<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
-------------
Check here if Amendment [ ]; Amendment Number:
-------------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: A I M Management Group Inc.
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Address: 11 Greenway Plaza, Suite 100
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Houston, TX 77046
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-----------------------------------------
Form 13F File Number: 28- 1983
----
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: Carol Relihan
---------------------------------
Title: Senior Vice President
---------------------------------
Phone: (713) 214-1191
---------------------------------
Signature, Place, and Date of Signing:
<TABLE>
<CAPTION>
/s/ CAROL F. RELIHAN Houston, Texas 8/11/99
---------------------------- ----------------- -------
<S> <C> <C>
</TABLE>
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 if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
<PAGE> 2
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 9
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Form 13F Information Table Entry Total: 3,448
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Form 13F Information Table Value Total: $76,133,471
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(thousands)
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.
<TABLE>
<CAPTION>
No. Form 13F File Number Name
<S> <C> <C>
1 28- 1983 A I M Advisors, Inc.
- ---------- ---- ----------------------------------------------------
2 28- 1983 A I M Capital Management, Inc.
- ---------- ---- ----------------------------------------------------
3 28- 3246 Trade Street Investment Associates, Inc.
- ---------- ---- ----------------------------------------------------
4 28- 6592 A I M Global Advisors Limited
- ---------- ---- ----------------------------------------------------
5 28- 2045 INVESCO Capital Management, Inc.
- ---------- ---- ----------------------------------------------------
6 28- 6708 AIM Funds Management Inc.
- ---------- ---- ----------------------------------------------------
7 28- INVESCO Asset Management Limited
- ---------- ---- ----------------------------------------------------
8 28- 7306 INVESCO (NY), Inc.
- ---------- ---- ----------------------------------------------------
9 28- INVESCO Asia Limited
- ---------- ---- ----------------------------------------------------
</TABLE>
<PAGE> 3
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
- ------------------------------------------------------------------------------------------------------------------------------------
TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3COM CORPORATION COMMON 885535104 4,833 181,100 SH DEFINED 1 181,100
4FRONT TECHNOLOGIES INC COMMON 351042106 3,616 366,200 SH DEFINED 1 366,200
99 CENTS ONLY STORES COMMON 65440K106 13,301 266,356 SH DEFINED 1 266,356
99 CENTS ONLY STORES COMMON 65440K106 27 550 SH DEFINED 1,6 550
99 CENTS ONLY STORES COMMON 65440K106 974 19,500 SH DEFINED 2 19,500
99 CENTS ONLY STORES COMMON 65440K106 172 3,450 SH DEFINED 2,4 3,450
A T & T CORP COMMON 001957109 347,309 6,222,774 SH DEFINED 1 6,222,774
A T & T CORP COMMON 001957109 33,488 600,000 SH DEFINED 1,2 600,000
A T & T CORP COMMON 001957109 19,813 355,000 SH DEFINED 1,3 355,000
A T & T CORP COMMON 001957109 1,797 32,200 SH DEFINED 1,5 32,200
A T & T CORP COMMON 001957109 195 3,500 SH DEFINED 1,6 3,500
A T & T CORP COMMON 001957109 6,036 108,140 SH DEFINED 2 108,140
A.F.P. PROVIDA SA -
SPONSORED ADR COMMON 00709P108 2,485 112,959 SH DEFINED 1,7 112,959
ABBOTT LABORATORIES COMMON 002824100 63,719 1,400,422 SH DEFINED 1 1,400,422
ABBOTT LABORATORIES COMMON 002824100 90,095 1,980,100 SH DEFINED 1,2 1,980,100
ABBOTT LABORATORIES COMMON 002824100 5,779 127,000 SH DEFINED 1,3 127,000
ABBOTT LABORATORIES COMMON 002824100 12,544 275,700 SH DEFINED 1,5 275,700
ABBOTT LABORATORIES COMMON 002824100 3,089 67,900 SH DEFINED 1,6 67,900
ABBOTT LABORATORIES COMMON 002824100 364 8,000 SH DEFINED 2 8,000
ABBOTT LABORATORIES COMMON 002824100 783 17,200 SH DEFINED 2,4 17,200
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 41,979 874,556 SH DEFINED 1 874,556
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 105,600 2,200,000 SH DEFINED 1,2 2,200,000
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 9,600 200,000 SH DEFINED 1,3 200,000
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 144 3,000 SH DEFINED 1,6 3,000
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 3,086 64,300 SH DEFINED 2 64,300
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 456 9,500 SH DEFINED 2,4 9,500
ACCLAIM ENTERTAINMENT INC. COMMON 004325205 255 40,000 SH DEFINED 1 40,000
</TABLE>
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<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACCREDO HEALTH INC COMMON 00437V104 983 30,000 SH DEFINED 1 30,000
ACNIELSON CORPORATION COMMON 004833109 9,099 300,800 SH DEFINED 1 300,800
ACT NETWORKS INC. COMMON 000975102 4,266 250,000 SH DEFINED 1 250,000
ACTEL CORP COMMON 004934105 4,071 276,000 SH DEFINED 1 276,000
ACTION PERFORMANCE COS. INC. COMMON 004933107 9,484 287,400 SH DEFINED 1 287,400
ACTION PERFORMANCE COS. INC. COMMON 004933107 16,500 500,000 SH DEFINED 1,2 500,000
ACTION PERFORMANCE COS. INC. COMMON 004933107 43 1,300 SH DEFINED 1,6 1,300
ACTION PERFORMANCE COS. INC. COMMON 004933107 835 25,300 SH DEFINED 2 25,300
ACTION PERFORMANCE COS. INC. COMMON 004933107 158 4,800 SH DEFINED 2,4 4,800
ACTIVISION, INC. COMMON 004930202 510 35,000 SH DEFINED 1 35,000
ACXIOM CORPORATION COMMON 005125109 20,524 823,020 SH DEFINED 1 823,020
ACXIOM CORPORATION COMMON 005125109 17 700 SH DEFINED 1,6 700
ACXIOM CORPORATION COMMON 005125109 190 7,600 SH DEFINED 2 7,600
ACXIOM CORPORATION COMMON 005125109 137 5,500 SH DEFINED 2,4 5,500
ADAPTEC INC COMMON 00651F108 4,566 129,300 SH DEFINED 1 129,300
ADAPTEC INC COMMON 00651F108 70,625 2,000,000 SH DEFINED 1,2 2,000,000
ADAPTEC INC COMMON 00651F108 18,610 527,000 SH DEFINED 1,3 527,000
ADAPTEC INC COMMON 00651F108 120 3,400 SH DEFINED 1,6 3,400
ADAPTEC INC COMMON 00651F108 3,997 113,200 SH DEFINED 2 113,200
ADAPTEC INC COMMON 00651F108 265 7,500 SH DEFINED 2,4 7,500
ADC TELECOMMUNICATIONS COMMON 000886101 10,684 234,500 SH DEFINED 1 234,500
ADC TELECOMMUNICATIONS COMMON 000886101 79,734 1,750,000 SH DEFINED 1,2 1,750,000
ADC TELECOMMUNICATIONS COMMON 000886101 150 3,300 SH DEFINED 1,6 3,300
ADC TELECOMMUNICATIONS COMMON 000886101 5,354 117,500 SH DEFINED 2 117,500
ADC TELECOMMUNICATIONS COMMON 000886101 278 6,100 SH DEFINED 2,4 6,100
ADELPHIA COMMUNICATIONS COMMON 006848105 4,244 66,700 SH DEFINED 1 66,700
ADELPHIA COMMUNICATIONS COMMON 006848105 63,625 1,000,000 SH DEFINED 1,2 1,000,000
ADELPHIA COMMUNICATIONS COMMON 006848105 4,568 71,800 SH DEFINED 1,6 71,800
ADELPHIA COMMUNICATIONS COMMON 006848105 3,041 47,800 SH DEFINED 2 47,800
ADELPHIA COMMUNICATIONS COMMON 006848105 216 3,400 SH DEFINED 2,4 3,400
ADOBE SYSTEMS INC. COMMON 00724F101 41 500 SH DEFINED 1 500
ADOBE SYSTEMS INC. COMMON 00724F101 780 9,500 SH DEFINED 2 9,500
</TABLE>
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<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADTRAN, INC. COMMON 00738A106 14,590 401,100 SH DEFINED 1 401,100
ADTRAN, INC. COMMON 00738A106 33 900 SH DEFINED 1,6 900
ADTRAN, INC. COMMON 00738A106 335 9,200 SH DEFINED 2 9,200
ADTRAN, INC. COMMON 00738A106 226 6,200 SH DEFINED 2,4 6,200
ADVANCE PARADIGM INC COMMON 007491103 25,199 413,100 SH DEFINED 1 413,100
ADVANCE PARADIGM INC COMMON 007491103 31 500 SH DEFINED 1,6 500
ADVANCE PARADIGM INC COMMON 007491103 299 4,900 SH DEFINED 2 4,900
ADVANCE PARADIGM INC COMMON 007491103 214 3,500 SH DEFINED 2,4 3,500
ADVANCED ENERGY INDUSTRIES COMMON 007973100 17,272 425,800 SH DEFINED 1 425,800
ADVANCED ENERGY INDUSTRIES COMMON 007973100 24 600 SH DEFINED 1,6 600
ADVANCED ENERGY INDUSTRIES COMMON 007973100 288 7,100 SH DEFINED 2 7,100
ADVANCED ENERGY INDUSTRIES COMMON 007973100 191 4,700 SH DEFINED 2,4 4,700
AEROFLEX INC COMMON 007768104 25,353 1,283,700 SH DEFINED 1 1,283,700
AEROFLEX INC COMMON 007768104 32 1,600 SH DEFINED 1,6 1,600
AEROFLEX INC COMMON 007768104 346 17,500 SH DEFINED 2 17,500
AEROFLEX INC COMMON 007768104 209 10,600 SH DEFINED 2,4 10,600
AES CORP COMMON 00130H105 14,884 256,073 SH DEFINED 1 256,073
AES CORP COMMON 00130H105 1,918 33,000 SH DEFINED 2 33,000
AFFILIATED COMPUTER SERVICES COMMON 008190100 27,100 535,300 SH DEFINED 1 535,300
AFFILIATED COMPUTER SERVICES COMMON 008190100 81,025 1,600,500 SH DEFINED 1,2 1,600,500
AFFILIATED COMPUTER SERVICES COMMON 008190100 127 2,500 SH DEFINED 1,6 2,500
AFFILIATED COMPUTER SERVICES COMMON 008190100 2,719 53,700 SH DEFINED 2 53,700
AFFILIATED COMPUTER SERVICES COMMON 008190100 582 11,500 SH DEFINED 2,4 11,500
AFFILIATED MANAGERS GROUP COMMON 008252108 10,270 340,200 SH DEFINED 1 340,200
AFFILIATED MANAGERS GROUP COMMON 008252108 6 200 SH DEFINED 1,6 200
AFFILIATED MANAGERS GROUP COMMON 008252108 66 2,200 SH DEFINED 2 2,200
AFLAC, INC. COMMON 001055102 3,361 70,200 SH DEFINED 1 70,200
AFLAC, INC. COMMON 001055102 44,284 925,000 SH DEFINED 1,2 925,000
AFLAC, INC. COMMON 001055102 77 1,600 SH DEFINED 1,6 1,600
AFLAC, INC. COMMON 001055102 2,638 55,100 SH DEFINED 2 55,100
AFLAC, INC. COMMON 001055102 168 3,500 SH DEFINED 2,4 3,500
AIRBORNE FREIGHT CORPORATION COMMON 009266107 2,769 100,000 SH DEFINED 1,3 100,000
</TABLE>
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<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AK STEEL HOLDING CORP COMMON 001547108 245 10,900 SH DEFINED 1 10,900
AK STEEL HOLDING CORP COMMON 001547108 47 2,100 SH DEFINED 1,6 2,100
AKZO NOBEL NV - SPONSORED ADR COMMON 010199305 1,695 40,000 SH DEFINED 1 40,000
AKZO NOBEL NV - SPONSORED ADR COMMON 010199305 1,907 45,000 SH DEFINED 1,5 45,000
ALASKA AIRGROUP INC. COMMON 011659109 4,183 100,200 SH DEFINED 1 100,200
ALASKA AIRGROUP INC. COMMON 011659109 8 200 SH DEFINED 1,6 200
ALASKA AIRGROUP INC. COMMON 011659109 92 2,200 SH DEFINED 2 2,200
ALASKA AIRGROUP INC. COMMON 011659109 63 1,500 SH DEFINED 2,4 1,500
ALBERTSON'S INC. COMMON 013104104 24,923 483,363 SH DEFINED 1 483,363
ALBERTSON'S INC. COMMON 013104104 1,210 23,470 SH DEFINED 2 23,470
ALCOA INC. COMMON 013817101 613 9,900 SH DEFINED 1 9,900
ALCOA INC. COMMON 013817101 105 1,700 SH DEFINED 1,6 1,700
ALEXANDRIA REAL ESTATE EQUITIES COMMON 015271109 1,788 57,200 SH DEFINED 1 57,200
ALLAIRE CORP. COMMON 016714107 1,024 15,000 SH DEFINED 1 15,000
ALLEGHENY ENERGY INC. COMMON 017361106 2,866 89,400 SH DEFINED 1 89,400
ALLERGAN, INC. COMMON 018490102 2,764 24,900 SH DEFINED 1 24,900
ALLERGAN, INC. COMMON 018490102 28,860 260,000 SH DEFINED 1,3 260,000
ALLERGAN, INC. COMMON 018490102 4,840 43,600 SH DEFINED 1,6 43,600
ALLERGAN, INC. COMMON 018490102 644 5,800 SH DEFINED 2 5,800
ALLIANCE CAPITAL MANAGEMENT COMMON 018548107 2,604 80,600 SH DEFINED 1 80,600
ALLIED CAPITAL CORP COMMON 01903Q108 6,629 276,200 SH DEFINED 1 276,200
ALLIED WASTE INDUSTRIES INC COMMON 019589308 11,449 579,700 SH DEFINED 1 579,700
ALLIED WASTE INDUSTRIES INC COMMON 019589308 3,762 190,500 SH DEFINED 1,3 190,500
ALLIED WASTE INDUSTRIES INC COMMON 019589308 435 22,000 SH DEFINED 2 22,000
ALLSTATE CORP COMMON 020002101 8,610 240,000 SH DEFINED 1,3 240,000
ALLSTATE CORP COMMON 020002101 1,614 45,000 SH DEFINED 1,5 45,000
ALPHA INDUSTRIES INC COMMON 020753109 55,976 1,175,350 SH DEFINED 1 1,175,350
ALPHA INDUSTRIES INC COMMON 020753109 100 2,100 SH DEFINED 1,6 2,100
ALPHA INDUSTRIES INC COMMON 020753109 1,000 21,000 SH DEFINED 2 21,000
ALPHA INDUSTRIES INC COMMON 020753109 641 13,450 SH DEFINED 2,4 13,450
</TABLE>
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<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALPHARMA INC CVT 144A CONVERT 020813AC5 7,442 6,050,000 PRN DEFINED 1 6,050,000
ALPHARMA INC. - CLASS A COMMON 020813101 32,368 910,184 SH DEFINED 1 910,184
ALPHARMA INC. - CLASS A COMMON 020813101 26,849 754,967 SH DEFINED 1,2 754,967
ALPHARMA INC. - CLASS A COMMON 020813101 78 2,200 SH DEFINED 1,6 2,200
ALPHARMA INC. - CLASS A COMMON 020813101 1,711 48,100 SH DEFINED 2 48,100
ALPHARMA INC. - CLASS A COMMON 020813101 388 10,900 SH DEFINED 2,4 10,900
ALPINE GROUP INC COMMON 020825105 4,825 300,400 SH DEFINED 1 300,400
ALTERA CORPORATION COMMON 021441100 17,059 463,400 SH DEFINED 1 463,400
ALTERA CORPORATION COMMON 021441100 97,288 2,642,800 SH DEFINED 1,2 2,642,800
ALTERA CORPORATION COMMON 021441100 14,725 400,000 SH DEFINED 1,3 400,000
ALTERA CORPORATION COMMON 021441100 195 5,300 SH DEFINED 1,6 5,300
ALTERA CORPORATION COMMON 021441100 5,117 139,000 SH DEFINED 2 139,000
ALTERA CORPORATION COMMON 021441100 331 9,000 SH DEFINED 2,4 9,000
AMAZON.COM CVT CONVERT 023135AF3 39 40,000 PRN DEFINED 1 40,000
AMAZON.COM CVT CONVERT 023135AF3 1,241 1,400,000 PRN DEFINED 2 1,400,000
AMAZON.COM INC COMMON 023135106 10,045 80,280 SH DEFINED 1 80,280
AMAZON.COM INC COMMON 023135106 37,538 300,000 SH DEFINED 1,2 300,000
AMAZON.COM INC CVT 144A CONVERT 023135AD8 12,181 2,550,000 PRN DEFINED 1 12,550,000
AMAZON.COM INC CVT 144A CONVERT 023135AD8 475 500,000 PRN DEFINED 2,4 500,000
AMBAC, INC. COMMON 023139108 1,999 35,000 SH DEFINED 1 35,000
AMDOCS AUTOMATIC CVT PFD CONVERT 02342R202 2,514 113,000 SH DEFINED 1 113,000
AMDOCS LTD COMMON G02602103 6,845 300,900 SH DEFINED 1 300,900
AMDOCS LTD COMMON G02602103 18 800 SH DEFINED 1,6 800
AMDOCS LTD COMMON G02602103 198 8,700 SH DEFINED 2 8,700
AMDOCS LTD COMMON G02602103 109 4,800 SH DEFINED 2,4 4,800
AMERADA HESS CORP COMMON 023551104 797 13,400 SH DEFINED 1 13,400
AMERADA HESS CORP COMMON 023551104 13,983 235,000 SH DEFINED 1,3 235,000
AMERADA HESS CORP COMMON 023551104 155 2,600 SH DEFINED 1,6 2,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICA ONLINE INC. COMMON 02364J104 243,045 2,199,500 SH DEFINED 1 2,199,500
AMERICA ONLINE INC. COMMON 02364J104 494,488 4,475,000 SH DEFINED 1,2 4,475,000
AMERICA ONLINE INC. COMMON 02364J104 95,030 860,000 SH DEFINED 1,3 860,000
AMERICA ONLINE INC. COMMON 02364J104 155 1,400 SH DEFINED 1,6 1,400
AMERICA ONLINE INC. COMMON 02364J104 11,879 107,500 SH DEFINED 2 107,500
AMERICA ONLINE INC. COMMON 02364J104 2,475 22,400 SH DEFINED 2,4 22,400
AMERICAN BANK NOTE HOLOGRAPH COMMON 024377103 1,049 381,500 SH DEFINED 1 381,500
AMERICAN CAPITAL STRATEGIES COMMON 024937104 1,557 85,300 SH DEFINED 1 85,300
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 31,004 681,400 SH DEFINED 1 681,400
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 12,513 275,000 SH DEFINED 1,3 275,000
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 4,530 99,550 SH DEFINED 1,6 99,550
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 1,784 39,200 SH DEFINED 2 39,200
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 350 7,700 SH DEFINED 2,4 7,700
AMERICAN EXPRESS CO. COMMON 025816109 304,948 2,343,500 SH DEFINED 1 2,343,500
AMERICAN EXPRESS CO. COMMON 025816109 169,163 1,300,000 SH DEFINED 1,2 1,300,000
AMERICAN EXPRESS CO. COMMON 025816109 5,726 44,000 SH DEFINED 1,3 44,000
AMERICAN EXPRESS CO. COMMON 025816109 3,876 29,785 SH DEFINED 2 29,785
AMERICAN EXPRESS CO. COMMON 025816109 260 2,000 SH DEFINED 2,4 2,000
AMERICAN GENERAL CORP. COMMON 026351106 10,816 143,500 SH DEFINED 1,5 143,500
AMERICAN GENERAL CORP. COMMON 026351106 13,639 180,950 SH DEFINED 1,7 180,950
AMERICAN HOME PRODUCTS CORP COMMON 026609107 72,962 1,268,900 SH DEFINED 1 1,268,900
AMERICAN HOME PRODUCTS CORP COMMON 026609107 57,500 1,000,000 SH DEFINED 1,2 1,000,000
AMERICAN HOME PRODUCTS CORP COMMON 026609107 12,984 225,800 SH DEFINED 1,5 225,800
AMERICAN HOME PRODUCTS CORP COMMON 026609107 10,408 181,000 SH DEFINED 1,7 181,000
AMERICAN HOME PRODUCTS CORP COMMON 026609107 2,760 48,000 SH DEFINED 2 48,000
AMERICAN HOME PRODUCTS CORP COMMON 026609107 213 3,700 SH DEFINED 2,4 3,700
AMERICAN INTERNATIONAL GROUP COMMON 026874107 982,183 8,390,241 SH DEFINED 1 8,390,241
AMERICAN INTERNATIONAL GROUP COMMON 026874107 354,070 3,024,625 SH DEFINED 1,2 3,024,625
AMERICAN INTERNATIONAL GROUP COMMON 026874107 24,530 209,550 SH DEFINED 1,3 209,550
AMERICAN INTERNATIONAL GROUP COMMON 026874107 12,526 107,000 SH DEFINED 2 107,000
AMERICAN INTERNATIONAL GROUP COMMON 026874107 1,155 9,867 SH DEFINED 2,4 9,867
AMERICAN ITALIAN PASTA CO COMMON 027070101 6,739 221,850 SH DEFINED 1 221,850
</TABLE>
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<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN MANAGEMENT SYS, INC. COMMON 027352103 5,637 175,800 SH DEFINED 1 175,800
AMERICAN MANAGEMENT SYS, INC. COMMON 027352103 10 300 SH DEFINED 1,6 300
AMERICAN MANAGEMENT SYS, INC. COMMON 027352103 834 26,000 SH DEFINED 2 26,000
AMERICAN MANAGEMENT SYS, INC. COMMON 027352103 96 3,000 SH DEFINED 2,4 3,000
AMERICAN POWER CONVERSION CORP COMMON 029066107 7,388 367,100 SH DEFINED 1 367,100
AMERICAN POWER CONVERSION CORP COMMON 029066107 100,625 5,000,000 SH DEFINED 1,2 5,000,000
AMERICAN POWER CONVERSION CORP COMMON 029066107 6,038 300,000 SH DEFINED 1,3 300,000
AMERICAN POWER CONVERSION CORP COMMON 029066107 197 9,800 SH DEFINED 1,6 9,800
AMERICAN POWER CONVERSION CORP COMMON 029066107 5,569 276,700 SH DEFINED 2 276,700
AMERICAN POWER CONVERSION CORP COMMON 029066107 306 15,200 SH DEFINED 2,4 15,200
AMERICAN XTAL TECHNOLOGY COMMON 030514103 8,063 338,600 SH DEFINED 1 338,600
AMERICAN XTAL TECHNOLOGY COMMON 030514103 1,698 71,300 SH DEFINED 1,6 71,300
AMERICAN XTAL TECHNOLOGY COMMON 030514103 167 7,000 SH DEFINED 2 7,000
AMERICAN XTAL TECHNOLOGY COMMON 030514103 79 3,300 SH DEFINED 2,4 3,300
AMERICREDIT CORP COMMON 03060R101 14,923 932,700 SH DEFINED 1 932,700
AMERICREDIT CORP COMMON 03060R101 18 1,100 SH DEFINED 1,6 1,100
AMERICREDIT CORP COMMON 03060R101 139 8,700 SH DEFINED 2 8,700
AMERICREDIT CORP COMMON 03060R101 114 7,100 SH DEFINED 2,4 7,100
AMERIKING INC COMMON 03071G102 1 25 SH DEFINED 2 25
AMERIKING INC CONVERT 03071G201 21 1,041 SH DEFINED 2 1,041
AMERISOURCE HEALTH CORP. COMMON 03071P102 199 7,800 SH DEFINED 1 7,800
AMERISOURCE HEALTH CORP. COMMON 03071P102 4,113 161,300 SH DEFINED 1,2 161,300
AMERISOURCE HEALTH CORP. COMMON 03071P102 23 900 SH DEFINED 2,4 900
AMERITECH CORPORATION/DEL COMMON 030954101 9,489 129,100 SH DEFINED 1 129,100
AMERITECH CORPORATION/DEL COMMON 030954101 6,615 90,000 SH DEFINED 1,5 90,000
AMES DEPT STORES COMMON 030789507 6,812 149,300 SH DEFINED 1 149,300
AMGEN, INC COMMON 031162100 63,115 1,036,800 SH DEFINED 1 1,036,800
AMGEN, INC COMMON 031162100 13,393 220,000 SH DEFINED 1,3 220,000
AMGEN, INC COMMON 031162100 4,590 75,400 SH DEFINED 1,6 75,400
AMGEN, INC COMMON 031162100 852 14,000 SH DEFINED 2 14,000
AMRESCO CAPITAL TRUST COMMON 031919103 2,052 216,050 SH DEFINED 1 216,050
</TABLE>
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<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMSOUTH BANCORPORATION COMMON 032165102 1,405 60,600 SH DEFINED 1 60,600
AMSOUTH BANCORPORATION COMMON 032165102 26,086 1,125,000 SH DEFINED 1,2 1,125,000
AMSOUTH BANCORPORATION COMMON 032165102 1,826 78,750 SH DEFINED 1,3 78,750
AMSOUTH BANCORPORATION COMMON 032165102 45 1,950 SH DEFINED 1,6 1,950
AMSOUTH BANCORPORATION COMMON 032165102 1,221 52,650 SH DEFINED 2 52,650
AMSOUTH BANCORPORATION COMMON 032165102 97 4,162 SH DEFINED 2,4 4,162
ANADARKO PETROLEUM CORP. COMMON 032511107 6,707 182,200 SH DEFINED 1 182,200
ANADIGICS, INC. COMMON 032515108 16,313 440,900 SH DEFINED 1 440,900
ANADIGICS, INC. COMMON 032515108 22 600 SH DEFINED 1,6 600
ANADIGICS, INC. COMMON 032515108 296 8,000 SH DEFINED 2 8,000
ANADIGICS, INC. COMMON 032515108 163 4,400 SH DEFINED 2,4 4,400
ANALOG DEVICES COMMON 032654105 17,295 344,600 SH DEFINED 1 344,600
ANALOG DEVICES COMMON 032654105 215,806 4,300,000 SH DEFINED 1,2 4,300,000
ANALOG DEVICES COMMON 032654105 7,528 150,000 SH DEFINED 1,3 150,000
ANALOG DEVICES COMMON 032654105 281 5,600 SH DEFINED 1,6 5,600
ANALOG DEVICES COMMON 032654105 7,357 146,600 SH DEFINED 2 146,600
ANALOG DEVICES COMMON 032654105 928 18,500 SH DEFINED 2,4 18,500
ANALYTICAL SURVEYS INC. COMMON 032683302 5,224 210,000 SH DEFINED 1 210,000
ANALYTICAL SURVEYS INC. COMMON 032683302 10 400 SH DEFINED 1,6 400
ANALYTICAL SURVEYS INC. COMMON 032683302 107 4,300 SH DEFINED 2 4,300
ANALYTICAL SURVEYS INC. COMMON 032683302 80 3,200 SH DEFINED 2,4 3,200
ANAREN MICROWAVE INC. COMMON 032744104 313 15,000 SH DEFINED 1 15,000
ANDREW CORPORATION COMMON 034425108 3,750 198,000 SH DEFINED 1 198,000
ANESTA CORP COMMON 034603100 818 40,000 SH DEFINED 1 40,000
ANHEUSER-BUSCH COS INC COMMON 035229103 2,277 32,100 SH DEFINED 1 32,100
ANHEUSER-BUSCH COS INC COMMON 035229103 4,256 60,000 SH DEFINED 1,5 60,000
ANHEUSER-BUSCH COS INC COMMON 035229103 3,492 49,225 SH DEFINED 1,6 49,225
ANHEUSER-BUSCH COS INC COMMON 035229103 14,255 200,953 SH DEFINED 1,7 200,953
ANN TAYLOR STORES INC. COMMON 036115103 35,487 788,600 SH DEFINED 1 788,600
ANN TAYLOR STORES INC. COMMON 036115103 3,798 84,400 SH DEFINED 1,6 84,400
ANN TAYLOR STORES INC. COMMON 036115103 1,166 25,900 SH DEFINED 2 25,900
ANN TAYLOR STORES INC. COMMON 036115103 311 6,900 SH DEFINED 2,4 6,900
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANNTAYLOR INC CVT 144A CONVERT 036115AA1 387 700,000 PRN DEFINED 2 700,000
ANNTAYLOR INC CVT 144A CONVERT 036115AA1 3,036 4,800,000 PRN DEFINED 1 4,800,000
ANNUITY AND LIFE RE (HOLDINGS)
LTD COMMON G03910109 4,218 188,000 SH DEFINED 1 188,000
ANSWERTHINK CONSULTING GROUP COMMON 036916104 758 30,000 SH DEFINED 1 30,000
ANTEC CORPORATION COMMON 03664P105 21,152 659,700 SH DEFINED 1 659,700
ANTEC CORPORATION COMMON 03664P105 3,219 100,400 SH DEFINED 1,6 100,400
ANTEC CORPORATION COMMON 03664P105 1,395 43,500 SH DEFINED 2 43,500
ANTEC CORPORATION COMMON 03664P105 157 4,900 SH DEFINED 2,4 4,900
APACHE CORPORATION COMMON 037411105 8,822 226,200 SH DEFINED 1 226,200
APACHE CORPORATION COMMON 037411105 58,500 1,500,000 SH DEFINED 1,2 1,500,000
APACHE CORPORATION COMMON 037411105 101 2,600 SH DEFINED 1,6 2,600
APACHE CORPORATION COMMON 037411105 2,707 69,400 SH DEFINED 2 69,400
APACHE CORPORATION COMMON 037411105 230 5,900 SH DEFINED 2,4 5,900
APARTMENT INVEST. & MGMT COMMON 03748R101 5,446 127,390 SH DEFINED 1 127,390
APARTMENT INVEST. & MGMT COMMON 03748R101 923 21,600 SH DEFINED 1,5 21,600
APEX PC SOLUTIONS INC COMMON 037945102 5,241 255,650 SH DEFINED 1 255,650
APEX PC SOLUTIONS INC COMMON 037945102 9 450 SH DEFINED 1,6 450
APEX PC SOLUTIONS INC COMMON 037945102 100 4,900 SH DEFINED 2 4,900
APEX PC SOLUTIONS INC COMMON 037945102 71 3,450 SH DEFINED 2,4 3,450
APOLLO GROUP INC - CLASS A COMMON 037604105 10,160 382,500 SH DEFINED 1 382,500
APOLLO GROUP INC - CLASS A COMMON 037604105 39,844 1,500,000 SH DEFINED 1,2 1,500,000
APOLLO GROUP INC - CLASS A COMMON 037604105 69 2,600 SH DEFINED 1,6 2,600
APOLLO GROUP INC - CLASS A COMMON 037604105 3,788 142,600 SH DEFINED 2 142,600
APOLLO GROUP INC - CLASS A COMMON 037604105 135 5,100 SH DEFINED 2,4 5,100
APPLE COMPUTER INC. COMMON 037833100 2,501 54,000 SH DEFINED 1 54,000
APPLE COMPUTER INC. COMMON 037833100 46,313 1,000,000 SH DEFINED 1,2 1,000,000
APPLE COMPUTER INC. COMMON 037833100 79 1,700 SH DEFINED 1,6 1,700
APPLE COMPUTER INC. COMMON 037833100 2,950 63,700 SH DEFINED 2 63,700
APPLE COMPUTER INC. COMMON 037833100 139 3,000 SH DEFINED 2,4 3,000
APPLIED MATERIALS, INC. COMMON 038222105 49,603 671,450 SH DEFINED 1 671,450
APPLIED MATERIALS, INC. COMMON 038222105 92,344 1,250,000 SH DEFINED 1,2 1,250,000
APPLIED MATERIALS, INC. COMMON 038222105 111 1,500 SH DEFINED 1,6 1,500
APPLIED MATERIALS, INC. COMMON 038222105 3,701 50,100 SH DEFINED 2 50,100
APPLIED MATERIALS, INC. COMMON 038222105 310 4,200 SH DEFINED 2,4 4,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 25,572 310,900 SH DEFINED 1 310,900
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 58 700 SH DEFINED 1,6 700
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 535 6,500 SH DEFINED 2 6,500
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 370 4,500 SH DEFINED 2,4 4,500
APPLIED POWER INC COMMON 038225108 8,202 300,300 SH DEFINED 1 300,300
APPLIED SCIENCE & TECHNOLOGY COMMON 038236105 1,350 60,000 SH DEFINED 1 60,000
APPNET SYSTEMS INC COMMON 03831Q101 1,545 115,000 SH DEFINED 1 115,000
ARCHER DANIELS MIDLAND CO COMMON 039483102 4,573 296,250 SH DEFINED 1,5 296,250
ARCHITEL SYSTEMS CORP COMMON 039917109 143 15,000 SH DEFINED 1 15,000
ARDEN REALTY GROUP, INC. COMMON 039793104 4,088 166,000 SH DEFINED 1,5 166,000
ARGENTINA WARRANTS COMMON 040114118 63 8,810 SH DEFINED 1,7 8,810
ARGENTINA WARRANTS COMMON 040114118 19 2,690 SH DEFINED 1,8 2,690
ARGENTINA GOVT WARRANTS COMMON 040114126 98 9,630 SH DEFINED 1,7 9,630
ARGENTINA GOVT WARRANTS COMMON 040114126 26 2,568 SH DEFINED 1,8 2,568
ARIBA INC COMMON 04033V104 10 100 SH DEFINED 1 100
ARMOR HOLDINGS INC COMMON 042260109 4,185 401,000 SH DEFINED 1 401,000
ASHLAND, INC. COMMON 044204105 8,025 200,000 SH DEFINED 1,3 200,000
ASIA PULP & PAPER ADR COMMON 04516V100 851 88,450 SH DEFINED 1,7 88,450
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 2,138 36,000 SH DEFINED 1 36,000
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 38,594 650,000 SH DEFINED 1,2 650,000
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 59 1,000 SH DEFINED 1,6 1,000
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 2,571 43,300 SH DEFINED 2 43,300
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 119 2,000 SH DEFINED 2,4 2,000
ASSOC BRITISH FOODS-UNSPONS. ADR COMMON 045519402 1,724 264,000 SH DEFINED 1,5 264,000
ASSOCIATES FIRST CAPITAL CORP. COMMON 046008108 356,857 8,053,200 SH DEFINED 1 8,053,200
ASSOCIATES FIRST CAPITAL CORP. COMMON 046008108 5,226 117,938 SH DEFINED 1,3 117,938
ASSOCIATES FIRST CAPITAL CORP. COMMON 046008108 4,210 95,000 SH DEFINED 2 95,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASTEC INDUSTRIES INC. COMMON 046224101 10,269 252,000 SH DEFINED 1 252,000
ASTEC INDUSTRIES INC. COMMON 046224101 24 600 SH DEFINED 1,6 600
ASTEC INDUSTRIES INC. COMMON 046224101 224 5,500 SH DEFINED 2 5,500
ASTEC INDUSTRIES INC. COMMON 046224101 163 4,000 SH DEFINED 2,4 4,000
ASTORIA FINANCIAL CORPORATION COMMON 046265104 2,329 53,000 SH DEFINED 1 53,000
ASTORIA FINANCIAL CORPORATION COMMON 046265104 43,938 1,000,000 SH DEFINED 1,2 1,000,000
ASTORIA FINANCIAL CORPORATION COMMON 046265104 75 1,700 SH DEFINED 1,6 1,700
ASTORIA FINANCIAL CORPORATION COMMON 046265104 2,553 58,100 SH DEFINED 2 58,100
ASTORIA FINANCIAL CORPORATION COMMON 046265104 154 3,500 SH DEFINED 2,4 3,500
ASTRAZENECA PLC - SPONSORED ADR COMMON 046353108 33,701 860,000 SH DEFINED 1 860,000
ASTRAZENECA PLC - SPONSORED ADR COMMON 046353108 3,135 80,000 SH DEFINED 1,5 80,000
ASYST TECHNOLOGIES, INC. COMMON 04648X107 12,750 425,900 SH DEFINED 1 425,900
ASYST TECHNOLOGIES, INC. COMMON 04648X107 24 800 SH DEFINED 1,6 800
ASYST TECHNOLOGIES, INC. COMMON 04648X107 260 8,700 SH DEFINED 2 8,700
ASYST TECHNOLOGIES, INC. COMMON 04648X107 177 5,900 SH DEFINED 2,4 5,900
AT HOME CORP - SERIES A COMMON 045919107 38,815 719,636 SH DEFINED 1 719,636
AT HOME CORP - SERIES A COMMON 045919107 46,667 865,200 SH DEFINED 1,2 865,200
AT HOME CORP - SERIES A COMMON 045919107 16,181 300,000 SH DEFINED 1,3 300,000
AT HOME CORP - SERIES A COMMON 045919107 97 1,800 SH DEFINED 1,6 1,800
AT HOME CORP - SERIES A COMMON 045919107 3,862 71,600 SH DEFINED 2 71,600
AT HOME CORP - SERIES A COMMON 045919107 162 3,000 SH DEFINED 2,4 3,000
AT&T CANADA INC COMMON 00207Q202 9,840 153,600 SH DEFINED 1 153,600
AT&T CANADA INC COMMON 00207Q202 8,937 139,500 SH DEFINED 1,6 139,500
AT&T CANADA INC COMMON 00207Q202 641 10,000 SH DEFINED 2 10,000
AT&T CORP-LIBERTY MEDIA COMMON 001957208 50,977 1,387,120 SH DEFINED 1 1,387,120
AT&T CORP-LIBERTY MEDIA COMMON 001957208 257,250 7,000,000 SH DEFINED 1,2 7,000,000
AT&T CORP-LIBERTY MEDIA COMMON 001957208 9,188 250,000 SH DEFINED 1,3 250,000
AT&T CORP-LIBERTY MEDIA COMMON 001957208 6,167 167,800 SH DEFINED 1,6 167,800
AT&T CORP-LIBERTY MEDIA COMMON 001957208 5,601 152,408 SH DEFINED 2 152,408
AT&T CORP-LIBERTY MEDIA COMMON 001957208 1,227 33,400 SH DEFINED 2,4 33,400
ATLANTIC RICHFIELD CO COMMON 048825103 5,925 70,900 SH DEFINED 1 70,900
ATLANTIC RICHFIELD CO COMMON 048825103 426 5,100 SH DEFINED 1,6 5,100
ATLAS AIR INC. COMMON 049164106 4,015 124,500 SH DEFINED 1 124,500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ATMEL CORPORATION COMMON 049513104 1,328 50,700 SH DEFINED 1 50,700
ATMEL CORPORATION COMMON 049513104 24,009 916,800 SH DEFINED 1,2 916,800
ATMEL CORPORATION COMMON 049513104 31 1,200 SH DEFINED 1,6 1,200
ATMEL CORPORATION COMMON 049513104 1,927 73,600 SH DEFINED 2 73,600
ATMEL CORPORATION COMMON 049513104 89 3,400 SH DEFINED 2,4 3,400
AVALONBAY COMMUNITIES INC. COMMON 053484101 4,399 118,900 SH DEFINED 1,5 118,900
AVANT CORPORATION COMMON 053487104 2,899 229,619 SH DEFINED 1 229,619
AVANT CORPORATION COMMON 053487104 1 100 SH DEFINED 1,6 100
AVANT CORPORATION COMMON 053487104 6 500 SH DEFINED 2 500
AVANT CORPORATION COMMON 053487104 5 400 SH DEFINED 2,4 400
AVIS RENT A CAR INC COMMON 053790101 10,392 356,800 SH DEFINED 1 356,800
AVIS RENT A CAR INC COMMON 053790101 641 22,000 SH DEFINED 2 22,000
AVISTA CORP. COMMON 05379B107 5,956 366,500 SH DEFINED 1 366,500
AVON PRODUCTS COMMON 054303102 465,412 8,385,800 SH DEFINED 1 8,385,800
AVON PRODUCTS COMMON 054303102 17,438 314,200 SH DEFINED 1,7 314,200
AVON PRODUCTS COMMON 054303102 6,549 118,000 SH DEFINED 2 118,000
AVT CORP. COMMON 002420107 14,237 375,900 SH DEFINED 1 375,900
AVT CORP. COMMON 002420107 34 900 SH DEFINED 1,6 900
AVT CORP. COMMON 002420107 311 8,200 SH DEFINED 2 8,200
AVT CORP. COMMON 002420107 227 6,000 SH DEFINED 2,4 6,000
AWARE INC/MASS COMMON 05453N100 9,151 198,400 SH DEFINED 1 198,400
AWARE INC/MASS COMMON 05453N100 415 9,000 SH DEFINED 2 9,000
AXA S.A. COMMON 054536107 6,929 111,200 SH DEFINED 1 111,200
AXA S.A. COMMON 054536107 1,246 20,000 SH DEFINED 2 20,000
AZURIX CORP COMMON 05501M104 8,468 423,400 SH DEFINED 1 423,400
AZURIX CORP COMMON 05501M104 1,800 90,000 SH DEFINED 1,6 90,000
AZURIX CORP COMMON 05501M104 1,080 54,000 SH DEFINED 2 54,000
B.F. GOODRICH CO. COMMON 382388106 13,813 325,000 SH DEFINED 1 325,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BAKER HUGHES, INC. COMMON 057224107 4,188 125,000 SH DEFINED 1 125,000
BAKER HUGHES, INC. COMMON 057224107 67,000 2,000,000 SH DEFINED 1,2 2,000,000
BAKER HUGHES, INC. COMMON 057224107 228 6,800 SH DEFINED 1,6 6,800
BAKER HUGHES, INC. COMMON 057224107 3,149 94,000 SH DEFINED 2 94,000
BAKER HUGHES, INC. COMMON 057224107 251 7,500 SH DEFINED 2,4 7,500
BANCO DE A. EDWARDS - SPONSORED
ADR COMMON 059504100 952 65,657 SH DEFINED 1,7 65,657
BANCO DE GALICIA Y BUENO ADR COMMON 059538207 2,354 116,235 SH DEFINED 1,7 116,235
BANCO HIPOTECARIO COMMON 05961A103 1,371 134,431 SH DEFINED 1,7 134,431
BANCO LATINOAMERICANO DE EXP COMMON P16994132 1,613 60,310 SH DEFINED 1,7 60,310
BANCO RIO DE LA PLATA ADR COMMON 059644104 1,095 115,233 SH DEFINED 1,7 115,233
BANCO SANTANDER PUERTO RICO COMMON 059646109 3,376 186,900 SH DEFINED 1 186,900
BANCO SANTIAGO SA ADR COMMON 05965L105 19 1,000 SH DEFINED 1,7 1,000
BANK OF AMERICA CORP COMMON 060505104 33,043 450,716 SH DEFINED 1 450,716
BANK OF AMERICA CORP COMMON 060505104 10,313 140,674 SH DEFINED 1,5 140,674
BANK OF AMERICA CORP COMMON 060505104 4,715 64,318 SH DEFINED 2 64,318
BANK ONE CORP COMMON 06423A103 10,612 178,160 SH DEFINED 1,5 178,160
BANK UNITED CORP - CLASS A COMMON 065412108 38,122 948,600 SH DEFINED 1 948,600
BANK UNITED CORP - CLASS A COMMON 065412108 40,188 1,000,000 SH DEFINED 1,2 1,000,000
BANK UNITED CORP - CLASS A COMMON 065412108 109 2,700 SH DEFINED 1,6 2,700
BANK UNITED CORP - CLASS A COMMON 065412108 3,967 98,700 SH DEFINED 2 98,700
BANK UNITED CORP - CLASS A COMMON 065412108 209 5,200 SH DEFINED 2,4 5,200
BANKBOSTON CORP COMMON 06605R106 1,380 27,000 SH DEFINED 1 27,000
BAR TECHNOLOGIES WARRANTS COMMON 067016113 120 6,000 SH DEFINED 1 6,000
BARR LABORATORIES INC COMMON 068306109 15,503 388,800 SH DEFINED 1 388,800
BARRETT RESOURCES CORP COMMON 068480201 898 23,400 SH DEFINED 1 23,400
BARRETT RESOURCES CORP COMMON 068480201 192 5,000 SH DEFINED 1,6 5,000
BASF AG - UNSPONSORED ADR COMMON 055262406 2,636 60,000 SH DEFINED 1,5 60,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BASIN EXPLORATION INC COMMON 070107107 5,890 293,600 SH DEFINED 1 293,600
BAUSCH & LOMB, INC. COMMON 071707103 15,728 205,600 SH DEFINED 1 205,600
BAUSCH & LOMB, INC. COMMON 071707103 153,260 2,003,400 SH DEFINED 1,2 2,003,400
BAUSCH & LOMB, INC. COMMON 071707103 130 1,700 SH DEFINED 1,6 1,700
BAUSCH & LOMB, INC. COMMON 071707103 4,253 55,600 SH DEFINED 2 55,600
BAUSCH & LOMB, INC. COMMON 071707103 734 9,600 SH DEFINED 2,4 9,600
BAXTER INTERNATIONAL INC COMMON 071813109 9,685 159,745 SH DEFINED 1 159,745
BAXTER INTERNATIONAL INC COMMON 071813109 1,771 29,211 SH DEFINED 2 29,211
BAY VIEW CAPITAL CORP COMMON 07262L101 820 40,000 SH DEFINED 1 40,000
BAYER AG ADR COMMON 072730302 2,289 55,000 SH DEFINED 1,5 55,000
BEA SYSTEMS INC COMMON 073325102 3,313 116,000 SH DEFINED 1 116,000
BEA SYSTEMS INC COMMON 073325102 857 30,000 SH DEFINED 2 30,000
BEACON CAPITAL COMMON 073561102 1,768 115,000 SH DEFINED 1,5 115,000
BEAR STEARNS COMPANIES INC COMMON 073902108 2,819 60,300 SH DEFINED 1 60,300
BEAR STEARNS COMPANIES INC COMMON 073902108 58,438 1,250,000 SH DEFINED 1,2 1,250,000
BEAR STEARNS COMPANIES INC COMMON 073902108 117 2,500 SH DEFINED 1,6 2,500
BEAR STEARNS COMPANIES INC COMMON 073902108 3,436 73,500 SH DEFINED 2 73,500
BEAR STEARNS COMPANIES INC COMMON 073902108 187 4,000 SH DEFINED 2,4 4,000
BEC ENERGY COMMON 05538M101 1,790 43,400 SH DEFINED 1 43,400
BECKMAN COULTER INC. COMMON 075811109 5,033 103,500 SH DEFINED 1 103,500
BECTON DICKINSON & CO COMMON 075887109 20,920 697,341 SH DEFINED 1 697,341
