UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 3/31/99
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: General Motors Investment Mgt. Co.
Address: 767 Fifth Avenue 15th Floor
New York, NY 10153
Form 13F File Number: 28-______________
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: Michael Connors
Title: Assistant Vice President
Phone: (617) 985-7452
Signature, Place, and Date of Signing:
/s/ Michael Connors North Quincy, MA 7/8/99
- ------------------------- ---------------------- ------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s.)
[ ] 13F COMBINATION REPORT. (Check here it a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
List of Other managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-_______________ _____________________________________
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 3435
Form 13F Information Table Value Total: $23,685,864,191.00
(Actual Amount)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
NONE
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAIMLER CHRYSLER AG STUTTGART
SHS. . . . . . . . . . . . . . D1668R123 22,311,250 260,000.00 X X
ACE LTD
COM. . . . . . . . . . . . . . G0070K103 455,338 14,600.00 X X
BRILLIANCE CHINA AUTOMOTIVE
G1368B102 823,088 93,400.00 X X
CENTRAL EUROPEAN MEDIA ENT LTD
CL A . . . . . . . . . . . . . G20045103 10,653,264 827,438.00 X X
CORECOMM LTD
SHS. . . . . . . . . . . . . . G2422R109 352,800 9,600.00 X X
CREDICORP LTD
COM. . . . . . . . . . . . . . G2519Y108 853,018 87,489.00 X X
FRESH DEL MONTE PRODUCE
COM. . . . . . . . . . . . . . G36738105 6,094,069 328,300.00 X X
FRUIT OF THE LOOM LTD
SHS A. . . . . . . . . . . . . G3682L105 1,310,650 127,000.00 X X
GEMSTAR INTL GROUP LTD
COM. . . . . . . . . . . . . . G3788V106 692,300 9,200.00 X X
GLOBALSTAR LP LTD
SHS. . . . . . . . . . . . . . G3930H104 2,691,195 193,960.00 X X
INTERNATIONAL BRIQUETTES HLD
SHS. . . . . . . . . . . . . . G4821Q104 384,826 82,467.00 X X
LORAL SPACE + COMMUNICATIONS
PFD CONV SER C 6PCT. . . . . . G56462149 7,544,500 158,000.00 X X
PEAK INTERNATIONAL LIMITED
COM. . . . . . . . . . . . . . G69586108 75,388 32,600.00 X X
TOMMY HILFIGER CORP
G8915Z102 978,025 14,200.00 X X
-------------
PAGE TOTAL 55,219,711
</TABLE>
1
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
XOMA LTD
COM. . . . . . . . . . . . . G9825R107 315,131 102,900.00 X X
MILLICOM INTL CELLULAR S A
COM. . . . . . . . . . . . . L6388F102 5,688,800 218,800.00 X X
GILAT SATELLITE NETWORKS LTD
SHS. . . . . . . . . . . . . M51474100 1,529,400 25,490.00 X X
ORBOTECH LTD
COM. . . . . . . . . . . . . M75253100 1,358,601 27,656.00 X X
ASM LITHOGRAPHY HLDG N V
ORD. . . . . . . . . . . . . N07059111 14,184,000 315,200.00 X X
BANCO LATINOAMERICANO DE EXP
CL E . . . . . . . . . . . . P16994132 3,900,000 150,000.00 X X
PANAMERICAN BEVERAGES INC
CL A . . . . . . . . . . . . P74823108 5,462,738 311,600.00 X X
ROYAL CARIBBEAN CRUISES LTD
PFD CONV SER A . . . . . . . V7780T111 9,239,313 75,500.00 X X
CREATIVE TECHNOLOGY LTD
ORD. . . . . . . . . . . . . Y1775U107 2,139,956 187,100.00 X X
FLEXTRONICS INTERNATIONAL
COM. . . . . . . . . . . . . Y2573F102 23,893,500 468,500.00 X X
AAON INC
COM PAR 0.004. . . . . . . . 360206 192,500 17,500.00 X X
AAR CORP
COM. . . . . . . . . . . . . 361105 808,688 45,400.00 X X
ABR INFORMATION SVCS INC
COM. . . . . . . . . . . . . 00077R108 258,888 14,900.00 X X
AFC CABLE SYS INC
COM. . . . . . . . . . . . . 950105 785,400 26,400.00 X X
------------
PAGE TOTAL 69,756,915
</TABLE>
2
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ABM INDS INC
COM . . . . . . . . . . . 957100 1,131,550 37,100.00 X X
ACT NETWORKS INC
COM . . . . . . . . . . . 975102 198,275 10,300.00 X X
AFLAC INC
COM . . . . . . . . . . . 1055102 3,440,450 63,200.00 X X
AGL RES INC
COM . . . . . . . . . . . 1204106 4,483,706 255,300.00 X X
AHL SVCS INC
COM . . . . . . . . . . . 1296102 5,547,300 270,600.00 X X
AES CORP
JR SUB DEB CONV . . . . . 00130HAN5 3,320,625 3,500,000.00 X X
AK STL HLDG CORP
COM . . . . . . . . . . . 1547108 1,786,950 79,200.00 X X
AMBI INC
COM . . . . . . . . . . . 00163N102 24,700 20,800.00 X X
AMB PPTY CORP
COM . . . . . . . . . . . 00163T109 1,960,875 94,500.00 X X
AMLI RESIDENTIAL PPTYS TR
SH BEN INT. . . . . . . . 1735109 1,763,438 85,500.00 X X
AMR CORP DEL
COM . . . . . . . . . . . 1765106 2,354,213 40,200.00 X X
AMX CORP
COM . . . . . . . . . . . 1801109 201,650 21,800.00 X X
ARM FINCL INC
CL A. . . . . . . . . . . 1944107 839,488 56,200.00 X X
AT + T CORP
COM . . . . . . . . . . . 1957109 111,789,059 1,400,646.00 X X
-------------
PAGE TOTAL 138,842,279
</TABLE>
3
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AT+T CORP
COM LIBERTY MEDIA GRP CL A. 1957208 24,470,340 464,952.00 X X
ATMI INC
COM . . . . . . . . . . . . 00207R101 5,506,000 275,300.00 X X
ATS MEDICAL INC
COM . . . . . . . . . . . . 2083103 216,750 28,900.00 X X
AVT CORP
COM . . . . . . . . . . . . 2420107 685,213 28,700.00 X X
AARON RENTS INC
CL B. . . . . . . . . . . . 2535201 373,438 23,900.00 X X
ABACUS DIRECT CORP
COM . . . . . . . . . . . . 2553105 3,247,200 39,600.00 X X
ABB AB
SPONSORED ADR . . . . . . . 00256Q103 7,586,253 609,950.00 X X
ABAXIS INC
COM . . . . . . . . . . . . 2567105 49,988 25,800.00 X X
ABBOTT LABS
COM NPV . . . . . . . . . . 2824100 40,956,256 874,900.00 X X
ABERCROMBIE AND FITCH CO
COM CL A. . . . . . . . . . 2896207 37,104,403 403,209.00 X X
ABLE TELCOM HLDG CORP
COM NEW . . . . . . . . . . 3712304 118,800 17,600.00 X X
ABOVENET COMMUNICATIONS INC
COM . . . . . . . . . . . . 3743101 1,164,788 8,900.00 X X
ACCEPTANCE INSURANCE CO
COM . . . . . . . . . . . . 4308102 1,339,200 99,200.00 X X
ACCESS WORLDWIDE COMM INC
COM . . . . . . . . . . . . 4319109 125,550 16,200.00 X X
-------------
PAGE TOTAL 122,944,179
</TABLE>
4
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACCLAIM ENTMT INC
COM PAR 0.02 . . . . . . . 4325205 643,947 72,050.00 X X
ACE CASH EXPRESS INC
COM. . . . . . . . . . . . 4403101 170,850 13,400.00 X X
ACE COMM CORP
COM. . . . . . . . . . . . 4404109 48,125 15,400.00 X X
ACETO CORP
COM. . . . . . . . . . . . 4446100 218,531 18,500.00 X X
ACME UTD CORP
COM. . . . . . . . . . . . 4816104 34,250 13,700.00 X X
ACNIELSON CORP
COM. . . . . . . . . . . . 4833109 2,066,925 76,200.00 X X
ACTIVISION INC NEW
COM NEW. . . . . . . . . . 4930202 412,088 33,300.00 X X
ACTRADE INTL LTD
COM. . . . . . . . . . . . 4931101 144,638 13,300.00 X X
ACTION PERFORMANCE COS INC
COM. . . . . . . . . . . . 4933107 804,338 26,700.00 X X
ACTEL CORP
COM. . . . . . . . . . . . 4934105 6,478,019 394,100.00 X X
ACX TECHNOLOGIES INC
COM. . . . . . . . . . . . 5123104 876,750 66,800.00 X X
ACXIOM CORP
COM. . . . . . . . . . . . 5125109 17,232,685 650,290.00 X X
ADAC LABS
COM NEW. . . . . . . . . . 5313200 559,988 41,100.00 X X
ADAPTEC INC
SUB NT CONV 144A . . . . . 00651FAA6 4,736,563 5,750,000.00 X X
------------
PAGE TOTAL 34,427,697
</TABLE>
5
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADAPTEC INC
SUB NT CONV. . . . . . . . . . 00651FAC2 8,855,313 10,750,000.00 X X
ADAPTEC INC
COM. . . . . . . . . . . . . . 00651F108 1,402,969 61,500.00 X X
ADELPHIA COMMUNICATIONS CORP
CL A . . . . . . . . . . . . . 6848105 2,942,100 46,700.00 X X
ADEPT TECHNOLOGY INC
COM. . . . . . . . . . . . . . 6854103 150,338 22,800.00 X X
ADFLEX SOLUTIONS INC
COM. . . . . . . . . . . . . . 6866107 60,513 20,600.00 X X
ADMINISTRADORA DE FONDAS DE PE
SPONSORED ADR. . . . . . . . . 00709P108 6,519,375 347,700.00 X X
ADOBE SYS INC
COM. . . . . . . . . . . . . . 00724F101 539,125 9,500.00 X X
ADVANCE PARADIAM INC
COM. . . . . . . . . . . . . . 7491103 530,775 8,400.00 X X
ADVANCED DIGITAL INFORMATION
COM. . . . . . . . . . . . . . 7525108 331,250 20,000.00 X X
ADVANCED LTG TECHNOLOGIES INC
COM. . . . . . . . . . . . . . 00753C102 3,532,450 455,800.00 X X
ADVANCED MAGNETICS INC
00753P103 36,400 10,400.00 X X
ADVANCED MARKETING SVCS INC
COM. . . . . . . . . . . . . . 00753T105 455,650 35,050.00 X X
ADVANCED HEALTH CORP
COM. . . . . . . . . . . . . . 00756H108 83,425 28,400.00 X X
ADVANCED NEUROMODULATION SYS
COM. . . . . . . . . . . . . . 00757T101 99,688 14,500.00 X X
-------------
PAGE TOTAL 25,539,371
</TABLE>
6
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADVO INC
COM . . . . . . . . . . . . . 7585102 5,764,781 298,500.00 X X
AEROFLEX INC
COM . . . . . . . . . . . . . 7768104 570,000 40,000.00 X X
ADVANCED MICRO DEVICES INC
COM . . . . . . . . . . . . . 7903107 11,635,850 750,700.00 X X
ADVANTA CORP
CL A COM. . . . . . . . . . . 7942105 1,419,319 128,300.00 X X
ADVANTA CORP
CLASS B . . . . . . . . . . . 7942204 290,022 32,450.00 X X
ADVENT SOFTWARE INC
COM . . . . . . . . . . . . . 7974108 4,335,000 86,700.00 X X
AEROVOX INC
COM . . . . . . . . . . . . . 00808M105 41,325 17,400.00 X X
AETNA INC
COM . . . . . . . . . . . . . 8117103 82,936,505 999,235.00 X X
AFFILIATED COMPUTER SVCS INC
CL A. . . . . . . . . . . . . 8190100 8,463,750 185,000.00 X X
AFFILIATED MANAGERS GROUP INC
COM . . . . . . . . . . . . . 8252108 4,411,160 169,660.00 X X
AG CHEM EQUIP INC
COM . . . . . . . . . . . . . 8363103 122,000 12,200.00 X X
AGOURON PHARMACEUTICALS INC
COM . . . . . . . . . . . . . 8488108 1,102,969 19,500.00 X X
AIR EXPRESS INTL CORP
COM . . . . . . . . . . . . . 9104100 4,309,294 284,912.00 X X
AIR METHODS CORP
COM NEW . . . . . . . . . . . 9128307 40,313 25,800.00 X X
------------
PAGE TOTAL 125,442,288
</TABLE>
7
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AIR PRODS + CHEMS INC
COM. . . . . . . . . . . . . . 9158106 11,439,500 334,000.00 X X
AIRBORNE FGHT CORP
COM. . . . . . . . . . . . . . 9266107 1,361,738 43,900.00 X X
AIRTOUCH COMMUNICATIONS INC
COM. . . . . . . . . . . . . . 00949T100 25,393,050 262,800.00 X X
AIRTOUCH COMMUNICATIONS INC
PFD CL B CONV 6PCT . . . . . . 00949T209 8,001,000 101,600.00 X X
AIRTOUCH COMMUNICATIONS INC
PFD CL C CONV 4.25 PCT . . . . 00949T308 7,397,500 55,000.00 X X
ALABAMA NATL BANCORPORATION DE
COM. . . . . . . . . . . . . . 10317105 520,800 22,400.00 X X
ALAMO GROUP INC
COM. . . . . . . . . . . . . . 11311107 114,975 14,600.00 X X
ALARIS MED INC
COM. . . . . . . . . . . . . . 11637105 106,366 33,700.00 X X
ALASKA AIR GROUP INC
COM. . . . . . . . . . . . . . 11659109 1,121,000 23,600.00 X X
ALBA WALDENSIAN INC
COM. . . . . . . . . . . . . . 12041109 218,075 14,300.00 X X
ALBANY INTL CORP
NEW CLASS A. . . . . . . . . . 12348108 439,913 23,462.00 X X
ALBEMARLE CORP
COM. . . . . . . . . . . . . . 12653101 1,993,250 95,200.00 X X
ALBERTSONS INC
COM. . . . . . . . . . . . . . 13104104 4,711,781 86,700.00 X X
ALCAN ALUM LTD
COM. . . . . . . . . . . . . . 13716105 11,559,199 447,814.00 X X
-----------
PAGE TOTAL 74,378,147
</TABLE>
8
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALCOA INC
COM . . . . . . . . . . . . . 13817101 2,726,613 66,200.00 X X
ALDILA INC
COM . . . . . . . . . . . . . 14384101 24,000 12,800.00 X X
ALEXANDRIA REAL ESTATE EQUIT
COM . . . . . . . . . . . . . 15271109 7,519,486 284,425.00 X X
ALIANT COMMUNICATIONS INC
COM . . . . . . . . . . . . . 16090102 3,385,531 82,700.00 X X
ALL AMERN SEMICONDUCTOR INC
COM . . . . . . . . . . . . . 16557100 25,947 36,100.00 X X
ALLEGHENY ENERGY INC
COM . . . . . . . . . . . . . 17361106 404,150 13,700.00 X X
ALLEGHENY TELDYNE INC
COM . . . . . . . . . . . . . 17415100 9,214,988 486,600.00 X X
ALLERGAN INC
COM . . . . . . . . . . . . . 18490102 20,729,713 235,900.00 X X
ALLIANCE BANCORP
COM . . . . . . . . . . . . . 01852J105 406,475 22,900.00 X X
ALLIANCE GAMING CORP
COM NEW . . . . . . . . . . . 01859P609 441,000 98,000.00 X X
ALLIANT TECHSYSTEMS INC
COM . . . . . . . . . . . . . 18804104 2,742,369 35,300.00 X X
ALLIED HEALTHCARE PRODS INC
19222108 60,450 31,200.00 X X
ALLIED PRODS CORP DEL
COM RTS CALLABLE THRU 21NOV00 19411107 72,600 24,200.00 X X
ALLIED RESH CORP
COM . . . . . . . . . . . . . 19483106 89,775 12,600.00 X X
-----------
PAGE TOTAL 47,843,097
</TABLE>
9
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALLIED SIGNAL INC
COM. . . . . . . . . . . . . 19512102 32,493,263 660,600.00 X X
ALLIED WASTE INDUSTRIES INC
19589308 2,601,638 180,200.00 X X
ALLMERICA FINL CORP
COM. . . . . . . . . . . . . 19754100 528,600 9,600.00 X X
ALLIN CORP
COM. . . . . . . . . . . . . 19924109 45,281 16,100.00 X X
ALLSTATE CORP
COM. . . . . . . . . . . . . 20002101 43,307,531 1,168,500.00 X X
ALLTEL CORP
COM. . . . . . . . . . . . . 20039103 1,677,888 26,900.00 X X
ALLTRISTA CORP
COM. . . . . . . . . . . . . 20040101 202,800 10,400.00 X X
ALPHA INDS INC
COM. . . . . . . . . . . . . 20753109 325,238 17,700.00 X X
ALPHA TECHNOLOGIES GROUP INC
COM. . . . . . . . . . . . . 20781100 42,200 21,100.00 X X
ALPHARMA INC
CL A . . . . . . . . . . . . 20813101 7,505,071 191,212.00 X X
ALPINE GROUP INC
COM. . . . . . . . . . . . . 20825105 328,050 32,400.00 X X
ALTA GOLD CO
COM. . . . . . . . . . . . . 21271101 50,241 69,900.00 X X
ALTEON INC
02144G107 51,150 49,600.00 X X
ALTERA CORP
21441100 2,504,950 42,100.00 X X
-------------
PAGE TOTAL 91,663,901
</TABLE>
10
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALTERNATE LIVING SVCS INC
SUB DEB CONV . . . . . . . . . 02145KAB3 5,865,981 6,455,000.00 X X
ALTERNATIVE RES CORP
COM. . . . . . . . . . . . . . 02145R102 260,100 40,800.00 X X
ALTOS HORNOS DE MEXICO S A
SR DISC NT CONV. . . . . . . . 022069AA6 667,500 1,500,000.00 X X
ALYN CORP
COM. . . . . . . . . . . . . . 22611107 42,550 14,800.00 X X
ALZA CORP
SUB LIQUID YIELD OPT NT ZEROCP 022615AC2 21,217,500 41,000,000.00 X X
ALZA CORP
SUB DEB CONV . . . . . . . . . 022615AD0 1,450,000 1,250,000.00 X X
ALZA CORP
COM. . . . . . . . . . . . . . 22615108 53,060,400 1,387,200.00 X X
AMAZON COM INC
COM. . . . . . . . . . . . . . 23135106 51,213,212 297,427.00 X X
AMBAC FINL GROUP INC
COM. . . . . . . . . . . . . . 23139108 20,439,000 378,500.00 X X
AMCAST INDL CORP
COM. . . . . . . . . . . . . . 23395106 559,538 34,700.00 X X
AMEREN CORP
COM. . . . . . . . . . . . . . 23608102 452,344 12,500.00 X X
AMERIANA BANCORP
COM. . . . . . . . . . . . . . 23613102 261,450 16,600.00 X X
AMERICA ONLINE INC DEL
COM. . . . . . . . . . . . . . 02364J104 56,801,608 388,698.00 X X
AMERICA WEST HLDG CORP
CL B . . . . . . . . . . . . . 23657208 5,939,875 311,600.00 X X
-------------
PAGE TOTAL 218,231,058
</TABLE>
11
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN ANNUITY GROUP INC
23840101 343,650 15,800.00 X X
AMERICAN BANKNOTE CORP
COM. . . . . . . . . . . . . . 24490104 21,491 52,900.00 X X
AMERICAN BILTRITE INC
COM. . . . . . . . . . . . . . 24591109 545,625 29,100.00 X X
AMERICAN BLDGS CO NEW
COM. . . . . . . . . . . . . . 24757106 454,888 24,100.00 X X
AMERICAN BUSINESS PRODS INC GA
COM. . . . . . . . . . . . . . 24763104 1,947,400 139,100.00 X X
AMERICAN CLASSIC VOYAGES CO
COM. . . . . . . . . . . . . . 24928103 594,750 36,600.00 X X
AMERICAN ELEC PWR INC
COM. . . . . . . . . . . . . . 25537101 18,062,258 455,112.00 X X
AMERICAN EXPRESS CO
COM. . . . . . . . . . . . . . 25816109 21,794,200 185,500.00 X X
AMERICAN FINL GROUP INC OHIO
COM. . . . . . . . . . . . . . 25932104 2,751,663 78,200.00 X X
AMERICAN FREIGHTWAYS CORP
COM. . . . . . . . . . . . . . 02629V108 4,371,063 339,500.00 X X
AMERICAN GEN CORP
COM. . . . . . . . . . . . . . 26351106 4,653,000 66,000.00 X X
AMERICAN GEN DEL LLC
MONTHLY INCOME PFD SECS SER A. 02637G200 1,297,750 14,500.00 X X
AMERICAN GREETINGS CORP
CL A . . . . . . . . . . . . . 26375105 966,788 38,100.00 X X
AMERICAN HEALTHCORP INC
COM. . . . . . . . . . . . . . 02649V104 215,025 28,200.00 X X
-------------
PAGE TOTAL 58,019,551
</TABLE>
12
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN HEALTH PPTYS INC
COM. . . . . . . . . . . . . . 26494104 907,556 49,900.00 X X
AMERICAN HOME PRODUCTS CORP
COM. . . . . . . . . . . . . . 26609107 96,224,175 1,474,700.00 X X
AMERICAN HOMESTAR CORP
COM. . . . . . . . . . . . . . 26651109 247,894 33,900.00 X X
AMERICAN INTL GROUP INC
COM. . . . . . . . . . . . . . 26874107 111,012,695 920,312.50 X X
AMERICAN INTL PETRO CORP
COM NEW. . . . . . . . . . . . 26909408 22,444 26,600.00 X X
AMERICAN MGMT SYS INC
COM. . . . . . . . . . . . . . 27352103 8,108,100 237,600.00 X X
AMERICAN MEDIA INC
CL A . . . . . . . . . . . . . 02744L100 82,225 14,300.00 X X
AMERICAN MED SEC GROUP INC
COM. . . . . . . . . . . . . . 02744P101 547,400 39,100.00 X X
AMERICAN PHYSICIAN PARTNERS IN
COM. . . . . . . . . . . . . . 28880102 258,000 43,000.00 X X
AMERICAN RESIDENTIAL SVCS INC
SUB NT CONV. . . . . . . . . . 028911AC9 4,027,500 4,500,000.00 X X
AMERICAN PWR CONVERSION CORP
COM. . . . . . . . . . . . . . 29066107 4,333,500 160,500.00 X X
AMERICAN PRECISION INDS INC
COM. . . . . . . . . . . . . . 29069101 662,200 68,800.00 X X
AMERICAN RES OFFSHORE INC
COM. . . . . . . . . . . . . . 29280104 7,050 18,800.00 X X
AMERICAN SAFETY RAZOR CO
COM. . . . . . . . . . . . . . 29362100 228,938 16,500.00 X X
-------------
PAGE TOTAL 226,669,677
</TABLE>
13
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN SCIENCE + ENGR INC
COM. . . . . . . . . . . . . 29429107 71,250 10,000.00 X X
AMERICAN STD COS INC DEL
COM. . . . . . . . . . . . . 29712106 24,994,063 727,100.00 X X
AMERICAN STS WTR CO
COM. . . . . . . . . . . . . 29899101 557,750 23,000.00 X X
AMERICAN TOWER CORP
CL A . . . . . . . . . . . . 29912201 3,476,550 141,900.00 X X
AMERICAN STORES CO NEW
COM. . . . . . . . . . . . . 30096101 16,249,200 492,400.00 X X
AMERICAN STRATEGIC INCOME II
30099105 386,405 32,369.00 X X
AMERICAN SUPERCONDUCTOR CORP
COM. . . . . . . . . . . . . 30111108 110,413 12,100.00 X X
AMERICAN WOODMARK CORP
30506109 638,825 20,200.00 X X
AMERICREDIT CORP
COM. . . . . . . . . . . . . 03060R101 5,995,500 456,800.00 X X
AMERIN CORP
COM. . . . . . . . . . . . . 03070X106 495,625 24,400.00 X X
AMERISOURCE HEALTH CORP
CL A . . . . . . . . . . . . 03071P102 9,893,863 289,400.00 X X
AMERON INTL CORP
COM. . . . . . . . . . . . . 30710107 756,150 21,300.00 X X
AMERITRADE HLDG CORP
CL A . . . . . . . . . . . . 03072H109 1,352,325 21,900.00 X X
AMERUS LIFE HLDGS INC
COM. . . . . . . . . . . . . 30732101 240,000 10,000.00 X X
-------------
PAGE TOTAL 65,217,919
</TABLE>
14
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMES DEPT STORES INC
COM NEW. . . . . . . . 30789507 2,892,038 77,900.00 X X
AMERITECH CORP
NEW COM. . . . . . . . 30954101 74,784,613 1,292,300.00 X X
AMF BOWLING INC
DEB CONV CPN 144A. . . 03113VAA7 11,270,000 98,000,000.00 X X
AMGEN INC
COM. . . . . . . . . . 31162100 97,876,600 1,307,200.00 X X
AMISTAR CORP
COM. . . . . . . . . . 31535107 40,588 19,100.00 X X
AMKOR TECHNOLOGY INC
SUB NT CONV. . . . . . 031652AA8 2,486,250 3,000,000.00 X X
AMNEX INC
COM NEW. . . . . . . . 31674203 6,525 26,100.00 X X
AMPCO PITTSBURGH CORP
COM. . . . . . . . . . 32037103 280,450 28,400.00 X X
AMPEX CORP DEL
CL A . . . . . . . . . 32092108 271,438 101,000.00 X X
AMSOUTH BANCORPORATION
COM. . . . . . . . . . 32165102 623,350 13,700.00 X X
AMTRAN INC
03234G106 1,824,000 96,000.00 X X
AMWAY JAPAN LTD
SPONSORED ADR. . . . . 03234J100 263,156 60,150.00 X X
AMVESCAP PLC
SPONSORED ADR. . . . . 3.24E+103 3,513,397 346,564.00 X X
ANACOMP INC DEL
COM. . . . . . . . . . 32371106 27,431,393 1,707,791.00 X X
-------------
PAGE TOTAL 223,563,798
</TABLE>
15
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANALOG DEVICES INC
COM . . . . . . . . . . . 32654105 11,596,639 389,803.00 X X
ANALYSIS + TECHNOLOGY INC
COM . . . . . . . . . . . 32672107 245,556 10,100.00 X X
ANCHOR GAMING
COM . . . . . . . . . . . 33037102 3,605,000 82,400.00 X X
ANDOVER BANCORP INC DEL
34258103 1,643,775 60,600.00 X X
ANDREW CORP
COM . . . . . . . . . . . 34425108 760,913 61,800.00 X X
ANDRX CORP
COM . . . . . . . . . . . 34551101 1,321,313 14,500.00 X X
ANGEION CORP
COM . . . . . . . . . . . 03462H107 32,100 42,800.00 X X
ANGELICA CORP
COM . . . . . . . . . . . 34663104 462,000 33,000.00 X X
ANHEUSER BUSCH COS INC
COM . . . . . . . . . . . 35229103 32,087,788 421,200.00 X X
ANIXTER INTL INC
COM . . . . . . . . . . . 35290105 1,667,669 139,700.00 X X
ANNTAYLOR STORES CORP
COM . . . . . . . . . . . 36115103 4,405,494 99,700.00 X X
ANSYS INC
COM . . . . . . . . . . . 03662Q105 77,000 11,200.00 X X
ANTEC CORP
COM . . . . . . . . . . . 03664P105 879,350 40,900.00 X X
TATNEFT
SPONSORED ADR REG S . . . 03737P306 68,200 24,800.00 X X
----------
PAGE TOTAL 58,852,797
</TABLE>
16
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AON CORP
COM . . . . . . . . . . . . . 37389103 54,453,506 860,925.00 X X
APARTMENT INVT. + MGMT CO
CLASS A . . . . . . . . . . . 03748R101 10,540,920 290,784.00 X X
APOLLO GROUP INC
CL A. . . . . . . . . . . . . 37604105 7,087,097 237,225.00 X X
APPLE COMPUTER
COM NPV . . . . . . . . . . . 37833100 4,028,594 112,100.00 X X
APPLEBEES INTL INC
COM . . . . . . . . . . . . . 37899101 4,295,044 173,100.00 X X
APPLIED INNOVATION INC
COM . . . . . . . . . . . . . 37916103 142,734 43,500.00 X X
APRIA HEALTHCARE GROUP INC
COM . . . . . . . . . . . . . 37933108 1,182,750 99,600.00 X X
APPLIED GRAPHICS TECHNOLOGIES
COM . . . . . . . . . . . . . 37937109 772,500 103,000.00 X X
APEX PC SOLUTIONS INC
COM . . . . . . . . . . . . . 37945102 555,409 39,850.00 X X
APPLIED INDL TECHNOLOGIES INC
COM . . . . . . . . . . . . . 03820C105 1,397,022 125,575.00 X X
APPLIED MAGNETICS CORP
COM . . . . . . . . . . . . . 38213104 18,623,758 4,900,989.00 X X
APPLIED MICRO CIRCUITS CORP
CDT COM . . . . . . . . . . . 03822W109 7,117,875 166,500.00 X X
APPLIED MATERIALS INC
COM . . . . . . . . . . . . . 38222105 11,467,706 185,900.00 X X
APPLIED PWR INC
COM CLASS A . . . . . . . . . 38225108 2,108,605 77,380.00 X X
-------------
PAGE TOTAL 123,773,520
</TABLE>
17
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COM . . . . . . . . . . . . . 38316105 61,625 14,500.00 X X
APTARGROUP INC
COM . . . . . . . . . . . . . 38336103 1,968,200 75,700.00 X X
AQUA ALLIANCE INC
CL A. . . . . . . . . . . . . 38367108 409,950 182,200.00 X X
AQUARION CO
COM . . . . . . . . . . . . . 03838W101 495,000 18,000.00 X X
AQUILA GAS PIPELINE CORP
COM . . . . . . . . . . . . . 03839B106 310,300 42,800.00 X X
ARACRUZ CELULOSE S A
SPONSORED ADR . . . . . . . . 38496204 723,550 49,900.00 X X
ARCADIA FINL LTD
COM . . . . . . . . . . . . . 39101100 372,875 78,500.00 X X
ARCH COAL INC
COM . . . . . . . . . . . . . 39380100 215,975 16,300.00 X X
ARCH COMMUNICATIONS GROUP INC
COM . . . . . . . . . . . . . 39381108 54,725 39,800.00 X X
ARCHER DANIELS MIDLAND CO
COM . . . . . . . . . . . . . 39483102 1,248,438 85,000.00 X X
ARCHSTONE CMNTYS TR
SH BEN INT. . . . . . . . . . 39581103 48,908,017 2,430,212.00 X X
ARCHSTONE CMNTYS TR
PFD SER A CONV. . . . . . . . 39581202 9,490,081 352,300.00 X X
ARCTIC CAT INC
COM . . . . . . . . . . . . . 39670104 210,178 21,150.00 X X
ARDEN RLTY INC
COM . . . . . . . . . . . . . 39793104 1,136,975 51,100.00 X X
-------------
PAGE TOTAL 65,605,889
</TABLE>
18
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARDENT SOFTWARE INC
COM. . . . . . . . . . . . 39794102 1,858,431 115,700.00 X X
ARGOSY GAMING CORP
40228108 368,156 69,300.00 X X
ARIAD PHARMACEUTICALS INC
COM. . . . . . . . . . . . 04033A100 82,547 58,700.00 X X
ARKANSAS BEST CORP
COM. . . . . . . . . . . . 40790107 271,138 39,800.00 X X
ARMOR HLDGS INC
COM. . . . . . . . . . . . 42260109 318,919 23,300.00 X X
ARONEX PHARMACEUTICALS INC
COM NEW. . . . . . . . . . 42666206 153,438 49,100.00 X X
ARROW ELECTRS INC
COM. . . . . . . . . . . . 42735100 6,402,000 426,800.00 X X
ARROW FINL CORP
COM. . . . . . . . . . . . 42744102 455,075 16,700.00 X X
ARROW INTERNATIONAL INC
42764100 513,188 23,800.00 X X
ARTESYN TECHNOLOGIES INC
COM. . . . . . . . . . . . 43127109 3,572,663 288,700.00 X X
ARTHROCARE CORP
COM. . . . . . . . . . . . 43136100 2,932,050 177,700.00 X X
ARVIN INDS INC
COM. . . . . . . . . . . . 43339100 4,706,144 139,700.00 X X
ASANTE TECHNOLOGIES
COM. . . . . . . . . . . . 43412105 22,875 24,400.00 X X
ASCEND COMMUNICATIONS INC
COM. . . . . . . . . . . . 43491109 18,913,375 226,000.00 X X
------------
PAGE TOTAL 40,569,999
</TABLE>
19
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASHANTI GOLDFIELDS LTD
GLOBAL DEPOSITARY RCPT . . . . 43743202 3,437,595 392,868.00 X X
ASHLAND INC
COM. . . . . . . . . . . . . . 44204105 21,676,406 529,500.00 X X
ASIA PULP + PAPER LTD
SPONSORED ADR. . . . . . . . . 04516V100 171,688 20,500.00 X X
ASPECT DEV INC
COM. . . . . . . . . . . . . . 45234101 5,686,950 244,600.00 X X
ASPECT TELECOMMUNICATIONS CORP
SUB DEB CONV ZERO CPN 144A . . 045237AB0 15,606,719 81,625,000.00 X X
ASPEN TECHNOLOGY
SUB DEB CONV 144A. . . . . . . 045327AA1 4,173,750 7,000,000.00 X X
ASSET INVS CORP
COM NEW. . . . . . . . . . . . 45417201 1,023,600 85,300.00 X X
ASSOCIATED BANC CORP
COM. . . . . . . . . . . . . . 45487105 1,632,006 51,100.00 X X
ASSOCIATED ESTATES RLTY CORP
COM. . . . . . . . . . . . . . 45604105 2,048,881 196,300.00 X X
AT HOME CORP
COM SER A. . . . . . . . . . . 45919107 30,337,650 192,620.00 X X
AT ENTMT INC
COM. . . . . . . . . . . . . . 45920105 643,150 67,700.00 X X
ASSOCIATES FIRST CAP CORP
CL A . . . . . . . . . . . . . 46008108 27,049,500 601,100.00 X X
ASTEC INDS INC
COM. . . . . . . . . . . . . . 46224101 8,379,475 271,400.00 X X
ASTORIA FINL CORP
COM. . . . . . . . . . . . . . 46265104 4,495,000 89,900.00 X X
-----------
PAGE TOTAL 126,362,370
</TABLE>
20
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASTROPOWER INC
CDT COM . . . . . . . . . . . 04644A101 1,440,550 122,600.00 X X
ATCHISON CASTING CORP
COM . . . . . . . . . . . . . 46613105 82,238 10,200.00 X X
ATHEY PRODS CORP
COM . . . . . . . . . . . . . 47465109 28,444 11,100.00 X X
ATLANTIC COAST AIRLINES HLDGS
COM . . . . . . . . . . . . . 48396105 7,298,438 259,500.00 X X
ATLANTIC RICHFIELD CO
COM . . . . . . . . . . . . . 48825103 3,233,688 44,300.00 X X
ATLANTIS PLASTICS INC
COM . . . . . . . . . . . . . 49156102 104,363 12,100.00 X X
ATLAS AIR INC
COM . . . . . . . . . . . . . 49164106 3,411,400 118,400.00 X X
ATMEL CORP
COM . . . . . . . . . . . . . 49513104 1,486,856 97,900.00 X X
ATMOS ENERGY CORP
COM . . . . . . . . . . . . . 49560105 2,473,625 102,800.00 X X
ATRIX LABS INC
04962L101 392,625 34,900.00 X X
ATWOOD OCEANICS INC
COM . . . . . . . . . . . . . 50095108 1,026,000 34,200.00 X X
AUDIOVOX CORP
CL A. . . . . . . . . . . . . 50757103 455,138 68,700.00 X X
AUSPEX SYS INC
COM . . . . . . . . . . . . . 52116100 508,725 47,600.00 X X
AUTHENTIC FITNESS CORP
COM . . . . . . . . . . . . . 52661105 2,102,588 136,200.00 X X
-----------
PAGE TOTAL 24,044,678
</TABLE>
21
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AUTOCYTE INC
COM . . . . . . . . . . . . . 52768108 179,053 26,900.00 X X
AUTODESK INCORPORATED
COM STK NPV . . . . . . . . . 52769106 2,048,402 50,656.00 X X
AUTOIMMUNE INC
52776101 64,125 28,500.00 X X
AUTOCAM CORP
COM . . . . . . . . . . . . . 52907102 130,400 16,300.00 X X
AUTOMATIC COM EXCHANGE SEC TR
TR AUTOMATIC COM EXCHANGE SEC 05300A202 5,307,000 366,000.00 X X
AUTOMATIC DATA PROCESSING INC
COM . . . . . . . . . . . . . 53015103 37,931,979 916,785.00 X X
AUTONOMOUS TECHNOLOGIES CORP
COM . . . . . . . . . . . . . 05329H105 212,625 21,000.00 X X
AUTOTOTE CORP
CL A. . . . . . . . . . . . . 53323101 156,419 86,300.00 X X
AUTOZONE INC
COM . . . . . . . . . . . . . 53332102 4,194,788 138,100.00 X X
AVADO BRANDS INC
COM . . . . . . . . . . . . . 05336P108 5,787,281 974,700.00 X X
AVANIR PHARMACEUTICALS
CL A. . . . . . . . . . . . . 05348P104 71,156 69,000.00 X X
AVALONBAY CMNTYS INC
COM . . . . . . . . . . . . . 53484101 27,719,990 873,699.28 X X
AVANT CORP
COM . . . . . . . . . . . . . 53487104 2,999,466 168,984.00 X X
AVANT IMMUNOTHERAPEUTICS INC
COM . . . . . . . . . . . . . 53491106 102,969 65,900.00 X X
-----------
PAGE TOTAL 86,905,653
</TABLE>
22
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AVID TECHNOLOGY INC
COM . . . . . . . . . . 05367P100 2,484,844 142,500.00 X X
AVIATION SALES CO
COM . . . . . . . . . . 53672101 667,500 15,000.00 X X
AVIRON
SUB NT CONV 144A. . . . 053762AA8 2,125,000 2,500,000.00 X X
AVISTA CORP
COM . . . . . . . . . . 05379B107 4,153,500 255,600.00 X X
AVIS RENT A CAR INC
COM . . . . . . . . . . 53790101 4,369,088 157,800.00 X X
AVNET INC
COM . . . . . . . . . . 53807103 6,467,975 176,600.00 X X
AVON PRODS INC
COM . . . . . . . . . . 54303102 17,544,900 372,800.00 X X
AVONDALE INDS INC
54350103 2,360,000 80,000.00 X X
AXENT TECHNOLOGIES INC
COM . . . . . . . . . . 05459C108 1,448,563 60,200.00 X X
AXYS PHARMACEUTICAL INC
COM . . . . . . . . . . 54635107 193,881 46,300.00 X X
BB+T CORP
COM . . . . . . . . . . 54937107 2,142,300 59,200.00 X X
BEI MEDICAL SYSTEMS INC
COM . . . . . . . . . . 05538E102 44,400 29,600.00 X X
BEC ENERGY
COM . . . . . . . . . . 05538M101 2,800,350 76,200.00 X X
BEI TECHNOLOGIES INC
COM . . . . . . . . . . 05538P104 335,400 31,200.00 X X
-----------
PAGE TOTAL 47,137,701
</TABLE>
23
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BFX HOSPITALITY GROUP, INC
COM. . . . . . . . . . . . . . 55412100 18,500 14,800.00 X X
B I INCORPORATED CO
COM NEW. . . . . . . . . . . . 55467203 194,750 20,500.00 X X
BISYS GROUP INC
COM. . . . . . . . . . . . . . 55472104 7,492,500 133,200.00 X X
BJS WHSL CLUB INC
COM. . . . . . . . . . . . . . 05548J106 2,643,750 100,400.00 X X
BJ SVCS CO
COM. . . . . . . . . . . . . . 55482103 4,628,419 197,700.00 X X
BP AMOCO PLC
SPONSORED ADR. . . . . . . . . 55622104 2,130,538 21,104.24 X X
BRE PPTYS INC
COM RTS CALLABLE THRU 07SEP99. 5.56E+109 14,760,595 652,402.00 X X
BSB BANCORP INC
COM. . . . . . . . . . . . . . 55652101 1,714,900 70,400.00 X X
BT FINL CORP
COM. . . . . . . . . . . . . . 55763106 378,950 14,300.00 X X
BMC SOFTWARE INC
COM. . . . . . . . . . . . . . 55921100 21,892,819 590,700.00 X X
BWAY CORP
COM. . . . . . . . . . . . . . 56039100 265,069 20,100.00 X X
BACOU USA INC
COM. . . . . . . . . . . . . . 56439102 706,125 53,800.00 X X
BADGER METER INC
COM. . . . . . . . . . . . . . 56525108 359,044 11,700.00 X X
BAIRNCO CORP
COM. . . . . . . . . . . . . . 57097107 66,500 14,000.00 X X
-----------
PAGE TOTAL 57,252,459
</TABLE>
24
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BAKER MICHAEL CORP
COM. . . . . . . . . . . . . . 57149106 241,998 33,379.00 X X
BAKER J. INC
COM. . . . . . . . . . . . . . 57232100 120,750 32,200.00 X X
BALDWIN PIANO + ORGAN CO
COM. . . . . . . . . . . . . . 58246109 99,200 12,400.00 X X
BALDWIN TECHNOLOGY INC
58264102 53,188 18,500.00 X X
BALL CORP
COM. . . . . . . . . . . . . . 58498106 12,321,094 262,500.00 X X
BALLANTYNE OMAHA INC
COM. . . . . . . . . . . . . . 58516105 312,266 41,635.50 X X
BALLARD MEDICAL PRODUCTS
COM. . . . . . . . . . . . . . 58566100 270,563 11,100.00 X X
BANCFIRST CORP
COM. . . . . . . . . . . . . . 05945F103 383,625 11,000.00 X X
BANCO DE GALICIA Y BUENOS AIRE
SPONSORED ADR NEW REPSTG CL B. 59538207 2,426,907 151,091.46 X X
BANCO GANADERO S A
SPONSORED ADR REPSTG PREF CL C 59594507 121,875 13,000.00 X X
BANCO RIO DE LA PLATA S A
SPONSORED ADR PEPSIG CL B SHS. 59644104 841,225 87,400.00 X X
BANCO SANTANDER CHILE
SPON ADR SER A . . . . . . . . 05965F108 2,124,000 141,600.00 X X
BANCOLOMBIA S A
SPONSORED ADR REPSTG 4 PREF. . 05968L102 1,768,594 367,500.00 X X
BANCWEST CORP NEW
COM. . . . . . . . . . . . . . 59790105 4,581,500 107,800.00 X X
-----------
PAGE TOTAL 25,666,785
</TABLE>
25
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANGOR HYDRO ELEC CO
COM. . . . . . . . . . . 60077104 430,106 33,900.00 X X
BANK NEW YORK INC
COM. . . . . . . . . . . 64057102 18,931,875 526,800.00 X X
BANK ONE CORP
COM. . . . . . . . . . . 06423A103 67,949,383 1,234,041.00 X X
BANKATLANTIC BANCORP INC
COM. . . . . . . . . . . 65908105 280,275 40,400.00 X X
BANKBOSTON CORP
COM. . . . . . . . . . . 06605R106 12,829,163 296,200.00 X X
BANKERS TR NY CORP
COM. . . . . . . . . . . 66365107 14,402,400 163,200.00 X X
BANKNORTH GROUP INC DEL
06646L100 2,536,850 89,800.00 X X
BANNER AEROSPACE INC
COM. . . . . . . . . . . 66525106 509,613 69,100.00 X X
BANTA CORP
COM STK. . . . . . . . . 66821109 3,003,900 158,100.00 X X
BANYAN STRATEGIC RLTY TR
SH BEN INT . . . . . . . 06683M102 1,926,390 390,155.00 X X
BANYAN SYS INC
COM. . . . . . . . . . . 66908104 564,281 46,300.00 X X
BARNES GROUP INC
COM. . . . . . . . . . . 67806109 2,521,406 134,475.00 X X
BARRICK GOLD CORP
COM. . . . . . . . . . . 67901108 825,825 48,400.00 X X
BARNETT INC
COM. . . . . . . . . . . 68062108 510,125 58,300.00 X X
-----------
PAGE TOTAL 127,221,592
</TABLE>
26
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BARR LABS INC
COM. . . . . . . . . . . 68306109 3,565,450 116,900.00 X X
BARRET BUSINESS SVCS INC
68463108 119,400 19,900.00 X X
BARRETT RES CORP
COM. . . . . . . . . . . 68480201 957,388 38,200.00 X X
BARRY R G CORP OHIO
COM. . . . . . . . . . . 68798107 289,263 31,700.00 X X
BATTLE MTN GOLD CO
COM. . . . . . . . . . . 71593107 217,525 79,100.00 X X
BAXTER INTL INC
COM. . . . . . . . . . . 71813109 47,817,000 724,500.00 X X
BAY VIEW CAP CORP DEL
COM. . . . . . . . . . . 07262L101 2,480,175 131,400.00 X X
BAYARD DRILLING TECH INC
COM. . . . . . . . . . . 72700107 235,000 37,600.00 X X
BE AEROSPACE INC
COM. . . . . . . . . . . 73302101 268,450 18,200.00 X X
BEAR STEARNS COS INC
COM. . . . . . . . . . . 73902108 12,973,675 290,320.00 X X
BEAZER HOMES USA INC
COM. . . . . . . . . . . 07556Q105 369,600 17,600.00 X X
BECKMAN COULTER INC
COM. . . . . . . . . . . 75811109 5,525,666 124,906.00 X X
BECTON DICKINSON + CO
COM. . . . . . . . . . . 75887109 816,056 21,300.00 X X
BED BATH + BEYOND INC
COM. . . . . . . . . . . 75896100 8,650,500 237,000.00 X X
-----------
PAGE TOTAL 84,285,148
</TABLE>
27
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BEDFORD PPTY INVS INC
COM PAR 0.02 DOLLARS . . . 76446301 2,354,625 161,000.00 X X
BEL FUSE INC
CL A . . . . . . . . . . . 77347201 315,700 7,700.00 X X
BELL + HOWELL CO NEW
COM. . . . . . . . . . . . 77852101 2,051,875 70,000.00 X X
BELL ATLANTIC CORP
COM. . . . . . . . . . . . 77853109 106,477,284 2,060,020.00 X X
BELL INDS INC
COM. . . . . . . . . . . . 78107109 624,554 60,198.00 X X
BELLSOUTH CORP
COM. . . . . . . . . . . . 79860102 46,192,063 1,153,000.00 X X
BELLWETHER EXPL CO
COM NEW. . . . . . . . . . 79895207 91,556 25,700.00 X X
BELO A H CORP
COM SER A. . . . . . . . . 80555105 5,783,425 316,900.00 X X
BEN + JERRYS HOMEMADE INC
COM. . . . . . . . . . . . 81465106 324,800 11,600.00 X X
BENCHMARK ELECTRS INC
08160H101 5,586,000 186,200.00 X X
BERGEN BRUNSWIG CORP
CLASS A. . . . . . . . . . 83739102 3,230,000 161,500.00 X X
BERKLEY W R CORP
COM. . . . . . . . . . . . 84423102 607,600 24,800.00 X X
BERKSHIRE HATHAWAY INC DEL
CL B . . . . . . . . . . . 84670207 2,113,549 899 X X
BERKSHIRE REALTY CO INC
COM. . . . . . . . . . . . 84710102 2,856,169 255,300.00 X X
-----------
PAGE TOTAL 178,609,200
</TABLE>
28
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BEST BUY CO INC
COM STK USD0.10. . . . . 86516101 33,004,400 634,700.00 X X
BESTFOODS
COM. . . . . . . . . . . 08658U101 3,022,100 64,300.00 X X
BETHLEHEM STL CORP
COM. . . . . . . . . . . 87509105 589,875 71,500.00 X X
BEVERLY ENTERPRISES INC
COM NEW. . . . . . . . . 87851309 105,063 20,500.00 X X
BEYOND COM CORP
COM. . . . . . . . . . . 8.86E+104 576,125 22,000.00 X X
BIG FLOWER HOLDINGS INC
COM. . . . . . . . . . . 89159107 2,745,225 88,200.00 X X
BILLING CONCEPTS CORP
COM. . . . . . . . . . . 90063108 1,213,625 102,200.00 X X
BINDLEY WESTN INDS INC
COM. . . . . . . . . . . 90324104 8,511,644 298,000.67 X X
BIO RAD LABORATORIES INC
CLASS A COM STK. . . . . 90572207 346,275 17,100.00 X X
BIO TECHNOLOGY GEN CORP
COM. . . . . . . . . . . 90578105 365,884 61,300.00 X X
BIOGEN INC
COM. . . . . . . . . . . 90597105 7,310,284 63,950.00 X X
BIOMATRIX INC
09060P102 3,907,800 50,100.00 X X
BIOMET INC
COM. . . . . . . . . . . 90613100 14,854,263 354,200.00 X X
BIONX IMPLANTS INC
COM. . . . . . . . . . . 09064Q106 646,800 123,200.00 X X
-----------
PAGE TOTAL 77,199,363
</TABLE>
29
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BIOSOURCE INTL INC
COM. . . . . . . . . . . . . . 09066H104 51,000 12,000.00 X X
BIO LOGIC SYS CORP
COM. . . . . . . . . . . . . . 90909102 25,750 10,300.00 X X
BIOSITE DIAGNOSTICS INC
COM. . . . . . . . . . . . . . 90945106 320,000 32,000.00 X X
BLACK BOX CORP
COM. . . . . . . . . . . . . . 91826107 4,529,100 146,100.00 X X
BLACK HILLS CORP
COM. . . . . . . . . . . . . . 92113109 353,788 16,600.00 X X
BLAIR CORP
COM. . . . . . . . . . . . . . 92828102 329,175 20,900.00 X X
BLANCH E W HLDGS INC
93210102 1,601,250 30,500.00 X X
BLOCK DRUG INC
CL A . . . . . . . . . . . . . 93644102 608,112 14,832.00 X X
BLUEGREEN CORP
COM. . . . . . . . . . . . . . 96231105 63,375 13,000.00 X X
BLYTH INDS INC
COM. . . . . . . . . . . . . . 09643P108 1,901,813 80,500.00 X X
BOB EVANS FARMS INC
COM. . . . . . . . . . . . . . 96761101 5,050,000 252,500.00 X X
BOEING CO
COM. . . . . . . . . . . . . . 97023105 4,253,050 124,500.00 X X
BOISE CASCADE CORP
COM. . . . . . . . . . . . . . 97383103 412,800 12,800.00 X X
BOISE CASCADE OFFICE PRODS COR
COM. . . . . . . . . . . . . . 97403109 639,688 57,500.00 X X
-----------
PAGE TOTAL 20,138,901
</TABLE>
30
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BOMBAY INC
COM. . . . . . . . . . . . 97924104 130,800 32,700.00 X X
BONE CARE INTL INC
COM. . . . . . . . . . . . 98072101 230,625 22,500.00 X X
BOOKS A MILLION INC
COM. . . . . . . . . . . . 98570104 415,650 40,800.00 X X
BOOLE + BABBAGE INC
COM. . . . . . . . . . . . 98586100 1,353,600 56,400.00 X X
BORDERS GROUP INC
COM. . . . . . . . . . . . 99709107 285,469 20,300.00 X X
BORG WARNER AUTOMOTIVE INC
COM. . . . . . . . . . . . 99724106 1,319,434 27,596.00 X X
BORG WARNER SEC CORP
COM. . . . . . . . . . . . 99733107 3,425,375 204,500.00 X X
BOSTON ACOUSTICS INC
100534106 367,250 22,600.00 X X
BOSTON BEER INC
CL A . . . . . . . . . . . 100557107 299,925 38,700.00 X X
BOSTON PPTYS INC
COM. . . . . . . . . . . . 101121101 5,866,438 185,500.00 X X
BOSTON SCIENTIFIC CORP
COM. . . . . . . . . . . . 101137107 3,186,675 78,600.00 X X
BOWNE + CO INC
COM. . . . . . . . . . . . 103043105 2,328,150 199,200.00 X X
BRADLEY REAL ESTATE INC
COM. . . . . . . . . . . . 104580105 2,193,938 121,500.00 X X
BRADY CORP
CL A . . . . . . . . . . . 104674106 1,815,281 86,700.00 X X
-----------
PAGE TOTAL 23,218,610
</TABLE>
31
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRANDYWINE RLTY TR
SH BEN INT NEW. . . . . . . 105368203 6,083,188 374,350.00 X X
BRAUNS FASHIONS CORP
COM . . . . . . . . . . . . 105658108 120,800 15,100.00 X X
BRIDGFORD FOODS CORP
COM . . . . . . . . . . . . 108763103 329,550 31,200.00 X X
BRIGGS + STRATTON CORP
COM . . . . . . . . . . . . 109043109 8,432,438 171,000.00 X X
BRIGHTPOINT INC
COM . . . . . . . . . . . . 109473108 167,738 28,400.00 X X
BRINKER INTL INC
COM . . . . . . . . . . . . 109641100 7,251,181 280,900.00 X X
BRISTOL MYERS SQUIBB CO
COM . . . . . . . . . . . . 110122108 155,627,269 2,420,200.00 X X
BRITE VOICE SYS INC
110411105 232,800 29,100.00 X X
BRITESMILE INC
COM . . . . . . . . . . . . 110415106 77,513 11,700.00 X X
BROADVISION INC
COM . . . . . . . . . . . . 111412102 25,489,350 426,600.00 X X
BROKEN HILL PROPRIETARY LTD
SPONSORED ADR . . . . . . . 112169602 1,731,900 100,400.00 X X
BROOKE GROUP LTD
COM . . . . . . . . . . . . 112525100 798,356 51,300.00 X X
BROOKS AUTOMATION INC
COM . . . . . . . . . . . . 11434A100 203,613 9,100.00 X X
BROOKTROUT TECHNOLOGY INC
COM . . . . . . . . . . . . 114580103 194,250 18,500.00 X X
-----------
PAGE TOTAL 206,739,946
</TABLE>
32
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BROWN + SHARPE MFG CO
COM RTS CALLABLE THRU 03/23/98 115223109 611,150 125,000.00 X X
BROWN TOM INC
COM NEW. . . . . . . . . . . . 115660201 988,188 81,500.00 X X
BROWNING FERRIS INDS INC
COM. . . . . . . . . . . . . . 115885105 9,767,881 253,300.00 X X
BRUNSWICK CORP
COM. . . . . . . . . . . . . . 117043109 6,689,031 350,900.00 X X
BUCKLE INC
COM. . . . . . . . . . . . . . 118440106 1,935,000 86,000.00 X X
BUDGET GROUP INC
CL A . . . . . . . . . . . . . 119003101 618,625 50,500.00 X X
BUFFETS INC
COM STK. . . . . . . . . . . . 119882108 4,836,775 489,800.00 X X
BUILDING MATLS HLDS CORP
COM. . . . . . . . . . . . . . 120113105 377,663 37,300.00 X X
BULL RUN CORP GA
COM. . . . . . . . . . . . . . 120182100 236,688 54,100.00 X X
BURLINGTON COAT FACTORY WHSE
COM. . . . . . . . . . . . . . 121579106 231,475 19,700.00 X X
BURLINGTON NORTHN SANTA FE
COM. . . . . . . . . . . . . . 12189T104 81,648,350 2,483,600.00 X X
BURNHAM PAC PPTYS INC
12232C108 428,400 40,800.00 X X
BURR BROWN
COM. . . . . . . . . . . . . . 122574106 5,501,938 234,125.00 X X
C+D TECHNOLOGIES
COM. . . . . . . . . . . . . . 124661109 2,870,575 115,400.00 X X
-----------
PAGE TOTAL 116,741,739
</TABLE>
33
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CBL + ASSOC PPTYS INC
COM . . . . . . . . . . 124830100 2,943,450 126,600.00 X X
CBT GROUP PUB LTD
SPONSORED ADR NEW . . . 124853300 922,389 80,646.00 X X
CCA INDS INC
124867102 14,869 12,200.00 X X
CCBT BANCORP INC
COM . . . . . . . . . . 12487S105 464,400 28,800.00 X X
CBS CORP
COM . . . . . . . . . . 12490K107 12,783,706 312,300.00 X X
CFW COMMUNICATIONS CO
COM . . . . . . . . . . 124923103 291,938 13,500.00 X X
C COR ELECTRS INC
COM . . . . . . . . . . 125010108 420,900 24,400.00 X X
C CUBE MICROSYSTEMS INC
COM . . . . . . . . . . 125015107 2,440,900 123,200.00 X X
C D I CORP
COM . . . . . . . . . . 125071100 3,943,844 163,900.00 X X
CDW COMPUTER CTRS INC
COM . . . . . . . . . . 125129106 1,138,500 16,500.00 X X
CEC ENTMT INC
COM . . . . . . . . . . 125137109 2,748,025 76,600.00 X X
CFI PROSERVICES INC
COM . . . . . . . . . . 12525N100 157,625 13,000.00 X X
C H ROBINSON WORLDWIDE
COM . . . . . . . . . . 12541W100 1,073,463 42,200.00 X X
CHS ELECTRONICS INC
COM NEW . . . . . . . . 12542A206 842,297 264,250.00 X X
-----------
PAGE TOTAL 30,186,306
</TABLE>
34
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CIGNA CORP
COM . . . . . . . . . . . . . 125509109 52,525,294 626,700.00 X X
CIT GROUP INC
CL A. . . . . . . . . . . . . 125577106 5,507,363 180,200.00 X X
CKE RESTAURANTS INC
COM . . . . . . . . . . . . . 1.26E+109 632,000 32,000.00 X X
CLECO CORP
COM . . . . . . . . . . . . . 12561M107 3,277,450 111,100.00 X X
CMG INFORMATION SVCS INC
COM . . . . . . . . . . . . . 125750109 6,939,533 37,908.00 X X
CMI CORP
CL A. . . . . . . . . . . . . 125761304 448,125 71,700.00 X X
CMP GROUP INC
COM . . . . . . . . . . . . . 125887109 6,085,800 331,200.00 X X
CMS ENERGY CORP
COM . . . . . . . . . . . . . 125896100 22,302,844 554,400.00 X X
CPI CORP
COM . . . . . . . . . . . . . 125902106 2,049,550 91,600.00 X X
CPB INC
COM . . . . . . . . . . . . . 125903104 258,281 14,500.00 X X
CNET INC
COM . . . . . . . . . . . . . 125945105 2,247,850 24,400.00 X X
CSK AUTO CORP
COM . . . . . . . . . . . . . 125965103 520,913 17,400.00 X X
CNF TR I
GTD TERM CONV SECS SER A CONV 12612V205 1,875,900 33,800.00 X X
CNF TRANSN INC
COM . . . . . . . . . . . . . 12612W104 7,430,156 196,500.00 X X
-----------
PAGE TOTAL 112,101,059
</TABLE>
35
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CNB BANCSHARES INC
COM. . . . . . . . . . . . . . 126126101 6,110,353 151,810.00 X X
CSG SYS INTL INC
COM. . . . . . . . . . . . . . 126349109 3,265,425 82,800.00 X X
C S P INC
COM. . . . . . . . . . . . . . 126389105 78,750 10,000.00 X X
CSX CORP
COM. . . . . . . . . . . . . . 126408103 35,135,020 902,344.00 X X
CTC COMMUNICATIONS CORP
COM. . . . . . . . . . . . . . 126418102 288,338 23,300.00 X X
CTS CORP
COM. . . . . . . . . . . . . . 126501105 2,916,813 59,000.00 X X
CUNO INC
COM. . . . . . . . . . . . . . 126583103 1,185,800 84,700.00 X X
CVS CORP
COM. . . . . . . . . . . . . . 126650100 32,395,000 682,000.00 X X
CABLEVISION SYS CORP
CL A . . . . . . . . . . . . . 12686C109 22,281,975 300,600.00 X X
CABLE DESIGN TECHNOLOGIES CORP
COM. . . . . . . . . . . . . . 126924109 471,900 42,900.00 X X
CABOT CORP
COM. . . . . . . . . . . . . . 127055101 1,740,375 81,900.00 X X
CABOT INDL TR
COM SH BEN INT . . . . . . . . 127072106 354,850 18,800.00 X X
CACHE INC
COM NEW. . . . . . . . . . . . 127150308 234,194 37,100.00 X X
CACI INC
CL A . . . . . . . . . . . . . 127190304 391,256 23,100.00 X X
-----------
PAGE TOTAL 106,850,049
</TABLE>
36
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CADENCE DESIGN SYS INC
COM . . . . . . . . . . . . . 127387108 370,800 14,400.00 X X
CADIZ INC
COM . . . . . . . . . . . . . 127537108 205,600 25,700.00 X X
CADMUS COMMUNICATIONS CORP
COM RTS CALLABLE THRU 2/13/99 127587103 276,000 19,200.00 X X
CAERE CORP
COM . . . . . . . . . . . . . 127646107 249,900 23,800.00 X X
CAGLES INC
CL A. . . . . . . . . . . . . 127703106 356,250 25,000.00 X X
CAL DIVE INTL INC
COM . . . . . . . . . . . . . 127914109 2,882,838 138,100.00 X X
CALIFORNIA AMPLIFIER INC
COM . . . . . . . . . . . . . 129900106 63,038 24,600.00 X X
CALPINE CORP
COM . . . . . . . . . . . . . 131347106 6,048,625 166,000.00 X X
CAMBREX CORP
COM . . . . . . . . . . . . . 132011107 7,533,563 340,500.00 X X
CAMDEN PPTY TR
133131102 19,818,587 800,751.00 X X
CAMERON ASHLEY BUILDING PROD
COM . . . . . . . . . . . . . 133290106 200,750 22,000.00 X X
CANADIAN PAC LTD NEW
COM . . . . . . . . . . . . . 135923100 19,549,384 1,004,400.00 X X
CANDELA CORP
COM . . . . . . . . . . . . . 136907102 193,500 21,500.00 X X
CANANDAIGUA WINE INC
CL A. . . . . . . . . . . . . 137219200 5,848,538 116,100.00 X X
-----------
PAGE TOTAL 63,597,373
</TABLE>
37
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CANDIES INC
137409108 49,822 14,900.00 X X
CANNONDALE CORP
COM. . . . . . . . . . . . 137798104 201,838 24,100.00 X X
CAPITAL AUTOMOTIVE REIT
COM SH BEN INT . . . . . . 139733109 283,575 22,800.00 X X
CAPITAL ONE FINL CORP
COM. . . . . . . . . . . . 14040H105 9,437,500 62,500.00 X X
CAPITAL RE CORP
140432105 1,028,100 59,600.00 X X
CAPITAL SR LIVING CORP
COM. . . . . . . . . . . . 140475104 290,975 41,200.00 X X
CAPITOL BANCORP LTD
COM. . . . . . . . . . . . 14056D105 252,800 12,800.00 X X
CAPSTEAD MTG CORP
COM. . . . . . . . . . . . 1.41E+104 679,938 126,500.00 X X
CARBIDE/GRAPHITE GROUP INC
COM. . . . . . . . . . . . 140777103 741,675 68,200.00 X X
CARAUSTAR INDS INC
COM. . . . . . . . . . . . 140909102 374,900 16,300.00 X X
CAPSTAR HOTEL CO
SUB NT CONV. . . . . . . . 140918AC7 9,053,606 12,381,000.00 X X
CARDIAC PATHWAYS CORP
COM. . . . . . . . . . . . 141408104 16,363 11,900.00 X X
CARDINAL HEALTH INC
COM. . . . . . . . . . . . 14149Y108 26,872,428 407,158.00 X X
CAREMATRIX CORP
SUB NT CONV 144A . . . . . 141706AA9 1,744,200 2,040,000.00 X X
-----------
PAGE TOTAL 51,027,720
</TABLE>
38
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAREMATRIX
SUB NT CONV . . . . . . 141706AC5 15,257,475 17,845,000.00 X X
CAREMATRIX CORP
COM . . . . . . . . . . 141706101 670,700 35,300.00 X X
CARLISLE COS INC
COM . . . . . . . . . . 142339100 6,928,350 148,200.00 X X
CARRIAGE SVCS INC
CL A. . . . . . . . . . 143905107 477,950 31,600.00 X X
CAROLINA PWR + LT CO
COM . . . . . . . . . . 144141108 480,219 12,700.00 X X
CARR GOTTSTEIN FOODS CO
COM . . . . . . . . . . 1.44E+111 199,463 16,200.00 X X
CARRAMERICA RLTY CORP
COM . . . . . . . . . . 144418100 15,289,313 693,000.00 X X
CARREKER ANTINORI INC
COM . . . . . . . . . . 144433109 310,650 45,600.00 X X
CARTER WALLACE INC.
