<PAGE>
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 Stokes
Title: Senior Vice President
Phone: 213-244-0114
Signature, Place, and Date of Signing:
/s/ Karen Stokes
Los Angeles, CA
October 31, 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
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 8
Form 13F Information Table Entry Total: 2,395
Form 13F Information Table Value Total (in thousands): 38,719,543
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 advisor 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
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<TABLE>
<CAPTION>
TITLE SH/P S/P INV
NAME OF ISSUER OF CLASS CUSIP VALUE(K) AMT P/C DSC MANAGERS SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COMMON 000361105 257 22476 SH SOLE I 22476 0 0
AAR CORP COMMON 000361105 6468 565500 SH SOLE M 565500 0 0
AAR CORP COMMON 000361105 11118 972100 SH SOLE S 972100 0 0
ABC-NACO INC COMMON 000752105 65 12423 SH SOLE I 12423 0 0
ABC-NACO INC COMMON 000752105 638 121500 SH SOLE M 121500 0 0
ABC-NACO INC COMMON 000752105 1553 295900 SH SOLE S 295900 0 0
A D C COMMON 000886101 11 400 SH SOLE S 400 0 0
TELECOMMUNICATIONS
AGCO CORP COMMON 001084102 4832 406900 SH SOLE I 406900 0 0
AES CORP COMMON 00130H105 4795 70000 SH SOLE I 70000 0 0
AES CORP COMMON 00130H105 849 12400 SH SOLE M 12400 0 0
AK STL HLDG CORP COMMON 001547108 983 104900 SH SOLE I 104900 0 0
AK STL HLDG CORP COMMON 001547108 2535 270400 SH SOLE M 270400 0 0
AK STL HLDG CORP COMMON 001547108 2837 302600 SH SOLE S 302600 0 0
AMR CORP COMMON 001765106 98 3000 SH SOLE M 3000 0 0
AT&T CORP COMMON 001957109 12 420 SH SOLE I 420 0 0
AT&T CORP COMMON 001957109 126 4279 SH SOLE M 4279 0 0
AT&T CORP COMMON 001957109 20 666 SH SOLE S 666 0 0
AT&T CORP COM LIB GRP A 001957208 259 14388 SH SOLE I 14388 0 0
AT&T CORP COM LIB GRP A 001957208 973 54055 SH SOLE M 54055 0 0
AT&T CORP COM LIB GRP A 001957208 22754 1264100 SH SOLE S 1264100 0 0
AT&T CORP COM LIB GRP A 001957208 58 3200 SH SOLE T 3200 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 2627 86117 SH SOLE I 86117 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 339 11100 SH SOLE M 11100 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 55 1800 SH SOLE S 1800 0 0
ABBOTT LABS COMMON 002824100 1734 36450 SH SOLE M 36450 0 0
ABBOTT LABS COMMON 002824100 2404 50550 SH SOLE S 50550 0 0
ABERCROMBIE & FITCH CO CL A 002896207 810 42500 SH SOLE I 42500 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2347 123100 SH SOLE M 123100 0 0
ABERCROMBIE & FITCH CO CL A 002896207 3405 178600 SH SOLE S 178600 0 0
ABGENIX INC COMMON 00339B107 145 1800 SH SOLE M 1800 0 0
ABGENIX INC COMMON 00339B107 153207 1895830 SH SOLE I 1895830 0 0
ABGENIX INC COMMON 00339B107 42087 520800 SH SOLE M 520800 0 0
ABGENIX INC COMMON 00339B107 33339 412550 SH SOLE S 412550 0 0
ABGENIX INC COMMON 00339B107 28 350 SH SOLE T 350 0 0
ABOUT COM INC COMMON 003736105 21221 655480 SH SOLE I 655480 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ABOUT COM INC COMMON 003736105 24181 746900 SH SOLE M 746900 0 0
ABOUT COM INC COMMON 003736105 2214 68400 SH SOLE S 68400 0 0
ACCREDO HEALTH INC COMMON 00437V104 660 13500 SH SOLE I 13500 0 0
ACCREDO HEALTH INC COMMON 00437V104 17199 351900 SH SOLE M 351900 0 0
ACCREDO HEALTH INC COMMON 00437V104 395 8075 SH SOLE S 8075 0 0
ACCRUE SOFTWARE INC COMMON 00437W102 218 18300 SH SOLE I 18300 0 0
ACCRUE SOFTWARE INC COMMON 00437W102 5666 474600 SH SOLE M 474600 0 0
ACCRUE SOFTWARE INC COMMON 00437W102 132 11050 SH SOLE S 11050 0 0
ACME COMMUNICATION INC COMMON 004631107 10549 1172138 SH SOLE I 1172138 0 0
ACORN PRODS INC COMMON 004857108 32016 3162049 SH SOLE CM 3162049 0 0
ACTIVE POWER INC COMMON 00504W100 29773 480210 SH SOLE I 480210 0 0
ACTIVE POWER INC COMMON 00504W100 23644 381350 SH SOLE M 381350 0 0
ACTIVE POWER INC COMMON 00504W100 2244 36200 SH SOLE S 36200 0 0
ACTUANT CORP CL A 00508X104 482 122400 SH SOLE M 122400 0 0
ACTUANT CORP CL A 00508X104 841 213600 SH SOLE S 213600 0 0
ADAPTEC INC COMMON 00651F108 206 10280 SH SOLE I 10280 0 0
ADAPTEC INC COMMON 00651F108 2272 113600 SH SOLE M 113600 0 0
ADAPTEC INC COMMON 00651F108 2790 139500 SH SOLE S 139500 0 0
ADAPTEC INC CVT DEB 00651FAC2 46 55000 PRN SOLE T 55000 0 0
4.75% 02
ADMINISTAFF INC COMMON 007094105 704 9300 SH SOLE I 9300 0 0
ADMINISTAFF INC COMMON 007094105 18115 239300 SH SOLE M 239300 0 0
ADMINISTAFF INC COMMON 007094105 416 5500 SH SOLE S 5500 0 0
ADOBE SYS INC COMMON 00724F101 102 660 SH SOLE I 660 0 0
AEROFLEX INC COMMON 007768104 1347 27703 SH SOLE I 27703 0 0
AEROFLEX INC COMMON 007768104 24855 511150 SH SOLE M 511150 0 0
AEROFLEX INC COMMON 007768104 574 11812 SH SOLE S 11812 0 0
AETHER SYS INC COMMON 00808V105 53 500 SH SOLE M 500 0 0
AETHER SYS INC COMMON 00808V105 45747 433622 SH SOLE I 433622 0 0
AETHER SYS INC COMMON 00808V105 13117 124335 SH SOLE M 124335 0 0
AETHER SYS INC COMMON 00808V105 419 3970 SH SOLE S 3970 0 0
AFFYMETRIX INC COMMON 00826T108 30 600 SH SOLE M 600 0 0
AFFYMETRIX INC COMMON 00826T108 26386 529048 SH SOLE I 529048 0 0
AFFYMETRIX INC COMMON 00826T108 7691 154210 SH SOLE M 154210 0 0
AFFYMETRIX INC COMMON 00826T108 255 5115 SH SOLE S 5115 0 0
AGILE SOFTWARE CORP DEL COMMON 00846X105 35823 398311 SH SOLE I 398311 0 0
AGILE SOFTWARE CORP DEL COMMON 00846X105 49110 546050 SH SOLE M 546050 0 0
AGILE SOFTWARE CORP DEL COMMON 00846X105 36519 406050 SH SOLE S 406050 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AGRIUM INC COMMON 008916108 184 17961 SH SOLE I 17961 0 0
AGRIUM INC COMMON 008916108 1073 104700 SH SOLE M 104700 0 0
AGRIUM INC COMMON 008916108 2937 286500 SH SOLE S 286500 0 0
AIR PRODS & CHEMS INC COMMON 009158106 25 700 SH SOLE M 700 0 0
AIRBORNE FGHT CORP COMMON 009266107 997 97900 SH SOLE M 97900 0 0
AIRBORNE FGHT CORP COMMON 009266107 1295 127100 SH SOLE S 127100 0 0
AIRGATE PCS INC COMMON 009367103 360 21182 SH SOLE I 21182 0 0
AIRGATE PCS INC COMMON 009367103 306 18006 SH SOLE K 18006 0 0
AIRGATE PCS INC COMMON 009367103 306 17986 SH SOLE M 17986 0 0
AKAMAI TECHNOLOGIES INC COMMON 00971T101 11 200 SH SOLE M 200 0 0
AKAMAI TECHNOLOGIES INC COMMON 00971T101 47947 475733 SH SOLE I 475733 0 0
AKAMAI TECHNOLOGIES INC COMMON 00971T101 20638 187704 SH SOLE M 187704 0 0
AKAMAI TECHNOLOGIES INC COMMON 00971T101 112 2130 SH SOLE S 2130 0 0
AKAMAI TECHNOLOGIES INC 5.50% 07/01/200 00971TAA9 502 690000 PRN SOLE I 690000 0 0
AKAMAI TECHNOLOGIES INC 5.50% 07/01/200 00971TAA9 3012 4140000 PRN SOLE M 4140000 0 0
AKAMAI TECHNOLOGIES INC 5.50% 07/01/200 00971TAA9 51 70000 PRN SOLE T 70000 0 0
ALAMOSA PCS HLDGS COMMON 011593100 170 10000 SH SOLE I 10000 0 0
ALBANY INTL CORP CL A 012348108 144 11998 SH SOLE I 11998 0 0
ALBANY INTL CORP CL A 012348108 3884 323699 SH SOLE M 323699 0 0
ALBANY INTL CORP CL A 012348108 5363 446950 SH SOLE S 446950 0 0
ALBERTSONS INC COMMON 013104104 82 3900 SH SOLE S 3900 0 0
ALCAN ALUMINIUM LTD NEW COMMON 013716105 26 900 SH SOLE M 900 0 0
ALCOA INC COMMON 013817101 533 21046 SH SOLE I 21046 0 0
ALCOA INC COMMON 013817101 2792 110285 SH SOLE M 110285 0 0
ALCOA INC COMMON 013817101 78 3100 SH SOLE S 3100 0 0
ALCATEL DEPOSITORY RECEI 013904305 5233 83230 SH SOLE I 83230 0 0
ALKERMES INC COMMON 01642T108 54461 1409986 SH SOLE I 1409986 0 0
ALKERMES INC COMMON 01642T108 55570 1438700 SH SOLE M 1438700 0 0
ALKERMES INC COMMON 01642T108 4674 121000 SH SOLE S 121000 0 0
ALKERMES INC COMMON 01642T108 17 450 SH SOLE T 450 0 0
ALLEN TELECOM INC COMMON 018091108 5 300 SH SOLE I 300 0 0
ALLEN TELECOM INC COMMON 018091108 5291 312400 SH SOLE M 312400 0 0
ALLEN TELECOM INC COMMON 018091108 7458 440300 SH SOLE S 440300 0 0
ALLERGAN INC COMMON 018490102 128 1510 SH SOLE I 1510 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 3142 90428 SH SOLE I 90428 0 0
</TABLE>
5
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALLSTATE CORP COMMON 020002101 16254 467730 SH SOLE M 467730 0 0
ALLSTATE CORP COMMON 020002101 509 14650 SH SOLE S 14650 0 0
ALLSTATE CORP COMMON 020002101 43 1230 SH SOLE T 1230 0 0
ALLTEL CORP COMMON 020039103 44 850 SH SOLE M 850 0 0
ALPHARMA INC CL A 020813101 1669 27300 SH SOLE M 27300 0 0
ALSTOM DEPOSITORY RECEI 021244108 2538 107989 SH SOLE I 107989 0 0
ALTERA CORP COMMON 021441100 124 2600 SH SOLE M 2600 0 0
ALTERA CORP COMMON 021441100 08463 2271484 SH SOLE I 2271484 0 0
ALTERA CORP COMMON 021441100 41961 878770 SH SOLE M 878770 0 0
ALTERA CORP COMMON 021441100 2798 58590 SH SOLE S 58590 0 0
ALTEON WEBSYSTEMS INC COMMON 02145A109 19272 177803 SH SOLE I 177803 0 0
ALTEON WEBSYSTEMS INC COMMON 02145A109 15858 146300 SH SOLE M 146300 0 0
ALTEON WEBSYSTEMS INC COMMON 02145A109 1940 17900 SH SOLE S 17900 0 0
ALZA CORP DEL COMMON 022615108 120 1390 SH SOLE I 1390 0 0
AMAZON COM INC COMMON 023135106 62 1600 SH SOLE M 1600 0 0
AMAZON COM INC COMMON 023135106 37379 972465 SH SOLE I 972465 0 0
AMAZON COM INC COMMON 023135106 13782 358545 SH SOLE M 358545 0 0
AMAZON COM INC COMMON 023135106 11771 306225 SH SOLE S 306225 0 0
AMBAC FINL GROUP INC COMMON 023139108 66 900 SH SOLE M 900 0 0
AMERADA HESS CORP COMMON 023551104 50 750 SH SOLE M 750 0 0
AMEREN CORP COMMON 023608102 59 1400 SH SOLE M 1400 0 0
AMERICA ONLINE INC DEL COMMON 02364J104 77 1435 SH SOLE I 1435 0 0
AMERICA ONLINE INC DEL COMMON 02364J104 30 560 SH SOLE M 560 0 0
AMERICA ONLINE INC DEL COMMON 02364J104 32 600 SH SOLE S 600 0 0
AMERICA ONLINE CVT DEB 0.00% 12 02364JAC8 46 90000 PRN SOLE T 90000 0 0
AMERICA ONLINE LATIN AME CL A 02365B100 906 115000 SH SOLE M 115000 0 0
AMERICAN ELEC PWR INC COMMON 025537101 64 1640 SH SOLE M 1640 0 0
AMERICAN EXPRESS CO COMMON 025816109 6583 108369 SH SOLE I 108369 0 0
AMERICAN EXPRESS CO COMMON 025816109 8980 147815 SH SOLE M 147815 0 0
AMERICAN EXPRESS CO COMMON 025816109 219 3600 SH SOLE S 3600 0 0
AMERICAN FINL HLDGS INC COMMON 026075101 346 19613 SH SOLE I 19613 0 0
AMERICAN FINL HLDGS INC COMMON 026075101 5716 324300 SH SOLE M 324300 0 0
AMERICAN FINL HLDGS INC COMMON 026075101 7778 441300 SH SOLE S 441300 0 0
AMERICAN GENERAL CORP COMMON 026351106 199 2550 SH SOLE M 2550 0 0
AMERICAN GREETINGS CORP CL A 026375105 11 600 SH SOLE M 600 0 0
AMERICAN HOME PRODS CORP COMMON 026609107 810 14325 SH SOLE I 14325 0 0
AMERICAN HOME PRODS CORP COMMON 026609107 3752 66325 SH SOLE M 66325 0 0
</TABLE>
6
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN HOME PRODS CORP COMMON 026609107 102 1795 SH SOLE S 1795 0 0
AMERICAN INTL GROUP INC COMMON 026874107 262571 2744046 SH SOLE I 2744046 0 0
AMERICAN INTL GROUP INC COMMON 026874107 700 7312 SH SOLE J 7312 0 0
AMERICAN INTL GROUP INC COMMON 026874107 227122 2373581 SH SOLE M 2373581 0 0
AMERICAN INTL GROUP INC COMMON 026874107 65807 687733 SH SOLE S 687733 0 0
AMERICAN INTL GROUP INC COMMON 026874107 81 843 SH SOLE T 843 0 0
AMERICAN RESIDENTIAL INV COMMON 02926T103 354 108800 SH SOLE I 108800 0 0
AMERICAN RESIDENTIAL INV COMMON 02926T103 515 158500 SH SOLE M 158500 0 0
AMERICAN STD COS INC DEL COMMON 029712106 40 900 SH SOLE M 900 0 0
AMERICAN TOWER CORP CL A 029912201 72 1900 SH SOLE M 1900 0 0
AMERICAN TOWER CORP CL A 029912201 60834 1614180 SH SOLE I 1614180 0 0
AMERICAN TOWER CORP CL A 029912201 17857 473815 SH SOLE M 473815 0 0
AMERICAN TOWER CORP CL A 029912201 592 15715 SH SOLE S 15715 0 0
AMERICAN TOWER 144A CVT DEB 2.25% 10 029912AC6 103 90000 PRN SOLE T 90000 0 0
AMERICAN TOWER CVT DEB 2.25% 10 029912AD4 6993 5840000 PRN SOLE I 5840000 0 0
AMERICAN TOWER CVT DEB 2.25% 10 029912AD4 19417 16215000 PRN SOLE M 16215000 0 0
AMES DEPT STORES INC COM NEW 030789507 541 93500 SH SOLE M 93500 0 0
AMES DEPT STORES INC COM NEW 030789507 760 131500 SH SOLE S 131500 0 0
AMGEN INC COMMON 031162100 309993 4439370 SH SOLE I 4439370 0 0
AMGEN INC COMMON 031162100 775 11100 SH SOLE J 11100 0 0
AMGEN INC COMMON 031162100 255125 3653617 SH SOLE M 3653617 0 0
AMGEN INC COMMON 031162100 49872 714205 SH SOLE S 714205 0 0
AMGEN INC COMMON 031162100 49 700 SH SOLE T 700 0 0
AMKOR TECHNOLOGY CVT DEB 5.75% 05 031652AA8 59 30000 PRN SOLE T 30000 0 0
ANADARKO PETE CORP COMMON 032511107 591 8900 SH SOLE I 8900 0 0
ANADARKO PETE CORP COMMON 032511107 459 6900 SH SOLE M 6900 0 0
ANADARKO PETE CORP COMMON 032511107 23263 350028 SH SOLE S 350028 0 0
ANALOG DEVICES INC COMMON 032654105 196 2380 SH SOLE I 2380 0 0
ANALOG DEVICES INC COMMON 032654105 1082 13100 SH SOLE M 13100 0 0
ANALOG DEVICES INC COMMON 032654105 19922 241300 SH SOLE S 241300 0 0
ANDRX GROUP COMMON 034553107 149 1600 SH SOLE M 1600 0 0
ANDRX GROUP COMMON 034553107 189126 2025299 SH SOLE I 2025299 0 0
ANDRX GROUP COMMON 034553107 97218 1041160 SH SOLE M 1041160 0 0
ANDRX GROUP COMMON 034553107 20202 216355 SH SOLE S 216355 0 0
ANHEUSER BUSCH COS INC COMMON 035229103 428 10110 SH SOLE I 10110 0 0
ANHEUSER BUSCH COS INC COMMON 035229103 1583 37410 SH SOLE M 37410 0 0
ANHEUSER BUSCH COS INC COMMON 035229103 64 1515 SH SOLE S 1515 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANNTAYLOR STORES CORP COMMON 036115103 796 20700 SH SOLE I 20700 0 0
ANNTAYLOR STORES CORP COMMON 036115103 5266 137000 SH SOLE M 137000 0 0
ANNTAYLOR STORES CORP COMMON 036115103 4390 114200 SH SOLE S 114200 0 0
ANTHRACITE CAP INC COMMON 037023108 3426 421700 SH SOLE M 421700 0 0
ANWORTH MORTGAGE ASSET C COMMON 037347101 1108 221600 SH SOLE I 221600 0 0
AON CORP COMMON 037389103 75 1900 SH SOLE M 1900 0 0
APACHE CORP COMMON 037411105 934 15800 SH SOLE M 15800 0 0
APEX MORTGAGE CAPITAL COMMON 037564101 2151 294667 SH SOLE T 294667 0 0
APPLE COMPUTER INC COMMON 037833100 32 1250 SH SOLE I 1250 0 0
APPLIED EXTRUSION TECHNO COMMON 038196101 1 200 SH SOLE I 200 0 0
APPLIED EXTRUSION TECHNO COMMON 038196101 683 214200 SH SOLE M 214200 0 0
APPLIED EXTRUSION TECHNO COMMON 038196101 1251 392400 SH SOLE S 392400 0 0
APPLIED INDL TECHNOLOGIE COMMON 03820C105 252 14584 SH SOLE I 14584 0 0
APPLIED INDL TECHNOLOGIE COMMON 03820C105 999 57700 SH SOLE M 57700 0 0
APPLIED INDL TECHNOLOGIE COMMON 03820C105 2554 147500 SH SOLE S 147500 0 0
APPLIED MATLS INC COMMON 038222105 192185 3240203 SH SOLE I 3240203 0 0
APPLIED MATLS INC COMMON 038222105 534 9000 SH SOLE J 9000 0 0
APPLIED MATLS INC COMMON 038222105 165612 2792188 SH SOLE M 2792188 0 0
APPLIED MATLS INC COMMON 038222105 47252 796660 SH SOLE S 796660 0 0
APPLIED MICRO CIRCUITS C COMMON 03822W109 22 105 SH SOLE I 105 0 0
APPLIED MOLECULAR EVOLUT COMMON 03823E108 14416 359273 SH SOLE I 359273 0 0
APPLIED MOLECULAR EVOLUT COMMON 03823E108 14896 371235 SH SOLE M 371235 0 0