BECTON DICKINSON & CO COMMON 075887109 47,964 1,598,800 SH DEFINED 1,2 1,598,800
BECTON DICKINSON & CO COMMON 075887109 540 18,000 SH DEFINED 2 18,000
BECTON DICKINSON & CO COMMON 075887109 249 8,300 SH DEFINED 2,4 8,300
BED BATH AND BEYOND, INC. COMMON 075896100 5,713 148,400 SH DEFINED 1 148,400
BED BATH AND BEYOND, INC. COMMON 075896100 105,879 2,750,100 SH DEFINED 1,2 2,750,100
BED BATH AND BEYOND, INC. COMMON 075896100 8,663 225,000 SH DEFINED 1,3 225,000
BED BATH AND BEYOND, INC. COMMON 075896100 212 5,500 SH DEFINED 1,6 5,500
BED BATH AND BEYOND, INC. COMMON 075896100 5,671 147,300 SH DEFINED 2 147,300
BED BATH AND BEYOND, INC. COMMON 075896100 373 9,700 SH DEFINED 2,4 9,700
BELL & HOWELL COMPANY COMMON 077852101 4,175 110,400 SH DEFINED 1 110,400
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BELL ATLANTIC CORP COMMON 077853109 50,175 767,500 SH DEFINED 1 767,500
BELL ATLANTIC CORP COMMON 077853109 11,774 180,100 SH DEFINED 1,5 180,100
BELL ATLANTIC CORP COMMON 077853109 17,390 266,000 SH DEFINED 1,7 266,000
BELL ATLANTIC CORP COMMON 077853109 2,205 33,725 SH DEFINED 2 33,725
BELLSOUTH CORP COMMON 079860102 48,731 1,039,600 SH DEFINED 1 1,039,600
BELLSOUTH CORP COMMON 079860102 18,281 390,000 SH DEFINED 1,3 390,000
BEN & JERRY'S HOMEMADE -
CLASS A COMMON 081465106 1,110 40,000 SH DEFINED 1 40,000
BEST BUY COMPANY, INC. COMMON 086516101 752,196 1,143,650 SH DEFINED 1 11,143,650
BEST BUY COMPANY, INC. COMMON 086516101 242,325 3,590,000 SH DEFINED 1,2 3,590,000
BEST BUY COMPANY, INC. COMMON 086516101 36,774 544,800 SH DEFINED 1,3 544,800
BEST BUY COMPANY, INC. COMMON 086516101 297 4,400 SH DEFINED 1,6 4,400
BEST BUY COMPANY, INC. COMMON 086516101 16,322 241,800 SH DEFINED 2 241,800
BEST BUY COMPANY, INC. COMMON 086516101 1,242 18,400 SH DEFINED 2,4 18,400
BEST SOFTWARE INC. COMMON 086579109 3,163 196,150 SH DEFINED 1 196,150
BESTFOODS COMMON 08658U101 15,830 319,800 SH DEFINED 1,7 319,800
BIDHIT.COM INC COMMON 08883R105 4,750 950,000 SH DEFINED 1,6 950,000
BIOGEN, INC. COMMON 090597105 16,001 248,800 SH DEFINED 1 248,800
BIOGEN, INC. COMMON 090597105 128,625 2,000,000 SH DEFINED 1,2 2,000,000
BIOGEN, INC. COMMON 090597105 22,509 350,000 SH DEFINED 1,3 350,000
BIOGEN, INC. COMMON 090597105 257 4,000 SH DEFINED 1,6 4,000
BIOGEN, INC. COMMON 090597105 9,248 143,800 SH DEFINED 2 143,800
BIOGEN, INC. COMMON 090597105 437 6,800 SH DEFINED 2,4 6,800
BIOMET INC. COMMON 090613100 9,584 241,100 SH DEFINED 1 241,100
BIOMET INC. COMMON 090613100 89,438 2,250,000 SH DEFINED 1,2 2,250,000
BIOMET INC. COMMON 090613100 159 4,000 SH DEFINED 1,6 4,000
BIOMET INC. COMMON 090613100 4,516 113,600 SH DEFINED 2 113,600
BIOMET INC. COMMON 090613100 270 6,800 SH DEFINED 2,4 6,800
BIOSITE DIAGNOSTICS INC COMMON 090945106 304 30,000 SH DEFINED 1 30,000
BIOVAIL CORPORATION
INTERNATIONAL COMMON 09067K106 17,877 350,100 SH DEFINED 1 350,100
BIOVAIL CORPORATION
INTERNATIONAL COMMON 09067K106 15 300 SH DEFINED 1,6 300
BIOVAIL CORPORATION
INTERNATIONAL COMMON 09067K106 194 3,800 SH DEFINED 2 3,800
BIOVAIL CORPORATION
INTERNATIONAL COMMON 09067K106 148 2,900 SH DEFINED 2,4 2,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BJ SERVICES CO. COMMON 055482103 13,318 452,400 SH DEFINED 1 452,400
BJ SERVICES CO. COMMON 055482103 58,875 2,000,000 SH DEFINED 1,2 2,000,000
BJ SERVICES CO. COMMON 055482103 230 7,800 SH DEFINED 1,6 7,800
BJ SERVICES CO. COMMON 055482103 2,788 94,700 SH DEFINED 2 94,700
BJ SERVICES CO. COMMON 055482103 206 7,000 SH DEFINED 2,4 7,000
BJ'S WHOLESALE CLUB INC COMMON 05548J106 6,337 210,800 SH DEFINED 1 210,800
BLUE SQUARE ISRAEL LTD ADR COMMON 096055108 1,302 82,000 SH DEFINED 1,7 82,000
BLYTH INDUSTRIES, INC. COMMON 09643P108 2,303 67,000 SH DEFINED 1 67,000
BMC SOFTWARE, INC. COMMON 055921100 401,247 7,430,500 SH DEFINED 1 7,430,500
BMC SOFTWARE, INC. COMMON 055921100 216,000 4,000,000 SH DEFINED 1,2 4,000,000
BMC SOFTWARE, INC. COMMON 055921100 410 7,600 SH DEFINED 1,6 7,600
BMC SOFTWARE, INC. COMMON 055921100 15,212 281,700 SH DEFINED 2 281,700
BMC SOFTWARE, INC. COMMON 055921100 756 14,000 SH DEFINED 2,4 14,000
BOEING CO. COMMON 097023105 2,872 65,000 SH DEFINED 1,5 65,000
BOSTON COMMUNICATIONS GROUP COMMON 100582105 1,008 75,000 SH DEFINED 1 75,000
BOSTON PROPERTIES INC COMMON 101121101 7,110 198,200 SH DEFINED 1 198,200
BOSTON PROPERTIES INC COMMON 101121101 897 25,000 SH DEFINED 1,5 25,000
BOSTON SCIENTIFIC CORPORATION COMMON 101137107 2,636 60,000 SH DEFINED 1 60,000
BOSTON SCIENTIFIC CORPORATION COMMON 101137107 52,725 1,200,000 SH DEFINED 1,2 1,200,000
BOSTON SCIENTIFIC CORPORATION COMMON 101137107 330 7,500 SH DEFINED 2,4 7,500
BOWATER INC. COMMON 102183100 14,175 300,000 SH DEFINED 1 300,000
BOWLIN OUTDOOR ADVERT & TRAVEL COMMON 102595105 1,800 300,000 SH DEFINED 1 300,000
BOWLIN OUTDOOR ADVERT & TRAVEL COMMON 102595105 2 300 SH DEFINED 1,6 300
BOWLIN OUTDOOR ADVERT & TRAVEL COMMON 102595105 32 5,400 SH DEFINED 2 5,400
BOWLIN OUTDOOR ADVERT & TRAVEL COMMON 102595105 17 2,800 SH DEFINED 2,4 2,800
BP AMOCO PLC ADR COMMON 055622104 2,072 19,100 SH DEFINED 1,6 19,100
BRAND SCAFFOLD SVCS 14.5% PFD PREFERRED 105257307 8,750 280,000 SH DEFINED 1 280,000
BRASIL DISTR PAO ADR COMMON 20440T201 5,184 277,419 SH DEFINED 1 277,419
BRASIL DISTR PAO ADR COMMON 20440T201 1,080 57,800 SH DEFINED 1,7 57,800
</TABLE>
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<PAGE> 19
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRIGHT HORIZONS FAMILY
SOLUTIONS COMMON 109195107 5,296 280,600 SH DEFINED 1 280,600
BRIGHT HORIZONS FAMILY
SOLUTIONS COMMON 109195107 8 400 SH DEFINED 1,6 400
BRIGHT HORIZONS FAMILY
SOLUTIONS COMMON 109195107 108 5,700 SH DEFINED 2 5,700
BRIGHT HORIZONS FAMILY
SOLUTIONS COMMON 109195107 83 4,400 SH DEFINED 2,4 4,400
BRINKER INTERNATIONAL INC. COMMON 109641100 5,128 188,600 SH DEFINED 1 188,600
BRINKER INTERNATIONAL INC. COMMON 109641100 54,375 2,000,000 SH DEFINED 1,2 2,000,000
BRINKER INTERNATIONAL INC. COMMON 109641100 92 3,400 SH DEFINED 1,6 3,400
BRINKER INTERNATIONAL INC. COMMON 109641100 3,059 112,500 SH DEFINED 2 112,500
BRINKER INTERNATIONAL INC. COMMON 109641100 174 6,400 SH DEFINED 2,4 6,400
BRIO TECHNOLOGY INC. COMMON 109704106 400 20,000 SH DEFINED 1 20,000
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 614,433 8,723,100 SH DEFINED 1 8,723,100
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 316,969 4,500,000 SH DEFINED 1,2 4,500,000
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 1,691 24,000 SH DEFINED 1,5 24,000
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 19,772 280,700 SH DEFINED 1,7 280,700
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 8,381 118,984 SH DEFINED 2 118,984
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 1,127 16,000 SH DEFINED 2,4 16,000
BRITISH AIRWAYS - SPONSORED ADR COMMON 110419306 1,786 25,000 SH DEFINED 1,5 25,000
BRITISH STEEL PLC - SPONSORED
ADR COMMON 111015301 612 23,500 SH DEFINED 1 23,500
BRITISH STEEL PLC - SPONSORED
ADR COMMON 111015301 1,433 55,000 SH DEFINED 1,5 55,000
BRITISH STEEL PLC - SPONSORED
ADR COMMON 111015301 20,066 769,900 SH DEFINED 1,6 769,900
BRITISH TELECOM PLC - SPONSORED
ADR COMMON 111021408 2,398 14,000 SH DEFINED 1,5 14,000
BROADCAST.COM INC COMMON 111310108 41,004 307,000 SH DEFINED 1 307,000
BROADCAST.COM INC COMMON 111310108 27,581 206,500 SH DEFINED 1,2 206,500
BROADCAST.COM INC COMMON 111310108 1,202 9,000 SH DEFINED 2 9,000
BROADCOM CORP - CLASS A COMMON 111320107 49,585 343,000 SH DEFINED 1 343,000
BROADCOM CORP - CLASS A COMMON 111320107 57,825 400,000 SH DEFINED 1,3 400,000
BROADCOM CORP - CLASS A COMMON 111320107 2,313 16,000 SH DEFINED 2 16,000
BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 3,809 39,500 SH DEFINED 1 39,500
BROOKS AUTOMATION INC COMMON 11434A100 10,295 380,400 SH DEFINED 1 380,400
BROOKS AUTOMATION INC COMMON 11434A100 11 400 SH DEFINED 1,6 400
BROOKS AUTOMATION INC COMMON 11434A100 116 4,300 SH DEFINED 2 4,300
BROOKS AUTOMATION INC COMMON 11434A100 81 3,000 SH DEFINED 2,4 3,000
</TABLE>
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<PAGE> 20
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BROWN-FORMAN CORPORATION -
CLASS B COMMON 115637209 8,243 126,455 SH DEFINED 1,7 126,455
BROWNING FERRIS INDUSTRIES COMMON 115885105 7,805 181,500 SH DEFINED 1,5 181,500
BURLINGTON RESOURCES INC COMMON 122014103 4,161 96,200 SH DEFINED 1 96,200
BURR-BROWN CORPORATION COMMON 122574106 19,972 545,300 SH DEFINED 1 545,300
BURR-BROWN CORPORATION COMMON 122574106 18 500 SH DEFINED 1,6 500
BURR-BROWN CORPORATION COMMON 122574106 930 25,400 SH DEFINED 2 25,400
BURR-BROWN CORPORATION COMMON 122574106 143 3,900 SH DEFINED 2,4 3,900
BUSINESS OBJECTS S.A. ADR COMMON 12328X107 13,706 375,500 SH DEFINED 1 375,500
BUSINESS OBJECTS S.A. ADR COMMON 12328X107 18 500 SH DEFINED 1,6 500
BUSINESS OBJECTS S.A. ADR COMMON 12328X107 197 5,400 SH DEFINED 2 5,400
BUSINESS OBJECTS S.A. ADR COMMON 12328X107 146 4,000 SH DEFINED 2,4 4,000
C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 5,546 150,900 SH DEFINED 1 150,900
CABLEVISION SYSTEMS CORP. COMMON 12686C109 48,580 694,000 SH DEFINED 1 694,000
CABLEVISION SYSTEMS CORP. COMMON 12686C109 17,136 244,800 SH DEFINED 1,2 244,800
CABLEVISION SYSTEMS CORP. COMMON 12686C109 5,894 84,200 SH DEFINED 2 84,200
CABLEVISION SYSTEMS CORP. COMMON 12686C109 77 1,100 SH DEFINED 2,4 1,100
CABOT OIL & GAS CORP. - CLASS A COMMON 127097103 5,040 270,600 SH DEFINED 1 270,600
CABOT OIL & GAS CORP. - CLASS A COMMON 127097103 11 600 SH DEFINED 1,6 600
CABOT OIL & GAS CORP. - CLASS A COMMON 127097103 101 5,400 SH DEFINED 2 5,400
CABOT OIL & GAS CORP. - CLASS A COMMON 127097103 73 3,900 SH DEFINED 2,4 3,900
CADENCE DESIGN SYSTEMS COMMON 127387108 3,045 238,800 SH DEFINED 1 238,800
CADENCE DESIGN SYSTEMS COMMON 127387108 752 59,000 SH DEFINED 1,5 59,000
CADILLAC FAIRVIEW CORP COMMON 126929207 3,409 180,600 SH DEFINED 1 180,600
CAL DIVE INTERNATIONAL INC. COMMON 127914109 9,279 310,600 SH DEFINED 1 310,600
CAL DIVE INTERNATIONAL INC. COMMON 127914109 12 400 SH DEFINED 1,6 400
CAL DIVE INTERNATIONAL INC. COMMON 127914109 128 4,300 SH DEFINED 2 4,300
CAL DIVE INTERNATIONAL INC. COMMON 127914109 105 3,500 SH DEFINED 2,4 3,500
CALLAWAY GOLF COMPANY COMMON 131193104 1,662 113,650 SH DEFINED 1 113,650
CALLAWAY GOLF COMPANY COMMON 131193104 30,517 2,086,600 SH DEFINED 1,2 2,086,600
CALLAWAY GOLF COMPANY COMMON 131193104 60 4,100 SH DEFINED 1,6 4,100
CALLAWAY GOLF COMPANY COMMON 131193104 2,154 147,300 SH DEFINED 2 147,300
CALLAWAY GOLF COMPANY COMMON 131193104 111 7,600 SH DEFINED 2,4 7,600
</TABLE>
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<PAGE> 21
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CALL-NET ENTERPRISES INC COMMON 130910201 98 15,000 SH DEFINED 1 15,000
CALPINE CORPORATION COMMON 131347106 621 11,500 SH DEFINED 2 11,500
CAMBREX CORP COMMON 132011107 525 20,000 SH DEFINED 1 20,000
CANADIAN NATIONAL RAILWAY COMMON 136375102 15,075 225,000 SH DEFINED 1 225,000
CANANDAIGUA WINE CO - CLASS A COMMON 137219200 6,413 122,300 SH DEFINED 1 122,300
CANDESCENT TECH CVT 144A CONVERT 137392AA4 21,333 27,350,000 PRN DEFINED 1 27,350,000
CANDESCENT TECH CVT 144A CONVERT 137392AA4 22,074 28,300,000 PRN DEFINED 1,2 28,300,000
CANON INC ADR COMMON 138006309 2,184 75,000 SH DEFINED 1,5 75,000
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 20,824 373,950 SH DEFINED 1 373,950
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 174,447 3,132,600 SH DEFINED 1,2 3,132,600
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 267 4,800 SH DEFINED 1,6 4,800
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 6,298 113,100 SH DEFINED 2 113,100
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 858 15,400 SH DEFINED 2,4 15,400
CAPITAL SENIOR LIVING CORP. COMMON 140475104 10,585 1,058,500 SH DEFINED 1 1,058,500
CAPITAL SENIOR LIVING CORP. COMMON 140475104 8 800 SH DEFINED 1,6 800
CAPITAL SENIOR LIVING CORP. COMMON 140475104 100 10,000 SH DEFINED 2 10,000
CAPITAL SENIOR LIVING CORP. COMMON 140475104 57 5,700 SH DEFINED 2,4 5,700
CAPROCK COMMUNICATIONS CORP. COMMON 140667106 3,864 95,400 SH DEFINED 1 95,400
CARBO CERAMICS INC COMMON 140781105 1,065 35,000 SH DEFINED 1 35,000
CARDINAL HEALTH, INC. COMMON 14149Y108 160,636 2,505,049 SH DEFINED 1 2,505,049
CARDINAL HEALTH, INC. COMMON 14149Y108 38,475 600,000 SH DEFINED 1,2 600,000
CARDINAL HEALTH, INC. COMMON 14149Y108 1,860 29,000 SH DEFINED 2 29,000
CARDIOTHORACIC SYSTEMS, INC. COMMON 141907105 2,800 200,000 SH DEFINED 1 200,000
CAREINSITE INC. COMMON 14170M106 2,174 46,000 SH DEFINED 1 46,000
CARLTON COMM PLC - SPONSORED
ADR COMMON 142872209 3,001 70,000 SH DEFINED 1,5 70,000
CARMIKE CINEMAS - CLASS A COMMON 143436103 398 25,000 SH DEFINED 1 25,000
</TABLE>
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<PAGE> 22
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CARNIVAL CORP COMMON 143658102 449,071 9,259,200 SH DEFINED 1 9,259,200
CARNIVAL CORP COMMON 143658102 150,486 3,102,800 SH DEFINED 1,2 3,102,800
CARNIVAL CORP COMMON 143658102 13,192 272,000 SH DEFINED 1,3 272,000
CARNIVAL CORP COMMON 143658102 238 4,900 SH DEFINED 1,6 4,900
CARNIVAL CORP COMMON 143658102 4,996 103,000 SH DEFINED 2 103,000
CARNIVAL CORP COMMON 143658102 679 14,000 SH DEFINED 2,4 14,000
CAROLINA POWER & LIGHT COMMON 144141108 2,278 53,200 SH DEFINED 1 53,200
CARRAMERICA REALTY CORP COMMON 144418100 2,893 115,700 SH DEFINED 1,5 115,700
CARRIAGE SERVICES 144A CVT PFD CONVERT 14444T101 6,645 120,000 SH DEFINED 1 120,000
CASE CORPORATION COMMON 14743R103 2,560 53,200 SH DEFINED 1 53,200
CASE CORPORATION COMMON 14743R103 16,151 335,600 SH DEFINED 1,6 335,600
CASELLA WASTE SYSTEMS INC COMMON 147448104 6,386 245,600 SH DEFINED 1 245,600
CASH AMERICA INTERNATIONAL INC COMMON 14754D100 4,976 386,500 SH DEFINED 1 386,500
CATALYTICA INC COMMON 148885106 5,274 376,700 SH DEFINED 1 376,700
CATERPILLAR, INC. COMMON 149123101 5,100 85,000 SH DEFINED 1,5 85,000
CATHERINE STORES CORP COMMON 14916F100 2,166 175,000 SH DEFINED 1 175,000
CBL & ASSOCIATES PROPERTIES COMMON 124830100 2,496 94,650 SH DEFINED 1,5 94,650
CBS CORPORATION COMMON 12490K107 50,487 1,162,300 SH DEFINED 1 1,162,300
CBS CORPORATION COMMON 12490K107 2,563 59,000 SH DEFINED 2 59,000
CCB FINANCIAL CORP COMMON 124875105 1,586 30,000 SH DEFINED 1 30,000
CDW COMPUTER CENTERS INC. COMMON 125129106 57,900 1,315,900 SH DEFINED 1 1,315,900
CDW COMPUTER CENTERS INC. COMMON 125129106 88,000 2,000,000 SH DEFINED 1,2 2,000,000
CDW COMPUTER CENTERS INC. COMMON 125129106 229 5,200 SH DEFINED 1,6 5,200
CDW COMPUTER CENTERS INC. COMMON 125129106 4,677 106,300 SH DEFINED 2 106,300
CDW COMPUTER CENTERS INC. COMMON 125129106 625 14,200 SH DEFINED 2,4 14,200
CEC ENTERTAINMENT INC. COMMON 125137109 41,496 982,150 SH DEFINED 1 982,150
CEC ENTERTAINMENT INC. COMMON 125137109 42 1,000 SH DEFINED 1,6 1,000
CEC ENTERTAINMENT INC. COMMON 125137109 435 10,300 SH DEFINED 2 10,300
CEC ENTERTAINMENT INC. COMMON 125137109 287 6,800 SH DEFINED 2,4 6,800
</TABLE>
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<PAGE> 23
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CELCARIBE ORDINARY TRUST CTFS. COMMON 150898104 6,260 2,276,400 SH DEFINED 1 2,276,400
CELESTICA INC COMMON 15101Q108 8,637 199,400 SH DEFINED 1 199,400
CELLNET DATA SYSTEMS COMMON 15115M135 83 10,000 SH DEFINED 1 10,000
CELLNET DATA SYSTEMS COMMON 15115M135 1 95 SH DEFINED 2 95
CEMIG SA - SPONSORED ADR COMMON 204409601 5,723 274,248 SH DEFINED 1,7 274,248
CENDANT CORP COMMON 151313103 2,050 100,000 SH DEFINED 1,8 100,000
CENDANT CORP CONV. PFD. CONVERT 151313301 2,686 78,000 SH DEFINED 1 78,000
CENTEX CORP COMMON 152312104 1,251 33,300 SH DEFINED 1 33,300
CENTRAL PARKING CORPORATION COMMON 154785109 5,504 160,700 SH DEFINED 1 160,700
CENTURY BUSINESS SERVICES COMMON 156490104 5,235 361,000 SH DEFINED 1 361,000
CENTURYTEL INC. COMMON 156700106 12,301 309,450 SH DEFINED 1 309,450
CENTURYTEL INC. COMMON 156700106 89,435 2,249,925 SH DEFINED 1,2 2,249,925
CENTURYTEL INC. COMMON 156700106 15,503 390,000 SH DEFINED 1,3 390,000
CENTURYTEL INC. COMMON 156700106 155 3,900 SH DEFINED 1,6 3,900
CENTURYTEL INC. COMMON 156700106 4,257 107,100 SH DEFINED 2 107,100
CENTURYTEL INC. COMMON 156700106 304 7,650 SH DEFINED 2,4 7,650
CERIDIAN CORPORATION COMMON 15677T106 14,673 448,900 SH DEFINED 1 448,900
CERIDIAN CORPORATION COMMON 15677T106 111,138 3,400,000 SH DEFINED 1,2 3,400,000
CERIDIAN CORPORATION COMMON 15677T106 3,589 109,800 SH DEFINED 1,3 109,800
CERIDIAN CORPORATION COMMON 15677T106 114 3,500 SH DEFINED 1,6 3,500
CERIDIAN CORPORATION COMMON 15677T106 3,102 94,900 SH DEFINED 2 94,900
CERIDIAN CORPORATION COMMON 15677T106 634 19,400 SH DEFINED 2,4 19,400
CERNER CORPORATION COMMON 156782104 6,936 330,800 SH DEFINED 1 330,800
CERNER CORPORATION COMMON 156782104 15 700 SH DEFINED 1,6 700
CERNER CORPORATION COMMON 156782104 94 4,500 SH DEFINED 2,4 4,500
CHAMPION ENTERPRISE COMMON 158496109 58 3,100 SH DEFINED 2 3,100
CHAMPIONSHIP AUTO RACING COMMON 158711101 5,673 189,500 SH DEFINED 1 189,500
CHAMPIONSHIP AUTO RACING COMMON 158711101 6 200 SH DEFINED 1,6 200
CHAMPIONSHIP AUTO RACING COMMON 158711101 66 2,200 SH DEFINED 2 2,200
CHAMPIONSHIP AUTO RACING COMMON 158711101 45 1,500 SH DEFINED 2,4 1,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHANCELLOR MEDIA CORP - CLASS A COMMON 158915108 13,697 248,472 SH DEFINED 1 248,472
CHANCELLOR MEDIA CORP - CLASS A COMMON 158915108 78,829 1,430,002 SH DEFINED 1,2 1,430,002
CHANCELLOR MEDIA CORP - CLASS A COMMON 158915108 138 2,500 SH DEFINED 1,6 2,500
CHANCELLOR MEDIA CORP - CLASS A COMMON 158915108 3,715 67,390 SH DEFINED 2 67,390
CHANCELLOR MEDIA CORP - CLASS A COMMON 158915108 265 4,800 SH DEFINED 2,4 4,800
CHANCELLOR MEDIA CORP CVT PFD CONVERT 158915405 11 100 SH DEFINED 2 100
CHARLES RIVER ASSOCIATES INC COMMON 159852102 752 30,000 SH DEFINED 1 30,000
CHASE MANHATTAN CORPORATION COMMON 16161A108 730,409 8,431,850 SH DEFINED 1 8,431,850
CHASE MANHATTAN CORPORATION COMMON 16161A108 238,219 2,750,000 SH DEFINED 1,2 2,750,000
CHASE MANHATTAN CORPORATION COMMON 16161A108 17,325 200,000 SH DEFINED 1,3 200,000
CHASE MANHATTAN CORPORATION COMMON 16161A108 2,989 34,500 SH DEFINED 1,5 34,500
CHASE MANHATTAN CORPORATION COMMON 16161A108 10,126 116,890 SH DEFINED 2 116,890
CHASE MANHATTAN CORPORATION COMMON 16161A108 130 1,500 SH DEFINED 2,4 1,500
CHATTEM INC COMMON 162456107 5,434 170,800 SH DEFINED 1 170,800
CHEAP TICKETS INC. COMMON 162672109 3,289 90,100 SH DEFINED 1 90,100
CHEAP TICKETS INC. COMMON 162672109 4 100 SH DEFINED 1,6 100
CHEAP TICKETS INC. COMMON 162672109 40 1,100 SH DEFINED 2,4 1,100
CHECK POINT SOFTWARE TECHNOLOGY COMMON M22465104 21,536 401,600 SH DEFINED 1 401,600
CHECK POINT SOFTWARE TECHNOLOGY COMMON M22465104 40,219 750,000 SH DEFINED 1,2 750,000
CHECK POINT SOFTWARE TECHNOLOGY COMMON M22465104 115 2,150 SH DEFINED 1,6 2,150
CHECK POINT SOFTWARE TECHNOLOGY COMMON M22465104 2,971 55,400 SH DEFINED 2 55,400
CHECK POINT SOFTWARE TECHNOLOGY COMMON M22465104 402 7,500 SH DEFINED 2,4 7,500
CHECKFREE HOLDINGS CORP. COMMON 162816102 7,464 270,800 SH DEFINED 1 270,800
CHECKFREE HOLDINGS CORP. COMMON 162816102 14 500 SH DEFINED 1,6 500
CHECKFREE HOLDINGS CORP. COMMON 162816102 179 6,500 SH DEFINED 2 6,500
CHECKFREE HOLDINGS CORP. COMMON 162816102 119 4,300 SH DEFINED 2,4 4,300
CHEVRON CORP. COMMON 166751107 1,028 10,800 SH DEFINED 1 10,800
CHEVRON CORP. COMMON 166751107 190 2,000 SH DEFINED 1,6 2,000
CHICO'S FAS, INC. COMMON 168615102 2,421 103,000 SH DEFINED 1 103,000
CHILDREN'S PLACE RETAIL STORES COMMON 168905107 10,967 270,800 SH DEFINED 1 270,800
CHILDREN'S PLACE RETAIL STORES COMMON 168905107 20 500 SH DEFINED 1,6 500
CHILDREN'S PLACE RETAIL STORES COMMON 168905107 219 5,400 SH DEFINED 2 5,400
CHILDREN'S PLACE RETAIL STORES COMMON 168905107 158 3,900 SH DEFINED 2,4 3,900
</TABLE>
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<PAGE> 25
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHIREX INC. COMMON 170038103 3,213 100,000 SH DEFINED 1 100,000
CHOICEPOINT INC COMMON 170388102 2,229 33,200 SH DEFINED 1 33,200
CHOICEPOINT INC COMMON 170388102 41,436 617,300 SH DEFINED 1,2 617,300
CHOICEPOINT INC COMMON 170388102 74 1,100 SH DEFINED 1,6 1,100
CHOICEPOINT INC COMMON 170388102 1,926 28,700 SH DEFINED 2 28,700
CHOICEPOINT INC COMMON 170388102 148 2,200 SH DEFINED 2,4 2,200
CIA ANONIMA TELEFONOS DE
VENEZUELA COMMON 204421101 2,185 80,200 SH DEFINED 1,7 80,200
CIA CERVECERIA UNIDAS - SPONS.
ADR COMMON 204429104 3,665 128,035 SH DEFINED 1,7 128,035
CIA SIDERURGICA NACL - SPONS.
ADR COMMON 20440W105 1,042 47,000 SH DEFINED 1,6 47,000
CIBER INC COMMON 17163B102 991 51,800 SH DEFINED 1 51,800
CIBER INC COMMON 17163B102 21,711 1,135,200 SH DEFINED 1,2 1,135,200
CIBER INC COMMON 17163B102 36 1,900 SH DEFINED 1,6 1,900
CIBER INC COMMON 17163B102 782 40,900 SH DEFINED 2 40,900
CIBER INC COMMON 17163B102 67 3,500 SH DEFINED 2,4 3,500
CIGNA CORP COMMON 125509109 27,750 311,800 SH DEFINED 1 311,800
CIGNA CORP COMMON 125509109 2,683 30,146 SH DEFINED 2 30,146
CINAR CORPORATION - CLASS B SUB
VTG. COMMON 171905300 6,054 247,100 SH DEFINED 1 247,100
CINAR CORPORATION - CLASS B SUB
VTG. COMMON 171905300 1,887 77,000 SH DEFINED 1,6 77,000
CINAR CORPORATION - CLASS B SUB
VTG. COMMON 171905300 51 2,100 SH DEFINED 2,4 2,100
CINCINNATI BELL INC COMMON 171870108 5,357 214,800 SH DEFINED 1 214,800
CINCINNATI BELL INC COMMON 171870108 24,938 1,000,000 SH DEFINED 1,2 1,000,000
CINCINNATI BELL INC COMMON 171870108 42 1,700 SH DEFINED 1,6 1,700
CINCINNATI BELL INC COMMON 171870108 1,117 44,800 SH DEFINED 2 44,800
CINCINNATI BELL INC COMMON 171870108 107 4,300 SH DEFINED 2,4 4,300
CINTAS CORP COMMON 172908105 5,456 81,200 SH DEFINED 1 81,200
CINTAS CORP COMMON 172908105 100,781 1,500,000 SH DEFINED 1,2 1,500,000
CINTAS CORP COMMON 172908105 8,311 123,700 SH DEFINED 1,3 123,700
CINTAS CORP COMMON 172908105 175 2,600 SH DEFINED 1,6 2,600
CINTAS CORP COMMON 172908105 4,804 71,500 SH DEFINED 2 71,500
CINTAS CORP COMMON 172908105 343 5,100 SH DEFINED 2,4 5,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CIRCUIT CITY STORES, INC. COMMON 172737108 7,905 85,000 SH DEFINED 1 85,000
CIRCUIT CITY STORES, INC. COMMON 172737108 116,250 1,250,000 SH DEFINED 1,2 1,250,000
CIRCUIT CITY STORES, INC. COMMON 172737108 8,370 90,000 SH DEFINED 1,3 90,000
CIRCUIT CITY STORES, INC. COMMON 172737108 214 2,300 SH DEFINED 1,6 2,300
CIRCUIT CITY STORES, INC. COMMON 172737108 5,617 60,400 SH DEFINED 2 60,400
CIRCUIT CITY STORES, INC. COMMON 172737108 391 4,200 SH DEFINED 2,4 4,200
CISCO SYSTEMS, INC. COMMON 17275R102 287,013 4,449,816 SH DEFINED 1 4,449,816
CISCO SYSTEMS, INC. COMMON 17275R102 346,997 5,379,800 SH DEFINED 1,2 5,379,800
CISCO SYSTEMS, INC. COMMON 17275R102 77,400 1,200,000 SH DEFINED 1,3 1,200,000
CISCO SYSTEMS, INC. COMMON 17275R102 7,250 112,406 SH DEFINED 1,6 112,406
CISCO SYSTEMS, INC. COMMON 17275R102 5,676 88,000 SH DEFINED 2 88,000
CISCO SYSTEMS, INC. COMMON 17275R102 1,445 22,400 SH DEFINED 2,4 22,400
CITADEL COMMUNICATIONS CORP COMMON 172853202 5,428 150,000 SH DEFINED 1 150,000
CITIGROUP INC COMMON 172967101 201,935 4,251,261 SH DEFINED 1 4,251,261
CITIGROUP INC COMMON 172967101 71,250 1,500,000 SH DEFINED 1,2 1,500,000
CITIGROUP INC COMMON 172967101 1,454 30,600 SH DEFINED 1,6 30,600
CITIGROUP INC COMMON 172967101 6,233 131,228 SH DEFINED 2 131,228
CITRIX SYSTEMS, INC. COMMON 177376100 52,692 932,600 SH DEFINED 1 932,600
CITRIX SYSTEMS, INC. COMMON 177376100 243,131 4,303,200 SH DEFINED 1,2 4,303,200
CITRIX SYSTEMS, INC. COMMON 177376100 390 6,900 SH DEFINED 1,6 6,900
CITRIX SYSTEMS, INC. COMMON 177376100 9,108 161,200 SH DEFINED 2 161,200
CITRIX SYSTEMS, INC. COMMON 177376100 1,322 23,400 SH DEFINED 2,4 23,400
CITY NATIONAL CORPORATION COMMON 178566105 1,750 46,750 SH DEFINED 1 46,750
CLAIRE'S STORES, INC. COMMON 179584107 21,766 849,400 SH DEFINED 1 849,400
CLAIRE'S STORES, INC. COMMON 179584107 36 1,400 SH DEFINED 1,6 1,400
CLAIRE'S STORES, INC. COMMON 179584107 366 14,300 SH DEFINED 2 14,300
CLAIRE'S STORES, INC. COMMON 179584107 241 9,400 SH DEFINED 2,4 9,400
CLARIFY, INC. COMMON 180492100 4,125 100,000 SH DEFINED 1 100,000
CLARK/BARDES HOLDINGS INC. COMMON 180668105 380 20,000 SH DEFINED 1 20,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CLAYTON HOMES, INC. COMMON 184190106 3,675 321,325 SH DEFINED 1 321,325
CLAYTON HOMES, INC. COMMON 184190106 18,358 1,605,100 SH DEFINED 1,2 1,605,100
CLAYTON HOMES, INC. COMMON 184190106 2,806 245,375 SH DEFINED 1,3 245,375
CLAYTON HOMES, INC. COMMON 184190106 29 2,500 SH DEFINED 1,6 2,500
CLAYTON HOMES, INC. COMMON 184190106 1,326 115,975 SH DEFINED 2 115,975
CLAYTON HOMES, INC. COMMON 184190106 61 5,325 SH DEFINED 2,4 5,325
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 54,913 796,561 SH DEFINED 1 796,561
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 137,875 2,000,000 SH DEFINED 1,2 2,000,000
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 969 14,051 SH DEFINED 2,4 14,051
CLEARNET COMMUNICATION WARRANTS COMMON 184902112 916 107,811 SH DEFINED 1 107,811
CLEARNET COMMUNICATIONS -
CLASS A COMMON 184902104 91 6,500 SH DEFINED 1 6,500
CLOROX COMPANY COMMON 189054109 21 200 SH DEFINED 1 200
CLOSURE MEDICAL CORPORATION COMMON 189093107 750 25,000 SH DEFINED 1 25,000
CNA SURETY CORPORATION COMMON 12612L108 3,836 250,500 SH DEFINED 1 250,500
COASTAL CORP COMMON 190441105 432 10,800 SH DEFINED 1 10,800
COASTAL CORP COMMON 190441105 16,800 420,000 SH DEFINED 1,3 420,000
COASTAL CORP COMMON 190441105 76 1,900 SH DEFINED 1,6 1,900
COCA-COLA CO COMMON 191216100 25,077 401,230 SH DEFINED 1 401,230
COCA-COLA FEMSA S.A. - SPONSORED
ADR COMMON 191241108 31,155 1,608,000 SH DEFINED 1 1,608,000
COCA-COLA S.A. - SPONSORED
ADR COMMON 191241108 2,877 148,503 SH DEFINED 2 148,503
COCA-COLA FEMSA S.A. - SPONSORED
ADR COMMON 191241108 103 5,300 SH DEFINED 2,4 5,300
COFLEXIP ADR COMMON 192384105 461 10,600 SH DEFINED 1 10,600
COFLEXIP ADR COMMON 192384105 10,418 239,500 SH DEFINED 1,2 239,500
COFLEXIP ADR COMMON 192384105 17 400 SH DEFINED 1,6 400
COFLEXIP ADR COMMON 192384105 479 11,000 SH DEFINED 2 11,000
COFLEXIP ADR COMMON 192384105 44 1,000 SH DEFINED 2,4 1,000
COINSTAR INC. COMMON 19259P300 6,699 233,500 SH DEFINED 1,6 233,500
COLGATE PALMOLIVE CO COMMON 194162103 436,100 4,416,200 SH DEFINED 1 4,416,200
COLGATE PALMOLIVE CO COMMON 194162103 34,563 350,000 SH DEFINED 1,2 350,000
COLGATE PALMOLIVE CO COMMON 194162103 4,967 50,300 SH DEFINED 2 50,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLONIAL BANCGROUP INC. COMMON 195493309 6,990 501,500 SH DEFINED 1 501,500
COLONIAL PROPERTIES TRUST COMMON 195872106 3,689 130,600 SH DEFINED 1 130,600
COLORADO MEDTECH INC COMMON 19652U104 5,155 235,000 SH DEFINED 1 235,000
COLUMBIA BANCORP. COMMON 197231103 159 20,000 SH DEFINED 1 20,000
COLUMBIA ENERGY GROUP COMMON 197648108 621 9,900 SH DEFINED 1 9,900
COLUMBIA ENERGY GROUP COMMON 197648108 10,776 171,900 SH DEFINED 1,3 171,900
COLUMBIA ENERGY GROUP COMMON 197648108 119 1,900 SH DEFINED 1,6 1,900
COLUMBIA/HCA HEALTHCARE CORP. COMMON 197677107 11,863 520,000 SH DEFINED 1 520,000
COLUMBIA/HCA HEALTHCARE CORP. COMMON 197677107 28,516 1,250,000 SH DEFINED 1,2 1,250,000
COLUMBIA/HCA HEALTHCARE CORP. COMMON 197677107 6,958 305,000 SH DEFINED 1,5 305,000
COMAIR HOLDINGS, INC. COMMON 199789108 534 25,650 SH DEFINED 1 25,650
COMCAST CORP SPECIAL - CLASS A COMMON 200300200 483,932 2,590,100 SH DEFINED 1 12,590,100
COMCAST CORP SPECIAL - CLASS A COMMON 200300200 201,620 5,245,400 SH DEFINED 1,2 5,245,400
COMCAST CORP SPECIAL - CLASS A COMMON 200300200 7,688 200,000 SH DEFINED 1,3 200,000
COMCAST CORP SPECIAL - CLASS A COMMON 200300200 4,766 124,000 SH DEFINED 2 124,000
COMCAST CORP SPECIAL - CLASS A COMMON 200300200 915 23,800 SH DEFINED 2,4 23,800
COMDISCO INC COMMON 200336105 3,190 124,500 SH DEFINED 1 124,500
COMDISCO INC COMMON 200336105 57,656 2,250,000 SH DEFINED 1,2 2,250,000
COMDISCO INC COMMON 200336105 115 4,500 SH DEFINED 1,6 4,500
COMDISCO INC COMMON 200336105 2,857 111,500 SH DEFINED 2 111,500
COMDISCO INC COMMON 200336105 210 8,200 SH DEFINED 2,4 8,200
COMFORT SYSTEMS USA, INC. COMMON 199908104 407 22,600 SH DEFINED 1 22,600
COMMERCE BANCSHARES, INC. COMMON 200525103 1,678 41,690 SH DEFINED 1,5 41,690
COMMSCOPE INC COMMON 203372107 13,891 451,750 SH DEFINED 1 451,750
COMMSCOPE INC COMMON 203372107 22 700 SH DEFINED 1,6 700
COMMSCOPE INC COMMON 203372107 926 30,100 SH DEFINED 2 30,100
COMMSCOPE INC COMMON 203372107 154 5,000 SH DEFINED 2,4 5,000
COMMUNITY FIRST BANKSHARES COMMON 203902101 11,973 501,500 SH DEFINED 1 501,500
COMMUNITY FIRST BANKSHARES COMMON 203902101 26 1,100 SH DEFINED 1,6 1,100
COMMUNITY FIRST BANKSHARES COMMON 203902101 260 10,900 SH DEFINED 2 10,900
COMMUNITY FIRST BANKSHARES COMMON 203902101 201 8,400 SH DEFINED 2,4 8,400
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPAQ COMPUTER CORPORATION COMMON 204493100 9,236 389,900 SH DEFINED 1,5 389,900
COMPASS BANCSHARES, INC. COMMON 20449H109 9,986 366,450 CALL DEFINED 1 366,450
COMPASS BANCSHARES, INC. COMMON 20449H109 2,013 438,650 SH DEFINED 1 438,650
COMPASS BANCSHARES, INC. COMMON 20449H109 27,250 1,000,000 SH DEFINED 1,2 1,000,000
COMPASS BANCSHARES, INC. COMMON 20449H109 55 2,000 SH DEFINED 1,6 2,000
COMPASS BANCSHARES, INC. COMMON 20449H109 1,504 55,200 SH DEFINED 2 55,200
COMPUTER ASSOCIATES
INTERNATIONAL COMMON 204912109 7,189 130,700 SH DEFINED 1 130,700
COMPUTER ASSOCIATES
INTERNATIONAL COMMON 204912109 11,220 204,000 SH DEFINED 1,5 204,000
COMPUTER NETWORK TECH CORP COMMON 204925101 973 45,000 SH DEFINED 1 45,000
COMPUTER SCIENCES CORP COMMON 205363104 13,838 200,000 SH DEFINED 1,3 200,000
COMPUWARE CORPORATION COMMON 205638109 11,796 370,800 SH DEFINED 1 370,800
COMPUWARE CORPORATION COMMON 205638109 226,502 7,119,900 SH DEFINED 1,2 7,119,900
COMPUWARE CORPORATION COMMON 205638109 22,905 720,000 SH DEFINED 1,3 720,000
COMPUWARE CORPORATION COMMON 205638109 315 9,900 SH DEFINED 1,6 9,900
COMPUWARE CORPORATION COMMON 205638109 7,575 238,100 SH DEFINED 2 238,100
COMPUWARE CORPORATION COMMON 205638109 977 30,700 SH DEFINED 2,4 30,700
COMPX INTERNATIONAL INC COMMON 20563P101 122 6,800 SH DEFINED 1 6,800
COMSTOCK RESOURCES, INC. COMMON 205768203 66 20,000 SH DEFINED 1 20,000
COMVERSE TECHNOLOGY CVT CONVERT 205862AG0 13,205 7,066,000 PRN DEFINED 1 7,066,000
COMVERSE TECHNOLOGY INC COMMON 205862402 162,012 2,145,850 SH DEFINED 1 2,145,850
COMVERSE TECHNOLOGY INC COMMON 205862402 113,250 1,500,000 SH DEFINED 1,2 1,500,000
COMVERSE TECHNOLOGY INC COMMON 205862402 7,010 92,850 SH DEFINED 1,6 92,850
COMVERSE TECHNOLOGY INC COMMON 205862402 8,479 112,300 SH DEFINED 2 112,300
COMVERSE TECHNOLOGY INC COMMON 205862402 943 12,490 SH DEFINED 2,4 12,490
CONCORD COMMUNICATIONS INC COMMON 206186108 17,771 394,900 SH DEFINED 1 394,900
CONCORD COMMUNICATIONS INC COMMON 206186108 9 200 SH DEFINED 1,6 200
CONCORD COMMUNICATIONS INC COMMON 206186108 149 3,300 SH DEFINED 2 3,300
CONCORD COMMUNICATIONS INC COMMON 206186108 104 2,300 SH DEFINED 2,4 2,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONCORD EFS, INC. COMMON 206197105 57,632 1,362,055 SH DEFINED 1 1,362,055
CONCORD EFS, INC. COMMON 206197105 223,922 5,292,100 SH DEFINED 1,2 5,292,100
CONCORD EFS, INC. COMMON 206197105 12,694 300,000 SH DEFINED 1,3 300,000
CONCORD EFS, INC. COMMON 206197105 427 10,100 SH DEFINED 1,6 10,100
CONCORD EFS, INC. COMMON 206197105 10,147 239,800 SH DEFINED 2 239,800
CONCORD EFS, INC. COMMON 206197105 977 23,100 SH DEFINED 2,4 23,100
CONEXANT SYSTEMS INC COMMON 207142100 19,558 336,850 SH DEFINED 1 336,850
CONEXANT SYSTEMS INC COMMON 207142100 64,322 1,107,800 SH DEFINED 1,2 1,107,800
CONEXANT SYSTEMS INC COMMON 207142100 128 2,200 SH DEFINED 1,6 2,200
CONEXANT SYSTEMS INC COMMON 207142100 3,896 67,100 SH DEFINED 2 67,100
CONEXANT SYSTEMS INC COMMON 207142100 221 3,800 SH DEFINED 2,4 3,800
CONOCO INC. COMMON 208251306 8,424 302,200 SH DEFINED 1 302,200
CONOCO INC. COMMON 208251306 1,565 56,145 SH DEFINED 2 56,145
CONSOLIDATED NATURAL GAS CO. COMMON 209615103 407 6,700 SH DEFINED 1 6,700
CONSOLIDATED NATURAL GAS CO. COMMON 209615103 79 1,300 SH DEFINED 1,6 1,300
CONSOLIDATED STORES CORP COMMON 210149100 2,849 105,500 SH DEFINED 1 105,500
CONSOLIDATED STORES CORP COMMON 210149100 54,000 2,000,000 SH DEFINED 1,2 2,000,000
CONSOLIDATED STORES CORP COMMON 210149100 97 3,600 SH DEFINED 1,6 3,600
CONSOLIDATED STORES CORP COMMON 210149100 2,611 96,700 SH DEFINED 2 96,700
CONSOLIDATED STORES CORP COMMON 210149100 184 6,800 SH DEFINED 2,4 6,800
CONVERGENT COMMUNICATIONS 144A
WTS COMMON 211914130 1 135,000 SH DEFINED 1 135,000
CONVERGYS CORP COMMON 212485106 8,905 462,600 SH DEFINED 1 462,600
CONVERGYS CORP COMMON 212485106 19,250 1,000,000 SH DEFINED 1,2 1,000,000
CONVERGYS CORP COMMON 212485106 33 1,700 SH DEFINED 1,6 1,700
CONVERGYS CORP COMMON 212485106 862 44,800 SH DEFINED 2 44,800
CONVERGYS CORP COMMON 212485106 83 4,300 SH DEFINED 2,4 4,300
COOPER CAMERON CORP. COMMON 216640102 11,645 314,200 SH DEFINED 1 314,200
COOPER CAMERON CORP. COMMON 216640102 92,656 2,500,000 SH DEFINED 1,2 2,500,000
COOPER CAMERON CORP. COMMON 216640102 263 7,100 SH DEFINED 1,6 7,100
COOPER CAMERON CORP. COMMON 216640102 4,355 117,500 SH DEFINED 2 117,500
COOPER CAMERON CORP. COMMON 216640102 319 8,600 SH DEFINED 2,4 8,600
COOPER TIRE AND RUBBER COMPANY COMMON 216831107 3,780 160,000 SH DEFINED 1,5 160,000
COORS (ADOLPH) CO. COMMON 217016104 644 13,000 SH DEFINED 1 13,000
COORS (ADOLPH) CO. COMMON 217016104 653 13,200 SH DEFINED 2 13,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COPART, INC. COMMON 217204106 14,061 661,700 SH DEFINED 1 661,700
COPART, INC. COMMON 217204106 13 600 SH DEFINED 1,6 600
COPART, INC. COMMON 217204106 138 6,500 SH DEFINED 2 6,500
COPEL-CIA PARANAENSE ENERGIA-SP.
