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<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: March 31, 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.
Address: 11 Greenway Plaza, Suite 100
Houston, TX 77046
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:
/s/ CAROL F. RELIHAN Houston, Texas 5/12/99
- --------------------------- ---------------------- -------------
Report Type (Check only one.):
[ ] 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).)
[X] 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).)
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28- 7306 INVESCO (NY), Inc.
-------------------------------------------
<PAGE> 2
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 8
Form 13F Information Table Entry Total: 3,295
Form 13F Information Table Value Total: $68,021,231
(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.
No. Form 13F File Number Name
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 Group Canada Inc.
7 28- ____ INVESCO Asset Management Limited
8 28- 7306 INVESCO (NY), Inc.
<PAGE> 3
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
- -------------------------------- -------- --------- -------- ---------------------- -------- ------------ -----------------------
TITLE CUSIP VALUE SHARES / SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS NUMBER (x$1000) PRINCIPAL AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------------------------- -------- --------- --------- ------------- --- ---- -------- ------------ --------- ------ ------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3COM CORPORATION COMMON 885535104 6,786 291,100 SH DEFINED 1 291,100
3COM CORPORATION COMMON 885535104 46,625 2,000,000 SH DEFINED 1, 2 2,000,000
3COM CORPORATION COMMON 885535104 844 36,200 SH DEFINED 2 36,200
3COM CORPORATION COMMON 885535104 168 7,200 SH DEFINED 2, 4 7,200
4FRONT TECHNOLOGIES INC COMMON 351042106 3,864 365,800 SH DEFINED 1 365,800
99 CENTS ONLY STORES COMMON 65440K106 11,295 266,156 SH DEFINED 1 266,156
99 CENTS ONLY STORES COMMON 65440K106 146 3,450 SH DEFINED 2, 4 3,450
99 CENTS ONLY STORES COMMON 65440K106 23 550 SH DEFINED 2, 6 550
A T & T CORP COMMON 001957109 169,497 2,123,694 SH DEFINED 1 2,123,694
A T & T CORP COMMON 001957109 254,039 3,182,942 SH DEFINED 1, 2 3,182,942
A T & T CORP COMMON 001957109 36,132 452,710 SH DEFINED 1, 3 452,710
A T & T CORP COMMON 001957109 1,665 20,860 SH DEFINED 2 20,860
A T & T CORP COMMON 001957109 815 10,206 SH DEFINED 2, 4 10,206
A.F.P. PROVIDA SA SPONSORED
ADR COMMON 00709P108 2,369 126,335 SH DEFINED 1, 7 126,335
ABACUS DIRECT CORP COMMON 002553105 18,188 221,800 SH DEFINED 1 221,800
ABACUS DIRECT CORP COMMON 002553105 139 1,700 SH DEFINED 2, 4 1,700
ABACUS DIRECT CORP COMMON 002553105 25 300 SH DEFINED 2, 6 300
ABBOTT LABORATORIES COMMON 002824100 73,791 1,576,300 SH DEFINED 1 1,576,300
ABBOTT LABORATORIES COMMON 002824100 234,063 5,000,000 SH DEFINED 1, 2 5,000,000
ABBOTT LABORATORIES COMMON 002824100 5,945 127,000 SH DEFINED 1, 3 127,000
ABBOTT LABORATORIES COMMON 002824100 14,077 300,700 SH DEFINED 1, 5 300,700
ABBOTT LABORATORIES COMMON 002824100 1,198 25,600 SH DEFINED 2, 4 25,600
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 38,402 417,408 SH DEFINED 1 417,408
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 119,140 1,295,000 SH DEFINED 1, 2 1,295,000
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 9,200 100,000 SH DEFINED 1, 3 100,000
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 1,187 12,900 SH DEFINED 2 12,900
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 894 9,722 SH DEFINED 2, 4 9,722
ABERCROMBIE & FITCH CO
- CLASS A COMMON 002896207 46 500 SH DEFINED 2, 6 500
</TABLE>
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<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ABN AMRO HOLDING NV--SP ADR COMMON 000937102 1,241 60,000 SH DEFINED 1, 5 60,000
ACCLAIM ENTERTAINMENT INC. COMMON 004325205 3,935 440,300 SH DEFINED 1 440,300
ACCLAIM ENTERTAINMENT INC. COMMON 004325205 326 36,500 SH DEFINED 1, 5 36,500
ACCLAIM ENTERTAINMENT INC. COMMON 004325205 40 4,500 SH DEFINED 2, 4 4,500
ACCLAIM ENTERTAINMENT INC. COMMON 004325205 4 500 SH DEFINED 2, 6 500
ACNIELSON CORPORATION COMMON 004833109 8,015 295,500 SH DEFINED 1 295,500
ACT NETWORKS INC. COMMON 000975102 2,984 155,000 SH DEFINED 1 155,000
ACTEL CORP COMMON 004934105 4,532 275,700 SH DEFINED 1 275,700
ACTION PERFORMANCE COS INC COMMON 004933107 9,074 301,200 SH DEFINED 1 301,200
ACTION PERFORMANCE COS INC COMMON 004933107 15,063 500,000 SH DEFINED 1, 2 500,000
ACTION PERFORMANCE COS INC COMMON 004933107 232 7,700 SH DEFINED 2 7,700
ACTION PERFORMANCE COS INC COMMON 004933107 145 4,800 SH DEFINED 2, 4 4,800
ACTION PERFORMANCE COS INC COMMON 004933107 12 400 SH DEFINED 2, 6 400
ACTIVISION, INC. COMMON 004930202 309 25,000 SH DEFINED 1 25,000
ACXIOM CORPORATION COMMON 005125109 20,459 772,020 SH DEFINED 1 772,020
ACXIOM CORPORATION COMMON 005125109 557 21,000 SH DEFINED 1, 5 21,000
ACXIOM CORPORATION COMMON 005125109 146 5,500 SH DEFINED 2, 4 5,500
ACXIOM CORPORATION COMMON 005125109 19 700 SH DEFINED 2, 6 700
ADAPTEC INC COMMON 00651F108 2,765 121,200 SH DEFINED 1 121,200
ADAPTEC INC COMMON 00651F108 45,625 2,000,000 SH DEFINED 1, 2 2,000,000
ADAPTEC INC COMMON 00651F108 844 37,000 SH DEFINED 2 37,000
ADAPTEC INC COMMON 00651F108 171 7,500 SH DEFINED 2, 4 7,500
ADC TELECOMMUNICATIONS COMMON 000886101 10,763 225,700 SH DEFINED 1 225,700
ADC TELECOMMUNICATIONS COMMON 000886101 53,200 1,115,600 SH DEFINED 1, 2 1,115,600
ADC TELECOMMUNICATIONS COMMON 000886101 906 19,000 SH DEFINED 2 19,000
ADC TELECOMMUNICATIONS COMMON 000886101 191 4,000 SH DEFINED 2, 4 4,000
ADVANCE PARADIGM INC COMMON 007491103 31,038 491,200 SH DEFINED 1 491,200
ADVANCE PARADIGM INC COMMON 007491103 221 3,500 SH DEFINED 2, 4 3,500
ADVANCE PARADIGM INC COMMON 007491103 32 500 SH DEFINED 2, 6 500
ADVANCED ENERGY INDUSTIRIES COMMON 007973100 2,121 90,000 SH DEFINED 1 90,000
ADVANTAGE LEARNING SYSTEMS,
INC. COMMON 00757K100 2,516 81,000 SH DEFINED 1 81,000
</TABLE>
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<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADVEST GROUP, INC COMMON 007566102 139 7,500 SH DEFINED 1, 5 7,500
ADVO INC COMMON 007585102 3,382 175,100 SH DEFINED 1 175,100
ADVO INC COMMON 007585102 35 1,800 SH DEFINED 2, 4 1,800
ADVO INC COMMON 007585102 4 200 SH DEFINED 2, 6 200
AEROFLEX INC COMMON 007768104 15,963 1,120,200 SH DEFINED 1 1,120,200
AEROFLEX INC COMMON 007768104 123 8,600 SH DEFINED 2, 4 8,600
AEROFLEX INC COMMON 007768104 16 1,100 SH DEFINED 2, 6 1,100
AES CORP COMMON 00130H105 7,587 203,673 SH DEFINED 1 203,673
AFFILIATED COMPUTER CVT 4% CONVERT 008190AD2 13,526 10,767,000 PRN DEFINED 1 10,767,000
AFFILIATED COMPUTER SERVICES COMMON 008190100 25,414 555,500 SH DEFINED 1 555,500
AFFILIATED COMPUTER SERVICES COMMON 008190100 95,650 2,090,700 SH DEFINED 1, 2 2,090,700
AFFILIATED COMPUTER SERVICES COMMON 008190100 650 14,200 SH DEFINED 2 14,200
AFFILIATED COMPUTER SERVICES COMMON 008190100 718 15,700 SH DEFINED 2, 4 15,700
AFFILIATED COMPUTER SERVICES COMMON 008190100 37 800 SH DEFINED 2, 6 800
AFFILIATED MANAGERS GROUP COMMON 008252108 8,837 339,900 SH DEFINED 1 339,900
AFFILIATED MANAGERS GROUP COMMON 008252108 5 200 SH DEFINED 2, 6 200
AFLAC, INC. COMMON 001055102 3,587 65,900 SH DEFINED 1 65,900
AFLAC, INC. COMMON 001055102 50,355 925,000 SH DEFINED 1, 2 925,000
AFLAC, INC. COMMON 001055102 871 16,000 SH DEFINED 2 16,000
AFLAC, INC. COMMON 001055102 191 3,500 SH DEFINED 2, 4 3,500
AGOURON PHARMACEUTICALS, INC. COMMON 008488108 7,664 135,500 SH DEFINED 1 135,500
AGOURON PHARMACEUTICALS, INC. COMMON 008488108 158 2,800 SH DEFINED 1, 5 2,800
AHL SERVICES INC COMMON 001296102 2,579 125,800 SH DEFINED 1 125,800
AHL SERVICES INC COMMON 001296102 178 8,700 SH DEFINED 1, 5 8,700
AIRBORNE FREIGHT CORPORATION COMMON 009266107 2,350 75,500 SH DEFINED 1 75,500
AIRBORNE FREIGHT CORPORATION COMMON 009266107 46,688 1,500,000 SH DEFINED 1, 2 1,500,000
AIRBORNE FREIGHT CORPORATION COMMON 009266107 3,113 100,000 SH DEFINED 1, 3 100,000
AIRBORNE FREIGHT CORPORATION COMMON 009266107 853 27,400 SH DEFINED 2 27,400
AIRBORNE FREIGHT CORPORATION COMMON 009266107 159 5,100 SH DEFINED 2, 4 5,100
AIRTOUCH COMMUNICATIONS COMMON 00949T100 286,377 2,963,800 SH DEFINED 1 2,963,800
</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 246 10,900 SH DEFINED 1 10,900
AK STEEL HOLDING CORP COMMON 001547108 393 17,400 SH DEFINED 1, 5 17,400
AKZO NOBEL NV SPONSORED ADR COMMON 010199305 1,036 28,000 SH DEFINED 1 28,000
AKZO NOBEL NV SPONSORED ADR COMMON 010199305 2,701 73,000 SH DEFINED 1, 5 73,000
ALASKA AIRGROUP INC. COMMON 011659109 4,760 100,200 SH DEFINED 1 100,200
ALASKA AIRGROUP INC. COMMON 011659109 71 1,500 SH DEFINED 2, 4 1,500
ALASKA AIRGROUP INC. COMMON 011659109 10 200 SH DEFINED 2, 6 200
ALBANY MOLECULAR RESEARCH COMMON 012423109 1,180 47,200 SH DEFINED 1 47,200
ALBERTSON'S INC. COMMON 013104104 22,518 414,600 SH DEFINED 1 414,600
ALBERTSON'S INC. COMMON 013104104 37,047 682,100 SH DEFINED 1, 2 682,100
ALBERTSON'S INC. COMMON 013104104 5,133 94,500 SH DEFINED 1, 3 94,500
ALBERTSON'S INC. COMMON 013104104 234 4,300 SH DEFINED 2, 4 4,300
ALEXANDRIA REAL ESTATE EQUITIES COMMON 015271109 4,420 167,200 SH DEFINED 1 167,200
ALLAIRE CORP. COMMON 016714107 680 10,000 SH DEFINED 1 10,000
ALLEGHENY ENERGY INC. COMMON 017361106 2,637 89,400 SH DEFINED 1 89,400
ALLERGAN, INC. COMMON 018490102 3,928 44,700 SH DEFINED 1 44,700
ALLERGAN, INC. COMMON 018490102 22,848 260,000 SH DEFINED 1, 3 260,000
ALLIANCE CAPITAL MANAGEMENT COMMON 018548107 1,919 75,800 SH DEFINED 1 75,800
ALLIED CAPITAL CORP COMMON 01903Q108 5,066 275,700 SH DEFINED 1 275,700
ALLIED WASTE INDUSTRIES INC COMMON 019589308 13,619 943,320 SH DEFINED 1 943,320
ALLIED WASTE INDUSTRIES INC COMMON 019589308 38,884 2,693,230 SH DEFINED 1, 2 2,693,230
ALLIED WASTE INDUSTRIES INC COMMON 019589308 2,750 190,500 SH DEFINED 1, 3 190,500
ALLIED WASTE INDUSTRIES INC COMMON 019589308 617 42,740 SH DEFINED 2 42,740
ALLIED WASTE INDUSTRIES INC COMMON 019589308 165 11,440 SH DEFINED 2, 4 11,440
ALLSTATE CORP COMMON 020002101 8,895 240,000 SH DEFINED 1, 3 240,000
ALLSTATE CORP COMMON 020002101 1,668 45,000 SH DEFINED 1, 5 45,000
ALPHA INDUSTRIES INC COMMON 020753109 17,128 932,150 SH DEFINED 1 932,150
ALPHA INDUSTRIES INC COMMON 020753109 277 15,050 SH DEFINED 2, 4 15,050
ALPHA INDUSTRIES INC COMMON 020753109 39 2,100 SH DEFINED 2, 6 2,100
</TABLE>
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<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALPHARMA INC. - CLASS A COMMON 020813101 33,264 847,484 SH DEFINED 1 847,484
ALPHARMA INC. - CLASS A COMMON 020813101 29,632 754,967 SH DEFINED 1, 2 754,967
ALPHARMA INC. - CLASS A COMMON 020813101 546 13,900 SH DEFINED 1, 5 13,900
ALPHARMA INC. - CLASS A COMMON 020813101 616 15,700 SH DEFINED 2 15,700
ALPHARMA INC. - CLASS A COMMON 020813101 428 10,900 SH DEFINED 2, 4 10,900
ALPHARMA INC. - CLASS A COMMON 020813101 47 1,200 SH DEFINED 2, 6 1,200
ALPINE GROUP INC COMMON 020825105 1,722 170,100 SH DEFINED 1 170,100
ALTERA CORPORATION COMMON 021441100 17,065 286,800 SH DEFINED 1 286,800
ALTERA CORPORATION COMMON 021441100 78,623 1,321,400 SH DEFINED 1, 2 1,321,400
ALTERA CORPORATION COMMON 021441100 11,900 200,000 SH DEFINED 1, 3 200,000
ALTERA CORPORATION COMMON 021441100 1,369 23,000 SH DEFINED 2 23,000
ALTERA CORPORATION COMMON 021441100 268 4,500 SH DEFINED 2, 4 4,500
ALZA CORP COMMON 022615108 51,026 1,334,000 SH DEFINED 1 1,334,000
AMAZON.COM INC COMMON 023135106 13,052 75,800 CALL DEFINED 1 75,800
AMAZON.COM INC CVT 144A CONVERT 023135AD8 51,185 40,145,000 PRN DEFINED 1 40,145,000
AMAZON.COM INC CVT 144A CONVERT 023135AD8 89,250 70,000,000 PRN DEFINED 1, 2 70,000,000
AMAZON.COM INC CVT 144A CONVERT 023135AD8 638 500,000 PRN DEFINED 2, 4 500,000
AMBAC, INC. COMMON 023139108 39,960 740,000 SH DEFINED 1 740,000
AMDOCS LTD COMMON G02602103 8,659 400,400 SH DEFINED 1 400,400
AMDOCS LTD COMMON G02602103 145 6,700 SH DEFINED 2, 4 6,700
AMDOCS LTD COMMON G02602103 19 900 SH DEFINED 2, 6 900
AMERICA ONLINE INC. COMMON 02364J104 382,932 2,622,821 SH DEFINED 1 2,622,821
AMERICA ONLINE INC. COMMON 02364J104 806,650 5,525,000 SH DEFINED 1, 2 5,525,000
AMERICA ONLINE INC. COMMON 02364J104 125,560 860,000 SH DEFINED 1, 3 860,000
AMERICA ONLINE INC. COMMON 02364J104 6,745 46,200 SH DEFINED 2 46,200
AMERICA ONLINE INC. COMMON 02364J104 3,343 22,900 SH DEFINED 2, 4 22,900
AMERICA WEST HOLDINGS CORP "B" COMMON 023657208 181 9,500 SH DEFINED 1, 5 9,500
AMERICAN BANK NOTE HOLOGRAPH COMMON 024377103 882 381,500 SH DEFINED 1 381,500
AMERICAN BANKERS INSURANCE
GROUP COMMON 024456105 650 12,500 SH DEFINED 1 12,500
AMERICAN CAPITAL STRATEGIES COMMON 024937104 1,461 85,300 SH DEFINED 1 85,300
</TABLE>
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<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN EAGLE OUTFITTERS COMMON 02553D108 27,641 385,575 SH DEFINED 1 385,575
AMERICAN EAGLE OUTFITTERS COMMON 02553D108 7,169 100,000 SH DEFINED 1, 3 100,000
AMERICAN EAGLE OUTFITTERS COMMON 02553D108 229 3,200 SH DEFINED 1, 5 3,200
AMERICAN EAGLE OUTFITTERS COMMON 02553D108 341 4,750 SH DEFINED 2, 4 4,750
AMERICAN EAGLE OUTFITTERS COMMON 02553D108 56 775 SH DEFINED 2, 6 775
AMERICAN EXPRESS CO. COMMON 025816109 257,894 2,194,840 SH DEFINED 1 2,194,840
AMERICAN EXPRESS CO. COMMON 025816109 141,141 1,201,200 SH DEFINED 1, 2 1,201,200
AMERICAN EXPRESS CO. COMMON 025816109 5,170 44,000 SH DEFINED 1, 3 44,000
AMERICAN EXPRESS CO. COMMON 025816109 270 2,300 SH DEFINED 2, 4 2,300
AMERICAN GENERAL CORP. COMMON 026351106 16,793 238,200 SH DEFINED 1 238,200
AMERICAN GENERAL CORP. COMMON 026351106 12,584 178,500 SH DEFINED 1, 5 178,500
AMERICAN GENERAL CORP. COMMON 026351106 12,827 181,950 SH DEFINED 1, 7 181,950
AMERICAN GREETINGS - CLASS A COMMON 026375105 1,705 67,200 SH DEFINED 1, 5 67,200
AMERICAN HOME PRODUCTS CORP COMMON 026609107 63,368 971,150 SH DEFINED 1 971,150
AMERICAN HOME PRODUCTS CORP COMMON 026609107 151,530 2,322,300 SH DEFINED 1, 2 2,322,300
AMERICAN HOME PRODUCTS CORP COMMON 026609107 16,038 245,800 SH DEFINED 1, 5 245,800
AMERICAN HOME PRODUCTS CORP COMMON 026609107 11,810 181,000 SH DEFINED 1, 7 181,000
AMERICAN HOME PRODUCTS CORP COMMON 026609107 522 8,000 SH DEFINED 2 8,000
AMERICAN HOME PRODUCTS CORP COMMON 026609107 626 9,600 SH DEFINED 2, 4 9,600
AMERICAN INTERNATIONAL GROUP COMMON 026874107 965,504 8,004,181 SH DEFINED 1 8,004,181
AMERICAN INTERNATIONAL GROUP COMMON 026874107 342,662 2,840,725 SH DEFINED 1, 2 2,840,725
AMERICAN INTERNATIONAL GROUP COMMON 026874107 25,277 209,550 SH DEFINED 1, 3 209,550
AMERICAN INTERNATIONAL GROUP COMMON 026874107 945 7,837 SH DEFINED 1, 5 7,837
AMERICAN INTERNATIONAL GROUP COMMON 026874107 1,058 8,767 SH DEFINED 2, 4 8,767
AMERICAN ITALIAN PASTA CO COMMON 027070101 5,539 221,550 SH DEFINED 1 221,550
AMERICAN MANAGEMENT SYSTEMS,
INC. COMMON 027352103 8,555 250,700 SH DEFINED 1 250,700
AMERICAN MANAGEMENT SYSTEMS,
INC. COMMON 027352103 102 3,000 SH DEFINED 2, 4 3,000
AMERICAN MANAGEMENT SYSTEMS,
INC. COMMON 027352103 10 300 SH DEFINED 2, 6 300
AMERICAN POWER CONVERSION CORP COMMON 029066107 4,112 152,300 SH DEFINED 1 152,300
AMERICAN POWER CONVERSION CORP COMMON 029066107 54,000 2,000,000 SH DEFINED 1, 2 2,000,000
AMERICAN POWER CONVERSION CORP COMMON 029066107 4,050 150,000 SH DEFINED 1, 3 150,000
AMERICAN POWER CONVERSION CORP COMMON 029066107 942 34,900 SH DEFINED 2 34,900
AMERICAN POWER CONVERSION CORP COMMON 029066107 205 7,600 SH DEFINED 2, 4 7,600
AMERICAN STORES CO. COMMON 030096101 6,329 191,800 SH DEFINED 1 191,800
</TABLE>
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<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN TOWER CORP - CLASS A COMMON 029912201 404 16,500 SH DEFINED 1 16,500
AMERICAN XTAL TECHNOLOGY COMMON 030514103 9,689 430,600 SH DEFINED 1 430,600
AMERICAN XTAL TECHNOLOGY COMMON 030514103 74 3,300 SH DEFINED 2, 4 3,300
AMERICAN XTAL TECHNOLOGY COMMON 030514103 20 900 SH DEFINED 2, 6 900
AMERICREDIT CORP COMMON 03060R101 10,728 817,400 SH DEFINED 1 817,400
AMERICREDIT CORP COMMON 03060R101 93 7,100 SH DEFINED 2, 4 7,100
AMERICREDIT CORP COMMON 03060R101 14 1,100 SH DEFINED 2, 6 1,100
AMERIN CORPORATION COMMON 03070X106 4,726 232,650 SH DEFINED 1 232,650
AMERISOURCE HEALTH CORP. COMMON 03071P102 7,613 222,680 SH DEFINED 1 222,680
AMERISOURCE HEALTH CORP. COMMON 03071P102 58,119 1,700,000 SH DEFINED 1, 2 1,700,000
AMERISOURCE HEALTH CORP. COMMON 03071P102 198 5,800 SH DEFINED 1, 5 5,800
AMERISOURCE HEALTH CORP. COMMON 03071P102 513 15,000 SH DEFINED 2, 4 15,000
AMERITECH CORPORATION/DEL COMMON 030954101 7,414 128,100 SH DEFINED 1 128,100
AMERITECH CORPORATION/DEL COMMON 030954101 5,209 90,000 SH DEFINED 1, 5 90,000
AMES DEPT STORES COMMON 030789507 4,615 124,300 SH DEFINED 1 124,300
AMGEN, INC COMMON 031162100 46,557 621,800 SH DEFINED 1 621,800
AMGEN, INC COMMON 031162100 16,473 220,000 SH DEFINED 1, 3 220,000
AMGEN, INC COMMON 031162100 1,048 14,000 SH DEFINED 2 14,000
AMP INC. COMMON 031897101 18,361 342,000 SH DEFINED 1 342,000
AMP INC. COMMON 031897101 115,428 2,150,000 SH DEFINED 1, 2 2,150,000
AMP INC. COMMON 031897101 285 5,300 SH DEFINED 2, 4 5,300
AMR CORPORATION - DEL COMMON 001765106 363 6,200 SH DEFINED 1 6,200
AMRESCO CAPITAL TRUST COMMON 031919103 2,594 266,050 SH DEFINED 1 266,050
AMSOUTH BANCORPORATION COMMON 032165102 5,496 120,800 SH DEFINED 1 120,800
AMSOUTH BANCORPORATION COMMON 032165102 34,125 750,000 SH DEFINED 1, 2 750,000
AMSOUTH BANCORPORATION COMMON 032165102 2,389 52,500 SH DEFINED 1, 3 52,500
AMSOUTH BANCORPORATION COMMON 032165102 723 15,900 SH DEFINED 2 15,900
AMSOUTH BANCORPORATION COMMON 032165102 126 2,775 SH DEFINED 2, 4 2,775
AMTRAN INC COMMON 03234G106 171 9,000 SH DEFINED 1, 5 9,000
ANADARKO PETROLEUM CORP. COMMON 032511107 8,649 229,100 SH DEFINED 1 229,100
</TABLE>
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<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANALOG DEVICES COMMON 032654105 9,380 315,300 SH DEFINED 1 315,300
ANALOG DEVICES COMMON 032654105 114,538 3,850,000 SH DEFINED 1, 2 3,850,000
ANALOG DEVICES COMMON 032654105 4,463 150,000 SH DEFINED 1, 3 150,000
ANALOG DEVICES COMMON 032654105 1,339 45,000 SH DEFINED 2 45,000
ANALOG DEVICES COMMON 032654105 494 16,600 SH DEFINED 2, 4 16,600
ANALYTICAL SURVEYS INC. COMMON 032683302 2,785 107,100 SH DEFINED 1 107,100
ANALYTICAL SURVEYS INC. COMMON 032683302 44 1,700 SH DEFINED 2, 4 1,700
ANALYTICAL SURVEYS INC. COMMON 032683302 5 200 SH DEFINED 2, 6 200
ANAREN MICROWAVE INC. COMMON 032744104 364 15,000 SH DEFINED 1 15,000
ANCHOR BANCORP WISCONSIN INC COMMON 032839102 155 10,100 SH DEFINED 1, 5 10,100
ANDREW CORPORATION COMMON 034425108 2,738 222,400 SH DEFINED 1 222,400
ANDREW CORPORATION COMMON 034425108 6,156 500,000 SH DEFINED 1, 2 500,000
ANDREW CORPORATION COMMON 034425108 222 18,000 SH DEFINED 2 18,000
ANDREW CORPORATION COMMON 034425108 22 1,800 SH DEFINED 2, 4 1,800
ANESTA CORP COMMON 034603100 1,749 77,500 SH DEFINED 1 77,500
ANHEUSER-BUSCH COS INC COMMON 035229103 1,874 24,600 SH DEFINED 1 24,600
ANHEUSER-BUSCH COS INC COMMON 035229103 7,619 100,000 SH DEFINED 1, 5 100,000
ANHEUSER-BUSCH COS INC COMMON 035229103 15,310 200,953 SH DEFINED 1, 7 200,953
ANN TAYLOR STORES INC. COMMON 036115103 24,003 543,200 SH DEFINED 1 543,200
ANN TAYLOR STORES INC. COMMON 036115103 256 5,800 SH DEFINED 1, 5 5,800
ANN TAYLOR STORES INC. COMMON 036115103 225 5,100 SH DEFINED 2, 4 5,100
ANN TAYLOR STORES INC. COMMON 036115103 31 700 SH DEFINED 2, 6 700
ANNUITY AND LIFE RE (HOLDINGS)
LTD COMMON G03910109 3,376 147,600 SH DEFINED 1 147,600
ANSWERTHINK CONSULTING GROUP COMMON 036916104 353 12,600 SH DEFINED 1 12,600
ANTEC CORPORATION COMMON 03664P105 7,007 325,900 SH DEFINED 1 325,900
APACHE CORPORATION COMMON 037411105 6,328 242,800 SH DEFINED 1 242,800
APACHE CORPORATION COMMON 037411105 39,094 1,500,000 SH DEFINED 1, 2 1,500,000
APACHE CORPORATION COMMON 037411105 691 26,500 SH DEFINED 2 26,500
APACHE CORPORATION COMMON 037411105 154 5,900 SH DEFINED 2, 4 5,900
APARTMENT INVEST. & MGMT. COMMON 03748R101 4,063 112,090 SH DEFINED 1 112,090
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APEX PC SOLUTIONS INC COMMON 037945102 5,758 413,100 SH DEFINED 1 413,100
APEX PC SOLUTIONS INC COMMON 037945102 48 3,450 SH DEFINED 2, 4 3,450
APEX PC SOLUTIONS INC COMMON 037945102 6 450 SH DEFINED 2, 6 450
APOLLO GROUP INC - CLASS A COMMON 037604105 16,112 539,300 SH DEFINED 1 539,300
APOLLO GROUP INC - CLASS A COMMON 037604105 44,813 1,500,000 SH DEFINED 1, 2 1,500,000
APOLLO GROUP INC - CLASS A COMMON 037604105 848 28,400 SH DEFINED 2 28,400
APOLLO GROUP INC - CLASS A COMMON 037604105 152 5,100 SH DEFINED 2, 4 5,100
APPLE COMPUTER INC. COMMON 037833100 1,276 35,500 SH DEFINED 1 35,500
APPLE COMPUTER INC. COMMON 037833100 26,953 750,000 SH DEFINED 1, 2 750,000
APPLE COMPUTER INC. COMMON 037833100 467 13,000 SH DEFINED 2 13,000
APPLE COMPUTER INC. COMMON 037833100 97 2,700 SH DEFINED 2, 4 2,700
APPLIED MATERIALS, INC. COMMON 038222105 44,395 719,670 SH DEFINED 1 719,670
APPLIED MATERIALS, INC. COMMON 038222105 172,725 2,800,000 SH DEFINED 1, 2 2,800,000
APPLIED MATERIALS, INC. COMMON 038222105 1,357 22,000 SH DEFINED 2 22,000
APPLIED MATERIALS, INC. COMMON 038222105 709 11,500 SH DEFINED 2, 4 11,500
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 13,056 305,400 SH DEFINED 1 305,400
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 492 11,500 SH DEFINED 1, 5 11,500
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 222 5,200 SH DEFINED 2, 4 5,200
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 30 700 SH DEFINED 2, 6 700
APPLIED POWER INC COMMON 038225108 11,589 425,300 SH DEFINED 1 425,300
APPLIED POWER INC COMMON 038225108 2,589 95,000 SH DEFINED 1, 2 95,000
APPLIED POWER INC COMMON 038225108 245 9,000 SH DEFINED 1, 5 9,000
APPLIED POWER INC COMMON 038225108 60 2,200 SH DEFINED 2, 4 2,200
APPLIED POWER INC COMMON 038225108 11 400 SH DEFINED 2, 6 400
APPLIED SCIENCE & TECHNOLOGY COMMON 038236105 251 20,000 SH DEFINED 1 20,000
APTARGROUP, INC. COMMON 038336103 562 21,600 SH DEFINED 1, 5 21,600
ARCHER DANIELS MIDLAND CO COMMON 039483102 5,012 341,250 SH DEFINED 1, 5 341,250
ARCHITEL SYSTEMS CORP COMMON 039917109 288 15,000 SH DEFINED 1 15,000
ARDEN REALTY GROUP, INC. COMMON 039793104 4,439 199,500 SH DEFINED 1, 5 199,500
ARGENT WARRANTS COMMON 040114118 22 8,810 SH DEFINED 1, 7 8,810
ARGENT WARRANTS COMMON 040114118 7 2,690 SH DEFINED 1, 8 2,690
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARIS CORP. COMMON 04040A101 1,241 148,200 SH DEFINED 1 148,200
ARMOR HOLDINGS INC COMMON 042260109 1,371 100,200 SH DEFINED 1 100,200
ARROW ELECTRONICS, INC. COMMON 042735100 351 23,400 SH DEFINED 1 23,400
ARROW ELECTRONICS, INC. COMMON 042735100 7,500 500,000 SH DEFINED 1, 2 500,000
ARROW ELECTRONICS, INC. COMMON 042735100 144 9,600 SH DEFINED 2 9,600
ARROW ELECTRONICS, INC. COMMON 042735100 30 2,000 SH DEFINED 2, 4 2,000
ARVIN INDUSTRIES, INC. COMMON 043339100 590 17,500 SH DEFINED 1, 5 17,500
ASCEND COMMUNICATIONS COMMON 043491109 66,220 791,275 SH DEFINED 1 791,275
ASCEND COMMUNICATIONS COMMON 043491109 368,376 4,401,800 SH DEFINED 1, 2 4,401,800
ASCEND COMMUNICATIONS COMMON 043491109 3,975 47,500 SH DEFINED 2 47,500
ASCEND COMMUNICATIONS COMMON 043491109 1,607 19,200 SH DEFINED 2, 4 19,200
ASE TEST LIMITED COMMON Y02516105 221 5,600 SH DEFINED 1 5,600
ASHLAND, INC. COMMON 044204105 8,188 200,000 SH DEFINED 1, 3 200,000
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 1,539 34,200 SH DEFINED 1 34,200
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 29,250 650,000 SH DEFINED 1, 2 650,000
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 527 11,700 SH DEFINED 2 11,700
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 90 2,000 SH DEFINED 2, 4 2,000
ASPECT DEVELOPMENT, INC. COMMON 045234101 7,631 328,200 SH DEFINED 1 328,200
ASPECT DEVELOPMENT, INC. COMMON 045234101 22,692 976,000 SH DEFINED 1, 2 976,000
ASPECT DEVELOPMENT, INC. COMMON 045234101 2,325 100,000 SH DEFINED 1, 3 100,000
ASPECT DEVELOPMENT, INC. COMMON 045234101 207 8,900 SH DEFINED 1, 5 8,900
ASPECT DEVELOPMENT, INC. COMMON 045234101 377 16,200 SH DEFINED 2 16,200
ASPECT DEVELOPMENT, INC. COMMON 045234101 153 6,600 SH DEFINED 2, 4 6,600
ASPECT DEVELOPMENT, INC. COMMON 045234101 12 500 SH DEFINED 2, 6 500
ASSET INVESTORS CORP. COMMON 045417201 251 20,900 SH DEFINED 1, 5 20,900
ASSOC BRITISH FOODS UNSPONS. ADR COMMON 045519303 3,501 500,000 SH DEFINED 1, 5 500,000
ASSOCIATED GROUP INC - CLASS A COMMON 045651106 7,702 155,400 SH DEFINED 1 155,400
ASSOCIATES FIRST CAPITAL CORP. COMMON 046008108 275,738 6,127,500 SH DEFINED 1 6,127,500
ASSOCIATES FIRST CAPITAL CORP. COMMON 046008108 5,307 117,938 SH DEFINED 1, 3 117,938
ASSOCIATES FIRST CAPITAL CORP. COMMON 046008108 720 16,000 SH DEFINED 1, 5 16,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASTORIA FINANCIAL CORP. COMMON 046265104 2,515 50,300 SH DEFINED 1 50,300
ASTORIA FINANCIAL CORP. COMMON 046265104 50,000 1,000,000 SH DEFINED 1, 2 1,000,000
ASTORIA FINANCIAL CORP. COMMON 046265104 900 18,000 SH DEFINED 2 18,000
ASTORIA FINANCIAL CORP. COMMON 046265104 175 3,500 SH DEFINED 2, 4 3,500
ASTRA AB SPONSORED ADR A COMMON 046298105 15,598 680,000 SH DEFINED 1 680,000
ASTRA AB SPONSORED ADR A COMMON 046298105 6,400 279,000 SH DEFINED 1, 5 279,000
ASYST TECHNOLOGIES, INC. COMMON 04648X107 4,272 310,700 SH DEFINED 1 310,700
ASYST TECHNOLOGIES, INC. COMMON 04648X107 81 5,900 SH DEFINED 2, 4 5,900
ASYST TECHNOLOGIES, INC. COMMON 04648X107 10 700 SH DEFINED 2, 6 700
AT HOME CORP - SERIES A COMMON 045919107 23,625 150,000 SH DEFINED 1, 3 150,000
AT HOME CORP - SERIES A COMMON 045919107 2,363 15,000 SH DEFINED 2 15,000
AT&T CORP-LIBERTY MEDIA COMMON 001957208 6,610 125,600 SH DEFINED 1 125,600
AT&T CORP-LIBERTY MEDIA COMMON 001957208 122,600 2,329,700 SH DEFINED 1, 2 2,329,700
AT&T CORP-LIBERTY MEDIA COMMON 001957208 6,578 125,000 SH DEFINED 1, 3 125,000
AT&T CORP-LIBERTY MEDIA COMMON 001957208 1,474 28,000 SH DEFINED 2 28,000
AT&T CORP-LIBERTY MEDIA COMMON 001957208 568 10,800 SH DEFINED 2, 4 10,800
ATLANTIC COAST AIRLINES HOLDINGS COMMON 048396105 16,636 591,500 SH DEFINED 1 591,500
ATLANTIC COAST AIRLINES HOLDINGS COMMON 048396105 188 6,700 SH DEFINED 2, 4 6,700
ATLANTIC COAST AIRLINES HOLDINGS COMMON 048396105 23 800 SH DEFINED 2, 6 800
ATLANTIC RICHFIELD CO COMMON 048825103 4,241 58,100 SH DEFINED 1 58,100
ATLAS AIR INC. COMMON 049164106 1,426 49,500 SH DEFINED 1 49,500
ATMEL CORPORATION COMMON 049513104 1,605 105,700 SH DEFINED 1 105,700
ATMEL CORPORATION COMMON 049513104 30,375 2,000,000 SH DEFINED 1, 2 2,000,000
ATMEL CORPORATION COMMON 049513104 118 7,800 SH DEFINED 2, 4 7,800
AUTODESK INC. COMMON 052769106 3,631 89,793 SH DEFINED 1 89,793
AUTOMOBILE PROTECTION CORP. COMMON 052905106 2,006 250,700 SH DEFINED 1 250,700
AVALONBAY COMMUNITIES, INC. COMMON 053484101 3,760 118,900 SH DEFINED 1, 5 118,900
AVANT CORPORATION COMMON 053487104 12,551 707,119 SH DEFINED 1 707,119
AVANT CORPORATION COMMON 053487104 156 8,800 SH DEFINED 2, 4 8,800
AVANT CORPORATION COMMON 053487104 20 1,100 SH DEFINED 2, 6 1,100
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AVIATION SALES COMPANY COMMON 053672101 6,684 150,200 SH DEFINED 1 150,200
AVIATION SALES COMPANY COMMON 053672101 111 2,500 SH DEFINED 2, 4 2,500
AVIATION SALES COMPANY COMMON 053672101 18 400 SH DEFINED 2, 6 400
AVIS RENT A CAR INC COMMON 053790101 8,688 313,800 SH DEFINED 1 313,800
AVISTA CORP. COMMON 05379B107 4,888 300,800 SH DEFINED 1 300,800
AVON PRODUCTS COMMON 054303102 338,652 7,195,800 SH DEFINED 1 7,195,800
AVON PRODUCTS COMMON 054303102 14,787 314,200 SH DEFINED 1, 7 314,200
AVT CORP. COMMON 002420107 8,975 375,900 SH DEFINED 1 375,900
AVT CORP. COMMON 002420107 138 5,800 SH DEFINED 1, 5 5,800
AVT CORP. COMMON 002420107 143 6,000 SH DEFINED 2, 4 6,000
AVT CORP. COMMON 002420107 21 900 SH DEFINED 2, 6 900
AXA S.A. COMMON 054536107 2,650 40,000 SH DEFINED 1 40,000
AXENT TECHNOLOGIES, INC. COMMON 05459C108 12,128 504,000 SH DEFINED 1 504,000
AXENT TECHNOLOGIES, INC. COMMON 05459C108 3,491 145,100 SH DEFINED 1, 3 145,100
AXENT TECHNOLOGIES, INC. COMMON 05459C108 144 6,000 SH DEFINED 2, 4 6,000
AXENT TECHNOLOGIES, INC. COMMON 05459C108 19 800 SH DEFINED 2, 6 800
B.F. GOODRICH CO. COMMON 382388106 11,152 325,000 SH DEFINED 1 325,000
BAKER HUGHES, INC. COMMON 057224107 2,067 85,000 SH DEFINED 1 85,000
BAKER HUGHES, INC. COMMON 057224107 48,625 2,000,000 SH DEFINED 1, 2 2,000,000
BAKER HUGHES, INC. COMMON 057224107 827 34,000 SH DEFINED 2 34,000
BAKER HUGHES, INC. COMMON 057224107 182 7,500 SH DEFINED 2, 4 7,500
BALANCE BAR CO. COMMON 057623100 1,487 151,500 SH DEFINED 1 151,500
