TCW GROUP INC
13F-HR, 2000-05-09
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<PAGE>

FORM 13F COVER PAGE


Report for the Calendar Year or Quarter Ended: March 31, 2000

Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.):   [ ] is a restatement.
                                    [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:             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:   Senior Vice President
Phone:   213-244-0114
Signature, Place, and Date of Signing:

         /s/  Karen Hodges
         Los Angeles, CA
         May 10, 2000

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:                              8

Form 13F Information Table Entry Total:                         2,021

Form 13F Information Table Value Total (in thousands):          $33,006,774

List of Other Included Managers:

No.      13F File Number   Name

01                         TCW Special Credits (C)
02                         TCW Investment Management Company (I)(1)
03                         TCW Advisors, Inc. (J)
04                         TCW/Crescent Mezzanine, L.L.C. (K)
05                         TCW London International Limited (L)
06                         TCW Asset Management Company (M)
07                         TCW Capital Investment Corp. (T)
08                         Trust Company of the West (S)
09                         TCW Americas Development Association, L.P.
                                (d/b/a TCW Worldwide Opportunities Fund)(2)











- ------------------------------------
(1) TCW Funds Management, Inc. merged with its affiliate, TCW Investment
Management Company on January 4, 2000 and changed its name on January 10, 2000
to TCW Investment Management Company.

(2) TCW Americas Management, L.P., formerly the general partner of TCW Americas
Development Association, L.P., withdrew its registration as investment adviser
on August 24, 1999. TCW Americas Development Inc., formerly the managing general
partner of TCW Americas Development Association, L.P. merged into TCW Asset
Management Company on November 1, 1999.


                                       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>
AAR CORP                  COMMON            000361105     1242          74414 SH      SOLE      M              74414       0     0
AAR CORP                  COMMON            000361105     6884         412500 SH      SOLE      S             412500       0     0
ABC-NACO INC              COMMON            000752105       74           8400 SH      SOLE      M               8400       0     0
ABC-NACO INC              COMMON            000752105     3094         353600 SH      SOLE      S             353600       0     0
AFLAC INC                 COMMON            001055102     7973         175000 SH      SOLE      I             175000       0     0
AK STL HLDG CORP          COMMON            001547108      497          47900 SH      SOLE      I              47900       0     0
AK STL HLDG CORP          COMMON            001547108      200          19300 SH      SOLE      M              19300       0     0
AK STL HLDG CORP          COMMON            001547108     3903         376200 SH      SOLE      S             376200       0     0
AMFM INC                  COMMON            001693100      590           9500 SH      SOLE      M               9500       0     0
AMR CORP                  COMMON            001765106       51           1600 SH      SOLE      M               1600       0     0
AT&T CORP                 COMMON            001957109     4220          74940 SH      SOLE      I              74940       0     0
AT&T CORP                 COMMON            001957109     6449         114525 SH      SOLE      M             114525       0     0
AT&T CORP                 COMMON            001957109      315           5600 SH      SOLE      S               5600       0     0
AT&T CORP                 COM LIB GRP A     001957208      752          12682 SH      SOLE      I              12682       0     0
AT&T CORP                 COM LIB GRP A     001957208     1574          26545 SH      SOLE      M              26545       0     0
AT&T CORP                 COM LIB GRP A     001957208       24            405 SH      SOLE      S                405       0     0
AT&T CORP                 COM LIB GRP A     001957208       24            400 SH      SOLE      T                400       0     0
AT & T CDA INC            DEPS RCPT CL B    00207Q202    95123        1559400 SH      SOLE      I            1559400       0     0
AT & T CDA INC            DEPS RCPT CL B    00207Q202    74495        1221222 SH      SOLE      M            1221222       0     0
AT & T CDA INC            DEPS RCPT CL B    00207Q202     4935          80900 SH      SOLE      S              80900       0     0
ABBOTT LABS               COMMON            002824100     1267          36000 SH      SOLE      I              36000       0     0
ABERCROMBIE & FITCH CO    CL A              002896207      592          37000 SH      SOLE      I              37000       0     0
ABERCROMBIE & FITCH CO    CL A              002896207      400          25000 SH      SOLE      M              25000       0     0
ABERCROMBIE & FITCH CO    CL A              002896207     7379         461200 SH      SOLE      S             461200       0     0
ABGENIX INC               COMMON            00339B107    27742         200846 SH      SOLE      I             200846       0     0
ABGENIX INC               COMMON            00339B107    13765          99654 SH      SOLE      M              99654       0     0
ABGENIX INC               COMMON            00339B107      448           3245 SH      SOLE      S               3245       0     0
ABGENIX INC               COMMON            00339B107       14            100 SH      SOLE      T                100       0     0
ABOUT COM INC             COMMON            003736105    27654         313800 SH      SOLE      I             313800       0     0
ABOUT COM INC             COMMON            003736105    90671        1028893 SH      SOLE      M            1028893       0     0


                                       3
<PAGE>

ABOUT COM INC             COMMON            003736105     5896          66900 SH      SOLE      S              66900       0     0
ACCREDO HEALTH INC        COMMON            00437V104      477          14400 SH      SOLE      I              14400       0     0
ACCREDO HEALTH INC        COMMON            00437V104    13406         404700 SH      SOLE      M             404700       0     0
ACCREDO HEALTH INC        COMMON            00437V104      534          16125 SH      SOLE      S              16125       0     0
ACME COMMUNICATION INC    COMMON            004631107    26813        1172138 SH      SOLE      I            1172138       0     0
ACORN PRODS INC           COMMON            004857108    32016        3162049 SH      SOLE      CM           3162049       0     0
ADECCO SA                 DEPOSITORY RECEI  006754105     2923          33077 SH      SOLE      M              33077       0     0
ADELPHIA COMMUNICATIONS   CL A              006848105      145           2966 SH      SOLE      M               2966       0     0
ADMINISTAFF INC           COMMON            007094105      534          13600 SH      SOLE      I              13600       0     0
ADMINISTAFF INC           COMMON            007094105    15029         382900 SH      SOLE      M             382900       0     0
ADMINISTAFF INC           COMMON            007094105      601          15300 SH      SOLE      S              15300       0     0
AEROFLEX INC              COMMON            007768104      644          13000 SH      SOLE      I              13000       0     0
AEROFLEX INC              COMMON            007768104    19910         402221 SH      SOLE      M             402221       0     0
AEROFLEX INC              COMMON            007768104      710          14350 SH      SOLE      S              14350       0     0
AFFYMETRIX INC            COMMON            00826T108       58            390 SH      SOLE      M                390       0     0
AFFYMETRIX INC 144A       CVT DEB 4.75% 02  00826TAC2     6104        8720000 PRN     SOLE      I            8720000       0     0
AFFYMETRIX INC 144A       CVT DEB 4.75% 02  00826TAC2     9961       14230000 PRN     SOLE      M           14230000       0     0
AFFYMETRIX INC 144A       CVT DEB 4.75% 02  00826TAC2       35          50000 PRN     SOLE      T              50000       0     0
AGILENT TECHNOLOGIES INC  COMMON            00846U101     1796          17269 SH      SOLE      I              17269       0     0
AGILENT TECHNOLOGIES INC  COMMON            00846U101       21            200 SH      SOLE      M                200       0     0
AGILENT TECHNOLOGIES INC  COMMON            00846U101        4             35 SH      SOLE      T                 35       0     0
AGILE SOFTWARE CORP DEL   COMMON            00846X105     6300         100800 SH      SOLE      I             100800       0     0
AGILE SOFTWARE CORP DEL   COMMON            00846X105    24400         390392 SH      SOLE      M             390392       0     0
AGILE SOFTWARE CORP DEL   COMMON            00846X105    19938         319000 SH      SOLE      S             319000       0     0
AGRIUM INC                COMMON            008916108       97          12077 SH      SOLE      M              12077       0     0
AGRIUM INC                COMMON            008916108     2927         363100 SH      SOLE      S             363100       0     0
AIRGATE PCS INC           COMMON            009367103      646          38011 SH      SOLE      I              38011       0     0
AIRGATE PCS INC           COMMON            009367103      366          21556 SH      SOLE      K              21556       0     0
AIRGATE PCS INC           COMMON            009367103      367          21561 SH      SOLE      M              21561       0     0
AKAMAI TECHNOLOGIES INC   COMMON            00971T101      547           3400 SH      SOLE      I               3400       0     0
AKAMAI TECHNOLOGIES INC   COMMON            00971T101     1298           8070 SH      SOLE      M               8070       0     0
AKAMAI TECHNOLOGIES INC   COMMON            00971T101       48            300 SH      SOLE      S                300       0     0


                                       4
<PAGE>

ALAMOSA PCS HLDGS         COMMON            011593100      340          20000 SH      SOLE      I              20000       0     0
ALBANY INTL CORP          CL A              012348108      583          39345 SH      SOLE      I              39345       0     0
ALBANY INTL CORP          CL A              012348108     2370         160025 SH      SOLE      M             160025       0     0
ALBANY INTL CORP          CL A              012348108     9204         621335 SH      SOLE      S             621335       0     0
ALBERTSONS INC            COMMON            013104104      627          20300 SH      SOLE      I              20300       0     0
ALBERTSONS INC            COMMON            013104104      296           9600 SH      SOLE      M               9600       0     0
ALBERTSONS INC            COMMON            013104104       43           1400 SH      SOLE      S               1400       0     0
ALCOA INC                 COMMON            013817101      445           6337 SH      SOLE      I               6337       0     0
ALCOA INC                 COMMON            013817101     1836          26130 SH      SOLE      M              26130       0     0
ALCOA INC                 COMMON            013817101       84           1200 SH      SOLE      S               1200       0     0
ALKERMES INC              COMMON            01642T108    26844         290200 SH      SOLE      I             290200       0     0
ALKERMES INC              COMMON            01642T108    86199         931876 SH      SOLE      M             931876       0     0
ALKERMES INC              COMMON            01642T108     4708          50900 SH      SOLE      S              50900       0     0
ALKERMES INC              COMMON            01642T108       56            600 SH      SOLE      T                600       0     0
ALLEN TELECOM INC         COMMON            018091108     2560         160600 SH      SOLE      M             160600       0     0
ALLEN TELECOM INC         COMMON            018091108     9660         606100 SH      SOLE      S             606100       0     0
ALLIED WASTE INDUSTRIES   COMMON            019589308     5161         561780 SH      SOLE      K             561780       0     0
ALLIED WASTE INDUSTRIES   COMMON            019589308     1729         188220 SH      SOLE      M             188220       0     0
ALLSTATE CORP             COMMON            020002101    15627         656260 SH      SOLE      I             656260       0     0
ALLSTATE CORP             COMMON            020002101     6641         278900 SH      SOLE      M             278900       0     0
ALLSTATE CORP             COMMON            020002101      307          12900 SH      SOLE      S              12900       0     0
ALLSTATE CORP             COMMON            020002101       26           1085 SH      SOLE      T               1085       0     0
ALPHARMA INC              CL A              020813101     1003          27300 SH      SOLE      M              27300       0     0
ALSTOM                    DEPOSITORY RECEI  021244108     1758          64069 SH      SOLE      M              64069       0     0
ALTERA CORP               COMMON            021441100    54175         607000 SH      SOLE      I             607000       0     0
ALTERA CORP               COMMON            021441100    53035         594230 SH      SOLE      M             594230       0     0
ALTERA CORP               COMMON            021441100     2410          27000 SH      SOLE      S              27000       0     0
ALTERNATIVE LIVING SVCS   SDCV  5.250 12/1  02145KAB3      180         335000 PRN     SOLE      I             335000       0     0
ALTERNATIVE LIVING SVCS   SDCV  5.250 12/1  02145KAB3     5549       10300000 PRN     SOLE      M           10300000       0     0
ALTERNATIVE LIVING SVCS   SDCV  5.250 12/1  02145KAB3       16          30000 PRN     SOLE      T              30000       0     0
AMAZON COM INC            COMMON            023135106    26840         400600 SH      SOLE      I             400600       0     0
AMAZON COM INC            COMMON            023135106    17930         267605 SH      SOLE      M             267605       0     0


                                       5
<PAGE>

AMAZON COM INC            COMMON            023135106      442           6600 SH      SOLE      S               6600       0     0
AMERICA ONLINE INC DEL    COMMON            02364J104       76           1129 SH      SOLE      I               1129       0     0
AMERICA ONLINE INC DEL    COMMON            02364J104      342           5065 SH      SOLE      M               5065       0     0
AMERICA ONLINE            CVT DEB 0.00% 12  02364JAC8       50          90000 PRN     SOLE      T              90000       0     0
AMERICAN EXPRESS CO       COMMON            025816109     3258          21875 SH      SOLE      I              21875       0     0
AMERICAN EXPRESS CO       COMMON            025816109     2962          19885 SH      SOLE      M              19885       0     0
AMERICAN EXPRESS CO       COMMON            025816109      141            950 SH      SOLE      S                950       0     0
AMERICAN FINL HLDGS INC   COMMON            026075101     1981         164202 SH      SOLE      M             164202       0     0
AMERICAN FINL HLDGS INC   COMMON            026075101     7808         647300 SH      SOLE      S             647300       0     0
AMERICAN HOME PRODS CORP  COMMON            026609107     1941          36110 SH      SOLE      I              36110       0     0
AMERICAN HOME PRODS CORP  COMMON            026609107     3654          67975 SH      SOLE      M              67975       0     0
AMERICAN HOME PRODS CORP  COMMON            026609107      188           3500 SH      SOLE      S               3500       0     0
AMERICAN INTL GROUP INC   COMMON            026874107   107965         985983 SH      SOLE      I             985983       0     0
AMERICAN INTL GROUP INC   COMMON            026874107      676           6175 SH      SOLE      J               6175       0     0
AMERICAN INTL GROUP INC   COMMON            026874107   193989        1771592 SH      SOLE      M            1771592       0     0
AMERICAN INTL GROUP INC   COMMON            026874107    78724         718943 SH      SOLE      S             718943       0     0
AMERICAN INTL GROUP INC   COMMON            026874107       62            562 SH      SOLE      T                562       0     0
AMERICAN RESIDENTIAL INV  COMMON            02926T103      626         108800 SH      SOLE      I             108800       0     0
AMERICAN RESIDENTIAL INV  COMMON            02926T103      911         158500 SH      SOLE      M             158500       0     0
AMERICAN TOWER CORP       CL A              029912201    44522         901715 SH      SOLE      I             901715       0     0
AMERICAN TOWER CORP       CL A              029912201    35097         710823 SH      SOLE      M             710823       0     0
AMERICAN TOWER CORP       CL A              029912201      568          11500 SH      SOLE      S              11500       0     0
AMERICAN TOWER 144A       CVT DEB 2.25% 10  029912AC6      134          90000 PRN     SOLE      T              90000       0     0
AMERICAN TOWER 144A       CVT DEB 5.0% 02/  029912AE2    11838       10570000 PRN     SOLE      I           10570000       0     0
AMERICAN TOWER 144A       CVT DEB 5.0% 02/  029912AE2    22215       19835000 PRN     SOLE      M           19835000       0     0
AMES DEPT STORES INC      COM NEW           030789507     3837         156200 SH      SOLE      S             156200       0     0
AMGEN INC                 COMMON            031162100   150026        2444415 SH      SOLE      I            2444415       0     0
AMGEN INC                 COMMON            031162100      878          14300 SH      SOLE      J              14300       0     0
AMGEN INC                 COMMON            031162100   235933        3844124 SH      SOLE      M            3844124       0     0
AMGEN INC                 COMMON            031162100    16432         267725 SH      SOLE      S             267725       0     0
AMGEN INC                 COMMON            031162100       46            755 SH      SOLE      T                755       0     0
ANADARKO PETE CORP        COMMON            032511107    45133        1166600 SH      SOLE      S            1166600       0     0


                                       6
<PAGE>

ANDRX CORP                COMMON            034551101    55463         480200 SH      SOLE      I             480200       0     0
ANDRX CORP                COMMON            034551101    90361         782350 SH      SOLE      M             782350       0     0
ANDRX CORP                COMMON            034551101     4551          39400 SH      SOLE      S              39400       0     0
ANGELICA CORP             COMMON            034663104       30           3000 SH      SOLE      M               3000       0     0
ANGELICA CORP             COMMON            034663104     2514         253000 SH      SOLE      S             253000       0     0
ANHEUSER BUSCH COS INC    COMMON            035229103      306           4920 SH      SOLE      I               4920       0     0
ANHEUSER BUSCH COS INC    COMMON            035229103      140           2245 SH      SOLE      M               2245       0     0
ANHEUSER BUSCH COS INC    COMMON            035229103       10            160 SH      SOLE      S                160       0     0
ANIXTER INTL INC          COMMON            035290105      518          18600 SH      SOLE      I              18600       0     0
ANIXTER INTL INC          COMMON            035290105      125           4500 SH      SOLE      M               4500       0     0
ANIXTER INTL INC          COMMON            035290105       36           1300 SH      SOLE      S               1300       0     0
ANNTAYLOR STORES CORP     COMMON            036115103     2459         106900 SH      SOLE      M             106900       0     0
ANNTAYLOR STORES CORP     COMMON            036115103     8365         363700 SH      SOLE      S             363700       0     0
ANTHRACITE CAP INC        COMMON            037023108     3563         500000 SH      SOLE      I             500000       0     0
ANTHRACITE CAP INC        COMMON            037023108     3005         421700 SH      SOLE      M             421700       0     0
ANWORTH MORTGAGE ASSET C  COMMON            037347101      983         221600 SH      SOLE      I             221600       0     0
APACHE CORP               6.5 CVT PF "ACES  037411600     7493         166500 SH      SOLE      I             166500       0     0
APACHE CORP               6.5 CVT PF "ACES  037411600    30367         674815 SH      SOLE      M             674815       0     0
APEX MORTGAGE CAPITAL     COMMON            037564101     2578         294667 SH      SOLE      T             294667       0     0
APPLIED EXTRUSION TECHNO  COMMON            038196101      592          72300 SH      SOLE      M              72300       0     0
APPLIED EXTRUSION TECHNO  COMMON            038196101     4403         537800 SH      SOLE      S             537800       0     0
APPLIED INDL TECHNOLOGIE  COMMON            03820C105      188          11730 SH      SOLE      M              11730       0     0
APPLIED INDL TECHNOLOGIE  COMMON            03820C105     3254         203400 SH      SOLE      S             203400       0     0
APPLIED MATLS INC         COMMON            038222105   164007        1740132 SH      SOLE      I            1740132       0     0
APPLIED MATLS INC         COMMON            038222105     1074          11400 SH      SOLE      J              11400       0     0
APPLIED MATLS INC         COMMON            038222105   295222        3132332 SH      SOLE      M            3132332       0     0
APPLIED MATLS INC         COMMON            038222105    93389         990870 SH      SOLE      S             990870       0     0
APPLIED PWR INC           CL A              038225108      684          24000 SH      SOLE      I              24000       0     0
APPLIED PWR INC           CL A              038225108     1910          67027 SH      SOLE      M              67027       0     0
APPLIED PWR INC           CL A              038225108     8921         313000 SH      SOLE      S             313000       0     0
ARACRUZ CELULOSE ADR      ADR               038496204      216          10200 SH      SOLE      I              10200       0     0
ARACRUZ CELULOSE ADR      ADR               038496204      572          27000 SH      SOLE      M              27000       0     0


                                       7
<PAGE>

ARDEN GROUP CL A          COMMON            039762109     1940          56219 SH      SOLE      I              56219       0     0
ARIBA INC                 COMMON            04033V104    84564         403405 SH      SOLE      I             403405       0     0
ARIBA INC                 COMMON            04033V104   105538         503460 SH      SOLE      M             503460       0     0
ARIBA INC                 COMMON            04033V104     2992          14275 SH      SOLE      S              14275       0     0
ARROW ELECTRS INC         COMMON            042735100      850          24100 SH      SOLE      I              24100       0     0
ARROW ELECTRS INC         COMMON            042735100     4135         117304 SH      SOLE      M             117304       0     0
ARROW ELECTRS INC         COMMON            042735100    20371         577900 SH      SOLE      S             577900       0     0
ASK JEEVES INC            COMMON            045174109    16198         265000 SH      SOLE      S             265000       0     0
ASPECT DEV INC            COMMON            045234101      219           3401 SH      SOLE      M               3401       0     0
ASPEN TECHNOLOGY INC      COMMON            045327103      412          10200 SH      SOLE      I              10200       0     0
ASPEN TECHNOLOGY INC      COMMON            045327103    11693         289600 SH      SOLE      M             289600       0     0
ASPEN TECHNOLOGY INC      COMMON            045327103      468          11600 SH      SOLE      S              11600       0     0
ASSOCIATES FIRST CAP COR  CL A              046008108       90           4230 SH      SOLE      I               4230       0     0
ASSOCIATES FIRST CAP COR  CL A              046008108     1024          47895 SH      SOLE      M              47895       0     0
ASSOCIATES FIRST CAP COR  CL A              046008108       18            850 SH      SOLE      S                850       0     0
ASTEC INDS INC            COMMON            046224101    11642         438300 SH      SOLE      S             438300       0     0
ASTEC INDS INC            COMMON            046224101       24            900 SH      SOLE      T                900       0     0
ASTORIA FINL CORP         COMMON            046265104      298          10500 SH      SOLE      I              10500       0     0
ASTORIA FINL CORP         COMMON            046265104     3856         135900 SH      SOLE      M             135900       0     0
ASTORIA FINL CORP         COMMON            046265104    17055         601050 SH      SOLE      S             601050       0     0
ATMEL CORP                COMMON            049513104    31316         606600 SH      SOLE      S             606600       0     0
AURORA BIOSCIENCES CORP   COMMON            051920106     6569         160700 SH      SOLE      I             160700       0     0
AURORA BIOSCIENCES CORP   COMMON            051920106    36506         893101 SH      SOLE      M             893101       0     0
AURORA BIOSCIENCES CORP   COMMON            051920106     1995          48800 SH      SOLE      S              48800       0     0
AVANEX CORP               COMMON            05348W109      334           2200 SH      SOLE      I               2200       0     0
AVANEX CORP               COMMON            05348W109      986           6500 SH      SOLE      M               6500       0     0
AVANEX CORP               COMMON            05348W109       46            300 SH      SOLE      S                300       0     0
AVENUE A INC              COMMON            053566105        0              5 SH      SOLE      I                  5       0     0
AVENUE A INC              COMMON            053566105      156           5100 SH      SOLE      M               5100       0     0
AXA                       ADR               054536107     3306          46119 SH      SOLE      M              46119       0     0
BHA GROUP HLDGS INC       COMMON            055446108     1991         252829 SH      SOLE      S             252829       0     0
BJ SVCS CO                COMMON            055482103     2039          27600 SH      SOLE      M              27600       0     0


                                       8
<PAGE>

BJ SVCS CO                COMMON            055482103       59            800 SH      SOLE      T                800       0     0
BP AMOCO P L C            ADR               055622104     3203          60144 SH      SOLE      M              60144       0     0
BTG INC                   COMMON            05576J101     2791         293800 SH      SOLE      S             293800       0     0
BMC SOFTWARE INC          COMMON            055921100    19750         400000 SH      SOLE      S             400000       0     0
BAKER HUGHES INC          COMMON            057224107    15883         525046 SH      SOLE      I             525046       0     0
BAKER HUGHES INC          COMMON            057224107    11753         388515 SH      SOLE      M             388515       0     0
BAKER HUGHES INC          COMMON            057224107    27736         916900 SH      SOLE      S             916900       0     0
BAKER HUGHES INC          COMMON            057224107       64           2100 SH      SOLE      T               2100       0     0
BAKER J INC               COMMON            057232100     1390         198600 SH      SOLE      M             198600       0     0
BAKER J INC               COMMON            057232100     3788         541200 SH      SOLE      S             541200       0     0
BALDOR ELEC CO            COMMON            057741100       51           2800 SH      SOLE      M               2800       0     0
BALDOR ELEC CO            COMMON            057741100     4109         227500 SH      SOLE      S             227500       0     0
BALDWIN TECHNOLOGY INC    CL A              058264102      181          93300 SH      SOLE      M              93300       0     0
BALDWIN TECHNOLOGY INC    CL A              058264102      968         499600 SH      SOLE      S             499600       0     0
BALTIMORE TECHNOLOGIES P  ADR               059284109     2665          18637 SH      SOLE      M              18637       0     0
BANCO DE GALICIA Y BUENO  DEPOSITORY RECEI  059538207     1928          95201 SH      SOLE      I              95201       0     0
BANCO FRANCES DEL RIO DE  DEPOSITORY RECEI  059591107     1605          67937 SH      SOLE      I              67937       0     0
BANCO SANTANDER CHILE     DEPOSITORY RECEI  05965F108      347          25388 SH      SOLE      I              25388       0     0
BANCO SANTIAGO            DEPOSITORY RECEI  05965L105      429          21720 SH      SOLE      I              21720       0     0
BANK OF AMERICA CORP      COMMON            060505104      395           7531 SH      SOLE      I               7531       0     0
BANK OF AMERICA CORP      COMMON            060505104     2751          52468 SH      SOLE      M              52468       0     0
BANK OF AMERICA CORP      COMMON            060505104       73           1400 SH      SOLE      S               1400       0     0
BANK UTD CORP             CL A              065412108     2301          72898 SH      SOLE      M              72898       0     0
BANK UTD CORP             CL A              065412108     8525         270100 SH      SOLE      S             270100       0     0
BANTA CORP                COMMON            066821109      248          13481 SH      SOLE      M              13481       0     0
BANTA CORP                COMMON            066821109     5191         282500 SH      SOLE      S             282500       0     0
BARCLAYS PLC              ADR               06738E204     2376          21600 SH      SOLE      M              21600       0     0
BARRETT RES CORP          COM PAR $0.01     068480201     3149         105612 SH      SOLE      M             105612       0     0
BARRETT RES CORP          COM PAR $0.01     068480201     9024         302700 SH      SOLE      S             302700       0     0
BAXTER INTL INC           COMMON            071813109      633          10100 SH      SOLE      I              10100       0     0
BEA SYSTEMS 144A          CVT DEB 4.00% 12  073325AC6    10316        8340000 PRN     SOLE      I            8340000       0     0
BEA SYSTEMS 144A          CVT DEB 4.00% 12  073325AC6    14645       11840000 PRN     SOLE      M           11840000       0     0


                                       9
<PAGE>

BEA SYSTEMS 144A          CVT DEB 4.00% 12  073325AC6       68          55000 PRN     SOLE      T              55000       0     0
BED BATH & BEYOND INC     COMMON            075896100    26531         673800 SH      SOLE      I             673800       0     0
BED BATH & BEYOND INC     COMMON            075896100    27673         702806 SH      SOLE      M             702806       0     0
BED BATH & BEYOND INC     COMMON            075896100      441          11200 SH      SOLE      S              11200       0     0
BELL ATLANTIC CORP        COMMON            077853109     1501          24562 SH      SOLE      I              24562       0     0
BELL ATLANTIC CORP        COMMON            077853109     5415          88582 SH      SOLE      M              88582       0     0
BELL ATLANTIC CORP        COMMON            077853109      266           4350 SH      SOLE      S               4350       0     0
BELL INDS INC             COMMON            078107109       99          30940 SH      SOLE      M              30940       0     0
BELL INDS INC             COMMON            078107109     1233         386852 SH      SOLE      S             386852       0     0
BELLSOUTH CORP            COMMON            079860102     1202          25644 SH      SOLE      I              25644       0     0
BELLSOUTH CORP            COMMON            079860102     4376          93350 SH      SOLE      M              93350       0     0
BELLSOUTH CORP            COMMON            079860102      211           4500 SH      SOLE      S               4500       0     0
BELO A H CORP DEL         COM SER A         080555105      975          54551 SH      SOLE      M              54551       0     0
BELO A H CORP DEL         COM SER A         080555105     1788         100000 SH      SOLE      S             100000       0     0
BENCHMARK ELECTRONC 144A  CVT 6.00% 08/15/  08160HAA9       65          60000 PRN     SOLE      T              60000       0     0
BEST BUY INC              COMMON            086516101      272           3166 SH      SOLE      I               3166       0     0
BEST BUY INC              COMMON            086516101      376           4375 SH      SOLE      M               4375       0     0
BEST BUY INC              COMMON            086516101        9            100 SH      SOLE      S                100       0     0
BEVERLY ENTERPRISES INC   COM NEW           087851309     1221         331086 SH      SOLE      M             331086       0     0
BEVERLY ENTERPRISES INC   COM NEW           087851309     2970         805300 SH      SOLE      S             805300       0     0
BIO RAD LABS INC          CL A              090572207     1561          57300 SH      SOLE      M              57300       0     0
BIO RAD LABS INC          CL A              090572207     6322         232000 SH      SOLE      S             232000       0     0
BIOGEN INC                COMMON            090597105   172601        2470142 SH      SOLE      I            2470142       0     0
BIOGEN INC                COMMON            090597105      845          12100 SH      SOLE      J              12100       0     0
BIOGEN INC                COMMON            090597105   261869        3747671 SH      SOLE      M            3747671       0     0
BIOGEN INC                COMMON            090597105    52195         746975 SH      SOLE      S             746975       0     0
BIOGEN INC                COMMON            090597105       21            300 SH      SOLE      T                300       0     0
BIOMATRIX INC             COMMON            09060P102      416          17100 SH      SOLE      I              17100       0     0
BIOMATRIX INC             COMMON            09060P102    11721         482100 SH      SOLE      M             482100       0     0
BIOMATRIX INC             COMMON            09060P102      469          19300 SH      SOLE      S              19300       0     0
BOEING CO                 COMMON            097023105     2658          70296 SH      SOLE      I              70296       0     0
BOEING CO                 COMMON            097023105     3901         103171 SH      SOLE      M             103171       0     0