COM . . . . . . . . . . 146285101 3,898,800 215,200.00 X X
CASCADE CORP
COM . . . . . . . . . . 147195101 432,438 40,700.00 X X
CASCADE NAT GAS CORP
COM . . . . . . . . . . 147339105 448,125 30,000.00 X X
CASELLA WASTE SYS INC
CL A. . . . . . . . . . 147448104 1,416,925 62,800.00 X X
CASEYS GEN STORES INC
COM . . . . . . . . . . 147528103 207,975 14,100.00 X X
CASINO DATA SYS
COM . . . . . . . . . . 147583108 158,638 51,800.00 X X
-----------
PAGE TOTAL 46,177,021
</TABLE>
39
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CASTLE + COOKE INC NEW
COM . . . . . . . . . . 148433105 238,075 17,800.00 X X
CATALINA LTG INC
148865108 78,100 28,400.00 X X
CATALINA MARKETING CORP
COM . . . . . . . . . . 148867104 4,233,638 49,300.00 X X
CATALYTICA INC
COM . . . . . . . . . . 148885106 2,328,700 211,700.00 X X
CATERPILLAR INC
COM . . . . . . . . . . 149123101 23,336,250 508,000.00 X X
CATHAY BANCORP INC
COM . . . . . . . . . . 149150104 462,788 12,300.00 X X
CATHERINES STORES CORP
COM . . . . . . . . . . 14916F100 182,700 26,100.00 X X
CATO CORP NEW
CL A. . . . . . . . . . 149205106 793,425 85,200.00 X X
CAVALIER HOMES INC
COM . . . . . . . . . . 149507105 590,013 61,300.00 X X
CELADON GROUP INC
COM . . . . . . . . . . 150838100 129,188 15,900.00 X X
CELL GENESYS INC
COM . . . . . . . . . . 150921104 786,050 159,200.00 X X
CELERIS CORP
COM . . . . . . . . . . 15100K102 29,644 27,900.00 X X
CENDANT CORP
COM . . . . . . . . . . 151313103 24,645,600 1,564,800.00 X X
CENTENNIAL BANCORP
COM . . . . . . . . . . 15133T104 413,750 33,100.00 X X
-----------
PAGE TOTAL 58,247,921
</TABLE>
40
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CENTINAL CELLULAR CORP
CL A NEW . . . . . . . . . . . 15133V208 779,625 16,500.00 X X
CENTERPOINT PPTYS TR
COM. . . . . . . . . . . . . . 151895109 15,296,875 489,500.00 X X
CENTER TRUST RETAIL PPTYS INC
COM. . . . . . . . . . . . . . 152038105 361,100 31,400.00 X X
CENTEX CONSTR PRODS INC
COM. . . . . . . . . . . . . . 15231R109 7,777,113 223,400.00 X X
CENTEX CORP
COM. . . . . . . . . . . . . . 152312104 10,806,825 323,800.00 X X
CENTIGRAM COMMUNICATIONS CORP
152317103 171,825 17,400.00 X X
CENTOCOR INC
144A . . . . . . . . . . . . . 152342AC5 14,001,550 14,415,000.00 X X
CENTOCOR INC
SUB DEB CONV . . . . . . . . . 152342AE1 3,865,564 3,970,000.00 X X
CENTRAL + SOUTH WEST CORP
COM. . . . . . . . . . . . . . 152357109 9,907,031 422,700.00 X X
CENTRAL GARDEN AND PET CO
SUB NT CONV. . . . . . . . . . 153527AC0 17,967,950 20,020,000.00 X X
CENTRAL GARDEN + PET CO
153527106 12,401,438 734,900.00 X X
CENTRAL HUDSON GAS + ELEC CORP
COM. . . . . . . . . . . . . . 153609102 762,806 21,300.00 X X
CENTRAL NEWSPAPERS INC
CL A . . . . . . . . . . . . . 154647101 379,725 12,200.00 X X
CENTRAL SPRINKLER CORP
155184104 240,825 16,900.00 X X
-----------
PAGE TOTAL 94,720,252
</TABLE>
41
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CENTRAL VT PUBLIC SERVICE
COM . . . . . . . . . . . . 155771108 323,006 32,100.00 X X
CENTURA BKS INC
15640T100 648,442 11,144.00 X X
CENTURA SOFTWARE CORP
COM . . . . . . . . . . . . 15640W103 34,856 33,800.00 X X
CENTURY ALUM CO
COM . . . . . . . . . . . . 156431108 155,269 27,300.00 X X
CENTURYBUSINESS SVCS INC
COM . . . . . . . . . . . . 156490104 1,195,469 109,300.00 X X
CENTURY COMMUNICATIONS CORP
CL A. . . . . . . . . . . . 156503104 506,169 10,900.00 X X
CERIDIAN CORP
COM . . . . . . . . . . . . 15677T106 11,707,313 320,200.00 X X
CERNER CORP
156782104 859,344 53,500.00 X X
CHAD THERAPEUTICS INC
COM . . . . . . . . . . . . 157228107 63,450 28,200.00 X X
CHAMPION ENTERPRISES INC
COM . . . . . . . . . . . . 158496109 11,287,875 582,600.00 X X
CHAMPION INDS INC W VA
COM . . . . . . . . . . . . 158520106 99,400 14,200.00 X X
CHAMPION INTL CORP
COM . . . . . . . . . . . . 158525105 21,226,726 516,937.00 X X
CHANCELLOR MEDIA CORP
PFD CONV EXCHANGEABLE . . . 158915405 9,397,440 97,890.00 X X
CHARTER ONE FINL INC
COM . . . . . . . . . . . . 160903100 5,541,000 192,000.00 X X
-----------
PAGE TOTAL 63,045,759
</TABLE>
42
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHARMING SHOPPES INC
2006 SUB NT CONV. . . . . . . 161133AA1 2,253,125 2,500,000.00 X X
CHART INDS INC
COM . . . . . . . . . . . . . 16115Q100 197,531 30,100.00 X X
CHARTWELL RE CORP
COM . . . . . . . . . . . . . 16139W109 1,849,200 107,200.00 X X
CHASE MANHATTAN CORP NEW
COM . . . . . . . . . . . . . 16161A108 133,519,075 1,641,700.00 X X
CHASTAIN CAP CORP
COM . . . . . . . . . . . . . 161697107 188,125 35,000.00 X X
CHATEAU CMNTYS INC
COM . . . . . . . . . . . . . 161726104 393,250 14,300.00 X X
CHATTEM INC
COM . . . . . . . . . . . . . 162456107 1,493,750 47,800.00 X X
CHECKFREE HLDGS CORP
COM . . . . . . . . . . . . . 162816102 327,731 7,700.00 X X
CHECKPOINT SYS INC
COM . . . . . . . . . . . . . 162825103 2,181,200 262,400.00 X X
CHEESECAKE FACTORY
163072101 1,664,875 70,100.00 X X
CHELSEA GCA REALTY INC
COM . . . . . . . . . . . . . 163262108 6,904,638 247,700.00 X X
CHEMED CORP
COM . . . . . . . . . . . . . 163596109 1,328,700 51,600.00 X X
CHEMFAB CORP
COM . . . . . . . . . . . . . 16361L102 661,650 40,100.00 X X
CHESAPEAKE CORP
COM RTS CALLABLE THRU 15MAR99 165159104 2,414,125 89,000.00 X X
-----------
PAGE TOTAL 155,376,975
</TABLE>
43
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHESAPEAKE ENERGY CORP
COM. . . . . . . . . . . 165167107 680,153 473,650.00 X X
CHEVRON CORP
COM. . . . . . . . . . . 166751107 37,703,609 426,322.96 X X
CHICAGO TITLE CORP
COM. . . . . . . . . . . 168228104 487,425 13,400.00 X X
CHICOS FAS INC
168615102 490,200 22,800.00 X X
CHIQUITA BRANDS INTL INC
COM STK. . . . . . . . . 170032106 2,692,556 264,300.00 X X
CHIQUITA BRANDS INTL INC
PFD NON VTG SER A 2.875. 170032403 935,938 25,000.00 X X
CHIREX INC
COM. . . . . . . . . . . 170038103 1,117,200 45,600.00 X X
CHITTENDEN CORP
COM. . . . . . . . . . . 170228100 460,613 17,300.00 X X
CHOCK FULL O NUTS CORP
COM. . . . . . . . . . . 170268106 59,950 10,900.00 X X
CHOLESTECH CORP
170393102 64,813 30,500.00 X X
CHRIS CRAFT INDS INC
COM. . . . . . . . . . . 170520100 759,930 16,656.00 X X
CHRONIMED INC
171164106 192,791 32,300.00 X X
CHRYSALIS INTL CORP
COM. . . . . . . . . . . 171188105 19,416 32,700.00 X X
CHUBB CORP
COM. . . . . . . . . . . 171232101 3,906,119 66,700.00 X X
-----------
PAGE TOTAL 49,570,713
</TABLE>
44
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHURCH + DWIGHT INC
COM . . . . . . . . . . 171340102 256,725 6,300.00 X X
CIDCO INC
COM . . . . . . . . . . 171768104 99,400 22,400.00 X X
CILCORP INC
COM . . . . . . . . . . 171794100 1,021,063 17,000.00 X X
CINERGY CORP
COM . . . . . . . . . . 172474108 577,500 21,000.00 X X
CIRCLE INTL GROUP INC
COM . . . . . . . . . . 172574105 1,580,031 108,500.00 X X
CIRCUIT CITY STORES INC
COM . . . . . . . . . . 172737108 43,944,438 573,500.00 X X
CISCO SYS INC
COM . . . . . . . . . . 17275R102 277,638,497 2,534,065.00 X X
CIRRUS LOGIC INC
SUB NT CONV 144A. . . . 172755AA8 7,483,400 11,005,000.00 X X
CIRRUS LOGIC INC
SUB NT CONV . . . . . . 172755AC4 2,703,000 3,975,000.00 X X
CITATION CORP ALA
COM . . . . . . . . . . 172895104 422,300 41,200.00 X X
CINTAS CORP
COM . . . . . . . . . . 172908105 497,984 7,617.34 X X
CIRCUIT SYS INC
172917106 25,438 11,000.00 X X
CITIGROUP INC
COM . . . . . . . . . . 172967101 113,454,871 1,776,201.50 X X
CITIZENS BKG CORP MICH
COM . . . . . . . . . . 174420109 925,200 25,700.00 X X
-----------
PAGE TOTAL 450,629,847
</TABLE>
45
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CITIZENS UTILS TR
EQUITY PFD INCOM COVN SECS EPP 177351202 7,430,150 184,600.00 X X
CITRIX SYS INC
COM. . . . . . . . . . . . . . 177376100 564,250 14,800.00 X X
CITY NATL CORP
COM. . . . . . . . . . . . . . 178566105 1,701,213 55,100.00 X X
CIVIC BANCORP
COM. . . . . . . . . . . . . . 178788105 175,000 14,000.00 X X
CLAIRE S STORES INC
COM. . . . . . . . . . . . . . 179584107 334,388 11,100.00 X X
CLARCOR INC
179895107 2,653,219 155,500.00 X X
CLARIFY INC
COM. . . . . . . . . . . . . . 180492100 397,644 14,900.00 X X
CLAYTON HOMES INC
COM. . . . . . . . . . . . . . 184190106 1,064,766 96,250.00 X X
CLEAN HBRS INC
COM. . . . . . . . . . . . . . 184496107 75,769 44,900.00 X X
CLEAR CHANNEL COMMUNICATIONS
COM. . . . . . . . . . . . . . 184502102 11,081,810 165,246.00 X X
CLEARNET COMMUNICATIONS INC
CL A NON VTG . . . . . . . . . 184902104 258,781 19,600.00 X X
CLEVELAND CLIFFS INC
COM. . . . . . . . . . . . . . 185896107 2,030,125 59,600.00 X X
CLINTRIALS RESH INC
COM. . . . . . . . . . . . . . 188767107 185,650 31,600.00 X X
CLOROX CO
COM. . . . . . . . . . . . . . 189054109 210,938 1,800.00 X X
-----------
PAGE TOTAL 28,163,703
</TABLE>
46
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CLOSURE MED CORP
COM . . . . . . . . . . . . . 189093107 1,311,000 34,500.00 X X
COACH USA INC
COM . . . . . . . . . . . . . 18975L106 10,719,500 389,800.00 X X
COACHMEN INDS INC
COM . . . . . . . . . . . . . 189873102 1,322,250 64,500.00 X X
COAST DISTR SYS
COM . . . . . . . . . . . . . 190345108 55,338 23,300.00 X X
COASTAL BANCORP INC
COM . . . . . . . . . . . . . 19041P105 266,000 16,000.00 X X
COASTAL CORP
COM . . . . . . . . . . . . . 190441105 11,919,600 361,200.00 X X
COCA COLA CO
COM . . . . . . . . . . . . . 191216100 117,895,238 1,920,900.00 X X
COCA COLA ENTERPRISES INC
COM STK . . . . . . . . . . . 191219104 4,325,750 143,000.00 X X
COCENSYS INC
COM . . . . . . . . . . . . . 191263102 16,150 64,600.00 X X
COER D ALENE MINES CORP IDAHO
SUB DEB CONV. . . . . . . . . 192108AG3 595,000 1,000,000.00 X X
COGNEX CORP
COM . . . . . . . . . . . . . 192422103 1,951,850 82,400.00 X X
COGNITRONICS CORP
COM . . . . . . . . . . . . . 192432102 85,000 10,000.00 X X
COHERENT INC
COM . . . . . . . . . . . . . 192479103 334,125 24,300.00 X X
COHESION TECHNOLOGIES INC
COM . . . . . . . . . . . . . 19248N101 93,266 23,500.00 X X
-----------
PAGE TOTAL 150,890,067
</TABLE>
47
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COHO ENERGY INC
COM. . . . . . . . . . . . . . 192481109 26,688 42,700.00 X X
COINMACH LAUNDRY CORP
COM. . . . . . . . . . . . . . 19259L101 136,325 13,300.00 X X
COLD METAL PRODS INC
COM. . . . . . . . . . . . . . 192861102 35,175 20,100.00 X X
COLE NATL CORP
CL A . . . . . . . . . . . . . 193290103 812,125 44,500.00 X X
COLE KENNETH PRODTNS INC
CL A . . . . . . . . . . . . . 193294105 1,553,488 58,900.00 X X
COLGATE PALMOLIVE CO
COM. . . . . . . . . . . . . . 194162103 28,188,800 306,400.00 X X
COLLAGEN AESTHETICS INC
COM. . . . . . . . . . . . . . 194194106 344,000 25,600.00 X X
COLONIAL BANCGROUPINC
COM. . . . . . . . . . . . . . 195493309 1,113,600 92,800.00 X X
COLONIAL PPTYS TR
COM SH BEN INT . . . . . . . . 195872106 828,750 32,500.00 X X
COLTEC INDS INC
COM. . . . . . . . . . . . . . 196879100 5,090,681 279,900.00 X X
COLUMBIA ENERGY GROUP
COM. . . . . . . . . . . . . . 197648108 18,789,100 359,600.00 X X
COLUMBIA / HCA HEALTHCARE CORP
COM. . . . . . . . . . . . . . 197677107 4,046,944 213,700.00 X X
COLUMBIA SPORTSWEAR CO
COM. . . . . . . . . . . . . . 198516106 1,462,063 74,500.00 X X
COLUMBUS MCKINNON CORP NY
COM. . . . . . . . . . . . . . 199333105 1,650,250 82,000.00 X X
-----------
PAGE TOTAL 64,077,989
</TABLE>
48
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMAIR HLDGS INC
COM . . . . . . . . . . . . . 199789108 535,106 22,650.00 X X
COMFORT SYS USA INC
COM . . . . . . . . . . . . . 199908104 491,400 33,600.00 X X
COMARCO INC
COM . . . . . . . . . . . . . 200080109 382,500 17,000.00 X X
COMCAST CORP
CL A SPL. . . . . . . . . . . 200300200 16,067,944 255,300.00 X X
COMDISCO INC
COM . . . . . . . . . . . . . 200336105 598,813 33,500.00 X X
COMERICA INC
COM . . . . . . . . . . . . . 200340107 10,005,609 160,250.00 X X
COMFORCE CORP
COM . . . . . . . . . . . . . 20038K109 73,200 19,200.00 X X
COMMERCE BANCORP INC N J
COM . . . . . . . . . . . . . 200519106 4,653,743 112,818.00 X X
COMMERCE BANCSHARES INC
COM . . . . . . . . . . . . . 200525103 327,443 8,505.00 X X
COMMERCIAL FED CORP
COM . . . . . . . . . . . . . 201647104 4,920,388 212,200.00 X X
COMMERCIAL INTERTECH CORP
COM . . . . . . . . . . . . . 201709102 1,647,613 148,100.00 X X
COMMERCIAL METALS CO
COM . . . . . . . . . . . . . 201723103 1,322,000 66,100.00 X X
COMMERCIAL NET LEASE RLTY INC
COM . . . . . . . . . . . . . 202218103 603,006 53,900.00 X X
COMMONWEALTH BANCORP INC
COM . . . . . . . . . . . . . 20268X102 985,669 64,900.00 X X
-----------
PAGE TOTAL 42,614,434
</TABLE>
49
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMMONWEALTH ENERGY SYS
COM SH BEN INT . . . . . . . . 202800108 973,200 25,300.00 X X
COMMONWEALTH INDS INC DEL
COM. . . . . . . . . . . . . . 203004106 252,000 28,000.00 X X
COMMONWEALTH TEL ENTERPRISES
COM. . . . . . . . . . . . . . 203349105 1,487,225 40,400.00 X X
COMMSCOPE INC
COM. . . . . . . . . . . . . . 203372107 11,330,998 541,182.00 X X
COMMUNITY BK SYS INC
COM. . . . . . . . . . . . . . 203607106 1,719,263 72,200.00 X X
COMMUNITY FIRST BANKSHARES INC
COM. . . . . . . . . . . . . . 203902101 938,000 46,900.00 X X
COMMUNITY TR BANCORP INC
COM. . . . . . . . . . . . . . 204149108 1,670,130 79,530.00 X X
COMPANHIA BRASILEIRA DE DISTR
SPONSORED ADR REPSTG PFD . . . 20440T201 170,586 11,664.00 X X
COMPANHIA PARANAENSE DE ENERG
SPONSORED ADR REPSTG PFD SHS . 20441B407 1,972,500 263,000.00 X X
COMPANIA ANON NACL TELE DE VEZ
SPON ADR REPST 7 CL D SHRS . . 204421101 7,347,059 403,962.00 X X
COMPANIA CERVECERIAS UNIDAS SA
SPONSORED ADR. . . . . . . . . 204429104 3,048,188 139,745.00 X X
COMPANIA DE MINAS BUENAVENTURA
SPONSORED ADR REPR SER B . . . 204448104 1,894,260 142,963.00 X X
COMPANIA DE TELECOM DE CHILE
SPONSORED ADR NEW. . . . . . . 204449300 11,149,539 473,190.00 X X
COMPDENT CORP
COM. . . . . . . . . . . . . . 20449F103 352,500 28,200.00 X X
-----------
PAGE TOTAL 44,305,448
</TABLE>
50
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPASS BANCSHARES INC
COM. . . . . . . . . . . . . 20449H109 2,835,900 82,200.00 X X
COMPAQ COMPUTER CORP
COM. . . . . . . . . . . . . 204493100 29,767,238 939,400.00 X X
COMPETITIVE TECHNOLOGIES INC
COM. . . . . . . . . . . . . 204512107 112,875 21,500.00 X X
COMPTEK RESH INC
COM. . . . . . . . . . . . . 204682108 111,313 13,700.00 X X
COMPUTER ASSOC INTL INC
COM. . . . . . . . . . . . . 204912109 3,670,050 103,200.00 X X
COMPUTER NETWORK TECHNOLOGY
COM. . . . . . . . . . . . . 204925101 512,775 31,800.00 X X
COMPUSA INC
204932107 543,200 77,600.00 X X
COMPUTER SCIENCES CORP
COM. . . . . . . . . . . . . 205363104 1,600,438 29,000.00 X X
COMPUTER TASK GROUP INC
COM. . . . . . . . . . . . . 205477102 7,149,938 334,500.00 X X
COMPUWARE CORP
COM. . . . . . . . . . . . . 205638109 23,414,213 980,700.00 X X
COMSAT CORP
COM SER 1. . . . . . . . . . 20564D107 211,244 7,300.00 X X
COMSTOCK RES INC
COM NEW. . . . . . . . . . . 205768203 132,300 43,200.00 X X
COMVERSE TECHNOLOGY INC
SUB DEB CONV . . . . . . . . 205862AG0 28,375,243 19,554,000.00 X X
COMVERSE TECHNOLOGY INC
COM NEW. . . . . . . . . . . 205862402 27,880,850 328,010.00 X X
-------------------
PAGE TOTAL 126,317,577
</TABLE>
51
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONAGRA INC
COM . . . . . . . . . . . . 205887102 10,833,388 423,800.00 X X
CONCENTRIC NETWORK CORP DEL
COM . . . . . . . . . . . . 20589R107 1,320,235 17,662.00 X X
CONCENTRA MANAGED CARE INC
SUB NT CONV . . . . . . . . 20589TAA1 6,629,143 7,109,000.00 X X
CONCENTRA MANAGED CARE INC
SUB NT CONV 144A. . . . . . 20589TAB9 5,535,000 6,000,000.00 X X
CONCENTRA MANAGED CARE INC
COM . . . . . . . . . . . . 20589T103 4,016,500 277,000.00 X X
COMPUTER HORIZONS CORP
COM . . . . . . . . . . . . 205908106 1,257,813 115,000.00 X X
CONCORD COMMUNICATIONS INC
COM . . . . . . . . . . . . 206186108 581,400 10,200.00 X X
CONCORD EFS INC
COM . . . . . . . . . . . . 206197105 1,480,106 53,700.00 X X
CONDOR TECHNOLOGY SOLUTIONS
COM . . . . . . . . . . . . 206772105 1,226,450 129,100.00 X X
CONE MILLS CORP
206814105 233,025 47,800.00 X X
CONECTIV INC
COM . . . . . . . . . . . . 206829103 1,513,188 78,100.00 X X
CONGOLEUM CORP NEW
CL A. . . . . . . . . . . . 207195108 90,100 13,600.00 X X
CONMED CORP
207410101 750,200 24,200.00 X X
CONNECTICUT ENERGY CORP
COM . . . . . . . . . . . . 207567108 598,975 24,700.00 X X
-------------------
PAGE TOTAL 36,065,523
</TABLE>
52
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONNECTICUT WTR SVC INC
207797101 302,400 12,600.00 X X
CONOCO INC
CL A. . . . . . . . . . . . . 208251306 1,272,338 51,800.00 X X
CONSECO INC
COM STK . . . . . . . . . . . 208464107 38,464,075 1,245,800.00 X X
CONSOLIDATED EDISON INC
COM . . . . . . . . . . . . . 209115104 12,456,406 274,900.00 X X
CONSOLIDATED FREIGHTWAYS CORP
COM . . . . . . . . . . . . . 209232107 3,121,975 265,700.00 X X
CONSOLIDATED GRAPHICS INC
COM . . . . . . . . . . . . . 209341106 3,912,043 67,741.00 X X
CONSOLIDATED NAT GAS CO
COM . . . . . . . . . . . . . 209615103 321,338 6,600.00 X X
CONSOLIDATED PAPERS INC
COM . . . . . . . . . . . . . 209759109 1,551,000 66,000.00 X X
CONSOLIDATED STORES CORP
COM . . . . . . . . . . . . . 210149100 15,814,031 521,700.00 X X
CONTINENTAL AIRLS INC
COM CL B. . . . . . . . . . . 210795308 9,247,376 243,352.00 X X
COOPER COS INC
COM NEW . . . . . . . . . . . 216648402 270,600 17,600.00 X X
COOPER INDS INC
COM . . . . . . . . . . . . . 216669101 8,563,363 200,900.00 X X
COOPER TIRE + RUBR CO
COM . . . . . . . . . . . . . 216831107 468,563 25,500.00 X X
COORS ADOLPH CO
CLASS B COM . . . . . . . . . 217016104 5,859,000 108,500.00 X X
-------------------
PAGE TOTAL 101,624,508
</TABLE>
53
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COPART INC
COM. . . . . . . . . . . . . . 217204106 1,983,700 95,600.00 X X
COPENE PETROQ DO NORDESTE SA
SPON ADR PFD A . . . . . . . . 217252105 1,252,125 222,600.00 X X
CORDANT TECHNOLOGIES INC
COM. . . . . . . . . . . . . . 218412104 4,709,819 118,300.00 X X
CORINTHIAN COLLEGES INC
COM. . . . . . . . . . . . . . 218868107 1,606,000 73,000.00 X X
CORN PRODUCTS INTL INC
COM. . . . . . . . . . . . . . 219023108 3,772,550 157,600.00 X X
CORNELL CORRECTIONS INC
COM. . . . . . . . . . . . . . 219141108 229,250 13,100.00 X X
CORNERSTONE PPTYS INC
CDT COM. . . . . . . . . . . . 21922H103 1,521,000 104,000.00 X X
CORNERSTONE RLTY INCOME TR INC
COM. . . . . . . . . . . . . . 21922V102 836,188 78,700.00 X X
CORNING INC
COM. . . . . . . . . . . . . . 219350105 54,156,000 902,600.00 X X
CORPORATE EXECUTIVE BRD CO
COM. . . . . . . . . . . . . . 21988R102 772,788 29,300.00 X X
CORPORATE EXPRESS INC
COM. . . . . . . . . . . . . . 219888104 4,255,306 820,300.00 X X
CORRECTIONAL SVCS CORP
COM. . . . . . . . . . . . . . 219921103 127,875 15,500.00 X X
CORRPRO COS INC
COM. . . . . . . . . . . . . . 220317101 184,275 16,200.00 X X
CORUS BANKSHARES INC
COM. . . . . . . . . . . . . . 220873103 2,284,088 71,100.00 X X
-------------------
PAGE TOTAL 77,690,964
</TABLE>
54
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CORVAS INTERNATIONAL INC
COM. . . . . . . . . . . . 221005101 104,750 41,900.00 X X
COST PLUS INC CALIF
COM. . . . . . . . . . . . 221485105 2,103,250 71,600.00 X X
COSTCO COS INC
SUB NT CONV 144A . . . . . 22160QAA0 3,210,000 3,000,000.00 X X
COSTCO COS INC
COM. . . . . . . . . . . . 22160Q102 24,813,438 271,000.00 X X
COTELLIGENT INC
COM. . . . . . . . . . . . 221630106 228,975 25,800.00 X X
COUNTRYWIDE CR INDS INC
COM. . . . . . . . . . . . 222372104 10,533,750 280,900.00 X X
COUSINS PPTYS INC
COM. . . . . . . . . . . . 222795106 315,419 10,900.00 X X
COVANCE INC
COM. . . . . . . . . . . . 222816100 4,843,328 193,250.00 X X
COVENANT TRANS INC
CL A . . . . . . . . . . . 22284P105 1,277,763 85,900.00 X X
COX COMMUNICATIONS INC NEW
CL A . . . . . . . . . . . 224044107 491,563 6,500.00 X X
COX RADIO INC
CL A . . . . . . . . . . . 224051102 2,274,219 44,375.00 X X
CRANE CO
COM. . . . . . . . . . . . 224399105 568,406 23,500.00 X X
CREATIVE COMPUTERS INC
COM. . . . . . . . . . . . 2.25E+111 442,838 14,700.00 X X
CREATIVE BIOMOLECULES INC
COM. . . . . . . . . . . . 225270107 165,113 71,400.00 X X
-------------------
PAGE TOTAL 51,372,812
</TABLE>
55
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CREDENCE SYSTEMS CORP
COM . . . . . . . . . . . . . 225302108 3,841,600 179,200.00 X X
CREE RESH INC
COM . . . . . . . . . . . . . 225447101 718,144 15,300.00 X X
CRESCENT OPER INC
COM . . . . . . . . . . . . . 22575M100 39,875 11,000.00 X X
CRESCENT REAL ESTATE EQUITIES
COM . . . . . . . . . . . . . 225756105 12,231,350 568,900.00 X X
CRESCENT REAL ESTATE EQUITIES
PFD CONV SER A 6.75PCT. . . . 225756204 4,206,875 265,000.00 X X
CRIIMI MAE INC
PFD SER B CONV. . . . . . . . 226603207 4,139,300 312,400.00 X X
CRISTALERIAS DE CHILE S A
SPONSORED ADR . . . . . . . . 226714103 1,953,563 135,900.00 X X
CRITICARE SYS INC
COM . . . . . . . . . . . . . 226901106 53,994 32,600.00 X X
CROMPTON + KNOWLES CORP
COM . . . . . . . . . . . . . 227111101 1,620,675 102,900.00 X X
CROSS A T CO
CL A. . . . . . . . . . . . . 227478104 207,675 28,400.00 X X
CROSSMANN CMNTYS INC
COM . . . . . . . . . . . . . 2.28E+113 1,772,444 88,900.00 X X
CROWN AMERICAN RLTY
228186102 570,050 87,700.00 X X
CROWN CORK + SEAL INC
COM . . . . . . . . . . . . . 228255105 6,309,456 220,900.00 X X
CROWN CORK + SEAL INC
PFD CONV 4.50PCT. . . . . . . 228255303 10,164,250 373,000.00 X X
-------------------
PAGE TOTAL 47,829,251
</TABLE>
56
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CROWN RES CORP
228569109 38,838 23,900.00 X X
CRYOLIFE INC
228903100 177,100 16,100.00 X X
CULLEN FROST BANKERS INC
COM. . . . . . . . . . . . . 229899109 6,865,129 143,210.00 X X
CUMMINS ENGINE INC
COM. . . . . . . . . . . . . 231021106 679,244 19,100.00 X X
CURATIVE HEALTH SERVICES INC
COM. . . . . . . . . . . . . 231264102 917,700 79,800.00 X X
CURTISS WRIGHT CORP
COM. . . . . . . . . . . . . 231561101 1,509,638 48,600.00 X X
CUSTOMTRACKS CORP
COM. . . . . . . . . . . . . 232046102 454,500 30,300.00 X X
CUTTER + BUCK INC
COM. . . . . . . . . . . . . 232217109 576,000 18,000.00 X X
CYANOTECH CORP
COM NEW. . . . . . . . . . . 232437202 17,900 17,900.00 X X
CYBERONICS INC
COM. . . . . . . . . . . . . 23251P102 122,550 12,900.00 X X
CYBEX COMPUTER PRODS CORP
COM. . . . . . . . . . . . . 232522102 378,481 21,100.00 X X
CYPRESS SEMICONDUCTOR CORP
SUB NT CONV 144A . . . . . . 232806AB5 445,625 500,000.00 X X
CYPRESS SEMICONDUCTOR CORP
SUB NT CONV. . . . . . . . . 232806AD1 668,438 750,000.00 X X
CYPROS PHARMACEUTICAL CORP
COM. . . . . . . . . . . . . 232808105 146,738 54,600.00 X X
-------------------
PAGE TOTAL 12,997,881
</TABLE>
57
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CYTEC INDS INC
COM. . . . . . . . . . . 232820100 3,514,219 157,500.00 X X
D + N SVGS FINL CORP
232864108 475,475 20,900.00 X X
CYTYC CORP
COM. . . . . . . . . . . 232946103 944,888 68,100.00 X X
D A CONSULTING GROUP INC
COM. . . . . . . . . . . 233027101 130,350 13,200.00 X X
DPL INC
COM. . . . . . . . . . . 233293109 3,743,850 226,900.00 X X
D.R.HORTON INC
COM. . . . . . . . . . . 23331A109 12,411,499 740,985.00 X X
DSP COMMUNICATIONS INC
COM. . . . . . . . . . . 23332K106 612,775 38,600.00 X X
DST SYS INC DEL
COM. . . . . . . . . . . 233326107 456,475 7,600.00 X X
DTE ENERGY CO
COM. . . . . . . . . . . 233331107 9,547,875 248,400.00 X X
DVI INC
233343102 865,725 58,200.00 X X
DAISYTEK INTL CORP
COM. . . . . . . . . . . 234053106 2,743,125 165,000.00 X X
DAL TILE INTL INC
COM. . . . . . . . . . . 23426R108 203,000 22,400.00 X X
DAN RIV INC GA
CL A . . . . . . . . . . 235774106 96,900 11,400.00 X X
DANA CORP
COM. . . . . . . . . . . 235811106 13,896,600 365,700.00 X X
-------------------
PAGE TOTAL 49,642,756
</TABLE>
58
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DANAHER CORP
COM. . . . . . . . . . . . . 235851102 1,541,375 29,500.00 X X
DANIEL INDS INC
COM. . . . . . . . . . . . . 236235107 1,483,825 97,300.00 X X
DARDEN RESTAURANTS INC
COM. . . . . . . . . . . . . 237194105 4,232,250 205,200.00 X X
DATA GEN CORP
SUB NT CONV. . . . . . . . . 237688AG1 3,345,938 4,150,000.00 X X
DATA GEN CORP
COM. . . . . . . . . . . . . 237688106 3,582,225 353,800.00 X X
DATA I O CORP
COM RTS CALLABLE THRU 4/4/98 237690102 41,831 29,100.00 X X
DATA PROCESSING RES CORP
SUB NT CONV 144A . . . . . . 237823AA7 11,570,838 16,015,000.00 X X
DATA PROCESSING RES CORP
2005 SUB NT CONV . . . . . . 237823AB5 7,667,893 10,613,000.00 X X
DATA PROCESSING CORP
COM. . . . . . . . . . . . . 237823109 5,239,493 382,794.00 X X
DATA RESH ASSOC INC
COM. . . . . . . . . . . . . 237853106 230,000 18,400.00 X X
DATA SYS + SOFTWARE INC
COM. . . . . . . . . . . . . 237887104 45,581 22,100.00 X X
DATAWATCH
COM. . . . . . . . . . . . . 237917109 39,000 24,000.00 X X
DATAWARE TECHNOLOGIES INC
COM. . . . . . . . . . . . . 237920103 66,090 26,436.00 X X
DATARAM CORP
COM PAR 1. . . . . . . . . 238108203 110,050 14,200.00 X X
-------------------
PAGE TOTAL 39,196,389
</TABLE>
59
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DATASCOPE CORP
COM. . . . . . . . . . . 238113104 321,300 11,900.00 X X
DATASTREAM SYS INC
COM. . . . . . . . . . . 238124101 213,900 24,800.00 X X
DATUM INC
COM. . . . . . . . . . . 238208102 93,150 13,800.00 X X
DAVE + BUSTERS INC
COM. . . . . . . . . . . 23833N104 961,450 46,900.00 X X
DAVEL COMMUNICATIONS INC
COM. . . . . . . . . . . 238341101 158,200 22,600.00 X X
DAVOX CORP
239208101 949,472 153,450.00 X X
DAW TECHNOLOGIES
COM. . . . . . . . . . . 239220106 59,550 39,700.00 X X
DAXOR CORP
COM. . . . . . . . . . . 239467103 177,375 12,900.00 X X
DAYTON HUDSON CORP
COM. . . . . . . . . . . 239753106 44,199,025 663,400.00 X X
DAYTON SUPERIOR CORP
CL A . . . . . . . . . . 240028100 436,113 25,100.00 X X
DE BEERS CONS MINES LTD
ADR DEFD . . . . . . . . 240253302 289,554 15,290.00 X X
DEAN FOODS CO
COM. . . . . . . . . . . 242361103 1,050,938 29,500.00 X X
DEB SHOPS INC
COM. . . . . . . . . . . 242728103 486,000 43,200.00 X X
DEERE + CO
COM. . . . . . . . . . . 244199105 930,863 24,100.00 X X
-------------------
PAGE TOTAL 50,326,890
</TABLE>
60
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DEL LABS INC
COM. . . . . . . . . . . . . . 245091103 708,225 39,900.00 X X
DELL COMPUTER CORP
COM. . . . . . . . . . . . . . 247025109 115,696,688 2,830,500.00 X X
DELPHI AUTOMOTIVE SYS CORP
COM. . . . . . . . . . . . . . 247126105 2,751,250 155,000.00 X X
DELPHI FINL GROUP INC
247131105 4,764,346 140,644.90 X X
DELTA AIR LINES INC DE
COM. . . . . . . . . . . . . . 247361108 33,770,050 485,900.00 X X
DELTEK SYS INC
COM. . . . . . . . . . . . . . 24785A108 179,438 16,500.00 X X
DE LUXE CORP
COM. . . . . . . . . . . . . . 248019101 2,647,463 90,900.00 X X
DENAMERICA CORP
COM. . . . . . . . . . . . . . 248225104 31,100 31,100.00 X X
DENDRITE INTL INC
COM. . . . . . . . . . . . . . 248239105 2,106,300 94,400.00 X X
DENTSPLY INTL INC NEW
249030107 2,783,025 119,700.00 X X
DEPARTMENT 56 INC
COM. . . . . . . . . . . . . . 249509100 4,796,950 157,600.00 X X
DESC S A DE C V
SPONSORED ADR REPSTG SER C SHS 250309101 9,111,113 341,400.00 X X
DESIGNS INC
25057L102 49,313 26,300.00 X X
DEVCON INTL CORP
COM. . . . . . . . . . . . . . 251588109 41,300 23,600.00 X X
-------------------
PAGE TOTAL 179,436,561
</TABLE>
61
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DEVELOPERS DIVERSIFIED RLTY
COM . . . . . . . . . . . . 251591103 15,162,663 1,059,400.00 X X
DEVON ENERGY CORP
251799102 4,390,706 159,300.00 X X
DEVRY INC DEL
COM . . . . . . . . . . . . 251893103 7,818,400 269,600.00 X X
DEXTER CORP
COM . . . . . . . . . . . . 252165105 3,584,700 113,800.00 X X
DIAGNOSTIC PRODS CORP
COM STK . . . . . . . . . . 252450101 368,600 15,200.00 X X
DIAL CORP NEW
COM . . . . . . . . . . . . 25247D101 23,670,625 688,600.00 X X
DIALOGIC CORP
COM . . . . . . . . . . . . 252499108 1,012,600 33,200.00 X X
DIAMETRICS MED INC
COM . . . . . . . . . . . . 252532106 147,250 24,800.00 X X
DIAMOND HOME SVCS INC
COM . . . . . . . . . . . . 252648100 54,400 13,600.00 X X
DIANON SYS INC
COM . . . . . . . . . . . . 252826102 89,250 10,200.00 X X
DIGENE CORP
COM . . . . . . . . . . . . 253752109 206,325 26,200.00 X X
DIGI INTL INC
COM . . . . . . . . . . . . 253798102 118,125 17,500.00 X X
DIGITAL BIOMETRICS INC
COM . . . . . . . . . . . . 253833107 39,113 29,800.00 X X
DIGITAL LINK CORP
COM . . . . . . . . . . . . 253856108 166,200 27,700.00 X X
-------------------
PAGE TOTAL 56,828,957
</TABLE>
62
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIGITAL MICROWAVE CORP
COM . . . . . . . . . . . . . 253859102 2,255,388 269,300.00 X X
DIME CMNTY BANCORP INC
COM . . . . . . . . . . . . . 253922108 1,857,938 81,000.00 X X
DILLARDS INC
CL A. . . . . . . . . . . . . 254067101 12,432,887 489,966.00 X X
DIME BANCORP INC NEW
COM USD0.01 . . . . . . . . . 25429Q102 15,099,700 651,200.00 X X
DIONEX CORP
COM . . . . . . . . . . . . . 254546104 4,277,075 113,300.00 X X
DISCOUNT AUTO PTS INC
COM . . . . . . . . . . . . . 254642101 404,200 18,800.00 X X
DISNEY WALT CO
COM . . . . . . . . . . . . . 254687106 339,263 10,900.00 X X
DISTRIBUCION Y SERVICIO D + S
SPONSORED ADR . . . . . . . . 254753106 3,115,063 253,000.00 X X
DIXIE GROUP INC
CL A. . . . . . . . . . . . . 255519100 77,663 10,900.00 X X
DIXON TICONDEROGA CO
COM . . . . . . . . . . . . . 255860108 128,563 12,100.00 X X
DOCUMENTUM INC
COM . . . . . . . . . . . . . 256159104 3,714,120 214,534.00 X X
DOLLAR THRIFTY AUTOMOTIVE GRP
COM . . . . . . . . . . . . . 256743105 2,653,050 153,800.00 X X
DOLLAR TREE STORES INC
COM . . . . . . . . . . . . . 256747106 241,313 7,800.00 X X
DOMINION RES INC VA
COM . . . . . . . . . . . . . 257470104 550,369 14,900.00 X X
-------------------
PAGE TOTAL 47,146,592
</TABLE>
63
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DONALDSON LUFKIN+JENRETTE INC
COM . . . . . . . . . . . . . 257661108 11,613,375 166,500.00 X X
DONEGAL GROUP INC
257701102 150,675 12,300.00 X X
DONNA KARAN INTL INC
COM . . . . . . . . . . . . . 257826107 299,663 39,300.00 X X
DONNELLEY R R + SONS CO
COM . . . . . . . . . . . . . 257867101 8,713,156 270,700.00 X X
DONNKENNY INC DEL
COM . . . . . . . . . . . . . 258006105 38,072 39,300.00 X X
DORAL FINL CORP
COM . . . . . . . . . . . . . 25811P100 3,017,175 164,200.00 X X
DOTRONIX INC
COM . . . . . . . . . . . . . 258564103 13,650 15,600.00 X X
DOUBLECLICK INC
COM . . . . . . . . . . . . . 258609304 983,138 5,400.00 X X
DOVER DOWNS ENTMT INC
COM . . . . . . . . . . . . . 260086103 1,255,500 81,000.00 X X
DOW CHEM CO
COM . . . . . . . . . . . . . 260543103 71,807,026 770,565.00 X X
DOWNEY FINL CORP
COM . . . . . . . . . . . . . 261018105 1,937,463 105,800.00 X X
DREW INDS INC NEW
26168L205 336,700 29,600.00 X X
DREXLER TECHNOLOGY CORP
COM . . . . . . . . . . . . . 261876106 277,875 28,500.00 X X
DRUG EMPORIUM INC
COM . . . . . . . . . . . . . 262175102 220,894 45,900.00 X X
-------------------
PAGE TOTAL 100,664,362
</TABLE>
64
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DU PONT E I DE NEMOURS + CO
COM . . . . . . . . . . . . . 263534109 7,641,025 131,600.00 X X
DUCKWALL ALTO STORES INC NEW
COM . . . . . . . . . . . . . 264142100 123,825 12,700.00 X X
DUCOMMUN INC DEL
COM . . . . . . . . . . . . . 264147109 546,563 58,300.00 X X
DUKE ENERGY CO
COM STK NPV . . . . . . . . . 264399106 11,640,588 213,100.00 X X
DUKE RLTY INVTS INC
COM NEW . . . . . . . . . . . 264411505 19,719,800 917,200.00 X X
DURA AUTOMOTIVE SYS INC
COM . . . . . . . . . . . . . 265903104 2,557,134 90,518.00 X X
DUPONT PHOTOMASKS INC
COM . . . . . . . . . . . . . 26613X101 1,240,263 31,300.00 X X
DURA AUTOMOTIVE SYS CAP TR
TR CONV PFD SECS. . . . . . . 26632M201 4,060,800 169,200.00 X X
DURA PHARMACEUTICALS INC
COM . . . . . . . . . . . . . 26632S109 2,048,521 145,028.00 X X
DURAKON INDS INC
COM . . . . . . . . . . . . . 266334101 253,219 21,900.00 X X
DURAMED PHARMACEUTICALS INC
COM RTS CALLABLE THRU 8/31/98 266354109 267,363 29,200.00 X X
DYCOM INDS INC
COM . . . . . . . . . . . . . 267475101 5,862,452 134,769.00 X X
DYERSBURG CORP
267575108 48,594 31,100.00 X X
EA ENGR SCIENCE + TECHNOLOGY
267911105 38,700 34,400.00 X X
-------------------
PAGE TOTAL 56,048,847
</TABLE>
65
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DYNAMICS RESH CORP
COM . . . . . . . . . . . 268057106 114,125 22,000.00 X X
DYNEX CAP INC
COM . . . . . . . . . . . 26817Q100 191,794 57,900.00 X X
ECI TELECOM LTD
ORD . . . . . . . . . . . 268258100 3,722,056 106,344.45 X X
EEX CORP
COM NEW . . . . . . . . . 26842V207 527,654 108,236.66 X X
EFI ELECTRS CORP
COM NEW . . . . . . . . . 268428208 26,019 18,100.00 X X
E4L INC
COM . . . . . . . . . . . 268452109 463,138 55,300.00 X X
EG + G INC
COM . . . . . . . . . . . 268457108 2,094,175 79,400.00 X X
EIS INTL INC
COM . . . . . . . . . . . 268539103 35,500 14,200.00 X X
E M C CORP MASS
SUB NT CONV 144A. . . . . 268648AC6 5,132,250 900,000.00 X X
E M C CORP MASS
COM . . . . . . . . . . . 268648102 146,184,325 1,144,300.00 X X
EMCEE BROADCAST PRODS INC
COM . . . . . . . . . . . 268650108 30,875 13,000.00 X X
ENSCO INTL INC
COM . . . . . . . . . . . 26874Q100 7,336,519 551,100.00 X X
ENI S P A
SPONSORED ADR . . . . . . 26874R108 1,432,938 22,700.00 X X
ESAT TELECOM GROUP PLC
SPONSORED ADR . . . . . . 26883Y102 737,000 17,600.00 X X
-------------------
PAGE TOTAL 168,028,368
</TABLE>
66
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ESCO ELECTS CORP
COM TR RCPT. . . . . . . . . . 269030201 319,500 35,500.00 X X
ESSEF INDS INC
COM. . . . . . . . . . . . . . 269145108 1,146,038 75,150.00 X X
ETOWN CORP
COM. . . . . . . . . . . . . . 269242103 1,032,000 25,600.00 X X
E TRADE GROUP INC
COM. . . . . . . . . . . . . . 269246104 17,312,981 296,900.00 X X
E Z EM INC
CL B . . . . . . . . . . . . . 269305306 67,800 11,300.00 X X
EAGLE GEOPHYSICAL INC
COM. . . . . . . . . . . . . . 269524104 55,281 14,500.00 X X
EAGLE HARDWARE AND GARDEN
26959B101 1,638,244 42,900.00 X X
EAGLE POINT SOFTWARE CORP
COM. . . . . . . . . . . . . . 269824108 106,650 15,800.00 X X
EAGLE USA AIRFREIGHT INC
COM. . . . . . . . . . . . . . 270018104 2,642,250 81,300.00 X X
EARTHGRAINS CO
COM. . . . . . . . . . . . . . 270319106 6,989,063 315,000.00 X X
EARTHLINK NETWORK INC
COM. . . . . . . . . . . . . . 270322100 390,000 6,500.00 X X
EASCO INC
COM. . . . . . . . . . . . . . 2.70E+107 174,725 24,100.00 X X
EASTERN CO
COM RTS CALLABLE TRHU 08/29/96 276317104 214,613 9,700.00 X X
EASTERN ENTERPRISES
COM. . . . . . . . . . . . . . 27637F100 294,638 8,100.00 X X
-------------------
PAGE TOTAL 32,383,783
</TABLE>
67
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EASTGROUP PPTYS INC
COM. . . . . . . . . . . . . . 277276101 822,375 51,000.00 X X
EASTMAN CHEM CO
COM. . . . . . . . . . . . . . 277432100 28,190,288 670,200.00 X X
EASTMAN KODAK CO
COM. . . . . . . . . . . . . . 277461109 28,303,013 443,100.00 X X
EATON CORP
COM. . . . . . . . . . . . . . 278058102 12,448,222 174,101.00 X X
EATON VANCE CORP
COM NON VTG. . . . . . . . . . 278265103 2,340,538 116,300.00 X X
EBAY INC
COM. . . . . . . . . . . . . . 278642103 267,759 1,950.00 X X
ECHOSTAR COMMUNICATIONS CORP N
CL A . . . . . . . . . . . . . 278762109 7,468,688 91,500.00 X X
ECHOSTAR COMMUNICATIONS CORP
PFD CONV SER C . . . . . . . . 278762307 6,448,400 39,200.00 X X
ECLIPSE SURGICAL TECHNOLIGIES
COM. . . . . . . . . . . . . . 278849104 240,650 22,919.00 X X
ECLIPSYS CORP
COM. . . . . . . . . . . . . . 278856109 4,684,448 221,749.00 X X
ECO SOIL SYS INC
COM. . . . . . . . . . . . . . 278858105 253,913 36,600.00 X X
ECOLAB INC
COM. . . . . . . . . . . . . . 278865100 500,550 14,100.00 X X
EDELBROCK CORP
COM. . . . . . . . . . . . . . 279434104 210,000 14,000.00 X X
EDISON BROS STORES INC
COM NEW. . . . . . . . . . . . 280875303 3,375 11,249.95 X X
-------------------
PAGE TOTAL 92,182,219
</TABLE>
68
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EDISON INTL
COM. . . . . . . . . . . . 281020107 17,254,875 775,500.00 X X
EDO CORP
COM. . . . . . . . . . . . 281347104 142,350 21,900.00 X X
EDUCATION MGMT CORP
COM. . . . . . . . . . . . 28139T101 547,350 17,800.00 X X
EDWARDS J D + CO
COM. . . . . . . . . . . . 281667105 167,125 14,000.00 X X
EDWARDS A G INC
COM. . . . . . . . . . . . 281760108 4,033,638 123,400.00 X X