BALL CORP COMMON 058498106 535 11,400 SH DEFINED 1 11,400
BALL CORP COMMON 058498106 12,495 266,200 SH DEFINED 1, 2 266,200
BALL CORP COMMON 058498106 52 1,100 SH DEFINED 2, 4 1,100
BALLY TOTAL FITNESS HOLDINGS COMMON 05873K108 277 11,600 SH DEFINED 1, 5 11,600
BANCO DE A. EDWARDS SPONSORED
ADR COMMON 059504100 747 65,657 SH DEFINED 1, 7 65,657
BANCO DE GALICIA Y BUENO ADR COMMON 059538207 1,867 116,235 SH DEFINED 1, 7 116,235
BANCO HIPOTECARIO COMMON 05961A103 1,196 134,431 SH DEFINED 1, 7 134,431
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANCO HIPOTECORIO OP COMMON 05544Q112 33 667 SH DEFINED 1, 7 667
BANCO LATINOAMERICANO DE EXP COMMON P16994132 1,568 60,310 SH DEFINED 1, 7 60,310
BANCO RIO DE LA PLATA ADR COMMON 059644104 1,051 109,233 SH DEFINED 1, 7 109,233
BANCO SANTANDER PUERTO RICO COMMON 059646109 3,734 186,700 SH DEFINED 1 186,700
BANCTEC INC COMMON 059784108 268 21,800 SH DEFINED 1, 5 21,800
BANK ONE CORP COMMON 06423A103 11,544 209,660 SH DEFINED 1, 5 209,660
BANK UNITED CORP - CLASS A COMMON 065412108 24,456 598,300 SH DEFINED 1 598,300
BANK UNITED CORP - CLASS A COMMON 065412108 17,462 427,200 SH DEFINED 1, 2 427,200
BANK UNITED CORP - CLASS A COMMON 065412108 147 3,600 SH DEFINED 2, 4 3,600
BANK UNITED CORP - CLASS A COMMON 065412108 16 400 SH DEFINED 2, 6 400
BANKAMERICA CORP. COMMON 06605F102 33,739 477,716 SH DEFINED 1 477,716
BANKAMERICA CORP. COMMON 06605F102 35,313 500,000 SH DEFINED 1, 2 500,000
BANKAMERICA CORP. COMMON 06605F102 10,994 155,674 SH DEFINED 1, 5 155,674
BANKBOSTON CORP COMMON 06605R106 1,169 27,000 SH DEFINED 1 27,000
BAR TECHNOLOGIES WARRANTS COMMON 067016113 330 6,000 SH DEFINED 1 6,000
BARR LABORATORIES INC COMMON 068306109 11,706 383,800 SH DEFINED 1 383,800
BARRETT RESOURCES CORP COMMON 068480201 268 10,700 SH DEFINED 1, 5 10,700
BASF AG - UNSPONSORED ADR COMMON 055262406 3,660 100,000 SH DEFINED 1, 5 100,000
BASIN EXPLORATION INC COMMON 070107107 123 8,900 SH DEFINED 1, 5 8,900
BAUSCH & LOMB, INC. COMMON 071707103 8,743 134,500 SH DEFINED 1 134,500
BAUSCH & LOMB, INC. COMMON 071707103 75,998 1,169,200 SH DEFINED 1, 2 1,169,200
BAUSCH & LOMB, INC. COMMON 071707103 1,170 18,000 SH DEFINED 2 18,000
BAUSCH & LOMB, INC. COMMON 071707103 312 4,800 SH DEFINED 2, 4 4,800
BAXTER INT'L INC COMMON 071813109 12,712 192,600 SH DEFINED 1 192,600
BAXTER INT'L INC COMMON 071813109 61,050 925,000 SH DEFINED 1, 2 925,000
BAXTER INT'L INC COMMON 071813109 363 5,500 SH DEFINED 2, 4 5,500
BAY VIEW CAPITAL CORP COMMON 07262L101 378 20,000 SH DEFINED 1 20,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BAYER AG ADR COMMON 072730302 3,034 81,000 SH DEFINED 1, 5 81,000
BE AEROSPACE COMMON 073302101 235 15,900 SH DEFINED 1, 5 15,900
BEACON CAPITAL COMMON 073561102 1,739 115,000 SH DEFINED 1, 5 115,000
BEBE STORES INC COMMON 075571109 2,665 65,000 SH DEFINED 1 65,000
BEC ENERGY COMMON 05538M101 1,595 43,400 SH DEFINED 1 43,400
BECKMAN COULTER INC. COMMON 075811109 3,727 84,700 SH DEFINED 1 84,700
BECTON DICKINSON & CO COMMON 075887109 34,991 913,300 SH DEFINED 1 913,300
BECTON DICKINSON & CO COMMON 075887109 211,558 5,521,900 SH DEFINED 1, 2 5,521,900
BECTON DICKINSON & CO COMMON 075887109 7,279 190,000 SH DEFINED 1, 3 190,000
BECTON DICKINSON & CO COMMON 075887109 1,379 36,000 SH DEFINED 2 36,000
BECTON DICKINSON & CO COMMON 075887109 1,073 28,000 SH DEFINED 2, 4 28,000
BED BATH AND BEYOND, INC. COMMON 075896100 5,128 140,500 SH DEFINED 1 140,500
BED BATH AND BEYOND, INC. COMMON 075896100 100,379 2,750,100 SH DEFINED 1, 2 2,750,100
BED BATH AND BEYOND, INC. COMMON 075896100 8,213 225,000 SH DEFINED 1, 3 225,000
BED BATH AND BEYOND, INC. COMMON 075896100 2,504 68,600 SH DEFINED 2 68,600
BED BATH AND BEYOND, INC. COMMON 075896100 354 9,700 SH DEFINED 2, 4 9,700
BEDFORD PROPERTY INVESTORS COMMON 076446301 385 26,300 SH DEFINED 1, 5 26,300
BELL & HOWELL COMPANY COMMON 077852101 3,556 121,300 SH DEFINED 1 121,300
BELL ATLANTIC CORP COMMON 077853109 22,391 433,200 SH DEFINED 1 433,200
BELL ATLANTIC CORP COMMON 077853109 11,376 220,100 SH DEFINED 1, 5 220,100
BELL ATLANTIC CORP COMMON 077853109 13,749 266,000 SH DEFINED 1, 7 266,000
BELLSOUTH CORP COMMON 079860102 162,758 4,062,600 SH DEFINED 1 4,062,600
BELLSOUTH CORP COMMON 079860102 30,047 750,000 SH DEFINED 1, 2 750,000
BELLSOUTH CORP COMMON 079860102 15,624 390,000 SH DEFINED 1, 3 390,000
BEN & JERRY'S HOMEMADE - CLASS A COMMON 081465106 700 25,000 SH DEFINED 1 25,000
BENEDEK COMMUNICATIONS PFD PREFERRED 08170W601 20,720 28,000 SH DEFINED 1 28,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BERGEN BRUNSWIG CORP - CLASS A COMMON 083739102 5,300 265,000 SH DEFINED 1 265,000
BERGEN BRUNSWIG CORP - CLASS A COMMON 083739102 28,522 1,426,100 SH DEFINED 1, 2 1,426,100
BERGEN BRUNSWIG CORP - CLASS A COMMON 083739102 600 30,000 SH DEFINED 2 30,000
BERGEN BRUNSWIG CORP - CLASS A COMMON 083739102 74 3,700 SH DEFINED 2, 4 3,700
BERINGER WINE ESTATES COMMON 084102102 2,917 80,200 SH DEFINED 1 80,200
BEST BUY COMPANY, INC. COMMON 086516101 427,746 8,225,890 SH DEFINED 1 8,225,890
BEST BUY COMPANY, INC. COMMON 086516101 121,680 2,340,000 SH DEFINED 1, 2 2,340,000
BEST BUY COMPANY, INC. COMMON 086516101 33,010 634,800 SH DEFINED 1, 3 634,800
BEST BUY COMPANY, INC. COMMON 086516101 832 16,000 SH DEFINED 2 16,000
BEST BUY COMPANY, INC. COMMON 086516101 702 13,500 SH DEFINED 2, 4 13,500
BEST SOFTWARE INC. COMMON 086579109 4,066 301,150 SH DEFINED 1 301,150
BESTFOODS COMMON 08658U101 15,031 319,800 SH DEFINED 1, 7 319,800
BETHLEHEM STEEL COMMON 087509105 67 8,100 SH DEFINED 1 8,100
BINDLEY WESTERN INDUSTRY COMMON 090324104 705 24,666 SH DEFINED 1, 5 24,666
BIOCHEM PHARMA INC COMMON 09058T108 213 10,000 SH DEFINED 1 10,000
BIOGEN, INC. COMMON 090597105 15,215 133,100 SH DEFINED 1 133,100
BIOGEN, INC. COMMON 090597105 114,313 1,000,000 SH DEFINED 1, 2 1,000,000
BIOGEN, INC. COMMON 090597105 20,005 175,000 SH DEFINED 1, 3 175,000
BIOGEN, INC. COMMON 090597105 3,578 31,300 SH DEFINED 2 31,300
BIOGEN, INC. COMMON 090597105 389 3,400 SH DEFINED 2, 4 3,400
BIOMATRIX INC. COMMON 09060P102 1,950 25,000 SH DEFINED 1 25,000
BIOMET INC. COMMON 090613100 13,340 318,100 SH DEFINED 1 318,100
BIOMET INC. COMMON 090613100 83,875 2,000,000 SH DEFINED 1, 2 2,000,000
BIOMET INC. COMMON 090613100 818 19,500 SH DEFINED 1, 5 19,500
BIOMET INC. COMMON 090613100 1,485 35,400 SH DEFINED 2 35,400
BIOMET INC. COMMON 090613100 285 6,800 SH DEFINED 2, 4 6,800
BIOSITE DIAGNOSTICS INC COMMON 090945106 300 30,000 SH DEFINED 1 30,000
BIOVAIL CORPORATION
INTERNATIONAL COMMON 09067K106 11,150 289,600 SH DEFINED 1 289,600
BIOVAIL CORPORATION
INTERNATIONAL COMMON 09067K106 112 2,900 SH DEFINED 2, 4 2,900
BIOVAIL CORPORATION
INTERNATIONAL COMMON 09067K106 12 300 SH DEFINED 2, 6 300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BJ SERVICES CO. COMMON 055482103 9,511 405,800 SH DEFINED 1 405,800
BJ SERVICES CO. COMMON 055482103 35,156 1,500,000 SH DEFINED 1, 2 1,500,000
BJ SERVICES CO. COMMON 055482103 600 25,600 SH DEFINED 2 25,600
BJ SERVICES CO. COMMON 055482103 131 5,600 SH DEFINED 2, 4 5,600
BJ'S WHOLESALE CLUB INC COMMON 05548J106 5,568 210,600 SH DEFINED 1 210,600
BLUE RHINO CORPORATION COMMON 095811105 263 20,000 SH DEFINED 1 20,000
BLUE SQUARE ISRAEL LTD ADR COMMON 096055108 1,034 81,100 SH DEFINED 1, 7 81,100
BLYTH INDUSTRIES, INC. COMMON 09643P108 7,709 326,300 SH DEFINED 1 326,300
BLYTH INDUSTRIES, INC. COMMON 09643P108 1,292 54,700 SH DEFINED 1, 2 54,700
BLYTH INDUSTRIES, INC. COMMON 09643P108 213 9,000 SH DEFINED 2 9,000
BLYTH INDUSTRIES, INC. COMMON 09643P108 19 800 SH DEFINED 2, 4 800
BMC SOFTWARE, INC. COMMON 055921100 253,066 6,828,100 SH DEFINED 1 6,828,100
BMC SOFTWARE, INC. COMMON 055921100 129,719 3,500,000 SH DEFINED 1, 2 3,500,000
BMC SOFTWARE, INC. COMMON 055921100 2,461 66,400 SH DEFINED 2 66,400
BMC SOFTWARE, INC. COMMON 055921100 445 12,000 SH DEFINED 2, 4 12,000
BOEING CO. COMMON 097023105 3,754 110,000 SH DEFINED 1, 5 110,000
BORDERS GROUP, INC. COMMON 099709107 1,238 88,000 SH DEFINED 1 88,000
BOSTON COMMUNICATIONS GROUP COMMON 100582105 390 40,000 SH DEFINED 1 40,000
BOSTON PROPERTIES INC COMMON 101121101 6,268 198,200 SH DEFINED 1 198,200
BOSTON PROPERTIES INC COMMON 101121101 538 17,000 SH DEFINED 1, 5 17,000
BOWATER INC. COMMON 102183100 9,906 250,000 SH DEFINED 1 250,000
BOWLIN OUTDOOR ADVERT &
TRAVEL CENT COMMON 102595105 1,750 250,000 SH DEFINED 1 250,000
BOWLIN OUTDOOR ADVERT &
TRAVEL CENT COMMON 102595105 20 2,800 SH DEFINED 2, 4 2,800
BOWLIN OUTDOOR ADVERT &
TRAVEL CENT COMMON 102595105 2 300 SH DEFINED 2, 6 300
BP AMOCO PLC ADR COMMON 055622104 78,962 782,285 SH DEFINED 1 782,285
BP AMOCO PLC ADR COMMON 055622104 935 9,263 SH DEFINED 1, 5 9,263
BRAND SCAFFOLD SERVICES
14.5% PFD PREFERRED 105257307 9,983 330,000 SH DEFINED 1 330,000
BRASIL DISTR PAO ADR COMMON 20440T201 4,310 294,669 SH DEFINED 1 294,669
BRASIL DISTR PAO ADR COMMON 20440T201 1,830 125,100 SH DEFINED 1, 7 125,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRIGHT HORIZONS FAMILY
SOLUTIONS COMMON 109195107 10,303 470,992 SH DEFINED 1 470,992
BRIGHT HORIZONS FAMILY
SOLUTIONS COMMON 109195107 96 4,400 SH DEFINED 2, 4 4,400
BRIGHT HORIZONS FAMILY
SOLUTIONS COMMON 109195107 9 400 SH DEFINED 2, 6 400
BRINKER INTERNATIONAL INC. COMMON 109641100 9,527 369,100 SH DEFINED 1 369,100
BRINKER INTERNATIONAL INC. COMMON 109641100 51,625 2,000,000 SH DEFINED 1, 2 2,000,000
BRINKER INTERNATIONAL INC. COMMON 109641100 214 8,300 SH DEFINED 1, 5 8,300
BRINKER INTERNATIONAL INC. COMMON 109641100 903 35,000 SH DEFINED 2 35,000
BRINKER INTERNATIONAL INC. COMMON 109641100 165 6,400 SH DEFINED 2, 4 6,400
BRIO TECHNOLOGY INC. COMMON 109704106 275 13,000 SH DEFINED 1 13,000
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 509,507 7,922,370 SH DEFINED 1 7,922,370
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 157,476 2,448,600 SH DEFINED 1, 2 2,448,600
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 1,544 24,000 SH DEFINED 1, 5 24,000
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 24,355 378,700 SH DEFINED 1, 7 378,700
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 450 7,000 SH DEFINED 2, 4 7,000
BRITISH AIRWAYS - SPONSORED ADR COMMON 110419306 3,569 52,000 SH DEFINED 1, 5 52,000
BRITISH AMERICAN TOBACCO PLC COMMON 110448107 947 53,000 SH DEFINED 1 53,000
BRITISH STEEL PLC- SPONSORED ADR COMMON 111015301 474 23,500 SH DEFINED 1 23,500
BRITISH TELECOM PLC-SPONSORED ADRCOMMON 111021408 14,449 88,000 SH DEFINED 1, 5 88,000
BROADCAST.COM INC COMMON 111310108 17,255 146,000 SH DEFINED 1 146,000
BROADCAST.COM INC COMMON 111310108 1,064 9,000 SH DEFINED 2 9,000
BROADCOM CORP - CLASS A COMMON 111320107 11,955 194,000 SH DEFINED 1 194,000
BROADCOM CORP - CLASS A COMMON 111320107 15,406 250,000 SH DEFINED 1, 3 250,000
BROADCOM CORP - CLASS A COMMON 111320107 567 9,200 SH DEFINED 2 9,200
BROADVISION INC COMMON 111412102 394 6,600 SH DEFINED 1, 5 6,600
BROOKS AUTOMATION INC COMMON 11434A100 2,598 116,100 SH DEFINED 1 116,100
BROOKS AUTOMATION INC COMMON 11434A100 4 200 SH DEFINED 2, 6 200
BROWN-FORMAN CORP. - CLASS B COMMON 115637209 7,287 126,455 SH DEFINED 1, 7 126,455
BROWNING FERRIS INDUSTRIES COMMON 115885105 7,022 182,100 SH DEFINED 1, 5 182,100
BUFFETS, INC. COMMON 119882108 276 27,900 SH DEFINED 1, 5 27,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BURLINGTON COAT FACTORY
WAREHOUSE COMMON 121579106 1,624 138,200 SH DEFINED 1 138,200
BURLINGTON COAT FACTORY
WAREHOUSE COMMON 121579106 21 1,800 SH DEFINED 2, 4 1,800
BURLINGTON INDUSTRIES INC COMMON 121693105 244 36,900 SH DEFINED 1, 5 36,900
BURLINGTON NORTHERN
SANTA FE CORP. COMMON 12189T104 536 16,300 SH DEFINED 1 16,300
BURLINGTON RESOURCES INC COMMON 122014103 5,280 132,200 SH DEFINED 1 132,200
BURR-BROWN CORPORATION COMMON 122574106 8,164 347,400 SH DEFINED 1 347,400
BURR-BROWN CORPORATION COMMON 122574106 40 1,700 SH DEFINED 2, 4 1,700
BURR-BROWN CORPORATION COMMON 122574106 5 200 SH DEFINED 2, 6 200
BUSINESS OBJECTS S.A. ADR COMMON 12328X107 12,973 437,000 SH DEFINED 1 437,000
BUSINESS OBJECTS S.A. ADR COMMON 12328X107 119 4,000 SH DEFINED 2, 4 4,000
BUSINESS OBJECTS S.A. ADR COMMON 12328X107 15 500 SH DEFINED 2, 6 500
C&D TECHNOLOGIES INC. COMMON 124661109 214 8,600 SH DEFINED 1, 5 8,600
C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 3,839 150,900 SH DEFINED 1 150,900
CABLEVISION SYSTEMS CORP. COMMON 12686C109 7,798 105,200 SH DEFINED 1 105,200
CABOT OIL & GAS CORP.
- CLASS A COMMON 127097103 3,762 260,600 SH DEFINED 1 260,600
CABOT OIL & GAS CORP.
- CLASS A COMMON 127097103 56 3,900 SH DEFINED 2, 4 3,900
CABOT OIL & GAS CORP.
- CLASS A COMMON 127097103 9 600 SH DEFINED 2, 6 600
CADENCE DESIGN SYSTEMS COMMON 127387108 24,890 966,600 SH DEFINED 1 966,600
CADENCE DESIGN SYSTEMS COMMON 127387108 64,375 2,500,000 SH DEFINED 1, 2 2,500,000
CADENCE DESIGN SYSTEMS COMMON 127387108 3,863 150,000 SH DEFINED 1, 3 150,000
CADENCE DESIGN SYSTEMS COMMON 127387108 1,147 44,550 SH DEFINED 2 44,550
CADENCE DESIGN SYSTEMS COMMON 127387108 221 8,600 SH DEFINED 2, 4 8,600
CADILLAC FAIRVIEW CORP COMMON 126929207 3,014 180,600 SH DEFINED 1 180,600
CAL DIVE INTERNATIONAL INC. COMMON 127914109 6,271 300,400 SH DEFINED 1 300,400
CAL DIVE INTERNATIONAL INC. COMMON 127914109 73 3,500 SH DEFINED 2, 4 3,500
CAL DIVE INTERNATIONAL INC. COMMON 127914109 8 400 SH DEFINED 2, 6 400
CALLAWAY GOLF COMPANY COMMON 131193104 1,383 135,800 SH DEFINED 1 135,800
CALLAWAY GOLF COMPANY COMMON 131193104 29,177 2,864,000 SH DEFINED 1, 2 2,864,000
CALLAWAY GOLF COMPANY COMMON 131193104 514 50,500 SH DEFINED 2 50,500
CALLAWAY GOLF COMPANY COMMON 131193104 97 9,500 SH DEFINED 2, 4 9,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAMBREX CORP COMMON 132011107 186 8,400 SH DEFINED 1 8,400
CANADIAN NATIONAL RAILWAY COMMON 136375102 15,142 272,210 SH DEFINED 1 272,210
CANADIAN NATIONAL RAILWAY COMMON 136375102 28 500 SH DEFINED 2, 4 500
CANANDAIGUA WINE CO - CLASS A COMMON 137219200 4,796 95,200 SH DEFINED 1 95,200
CANANDAIGUA WINE CO - CLASS A COMMON 137219200 605 12,000 SH DEFINED 1, 5 12,000
CANDESCENT TECH CVT 144A CONVERT 137392AA4 23,248 27,350,000 PRN DEFINED 1 27,350,000
CANDESCENT TECH CVT 144A CONVERT 137392AA4 24,055 28,300,000 PRN DEFINED 1, 2 28,300,000
CANON INC ADR COMMON 138006309 1,791 75,000 SH DEFINED 1, 5 75,000
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 17,460 115,630 SH DEFINED 1 115,630
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 146,349 969,200 SH DEFINED 1, 2 969,200
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 16,610 110,000 SH DEFINED 1, 3 110,000
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 1,993 13,200 SH DEFINED 2 13,200
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 664 4,400 SH DEFINED 2, 4 4,400
CAPITAL SENIOR LIVING CORP. COMMON 140475104 1,415 200,400 SH DEFINED 1 200,400
CAPSTAR BROADCASTING CORP COMMON 14067G105 5,246 228,700 SH DEFINED 1 228,700
CARDINAL HEALTH, INC. COMMON 14149Y108 176,866 2,679,790 SH DEFINED 1 2,679,790
CARDINAL HEALTH, INC. COMMON 14149Y108 151,745 2,299,167 SH DEFINED 1, 2 2,299,167
CARDINAL HEALTH, INC. COMMON 14149Y108 7,808 118,300 SH DEFINED 1, 3 118,300
CARDINAL HEALTH, INC. COMMON 14149Y108 2,046 31,005 SH DEFINED 2 31,005
CARDINAL HEALTH, INC. COMMON 14149Y108 632 9,582 SH DEFINED 2, 4 9,582
CARDIOTHORACIC SYSTEMS, INC. COMMON 141907105 1,434 150,000 SH DEFINED 1 150,000
CAREER EDUCATION CORP COMMON 141665109 1,794 51,800 SH DEFINED 1 51,800
CARLISLE COS, INC. COMMON 142339100 341 7,300 SH DEFINED 1, 5 7,300
CARLTON COMM. PLC
- SPONSORED ADR COMMON 142872209 4,888 100,000 SH DEFINED 1, 5 100,000
CARNIVAL CORP COMMON 143658102 391,389 8,059,500 SH DEFINED 1 8,059,500
CARNIVAL CORP COMMON 143658102 126,398 2,602,800 SH DEFINED 1, 2 2,602,800
CARNIVAL CORP COMMON 143658102 13,209 272,000 SH DEFINED 1, 3 272,000
CARNIVAL CORP COMMON 143658102 583 12,000 SH DEFINED 2, 4 12,000
CARNIVAL CORP COMMON 143658102 238 4,900 SH DEFINED 2, 6 4,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAROLINA POWER & LIGHT COMMON 144141108 2,012 53,200 SH DEFINED 1 53,200
CARRAMERICA REALTY CORP COMMON 144418100 3,695 167,500 SH DEFINED 1, 5 167,500
CARRIER ACCESS CORP COMMON 144460102 4,175 54,000 SH DEFINED 1 54,000
CASELLA WASTE SYSTEMS INC COMMON 147448104 5,530 245,100 SH DEFINED 1 245,100
CASEY'S GENERAL STORES COMMON 147528103 4,875 330,500 SH DEFINED 1 330,500
CASEY'S GENERAL STORES COMMON 147528103 49 3,300 SH DEFINED 2, 4 3,300
CASEY'S GENERAL STORES COMMON 147528103 6 400 SH DEFINED 2, 6 400
CASH AMERICA INTL INC COMMON 14754D100 4,970 386,000 SH DEFINED 1 386,000
CATALYTICA INC COMMON 148885106 2,758 250,700 SH DEFINED 1 250,700
CATERPILLAR, INC. COMMON 149123101 4,594 100,000 SH DEFINED 1, 5 100,000
CATO CORP. COMMON 149205106 239 25,700 SH DEFINED 1, 5 25,700
CBL & ASSOCIATES PROPERTIES COMMON 124830100 2,700 116,150 SH DEFINED 1, 5 116,150
CBS CORPORATION COMMON 12490K107 44,303 1,082,200 SH DEFINED 1 1,082,200
CCB FINANCIAL CORP COMMON 124875105 1,622 30,000 SH DEFINED 1 30,000
CDW COMPUTER CENTERS INC. COMMON 125129106 44,453 644,250 SH DEFINED 1 644,250
CDW COMPUTER CENTERS INC. COMMON 125129106 69,000 1,000,000 SH DEFINED 1, 2 1,000,000
CDW COMPUTER CENTERS INC. COMMON 125129106 1,308 18,950 SH DEFINED 2 18,950
CDW COMPUTER CENTERS INC. COMMON 125129106 531 7,700 SH DEFINED 2, 4 7,700
CDW COMPUTER CENTERS INC. COMMON 125129106 35 500 SH DEFINED 2, 6 500
CEC ENTERTAINMENT INC. COMMON 125137109 35,934 1,001,650 SH DEFINED 1 1,001,650
CEC ENTERTAINMENT INC. COMMON 125137109 291 8,100 SH DEFINED 2, 4 8,100
CEC ENTERTAINMENT INC. COMMON 125137109 36 1,000 SH DEFINED 2, 6 1,000
CELCARIBE ORD. TRUST
CERTIFICATES COMMON 150898104 6,829 2,276,400 SH DEFINED 1 2,276,400
CELESTICA INC COMMON 15101Q108 7,114 219,300 SH DEFINED 1 219,300
CELLNET DATA SYSTEMS COMMON 15115M135 93 10,000 SH DEFINED 1 10,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CELLSTAR CORP. COMMON 150925105 9,151 882,000 SH DEFINED 1 882,000
CELLSTAR CORP. COMMON 150925105 108 10,400 SH DEFINED 2, 4 10,400
CELLSTAR CORP. COMMON 150925105 11 1,100 SH DEFINED 2, 6 1,100
CEMIG SA SPONSORED ADR COMMON 204409601 6,571 294,631 SH DEFINED 1, 7 294,631
CENDANT CORP CONVERTIBLE PFD CONVERT 151313301 2,247 78,000 SH DEFINED 1 78,000
CENTENNIAL BANCORP COMMON 15133T104 4,775 381,980 SH DEFINED 1 381,980
CENTENNIAL BANCORP COMMON 15133T104 58 4,620 SH DEFINED 2, 4 4,620
CENTENNIAL BANCORP COMMON 15133T104 7 550 SH DEFINED 2, 6 550
CENTEX CONSTRUCTION
PRODUCTS INC COMMON 15231R109 992 28,500 SH DEFINED 1 28,500
CENTEX CONSTRUCTION
PRODUCTS INC COMMON 15231R109 717 20,600 SH DEFINED 1, 5 20,600
CENTEX CORP COMMON 152312104 1,125 33,700 SH DEFINED 1 33,700
CENTRAL PARKING CORPORATION COMMON 154785109 3,805 110,300 SH DEFINED 1 110,300
CENTURA BANKS INC COMMON 15640T100 5,825 100,100 SH DEFINED 1 100,100
CENTURA BANKS INC COMMON 15640T100 116 2,000 SH DEFINED 2, 4 2,000
CENTURA BANKS INC COMMON 15640T100 12 200 SH DEFINED 2, 6 200
CENTURY BUSINESS SERVICES COMMON 156490104 6,407 585,800 SH DEFINED 1 585,800
CENTURY BUSINESS SERVICES COMMON 156490104 43 3,900 SH DEFINED 2, 4 3,900
CENTURY BUSINESS SERVICES COMMON 156490104 5 500 SH DEFINED 2, 6 500
CENTURY COMMUNICATIONS COMMON 156503104 678 14,600 SH DEFINED 1 14,600
CENTURY TELEPHONE ENTERPRISES COMMON 156686107 11,837 168,500 SH DEFINED 1 168,500
CENTURY TELEPHONE ENTERPRISES COMMON 156686107 105,371 1,499,950 SH DEFINED 1, 2 1,499,950
CENTURY TELEPHONE ENTERPRISES COMMON 156686107 18,265 260,000 SH DEFINED 1, 3 260,000
CENTURY TELEPHONE ENTERPRISES COMMON 156686107 1,124 16,000 SH DEFINED 1, 5 16,000
CENTURY TELEPHONE ENTERPRISES COMMON 156686107 1,841 26,200 SH DEFINED 2 26,200
CENTURY TELEPHONE ENTERPRISES COMMON 156686107 358 5,100 SH DEFINED 2, 4 5,100
CERIDIAN CORPORATION COMMON 15677T106 16,201 443,100 SH DEFINED 1 443,100
CERIDIAN CORPORATION COMMON 15677T106 120,291 3,290,000 SH DEFINED 1, 2 3,290,000
CERIDIAN CORPORATION COMMON 15677T106 4,015 109,800 SH DEFINED 1, 3 109,800
CERIDIAN CORPORATION COMMON 15677T106 1,378 37,700 SH DEFINED 2 37,700
CERIDIAN CORPORATION COMMON 15677T106 589 16,100 SH DEFINED 2, 4 16,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHAMPIONSHIP AUTO RACING COMMON 158711101 5,519 189,500 SH DEFINED 1 189,500
CHAMPIONSHIP AUTO RACING COMMON 158711101 44 1,500 SH DEFINED 2, 4 1,500
CHAMPIONSHIP AUTO RACING COMMON 158711101 6 200 SH DEFINED 2, 6 200
CHANCELLOR MEDIA CORP - CLASS A COMMON 158915108 13,693 290,572 SH DEFINED 1 290,572
CHANCELLOR MEDIA CORP - CLASS A COMMON 158915108 112,158 2,380,002 SH DEFINED 1, 2 2,380,002
CHANCELLOR MEDIA CORP - CLASS A COMMON 158915108 5,419 115,000 SH DEFINED 1, 3 115,000
CHANCELLOR MEDIA CORP - CLASS A COMMON 158915108 1,248 26,490 SH DEFINED 2 26,490
CHANCELLOR MEDIA CORP - CLASS A COMMON 158915108 504 10,700 SH DEFINED 2, 4 10,700
CHASE MANHATTAN CORPORATION COMMON 16161A108 644,178 7,922,250 SH DEFINED 1 7,922,250
CHASE MANHATTAN CORPORATION COMMON 16161A108 162,625 2,000,000 SH DEFINED 1, 2 2,000,000
CHASE MANHATTAN CORPORATION COMMON 16161A108 16,263 200,000 SH DEFINED 1, 3 200,000
CHASE MANHATTAN CORPORATION COMMON 16161A108 3,927 48,300 SH DEFINED 1, 5 48,300
CHASE MANHATTAN CORPORATION COMMON 16161A108 106 1,300 SH DEFINED 2, 4 1,300
CHATTEM INC COMMON 162456107 4,697 150,300 SH DEFINED 1 150,300
CHEAP TICKETS INC. COMMON 162672109 504 15,000 SH DEFINED 1 15,000
CHECK POINT SOFTWARE
TECHNOLOGY COMMON M22465104 20,257 471,100 SH DEFINED 1 471,100
CHECK POINT SOFTWARE
TECHNOLOGY COMMON M22465104 27,950 650,000 SH DEFINED 1, 2 650,000
CHECK POINT SOFTWARE
TECHNOLOGY COMMON M22465104 2,150 50,000 SH DEFINED 1, 3 50,000
CHECK POINT SOFTWARE
TECHNOLOGY COMMON M22465104 516 12,000 SH DEFINED 2 12,000
CHECK POINT SOFTWARE
TECHNOLOGY COMMON M22465104 391 9,100 SH DEFINED 2, 4 9,100
CHECK POINT SOFTWARE
TECHNOLOGY COMMON M22465104 30 700 SH DEFINED 2, 6 700
CHECKFREE HOLDINGS CORP. COMMON 162816102 11,113 261,100 SH DEFINED 1 261,100
CHECKFREE HOLDINGS CORP. COMMON 162816102 183 4,300 SH DEFINED 2, 4 4,300
CHECKFREE HOLDINGS CORP. COMMON 162816102 21 500 SH DEFINED 2, 6 500
CHEESECAKE FACTORY (THE) COMMON 163072101 342 14,400 SH DEFINED 1, 5 14,400
CHEVRON CORP. COMMON 166751107 955 10,800 SH DEFINED 1 10,800
CHICO'S FAS, INC. COMMON 168615102 2,948 137,100 SH DEFINED 1 137,100
CHILDREN'S PLACE RETAIL STORES COMMON 168905107 2,780 103,200 SH DEFINED 1 103,200
CHILDREN'S PLACE RETAIL STORES COMMON 168905107 40 1,500 SH DEFINED 2, 4 1,500
CHILDREN'S PLACE RETAIL STORES COMMON 168905107 5 200 SH DEFINED 2, 6 200
CHIREX INC. COMMON 170038103 2,205 90,000 SH DEFINED 1 90,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHOICEPOINT INC COMMON 170388102 1,571 31,500 SH DEFINED 1 31,500
CHOICEPOINT INC COMMON 170388102 30,788 617,300 SH DEFINED 1, 2 617,300
CHOICEPOINT INC COMMON 170388102 549 11,000 SH DEFINED 2 11,000
CHOICEPOINT INC COMMON 170388102 110 2,200 SH DEFINED 2, 4 2,200
CHS ELECTRONICS INC COMMON 12542A206 36 11,400 SH DEFINED 1, 5 11,400
CIA CERVECERIA UNIDAS
- SPONS. ADR COMMON 204429104 982 45,000 SH DEFINED 1, 5 45,000
CIA CERVECERIA UNIDAS
- SPONS. ADR COMMON 204429104 3,427 157,100 SH DEFINED 1, 7 157,100
CIBER INC COMMON 17163B102 10,018 522,100 SH DEFINED 1 522,100
CIBER INC COMMON 17163B102 19,188 1,000,000 SH DEFINED 1, 2 1,000,000
CIBER INC COMMON 17163B102 359 18,700 SH DEFINED 2 18,700
CIBER INC COMMON 17163B102 167 8,700 SH DEFINED 2, 4 8,700
CIBER INC COMMON 17163B102 12 600 SH DEFINED 2, 6 600
CIENA CORP COMMON 171779101 15,482 688,100 SH DEFINED 1 688,100
CIENA CORP COMMON 171779101 28,125 1,250,000 SH DEFINED 1, 2 1,250,000
CIENA CORP COMMON 171779101 15,750 700,000 SH DEFINED 1, 3 700,000
CIENA CORP COMMON 171779101 938 41,700 SH DEFINED 2 41,700
CIENA CORP COMMON 171779101 104 4,600 SH DEFINED 2, 4 4,600
CIGNA CORP COMMON 125509109 17,299 206,400 SH DEFINED 1 206,400
CILCORP, INC. COMMON 171794100 204 3,400 SH DEFINED 1, 5 3,400
CINAR CORPORATION - CLASS B
SUB VTG COMMON 171905300 4,901 213,100 SH DEFINED 1 213,100
CINAR CORPORATION - CLASS B
SUB VTG COMMON 171905300 48 2,100 SH DEFINED 2, 4 2,100
CINAR CORPORATION - CLASS B
SUB VTG COMMON 171905300 715 31,100 SH DEFINED 2, 6 31,100
CINCINNATI BELL INC COMMON 171870108 4,737 211,100 SH DEFINED 1 211,100
CINCINNATI BELL INC COMMON 171870108 22,438 1,000,000 SH DEFINED 1, 2 1,000,000
CINCINNATI BELL INC COMMON 171870108 363 16,200 SH DEFINED 2 16,200
CINCINNATI BELL INC COMMON 171870108 96 4,300 SH DEFINED 2, 4 4,300
CINTAS CORP COMMON 172908105 5,040 77,100 SH DEFINED 1 77,100
CINTAS CORP COMMON 172908105 98,063 1,500,000 SH DEFINED 1, 2 1,500,000
CINTAS CORP COMMON 172908105 8,087 123,700 SH DEFINED 1, 3 123,700
CINTAS CORP COMMON 172908105 1,700 26,000 SH DEFINED 2 26,000
CINTAS CORP COMMON 172908105 333 5,100 SH DEFINED 2, 4 5,100
CIRCUIT CITY STORES, INC. COMMON 172737108 843 11,000 SH DEFINED 1 11,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CIRCUS CIRCUS ENTERPRISES, INC. COMMON 172909103 1,344 76,500 SH DEFINED 1 76,500
CIRCUS CIRCUS ENTERPRISES, INC. COMMON 172909103 26,888 1,531,000 SH DEFINED 1, 2 1,531,000
CIRCUS CIRCUS ENTERPRISES, INC. COMMON 172909103 488 27,800 SH DEFINED 2 27,800
CIRCUS CIRCUS ENTERPRISES, INC. COMMON 172909103 91 5,200 SH DEFINED 2, 4 5,200
CISCO SYSTEMS, INC. COMMON 17275R102 582,415 5,315,826 SH DEFINED 1 5,315,826
CISCO SYSTEMS, INC. COMMON 17275R102 301,834 2,754,900 SH DEFINED 1, 2 2,754,900
CISCO SYSTEMS, INC. COMMON 17275R102 54,781 500,000 SH DEFINED 1, 3 500,000
CISCO SYSTEMS, INC. COMMON 17275R102 1,479 13,500 SH DEFINED 2 13,500
CISCO SYSTEMS, INC. COMMON 17275R102 1,238 11,300 SH DEFINED 2, 4 11,300
CITIGROUP INC COMMON 172967101 169,139 2,647,974 SH DEFINED 1 2,647,974
CITIGROUP INC COMMON 172967101 63,875 1,000,000 SH DEFINED 1, 2 1,000,000
CITRIX 144A CVT 0% CONVERT 177376AA8 7,219 21,000,000 PRN DEFINED 1 21,000,000
CITRIX SYSTEMS, INC. COMMON 177376100 35,605 933,900 SH DEFINED 1 933,900
CITRIX SYSTEMS, INC. COMMON 177376100 164,060 4,303,200 SH DEFINED 1, 2 4,303,200
CITRIX SYSTEMS, INC. COMMON 177376100 19,063 500,000 SH DEFINED 1, 3 500,000
CITRIX SYSTEMS, INC. COMMON 177376100 2,932 76,900 SH DEFINED 2 76,900
CITRIX SYSTEMS, INC. COMMON 177376100 968 25,400 SH DEFINED 2, 4 25,400
CITRIX SYSTEMS, INC. COMMON 177376100 34 900 SH DEFINED 2, 6 900
CITY NATIONAL CORPORATION COMMON 178566105 1,338 43,350 SH DEFINED 1 43,350
CLAIRE'S STORES, INC. COMMON 179584107 19,156 635,900 SH DEFINED 1 635,900
CLAIRE'S STORES, INC. COMMON 179584107 196 6,500 SH DEFINED 2, 4 6,500
CLAIRE'S STORES, INC. COMMON 179584107 24 800 SH DEFINED 2, 6 800
CLARK/BARDES HOLDINGS INC. COMMON 180668105 207 12,200 SH DEFINED 1 12,200
CLAYTON HOMES, INC. COMMON 184190106 4,786 432,625 SH DEFINED 1 432,625
CLAYTON HOMES, INC. COMMON 184190106 42,729 3,862,500 SH DEFINED 1, 2 3,862,500
CLAYTON HOMES, INC. COMMON 184190106 2,714 245,375 SH DEFINED 1, 3 245,375
CLAYTON HOMES, INC. COMMON 184190106 657 59,375 SH DEFINED 2 59,375
CLAYTON HOMES, INC. COMMON 184190106 145 13,125 SH DEFINED 2, 4 13,125
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 39,369 587,056 SH DEFINED 1 587,056
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 63,740 950,460 SH DEFINED 1, 2 950,460
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 423 6,308 SH DEFINED 2, 4 6,308
CLEARNET COMMUNICATIONS
WARRANTS COMMON 184902112 916 107,811 SH DEFINED 1 107,811
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CLEARNET COMMUNICATIONS
- CLASS A COMMON 184902104 86 6,500 SH DEFINED 1 6,500
CLECO CORPORATION COMMON 12561M107 251 8,500 SH DEFINED 1, 5 8,500
CLOROX COMPANY COMMON 189054109 13,280 113,325 SH DEFINED 1 113,325
CLOROX COMPANY COMMON 189054109 105,469 900,000 SH DEFINED 1, 2 900,000
CLOROX COMPANY COMMON 189054109 1,289 11,000 SH DEFINED 2 11,000
CLOROX COMPANY COMMON 189054109 258 2,200 SH DEFINED 2, 4 2,200
CMAC INVESTMENT CORP COMMON 125662106 5,156 132,200 SH DEFINED 1 132,200
CMAC INVESTMENT CORP COMMON 125662106 47 1,200 SH DEFINED 2, 4 1,200
CMAC INVESTMENT CORP COMMON 125662106 8 200 SH DEFINED 2, 6 200
CMGI INC. COMMON 125750109 21,070 115,100 SH DEFINED 1 115,100
CMGI INC. COMMON 125750109 10,068 55,000 SH DEFINED 1, 3 55,000
CMP GROUP INC. COMMON 125887109 244 13,300 SH DEFINED 1, 5 13,300
CMS ENERGY CORPORATION COMMON 125896100 1,390 34,700 SH DEFINED 1 34,700
CNA SURETY CORPORATION COMMON 12612L108 3,096 250,200 SH DEFINED 1 250,200
CNET INC COMMON 125945105 258 2,800 SH DEFINED 1, 5 2,800
COACH USA, INC. COMMON 18975L106 4,843 176,100 SH DEFINED 1 176,100
COASTAL CORP COMMON 190441105 904 27,400 SH DEFINED 1 27,400
COASTAL CORP COMMON 190441105 13,860 420,000 SH DEFINED 1, 3 420,000
COCA-COLA CO COMMON 191216100 26,777 436,280 SH DEFINED 1 436,280
COCA-COLA FEMSA S.A.
-SPONSORED ADR COMMON 191241108 19,635 1,203,700 SH DEFINED 1 1,203,700
COCA-COLA FEMSA S.A.