                                       10
<PAGE>

BOEING CO                 COMMON            097023105    26724         706750 SH      SOLE      S             706750       0     0
BOSTON PRIVATE FINL HLDG  COMMON            101119105     1178         124000 SH      SOLE      S             124000       0     0
BOSTONFED BANCORP INC     COMMON            101178101     1584         143200 SH      SOLE      S             143200       0     0
BOWNE & CO INC            COMMON            103043105     2221         172500 SH      SOLE      M             172500       0     0
BOWNE & CO INC            COMMON            103043105     6337         492200 SH      SOLE      S             492200       0     0
BRAUN CONSULTING INC      COMMON            105651103      435          13600 SH      SOLE      I              13600       0     0
BRAUN CONSULTING INC      COMMON            105651103    12077         377400 SH      SOLE      M             377400       0     0
BRAUN CONSULTING INC      COMMON            105651103      478          14950 SH      SOLE      S              14950       0     0
BREAKAWAY SOLUTIONS INC   COMMON            106372105      278           6100 SH      SOLE      I               6100       0     0
BREAKAWAY SOLUTIONS INC   COMMON            106372105     8800         193400 SH      SOLE      M             193400       0     0
BREAKAWAY SOLUTIONS INC   COMMON            106372105      305           6700 SH      SOLE      S               6700       0     0
BRINKER INTL INC          COMMON            109641100      831          28000 SH      SOLE      I              28000       0     0
BRIO TECHNOLOGY INC       COMMON            109704106      483          12800 SH      SOLE      I              12800       0     0
BRIO TECHNOLOGY INC       COMMON            109704106    13492         357400 SH      SOLE      M             357400       0     0
BRIO TECHNOLOGY INC       COMMON            109704106      538          14250 SH      SOLE      S              14250       0     0
BRISTOL MYERS SQUIBB CO   COMMON            110122108      748          12898 SH      SOLE      I              12898       0     0
BRISTOL MYERS SQUIBB CO   COMMON            110122108     1245          21470 SH      SOLE      M              21470       0     0
BRISTOL MYERS SQUIBB CO   COMMON            110122108     4443          76610 SH      SOLE      S              76610       0     0
BROADWING INC             COMMON            111620100    12086         325000 SH      SOLE      I             325000       0     0
BROADWING INC             COMMON            111620100      881          23700 SH      SOLE      M              23700       0     0
BUCA INC                  COMMON            117769109      205          15900 SH      SOLE      I              15900       0     0
BUCA INC                  COMMON            117769109     5256         408200 SH      SOLE      M             408200       0     0
BUCA INC                  COMMON            117769109      212          16500 SH      SOLE      S              16500       0     0
BURLINGTON RES INC        COMMON            122014103    36208         978600 SH      SOLE      S             978600       0     0
BURNS INTL SVCS CORP      COMMON            122374101     3953         376500 SH      SOLE      S             376500       0     0
BURR BROWN CORP 144A      CVT DEB 4.25% 02  122574AD8     6538        5930000 PRN     SOLE      I            5930000       0     0
BURR BROWN CORP 144A      CVT DEB 4.25% 02  122574AD8     9641        8745000 PRN     SOLE      M            8745000       0     0
BUSH BOAKE ALLEN INC      COMMON            123162109      348          12500 SH      SOLE      M              12500       0     0
BUSH BOAKE ALLEN INC      COMMON            123162109     4205         151200 SH      SOLE      S             151200       0     0
BUSH INDS INC             CL A              123164105     1433         103300 SH      SOLE      M             103300       0     0
BUSH INDS INC             CL A              123164105     5057         364500 SH      SOLE      S             364500       0     0
CKE RESTAURANTS           CVT DEB 4.25% 03  12561EAB1     5488       10000000 PRN     SOLE      M           10000000       0     0


                                       11
<PAGE>

CKE RESTAURANTS           CVT DEB 4.25% 03  12561EAB1       30          55000 PRN     SOLE      T              55000       0     0
CK WITCO CORP             COMMON            12562C108      477          46800 SH      SOLE      I              46800       0     0
CK WITCO CORP             COMMON            12562C108     1667         163600 SH      SOLE      M             163600       0     0
CK WITCO CORP             COMMON            12562C108     5439         533900 SH      SOLE      S             533900       0     0
CMGI INC                  COMMON            125750109      408           3605 SH      SOLE      M               3605       0     0
CMI CORP                  CL A              125761304       53          11600 SH      SOLE      M              11600       0     0
CMI CORP                  CL A              125761304      834         182800 SH      SOLE      S             182800       0     0
CSG SYS INTL INC          COMMON            126349109    39888         817164 SH      SOLE      I             817164       0     0
CSG SYS INTL INC          COMMON            126349109   143717        2944274 SH      SOLE      M            2944274       0     0
CSG SYS INTL INC          COMMON            126349109    10626         217700 SH      SOLE      S             217700       0     0
CABLEVISION SYS CORP      CL A              12686C109    32902         541600 SH      SOLE      I             541600       0     0
CABLEVISION SYS CORP      CL A              12686C109    34505         567979 SH      SOLE      M             567979       0     0
CABLEVISION SYS CORP      CL A              12686C109      553           9100 SH      SOLE      S               9100       0     0
CABOT OIL & GAS CORP      CL A              127097103      244          13509 SH      SOLE      M              13509       0     0
CABOT OIL & GAS CORP      CL A              127097103     5778         319900 SH      SOLE      S             319900       0     0
CALIFORNIA MICRO DEVICES  COMMON            130439102      137           5000 SH      SOLE      S               5000       0     0
CALLAWAY GOLF CO          COMMON            131193104     4537         292700 SH      SOLE      S             292700       0     0
CAMBRIDGE TECH PARTNERS   COMMON            132524109      327          24100 SH      SOLE      I              24100       0     0
CAMBRIDGE TECH PARTNERS   COMMON            132524109     1396         102895 SH      SOLE      M             102895       0     0
CAMBRIDGE TECH PARTNERS   COMMON            132524109     7397         545400 SH      SOLE      S             545400       0     0
CANON INC                 ADR               138006309     2705          62735 SH      SOLE      M              62735       0     0
CAPITAL ONE FINL CORP     COMMON            14040H105     7826         163261 SH      SOLE      I             163261       0     0
CAPITAL ONE FINL CORP     COMMON            14040H105     4616          96290 SH      SOLE      M              96290       0     0
CAPITAL ONE FINL CORP     COMMON            14040H105      223           4650 SH      SOLE      S               4650       0     0
CAPITAL ONE FINL CORP     COMMON            14040H105       17            365 SH      SOLE      T                365       0     0
CAPSTEAD MTG CORP         PFD B CV $1.26    14067E308     4908         520000 SH      SOLE      I             520000       0     0
CAPSTEAD MTG CORP         PFD B CV $1.26    14067E308     1699         180000 SH      SOLE      M             180000       0     0
CARBIDE/GRAPHITE GROUP I  COMMON            140777103      436          91800 SH      SOLE      M              91800       0     0
CARBIDE/GRAPHITE GROUP I  COMMON            140777103     1556         327500 SH      SOLE      S             327500       0     0
CAREER EDUCATION CORP     COMMON            141665109      284           8100 SH      SOLE      I               8100       0     0
CAREER EDUCATION CORP     COMMON            141665109     7767         221900 SH      SOLE      M             221900       0     0
CAREER EDUCATION CORP     COMMON            141665109      308           8800 SH      SOLE      S               8800       0     0


                                       12
<PAGE>

CAREINSITE INC            COMMON            14170M106     5493         235000 SH      SOLE      S             235000       0     0
CASCADE CORP              COMMON            147195101     2745         249500 SH      SOLE      S             249500       0     0
CELGENE CORP              COMMON            151020104      176           1770 SH      SOLE      M               1770       0     0
CEMEX S A                 DEPOSITORY RECEI  151290889     4192         183764 SH      SOLE      I             183764       0     0
CEMEX S A                 DEPOSITORY RECEI  151290889     5120         224447 SH      SOLE      M             224447       0     0
CENTURY ALUM CO           COMMON            156431108     3722         270700 SH      SOLE      S             270700       0     0
CHAMPION ENTERPRISES INC  COMMON            158496109       58          10000 SH      SOLE      M              10000       0     0
CHAMPION ENTERPRISES INC  COMMON            158496109      776         135000 SH      SOLE      S             135000       0     0
CHAMPIONSHIP AUTO RACING  COMMON            158711101     2728         124000 SH      SOLE      I             124000       0     0
CHAMPIONSHIP AUTO RACING  COMMON            158711101    11724         532907 SH      SOLE      M             532907       0     0
CHAMPIONSHIP AUTO RACING  COMMON            158711101      264          12000 SH      SOLE      S              12000       0     0
CHART HOUSE ENTERPRISES   COMMON            160902102      989         190600 SH      SOLE      M             190600       0     0
CHART HOUSE ENTERPRISES   COMMON            160902102     2821         543900 SH      SOLE      S             543900       0     0
CHARLOTTE RUSSE HLDG INC  COMMON            161048103      409          23900 SH      SOLE      I              23900       0     0
CHARLOTTE RUSSE HLDG INC  COMMON            161048103    11491         671000 SH      SOLE      M             671000       0     0
CHARLOTTE RUSSE HLDG INC  COMMON            161048103      461          26900 SH      SOLE      S              26900       0     0
CHASE MANHATTAN CORP NEW  COMMON            16161A108      975          11186 SH      SOLE      I              11186       0     0
CHASE MANHATTAN CORP NEW  COMMON            16161A108     3681          42215 SH      SOLE      M              42215       0     0
CHASE MANHATTAN CORP NEW  COMMON            16161A108      174           2000 SH      SOLE      S               2000       0     0
CHECKFREE HLDGS CORP      COMMON            162816102    28144         399200 SH      SOLE      I             399200       0     0
CHECKFREE HLDGS CORP      COMMON            162816102    45038         638835 SH      SOLE      M             638835       0     0
CHECKFREE HLDGS CORP      COMMON            162816102    25852         366700 SH      SOLE      S             366700       0     0
CHEROKEE INC DEL NEW      COMMON            16444H102     1498         201400 SH      SOLE      I             201400       0     0
CHEROKEE INC DEL NEW      COMMON            16444H102     1220         164000 SH      SOLE      M             164000       0     0
CHEVRON CORPORATION       COMMON            166751107     4751          51398 SH      SOLE      I              51398       0     0
CHEVRON CORPORATION       COMMON            166751107     1178          12740 SH      SOLE      M              12740       0     0
CHEVRON CORPORATION       COMMON            166751107    13172         142500 SH      SOLE      S             142500       0     0
CHUBB CORP                COMMON            171232101       81           1200 SH      SOLE      M               1200       0     0
CIENA CORP                COMMON            171779101     1564          12400 SH      SOLE      M              12400       0     0
CIENA CORP                COMMON            171779101    44144         350000 SH      SOLE      S             350000       0     0
CIRCOR INTL INC           COMMON            17273K109      125           9400 SH      SOLE      M               9400       0     0
CIRCOR INTL INC           COMMON            17273K109     4871         365900 SH      SOLE      S             365900       0     0


                                       13
<PAGE>

CIRRUS LOGIC CORP         COMMON            172755100     1325          72600 SH      SOLE      M              72600       0     0
CIRRUS LOGIC CORP         COMMON            172755100     8809         482700 SH      SOLE      S             482700       0     0
CIRRUS LOGIC              CVT DEB 6.0% 12/  172755AC4       42          45000 PRN     SOLE      T              45000       0     0
CISCO SYS INC             COMMON            17275R102   250965        3246118 SH      SOLE      I            3246118       0     0
CISCO SYS INC             COMMON            17275R102     1515          19600 SH      SOLE      J              19600       0     0
CISCO SYS INC             COMMON            17275R102   412885        5340469 SH      SOLE      M            5340469       0     0
CISCO SYS INC             COMMON            17275R102   160265        2072950 SH      SOLE      S            2072950       0     0
CISCO SYS INC             COMMON            17275R102      201           2600 SH      SOLE      T               2600       0     0
CITADEL COMMUNICATIONS C  COMMON            172853202     7172         170000 SH      SOLE      I             170000       0     0
CITADEL COMMUNICATIONS C  COMMON            172853202    21117         500551 SH      SOLE      M             500551       0     0
CITADEL COMMUNICATIONS C  COMMON            172853202     1548          36700 SH      SOLE      S              36700       0     0
CITIGROUP INC             COMMON            172967101     7105         118672 SH      SOLE      I             118672       0     0
CITIGROUP INC             COMMON            172967101    12235         204348 SH      SOLE      M             204348       0     0
CITIGROUP INC             COMMON            172967101    60141        1004450 SH      SOLE      S            1004450       0     0
CITIGROUP INC             COMMON            172967101       50            840 SH      SOLE      T                840       0     0
CITRIX SYS INC            COMMON            177376100    67953        1025700 SH      SOLE      I            1025700       0     0
CITRIX SYS INC            COMMON            177376100   197341        2978725 SH      SOLE      M            2978725       0     0
CITRIX SYS INC            COMMON            177376100    84343        1273100 SH      SOLE      S            1273100       0     0
CITRIX SYSTEMS            CVT DEB 0.00% 03  177376AB6     5977        6325000 PRN     SOLE      I            6325000       0     0
CITRIX SYSTEMS            CVT DEB 0.00% 03  177376AB6    17846       18885000 PRN     SOLE      M           18885000       0     0
CITRIX SYSTEMS            CVT DEB 0.00% 03  177376AB6       95         100000 PRN     SOLE      T             100000       0     0
COACHMEN INDS INC         COMMON            189873102      619          44600 SH      SOLE      S              44600       0     0
COASTCAST CORP            COMMON            19057T108     1242          72500 SH      SOLE      M              72500       0     0
COASTCAST CORP            COMMON            19057T108     2517         147000 SH      SOLE      S             147000       0     0
COCA COLA CO              COMMON            191216100      468           9971 SH      SOLE      I               9971       0     0
COCA COLA CO              COMMON            191216100      934          19891 SH      SOLE      M              19891       0     0
COCA COLA CO              COMMON            191216100    21781         464050 SH      SOLE      S             464050       0     0
COCA COLA CO              COMMON            191216100       19            400 SH      SOLE      T                400       0     0
COLLATERAL THERAPEUTICS   COMMON            193921103       72           1635 SH      SOLE      M               1635       0     0
COLUMBIA/HCA HEALTHCARE   COMMON STOCK      197677107      883          34852 SH      SOLE      M              34852       0     0
COLUMBIA LABS INC         COMMON            197779101      345          29400 SH      SOLE      I              29400       0     0
COLUMBIA LABS INC         COMMON            197779101     9657         821900 SH      SOLE      M             821900       0     0


                                       14
<PAGE>

COLUMBIA LABS INC         COMMON            197779101      382          32550 SH      SOLE      S              32550       0     0
COMMERCE ONE INC DEL      COMMON            200693109    41596         278700 SH      SOLE      I             278700       0     0
COMMERCE ONE INC DEL      COMMON            200693109    32190         215679 SH      SOLE      M             215679       0     0
COMMERCE ONE INC DEL      COMMON            200693109    19253         129000 SH      SOLE      S             129000       0     0
COMPANHIA BRASILEIRA DE   ADR               20440T201      794          22050 SH      SOLE      I              22050       0     0
COMPANHIA CERVEJARIA BRA  DEPOSITORY RECEI  20440X103     2316         144748 SH      SOLE      I             144748       0     0
COMPANHIA PARANAENSE ENE  ADR               20441B407     1122         132055 SH      SOLE      I             132055       0     0
COMPANHIA PARANAENSE ENE  ADR               20441B407      468          55040 SH      SOLE      M              55040       0     0
COMPANIA ANONIMA NACIONL  DEPOSITORY RECEI  204421101      660          22770 SH      SOLE      I              22770       0     0
COMPANIA CERVECERIAS UNI  ADR               204429104     1012          40563 SH      SOLE      I              40563       0     0
COMPANIA DE MINAS ADR     DEPOSITORY RECEI  204448104      764          43068 SH      SOLE      I              43068       0     0
COMPANIA DE TELECOMUNICS  ADR NEW           204449300     2904         127665 SH      SOLE      I             127665       0     0
COMPAQ COMPUTER CORP      COMMON            204493100    13608         504008 SH      SOLE      I             504008       0     0
COMPAQ COMPUTER CORP      COMMON            204493100     7989         295890 SH      SOLE      M             295890       0     0
COMPAQ COMPUTER CORP      COMMON            204493100      385          14250 SH      SOLE      S              14250       0     0
COMPAQ COMPUTER CORP      COMMON            204493100       31           1140 SH      SOLE      T               1140       0     0
COMPLETE BUSINESS SOLUTI  COMMON            20452F107     1593          71200 SH      SOLE      M              71200       0     0
COMPLETE BUSINESS SOLUTI  COMMON            20452F107     9178         410200 SH      SOLE      S             410200       0     0
COMPUTER SCIENCES CORP    COMMON            205363104      886          11200 SH      SOLE      S              11200       0     0
COMPUTER TASK GROUP INC   COMMON            205477102     1992         181126 SH      SOLE      M             181126       0     0
COMPUTER TASK GROUP INC   COMMON            205477102     7761         705500 SH      SOLE      S             705500       0     0
COMVERSE TECHNOLOGY INC   SDCV  4.500  7/0  205862AG0      153          35000 PRN     SOLE      T              35000       0     0
COMPUTER HORIZONS CORP    COMMON            205908106     2627         153400 SH      SOLE      M             153400       0     0
COMPUTER HORIZONS CORP    COMMON            205908106     8427         492100 SH      SOLE      S             492100       0     0
CONCORD COMMUNICATIONS I  COMMON            206186108      423          11900 SH      SOLE      I              11900       0     0
CONCORD COMMUNICATIONS I  COMMON            206186108    11814         332200 SH      SOLE      M             332200       0     0
CONCORD COMMUNICATIONS I  COMMON            206186108      477          13400 SH      SOLE      S              13400       0     0
CONCURRENT COMPUTER       COMMON            206710204      554          43700 SH      SOLE      M              43700       0     0
CONEXANT SYSTEMS INC      COMMON            207142100    24850         350000 SH      SOLE      S             350000       0     0
CONEXANT SYSTEMS CVT DEB  4.25% 05/01/2006  207142AB6    20703        6500000 PRN     SOLE      M            6500000       0     0
CONEXANT SYSTEMS CVT DEB  4.25% 05/01/2006  207142AB6      111          35000 PRN     SOLE      T              35000       0     0
CONEXANT SYSTEMS 144A     CVT DEB 4.0% 02/  207142AD2    11956       12960000 PRN     SOLE      I           12960000       0     0


                                       15
<PAGE>

CONEXANT SYSTEMS 144A     CVT DEB 4.0% 02/  207142AD2    17726       19215000 PRN     SOLE      M           19215000       0     0
CONGOLEUM CORP NEW        CL A              207195108      253          76500 SH      SOLE      M              76500       0     0
CONGOLEUM CORP NEW        CL A              207195108      872         263100 SH      SOLE      S             263100       0     0
CONOCO INC                CL B              208251405      897          35000 SH      SOLE      I              35000       0     0
CONSOLIDATED STORES CORP  COMMON            210149100      491          43200 SH      SOLE      I              43200       0     0
CONSOLIDATED STORES CORP  COMMON            210149100      205          18000 SH      SOLE      M              18000       0     0
CONSOLIDATED STORES CORP  COMMON            210149100       35           3100 SH      SOLE      S               3100       0     0
COORSTEK INC              COMMON            217020106     3002          74589 SH      SOLE      M              74589       0     0
COORSTEK INC              COMMON            217020106     8880         220625 SH      SOLE      S             220625       0     0
COPART INC                COMMON            217204106      473          27000 SH      SOLE      I              27000       0     0
COPART INC                COMMON            217204106    13519         772500 SH      SOLE      M             772500       0     0
COPART INC                COMMON            217204106      536          30600 SH      SOLE      S              30600       0     0
CORIXA CORP               COMMON            21887F100      433          10500 SH      SOLE      I              10500       0     0
CORIXA CORP               COMMON            21887F100    11884         288100 SH      SOLE      M             288100       0     0
CORIXA CORP               COMMON            21887F100      474          11500 SH      SOLE      S              11500       0     0
CORNING INC               COMMON            219350105      339           1748 SH      SOLE      I               1748       0     0
CORNING INC               COMMON            219350105     2346          12095 SH      SOLE      M              12095       0     0
CORNING INC               COMMON            219350105       12             62 SH      SOLE      S                 62       0     0
CORPORATE EXECUTIVE BRD   COMMON            21988R102    15936         314000 SH      SOLE      I             314000       0     0
CORPORATE EXECUTIVE BRD   COMMON            21988R102    59927        1180821 SH      SOLE      M            1180821       0     0
CORPORATE EXECUTIVE BRD   COMMON            21988R102     3547          69900 SH      SOLE      S              69900       0     0
CORRPRO COS INC           COMMON            220317101      214          45000 SH      SOLE      M              45000       0     0
CORRPRO COS INC           COMMON            220317101     1444         303950 SH      SOLE      S             303950       0     0
COST PLUS INC CALIF       COMMON            221485105    11498         340050 SH      SOLE      I             340050       0     0
COST PLUS INC CALIF       COMMON            221485105    38649        1143041 SH      SOLE      M            1143041       0     0
COST PLUS INC CALIF       COMMON            221485105     2070          61225 SH      SOLE      S              61225       0     0
COSTCO WHSL CORP NEW      COMMON            22160K105      310           5899 SH      SOLE      I               5899       0     0
COSTCO WHSL CORP NEW      COMMON            22160K105      444           8440 SH      SOLE      M               8440       0     0
COSTCO WHSL CORP NEW      COMMON            22160K105    60604        1152990 SH      SOLE      S            1152990       0     0
COSTCO WHSL CORP NEW      COMMON            22160K105       37            700 SH      SOLE      T                700       0     0
COVAD COMMUNICATION GRP   COMMON            222814204      161          38400 SH      SOLE      I              38400       0     0
COVAD COMMUNICATIONS GRO  COMMON            222814204    18125         250000 SH      SOLE      S             250000       0     0


                                       16
<PAGE>

COVENANT TRANS INC        CL A              22284P105      340          21400 SH      SOLE      I              21400       0     0
COVENANT TRANS INC        CL A              22284P105     9833         619400 SH      SOLE      M             619400       0     0
COVENANT TRANS INC        CL A              22284P105      381          24000 SH      SOLE      S              24000       0     0
COX COMMUNICATIONS INC N  CL A              224044107    81153        1673255 SH      SOLE      I            1673255       0     0
COX COMMUNICATIONS INC N  CL A              224044107      446           9200 SH      SOLE      J               9200       0     0
COX COMMUNICATIONS INC N  CL A              224044107   144155        2972277 SH      SOLE      M            2972277       0     0
COX COMMUNICATIONS INC N  CL A              224044107    11872         244780 SH      SOLE      S             244780       0     0
COX RADIO INC             CL A              224051102    32802         390500 SH      SOLE      I             390500       0     0
COX RADIO INC             CL A              224051102    41918         499019 SH      SOLE      M             499019       0     0
COX RADIO INC             CL A              224051102     3444          41000 SH      SOLE      S              41000       0     0
CRANE CO                  COMMON            224399105      806          34200 SH      SOLE      I              34200       0     0
CRANE CO                  COMMON            224399105     2599         110300 SH      SOLE      M             110300       0     0
CRANE CO                  COMMON            224399105    10712         454600 SH      SOLE      S             454600       0     0
CRISTALERIAS DE CHILE S   ADR               226714103      465          25300 SH      SOLE      I              25300       0     0
CRITICAL PATH INC         COMMON            22674V100    11620         136700 SH      SOLE      I             136700       0     0
CRITICAL PATH INC         COMMON            22674V100    45427         534434 SH      SOLE      M             534434       0     0
CRITICAL PATH INC         COMMON            22674V100    30770         362000 SH      SOLE      S             362000       0     0
CROSS A T CO              CL A              227478104     1468         249900 SH      SOLE      S             249900       0     0
CYMER INC                 COMMON            232572107     6555         131100 SH      SOLE      I             131100       0     0
CYMER INC                 COMMON            232572107    35179         703585 SH      SOLE      M             703585       0     0
CYMER INC                 COMMON            232572107     1680          33600 SH      SOLE      S              33600       0     0
CYPRESS SEMICONDUCTOR     CVT DEB 4.00% 02  232806AE9    10583        8300000 PRN     SOLE      I            8300000       0     0
CYPRESS SEMICONDUCTOR     CVT DEB 4.00% 02  232806AE9    44236       34695000 PRN     SOLE      M           34695000       0     0
DARDEN RESTAURANTS INC    COMMON            237194105      477          26800 SH      SOLE      M              26800       0     0
DARDEN RESTAURANTS INC    COMMON            237194105       11            600 SH      SOLE      S                600       0     0
DATA CRITICAL CORP DEL    COMMON            237622105      328          22700 SH      SOLE      I              22700       0     0
DATA CRITICAL CORP DEL    COMMON            237622105     9221         638700 SH      SOLE      M             638700       0     0
DATA CRITICAL CORP DEL    COMMON            237622105      370          25600 SH      SOLE      S              25600       0     0
DEAN FOODS CO             COMMON            242361103      364          13600 SH      SOLE      I              13600       0     0
DEAN FOODS CO             COMMON            242361103      131           4900 SH      SOLE      M               4900       0     0
DEAN FOODS CO             COMMON            242361103       27           1000 SH      SOLE      S               1000       0     0
DEERE & CO                COMMON            244199105    13616         358320 SH      SOLE      I             358320       0     0


                                       17
<PAGE>

DEERE & CO                COMMON            244199105     7703         202715 SH      SOLE      M             202715       0     0
DEERE & CO                COMMON            244199105      374           9850 SH      SOLE      S               9850       0     0
DEERE & CO                COMMON            244199105       36            955 SH      SOLE      T                955       0     0
DELANO TECHNOLOGY CORP    COMMON            245701107      130           5800 SH      SOLE      I               5800       0     0
DELANO TECHNOLOGY CORP    COMMON            245701107     1033          46061 SH      SOLE      M              46061       0     0
DELANO TECHNOLOGY CORP    COMMON            245701107       79           3500 SH      SOLE      S               3500       0     0
DELL COMPUTER CORP        COMMON            247025109   308646        5722282 SH      SOLE      I            5722282       0     0
DELL COMPUTER CORP        COMMON            247025109     2006          37200 SH      SOLE      J              37200       0     0
DELL COMPUTER CORP        COMMON            247025109   517744        9598966 SH      SOLE      M            9598966       0     0
DELL COMPUTER CORP        COMMON            247025109    99765        1849645 SH      SOLE      S            1849645       0     0
DELL COMPUTER CORP        COMMON            247025109       38            700 SH      SOLE      T                700       0     0
DELPHI AUTOMOTIVE SYS CO  COMMON            247126105    37056        2316026 SH      SOLE      I            2316026       0     0
DELPHI AUTOMOTIVE SYS CO  COMMON            247126105    27129        1695549 SH      SOLE      M            1695549       0     0
DELPHI AUTOMOTIVE SYS CO  COMMON            247126105     2143         133943 SH      SOLE      S             133943       0     0
DELPHI AUTOMOTIVE SYS CO  COMMON            247126105       30           1854 SH      SOLE      T               1854       0     0
DENDRITE INTL INC         COMMON            248239105    14990         715950 SH      SOLE      I             715950       0     0
DENDRITE INTL INC         COMMON            248239105    56430        2695159 SH      SOLE      M            2695159       0     0
DENDRITE INTL INC         COMMON            248239105     3035         144950 SH      SOLE      S             144950       0     0
DENTSPLY INTL INC NEW     COMMON            249030107      709          25000 SH      SOLE      M              25000       0     0
DENTSPLY INTL INC NEW     COMMON            249030107     3096         109100 SH      SOLE      S             109100       0     0
DIAGEO P L C              DEPOSITORY RECEI  25243Q205      898          29800 SH      SOLE      I              29800       0     0
DIAMETRICS MED INC        COMMON            252532106      486          43200 SH      SOLE      I              43200       0     0
DIAMETRICS MED INC        COMMON            252532106    19262        1712171 SH      SOLE      M            1712171       0     0
DIAMETRICS MED INC        COMMON            252532106      522          46400 SH      SOLE      S              46400       0     0
DIAMOND OFFSHORE DRILLIN  COMMON            25271C102    14374         359900 SH      SOLE      I             359900       0     0
DIAMOND OFFSHORE DRILLIN  COMMON            25271C102      170           4250 SH      SOLE      M               4250       0     0
DIAMOND OFFSHORE DRILLIN  COMMON            25271C102    20073         502600 SH      SOLE      S             502600       0     0
DIAMOND TECHNOLOGY PARTN  CL A              252762109     7397         112500 SH      SOLE      I             112500       0     0
DIAMOND TECHNOLOGY PARTN  CL A              252762109    26398         401490 SH      SOLE      M             401490       0     0
DIAMOND TECHNOLOGY PARTN  CL A              252762109     1723          26200 SH      SOLE      S              26200       0     0
DIGEX INC DEL             CL A              253756100    14411         129900 SH      SOLE      I             129900       0     0
DIGEX INC DEL             CL A              253756100    63088         568681 SH      SOLE      M             568681       0     0