EINSTEIN / NOAH BAGEL CORP
SUB DEB CONV . . . . . . . 282577AC9 2,805,469 4,725,000.00 X X
EINSTEIN NOAH BAGEL CORP
COM. . . . . . . . . . . . 282577105 16,538 12,600.00 X X
EKCO GROUP INC
COM. . . . . . . . . . . . 282636109 194,063 57,500.00 X X
EL PASO ELEC CO
COM NEW. . . . . . . . . . 283677854 3,449,550 452,400.00 X X
EL PASO ENERGY CAP TR 1
PFD CONV TR SECS . . . . . 283678209 26,560,188 551,900.00 X X
EL PASO ENERGY CORP DEL
COM. . . . . . . . . . . . 283905107 6,996,759 214,050.00 X X
ELCOR CHEM CORP
COM. . . . . . . . . . . . 284443108 1,565,844 44,500.00 X X
ELCOTEL INC
284447109 112,875 30,100.00 X X
ELECTRIC FUEL CORP
COM. . . . . . . . . . . . 284871100 99,438 37,000.00 X X
-------------------
PAGE TOTAL 63,946,062
</TABLE>
69
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ELECTRO RENT
COM. . . . . . . . . . . . . 285218103 496,400 54,400.00 X X
ELECTRONIC ARTS
COM. . . . . . . . . . . . . 285512109 22,263,250 468,700.00 X X
ELECTRONIC DATA SYS CORP NEW
COM. . . . . . . . . . . . . 285661104 5,006,670,455 112,916,119.00 X X
ELETRONICS FOR IMAGING INC
286082102 6,801,600 174,400.00 X X
EMBRATEL PARTICIPACOES S A
SPONSORED ADR REPSTG PFD . . 29081N100 2,806,087 168,155.00 X X
EMBOTELLADORA ANDINA SA
SPONSORED ADR REPSTG SER A . 29081P204 5,005,800 329,600.00 X X
EMBOTELLADORA ANDINA SA
SPONSORED ADR REPSTG SER B . 29081P303 2,338,875 189,000.00 X X
EMCOR GROUP INC
SUB NT CONV. . . . . . . . . 29084QAC4 8,587,500 10,000,000.00 X X
EMCON
COM. . . . . . . . . . . . . 290843101 64,350 19,800.00 X X
EMERITUS CORP
COM. . . . . . . . . . . . . 291005106 438,000 43,800.00 X X
EMERSON ELEC CO
COM. . . . . . . . . . . . . 291011104 3,229,188 61,000.00 X X
EMISPHERE TECHNOLOGIES INC
COM. . . . . . . . . . . . . 291345106 112,500 12,500.00 X X
EMMIS COMMUNICATIONS CORP
CL A . . . . . . . . . . . . 291525103 940,000 18,800.00 X X
EMPI INC
COM. . . . . . . . . . . . . 291586105 261,663 12,100.00 X X
-------------------
PAGE TOTAL 5,060,015,668
</TABLE>
70
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EMPIRE DIST ELEC CO
COM . . . . . . . . . . . . . 291641108 2,260,719 99,100.00 X X
EMPLOYEE SOLUTIONS INC
COM . . . . . . . . . . . . . 292166105 62,700 62,700.00 X X
EMPRESA NACIONAL DE ELEC
SPONSORED ADR . . . . . . . . 29244T101 2,058,680 146,395.00 X X
EMPRESAS ICA SOCIEDAD CONTROL
SPONSORED ADR REP ORD PARTN . 292448107 1,853,765 353,098.00 X X
EN POINTE TECHNOLOGIES INC
COM . . . . . . . . . . . . . 29247F108 91,650 14,100.00 X X
ENCORE WIRE CORP
292562105 83,475 10,600.00 X X
ENDOSONICS CORP
29264K105 167,700 25,800.00 X X
ENERGY BIOSYSTEMS CORP
COM NEW . . . . . . . . . . . 29265L706 78,943 26,314.29 X X
ENERGEN CORP
COM . . . . . . . . . . . . . 29265N108 3,662,675 245,200.00 X X
ENERGY EAST CORP
COM . . . . . . . . . . . . . 29266M109 678,056 12,900.00 X X
ENERSIS S A
SPONSORED ADR . . . . . . . . 29274F104 9,854,666 367,540.00 X X
ENGELHARD CORP
COM . . . . . . . . . . . . . 292845104 3,497,594 206,500.00 X X
ENGINEERED SUPPORT SYS INC
COM . . . . . . . . . . . . . 292866100 176,388 10,300.00 X X
ENGLE HOMES INC
292896107 261,450 24,900.00 X X
-------------------
PAGE TOTAL 24,788,461
</TABLE>
71
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ENERGYNORTH INC
COM RTS CALLABLE THRU 6/18/00 292925104 324,500 11,800.00 X X
ENERGYSOUTH INC
COM . . . . . . . . . . . . . 292970100 412,050 20,100.00 X X
ENHANCE FINL SVCS GROUP INC
COM . . . . . . . . . . . . . 293310108 3,385,200 148,800.00 X X
ENNIS BUSINESS FORMS INC
COM . . . . . . . . . . . . . 293389102 400,706 49,700.00 X X
ENRON CORP
COM . . . . . . . . . . . . . 293561106 23,316,325 362,900.00 X X
ENSTAR INC
COM . . . . . . . . . . . . . 29358M108 91,734 10,300.00 X X
ENTERCOM COMMUNICATIONS CORP
COM . . . . . . . . . . . . . 293639100 629,675 17,800.00 X X
ENTERGY CORP
COM . . . . . . . . . . . . . 29364G103 44,382,250 1,613,900.00 X X
ENTERPRISE SOFTWARE INC
COM . . . . . . . . . . . . . 29379K107 98,306 14,700.00 X X
ENTERTAINMENT PPTYS TR
COM SH BEN INT. . . . . . . . 29380T105 980,663 56,850.00 X X
ENTRUST TECHNOLOGIES INC
COM . . . . . . . . . . . . . 293848107 297,000 8,800.00 X X
ENZON INC
COM . . . . . . . . . . . . . 293904108 3,896,225 161,100.00 X X
ENVIRONMENTAL ELEMENTS CORP
293940102 86,700 28,900.00 X X
ENVOY CORP NEW
COM . . . . . . . . . . . . . 293982104 531,038 11,900.00 X X
-------------------
PAGE TOTAL 78,832,372
</TABLE>
72
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ENVIROSOURCE INC
COM NEW. . . . . . . . . . . . 29409K606 30,500 12,200.00 X X
EPITOPE INC
294261102 166,500 33,300.00 X X
EQUIFAX INC
COM. . . . . . . . . . . . . . 294429105 7,315,000 212,800.00 X X
EQUINOX SYS INC
COM. . . . . . . . . . . . . . 294436100 109,688 11,700.00 X X
EQUITABLE COMPANIES INC
COM. . . . . . . . . . . . . . 29444G107 9,471,000 135,300.00 X X
EQUITABLE RES INC
COM. . . . . . . . . . . . . . 294549100 3,088,406 118,500.00 X X
EQUITY INNS INC
COM. . . . . . . . . . . . . . 294703103 409,700 48,200.00 X X
EQUITY OFFICE PPTYS TR
COM. . . . . . . . . . . . . . 294741103 112,295,454 4,416,414.00 X X
EQUITY OFFICE PPTYS TR
PFD COVN SER B 5.25. . . . . . 294741509 4,219,688 105,000.00 X X
EQUITY OIL CO
COM. . . . . . . . . . . . . . 294749106 38,531 41,100.00 X X
EQUITY RESIDENTIAL PPTYS TR
SH BEN INT . . . . . . . . . . 29476L107 67,396,684 1,633,859.00 X X
EQUITY RESIDENTIALS PPTYS TR
PFD CONV SER J 2.15. . . . . . 29476L826 1,222,000 47,000.00 X X
EQUITY RESIDENTIAL PPTYS TR
PFD SH BENT INT CONV SER E 7PC 29476L883 6,342,188 275,000.00 X X
ERGO SCIENCE CORP
COM. . . . . . . . . . . . . . 2.95E+110 20,000 16,000.00 X X
-------------------
PAGE TOTAL 212,125,339
</TABLE>
73
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ERICSSON L M TEL CO
ADR CL B SEK 10 . . . . . . 294821400 4,873,657 204,668.00 X X
ESSEX PROPERTY TRUST
COM . . . . . . . . . . . . 297178105 3,932,466 150,525.00 X X
ESTERLINE TECHNOLOGIES CORP
COM . . . . . . . . . . . . 297425100 970,313 75,000.00 X X
ETHYL CORP
COM . . . . . . . . . . . . 297659104 287,725 67,700.00 X X
EVEREN CAPITAL CORP
COM . . . . . . . . . . . . 299761106 2,865,906 146,500.00 X X
EVEREST REINSURANCE HLDGS
COM . . . . . . . . . . . . 299808105 1,699,719 54,500.00 X X
EVERGREEN RESOURCES
COM . . . . . . . . . . . . 299900308 330,000 16,500.00 X X
EXAR CORP
COM . . . . . . . . . . . . 300645108 1,867,275 115,800.00 X X
EXCITE INC
COM . . . . . . . . . . . . 300904109 16,471,000 117,650.00 X X
EXECUTIVE RISK INC
COM . . . . . . . . . . . . 301586103 795,200 11,200.00 X X
FCB FINL CORP
COM . . . . . . . . . . . . 301932109 210,900 7,400.00 X X
EXODUS COMMUNICATIONS INC
COM . . . . . . . . . . . . 302088109 4,021,550 29,900.00 X X
EXPEDITORES INTL WASH INC
COM . . . . . . . . . . . . 302130109 2,014,200 37,300.00 X X
EXPERT SOFTWARE INC
COM . . . . . . . . . . . . 302131107 22,275 10,800.00 X X
-------------------
PAGE TOTAL 40,362,186
</TABLE>
74
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EXPONENT INC
COM. . . . . . . . . . 30214U102 217,125 38,600.00 X X
EXPRESS SCRIPTS INC
CL A . . . . . . . . . 302182100 12,366,406 143,900.00 X X
EXTENDED STAY AMER INC
COM. . . . . . . . . . 30224P101 4,384,700 430,400.00 X X
EXXON CORP
COM. . . . . . . . . . 302290101 120,047,981 1,701,300.00 X X
EZCORP INC
CL A NON VTG . . . . . 302301106 92,125 13,400.00 X X
FBL FINL GROUP INC
CL A . . . . . . . . . 30239F106 2,824,025 159,100.00 X X
FMC CORP
COM NEW. . . . . . . . 302491303 7,598,862 153,901.00 X X
F N B CORP PA
302520101 1,722,700 74,900.00 X X
FPIC INS GROUP INC
COM. . . . . . . . . . 302563101 2,436,050 58,700.00 X X
FPL GROUP INC
COM. . . . . . . . . . 302571104 16,315,800 306,400.00 X X
FRP PPTYS INC
3.03E+113 207,000 9,000.00 X X
F Y I INC
COM. . . . . . . . . . 302712104 3,740,800 116,900.00 X X
FNB ROCHESTER CORP
COM. . . . . . . . . . 302908108 387,200 12,100.00 X X
FACTSET RESH SYS INC
COM. . . . . . . . . . 303075105 8,148,300 188,400.00 X X
-------------------
PAGE TOTAL 180,489,074
</TABLE>
75
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FAIR ISSAC + CO INC
303250104 1,041,456 28,100.00 X X
FAIRCHILD CORP
CL A. . . . . . . . . . . . . 303698104 338,225 33,200.00 X X
FAIRFIELD CMNTYS INC
304231301 3,373,906 377,500.00 X X
FAMILY GOLF CTRS INC
COM . . . . . . . . . . . . . 30701A106 80,325 10,800.00 X X
FARMER BROS CO
COM . . . . . . . . . . . . . 307675108 712,800 3,600.00 X X
FARR COMPANY
COM . . . . . . . . . . . . . 311648109 356,150 41,900.00 X X
FDX CORP
COM . . . . . . . . . . . . . 31304N107 63,814,200 686,200.00 X X
FEDDERS USA INC
COM . . . . . . . . . . . . . 313135105 240,975 47,600.00 X X
FEDERAL HOME LN MTG CORP
COM FORMERLY SR PART PFD. . . 313400301 17,772,172 311,050.00 X X
FEDERAL MOGUL CORP
COM . . . . . . . . . . . . . 313549107 1,903,650 44,500.00 X X
FEDERAL NATL MTG ASSN
COM . . . . . . . . . . . . . 313586109 64,329,788 928,950.00 X X
FEDERAL RLTY INVT TR
SH BEN INT NEW. . . . . . . . 313747206 3,934,519 185,700.00 X X
FEDERAL SCREW WKS
COM . . . . . . . . . . . . . 313819104 322,400 6,200.00 X X
FEDERATED DEPT STORES INC DEL
COM . . . . . . . . . . . . . 31410H101 52,597,014 1,310,829.00 X X
-------------------
PAGE TOTAL 210,817,580
</TABLE>
76
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FEDERATED DEPT STORES INC DE
WT CL C EXP 1999. . . . . . . 31410H119 3,459,375 225,000.00 X X
FELCOR LODGING TR INC
COM . . . . . . . . . . . . . 31430F101 9,884,831 426,300.00 X X
FELCOR LODGING TR INC
PFD CONV SER A 1.95 . . . . . 31430F200 2,323,750 110,000.00 X X
FERRO CORP
COM STK . . . . . . . . . . . 315405100 2,700,225 109,100.00 X X
FIBERMARK INC
COM . . . . . . . . . . . . . 315646109 291,769 24,700.00 X X
FIDELITY NATL FINL INC
COM . . . . . . . . . . . . . 316326107 3,692,250 246,150.00 X X
FIFTH THIRD BANCORP
COM STK . . . . . . . . . . . 316773100 1,292,375 19,600.00 X X
FILA HLDG S P A
SPONSORED ADR . . . . . . . . 316850106 429,000 52,000.00 X X
FILENES BASEMENT CORP
COM . . . . . . . . . . . . . 316866102 23,447 12,300.00 X X
FINANCIAL FED CORP
SUB NT CONV . . . . . . . . . 317492AC0 5,555,063 6,450,000.00 X X
FINANCIAL FED CORP
COM . . . . . . . . . . . . . 317492106 2,306,600 121,400.00 X X
FINANCIAL SEC ASSUR HLDGS LTD
COM . . . . . . . . . . . . . 31769P100 3,731,800 75,200.00 X X
FINOVA GROUP INC
COM . . . . . . . . . . . . . 317928109 10,188,250 196,400.00 X X
FINOVA FIN TR
TR ORIGINATED PFD CONV SECS . 3.18E+211 16,200,000 225,000.00 X X
-------------------
PAGE TOTAL 62,078,735
</TABLE>
77
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIREARMS TRAINING SYS INC
CL A . . . . . . . . . . . . . 318120102 41,147 39,900.00 X X
FIRST AMERICAN FINL CORP
COM. . . . . . . . . . . . . . 318522307 7,355,975 465,200.00 X X
FIRST BANCORP P R
COM. . . . . . . . . . . . . . 318672102 218,969 9,100.00 X X
FIRST AMERN CORP TENN
COM. . . . . . . . . . . . . . 318900107 11,530,813 312,700.00 X X
FIRST CASH FINANCIAL SERVICES
COM. . . . . . . . . . . . . . 31942D107 126,838 13,900.00 X X
FIRST CTZNS BANCSHARES INC N C
31946M103 2,624,400 32,400.00 X X
FIRST COMWLTH FINL CORP PA
COM. . . . . . . . . . . . . . 319829107 773,500 36,400.00 X X
FIRST FED CAP CORP
319960100 632,150 53,800.00 X X
FIRST DATA CORP
COM. . . . . . . . . . . . . . 319963104 72,207,315 1,689,060.00 X X
FIRST DEFIANCE FINL CORP
COM. . . . . . . . . . . . . . 32006W106 200,550 19,100.00 X X
FIRST ESSEX BANCORP INC
COM. . . . . . . . . . . . . . 320103104 179,244 11,900.00 X X
FIRST FINL HLDGS INC
320239106 1,114,200 61,900.00 X X
FIRST INDL RLTY TR INC
COM. . . . . . . . . . . . . . 32054K103 1,129,850 47,200.00 X X
FIRST IND CORP
32054R108 615,600 32,400.00 X X
-------------------
PAGE TOTAL 98,750,551
</TABLE>
78
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST LIBERTY FINL CORP
320691108 1,150,481 54,300.00 X X
FIRST HEALTH GROUP CORP
COM . . . . . . . . . . . . . 320960107 163,838 10,200.00 X X
FIRST NORTHN CAP CORP
COM . . . . . . . . . . . . . 335832101 170,500 15,500.00 X X
FIRST SVGS BANCORP N C
COM . . . . . . . . . . . . . 335939104 204,450 9,400.00 X X
FIRST REP BK SAN FRANCISCO CA
COM . . . . . . . . . . . . . 336158100 3,160,375 131,000.00 X X
FIRST SEC CORP DEL
COM . . . . . . . . . . . . . 336294103 15,243,356 789,300.00 X X
FIRST TEAM SPORTS INC
COM . . . . . . . . . . . . . 337157101 22,800 11,400.00 X X
FIRST TENN NATL CORP
COM . . . . . . . . . . . . . 337162101 717,850 19,600.00 X X
FIRST UN CORP
COM . . . . . . . . . . . . . 337358105 77,270,625 1,446,000.00 X X
FIRST UTD BANCSHARES INC ARK
COM . . . . . . . . . . . . . 3.37E+108 1,495,725 107,800.00 X X
FIRST WASH BANCORP INC WASH
COM . . . . . . . . . . . . . 33748T104 2,252,806 115,900.00 X X
FIRST WESTN BANCORP INC
337505101 459,900 14,600.00 X X
FIRSTWAVE TECHNOLOGIES INC
COM . . . . . . . . . . . . . 33762N108 28,869 14,900.00 X X
FIRSTAR CORP WIS
COM . . . . . . . . . . . . . 33763V109 4,197,550 46,900.00 X X
-------------------
PAGE TOTAL 106,539,125
</TABLE>
79
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FISCHER IMAGING CORP
COM . . . . . . . . . . . 337719108 26,775 20,400.00 X X
FISERV INC
337738108 15,941,640 297,280.00 X X
FIRSTFED FINL CORP DEL
COM . . . . . . . . . . . 337907109 4,899,063 305,000.00 X X
FLAGSTAR BANCORP INC
COM . . . . . . . . . . . 337930101 5,095,950 192,300.00 X X
FIRSTENERGY CORP
COM . . . . . . . . . . . 337932107 1,213,888 43,400.00 X X
FLANDERS CORP
COM . . . . . . . . . . . 338494107 142,988 55,800.00 X X
FLEET FINL GROUP INC
COM . . . . . . . . . . . 338915101 64,617,175 1,717,400.00 X X
FLEET FINANCIAL
1999 WT EXP . . . . . . . 338915119 4,375,000 125,000.00 X X
FLEETWOOD ENTERPRISES INC
COM . . . . . . . . . . . 339099103 6,120,025 213,800.00 X X
FLEXSTEEL INDS INC
COM . . . . . . . . . . . 339382103 341,250 26,000.00 X X
FLORIDA PROGRESS CORP
COM . . . . . . . . . . . 341109106 245,375 6,500.00 X X
FLORIDA ROCK INDS INC
COM . . . . . . . . . . . 341140101 255,938 7,500.00 X X
FLOW INTL CORP
COM . . . . . . . . . . . 343468104 262,675 26,600.00 X X
FLOWERS INDS INC
COM . . . . . . . . . . . 343496105 2,248,263 91,300.00 X X
-------------------
PAGE TOTAL 105,786,005
</TABLE>
80
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FLOWSERVE CORP
COM . . . . . . . . . . . . 34354P105 359,494 23,100.00 X X
FLUOR CORP
COM . . . . . . . . . . . . 343861100 11,677,500 432,500.00 X X
FOMENTO ECONOMICO MEXICANO
SPONSADR RPSTG UNIT 1 SER B 344419106 17,050,492 551,127.00 X X
FOOD LION INC
CL B. . . . . . . . . . . . 344775101 103,500 11,500.00 X X
FOOD LION INC
CL A. . . . . . . . . . . . 344775200 14,901,700 1,619,200.00 X X
FOODMAKER INC
344839204 1,866,600 73,200.00 X X
FOOTSTAR INC
COM . . . . . . . . . . . . 344912100 880,000 27,500.00 X X
FORD MTR CO DEL
COM . . . . . . . . . . . . 345370100 85,691,869 1,510,100.00 X X
FOREMOST CORP AMER
COM . . . . . . . . . . . . 345469100 539,350 26,800.00 X X
FOREST CITY ENTERPRISES INC
COM . . . . . . . . . . . . 345550107 333,788 13,800.00 X X
FOREST LABS INC
COM . . . . . . . . . . . . 345838106 28,294,613 501,900.00 X X
FORRESTER RESH INC
COM . . . . . . . . . . . . 346563109 795,825 26,200.00 X X
FORT JAMES CORP
COM . . . . . . . . . . . . 347471104 35,125,594 1,108,500.00 X X
FORTUNE BRANDS INC
COM . . . . . . . . . . . . 349631101 12,633,600 326,400.00 X X
-------------------
PAGE TOTAL 210,253,925
</TABLE>
81
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FORTUNE NAT RES CORP
COM. . . . . . . . . . . . . . 349681106 9,000 28,800.00 X X
FORWARD AIR CORP
COM. . . . . . . . . . . . . . 349853101 4,368,000 332,800.00 X X
FOSSIL INC
COM. . . . . . . . . . . . . . 349882100 3,303,225 110,800.00 X X
FOSTER WHEELER CORP
COM. . . . . . . . . . . . . . 350244109 2,032,150 167,600.00 X X
FOUNDATION HEALTH SYS INC
COM. . . . . . . . . . . . . . 350404109 4,224,053 346,589.00 X X
FOUR MEDIA CO
COM. . . . . . . . . . . . . . 350872107 201,000 33,500.00 X X
FOURTH SHIFT CORP
COM. . . . . . . . . . . . . . 351128103 56,438 10,500.00 X X
FRANCHISE FIN CORP AMER
COM. . . . . . . . . . . . . . 351807102 2,925,581 138,900.00 X X
FRANKLIN COVEY CO
COM. . . . . . . . . . . . . . 353469109 820,800 91,200.00 X X
FREDS INC
CL A . . . . . . . . . . . . . 356108100 446,600 40,600.00 X X
FREEPORT MCMORAN COPPER + GOLD
PFD CNV 5. . . . . . . . . . . 35671D501 22,312,313 1,405,500.00 X X
FREEPORT MCMORAN COPPER + GOLD
CL B . . . . . . . . . . . . . 35671D857 358,875 33,000.00 X X
FREMONT GEN CORP
COM. . . . . . . . . . . . . . 357288109 7,293,313 382,600.00 X X
FREQUENCY ELECTRS INC
COM. . . . . . . . . . . . . . 358010106 154,500 20,600.00 X X
-------------------
PAGE TOTAL 48,505,848
</TABLE>
82
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FRESENIUS MED CARE AKTIENGESEL
SPONSORED ADR. . . . . . . . . 358029106 4,136,528 204,273.00 X X
FRESH AMER CORP
COM. . . . . . . . . . . . . . 35803R105 200,363 11,700.00 X X
FRESH CHOICE INC
COM. . . . . . . . . . . . . . 358032100 67,138 26,200.00 X X
FRIEDMANS INC
CL A . . . . . . . . . . . . . 358438109 544,500 60,500.00 X X
FRITZ COMP INC
COM. . . . . . . . . . . . . . 358846103 693,688 100,900.00 X X
FRONTIER CORP
COM. . . . . . . . . . . . . . 35906P105 13,969,938 269,300.00 X X
FRONTIER INS GROUP INC NEW
COM. . . . . . . . . . . . . . 359081106 450,063 37,900.00 X X
FRONTIER OIL CORP
COM. . . . . . . . . . . . . . 35914P105 270,500 54,100.00 X X
FROZEN FOOD EXPRESS INDS INC
COM. . . . . . . . . . . . . . 359360104 229,500 36,000.00 X X
FUISZ TECHNOLOGIES LTD
SUB DEB CONV 144A. . . . . . . 359536AA7 4,194,675 6,180,000.00 X X
FUISZ TECHNOLOGIES LTD
SUB DEB CONV . . . . . . . . . 359536AB5 2,524,950 3,720,000.00 X X
FUISZ TECHNOLOGIES LTD
COM. . . . . . . . . . . . . . 359536109 158,156 24,100.00 X X
FUNCO INC
COM. . . . . . . . . . . . . . 360762108 356,400 16,200.00 X X
FURNITURE BRANDS INTL INC
COM. . . . . . . . . . . . . . 360921100 984,563 44,500.00 X X
-------------------
PAGE TOTAL 28,780,962
</TABLE>
83
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
G + K SERVICES
CL A . . . . . . . . . . . . 361268105 304,838 6,600.00 X X
GATX
COM. . . . . . . . . . . . . 361448103 9,041,344 274,500.00 X X
GBC BANCORP CALIF
361475106 1,398,000 93,200.00 X X
GRC INTL INC
COM. . . . . . . . . . . . . 361922107 229,225 34,600.00 X X
GP STRATEGIES CORP
COM. . . . . . . . . . . . . 36225V104 424,225 23,900.00 X X
GPU INC
COM. . . . . . . . . . . . . 36225X100 671,625 18,000.00 X X
GTE CORP
COM. . . . . . . . . . . . . 362320103 85,099,300 1,406,600.00 X X
GT INTERACTIVE SOFTWARE CORP
COM. . . . . . . . . . . . . 3.62E+113 210,438 45,500.00 X X
GTS DURATEK INC
COM. . . . . . . . . . . . . 36237J107 197,825 38,600.00 X X
GABLES RESIDENTIAL TR
SH BEN INT . . . . . . . . . 362418105 3,327,631 150,900.00 X X
GAINSCO INC
COM. . . . . . . . . . . . . 363127101 65,325 13,400.00 X X
GALILEO CORP
COM. . . . . . . . . . . . . 363544107 80,438 16,500.00 X X
GALILEO INTL INC
COM. . . . . . . . . . . . . 363547100 1,688,288 34,900.00 X X
GALLAGHER ARTHUR J + CO
COM. . . . . . . . . . . . . 363576109 1,591,600 34,600.00 X X
-------------------
PAGE TOTAL 104,330,102
</TABLE>
84
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GANNETT INC
COM . . . . . . . . . . . . 364730101 51,011,100 809,700.00 X X
GAP INC
COM . . . . . . . . . . . . 364760108 27,157,228 403,450.00 X X
GARAN INC
COM . . . . . . . . . . . . 364802108 315,200 12,800.00 X X
GASONICS INTL CORP
COM . . . . . . . . . . . . 367278108 239,800 21,800.00 X X
GEHL CO
COM . . . . . . . . . . . . 368483103 266,975 18,100.00 X X
GENCORP INC
COM . . . . . . . . . . . . 368682100 1,846,800 102,600.00 X X
GENELABS TECHNOLOGIES INC
368706107 218,359 107,500.00 X X
GENEMEDICINE INC
COM . . . . . . . . . . . . 368707105 100,500 40,200.00 X X
GENENTECH INC
SPL COM . . . . . . . . . . 368710307 1,462,313 16,500.00 X X
GENER S A
SPONSORED ADR . . . . . . . 368731105 3,807,318 207,201.00 X X
GENERAL BINDING CORP
COM . . . . . . . . . . . . 369154109 313,844 12,100.00 X X
GENERALE CABLE CORP DEL NEW
COM . . . . . . . . . . . . 369300108 4,038,044 382,300.00 X X
GENERAL CHEM GROUP INC
COM . . . . . . . . . . . . 369332101 565,688 43,100.00 X X
GENERAL COMMUNICATION INC
369385109 510,088 111,800.00 X X
-------------------
PAGE TOTAL 91,853,257
</TABLE>
85
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL DATACOMM INDS INC
COM . . . . . . . . . . . . . 369487103 40,250 16,100.00 X X
GENERAL DYNAMICS CORP
COM . . . . . . . . . . . . . 369550108 212,025 3,300.00 X X
GENERAL ELEC CO
COM . . . . . . . . . . . . . 369604103 302,824,875 2,737,400.00 X X
GENERAL GROWTH PPTYS INC
COM . . . . . . . . . . . . . 370021107 7,677,956 236,700.00 X X
GENERAL HOUSEWARES CORP
COM RTS CALLABLE THRU 2/27/99 370073108 166,000 16,000.00 X X
GENERAL INSTR CORP DEL
COM . . . . . . . . . . . . . 370120107 35,314,063 1,165,000.00 X X
GENERAL MAGIC INC
COM . . . . . . . . . . . . . 370253106 221,125 61,000.00 X X
GENERAL MLS INC
COM . . . . . . . . . . . . . 370334104 14,273,756 188,900.00 X X
GENERAL MTRS CORP
COM . . . . . . . . . . . . . 370442105 30,380,300 349,700.00 X X
GENERAL NUTRITION COS INC
COM . . . . . . . . . . . . . 37047F103 2,284,800 163,200.00 X X
GENERAL SEMICONDUCTOR INC
COM . . . . . . . . . . . . . 370787103 1,493,761 206,036.00 X X
GENERAL SURGICAL INNOVATIONS
COM . . . . . . . . . . . . . 371013103 87,806 22,300.00 X X
GENESCO INC
SUB NT CONV 144A. . . . . . . 371532AK8 6,727,500 9,000,000.00 X X
GENTEX CORP
COM . . . . . . . . . . . . . 371901109 4,865,578 225,650.00 X X
-------------------
PAGE TOTAL 406,569,795
</TABLE>
86
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENESIS DIRECT INC
COM. . . . . . . . . . . . 371935107 60,366 14,100.00 X X
GENLYTE GROUP INC
COM. . . . . . . . . . . . 372302109 2,915,200 182,200.00 X X
GENOME THERAPEUTICS CORP
COM. . . . . . . . . . . . 372430108 126,563 40,500.00 X X
GENSET SA
SPONSORED ADR. . . . . . . 37244T104 768,750 50,000.00 X X
GENRAD INC
COM. . . . . . . . . . . . 372447102 2,538,625 176,600.00 X X
GENSIA INC
COM. . . . . . . . . . . . 372450106 245,531 87,300.00 X X
GENSIA INC
PFD CONV EXCH 144A . . . . 372450205 6,142,500 245,700.00 X X
GEON CO
COM. . . . . . . . . . . . 37246W105 5,132,400 225,600.00 X X
GENUINE PARTS CO
COM. . . . . . . . . . . . 372460105 1,308,088 45,400.00 X X
GENZYME CORP
COM. . . . . . . . . . . . 372917104 43,936,106 871,100.00 X X
GENZYME CORP
COM MOLECULAR ONCOLOGY DIV 372917500 81,075 21,620.00 X X
GEORGIA PAC CORP
COM. . . . . . . . . . . . 373298108 8,850,600 119,200.00 X X
GEORGIA PAC CORP
COM TIMBER GROUP . . . . . 373298702 1,041,100 46,400.00 X X
GEOTEL COMMUNICATIONS CORP
COM. . . . . . . . . . . . 373656107 20,547,413 447,900.00 X X
-------------------
PAGE TOTAL 93,694,317
</TABLE>
87
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GEOWORKS
COM. . . . . . . . . . . 373692102 62,494 19,800.00 X X
GERBER SCIENTIFIC INC
COM. . . . . . . . . . . 373730100 3,185,588 157,800.00 X X
GETTY IMAGES INC
SUB NT CONV 144A . . . . 374276AA1 4,444,750 4,600,000.00 X X
GETTY IMAGES INC
COM. . . . . . . . . . . 374276103 2,942,100 140,100.00 X X
GETTY PETE MARKETING INC
COM. . . . . . . . . . . 374292100 83,088 28,900.00 X X
GIANT CEM HLDG INC
COM. . . . . . . . . . . 374450104 625,625 36,400.00 X X
GIANT INDS INC
COM. . . . . . . . . . . 374508109 179,813 21,000.00 X X
GIBRALTOR STEEL CORP
COM. . . . . . . . . . . 37476F103 968,963 48,600.00 X X
GIBSON GREETINGS INC
COM. . . . . . . . . . . 374827103 908,944 124,300.00 X X
GIGA TRONICS INC
COM. . . . . . . . . . . 375175106 30,250 12,100.00 X X
GILEAD SCIENCES INC
COM. . . . . . . . . . . 375558103 1,365,000 30,000.00 X X
GILLETTE CO
COM. . . . . . . . . . . 375766102 27,751,369 466,900.00 X X
GLACIER BANCORP INC
COM. . . . . . . . . . . 37637Q105 240,250 12,400.00 X X
GLATFELTER P H CO
COM. . . . . . . . . . . 377316104 1,341,381 119,900.00 X X
-------------------
PAGE TOTAL 44,129,615
</TABLE>
88
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GLEASON CORP
COM . . . . . . . . . . . 377339106 2,212,038 130,600.00 X X
GLENBOROUGH RLTY TR INC
COM . . . . . . . . . . . 37803P105 5,178,200 304,600.00 X X
GLIATECH
COM . . . . . . . . . . . 37929C103 460,188 19,900.00 X X
GLIMCHER RLTY TR
COM . . . . . . . . . . . 379302102 2,530,000 176,000.00 X X
GLOBAL VACATION GROUP INC
COM . . . . . . . . . . . 37937F106 494,000 41,600.00 X X
GLOBO CABO SA
SPONSORED ADR REPSTG PFD. 37957X102 71,250 60,000.00 X X
GOLD BANC CORP INC
COM . . . . . . . . . . . 379907108 813,663 54,700.00 X X
GOLDEN ST BANCORP INC
COM . . . . . . . . . . . 381197102 1,027,950 46,200.00 X X
GOLDEN WEST FINL CORP DEL
COM . . . . . . . . . . . 381317106 2,425,700 25,400.00 X X
THE GOOD GUYS INC
COM . . . . . . . . . . . 382091106 91,838 23,700.00 X X
GOODRICH B F CO
COM . . . . . . . . . . . 382388106 8,924,681 260,100.00 X X
GOODYEAR TIRE AND RUBBER
COM . . . . . . . . . . . 382550101 35,291,459 708,486.00 X X
GORMAN RUPP CO
COM . . . . . . . . . . . 383082104 404,775 25,700.00 X X
GOTTSCHALKS INC
COM . . . . . . . . . . . 383485109 105,188 15,300.00 X X
-------------------
PAGE TOTAL 60,030,930
</TABLE>
89
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GRACE W R + CO DEL NEW
COM . . . . . . . . . . . . . 38388F108 5,031,875 415,000.00 X X
GRACO INC
COM . . . . . . . . . . . . . 384109104 1,822,363 82,600.00 X X
GRADCO SYSTEMS
COM . . . . . . . . . . . . . 384111100 41,625 22,200.00 X X
GRAHAM FIELD HEALTH PRODS INC
COM . . . . . . . . . . . . . 384632105 18,669 10,300.00 X X
GRAINGER W W INC
COM . . . . . . . . . . . . . 384802104 7,169,906 166,500.00 X X
GRAND UN CO
COM PAR 1.00. . . . . . . . . 386532402 2,956,815 262,828.00 X X
GRANITE CONSTR INC
387328107 2,414,638 103,300.00 X X
GRANITE ST BANKSHARES INC
387472103 245,050 11,600.00 X X
GREAT ATLANTIC + PAC TEA INC
COM . . . . . . . . . . . . . 390064103 279,000 9,300.00 X X
GREAT LAKES CHEMICAL CORP
COM . . . . . . . . . . . . . 390568103 444,675 12,100.00 X X
GREAT LAKES REIT INC
COM . . . . . . . . . . . . . 390752103 307,400 21,200.00 X X
GREAT PLAINS SOFTWARE INC
COM . . . . . . . . . . . . . 3.91E+109 1,214,788 31,400.00 X X
GREEN MOUNTAIN PWR CORP
COM . . . . . . . . . . . . . 393154109 143,375 14,800.00 X X
GREENBRIER COS INC
COM . . . . . . . . . . . . . 393657101 604,200 63,600.00 X X
-------------------
PAGE TOTAL 22,694,379
</TABLE>
90
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GREENPOINT FINL CORP
COM. . . . . . . . . . . . . . 395384100 18,196,282 523,634.00 X X
GREY ADVERTISING INC
COM. . . . . . . . . . . . . . 397838103 381,700 1,100.00 X X
GRIFFON CORP
COM. . . . . . . . . . . . . . 398433102 221,375 32,200.00 X X
GROUP 1 AUTOMOTIVE INC
COM. . . . . . . . . . . . . . 398905109 1,739,025 70,800.00 X X
GROUP 1 SOFTWARE INC NEW
COM. . . . . . . . . . . . . . 39943Y103 256,998 30,235.00 X X
GROW BIZ INTL INC
COM. . . . . . . . . . . . . . 399817105 275,625 22,500.00 X X
GRUBB + ELLIS CO
COM PAR 0.01 . . . . . . . . . 400095204 182,188 27,500.00 X X
GRUPO CASA AUTREY S A DE C V
SPONSORED ADR. . . . . . . . . 40048P104 1,028,711 200,724.00 X X
GRUPO RADIO CENTRO SA
SPONS ADR. . . . . . . . . . . 40049C102 536,250 97,500.00 X X
GRUPO TRIBASA S A DE C V
SPONSORED ADR. . . . . . . . . 40049F105 328,627 210,321.00 X X
GRUPO TELEVISION SA DE CV
SPONSORED ADR REPSTG ORD PARTN 40049J206 16,360,839 521,461.00 X X
GRUPO IUSACELL S A DE C V
SPONSORED ADR REPSTG 10 SER L. 40049W306 821,600 102,700.00 X X
GTECH HLDGS CORP
COM. . . . . . . . . . . . . . 400518106 3,836,625 157,400.00 X X
GUCCI GROUP N V
SHS N Y REGISTRY . . . . . . . 401566104 4,383,869 54,458.00 X X
-------------------
PAGE TOTAL 48,549,714
</TABLE>
91
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GUESS INC
COM . . . . . . . . . . . . . 401617105 588,000 96,000.00 X X
GUIDANT CORP
COM . . . . . . . . . . . . . 401698105 8,173,550 135,100.00 X X
GUILFORD MLS INC
COM . . . . . . . . . . . . . 401794102 105,000 12,000.00 X X
GUILFORD PHARMACEUTICALS INC
COM . . . . . . . . . . . . . 401829106 784,875 69,000.00 X X
GUITAR CTR INC
COM . . . . . . . . . . . . . 402040109 349,481 17,100.00 X X
GULF INDONESIA RES LTD
COM . . . . . . . . . . . . . 402284103 2,999,925 358,200.00 X X
GULFMARK OFFSHORE INC
COM . . . . . . . . . . . . . 402629109 986,038 82,600.00 X X
GULFSTREAM AEROSPACE CORP NEW
COM . . . . . . . . . . . . . 402734107 18,707,638 431,300.00 X X
GUNDLE/SLT ENVIRONMENTAL INC
COM . . . . . . . . . . . . . 402809107 158,950 57,800.00 X X
GYMBOREE CORP
COM . . . . . . . . . . . . . 403777105 1,227,119 137,300.00 X X
HF BANCORP INC
COM . . . . . . . . . . . . . 403910102 212,506 12,100.00 X X
HMT TECHNOLOGY CORP
SUB NT CONV 144A. . . . . . . 403917AB3 4,690,625 9,500,000.00 X X
HMT TECHNOLOGY CORP
SUB NT CONV . . . . . . . . . 403917AD9 4,122,813 8,350,000.00 X X
HCC INS HLDGS INC
404132102 1,566,950 81,400.00 X X
-------------------
PAGE TOTAL 44,673,470
</TABLE>
92
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HCR MANOR CARE INC
COM . . . . . . . . . . . . 404134108 7,009,141 307,250.00 X X
HEI INC
COM . . . . . . . . . . . . 404160103 51,250 10,000.00 X X
HNC SOFTWARE INC
COM . . . . . . . . . . . . 40425P107 894,075 27,300.00 X X
HSB GROUP INC
COM . . . . . . . . . . . . 40428N109 1,885,950 50,800.00 X X
HA LO INDS INC
COM . . . . . . . . . . . . 404429102 642,713 52,200.00 X X
HAEMONETICS CORP MASS
COM . . . . . . . . . . . . 405024100 2,157,031 137,500.00 X X
HAGGAR CORP
405173105 249,075 24,600.00 X X
HAHN AUTOMOTIVE WHSE INC
COM . . . . . . . . . . . . 405191107 26,063 13,900.00 X X
HAIN FOOD GROUP INC
COM . . . . . . . . . . . . 405219106 184,800 11,200.00 X X
HALLIBURTON CO
COM . . . . . . . . . . . . 406216101 492,800 12,800.00 X X
HALSEY DRUG INC
COM . . . . . . . . . . . . 406369108 27,563 21,000.00 X X
HALTER MARINE GROUP INC
SUB NT CONV 144A. . . . . . 40642YAA3 3,112,500 6,000,000.00 X X
HAMBRECHT + QUIST GROUP INC
COM . . . . . . . . . . . . 406545103 1,821,094 52,500.00 X X
HAMILTON BANCORP INC FLA
COM . . . . . . . . . . . . 407013101 680,513 26,300.00 X X
-------------------
PAGE TOTAL 19,234,568
</TABLE>
93
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HAMMONS JOHN Q HOTELS INC
CL A. . . . . . . . . . . 408623106 42,775 11,800.00 X X
HANCOCK FABRICS INC
COM . . . . . . . . . . . 409900107 377,488 59,800.00 X X
HANDLEMAN CO DEL
COM . . . . . . . . . . . 410252100 5,276,438 394,500.00 X X
HANGER ORTHOPEDIC GROUP
COM NEW . . . . . . . . . 41043F208 1,085,400 80,400.00 X X
HANNAFORD BROS CO
COM . . . . . . . . . . . 410550107 5,911,419 130,100.00 X X
HANOVER COMPRESSOR CO
COM . . . . . . . . . . . 410768105 940,750 35,500.00 X X
HARBINGER CORP
COM . . . . . . . . . . . 41145C103 184,275 27,300.00 X X
HARCOURT GEN INC
COM . . . . . . . . . . . 41163G101 407,675 9,200.00 X X
HARKEN ENERGY CORP
COM . . . . . . . . . . . 412552101 141,375 87,000.00 X X
HARLEYSVILLE GROUP INC
COM . . . . . . . . . . . 412824104 1,588,750 82,000.00 X X
HARMAN INTL INDS INC NEW
COM . . . . . . . . . . . 413086109 6,192,926 168,515.00 X X
HARMON INDS INC NEW
COM . . . . . . . . . . . 413136102 1,462,556 72,900.00 X X
HARMONIC INC
COM . . . . . . . . . . . 413160102 466,863 16,900.00 X X
HARNISCHFEGER INDS INC
COM . . . . . . . . . . . 413345109 1,515,719 266,500.00 X X
-------------------
PAGE TOTAL 25,594,409
</TABLE>
94
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HARRAHS ENTMT INC
COM . . . . . . . . . . . . 413619107 1,963,438 103,000.00 X X
HARRIS CORP DEL
COM . . . . . . . . . . . . 413875105 8,713,450 304,400.00 X X
HARRYS FARMERS MARKET INC
COM CL A. . . . . . . . . . 415863109 11,703 10,700.00 X X
HARSCO CORP
COM . . . . . . . . . . . . 415864107 5,143,288 204,200.00 X X
HARTE HANKS INC
COM . . . . . . . . . . . . 416196103 998,725 36,400.00 X X
HARTFORD FINANCIAL SVCS GRP
COM . . . . . . . . . . . . 416515104 44,955,731 791,300.00 X X
HARTFORD LIFE INC
CL A. . . . . . . . . . . . 416592103 4,136,000 75,200.00 X X
HARTMARX CORP
COM . . . . . . . . . . . . 417119104 500,663 102,700.00 X X
HASBRO INC
COM . . . . . . . . . . . . 418056107 1,108,306 38,300.00 X X
HAVEN BANCORP
COM . . . . . . . . . . . . 419352109 273,000 20,800.00 X X
HAVERTY FURNITURE COS INC
COM . . . . . . . . . . . . 419596101 3,169,338 124,900.00 X X
HAWAIIAN ELEC INDS INC
COM . . . . . . . . . . . . 419870100 7,769,850 221,600.00 X X
HAWKINS CHEM INC
COM . . . . . . . . . . . . 420200107 221,325 22,700.00 X X
HAYES LEMMERZ INTL INC
COM . . . . . . . . . . . . 420781106 639,200 27,200.00 X X
-------------------
PAGE TOTAL 79,604,017
</TABLE>
95
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEALTHCARE SVCS GROUP INC
COM. . . . . . . . . . . . . 421906108 440,800 46,400.00 X X
HEALTH CARE PPTY INVS INC
COM. . . . . . . . . . . . . 421915109 445,625 15,500.00 X X
HEALTHSOUTH CORP
SUB DEB CONV . . . . . . . . 421924AF8 10,546,610 12,970,000.00 X X
HEALTHSOUTH CORP
COM. . . . . . . . . . . . . 421924101 14,512,550 1,398,800.00 X X
HEALTH MGMT ASSOC
CL A . . . . . . . . . . . . 421933102 6,961,500 571,200.00 X X
HEALTH RISK MGMT INC
421935107 114,538 15,400.00 X X
HEALTHCARE RLTY TR INC
SUB DEB CONV . . . . . . . . 421946AA2 8,818,875 10,050,000.00 X X
HEALTHCARE RLTY TR
COM. . . . . . . . . . . . . 421946104 1,124,572 59,188.00 X X
HEALTHPLAN SVCS CORP
COM. . . . . . . . . . . . . 421959107 230,238 32,600.00 X X
HEALTH SYS DESIGN CORP
COM. . . . . . . . . . . . . 421964107 108,100 18,400.00 X X
HEARTPORT INC
COM. . . . . . . . . . . . . 421969106 603,006 125,300.00 X X
HEALTH CARE REIT INC
COM. . . . . . . . . . . . . 42217K106 3,467,950 161,300.00 X X
HEALTH MGMT SYS INC
42219M100 61,750 13,000.00 X X
HEALTHCARE FINL PARTNERS INC
COM. . . . . . . . . . . . . 42219W108 666,188 25,500.00 X X
-------------------
PAGE TOTAL 48,102,302
</TABLE>
96
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEALTHCARE RECOVERIES INC
COM . . . . . . . . . . . . 42220K101 57,038 11,700.00 X X
HECLA MNG CO
COM . . . . . . . . . . . . 422704106 1,194,519 433,300.00 X X
HEICO CORP NEW
CL A. . . . . . . . . . . . 422806208 483,075 22,600.00 X X
HEILIG MEYERS CO
COM . . . . . . . . . . . . 422893107 1,485,181 286,300.00 X X
HEINZ H J CO
COM . . . . . . . . . . . . 423074103 4,912,788 103,700.00 X X
HELLENIC TELECOMMUNICATIONS
SPONSORED ADR . . . . . . . 423325307 4,909,860 420,095.00 X X
HELMERICH AND PAYNE INC
COM . . . . . . . . . . . . 423452101 4,782,525 210,800.00 X X
HENRY JACK + ASSOC INC
426281101 5,067,825 137,900.00 X X
HERBALIFE INTL INC
CL A. . . . . . . . . . . . 426908208 1,674,500 136,000.00 X X
HERTZ CORP
CL A. . . . . . . . . . . . 428040109 1,187,700 22,200.00 X X
HESKA CORP
COM . . . . . . . . . . . . 4.28E+112 51,025 15,700.00 X X
HEWLETT PACKARD CO
SUB LIQUID YIELD OPT NT . . 428236AC7 3,080,000 5,500,000.00 X X
HEWLETT PACKARD CO
COM . . . . . . . . . . . . 428236103 23,676,734 349,150.00 X X
HI / FN INC
COM . . . . . . . . . . . . 428358105 251,250 6,700.00 X X
-------------------
PAGE TOTAL 52,814,020
</TABLE>
97
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HIBBETT SPORTING GOODS INC
COM . . . . . . . . . . . . 428565105 302,688 14,500.00 X X
HIBERNIA CORP
CL A. . . . . . . . . . . . 428656102 7,332,475 556,300.00 X X
HIGH PLAINS CORP
COM . . . . . . . . . . . . 429701105 117,325 49,400.00 X X
HIGHLANDS INS GROUP INC
COM . . . . . . . . . . . . 431032101 527,069 49,900.00 X X
HIGHWAYMASTER COMM. INC
COM . . . . . . . . . . . . 431263102 116,513 71,700.00 X X
HIGHWOODS PPTYS INC
COM . . . . . . . . . . . . 431284108 13,305,037 564,670.00 X X
HILB ROGAL + HAMILTON CO
COM . . . . . . . . . . . . 431294107 460,700 27,200.00 X X
HILTON HOTELS CORP
COM . . . . . . . . . . . . 432848109 3,401,719 241,900.00 X X
HIRSCH INTL GROUP
CL A. . . . . . . . . . . . 433550100 23,850 10,600.00 X X
HOENIG GROUP INC
COM . . . . . . . . . . . . 434396107 103,850 12,400.00 X X
HOLLINGER INTERNATIONAL INC
CL A. . . . . . . . . . . . 435569108 16,768,675 1,236,400.00 X X
HOLLY CORP
COM PAR 0.01. . . . . . . . 435758305 548,375 41,000.00 X X
HOLLYWOOD CASINO CORP
CL A. . . . . . . . . . . . 436132203 84,356 81,800.00 X X
HOLLYWOOD ENTMT CORP
COM . . . . . . . . . . . . 436141105 2,784,438 149,500.00 X X
-------------------
PAGE TOTAL 45,877,070
</TABLE>
98