-SPONSORED ADR COMMON 191241108 86 5,300 SH DEFINED 2, 4 5,300
COFLEXIP ADR COMMON 192384105 348 10,100 SH DEFINED 1 10,100
COFLEXIP ADR COMMON 192384105 8,263 239,500 SH DEFINED 1, 2 239,500
COFLEXIP ADR COMMON 192384105 145 4,200 SH DEFINED 2 4,200
COFLEXIP ADR COMMON 192384105 35 1,000 SH DEFINED 2, 4 1,000
COLGATE PALMOLIVE CO COMMON 194162103 425,960 4,630,000 SH DEFINED 1 4,630,000
COLGATE PALMOLIVE CO COMMON 194162103 32,200 350,000 SH DEFINED 1, 2 350,000
COLONIAL BANCGROUP INC. COMMON 195493309 4,811 400,900 SH DEFINED 1 400,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLONIAL PROPERTIES TRUST COMMON 195872106 2,555 100,200 SH DEFINED 1 100,200
COLORADO BUSINESS BANKSHARES COMMON 196333108 1,052 85,000 SH DEFINED 1 85,000
COLORADO MEDTECH INC COMMON 19652U104 2,336 210,000 SH DEFINED 1 210,000
COLUMBIA BANCORP. COMMON 197231103 173 20,000 SH DEFINED 1 20,000
COLUMBIA ENERGY GROUP COMMON 197648108 517 9,900 SH DEFINED 1 9,900
COLUMBIA ENERGY GROUP COMMON 197648108 8,982 171,900 SH DEFINED 1, 3 171,900
COLUMBIA/HCA HEALTHCARE CORP. COMMON 197677107 6,628 350,000 SH DEFINED 1, 5 350,000
COMAIR HOLDINGS, INC. COMMON 199789108 2,215 93,750 SH DEFINED 1 93,750
COMCAST CORP SPECIAL - CLASS A COMMON 200300200 198,017 3,146,245 SH DEFINED 1 3,146,245
COMCAST CORP SPECIAL - CLASS A COMMON 200300200 210,066 3,337,700 SH DEFINED 1, 2 3,337,700
COMCAST CORP SPECIAL - CLASS A COMMON 200300200 25,175 400,000 SH DEFINED 1, 3 400,000
COMCAST CORP SPECIAL - CLASS A COMMON 200300200 2,027 32,200 SH DEFINED 2 32,200
COMCAST CORP SPECIAL - CLASS A COMMON 200300200 938 14,900 SH DEFINED 2, 4 14,900
COMDISCO INC COMMON 200336105 2,953 165,200 SH DEFINED 1 165,200
COMDISCO INC COMMON 200336105 79,769 4,462,600 SH DEFINED 1, 2 4,462,600
COMDISCO INC COMMON 200336105 1,410 78,900 SH DEFINED 2 78,900
COMDISCO INC COMMON 200336105 300 16,800 SH DEFINED 2, 4 16,800
COMFORT SYSTEMS USA, INC. COMMON 199908104 331 22,600 SH DEFINED 1 22,600
COMFORT SYSTEMS USA, INC. COMMON 199908104 437 29,900 SH DEFINED 1, 5 29,900
COMMERCE BANCORP INC/NJ COMMON 200519106 545 13,206 SH DEFINED 1, 5 13,206
COMMERCE BANCSHARES, INC. COMMON 200525103 2,451 63,670 SH DEFINED 1, 5 63,670
COMMONWEALTH ENERGY SYSTEM COMMON 202800108 250 6,500 SH DEFINED 1, 5 6,500
COMMUNITY FIRST BANKSHARES COMMON 203902101 10,020 501,000 SH DEFINED 1 501,000
COMMUNITY FIRST BANKSHARES COMMON 203902101 168 8,400 SH DEFINED 2, 4 8,400
COMMUNITY FIRST BANKSHARES COMMON 203902101 22 1,100 SH DEFINED 2, 6 1,100
COMPANIA TELECOMUNICACION
CHILE ADR COMMON 204449300 4,166 176,800 SH DEFINED 1 176,800
COMPANIA TELECOMUNICACION
CHILE ADR COMMON 204449300 881 37,400 SH DEFINED 1, 7 37,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPAQ COMPUTER CORP. COMMON 204493100 10,245 323,300 SH DEFINED 1 323,300
COMPAQ COMPUTER CORP. COMMON 204493100 12,355 389,900 SH DEFINED 1, 5 389,900
COMPUTER ASSOCIATES INTERNATIONALCOMMON 204912109 4,125 116,000 SH DEFINED 1 116,000
COMPUTER ASSOCIATES INTERNATIONALCOMMON 204912109 7,255 204,000 SH DEFINED 1, 5 204,000
COMPUTER HORIZONS CORP COMMON 205908106 86 7,900 SH DEFINED 1, 5 7,900
COMPUTER SCIENCES CORP COMMON 205363104 113,134 2,050,000 SH DEFINED 1 2,050,000
COMPUTER SCIENCES CORP COMMON 205363104 30,353 550,000 SH DEFINED 1, 2 550,000
COMPUTER SCIENCES CORP COMMON 205363104 11,038 200,000 SH DEFINED 1, 3 200,000
COMPUTER TASK GROUP, INC. COMMON 205477102 9,751 456,200 SH DEFINED 1 456,200
COMPUTER TASK GROUP, INC. COMMON 205477102 107 5,000 SH DEFINED 2, 4 5,000
COMPUTER TASK GROUP, INC. COMMON 205477102 15 700 SH DEFINED 2, 6 700
COMPUWARE CORPORATION COMMON 205638109 18,026 755,000 SH DEFINED 1 755,000
COMPUWARE CORPORATION COMMON 205638109 191,797 8,033,400 SH DEFINED 1, 2 8,033,400
COMPUWARE CORPORATION COMMON 205638109 21,965 920,000 SH DEFINED 1, 3 920,000
COMPUWARE CORPORATION COMMON 205638109 2,091 87,600 SH DEFINED 2 87,600
COMPUWARE CORPORATION COMMON 205638109 943 39,500 SH DEFINED 2, 4 39,500
COMPX INTERNATIONAL INC COMMON 20563P101 87 6,800 SH DEFINED 1 6,800
COMVERSE TECHNOLOGY 144A CVT CONVERT 205862AF2 1,857 1,275,000 PRN DEFINED 1 1,275,000
COMVERSE TECHNOLOGY CVT CONVERT 205862AG0 16,788 11,528,000 PRN DEFINED 1 11,528,000
COMVERSE TECHNOLOGY INC COMMON 205862402 139,451 1,640,600 SH DEFINED 1 1,640,600
COMVERSE TECHNOLOGY INC COMMON 205862402 85,000 1,000,000 SH DEFINED 1, 2 1,000,000
COMVERSE TECHNOLOGY INC COMMON 205862402 1,547 18,200 SH DEFINED 2 18,200
COMVERSE TECHNOLOGY INC COMMON 205862402 770 9,060 SH DEFINED 2, 4 9,060
COMVERSE TECHNOLOGY INC COMMON 205862402 51 600 SH DEFINED 2, 6 600
CONCORD COMMUNICATIONS INC COMMON 206186108 17,453 306,200 SH DEFINED 1 306,200
CONCORD COMMUNICATIONS INC COMMON 206186108 188 3,300 SH DEFINED 2, 4 3,300
CONCORD COMMUNICATIONS INC COMMON 206186108 11 200 SH DEFINED 2, 6 200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONCORD EFS, INC. COMMON 206197105 37,153 1,347,955 SH DEFINED 1 1,347,955
CONCORD EFS, INC. COMMON 206197105 124,031 4,500,000 SH DEFINED 1, 2 4,500,000
CONCORD EFS, INC. COMMON 206197105 8,269 300,000 SH DEFINED 1, 3 300,000
CONCORD EFS, INC. COMMON 206197105 2,183 79,200 SH DEFINED 2 79,200
CONCORD EFS, INC. COMMON 206197105 758 27,500 SH DEFINED 2, 4 27,500
CONCORD EFS, INC. COMMON 206197105 44 1,600 SH DEFINED 2, 6 1,600
CONEXANT SYSTEMS INC COMMON 207142100 7,221 260,800 SH DEFINED 1 260,800
CONNING CORPORATION COMMON 208215103 1,049 70,200 SH DEFINED 1 70,200
CONOCO INC. COMMON 208251306 7,423 302,200 SH DEFINED 1 302,200
CONSECO INC COMMON 208464107 6,594 213,555 SH DEFINED 1 213,555
CONSOLIDATED GRAPHICS INC COMMON 209341106 8,229 142,500 SH DEFINED 1 142,500
CONSOLIDATED GRAPHICS INC COMMON 209341106 191 3,300 SH DEFINED 1, 5 3,300
CONSOLIDATED GRAPHICS INC COMMON 209341106 144 2,500 SH DEFINED 2, 4 2,500
CONSOLIDATED GRAPHICS INC COMMON 209341106 17 300 SH DEFINED 2, 6 300
CONSOLIDATED NATURAL GAS CO. COMMON 209615103 555 11,400 SH DEFINED 1 11,400
CONSOLIDATED PRODUCTS INC COMMON 209798107 354 20,156 SH DEFINED 1, 5 20,156
CONVERGENT COMMUNICATIONS
144A WTS COMMON 211914130 1 134,000 SH DEFINED 1 134,000
CONVERGYS CORP COMMON 212485106 5,319 310,600 SH DEFINED 1 310,600
CONVERGYS CORP COMMON 212485106 17,125 1,000,000 SH DEFINED 1, 2 1,000,000
CONVERGYS CORP COMMON 212485106 277 16,200 SH DEFINED 2 16,200
CONVERGYS CORP COMMON 212485106 74 4,300 SH DEFINED 2, 4 4,300
COOPER CAMERON CORP. COMMON 216640102 8,232 243,000 SH DEFINED 1 243,000
COOPER CAMERON CORP. COMMON 216640102 50,813 1,500,000 SH DEFINED 1, 2 1,500,000
COOPER CAMERON CORP. COMMON 216640102 874 25,800 SH DEFINED 2 25,800
COOPER CAMERON CORP. COMMON 216640102 186 5,500 SH DEFINED 2, 4 5,500
COOPER TIRE AND RUBBER COMPANY COMMON 216831107 2,940 160,000 SH DEFINED 1, 5 160,000
COORS (ADOLPH) CO. COMMON 217016104 702 13,000 SH DEFINED 1 13,000
COPART, INC. COMMON 217204106 11,877 572,400 SH DEFINED 1 572,400
COPART, INC. COMMON 217204106 255 12,300 SH DEFINED 1, 5 12,300
COPART, INC. COMMON 217204106 12 600 SH DEFINED 2, 6 600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COPEL-CIA PARANAENSE ENERGIA
SP. ADR COMMON 20441B407 3,214 428,508 SH DEFINED 1, 7 428,508
CORE LABORATORIES N.V. COMMON N22717107 9,981 568,300 SH DEFINED 1 568,300
CORE LABORATORIES N.V. COMMON N22717107 14,050 800,000 SH DEFINED 1, 2 800,000
CORE LABORATORIES N.V. COMMON N22717107 211 12,000 SH DEFINED 2 12,000
CORE LABORATORIES N.V. COMMON N22717107 204 11,600 SH DEFINED 2, 4 11,600
CORE LABORATORIES N.V. COMMON N22717107 19 1,100 SH DEFINED 2, 6 1,100
CORNELL CORRECTIONS INC COMMON 219141108 9,833 561,900 SH DEFINED 1 561,900
CORNELL CORRECTIONS INC COMMON 219141108 61 3,500 SH DEFINED 2, 4 3,500
CORNELL CORRECTIONS INC COMMON 219141108 11 600 SH DEFINED 2, 6 600
CORNING, INC. COMMON 219350105 51,612 860,200 SH DEFINED 1 860,200
CORNING, INC. COMMON 219350105 266,196 4,436,600 SH DEFINED 1, 2 4,436,600
CORNING, INC. COMMON 219350105 3,480 58,000 SH DEFINED 2 58,000
CORNING, INC. COMMON 219350105 654 10,900 SH DEFINED 2, 4 10,900
CORP BANCARIA DE ESPANA
SA-SPON. ADR COMMON 219913100 2,748 56,952 SH DEFINED 1 56,952
CORPORATE EXECUTIVE BOARD CO. COMMON 21988R102 2,664 101,000 SH DEFINED 1 101,000
CORPORATE OFFICE PROPERTIES COMMON 22002T108 1,288 200,000 SH DEFINED 1 200,000
CORRECTIONAL PROPERTIES TRUST COMMON 22025E104 3,269 217,900 SH DEFINED 1 217,900
COST PLUS INC/CALIFORNIA COMMON 221485105 8,829 300,550 SH DEFINED 1 300,550
COST PLUS INC/CALIFORNIA COMMON 221485105 137 4,650 SH DEFINED 2, 4 4,650
COST PLUS INC/CALIFORNIA COMMON 221485105 18 600 SH DEFINED 2, 6 600
COSTCO COMPANIES INC COMMON 22160Q102 354,121 3,867,536 SH DEFINED 1 3,867,536
COSTCO COMPANIES INC COMMON 22160Q102 36,625 400,000 SH DEFINED 1, 2 400,000
COSTCO COMPANIES INC COMMON 22160Q102 92 1,000 SH DEFINED 2, 4 1,000
COSTCO COMPANIES ZERO CVT CONVERT 22160QAC6 16,206 15,075,000 PRN DEFINED 1 15,075,000
COTELLIGENT INC. COMMON 221630106 1,194 134,500 SH DEFINED 1 134,500
COUNTRYWIDE CREDIT
INDUSTRIES, INC. COMMON 222372104 1,913 51,000 SH DEFINED 1 51,000
COUNTRYWIDE CREDIT
INDUSTRIES, INC. COMMON 222372104 23,884 636,900 SH DEFINED 1, 2 636,900
COUNTRYWIDE CREDIT
INDUSTRIES, INC. COMMON 222372104 375 10,000 SH DEFINED 2 10,000
COUNTRYWIDE CREDIT
INDUSTRIES, INC. COMMON 222372104 79 2,100 SH DEFINED 2, 4 2,100
COVAD COMMUNICATIONS GROUP COMMON 222814204 460 7,000 SH DEFINED 1 7,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COVANCE INC COMMON 222816100 8,835 352,500 SH DEFINED 1 352,500
COVANCE INC COMMON 222816100 25,063 1,000,000 SH DEFINED 1, 2 1,000,000
COVANCE INC COMMON 222816100 366 14,600 SH DEFINED 1, 5 14,600
COVANCE INC COMMON 222816100 445 17,750 SH DEFINED 2 17,750
COVANCE INC COMMON 222816100 211 8,400 SH DEFINED 2, 4 8,400
COVANCE INC COMMON 222816100 13 500 SH DEFINED 2, 6 500
COX COMMUNICATIONS - CLASS A COMMON 224044107 490,504 6,486,000 SH DEFINED 1 6,486,000
COX COMMUNICATIONS - CLASS A COMMON 224044107 124,138 1,641,500 SH DEFINED 1, 2 1,641,500
COX COMMUNICATIONS - CLASS A COMMON 224044107 643 8,500 SH DEFINED 2 8,500
COX COMMUNICATIONS - CLASS A COMMON 224044107 597 7,900 SH DEFINED 2, 4 7,900
COX RADIO INC - CLASS A COMMON 224051102 6,258 122,100 SH DEFINED 1 122,100
CRANE CO COMMON 224399105 421 17,400 SH DEFINED 1 17,400
CRANE CO COMMON 224399105 11,236 464,550 SH DEFINED 1, 2 464,550
CRANE CO COMMON 224399105 185 7,650 SH DEFINED 2 7,650
CRANE CO COMMON 224399105 58 2,400 SH DEFINED 2, 4 2,400
CREDICORP LIMITED COMMON 223287004 2,684 275,252 SH DEFINED 1, 7 275,252
CREDICORP LIMITED COMMON G2519Y108 94 9,640 SH DEFINED 1, 7 9,640
CREE RESEARCH INC. COMMON 225447101 15,902 338,800 SH DEFINED 1 338,800
CREE RESEARCH INC. COMMON 225447101 192 4,100 SH DEFINED 2, 4 4,100
CRESCENT REAL ESTATE EQUITIES
TRUST COMMON 225756105 3,937 183,100 SH DEFINED 1 183,100
CRESCENT REAL ESTATE EQUITIES
TRUST COMMON 225756105 615 28,600 SH DEFINED 1, 5 28,600
CRIIMI MAE INC COMMON 226603108 175 65,200 SH DEFINED 1, 5 65,200
CRITICAL PATH INC. COMMON 22674V100 8,131 105,600 SH DEFINED 1 105,600
CRITICAL PATH INC. COMMON 22674V100 77 1,000 SH DEFINED 2, 4 1,000
CSG SYSTEMS INTERNATIONAL,
INC. COMMON 126349109 64,910 1,645,900 SH DEFINED 1 1,645,900
CSG SYSTEMS INTERNATIONAL,
INC. COMMON 126349109 128,645 3,262,000 SH DEFINED 1, 2 3,262,000
CSG SYSTEMS INTERNATIONAL,
INC. COMMON 126349109 10,514 266,600 SH DEFINED 1, 3 266,600
CSG SYSTEMS INTERNATIONAL,
INC. COMMON 126349109 1,088 27,600 SH DEFINED 2 27,600
CSG SYSTEMS INTERNATIONAL,
INC. COMMON 126349109 1,049 26,600 SH DEFINED 2, 4 26,600
CSG SYSTEMS INTERNATIONAL,
INC. COMMON 126349109 63 1,600 SH DEFINED 2, 6 1,600
CSK AUTO CORP COMMON 125965103 16,780 560,500 SH DEFINED 1 560,500
CSK AUTO CORP COMMON 125965103 123 4,100 SH DEFINED 2, 4 4,100
CSK AUTO CORP COMMON 125965103 15 500 SH DEFINED 2, 6 500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CSX CORP COMMON 126408103 4,867 125,000 SH DEFINED 1, 5 125,000
CUC INT'L INC. CONVERT 126545AD4 1,715 1,872,000 PRN DEFINED 1, 8 1,872,000
CULLEN/FROST BANKERS INC COMMON 229899109 379 7,900 SH DEFINED 1, 5 7,900
CVS CORP COMMON 126650100 36,962 778,143 SH DEFINED 1 778,143
CVS CORP COMMON 126650100 65,313 1,375,000 SH DEFINED 1, 2 1,375,000
CVS CORP COMMON 126650100 4,853 102,160 SH DEFINED 1, 3 102,160
CVS CORP COMMON 126650100 499 10,500 SH DEFINED 2, 4 10,500
CVS TR AUTOMATIC COM EXCH CVT CONVERT 126645209 12,013 140,500 SH DEFINED 1 140,500
CVS TR AUTOMATIC COM EXCH CVT CONVERT 126645209 25,650 300,000 SH DEFINED 1, 2 300,000
CYBERONICS INC COMMON 23251P102 1,475 155,300 SH DEFINED 1 155,300
CYBEX CORP. COMMON 232522102 6,463 360,300 SH DEFINED 1 360,300
CYBEX CORP. COMMON 232522102 114 6,350 SH DEFINED 2, 4 6,350
CYBEX CORP. COMMON 232522102 14 800 SH DEFINED 2, 6 800
CYTYC CORPORATION COMMON 232946103 1,388 100,000 SH DEFINED 1 100,000
D&K HEALTHCARE RESOURCES COMMON 232861104 1,980 80,000 SH DEFINED 1 80,000
DA CONSULTING GROUP INC COMMON 233027101 1,527 154,600 SH DEFINED 1 154,600
DAI NIPPON PRINT ADR COMMON 233806207 1,368 9,000 SH DEFINED 1, 5 9,000
DAIMLERCHRYSLER AG COMMON D1668R123 10,420 121,432 SH DEFINED 1 121,432
DAIMLERCHRYSLER AG COMMON D1668R123 6,131 71,450 SH DEFINED 1, 3 71,450
DAIMLERCHRYSLER AG COMMON D1668R123 4,376 51,000 SH DEFINED 1, 5 51,000
DAIMLERCHRYSLER AG COMMON D1668R123 108 1,256 SH DEFINED 2, 4 1,256
DAISYTEK INTERNATIONAL CORP. COMMON 234053106 29,881 1,797,349 SH DEFINED 1 1,797,349
DAISYTEK INTERNATIONAL CORP. COMMON 234053106 279 16,800 SH DEFINED 2, 4 16,800
DAISYTEK INTERNATIONAL CORP. COMMON 234053106 40 2,380 SH DEFINED 2, 6 2,380
DALLAS SEMICONDUCTOR CORP. COMMON 235204104 13,102 339,200 SH DEFINED 1 339,200
DALLAS SEMICONDUCTOR CORP. COMMON 235204104 359 9,300 SH DEFINED 1, 5 9,300
DALLAS SEMICONDUCTOR CORP. COMMON 235204104 104 2,700 SH DEFINED 2, 4 2,700
DALLAS SEMICONDUCTOR CORP. COMMON 235204104 15 400 SH DEFINED 2, 6 400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DANAHER CORP COMMON 235851102 3,715 71,100 SH DEFINED 1 71,100
DANAHER CORP COMMON 235851102 65,313 1,250,000 SH DEFINED 1, 2 1,250,000
DANAHER CORP COMMON 235851102 1,097 21,000 SH DEFINED 2 21,000
DANAHER CORP COMMON 235851102 219 4,200 SH DEFINED 2, 4 4,200
DATA PROCESSING RESOURCES
CORP. COMMON 237823109 167 12,200 SH DEFINED 1 12,200
DATASTREAM SYSTEMS INC COMMON 238124101 2,594 300,700 SH DEFINED 1 300,700
DAVE & BUSTER'S INC COMMON 23833N104 3,387 165,200 SH DEFINED 1 165,200
DAYTON HUDSON CORP COMMON 239753106 633,763 9,512,390 SH DEFINED 1 9,512,390
DAYTON HUDSON CORP COMMON 239753106 176,556 2,650,000 SH DEFINED 1, 2 2,650,000
DAYTON HUDSON CORP COMMON 239753106 19,255 289,000 SH DEFINED 1, 3 289,000
DAYTON HUDSON CORP COMMON 239753106 879 13,200 SH DEFINED 2 13,200
DAYTON HUDSON CORP COMMON 239753106 493 7,400 SH DEFINED 2, 4 7,400
DECS TRUST IV 7% CVT PFD CONVERT 243664208 4,026 503,300 SH DEFINED 1 503,300
DEERE & COMPANY COMMON 244199105 3,863 100,000 SH DEFINED 1, 5 100,000
DELL COMPUTER CORP COMMON 247025109 277,260 6,783,110 SH DEFINED 1 6,783,110
DELL COMPUTER CORP COMMON 247025109 81,750 2,000,000 SH DEFINED 1, 2 2,000,000
DELL COMPUTER CORP COMMON 247025109 28,613 700,000 SH DEFINED 1, 3 700,000
DELL COMPUTER CORP COMMON 247025109 736 18,000 SH DEFINED 2 18,000
DELL COMPUTER CORP COMMON 247025109 102 2,500 SH DEFINED 2, 4 2,500
DELPHI FINANCIAL GROUP
- CLASS A COMMON 247131105 368 10,852 SH DEFINED 1, 5 10,852
DELTA AIR LINES, INC. COMMON 247361108 14,734 212,000 SH DEFINED 1 212,000
DELUXE CORP COMMON 248019101 8,123 278,900 SH DEFINED 1, 5 278,900
DEN DANSKE BANK - UNSPONSORED
ADR COMMON 248206203 4,727 45,000 SH DEFINED 1, 5 45,000
DENALI, INC. COMMON 248221103 1,997 225,000 SH DEFINED 1 225,000
DENDRITE INTERNATIONAL INC. COMMON 248239105 2,881 129,100 SH DEFINED 1 129,100
DEPARTMENT 56 INC COMMON 249509100 9,311 305,900 SH DEFINED 1 305,900
DEPARTMENT 56 INC COMMON 249509100 100 3,300 SH DEFINED 2, 4 3,300
DEPARTMENT 56 INC COMMON 249509100 6 200 SH DEFINED 2, 6 200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DEUTSCHE BANK ADR COMMON 251525309 3,807 74,000 SH DEFINED 1, 5 74,000
DEVON ENERGY CORPORATION COMMON 251799102 6,491 235,500 SH DEFINED 1 235,500
DEVRY INC COMMON 251893103 745 25,700 SH DEFINED 1, 5 25,700
DEXTER CORPORATION COMMON 252165105 551 17,500 SH DEFINED 1, 5 17,500
DIAL CORP COMMON 25247D101 1,822 53,000 SH DEFINED 1 53,000
DIAL CORP COMMON 25247D101 42,969 1,250,000 SH DEFINED 1, 2 1,250,000
DIAL CORP COMMON 25247D101 859 25,000 SH DEFINED 2 25,000
DIAL CORP COMMON 25247D101 148 4,300 SH DEFINED 2, 4 4,300
DIAMOND OFFSHORE DRILLING COMMON 25271C102 1,417 44,800 SH DEFINED 1 44,800
DIAMOND OFFSHORE DRILLING COMMON 25271C102 31,625 1,000,000 SH DEFINED 1, 2 1,000,000
DIAMOND OFFSHORE DRILLING COMMON 25271C102 569 18,000 SH DEFINED 2 18,000
DIAMOND OFFSHORE DRILLING COMMON 25271C102 111 3,500 SH DEFINED 2, 4 3,500
DIEBOLD, INC. COMMON 253651103 979 40,800 SH DEFINED 1 40,800
DIEBOLD, INC. COMMON 253651103 24,000 1,000,000 SH DEFINED 1, 2 1,000,000
DIEBOLD, INC. COMMON 253651103 749 31,200 SH DEFINED 1, 3 31,200
DIEBOLD, INC. COMMON 253651103 432 18,000 SH DEFINED 2 18,000
DIEBOLD, INC. COMMON 253651103 86 3,600 SH DEFINED 2, 4 3,600
DIGITAL MICROWAVE CORP COMMON 253859102 1,679 200,500 SH DEFINED 1 200,500
DII GROUP, INC. COMMON 232949107 1,463 50,000 SH DEFINED 1 50,000
DILLARDS INC. - CLASS A COMMON 254067101 3,806 150,000 SH DEFINED 1, 5 150,000
DIME BANCORP, INC. COMMON 25429Q102 5,340 230,300 SH DEFINED 1 230,300
DIME BANCORP, INC. COMMON 25429Q102 58,931 2,541,500 SH DEFINED 1, 2 2,541,500
DIME BANCORP, INC. COMMON 25429Q102 4,290 185,000 SH DEFINED 1, 3 185,000
DIME BANCORP, INC. COMMON 25429Q102 995 42,900 SH DEFINED 2 42,900
DIME BANCORP, INC. COMMON 25429Q102 216 9,300 SH DEFINED 2, 4 9,300
DM MANAGEMENT CO COMMON 233233105 8,427 539,350 SH DEFINED 1 539,350
DM MANAGEMENT CO COMMON 233233105 72 4,600 SH DEFINED 2, 4 4,600
DM MANAGEMENT CO COMMON 233233105 8 500 SH DEFINED 2, 6 500
DOBSON COMMUNICATIONS PIK PFD. PREFERRED 256072307 29,605 31,000 SH DEFINED 1 31,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DOLLAR TREE STORES INC. COMMON 256747106 18,416 595,250 SH DEFINED 1 595,250
DOLLAR TREE STORES INC. COMMON 256747106 97,781 3,160,600 SH DEFINED 1, 2 3,160,600
DOLLAR TREE STORES INC. COMMON 256747106 4,641 150,000 SH DEFINED 1, 3 150,000
DOLLAR TREE STORES INC. COMMON 256747106 989 31,975 SH DEFINED 2 31,975
DOLLAR TREE STORES INC. COMMON 256747106 702 22,675 SH DEFINED 2, 4 22,675
DOLLAR TREE STORES INC. COMMON 256747106 26 850 SH DEFINED 2, 6 850
DOMINION RESOURCES, INC. COMMON 257470104 1,263 34,200 SH DEFINED 1 34,200
DORAL FINANCIAL CORPORATION COMMON 25811P100 6,225 338,800 SH DEFINED 1 338,800
DORAL FINANCIAL CORPORATION COMMON 25811P100 382 20,800 SH DEFINED 1, 5 20,800
DORAL FINANCIAL CORPORATION COMMON 25811P100 83 4,500 SH DEFINED 2, 4 4,500
DORAL FINANCIAL CORPORATION COMMON 25811P100 9 500 SH DEFINED 2, 6 500
DOVER CORP COMMON 260003108 4,866 148,000 SH DEFINED 1, 5 148,000
DOW CHEMICAL CO. COMMON 260543103 8,322 89,300 SH DEFINED 1, 5 89,300
DOW JONES & COMPANY, INC. COMMON 260561105 60,494 1,282,000 SH DEFINED 1 1,282,000
DOWNEY FINANCIAL CORP COMMON 261018105 379 20,705 SH DEFINED 1, 5 20,705
DQE, INC. COMMON 23329J104 3,454 90,000 SH DEFINED 1 90,000
DRIL-QUIP INC. COMMON 262037104 2,648 120,000 SH DEFINED 1 120,000
DSP COMMUNICATIONS, INC. COMMON 23332K106 11,536 726,700 SH DEFINED 1 726,700
DSP COMMUNICATIONS, INC. COMMON 23332K106 135 8,500 SH DEFINED 2, 4 8,500
DSP COMMUNICATIONS, INC. COMMON 23332K106 17 1,100 SH DEFINED 2, 6 1,100
DST SYSTEMS INC. COMMON 233326107 12,355 205,700 SH DEFINED 1 205,700
DST SYSTEMS INC. COMMON 233326107 45,047 750,000 SH DEFINED 1, 2 750,000
DST SYSTEMS INC. COMMON 233326107 841 14,000 SH DEFINED 2 14,000
DST SYSTEMS INC. COMMON 233326107 168 2,800 SH DEFINED 2, 4 2,800
DTE ENERGY COMPANY COMMON 233331107 11,531 300,000 SH DEFINED 1, 3 300,000
DTE ENERGY COMPANY COMMON 233331107 2,372 61,700 SH DEFINED 1, 5 61,700
DUANE READE INC COMMON 263578106 1,589 57,000 SH DEFINED 1 57,000
DUKE POWER CO COMMON 264399106 14,476 265,000 SH DEFINED 1 265,000
DUKE REALTY INVESTMENTS, INC. COMMON 264411505 538 25,000 SH DEFINED 1, 5 25,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DUN & BRADSTREET CORP COMMON 26483B106 11,507 323,000 SH DEFINED 1, 5 323,000
DUN & BRADSTREET CORP COMMON 26483B106 11,706 328,600 SH DEFINED 1, 7 328,600
DUPONT DE NEMOUR COMMON 263534109 17,953 309,200 SH DEFINED 1 309,200
DUPONT PHOTOMASKS COMMON 26613X101 5,960 150,400 SH DEFINED 1 150,400
DURA AUTOMOTIVE SYSTEMS INC. COMMON 265903104 4,531 160,400 SH DEFINED 1 160,400
DYCOM INDUSTRIES INC. COMMON 267475101 25,361 583,000 SH DEFINED 1 583,000
DYCOM INDUSTRIES INC. COMMON 267475101 211 4,850 SH DEFINED 2, 4 4,850
DYCOM INDUSTRIES INC. COMMON 267475101 26 600 SH DEFINED 2, 6 600
EAGLE HARDWARE AND GARDEN INC. COMMON 26959B101 370 9,700 SH DEFINED 1 9,700
EAGLE USA AIRFREIGHT INC COMMON 270018104 1,625 50,000 SH DEFINED 1 50,000
EARTHGRAINS COMPANY COMMON 270319106 6,039 272,200 SH DEFINED 1 272,200
EARTHGRAINS COMPANY COMMON 270319106 444 20,000 SH DEFINED 1, 5 20,000
EARTHGRAINS COMPANY COMMON 270319106 62 2,800 SH DEFINED 2, 4 2,800
EARTHGRAINS COMPANY COMMON 270319106 9 400 SH DEFINED 2, 6 400
EATON VANCE CORP COMMON 278265103 6,368 316,400 SH DEFINED 1 316,400
EATON VANCE CORP COMMON 278265103 103 5,100 SH DEFINED 2, 4 5,100
EATON VANCE CORP COMMON 278265103 14 700 SH DEFINED 2, 6 700
EBAY INC COMMON 278642103 33,642 245,000 SH DEFINED 1 245,000
ECOSOFT GROUP PLC SPONSORED
ADR COMMON 279240105 4,303 135,000 SH DEFINED 1 135,000
EDISON INTERNATIONAL COMMON 281020107 21,360 960,000 SH DEFINED 1 960,000
EDISON INTERNATIONAL COMMON 281020107 14,685 660,000 SH DEFINED 1, 2 660,000
EDISON INTERNATIONAL COMMON 281020107 4,450 200,000 SH DEFINED 1, 5 200,000
EDUCATION MANAGEMENT CORP. COMMON 28139T101 3,847 125,100 SH DEFINED 1 125,100
EDUCATION MANAGEMENT CORP. COMMON 28139T101 6 200 SH DEFINED 2, 6 200
EIDOS PLC ADR COMMON 282485101 5,466 168,500 SH DEFINED 1 168,500
EL PASO ENERGY CAP 4.75%
CVT PFD. CONVERT 283678209 3,908 81,200 SH DEFINED 1 81,200
</TABLE>
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<PAGE> 38
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EL PASO ENERGY CORP. COMMON 283905107 16,756 512,600 SH DEFINED 1 512,600
EL PASO ENERGY CORP. COMMON 283905107 49,031 1,500,000 SH DEFINED 1, 2 1,500,000
EL PASO ENERGY CORP. COMMON 283905107 719 22,000 SH DEFINED 2 22,000
EL PASO ENERGY CORP. COMMON 283905107 167 5,100 SH DEFINED 2, 4 5,100
ELAN CORPORATION PLC ADR COMMON 284131208 10,944 156,900 SH DEFINED 1 156,900
ELAN CORPORATION PLC ADR COMMON 284131208 26,289 376,900 SH DEFINED 1, 2 376,900
ELAN CORPORATION PLC ADR COMMON 284131208 7,324 105,000 SH DEFINED 1, 3 105,000
ELAN CORPORATION PLC ADR COMMON 284131208 1,262 18,100 SH DEFINED 2 18,100
ELAN CORPORATION PLC ADR COMMON 284131208 160 2,300 SH DEFINED 2, 4 2,300
ELAN FINANCE CORP 144A LTD CVT CONVERT 284129AA1 6,728 11,700,000 PRN DEFINED 1 11,700,000
ELCOR CORP. COMMON 284443108 7,052 200,400 SH DEFINED 1 200,400
ELCOR CORP. COMMON 284443108 120 3,400 SH DEFINED 2, 4 3,400
ELCOR CORP. COMMON 284443108 14 400 SH DEFINED 2, 6 400
ELECTRICIDAD DE CARACAS ADR COMMON 12477A106 1,176 76,626 SH DEFINED 1, 7 76,626
ELECTRO SCIENTIFIC INDUSTRIES COMMON 285229100 3,492 75,100 SH DEFINED 1 75,100
ELECTRO SCIENTIFIC INDUSTRIES COMMON 285229100 56 1,200 SH DEFINED 2, 4 1,200
ELECTRONIC ARTS, INC. COMMON 285512109 9,272 195,200 SH DEFINED 1 195,200
ELECTRONIC ARTS, INC. COMMON 285512109 23,750 500,000 SH DEFINED 1, 2 500,000
ELECTRONIC ARTS, INC. COMMON 285512109 423 8,900 SH DEFINED 2 8,900
ELECTRONIC ARTS, INC. COMMON 285512109 95 2,000 SH DEFINED 2, 4 2,000
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 13,253 272,200 SH DEFINED 1, 5 272,200
ELECTRONIC RETAILING SYSTEM COMMON 285825113 117 23,312 SH DEFINED 1 23,312
ELECTRONICS BOUTIQUE HOLDINGS COMMON 286045109 2,781 200,400 SH DEFINED 1 200,400
ELECTRONICS FOR IMAGING COMMON 286082102 18,123 464,700 SH DEFINED 1 464,700
ELECTRONICS FOR IMAGING COMMON 286082102 52,759 1,352,800 SH DEFINED 1, 2 1,352,800
ELECTRONICS FOR IMAGING COMMON 286082102 11,700 300,000 SH DEFINED 1, 3 300,000
ELECTRONICS FOR IMAGING COMMON 286082102 343 8,800 SH DEFINED 1, 5 8,800
ELECTRONICS FOR IMAGING COMMON 286082102 1,435 36,800 SH DEFINED 2 36,800
ELECTRONICS FOR IMAGING COMMON 286082102 523 13,400 SH DEFINED 2, 4 13,400
ELECTRONICS FOR IMAGING COMMON 286082102 35 900 SH DEFINED 2, 6 900
ELF AQUITAINE ADR COMMON 286269105 1,003 14,900 SH DEFINED 1 14,900
ELF AQUITAINE ADR COMMON 286269105 2,019 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>
EMBOTELLADORA ANDINA ADR COMMON 29081P303 468 37,800 SH DEFINED 1, 7 37,800
EMC CORP CVT SUB NOTES CONVERT 26865YAA2 17,208 3,015,000 PRN DEFINED 1 3,015,000
EMC CORP CVT SUB NOTES CONVERT 26865YAA2 8,276 1,450,000 PRN DEFINED 1, 3 1,450,000
EMC CORP. COMMON 268648102 319,170 2,498,392 SH DEFINED 1 2,498,392
EMC CORP. COMMON 268648102 408,800 3,200,000 SH DEFINED 1, 2 3,200,000
EMC CORP. COMMON 268648102 63,875 500,000 SH DEFINED 1, 3 500,000
EMC CORP. COMMON 268648102 6,796 53,200 SH DEFINED 2 53,200
EMC CORP. COMMON 268648102 1,418 11,100 SH DEFINED 2, 4 11,100
EMC CORP 144A CVT SUB NTS CONVERT 268648AC6 5,708 1,000,000 PRN DEFINED 1 1,000,000
EMERSON ELECTRIC CO COMMON 291011104 5,701 107,700 SH DEFINED 1 107,700
EMERSON ELECTRIC CO COMMON 291011104 4,807 90,800 SH DEFINED 1, 7 90,800
EMMIS COMMUNICATIONS CORP. COMMON 291525103 9,515 190,300 SH DEFINED 1 190,300
EMPRESA NACIONAL DE
ELECTRIDAD ADR COMMON 29244T101 1,452 103,226 SH DEFINED 1, 7 103,226
EMULEX CORP COMMON 292475209 8,524 258,300 SH DEFINED 1 258,300
EMULEX CORP COMMON 292475209 129 3,900 SH DEFINED 2, 4 3,900
EMULEX CORP COMMON 292475209 17 500 SH DEFINED 2, 6 500
ENDESA SPONSORED ADR COMMON 29258N107 1,868 75,100 SH DEFINED 1 75,100
ENDESA SPONSORED ADR COMMON 29258N107 5,597 225,000 SH DEFINED 1, 5 225,000
ENERGEN CORP COMMON 29265N108 376 25,200 SH DEFINED 1, 5 25,200
ENERGY EAST CORPORATION COMMON 29266M109 3,217 61,200 SH DEFINED 1 61,200
ENERSIS S.A. ADR COMMON 29274F104 5,227 194,959 SH DEFINED 1, 7 194,959
ENGINEERING ANIMATION, INC. COMMON 292872108 29,239 694,100 SH DEFINED 1 694,100
ENGINEERING ANIMATION, INC. COMMON 292872108 10,531 250,000 SH DEFINED 1, 3 250,000
ENGINEERING ANIMATION, INC. COMMON 292872108 590 14,000 SH DEFINED 2 14,000
ENGINEERING ANIMATION, INC. COMMON 292872108 354 8,400 SH DEFINED 2, 4 8,400
ENGINEERING ANIMATION, INC. COMMON 292872108 38 900 SH DEFINED 2, 6 900
ENI SPA SPONSORED ADR COMMON 26874R108 1,465 23,200 SH DEFINED 1 23,200
ENI SPA SPONSORED ADR COMMON 26874R108 2,020 32,000 SH DEFINED 1, 5 32,000
</TABLE>
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<PAGE> 40
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ENRON CORP COMMON 293561106 52,011 809,503 SH DEFINED 1 809,503
ENRON CORP COMMON 293561106 120,398 1,873,900 SH DEFINED 1, 2 1,873,900
ENRON CORP COMMON 293561106 443 6,900 SH DEFINED 2, 4 6,900
ENSCO INTERNATIONAL INC COMMON 26874Q100 5,012 376,500 SH DEFINED 1 376,500
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 6,191 175,000 SH DEFINED 1 175,000
ENTERGY CORP. COMMON 29364G103 8,250 300,000 SH DEFINED 1, 5 300,000
ENTRUST TECHNOLOGIES INC COMMON 293848107 435 12,900 SH DEFINED 1 12,900
ENZON, INC. PREFERRED PREFERRED 293904991 536 16,000 SH DEFINED 1 16,000
EQUANT NV - NY REGISTERED
SHARES COMMON 294409107 10,487 139,360 SH DEFINED 1 139,360
EQUIFAX, INC. COMMON 294429105 55,760 1,622,100 SH DEFINED 1 1,622,100
EQUIFAX, INC. COMMON 294429105 34,375 1,000,000 SH DEFINED 1, 2 1,000,000
EQUIFAX, INC. COMMON 294429105 653 19,000 SH DEFINED 2 19,000
EQUIFAX, INC. COMMON 294429105 131 3,800 SH DEFINED 2, 4 3,800
EQUITABLE COMPANIES INC. (THE) COMMON 29444G107 5,992 85,600 SH DEFINED 1 85,600
EQUITABLE COMPANIES INC. (THE) COMMON 29444G107 17,780 254,000 SH DEFINED 1, 3 254,000
EQUITY CORP INTL CVT 144A CONVERT 294644AA7 2,491 2,500,000 PRN DEFINED 1 2,500,000
EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 2,503 98,379 SH DEFINED 1, 5 98,379
EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 4,121 162,000 SH DEFINED 1, 7 162,000
EQUITY RESIDENTIAL 7% PFD PREFERRED 29476L883 161 7,000 SH DEFINED 1, 5 7,000
EQUITY RESIDENTIAL
PROPERTIES TRUST COMMON 29476L107 3,733 90,500 SH DEFINED 1, 5 90,500
ESAT HOLDINGS WARRANTS COMMON 29605P110 2,121 26,350 SH DEFINED 1 26,350
ESAT TELECOM GROUP PLC ADR COMMON 26883Y102 16,532 394,800 SH DEFINED 1 394,800
ESAT TELECOM GROUP PLC ADR COMMON 26883Y102 5,662 135,200 SH DEFINED 1, 7 135,200
ESCARTES SYSTEMS GROUP INC. COMMON 249906108 1,926 250,500 SH DEFINED 1 250,500
ESG REINSURANCE LTD COMMON G31215109 1,235 77,800 SH DEFINED 1 77,800
ESSEX PROPERTY TRUST, INC. COMMON 297178105 3,527 135,000 SH DEFINED 1, 5 135,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ESTEE LAUDER CO. CVT. PFD. CONVERT 518437207 5,043 60,400 SH DEFINED 1 60,400
ESTERLINE TECHNOLOGIES CORP COMMON 297425100 211 16,300 SH DEFINED 1, 5 16,300
ETEC SYSTEMS INC COMMON 26922C103 4,628 157,200 SH DEFINED 1 157,200
ETEC SYSTEMS INC COMMON 26922C103 97 3,300 SH DEFINED 2, 4 3,300
ETEC SYSTEMS INC COMMON 26922C103 9 300 SH DEFINED 2, 6 300
E-TEK DYNAMICS INC COMMON 269240107 287 8,000 SH DEFINED 1 8,000
ETHAN ALLEN INTERIORS INC. COMMON 297602104 7,535 181,300 SH DEFINED 1 181,300
E'TOWN CORPORATION COMMON 269242103 206 5,100 SH DEFINED 1, 5 5,100
EVEREN CAPITAL CORP COMMON 299761106 3,805 194,500 SH DEFINED 1 194,500
EVEREST REINSURANCE
HOLDINGS, INC. COMMON 299808105 4,242 136,000 SH DEFINED 1 136,000
EVERGREEN RESOURCES, INC. COMMON 299900308 7,816 390,800 SH DEFINED 1 390,800
EVERGREEN RESOURCES, INC. COMMON 299900308 126 6,300 SH DEFINED 1, 5 6,300
EVERGREEN RESOURCES, INC. COMMON 299900308 128 6,400 SH DEFINED 2, 4 6,400
EVERGREEN RESOURCES, INC. COMMON 299900308 12 600 SH DEFINED 2, 6 600
EXCEL SWITCHING CORP COMMON 30067V108 2,736 130,300 SH DEFINED 1 130,300
EXCITE INC. COMMON 300904109 28,546 203,900 SH DEFINED 1 203,900
EXCITE INC. COMMON 300904109 14,000 100,000 SH DEFINED 1, 3 100,000
EXIDE CORP. 144A CVT. SR.