                                       18
<PAGE>

DIGEX INC DEL             CL A              253756100     4182          37700 SH      SOLE      S              37700       0     0
DIGIMARC CORP             COMMON            253807101      409           9300 SH      SOLE      I               9300       0     0
DIGIMARC CORP             COMMON            253807101    11180         254100 SH      SOLE      M             254100       0     0
DIGIMARC CORP             COMMON            253807101      451          10250 SH      SOLE      S              10250       0     0
DIGITALTHINK INC          COMMON            25388M100      382           9700 SH      SOLE      I               9700       0     0
DIGITALTHINK INC          COMMON            25388M100    10742         272700 SH      SOLE      M             272700       0     0
DIGITALTHINK INC          COMMON            25388M100      437          11100 SH      SOLE      S              11100       0     0
DISNEY WALT CO            COM DISNEY        254687106     6022         145998 SH      SOLE      I             145998       0     0
DISNEY WALT CO            COM DISNEY        254687106     7025         170305 SH      SOLE      M             170305       0     0
DISNEY WALT CO            COM DISNEY        254687106      328           7950 SH      SOLE      S               7950       0     0
DISNEY WALT CO            COM DISNEY        254687106       25            600 SH      SOLE      T                600       0     0
DISTRIBUCION Y SERVICIO   ADR               254753106      657          37000 SH      SOLE      I              37000       0     0
DIXIE GROUP INC           CL A              255519100       26           5800 SH      SOLE      M               5800       0     0
DIXIE GROUP INC           CL A              255519100     1442         325000 SH      SOLE      S             325000       0     0
DOLLAR TREE STORES INC    COMMON            256747106     5327         102200 SH      SOLE      I             102200       0     0
DOLLAR TREE STORES INC    COMMON            256747106     2135          40950 SH      SOLE      M              40950       0     0
DLJDIRECT                 COMMON            257661504      107           8000 SH      SOLE      M               8000       0     0
DORAL FINL CORP           COMMON            25811P100     1686         149000 SH      SOLE      M             149000       0     0
DORAL FINL CORP           COMMON            25811P100     5220         461400 SH      SOLE      S             461400       0     0
DOUBLECLICK INC           COMMON            258609304    30129         321800 SH      SOLE      I             321800       0     0
DOUBLECLICK INC           COMMON            258609304    20346         217318 SH      SOLE      M             217318       0     0
DOUBLECLICK INC           COMMON            258609304      337           3600 SH      SOLE      S               3600       0     0
DOUBLECLICK INC           COMMON            258609304       56            600 SH      SOLE      T                600       0     0
DOW CHEM CO               COMMON            260543103      330           2898 SH      SOLE      I               2898       0     0
DOW CHEM CO               COMMON            260543103     1203          10555 SH      SOLE      M              10555       0     0
DOW CHEM CO               COMMON            260543103       57            500 SH      SOLE      S                500       0     0
DU PONT E I DE NEMOURS &  COMMON            263534109      188           3550 SH      SOLE      M               3550       0     0
DUN & BRADSTREET CORP DE  COMMON            26483B106      567          19800 SH      SOLE      I              19800       0     0
DUN & BRADSTREET CORP DE  COMMON            26483B106      260           9100 SH      SOLE      M               9100       0     0
DUN & BRADSTREET CORP DE  COMMON            26483B106       37           1300 SH      SOLE      S               1300       0     0
DYNEX CAP INC             PFD CV A 9.75%    26817Q209      492          52500 SH      SOLE      I              52500       0     0
DYNEX CAP INC             PFD CV B 9.55%    26817Q308     1406         150000 SH      SOLE      I             150000       0     0


                                       19
<PAGE>

DYNEX CAP INC             PFD CV C 9.73%    26817Q407     1223         107500 SH      SOLE      I             107500       0     0
DYNEX CAP INC             COM NEW           26817Q506      422          75000 SH      SOLE      I              75000       0     0
DYNEX CAP INC             COM NEW           26817Q506      814         144675 SH      SOLE      M             144675       0     0
ECI TELECOM LTD           ORD               268258100      272           8666 SH      SOLE      I               8666       0     0
ECI TELECOM LTD           ORD               268258100       88           2794 SH      SOLE      M               2794       0     0
E4L INC                   COMMON            268452109      607         285600 SH      SOLE      I             285600       0     0
E4L INC                   COMMON            268452109     1391         654725 SH      SOLE      M             654725       0     0
E4L INC                   COMMON            268452109       71          33400 SH      SOLE      S              33400       0     0
E M C CORP MASS           COMMON            268648102      923           7324 SH      SOLE      I               7324       0     0
E M C CORP MASS           COMMON            268648102     1791          14215 SH      SOLE      M              14215       0     0
E M C CORP MASS           COMMON            268648102    41370         328335 SH      SOLE      S             328335       0     0
EMS TECHNOLOGIES INC      COMMON            26873N108     2868         143400 SH      SOLE      S             143400       0     0
ENSCO INTL INC            COMMON            26874Q100      983          27200 SH      SOLE      M              27200       0     0
ENI S P A                 ADR               26874R108     1444          28463 SH      SOLE      M              28463       0     0
E PIPHANY INC             COMMON            26881V100     7480          56000 SH      SOLE      I              56000       0     0
E PIPHANY INC             COMMON            26881V100    25116         188050 SH      SOLE      M             188050       0     0
E PIPHANY INC             COMMON            26881V100     2511          18800 SH      SOLE      S              18800       0     0
E TRADE GROUP INC         COMMON            269246104    68440        2271870 SH      SOLE      I            2271870       0     0
E TRADE GROUP INC         COMMON            269246104   142229        4721293 SH      SOLE      M            4721293       0     0
E TRADE GROUP INC         COMMON            269246104     6964         231160 SH      SOLE      S             231160       0     0
E-TRADE GROUP INC 144A    CVT DEB 6.00% 02  269246AA2    12500        8885000 PRN     SOLE      I            8885000       0     0
E-TRADE GROUP INC 144A    CVT DEB 6.00% 02  269246AA2    20238       14385000 PRN     SOLE      M           14385000       0     0
E-TRADE GROUP INC 144A    CVT DEB 6.00% 02  269246AA2      141         100000 PRN     SOLE      T             100000       0     0
EBAY INC                  COMMON            278642103    70734         401900 SH      SOLE      I             401900       0     0
EBAY INC                  COMMON            278642103   101567         577083 SH      SOLE      M             577083       0     0
EBAY INC                  COMMON            278642103     4558          25900 SH      SOLE      S              25900       0     0
ECHOSTAR COMMUNICATIONS   CL A              278762109    92707        1173500 SH      SOLE      I            1173500       0     0
ECHOSTAR COMMUNICATIONS   CL A              278762109   100996        1278427 SH      SOLE      M            1278427       0     0
ECHOSTAR COMMUNICATIONS   CL A              278762109    44390         561900 SH      SOLE      S             561900       0     0
ECLIPSYS CORP             COMMON            278856109      477          24600 SH      SOLE      I              24600       0     0
ECLIPSYS CORP             COMMON            278856109    13125         677400 SH      SOLE      M             677400       0     0
ECLIPSYS CORP             COMMON            278856109      527          27200 SH      SOLE      S              27200       0     0


                                       20
<PAGE>

J D EDWARDS & CO          COMMON            281667105      938          28800 SH      SOLE      I              28800       0     0
EIRCOM PLC                ADR               28257P105     2907         163795 SH      SOLE      M             163795       0     0
EL PASO ENERGY CAP        4.75% CVT TRUST   283678209     9736         185000 SH      SOLE      M             185000       0     0
ELAN PLC ADR              ADR               284131208     2605          54839 SH      SOLE      I              54839       0     0
ELAN PLC ADR              ADR               284131208     5617         118243 SH      SOLE      M             118243       0     0
ELECTRO RENT CORP         COMMON            285218103     1083          93200 SH      SOLE      M              93200       0     0
ELECTRO RENT CORP         COMMON            285218103     3068         263900 SH      SOLE      S             263900       0     0
ELECTROGLAS INC           COMMON            285324109       31            900 SH      SOLE      M                900       0     0
ELECTROGLAS INC           COMMON            285324109     1034          30200 SH      SOLE      S              30200       0     0
ELOYALTY CORP             COMMON            290151109     9388         393200 SH      SOLE      I             393200       0     0
ELOYALTY CORP             COMMON            290151109    34847        1459560 SH      SOLE      M            1459560       0     0
ELOYALTY CORP             COMMON            290151109     2280          95500 SH      SOLE      S              95500       0     0
ELTRAX SYS INC            COMMON            290375104     1864         140000 SH      SOLE      S             140000       0     0
EMBRATEL PARTICIPACOES    ADR               29081N100     7096         276900 SH      SOLE      M             276900       0     0
EMBRATEL PARTICIPACOES S  DEPOSITORY RECEI  29081N100     6442         251387 SH      SOLE      I             251387       0     0
EMBOTELLADORA ANDINA S A  CL: A   ADR       29081P204      896          70600 SH      SOLE      I              70600       0     0
EMERSON ELEC CO           COMMON            291011104      275           5175 SH      SOLE      I               5175       0     0
EMERSON ELEC CO           COMMON            291011104     1028          19345 SH      SOLE      M              19345       0     0
EMERSON ELEC CO           COMMON            291011104       45            850 SH      SOLE      S                850       0     0
EMISPHERE TECHNOLOGIES I  COMMON            291345106     8622         166200 SH      SOLE      I             166200       0     0
EMISPHERE TECHNOLOGIES I  COMMON            291345106    47313         912056 SH      SOLE      M             912056       0     0
EMISPHERE TECHNOLOGIES I  COMMON            291345106    10743         207100 SH      SOLE      S             207100       0     0
EMMIS COMMUNICATIONS COR  CL A              291525103    14006         301200 SH      SOLE      I             301200       0     0
EMMIS COMMUNICATIONS COR  CL A              291525103    49641        1067543 SH      SOLE      M            1067543       0     0
EMMIS COMMUNICATIONS COR  CL A              291525103     3050          65600 SH      SOLE      S              65600       0     0
ENHANCE FINL SVCS GROUP   COMMON            293310108     4021         284700 SH      SOLE      S             284700       0     0
ENRON CORP                COMMON            293561106      946          12636 SH      SOLE      I              12636       0     0
ENRON CORP                COMMON            293561106     7772         103800 SH      SOLE      M             103800       0     0
ENRON CORP                COMMON            293561106    19213         256600 SH      SOLE      S             256600       0     0
ENRON CORP                COMMON            293561106        6             75 SH      SOLE      T                 75       0     0
ENTERCOM COMMUNICATIONS   CL A              293639100     6543         128300 SH      SOLE      I             128300       0     0
ENTERCOM COMMUNICATIONS   CL A              293639100    19187         376215 SH      SOLE      M             376215       0     0


                                       21
<PAGE>

ENTERCOM COMMUNICATIONS   CL A              293639100     1387          27200 SH      SOLE      S              27200       0     0
ERICSSON L M TEL CO       ADR               294821400     3940          41998 SH      SOLE      M              41998       0     0
ESPEED INC                CL A              296643109       10            200 SH      SOLE      S                200       0     0
ESTERLINE TECHNOLOGIES C  COMMON            297425100       55           4200 SH      SOLE      M               4200       0     0
ESTERLINE TECHNOLOGIES C  COMMON            297425100     4766         366600 SH      SOLE      S             366600       0     0
ETHAN ALLEN INTERIORS IN  COMMON            297602104     1875          75000 SH      SOLE      M              75000       0     0
ETHAN ALLEN INTERIORS IN  COMMON            297602104     8785         351400 SH      SOLE      S             351400       0     0
EVANS & SUTHERLAND COMPU  COMMON            299096107     1635         145300 SH      SOLE      M             145300       0     0
EVANS & SUTHERLAND COMPU  COMMON            299096107     5315         472400 SH      SOLE      S             472400       0     0
EVOLVING SYS INC          COMMON            30049R100      176          18500 SH      SOLE      I              18500       0     0
EVOLVING SYS INC          COMMON            30049R100     4973         523500 SH      SOLE      M             523500       0     0
EVOLVING SYS INC          COMMON            30049R100      195          20500 SH      SOLE      S              20500       0     0
EXABYTE CORP              COMMON            300615101     1617         217400 SH      SOLE      M             217400       0     0
EXABYTE CORP              COMMON            300615101     4317         580400 SH      SOLE      S             580400       0     0
EXAR CORP                 COMMON            300645108      394           5500 SH      SOLE      I               5500       0     0
EXAR CORP                 COMMON            300645108      630           8800 SH      SOLE      M               8800       0     0
EXAR CORP                 COMMON            300645108       50            700 SH      SOLE      S                700       0     0
EXCHANGE APPLICATIONS     COMMON            300867108    10039         189700 SH      SOLE      I             189700       0     0
EXCHANGE APPLICATIONS     COMMON            300867108    51105         965672 SH      SOLE      M             965672       0     0
EXCHANGE APPLICATIONS     COMMON            300867108     2339          44200 SH      SOLE      S              44200       0     0
EXODUS COMMUNICATIONS IN  COMMON            302088109   212057        1509300 SH      SOLE      I            1509300       0     0
EXODUS COMMUNICATIONS IN  COMMON            302088109   534657        3805386 SH      SOLE      M            3805386       0     0
EXODUS COMMUNICATIONS IN  COMMON            302088109    76404         543800 SH      SOLE      S             543800       0     0
EXODUS COMMUNICATIONS IN  COMMON            302088109       42            300 SH      SOLE      T                300       0     0
EXPRESS SCRIPTS INC       CL A              302182100      227           5400 SH      SOLE      M               5400       0     0
EXTENSITY INC             COMMON            302255104     5102         106300 SH      SOLE      I             106300       0     0
EXTENSITY INC             COMMON            302255104    49711        1035640 SH      SOLE      M            1035640       0     0
EXTENSITY INC             COMMON            302255104     3202          66700 SH      SOLE      S              66700       0     0
EXXON MOBIL CORP          COMMON            30231G102    11067         141992 SH      SOLE      I             141992       0     0
EXXON MOBIL CORP          COMMON            30231G102    17392         223159 SH      SOLE      M             223159       0     0
EXXON MOBIL CORP          COMMON            30231G102     1167          14976 SH      SOLE      S              14976       0     0
EXXON MOBIL CORP          COMMON            30231G102       49            635 SH      SOLE      T                635       0     0


                                       22
<PAGE>

FEI CO                    COMMON            30241L109     4302         143400 SH      SOLE      S             143400       0     0
FSI INTL INC              COMMON            302633102       78           3800 SH      SOLE      M               3800       0     0
FSI INTL INC              COMMON            302633102    11074         540200 SH      SOLE      S             540200       0     0
FACTORY 2-U INC           COMMON            303072102      413          16500 SH      SOLE      I              16500       0     0
FACTORY 2-U INC           COMMON            303072102    11608         464300 SH      SOLE      M             464300       0     0
FACTORY 2-U INC           COMMON            303072102      468          18700 SH      SOLE      S              18700       0     0
FAIRCHILD SEMICONDUCTOR   CL A              303726103      602          16500 SH      SOLE      M              16500       0     0
FAIRCHILD SEMICONDUCTOR   CL A              303726103    21170         580000 SH      SOLE      S             580000       0     0
FAIRMARKET INC            COMMON            305158107       50           2200 SH      SOLE      I               2200       0     0
FAIRMARKET INC            COMMON            305158107      139           6100 SH      SOLE      M               6100       0     0
FAIRMARKET INC            COMMON            305158107        7            300 SH      SOLE      S                300       0     0
FANSTEEL INC DEL          COMMON            307260109      307          87600 SH      SOLE      M              87600       0     0
FANSTEEL INC DEL          COMMON            307260109     1102         314900 SH      SOLE      S             314900       0     0
FEDERAL HOME LN MTG CORP  (FREDDIE MAC)     313400301     3167          71681 SH      SOLE      I              71681       0     0
FEDERAL HOME LN MTG CORP  (FREDDIE MAC)     313400301     4562         103250 SH      SOLE      M             103250       0     0
FEDERAL HOME LN MTG CORP  (FREDDIE MAC)     313400301      130           2950 SH      SOLE      S               2950       0     0
FEDERAL HOME LN MTG CORP  (FREDDIE MAC)     313400301       16            365 SH      SOLE      T                365       0     0
FEDERAL NATL MTG ASSN     (FANNIE MAE)      313586109     3203          56633 SH      SOLE      I              56633       0     0
FEDERAL NATL MTG ASSN     (FANNIE MAE)      313586109     5690         100590 SH      SOLE      M             100590       0     0
FEDERAL NATL MTG ASSN     (FANNIE MAE)      313586109      240           4250 SH      SOLE      S               4250       0     0
FEDERAL SIGNAL CORP       COMMON            313855108     1922         106400 SH      SOLE      M             106400       0     0
FEDERAL SIGNAL CORP       COMMON            313855108     8495         470300 SH      SOLE      S             470300       0     0
FIFTH THIRD BANCORP       COMMON            316773100      533           8460 SH      SOLE      I               8460       0     0
FIFTH THIRD BANCORP       COMMON            316773100     1905          30245 SH      SOLE      M              30245       0     0
FIFTH THIRD BANCORP       COMMON            316773100       91           1450 SH      SOLE      S               1450       0     0
FINANCIAL FED CORP        COMMON            317492106      140           7700 SH      SOLE      M               7700       0     0
FINANCIAL FED CORP        COMMON            317492106      587          32300 SH      SOLE      S              32300       0     0
FINISAR                   COMMON            31787A101       44            300 SH      SOLE      M                300       0     0
FINISAR                   COMMON            31787A101      117            800 SH      SOLE      S                800       0     0
FIRST CONSULTING GROUP I  COMMON            31986R103      455          28000 SH      SOLE      I              28000       0     0
FIRST CONSULTING GROUP I  COMMON            31986R103    12688         780800 SH      SOLE      M             780800       0     0
FIRST CONSULTING GROUP I  COMMON            31986R103      506          31150 SH      SOLE      S              31150       0     0


                                       23
<PAGE>

FIRST DATA CORP           COMMON            319963104     1229          27700 SH      SOLE      I              27700       0     0
FIRST MIDWEST BANCORP DE  COMMON            320867104     3802         156800 SH      SOLE      S             156800       0     0
FIRST TENN NATL CORP      COMMON            337162101      739          36400 SH      SOLE      M              36400       0     0
FIRST UN CORP             COMMON            337358105      577          15500 SH      SOLE      I              15500       0     0
FIRSTCOM CORP             COMMON            33763T104      831          24300 SH      SOLE      I              24300       0     0
FLEETWOOD ENTERPRISES IN  COMMON            339099103     8173         554100 SH      SOLE      S             554100       0     0
FLOW INTL CORP            COMMON            343468104       59           5000 SH      SOLE      M               5000       0     0
FLOW INTL CORP            COMMON            343468104     3225         274500 SH      SOLE      S             274500       0     0
FLOWERS INDS INC          COMMON            343496105      655          43100 SH      SOLE      I              43100       0     0
FLOWERS INDS INC          COMMON            343496105      260          17100 SH      SOLE      M              17100       0     0
FLOWERS INDS INC          COMMON            343496105     3587         236200 SH      SOLE      S             236200       0     0
FLUSHING FINL CORP        COMMON            343873105     1636         120600 SH      SOLE      M             120600       0     0
FLUSHING FINL CORP        COMMON            343873105     2209         162900 SH      SOLE      S             162900       0     0
FORD MTR CO DEL           COMMON            345370100      704          15326 SH      SOLE      I              15326       0     0
FORD MTR CO DEL           COMMON            345370100     6776         147504 SH      SOLE      M             147504       0     0
FORD MTR CO DEL           COMMON            345370100     5207         113343 SH      SOLE      S             113343       0     0
FOREST LABS INC           COMMON            345838106     1124          13300 SH      SOLE      M              13300       0     0
FORRESTER RESH INC        COMMON            346563109      678          12500 SH      SOLE      I              12500       0     0
FORRESTER RESH INC        COMMON            346563109    19047         351100 SH      SOLE      M             351100       0     0
FORRESTER RESH INC        COMMON            346563109      760          14000 SH      SOLE      S              14000       0     0
FORT JAMES CORP           COMMON            347471104     1583          71945 SH      SOLE      I              71945       0     0
FORT JAMES CORP           COMMON            347471104     2479         112670 SH      SOLE      M             112670       0     0
FORT JAMES CORP           COMMON            347471104      121           5500 SH      SOLE      S               5500       0     0
FORT JAMES CORP           COMMON            347471104       28           1280 SH      SOLE      T               1280       0     0
FOSTER L B CO             CLASS A COMMON    350060109       37           9000 SH      SOLE      M               9000       0     0
FOSTER L B CO             CLASS A COMMON    350060109     2121         522200 SH      SOLE      S             522200       0     0
FOUNDRY NETWORKS INC      COMMON            35063R100    25645         178400 SH      SOLE      I             178400       0     0
FOUNDRY NETWORKS INC      COMMON            35063R100    19817         137858 SH      SOLE      M             137858       0     0
FOUNDRY NETWORKS INC      COMMON            35063R100      374           2600 SH      SOLE      S               2600       0     0
FOX ENTERTAINMENT GRP     COMMON            35138T107      898          30000 SH      SOLE      I              30000       0     0
FREEMARKETS INC           COMMON            356602102       12            100 SH      SOLE      S                100       0     0
FREEPORT-MCMORAN COPPER   CL A              35671D105        3            240 SH      SOLE      S                240       0     0


                                       24
<PAGE>

FREEPORT-MCMORAN COPPER   CL B              35671D857       41           3368 SH      SOLE      S               3368       0     0
FREMONT GEN CORP          COMMON            357288109     4648         729100 SH      SOLE      S             729100       0     0
FRESENIUS MED CARE AG     ADR               358029106     2284          94169 SH      SOLE      M              94169       0     0
FRITZ COS INC             COMMON            358846103     1205         119000 SH      SOLE      M             119000       0     0
FRITZ COS INC             COMMON            358846103     4659         460100 SH      SOLE      S             460100       0     0
GTE CORP                  COMMON            362320103     1187          16721 SH      SOLE      I              16721       0     0
GTE CORP                  COMMON            362320103     4238          59690 SH      SOLE      M              59690       0     0
GTE CORP                  COMMON            362320103      209           2950 SH      SOLE      S               2950       0     0
GT GROUP TELECOM          CL B COMMON       362359408     3016         116575 SH      SOLE      I             116575       0     0
GT GROUP TELECOM INC      CL B NON VTG      362359408     2046          79230 SH      SOLE      M              79230       0     0
GALILEO INTERNATIONAL IN  COMMON            363547100      602          25000 SH      SOLE      I              25000       0     0
GAP INC DEL               COMMON            364760108      174           3496 SH      SOLE      I               3496       0     0
GAP INC DEL               COMMON            364760108      246           4945 SH      SOLE      M               4945       0     0
GAP INC DEL               COMMON            364760108        5            110 SH      SOLE      S                110       0     0
GARTNER GROUP INC NEW     COMMON            366651107     7651         485800 SH      SOLE      S             485800       0     0
GENE LOGIC INC            COMMON            368689105      358           8500 SH      SOLE      I               8500       0     0
GENE LOGIC INC            COMMON            368689105     9826         233600 SH      SOLE      M             233600       0     0
GENE LOGIC INC            COMMON            368689105      393           9350 SH      SOLE      S               9350       0     0
GENENTECH INC             COM NEW           368710406    34565         227401 SH      SOLE      I             227401       0     0
GENENTECH INC             COM NEW           368710406    28763         189232 SH      SOLE      M             189232       0     0
GENENTECH INC             COM NEW           368710406    56428         371235 SH      SOLE      S             371235       0     0
GENERAL CABLE CORP DEL N  COMMON            369300108     1949         249487 SH      SOLE      M             249487       0     0
GENERAL CABLE CORP DEL N  COMMON            369300108     5524         707100 SH      SOLE      S             707100       0     0
GENERAL ELEC CO           COMMON            369604103     9069          58277 SH      SOLE      I              58277       0     0
GENERAL ELEC CO           COMMON            369604103     5483          35230 SH      SOLE      M              35230       0     0
GENERAL ELEC CO           COMMON            369604103       83            535 SH      SOLE      S                535       0     0
GENERAL MLS INC           COMMON            370334104      380          10500 SH      SOLE      I              10500       0     0
GENERAL MLS INC           COMMON            370334104       43           1200 SH      SOLE      S               1200       0     0
GENERAL MTRS CORP         COMMON            370442105     3109          37539 SH      SOLE      I              37539       0     0
GENERAL MTRS CORP         COMMON            370442105    10749         129795 SH      SOLE      M             129795       0     0
GENERAL MTRS CORP         COMMON            370442105     1863          22500 SH      SOLE      S              22500       0     0
GENERAL MTRS CORP         CL H NEW          370442832    14797         118848 SH      SOLE      I             118848       0     0


                                       25
<PAGE>

GENERAL MTRS CORP         CL H NEW          370442832     7243          58175 SH      SOLE      M              58175       0     0
GENERAL MTRS CORP         CL H NEW          370442832    19030         152850 SH      SOLE      S             152850       0     0
GENERAL MTRS CORP         CL H NEW          370442832       92            735 SH      SOLE      T                735       0     0
GENERAL SEMICONDUCTOR IN  COMMON            370787103     3717         215500 SH      SOLE      M             215500       0     0
GENERAL SEMICONDUCTOR IN  COMMON            370787103    12128         703100 SH      SOLE      S             703100       0     0
GENESCO INC               CVT DEB 5.5% 04/  371532AL6       34          40000 PRN     SOLE      T              40000       0     0
GENTEX CORP               COMMON            371901109       41           1100 SH      SOLE      T               1100       0     0
GERDAU S A                ADR               373737105     2582          99317 SH      SOLE      I              99317       0     0
GILEAD SCIENCES INC       COMMON            375558103    12364         195100 SH      SOLE      I             195100       0     0
GILEAD SCIENCES INC       COMMON            375558103    11309         178449 SH      SOLE      M             178449       0     0
GILEAD SCIENCES INC       COMMON            375558103      190           3000 SH      SOLE      S               3000       0     0
GILLETTE CO               COMMON            375766102    80827        2144654 SH      SOLE      I            2144654       0     0
GILLETTE CO               COMMON            375766102      471          12500 SH      SOLE      J              12500       0     0
GILLETTE CO               COMMON            375766102   125365        3326432 SH      SOLE      M            3326432       0     0
GILLETTE CO               COMMON            375766102    13066         346705 SH      SOLE      S             346705       0     0
GILLETTE CO               COMMON            375766102       18            490 SH      SOLE      T                490       0     0
GLOBAL INDS LTD           COMMON            379336100     1154          78900 SH      SOLE      M              78900       0     0
GOLDEN WEST FINL CORP DE  COMMON            381317106      196           6290 SH      SOLE      I               6290       0     0
GOLDEN WEST FINL CORP DE  COMMON            381317106      626          20065 SH      SOLE      M              20065       0     0
GOLDEN WEST FINL CORP DE  COMMON            381317106       23            750 SH      SOLE      S                750       0     0
GOLDMAN SACHS GROUP INC   COMMON            38141G104      937           8900 SH      SOLE      I               8900       0     0
GOTO COM INC              COMMON            38348T107    12035         293100 SH      SOLE      I             293100       0     0
GOTO COM INC              COMMON            38348T107    51927        1264584 SH      SOLE      M            1264584       0     0
GOTO COM INC              COMMON            38348T107     3355          81700 SH      SOLE      S              81700       0     0
GREAT PLAINS SOFTWARE     COMMON            39119E105     6405         120000 SH      SOLE      I             120000       0     0
GREAT PLAINS SOFTWARE     COMMON            39119E105    32561         610036 SH      SOLE      M             610036       0     0
GREAT PLAINS SOFTWARE     COMMON            39119E105     1569          29400 SH      SOLE      S              29400       0     0
GREENPOINT FINL CORP      COMMON            395384100     2090         106500 SH      SOLE      M             106500       0     0
GREENPOINT FINL CORP      COMMON            395384100     9442         481100 SH      SOLE      S             481100       0     0
GRIFFON CORP              COMMON            398433102     1375         176000 SH      SOLE      M             176000       0     0
GRIFFON CORP              COMMON            398433102     3524         451100 SH      SOLE      S             451100       0     0
GRUPO TELEVISA SA DE CV   GDS               40049J206    10163         149869 SH      SOLE      I             149869       0     0