ADR COMMON 20441B407 3,188 380,708 SH DEFINED 1,7 380,708
COPPER MOUNTAIN NETWORKS INC COMMON 217510106 5,284 68,400 SH DEFINED 1 68,400
COPPER MOUNTAIN NETWORKS INC COMMON 217510106 850 11,000 SH DEFINED 2 11,000
CORE LABORATORIES N.V. COMMON N22717107 7,214 517,600 SH DEFINED 1 517,600
CORE LABORATORIES N.V. COMMON N22717107 1,161 83,300 SH DEFINED 1,2 83,300
CORE LABORATORIES N.V. COMMON N22717107 15 1,100 SH DEFINED 1,6 1,100
CORE LABORATORIES N.V. COMMON N22717107 353 25,300 SH DEFINED 2 25,300
CORE LABORATORIES N.V. COMMON N22717107 116 8,300 SH DEFINED 2,4 8,300
CORNELL CORRECTIONS INC COMMON 219141108 8,130 494,600 SH DEFINED 1 494,600
CORNELL CORRECTIONS INC COMMON 219141108 5 300 SH DEFINED 1,6 300
CORNELL CORRECTIONS INC COMMON 219141108 62 3,800 SH DEFINED 2 3,800
CORNELL CORRECTIONS INC COMMON 219141108 53 3,200 SH DEFINED 2,4 3,200
CORNING, INC. COMMON 219350105 53,786 767,000 SH DEFINED 1 767,000
CORNING, INC. COMMON 219350105 272,548 3,886,600 SH DEFINED 1,2 3,886,600
CORNING, INC. COMMON 219350105 442 6,300 SH DEFINED 1,6 6,300
CORNING, INC. COMMON 219350105 10,771 153,600 SH DEFINED 2 153,600
CORNING, INC. COMMON 219350105 764 10,900 SH DEFINED 2,4 10,900
CORRECTIONAL PROPERTIES TRUST COMMON 22025E104 3,912 248,400 SH DEFINED 1 248,400
COST PLUS INC/CALIFORNIA COMMON 221485105 13,693 300,950 SH DEFINED 1 300,950
COST PLUS INC/CALIFORNIA COMMON 221485105 27 600 SH DEFINED 1,6 600
COST PLUS INC/CALIFORNIA COMMON 221485105 341 7,500 SH DEFINED 2 7,500
COST PLUS INC/CALIFORNIA COMMON 221485105 212 4,650 SH DEFINED 2,4 4,650
COSTCO COMPANIES INC COMMON 22160Q102 314,285 3,925,500 SH DEFINED 1 3,925,500
COSTCO COMPANIES INC COMMON 22160Q102 32,025 400,000 SH DEFINED 1,2 400,000
COSTCO COMPANIES INC COMMON 22160Q102 3,042 38,000 SH DEFINED 2 38,000
COSTCO COMPANIES INC COMMON 22160Q102 104 1,300 SH DEFINED 2,4 1,300
COUNTRYWIDE CREDIT INDUSTRIES,
INC. COMMON 222372104 1,462 34,200 SH DEFINED 1 34,200
COUNTRYWIDE CREDIT INDUSTRIES,
INC. COMMON 222372104 27,227 636,900 SH DEFINED 1,2 636,900
COUNTRYWIDE CREDIT INDUSTRIES,
INC. COMMON 222372104 47 1,100 SH DEFINED 1,6 1,100
COUNTRYWIDE CREDIT INDUSTRIES,
INC. COMMON 222372104 1,206 28,200 SH DEFINED 2 28,200
COUNTRYWIDE CREDIT INDUSTRIES,
INC. COMMON 222372104 90 2,100 SH DEFINED 2,4 2,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COVAD COMMUNICATIONS GROUP COMMON 222814204 824 15,450 SH DEFINED 1 15,450
COX COMMUNICATIONS - CLASS A COMMON 224044107 442,475 2,019,700 SH DEFINED 1 12,019,700
COX COMMUNICATIONS - CLASS A COMMON 224044107 100,815 2,738,600 SH DEFINED 1,2 2,738,600
COX COMMUNICATIONS - CLASS A COMMON 224044107 37 1,000 SH DEFINED 1,6 1,000
COX COMMUNICATIONS - CLASS A COMMON 224044107 6,542 177,700 SH DEFINED 2 177,700
COX COMMUNICATIONS - CLASS A COMMON 224044107 596 16,200 SH DEFINED 2,4 16,200
COX RADIO INC - CLASS A COMMON 224051102 6,635 122,300 SH DEFINED 1 122,300
CREDENCE SYSTEMS CO COMMON 225302108 14,876 400,700 SH DEFINED 1 400,700
CREDENCE SYSTEMS CO COMMON 225302108 22 600 SH DEFINED 1,6 600
CREDENCE SYSTEMS CO COMMON 225302108 241 6,500 SH DEFINED 2 6,500
CREDENCE SYSTEMS CO COMMON 225302108 174 4,700 SH DEFINED 2,4 4,700
CREDICORP LIMITED COMMON G2519Y108 2,764 251,292 SH DEFINED 1,7 251,292
CREE RESEARCH INC. COMMON 225447101 35,484 461,200 SH DEFINED 1 461,200
CREE RESEARCH INC. COMMON 225447101 500 6,500 SH DEFINED 2 6,500
CREE RESEARCH INC. COMMON 225447101 315 4,100 SH DEFINED 2,4 4,100
CRESCENT REAL ESTATE EQUITIES
TRUST COMMON 225756105 682 28,700 SH DEFINED 1 28,700
CRITICAL PATH INC. COMMON 22674V100 4,873 88,100 SH DEFINED 1 88,100
CRITICAL PATH INC. COMMON 22674V100 72 1,300 SH DEFINED 2 1,300
CROWN CASTLE INTL CORP COMMON 228227104 2,893 139,000 SH DEFINED 1 139,000
CROWN CASTLE INTL CORP COMMON 228227104 57,234 2,750,000 SH DEFINED 1,2 2,750,000
CROWN CASTLE INTL CORP COMMON 228227104 104 5,000 SH DEFINED 1,6 5,000
CROWN CASTLE INTL CORP COMMON 228227104 3,168 152,200 SH DEFINED 2 152,200
CSC HOLDINGS INC PFD M PREFERRED 126304401 31 393 SH DEFINED 2 393
CSG SYSTEMS INTERNATIONAL, INC. COMMON 126349109 39,085 1,492,500 SH DEFINED 1 1,492,500
CSG SYSTEMS INTERNATIONAL, INC. COMMON 126349109 94,791 3,619,700 SH DEFINED 1,2 3,619,700
CSG SYSTEMS INTERNATIONAL, INC. COMMON 126349109 6,982 266,600 SH DEFINED 1,3 266,600
CSG SYSTEMS INTERNATIONAL, INC. COMMON 126349109 139 5,300 SH DEFINED 1,6 5,300
CSG SYSTEMS INTERNATIONAL, INC. COMMON 126349109 3,764 143,720 SH DEFINED 2 143,720
CSG SYSTEMS INTERNATIONAL, INC. COMMON 126349109 608 23,200 SH DEFINED 2,4 23,200
CSK AUTO CORP COMMON 125965103 10,616 393,200 SH DEFINED 1 393,200
CSK AUTO CORP COMMON 125965103 59 2,200 SH DEFINED 2 2,200
CSK AUTO CORP COMMON 125965103 49 1,800 SH DEFINED 2,4 1,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CSX CORP COMMON 126408103 4,984 110,000 SH DEFINED 1,5 110,000
CUC INTERNATIONAL INC. CONVERT 126545AD4 1,785 1,872,000 PRN DEFINED 1,8 1,872,000
CUTTER & BUCK INC. COMMON 232217109 759 45,000 SH DEFINED 1 45,000
CVS CORP COMMON 126650100 22,584 445,000 SH DEFINED 1 445,000
CVS CORP COMMON 126650100 102 2,000 SH DEFINED 2,4 2,000
CYBERONICS INC COMMON 23251P102 1,945 155,600 SH DEFINED 1 155,600
CYBEX CORP. COMMON 232522102 10,344 371,100 SH DEFINED 1 371,100
CYBEX CORP. COMMON 232522102 22 800 SH DEFINED 1,6 800
CYBEX CORP. COMMON 232522102 212 7,600 SH DEFINED 2 7,600
CYBEX CORP. COMMON 232522102 177 6,350 SH DEFINED 2,4 6,350
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1,667 101,000 SH DEFINED 1 101,000
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 33,000 2,000,000 SH DEFINED 1,2 2,000,000
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 61 3,700 SH DEFINED 1,6 3,700
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1,554 94,200 SH DEFINED 2 94,200
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 109 6,600 SH DEFINED 2,4 6,600
D&K HEALTHCARE RESOURCES COMMON 232861104 2,342 98,100 SH DEFINED 1 98,100
DAIMLER CHRYSLER AG COMMON D1668R123 10,792 121,432 SH DEFINED 1 121,432
DAIMLER CHRYSLER AG COMMON D1668R123 6,350 71,450 SH DEFINED 1,3 71,450
DAIMLER CHRYSLER AG COMMON D1668R123 4,710 53,000 SH DEFINED 1,5 53,000
DAIMLER CHRYSLER AG COMMON D1668R123 21,182 238,338 SH DEFINED 1,6 238,338
DAIMLER CHRYSLER AG COMMON D1668R123 112 1,256 SH DEFINED 2,4 1,256
DAISYTEK INTERNATIONAL
CORPORATION COMMON 234053106 13,726 841,449 SH DEFINED 1 841,449
DAISYTEK INTERNATIONAL
CORPORATION COMMON 234053106 21 1,280 SH DEFINED 1,6 1,280
DAISYTEK INTERNATIONAL
CORPORATION COMMON 234053106 189 11,600 SH DEFINED 2 11,600
DAISYTEK INTERNATIONAL
CORPORATION COMMON 234053106 132 8,100 SH DEFINED 2,4 8,100
DALLAS SEMICONDUCTOR
CORPORATION COMMON 235204104 17,145 339,500 SH DEFINED 1 339,500
DALLAS SEMICONDUCTOR
CORPORATION COMMON 235204104 20 400 SH DEFINED 1,6 400
DALLAS SEMICONDUCTOR
CORPORATION COMMON 235204104 192 3,800 SH DEFINED 2 3,800
DALLAS SEMICONDUCTOR
CORPORATION COMMON 235204104 136 2,700 SH DEFINED 2,4 2,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DANAHER CORP COMMON 235851102 3,929 67,600 SH DEFINED 1 67,600
DANAHER CORP COMMON 235851102 72,656 1,250,000 SH DEFINED 1,2 1,250,000
DANAHER CORP COMMON 235851102 122 2,100 SH DEFINED 1,6 2,100
DANAHER CORP COMMON 235851102 4,034 69,400 SH DEFINED 2 69,400
DANAHER CORP COMMON 235851102 244 4,200 SH DEFINED 2,4 4,200
DAVE & BUSTER'S INC COMMON 23833N104 9,834 339,100 SH DEFINED 1 339,100
DAYTON HUDSON CORP COMMON 239753106 814,840 2,536,000 SH DEFINED 1 12,536,000
DAYTON HUDSON CORP COMMON 239753106 227,500 3,500,000 SH DEFINED 1,2 3,500,000
DAYTON HUDSON CORP COMMON 239753106 18,785 289,000 SH DEFINED 1,3 289,000
DAYTON HUDSON CORP COMMON 239753106 11,759 180,900 SH DEFINED 2 180,900
DAYTON HUDSON CORP COMMON 239753106 696 10,700 SH DEFINED 2,4 10,700
DEERE & COMPANY COMMON 244199105 3,963 100,000 SH DEFINED 1,5 100,000
DELL COMPUTER CORP COMMON 247025109 22,422 606,000 PUT DEFINED 1 606,000
DELL COMPUTER CORP COMMON 247025109 118,475 3,796,760 SH DEFINED 1 3,796,760
DELL COMPUTER CORP COMMON 247025109 55,500 1,500,000 SH DEFINED 1,2 1,500,000
DELL COMPUTER CORP COMMON 247025109 1,425 38,500 SH DEFINED 2 38,500
DELL COMPUTER CORP COMMON 247025109 104 2,800 SH DEFINED 2,4 2,800
DELPHI FINANCIAL GROUP -
CLASS A COMMON 247131105 376 10,488 SH DEFINED 1 10,488
DELTA AIR LINES, INC. COMMON 247361108 12,966 225,000 SH DEFINED 1 225,000
DELUXE CORP COMMON 248019101 9,228 237,000 SH DEFINED 1,5 237,000
DEN DANSKE BANK - UNSPONSORED
ADR COMMON 248206203 3,037 28,000 SH DEFINED 1,5 28,000
DENDRITE INTERNATIONAL INC. COMMON 248239105 4,671 129,300 SH DEFINED 1 129,300
DESTIA COMMUNICATIONS INC COMMON 25063E100 111 9,000 SH DEFINED 1 9,000
DEUTSCHE BANK ADR COMMON 251525309 2,147 36,000 SH DEFINED 1,5 36,000
DEVON ENERGY CORPORATION COMMON 251799102 9,249 258,700 SH DEFINED 1 258,700
DEVON ENERGY CORPORATION COMMON 251799102 172 4,800 SH DEFINED 1,6 4,800
DIAGEO CAPITAL PLC CONVERT 25243YAB5 4,011 4,000,000 PRN DEFINED 1,5 4,000,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIAL CORP COMMON 25247D101 2,068 55,600 SH DEFINED 1 55,600
DIAL CORP COMMON 25247D101 37,188 1,000,000 SH DEFINED 1,2 1,000,000
DIAL CORP COMMON 25247D101 74 2,000 SH DEFINED 1,6 2,000
DIAL CORP COMMON 25247D101 1,863 50,100 SH DEFINED 2 50,100
DIAL CORP COMMON 25247D101 134 3,600 SH DEFINED 2,4 3,600
DIAMOND OFFSHORE DRILLING COMMON 25271C102 2,060 72,600 SH DEFINED 1 72,600
DIAMOND OFFSHORE DRILLING COMMON 25271C102 28,375 1,000,000 SH DEFINED 1,2 1,000,000
DIAMOND OFFSHORE DRILLING COMMON 25271C102 48 1,700 SH DEFINED 1,6 1,700
DIAMOND OFFSHORE DRILLING COMMON 25271C102 1,322 46,600 SH DEFINED 2 46,600
DIAMOND OFFSHORE DRILLING COMMON 25271C102 99 3,500 SH DEFINED 2,4 3,500
DIEBOLD, INC. COMMON 253651103 897 31,200 SH DEFINED 1,3 31,200
DIGITAL MICROWAVE CORP COMMON 253859102 3,838 301,000 SH DEFINED 1 301,000
DII GROUP, INC. COMMON 232949107 7,298 195,600 SH DEFINED 1 195,600
DILLARDS INC. - CLASS A COMMON 254067101 4,742 135,000 SH DEFINED 1,5 135,000
DIME BANCORP, INC. COMMON 25429Q102 2,753 136,800 SH DEFINED 1 136,800
DIME BANCORP, INC. COMMON 25429Q102 51,148 2,541,500 SH DEFINED 1,2 2,541,500
DIME BANCORP, INC. COMMON 25429Q102 3,723 185,000 SH DEFINED 1,3 185,000
DIME BANCORP, INC. COMMON 25429Q102 89 4,400 SH DEFINED 1,6 4,400
DIME BANCORP, INC. COMMON 25429Q102 2,391 118,800 SH DEFINED 2 118,800
DIME BANCORP, INC. COMMON 25429Q102 187 9,300 SH DEFINED 2,4 9,300
DOBSON COMMUNICATIONS PIK PRFD PREFERRED 256072307 29,073 31,948 SH DEFINED 1 31,948
DOLLAR GENERAL CORPORATION COMMON 256669102 2,543 87,675 SH DEFINED 1 87,675
DOLLAR GENERAL CORPORATION COMMON 256669102 48,195 1,661,900 SH DEFINED 1,2 1,661,900
DOLLAR GENERAL CORPORATION COMMON 256669102 96 3,300 SH DEFINED 1,6 3,300
DOLLAR GENERAL CORPORATION COMMON 256669102 2,042 70,400 SH DEFINED 2 70,400
DOLLAR GENERAL CORPORATION COMMON 256669102 167 5,775 SH DEFINED 2,4 5,775
DOLLAR TREE STORES INC. COMMON 256747106 15,906 361,500 SH DEFINED 1 361,500
DOLLAR TREE STORES INC. COMMON 256747106 106,286 2,415,600 SH DEFINED 1,2 2,415,600
DOLLAR TREE STORES INC. COMMON 256747106 156 3,550 SH DEFINED 1,6 3,550
DOLLAR TREE STORES INC. COMMON 256747106 4,685 106,475 SH DEFINED 2 106,475
DOLLAR TREE STORES INC. COMMON 256747106 606 13,775 SH DEFINED 2,4 13,775
DOMINION RESOURCES, INC. COMMON 257470104 892 20,600 SH DEFINED 1 20,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DORAL FINANCIAL CORPORATION COMMON 25811P100 7,757 449,700 SH DEFINED 1 449,700
DORAL FINANCIAL CORPORATION COMMON 25811P100 16 900 SH DEFINED 1,6 900
DORAL FINANCIAL CORPORATION COMMON 25811P100 154 8,900 SH DEFINED 2 8,900
DORAL FINANCIAL CORPORATION COMMON 25811P100 107 6,200 SH DEFINED 2,4 6,200
DOVER CORP COMMON 260003108 4,382 125,200 SH DEFINED 1,5 125,200
DOW CHEMICAL CO. COMMON 260543103 8,425 66,400 SH DEFINED 1,5 66,400
DOW JONES & COMPANY, INC. COMMON 260561105 68,451 1,290,000 SH DEFINED 1 1,290,000
DOW JONES & COMPANY, INC. COMMON 260561105 10,294 194,000 SH DEFINED 1,3 194,000
DOW JONES & COMPANY, INC. COMMON 260561105 1,380 26,000 SH DEFINED 2 26,000
DQE, INC. COMMON 23329J104 3,659 91,200 SH DEFINED 1 91,200
DRIL-QUIP INC. COMMON 262037104 3,670 160,000 SH DEFINED 1 160,000
DSP COMMUNICATIONS, INC. COMMON 23332K106 25,482 882,500 SH DEFINED 1 882,500
DSP COMMUNICATIONS, INC. COMMON 23332K106 32 1,100 SH DEFINED 1,6 1,100
DSP COMMUNICATIONS, INC. COMMON 23332K106 361 12,500 SH DEFINED 2 12,500
DSP COMMUNICATIONS, INC. COMMON 23332K106 208 7,200 SH DEFINED 2,4 7,200
DSP GROUP INC COMMON 23332B106 3,600 100,000 SH DEFINED 1 100,000
DST SYSTEMS INC. COMMON 233326107 12,374 196,800 SH DEFINED 1 196,800
DST SYSTEMS INC. COMMON 233326107 47,156 750,000 SH DEFINED 1,2 750,000
DST SYSTEMS INC. COMMON 233326107 82 1,300 SH DEFINED 1,6 1,300
DST SYSTEMS INC. COMMON 233326107 2,226 35,400 SH DEFINED 2 35,400
DST SYSTEMS INC. COMMON 233326107 176 2,800 SH DEFINED 2,4 2,800
DTE ENERGY COMPANY COMMON 233331107 12,000 300,000 SH DEFINED 1,3 300,000
DTE ENERGY COMPANY COMMON 233331107 1,400 35,000 SH DEFINED 1,5 35,000
DUKE POWER CO COMMON 264399106 14,409 265,000 SH DEFINED 1 265,000
DUKE REALTY INVESTMENTS, INC. COMMON 264411505 564 25,000 SH DEFINED 1,5 25,000
DUN & BRADSTREET CORP COMMON 26483B106 9,100 256,800 SH DEFINED 1,5 256,800
DUN & BRADSTREET CORP COMMON 26483B106 11,645 328,600 SH DEFINED 1,7 328,600
DUPONT DE NEMOUR COMMON 263534109 24,538 359,200 SH DEFINED 1 359,200
DUPONT DE NEMOUR COMMON 263534109 184 2,700 SH DEFINED 1,6 2,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DUPONT PHOTOMASKS COMMON 26613X101 1,920 40,100 SH DEFINED 1 40,100
DURA AUTOMOTIVE SYSTEMS INC. COMMON 265903104 5,343 160,700 SH DEFINED 1 160,700
DYCOM INDUSTRIES INC. COMMON 267475101 32,110 573,400 SH DEFINED 1 573,400
DYCOM INDUSTRIES INC. COMMON 267475101 34 600 SH DEFINED 1,6 600
DYCOM INDUSTRIES INC. COMMON 267475101 381 6,800 SH DEFINED 2 6,800
DYCOM INDUSTRIES INC. COMMON 267475101 272 4,850 SH DEFINED 2,4 4,850
EAGLE USA AIRFREIGHT INC COMMON 270018104 2,122 50,000 SH DEFINED 1 50,000
EARTHGRAINS COMPANY COMMON 270319106 3,149 122,000 SH DEFINED 1 122,000
EARTHWATCH CORP. CVT PFD CONVERT 270324502 2,053 101,393 SH DEFINED 1 101,393
EATON VANCE CORP COMMON 278265103 10,920 317,100 SH DEFINED 1 317,100
EATON VANCE CORP COMMON 278265103 24 700 SH DEFINED 1,6 700
EATON VANCE CORP COMMON 278265103 238 6,900 SH DEFINED 2 6,900
EATON VANCE CORP COMMON 278265103 176 5,100 SH DEFINED 2,4 5,100
EBAY INC COMMON 278642103 40,770 270,000 SH DEFINED 1 270,000
EBAY INC COMMON 278642103 17,516 116,000 SH DEFINED 1,3 116,000
EBAY INC COMMON 278642103 1,268 8,400 SH DEFINED 2 8,400
EDISON INTERNATIONAL COMMON 281020107 22,791 852,000 SH DEFINED 1 852,000
EDISON INTERNATIONAL COMMON 281020107 5,350 200,000 SH DEFINED 1,5 200,000
EIDOS PLC ADR COMMON 282485101 8,580 259,500 SH DEFINED 1 259,500
EL PASO ENERGY CAP 4.75% CVT
PREF CONVERT 283678209 4,019 81,200 SH DEFINED 1 81,200
EL PASO ENERGY CORP. COMMON 283905107 17,822 506,500 SH DEFINED 1 506,500
EL PASO ENERGY CORP. COMMON 283905107 52,781 1,500,000 SH DEFINED 1,2 1,500,000
EL PASO ENERGY CORP. COMMON 283905107 91 2,600 SH DEFINED 1,6 2,600
EL PASO ENERGY CORP. COMMON 283905107 2,474 70,300 SH DEFINED 2 70,300
EL PASO ENERGY CORP. COMMON 283905107 179 5,100 SH DEFINED 2,4 5,100
ELANTEC SEMICONDUCTOR, INC. COMMON 284155108 945 70,000 SH DEFINED 1 70,000
ELCOR CORP. COMMON 284443108 17,209 393,900 SH DEFINED 1 393,900
ELCOR CORP. COMMON 284443108 26 600 SH DEFINED 1,6 600
ELCOR CORP. COMMON 284443108 284 6,500 SH DEFINED 2 6,500
ELCOR CORP. COMMON 284443108 201 4,600 SH DEFINED 2,4 4,600
</TABLE>
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<PAGE> 38
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ELECTRICIDAD DE CARACAS ADR COMMON 12477A106 1,917 97,947 SH DEFINED 1,7 97,947
ELECTRO SCIENTIFIC IND COMMON 285229100 3,138 75,100 SH DEFINED 1 75,100
ELECTRO SCIENTIFIC IND COMMON 285229100 67 1,600 SH DEFINED 2 1,600
ELECTRO SCIENTIFIC IND COMMON 285229100 50 1,200 SH DEFINED 2,4 1,200
ELECTRONIC ARTS, INC. COMMON 285512109 8,189 150,950 SH DEFINED 1 150,950
ELECTRONIC ARTS, INC. COMMON 285512109 54,250 1,000,000 SH DEFINED 1,2 1,000,000
ELECTRONIC ARTS, INC. COMMON 285512109 114 2,100 SH DEFINED 1,6 2,100
ELECTRONIC ARTS, INC. COMMON 285512109 3,401 62,700 SH DEFINED 2 62,700
ELECTRONIC ARTS, INC. COMMON 285512109 109 2,000 SH DEFINED 2,4 2,000
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 10,277 181,700 SH DEFINED 1,5 181,700
ELECTRONIC RETAILING SYSTEM COMMON 285825113 117 23,312 SH DEFINED 1 23,312
ELECTRONICS BOUTIQUE HOLDINGS COMMON 286045109 1,074 75,400 SH DEFINED 1 75,400
ELECTRONICS FOR IMAGING COMMON 286082102 25,903 504,200 SH DEFINED 1 504,200
ELECTRONICS FOR IMAGING COMMON 286082102 102,750 2,000,000 SH DEFINED 1,2 2,000,000
ELECTRONICS FOR IMAGING COMMON 286082102 8,991 175,000 SH DEFINED 1,3 175,000
ELECTRONICS FOR IMAGING COMMON 286082102 236 4,600 SH DEFINED 1,6 4,600
ELECTRONICS FOR IMAGING COMMON 286082102 6,761 131,600 SH DEFINED 2 131,600
ELECTRONICS FOR IMAGING COMMON 286082102 652 12,700 SH DEFINED 2,4 12,700
ELF AQUITAINE ADR COMMON 286269105 1,243 16,900 SH DEFINED 1 16,900
ELF AQUITAINE ADR COMMON 286269105 2,207 30,000 SH DEFINED 1,5 30,000
ELF AQUITAINE ADR COMMON 286269105 3,399 46,200 SH DEFINED 1,6 46,200
EMBOTELLADORA ARICA ADR 144A COMMON 290815109 484 40,500 SH DEFINED 1,7 40,500
EMC CORP CVT SUB NOTES CONVERT 26865YAA2 2,439 500,000 PRN DEFINED 1 500,000
EMC CORP CVT SUB NOTES CONVERT 26865YAA2 7,072 1,450,000 PRN DEFINED 1,3 1,450,000
EMC CORP. COMMON 268648102 244,277 4,441,400 SH DEFINED 1 4,441,400
EMC CORP. COMMON 268648102 310,750 5,650,001 SH DEFINED 1,2 5,650,001
EMC CORP. COMMON 268648102 55,000 1,000,000 SH DEFINED 1,3 1,000,000
EMC CORP. COMMON 268648102 3,817 69,400 SH DEFINED 1,6 69,400
EMC CORP. COMMON 268648102 14,553 264,600 SH DEFINED 2 264,600
EMC CORP. COMMON 268648102 1,166 21,200 SH DEFINED 2,4 21,200
EMC CORP 144A CVT SUB NTS CONVERT 268648AC6 4,878 1,000,000 PRN DEFINED 1 1,000,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EMERSON ELECTRIC CO COMMON 291011104 7,721 122,800 SH DEFINED 1,7 122,800
EMMIS COMMUNICATIONS CORP. COMMON 291525103 4,957 100,400 SH DEFINED 1 100,400
EMPRESA NACIONAL DE ELECTRIDAD
ADR COMMON 29244T101 204 16,822 SH DEFINED 1,7 16,822
EMULEX CORP COMMON 292475209 39,649 356,600 SH DEFINED 1 356,600
EMULEX CORP COMMON 292475209 67 600 SH DEFINED 1,6 600
EMULEX CORP COMMON 292475209 645 5,800 SH DEFINED 2 5,800
EMULEX CORP COMMON 292475209 445 4,000 SH DEFINED 2,4 4,000
ENCORE MEDICAL CORP COMMON 29256E109 157 52,349 SH DEFINED 1 52,349
ENCORE MEDICAL CORP WTS. COMMON 29256E117 5 7,853 SH DEFINED 1 7,853
ENDESA - SPONSORED ADR COMMON 29258N107 924 43,500 SH DEFINED 1 43,500
ENDESA - SPONSORED ADR COMMON 29258N107 3,400 160,000 SH DEFINED 1,5 160,000
ENERGY EAST CORPORATION COMMON 29266M109 3,182 122,400 SH DEFINED 1 122,400
ENERSIS S.A. ADR COMMON 29274F104 2,696 117,867 SH DEFINED 1,7 117,867
ENGINEERED SUPPORT SYSTEMS COMMON 292866100 177 15,000 SH DEFINED 1 15,000
ENI SPA - SPONSORED ADR COMMON 26874R108 1,392 23,200 SH DEFINED 1 23,200
ENI SPA - SPONSORED ADR COMMON 26874R108 1,920 32,000 SH DEFINED 1,5 32,000
ENI SPA - SPONSORED ADR COMMON 26874R108 336 5,600 SH DEFINED 1,6 5,600
ENRON CORP COMMON 293561106 60,830 744,103 SH DEFINED 1 744,103
ENRON CORP COMMON 293561106 87,881 1,075,000 SH DEFINED 1,2 1,075,000
ENRON CORP COMMON 293561106 6,548 80,100 SH DEFINED 1,6 80,100
ENRON CORP COMMON 293561106 311 3,800 SH DEFINED 2,4 3,800
ENSCO INTERNATIONAL INC COMMON 26874Q100 7,865 394,500 SH DEFINED 1 394,500
ENSCO INTERNATIONAL INC COMMON 26874Q100 698 35,000 SH DEFINED 2 35,000
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 6,631 155,100 SH DEFINED 1 155,100
ENTERGY CORP. COMMON 29364G103 7,969 255,000 SH DEFINED 1,5 255,000
ENTRUST TECHNOLOGIES INC COMMON 293848107 429 12,900 SH DEFINED 1 12,900
ENZON, INC. COMMON 293904108 83 4,000 SH DEFINED 1 4,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ENZON, INC. PREF. PREFERRED 293904991 749 16,000 SH DEFINED 1 16,000
EOP OPERATING WTS COMMON 268766136 4 530 SH DEFINED 2 530
EQUANT NV - NY REGISTERED
SHARES COMMON 294409107 13,117 139,360 SH DEFINED 1 139,360
EQUIFAX, INC. COMMON 294429105 60,983 1,708,800 SH DEFINED 1 1,708,800
EQUIFAX, INC. COMMON 294429105 35,688 1,000,000 SH DEFINED 1,2 1,000,000
EQUIFAX, INC. COMMON 294429105 61 1,700 SH DEFINED 1,6 1,700
EQUIFAX, INC. COMMON 294429105 2,202 61,700 SH DEFINED 2 61,700
EQUIFAX, INC. COMMON 294429105 136 3,800 SH DEFINED 2,4 3,800
EQUITABLE COMPANIES INC. (THE) COMMON 29444G107 10,372 154,800 SH DEFINED 1 154,800
EQUITABLE COMPANIES INC. (THE) COMMON 29444G107 17,018 254,000 SH DEFINED 1,3 254,000
EQUITABLE COMPANIES INC. (THE) COMMON 29444G107 1,474 22,000 SH DEFINED 2 22,000
EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 3,792 147,979 SH DEFINED 1,5 147,979
EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 8,379 327,000 SH DEFINED 1,7 327,000
EQUITY RESIDENTIAL 7% PFD CONVERT 29476L883 177 7,000 SH DEFINED 1,5 7,000
EQUITY RESIDENTIAL PROPERTIES
TRUST COMMON 29476L107 4,867 108,000 SH DEFINED 1,5 108,000
EQUITY RESIDENTIAL PROPERTIES
TRUST COMMON 29476L107 5,115 113,500 SH DEFINED 1,7 113,500
ESAT HOLDINGS WARRANTS COMMON 29605P110 2,121 26,350 SH DEFINED 1 26,350
ESAT HOLDINGS WARRANTS COMMON 29605P110 3 35 SH DEFINED 2 35
ESAT TELECOM GROUP PLC ADR COMMON 26883Y102 20,095 458,000 SH DEFINED 1 458,000
ESAT TELECOM GROUP PLC ADR COMMON 26883Y102 1,834 41,800 SH DEFINED 1,6 41,800
ESAT TELECOM GROUP PLC ADR COMMON 26883Y102 4,879 111,200 SH DEFINED 1,7 111,200
ESCARTES SYSTEMS GROUP INC. COMMON 249906108 253 50,000 SH DEFINED 1 50,000
ESSEX PROPERTY TRUST, INC. COMMON 297178105 2,282 64,500 SH DEFINED 1,5 64,500
ESTEE LAUDER CO CVT PFD CONVERT 518437207 5,210 60,400 SH DEFINED 1 60,400
ETEC SYSTEMS INC COMMON 26922C103 7,165 215,500 SH DEFINED 1 215,500
ETEC SYSTEMS INC COMMON 26922C103 17 500 SH DEFINED 1,6 500
ETEC SYSTEMS INC COMMON 26922C103 170 5,100 SH DEFINED 2 5,100
ETEC SYSTEMS INC COMMON 26922C103 110 3,300 SH DEFINED 2,4 3,300
ETHAN ALLEN INTERIORS INC. COMMON 297602104 10,266 271,950 SH DEFINED 1 271,950
</TABLE>
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<PAGE> 41
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ETOYS INC. COMMON 297862104 9,992 245,200 SH DEFINED 1 245,200
ETOYS INC. COMMON 297862104 25,469 625,000 SH DEFINED 1,2 625,000
ETOYS INC. COMMON 297862104 51 1,250 SH DEFINED 1,6 1,250
ETOYS INC. COMMON 297862104 1,862 45,700 SH DEFINED 2 45,700
ETOYS INC. COMMON 297862104 92 2,250 SH DEFINED 2,4 2,250
EVEREST REINSURANCE HOLDINGS,
INC. COMMON 299808105 4,437 136,000 SH DEFINED 1 136,000
EVERGREEN RESOURCES, INC. COMMON 299900308 10,357 411,200 SH DEFINED 1 411,200
EVERGREEN RESOURCES, INC. COMMON 299900308 15 600 SH DEFINED 1,6 600
EVERGREEN RESOURCES, INC. COMMON 299900308 207 8,200 SH DEFINED 2 8,200
EVERGREEN RESOURCES, INC. COMMON 299900308 161 6,400 SH DEFINED 2,4 6,400
EXODUS COMM INC 5% CVT 144A CONVERT 302088AC3 10,856 4,030,000 PRN DEFINED 1 4,030,000
EXPEDITORS INTL WASH INC COMMON 302130109 8,202 301,000 SH DEFINED 1 301,000
EXPEDITORS INTL WASH INC COMMON 302130109 16 600 SH DEFINED 1,6 600
EXPEDITORS INTL WASH INC COMMON 302130109 180 6,600 SH DEFINED 2 6,600
EXPEDITORS INTL WASH INC COMMON 302130109 131 4,800 SH DEFINED 2,4 4,800
EXPRESS SCRIPTS COMMON 302182100 31,803 528,400 SH DEFINED 1 528,400
EXPRESS SCRIPTS COMMON 302182100 84,263 1,400,000 SH DEFINED 1,2 1,400,000
EXPRESS SCRIPTS COMMON 302182100 181 3,000 SH DEFINED 1,6 3,000
EXPRESS SCRIPTS COMMON 302182100 4,881 81,100 SH DEFINED 2 81,100
EXPRESS SCRIPTS COMMON 302182100 512 8,500 SH DEFINED 2,4 8,500
EXXON CORP COMMON 302290101 40,252 521,900 SH DEFINED 1 521,900
EXXON CORP COMMON 302290101 11,445 148,400 SH DEFINED 1,5 148,400
EXXON CORP COMMON 302290101 77 1,000 SH DEFINED 1,6 1,000
EXXON CORP COMMON 302290101 2,979 38,631 SH DEFINED 2 38,631
F.Y.I. INC COMMON 302712104 4,248 135,400 SH DEFINED 1 135,400
FACTORY 2-U STORES INC COMMON 303072102 925 50,000 SH DEFINED 1 50,000
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 11,911 210,350 SH DEFINED 1 210,350
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 25 450 SH DEFINED 1,6 450
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 187 3,300 SH DEFINED 2 3,300
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 161 2,850 SH DEFINED 2,4 2,850
FAIRCHILD SEMI PIK PREFERRED 3037279B9 23 314 SH DEFINED 2 314
</TABLE>
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<PAGE> 42
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FAMILY DOLLAR STORES COMMON 307000109 17,040 710,000 SH DEFINED 1 710,000
FAMILY DOLLAR STORES COMMON 307000109 68,400 2,850,000 SH DEFINED 1,2 2,850,000
FAMILY DOLLAR STORES COMMON 307000109 5,400 225,000 SH DEFINED 1,3 225,000
FAMILY DOLLAR STORES COMMON 307000109 139 5,800 SH DEFINED 1,6 5,800
FAMILY DOLLAR STORES COMMON 307000109 3,710 154,600 SH DEFINED 2 154,600
FAMILY DOLLAR STORES COMMON 307000109 350 14,600 SH DEFINED 2,4 14,600
FASTENAL CO COMMON 311900104 6,576 125,400 SH DEFINED 1 125,400
FASTENAL CO COMMON 311900104 16 300 SH DEFINED 1,6 300
FASTENAL CO COMMON 311900104 152 2,900 SH DEFINED 2 2,900
FASTENAL CO COMMON 311900104 100 1,900 SH DEFINED 2,4 1,900
FDX CORP COMMON 31304N107 1,920 35,400 SH DEFINED 1 35,400
FDX CORP COMMON 31304N107 13,563 250,000 SH DEFINED 1,3 250,000
FDX CORP COMMON 31304N107 7,373 135,900 SH DEFINED 1,6 135,900
FEDERAL AGRICULTURAL MORTGAGE
CORP COMMON 313148306 961 14,000 SH DEFINED 1 14,000
FEDERAL HOME LOAN MORTGAGE
CORP. COMMON 313400301 455,899 7,860,320 SH DEFINED 1 7,860,320
FEDERAL HOME LOAN MORTGAGE
CORP. COMMON 313400301 304,500 5,250,000 SH DEFINED 1,2 5,250,000
FEDERAL HOME LOAN MORTGAGE
CORP. COMMON 313400301 16,240 280,000 SH DEFINED 1,3 280,000
FEDERAL HOME LOAN MORTGAGE
CORP. COMMON 313400301 4,988 86,000 SH DEFINED 2 86,000
FEDERAL HOME LOAN MORTGAGE
CORP. COMMON 313400301 1,444 24,900 SH DEFINED 2,4 24,900
FEDERAL NATIONAL MORTGAGE COMMON 313586109 353,841 5,175,000 SH DEFINED 1 5,175,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 211,327 3,090,700 SH DEFINED 1,2 3,090,700
FEDERAL NATIONAL MORTGAGE COMMON 313586109 16,000 234,000 SH DEFINED 1,3 234,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 3,419 50,000 SH DEFINED 1,5 50,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 5,060 74,000 SH DEFINED 2 74,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 985 14,400 SH DEFINED 2,4 14,400
FEDERAL REALTY INVS. TRUST COMMON 313747206 1,285 56,000 SH DEFINED 1,5 56,000
FEDERAL SIGNAL CORP. COMMON 313855108 4,212 198,800 SH DEFINED 1,5 198,800
FEDERATED DEPARTMENT STORES COMMON 31410H101 2,483 46,900 SH DEFINED 1 46,900
FEDERATED DEPARTMENT STORES COMMON 31410H101 31,763 600,000 SH DEFINED 1,2 600,000
FEDERATED DEPARTMENT STORES COMMON 31410H101 14,028 265,000 SH DEFINED 1,3 265,000
FEDERATED DEPARTMENT STORES COMMON 31410H101 64 1,200 SH DEFINED 1,6 1,200
FEDERATED DEPARTMENT STORES COMMON 31410H101 1,488 28,100 SH DEFINED 2 28,100
FEDERATED DEPARTMENT STORES COMMON 31410H101 106 2,000 SH DEFINED 2,4 2,000
</TABLE>
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<PAGE> 43
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FEDERATED INVESTORS INC COMMON 314211103 7,966 444,100 SH DEFINED 1 444,100
FEDERATED INVESTORS INC COMMON 314211103 37,023 2,064,000 SH DEFINED 1,2 2,064,000
FEDERATED INVESTORS INC COMMON 314211103 63 3,500 SH DEFINED 1,6 3,500
FEDERATED INVESTORS INC COMMON 314211103 2,353 131,200 SH DEFINED 2 131,200
FEDERATED INVESTORS INC COMMON 314211103 144 8,000 SH DEFINED 2,4 8,000
FIFTH THIRD BANCORP COMMON 316773100 25,627 385,000 SH DEFINED 1 385,000
FINOVA GROUP INC COMMON 317928109 15,593 296,300 SH DEFINED 1 296,300
FINOVA GROUP INC COMMON 317928109 56,088 1,065,800 SH DEFINED 1,2 1,065,800
FINOVA GROUP INC COMMON 317928109 95 1,800 SH DEFINED 1,6 1,800
FINOVA GROUP INC COMMON 317928109 3,847 73,100 SH DEFINED 2 73,100
FINOVA GROUP INC COMMON 317928109 189 3,600 SH DEFINED 2,4 3,600
FIRST DATA CORP. COMMON 319963104 392,190 8,014,100 SH DEFINED 1 8,014,100
FIRST DATA CORP. COMMON 319963104 156,600 3,200,000 SH DEFINED 1,2 3,200,000
FIRST DATA CORP. COMMON 319963104 4,194 85,700 SH DEFINED 2 85,700
FIRST DATA CORP. COMMON 319963104 636 13,000 SH DEFINED 2,4 13,000
FIRST INDUSTRIAL REALTY TRUST COMMON 32054K103 2,694 98,200 SH DEFINED 1,5 98,200
FIRST REPUBLIC BANK COMMON 336158100 8,707 300,900 SH DEFINED 1 300,900
FIRST REPUBLIC BANK COMMON 336158100 17 600 SH DEFINED 1,6 600
FIRST REPUBLIC BANK COMMON 336158100 188 6,500 SH DEFINED 2 6,500
FIRST REPUBLIC BANK COMMON 336158100 130 4,500 SH DEFINED 2,4 4,500
FIRST REPUBLIC NON CVT 144A PREFERRED 336163209 5,003 5,000 SH DEFINED 1 5,000
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 3,578 93,400 SH DEFINED 1 93,400
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 47,891 1,250,000 SH DEFINED 1,2 1,250,000
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 1,916 50,000 SH DEFINED 1,3 50,000
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 96 2,500 SH DEFINED 1,6 2,500
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 17,976 469,200 SH DEFINED 1,7 469,200
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 2,912 76,000 SH DEFINED 2 76,000
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 165 4,300 SH DEFINED 2,4 4,300
FIRST UNION CORP. COMMON 337358105 287 6,100 SH DEFINED 1 6,100
FIRST UNION CORP. COMMON 337358105 7,520 160,000 SH DEFINED 1,5 160,000
FIRST UNION CORP. COMMON 337358105 11,562 246,000 SH DEFINED 1,7 246,000
FIRST VIRGINIA BANKS INC. COMMON 337477103 2,260 46,000 SH DEFINED 1 46,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRSTAR CORPORATION COMMON 33763V109 3,766 134,500 SH DEFINED 1 134,500
FIRSTAR CORPORATION COMMON 33763V109 70,000 2,500,000 SH DEFINED 1,2 2,500,000
FIRSTAR CORPORATION COMMON 33763V109 3,108 111,000 SH DEFINED 1,3 111,000
FIRSTAR CORPORATION COMMON 33763V109 134 4,800 SH DEFINED 1,6 4,800
FIRSTAR CORPORATION COMMON 33763V109 3,368 120,300 SH DEFINED 2 120,300
FIRSTAR CORPORATION COMMON 33763V109 244 8,700 SH DEFINED 2,4 8,700
FIRSTCOM CORP. COMMON 33763T104 431 50,000 SH DEFINED 1 50,000
FIRSTCOM CORP WTS 144A COMMON 33763T112 3,219 804,650 SH DEFINED 1 804,650
FIRSTENERGY CORP. COMMON 337932107 1,690 54,500 SH DEFINED 1 54,500
FIRSTWORLD COMM WARRANTS COMMON 337625115 18 350 SH DEFINED 1 350
FISERV, INC. COMMON 337738108 34,628 1,105,875 SH DEFINED 1 1,105,875
FISERV, INC. COMMON 337738108 149,858 4,785,900 SH DEFINED 1,2 4,785,900
FISERV, INC. COMMON 337738108 5,855 186,975 SH DEFINED 1,3 186,975
FISERV, INC. COMMON 337738108 233 7,450 SH DEFINED 1,6 7,450
FISERV, INC. COMMON 337738108 6,469 206,600 SH DEFINED 2 206,600
FISERV, INC. COMMON 337738108 777 24,800 SH DEFINED 2,4 24,800
FLEET FINANCIAL GROUP, INC. COMMON 338915101 1,118 25,200 SH DEFINED 1 25,200
FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 16,994 306,200 SH DEFINED 1 306,200
FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 33 600 SH DEFINED 1,6 600
FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 966 17,400 SH DEFINED 2 17,400
FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 222 4,000 SH DEFINED 2,4 4,000
FLORIDA ROCK INDUSTRIES, INC. COMMON 341140101 1,047 23,000 SH DEFINED 1 23,000
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 51,337 1,287,460 SH DEFINED 1 1,287,460
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 8,876 222,603 SH DEFINED 1,7 222,603
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 4,123 103,400 SH DEFINED 2 103,400
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 158 3,960 SH DEFINED 2,4 3,960
FOODMAKER INC COMMON 344839204 13,367 471,100 SH DEFINED 1 471,100
FOODMAKER INC COMMON 344839204 20 700 SH DEFINED 1,6 700
FOODMAKER INC COMMON 344839204 216 7,600 SH DEFINED 2 7,600
FOODMAKER INC COMMON 344839204 162 5,700 SH DEFINED 2,4 5,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FOOTSTAR INC COMMON 344912100 29,810 801,600 SH DEFINED 1 801,600
FOOTSTAR INC COMMON 344912100 37 1,000 SH DEFINED 1,6 1,000
FOOTSTAR INC COMMON 344912100 405 10,900 SH DEFINED 2 10,900
FOOTSTAR INC COMMON 344912100 264 7,100 SH DEFINED 2,4 7,100
FORD MOTOR CO COMMON 345370100 250,103 4,431,500 SH DEFINED 1 4,431,500
FORD MOTOR CO COMMON 345370100 67,725 1,200,000 SH DEFINED 1,2 1,200,000
FORD MOTOR CO COMMON 345370100 12,698 225,000 SH DEFINED 1,3 225,000
FORD MOTOR CO COMMON 345370100 6,863 121,600 SH DEFINED 1,5 121,600
FORD MOTOR CO COMMON 345370100 4,159 73,700 SH DEFINED 2 73,700
FOREST LABORATORIES, INC. -
CLASS A COMMON 345838106 12,945 279,900 SH DEFINED 1 279,900
FOREST LABORATORIES, INC. -
CLASS A COMMON 345838106 23,125 500,000 SH DEFINED 1,2 500,000
FOREST LABORATORIES, INC. -
CLASS A COMMON 345838106 42 900 SH DEFINED 1,6 900
FOREST LABORATORIES, INC. -
CLASS A COMMON 345838106 1,078 23,300 SH DEFINED 2 23,300
FOREST LABORATORIES, INC. -
CLASS A COMMON 345838106 102 2,200 SH DEFINED 2,4 2,200