APPLIED MOLECULAR EVOLUT COMMON 03823E108 1436 35800 SH SOLE S 35800 0 0
ARCHER DANIELS MIDLAND C COMMON 039483102 0 32 SH SOLE I 32 0 0
ARCHER DANIELS MIDLAND C COMMON 039483102 36 4200 SH SOLE M 4200 0 0
ARDEN GROUP CL A COMMON 039762109 2191 63519 SH SOLE I 63519 0 0
ARENA PHARMACEUTICALS IN COMMON 040047102 29519 686478 SH SOLE I 686478 0 0
ARENA PHARMACEUTICALS IN COMMON 040047102 35653 829150 SH SOLE M 829150 0 0
ARENA PHARMACEUTICALS IN COMMON 040047102 2761 64200 SH SOLE S 64200 0 0
ARIBA INC COMMON 04033V104 272 1900 SH SOLE M 1900 0 0
ARIBA INC COMMON 04033V104 241914 1688573 SH SOLE I 1688573 0 0
ARIBA INC COMMON 04033V104 84267 588190 SH SOLE M 588190 0 0
ARIBA INC COMMON 04033V104 51660 360590 SH SOLE S 360590 0 0
ARROW ELECTRS INC COMMON 042735100 1115 32741 SH SOLE I 32741 0 0
ARROW ELECTRS INC COMMON 042735100 7395 217100 SH SOLE M 217100 0 0
ARROW ELECTRS INC COMMON 042735100 10679 313500 SH SOLE S 313500 0 0
ART TECHNOLOGY GROUP INC COMMON 04289L107 341 3600 SH SOLE M 3600 0 0
</TABLE>
8
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ART TECHNOLOGY GROUP INC COMMON 04289L107 1464 15450 SH SOLE S 15450 0 0
ARTHROCARE CORP COMMON 043136100 354 18200 SH SOLE I 18200 0 0
ARTHROCARE CORP COMMON 043136100 9081 467200 SH SOLE M 467200 0 0
ARTHROCARE CORP COMMON 043136100 210 10800 SH SOLE S 10800 0 0
ASHLAND INC COMMON 044204105 40 1200 SH SOLE M 1200 0 0
ASPEN TECHNOLOGY INC COMMON 045327103 460 10200 SH SOLE I 10200 0 0
ASPEN TECHNOLOGY INC COMMON 045327103 12175 269800 SH SOLE M 269800 0 0
ASPEN TECHNOLOGY INC COMMON 045327103 289 6400 SH SOLE S 6400 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 607 15985 SH SOLE I 15985 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 2939 77340 SH SOLE M 77340 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 53 1400 SH SOLE S 1400 0 0
ASTEC INDS INC COMMON 046224101 243 22222 SH SOLE I 22222 0 0
ASTEC INDS INC COMMON 046224101 1845 168700 SH SOLE M 168700 0 0
ASTEC INDS INC COMMON 046224101 4399 402200 SH SOLE S 402200 0 0
ASTEC INDS INC COMMON 046224101 10 900 SH SOLE T 900 0 0
ASTORIA FINL CORP COMMON 046265104 1127 29172 SH SOLE I 29172 0 0
ASTORIA FINL CORP COMMON 046265104 13841 358350 SH SOLE M 358350 0 0
ASTORIA FINL CORP COMMON 046265104 20703 536000 SH SOLE S 536000 0 0
AURORA BIOSCIENCES CORP COMMON 051920106 23652 347818 SH SOLE I 347818 0 0
AURORA BIOSCIENCES CORP COMMON 051920106 47328 696000 SH SOLE M 696000 0 0
AURORA BIOSCIENCES CORP COMMON 051920106 2683 39450 SH SOLE S 39450 0 0
AXA ADR 054536107 6509 100627 SH SOLE I 100627 0 0
BHA GROUP HLDGS INC COMMON 055446108 955 66990 SH SOLE M 66990 0 0
BHA GROUP HLDGS INC COMMON 055446108 2625 184239 SH SOLE S 184239 0 0
BJ SVCS CO COMMON 055482103 2103 34400 SH SOLE M 34400 0 0
BJ SVCS CO COMMON 055482103 1705 27900 SH SOLE S 27900 0 0
BJ SVCS CO COMMON 055482103 24 400 SH SOLE T 400 0 0
BP AMOCO P L C ADR 055622104 5272 99975 SH SOLE I 99975 0 0
BP AMOCO P L C ADR 055622104 390 7350 SH SOLE M 7350 0 0
BP AMOCO P L C ADR 055622104 154 2911 SH SOLE S 2911 0 0
BTG INC COMMON 05576J101 627 73800 SH SOLE M 73800 0 0
BTG INC COMMON 05576J101 1849 217500 SH SOLE S 217500 0 0
BAKER HUGHES INC COMMON 057224107 10838 291923 SH SOLE I 291923 0 0
BAKER HUGHES INC COMMON 057224107 12768 343920 SH SOLE M 343920 0 0
BAKER HUGHES INC COMMON 057224107 15567 419300 SH SOLE S 419300 0 0
BAKER HUGHES INC COMMON 057224107 27 735 SH SOLE T 735 0 0
BAKER J INC COMMON 057232100 1527 339400 SH SOLE M 339400 0 0
</TABLE>
9
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BAKER J INC COMMON 057232100 1784 396500 SH SOLE S 396500 0 0
BALDOR ELEC CO COMMON 057741100 1290 63500 SH SOLE M 63500 0 0
BALDOR ELEC CO COMMON 057741100 3362 165500 SH SOLE S 165500 0 0
BALDWIN TECHNOLOGY INC CL A 058264102 411 226900 SH SOLE M 226900 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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</TABLE>
11
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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</TABLE>
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<TABLE>
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</TABLE>
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<TABLE>
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</TABLE>
16
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<TABLE>
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CONGOLEUM CORP NEW CL A 207195108 661 144900 SH SOLE M 144900 0 0
CONGOLEUM CORP NEW CL A 207195108 855 187300 SH SOLE S 187300 0 0
CONNECTICUT BANCSHARES I COMMON 207540105 194 10255 SH SOLE I 10255 0 0
CONNECTICUT BANCSHARES I COMMON 207540105 901 47600 SH SOLE M 47600 0 0
CONNECTICUT BANCSHARES I COMMON 207540105 2447 129200 SH SOLE S 129200 0 0
CONOCO INC CL B 208251405 66 2458 SH SOLE M 2458 0 0
CONSOLIDATED EDISON INC COMMON 209115104 51 1500 SH SOLE M 1500 0 0
</TABLE>
17
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONVERGYS CORP COMMON 212485106 16 400 SH SOLE I 400 0 0
COOPER CAMERON CORP COMMON 216640102 20522 278500 SH SOLE I 278500 0 0
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COORSTEK INC COMMON 217020106 3944 103100 SH SOLE M 103100 0 0
COORSTEK INC COMMON 217020106 4894 127950 SH SOLE S 127950 0 0
COPART INC COMMON 217204106 375 27000 SH SOLE I 27000 0 0
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COPART INC COMMON 217204106 234 16900 SH SOLE S 16900 0 0
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CORIXA CORP COMMON 21887F100 15010 298700 SH SOLE M 298700 0 0
CORIXA CORP COMMON 21887F100 352 7000 SH SOLE S 7000 0 0
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CORNING INC COMMON 219350105 2164 7285 SH SOLE M 7285 0 0
CORNING INC COMMON 219350105 26687 89855 SH SOLE S 89855 0 0
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COSTCO WHSL CORP NEW COMMON 22160K105 332 9500 SH SOLE J 9500 0 0
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COSTCO WHSL CORP NEW COMMON 22160K105 6879 196885 SH SOLE S 196885 0 0
COSTCO WHSL CORP NEW COMMON 22160K105 24 700 SH SOLE T 700 0 0
COUNTRYWIDE CR INDS INC COMMON 222372104 45 1200 SH SOLE M 1200 0 0
COVAD COMMUNICATION GRP COMM 222814204 161 38400 SH SOLE I 38400 0 0
COX COMMUNICATIONS INC N CL A 224044107 9 245 SH SOLE I 245 0 0
</TABLE>
18
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COX COMMUNICATIONS INC N CL A 224044107 666 17400 SH SOLE S 17400 0 0
COX RADIO INC CL A 224051102 24 1400 SH SOLE M 1400 0 0
COX RADIO INC CL A 224051102 37158 2130911 SH SOLE I 2130911 0 0
COX RADIO INC CL A 224051102 21676 1243045 SH SOLE M 1243045 0 0
COX RADIO INC CL A 224051102 2067 118530 SH SOLE S 118530 0 0
CRANE CO COMMON 224399105 1203 52596 SH SOLE I 52596 0 0
CRANE CO COMMON 224399105 6769 295900 SH SOLE M 295900 0 0
CRANE CO COMMON 224399105 9161 400500 SH SOLE S 400500 0 0
CRESCENT REAL ESTATE EQU COMMON 225756105 4016 180000 SH SOLE I 180000 0 0
CRISTALERIAS DE CHILE S ADR 226714103 386 25300 SH SOLE I 25300 0 0
CRITICAL PATH INC COMMON 22674V100 34184 562693 SH SOLE I 562693 0 0
CRITICAL PATH INC COMMON 22674V100 23896 393355 SH SOLE M 393355 0 0
CRITICAL PATH INC COMMON 22674V100 22666 373100 SH SOLE S 373100 0 0
CRITICAL PATH 144A CVT DEB 5.75% 04 22674VAA8 10622 11960000 PRN SOLE M 11960000 0 0
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CROSS A T CO CL A 227478104 787 146500 SH SOLE S 146500 0 0
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DANA CORP COMMON 235811106 32 1500 SH SOLE M 1500 0 0
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DATA CRITICAL CORP DEL COMMON 237622105 209 28300 SH SOLE I 28300 0 0
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DEAN FOODS CO COMMON 242361103 841 25300 SH SOLE I 25300 0 0
DEAN FOODS CO COMMON 242361103 602 18100 SH SOLE M 18100 0 0
DEAN FOODS CO COMMON 242361103 53 1600 SH SOLE S 1600 0 0
DEERE & CO COMMON 244199105 16940 509466 SH SOLE I 509466 0 0
DEERE & CO COMMON 244199105 14586 438670 SH SOLE M 438670 0 0
DEERE & CO COMMON 244199105 462 13900 SH SOLE S 13900 0 0
DEERE & CO COMMON 244199105 39 1175 SH SOLE T 1175 0 0
DEL MONTE FOODS COMMON 24522P103 5 503051 SH SOLE K 503051 0 0
</TABLE>
19
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DELL COMPUTER CORP COMMON 247025109 358766 11643537 SH SOLE I 11643537 0 0
DELL COMPUTER CORP COMMON 247025109 890 28900 SH SOLE J 28900 0 0
DELL COMPUTER CORP COMMON 247025109 281115 9123416 SH SOLE M 9123416 0 0
DELL COMPUTER CORP COMMON 247025109 64415 2090535 SH SOLE S 2090535 0 0
DELL COMPUTER CORP COMMON 247025109 80 2600 SH SOLE T 2600 0 0
DELPHI AUTOMOTIVE SYS CO COMMON 247126105 47 3119 SH SOLE M 3119 0 0
DELPHI AUTOMOTIVE SYS CO COMMON 247126105 30 2000 SH SOLE T 2000 0 0
DELUXE CORP COMMON 248019101 502 24700 SH SOLE I 24700 0 0
DELUXE CORP COMMON 248019101 355 17500 SH SOLE M 17500 0 0
DELUXE CORP COMMON 248019101 33 1600 SH SOLE S 1600 0 0
DENDRITE INTL INC COMMON 248239105 27041 1008523 SH SOLE I 1008523 0 0
DENDRITE INTL INC COMMON 248239105 22546 840858 SH SOLE M 840858 0 0
DENDRITE INTL INC COMMON 248239105 2221 82850 SH SOLE S 82850 0 0
DENTSPLY INTL INC NEW COMMON 249030107 7 200 SH SOLE I 200 0 0
DENTSPLY INTL INC NEW COMMON 249030107 1660 47500 SH SOLE M 47500 0 0
DENTSPLY INTL INC NEW COMMON 249030107 1778 50900 SH SOLE S 50900 0 0
DEVON ENERGY CORP NEW COMMON 25179M103 5 88 SH SOLE I 88 0 0
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DIAL CORP NEW COMMON 25247D101 565 48600 SH SOLE I 48600 0 0
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DIGEX INC DEL CL A 253756100 20049 427714 SH SOLE I 427714 0 0
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DIGEX INC DEL CL A 253756100 2180 46500 SH SOLE S 46500 0 0
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DIGIMARC CORP COMMON 253807101 127 6800 SH SOLE S 6800 0 0
DIGITAL LIGHTWAVE INC COMMON 253855100 6 87 SH SOLE I 87 0 0
DIGITAL LIGHTWAVE INC COMMON 253855100 2045 28153 SH SOLE M 28153 0 0
DIGITAL LIGHTWAVE INC COMMON 253855100 4 56 SH SOLE S 56 0 0
DIGITAL INSIGHT CORP COMMON 25385P106 262 7300 SH SOLE I 7300 0 0
DIGITAL INSIGHT CORP COMMON 25385P106 6691 186500 SH SOLE M 186500 0 0
DIGITAL INSIGHT CORP COMMON 25385P106 156 4350 SH SOLE S 4350 0 0
</TABLE>
20
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIGITALTHINK INC COMMON 25388M100 16924 401746 SH SOLE I 401746 0 0
DIGITALTHINK INC COMMON 25388M100 28215 669800 SH SOLE M 669800 0 0
DIGITALTHINK INC COMMON 25388M100 1685 40000 SH SOLE S 40000 0 0
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DISNEY WALT CO COM DISNEY 254687106 9298 243075 SH SOLE I 243075 0 0
DISNEY WALT CO COM DISNEY 254687106 14037 366990 SH SOLE M 366990 0 0
DISNEY WALT CO COM DISNEY 254687106 486 12700 SH SOLE S 12700 0 0
DISNEY WALT CO COM DISNEY 254687106 30 785 SH SOLE T 785 0 0
DISTRIBUCION Y SERVICIO ADR 254753106 353 21660 SH SOLE I 21660 0 0
DIXIE GROUP INC CL A 255519100 350 90400 SH SOLE M 90400 0 0
DIXIE GROUP INC CL A 255519100 923 238100 SH SOLE S 238100 0 0
DOCUMENT SCIENCES CORP COMMON 25614R105 23 15000 SH SOLE I 15000 0 0
DOLLAR TREE STORES INC COMMON 256747106 6249 154059 SH SOLE I 154059 0 0
DOLLAR TREE STORES INC COMMON 256747106 2408 59374 SH SOLE M 59374 0 0
DLJDIRECT COMMON 257661504 55 8000 SH SOLE M 8000 0 0
DORAL FINL CORP COMMON 25811P100 13 800 SH SOLE I 800 0 0
DORAL FINL CORP COMMON 25811P100 5342 330000 SH SOLE M 330000 0 0
DORAL FINL CORP COMMON 25811P100 6933 428300 SH SOLE S 428300 0 0
DOW CHEM CO COMMON 260543103 335 13442 SH SOLE I 13442 0 0
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DU PONT E I DE NEMOURS & COMMON 263534109 151 3650 SH SOLE S 3650 0 0
DYNEX CAP INC PFD CV A 9.75% 26817Q209 420 52500 SH SOLE I 52500 0 0
DYNEX CAP INC PFD CV B 9.55% 26817Q308 1167 150000 SH SOLE I 150000 0 0
DYNEX CAP INC PFD CV C 9.73% 26817Q407 968 107500 SH SOLE I 107500 0 0
DYNEX CAP INC COM NEW 26817Q506 98 75000 SH SOLE I 75000 0 0
DYNEX CAP INC COM NEW 26817Q506 190 144675 SH SOLE M 144675 0 0
ECI TELECOM LTD ORD 268258100 230 7526 SH SOLE I 7526 0 0
ECI TELECOM LTD ORD 268258100 86 2794 SH SOLE M 2794 0 0
E M C CORP MASS COMMON 268648102 2789 28136 SH SOLE I 28136 0 0
E M C CORP MASS COMMON 268648102 6656 67145 SH SOLE M 67145 0 0
E M C CORP MASS COMMON 268648102 65177 657520 SH SOLE S 657520 0 0
ENSCO INTL INC COMMON 26874Q100 1863 48700 SH SOLE M 48700 0 0
ENSCO INTL INC COMMON 26874Q100 1595 41700 SH SOLE S 41700 0 0
E PIPHANY INC COMMON 26881V100 14157 183707 SH SOLE I 183707 0 0
</TABLE>
21
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
E PIPHANY INC COMMON 26881V100 16923 219600 SH SOLE M 219600 0 0
E PIPHANY INC COMMON 26881V100 1487 19300 SH SOLE S 19300 0 0
E TRADE GROUP INC COMMON 269246104 5 300 SH SOLE M 300 0 0
E TRADE GROUP INC COMMON 269246104 4491 273242 SH SOLE I 273242 0 0
E TRADE GROUP INC COMMON 269246104 7818 475640 SH SOLE M 475640 0 0
E TRADE GROUP INC COMMON 269246104 604 36730 SH SOLE S 36730 0 0
E-TRADE GROUP INC 144A CVT DEB 6.00% 02 269246AA2 11111 12085000 PRN SOLE I 12085000 0 0
E-TRADE GROUP INC 144A CVT DEB 6.00% 02 269246AA2 15620 16990000 PRN SOLE M 16990000 0 0
E-TRADE GROUP INC 144A CVT DEB 6.00% 02 269246AA2 92 100000 PRN SOLE T 100000 0 0
E TRADE GROUP INC NOTE 6.000 2/0 269246AB0 216 235000 PRN SOLE I 235000 0 0
E TRADE GROUP INC NOTE 6.000 2/0 269246AB0 7291 7930000 PRN SOLE M 7930000 0 0
EASTMAN CHEM CO COMMON 277432100 15 400 SH SOLE M 400 0 0
EASTMAN KODAK CO COMMON 277461109 10 234 SH SOLE I 234 0 0
EATON CORP COMMON 278058102 18 300 SH SOLE M 300 0 0
EBAY INC COMMON 278642103 137 2000 SH SOLE M 2000 0 0
EBAY INC COMMON 278642103 112401 1636408 SH SOLE I 1636408 0 0
EBAY INC COMMON 278642103 66158 963170 SH SOLE M 963170 0 0
EBAY INC COMMON 278642103 3799 55315 SH SOLE S 55315 0 0
ECHOSTAR COMMUNICATIONS CL A 278762109 164 3100 SH SOLE M 3100 0 0
ECHOSTAR COMMUNICATIONS CL A 278762109 129372 2452553 SH SOLE I 2452553 0 0
ECHOSTAR COMMUNICATIONS CL A 278762109 48518 919775 SH SOLE M 919775 0 0
ECHOSTAR COMMUNICATIONS CL A 278762109 32207 610565 SH SOLE S 610565 0 0
ECHOSTAR COMM 144A CVT 4.875% 01/01 278762AB5 10431 7865000 PRN SOLE I 7865000 0 0
ECHOSTAR COMM 144A CVT 4.875% 01/01 278762AB5 15995 12060000 PRN SOLE M 12060000 0 0
ECHOSTAR COMM 144A CVT 4.875% 01/01 278762AB5 106 80000 PRN SOLE T 80000 0 0
ECHOSTAR COMMUNICATIONS NOTE 4.875 1/0 278762AD1 239 180000 PRN SOLE I 180000 0 0
ECHOSTAR COMMUNICATIONS NOTE 4.875 1/0 278762AD1 12022 9065000 PRN SOLE M 9065000 0 0
ECHOSTAR COMMUNICATIONS NOTE 4.875 1/0 278762AD1 99 75000 PRN SOLE T 75000 0 0