                                       26
<PAGE>

GRUPO TELEVISA SA DE CV   GDS               40049J206     2245          33100 SH      SOLE      L              33100       0     0
GRUPO TELEVISA SA DE CV   GDS               40049J206    18312         270046 SH      SOLE      M             270046       0     0
GUIDANT CORP              COMMON            401698105       84           1425 SH      SOLE      M               1425       0     0
GUITAR CTR INC            COMMON            402040109     3114         272300 SH      SOLE      S             272300       0     0
GULF CDA RES LTD          ORD               40218L305      211          57120 SH      SOLE      M              57120       0     0
GULF CDA RES LTD          ORD               40218L305     1469         398400 SH      SOLE      S             398400       0     0
GYMBOREE CORP             COMMON            403777105     1678         406700 SH      SOLE      S             406700       0     0
HNC SOFTWARE INC          COMMON            40425P107    45724         634500 SH      SOLE      I             634500       0     0
HNC SOFTWARE INC          COMMON            40425P107   165418        2295477 SH      SOLE      M            2295477       0     0
HNC SOFTWARE INC          COMMON            40425P107    10269         142500 SH      SOLE      S             142500       0     0
HSBC HLDGS PLC            ADR               404280406     2473          40576 SH      SOLE      M              40576       0     0
HS RES INC                COMMON            404297103    16440         778206 SH      SOLE      M             778206       0     0
HS RES INC                COMMON            404297103     6663         315400 SH      SOLE      S             315400       0     0
HALLIBURTON CO            COMMON            406216101    12530         304670 SH      SOLE      I             304670       0     0
HALLIBURTON CO            COMMON            406216101     4450         108200 SH      SOLE      M             108200       0     0
HALLIBURTON CO            COMMON            406216101    58194        1415050 SH      SOLE      S            1415050       0     0
HALLIBURTON CO            COMMON            406216101       39            945 SH      SOLE      T                945       0     0
HANOVER CAP MTG HLDGS IN  COMMON            410761100     1420         385000 SH      SOLE      I             385000       0     0
HANOVER CAP MTG HLDGS IN  COMMON            410761100      599         162500 SH      SOLE      M             162500       0     0
HANOVER COMPRESSOR CO     COMMON            410768105      495           8700 SH      SOLE      M               8700       0     0
J CREW                    COMMON            410995104      234            172 SH      SOLE      I                172       0     0
J CREW                    COMMON            410995104     4219           3094 SH      SOLE      K               3094       0     0
J CREW                    COMMON            410995104      234            172 SH      SOLE      M                172       0     0
HARDING LAWSON ASSOCS GR  COMMON            412293102     2204         207400 SH      SOLE      S             207400       0     0
HARKEN ENERGY CORP        COMMON            412552101      750         750483 SH      SOLE      M             750483       0     0
HARKEN ENERGY CORP        COMMON            412552101      322         321635 SH      SOLE      S             321635       0     0
HARRAHS ENTMT INC         COMMON            413619107     6348         341981 SH      SOLE      I             341981       0     0
HARRAHS ENTMT INC         COMMON            413619107     1406          75750 SH      SOLE      M              75750       0     0
HARRAHS ENTMT INC         COMMON            413619107       72           3900 SH      SOLE      S               3900       0     0
HARRAHS ENTMT INC         COMMON            413619107       55           2980 SH      SOLE      T               2980       0     0
HARTFORD LIFE INC         CL A              416592103    22397         477800 SH      SOLE      I             477800       0     0
HARTFORD LIFE INC         CL A              416592103    19976         426148 SH      SOLE      M             426148       0     0


                                       27
<PAGE>

HARTFORD LIFE INC         CL A              416592103      323           6900 SH      SOLE      S               6900       0     0
HARTMARX CORP             COMMON            417119104      255          92900 SH      SOLE      M              92900       0     0
HARTMARX CORP             COMMON            417119104     1305         474400 SH      SOLE      S             474400       0     0
HAWKER PACIFIC AEROSPACE  COMMON            420123101     1755         230200 SH      SOLE      S             230200       0     0
HAYES LEMMERZ INTL INC    COMMON            420781106     2120         109074 SH      SOLE      I             109074       0     0
HAYES LEMMERZ INTL INC    COMMON            420781106     2003         103044 SH      SOLE      M             103044       0     0
HEALTHCARE SVCS GRP INC   COMMON            421906108     1377         253250 SH      SOLE      S             253250       0     0
HEALTH MGMT ASSOC INC NE  CL A              421933102      473          33200 SH      SOLE      I              33200       0     0
HEALTH MGMT ASSOC INC NE  CL A              421933102      871          61089 SH      SOLE      M              61089       0     0
HEALTH MGMT ASSOC INC NE  CL A              421933102       34           2400 SH      SOLE      S               2400       0     0
HEALTHEON WEBMD CORP      COMMON            422209106    13828         601200 SH      SOLE      I             601200       0     0
HEALTHEON WEBMD CORP      COMMON            422209106    10946         475905 SH      SOLE      M             475905       0     0
HEALTHEON WEBMD CORP      COMMON            422209106    20534         892800 SH      SOLE      S             892800       0     0
HEILIG MEYERS CO          COMMON            422893107      326          82900 SH      SOLE      M              82900       0     0
HEILIG MEYERS CO          COMMON            422893107     1805         458300 SH      SOLE      S             458300       0     0
HEWLETT PACKARD CO        COMMON            428236103     1989          14966 SH      SOLE      I              14966       0     0
HEWLETT PACKARD CO        COMMON            428236103     6896          51895 SH      SOLE      M              51895       0     0
HEWLETT PACKARD CO        COMMON            428236103      352           2650 SH      SOLE      S               2650       0     0
HILTON HOTEL CORP         CVT DEB 5.0% 05/  432848AL3      806        1060000 PRN     SOLE      M            1060000       0     0
HILTON HOTEL CORP         CVT DEB 5.0% 05/  432848AL3       27          35000 PRN     SOLE      T              35000       0     0
HISPANIC BROADCASTING CO  CL A              43357B104    31098         274600 SH      SOLE      I             274600       0     0
HISPANIC BROADCASTING CO  CL A              43357B104    27216         240322 SH      SOLE      M             240322       0     0
HISPANIC BROADCASTING CO  CL A              43357B104      464           4100 SH      SOLE      S               4100       0     0
HOME DEPOT INC            COMMON            437076102   199165        3087826 SH      SOLE      I            3087826       0     0
HOME DEPOT INC            COMMON            437076102     1303          20200 SH      SOLE      J              20200       0     0
HOME DEPOT INC            COMMON            437076102   343153        5320194 SH      SOLE      M            5320194       0     0
HOME DEPOT INC            COMMON            437076102    81293        1260364 SH      SOLE      S            1260364       0     0
HOME DEPOT INC            COMMON            437076102       77           1200 SH      SOLE      T               1200       0     0
HOMESTORE COM INC         COMMON            437852106    25560         524300 SH      SOLE      I             524300       0     0
HOMESTORE COM INC         COMMON            437852106    22189         455164 SH      SOLE      M             455164       0     0
HOMESTORE COM INC         COMMON            437852106      960          19700 SH      SOLE      S              19700       0     0
HOMESTORE COM INC         COMMON            437852106       29            600 SH      SOLE      T                600       0     0


                                       28
<PAGE>

HONDA MOTOR LTD           DEPOSITORY RECEI  438128308     1600          19688 SH      SOLE      M              19688       0     0
HONEYWELL INTL INC        COMMON            438516106      165           3135 SH      SOLE      I               3135       0     0
HONEYWELL INTL INC        COMMON            438516106      677          12846 SH      SOLE      M              12846       0     0
HONEYWELL INTL INC        COMMON            438516106       13            243 SH      SOLE      S                243       0     0
HOTJOBS COM INC           COMMON            441474103    18023         713800 SH      SOLE      I             713800       0     0
HOTJOBS COM INC           COMMON            441474103    60473        2394984 SH      SOLE      M            2394984       0     0
HOTJOBS COM INC           COMMON            441474103     6042         239300 SH      SOLE      S             239300       0     0
HOUGHTON MIFFLIN CO       COMMON            441560109      137           3234 SH      SOLE      M               3234       0     0
HOUSEHOLD INTL INC        COMMON            441815107      593          15890 SH      SOLE      I              15890       0     0
HOUSEHOLD INTL INC        COMMON            441815107     2177          58340 SH      SOLE      M              58340       0     0
HOUSEHOLD INTL INC        COMMON            441815107      106           2850 SH      SOLE      S               2850       0     0
HUBBELL INC               CL B              443510201      665          24300 SH      SOLE      I              24300       0     0
HUBBELL INC               CL B              443510201      260           9500 SH      SOLE      M               9500       0     0
HUBBELL INC               CL B              443510201    11618         424400 SH      SOLE      S             424400       0     0
HUDSON UNITED BANCORP     COMMON            444165104      682          31451 SH      SOLE      I              31451       0     0
HUDSON UNITED BANCORP     COMMON            444165104     4777         220266 SH      SOLE      M             220266       0     0
HUDSON UNITED BANCORP     COMMON            444165104    16154         744842 SH      SOLE      S             744842       0     0
HUFFY CORP                COMMON            444356109      266          60700 SH      SOLE      M              60700       0     0
HUFFY CORP                COMMON            444356109      893         204200 SH      SOLE      S             204200       0     0
HUMAN GENOME SCIENCES IN  COMMON            444903108    26887         323700 SH      SOLE      I             323700       0     0
HUMAN GENOME SCIENCES IN  COMMON            444903108    10476         126116 SH      SOLE      M             126116       0     0
HUMAN GENOME SCIENCES IN  COMMON            444903108      365           4400 SH      SOLE      S               4400       0     0
HUMAN GENOME SCIENCES IN  COMMON            444903108       17            200 SH      SOLE      T                200       0     0
HURCO COMPANIES INC       COMMON            447324104     1128         322200 SH      SOLE      S             322200       0     0
HUSSMANN INTL INC         COMMON            448110106     6512         513300 SH      SOLE      S             513300       0     0
HUTCHINSON TECHNOLOGY IN  COMMON            448407106     3040         172454 SH      SOLE      M             172454       0     0
HUTCHINSON TECHNOLOGY IN  COMMON            448407106     9008         511100 SH      SOLE      S             511100       0     0
I-CABLE COMMUNICATIONS L  ADR               44934B104       64           4200 SH      SOLE      I               4200       0     0
ITT INDS INC IND          COMMON            450911102      454          14600 SH      SOLE      I              14600       0     0
ITT INDS INC IND          COMMON            450911102      152           4900 SH      SOLE      M               4900       0     0
ITT INDS INC IND          COMMON            450911102       43           1400 SH      SOLE      S               1400       0     0
IDEX CORP                 COMMON            45167R104     4496         165000 SH      SOLE      S             165000       0     0


                                       29
<PAGE>

IMCLONE SYS INC           COMMON            45245W109    23485         305500 SH      SOLE      I             305500       0     0
IMCLONE SYS INC           COMMON            45245W109    71457         929519 SH      SOLE      M             929519       0     0
IMCLONE SYS INC           COMMON            45245W109     4566          59400 SH      SOLE      S              59400       0     0
IMANAGE INC               COMMON            45245Y105      300          17700 SH      SOLE      I              17700       0     0
IMANAGE INC               COMMON            45245Y105     8308         490500 SH      SOLE      M             490500       0     0
IMANAGE INC               COMMON            45245Y105      332          19600 SH      SOLE      S              19600       0     0
IMMERSION CORP            COMMON            452521107       12            200 SH      SOLE      S                200       0     0
IMMUNEX CORP NEW          COMMON            452528102      166           2622 SH      SOLE      I               2622       0     0
IMMUNEX CORP NEW          COMMON            452528102      461           7260 SH      SOLE      M               7260       0     0
IMMUNEX CORP NEW          COMMON            452528102    23794         375075 SH      SOLE      S             375075       0     0
IMPAC MTG HLDGS INC       COMMON            45254P102     1102         314800 SH      SOLE      M             314800       0     0
IMPAC COML HLDGS INC      COMMON            45254R108     1307         249000 SH      SOLE      I             249000       0     0
IMPAC COML HLDGS INC      COMMON            45254R108     1923         366300 SH      SOLE      M             366300       0     0
IMRGLOBAL CORPORATION     COMMON            45321W106      160          11104 SH      SOLE      M              11104       0     0
IMRGLOBAL CORPORATION     COMMON            45321W106     8450         587800 SH      SOLE      S             587800       0     0
INDEPENDENT ENERGY ADS    ADS               45384X108    16676         371600 SH      SOLE      I             371600       0     0
INDEPENDENT ENERGY ADS    ADS               45384X108    49278        1098121 SH      SOLE      M            1098121       0     0
INDEPENDENT ENERGY ADS    ADS               45384X108     3850          85800 SH      SOLE      S              85800       0     0
INFINEON TECHNOLOGIES AG  DEPOSITORY RECEI  45662N103     3720          64700 SH      SOLE      I              64700       0     0
INFINEON TECHNOLOGIES AG  DEPOSITORY RECEI  45662N103     1047          18200 SH      SOLE      M              18200       0     0
INFINEON TECHNOLOGIES AG  DEPOSITORY RECEI  45662N103    17877         310900 SH      SOLE      S             310900       0     0
INFINITY BROADCASTING CP  CL A              45662S102    24890         768800 SH      SOLE      S             768800       0     0
INFORMATICA CORP          COMMON            45666Q102    13104         170600 SH      SOLE      I             170600       0     0
INFORMATICA CORP          COMMON            45666Q102    64269         836706 SH      SOLE      M             836706       0     0
INFORMATICA CORP          COMMON            45666Q102     3699          48150 SH      SOLE      S              48150       0     0
INFOSYS TECHNOLOGIES ADR  ADR               456788108     4522          23428 SH      SOLE      I              23428       0     0
INFOSYS TECHNOLOGIES ADR  ADR               456788108     3077          15942 SH      SOLE      M              15942       0     0
INFOSPACE INC             COMMON            45678T102    46889         322400 SH      SOLE      I             322400       0     0
INFOSPACE INC             COMMON            45678T102   200464        1378351 SH      SOLE      M            1378351       0     0
INFOSPACE INC             COMMON            45678T102    13118          90200 SH      SOLE      S              90200       0     0
ING GROEP N V             ADR               456837103      979          17800 SH      SOLE      I              17800       0     0
ING GROEP N V             ADR               456837103     1165          21179 SH      SOLE      M              21179       0     0




                                       30
<PAGE>

INFORMATION RES INC       COMMON            456905108       43           5400 SH      SOLE      M               5400       0     0
INFORMATION RES INC       COMMON            456905108     3606         450700 SH      SOLE      S             450700       0     0
INKTOMI CORP              COMMON            457277101      527           2700 SH      SOLE      M               2700       0     0
INKTOMI CORP              COMMON            457277101    19500         100000 SH      SOLE      S             100000       0     0
INSIGHT ENTERPRISES INC   COMMON            45765U103      550          15100 SH      SOLE      I              15100       0     0
INSIGHT ENTERPRISES INC   COMMON            45765U103    15337         420900 SH      SOLE      M             420900       0     0
INSIGHT ENTERPRISES INC   COMMON            45765U103      612          16800 SH      SOLE      S              16800       0     0
INSIGHT COMMUNICATIONS I  CL A              45768V108      322          15600 SH      SOLE      M              15600       0     0
INTEL CORP                COMMON            458140100   222536        1686680 SH      SOLE      I            1686680       0     0
INTEL CORP                COMMON            458140100     1359          10300 SH      SOLE      J              10300       0     0
INTEL CORP                COMMON            458140100   375805        2848360 SH      SOLE      M            2848360       0     0
INTEL CORP                COMMON            458140100    62166         471180 SH      SOLE      S             471180       0     0
INTEL CORP                COMMON            458140100      141           1070 SH      SOLE      T               1070       0     0
INTERFACE INC             CL A              458665106     2705         636500 SH      SOLE      S             636500       0     0
INTERGRAPH CORP           COMMON            458683109      847          95400 SH      SOLE      M              95400       0     0
INTERGRAPH CORP           COMMON            458683109     4140         466500 SH      SOLE      S             466500       0     0
INTERLIANT INC 144A       CVT DEB 7.00% 02  458742AA1     3706        5490000 PRN     SOLE      I            5490000       0     0
INTERLIANT INC 144A       CVT DEB 7.00% 02  458742AA1     5549        8220000 PRN     SOLE      M            8220000       0     0
INTERLIANT INC 144A       CVT DEB 7.00% 02  458742AA1      101         150000 PRN     SOLE      T             150000       0     0
INTERLINK ELECTRS         COMMON            458751104      610           6400 SH      SOLE      I               6400       0     0
INTERLINK ELECTRS         COMMON            458751104    17492         183400 SH      SOLE      M             183400       0     0
INTERLINK ELECTRS         COMMON            458751104      677           7100 SH      SOLE      S               7100       0     0
INTERNATIONAL BUSINESS M  COMMON            459200101     1200          10166 SH      SOLE      I              10166       0     0
INTERNATIONAL BUSINESS M  COMMON            459200101     2128          18030 SH      SOLE      M              18030       0     0
INTERNATIONAL BUSINESS M  COMMON            459200101       38            320 SH      SOLE      S                320       0     0
INTERNATIONAL RECTIFIER   COMMON            460254105      244           6400 SH      SOLE      I               6400       0     0
INTERNATIONAL RECTIFIER   COMMON            460254105      269           7045 SH      SOLE      M               7045       0     0
INTERNATIONAL RECTIFIER   COMMON            460254105       19            500 SH      SOLE      S                500       0     0
INTERNET CAPITAL GROUP    CVT DEB 5.50% 12  46059CAA4     8850       10000000 PRN     SOLE      M           10000000       0     0
INTERPOOL INC             COMMON            46062R108      986         150300 SH      SOLE      M             150300       0     0
INTERPOOL INC             COMMON            46062R108     3638         554300 SH      SOLE      S             554300       0     0
INTERPUBLIC GROUP 144A    NOTE  1.870  6/0  460690AG5     9574        9515000 PRN     SOLE      I            9515000       0     0



                                       31
<PAGE>

INTERPUBLIC GROUP 144A    NOTE  1.870  6/0  460690AG5    14082       13995000 PRN     SOLE      M           13995000       0     0
INTERPUBLIC GROUP OF COS  CVT DEB 1.87% 06  460690AJ9    31003       30810000 PRN     SOLE      M           30810000       0     0
INTERTRUST TECHNOLOGIES   COMMON            46113Q109     6800         160000 SH      SOLE      S             160000       0     0
INTERWOVEN INC            COMMON            46114T102    14355         130800 SH      SOLE      I             130800       0     0
INTERWOVEN INC            COMMON            46114T102    79322         722750 SH      SOLE      M             722750       0     0
INTERWOVEN INC            COMMON            46114T102    24397         222300 SH      SOLE      S             222300       0     0
INTRAWARE INC             COMMON            46118M103      442          10700 SH      SOLE      I              10700       0     0
INTRAWARE INC             COMMON            46118M103    12253         296600 SH      SOLE      M             296600       0     0
INTRAWARE INC             COMMON            46118M103      492          11900 SH      SOLE      S              11900       0     0
IPRINT COM INC            COMMON            462628108     6905         358700 SH      SOLE      I             358700       0     0
IPRINT COM INC            COMMON            462628108    24903        1293670 SH      SOLE      M            1293670       0     0
IPRINT COM INC            COMMON            462628108     1661          86300 SH      SOLE      S              86300       0     0
ITRON INC                 COMMON            465741106     1646         237200 SH      SOLE      M             237200       0     0
ITRON INC                 COMMON            465741106     4913         708200 SH      SOLE      S             708200       0     0
I2 TECHNOLOGIES INC       COMMON            465754109    30531         250000 SH      SOLE      S             250000       0     0
JPM CO                    COMMON            465933109     1195         144800 SH      SOLE      S             144800       0     0
JDS UNIPHASE CORP         COMMON            46612J101    81983         680000 SH      SOLE      I             680000       0     0
JDS UNIPHASE CORP         COMMON            46612J101     1447          12000 SH      SOLE      M              12000       0     0
JDS UNIPHASE CORP         COMMON            46612J101    28935         240000 SH      SOLE      S             240000       0     0
JLG INDS INC              COMMON            466210101     1099         119600 SH      SOLE      M             119600       0     0
JLG INDS INC              COMMON            466210101     4737         515600 SH      SOLE      S             515600       0     0
JABIL CIRCUIT INC         COMMON            466313103      908          21000 SH      SOLE      M              21000       0     0
JACK IN THE BOX           COMMON            466367109      244          11450 SH      SOLE      M              11450       0     0
JACK IN THE BOX           COMMON            466367109     1017          47700 SH      SOLE      S              47700       0     0
JACOBS ENGR GROUP INC DE  COMMON            469814107      641          20100 SH      SOLE      I              20100       0     0
JACOBS ENGR GROUP INC DE  COMMON            469814107      736          23100 SH      SOLE      M              23100       0     0
JACOBS ENGR GROUP INC DE  COMMON            469814107       51           1600 SH      SOLE      S               1600       0     0
JAKKS PAC INC             COMMON            47012E106      446          20700 SH      SOLE      I              20700       0     0
JAKKS PAC INC             COMMON            47012E106    13403         621600 SH      SOLE      M             621600       0     0
JAKKS PAC INC             COMMON            47012E106     3927         182100 SH      SOLE      S             182100       0     0
JFAX.COM                  COMMON            477366108     2334         245680 SH      SOLE      I             245680       0     0
JFAX.COM                  COMMON            477366108     1354         142500 SH      SOLE      M             142500       0     0



                                       32
<PAGE>

JOHNS MANVILLE CORP NEW   COMMON            478129109      372          35000 SH      SOLE      I              35000       0     0
JOHNS MANVILLE CORP NEW   COMMON            478129109      294          27692 SH      SOLE      M              27692       0     0
JOHNS MANVILLE CORP NEW   COMMON            478129109       54           5100 SH      SOLE      S               5100       0     0
JOHNSON & JOHNSON         COMMON            478160104      674           9600 SH      SOLE      I               9600       0     0
JOHNSON & JOHNSON         COMMON            478160104      969          13800 SH      SOLE      M              13800       0     0
JOHNSON & JOHNSON         COMMON            478160104      309           4400 SH      SOLE      S               4400       0     0
JONES APPAREL GROUP INC   COMMON            480074103     1012          32000 SH      SOLE      I              32000       0     0
JONES APPAREL GROUP INC   COMMON            480074103      405          12800 SH      SOLE      M              12800       0     0
JONES APPAREL GROUP INC   COMMON            480074103       79           2500 SH      SOLE      S               2500       0     0
JUNIPER NETWORKS INC      COMMON            48203R104   109318         414771 SH      SOLE      I             414771       0     0
JUNIPER NETWORKS INC      COMMON            48203R104   107291         407081 SH      SOLE      M             407081       0     0
JUNIPER NETWORKS INC      COMMON            48203R104     4745          18005 SH      SOLE      S              18005       0     0
JUNIPER NETWORKS CVT DEB  4.75% 03/15/2007  48203RAA2    12641       12625000 PRN     SOLE      I           12625000       0     0
JUNIPER NETWORKS CVT DEB  4.75% 03/15/2007  48203RAA2    42448       42395000 PRN     SOLE      M           42395000       0     0
JUNIPER NETWORKS CVT DEB  4.75% 03/15/2007  48203RAA2      100         100000 PRN     SOLE      T             100000       0     0
JUSTIN INDS INC           COMMON            482171105       61           3400 SH      SOLE      M               3400       0     0
JUSTIN INDS INC           COMMON            482171105     4307         239300 SH      SOLE      S             239300       0     0
KLA-TENCOR CORP           COMMON            482480100      893          10600 SH      SOLE      M              10600       0     0
K2 INC                    COMMON            482732104     1291         162700 SH      SOLE      M             162700       0     0
K2 INC                    COMMON            482732104     3670         462400 SH      SOLE      S             462400       0     0
KAMAN CORP                CL A              483548103      870          89200 SH      SOLE      M              89200       0     0
KAMAN CORP                CL A              483548103     3619         371200 SH      SOLE      S             371200       0     0
KANA COMMUNICATIONS       COMMON            483600102    14103         207400 SH      SOLE      I             207400       0     0
KANA COMMUNICATIONS       COMMON            483600102    12240         180003 SH      SOLE      M             180003       0     0
KANA COMMUNICATIONS       COMMON            483600102      218           3200 SH      SOLE      S               3200       0     0
KANSAS CITY SOUTHN INDS   COMMON            485170104   211905        2465800 SH      SOLE      I            2465800       0     0
KANSAS CITY SOUTHN INDS   COMMON            485170104     1392          16200 SH      SOLE      J              16200       0     0
KANSAS CITY SOUTHN INDS   COMMON            485170104   371775        4326107 SH      SOLE      M            4326107       0     0
KANSAS CITY SOUTHN INDS   COMMON            485170104    89784        1044755 SH      SOLE      S            1044755       0     0
KANSAS CITY SOUTHN INDS   COMMON            485170104       95           1100 SH      SOLE      T               1100       0     0
KEANE INC                 COMMON            486665102      550          21800 SH      SOLE      I              21800       0     0
KEANE INC                 COMMON            486665102      198           7855 SH      SOLE      M               7855       0     0



                                       33
<PAGE>

KEANE INC                 COMMON            486665102       40           1600 SH      SOLE      S               1600       0     0
KENT ELECTRS CORP         COMMON            490553104       41           1400 SH      SOLE      M               1400       0     0
KENT ELECTRS CORP         COMMON            490553104     4536         155400 SH      SOLE      S             155400       0     0
KERR-MCGEE CORP           CVT DEB 5.25% 02  492386AP2     7594        6575000 PRN     SOLE      I            6575000       0     0
KERR-MCGEE CORP           CVT DEB 5.25% 02  492386AP2    36723       31795000 PRN     SOLE      M           31795000       0     0
KEY TECHNOLOGY INC        COMMON            493143101       48           5000 SH      SOLE      S               5000       0     0
KEYNOTE SYS INC           COMMON            493308100     3344          32700 SH      SOLE      I              32700       0     0
KEYNOTE SYS INC           COMMON            493308100    29537         288867 SH      SOLE      M             288867       0     0
KEYNOTE SYS INC           COMMON            493308100     1871          18300 SH      SOLE      S              18300       0     0
KIMBALL INTL INC          CL B              494274103       51           4600 SH      SOLE      M               4600       0     0
KIMBALL INTL INC          CL B              494274103     2622         238400 SH      SOLE      S             238400       0     0
KINDER MORGAN ENERGY PAR  UT LTD PARTNER    494550106      110           2780 SH      SOLE      S               2780       0     0
KOMAG INC                 COMMON            500453105     2224         585800 SH      SOLE      S             585800       0     0
KONINKLIJKE PHILIPS ELEC  ADR               500472204     2509          14645 SH      SOLE      M              14645       0     0
KOREA TELECOM             ADS  (2419875)    50063P103     1346          30711 SH      SOLE      I              30711       0     0
KOREA TELECOM             ADS  (2419875)    50063P103     1577          36000 SH      SOLE      L              36000       0     0
KOREA TELECOM             ADS  (2419875)    50063P103     5636         128645 SH      SOLE      M             128645       0     0
KYOCERA CORP              DEPOSITORY RECEI  501556203     2773          16703 SH      SOLE      M              16703       0     0
LTV CORP NEW              COMMON            501921100     5379        1510032 SH      SOLE      CM           1510032       0     0
LSI LOGIC CORP            COMMON            502161102     1518          20900 SH      SOLE      M              20900       0     0
LSI LOGIC CORP            COMMON            502161102    33364         459400 SH      SOLE      S             459400       0     0
LSI LOGIC CORP            CVT DEB 4.00% 02  502161AE2     1240        1000000 PRN     SOLE      M            1000000       0     0
L-3 COMMUNICATIONS HLDGS  COMMON            502424104       26            500 SH      SOLE      T                500       0     0
LABORATORIO CHILE SA      ADR               50540H104      861          37660 SH      SOLE      I              37660       0     0
LABORATRY CRP OF AMERICA  4.5% CVT PFD $4.  50540R201    10998         141000 SH      SOLE      M             141000       0     0
LADISH INC                COM NEW           505754200     5824         931850 SH      SOLE      I             931850       0     0
LADISH INC                COM NEW           505754200      156          25000 SH      SOLE      M              25000       0     0
LADISH INC                COM NEW           505754200     1049         167800 SH      SOLE      S             167800       0     0
LAMAR ADVERTISING CO      CL A              512815101    10238         225000 SH      SOLE      I             225000       0     0
LAMAR ADVERTISING CO      CL A              512815101      605          13300 SH      SOLE      M              13300       0     0
LAMAR ADVERTISING CO      NOTE  5.250  9/1  512815AF8     7913        6995000 PRN     SOLE      I            6995000       0     0
LAMAR ADVERTISING CO      NOTE  5.250  9/1  512815AF8    31239       27615000 PRN     SOLE      M           27615000       0     0