FOREST OIL CORP COMMON 346091606 75 6,000 SH DEFINED 1 6,000
FORRESTER RESEARCH INC COMMON 346563109 11,163 446,500 SH DEFINED 1 446,500
FORRESTER RESEARCH INC COMMON 346563109 15 600 SH DEFINED 1,6 600
FORRESTER RESEARCH INC COMMON 346563109 208 8,300 SH DEFINED 2 8,300
FORRESTER RESEARCH INC COMMON 346563109 145 5,800 SH DEFINED 2,4 5,800
FORTUNE BRANDS, INC. COMMON 349631101 2,069 50,000 SH DEFINED 1,5 50,000
FOSSIL INC. COMMON 349882100 19,539 403,900 SH DEFINED 1 403,900
FOSSIL INC. COMMON 349882100 29 600 SH DEFINED 1,6 600
FOSSIL INC. COMMON 349882100 324 6,700 SH DEFINED 2 6,700
FOSSIL INC. COMMON 349882100 213 4,400 SH DEFINED 2,4 4,400
FOUR SEASONS HOTELS INC COMMON 35100E104 6,389 145,000 SH DEFINED 1 145,000
FOUR SEASONS HOTELS INC COMMON 35100E104 1,212 27,500 SH DEFINED 1,6 27,500
FPIC INSURANCE GROUP INC COMMON 302563101 15,321 315,900 SH DEFINED 1 315,900
FPIC INSURANCE GROUP INC COMMON 302563101 29 600 SH DEFINED 1,6 600
FPIC INSURANCE GROUP INC COMMON 302563101 315 6,500 SH DEFINED 2 6,500
FPIC INSURANCE GROUP INC COMMON 302563101 175 3,600 SH DEFINED 2,4 3,600
FPL GROUP INC COMMON 302571104 4,780 87,500 SH DEFINED 1 87,500
FRANCE TELECOM SA - SPONSORED
ADR COMMON 35177Q105 7,923 102,900 SH DEFINED 1 102,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FRANKLIN RESOURCES, INC. COMMON 354613101 2,563 63,100 SH DEFINED 1 63,100
FRANKLIN RESOURCES, INC. COMMON 354613101 50,111 1,233,500 SH DEFINED 1,2 1,233,500
FRANKLIN RESOURCES, INC. COMMON 354613101 93 2,300 SH DEFINED 1,6 2,300
FRANKLIN RESOURCES, INC. COMMON 354613101 2,340 57,600 SH DEFINED 2 57,600
FRANKLIN RESOURCES, INC. COMMON 354613101 167 4,100 SH DEFINED 2,4 4,100
FREEPORT-MCMORAN COPPER & GOLD
INC. COMMON 35671D857 780 43,500 SH DEFINED 1 43,500
FREEPORT-MCMORAN COPPER & GOLD
INC. COMMON 35671D857 400 22,300 SH DEFINED 1,6 22,300
FRONTIER AIRLINES INC COMMON 359065109 645 40,000 SH DEFINED 1 40,000
FUJI PHOTO FILM ADR COMMON 359586302 1,900 50,000 SH DEFINED 1,5 50,000
FUNDTECH LTD COMMON M47095100 519 20,025 SH DEFINED 1 20,025
G & K SERVICES INC - CLASS A COMMON 361268105 5,253 100,300 SH DEFINED 1 100,300
G & K SERVICES INC - CLASS A COMMON 361268105 5,238 100,000 SH DEFINED 1,3 100,000
G & K SERVICES INC - CLASS A COMMON 361268105 16 300 SH DEFINED 1,6 300
G & K SERVICES INC - CLASS A COMMON 361268105 115 2,200 SH DEFINED 2 2,200
G & K SERVICES INC - CLASS A COMMON 361268105 89 1,700 SH DEFINED 2,4 1,700
GALILEO INTERNATIONAL INC. COMMON 363547100 11,559 216,300 SH DEFINED 1 216,300
GALILEO INTERNATIONAL INC. COMMON 363547100 40,078 750,000 SH DEFINED 1,2 750,000
GALILEO INTERNATIONAL INC. COMMON 363547100 80 1,500 SH DEFINED 1,6 1,500
GALILEO INTERNATIONAL INC. COMMON 363547100 1,384 25,900 SH DEFINED 2 25,900
GALLAHER GROUP PLC ADR COMMON 363595109 2,444 100,000 SH DEFINED 1,5 100,000
GALLAHER GROUP PLC ADR COMMON 363595109 6,598 270,000 SH DEFINED 1,6 270,000
GANNETT CO COMMON 364730101 8,893 124,600 SH DEFINED 1,5 124,600
GAP, INC. COMMON 364760108 50,078 994,113 SH DEFINED 1 994,113
GAP, INC. COMMON 364760108 94,453 1,875,000 SH DEFINED 1,2 1,875,000
GAP, INC. COMMON 364760108 7,556 150,000 SH DEFINED 1,3 150,000
GAP, INC. COMMON 364760108 76 1,500 SH DEFINED 1,6 1,500
GAP, INC. COMMON 364760108 1,891 37,538 SH DEFINED 2 37,538
GAP, INC. COMMON 364760108 582 11,550 SH DEFINED 2,4 11,550
GARDEN RIDGE CORP. COMMON 36541P104 238 50,000 SH DEFINED 1 50,000
GATEWAY INC. COMMON 367626108 269,866 4,574,000 SH DEFINED 1 4,574,000
GATEWAY INC. COMMON 367626108 3,245 55,000 SH DEFINED 2 55,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GATX CORP COMMON 361448103 952 25,000 SH DEFINED 1,5 25,000
GAYLORD CONTAINER CORP COMMON 368145108 582 73,300 SH DEFINED 1 73,300
GAYLORD CONTAINER CORP COMMON 368145108 256 32,300 SH DEFINED 1,6 32,300
GEMSTAR INTERNATIONAL GROUP LTD COMMON G3788V106 19,660 301,300 SH DEFINED 1 301,300
GEMSTAR INTERNATIONAL GROUP LTD COMMON G3788V106 39 600 SH DEFINED 1,6 600
GEMSTAR INTERNATIONAL GROUP LTD COMMON G3788V106 1,214 18,600 SH DEFINED 2 18,600
GEMSTAR INTERNATIONAL GROUP LTD COMMON G3788V106 274 4,200 SH DEFINED 2,4 4,200
GENER S.A. - SPONSORED ADR COMMON 368731105 568 31,983 SH DEFINED 1,7 31,983
GENERAL DYNAMICS CORP. COMMON 369550108 1,028 15,000 SH DEFINED 1 15,000
GENERAL DYNAMICS CORP. COMMON 369550108 18,495 270,000 SH DEFINED 1,3 270,000
GENERAL ELECTRIC COMPANY COMMON 369604103 571,735 5,059,600 SH DEFINED 1 5,059,600
GENERAL ELECTRIC COMPANY COMMON 369604103 282,500 2,500,000 SH DEFINED 1,2 2,500,000
GENERAL ELECTRIC COMPANY COMMON 369604103 16,950 150,000 SH DEFINED 1,3 150,000
GENERAL ELECTRIC COMPANY COMMON 369604103 11,549 102,200 SH DEFINED 1,5 102,200
GENERAL ELECTRIC COMPANY COMMON 369604103 8,046 71,200 SH DEFINED 2 71,200
GENERAL ELECTRIC COMPANY COMMON 369604103 746 6,600 SH DEFINED 2,4 6,600
GENERAL GROWTH PROPERTIES COMMON 370021107 728 20,500 SH DEFINED 1,5 20,500
GENERAL INSTRUMENT CORPORATION COMMON 370120107 17,616 414,500 SH DEFINED 1 414,500
GENERAL INSTRUMENT CORPORATION COMMON 370120107 144,500 3,400,000 SH DEFINED 1,2 3,400,000
GENERAL INSTRUMENT CORPORATION COMMON 370120107 149 3,500 SH DEFINED 1,6 3,500
GENERAL INSTRUMENT CORPORATION COMMON 370120107 4,514 106,200 SH DEFINED 2 106,200
GENERAL INSTRUMENT CORPORATION COMMON 370120107 799 18,800 SH DEFINED 2,4 18,800
GENERAL NUTRITION COMPANIES,
INC. COMMON 37047F103 7,134 306,000 SH DEFINED 1 306,000
GENESCO INC COMMON 371532102 3,641 250,000 SH DEFINED 1 250,000
GENESIS MICROCHIP INC COMMON 371933102 8,727 369,400 SH DEFINED 1 369,400
GENESIS MICROCHIP INC COMMON 371933102 366 15,500 SH DEFINED 1,6 15,500
GENESIS MICROCHIP INC COMMON 371933102 184 7,800 SH DEFINED 2 7,800
GENESIS MICROCHIP INC COMMON 371933102 130 5,500 SH DEFINED 2,4 5,500
GENESYS TELECOMM LABS INC COMMON 371931106 1,765 70,600 SH DEFINED 1 70,600
GENSET ADR COMMON 37244T104 2,150 137,597 SH DEFINED 1,7 137,597
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENTEX CORP COMMON 371901109 14,064 502,300 SH DEFINED 1 502,300
GENTEX CORP COMMON 371901109 31 1,100 SH DEFINED 1,6 1,100
GENTEX CORP COMMON 371901109 904 32,300 SH DEFINED 2 32,300
GENTEX CORP COMMON 371901109 210 7,500 SH DEFINED 2,4 7,500
GENUINE PARTS COMPANY COMMON 372460105 6,300 180,000 SH DEFINED 1,5 180,000
GENZYME CORP COMMON 372917104 10,971 226,200 SH DEFINED 1 226,200
GENZYME SURGICAL PRODUCTS COMMON 372917609 178 40,492 SH DEFINED 1 40,492
GEORGIA PACIFIC CORP COMMON 373298108 1,019 21,500 SH DEFINED 1 21,500
GEORGIA PACIFIC CORP COMMON 373298108 18,003 380,000 SH DEFINED 1,3 380,000
GEORGIA PACIFIC CORP COMMON 373298108 2,435 51,400 SH DEFINED 1,6 51,400
GERBER SCIENTIFIC, INC. COMMON 373730100 1,822 82,600 SH DEFINED 1 82,600
GIBRALTAR STEEL CORPORATION COMMON 37476F103 495 20,000 SH DEFINED 1 20,000
GILAT SATELLITE NETWORKS LTD. COMMON M51474100 5,271 100,400 SH DEFINED 1 100,400
GILLETTE CO. COMMON 375766102 19,755 481,830 SH DEFINED 1 481,830
GLAXO PLC ADR COMMON 37733W105 17,554 310,000 SH DEFINED 1 310,000
GLAXO PLC ADR COMMON 37733W105 2,265 40,000 SH DEFINED 1,5 40,000
GLENBOROUGH REALTY TRUST, INC. COMMON 37803P105 571 32,600 SH DEFINED 1,5 32,600
GLOBAL CROSSING HOLDINGS LTD CONVERT 37931K309 47 470 SH DEFINED 2 470
GLOBAL CROSSING LTD COMMON G3921A100 18,252 428,191 SH DEFINED 1 428,191
GLOBAL CROSSING LTD COMMON G3921A100 3,490 81,872 SH DEFINED 1,3 81,872
GLOBAL INDUSTRIES LTD COMMON 379336100 2,575 201,000 CALL DEFINED 1 201,000
GLOBAL INDUSTRIES LTD COMMON 379336100 9,340 903,000 SH DEFINED 1 903,000
GLOBAL INDUSTRIES LTD COMMON 379336100 37,797 2,950,000 SH DEFINED 1,2 2,950,000
GLOBAL INDUSTRIES LTD COMMON 379336100 101 7,900 SH DEFINED 1,6 7,900
GLOBAL INDUSTRIES LTD COMMON 379336100 1,919 149,800 SH DEFINED 2 149,800
GLOBAL INDUSTRIES LTD COMMON 379336100 249 19,400 SH DEFINED 2,4 19,400
GLOBAL TELESYSTEMS CVT 144A CONVERT 37936UAA2 6,105 1,500,000 PRN DEFINED 1 1,500,000
GLOBAL TELESYSTEMS CVT 144A CONVERT 37936UAA2 40,700 10,000,000 PRN DEFINED 1,2 10,000,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GLOBAL TELESYSTEMS CVT REG CONVERT 37936UAD6 2,035 500,000 PRN DEFINED 1 500,000
GLOBAL TELESYSTEMS 5.75% CVT CONVERT 37936UAE4 17,325 11,000,000 PRN DEFINED 1 11,000,000
GLOBAL TELESYSTEMS 5.75% CVT CONVERT 37936UAE4 78,750 50,000,000 PRN DEFINED 1,2 50,000,000
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 85,674 1,057,700 SH DEFINED 1 1,057,700
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 141,750 1,750,000 SH DEFINED 1,2 1,750,000
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 57,915 715,000 SH DEFINED 1,3 715,000
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 243 3,000 SH DEFINED 1,6 3,000
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 7,614 94,000 SH DEFINED 2 94,000
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 413 5,100 SH DEFINED 2,4 5,100
GLOBESPAN INC COMMON 379571102 2,254 56,700 SH DEFINED 1 56,700
GOLDEN STATE BANCORP COMMON 381197102 3,458 157,200 SH DEFINED 1 157,200
GOLDEN STATE BANCORP COMMON 381197102 35,200 1,600,000 SH DEFINED 1,2 1,600,000
GOLDEN STATE BANCORP COMMON 381197102 62 2,800 SH DEFINED 1,6 2,800
GOLDEN STATE BANCORP COMMON 381197102 1,665 75,700 SH DEFINED 2 75,700
GOLDEN STATE BANCORP COMMON 381197102 117 5,300 SH DEFINED 2,4 5,300
GOLDEN WEST FINANCIAL CORP. COMMON 381317106 1,088 11,100 SH DEFINED 1 11,100
GOLDMAN SACHS GROUP INC COMMON 38141G104 13,016 180,150 SH DEFINED 1 180,150
GOLDMAN SACHS GROUP INC COMMON 38141G104 36,125 500,000 SH DEFINED 1,2 500,000
GOLDMAN SACHS GROUP INC COMMON 38141G104 90 1,250 SH DEFINED 1,6 1,250
GOLF TRUST OF AMERICA INC COMMON 38168B103 479 19,600 SH DEFINED 1 19,600
GOTO.COM INC COMMON 38348T107 5,880 210,000 SH DEFINED 1 210,000
GP STRATEGIES CORP COMMON 36225V104 219 25,000 SH DEFINED 1 25,000
GPU INC COMMON 36225X100 1,148 27,200 SH DEFINED 1 27,200
GPU INC COMMON 36225X100 9,914 235,000 SH DEFINED 1,5 235,000
GREAT LAKES CHEMICAL CORP. COMMON 390568103 4,606 100,000 SH DEFINED 1,5 100,000
GREAT PLAINS SOFTWARE INC. COMMON 39119E105 944 20,000 SH DEFINED 1 20,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GREENPOINT FINANCIAL CORP. COMMON 395384100 4,042 123,184 SH DEFINED 1 123,184
GREENPOINT FINANCIAL CORP. COMMON 395384100 49,219 1,500,000 SH DEFINED 1,2 1,500,000
GREENPOINT FINANCIAL CORP. COMMON 395384100 6,563 200,000 SH DEFINED 1,3 200,000
GREENPOINT FINANCIAL CORP. COMMON 395384100 85 2,600 SH DEFINED 1,6 2,600
GREENPOINT FINANCIAL CORP. COMMON 395384100 2,822 86,000 SH DEFINED 2 86,000
GREENPOINT FINANCIAL CORP. COMMON 395384100 167 5,100 SH DEFINED 2,4 5,100
GROUPE DANONE ADR COMMON 399449107 3,139 60,000 SH DEFINED 1,5 60,000
GRUPO TELEVISA S.A. GDR COMMON 40049J206 45,346 1,011,900 SH DEFINED 1 1,011,900
GRUPO TELEVISA S.A. GDR COMMON 40049J206 6,171 137,699 SH DEFINED 1,7 137,699
GRUPO TELEVISA S.A. GDR COMMON 40049J206 3,702 82,600 SH DEFINED 2 82,600
GRUPO TELEVISA S.A. GDR COMMON 40049J206 121 2,700 SH DEFINED 2,4 2,700
GST TELECOMMUNICATIONS INC COMMON 361942105 106 8,000 SH DEFINED 1 8,000
GTE CORP COMMON 362320103 3,015 39,800 SH DEFINED 1 39,800
GTSG 7.25 CVT PFD 144A CONVERT 37936U401 10,494 159,000 SH DEFINED 1 159,000
GTSG 7.25 CVT PFD 144A CONVERT 37936U401 16,500 250,000 SH DEFINED 1,2 250,000
GUCCI GROUP COMMON 401566104 9,079 129,700 SH DEFINED 1 129,700
GUIDANT CORP. COMMON 401698105 961,722 18,696,900 SH DEFINED 1 18,696,900
GUIDANT CORP. COMMON 401698105 488,656 9,500,000 SH DEFINED 1,2 9,500,000
GUIDANT CORP. COMMON 401698105 31,891 620,000 SH DEFINED 1,3 620,000
GUIDANT CORP. COMMON 401698105 3,786 73,600 SH DEFINED 1,6 73,600
GUIDANT CORP. COMMON 401698105 15,858 308,300 SH DEFINED 2 308,300
GUIDANT CORP. COMMON 401698105 2,490 48,400 SH DEFINED 2,4 48,400
GULF INDONESIA RESOURCES LTD COMMON 402284103 35,122 3,054,100 SH DEFINED 1 3,054,100
GULF INDONESIA RESOURCES LTD COMMON 402284103 2,657 231,000 SH DEFINED 2 231,000
GULF INDONESIA RESOURCES LTD COMMON 402284103 91 7,900 SH DEFINED 2,4 7,900
GULF STATES STEEL WARRANTS COMMON 402548119 0 17,930 SH DEFINED 1 17,930
GULFMARK OFFSHORE INC COMMON 402629109 665 35,000 SH DEFINED 1 35,000
GULFSTREAM AEROSPACE CORP COMMON 402734107 1,016 15,036 SH DEFINED 1 15,036
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HAIN FOOD GROUP INC COMMON 405219106 8,172 396,200 SH DEFINED 1 396,200
HAIN FOOD GROUP INC COMMON 405219106 19 900 SH DEFINED 1,6 900
HAIN FOOD GROUP INC COMMON 405219106 169 8,200 SH DEFINED 2 8,200
HAIN FOOD GROUP INC COMMON 405219106 128 6,200 SH DEFINED 2,4 6,200
HALLIBURTON CO. COMMON 406216101 37,331 825,000 SH DEFINED 1 825,000
HALLIBURTON CO. COMMON 406216101 36,200 800,000 SH DEFINED 1,2 800,000
HA-LO INDUSTRIES INC. COMMON 404429102 3,966 401,650 SH DEFINED 1 401,650
HAMBRECHT & QUIST GROUP COMMON 406545103 29,808 802,900 SH DEFINED 1 802,900
HAMBRECHT & QUIST GROUP COMMON 406545103 41 1,100 SH DEFINED 1,6 1,100
HAMBRECHT & QUIST GROUP COMMON 406545103 382 10,300 SH DEFINED 2 10,300
HAMBRECHT & QUIST GROUP COMMON 406545103 252 6,800 SH DEFINED 2,4 6,800
HANOVER COMPRESSOR INC COMMON 410768105 2,409 75,000 SH DEFINED 1 75,000
HANSON PLC ADR COMMON 411352404 777 17,500 SH DEFINED 1 17,500
HANSON PLC ADR COMMON 411352404 11,138 251,000 SH DEFINED 1,5 251,000
HAPPY KIDS INC. COMMON 411391105 1,564 180,000 SH DEFINED 1 180,000
HARKEN ENERGY CORP COMMON 412552101 589 362,560 SH DEFINED 1,7 362,560
HARLEY-DAVIDSON INC. COMMON 412822108 6,895 126,800 SH DEFINED 1 126,800
HARLEY-DAVIDSON INC. COMMON 412822108 127,781 2,350,000 SH DEFINED 1,2 2,350,000
HARLEY-DAVIDSON INC. COMMON 412822108 256 4,700 SH DEFINED 1,6 4,700
HARLEY-DAVIDSON INC. COMMON 412822108 6,672 122,700 SH DEFINED 2 122,700
HARLEY-DAVIDSON INC. COMMON 412822108 430 7,900 SH DEFINED 2,4 7,900
HARMAN INTERNATIONAL COMMON 413086109 4,400 100,000 SH DEFINED 1 100,000
HARMONIC INC COMMON 413160102 40,264 701,000 SH DEFINED 1 701,000
HARMONIC INC COMMON 413160102 46 800 SH DEFINED 1,6 800
HARMONIC INC COMMON 413160102 437 7,600 SH DEFINED 2 7,600
HARMONIC INC COMMON 413160102 322 5,600 SH DEFINED 2,4 5,600
HARTFORD FINANCIAL SERVICES
GROUP COMMON 416515104 81,031 1,389,600 SH DEFINED 1 1,389,600
HARTFORD FINANCIAL SERVICES
GROUP COMMON 416515104 985 16,900 SH DEFINED 2 16,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HASBRO INC. COMMON 418056107 1,472 52,700 SH DEFINED 1 52,700
HASBRO INC. COMMON 418056107 27,938 1,000,000 SH DEFINED 1,2 1,000,000
HASBRO INC. COMMON 418056107 2,540 90,900 SH DEFINED 1,6 90,900
HASBRO INC. COMMON 418056107 1,176 42,100 SH DEFINED 2 42,100
HASBRO INC. COMMON 418056107 98 3,500 SH DEFINED 2,4 3,500
HAWK CORP. COMMON 420089104 91 10,300 SH DEFINED 1 10,300
HCC INSURANCE HOLDINGS INC. COMMON 404132102 12,176 536,700 SH DEFINED 1 536,700
HCC INSURANCE HOLDINGS INC. COMMON 404132102 14 600 SH DEFINED 1,6 600
HCC INSURANCE HOLDINGS INC. COMMON 404132102 123 5,400 SH DEFINED 2 5,400
HCC INSURANCE HOLDINGS INC. COMMON 404132102 100 4,400 SH DEFINED 2,4 4,400
HCR MANOR CARE COMMON 404134108 4,209 174,000 SH DEFINED 1 174,000
HEALTH MANAGEMENT ASSOCIATES,
INC. COMMON 421933102 41,757 3,711,752 SH DEFINED 1 3,711,752
HEALTH MANAGEMENT ASSOCIATES,
INC. COMMON 421933102 22,500 2,000,000 SH DEFINED 1,2 2,000,000
HEALTH MANAGEMENT ASSOCIATES,
INC. COMMON 421933102 3,206 285,000 SH DEFINED 1,3 285,000
HEALTH MANAGEMENT ASSOCIATES,
INC. COMMON 421933102 57 5,068 SH DEFINED 1,6 5,068
HEALTH MANAGEMENT ASSOCIATES,
INC. COMMON 421933102 1,191 105,837 SH DEFINED 2 105,837
HEALTH MANAGEMENT ASSOCIATES,
INC. COMMON 421933102 180 16,013 SH DEFINED 2,4 16,013
HEALTHSOUTH CORP. COMMON 421924101 9,709 650,000 SH DEFINED 1 650,000
HEICO CORP - CLASS A COMMON 422806208 4,869 200,800 SH DEFINED 1 200,800
HEIDRICK & STRUGGLES INTL COMMON 422819102 8,105 426,600 SH DEFINED 1 426,600
HEINZ (H.J.) CO. COMMON 423074103 6,333 126,350 SH DEFINED 1,5 126,350
HELIX TECHNOLOGY COMMON 423319102 2,992 125,000 SH DEFINED 1 125,000
HELLER FINANCIAL INC. COMMON 423328103 2,651 95,300 SH DEFINED 1 95,300
HENRY SCHEIN, INC. COMMON 806407102 27,216 858,885 SH DEFINED 1 858,885
HENRY SCHEIN, INC. COMMON 806407102 31,688 1,000,000 SH DEFINED 1,2 1,000,000
HENRY SCHEIN, INC. COMMON 806407102 79 2,500 SH DEFINED 1,6 2,500
HENRY SCHEIN, INC. COMMON 806407102 1,731 54,624 SH DEFINED 2 54,624
HENRY SCHEIN, INC. COMMON 806407102 279 8,802 SH DEFINED 2,4 8,802
HERTZ CORP - CLASS A COMMON 428040109 18,991 306,300 SH DEFINED 1 306,300
HERTZ CORP - CLASS A COMMON 428040109 1,488 24,000 SH DEFINED 2 24,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEWLETT PACKARD COMMON 428236103 8,543 85,000 SH DEFINED 1,5 85,000
HI/FN INC COMMON 428358105 1,147 15,069 SH DEFINED 1 15,069
HIBBETT SPORTING GOODS INC COMMON 428565105 13,684 622,000 SH DEFINED 1 622,000
HIBBETT SPORTING GOODS INC COMMON 428565105 20 900 SH DEFINED 1,6 900
HIBBETT SPORTING GOODS INC COMMON 428565105 180 8,200 SH DEFINED 2 8,200
HIBBETT SPORTING GOODS INC COMMON 428565105 139 6,300 SH DEFINED 2,4 6,300
HIBERNIA CORP - CLASS A COMMON 428656102 50 3,200 SH DEFINED 1,6 3,200
HIGHWOOD PROPERTIES, INC. COMMON 431284108 2,874 104,750 SH DEFINED 1,5 104,750
HISPANIC BROADCASTING CORP COMMON 43357B104 80,572 1,061,900 SH DEFINED 1 1,061,900
HISPANIC BROADCASTING CORP COMMON 43357B104 79,669 1,050,000 SH DEFINED 1,2 1,050,000
HISPANIC BROADCASTING CORP COMMON 43357B104 304 4,000 SH DEFINED 1,6 4,000
HISPANIC BROADCASTING CORP COMMON 43357B104 6,465 85,200 SH DEFINED 2 85,200
HISPANIC BROADCASTING CORP COMMON 43357B104 789 10,400 SH DEFINED 2,4 10,400
HITACHI LTD ADR COMMON 433578507 1,889 20,000 SH DEFINED 1,5 20,000
HNC SOFTWARE, INC. COMMON 40425P107 8,020 260,300 SH DEFINED 1 260,300
HOLLYWOOD ENTERTAINMENT CORP. COMMON 436141105 4,638 237,100 SH DEFINED 1 237,100
HOLLYWOOD ENTERTAINMENT CORP. COMMON 436141105 783 40,000 SH DEFINED 2 40,000
HOLLYWOOD PARK INC COMMON 436255103 3,400 200,000 SH DEFINED 1 200,000
HOME DEPOT INC SUB NOTES CONVERT 437076AE2 8,393 3,000,000 PRN DEFINED 1 3,000,000
HOME DEPOT INC SUB NOTES CONVERT 437076AE2 41,963 5,000,000 PRN DEFINED 1,2 15,000,000
HOME DEPOT, INC. COMMON 437076102 96,236 1,493,475 SH DEFINED 1 1,493,475
HOME DEPOT, INC. COMMON 437076102 122,431 1,900,000 SH DEFINED 1,2 1,900,000
HOME DEPOT, INC. COMMON 437076102 12,888 200,000 SH DEFINED 1,3 200,000
HOME DEPOT, INC. COMMON 437076102 213 3,300 SH DEFINED 1,6 3,300
HOME DEPOT, INC. COMMON 437076102 1,804 28,000 SH DEFINED 2 28,000
HOME DEPOT, INC. COMMON 437076102 941 14,600 SH DEFINED 2,4 14,600
HONDA MOTOR CO LTD ADR COMMON 438128308 1,562 18,000 SH DEFINED 1,5 18,000
</TABLE>
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<PAGE> 54
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HOOPER HOLMES INC COMMON 439104100 15,815 776,200 SH DEFINED 1 776,200
HOOPER HOLMES INC COMMON 439104100 41 2,000 SH DEFINED 1,6 2,000
HOOPER HOLMES INC COMMON 439104100 265 13,000 SH DEFINED 2 13,000
HOOPER HOLMES INC COMMON 439104100 208 10,200 SH DEFINED 2,4 10,200
HORIZON ORGANIC HOLDING CORP COMMON 44043T103 658 45,000 SH DEFINED 1 45,000
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 2,601 95,900 SH DEFINED 1,5 95,900
HOST MARRIOTT CORP COMMON 44107P104 2,797 235,561 SH DEFINED 1,5 235,561
HOUSTON INDUSTRIES INC CVT PFD CONVERT 442161204 30,123 252,600 SH DEFINED 1 252,600
HOUSTON INDUSTRIES INC CVT PFD CONVERT 442161204 107,325 900,000 SH DEFINED 1,2 900,000
HOWMET INTERNATIONAL INC COMMON 443208103 431 25,100 SH DEFINED 1 25,100
HSBC HOLDINGS PLC - SPONSORED
ADR COMMON 404280307 4,559 12,500 SH DEFINED 1,5 12,500
HUANENG POWER INTL - SPONSORED
ADR COMMON 443304100 1,867 108,998 SH DEFINED 1,7 108,998
HUB GROUP, INC. COMMON 443320106 561 25,000 SH DEFINED 1 25,000
I2 TECHNOLOGIES, INC. COMMON 465754109 2,795 65,000 SH DEFINED 1 65,000
ICG COMMUNICATIONS INC. COMMON 449246107 556 26,000 SH DEFINED 1 26,000
ICN PHARMACEUTICALS INC. COMMON 448924100 3,726 115,750 SH DEFINED 1 115,750
IDEXX LABORATORIES INC. COMMON 45168D104 15,407 660,900 SH DEFINED 1 660,900
IDEXX LABORATORIES INC. COMMON 45168D104 16 700 SH DEFINED 1,6 700
IDEXX LABORATORIES INC. COMMON 45168D104 126 5,400 SH DEFINED 2 5,400
IDEXX LABORATORIES INC. COMMON 45168D104 105 4,500 SH DEFINED 2,4 4,500
IDG BOOKS WORLDWIDE INC. -
CLASS A COMMON 449384106 12,259 671,700 SH DEFINED 1 671,700
IDG BOOKS WORLDWIDE INC. -
CLASS A COMMON 449384106 15 800 SH DEFINED 1,6 800
IDG BOOKS WORLDWIDE INC. -
CLASS A COMMON 449384106 159 8,700 SH DEFINED 2 8,700
IDG BOOKS WORLDWIDE INC. -
CLASS A COMMON 449384106 111 6,100 SH DEFINED 2,4 6,100
IDX SYSTEMS CORPORATION COMMON 449491109 1,128 50,000 SH DEFINED 1 50,000
IHF HOLDINGS WARRANTS -
SERIES I COMMON 449600121 4 8,670 SH DEFINED 1 8,670
IKON OFFICE SOLUTIONS INC COMMON 451713101 5,100 340,000 SH DEFINED 1,5 340,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ILLINOIS TOOL WORKS COMMON 452308109 7,462 91,000 SH DEFINED 1,5 91,000
ILLINOVA CORP. COMMON 452317100 877 32,200 SH DEFINED 1 32,200
IMS HEALTH INC COMMON 449934108 1,875 60,000 SH DEFINED 1,3 60,000
INDEPENDENCE COMMUNITY BANK COMMON 453414104 6,124 453,600 SH DEFINED 1 453,600
INDEPENDENT BANK CORP (MASS) COMMON 453836108 162 10,300 SH DEFINED 1,5 10,300
INDYMAC MORTGAGE HOLDINGS COMMON 456607100 1,600 100,000 SH DEFINED 1 100,000
INF BROADCASTING CORP COMMON 45662S102 9,080 305,200 SH DEFINED 1 305,200
INF BROADCASTING CORP COMMON 45662S102 95,855 3,222,000 SH DEFINED 1,2 3,222,000
INF BROADCASTING CORP COMMON 45662S102 741 24,900 SH DEFINED 2,4 24,900
INFOCURE CORP. COMMON 45665A108 22,837 431,400 SH DEFINED 1 431,400
INFOCURE CORP. COMMON 45665A108 21 400 SH DEFINED 1,6 400
INFOCURE CORP. COMMON 45665A108 185 3,500 SH DEFINED 2 3,500
INFOCURE CORP. COMMON 45665A108 127 2,400 SH DEFINED 2,4 2,400
INFORMATION HOLDINGS, INC. COMMON 456727106 402 20,500 SH DEFINED 1 20,500
INFOSPACE.COM INC COMMON 45678T102 44,998 957,400 SH DEFINED 1 957,400
INFOSPACE.COM INC COMMON 45678T102 28,200 600,000 SH DEFINED 1,3 600,000
INFOSPACE.COM INC COMMON 45678T102 2,045 43,500 SH DEFINED 2 43,500
ING GROUP NV - SPONSORED ADR COMMON 456837103 3,300 60,000 SH DEFINED 1,5 60,000
INGERSOLL-RAND CO. COMMON 456866102 31,246 483,500 SH DEFINED 1 483,500
INGERSOLL-RAND CO. COMMON 456866102 11,148 172,500 SH DEFINED 1,3 172,500
INGERSOLL-RAND CO. COMMON 456866102 4,608 71,300 SH DEFINED 1,6 71,300
INKTOMI CORP COMMON 457277101 39,756 304,500 SH DEFINED 1 304,500
INKTOMI CORP COMMON 457277101 43,086 330,000 SH DEFINED 1,3 330,000
INKTOMI CORP COMMON 457277101 1,828 14,000 SH DEFINED 2 14,000
INSIGHT ENTERPRISES INC COMMON 45765U103 34,115 1,378,400 SH DEFINED 1 1,378,400
INSIGHT ENTERPRISES INC COMMON 45765U103 41 1,650 SH DEFINED 1,6 1,650
INSIGHT ENTERPRISES INC COMMON 45765U103 364 14,700 SH DEFINED 2 14,700
INSIGHT ENTERPRISES INC COMMON 45765U103 250 10,101 SH DEFINED 2,4 10,101
</TABLE>
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<PAGE> 56
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INSIGNIA FINANCIAL GROUP INC. COMMON 45767A105 606 57,700 SH DEFINED 1 57,700
INSIGNIA FINANCIAL GROUP INC. COMMON 45767A105 13 1,200 SH DEFINED 2 1,200
INSIGNIA FINANCIAL GROUP INC. COMMON 45767A105 8 800 SH DEFINED 2,4 800
INSPIRE INSURANCE SOLUTIONS COMMON 457732105 4,372 301,500 SH DEFINED 1 301,500
INTEGRATED MEASUREMENT SYSTEMS COMMON 457923100 773 60,000 SH DEFINED 1 60,000
INTEL CORP COMMON 458140100 59,845 1,005,800 PUT DEFINED 1 1,005,800
INTEL CORP COMMON 458140100 42,840 720,000 PUT DEFINED 1,2 720,000
INTEL CORP COMMON 458140100 280 4,700 PUT DEFINED 2,4 4,700
INTEL CORP COMMON 458140100 69,227 2,165,500 SH DEFINED 1 2,165,500
INTEL CORP COMMON 458140100 1,958 32,900 SH DEFINED 1,5 32,900
INTEL CORP COMMON 458140100 2,440 41,000 SH DEFINED 2 41,000
INTELCOM WARRANTS COMMON 45814F115 713 39,600 SH DEFINED 1 39,600
INTERMEDIA COMMUNICATIONS COMMON 458801107 2,463 82,087 SH DEFINED 1 82,087
INTERMEDIA WARRANTS COMMON 458801115 160 1,650 SH DEFINED 1 1,650
INTERNATIONAL NETWORK SERVICES COMMON 460053101 20,224 500,900 SH DEFINED 1 500,900
INTERNATIONAL NETWORK SERVICES COMMON 460053101 26 650 SH DEFINED 1,6 650
INTERNATIONAL NETWORK SERVICES COMMON 460053101 198 4,900 SH DEFINED 2 4,900
INTERNATIONAL NETWORK SERVICES COMMON 460053101 194 4,800 SH DEFINED 2,4 4,800
INTERNATIONAL PAPER CO. COMMON 460146103 26,669 528,100 SH DEFINED 1 528,100
INTERNATIONAL PAPER CO. COMMON 460146103 111 2,200 SH DEFINED 1,6 2,200
INTERNATIONAL SPEEDWAY
CORP-CLASS A COMMON 460335201 2,380 50,100 SH DEFINED 1 50,100
INTERNATIONAL SPEEDWAY
CORP-CLASS A COMMON 460335201 10 200 SH DEFINED 1,6 200
INTERNATIONAL SPEEDWAY
CORP-CLASS A COMMON 460335201 71 1,500 SH DEFINED 2 1,500
INTERNATIONAL SPEEDWAY
CORP-CLASS A COMMON 460335201 38 800 SH DEFINED 2,4 800
INTERNET AMERICA COMMON 46058Y109 94 5,000 SH DEFINED 1 5,000
INTERPUBLIC GROUP CO CVT CONVERT 460690AG5 1,372 1,510,000 PRN DEFINED 1,8 1,510,000
INTERPUBLIC GROUP COS INC. COMMON 460690100 21,388 246,900 SH DEFINED 1 246,900
INTERPUBLIC GROUP COS INC. COMMON 460690100 43,313 500,000 SH DEFINED 1,2 500,000
INTERPUBLIC GROUP COS INC. COMMON 460690100 78 900 SH DEFINED 1,6 900
INTERPUBLIC GROUP COS INC. COMMON 460690100 1,932 22,300 SH DEFINED 2 22,300
INTERPUBLIC GROUP COS INC. COMMON 460690100 165 1,900 SH DEFINED 2,4 1,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTIMATE BRANDS, INC. COMMON 461156101 13,754 290,325 SH DEFINED 1 290,325
INTIMATE BRANDS, INC. COMMON 461156101 133,632 2,820,720 SH DEFINED 1,2 2,820,720
INTIMATE BRANDS, INC. COMMON 461156101 3,850 81,270 SH DEFINED 1,3 81,270
INTIMATE BRANDS, INC. COMMON 461156101 2,825 59,640 SH DEFINED 1,6 59,640
INTIMATE BRANDS, INC. COMMON 461156101 3,422 72,240 SH DEFINED 2 72,240
INTIMATE BRANDS, INC. COMMON 461156101 761 16,065 SH DEFINED 2,4 16,065
INT'L BUSINESS MACHINES CORP COMMON 459200101 853,412 6,602,800 SH DEFINED 1 6,602,800
INT'L BUSINESS MACHINES CORP COMMON 459200101 465,300 3,600,000 SH DEFINED 1,2 3,600,000
INT'L BUSINESS MACHINES CORP COMMON 459200101 61,394 475,000 SH DEFINED 1,3 475,000
INT'L BUSINESS MACHINES CORP COMMON 459200101 21,456 166,000 SH DEFINED 1,5 166,000
INT'L BUSINESS MACHINES CORP COMMON 459200101 3,050 23,600 SH DEFINED 1,6 23,600
INT'L BUSINESS MACHINES CORP COMMON 459200101 14,040 108,628 SH DEFINED 2 108,628
INT'L BUSINESS MACHINES CORP COMMON 459200101 1,706 13,200 SH DEFINED 2,4 13,200
INTUIT INC COMMON 461202103 5,263 58,400 SH DEFINED 1 58,400
INTUIT INC COMMON 461202103 99,138 1,100,000 SH DEFINED 1,2 1,100,000
INTUIT INC COMMON 461202103 18,025 200,000 SH DEFINED 1,3 200,000
INTUIT INC COMMON 461202103 198 2,200 SH DEFINED 1,6 2,200
INTUIT INC COMMON 461202103 5,570 61,800 SH DEFINED 2 61,800
INTUIT INC COMMON 461202103 361 4,000 SH DEFINED 2,4 4,000
INVERSIONES Y REPRESENTACIONSES
GDR COMMON 450047204 1,086 35,158 SH DEFINED 1,7 35,158
INVESTORS FINANCIAL SERVICES
CORP. COMMON 461915100 2,404 60,100 SH DEFINED 1 60,100
IPALCO ENTERPRISES INC COMMON 462613100 975 46,000 SH DEFINED 1 46,000
IRON MOUNTAIN INC COMMON 46284P104 16,789 586,500 SH DEFINED 1 586,500
IRON MOUNTAIN INC COMMON 46284P104 11 400 SH DEFINED 1,6 400
IRON MOUNTAIN INC COMMON 46284P104 94 3,300 SH DEFINED 2 3,300
IRON MOUNTAIN INC COMMON 46284P104 83 2,900 SH DEFINED 2,4 2,900
ISLE OF CAPRI CASINOS COMMON 464592104 2,063 300,000 SH DEFINED 1 300,000
ISS GROUP INC COMMON 450306105 21,351 565,600 SH DEFINED 1 565,600
ISS GROUP INC COMMON 450306105 15 400 SH DEFINED 1,6 400
ISS GROUP INC COMMON 450306105 921 24,400 SH DEFINED 2 24,400
ISS GROUP INC COMMON 450306105 113 3,000 SH DEFINED 2,4 3,000
ITC DELTACOM INC. COMMON 45031T104 7,025 250,900 SH DEFINED 1 250,900
ITT EDUCATIONAL SERVICES, INC. COMMON 45068B109 266 10,200 SH DEFINED 1 10,200
</TABLE>
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<PAGE> 58
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IXC COMMUNICATIONS CVT CONVERT 450713870 2,673 70,000 SH DEFINED 1 70,000
IXC COMMUNICATIONS INC. COMMON 450713102 21,323 542,400 SH DEFINED 1 542,400
IXC COMMUNICATIONS INC. COMMON 450713102 11,794 300,000 SH DEFINED 1,3 300,000
J. JILL GROUP INC. COMMON 466189107 257 17,550 SH DEFINED 1 17,550
J.C. PENNY CORP. COMMON 708160106 5,813 119,700 SH DEFINED 1 119,700
J.C. PENNY CORP. COMMON 708160106 7,964 164,000 SH DEFINED 1,5 164,000
J.P. MORGAN & COMPANY COMMON 616880100 927 6,600 SH DEFINED 1 6,600
JABIL CIRCUIT, INC. COMMON 466313103 31,186 691,100 SH DEFINED 1 691,100
JABIL CIRCUIT, INC. COMMON 466313103 27 600 SH DEFINED 1,6 600
JABIL CIRCUIT, INC. COMMON 466313103 943 20,900 SH DEFINED 2 20,900
JABIL CIRCUIT, INC. COMMON 466313103 212 4,700 SH DEFINED 2,4 4,700
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 4,922 125,400 SH DEFINED 1 125,400
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 12 300 SH DEFINED 1,6 300
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 106 2,700 SH DEFINED 2 2,700
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 86 2,200 SH DEFINED 2,4 2,200
JAKKS PACIFIC INC COMMON 47012E106 2,385 80,000 SH DEFINED 1 80,000
JAZZTEL WARRANTS COMMON 47214R111 12 2,250 SH DEFINED 1 2,250
JDN REALTY CORPORATION COMMON 465917102 951 42,500 SH DEFINED 1,5 42,500
JEFFERSON SMURFIT GROUP ADR COMMON 47508W107 2,135 90,600 SH DEFINED 1 90,600
JEFFERSON SMURFIT GROUP ADR COMMON 47508W107 97 4,100 SH DEFINED 1,6 4,100
JEFFERSON-PILOT CORPORATION COMMON 475070108 1,072 16,200 SH DEFINED 1 16,200
JEFFERSON-PILOT CORPORATION COMMON 475070108 2,383 36,000 SH DEFINED 1,5 36,000
JOHNSON & JOHNSON COMMON 478160104 84,038 857,530 SH DEFINED 1 857,530
JOHNSON & JOHNSON COMMON 478160104 190,796 1,946,900 SH DEFINED 1,2 1,946,900
JOHNSON & JOHNSON COMMON 478160104 1,058 10,800 SH DEFINED 1,5 10,800
JOHNSON & JOHNSON COMMON 478160104 892 9,100 SH DEFINED 2,4 9,100
</TABLE>
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<PAGE> 59
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JONES APPAREL GROUP INC. COMMON 480074103 4,618 134,601 SH DEFINED 1 134,601
JONES APPAREL GROUP INC. COMMON 480074103 87,970 2,563,800 SH DEFINED 1,2 2,563,800
JONES APPAREL GROUP INC. COMMON 480074103 168 4,900 SH DEFINED 1,6 4,900
JONES APPAREL GROUP INC. COMMON 480074103 4,980 145,126 SH DEFINED 2 145,126
JONES APPAREL GROUP INC. COMMON 480074103 302 8,800 SH DEFINED 2,4 8,800
JONES LANG LASALLE INC COMMON 48020Q107 3,196 107,200 SH DEFINED 1 107,200
JONES PHARMA INC. COMMON 480236108 16,286 413,600 SH DEFINED 1 413,600
JONES PHARMA INC. COMMON 480236108 96,896 2,460,850 SH DEFINED 1,2 2,460,850
JONES PHARMA INC. COMMON 480236108 193 4,900 SH DEFINED 1,6 4,900
JONES PHARMA INC. COMMON 480236108 4,440 112,750 SH DEFINED 2 112,750
JONES PHARMA INC. COMMON 480236108 350 8,900 SH DEFINED 2,4 8,900
JP MORGAN INDEX FUNDING CO. COMMON 46623N208 1,462 79,000 SH DEFINED 1 79,000
JP MORGAN INDEX FUNDING CO. COMMON 46623N208 266 14,400 SH DEFINED 1,6 14,400
JUNIPER NETWORKS INC COMMON 48203R104 6,005 40,300 SH DEFINED 1 40,300
JUNIPER NETWORKS INC COMMON 48203R104 2,652 17,800 SH DEFINED 1,6 17,800
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 25,551 400,400 SH DEFINED 1 400,400
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 173,921 2,725,500 SH DEFINED 1,2 2,725,500
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 255 4,000 SH DEFINED 1,6 4,000
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 7,224 113,200 SH DEFINED 2 113,200
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 479 7,500 SH DEFINED 2,4 7,500
KAUFMAN & BROAD HOME CORP COMMON 486168107 1,144 46,000 SH DEFINED 1 46,000
KEANE INC COMMON 486665102 577 25,500 SH DEFINED 1 25,500
KEANE INC COMMON 486665102 10,396 459,500 SH DEFINED 1,2 459,500
KEANE INC COMMON 486665102 18 800 SH DEFINED 1,6 800
KEANE INC COMMON 486665102 930 41,100 SH DEFINED 2 41,100
KEANE INC COMMON 486665102 32 1,400 SH DEFINED 2,4 1,400
KEEBLER FOODS CO COMMON 487256109 20,020 659,100 SH DEFINED 1 659,100
KEEBLER FOODS CO COMMON 487256109 37,969 1,250,000 SH DEFINED 1,2 1,250,000
KEEBLER FOODS CO COMMON 487256109 70 2,300 SH DEFINED 1,6 2,300
KEEBLER FOODS CO COMMON 487256109 1,759 57,900 SH DEFINED 2 57,900
KEEBLER FOODS CO COMMON 487256109 128 4,200 SH DEFINED 2,4 4,200
KENDLE INTERNATIONAL INC COMMON 48880L107 560 35,000 SH DEFINED 1 35,000
KENNAMETAL INC. COMMON 489170100 1,017 32,800 SH DEFINED 1 32,800
</TABLE>
<PAGE> 60
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KEY ENERGY GROUP INC. COMMON 492914106 7,154 2,008,000 SH DEFINED 1 2,008,000
KEYSTONE AUTOMOTIVE
INDUSTRIES, INC. COMMON 49338N109 3,279 188,700 SH DEFINED 1 188,700
KILROY REALTY CORP COMMON 49427F108 797 32,700 SH DEFINED 1,5 32,700
KIMBERLY-CLARK CORP COMMON 494368103 14,250 250,000 SH DEFINED 1,3 250,000
KIMBERLY-CLARK CORP COMMON 494368103 2,160 37,900 SH DEFINED 1,5 37,900
KIMCO REALTY CORP. COMMON 49446R109 3,017 77,100 SH DEFINED 1,5 77,100
KING PHARMACEUTICALS INC COMMON 495582108 104 4,000 SH DEFINED 1 4,000
KIRIN BREWERY CO ADR COMMON 497350207 2,731 23,000 SH DEFINED 1,5 23,000
KLA-TENCOR CORPORATION COMMON 482480100 8,045 124,000 SH DEFINED 1 124,000
KLA-TENCOR CORPORATION COMMON 482480100 77,850 1,200,000 SH DEFINED 1,2 1,200,000