SUB NOTES CONVERT 302051AF4 11,592 20,700,000 PRN DEFINED 1 20,700,000
EXODUS COMM INC 5% CVT 144A CONVERT 302088AC3 8,070 5,040,000 PRN DEFINED 1 5,040,000
EXPEDITORS INTL WASH INC COMMON 302130109 8,111 150,200 SH DEFINED 1 150,200
EXPEDITORS INTL WASH INC COMMON 302130109 130 2,400 SH DEFINED 2, 4 2,400
EXPEDITORS INTL WASH INC COMMON 302130109 16 300 SH DEFINED 2, 6 300
EXPRESS SCRIPTS COMMON 302182100 45,916 534,300 SH DEFINED 1 534,300
EXPRESS SCRIPTS COMMON 302182100 120,313 1,400,000 SH DEFINED 1, 2 1,400,000
EXPRESS SCRIPTS COMMON 302182100 2,277 26,500 SH DEFINED 2 26,500
EXPRESS SCRIPTS COMMON 302182100 730 8,500 SH DEFINED 2, 4 8,500
EXPRESS SCRIPTS COMMON 302182100 52 600 SH DEFINED 2, 6 600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EXXON CORP COMMON 302290101 35,063 496,900 SH DEFINED 1 496,900
EXXON CORP COMMON 302290101 11,883 168,400 SH DEFINED 1, 5 168,400
F.Y.I. INC COMMON 302712104 3,690 115,300 SH DEFINED 1 115,300
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 9,098 210,350 SH DEFINED 1 210,350
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 123 2,850 SH DEFINED 2, 4 2,850
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 19 450 SH DEFINED 2, 6 450
FAMILY DOLLAR STORES COMMON 307000109 20,675 898,900 SH DEFINED 1 898,900
FAMILY DOLLAR STORES COMMON 307000109 65,550 2,850,000 SH DEFINED 1, 2 2,850,000
FAMILY DOLLAR STORES COMMON 307000109 5,175 225,000 SH DEFINED 1, 3 225,000
FAMILY DOLLAR STORES COMMON 307000109 1,507 65,500 SH DEFINED 2 65,500
FAMILY DOLLAR STORES COMMON 307000109 373 16,200 SH DEFINED 2, 4 16,200
FAMILY DOLLAR STORES COMMON 307000109 21 900 SH DEFINED 2, 6 900
FAMILY GOLF CENTERS INC COMMON 30701A106 744 100,000 SH DEFINED 1 100,000
FBL FINANCIAL GROUP INC
- CLASS A COMMON 30239F106 190 10,700 SH DEFINED 1, 5 10,700
FDX CORP COMMON 31304N107 9,281 100,000 SH DEFINED 1, 3 100,000
FEDERAL AGRICULTURAL MORTGAGE
CORP COMMON 313148306 368 7,000 SH DEFINED 1 7,000
FEDERAL HOME LOAN MORTGAGE
CORP. COMMON 313400301 440,519 7,711,500 SH DEFINED 1 7,711,500
FEDERAL HOME LOAN MORTGAGE
CORP. COMMON 313400301 294,194 5,150,000 SH DEFINED 1, 2 5,150,000
FEDERAL HOME LOAN MORTGAGE
CORP. COMMON 313400301 15,995 280,000 SH DEFINED 1, 3 280,000
FEDERAL HOME LOAN MORTGAGE
CORP. COMMON 313400301 1,434 25,100 SH DEFINED 2, 4 25,100
FEDERAL NATIONAL MORTGAGE COMMON 313586109 428,734 6,191,100 SH DEFINED 1 6,191,100
FEDERAL NATIONAL MORTGAGE COMMON 313586109 266,613 3,850,000 SH DEFINED 1, 2 3,850,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 16,205 234,000 SH DEFINED 1, 3 234,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 4,848 70,000 SH DEFINED 1, 5 70,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 1,122 16,200 SH DEFINED 2, 4 16,200
FEDERAL REALTY INVS. TRUST COMMON 313747206 1,187 56,000 SH DEFINED 1, 5 56,000
FEDERAL SIGNAL CORP. COMMON 313855108 5,052 242,000 SH DEFINED 1, 5 242,000
FEDERATED DEPARTMENT STORES COMMON 31410H101 30,587 762,300 SH DEFINED 1 762,300
FEDERATED DEPARTMENT STORES COMMON 31410H101 10,633 265,000 SH DEFINED 1, 3 265,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FEDERATED INVESTORS INC COMMON 314211103 7,973 438,400 SH DEFINED 1 438,400
FEDERATED INVESTORS INC COMMON 314211103 37,539 2,064,000 SH DEFINED 1, 2 2,064,000
FEDERATED INVESTORS INC COMMON 314211103 637 35,000 SH DEFINED 2 35,000
FEDERATED INVESTORS INC COMMON 314211103 146 8,000 SH DEFINED 2, 4 8,000
FIDELITY NATIONAL FINANCIAL COMMON 316326107 168 11,220 SH DEFINED 1, 5 11,220
FIFTH THIRD BANCORP COMMON 316773100 24,146 366,200 SH DEFINED 1 366,200
FINOVA GROUP INC COMMON 317928109 9,825 189,400 SH DEFINED 1 189,400
FINOVA GROUP INC COMMON 317928109 51,875 1,000,000 SH DEFINED 1, 2 1,000,000
FINOVA GROUP INC COMMON 317928109 986 19,000 SH DEFINED 2 19,000
FINOVA GROUP INC COMMON 317928109 176 3,400 SH DEFINED 2, 4 3,400
FIRST AMERICAN FINANCIAL CORP. COMMON 318522307 316 20,000 SH DEFINED 1 20,000
FIRST AMERICAN FINANCIAL CORP. COMMON 318522307 272 17,200 SH DEFINED 1, 5 17,200
FIRST BANCORP/PUERTO RICO COMMON 318672102 144 6,000 SH DEFINED 1, 5 6,000
FIRST CONSULTING GROUP INC COMMON 31986R103 6,990 628,300 SH DEFINED 1 628,300
FIRST CONSULTING GROUP INC COMMON 31986R103 58 5,200 SH DEFINED 2, 4 5,200
FIRST CONSULTING GROUP INC COMMON 31986R103 7 600 SH DEFINED 2, 6 600
FIRST DATA CORP. COMMON 319963104 234,813 5,492,700 SH DEFINED 1 5,492,700
FIRST DATA CORP. COMMON 319963104 115,425 2,700,000 SH DEFINED 1, 2 2,700,000
FIRST DATA CORP. COMMON 319963104 428 10,000 SH DEFINED 2, 4 10,000
FIRST INDUSTRIAL REALTY TRUST COMMON 32054K103 2,901 121,200 SH DEFINED 1, 5 121,200
FIRST REPUBLIC BANK COMMON 336158100 7,245 300,300 SH DEFINED 1 300,300
FIRST REPUBLIC BANK COMMON 336158100 145 6,000 SH DEFINED 2, 4 6,000
FIRST REPUBLIC BANK COMMON 336158100 14 600 SH DEFINED 2, 6 600
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 2,542 69,400 SH DEFINED 1 69,400
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 36,625 1,000,000 SH DEFINED 1, 2 1,000,000
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 1,831 50,000 SH DEFINED 1, 3 50,000
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 19,199 524,200 SH DEFINED 1, 7 524,200
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 549 15,000 SH DEFINED 2 15,000
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 110 3,000 SH DEFINED 2, 4 3,000
FIRST UNION CORP. COMMON 337358105 374 7,000 SH DEFINED 1 7,000
FIRST UNION CORP. COMMON 337358105 3,901 73,000 SH DEFINED 1, 5 73,000
FIRST UNION CORP. COMMON 337358105 13,146 246,000 SH DEFINED 1, 7 246,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST VIRGINIA BANKS INC. COMMON 337477103 2,102 46,000 SH DEFINED 1 46,000
FIRSTAR CORPORATION COMMON 33763V109 7,250 81,000 SH DEFINED 1 81,000
FIRSTAR CORPORATION COMMON 33763V109 140,963 1,575,000 SH DEFINED 1, 2 1,575,000
FIRSTAR CORPORATION COMMON 33763V109 3,312 37,000 SH DEFINED 1, 3 37,000
FIRSTAR CORPORATION COMMON 33763V109 2,452 27,400 SH DEFINED 2 27,400
FIRSTAR CORPORATION COMMON 33763V109 474 5,300 SH DEFINED 2, 4 5,300
FIRSTCITY FINANCIAL CORP COMMON 33761X107 1,593 160,300 SH DEFINED 1 160,300
FIRSTCOM CORPORATION COMMON 33763T104 56 25,000 SH DEFINED 1 25,000
FIRSTENERGY CORP. COMMON 337932107 1,523 54,500 SH DEFINED 1 54,500
FIRSTFED FINANCIAL CORP COMMON 337907109 228 14,200 SH DEFINED 1, 5 14,200
FISERV, INC. COMMON 337738108 39,165 730,350 SH DEFINED 1 730,350
FISERV, INC. COMMON 337738108 171,096 3,190,600 SH DEFINED 1, 2 3,190,600
FISERV, INC. COMMON 337738108 6,684 124,650 SH DEFINED 1, 3 124,650
FISERV, INC. COMMON 337738108 2,751 51,300 SH DEFINED 2 51,300
FISERV, INC. COMMON 337738108 869 16,200 SH DEFINED 2, 4 16,200
FLAGSTAR BANCORP INC COMMON 337930101 411 15,500 SH DEFINED 1, 5 15,500
FLEET FINANCIAL GROUP, INC. COMMON 338915101 369 9,800 SH DEFINED 1 9,800
FLEETWOOD CAP TR CVT 144A CONVERT 339072209 3,848 90,000 SH DEFINED 1 90,000
FLEETWOOD CAP TR CVT PFD CONVERT 339072407 13 300 SH DEFINED 1 300
FLEETWOOD ENTERPRISES COMMON 339099103 1,088 38,000 SH DEFINED 1 38,000
FLEETWOOD ENTERPRISES COMMON 339099103 21,469 750,000 SH DEFINED 1, 2 750,000
FLEETWOOD ENTERPRISES COMMON 339099103 429 15,000 SH DEFINED 2 15,000
FLEETWOOD ENTERPRISES COMMON 339099103 74 2,600 SH DEFINED 2, 4 2,600
FLEXTRONICS INTL LTD COMMON Y2573F102 32,523 637,700 SH DEFINED 1 637,700
FLEXTRONICS INTL LTD COMMON Y2573F102 1,811 35,500 SH DEFINED 1, 3 35,500
FLEXTRONICS INTL LTD COMMON Y2573F102 469 9,200 SH DEFINED 2, 4 9,200
FLEXTRONICS INTL LTD COMMON Y2573F102 66 1,300 SH DEFINED 2, 6 1,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FLOWERS INDUSTRIES, INC. COMMON 343496105 1,118 45,400 SH DEFINED 1 45,400
FLOWERS INDUSTRIES, INC. COMMON 343496105 24,625 1,000,000 SH DEFINED 1, 2 1,000,000
FLOWERS INDUSTRIES, INC. COMMON 343496105 419 17,000 SH DEFINED 2 17,000
FLOWERS INDUSTRIES, INC. COMMON 343496105 84 3,400 SH DEFINED 2, 4 3,400
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 50,402 1,629,160 SH DEFINED 1 1,629,160
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 7,824 252,913 SH DEFINED 1, 7 252,913
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 123 3,960 SH DEFINED 2, 4 3,960
FOODMAKER INC COMMON 344839204 8,938 350,500 SH DEFINED 1 350,500
FOODMAKER INC COMMON 344839204 102 4,000 SH DEFINED 2, 4 4,000
FOODMAKER INC COMMON 344839204 13 500 SH DEFINED 2, 6 500
FOOTSTAR INC COMMON 344912100 493 15,400 SH DEFINED 1, 5 15,400
FORD MOTOR CO COMMON 345370100 119,107 2,098,800 SH DEFINED 1 2,098,800
FORD MOTOR CO COMMON 345370100 56,750 1,000,000 SH DEFINED 1, 2 1,000,000
FORD MOTOR CO COMMON 345370100 12,769 225,000 SH DEFINED 1, 3 225,000
FORD MOTOR CO COMMON 345370100 8,036 141,600 SH DEFINED 1, 5 141,600
FORE SYSTEMS, INC. COMMON 345449102 6,218 328,900 CALL DEFINED 1 328,900
FORE SYSTEMS, INC. COMMON 345449102 9,391 796,800 SH DEFINED 1 796,800
FOREST LABORATORIES, INC.
- CLASS A COMMON 345838106 26,147 463,800 SH DEFINED 1 463,800
FOREST LABORATORIES, INC.
- CLASS A COMMON 345838106 28,188 500,000 SH DEFINED 1, 2 500,000
FOREST LABORATORIES, INC.
- CLASS A COMMON 345838106 507 9,000 SH DEFINED 2 9,000
FOREST LABORATORIES, INC.
- CLASS A COMMON 345838106 124 2,200 SH DEFINED 2, 4 2,200
FOREST OIL CORP COMMON 346091606 45 6,000 SH DEFINED 1 6,000
FORRESTER RESEARCH INC COMMON 346563109 3,329 109,600 SH DEFINED 1 109,600
FORT BEND HOLDING CORP COMMON 346824105 88 5,000 SH DEFINED 1 5,000
FORTUNE BRANDS, INC. COMMON 349631101 2,708 70,000 SH DEFINED 1, 5 70,000
FOSSIL INC. COMMON 349882100 10,151 340,500 SH DEFINED 1 340,500
FOSSIL INC. COMMON 349882100 113 3,800 SH DEFINED 2, 4 3,800
FOSSIL INC. COMMON 349882100 15 500 SH DEFINED 2, 6 500
FOUR SEASONS HOTELS INC COMMON 35100E104 6,054 145,000 SH DEFINED 1 145,000
FOUR SEASONS HOTELS INC COMMON 35100E104 651 15,600 SH DEFINED 2, 6 15,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FPIC INSURANCE GROUP INC COMMON 302563101 12,807 308,600 SH DEFINED 1 308,600
FPIC INSURANCE GROUP INC COMMON 302563101 149 3,600 SH DEFINED 2, 4 3,600
FPIC INSURANCE GROUP INC COMMON 302563101 25 600 SH DEFINED 2, 6 600
FPL GROUP INC COMMON 302571104 4,659 87,500 SH DEFINED 1 87,500
FRANCE TELECOM SA SPONSORED
ADR COMMON 35177Q105 8,303 102,900 SH DEFINED 1 102,900
FREEPORT-MCMORAN COPPER
& GOLD INC. COMMON 35671D857 496 45,600 SH DEFINED 1 45,600
FRONTIER CORP. COMMON 35906P105 10,375 200,000 SH DEFINED 1, 3 200,000
FRONTIER CORP. COMMON 35906P105 1,089 21,000 SH DEFINED 2 21,000
FUJI PHOTO FILM ADR COMMON 359586302 3,252 87,000 SH DEFINED 1, 5 87,000
FUNDTECH LTD COMMON M47095100 347 11,525 SH DEFINED 1 11,525
FURNITURE BRANDS INTL INC COMMON 360921100 128 5,800 SH DEFINED 1, 5 5,800
G & K SERVICES INC - CLASS A COMMON 361268105 9,565 207,100 SH DEFINED 1 207,100
G & K SERVICES INC - CLASS A COMMON 361268105 16,166 350,000 SH DEFINED 1, 2 350,000
G & K SERVICES INC - CLASS A COMMON 361268105 4,619 100,000 SH DEFINED 1, 3 100,000
G & K SERVICES INC - CLASS A COMMON 361268105 254 5,500 SH DEFINED 2 5,500
G & K SERVICES INC - CLASS A COMMON 361268105 199 4,300 SH DEFINED 2, 4 4,300
G & K SERVICES INC - CLASS A COMMON 361268105 14 300 SH DEFINED 2, 6 300
GABLES RESIDENTIAL TRUST COMMON 362418105 477 21,600 SH DEFINED 1, 5 21,600
GALILEO INTERNATIONAL INC. COMMON 363547100 4,460 92,200 SH DEFINED 1 92,200
GALLAHER GROUP PLC ADR COMMON 363595109 2,585 110,000 SH DEFINED 1, 5 110,000
GANNETT CO COMMON 364730101 8,795 139,600 SH DEFINED 1, 5 139,600
GAP, INC. COMMON 364760108 46,013 683,575 SH DEFINED 1 683,575
GAP, INC. COMMON 364760108 80,509 1,196,050 SH DEFINED 1, 2 1,196,050
GAP, INC. COMMON 364760108 13,463 200,000 SH DEFINED 1, 3 200,000
GAP, INC. COMMON 364760108 958 14,225 SH DEFINED 2 14,225
GAP, INC. COMMON 364760108 491 7,300 SH DEFINED 2, 4 7,300
GARDEN RIDGE CORP. COMMON 36541P104 341 50,000 SH DEFINED 1 50,000
GATX CORP COMMON 361448103 1,449 44,000 SH DEFINED 1, 5 44,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GAYLORD CONTAINER CORP COMMON 368145108 550 73,300 SH DEFINED 1 73,300
GBC BANCORP COMMON 361475106 179 11,900 SH DEFINED 1, 5 11,900
GEMSTAR INTERNATIONAL
GROUP LTD COMMON G3788V106 11,318 150,400 SH DEFINED 1 150,400
GEMSTAR INTERNATIONAL
GROUP LTD COMMON G3788V106 188 2,500 SH DEFINED 2, 4 2,500
GEMSTAR INTERNATIONAL
GROUP LTD COMMON G3788V106 23 300 SH DEFINED 2, 6 300
GENCORP, INC. COMMON 368682100 310 17,200 SH DEFINED 1, 5 17,200
GENER S.A. SPONSORED ADR COMMON 368731105 1,062 57,783 SH DEFINED 1, 7 57,783
GENERAL CABLE CORP COMMON 369300108 307 29,100 SH DEFINED 1, 5 29,100
GENERAL DYNAMICS CORP. COMMON 369550108 964 15,000 SH DEFINED 1 15,000
GENERAL DYNAMICS CORP. COMMON 369550108 17,348 270,000 SH DEFINED 1, 3 270,000
GENERAL ELECTRIC COMPANY COMMON 369604103 533,021 4,818,265 SH DEFINED 1 4,818,265
GENERAL ELECTRIC COMPANY COMMON 369604103 165,938 1,500,000 SH DEFINED 1, 2 1,500,000
GENERAL ELECTRIC COMPANY COMMON 369604103 12,965 117,200 SH DEFINED 1, 5 117,200
GENERAL INSTRUMENT CORPORATION COMMON 370120107 7,111 234,600 SH DEFINED 1 234,600
GENERAL INSTRUMENT CORPORATION COMMON 370120107 53,047 1,750,000 SH DEFINED 1, 2 1,750,000
GENERAL INSTRUMENT CORPORATION COMMON 370120107 818 27,000 SH DEFINED 2 27,000
GENERAL INSTRUMENT CORPORATION COMMON 370120107 194 6,400 SH DEFINED 2, 4 6,400
GENESIS MICROCHIP INC COMMON 371933102 4,344 182,900 SH DEFINED 1 182,900
GENESIS MICROCHIP INC COMMON 371933102 71 3,000 SH DEFINED 2, 4 3,000
GENESIS MICROCHIP INC COMMON 371933102 349 14,700 SH DEFINED 2, 6 14,700
GENSET ADR COMMON 37244T104 2,601 169,142 SH DEFINED 1, 7 169,142
GENTEX CORP COMMON 371901109 10,801 500,900 SH DEFINED 1 500,900
GENTEX CORP COMMON 371901109 211 9,800 SH DEFINED 2, 4 9,800
GENTEX CORP COMMON 371901109 24 1,100 SH DEFINED 2, 6 1,100
GENUINE PARTS COMPANY COMMON 372460105 6,051 210,000 SH DEFINED 1, 5 210,000
GENZYME CORP COMMON 372917104 12,418 246,200 SH DEFINED 1 246,200
GENZYME CORP CVT CONVERT 372917AF1 9,419 6,535,000 PRN DEFINED 1 6,535,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GEORGIA PACIFIC CORP COMMON 373298108 8,427 113,500 SH DEFINED 1 113,500
GEORGIA PACIFIC CORP COMMON 373298108 29,700 400,000 SH DEFINED 1, 2 400,000
GEOTEL COMMUNICATIONS CORP COMMON 373656107 24,139 526,200 SH DEFINED 1 526,200
GEOTEL COMMUNICATIONS CORP COMMON 373656107 477 10,400 SH DEFINED 1, 5 10,400
GEOTEL COMMUNICATIONS CORP COMMON 373656107 271 5,900 SH DEFINED 2, 4 5,900
GEOTEL COMMUNICATIONS CORP COMMON 373656107 37 800 SH DEFINED 2, 6 800
GERBER SCIENTIFIC, INC. COMMON 373730100 1,667 82,600 SH DEFINED 1 82,600
GERBER SCIENTIFIC, INC. COMMON 373730100 228 11,300 SH DEFINED 1, 5 11,300
GIBRALTAR STEEL CORPORATION COMMON 37476F103 199 10,000 SH DEFINED 1 10,000
GILAT SATELLITE NETWORKS LTD. COMMON M51474100 3,006 50,100 SH DEFINED 1 50,100
GILLETTE CO. COMMON 375766102 44,109 742,100 SH DEFINED 1 742,100
GILLETTE CO. COMMON 375766102 123,582 2,079,200 SH DEFINED 1, 2 2,079,200
GILLETTE CO. COMMON 375766102 404 6,800 SH DEFINED 2, 4 6,800
GLAXO PLC ADR COMMON 37733W105 14,164 211,600 SH DEFINED 1 211,600
GLAXO PLC ADR COMMON 37733W105 3,548 53,000 SH DEFINED 1, 5 53,000
GLENBOROUGH REALTY TRUST, INC. COMMON 37803P105 1,676 98,600 SH DEFINED 1, 5 98,600
GLOBAL CROSSING LTD COMMON G3921A100 62,391 1,349,000 SH DEFINED 1 1,349,000
GLOBAL CROSSING LTD COMMON G3921A100 4,625 100,000 SH DEFINED 1, 3 100,000
GLOBAL CROSSING LTD COMMON G3921A100 231 5,000 SH DEFINED 2 5,000
GLOBAL INDUSTRIES LTD COMMON 379336100 2,035 201,000 CALL DEFINED 1 201,000
GLOBAL INDUSTRIES LTD COMMON 379336100 7,459 859,500 SH DEFINED 1 859,500
GLOBAL INDUSTRIES LTD COMMON 379336100 24,806 2,450,000 SH DEFINED 1, 2 2,450,000
GLOBAL INDUSTRIES LTD COMMON 379336100 420 41,500 SH DEFINED 2 41,500
GLOBAL INDUSTRIES LTD COMMON 379336100 191 18,900 SH DEFINED 2, 4 18,900
GLOBAL INDUSTRIES LTD COMMON 379336100 22 2,200 SH DEFINED 2, 6 2,200
GLOBAL TELESYSTEMS CVT 144A CONVERT 37936UAA2 4,243 1,500,000 PRN DEFINED 1 1,500,000
GLOBAL TELESYSTEMS CVT 144A CONVERT 37936UAA2 28,288 10,000,000 PRN DEFINED 1, 2 10,000,000
GLOBAL TELESYSTEMS CVT REG CONVERT 37936UAD6 1,414 500,000 PRN DEFINED 1 500,000
GLOBAL TELESYSTEMS 5.75% CVT CONVERT 37936UAE4 31,405 27,015,000 PRN DEFINED 1 27,015,000
GLOBAL TELESYSTEMS 5.75% CVT CONVERT 37936UAE4 58,125 50,000,000 PRN DEFINED 1, 2 50,000,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 44,661 798,400 SH DEFINED 1 798,400
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 94,160 1,683,300 SH DEFINED 1, 2 1,683,300
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 27,969 500,000 SH DEFINED 1, 3 500,000
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 2,361 42,200 SH DEFINED 2 42,200
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 285 5,100 SH DEFINED 2, 4 5,100
GLOBENET COMMUNICATIONS COMMON 379994924 133 33,200 SH DEFINED 1 33,200
GOLDEN STATE BANCORP COMMON 381197102 3,404 153,000 SH DEFINED 1 153,000
GOLDEN STATE BANCORP COMMON 381197102 35,600 1,600,000 SH DEFINED 1, 2 1,600,000
GOLDEN STATE BANCORP COMMON 381197102 665 29,900 SH DEFINED 2 29,900
GOLDEN STATE BANCORP COMMON 381197102 118 5,300 SH DEFINED 2, 4 5,300
GOLDEN STATE BANCORP
- LITIG WTS. COMMON 381197136 3,857 796,300 SH DEFINED 1 796,300
GOLDEN STATE BANCORP
- LITIG WTS. COMMON 381197136 4,844 1,000,000 SH DEFINED 1, 2 1,000,000
GOLDEN STATE BANCORP
- LITIG WTS. COMMON 381197136 242 50,000 SH DEFINED 1, 3 50,000
GOLDEN STATE BANCORP
- LITIG WTS. COMMON 381197136 93 19,200 SH DEFINED 2 19,200
GOLDEN STATE BANCORP
- LITIG WTS. COMMON 381197136 17 3,500 SH DEFINED 2, 4 3,500
GOLDEN WEST FINANCIAL CORP. COMMON 381317106 955 10,000 SH DEFINED 1 10,000
GOLF TRUST OF AMERICA INC COMMON 38168B103 439 19,600 SH DEFINED 1 19,600
GOODY'S FAMILY CLOTHING INC COMMON 382588101 14,474 1,038,500 SH DEFINED 1 1,038,500
GOODY'S FAMILY CLOTHING INC COMMON 382588101 229 16,400 SH DEFINED 2, 4 16,400
GOODY'S FAMILY CLOTHING INC COMMON 382588101 31 2,200 SH DEFINED 2, 6 2,200
GP STRATEGIES CORP COMMON 36225V104 444 25,000 SH DEFINED 1 25,000
GPU INC COMMON 36225X100 1,183 31,700 SH DEFINED 1 31,700
GPU INC COMMON 36225X100 8,768 235,000 SH DEFINED 1, 5 235,000
GRACO INC COMMON 384109104 159 7,200 SH DEFINED 1, 5 7,200
GRADALL INDUSTRIES, INC. COMMON 38411P107 57 4,400 SH DEFINED 1 4,400
GRANITE CONSTRUCTION COMMON 387328107 367 15,700 SH DEFINED 1, 5 15,700
GREAT LAKES CHEMICAL CORP. COMMON 390568103 3,675 100,000 SH DEFINED 1, 5 100,000
GREAT PLAINS SOFTWARE INC. COMMON 39119E105 387 10,000 SH DEFINED 1 10,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GREENPOINT FINANCIAL CORP. COMMON 395384100 4,242 122,084 SH DEFINED 1 122,084
GREENPOINT FINANCIAL CORP. COMMON 395384100 52,125 1,500,000 SH DEFINED 1, 2 1,500,000
GREENPOINT FINANCIAL CORP. COMMON 395384100 6,950 200,000 SH DEFINED 1, 3 200,000
GREENPOINT FINANCIAL CORP. COMMON 395384100 959 27,600 SH DEFINED 2 27,600
GREENPOINT FINANCIAL CORP. COMMON 395384100 177 5,100 SH DEFINED 2, 4 5,100
GROUP MAINTENANCE AMERICA COMMON 39943E107 1,991 175,000 SH DEFINED 1 175,000
GROUPE DANONE ADR COMMON 399449107 3,990 80,000 SH DEFINED 1, 5 80,000
GRUPO IUSACELL SA
- ADR SERIES L COMMON 40049W306 7,823 977,901 SH DEFINED 1 977,901
GRUPO TELEVISA S.A. GDR COMMON 40049J206 24,510 781,200 SH DEFINED 1 781,200
GRUPO TELEVISA S.A. GDR COMMON 40049J206 4,320 137,699 SH DEFINED 1, 7 137,699
GRUPO TELEVISA S.A. GDR COMMON 40049J206 85 2,700 SH DEFINED 2, 4 2,700
GST TELECOMMUNICATIONS INC COMMON 361942105 88 8,000 SH DEFINED 1 8,000
GTE CORP COMMON 362320103 2,408 39,800 SH DEFINED 1 39,800
GUCCI GROUP COMMON 401566104 8 100 SH DEFINED 1 100
GUIDANT CORP. COMMON 401698105 890,683 14,722,030 SH DEFINED 1 14,722,030
GUIDANT CORP. COMMON 401698105 383,637 6,341,100 SH DEFINED 1, 2 6,341,100
GUIDANT CORP. COMMON 401698105 37,510 620,000 SH DEFINED 1, 3 620,000
GUIDANT CORP. COMMON 401698105 4,622 76,400 SH DEFINED 2 76,400
GUIDANT CORP. COMMON 401698105 1,634 27,000 SH DEFINED 2, 4 27,000
GUIDANT CORP. COMMON 401698105 218 3,600 SH DEFINED 2, 6 3,600
GUITAR CENTER INC COMMON 402040109 4,611 225,600 SH DEFINED 1 225,600
GULF INDONESIA RESOURCES LTD COMMON 402284103 25,355 3,027,500 SH DEFINED 1 3,027,500
GULF INDONESIA RESOURCES LTD COMMON 402284103 66 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 179 15,000 SH DEFINED 1 15,000
GULFSTREAM AEROSPACE CORP COMMON 402734107 1,546 35,636 SH DEFINED 1 35,636
GULFSTREAM AEROSPACE CORP COMMON 402734107 17,350 400,000 SH DEFINED 1, 2 400,000
GULFSTREAM AEROSPACE CORP COMMON 402734107 4,338 100,000 SH DEFINED 1, 3 100,000
GULFSTREAM AEROSPACE CORP COMMON 402734107 299 6,900 SH DEFINED 2 6,900
GULFSTREAM AEROSPACE CORP COMMON 402734107 82 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>
GYMBOREE CORP COMMON 403777105 313 35,000 SH DEFINED 1 35,000
HAEMONETICS CORPORATION COMMON 405024100 4,322 275,500 SH DEFINED 1 275,500
HAEMONETICS CORPORATION COMMON 405024100 31 2,000 SH DEFINED 2, 4 2,000
HAEMONETICS CORPORATION COMMON 405024100 3 200 SH DEFINED 2, 6 200
HAIN FOOD GROUP INC COMMON 405219106 6,359 385,400 SH DEFINED 1 385,400
HAIN FOOD GROUP INC COMMON 405219106 102 6,200 SH DEFINED 2, 4 6,200
HAIN FOOD GROUP INC COMMON 405219106 15 900 SH DEFINED 2, 6 900
HALLIBURTON CO. COMMON 406216101 31,104 807,900 SH DEFINED 1 807,900
HALLIBURTON CO. COMMON 406216101 32,725 850,000 SH DEFINED 1, 2 850,000
HA-LO INDUSTRIES INC. COMMON 404429102 3,086 250,650 SH DEFINED 1 250,650
HA-LO INDUSTRIES INC. COMMON 404429102 190 15,450 SH DEFINED 1, 5 15,450
HAMBRECHT & QUIST GROUP COMMON 406545103 31,142 897,800 SH DEFINED 1 897,800
HAMBRECHT & QUIST GROUP COMMON 406545103 278 8,000 SH DEFINED 2, 4 8,000
HAMBRECHT & QUIST GROUP COMMON 406545103 38 1,100 SH DEFINED 2, 6 1,100
HAMILTON BANCORP INC COMMON 407013101 5,128 198,200 SH DEFINED 1 198,200
HANGER ORTHOPEDIC GROUP INC. COMMON 41043F208 212 15,700 SH DEFINED 1, 5 15,700
HANOVER COMPRESSOR INC COMMON 410768105 1,988 75,000 SH DEFINED 1 75,000
HANSON PLC ADR COMMON 411352404 770 17,500 SH DEFINED 1 17,500
HANSON PLC ADR COMMON 411352404 13,684 311,000 SH DEFINED 1, 5 311,000
HAPPY KIDS INC. COMMON 411391105 1,250 125,000 SH DEFINED 1 125,000
HARKEN ENERGY CORP COMMON 412552101 589 362,560 SH DEFINED 1, 7 362,560
HARLEY-DAVIDSON INC. COMMON 412822108 6,917 120,300 SH DEFINED 1 120,300
HARLEY-DAVIDSON INC. COMMON 412822108 135,125 2,350,000 SH DEFINED 1, 2 2,350,000
HARLEY-DAVIDSON INC. COMMON 412822108 2,565 44,600 SH DEFINED 2 44,600
HARLEY-DAVIDSON INC. COMMON 412822108 454 7,900 SH DEFINED 2, 4 7,900
HARMAN INTERNATIONAL COMMON 413086109 3,675 100,000 SH DEFINED 1 100,000
HARMONIC LIGHTWAVES, INC. COMMON 413160102 9,959 360,500 SH DEFINED 1 360,500
HARMONIC LIGHTWAVES, INC. COMMON 413160102 111 4,000 SH DEFINED 2, 4 4,000
HARMONIC LIGHTWAVES, INC. COMMON 413160102 14 500 SH DEFINED 2, 6 500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HARTFORD FINANCIAL
SERVICES GROUP COMMON 416515104 73,004 1,285,000 SH DEFINED 1 1,285,000
HARTFORD LIFE - CLASS A COMMON 416592103 440 8,000 SH DEFINED 1 8,000
HAWAIIAN ELECTRIC INDUSTRIES COMMON 419870100 386 11,000 SH DEFINED 1, 5 11,000
HAWK CORP. COMMON 420089104 82 10,300 SH DEFINED 1 10,300
HCC INSURANCE HOLDINGS INC. COMMON 404132102 9,354 485,900 SH DEFINED 1 485,900
HCC INSURANCE HOLDINGS INC. COMMON 404132102 87 4,500 SH DEFINED 2 4,500
HCC INSURANCE HOLDINGS INC. COMMON 404132102 85 4,400 SH DEFINED 2, 4 4,400
HCC INSURANCE HOLDINGS INC. COMMON 404132102 12 600 SH DEFINED 2, 6 600
HCR MANOR CARE COMMON 404134108 3,157 138,400 SH DEFINED 1 138,400
HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 14,916 1,223,852 SH DEFINED 1 1,223,852
HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 42,656 3,500,000 SH DEFINED 1, 2 3,500,000
HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 3,473 285,000 SH DEFINED 1, 3 285,000
HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 861 70,637 SH DEFINED 2 70,637
HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 257 21,113 SH DEFINED 2, 4 21,113
HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 15 1,268 SH DEFINED 2, 6 1,268
HEALTHEON CORPORATION COMMON 422209106 383 9,000 SH DEFINED 1 9,000
HEALTHSOUTH CORP. COMMON 421924101 9,078 875,000 SH DEFINED 1 875,000
HEALTHWORLD CORP COMMON 42222E103 3,683 272,800 SH DEFINED 1 272,800
HEALTHWORLD CORP COMMON 42222E103 62 4,600 SH DEFINED 2, 4 4,600
HEALTHWORLD CORP COMMON 42222E103 7 500 SH DEFINED 2, 6 500
HEARTPORT INC. COMMON 421969106 1,444 300,000 SH DEFINED 1 300,000
HEFTEL BROADCASTING CORP
- CLASS A COMMON 422799106 42,711 984,700 SH DEFINED 1 984,700
HEFTEL BROADCASTING CORP
- CLASS A COMMON 422799106 21,731 501,000 SH DEFINED 1, 2 501,000
HEFTEL BROADCASTING CORP
- CLASS A COMMON 422799106 408 9,400 SH DEFINED 2 9,400
HEFTEL BROADCASTING CORP
- CLASS A COMMON 422799106 455 10,500 SH DEFINED 2, 4 10,500
HEFTEL BROADCASTING CORP
- CLASS A COMMON 422799106 48 1,100 SH DEFINED 2, 6 1,100
HEICO CORP - CLASS A COMMON 422806208 4,286 200,500 SH DEFINED 1 200,500
HEINZ (H.J.) CO. COMMON 423074103 5,986 126,350 SH DEFINED 1, 5 126,350
HELIX TECHNOLOGY COMMON 423319102 1,153 75,000 SH DEFINED 1 75,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HELLER FINANCIAL INC. COMMON 423328103 6,256 266,200 SH DEFINED 1 266,200
HENRY SCHEIN, INC. COMMON 806407102 22,884 906,285 SH DEFINED 1 906,285
HENRY SCHEIN, INC. COMMON 806407102 25,250 1,000,000 SH DEFINED 1, 2 1,000,000
HENRY SCHEIN, INC. COMMON 806407102 478 18,924 SH DEFINED 2 18,924
HENRY SCHEIN, INC. COMMON 806407102 308 12,202 SH DEFINED 2, 4 12,202
HENRY SCHEIN, INC. COMMON 806407102 28 1,100 SH DEFINED 2, 6 1,100
HERTZ CORP - CLASS A COMMON 428040109 13,241 247,500 SH DEFINED 1 247,500
HEWLETT PACKARD COMMON 428236103 8,477 125,000 SH DEFINED 1, 5 125,000
HI/FN INC COMMON 428358105 565 15,069 SH DEFINED 1 15,069
HIBBETT SPORTING GOODS INC COMMON 428565105 11,448 548,400 SH DEFINED 1 548,400
HIBBETT SPORTING GOODS INC COMMON 428565105 115 5,500 SH DEFINED 2, 4 5,500
HIBBETT SPORTING GOODS INC COMMON 428565105 17 800 SH DEFINED 2, 6 800
HIBERNIA CORP - CLASS A COMMON 428656102 1,116 85,000 SH DEFINED 1 85,000
HIBERNIA CORP - CLASS A COMMON 428656102 24,084 1,835,000 SH DEFINED 1, 2 1,835,000
HIBERNIA CORP - CLASS A COMMON 428656102 420 32,000 SH DEFINED 2 32,000
HIBERNIA CORP - CLASS A COMMON 428656102 59 4,500 SH DEFINED 2, 4 4,500
HIGHWOOD PROPERTIES, INC. COMMON 431284108 2,822 119,750 SH DEFINED 1, 5 119,750
HITACHI LTD ADR COMMON 433578507 2,183 30,000 SH DEFINED 1, 5 30,000
HNC SOFTWARE, INC. COMMON 40425P107 11,397 348,000 SH DEFINED 1 348,000
HOLLINGER INTERNATIONAL INC. COMMON 435569108 431 31,800 SH DEFINED 1, 5 31,800
HOLLYWOOD ENTERTAINMENT CORP. COMMON 436141105 1,499 80,500 SH DEFINED 1 80,500
HOME DEPOT INC SUB NTS CONVERT 437076AE2 8,333 3,000,000 PRN DEFINED 1 3,000,000
HOME DEPOT INC SUB NTS CONVERT 437076AE2 41,663 15,000,000 PRN DEFINED 1, 2 15,000,000
HOME DEPOT, INC. COMMON 437076102 68,328 1,097,640 SH DEFINED 1 1,097,640
HOME DEPOT, INC. COMMON 437076102 118,275 1,900,000 SH DEFINED 1, 2 1,900,000
HOME DEPOT, INC. COMMON 437076102 12,450 200,000 SH DEFINED 1, 3 200,000
HOME DEPOT, INC. COMMON 437076102 921 14,800 SH DEFINED 2, 4 14,800
HOME DEPOT, INC. COMMON 437076102 205 3,300 SH DEFINED 2, 6 3,300
HONDA MOTOR CO LTD ADR COMMON 438128308 2,181 24,500 SH DEFINED 1, 5 24,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HOOPER HOLMES INC COMMON 439104100 12,113 775,200 SH DEFINED 1 775,200
HOOPER HOLMES INC COMMON 439104100 300 19,200 SH DEFINED 1, 5 19,200
HOOPER HOLMES INC COMMON 439104100 159 10,200 SH DEFINED 2, 4 10,200
HOOPER HOLMES INC COMMON 439104100 31 2,000 SH DEFINED 2, 6 2,000
HORACE MANN EDUCATORS CORP. COMMON 440327104 2,592 111,800 SH DEFINED 1 111,800
HORIZON ORGANIC HOLDING CORP COMMON 44043T103 251 17,000 SH DEFINED 1 17,000
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 2,492 92,100 SH DEFINED 1, 5 92,100
HOST MARRIOTT CORP COMMON 44107P104 121 10,875 SH DEFINED 1 10,875
HOST MARRIOTT CORP COMMON 44107P104 2,927 263,061 SH DEFINED 1, 5 263,061
HOUSTON INDUSTRIES INC
CVT PFD CONVERT 442161204 35,849 297,500 SH DEFINED 1 297,500
HOUSTON INDUSTRIES INC
CVT PFD CONVERT 442161204 102,425 850,000 SH DEFINED 1, 2 850,000
HOWMET INTERNATIONAL INC COMMON 443208103 4,159 290,600 SH DEFINED 1 290,600
HS RESOURCES INC COMMON 404297103 179 20,400 SH DEFINED 1, 5 20,400
HSBC HOLDINGS PLC
- SPONSORED ADR COMMON 404280307 6,585 21,000 SH DEFINED 1, 5 21,000
HUANENG POWER INTL
- SPONS. ADR COMMON 443304100 1,081 108,798 SH DEFINED 1, 7 108,798
HUB GROUP, INC. COMMON 443320106 2,138 90,000 SH DEFINED 1 90,000
HUBCO INC COMMON 404382103 498 14,832 SH DEFINED 1, 5 14,832
HUTCHINSON TECHNOLOGY INC. COMMON 448407106 2,318 93,200 SH DEFINED 1 93,200
I2 TECHNOLOGIES, INC. COMMON 465754109 1,729 65,000 SH DEFINED 1 65,000
ICG COMMUNICATIONS INC. COMMON 449246107 81 4,000 SH DEFINED 1 4,000
ICN PHARMACEUTICALS INC. COMMON 448924100 2,915 115,750 SH DEFINED 1 115,750
ICO GLOBAL COMMUNICATIONS
LTD COMMON G4705T109 257 29,800 SH DEFINED 1 29,800
IDEXX LABORATORIES INC. COMMON 45168D104 14,255 595,500 SH DEFINED 1 595,500
IDEXX LABORATORIES INC. COMMON 45168D104 108 4,500 SH DEFINED 2, 4 4,500
IDEXX LABORATORIES INC. COMMON 45168D104 17 700 SH DEFINED 2, 6 700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IDG BOOKS WORLDWIDE INC.