                                       34
<PAGE>

LAMAR ADVERTISING CO      NOTE  5.250  9/1  512815AF8       74          65000 PRN     SOLE      T              65000       0     0
LAMSON & SESSIONS CO      COMMON            513696104     1059         142400 SH      SOLE      M             142400       0     0
LAMSON & SESSIONS CO      COMMON            513696104     4248         571100 SH      SOLE      S             571100       0     0
LANTE CORP                COMMON            516540101      337          11100 SH      SOLE      I              11100       0     0
LANTE CORP                COMMON            516540101     2382          78421 SH      SOLE      M              78421       0     0
LANTE CORP                COMMON            516540101      188           6200 SH      SOLE      S               6200       0     0
LASER VISION CTRS INC     COMMON            51807H100      349          50300 SH      SOLE      I              50300       0     0
LASER VISION CTRS INC     COMMON            51807H100     9812        1414400 SH      SOLE      M            1414400       0     0
LASER VISION CTRS INC     COMMON            51807H100      393          56700 SH      SOLE      S              56700       0     0
LEAR CORP                 COMMON            521865105      273           9700 SH      SOLE      I               9700       0     0
LECROY CORP               COMMON            52324W109     1460          92700 SH      SOLE      M              92700       0     0
LECROY CORP               COMMON            52324W109     7258         460800 SH      SOLE      S             460800       0     0
LEGATO SYS INC            COMMON            524651106    27056         606300 SH      SOLE      I             606300       0     0
LEGATO SYS INC            COMMON            524651106   104879        2350236 SH      SOLE      M            2350236       0     0
LEGATO SYS INC            COMMON            524651106     8015         179600 SH      SOLE      S             179600       0     0
LENNAR CORP               COMMON            526057104      835          38500 SH      SOLE      I              38500       0     0
LENNAR CORP               COMMON            526057104     3622         167000 SH      SOLE      M             167000       0     0
LENNAR CORP               COMMON            526057104    14615         673900 SH      SOLE      S             673900       0     0
LEVEL 3 COMMUNICATIONS    COMMON            52729N100    21150         200000 SH      SOLE      S             200000       0     0
LIBBEY INC                COMMON            529898108     1363          49800 SH      SOLE      M              49800       0     0
LIBBEY INC                COMMON            529898108     4503         164500 SH      SOLE      S             164500       0     0
LIGHTBRIDGE INC           COMMON            532226107      411          17600 SH      SOLE      I              17600       0     0
LIGHTBRIDGE INC           COMMON            532226107    11706         500800 SH      SOLE      M             500800       0     0
LIGHTBRIDGE INC           COMMON            532226107      456          19500 SH      SOLE      S              19500       0     0
LILLY ELI & CO            COMMON            532457108    75808        1210500 SH      SOLE      I            1210500       0     0
LILLY ELI & CO            COMMON            532457108      545           8700 SH      SOLE      J               8700       0     0
LILLY ELI & CO            COMMON            532457108   130062        2076845 SH      SOLE      M            2076845       0     0
LILLY ELI & CO            COMMON            532457108     8095         129255 SH      SOLE      S             129255       0     0
LILLY INDS INC            CL A              532491107     4971         401700 SH      SOLE      S             401700       0     0
LIMITED INC               COMMON            532716107     1217          28900 SH      SOLE      I              28900       0     0
LINEAR TECHNOLOGY CORP    COMMON            535678106      297           5400 SH      SOLE      M               5400       0     0
LINENS N THINGS INC       COMMON            535679104    21571         629800 SH      SOLE      I             629800       0     0



                                       35
<PAGE>

LINENS N THINGS INC       COMMON            535679104    36355        1061453 SH      SOLE      M            1061453       0     0
LINENS N THINGS INC       COMMON            535679104     3452         100800 SH      SOLE      S             100800       0     0
LITTELFUSE INC            COMMON            537008104      224           6094         SOLE      M               6094       0     0
LITTELFUSE INC            COMMON            537008104     2879          78484 SH      SOLE      M              78484       0     0
LONE STAR STEAKHOUSE SAL  COMMON            542307103     1993         195600 SH      SOLE      S             195600       0     0
LOWES COS INC             COMMON            548661107       23            400 SH      SOLE      T                400       0     0
LUCENT TECHNOLOGIES INC   COMMON            549463107    74066        1209248 SH      SOLE      I            1209248       0     0
LUCENT TECHNOLOGIES INC   COMMON            549463107      502           8200 SH      SOLE      J               8200       0     0
LUCENT TECHNOLOGIES INC   COMMON            549463107   138240        2256983 SH      SOLE      M            2256983       0     0
LUCENT TECHNOLOGIES INC   COMMON            549463107    73575        1201225 SH      SOLE      S            1201225       0     0
LYCOS INC                 COMMON            550818108     7622         108500 SH      SOLE      I             108500       0     0
LYCOS INC                 COMMON            550818108    49331         702223 SH      SOLE      M             702223       0     0
LYCOS INC                 COMMON            550818108     1735          24700 SH      SOLE      S              24700       0     0
LYDALL INC DEL            COMMON            550819106       95          10800 SH      SOLE      M              10800       0     0
LYDALL INC DEL            COMMON            550819106     4990         570300 SH      SOLE      S             570300       0     0
LYNX THERAPEUTICS INC     COM NEW           551812308      461          15500 SH      SOLE      I              15500       0     0
LYNX THERAPEUTICS INC     COM NEW           551812308    12673         425980 SH      SOLE      M             425980       0     0
LYNX THERAPEUTICS INC     COM NEW           551812308      507          17050 SH      SOLE      S              17050       0     0
MBIA INC                  COMMON            55262C100      859          16500 SH      SOLE      I              16500       0     0
MCI WORLDCOM INC          COMMON            55268B106      603          13300 SH      SOLE      M              13300       0     0
MCI WORLDCOM INC          COMMON            55268B106    11380         251150 SH      SOLE      S             251150       0     0
MSC INDL DIRECT INC       CL A              553530106     3668         203800 SH      SOLE      S             203800       0     0
MACROVISION CORP          COMMON            555904101    49548         575300 SH      SOLE      I             575300       0     0
MACROVISION CORP          COMMON            555904101   170632        1981219 SH      SOLE      M            1981219       0     0
MACROVISION CORP          COMMON            555904101     8712         101150 SH      SOLE      S             101150       0     0
MACROMEDIA INC            COMMON            556100105     8670          96000 SH      SOLE      I              96000       0     0
MACROMEDIA INC            COMMON            556100105    43260         479007 SH      SOLE      M             479007       0     0
MACROMEDIA INC            COMMON            556100105     3197          35400 SH      SOLE      S              35400       0     0
MAGNA INTL INC            SDCV  4.875  2/1  559222AG9      848         985000 PRN     SOLE      M             985000       0     0
MAGNETEK INC              COMMON            559424106      503          55900 SH      SOLE      M              55900       0     0
MAGNETEK INC              COMMON            559424106     4280         475600 SH      SOLE      S             475600       0     0
MAGNUM HUNTER RES INC     COM PAR $0.002    55972F203      103          26500 SH      SOLE      I              26500       0     0



                                       36
<PAGE>

MAGYAR TAVKOZLESI RT      ADR (MATAV RT)    559776109      143           3200 SH      SOLE      I               3200       0     0
MAGYAR TAVKOZLESI RT      ADR (MATAV RT)    559776109     4195          94000 SH      SOLE      M              94000       0     0
MALLINCKRODT INC NEW      COMMON            561232109      558          19400 SH      SOLE      I              19400       0     0
MANAGEMENT NETWORK GR     COMMON            561693102      418          15500 SH      SOLE      I              15500       0     0
MANAGEMENT NETWORK GR     COMMON            561693102    11745         436000 SH      SOLE      M             436000       0     0
MANAGEMENT NETWORK GR     COMMON            561693102      470          17450 SH      SOLE      S              17450       0     0
MANPOWER INC              COMMON            56418H100      888          25000 SH      SOLE      I              25000       0     0
MARSH & MCLENNAN COS INC  COMMON            571748102     7314          66304 SH      SOLE      I              66304       0     0
MARSH & MCLENNAN COS INC  COMMON            571748102     6747          61165 SH      SOLE      M              61165       0     0
MARSH & MCLENNAN COS INC  COMMON            571748102     1081           9800 SH      SOLE      S               9800       0     0
MARSH & MCLENNAN COS INC  COMMON            571748102       27            245 SH      SOLE      T                245       0     0
MARTIN MARIETTA MATLS IN  COMMON            573284106      798          16800 SH      SOLE      I              16800       0     0
MARTIN MARIETTA MATLS IN  COMMON            573284106      390           8200 SH      SOLE      M               8200       0     0
MARTIN MARIETTA MATLS IN  COMMON            573284106       57           1200 SH      SOLE      S               1200       0     0
MASTEC INC                COMMON            576323109      641           7200 SH      SOLE      M               7200       0     0
MASTEC INC                COMMON            576323109     2679          30100 SH      SOLE      S              30100       0     0
MATERIAL SCIENCIES CORP   COMMON            576674105       57           4200 SH      SOLE      M               4200       0     0
MATERIAL SCIENCIES CORP   COMMON            576674105     3926         290800 SH      SOLE      S             290800       0     0
MATSUSHITA ELEC INDL      ADR               576879209     2760           9110 SH      SOLE      M               9110       0     0
MATLACK SYS INC           COMMON            576901102      849         424600 SH      SOLE      S             424600       0     0
MAXIM INTEGRATED PRODS I  COMMON            57772K101   338166        4758717 SH      SOLE      I            4758717       0     0
MAXIM INTEGRATED PRODS I  COMMON            57772K101     1464          20600 SH      SOLE      J              20600       0     0
MAXIM INTEGRATED PRODS I  COMMON            57772K101   525443        7394095 SH      SOLE      M            7394095       0     0
MAXIM INTEGRATED PRODS I  COMMON            57772K101    95995        1350855 SH      SOLE      S            1350855       0     0
MAXIM INTEGRATED PRODS I  COMMON            57772K101       99           1400 SH      SOLE      T               1400       0     0
MAXWELL TECHNOLOGIES INC  COMMON            577767106      495          36000 SH      SOLE      M              36000       0     0
MAXWELL TECHNOLOGIES INC  COMMON            577767106     2192         159400 SH      SOLE      S             159400       0     0
MCAFEE COM CORP           CL A              579062100    24650         476900 SH      SOLE      I             476900       0     0
MCAFEE COM CORP           CL A              579062100    90924        1759114 SH      SOLE      M            1759114       0     0
MCAFEE COM CORP           CL A              579062100     5293         102400 SH      SOLE      S             102400       0     0
MCDONALDS CORP            COMMON            580135101    11689         312749 SH      SOLE      I             312749       0     0
MCDONALDS CORP            COMMON            580135101     6453         172661 SH      SOLE      M             172661       0     0


                                       37
<PAGE>

MCDONALDS CORP            COMMON            580135101      312           8350 SH      SOLE      S               8350       0     0
MCDONALDS CORP            COMMON            580135101       63           1690 SH      SOLE      T               1690       0     0
MCKESSON HBOC INC         COMMON            58155Q103      487          23200 SH      SOLE      I              23200       0     0
MCKESSON HBOC INC         COMMON            58155Q103      332          15800 SH      SOLE      M              15800       0     0
MCKESSON HBOC INC         COMMON            58155Q103       48           2300 SH      SOLE      S               2300       0     0
MCLEODUSA INC             COMMON            582266102    44221         521400 SH      SOLE      I             521400       0     0
MCLEODUSA INC             COMMON            582266102    43558         513576 SH      SOLE      M             513576       0     0
MCLEODUSA INC             COMMON            582266102      602           7100 SH      SOLE      S               7100       0     0
MCMORAN EXPLORATION CO    COMMON            582411104       47           2461 SH      SOLE      S               2461       0     0
MEDAREX INC               COMMON            583916101    10678         212493 SH      SOLE      I             212493       0     0
MEDAREX INC               COMMON            583916101    38936         774842 SH      SOLE      M             774842       0     0
MEDAREX INC               COMMON            583916101     2409          47950 SH      SOLE      S              47950       0     0
MEDAREX INC               COMMON            583916101       10            200 SH      SOLE      T                200       0     0
MEDIMMUNE INC             COMMON            584699102      209           1200 SH      SOLE      M               1200       0     0
MEDQUIST INC              COMMON            584949101    13140         483300 SH      SOLE      I             483300       0     0
MEDQUIST INC              COMMON            584949101    11776         433128 SH      SOLE      M             433128       0     0
MEDQUIST INC              COMMON            584949101      198           7300 SH      SOLE      S               7300       0     0
MEDTRONIC INC             COMMON            585055106    95344        1853581 SH      SOLE      I            1853581       0     0
MEDTRONIC INC             COMMON            585055106      694          13500 SH      SOLE      J              13500       0     0
MEDTRONIC INC             COMMON            585055106   161457        3138905 SH      SOLE      M            3138905       0     0
MEDTRONIC INC             COMMON            585055106    12476         242555 SH      SOLE      S             242555       0     0
MEDTRONIC INC             COMMON            585055106       26            500 SH      SOLE      T                500       0     0
MENS WEARHOUSE INC        COMMON            587118100      807          27250 SH      SOLE      M              27250       0     0
MENTOR GRAPHICS CORP      COMMON            587200106      336          22200 SH      SOLE      I              22200       0     0
MENTOR GRAPHICS CORP      COMMON            587200106     1447          95700 SH      SOLE      M              95700       0     0
MENTOR GRAPHICS CORP      COMMON            587200106     5044         333500 SH      SOLE      S             333500       0     0
MERCK & CO INC            COMMON            589331107     2479          39900 SH      SOLE      I              39900       0     0
MERCK & CO INC            COMMON            589331107      163           2620 SH      SOLE      M               2620       0     0
MERCURY INTERACTIVE CORP  COMMON            589405109    33689         425100 SH      SOLE      I             425100       0     0
MERCURY INTERACTIVE CORP  COMMON            589405109    70451         888977 SH      SOLE      M             888977       0     0
MERCURY INTERACTIVE CORP  COMMON            589405109     3725          47000 SH      SOLE      S              47000       0     0
MEREDITH CORP             COMMON            589433101      487          17600 SH      SOLE      I              17600       0     0


                                       38
<PAGE>

MEREDITH CORP             COMMON            589433101     1116          40300 SH      SOLE      M              40300       0     0
MEREDITH CORP             COMMON            589433101     7573         273500 SH      SOLE      S             273500       0     0
MERIX CORP                COMMON            590049102     1442          62000 SH      SOLE      M              62000       0     0
MERIX CORP                COMMON            590049102     7584         326200 SH      SOLE      S             326200       0     0
MERRILL LYNCH & CO INC    COMMON            590188108     7575          72141 SH      SOLE      I              72141       0     0
MERRILL LYNCH & CO INC    COMMON            590188108     4749          45225 SH      SOLE      M              45225       0     0
MERRILL LYNCH & CO INC    COMMON            590188108      142           1350 SH      SOLE      S               1350       0     0
MERRILL LYNCH & CO INC    COMMON            590188108       11            105 SH      SOLE      T                105       0     0
MESA AIR GROUP INC        COMMON            590479101      587          93900 SH      SOLE      M              93900       0     0
MESA AIR GROUP INC        COMMON            590479101     2761         441700 SH      SOLE      S             441700       0     0
METASOLV SOFTWARE INC     COMMON            591393103       12            200 SH      SOLE      S                200       0     0
METROMEDIA FIBER NETWORK  CL A              591689104    55215         570700 SH      SOLE      I             570700       0     0
METROMEDIA FIBER NETWORK  CL A              591689104    38712         400126 SH      SOLE      M             400126       0     0
METROMEDIA FIBER NETWORK  CL A              591689104      610           6300 SH      SOLE      S               6300       0     0
METROMEDIA INTL GROUP IN  COMMON            591695101      144          25558 SH      SOLE      M              25558       0     0
METROMEDIA INTL GROUP IN  COMMON            591695101     2306         410000 SH      SOLE      S             410000       0     0
MICREL INC                COMMON            594793101    30326         315900 SH      SOLE      I             315900       0     0
MICREL INC                COMMON            594793101    72082         750851 SH      SOLE      M             750851       0     0
MICREL INC                COMMON            594793101     5741          59800 SH      SOLE      S              59800       0     0
MICROSOFT CORP            COMMON            594918104   148247        1395265 SH      SOLE      I            1395265       0     0
MICROSOFT CORP            COMMON            594918104      903           8500 SH      SOLE      J               8500       0     0
MICROSOFT CORP            COMMON            594918104   250041        2353330 SH      SOLE      M            2353330       0     0
MICROSOFT CORP            COMMON            594918104    54812         515875 SH      SOLE      S             515875       0     0
MICROSOFT CORP            COMMON            594918104       43            400 SH      SOLE      T                400       0     0
MICROSTRATEGY, INC        CL A              594972101     1402          16100 SH      SOLE      M              16100       0     0
MICROCHIP TECHNOLOGY INC  COMMON            595017104    29588         450000 SH      SOLE      S             450000       0     0
MICROCHIP TECHNOLOGY INC  COMMON            595017104       30            450 SH      SOLE      T                450       0     0
MICROMUSE INC             COMMON            595094103    32482         234000 SH      SOLE      I             234000       0     0
MICROMUSE INC             COMMON            595094103   136223         981345 SH      SOLE      M             981345       0     0
MICROMUSE INC             COMMON            595094103     4969          35800 SH      SOLE      S              35800       0     0
MICRON TECHNOLOGY INC     COMMON            595112103    11615          92180 SH      SOLE      I              92180       0     0
MICRON TECHNOLOGY INC     COMMON            595112103    38286         303857 SH      SOLE      M             303857       0     0


                                       39
<PAGE>

MICRON TECHNOLOGY INC     COMMON            595112103    62093         492800 SH      SOLE      S             492800       0     0
MICRON TECHNOLOGY INC     CVT DEB 7.0% 07/  595112AB9      122          65000 PRN     SOLE      T              65000       0     0
MID ATLANTIC MED SVCS IN  COMMON            59523C107      224          24241 SH      SOLE      M              24241       0     0
MID ATLANTIC MED SVCS IN  COMMON            59523C107     3531         381700 SH      SOLE      S             381700       0     0
MILLENNIUM PHARMACEUTICA  COMMON            599902103      430           3310 SH      SOLE      M               3310       0     0
MILLER HERMAN INC         COMMON            600544100     1361          48600 SH      SOLE      M              48600       0     0
MILLER HERMAN INC         COMMON            600544100     6448         230300 SH      SOLE      S             230300       0     0
MILLIPORE CORP            COMMON            601073109      350           6200 SH      SOLE      I               6200       0     0
MILLIPORE CORP            COMMON            601073109      147           2600 SH      SOLE      M               2600       0     0
MILLIPORE CORP            COMMON            601073109       28            500 SH      SOLE      S                500       0     0
MINERALS TECHNOLOGIES IN  COMMON            603158106      878          19700 SH      SOLE      I              19700       0     0
MINERALS TECHNOLOGIES IN  COMMON            603158106      370           8300 SH      SOLE      M               8300       0     0
MINERALS TECHNOLOGIES IN  COMMON            603158106     3828          85900 SH      SOLE      S              85900       0     0
MINIMED INC               COMMON            60365K108    24760         191200 SH      SOLE      I             191200       0     0
MINIMED INC               COMMON            60365K108    25178         194426 SH      SOLE      M             194426       0     0
MINIMED INC               COMMON            60365K108    36661         283100 SH      SOLE      S             283100       0     0
MIPS TECHNOLOGIES INC     CL A              604567107     8066         145000 SH      SOLE      I             145000       0     0
MIPS TECHNOLOGIES INC     CL A              604567107    17691         318045 SH      SOLE      M             318045       0     0
MIPS TECHNOLOGIES INC     CL A              604567107     1791          32200 SH      SOLE      S              32200       0     0
MIRAGE RESORTS INC        COMMON            60462E104    77156        3982243 SH      SOLE      I            3982243       0     0
MIRAGE RESORTS INC        COMMON            60462E104      959          49500 SH      SOLE      J              49500       0     0
MIRAGE RESORTS INC        COMMON            60462E104   202776       10465875 SH      SOLE      M           10465875       0     0
MIRAGE RESORTS INC        COMMON            60462E104     6927         357500 SH      SOLE      S             357500       0     0
MIRAGE RESORTS INC        COMMON            60462E104       81           4200 SH      SOLE      T               4200       0     0
MODIS PROFESSIONAL SVCS   COMMON            607830106      155          12549 SH      SOLE      M              12549       0     0
MODIS PROFESSIONAL SVCS   COMMON            607830106     2619         211600 SH      SOLE      S             211600       0     0
MOLEX INC                 CL A              608554200      699          15750 SH      SOLE      I              15750       0     0
MOLEX INC                 CL A              608554200      178           4000 SH      SOLE      M               4000       0     0
MOLEX INC                 CL A              608554200       50           1125 SH      SOLE      S               1125       0     0
MONSANTO CO               COMMON            611662107    15450         300000 SH      SOLE      S             300000       0     0
MONTANA POWER CO          COMMON            612085100    19667         307300 SH      SOLE      I             307300       0     0
MONTANA POWER CO          COMMON            612085100      658          10280 SH      SOLE      M              10280       0     0


                                       40
<PAGE>

MONY GROUP INC            COMMON            615337102      808          25000 SH      SOLE      M              25000       0     0
MORGAN J P & CO INC       COMMON            616880100     3437          26089 SH      SOLE      I              26089       0     0
MORGAN J P & CO INC       COMMON            616880100     4458          33840 SH      SOLE      M              33840       0     0
MORGAN J P & CO INC       COMMON            616880100      217           1650 SH      SOLE      S               1650       0     0
MORGAN J P & CO INC       COMMON            616880100       13            100 SH      SOLE      T                100       0     0
MORGAN STANLEY DEAN WITT  COM NEW           617446448     2310          27868 SH      SOLE      I              27868       0     0
MORGAN STANLEY DEAN WITT  COM NEW           617446448     8270          99794 SH      SOLE      M              99794       0     0
MORGAN STANLEY DEAN WITT  COM NEW           617446448      410           4950 SH      SOLE      S               4950       0     0
MORGAN STANLEY DEAN WITT  COM NEW           617446448       36            430 SH      SOLE      T                430       0     0
MOTOROLA INC              COMMON            620076109    16450         112668 SH      SOLE      I             112668       0     0
MOTOROLA INC              COMMON            620076109     9063          62075 SH      SOLE      M              62075       0     0
MOTOROLA INC              COMMON            620076109      387           2650 SH      SOLE      S               2650       0     0
MOTOROLA INC              COMMON            620076109       28            190 SH      SOLE      T                190       0     0
MURPHY OIL CORP           COMMON            626717102      109           1900 SH      SOLE      S               1900       0     0
MYLAN LABS INC            COMMON            628530107      963          35000 SH      SOLE      I              35000       0     0
MYLAN LABS INC            COMMON            628530107      228           8300 SH      SOLE      M               8300       0     0
MYPOINTS COM INC          COMMON            62855T102     6738         251300 SH      SOLE      I             251300       0     0
MYPOINTS COM INC          COMMON            62855T102    24227         903559 SH      SOLE      M             903559       0     0
MYPOINTS COM INC          COMMON            62855T102     1496          55800 SH      SOLE      S              55800       0     0
NCO GROUP INC             COMMON            628858102     2034          63689 SH      SOLE      M              63689       0     0
NCO GROUP INC             COMMON            628858102     3960         124000 SH      SOLE      S             124000       0     0
NCR CORP NEW              COMMON            62886E108      638          15900 SH      SOLE      I              15900       0     0
NCR CORP NEW              COMMON            62886E108      289           7200 SH      SOLE      M               7200       0     0
NCR CORP NEW              COMMON            62886E108       44           1100 SH      SOLE      S               1100       0     0
NDS GROUP PLC             ADR               628891103     1158          16432 SH      SOLE      I              16432       0     0
NDS GROUP PLC             ADR               628891103     3487          49460 SH      SOLE      M              49460       0     0
NDS GROUP PLC             ADR               628891103      317           4500 SH      SOLE      S               4500       0     0
NYMAGIC INC               COMMON            629484106     1990         145400 SH      SOLE      S             145400       0     0
NANOMETRICS INC           COMMON            630077105      502          10300 SH      SOLE      I              10300       0     0
NANOMETRICS INC           COMMON            630077105    13782         282700 SH      SOLE      M             282700       0     0
NANOMETRICS INC           COMMON            630077105      551          11300 SH      SOLE      S              11300       0     0
NASHUA CORP               COMMON            631226107      101          12000 SH      SOLE      M              12000       0     0


                                       41
<PAGE>

NASHUA CORP               COMMON            631226107     3512         419400 SH      SOLE      S             419400       0     0
NATIONAL AUSTRALIA BANK   CVT PFD $1.96875  632525309     3763         156400 SH      SOLE      I             156400       0     0
NATIONAL AUSTRALIA BANK   CVT PFD $1.96875  632525309    13895         577450 SH      SOLE      M             577450       0     0
NATIONAL HEALTH INVS INC  CVNT  7.75% 01/0  63633DAB0     3283        3795000 PRN     SOLE      M            3795000       0     0
NAVISITE INC              COMMON            63935M109     4334          35600 SH      SOLE      I              35600       0     0
NAVISITE INC              COMMON            63935M109    47700         391790 SH      SOLE      M             391790       0     0
NAVISITE INC              COMMON            63935M109     2569          21100 SH      SOLE      S              21100       0     0
NAVIGANT CONSULTING INC   COMMON            63935N107     1739         158123 SH      SOLE      M             158123       0     0
NAVIGANT CONSULTING INC   COMMON            63935N107     7304         664000 SH      SOLE      S             664000       0     0
NEIMAN MARCUS GROUP INC   CL A              640204202      428          15400 SH      SOLE      I              15400       0     0
THOMAS NELSON INC         COMMON            640376109      677          85300 SH      SOLE      M              85300       0     0
THOMAS NELSON INC         COMMON            640376109     2861         360500 SH      SOLE      S             360500       0     0
NETCENTIVES INC           COMMON            64108P101     4164         138800 SH      SOLE      I             138800       0     0
NETCENTIVES INC           COMMON            64108P101    12503         416780 SH      SOLE      M             416780       0     0
NETCENTIVES INC           COMMON            64108P101      801          26700 SH      SOLE      S              26700       0     0
NETSOLVE INC              COMMON            64115J106      284           8800 SH      SOLE      I               8800       0     0
NETSOLVE INC              COMMON            64115J106     7869         244000 SH      SOLE      M             244000       0     0
NETSOLVE INC              COMMON            64115J106      313           9700 SH      SOLE      S               9700       0     0
NETIQ CORP                COMMON            64115P102      788          11800 SH      SOLE      I              11800       0     0
NETIQ CORP                COMMON            64115P102    34993         523744 SH      SOLE      M             523744       0     0
NETIQ CORP                COMMON            64115P102     2432          36400 SH      SOLE      S              36400       0     0
NETWORK APPLIANCE INC     COMMON            64120L104      298           3600 SH      SOLE      I               3600       0     0
NETWORK PLUS CORP         COMMON            64122D506     8610         212600 SH      SOLE      I             212600       0     0
NETWORK PLUS CORP         COMMON            64122D506    28857         712516 SH      SOLE      M             712516       0     0
NETWORK PLUS CORP         COMMON            64122D506     1875          46300 SH      SOLE      S              46300       0     0
NET2000 COMMUNICATIONS I  COMMON            64122G103       17            700 SH      SOLE      M                700       0     0
NET2000 COMMUNICATIONS I  COMMON            64122G103        2            100 SH      SOLE      S                100       0     0
NEUBERGER BERMAN INC      COMMON            641234109     4468         158500 SH      SOLE      S             158500       0     0
NEW BRUNSWICK SCIENTIFIC  COMMON            642876106     2061         294458 SH      SOLE      S             294458       0     0
NEW YORK TIMES CO         CL A              650111107     1580          36800 SH      SOLE      M              36800       0     0
NEWS CORP LTD ADS NEW     ADS NEW           652487703       73           1300 SH      SOLE      T               1300       0     0
NEXTCARD INC              COMMON            65332K107     6174         403600 SH      SOLE      I             403600       0     0