KLA-TENCOR CORPORATION COMMON 482480100 2,919 45,000 SH DEFINED 1,3 45,000
KLA-TENCOR CORPORATION COMMON 482480100 136 2,100 SH DEFINED 1,6 2,100
KLA-TENCOR CORPORATION COMMON 482480100 4,437 68,400 SH DEFINED 2 68,400
KLA-TENCOR CORPORATION COMMON 482480100 266 4,100 SH DEFINED 2,4 4,100
KMART CORP COMMON 482584109 3,863 235,000 SH DEFINED 1 235,000
KNIGHT/TRIMARK GROUP INC COMMON 499067106 68,726 1,139,500 SH DEFINED 1 1,139,500
KNIGHT/TRIMARK GROUP INC COMMON 499067106 60,313 1,000,000 SH DEFINED 1,2 1,000,000
KNIGHT/TRIMARK GROUP INC COMMON 499067106 6,930 114,900 SH DEFINED 1,6 114,900
KNIGHT/TRIMARK GROUP INC COMMON 499067106 1,062 17,600 SH DEFINED 2 17,600
KNIGHT/TRIMARK GROUP INC COMMON 499067106 706 11,700 SH DEFINED 2,4 11,700
KNIGHT-RIDDER, INC. COMMON 499040103 11,537 210,000 SH DEFINED 1,3 210,000
KNOLOGY HOLDINGS WTS 144A COMMON 499179117 119 53,050 SH DEFINED 1 53,050
KNOLOGY HOLDINGS WTS 144A COMMON 499179117 1 500 SH DEFINED 2,4 500
KOHLS CORPORATION COMMON 500255104 5,218 67,600 SH DEFINED 1 67,600
KOHLS CORPORATION COMMON 500255104 96,484 1,250,000 SH DEFINED 1,2 1,250,000
KOHLS CORPORATION COMMON 500255104 7,719 100,000 SH DEFINED 1,3 100,000
KOHLS CORPORATION COMMON 500255104 193 2,500 SH DEFINED 1,6 2,500
KOHLS CORPORATION COMMON 500255104 5,210 67,500 SH DEFINED 2 67,500
KOHLS CORPORATION COMMON 500255104 324 4,200 SH DEFINED 2,4 4,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KOREA ELECTRIC POWER CORP ADR COMMON 500631106 29,073 1,418,200 SH DEFINED 1 1,418,200
KOREA ELECTRIC POWER CORP ADR COMMON 500631106 2,440 119,023 SH DEFINED 1,7 119,023
KOREA ELECTRIC POWER CORP ADR COMMON 500631106 2,699 131,640 SH DEFINED 2 131,640
KOREA ELECTRIC POWER CORP ADR COMMON 500631106 80 3,900 SH DEFINED 2,4 3,900
KOREA TELECOM CORP -
SPONSORED ADR COMMON 50063P103 44,776 1,119,396 SH DEFINED 1 1,119,396
KOREA TELECOM CORP -
SPONSORED ADR COMMON 50063P103 2,483 62,080 SH DEFINED 1,7 62,080
KOREA TELECOM CORP -
SPONSORED ADR COMMON 50063P103 495 12,380 SH DEFINED 1,9 12,380
KOREA TELECOM CORP -
SPONSORED ADR COMMON 50063P103 4,386 109,659 SH DEFINED 2 109,659
KOREA TELECOM CORP -
SPONSORED ADR COMMON 50063P103 144 3,600 SH DEFINED 2,4 3,600
KORN/FERRY INTERNATIONAL COMMON 500643200 5,117 301,000 SH DEFINED 1 301,000
KROGER CORPORATION COMMON 501044101 489,420 17,518,400 SH DEFINED 1 17,518,400
KROGER CORPORATION COMMON 501044101 224,757 8,045,000 SH DEFINED 1,2 8,045,000
KROGER CORPORATION COMMON 501044101 15,394 551,000 SH DEFINED 1,3 551,000
KROGER CORPORATION COMMON 501044101 296 10,600 SH DEFINED 1,6 10,600
KROGER CORPORATION COMMON 501044101 7,845 280,800 SH DEFINED 2 280,800
KROGER CORPORATION COMMON 501044101 1,034 37,000 SH DEFINED 2,4 37,000
KROLL-O'GARA COMPANY COMMON 501050108 3,543 160,600 SH DEFINED 1 160,600
KRONOS INC COMMON 501052104 2,275 50,000 SH DEFINED 1 50,000
K-SWISS INC - CLASS A COMMON 482686102 12,522 269,300 SH DEFINED 1 269,300
K-SWISS INC - CLASS A COMMON 482686102 19 400 SH DEFINED 1,6 400
K-SWISS INC - CLASS A COMMON 482686102 191 4,100 SH DEFINED 2 4,100
K-SWISS INC - CLASS A COMMON 482686102 140 3,000 SH DEFINED 2,4 3,000
KTI INC COMMON 482689205 214 15,000 SH DEFINED 1 15,000
KULICKE & SOFFA INDUSTRIES COMMON 501242101 429 16,000 SH DEFINED 1 16,000
KYOCERA CORP ADR COMMON 501556203 1,678 28,000 SH DEFINED 1,5 28,000
L S I LOGIC CORP COMMON 502161102 5,890 127,700 SH DEFINED 1 127,700
L S I LOGIC CORP COMMON 502161102 109,911 2,382,900 SH DEFINED 1,2 2,382,900
L S I LOGIC CORP COMMON 502161102 185 4,000 SH DEFINED 1,6 4,000
L S I LOGIC CORP COMMON 502161102 5,129 111,200 SH DEFINED 2 111,200
L S I LOGIC CORP COMMON 502161102 434 9,400 SH DEFINED 2,4 9,400
L-3 COMMUNICATIONS
HOLDINGS INC. COMMON 502424104 3,425 70,900 SH DEFINED 1 70,900
L-3 COMMUNICATIONS
HOLDINGS INC. COMMON 502424104 676 14,000 SH DEFINED 2 14,000
</TABLE>
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<PAGE> 62
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LABOR READY INC COMMON 505401208 4,713 145,000 SH DEFINED 1 145,000
LAM RESEARCH CORP. COMMON 512807108 1,214 26,000 SH DEFINED 1 26,000
LAMAR ADVERTISING CO COMMON 512815101 14,813 361,850 SH DEFINED 1 361,850
LAMAR ADVERTISING CO COMMON 512815101 82,489 2,015,000 SH DEFINED 1,2 2,015,000
LAMAR ADVERTISING CO COMMON 512815101 180 4,400 SH DEFINED 1,6 4,400
LAMAR ADVERTISING CO COMMON 512815101 4,929 120,400 SH DEFINED 2 120,400
LAMAR ADVERTISING CO COMMON 512815101 307 7,500 SH DEFINED 2,4 7,500
LAND'S END INC. COMMON 515086106 19 400 SH DEFINED 1 400
LAND'S END INC. COMMON 515086106 728 15,000 SH DEFINED 2 15,000
LASER VISION CENTERS INC COMMON 51807H100 1,575 25,000 SH DEFINED 1 25,000
LASERSIGHT INC COMMON 517924106 894 55,000 SH DEFINED 1 55,000
LASON INC COMMON 51808R107 14,247 287,100 SH DEFINED 1 287,100
LASON INC COMMON 51808R107 10 200 SH DEFINED 1,6 200
LASON INC COMMON 51808R107 134 2,700 SH DEFINED 2 2,700
LASON INC COMMON 51808R107 99 2,000 SH DEFINED 2,4 2,000
LATTICE SEMICONDUCTOR CORP COMMON 518415104 5,976 96,000 SH DEFINED 1 96,000
LA-ZBOY INC. COMMON 505336107 23 1,000 SH DEFINED 1 1,000
LA-ZBOY INC. COMMON 505336107 630 27,400 SH DEFINED 2 27,400
LEAR CORPORATION COMMON 521865105 19,900 400,000 SH DEFINED 1 400,000
LEGGETT & PLATT INC. COMMON 524660107 2,995 107,700 SH DEFINED 1 107,700
LEGGETT & PLATT INC. COMMON 524660107 55,625 2,000,000 SH DEFINED 1,2 2,000,000
LEGGETT & PLATT INC. COMMON 524660107 95 3,400 SH DEFINED 1,6 3,400
LEGGETT & PLATT INC. COMMON 524660107 2,581 92,800 SH DEFINED 2 92,800
LEGGETT & PLATT INC. COMMON 524660107 189 6,800 SH DEFINED 2,4 6,800
LEHMAN BROTHERS HOLDING INC COMMON 524908100 1,774 28,500 SH DEFINED 1 28,500
LEHMAN BROTHERS HOLDING INC COMMON 524908100 37,350 600,000 SH DEFINED 1,2 600,000
LEHMAN BROTHERS HOLDING INC COMMON 524908100 2,490 40,000 SH DEFINED 1,3 40,000
LEHMAN BROTHERS HOLDING INC COMMON 524908100 62 1,000 SH DEFINED 1,6 1,000
LEHMAN BROTHERS HOLDING INC COMMON 524908100 1,755 28,200 SH DEFINED 2 28,200
LEHMAN BROTHERS HOLDING INC COMMON 524908100 156 2,500 SH DEFINED 2,4 2,500
LERNOUT & HOUSPIE CVT PFD 144A CONVERT 501608202 3,338 100,000 SH DEFINED 1 100,000
</TABLE>
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<PAGE> 63
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 32,914 548,000 SH DEFINED 1 548,000
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 22,001 366,300 SH DEFINED 1,3 366,300
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 1,051 17,500 SH DEFINED 2 17,500
LEXMARK HOLDING, INC. COMMON 529771107 170,639 2,583,000 SH DEFINED 1 2,583,000
LEXMARK HOLDING, INC. COMMON 529771107 244,431 3,700,000 SH DEFINED 1,2 3,700,000
LEXMARK HOLDING, INC. COMMON 529771107 21,140 320,000 SH DEFINED 1,3 320,000
LEXMARK HOLDING, INC. COMMON 529771107 264 4,000 SH DEFINED 1,6 4,000
LEXMARK HOLDING, INC. COMMON 529771107 8,707 131,800 SH DEFINED 2 131,800
LEXMARK HOLDING, INC. COMMON 529771107 951 14,400 SH DEFINED 2,4 14,400
LIBERTY PROPERTY TRUST COMMON 531172104 3,494 140,450 SH DEFINED 1,5 140,450
LIFECORE BIOMEDICAL INC. COMMON 532187101 2,307 200,600 SH DEFINED 1 200,600
LIFEPOINT HOSPITALS INC COMMON 53219L109 5,500 409,319 SH DEFINED 1 409,319
LILLY (ELI) & CO COMMON 532457108 99,122 1,383,900 SH DEFINED 1 1,383,900
LILLY (ELI) & CO COMMON 532457108 139,669 1,950,000 SH DEFINED 1,2 1,950,000
LILLY (ELI) & CO COMMON 532457108 5,501 76,800 SH DEFINED 1,3 76,800
LILLY (ELI) & CO COMMON 532457108 3,581 50,000 SH DEFINED 1,5 50,000
LILLY (ELI) & CO COMMON 532457108 150 2,100 SH DEFINED 1,6 2,100
LILLY (ELI) & CO COMMON 532457108 860 12,000 SH DEFINED 2 12,000
LILLY (ELI) & CO COMMON 532457108 795 11,100 SH DEFINED 2,4 11,100
LIMITED (THE), INC. COMMON 532716107 2,366 52,139 SH DEFINED 1,5 52,139
LINCOLN NATIONAL CORP COMMON 534187109 513 9,800 SH DEFINED 1 9,800
LINEAR TECHNOLOGY CORP. COMMON 535678106 22,690 337,400 SH DEFINED 1 337,400
LINEAR TECHNOLOGY CORP. COMMON 535678106 174,850 2,600,000 SH DEFINED 1,2 2,600,000
LINEAR TECHNOLOGY CORP. COMMON 535678106 269 4,000 SH DEFINED 1,6 4,000
LINEAR TECHNOLOGY CORP. COMMON 535678106 6,281 93,400 SH DEFINED 2 93,400
LINEAR TECHNOLOGY CORP. COMMON 535678106 457 6,800 SH DEFINED 2,4 6,800
LINENS 'N THINGS INC COMMON 535679104 43,544 995,300 SH DEFINED 1 995,300
LINENS 'N THINGS INC COMMON 535679104 56,232 1,285,300 SH DEFINED 1,2 1,285,300
LINENS 'N THINGS INC COMMON 535679104 4,375 100,000 SH DEFINED 1,3 100,000
LINENS 'N THINGS INC COMMON 535679104 140 3,200 SH DEFINED 1,6 3,200
LINENS 'N THINGS INC COMMON 535679104 5,176 118,300 SH DEFINED 2 118,300
LINENS 'N THINGS INC COMMON 535679104 403 9,200 SH DEFINED 2,4 9,200
LITHIA MOTORS INC - CLASS A COMMON 536797103 3,303 161,100 SH DEFINED 1 161,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LIZ CLAIBORNE, INC. COMMON 539320101 5,475 150,000 SH DEFINED 1,5 150,000
LOCKHEAD MARTIN CORPORATION COMMON 539830109 3,911 105,000 SH DEFINED 1,5 105,000
LOCKHEAD MARTIN CORPORATION COMMON 539830109 186 5,000 SH DEFINED 1,6 5,000
LOCKHEAD MARTIN CORPORATION COMMON 539830109 12,293 330,000 SH DEFINED 1,7 330,000
LODGENET ENTERTAINMENT CORP COMMON 540211109 1,399 100,400 SH DEFINED 1 100,400
LOEWS CINEPLEX ENTERTAINMENT COMMON 540423100 4,092 376,300 SH DEFINED 1 376,300
LOEWS CORP COMMON 540424108 6,330 80,000 SH DEFINED 1,5 80,000
LONE STAR STEAKHOUSE & SALOON COMMON 542307103 1,458 150,000 SH DEFINED 1 150,000
LONG DISTANCE INTL WTS. COMMON 542904115 66 26,420 SH DEFINED 1 26,420
LONG DISTANCE INTL WTS. COMMON 542904115 1 300 SH DEFINED 2,4 300
LOUIS DREYFUS NATURAL GAS COMMON 546011107 647 30,000 SH DEFINED 1 30,000
LOWE'S COMPANIES, INC. COMMON 548661107 413,231 7,289,638 SH DEFINED 1 7,289,638
LOWE'S COMPANIES, INC. COMMON 548661107 308,947 5,450,000 SH DEFINED 1,2 5,450,000
LOWE'S COMPANIES, INC. COMMON 548661107 7,256 128,000 SH DEFINED 1,5 128,000
LOWE'S COMPANIES, INC. COMMON 548661107 2,976 52,500 SH DEFINED 1,6 52,500
LOWE'S COMPANIES, INC. COMMON 548661107 8,571 151,200 SH DEFINED 2 151,200
LOWE'S COMPANIES, INC. COMMON 548661107 1,570 27,700 SH DEFINED 2,4 27,700
LTV CORP COMMON 501921100 988 147,800 SH DEFINED 1 147,800
LUBY'S CAFETERIAS, INC. COMMON 549282101 1,505 100,300 SH DEFINED 1 100,300
LUCENT TECHNOLOGIES, INC. COMMON 549463107 338,913 5,025,594 SH DEFINED 1 5,025,594
LUCENT TECHNOLOGIES, INC. COMMON 549463107 645,695 9,574,720 SH DEFINED 1,2 9,574,720
LUCENT TECHNOLOGIES, INC. COMMON 549463107 16,859 250,000 SH DEFINED 1,3 250,000
LUCENT TECHNOLOGIES, INC. COMMON 549463107 5,828 86,420 SH DEFINED 1,6 86,420
LUCENT TECHNOLOGIES, INC. COMMON 549463107 19,143 283,860 SH DEFINED 2 283,860
LUCENT TECHNOLOGIES, INC. COMMON 549463107 2,973 44,085 SH DEFINED 2,4 44,085
LUXOTTICA GROUP SPA -
SPONSORED ADR COMMON 55068R202 962 61,800 SH DEFINED 1 61,800
LUXOTTICA GROUP SPA -
SPONSORED ADR COMMON 55068R202 2,912 187,100 SH DEFINED 1,6 187,100
</TABLE>
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<PAGE> 65
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LYCOS, INC. COMMON 550818108 26,855 292,300 SH DEFINED 1 292,300
LYCOS, INC. COMMON 550818108 114,844 1,250,000 SH DEFINED 1,2 1,250,000
LYCOS, INC. COMMON 550818108 10,566 115,000 SH DEFINED 1,3 115,000
LYCOS, INC. COMMON 550818108 225 2,450 SH DEFINED 1,6 2,450
LYCOS, INC. COMMON 550818108 5,678 61,800 SH DEFINED 2 61,800
LYCOS, INC. COMMON 550818108 395 4,300 SH DEFINED 2,4 4,300
M S CARRIERS INC COMMON 553533100 2,975 100,300 SH DEFINED 1 100,300
M S CARRIERS INC COMMON 553533100 9 300 SH DEFINED 1,6 300
M S CARRIERS INC COMMON 553533100 65 2,200 SH DEFINED 2 2,200
M S CARRIERS INC COMMON 553533100 53 1,800 SH DEFINED 2,4 1,800
MACK-CALI REALTY CORPORATION COMMON 554489104 1,535 49,600 SH DEFINED 1,5 49,600
MACROMEDIA COMMON 556100105 11,879 337,000 SH DEFINED 1 337,000
MACROMEDIA COMMON 556100105 21 600 SH DEFINED 1,6 600
MACROMEDIA COMMON 556100105 705 20,000 SH DEFINED 2 20,000
MACROMEDIA COMMON 556100105 137 3,900 SH DEFINED 2,4 3,900
MACROVISION CORP COMMON 555904101 3,519 47,000 SH DEFINED 1 47,000
MADECO SA SPONSORED ADR COMMON 556304103 1,306 129,000 SH DEFINED 1 129,000
MAKER COMMUNICATIONS INC COMMON 560875106 4,703 151,700 SH DEFINED 1 151,700
MALLINCKRODT, INC. COMMON 561232109 3,638 100,000 SH DEFINED 1 100,000
MANDALAY RESORT GROUP COMMON 562567107 2,448 115,900 SH DEFINED 1 115,900
MANDALAY RESORT GROUP COMMON 562567107 44,384 2,101,000 SH DEFINED 1,2 2,101,000
MANDALAY RESORT GROUP COMMON 562567107 85 4,000 SH DEFINED 1,6 4,000
MANDALAY RESORT GROUP COMMON 562567107 2,852 135,000 SH DEFINED 2 135,000
MANDALAY RESORT GROUP COMMON 562567107 142 6,700 SH DEFINED 2,4 6,700
MANUFACTURED HOME COMMUNITIES COMMON 564682102 3,390 130,400 SH DEFINED 1 130,400
MARIMBA COMMON 56781Q109 1,236 23,450 SH DEFINED 1 23,450
MARINE DRILLING CO INC COMMON 568240204 1,774 129,600 SH DEFINED 1 129,600
MARKET GUIDE INC COMMON 570565200 319 15,000 SH DEFINED 1 15,000
MARSH & MCLENNAN CO. INC. CONVERT 571748AB8 6,019 6,000,000 PRN DEFINED 1,5 6,000,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MARSH & MCLENNAN
COMPANIES, INC. COMMON 571748102 2,273 30,100 SH DEFINED 1 30,100
MARSH & MCLENNAN
COMPANIES, INC. COMMON 571748102 7,329 97,075 SH DEFINED 1,5 97,075
MARSH & MCLENNAN
COMPANIES, INC. COMMON 571748102 2,877 38,100 SH DEFINED 1,6 38,100
MARTIN MARIETTA
MATERIALS, INC. COMMON 573284106 2,054 34,815 SH DEFINED 1 34,815
MARTIN MARIETTA
MATERIALS, INC. COMMON 573284106 6,472 109,700 SH DEFINED 1,6 109,700
MASCO CORP COMMON 574599106 1,894 65,600 SH DEFINED 1 65,600
MASCO CORP COMMON 574599106 36,094 1,250,000 SH DEFINED 1,2 1,250,000
MASCO CORP COMMON 574599106 66 2,300 SH DEFINED 1,6 2,300
MASCO CORP COMMON 574599106 1,724 59,700 SH DEFINED 2 59,700
MASCO CORP COMMON 574599106 124 4,300 SH DEFINED 2,4 4,300
MATAV RT COMMON 559776109 10,060 365,800 SH DEFINED 1 365,800
MATAV RT COMMON 559776109 3,617 131,530 SH DEFINED 1,7 131,530
MATTEL INC. COMMON 577081102 13,910 526,140 SH DEFINED 1 526,140
MATTEL INC. COMMON 577081102 58,163 2,200,000 SH DEFINED 1,2 2,200,000
MATTEL INC. COMMON 577081102 102 3,840 SH DEFINED 1,6 3,840
MATTEL INC. COMMON 577081102 2,708 102,420 SH DEFINED 2 102,420
MATTEL INC. COMMON 577081102 219 8,300 SH DEFINED 2,4 8,300
MATTHEWS INTL. CORP - CLASS A COMMON 577128101 68 2,300 SH DEFINED 1 2,300
MAVERICK TUBE CORP COMMON 577914104 7,475 536,300 SH DEFINED 1 536,300
MAVERICK TUBE CORP COMMON 577914104 15 1,100 SH DEFINED 1,6 1,100
MAVERICK TUBE CORP COMMON 577914104 157 11,300 SH DEFINED 2 11,300
MAVERICK TUBE CORP COMMON 577914104 106 7,600 SH DEFINED 2,4 7,600
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 10,022 150,700 SH DEFINED 1 150,700
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 99,750 1,500,000 SH DEFINED 1,2 1,500,000
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 10,441 157,000 SH DEFINED 1,3 157,000
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 200 3,000 SH DEFINED 1,6 3,000
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 4,874 73,300 SH DEFINED 2 73,300
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 339 5,100 SH DEFINED 2,4 5,100
MAXIMUS INC COMMON 577933104 10,916 379,700 SH DEFINED 1 379,700
</TABLE>
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<PAGE> 67
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAYTAG CO. COMMON 578592107 15,596 223,800 SH DEFINED 1 223,800
MAYTAG CO. COMMON 578592107 83,242 1,194,500 SH DEFINED 1,2 1,194,500
MAYTAG CO. COMMON 578592107 18,467 265,000 SH DEFINED 1,3 265,000
MAYTAG CO. COMMON 578592107 2,620 37,600 SH DEFINED 1,5 37,600
MAYTAG CO. COMMON 578592107 3,749 53,800 SH DEFINED 1,6 53,800
MAYTAG CO. COMMON 578592107 2,739 39,300 SH DEFINED 2 39,300
MAYTAG CO. COMMON 578592107 188 2,700 SH DEFINED 2,4 2,700
MBIA INC COMMON 55262C100 19,425 300,000 SH DEFINED 1 300,000
MBNA CORP. COMMON 55262L100 6,046 197,425 SH DEFINED 1 197,425
MC DONALDS CORP COMMON 580135101 288,774 6,990,000 SH DEFINED 1 6,990,000
MC DONALDS CORP COMMON 580135101 5,065 122,600 SH DEFINED 1,5 122,600
MC DONALDS CORP COMMON 580135101 3,512 85,000 SH DEFINED 2 85,000
MCCAW INTERNATIONAL LTD COMMON 579472119 109 39,500 SH DEFINED 1 39,500
MCDERMOTT INTERNATIONAL INC. COMMON 580037109 4,949 175,200 SH DEFINED 1 175,200
MCGRAW HILL COMMON 580645109 3,193 59,200 SH DEFINED 1 59,200
MCGRAW HILL COMMON 580645109 59,331 1,100,000 SH DEFINED 1,2 1,100,000
MCGRAW HILL COMMON 580645109 3,236 60,000 SH DEFINED 1,3 60,000
MCGRAW HILL COMMON 580645109 97 1,800 SH DEFINED 1,6 1,800
MCGRAW HILL COMMON 580645109 18,434 341,760 SH DEFINED 1,7 341,760
MCGRAW HILL COMMON 580645109 2,670 49,500 SH DEFINED 2 49,500
MCGRAW HILL COMMON 580645109 200 3,700 SH DEFINED 2,4 3,700
MCI/WORLDCOM INC COMMON 55268B106 1,696,602 19,670,752 SH DEFINED 1 19,670,752
MCI/WORLDCOM INC COMMON 55268B106 610,202 7,074,800 SH DEFINED 1,2 7,074,800
MCI/WORLDCOM INC COMMON 55268B106 36,477 422,926 SH DEFINED 1,3 422,926
MCI/WORLDCOM INC COMMON 55268B106 1,009 11,700 SH DEFINED 1,5 11,700
MCI/WORLDCOM INC COMMON 55268B106 10,490 121,619 SH DEFINED 1,6 121,619
MCI/WORLDCOM INC COMMON 55268B106 17,543 203,400 SH DEFINED 2 203,400
MCI/WORLDCOM INC COMMON 55268B106 2,786 32,300 SH DEFINED 2,4 32,300
MCKESSON HBOC INC COMMON 58155Q103 681 21,200 SH DEFINED 1 21,200
MCLEOD INC COMMON 582266102 10,434 189,700 SH DEFINED 1 189,700
MCLEOD INC COMMON 582266102 484 8,800 SH DEFINED 2 8,800
MECON INC. COMMON 58400M105 300 40,000 SH DEFINED 1 40,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEDE AMERICA CORP. COMMON 584067102 944 25,000 SH DEFINED 1 25,000
MEDIA METRIX INC COMMON 58440X103 1,757 33,000 SH DEFINED 1 33,000
MEDIAONE GROUP CVT PREF CONVERT 58440J203 14,981 100,000 SH DEFINED 1 100,000
MEDIAONE GROUP CVT PREF CONVERT 58440J203 59,925 400,000 SH DEFINED 1,2 400,000
MEDIAONE GROUP INC COMMON 58440J104 492,154 6,617,200 SH DEFINED 1 6,617,200
MEDIAONE GROUP INC COMMON 58440J104 1,934 26,000 SH DEFINED 1,5 26,000
MEDIAONE GROUP INC COMMON 58440J104 2,975 40,000 SH DEFINED 2 40,000
MEDIC WARRANTS COMMON 584906127 0 13,750 SH DEFINED 1 13,750
MEDICAL ASSURANCE INC. COMMON 58449U100 518 18,350 SH DEFINED 1 18,350
MEDICAL MANAGER CORP COMMON 58461C103 19,510 440,900 SH DEFINED 1 440,900
MEDICAL MANAGER CORP COMMON 58461C103 35 800 SH DEFINED 1,6 800
MEDICAL MANAGER CORP COMMON 58461C103 288 6,500 SH DEFINED 2 6,500
MEDICAL MANAGER CORP COMMON 58461C103 235 5,300 SH DEFINED 2,4 5,300
MEDICIS PHARMACEUTICAL -
CLASS A COMMON 584690309 21,395 843,150 SH DEFINED 1 843,150
MEDICIS PHARMACEUTICAL -
CLASS A COMMON 584690309 31,797 1,253,100 SH DEFINED 1,2 1,253,100
MEDICIS PHARMACEUTICAL -
CLASS A COMMON 584690309 80 3,150 SH DEFINED 1,6 3,150
MEDICIS PHARMACEUTICAL -
CLASS A COMMON 584690309 1,700 67,000 SH DEFINED 2 67,000
MEDICIS PHARMACEUTICAL -
CLASS A COMMON 584690309 296 11,650 SH DEFINED 2,4 11,650
MEDIMMUNE INC COMMON 584699102 2,175 32,100 SH DEFINED 1 32,100
MEDIMMUNE INC COMMON 584699102 33,875 500,000 SH DEFINED 1,2 500,000
MEDIMMUNE INC COMMON 584699102 68 1,000 SH DEFINED 1,6 1,000
MEDIMMUNE INC COMMON 584699102 1,606 23,700 SH DEFINED 2 23,700
MEDIMMUNE INC COMMON 584699102 108 1,600 SH DEFINED 2,4 1,600
MEDITRUST CORP COMMON 58501T306 598 45,800 SH DEFINED 1,5 45,800
MEDITRUST RESTRICTED COMMON 58501T991 1,180 89,908 SH DEFINED 1 89,908
MEDQUIST, INC. COMMON 584949101 25,668 586,700 SH DEFINED 1 586,700
MEDQUIST, INC. COMMON 584949101 35 800 SH DEFINED 1,6 800
MEDQUIST, INC. COMMON 584949101 333 7,600 SH DEFINED 2 7,600
MEDQUIST, INC. COMMON 584949101 245 5,600 SH DEFINED 2,4 5,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEDTRONIC INC COMMON 585055106 225,256 2,892,527 SH DEFINED 1 2,892,527
MEDTRONIC INC COMMON 585055106 186,152 2,390,400 SH DEFINED 1,2 2,390,400
MEDTRONIC INC COMMON 585055106 2,936 37,700 SH DEFINED 2 37,700
MEDTRONIC INC COMMON 585055106 1,017 13,054 SH DEFINED 2,4 13,054
MELLON BANK CORP COMMON 585509102 1,077 29,600 SH DEFINED 1 29,600
MENTOR GRAPHICS CORP COMMON 587200106 4,824 376,500 SH DEFINED 1 376,500
MERCANTILE BANKSHARES CORP. COMMON 587405101 969 27,400 SH DEFINED 1 27,400
MERCANTILE BANKSHARES CORP. COMMON 587405101 17,688 500,000 SH DEFINED 1,2 500,000
MERCANTILE BANKSHARES CORP. COMMON 587405101 32 900 SH DEFINED 1,6 900
MERCANTILE BANKSHARES CORP. COMMON 587405101 884 25,000 SH DEFINED 2 25,000
MERCANTILE BANKSHARES CORP. COMMON 587405101 71 2,000 SH DEFINED 2,4 2,000
MERCK & CO. COMMON 589331107 142,763 1,929,235 SH DEFINED 1 1,929,235
MERCK & CO. COMMON 589331107 16,265 219,800 SH DEFINED 1,5 219,800
MERCK & CO. COMMON 589331107 4,103 55,445 SH DEFINED 2 55,445
MERCURY INTERACTIVE CORP COMMON 589405109 18,105 511,800 SH DEFINED 1 511,800
MERCURY INTERACTIVE CORP COMMON 589405109 28 800 SH DEFINED 1,6 800
MERCURY INTERACTIVE CORP COMMON 589405109 237 6,700 SH DEFINED 2 6,700
MERCURY INTERACTIVE CORP COMMON 589405109 184 5,200 SH DEFINED 2,4 5,200
MEREDITH CORP COMMON 589433101 3,469 100,200 SH DEFINED 1 100,200
MEREDITH CORP COMMON 589433101 10 300 SH DEFINED 1,6 300
MEREDITH CORP COMMON 589433101 80 2,300 SH DEFINED 2 2,300
MEREDITH CORP COMMON 589433101 55 1,600 SH DEFINED 2,4 1,600
MERISTAR HOSPITALITY CORP. COMMON 58984Y103 213 9,514 SH DEFINED 1,5 9,514
MERISTAR HOTELS & RESORTS COMMON 589988104 387 112,700 SH DEFINED 1,5 112,700
MERITOR AUTOMOTIVE, INC. COMMON 59000G100 10,315 404,500 SH DEFINED 1 404,500
MERITOR AUTOMOTIVE, INC. COMMON 59000G100 20 800 SH DEFINED 1,6 800
MERITOR AUTOMOTIVE, INC. COMMON 59000G100 224 8,800 SH DEFINED 2 8,800
MERITOR AUTOMOTIVE, INC. COMMON 59000G100 156 6,100 SH DEFINED 2,4 6,100
MERRILL LYNCH & COMPANY COMMON 590188108 52,159 652,500 SH DEFINED 1 652,500
MERRILL LYNCH & COMPANY COMMON 590188108 39,969 500,000 SH DEFINED 1,2 500,000
MERRILL LYNCH & COMPANY COMMON 590188108 2,062 25,800 SH DEFINED 2 25,800
MESABA HOLDINGS INC COMMON 59066B102 446 35,000 SH DEFINED 1 35,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METAL MANAGEMENT INC. COMMON 591097100 75 50,000 SH DEFINED 1 50,000
METHODE ELECTRON COMMON 591520200 3,431 150,000 SH DEFINED 1 150,000
METRIS COMPANIES INC COMMON 591598107 17,672 433,680 SH DEFINED 1 433,680
METRIS COMPANIES INC COMMON 591598107 5,322 130,600 SH DEFINED 1,6 130,600
METRIS COMPANIES INC COMMON 591598107 350 8,600 SH DEFINED 2 8,600
METRIS COMPANIES INC COMMON 591598107 245 6,000 SH DEFINED 2,4 6,000
METRO NETWORKS INC COMMON 591918107 5,626 105,400 SH DEFINED 1 105,400
METRO ONE TELECOMMUNICATIONS COMMON 59163F105 550 40,000 SH DEFINED 1 40,000
METROCALL INC COMMON 591647102 96 35,000 SH DEFINED 1 35,000
METROMEDIA FIBER NETWORK COMMON 591689104 33,523 932,800 SH DEFINED 1 932,800
METROMEDIA FIBER NETWORK COMMON 591689104 53,906 1,500,000 SH DEFINED 1,2 1,500,000
METROMEDIA FIBER NETWORK COMMON 591689104 25,300 704,000 SH DEFINED 1,3 704,000
METROMEDIA FIBER NETWORK COMMON 591689104 111 3,100 SH DEFINED 1,6 3,100
METROMEDIA FIBER NETWORK COMMON 591689104 3,134 87,200 SH DEFINED 2 87,200
METROMEDIA FIBER NETWORK COMMON 591689104 201 5,600 SH DEFINED 2,4 5,600
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 6,900 278,100 SH DEFINED 1 278,100
METZLER GROUP INC COMMON 592903108 15,473 560,100 SH DEFINED 1 560,100
METZLER GROUP INC COMMON 592903108 8 300 SH DEFINED 1,6 300
METZLER GROUP INC COMMON 592903108 75 2,700 SH DEFINED 2 2,700
METZLER GROUP INC COMMON 592903108 50 1,800 SH DEFINED 2,4 1,800
MGIC INVESTMENT CORPORATION COMMON 552848103 16,082 330,733 SH DEFINED 1 330,733
MGIC INVESTMENT CORPORATION COMMON 552848103 48,625 1,000,000 SH DEFINED 1,2 1,000,000
MGIC INVESTMENT CORPORATION COMMON 552848103 12,643 260,000 SH DEFINED 1,3 260,000
MGIC INVESTMENT CORPORATION COMMON 552848103 9,433 194,000 SH DEFINED 1,5 194,000
MGIC INVESTMENT CORPORATION COMMON 552848103 83 1,700 SH DEFINED 1,6 1,700
MGIC INVESTMENT CORPORATION COMMON 552848103 2,174 44,700 SH DEFINED 2 44,700
MGIC INVESTMENT CORPORATION COMMON 552848103 165 3,400 SH DEFINED 2,4 3,400
MGM GRAND, INC. COMMON 552953101 1,318 26,900 SH DEFINED 1 26,900
MGM GRAND, INC. COMMON 552953101 24,995 510,100 SH DEFINED 1,2 510,100
MGM GRAND, INC. COMMON 552953101 34 700 SH DEFINED 1,6 700
MGM GRAND, INC. COMMON 552953101 1,960 40,000 SH DEFINED 2 40,000
MGM GRAND, INC. COMMON 552953101 93 1,900 SH DEFINED 2,4 1,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MICHAELS STORES INC. COMMON 594087108 7,592 247,900 SH DEFINED 1 247,900
MICREL INC. COMMON 594793101 23,613 319,100 SH DEFINED 1 319,100
MICREL INC. COMMON 594793101 22 300 SH DEFINED 1,6 300
MICREL INC. COMMON 594793101 992 13,400 SH DEFINED 2 13,400
MICREL INC. COMMON 594793101 178 2,400 SH DEFINED 2,4 2,400
MICROCELL TELECOMMUNICATIONS COMMON 59501T304 94 12,000 SH DEFINED 1 12,000
MICROCELL TELECOMMUNICATIONS
WTS. COMMON 59501T114 1,979 118,000 SH DEFINED 1 118,000
MICROCHIP TECHNOLOGY INC. COMMON 595017104 53,098 1,120,800 SH DEFINED 1 1,120,800
MICROCHIP TECHNOLOGY INC. COMMON 595017104 63,406 1,338,375 SH DEFINED 1,2 1,338,375
MICROCHIP TECHNOLOGY INC. COMMON 595017104 6,362 134,300 SH DEFINED 1,3 134,300
MICROCHIP TECHNOLOGY INC. COMMON 595017104 190 4,000 SH DEFINED 1,6 4,000
MICROCHIP TECHNOLOGY INC. COMMON 595017104 3,650 77,050 SH DEFINED 2 77,050
MICROCHIP TECHNOLOGY INC. COMMON 595017104 606 12,800 SH DEFINED 2,4 12,800
MICROFINANCIAL INC. COMMON 595072109 3,150 220,100 SH DEFINED 1 220,100
MICROMUSE INC. COMMON 595094103 10,499 210,500 SH DEFINED 1 210,500
MICROMUSE INC. COMMON 595094103 214 4,300 SH DEFINED 2 4,300
MICROMUSE INC. COMMON 595094103 165 3,300 SH DEFINED 2,4 3,300
MICRON TECHNOLOGY INC COMMON 595112103 12,134 301,000 SH DEFINED 1,3 301,000
MICROSOFT 2.75% CVT PFD CONVERT 594918203 1,799 18,000 SH DEFINED 1 18,000
MICROSOFT CORPORATION COMMON 594918104 886,408 9,828,500 SH DEFINED 1 9,828,500
MICROSOFT CORPORATION COMMON 594918104 515,494 5,715,800 SH DEFINED 1,2 5,715,800
MICROSOFT CORPORATION COMMON 594918104 70,346 780,000 SH DEFINED 1,3 780,000
MICROSOFT CORPORATION COMMON 594918104 9,289 103,000 SH DEFINED 1,6 103,000
MICROSOFT CORPORATION COMMON 594918104 11,842 131,300 SH DEFINED 2 131,300
MICROSOFT CORPORATION COMMON 594918104 1,434 15,900 SH DEFINED 2,4 15,900
MICROWAVE POWER DEVICES INC COMMON 59517M103 2,383 155,000 SH DEFINED 1 155,000
MIDAMERICAN ENERGY HOLDINGS CO COMMON 59562V107 6,946 200,600 SH DEFINED 1 200,600
MILLENIUM SEACARRIERS WTS COMMON 60036B115 25 20,000 SH DEFINED 1 20,000
MILLIPORE CORP COMMON 601073109 1,720 42,400 SH DEFINED 1 42,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MINIMED INC. COMMON 60365K108 11,579 150,500 SH DEFINED 1 150,500
MINIMED INC. COMMON 60365K108 31 400 SH DEFINED 1,6 400
MINIMED INC. COMMON 60365K108 285 3,700 SH DEFINED 2 3,700
MINIMED INC. COMMON 60365K108 185 2,400 SH DEFINED 2,4 2,400
MINNESOTA MINING &
MANUFACTURING CO COMMON 604059105 4,347 50,000 SH DEFINED 1,5 50,000
MINNTECH CORP COMMON 604258103 738 50,000 SH DEFINED 1 50,000
MIPS TECHNOLOGIES INC COMMON 604567107 6,064 126,500 SH DEFINED 1 126,500
MIPS TECHNOLOGIES INC COMMON 604567107 882 18,400 SH DEFINED 2 18,400
MOBIL CORP COMMON 607059102 47,104 475,800 SH DEFINED 1 475,800
MOBIL CORP COMMON 607059102 89,100 900,000 SH DEFINED 1,2 900,000
MOBIL CORP COMMON 607059102 129 1,300 SH DEFINED 1,6 1,300
MOBIL CORP COMMON 607059102 28,740 290,300 SH DEFINED 1,7 290,300
MOBIL CORP COMMON 607059102 2,155 21,766 SH DEFINED 2 21,766
MOBILE MINI INC. COMMON 60740F105 1,272 65,000 SH DEFINED 1 65,000
MOHAWK INDUSTRIES INC. COMMON 608190104 12,083 397,800 SH DEFINED 1 397,800
MOHAWK INDUSTRIES INC. COMMON 608190104 24 800 SH DEFINED 1,6 800
MOHAWK INDUSTRIES INC. COMMON 608190104 352 11,600 SH DEFINED 2 11,600
MOHAWK INDUSTRIES INC. COMMON 608190104 170 5,600 SH DEFINED 2,4 5,600
MOLEX INC. - CLASS A COMMON 608554200 4,256 135,100 SH DEFINED 1 135,100
MONACO COACH CORP COMMON 60886R103 1,058 25,000 SH DEFINED 1 25,000
MONSANTO CO COMMON 611662107 317,570 8,052,500 SH DEFINED 1 8,052,500
MONSANTO CO COMMON 611662107 78,875 2,000,000 SH DEFINED 1,2 2,000,000
MONSANTO CO COMMON 611662107 3,254 82,500 SH DEFINED 2 82,500
MONSANTO CVT PRFD CONVERT 611662305 5,457 136,000 SH DEFINED 1 136,000
MONSANTO CVT PRFD CONVERT 611662305 883 22,000 SH DEFINED 2 22,000
MONTANA POWER CO. COMMON 612085100 1,734 24,600 SH DEFINED 1 24,600
MONTANA POWER CO. COMMON 612085100 2,446 34,700 SH DEFINED 1,6 34,700
MONTANA POWER CO. COMMON 612085100 705 10,000 SH DEFINED 2 10,000
MONY GROUP COMMON 615337102 1,106 33,900 SH DEFINED 1 33,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MORGAN STANLEY DEAN WITTER COMMON 617446448 265,352 2,588,800 SH DEFINED 1 2,588,800
MORGAN STANLEY DEAN WITTER COMMON 617446448 66,625 650,000 SH DEFINED 1,2 650,000
MORGAN STANLEY DEAN WITTER COMMON 617446448 15,785 154,000 SH DEFINED 1,3 154,000
MORGAN STANLEY DEAN WITTER COMMON 617446448 15,334 149,600 SH DEFINED 1,5 149,600
MORGAN STANLEY DEAN WITTER COMMON 617446448 3,024 29,500 SH DEFINED 1,6 29,500
MORGAN STANLEY DEAN WITTER COMMON 617446448 3,485 34,000 SH DEFINED 2 34,000
MORGAN STANLEY DEAN WITTER COMMON 617446448 103 1,000 SH DEFINED 2,4 1,000
MOTIVEPOWER INDUSTRIES INC COMMON 61980K101 18,928 1,023,150 SH DEFINED 1 1,023,150
MOTIVEPOWER INDUSTRIES INC COMMON 61980K101 31 1,750 SH DEFINED 1,6 1,750
MOTIVEPOWER INDUSTRIES INC COMMON 61980K101 309 17,400 SH DEFINED 2 17,400
MOTIVEPOWER INDUSTRIES INC COMMON 61980K101 216 11,650 SH DEFINED 2,4 11,650
MOTOROLA INC COMMON 620076109 263,377 2,779,700 SH DEFINED 1 2,779,700
MOTOROLA INC COMMON 620076109 255,825 2,700,000 SH DEFINED 1,2 2,700,000
MOTOROLA INC COMMON 620076109 61,588 650,000 SH DEFINED 1,3 650,000
MOTOROLA INC COMMON 620076109 142 1,500 SH DEFINED 1,6 1,500
MOTOROLA INC COMMON 620076109 6,051 63,860 SH DEFINED 2 63,860
MOTOROLA INC COMMON 620076109 1,080 11,400 SH DEFINED 2,4 11,400
MYLAN LABORATORIES COMMON 628530107 14,191 535,500 SH DEFINED 1 535,500
MYLAN LABORATORIES COMMON 628530107 15,781 595,500 SH DEFINED 1,2 595,500
MYLAN LABORATORIES COMMON 628530107 11,660 440,000 SH DEFINED 1,3 440,000
MYLAN LABORATORIES COMMON 628530107 7,950 300,000 SH DEFINED 1,5 300,000
MYLAN LABORATORIES COMMON 628530107 19 700 SH DEFINED 1,6 700
MYLAN LABORATORIES COMMON 628530107 1,195 45,100 SH DEFINED 2 45,100
MYLAN LABORATORIES COMMON 628530107 50 1,900 SH DEFINED 2,4 1,900
NABISCO GROUP HOLDINGS COMMON 62952P102 4,063 207,700 SH DEFINED 1,6 207,700
NABORS INDUSTRIES, INC. COMMON 629568106 44 1,800 SH DEFINED 1 1,800
NABORS INDUSTRIES, INC. COMMON 629568106 745 30,500 SH DEFINED 2 30,500
NATIONAL AUSTRALIA BANK -
SPONS. ADR COMMON 632525408 3,360 40,000 SH DEFINED 1,5 40,000
NATIONAL CITY CORP COMMON 635405103 9,170 140,000 SH DEFINED 1,5 140,000
NATIONAL COMMERCE
BANCORPORATION COMMON 635449101 13 600 SH DEFINED 1 600
NATIONAL COMMERCE
BANCORPORATION COMMON 635449101 606 27,700 SH DEFINED 2 27,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL COMPUTER SYSTEMS INC COMMON 635519101 15,235 451,400 SH DEFINED 1 451,400
NATIONAL COMPUTER SYSTEMS INC COMMON 635519101 34 1,000 SH DEFINED 1,6 1,000
NATIONAL COMPUTER SYSTEMS INC COMMON 635519101 331 9,800 SH DEFINED 2 9,800
NATIONAL COMPUTER SYSTEMS INC COMMON 635519101 226 6,700 SH DEFINED 2,4 6,700
NATIONAL DATA CORP COMMON 635621105 6,669 156,000 SH DEFINED 1 156,000
NATIONAL DATA CORP COMMON 635621105 42,759 1,000,200 SH DEFINED 1,2 1,000,200
NATIONAL DATA CORP COMMON 635621105 3,420 80,000 SH DEFINED 1,3 80,000
NATIONAL DATA CORP COMMON 635621105 73 1,700 SH DEFINED 1,6 1,700
NATIONAL DATA CORP COMMON 635621105 1,945 45,500 SH DEFINED 2 45,500
NATIONAL DATA CORP COMMON 635621105 158 3,700 SH DEFINED 2,4 3,700
NATIONAL INSTRUMENTS CORP COMMON 636518102 18,221 451,300 SH DEFINED 1 451,300
NATIONAL INSTRUMENTS CORP COMMON 636518102 36 900 SH DEFINED 1,6 900
NATIONAL INSTRUMENTS CORP COMMON 636518102 351 8,700 SH DEFINED 2 8,700
NATIONAL INSTRUMENTS CORP COMMON 636518102 275 6,800 SH DEFINED 2,4 6,800
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 5,878 232,200 SH DEFINED 1 232,200
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 50,625 2,000,000 SH DEFINED 1,2 2,000,000
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 104 4,100 SH DEFINED 1,6 4,100
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 2,934 115,900 SH DEFINED 2 115,900
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 165 6,500 SH DEFINED 2,4 6,500
NATIONWIDE FINANCIAL
SERVICES-CLASS A COMMON 638612101 11,150 246,400 SH DEFINED 1 246,400
NATURAL MICROSYSTEMS CORP COMMON 638882100 2,869 300,000 SH DEFINED 1 300,000
NCI BUILDING SYSTEM COMMON 628852105 4,288 200,600 SH DEFINED 1 200,600
NCI BUILDING SYSTEM COMMON 628852105 9 400 SH DEFINED 1,6 400
NCI BUILDING SYSTEM COMMON 628852105 92 4,300 SH DEFINED 2 4,300
NCI BUILDING SYSTEM COMMON 628852105 60 2,800 SH DEFINED 2,4 2,800
NCO GROUP INC COMMON 628858102 7,623 200,600 SH DEFINED 1 200,600
NCO GROUP INC COMMON 628858102 19 500 SH DEFINED 1,6 500
NCO GROUP INC COMMON 628858102 167 4,400 SH DEFINED 2 4,400
NCO GROUP INC COMMON 628858102 137 3,600 SH DEFINED 2,4 3,600
NCR CORPORATION COMMON 62886E108 13,423 275,000 SH DEFINED 1,3 275,000
NEON SYSTEMS COMMON 640509105 834 25,000 SH DEFINED 1 25,000
NESTLE SA - SPONS.