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HOLOPAK TECHNOLOGIES INC
COM. . . . . . . . . . . . . . 436451108 34,250 13,700.00 X X
HOME FED BANCORP
436926109 293,431 13,300.00 X X
HOME DEPOT INC
SUB NT CONV. . . . . . . . . . 437076AE2 5,364,788 1,935,000.00 X X
HOME DEPOT INC
COM. . . . . . . . . . . . . . 437076102 53,727,975 863,100.00 X X
HOME PRODS INTL INC
COM. . . . . . . . . . . . . . 437305105 104,025 11,400.00 X X
HOME PPTYS N Y INC
COM. . . . . . . . . . . . . . 437306103 2,923,000 126,400.00 X X
HOMEBASE INC
COM. . . . . . . . . . . . . . 4.37E+112 165,075 37,200.00 X X
HOMESTAKE MNG CO
SUB NT CONV. . . . . . . . . . 437614AA8 8,465,625 8,750,000.00 X X
HOMESTEAD VLG PPTYS INC
COM. . . . . . . . . . . . . . 437851108 177,938 73,000.00 X X
HONEYWELL INC
COM. . . . . . . . . . . . . . 438506107 8,377,281 110,500.00 X X
HOOPER HOLMES INC
COM. . . . . . . . . . . . . . 439104100 2,203,125 141,000.00 X X
HORACE MANN EDUCATORS CORP NEW
NEW COM. . . . . . . . . . . . 440327104 2,369,763 102,200.00 X X
HORIZON FINL CORP WASH
COM. . . . . . . . . . . . . . 44041F105 161,838 12,100.00 X X
HORMEL FOODS CORP
COM. . . . . . . . . . . . . . 440452100 584,250 16,400.00 X X
-------------------
PAGE TOTAL 84,952,364
</TABLE>
99
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HOSPITALITY PPTYS TR
COM SH BEN INT. . . . . . 44106M102 1,991,800 73,600.00 X X
HOST MARRIOTT CORP NEW
COM . . . . . . . . . . . 44107P104 10,598,621 952,685.00 X X
HOUGHTON MIFFLIN CO
COM . . . . . . . . . . . 441560109 3,337,500 71,200.00 X X
HOUSEHOLD INTL INC
COM . . . . . . . . . . . 441815107 46,587,688 1,021,100.00 X X
HOVNANIAN ENTERPRISES INC
CL A. . . . . . . . . . . 442487203 276,000 36,800.00 X X
HOWELL CORP
COM . . . . . . . . . . . 443051107 57,000 15,200.00 X X
HOWMET INTL INC
COM . . . . . . . . . . . 443208103 420,788 29,400.00 X X
HOWTEK INC
COM . . . . . . . . . . . 443209101 34,788 24,200.00 X X
HUANENG POWER INTL INC
SPONSORED ADR SER N SHS . 443304100 3,339,795 336,080.00 X X
HUB GROUP INC
CL A. . . . . . . . . . . 443320106 458,375 19,300.00 X X
HUFFY CORP
COM . . . . . . . . . . . 444356109 918,000 76,500.00 X X
HUGHES SUPPLY INC
COM . . . . . . . . . . . 444482103 2,088,450 91,800.00 X X
HUMANA INC
COM . . . . . . . . . . . 444859102 3,560,400 206,400.00 X X
HUNT CORP
COM . . . . . . . . . . . 445591100 129,363 13,100.00 X X
-------------------
PAGE TOTAL 73,798,568
</TABLE>
100
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HUNT J B TRANS SVCS INC
COM . . . . . . . . . . . . 445658107 3,983,700 189,700.00 X X
HUNTCO INC
CL A. . . . . . . . . . . . 445661101 27,750 11,100.00 X X
HUNTWAY REFNG CO
COM . . . . . . . . . . . . 447309105 716,698 477,799.00 X X
HUSSMANN INTL INC
COM . . . . . . . . . . . . 448110106 1,028,125 70,000.00 X X
HUTCHINSON TECHNOLOGY INC
COM . . . . . . . . . . . . 448407106 2,962,613 119,100.00 X X
HVIDE MARINE INC
CL A. . . . . . . . . . . . 448515106 64,688 15,000.00 X X
HYCOR BIOMEDICAL INC
448623108 32,139 30,700.00 X X
ICN PHARMACEUTICALS INC
COM . . . . . . . . . . . . 448924100 6,431,788 255,500.00 X X
HYPERCOM CORP
COM . . . . . . . . . . . . 44913M105 95,625 15,000.00 X X
HYPERION TELECOMMUNICATIONS
CL A. . . . . . . . . . . . 44914K306 243,211 20,058.60 X X
HYPERION SOLUTIONS CORP
COM . . . . . . . . . . . . 44914M104 3,719,685 256,530.00 X X
IA CORP I
COM . . . . . . . . . . . . 449194109 57,441 55,700.00 X X
IBP INC
COM STK . . . . . . . . . . 449223106 10,714,963 575,300.00 X X
ICF KAISER INTL INC
COM . . . . . . . . . . . . 449244102 50,775 67,700.00 X X
-------------------
PAGE TOTAL 30,129,201
</TABLE>
101
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ICG COMMUNICATIONS INC
COM . . . . . . . . . . . . . 449246107 4,862,000 243,100.00 X X
ICO INC NEW
COM . . . . . . . . . . . . . 449293109 83,728 68,700.00 X X
ICU MEDICAL INC
44930G107 344,500 21,200.00 X X
IDEC PHARMACEUTICALS CORP
COM . . . . . . . . . . . . . 449370105 4,172,369 81,214.00 X X
IEC ELECTRS CORP NEW
COM . . . . . . . . . . . . . 44949L105 66,950 20,600.00 X X
IFR SYS INC
COM RTS CALLABLE THRU 2/27/99 449507102 180,375 37,000.00 X X
IGI INC
COM . . . . . . . . . . . . . 449575109 48,825 27,900.00 X X
IHOP CORP NEW
COM . . . . . . . . . . . . . 449623107 321,850 8,200.00 X X
IMC GLOBAL INC
COM . . . . . . . . . . . . . 449669100 16,932,469 828,500.00 X X
IMCO RECYCLING INC
COM . . . . . . . . . . . . . 449681105 1,193,513 92,700.00 X X
IMC MTG CO
COM . . . . . . . . . . . . . 449923101 2,797 17,900.00 X X
IMS HEALTH INC
COM . . . . . . . . . . . . . 449934108 793,013 23,940.00 X X
IRSA INVERSIONES Y REPRESENT
GLOBAL DEPOSITARY RCPT. . . . 450047204 230,122 8,725.01 X X
IRT PPTY CO
COM . . . . . . . . . . . . . 450058102 1,369,374 155,390.00 X X
-------------------
PAGE TOTAL 30,601,885
</TABLE>
102
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ISS GROUP INC
OC COM. . . . . . . . 450306105 19,740,009 248,302.00 X X
ITC LEARNING CORP
COM . . . . . . . . . 45031S106 50,825 10,700.00 X X
ITC DELTACOM
COM . . . . . . . . . 45031T104 305,375 14,000.00 X X
ITI TECHNOLOGIES INC
COM . . . . . . . . . 450564109 2,859,000 95,300.00 X X
ITLA CAP CORP
COM . . . . . . . . . 450565106 356,700 24,600.00 X X
ITT EDL SVCS INC
COM . . . . . . . . . 45068B109 815,106 21,700.00 X X
ITT INDS INC
COM . . . . . . . . . 450911102 7,273,100 205,600.00 X X
IDACORP INC
COM . . . . . . . . . 451107106 4,899,750 166,800.00 X X
IDEXX LABS INC
COM . . . . . . . . . 45168D104 3,509,238 146,600.00 X X
IKOS SYS INC
COM NEW . . . . . . . 451716203 88,875 15,800.00 X X
ILEX ONCOLOGY INC
COM . . . . . . . . . 451923106 154,850 15,200.00 X X
IL FORNAIO AMER CORP
COM . . . . . . . . . 451926109 1,551,225 159,100.00 X X
ILLINOIS TOOL WKS INC
COM . . . . . . . . . 452308109 15,276,938 246,900.00 X X
IMAGE ENTMT INC
COM NEW . . . . . . . 452439201 126,313 21,500.00 X X
-------------------
PAGE TOTAL 57,007,304
</TABLE>
103
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IMAX CORP
SUB NT COVERT 144A . . . . . . 45245EAC3 1,871,250 1,750,000.00 X X
IMCLONE SYS INC
COM. . . . . . . . . . . . . . 45245W109 443,813 26,300.00 X X
IMMULOGIC PHARMACEUTICAL CORP
COM. . . . . . . . . . . . . . 45252R100 150,750 80,400.00 X X
IMMUNE RESPONSE CORP DEL
COM. . . . . . . . . . . . . . 45252T106 163,031 18,500.00 X X
IMMUNEX CORP NEW
COM. . . . . . . . . . . . . . 452528102 2,647,350 31,800.00 X X
IMPERIAL BANCORP
COM. . . . . . . . . . . . . . 452556103 3,491,856 203,904.00 X X
IMPERIAL CR COML MTG INVT CORP
COM. . . . . . . . . . . . . . 45272T102 627,550 65,200.00 X X
IMATRON INC
COM. . . . . . . . . . . . . . 452906100 89,144 83,900.00 X X
IN FOCUS SYS INC
COM. . . . . . . . . . . . . . 452919103 266,875 30,500.00 X X
IMRGLOBAL CORP
COM. . . . . . . . . . . . . . 45321W106 832,475 46,900.00 X X
INACOM CORP
SUB DEBT CONV. . . . . . . . . 45323GAB5 16,940,000 16,940,000.00 X X
INACOM CORP
COM. . . . . . . . . . . . . . 45323G109 547,150 70,600.00 X X
INCO LTD
DEB CONV . . . . . . . . . . . 453258AH8 4,901,875 5,500,000.00 X X
INCO LTD
DEB CONV . . . . . . . . . . . 453258AK1 5,312,063 6,150,000.00 X X
-------------------
PAGE TOTAL 38,285,182
</TABLE>
104
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------------- --------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INCYTE PHARMACUTICALS INC
COM. . . . . . . . . . . . . . 45337C102 2,119,924 105,666.00 X X
INDEPENDENT BK CORP MASS
453836108 495,488 36,200.00 X X
INDUS INTL INC
COM. . . . . . . . . . . . . . 45578L100 87,419 19,700.00 X X
INDUSTRIAL DISTR GROUP INC
COM. . . . . . . . . . . . . . 456061100 63,000 12,000.00 X X
INDUSTRIE NATUZZI SPA
ADR. . . . . . . . . . . . . . 456478106 1,234,778 74,835.00 X X
INFERENCE CORP
CL A . . . . . . . . . . . . . 45662K109 73,406 13,500.00 X X
INFINIUM SOFTWARE INC
COM. . . . . . . . . . . . . . 45662Y109 651,150 144,700.00 X X
INFOSEEK CORP
COM. . . . . . . . . . . . . . 45678M107 6,608,200 89,300.00 X X
INGERSOLL RAND CO
COM. . . . . . . . . . . . . . 456866102 3,324,875 67,000.00 X X
INFORMATION RES INC
COM RTS CALLABLE THRU 03/15/99 456905108 1,127,206 175,100.00 X X
INFORMATION MGMT ASSOC INC
COM. . . . . . . . . . . . . . 456923101 216,113 101,700.00 X X
INGRAM MICRO INC
SR DEB ZERO CPN 144A . . . . . 457153AA2 765,625 2,500,000.00 X X
INGRAM MICRO INC
CL A . . . . . . . . . . . . . 457153104 533,813 23,400.00 X X
INLAND RES INC WASH
COM NEW. . . . . . . . . . . . 457469203 23,400 10,400.00 X X
-------------------
PAGE TOTAL 17,324,397
</TABLE>
105
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INNKEEPERS USA TR
COM. . . . . . . . . . . . . . 4576J0104 525,225 56,400.00 X X
INNKEEPERS USA TR
PFD CNV SH BEN INT SER A . . . 4576J0302 9,161,875 535,000.00 X X
INNERDYNE MED INC
COM. . . . . . . . . . . . . . 45764D102 96,294 49,700.00 X X
INNOVATIVE GAMING CORP AMER
COM. . . . . . . . . . . . . . 45764F107 19,019 17,900.00 X X
INPUT SOFTWARE INC
COM. . . . . . . . . . . . . . 457654101 104,288 20,600.00 X X
INPRISE CORP
COM. . . . . . . . . . . . . . 45766C102 44,950 11,600.00 X X
INSITE VISION INC
COM. . . . . . . . . . . . . . 457660108 1,106,490 1,041,402.00 X X
INSITUFORM EAST INC
COM. . . . . . . . . . . . . . 457662104 12,625 10,100.00 X X
INSITUFORM TECHNOLOGIES INC
CL A . . . . . . . . . . . . . 457667103 4,828,250 275,900.00 X X
INSTRON CORP
COM. . . . . . . . . . . . . . 457776102 635,000 40,000.00 X X
INSURANCE AUTO AUCTIONS INC
COM. . . . . . . . . . . . . . 457875102 270,388 22,300.00 X X
INTERGRATED ELECTRICAL SVCS
COM. . . . . . . . . . . . . . 4.58E+107 2,124,800 132,800.00 X X
INTEGRA INC
COM. . . . . . . . . . . . . . 45811M105 32,753 22,300.00 X X
INTERGRATED PROCESS EQUIP CORP
CONV SUB NT 144A . . . . . . . 45812KAB4 4,416,396 5,998,500.00 X X
-------------------
PAGE TOTAL 23,378,353
</TABLE>
106
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTEGRATED PROCESS EQUIP CORP
COM . . . . . . . . . . . . . 45812K108 4,350,429 483,381.00 X X
INTEGRATED SYS INC
CL A. . . . . . . . . . . . . 45812M104 9,300,594 725,900.00 X X
INTEL CORP
COM . . . . . . . . . . . . . 458140100 305,739,013 2,566,700.00 X X
INTELLICALL INC
45815C103 45,838 19,300.00 X X
INTELLIGROUP INC
COM . . . . . . . . . . . . . 45816A106 475,731 73,900.00 X X
INTER TEL INC
COM . . . . . . . . . . . . . 458372109 524,456 33,700.00 X X
INTERCARGO CORP
45844C108 180,375 15,600.00 X X
INTERCHANGE FINL SVCS CORP
458447109 204,800 12,800.00 X X
INTERFACE INC
CL A. . . . . . . . . . . . . 458665106 2,544,850 264,400.00 X X
INTERFACE SYS INC
COM . . . . . . . . . . . . . 458667102 21,400 10,700.00 X X
INTERIM SVCS INC
COM . . . . . . . . . . . . . 45868P100 15,135,000 1,009,000.00 X X
INTERGRAPH CORP
COM . . . . . . . . . . . . . 458683109 1,782,675 264,100.00 X X
INTERLINQ SOFTWARE CORP
COM . . . . . . . . . . . . . 458753100 88,406 11,500.00 X X
INTERMET CORP
COM . . . . . . . . . . . . . 45881K104 567,100 42,400.00 X X
-------------------
PAGE TOTAL 340,960,667
</TABLE>
107
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERNATIONAL BUSINESS MACHS
COM. . . . . . . . . . . . . . 459200101 177,232,275 999,900.00 X X
INTERNATIONAL GAME TECHNOLOGY
COM. . . . . . . . . . . . . . 459902102 10,580,781 726,700.00 X X
INTERNATIONAL MULTIFOODS CORP
COM. . . . . . . . . . . . . . 460043102 2,044,506 87,700.00 X X
INTERNATIONAL NETWORK SVCS
COM. . . . . . . . . . . . . . 460053101 1,552,613 22,200.00 X X
INTERNATIONAL PAPER CO
COM. . . . . . . . . . . . . . 460146103 12,928,992 306,465.00 X X
INTERNATIONAL RECTIFIER CORP
COM. . . . . . . . . . . . . . 460254105 433,300 61,900.00 X X
INTERNATIONAL REMOTE IMAGING
COM NEW. . . . . . . . . . . . 460259500 11,619 14,300.00 X X
INTERNATIONAL SHIPHOLDING CORP
COM NEW. . . . . . . . . . . . 460321201 453,750 36,300.00 X X
INTERNATIONAL TELECOMM SYS INC
COM. . . . . . . . . . . . . . 46047F104 679,388 54,900.00 X X
INTERPHASE CORP
COM. . . . . . . . . . . . . . 460593106 187,500 30,000.00 X X
INTERPUBLIC GROUP COS INC
SUB NT CONV 144A . . . . . . . 460690AD2 7,377,500 6,500,000.00 X X
INTERPUBLIC GROUP COS INC
SUB NT CONV. . . . . . . . . . 460690AF7 567,500 500,000.00 X X
INTERPUBLIC GROUP COS INC
COM. . . . . . . . . . . . . . 460690100 428,313 5,500.00 X X
INTERSTATE BAKERIES CORP
DEL NEW COM. . . . . . . . . . 46072H108 4,728,656 219,300.00 X X
-------------------
PAGE TOTAL 219,206,693
</TABLE>
108
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERSTATE/JOHNSON LANE INC
COM . . . . . . . . . . . . . 460892102 475,950 15,200.00 X X
INTERWEST BANCORP INC
COM . . . . . . . . . . . . . 460931108 826,294 34,700.00 X X
INTERTAN INC
COM . . . . . . . . . . . . . 461120107 221,325 22,700.00 X X
INTERVOICE INC
COM . . . . . . . . . . . . . 461142101 742,500 67,500.00 X X
INTEVAC INC
COM . . . . . . . . . . . . . 461148108 91,425 15,900.00 X X
INTIMATE BRANDS INC
CL A. . . . . . . . . . . . . 461156101 269,500 5,600.00 X X
INVACARE CORP
COM . . . . . . . . . . . . . 461203101 6,080,556 250,100.00 X X
INVESTMENT TECHNOLOGY GRP INC
COM . . . . . . . . . . . . . 461450108 1,583,400 31,200.00 X X
INVESTORS FINL SERVICES CORP
COM . . . . . . . . . . . . . 461915100 2,949,750 102,600.00 X X
IRVINE APT CMNTYS INC
COM . . . . . . . . . . . . . 463606103 1,630,600 49,600.00 X X
IRWIN FINL CORP
COM . . . . . . . . . . . . . 464119106 1,233,844 61,500.00 X X
ISLE CAPRI CASINOS INC
COM . . . . . . . . . . . . . 464592104 295,194 64,700.00 X X
ISOLYSER INC
COM . . . . . . . . . . . . . 464888106 278,906 105,000.00 X X
IT GROUP INC
COM . . . . . . . . . . . . . 465266104 621,863 48,300.00 X X
-------------------
PAGE TOTAL 17,301,107
</TABLE>
109
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IVAX CORP
SUB NT CONV . . . . . . 465823AA0 4,900,275 5,220,000.00 X X
IVAX CORP
465823102 5,477,456 463,700.00 X X
IVEX PACKAGING CORP DEL
COM . . . . . . . . . . 465855104 151,875 10,000.00 X X
IWERKS ENTMT INC
COM . . . . . . . . . . 465916104 47,791 37,300.00 X X
JDN RLTY CORP
COM . . . . . . . . . . 465917102 844,688 42,500.00 X X
JPM CO
COM . . . . . . . . . . 465933109 214,238 19,700.00 X X
J + J SNACK FOODS CORP
COM . . . . . . . . . . 466032109 336,088 16,700.00 X X
JCC HLDG CO
CL A. . . . . . . . . . 46611Q205 160,831 47,653.70 X X
JLG INDS INC
COM . . . . . . . . . . 466210101 5,232,559 384,041.00 X X
JMAR TECHNOLOGIES INC.
COM . . . . . . . . . . 466212107 52,250 20,900.00 X X
JP RLTY INC
COM . . . . . . . . . . 46624A106 1,407,656 71,500.00 X X
JSB FINL INC
COM . . . . . . . . . . 46624M100 2,892,213 57,700.00 X X
JABIL CIRCUIT INC
COM . . . . . . . . . . 466313103 12,526,650 309,300.00 X X
JACLYN INC
COM . . . . . . . . . . 469772107 35,150 14,800.00 X X
-------------------
PAGE TOTAL 34,279,720
</TABLE>
110
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JACOBS ENGR GROUP INC
COM . . . . . . . . . . . . 469814107 7,315,656 185,500.00 X X
JACOR COMMUNICATIONS INC
2001 WT EXP . . . . . . . . 469858138 670,666 66,650.00 X X
JACOR COMMUNICATIONS INC
COM FORMERLY CL A . . . . . 469858401 6,623,400 87,150.00 X X
JEFFERSON SVGS BANCORP INC
COM . . . . . . . . . . . . 474900107 133,088 11,700.00 X X
JOHN NUVEEN CO
CL A. . . . . . . . . . . . 478035108 548,563 13,100.00 X X
JOHNSON + JOHNSON
COM . . . . . . . . . . . . 478160104 78,352,369 836,400.00 X X
JOHNSON CTLS INC
COM . . . . . . . . . . . . 478366107 39,296,250 630,000.00 X X
JOHNSON WORLDWIDE ASSOC INC
CL A. . . . . . . . . . . . 479254104 151,450 23,300.00 X X
JONES APPAREL GROUP INC
COM . . . . . . . . . . . . 480074103 26,135,531 935,500.00 X X
JONES INTERCABLE INC
COM . . . . . . . . . . . . 480206101 512,000 12,800.00 X X
JOS A BANK CLOTHIERS INC
COM . . . . . . . . . . . . 480838101 101,675 16,600.00 X X
JOULE INC
481109106 30,188 11,500.00 X X
JOURNAL REGISTER CO
COM . . . . . . . . . . . . 481138105 820,800 68,400.00 X X
JUNO LTG INC
COM . . . . . . . . . . . . 482047107 388,169 17,300.00 X X
-------------------
PAGE TOTAL 161,079,805
</TABLE>
111
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JUST FOR FEET INC
COM . . . . . . . . . . . . 48213P106 9,595,000 767,600.00 X X
JUSTIN INDS INC
COM . . . . . . . . . . . . 482171105 1,742,400 158,400.00 X X
K + G MENS CENTER INC
COM . . . . . . . . . . . . 482245107 266,325 26,800.00 X X
KCS ENERGY INC
COM NEW . . . . . . . . . . 482434206 79,800 60,800.00 X X
KFX INC
COM . . . . . . . . . . . . 48245L107 23,719 16,500.00 X X
K MART CORP
COM . . . . . . . . . . . . 482584109 7,816,131 464,900.00 X X
K N ENERGY INC
COM . . . . . . . . . . . . 482620101 2,127,331 106,700.00 X X
KAMAN CORP
CL A. . . . . . . . . . . . 483548103 770,352 60,125.00 X X
KANEB SVCS INC
COM . . . . . . . . . . . . 484170105 393,656 96,900.00 X X
KANSAS CITY SOUTHN INDS INC
COM . . . . . . . . . . . . 485170104 5,637,300 98,900.00 X X
KATY INDS INC
COM . . . . . . . . . . . . 486026107 399,100 30,700.00 X X
KAUFMAN + BROAD HOME CORP
COM . . . . . . . . . . . . 486168107 3,492,675 154,800.00 X X
KAYE GROUP INC
COM . . . . . . . . . . . . 486589104 118,275 16,600.00 X X
KEANE INC
COM . . . . . . . . . . . . 486665102 1,101,856 51,700.00 X X
-------------------
PAGE TOTAL 33,563,920
</TABLE>
112
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KEITHLEY INSTRS INC
COM. . . . . . . . . . . . . 487584104 100,750 15,500.00 X X
KELLY OIL & GAS PARTNERS LTD
SUB DEB CONV . . . . . . . . 487736AA8 32,500 100,000.00 X X
KELLSTROM INDS INC
COM. . . . . . . . . . . . . 488035106 2,185,988 137,700.00 X X
KELLWOOD CO
COM. . . . . . . . . . . . . 488044108 893,531 40,500.00 X X
KELLY SVCS INC
CL A . . . . . . . . . . . . 488152208 2,713,950 97,800.00 X X
KENSEY NASH CORP
COM. . . . . . . . . . . . . 490057106 140,175 17,800.00 X X
KENT ELECTRS CORP
SUB NT CONV. . . . . . . . . 490553AA2 1,405,250 1,925,000.00 X X
KENT FINL SVCS INC
COM NEW. . . . . . . . . . . 490560208 43,500 12,000.00 X X
KERR MCGEE CORP
COM. . . . . . . . . . . . . 492386107 4,222,969 128,700.00 X X
KEWAUNEE SCIENTIFIC CORP
COM. . . . . . . . . . . . . 492854104 108,500 11,200.00 X X
KEY ENERGY SVCS INC
492914AF3 452,250 900,000.00 X X
KEY TRONIC CORP
COM. . . . . . . . . . . . . 493144109 124,150 38,200.00 X X
KEYCORP NEW
COM. . . . . . . . . . . . . 493267108 26,896,281 887,300.00 X X
KILROY RLTY CORP
COM. . . . . . . . . . . . . 49427F108 1,172,600 57,200.00 X X
-------------------
PAGE TOTAL 40,492,394
</TABLE>
113
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KIMBALL INTL INC
CL B. . . . . . . . . . . 494274103 1,570,800 105,600.00 X X
KIMBERLY CLARK CORP
COM . . . . . . . . . . . 494368103 66,096,225 1,378,800.00 X X
KIMCO RLTY CORP
49446R109 8,507,063 230,700.00 X X
KING WORLD PRODTNS INC
COM . . . . . . . . . . . 495667107 12,521,456 409,700.00 X X
KIRBY CORP
COM . . . . . . . . . . . 497266106 1,230,938 65,000.00 X X
KLAMATH FIRST BANCORP INC
COM . . . . . . . . . . . 49842P103 309,488 18,900.00 X X
KMART FING I
TR CONV PFD SECS. . . . . 498778208 11,186,450 184,900.00 X X
KNAPE + VOGT MFG CO
COM . . . . . . . . . . . 498782101 235,613 18,300.00 X X
KNOLL INC
COM . . . . . . . . . . . 498904101 1,216,475 49,400.00 X X
KNIGHT RIDDER INC
COM . . . . . . . . . . . 499040103 19,595,000 391,900.00 X X
KNIGHT TRANSN INC
COM . . . . . . . . . . . 499064103 1,396,938 72,100.00 X X
KNIGHT TRIMARK GROUP
CL A. . . . . . . . . . . 499067106 5,561,000 83,000.00 X X
KOGER EQUITY INC
COM . . . . . . . . . . . 500228101 667,844 49,700.00 X X
KOHLS CORP
COM . . . . . . . . . . . 500255104 765,450 10,800.00 X X
-------------------
PAGE TOTAL 130,860,740
</TABLE>
114
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KOLLMORGEN CORP
COM . . . . . . . . 500440102 267,500 21,400.00 X X
KOORS INDS LTD
SPONSORED ADR . . . 500507108 5,170,893 244,776.00 X X
KOPIN CORP
COM . . . . . . . . 500600101 379,844 27,500.00 X X
KOREA ELEC PWR CORP
SPONSORED ADR . . . 500631106 6,422,476 506,205.00 X X
KOREA FD INC
COM . . . . . . . . 500634100 729,094 70,700.00 X X
KORN / FERRY INTL
COM NEW . . . . . . 500643200 3,076,500 234,400.00 X X
KROGER CO
COM . . . . . . . . 501044101 5,508,500 92,000.00 X X
KRONOS INC
COM . . . . . . . . 501052104 4,130,700 168,600.00 X X
KRUG INTL CORP
501067102 19,350 12,900.00 X X
LNR PPTY CORP
COM . . . . . . . . 501940100 1,044,775 52,900.00 X X
LSI INDS INC
50216C108 430,313 25,500.00 X X
LSB INDS INC
COM . . . . . . . . 502160104 87,600 29,200.00 X X
LSI LOGIC CORP
COM . . . . . . . . 502161102 6,496,356 208,300.00 X X
LTC PROPERTIES
502175102 1,041,250 85,000.00 X X
-------------------
PAGE TOTAL 34,805,151
</TABLE>
115
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LXR BIOTECHNOLOGY INC
COM . . . . . . . . . . . . . 502468101 20,719 22,100.00 X X
LA BARGE INC
COM . . . . . . . . . . . . . 502470107 91,088 34,700.00 X X
LA JOLLA PHARMACEUTICAL CO
COM . . . . . . . . . . . . . 503459109 112,088 42,700.00 X X
LA Z BOY INC
COM . . . . . . . . . . . . . 505336107 3,673,681 193,100.00 X X
LABORATORY CORP AMER HLDGS
PFD CONV EXCHANGEABLE SER A . 50540R201 5,999,450 123,700.00 X X
LABOR READY INC
COM NEW . . . . . . . . . . . 505401208 1,443,863 55,400.00 X X
LADD FURNITURE INC
COM PAR 30CTS . . . . . . . . 505739201 583,963 34,100.00 X X
LAFARGE CORP
COM . . . . . . . . . . . . . 505862102 11,796,400 421,300.00 X X
LAM RESH CORP
SUB NT CONV 144A. . . . . . . 512807AB4 9,155,750 10,600,000.00 X X
LAMAR ADVERTISING CO
CL A. . . . . . . . . . . . . 512815101 5,043,113 148,600.00 X X
LAMSON + SESSIONS CO
COM RTS CALLABLE THRU 07SEP98 513696104 142,694 28,900.00 X X
LANCASTER COLONY CORP
COM RTS CALLABLE THRU 4/20/00 513847103 910,575 34,200.00 X X
LANCER CORP TEX
514614106 200,575 22,600.00 X X
LANDAIR CORP
COM . . . . . . . . . . . . . 514757103 822,500 164,500.00 X X
-------------------
PAGE TOTAL 39,996,459
</TABLE>
116
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LANDAUER INC
COM. . . . . . . . . . . . 51476K103 605,538 25,100.00 X X
LANDEC CORP
COM. . . . . . . . . . . . 514766104 88,875 23,700.00 X X
LANDAMERICA FINL GROUP INC
COM. . . . . . . . . . . . 514936103 1,452,900 50,100.00 X X
LANDSTAR SYS INC
COM. . . . . . . . . . . . 515098101 3,097,188 93,500.00 X X
LANVISION SYS INC
COM. . . . . . . . . . . . 516555109 42,281 20,500.00 X X
LASON HLDGS INC
COM. . . . . . . . . . . . 51808R107 1,282,500 22,800.00 X X
LATTICE SEMICONDUCTOR CORP
518415104 12,060,394 264,700.00 X X
LAUDER ESTEE COS INC
CL A . . . . . . . . . . . 518439104 406,350 4,300.00 X X
LAWSON PRODS INC
COM. . . . . . . . . . . . 520776105 342,350 16,700.00 X X
LEAR CORP
COM. . . . . . . . . . . . 521865105 32,848,031 769,500.00 X X
LEARNING CO INC
COM. . . . . . . . . . . . 522008101 5,466,500 188,500.00 X X
LECHTERS INC
523238103 72,450 33,600.00 X X
LEGATO SYSTEMS INC
COM. . . . . . . . . . . . 524651106 6,438,205 124,711.00 X X
LEGGETT + PLATT INC
COM. . . . . . . . . . . . 524660107 5,764,000 288,200.00 X X
-------------------
PAGE TOTAL 69,967,562
</TABLE>
117
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEHMAN BROTHERS HLDGS INC
COM. . . . . . . . . . . . . 524908100 1,230,850 20,600.00 X X
LENNAR CORP
COM. . . . . . . . . . . . . 526057104 1,425,288 63,700.00 X X
LESCO INC OHIO
COM. . . . . . . . . . . . . 526872106 368,900 24,800.00 X X
LEVEL 8 SYS INC
COM. . . . . . . . . . . . . 52729M102 118,125 15,000.00 X X
LEVEL 3 COMMUNICATIONS INC
COM. . . . . . . . . . . . . 52729N100 15,101,313 207,400.00 X X
LEVEL ONE COMMUNICATIONS INC
COM. . . . . . . . . . . . . 527295109 4,838,236 99,501.00 X X
LEXINGTON CORPORATE PPTY TR
COM. . . . . . . . . . . . . 529043101 259,213 23,300.00 X X
LEXMARK INTL GROUP INC
CL A . . . . . . . . . . . . 529771107 32,243,313 288,500.00 X X
LIBBEY INC
COM. . . . . . . . . . . . . 529898108 632,400 20,400.00 X X
LIBERTY FINL COS INC
COM. . . . . . . . . . . . . 530512102 285,106 12,100.00 X X
LIBERTY PROPERTY
SH BEN INT SUPP. . . . . . . 531172104 8,129,850 391,800.00 X X
LIFETIME HOAN CORP
COM. . . . . . . . . . . . . 531926103 185,456 18,900.00 X X
LIFECORE BIOMEDICAL INC
532187101 148,556 17,100.00 X X
LIFELINE SYS INC
COM. . . . . . . . . . . . . 532192101 219,075 9,200.00 X X
-------------------
PAGE TOTAL 65,185,681
</TABLE>
118
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LILLIAN VERNON CORP
COM. . . . . . . . . . 532430105 309,600 25,800.00 X X
LILLY ELI + CO
COM. . . . . . . . . . 532457108 60,380,075 711,400.00 X X
LILLY INDL INC
CL A . . . . . . . . . 532491107 1,059,013 68,600.00 X X
LIMITED INC
COM. . . . . . . . . . 532716107 15,366,575 387,800.00 X X
LINCARE HLDGS INC
COM. . . . . . . . . . 532791100 6,654,375 236,600.00 X X
LINCOLN ELEC HLDGS INC
COM. . . . . . . . . . 533900106 1,901,613 102,100.00 X X
LINCOLN NATL CORP IN
COM. . . . . . . . . . 534187109 1,275,488 12,900.00 X X
LINEAR TECHNOLOGY CORP
COM. . . . . . . . . . 535678106 5,063,500 98,800.00 X X
LINENS N THINGS INC
COM. . . . . . . . . . 535679104 24,978,938 550,500.00 X X
LIPOSOME INC
COM. . . . . . . . . . 536310105 2,581,344 192,100.00 X X
LIQUI BOX CORP
COM. . . . . . . . . . 536314107 252,200 5,200.00 X X
LITCHFIELD FINL CORP
COM. . . . . . . . . . 536619109 413,100 24,300.00 X X
LIZ CLAIBORNE INC
COM. . . . . . . . . . 539320101 1,034,213 31,700.00 X X
LO JACK CORP
COM. . . . . . . . . . 539451104 385,913 50,200.00 X X
-------------------
PAGE TOTAL 121,655,947
</TABLE>
119
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LOCKHEED MARTIN CORP
COM . . . . . . . . . . 539830109 66,521,995 1,762,254.00 X X
LODGIAN INC
COM . . . . . . . . . . 54021P106 1,061,450 239,200.00 X X
LODGENET ENTMT CORP
COM . . . . . . . . . . 540211109 202,781 30,900.00 X X
LOEHMANNS INC NEW
COM . . . . . . . . . . 540417102 45,171 38,039.00 X X
LOEWS CORP
COM . . . . . . . . . . 540424108 1,283,550 17,200.00 X X
LONE STAR INDS INC
COM NEW . . . . . . . . 542290408 2,690,800 86,800.00 X X
LONGS DRUG STORES CORP
COM . . . . . . . . . . 543162101 587,444 19,300.00 X X
LOUISIANA PAC CORP
COM . . . . . . . . . . 546347105 4,674,875 251,000.00 X X
LOWES COS INC
USD0.50 . . . . . . . . 548661107 28,816,150 476,300.00 X X
LUBRIZOL CORP
COM . . . . . . . . . . 549271104 11,049,638 491,095.00 X X
LUCENT TECHNOLOGIES INC
COM . . . . . . . . . . 549463107 149,729,225 1,389,500.00 X X
LUFKIN INDS INC
COM . . . . . . . . . . 549764108 241,813 14,600.00 X X
LUND INTL HLDGS INC
COM . . . . . . . . . . 550368104 63,750 10,000.00 X X
LUXOTTICA GROUP S P A
SPONSORED ADR . . . . . 55068R202 2,446,250 190,000.00 X X
-------------------
PAGE TOTAL 269,414,892
</TABLE>
120
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LYCOS INC
COM . . . . . . . . . . 550818108 8,477,156 98,500.00 X X
LYNCH CORP
COM . . . . . . . . . . 551137102 479,400 6,800.00 X X
LYONDELL CHEMICAL CO
COM . . . . . . . . . . 552078107 14,482,744 1,058,100.00 X X
M + F WORLDWIDE CORP
COM . . . . . . . . . . 552541104 122,500 17,500.00 X X
M + T BK CORP
COM . . . . . . . . . . 55261F104 1,868,100 3,900.00 X X
MAF BANCORP INC
COM . . . . . . . . . . 55261R108 2,078,150 93,400.00 X X
MBIA INC
COM . . . . . . . . . . 55262C100 26,923,600 464,200.00 X X
MBNA CORP
COM . . . . . . . . . . 55262L100 29,146,600 1,220,800.00 X X
MBL INTL FIN BERMUDA TR
GTD NT EXCHANGEABLE . . 55262XAA2 2,245,000 2,000,000.00 X X
MCN ENERGY GROUP INC
COM . . . . . . . . . . 55267J100 5,751,981 358,100.00 X X
M.D.C. HOLDINGS INC
COM . . . . . . . . . . 552676108 790,625 55,000.00 X X
MCI WORLDCOM INC
COM . . . . . . . . . . 55268B106 162,646,103 1,836,512.10 X X
MGIC INVT CORP WIS
COM . . . . . . . . . . 552848103 4,414,369 125,900.00 X X
MGI PHARMA INC
COM . . . . . . . . . . 552880106 357,613 42,700.00 X X
-------------------
PAGE TOTAL 259,783,941
</TABLE>
121
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MGI PPTYS
COM . . . . . . . . . . 552885105 511,913 18,700.00 X X
SCHOTTENSTEIN HOMES INC
COM . . . . . . . . . . 55305B101 184,600 10,400.00 X X
MMI COS INC
COM . . . . . . . . . . 553087107 353,625 23,000.00 X X
MSC INDL DIRECT INC
CL A. . . . . . . . . . 553530106 448,800 26,400.00 X X
M S CARRIERS INC
COM . . . . . . . . . . 553533100 1,337,738 50,600.00 X X
MTS SYS CORP
COM . . . . . . . . . . 553777103 294,638 29,100.00 X X
MYR GROUP INC
COM . . . . . . . . . . 554053108 310,888 26,600.00 X X
MACERICH CO
REIT. . . . . . . . . . 554382101 1,644,844 72,500.00 X X
MACK CA RLTY CORP
COM . . . . . . . . . . 554489104 18,528,281 630,750.00 X X
MACNEAL SCHWENDLER CORP
COM . . . . . . . . . . 554806109 300,000 50,000.00 X X
MACROMEDIA INC
COM . . . . . . . . . . 556100105 7,449,375 164,400.00 X X
MADDEN STEVEN LTD
COM . . . . . . . . . . 556269108 219,375 26,000.00 X X
MADECO S A
SPONSORED ADR . . . . . 556304103 906,606 100,734.00 X X
MADISON GAS + ELEC CO
COM . . . . . . . . . . 557497104 1,170,000 60,000.00 X X
-------------------
PAGE TOTAL 33,660,683
</TABLE>
122
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ------------ ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAGAININ PHARMACEUTICAL
559036108 44,531 28,500.00 X X
MAGELLAN HEALTH SVCS INC
COM. . . . . . . . . . . . . 559079108 167,693 40,046.00 X X
MAGNA INTL INC
SUB DEB CONV . . . . . . . . 559222AE4 5,511,250 5,000,000.00 X X
MAGNETEK INC
COM. . . . . . . . . . . . . 559424106 226,125 27,000.00 X X
MATAV RT
ADR. . . . . . . . . . . . . 559776109 1,106,835 41,377.00 X X
MAIL WELL INC
SUB NTS CONV . . . . . . . . 560321AD3 5,944,400 6,160,000.00 X X
MAIL WELL HLDGS INC
COM. . . . . . . . . . . . . 560321200 922,875 69,000.00 X X
MALLINCKRODT INC NEW
COM. . . . . . . . . . . . . 561232109 1,557,563 58,500.00 X X
MANITOWOC INC
COM. . . . . . . . . . . . . 563571108 8,241,000 196,800.00 X X
MANPOWER INC WIS
COM. . . . . . . . . . . . . 56418H100 738,650 31,600.00 X X
MANUFACTURED HOME CMNTYS INC
COM. . . . . . . . . . . . . 564682102 54,508,752 2,271,198.00 X X
MAPICS INC
COM. . . . . . . . . . . . . 564910107 1,524,431 198,300.00 X X
MANUGISTICS GROUP INC
COM. . . . . . . . . . . . . 565011103 389,219 58,750.00 X X
MAPINFO CORP
COM. . . . . . . . . . . . . 565105103 236,250 16,800.00 X X
-------------------
PAGE TOTAL 81,119,574
</TABLE>
123
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MARCAM SOLUTIONS INC
COM. . . . . . . . . . . . . . 56614A107 35,475 12,900.00 X X
MARINER POST ACUTE NETWORK INC
COM. . . . . . . . . . . . . . 568459101 420,656 192,300.00 X X
MARISA CHRISTINA INC
COM. . . . . . . . . . . . . . 570268102 49,000 28,000.00 X X
MARITRANS INC
COM. . . . . . . . . . . . . . 570363101 75,325 13,100.00 X X
MARK IV INDS INC
COM. . . . . . . . . . . . . . 570387100 1,062,331 81,400.00 X X
MARK VII INC
COM. . . . . . . . . . . . . . 570414102 620,200 44,300.00 X X
MARSH + MCLENNAN COS INC
COM. . . . . . . . . . . . . . 571748102 22,531,138 303,700.00 X X
MARTEK BIOSCIENCES CORP
COM. . . . . . . . . . . . . . 572901106 93,375 16,600.00 X X
MARTEN TRANS LTD
573075108 181,500 13,200.00 X X
MARTIN MARIETTA MATLS INC
COM. . . . . . . . . . . . . . 573284106 6,611,946 115,872.00 X X
MASCO CORP
COM. . . . . . . . . . . . . . 574599106 32,546,825 1,152,100.00 X X
MASCOTECH INC
SUB DEB CONV . . . . . . . . . 574670AB1 3,085,000 4,000,000.00 X X
MASISA S A
SPONSORED ADR. . . . . . . . . 574799102 3,186,025 411,100.00 X X
MASSBANK CORP READING MASS
COM RTS CALLABLE THRU 1 16 00. 576152102 265,125 7,000.00 X X
-------------------
PAGE TOTAL 70,763,921
</TABLE>
124
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MASTECH CORP
COM . . . . . . . . . . . . 57632N105 3,920,800 301,600.00 X X
MASTEC INC
COM . . . . . . . . . . . . 576323109 374,900 16,300.00 X X
MATEC CORP MD
COM . . . . . . . . . . . . 576668107 61,625 17,000.00 X X
MATERIAL SCIENCES CORP
COM . . . . . . . . . . . . 576674105 366,563 57,500.00 X X
MATHSOFT INC
COM . . . . . . . . . . . . 576798102 54,506 17,100.00 X X
MATRIA HEALTHCARE INC
COM . . . . . . . . . . . . 576817100 198,069 73,700.00 X X
MATRITECH INC
COM . . . . . . . . . . . . 576818108 52,813 33,800.00 X X
MATRIX PHARMACEUTICALS
COM . . . . . . . . . . . . 576844104 91,078 43,500.00 X X
MATLACK SYS INC
576901102 114,750 20,400.00 X X
MATTEL INC
COM . . . . . . . . . . . . 577081102 18,303,606 735,800.00 X X
MATHEWS INTL CORP
CL A. . . . . . . . . . . . 577128101 1,111,425 40,600.00 X X
MATTHEWS STUDIO EQUIP GROUP
COM . . . . . . . . . . . . 577140106 93,844 19,500.00 X X
MATTSON TECHNOLOGY INC
COM . . . . . . . . . . . . 577223100 228,825 33,900.00 X X
MAVESA S A
SPONSORED ADR . . . . . . . 577717101 1,373,075 499,300.00 X X
-------------------
PAGE TOTAL 26,345,879
</TABLE>
125
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAXIM GROUP INC
COM . . . . . . . . . . . . . 57772J104 564,400 66,400.00 X X
MAXIM INTEGRATED PRODS INC
COM . . . . . . . . . . . . . 57772K101 43,862,900 810,400.00 X X
MAXIM PHARMACEUTICALS INC
COM . . . . . . . . . . . . . 57772M107 119,250 10,600.00 X X
MAXTOR CORP
577729AA4 145,000 200,000.00 X X
MAXXIM MED INC
COM . . . . . . . . . . . . . 57777G105 217,063 11,500.00 X X
MAY DEPT STORES CO
COM . . . . . . . . . . . . . 577778103 22,829,438 583,500.00 X X
MAXXAM INC
COM RTS CALLABLE THRU 11DEC99 577913106 2,302,138 45,700.00 X X
MAXIMUS INC
COM . . . . . . . . . . . . . 577933104 2,766,875 95,000.00 X X
MAYTAG CORP
COM . . . . . . . . . . . . . 578592107 1,153,163 19,100.00 X X
MCCORMICK + CO INC
COM NON VTG . . . . . . . . . 579780206 504,600 17,400.00 X X
MCDONALDS CORP
COM . . . . . . . . . . . . . 580135101 30,119,219 664,700.00 X X
MCGRATH RENTCORP
COM . . . . . . . . . . . . . 580589109 773,800 42,400.00 X X
MCKESSON HBOC INC
COM . . . . . . . . . . . . . 58155Q103 16,450,282 249,246.70 X X
MCNAUGHTON APPAREL GROUP INC
COM . . . . . . . . . . . . . 582524104 107,188 24,500.00 X X
-------------------
PAGE TOTAL 121,915,316
</TABLE>
126
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ----------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEAD CORP
COM . . . . . . . . . . . 582834107 17,561,325 571,100.00 X X
MEADOWBROOK INS GROUP INC
COM . . . . . . . . . . . 58319P108 199,500 13,300.00 X X
MEDAREX INC
COM . . . . . . . . . . . 583916101 153,000 48,000.00 X X
MEDALLION FINL CORP
COM . . . . . . . . . . . 583928106 358,488 23,800.00 X X
MECON INC
COM . . . . . . . . . . . 58400M105 130,900 18,700.00 X X
MEDAR INC
COM . . . . . . . . . . . 584029102 33,800 20,800.00 X X
MEDCO RESH INC
COM . . . . . . . . . . . 584059109 247,000 9,500.00 X X
MEDE AMER CORP
COM . . . . . . . . . . . 584067102 11,686,043 587,977.00 X X
MEDFORD BANCORP INC
COM . . . . . . . . . . . 584131106 915,200 57,200.00 X X
MEDIA ARTS GROUP INC
COM . . . . . . . . . . . 58439C102 162,900 18,100.00 X X
MEDIAONE GROUP INC
COM . . . . . . . . . . . 58440J104 25,238,026 397,451.00 X X
MEDIAONE GROUP INC
PRD SER D . . . . . . . . 58440J203 15,729,622 122,350.00 X X
MEDIA GEN INC
CL A. . . . . . . . . . . 584404107 10,901,925 234,450.00 X X
MEDIALINK WORLDWIDE INC
COM . . . . . . . . . . . 58445P105 145,188 11,500.00 X X
-------------------
PAGE TOTAL 83,462,917
</TABLE>
127
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEDICAL MANAGER CORP
COM . . . . . . . . . . . . 58461C103 286,750 12,400.00 X X
MEDICIS PHARMACEUTICAL CORP
CL A NEW. . . . . . . . . . 584690309 3,376,500 112,550.00 X X
MEDIMMUNE INC
584699102 25,881,924 437,287.00 X X
MEDICORE INC
584931109 23,750 19,000.00 X X
MEDQUIST INC
COM . . . . . . . . . . . . 584949101 2,167,350 72,245.00 X X
MEDITRUST
PAIRED CTF NEW. . . . . . . 58501T306 8,041,316 646,538.00 X X
MEDPLUS INC
COM . . . . . . . . . . . . 58504P103 39,375 17,500.00 X X
MEDSTONE INTL INC NEW
COM . . . . . . . . . . . . 58505C101 102,438 14,900.00 X X
MEDTRONIC INC
COM . . . . . . . . . . . . 585055106 37,480,615 522,355.05 X X
MELITA INTL CORP
COM . . . . . . . . . . . . 585493109 282,100 21,700.00 X X
MELLON BK CORP
COM . . . . . . . . . . . . 585509102 6,530,800 92,800.00 X X
MEMBERWORKS INC
COM . . . . . . . . . . . . 586002107 9,272,750 255,800.00 X X
MENS WEARHOUSE INC
587118100 5,018,475 173,800.00 X X
MENTOR CORP MINN
COM . . . . . . . . . . . . 587188103 490,563 33,400.00 X X
-------------------
PAGE TOTAL 98,994,706
</TABLE>
128
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MENTOR GRAPHICS CORP
COM . . . . . . . . . . . . . 587200106 4,487,400 332,400.00 X X
MERANT PLC
SPONSORED ADR . . . . . . . . 587336108 1,055,340 108,240.00 X X
MERCANTILE BANCORPORATION INC