                                       42
<PAGE>

NEXTCARD INC              COMMON            65332K107    18512        1210202 SH      SOLE      M            1210202       0     0
NEXTCARD INC              COMMON            65332K107     1201          78500 SH      SOLE      S              78500       0     0
NEXTEL COMMUNICATIONS IN  CL A              65332V103      794           5356 SH      SOLE      I               5356       0     0
NEXTEL COMMUNICATIONS IN  CL A              65332V103     1479           9975 SH      SOLE      M               9975       0     0
NEXTEL COMMUNICATIONS IN  CL A              65332V103       21            145 SH      SOLE      S                145       0     0
NEXTEL PARTNERS INC       CL A              65333F107      104           3600 SH      SOLE      S               3600       0     0
NEXTEL PTNERS CL A        COMMON STOCK      65333F107    72534        2501172 SH      SOLE      I            2501172       0     0
NEXTEL PTNERS CL A        COMMON STOCK      65333F107   123883        4271820 SH      SOLE      K            4271820       0     0
NEXTEL PTNERS CL A        COMMON STOCK      65333F107    51369        1771342 SH      SOLE      M            1771342       0     0
NICE SYS LTD              DEPOSITORY RECEI  653656108      389           5464 SH      SOLE      I               5464       0     0
NICE SYS LTD              DEPOSITORY RECEI  653656108      147           2063 SH      SOLE      M               2063       0     0
NIKU CORP                 COMMON            654113109        0              9 SH      SOLE      I                  9       0     0
NIKU CORP                 COMMON            654113109      379           8000 SH      SOLE      M               8000       0     0
99 CENTS ONLY STORES      COMMON            65440K106      659          16799 SH      SOLE      I              16799       0     0
99 CENTS ONLY STORES      COMMON            65440K106    19366         493397 SH      SOLE      M             493397       0     0
99 CENTS ONLY STORES      COMMON            65440K106      743          18933 SH      SOLE      S              18933       0     0
NIPPON TELEG & TEL CORP   DEPOSITORY RECEI  654624105     4292          54453 SH      SOLE      M              54453       0     0
NOKIA CORP                ADR               654902204     4454          20062 SH      SOLE      M              20062       0     0
NORTEL NETWORKS CORP      COMMON            656569100     1396          11072 SH      SOLE      I              11072       0     0
NORTEL NETWORKS CORP      COMMON            656569100     2787          22100 SH      SOLE      L              22100       0     0
NORTEL NETWORKS CORP      COMMON            656569100     5860          46458 SH      SOLE      M              46458       0     0
NORTEL NETWORKS CORP      COMMON            656569100    52015         412410 SH      SOLE      S             412410       0     0
NORTH FORK BANCORPORATIO  COMMON            659424105      408          22800 SH      SOLE      I              22800       0     0
NORTH FORK BANCORPORATIO  COMMON            659424105      172           9600 SH      SOLE      M               9600       0     0
NORTH FORK BANCORPORATIO  COMMON            659424105       32           1800 SH      SOLE      S               1800       0     0
NOVELL INC                COMMON            670006105     1288          45000 SH      SOLE      I              45000       0     0
NOVELL INC                COMMON            670006105    47031        1643000 SH      SOLE      S            1643000       0     0
NUCENTRIX BROADBAND NETW  COMMON            670198100     4685         158800 SH      SOLE      I             158800       0     0
NUCENTRIX BROADBAND NETW  COMMON            670198100     1550          52550 SH      SOLE      M              52550       0     0
NUEVO ENERGY CO           COMMON            670509108      479          22300 SH      SOLE      I              22300       0     0
NUEVO ENERGY CO           COMMON            670509108    16187         752881 SH      SOLE      M             752881       0     0
NUEVO ENERGY CO           COMMON            670509108    11417         531000 SH      SOLE      S             531000       0     0

                                       43
<PAGE>

O'CHARLEYS INC            COMMON            670823103       48           3700 SH      SOLE      M               3700       0     0
O'CHARLEYS INC            COMMON            670823103      209          16100 SH      SOLE      S              16100       0     0
OCCIDENTAL PETE CORP DEL  COMMON            674599105     9603         462817 SH      SOLE      I             462817       0     0
OCCIDENTAL PETE CORP DEL  COMMON            674599105     4728         227860 SH      SOLE      M             227860       0     0
OCCIDENTAL PETE CORP DEL  COMMON            674599105      231          11150 SH      SOLE      S              11150       0     0
OCCIDENTAL PETE CORP DEL  COMMON            674599105       53           2550 SH      SOLE      T               2550       0     0
OCEANEERING INTL INC      COMMON            675232102     1771          94478 SH      SOLE      M              94478       0     0
OCEANEERING INTL INC      COMMON            675232102    10110         539200 SH      SOLE      S             539200       0     0
OFFICE DEPOT INC          COMMON            676220106      475          41100 SH      SOLE      I              41100       0     0
OLD REP INTL CORP         COMMON            680223104      584          42500 SH      SOLE      I              42500       0     0
OLD REP INTL CORP         COMMON            680223104      315          22900 SH      SOLE      M              22900       0     0
OLD REP INTL CORP         COMMON            680223104       48           3500 SH      SOLE      S               3500       0     0
OLIN CORP                 COM PAR $1        680665205      520          29300 SH      SOLE      M              29300       0     0
OMNICARE INC              COMMON            681904108      910          75400 SH      SOLE      I              75400       0     0
OMNICARE INC              COMMON            681904108     4088         338882 SH      SOLE      M             338882       0     0
OMNICARE INC              COMMON            681904108    14006        1161100 SH      SOLE      S            1161100       0     0
OMNICARE INC 144A         CVT DEB 5.0% 12/  681904AB4      760        1055000 PRN     SOLE      M            1055000       0     0
OMNICARE INC              SDCV  5.000 12/0  681904AD0    15294       20915000 PRN     SOLE      M           20915000       0     0
OMNICARE INC              SDCV  5.000 12/0  681904AD0       59          80000 PRN     SOLE      T              80000       0     0
OMNICOM GROUP INC         COMMON            681919106      522           5574 SH      SOLE      I               5574       0     0
OMNICOM GROUP INC         COMMON            681919106      757           8085 SH      SOLE      M               8085       0     0
OMNICOM GROUP INC         COMMON            681919106       17            180 SH      SOLE      S                180       0     0
OMNICOM GROUP INC         COMMON            681919106       47            500 SH      SOLE      T                500       0     0
ONDISPLAY INC             COMMON            68232L100       25            300 SH      SOLE      M                300       0     0
ONDISPLAY INC             COMMON            68232L100        8            100 SH      SOLE      S                100       0     0
ONEIDA LTD                COMMON            682505102     2338         120650 SH      SOLE      S             120650       0     0
ONEMAIN COM INC           COMMON            68267P109       11           1000 SH      SOLE      S               1000       0     0
ONYX SOFTWARE CORP        COMMON            683402101      567          17800 SH      SOLE      I              17800       0     0
ONYX SOFTWARE CORP        COMMON            683402101    16062         503900 SH      SOLE      M             503900       0     0
ONYX SOFTWARE CORP        COMMON            683402101      644          20200 SH      SOLE      S              20200       0     0
OPTIMAL ROBOTICS CORP     CL A NEW          68388R208      226           4800 SH      SOLE      I               4800       0     0
OPTIMAL ROBOTICS CORP     CL A NEW          68388R208     6260         133200 SH      SOLE      M             133200       0     0


                                       44
<PAGE>

OPTIMAL ROBOTICS CORP     CL A NEW          68388R208      188           4000 SH      SOLE      S               4000       0     0
ORACLE CORP               COMMON            68389X105     1297          16619 SH      SOLE      I              16619       0     0
ORACLE CORP               COMMON            68389X105     4243          54350 SH      SOLE      M              54350       0     0
ORACLE CORP               COMMON            68389X105    56785         727425 SH      SOLE      S             727425       0     0
OREGON STL MLS INC        COMMON            686079104       41          10600 SH      SOLE      M              10600       0     0
OREGON STL MLS INC        COMMON            686079104     1478         381500 SH      SOLE      S             381500       0     0
OSMONICS INC              COMMON            688350107     2398         299800 SH      SOLE      S             299800       0     0
OWENS & MINOR INC NEW     COMMON            690732102     2170         204200 SH      SOLE      M             204200       0     0
OWENS & MINOR INC NEW     COMMON            690732102     6820         641900 SH      SOLE      S             641900       0     0
OWENS ILL INC             COM NEW           690768403      675          40000 SH      SOLE      I              40000       0     0
PBOC HLDGS INC            COMMON            69316G108     3571         396800 SH      SOLE      S             396800       0     0
PC HOLDINGS S.A.          ADR               693200107     2166         126470 SH      SOLE      I             126470       0     0
PC HOLDINGS S.A.          ADR               693200107      617          36033 SH      SOLE      M              36033       0     0
PFF BANCORP INC           COMMON            69331W104       88           5650 SH      SOLE      M               5650       0     0
PE CORP                   COM PE BIO GRP    69332S102      174           1800 SH      SOLE      I               1800       0     0
PE CORP                   COM PE BIO GRP    69332S102      177           1830 SH      SOLE      M               1830       0     0
PE CORP                   CELERA GEN GRP    69332S201       79            855 SH      SOLE      M                855       0     0
P F CHANGS CHINA BISTRO   COMMON            69333Y108      374          11300 SH      SOLE      I              11300       0     0
P F CHANGS CHINA BISTRO   COMMON            69333Y108    10222         308600 SH      SOLE      M             308600       0     0
P F CHANGS CHINA BISTRO   COMMON            69333Y108      414          12500 SH      SOLE      S              12500       0     0
PSW TECHNOLOGIES  INC     COMMON            69364J103      557          14000 SH      SOLE      I              14000       0     0
PSW TECHNOLOGIES  INC     COMMON            69364J103    15407         387600 SH      SOLE      M             387600       0     0
PSW TECHNOLOGIES  INC     COMMON            69364J103      616          15500 SH      SOLE      S              15500       0     0
PSS WORLD MED INC         COMMON            69366A100      127          18734 SH      SOLE      M              18734       0     0
PSS WORLD MED INC         COMMON            69366A100     4767         702900 SH      SOLE      S             702900       0     0
PACIFIC SUNWEAR CALIF IN  COMMON            694873100     8689         225700 SH      SOLE      I             225700       0     0
PACIFIC SUNWEAR CALIF IN  COMMON            694873100    27066         703005 SH      SOLE      M             703005       0     0
PACIFIC SUNWEAR CALIF IN  COMMON            694873100     1940          50400 SH      SOLE      S              50400       0     0
PACKAGED ICE INC          COMMON            695148106      146          25594 SH      SOLE      I              25594       0     0
PALM INC                  COMMON            696642107        3             65 SH      SOLE      I                 65       0     0
PALM INC                  COMMON            696642107       51           1145 SH      SOLE      M               1145       0     0
PALM INC                  COMMON            696642107        1             20 SH      SOLE      S                 20       0     0


                                       45
<PAGE>

PAMECO CORP               CL A COMMON       697934107     1032         289600 SH      SOLE      S             289600       0     0
PAPA JOHNS INTL INC       COMMON            698813102      363          11000 SH      SOLE      I              11000       0     0
PAPA JOHNS INTL INC       COMMON            698813102    10237         310200 SH      SOLE      M             310200       0     0
PAPA JOHNS INTL INC       COMMON            698813102      409          12400 SH      SOLE      S              12400       0     0
PARK ELECTROCHEMICAL COR  COMMON            700416209     1392          56802 SH      SOLE      M              56802       0     0
PARK ELECTROCHEMICAL COR  COMMON            700416209     2626         107200 SH      SOLE      S             107200       0     0
PARKER DRILLING           CVT DEB 5.50% 08  701081AD3       30          40000 PRN     SOLE      T              40000       0     0
PARTNER COMMUNICATIONS C  ADR               70211M109       54           3260 SH      SOLE      I               3260       0     0
PARTNER COMMUNICATIONS C  ADR               70211M109       25           1530 SH      SOLE      M               1530       0     0
PAYCHEX INC               COMMON            704326107   167090        3190259 SH      SOLE      I            3190259       0     0
PAYCHEX INC               COMMON            704326107     1066          20350 SH      SOLE      J              20350       0     0
PAYCHEX INC               COMMON            704326107   263977        5040135 SH      SOLE      M            5040135       0     0
PAYCHEX INC               COMMON            704326107    27961         533870 SH      SOLE      S             533870       0     0
PAYLESS SHOESOURCE INC    COMMON            704379106      935          18000 SH      SOLE      M              18000       0     0
PEGASUS COMMUNICATIONS C  CL A              705904100    11879          84400 SH      SOLE      I              84400       0     0
PEGASUS COMMUNICATIONS C  CL A              705904100    38721         275106 SH      SOLE      M             275106       0     0
PEGASUS COMMUNICATIONS C  CL A              705904100     2308          16400 SH      SOLE      S              16400       0     0
PEGASUS SYSTEMS INC       COMMON            705906105      130           8250 SH      SOLE      I               8250       0     0
PEGASUS SYSTEMS INC       COMMON            705906105     4284         270918 SH      SOLE      M             270918       0     0
PEGASUS SYSTEMS INC       COMMON            705906105      531          33600 SH      SOLE      S              33600       0     0
PENN ENGR & MFG CORP      COM NON VTG       707389300     1174          47900 SH      SOLE      M              47900       0     0
PENN ENGR & MFG CORP      COM NON VTG       707389300     5241         213900 SH      SOLE      S             213900       0     0
PEOPLES HERITAGE FINL GR  COMMON            711147108      845          56300 SH      SOLE      I              56300       0     0
PEOPLES HERITAGE FINL GR  COMMON            711147108     4747         316460 SH      SOLE      M             316460       0     0
PEOPLES HERITAGE FINL GR  COMMON            711147108    22016        1467700 SH      SOLE      S            1467700       0     0
PEOPLESOFT INC            COMMON            712713106      462          23100 SH      SOLE      I              23100       0     0
PEOPLESOFT INC            COMMON            712713106      186           9300 SH      SOLE      M               9300       0     0
PEOPLESOFT INC            COMMON            712713106       36           1800 SH      SOLE      S               1800       0     0
PEP BOYS MANNY MOE & JAC  COMMON            713278109      764         128700 SH      SOLE      M             128700       0     0
PEP BOYS MANNY MOE & JAC  COMMON            713278109     3221         542400 SH      SOLE      S             542400       0     0
PEP BOYS                  LYON 0.0% 09/20/  713278AJ8       47          90000 PRN     SOLE      T              90000       0     0
PEPSICO INC               COMMON            713448108     4067         116617 SH      SOLE      I             116617       0     0


                                       46
<PAGE>

PEPSICO INC               COMMON            713448108     2174          62334 SH      SOLE      M              62334       0     0
PEPSICO INC               COMMON            713448108      302           8671 SH      SOLE      S               8671       0     0
PEPSICO INC               COMMON            713448108        3             90 SH      SOLE      T                 90       0     0
PEREGRINE SYSTEMS INC     COMMON            71366Q101    38675         576700 SH      SOLE      I             576700       0     0
PEREGRINE SYSTEMS INC     COMMON            71366Q101   150521        2244488 SH      SOLE      M            2244488       0     0
PEREGRINE SYSTEMS INC     COMMON            71366Q101     9959         148500 SH      SOLE      S             148500       0     0
PERINI CORP               COMMON            713839108      844         190200 SH      SOLE      S             190200       0     0
PERKINELMER INC           COMMON            714046109     1350          20300 SH      SOLE      M              20300       0     0
PHARMACYCLICS INC         COMMON            716933106      490           8800 SH      SOLE      I               8800       0     0
PHARMACYCLICS INC         COMMON            716933106    12574         225800 SH      SOLE      M             225800       0     0
PHARMACYCLICS INC         COMMON            716933106      507           9100 SH      SOLE      S               9100       0     0
PHARMACIA & UPJOHN INC    COMMON            716941109      387           6501 SH      SOLE      I               6501       0     0
PHARMACIA & UPJOHN INC    COMMON            716941109     1418          23830 SH      SOLE      M              23830       0     0
PHARMACIA & UPJOHN INC    COMMON            716941109       74           1250 SH      SOLE      S               1250       0     0
PFIZER INC                COMMON            717081103   138932        3799846 SH      SOLE      I            3799846       0     0
PFIZER INC                COMMON            717081103      925          25300 SH      SOLE      J              25300       0     0
PFIZER INC                COMMON            717081103   238635        6526775 SH      SOLE      M            6526775       0     0
PFIZER INC                COMMON            717081103    61945        1694225 SH      SOLE      S            1694225       0     0
PFIZER INC                COMMON            717081103       44           1200 SH      SOLE      T               1200       0     0
PFSWEB INC                COMMON            717098107      163          10200 SH      SOLE      I              10200       0     0
PFSWEB INC                COMMON            717098107     4602         287600 SH      SOLE      M             287600       0     0
PFSWEB INC                COMMON            717098107      184          11500 SH      SOLE      S              11500       0     0
PHILIP MORRIS COS INC     COMMON            718154107      370          17500 SH      SOLE      I              17500       0     0
PHILLIPS VAN HEUSEN CORP  COMMON            718592108     2332         303300 SH      SOLE      S             303300       0     0
PHOENIX TECHNOLOGY LTD    COMMON            719153108     7166         339200 SH      SOLE      S             339200       0     0
PHONE COM INC             COMMON            71920Q100    26549         162750 SH      SOLE      I             162750       0     0
PHONE COM INC             COMMON            71920Q100    17296         106028 SH      SOLE      M             106028       0     0
PHONE COM INC             COMMON            71920Q100    29656         181800 SH      SOLE      S             181800       0     0
PIER 1 IMPORTS INC        COMMON            720279108     4239         413600 SH      SOLE      S             413600       0     0
PIONEER STD ELECTRS INC   COMMON            723877106     1902         120739 SH      SOLE      M             120739       0     0
PIONEER STD ELECTRS INC   COMMON            723877106     8675         550800 SH      SOLE      S             550800       0     0
PITTSTON BRINKS GROUP     COMMON            725701106     2997         176274 SH      SOLE      S             176274       0     0


                                       47
<PAGE>

PIXAR                     COMMON            725811103    60477        1694633 SH      SOLE      I            1694633       0     0
PIXAR                     COMMON            725811103    65607        1838388 SH      SOLE      M            1838388       0     0
PIXAR                     COMMON            725811103     3451          96700 SH      SOLE      S              96700       0     0
POHANG IRON & STL LTD     (POSCO) SPONSORE  730450103     7398         269000 SH      SOLE      M             269000       0     0
POLAROID CORP             COMMON            731095105      154           6500 SH      SOLE      I               6500       0     0
POLAROID CORP             COMMON            731095105      197           8290 SH      SOLE      M               8290       0     0
POLAROID CORP             COMMON            731095105     5840         245900 SH      SOLE      S             245900       0     0
POLO RALPH LAUREN CORP    CL A              731572103     1080          57800 SH      SOLE      M              57800       0     0
POLO RALPH LAUREN CORP    CL A              731572103     5072         271400 SH      SOLE      S             271400       0     0
POLYCOM INC               COMMON            73172K104    11862         149800 SH      SOLE      I             149800       0     0
POLYCOM INC               COMMON            73172K104    39228         495380 SH      SOLE      M             495380       0     0
POLYCOM INC               COMMON            73172K104    18577         234600 SH      SOLE      S             234600       0     0
POLYMER GROUP INC         COMMON            731745105      281          22000 SH      SOLE      I              22000       0     0
PORTAL SOFTWARE INC       COMMON            736126103    33189         582900 SH      SOLE      I             582900       0     0
PORTAL SOFTWARE INC       COMMON            736126103    44435         780419 SH      SOLE      M             780419       0     0
PORTAL SOFTWARE INC       COMMON            736126103     1890          33200 SH      SOLE      S              33200       0     0
POWER INTEGRATIONS INC    COMMON            739276103     3438         137500 SH      SOLE      I             137500       0     0
POWER INTEGRATIONS INC    COMMON            739276103      439          17575 SH      SOLE      M              17575       0     0
POWER INTEGRATIONS INC    COMMON            739276103      848          33900 SH      SOLE      S              33900       0     0
POWER INTEGRATIONS INC    COMMON            739276103       24            975 SH      SOLE      T                975       0     0
POWERTEL INC              COMMON            73936C109     2380          34400 SH      SOLE      I              34400       0     0
POWERTEL INC              COMMON            73936C109       31            450 SH      SOLE      M                450       0     0
PREDICTIVE SYS INC        COMMON            74036W102    10766         236300 SH      SOLE      I             236300       0     0
PREDICTIVE SYS INC        COMMON            74036W102    45728        1003626 SH      SOLE      M            1003626       0     0
PREDICTIVE SYS INC        COMMON            74036W102     3180          69800 SH      SOLE      S              69800       0     0
PRICE T ROWE & ASSOCIATE  COMMON            741477103    62551        1583568 SH      SOLE      I            1583568       0     0
PRICE T ROWE & ASSOCIATE  COMMON            741477103      486          12300 SH      SOLE      J              12300       0     0
PRICE T ROWE & ASSOCIATE  COMMON            741477103   144468        3657430 SH      SOLE      M            3657430       0     0
PRICE T ROWE & ASSOCIATE  COMMON            741477103     2018          51100 SH      SOLE      S              51100       0     0
PRICE T ROWE & ASSOCIATE  COMMON            741477103       24            600 SH      SOLE      T                600       0     0
PRIMESOURCE CORP          COMMON            741593107      274          51200 SH      SOLE      M              51200       0     0
PRIMESOURCE CORP          COMMON            741593107     1168         218646 SH      SOLE      S             218646       0     0


                                       48
<PAGE>

PRIMUS KNOWLEDGE SOLUTIO  COMMON            74163Q100      559           6500 SH      SOLE      I               6500       0     0
PRIMUS KNOWLEDGE SOLUTIO  COMMON            74163Q100    15583         181200 SH      SOLE      M             181200       0     0
PRIMUS KNOWLEDGE SOLUTIO  COMMON            74163Q100      619           7200 SH      SOLE      S               7200       0     0
PRIDE INTL INC            COMMON            741932107      956          41800 SH      SOLE      I              41800       0     0
PRIDE INTL INC            COMMON            741932107     3686         161133 SH      SOLE      M             161133       0     0
PRIDE INTL INC            COMMON            741932107    17175         750800 SH      SOLE      S             750800       0     0
PROBUSINESS SERVICES INC  COMMON            742674104      256           9900 SH      SOLE      I               9900       0     0
PROBUSINESS SERVICES INC  COMMON            742674104    14167         548831 SH      SOLE      M             548831       0     0
PROBUSINESS SERVICES INC  COMMON            742674104      883          34200 SH      SOLE      S              34200       0     0
PROCTER & GAMBLE CO       COMMON            742718109    44353         785015 SH      SOLE      I             785015       0     0
PROCTER & GAMBLE CO       COMMON            742718109      288           5100 SH      SOLE      J               5100       0     0
PROCTER & GAMBLE CO       COMMON            742718109    74051        1310632 SH      SOLE      M            1310632       0     0
PROCTER & GAMBLE CO       COMMON            742718109     4929          87235 SH      SOLE      S              87235       0     0
PROFIT RECOVERY GROUP IN  COMMON            743168106      558          30150 SH      SOLE      I              30150       0     0
PROFIT RECOVERY GROUP IN  COMMON            743168106    15302         827150 SH      SOLE      M             827150       0     0
PROFIT RECOVERY GROUP IN  COMMON            743168106      614          33200 SH      SOLE      S              33200       0     0
PROGRESSIVE CORP OHIO     COMMON            743315103   263316        3461835 SH      SOLE      I            3461835       0     0
PROGRESSIVE CORP OHIO     COMMON            743315103     1529          20100 SH      SOLE      J              20100       0     0
PROGRESSIVE CORP OHIO     COMMON            743315103   421205        5537619 SH      SOLE      M            5537619       0     0
PROGRESSIVE CORP OHIO     COMMON            743315103    44659         587130 SH      SOLE      S             587130       0     0
PROGRESSIVE CORP OHIO     COMMON            743315103       83           1095 SH      SOLE      T               1095       0     0
PROJECT SOFTWARE & DEV I  COMMON            74339P101      588          10400 SH      SOLE      I              10400       0     0
PROJECT SOFTWARE & DEV I  COMMON            74339P101    15458         273600 SH      SOLE      M             273600       0     0
PROJECT SOFTWARE & DEV I  COMMON            74339P101      610          10800 SH      SOLE      S              10800       0     0
PROSOFTTRAINING COM INC   COMMON            743477101      388          17200 SH      SOLE      I              17200       0     0
PROSOFTTRAINING COM INC   COMMON            743477101    10848         480800 SH      SOLE      M             480800       0     0
PROSOFTTRAINING COM INC   COMMON            743477101      430          19050 SH      SOLE      S              19050       0     0
PROTEIN DESIGN LABS INC   COMMON            74369L103     5605          70500 SH      SOLE      I              70500       0     0
PROTEIN DESIGN LABS INC   COMMON            74369L103    25363         319034 SH      SOLE      M             319034       0     0
PROTEIN DESIGN LABS INC   COMMON            74369L103     1443          18150 SH      SOLE      S              18150       0     0
PROVIDIAN FINL CORP       COMMON            74406A102   152896        1765028 SH      SOLE      I            1765028       0     0
PROVIDIAN FINL CORP       COMMON            74406A102      918          10600 SH      SOLE      J              10600       0     0


                                       49
<PAGE>

PROVIDIAN FINL CORP       COMMON            74406A102   244686        2824658 SH      SOLE      M            2824658       0     0
PROVIDIAN FINL CORP       COMMON            74406A102    58149         671270 SH      SOLE      S             671270       0     0
PROVIDIAN FINL CORP       COMMON            74406A102       56            650 SH      SOLE      T                650       0     0
PROXICOM INC              COMMON            744282104     9314         210200 SH      SOLE      I             210200       0     0
PROXICOM INC              COMMON            744282104    46269        1044157 SH      SOLE      M            1044157       0     0
PROXICOM INC              COMMON            744282104     2880          65000 SH      SOLE      S              65000       0     0
PSI NET                   COMMON            74437C101      556          17500 SH      SOLE      I              17500       0     0
QLT PHOTOTHERAPEUTICS IN  COMMON            746927102      425           7700 SH      SOLE      M               7700       0     0
QLT PHOTOTHERAPEUTICS IN  COMMON            746927102    36631         663000 SH      SOLE      S             663000       0     0
QUAKER CHEM CORP          COMMON            747316107      886          52100 SH      SOLE      M              52100       0     0
QUAKER CHEM CORP          COMMON            747316107     4621         271800 SH      SOLE      S             271800       0     0
QUALCOMM INC              COMMON            747525103   120070         804153 SH      SOLE      I             804153       0     0
QUALCOMM INC              COMMON            747525103    12554          84080 SH      SOLE      M              84080       0     0
QUALCOMM INC              COMMON            747525103     1752          11735 SH      SOLE      S              11735       0     0
QUANTUM CORP              COM DSSG          747906204     6067         508200 SH      SOLE      S             508200       0     0
QUANTUM CORP              CVT DEB 7.0% 08/  747906AC9       32          40000 PRN     SOLE      T              40000       0     0
QUEST SOFTWARE INC        COMMON            74834T103    13744         121900 SH      SOLE      I             121900       0     0
QUEST SOFTWARE INC        COMMON            74834T103    62505         554366 SH      SOLE      M             554366       0     0
QUEST SOFTWARE INC        COMMON            74834T103     3281          29100 SH      SOLE      S              29100       0     0
QUICKSILVER RESOURCES IN  COMMON            74837R104     7964        1327405 SH      SOLE      M            1327405       0     0
QUOTESMITH COM INC        COMMON            749117107      111          26225 SH      SOLE      M              26225       0     0
QWEST COMMUNICATIONS INT  COMMON            749121109       56           1167 SH      SOLE      I               1167       0     0
QWEST COMMUNICATIONS INT  COMMON            749121109      303           6305 SH      SOLE      M               6305       0     0
R & B FALCON CORP         COMMON            74912E101     1199          60900 SH      SOLE      M              60900       0     0
RCM TECHNOLOGIES INC      COM NEW           749360400       71           5675 SH      SOLE      M               5675       0     0
RADIO ONE INC             CL A              75040P108    21953         329500 SH      SOLE      I             329500       0     0
RADIO ONE INC             CL A              75040P108    71094        1067076 SH      SOLE      M            1067076       0     0
RADIO ONE INC             CL A              75040P108     4724          70900 SH      SOLE      S              70900       0     0
RALSTON PURINA CO         COM RAL-PUR GP    751277302      382          13900 SH      SOLE      I              13900       0     0
RATIONAL SOFTWARE CORP    COM NEW           75409P202    37990         496600 SH      SOLE      I             496600       0     0
RATIONAL SOFTWARE CORP    COM NEW           75409P202    24352         318322 SH      SOLE      M             318322       0     0
RATIONAL SOFTWARE CORP    COM NEW           75409P202      375           4900 SH      SOLE      S               4900       0     0