EDISON INTL COMMON 281020107 37 1900 SH SOLE M 1900 0 0
EFFICIENT NETWORKS 144A CVT DEB 5.00% 03 282056AA8 38 60000 PRN SOLE T 60000 0 0
EIRCOM PLC ADR 28257P105 3165 351686 SH SOLE I 351686 0 0
EL PASO ENERGY CAP 4.75% CVT TRUST 283678209 14453 185000 SH SOLE M 185000 0 0
EL PASO ENERGY CORP DEL COMMON 283905107 11 176 SH SOLE I 176 0 0
ELAN PLC ADR ADR 284131208 10023 183075 SH SOLE I 183075 0 0
ELAN PLC ADR ADR 284131208 2025 36981 SH SOLE M 36981 0 0
ELANTEC SEMICONDUCTOR IN COMMON 284155108 5509 55300 SH SOLE I 55300 0 0
ELANTEC SEMICONDUCTOR IN COMMON 284155108 996 10000 SH SOLE M 10000 0 0
</TABLE>
22
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ELCOR CORP COMMON 284443108 1 100 SH SOLE I 100 0 0
ELCOR CORP COMMON 284443108 957 66000 SH SOLE M 66000 0 0
ELCOR CORP COMMON 284443108 2540 175200 SH SOLE S 175200 0 0
ELECTRO RENT CORP COMMON 285218103 13 1000 SH SOLE I 1000 0 0
ELECTRO RENT CORP COMMON 285218103 2143 168100 SH SOLE M 168100 0 0
ELECTRO RENT CORP COMMON 285218103 2454 192500 SH SOLE S 192500 0 0
ELECTRONIC ARTS INC COMMON 285512109 5362 108600 SH SOLE I 108600 0 0
ELECTRONIC ARTS INC COMMON 285512109 1748 35400 SH SOLE M 35400 0 0
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ELOYALTY CORP COMMON 290151109 13341 1046325 SH SOLE M 1046325 0 0
ELOYALTY CORP COMMON 290151109 1039 81500 SH SOLE S 81500 0 0
EMBARCADERO TECHNOLOGIES COMMON 290787100 1110 21600 SH SOLE I 21600 0 0
EMBARCADERO TECHNOLOGIES COMMON 290787100 28549 555700 SH SOLE M 555700 0 0
EMBARCADERO TECHNOLOGIES COMMON 290787100 650 12650 SH SOLE S 12650 0 0
EMBRATEL PARTICIPACOES S DEPOSITORY RECEI 29081N100 1163 62857 SH SOLE I 62857 0 0
EMBRATEL PARTICIPACOES ADR 29081N100 5123 276900 SH SOLE M 276900 0 0
EMBOTELLADORA ANDINA S A CL: A ADR 29081P204 787 62010 SH SOLE I 62010 0 0
EMERSON ELEC CO COMMON 291011104 320 4782 SH SOLE I 4782 0 0
EMERSON ELEC CO COMMON 291011104 1534 22895 SH SOLE M 22895 0 0
EMERSON ELEC CO COMMON 291011104 69 1033 SH SOLE S 1033 0 0
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ENHANCE FINL SVCS GROUP COMMON 293310108 978 75200 SH SOLE M 75200 0 0
ENHANCE FINL SVCS GROUP COMMON 293310108 2700 207700 SH SOLE S 207700 0 0
ENRON CORP COMMON 293561106 1901 21697 SH SOLE I 21697 0 0
ENRON CORP COMMON 293561106 11617 132575 SH SOLE M 132575 0 0
ENRON CORP COMMON 293561106 17858 203805 SH SOLE S 203805 0 0
ENTEGRIS INC COMMON 29362U104 281 29400 SH SOLE I 29400 0 0
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ENTERCOM COMMUNICATIONS CL A 293639100 7173 239604 SH SOLE I 239604 0 0
ENTERCOM COMMUNICATIONS CL A 293639100 8287 276800 SH SOLE M 276800 0 0
</TABLE>
23
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ENTERCOM COMMUNICATIONS CL A 293639100 716 23900 SH SOLE S 23900 0 0
ENTRAVISION COMMUNICATIO CL A 29382R107 2794 160800 SH SOLE I 160800 0 0
ENTRAVISION COMMUNICATIO CL A 29382R107 5133 295400 SH SOLE M 295400 0 0
ENTRAVISION COMMUNICATIO CL A 29382R107 514 29600 SH SOLE S 29600 0 0
ERICSSON L M TEL CO ADR 294821400 6194 418136 SH SOLE I 418136 0 0
ERICSSON L M TEL CO ADR 294821400 130 8800 SH SOLE S 8800 0 0
ESTERLINE TECHNOLOGIES C COMMON 297425100 245 12460 SH SOLE I 12460 0 0
ESTERLINE TECHNOLOGIES C COMMON 297425100 2097 106500 SH SOLE M 106500 0 0
ESTERLINE TECHNOLOGIES C COMMON 297425100 5158 262000 SH SOLE S 262000 0 0
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ETHAN ALLEN INTERIORS IN COMMON 297602104 5396 190600 SH SOLE M 190600 0 0
ETHAN ALLEN INTERIORS IN COMMON 297602104 7953 280900 SH SOLE S 280900 0 0
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EVANS & SUTHERLAND COMPU COMMON 299096107 1839 338200 SH SOLE S 338200 0 0
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EVOLVING SYS INC COMMON 30049R100 4262 655700 SH SOLE M 655700 0 0
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EXTENSITY INC COMMON 302255104 21779 1037080 SH SOLE I 1037080 0 0
EXTENSITY INC COMMON 302255104 24278 1156075 SH SOLE M 1156075 0 0
EXTENSITY INC COMMON 302255104 2291 109100 SH SOLE S 109100 0 0
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FLIR SYS INC COMMON 302445101 86 14300 SH SOLE M 14300 0 0
</TABLE>
24
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FLIR SYS INC COMMON 302445101 398 66400 SH SOLE S 66400 0 0
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FACTORY 2-U INC COMMON 303072102 13661 447000 SH SOLE M 447000 0 0
FACTORY 2-U INC COMMON 303072102 316 10350 SH SOLE S 10350 0 0
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FANSTEEL INC DEL COMMON 307260109 801 228900 SH SOLE S 228900 0 0
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FEDERAL HOME LN MTG CORP (FREDDIE MAC) 313400301 11128 205830 SH SOLE M 205830 0 0
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FEDERAL SIGNAL CORP COMMON 313855108 8 400 SH SOLE I 400 0 0
FEDERAL SIGNAL CORP COMMON 313855108 4579 230400 SH SOLE M 230400 0 0
FEDERAL SIGNAL CORP COMMON 313855108 6135 308700 SH SOLE S 308700 0 0
FEDERATED DEPT STORES COMMON 31410H101 1270 48600 SH SOLE I 48600 0 0
FEDERATED DEPT STORES COMMON 31410H101 708 27100 SH SOLE M 27100 0 0
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FERRO CORP COMMON 315405100 2049 107500 SH SOLE M 107500 0 0
FERRO CORP COMMON 315405100 5551 291200 SH SOLE S 291200 0 0
FIFTH THIRD BANCORP COMMON 316773100 497 9229 SH SOLE I 9229 0 0
FIFTH THIRD BANCORP COMMON 316773100 3251 60349 SH SOLE M 60349 0 0
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FINISAR COMMON 31787A101 1347 27850 SH SOLE M 27850 0 0
FINISAR COMMON 31787A101 5602 115800 SH SOLE S 115800 0 0
FIRST CONSULTING GROUP I COMMON 31986R103 156 28000 SH SOLE I 28000 0 0
FIRST CONSULTING GROUP I COMMON 31986R103 4050 728000 SH SOLE M 728000 0 0
FIRST CONSULTING GROUP I COMMON 31986R103 96 17250 SH SOLE S 17250 0 0
FIRST MIDWEST BANCORP DE COMMON 320867104 1102 41400 SH SOLE M 41400 0 0
FIRST MIDWEST BANCORP DE COMMON 320867104 3309 124300 SH SOLE S 124300 0 0
FIRST TENN NATL CORP COMMON 337162101 744 36400 SH SOLE M 36400 0 0
FIRST UN CORP COMMON 337358105 84 2600 SH SOLE M 2600 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRSTENERGY CORP COMMON 337932107 59 2200 SH SOLE M 2200 0 0
FLEETBOSTON FINL CORP COMMON 339030108 101 2584 SH SOLE M 2584 0 0
FLEETWOOD ENTERPRISES IN COMMON 339099103 186 13687 SH SOLE I 13687 0 0
FLEETWOOD ENTERPRISES IN COMMON 339099103 5227 385400 SH SOLE M 385400 0 0
FLEETWOOD ENTERPRISES IN COMMON 339099103 8864 653600 SH SOLE S 653600 0 0
FLOW INTL CORP COMMON 343468104 827 76000 SH SOLE M 76000 0 0
FLOW INTL CORP COMMON 343468104 2190 201400 SH SOLE S 201400 0 0
FLOWERS INDS INC COMMON 343496105 800 41000 SH SOLE I 41000 0 0
FLOWERS INDS INC COMMON 343496105 1562 80100 SH SOLE M 80100 0 0
FLOWERS INDS INC COMMON 343496105 2613 134000 SH SOLE S 134000 0 0
FLUSHING FINL CORP COMMON 343873105 183 11509 SH SOLE I 11509 0 0
FLUSHING FINL CORP COMMON 343873105 3164 199300 SH SOLE M 199300 0 0
FLUSHING FINL CORP COMMON 343873105 2748 173100 SH SOLE S 173100 0 0
FOMENTO ECONOMICO MEXICA DEPOSITORY RECEI 344419106 3739 95883 SH SOLE I 95883 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1099 43429 SH SOLE I 43429 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 5551 219285 SH SOLE M 219285 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1453 57403 SH SOLE S 57403 0 0
FOREST LABS INC COMMON 345838106 1697 14800 SH SOLE M 14800 0 0
FORRESTER RESH INC COMMON 346563109 797 12500 SH SOLE I 12500 0 0
FORRESTER RESH INC COMMON 346563109 20751 325500 SH SOLE M 325500 0 0
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FORT JAMES CORP COMMON 347471104 2293 75025 SH SOLE M 75025 0 0
FORT JAMES CORP COMMON 347471104 61 2000 SH SOLE S 2000 0 0
FORTUNE BRANDS INC COMMON 349631101 37 1400 SH SOLE M 1400 0 0
FOSTER L B CO CLASS A COMMON 350060109 465 135400 SH SOLE M 135400 0 0
FOSTER L B CO CLASS A COMMON 350060109 1343 390600 SH SOLE S 390600 0 0
FOUNDATION HEALTH SYS IN COMMON 350404109 32 1900 SH SOLE M 1900 0 0
FOUNDRY NETWORKS INC COMMON 35063R100 27 400 SH SOLE M 400 0 0
FOUNDRY NETWORKS INC COMMON 35063R100 22363 334095 SH SOLE I 334095 0 0
FOUNDRY NETWORKS INC COMMON 35063R100 6111 91290 SH SOLE M 91290 0 0
FOUNDRY NETWORKS INC COMMON 35063R100 227 3385 SH SOLE S 3385 0 0
FREEPORT-MCMORAN COPPER CL B 35671D857 30 3368 SH SOLE S 3368 0 0
FREMONT GEN CORP COMMON 357288109 846 246000 SH SOLE M 246000 0 0
FREMONT GEN CORP COMMON 357288109 2159 628100 SH SOLE S 628100 0 0
FRESENIUS MED CARE AG ADR 358029106 7392 247435 SH SOLE I 247435 0 0
FRIEDMANS INC CL A 358438109 1273 254500 SH SOLE I 254500 0 0
</TABLE>
26
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FRITZ COS INC COMMON 358846103 4 300 SH SOLE I 300 0 0
FRITZ COS INC COMMON 358846103 3173 264400 SH SOLE M 264400 0 0
FRITZ COS INC COMMON 358846103 3976 331300 SH SOLE S 331300 0 0
FULLER H B CO COMMON 359694106 2191 76200 SH SOLE M 76200 0 0
FULLER H B CO COMMON 359694106 5632 195900 SH SOLE S 195900 0 0
FULTON FINL CORP PA COMMON 360271100 303 15300 SH SOLE M 15300 0 0
FULTON FINL CORP PA COMMON 360271100 798 40300 SH SOLE S 40300 0 0
FURNITURE BRANDS INTL IN COMMON 360921100 2660 160000 SH SOLE I 160000 0 0
GPU INC COMMON 36225X100 23 700 SH SOLE M 700 0 0
GT GROUP TELECOM CL B COMM 362359408 1891 73075 SH SOLE I 73075 0 0
GT GROUP TELECOM 144A WARRANT EXP 02/0 362359408 527 39999 SOLE I 39999 0 0
GT GROUP TELECOM CL B COMM 362359408 2029 78425 SH SOLE M 78425 0 0
GT GROUP TELECOM 144A WARRANT EXP 02/0 362359408 551 41750 SOLE M 41750 0 0
GARTNER GROUP INC NEW COMMON 366651107 1827 157200 SH SOLE M 157200 0 0
GARTNER GROUP INC NEW COMMON 366651107 4996 429800 SH SOLE S 429800 0 0
GATEWAY INC COMMON 367626108 14 290 SH SOLE I 290 0 0
GEMSTAR-TV GUIDE INTL IN COMMON 36866W106 273010 3131292 SH SOLE I 3131292 0 0
GEMSTAR-TV GUIDE INTL IN COMMON 36866W106 161596 1853435 SH SOLE M 1853435 0 0
GEMSTAR-TV GUIDE INTL IN COMMON 36866W106 25642 294100 SH SOLE S 294100 0 0
GENENTECH INC COM NEW 368710406 93 500 SH SOLE M 500 0 0
GENENTECH INC COM NEW 368710406 397572 2141081 SH SOLE I 2141081 0 0
GENENTECH INC COM NEW 368710406 854 4600 SH SOLE J 4600 0 0
GENENTECH INC COM NEW 368710406 287484 1548216 SH SOLE M 1548216 0 0
GENENTECH INC COM NEW 368710406 90143 485455 SH SOLE S 485455 0 0
GENENTECH INC COM NEW 368710406 37 200 SH SOLE T 200 0 0
GENERAL CABLE CORP DEL N COMMON 369300108 228 30120 SH SOLE I 30120 0 0
GENERAL CABLE CORP DEL N COMMON 369300108 3224 426300 SH SOLE M 426300 0 0
GENERAL CABLE CORP DEL N COMMON 369300108 4032 533200 SH SOLE S 533200 0 0
GENERAL ELEC CO COMMON 369604103 179883 3118224 SH SOLE I 3118224 0 0
GENERAL ELEC CO COMMON 369604103 433 7500 SH SOLE J 7500 0 0
GENERAL ELEC CO COMMON 369604103 142094 2463175 SH SOLE M 2463175 0 0
GENERAL ELEC CO COMMON 369604103 15644 271189 SH SOLE S 271189 0 0
GENERAL MLS INC COMMON 370334104 43 1200 SH SOLE S 1200 0 0
GENERAL MTRS CORP COMMON 370442105 671 10324 SH SOLE I 10324 0 0
GENERAL MTRS CORP COMMON 370442105 3240 49847 SH SOLE M 49847 0 0
GENERAL MTRS CORP COMMON 370442105 95 1467 SH SOLE S 1467 0 0
GENERAL MTRS CORP CL H NEW 370442832 36971 994387 SH SOLE I 994387 0 0
</TABLE>
27
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL MTRS CORP CL H NEW 370442832 27043 727341 SH SOLE M 727341 0 0
GENERAL MTRS CORP CL H NEW 370442832 71112 1912646 SH SOLE S 1912646 0 0
GENERAL MTRS CORP CL H NEW 370442832 168 4510 SH SOLE T 4510 0 0
GENERAL SEMICONDUCTOR IN COMMON 370787103 11 900 SH SOLE I 900 0 0
GENERAL SEMICONDUCTOR IN COMMON 370787103 4534 372000 SH SOLE M 372000 0 0
GENERAL SEMICONDUCTOR IN COMMON 370787103 5692 467000 SH SOLE S 467000 0 0
GENESCO INC CVT DEB 5.5% 04/ 371532AL6 38 40000 PRN SOLE T 40000 0 0
GENTEX CORP COMMON 371901109 18 700 SH SOLE T 700 0 0
GENRAD INC COMMON 372447102 395 35864 SH SOLE I 35864 0 0
GENRAD INC COMMON 372447102 7368 669800 SH SOLE M 669800 0 0
GENRAD INC COMMON 372447102 8676 788700 SH SOLE S 788700 0 0
GENUINE PARTS CO COMMON 372460105 31 1600 SH SOLE M 1600 0 0
GENZYME CORP COM SURG PRODS 372917609 143 19000 SH SOLE I 19000 0 0
GENZYME CORP COM SURG PRODS 372917609 3635 484700 SH SOLE M 484700 0 0
GENZYME CORP COM SURG PRODS 372917609 84 11200 SH SOLE S 11200 0 0
GEORGIA PAC CORP COM GA PAC GRP 373298108 31 1300 SH SOLE M 1300 0 0
GERBER SCIENTIFIC INC COMMON 373730100 1858 215400 SH SOLE M 215400 0 0
GERBER SCIENTIFIC INC COMMON 373730100 3630 420900 SH SOLE S 420900 0 0
GETTY IMAGES 144A CVT 5.00% 03/15/200 374276AD5 27 35000 PRN SOLE T 35000 0 0
GILEAD SCIENCES INC COMMON 375558103 44 400 SH SOLE M 400 0 0
GILEAD SCIENCES INC COMMON 375558103 43014 392147 SH SOLE I 392147 0 0
GILEAD SCIENCES INC COMMON 375558103 13335 121575 SH SOLE M 121575 0 0
GILEAD SCIENCES INC COMMON 375558103 423 3860 SH SOLE S 3860 0 0
GILLETTE CO COMMON 375766102 93714 3035264 SH SOLE I 3035264 0 0
GILLETTE CO COMMON 375766102 299 9700 SH SOLE J 9700 0 0
GILLETTE CO COMMON 375766102 90012 2915366 SH SOLE M 2915366 0 0
GILLETTE CO COMMON 375766102 4627 149852 SH SOLE S 149852 0 0
GLOBAL INDS LTD COMMON 379336100 790 63200 SH SOLE M 63200 0 0
GLOBESPAN INC COMMON 379571102 37 300 SH SOLE M 300 0 0
GLOBESPAN INC COMMON 379571102 31303 256580 SH SOLE I 256580 0 0
GLOBESPAN INC COMMON 379571102 8704 71345 SH SOLE M 71345 0 0
GLOBESPAN INC COMMON 379571102 273 2240 SH SOLE S 2240 0 0
GOLDEN WEST FINL CORP DE COMMON 381317106 88 1650 SH SOLE M 1650 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 8885 77985 SH SOLE I 77985 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 262 2300 SH SOLE M 2300 0 0
GOODRICH B F CO COMMON 382388106 47 1200 SH SOLE M 1200 0 0
GOTO COM INC COMMON 38348T107 12687 768922 SH SOLE I 768922 0 0
</TABLE>
28
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GOTO COM INC COMMON 38348T107 16530 1001800 SH SOLE M 1001800 0 0
GOTO COM INC COMMON 38348T107 1429 86600 SH SOLE S 86600 0 0
GRANITE BROADCASTING COR COMMON 387241102 1148 250000 SH SOLE I 250000 0 0
GRANITE CONSTR INC COMMON 387328107 6506 268300 SH SOLE I 268300 0 0
GRANITE ST BANKSHARES IN COMMON 387472103 311 16500 SH SOLE M 16500 0 0
GRANITE ST BANKSHARES IN COMMON 387472103 831 44000 SH SOLE S 44000 0 0
GREAT ATLANTIC & PAC TEA COMMON 390064103 2 200 SH SOLE I 200 0 0
GREAT ATLANTIC & PAC TEA COMMON 390064103 2130 192500 SH SOLE M 192500 0 0
GREAT ATLANTIC & PAC TEA COMMON 390064103 2426 219300 SH SOLE S 219300 0 0
GREAT LAKES CHEM CORP COMMON 390568103 26 900 SH SOLE M 900 0 0