COM . . . . . . . . . . . . . 587342106 2,816,750 59,300.00 X X
MERCANTILE BANKSHARES CORP
COM . . . . . . . . . . . . . 587405101 603,100 16,300.00 X X
MERCHANTS BANCORP INC ILL
COM . . . . . . . . . . . . . 588438101 238,800 9,600.00 X X
MERCK + CO INC
COM . . . . . . . . . . . . . 589331107 177,474,913 2,213,300.00 X X
MERCURY GEN CORP NEW
COM . . . . . . . . . . . . . 589400100 9,688,275 277,800.00 X X
MERCURY INTERACTIVE CORP
COM . . . . . . . . . . . . . 589405109 10,224,375 287,000.00 X X
MERIDIAN DATA INC
COM . . . . . . . . . . . . . 589601103 47,031 21,500.00 X X
MERIDIAN DIOGNOSTIC
COM . . . . . . . . . . . . . 589602101 390,625 62,500.00 X X
MERIDAN INDL TR INC
REIT. . . . . . . . . . . . . 589643105 1,618,200 69,600.00 X X
MERIDIAN RESOURCE CORP
COM . . . . . . . . . . . . . 58977Q109 427,613 126,700.00 X X
MERISTAR HOSPITALITY CORP
COM . . . . . . . . . . . . . 58984Y103 2,797,192 153,797.50 X X
MERISEL INC
COM . . . . . . . . . . . . . 589849108 124,163 92,400.00 X X
-------------------
PAGE TOTAL 211,993,777
</TABLE>
129
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MERISTAR HOTELS + RESORTS INC
COM . . . . . . . . . . . . . 589988104 207,625 75,500.00 X X
MERITOR AUTOMOTIVE INC
COM . . . . . . . . . . . . . 59000G100 545,600 35,200.00 X X
MERRILL CORP
COM . . . . . . . . . . . . . 590175105 2,051,725 153,400.00 X X
MERRILL LYNCH + CO INC
COM . . . . . . . . . . . . . 590188108 12,974,031 146,700.00 X X
MESA AIR GROUP INC
COM . . . . . . . . . . . . . 590479101 1,590,000 254,400.00 X X
MESABA HLDGS INC
AIRTRAN CORP. . . . . . . . . 59066B102 658,247 49,100.00 X X
MET PRO CORP
COM . . . . . . . . . . . . . 590876306 397,100 36,100.00 X X
META GROUP INC
COM . . . . . . . . . . . . . 591002100 541,200 35,200.00 X X
METAL MGMT INC
COM . . . . . . . . . . . . . 591097100 49,566 31,100.00 X X
METAMOR WORLDWIDE INC
COM . . . . . . . . . . . . . 59133P100 1,554,000 111,000.00 X X
METATEC INTL INC
COM . . . . . . . . . . . . . 591398102 98,600 23,200.00 X X
METRA BIOSYSTEMS INC
COM . . . . . . . . . . . . . 591591102 18,375 16,800.00 X X
METRIS COS INC
COM . . . . . . . . . . . . . 591598107 1,066,142 26,406.00 X X
METRO INFORMATION SVCS INC
COM . . . . . . . . . . . . . 59162P104 1,016,681 55,900.00 X X
-------------------
PAGE TOTAL 22,768,892
</TABLE>
130
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METROLOGIC INSTRS INC
COM. . . . . . . . . . . . . 591676101 301,050 22,300.00 X X
METROMEDIA FIBER NETWORK INC
CL A . . . . . . . . . . . . 591689104 1,119,150 21,600.00 X X
METROMEDIA INTER. GRP, INC
COM. . . . . . . . . . . . . 591695101 1,036,913 212,700.00 X X
METTLER TOLEDO INTL INC
COM. . . . . . . . . . . . . 592688105 3,769,425 152,300.00 X X
METZLER GROUP INC
COM. . . . . . . . . . . . . 592903108 7,664,913 244,300.00 X X
MEYER FRED INC DEL NEW
COM. . . . . . . . . . . . . 592907109 18,469,099 313,700.20 X X
MICHAEL ANTHONY JEWELERS INC
COM. . . . . . . . . . . . . 594060105 69,600 19,200.00 X X
MICHAEL FOODS INC NEW
COM. . . . . . . . . . . . . 594079105 1,143,750 60,000.00 X X
MICHAELS STORES INC
COM. . . . . . . . . . . . . 594087108 2,424,313 98,200.00 X X
MICREL INC
COM. . . . . . . . . . . . . 594793101 455,569 9,100.00 X X
MICRO LINEAR CORP
COM. . . . . . . . . . . . . 594850109 465,969 114,700.00 X X
MICROS SYS INC
COM. . . . . . . . . . . . . 594901100 5,263,500 159,500.00 X X
MICROSOFT CORP
COM. . . . . . . . . . . . . 594918104 411,616,256 4,592,650.00 X X
MICROSOFT CORP
PFD SER A CONV . . . . . . . 594918203 3,289,900 33,400.00 X X
-------------------
PAGE TOTAL 457,089,407
</TABLE>
131
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MICROAGE INC
COM. . . . . . . . . . . . . . 594928103 1,112,625 207,000.00 X X
MICRO WHSE INC
COM. . . . . . . . . . . . . . 59501B105 1,696,350 105,200.00 X X
MICROCELL TELECOMMUNICATIONS
CL B NON VTG . . . . . . . . . 59501T304 245,625 30,000.00 X X
MICROCHIP TECHNOLOGY INC
COM. . . . . . . . . . . . . . 595017104 2,999,806 86,637.00 X X
MICROGRAFX INC
COM. . . . . . . . . . . . . . 595077108 231,300 25,700.00 X X
MICRON ELECTRONICS INC
COM. . . . . . . . . . . . . . 595100108 3,328,775 283,300.00 X X
MICRON TECHNOLOGY INC
SUB NT CONV. . . . . . . . . . 595112AB9 29,093,750 27,500,000.00 X X
MICRON TECHNOLOGY INC
COM. . . . . . . . . . . . . . 595112103 18,906,719 391,800.00 X X
MICROSEMI CORP
COM. . . . . . . . . . . . . . 595137100 166,547 20,900.00 X X
MID AMER APT CMNTYS INC
COM. . . . . . . . . . . . . . 59522J103 502,313 23,500.00 X X
MID ATLANTIC MED SVCS INC
59523C107 2,446,000 244,600.00 X X
MIDAMERICA ENERGY HLDGS CO NEW
COM. . . . . . . . . . . . . . 59562V107 6,683,600 238,700.00 X X
MIDAS INC
COM. . . . . . . . . . . . . . 595626102 1,902,375 57,000.00 X X
MIDCAP SPDR TR
UNIT SER 1 . . . . . . . . . . 595635103 26,698,253 387,282.00 X X
-------------------
PAGE TOTAL 96,014,038
</TABLE>
132
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MID AMER BANCORP
COM. . . . . . . . . . . . 595915109 235,200 9,600.00 X X
MIDDLEBY CORP
596278101 102,769 26,100.00 X X
MIDDLESEX WTR CO
COM. . . . . . . . . . . . 596680108 231,563 9,500.00 X X
MIDWEST EXPRESS HLDGS INC
COM. . . . . . . . . . . . 597911106 2,206,063 75,100.00 X X
MIKOHN GAMING CORP
COM. . . . . . . . . . . . 59862K108 36,000 12,000.00 X X
MILACRON INC
COM. . . . . . . . . . . . 598709103 1,129,275 71,700.00 X X
MILLENNIUM PHARMACEUTICALS
COM. . . . . . . . . . . . 599902103 2,750,000 88,000.00 X X
MILLENNIUM CHEMICALS INC
COM. . . . . . . . . . . . 599903101 4,602,195 231,557.00 X X
MILLER BLDG SYS INC
COM. . . . . . . . . . . . 600404107 86,125 10,600.00 X X
MILTOPE GROUP INC
COM. . . . . . . . . . . . 602191108 40,681 28,300.00 X X
MINDSPRING ENTERPRISES INC
COM. . . . . . . . . . . . 602683104 714,319 8,300.00 X X
MINERALS TECHNOLOGIES INC
COM. . . . . . . . . . . . 603158106 1,195,200 24,900.00 X X
MINIMED INC
COM. . . . . . . . . . . . 60365K108 680,888 6,700.00 X X
MINNESOTA MNG + MFG CO
COM. . . . . . . . . . . . 604059105 6,586,825 93,100.00 X X
-------------------
PAGE TOTAL 20,597,103
</TABLE>
133
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MINNESOTA PWR + LT CO
COM . . . . . . . . . . . . . 604110106 5,093,525 257,900.00 X X
MIPS TECHNOLOGIES INC
COM . . . . . . . . . . . . . 604567107 1,024,800 16,800.00 X X
MIRAGE RESORTS INC
COM . . . . . . . . . . . . . 6.05E+108 28,211,500 1,327,600.00 X X
MISSISSIPPI VY BANKSHARES INC
COM . . . . . . . . . . . . . 605720101 600,738 18,700.00 X X
MOBIL CORP
COM . . . . . . . . . . . . . 607059102 72,960,800 829,100.00 X X
MODINE MFG CO
607828100 2,651,906 94,500.00 X X
MODIS PROFESSIONAL SVCS INC
COM . . . . . . . . . . . . . 607830106 135,031 14,900.00 X X
MOHAWK INDS INC
COM . . . . . . . . . . . . . 608190104 1,926,000 64,200.00 X X
MOLECULAR BIOSYSTEMS INC
COM . . . . . . . . . . . . . 608513107 58,800 22,400.00 X X
MOLEX INC
CL A. . . . . . . . . . . . . 608554200 465,750 18,000.00 X X
MONACO COACH CORP
COM . . . . . . . . . . . . . 60886R103 2,762,888 119,800.00 X X
MONARCH CASINO + RESORT INC
609027107 212,981 30,700.00 X X
MONARCH MACH TOOL CO
COM . . . . . . . . . . . . . 609150107 74,938 10,900.00 X X
MONSANTO CO
COM . . . . . . . . . . . . . 611662107 56,723,625 1,234,800.00 X X
-------------------
PAGE TOTAL 172,903,282
</TABLE>
134
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MOOG INC
CL A . . . . . . . . . . . . . 615394202 2,266,150 74,300.00 X X
MORGAN J P + CO INC
COM. . . . . . . . . . . . . . 616880100 3,220,088 26,100.00 X X
MORGAN KEEGAN INC
COM. . . . . . . . . . . . . . 617410105 1,878,188 113,400.00 X X
MORGAN PRODS LTD
COM RTS CALLABLE THRU 3/15/99. 617439104 69,825 19,600.00 X X
MORGAN STANLEY AFRICA INVT FD
COM. . . . . . . . . . . . . . 617444104 209,128 22,307.00 X X
MORGAN STANLEY DEAN WITTER
COM NEW. . . . . . . . . . . . 617446448 85,616,456 856,700.00 X X
MORRISON KNUDSEN CORP NEW
COM. . . . . . . . . . . . . . 61844A109 2,331,338 234,600.00 X X
MORTON S RESTAURANT GROUP, INC
COM. . . . . . . . . . . . . . 619429103 370,450 23,900.00 X X
MOSAIX INC
COM. . . . . . . . . . . . . . 619454101 366,825 43,800.00 X X
MOSSIMO INC
COM. . . . . . . . . . . . . . 619696107 327,031 32,500.00 X X
MOTIVEPOWER INDS INC
COM. . . . . . . . . . . . . . 61980K101 5,391,825 214,600.00 X X
MOTHERS WK INC
COM. . . . . . . . . . . . . . 619903107 139,650 13,300.00 X X
MOTOROLA INC
COM. . . . . . . . . . . . . . 620076109 18,415,050 251,400.00 X X
MOVADO GROUP INC
COM. . . . . . . . . . . . . . 624580106 1,350,000 54,000.00 X X
-------------------
PAGE TOTAL 121,952,004
</TABLE>
135
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MOVIE GALLERY INC
COM. . . . . . . . . . 624581104 142,906 26,900.00 X X
MUELLER INDS INC
624756102 2,828,200 126,400.00 X X
MULTI COLOR CORP
625383104 75,200 12,800.00 X X
MUSICLAND STORES INC
COM. . . . . . . . . . 62758B109 1,549,238 175,800.00 X X
MYERS IND INC
COM. . . . . . . . . . 628464109 4,075,013 192,900.00 X X
MYLAN LABS INC
COM. . . . . . . . . . 628530107 5,150,019 187,700.00 X X
MYLEX CORP
COM. . . . . . . . . . 628546103 144,950 22,300.00 X X
NABI
SUB NT CONV. . . . . . 628716AB8 1,050,000 1,600,000.00 X X
NABI INC
COM. . . . . . . . . . 628716102 258,750 82,800.00 X X
NBT BANCORP INC
COM. . . . . . . . . . 628778102 1,262,408 60,474.65 X X
NCH CORP
COM. . . . . . . . . . 628850109 205,325 4,300.00 X X
NCI BLDG SYS INC
COM. . . . . . . . . . 628852105 3,557,900 151,400.00 X X
NCR CORP NEW
COM. . . . . . . . . . 6.29E+112 1,855,000 37,100.00 X X
NCS HEALTH INC
2004 SUB DEB CONV 144A 628874AA7 570,000 1,000,000.00 X X
-------------------
PAGE TOTAL 22,724,909
</TABLE>
136
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NCS HEALTHCARE INC
CL A. . . . . . . . . . . 628874109 686,400 57,200.00 X X
NAC RE CORP
COM . . . . . . . . . . . 628907107 998,588 18,600.00 X X
NL INDS INC
COM NEW . . . . . . . . . 629156407 603,000 67,000.00 X X
NPS PHARMACEUTICALS INC
COM . . . . . . . . . . . 62936P103 90,000 12,000.00 X X
NPC INTL INC
COM . . . . . . . . . . . 629360306 1,773,438 113,500.00 X X
NTL INC
COM . . . . . . . . . . . 629407107 9,647,006 118,550.00 X X
NUI CORP
COM . . . . . . . . . . . 629430109 2,251,125 104,400.00 X X
NVR INC
COM . . . . . . . . . . . 62944T105 4,616,900 109,600.00 X X
NYMAGIC INC
COM . . . . . . . . . . . 629484106 631,800 48,600.00 X X
NABISCO HLDGS CORP
CL A. . . . . . . . . . . 629526104 16,797,484 404,150.00 X X
NACCO INDS INC
CL A. . . . . . . . . . . 629579103 2,836,594 38,300.00 X X
NALCO CHEM CO
COM . . . . . . . . . . . 629853102 5,607,344 211,100.00 X X
NAPCO SEC SYS INC
COM . . . . . . . . . . . 630402105 48,300 18,400.00 X X
NAPRO BIOTHERAPEUTICS INC
COM . . . . . . . . . . . 630795102 61,119 25,400.00 X X
-------------------
PAGE TOTAL 46,649,098
</TABLE>
137
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NASH FINCH CO
COM. . . . . . . . . . . . . 631158102 150,750 18,000.00 X X
NASHUA CORP
631226107 980,950 85,300.00 X X
NATIONAL AUSTRALIA BK LTD
CAP UNIT EXCHANGEABLE. . . . 632525309 20,196,563 645,000.00 X X
NATIONAL BEVERAGE CORP
635017106 127,588 17,300.00 X X
NATIONAL CITY BANCORPORATION
COM. . . . . . . . . . . . . 635312101 260,400 12,400.00 X X
NATIONAL CITY CORP
COM. . . . . . . . . . . . . 635405103 21,306,375 321,000.00 X X
NATIONAL COMM BANCORP
COM. . . . . . . . . . . . . 635449101 5,536,594 242,700.00 X X
NATIONAL COMPUTER SYS INC
COM. . . . . . . . . . . . . 635519101 477,750 19,500.00 X X
NATIONAL DATA CORP
2003 SUB NT CONV . . . . . . 635621AA3 8,639,780 8,248,000.00 X X
NATIONAL DATA CORP
COM. . . . . . . . . . . . . 635621105 3,931,200 93,600.00 X X
NATIONAL DISC BROKERS GROUP
COM. . . . . . . . . . . . . 635646102 942,188 33,500.00 X X
NATIONAL FUEL GAS CO N J
COM. . . . . . . . . . . . . 636180101 219,800 5,600.00 X X
NATIONAL GOLF PPTYS INC
COM. . . . . . . . . . . . . 63623G109 374,000 17,000.00 X X
NATIONAL HEALTH INVS INC
COM. . . . . . . . . . . . . 63633D104 604,150 28,100.00 X X
-------------------
PAGE TOTAL 63,748,088
</TABLE>
138
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL HOME CTRS INC
COM . . . . . . . . . . . . 636376105 20,625 20,000.00 X X
NATIONAL INFORMATION GROUP
COM . . . . . . . . . . . . 63648P100 171,325 17,800.00 X X
NATIONAL OILWELL INC
COM . . . . . . . . . . . . 637071101 223,156 19,300.00 X X
NATIONAL PRESTO INDS INC
COM . . . . . . . . . . . . 637215104 2,831,456 79,900.00 X X
NATIONAL R V HLDGS INC
COM . . . . . . . . . . . . 637277104 2,770,050 125,200.00 X X
NATIONAL SEMICONDUCTOR CORP
SUB NT CONV . . . . . . . . 637640AB9 6,500,195 7,860,000.00 X X
NATIONAL SEMICONDUCTOR CORP
COM . . . . . . . . . . . . 637640103 5,572,600 598,400.00 X X
NATIONAL SVC INDS INC
637657107 7,653,844 224,700.00 X X
NATIONAL STANDARD CO
COM . . . . . . . . . . . . 637742107 59,400 19,800.00 X X
NATIONAL STEEL CORP
CL B. . . . . . . . . . . . 637844309 646,800 78,400.00 X X
NATIONAL TECHTEAM INC
COM . . . . . . . . . . . . 638108100 72,800 12,800.00 X X
NATIONWIDE FINL SVCS INC
CL A. . . . . . . . . . . . 638612101 441,000 10,500.00 X X
NATIONWIDE HEALTH PPTYS INC
COM . . . . . . . . . . . . 638620104 1,029,800 54,200.00 X X
NATURAL MICROSYSTEMS CORP
COM . . . . . . . . . . . . 638882100 98,256 19,900.00 X X
-------------------
PAGE TOTAL 28,091,307
</TABLE>
139
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATURES SUNSHINE PRODS INC
COM. . . . . . . . . . . . 639027101 1,371,700 124,700.00 X X
NAUTICA ENTERPRISES INC
COM. . . . . . . . . . . . 639089101 610,875 54,000.00 X X
NAVARRE CORP
COM. . . . . . . . . . . . 639208107 242,513 17,400.00 X X
NAVISTAR INTL CORP INC
COM. . . . . . . . . . . . 6.39E+112 1,398,525 34,800.00 X X
NEFF CORP
CL A . . . . . . . . . . . 640094108 545,600 68,200.00 X X
NELSON THOMAS INC
COM. . . . . . . . . . . . 640376109 271,000 27,100.00 X X
NEOMAGIC CORP
COM. . . . . . . . . . . . 640497103 1,513,481 152,300.00 X X
NEOPATH INC
COM. . . . . . . . . . . . 640517108 69,200 17,300.00 X X
NEORX CORP
COM. . . . . . . . . . . . 640520300 75,031 49,000.00 X X
NEOSE TECHNOLOGIES INC
COM. . . . . . . . . . . . 640522108 177,938 13,000.00 X X
NETWORK EVENT THEATER INC
COM. . . . . . . . . . . . 640924106 888,800 70,400.00 X X
NETWORKS ASSOCS INC
2018 SUB DEB CONV. . . . . 640938AB2 15,089,425 41,626,000.00 X X
NETWORKS ASSOCS INC
COM. . . . . . . . . . . . 640938106 7,572,141 246,750.00 X X
NETRIX CORP
COM. . . . . . . . . . . . 641148101 46,225 17,200.00 X X
-------------------
PAGE TOTAL 29,872,454
</TABLE>
140
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETWORK APPLIANCE INC
COM . . . . . . . . . . . . . 64120L104 15,116,625 298,600.00 X X
NETWORK COMPUTING DEVICES INC
COM . . . . . . . . . . . . . 64120N100 70,500 14,100.00 X X
NETWORK EQUIP TECHNOLOGIES
COM . . . . . . . . . . . . . 641208103 1,749,069 195,700.00 X X
NETWORK PERIPHERALS INC
COM . . . . . . . . . . . . . 64121R100 66,938 12,600.00 X X
NEUROGEN CORP
COM . . . . . . . . . . . . . 6.41E+110 148,556 13,900.00 X X
NEVADA PWR CO
COM . . . . . . . . . . . . . 641423108 3,821,400 154,400.00 X X
NEW CENTY FINL CORP
COM . . . . . . . . . . . . . 64352D101 152,000 12,800.00 X X
NEW CENTY ENERGIES INC
COM . . . . . . . . . . . . . 64352U103 272,500 8,000.00 X X
NEW ENGLAND BUSINESS SVC INC
COM . . . . . . . . . . . . . 643872104 2,306,475 80,400.00 X X
NEW ENGLAND ELEC SYS
COM . . . . . . . . . . . . . 644001109 4,728,750 97,500.00 X X
NEW ERA OF NETWORKS INC
COM . . . . . . . . . . . . . 644312100 331,975 4,900.00 X X
NEW HORIZONS WORLDWIDE INC
COM . . . . . . . . . . . . . 645526104 526,688 26,500.00 X X
NEW JERSEY RES CORP
COM . . . . . . . . . . . . . 646025106 814,381 22,900.00 X X
NEW PLAN EXCEL RLTY TR INC
COM . . . . . . . . . . . . . 648053106 2,345,864 122,260.00 X X
-------------------
PAGE TOTAL 32,451,721
</TABLE>
141
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NEW PLAN EXCEL RELTY INC
PFD SER A 8.5PCT. . . . . . . 648053205 6,925,303 274,950.00 X X
NEW YORK TIMES CO
CL A. . . . . . . . . . . . . 650111107 11,343,000 398,000.00 X X
NEWMIL BANCORP INC
651633109 165,675 14,100.00 X X
NEWPORT NEWS SHIPBUILDING INC
COM . . . . . . . . . . . . . 652228107 2,940,600 92,800.00 X X
NEWS CORP LTD
ADR NEW . . . . . . . . . . . 652487703 11,843,306 401,468.00 X X
NEWSEDGE CORP
COM . . . . . . . . . . . . . 65249Q106 373,150 43,900.00 X X
NEXTEL COMMUNICATIONS INC
CL A. . . . . . . . . . . . . 65332V103 19,045,000 520,000.00 X X
NEXT HEALTH INC
COM . . . . . . . . . . . . . 65333G105 55,016 50,300.00 X X
NICE SYS LTD
SPONSORED ADR . . . . . . . . 653656108 2,559,332 86,757.00 X X
NICHOLS RESH CORP
653818104 458,663 24,300.00 X X
NICOR INC
COM . . . . . . . . . . . . . 654086107 251,563 7,000.00 X X
NINE WEST GROUP INC
SUB NT CONV 144A. . . . . . . 65440DAA0 4,731,350 5,020,000.00 X X
NINE WEST GROUP INC
SUB NT CONV . . . . . . . . . 65440DAC6 15,014,025 15,930,000.00 X X
NINE WEST GROUP INC
COM . . . . . . . . . . . . . 65440D102 2,784,750 112,800.00 X X
-------------------
PAGE TOTAL 78,490,733
</TABLE>
142
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99 CENTS ONLY STORES
COM. . . . . . . . . . . . . . 65440K106 2,423,181 57,100.00 X X
NOKIA CORP
SPONSORED ADR. . . . . . . . . 654902204 3,613,400 23,200.00 X X
NOEL GROUP
COM. . . . . . . . . . . . . . 655260107 18,563 16,500.00 X X
NORFOLK SOUTHN CORP
COM. . . . . . . . . . . . . . 655844108 31,795,063 1,205,500.00 X X
NORRELL CORP GA
COM. . . . . . . . . . . . . . 656301108 3,674,481 281,300.00 X X
NORSTAN INC
COM RTS CALLABLE THRU 14JUN98. 656535101 255,300 27,600.00 X X
NORTEK INC
COM. . . . . . . . . . . . . . 656559101 2,564,100 103,600.00 X X
NORTEL INVERSORA S A
SPONSORED ADR REPSTG PFD SER B 656567401 690,557 48,889.00 X X
NORTH AMERN VACCINE INC
SUB NT CONV 144A . . . . . . . 657201AA7 4,918,625 10,900,000.00 X X
NORTH AMERN VACCINE INC
SUB NT CONV. . . . . . . . . . 657201AC3 1,218,375 2,700,000.00 X X
NORTH AMERN VACCINE INC
COM. . . . . . . . . . . . . . 657201109 369,000 61,500.00 X X
NORTH FACE INC
COM. . . . . . . . . . . . . . 659317101 147,500 11,800.00 X X
NORTH FORK BANCORPORATION INC
COM. . . . . . . . . . . . . . 659424105 5,429,125 257,000.00 X X
NORTH PITTSBURGH SYS INC
COM. . . . . . . . . . . . . . 661562108 198,000 14,400.00 X X
-------------------
PAGE TOTAL 57,315,270
</TABLE>
143
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTHEAST UTILS
COM. . . . . . . . . . . . 664397106 1,355,588 97,700.00 X X
NORTHERN STS PWR CO MN
COM. . . . . . . . . . . . 665772109 15,357,081 662,300.00 X X
NORTHERN TRUST CORP
COM. . . . . . . . . . . . 665859104 1,349,950 15,200.00 X X
NORTHROP GRUMMAN CORP
COM. . . . . . . . . . . . 666807102 12,944,975 216,200.00 X X
NORTHWEST NAT GAS CO
COM. . . . . . . . . . . . 667655104 673,750 30,800.00 X X
NORTHWESTERN CORP
COM. . . . . . . . . . . . 668074107 664,000 25,600.00 X X
NORTHWESTERN STL + WIRE CO
COM NEW. . . . . . . . . . 668367204 71,259 69,100.00 X X
NOVA CORP GA
COM. . . . . . . . . . . . 669784100 493,500 18,800.00 X X
NOVADIGM INC
COM. . . . . . . . . . . . 669937104 179,400 27,600.00 X X
NOVELLUS SYS INC
COM. . . . . . . . . . . . 670008101 7,535,588 136,700.00 X X
NOVEN PHARMACEUTICALS INC
670009109 51,338 11,100.00 X X
NUCOR CORP
COM. . . . . . . . . . . . 670346105 246,750 5,600.00 X X
NUTRAMAX PRODS INC
COM NEW. . . . . . . . . . 67061A300 58,175 17,900.00 X X
O CHARLEYS INC
670823103 8,612,188 635,000.00 X X
-------------------
PAGE TOTAL 49,593,542
</TABLE>
144
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OEC MED SYS INC
COM . . . . . . . . . . . . . 670828102 3,360,300 146,100.00 X X
OM GROUP INC
COM . . . . . . . . . . . . . 670872100 471,900 14,300.00 X X
OSI PHARMACEUTICALS INC
COM . . . . . . . . . . . . . 671040103 149,000 29,800.00 X X
OAK INDS INC
SUB NT CONV 144A. . . . . . . 671400AJ8 4,601,250 4,500,000.00 X X
OAK INDS INC
SUB NT CONV . . . . . . . . . 671400AL3 3,588,750 3,500,000.00 X X
OAK INDS INC
COM NEW . . . . . . . . . . . 671400505 6,750,050 212,600.00 X X
OBJECT DESIGN INC
COM . . . . . . . . . . . . . 674416102 164,513 32,100.00 X X
OBJECTIVE SYS INTEGRATORS INC
COM . . . . . . . . . . . . . 674424106 50,413 14,800.00 X X
OBJECTSHARE INC
COM . . . . . . . . . . . . . 674426101 8,250 22,000.00 X X
OCCIDENTAL PETE CORP
COM . . . . . . . . . . . . . 674599105 9,846,306 547,017.00 X X
OCCIDENTAL PETE CORP
PFD CONV CXY INDEXED 3.00 . . 674599790 9,968,200 202,400.00 X X
OCEAN FINL CORP
COM . . . . . . . . . . . . . 674904107 179,688 12,500.00 X X
OCEANEERING INTL INC
COM . . . . . . . . . . . . . 675232102 1,161,600 76,800.00 X X
OCULAR SCIENCES INC
COM . . . . . . . . . . . . . 675744106 3,492,101 121,729.00 X X
-------------------
PAGE TOTAL 43,792,321
</TABLE>
145
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OCWEN FINL CORP
COM. . . . . . . . . . . . . 675746101 8,631,844 979,500.00 X X
OFFICE MAX INC
COM. . . . . . . . . . . . . 67622M108 913,388 105,900.00 X X
OFFICE DEPOT INC
COM. . . . . . . . . . . . . 676220106 7,317,563 198,000.00 X X
OFFSHORE LOGISTICS INC
SUB NT CONV. . . . . . . . . 676255AF9 1,303,125 1,500,000.00 X X
OFFSHORE LOGISTICS INC
COM. . . . . . . . . . . . . 676255102 2,047,163 176,100.00 X X
OGDEN CORP
COM. . . . . . . . . . . . . 676346109 5,664,313 235,400.00 X X
OIL DRI CORP AMER
COM. . . . . . . . . . . . . 677864100 326,200 22,400.00 X X
OLD DOMINION FGHT LINES INC
679580100 382,200 33,600.00 X X
OLD KENT FINL CORP
COM. . . . . . . . . . . . . 679833103 485,875 11,500.00 X X
OLD NATL BANCORP IND
COM RTS CALLABLE THRU 3/2/20 680033107 1,749,603 38,295.00 X X
OLD REP INTL CORP
COM. . . . . . . . . . . . . 680223104 17,315,144 948,775.00 X X
OLIN CORP
COM PAR 1 . . . . . . . . . 680665205 2,402,925 238,800.00 X X
OLSTEN CORP
COM. . . . . . . . . . . . . 681385100 1,103,231 178,300.00 X X
OMNICARE INC
COM. . . . . . . . . . . . . 681904108 5,363,806 281,380.00 X X
-------------------
PAGE TOTAL 55,006,380
</TABLE>
146
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OMNICOM GROUP
COM . . . . . . . . . . . . . 681919106 455,644 5,700.00 X X
OMEGA HEALTHCARE INVESTORS
REAL ESTATE . . . . . . . . . 681936100 4,250,319 185,300.00 X X
OMNIQUIP INTL INC
COM . . . . . . . . . . . . . 681969101 178,600 15,200.00 X X
OMTOOL LTD
COM . . . . . . . . . . . . . 681974101 79,500 21,200.00 X X
ON ASSIGNMENT INC
COM . . . . . . . . . . . . . 682159108 2,903,313 113,300.00 X X
ON POINT TECHNOLOGY SYS INC
COM . . . . . . . . . . . . . 682184106 29,256 15,100.00 X X
ONE PRICE CLOTHING STORES INC
682411103 111,638 22,900.00 X X
ONE VY BANCORP WEST VA INC
COM . . . . . . . . . . . . . 682419106 2,490,075 71,400.00 X X
ONEIDA LTD
COM . . . . . . . . . . . . . 682505102 326,400 19,200.00 X X
ONEOK INC NEW
COM . . . . . . . . . . . . . 682680103 4,487,175 181,300.00 X X
ONSALE INC
COM . . . . . . . . . . . . . 682838107 853,830 25,440.00 X X
OPEN JT STK CO VIMPEL COMMN
SPONSORED ADR . . . . . . . . 68370R109 4,518,250 291,500.00 X X
OPINION RESH CORP
COM . . . . . . . . . . . . . 683755102 57,275 15,800.00 X X
ORACLE CORP
COM . . . . . . . . . . . . . 68389X105 72,012,981 2,730,350.00 X X
-------------------
PAGE TOTAL 92,754,256
</TABLE>
147
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OPTION CARE INC
683948103 47,063 25,100.00 X X
OPTIKA INC
COM . . . . . . . . . . . . 683973101 76,388 19,400.00 X X
ORANGE + ROCKLAND UTILS INC
COM . . . . . . . . . . . . 684065105 344,625 6,000.00 X X
ORBIT INTL CORP
COM . . . . . . . . . . . . 685559106 21,000 16,800.00 X X
ORIENTAL FINL GROUP INC
COM . . . . . . . . . . . . 68618W100 1,335,413 47,800.00 X X
ORION CAP CORP
COM . . . . . . . . . . . . 686268103 203,844 6,523.00 X X
OROAMERICA INC
COM . . . . . . . . . . . . 687027102 140,600 15,200.00 X X
ORPHAN MED INC
COM . . . . . . . . . . . . 687303107 100,775 13,900.00 X X
ORTHOLOGIC CORP
68750J107 383,100 127,700.00 X X
ORTHODONTIC CTRS AMER INC
COM . . . . . . . . . . . . 68750P103 3,312,335 210,307.00 X X
OSHKOSH B GOSH INC
CL A. . . . . . . . . . . . 688222207 1,804,125 102,000.00 X X
OSHKOSH TRUCK CORP
CL B. . . . . . . . . . . . 688239201 624,000 19,200.00 X X
OSTEX INTL INC
COM . . . . . . . . . . . . 68859Q101 37,144 28,300.00 X X
O SULLIVAN CORP
COM . . . . . . . . . . . . 688605104 84,150 10,200.00 X X
-------------------
PAGE TOTAL 8,514,562
</TABLE>
148
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OSULLIVAN INDUSTRIES
COM. . . . . . . . . . . . . . 688609106 2,650,619 191,900.00 X X
OTTER TAIL PWR CO
COM. . . . . . . . . . . . . . 689648103 594,138 14,900.00 X X
OUTBACK STEAKHOUSE INC
689899102 2,091,088 63,850.00 X X
OUTDOOR SYS INC
COM. . . . . . . . . . . . . . 690057104 807,000 26,900.00 X X
OVERLAND DATA INC
COM. . . . . . . . . . . . . . 690213103 86,250 11,500.00 X X
OVERSEAS SHIPHOLDING GROUP INC
COM. . . . . . . . . . . . . . 690368105 615,388 54,100.00 X X
OWENS CORNING
COM. . . . . . . . . . . . . . 69073F103 1,046,631 32,900.00 X X
OWENS + MINOR INC NEW
COM. . . . . . . . . . . . . . 690732102 3,552,093 350,824.00 X X
OWENS ILL INC
COM NEW. . . . . . . . . . . . 690768403 477,500 19,100.00 X X
OWENS ILL INC
PFD CONV . . . . . . . . . . . 690768502 2,987,875 82,000.00 X X
OWOSSO CORP
COM. . . . . . . . . . . . . . 691217103 59,200 14,800.00 X X
OXFORD INDS INC
COM. . . . . . . . . . . . . . 691497309 2,376,563 97,500.00 X X
OXIGENE INC
COM. . . . . . . . . . . . . . 691828107 143,375 18,500.00 X X
PC SVC SOURCE INC
COM. . . . . . . . . . . . . . 693258105 33,575 15,800.00 X X
-------------------
PAGE TOTAL 17,521,295
</TABLE>
149
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
P COM INC
SUB NT CONV 144A . . . 693262AA5 8,058,525 11,595,000.00 X X
PECO ENERGY CO
COM. . . . . . . . . . 693304107 30,964,375 669,500.00 X X
PG+E CORP
COM. . . . . . . . . . 69331C108 35,218,663 1,133,800.00 X X
PFF BANCORP INC
COM. . . . . . . . . . 69331W104 2,271,500 129,800.00 X X
PMC SIERRA INC
COM. . . . . . . . . . 69344F106 7,730,963 108,600.00 X X
PMI GROUP INC
COM. . . . . . . . . . 69344M101 9,089,500 196,000.00 X X
PNC BK CORP
COM. . . . . . . . . . 693475105 30,142,656 542,500.00 X X
P P + L RES INC
COM. . . . . . . . . . 693499105 8,382,825 338,700.00 X X
PPG INDS INC
COM. . . . . . . . . . 693506107 3,387,625 66,100.00 X X
PS BUSINESS PKS INC CA
COM. . . . . . . . . . 69360J107 647,156 29,500.00 X X
PSC INC
COM. . . . . . . . . . 6.94E+111 217,750 26,000.00 X X
PSW TECHNOLOGIES INC
COM. . . . . . . . . . 69364J103 330,150 85,200.00 X X
PSS WORLD MED INC
COM. . . . . . . . . . 69366A100 9,716,663 1,102,600.00 X X
PXRE CORPORATION
COM. . . . . . . . . . 693674103 871,200 48,400.00 X X
-------------------
PAGE TOTAL 147,029,551
</TABLE>
150
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PACCAR INC
COM. . . . . . . . . . . . . 693718108 7,866,813 191,000.00 X X
PACIFIC CENTY FINL CORP
COM. . . . . . . . . . . . . 694058108 6,016,175 288,200.00 X X
PACIFIC GATEWAY EXCHANGE INC
COM. . . . . . . . . . . . . 694327107 11,360,081 342,300.00 X X
PACIFIC GULF PPTYS INC
COM. . . . . . . . . . . . . 694396102 1,186,200 65,900.00 X X
PACIFIC SUNWEAR OF CALIF
COM. . . . . . . . . . . . . 694873100 264,100 7,600.00 X X
PACIFICARE HEALTH SYSTEMS
CLASS A. . . . . . . . . . . 695112102 1,441,491 23,950.00 X X
PACIFICARE HEALTH SYSTEMS
CLASS B. . . . . . . . . . . 695112201 5,466,825 80,100.00 X X
PAINE WEBBER GROUP INC
COM. . . . . . . . . . . . . 695629105 374,825 9,400.00 X X
PAMIDA HLDGS CORP
COM. . . . . . . . . . . . . 697642106 63,750 20,400.00 X X
PAN PAC RETAIL PPTYS INC
COM. . . . . . . . . . . . . 69806L104 328,375 18,500.00 X X
PANACO INC
698106101 24,188 25,800.00 X X
PAPA JOHNS INTL INC
COM. . . . . . . . . . . . . 698813102 ,901,910 201,743.00 X X
PAR TECHNOLOGY
COM. . . . . . . . . . . . . 698884103 130,725 24,900.00 X X
PARALLEL PETE CORP DEL
COM. . . . . . . . . . . . . 699157103 74,125 59,300.00 X X
--------------
PAGE TOTAL 43,499,583
</TABLE>
151
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PAREXEL INTL CORP
COM . . . . . . . . . . . . . 699462107 312,381 15,100.00 X X
PARK ELECTROCHEMICAL CORP
700416209 413,600 17,600.00 X X
PARK OH HLDGS CORP
COM . . . . . . . . . . . . . 700666100 485,800 34,700.00 X X
PARK PL ENTMT CORP
COM . . . . . . . . . . . . . 700690100 2,494,869 329,900.00 X X
PARKER HANNIFIN CORP
COM . . . . . . . . . . . . . 701094104 2,346,125 68,500.00 X X
PARKERVISION INC
COM . . . . . . . . . . . . . 701354102 434,138 15,300.00 X X
PARKVALE FINL CORP
COM . . . . . . . . . . . . . 701492100 599,950 28,400.00 X X
PARKWAY PPTYS INC
COM . . . . . . . . . . . . . 70159Q104 730,056 25,900.00 X X
PARLUX FRAGRANCES INC
701645103 55,550 40,400.00 X X
PATHOGENSIS CORP
COM . . . . . . . . . . . . . 7.03E+108 1,453,725 109,200.00 X X
PATRICK INDS INC
COM . . . . . . . . . . . . . 703343103 252,450 18,700.00 X X
PATRIOT AMERN HOSPITALITY INC
PAIRED CTF 1COM PATRIOT AMERN 703352203 5,405,419 1,054,715.85 X X
PATTERSON DENTAL CO
COM . . . . . . . . . . . . . 703412106 5,271,224 121,878.00 X X
PAXAR CORP
COM . . . . . . . . . . . . . 704227107 1,823,303 245,150.00 X X
----------
PAGE TOTAL 22,078,590
</TABLE>
152
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PAYCHEX INC
COM . . . . . . . . . . . . 704326107 16,612,613 350,200.00 X X
PAYLESS SHOESOURCE INC
COM . . . . . . . . . . . . 704379106 2,073,900 44,600.00 X X
PAYMENTECH INC
COM . . . . . . . . . . . . 704384106 1,112,738 47,100.00 X X
PEC ISRAEL ECONOMIC CORP
COM . . . . . . . . . . . . 705098101 331,375 11,000.00 X X
PEDIATRIX MED GROUP
COM . . . . . . . . . . . . 705324101 956,250 34,000.00 X X
PEGASUS COMMUNICATIONS CORP
CL A. . . . . . . . . . . . 705904100 1,288,000 46,000.00 X X
PEGASUS SYS INC
COM . . . . . . . . . . . . 705906105 255,200 6,400.00 X X
PENFORD CORP
COM . . . . . . . . . . . . 707051108 249,900 16,800.00 X X
PENN ENGR + MFG CORP
COM NON VOTING. . . . . . . 707389300 391,400 20,600.00 X X
PENN NATL GAMING INC
COM . . . . . . . . . . . . 707569109 184,538 26,600.00 X X
PENN TREATY AMERN CORP
SUB NT CONV . . . . . . . . 707874AC7 3,442,844 3,275,000.00 X X
PENN VA CORP
COM . . . . . . . . . . . . 707882106 683,181 38,900.00 X X
PENNEY J C INC
COM . . . . . . . . . . . . 708160106 25,122,264 620,302.82 X X
PENNFED FINL SVCX INC
COM . . . . . . . . . . . . 708167101 376,000 23,500.00 X X
-------------
PAGE TOTAL 53,080,203
</TABLE>
153
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PENNSYLVANIA REAL ESTATE INVT
SH BEN INT. . . . . . . . . . 709102107 317,688 17,000.00 X X
PENTAIR INC
COM . . . . . . . . . . . . . 709631105 9,457,223 280,214.00 X X
PENTECH INTL INC
709635106 20,350 29,600.00 X X
PENTON MEDIA INC
COM . . . . . . . . . . . . . 709668107 1,191,375 52,950.00 X X
PENWEST PHARMACEUTICALS CO
COM . . . . . . . . . . . . . 709754105 116,850 11,400.00 X X
PEOPLES BANCSHARES INC MA
COM . . . . . . . . . . . . . 709795108 234,375 12,500.00 X X
PEOPLES ENERGY CORP
COM . . . . . . . . . . . . . 711030106 2,381,431 73,700.00 X X
PEOPLES HERITAGE FINL GROUP
COM . . . . . . . . . . . . . 711147108 9,909,450 550,525.00 X X
PEPSICO INC
COM . . . . . . . . . . . . . 713448108 58,024,931 1,480,700.00 X X
PERCLOSE INC
COM . . . . . . . . . . . . . 71361C107 8,326,600 268,600.00 X X
PEREGRINE SYS INC
COM . . . . . . . . . . . . . 71366Q101 780,100 23,200.00 X X
PERFORMANCE FOOD GROUP CO
COM . . . . . . . . . . . . . 713755106 2,656,500 101,200.00 X X
PERINI CORP
COM . . . . . . . . . . . . . 713839108 51,188 11,700.00 X X
PERINI CORP
ASECSITORY CORP EXCH. . . . . 713839306 457,200 25,400.00 X X
----------
PAGE TOTAL 93,925,261
</TABLE>
154
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PERIPHONICS CORP
COM. . . . . . . . . . . . . . 714005105 249,975 39,600.00 X X
PERSONNEL GROUP OF AMER INC
SUB NT CONV 144A . . . . . . . 715338AC3 6,684,949 9,049,000.00 X X
PERSONNEL GROUP OF AMER INC
SUB NT CONV. . . . . . . . . . 715338AE9 8,104,088 10,970,000.00 X X
PERSONAL GROUP OF AMER INC
COM. . . . . . . . . . . . . . 715338109 1,709,906 237,900.00 X X
PERUSAHAAN PERSEROAN INDO SAT
SPONSORED ADR. . . . . . . . . 715680104 511,031 39,500.00 X X
PERUSAHAAN TELEKOMUNIKIASI IND
SPONSORED ADR. . . . . . . . . 715684106 4,616,138 724,100.00 X X
PETROCORP INC
COM. . . . . . . . . . . . . . 71645N101 50,500 10,100.00 X X
PETROLEUM DEV CORP
COM. . . . . . . . . . . . . . 716578109 55,100 15,200.00 X X
PETSMART INC
SUB NT CONV. . . . . . . . . . 716768AB2 4,565,000 4,000,000.00 X X
PETSMART INC
716768106 6,375,206 793,800.00 X X
PHARMACIA + UPJOHN INC
COM. . . . . . . . . . . . . . 716941109 21,662,838 347,300.00 X X
PFIZER INC
COM. . . . . . . . . . . . . . 717081103 145,479,375 1,048,500.00 X X
PHAR MOR INC
COM NEW. . . . . . . . . . . . 717113203 86,950 14,800.00 X X
PHARMACEUTICAL MARKETING SVCS
COM. . . . . . . . . . . . . . 717123103 529,550 35,600.00 X X
-------------
PAGE TOTAL 200,680,606
</TABLE>
155
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PHARMCHEM LABS INC
717133102 56,363 16,700.00 X X
PHARMERICA INC
COM. . . . . . . . . . . . . . 717135107 322,500 64,500.00 X X
PHARMOS CORP
COM NEW. . . . . . . . . . . . 717139208 29,013 21,100.00 X X
PHILADELPHIA CONS HLDG CORP
COM. . . . . . . . . . . . . . 717528103 525,263 26,100.00 X X
PHILADELPHIA SUBN CORP
COM PAR 0.50 . . . . . . . . . 718009608 211,175 9,308.00 X X
PHILIP MORRIS COS INC
COM. . . . . . . . . . . . . . 718154107 174,677,788 4,964,200.00 X X
PHILIPPINE LONG DIST TEL CO
SPONSORED ADR. . . . . . . . . 718252604 8,625,535 333,354.00 X X
PHILIPPINE LONG DISTANCE
SPON GDS REP PFD SER III . . . 718252703 2,232,500 47,000.00 X X
PHILIPS INTL RLTY CORP
COM. . . . . . . . . . . . . . 718333107 521,391 36,750.00 X X
PHILLIPS PETE CO
COM. . . . . . . . . . . . . . 718507106 23,062,725 488,100.00 X X
PHILLIPS VAN HEUSEN CORP
COM. . . . . . . . . . . . . . 718592108 765,919 110,300.00 X X
PHYMATRIX CORP
COM. . . . . . . . . . . . . . 718925100 45,031 26,200.00 X X
PHOENIX TECHNOLOGY LTD
COM RTS CALLABLE THRU 10/31/99 719153108 498,100 58,600.00 X X
PHYCOR INC
SUB DEB CONV . . . . . . . . . 71940FAB6 2,362,625 4,100,000.00 X X
-------------
PAGE TOTAL 213,935,928
</TABLE>
156
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PHYSICIAN RELIANCE NETWORK INC
COM. . . . . . . . . . . . . . 71940G108 326,400 38,400.00 X X
PHOTRONICS INC
2004 SUB NT CONV . . . . . . . 719405AA0 5,661,680 5,792,000.00 X X
PICCADILLY CAFETERIAS INC
COM. . . . . . . . . . . . . . 719567109 476,266 44,825.00 X X
PICTURETEL CORP
COM NEW. . . . . . . . . . . . 720035302 73,150 10,450.00 X X
PIEDMONT NAT GAS INC
COM. . . . . . . . . . . . . . 720186105 714,000 20,400.00 X X
PILGRIMS PRIDE CORP
COM. . . . . . . . . . . . . . 721467108 2,171,394 132,100.00 X X
PILLOWTEX CORP
COM. . . . . . . . . . . . . . 721501104 1,239,988 87,400.00 X X
PINKERTONS INC NEW
723429106 469,800 16,200.00 X X
PINNACLE SYS INC
COM. . . . . . . . . . . . . . 723481107 1,983,800 43,600.00 X X
PINNACLE WEST CAP CORP
COM. . . . . . . . . . . . . . 723484101 11,228,963 308,700.00 X X
PIONEER STD ELECTRS INC
COM. . . . . . . . . . . . . . 723877106 418,688 63,800.00 X X
PITNEY BOWES INC
COM. . . . . . . . . . . . . . 724479100 1,115,625 17,500.00 X X
PITT DESMOINES INC
COM. . . . . . . . . . . . . . 724508106 584,675 25,700.00 X X
PITTSTON MINERALS GROUP
725701205 38,025 23,400.00 X X
-----------
PAGE TOTAL 26,502,454
</TABLE>
157
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PITTSTON CO
BURLINGTON GROUP COM . . . . 725701882 203,963 29,400.00 X X
PITTWAY CORP DEL
CL A . . . . . . . . . . . . 725790208 4,144,600 156,400.00 X X
PIXAR
COM. . . . . . . . . . . . . 725811103 267,750 6,800.00 X X
PJ AMER INC
COM. . . . . . . . . . . . . 72585Q104 584,200 25,400.00 X X
PLAINS RES INC
COM PAR 0.10. . . . . . . . 726540503 762,000 50,800.00 X X
PLANAR SYS INC
COM. . . . . . . . . . . . . 726900103 191,419 24,900.00 X X
PLANTRONICS INC NEW
COM. . . . . . . . . . . . . 727493108 2,239,738 35,800.00 X X
PLATINUM TECHNOLOGY INTL INC
SUB NT CONV. . . . . . . . . 72764TAA9 8,513,280 4,608,000.00 X X
PLATINUM TECHNOLOGY INTL INC
COM. . . . . . . . . . . . . 72764T101 1,203,600 47,200.00 X X
PLAYERS INTL INC
727903106 463,125 74,100.00 X X
PLAYTEX PRODS INC
COM. . . . . . . . . . . . . 72813P100 916,575 60,600.00 X X
PLEXUS CORP