ADR FOR. REG. COMMON 641069406 2,703 30,000 SH DEFINED 1,5 30,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETWORK APPLIANCE INC COMMON 64120L104 11,605 207,700 SH DEFINED 1 207,700
NETWORK APPLIANCE INC COMMON 64120L104 17 300 SH DEFINED 1,6 300
NETWORK APPLIANCE INC COMMON 64120L104 156 2,800 SH DEFINED 2 2,800
NETWORK APPLIANCE INC COMMON 64120L104 112 2,000 SH DEFINED 2,4 2,000
NETWORK PLUS CORP COMMON 64122D506 8,527 408,500 SH DEFINED 1 408,500
NEW CENTURY ENERGIES INC COMMON 64352U103 2,193 56,500 SH DEFINED 1 56,500
NEW PLAN EXCEL REALTY TRUST COMMON 648053106 1,171 65,060 SH DEFINED 1,5 65,060
NEW YORK TIMES COMPANY COMMON 650111107 14,725 400,000 SH DEFINED 1 400,000
NEWELL RUBBERMAID COMMON 651229106 2,372 51,000 SH DEFINED 1 51,000
NEWFIELD EXPLORATION CO. COMMON 651290108 4,254 149,600 SH DEFINED 1 149,600
NEWPARK RESOURCES INC COMMON 651718504 3,785 426,500 SH DEFINED 1 426,500
NEXTEL COMMUNICATIONS PIK PFD PREFERRED 65332V707 38,8 38,472 SH DEFINED 1 38,472
NEXTEL COMMUNICATIONS, INC. COMMON 65332V103 395,317 7,876,793 SH DEFINED 1 7,876,793
NEXTEL COMMUNICATIONS, INC. COMMON 65332V103 4,662 92,900 SH DEFINED 2 92,900
NEXTEL COMMUNICATIONS, INC. COMMON 65332V103 12 232 SH DEFINED 2,4 232
NEXTLINK COMM 6.5% CVT PFRD CONVERT 65333H863 2,48 27,300 SH DEFINED 1 27,300
NEXTLINK COMM CVT PFRD 144A CONVERT 65333H806 2,27 25,000 SH DEFINED 1 25,000
NEXTLINK COMMUNICATIONS CVT. CONVERT 65333H608 2 518 SH DEFINED 2 518
NEXTLINK COMMUNICATIONS COMMON 65333H707 10,026 134,800 SH DEFINED 1 134,800
NEXTLINK COMMUNICATIONS COMMON 65333H707 1,376 18,500 SH DEFINED 2 18,500
NFRONT INC COMMON 65334N109 759 50,000 SH DEFINED 1 50,000
NIAGARA MOHAWK HOLDINGS INC. COMMON 653520106 4,626 288,000 SH DEFINED 1 288,000
NIELSEN MEDIA RESEARCH COMMON 653929307 6,638 226,933 SH DEFINED 1 226,933
NIELSEN MEDIA RESEARCH COMMON 653929307 673 23,000 SH DEFINED 2 23,000
</TABLE>
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<PAGE> 76
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NIKE, INC. - CLASS B COMMON 654106103 36,962 583,800 SH DEFINED 1 583,800
NIKE, INC. - CLASS B COMMON 654106103 164,613 2,600,000 SH DEFINED 1,2 2,600,000
NIKE, INC. - CLASS B COMMON 654106103 5,590 88,300 SH DEFINED 1,6 88,300
NIKE, INC. - CLASS B COMMON 654106103 3,818 60,300 SH DEFINED 2 60,300
NIKE, INC. - CLASS B COMMON 654106103 570 9,000 SH DEFINED 2,4 9,000
NIPPON TELEGRAPH &
TELEPH-SP. ADR COMMON 654624105 1,334 21,300 SH DEFINED 1 21,300
NISOURCE INC COMMON 65473P105 2,845 110,200 SH DEFINED 1 110,200
NOBLE AFFILIATES, INC. COMMON 654894104 1,409 50,000 SH DEFINED 1 50,000
NOKIA CORP ADR COMMON 654902204 1,241,285 13,556,700 SH DEFINED 1 13,556,700
NOKIA CORP ADR COMMON 654902204 347,938 3,800,000 SH DEFINED 1,2 3,800,000
NOKIA CORP ADR COMMON 654902204 30,216 330,000 SH DEFINED 1,3 330,000
NOKIA CORP ADR COMMON 654902204 256 2,800 SH DEFINED 1,6 2,800
NOKIA CORP ADR COMMON 654902204 22,295 243,500 SH DEFINED 2 243,500
NOKIA CORP ADR COMMON 654902204 989 10,800 SH DEFINED 2,4 10,800
NOODLE KIDOODLE INC COMMON 655370104 292 55,000 SH DEFINED 1 55,000
NORSK HYDRO A.S. (NORWAY) COMMON 656531605 4,016 105,000 SH DEFINED 1,5 105,000
NORTEL INVERSORA S.A. ADR COMMON 656567401 4,608 265,200 SH DEFINED 1,7 265,200
NORTEL NETWORKS CORP COMMON 656569100 116,166 1,338,120 SH DEFINED 1 1,338,120
NORTEL NETWORKS CORP COMMON 656569100 141,070 1,625,000 SH DEFINED 1,2 1,625,000
NORTEL NETWORKS CORP COMMON 656569100 9,636 111,000 SH DEFINED 2 111,000
NORTEL NETWORKS CORP COMMON 656569100 1,084 12,481 SH DEFINED 2,4 12,481
NORTH FORK BANCORPORATION COMMON 659424105 8,964 420,600 SH DEFINED 1 420,600
NORTH FORK BANCORPORATION COMMON 659424105 69,489 3,260,500 SH DEFINED 1,2 3,260,500
NORTH FORK BANCORPORATION COMMON 659424105 92 4,300 SH DEFINED 1,6 4,300
NORTH FORK BANCORPORATION COMMON 659424105 2,450 114,950 SH DEFINED 2 114,950
NORTH FORK BANCORPORATION COMMON 659424105 274 12,850 SH DEFINED 2,4 12,850
NORTHEAST OPTIC NETWORK INC COMMON 664334109 4,159 276,100 SH DEFINED 1 276,100
NORTHEAST UTILITIES COMMON 664397106 4,634 262,000 SH DEFINED 1 262,000
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTHERN TRUST CORP COMMON 665859104 4,074 42,000 SH DEFINED 1 42,000
NORTHERN TRUST CORP COMMON 665859104 77,600 800,000 SH DEFINED 1,2 800,000
NORTHERN TRUST CORP COMMON 665859104 3,492 36,000 SH DEFINED 1,3 36,000
NORTHERN TRUST CORP COMMON 665859104 146 1,500 SH DEFINED 1,6 1,500
NORTHERN TRUST CORP COMMON 665859104 3,783 39,000 SH DEFINED 2 39,000
NORTHERN TRUST CORP COMMON 665859104 272 2,800 SH DEFINED 2,4 2,800
NORTHPOINT COMMUNICATIONS COMMON 666610100 2,079 56,950 SH DEFINED 1 56,950
NORTHPOINT COMMUNICATIONS COMMON 666610100 639 17,500 SH DEFINED 2 17,500
NOVA CORPORATION COMMON 669784100 20,996 839,847 SH DEFINED 1 839,847
NOVA CORPORATION COMMON 669784100 73 2,900 SH DEFINED 1,6 2,900
NOVA CORPORATION COMMON 669784100 280 11,200 SH DEFINED 2 11,200
NOVA CORPORATION COMMON 669784100 192 7,660 SH DEFINED 2,4 7,660
NOVARTIS AG ADR COMMON 66987V109 2,920 40,000 SH DEFINED 1,5 40,000
NOVELL INC COMMON 670006105 60,799 2,294,300 SH DEFINED 1 2,294,300
NOVELL INC COMMON 670006105 195,014 7,359,000 SH DEFINED 1,2 7,359,000
NOVELL INC COMMON 670006105 23,850 900,000 SH DEFINED 1,3 900,000
NOVELL INC COMMON 670006105 90 3,400 SH DEFINED 1,6 3,400
NOVELL INC COMMON 670006105 4,505 170,000 SH DEFINED 2 170,000
NOVELL INC COMMON 670006105 215 8,100 SH DEFINED 2,4 8,100
NOVELLUS SYSTEMS INC. COMMON 670008101 15,070 220,800 SH DEFINED 1 220,800
NOVELLUS SYSTEMS INC. COMMON 670008101 34,125 500,000 SH DEFINED 1,2 500,000
NOVELLUS SYSTEMS INC. COMMON 670008101 82 1,200 SH DEFINED 1,6 1,200
NOVELLUS SYSTEMS INC. COMMON 670008101 1,740 25,500 SH DEFINED 2 25,500
NOVELLUS SYSTEMS INC. COMMON 670008101 253 3,700 SH DEFINED 2,4 3,700
NOVO-NORDISK A/S -
SPONSORED ADR COMMON 670100205 1,873 35,000 SH DEFINED 1,5 35,000
NTL INCORPORATED COMMON 629407107 47,834 554,999 SH DEFINED 1 554,999
NTL INCORPORATED COMMON 629407107 43,094 500,000 SH DEFINED 1,2 500,000
NTL INCORPORATED COMMON 629407107 8,153 94,600 SH DEFINED 1,6 94,600
NTL INCORPORATED COMMON 629407107 2,534 29,400 SH DEFINED 2 29,400
NTL INCORPORATED COMMON 629407107 172 2,000 SH DEFINED 2,4 2,000
NUCOR CORP COMMON 670346105 12,808 270,000 SH DEFINED 1,5 270,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OAK INDUSTRIES, INC. COMMON 671400505 21,245 486,300 SH DEFINED 1 486,300
OAK INDUSTRIES, INC. COMMON 671400505 26 600 SH DEFINED 1,6 600
OAK INDUSTRIES, INC. COMMON 671400505 266 6,100 SH DEFINED 2 6,100
OAK INDUSTRIES, INC. COMMON 671400505 179 4,100 SH DEFINED 2,4 4,100
O'CHARLEYS CORP COMMON 670823103 2,320 145,000 SH DEFINED 1 145,000
OEC MEDICAL SYSTEMS COMMON 670828102 5,155 210,400 SH DEFINED 1 210,400
OEC MEDICAL SYSTEMS COMMON 670828102 105 4,300 SH DEFINED 2 4,300
OEC MEDICAL SYSTEMS COMMON 670828102 86 3,500 SH DEFINED 2,4 3,500
OFFICE DEPOT, INC. COMMON 676220106 10,369 470,000 SH DEFINED 1 470,000
OFFICE DEPOT, INC. COMMON 676220106 101,621 4,606,050 SH DEFINED 1,2 4,606,050
OFFICE DEPOT, INC. COMMON 676220106 12,576 570,000 SH DEFINED 1,3 570,000
OFFICE DEPOT, INC. COMMON 676220106 1,163 52,700 SH DEFINED 1,5 52,700
OFFICE DEPOT, INC. COMMON 676220106 738 33,450 SH DEFINED 2,4 33,450
OHIO CASUALTY CORPORATION COMMON 677240103 6,322 175,000 SH DEFINED 1,5 175,000
OLD KENT FINANCIAL CORP. COMMON 679833103 1,864 44,520 SH DEFINED 1 44,520
OLD KENT FINANCIAL CORP. COMMON 679833103 34,230 817,425 SH DEFINED 1,2 817,425
OLD KENT FINANCIAL CORP. COMMON 679833103 57 1,365 SH DEFINED 1,6 1,365
OLD KENT FINANCIAL CORP. COMMON 679833103 1,666 39,795 SH DEFINED 2 39,795
OLD KENT FINANCIAL CORP. COMMON 679833103 70 1,680 SH DEFINED 2,4 1,680
OLD REPUBLIC
INTERNATIONAL CORP. COMMON 680223104 3,463 200,000 SH DEFINED 1,5 200,000
OM GROUP INC COMMON 670872100 14,531 421,200 SH DEFINED 1 421,200
OM GROUP INC COMMON 670872100 28 800 SH DEFINED 1,6 800
OM GROUP INC COMMON 670872100 300 8,700 SH DEFINED 2 8,700
OM GROUP INC COMMON 670872100 197 5,700 SH DEFINED 2,4 5,700
OMEGA RESEARCH INC COMMON 68211E101 3,025 275,000 SH DEFINED 1 275,000
OMNICARE INC. COMMON 681904108 12,451 986,200 SH DEFINED 1 986,200
OMNICARE INC. COMMON 681904108 22,810 1,806,700 SH DEFINED 1,2 1,806,700
OMNICARE INC. CVT 144A CONVERT 681904AB4 1,475 2,000,000 PRN DEFINED 1 2,000,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OMNICOM GROUP COMMON 681919106 468,192 5,852,400 SH DEFINED 1 5,852,400
OMNICOM GROUP COMMON 681919106 200,000 2,500,000 SH DEFINED 1,2 2,500,000
OMNICOM GROUP COMMON 681919106 12,000 150,000 SH DEFINED 1,3 150,000
OMNICOM GROUP COMMON 681919106 400 5,000 SH DEFINED 1,6 5,000
OMNICOM GROUP COMMON 681919106 15,464 193,300 SH DEFINED 2 193,300
OMNICOM GROUP COMMON 681919106 688 8,600 SH DEFINED 2,4 8,600
OPEN TEXT CORPORATION COMMON 683715106 1,560 52,000 SH DEFINED 1 52,000
OPEN TEXT CORPORATION COMMON 683715106 1,383 46,100 SH DEFINED 1,6 46,100
OPTICAL COATING LABS COMMON 683829105 6,690 80,000 SH DEFINED 1 80,000
OPTIMAL ROBOTICS CORP. COMMON 68388R208 348 35,000 SH DEFINED 1 35,000
ORACLE SYSTEMS CORPORATION COMMON 68389X105 37,993 1,023,375 SH DEFINED 1 1,023,375
ORACLE SYSTEMS CORPORATION COMMON 68389X105 2,461 66,300 SH DEFINED 1,3 66,300
ORACLE SYSTEMS CORPORATION COMMON 68389X105 4,041 108,850 SH DEFINED 1,5 108,850
ORACLE SYSTEMS CORPORATION COMMON 68389X105 7,856 211,600 SH DEFINED 1,6 211,600
ORACLE SYSTEMS CORPORATION COMMON 68389X105 687 18,500 SH DEFINED 2 18,500
ORBOTECH LTD COMMON M75253100 7,193 138,000 SH DEFINED 1 138,000
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 37,555 745,500 SH DEFINED 1 745,500
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 55 1,100 SH DEFINED 1,6 1,100
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 564 11,200 SH DEFINED 2 11,200
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 368 7,300 SH DEFINED 2,4 7,300
ORION NETWORK SYSTEMS WARRANTS COMMON 54387P112 126 12,000 SH DEFINED 1 12,000
ORION NETWORK SYSTEMS WARRANTS COMMON 54387P120 306 36,000 SH DEFINED 1 36,000
ORTHODONTIC CENTERS
OF AMERICA, INC COMMON 68750P103 5,247 371,500 SH DEFINED 1 371,500
OSTEOTECH INC. COMMON 688582105 20,887 726,500 SH DEFINED 1 726,500
OSTEOTECH INC. COMMON 688582105 40 1,400 SH DEFINED 1,6 1,400
OSTEOTECH INC. COMMON 688582105 428 14,900 SH DEFINED 2 14,900
OSTEOTECH INC. COMMON 688582105 276 9,600 SH DEFINED 2,4 9,600
OUTBACK STEAKHOUSE INC. COMMON 689899102 4,157 105,750 SH DEFINED 1 105,750
OUTBACK STEAKHOUSE INC. COMMON 689899102 78,625 2,000,000 SH DEFINED 1,2 2,000,000
OUTBACK STEAKHOUSE INC. COMMON 689899102 145 3,700 SH DEFINED 1,6 3,700
OUTBACK STEAKHOUSE INC. COMMON 689899102 4,517 114,900 SH DEFINED 2 114,900
OUTBACK STEAKHOUSE INC. COMMON 689899102 267 6,800 SH DEFINED 2,4 6,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OUTDOOR SYSTEMS, INC. COMMON 690057104 31,846 872,480 SH DEFINED 1 872,480
OUTDOOR SYSTEMS, INC. COMMON 690057104 200,750 5,500,000 SH DEFINED 1,2 5,500,000
OUTDOOR SYSTEMS, INC. COMMON 690057104 10,950 300,000 SH DEFINED 1,3 300,000
OUTDOOR SYSTEMS, INC. COMMON 690057104 7,610 208,500 SH DEFINED 1,6 208,500
OUTDOOR SYSTEMS, INC. COMMON 690057104 657 18,000 SH DEFINED 2 18,000
OUTDOOR SYSTEMS, INC. COMMON 690057104 1,387 38,000 SH DEFINED 2,4 38,000
OWENS-ILLINOIS INC COMMON 690768403 3,413 104,400 SH DEFINED 1 104,400
P G & E CORPORATION COMMON 69331C108 7,150 220,000 SH DEFINED 1,7 220,000
P.F. CHANGS CHINA BISTRO INC. COMMON 69333Y108 216 10,000 SH DEFINED 1 10,000
PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 24,778 1,016,550 SH DEFINED 1 1,016,550
PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 33 1,350 SH DEFINED 1,6 1,350
PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 318 13,050 SH DEFINED 2 13,050
PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 234 9,600 SH DEFINED 2,4 9,600
PACIFICARE HEALTH SYSTEMS COMMON 695112102 1,748 24,300 SH DEFINED 1 24,300
PACIFICORP COMMON 695114108 529 28,800 SH DEFINED 1 28,800
PACIFICORP COMMON 695114108 85 4,600 SH DEFINED 1,6 4,600
PAINE WEBBER INC. COMMON 695629105 12,482 267,000 SH DEFINED 1,3 267,000
PAIRGAIN TECHNOLOGIES INC COMMON 695934109 17,219 1,497,300 SH DEFINED 1 1,497,300
PAIRGAIN TECHNOLOGIES INC COMMON 695934109 4,600 400,000 SH DEFINED 1,3 400,000
PAIRGAIN TECHNOLOGIES INC COMMON 695934109 654 56,900 SH DEFINED 2 56,900
PALL CORP COMMON 696429307 3,011 135,700 SH DEFINED 1 135,700
PAN PACIFIC RETAIL
PROPERTIES, INC. COMMON 69806L104 556 28,700 SH DEFINED 1,5 28,700
PAPA JOHN'S INTERNATIONAL, INC. COMMON 698813102 8,996 201,300 SH DEFINED 1 201,300
PAPA JOHN'S INTERNATIONAL, INC. COMMON 698813102 33,516 750,000 SH DEFINED 1,2 750,000
PAPA JOHN'S INTERNATIONAL, INC. COMMON 698813102 80 1,800 SH DEFINED 1,6 1,800
PAPA JOHN'S INTERNATIONAL, INC. COMMON 698813102 1,698 38,000 SH DEFINED 2 38,000
PAPA JOHN'S INTERNATIONAL, INC. COMMON 698813102 206 4,600 SH DEFINED 2,4 4,600
PARKER-HANNIFIN COMMON 701094104 718 15,700 SH DEFINED 1 15,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PATTERSON DENTAL CO COMMON 703412106 16,324 469,750 SH DEFINED 1 469,750
PATTERSON DENTAL CO COMMON 703412106 6,505 187,200 SH DEFINED 1,2 187,200
PATTERSON DENTAL CO COMMON 703412106 24 700 SH DEFINED 1,6 700
PATTERSON DENTAL CO COMMON 703412106 1,074 30,900 SH DEFINED 2 30,900
PATTERSON DENTAL CO COMMON 703412106 167 4,800 SH DEFINED 2,4 4,800
PATTERSON ENERGY INC COMMON 703414102 2,963 300,000 SH DEFINED 1 300,000
PAXSON COMMUNICATIONS CONVERT 704231505 30 3 SH DEFINED 2 3
PAYCHEX INC. COMMON 704326107 15,098 473,662 SH DEFINED 1 473,662
PAYCHEX INC. COMMON 704326107 59,766 1,875,000 SH DEFINED 1,2 1,875,000
PAYCHEX INC. COMMON 704326107 6,121 192,037 SH DEFINED 1,3 192,037
PAYCHEX INC. COMMON 704326107 115 3,600 SH DEFINED 1,6 3,600
PAYCHEX INC. COMMON 704326107 2,875 90,187 SH DEFINED 2 90,187
PAYCHEX INC. COMMON 704326107 208 6,525 SH DEFINED 2,4 6,525
PAYLESS SHOESOURCE INC COMMON 704379106 1,418 26,500 SH DEFINED 1 26,500
PAYLESS SHOESOURCE INC COMMON 704379106 26,750 500,000 SH DEFINED 1,2 500,000
PAYLESS SHOESOURCE INC COMMON 704379106 48 900 SH DEFINED 1,6 900
PAYLESS SHOESOURCE INC COMMON 704379106 1,889 35,300 SH DEFINED 2 35,300
PAYLESS SHOESOURCE INC COMMON 704379106 107 2,000 SH DEFINED 2,4 2,000
PCD INC. COMMON 69318P106 1,268 115,300 SH DEFINED 1 115,300
PE CORP-CELERA GENOMICS GROUP COMMON 69332S201 293 18,125 SH DEFINED 1 18,125
PE CORP-CELERA GENOMICS GROUP COMMON 69332S201 5,474 338,150 SH DEFINED 1,2 338,150
PE CORP-CELERA GENOMICS GROUP COMMON 69332S201 96 5,950 SH DEFINED 1,3 5,950
PE CORP-CELERA GENOMICS GROUP COMMON 69332S201 10 600 SH DEFINED 1,6 600
PE CORP-CELERA GENOMICS GROUP COMMON 69332S201 295 18,250 SH DEFINED 2 18,250
PE CORP-CELERA GENOMICS GROUP COMMON 69332S201 19 1,200 SH DEFINED 2,4 1,200
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 5,342 46,550 SH DEFINED 1 46,550
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 88,931 775,000 SH DEFINED 1,2 775,000
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 1,366 11,900 SH DEFINED 1,3 11,900
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 172 1,500 SH DEFINED 1,6 1,500
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 4,865 42,400 SH DEFINED 2 42,400
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 310 2,700 SH DEFINED 2,4 2,700
PECO ENERGY CO COMMON 693304107 11,306 270,000 SH DEFINED 1,3 270,000
PEGASUS SHIPPING LTD 144A PREFERRED 123456AD7 5,400 15,000 SH DEFINED 1 15,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PEGASUS SYSTEMS INC. COMMON 705906105 5,822 155,500 SH DEFINED 1 155,500
PENN TREATY AMERICAN CORP COMMON 707874103 777 32,300 SH DEFINED 1 32,300
PENN TREATY AMERICAN CORP COMMON 707874103 17 700 SH DEFINED 2 700
PENN TREATY AMERICAN CORP COMMON 707874103 10 400 SH DEFINED 2,4 400
PENTAFOUR ADR COMMON Y6831T101 26 1,000 SH DEFINED 1,7 1,000
PENTAIR, INC. COMMON 709631105 1,231 26,900 SH DEFINED 1 26,900
PENTAIR, INC. COMMON 709631105 22,875 500,000 SH DEFINED 1,2 500,000
PENTAIR, INC. COMMON 709631105 41 900 SH DEFINED 1,6 900
PENTAIR, INC. COMMON 709631105 1,057 23,100 SH DEFINED 2 23,100
PENTAIR, INC. COMMON 709631105 73 1,600 SH DEFINED 2,4 1,600
PENTON MEDIA INC COMMON 709668107 3,895 160,600 SH DEFINED 1 160,600
PEP BOYS - MM & J COMMON 713278109 4,948 228,814 SH DEFINED 1 228,814
PEPSICO INC COMMON 713448108 3,103 80,200 SH DEFINED 1 80,200
PEPSICO INC COMMON 713448108 1,996 51,600 SH DEFINED 1,5 51,600
PEPSI-GEMEX S.A. GDR COMMON 713435105 1,294 141,800 SH DEFINED 1,7 141,800
PEREGRINE SYSTEMS INC. COMMON 71366Q101 9,024 351,300 SH DEFINED 1 351,300
PEREGRINE SYSTEMS INC. COMMON 71366Q101 5 200 SH DEFINED 1,6 200
PEREGRINE SYSTEMS INC. COMMON 71366Q101 59 2,300 SH DEFINED 2 2,300
PEREGRINE SYSTEMS INC. COMMON 71366Q101 39 1,500 SH DEFINED 2,4 1,500
PERFORMANCE FOOD GROUP CO. COMMON 713755106 4,777 175,700 SH DEFINED 1 175,700
PERVASIVE SOFTWARE INC COMMON 715710109 1,244 50,000 SH DEFINED 1 50,000
PETROLEUM GEO-SERVICES A/S COMMON 716597109 5,382 361,800 SH DEFINED 1 361,800
PETROLEUM GEO-SERVICES A/S COMMON 716597109 2,697 181,300 SH DEFINED 1,6 181,300
PFIZER INC. COMMON 717081103 128,605 1,171,800 SH DEFINED 1 1,171,800
PFIZER INC. COMMON 717081103 137,188 1,250,000 SH DEFINED 1,2 1,250,000
PFIZER INC. COMMON 717081103 9,878 90,000 SH DEFINED 1,3 90,000
PFIZER INC. COMMON 717081103 3,249 29,600 SH DEFINED 1,6 29,600
PFIZER INC. COMMON 717081103 2,250 20,500 SH DEFINED 2 20,500
PFIZER INC. COMMON 717081103 209 1,900 SH DEFINED 2,4 1,900
PHARMACEUTICAL PRODUCT DEVELOP. COMMON 717124101 4,123 150,600 SH DEFINED 1 150,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PHARMACIA & UPJOHN, INC. COMMON 716941109 882,525 15,534,000 SH DEFINED 1 15,534,000
PHARMACIA & UPJOHN, INC. COMMON 716941109 213,047 3,750,000 SH DEFINED 1,2 3,750,000
PHARMACIA & UPJOHN, INC. COMMON 716941109 233 4,100 SH DEFINED 1,6 4,100
PHARMACIA & UPJOHN, INC. COMMON 716941109 11,590 204,000 SH DEFINED 2 204,000
PHARMACIA & UPJOHN, INC. COMMON 716941109 1,108 19,500 SH DEFINED 2,4 19,500
PHELPS DODGE CORP COMMON 717265102 5,574 90,000 SH DEFINED 1,5 90,000
PHILIP MORRIS COS. INC. COMMON 718154107 63,197 1,572,550 SH DEFINED 1 1,572,550
PHILIP MORRIS COS. INC. COMMON 718154107 100,469 2,500,000 SH DEFINED 1,2 2,500,000
PHILIP MORRIS COS. INC. COMMON 718154107 10,045 249,950 SH DEFINED 1,5 249,950
PHILIP MORRIS COS. INC. COMMON 718154107 10,043 249,900 SH DEFINED 1,6 249,900
PHILIP MORRIS COS. INC. COMMON 718154107 10,909 271,450 SH DEFINED 1,7 271,450
PHILIP MORRIS COS. INC. COMMON 718154107 1,968 48,967 SH DEFINED 2 48,967
PHILIPPINE LONG
DISTANCE-SPONS. ADR COMMON 718252604 13,365 443,650 SH DEFINED 1 443,650
PHILIPPINE LONG
DISTANCE-SPONS. ADR COMMON 718252604 3,314 110,000 SH DEFINED 1,7 110,000
PHILIPPINE LONG
DISTANCE-SPONS. ADR COMMON 718252604 2,651 88,000 SH DEFINED 2 88,000
PHILIPPINE LONG
DISTANCE-SPONS. ADR COMMON 718252604 18 600 SH DEFINED 2,4 600
PHILIPS ELECTRONICS NV COMMON 500472204 15,638 155,020 SH DEFINED 1 155,020
PHILIPS ELECTRONICS NV COMMON 500472204 51,043 506,000 SH DEFINED 1,2 506,000
PHILIPS ELECTRONICS NV COMMON 500472204 2,667 26,440 SH DEFINED 1,5 26,440
PHONE.COM INC COMMON 71920Q100 2,968 53,000 SH DEFINED 1 53,000
PIMCO ADVISORS HOLDINGS LP COMMON 69338P102 4,463 150,000 SH DEFINED 1,7 150,000
PINNACLE SYSTEMS INC COMMON 723481107 20,575 611,900 SH DEFINED 1 611,900
PINNACLE SYSTEMS INC COMMON 723481107 27 800 SH DEFINED 1,6 800
PINNACLE SYSTEMS INC COMMON 723481107 336 10,000 SH DEFINED 2 10,000
PINNACLE SYSTEMS INC COMMON 723481107 215 6,400 SH DEFINED 2,4 6,400
PINNACLE WEST COMMON 723484101 4,308 107,025 SH DEFINED 1 107,025
PITNEY-BOWES INC COMMON 724479100 2,095 32,600 SH DEFINED 1,5 32,600
PITTSTON SERVICES GROUP COMMON 725701106 535 20,000 SH DEFINED 1,6 20,000
PIXAR, INC. COMMON 725811103 4,330 100,400 SH DEFINED 1 100,400
PJ AMERICA INC COMMON 72585Q104 953 45,000 SH DEFINED 1 45,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PLACER DOME INC. COMMON 725906101 400 33,900 SH DEFINED 1 33,900
PLACER DOME INC. COMMON 725906101 74 6,300 SH DEFINED 1,6 6,300
PLAYTEX PRODUCTS INC COMMON 72813P100 2,493 160,200 SH DEFINED 1 160,200
PLEXUS CORP. COMMON 729132100 452 15,000 SH DEFINED 1 15,000
PLX TECHNOLOGY INC COMMON 693417107 592 12,500 SH DEFINED 1 12,500
PMC - SIERRA INC COMMON 69344F106 78,410 1,330,400 SH DEFINED 1 1,330,400
PMC - SIERRA INC COMMON 69344F106 147,344 2,500,000 SH DEFINED 1,2 2,500,000
PMC - SIERRA INC COMMON 69344F106 35,363 600,000 SH DEFINED 1,3 600,000
PMC - SIERRA INC COMMON 69344F106 360 6,100 SH DEFINED 1,6 6,100
PMC - SIERRA INC COMMON 69344F106 9,666 164,000 SH DEFINED 2 164,000
PMC - SIERRA INC COMMON 69344F106 760 12,900 SH DEFINED 2,4 12,900
POGO PRODUCING CO. COMMON 730448107 130 7,000 SH DEFINED 1 7,000
POHANG IRON & STEEL ADR COMMON 730450103 36,231 1,077,500 SH DEFINED 1 1,077,500
POHANG IRON & STEEL ADR COMMON 730450103 266 7,900 SH DEFINED 1,6 7,900
POHANG IRON & STEEL ADR COMMON 730450103 2,907 86,445 SH DEFINED 1,7 86,445
POHANG IRON & STEEL ADR COMMON 730450103 3,447 102,500 SH DEFINED 2 102,500
POLICY MANAGEMENT SYSTEMS COMMON 731108106 7,680 256,000 SH DEFINED 1 256,000
POLICY MANAGEMENT SYSTEMS COMMON 731108106 21,249 708,300 SH DEFINED 1,2 708,300
POLICY MANAGEMENT SYSTEMS COMMON 731108106 951 31,700 SH DEFINED 1,3 31,700
POLICY MANAGEMENT SYSTEMS COMMON 731108106 27 900 SH DEFINED 1,6 900
POLICY MANAGEMENT SYSTEMS COMMON 731108106 1,053 35,100 SH DEFINED 2 35,100
POLICY MANAGEMENT SYSTEMS COMMON 731108106 78 2,600 SH DEFINED 2,4 2,600
POLYCOM INC. COMMON 73172K104 6,150 157,700 SH DEFINED 1 157,700
POLYCOM INC. COMMON 73172K104 8 200 SH DEFINED 1,6 200
POLYCOM INC. COMMON 73172K104 86 2,200 SH DEFINED 2 2,200
POLYCOM INC. COMMON 73172K104 62 1,600 SH DEFINED 2,4 1,600
PORTAL SOFTWARE COMMON 736126103 2,890 62,400 SH DEFINED 1 62,400
PORTAL SOFTWARE COMMON 736126103 695 15,000 SH DEFINED 2 15,000
PORTUGAL TELECOM S.A. COMMON 737273102 2,265 55,000 SH DEFINED 1,5 55,000
POST PROPERTIES INC COMMON 737464107 640 15,600 SH DEFINED 1,5 15,600
POTLATCH CORP COMMON 737628107 2,975 67,700 SH DEFINED 1 67,700
</TABLE>
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<PAGE> 85
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POWER INTEGRATIONS INC COMMON 739276103 2,925 40,000 SH DEFINED 1 40,000
POWERGEN PLC ADR COMMON 738905405 2,517 58,700 SH DEFINED 1 58,700
POWERGEN PLC ADR COMMON 738905405 2,358 55,000 SH DEFINED 1,5 55,000
POWERTEL INC WARRANTS COMMON 73936C117 544 42,656 SH DEFINED 1 42,656
POWERTEL INC WARRANTS COMMON 73936C117 8 640 SH DEFINED 2 640
POWERTEL INC. COMMON 73936C109 209 7,000 SH DEFINED 1 7,000
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 24,420 757,200 SH DEFINED 1 757,200
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 39 1,200 SH DEFINED 1,6 1,200
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 403 12,500 SH DEFINED 2 12,500
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 248 7,700 SH DEFINED 2,4 7,700
PRECISION CASTPARTS CORP COMMON 740189105 6,566 154,500 SH DEFINED 1,5 154,500
PRECISION DRILLING CORP COMMON 74022D100 2,859 150,000 SH DEFINED 1 150,000
PREMARK INTERNATIONAL INC. COMMON 740459102 10,688 285,000 SH DEFINED 1,3 285,000
PRENTISS PROPERTIES TRUST COMMON 740706106 4,108 174,800 SH DEFINED 1,5 174,800
PREPAID LEGAL SERVICES INC COMMON 740065107 5,870 215,900 SH DEFINED 1 215,900
PRIMARK CORP COMMON 741903108 5,267 187,700 SH DEFINED 1 187,700
PRIME HOSPITALITY CORP COMMON 741917108 4,096 341,300 SH DEFINED 1 341,300
PRIMEX TECHNOLOGIES INC COMMON 741597108 755 35,000 SH DEFINED 1 35,000
PRIMUS TELECOMMUNICATIONS COMMON 741929103 135 6,000 SH DEFINED 1 6,000
PRIMUS TELECOMMUNICATIONS WTS. COMMON 741929111 405 20,000 SH DEFINED 1 20,000
PRIORITY HEALTHCARE CORP COMMON 74264T102 2,156 62,500 SH DEFINED 1 62,500
PROCTER & GAMBLE CO. COMMON 742718109 39,913 447,200 SH DEFINED 1 447,200
PROCTER & GAMBLE CO. COMMON 742718109 1,562 17,505 SH DEFINED 2 17,505
PROFESSIONAL DETAILING INC COMMON 74312N107 705 30,000 SH DEFINED 1 30,000
</TABLE>
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<PAGE> 86
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROGRESSIVE CORP COMMON 743315103 79,678 549,500 SH DEFINED 1 549,500
PROGRESSIVE CORP COMMON 743315103 1,001 6,900 SH DEFINED 2 6,900
PROLGIS TRUST COMMON 743410102 1,175 58,000 SH DEFINED 1,5 58,000
PROSPERITY BANCSHARES INC. COMMON 743606105 439 30,000 SH DEFINED 1 30,000
PROTECTIVE LIFE COMMON 743674103 20 600 SH DEFINED 1 600
PROTECTIVE LIFE COMMON 743674103 620 18,800 SH DEFINED 2 18,800
PROVANT INC. COMMON 743724106 4,677 300,500 SH DEFINED 1 300,500
PROVANT INC. COMMON 743724106 8 500 SH DEFINED 1,6 500
PROVANT INC. COMMON 743724106 84 5,400 SH DEFINED 2 5,400
PROVIDENT COMPANIES INC. COMMON 743862104 3,228 80,700 SH DEFINED 1 80,700
PROVIDENT COMPANIES INC. COMMON 743862104 60,000 1,500,000 SH DEFINED 1,2 1,500,000
PROVIDENT COMPANIES INC. COMMON 743862104 104 2,600 SH DEFINED 1,6 2,600
PROVIDENT COMPANIES INC. COMMON 743862104 2,748 68,700 SH DEFINED 2 68,700
PROVIDENT COMPANIES INC. COMMON 743862104 204 5,100 SH DEFINED 2,4 5,100
PROVIDIAN FINANCIAL CORP COMMON 74406A102 187,192 2,002,050 SH DEFINED 1 2,002,050
PROVIDIAN FINANCIAL CORP COMMON 74406A102 250,814 2,682,500 SH DEFINED 1,2 2,682,500
PROVIDIAN FINANCIAL CORP COMMON 74406A102 8,537 91,300 SH DEFINED 1,6 91,300
PROVIDIAN FINANCIAL CORP COMMON 74406A102 8,560 91,550 SH DEFINED 2 91,550
PROVIDIAN FINANCIAL CORP COMMON 74406A102 725 7,750 SH DEFINED 2,4 7,750
PROVINCE HEALTHCARE CO. COMMON 743977100 13,707 702,900 SH DEFINED 1 702,900
PROVINCE HEALTHCARE CO. COMMON 743977100 21 1,100 SH DEFINED 1,6 1,100
PROVINCE HEALTHCARE CO. COMMON 743977100 127 6,500 SH DEFINED 2 6,500
PROVINCE HEALTHCARE CO. COMMON 743977100 144 7,400 SH DEFINED 2,4 7,400
PROXIM, INC. COMMON 744284100 31,720 546,900 SH DEFINED 1 546,900
PROXIM, INC. COMMON 744284100 1,357 23,400 SH DEFINED 2 23,400
PROXIM, INC. COMMON 744284100 278 4,800 SH DEFINED 2,4 4,800
PSINET INC. CVT. STOCK CONVERT 74437C309 8,058 167,000 SH DEFINED 1 167,000
PSS WORLD MEDICAL INC COMMON 69366A100 1,063 95,000 SH DEFINED 1 95,000
PUBLIC SERVICE NEW HAMPSHIRE CONVERT 744482837 26 1,058 SH DEFINED 2 1,058
PUBLIC SERVICE CO OF NC COMMON 744516105 1,264 43,200 SH DEFINED 1 43,200
</TABLE>
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<PAGE> 87
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PUBLIC SERVICE CO OF NEW MEXICO COMMON 744499104 1,606 80,800 SH DEFINED 1 80,800
PUBLIC SERVICE ENTERPRISE GROUP COMMON 744573106 674 16,500 SH DEFINED 1 16,500
PUBLIC STORAGE PFD. PREFERRED 74460D703 162 6,000 SH DEFINED 1,5 6,000
PUBLIC STORAGE, INC. COMMON 74460D109 5,158 184,200 SH DEFINED 1,5 184,200
QLOGIC CORP COMMON 747277101 41,105 311,400 SH DEFINED 1 311,400
QLOGIC CORP COMMON 747277101 66 500 SH DEFINED 1,6 500
QLOGIC CORP COMMON 747277101 1,584 12,000 SH DEFINED 2 12,000
QLOGIC CORP COMMON 747277101 409 3,100 SH DEFINED 2,4 3,100
QRS CORP COMMON 74726X105 11,076 142,000 SH DEFINED 1 142,000
QRS CORP COMMON 74726X105 16 200 SH DEFINED 1,6 200
QRS CORP COMMON 74726X105 172 2,200 SH DEFINED 2 2,200
QRS CORP COMMON 74726X105 125 1,600 SH DEFINED 2,4 1,600
QUALCOMM INC COMMON 747525103 35,315 246,100 SH DEFINED 1 246,100
QUALCOMM INC COMMON 747525103 207,358 1,445,000 SH DEFINED 1,2 1,445,000
QUALCOMM INC COMMON 747525103 21,525 150,000 SH DEFINED 1,3 150,000
QUALCOMM INC COMMON 747525103 144 1,000 SH DEFINED 1,6 1,000
QUALCOMM INC COMMON 747525103 6,185 43,100 SH DEFINED 2 43,100
QUALCOMM INC COMMON 747525103 674 4,700 SH DEFINED 2,4 4,700
QUANTA SERVICES INC COMMON 74762E102 44,370 1,008,400 SH DEFINED 1 1,008,400
QUANTA SERVICES INC COMMON 74762E102 1,232 28,000 SH DEFINED 2 28,000
QUANTUM CORPORATION COMMON 747906105 579 24,000 SH DEFINED 1 24,000
QUEENS COUNTY BANCORP INC COMMON 748242104 7,566 233,700 SH DEFINED 1 233,700
QUEENS COUNTY BANCORP INC COMMON 748242104 16 500 SH DEFINED 1,6 500
QUEENS COUNTY BANCORP INC COMMON 748242104 159 4,900 SH DEFINED 2 4,900
QUEENS COUNTY BANCORP INC COMMON 748242104 113 3,500 SH DEFINED 2,4 3,500
QUESTAR CORP. COMMON 748356102 1,040 54,400 SH DEFINED 1 54,400
QUESTAR CORP. COMMON 748356102 266 13,900 SH DEFINED 1,6 13,900
QUICKSILVER INC. COMMON 74838C106 23,163 888,750 SH DEFINED 1 888,750
QUICKSILVER INC. COMMON 74838C106 34 1,300 SH DEFINED 1,6 1,300
QUICKSILVER INC. COMMON 74838C106 255 9,800 SH DEFINED 2 9,800
QUICKSILVER INC. COMMON 74838C106 207 7,950 SH DEFINED 2,4 7,950
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUILMES INDUSTRIAL SA ADR COMMON 74838Y108 1,800 145,464 SH DEFINED 1,7 145,464
QUIMICA Y MINERA CHILE -
SPONS. ADR COMMON 833635105 4,678 132,230 SH DEFINED 1,7 132,230
QUINENCO S. A. ADR COMMON 748718103 419 44,700 SH DEFINED 1,7 44,700
QUINTILES TRANSNATIONAL CORP. COMMON 748767100 5,078 120,900 SH DEFINED 1 120,900
QUORUM HEALTH GROUP INC. COMMON 749084109 8,668 690,000 SH DEFINED 1 690,000
QUORUM HEALTH GROUP INC. COMMON 749084109 2,827 225,000 SH DEFINED 1,3 225,000
QWEST COMMUNICATIONS INTL. COMMON 749121109 26,807 810,800 SH DEFINED 1 810,800
QWEST COMMUNICATIONS INTL. COMMON 749121109 28,103 850,000 SH DEFINED 1,3 850,000
QWEST COMMUNICATIONS INTL. COMMON 749121109 3,736 113,000 SH DEFINED 2 113,000
R & B FALCON CORP COMMON 74912E101 28 3,000 SH DEFINED 1 3,000
R & B FALCON CORP COMMON 74912E101 750 80,000 SH DEFINED 2 80,000
R & B FALCON CORP PIK PRFD
UNITS PREFERRED 74912E408 21 20 SH DEFINED 2 20
RADIAN GROUP INC. COMMON 750236101 9,374 192,051 SH DEFINED 1 192,051
RADIO ONE INC COMMON 75040P108 5,919 127,300 SH DEFINED 1 127,300
RADIO ONE INC COMMON 75040P108 9 200 SH DEFINED 1,6 200
RADIO ONE INC COMMON 75040P108 135 2,900 SH DEFINED 2 2,900
RADIO ONE INC COMMON 75040P108 70 1,500 SH DEFINED 2,4 1,500
RADISYS CORP. COMMON 750459109 4,199 108,000 SH DEFINED 1 108,000
RAINBOW RENTALS INC COMMON 750857104 1,985 172,600 SH DEFINED 1 172,600
RALSTON PURINA 7.0% 08/01/00 CONVERT 751277401 1,070 23,000 SH DEFINED 1 23,000
RALSTON PURINA GROUP COMMON 751277302 8,389 275,600 SH DEFINED 1 275,600
RALSTON PURINA GROUP COMMON 751277302 1,370 45,000 SH DEFINED 2 45,000
RARE HOSPITALITY
INTERNATIONAL INC COMMON 753820109 2,550 100,000 SH DEFINED 1 100,000
RATIONAL SOFTWARE CORP. COMMON 75409P202 31,231 948,200 SH DEFINED 1 948,200
RATIONAL SOFTWARE CORP. COMMON 75409P202 43 1,300 SH DEFINED 1,6 1,300
RATIONAL SOFTWARE CORP. COMMON 75409P202 1,100 33,400 SH DEFINED 2 33,400
RATIONAL SOFTWARE CORP. COMMON 75409P202 296 9,000 SH DEFINED 2,4 9,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RAYCHEM CORP COMMON 754603108 7,100 191,900 SH DEFINED 1 191,900
RAYONIER INC COMMON 754907103 5,499 110,400 SH DEFINED 1 110,400
RAYOVAC CORP COMMON 755081106 340 15,000 SH DEFINED 1 15,000
RAYTHEON CO - CLASS B COMMON 755111408 4,180 59,400 SH DEFINED 1,5 59,400
RAYTHEON CO - CLASS A COMMON 755111309 5,854 85,000 SH DEFINED 1,5 85,000
READER'S DIGEST ASSOC.