GREENPOINT FINL CORP COMMON 395384100 30 1000 SH SOLE I 1000 0 0
GREENPOINT FINL CORP COMMON 395384100 8505 287100 SH SOLE M 287100 0 0
GREENPOINT FINL CORP COMMON 395384100 11474 387300 SH SOLE S 387300 0 0
GRIFFON CORP COMMON 398433102 8 1000 SH SOLE I 1000 0 0
GRIFFON CORP COMMON 398433102 2574 340300 SH SOLE M 340300 0 0
GRIFFON CORP COMMON 398433102 3244 428900 SH SOLE S 428900 0 0
GRUPO FINANCIARO GALICIA DEPOSITORY RECEI 399909100 788 52521 SH SOLE I 52521 0 0
GRUPO TELEVISA SA DE CV GDS 40049J206 8545 148122 SH SOLE I 148122 0 0
GRUPO TELEVISA SA DE CV GDS 40049J206 1909 33100 SH SOLE L 33100 0 0
GRUPO TELEVISA SA DE CV GDS 40049J206 9012 156226 SH SOLE M 156226 0 0
GUIDANT CORP COMMON 401698105 258 3649 SH SOLE I 3649 0 0
GUIDANT CORP COMMON 401698105 1290 18250 SH SOLE M 18250 0 0
GUIDANT CORP COMMON 401698105 9890 139910 SH SOLE S 139910 0 0
GUITAR CTR INC COMMON 402040109 545 44300 SH SOLE M 44300 0 0
GUITAR CTR INC COMMON 402040109 1047 85000 SH SOLE S 85000 0 0
GYMBOREE CORP COMMON 403777105 1239 227900 SH SOLE M 227900 0 0
GYMBOREE CORP COMMON 403777105 3345 615100 SH SOLE S 615100 0 0
HNC SOFTWARE INC COMMON 40425P107 131622 1608820 SH SOLE I 1608820 0 0
HNC SOFTWARE INC COMMON 40425P107 140551 1717960 SH SOLE M 1717960 0 0
HNC SOFTWARE INC COMMON 40425P107 14518 177450 SH SOLE S 177450 0 0
HSBC HLDGS PLC ADR 404280406 4923 68944 SH SOLE I 68944 0 0
HALLIBURTON CO COMMON 406216101 695 14198 SH SOLE I 14198 0 0
HALLIBURTON CO COMMON 406216101 4890 99920 SH SOLE M 99920 0 0
HALLIBURTON CO COMMON 406216101 19254 393450 SH SOLE S 393450 0 0
HALLIBURTON CO COMMON 406216101 18 375 SH SOLE T 375 0 0
HANOVER CAP MTG HLDGS IN COMMON 410761100 813 162500 SH SOLE M 162500 0 0
HARKEN ENERGY CORP COMMON 412552101 9 15000 SH SOLE I 15000 0 0
</TABLE>
29
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HARKEN ENERGY CORP COMMON 412552101 469 750483 SH SOLE M 750483 0 0
HARKEN ENERGY CORP COMMON 412552101 201 321635 SH SOLE S 321635 0 0
HARLEY DAVIDSON INC COMMON 412822108 121 2530 SH SOLE I 2530 0 0
HARRAHS ENTMT INC COMMON 413619107 24145 878014 SH SOLE I 878014 0 0
HARRAHS ENTMT INC COMMON 413619107 8716 316935 SH SOLE M 316935 0 0
HARRAHS ENTMT INC COMMON 413619107 446 16200 SH SOLE S 16200 0 0
HARRAHS ENTMT INC COMMON 413619107 47 1715 SH SOLE T 1715 0 0
HAYES LEMMERZ INTL INC COMMON 420781106 1176 109074 SH SOLE I 109074 0 0
HAYES LEMMERZ INTL INC COMMON 420781106 1111 103044 SH SOLE M 103044 0 0
HEALTHCARE SVCS GRP INC COMMON 421906108 323 65350 SH SOLE M 65350 0 0
HEALTHCARE SVCS GRP INC COMMON 421906108 919 186100 SH SOLE S 186100 0 0
HEALTHSOUTH CORP COMMON 421924101 10 1200 SH SOLE M 1200 0 0
HEALTH MGMT ASSOC INC NE CL A 421933102 3902 187500 SH SOLE I 187500 0 0
HEALTH MGMT ASSOC INC NE CL A 421933102 978 47000 SH SOLE M 47000 0 0
HEINZ H J CO COMMON 423074103 33 900 SH SOLE M 900 0 0
HERCULES INC COMMON 427056106 16 1100 SH SOLE M 1100 0 0
HEWLETT PACKARD CO COMMON 428236103 2208 22765 SH SOLE I 22765 0 0
HEWLETT PACKARD CO COMMON 428236103 11215 115620 SH SOLE M 115620 0 0
HEWLETT PACKARD CO COMMON 428236103 320 3300 SH SOLE S 3300 0 0
HI / FN INC COMMON 428358105 341 5000 SH SOLE I 5000 0 0
HI / FN INC COMMON 428358105 8843 129800 SH SOLE M 129800 0 0
HI / FN INC COMMON 428358105 204 3000 SH SOLE S 3000 0 0
HILTON HOTEL CORP CVT DEB 5.0% 05/ 432848AL3 893 1060000 PRN SOLE M 1060000 0 0
HISPANIC BROADCASTING CO CL A 43357B104 39 1400 SH SOLE M 1400 0 0
HISPANIC BROADCASTING CO CL A 43357B104 28588 998373 SH SOLE I 998373 0 0
HISPANIC BROADCASTING CO CL A 43357B104 9808 351845 SH SOLE M 351845 0 0
HISPANIC BROADCASTING CO CL A 43357B104 312 11175 SH SOLE S 11175 0 0
HOME DEPOT INC COMMON 437076102 330482 6228172 SH SOLE I 6228172 0 0
HOME DEPOT INC COMMON 437076102 833 15700 SH SOLE J 15700 0 0
HOME DEPOT INC COMMON 437076102 269800 5084566 SH SOLE M 5084566 0 0
HOME DEPOT INC COMMON 437076102 54170 1020874 SH SOLE S 1020874 0 0
HOME DEPOT INC COMMON 437076102 64 1200 SH SOLE T 1200 0 0
HOMESTORE COM INC COMMON 437852106 51 1100 SH SOLE M 1100 0 0
HOMESTORE COM INC COMMON 437852106 44654 955175 SH SOLE I 955175 0 0
HOMESTORE COM INC COMMON 437852106 14664 313665 SH SOLE M 313665 0 0
HOMESTORE COM INC COMMON 437852106 1032 22075 SH SOLE S 22075 0 0
HOMESTORE COM INC COMMON 437852106 28 600 SH SOLE T 600 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HONDA MOTOR LTD DEPOSITORY RECEI 438128308 2955 40381 SH SOLE I 40381 0 0
HONEYWELL INTL INC COMMON 438516106 22948 644148 SH SOLE I 644148 0 0
HONEYWELL INTL INC COMMON 438516106 17745 498111 SH SOLE M 498111 0 0
HONEYWELL INTL INC COMMON 438516106 41155 1155218 SH SOLE S 1155218 0 0
HONEYWELL INTL INC COMMON 438516106 45 1275 SH SOLE T 1275 0 0
HOTJOBS COM INC COMMON 441474103 30166 1767989 SH SOLE I 1767989 0 0
HOTJOBS COM INC COMMON 441474103 30284 1774900 SH SOLE M 1774900 0 0
HOTJOBS COM INC COMMON 441474103 2694 157900 SH SOLE S 157900 0 0
HOUSEHOLD INTL INC COMMON 441815107 1 25 SH SOLE I 25 0 0
HOUSEHOLD INTL INC COMMON 441815107 68 1200 SH SOLE S 1200 0 0
HUBBELL INC CL B 443510201 774 30900 SH SOLE I 30900 0 0
HUBBELL INC CL B 443510201 5642 225100 SH SOLE M 225100 0 0
HUBBELL INC CL B 443510201 10241 408600 SH SOLE S 408600 0 0
HUDSON UNITED BANCORP COMMON 444165104 771 27911 SH SOLE I 27911 0 0
HUDSON UNITED BANCORP COMMON 444165104 13480 487969 SH SOLE M 487969 0 0
HUDSON UNITED BANCORP COMMON 444165104 16791 607813 SH SOLE S 607813 0 0
HUMAN GENOME SCIENCES IN COMMON 444903108 121 700 SH SOLE M 700 0 0
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HURCO COMPANIES INC COMMON 447324104 330 82400 SH SOLE M 82400 0 0
HURCO COMPANIES INC COMMON 447324104 949 237200 SH SOLE S 237200 0 0
HUTCHINSON TECHNOLOGY IN COMMON 448407106 432 20504 SH SOLE I 20504 0 0
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HUTCHINSON TECHNOLOGY IN COMMON 448407106 8324 395200 SH SOLE S 395200 0 0
IDT CORP COMMON 448947101 1065 27400 SH SOLE M 27400 0 0
IDT CORP COMMON 448947101 2873 73900 SH SOLE S 73900 0 0
IBP INC COMMON 449223106 27 1500 SH SOLE M 1500 0 0
IDEC PHARMACEUTICALS COR COMMON 449370105 10 55 SH SOLE I 55 0 0
IMC GLOBAL INC COMMON 449669100 2900 200000 SH SOLE I 200000 0 0
ITT INDS INC IND COMMON 450911102 837 25800 SH SOLE I 25800 0 0
ITT INDS INC IND COMMON 450911102 613 18900 SH SOLE M 18900 0 0
ITT INDS INC IND COMMON 450911102 52 1600 SH SOLE S 1600 0 0
IDEX CORP COMMON 45167R104 1238 44300 SH SOLE M 44300 0 0
IDEX CORP COMMON 45167R104 3026 108300 SH SOLE S 108300 0 0
IMCLONE SYS INC COMMON 45245W109 81156 693268 SH SOLE I 693268 0 0
</TABLE>
31
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IMCLONE SYS INC COMMON 45245W109 79917 682690 SH SOLE M 682690 0 0
IMCLONE SYS INC COMMON 45245W109 6977 59600 SH SOLE S 59600 0 0
IMMUNEX CORP NEW COMMON 452528102 39 890 SH SOLE I 890 0 0
IMMUNEX CORP NEW COMMON 452528102 153 3525 SH SOLE M 3525 0 0
IMMUNEX CORP NEW COMMON 452528102 16313 375000 SH SOLE S 375000 0 0
IMPAC MTG HLDGS INC COMMON 45254P102 850 314800 SH SOLE M 314800 0 0
IMPAC COML HLDGS INC COMMON 45254R108 2358 366300 SH SOLE M 366300 0 0
IMRGLOBAL CORPORATION COMMON 45321W106 2175 187100 SH SOLE M 187100 0 0
IMRGLOBAL CORPORATION COMMON 45321W106 5518 474700 SH SOLE S 474700 0 0
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INFINEON TECHNOLOGIES AG DEPOSITORY RECEI 45662N103 2901 61073 SH SOLE I 61073 0 0
INFINITY BROADCASTING CP CL A 45662S102 25370 768800 SH SOLE S 768800 0 0
INFORMATICA CORP COMMON 45666Q102 50600 542632 SH SOLE I 542632 0 0
INFORMATICA CORP COMMON 45666Q102 71820 770185 SH SOLE M 770185 0 0
INFORMATICA CORP COMMON 45666Q102 5544 59450 SH SOLE S 59450 0 0
INFOSYS TECHNOLOGIES ADR ADR 456788108 1858 14076 SH SOLE I 14076 0 0
INFOSPACE INC COMMON 45678T102 56283 1860595 SH SOLE I 1860595 0 0
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INKTOMI CORP COMMON 457277101 17100 150000 SH SOLE S 150000 0 0
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INTEL CORP COMMON 458140100 240325 5782245 SH SOLE I 5782245 0 0
INTEL CORP COMMON 458140100 590 14200 SH SOLE J 14200 0 0
INTEL CORP COMMON 458140100 209279 5035279 SH SOLE M 5035279 0 0
INTEL CORP COMMON 458140100 38296 921401 SH SOLE S 921401 0 0
INTEL CORP COMMON 458140100 203 4894 SH SOLE T 4894 0 0
INTERFACE INC CL A 458665106 1394 174900 SH SOLE M 174900 0 0
INTERFACE INC CL A 458665106 3646 457500 SH SOLE S 457500 0 0
INTERGRAPH CORP COMMON 458683109 6 800 SH SOLE I 800 0 0
INTERGRAPH CORP COMMON 458683109 1578 219600 SH SOLE M 219600 0 0
</TABLE>
32
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERGRAPH CORP COMMON 458683109 2437 339000 SH SOLE S 339000 0 0
INTERLINK ELECTRS COMMON 458751104 316 16300 SH SOLE I 16300 0 0
INTERLINK ELECTRS COMMON 458751104 8076 416850 SH SOLE M 416850 0 0
INTERLINK ELECTRS COMMON 458751104 172 8900 SH SOLE S 8900 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 1067 9483 SH SOLE I 9483 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 4014 35680 SH SOLE M 35680 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 120 1063 SH SOLE S 1063 0 0
INTL PAPER CO COMMON 460146103 6 221 SH SOLE I 221 0 0
INTL PAPER CO COMMON 460146103 58 2016 SH SOLE M 2016 0 0
INTERNET CAP GROUP INC COMMON 46059C106 436 25000 SH SOLE I 25000 0 0
INTERNET CAPITAL GROUP CVT DEB 5.50% 12 46059CAA4 5150 10000000 PRN SOLE M 10000000 0 0
INTERNET CAPITAL GROUP CVT DEB 5.50% 12 46059CAA4 18 35000 PRN SOLE T 35000 0 0
INTERPOOL INC COMMON 46062R108 7 600 SH SOLE I 600 0 0
INTERPOOL INC COMMON 46062R108 3802 332400 SH SOLE M 332400 0 0
INTERPOOL INC COMMON 46062R108 4943 432200 SH SOLE S 432200 0 0
INTERPUBLIC GROUP 144A NOTE 1.870 6/0 460690AG5 8480 9515000 PRN SOLE I 9515000 0 0
INTERPUBLIC GROUP 144A NOTE 1.870 6/0 460690AG5 9416 10565000 PRN SOLE M 10565000 0 0
INTERPUBLIC GROUP OF COS CVT DEB 1.87% 06 460690AJ9 174 195000 PRN SOLE I 195000 0 0
INTERPUBLIC GROUP OF COS CVT DEB 1.87% 06 460690AJ9 28926 32455000 PRN SOLE M 32455000 0 0
INTERWOVEN INC COMMON 46114T102 92543 818513 SH SOLE I 818513 0 0
INTERWOVEN INC COMMON 46114T102 128039 1132465 SH SOLE M 1132465 0 0
INTERWOVEN INC COMMON 46114T102 55401 490000 SH SOLE S 490000 0 0
INTRAWARE INC COMMON 46118M103 156 20900 SH SOLE I 20900 0 0
INTRAWARE INC COMMON 46118M103 3988 533900 SH SOLE M 533900 0 0
INTRAWARE INC COMMON 46118M103 92 12300 SH SOLE S 12300 0 0
IPRINT COM INC COMMON 462628108 3891 1111844 SH SOLE I 1111844 0 0
IPRINT COM INC COMMON 462628108 3770 1077150 SH SOLE M 1077150 0 0
IPRINT COM INC COMMON 462628108 319 91200 SH SOLE S 91200 0 0
ITRON INC COMMON 465741106 4 600 SH SOLE I 600 0 0
ITRON INC COMMON 465741106 2635 430200 SH SOLE M 430200 0 0
ITRON INC COMMON 465741106 3127 510500 SH SOLE S 510500 0 0
I2 TECHNOLOGIES INC COMMON 465754109 8 45 SH SOLE I 45 0 0
I2 TECHNOLOGIES INC COMMON 465754109 692 3700 SH SOLE M 3700 0 0
I2 TECHNOLOGIES INC COMMON 465754109 55240 295300 SH SOLE S 295300 0 0
I2 TECHNOLOGIES CVT DEB 5.25% 12/15/200 465754AF6 130 50000 PRN SOLE T 50000 0 0
JDS UNIPHASE CORP COMMON 46612J101 310252 3276594 SH SOLE I 3276594 0 0
JDS UNIPHASE CORP COMMON 46612J101 644 6800 SH SOLE J 6800 0 0
</TABLE>
33
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JDS UNIPHASE CORP COMMON 46612J101 204137 2155905 SH SOLE M 2155905 0 0
JDS UNIPHASE CORP COMMON 46612J101 46548 491600 SH SOLE S 491600 0 0
JDS UNIPHASE CORP COMMON 46612J101 14 150 SH SOLE T 150 0 0
JLG INDS INC COMMON 466210101 9 700 SH SOLE I 700 0 0
JLG INDS INC COMMON 466210101 3137 257400 SH SOLE M 257400 0 0
JLG INDS INC COMMON 466210101 4319 354400 SH SOLE S 354400 0 0
JABIL CIRCUIT INC COMMON 466313103 1192 21000 SH SOLE M 21000 0 0
JACOBS ENGR GROUP INC DE COMMON 469814107 1701 42200 SH SOLE I 42200 0 0
JACOBS ENGR GROUP INC DE COMMON 469814107 3793 94100 SH SOLE M 94100 0 0
JACOBS ENGR GROUP INC DE COMMON 469814107 3386 84000 SH SOLE S 84000 0 0
JAKKS PAC INC COMMON 47012E106 207 22000 SH SOLE I 22000 0 0
JAKKS PAC INC COMMON 47012E106 5301 563600 SH SOLE M 563600 0 0
JAKKS PAC INC COMMON 47012E106 122 13000 SH SOLE S 13000 0 0
JEFFERSON PILOT CORP COMMON 475070108 61 900 SH SOLE M 900 0 0
JFAX.COM COMMON 477366108 2897 304930 SH SOLE I 304930 0 0
JFAX.COM COMMON 477366108 1643 172950 SH SOLE M 172950 0 0
JOHNSON & JOHNSON COMMON 478160104 4231 45044 SH SOLE I 45044 0 0
JOHNSON & JOHNSON COMMON 478160104 1690 17995 SH SOLE M 17995 0 0
JOHNSON & JOHNSON COMMON 478160104 528 5621 SH SOLE S 5621 0 0
JONES APPAREL GROUP INC COMMON 480074103 973 36700 SH SOLE I 36700 0 0
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JUNIPER NETWORKS INC COMMON 48203R104 80861 369335 SH SOLE S 369335 0 0
JUNIPER NETWORKS CVT DEB 4.75% 03/15/2007 48203RAA2 21720 14325000 PRN SOLE I 14325000 0 0
JUNIPER NETWORKS CVT DEB 4.75% 03/15/2007 48203RAA2 55381 36525000 PRN SOLE M 36525000 0 0
JUNIPER NETWORKS CVT DEB 4.75% 03/15/2007 48203RAA2 152 100000 PRN SOLE T 100000 0 0
KLA-TENCOR CORP COMMON 482480100 3 65 SH SOLE I 65 0 0
KLA-TENCOR CORP COMMON 482480100 15841 384600 SH SOLE S 384600 0 0
K2 INC COMMON 482732104 8 900 SH SOLE I 900 0 0
K2 INC COMMON 482732104 3041 340300 SH SOLE M 340300 0 0
K2 INC COMMON 482732104 3798 424900 SH SOLE S 424900 0 0
KAMAN CORP CL A 483548103 13 1000 SH SOLE I 1000 0 0
KAMAN CORP CL A 483548103 2416 191400 SH SOLE M 191400 0 0
KAMAN CORP CL A 483548103 3676 291200 SH SOLE S 291200 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KANA COMMUNICATIONS COMMON 483600102 61 2759 SH SOLE I 2759 0 0
KANA COMMUNICATIONS COMMON 483600102 234 10515 SH SOLE M 10515 0 0
KEANE INC COMMON 486665102 379 21800 SH SOLE I 21800 0 0
KEANE INC COMMON 486665102 281 16155 SH SOLE M 16155 0 0
KEANE INC COMMON 486665102 28 1600 SH SOLE S 1600 0 0
KERR-MCGEE CORP CVT DEB 5.25% 02 492386AP2 8414 6745000 PRN SOLE I 6745000 0 0
KERR-MCGEE CORP CVT DEB 5.25% 02 492386AP2 39714 31835000 PRN SOLE M 31835000 0 0
KEY TECHNOLOGY INC COMMON 493143101 44 5000 SH SOLE S 5000 0 0
KEYCORP NEW COMMON 493267108 66 2600 SH SOLE M 2600 0 0
KEYNOTE SYS INC COMMON 493308100 2723 101783 SH SOLE I 101783 0 0
KEYNOTE SYS INC COMMON 493308100 5091 190300 SH SOLE M 190300 0 0
KEYNOTE SYS INC COMMON 493308100 468 17500 SH SOLE S 17500 0 0
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KIMBERLY CLARK CORP COMMON 494368103 3113 55770 SH SOLE M 55770 0 0
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KIMCO REALTY CORP COMMON 49446R109 2945 69700 SH SOLE I 69700 0 0
KINDER MORGAN ENERGY PAR UT LTD PARTNER 494550106 132 2780 SH SOLE S 2780 0 0