- CLASS A COMMON 449384106 20,596 825,900 SH DEFINED 1 825,900
IDG BOOKS WORLDWIDE INC.
- CLASS A COMMON 449384106 152 6,100 SH DEFINED 2, 4 6,100
IDG BOOKS WORLDWIDE INC.
- CLASS A COMMON 449384106 20 800 SH DEFINED 2, 6 800
IHF HOLDINGS WARRANTS
- SERIES I COMMON 449600121 4 8,670 SH DEFINED 1 8,670
IKON OFFICE SOLUTIONS INC COMMON 451713101 5,125 400,000 SH DEFINED 1, 5 400,000
ILLINOIS TOOL WORKS COMMON 452308109 6,249 101,000 SH DEFINED 1, 5 101,000
ILLINOVA CORP. COMMON 452317100 305 14,400 SH DEFINED 1 14,400
IMPERIAL BANCORP COMMON 452556103 514 30,024 SH DEFINED 1, 5 30,024
IMS HEALTH INC COMMON 449934108 1,345 40,600 SH DEFINED 1 40,600
IMS HEALTH INC COMMON 449934108 26,831 810,000 SH DEFINED 1, 2 810,000
IMS HEALTH INC COMMON 449934108 1,988 60,000 SH DEFINED 1, 3 60,000
IMS HEALTH INC COMMON 449934108 500 15,100 SH DEFINED 2 15,100
IMS HEALTH INC COMMON 449934108 93 2,800 SH DEFINED 2, 4 2,800
INACOM CORP COMMON 45323G109 167 21,500 SH DEFINED 1, 5 21,500
INDEPENDENCE COMMUNITY BANK COMMON 453414104 2,930 227,600 SH DEFINED 1 227,600
INDEPENDENT BANK CORP (MASS) COMMON 453836108 227 16,600 SH DEFINED 1, 5 16,600
INF BROADCASTING CORP COMMON 45662S102 30,734 1,193,540 SH DEFINED 1 1,193,540
INF BROADCASTING CORP COMMON 45662S102 100,425 3,900,000 SH DEFINED 1, 2 3,900,000
INF BROADCASTING CORP COMMON 45662S102 512 19,900 SH DEFINED 2, 4 19,900
INFOCURE CORP. COMMON 45665A108 7,264 260,600 SH DEFINED 1 260,600
INFORMATION HOLDINGS, INC. COMMON 456727106 366 20,500 SH DEFINED 1 20,500
INFORMIX CORP COMMON 456779107 1,106 150,000 SH DEFINED 1 150,000
INFORMIX CORP COMMON 456779107 25,813 3,500,000 SH DEFINED 1, 2 3,500,000
INFORMIX CORP COMMON 456779107 465 63,000 SH DEFINED 2 63,000
INFORMIX CORP COMMON 456779107 100 13,500 SH DEFINED 2, 4 13,500
INFOSPACE.COM INC COMMON 45678T102 28,537 322,000 SH DEFINED 1 322,000
INFOSPACE.COM INC COMMON 45678T102 19,498 220,000 SH DEFINED 1, 3 220,000
INFOSPACE.COM INC COMMON 45678T102 1,241 14,000 SH DEFINED 2 14,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ING GROUP NV - SPONSORED ADR COMMON 456837103 4,450 81,000 SH DEFINED 1, 5 81,000
INGERSOLL-RAND CO. COMMON 456866102 23,994 483,500 SH DEFINED 1 483,500
INGERSOLL-RAND CO. COMMON 456866102 8,560 172,500 SH DEFINED 1, 3 172,500
INKTOMI CORP COMMON 457277101 26,951 314,300 SH DEFINED 1 314,300
INKTOMI CORP COMMON 457277101 28,298 330,000 SH DEFINED 1, 3 330,000
INKTOMI CORP COMMON 457277101 1,201 14,000 SH DEFINED 2 14,000
INSIGHT ENTERPRISES INC COMMON 45765U103 35,067 1,416,850 SH DEFINED 1 1,416,850
INSIGHT ENTERPRISES INC COMMON 45765U103 297 12,000 SH DEFINED 2, 4 12,000
INSIGHT ENTERPRISES INC COMMON 45765U103 41 1,650 SH DEFINED 2, 6 1,650
INSIGNIA FINANCIAL GROUP INC. COMMON 45767A105 5,585 397,166 SH DEFINED 1 397,166
INSIGNIA FINANCIAL GROUP INC. COMMON 45767A105 56 4,000 SH DEFINED 2, 4 4,000
INSIGNIA FINANCIAL GROUP INC. COMMON 45767A105 7 466 SH DEFINED 2, 6 466
INSITUFORM TECHNOLOGIES COMMON 457667103 394 22,500 SH DEFINED 1, 5 22,500
INSPIRE INSURANCE SOLUTIONS COMMON 457732105 8,584 451,800 SH DEFINED 1 451,800
INTEL CORP COMMON 458140100 63,392 532,150 SH DEFINED 1 532,150
INTEL CORP COMMON 458140100 83,388 700,000 SH DEFINED 1, 2 700,000
INTEL CORP COMMON 458140100 679 5,700 SH DEFINED 2, 4 5,700
INTELCOM WARRANTS COMMON 45814F115 752 39,600 SH DEFINED 1 39,600
INTERMEDIA COMMUNICATION PFD CONVERT 458801834 1,319 50,000 SH DEFINED 1 50,000
INTERMEDIA COMMUNICATION
PFD 144A CONVERT 458801867 15,298 580,000 SH DEFINED 1 580,000
INTERMEDIA COMMUNICATIONS COMMON 458801107 7,940 298,215 SH DEFINED 1 298,215
INTERMEDIA WARRANTS COMMON 458801115 149 1,650 SH DEFINED 1 1,650
INTERNATIONAL HOME FOODS INC COMMON 459655106 3,945 245,600 SH DEFINED 1 245,600
INTERNATIONAL NETWORK
SERVICES COMMON 460053101 17,456 249,600 SH DEFINED 1 249,600
INTERNATIONAL NETWORK
SERVICES COMMON 460053101 168 2,400 SH DEFINED 2, 4 2,400
INTERNATIONAL NETWORK
SERVICES COMMON 460053101 21 300 SH DEFINED 2, 6 300
INTERNATIONAL PAPER CO. COMMON 460146103 4,501 106,700 SH DEFINED 1 106,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERNATIONAL SPEEDWAY
CORP-CLASS A COMMON 460335201 10,608 201,100 SH DEFINED 1 201,100
INTERNATIONAL SPEEDWAY
CORP-CLASS A COMMON 460335201 691 13,100 SH DEFINED 1, 5 13,100
INTERNATIONAL SPEEDWAY
CORP-CLASS A COMMON 460335201 84 1,600 SH DEFINED 2, 4 1,600
INTERNATIONAL SPEEDWAY
CORP-CLASS A COMMON 460335201 11 200 SH DEFINED 2, 6 200
INTERNET AMERICA COMMON 46058Y109 148 5,000 SH DEFINED 1 5,000
INTERPUBLIC GROUP COS INC. COMMON 460690100 16,782 215,500 SH DEFINED 1 215,500
INTERPUBLIC GROUP COS INC. COMMON 460690100 38,938 500,000 SH DEFINED 1, 2 500,000
INTERPUBLIC GROUP COS INC. COMMON 460690100 623 8,000 SH DEFINED 2 8,000
INTERPUBLIC GROUP COS INC. COMMON 460690100 148 1,900 SH DEFINED 2, 4 1,900
INTERSTATE ENERGY CORP COMMON 460845100 142 5,355 SH DEFINED 1, 5 5,355
INTERVOICE INC COMMON 461142101 195 17,700 SH DEFINED 1, 5 17,700
INTIMATE BRANDS, INC. COMMON 461156101 12,570 261,200 SH DEFINED 1 261,200
INTIMATE BRANDS, INC. COMMON 461156101 117,252 2,436,400 SH DEFINED 1, 2 2,436,400
INTIMATE BRANDS, INC. COMMON 461156101 3,725 77,400 SH DEFINED 1, 3 77,400
INTIMATE BRANDS, INC. COMMON 461156101 963 20,000 SH DEFINED 2 20,000
INTIMATE BRANDS, INC. COMMON 461156101 712 14,800 SH DEFINED 2, 4 14,800
INTIMATE BRANDS, INC. COMMON 461156101 433 9,000 SH DEFINED 2, 6 9,000
INT'L BUSINESS MACHINES CORP COMMON 459200101 347,410 1,960,000 SH DEFINED 1 1,960,000
INT'L BUSINESS MACHINES CORP COMMON 459200101 257,013 1,450,000 SH DEFINED 1, 2 1,450,000
INT'L BUSINESS MACHINES CORP COMMON 459200101 18,611 105,000 SH DEFINED 1, 3 105,000
INT'L BUSINESS MACHINES CORP COMMON 459200101 18,257 103,000 SH DEFINED 1, 5 103,000
INT'L BUSINESS MACHINES CORP COMMON 459200101 1,081 6,100 SH DEFINED 2 6,100
INT'L BUSINESS MACHINES CORP COMMON 459200101 922 5,200 SH DEFINED 2, 4 5,200
INTL TELECOMM DATA SYSTEMS COMMON 46047F104 1,761 142,300 SH DEFINED 1 142,300
INTRAWARE INC. COMMON 46118M103 20 500 SH DEFINED 1 500
INTUIT INC COMMON 461202103 32,031 314,800 SH DEFINED 1 314,800
INTUIT INC COMMON 461202103 73,769 725,000 SH DEFINED 1, 2 725,000
INTUIT INC COMMON 461202103 24,420 240,000 SH DEFINED 1, 3 240,000
INTUIT INC COMMON 461202103 2,625 25,800 SH DEFINED 2 25,800
INTUIT INC COMMON 461202103 285 2,800 SH DEFINED 2, 4 2,800
INVERSIONES Y
REPRESENTACIONSES GDR COMMON 450047204 927 35,158 SH DEFINED 1, 7 35,158
INVESTORS FINANCIAL
SERVICES CORP. COMMON 461915100 1,564 54,400 SH DEFINED 1 54,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IPALCO ENTERPRISES INC COMMON 462613100 1,009 46,000 SH DEFINED 1 46,000
IRON MOUNTAIN INC COMMON 46284P104 10,934 349,900 SH DEFINED 1 349,900
IRON MOUNTAIN INC COMMON 46284P104 91 2,900 SH DEFINED 2, 4 2,900
IRON MOUNTAIN INC COMMON 46284P104 13 400 SH DEFINED 2, 6 400
ISS GROUP INC COMMON 450306105 14,779 185,900 SH DEFINED 1 185,900
ISS GROUP INC COMMON 450306105 64 800 SH DEFINED 2, 4 800
ISS GROUP INC COMMON 450306105 8 100 SH DEFINED 2, 6 100
ITC DELTACOM INC. COMMON 45031T104 349 16,000 SH DEFINED 1, 5 16,000
ITT EDUCATIONAL SERVICES,
INC. COMMON 45068B109 3,369 89,700 SH DEFINED 1 89,700
IVAX CORP COMMON 465823102 2,971 251,500 SH DEFINED 1 251,500
IVILLAGE INC. COMMON 46588H105 1,005 10,000 SH DEFINED 1 10,000
IXC COMMUNICATIONS CVT CONVERT 450713847 1,610 40,000 SH DEFINED 1 40,000
IXC COMMUNICATIONS CVT CONVERT 450713870 2,818 70,000 SH DEFINED 1 70,000
IXC COMMUNICATIONS INC. COMMON 450713102 36,104 787,000 SH DEFINED 1 787,000
J.C. PENNY CORP. COMMON 708160106 4,848 119,700 SH DEFINED 1 119,700
J.C. PENNY CORP. COMMON 708160106 7,047 174,000 SH DEFINED 1, 5 174,000
JABIL CIRCUIT, INC. COMMON 466313103 37,159 917,500 SH DEFINED 1 917,500
JABIL CIRCUIT, INC. COMMON 466313103 27,540 680,000 SH DEFINED 1, 3 680,000
JABIL CIRCUIT, INC. COMMON 466313103 292 7,200 SH DEFINED 1, 5 7,200
JABIL CIRCUIT, INC. COMMON 466313103 1,134 28,000 SH DEFINED 2 28,000
JABIL CIRCUIT, INC. COMMON 466313103 275 6,800 SH DEFINED 2, 4 6,800
JABIL CIRCUIT, INC. COMMON 466313103 24 600 SH DEFINED 2, 6 600
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 4,597 125,100 SH DEFINED 1 125,100
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 9,188 250,000 SH DEFINED 1, 3 250,000
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 533 14,500 SH DEFINED 2 14,500
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 81 2,200 SH DEFINED 2, 4 2,200
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 11 300 SH DEFINED 2, 6 300
JACOR COMMUNICATIONS CVT CONVERT 469858AB0 10,031 19,100,000 PRN DEFINED 1 19,100,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JACOR COMMUNICATIONS, INC. COMMON 469858401 14,220 187,100 SH DEFINED 1 187,100
JACOR COMMUNICATIONS, INC. COMMON 469858401 70,300 925,000 SH DEFINED 1, 2 925,000
JACOR COMMUNICATIONS, INC. COMMON 469858401 327 4,300 SH DEFINED 2, 4 4,300
JAKKS PACIFIC INC COMMON 47012E106 3,145 170,000 SH DEFINED 1 170,000
JDN REALTY CORPORATION COMMON 465917102 1,819 91,500 SH DEFINED 1, 5 91,500
JEFFERSON SMURFIT GROUP ADR COMMON 47508W107 492 24,600 SH DEFINED 1 24,600
JEFFERSON-PILOT CORPORATION COMMON 475070108 1,098 16,200 SH DEFINED 1 16,200
JEFFERSON-PILOT CORPORATION COMMON 475070108 2,439 36,000 SH DEFINED 1, 5 36,000
JOHNSON & JOHNSON COMMON 478160104 42,867 457,550 SH DEFINED 1 457,550
JOHNSON & JOHNSON COMMON 478160104 174,437 1,861,900 SH DEFINED 1, 2 1,861,900
JOHNSON & JOHNSON COMMON 478160104 1,012 10,800 SH DEFINED 1, 5 10,800
JOHNSON & JOHNSON COMMON 478160104 899 9,600 SH DEFINED 2, 4 9,600
JONES APPAREL GROUP INC. COMMON 480074103 1,950 69,800 SH DEFINED 1 69,800
JONES APPAREL GROUP INC. COMMON 480074103 38,101 1,363,800 SH DEFINED 1, 2 1,363,800
JONES APPAREL GROUP INC. COMMON 480074103 687 24,600 SH DEFINED 2 24,600
JONES APPAREL GROUP INC. COMMON 480074103 134 4,800 SH DEFINED 2, 4 4,800
JONES LANG LASALLE INC COMMON 48020Q107 3,213 107,100 SH DEFINED 1 107,100
JONES PHARMA INC. COMMON 480236108 18,539 533,500 SH DEFINED 1 533,500
JONES PHARMA INC. COMMON 480236108 81,692 2,350,850 SH DEFINED 1, 2 2,350,850
JONES PHARMA INC. COMMON 480236108 1,440 41,450 SH DEFINED 2 41,450
JONES PHARMA INC. COMMON 480236108 309 8,900 SH DEFINED 2, 4 8,900
JP MORGAN INDEX FUNDING CO. COMMON 46623N208 1,333 79,000 SH DEFINED 1 79,000
JUST FOR FEET INC. COMMON 48213P106 1,866 149,300 SH DEFINED 1 149,300
KANSAS CITY SOUTHERN
INDUSTRIES COMMON 485170104 25,530 447,900 SH DEFINED 1 447,900
KANSAS CITY SOUTHERN
INDUSTRIES COMMON 485170104 129,766 2,276,600 SH DEFINED 1, 2 2,276,600
KANSAS CITY SOUTHERN
INDUSTRIES COMMON 485170104 1,568 27,500 SH DEFINED 2 27,500
KANSAS CITY SOUTHERN
INDUSTRIES COMMON 485170104 365 6,400 SH DEFINED 2, 4 6,400
KAUFMAN & BROAD HOME CORP COMMON 486168107 1,593 70,600 SH DEFINED 1 70,600
KAUFMAN & BROAD HOME CORP COMMON 486168107 13,919 616,900 SH DEFINED 1, 2 616,900
KAUFMAN & BROAD HOME CORP COMMON 486168107 228 10,100 SH DEFINED 2 10,100
KAUFMAN & BROAD HOME CORP COMMON 486168107 54 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>
KEANE INC COMMON 486665102 2,057 96,500 SH DEFINED 1 96,500
KEANE INC COMMON 486665102 40,494 1,900,000 SH DEFINED 1, 2 1,900,000
KEANE INC COMMON 486665102 543 25,500 SH DEFINED 2 25,500
KEANE INC COMMON 486665102 115 5,400 SH DEFINED 2, 4 5,400
KEEBLER FOODS CO COMMON 487256109 18,666 511,400 SH DEFINED 1 511,400
KEEBLER FOODS CO COMMON 487256109 24,798 679,400 SH DEFINED 1, 2 679,400
KEEBLER FOODS CO COMMON 487256109 438 12,000 SH DEFINED 2 12,000
KEEBLER FOODS CO COMMON 487256109 55 1,500 SH DEFINED 2, 4 1,500
KELLWOOD CO COMMON 488044108 121 5,500 SH DEFINED 1, 5 5,500
KENNAMETAL INC. COMMON 489170100 200 11,400 SH DEFINED 1 11,400
KEYSTONE AUTOMOTIVE
INDUSTRIES, INC. COMMON 49338N109 3,062 188,400 SH DEFINED 1 188,400
KILROY REALTY CORP COMMON 49427F108 1,872 91,300 SH DEFINED 1, 5 91,300
KIMBERLY-CLARK CORP COMMON 494368103 1,817 37,900 SH DEFINED 1, 5 37,900
KIMCO REALTY CORP. COMMON 49446R109 2,622 71,100 SH DEFINED 1, 5 71,100
KIRIN BREWERY CO ADR COMMON 497350207 2,639 23,000 SH DEFINED 1, 5 23,000
KLA-TENCOR CORPORATION COMMON 482480100 4,779 98,400 SH DEFINED 1 98,400
KLA-TENCOR CORPORATION COMMON 482480100 29,138 600,000 SH DEFINED 1, 2 600,000
KLA-TENCOR CORPORATION COMMON 482480100 2,185 45,000 SH DEFINED 1, 3 45,000
KLA-TENCOR CORPORATION COMMON 482480100 486 10,000 SH DEFINED 2 10,000
KLA-TENCOR CORPORATION COMMON 482480100 102 2,100 SH DEFINED 2, 4 2,100
KMART CORP COMMON 482584109 3,951 235,000 SH DEFINED 1 235,000
KMART CORP COMMON 482584109 4,203 250,000 SH DEFINED 1, 5 250,000
KNIGHT/TRIMARK GROUP INC COMMON 499067106 63,268 944,300 SH DEFINED 1 944,300
KNIGHT/TRIMARK GROUP INC COMMON 499067106 462 6,900 SH DEFINED 2, 4 6,900
KNIGHT/TRIMARK GROUP INC COMMON 499067106 80 1,200 SH DEFINED 2, 6 1,200
KNIGHT-RIDDER, INC. COMMON 499040103 10,500 210,000 SH DEFINED 1, 3 210,000
KNOLL INC. COMMON 498904101 323 13,100 SH DEFINED 1, 5 13,100
KNOLOGY HOLDINGS WTS 144A COMMON 499179117 159 53,050 SH DEFINED 1 53,050
KNOLOGY HOLDINGS WTS 144A COMMON 499179117 2 500 SH DEFINED 2, 4 500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KOGER EQUITY, INC. COMMON 500228101 880 65,500 SH DEFINED 1, 5 65,500
KOHLS CORPORATION COMMON 500255104 11,072 156,225 SH DEFINED 1 156,225
KOHLS CORPORATION COMMON 500255104 109,856 1,550,000 SH DEFINED 1, 2 1,550,000
KOHLS CORPORATION COMMON 500255104 7,088 100,000 SH DEFINED 1, 3 100,000
KOHLS CORPORATION COMMON 500255104 1,680 23,700 SH DEFINED 2 23,700
KOHLS CORPORATION COMMON 500255104 298 4,200 SH DEFINED 2, 4 4,200
KONINKLIJKE PHILIPS
EL-NY SHARES COMMON 500472105 13,882 168,400 SH DEFINED 1 168,400
KONINKLIJKE PHILIPS
EL-NY SHARES COMMON 500472105 63,394 769,000 SH DEFINED 1, 2 769,000
KONINKLIJKE PHILIPS
EL-NY SHARES COMMON 500472105 1,814 22,000 SH DEFINED 1, 5 22,000
KOREA ELECTRIC POWER CORP ADR COMMON 500631106 558 44,000 SH DEFINED 1 44,000
KOREA ELECTRIC POWER CORP ADR COMMON 500631106 1,820 143,423 SH DEFINED 1, 7 143,423
KORN/FERRY INTERNATIONAL COMMON 500643200 2,632 200,500 SH DEFINED 1 200,500
KROGER CORPORATION COMMON 501044101 306,273 5,115,210 SH DEFINED 1 5,115,210
KROGER CORPORATION COMMON 501044101 233,513 3,900,000 SH DEFINED 1, 2 3,900,000
KROGER CORPORATION COMMON 501044101 16,496 275,500 SH DEFINED 1, 3 275,500
KROGER CORPORATION COMMON 501044101 2,102 35,100 SH DEFINED 2 35,100
KROGER CORPORATION COMMON 501044101 988 16,500 SH DEFINED 2, 4 16,500
KROGER CORPORATION COMMON 501044101 198 3,300 SH DEFINED 2, 6 3,300
KROLL-O'GARA COMPANY COMMON 501050108 3,670 135,300 SH DEFINED 1 135,300
KRONOS INC COMMON 501052104 3,679 150,150 SH DEFINED 1 150,150
KRONOS INC COMMON 501052104 66 2,700 SH DEFINED 2, 4 2,700
KRONOS INC COMMON 501052104 7 300 SH DEFINED 2, 6 300
K-SWISS INC - CLASS A COMMON 482686102 5,318 210,600 SH DEFINED 1 210,600
K-SWISS INC - CLASS A COMMON 482686102 76 3,000 SH DEFINED 2, 4 3,000
K-SWISS INC - CLASS A COMMON 482686102 10 400 SH DEFINED 2, 6 400
KTI INC COMMON 482689205 5,420 525,600 SH DEFINED 1 525,600
KTI INC COMMON 482689205 56 5,400 SH DEFINED 2, 4 5,400
KTI INC COMMON 482689205 8 800 SH DEFINED 2, 6 800
KULICKE & SOFFA INDUSTRIES COMMON 501242101 5,901 233,700 SH DEFINED 1 233,700
KULICKE & SOFFA INDUSTRIES COMMON 501242101 91 3,600 SH DEFINED 2, 4 3,600
KULICKE & SOFFA INDUSTRIES COMMON 501242101 10 400 SH DEFINED 2, 6 400
KYOCERA CORP ADR COMMON 501556203 2,558 48,600 SH DEFINED 1, 5 48,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
L S I LOGIC CORP COMMON 502161102 3,808 122,100 SH DEFINED 1 122,100
L S I LOGIC CORP COMMON 502161102 74,317 2,382,900 SH DEFINED 1, 2 2,382,900
L S I LOGIC CORP COMMON 502161102 1,151 36,900 SH DEFINED 2 36,900
L S I LOGIC CORP COMMON 502161102 296 9,500 SH DEFINED 2, 4 9,500
L-3 COMMUNICATIONS
HOLDINGS INC. COMMON 502424104 2,803 60,600 SH DEFINED 1 60,600
LABOR READY INC COMMON 505401208 4,743 182,000 SH DEFINED 1 182,000
LAFARGE CORPORATION COMMON 505862102 459 16,400 SH DEFINED 1 16,400
LAKES GAMING INC COMMON 51206P109 87 10,575 SH DEFINED 1, 5 10,575
LAM RESEARCH CORP. COMMON 512807108 14,549 501,700 SH DEFINED 1 501,700
LAM RESEARCH CORP. COMMON 512807108 26 900 SH DEFINED 2, 6 900
LAMAR ADVERTISING CO COMMON 512815101 12,077 355,850 SH DEFINED 1 355,850
LAMAR ADVERTISING CO COMMON 512815101 49,209 1,450,000 SH DEFINED 1, 2 1,450,000
LAMAR ADVERTISING CO COMMON 512815101 950 28,000 SH DEFINED 2 28,000
LAMAR ADVERTISING CO COMMON 512815101 170 5,000 SH DEFINED 2, 4 5,000
LANDAMERICA FINANCIAL GROUP COMMON 514936103 273 9,400 SH DEFINED 1, 5 9,400
LASON INC COMMON 51808R107 12,116 215,400 SH DEFINED 1 215,400
LASON INC COMMON 51808R107 675 12,000 SH DEFINED 1, 5 12,000
LASON INC COMMON 51808R107 113 2,000 SH DEFINED 2, 4 2,000
LASON INC COMMON 51808R107 11 200 SH DEFINED 2, 6 200
LATTICE SEMICONDUCTOR CORP COMMON 518415104 10,106 221,800 SH DEFINED 1 221,800
LATTICE SEMICONDUCTOR CORP COMMON 518415104 123 2,700 SH DEFINED 2, 4 2,700
LATTICE SEMICONDUCTOR CORP COMMON 518415104 9 200 SH DEFINED 2, 6 200
LEAR CORPORATION COMMON 521865105 17,075 400,000 SH DEFINED 1 400,000
LEARNING COMPANY INC COMMON 522008101 1,502 51,800 SH DEFINED 1 51,800
LEARNING COMPANY INC COMMON 522008101 29,000 1,000,000 SH DEFINED 1, 2 1,000,000
LEARNING COMPANY INC COMMON 522008101 493 17,000 SH DEFINED 2 17,000
LEARNING COMPANY INC COMMON 522008101 116 4,000 SH DEFINED 2, 4 4,000
LEGATO SYSTEMS INC. COMMON 524651106 403 7,800 SH DEFINED 1, 5 7,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEGGETT & PLATT INC. COMMON 524660107 2,044 102,200 SH DEFINED 1 102,200
LEGGETT & PLATT INC. COMMON 524660107 40,000 2,000,000 SH DEFINED 1, 2 2,000,000
LEGGETT & PLATT INC. COMMON 524660107 600 30,000 SH DEFINED 2 30,000
LEGGETT & PLATT INC. COMMON 524660107 136 6,800 SH DEFINED 2, 4 6,800
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 1,613 27,000 SH DEFINED 1 27,000
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 35,850 600,000 SH DEFINED 1, 2 600,000
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 2,390 40,000 SH DEFINED 1, 3 40,000
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 657 11,000 SH DEFINED 2 11,000
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 149 2,500 SH DEFINED 2, 4 2,500
LERNOUT & HOUSPIE CVT
PFD 144A CONVERT 501608202 2,925 100,000 SH DEFINED 1 100,000
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 20,752 285,000 SH DEFINED 1 285,000
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 16,383 225,000 SH DEFINED 1, 3 225,000
LEVEL ONE CORP COMMON 527295109 462 9,500 SH DEFINED 1, 5 9,500
LEXMARK HOLDINGS, INC. COMMON 529771107 120,500 1,078,300 SH DEFINED 1 1,078,300
LEXMARK HOLDINGS, INC. COMMON 529771107 139,688 1,250,000 SH DEFINED 1, 2 1,250,000
LEXMARK HOLDINGS, INC. COMMON 529771107 17,880 160,000 SH DEFINED 1, 3 160,000
LEXMARK HOLDINGS, INC. COMMON 529771107 2,537 22,700 SH DEFINED 2 22,700
LEXMARK HOLDINGS, INC. COMMON 529771107 380 3,400 SH DEFINED 2, 4 3,400
LIBERTY PROPERTY TRUST COMMON 531172104 3,657 176,250 SH DEFINED 1, 5 176,250
LIFECORE BIOMEDICAL INC. COMMON 532187101 2,369 272,700 SH DEFINED 1 272,700
LILLY (ELI) & CO COMMON 532457108 84,805 999,175 SH DEFINED 1 999,175
LILLY (ELI) & CO COMMON 532457108 150,483 1,773,000 SH DEFINED 1, 2 1,773,000
LILLY (ELI) & CO COMMON 532457108 6,518 76,800 SH DEFINED 1, 3 76,800
LILLY (ELI) & CO COMMON 532457108 4,244 50,000 SH DEFINED 1, 5 50,000
LILLY (ELI) & CO COMMON 532457108 704 8,300 SH DEFINED 2, 4 8,300
LILLY (ELI) & CO COMMON 532457108 178 2,100 SH DEFINED 2, 6 2,100
LIMITED (THE), INC. COMMON 532716107 4,398 111,000 SH DEFINED 1, 5 111,000
LINCOLN NATIONAL CORP COMMON 534187109 7,475 75,600 SH DEFINED 1 75,600
LINEAR TECHNOLOGY CORP. COMMON 535678106 25,434 496,280 SH DEFINED 1 496,280
LINEAR TECHNOLOGY CORP. COMMON 535678106 133,250 2,600,000 SH DEFINED 1, 2 2,600,000
LINEAR TECHNOLOGY CORP. COMMON 535678106 1,942 37,900 SH DEFINED 2 37,900
LINEAR TECHNOLOGY CORP. COMMON 535678106 349 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>
LINENS 'N THINGS INC COMMON 535679104 40,406 890,500 SH DEFINED 1 890,500
LINENS 'N THINGS INC COMMON 535679104 12,945 285,300 SH DEFINED 1, 2 285,300
LINENS 'N THINGS INC COMMON 535679104 4,538 100,000 SH DEFINED 1, 3 100,000
LINENS 'N THINGS INC COMMON 535679104 454 10,000 SH DEFINED 2 10,000
LINENS 'N THINGS INC COMMON 535679104 399 8,800 SH DEFINED 2, 4 8,800
LINENS 'N THINGS INC COMMON 535679104 45 1,000 SH DEFINED 2, 6 1,000
LITHIA MOTORS INC - CLASS A COMMON 536797103 3,183 200,500 SH DEFINED 1 200,500
LIZ CLAIBORNE, INC. COMMON 539320101 5,709 175,000 SH DEFINED 1, 5 175,000
LOCKHEAD MARTIN CORPORATION COMMON 539830109 6,359 168,720 SH DEFINED 1, 5 168,720
LOCKHEAD MARTIN CORPORATION COMMON 539830109 12,437 330,000 SH DEFINED 1, 7 330,000
LOEWS CINEPLEX ENTERTAINMENT COMMON 540423100 4,427 445,500 SH DEFINED 1 445,500
LOEWS CORP COMMON 540424108 6,940 93,000 SH DEFINED 1, 5 93,000
LONE STAR INDUSTRIES COMMON 542290408 254 8,200 SH DEFINED 1, 5 8,200
LONE STAR STEAKHOUSE & SALOON COMMON 542307103 1,956 577,500 SH DEFINED 1 577,500
LONE STAR STEAKHOUSE & SALOON COMMON 542307103 4,643 453,000 CALL DEFINED 1 453,000
LONG DISTANCE INTL WARRANTS COMMON 542904115 66 26,420 SH DEFINED 1 26,420
LONG DISTANCE INTL WARRANTS COMMON 542904115 1 300 SH DEFINED 2, 4 300
LORAL SPACE & COMM 6% CVT
PFD REG CONVERT G56462149 7,922 165,900 SH DEFINED 1 165,900
LOUIS DREYFUS NATURAL GAS COMMON 546011107 145 10,000 SH DEFINED 1 10,000
LOWE'S COMPANIES, INC. COMMON 548661107 305,602 5,051,280 SH DEFINED 1 5,051,280
LOWE'S COMPANIES, INC. COMMON 548661107 242,000 4,000,000 SH DEFINED 1, 2 4,000,000
LOWE'S COMPANIES, INC. COMMON 548661107 20,570 340,000 SH DEFINED 1, 3 340,000
LOWE'S COMPANIES, INC. COMMON 548661107 8,773 145,000 SH DEFINED 1, 5 145,000
LOWE'S COMPANIES, INC. COMMON 548661107 1,041 17,200 SH DEFINED 2 17,200
LOWE'S COMPANIES, INC. COMMON 548661107 1,204 19,900 SH DEFINED 2, 4 19,900
LTV CORP COMMON 501921100 445 82,800 SH DEFINED 1 82,800
LUCENT TECHNOLOGIES, INC. COMMON 549463107 223,746 2,076,530 SH DEFINED 1 2,076,530
LUCENT TECHNOLOGIES, INC. COMMON 549463107 183,175 1,700,000 SH DEFINED 1, 2 1,700,000
LUCENT TECHNOLOGIES, INC. COMMON 549463107 25,321 235,000 SH DEFINED 1, 3 235,000
LUCENT TECHNOLOGIES, INC. COMMON 549463107 959 8,900 SH DEFINED 2, 4 8,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LYCOS, INC. COMMON 550818108 17,927 208,300 SH DEFINED 1 208,300
LYCOS, INC. COMMON 550818108 43,031 500,000 SH DEFINED 1, 2 500,000
LYCOS, INC. COMMON 550818108 7,746 90,000 SH DEFINED 1, 3 90,000
LYCOS, INC. COMMON 550818108 146 1,700 SH DEFINED 1, 5 1,700
LYCOS, INC. COMMON 550818108 818 9,500 SH DEFINED 2 9,500
LYCOS, INC. COMMON 550818108 146 1,700 SH DEFINED 2, 4 1,700
M S CARRIERS INC COMMON 553533100 2,644 100,000 SH DEFINED 1 100,000
M S CARRIERS INC COMMON 553533100 48 1,800 SH DEFINED 2, 4 1,800
M S CARRIERS INC COMMON 553533100 8 300 SH DEFINED 2, 6 300
MACK-CALI REALTY CORP. COMMON 554489104 2,926 99,600 SH DEFINED 1, 5 99,600
MACROMEDIA COMMON 556100105 13,857 305,800 SH DEFINED 1 305,800
MACROMEDIA COMMON 556100105 249 5,500 SH DEFINED 1, 5 5,500
MACROMEDIA COMMON 556100105 177 3,900 SH DEFINED 2, 4 3,900
MACROMEDIA COMMON 556100105 27 600 SH DEFINED 2, 6 600
MADECO SA SPONSORED ADR COMMON 556304103 1,161 129,000 SH DEFINED 1 129,000
MANUFACTURED HOME COMMUNITIES COMMON 564682102 3,127 130,300 SH DEFINED 1 130,300
MARINE DRILLING CO INC COMMON 568240204 1,650 150,000 SH DEFINED 1 150,000
MARINE DRILLING CO INC COMMON 568240204 235 21,400 SH DEFINED 1, 5 21,400
MARKET FACTS INC COMMON 570559104 12,093 549,700 SH DEFINED 1 549,700
MARKET FACTS INC COMMON 570559104 132 6,000 SH DEFINED 2, 4 6,000
MARKET FACTS INC COMMON 570559104 18 800 SH DEFINED 2, 6 800
MARSH & MCLENNAN COMPANIES,
INC. COMMON 571748102 2,010 27,100 SH DEFINED 1 27,100
MARSH & MCLENNAN COMPANIES,
INC. COMMON 571748102 9,798 132,075 SH DEFINED 1, 5 132,075
MARTIN MARIETTA MATERIALS,
INC. COMMON 573284106 1,610 28,215 SH DEFINED 1 28,215
MASCO CORP COMMON 574599106 76,891 2,721,800 SH DEFINED 1 2,721,800
MASCO CORP COMMON 574599106 28,250 1,000,000 SH DEFINED 1, 2 1,000,000
MASCO CORP COMMON 574599106 480 17,000 SH DEFINED 2 17,000
MASCO CORP COMMON 574599106 105 3,700 SH DEFINED 2, 4 3,700
MASTECH CORPORATION COMMON 57632N105 111 8,500 SH DEFINED 1, 5 8,500
MATAV RT COMMON 559776109 15,015 561,300 SH DEFINED 1 561,300
MATAV RT COMMON 559776109 3,518 131,530 SH DEFINED 1, 7 131,530
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MATSUSHITA ELECTRIC IND.
- SPONS. ADR COMMON 576879209 967 5,000 SH DEFINED 1, 5 5,000
MATTEL INC. COMMON 577081102 4,684 188,300 SH DEFINED 1 188,300
MATTEL INC. COMMON 577081102 378 15,200 SH DEFINED 1, 5 15,200
MATTHEWS INTL. CORP.