INC. - CLASS A COMMON 755267101 2,528 63,600 SH DEFINED 1 63,600
READER'S DIGEST ASSOC.
INC. - CLASS A COMMON 755267101 49,688 1,250,000 SH DEFINED 1,2 1,250,000
READER'S DIGEST ASSOC.
INC. - CLASS A COMMON 755267101 2,981 75,000 SH DEFINED 1,3 75,000
READER'S DIGEST ASSOC.
INC. - CLASS A COMMON 755267101 87 2,200 SH DEFINED 1,6 2,200
READER'S DIGEST ASSOC.
INC. - CLASS A COMMON 755267101 2,985 75,100 SH DEFINED 2 75,100
READER'S DIGEST ASSOC.
INC. - CLASS A COMMON 755267101 159 4,000 SH DEFINED 2,4 4,000
REALNETWORKS INC COMMON 75605L104 9,009 130,800 SH DEFINED 1 130,800
REALNETWORKS INC COMMON 75605L104 41,325 600,000 SH DEFINED 1,2 600,000
REALNETWORKS INC COMMON 75605L104 8,954 130,000 SH DEFINED 1,3 130,000
REALNETWORKS INC COMMON 75605L104 79 1,150 SH DEFINED 1,6 1,150
REALNETWORKS INC COMMON 75605L104 1,619 23,500 SH DEFINED 2 23,500
REALNETWORKS INC COMMON 75605L104 145 2,100 SH DEFINED 2,4 2,100
REALTY INFORMATION GROUP INC. COMMON 75612B107 3,045 70,000 SH DEFINED 1 70,000
RECKSON ASSOC. REALTY CORP COMMON 75621K106 470 20,000 SH DEFINED 1,5 20,000
REDBACK NETWORKS COMMON 757209101 5,010 39,900 SH DEFINED 1 39,900
REEBOK INTERNATIONAL COMMON 758110100 3,725 200,000 SH DEFINED 1,5 200,000
REGIS CORP COMMON 758932107 15,448 805,100 SH DEFINED 1 805,100
REGIS CORP COMMON 758932107 22 1,150 SH DEFINED 1,6 1,150
REGIS CORP COMMON 758932107 223 11,600 SH DEFINED 2 11,600
REGIS CORP COMMON 758932107 153 7,950 SH DEFINED 2,4 7,950
REINSURANCE GROUP
OF AMERICA, INC. COMMON 759351208 392 11,700 SH DEFINED 1 11,700
REMEC INC COMMON 759543101 3,804 235,900 SH DEFINED 1 235,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RENAL CARE GROUP, INC. COMMON 759930100 12,459 481,500 SH DEFINED 1 481,500
RENAL CARE GROUP, INC. COMMON 759930100 16 600 SH DEFINED 1,6 600
RENAL CARE GROUP, INC. COMMON 759930100 168 6,500 SH DEFINED 2 6,500
RENAL CARE GROUP, INC. COMMON 759930100 135 5,200 SH DEFINED 2,4 5,200
RENEX CORP COMMON 759683105 1,089 200,300 SH DEFINED 1 200,300
RENT-A-CENTER INC. COMMON 76009N100 16,243 676,800 SH DEFINED 1 676,800
RENT-A-CENTER INC. COMMON 76009N100 22 900 SH DEFINED 1,6 900
RENT-A-CENTER INC. COMMON 76009N100 182 7,600 SH DEFINED 2 7,600
RENT-A-CENTER INC. COMMON 76009N100 120 5,000 SH DEFINED 2,4 5,000
RENT-WAY INC COMMON 76009U104 13,636 553,766 SH DEFINED 1 553,766
RENT-WAY INC COMMON 76009U104 15 600 SH DEFINED 1,6 600
RENT-WAY INC COMMON 76009U104 160 6,500 SH DEFINED 2 6,500
RENT-WAY INC COMMON 76009U104 123 5,000 SH DEFINED 2,4 5,000
REPSOL, S.A. ADR COMMON 76026T205 17,266 850,000 SH DEFINED 1,5 850,000
REPUBLIC HEALTH CORP WTS. COMMON 760481119 315 17,500 SH DEFINED 1 17,500
REPUBLIC SERVICES INC COMMON 760759100 8,940 361,200 SH DEFINED 1 361,200
REPUBLIC SERVICES INC COMMON 760759100 587 23,700 SH DEFINED 2 23,700
RES-CARE INC COMMON 760943100 3,417 150,200 SH DEFINED 1 150,200
RES-CARE INC COMMON 760943100 7 300 SH DEFINED 1,6 300
RES-CARE INC COMMON 760943100 75 3,300 SH DEFINED 2 3,300
RES-CARE INC COMMON 760943100 55 2,400 SH DEFINED 2,4 2,400
RESEARCH IN MOTION COMMON 760975102 2,025 100,000 SH DEFINED 1 100,000
RESMED INC. COMMON 761152107 12,165 366,550 SH DEFINED 1 366,550
RESMED INC. COMMON 761152107 20 600 SH DEFINED 1,6 600
RESMED INC. COMMON 761152107 179 5,400 SH DEFINED 2 5,400
RESMED INC. COMMON 761152107 139 4,200 SH DEFINED 2,4 4,200
RESORT AT SUMMERLIN WTS. COMMON 754053114 0 24,000 SH DEFINED 1 24,000
REX STORES CORP COMMON 761624105 2,981 100,000 SH DEFINED 1 100,000
REYNOLDS METALS CO COMMON 761763101 1,027 17,400 SH DEFINED 1 17,400
REYNOLDS METALS CO COMMON 761763101 195 3,300 SH DEFINED 1,6 3,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RF MICRO DEVICES INC. COMMON 749941100 2,612 35,000 SH DEFINED 1 35,000
RHYTHMS NETCONNECTIONS INC COMMON 762430205 1,401 24,000 SH DEFINED 1 24,000
RICHEY BROTHERS AUCTIONEERS COMMON 767744105 5,932 155,600 SH DEFINED 1 155,600
RICHEY BROTHERS AUCTIONEERS COMMON 767744105 11 300 SH DEFINED 1,6 300
RICHEY BROTHERS AUCTIONEERS COMMON 767744105 130 3,400 SH DEFINED 2 3,400
RICHEY BROTHERS AUCTIONEERS COMMON 767744105 84 2,200 SH DEFINED 2,4 2,200
RIO TINTO - SPONSORED ADR COMMON 767202104 2,624 40,000 SH DEFINED 1,5 40,000
RITE AID CORP COMMON 767754104 4,526 183,800 SH DEFINED 1,5 183,800
RITE AID CORP. 5.25% CONVERT 767754AL8 3,527 3,540,000 PRN DEFINED 1,8 3,540,000
RJ REYNOLDS TOBACCO HOLDINGS COMMON 76182K105 2,181 69,233 SH DEFINED 1,6 69,233
ROCKWELL INTERNATIONAL CORP. COMMON 773903109 5,468 90,000 SH DEFINED 1,5 90,000
ROCKY MOUNTAIN INTERNET INC COMMON 774720106 300 25,000 SH DEFINED 1 25,000
ROSS STORES, INC. COMMON 778296103 2,720 54,000 SH DEFINED 1 54,000
ROSS STORES, INC. COMMON 778296103 50,375 1,000,000 SH DEFINED 1,2 1,000,000
ROSS STORES, INC. COMMON 778296103 96 1,900 SH DEFINED 1,6 1,900
ROSS STORES, INC. COMMON 778296103 2,458 48,800 SH DEFINED 2 48,800
ROSS STORES, INC. COMMON 778296103 171 3,400 SH DEFINED 2,4 3,400
ROWAN COS., INC. COMMON 779382100 6,591 357,500 SH DEFINED 1 357,500
ROWAN COS., INC. COMMON 779382100 41,484 2,250,000 SH DEFINED 1,2 2,250,000
ROWAN COS., INC. COMMON 779382100 81 4,400 SH DEFINED 1,6 4,400
ROWAN COS., INC. COMMON 779382100 2,456 133,200 SH DEFINED 2 133,200
ROWAN COS., INC. COMMON 779382100 148 8,000 SH DEFINED 2,4 8,000
ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 11,279 257,800 SH DEFINED 1 257,800
ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 346 7,900 SH DEFINED 2 7,900
ROYAL DUTCH PETROLEUM -
NY SHARES COMMON 780257804 24,925 413,700 SH DEFINED 1 413,700
ROYAL DUTCH PETROLEUM -
NY SHARES COMMON 780257804 10,935 181,500 SH DEFINED 1,5 181,500
ROYAL DUTCH PETROLEUM -
NY SHARES COMMON 780257804 157 2,600 SH DEFINED 1,6 2,600
RSL COMMUNICATION LTD COMMON 781076112 3,702 45,145 SH DEFINED 1 45,145
RUBIO'S RESTAURANT INC. COMMON 78116B102 843 54,600 SH DEFINED 1 54,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RUSSIAN TELECOM DEV (NONVOTING) COMMON 749993952 1,133 453,000 SH DEFINED 1 453,000
RUSSIAN TELECOM DEV (VOTING) COMMON 748993946 828 331,000 SH DEFINED 1 331,000
RWE AKTIENGESELLSCHAF ADR COMMON 74975E303 1,852 40,000 SH DEFINED 1,5 40,000
RYANAIR HOLDINGS PLC ADR COMMON 783513104 27,147 512,200 SH DEFINED 1 512,200
RYANAIR HOLDINGS PLC ADR COMMON 783513104 32 600 SH DEFINED 1,6 600
RYANAIR HOLDINGS PLC ADR COMMON 783513104 345 6,500 SH DEFINED 2 6,500
RYANAIR HOLDINGS PLC ADR COMMON 783513104 228 4,300 SH DEFINED 2,4 4,300
S3 INC. COMMON 784849101 455 50,000 SH DEFINED 1 50,000
SAFECO CORP COMMON 786429100 6,178 140,000 SH DEFINED 1,5 140,000
SAFEGUARD SCIENTIFICS INC COMMON 786449108 8,165 131,700 SH DEFINED 1 131,700
SAFEGUARD SCIENTIFICS INC COMMON 786449108 19 300 SH DEFINED 1,6 300
SAFEGUARD SCIENTIFICS INC COMMON 786449108 136 2,200 SH DEFINED 2 2,200
SAFEGUARD SCIENTIFICS INC COMMON 786449108 99 1,600 SH DEFINED 2,4 1,600
SAFETY-KLEEN CORP. COMMON 78648R203 10,937 603,400 SH DEFINED 1 603,400
SAFEWAY INC. COMMON 786514208 492,921 9,958,005 SH DEFINED 1 9,958,005
SAFEWAY INC. COMMON 786514208 55,014 1,111,400 SH DEFINED 1,2 1,111,400
SAFEWAY INC. COMMON 786514208 8,974 181,300 SH DEFINED 1,6 181,300
SAFEWAY INC. COMMON 786514208 5,148 104,000 SH DEFINED 2 104,000
SAFEWAY INC. COMMON 786514208 153 3,100 SH DEFINED 2,4 3,100
SAKS INCORPORATED COMMON 79377W108 7,175 248,500 SH DEFINED 1 248,500
SAN PAOLO IMI SPA ADR COMMON 465224103 3,017 109,725 SH DEFINED 1,5 109,725
SANDISK CORP. COMMON 80004C101 22,554 501,200 SH DEFINED 1 501,200
SANDISK CORP. COMMON 80004C101 36 800 SH DEFINED 1,6 800
SANDISK CORP. COMMON 80004C101 392 8,700 SH DEFINED 2 8,700
SANDISK CORP. COMMON 80004C101 288 6,400 SH DEFINED 2,4 6,400
SANMINA CORPORATION COMMON 800907107 44,152 581,900 SH DEFINED 1 581,900
SANMINA CORPORATION COMMON 800907107 153,495 2,023,000 SH DEFINED 1,2 2,023,000
SANMINA CORPORATION COMMON 800907107 3,414 45,000 SH DEFINED 1,3 45,000
SANMINA CORPORATION COMMON 800907107 395 5,200 SH DEFINED 1,6 5,200
SANMINA CORPORATION COMMON 800907107 3,980 52,460 SH DEFINED 2 52,460
SANMINA CORPORATION COMMON 800907107 1,100 14,500 SH DEFINED 2,4 14,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SANTA FE INTERNATIONAL CORP COMMON G7805C108 3,979 173,000 SH DEFINED 1 173,000
SANTA FE SNYDER CORP COMMON 80218K105 643 84,300 SH DEFINED 1 84,300
SANTA FE SNYDER CORP COMMON 80218K105 13,344 1,750,000 SH DEFINED 1,2 1,750,000
SANTA FE SNYDER CORP COMMON 80218K105 23 3,000 SH DEFINED 1,6 3,000
SANTA FE SNYDER CORP COMMON 80218K105 555 72,800 SH DEFINED 2 72,800
SANTA FE SNYDER CORP COMMON 80218K105 31 4,000 SH DEFINED 2,4 4,000
SAP AG ADR COMMON 803054204 1,385 40,000 SH DEFINED 1,5 40,000
SAUCONY INC COMMON 804120103 875 40,000 SH DEFINED 1 40,000
SAWTEK, INC. COMMON 805468105 18,171 396,100 SH DEFINED 1 396,100
SAWTEK, INC. COMMON 805468105 2,817 61,400 SH DEFINED 1,6 61,400
SAWTEK, INC. COMMON 805468105 197 4,300 SH DEFINED 2 4,300
SAWTEK, INC. COMMON 805468105 151 3,300 SH DEFINED 2,4 3,300
SBC COMMUNICATIONS INC COMMON 78387G103 107,946 1,861,134 SH DEFINED 1 1,861,134
SBC COMMUNICATIONS INC COMMON 78387G103 37,700 650,000 SH DEFINED 1,2 650,000
SBC COMMUNICATIONS INC COMMON 78387G103 3,098 53,418 SH DEFINED 2 53,418
SCANSOURCE INC COMMON 806037107 5,201 240,500 SH DEFINED 1 240,500
SCANSOURCE INC COMMON 806037107 9 400 SH DEFINED 1,6 400
SCANSOURCE INC COMMON 806037107 93 4,300 SH DEFINED 2 4,300
SCANSOURCE INC COMMON 806037107 61 2,800 SH DEFINED 2,4 2,800
SCHERING-PLOUGH COMMON 806605101 119,856 2,261,433 SH DEFINED 1 2,261,433
SCHERING-PLOUGH COMMON 806605101 95,400 1,800,000 SH DEFINED 1,2 1,800,000
SCHERING-PLOUGH COMMON 806605101 8,226 155,200 SH DEFINED 1,3 155,200
SCHERING-PLOUGH COMMON 806605101 10,314 194,600 SH DEFINED 1,5 194,600
SCHERING-PLOUGH COMMON 806605101 212 4,000 SH DEFINED 2,4 4,000
SCHLUMBERGER LTD COMMON 806857108 36,646 575,400 SH DEFINED 1 575,400
SCHLUMBERGER LTD COMMON 806857108 31,844 500,000 SH DEFINED 1,2 500,000
SCHLUMBERGER LTD COMMON 806857108 89 1,400 SH DEFINED 1,6 1,400
SCHOOL SPECIALITY INC. COMMON 807863105 4,743 295,302 SH DEFINED 1 295,302
SCHULER HOMES, INC COMMON 808188106 98 15,000 SH DEFINED 1 15,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCHWAB (CHARLES) CORP COMMON 808513105 91,963 836,980 SH DEFINED 1 836,980
SCHWAB (CHARLES) CORP COMMON 808513105 466,969 4,250,000 SH DEFINED 1,2 4,250,000
SCHWAB (CHARLES) CORP COMMON 808513105 36,259 330,000 SH DEFINED 1,3 330,000
SCHWAB (CHARLES) CORP COMMON 808513105 494 4,500 SH DEFINED 1,6 4,500
SCHWAB (CHARLES) CORP COMMON 808513105 15,844 144,200 SH DEFINED 2 144,200
SCHWAB (CHARLES) CORP COMMON 808513105 852 7,750 SH DEFINED 2,4 7,750
SCI SYSTEMS INC COMMON 783890106 11,633 244,900 SH DEFINED 1 244,900
SCIENTIFIC ATLANTA COMMON 808655104 3,780 105,000 SH DEFINED 1 105,000
SCIENTIFIC ATLANTA COMMON 808655104 72,000 2,000,000 SH DEFINED 1,2 2,000,000
SCIENTIFIC ATLANTA COMMON 808655104 122 3,400 SH DEFINED 1,6 3,400
SCIENTIFIC ATLANTA COMMON 808655104 4,036 112,100 SH DEFINED 2 112,100
SCIENTIFIC ATLANTA COMMON 808655104 245 6,800 SH DEFINED 2,4 6,800
SCOTTISH ANNUITY &
LIFE HOLDINGS COMMON G7885T104 3,795 353,000 SH DEFINED 1 353,000
SDL INC COMMON 784076101 23,535 460,900 SH DEFINED 1 460,900
SDL INC COMMON 784076101 41 800 SH DEFINED 1,6 800
SDL INC COMMON 784076101 398 7,800 SH DEFINED 2 7,800
SEALED AIR CORP COMMON 81211K100 616 9,500 SH DEFINED 1 9,500
SEALED AIR CORP COMMON 81211K100 104 1,600 SH DEFINED 1,6 1,600
SEI CORP. COMMON 784117103 17,279 195,800 SH DEFINED 1 195,800
SEI CORP. COMMON 784117103 26 300 SH DEFINED 1,6 300
SEI CORP. COMMON 784117103 856 9,700 SH DEFINED 2 9,700
SEI CORP. COMMON 784117103 177 2,000 SH DEFINED 2,4 2,000
SELECT APPOINTMENTS
HOLDINGS ADR COMMON 81617E203 6,022 250,900 SH DEFINED 1 250,900
SELECT APPOINTMENTS
HOLDINGS ADR COMMON 81617E203 17 700 SH DEFINED 1,6 700
SELECT APPOINTMENTS
HOLDINGS ADR COMMON 81617E203 146 6,100 SH DEFINED 2 6,100
SELECT APPOINTMENTS
HOLDINGS ADR COMMON 81617E203 98 4,100 SH DEFINED 2,4 4,100
SEMTECH CORP COMMON 816850101 23,503 450,900 SH DEFINED 1 450,900
SEMTECH CORP COMMON 816850101 36 700 SH DEFINED 1,6 700
SEMTECH CORP COMMON 816850101 339 6,500 SH DEFINED 2 6,500
SEMTECH CORP COMMON 816850101 224 4,300 SH DEFINED 2,4 4,300
SENSORMATIC ELECTRONICS 144A COMMON 817265606 61 4,392 SH DEFINED 1 4,392
SERVICE CORP. INTERNATIONAL COMMON 817565104 9,837 511,000 SH DEFINED 1,7 511,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SERVICE EXPERTS INC COMMON 817567100 6,649 303,100 SH DEFINED 1 303,100
SFX ENTERTAINMENT -
CLASS A W/I COMMON 784178105 40,915 639,300 SH DEFINED 1 639,300
SFX ENTERTAINMENT -
CLASS A W/I COMMON 784178105 71,251 1,113,300 SH DEFINED 1,2 1,113,300
SFX ENTERTAINMENT -
CLASS A W/I COMMON 784178105 192 3,000 SH DEFINED 1,6 3,000
SFX ENTERTAINMENT -
CLASS A W/I COMMON 784178105 4,614 72,100 SH DEFINED 2 72,100
SFX ENTERTAINMENT -
CLASS A W/I COMMON 784178105 531 8,300 SH DEFINED 2,4 8,300
SHANGHAI IND INV TRUST
CVT 144A CONVERT 81943BAA3 4,525 5,000,000 PRN DEFINED 1 5,000,000
SHAW INDUSTRIES, INC. COMMON 820286102 1,338 81,100 SH DEFINED 1 81,100
SHAW INDUSTRIES, INC. COMMON 820286102 28,875 1,750,000 SH DEFINED 1,2 1,750,000
SHAW INDUSTRIES, INC. COMMON 820286102 5,742 348,000 SH DEFINED 1,3 348,000
SHAW INDUSTRIES, INC. COMMON 820286102 50 3,000 SH DEFINED 1,6 3,000
SHAW INDUSTRIES, INC. COMMON 820286102 1,348 81,700 SH DEFINED 2 81,700
SHAW INDUSTRIES, INC. COMMON 820286102 112 6,800 SH DEFINED 2,4 6,800
SHELL TRANSPORT & TRADING CO. COMMON 822703609 2,783 60,000 CALL DEFINED 1,6 60,000
SHERWIN WILLIAMS CO COMMON 824348106 12,488 450,000 SH DEFINED 1,3 450,000
SHERWIN WILLIAMS CO COMMON 824348106 7,207 259,700 SH DEFINED 1,5 259,700
SIEBEL SYSTEMS INC COMMON 826170102 2,097 31,600 SH DEFINED 1 31,600
SIEBEL SYSTEMS INC COMMON 826170102 39,825 600,000 SH DEFINED 1,2 600,000
SIEBEL SYSTEMS INC COMMON 826170102 73 1,100 SH DEFINED 1,6 1,100
SIEBEL SYSTEMS INC COMMON 826170102 1,898 28,600 SH DEFINED 2 28,600
SIEBEL SYSTEMS INC COMMON 826170102 133 2,000 SH DEFINED 2,4 2,000
SIERRA PACIFIC RESOURCES COMMON 826425100 1,790 49,200 SH DEFINED 1 49,200
SIGMA-ALDRICH COMMON 826552101 4,863 141,200 SH DEFINED 1 141,200
SIMON DEBARTOLO GROUP PFD PREFERRED 78462M207 175 7,000 SH DEFINED 1,5 7,000
SIMON PROPERTY GROUP INC COMMON 828806109 3,776 148,800 SH DEFINED 1,5 148,800
SIMPSON MANUFACTURING CO INC COMMON 829073105 9,795 206,200 SH DEFINED 1 206,200
SIMPSON MANUFACTURING CO INC COMMON 829073105 19 400 SH DEFINED 1,6 400
SIMPSON MANUFACTURING CO INC COMMON 829073105 261 5,500 SH DEFINED 2 5,500
SIMPSON MANUFACTURING CO INC COMMON 829073105 143 3,000 SH DEFINED 2,4 3,000
SINGAPORE AIRLINES LTD COMMON 395001506 3,180 365 SH DEFINED 1,7 365
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SKY NETWORK TELEVISION ADR COMMON 83080U102 92 5,400 SH DEFINED 1 5,400
SL GREEN REALTY CORP COMMON 78440X101 1,220 59,700 SH DEFINED 1,5 59,700
SLI INC COMMON 78442T108 10,425 386,100 SH DEFINED 1 386,100
SLI INC COMMON 78442T108 8 300 SH DEFINED 1,6 300
SLI INC COMMON 78442T108 78 2,900 SH DEFINED 2 2,900
SLI INC COMMON 78442T108 68 2,500 SH DEFINED 2,4 2,500
SLM HOLDING CORPORATION COMMON 78442A109 9,614 209,850 SH DEFINED 1 209,850
SLM HOLDING CORPORATION COMMON 78442A109 45,813 1,000,000 SH DEFINED 1,2 1,000,000
SLM HOLDING CORPORATION COMMON 78442A109 78 1,700 SH DEFINED 1,6 1,700
SLM HOLDING CORPORATION COMMON 78442A109 2,174 47,450 SH DEFINED 2 47,450
SLM HOLDING CORPORATION COMMON 78442A109 186 4,050 SH DEFINED 2,4 4,050
SMITH CHARLES E RESIDENTIAL COMMON 832197107 2,613 77,000 SH DEFINED 1,5 77,000
SMITH INTERNATIONAL INC. COMMON 832110100 3,866 89,000 SH DEFINED 1 89,000
SMITH INTERNATIONAL INC. COMMON 832110100 71,672 1,650,000 SH DEFINED 1,2 1,650,000
SMITH INTERNATIONAL INC. COMMON 832110100 141 3,250 SH DEFINED 1,6 3,250
SMITH INTERNATIONAL INC. COMMON 832110100 3,562 82,000 SH DEFINED 2 82,000
SMITH INTERNATIONAL INC. COMMON 832110100 252 5,800 SH DEFINED 2,4 5,800
SMITHKLINE BEECHAM PLC ADR "A" COMMON 832378301 5,397 81,700 SH DEFINED 1 81,700
SMITHKLINE BEECHAM PLC ADR "A" COMMON 832378301 2,312 35,000 SH DEFINED 1,5 35,000
SMURFIT STONE CONTAINER CORP. COMMON 832727101 335 16,300 SH DEFINED 1 16,300
SMURFIT STONE CONTAINER CORP. COMMON 832727101 58 2,800 SH DEFINED 1,6 2,800
SNAP-ON TOOLS CORPORATION COMMON 833034101 4,523 125,000 SH DEFINED 1,5 125,000
SNYDER COMMUNICATIONS INC COMMON 832914105 5,263 160,700 SH DEFINED 1 160,700
SNYDER COMMUNICATIONS INC COMMON 832914105 4,913 150,000 SH DEFINED 1,3 150,000
SOCIETE GENERALE ADR COMMON 83364L109 3,877 110,000 SH DEFINED 1,5 110,000
SOLECTRON COMMON 834182107 102,972 1,544,100 SH DEFINED 1 1,544,100
SOLECTRON COMMON 834182107 200,063 3,000,000 SH DEFINED 1,2 3,000,000
SOLECTRON COMMON 834182107 400 6,000 SH DEFINED 1,6 6,000
SOLECTRON COMMON 834182107 11,097 166,400 SH DEFINED 2 166,400
SOLECTRON COMMON 834182107 674 10,100 SH DEFINED 2,4 10,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SOLUTIA INC COMMON 834376105 863 40,500 SH DEFINED 1 40,500
SOLUTIA INC COMMON 834376105 222 10,400 SH DEFINED 1,6 10,400
SONIC AUTOMOTIVE COMMON 83545G102 1,119 81,400 SH DEFINED 1 81,400
SONIC AUTOMOTIVE COMMON 83545G102 2,269 165,000 SH DEFINED 1,6 165,000
SONIC CORP COMMON 835451105 14,580 446,900 SH DEFINED 1 446,900
SONIC CORP COMMON 835451105 24 750 SH DEFINED 1,6 750
SONIC CORP COMMON 835451105 868 26,600 SH DEFINED 2 26,600
SONIC CORP COMMON 835451105 176 5,400 SH DEFINED 2,4 5,400
SOUTHDOWN INC. COMMON 841297104 2,703 42,075 SH DEFINED 1 42,075
SOUTHDOWN INC. COMMON 841297104 5,284 82,248 SH DEFINED 1,6 82,248
SOUTHERN CO COMMON 842587107 3,752 141,600 SH DEFINED 1 141,600
SOUTHERN CO COMMON 842587107 2,380 89,800 SH DEFINED 1,5 89,800
SOUTHERN CO COMMON 842587107 14,840 560,000 SH DEFINED 1,7 560,000
SOUTHWEST AIRLINES CO. COMMON 844741108 3,200 102,800 SH DEFINED 1 102,800
SOUTHWEST AIRLINES CO. COMMON 844741108 46,688 1,500,000 SH DEFINED 1,2 1,500,000
SOUTHWEST AIRLINES CO. COMMON 844741108 10,109 324,800 SH DEFINED 1,5 324,800
SOUTHWEST AIRLINES CO. COMMON 844741108 81 2,600 SH DEFINED 1,6 2,600
SOUTHWEST AIRLINES CO. COMMON 844741108 2,222 71,400 SH DEFINED 2 71,400
SOUTHWEST AIRLINES CO. COMMON 844741108 159 5,100 SH DEFINED 2,4 5,100
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 14,356 797,550 SH DEFINED 1 797,550
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 29 1,600 SH DEFINED 1,6 1,600
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 351 19,500 SH DEFINED 2 19,500
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 214 11,900 SH DEFINED 2,4 11,900
SOUTHWEST SECURITIES GROUP COMMON 845224104 3,229 45,000 SH DEFINED 1 45,000
SPARTECH CORP COMMON 847220209 14,266 451,100 SH DEFINED 1 451,100
SPARTECH CORP COMMON 847220209 19 600 SH DEFINED 1,6 600
SPARTECH CORP COMMON 847220209 161 5,100 SH DEFINED 2 5,100
SPARTECH CORP COMMON 847220209 136 4,300 SH DEFINED 2,4 4,300
SPEEDWAY MOTORSPORTS INC COMMON 847788106 4,222 107,400 SH DEFINED 1 107,400
SPEEDWAY MOTORSPORTS INC COMMON 847788106 6,970 177,300 SH DEFINED 1,2 177,300
SPEEDWAY MOTORSPORTS INC COMMON 847788106 8 200 SH DEFINED 1,6 200
SPEEDWAY MOTORSPORTS INC COMMON 847788106 570 14,500 SH DEFINED 2 14,500
SPEEDWAY MOTORSPORTS INC COMMON 847788106 94 2,400 SH DEFINED 2,4 2,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPIEGEL CLASS 'A' COMMON 848457107 2,457 276,900 SH DEFINED 1 276,900
SPIEGEL CLASS 'A' COMMON 848457107 616 69,400 SH DEFINED 2 69,400
SPIEKER PROPERTIES, INC. COMMON 848497103 587 15,100 SH DEFINED 1,5 15,100
SPIROS DEVELOPMENT CORP. COMMON 848935201 696 79,500 SH DEFINED 1 79,500
SPX CORP. COMMON 784635104 2,213 26,500 SH DEFINED 1 26,500
SPX CORP. COMMON 784635104 41,750 500,000 SH DEFINED 1,2 500,000
SPX CORP. COMMON 784635104 3,340 40,000 SH DEFINED 1,3 40,000
SPX CORP. COMMON 784635104 75 900 SH DEFINED 1,6 900
SPX CORP. COMMON 784635104 2,714 32,500 SH DEFINED 2 32,500
SPX CORP. COMMON 784635104 117 1,400 SH DEFINED 2,4 1,400
SPYGLASS, INC. COMMON 852192103 242 12,000 SH DEFINED 1 12,000
ST PAUL COMPANIES COMMON 792860108 12,184 383,000 SH DEFINED 1,7 383,000
STAMPS.COM INC COMMON 852857101 1,798 102,750 SH DEFINED 1 102,750
STAPLES INC. COMMON 855030102 48,903 1,580,691 SH DEFINED 1 1,580,691
STAPLES INC. COMMON 855030102 284,625 9,200,000 SH DEFINED 1,2 9,200,000
STAPLES INC. COMMON 855030102 22,971 742,500 SH DEFINED 1,3 742,500
STAPLES INC. COMMON 855030102 368 11,900 SH DEFINED 1,6 11,900
STAPLES INC. COMMON 855030102 9,493 306,837 SH DEFINED 2 306,837
STAPLES INC. COMMON 855030102 1,468 47,450 SH DEFINED 2,4 47,450
STARBUCKS CORP COMMON 855244109 4,083 108,700 SH DEFINED 1 108,700
STARBUCKS CORP COMMON 855244109 75,824 2,018,600 SH DEFINED 1,2 2,018,600
STARBUCKS CORP COMMON 855244109 3,381 90,000 SH DEFINED 1,3 90,000
STARBUCKS CORP COMMON 855244109 128 3,400 SH DEFINED 1,6 3,400
STARBUCKS CORP COMMON 855244109 3,550 94,500 SH DEFINED 2 94,500
STARBUCKS CORP COMMON 855244109 248 6,600 SH DEFINED 2,4 6,600
STARWOOD HOTELS & RESORTS COMMON 85590A203 4,825 157,883 SH DEFINED 1 157,883
STARWOOD HOTELS & RESORTS COMMON 85590A203 1,562 51,100 SH DEFINED 1,5 51,100
STARWOOD HOTELS & RESORTS COMMON 85590A203 211 6,901 SH DEFINED 2 6,901
STATE STREET BOSTON CORP COMMON 857477103 22,283 261,000 SH DEFINED 1 261,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STATION CASINOS, INC. COMMON 857689103 11,237 551,500 SH DEFINED 1 551,500
STATION CASINOS, INC. COMMON 857689103 22 1,100 SH DEFINED 1,6 1,100
STATION CASINOS, INC. COMMON 857689103 222 10,900 SH DEFINED 2 10,900
STATION CASINOS, INC. COMMON 857689103 165 8,100 SH DEFINED 2,4 8,100
STEIN MART INC COMMON 858375108 328 35,000 SH DEFINED 1 35,000
STEINER LEISURE LTD COMMON P8744Y102 21,216 699,900 SH DEFINED 1 699,900
STEINER LEISURE LTD COMMON P8744Y102 29 950 SH DEFINED 1,6 950
STEINER LEISURE LTD COMMON P8744Y102 267 8,800 SH DEFINED 2 8,800
STEINER LEISURE LTD COMMON P8744Y102 186 6,150 SH DEFINED 2,4 6,150
STERLING CHEMICALS WARRANTS COMMON 85916E111 113 7,500 SH DEFINED 1 7,500
STERLING COMMERCE, INC. COMMON 859205106 3,650 100,000 SH DEFINED 1 100,000
STERLING SOFTWARE INC. COMMON 859547101 1,788 67,000 SH DEFINED 1 67,000
STERLING SOFTWARE INC. COMMON 859547101 33,359 1,250,000 SH DEFINED 1,2 1,250,000
STERLING SOFTWARE INC. COMMON 859547101 56 2,100 SH DEFINED 1,6 2,100
STERLING SOFTWARE INC. COMMON 859547101 1,564 58,600 SH DEFINED 2 58,600
STERLING SOFTWARE INC. COMMON 859547101 120 4,500 SH DEFINED 2,4 4,500
STET HELLAS TELECOMMUNICATIONS COMMON 859823106 5,647 252,387 SH DEFINED 1,7 252,387
STEWART ENTERPRISES INC. -
CLASS A COMMON 860370105 48,055 3,299,900 SH DEFINED 1 3,299,900
STEWART ENTERPRISES INC. -
CLASS A COMMON 860370105 66 4,500 SH DEFINED 1,6 4,500
STILLWATER MINING COMPANY COMMON 86074Q102 3,721 113,850 SH DEFINED 1 113,850
STILLWATER MINING COMPANY COMMON 86074Q102 2,401 73,450 SH DEFINED 1,6 73,450
STOLT COMEX SEAWAY S.A. ADR COMMON 861567105 227 21,100 SH DEFINED 1 21,100
STOLT COMEX SEAWAY S.A. ADR COMMON 861567105 6,181 575,000 SH DEFINED 1,2 575,000
STOLT COMEX SEAWAY S.A. ADR COMMON 861567105 11 1,000 SH DEFINED 1,6 1,000
STOLT COMEX SEAWAY S.A. ADR COMMON 861567105 118 11,000 SH DEFINED 2 11,000
STOLT COMEX SEAWAY S.A. ADR COMMON 861567105 22 2,000 SH DEFINED 2,4 2,000
STOLT COMEX SEAWAY S.A. COMMON L8873E103 462 42,450 SH DEFINED 1 42,450
STOLT COMEX SEAWAY S.A. COMMON L8873E103 12,506 1,150,000 SH DEFINED 1,2 1,150,000
STOLT COMEX SEAWAY S.A. COMMON L8873E103 22 2,000 SH DEFINED 1,6 2,000
STOLT COMEX SEAWAY S.A. COMMON L8873E103 554 50,900 SH DEFINED 2 50,900
STOLT COMEX SEAWAY S.A. COMMON L8873E103 44 4,000 SH DEFINED 2,4 4,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STONE ENERGY CORP COMMON 861642106 7,005 165,300 SH DEFINED 1 165,300
STONE ENERGY CORP COMMON 861642106 13 300 SH DEFINED 1,6 300
STONE ENERGY CORP COMMON 861642106 140 3,300 SH DEFINED 2 3,300
STONE ENERGY CORP COMMON 861642106 97 2,300 SH DEFINED 2,4 2,300
STONERIDGE COMMON 86183P102 3,403 252,100 SH DEFINED 1 252,100
STRIDE RITE CORP. COMMON 863314100 2,063 200,000 SH DEFINED 1 200,000
STRUCTURAL DYNAMICS RESEARCH COMMON 863555108 5,591 301,200 SH DEFINED 1 301,200
STRYKER CORPORATION COMMON 863667101 3,199 53,200 SH DEFINED 1 53,200
STRYKER CORPORATION COMMON 863667101 60,125 1,000,000 SH DEFINED 1,2 1,000,000
STRYKER CORPORATION COMMON 863667101 108 1,800 SH DEFINED 1,6 1,800
STRYKER CORPORATION COMMON 863667101 3,211 53,400 SH DEFINED 2 53,400
STRYKER CORPORATION COMMON 863667101 204 3,400 SH DEFINED 2,4 3,400
STUDENT ADVANTAGE INC COMMON 86386Q105 1,188 125,000 SH DEFINED 1 125,000
SUMMIT TECHNOLOGY INC COMMON 86627E101 1,650 75,000 SH DEFINED 1 75,000
SUN MICROSYSTEMS, INC. COMMON 866810104 426,275 6,189,110 SH DEFINED 1 6,189,110
SUN MICROSYSTEMS, INC. COMMON 866810104 254,838 3,700,000 SH DEFINED 1,2 3,700,000
SUN MICROSYSTEMS, INC. COMMON 866810104 10,331 150,000 SH DEFINED 1,3 150,000
SUN MICROSYSTEMS, INC. COMMON 866810104 3,726 54,100 SH DEFINED 1,5 54,100
SUN MICROSYSTEMS, INC. COMMON 866810104 4,684 68,000 SH DEFINED 2 68,000
SUN MICROSYSTEMS, INC. COMMON 866810104 1,012 14,700 SH DEFINED 2,4 14,700
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 125,546 3,639,000 SH DEFINED 1 3,639,000
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 69,000 2,000,000 SH DEFINED 1,2 2,000,000
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 135 3,900 SH DEFINED 1,6 3,900
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 4,733 137,200 SH DEFINED 2 137,200
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 348 10,100 SH DEFINED 2,4 10,100
SUNGLASS HUT INTERNATIONAL INC. COMMON 86736F106 4,727 275,000 SH DEFINED 1 275,000
SUNRISE ASSISTED LIVING, INC. COMMON 86768K106 7,802 223,700 SH DEFINED 1 223,700
SUNSTONE HOTEL INVESTORS, INC. COMMON 867933103 800 94,100 SH DEFINED 1,5 94,100
SUPERIOR TELECOM INC. COMMON 868365107 12,762 510,481 SH DEFINED 1 510,481
SUPERIOR TELECOM INC. COMMON 868365107 750 30,000 SH DEFINED 2 30,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUPERMERCADOS UNIMARC S.A. -
SP. ADR COMMON 868453101 848 226,100 SH DEFINED 1,7 226,100
SUPERVALU INC COMMON 868536103 8,780 341,800 SH DEFINED 1,3 341,800
SUPERVALU INC COMMON 868536103 10,969 427,000 SH DEFINED 1,5 427,000
SWIFT TRANSPORTATION COMMON 870756103 12,470 566,800 SH DEFINED 1 566,800
SWIFT TRANSPORTATION COMMON 870756103 30 1,350 SH DEFINED 1,6 1,350
SWIFT TRANSPORTATION COMMON 870756103 271 12,300 SH DEFINED 2 12,300
SWIFT TRANSPORTATION COMMON 870756103 179 8,125 SH DEFINED 2,4 8,125
SYBRON INTERNATIONAL CORP. COMMON 87114F106 38,524 1,397,700 SH DEFINED 1 1,397,700
SYBRON INTERNATIONAL CORP. COMMON 87114F106 34,453 1,250,000 SH DEFINED 1,2 1,250,000
SYBRON INTERNATIONAL CORP. COMMON 87114F106 91 3,300 SH DEFINED 1,6 3,300
SYBRON INTERNATIONAL CORP. COMMON 87114F106 1,902 69,000 SH DEFINED 2 69,000
SYBRON INTERNATIONAL CORP. COMMON 87114F106 339 12,300 SH DEFINED 2,4 12,300
SYKES ENTERPRISES, INC. COMMON 871237103 20,155 603,900 SH DEFINED 1 603,900
SYKES ENTERPRISES, INC. COMMON 871237103 30 900 SH DEFINED 1,6 900
SYKES ENTERPRISES, INC. COMMON 871237103 297 8,900 SH DEFINED 2 8,900
SYKES ENTERPRISES, INC. COMMON 871237103 200 6,000 SH DEFINED 2,4 6,000
SYLVAN LEARNING SYSTEMS INC COMMON 871399101 6,142 225,900 SH DEFINED 1 225,900
SYMANTEC CORPORATION COMMON 871503108 8,316 326,100 SH DEFINED 1 326,100
SYMBOL TECHNOLOGIES INC. COMMON 871508107 7,431 201,525 SH DEFINED 1 201,525
SYMBOL TECHNOLOGIES INC. COMMON 871508107 140,604 3,813,000 SH DEFINED 1,2 3,813,000
SYMBOL TECHNOLOGIES INC. COMMON 871508107 192 5,200 SH DEFINED 1,6 5,200
SYMBOL TECHNOLOGIES INC. COMMON 871508107 4,469 121,200 SH DEFINED 2 121,200
SYMBOL TECHNOLOGIES INC. COMMON 871508107 611 16,575 SH DEFINED 2,4 16,575
SYNCOR INTERNATIONAL
CORP - DEL. COMMON 87157J106 5,778 160,500 SH DEFINED 1 160,500
SYNCOR INTERNATIONAL
CORP - DEL. COMMON 87157J106 11 300 SH DEFINED 1,6 300
SYNCOR INTERNATIONAL
CORP - DEL. COMMON 87157J106 119 3,300 SH DEFINED 2 3,300
SYNCOR INTERNATIONAL
CORP - DEL. COMMON 87157J106 97 2,700 SH DEFINED 2,4 2,700
SYNOPSYS INC. COMMON 871607107 6,578 119,200 SH DEFINED 1 119,200
SYNOPSYS INC. COMMON 871607107 82,781 1,500,000 SH DEFINED 1,2 1,500,000
SYNOPSYS INC. COMMON 871607107 143 2,600 SH DEFINED 1,6 2,600
SYNOPSYS INC. COMMON 871607107 3,918 71,000 SH DEFINED 2 71,000
SYNOPSYS INC. COMMON 871607107 281 5,100 SH DEFINED 2,4 5,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
T.ROWE PRICE ASSOCIATES, INC. COMMON 741477103 4,440 115,700 SH DEFINED 1 115,700
T.ROWE PRICE ASSOCIATES, INC. COMMON 741477103 82,836 2,158,600 SH DEFINED 1,2 2,158,600
T.ROWE PRICE ASSOCIATES, INC. COMMON 741477103 142 3,700 SH DEFINED 1,6 3,700
T.ROWE PRICE ASSOCIATES, INC. COMMON 741477103 3,968 103,400 SH DEFINED 2 103,400
T.ROWE PRICE ASSOCIATES, INC. COMMON 741477103 280 7,300 SH DEFINED 2,4 7,300
TACO CABANA - CLASS A COMMON 873425102 2,903 285,000 SH DEFINED 1 285,000
TALBOTS, INC. COMMON 874161102 1,064 27,900 SH DEFINED 1 27,900
TALBOTS, INC. COMMON 874161102 19,760 518,300 SH DEFINED 1,2 518,300
TALBOTS, INC. COMMON 874161102 76 2,000 SH DEFINED 1,6 2,000
TALBOTS, INC. COMMON 874161102 595 15,600 SH DEFINED 2 15,600
TALBOTS, INC. COMMON 874161102 92 2,400 SH DEFINED 2,4 2,400
TANDY CORP. COMMON 875382103 5,836 119,400 SH DEFINED 1 119,400
TANDY CORP. COMMON 875382103 73,313 1,500,000 SH DEFINED 1,2 1,500,000
TANDY CORP. COMMON 875382103 11,300 231,200 SH DEFINED 1,6 231,200
TANDY CORP. COMMON 875382103 841 17,200 SH DEFINED 2 17,200
TANDY CORP. COMMON 875382103 459 9,400 SH DEFINED 2,4 9,400
TCA CABLE TV INC COMMON 872241104 1,770 31,900 SH DEFINED 1 31,900
TCA CABLE TV INC COMMON 872241104 40,099 722,500 SH DEFINED 1,2 722,500
TCA CABLE TV INC COMMON 872241104 61 1,100 SH DEFINED 1,6 1,100
TCA CABLE TV INC COMMON 872241104 1,754 31,600 SH DEFINED 2 31,600
TCA CABLE TV INC COMMON 872241104 111 2,000 SH DEFINED 2,4 2,000
TCF FINANCIAL CORP COMMON 872275102 4,800 172,200 SH DEFINED 1 172,200
TCF FINANCIAL CORP COMMON 872275102 27,875 1,000,000 SH DEFINED 1,2 1,000,000
TCF FINANCIAL CORP COMMON 872275102 47 1,700 SH DEFINED 1,6 1,700
TCF FINANCIAL CORP COMMON 872275102 1,260 45,200 SH DEFINED 2 45,200
TCF FINANCIAL CORP COMMON 872275102 100 3,600 SH DEFINED 2,4 3,600
TD WATERHOUSE GROUP COMMON 872362108 3,612 144,100 SH DEFINED 1 144,100
TD WATERHOUSE GROUP COMMON 872362108 43,859 1,750,000 SH DEFINED 1,2 1,750,000
TD WATERHOUSE GROUP COMMON 872362108 9,719 387,800 SH DEFINED 1,6 387,800
TD WATERHOUSE GROUP COMMON 872362108 2,155 86,000 SH DEFINED 2 86,000
TD WATERHOUSE GROUP COMMON 872362108 150 6,000 SH DEFINED 2,4 6,000
TECHNE CORP. COMMON 878377100 3,045 120,000 SH DEFINED 1 120,000
TECO ENERGY, INC. COMMON 872375100 3,397 149,300 SH DEFINED 1 149,300
TECO ENERGY, INC. COMMON 872375100 2,355 103,500 SH DEFINED 1,5 103,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEKELEC COMMON 879101103 1,158 95,000 SH DEFINED 1 95,000
TELE DANMARK A/S ADR COMMON 879242105 1,828 71,000 SH DEFINED 1 71,000
TELEBANC FINANCIAL
CORPORATION COMMON 87925R109 1,395 36,000 SH DEFINED 1 36,000
TELEBANC FINANCIAL
CORPORATION COMMON 87925R109 4,038 104,200 SH DEFINED 1,6 104,200
TELEBRAS - SPONSORED ADR COMMON 879287100 21 338,800 SH DEFINED 1 338,800
TELEBRAS - SPONSORED ADR COMMON 879287100 3 52,625 SH DEFINED 1,7 52,625
TELEBRAS - SPONSORED ADR COMMON 879287308 1,272 14,100 SH DEFINED 1 14,100
TELEBRAS - SPONSORED ADR COMMON 879287308 4,818 53,425 SH DEFINED 1,7 53,425
TELECENTRO SUL PARTICIPA ADR COMMON 879239101 3,761 67,760 SH DEFINED 1 67,760
TELECENTRO SUL PARTICIPA ADR COMMON 879239101 2,498 45,000 SH DEFINED 1,7 45,000
TELECENTRO SUL PARTICIPA ADR COMMON 879239101 1,843 33,203 SH DEFINED 2 33,203
TELECENTRO SUL PARTICIPA ADR COMMON 879239101 14 260 SH DEFINED 2,4 260