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KOREA TELECOM ADS (2419875) 50063P103 2018 60000 SH SOLE M 60000 0 0
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KULICKE & SOFFA INDS INC COMMON 501242101 3429 257600 SH SOLE S 257600 0 0
KYOCERA CORP DEPOSITORY RECEI 501556203 2557 17000 SH SOLE I 17000 0 0
LTV CORP NEW COMMON 501921100 1982 1510032 SH SOLE CM 1510032 0 0
LSI LOGIC CORP COMMON 502161102 13437 459400 SH SOLE S 459400 0 0
LSI LOGIC CORP NOTE 4.250 3/1 502161AD4 7415 3745000 PRN SOLE I 3745000 0 0
LSI LOGIC CORP NOTE 4.250 3/1 502161AD4 23473 11855000 PRN SOLE M 11855000 0 0
LSI LOGIC CORP NOTE 4.250 3/1 502161AD4 89 45000 PRN SOLE T 45000 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LSI LOGIC CORP CVT DEB 4.00% 02 502161AE2 706 870000 PRN SOLE M 870000 0 0
LSI LOGIC CORP CVT DEB 4.00% 02 502161AE2 32 40000 PRN SOLE T 40000 0 0
L-3 COMMUNICATIONS HLDGS COMMON 502424104 28 500 SH SOLE T 500 0 0
LA Z BOY INC COMMON 505336107 224 15400 SH SOLE M 15400 0 0
LA Z BOY INC COMMON 505336107 603 41400 SH SOLE S 41400 0 0
LABOR READY INC COM NEW 505401208 312 74600 SH SOLE M 74600 0 0
LABOR READY INC COM NEW 505401208 840 200500 SH SOLE S 200500 0 0
LADISH INC COM NEW 505754200 5699 434203 SH SOLE I 434203 0 0
LADISH INC COM NEW 505754200 716 54575 SH SOLE M 54575 0 0
LADISH INC COM NEW 505754200 1618 123300 SH SOLE S 123300 0 0
LAMAR ADVERTISING CO CL A 512815101 8522 225000 SH SOLE I 225000 0 0
LAMAR ADVERTISING CO CL A 512815101 504 13300 SH SOLE M 13300 0 0
LAMAR ADVERTISING CO NOTE 5.250 9/1 512815AF8 7083 7110000 PRN SOLE I 7110000 0 0
LAMAR ADVERTISING CO NOTE 5.250 9/1 512815AF8 24742 24835000 PRN SOLE M 24835000 0 0
LAMSON & SESSIONS CO COMMON 513696104 1340 112800 SH SOLE M 112800 0 0
LAMSON & SESSIONS CO COMMON 513696104 1894 159500 SH SOLE S 159500 0 0
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LEAR CORP COMMON 521865105 14 700 SH SOLE M 700 0 0
LECROY CORP COMMON 52324W109 14 800 SH SOLE I 800 0 0
LECROY CORP COMMON 52324W109 4255 241400 SH SOLE M 241400 0 0
LECROY CORP COMMON 52324W109 6766 383900 SH SOLE S 383900 0 0
LEGGETT & PLATT INC COMMON 524660107 30 1900 SH SOLE M 1900 0 0
LEHMAN BROS HLDGS INC COMMON 524908100 1212 8200 SH SOLE M 8200 0 0
LENNAR CORP COMMON 526057104 1152 38800 SH SOLE I 38800 0 0
LENNAR CORP COMMON 526057104 10340 348300 SH SOLE M 348300 0 0
LENNAR CORP COMMON 526057104 12965 436700 SH SOLE S 436700 0 0
LEVEL 3 COMMUNICATIONS COMMON 52729N100 15425 200000 SH SOLE S 200000 0 0
LEXICON GENETICS INC COMMON 528872104 16118 509675 SH SOLE I 509675 0 0
LEXICON GENETICS INC COMMON 528872104 14671 463910 SH SOLE M 463910 0 0
LEXICON GENETICS INC COMMON 528872104 1319 41700 SH SOLE S 41700 0 0
LEXMARK INTL NEW CL A 529771107 15 400 SH SOLE T 400 0 0
LIBBEY INC COMMON 529898108 2459 79000 SH SOLE M 79000 0 0
LIBBEY INC COMMON 529898108 2935 94300 SH SOLE S 94300 0 0
LIBERATE TECHNOLOGIES COMMON 530129105 35718 1234300 SH SOLE I 1234300 0 0
LIBERATE TECHNOLOGIES COMMON 530129105 1230 42500 SH SOLE M 42500 0 0
LIFEMINDERS INC COMMON 53220Q105 17018 741923 SH SOLE I 741923 0 0
LIFEMINDERS INC COMMON 53220Q105 20229 881900 SH SOLE M 881900 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LIFEMINDERS INC COMMON 53220Q105 1842 80300 SH SOLE S 80300 0 0
LIFEMINDERS INC COMMON 53220Q105 19 850 SH SOLE T 850 0 0
LIGHTBRIDGE INC COMMON 532226107 205 17600 SH SOLE I 17600 0 0
LIGHTBRIDGE INC COMMON 532226107 5315 457200 SH SOLE M 457200 0 0
LIGHTBRIDGE INC COMMON 532226107 124 10700 SH SOLE S 10700 0 0
LILLY ELI & CO COMMON 532457108 21708 267582 SH SOLE I 267582 0 0
LILLY ELI & CO COMMON 532457108 5150 63479 SH SOLE M 63479 0 0
LILLY ELI & CO COMMON 532457108 852 10500 SH SOLE S 10500 0 0
LINENS N THINGS INC COMMON 535679104 36782 1442424 SH SOLE I 1442424 0 0
LINENS N THINGS INC COMMON 535679104 19458 763050 SH SOLE M 763050 0 0
LINENS N THINGS INC COMMON 535679104 2412 94600 SH SOLE S 94600 0 0
LITTELFUSE INC COMMON 537008104 2330 78484 SH SOLE M 78484 0 0
LITTON INDS INC COMMON 538021106 31 700 SH SOLE M 700 0 0
LOCKHEED MARTIN CORP COMMON 539830109 58 1750 SH SOLE M 1750 0 0
LOWES COS INC COMMON 548661107 138 3085 SH SOLE I 3085 0 0
LOWES COS INC COMMON 548661107 18 400 SH SOLE T 400 0 0
LUBRIZOL CORP COMMON 549271104 12 600 SH SOLE M 600 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 3659 119728 SH SOLE I 119728 0 0
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LYDALL INC DEL COMMON 550819106 1893 165500 SH SOLE M 165500 0 0
LYDALL INC DEL COMMON 550819106 4710 411800 SH SOLE S 411800 0 0
LYNX THERAPEUTICS INC COM NEW 551812308 323 10300 SH SOLE I 10300 0 0
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LYNX THERAPEUTICS INC COM NEW 551812308 194 6200 SH SOLE S 6200 0 0
MBIA INC COMMON 55262C100 3912 55000 SH SOLE I 55000 0 0
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MBNA CORP COMMON 55262L100 20 526 SH SOLE I 526 0 0
MBNA CORP COMMON 55262L100 38500 1000000 SH SOLE S 1000000 0 0
MGIC INVT CORP WIS COMMON 552848103 43 700 SH SOLE M 700 0 0
MACDERMID INC COMMON 554273102 172 8183 SH SOLE I 8183 0 0
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MACROVISION CORP COMMON 555904101 86660 1069872 SH SOLE I 1069872 0 0
MACROVISION CORP COMMON 555904101 121083 1494855 SH SOLE M 1494855 0 0
MACROVISION CORP COMMON 555904101 9145 112900 SH SOLE S 112900 0 0
MACROMEDIA INC COMMON 556100105 26 318 SH SOLE I 318 0 0
MAGNA INTL INC SDCV 4.875 2/1 559222AG9 872 985000 PRN SOLE M 985000 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAGNETEK INC COMMON 559424106 1149 108100 SH SOLE M 108100 0 0
MAGNETEK INC COMMON 559424106 2652 249600 SH SOLE S 249600 0 0
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 242 26500 SH SOLE I 26500 0 0
MANAGEMENT NETWORK GROUP COMMON 561693102 405 19400 SH SOLE I 19400 0 0
MANAGEMENT NETWORK GROUP COMMON 561693102 10371 496800 SH SOLE M 496800 0 0
MANAGEMENT NETWORK GROUP COMMON 561693102 240 11500 SH SOLE S 11500 0 0
MANOR CARE INC NEW COMMON 564055101 28 1800 SH SOLE M 1800 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 15896 119744 SH SOLE I 119744 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 17537 132105 SH SOLE M 132105 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 1460 11000 SH SOLE S 11000 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 39 295 SH SOLE T 295 0 0
MARTIN MARIETTA MATLS IN COMMON 573284106 827 21600 SH SOLE I 21600 0 0
MARTIN MARIETTA MATLS IN COMMON 573284106 528 13800 SH SOLE M 13800 0 0
MARTIN MARIETTA MATLS IN COMMON 573284106 46 1200 SH SOLE S 1200 0 0
MATERIAL SCIENCIES CORP COMMON 576674105 925 81300 SH SOLE M 81300 0 0
MATERIAL SCIENCIES CORP COMMON 576674105 2408 211700 SH SOLE S 211700 0 0
MATSUSHITA ELEC INDL ADR 576879209 3114 11856 SH SOLE I 11856 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 233 2900 SH SOLE M 2900 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 693672 8623743 SH SOLE I 8623743 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 1239 15400 SH SOLE J 15400 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 517601 6434821 SH SOLE M 6434821 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 115357 1434125 SH SOLE S 1434125 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 44 550 SH SOLE T 550 0 0
MAXWELL TECHNOLOGIES INC COMMON 577767106 13 700 SH SOLE I 700 0 0
MAXWELL TECHNOLOGIES INC COMMON 577767106 1680 92700 SH SOLE M 92700 0 0
MAXWELL TECHNOLOGIES INC COMMON 577767106 2295 126600 SH SOLE S 126600 0 0
MAY DEPT STORES CO COMMON 577778103 2 90 SH SOLE I 90 0 0
MAY DEPT STORES CO COMMON 577778103 36 1750 SH SOLE M 1750 0 0
MCAFEE COM CORP CL A 579062100 19126 1285768 SH SOLE I 1285768 0 0
MCAFEE COM CORP CL A 579062100 21002 1411900 SH SOLE M 1411900 0 0
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MCDONALDS CORP COMMON 580135101 30549 1011979 SH SOLE I 1011979 0 0
MCDONALDS CORP COMMON 580135101 21438 710161 SH SOLE M 710161 0 0
MCDONALDS CORP COMMON 580135101 44629 1478400 SH SOLE S 1478400 0 0
MCDONALDS CORP COMMON 580135101 138 4585 SH SOLE T 4585 0 0
MCGRAW HILL COS INC COMMON 580645109 9 135 SH SOLE I 135 0 0
MCGRAW HILL COS INC COMMON 580645109 95 1500 SH SOLE M 1500 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCK COMMUNICATIONS INC COMMON 581243102 253 11200 SH SOLE I 11200 0 0
MCK COMMUNICATIONS INC COMMON 581243102 6468 285900 SH SOLE M 285900 0 0
MCK COMMUNICATIONS INC COMMON 581243102 147 6500 SH SOLE S 6500 0 0
MCLEODUSA INC CL A 582266102 52 3600 SH SOLE M 3600 0 0
MCLEODUSA INC CL A 582266102 43310 3026051 SH SOLE I 3026051 0 0
MCLEODUSA INC CL A 582266102 15661 1094235 SH SOLE M 1094235 0 0
MCLEODUSA INC CL A 582266102 420 29325 SH SOLE S 29325 0 0
MCMORAN EXPLORATION CO COMMON 582411104 29 2461 SH SOLE S 2461 0 0
MEAD CORP COMMON 582834107 526 22500 SH SOLE I 22500 0 0
MEAD CORP COMMON 582834107 360 15400 SH SOLE M 15400 0 0
MEAD CORP COMMON 582834107 30 1300 SH SOLE S 1300 0 0
MEADE INSTRUMENTS CORP COMMON 583062104 1304 64600 SH SOLE M 64600 0 0
MEADE INSTRUMENTS CORP COMMON 583062104 3464 171600 SH SOLE S 171600 0 0
MEDAREX INC COMMON 583916101 56621 482651 SH SOLE I 482651 0 0
MEDAREX INC COMMON 583916101 55380 472070 SH SOLE M 472070 0 0
MEDAREX INC COMMON 583916101 9790 83450 SH SOLE S 83450 0 0
MEDAREX INC COMMON 583916101 23 200 SH SOLE T 200 0 0
MEDALLION FINL CORP COMMON 583928106 12 700 SH SOLE I 700 0 0
MEDIACOM COMMUNICATIONS CL A 58446K105 47 2900 SH SOLE M 2900 0 0
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MEDTRONIC INC COMMON 585055106 15908 307038 SH SOLE S 307038 0 0
MEDTRONIC INC COMMON 585055106 57 1100 SH SOLE T 1100 0 0
MENTOR GRAPHICS CORP COMMON 587200106 2969 126000 SH SOLE M 126000 0 0
MENTOR GRAPHICS CORP COMMON 587200106 3261 138400 SH SOLE S 138400 0 0
MERCK & CO INC COMMON 589331107 8211 110312 SH SOLE I 110312 0 0
MERCK & CO INC COMMON 589331107 738 9920 SH SOLE M 9920 0 0
MERCK & CO INC COMMON 589331107 82 1100 SH SOLE S 1100 0 0
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MERCURY INTERACTIVE CORP COMMON 589405109 94681 604025 SH SOLE M 604025 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MERCURY INTERACTIVE CORP COMMON 589405109 8167 52100 SH SOLE S 52100 0 0
MERCURY INTERACTIVE CORP NOTE 4.750 7/0 589405AA7 8146 5260000 PRN SOLE I 5260000 0 0
MERCURY INTERACTIVE CORP NOTE 4.750 7/0 589405AA7 11825 7635000 PRN SOLE M 7635000 0 0
MERCURY INTERACTIVE CORP NOTE 4.750 7/0 589405AA7 108 70000 PRN SOLE T 70000 0 0
MEREDITH CORP COMMON 589433101 926 31400 SH SOLE I 31400 0 0
MEREDITH CORP COMMON 589433101 6694 226900 SH SOLE M 226900 0 0
MEREDITH CORP COMMON 589433101 9484 321500 SH SOLE S 321500 0 0
MERRILL LYNCH & CO INC COMMON 590188108 18056 273575 SH SOLE I 273575 0 0
MERRILL LYNCH & CO INC COMMON 590188108 12865 194930 SH SOLE M 194930 0 0
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MESA AIR GROUP INC COMMON 590479101 1193 218200 SH SOLE M 218200 0 0
MESA AIR GROUP INC COMMON 590479101 1719 314400 SH SOLE S 314400 0 0
METROMEDIA FIBER NETWORK CL A 591689104 51 2100 SH SOLE M 2100 0 0
METROMEDIA FIBER NETWORK CL A 591689104 49665 2042772 SH SOLE I 2042772 0 0
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MICROSOFT CORP COMMON 594918104 213466 3539330 SH SOLE I 3539330 0 0
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MICROCHIP TECHNOLOGY INC COMMON 595017104 22317 675000 SH SOLE S 675000 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 22 675 SH SOLE T 675 0 0
MICROMUSE INC COMMON 595094103 113852 566602 SH SOLE I 566602 0 0
MICROMUSE INC COMMON 595094103 142143 707400 SH SOLE M 707400 0 0
MICROMUSE INC COMMON 595094103 12016 59800 SH SOLE S 59800 0 0
MICRON TECHNOLOGY INC COMMON 595112103 1 25 SH SOLE I 25 0 0
MICRON TECHNOLOGY INC COMMON 595112103 1076 23400 SH SOLE M 23400 0 0
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MIDWAY GAMES INC COMMON 598148104 170 24257 SH SOLE I 24257 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MIDWAY GAMES INC COMMON 598148104 2156 308000 SH SOLE M 308000 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTHERN TR CORP COMMON 665859104 107 1200 SH SOLE M 1200 0 0
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</TABLE>
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<TABLE>
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ORACLE CORP COMMON 68389X105 57360 728375 SH SOLE S 728375 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PAYCHEX INC COMMON 704326107 79 1500 SH SOLE M 1500 0 0
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</TABLE>
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<TABLE>
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</TABLE>
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<TABLE>
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PRIDE INTL INC COMMON 741932107 11327 427420 SH SOLE S 427420 0 0
PROCTER & GAMBLE CO COMMON 742718109 31 465 SH SOLE I 465 0 0
PROCTER & GAMBLE CO COMMON 742718109 429 6400 SH SOLE M 6400 0 0
PROCTER & GAMBLE CO COMMON 742718109 281 4200 SH SOLE S 4200 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROFIT RECOVERY GROUP IN COMMON 743168106 4 400 SH SOLE I 400 0 0
PROFIT RECOVERY GROUP IN COMMON 743168106 2236 226400 SH SOLE M 226400 0 0
PROFIT RECOVERY GROUP IN COMMON 743168106 2578 261100 SH SOLE S 261100 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 495052 6046431 SH SOLE I 6046431 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 1277 15600 SH SOLE J 15600 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 401776 4907192 SH SOLE M 4907192 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 60901 743830 SH SOLE S 743830 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 48 585 SH SOLE T 585 0 0
PROSOFTTRAINING COM INC COMMON 743477101 245 17200 SH SOLE I 17200 0 0
PROSOFTTRAINING COM INC COMMON 743477101 6407 449600 SH SOLE M 449600 0 0
PROSOFTTRAINING COM INC COMMON 743477101 149 10450 SH SOLE S 10450 0 0
PROTEIN DESIGN LABS INC COMMON 74369L103 50257 417069 SH SOLE I 417069 0 0
PROTEIN DESIGN LABS INC COMMON 74369L103 40080 332610 SH SOLE M 332610 0 0
PROTEIN DESIGN LABS INC COMMON 74369L103 3952 32800 SH SOLE S 32800 0 0
PROVIDIAN FINL CORP COMMON 74406A102 291688 2296755 SH SOLE I 2296755 0 0
PROVIDIAN FINL CORP COMMON 74406A102 800 6300 SH SOLE J 6300 0 0
PROVIDIAN FINL CORP COMMON 74406A102 242976 1913196 SH SOLE M 1913196 0 0
PROVIDIAN FINL CORP COMMON 74406A102 89724 706485 SH SOLE S 706485 0 0