- CLASS A COMMON 577128101 63 2,300 SH DEFINED 1 2,300
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 7,935 146,600 SH DEFINED 1 146,600
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 81,188 1,500,000 SH DEFINED 1, 2 1,500,000
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 8,498 157,000 SH DEFINED 1, 3 157,000
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 1,537 28,400 SH DEFINED 2 28,400
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 276 5,100 SH DEFINED 2, 4 5,100
MAXIMUS INC COMMON 577933104 14,260 489,600 SH DEFINED 1 489,600
MAXXIM MEDICAL INC COMMON 57777G105 3,122 165,400 SH DEFINED 1 165,400
MAYTAG CO. COMMON 578592107 14,285 236,600 SH DEFINED 1 236,600
MAYTAG CO. COMMON 578592107 78,488 1,300,000 SH DEFINED 1, 2 1,300,000
MAYTAG CO. COMMON 578592107 15,999 265,000 SH DEFINED 1, 3 265,000
MAYTAG CO. COMMON 578592107 2,270 37,600 SH DEFINED 1, 5 37,600
MAYTAG CO. COMMON 578592107 966 16,000 SH DEFINED 2 16,000
MAYTAG CO. COMMON 578592107 181 3,000 SH DEFINED 2, 4 3,000
MBIA INC COMMON 55262C100 17,400 300,000 SH DEFINED 1 300,000
MBNA CORP. COMMON 55262L100 35,870 1,502,425 SH DEFINED 1 1,502,425
MBNA CORP. COMMON 55262L100 23,875 1,000,000 SH DEFINED 1, 2 1,000,000
MC DONALDS CORP COMMON 580135101 10,087 222,600 SH DEFINED 1, 5 222,600
MCCAW INTL LTD COMMON 579472119 109 39,500 SH DEFINED 1 39,500
MCCLATCHY NEWSPAPER
- CLASS A COMMON 579489105 581 17,300 SH DEFINED 1, 5 17,300
MCDERMOTT INTL INC. COMMON 580037109 3,994 157,800 SH DEFINED 1 157,800
MCGRAW HILL COMMON 580645109 3,063 56,200 SH DEFINED 1 56,200
MCGRAW HILL COMMON 580645109 59,950 1,100,000 SH DEFINED 1, 2 1,100,000
MCGRAW HILL COMMON 580645109 3,270 60,000 SH DEFINED 1, 3 60,000
MCGRAW HILL COMMON 580645109 18,626 341,760 SH DEFINED 1, 7 341,760
MCGRAW HILL COMMON 580645109 981 18,000 SH DEFINED 2 18,000
MCGRAW HILL COMMON 580645109 202 3,700 SH DEFINED 2, 4 3,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCI/WORLDCOM INC COMMON 55268B106 1,699,197 19,186,412 SH DEFINED 1 19,186,412
MCI/WORLDCOM INC COMMON 55268B106 624,348 7,049,800 SH DEFINED 1, 2 7,049,800
MCI/WORLDCOM INC COMMON 55268B106 37,455 422,926 SH DEFINED 1, 3 422,926
MCI/WORLDCOM INC COMMON 55268B106 1,576 17,800 SH DEFINED 2 17,800
MCI/WORLDCOM INC COMMON 55268B106 2,914 32,900 SH DEFINED 2, 4 32,900
MCKESSON HBOC INC COMMON 58155Q103 7,979 120,900 SH DEFINED 1 120,900
MCLEOD INC COMMON 582266102 7,967 189,700 SH DEFINED 1 189,700
MDC HOLDINGS INC COMMON 552676108 173 12,000 SH DEFINED 1, 5 12,000
MECON INC. COMMON 58400M105 280 40,000 SH DEFINED 1 40,000
MEDALLION FINANCIAL CORP COMMON 583928106 2,793 185,400 SH DEFINED 1 185,400
MEDIA ARTS GROUP INC COMMON 58439C102 135 15,000 SH DEFINED 1 15,000
MEDIAONE GROUP CVT PREF CONVERT 58440J401 15,764 190,500 SH DEFINED 1 190,500
MEDIAONE GROUP CVT PREF CONVERT 58440J401 33,100 400,000 SH DEFINED 1, 2 400,000
MEDIAONE GROUP CVT PREF CONVERT 58440J203 19,413 151,000 SH DEFINED 1 151,000
MEDIAONE GROUP CVT PREF CONVERT 58440J203 70,709 550,000 SH DEFINED 1, 2 550,000
MEDIAONE GROUP INC COMMON 58440J104 522,421 8,227,100 SH DEFINED 1 8,227,100
MEDIAONE GROUP INC COMMON 58440J104 50,800 800,000 SH DEFINED 1, 2 800,000
MEDIAONE GROUP INC COMMON 58440J104 254 4,000 SH DEFINED 2, 4 4,000
MEDIC WARRANTS COMMON 584906127 0 13,750 SH DEFINED 1 13,750
MEDICAL ASSURANCE INC. COMMON 58449U100 234 8,350 SH DEFINED 1 8,350
MEDICAL MANAGER CORP COMMON 58461C103 15,866 686,100 SH DEFINED 1 686,100
MEDICAL MANAGER CORP COMMON 58461C103 123 5,300 SH DEFINED 2, 4 5,300
MEDICAL MANAGER CORP COMMON 58461C103 19 800 SH DEFINED 2, 6 800
MEDICIS PHARMACEUTICAL
- CLASS A COMMON 584690309 24,506 816,850 SH DEFINED 1 816,850
MEDICIS PHARMACEUTICAL
- CLASS A COMMON 584690309 37,593 1,253,100 SH DEFINED 1, 2 1,253,100
MEDICIS PHARMACEUTICAL
- CLASS A COMMON 584690309 675 22,500 SH DEFINED 2 22,500
MEDICIS PHARMACEUTICAL
- CLASS A COMMON 584690309 350 11,650 SH DEFINED 2, 4 11,650
MEDICIS PHARMACEUTICAL
- CLASS A COMMON 584690309 29 950 SH DEFINED 2, 6 950
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEDIMMUNE INC COMMON 584699102 27 450 SH DEFINED 1 450
MEDIMMUNE INC COMMON 584699102 326 5,500 SH DEFINED 1, 5 5,500
MEDITRUST CORP COMMON 58501T306 1,335 107,300 SH DEFINED 1, 5 107,300
MEDITRUST RESTRICTED COMMON 58501T991 1,118 89,908 SH DEFINED 1 89,908
MEDQUIST, INC. COMMON 584949101 12,615 420,500 SH DEFINED 1 420,500
MEDQUIST, INC. COMMON 584949101 294 9,800 SH DEFINED 1, 5 9,800
MEDQUIST, INC. COMMON 584949101 168 5,600 SH DEFINED 2, 4 5,600
MEDQUIST, INC. COMMON 584949101 24 800 SH DEFINED 2, 6 800
MEDTRONIC INC COMMON 585055106 247,417 3,448,322 SH DEFINED 1 3,448,322
MEDTRONIC INC COMMON 585055106 150,675 2,100,000 SH DEFINED 1, 2 2,100,000
MEDTRONIC INC COMMON 585055106 829 11,554 SH DEFINED 2, 4 11,554
MELLON BANK CORP COMMON 585509102 1,042 14,800 SH DEFINED 1 14,800
MEMBERWORKS INC COMMON 586002107 3,632 100,200 SH DEFINED 1 100,200
MENTOR GRAPHICS CORP COMMON 587200106 4,061 300,800 SH DEFINED 1 300,800
MERCANTILE BANKSHARES CORP. COMMON 587405101 962 26,000 SH DEFINED 1 26,000
MERCANTILE BANKSHARES CORP. COMMON 587405101 18,500 500,000 SH DEFINED 1, 2 500,000
MERCANTILE BANKSHARES CORP. COMMON 587405101 396 10,700 SH DEFINED 2 10,700
MERCANTILE BANKSHARES CORP. COMMON 587405101 74 2,000 SH DEFINED 2, 4 2,000
MERCK & CO. COMMON 589331107 250,391 3,122,565 SH DEFINED 1 3,122,565
MERCK & CO. COMMON 589331107 48,113 600,000 SH DEFINED 1, 2 600,000
MERCK & CO. COMMON 589331107 17,625 219,800 SH DEFINED 1, 5 219,800
MERCURY INTERACTIVE CORP COMMON 589405109 16,790 471,300 SH DEFINED 1 471,300
MERCURY INTERACTIVE CORP COMMON 589405109 314 8,800 SH DEFINED 1, 5 8,800
MERCURY INTERACTIVE CORP COMMON 589405109 185 5,200 SH DEFINED 2, 4 5,200
MERCURY INTERACTIVE CORP COMMON 589405109 29 800 SH DEFINED 2, 6 800
MEREDITH CORP COMMON 589433101 8,284 263,500 SH DEFINED 1 263,500
MEREDITH CORP COMMON 589433101 145 4,600 SH DEFINED 2, 4 4,600
MEREDITH CORP COMMON 589433101 13 400 SH DEFINED 2, 6 400
MERISTAR HOSPITALITY CORP. COMMON 58984Y103 2,273 124,973 SH DEFINED 1, 5 124,973
MERISTAR HOTELS & RESORTS COMMON 589988104 310 112,700 SH DEFINED 1, 5 112,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MERRILL LYNCH & COMPANY COMMON 590188108 46,235 522,800 SH DEFINED 1 522,800
MERRILL LYNCH & COMPANY COMMON 590188108 53,063 600,000 SH DEFINED 1, 2 600,000
MESABA HOLDINGS INC COMMON 59066B102 47 3,500 SH DEFINED 1 3,500
META GROUP, INC. COMMON 591002100 1,850 120,300 SH DEFINED 1 120,300
META GROUP, INC. COMMON 591002100 248 16,100 SH DEFINED 1, 5 16,100
METAL MANAGEMENT INC. COMMON 591097100 80 50,000 SH DEFINED 1 50,000
METALS USA INC COMMON 591324108 167 19,100 SH DEFINED 1, 5 19,100
METRIS COMPANIES INC COMMON 591598107 4,966 123,000 SH DEFINED 1 123,000
METRIS COMPANIES INC COMMON 591598107 256 6,343 SH DEFINED 1, 5 6,343
METRIS COMPANIES INC COMMON 591598107 61 1,500 SH DEFINED 2, 4 1,500
METRIS COMPANIES INC COMMON 591598107 8 200 SH DEFINED 2, 6 200
METRO INFORMATION SERVICES INC COMMON 59162P104 5,691 312,900 SH DEFINED 1 312,900
METRO INFORMATION SERVICES INC COMMON 59162P104 96 5,300 SH DEFINED 2, 4 5,300
METRO INFORMATION SERVICES INC COMMON 59162P104 5 300 SH DEFINED 2, 6 300
METRO NETWORKS INC COMMON 591918107 5,792 105,300 SH DEFINED 1 105,300
METRO ONE TELECOMMUNICATIONS COMMON 59163F105 2,636 185,000 SH DEFINED 1 185,000
METROCALL INC. COMMON 591647102 45 15,000 SH DEFINED 1 15,000
METROMEDIA FIBER NETWORK, INC. COMMON 591689104 15,870 306,300 SH DEFINED 1 306,300
METROMEDIA FIBER NETWORK, INC. COMMON 591689104 51,813 1,000,000 SH DEFINED 1, 2 1,000,000
METROMEDIA FIBER NETWORK, INC. COMMON 591689104 4,145 80,000 SH DEFINED 1, 3 80,000
METROMEDIA FIBER NETWORK, INC. COMMON 591689104 275 5,300 SH DEFINED 1, 5 5,300
METROMEDIA FIBER NETWORK, INC. COMMON 591689104 1,036 20,000 SH DEFINED 2 20,000
METROMEDIA FIBER NETWORK, INC. COMMON 591689104 176 3,400 SH DEFINED 2, 4 3,400
METROMEDIA INTL GROUP INC COMMON 591695101 734 150,500 SH DEFINED 1 150,500
METRONET COMMUNCIATIONS COMMON 59169Y108 10,923 198,600 SH DEFINED 1 198,600
METRONET COMMUNCIATIONS COMMON 59169Y108 1,210 22,000 SH DEFINED 2, 6 22,000
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 6,873 277,700 SH DEFINED 1 277,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METZLER GROUP INC COMMON 592903108 25,508 813,000 SH DEFINED 1 813,000
METZLER GROUP INC COMMON 592903108 119 3,800 SH DEFINED 2, 4 3,800
METZLER GROUP INC COMMON 592903108 16 500 SH DEFINED 2, 6 500
MGI PROPERTIES, INC. COMMON 552885105 156 5,700 SH DEFINED 1, 5 5,700
MGIC INVESTMENT CORPORATION COMMON 552848103 9,082 259,033 SH DEFINED 1 259,033
MGIC INVESTMENT CORPORATION COMMON 552848103 35,063 1,000,000 SH DEFINED 1, 2 1,000,000
MGIC INVESTMENT CORPORATION COMMON 552848103 9,116 260,000 SH DEFINED 1, 3 260,000
MGIC INVESTMENT CORPORATION COMMON 552848103 7,679 219,000 SH DEFINED 1, 5 219,000
MGIC INVESTMENT CORPORATION COMMON 552848103 565 16,100 SH DEFINED 2 16,100
MGIC INVESTMENT CORPORATION COMMON 552848103 119 3,400 SH DEFINED 2, 4 3,400
MGM GRAND, INC. COMMON 552953101 1,691 50,300 SH DEFINED 1 50,300
MGM GRAND, INC. COMMON 552953101 33,625 1,000,000 SH DEFINED 1, 2 1,000,000
MGM GRAND, INC. COMMON 552953101 673 20,000 SH DEFINED 2 20,000
MGM GRAND, INC. COMMON 552953101 121 3,600 SH DEFINED 2, 4 3,600
MICHAELS STORES INC. COMMON 594087108 4,256 172,400 SH DEFINED 1 172,400
MICREL INC. COMMON 594793101 15,955 318,700 SH DEFINED 1 318,700
MICREL INC. COMMON 594793101 120 2,400 SH DEFINED 2, 4 2,400
MICREL INC. COMMON 594793101 15 300 SH DEFINED 2, 6 300
MICRO WAREHOUSE INC COMMON 59501B105 81 5,000 SH DEFINED 1 5,000
MICROCELL TELECOMMUNICATIONS COMMON 59501T304 98 12,000 SH DEFINED 1 12,000
MICROCELL TELECOMMUNICATIONS
WTS. COMMON 59501T114 2,053 118,000 SH DEFINED 1 118,000
MICROCHIP TECHNOLOGY INC. COMMON 595017104 36,387 1,050,900 SH DEFINED 1 1,050,900
MICROCHIP TECHNOLOGY INC. COMMON 595017104 46,341 1,338,375 SH DEFINED 1, 2 1,338,375
MICROCHIP TECHNOLOGY INC. COMMON 595017104 4,650 134,300 SH DEFINED 1, 3 134,300
MICROCHIP TECHNOLOGY INC. COMMON 595017104 878 25,350 SH DEFINED 2 25,350
MICROCHIP TECHNOLOGY INC. COMMON 595017104 461 13,300 SH DEFINED 2, 4 13,300
MICROCHIP TECHNOLOGY INC. COMMON 595017104 38 1,100 SH DEFINED 2, 6 1,100
MICROFINANCIAL INC. COMMON 595072109 3,263 225,000 SH DEFINED 1 225,000
MICROMUSE INC. COMMON 595094103 9,683 210,500 SH DEFINED 1 210,500
MICROMUSE INC. COMMON 595094103 152 3,300 SH DEFINED 2, 4 3,300
MICRON ELECTRONICS INC COMMON 595100108 139 11,800 SH DEFINED 1, 5 11,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MICRON TECHNOLOGY INC COMMON 595112103 540 11,200 SH DEFINED 1 11,200
MICROS SYSTEMS INC. COMMON 594901100 290 8,800 SH DEFINED 1, 5 8,800
MICROSOFT 2.75% CVT PFD CONVERT 594918203 1,773 18,000 SH DEFINED 1 18,000
MICROSOFT CORPORATION COMMON 594918104 875,345 9,766,750 SH DEFINED 1 9,766,750
MICROSOFT CORPORATION COMMON 594918104 439,163 4,900,000 SH DEFINED 1, 2 4,900,000
MICROSOFT CORPORATION COMMON 594918104 77,078 860,000 SH DEFINED 1, 3 860,000
MICROSOFT CORPORATION COMMON 594918104 2,276 25,400 SH DEFINED 2 25,400
MICROSOFT CORPORATION COMMON 594918104 1,255 14,000 SH DEFINED 2, 4 14,000
MIDAMERICAN ENERGY HOLDINGS
CO COMMON 59562V107 5,566 198,800 SH DEFINED 1 198,800
MIDAS INC COMMON 595626102 2,503 75,000 SH DEFINED 1 75,000
MIDWAY AIRLINES CORP COMMON 598126100 2,121 180,500 SH DEFINED 1 180,500
MILACRON INC COMMON 598709103 128 8,100 SH DEFINED 1, 5 8,100
MILLENIUM SEACARRIERS WTS COMMON 60036B115 20 20,000 SH DEFINED 1 20,000
MILLIPORE CORP COMMON 601073109 656 27,200 SH DEFINED 1 27,200
MINDSPRING COMMON 602683104 1,463 17,000 SH DEFINED 1 17,000
MINIMED INC. COMMON 60365K108 18,333 180,400 SH DEFINED 1 180,400
MINIMED INC. COMMON 60365K108 366 3,600 SH DEFINED 1, 5 3,600
MINIMED INC. COMMON 60365K108 325 3,200 SH DEFINED 2, 4 3,200
MINIMED INC. COMMON 60365K108 30 300 SH DEFINED 2, 6 300
MININGCO.COM INC. COMMON 60366T108 2,587 28,900 SH DEFINED 1 28,900
MININGCO.COM INC. COMMON 60366T108 18 200 SH DEFINED 2, 4 200
MINNESOTA MINING &
MANUFACTURING CO COMMON 604059105 5,306 75,000 SH DEFINED 1, 5 75,000
MINNESOTA POWER INC. COMMON 604110106 328 16,600 SH DEFINED 1, 5 16,600
MOBIL CORP COMMON 607059102 49,474 562,200 SH DEFINED 1 562,200
MOBIL CORP COMMON 607059102 132,000 1,500,000 SH DEFINED 1, 2 1,500,000
MOBIL CORP COMMON 607059102 25,810 293,300 SH DEFINED 1, 7 293,300
MOBILE MINI INC. COMMON 60740F105 515 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>
MOBIUS MANAGEMENT SOLUTIONS COMMON 606925105 4,202 200,100 SH DEFINED 1 200,100
MOBIUS MANAGEMENT SOLUTIONS COMMON 606925105 82 3,900 SH DEFINED 2, 4 3,900
MOBIUS MANAGEMENT SOLUTIONS COMMON 606925105 11 500 SH DEFINED 2, 6 500
MOHAWK INDUSTRIES INC. COMMON 608190104 14,658 488,600 SH DEFINED 1 488,600
MOHAWK INDUSTRIES INC. COMMON 608190104 210 7,000 SH DEFINED 2, 4 7,000
MOHAWK INDUSTRIES INC. COMMON 608190104 24 800 SH DEFINED 2, 6 800
MOLEX INC. - CLASS A COMMON 608554200 3,496 135,100 SH DEFINED 1 135,100
MONSANTO CO COMMON 611662107 371,588 8,089,000 SH DEFINED 1 8,089,000
MONSANTO CO COMMON 611662107 150,445 3,275,000 SH DEFINED 1, 2 3,275,000
MONSANTO CO COMMON 611662107 464 10,100 SH DEFINED 2, 4 10,100
MONSANTO CVT PFD CONVERT 611662305 15,689 337,400 SH DEFINED 1 337,400
MONTANA POWER CO. COMMON 612085100 2,737 37,200 SH DEFINED 1 37,200
MONY GROUP COMMON 615337102 3,522 141,600 SH DEFINED 1 141,600
MORGAN STANLEY DEAN WITTER COMMON 617446448 123,563 1,236,400 SH DEFINED 1 1,236,400
MORGAN STANLEY DEAN WITTER COMMON 617446448 64,959 650,000 SH DEFINED 1, 2 650,000
MORGAN STANLEY DEAN WITTER COMMON 617446448 15,390 154,000 SH DEFINED 1, 3 154,000
MORGAN STANLEY DEAN WITTER COMMON 617446448 16,450 164,600 SH DEFINED 1, 5 164,600
MORGAN STANLEY DEAN WITTER COMMON 617446448 110 1,100 SH DEFINED 2, 4 1,100
MORTON INTERNATIONAL INC. COMMON 619335102 7,350 200,000 SH DEFINED 1, 5 200,000
MOTIVEPOWER INDUSTRIES INC COMMON 61980K101 10,063 400,500 SH DEFINED 1 400,500
MOTIVEPOWER INDUSTRIES INC COMMON 61980K101 204 8,100 SH DEFINED 2, 4 8,100
MOTIVEPOWER INDUSTRIES INC COMMON 61980K101 23 900 SH DEFINED 2, 6 900
MOTOROLA INC COMMON 620076109 70,542 963,025 SH DEFINED 1 963,025
MOTOROLA INC COMMON 620076109 200,449 2,736,500 SH DEFINED 1, 2 2,736,500
MOTOROLA INC COMMON 620076109 29,300 400,000 SH DEFINED 1, 3 400,000
MOTOROLA INC COMMON 620076109 879 12,000 SH DEFINED 2 12,000
MOTOROLA INC COMMON 620076109 894 12,200 SH DEFINED 2, 4 12,200
MSC INDUSTRIAL DIRECT CO., INC. COMMON 553530106 4,257 250,400 SH DEFINED 1 250,400
MSC INDUSTRIAL DIRECT CO., INC. COMMON 553530106 77 4,500 SH DEFINED 2, 4 4,500
MSC INDUSTRIAL DIRECT CO., INC. COMMON 553530106 12 700 SH DEFINED 2, 6 700
MVE INC WARRANTS COMMON 553842113 322 8,040 SH DEFINED 1 8,040
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MYLAN LABORATORIES COMMON 628530107 12,767 465,300 SH DEFINED 1 465,300
MYLAN LABORATORIES COMMON 628530107 78,233 2,851,300 SH DEFINED 1, 2 2,851,300
MYLAN LABORATORIES COMMON 628530107 12,073 440,000 SH DEFINED 1, 3 440,000
MYLAN LABORATORIES COMMON 628530107 10,289 375,000 SH DEFINED 1, 5 375,000
MYLAN LABORATORIES COMMON 628530107 1,215 44,300 SH DEFINED 2 44,300
MYLAN LABORATORIES COMMON 628530107 277 10,100 SH DEFINED 2, 4 10,100
NABORS INDUSTRIES, INC. COMMON 629568106 11 600 SH DEFINED 1 600
NACCO INDUSTRIES INC. COMMON 629579103 222 3,000 SH DEFINED 1, 5 3,000
NASDAQ-100 SHARES COMMON 631100104 5,288 50,300 SH DEFINED 1 50,300
NATIONAL AUSTRALIA BANK-SPONS.
ADR COMMON 632525408 5,957 66,000 SH DEFINED 1, 5 66,000
NATIONAL CITY CORP COMMON 635405103 10,288 155,000 SH DEFINED 1, 5 155,000
NATIONAL COMMERCE
BANCORPORATION COMMON 635449101 14 600 SH DEFINED 1 600
NATIONAL COMPUTER SYSTEMS INC COMMON 635519101 12,262 500,500 SH DEFINED 1 500,500
NATIONAL COMPUTER SYSTEMS INC COMMON 635519101 221 9,000 SH DEFINED 2, 4 9,000
NATIONAL COMPUTER SYSTEMS INC COMMON 635519101 25 1,000 SH DEFINED 2, 6 1,000
NATIONAL DATA CORP COMMON 635621105 9,589 228,300 SH DEFINED 1 228,300
NATIONAL DATA CORP COMMON 635621105 42,008 1,000,200 SH DEFINED 1, 2 1,000,200
NATIONAL DATA CORP COMMON 635621105 3,360 80,000 SH DEFINED 1, 3 80,000
NATIONAL DATA CORP COMMON 635621105 710 16,900 SH DEFINED 2 16,900
NATIONAL DATA CORP COMMON 635621105 155 3,700 SH DEFINED 2, 4 3,700
NATIONAL INSTRUMENTS CORP COMMON 636518102 7,849 275,400 SH DEFINED 1 275,400
NATIONAL INSTRUMENTS CORP COMMON 636518102 137 4,800 SH DEFINED 2, 4 4,800
NATIONAL INSTRUMENTS CORP COMMON 636518102 17 600 SH DEFINED 2, 6 600
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 652 70,000 SH DEFINED 1 70,000
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 13,969 1,500,000 SH DEFINED 1, 2 1,500,000
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 242 26,000 SH DEFINED 2 26,000
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 61 6,500 SH DEFINED 2, 4 6,500
NATIONWIDE FINANCIAL SVCS.
- CLASS A COMMON 638612101 10,345 246,300 SH DEFINED 1 246,300
NCI BUILDING SYSTEM COMMON 628852105 4,705 200,200 SH DEFINED 1 200,200
NCI BUILDING SYSTEM COMMON 628852105 66 2,800 SH DEFINED 2, 4 2,800
NCI BUILDING SYSTEM COMMON 628852105 9 400 SH DEFINED 2, 6 400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NCO GROUP INC COMMON 628858102 8,521 230,300 SH DEFINED 1 230,300
NCO GROUP INC COMMON 628858102 133 3,600 SH DEFINED 2, 4 3,600
NCO GROUP INC COMMON 628858102 19 500 SH DEFINED 2, 6 500
NCR CORPORATION COMMON 62886E108 4,040 80,800 SH DEFINED 1 80,800
NCR CORPORATION COMMON 62886E108 75,000 1,500,000 SH DEFINED 1, 2 1,500,000
NCR CORPORATION COMMON 62886E108 3,545 70,900 SH DEFINED 1, 3 70,900
NCR CORPORATION COMMON 62886E108 1,400 28,000 SH DEFINED 2 28,000
NCR CORPORATION COMMON 62886E108 275 5,500 SH DEFINED 2, 4 5,500
NCS HEALTHCARE, INC. COMMON 628874109 7,328 610,700 SH DEFINED 1 610,700
NCS HEALTHCARE, INC. COMMON 628874109 98 8,200 SH DEFINED 2, 4 8,200
NCS HEALTHCARE, INC. COMMON 628874109 12 1,000 SH DEFINED 2, 6 1,000
NEON SYSTEMS COMMON 640509105 990 18,000 SH DEFINED 1 18,000
NESTLE SA - SPONS. ADR FOR.
REG. COMMON 641069406 4,360 48,000 SH DEFINED 1, 5 48,000
NETWORK APPLIANCE INC COMMON 64120L104 27,884 550,800 SH DEFINED 1 550,800
NETWORK APPLIANCE INC COMMON 64120L104 380 7,500 SH DEFINED 1, 5 7,500
NETWORK APPLIANCE INC COMMON 64120L104 334 6,600 SH DEFINED 2, 4 6,600
NETWORK APPLIANCE INC COMMON 64120L104 41 800 SH DEFINED 2, 6 800
NETWORK ASSOCIATES INC COMMON 640938106 614 20,000 SH DEFINED 1 20,000
NETWORK ASSOCIATES INC COMMON 640938106 15,344 500,000 SH DEFINED 1, 2 500,000
NETWORK ASSOCIATES INC COMMON 640938106 276 9,000 SH DEFINED 2 9,000
NETWORK ASSOCIATES INC COMMON 640938106 61 2,000 SH DEFINED 2, 4 2,000
NEW CENTURY ENERGIES INC COMMON 64352U103 1,925 56,500 SH DEFINED 1 56,500
NEW ERA OF NETWORKS INC COMMON 644312100 698 10,300 SH DEFINED 1 10,300
NEW PLAN EXCEL REALTY TRUST COMMON 648053106 1,373 71,560 SH DEFINED 1, 5 71,560
NEW YORK TIMES COMPANY COMMON 650111107 11,400 400,000 SH DEFINED 1 400,000
NEWELL RUBBERMAID COMMON 651229106 3,753 79,000 SH DEFINED 1 79,000
NEWFIELD EXPLORATION CO. COMMON 651290108 2,473 109,300 SH DEFINED 1 109,300
NEWPARK RESOURCES INC COMMON 651718504 3,087 425,800 SH DEFINED 1 425,800
NEXTEL COMMUNICATIONS CVT
144A CONVERT 65332V806 7,656 19,828 SH DEFINED 1 19,828
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NEXTEL COMMUNICATIONS PIK PFD PREFERRED 65332V707 36,873 35,973 SH DEFINED 1 35,973
NEXTEL COMMUNICATIONS, INC. COMMON 65332V103 2,238 61,096 SH DEFINED 1 61,096
NEXTEL COMMUNICATIONS, INC. COMMON 65332V103 8 232 SH DEFINED 2, 4 232
NEXTLINK COMM 6.5% CVT PFD CONVERT 65333H863 1,906 27,300 SH DEFINED 1 27,300
NEXTLINK COMM CVT PFD 144A CONVERT 65333H806 1,745 25,000 SH DEFINED 1 25,000
NEXTLINK COMMUNICATIONS COMMON 65333H707 4,586 81,900 SH DEFINED 1 81,900
NIAGARA MOHAWK HOLDINGS INC. COMMON 653520106 5,839 434,500 SH DEFINED 1 434,500
NIELSEN MEDIA RESEARCH COMMON 653929307 6,188 250,633 SH DEFINED 1 250,633
NIKE INC - CLASS B COMMON 654106103 3,646 63,200 SH DEFINED 1 63,200
NIKE INC - CLASS B COMMON 654106103 72,109 1,250,000 SH DEFINED 1, 2 1,250,000
NIKE INC - CLASS B COMMON 654106103 1,650 28,600 SH DEFINED 2 28,600
NIKE INC - CLASS B COMMON 654106103 248 4,300 SH DEFINED 2, 4 4,300
NINTENDO OF AMERICA INC ADR COMMON 654445303 1,839 170,000 SH DEFINED 1, 5 170,000
NIPPON TELEGRAPH & TELEPH-SP.
ADR COMMON 654624105 1,038 21,300 SH DEFINED 1 21,300
NIPSCO INDUSTRIES INC COMMON 629140104 2,975 110,200 SH DEFINED 1 110,200
NL INDUSTRIES COMMON 629156407 131 14,500 SH DEFINED 1, 5 14,500
NOBLE AFFILIATES, INC. COMMON 654894104 5,229 180,300 SH DEFINED 1 180,300
NOKIA CORP ADR COMMON 654902204 1,046,765 6,720,805 SH DEFINED 1 6,720,805
NOKIA CORP ADR COMMON 654902204 373,800 2,400,000 SH DEFINED 1, 2 2,400,000
NOKIA CORP ADR COMMON 654902204 17,911 115,000 SH DEFINED 1, 3 115,000
NOKIA CORP ADR COMMON 654902204 4,937 31,700 SH DEFINED 2 31,700
NOKIA CORP ADR COMMON 654902204 1,137 7,300 SH DEFINED 2, 4 7,300
NOODLE KIDOODLE INC COMMON 655370104 232 35,000 SH DEFINED 1 35,000
NORDSTROM, INC. COMMON 655664100 2,820 69,000 SH DEFINED 1 69,000
NORRELL CORPORATION COMMON 656301108 214 16,400 SH DEFINED 1, 5 16,400
NORSK HYDRO A.S. (NORWAY) COMMON 656531605 5,047 125,000 SH DEFINED 1, 5 125,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTEK, INC. COMMON 656559101 173 7,000 SH DEFINED 1, 5 7,000
NORTEL INVERSORA S.A. ADR COMMON 656567401 3,746 265,200 SH DEFINED 1, 7 265,200
NORTH FORK BANCORPORATION COMMON 659424105 10,142 480,100 SH DEFINED 1 480,100
NORTH FORK BANCORPORATION COMMON 659424105 82,916 3,925,000 SH DEFINED 1, 2 3,925,000
NORTH FORK BANCORPORATION COMMON 659424105 918 43,450 SH DEFINED 2 43,450
NORTH FORK BANCORPORATION COMMON 659424105 335 15,850 SH DEFINED 2, 4 15,850
NORTHEAST OPTIC NETWORK INC COMMON 664334109 3,185 225,500 SH DEFINED 1 225,500
NORTHEAST UTILITIES COMMON 664397106 3,336 240,400 SH DEFINED 1 240,400
NORTHERN TELECOM LTD COMMON 665815106 78,304 1,260,420 SH DEFINED 1 1,260,420
NORTHERN TELECOM LTD COMMON 665815106 105,613 1,700,000 SH DEFINED 1, 2 1,700,000
NORTHERN TELECOM LTD COMMON 665815106 688 11,081 SH DEFINED 2, 4 11,081
NORTHERN TRUST CORP COMMON 665859104 2,043 23,000 SH DEFINED 1 23,000
NORTHERN TRUST CORP COMMON 665859104 44,406 500,000 SH DEFINED 1, 2 500,000
NORTHERN TRUST CORP COMMON 665859104 3,197 36,000 SH DEFINED 1, 3 36,000
NORTHERN TRUST CORP COMMON 665859104 844 9,500 SH DEFINED 2 9,500
NORTHERN TRUST CORP COMMON 665859104 160 1,800 SH DEFINED 2, 4 1,800
NOVA CORPORATION COMMON 669784100 28,698 1,093,254 SH DEFINED 1 1,093,254
NOVA CORPORATION COMMON 669784100 26,250 1,000,000 SH DEFINED 1, 2 1,000,000
NOVA CORPORATION COMMON 669784100 1,877 71,500 SH DEFINED 1, 3 71,500
NOVA CORPORATION COMMON 669784100 477 18,190 SH DEFINED 2 18,190
NOVA CORPORATION COMMON 669784100 359 13,692 SH DEFINED 2, 4 13,692
NOVA CORPORATION COMMON 669784100 32 1,200 SH DEFINED 2, 6 1,200
NOVARTIS AG ADR COMMON 66987V109 4,866 60,000 SH DEFINED 1, 5 60,000
NOVELL INC COMMON 670006105 47,040 1,867,600 SH DEFINED 1 1,867,600
NOVELL INC COMMON 670006105 151,125 6,000,000 SH DEFINED 1, 2 6,000,000
NOVELL INC COMMON 670006105 22,669 900,000 SH DEFINED 1, 3 900,000
NOVELL INC COMMON 670006105 2,138 84,900 SH DEFINED 2 84,900
NOVELL INC COMMON 670006105 189 7,500 SH DEFINED 2, 4 7,500
NOVELLUS SYSTEMS INC. COMMON 670008101 23,996 435,300 SH DEFINED 1 435,300
NOVELLUS SYSTEMS INC. COMMON 670008101 27,563 500,000 SH DEFINED 1, 2 500,000
NOVELLUS SYSTEMS INC. COMMON 670008101 496 9,000 SH DEFINED 2 9,000
NOVELLUS SYSTEMS INC. COMMON 670008101 320 5,800 SH DEFINED 2, 4 5,800
NOVELLUS SYSTEMS INC. COMMON 670008101 28 500 SH DEFINED 2, 6 500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NOVO-NORDISK A/S-SPONS. ADR COMMON 670100205 2,562 47,000 SH DEFINED 1, 5 47,000
NTL INCORPORATED COMMON 629407107 54,570 670,599 SH DEFINED 1 670,599
NTL INCORPORATED COMMON 629407107 40,688 500,000 SH DEFINED 1, 2 500,000
NTL INCORPORATED COMMON 629407107 732 9,000 SH DEFINED 2 9,000
NTL INCORPORATED COMMON 629407107 163 2,000 SH DEFINED 2, 4 2,000
NUCOR CORP COMMON 670346105 13,659 310,000 SH DEFINED 1, 5 310,000
OAK INDUSTRIES, INC. COMMON 671400505 6,356 200,200 SH DEFINED 1 200,200
OAK INDUSTRIES, INC. COMMON 671400505 98 3,100 SH DEFINED 2, 4 3,100
OAK INDUSTRIES, INC. COMMON 671400505 13 400 SH DEFINED 2, 6 400
O'CHARLEYS CORP COMMON 670823103 1,967 145,000 SH DEFINED 1 145,000
OEC MEDICAL SYSTEMS COMMON 670828102 4,839 210,400 SH DEFINED 1 210,400
OEC MEDICAL SYSTEMS COMMON 670828102 81 3,500 SH DEFINED 2, 4 3,500
OFFICE DEPOT INC 12/11/07 CVT CONVERT 676220AA4 11,025 10,060,000 PRN DEFINED 1 10,060,000
OFFICE DEPOT, INC. COMMON 676220106 17,155 466,000 SH DEFINED 1 466,000
OFFICE DEPOT, INC. COMMON 676220106 266,769 7,246,700 SH DEFINED 1, 2 7,246,700
OFFICE DEPOT, INC. COMMON 676220106 13,989 380,000 SH DEFINED 1, 3 380,000
OFFICE DEPOT, INC. COMMON 676220106 1,969 53,500 SH DEFINED 2 53,500
OFFICE DEPOT, INC. COMMON 676220106 1,333 36,200 SH DEFINED 2, 4 36,200
OHIO CASUALTY CORPORATION COMMON 677240103 7,800 200,000 SH DEFINED 1, 5 200,000
OLD REPUBLIC INTERNATIONAL
CORP. COMMON 680223104 4,745 260,000 SH DEFINED 1, 5 260,000
OM GROUP INC COMMON 670872100 13,708 415,400 SH DEFINED 1 415,400
OM GROUP INC COMMON 670872100 228 6,900 SH DEFINED 2, 4 6,900
OM GROUP INC COMMON 670872100 26 800 SH DEFINED 2, 6 800
OMNICARE INC. COMMON 681904108 33,967 1,781,900 SH DEFINED 1 1,781,900
OMNICARE INC. COMMON 681904108 110,774 5,811,100 SH DEFINED 1, 2 5,811,100
OMNICARE INC. COMMON 681904108 1,056 55,400 SH DEFINED 2 55,400
OMNICARE INC. COMMON 681904108 345 18,100 SH DEFINED 2, 4 18,100
OMNICARE INC. COMMON 681904108 25 1,300 SH DEFINED 2, 6 1,300
OMNICARE INC. CVT 144A CONVERT 681904AB4 1,618 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 464,533 5,811,200 SH DEFINED 1 5,811,200
OMNICOM GROUP COMMON 681919106 199,844 2,500,000 SH DEFINED 1, 2 2,500,000
OMNICOM GROUP COMMON 681919106 11,991 150,000 SH DEFINED 1, 3 150,000
OMNICOM GROUP COMMON 681919106 3,629 45,400 SH DEFINED 2 45,400
OMNICOM GROUP COMMON 681919106 687 8,600 SH DEFINED 2, 4 8,600
ON ASSIGNMENT INC COMMON 682159108 3,265 127,400 SH DEFINED 1 127,400
ON ASSIGNMENT INC COMMON 682159108 33 1,300 SH DEFINED 2, 4 1,300
ON ASSIGNMENT INC COMMON 682159108 3 100 SH DEFINED 2, 6 100
ONEMAIN.COM INC. COMMON 68267P109 399 11,000 SH DEFINED 1 11,000
ONEOK INC COMMON 682680103 252 10,200 SH DEFINED 1, 5 10,200
OPTICAL COATING LABS COMMON 683829105 3,168 66,000 SH DEFINED 1 66,000
OPTIMAL ROBOTICS CORP. COMMON 68388R208 74 10,000 SH DEFINED 1 10,000
ORACLE SYSTEMS CORPORATION COMMON 68389X105 32,906 1,247,625 SH DEFINED 1 1,247,625
ORACLE SYSTEMS CORPORATION COMMON 68389X105 75,208 2,851,500 SH DEFINED 1, 2 2,851,500
ORACLE SYSTEMS CORPORATION COMMON 68389X105 24,727 937,500 SH DEFINED 1, 3 937,500
ORACLE SYSTEMS CORPORATION COMMON 68389X105 4,277 162,150 SH DEFINED 1, 5 162,150
ORACLE SYSTEMS CORPORATION COMMON 68389X105 389 14,750 SH DEFINED 2, 4 14,750
ORBOTECH LTD COMMON M75253100 4,913 100,000 SH DEFINED 1 100,000
OREGON STEEL MILLS INC COMMON 686079104 97 9,300 SH DEFINED 1, 5 9,300
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 26,622 594,900 SH DEFINED 1 594,900
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 237 5,300 SH DEFINED 2, 4 5,300
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 31 700 SH DEFINED 2, 6 700
ORION CAPITAL CORPORATION COMMON 686268103 594 19,000 SH DEFINED 1, 5 19,000
ORION NETWORK SYSTEMS WARRANTS COMMON 54387P112 117 12,000 SH DEFINED 1 12,000
ORION NETWORK SYSTEMS WARRANTS COMMON 54387P120 315 36,000 SH DEFINED 1 36,000
ORTHODONTIC CENTERS OF
AMERICA, INC COMMON 68750P103 17,870 1,134,600 SH DEFINED 1 1,134,600
ORTHODONTIC CENTERS OF
AMERICA, INC COMMON 68750P103 8,256 524,200 SH DEFINED 1, 2 524,200
ORTHODONTIC CENTERS OF
AMERICA, INC COMMON 68750P103 118 7,500 SH DEFINED 2 7,500
ORTHODONTIC CENTERS OF
AMERICA, INC COMMON 68750P103 189 12,000 SH DEFINED 2, 4 12,000
ORTHODONTIC CENTERS OF
AMERICA, INC COMMON 68750P103 25 1,600 SH DEFINED 2, 6 1,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OSHKOSH TRUCK CORP COMMON 688239201 68 2,100 SH DEFINED 1, 5 2,100
OSTEOTECH INC. COMMON 688582105 18,408 535,500 SH DEFINED 1 535,500
OSTEOTECH INC. COMMON 688582105 268 7,800 SH DEFINED 2, 4 7,800
OSTEOTECH INC. COMMON 688582105 31 900 SH DEFINED 2, 6 900
OUTBACK STEAKHOUSE INC. COMMON 689899102 2,766 84,450 SH DEFINED 1 84,450
OUTBACK STEAKHOUSE INC. COMMON 689899102 55,266 1,687,500 SH DEFINED 1, 2 1,687,500
OUTBACK STEAKHOUSE INC. COMMON 689899102 983 30,000 SH DEFINED 2 30,000
OUTBACK STEAKHOUSE INC. COMMON 689899102 216 6,600 SH DEFINED 2, 4 6,600
OUTDOOR SYSTEMS, INC. COMMON 690057104 27,140 904,680 SH DEFINED 1 904,680
OUTDOOR SYSTEMS, INC. COMMON 690057104 189,646 6,321,525 SH DEFINED 1, 2 6,321,525
OUTDOOR SYSTEMS, INC. COMMON 690057104 9,000 300,000 SH DEFINED 1, 3 300,000
OUTDOOR SYSTEMS, INC. COMMON 690057104 1,224 40,800 SH DEFINED 2 40,800
OUTDOOR SYSTEMS, INC. COMMON 690057104 1,119 37,300 SH DEFINED 2, 4 37,300
OWENS-ILLINOIS INC COMMON 690768403 2,610 104,400 SH DEFINED 1 104,400
P G & E CORPORATION COMMON 69331C108 6,834 220,000 SH DEFINED 1, 7 220,000
P.F. CHANGS CHINA BISTRO INC. COMMON 69333Y108 305 10,000 SH DEFINED 1 10,000
PACIFIC GATEWAY EXCHANGE INC COMMON 694327107 222 6,700 SH DEFINED 1, 5 6,700
PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 25,100 722,300 SH DEFINED 1 722,300
PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 222 6,400 SH DEFINED 2, 4 6,400
PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 31 900 SH DEFINED 2, 6 900
PACIFICARE HEALTH SYSTEMS
- CLASS B COMMON 695112201 1,822 26,700 SH DEFINED 1 26,700
PACIFICARE HEALTH SYSTEMS
- CLASS B COMMON 695112201 34,125 500,000 SH DEFINED 1, 2 500,000
PACIFICARE HEALTH SYSTEMS
- CLASS B COMMON 695112201 648 9,500 SH DEFINED 2 9,500
PACIFICARE HEALTH SYSTEMS
- CLASS B COMMON 695112201 109 1,600 SH DEFINED 2, 4 1,600
PACIFICORP COMMON 695114108 497 28,800 SH DEFINED 1 28,800
PAINE WEBBER INC. COMMON 695629105 10,647 267,000 SH DEFINED 1, 3 267,000
PAIRGAIN TECHNOLOGIES INC COMMON 695934109 1,950 200,000 SH DEFINED 1 200,000
PALEX INC COMMON 696368109 656 75,000 SH DEFINED 1 75,000
PALL CORP COMMON 696429307 2,248 135,700 SH DEFINED 1 135,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PAN PACIFIC RETAIL
PROPERTIES, INC. COMMON 69806L104 909 51,200 SH DEFINED 1, 5 51,200
PAPA JOHN'S INTERNATIONAL, INC. COMMON 698813102 16,993 385,100 SH DEFINED 1 385,100
PAPA JOHN'S INTERNATIONAL, INC. COMMON 698813102 44,125 1,000,000 SH DEFINED 1, 2 1,000,000
PAPA JOHN'S INTERNATIONAL, INC. COMMON 698813102 750 17,000 SH DEFINED 2 17,000
PAPA JOHN'S INTERNATIONAL, INC. COMMON 698813102 300 6,800 SH DEFINED 2, 4 6,800
PAPA JOHN'S INTERNATIONAL, INC. COMMON 698813102 18 400 SH DEFINED 2, 6 400
PAREXEL INTERNATIONAL
CORPORATION COMMON 699462107 11,196 541,200 SH DEFINED 1 541,200
PAREXEL INTERNATIONAL
CORPORATION COMMON 699462107 147 7,100 SH DEFINED 1, 5 7,100
PAREXEL INTERNATIONAL
CORPORATION COMMON 699462107 89 4,300 SH DEFINED 2, 4 4,300
PAREXEL INTERNATIONAL
CORPORATION COMMON 699462107 14 700 SH DEFINED 2, 6 700
PARK N VIEW WARRANTS COMMON 700592116 65 6,500 SH DEFINED 1 6,500
PARK PLACE ENTERTAINMENT COMMON 700690100 227 30,000 SH DEFINED 1 30,000
PARK PLACE ENTERTAINMENT COMMON 700690100 320 42,300 SH DEFINED 1, 5 42,300
PARKWAY PROPERTIES, INC. COMMON 70159Q104 395 14,000 SH DEFINED 1, 5 14,000
PATRIOT AMERICAN HOSPITALITY COMMON 703352203 1,906 371,914 SH DEFINED 1, 5 371,914
PATTERSON DENTAL CO COMMON 703412106 24,283 561,450 SH DEFINED 1 561,450
PATTERSON DENTAL CO COMMON 703412106 21,625 500,000 SH DEFINED 1, 2 500,000
PATTERSON DENTAL CO COMMON 703412106 433 10,000 SH DEFINED 2 10,000
PATTERSON DENTAL CO COMMON 703412106 281 6,500 SH DEFINED 2, 4 6,500
PATTERSON DENTAL CO COMMON 703412106 30 700 SH DEFINED 2, 6 700
PATTERSON ENERGY INC COMMON 703414102 2,781 500,000 SH DEFINED 1 500,000
PAYCHEX INC. COMMON 704326107 24,273 511,685 SH DEFINED 1 511,685
PAYCHEX INC. COMMON 704326107 120,966 2,550,000 SH DEFINED 1, 2 2,550,000
PAYCHEX INC. COMMON 704326107 6,073 128,025 SH DEFINED 1, 3 128,025
PAYCHEX INC. COMMON 704326107 1,799 37,925 SH DEFINED 2 37,925
PAYCHEX INC. COMMON 704326107 320 6,750 SH DEFINED 2, 4 6,750
PAYLESS SHOESOURCE INC COMMON 704379106 1,172 25,200 SH DEFINED 1 25,200
PAYLESS SHOESOURCE INC COMMON 704379106 23,250 500,000 SH DEFINED 1, 2 500,000
PAYLESS SHOESOURCE INC COMMON 704379106 465 10,000 SH DEFINED 2 10,000
PAYLESS SHOESOURCE INC COMMON 704379106 93 2,000 SH DEFINED 2, 4 2,000
PCD INC. COMMON 69318P106 1,362 150,300 SH DEFINED 1 150,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PECO ENERGY CO COMMON 693304107 12,488 270,000 SH DEFINED 1, 3 270,000
PEDIATRIX MEDICAL GROUP INC. COMMON 705324101 183 6,500 SH DEFINED 1 6,500
PEGASUS COMMUNICATIONS CORP. COMMON 705904100 193 6,900 SH DEFINED 1 6,900
PEGASUS SHIPPING LTD 144A PREFERRED 123456AD7 6,150 15,000 SH DEFINED 1 15,000
PEGASUS SYSTEMS INC. COMMON 705906105 9,789 245,500 SH DEFINED 1 245,500
PENN TREATY AMERICAN CORP COMMON 707874103 4,131 166,500 SH DEFINED 1 166,500
PENN TREATY AMERICAN CORP COMMON 707874103 45 1,800 SH DEFINED 2, 4 1,800
PENN TREATY AMERICAN CORP COMMON 707874103 5 200 SH DEFINED 2, 6 200
PENNZOIL-QUAKER STATE CO COMMON 709323109 1,241 100,300 SH DEFINED 1 100,300
PENTAIR, INC. COMMON 709631105 861 25,500 SH DEFINED 1 25,500
PENTAIR, INC. COMMON 709631105 16,875 500,000 SH DEFINED 1, 2 500,000
PENTAIR, INC. COMMON 709631105 179 5,300 SH DEFINED 2 5,300
PENTAIR, INC. COMMON 709631105 54 1,600 SH DEFINED 2, 4 1,600
PEP BOYS - MM & J COMMON 713278109 6,547 429,314 SH DEFINED 1 429,314
PEPSI BOTTLING GROUP INC COMMON 713409100 9,358 431,500 SH DEFINED 1 431,500
PEPSI BOTTLING GROUP INC COMMON 713409100 39,038 1,800,000 SH DEFINED 1, 2 1,800,000
PEPSICO INC COMMON 713448108 15,699 400,600 SH DEFINED 1 400,600
PEPSICO INC COMMON 713448108 131,278 3,350,000 SH DEFINED 1, 2 3,350,000
PEPSICO INC COMMON 713448108 2,022 51,600 SH DEFINED 1, 5 51,600
PEPSICO INC COMMON 713448108 607 15,500 SH DEFINED 2, 4 15,500
PEPSI-GEMEX S.A. GDR COMMON 713435105 1,285 141,800 SH DEFINED 1, 7 141,800
PERCLOSE INC COMMON 71361C107 930 30,000 SH DEFINED 1 30,000
PERFORMANCE FOOD GROUP CO. COMMON 713755106 4,604 175,400 SH DEFINED 1 175,400
PERKIN-ELMER CORP COMMON 714041100 3,771 38,850 SH DEFINED 1 38,850
PERKIN-ELMER CORP COMMON 714041100 65,643 676,300 SH DEFINED 1, 2 676,300
PERKIN-ELMER CORP COMMON 714041100 1,155 11,900 SH DEFINED 1, 3 11,900
PERKIN-ELMER CORP COMMON 714041100 1,194 12,300 SH DEFINED 2 12,300
PERKIN-ELMER CORP COMMON 714041100 233 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>
PERVASIVE SOFTWARE INC COMMON 715710109 3,001 167,900 SH DEFINED 1 167,900
PFIZER INC. COMMON 717081103 160,907 1,159,690 SH DEFINED 1 1,159,690
PFIZER INC. COMMON 717081103 270,563 1,950,000 SH DEFINED 1, 2 1,950,000
PFIZER INC. COMMON 717081103 12,488 90,000 SH DEFINED 1, 3 90,000
PFIZER INC. COMMON 717081103 971 7,000 SH DEFINED 2, 4 7,000
PFIZER INC. COMMON 717081103 250 1,800 SH DEFINED 2, 6 1,800
PHARMACEUTICAL PRODUCT
DEVELOP. COMMON 717124101 10,092 300,700 SH DEFINED 1 300,700
PHARMACEUTICAL PRODUCT
DEVELOP. COMMON 717124101 94 2,800 SH DEFINED 2, 4 2,800
PHARMACEUTICAL PRODUCT
DEVELOP. COMMON 717124101 13 400 SH DEFINED 2, 6 400
PHARMACIA & UPJOHN, INC. COMMON 716941109 909,484 14,580,900 SH DEFINED 1 14,580,900
PHARMACIA & UPJOHN, INC. COMMON 716941109 252,419 4,046,800 SH DEFINED 1, 2 4,046,800
PHARMACIA & UPJOHN, INC. COMMON 716941109 848 13,600 SH DEFINED 2, 4 13,600
PHARMACIA & UPJOHN, INC. COMMON 716941109 256 4,100 SH DEFINED 2, 6 4,100
PHELPS DODGE CORP COMMON 717265102 5,669 115,100 SH DEFINED 1, 5 115,100
PHILIP MORRIS COS. INC. COMMON 718154107 91,412 2,597,850 SH DEFINED 1 2,597,850
PHILIP MORRIS COS. INC. COMMON 718154107 52,781 1,500,000 SH DEFINED 1, 2 1,500,000
PHILIP MORRIS COS. INC. COMMON 718154107 8,795 249,950 SH DEFINED 1, 5 249,950
PHILIP MORRIS COS. INC. COMMON 718154107 9,552 271,450 SH DEFINED 1, 7 271,450
PHILIPPINE LONG
DISTANCE-SPONS. ADR COMMON 718252604 11,479 443,650 SH DEFINED 1 443,650
PHILIPPINE LONG
DISTANCE-SPONS. ADR COMMON 718252604 2,771 107,100 SH DEFINED 1, 7 107,100
PHILIPPINE LONG
DISTANCE-SPONS. ADR COMMON 718252604 16 600 SH DEFINED 2, 4 600
PHILIPS INTERNATIONAL REALTY COMMON 718333107 1,432 100,900 SH DEFINED 1, 5 100,900
PHYSICIAN RELIANCE NETWORK
INC. COMMON 71940G108 326 38,300 SH DEFINED 1 38,300
PILGRIMS PRIDE CORP.