COM. . . . . . . . . . . . . 729132100 5,103,913 183,100.00 X X
POGO PRODUCING CO
SUB NT CONV. . . . . . . . . 730448AE7 12,276,250 16,100,000.00 X X
POLARIS INDS INC
COM. . . . . . . . . . . . . 731068102 7,204,075 226,900.00 X X
-----------
PAGE TOTAL 44,074,488
</TABLE>
158
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POLICY MGMT SYS CORP
COM . . . . . . . . . . . . . 731108106 912,625 29,800.00 X X
POLYCOM INC
COM . . . . . . . . . . . . . 73172K104 952,500 50,800.00 X X
POLYMEDICA CORP
731738100 266,250 35,500.00 X X
POMEROY COMPUTER RESOURCES
731822102 1,717,300 132,100.00 X X
POSSIS MED INC
COM . . . . . . . . . . . . . 737407106 187,000 18,700.00 X X
POST PPTYS INC
COM . . . . . . . . . . . . . 737464107 18,377,943 510,026.00 X X
POWELL INDS INC
COM . . . . . . . . . . . . . 739128106 452,081 51,300.00 X X
POWER INTEGRATIONS
COM . . . . . . . . . . . . . 739276103 2,940,050 92,600.00 X X
POWERCERV CORP
COM . . . . . . . . . . . . . 73931P105 148,400 42,400.00 X X
POWERHOUSE TECHNOLOGOES INC
COM . . . . . . . . . . . . . 739323103 575,781 33,500.00 X X
PRAEGITZER INDS INC
COM . . . . . . . . . . . . . 739422103 127,800 28,400.00 X X
PREMIER BANCSHARES INC GA
COM . . . . . . . . . . . . . 739909109 1,439,775 72,900.00 X X
PRAXAIR INC
COM . . . . . . . . . . . . . 74005P104 25,265,279 700,597.00 X X
PRECISION CASTPARTS CORP
COM RTS CALLABLE THRU 16DEC98 740189105 8,215,025 204,100.00 X X
-------------
PAGE TOTAL 61,577,809
</TABLE>
159
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PRECISION RESPONSE CORP
COM . . . . . . . . . . . 740314109 75,075 23,100.00 X X
PREMARK INTL INC
COM . . . . . . . . . . . 740459102 10,507,063 319,000.00 X X
PREMIER LASER SYS INC
CL A. . . . . . . . . . . 740522107 54,844 23,400.00 X X
PREMIER PKS INC
COM NEW . . . . . . . . . 740540208 3,237,025 86,900.00 X X
PREMIER TECHNOLOGIES INC
SUB NT CONV 144A. . . . . 74058FAA0 1,850,863 2,815,000.00 X X
PREMIERE TECHNOLOGIES INC
SUB NT CONV . . . . . . . 74058FAC6 7,347,563 11,175,000.00 X X
PREMIERE TECHNOLOGIES INC
COM . . . . . . . . . . . 74058F102 1,418,463 124,700.00 X X
PRENTISS PPTYS TR
SH BEN INT. . . . . . . . 740706106 1,195,750 64,100.00 X X
PRESIDENTIAL LIFE CORP
COM . . . . . . . . . . . 740884101 1,368,631 76,300.00 X X
PRICE COMMUNICATIONS CORP
COM . . . . . . . . . . . 741437305 1,756,081 157,850.00 X X
PRIME MED SVCS INC
COM NEW . . . . . . . . . 74156D108 311,963 42,300.00 X X
PRIME RETAIL INC
COM . . . . . . . . . . . 741570105 802,375 91,700.00 X X
PRIME RETAIL INC
PFD CONV SER B. . . . . . 741570303 7,497,600 468,600.00 X X
PRIMESOURCE CORP
COM . . . . . . . . . . . 741593107 102,938 18,300.00 X X
----------------
PAGE TOTAL 37,526,234
</TABLE>
160
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PRIMEX TECHNOLOGIES INC
COM. . . . . . . . . . . . . . 741597108 435,750 21,000.00 X X
PRIME BANCORP INC
741914105 289,275 11,600.00 X X
PRIME HOSPITALITY CORP
COM. . . . . . . . . . . . . . 741917108 431,288 43,400.00 X X
PRIMUS TELECOMM GROUP INC
COM. . . . . . . . . . . . . . 741929103 660,150 65,200.00 X X
PRINTRAK INTL INC
COM. . . . . . . . . . . . . . 742574106 145,000 20,000.00 X X
PRINTRONIX CORP
COM. . . . . . . . . . . . . . 742578107 302,600 27,200.00 X X
PRISON REALTY CORP
COM. . . . . . . . . . . . . . 74264N105 2,298,263 131,800.00 X X
PRIORITY HEALTHCARE CORP
CL B . . . . . . . . . . . . . 74264T102 3,654,426 80,760.80 X X
PROCOM TECHNOLOGY INC
COM. . . . . . . . . . . . . . 74270W107 53,200 13,300.00 X X
PROCTER + GAMBLE CO
COM. . . . . . . . . . . . . . 742718109 175,455,031 1,791,500.00 X X
PROCYTE CORP
742807100 12,784 27,200.00 X X
PROFIT RECOVERY GROUP INTL INC
COM. . . . . . . . . . . . . . 743168106 2,516,150 63,700.00 X X
PROGRESS SOFTWARE CORP
COM. . . . . . . . . . . . . . 743312100 3,429,563 100,500.00 X X
PROGRESSIVE CORP OHIO
COM. . . . . . . . . . . . . . 743315103 1,061,900 7,400.00 X X
------------
PAGE TOTAL 190,745,380
</TABLE>
161
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROJECT SOFTWARE + DEV INC
COM . . . . . . . . . . . . . 74339P101 3,670,100 149,800.00 X X
PROLOGIS TR
SH BEN INT. . . . . . . . . . 743410102 20,169,581 983,882.00 X X
PROLOGIS TR
PFD CV SBI B. . . . . . . . . 743410300 3,637,563 143,000.00 X X
PROMEDCO MGMT CO
COM . . . . . . . . . . . . . 74342L105 103,600 22,400.00 X X
PROMUS HOTEL CORP NEW
COM . . . . . . . . . . . . . 74342P106 3,724,800 102,400.00 X X
PROTECTION ONE INC
COM . . . . . . . . . . . . . 743663304 68,125 10,900.00 X X
PROTECTIVE LIFE CORP
COM . . . . . . . . . . . . . 743674103 435,563 11,500.00 X X
PROTOCOL SYS INC
74371R106 122,400 20,400.00 X X
PROVIDENCE ENERGY CORP
COM RTS CALLABLE THRU 8/17/98 743743106 238,875 13,000.00 X X
PROVIDENT AMERN CORP
COM . . . . . . . . . . . . . 743832107 267,300 21,600.00 X X
PROVIDENT BANKSHARES CORP
743859100 1,881,000 72,000.00 X X
PROVIDENT COS INC
COM . . . . . . . . . . . . . 743862104 2,633,663 76,200.00 X X
PROVIDENT FINL GROUP INC
COM . . . . . . . . . . . . . 743866105 2,697,763 70,300.00 X X
PROVIDIAN FINL CORP
COM . . . . . . . . . . . . . 74406A102 42,416,000 385,600.00 X X
--------------
PAGE TOTAL 82,066,333
</TABLE>
162
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROXIM INC
COM . . . . . . . . . . . . . 744284100 675,625 23,500.00 X X
PROXYMED PHARMACY INC
COM . . . . . . . . . . . . . 744290107 234,900 17,400.00 X X
PSINET INC
COM . . . . . . . . . . . . . 74437C101 259,631 6,100.00 X X
PUBLIC SVC CO NM
COM . . . . . . . . . . . . . 744499104 3,893,000 229,000.00 X X
PUBLIC SVC ENTERPRISE GROUP
COM . . . . . . . . . . . . . 744573106 11,788,481 308,700.00 X X
PUBLIC STORAGE INC
COM . . . . . . . . . . . . . 74460D109 6,183,000 247,320.00 X X
PUGET SOUND ENERGY INC
COM RTS CALLABLE THRU 25JAN01 745332106 7,213,719 312,790.00 X X
PULASKI FURNITURE CORP
COM . . . . . . . . . . . . . 745553107 209,100 10,200.00 X X
PULTE CORP
COM . . . . . . . . . . . . . 745867101 7,523,719 361,500.00 X X
PURE WORLD INC
COM . . . . . . . . . . . . . 74622C106 68,119 17,300.00 X X
QLT PHOTOTHERAPEUTICS
COM . . . . . . . . . . . . . 746927102 252,650 6,200.00 X X
QMS INC
COM . . . . . . . . . . . . . 74726G102 46,563 14,900.00 X X
QRS CORP
COM . . . . . . . . . . . . . 74726X105 21,208,688 339,000.00 X X
QLOGIC CORP
COM . . . . . . . . . . . . . 747277101 3,997,294 59,550.00 X X
---------------
PAGE TOTAL 63,554,489
</TABLE>
163
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUAD SYS CORP
COM . . . . . . . . . . . 74730Q104 26,200 13,100.00 X X
QUADRAMED CORP
COM . . . . . . . . . . . 74730W101 313,388 41,100.00 X X
QUAKER CITY BANCORP INC
COM . . . . . . . . . . . 74731K106 237,000 15,800.00 X X
QUAKER CHEMICAL
COM . . . . . . . . . . . 747316107 254,250 18,000.00 X X
QUAKER OATS CO
COM . . . . . . . . . . . 747402105 11,083,694 177,600.00 X X
QUALCOMM INC
COM . . . . . . . . . . . 747525103 4,116,813 33,100.00 X X
QUALITY SEMICONDUCTOR INC
COM . . . . . . . . . . . 74758B104 72,644 19,700.00 X X
QUALIX GROUP INC
COM . . . . . . . . . . . 747586105 111,650 15,400.00 X X
QUANEX CORP
COM . . . . . . . . . . . 747620102 4,395,800 283,600.00 X X
QUANTUM CORP
SUB NT CONV . . . . . . . 747906AC9 18,040,000 20,500,000.00 X X
QUANTUM CORP
COM . . . . . . . . . . . 747906105 15,541,200 863,400.00 X X
QUEENS CNTY BANCORP
COM . . . . . . . . . . . 748242104 2,547,450 94,350.00 X X
QUEST DIAGNOSTICS INC
COM . . . . . . . . . . . 74834L100 3,991,650 179,400.00 X X
QUESTAR CORP
COM . . . . . . . . . . . 748356102 633,463 37,400.00 X X
----------------
PAGE TOTAL 61,365,202
</TABLE>
164
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUIKSILVER INC
74838C106 3,325,075 78,700.00 X X
QUICKTURN DESIGN SYS INC
COM. . . . . . . . . . . . . . 7.48E+106 516,975 36,600.00 X X
QUIDEL CORP
COM. . . . . . . . . . . . . . 74838J101 137,800 68,900.00 X X
QUILMES INDL QUINSA SOCIETE AN
SPONS ADR REPSTG NON VTG PFD . 74838Y108 3,614,798 383,025.00 X X
QUINTEL COMMUNICATIONS INC
COM. . . . . . . . . . . . . . 748762101 13,038 14,900.00 X X
QUINTILES TRANSNATIONAL CORP
SUB NT CONV 144A . . . . . . . 748767AA8 6,403,583 6,034,000.00 X X
QUINTILES TRANSNATIONAL CORP
SUB NT CONV. . . . . . . . . . 748767AC4 3,581,719 3,375,000.00 X X
QUINTILES TRANSNATIONAL CORP
COM. . . . . . . . . . . . . . 748767100 11,004,125 291,500.00 X X
QUIXOTE CORP
COM RTS CALLABLE THRU 7/24/98. 749056107 432,250 38,000.00 X X
QUORUM HEALTH GROUP INC
COM. . . . . . . . . . . . . . 749084109 260,000 26,000.00 X X
R + B FALCON CORP
COM. . . . . . . . . . . . . . 7.49E+105 5,724,159 649,550.00 X X
QWEST COMMUNICATIONS INTL INC
COM. . . . . . . . . . . . . . 749121109 6,430,763 89,200.00 X X
RF MONOLITHICS INC
COM. . . . . . . . . . . . . . 74955F106 92,813 15,000.00 X X
RFS HOTEL INVS INC
COM. . . . . . . . . . . . . . 74955J108 453,250 39,200.00 X X
------------
PAGE TOTAL 41,990,348
</TABLE>
165
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RH DONNELLEY CORP
COM NEW. . . . . . . . . 74955W307 228,475 14,800.00 X X
RLI CORP
COM. . . . . . . . . . . 749607107 1,137,094 38,875.00 X X
RTI INTL METALS INC
COM. . . . . . . . . . . 74973W107 168,750 18,000.00 X X
RWD TECHNOLOGIES INC
COM. . . . . . . . . . . 74975B101 563,231 32,300.00 X X
RF MICRO DEVICES INC
COM. . . . . . . . . . . 749941100 334,906 3,500.00 X X
RADIANCE MED SYS INC
COM. . . . . . . . . . . 750241101 93,638 22,700.00 X X
RAG SHOPS INC
COM. . . . . . . . . . . 750624108 71,325 31,700.00 X X
RAILTEX INC
COM. . . . . . . . . . . 750766107 219,538 19,300.00 X X
RAILWORKS CORP
COM. . . . . . . . . . . 750789109 1,427,063 132,750.00 X X
RAINFOREST CAFE INC
COM. . . . . . . . . . . 75086K104 164,019 32,600.00 X X
RAINBOW TECHNOLOGIES INC
750862104 340,000 34,000.00 X X
RAMBUS INC DEL
COM. . . . . . . . . . . 750917106 2,246,688 34,900.00 X X
RALCORP HLDGS INC NEW
COM. . . . . . . . . . . 751028101 1,062,100 55,900.00 X X
RALLYS HAMBURGERS INC
COM. . . . . . . . . . . 751203100 35,213 62,600.00 X X
----------------
PAGE TOTAL 8,092,040
</TABLE>
166
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RALSTON PURINA CO
COM RALSTON PURINA GROUP . . 751277302 18,886,744 707,700.00 X X
RAMAPO FINANCIAL CORPORATION
COM. . . . . . . . . . . . . 751366105 148,809 14,300.00 X X
RANGE RES CORP
COM. . . . . . . . . . . . . 75281A109 57,050 16,300.00 X X
RARE HOSPITALITY INTL INC
COM. . . . . . . . . . . . . 753820109 363,000 26,400.00 X X
RATIONAL SOFTWARE CORP
COM NEW. . . . . . . . . . . 75409P202 5,997,956 223,700.00 X X
RAWLINGS SPORTING GOODS CO
COM. . . . . . . . . . . . . 754459105 134,475 16,300.00 X X
RAYMOND JAMES FINANCIAL INC
COM. . . . . . . . . . . . . 754730109 12,554,364 635,664.00 X X
RAYOVAC CORP
COM. . . . . . . . . . . . . 755081106 2,103,019 76,300.00 X X
RAYTECH CORP
COM. . . . . . . . . . . . . 755103108 55,125 19,600.00 X X
RAYTHEON CO
CL A . . . . . . . . . . . . 755111309 4,897,200 84,800.00 X X
RAYTHEON CO
CL B . . . . . . . . . . . . 755111408 57,429,050 979,600.00 X X
READ RITE CORP
SUB NT CONV. . . . . . . . . 755246AA3 1,335,938 2,250,000.00 X X
READ RITE CORP
COM. . . . . . . . . . . . . 755246105 2,291,988 347,600.00 X X
REAL NETWORKS INC
COM. . . . . . . . . . . . . 75605L104 3,939,203 32,239.00 X X
--------------
PAGE TOTAL 110,193,921
</TABLE>
167
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REALTY INCOME CORP
COM . . . . . . . . . . . . . 756109104 720,300 34,300.00 X X
RECKSON ASSOCS RLTY CORP
COM . . . . . . . . . . . . . 75621K106 2,487,034 120,950.00 X X
RECKSON ASSOCS RLTY CORP
PFD CONV SER A PCT. . . . . . 75621K205 3,667,500 180,000.00 X X
RECOTON CORP
COM . . . . . . . . . . . . . 756268108 184,800 13,200.00 X X
RECYCLING INDS INC
COM . . . . . . . . . . . . . 756285102 5,316 24,300.00 X X
REGENERON PHARMACEUTICALS INC
COM . . . . . . . . . . . . . 75886F107 455,138 68,700.00 X X
REGIS CORP MINNESOTA
COM . . . . . . . . . . . . . 758932107 4,620,769 173,550.00 X X
REGENCY RLTY CORP
COM . . . . . . . . . . . . . 758939102 1,095,000 58,400.00 X X
REGIONS FINL CORP
COM . . . . . . . . . . . . . 758940100 5,224,913 150,900.00 X X
REHABCARE GROUP INC
COM . . . . . . . . . . . . . 759148109 301,250 20,000.00 X X
REINSURANCE GROUP AMER INC
COM . . . . . . . . . . . . . 759351109 3,226,237 75,800.00 X X
REINSURANCE GROUP OF AMERICA
COM NON VTG . . . . . . . . . 759351208 1,329,594 39,250.00 X X
RELIANCE BANCORP INC
COM . . . . . . . . . . . . . 759451107 1,929,125 67,100.00 X X
RELIANCE GROUP HLDGS INC
COM . . . . . . . . . . . . . 759464100 3,431,719 453,300.00 X X
---------------
PAGE TOTAL 28,678,695
</TABLE>
168
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RELIANCE STL + ALUM CO
COM. . . . . . . . . . 759509102 3,803,250 132,000.00 X X
RELIASTAR FINL CORP
COM. . . . . . . . . . 75952U103 831,188 19,500.00 X X
RELM WIRELESS CORP
COM. . . . . . . . . . 759525108 28,094 15,500.00 X X
REMEDYTEMP
CLASS A. . . . . . . . 759549108 248,738 19,800.00 X X
REMINGTON OIL GAS CORP
COM. . . . . . . . . . 759594302 134,838 46,900.00 X X
REPLIGEN CORP
COM. . . . . . . . . . 759916109 66,763 21,800.00 X X
RENAL CARE GROUP INC
COM. . . . . . . . . . 759930100 1,951,687 99,449.00 X X
RENT A CTR INC NEW
COM. . . . . . . . . . 76009N100 1,687,625 58,700.00 X X
RENT WAY INC
COM. . . . . . . . . . 76009U104 1,783,200 74,300.00 X X
RENTAL SVC CORP
COM. . . . . . . . . . 76009V102 2,234,750 127,700.00 X X
RENTRAK CORP
COM. . . . . . . . . . 760174102 61,031 21,700.00 X X
REPSOL S A
SPONSORED ADR. . . . . 76026T205 635,500 12,400.00 X X
REPTRON ELECTRS INC
SUB NT CONV. . . . . . 76026WAA7 4,378,800 9,840,000.00 X X
REPUBLIC BANCORP INC
COM. . . . . . . . . . 760282103 2,356,900 181,300.00 X X
-----------------
PAGE TOTAL 20,202,364
</TABLE>
169
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REPUBLIC GROUP INC
COM. . . . . . . . . . . . . . 760473108 1,191,444 79,100.00 X X
REPUBLIC NY CORP
COM. . . . . . . . . . . . . . 760719104 16,618,422 360,291.00 X X
REPUBLIC SEC FINL CORP
760758102 2,593,728 280,403.00 X X
RES CARE INC
144A . . . . . . . . . . . . . 760943AA8 2,905,313 2,250,000.00 X X
RES CARE INC
COM. . . . . . . . . . . . . . 760943100 7,764,659 344,140.00 X X
RESMED INC
COM. . . . . . . . . . . . . . 761152107 4,022,715 142,397.00 X X
RESORTQUEST INTL INC
COM. . . . . . . . . . . . . . 761183102 1,364,800 85,300.00 X X
RESOUND CORP
COM. . . . . . . . . . . . . . 761194109 168,750 45,000.00 X X
RESOURCE AMER INC
COM NEW. . . . . . . . . . . . 761195205 1,370,513 158,900.00 X X
RESOURCE BANCSHARES MTG GRP IN
761197102 2,920,707 226,851.00 X X
RESPIRONICS INC
761230101 876,969 66,500.00 X X
RESPONSE ONCOLOGY INC
COM PAR .01. . . . . . . . . . 761232305 92,400 30,800.00 X X
REX STORES CORP
COM. . . . . . . . . . . . . . 761624105 402,375 34,800.00 X X
REXALL SUNDOWN INC
COM. . . . . . . . . . . . . . 761648104 362,644 18,900.00 X X
------------
PAGE TOTAL 42,655,439
</TABLE>
170
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REYNOLDS + REYNOLDS CO
CL A . . . . . . . . . . . 761695105 2,468,100 129,900.00 X X
RIBI IMMUNOCHEM RESH INC
COM. . . . . . . . . . . . 762553105 55,181 32,700.00 X X
RICHFOOD HLDGS INC
COM. . . . . . . . . . . . 763408101 1,328,250 61,600.00 X X
RIDE SNOWBOARD CO
COM. . . . . . . . . . . . 765689104 12,269 15,100.00 X X
RIGGS NATL CORP WASH DC
COM. . . . . . . . . . . . 766570105 1,609,875 95,400.00 X X
RIGHT MGMT CONSULTANTS INC
COM. . . . . . . . . . . . 766573109 392,150 24,800.00 X X
RIMAGE CORP
COM. . . . . . . . . . . . 766721104 208,800 14,400.00 X X
RISK CAP HLDG INC
COM. . . . . . . . . . . . 767711104 291,913 19,300.00 X X
RITE AID CORP
COM. . . . . . . . . . . . 767754104 5,188,750 207,550.00 X X
RIVIANA FOODS INC DEL
COM. . . . . . . . . . . . 769536103 1,902,725 81,400.00 X X
ROANOKE ELEC STL CORP
COM. . . . . . . . . . . . 769841107 769,850 69,200.00 X X
ROBBINS + MYERS INC
COM. . . . . . . . . . . . 770196103 1,103,863 64,000.00 X X
ROBERDS INC
COM. . . . . . . . . . . . 770292100 37,694 16,300.00 X X
ROBERT HALF INTL INC
COM. . . . . . . . . . . . 770323103 590,625 18,000.00 X X
----------------
PAGE TOTAL 15,960,045
</TABLE>
171
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROBERTS PHARMACEUTICAL CORP
770491108 2,512,825 121,100.00 X X
ROBERTSON CECO CORP
COM PAR .01 . . . . . . . . 770539203 119,625 16,500.00 X X
ROCHESTER GAS + ELEC CORP
COM . . . . . . . . . . . . 771367109 6,073,125 237,000.00 X X
ROCHESTER MED CORP
771497104 106,275 10,900.00 X X
ROCK BOTTOM RESTAURANTS INC
COM . . . . . . . . . . . . 771833100 196,081 22,900.00 X X
ROCK TENN CO
COM CL A. . . . . . . . . . 772739207 2,000,288 130,100.00 X X
ROCKWELL INTL CORP NEW
COM . . . . . . . . . . . . 773903109 933,625 22,000.00 X X
ROCKSHOX INC
COM . . . . . . . . . . . . 774066104 41,750 33,400.00 X X
ROGERS COMMUNICATIONS INC
DEB CONV. . . . . . . . . . 775109AE1 17,325,800 22,990,000.00 X X
ROGERS CORP
COM . . . . . . . . . . . . 775133101 737,550 29,800.00 X X
ROHM + HAAS CO
COM . . . . . . . . . . . . 775371107 33,193,313 989,000.00 X X
ROHN INDS INC
COM . . . . . . . . . . . . 775381106 233,634 105,300.00 X X
ROLLINS TRUCK LEASING CORP
COM . . . . . . . . . . . . 775741101 2,637,781 279,500.00 X X
ROMAC INTL INC
COM . . . . . . . . . . . . 775835101 242,250 28,500.00 X X
-------------
PAGE TOTAL 66,353,922
</TABLE>
172
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROSLYN BANCORP INC
COM. . . . . . . . . . . . . . 778162107 2,423,250 143,600.00 X X
ROSS STORES INC
COM. . . . . . . . . . . . . . 778296103 12,420,844 283,500.00 X X
ROSS SYS INC
778303107 156,122 54,900.00 X X
ROSTELECOM
SPONSORED ADR. . . . . . . . . 778529107 59,063 12,600.00 X X
ROUGE INDS INC DEL
CL A . . . . . . . . . . . . . 779088103 195,991 22,399.00 X X
ROUSE CO
COM. . . . . . . . . . . . . . 779273101 12,413,906 559,500.00 X X
ROUSE CO
PFD CONV SER B PCT . . . . . . 779273309 1,117,500 30,000.00 X X
ROWAN COS INC
COM. . . . . . . . . . . . . . 779382100 1,813,044 142,900.00 X X
ROWE COS
COM. . . . . . . . . . . . . . 779528108 352,000 35,200.00 X X
ROYAL DUTCH PETE CO
NY REGISTRY SH PAR N GLDR 1.25 780257804 1,612,000 31,000.00 X X
ROYAL GOLD INC
COM. . . . . . . . . . . . . . 780287108 86,800 21,700.00 X X
RUBY TUESDAY INC
COM. . . . . . . . . . . . . . 781182100 1,249,263 71,900.00 X X
RURAL CELLUAR CORP
CL A . . . . . . . . . . . . . 781904107 180,200 13,600.00 X X
RUSS BERRIE + CO INC
COM. . . . . . . . . . . . . . 782233100 1,113,475 42,700.00 X X
--------------
PAGE TOTAL 35,193,458
</TABLE>
173
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RUSSELL CORP
COM . . . . . . . . . . . . . 782352108 513,188 25,500.00 X X
RYANS FAMILY STEAK HOUSES INC
COM . . . . . . . . . . . . . 783519101 3,239,988 268,600.00 X X
RYDER SYS INC
COM . . . . . . . . . . . . . 783549108 19,563,169 708,169.00 X X
RYLAND GROUP INC
COM . . . . . . . . . . . . . 783764103 6,707,813 265,000.00 X X
S + K FAMOUS BRANDS INC
COM . . . . . . . . . . . . . 783774102 100,775 11,600.00 X X
S + T BANCORP INC
783859101 543,150 28,400.00 X X
SBC COMMUNICATIONS INC
COM . . . . . . . . . . . . . 78387G103 79,629,255 1,689,613.76 X X
SBC COMMUNICATIONS INC
DECS PCT. . . . . . . . . . . 78387G202 1,160,000 20,000.00 X X
SBS TECHNOLOGIES INC
COM . . . . . . . . . . . . . 78387P103 718,200 39,900.00 X X
SCI SYS INC
COM . . . . . . . . . . . . . 783890106 8,229,825 277,800.00 X X
SCM MICROSYSTEMS INC
COM . . . . . . . . . . . . . 784018103 218,700 3,600.00 X X
SDL INC
COM . . . . . . . . . . . . . 784076101 1,524,600 16,800.00 X X
SED INTL HLDGS INC
COM . . . . . . . . . . . . . 784109100 31,913 11,100.00 X X
SEI INVESTMENTS CO
COM . . . . . . . . . . . . . 784117103 5,082,875 54,950.00 X X
-------------
PAGE TOTAL 127,263,451
</TABLE>
174
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SEMCO ENERGY INC
COM. . . . . . . . . 78412D109 298,275 19,400.00 X X
SFX ENTMT INC
CL A . . . . . . . . 784178105 12,370,175 191,600.00 X X
S I HANDLING SYS INC
COM. . . . . . . . . 784255101 158,600 12,200.00 X X
SL GREEN RLTY CORP
COM. . . . . . . . . 78440X101 1,012,113 53,800.00 X X
SL INDS INC
COM. . . . . . . . . 784413106 418,300 35,600.00 X X
SLM HLDG CORP
COM. . . . . . . . . 78442A109 13,147,075 314,900.00 X X
SPDR TRUST
UNIT SER 1 . . . . . 78462F103 2,861,369 22,300.00 X X
SPSS INC
COM. . . . . . . . . 78462K102 338,963 20,700.00 X X
SPS TECHNOLOGIES INC
COM. . . . . . . . . 784626103 5,820,775 148,300.00 X X
SSE TELECOM INC
COM. . . . . . . . . 784652109 20,875 16,700.00 X X
STB SYS INC
COM. . . . . . . . . 784741100 158,594 20,300.00 X X
STV GRP INC
COM. . . . . . . . . 784847105 95,944 12,900.00 X X
S3 INC
SUB NT CONV 144A . . 784849AA9 763,750 1,000,000.00 X X
S3 INC
SUB NT CONV. . . . . 784849AC5 12,509,195 16,320,000.00 X X
-------------------
PAGE TOTAL 49,974,003
</TABLE>
175
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
S3 INC
COM. . . . . . . . . . . . . 784849101 88,500 11,800.00 X X
SPR INC
COM. . . . . . . . . . . . . 784922106 119,344 28,500.00 X X
SYNC RESH INC
COM. . . . . . . . . . . . . 785065103 18,063 28,900.00 X X
SABRE GROUP HLDGS INC
CL A . . . . . . . . . . . . 785905100 925,650 20,400.00 X X
SAFEGUARD SCIENTIFICS INC
COM. . . . . . . . . . . . . 786449108 9,408,219 138,600.00 X X
SAFESKIN CORP
COM. . . . . . . . . . . . . 786454108 369,644 49,700.00 X X
SAFEWAY INC
COM NEW. . . . . . . . . . . 786514208 87,508,338 1,705,400.00 X X
SAGA COMMUNICATIONS
CL A . . . . . . . . . . . . 786598102 532,675 29,800.00 X X
ST JUDE MED INC
COM. . . . . . . . . . . . . 790849103 14,790,750 606,800.00 X X
ST PAUL CAPITAL LLC
MONTHLY INCOME PFD SEC . . . 792856205 28,586,250 495,000.00 X X
ST PAUL COS INC
COM. . . . . . . . . . . . . 792860108 24,551,800 790,400.00 X X
SAKS INC
COM. . . . . . . . . . . . . 79377W108 842,400 32,400.00 X X
SALIENT 3 COMMUNICATIONS INC
CL A . . . . . . . . . . . . 794721100 124,950 19,600.00 X X
SALTON INC
COM. . . . . . . . . . . . . 795757103 818,656 33,500.00 X X
--------------
PAGE TOTAL 168,685,239
</TABLE>
176
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SANDS REGENT
COM . . . . . . . . . . . . . 800091100 24,789 16,700.00 X X
SANFILIPPO JOHN B + SON INC
COM . . . . . . . . . . . . . 800422107 82,500 26,400.00 X X
SANMINA CORP
COM . . . . . . . . . . . . . 800907107 1,173,000 18,400.00 X X
SANTA ISABEL S A
SPONSORED ADR . . . . . . . . 802233106 133,000 15,200.00 X X
SAPIENT CORP
COM . . . . . . . . . . . . . 803062108 2,419,613 33,900.00 X X
SARA LEE CORP
COM . . . . . . . . . . . . . 803111103 12,548,250 507,000.00 X X
SATCON TECHNOLOGY CORP
COM . . . . . . . . . . . . . 803893106 72,581 14,700.00 X X
SAUL CTRS INC
COM . . . . . . . . . . . . . 804395101 175,500 12,000.00 X X
SAVOIR TECHNOLOGY GROUP INC
COM . . . . . . . . . . . . . 80533W107 287,213 33,300.00 X X
SCANA CORP
COM . . . . . . . . . . . . . 805898103 379,531 17,500.00 X X
SCANDINAVIAN BROADCASTING SYS
2005 SUB DEB CONV . . . . . . 805906AA2 3,986,125 3,575,000.00 X X
SCHAWK INC
CLASS A . . . . . . . . . . . 806373106 336,375 34,500.00 X X
HENRY SCHEIN INC
COM STK . . . . . . . . . . . 806407102 580,750 23,000.00 X X
SCHERING PLOUGH CORP
COM . . . . . . . . . . . . . 806605101 130,746,875 2,364,100.00 X X
--------------
PAGE TOTAL 152,946,102
</TABLE>
177
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCHLUMBERGER LTD
COM. . . . . . . . . . . . . 806857108 309,966 5,150.00 X X
SCHOLASTIC CORP
807066105 6,935,363 141,900.00 X X
SCHULER HOMES INC
808188AA4 3,737,438 4,650,000.00 X X
SCHULER HOMES INC
808188106 219,000 36,500.00 X X
SCHULMAN A INC
COM. . . . . . . . . . . . . 808194104 2,551,963 187,300.00 X X
SCHULTZ SAV O STORES INC
COM. . . . . . . . . . . . . 808196109 535,463 32,700.00 X X
SCHWAB CHARLES CORP
NEW COM STK. . . . . . . . . 808513105 8,930,013 92,900.00 X X
SCHWEITZER MAUDUIT INTL INC
COM. . . . . . . . . . . . . 808541106 215,050 18,700.00 X X
SCICLONE PHARMACEUTICALS INC
80862K104 66,563 42,600.00 X X
SCIENTIFIC GAMES HLDGS CORP
COM. . . . . . . . . . . . . 808747109 4,162,375 234,500.00 X X
SCIENTIFIC TECHNOLOGIES INC
COM PAR 0.001. . . . . . . . 808799209 68,200 12,400.00 X X
SCOTSMAN INDS INC
COM. . . . . . . . . . . . . 809340102 450,313 26,200.00 X X
SCOTTS CO
CL A . . . . . . . . . . . . 810186106 10,083,775 269,800.00 X X
SCOTTS LIQUID GOLD INC
COM. . . . . . . . . . . . . 810202101 32,419 24,700.00 X X
--------------
PAGE TOTAL 38,297,901
</TABLE>
178
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SEA CONTAINERS LTD
CL A. . . . . . . . . . . 811371707 3,190,688 110,500.00 X X
SEACHANGE INTL INC
COM . . . . . . . . . . . 811699107 285,988 33,400.00 X X
SEACOAST FINL SVCS CORP
COM . . . . . . . . . . . 81170Q106 458,200 46,400.00 X X
SEAGATE TECHNOLOGY
COM . . . . . . . . . . . 811804103 23,005,538 778,200.00 X X
SEAGRAM LTD
COM . . . . . . . . . . . 811850106 8,805,000 176,100.00 X X
SEALED AIR CORP NEW
COM . . . . . . . . . . . 81211K100 7,807,286 158,725.00 X X
SEALED AIR CORP NEW
PFD CONV SER A 2.00 . . . 81211K209 31,110,008 628,485.00 X X
SEARS ROEBUCK + CO
COM . . . . . . . . . . . 812387108 64,653,688 1,430,787.00 X X
SECOM GEN CORP
COM PAR .10 . . . . . . . 813112208 3,472 10,100.00 X X
SECURE COMPUTING CORP
COM . . . . . . . . . . . 813705100 172,200 16,400.00 X X
SECURITY CAP GROUP INC
CL B. . . . . . . . . . . 81413P204 1,118,150 83,600.00 X X
SECURITY DYNAMICS TECHINC
COM . . . . . . . . . . . 814208104 9,971,825 535,400.00 X X
SEGUE SOFTWARE INC
COM . . . . . . . . . . . 815807102 170,363 17,700.00 X X
SEIBELS BRUCE GROUP INC
COM NEW . . . . . . . . . 816006209 86,875 27,800.00 X X
-----------
PAGE TOTAL 150,839,281
</TABLE>
179
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SEITEL INC
COM NEW . . . . . . . . . . . 816074306 494,781 35,500.00 X X
SELECT APPOINTMENTS HLDGS PLC
SPONSORED ADR . . . . . . . . 8.16E+207 472,369 17,700.00 X X
SELECTIVE INS GROUP INC
COM . . . . . . . . . . . . . 816300107 1,974,000 112,000.00 X X
SEMTECH CORP
COM . . . . . . . . . . . . . 816850101 6,027,563 189,100.00 X X
SEMPRA ENERGY
COM . . . . . . . . . . . . . 816851109 7,690,350 400,800.00 X X
SEMEX CORP
COM . . . . . . . . . . . . . 816854103 37,213 22,900.00 X X
SENSORMATIC ELECTRS CORP
COM . . . . . . . . . . . . . 817265101 3,839,900 404,200.00 X X
SENSORMATIC ELECTRS CORP
DEPOSITARY SH PFD 144A. . . . 817265200 13,508,189 778,600.80 X X
SEQUA CORP
CL A. . . . . . . . . . . . . 817320104 738,675 14,700.00 X X
SEROLOGICALS CORP
COM . . . . . . . . . . . . . 817523103 1,365,066 100,650.00 X X
SERVICE CORP INTL
COM . . . . . . . . . . . . . 817565104 10,667,550 748,600.00 X X
SERVICE EXPERTS INC
COM . . . . . . . . . . . . . 817567100 1,202,850 89,100.00 X X
SHARPER IMAGE CORP
COM . . . . . . . . . . . . . 820013100 178,350 16,400.00 X X
SHAW INDS INC
COM . . . . . . . . . . . . . 820286102 6,906,050 373,300.00 X X
-------------
PAGE TOTAL 55,102,906
</TABLE>
180
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SHELBY WILLIAMS INDS INC
COM . . . . . . . . . . . 822135109 377,719 39,500.00 X X
SHERWIN WILLIAMS CO
COM . . . . . . . . . . . 824348106 3,217,500 114,400.00 X X
SHILOH INDS INC
COM . . . . . . . . . . . 824543102 393,063 33,100.00 X X
SHOE CARNIVAL INC
COM . . . . . . . . . . . 824889109 636,250 50,900.00 X X
SHOPKO STORES INC
COM . . . . . . . . . . . 824911101 4,794,938 160,500.00 X X
SHOLODGE INC
825034101 112,613 23,100.00 X X
SHONEYS INC
SUB LYON ZERO CPN PT NT . 825039AC4 72,000 300,000.00 X X
SHONEYS INC
825039100 396,250 158,500.00 X X
SHOREWOOD PACKAGING CORP
COM . . . . . . . . . . . 825229107 643,700 32,800.00 X X
SHUFFLE MASTER INC
COM . . . . . . . . . . . 825549108 129,938 19,800.00 X X
SHURGARD STORAGE CTRS INC
CL A. . . . . . . . . . . 82567D104 1,383,700 54,800.00 X X
SIEBEL SYS INC
COM . . . . . . . . . . . 826170102 584,250 12,300.00 X X
SIERRA HEALTH SVCS INC
826322109 163,800 12,600.00 X X
SIERRA PAC RES
COM . . . . . . . . . . . 826425100 302,613 8,600.00 X X
-----------
PAGE TOTAL 13,208,334
</TABLE>
181
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SIGNAL TECHNOLOGY CORP
COM. . . . . . . . . . . . . 826675100 62,900 14,800.00 X X
SILICON GRAPHICS INC
SR NT CONV . . . . . . . . . 827056AC6 5,276,509 5,937,000.00 X X
SILICON VY BANCSHARES
COM. . . . . . . . . . . . . 827064106 1,096,438 53,000.00 X X
SILICONIX INC
COM NEW. . . . . . . . . . . 827079203 386,400 18,400.00 X X
SILVERLEAF RESORTS INC
COM. . . . . . . . . . . . . 828395103 297,600 37,200.00 X X
SIMONE CENT HLDGS INC
COM NEW. . . . . . . . . . . 828654202 21,000 12,000.00 X X
SIMON PPTY GROUP INC NEW
COM. . . . . . . . . . . . . 828806109 31,079,746 1,132,747.00 X X
SIMON PPTY GROUP INC NEW
PFD CONV SER B 6.5PCT. . . . 828806406 5,655,736 73,606.00 X X
SIMPSON INDS INC
COM. . . . . . . . . . . . . 829060102 636,213 66,100.00 X X
SIMPSON MFG INC
COM. . . . . . . . . . . . . 829073105 2,366,700 58,800.00 X X
SINCLAIR BROADCAST GROUP INC
PFD CONV EXCHANGEABLE SER D. 829226505 5,586,823 136,890.00 X X
SITEL CORP
COM. . . . . . . . . . . . . 82980K107 286,900 120,800.00 X X
SIPEX CORP
COM. . . . . . . . . . . . . 829909100 7,450,197 570,350.00 X X
SIZELER PPTY INVS INC
COM. . . . . . . . . . . . . 830137105 751,575 91,100.00 X X
------------
PAGE TOTAL 60,954,737
</TABLE>
182
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SIZZLER INTL INC
COM. . . . . . . . . . . . . . 830139101 184,838 95,400.00 X X
SKY FINL GROUP INC
COM. . . . . . . . . . . . . . 83080P103 1,932,317 71,402.00 X X
SKYLINE CORP
COM. . . . . . . . . . . . . . 830830105 3,482,625 125,500.00 X X
SKYTEL COMMUNICATIONS INC
COM. . . . . . . . . . . . . . 83087Q104 2,558,588 153,900.00 X X
SKYTEL COMMUNICATIONS INC
PFD CONV EXCHANGEABLE 2.25 . . 83087Q302 12,743,688 445,500.00 X X
SKYWEST INC
830879102 1,940,400 67,200.00 X X
SMART MODULAR TECHNOLOGIES INC
COM. . . . . . . . . . . . . . 831690102 239,000 16,000.00 X X
SMITH A O CORP
COM. . . . . . . . . . . . . . 831865209 1,820,200 95,800.00 X X
SMITH CHARLES E RESIDENTIAL
COM. . . . . . . . . . . . . . 832197107 727,175 23,600.00 X X
SMITHFIELD FOODS INC
COM. . . . . . . . . . . . . . 832248108 8,839,050 389,600.00 X X
SMURFIT STONE CONTAINER CORP
COM. . . . . . . . . . . . . . 832727101 8,090,219 418,911.00 X X
SNYDER COMMUNICATIONS INC
COM. . . . . . . . . . . . . . 832914105 24,167,625 867,000.00 X X
SNYDER OIL CORP
COM. . . . . . . . . . . . . . 833482102 2,100,413 141,800.00 X X
SOCIEDAD QUIMICA MINERA DE CHI
SPONSORED ADR REPSTG SER B SHS 833635105 1,926,432 60,201.00 X X
------------
PAGE TOTAL 70,752,570
</TABLE>
183
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SODAK GAMING INC
COM . . . . . . . . . . . 833777105 296,425 33,400.00 X X
SOLECTRON CORP
COM . . . . . . . . . . . 834182107 791,569 16,300.00 X X
SOLUTIA INC
COM . . . . . . . . . . . 834376105 1,066,825 61,400.00 X X
SONIC CORP
835451105 2,747,625 102,000.00 X X
SONOCO PRODS CO
COM . . . . . . . . . . . 835495102 846,400 36,800.00 X X
SONUS PHARMACEUTICALS INC
COM . . . . . . . . . . . 835692104 201,000 26,800.00 X X
SONY CORP
AMER SH NEW . . . . . . . 835699307 1,095,750 12,000.00 X X
SOUND ADVICE INC
836066100 32,544 12,700.00 X X
SOUTH JERSEY INDS INC
COM . . . . . . . . . . . 838518108 216,250 10,000.00 X X
SOUTHDOWN INC
COM . . . . . . . . . . . 841297104 17,162,176 319,668.00 X X
SOUTHERN CO
COM . . . . . . . . . . . 842587107 3,343,013 143,400.00 X X
SOUTHERN ENERGY HOMES INC
COM . . . . . . . . . . . 842814105 73,100 13,600.00 X X
SOUTHERN PACIFIC FUG CORP
SUB NT CONV . . . . . . . 843576AA7 3,169,820 18,646,000.00 X X
SOUTHERN PERU COPPER CORP
COM . . . . . . . . . . . 843611104 330,050 32,800.00 X X
----------
PAGE TOTAL 31,372,547
</TABLE>
184
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SOUTHTRUST CORP
COM. . . . . . . . . . . . . 844730101 8,496,056 227,700.00 X X
SOUTHWEST AIRLS CO
COM. . . . . . . . . . . . . 844741108 363,000 12,000.00 X X
SOUTHWEST BANCORPORATION TEX
COM. . . . . . . . . . . . . 84476R109 1,284,194 104,300.00 X X
SOUTHWEST GAS CORP
COM. . . . . . . . . . . . . 844895102 4,094,750 148,900.00 X X
SOUTHWEST SECS GROUP INC
COM. . . . . . . . . . . . . 845224104 1,943,600 68,800.00 X X
SOUTHWEST WTR CO
COM. . . . . . . . . . . . . 845331107 155,750 11,125.00 X X
SOVRAN SELF STORAGE INC
COM. . . . . . . . . . . . . 84610H108 356,681 15,300.00 X X
SPACELABS INC
COM NASD INDL. . . . . . . . 846247104 600,206 35,700.00 X X
SPAN AMER MED SYS INC
COM. . . . . . . . . . . . . 846396109 56,950 13,400.00 X X
SPARTAN MTRS INC
COM. . . . . . . . . . . . . 846819100 102,813 17,500.00 X X
SPARTECH CORP
COM NEW. . . . . . . . . . . 847220209 4,925,250 238,800.00 X X
SPARTON CORP
COM. . . . . . . . . . . . . 847235108 105,225 18,300.00 X X
SPECIALTY EQUIP COS INC
COM. . . . . . . . . . . . . 847497203 2,734,875 99,000.00 X X
SPECTRANETICS CORP
COM. . . . . . . . . . . . . 84760C107 111,656 39,700.00 X X
------------
PAGE TOTAL 25,331,006
</TABLE>
185
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPECTRUM CTL INC
CL A. . . . . . . . . . . . 847615101 134,000 32,000.00 X X
SPIEGEL INC
CL A NON VTG. . . . . . . . 848457107 91,263 14,900.00 X X
SPIEKER PPTYS INC
COM . . . . . . . . . . . . 848497103 17,625,000 500,000.00 X X
SPIRE CORP
COM . . . . . . . . . . . . 848565107 47,100 15,700.00 X X
SPLASH TECHNOLOGY HLDGS INC
COM . . . . . . . . . . . . 848623104 506,934 83,618.00 X X
SPORTSMANS GUIDE INC
COM NEW . . . . . . . . . . 848907200 78,375 11,400.00 X X
SPORT SUPPLY GROUP INC
COM . . . . . . . . . . . . 848915104 92,625 11,400.00 X X
SPORTSLINE USA INC
COM . . . . . . . . . . . . 848934105 1,646,652 36,091.00 X X
SPORTS AUTH INC
SUB NT CONV . . . . . . . . 849176AC6 6,336,000 8,800,000.00 X X
SPRINT CORP
COM . . . . . . . . . . . . 852061100 7,830,375 79,800.00 X X
SPRINT CORP
PCS COM SER 1 . . . . . . . 852061506 1,036,913 23,400.00 X X
SS+C TECHNOLOGIES INC
COM . . . . . . . . . . . . 85227Q100 1,077,863 87,100.00 X X
STAAR SURGICAL CO
COM NEW . . . . . . . . . . 852312305 234,825 30,300.00 X X
STAFFMARK INC
COM . . . . . . . . . . . . 852389105 149,625 19,000.00 X X
----------
PAGE TOTAL 36,887,550
</TABLE>
186
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STANDARD COML CORP
COM. . . . . . . . . . . . . . 853258101 56,050 11,800.00 X X
STANDARD MICROSYSTEMS CORP
COM. . . . . . . . . . . . . . 853626109 102,375 13,000.00 X X
STANDARD PAC CORP NEW
COM. . . . . . . . . . . . . . 85375C101 4,492,088 348,900.00 X X
STANDARD PRODS CO
COM. . . . . . . . . . . . . . 853836104 1,389,375 85,500.00 X X
STANDEX INTL CORP
COM. . . . . . . . . . . . . . 854231107 247,188 11,300.00 X X
STANLEY FURNITURE INC
COM NEW. . . . . . . . . . . . 854305208 450,450 23,100.00 X X
STANFORD TELECOMMUNICATIONS
COM. . . . . . . . . . . . . . 854402104 571,950 36,900.00 X X
STAR TELECOMMUNICATIONS INC
COM. . . . . . . . . . . . . . 854923109 203,088 21,100.00 X X
STAPLES INC
COM. . . . . . . . . . . . . . 855030102 15,331,256 466,350.00 X X
STAR MULTI CARE SVCS INC
COM. . . . . . . . . . . . . . 855156105 18,013 13,100.00 X X
STARBUCKS CORP
COM. . . . . . . . . . . . . . 855244109 8,581,513 305,800.00 X X
STARMET CORPORATION
COM. . . . . . . . . . . . . . 855547105 152,900 27,800.00 X X
STARRETT L S CO
CL A FORMERLY COM TO 9/22/1988 855668109 332,100 12,300.00 X X
STARWOOD HOTELS + RESORTS
1 CL B SH BEN INT+ 1 COMMON. . 85590A203 30,624,713 1,072,200.00 X X
-----------
PAGE TOTAL 62,553,059
</TABLE>
187
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STATE STREET CORPORATION
COM . . . . . . . . . . . . . . 857477103 1,084,875 13,200.00 X X
STATION CASINOS INC
857689103 1,860,225 145,900.00 X X
STATION CASINOS INC
PFD CONV PCT. . . . . . . . . . 857689202 13,434,500 277,000.00 X X
STEEL TECHNOLOGIES INC
COM . . . . . . . . . . . . . . 858147101 319,725 40,600.00 X X
STEINWAY MUSICAL INSTRS INC
ORD COM . . . . . . . . . . . . 858495104 918,563 41,400.00 X X
STEPAN CHEM CO
COM . . . . . . . . . . . . . . 858586100 480,600 21,600.00 X X
STERLING BANCSHARES INC
COM . . . . . . . . . . . . . . 858907108 1,336,300 128,800.00 X X
STERIS CORP
COM . . . . . . . . . . . . . . 859152100 1,943,625 73,000.00 X X
STERLING BANCORP
COM(RTS CALLABLE THRU 03MAR99). 859158107 1,021,163 52,200.00 X X
STERLING COMM INC
COM . . . . . . . . . . . . . . 859205106 664,200 21,600.00 X X
STERLING SOFTWARE INC.