PROVIDIAN FINL CORP COMMON 74406A102 57 450 SH SOLE T 450 0 0
PROVIDIAN FINL CORP NOTE 3.250 8/1 74406AAA0 6908 6175000 PRN SOLE I 6175000 0 0
PROVIDIAN FINL CORP NOTE 3.250 8/1 74406AAA0 24020 21470000 PRN SOLE M 21470000 0 0
PROXICOM INC COMMON 744282104 13537 694207 SH SOLE I 694207 0 0
PROXICOM INC COMMON 744282104 15430 791300 SH SOLE M 791300 0 0
PROXICOM INC COMMON 744282104 1367 70100 SH SOLE S 70100 0 0
PRUDENTIAL PLC ADR 74435K204 3257 117843 SH SOLE I 117843 0 0
PUGET SOUND ENERGY INC COMMON 745332106 20 800 SH SOLE M 800 0 0
PULTE CORP COMMON 745867101 13 400 SH SOLE M 400 0 0
QLT INC COMMON 746927102 18718 264100 SH SOLE S 264100 0 0
QLOGIC CORP COMMON 747277101 173 1965 SH SOLE I 1965 0 0
QUAKER CHEM CORP COMMON 747316107 2 100 SH SOLE I 100 0 0
QUAKER CHEM CORP COMMON 747316107 2244 132000 SH SOLE M 132000 0 0
QUAKER CHEM CORP COMMON 747316107 3230 190000 SH SOLE S 190000 0 0
QUALCOMM INC COMMON 747525103 57527 807391 SH SOLE I 807391 0 0
QUALCOMM INC COMMON 747525103 9663 135615 SH SOLE M 135615 0 0
QUALCOMM INC COMMON 747525103 859 12060 SH SOLE S 12060 0 0
QUANTA SERVICES COMMON 74762E102 22822 829876 SH SOLE K 829876 0 0
QUANTA SVCS INC NOTE 4.000 7/0 74762EAA0 5552 6995000 PRN SOLE I 6995000 0 0
</TABLE>
49
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUANTA SVCS INC NOTE 4.000 7/0 74762EAA0 16728 21075000 PRN SOLE M 21075000 0 0
QUANTUM CORP COM DSSG 747906204 228 15124 SH SOLE I 15124 0 0
QUANTUM CORP COM DSSG 747906204 2155 143100 SH SOLE M 143100 0 0
QUANTUM CORP COM DSSG 747906204 5840 387700 SH SOLE S 387700 0 0
QUEST SOFTWARE INC COMMON 74834T103 37049 596516 SH SOLE I 596516 0 0
QUEST SOFTWARE INC COMMON 74834T103 34659 558025 SH SOLE M 558025 0 0
QUEST SOFTWARE INC COMMON 74834T103 3509 56500 SH SOLE S 56500 0 0
QUICKSILVER RESOURCES IN COMMON 74837R104 12942 1327405 SH SOLE M 1327405 0 0
QUINTUS CORP COMMON 748798105 123 14400 SH SOLE I 14400 0 0
QUINTUS CORP COMMON 748798105 3164 369500 SH SOLE M 369500 0 0
QUINTUS CORP COMMON 748798105 63 7400 SH SOLE S 7400 0 0
QWEST COMMUNICATIONS INT COMMON 749121109 31 645 SH SOLE I 645 0 0
R & B FALCON CORP COMMON 74912E101 1698 60900 SH SOLE M 60900 0 0
RPM INC OHIO COMMON 749685103 4033 445000 SH SOLE I 445000 0 0
RADIO ONE INC CL A 75040P108 7286 876497 SH SOLE I 876497 0 0
RADIO ONE INC CL A 75040P108 6932 833900 SH SOLE M 833900 0 0
RADIO ONE INC CL A 75040P108 608 73100 SH SOLE S 73100 0 0
RADIO ONE INC CL D NON VTG 75040P405 10488 1485040 SH SOLE I 1485040 0 0
RADIO ONE INC CL D NON VTG 75040P405 11126 1575350 SH SOLE M 1575350 0 0
RADIO ONE INC CL D NON VTG 75040P405 1052 148900 SH SOLE S 148900 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 83 1200 SH SOLE M 1200 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 94180 1357544 SH SOLE I 1357544 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 18124 261240 SH SOLE M 261240 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 609 8775 SH SOLE S 8775 0 0
RATIONAL SOFTWARE CORP NOTE 5.000 2/0 75409PAA1 11278 5435000 PRN SOLE I 5435000 0 0
RATIONAL SOFTWARE CORP NOTE 5.000 2/0 75409PAA1 15801 7615000 PRN SOLE M 7615000 0 0
RATIONAL SOFTWARE CVT. DEB 5.00% 2 75409PAC7 280 135000 PRN SOLE I 135000 0 0
RATIONAL SOFTWARE CVT. DEB 5.00% 2 75409PAC7 114 55000 PRN SOLE M 55000 0 0
RAYTHEON CO CL B 755111408 11 400 SH SOLE M 400 0 0
RAZORFISH INC CL A 755236106 19042 1843697 SH SOLE I 1843697 0 0
RAZORFISH INC CL A 755236106 16333 1581375 SH SOLE M 1581375 0 0
RAZORFISH INC CL A 755236106 1248 120874 SH SOLE S 120874 0 0
READ-RITE CORP COMMON 755246105 19660 1747599 SH SOLE I 1747599 0 0
READ-RITE CORP COMMON 755246105 30696 2728515 SH SOLE M 2728515 0 0
READ-RITE CORP COMMON 755246105 17496 1555200 SH SOLE S 1555200 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 1148 32500 SH SOLE I 32500 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 812 23000 SH SOLE M 23000 0 0
</TABLE>
50
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
READERS DIGEST ASSN INC CL A NON VTG 755267101 74 2100 SH SOLE S 2100 0 0
REALNETWORKS INC COMMON 75605L104 449 11300 SH SOLE M 11300 0 0
REALNETWORKS INC COMMON 75605L104 1791 45050 SH SOLE S 45050 0 0
REDBACK NETWORKS CVT DEB 5.00% 04/01/200 757209AB7 6215 5605000 PRN SOLE I 5605000 0 0
REDBACK NETWORKS CVT DEB 5.00% 04/01/200 757209AB7 18305 16510000 PRN SOLE M 16510000 0 0
REDBACK NETWORKS CVT DEB 5.00% 04/01/200 757209AB7 111 100000 PRN SOLE T 100000 0 0
REGIONS FINL CORP COMMON 758940100 48 2100 SH SOLE M 2100 0 0
RELIANT ENERGY INC COMMON 75952J108 146 3142 SH SOLE I 3142 0 0
RESEARCH IN MOTION LTD COMMON 760975102 557 5650 SH SOLE M 5650 0 0
RESEARCH IN MOTION LTD COMMON 760975102 2351 23850 SH SOLE S 23850 0 0
RESTORATION HARDWARE INC COMMON 760981100 212 60600 SH SOLE M 60600 0 0
RESTORATION HARDWARE INC COMMON 760981100 575 164300 SH SOLE S 164300 0 0
RETEK INC COMMON 76128Q109 31148 587692 SH SOLE I 587692 0 0
RETEK INC COMMON 76128Q109 33219 626775 SH SOLE M 626775 0 0
RETEK INC COMMON 76128Q109 5319 100350 SH SOLE S 100350 0 0
REYNOLDS & REYNOLDS CO CL A 761695105 479 24100 SH SOLE I 24100 0 0
REYNOLDS & REYNOLDS CO CL A 761695105 2047 103000 SH SOLE M 103000 0 0
REYNOLDS & REYNOLDS CO CL A 761695105 4530 227900 SH SOLE S 227900 0 0
RICHARDSON ELECTRS LTD COMMON 763165107 2065 123300 SH SOLE M 123300 0 0
RICHARDSON ELECTRS LTD COMMON 763165107 2440 145700 SH SOLE S 145700 0 0
RITA MED SYS INC DEL COMMON 76774E103 192 17200 SH SOLE I 17200 0 0
RITA MED SYS INC DEL COMMON 76774E103 4942 443000 SH SOLE M 443000 0 0
RITA MED SYS INC DEL COMMON 76774E103 113 10150 SH SOLE S 10150 0 0
ROBERT HALF INTL INC COMMON 770323103 1616 46600 SH SOLE M 46600 0 0
ROHM & HAAS CO COMMON 775371107 314 10800 SH SOLE I 10800 0 0
ROHM & HAAS CO COMMON 775371107 314 10800 SH SOLE M 10800 0 0
ROHM & HAAS CO COMMON 775371107 17 600 SH SOLE S 600 0 0
ROSLYN BANCORP INC COMMON 778162107 4 200 SH SOLE I 200 0 0
ROSLYN BANCORP INC COMMON 778162107 3998 178700 SH SOLE M 178700 0 0
ROSLYN BANCORP INC COMMON 778162107 3564 159300 SH SOLE S 159300 0 0
ROSTELECOM OPEN JT STK L ADR 778529107 100 11325 SH SOLE I 11325 0 0
ROSTELECOM OPEN JT STK L ADR 778529107 57 6450 SH SOLE M 6450 0 0
ROWAN COS INC COMMON 779382100 928 32000 SH SOLE M 32000 0 0
ROYAL DUTCH PETE CO NY SHARES 780257804 8515 142065 SH SOLE I 142065 0 0
ROYAL DUTCH PETE CO NY SHARES 780257804 9672 161374 SH SOLE M 161374 0 0
ROYAL DUTCH PETE CO NY SHARES 780257804 390 6500 SH SOLE S 6500 0 0
RUDOLPH TECHNOLOGIES INC COMMON 781270103 348 10400 SH SOLE I 10400 0 0
</TABLE>
51
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RUDOLPH TECHNOLOGIES INC COMMON 781270103 9008 269400 SH SOLE M 269400 0 0
RUDOLPH TECHNOLOGIES INC COMMON 781270103 211 6300 SH SOLE S 6300 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 3390 67802 SH SOLE I 67802 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 16593 331860 SH SOLE M 331860 0 0
SBC COMMUNICATIONS INC COMMON 78387G103 485 9700 SH SOLE S 9700 0 0
SCI SYS INC CVT DEB 3.00% 03 783890AF3 5665 5630000 PRN SOLE I 5630000 0 0
SCI SYS INC CVT DEB 3.00% 03 783890AF3 32165 31965000 PRN SOLE M 31965000 0 0
SDL INC COMMON 784076101 15 50 SH SOLE I 50 0 0
SDL INC COMMON 784076101 2969 9600 SH SOLE M 9600 0 0
SDL INC COMMON 784076101 3851 12450 SH SOLE S 12450 0 0
SED INTERNATIONAL HLDGS COMMON 784109100 278 101000 SH SOLE M 101000 0 0
SED INTERNATIONAL HLDGS COMMON 784109100 771 280500 SH SOLE S 280500 0 0
SLI INC COMMON 78442T108 4 500 SH SOLE I 500 0 0
SLI INC COMMON 78442T108 1648 225300 SH SOLE M 225300 0 0
SLI INC COMMON 78442T108 2859 391000 SH SOLE S 391000 0 0
SPDR TR UNIT SER 1 78462F103 74 515 SH SOLE T 515 0 0
SABA SOFTWARE INC COMMON 784932105 8981 320756 SH SOLE I 320756 0 0
SABA SOFTWARE INC COMMON 784932105 7916 282700 SH SOLE M 282700 0 0
SABA SOFTWARE INC COMMON 784932105 672 24000 SH SOLE S 24000 0 0
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SAFECO CORP COMMON 786429100 35 1300 SH SOLE M 1300 0 0
SAFEGUARD SCIENT CVT DEB 5.00% 06/15/200 786449AE8 10300 10110000 PRN SOLE M 10110000 0 0
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SAFEWAY INC COM NEW 786514208 135 2900 SH SOLE M 2900 0 0
SAFEWAY INC COM NEW 786514208 16565 354800 SH SOLE S 354800 0 0
SAFEWAY INC COM NEW 786514208 70 1500 SH SOLE T 1500 0 0
ST PAUL COS INC COMMON 792860108 35 700 SH SOLE M 700 0 0
SAKS INC COMMON 79377W108 17 1700 SH SOLE M 1700 0 0
SALIENT 3 COMMUNICATIONS CL A 794721100 158 61700 SH SOLE M 61700 0 0
SALIENT 3 COMMUNICATIONS CL A 794721100 457 178300 SH SOLE S 178300 0 0
SAN PAOLO-IMI S P A DEPOSITORY RECEI 799175104 3896 119637 SH SOLE I 119637 0 0
SANDISK CORP COMMON 80004C101 7 100 SH SOLE I 100 0 0
SANDISK CORP COMMON 80004C101 1569 23500 SH SOLE M 23500 0 0
SANGAMO BIOSCIENCES INC COMMON 800677106 136 3500 SH SOLE I 3500 0 0
SANGAMO BIOSCIENCES INC COMMON 800677106 3414 88100 SH SOLE M 88100 0 0
SANGAMO BIOSCIENCES INC COMMON 800677106 74 1900 SH SOLE S 1900 0 0
SAP AKTIENGESELLSCHAFT DEPOSITORY RECEI 803054204 6647 108079 SH SOLE I 108079 0 0
</TABLE>
52
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SAPPI LTD ADR 803069202 856 117000 SH SOLE M 117000 0 0
SCHEIN HENRY INC COMMON 806407102 1493 74860 SH SOLE I 74860 0 0
SCHEIN HENRY INC COMMON 806407102 9197 461300 SH SOLE M 461300 0 0
SCHEIN HENRY INC COMMON 806407102 8773 440000 SH SOLE S 440000 0 0
SCHERING PLOUGH CORP COMMON 806605101 6002 129070 SH SOLE I 129070 0 0
SCHERING PLOUGH CORP COMMON 806605101 2805 60315 SH SOLE M 60315 0 0
SCHERING PLOUGH CORP COMMON 806605101 64 1385 SH SOLE S 1385 0 0
SCHLUMBERGER LTD COMMON 806857108 1051 12770 SH SOLE I 12770 0 0
SCHLUMBERGER LTD COMMON 806857108 5339 64865 SH SOLE M 64865 0 0
SCHLUMBERGER LTD COMMON 806857108 13304 161633 SH SOLE S 161633 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 343527 9676810 SH SOLE I 9676810 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 918 25850 SH SOLE J 25850 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 287389 8095476 SH SOLE M 8095476 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 110892 3123706 SH SOLE S 3123706 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 66 1867 SH SOLE T 1867 0 0
SCIENT CORP COMMON 80864H109 38 1800 SH SOLE M 1800 0 0
SCIENT CORP COMMON 80864H109 42358 2023061 SH SOLE I 2023061 0 0
SCIENT CORP COMMON 80864H109 20329 970925 SH SOLE M 970925 0 0
SCIENT CORP COMMON 80864H109 1385 66165 SH SOLE S 66165 0 0
SEA CONTAINERS LTD CL A 811371707 2 100 SH SOLE I 100 0 0
SEA CONTAINERS LTD CL A 811371707 2058 88300 SH SOLE M 88300 0 0
SEA CONTAINERS LTD CL A 811371707 3122 133900 SH SOLE S 133900 0 0
SEAGRAM LTD COMMON 811850106 23 400 SH SOLE M 400 0 0
SEARS ROEBUCK & CO COMMON 812387108 35 1073 SH SOLE I 1073 0 0
SEARS ROEBUCK & CO COMMON 812387108 49 1500 SH SOLE M 1500 0 0
SELECTICA INC COMMON 816288104 31433 788295 SH SOLE I 788295 0 0
SELECTICA INC COMMON 816288104 31315 785335 SH SOLE M 785335 0 0
SELECTICA INC COMMON 816288104 2927 73400 SH SOLE S 73400 0 0
SEMTECH CORP COMMON 816850101 66863 1616014 SH SOLE I 1616014 0 0
SEMTECH CORP COMMON 816850101 80447 1944335 SH SOLE M 1944335 0 0
SEMTECH CORP COMMON 816850101 6455 156000 SH SOLE S 156000 0 0
SEMTECH CORP COMMON 816850101 21 500 SH SOLE T 500 0 0
SEPRACOR INC COMMON 817315104 98 800 SH SOLE M 800 0 0
SEPRACOR INC COMMON 817315104 86435 704517 SH SOLE I 704517 0 0
SEPRACOR INC COMMON 817315104 25835 210575 SH SOLE M 210575 0 0
SEPRACOR INC COMMON 817315104 813 6625 SH SOLE S 6625 0 0
SEPRACOR INC 144A CVT DEB 5.00% 02 817315AJ3 17657 11850000 PRN SOLE I 11850000 0 0
</TABLE>
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<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SEPRACOR INC 144A CVT DEB 5.00% 02 817315AJ3 9596 6440000 PRN SOLE M 6440000 0 0
SEPRACOR INC SDCV 5.000 2/1 817315AL8 329 220000 PRN SOLE I 220000 0 0
SEPRACOR INC SDCV 5.000 2/1 817315AL8 14077 9400000 PRN SOLE M 9400000 0 0
SHELL TRANS & TRADING PL DEPOSITORY RECEI 822703609 3518 71894 SH SOLE I 71894 0 0
SHERWIN WILLIAMS CO COMMON 824348106 38 1800 SH SOLE M 1800 0 0
SHOPKO STORES INC COMMON 824911101 177 17072 SH SOLE I 17072 0 0
SHOPKO STORES INC COMMON 824911101 1830 176400 SH SOLE M 176400 0 0
SHOPKO STORES INC COMMON 824911101 3710 357600 SH SOLE S 357600 0 0
SIEBEL SYS INC COMMON 826170102 735 6600 SH SOLE M 6600 0 0
SIEBEL SYS INC COMMON 826170102 1491158 13396143 SH SOLE I 13396143 0 0
SIEBEL SYS INC COMMON 826170102 1803 16200 SH SOLE J 16200 0 0
SIEBEL SYS INC COMMON 826170102 896308 8052180 SH SOLE M 8052180 0 0
SIEBEL SYS INC COMMON 826170102 186561 1676015 SH SOLE S 1676015 0 0
SIEBEL SYS INC COMMON 826170102 45 400 SH SOLE T 400 0 0
SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 18354 3750000 PRN SOLE I 3750000 0 0
SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 17571 3590000 PRN SOLE M 3590000 0 0
SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 343 70000 PRN SOLE T 70000 0 0
SIEBEL SYSTEMS CVT DEB 5.50% 09 826170AC6 28094 5740000 PRN SOLE M 5740000 0 0
SIGMA ALDRICH CORP COMMON 826552101 23 700 SH SOLE M 700 0 0
SILICON IMAGE INC COMMON 82705T102 29229 1177980 SH SOLE I 1177980 0 0
SILICON IMAGE INC COMMON 82705T102 29308 1181175 SH SOLE M 1181175 0 0
SILICON IMAGE INC COMMON 82705T102 11121 448200 SH SOLE S 448200 0 0
SILICON IMAGE INC COMMON 82705T102 17 700 SH SOLE T 700 0 0
SIRIUS SATELLITE RADIO I COMMON 82966U103 663 12532 SH SOLE I 12532 0 0
SIRIUS SATELLITE RADIO I COMMON 82966U103 384 7267 SH SOLE M 7267 0 0
SIZZLER INTL INC COMMON 830139101 280 172600 SH SOLE M 172600 0 0
SIZZLER INTL INC COMMON 830139101 863 531100 SH SOLE S 531100 0 0
SKILLSOFT CORP COMMON 83066P101 424 23100 SH SOLE I 23100 0 0
SKILLSOFT CORP COMMON 83066P101 10858 590900 SH SOLE M 590900 0 0
SKILLSOFT CORP COMMON 83066P101 251 13650 SH SOLE S 13650 0 0
SMARTDISK CORP COMMON 83169Q105 233 16200 SH SOLE I 16200 0 0
SMARTDISK CORP COMMON 83169Q105 5963 414800 SH SOLE M 414800 0 0
SMARTDISK CORP COMMON 83169Q105 137 9550 SH SOLE S 9550 0 0
SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 26088 550663 SH SOLE I 550663 0 0
SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 25490 538050 SH SOLE M 538050 0 0
SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 2885 60900 SH SOLE S 60900 0 0
SMITH INTL INC COMMON 832110100 571 7000 SH SOLE M 7000 0 0
</TABLE>
54
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SMITHKLINE BEECHAM PLC ADR 832378301 5913 86165 SH SOLE I 86165 0 0
SMURFIT-STONE CONTAINER COMMON 832727101 4 304 SH SOLE I 304 0 0