TELECOM CORP NEW ZEALAND,
A.D.S. COMMON 879278208 1,328 38,000 SH DEFINED 1,7 38,000
TELECOM ITALIA SPA ADR COMMON 87927W106 3,682 35,000 SH DEFINED 1,5 35,000
TELEFONICA DE ARGENTINA ADR COMMON 879378206 22,618 720,880 SH DEFINED 1 720,880
TELEFONICA DE ARGENTINA ADR COMMON 879378206 1,875 59,774 SH DEFINED 1,7 59,774
TELEFONICA DE ARGENTINA ADR COMMON 879378206 2,039 65,000 SH DEFINED 2 65,000
TELEFONICA DE ARGENTINA ADR COMMON 879378206 75 2,400 SH DEFINED 2,4 2,400
TELEFONICA SA ADR COMMON 879382208 4,470 30,380 SH DEFINED 1 30,380
TELEFONICA SA ADR COMMON 879382208 1,590 10,810 SH DEFINED 1,5 10,810
TELEFONOS DE MEXICO COMMON 879403780 28,947 358,200 SH DEFINED 1 358,200
TELEFONOS DE MEXICO COMMON 879403780 7,798 96,500 SH DEFINED 1,5 96,500
TELEFONOS DE MEXICO COMMON 879403780 210 2,600 SH DEFINED 1,6 2,600
TELEFONOS DE MEXICO COMMON 879403780 4,782 59,180 SH DEFINED 1,7 59,180
TELEFONOS DE MEXICO COMMON 879403780 2,674 33,084 SH DEFINED 2 33,084
TELEFONOS DE MEXICO COMMON 879403780 97 1,200 SH DEFINED 2,4 1,200
TELEFONOS DE MEXICO S A CONVERT 879403AD5 4,851 4,750,000 PRN DEFINED 1 4,750,000
TELEFONOS DE MEXICO S A CONVERT 879403AD5 750 750,000 PRN DEFINED 2 750,000
TELEKOMINK INDO ADR COMMON 715684106 1,195 96,120 SH DEFINED 1,7 96,120
TELETECH HOLDINGS INC COMMON 879939106 2,288 226,000 SH DEFINED 1 226,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TELLABS INC. COMMON 879664100 73,675 1,090,474 SH DEFINED 1 1,090,474
TELLABS INC. COMMON 879664100 57,428 850,000 SH DEFINED 1,2 850,000
TELLABS INC. COMMON 879664100 28,376 420,000 SH DEFINED 1,3 420,000
TELLABS INC. COMMON 879664100 4,000 59,200 SH DEFINED 1,6 59,200
TELLABS INC. COMMON 879664100 2,561 37,900 SH DEFINED 2 37,900
TELLABS INC. COMMON 879664100 372 5,500 SH DEFINED 2,4 5,500
TEMPLE INLAND INC COMMON 879868107 642 9,400 SH DEFINED 1 9,400
TEMPLE INLAND INC COMMON 879868107 109 1,600 SH DEFINED 1,6 1,600
TENET HEALTHCARE
CORPORATION COMMON 88033G100 2,506 135,000 SH DEFINED 1 135,000
TERADYNE INC. COMMON 880770102 64,699 901,735 SH DEFINED 1 901,735
TERADYNE INC. COMMON 880770102 143,500 2,000,000 SH DEFINED 1,2 2,000,000
TERADYNE INC. COMMON 880770102 165 2,300 SH DEFINED 1,6 2,300
TERADYNE INC. COMMON 880770102 5,274 73,500 SH DEFINED 2 73,500
TERADYNE INC. COMMON 880770102 301 4,200 SH DEFINED 2,4 4,200
TEREX CORP COMMON 880779103 2,332 76,600 SH DEFINED 1 76,600
TETRA TECH INC COMMON 88162G103 14,085 853,650 SH DEFINED 1 853,650
TETRA TECH INC COMMON 88162G103 23 1,375 SH DEFINED 1,6 1,375
TETRA TECH INC COMMON 88162G103 225 13,625 SH DEFINED 2 13,625
TETRA TECH INC COMMON 88162G103 95 5,781 SH DEFINED 2,4 5,781
TEVA PHARMACEUTICAL IND ADR COMMON 881624209 4,003 81,700 SH DEFINED 1 81,700
TEXACO INC COMMON 881694103 600 9,600 SH DEFINED 1 9,600
TEXACO INC COMMON 881694103 100 1,600 SH DEFINED 1,6 1,600
TEXAS INSTRUMENTS INC. COMMON 882508104 109,693 756,500 SH DEFINED 1 756,500
TEXAS INSTRUMENTS INC. COMMON 882508104 181,250 1,250,000 SH DEFINED 1,2 1,250,000
TEXAS INSTRUMENTS INC. COMMON 882508104 18,850 130,000 SH DEFINED 1,3 130,000
TEXAS INSTRUMENTS INC. COMMON 882508104 464 3,200 SH DEFINED 2 3,200
TEXAS INSTRUMENTS INC. COMMON 882508104 1,030 7,100 SH DEFINED 2,4 7,100
TEXAS UTILITIES CO COMMON 882848104 22,132 536,540 SH DEFINED 1 536,540
TEXAS UTILITIES CO COMMON 882848104 20,708 502,000 SH DEFINED 1,7 502,000
TEXTRON INC. COMMON 883203101 4,066 49,400 SH DEFINED 1,5 49,400
THE BISYS GROUP INC. COMMON 055472104 9,106 155,650 SH DEFINED 1 155,650
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
THE BUCKLE INC COMMON 118440106 7,931 275,850 SH DEFINED 1 275,850
THE BUCKLE INC COMMON 118440106 17 600 SH DEFINED 1,6 600
THE BUCKLE INC COMMON 118440106 170 5,900 SH DEFINED 2 5,900
THE BUCKLE INC COMMON 118440106 114 3,950 SH DEFINED 2,4 3,950
THE MACERICH COMPANY COMMON 554382101 512 19,500 SH DEFINED 1,5 19,500
THE MEN'S WEARHOUSE COMMON 587118100 44,451 1,743,158 SH DEFINED 1 1,743,158
THE MEN'S WEARHOUSE COMMON 587118100 58,907 2,310,075 SH DEFINED 1,2 2,310,075
THE MEN'S WEARHOUSE COMMON 587118100 144 5,629 SH DEFINED 1,6 5,629
THE MEN'S WEARHOUSE COMMON 587118100 3,916 153,575 SH DEFINED 2 153,575
THE MEN'S WEARHOUSE COMMON 587118100 447 17,521 SH DEFINED 2,4 17,521
THQ INC. COMMON 872443403 3,738 130,000 SH DEFINED 1 130,000
TIFFANY & CO. COMMON 886547108 1,448 15,000 SH DEFINED 1 15,000
TIFFANY & CO. COMMON 886547108 29,384 304,500 SH DEFINED 1,2 304,500
TIFFANY & CO. COMMON 886547108 676 7,000 SH DEFINED 2 7,000
TIFFANY & CO. COMMON 886547108 193 2,000 SH DEFINED 2,4 2,000
TIME WARNER TELECOM -
CLASS A COMMON 887319101 5,455 188,100 SH DEFINED 1 188,100
TIME WARNER TELECOM -
CLASS A COMMON 887319101 452 15,600 SH DEFINED 2 15,600
TIME WARNER, INC. COMMON 887315109 647,807 8,813,700 SH DEFINED 1 8,813,700
TIME WARNER, INC. COMMON 887315109 174,563 2,375,000 SH DEFINED 1,2 2,375,000
TIME WARNER, INC. COMMON 887315109 16,905 230,000 SH DEFINED 1,3 230,000
TIME WARNER, INC. COMMON 887315109 3,168 43,100 SH DEFINED 1,6 43,100
TIME WARNER, INC. COMMON 887315109 7,681 104,500 SH DEFINED 2 104,500
TIME WARNER, INC. COMMON 887315109 1,257 17,100 SH DEFINED 2,4 17,100
TJ INTERNATIONAL INC. COMMON 872534102 4,039 130,300 SH DEFINED 1 130,300
TJ INTERNATIONAL INC. COMMON 872534102 310 10,000 SH DEFINED 1,6 10,000
TJX COMPANIES INC COMMON 872540109 20,401 612,400 SH DEFINED 1 612,400
TJX COMPANIES INC COMMON 872540109 99,938 3,000,000 SH DEFINED 1,2 3,000,000
TJX COMPANIES INC COMMON 872540109 18,922 568,000 SH DEFINED 1,3 568,000
TJX COMPANIES INC COMMON 872540109 3,188 95,700 SH DEFINED 1,6 95,700
TJX COMPANIES INC COMMON 872540109 5,587 167,700 SH DEFINED 2 167,700
TJX COMPANIES INC COMMON 872540109 340 10,200 SH DEFINED 2,4 10,200
TLC THE LASER CENTER COMMON 872934104 3,360 70,000 SH DEFINED 1 70,000
TLC THE LASER CENTER COMMON 872934104 4,944 103,000 SH DEFINED 1,6 103,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TMP WORLDWIDE INC. COMMON 872941109 8,366 131,750 SH DEFINED 1 131,750
TMP WORLDWIDE INC. COMMON 872941109 31,750 500,000 SH DEFINED 1,2 500,000
TMP WORLDWIDE INC. COMMON 872941109 108 1,700 SH DEFINED 1,6 1,700
TMP WORLDWIDE INC. COMMON 872941109 1,911 30,100 SH DEFINED 2 30,100
TMP WORLDWIDE INC. COMMON 872941109 254 4,000 SH DEFINED 2,4 4,000
TNT POST GROUP N.V. -
SPONSORED ADR COMMON 888742103 1,147 47,771 SH DEFINED 1 47,771
TOMMY HILFIGER COMMON G8915Z102 10,224 139,100 SH DEFINED 1 139,100
TOMMY HILFIGER COMMON G8915Z102 165,375 2,250,000 SH DEFINED 1,2 2,250,000
TOMMY HILFIGER COMMON G8915Z102 96 1,300 SH DEFINED 1,6 1,300
TOMMY HILFIGER COMMON G8915Z102 3,322 45,200 SH DEFINED 2 45,200
TOMMY HILFIGER COMMON G8915Z102 845 11,500 SH DEFINED 2,4 11,500
TORCHMARK CORP COMMON 891027104 1,007 29,500 SH DEFINED 1 29,500
TORCHMARK CORP COMMON 891027104 20,475 600,000 SH DEFINED 1,2 600,000
TORCHMARK CORP COMMON 891027104 1,355 39,700 SH DEFINED 1,5 39,700
TORCHMARK CORP COMMON 891027104 34 1,000 SH DEFINED 1,6 1,000
TORCHMARK CORP COMMON 891027104 996 29,200 SH DEFINED 2 29,200
TORCHMARK CORP COMMON 891027104 68 2,000 SH DEFINED 2,4 2,000
TOSCO 5.75% CVT PFD 144A CONVERT 891491201 980 20,000 SH DEFINED 1 20,000
TOTAL FINA S.A. -
SPONSORED ADR COMMON 89151E109 1,804 28,000 SH DEFINED 1 28,000
TOTAL FINA S.A. -
SPONSORED ADR COMMON 89151E109 432 6,700 SH DEFINED 1,6 6,700
TOWER AUTOMOTIVE INC COMMON 891707101 12,129 476,800 SH DEFINED 1 476,800
TOWER AUTOMOTIVE INC COMMON 891707101 18 700 SH DEFINED 1,6 700
TOWER AUTOMOTIVE INC COMMON 891707101 982 38,600 SH DEFINED 2 38,600
TOWER AUTOMOTIVE INC COMMON 891707101 137 5,400 SH DEFINED 2,4 5,400
TOYS R US INC COMMON 892335100 447 21,600 SH DEFINED 1 21,600
TOYS R US INC COMMON 892335100 2,586 125,000 SH DEFINED 1,5 125,000
TRAMMELL CROW CO COMMON 89288R106 4,533 275,800 SH DEFINED 1 275,800
TRANSACTION SYSTEMS
ARCHITECTS, INC COMMON 893416107 17,804 456,500 SH DEFINED 1 456,500
TRANSACTION SYSTEMS
ARCHITECTS, INC COMMON 893416107 27 700 SH DEFINED 1,6 700
TRANSACTION SYSTEMS
ARCHITECTS, INC COMMON 893416107 316 8,100 SH DEFINED 2 8,100
TRANSACTION SYSTEMS
ARCHITECTS, INC COMMON 893416107 195 5,000 SH DEFINED 2,4 5,000
TRANSAMERICA CORP. COMMON 893485102 968 12,900 SH DEFINED 1 12,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRANSOCEAN OFFSHORE INC COMMON G90076103 9,516 362,500 SH DEFINED 1 362,500
TRANSOCEAN OFFSHORE INC COMMON G90076103 26,250 1,000,000 SH DEFINED 1,2 1,000,000
TRANSOCEAN OFFSHORE INC COMMON G90076103 45 1,700 SH DEFINED 1,6 1,700
TRANSOCEAN OFFSHORE INC COMMON G90076103 1,814 69,100 SH DEFINED 2 69,100
TRANSOCEAN OFFSHORE INC COMMON G90076103 87 3,300 SH DEFINED 2,4 3,300
TRANSWITCH CORP COMMON 894065101 12,644 266,900 SH DEFINED 1 266,900
TRANSWITCH CORP COMMON 894065101 21 450 SH DEFINED 1,6 450
TRANSWITCH CORP COMMON 894065101 384 8,100 SH DEFINED 2 8,100
TRANSWITCH CORP COMMON 894065101 142 3,000 SH DEFINED 2,4 3,000
TRAVELERS PROPERTY CASUALTY COMMON 893939108 7,696 196,700 SH DEFINED 1 196,700
TRIAD HOSPITALS INC COMMON 89579K109 789 58,419 SH DEFINED 1 58,419
TRIAD HOSPITALS INC COMMON 89579K109 217 16,052 SH DEFINED 1,5 16,052
TRIBUNE CVT 2.00 05/18/2029 CONVERT 896047305 1,354 10,600 SH DEFINED 1,8 10,600
TRICON GLOBAL RESTAURANTS COMMON 895953107 180,972 3,343,600 SH DEFINED 1 3,343,600
TRICON GLOBAL RESTAURANTS COMMON 895953107 3,518 65,000 SH DEFINED 1,3 65,000
TRICON GLOBAL RESTAURANTS COMMON 895953107 2,652 49,000 SH DEFINED 2 49,000
TRIGON HEALTHCARE INC COMMON 89618L100 1,477 40,600 SH DEFINED 1 40,600
TRIGON HEALTHCARE INC COMMON 89618L100 27,281 750,000 SH DEFINED 1,2 750,000
TRIGON HEALTHCARE INC COMMON 89618L100 47 1,300 SH DEFINED 1,6 1,300
TRIGON HEALTHCARE INC COMMON 89618L100 1,844 50,700 SH DEFINED 2 50,700
TRIGON HEALTHCARE INC COMMON 89618L100 91 2,500 SH DEFINED 2,4 2,500
TRITON ENERGY CORP COMMON G90751101 533 49,600 SH DEFINED 1 49,600
TRITON ENERGY CORP COMMON G90751101 89 8,300 SH DEFINED 1,6 8,300
TRUSTMARK CORP COMMON 898402102 14,331 626,500 SH DEFINED 1 626,500
TRUSTMARK CORP COMMON 898402102 25 1,100 SH DEFINED 1,6 1,100
TRUSTMARK CORP COMMON 898402102 249 10,900 SH DEFINED 2 10,900
TRUSTMARK CORP COMMON 898402102 188 8,200 SH DEFINED 2,4 8,200
TUBOS DE ACERO DE
MEXICO-SP. ADR COMMON 898592506 5,892 541,800 SH DEFINED 1 541,800
TUBOS DE ACERO DE
MEXICO-SP. ADR COMMON 898592506 2,252 207,100 SH DEFINED 1,7 207,100
TUESDAY MORNING CORP COMMON 899035505 17,419 683,100 SH DEFINED 1 683,100
TUESDAY MORNING CORP COMMON 899035505 26 1,000 SH DEFINED 1,6 1,000
TUESDAY MORNING CORP COMMON 899035505 99 3,900 SH DEFINED 2 3,900
TUESDAY MORNING CORP COMMON 899035505 163 6,400 SH DEFINED 2,4 6,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TWEETER HOME
ENTERTAINMENT GROUP COMMON 901167106 2,944 75,000 SH DEFINED 1 75,000
TYCO INTERNATIONAL LTD COMMON 902124106 975,272 10,293,110 SH DEFINED 1 10,293,110
TYCO INTERNATIONAL LTD COMMON 902124106 710,625 7,500,000 SH DEFINED 1,2 7,500,000
TYCO INTERNATIONAL LTD COMMON 902124106 9,475 100,000 SH DEFINED 1,3 100,000
TYCO INTERNATIONAL LTD COMMON 902124106 8,565 90,400 SH DEFINED 1,6 90,400
TYCO INTERNATIONAL LTD COMMON 902124106 9,750 102,900 SH DEFINED 2 102,900
TYCO INTERNATIONAL LTD COMMON 902124106 2,321 24,500 SH DEFINED 2,4 24,500
U.S. FOODSERVICE COMMON 90331R101 4,497 105,500 SH DEFINED 1 105,500
U.S. FOODSERVICE COMMON 90331R101 31,969 750,000 SH DEFINED 1,2 750,000
U.S. FOODSERVICE COMMON 90331R101 55 1,300 SH DEFINED 1,6 1,300
U.S. FOODSERVICE COMMON 90331R101 1,509 35,400 SH DEFINED 2 35,400
U.S. FOODSERVICE COMMON 90331R101 111 2,600 SH DEFINED 2,4 2,600
UICI COMMON 902737105 6,636 240,200 SH DEFINED 1 240,200
ULTIMATE ELECTRONICS INC COMMON 903849107 3,638 200,000 SH DEFINED 1 200,000
UNIBANCO GDR COMMON 90458E107 3,248 135,000 SH DEFINED 1,7 135,000
UNICOM CORP HOLDING CO. COMMON 904911104 1,596 41,400 SH DEFINED 1 41,400
UNIFI INC COMMON 904677101 4,250 200,000 SH DEFINED 1,5 200,000
UNIGRAPHICS SOLUTIONS INC COMMON 904928108 3,029 161,000 SH DEFINED 1 161,000
UNILEVER NV ADR COMMON 904784709 9,409 134,891 SH DEFINED 1,5 134,891
UNIONBANCAL CORPORATION COMMON 908906100 1,019 28,200 SH DEFINED 1 28,200
UNIPHASE CORP COMMON 909149106 120,782 727,600 SH DEFINED 1 727,600
UNIPHASE CORP COMMON 909149106 124,500 750,000 SH DEFINED 1,2 750,000
UNIPHASE CORP COMMON 909149106 54,780 330,000 SH DEFINED 1,3 330,000
UNIPHASE CORP COMMON 909149106 315 1,900 SH DEFINED 1,6 1,900
UNIPHASE CORP COMMON 909149106 9,611 57,900 SH DEFINED 2 57,900
UNIPHASE CORP COMMON 909149106 847 5,100 SH DEFINED 2,4 5,100
</TABLE>
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<PAGE> 109
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNISYS CORP COMMON 909214108 590,989 15,177,900 SH DEFINED 1 15,177,900
UNISYS CORP COMMON 909214108 272,563 7,000,000 SH DEFINED 1,2 7,000,000
UNISYS CORP COMMON 909214108 17,522 450,000 SH DEFINED 1,3 450,000
UNISYS CORP COMMON 909214108 3,368 86,500 SH DEFINED 1,6 86,500
UNISYS CORP COMMON 909214108 7,558 194,100 SH DEFINED 2 194,100
UNISYS CORP COMMON 909214108 1,682 43,200 SH DEFINED 2,4 43,200
UNITED HEALTHCARE CORPORATION COMMON 910581107 15,199 242,700 SH DEFINED 1 242,700
UNITED HEALTHCARE CORPORATION COMMON 910581107 1,660 26,500 SH DEFINED 1,6 26,500
UNITED INTERNATIONAL
HOLDINGS INC. COMMON 910734102 43,182 638,549 SH DEFINED 1 638,549
UNITED MEXICAN STATES WARRANTS COMMON 593048119 253 4,033 SH DEFINED 1,7 4,033
UNITED MEXICAN STATES WARRANTS COMMON 593048119 178 2,842 SH DEFINED 1,8 2,842
UNITED NATURAL FOODS INC COMMON 911163103 8,685 350,900 SH DEFINED 1 350,900
UNITED NATURAL FOODS INC COMMON 911163103 10 400 SH DEFINED 1,6 400
UNITED NATURAL FOODS INC COMMON 911163103 82 3,300 SH DEFINED 2 3,300
UNITED NATURAL FOODS INC COMMON 911163103 64 2,600 SH DEFINED 2,4 2,600
UNITED PAYORS & UNITED PROV COMMON 911319101 6,286 271,100 SH DEFINED 1 271,100
UNITED RENTALS 6.5%
144A CVT PFD CONVERT 91136H207 5,573 120,500 SH DEFINED 1 120,500
UNITED TECHNOLOGIES CORP. COMMON 913017109 69,022 962,818 SH DEFINED 1 962,818
UNITED TECHNOLOGIES CORP. COMMON 913017109 146,959 2,050,000 SH DEFINED 1,2 2,050,000
UNITED TECHNOLOGIES CORP. COMMON 913017109 22,653 316,000 SH DEFINED 1,3 316,000
UNITED TECHNOLOGIES CORP. COMMON 913017109 5,570 77,700 SH DEFINED 1,6 77,700
UNITED TECHNOLOGIES CORP. COMMON 913017109 158 2,200 SH DEFINED 2 2,200
UNITED TECHNOLOGIES CORP. COMMON 913017109 602 8,400 SH DEFINED 2,4 8,400
UNITRODE CORP COMMON 913283107 21,008 732,300 SH DEFINED 1 732,300
UNITRODE CORP COMMON 913283107 32 1,100 SH DEFINED 1,6 1,100
UNITRODE CORP COMMON 913283107 313 10,900 SH DEFINED 2 10,900
UNITRODE CORP COMMON 913283107 255 8,900 SH DEFINED 2,4 8,900
UNIVERSAL HEALTH SERVICES -
CLASS B COMMON 913903100 50,944 1,066,900 SH DEFINED 1 1,066,900
UNIVERSAL HEALTH SERVICES -
CLASS B COMMON 913903100 83,563 1,750,000 SH DEFINED 1,2 1,750,000
UNIVERSAL HEALTH SERVICES -
CLASS B COMMON 913903100 3,682 77,100 SH DEFINED 1,3 77,100
UNIVERSAL HEALTH SERVICES -
CLASS B COMMON 913903100 1,647 34,500 SH DEFINED 1,6 34,500
UNIVERSAL HEALTH SERVICES -
CLASS B COMMON 913903100 4,178 87,500 SH DEFINED 2 87,500
UNIVERSAL HEALTH SERVICES -
CLASS B COMMON 913903100 430 9,000 SH DEFINED 2,4 9,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNIVISION COMMUNICATIONS INC COMMON 914906102 35,680 540,600 SH DEFINED 1 540,600
UNIVISION COMMUNICATIONS INC COMMON 914906102 96,716 1,465,400 SH DEFINED 1,2 1,465,400
UNIVISION COMMUNICATIONS INC COMMON 914906102 191 2,900 SH DEFINED 1,6 2,900
UNIVISION COMMUNICATIONS INC COMMON 914906102 7,689 116,500 SH DEFINED 2 116,500
UNIVISION COMMUNICATIONS INC COMMON 914906102 343 5,200 SH DEFINED 2,4 5,200
US LIQUIDS INC COMMON 902974104 5,901 282,700 SH DEFINED 1 282,700
US ONCOLOGY INC COMMON 90338W103 432 36,002 SH DEFINED 1 36,002
US WEST INC COMMON 91273H101 14,100 240,000 SH DEFINED 1,3 240,000
US WEST INC COMMON 91273H101 1,763 30,000 SH DEFINED 1,5 30,000
USA NETWORKS INC COMMON 902984103 2,520 62,800 SH DEFINED 1 62,800
USA NETWORKS INC COMMON 902984103 52,877 1,317,800 SH DEFINED 1,2 1,317,800
USA NETWORKS INC COMMON 902984103 3,230 80,500 SH DEFINED 1,3 80,500
USA NETWORKS INC COMMON 902984103 92 2,300 SH DEFINED 1,6 2,300
USA NETWORKS INC COMMON 902984103 2,484 61,900 SH DEFINED 2 61,900
USA NETWORKS INC COMMON 902984103 181 4,500 SH DEFINED 2,4 4,500
USEC INC. COMMON 90333E108 1,232 82,850 SH DEFINED 1 82,850
USEC INC. COMMON 90333E108 15,112 1,015,900 SH DEFINED 1,6 1,015,900
USG CORP COMMON 903293405 518 9,250 SH DEFINED 1 9,250
USG CORP COMMON 903293405 10,080 180,000 SH DEFINED 1,3 180,000
USG CORP COMMON 903293405 8,753 156,300 SH DEFINED 1,6 156,300
UST CORP. COMMON 902900109 584 19,300 SH DEFINED 1 19,300
UST, INC. COMMON 902911106 720 24,600 SH DEFINED 1,5 24,600
USWEB CORP COMMON 917327108 33,860 1,526,100 SH DEFINED 1 1,526,100
USWEB CORP COMMON 917327108 22 1,000 SH DEFINED 1,6 1,000
USWEB CORP COMMON 917327108 1,338 60,300 SH DEFINED 2 60,300
USWEB CORP COMMON 917327108 175 7,900 SH DEFINED 2,4 7,900
USX-MARATHON GROUP COMMON 902905827 710 21,800 SH DEFINED 1 21,800
USX-MARATHON GROUP COMMON 902905827 16,509 507,000 SH DEFINED 1,3 507,000
USX-MARATHON GROUP COMMON 902905827 111 3,400 SH DEFINED 1,6 3,400
UTI ENERGY CORP COMMON 903387108 663 40,000 SH DEFINED 1 40,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VALASSIS COMMUNICATIONS INC. COMMON 918866104 13,059 356,550 SH DEFINED 1 356,550
VALASSIS COMMUNICATIONS INC. COMMON 918866104 41,203 1,125,000 SH DEFINED 1,2 1,125,000
VALASSIS COMMUNICATIONS INC. COMMON 918866104 99 2,700 SH DEFINED 1,6 2,700
VALASSIS COMMUNICATIONS INC. COMMON 918866104 2,648 72,300 SH DEFINED 2 72,300
VALASSIS COMMUNICATIONS INC. COMMON 918866104 308 8,400 SH DEFINED 2,4 8,400
VARCO INTERNATONAL INC COMMON 922126107 1,613 147,500 SH DEFINED 1 147,500
VARCO INTERNATONAL INC COMMON 922126107 35,273 3,225,000 SH DEFINED 1,2 3,225,000
VARCO INTERNATONAL INC COMMON 922126107 60 5,500 SH DEFINED 1,6 5,500
VARCO INTERNATONAL INC COMMON 922126107 1,631 149,100 SH DEFINED 2 149,100
VARCO INTERNATONAL INC COMMON 922126107 135 12,300 SH DEFINED 2,4 12,300
VARIAN INC COMMON 922206107 7,632 565,300 SH DEFINED 1 565,300
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 7,330 290,300 SH DEFINED 1 290,300
VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 6,290 370,000 SH DEFINED 1 370,000
VENTANA MEDICAL SYSTEMS COMMON 92276H106 4,183 218,700 SH DEFINED 1 218,700
VENTAS INC. COMMON 92276F100 4,623 860,000 SH DEFINED 1 860,000
VERIO INC. COMMON 923433106 6,790 97,700 SH DEFINED 1 97,700
VERIO INC. COMMON 923433106 52,125 750,000 SH DEFINED 1,2 750,000
VERIO INC. COMMON 923433106 104 1,500 SH DEFINED 1,6 1,500
VERIO INC. COMMON 923433106 3,218 46,300 SH DEFINED 2 46,300
VERIO INC. COMMON 923433106 174 2,500 SH DEFINED 2,4 2,500
VERITAS DGC INC COMMON 92343P107 203 11,100 SH DEFINED 1 11,100
VERITAS DGC INC COMMON 92343P107 38 2,100 SH DEFINED 1,6 2,100
VERITAS SOFTWARE CORP. COMMON 923436109 43,500 458,200 SH DEFINED 1 458,200
VERITAS SOFTWARE CORP. COMMON 923436109 130,454 1,374,100 SH DEFINED 1,2 1,374,100
VERITAS SOFTWARE CORP. COMMON 923436109 9,494 100,000 SH DEFINED 1,3 100,000
VERITAS SOFTWARE CORP. COMMON 923436109 2,943 31,000 SH DEFINED 1,6 31,000
VERITAS SOFTWARE CORP. COMMON 923436109 7,201 75,850 SH DEFINED 2 75,850
VERITAS SOFTWARE CORP. COMMON 923436109 921 9,700 SH DEFINED 2,4 9,700
VERITAS SOFTWARE CVT CONVERT 923436AB5 19,986 8,525,000 PRN DEFINED 1 8,525,000
VERITAS SOFTWARE CVT CONVERT 923436AB5 38,799 16,550,000 PRN DEFINED 1,2 16,550,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VERITY, INC COMMON 92343C106 16,278 300,400 SH DEFINED 1 300,400
VERITY, INC COMMON 92343C106 22 400 SH DEFINED 1,6 400
VERITY, INC COMMON 92343C106 233 4,300 SH DEFINED 2 4,300
VERITY, INC COMMON 92343C106 173 3,200 SH DEFINED 2,4 3,200
VERSATEL TELECOM WTS. COMMON 925301111 1,868 37,170 SH DEFINED 1 37,170
VERSATEL TELECOM WTS. COMMON 925301111 6 110 SH DEFINED 2,4 110
VERSIGN INC COMMON 92343E102 10,954 127,000 SH DEFINED 1 127,000
VERSIGN INC COMMON 92343E102 43,125 500,000 SH DEFINED 1,2 500,000
VERSIGN INC COMMON 92343E102 104 1,200 SH DEFINED 1,6 1,200
VERSIGN INC COMMON 92343E102 3,312 38,400 SH DEFINED 2 38,400
VERSIGN INC COMMON 92343E102 293 3,400 SH DEFINED 2,4 3,400
VETERINARY CENTERS OF
AMERICA, INC. COMMON 925514101 6,802 501,500 SH DEFINED 1 501,500
VETERINARY CENTERS OF
AMERICA, INC. COMMON 925514101 15 1,100 SH DEFINED 1,6 1,100
VETERINARY CENTERS OF
AMERICA, INC. COMMON 925514101 148 10,900 SH DEFINED 2 10,900
VETERINARY CENTERS OF
AMERICA, INC. COMMON 925514101 117 8,600 SH DEFINED 2,4 8,600
VF CORP COMMON 918204108 8,978 210,000 SH DEFINED 1,3 210,000
VF CORP COMMON 918204108 8,058 188,500 SH DEFINED 1,5 188,500
VIACOM INC - CLASS B COMMON 925524308 1,452 33,000 SH DEFINED 1 33,000
VIAD CORP COMMON 92552R109 2,416 78,100 SH DEFINED 1 78,100
VIAD CORP COMMON 92552R109 44,859 1,450,000 SH DEFINED 1,2 1,450,000
VIAD CORP COMMON 92552R109 3,094 100,000 SH DEFINED 1,3 100,000
VIAD CORP COMMON 92552R109 77 2,500 SH DEFINED 1,6 2,500
VIAD CORP COMMON 92552R109 2,057 66,500 SH DEFINED 2 66,500
VIAD CORP COMMON 92552R109 155 5,000 SH DEFINED 2,4 5,000
VIATEL INC COMMON 925529208 16,144 287,652 SH DEFINED 1 287,652
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 2,783 132,500 SH DEFINED 1 132,500
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 52,500 2,500,000 SH DEFINED 1,2 2,500,000
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 105 5,000 SH DEFINED 1,6 5,000
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 3,058 145,625 SH DEFINED 2 145,625
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 184 8,750 SH DEFINED 2,4 8,750
VISUAL NETWORKS INC. COMMON 928444108 13,478 421,200 SH DEFINED 1 421,200
VISUAL NETWORKS INC. COMMON 928444108 29 900 SH DEFINED 1,6 900
VISUAL NETWORKS INC. COMMON 928444108 278 8,700 SH DEFINED 2 8,700
VISUAL NETWORKS INC. COMMON 928444108 208 6,500 SH DEFINED 2,4 6,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VISX INC COMMON 92844S105 109,643 1,384,600 SH DEFINED 1 1,384,600
VISX INC COMMON 92844S105 9,756 123,200 SH DEFINED 1,6 123,200
VISX INC COMMON 92844S105 3,920 49,500 SH DEFINED 2 49,500
VISX INC COMMON 92844S105 317 4,000 SH DEFINED 2,4 4,000
VITESSE SEMICONDUCTOR CORP COMMON 928497106 29,039 430,600 SH DEFINED 1 430,600
VITESSE SEMICONDUCTOR CORP COMMON 928497106 56,364 835,800 SH DEFINED 1,2 835,800
VITESSE SEMICONDUCTOR CORP COMMON 928497106 6,744 100,000 SH DEFINED 1,3 100,000
VITESSE SEMICONDUCTOR CORP COMMON 928497106 142 2,100 SH DEFINED 1,6 2,100
VITESSE SEMICONDUCTOR CORP COMMON 928497106 3,669 54,400 SH DEFINED 2 54,400
VITESSE SEMICONDUCTOR CORP COMMON 928497106 432 6,400 SH DEFINED 2,4 6,400
VODAFONE AIRTOUCH PLC -
SPONS. ADR COMMON 92857T107 293,451 1,489,600 SH DEFINED 1 1,489,600
VODAFONE AIRTOUCH PLC -
SPONS. ADR COMMON 92857T107 5,299 26,800 SH DEFINED 1,6 26,800
VODAFONE AIRTOUCH PLC -
SPONS. ADR COMMON 92857T107 2,821 14,250 SH DEFINED 2 14,250
VORNADO REALTY TRUST COMMON 929042109 3,450 97,700 SH DEFINED 1,5 97,700
VULCAN MATERIALS COMPANY COMMON 929160109 3,604 74,700 SH DEFINED 1,5 74,700
W.R. GRACE & CO COMMON 38388F108 7,554 411,100 SH DEFINED 1 411,100
W.R. GRACE & CO COMMON 38388F108 105 5,700 SH DEFINED 1,6 5,700
WACHOVIA CORP. COMMON 929771103 6,417 75,000 SH DEFINED 1,5 75,000
WACKENHUT CORRECTIONS CORP COMMON 929798106 5,563 280,800 SH DEFINED 1 280,800
WAL-MART STORES, INC COMMON 931142103 390,619 8,095,740 SH DEFINED 1 8,095,740
WAL-MART STORES, INC COMMON 931142103 265,375 5,500,000 SH DEFINED 1,2 5,500,000
WAL-MART STORES, INC COMMON 931142103 19,300 400,000 SH DEFINED 1,3 400,000
WAL-MART STORES, INC COMMON 931142103 10,451 216,600 SH DEFINED 1,6 216,600
WAL-MART STORES, INC COMMON 931142103 3,378 70,000 SH DEFINED 2 70,000
WAL-MART STORES, INC COMMON 931142103 1,033 21,400 SH DEFINED 2,4 21,400
WALT DISNEY COMPANY COMMON 254687106 28 900 SH DEFINED 1 900
WARNER-LAMBERT CO. COMMON 934488107 628,849 9,064,489 SH DEFINED 1 9,064,489
WARNER-LAMBERT CO. COMMON 934488107 388,500 5,600,000 SH DEFINED 1,2 5,600,000
WARNER-LAMBERT CO. COMMON 934488107 4,697 67,700 SH DEFINED 1,6 67,700
WARNER-LAMBERT CO. COMMON 934488107 6,660 96,000 SH DEFINED 2 96,000
WARNER-LAMBERT CO. COMMON 934488107 1,637 23,600 SH DEFINED 2,4 23,600
WASHINGTON MUTUAL INC. COMMON 939322103 3,025 85,512 SH DEFINED 1 85,512
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WASTE CONNECTIONS INC. COMMON 941053100 6,658 218,300 SH DEFINED 1 218,300
WASTE INDUSTRIES INC COMMON 941058109 1,657 92,700 SH DEFINED 1 92,700
WASTE MANAGEMENT INC. COMMON 94106L109 25,435 4,194,142 SH DEFINED 1 4,194,142
WASTE MANAGEMENT INC. COMMON 94106L109 40,313 750,000 SH DEFINED 1,2 750,000
WASTE MANAGEMENT INC. COMMON 94106L109 4,031 75,000 SH DEFINED 1,5 75,000
WASTE MANAGEMENT INC. COMMON 94106L109 81 1,500 SH DEFINED 1,6 1,500
WASTE MANAGEMENT INC. COMMON 94106L109 5,323 99,037 SH DEFINED 2 99,037
WASTE MANAGEMENT INC. COMMON 94106L109 153 2,842 SH DEFINED 2,4 2,842
WATERS CORP. COMMON 941848103 56,180 1,057,500 SH DEFINED 1 1,057,500
WATERS CORP. COMMON 941848103 47,813 900,000 SH DEFINED 1,2 900,000
WATERS CORP. COMMON 941848103 11,263 212,000 SH DEFINED 1,3 212,000
WATERS CORP. COMMON 941848103 138 2,600 SH DEFINED 1,6 2,600
WATERS CORP. COMMON 941848103 4,016 75,600 SH DEFINED 2 75,600
WATERS CORP. COMMON 941848103 478 9,000 SH DEFINED 2,4 9,000
WATSON PHARMACEUTICALS COMMON 942683103 46,987 1,340,101 SH DEFINED 1 1,340,101
WATSON PHARMACEUTICALS COMMON 942683103 26,297 750,000 SH DEFINED 1,2 750,000
WATSON PHARMACEUTICALS COMMON 942683103 7,013 200,000 SH DEFINED 1,3 200,000
WATSON PHARMACEUTICALS COMMON 942683103 53 1,500 SH DEFINED 1,6 1,500
WATSON PHARMACEUTICALS COMMON 942683103 1,897 54,100 SH DEFINED 2 54,100
WATSON PHARMACEUTICALS COMMON 942683103 98 2,800 SH DEFINED 2,4 2,800
WBK STRYPES TRUST CVT PFD CONVERT 929229102 4,112 127,000 SH DEFINED 1 127,000
WBK STRYPES TRUST CVT PFD CONVERT 929229102 97 3,000 SH DEFINED 2,4 3,000
WEATHERFORD INTERNATIONAL COMMON 947074100 5,582 152,400 SH DEFINED 1 152,400
WEATHERFORD INTERNATIONAL COMMON 947074100 36,625 1,000,000 SH DEFINED 1,2 1,000,000
WEATHERFORD INTERNATIONAL COMMON 947074100 73 2,000 SH DEFINED 1,6 2,000
WEATHERFORD INTERNATIONAL COMMON 947074100 2,392 65,300 SH DEFINED 2 65,300
WEATHERFORD INTERNATIONAL COMMON 947074100 128 3,500 SH DEFINED 2,4 3,500
WEEKS CORP COMMON 94856P102 683 22,400 SH DEFINED 1,5 22,400
WELLS FARGO COMPANY COMMON 949746101 24,474 572,500 SH DEFINED 1 572,500
WESCO INTERNATIONAL INC COMMON 95082P105 2,460 120,000 SH DEFINED 1 120,000
WESTCOAST ENERGY INC COMMON 95751D102 1,529 77,400 SH DEFINED 1 77,400
WESTERN WIRELESS CORP -
CLASS A COMMON 95988E204 4,199 155,500 SH DEFINED 1 155,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESTINGHOUSE AIR BRAKE CO COMMON 960386100 1,945 75,000 SH DEFINED 1 75,000
WESTPOINT STEVENS INC COMMON 961238102 2,236 75,000 SH DEFINED 1 75,000
WESTVACO CORP. COMMON 961548104 4,350 150,000 SH DEFINED 1,5 150,000
WET SEAL INC - CLASS A COMMON 961840105 9,163 320,100 SH DEFINED 1 320,100
WET SEAL INC - CLASS A COMMON 961840105 20 700 SH DEFINED 1,6 700
WET SEAL INC - CLASS A COMMON 961840105 140 4,900 SH DEFINED 2 4,900
WET SEAL INC - CLASS A COMMON 961840105 94 3,300 SH DEFINED 2,4 3,300
WEYERHAUSER CORP COMMON 962166104 626 9,100 SH DEFINED 1 9,100
WEYERHAUSER CORP COMMON 962166104 110 1,600 SH DEFINED 1,6 1,600
WHIRLPOOL CORP COMMON 963320106 6,290 85,000 SH DEFINED 1,5 85,000
WHITE CAP INDUSTRIES INC COMMON 963505102 2,253 190,700 SH DEFINED 1 190,700
WILD OATS MARKETS INC COMMON 96808B107 15,216 501,450 SH DEFINED 1 501,450
WILD OATS MARKETS INC COMMON 96808B107 15 500 SH DEFINED 1,6 500
WILD OATS MARKETS INC COMMON 96808B107 176 5,800 SH DEFINED 2 5,800
WILD OATS MARKETS INC COMMON 96808B107 115 3,800 SH DEFINED 2,4 3,800
WILLIAMS COS COMMON 969457100 21,520 505,600 SH DEFINED 1 505,600
WILLIAMS COS COMMON 969457100 183 4,300 SH DEFINED 1,6 4,300
WILLIAMS COS COMMON 969457100 1,636 38,430 SH DEFINED 2 38,430
WILLIAMS-SONOMA INC. COMMON 969904101 11,140 320,000 CALL DEFINED 1 320,000
WILMAR INDUSTRIES INC. COMMON 971426101 390 30,000 SH DEFINED 1 30,000
WINDMERE-DURABLE HOLDINGS COMMON 973411101 4,236 251,000 SH DEFINED 1 251,000
WINSTAR COMMUNICATIONS COMMON 975515107 26,198 537,387 SH DEFINED 1 537,387
WINSTAR COMMUNICATIONS COMMON 975515107 975 20,000 SH DEFINED 2 20,000
WINSTAR COMMUNICATIONS CVT PFD CONVERT 975515875 1,960 35,000 SH DEFINED 1 35,000
WINSTAR COMMUNICATIONS CVT. CONVERT 975515800 30 300 SH DEFINED 2 300
WIRELESS ONE WARRANTS COMMON 97652H117 0 40,800 SH DEFINED 1 40,800
WIZTEC SOLUTIONS LTD COMMON M98105105 831 35,000 SH DEFINED 1 35,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WMX TECHNOLOGIES 2% CVT CONVERT 92929QAF4 1,695 1,555,000 PRN DEFINED 1,8 1,555,000
WOOD BANCORP INC COMMON 978237105 221 11,500 SH DEFINED 1 11,500
WORLD COLOR PRESS, INC. COMMON 981443104 6,765 246,000 SH DEFINED 1 246,000
WW GRAINGER INC COMMON 384802104 4,978 92,500 SH DEFINED 1,5 92,500
WYNDHAM INTERNATIONAL -
CLASS A COMMON 983101106 385 85,532 SH DEFINED 1,5 85,532
XEROX CORP. COMMON 984121103 63,114 1,068,600 SH DEFINED 1 1,068,600
XEROX CORP. COMMON 984121103 4,312 73,000 SH DEFINED 1,5 73,000
XEROX CORP. COMMON 984121103 3,078 52,122 SH DEFINED 2 52,122
XILINX INC. COMMON 983919101 48,843 853,150 SH DEFINED 1 853,150
XILINX INC. COMMON 983919101 229,000 4,000,000 SH DEFINED 1,2 4,000,000
XILINX INC. COMMON 983919101 229 4,000 SH DEFINED 1,6 4,000
XILINX INC. COMMON 983919101 6,601 115,300 SH DEFINED 2 115,300
XILINX INC. COMMON 983919101 1,277 22,300 SH DEFINED 2,4 22,300
XIRCOM INC. COMMON 983922105 8,153 271,200 SH DEFINED 1 271,200
XIRCOM INC. COMMON 983922105 15 500 SH DEFINED 1,6 500
XIRCOM INC. COMMON 983922105 174 5,800 SH DEFINED 2 5,800
XIRCOM INC. COMMON 983922105 126 4,200 SH DEFINED 2,4 4,200
XL CAPITAL LTD - CLASS A COMMON G98255105 52,093 922,000 SH DEFINED 1 922,000
XL CAPITAL LTD - CLASS A COMMON G98255105 593 10,500 SH DEFINED 2 10,500
XOMED SURGICAL PRODUCTS INC COMMON 98412V107 23,779 488,400 SH DEFINED 1 488,400
XOMED SURGICAL PRODUCTS INC COMMON 98412V107 29 600 SH DEFINED 1,6 600
XOMED SURGICAL PRODUCTS INC COMMON 98412V107 399 8,200 SH DEFINED 2 8,200
XOMED SURGICAL PRODUCTS INC COMMON 98412V107 260 5,350 SH DEFINED 2,4 5,350
YAHOO!, INC. COMMON 984332106 56,257 326,600 SH DEFINED 1 326,600
YAHOO!, INC. COMMON 984332106 133,494 775,000 SH DEFINED 1,2 775,000
YAHOO!, INC. COMMON 984332106 32,728 190,000 SH DEFINED 1,3 190,000
YAHOO!, INC. COMMON 984332106 2,136 12,400 SH DEFINED 2 12,400
YAHOO!, INC. COMMON 984332106 930 5,400 SH DEFINED 2,4 5,400
YORK INTERNATIONAL CORP. COMMON 986670107 7,462 174,300 SH DEFINED 1,5 174,300
YOUNG & RUBICAM INC. COMMON 987425105 22,105 486,500 SH DEFINED 1 486,500
YOUNG & RUBICAM INC. COMMON 987425105 1,499 33,000 SH DEFINED 2 33,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
YPF SA ADR COMMON 984245100 4,313 113,500 SH DEFINED 2 113,500
YPF SA ADR COMMON 984245100 197 4,400 SH DEFINED 2,4 4,400
ZALE CORP COMMON 988858106 6,654 166,350 SH DEFINED 1 166,350
ZALE CORP COMMON 988858106 724 18,100 SH DEFINED 2 18,100
ZIONS BANCORPORATION COMMON 989701107 2,991 47,100 SH DEFINED 1 47,100
ZIONS BANCORPORATION COMMON 989701107 41,275 650,000 SH DEFINED 1,2 650,000
ZIONS BANCORPORATION COMMON 989701107 70 1,100 SH DEFINED 1,6 1,100
ZIONS BANCORPORATION COMMON 989701107 2,527 39,800 SH DEFINED 2 39,800
ZIONS BANCORPORATION COMMON 989701107 165 2,600 SH DEFINED 2,4 2,600
ZOLL MEDICAL CORP. COMMON 989922109 300 25,000 SH DEFINED 1 25,000
ZOMAX INC COMMON 989929104 7,260 165,000 SH DEFINED 1 165,000
</TABLE>
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