                                       50
<PAGE>

RATIONAL SOFTWARE CORP    NOTE  5.000  2/0  75409PAA1     8307        6740000 PRN     SOLE      I            6740000       0     0
RATIONAL SOFTWARE CORP    NOTE  5.000  2/0  75409PAA1    13231       10735000 PRN     SOLE      M           10735000       0     0
RAYTHEON CO               CL B              755111408       92           5155 SH      SOLE      I               5155       0     0
RAYTHEON CO               CL B              755111408      317          17845 SH      SOLE      M              17845       0     0
RAYTHEON CO               CL B              755111408       16            900 SH      SOLE      S                900       0     0
RAZORFISH INC             CL A              755236106    15784         573974 SH      SOLE      I             573974       0     0
RAZORFISH INC             CL A              755236106    68112        2476812 SH      SOLE      M            2476812       0     0
RAZORFISH INC             CL A              755236106     3239         117774 SH      SOLE      S             117774       0     0
READ-RITE CORP            COMMON            755246105      369          78800 SH      SOLE      I              78800       0     0
READ-RITE CORP            COMMON            755246105     2408         513800 SH      SOLE      M             513800       0     0
READ-RITE CORP            COMMON            755246105     8043        1715800 SH      SOLE      S            1715800       0     0
READERS DIGEST ASSN INC   CL A NON VTG      755267101      704          19900 SH      SOLE      I              19900       0     0
READERS DIGEST ASSN INC   CL A NON VTG      755267101      371          10500 SH      SOLE      M              10500       0     0
READERS DIGEST ASSN INC   CL A NON VTG      755267101       50           1400 SH      SOLE      S               1400       0     0
REALNETWORKS INC          COMMON            75605L104      257           4505 SH      SOLE      M               4505       0     0
RESTORATION HARDWARE INC  COMMON            760981100     1770         337200 SH      SOLE      S             337200       0     0
RETEK INC                 COMMON            76128Q109      770          18700 SH      SOLE      I              18700       0     0
RETEK INC                 COMMON            76128Q109    32140         780340 SH      SOLE      M             780340       0     0
RETEK INC                 COMMON            76128Q109     1734          42100 SH      SOLE      S              42100       0     0
RICHARDSON ELECTRS LTD    COMMON            763165107     1055          95900 SH      SOLE      M              95900       0     0
RICHARDSON ELECTRS LTD    COMMON            763165107     5333         484800 SH      SOLE      S             484800       0     0
ROBERT HALF INTL INC      COMMON            770323103     1107          23344 SH      SOLE      M              23344       0     0
ROSLYN BANCORP INC        COMMON            778162107     2098         117779 SH      SOLE      M             117779       0     0
ROSLYN BANCORP INC        COMMON            778162107     4081         229100 SH      SOLE      S             229100       0     0
ROSTELECOM OPEN JT STK L  ADR               778529107      267          11325 SH      SOLE      I              11325       0     0
ROSTELECOM OPEN JT STK L  ADR               778529107      152           6450 SH      SOLE      M               6450       0     0
ROYAL DUTCH PETE CO       NY SHARES         780257804     5699          98582 SH      SOLE      I              98582       0     0
ROYAL DUTCH PETE CO       NY SHARES         780257804     2519          43579 SH      SOLE      M              43579       0     0
ROYAL DUTCH PETE CO       NY SHARES         780257804      124           2150 SH      SOLE      S               2150       0     0
ROYAL DUTCH PETE CO       NY SHARES         780257804       10            165 SH      SOLE      T                165       0     0
RUDOLPH TECHNOLOGIES INC  COMMON            781270103      468          10400 SH      SOLE      I              10400       0     0
RUDOLPH TECHNOLOGIES INC  COMMON            781270103    13617         302600 SH      SOLE      M             302600       0     0


                                       51
<PAGE>

RUDOLPH TECHNOLOGIES INC  COMMON            781270103     1620          36000 SH      SOLE      S              36000       0     0
RYANAIR HLDGS PLC         ADR               783513104     2700          58857 SH      SOLE      M              58857       0     0
RYDER SYS INC             COMMON            783549108      613          27000 SH      SOLE      I              27000       0     0
SBC COMMUNICATIONS INC    COMMON            78387G103       49           1165 SH      SOLE      M               1165       0     0
SCI SYS INC               CVT DEB 3.00% 03  783890AF3    26651       23000000 PRN     SOLE      M           23000000       0     0
SDL INC                   COMMON            784076101     2044           9600 SH      SOLE      M               9600       0     0
SED INTERNATIONAL HLDGS   COMMON            784109100      946         296800 SH      SOLE      S             296800       0     0
SLI INC                   COMMON            78442T108     1348          79300 SH      SOLE      M              79300       0     0
SLI INC                   COMMON            78442T108     6191         364200 SH      SOLE      S             364200       0     0
S3 INC                    COMMON            784849101     5130         244300 SH      SOLE      S             244300       0     0
SABRE HLDGS CORP          CL A              785905100       42           1156 SH      SOLE      M               1156       0     0
SAFEWAY INC               COM NEW           786514208    89710        1982551 SH      SOLE      I            1982551       0     0
SAFEWAY INC               COM NEW           786514208      588          13000 SH      SOLE      J              13000       0     0
SAFEWAY INC               COM NEW           786514208   146537        3238379 SH      SOLE      M            3238379       0     0
SAFEWAY INC               COM NEW           786514208    53728        1187350 SH      SOLE      S            1187350       0     0
SAFEWAY INC               COM NEW           786514208       68           1500 SH      SOLE      T               1500       0     0
SAGENT TECHNOLOGY INC     COMMON            786693101      406          14100 SH      SOLE      I              14100       0     0
SAGENT TECHNOLOGY INC     COMMON            786693101    11364         394421 SH      SOLE      M             394421       0     0
SAGENT TECHNOLOGY INC     COMMON            786693101      451          15650 SH      SOLE      S              15650       0     0
SAKS INC                  COMMON            79377W108      290          20000 SH      SOLE      I              20000       0     0
SAKS INC                  COMMON            79377W108      712          49100 SH      SOLE      M              49100       0     0
SAKS INC                  COMMON            79377W108       20           1400 SH      SOLE      S               1400       0     0
SALIENT 3 COMMUNICATIONS  CL A              794721100     2902         241800 SH      SOLE      S             241800       0     0
SANDISK CORP              COMMON            80004C101     2046          16700 SH      SOLE      M              16700       0     0
SANTA FE SNYDER CORP      COMMON            80218K105     1871         196983 SH      SOLE      M             196983       0     0
SANTA FE SNYDER CORP      COMMON            80218K105     9468         996640 SH      SOLE      S             996640       0     0
SAP AKTIENGESELLSCHAFT    DEPOSITORY RECEI  803054204     2887          48316 SH      SOLE      M              48316       0     0
SATYAM INFOWAY LTD        ADR               804099109     1426          26600 SH      SOLE      I              26600       0     0
SAVOIR TECHNOLOGY GROUP   COMMON            80533W107     1855         260300 SH      SOLE      S             260300       0     0
SCHEIN HENRY INC          COMMON            806407102     1098          67800 SH      SOLE      I              67800       0     0
SCHEIN HENRY INC          COMMON            806407102     4718         291460 SH      SOLE      M             291460       0     0
SCHEIN HENRY INC          COMMON            806407102    11579         715300 SH      SOLE      S             715300       0     0


                                       52
<PAGE>

SCHERING PLOUGH CORP      COMMON            806605101     3035          81760 SH      SOLE      I              81760       0     0
SCHERING PLOUGH CORP      COMMON            806605101      976          26280 SH      SOLE      M              26280       0     0
SCHERING PLOUGH CORP      COMMON            806605101       18            485 SH      SOLE      S                485       0     0
SCHLUMBERGER LTD          COMMON            806857108     5898          77103 SH      SOLE      I              77103       0     0
SCHLUMBERGER LTD          COMMON            806857108     5760          75295 SH      SOLE      M              75295       0     0
SCHLUMBERGER LTD          COMMON            806857108    44592         582900 SH      SOLE      S             582900       0     0
SCHLUMBERGER LTD          COMMON            806857108       41            530 SH      SOLE      T                530       0     0
SCHWAB CHARLES CORP NEW   COMMON            808513105   226995        3995518 SH      SOLE      I            3995518       0     0
SCHWAB CHARLES CORP NEW   COMMON            808513105     1454          25600 SH      SOLE      J              25600       0     0
SCHWAB CHARLES CORP NEW   COMMON            808513105   352533        6205203 SH      SOLE      M            6205203       0     0
SCHWAB CHARLES CORP NEW   COMMON            808513105   112519        1980525 SH      SOLE      S            1980525       0     0
SCHWAB CHARLES CORP NEW   COMMON            808513105       89           1565 SH      SOLE      T               1565       0     0
SCIENT CORP               COMMON            80864H109    74235         818577 SH      SOLE      I             818577       0     0
SCIENT CORP               COMMON            80864H109   115761        1276478 SH      SOLE      M            1276478       0     0
SCIENT CORP               COMMON            80864H109     5044          55615 SH      SOLE      S              55615       0     0
SEA CONTAINERS LTD        CL A              811371707      984          44487 SH      SOLE      M              44487       0     0
SEA CONTAINERS LTD        CL A              811371707     5144         232500 SH      SOLE      S             232500       0     0
SEAGATE TECHNOLOGY        COMMON            811804103      290           4700 SH      SOLE      I               4700       0     0
SEAGATE TECHNOLOGY        COMMON            811804103       93           1500 SH      SOLE      M               1500       0     0
SEAGATE TECHNOLOGY        COMMON            811804103       19            300 SH      SOLE      S                300       0     0
SEALED AIR CORP NEW       PFD CV A $2       81211K209       55           1050 SH      SOLE      M               1050       0     0
SELECTICA INC             COMMON            816288104     7025          79600 SH      SOLE      I              79600       0     0
SELECTICA INC             COMMON            816288104    49863         565025 SH      SOLE      M             565025       0     0
SELECTICA INC             COMMON            816288104     3389          38400 SH      SOLE      S              38400       0     0
SEMTECH CORP              COMMON            816850101    26298         410500 SH      SOLE      I             410500       0     0
SEMTECH CORP              COMMON            816850101    76367        1192074 SH      SOLE      M            1192074       0     0
SEMTECH CORP              COMMON            816850101     5477          85500 SH      SOLE      S              85500       0     0
SEPRACOR INC              COMMON            817315104    27660         379876 SH      SOLE      I             379876       0     0
SEPRACOR INC              COMMON            817315104    21625         297001 SH      SOLE      M             297001       0     0
SEPRACOR INC              COMMON            817315104      342           4700 SH      SOLE      S               4700       0     0
SEPRACOR INC 144A         CVT DEB 7.00% 12  817315AF1    12847        9835000 PRN     SOLE      I            9835000       0     0
SEPRACOR INC              CVT DEB 7.00% 12  817315AH7      431         330000 PRN     SOLE      I             330000       0     0


                                       53
<PAGE>

SEPRACOR INC              CVT DEB 7.00% 12  817315AH7    14852       11370000 PRN     SOLE      M           11370000       0     0
SEPRACOR INC 144A         CVT DEB 5.00% 02  817315AJ3    18244       18955000 PRN     SOLE      M           18955000       0     0
SHARED MED SYS CORP       COMMON            819486101      167           3222 SH      SOLE      M               3222       0     0
SHELL TRANS & TRADING PL  DEPOSITORY RECEI  822703609     1674          34122 SH      SOLE      M              34122       0     0
SHOPKO STORES INC         COMMON            824911101     4150         233800 SH      SOLE      S             233800       0     0
SIEBEL SYS INC            COMMON            826170102   427592        3580050 SH      SOLE      I            3580050       0     0
SIEBEL SYS INC            COMMON            826170102     1266          10600 SH      SOLE      J              10600       0     0
SIEBEL SYS INC            COMMON            826170102   699670        5858046 SH      SOLE      M            5858046       0     0
SIEBEL SYS INC            COMMON            826170102   132575        1109995 SH      SOLE      S            1109995       0     0
SIEBEL SYS INC            COMMON            826170102      155           1300 SH      SOLE      T               1300       0     0
SIEBEL SYSTEMS 144A       CVT DEB 5.50% 09  826170AA0    13706        5210000 PRN     SOLE      I            5210000       0     0
SIEBEL SYSTEMS 144A       CVT DEB 5.50% 09  826170AA0    18993        7220000 PRN     SOLE      M            7220000       0     0
SIEBEL SYSTEMS 144A       CVT DEB 5.50% 09  826170AA0      184          70000 PRN     SOLE      T              70000       0     0
SIEBEL SYSTEMS            CVT DEB 5.50% 09  826170AC6     8457        3215000 PRN     SOLE      M            3215000       0     0
SILICON IMAGE INC         COMMON            82705T102    17269         241100 SH      SOLE      I             241100       0     0
SILICON IMAGE INC         COMMON            82705T102    57260         799436 SH      SOLE      M             799436       0     0
SILICON IMAGE INC         COMMON            82705T102    17562         245200 SH      SOLE      S             245200       0     0
SILICON IMAGE INC         COMMON            82705T102       14            200 SH      SOLE      T                200       0     0
SIZZLER INTL INC          COMMON            830139101     1948         708500 SH      SOLE      S             708500       0     0
SKILLSOFT CORP            COMMON            83066P101      468          16100 SH      SOLE      I              16100       0     0
SKILLSOFT CORP            COMMON            83066P101    13087         450300 SH      SOLE      M             450300       0     0
SKILLSOFT CORP            COMMON            83066P101      520          17900 SH      SOLE      S              17900       0     0
SMARTDISK CORP            COMMON            83169Q105      310          11700 SH      SOLE      I              11700       0     0
SMARTDISK CORP            COMMON            83169Q105     8681         327600 SH      SOLE      M             327600       0     0
SMARTDISK CORP            COMMON            83169Q105      347          13100 SH      SOLE      S              13100       0     0
SMARTFORCE PUB LTD CO     DEPOSITORY RECEI  83170A206     9161         199700 SH      SOLE      I             199700       0     0
SMARTFORCE PUB LTD CO     DEPOSITORY RECEI  83170A206    33043         720286 SH      SOLE      M             720286       0     0
SMARTFORCE PUB LTD CO     DEPOSITORY RECEI  83170A206     2170          47300 SH      SOLE      S              47300       0     0
SMITH INTL INC            COMMON            832110100      543           7000 SH      SOLE      M               7000       0     0
SMITHKLINE BEECHAM PLC    ADR               832378301     2669          40400 SH      SOLE      M              40400       0     0
SOCIEDAD QUIMICA MINERA   DEPOSITORY RECEI  833635105      554          20346 SH      SOLE      I              20346       0     0
SOFTWARE COM INC          COMMON            83402P104    13687         106200 SH      SOLE      I             106200       0     0


                                       54
<PAGE>

SOFTWARE COM INC          COMMON            83402P104    60260         467581 SH      SOLE      M             467581       0     0
SOFTWARE COM INC          COMMON            83402P104    26368         204600 SH      SOLE      S             204600       0     0
SONERA GROUP PLC          ADR               835433202     2051          30900 SH      SOLE      I              30900       0     0
SONERA GROUP PLC          ADR               835433202     2375          35775 SH      SOLE      M              35775       0     0
SONIC AUTOMOTIVE INC      CL:A              83545G102     1960         209116 SH      SOLE      I             209116       0     0
SONIC AUTOMOTIVE INC      CL:A              83545G102    11406        1216679 SH      SOLE      K            1216679       0     0
SONIC AUTOMOTIVE INC      CL:A              83545G102      891          95053 SH      SOLE      M              95053       0     0
SONY CORP                 DEPOSITORY RECEI  835699307     4569          16310 SH      SOLE      M              16310       0     0
SOTHEBYS HLDGS INC        CL A              835898107     1356          72300 SH      SOLE      M              72300       0     0
SOTHEBYS HLDGS INC        CL A              835898107     5213         278000 SH      SOLE      S             278000       0     0
SOUTHDOWN INC             COMMON            841297104      379           6400 SH      SOLE      I               6400       0     0
SOUTHDOWN INC             COMMON            841297104      288           4862 SH      SOLE      M               4862       0     0
SOUTHDOWN INC             COMMON            841297104       24            400 SH      SOLE      S                400       0     0
SOUTHWEST AIRLS CO        COMMON            844741108   122208        5871840 SH      SOLE      I            5871840       0     0
SOUTHWEST AIRLS CO        COMMON            844741108      791          38000 SH      SOLE      J              38000       0     0
SOUTHWEST AIRLS CO        COMMON            844741108   211892       10181020 SH      SOLE      M           10181020       0     0
SOUTHWEST AIRLS CO        COMMON            844741108     8691         417585 SH      SOLE      S             417585       0     0
SOUTHWEST AIRLS CO        COMMON            844741108       24           1155 SH      SOLE      T               1155       0     0
SPACELABS MED INC         COMMON            846247104     1479          92785 SH      SOLE      M              92785       0     0
SPACELABS MED INC         COMMON            846247104     5687         356800 SH      SOLE      S             356800       0     0
SPANISH BROADCASTING SYS  CL A              846425882     2538         108200 SH      SOLE      I             108200       0     0
SPANISH BROADCASTING SYS  CL A              846425882     8966         382309 SH      SOLE      M             382309       0     0
SPANISH BROADCASTING SYS  CL A              846425882      657          28000 SH      SOLE      S              28000       0     0
SPECTRASITE HLDGS INC     COMMON            84760T100    41639        1470700 SH      SOLE      I            1470700       0     0
SPECTRASITE HLDGS INC     COMMON            84760T100    33709        1190588 SH      SOLE      M            1190588       0     0
SPECTRASITE HLDGS INC     COMMON            84760T100      617          21800 SH      SOLE      S              21800       0     0
SPEEDWAY MOTORSPORTS INC  SDCV  5.750  9/3  847788AC0     7535        7880000 PRN     SOLE      M            7880000       0     0
SPRINT CORP               COM FON GROUP     852061100      803          12693 SH      SOLE      I              12693       0     0
SPRINT CORP               COM FON GROUP     852061100     2785          44035 SH      SOLE      M              44035       0     0
SPRINT CORP               COM FON GROUP     852061100      142           2250 SH      SOLE      S               2250       0     0
STANDARD MICROSYSTEMS CO  COMMON            853626109     2971         204000 SH      SOLE      M             204000       0     0
STANDARD MICROSYSTEMS CO  COMMON            853626109     8171         561100 SH      SOLE      S             561100       0     0


                                       55
<PAGE>

STARBUCKS CORP            COMMON            855244109      574          12800 SH      SOLE      M              12800       0     0
STARMEDIA NETWORK INC     COMMON            855546107    19955         663800 SH      SOLE      I             663800       0     0
STARMEDIA NETWORK INC     COMMON            855546107    16749         557129 SH      SOLE      M             557129       0     0
STARMEDIA NETWORK INC     COMMON            855546107      292           9700 SH      SOLE      S               9700       0     0
STARTEK INC               COMMON            85569C107      516           7000 SH      SOLE      I               7000       0     0
STARTEK INC               COMMON            85569C107    14669         198900 SH      SOLE      M             198900       0     0
STARTEK INC               COMMON            85569C107      590           8000 SH      SOLE      S               8000       0     0
STERICYCLE INC            COMMON            858912108      875          35000 SH      SOLE      I              35000       0     0
STERICYCLE INC            COMMON            858912108     5803         232100 SH      SOLE      S             232100       0     0
STERICYCLE INC            COMMON            858912108    26645        1065800 SH      SOLE      M            1065800       0     0
STERLING BANCORP          COMMON            859158107      588          39225 SH      SOLE      M              39225       0     0
STERLING BANCORP          COMMON            859158107     3423         228195 SH      SOLE      S             228195       0     0
ST MICROELECTRONICS CVT   "LYON" 0% 09/22/  861012AB8    11907        7130000 PRN     SOLE      I            7130000       0     0
ST MICROELECTRONICS CVT   "LYON" 0% 09/22/  861012AB8    39170       23455000 PRN     SOLE      M           23455000       0     0
STRIDE RITE CORP          COMMON            863314100     1209         149900 SH      SOLE      M             149900       0     0
STRIDE RITE CORP          COMMON            863314100     2990         370800 SH      SOLE      S             370800       0     0
SUN MICROSYSTEMS INC      COMMON            866810104      963          10276 SH      SOLE      I              10276       0     0
SUN MICROSYSTEMS INC      COMMON            866810104     3087          32940 SH      SOLE      M              32940       0     0
SUN MICROSYSTEMS INC      COMMON            866810104    23832         254330 SH      SOLE      S             254330       0     0
SUNRISE ASSISTD LVG 144A  CVT DEB 5.50% 06  86768KAA4      626         800000 PRN     SOLE      M             800000       0     0
SUNRISE ASSISTED LIVING   CVT DEB 5.50% 06  86768KAC0    11538       14745000 PRN     SOLE      M           14745000       0     0
SUNRISE ASSISTED LIVING   CVT DEB 5.50% 06  86768KAC0       35          45000 PRN     SOLE      T              45000       0     0
SUNRISE MED INC           COMMON            867910101     3308         529200 SH      SOLE      S             529200       0     0
SUPERIOR TELECOM INC      COMMON            868365107      131          10174 SH      SOLE      M              10174       0     0
SUPERIOR TELECOM INC      COMMON            868365107     4095         318079 SH      SOLE      S             318079       0     0
SYCAMORE NETWORKS INC     COMMON            871206108    24226         187800 SH      SOLE      I             187800       0     0
SYCAMORE NETWORKS INC     COMMON            871206108    19616         152062 SH      SOLE      M             152062       0     0
SYCAMORE NETWORKS INC     COMMON            871206108      271           2100 SH      SOLE      S               2100       0     0
SYMANTEC CORP             COMMON            871503108      146           1944 SH      SOLE      M               1944       0     0
SYMMETRICOM INC           COMMON            871543104       68           6400 SH      SOLE      M               6400       0     0
SYMMETRICOM INC           COMMON            871543104     6157         582900 SH      SOLE      S             582900       0     0
SYNOPSYS INC              COMMON            871607107      780          16000 SH      SOLE      I              16000       0     0


                                       56
<PAGE>

SYNTEL INC                COMMON            87162H103     3872         260300 SH      SOLE      S             260300       0     0
SYSTEMS & COMPUTER TECHN  COMMON            871873105     2224          95129 SH      SOLE      M              95129       0     0
SYSTEMS & COMPUTER TECHN  COMMON            871873105    13427         574400 SH      SOLE      S             574400       0     0
TDK CORP                  DEPOSITORY RECEI  872351408     1317          10012 SH      SOLE      M              10012       0     0
TRC COS INC               COMMON            872625108     3606         303700 SH      SOLE      S             303700       0     0
TAIWAN SEMICONDUCTOR ADR  ADR               874039100     1746          30630 SH      SOLE      I              30630       0     0
TAIWAN SEMICONDUCTOR ADR  ADR               874039100     1808          56732 SH      SOLE      M              56732       0     0
TALBOTS INC               COMMON            874161102    24545         416900 SH      SOLE      I             416900       0     0
TALBOTS INC               COMMON            874161102    21153         359281 SH      SOLE      M             359281       0     0
TALBOTS INC               COMMON            874161102      347           5900 SH      SOLE      S               5900       0     0
TALISMAN ENERGY INC       COMMON            87425E103      346          12100 SH      SOLE      I              12100       0     0
TALISMAN ENERGY INC       COMMON            87425E103      191           6679 SH      SOLE      M               6679       0     0
TECHNOLOGY SOLUTIONS CO   COMMON            87872T108       68           7400 SH      SOLE      M               7400       0     0
TECHNOLOGY SOLUTIONS CO   COMMON            87872T108      297          32600 SH      SOLE      S              32600       0     0
TELE CELULAR SUL PART S   ADR               879238103      930          29300 SH      SOLE      M              29300       0     0
TELE CENTRO SUL PART S.A  ADR               879239101     3200          39509 SH      SOLE      I              39509       0     0
TELE CENTRO SUL PART S.A  ADR               879239101     2762          34100 SH      SOLE      M              34100       0     0
TELE NORTE LESTE PART S   ADR               879246106     5451         204717 SH      SOLE      I             204717       0     0
TELE NORTE LESTE PART S   ADR               879246106     7801         293000 SH      SOLE      M             293000       0     0
TELESUDESTE CELULAR PART  ADR PREF          879252104     1421          28410 SH      SOLE      I              28410       0     0
TELECOM ARGENTINA         ADR               879273209     2083          59950 SH      SOLE      I              59950       0     0
TELECOMUNICAS BRASIL ADR  HOLDER/BLOCK ADR  879287308     4233          28282 SH      SOLE      I              28282       0     0
TELECOMUNICAS BRASIL ADR  HOLDER/BLOCK ADR  879287308     2283          15250 SH      SOLE      L              15250       0     0
TELECOMUNICAS BRASIL ADR  HOLDER/BLOCK ADR  879287308     1967          13144 SH      SOLE      M              13144       0     0
TELECOMUNICACOES DE SAO   SPONS SDR PFD     87929A102     7073         238245 SH      SOLE      I             238245       0     0
TELECOMUNICACOES DE SAO   SPONS SDR PFD     87929A102     2805          94500 SH      SOLE      M              94500       0     0
TELEFONICA DE ARGENTINA   ADR CL B          879378206     2348          59813 SH      SOLE      I              59813       0     0
TELEFONICA S A            ADR               879382208     3081          41430 SH      SOLE      M              41430       0     0
TELEFONICA DEL PERU S.A.  DEPOSITORY RECEI  879384105     1107          65110 SH      SOLE      I              65110       0     0
TELEFONOS DE MEXICO       ADS REP ORD L     879403780    27118         401003 SH      SOLE      I             401003       0     0
TELEFONOS DE MEXICO       ADS REP ORD L     879403780     1109          16402 SH      SOLE      M              16402       0     0
TELEMEX                   CVT DEB 4.25% 06  879403AD5    14748        9655000 PRN     SOLE      I            9655000       0     0