SMURFIT-STONE CONTAINER COMMON 832727101 24 2000 SH SOLE M 2000 0 0
SNAP ON INC COMMON 833034101 26 1100 SH SOLE M 1100 0 0
SOCKET COMMUNICATIONS IN COMMON 833672108 270 17400 SH SOLE I 17400 0 0
SOCKET COMMUNICATIONS IN COMMON 833672108 6921 446500 SH SOLE M 446500 0 0
SOCKET COMMUNICATIONS IN COMMON 833672108 166 10700 SH SOLE S 10700 0 0
SOFTWARE COM INC COMMON 83402P104 51284 282654 SH SOLE I 282654 0 0
SOFTWARE COM INC COMMON 83402P104 59025 325320 SH SOLE M 325320 0 0
SOFTWARE COM INC COMMON 83402P104 48680 268300 SH SOLE S 268300 0 0
SOLECTRON CORP COMMON 834182107 17214 373214 SH SOLE I 373214 0 0
SOLECTRON CORP COMMON 834182107 3377 73210 SH SOLE M 73210 0 0
SOLECTRON CORP COMMON 834182107 92 2000 SH SOLE S 2000 0 0
SOLUTIA INC COMMON 834376105 1071 94122 SH SOLE I 94122 0 0
SOLUTIA INC COMMON 834376105 2199 193300 SH SOLE M 193300 0 0
SOLUTIA INC COMMON 834376105 4010 352500 SH SOLE S 352500 0 0
SONERA GROUP PLC ADR 835433202 3296 130538 SH SOLE I 130538 0 0
SONERA GROUP PLC ADR 835433202 8 300 SH SOLE M 300 0 0
SONIC AUTOMOTIVE INC CL:A 83545G102 1784 209116 SH SOLE I 209116 0 0
SONIC AUTOMOTIVE INC CL:A 83545G102 10379 1216679 SH SOLE K 1216679 0 0
SONIC AUTOMOTIVE INC CL:A 83545G102 811 95053 SH SOLE M 95053 0 0
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SOTHEBYS HLDGS INC CL A 835898107 7343 295200 SH SOLE S 295200 0 0
SONUS NETWORKS INC COMMON 835916107 63 500 SH SOLE M 500 0 0
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SOUTHWEST AIRLS CO COMMON 844741108 231912 9563385 SH SOLE I 9563385 0 0
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SPACELABS MED INC COMMON 846247104 203 20513 SH SOLE I 20513 0 0
SPACELABS MED INC COMMON 846247104 2003 202800 SH SOLE M 202800 0 0
</TABLE>
55
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPACELABS MED INC COMMON 846247104 3056 309500 SH SOLE S 309500 0 0
SPANISH BROADCASTING SYS CL A 846425882 9784 832650 SH SOLE I 832650 0 0
SPANISH BROADCASTING SYS CL A 846425882 17875 1521250 SH SOLE M 1521250 0 0
SPANISH BROADCASTING SYS CL A 846425882 1679 142900 SH SOLE S 142900 0 0
SPECTRASITE HLDGS INC COMMON 84760T100 71 3800 SH SOLE M 3800 0 0
SPECTRASITE HLDGS INC COMMON 84760T100 63227 3406148 SH SOLE I 3406148 0 0
SPECTRASITE HLDGS INC COMMON 84760T100 32537 1752860 SH SOLE M 1752860 0 0
SPECTRASITE HLDGS INC COMMON 84760T100 1982 106750 SH SOLE S 106750 0 0
SPIEGEL INC CL A 848457107 863 123300 SH SOLE M 123300 0 0
SPIEGEL INC CL A 848457107 1429 204200 SH SOLE S 204200 0 0
SPRINT CORP COM FON GROUP 852061100 2341 79879 SH SOLE I 79879 0 0
SPRINT CORP COM FON GROUP 852061100 2870 97900 SH SOLE M 97900 0 0
SPRINT CORP COM FON GROUP 852061100 70 2400 SH SOLE S 2400 0 0
SPRINT CORP PCS COM SER 1 852061506 226 6451 SH SOLE I 6451 0 0
SPRINT CORP PCS COM SER 1 852061506 785 22375 SH SOLE M 22375 0 0
SPRINT CORP PCS COM SER 1 852061506 18679 532735 SH SOLE S 532735 0 0
SPRINT CORP PCS COM SER 1 852061506 52 1470 SH SOLE T 1470 0 0
STANDARD MICROSYSTEMS CO COMMON 853626109 9 400 SH SOLE I 400 0 0
STANDARD MICROSYSTEMS CO COMMON 853626109 7602 348500 SH SOLE M 348500 0 0
STANDARD MICROSYSTEMS CO COMMON 853626109 7532 345300 SH SOLE S 345300 0 0
STANLEY WKS COMMON 854616109 15 654 SH SOLE M 654 0 0
STARBUCKS CORP COMMON 855244109 513 12800 SH SOLE M 12800 0 0
STARMEDIA NETWORK INC COMMON 855546107 5 700 SH SOLE M 700 0 0
STARMEDIA NETWORK INC COMMON 855546107 4090 545352 SH SOLE I 545352 0 0
STARMEDIA NETWORK INC COMMON 855546107 1348 179745 SH SOLE M 179745 0 0
STARMEDIA NETWORK INC COMMON 855546107 47 6295 SH SOLE S 6295 0 0
STERICYCLE INC COMMON 858912108 894 36500 SH SOLE I 36500 0 0
STERICYCLE INC COMMON 858912108 23025 939800 SH SOLE M 939800 0 0
STERICYCLE INC COMMON 858912108 529 21600 SH SOLE S 21600 0 0
STERLING BANCORP COMMON 859158107 20 1000 SH SOLE I 1000 0 0
STERLING BANCORP COMMON 859158107 2122 108805 SH SOLE M 108805 0 0
STERLING BANCORP COMMON 859158107 3255 166915 SH SOLE S 166915 0 0
STILWELL FINL INC COMMON 860831106 346303 7960978 SH SOLE I 7960978 0 0
STILWELL FINL INC COMMON 860831106 992 22800 SH SOLE J 22800 0 0
STILWELL FINL INC COMMON 860831106 293246 6741280 SH SOLE M 6741280 0 0
STILWELL FINL INC COMMON 860831106 78975 1815510 SH SOLE S 1815510 0 0
STILWELL FINL INC COMMON 860831106 39 900 SH SOLE T 900 0 0
</TABLE>
56
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STMICROELECTRONICS N V COMMON 861012102 4089 85856 SH SOLE I 85856 0 0
STORAGENETWORKS INC COMMON 86211E103 31 300 SH SOLE M 300 0 0
STORAGENETWORKS INC COMMON 86211E103 27131 265501 SH SOLE I 265501 0 0
STORAGENETWORKS INC COMMON 86211E103 8229 80530 SH SOLE M 80530 0 0
STORAGENETWORKS INC COMMON 86211E103 273 2670 SH SOLE S 2670 0 0
SUMMIT BANCORP COMMON 866005101 52 1500 SH SOLE M 1500 0 0
SUN MICROSYSTEMS INC COMMON 866810104 2675 22912 SH SOLE I 22912 0 0
SUN MICROSYSTEMS INC COMMON 866810104 7525 64455 SH SOLE M 64455 0 0
SUN MICROSYSTEMS INC COMMON 866810104 72190 618330 SH SOLE S 618330 0 0
SUNGARD DATA SYS INC COMMON 867363103 8134 190000 SH SOLE I 190000 0 0
SUNOCO INC COMMON 86764P109 26 950 SH SOLE M 950 0 0
SUNRISE ASSISTD LVG 144A CVT DEB 5.50% 06 86768KAA4 682 765000 PRN SOLE M 765000 0 0
SUNRISE ASSISTED LIVING CVT DEB 5.50% 06 86768KAC0 12736 14290000 PRN SOLE M 14290000 0 0
SUNRISE ASSISTED LIVING CVT DEB 5.50% 06 86768KAC0 53 60000 PRN SOLE T 60000 0 0
SUNRISE MED INC COMMON 867910101 836 139400 SH SOLE M 139400 0 0
SUNRISE MED INC COMMON 867910101 2318 386400 SH SOLE S 386400 0 0
SUPERIOR TELECOM INC COMMON 868365107 559 93247 SH SOLE M 93247 0 0
SUPERIOR TELECOM INC COMMON 868365107 1486 247632 SH SOLE S 247632 0 0
SUPERVALU INC COMMON 868536103 29 1900 SH SOLE M 1900 0 0
SUPPORT COM INC COMMON 868587106 16732 546362 SH SOLE I 546362 0 0
SUPPORT COM INC COMMON 868587106 15942 520550 SH SOLE M 520550 0 0
SUPPORT COM INC COMMON 868587106 1537 50200 SH SOLE S 50200 0 0
SYBRON INTL CORP COMMON 87114F106 1171 48800 SH SOLE I 48800 0 0
SYBRON INTL CORP COMMON 87114F106 818 34100 SH SOLE M 34100 0 0
SYBRON INTL CORP COMMON 87114F106 72 3000 SH SOLE S 3000 0 0
SYCAMORE NETWORKS INC COMMON 871206108 65 600 SH SOLE M 600 0 0
SYCAMORE NETWORKS INC COMMON 871206108 78647 728213 SH SOLE I 728213 0 0
SYCAMORE NETWORKS INC COMMON 871206108 21346 197650 SH SOLE M 197650 0 0
SYCAMORE NETWORKS INC COMMON 871206108 10137 93860 SH SOLE S 93860 0 0
SYKES ENTERPRISES INC COMMON 871237103 154 28700 SH SOLE M 28700 0 0
SYKES ENTERPRISES INC COMMON 871237103 410 76300 SH SOLE S 76300 0 0
SYMMETRICOM INC COMMON 871543104 2580 165150 SH SOLE M 165150 0 0
SYMMETRICOM INC COMMON 871543104 6450 412800 SH SOLE S 412800 0 0
SYNTEL INC COMMON 87162H103 755 96400 SH SOLE M 96400 0 0
SYNTEL INC COMMON 87162H103 1876 239700 SH SOLE S 239700 0 0
SYNTROLEUM CORP COMMON 871630109 2311 113400 SH SOLE S 113400 0 0
SYSCO CORP COMMON 871829107 1903 41100 SH SOLE M 41100 0 0
</TABLE>
57
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SYSTEMS & COMPUTER TECHN COMMON 871873105 271 15444 SH SOLE I 15444 0 0
SYSTEMS & COMPUTER TECHN COMMON 871873105 3502 199400 SH SOLE M 199400 0 0
SYSTEMS & COMPUTER TECHN COMMON 871873105 5432 309300 SH SOLE S 309300 0 0
TDK CORP DEPOSITORY RECEI 872351408 142 1103 SH SOLE I 1103 0 0
TJX COS INC NEW COMMON 872540109 54 2400 SH SOLE M 2400 0 0
TXU CORP COMMON 873168108 67 1700 SH SOLE M 1700 0 0
TAIWAN SEMICONDUCTOR ADR ADR 874039100 301 14762 SH SOLE I 14762 0 0
TAIWAN SEMICONDUCTOR ADR ADR 874039100 163 8016 SH SOLE M 8016 0 0
TAIWAN SEMICONDUCTOR MFG DEPOSITORY RECEI 874039209 340 11000 SH SOLE M 11000 0 0
TALBOTS INC COMMON 874161102 33 500 SH SOLE M 500 0 0
TALBOTS INC COMMON 874161102 27515 415315 SH SOLE I 415315 0 0
TALBOTS INC COMMON 874161102 8084 122030 SH SOLE M 122030 0 0
TALBOTS INC COMMON 874161102 256 3865 SH SOLE S 3865 0 0
TALISMAN ENERGY INC COMMON 87425E103 520 14821 SH SOLE I 14821 0 0
TANOX INC COMMON 87588Q109 97 2875 SH SOLE M 2875 0 0
TARGET CORP COMMON 87612E106 14522 566702 SH SOLE I 566702 0 0
TARGET CORP COMMON 87612E106 9666 377225 SH SOLE M 377225 0 0
TARGET CORP COMMON 87612E106 35190 1373283 SH SOLE S 1373283 0 0
TARGET CORP COMMON 87612E106 47 1840 SH SOLE T 1840 0 0
TECH DATA CORP COMMON 878237106 21 500 SH SOLE I 500 0 0
TECH DATA CORP COMMON 878237106 43 1000 SH SOLE M 1000 0 0
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 10 3800 SH SOLE I 3800 0 0
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 1299 519700 SH SOLE M 519700 0 0
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 2194 877400 SH SOLE S 877400 0 0
TELE CELULAR SUL PART S ADR 879238103 229 7200 SH SOLE M 7200 0 0
TELE NORTE LESTE PART S ADR 879246106 3944 172418 SH SOLE I 172418 0 0
TELE NORTE LESTE PART S ADR 879246106 10550 461193 SH SOLE M 461193 0 0
TELECOM ARGENTINA ADR 879273209 2455 113520 SH SOLE I 113520 0 0
TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 5858 74030 SH SOLE I 74030 0 0
TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 1539 19450 SH SOLE L 19450 0 0
TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 587 7423 SH SOLE M 7423 0 0
TELEFONICA S A ADR 879382208 5569 93688 SH SOLE I 93688 0 0
TELEFONOS DE MEXICO ADS REP ORD L 879403780 21311 400678 SH SOLE I 400678 0 0
TELEFONOS DE MEXICO ADS REP ORD L 879403780 872 16402 SH SOLE M 16402 0 0
TELEMEX CVT DEB 4.25% 06 879403AD5 11521 9235000 PRN SOLE I 9235000 0 0
TELEMEX CVT DEB 4.25% 06 879403AD5 37194 29815000 PRN SOLE M 29815000 0 0
TELEPHONE & DATA SYS INC COMMON 879433100 952 8600 SH SOLE M 8600 0 0
</TABLE>
58
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TELEMIG CELULAR PART S A DEPOSITORY RECEI 87944E105 1218 23000 SH SOLE M 23000 0 0
TELESP CELULAR PART ADR RIGHTS 87952L108 205 6214 SOLE I 6214 0 0
TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 1085 32950 SH SOLE I 32950 0 0
TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 2378 72200 SH SOLE M 72200 0 0
TELLABS INC COMMON 879664100 38 800 SH SOLE M 800 0 0
TELSTRA CORP LTD ADR 87969N204 853 52474 SH SOLE I 52474 0 0
TELXON CORP COMMON 879700102 242 13855 SH SOLE I 13855 0 0
TEMPLE INLAND INC COMMON 879868107 27 700 SH SOLE M 700 0 0
TERRA NETWORKS S A ADR 88100W103 338 9200 SH SOLE I 9200 0 0
TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 760 10380 SH SOLE I 10380 0 0
TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 432 5896 SH SOLE M 5896 0 0
TETRA TECHNOLOGIES INC D COMMON 88162F105 328 21617 SH SOLE I 21617 0 0
TEXACO INC COMMON 881694103 12850 244757 SH SOLE I 244757 0 0
TEXACO INC COMMON 881694103 9463 180255 SH SOLE M 180255 0 0
TEXACO INC COMMON 881694103 22596 430400 SH SOLE S 430400 0 0
TEXACO INC COMMON 881694103 21 395 SH SOLE T 395 0 0
TEXAS INDS INC COMMON 882491103 239 7488 SH SOLE I 7488 0 0
TEXAS INSTRS INC COMMON 882508104 15175 321594 SH SOLE I 321594 0 0
TEXAS INSTRS INC COMMON 882508104 6372 135035 SH SOLE M 135035 0 0
TEXAS INSTRS INC COMMON 882508104 23450 496950 SH SOLE S 496950 0 0
TEXAS INSTRS INC COMMON 882508104 13 280 SH SOLE T 280 0 0
THERMO ELECTRON CRP 144A CVNT 4.25% 01/01 883556AF9 1039 1095000 PRN SOLE M 1095000 0 0
THOMAS & BETTS CORP COMMON 884315102 16 900 SH SOLE M 900 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 102966 1219435 SH SOLE I 1219435 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 100597 1191380 SH SOLE M 1191380 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 17897 211955 SH SOLE S 211955 0 0
TIER TECHNOLOGIES INC CL B 88650Q100 419 57000 SH SOLE M 57000 0 0
TIER TECHNOLOGIES INC CL B 88650Q100 1093 148900 SH SOLE S 148900 0 0
TIFFANY & CO NEW COMMON 886547108 6 150 SH SOLE I 150 0 0
TIFFANY & CO NEW COMMON 886547108 1057 27400 SH SOLE M 27400 0 0
TIME WARNER INC COMMON 887315109 350 4479 SH SOLE I 4479 0 0
TIME WARNER INC COMMON 887315109 767 9800 SH SOLE S 9800 0 0
TIME WARNER INC COMMON 887315109 120 1537 SH SOLE T 1537 0 0
TITAN CORP COMMON 888266103 3191 193400 SH SOLE I 193400 0 0
TITAN PHARMACEUTICALS IN COMMON 888314101 37725 580392 SH SOLE I 580392 0 0
TITAN PHARMACEUTICALS IN COMMON 888314101 55972 861110 SH SOLE M 861110 0 0
TITAN PHARMACEUTICALS IN COMMON 888314101 3692 56800 SH SOLE S 56800 0 0
</TABLE>
59
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TORCHMARK CORP COMMON 891027104 42 1500 SH SOLE M 1500 0 0
TOSCO CORP COM NEW 891490302 3743 120000 SH SOLE I 120000 0 0
TOSCO CORP COM NEW 891490302 65 2100 SH SOLE M 2100 0 0
TOTAL RENAL CARE HLDGS I COMMON 89151A107 8 1100 SH SOLE I 1100 0 0
TOTAL RENAL CARE HLDGS I COMMON 89151A107 4395 586000 SH SOLE M 586000 0 0
TOTAL RENAL CARE HLDGS I COMMON 89151A107 6759 901200 SH SOLE S 901200 0 0
TOTAL FINA ELF S A ADR 89151E109 7175 97703 SH SOLE I 97703 0 0
TOWER AUTOMOTIVE 144A CVT DEB 5.0% 08/ 891707AA9 183 230000 PRN SOLE M 230000 0 0
TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 338 425000 PRN SOLE I 425000 0 0
TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 9878 12425000 PRN SOLE M 12425000 0 0
TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 56 70000 PRN SOLE T 70000 0 0
TOYS R US INC COMMON 892335100 26 1600 SH SOLE M 1600 0 0
TRANSWITCH CORP COMMON 894065101 38084 597398 SH SOLE I 597398 0 0
TRANSWITCH CORP COMMON 894065101 37195 583450 SH SOLE M 583450 0 0
TRANSWITCH CORP COMMON 894065101 3028 47500 SH SOLE S 47500 0 0
TRANSWITCH CORP NOTE 4.500 9/1 894065AA9 9403 7660000 PRN SOLE I 7660000 0 0
TRANSWITCH CORP NOTE 4.500 9/1 894065AA9 15135 12330000 PRN SOLE M 12330000 0 0
TRANSWITCH CORP NOTE 4.500 9/1 894065AA9 104 85000 PRN SOLE T 85000 0 0
TRIAD HOSPITALS HOLDINGS COMMON 89579K109 54 1833 SH SOLE M 1833 0 0
TRICON GLOBAL RESTAURANT COMMON 895953107 12 380 SH SOLE M 380 0 0
TRICON GLOBAL RESTAURANT COMMON 895953107 6 193 SH SOLE S 193 0 0
TRINITY INDS INC COMMON 896522109 23 1000 SH SOLE I 1000 0 0
TRINITY INDS INC COMMON 896522109 7576 324100 SH SOLE M 324100 0 0
TRINITY INDS INC COMMON 896522109 12059 515900 SH SOLE S 515900 0 0
TRIZEC HAHN CORP SUB VTG 896938107 849 50483 SH SOLE I 50483 0 0
TRUE NORTH COMMUNICATION COMMON 897844106 1026 28700 SH SOLE I 28700 0 0
TRUE NORTH COMMUNICATION COMMON 897844106 3675 102800 SH SOLE M 102800 0 0
TRUE NORTH COMMUNICATION COMMON 897844106 3175 88800 SH SOLE S 88800 0 0
TUBOS DE ACERO DE MEXICO ADR NEW PP 898592506 4596 274400 SH SOLE M 274400 0 0
TURKCELL ILETISIM HIZMET DEPOSITORY RECEI 900111105 174 15820 SH SOLE I 15820 0 0
TURKCELL ILETISIM HIZMET DEPOSITORY RECEI 900111105 992 90180 SH SOLE M 90180 0 0
TUT SYSTEMS COMMON 901103101 716 8300 SH SOLE I 8300 0 0