- CLASS B COMMON 721467108 222 13,500 SH DEFINED 1, 5 13,500
PINNACLE SYSTEMS INC COMMON 723481107 15,270 335,600 SH DEFINED 1 335,600
PINNACLE SYSTEMS INC COMMON 723481107 341 7,500 SH DEFINED 1, 5 7,500
PINNACLE SYSTEMS INC COMMON 723481107 146 3,200 SH DEFINED 2, 4 3,200
PINNACLE SYSTEMS INC COMMON 723481107 18 400 SH DEFINED 2, 6 400
PINNACLE WEST COMMON 723484101 3,893 107,025 SH DEFINED 1 107,025
PITNEY-BOWES INC COMMON 724479100 2,971 46,600 SH DEFINED 1, 5 46,600
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PIXAR, INC. COMMON 725811103 2,370 60,200 SH DEFINED 1 60,200
PJ AMERICA INC COMMON 72585Q104 506 22,000 SH DEFINED 1 22,000
PLACER DOME INC. COMMON 725906101 401 35,800 SH DEFINED 1 35,800
PLAYTEX PRODUCTS INC COMMON 72813P100 5,301 350,500 SH DEFINED 1 350,500
PLEXUS CORP. COMMON 729132100 279 10,000 SH DEFINED 1 10,000
PMC - SIERRA INC COMMON 69344F106 52,038 731,000 SH DEFINED 1 731,000
PMC - SIERRA INC COMMON 69344F106 97,883 1,375,000 SH DEFINED 1, 2 1,375,000
PMC - SIERRA INC COMMON 69344F106 21,356 300,000 SH DEFINED 1, 3 300,000
PMC - SIERRA INC COMMON 69344F106 206 2,900 SH DEFINED 1, 5 2,900
PMC - SIERRA INC COMMON 69344F106 2,129 29,900 SH DEFINED 2 29,900
PMC - SIERRA INC COMMON 69344F106 719 10,100 SH DEFINED 2, 4 10,100
PMC - SIERRA INC COMMON 69344F106 36 500 SH DEFINED 2, 6 500
POE & BROWN INC COMMON 730444106 236 7,100 SH DEFINED 1, 5 7,100
POGO PRODUCING CO. COMMON 730448107 91 7,000 SH DEFINED 1 7,000
POHANG IRON & STEEL ADR COMMON 730450103 17,959 1,004,700 SH DEFINED 1 1,004,700
POHANG IRON & STEEL ADR COMMON 730450103 2,357 131,881 SH DEFINED 1, 7 131,881
POLICY MANAGEMENT SYSTEMS COMMON 731108106 8,152 266,200 SH DEFINED 1 266,200
POLICY MANAGEMENT SYSTEMS COMMON 731108106 22,969 750,000 SH DEFINED 1, 2 750,000
POLICY MANAGEMENT SYSTEMS COMMON 731108106 971 31,700 SH DEFINED 1, 3 31,700
POLICY MANAGEMENT SYSTEMS COMMON 731108106 459 15,000 SH DEFINED 2 15,000
POLICY MANAGEMENT SYSTEMS COMMON 731108106 92 3,000 SH DEFINED 2, 4 3,000
POLYCOM INC. COMMON 73172K104 152 8,100 SH DEFINED 1, 5 8,100
PORTUGAL TELECOM S.A. COMMON 737273102 3,286 75,000 SH DEFINED 1, 5 75,000
POST PROPERTIES INC COMMON 737464107 1,922 53,400 SH DEFINED 1, 5 53,400
POWERGEN PLC ADR COMMON 738905405 2,664 58,700 SH DEFINED 1 58,700
POWERGEN PLC ADR COMMON 738905405 3,857 85,000 SH DEFINED 1, 5 85,000
POWERTEL INC WARRANTS COMMON 73936C117 331 42,656 SH DEFINED 1 42,656
POWERTEL INC. COMMON 73936C109 100 7,000 SH DEFINED 1 7,000
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 11,750 414,100 SH DEFINED 1 414,100
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 182 6,400 SH DEFINED 2, 4 6,400
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 26 900 SH DEFINED 2, 6 900
PRECISION CASTPARTS CORP COMMON 740189105 6,219 154,500 SH DEFINED 1, 5 154,500
PRECISION DRILLING CORP COMMON 74022D100 1,950 150,000 SH DEFINED 1 150,000
PREMARK INTERNATIONAL INC. COMMON 740459102 9,387 285,000 SH DEFINED 1, 3 285,000
PREMIER PARKS, INC. COMMON 740540208 264 7,100 SH DEFINED 1, 5 7,100
PRENTISS PROPERTIES TRUST COMMON 740706106 4,226 226,900 SH DEFINED 1, 5 226,900
PRESIDENTIAL LIFE CORPORATION COMMON 740884101 339 18,900 SH DEFINED 1, 5 18,900
PRICELINE.COM INC COMMON 741503106 5,333 64,350 SH DEFINED 1 64,350
PRIDE INTERNATIONAL INC. COMMON 741932107 196 23,700 SH DEFINED 1, 5 23,700
PRIMARK CORP COMMON 741903108 3,984 187,500 SH DEFINED 1 187,500
PRIME GROUP REALTY TRUST COMMON 74158J103 725 54,700 SH DEFINED 1, 5 54,700
PRIME HOSPITALITY CORP COMMON 741917108 3,388 340,900 SH DEFINED 1 340,900
PRIMUS TELECOMMUNICATIONS COMMON 741929103 30 3,000 SH DEFINED 1 3,000
PRIMUS TELECOMMUNICATIONS
WTS. COMMON 741929111 305 20,000 SH DEFINED 1 20,000
PRIORITY HEALTHCARE CORP COMMON 74264T102 543 12,000 SH DEFINED 1 12,000
PRISON REALTY CORP. COMMON 74264N105 7,597 435,650 SH DEFINED 1 435,650
PROCTER & GAMBLE CO. COMMON 742718109 41,249 421,175 SH DEFINED 1 421,175
PRODIGY COMMUNICATIONS CORP. COMMON 74283P107 1,347 35,100 SH DEFINED 1 35,100
PROFESSIONAL DETAILING INC COMMON 74312N107 3,897 148,800 SH DEFINED 1 148,800
PROFESSIONAL DETAILING INC COMMON 74312N107 42 1,600 SH DEFINED 2, 4 1,600
PROFESSIONAL DETAILING INC COMMON 74312N107 5 200 SH DEFINED 2, 6 200
PROGRESS SOFTWARE CORP COMMON 743312100 287 8,400 SH DEFINED 1, 5 8,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROGRESSIVE CORP COMMON 743315103 119,550 833,100 SH DEFINED 1 833,100
PROGRESSIVE CORP COMMON 743315103 67,861 472,900 SH DEFINED 1, 2 472,900
PROGRESSIVE CORP COMMON 743315103 2,167 15,100 SH DEFINED 1, 3 15,100
PROGRESSIVE CORP COMMON 743315103 1,292 9,000 SH DEFINED 2 9,000
PROGRESSIVE CORP COMMON 743315103 230 1,600 SH DEFINED 2, 4 1,600
PROLGIS TRUST COMMON 743410102 943 46,000 SH DEFINED 1, 5 46,000
PROMUS HOTEL CORP. COMMON 74342P106 3,656 100,500 SH DEFINED 1 100,500
PROSPERITY BANCSHARES INC. COMMON 743606105 184 15,000 SH DEFINED 1 15,000
PROTECTION ONE INC COMMON 743663304 2,465 394,400 SH DEFINED 1 394,400
PROTECTIVE LIFE COMMON 743674103 8 200 SH DEFINED 1 200
PROVANT INC. COMMON 743724106 4,925 275,500 SH DEFINED 1 275,500
PROVANT INC. COMMON 743724106 9 500 SH DEFINED 2, 6 500
PROVIDENT BANKSHARES CORP COMMON 743859100 5,491 210,200 SH DEFINED 1 210,200
PROVIDENT BANKSHARES CORP COMMON 743859100 101 3,885 SH DEFINED 2, 4 3,885
PROVIDENT BANKSHARES CORP COMMON 743859100 13 500 SH DEFINED 2, 6 500
PROVIDENT COMPANIES INC. COMMON 743862104 57,941 1,676,400 SH DEFINED 1 1,676,400
PROVIDENT COMPANIES INC. COMMON 743862104 51,844 1,500,000 SH DEFINED 1, 2 1,500,000
PROVIDENT COMPANIES INC. COMMON 743862104 892 25,800 SH DEFINED 2 25,800
PROVIDENT COMPANIES INC. COMMON 743862104 176 5,100 SH DEFINED 2, 4 5,100
PROVIDIAN FINANCIAL CORP COMMON 74406A102 234,674 2,133,400 SH DEFINED 1 2,133,400
PROVIDIAN FINANCIAL CORP COMMON 74406A102 258,500 2,350,000 SH DEFINED 1, 2 2,350,000
PROVIDIAN FINANCIAL CORP COMMON 74406A102 3,130 28,450 SH DEFINED 2 28,450
PROVIDIAN FINANCIAL CORP COMMON 74406A102 946 8,600 SH DEFINED 2, 4 8,600
PROVINCE HEALTHCARE CO. COMMON 743977100 6,144 332,100 SH DEFINED 1 332,100
PROVINCE HEALTHCARE CO. COMMON 743977100 81 4,400 SH DEFINED 2, 4 4,400
PROVINCE HEALTHCARE CO. COMMON 743977100 11 600 SH DEFINED 2, 6 600
PROXIM, INC. COMMON 744284100 13,331 463,700 SH DEFINED 1 463,700
PROXIM, INC. COMMON 744284100 138 4,800 SH DEFINED 2, 4 4,800
PSS WORLD MEDICAL INC COMMON 69366A100 837 95,000 SH DEFINED 1 95,000
PUBLIC SERVICE CO OF NC COMMON 744516105 1,226 43,200 SH DEFINED 1 43,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PUBLIC SERVICE CO OF
NEW MEXICO COMMON 744499104 1,374 80,800 SH DEFINED 1 80,800
PUBLIC SERVICE ENTERPRISE
GROUP COMMON 744573106 844 22,100 SH DEFINED 1 22,100
PUBLIC STORAGE PFD. PREFERRED 74460D703 164 6,000 SH DEFINED 1, 5 6,000
PUBLIC STORAGE, INC. COMMON 74460D109 5,150 206,000 SH DEFINED 1, 5 206,000
QLOGIC CORP COMMON 747277101 27,199 405,200 SH DEFINED 1 405,200
QLOGIC CORP COMMON 747277101 5,357 79,800 SH DEFINED 1, 3 79,800
QLOGIC CORP COMMON 747277101 255 3,800 SH DEFINED 2, 4 3,800
QLOGIC CORP COMMON 747277101 40 600 SH DEFINED 2, 6 600
QRS CORP COMMON 74726X105 8,884 142,000 SH DEFINED 1 142,000
QRS CORP COMMON 74726X105 100 1,600 SH DEFINED 2, 4 1,600
QRS CORP COMMON 74726X105 13 200 SH DEFINED 2, 6 200
QUADRAMED CORP. COMMON 74730W101 2,539 333,000 SH DEFINED 1 333,000
QUADRAMED CORP. COMMON 74730W101 49 6,400 SH DEFINED 2, 4 6,400
QUADRAMED CORP. COMMON 74730W101 6 800 SH DEFINED 2, 6 800
QUALCOMM INC COMMON 747525103 13,408 107,800 SH DEFINED 1 107,800
QUALCOMM INC COMMON 747525103 79,003 635,200 SH DEFINED 1, 2 635,200
QUALCOMM INC COMMON 747525103 1,493 12,000 SH DEFINED 2 12,000
QUALCOMM INC COMMON 747525103 249 2,000 SH DEFINED 2, 4 2,000
QUANTA SERVICES INC COMMON 74762E102 26,038 1,023,600 SH DEFINED 1 1,023,600
QUANTUM CORPORATION COMMON 747906105 3,312 184,000 SH DEFINED 1 184,000
QUESTAR CORP. COMMON 748356102 921 54,400 SH DEFINED 1 54,400
QUICKSILVER INC. COMMON 74838C106 42,364 1,002,700 SH DEFINED 1 1,002,700
QUICKSILVER INC. COMMON 74838C106 465 11,000 SH DEFINED 2, 4 11,000
QUICKSILVER INC. COMMON 74838C106 63 1,500 SH DEFINED 2, 6 1,500
QUILMES INDUSTRIAL SA ADR COMMON 74838Y108 1,316 139,398 SH DEFINED 1, 7 139,398
QUIMICA Y MINERA CHILE RIGHTS COMMON 833635998 36 7,958 SH DEFINED 1, 7 7,958
QUIMICA Y MINERA CHILE
- SPONS. ADR COMMON 833635105 4,404 137,630 SH DEFINED 1, 7 137,630
QUINENCO S. A. ADR COMMON 748718103 444 44,700 SH DEFINED 1, 7 44,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUINTILES TRANSNATIONAL CORP. COMMON 748767100 7,890 209,000 SH DEFINED 1 209,000
QUINTILES TRANSNATIONAL CORP. COMMON 748767100 18,875 500,000 SH DEFINED 1, 2 500,000
QUINTILES TRANSNATIONAL CORP. COMMON 748767100 2,016 53,400 SH DEFINED 1, 3 53,400
QUINTILES TRANSNATIONAL CORP. COMMON 748767100 347 9,200 SH DEFINED 2 9,200
QUINTILES TRANSNATIONAL CORP. COMMON 748767100 72 1,900 SH DEFINED 2, 4 1,900
QUORUM HEALTH GROUP INC. COMMON 749084109 370 37,000 SH DEFINED 1 37,000
QWEST COMMUNICATIONS INTL. COMMON 749121109 50,776 704,300 SH DEFINED 1 704,300
QWEST COMMUNICATIONS INTL. COMMON 749121109 28,838 400,000 SH DEFINED 1, 3 400,000
QWEST COMMUNICATIONS INTL. COMMON 749121109 1,009 14,000 SH DEFINED 2 14,000
R & B FALCON CORP COMMON 74912E101 115 13,000 SH DEFINED 1 13,000
RAINBOW RENTALS INC COMMON 750857104 1,723 172,300 SH DEFINED 1 172,300
RALSTON PURINA 7.0% 08/01/00 CONVERT 751277401 1,035 23,000 SH DEFINED 1 23,000
RALSTON PURINA GROUP COMMON 751277302 7,336 274,900 SH DEFINED 1 274,900
RATIONAL SOFTWARE CORP. COMMON 75409P202 8,124 303,000 CALL DEFINED 1 303,000
RATIONAL SOFTWARE CORP. COMMON 75409P202 25,201 1,220,300 SH DEFINED 1 1,220,300
RATIONAL SOFTWARE CORP. COMMON 75409P202 282 10,500 SH DEFINED 1, 5 10,500
RATIONAL SOFTWARE CORP. COMMON 75409P202 279 10,400 SH DEFINED 2, 4 10,400
RATIONAL SOFTWARE CORP. COMMON 75409P202 35 1,300 SH DEFINED 2, 6 1,300
RAYCHEM CORP COMMON 754603108 4,032 178,700 SH DEFINED 1 178,700
RAYTHEON CO - CLASS B COMMON 755111408 3,482 59,400 SH DEFINED 1, 5 59,400
RAYTHEON CO - CLASS A COMMON 755111309 5,775 100,000 SH DEFINED 1, 5 100,000
RCM TECHNOLOGIES INC. COMMON 749360400 2,202 200,200 SH DEFINED 1 200,200
RCM TECHNOLOGIES INC. COMMON 749360400 32 2,900 SH DEFINED 2, 4 2,900
RCM TECHNOLOGIES INC. COMMON 749360400 3 300 SH DEFINED 2, 6 300
READER'S DIGEST ASSOC. INC.
- CLASS A COMMON 755267101 1,572 50,000 SH DEFINED 1 50,000
READER'S DIGEST ASSOC. INC.
- CLASS A COMMON 755267101 31,438 1,000,000 SH DEFINED 1, 2 1,000,000
READER'S DIGEST ASSOC. INC.
- CLASS A COMMON 755267101 2,358 75,000 SH DEFINED 1, 3 75,000
READER'S DIGEST ASSOC. INC.
- CLASS A COMMON 755267101 597 19,000 SH DEFINED 2 19,000
READER'S DIGEST ASSOC. INC.
- CLASS A COMMON 755267101 110 3,500 SH DEFINED 2, 4 3,500
REALTY INCOME CORP COMMON 756109104 487 23,200 SH DEFINED 1, 5 23,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RECKSON ASSOC. REALTY CORP COMMON 75621K106 411 20,000 SH DEFINED 1, 5 20,000
RECOTON CORP COMMON 756268108 125 8,900 SH DEFINED 1, 5 8,900
REEBOK INTERNATIONAL COMMON 758110100 3,175 200,000 SH DEFINED 1, 5 200,000
REGENCY REALTY CORP COMMON 758939102 926 49,400 SH DEFINED 1, 5 49,400
REGIS CORP COMMON 758932107 20,483 769,300 SH DEFINED 1 769,300
REGIS CORP COMMON 758932107 212 7,950 SH DEFINED 2, 4 7,950
REGIS CORP COMMON 758932107 28 1,050 SH DEFINED 2, 6 1,050
REINSURANCE GROUP OF AMERICA,
INC. COMMON 759351208 396 11,700 SH DEFINED 1 11,700
RELIASTAR FINANCIAL CORP. COMMON 75952U103 8,423 197,600 SH DEFINED 1 197,600
RELIASTAR FINANCIAL CORP. COMMON 75952U103 64,044 1,502,500 SH DEFINED 1, 2 1,502,500
RELIASTAR FINANCIAL CORP. COMMON 75952U103 2,643 62,000 SH DEFINED 1, 3 62,000
RELIASTAR FINANCIAL CORP. COMMON 75952U103 1,087 25,500 SH DEFINED 2 25,500
RELIASTAR FINANCIAL CORP. COMMON 75952U103 243 5,700 SH DEFINED 2, 4 5,700
REMEC INC COMMON 759543101 17,744 850,000 SH DEFINED 1 850,000
REMEC INC COMMON 759543101 180 8,600 SH DEFINED 2, 4 8,600
REMEC INC COMMON 759543101 23 1,100 SH DEFINED 2, 6 1,100
RENAL CARE GROUP, INC. COMMON 759930100 8,352 425,600 SH DEFINED 1 425,600
RENAL CARE GROUP, INC. COMMON 759930100 102 5,200 SH DEFINED 2, 4 5,200
RENAL CARE GROUP, INC. COMMON 759930100 12 600 SH DEFINED 2, 6 600
RENEX CORP COMMON 759683105 851 200,300 SH DEFINED 1 200,300
RENT-A-CENTER INC. COMMON 76009N100 24,757 861,100 SH DEFINED 1 861,100
RENT-A-CENTER INC. COMMON 76009N100 178 6,200 SH DEFINED 2, 4 6,200
RENT-A-CENTER INC. COMMON 76009N100 26 900 SH DEFINED 2, 6 900
RENT-WAY INC COMMON 76009U104 12,681 528,366 SH DEFINED 1 528,366
RENT-WAY INC COMMON 76009U104 120 5,000 SH DEFINED 2, 4 5,000
RENT-WAY INC COMMON 76009U104 14 600 SH DEFINED 2, 6 600
REPSOL, S.A. ADR COMMON 76026T205 15,375 300,000 SH DEFINED 1, 5 300,000
REPUBLIC HEALTH CORP - WTS. COMMON 760481119 315 17,500 SH DEFINED 1 17,500
</TABLE>
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<PAGE> 89
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REPUBLIC SERVICES INC COMMON 760759100 4,876 301,200 SH DEFINED 1 301,200
REPUBLIC SERVICES INC COMMON 760759100 19,830 1,225,000 SH DEFINED 1, 2 1,225,000
REPUBLIC SERVICES INC COMMON 760759100 324 20,000 SH DEFINED 2 20,000
REPUBLIC SERVICES INC COMMON 760759100 81 5,000 SH DEFINED 2, 4 5,000
RES-CARE INC COMMON 760943100 3,389 150,200 SH DEFINED 1 150,200
RES-CARE INC COMMON 760943100 54 2,400 SH DEFINED 2, 4 2,400
RES-CARE INC COMMON 760943100 7 300 SH DEFINED 2, 6 300
RES-CARE INC 144A CONVERT 760943AA8 2,009 1,550,000 PRN DEFINED 1 1,550,000
RESEARCH IN MOTION COMMON 760975102 1,050 100,000 SH DEFINED 1 100,000
RESMED INC. COMMON 761152107 9,328 330,200 SH DEFINED 1 330,200
RESMED INC. COMMON 761152107 291 10,300 SH DEFINED 1, 5 10,300
RESMED INC. COMMON 761152107 96 3,400 SH DEFINED 2, 4 3,400
RESMED INC. COMMON 761152107 17 600 SH DEFINED 2, 6 600
RESORT AT SUMMERLIN WTS. COMMON 754053114 0 24,000 SH DEFINED 1 24,000
REXALL SUNDOWN, INC. COMMON 761648104 2,884 150,300 SH DEFINED 1 150,300
REYNOLDS METALS CO COMMON 761763101 821 17,000 SH DEFINED 1 17,000
RF MICRO DEVICES INC. COMMON 749941100 2,392 25,000 SH DEFINED 1 25,000
RICHEY BROTHERS AUCTIONEERS COMMON 767744105 5,232 155,300 SH DEFINED 1 155,300
RICHEY BROTHERS AUCTIONEERS COMMON 767744105 74 2,200 SH DEFINED 2, 4 2,200
RICHEY BROTHERS AUCTIONEERS COMMON 767744105 10 300 SH DEFINED 2, 6 300
RIO TINTO - SPONSORED ADR COMMON 767202104 3,062 55,000 SH DEFINED 1, 5 55,000
RITE AID CORP COMMON 767754104 4,595 183,800 SH DEFINED 1, 5 183,800
RITE AID CORP COMMON 767754104 481 19,250 SH DEFINED 2 19,250
RITE AID CORP. 5.25% CONVERT 767754AL8 113 110,000 PRN DEFINED 1, 7 110,000
RITE AID CORP. 5.25% CONVERT 767754AL8 1,710 1,660,000 PRN DEFINED 1, 8 1,660,000
ROADWAY EXPRESS INC. COMMON 769742107 201 11,800 SH DEFINED 1, 5 11,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROBERT HALF INTERNATIONAL COMMON 770323103 2,796 85,200 SH DEFINED 1 85,200
ROBERT HALF INTERNATIONAL COMMON 770323103 16,406 500,000 SH DEFINED 1, 2 500,000
ROBERT HALF INTERNATIONAL COMMON 770323103 312 9,500 SH DEFINED 2 9,500
ROBERT HALF INTERNATIONAL COMMON 770323103 66 2,000 SH DEFINED 2, 4 2,000
ROBERTS PHARMACEUTICAL CORP. COMMON 770491108 218 10,500 SH DEFINED 1, 5 10,500
ROCKWELL INTERNATIONAL CORP. COMMON 773903109 4,668 110,000 SH DEFINED 1, 5 110,000
ROMAC INTERNATIONAL, INC. COMMON 775835101 4,256 500,700 SH DEFINED 1 500,700
ROMAC INTERNATIONAL, INC. COMMON 775835101 146 17,200 SH DEFINED 1, 5 17,200
ROMAC INTERNATIONAL, INC. COMMON 775835101 47 5,500 SH DEFINED 2, 4 5,500
ROMAC INTERNATIONAL, INC. COMMON 775835101 7 800 SH DEFINED 2, 6 800
ROSLYN BANCORP INC COMMON 778162107 128 7,595 SH DEFINED 1, 5 7,595
ROSS STORES, INC. COMMON 778296103 876 20,000 SH DEFINED 1 20,000
ROSS STORES, INC. COMMON 778296103 21,906 500,000 SH DEFINED 1, 2 500,000
ROSS STORES, INC. COMMON 778296103 403 9,200 SH DEFINED 2 9,200
ROSS STORES, INC. COMMON 778296103 88 2,000 SH DEFINED 2, 4 2,000
ROWAN COS., INC. COMMON 779382100 6,274 494,500 SH DEFINED 1 494,500
ROWAN COS., INC. COMMON 779382100 25,375 2,000,000 SH DEFINED 1, 2 2,000,000
ROWAN COS., INC. COMMON 779382100 444 35,000 SH DEFINED 2 35,000
ROWAN COS., INC. COMMON 779382100 91 7,200 SH DEFINED 2, 4 7,200
ROYAL CARIBBEAN 7.25% CONVERT V7780T111 30,845 255,975 SH DEFINED 1 255,975
ROYAL CARIBBEAN 7.25% CONVERT V7780T111 121 1,000 SH DEFINED 2, 4 1,000
ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 75,083 1,925,200 SH DEFINED 1 1,925,200
ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 31 800 SH DEFINED 2, 6 800
ROYAL DUTCH PETROLEUM-NY SHARES COMMON 780257804 26,780 515,000 SH DEFINED 1 515,000
ROYAL DUTCH PETROLEUM-NY SHARES COMMON 780257804 31,200 600,000 SH DEFINED 1, 2 600,000
ROYAL DUTCH PETROLEUM-NY SHARES COMMON 780257804 11,778 226,500 SH DEFINED 1, 5 226,500
RSL COMMUNICATIONS LTD COMMON 781076112 5,869 45,145 SH DEFINED 1 45,145
RSL COMMUNICATIONS LTD COMMON G7702U102 54 1,500 SH DEFINED 1 1,500
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
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RWE AKTIENGESELLSCHAF ADR COMMON 74975E303 3,408 77,000 SH DEFINED 1, 5 77,000
RYANAIR HOLDINGS PLC ADR COMMON 783513104 17,156 421,000 SH DEFINED 1 421,000
RYANAIR HOLDINGS PLC ADR COMMON 783513104 208 5,100 SH DEFINED 2, 4 5,100
RYANAIR HOLDINGS PLC ADR COMMON 783513104 24 600 SH DEFINED 2, 6 600
SAFECO CORP COMMON 786429100 7,683 190,000 SH DEFINED 1, 5 190,000
SAFEGUARD SCIENTIFICS INC COMMON 786449108 14,010 206,600 SH DEFINED 1 206,600
SAFEGUARD SCIENTIFICS INC COMMON 786449108 156 2,300 SH DEFINED 2, 4 2,300
SAFEGUARD SCIENTIFICS INC COMMON 786449108 20 300 SH DEFINED 2, 6 300
SAFETY-KLEEN CORP. COMMON 78648R203 7,988 602,900 SH DEFINED 1 602,900
SAFEWAY INC. COMMON 786514208 388,431 7,569,915 SH DEFINED 1 7,569,915
SAFEWAY INC. COMMON 786514208 64,141 1,250,000 SH DEFINED 1, 2 1,250,000
SAFEWAY INC. COMMON 786514208 205 4,000 SH DEFINED 2, 4 4,000
SAKS INCORPORATED COMMON 79377W108 3,900 150,000 SH DEFINED 1 150,000
SAN PAOLO-IMI SPA ADR COMMON 465224103 5,288 165,262 SH DEFINED 1, 5 165,262
SANDISK CORP. COMMON 80004C101 9,845 371,500 SH DEFINED 1 371,500
SANDISK CORP. COMMON 80004C101 140 5,300 SH DEFINED 2, 4 5,300
SANDISK CORP. COMMON 80004C101 16 600 SH DEFINED 2, 6 600
SANGSTAT MEDICAL CORP COMMON 801003104 124 10,000 SH DEFINED 1 10,000
SANMINA CORPORATION COMMON 800907107 37,096 581,900 SH DEFINED 1 581,900
SANMINA CORPORATION COMMON 800907107 115,579 1,813,000 SH DEFINED 1, 2 1,813,000
SANMINA CORPORATION COMMON 800907107 2,869 45,000 SH DEFINED 1, 3 45,000
SANMINA CORPORATION COMMON 800907107 956 15,000 SH DEFINED 2 15,000
SANMINA CORPORATION COMMON 800907107 905 14,200 SH DEFINED 2, 4 14,200
SANMINA CORPORATION COMMON 800907107 32 500 SH DEFINED 2, 6 500
SANTA FE ENERGY RESOURCES, INC. COMMON 802012104 585 80,000 SH DEFINED 1 80,000
SANTA FE ENERGY RESOURCES, INC. COMMON 802012104 12,797 1,750,000 SH DEFINED 1, 2 1,750,000
SANTA FE ENERGY RESOURCES, INC. COMMON 802012104 167 22,800 SH DEFINED 2 22,800
SANTA FE ENERGY RESOURCES, INC. COMMON 802012104 29 4,000 SH DEFINED 2, 4 4,000
SANTA FE INTERNATIONAL CORP COMMON G7805C108 3,233 173,000 SH DEFINED 1 173,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SAPIENT CORPORATION COMMON 803062108 7,159 100,300 SH DEFINED 1 100,300
SAPIENT CORPORATION COMMON 803062108 121 1,700 SH DEFINED 1, 5 1,700
SAPIENT CORPORATION COMMON 803062108 121 1,700 SH DEFINED 2, 4 1,700
SAPIENT CORPORATION COMMON 803062108 14 200 SH DEFINED 2, 6 200
SAVILLE SYSTEMS IRELAND ADR COMMON 805174109 5,408 441,456 SH DEFINED 1, 7 441,456
SAWTEK, INC. COMMON 805468105 13,692 405,700 SH DEFINED 1 405,700
SAWTEK, INC. COMMON 805468105 111 3,300 SH DEFINED 2, 4 3,300
SAWTEK, INC. COMMON 805468105 14 400 SH DEFINED 2, 6 400
SBC COMMUNICATIONS INC COMMON 78387G103 181,951 3,861,034 SH DEFINED 1 3,861,034
SBC COMMUNICATIONS INC COMMON 78387G103 58,906 1,250,000 SH DEFINED 1, 2 1,250,000
SCANSOURCE INC COMMON 806037107 3,941 220,500 SH DEFINED 1 220,500
SCANSOURCE INC COMMON 806037107 50 2,800 SH DEFINED 2, 4 2,800
SCANSOURCE INC COMMON 806037107 7 400 SH DEFINED 2, 6 400
SCHERING-PLOUGH COMMON 806605101 69,615 1,258,580 SH DEFINED 1 1,258,580
SCHERING-PLOUGH COMMON 806605101 66,375 1,200,000 SH DEFINED 1, 2 1,200,000
SCHERING-PLOUGH COMMON 806605101 8,585 155,200 SH DEFINED 1, 3 155,200
SCHERING-PLOUGH COMMON 806605101 14,636 264,600 SH DEFINED 1, 5 264,600
SCHERING-PLOUGH COMMON 806605101 415 7,500 SH DEFINED 2, 4 7,500
SCHLUMBERGER LTD COMMON 806857108 32,507 540,100 SH DEFINED 1 540,100
SCHLUMBERGER LTD COMMON 806857108 36,113 600,000 SH DEFINED 1, 2 600,000
SCHOLASTIC CORP COMMON 807066105 5,880 120,300 SH DEFINED 1 120,300
SCHOOL SPECIALITY INC. COMMON 807863105 5,665 289,602 SH DEFINED 1 289,602
SCHWAB (CHARLES) CORP COMMON 808513105 22,844 237,650 SH DEFINED 1 237,650
SCHWAB (CHARLES) CORP COMMON 808513105 254,731 2,650,000 SH DEFINED 1, 2 2,650,000
SCHWAB (CHARLES) CORP COMMON 808513105 33,644 350,000 SH DEFINED 1, 3 350,000
SCHWAB (CHARLES) CORP COMMON 808513105 5,864 61,000 SH DEFINED 2 61,000
SCHWAB (CHARLES) CORP COMMON 808513105 745 7,750 SH DEFINED 2, 4 7,750
SCI SYSTEMS INC COMMON 783890106 6,212 209,700 SH DEFINED 1 209,700
SCIENTIFIC ATLANTA COMMON 808655104 2,717 99,700 SH DEFINED 1 99,700
SCIENTIFIC ATLANTA COMMON 808655104 54,500 2,000,000 SH DEFINED 1, 2 2,000,000
SCIENTIFIC ATLANTA COMMON 808655104 981 36,000 SH DEFINED 2 36,000
SCIENTIFIC ATLANTA COMMON 808655104 185 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>
SCIOS INC. COMMON 808905103 353 38,900 SH DEFINED 1 38,900
SCOTTISH ANNUITY & LIFE HOLDINGS COMMON G7885T104 3,436 352,400 SH DEFINED 1 352,400
SCOTTISH POWER PLC ADR COMMON 81013T705 880 25,000 SH DEFINED 1, 5 25,000
SDL INC COMMON 784076101 29,993 330,500 SH DEFINED 1 330,500
SDL INC COMMON 784076101 54 600 SH DEFINED 2, 6 600
SEACOR SMIT INC COMMON 811904101 301 5,600 SH DEFINED 1, 5 5,600
SEAGATE TECHNOLOGY COMMON 811804103 2,058 69,600 SH DEFINED 1 69,600
SEAGATE TECHNOLOGY COMMON 811804103 29,563 1,000,000 SH DEFINED 1, 2 1,000,000
SEAGATE TECHNOLOGY COMMON 811804103 529 17,900 SH DEFINED 2 17,900
SEAGATE TECHNOLOGY COMMON 811804103 106 3,600 SH DEFINED 2, 4 3,600
SEAGULL ENERGY CORP COMMON 812007102 34 5,000 SH DEFINED 1 5,000
SEALED AIR CORP COMMON 81211K100 467 9,500 SH DEFINED 1 9,500
SECURE COMPUTING CORPORATION COMMON 813705100 6,304 600,400 SH DEFINED 1 600,400
SECURE COMPUTING CORPORATION COMMON 813705100 62 5,900 SH DEFINED 2, 4 5,900
SECURE COMPUTING CORPORATION COMMON 813705100 7 700 SH DEFINED 2, 6 700
SEI CORP. COMMON 784117103 18,093 195,600 SH DEFINED 1 195,600
SEI CORP. COMMON 784117103 185 2,000 SH DEFINED 2, 4 2,000
SEI CORP. COMMON 784117103 28 300 SH DEFINED 2, 6 300
SELECT APPOINTMENTS HOLDINGS ADR COMMON 81617E203 10,686 400,400 SH DEFINED 1 400,400
SELECT APPOINTMENTS HOLDINGS ADR COMMON 81617E203 176 6,600 SH DEFINED 2, 4 6,600
SELECT APPOINTMENTS HOLDINGS ADR COMMON 81617E203 21 800 SH DEFINED 2, 6 800
SELECT COMFORT CORPORATION COMMON 81616X103 3,518 126,200 SH DEFINED 1 126,200
SEMTECH CORP COMMON 816850101 13,882 435,500 SH DEFINED 1 435,500
SEMTECH CORP COMMON 816850101 175 5,500 SH DEFINED 2, 4 5,500
SEMTECH CORP COMMON 816850101 22 700 SH DEFINED 2, 6 700
SENSORMATIC ELECTRONICS 144A COMMON 817265606 42 4,392 SH DEFINED 1 4,392
SEQU CORP - CLASS A COMMON 817320104 276 5,500 SH DEFINED 1, 5 5,500
SERENA SOFTWARE INC. COMMON 817492101 3,165 226,100 SH DEFINED 1 226,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SEROLOGICALS CORPORATION COMMON 817523103 4,687 345,600 SH DEFINED 1 345,600
SEROLOGICALS CORPORATION COMMON 817523103 38 2,800 SH DEFINED 2, 4 2,800
SEROLOGICALS CORPORATION COMMON 817523103 5 400 SH DEFINED 2, 6 400
SERVICE CORP. INTERNATIONAL COMMON 817565104 7,282 511,000 SH DEFINED 1, 7 511,000
SERVICE EXPERTS INC COMMON 817567100 2,468 182,800 SH DEFINED 1 182,800
SF HOLDINGS GROUP - CLASS C COMMON 784141103 58 15,540 SH DEFINED 1 15,540
SF HOLDINGS PFD PREFERRED 784141400 101 28 SH DEFINED 1 28
SF HOLDINGS PFD PREFERRED 784141806 1,512 420 SH DEFINED 1 420
SFX ENTERTAINMENT - CLASS A W/I COMMON 784178105 36,826 570,400 SH DEFINED 1 570,400
SFX ENTERTAINMENT - CLASS A W/I COMMON 784178105 3,667 56,800 SH DEFINED 1, 2 56,800
SFX ENTERTAINMENT - CLASS A W/I COMMON 784178105 368 5,700 SH DEFINED 2, 4 5,700
SFX ENTERTAINMENT - CLASS A W/I COMMON 784178105 52 800 SH DEFINED 2, 6 800
SHANGHAI IND INV TR CVT 144A CONVERT 81943BAA3 3,938 5,000,000 PRN DEFINED 1 5,000,000
SHARED MEDICAL SYSTEMS CORP. COMMON 819486101 4,733 85,000 SH DEFINED 1 85,000
SHAW INDUSTRIES, INC. COMMON 820286102 1,434 77,500 SH DEFINED 1 77,500
SHAW INDUSTRIES, INC. COMMON 820286102 32,375 1,750,000 SH DEFINED 1, 2 1,750,000
SHAW INDUSTRIES, INC. COMMON 820286102 6,438 348,000 SH DEFINED 1, 3 348,000
SHAW INDUSTRIES, INC. COMMON 820286102 712 38,500 SH DEFINED 2 38,500
SHAW INDUSTRIES, INC. COMMON 820286102 126 6,800 SH DEFINED 2, 4 6,800
SHELL TRANSPORT &
TRADING-SPON. ADR COMMON 822703609 1,828 45,000 SH DEFINED 1, 5 45,000
SHERWIN WILLIAMS CO COMMON 824348106 12,656 450,000 SH DEFINED 1, 3 450,000
SHERWIN WILLIAMS CO COMMON 824348106 8,730 310,400 SH DEFINED 1, 5 310,400
SHOPKO STORES INC. COMMON 824911101 460 15,400 SH DEFINED 1, 5 15,400
SHURGARD STORAGE CENTERS COMMON 82567D104 1,578 62,500 SH DEFINED 1, 5 62,500
SIERRA PACIFIC RESOURCES COMMON 826425100 1,731 49,200 SH DEFINED 1 49,200
SIGCORP, INC. COMMON 826912107 97 3,550 SH DEFINED 1, 5 3,550
SIGMA-ALDRICH COMMON 826552101 3,870 132,300 SH DEFINED 1 132,300
</TABLE>
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<PAGE> 95
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SIGNET GROUP PLC
- SPONSORED ADR COMMON 82668L872 1,372 60,300 SH DEFINED 1 60,300
SILICON VALLEY BANCSHARES COMMON 827064106 2,135 103,200 SH DEFINED 1 103,200
SILICON VALLEY BANCSHARES COMMON 827064106 190 9,200 SH DEFINED 1, 5 9,200
SILICON VALLEY BANCSHARES COMMON 827064106 35 1,700 SH DEFINED 2, 4 1,700
SILICON VALLEY BANCSHARES COMMON 827064106 4 200 SH DEFINED 2, 6 200
SILVERLEAF RESORTS, INC. COMMON 828395103 2,321 290,100 SH DEFINED 1 290,100
SIMON DEBARTOLO GROUP PFD PREFERRED 78462M207 179 7,000 SH DEFINED 1, 5 7,000
SIMON PROPERTY GROUP INC COMMON 828806109 4,302 156,800 SH DEFINED 1, 5 156,800
SIPEX CORPORATION COMMON 829909100 8,206 628,200 SH DEFINED 1 628,200