COM . . . . . . . . . . . . . . 859547101 3,880,750 163,400.00 X X
STET HELLAS TELECOMMUNICATIONS
ADR . . . . . . . . . . . . . . 859823106 1,898,963 64,100.00 X X
STEWART ENTERPRISES INC
CL A. . . . . . . . . . . . . . 860370105 3,022,963 188,200.00 X X
STEWART INFORMATION SVCS CORP
COM . . . . . . . . . . . . . . 860372101 1,701,619 50,700.00 X X
----------
PAGE TOTAL 33,568,071
</TABLE>
188
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STILLWATER MNG CO
COM . . . . . . . . . . . . . 86074Q102 4,032,738 152,900.00 X X
STIMSONITE CORP
COM . . . . . . . . . . . . . 860832104 191,888 23,800.00 X X
STONE CONTAINER CORP
861589AE9 338,580 418,000.00 X X
STONE CONTAINER CORP
PFD SER E CONV EXCH 1.75. . . 861589307 4,426,200 245,900.00 X X
STONERIDGE INC
COM . . . . . . . . . . . . . 86183P102 1,297,363 93,400.00 X X
STORAGE USA INC
COM . . . . . . . . . . . . . 861907103 3,109,900 109,600.00 X X
STORAGE COMPUTER CORP
COM . . . . . . . . . . . . . 86211A101 56,769 29,300.00 X X
STRATEGIC DISTR INC
COM . . . . . . . . . . . . . 862701208 101,200 50,600.00 X X
STROUDS INC
COM . . . . . . . . . . . . . 863451100 66,500 38,000.00 X X
STRUCTURAL DYNAMICS RESH CORP
COM RTS CALLABLE THRU 10AUG98 863555108 354,563 18,600.00 X X
SUGEN INC
COM . . . . . . . . . . . . . 865041107 903,731 47,100.00 X X
SUIZA FOODS CORP
COM . . . . . . . . . . . . . 865077101 2,442,344 72,500.00 X X
SULCUS HOSPITALITY TECH CORP
865091102 70,125 33,000.00 X X
SUMMIT DESIGN INC
COM . . . . . . . . . . . . . 86605U101 562,203 163,550.00 X X
--------------
PAGE TOTAL 17,954,104
</TABLE>
189
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUMMIT PPTYS INC
COM . . . . . . . . . . . . 866239106 871,088 52,200.00 X X
SUN CMNTYS INC
COM . . . . . . . . . . . . 866674104 1,120,775 35,300.00 X X
SUN MICROSYSTEMS INC
COM . . . . . . . . . . . . 866810104 54,761,156 438,300.00 X X
SUNAIR ELECTRS INC
COM . . . . . . . . . . . . 867017105 39,963 13,900.00 X X
SUNDANCE HOMES INC
COM . . . . . . . . . . . . 86724Q106 13,500 21,600.00 X X
SUNDSTRAND CORP
COM . . . . . . . . . . . . 867323107 3,190,050 45,900.00 X X
SUNGLASS HUT INTL INC
2003 SUB NT 144A. . . . . . 86736FAA4 6,179,688 7,910,000.00 X X
SUNGARD DATA SYS INC
COM . . . . . . . . . . . . 867363103 19,300,000 482,500.00 X X
SUNOCO INC
COM . . . . . . . . . . . . 86764P109 15,445,569 428,300.00 X X
SUNRISE ASSISTED LIVING INC
COM . . . . . . . . . . . . 86768K106 3,275,944 71,900.00 X X
SUNTERRA CORP
COM . . . . . . . . . . . . 86787D109 4,497,090 461,240.00 X X
SUNRISE MED INC
COM . . . . . . . . . . . . 867910101 160,000 25,600.00 X X
SUNTRUST BKS INC
COM . . . . . . . . . . . . 867914103 4,930,200 79,200.00 X X
SUNSTONE HOTEL INVS INC
COM . . . . . . . . . . . . 867933103 357,219 49,700.00 X X
--------------
PAGE TOTAL 114,142,242
</TABLE>
190
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUPERIOR ENERGY SVCS INC
COM . . . . . . . . . . . . 868157108 169,869 47,268.00 X X
SUPERIOR INDS INTL INC
COM . . . . . . . . . . . . 868168105 3,278,250 141,000.00 X X
SUPERIOR NATL INS GROUP INC
COM . . . . . . . . . . . . 868224106 214,700 11,300.00 X X
SUPERIOR SVCS INC
COM . . . . . . . . . . . . 868316100 3,926,838 198,200.00 X X
SUPERIOR UNIFORM GROUP INC
COM . . . . . . . . . . . . 868358102 597,500 47,800.00 X X
SUPERIOR TELECOM INC
COM . . . . . . . . . . . . 868365107 3,506,031 185,750.00 X X
SUPERTEX INC
COM . . . . . . . . . . . . 868532102 580,650 55,300.00 X X
SUPERVALU INC
COM . . . . . . . . . . . . 868536103 10,479,563 508,100.00 X X
SUPREMA SPECIALTIES INC
COM . . . . . . . . . . . . 86859F107 67,525 14,600.00 X X
SUPREME INDS INC
CL A. . . . . . . . . . . . 868607102 136,438 18,500.00 X X
SWANK INC
COM PAR 0.10 . . . . . . . 869716209 16,406 15,000.00 X X
SWIFT TRANSN INC
870756103 7,149,263 276,300.00 X X
SWISS ARMY BRANDS INC
COM . . . . . . . . . . . . 870827102 131,531 13,800.00 X X
SYBRON INTL CORP WISCONSIN
COM . . . . . . . . . . . . 87114F106 550,000 22,000.00 X X
--------------
PAGE TOTAL 30,804,564
</TABLE>
191
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SYKES ENTERPRISES INC
COM. . . . . . . . . . . . . 871237103 5,897,031 182,500.00 X X
SYLVAN INC
871371100 118,738 11,800.00 X X
SYLVAN LEARNING SYS INC
COM. . . . . . . . . . . . . 871399101 13,511,287 493,563.00 X X
SYMANTEC CORP
COM. . . . . . . . . . . . . 871503108 3,839,731 226,700.00 X X
SYMBOL TECHNOLOGIES INC
COM. . . . . . . . . . . . . 871508107 12,336,750 274,150.00 X X
SYMIX SYS INC
COM. . . . . . . . . . . . . 871535100 305,000 20,000.00 X X
SYMMETRICOM INC
COM. . . . . . . . . . . . . 871543104 296,688 47,000.00 X X
SYMS CORP
COM. . . . . . . . . . . . . 871551107 111,563 15,000.00 X X
SYNAPTIC PHARMACEUTICAL CORP
COM. . . . . . . . . . . . . 87156R109 140,250 20,400.00 X X
SYNCOR INTL CORP NEW
COM. . . . . . . . . . . . . 87157J106 992,350 35,600.00 X X
SYNOPSYS INC
COM. . . . . . . . . . . . . 871607107 16,936,625 315,100.00 X X
SYNTELLECT INC
87161L105 61,100 41,600.00 X X
SYNTEL INC
COM. . . . . . . . . . . . . 87162H103 279,500 34,400.00 X X
SYSTEM SOFTWARE ASSOC INC
COM. . . . . . . . . . . . . 871839106 627,300 278,800.00 X X
---------------
PAGE TOTAL 55,453,913
</TABLE>
192
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SYSTEMS + COMPUTER TECHNOLOGY
SUB DEV CONV. . . . . . . . . 871873AB1 792,050 1,085,000.00 X X
SYNTHETIC INDS INC
COM . . . . . . . . . . . . . 871914107 226,950 13,600.00 X X
T + W FINL CORP
COM . . . . . . . . . . . . . 87215N107 225,288 26,900.00 X X
TBA ENTMT CORP
COM . . . . . . . . . . . . . 872173109 72,600 17,600.00 X X
TBC CORP
COM . . . . . . . . . . . . . 872180104 315,250 52,000.00 X X
TCA CABLE TV INC
COM . . . . . . . . . . . . . 872241104 2,222,850 51,100.00 X X
TCF FINANCIAL CORP
COM . . . . . . . . . . . . . 872275102 3,603,406 138,700.00 X X
TCI INTL INC
COM . . . . . . . . . . . . . 872293105 29,859 10,500.00 X X
TCI SATELLITE ENTMT INC
CL A. . . . . . . . . . . . . 872298104 10,959 16,700.00 X X
TCSI CORP
COM . . . . . . . . . . . . . 87233R106 101,031 53,000.00 X X
TIG HLDGS INC
COM . . . . . . . . . . . . . 872469101 500,794 30,700.00 X X
TJ INTL INC
872534102 1,980,663 82,100.00 X X
TJX COS INC NEW
COM . . . . . . . . . . . . . 872540109 44,880,000 1,320,000.00 X X
TNP ENTERPRISES INC
COM . . . . . . . . . . . . . 872594106 2,231,000 77,600.00 X X
-------------
PAGE TOTAL 57,192,700
</TABLE>
193
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
T NETIX INC
COM. . . . . . . . . . . . . 872597109 121,800 23,200.00 X X
TRM CORP
COM. . . . . . . . . . . . . 872636105 84,044 11,900.00 X X
TRW INC
COM. . . . . . . . . . . . . 872649108 11,616,150 255,300.00 X X
TSI INC MINN
COM. . . . . . . . . . . . . 872876107 233,188 28,700.00 X X
TSI INTL SOFTWARE LTD
COM. . . . . . . . . . . . . 872879101 1,132,450 23,200.00 X X
TSR INC
COM. . . . . . . . . . . . . 872885108 90,300 12,900.00 X X
TMP WORLDWIDE INC
COM. . . . . . . . . . . . . 872941109 10,188,525 157,200.00 X X
TV GUIDE INC
CL A . . . . . . . . . . . . 87307Q109 10,502,000 284,800.00 X X
TAB PRODS CO
COM. . . . . . . . . . . . . 873197107 56,525 11,900.00 X X
TACO CABANA INC
COM. . . . . . . . . . . . . 873425102 154,219 17,500.00 X X
TAIWAN SEMICNDCTR MFG CO LTD
SPONSORED ADR. . . . . . . . 874039100 4,126,721 174,676.00 X X
TALBOTS INC
COM. . . . . . . . . . . . . 874161102 1,657,500 68,000.00 X X
TANDY BRANDS ACCESSORIES INC
COM. . . . . . . . . . . . . 875378101 235,500 15,700.00 X X
TANDY CORP
COM. . . . . . . . . . . . . 875382103 701,938 11,000.00 X X
---------------
PAGE TOTAL 40,900,860
</TABLE>
194
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TANDYCRAFTS INC
COM. . . . . . . . . . . . . . 875386104 54,688 25,000.00 X X
TANGER FACTORY OUTLET CTRS INC
COM. . . . . . . . . . . . . . 875465106 409,275 21,400.00 X X
TARRANT APPAREL GROUP
COM. . . . . . . . . . . . . . 876289109 357,000 8,500.00 X X
TASTY BAKING CORP
COM. . . . . . . . . . . . . . 876553306 319,288 28,700.00 X X
TAUBMAN CENTERS INC
REIT . . . . . . . . . . . . . 876664103 102,615,886 8,376,807.00 X X
TEAM INC
COM. . . . . . . . . . . . . . 878155100 40,200 20,100.00 X X
TECH DATA CORP
COM. . . . . . . . . . . . . . 878237106 21,561,732 940,021.00 X X
TECH OPS SEVCON INC
COM. . . . . . . . . . . . . . 878293109 234,938 17,900.00 X X
TECH SYM CORP
COM RTS CALLABLE THRU 5/31/98. 878308105 393,356 18,900.00 X X
TECHNE CORP
COM. . . . . . . . . . . . . . 878377100 1,232,963 42,700.00 X X
TECHNICAL CHEMICALS+PRODS INC
COM. . . . . . . . . . . . . . 87840Q103 36,625 29,300.00 X X
TECHNITROL INC
COM. . . . . . . . . . . . . . 878555101 1,851,919 80,300.00 X X
TECHNOLOGY SOLUTIONS CO
COM. . . . . . . . . . . . . . 87872T108 1,879,931 263,850.00 X X
TECHNOLOGY RESH CORP
COM NEW. . . . . . . . . . . . 878727304 16,763 14,900.00 X X
-----------
PAGE TOTAL 131,004,564
</TABLE>
195
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TECUMSEH PRODS CO
CL B . . . . . . . . . . . . . 878895101 573,994 12,650.00 X X
TECUMSEH PRODS CO
CL A . . . . . . . . . . . . . 878895200 5,116,672 100,450.00 X X
TEGAL CORP
COM. . . . . . . . . . . . . . 879008100 59,400 19,800.00 X X
TEKELEC INC
COM. . . . . . . . . . . . . . 879101103 345,150 47,200.00 X X
TEKTRONIX INC
COM. . . . . . . . . . . . . . 879131100 325,725 12,900.00 X X
TEL SAVE HLDGS INC
SUB NT CONV. . . . . . . . . . 879176AC9 3,106,960 4,544,000.00 X X
TELCOM SEMICONDUCTOR INC
COM. . . . . . . . . . . . . . 87921P107 119,713 31,400.00 X X
TELE CENTRO SUL PARTICIPACOES
SPONSORED ADR REPSTG PFD . . . 879239101 645,147 13,968.00 X X
TELE NORTE LESTE PARTICIPACOES
SPONSORED ADR REPSTG PFD . . . 879246106 3,564,279 231,823.00 X X
TELECOM ARGENTINA STET FRANCE
SPONSORED ADR REPSTG CL B SHS. 879273209 3,101,370 113,034.00 X X
TELECOM CORP OF NEW ZEALAND
SPONSERED ADR. . . . . . . . . 879278208 1,725,750 44,250.00 X X
TELECOMUNICACOES BRASILEIRAS
SPNSD ADR REPSTG ADR FOR PFD . 879287308 5,645,524 70,022.00 X X
TELEFLEX INC
COM. . . . . . . . . . . . . . 879369106 916,281 26,900.00 X X
TELEFONICA DE ARGENTINA S A
SPONSORED ADR REPSTG 10 CL B . 879378206 4,723,961 156,164.00 X X
------------
PAGE TOTAL 29,969,926
</TABLE>
196
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TELEFONICA DEL PERU SA
SPONSORED ADR REPSTG CL B SHS 879384105 5,467,838 428,850.00 X X
TELEFONOS DE MEXICO S A
SPONSORED ADR REPSTG SH ORD L 879403780 37,316,202 569,713.00 X X
TELEPHONE + DATA SYS INC
COM . . . . . . . . . . . . . 879433100 417,175 7,400.00 X X
TELESP PARTICIPACPOES S A
SPONSORED ADR REPSTG PFD. . . 87952K100 409,406 19,850.00 X X
TELESP CELULAR PARTICIPACOES
SPONSORED ADR REPSTG PFD. . . 87952L108 296,643 14,168.00 X X
TELIGENT INC
CL A. . . . . . . . . . . . . 87959Y103 249,750 6,000.00 X X
TELLABS INC
COM . . . . . . . . . . . . . 879664100 20,693,675 211,700.00 X X
TEMPLE INLAND INC
COM . . . . . . . . . . . . . 879868107 14,934,500 238,000.00 X X
TELETECH HLDGS INC
COM . . . . . . . . . . . . . 879939106 249,375 38,000.00 X X
TEMTEX INDS INC
880236203 36,281 12,900.00 X X
TENET HEALTHCARE CORP
COM . . . . . . . . . . . . . 88033G100 13,443,731 709,900.00 X X
TENNANT CO
COM . . . . . . . . . . . . . 880345103 1,589,200 46,400.00 X X
TENNECO INC NEW
COM . . . . . . . . . . . . . 8.80E+105 12,747,881 456,300.00 X X
TERADYNE INC
COM RTS CALLABLE THRU 26MAR00 880770102 14,540,906 266,500.00 X X
--------------
PAGE TOTAL 122,392,563
</TABLE>
197
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEREX CORP NEW
COM. . . . . . . . . . . . . . 880779103 2,284,638 94,700.00 X X
TESORO PETE CORP
COM. . . . . . . . . . . . . . 881609101 1,461,900 132,900.00 X X
TESORO PETE CORP
PREM INC EQ SEC DEP SH PFD CNV 881609408 8,953,125 750,000.00 X X
TESSERACT GROUP INC
COM. . . . . . . . . . . . . . 881612105 33,350 11,600.00 X X
TETRA TECHNOLOGIES INC DEL
COM. . . . . . . . . . . . . . 88162F105 140,400 20,800.00 X X
TETRA TECH INC NEW
COM. . . . . . . . . . . . . . 88162G103 5,479,936 260,175.00 X X
TEVA PHARMACEUTICAL INDS LTD
ADR. . . . . . . . . . . . . . 881624209 3,515,119 74,100.00 X X
TEXACO INC
COM. . . . . . . . . . . . . . 881694103 13,262,475 233,700.00 X X
TEXAS INDS INC
COM. . . . . . . . . . . . . . 882491103 431,738 17,400.00 X X
TEXAS INSTRS INC
COM. . . . . . . . . . . . . . 882508104 37,516,500 378,000.00 X X
TEXAS REGL BANCSHARES INC
CL A VTG . . . . . . . . . . . 882673106 213,300 7,900.00 X X
TEXAS UTILS CO
COM. . . . . . . . . . . . . . 882848104 8,951,044 214,600.00 X X
TEXTRON INC
COM. . . . . . . . . . . . . . 883203101 1,292,163 16,700.00 X X
THACKERAY CORP
COM. . . . . . . . . . . . . . 883217101 110,200 30,400.00 X X
------------
PAGE TOTAL 83,645,888
</TABLE>
198
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
THERMO ECOTEK CORP
COM . . . . . . . . . 88355R106 340,000 42,500.00 X X
THERMO FIBERTEK INC
SUB DEB CONV 144A . . 88355WAA3 1,396,125 1,700,000.00 X X
THERMO ELECTRONCORP
SUB DEB CONV 144A . . 883556AF9 1,075,388 1,210,000.00 X X
THERMO ELECTRON CORP
COM . . . . . . . . . 883556102 2,712,500 200,000.00 X X
THERMO OPTEK CORP
SUB DEB CONV 144A . . 883582AA6 1,600,500 1,650,000.00 X X
THERMO POWER CORP
COM . . . . . . . . . 883589103 266,400 33,300.00 X X
THERMO SENTRON INC
COM . . . . . . . . . 883593105 259,375 25,000.00 X X
THERMO VOLTER CORP
883602104 130,425 18,800.00 X X
THERMOQUEST CORP
GTD SUB DEB CONV 144A 883655AA0 3,476,288 3,570,000.00 X X
THERMOQUEST CORP
COM . . . . . . . . . 883655102 1,886,650 155,600.00 X X
THOMAS + BETTS CORP
COM . . . . . . . . . 884315102 1,431,131 38,100.00 X X
THOMAS GROUP INC
COM . . . . . . . . . 884402108 167,125 19,100.00 X X
THOMAS INDS INC
COM . . . . . . . . . 884425109 410,625 21,900.00 X X
THOR INDS INC
COM . . . . . . . . . 885160101 2,458,206 108,650.00 X X
-------------------
PAGE TOTAL 17,610,738
</TABLE>
199
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ---------- ---------- ----- ----- ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
THORNBURG MTG ASSET CORP
COM. . . . . . . . . . . 885218107 424,350 49,200.00 X X
3DO CO
COM. . . . . . . . . . . 88553W105 125,578 23,500.00 X X
3COM CORP
COM. . . . . . . . . . . 885535104 10,973,194 470,700.00 X X
THREE FIVE SYS INC
88554L108 175,950 20,400.00 X X
TIDEWATER INC
COM. . . . . . . . . . . 886423102 10,600,988 409,700.00 X X
TIFFANY + CO NEW
COM. . . . . . . . . . . 886547108 4,215,900 56,400.00 X X
TIMBERLAND CO
CL A . . . . . . . . . . 887100105 3,235,106 51,300.00 X X
TIMBERLINE SOFTWARE CORP
COM. . . . . . . . . . . 887134104 282,100 24,800.00 X X
TIME WARNER INC
COM. . . . . . . . . . . 887315109 33,416,401 470,330.00 X X
TIMES MIRROR CO NEW
COM SER A. . . . . . . . 887364107 270,625 5,000.00 X X
TIMKEN CO
COM. . . . . . . . . . . 887389104 5,024,500 309,200.00 X X
TIPPERARY CORP
COM PAR USD0.02. . . . . 888002300 29,169 35,900.00 X X
TITAN CORP
COM. . . . . . . . . . . 888266103 437,163 85,300.00 X X
TODD AO CORP
888896107 88,200 11,200.00 X X
------------
PAGE TOTAL 69,299,224
</TABLE>
200
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TODAYS MAN INC
COM NEW . . . . . . . . . . . 888910205 51,319 39,100.00 X X
TODD SHIPYARDS CORP
COM . . . . . . . . . . . . . 889039103 42,000 10,500.00 X X
TOKHEIM CORP
COM . . . . . . . . . . . . . 889073102 209,475 26,600.00 X X
TOPPS INC
COM RTS CALLABLE THRU 13DEC01 890786106 381,500 87,200.00 X X
TORCHMARK INC
COM . . . . . . . . . . . . . 891027104 913,963 28,900.00 X X
TOROTEL INC
COM . . . . . . . . . . . . . 891305104 1,575 12,600.00 X X
TOSCO CORP
COM NEW . . . . . . . . . . . 891490302 27,688,269 1,115,900.00 X X
TOTAL RENAL CARE HLDGS INC
COM . . . . . . . . . . . . . 89151A107 2,496,868 226,988.00 X X
TOTAL TEL USA COMMUNICATIONS
COM . . . . . . . . . . . . . 89151T106 260,850 14,800.00 X X
TOWER AIR INC
COM . . . . . . . . . . . . . 891697104 21,244 10,300.00 X X
TOWER AUTOMOTIVE INC
SUB NT CONV 144A. . . . . . . 891707AA9 3,995,000 4,250,000.00 X X
TOWER AUTOMOTIVE INC
COM . . . . . . . . . . . . . 891707101 11,675,081 626,850.00 X X
TOWER RLTY TR INC
COM . . . . . . . . . . . . . 8.92E+113 486,694 25,700.00 X X
TOWN + CNTRY TR
SH BEN INT. . . . . . . . . . 892081100 2,164,481 143,700.00 X X
-------------------
PAGE TOTAL 50,388,319
</TABLE>
201
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TOYS R US INC
COM. . . . . . . . . . . . . . 892335100 4,343,806 230,900.00 X X
TRACTOR SUPPLY CO
COM. . . . . . . . . . . . . . 892356106 587,938 23,000.00 X X
TRAMMELL CROW CO
COM. . . . . . . . . . . . . . 89288R106 1,215,450 65,700.00 X X
TRANS WORLD ENTMT CORP
COM. . . . . . . . . . . . . . 89336Q100 112,750 10,250.00 X X
TRANSACTION NETWORK SVCS INC
COM. . . . . . . . . . . . . . 893414102 3,076,044 187,850.00 X X
TRANSACTION SYS ARCHITECTS INC
CL A . . . . . . . . . . . . . 893416107 1,972,800 54,800.00 X X
TRANSAMERICA CORP
COM. . . . . . . . . . . . . . 893485102 887,500 12,500.00 X X
TRANSCANADA PIPELINES LTD
COM. . . . . . . . . . . . . . 893526103 395,250 31,000.00 X X
TRANSOCEAN OFFSHORE INC
COM. . . . . . . . . . . . . . 893817106 2,953,281 102,500.00 X X
TRANSTECHNOLOGY CORP
COM. . . . . . . . . . . . . . 893889105 501,600 30,400.00 X X
TRANSTEXAS GAS CORP
COM. . . . . . . . . . . . . . 893895102 29,400 29,400.00 X X
TRANSCEND SVCS INC
COM. . . . . . . . . . . . . . 893929109 57,125 45,700.00 X X
TRANSMONTAIGNE INC
COM. . . . . . . . . . . . . . 893934109 1,017,288 83,900.00 X X
TRAVELERS PPTY CAS CORP
CL A . . . . . . . . . . . . . 893939108 2,384,525 66,700.00 X X
-------------------
PAGE TOTAL 19,534,757
</TABLE>
202
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRANSWITCH CORP
COM . . . . . . . . . . . . . 894065101 1,746,650 38,600.00 X X
TRAVEL SVCS INTL INC
COM . . . . . . . . . . . . . 894169101 232,050 22,100.00 X X
TREADCO INC
COM . . . . . . . . . . . . . 894545102 151,763 17,100.00 X X
TREDEGAR INDS INC
COM . . . . . . . . . . . . . 894650100 1,939,781 62,700.00 X X
TREND LINES INC
COM . . . . . . . . . . . . . 894859107 36,919 17,900.00 X X
TRIATHLON BROADCASTING CO
DEP SH REPSTG 1/10 PFD CONV . 89589P304 4,573,800 435,600.00 X X
TRIAD GTY INC
COM . . . . . . . . . . . . . 895925105 2,964,763 218,600.00 X X
TRIGEN ENERGY CORP
COM . . . . . . . . . . . . . 895930105 254,588 18,600.00 X X
TRICON GLOBAL RESTAURANTS INC
COM . . . . . . . . . . . . . 895953107 1,981,050 28,200.00 X X
TRIBUNE CO NEW
COM . . . . . . . . . . . . . 896047107 5,110,669 78,100.00 X X
TRICORD SYSTEMS INC
COM . . . . . . . . . . . . . 896121100 43,791 17,300.00 X X
TRIGON HEALTHCARE INC
COM . . . . . . . . . . . . . 89618L100 1,250,125 36,500.00 X X
TRIMEDYNE INC
COM . . . . . . . . . . . . . 896259108 36,694 30,900.00 X X
TRINET CORP RLTY TR INC
COM . . . . . . . . . . . . . 896287109 7,059,325 278,200.00 X X
-------------------
PAGE TOTAL 27,381,968
</TABLE>
203
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRINITECH SYS INC
COM . . . . . . . . . . . . . 896406105 95,900 13,700.00 X X
TRINITY INDS INC
COM . . . . . . . . . . . . . 896522109 7,431,875 253,000.00 X X
TRIUMPH GROUP INC NEW
COM . . . . . . . . . . . . . 896818101 1,109,200 47,200.00 X X
TRISM INC
COM . . . . . . . . . . . . . 896925104 18,525 15,600.00 X X
TRIZEC HAHN CORP
SUB VTG . . . . . . . . . . . 896938107 1,628,031 88,300.00 X X
TRUMP HOTELS + CASINO RESORTS
COM . . . . . . . . . . . . . 898168109 200,800 50,200.00 X X
THE TRUST COMPANY OF N J
COM . . . . . . . . . . . . . 898304100 266,750 11,000.00 X X
TRUSTCO BK CORP N Y
COM . . . . . . . . . . . . . 898349105 1,700,000 68,000.00 X X
TUPPERWARE CORP
COM . . . . . . . . . . . . . 899896104 694,800 38,600.00 X X
TULTEX CORP
COM . . . . . . . . . . . . . 899900104 35,563 56,900.00 X X
TURNER CORP
COM . . . . . . . . . . . . . 900273103 536,200 38,300.00 X X
TUSCARORA INC
COM . . . . . . . . . . . . . 900902107 224,425 19,100.00 X X
TV AZTECA S A DE C V
SPONSORED ADR . . . . . . . . 901145102 3,471,250 555,400.00 X X
TWIN DISC INC
COM . . . . . . . . . . . . . 901476101 369,600 19,200.00 X X
-------------------
PAGE TOTAL 17,782,919
</TABLE>
204
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TWINLAB CORP
COM . . . . . . . . . . . 901774109 122,813 13,100.00 X X
II VI INC
902104108 127,875 16,500.00 X X
TYCO INTL LTD NEW
COM . . . . . . . . . . . 902124106 32,222,925 449,100.00 X X
TYSON FOODS INC (DEL)
CLS A COM . . . . . . . . 902494103 18,240,169 881,700.00 X X
UBICS INC
COM . . . . . . . . . . . 90261L108 78,375 16,500.00 X X
UGI CORP NEW
COM . . . . . . . . . . . 902681105 685,856 41,100.00 X X
UICI
COM . . . . . . . . . . . 902737105 2,004,750 89,100.00 X X
UMB FINL CORP
COM . . . . . . . . . . . 902788108 875,944 22,605.00 X X
UST CORP
COM . . . . . . . . . . . 902900109 1,985,597 90,900.00 X X
USX MARATHON GROUP
COM NEW . . . . . . . . . 902905827 34,949,750 1,270,900.00 X X
UST INC
COM USD0.50 . . . . . . . 902911106 5,658,675 216,600.00 X X
USA DETERGENTS INC
COM . . . . . . . . . . . 902938109 165,625 26,500.00 X X
U S RESTAURANT PPTYS INC
COM . . . . . . . . . . . 902971100 326,381 16,900.00 X X
U S RESTAURANT PPTYS INC
PFD CONV SER A. . . . . . 902971209 2,438,013 130,900.00 X X
-------------------
PAGE TOTAL 99,882,748
</TABLE>
205
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
US BANCORP DEL
COM. . . . . . . . . . . . . . 902973106 49,203,724 1,444,513.00 X X
USA NETWORKS INC
COM. . . . . . . . . . . . . . 902984103 2,331,394 65,100.00 X X
UNUM CORP
COM. . . . . . . . . . . . . . 903192102 15,353,175 322,800.00 X X
URS CORP NEW
COM. . . . . . . . . . . . . . 903236107 2,190,981 121,300.00 X X
U S DIAGNOSTIC INC
COM. . . . . . . . . . . . . . 90328Q108 46,625 37,300.00 X X
U S CAN CORP
COM. . . . . . . . . . . . . . 90328W105 557,550 37,800.00 X X
USG CORP
COM NEW. . . . . . . . . . . . 903293405 23,242,050 452,400.00 X X
U S FOODSERVICE
COM. . . . . . . . . . . . . . 90331R101 2,957,400 63,600.00 X X
USEC INC
COM. . . . . . . . . . . . . . 9.03E+112 1,466,050 107,600.00 X X
USX U S STL GROUP
90337T101 14,351,450 610,700.00 X X
ULTIMATE ELECTRS INC
COM. . . . . . . . . . . . . . 903849107 199,288 21,400.00 X X
ULTRAMAR DIAMOND SHAMROCK
COM. . . . . . . . . . . . . . 904000106 10,827,378 500,688.00 X X
UNI MARTS INC
COM. . . . . . . . . . . . . . 904571304 54,863 23,100.00 X X
UNIBANCO UNIAO DE BARNCOS BRAS
GLOBAL DEPOSITORY RCPT REPSTG. 9.05E+111 3,174,267 164,897.00 X X
-------------------
PAGE TOTAL 125,956,195
</TABLE>
206
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- -------------------------- ---------- ------------------- ---------- ---- ------ ----- ---- ---- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VIACOM INC
CL B . . . . . . . . . . . 925524308 20,547,900 244,800.00 X X
VIATEL INC
COM. . . . . . . . . . . . 925529208 587,100 20,600.00 X X
VICAL INC
COM. . . . . . . . . . . . 925602104 238,825 23,300.00 X X
VICORP RESTAURANTS INC
COM. . . . . . . . . . . . 925817108 417,600 26,100.00 X X
VIDEO UPDATE INC
CL A . . . . . . . . . . . 92657V104 104,709 124,100.00 X X
VIDEOSERVER INC
COM. . . . . . . . . . . . 926918103 87,575 11,300.00 X X
VIRCO MFG CO
COM. . . . . . . . . . . . 927651109 416,250 30,000.00 X X
VISIO CORP
COM. . . . . . . . . . . . 927914101 236,250 8,400.00 X X
VIRTUALFUND COM INC
COM. . . . . . . . . . . . 92825A107 44,494 33,900.00 X X
VISHAY INTERTECHNOLOGY INC
COM. . . . . . . . . . . . 928298108 3,072,445 211,160.00 X X
VISTA EYECARE INC
COM. . . . . . . . . . . . 928352103 335,381 57,700.00 X X
VISTA MED TECHNOLOGIES INC
COM. . . . . . . . . . . . 928369107 65,800 32,900.00 X X
VISX INC DEL
92844S105 20,160,870 187,434.00 X X
VITESSE SEMICONDUCTOR CORP
COM. . . . . . . . . . . . 928497106 7,036,875 139,000.00 X X
-------------------
PAGE TOTAL 53,352,074
</TABLE>
207
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------- ---------- ------------------- ------------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VOICE CTL SYS INC DEL
COM . . . . . . . . . 92861B100 65,663 20,600.00 X X
VORNADO RLTY TR
COM . . . . . . . . . 929042109 4,560,900 132,200.00 X X
VORNADO REALTY TR
PFD CONV SER A. . . . 929042208 12,575,850 256,650.00 X X
VULCAN MATLS CO
COM . . . . . . . . . 929160109 4,598,081 111,300.00 X X
WICOR INC
COM . . . . . . . . . 929253102 364,500 18,000.00 X X
WMX TECHNOLOGIES INC
SUB NT CONV . . . . . 92929QAF4 21,960,263 22,935,000.00 X X
WPI GROUP INC
COM . . . . . . . . . 92930K107 55,344 16,100.00 X X
WPS RES CORP
COM . . . . . . . . . 92931B106 1,047,250 35,500.00 X X
WSFS FINL CORP
COM . . . . . . . . . 929328102 457,763 31,300.00 X X
WABASH NATL CORP
COM . . . . . . . . . 929566107 2,895,788 249,100.00 X X
WACHOVIA CORP NEW
929771103 2,330,081 28,700.00 X X
WACKENHUT CORP
COM . . . . . . . . . 929794105 215,825 9,700.00 X X
WAL MART STORES INC
COM . . . . . . . . . 931142103 141,600,000 1,536,000.00 X X
WALBRO CORP
COM . . . . . . . . . 931154108 103,500 11,500.00 X X
-------------------
PAGE TOTAL 192,830,808
</TABLE>
208
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WALDEN RESIDENTIAL PPTYS INC
COM. . . . . . . . . . . . . 931210108 690,900 39,200.00 X X
WALKER INTERACTIVE SYS
COM. . . . . . . . . . . . . 931664106 180,625 42,500.00 X X
WALL STREET DELI INC
COM. . . . . . . . . . . . . 931904106 69,844 14,900.00 X X
WALL DATA INC
932045107 615,250 42,800.00 X X
WALLACE COMPUTER SER INC
COM. . . . . . . . . . . . . 932270101 1,275,925 64,400.00 X X
WALTER INDS INC
COM. . . . . . . . . . . . . 93317Q105 1,888,875 167,900.00 X X
WARNACO GROUP INC
COM CL A . . . . . . . . . . 934390105 3,819,156 154,700.00 X X
WARNER LAMBERT CO
COM. . . . . . . . . . . . . 934488107 73,199,875 1,105,900.00 X X
WARRANTECH CORP
COM PAR 0.007. . . . . . . . 934648304 117,619 36,900.00 X X
WARREN BANCORP INC
COM. . . . . . . . . . . . . 934710104 369,250 42,200.00 X X
WASHINGTON FED INC
COM. . . . . . . . . . . . . 938824109 2,079,840 99,040.00 X X
WASHINGTON GAS LT CO
COM. . . . . . . . . . . . . 938837101 1,925,388 85,100.00 X X
WASHINGTON HOMES INC NEW
938864105 153,238 29,900.00 X X
WASHINGTON MUT INC
COM. . . . . . . . . . . . . 939322103 56,509,688 1,382,500.00 X X
-------------------
PAGE TOTAL 142,895,473
</TABLE>
209
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WASHINGTON POST CO
CL B . . . . . . . . . . . . . 939640108 11,473,000 22,000.00 X X
WASHINGTON REAL ESTATE INVT TR
SH BEN INT . . . . . . . . . . 939653101 2,733,975 167,600.00 X X
WASTE MGMT INC DEL
SUB NT CONV. . . . . . . . . . 94106LAA7 6,186,836 5,271,000.00 X X
WASTE MGMT INC DEL
COM. . . . . . . . . . . . . . 94106L109 33,180,134 747,721.34 X X
WASTEMASTERS INC
COM. . . . . . . . . . . . . . 941071102 38,625 103,000.00 X X
WATERLINK INC
COM. . . . . . . . . . . . . . 94155N105 110,925 26,100.00 X X
WATERS CORP
COM. . . . . . . . . . . . . . 941848103 13,490,025 128,400.00 X X
WATSCO INC
COM. . . . . . . . . . . . . . 942622200 854,831 58,450.00 X X
WATSON PHARMACEUTICALS INC
COM. . . . . . . . . . . . . . 942683103 12,999,225 294,600.00 X X
WATTS INDS INC
CL A . . . . . . . . . . . . . 942749102 1,973,344 145,500.00 X X
WAUSAU MOSINEE PAPER CORP
COM. . . . . . . . . . . . . . 943315101 3,573,360 255,240.00 X X
WAXMAN INDS INC
COM. . . . . . . . . . . . . . 944124106 8,663 23,100.00 X X
WEBB DEL CORP
COM. . . . . . . . . . . . . . 947423109 4,402,563 203,000.00 X X
WEBSTER FINL CORP WATERBURY
947890109 1,729,613 59,900.00 X X
-------------------
PAGE TOTAL 92,755,119
</TABLE>
210
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WEEKS CORP
COM . . . . . . . . . . . . . 94856P102 15,329,494 536,700.00 X X
WEINGARTEN RLTY INVS
SH BEN INT. . . . . . . . . . 948741103 221,900 5,600.00 X X
WEIRTON STL CORP
COM . . . . . . . . . . . . . 948774104 87,831 61,100.00 X X
WELLPOINT HEALTH NETWORKS INC
CL A. . . . . . . . . . . . . 94973H108 11,766,100 155,200.00 X X
WELLS FARGO + CO NEW
COM . . . . . . . . . . . . . 949746101 84,665,419 2,414,700.00 X X
WELLS GARDNER ELECTRS CORP
COM . . . . . . . . . . . . . 949765101 41,475 15,800.00 X X
WENDYS FING I
GTD TERM CONV SECS TR PFD STK 950588202 10,766,675 178,700.00 X X
WERNER ENTERPRISES INC
950755108 455,175 28,900.00 X X
WEST PHARMACEUTICAL SVCS INC
COM . . . . . . . . . . . . . 955306105 808,038 25,400.00 X X
WESTAFF INC
COM . . . . . . . . . . . . . 957070105 349,638 67,400.00 X X
WESTERFED FINL CORP
COM . . . . . . . . . . . . . 957550106 241,759 14,300.00 X X
WESTERN BANCORP
COM . . . . . . . . . . . . . 957683105 2,574,000 83,200.00 X X
WESTERN BEEF INC DEL
COM . . . . . . . . . . . . . 957781107 89,906 13,700.00 X X
WESTERN DIGITAL CORP
SUB DEB CONV ZERO CPN 144A. . 958102AF2 11,817,500 58,000,000.00 X X
-------------------
PAGE TOTAL 139,214,910
</TABLE>
211
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESTERN DIGITAL
SUB DEB CONV ZERO CPN . . . . 958102AH8 4,882,869 23,965,000.00 X X
WESTERN RES INC
COM . . . . . . . . . . . . . 959425109 755,256 28,300.00 X X
WESTERN WIRELESS CORP
CL A. . . . . . . . . . . . . 9.60E+208 8,899,375 245,500.00 X X
WESTERN WTR CO
COM . . . . . . . . . . . . . 959881103 71,000 14,200.00 X X
WESTFIELD AMER INC
COM . . . . . . . . . . . . . 959910100 1,339,200 76,800.00 X X
WESTINGHOUSE AIR BRAKE CO NEW
COM . . . . . . . . . . . . . 960386100 1,267,113 60,700.00 X X
WESTVACO CORP
COM . . . . . . . . . . . . . 961548104 14,459,802 688,562.00 X X
WESTWOOD ONE INC
COM . . . . . . . . . . . . . 961815107 2,704,707 94,902.00 X X
WET SEAL INC
961840105 3,193,375 86,600.00 X X
WHIRLPOOL CORP
COM . . . . . . . . . . . . . 963320106 17,421,750 320,400.00 X X
WHITE ELECTR DESIGNS CORP
COM . . . . . . . . . . . . . 963801105 22,419 21,100.00 X X
WHITMAN ED GROUP INC
COM . . . . . . . . . . . . . 966524100 164,250 43,800.00 X X
WHITTAKER CORP
COM PAR 0.01 . . . . . . . . 966680407 1,680,413 76,600.00 X X
WHITTMAN HART INC
COM . . . . . . . . . . . . . 966834103 3,123,950 145,300.00 X X
-------------------
PAGE TOTAL 59,985,479
</TABLE>
212
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WICKES INC
COM. . . . . . . . . . . . . 967446105 47,813 15,000.00 X X
WILEY JOHN + SON
CLASS A. . . . . . . . . . . 968223206 3,691,800 87,900.00 X X
WILLIAMS COS INC
COM. . . . . . . . . . . . . 969457100 280,450 7,100.00 X X
WILLIAMS SONOMA INC
COM. . . . . . . . . . . . . 969904101 12,003,425 424,900.00 X X
WILMAR INDS INC
COM. . . . . . . . . . . . . 971426101 6,756,870 456,160.00 X X
WILSHIRE FINL SVCS GROUP INC
COM. . . . . . . . . . . . . 971867106 9,713 25,900.00 X X
WIND RIV SYS INC
SUB NT CONV 144A . . . . . . 973149AA5 1,443,488 1,645,000.00 X X
WIND RIV SYS INC
973149AC1 3,378,375 3,850,000.00 X X
WIND RIV SYS INC
COM. . . . . . . . . . . . . 973149107 3,545,578 199,050.00 X X
WINNEBAGO IND INC.