TUT SYSTEMS COMMON 901103101 18393 213100 SH SOLE M 213100 0 0
TUT SYSTEMS COMMON 901103101 427 4950 SH SOLE S 4950 0 0
TV AZTECA S A DE C V DEPOSITORY RECEI 901145102 44 3400 SH SOLE I 3400 0 0
TV AZTECA S A DE C V DEPOSITORY RECEI 901145102 1854 144000 SH SOLE M 144000 0 0
TYCO INTL LTD NEW COMMON 902124106 31 601 SH SOLE I 601 0 0
</TABLE>
60
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TYCO INTL LTD NEW COMMON 902124106 10 200 SH SOLE S 200 0 0
TYSON FOODS INC CL A 902494103 22 2200 SH SOLE M 2200 0 0
USX MARATHON GROUP COM NEW 902905827 11 400 SH SOLE I 400 0 0
U S CONCRETE INC COMMON 90333L102 217 29918 SH SOLE I 29918 0 0
U S CONCRETE INC COMMON 90333L102 374 51600 SH SOLE M 51600 0 0
U S CONCRETE INC COMMON 90333L102 1605 221400 SH SOLE S 221400 0 0
US UNWIRED INC CL A 90338R104 4055 276054 SH SOLE I 276054 0 0
US UNWIRED INC CL A 90338R104 6143 418267 SH SOLE K 418267 0 0
US UNWIRED INC CL A 90338R104 4423 301152 SH SOLE M 301152 0 0
USA ED INC COMMON 90390U102 27 570 SH SOLE I 570 0 0
ULTRAMAR DIAMOND SHAMROC COMMON 904000106 3553 140000 SH SOLE I 140000 0 0
ULTRAMAR DIAMOND SHAMROC COMMON 904000106 36 1400 SH SOLE M 1400 0 0
UNIBANCO-UNIAO DE BANCOS DEPOSITORY RECEI 90458E107 2745 83170 SH SOLE I 83170 0 0
UNION CARBIDE CORP COMMON 905581104 23 600 SH SOLE M 600 0 0
UNION PAC CORP COMMON 907818108 47 1200 SH SOLE M 1200 0 0
UNION PAC CORP COMMON 907818108 39 1000 SH SOLE T 1000 0 0
UNIONBANCAL CORP COMMON 908906100 30 1300 SH SOLE M 1300 0 0
UNISYS CORP COMMON 909214108 839 74540 SH SOLE I 74540 0 0
UNISYS CORP COMMON 909214108 515 45800 SH SOLE M 45800 0 0
UNISYS CORP COMMON 909214108 46 4100 SH SOLE S 4100 0 0
UNITED PARCEL SERVICE IN CL B 911312106 59 1050 SH SOLE M 1050 0 0
UNITED RETAIL GROUP INC COMMON 911380103 921 167500 SH SOLE M 167500 0 0
UNITED RETAIL GROUP INC COMMON 911380103 2326 422900 SH SOLE S 422900 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 1823 26322 SH SOLE I 26322 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 9051 130700 SH SOLE M 130700 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 1409 20350 SH SOLE S 20350 0 0
UNITED THERAPEUTICS CORP COMMON 91307C102 17713 202725 SH SOLE I 202725 0 0
UNITED THERAPEUTICS CORP COMMON 91307C102 20465 234220 SH SOLE M 234220 0 0
UNITED THERAPEUTICS CORP COMMON 91307C102 1940 22200 SH SOLE S 22200 0 0
UNITED WIS SVCS INC NEW COMMON 913238101 878 175500 SH SOLE M 175500 0 0
UNITED WIS SVCS INC NEW COMMON 913238101 1375 274900 SH SOLE S 274900 0 0
UNIVISION COMMUNICATIONS CL A 914906102 82 2200 SH SOLE M 2200 0 0
UNIVISION COMMUNICATIONS CL A 914906102 67912 1817041 SH SOLE I 1817041 0 0
UNIVISION COMMUNICATIONS CL A 914906102 26833 717943 SH SOLE M 717943 0 0
UNIVISION COMMUNICATIONS CL A 914906102 1404 37570 SH SOLE S 37570 0 0
UNOVA INC COM PAR .01 91529B106 645 163900 SH SOLE M 163900 0 0
UNOVA INC COM PAR .01 91529B106 1740 441800 SH SOLE S 441800 0 0
</TABLE>
61
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
URBAN OUTFITTERS INC COMMON 917047102 781 75300 SH SOLE M 75300 0 0
URBAN OUTFITTERS INC COMMON 917047102 2072 199700 SH SOLE S 199700 0 0
V F CORP COMMON 918204108 32 1300 SH SOLE M 1300 0 0
VALASSIS COMMUNICATIONS COMMON 918866104 1653 74300 SH SOLE I 74300 0 0
VALASSIS COMMUNICATIONS COMMON 918866104 4248 190900 SH SOLE M 190900 0 0
VALASSIS COMMUNICATIONS COMMON 918866104 3620 162700 SH SOLE S 162700 0 0
VALLEY NATL BANCORP COMMON 919794107 1062 38900 SH SOLE I 38900 0 0
VALLEY NATL BANCORP COMMON 919794107 10041 367640 SH SOLE M 367640 0 0
VALLEY NATL BANCORP COMMON 919794107 17133 627285 SH SOLE S 627285 0 0
VARCO INTL INC DEL COMMON 922122106 554 26602 SH SOLE I 26602 0 0
VARCO INTL INC DEL COMMON 922122106 14187 681674 SH SOLE M 681674 0 0
VARCO INTL INC DEL COMMON 922122106 327 15734 SH SOLE S 15734 0 0
VARCO INTL INC DEL COMMON 922122106 42 1995 SH SOLE T 1995 0 0
VARIAN SEMICONDUCTOR EQU COMMON 922207105 18589 496546 SH SOLE I 496546 0 0
VARIAN SEMICONDUCTOR EQU COMMON 922207105 18732 500350 SH SOLE M 500350 0 0
VARIAN SEMICONDUCTOR EQU COMMON 922207105 1591 42500 SH SOLE S 42500 0 0
VENTANA MED SYS INC COMMON 92276H106 277 10900 SH SOLE I 10900 0 0
VENTANA MED SYS INC COMMON 92276H106 7318 288400 SH SOLE M 288400 0 0
VENTANA MED SYS INC COMMON 92276H106 175 6900 SH SOLE S 6900 0 0
VENTIV HEALTH INC COMMON 922793104 21420 1696599 SH SOLE I 1696599 0 0
VENTIV HEALTH INC COMMON 922793104 18556 1469800 SH SOLE M 1469800 0 0
VENTIV HEALTH INC COMMON 922793104 1725 136600 SH SOLE S 136600 0 0
VERITAS SOFTWARE CO COMMON 923436109 71 40736 SH SOLE I 40736 0 0
VERISIGN INC COMMON 92343E102 506 2500 SH SOLE M 2500 0 0
VERISIGN INC COMMON 92343E102 487201 2405188 SH SOLE I 2405188 0 0
VERISIGN INC COMMON 92343E102 238429 1177065 SH SOLE M 1177065 0 0
VERISIGN INC COMMON 92343E102 88813 438445 SH SOLE S 438445 0 0
VERITAS DGC INC COMMON 92343P107 298 10300 SH SOLE I 10300 0 0
VERITAS DGC INC COMMON 92343P107 7654 264500 SH SOLE M 264500 0 0
VERITAS DGC INC COMMON 92343P107 177 6100 SH SOLE S 6100 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 3480 71849 SH SOLE I 71849 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 17277 356677 SH SOLE M 356677 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 479 9899 SH SOLE S 9899 0 0
VERSATA INC COMMON 925298101 33042 1246864 SH SOLE I 1246864 0 0
VERSATA INC COMMON 925298101 31684 1195635 SH SOLE M 1195635 0 0
VERSATA INC COMMON 925298101 8454 319000 SH SOLE S 319000 0 0
VERTEX PHARMACEUTICALS I COMMON 92532F100 238 2820 SH SOLE M 2820 0 0
</TABLE>
62
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VERTICALNET INC COMMON 92532L107 3527 100400 SH SOLE M 100400 0 0
VIACOM INC CL B NON-VOTING 925524308 754 12887 SH SOLE I 12887 0 0
VIACOM INC CL B NON-VOTING 925524308 2311 39505 SH SOLE M 39505 0 0
VIACOM INC CL B NON-VOTING 925524308 31139 532285 SH SOLE S 532285 0 0
VIANT CORP COMMON 92553N107 32 5439 SH SOLE I 5439 0 0
VIANT CORP COMMON 92553N107 6 1050 SH SOLE M 1050 0 0
VIGNETTE CORP COMMON 926734104 137 4600 SH SOLE M 4600 0 0
VIGNETTE CORP COMMON 926734104 105909 3545079 SH SOLE I 3545079 0 0
VIGNETTE CORP COMMON 926734104 37325 1249365 SH SOLE M 1249365 0 0
VIGNETTE CORP COMMON 926734104 1803 60355 SH SOLE S 60355 0 0
VINA CONCHA Y TORO S A DEPOSITORY RECEI 927191106 1079 29166 SH SOLE I 29166 0 0
VINA CONCHA Y TORO S A DEPOSITORY RECEI 927191106 543 14664 SH SOLE M 14664 0 0
VIRAGE INC COMMON 92763Q106 167 9900 SH SOLE I 9900 0 0
VIRAGE INC COMMON 92763Q106 4372 259100 SH SOLE M 259100 0 0
VIRAGE INC COMMON 92763Q106 101 6000 SH SOLE S 6000 0 0
VIRATA CORP COMMON 927646109 22705 343366 SH SOLE I 343366 0 0
VIRATA CORP COMMON 927646109 20440 309105 SH SOLE M 309105 0 0
VIRATA CORP COMMON 927646109 1931 29200 SH SOLE S 29200 0 0
VISTEON CORP COMMON 92839U107 1 61 SH SOLE I 61 0 0
VISTEON CORP COMMON 92839U107 23 1515 SH SOLE M 1515 0 0
VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 18805 18125000 PRN SOLE I 18125000 0 0
VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 22275 21470000 PRN SOLE M 21470000 0 0
VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 156 150000 PRN SOLE T 150000 0 0
VITRIA TECHNOLOGY COMMON 92849Q104 53 1136 SH SOLE I 1136 0 0
VITRIA TECHNOLOGY COMMON 92849Q104 6299 135100 SH SOLE M 135100 0 0
VITRIA TECHNOLOGY COMMON 92849Q104 1063 22800 SH SOLE S 22800 0 0
VIVENDI ADR 92851S105 2105 142080 SH SOLE I 142080 0 0
VODAFONE GROUP PLC NEW ADR 92857W100 17942 484914 SH SOLE I 484914 0 0
VODAFONE GROUP PLC NEW ADR 92857W100 531 14350 SH SOLE M 14350 0 0
VODAFONE GROUP PLC NEW ADR 92857W100 14 375 SH SOLE S 375 0 0
VOICESTREAM WIRELESS COR COMMON 928615103 3285 28300 SH SOLE I 28300 0 0
VOICESTREAM WIRELESS COR COMMON 928615103 35 300 SH SOLE M 300 0 0
VOLT INFORMATION SCIENCE COMMON 928703107 143 6634 SH SOLE I 6634 0 0
VOLT INFORMATION SCIENCE COMMON 928703107 1466 68200 SH SOLE M 68200 0 0
VOLT INFORMATION SCIENCE COMMON 928703107 2608 121300 SH SOLE S 121300 0 0
WMC LTD ADR 928947100 1228 74681 SH SOLE I 74681 0 0
VULCAN MATLS CO COMMON 929160109 326 8100 SH SOLE I 8100 0 0
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VULCAN MATLS CO COMMON 929160109 281 7000 SH SOLE M 7000 0 0
VULCAN MATLS CO COMMON 929160109 24 600 SH SOLE S 600 0 0
WABASH NATL CORP COMMON 929566107 10 1100 SH SOLE I 1100 0 0
WABASH NATL CORP COMMON 929566107 1415 155100 SH SOLE M 155100 0 0
WABASH NATL CORP COMMON 929566107 2320 254300 SH SOLE S 254300 0 0
WABTEC CORP COMMON 929740108 988 97554 SH SOLE M 97554 0 0
WABTEC CORP COMMON 929740108 2225 219768 SH SOLE S 219768 0 0
WAL MART STORES INC COMMON 931142103 209414 4351464 SH SOLE I 4351464 0 0
WAL MART STORES INC COMMON 931142103 563 11700 SH SOLE J 11700 0 0
WAL MART STORES INC COMMON 931142103 173864 3612763 SH SOLE M 3612763 0 0
WAL MART STORES INC COMMON 931142103 48717 1012295 SH SOLE S 1012295 0 0
WALGREEN CO COMMON 931422109 3 80 SH SOLE I 80 0 0
WALGREEN CO COMMON 931422109 247 6500 SH SOLE M 6500 0 0
WALLACE COMPUTER SERVICE COMMON 932270101 15 1000 SH SOLE I 1000 0 0
WALLACE COMPUTER SERVICE COMMON 932270101 3546 232500 SH SOLE M 232500 0 0
WALLACE COMPUTER SERVICE COMMON 932270101 4850 318000 SH SOLE S 318000 0 0
WARNACO GROUP INC CL A 934390105 1357 339300 SH SOLE M 339300 0 0
WARNACO GROUP INC CL A 934390105 1840 460100 SH SOLE S 460100 0 0
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WASHINGTON TR BANCORP COMMON 940610108 1599 109800 SH SOLE M 109800 0 0
WASHINGTON TR BANCORP COMMON 940610108 1918 131700 SH SOLE S 131700 0 0
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WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 17317 675800 SH SOLE M 675800 0 0
WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 401 15650 SH SOLE S 15650 0 0
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WATSCO INC COMMON 942622200 1744 169500 SH SOLE S 169500 0 0
WATSON PHARMACEUTICALS I COMMON 942683103 127 1965 SH SOLE I 1965 0 0
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WATTS INDS INC CL A 942749102 1706 170600 SH SOLE S 170600 0 0
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WEATHERFORD INTL INC COMMON 947074100 1152 26800 SH SOLE S 26800 0 0
WEBEX INC COMMON 94767L109 34047 923314 SH SOLE I 923314 0 0
WEBEX INC COMMON 94767L109 34050 923400 SH SOLE M 923400 0 0
WEBEX INC COMMON 94767L109 3179 86200 SH SOLE S 86200 0 0
WEBSENSE INC COMMON 947684106 324 13600 SH SOLE I 13600 0 0
WEBSENSE INC COMMON 947684106 8472 355800 SH SOLE M 355800 0 0
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WEBSENSE INC COMMON 947684106 198 8300 SH SOLE S 8300 0 0
WEBMETHODS INC COMMON 94768C108 55 474 SH SOLE M 474 0 0
WEBMETHODS INC COMMON 94768C108 85236 740374 SH SOLE I 740374 0 0
WEBMETHODS INC COMMON 94768C108 45592 396018 SH SOLE M 396018 0 0
WEBMETHODS INC COMMON 94768C108 3312 28769 SH SOLE S 28769 0 0
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WEBHIRE INC COMMON 94768W104 2586 738954 SH SOLE M 738954 0 0
WEBHIRE INC COMMON 94768W104 55 15750 SH SOLE S 15750 0 0
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WEBSTER FINL CORP CONN COMMON 947890109 12801 475200 SH SOLE M 475200 0 0
WEBSTER FINL CORP CONN COMMON 947890109 19600 727600 SH SOLE S 727600 0 0
WELLS FARGO & COMPANY COMMON 949746101 2480 53997 SH SOLE I 53997 0 0
WELLS FARGO & COMPANY COMMON 949746101 12151 264506 SH SOLE M 264506 0 0
WELLS FARGO & COMPANY COMMON 949746101 345 7500 SH SOLE S 7500 0 0
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WET SEAL INC CL A 961840105 17 1100 SH SOLE I 1100 0 0
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WHITEHALL JEWELLERS INC COMMON 965063100 1372 172900 SH SOLE S 172900 0 0
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WILEY JOHN & SONS INC CL A 968223206 5360 233700 SH SOLE M 233700 0 0
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WILEY JOHN & SONS INC CL A 968223206 5939 258900 SH SOLE S 258900 0 0
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WILLIAMS COMMUNICATIONS CL A 969455104 128 6400 SH SOLE M 6400 0 0
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WORLDCOM INC GA NEW COMMON 98157D106 27 900 SH SOLE M 900 0 0
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YOUNG & RUBICAM 144A CVT 3.00% 01/15/ 987425AA3 5346 5390000 PRN SOLE I 5390000 0 0
YOUNG & RUBICAM 144A CVT 3.00% 01/15/ 987425AA3 7935 8000000 PRN SOLE M 8000000 0 0
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YOUNG & RUBICAM CVT DEB 3.00% 01/15/200 987425AC9 9448 9525000 PRN SOLE M 9525000 0 0
ZIONS BANCORPORATION COMMON 989701107 609 11900 SH SOLE M 11900 0 0
DAIMLERCHRYSLER AG ORD D1668R123 2214 49880 SH SOLE I 49880 0 0
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMDOCS LTD ORD G02602103 4277 68565 SH SOLE I 68565 0 0
AMDOCS LTD ORD G02602103 37 600 SH SOLE M 600 0 0
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APW LTD COMMON G04397108 6201 127200 SH SOLE M 127200 0 0
APW LTD COMMON G04397108 9692 198800 SH SOLE S 198800 0 0
EVEREST RE GROUP LTD COMMON G3223R108 2084 42100 SH SOLE M 42100 0 0
EVEREST RE GROUP LTD COMMON G3223R108 5301 107100 SH SOLE S 107100 0 0
GLOBAL CROSSING LTD COMMON G3921A100 41426 3779593 SH SOLE I 3779593 0 0
GLOBAL CROSSING LTD COMMON G3921A100 1872 60389 SH SOLE M 60389 0 0
GLOBAL CROSSING CVT PFD $16.875 G3921A134 1202 4800 SH SOLE I 4800 0 0
GLOBAL CROSSING CVT PFD $16.875 G3921A134 31934 127480 SH SOLE M 127480 0 0
GLOBAL CROSSING CVT PFD $16.875 G3921A134 74 295 SH SOLE T 295 0 0
SANTA FE INTL CORP ORD G7805C108 7082 157164 SH SOLE I 157164 0 0
SANTA FE INTL CORP ORD G7805C108 12435 275955 SH SOLE M 275955 0 0
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TRANSOCEAN SEDCO FOREX I ORD G90078109 3917 66821 SH SOLE M 66821 0 0
TRANSOCEAN SEDCO FOREX I ORD G90078109 40400 689126 SH SOLE S 689126 0 0
TRANSOCEAN SEDCO FOREX I ORD G90078109 26 437 SH SOLE T 437 0 0
SBS BROADCASTING SA ORD L8137F102 940 23600 SH SOLE I 23600 0 0
SBS BROADCASTING SA ORD L8137F102 358 9000 SH SOLE M 9000 0 0
SBS BROADCASTING SA ORD L8137F102 68 1700 SH SOLE S 1700 0 0
RADVISION LTD ORD M81869105 846 30000 SH SOLE M 30000 0 0
ASM LITHOGRAPHY HLDG N V ADR N07059111 5024 155475 SH SOLE I 155475 0 0
CHICAGO BRIDGE & IRON CO COMMON N19808109 168 11769 SH SOLE I 11769 0 0
CHICAGO BRIDGE & IRON CO COMMON N19808109 846 59400 SH SOLE M 59400 0 0
CHICAGO BRIDGE & IRON CO COMMON N19808109 2428 170400 SH SOLE S 170400 0 0
ASE TEST LTD ORD Y02516105 990 47135 SH SOLE I 47135 0 0
38719543 1736638391 1736638391 0 0
</TABLE>
67