                                       57
<PAGE>

TELEMEX                   CVT DEB 4.25% 06  879403AD5    50148       32830000 PRN     SOLE      M           32830000       0     0
TELEPHONE & DATA SYS INC  COMMON            879433100      955           8600 SH      SOLE      M               8600       0     0
TELESCAN INC              COMMON            879516102      560          23700 SH      SOLE      I              23700       0     0
TELESCAN INC              COMMON            879516102    15644         662200 SH      SOLE      M             662200       0     0
TELESCAN INC              COMMON            879516102      626          26500 SH      SOLE      S              26500       0     0
TELESP CELULAR PART S A   DEPOSITORY RECEI  87952L108     4039          71250 SH      SOLE      I              71250       0     0
TELESP CELULAR PART S A   DEPOSITORY RECEI  87952L108     6644         117200 SH      SOLE      M             117200       0     0
TELLABS INC               COMMON            879664100       50            800 SH      SOLE      M                800       0     0
TELSTRA CORP LTD          ADR               87969N204      940          39983 SH      SOLE      M              39983       0     0
TELXON CORP               COMMON            879700102     4895         278700 SH      SOLE      S             278700       0     0
TERRA NETWORKS S A        ADR               88100W103      942          12000 SH      SOLE      I              12000       0     0
TERRA NETWORKS S A        ADR               88100W103      393           5000 SH      SOLE      M               5000       0     0
TEVA PHARMACEUTICAL INDS  DEPOSITORY RECEI  881624209      539          14450 SH      SOLE      I              14450       0     0
TEVA PHARMACEUTICAL INDS  DEPOSITORY RECEI  881624209      220           5896 SH      SOLE      M               5896       0     0
TETRA TECHNOLOGIES INC D  COMMON            88162F105      197          14748 SH      SOLE      M              14748       0     0
TETRA TECHNOLOGIES INC D  COMMON            88162F105     3888         290700 SH      SOLE      S             290700       0     0
TETRA TECH INC NEW        COMMON            88162G103      190           8007 SH      SOLE      S               8007       0     0
TEXACO INC                COMMON            881694103       86           1600 SH      SOLE      M               1600       0     0
TEXAS INDS INC            COMMON            882491103      241           7634 SH      SOLE      M               7634       0     0
TEXAS INDS INC            COMMON            882491103     1743          55100 SH      SOLE      S              55100       0     0
TEXAS INSTRS INC          COMMON            882508104     8786          54912 SH      SOLE      I              54912       0     0
TEXAS INSTRS INC          COMMON            882508104     4114          25710 SH      SOLE      M              25710       0     0
TEXAS INSTRS INC          COMMON            882508104      106            665 SH      SOLE      S                665       0     0
TEXAS INSTRS INC          COMMON            882508104       22            140 SH      SOLE      T                140       0     0
THERMA-WAVE INC           COMMON            88343A108       14            400 SH      SOLE      M                400       0     0
THERMA-WAVE INC           COMMON            88343A108        3            100 SH      SOLE      S                100       0     0
THERMO ELECTRON CRP 144A  CVNT 4.25% 01/01  883556AF9     1012        1095000 PRN     SOLE      M            1095000       0     0
THERMO ELECTRON CRP 144A  CVNT 4.25% 01/01  883556AF9       32          35000 PRN     SOLE      T              35000       0     0
THOMAS & BETTS CORP       COMMON            884315102      299          10600 SH      SOLE      I              10600       0     0
THOMAS & BETTS CORP       COMMON            884315102      119           4200 SH      SOLE      M               4200       0     0
THOMAS & BETTS CORP       COMMON            884315102       23            800 SH      SOLE      S                800       0     0
3COM CORP                 COMMON            885535104     2531          45500 SH      SOLE      I              45500       0     0


                                       58
<PAGE>

3COM CORP                 COMMON            885535104    11125         200000 SH      SOLE      S             200000       0     0
TIBCO SOFTWARE INC        COMMON            88632Q103    28484         349500 SH      SOLE      I             349500       0     0
TIBCO SOFTWARE INC        COMMON            88632Q103   142392        1747141 SH      SOLE      M            1747141       0     0
TIBCO SOFTWARE INC        COMMON            88632Q103     8378         102800 SH      SOLE      S             102800       0     0
TIFFANY & CO NEW          COMMON            886547108     1146          13700 SH      SOLE      M              13700       0     0
TIME WARNER INC           COMMON            887315109     5432          54320 SH      SOLE      M              54320       0     0
TIME WARNER INC           COMMON            887315109    11295         112950 SH      SOLE      S             112950       0     0
TITAN PHARMACEUTICALS IN  COMMON            888314101     6609         213200 SH      SOLE      I             213200       0     0
TITAN PHARMACEUTICALS IN  COMMON            888314101    30596         986974 SH      SOLE      M             986974       0     0
TITAN PHARMACEUTICALS IN  COMMON            888314101     1676          54050 SH      SOLE      S              54050       0     0
TOTAL RENAL CARE HLDGS I  COMMON            89151A107      790         252800 SH      SOLE      M             252800       0     0
TOTAL RENAL CARE HLDGS I  COMMON            89151A107     3884        1242800 SH      SOLE      S            1242800       0     0
TOTAL FINA ELF S A        ADR               89151E109     3224          43793 SH      SOLE      M              43793       0     0
TOWER AUTOMOTIVE 144A     CVT DEB 5.0% 08/  891707AA9      224         260000 PRN     SOLE      M             260000       0     0
TOWER AUTOMOTIVE INC      CVT DEB 5.00% 08  891707AE1     3566        4135000 PRN     SOLE      I            4135000       0     0
TOWER AUTOMOTIVE INC      CVT DEB 5.00% 08  891707AE1    11286       13085000 PRN     SOLE      M           13085000       0     0
TRAMMELL CROW CO          COMMON            89288R106       39           3500 SH      SOLE      I               3500       0     0
TRAMMELL CROW CO          COMMON            89288R106     1814         164019 SH      SOLE      M             164019       0     0
TRAMMELL CROW CO          COMMON            89288R106       40           3600 SH      SOLE      S               3600       0     0
TRANSPRO INC              COMMON            893885103      341          68100 SH      SOLE      S              68100       0     0
TRANSWITCH CORP           COMMON            894065101    13438         139800 SH      SOLE      I             139800       0     0
TRANSWITCH CORP           COMMON            894065101    38240         397814 SH      SOLE      M             397814       0     0
TRANSWITCH CORP           COMMON            894065101     2696          28050 SH      SOLE      S              28050       0     0
TRIAD HOSPITALS HOLDINGS  COMMON            89579K109       30           1833 SH      SOLE      M               1833       0     0
TRICON GLOBAL RESTAURANT  COMMON            895953107     2620          84330 SH      SOLE      I              84330       0     0
TRICON GLOBAL RESTAURANT  COMMON            895953107     1927          62045 SH      SOLE      M              62045       0     0
TRICON GLOBAL RESTAURANT  COMMON            895953107      116           3743 SH      SOLE      S               3743       0     0
TRICON GLOBAL RESTAURANT  COMMON            895953107       15            478 SH      SOLE      T                478       0     0
TRINITY INDS INC          COMMON            896522109      173           7300 SH      SOLE      I               7300       0     0
TRINITY INDS INC          COMMON            896522109     1528          64500 SH      SOLE      M              64500       0     0
TRINITY INDS INC          COMMON            896522109    10790         455500 SH      SOLE      S             455500       0     0
TRIZETTO GROUP INC        COMMON            896882107     7544         216700 SH      SOLE      I             216700       0     0


                                       59
<PAGE>

TRIZETTO GROUP INC        COMMON            896882107    27591         792574 SH      SOLE      M             792574       0     0
TRIZETTO GROUP INC        COMMON            896882107     1445          41500 SH      SOLE      S              41500       0     0
TRIZEC HAHN CORP          SUB VTG           896938107      757          50483 SH      SOLE      I              50483       0     0
TUBOS DE ACERO DE MEXICO  ADR NEW PP        898592506     3038         185500 SH      SOLE      M             185500       0     0
TUBOSCOPE INC             COMMON            898600101      427          25100 SH      SOLE      I              25100       0     0
TUBOSCOPE INC             COMMON            898600101    11905         700300 SH      SOLE      M             700300       0     0
TUBOSCOPE INC             COMMON            898600101      476          28000 SH      SOLE      S              28000       0     0
TUT SYSTEMS               COMMON            901103101      453           7600 SH      SOLE      I               7600       0     0
TUT SYSTEMS               COMMON            901103101    12752         214100 SH      SOLE      M             214100       0     0
TUT SYSTEMS               COMMON            901103101      512           8600 SH      SOLE      S               8600       0     0
TV AZTECA S A DE C V      DEPOSITORY RECEI  901145102      805          54600 SH      SOLE      I              54600       0     0
UAL CORP                  COM PAR $0.01     902549500       18            290 SH      SOLE      T                290       0     0
U S CONCRETE INC          COMMON            90333L102      107          17759 SH      SOLE      M              17759       0     0
U S CONCRETE INC          COMMON            90333L102     1650         275000 SH      SOLE      S             275000       0     0
U S AGGREGATES INC        COMMON            90334D109     2521         175400 SH      SOLE      S             175400       0     0
USX-U S STL               COMMON            90337T101      885          35400 SH      SOLE      M              35400       0     0
UNIBANCO-UNIAO DE BANCOS  DEPOSITORY RECEI  90458E107     1992          58900 SH      SOLE      I              58900       0     0
UNION PAC RES GROUP INC   COMMON            907834105    20609        1421300 SH      SOLE      S            1421300       0     0
UNITED PAN-EUROPE COMMUN  DEPOSITORY RECEI  911300200     1363          27494 SH      SOLE      M              27494       0     0
UNITED PARCEL SERVICE IN  CL B              911312106      945          15000 SH      SOLE      I              15000       0     0
UNITED RETAIL GROUP INC   COMMON            911380103     2830         297900 SH      SOLE      S             297900       0     0
U S WEST INC NEW          COMMON            91273H101       14            195 SH      SOLE      I                195       0     0
UNITED TECHNOLOGIES CORP  COMMON            913017109     1037          16411 SH      SOLE      I              16411       0     0
UNITED TECHNOLOGIES CORP  COMMON            913017109     3811          60310 SH      SOLE      M              60310       0     0
UNITED TECHNOLOGIES CORP  COMMON            913017109     1245          19700 SH      SOLE      S              19700       0     0
UNITED WIS SVCS INC NEW   COMMON            913238101      425          76400 SH      SOLE      M              76400       0     0
UNITED WIS SVCS INC NEW   COMMON            913238101     2094         376500 SH      SOLE      S             376500       0     0
UNITEDGLOBALCOM           CL A              913247508      251           3340 SH      SOLE      M               3340       0     0
UNIVERSAL FOODS CORP      COMMON            913538104      562          26300 SH      SOLE      I              26300       0     0
UNIVERSAL FOODS CORP      COMMON            913538104      250          11700 SH      SOLE      M              11700       0     0
UNIVERSAL FOODS CORP      COMMON            913538104       41           1900 SH      SOLE      S               1900       0     0
UNIVISION COMMUNICATIONS  CL A              914906102    51246         453500 SH      SOLE      I             453500       0     0


                                       60
<PAGE>

UNIVISION COMMUNICATIONS  CL A              914906102    55659         492556 SH      SOLE      M             492556       0     0
UNIVISION COMMUNICATIONS  CL A              914906102     1932          17100 SH      SOLE      S              17100       0     0
UNOVA INC                 COM PAR .01       91529B106      475          35200 SH      SOLE      I              35200       0     0
UNOVA INC                 COM PAR .01       91529B106      449          33287 SH      SOLE      M              33287       0     0
UNOVA INC                 COM PAR .01       91529B106     5820         431100 SH      SOLE      S             431100       0     0
VALLEY NATL BANCORP       COMMON            919794107     2225          82800 SH      SOLE      M              82800       0     0
VALLEY NATL BANCORP       COMMON            919794107    19474         724600 SH      SOLE      S             724600       0     0
VARCO INTL INC            COMMON            922126107      365          28900 SH      SOLE      I              28900       0     0
VARCO INTL INC            COMMON            922126107    10678         845800 SH      SOLE      M             845800       0     0
VARCO INTL INC            COMMON            922126107      403          31900 SH      SOLE      S              31900       0     0
VARCO INTL INC            COMMON            922126107       35           2800 SH      SOLE      T               2800       0     0
VARIAN SEMICONDUCTOR EQU  COMMON            922207105    14405         226400 SH      SOLE      I             226400       0     0
VARIAN SEMICONDUCTOR EQU  COMMON            922207105    43266         680023 SH      SOLE      M             680023       0     0
VARIAN SEMICONDUCTOR EQU  COMMON            922207105     5523          86800 SH      SOLE      S              86800       0     0
VARIAN MED SYS INC        COMMON            92220P105      566          12400 SH      SOLE      M              12400       0     0
VARIAN MED SYS INC        COMMON            92220P105     2455          53800 SH      SOLE      S              53800       0     0
VEECO INSTRS INC DEL      COMMON            922417100     1105          14929 SH      SOLE      M              14929       0     0
VEECO INSTRS INC DEL      COMMON            922417100     5232          70700 SH      SOLE      S              70700       0     0
VENTANA MED SYS INC       COMMON            92276H106      471          10900 SH      SOLE      I              10900       0     0
VENTANA MED SYS INC       COMMON            92276H106    13328         308600 SH      SOLE      M             308600       0     0
VENTANA MED SYS INC       COMMON            92276H106      536          12400 SH      SOLE      S              12400       0     0
VENTIV HEALTH INC         COMMON            922793104      884          87900 SH      SOLE      I              87900       0     0
VENTIV HEALTH INC         COMMON            922793104     5115         508351 SH      SOLE      M             508351       0     0
VENTIV HEALTH INC         COMMON            922793104      207          20600 SH      SOLE      S              20600       0     0
VENTRO CORP               COMMON            922815105      116           2040 SH      SOLE      M               2040       0     0
VENTRO CORP               COMMON            922815105     5663         100000 SH      SOLE      S             100000       0     0
VERIO INC                 COMMON            923433106    21396         474800 SH      SOLE      I             474800       0     0
VERIO INC                 COMMON            923433106   110179        2445036 SH      SOLE      M            2445036       0     0
VERIO INC                 COMMON            923433106     8143         180700 SH      SOLE      S             180700       0     0
VERITAS HOLDINGS          COMMON            923436109       20          40376 SH      SOLE      I              40376       0     0
VERITAS HOLDINGS          COMMON            923436109        6          12164 SH      SOLE      M              12164       0     0
VERITAS SOFTWARE CVT DEB  5.25% 11/01/2004  923436AB5      207          15000 PRN     SOLE      T              15000       0     0


                                       61
<PAGE>

VERISIGN INC              COMMON            92343E102   151880        1015923 SH      SOLE      I            1015923       0     0
VERISIGN INC              COMMON            92343E102   243631        1629636 SH      SOLE      M            1629636       0     0
VERISIGN INC              COMMON            92343E102    12481          83485 SH      SOLE      S              83485       0     0
VERSATA INC               COMMON            925298101      313           5200 SH      SOLE      I               5200       0     0
VERSATA INC               COMMON            925298101      788          13100 SH      SOLE      M              13100       0     0
VERSATA INC               COMMON            925298101    12062         200400 SH      SOLE      S             200400       0     0
VERTICALNET INC           COMMON            92532L107     6827          50200 SH      SOLE      M              50200       0     0
VIACOM INC                CL B NON-VOTING   925524308       37            700 SH      SOLE      S                700       0     0
VIANT CORP                COMMON            92553N107    27252         813500 SH      SOLE      I             813500       0     0
VIANT CORP                COMMON            92553N107    52303        1561270 SH      SOLE      M            1561270       0     0
VIANT CORP                COMMON            92553N107     2543          75900 SH      SOLE      S              75900       0     0
VIGNETTE CORP             COMMON            926734104    96965         605086 SH      SOLE      I             605086       0     0
VIGNETTE CORP             COMMON            926734104   123581         771175 SH      SOLE      M             771175       0     0
VIGNETTE CORP             COMMON            926734104     4274          26670 SH      SOLE      S              26670       0     0
VINA CONCHA Y TORO S A    DEPOSITORY RECEI  927191106     1619          42046 SH      SOLE      I              42046       0     0
VINA CONCHA Y TORO S A    DEPOSITORY RECEI  927191106      565          14664 SH      SOLE      M              14664       0     0
VIROPHARMA INC 144A       CVT DEB 6.0% 03/  928241AA6     5883        8115000 PRN     SOLE      I            8115000       0     0
VIROPHARMA INC 144A       CVT DEB 6.0% 03/  928241AA6     8816       12160000 PRN     SOLE      M           12160000       0     0
VIROPHARMA INC 144A       CVT DEB 6.0% 03/  928241AA6       40          55000 PRN     SOLE      T              55000       0     0
VISHAY INTERTECHNOLOGY I  COMMON            928298108      453           8150 SH      SOLE      I               8150       0     0
VISHAY INTERTECHNOLOGY I  COMMON            928298108      382           6868 SH      SOLE      M               6868       0     0
VISHAY INTERTECHNOLOGY I  COMMON            928298108     2689          48350 SH      SOLE      S              48350       0     0
VITESSE SEMICONDCTR 144A  CVT DEB 4.00% 03  928497AA4    14557       13930000 PRN     SOLE      I           13930000       0     0
VITESSE SEMICONDCTR 144A  CVT DEB 4.00% 03  928497AA4    21945       21000000 PRN     SOLE      M           21000000       0     0
VITESSE SEMICONDCTR 144A  CVT DEB 4.00% 03  928497AA4       94          90000 PRN     SOLE      T              90000       0     0
VITRIA TECHNOLOGY         COMMON            92849Q104     7077          70200 SH      SOLE      M              70200       0     0
VITRIA TECHNOLOGY         COMMON            92849Q104     1149          11400 SH      SOLE      S              11400       0     0
VODAFONE AIRTOUCH PLC     ADR               92857T107      463           8334 SH      SOLE      I               8334       0     0
VODAFONE AIRTOUCH PLC     ADR               92857T107     5109          91952 SH      SOLE      M              91952       0     0
VODAFONE AIRTOUCH PLC     ADR               92857T107       15            265 SH      SOLE      S                265       0     0
VOICESTREAM WIRELESS COR  COMMON            928615103     3272          25400 SH      SOLE      I              25400       0     0
VOICESTREAM WIRELESS COR  COMMON            928615103       39            300 SH      SOLE      M                300       0     0


                                       62
<PAGE>

VOLT INFORMATION SCIENCE  COMMON            928703107      858          23863 SH      SOLE      M              23863       0     0
VOLT INFORMATION SCIENCE  COMMON            928703107     6354         176800 SH      SOLE      S             176800       0     0
WMC LTD                   ADR               928947100      889          57378 SH      SOLE      M              57378       0     0
VULCAN MATLS CO           COMMON            929160109      371           8100 SH      SOLE      I               8100       0     0
VULCAN MATLS CO           COMMON            929160109      147           3200 SH      SOLE      M               3200       0     0
VULCAN MATLS CO           COMMON            929160109       27            600 SH      SOLE      S                600       0     0
WABASH NATL CORP          COMMON            929566107     1006          70585 SH      SOLE      M              70585       0     0
WABASH NATL CORP          COMMON            929566107     4259         298900 SH      SOLE      S             298900       0     0
WAL MART STORES INC       COMMON            931142103   106509        1885108 SH      SOLE      I            1885108       0     0
WAL MART STORES INC       COMMON            931142103      497           8800 SH      SOLE      J               8800       0     0
WAL MART STORES INC       COMMON            931142103   150732        2667825 SH      SOLE      M            2667825       0     0
WAL MART STORES INC       COMMON            931142103     8405         148760 SH      SOLE      S             148760       0     0
WALLACE COMPUTER SERVICE  COMMON            932270101      536          45400 SH      SOLE      M              45400       0     0
WALLACE COMPUTER SERVICE  COMMON            932270101     3404         288200 SH      SOLE      S             288200       0     0
WARNACO GROUP INC         CL A              934390105     1542         130500 SH      SOLE      I             130500       0     0
WARNACO GROUP INC         CL A              934390105    13020        1102200 SH      SOLE      M            1102200       0     0
WARNACO GROUP INC         CL A              934390105     4858         411300 SH      SOLE      S             411300       0     0
WARNER LAMBERT CO         COMMON            934488107    48527         496756 SH      SOLE      I             496756       0     0
WARNER LAMBERT CO         COMMON            934488107      254           2600 SH      SOLE      J               2600       0     0
WARNER LAMBERT CO         COMMON            934488107    78125         799745 SH      SOLE      M             799745       0     0
WARNER LAMBERT CO         COMMON            934488107    53066         543220 SH      SOLE      S             543220       0     0
WARNER LAMBERT CO         COMMON            934488107       59            600 SH      SOLE      T                600       0     0
WASHINGTON TR BANCORP     COMMON            940610108     1040          65000 SH      SOLE      M              65000       0     0
WASHINGTON TR BANCORP     COMMON            940610108     2602         162600 SH      SOLE      S             162600       0     0
WASTE CONNECTIONS INC     COMMON PAR $0.01  941053100      278          22900 SH      SOLE      I              22900       0     0
WASTE CONNECTIONS INC     COMMON PAR $0.01  941053100     7759         639900 SH      SOLE      M             639900       0     0
WASTE CONNECTIONS INC     COMMON PAR $0.01  941053100      312          25700 SH      SOLE      S              25700       0     0
WATSCO INC                COMMON            942622200      140          13400 SH      SOLE      M              13400       0     0
WATSCO INC                COMMON            942622200     2404         230300 SH      SOLE      S             230300       0     0
WATSON PHARMACEUTICALS I  COMMON            942683103     1012          25500 SH      SOLE      I              25500       0     0
WATTS INDS INC            CL A              942749102       35           2800 SH      SOLE      M               2800       0     0
WATTS INDS INC            CL A              942749102     2913         235400 SH      SOLE      S             235400       0     0


                                       63
<PAGE>

WEATHERFORD INTL INC      COMMON            947074100      995          17000 SH      SOLE      M              17000       0     0
WEBSTER FINL CORP CONN    COMMON            947890109      301          13100 SH      SOLE      I              13100       0     0
WEBSTER FINL CORP CONN    COMMON            947890109     4388         190784 SH      SOLE      M             190784       0     0
WEBSTER FINL CORP CONN    COMMON            947890109    21537         936400 SH      SOLE      S             936400       0     0
WELLMAN INC               COMMON            949702104     3624         182900 SH      SOLE      S             182900       0     0
WELLS FARGO & COMPANY     COMMON            949746101     1379          33849 SH      SOLE      I              33849       0     0
WELLS FARGO & COMPANY     COMMON            949746101     4967         121901 SH      SOLE      M             121901       0     0
WELLS FARGO & COMPANY     COMMON            949746101      242           5950 SH      SOLE      S               5950       0     0
WESCO INTL INC            COMMON            95082P105      960         123900 SH      SOLE      S             123900       0     0
WESTINGHOUSE AIR BRAKE C  COMMON            960386100      134          12607 SH      SOLE      M              12607       0     0
WESTINGHOUSE AIR BRAKE C  COMMON            960386100     3152         296616 SH      SOLE      S             296616       0     0
WESTON ROY F INC          CL A              961137106      243          99800 SH      SOLE      M              99800       0     0
WESTON ROY F INC          CL A              961137106     1066         437500 SH      SOLE      S             437500       0     0
WESTWOOD ONE INC          COMMON            961815107    55133        1520900 SH      SOLE      I            1520900       0     0
WESTWOOD ONE INC          COMMON            961815107    64646        1783344 SH      SOLE      M            1783344       0     0
WESTWOOD ONE INC          COMMON            961815107     3473          95800 SH      SOLE      S              95800       0     0
WET SEAL INC              CL A              961840105     1013          64300 SH      SOLE      M              64300       0     0
WET SEAL INC              CL A              961840105     7113         451600 SH      SOLE      S             451600       0     0
WEYERHAEUSER CO           COMMON            962166104       80           1400 SH      SOLE      M               1400       0     0
WILEY JOHN & SONS INC     CL A              968223206     2335         129700 SH      SOLE      M             129700       0     0
WILEY JOHN & SONS INC     CL A              968223206     7238         402100 SH      SOLE      S             402100       0     0
WILLIAMS COMMUNICATIONS   CL A              969455104    15428         297400 SH      SOLE      I             297400       0     0
WILLIAMS COMMUNICATIONS   CL A              969455104      353           6800 SH      SOLE      M               6800       0     0
WILLIAMS SONOMA INC       COMMON            969904101     3264         105300 SH      SOLE      M             105300       0     0
WILLIAMS SONOMA INC       COMMON            969904101    10277         331500 SH      SOLE      S             331500       0     0
WINK COMMUNICATIONS       COMMON            974168106      290           8700 SH      SOLE      I               8700       0     0
WINK COMMUNICATIONS       COMMON            974168106     7823         234400 SH      SOLE      M             234400       0     0
WINK COMMUNICATIONS       COMMON            974168106      320           9600 SH      SOLE      S               9600       0     0
WOODHEAD INDS INC         COMMON            979438108       69           4000 SH      SOLE      M               4000       0     0
WOODHEAD INDS INC         COMMON            979438108     4339         250600 SH      SOLE      S             250600       0     0
XILINX INC                COMMON            983919101   131264        1585074 SH      SOLE      I            1585074       0     0
XILINX INC                COMMON            983919101   134245        1621067 SH      SOLE      M            1621067       0     0


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<PAGE>

XILINX INC                COMMON            983919101    20975         253280 SH      SOLE      S             253280       0     0
XILINX INC                COMMON            983919101      166           2000 SH      SOLE      T               2000       0     0
XEROX CORP                COMMON            984121103      452          17400 SH      SOLE      S              17400       0     0
YAHOO INC                 COMMON            984332106   156099         910863 SH      SOLE      I             910863       0     0
YAHOO INC                 COMMON            984332106   155684         908440 SH      SOLE      M             908440       0     0
YAHOO INC                 COMMON            984332106     4294          25056 SH      SOLE      S              25056       0     0
YAHOO INC                 COMMON            984332106       86            500 SH      SOLE      T                500       0     0
YELLOW CORP               COMMON            985509108      183           9917 SH      SOLE      M               9917       0     0
YELLOW CORP               COMMON            985509108     5163         280000 SH      SOLE      S             280000       0     0
ZIONS BANCORPORATION      COMMON            989701107     5203         125000 SH      SOLE      I             125000       0     0
ZIONS BANCORPORATION      COMMON            989701107      495          11900 SH      SOLE      M              11900       0     0
DAIMLERCHRYSLER AG        ORD               D1668R123     3264          49880 SH      SOLE      I              49880       0     0
DAIMLERCHRYSLER AG        ORD               D1668R123     1656          25313 SH      SOLE      M              25313       0     0
AMDOCS LTD                ORD               G02602103     3663          49500 SH      SOLE      I              49500       0     0
AMDOCS LTD                ORD               G02602103       44            600 SH      SOLE      M                600       0     0
CREDICORP LTD             COMMON            G2519Y108      536          49560 SH      SOLE      I              49560       0     0
EVEREST RE GROUP LTD      COMMON            G3223R108     5393         165300 SH      SOLE      S             165300       0     0
GEMSTAR INTL GROUP LTD    ORD               G3788V106   150087        1745200 SH      SOLE      I            1745200       0     0
GEMSTAR INTL GROUP LTD    ORD               G3788V106   276844        3219119 SH      SOLE      M            3219119       0     0
GEMSTAR INTL GROUP LTD    ORD               G3788V106    25671         298500 SH      SOLE      S             298500       0     0
GLOBAL CROSSING           COMMON            G3921A100      415          10134 SH      SOLE      S              10134       0     0
GLOBAL CROSSING LTD       COMMON            G3921A100   241109       10666642 SH      SOLE      I           10666642       0     0
GLOBAL CROSSING LTD       COMMON            G3921A100    23052         563108 SH      SOLE      M             563108       0     0
SANTA FE INTL CORP        ORD               G7805C108    10809         292140 SH      SOLE      I             292140       0     0
SANTA FE INTL CORP        ORD               G7805C108     6326         170985 SH      SOLE      M             170985       0     0
SANTA FE INTL CORP        ORD               G7805C108      342           9250 SH      SOLE      S               9250       0     0
SANTA FE INTL CORP        ORD               G7805C108       52           1400 SH      SOLE      T               1400       0     0
TRANSOCEAN SEDCO FOREX I  ORD               G90078109     2239          43633 SH      SOLE      I              43633       0     0
TRANSOCEAN SEDCO FOREX I  ORD               G90078109     3165          61676 SH      SOLE      M              61676       0     0
TRANSOCEAN SEDCO FOREX I  ORD               G90078109    30024         585126 SH      SOLE      S             585126       0     0
TRANSOCEAN SEDCO FOREX I  ORD               G90078109        5            102 SH      SOLE      T                102       0     0
ORCKIT COMMUNICATIONS LT  COMMON            M7531S107     1206          18000 SH      SOLE      M              18000       0     0


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<PAGE>

RADVISION LTD             ORD               M81869105      162           3100 SH      SOLE      M               3100       0     0
RADVISION LTD             ORD               M81869105      262           5000 SH      SOLE      S               5000       0     0
ASM LITHOGRAPHY HLDG N V  ADR               N07059111     2312          20692 SH      SOLE      M              20692       0     0
CHICAGO BRIDGE & IRON CO  COMMON            N19808109     3869         231000 SH      SOLE      S             231000       0     0
ASE TEST LTD              ORD               Y02516105     1091          37635 SH      SOLE      I              37635       0     0
GIGAMEDIA LTD             ORD               Y2711Y104     2116          39000 SH      SOLE      I              39000       0     0
GIGAMEDIA LTD             ORD               Y2711Y104      868          16000 SH      SOLE      M              16000       0     0

                                                      33006774     1382531337                             1382531337       0
</TABLE>


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