COM. . . . . . . . . . . . . 974637100 3,859,800 275,700.00 X X
WINSLOEW FURNITURE INC
COM. . . . . . . . . . . . . 975377102 491,906 16,500.00 X X
WINSTAR COMMUNICATIONS INC
COM. . . . . . . . . . . . . 975515107 334,290 9,198.00 X X
WIRELESS TELECOM GROUP INC
COM. . . . . . . . . . . . . 976524108 60,581 35,900.00 X X
WISCONSIN ENERGY CORP
COM. . . . . . . . . . . . . 976657106 15,160,259 580,297.00 X X
-------------------
PAGE TOTAL 51,064,348
</TABLE>
213
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WOLOHAN LMBR CO
COM . . . . . . . . . . . 977865104 335,325 26,300.00 X X
WOLVERINE TUBE INC
COM . . . . . . . . . . . 978093102 779,513 36,900.00 X X
WOODHEAD INDUSTRIES
COM . . . . . . . . . . . 979438108 355,531 36,700.00 X X
WORLD ACCESS INC
SUB DEB CONV 144A . . . . 98141AAA9 2,101,594 3,865,000.00 X X
WORLD ACCESS INC
SUB NOT CONV. . . . . . . 98141AAC5 1,141,875 2,100,000.00 X X
WORLD ACCESS INC
COM . . . . . . . . . . . 98141A101 242,938 29,900.00 X X
WORLD ACCEPTANCE CORP
COM . . . . . . . . . . . 981419104 339,163 63,100.00 X X
WORLD COLOR PRESS INC DEL
COM . . . . . . . . . . . 981443104 7,033,750 331,000.00 X X
WORTHINGTON FOODS INC
COM . . . . . . . . . . . 981809106 295,750 26,000.00 X X
WORLDTEX INC
COM . . . . . . . . . . . 981907108 55,875 29,800.00 X X
WYMAN GORDON CO
COM . . . . . . . . . . . 983085101 2,250,525 243,300.00 X X
WYNNS INTL INC
COM . . . . . . . . . . . 983195108 568,463 32,600.00 X X
X RITE INC
983857103 312,650 48,100.00 X X
XILINX INC
COM . . . . . . . . . . . 983919101 4,601,378 113,439.21 X X
-------------------
PAGE TOTAL 20,414,330
</TABLE>
214
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
XIRCOM INC
COM . . . . . . . . . . . . . 983922105 4,487,325 178,600.00 X X
XOMED SURGICAL PRODS INC
COM . . . . . . . . . . . . . 98412V107 1,099,000 28,000.00 X X
XEROX CORP
COM . . . . . . . . . . . . . 984121103 119,495,725 2,283,400.00 X X
XTRA CORP
COM . . . . . . . . . . . . . 984138107 1,375,419 35,900.00 X X
XYLAN CORP
COM . . . . . . . . . . . . . 984151100 563,231 15,300.00 X X
YPF SOCIEDAD ANONIMA
SPONSORED ADR REPSTG CL D SHS 984245100 18,917,079 599,353.00 X X
YAHOO INC
COM . . . . . . . . . . . . . 984332106 2,340,413 13,900.00 X X
YANKEE ENERGY SYS INC
COM . . . . . . . . . . . . . 984779108 299,813 13,000.00 X X
YANZHOU COAL MNG CO LTD
SPONSORED ADR REPSTG H SHS. . 984846105 535,321 67,442.00 X X
XICOR INC
COM . . . . . . . . . . . . . 984903104 97,350 64,900.00 X X
YELLOW CORP
COM . . . . . . . . . . . . . 985509108 2,632,313 151,500.00 X X
YORK INTL CORP
NEW COM . . . . . . . . . . . 986670107 11,296,469 319,900.00 X X
YOUNG BROADCASTING INC
CL A. . . . . . . . . . . . . 987434107 2,299,500 50,400.00 X X
YOUTH SERVICES INC
COM . . . . . . . . . . . . . 987816105 53,375 24,400.00 X X
-------------------
PAGE TOTAL 165,492,333
</TABLE>
215
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ZALE CORP NEW
COM . . . . . . . . . . 988858106 15,172,413 443,800.00 X X
ZAMBA CORO
COM . . . . . . . . . . 988881108 127,800 57,600.00 X X
ZEBRA TECHNOLOGIES CORP
CL A. . . . . . . . . . 989207105 225,625 9,500.00 X X
ZYGO CORP
COM . . . . . . . . . . 989855101 143,688 12,100.00 X X
ZOLL MED CORP
COM . . . . . . . . . . 989922109 117,700 10,700.00 X X
-------------------
PAGE TOTAL 15,787,226
STOCK TOTA L 22,589,180,664
BONDS TOTA L 730,992,427
GRAND TOTA L 23,320,173,091
</TABLE>
216
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ------- ------------- ------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STOCK AND CONV BOND TOTAL 23,320,173,091
OTHER TOTAL 207,496,751
</TABLE>
217
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADVANTA CORP
CLASS B. . . . . . . . . . . . 7942204 290,022 32,450.00 X X
AIRTOUCH COMMUNICATIONS INC
COM. . . . . . . . . . . . . . 00949T100 966,250 10,000.00 X X
ALZA CORP
SUB DEB CONV . . . . . . . . . 022615AD0 1,450,000 1,250,000.00 X X
ASCEND COMMUNICATIONS INC
COM. . . . . . . . . . . . . . 43491109 1,146,519 13,700.00 X X
ASPECT TELECOMMUNICATIONS CORP
SUB DEB CONV ZERO CPN 144A . . 045237AB0 306,719 1,625,000.00 X X
BP AMOCO PLC
SPONSORED ADR. . . . . . . . . 55622104 530,880 5,256.24 X X
CENTOCOR INC
144A . . . . . . . . . . . . . 152342AC5 1,862,000 1,900,000.00 X X
CHIQUITA BRANDS INTL INC
PFD NON VTG SER A 2.875. . . . 170032403 935,938 25,000.00 X X
CITIZENS UTILS TR
EQUITY PFD INCOM COVN SECS EPP 177351202 1,392,650 34,600.00 X X
COER D ALENE MINES CORP IDAHO
SUB DEB CONV . . . . . . . . . 192108AG3 595,000 1,000,000.00 X X
COMVERSE TECHNOLOGY INC
SUB DEB CONV . . . . . . . . . 205862AG0 1,448,750 1,000,000.00 X X
DURA AUTOMOTIVE SYS CAP TR
TR CONV PFD SECS . . . . . . . 26632M201 460,800 19,200.00 X X
EL PASO ENERGY CAP TR 1
PFD CONV TR SECS . . . . . . . 283678209 476,438 9,900.00 X X
EXCITE INC
COM. . . . . . . . . . . . . . 300904109 2,023,000 14,450.00 X X
-------------------
PAGE TOTAL 13,884,966
</TABLE>
218
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FEDERAL HOME LN MTG CORP
COM FORMERLY SR PART PFD. 313400301 312,353 5,450.00 X X
FOOD LION INC
CL B. . . . . . . . . . . 344775101 103,500 11,500.00 X X
HEWLETT PACKARD CO
SUB LIQUID YIELD OPT NT . 428236AC7 3,080,000 5,500,000.00 X X
JACOR COMMUNICATIONS INC
2001 WT EXP . . . . . . . 469858138 670,666 66,650.00 X X
KMART FING I
TR CONV PFD SECS. . . . . 498778208 605,000 10,000.00 X X
MBL INTL FIN BERMUDA TR
GTD NT EXCHANGEABLE . . . 55262XAA2 2,245,000 2,000,000.00 X X
MAGNA INTL INC
SUB DEB CONV. . . . . . . 559222AE4 2,192,500 2,000,000.00 X X
MERRILL LYNCH + CO INC
COM . . . . . . . . . . . 590188108 265,500 3,000.00 X X
MEYER FRED INC DEL NEW
COM . . . . . . . . . . . 592907109 1,177,500 20,000.00 X X
MICRON TECHNOLOGY INC
SUB NT CONV . . . . . . . 595112AB9 5,300,000 5,000,000.00 X X
MOLEX INC
CL A. . . . . . . . . . . 608554200 465,750 18,000.00 X X
OAK INDS INC
SUB NT CONV . . . . . . . 671400AL3 1,032,500 1,000,000.00 X X
PACIFICARE HEALTH SYSTEMS
CLASS A . . . . . . . . . 695112102 1,441,491 23,950.00 X X
QUALIX GROUP INC
COM . . . . . . . . . . . 747586105 111,650 15,400.00 X X
-------------------
PAGE TOTAL 19,003,410
</TABLE>
219
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RECKSON ASSOCS RLTY CORP
PFD CONV SER A PCT . . . . . . 75621K205 1,630,000 80,000.00 X X
REINSURANCE GROUP OF AMERICA
COM NON VTG. . . . . . . . . . 759351208 1,329,594 39,250.00 X X
ROGERS COMMUNICATIONS INC
DEB CONV . . . . . . . . . . . 775109AE1 1,653,125 2,300,000.00 X X
SEALED AIR CORP NEW
PFD CONV SER A 2.00. . . . . . 81211K209 1,237,500 25,000.00 X X
SENSORMATIC ELECTRS CORP
DEPOSITARY SH PFD 144A . . . . 817265200 1,370,000 80,000.00 X X
SKYTEL COMMUNICATIONS INC
PFD CONV EXCHANGEABLE 2.25 . . 83087Q302 993,125 35,000.00 X X
TECUMSEH PRODS CO
CL B . . . . . . . . . . . . . 878895101 279,056 6,150.00 X X
UNISYS CORP
PFD SER A CONV 3.75 . . . . . 909214207 1,599,929 30,842.00 X X
UNITED INTL HLDGS INC
CL A . . . . . . . . . . . . . 910734102 576,375 13,250.00 X X
UTD STS SATELLITE BROADCASTING
CL A . . . . . . . . . . . . . 912534104 790,319 46,150.00 X X
VLSI TECHNOLOGY INC
SUB NT CONV. . . . . . . . . . 918270AB5 664,875 675,000.00 X X
VIACOM INC
CL A . . . . . . . . . . . . . 925524100 3,678,247 44,150.00 X X
VIACOM INC
WT PUR CL B EXP 1999 . . . . . 925524134 290,513 18,300.00 X X
VORNADO REALTY TR
PFD CONV SER A . . . . . . . . 929042208 815,850 16,650.00 X X
-------------------
PAGE TOTAL 16,908,508
</TABLE>
220
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ---------- ------------------- ------------ ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WENDYS FING I
GTD TERM CONV SECS TR PFD STK 950588202 2,632,925 43,700.00 X X
-------------------
PAGE TOTA 2,632,925
STOCK TOTA 30,599,340
BONDS TOTA 21,830,469
GRAND TOTA 52,429,809
</TABLE>
221
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ------ --------- ------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STOCK AND CONV BOND TOTAL 52,429,809
OTHER TOTA 6,214,375
</TABLE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACE LTD
COM. . . . . . . . . . . . . G0070K103 445,300 14,600.00 X X
GEMSTAR INTL GROUP LTD
COM. . . . . . . . . . . . . G3788V106 1,137,350 18,400.00 X X
TOMMY HILFIGER CORP
G8915Z102 1,065,888 14,200.00 X X
MILLICOM INTL CELLULAR S A
COM. . . . . . . . . . . . . L6388F102 676,800 18,800.00 X X
FLEXTRONICS INTERNATIONAL
COM. . . . . . . . . . . . . Y2573F102 995,000 19,900.00 X X
ABACUS DIRECT CORP
COM. . . . . . . . . . . . . 2553105 345,744 4,700.00 X X
ABERCROMBIE AND FITCH CO
COM CL A . . . . . . . . . . 2896207 622,525 7,400.00 X X
ABOVENET COMMUNICATIONS INC
COM. . . . . . . . . . . . . 3743101 591,850 17,800.00 X X
ADELPHIA COMMUNICATIONS CORP
CL A . . . . . . . . . . . . 6848105 649,300 8,600.00 X X
ADOBE SYS INC
COM. . . . . . . . . . . . . 00724F101 704,188 9,500.00 X X
AIR EXPRESS INTL CORP
COM. . . . . . . . . . . . . 9104100 517,500 20,700.00 X X
ALTERA CORP
21441100 765,875 22,000.00 X X
AMERICREDIT CORP
COM. . . . . . . . . . . . . 03060R101 1,190,531 74,700.00 X X
APOLLO GROUP INC
CL A . . . . . . . . . . . . 37604105 765,488 27,400.00 X X
-------------------
PAGE TOTAL 10,473,339
</TABLE>
222
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARROW INTERNATIONAL INC
42764100 497,350 19,600.00 X X
ASPECT DEV INC
COM . . . . . . . . . . . . . 45234101 188,100 13,200.00 X X
ATLANTIC COAST AIRLINES HLDGS
COM . . . . . . . . . . . . . 48396105 234,500 13,400.00 X X
ATWOOD OCEANICS INC
COM . . . . . . . . . . . . . 50095108 435,000 15,000.00 X X
BISYS GROUP INC
COM . . . . . . . . . . . . . 55472104 1,131,069 20,600.00 X X
BJ SVCS CO
COM . . . . . . . . . . . . . 55482103 992,250 36,000.00 X X
BMC SOFTWARE INC
COM . . . . . . . . . . . . . 55921100 622,913 12,600.00 X X
BARRICK GOLD CORP
COM . . . . . . . . . . . . . 67901108 683,100 39,600.00 X X
BARRETT RES CORP
COM . . . . . . . . . . . . . 68480201 939,988 27,800.00 X X
BERINGER WINE ESTATES HLDGS
CL B. . . . . . . . . . . . . 84102102 402,188 9,900.00 X X
BEYOND COM CORP
COM . . . . . . . . . . . . . 8.86E+104 467,500 22,000.00 X X
BILLING CONCEPTS CORP
COM . . . . . . . . . . . . . 90063108 701,250 56,100.00 X X
BIOGEN INC
COM . . . . . . . . . . . . . 90597105 654,750 6,000.00 X X
BLYTH INDS INC
COM . . . . . . . . . . . . . 09643P108 865,200 30,900.00 X X
-------------------
PAGE TOTAL 8,815,158
</TABLE>
223
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BORDERS GROUP INC
COM . . . . . . . . . . . . 99709107 347,638 20,300.00 X X
BORON LEPORE + ASSOCS INC
COM . . . . . . . . . . . . 10001P102 114,700 12,400.00 X X
CSK AUTO CORP
COM . . . . . . . . . . . . 125965103 487,200 17,400.00 X X
CSG SYS INTL INC
COM . . . . . . . . . . . . 126349109 1,034,775 32,400.00 X X
CAREMATRIX CORP
COM . . . . . . . . . . . . 141706101 256,256 17,300.00 X X
CATALINA MARKETING CORP
COM . . . . . . . . . . . . 148867104 1,399,288 15,800.00 X X
CENTRAL GARDEN + PET CO
153527106 322,650 23,900.00 X X
CHAMPION ENTERPRISES INC
COM . . . . . . . . . . . . 158496109 827,719 40,500.00 X X
CIRCUIT CITY STORES INC
COM . . . . . . . . . . . . 172737108 430,875 6,000.00 X X
COHERENT INC
COM . . . . . . . . . . . . 192479103 391,838 24,300.00 X X
COMMERCIAL FED CORP
COM . . . . . . . . . . . . 201647104 761,938 33,400.00 X X
CONCENTRIC NETWORK CORP DEL
COM . . . . . . . . . . . . 20589R107 420,063 13,000.00 X X
CONCORD COMMUNICATIONS INC
COM . . . . . . . . . . . . 206186108 347,100 7,800.00 X X
CONCORD EFS INC
COM . . . . . . . . . . . . 206197105 752,025 22,200.00 X X
-------------------
PAGE TOTAL 7,894,065
</TABLE>
224
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COST PLUS INC CALIF
COM. . . . . . . . . . . . . . 221485105 254,150 6,800.00 X X
CUTTER + BUCK INC
COM. . . . . . . . . . . . . . 232217109 533,250 18,000.00 X X
DANAHER CORP
COM. . . . . . . . . . . . . . 235851102 1,335,669 22,100.00 X X
DEVON ENERGY CORP
251799102 966,050 27,800.00 X X
DISCOUNT AUTO PTS INC
COM. . . . . . . . . . . . . . 254642101 445,500 18,000.00 X X
DOUBLECLICK INC
COM. . . . . . . . . . . . . . 258609304 428,725 4,400.00 X X
DUPONT PHOTOMASKS INC
COM. . . . . . . . . . . . . . 26613X101 291,563 7,500.00 X X
ETEC SYS INC
COM. . . . . . . . . . . . . . 26922C103 327,113 12,200.00 X X
E TRADE GROUP INC
COM. . . . . . . . . . . . . . 269246104 783,200 17,600.00 X X
ECHOSTAR COMMUNICATIONS CORP N
CL A . . . . . . . . . . . . . 278762109 1,227,825 10,700.00 X X
ELECTRONIC ARTS
COM. . . . . . . . . . . . . . 285512109 851,513 17,400.00 X X
ELETRONICS FOR IMAGING INC
286082102 574,031 11,700.00 X X
EVEREN CAPITAL CORP
COM. . . . . . . . . . . . . . 299761106 873,513 29,800.00 X X
EXECUTIVE RISK INC
COM. . . . . . . . . . . . . . 301586103 954,800 11,200.00 X X
-------------------
PAGE TOTAL 9,846,902
</TABLE>
225
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EXODUS COMMUNICATIONS INC
COM . . . . . . . . . . . . . 302088109 450,000 6,000.00 X X
EXPEDITORES INTL WASH INC
COM . . . . . . . . . . . . . 302130109 1,273,813 22,900.00 X X
EXTENDED STAY AMER INC
COM . . . . . . . . . . . . . 30224P101 306,000 28,800.00 X X
FELCOR LODGING TR INC
COM . . . . . . . . . . . . . 31430F101 959,681 42,300.00 X X
FINANCIAL SEC ASSUR HLDGS LTD
COM . . . . . . . . . . . . . 31769P100 283,750 5,000.00 X X
GENERAL NUTRITION COS INC
COM . . . . . . . . . . . . . 37047F103 488,594 29,500.00 X X
GIBRALTOR STEEL CORP
COM . . . . . . . . . . . . . 37476F103 544,356 25,100.00 X X
GILEAD SCIENCES INC
COM . . . . . . . . . . . . . 375558103 754,713 17,300.00 X X
GLENBOROUGH RLTY TR INC
COM . . . . . . . . . . . . . 37803P105 285,675 15,600.00 X X
GLOBAL TELESYSTEMS GROUP INC
CDT COM . . . . . . . . . . . 37936U104 509,200 6,700.00 X X
GUITAR CTR INC
COM . . . . . . . . . . . . . 402040109 352,275 23,100.00 X X
HNC SOFTWARE INC
COM . . . . . . . . . . . . . 40425P107 479,006 17,700.00 X X
HEALTH MGMT ASSOC
CL A. . . . . . . . . . . . . 421933102 408,200 31,400.00 X X
HIBBETT SPORTING GOODS INC
COM . . . . . . . . . . . . . 428565105 357,063 14,500.00 X X
------------------
PAGE TOTAL 7,452,326
</TABLE>
226
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ICG COMMUNICATIONS INC
COM . . . . . . . . . . . . . 449246107 1,004,594 52,700.00 X X
IDEC PHARMACEUTICALS CORP
COM . . . . . . . . . . . . . 449370105 690,994 13,700.00 X X
IMS HEALTH INC
COM . . . . . . . . . . . . . 449934108 313,723 12,740.00 X X
INHALE THERAPEUTIC SYS
COM . . . . . . . . . . . . . 457191104 516,750 19,500.00 X X
INTEGRATED SYS INC
CL A. . . . . . . . . . . . . 45812M104 269,775 21,800.00 X X
INTERFACE INC
CL A. . . . . . . . . . . . . 458665106 200,725 25,900.00 X X
INTERMEDIA COMMUNICATIONS INC
COM . . . . . . . . . . . . . 458801107 683,438 27,000.00 X X
INTERNATIONAL NETWORK SVCS
COM . . . . . . . . . . . . . 460053101 689,569 18,450.00 X X
INTUIT
COM . . . . . . . . . . . . . 461202103 732,375 9,000.00 X X
JABIL CIRCUIT INC
COM . . . . . . . . . . . . . 466313103 511,450 10,600.00 X X
JONES APPAREL GROUP INC
COM . . . . . . . . . . . . . 480074103 498,150 16,200.00 X X
KLA TENCOR CORP
COM . . . . . . . . . . . . . 482480100 341,250 7,500.00 X X
KNOLL INC
COM . . . . . . . . . . . . . 498904101 424,375 17,500.00 X X
KOHLS CORP
COM . . . . . . . . . . . . . 500255104 586,413 8,600.00 X X
-------------------
PAGE TOTAL 7,463,581
</TABLE>
227
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LASON HLDGS INC
COM . . . . . . . . . . . . . 51808R107 417,606 10,900.00 X X
LEVEL ONE COMMUNICATIONS INC
COM . . . . . . . . . . . . . 527295109 909,525 20,100.00 X X
LINCARE HLDGS INC
COM . . . . . . . . . . . . . 532791100 1,255,875 51,000.00 X X
LINENS N THINGS INC
COM . . . . . . . . . . . . . 535679104 789,525 19,800.00 X X
LOWES COS INC
USD0.50 . . . . . . . . . . . 548661107 363,880 7,040.00 X X
MSC INDL DIRECT INC
CL A. . . . . . . . . . . . . 553530106 498,300 26,400.00 X X
MAXIM INTEGRATED PRODS INC
COM . . . . . . . . . . . . . 57772K101 561,094 10,500.00 X X
MAXIMUS INC
COM . . . . . . . . . . . . . 577933104 312,375 10,500.00 X X
MCLEODUSA INC
COM . . . . . . . . . . . . . 582266102 898,800 16,800.00 X X
MEDALLION FINL CORP
COM . . . . . . . . . . . . . 583928106 403,113 23,800.00 X X
MEDICAL MANAGER CORP
COM . . . . . . . . . . . . . 58461C103 579,150 11,700.00 X X
MEDQUIST INC
COM . . . . . . . . . . . . . 584949101 345,450 9,400.00 X X
MENTOR CORP MINN
COM . . . . . . . . . . . . . 587188103 506,813 31,800.00 X X
MERISTAR HOTELS + RESORTS INC
COM . . . . . . . . . . . . . 589988104 90,994 21,100.00 X X
-------------------
PAGE TOTAL 7,932,500
</TABLE>
228
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METAMOR WORLDWIDE INC
COM. . . . . . . . . . . . . 59133P100 739,125 27,000.00 X X
METROMEDIA FIBER NETWORK INC
CL A . . . . . . . . . . . . 591689104 952,850 23,600.00 X X
METZLER GROUP INC
COM. . . . . . . . . . . . . 592903108 448,675 13,700.00 X X
MICREL INC
COM. . . . . . . . . . . . . 594793101 509,600 9,100.00 X X
MICROCHIP TECHNOLOGY INC
COM. . . . . . . . . . . . . 595017104 618,638 14,100.00 X X
MINIMED INC
COM. . . . . . . . . . . . . 60365K108 791,438 13,400.00 X X
NTL INC
COM. . . . . . . . . . . . . 629407107 491,075 5,200.00 X X
NATIONAL COMPUTER SYS INC
COM. . . . . . . . . . . . . 635519101 575,000 18,400.00 X X
NATIONAL DATA CORP
COM. . . . . . . . . . . . . 635621105 1,369,519 29,100.00 X X
NATURAL MICROSYSTEMS CORP
COM. . . . . . . . . . . . . 638882100 120,644 19,900.00 X X
NAUTICA ENTERPRISES INC
COM. . . . . . . . . . . . . 639089101 378,788 23,400.00 X X
NETWORK EVENT THEATER INC
COM. . . . . . . . . . . . . 640924106 1,025,200 70,400.00 X X
NETWORKS ASSOCS INC
COM. . . . . . . . . . . . . 640938106 183,594 12,500.00 X X
NETWORK APPLIANCE INC
COM. . . . . . . . . . . . . 64120L104 721,491 15,300.00 X X
-------------------
PAGE TOTAL 8,925,637
</TABLE>
229
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- --------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NEUROGEN CORP
COM . . . . . . . . . . . . 6.41E+110 216,250 17,300.00 X X
NEW ERA OF NETWORKS INC
COM . . . . . . . . . . . . 644312100 218,050 4,900.00 X X
NEXTLINK COMMUNICATIONS INC
CL A PAR 0.02 . . . . . . . 65333H707 627,300 8,200.00 X X
99 CENTS ONLY STORES
COM . . . . . . . . . . . . 65440K106 311,025 6,600.00 X X
NOBLE AFFILIATES INC
COM . . . . . . . . . . . . 654894104 514,100 19,400.00 X X
NORRELL CORP GA
COM . . . . . . . . . . . . 656301108 809,325 43,600.00 X X
NOVELLUS SYS INC
COM . . . . . . . . . . . . 670008101 649,206 13,300.00 X X
OCULAR SCIENCES INC
COM . . . . . . . . . . . . 675744106 582,550 19,100.00 X X
OFFICE DEPOT INC
COM . . . . . . . . . . . . 676220106 1,437,244 68,850.00 X X
OMNICARE INC
COM . . . . . . . . . . . . 681904108 502,688 21,000.00 X X
ORTHOLOGIC CORP
68750J107 227,631 84,700.00 X X
ORTHODONTIC CTRS AMER INC
COM . . . . . . . . . . . . 68750P103 314,831 26,100.00 X X
OUTBACK STEAKHOUSE INC
689899102 1,117,506 31,150.00 X X
OUTDOOR SYS INC
COM . . . . . . . . . . . . 690057104 667,606 22,300.00 X X
-------------------
PAGE TOTAL 8,195,312
</TABLE>
230
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OWENS CORNING
COM. . . . . . . . . . . . . . 69073F103 606,375 15,400.00 X X
PMC SIERRA INC
COM. . . . . . . . . . . . . . 69344F106 1,282,050 26,400.00 X X
PSS WORLD MED INC
COM. . . . . . . . . . . . . . 69366A100 488,806 39,700.00 X X
PAREXEL INTL CORP
COM. . . . . . . . . . . . . . 699462107 361,456 15,100.00 X X
PATHOGENSIS CORP
COM. . . . . . . . . . . . . . 7.03E+108 165,994 11,700.00 X X
PAYCHEX INC
COM. . . . . . . . . . . . . . 704326107 817,650 27,600.00 X X
PEDIATRIX MED GROUP
COM. . . . . . . . . . . . . . 705324101 275,263 12,200.00 X X
PEGASUS COMMUNICATIONS CORP
CL A . . . . . . . . . . . . . 705904100 751,275 15,900.00 X X
PERSONAL GROUP OF AMER INC
COM. . . . . . . . . . . . . . 715338109 371,963 32,700.00 X X
PHILADELPHIA CONS HLDG CORP
COM. . . . . . . . . . . . . . 717528103 538,163 22,600.00 X X
PHYSICIAN RELIANCE NETWORK INC
COM. . . . . . . . . . . . . . 71940G108 345,600 38,400.00 X X
PREMIER PKS INC
COM NEW. . . . . . . . . . . . 740540208 306,375 8,600.00 X X
PRIME HOSPITALITY CORP
COM. . . . . . . . . . . . . . 741917108 427,938 41,000.00 X X
PRIMUS TELECOMM GROUP INC
COM. . . . . . . . . . . . . . 741929103 716,538 43,100.00 X X
-------------------
PAGE TOTAL 7,455,446
</TABLE>
231
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PSINET INC
COM. . . . . . . . . . . . . 74437C101 756,500 17,000.00 X X
QLT PHOTOTHERAPEUTICS
COM. . . . . . . . . . . . . 746927102 271,250 6,200.00 X X
QUINTILES TRANSNATIONAL CORP
COM. . . . . . . . . . . . . 748767100 563,688 13,875.40 X X
QUORUM HEALTH GROUP INC
COM. . . . . . . . . . . . . 749084109 427,125 34,000.00 X X
RF MICRO DEVICES INC
COM. . . . . . . . . . . . . 749941100 298,375 7,000.00 X X
RAMBUS INC DEL
COM. . . . . . . . . . . . . 750917106 341,000 4,400.00 X X
REAL NETWORKS INC
COM. . . . . . . . . . . . . 75605L104 453,600 6,400.00 X X
RENAL CARE GROUP INC
COM. . . . . . . . . . . . . 759930100 785,325 28,300.00 X X
RENT A CTR INC NEW
COM. . . . . . . . . . . . . 76009N100 864,719 33,500.00 X X
RISK CAP HLDG INC
COM. . . . . . . . . . . . . 767711104 308,800 19,300.00 X X
ROPER INDS
COM. . . . . . . . . . . . . 776696106 657,900 20,400.00 X X
SFX ENTMT INC
CL A . . . . . . . . . . . . 784178105 299,406 5,500.00 X X
SAKS INC
COM. . . . . . . . . . . . . 79377W108 580,125 21,000.00 X X
SAPIENT CORP
COM. . . . . . . . . . . . . 803062108 637,500 10,000.00 X X
-------------------
PAGE TOTAL 7,245,313
</TABLE>
232
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HENRY SCHEIN INC
COM STK . . . . . . . . . 806407102 694,313 23,000.00 X X
SECURITY DYNAMICS TECHINC
COM . . . . . . . . . . . 814208104 615,600 32,400.00 X X
SEMTECH CORP
COM . . . . . . . . . . . 816850101 568,650 13,600.00 X X
SEROLOGICALS CORP
COM . . . . . . . . . . . 817523103 285,750 36,000.00 X X
SHARED MEDI CAL SYSTEM
COM . . . . . . . . . . . 819486101 315,600 4,800.00 X X
SMITHFIELD FOODS INC
COM . . . . . . . . . . . 832248108 1,008,788 37,800.00 X X
SNYDER COMMUNICATIONS INC
COM . . . . . . . . . . . 832914105 356,788 14,600.00 X X
STAGE STORES INC
COM . . . . . . . . . . . 85254C107 109,438 20,600.00 X X
STARBUCKS CORP
COM . . . . . . . . . . . 855244109 405,625 11,000.00 X X
STERIS CORP
COM . . . . . . . . . . . 859152100 932,469 56,300.00 X X
STERLING COMM INC
COM . . . . . . . . . . . 859205106 625,888 16,100.00 X X
STERLING SOFTWARE INC.
COM . . . . . . . . . . . 859547101 673,456 27,700.00 X X
STRYKER CORP
COM . . . . . . . . . . . 863667101 386,750 6,500.00 X X
SUIZA FOODS CORP
COM . . . . . . . . . . . 865077101 494,438 13,500.00 X X
-------------------
PAGE TOTAL 7,473,553
</TABLE>
233
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUNGARD DATA SYS INC
COM. . . . . . . . . . . . . . 867363103 801,500 22,900.00 X X
SUNTERRA CORP
COM. . . . . . . . . . . . . . 86787D109 204,794 15,100.00 X X
SUPERIOR SVCS INC
COM. . . . . . . . . . . . . . 868316100 418,031 19,500.00 X X
SYLVAN LEARNING SYS INC
COM. . . . . . . . . . . . . . 871399101 786,163 28,850.00 X X
SYNOPSYS INC
COM. . . . . . . . . . . . . . 871607107 1,184,813 26,700.00 X X
TMP WORLDWIDE INC
COM. . . . . . . . . . . . . . 872941109 253,825 5,200.00 X X
TETRA TECH INC NEW
COM. . . . . . . . . . . . . . 88162G103 862,219 40,575.00 X X
TRANSACTION NETWORK SVCS INC
COM. . . . . . . . . . . . . . 893414102 642,000 24,000.00 X X
TRANSACTION SYS ARCHITECTS INC
CL A . . . . . . . . . . . . . 893416107 650,250 20,400.00 X X
USA NETWORKS INC
COM. . . . . . . . . . . . . . 902984103 952,000 23,800.00 X X
U S FOODSERVICE
COM. . . . . . . . . . . . . . 90331R101 476,150 10,700.00 X X
UNIPHASE CORP
COM. . . . . . . . . . . . . . 909149106 1,594,600 11,900.00 X X
UNITED RENTALS INC
COM. . . . . . . . . . . . . . 911363109 606,000 20,200.00 X X
VARCO INTL INC
COM. . . . . . . . . . . . . . 922126107 328,500 36,000.00 X X
-------------------
PAGE TOTAL 9,760,845
</TABLE>
234
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VERISIGN INC
COM. . . . . . . . . . . . 9.23E+106 592,500 5,000.00 X X
VERIO INC
COM. . . . . . . . . . . . 923433106 499,100 9,200.00 X X
VERITAS SOFTWARE CORP
COM. . . . . . . . . . . . 923436109 750,125 8,500.00 X X
VICOR CORP
925815102 316,800 19,200.00 X X
VISIO CORP
COM. . . . . . . . . . . . 927914101 562,163 17,100.00 X X
VITESSE SEMICONDUCTOR CORP
COM. . . . . . . . . . . . 928497106 774,619 14,100.00 X X
WARNER LAMBERT CO
COM. . . . . . . . . . . . 934488107 337,838 5,449.00 X X
WATERS CORP
COM. . . . . . . . . . . . 941848103 956,663 9,700.00 X X
WATSCO INC
COM. . . . . . . . . . . . 942622200 655,659 33,950.00 X X
WESTERN WIRELESS CORP
CL A . . . . . . . . . . . 9.60E+208 825,650 33,700.00 X X
WHITTMAN HART INC
COM. . . . . . . . . . . . 966834103 527,775 18,600.00 X X
WHOLE FOODS MKT INC
COM. . . . . . . . . . . . 966837106 448,200 10,800.00 X X
WILMAR INDS INC
COM. . . . . . . . . . . . 971426101 186,550 16,400.00 X X
WIND RIV SYS INC
COM. . . . . . . . . . . . 973149107 592,200 28,200.00 X X
-------------------
PAGE TOTAL 8,025,842
</TABLE>
235
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ---------------------------- ---------- ------------------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WINSTAR COMMUNICATIONS INC
COM. . . . . . . . . . . . 975515107 815,719 16,500.00 X X
---------------------------------------------
PAGE TOTAL 815,719
STOCK TOTAL 117,775,538
GRAND TOTAL 117,775,538
</TABLE>
236
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ----------- --------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AES CORP
COM . . . . . . . . . . . . . 00130H105 351,375 6,000.00 X X
AMR CORP DEL
COM . . . . . . . . . . . . . 1765106 256,000 4,000.00 X X
AT + T CORP
COM . . . . . . . . . . . . . 1957109 487,125 9,000.00 X X
AFFILIATED MANAGERS GROUP INC
COM . . . . . . . . . . . . . 8252108 434,063 15,000.00 X X
AIR PRODS + CHEMS INC
COM . . . . . . . . . . . . . 9158106 205,000 5,000.00 X X
ALCOA INC
COM . . . . . . . . . . . . . 13817101 362,250 6,000.00 X X
AMERICA ONLINE INC DEL
COM . . . . . . . . . . . . . 02364J104 427,000 4,000.00 X X
AMERICAN INTL GROUP INC
COM . . . . . . . . . . . . . 26874107 597,168 4,992.00 X X
AMERITECH CORP
NEW COM . . . . . . . . . . . 30954101 490,313 7,500.00 X X
AMGEN INC
COM . . . . . . . . . . . . . 31162100 278,438 5,000.00 X X
ANADARKO PETE CORP
COM . . . . . . . . . . . . . 32511107 364,375 10,000.00 X X
ANHEUSER BUSCH COS INC
COM . . . . . . . . . . . . . 35229103 354,375 5,000.00 X X
APACHE CORP
COM . . . . . . . . . . . . . 37411105 444,000 12,000.00 X X
BMC SOFTWARE INC
COM . . . . . . . . . . . . . 55921100 243,438 5,000.00 X X
---------
PAGE TOTAL 5,294,920
</TABLE>
237
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ----------- --------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BELL ATLANTIC CORP
COM . . . . . . . . . . . 77853109 354,000 6,000.00 X X
BELLSOUTH CORP
COM . . . . . . . . . . . 79860102 480,563 11,000.00 X X
BRISTOL MYERS SQUIBB CO
COM . . . . . . . . . . . 110122108 412,125 6,000.00 X X
CABOT CORP
COM . . . . . . . . . . . 127055101 236,250 10,000.00 X X
CARDINAL HEALTH INC
COM . . . . . . . . . . . 14149Y108 325,188 5,500.00 X X
CAREMATRIX
SUB NT CONV . . . . . . . 141706AC5 351,550 395,000.00 X X
CENTRAL GARDEN + PET CO
SUB NT CONV 144A. . . . . 153527AA4 101,198 131,000.00 X X
CENTRAL GARDEN AND PET CO
SUB NT CONV . . . . . . . 153527AC0 461,183 597,000.00 X X
CHANCELLOR MEDIA CORP
PFD CONV EXCHANGEABLE . . 158915405 445,819 4,030.00 X X
CHASE MANHATTAN CORP NEW
COM . . . . . . . . . . . 16161A108 400,000 5,000.00 X X
CHEVRON CORP
COM . . . . . . . . . . . 166751107 274,875 3,000.00 X X
CISCO SYS INC
COM . . . . . . . . . . . 17275R102 723,000 12,000.00 X X
CITIGROUP INC
COM . . . . . . . . . . . 172967101 328,594 7,500.00 X X
COCA COLA CO
COM . . . . . . . . . . . 191216100 313,125 5,000.00 X X
---------
PAGE TOTAL 5,207,470
</TABLE>
238
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ----------- --------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLGATE PALMOLIVE CO
COM . . . . . . . . . . . . 194162103 449,719 4,500.00 X X
COMCAST CORP
CL A SPL. . . . . . . . . . 200300200 298,500 8,000.00 X X
COMPUTER SCIENCES CORP
COM . . . . . . . . . . . . 205363104 255,500 4,000.00 X X
COMVERSE TECHNOLOGY INC
SUB DEB CONV. . . . . . . . 205862AG0 1,042,763 558,000.00 X X
CONCENTRA MANAGED CARE INC
SUB NT CONV . . . . . . . . 20589TAA1 183,365 217,000.00 X X
CONCENTRA MANAGED CARE INC
COM . . . . . . . . . . . . 20589T103 171,844 11,700.00 X X
CORPORATE EXPRESS INC
COM . . . . . . . . . . . . 219888104 199,800 28,800.00 X X
CREDENCE SYSTEMS CORP
COM . . . . . . . . . . . . 225302108 240,300 7,200.00 X X
CRIIMI MAE INC
PFD SER B CONV. . . . . . . 226603207 183,400 11,200.00 X X
DATA PROCESSING RES CORP
2005 SUB NT CONV. . . . . . 237823AB5 396,150 417,000.00 X X
DATA PROCESSING CORP
COM . . . . . . . . . . . . 237823109 264,278 11,306.00 X X
DOW CHEM CO
COM . . . . . . . . . . . . 260543103 255,125 2,000.00 X X
DU PONT E I DE NEMOURS + CO
COM . . . . . . . . . . . . 263534109 218,213 3,300.00 X X
E M C CORP MASS
COM . . . . . . . . . . . . 268648102 243,800 4,600.00 X X
------------
PAGE TOTAL 4,402,757
</TABLE>
239
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ----------- --------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EL PASO ELEC CO
COM NEW . . . . . . . . . . . 283677854 135,938 15,000.00 X X
ELETRONICS FOR IMAGING INC
286082102 351,750 7,000.00 X X
ENGELHARD CORP
COM . . . . . . . . . . . . . 292845104 330,000 15,000.00 X X
ENRON CORP
COM . . . . . . . . . . . . . 293561106 463,500 6,000.00 X X
EQUITABLE COMPANIES INC
COM . . . . . . . . . . . . . 29444G107 266,500 4,000.00 X X
EXXON CORP
COM . . . . . . . . . . . . . 302290101 650,250 8,500.00 X X
FEDERAL NATL MTG ASSN
COM . . . . . . . . . . . . . 313586109 439,250 7,000.00 X X
FEDERATED DEPT STORES INC DEL
COM . . . . . . . . . . . . . 31410H101 213,250 4,000.00 X X
FIRST DATA CORP
COM . . . . . . . . . . . . . 319963104 226,250 5,000.00 X X
FIRST UN CORP
COM . . . . . . . . . . . . . 337358105 261,000 6,000.00 X X
FLEET FINL GROUP INC
COM . . . . . . . . . . . . . 338915101 247,875 6,000.00 X X
FORD MTR CO DEL
COM . . . . . . . . . . . . . 345370100 377,125 7,000.00 X X
GAP INC
COM . . . . . . . . . . . . . 364760108 313,875 6,750.00 X X
GENERAL ELEC CO
COM . . . . . . . . . . . . . 369604103 747,250 7,000.00 X X
- --------------
PAGE TOTAL 5,023,813
</TABLE>
240
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ----------- --------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL NUTRITION COS INC
COM . . . . . . . . . . . . . 37047F103 198,125 10,000.00 X X
GENZYME CORP
COM . . . . . . . . . . . . . 372917104 311,625 6,000.00 X X
GUIDANT CORP
COM . . . . . . . . . . . . . 401698105 209,213 4,200.00 X X
INACOM CORP
SUB DEBT CONV . . . . . . . . 45323GAB5 633,710 616,000.00 X X
INTEGRATED PROCESS EQUIP CORP
COM . . . . . . . . . . . . . 45812K108 141,471 15,719.00 X X
INTEL CORP
COM . . . . . . . . . . . . . 458140100 550,625 10,000.00 X X
INTERNATIONAL BUSINESS MACHS
COM . . . . . . . . . . . . . 459200101 1,593,313 13,000.00 X X
LEXMARK INTL GROUP INC
CL A. . . . . . . . . . . . . 529771107 381,000 6,000.00 X X
LILLY ELI + CO
COM . . . . . . . . . . . . . 532457108 234,281 3,500.00 X X
LINCOLN NATL CORP IN
COM . . . . . . . . . . . . . 534187109 258,438 5,000.00 X X
MCI WORLDCOM INC
COM . . . . . . . . . . . . . 55268B106 555,375 6,000.00 X X
MAIL WELL INC
SUB NTS CONV. . . . . . . . . 560321AD3 232,400 224,000.00 X X
MEDIAONE GROUP INC
PRD SER D . . . . . . . . . . 58440J203 225,138 1,550.00 X X
MERCK + CO INC
COM . . . . . . . . . . . . . 589331107 413,625 6,000.00 X X
------------------
PAGE TOTAL 5,938,339
</TABLE>
241
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ----------- --------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MICROSOFT CORP
COM. . . . . . . . . . . . . . 594918104 1,015,500 12,000.00 X X
MIDAMERICA ENERGY HLDGS CO NEW
COM. . . . . . . . . . . . . . 59562V107 429,688 12,500.00 X X
MORGAN STANLEY DEAN WITTER
COM NEW. . . . . . . . . . . . 617446448 273,938 3,000.00 X X
NATIONAL DATA CORP
2003 SUB NT CONV . . . . . . . 635621AA3 198,555 186,000.00 X X
NETWORKS ASSOCS INC
2018 SUB DEB CONV. . . . . . . 640938AB2 86,348 282,000.00 X X
OMNICARE INC
SUB DEV CONV 144A. . . . . . . 681904AB4 191,183 261,000.00 X X
OMNICARE INC
COM. . . . . . . . . . . . . . 681904108 129,008 10,020.00 X X
PERSONNEL GROUP OF AMER INC
SUB NT CONV 144A . . . . . . . 715338AC3 170,520 203,000.00 X X
PERSONNEL GROUP OF AMER INC
SUB NT CONV. . . . . . . . . . 715338AE9 310,625 355,000.00 X X
PFIZER INC
COM. . . . . . . . . . . . . . 717081103 506,875 5,000.00 X X
PHILIP MORRIS COS INC
COM. . . . . . . . . . . . . . 718154107 243,000 6,000.00 X X
PLATINUM TECHNOLOGY INTL INC
SUB NT CONV. . . . . . . . . . 72764TAA9 304,080 168,000.00 X X
PLATINUM TECHNOLOGY INTL INC
COM. . . . . . . . . . . . . . 72764T101 466,000 16,000.00 X X
PRIME RETAIL INC
PFD CONV SER B . . . . . . . . 741570303 275,100 16,800.00 X X
----------
PAGE TOTAL 4,600,420
</TABLE>
242
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ----------- --------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROCTER + GAMBLE CO
COM . . . . . . . . . . . . 742718109 299,031 3,500.00 X X
ROHM + HAAS CO
COM . . . . . . . . . . . . 775371107 270,000 6,000.00 X X
SBC COMMUNICATIONS INC
COM . . . . . . . . . . . . 78387G103 414,000 8,000.00 X X
SCHERING PLOUGH CORP
COM . . . . . . . . . . . . 806605101 291,000 6,000.00 X X
SOUTHERN PACIFIC FUG CORP
SUB NT CONV . . . . . . . . 843576AA7 20,040 668,000.00 X X
SOUTHWEST AIRLS CO
COM . . . . . . . . . . . . 844741108 505,969 15,750.00 X X
STAPLES INC
COM . . . . . . . . . . . . 855030102 474,203 17,050.00 X X
STATE STREET CORPORATION
COM . . . . . . . . . . . . 857477103 405,625 5,000.00 X X
SUNTERRA CORP
COM . . . . . . . . . . . . 86787D109 154,193 12,460.00 X X
TEL SAVE HLDGS INC
SUB NT CONV 144A. . . . . . 879176AA3 139,816 203,000.00 X X
TEXAS INSTRS INC
COM . . . . . . . . . . . . 882508104 663,125 5,000.00 X X
TRIATHLON BROADCASTING CO
DEP SH REPSTG 1/10 PFD CONV 89589P304 167,475 15,950.00 X X
TYCO INTL LTD NEW
COM . . . . . . . . . . . . 902124106 366,500 4,000.00 X X
UNISYS CORP
COM . . . . . . . . . . . . 909214108 315,000 8,000.00 X X
----------
PAGE TOTAL 4,485,977
</TABLE>
243
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ----------- --------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
U S FILTER CORP
COM NEW. . . . . . . . . 911843209 459,375 15,000.00 X X
UNITED TECHNOLOGIES CORP
COM. . . . . . . . . . . 913017109 267,674 4,232.00 X X
VIACOM INC
CL B . . . . . . . . . . 925524308 242,250 6,000.00 X X
WAL MART STORES INC
COM. . . . . . . . . . . 931142103 779,625 18,000.00 X X
WARNER LAMBERT CO
COM. . . . . . . . . . . 934488107 374,625 6,000.00 X X
WASTE MGMT INC DEL
SUB NT CONV. . . . . . . 94106LAA7 286,440 217,000.00 X X
WASTE MGMT INC DEL
COM. . . . . . . . . . . 94106L109 332,625 6,000.00 X X
XEROX CORP
COM. . . . . . . . . . . 984121103 280,000 5,000.00 X X
--------------
PAGE TOTAL 3,022,614
STOCK TOTAL 32,866,384
BONDS TOTAL 5,109,926
GRAND TOTAL 37,976,310
</TABLE>
244
<PAGE>
<TABLE>
<CAPTION>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ----------------------------- ----------- --------- --------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STOCK AND CONV BOND TOTAL 37,976,310
OTHER TOTAL 2,442,501
</TABLE>
245
<PAGE>