SIPEX CORPORATION COMMON 829909100 78 6,000 SH DEFINED 2, 4 6,000
SIPEX CORPORATION COMMON 829909100 10 800 SH DEFINED 2, 6 800
SKY NETWORK TELEVISION ADR COMMON 83080U102 99 5,400 SH DEFINED 1 5,400
SKYTEL COMMUNICATIONS INC COMMON 83087Q104 153 9,200 SH DEFINED 1, 5 9,200
SKYWEST INC. COMMON 830879102 240 8,300 SH DEFINED 1, 5 8,300
SL GREEN REALTY CORP COMMON 78440X101 2,568 136,500 SH DEFINED 1, 5 136,500
SLI INC COMMON 78442T108 7,892 375,800 SH DEFINED 1 375,800
SLI INC COMMON 78442T108 53 2,500 SH DEFINED 2, 4 2,500
SLI INC COMMON 78442T108 6 300 SH DEFINED 2, 6 300
SLM HOLDING CORPORATION COMMON 78442A109 12,302 294,650 SH DEFINED 1 294,650
SLM HOLDING CORPORATION COMMON 78442A109 41,750 1,000,000 SH DEFINED 1, 2 1,000,000
SLM HOLDING CORPORATION COMMON 78442A109 787 18,850 SH DEFINED 2 18,850
SLM HOLDING CORPORATION COMMON 78442A109 169 4,050 SH DEFINED 2, 4 4,050
SMITH CHARLES E RESIDENTIAL COMMON 832197107 3,121 101,300 SH DEFINED 1, 5 101,300
SMITH INTERNATIONAL INC. COMMON 832110100 2,711 168,500 SH DEFINED 1 168,500
SMITH INTERNATIONAL INC. COMMON 832110100 4,740 118,500 CALL DEFINED 1 118,500
SMITH INTERNATIONAL INC. COMMON 832110100 50,000 1,250,000 SH DEFINED 1, 2 1,250,000
SMITH INTERNATIONAL INC. COMMON 832110100 1,000 25,000 SH DEFINED 2 25,000
SMITH INTERNATIONAL INC. COMMON 832110100 172 4,300 SH DEFINED 2, 4 4,300
SMITHFIELD FOODS INC COMMON 832248108 104 4,600 SH DEFINED 1, 5 4,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SMITHKLINE BEECHAM PLC
ADR "A" COMMON 832378301 5,463 76,400 SH DEFINED 1 76,400
SMITHKLINE BEECHAM PLC
ADR "A" COMMON 832378301 3,003 42,000 SH DEFINED 1, 5 42,000
SNAP-ON TOOLS CORPORATION COMMON 833034101 3,625 125,000 SH DEFINED 1, 5 125,000
SNYDER COMMUNICATIONS INC COMMON 832914105 9,569 343,300 SH DEFINED 1 343,300
SNYDER COMMUNICATIONS INC COMMON 832914105 55,750 2,000,000 SH DEFINED 1, 2 2,000,000
SNYDER COMMUNICATIONS INC COMMON 832914105 4,181 150,000 SH DEFINED 1, 3 150,000
SNYDER COMMUNICATIONS INC COMMON 832914105 990 35,500 SH DEFINED 2 35,500
SNYDER COMMUNICATIONS INC COMMON 832914105 209 7,500 SH DEFINED 2, 4 7,500
SOCIETE GENERALE ADR COMMON 83364L109 6,649 173,000 SH DEFINED 1, 5 173,000
SOFTWARE AG SYSTEMS INC COMMON 834025108 377 45,000 SH DEFINED 1 45,000
SOLECTRON COMMON 834182107 79,322 1,633,400 SH DEFINED 1 1,633,400
SOLECTRON COMMON 834182107 145,688 3,000,000 SH DEFINED 1, 2 3,000,000
SOLECTRON COMMON 834182107 19,425 400,000 SH DEFINED 1, 3 400,000
SOLECTRON COMMON 834182107 2,525 52,000 SH DEFINED 2 52,000
SOLECTRON COMMON 834182107 490 10,100 SH DEFINED 2, 4 10,100
SOLUTIA INC COMMON 834376105 721 41,500 SH DEFINED 1 41,500
SONAT INC. COMMON 835415100 768 25,600 SH DEFINED 1 25,600
SONIC AUTOMOTIVE COMMON 83545G102 1,262 81,400 SH DEFINED 1 81,400
SONIC CORP COMMON 835451105 11,607 430,900 SH DEFINED 1 430,900
SONIC CORP COMMON 835451105 145 5,400 SH DEFINED 2, 4 5,400
SONIC CORP COMMON 835451105 20 750 SH DEFINED 2, 6 750
SOUTHDOWN INC. COMMON 841297104 2,109 39,275 SH DEFINED 1 39,275
SOUTHERN CO COMMON 842587107 3,301 141,600 SH DEFINED 1 141,600
SOUTHERN CO COMMON 842587107 2,331 100,000 SH DEFINED 1, 5 100,000
SOUTHERN CO COMMON 842587107 13,055 560,000 SH DEFINED 1, 7 560,000
SOUTHWEST AIRLINES CO. COMMON 844741108 3,004 99,300 SH DEFINED 1 99,300
SOUTHWEST AIRLINES CO. COMMON 844741108 45,375 1,500,000 SH DEFINED 1, 2 1,500,000
SOUTHWEST AIRLINES CO. COMMON 844741108 10,430 344,800 SH DEFINED 1, 5 344,800
SOUTHWEST AIRLINES CO. COMMON 844741108 862 28,500 SH DEFINED 2 28,500
SOUTHWEST AIRLINES CO. COMMON 844741108 154 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>
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 6,162 500,500 SH DEFINED 1 500,500
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 99 8,000 SH DEFINED 2, 4 8,000
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 14 1,100 SH DEFINED 2, 6 1,100
SOUTHWEST SECURITES GROUP COMMON 845224104 2,119 75,000 SH DEFINED 1 75,000
SPARTECH CORP COMMON 847220209 4,358 211,300 SH DEFINED 1 211,300
SPARTECH CORP COMMON 847220209 72 3,500 SH DEFINED 2, 4 3,500
SPARTECH CORP COMMON 847220209 10 500 SH DEFINED 2, 6 500
SPEEDWAY MOTORSPORTS INC COMMON 847788106 4,785 116,000 SH DEFINED 1 116,000
SPEEDWAY MOTORSPORTS INC COMMON 847788106 16,500 400,000 SH DEFINED 1, 2 400,000
SPEEDWAY MOTORSPORTS INC COMMON 847788106 301 7,300 SH DEFINED 2 7,300
SPEEDWAY MOTORSPORTS INC COMMON 847788106 136 3,300 SH DEFINED 2, 4 3,300
SPEEDWAY MOTORSPORTS INC COMMON 847788106 8 200 SH DEFINED 2, 6 200
SPIEGEL CLASS 'A' COMMON 848457107 1,696 276,900 SH DEFINED 1 276,900
SPIROS DEVELOPMENT CORP. COMMON 848935201 502 59,000 SH DEFINED 1 59,000
SPORTS CLUB COMPANY INC COMMON 84917P100 774 152,800 SH DEFINED 1 152,800
SPORTSLINE USA 144A CVT CONVERT 848934AA3 2,768 3,005,000 PRN DEFINED 1 3,005,000
SPRINGS INDUSTRIES INC
- CLASS A COMMON 851783100 263 9,700 SH DEFINED 1, 5 9,700
SPX CORP. COMMON 784635104 1,271 25,200 SH DEFINED 1 25,200
SPX CORP. COMMON 784635104 25,219 500,000 SH DEFINED 1, 2 500,000
SPX CORP. COMMON 784635104 2,018 40,000 SH DEFINED 1, 3 40,000
SPX CORP. COMMON 784635104 504 10,000 SH DEFINED 2 10,000
SPX CORP. COMMON 784635104 71 1,400 SH DEFINED 2, 4 1,400
SPYGLASS, INC. COMMON 852192103 108 12,000 SH DEFINED 1 12,000
ST GEORGE BANK CVT PFD
144A 9% CONVERT 78954R102 4,725 100,000 SH DEFINED 1 100,000
ST PAUL COMPANIES COMMON 792860108 3,976 128,000 SH DEFINED 1, 7 128,000
STAFFMARK INC COMMON 852389105 87 11,100 SH DEFINED 1, 5 11,100
STANDARD PACIFIC CORP COMMON 85375C101 322 25,000 SH DEFINED 1, 5 25,000
STANDARD PRODUCTS CO COMMON 853836104 185 11,400 SH DEFINED 1, 5 11,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STAPLES INC. COMMON 855030102 64,754 1,969,691 SH DEFINED 1 1,969,691
STAPLES INC. COMMON 855030102 297,519 9,050,000 SH DEFINED 1, 2 9,050,000
STAPLES INC. COMMON 855030102 24,410 742,500 SH DEFINED 1, 3 742,500
STAPLES INC. COMMON 855030102 4,429 134,737 SH DEFINED 2 134,737
STAPLES INC. COMMON 855030102 1,478 44,950 SH DEFINED 2, 4 44,950
STARBUCKS CORP COMMON 855244109 8,012 285,500 SH DEFINED 1 285,500
STARBUCKS CORP COMMON 855244109 56,647 2,018,600 SH DEFINED 1, 2 2,018,600
STARBUCKS CORP COMMON 855244109 2,526 90,000 SH DEFINED 1, 3 90,000
STARBUCKS CORP COMMON 855244109 1,033 36,800 SH DEFINED 2 36,800
STARBUCKS CORP COMMON 855244109 185 6,600 SH DEFINED 2, 4 6,600
STARWOOD HOTELS & RESORTS COMMON 85590A203 4,318 151,183 SH DEFINED 1 151,183
STARWOOD HOTELS & RESORTS COMMON 85590A203 1,895 66,350 SH DEFINED 1, 5 66,350
STATE STREET BOSTON CORP COMMON 857477103 16,438 200,000 SH DEFINED 1 200,000
STATION CASINOS, INC. COMMON 857689103 3,833 300,600 SH DEFINED 1 300,600
STATION CASINOS, INC. COMMON 857689103 60 4,700 SH DEFINED 2, 4 4,700
STATION CASINOS, INC. COMMON 857689103 8 600 SH DEFINED 2, 6 600
STEIN MART INC COMMON 858375108 350 35,000 SH DEFINED 1 35,000
STEINER LEISURE LTD COMMON P8744Y102 24,582 799,400 SH DEFINED 1 799,400
STEINER LEISURE LTD COMMON P8744Y102 251 8,150 SH DEFINED 2, 4 8,150
STEINER LEISURE LTD COMMON P8744Y102 29 950 SH DEFINED 2, 6 950
STERIS CORP. COMMON 859152100 338 12,700 SH DEFINED 1 12,700
STERLING BANCSHARES INC COMMON 858907108 2,649 255,300 SH DEFINED 1 255,300
STERLING CHEMICALS WARRANTS COMMON 85916E111 150 7,500 SH DEFINED 1 7,500
STERLING COMMERCE, INC. COMMON 859205106 7,086 230,455 SH DEFINED 1 230,455
STERLING COMMERCE, INC. COMMON 859205106 15,375 500,000 SH DEFINED 1, 2 500,000
STERLING COMMERCE, INC. COMMON 859205106 292 9,485 SH DEFINED 2 9,485
STERLING COMMERCE, INC. COMMON 859205106 62 2,000 SH DEFINED 2, 4 2,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STERLING SOFTWARE INC. COMMON 859547101 8,645 364,000 SH DEFINED 1 364,000
STERLING SOFTWARE INC. COMMON 859547101 29,688 1,250,000 SH DEFINED 1, 2 1,250,000
STERLING SOFTWARE INC. COMMON 859547101 1,853 78,000 SH DEFINED 1, 3 78,000
STERLING SOFTWARE INC. COMMON 859547101 347 14,600 SH DEFINED 2 14,600
STERLING SOFTWARE INC. COMMON 859547101 183 7,700 SH DEFINED 2, 4 7,700
STERLING SOFTWARE INC. COMMON 859547101 10 400 SH DEFINED 2, 6 400
STET HELLAS TELECOMMUNICATIONS COMMON 859823106 8,849 298,690 SH DEFINED 1 298,690
STET HELLAS TELECOMMUNICATIONS COMMON 859823106 8,668 292,592 SH DEFINED 1, 7 292,592
STEWART ENTERPRISES INC.
- CLASS A COMMON 860370105 57,113 3,555,700 SH DEFINED 1 3,555,700
STEWART ENTERPRISES INC.
- CLASS A COMMON 860370105 41,763 2,600,000 SH DEFINED 1, 2 2,600,000
STEWART ENTERPRISES INC.
- CLASS A COMMON 860370105 2,827 176,000 SH DEFINED 1, 3 176,000
STEWART ENTERPRISES INC.
- CLASS A COMMON 860370105 631 39,300 SH DEFINED 2 39,300
STEWART ENTERPRISES INC.
- CLASS A COMMON 860370105 268 16,700 SH DEFINED 2, 4 16,700
STEWART ENTERPRISES INC.
- CLASS A COMMON 860370105 16 1,000 SH DEFINED 2, 6 1,000
STILLWATER MINING COMPANY COMMON 86074Q102 2,404 91,150 SH DEFINED 1 91,150
STILLWATER MINING COMPANY COMMON 86074Q102 309 11,700 SH DEFINED 1, 5 11,700
STOLT COMEX SEAWAY S.A. ADR COMMON 861567105 168 20,000 SH DEFINED 1 20,000
STOLT COMEX SEAWAY S.A. ADR COMMON 861567105 4,816 575,000 SH DEFINED 1, 2 575,000
STOLT COMEX SEAWAY S.A. ADR COMMON 861567105 75 9,000 SH DEFINED 2 9,000
STOLT COMEX SEAWAY S.A. ADR COMMON 861567105 17 2,000 SH DEFINED 2, 4 2,000
STOLT COMEX SEAWAY S.A. COMMON L8873E103 387 40,250 SH DEFINED 1 40,250
STOLT COMEX SEAWAY S.A. COMMON L8873E103 11,069 1,150,000 SH DEFINED 1, 2 1,150,000
STOLT COMEX SEAWAY S.A. COMMON L8873E103 173 18,000 SH DEFINED 2 18,000
STOLT COMEX SEAWAY S.A. COMMON L8873E103 39 4,000 SH DEFINED 2, 4 4,000
STONE & WEBSTER, INC. COMMON 861572105 291 12,700 SH DEFINED 1, 5 12,700
STONE ENERGY CORP COMMON 861642106 4,970 155,300 SH DEFINED 1 155,300
STONE ENERGY CORP COMMON 861642106 74 2,300 SH DEFINED 2, 4 2,300
STONE ENERGY CORP COMMON 861642106 10 300 SH DEFINED 2, 6 300
STONERIDGE COMMON 86183P102 3,495 251,900 SH DEFINED 1 251,900
STRAYER EDUCATION INC COMMON 863236105 22,774 615,500 SH DEFINED 1 615,500
STRAYER EDUCATION INC COMMON 863236105 215 5,800 SH DEFINED 2, 4 5,800
STRAYER EDUCATION INC COMMON 863236105 30 800 SH DEFINED 2, 6 800
STRUCTURAL DYNAMICS RESEARCH COMMON 863555108 8,117 425,800 SH DEFINED 1 425,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUIZA FOODS CORP COMMON 865077101 3,881 115,200 SH DEFINED 1 115,200
SUN INC. COMMON 86764P109 9,737 270,000 SH DEFINED 1, 3 270,000
SUN INTERNATIONAL HOTELS LTD. COMMON P8797T133 230 7,000 SH DEFINED 1 7,000
SUN MICROSYSTEMS, INC. COMMON 866810104 344,170 2,754,735 SH DEFINED 1 2,754,735
SUN MICROSYSTEMS, INC. COMMON 866810104 284,233 2,275,000 SH DEFINED 1, 2 2,275,000
SUN MICROSYSTEMS, INC. COMMON 866810104 9,370 75,000 SH DEFINED 1, 3 75,000
SUN MICROSYSTEMS, INC. COMMON 866810104 7,159 57,300 SH DEFINED 1, 5 57,300
SUN MICROSYSTEMS, INC. COMMON 866810104 1,162 9,300 SH DEFINED 2, 4 9,300
SUNDSTRAND CORP COMMON 867323107 12,858 185,000 SH DEFINED 1, 3 185,000
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 155,540 3,888,500 SH DEFINED 1 3,888,500
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 80,000 2,000,000 SH DEFINED 1, 2 2,000,000
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 3,960 99,000 SH DEFINED 1, 3 99,000
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 1,516 37,900 SH DEFINED 2 37,900
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 564 14,100 SH DEFINED 2, 4 14,100
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 40 1,000 SH DEFINED 2, 6 1,000
SUNRISE ASSISTED LIVING, INC. COMMON 86768K106 21,993 482,700 SH DEFINED 1 482,700
SUNSTONE HOTEL INVESTORS, INC. COMMON 867933103 1,552 215,900 SH DEFINED 1, 5 215,900
SUPERIOR CONSULTANT HOLDINGS COMMON 868146101 29,392 861,300 SH DEFINED 1 861,300
SUPERIOR CONSULTANT HOLDINGS COMMON 868146101 253 7,400 SH DEFINED 2, 4 7,400
SUPERIOR CONSULTANT HOLDINGS COMMON 868146101 24 700 SH DEFINED 2, 6 700
SUPERIOR SERVICES INC COMMON 868316100 4,171 210,500 SH DEFINED 1 210,500
SUPERIOR TELECOM INC. COMMON 868365107 9,230 488,981 SH DEFINED 1 488,981
SUPERIOR TELECOM INC. COMMON 868365107 94 5,000 SH DEFINED 1, 5 5,000
SUPERMERCADOS UNIMARC
S.A. SP ADR COMMON 868453101 692 226,100 SH DEFINED 1, 7 226,100
SUPERVALU INC COMMON 868536103 7,050 341,800 SH DEFINED 1, 3 341,800
SUPERVALU INC COMMON 868536103 9,529 462,000 SH DEFINED 1, 5 462,000
SURGUTNEFTEGAZ- SPONSORED ADR COMMON 46625F104 1,944 309,685 SH DEFINED 1, 7 309,685
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SWIFT TRANSPORTATION COMMON 870756103 9,765 377,400 SH DEFINED 1 377,400
SWIFT TRANSPORTATION COMMON 870756103 180 6,950 SH DEFINED 2, 4 6,950
SWIFT TRANSPORTATION COMMON 870756103 23 900 SH DEFINED 2, 6 900
SYBRON INTERNATIONAL CORP. COMMON 87114F106 36,473 1,458,900 SH DEFINED 1 1,458,900
SYBRON INTERNATIONAL CORP. COMMON 87114F106 31,250 1,250,000 SH DEFINED 1, 2 1,250,000
SYBRON INTERNATIONAL CORP. COMMON 87114F106 560 22,400 SH DEFINED 2 22,400
SYBRON INTERNATIONAL CORP. COMMON 87114F106 308 12,300 SH DEFINED 2, 4 12,300
SYBRON INTERNATIONAL CORP. COMMON 87114F106 30 1,200 SH DEFINED 2, 6 1,200
SYKES ENTERPRISES, INC. COMMON 871237103 6,863 212,400 SH DEFINED 1 212,400
SYLVAN LEARNING SYSTEMS INC COMMON 871399101 10,975 400,900 SH DEFINED 1 400,900
SYLVAN LEARNING SYSTEMS INC COMMON 871399101 307 11,200 SH DEFINED 1, 5 11,200
SYLVAN LEARNING SYSTEMS INC COMMON 871399101 104 3,800 SH DEFINED 2, 4 3,800
SYLVAN LEARNING SYSTEMS INC COMMON 871399101 14 500 SH DEFINED 2, 6 500
SYMANTEC CORPORATION COMMON 871503108 4,416 260,700 SH DEFINED 1 260,700
SYMBOL TECHNOLOGIES INC. COMMON 871508107 9,938 220,850 SH DEFINED 1 220,850
SYMBOL TECHNOLOGIES INC. COMMON 871508107 104,499 2,322,200 SH DEFINED 1, 2 2,322,200
SYMBOL TECHNOLOGIES INC. COMMON 871508107 4,437 98,600 SH DEFINED 1, 3 98,600
SYMBOL TECHNOLOGIES INC. COMMON 871508107 1,386 30,800 SH DEFINED 2 30,800
SYMBOL TECHNOLOGIES INC. COMMON 871508107 475 10,550 SH DEFINED 2, 4 10,550
SYMBOL TECHNOLOGIES INC. COMMON 871508107 14 300 SH DEFINED 2, 6 300
SYNCOR INTL CORP-DEL COMMON 87157J106 4,298 154,200 SH DEFINED 1 154,200
SYNCOR INTL CORP-DEL COMMON 87157J106 75 2,700 SH DEFINED 2, 4 2,700
SYNCOR INTL CORP-DEL COMMON 87157J106 8 300 SH DEFINED 2, 6 300
SYNOPSYS INC. COMMON 871607107 9,943 184,984 SH DEFINED 1 184,984
SYNOPSYS INC. COMMON 871607107 80,625 1,500,000 SH DEFINED 1, 2 1,500,000
SYNOPSYS INC. COMMON 871607107 1,306 24,300 SH DEFINED 2 24,300
SYNOPSYS INC. COMMON 871607107 274 5,100 SH DEFINED 2, 4 5,100
SYSCO CORP COMMON 871829107 1,760 66,900 SH DEFINED 1 66,900
SYSCO CORP COMMON 871829107 39,979 1,519,400 SH DEFINED 1, 2 1,519,400
SYSCO CORP COMMON 871829107 176 6,700 SH DEFINED 2, 4 6,700
T.ROWE PRICE ASSOCIATES, INC. COMMON 741477103 3,781 110,000 SH DEFINED 1 110,000
T.ROWE PRICE ASSOCIATES, INC. COMMON 741477103 74,202 2,158,600 SH DEFINED 1, 2 2,158,600
T.ROWE PRICE ASSOCIATES, INC. COMMON 741477103 1,719 50,000 SH DEFINED 2 50,000
T.ROWE PRICE ASSOCIATES, INC. COMMON 741477103 251 7,300 SH DEFINED 2, 4 7,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TACO CABANA - CLASS A COMMON 873425102 2,291 260,000 SH DEFINED 1 260,000
TANDY CORP. COMMON 875382103 619 9,700 SH DEFINED 1 9,700
TANDY CORP. COMMON 875382103 13,050 204,500 SH DEFINED 1, 2 204,500
TANDY CORP. COMMON 875382103 89 1,400 SH DEFINED 2, 4 1,400
TARRANT APPAREL GROUP COMMON 876289109 2,268 54,000 SH DEFINED 1 54,000
TCF FINANCIAL CORP COMMON 872275102 4,420 170,000 SH DEFINED 1 170,000
TCF FINANCIAL CORP COMMON 872275102 26,000 1,000,000 SH DEFINED 1, 2 1,000,000
TCF FINANCIAL CORP COMMON 872275102 432 16,600 SH DEFINED 2 16,600
TCF FINANCIAL CORP COMMON 872275102 94 3,600 SH DEFINED 2, 4 3,600
TECHNE CORP. COMMON 878377100 2,888 100,000 SH DEFINED 1 100,000
TECHNITROL INC COMMON 878555101 164 7,100 SH DEFINED 1, 5 7,100
TECO ENERGY, INC. COMMON 872375100 2,967 149,300 SH DEFINED 1 149,300
TECO ENERGY, INC. COMMON 872375100 2,057 103,500 SH DEFINED 1, 5 103,500
TEKELEC COMMON 879101103 695 95,000 SH DEFINED 1 95,000
TELE DANMARK A/S ADR COMMON 879242105 2,827 57,700 SH DEFINED 1 57,700
TELEBANC FINANCIAL
CORPORATION COMMON 87925R109 3,653 45,800 SH DEFINED 1 45,800
TELEBRAS - SPONS ADR COMMON 879287100 46 324,700 SH DEFINED 1 324,700
TELEBRAS - SPONS ADR COMMON 879287308 1,137 14,100 SH DEFINED 1 14,100
TELEBRAS - SPONS ADR COMMON 879287308 4,872 60,425 SH DEFINED 1, 7 60,425
TELECOM CORP NEW ZEALAND,
A.D.S. COMMON 879278208 1,482 38,000 SH DEFINED 1, 7 38,000
TELECOM ITALIA SPA ADR COMMON 87927W106 6,263 60,000 SH DEFINED 1, 5 60,000
TELEFONICA DE ARGENTINA ADR COMMON 879378206 21,807 720,880 SH DEFINED 1 720,880
TELEFONICA DE ARGENTINA ADR COMMON 879378206 2,864 94,674 SH DEFINED 1, 7 94,674
TELEFONICA DE ARGENTINA ADR COMMON 879378206 73 2,400 SH DEFINED 2, 4 2,400
TELEFONICA SA ADR COMMON 879382208 3,805 29,784 SH DEFINED 1 29,784
TELEFONICA SA ADR COMMON 879382208 2,762 21,620 SH DEFINED 1, 5 21,620
</TABLE>
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<PAGE> 103
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TELEFONOS DE MEXICO COMMON 879403780 7,271 111,000 SH DEFINED 1, 5 111,000
TELEFONOS DE MEXICO COMMON 879403780 4,381 66,880 SH DEFINED 1, 7 66,880
TELEGLOBE INC COMMON 87941V100 7,381 243,500 SH DEFINED 1 243,500
TELEKOMINK INDO ADR COMMON 715684106 1,855 291,000 SH DEFINED 1, 7 291,000
TELLABS INC. COMMON 879664100 45,873 469,287 SH DEFINED 1 469,287
TELLABS INC. COMMON 879664100 10,889 111,400 SH DEFINED 1, 3 111,400
TENET HEALTHCARE CORPORATION COMMON 88033G100 1,231 65,000 SH DEFINED 1 65,000
TERADYNE INC. COMMON 880770102 26,015 476,800 SH DEFINED 1 476,800
TERADYNE INC. COMMON 880770102 133,902 2,454,100 SH DEFINED 1, 2 2,454,100
TERADYNE INC. COMMON 880770102 998 18,300 SH DEFINED 2 18,300
TERADYNE INC. COMMON 880770102 491 9,000 SH DEFINED 2, 4 9,000
TEREX CORP COMMON 880779103 268 11,100 SH DEFINED 1, 5 11,100
TESORO PETROLEUM CORP COMMON 881609101 382 34,700 SH DEFINED 1, 5 34,700
TETRA TECH INC COMMON 88162G103 13,855 657,800 SH DEFINED 1 657,800
TETRA TECH INC COMMON 88162G103 97 4,625 SH DEFINED 2, 4 4,625
TETRA TECH INC COMMON 88162G103 23 1,100 SH DEFINED 2, 6 1,100
TEVA PHARMACEUTICAL IND. ADR COMMON 881624209 2,519 53,100 SH DEFINED 1 53,100
TEXACO INC COMMON 881694103 545 9,600 SH DEFINED 1 9,600
TEXAS INSTRUMENTS INC. COMMON 882508104 46,570 469,220 SH DEFINED 1 469,220
TEXAS INSTRUMENTS INC. COMMON 882508104 129,025 1,300,000 SH DEFINED 1, 2 1,300,000
TEXAS INSTRUMENTS INC. COMMON 882508104 12,903 130,000 SH DEFINED 1, 3 130,000
TEXAS INSTRUMENTS INC. COMMON 882508104 734 7,400 SH DEFINED 2, 4 7,400
TEXAS UTILITIES CO COMMON 882848104 20,012 480,040 SH DEFINED 1 480,040
TEXAS UTILITIES CO COMMON 882848104 20,927 502,000 SH DEFINED 1, 7 502,000
TEXTRON INC. COMMON 883203101 8,488 109,700 SH DEFINED 1, 5 109,700
THE BISYS GROUP INC. COMMON 055472104 11,281 200,550 SH DEFINED 1 200,550
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
THE BUCKLE INC COMMON 118440106 15,018 667,450 SH DEFINED 1 667,450
THE BUCKLE INC COMMON 118440106 267 11,850 SH DEFINED 2, 4 11,850
THE BUCKLE INC COMMON 118440106 34 1,500 SH DEFINED 2, 6 1,500
THE FIRST YEARS INC COMMON 337610109 4,751 340,900 SH DEFINED 1 340,900
THE MACERICH COMPANY COMMON 554382101 579 25,500 SH DEFINED 1, 5 25,500
THE MEN'S WEARHOUSE COMMON 587118100 28,265 978,875 SH DEFINED 1 978,875
THE MEN'S WEARHOUSE COMMON 587118100 66,703 2,310,075 SH DEFINED 1, 2 2,310,075
THE MEN'S WEARHOUSE COMMON 587118100 1,255 43,475 SH DEFINED 2 43,475
THE MEN'S WEARHOUSE COMMON 587118100 507 17,550 SH DEFINED 2, 4 17,550
THE MEN'S WEARHOUSE COMMON 587118100 45 1,550 SH DEFINED 2, 6 1,550
THERAGENICS CORP COMMON 883375107 169 24,200 SH DEFINED 1, 5 24,200
THQ INC. COMMON 872443403 2,038 100,000 SH DEFINED 1 100,000
TICKETMASTER ONLINE-CITY B COMMON 88633P203 232 6,900 SH DEFINED 1 6,900
TIFFANY & CO. COMMON 886547108 1,121 15,000 SH DEFINED 1 15,000
TIFFANY & CO. COMMON 886547108 24,630 329,500 SH DEFINED 1, 2 329,500
TIFFANY & CO. COMMON 886547108 157 2,100 SH DEFINED 2, 4 2,100
TIME WARNER, INC. COMMON 887315109 694,849 9,778,000 SH DEFINED 1 9,778,000
TIME WARNER, INC. COMMON 887315109 142,125 2,000,000 SH DEFINED 1, 2 2,000,000
TIME WARNER, INC. COMMON 887315109 16,344 230,000 SH DEFINED 1, 3 230,000
TIME WARNER, INC. COMMON 887315109 682 9,600 SH DEFINED 2 9,600
TIME WARNER, INC. COMMON 887315109 924 13,000 SH DEFINED 2, 4 13,000
TJ INTERNATIONAL INC. COMMON 872534102 285 11,800 SH DEFINED 1, 5 11,800
TJX COMPANIES INC COMMON 872540109 34,983 1,028,900 SH DEFINED 1 1,028,900
TJX COMPANIES INC COMMON 872540109 125,800 3,700,000 SH DEFINED 1, 2 3,700,000
TJX COMPANIES INC COMMON 872540109 19,312 568,000 SH DEFINED 1, 3 568,000
TJX COMPANIES INC COMMON 872540109 1,935 56,900 SH DEFINED 2 56,900
TJX COMPANIES INC COMMON 872540109 347 10,200 SH DEFINED 2, 4 10,200
TLC THE LASER CENTER COMMON 872934104 2,092 65,000 SH DEFINED 1 65,000
TMP WORLDWIDE INC. COMMON 872941109 6,494 100,200 SH DEFINED 1 100,200
TMP WORLDWIDE INC. COMMON 872941109 117 1,800 SH DEFINED 2, 4 1,800
TMP WORLDWIDE INC. COMMON 872941109 19 300 SH DEFINED 2, 6 300
</TABLE>
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<PAGE> 105
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TNT POST GROUP N.V. - SP ADR COMMON 888742103 1,412 47,771 SH DEFINED 1 47,771
TOMMY HILFIGER COMMON G8915Z102 16,427 238,500 SH DEFINED 1 238,500
TOMMY HILFIGER COMMON G8915Z102 34,438 500,000 SH DEFINED 1, 2 500,000
TOMMY HILFIGER COMMON G8915Z102 654 9,500 SH DEFINED 2 9,500
TOMMY HILFIGER COMMON G8915Z102 289 4,200 SH DEFINED 2, 4 4,200
TOMMY HILFIGER COMMON G8915Z102 21 300 SH DEFINED 2, 6 300
TORCHMARK CORP COMMON 891027104 886 28,000 SH DEFINED 1 28,000
TORCHMARK CORP COMMON 891027104 18,975 600,000 SH DEFINED 1, 2 600,000
TORCHMARK CORP COMMON 891027104 1,256 39,700 SH DEFINED 1, 5 39,700
TORCHMARK CORP COMMON 891027104 380 12,000 SH DEFINED 2 12,000
TORCHMARK CORP COMMON 891027104 63 2,000 SH DEFINED 2, 4 2,000
TOSCO 5.75% CVT PFD 144A CONVERT 891491201 960 20,000 SH DEFINED 1 20,000
TOTAL S.A. - SPONSORED ADR COMMON 89151E109 1,690 27,700 SH DEFINED 1 27,700
TOTAL S.A. - SPONSORED ADR COMMON 89151E109 1,220 20,000 SH DEFINED 1, 5 20,000
TOWER AUTOMOTIVE INC COMMON 891707101 5,884 315,900 SH DEFINED 1 315,900
TOWER AUTOMOTIVE INC COMMON 891707101 91 4,900 SH DEFINED 2, 4 4,900
TOWER AUTOMOTIVE INC COMMON 891707101 11 600 SH DEFINED 2, 6 600
TOYS R US INC COMMON 892335100 374 19,900 SH DEFINED 1 19,900
TOYS R US INC COMMON 892335100 2,352 125,000 SH DEFINED 1, 5 125,000
TRAMMELL CROW CO COMMON 89288R106 4,544 245,600 SH DEFINED 1 245,600
TRANSACTION NETWORK SERVICES COMMON 893414102 1,642 100,300 SH DEFINED 1 100,300
TRANSACTION SYSTEMS
ARCHITECTS, INC COMMON 893416107 10,818 300,500 SH DEFINED 1 300,500
TRANSACTION SYSTEMS
ARCHITECTS, INC COMMON 893416107 119 3,300 SH DEFINED 2, 4 3,300
TRANSACTION SYSTEMS
ARCHITECTS, INC COMMON 893416107 14 400 SH DEFINED 2, 6 400
TRANSAMERICA CORP. COMMON 893485102 1,264 17,800 SH DEFINED 1 17,800
TRANSOCEAN OFFSHORE INC COMMON 893817106 2,034 70,600 SH DEFINED 1 70,600
TRANSOCEAN OFFSHORE INC COMMON 893817106 14,406 500,000 SH DEFINED 1, 2 500,000
TRANSOCEAN OFFSHORE INC COMMON 893817106 259 9,000 SH DEFINED 2 9,000
TRANSOCEAN OFFSHORE INC COMMON 893817106 72 2,500 SH DEFINED 2, 4 2,500
</TABLE>
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<PAGE> 106
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRANSWITCH CORP COMMON 894065101 19,915 440,100 SH DEFINED 1 440,100
TRANSWITCH CORP COMMON 894065101 235 5,200 SH DEFINED 1, 5 5,200
TRANSWITCH CORP COMMON 894065101 317 7,000 SH DEFINED 2, 4 7,000
TRANSWITCH CORP COMMON 894065101 41 900 SH DEFINED 2, 6 900
TRAVEL SERVICES
INTERNATIONAL INC COMMON 894169101 2,736 260,600 SH DEFINED 1 260,600
TRAVELERS PROPERTY CASUALTY COMMON 893939108 6,113 171,000 SH DEFINED 1 171,000
TREDEGAR INDUSTRIES, INC. COMMON 894650100 518 16,750 SH DEFINED 1, 5 16,750
TRICON GLOBAL RESTAURANTS COMMON 895953107 6,147 87,500 SH DEFINED 1 87,500
TRICON GLOBAL RESTAURANTS COMMON 895953107 77,275 1,100,000 SH DEFINED 1, 2 1,100,000
TRICON GLOBAL RESTAURANTS COMMON 895953107 4,566 65,000 SH DEFINED 1, 3 65,000
TRICON GLOBAL RESTAURANTS COMMON 895953107 1,475 21,000 SH DEFINED 2 21,000
TRICON GLOBAL RESTAURANTS COMMON 895953107 246 3,500 SH DEFINED 2, 4 3,500
TRIGON HEALTHCARE INC COMMON 89618L100 1,319 38,500 SH DEFINED 1 38,500
TRIGON HEALTHCARE INC COMMON 89618L100 25,688 750,000 SH DEFINED 1, 2 750,000
TRIGON HEALTHCARE INC COMMON 89618L100 397 11,600 SH DEFINED 2 11,600
TRIGON HEALTHCARE INC COMMON 89618L100 86 2,500 SH DEFINED 2, 4 2,500
TRINET CORPORATE REALTY TRUST COMMON 896287109 1,543 60,800 SH DEFINED 1, 5 60,800
TRISTAR AEROSPACE CO COMMON 89674L101 2,515 275,600 SH DEFINED 1 275,600
TRITON ENERGY CORP COMMON G90751101 391 49,600 SH DEFINED 1 49,600
TRUE NORTH COMMUNICATIONS COMMON 897844106 453 16,100 SH DEFINED 1, 5 16,100
TRUSTMARK CORP COMMON 898402102 8,377 425,500 SH DEFINED 1 425,500
TRUSTMARK CORP COMMON 898402102 195 9,900 SH DEFINED 1, 5 9,900
TRUSTMARK CORP COMMON 898402102 120 6,100 SH DEFINED 2, 4 6,100
TRUSTMARK CORP COMMON 898402102 14 700 SH DEFINED 2, 6 700
TUBOS DE ACERO DE
MEXICO-SP ADR COMMON 898592506 4,876 541,800 SH DEFINED 1 541,800
TUBOS DE ACERO DE
MEXICO-SP ADR COMMON 898592506 2,403 267,000 SH DEFINED 1, 7 267,000
TWEETER HOME ENTERTAINMENT
GROUP COMMON 901167106 484 15,000 SH DEFINED 1 15,000
</TABLE>
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<PAGE> 107
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TYCO INTERNATIONAL LTD COMMON 902124106 535,348 7,461,290 SH DEFINED 1 7,461,290
TYCO INTERNATIONAL LTD COMMON 902124106 218,838 3,050,000 SH DEFINED 1, 2 3,050,000
TYCO INTERNATIONAL LTD COMMON 902124106 7,175 100,000 SH DEFINED 1, 3 100,000
TYCO INTERNATIONAL LTD COMMON 902124106 452 6,300 SH DEFINED 2, 4 6,300
TYCO INTERNATIONAL LTD COMMON 902124106 194 2,700 SH DEFINED 2, 6 2,700
U S FILTER CORP 4.5 12/15/01 CONVERT 911843AF7 1,845 1,872,000 PRN DEFINED 1, 8 1,872,000
U.S. FOODSERVICE COMMON 90331R101 10,521 226,250 SH DEFINED 1 226,250
U.S. FOODSERVICE COMMON 90331R101 34,875 750,000 SH DEFINED 1, 2 750,000
U.S. FOODSERVICE COMMON 90331R101 651 14,000 SH DEFINED 2 14,000
U.S. FOODSERVICE COMMON 90331R101 121 2,600 SH DEFINED 2, 4 2,600
U.S. HOME CORPORATION COMMON 911920106 238 7,300 SH DEFINED 1, 5 7,300
UNIBANCO GDR COMMON 90458E107 2,871 149,130 SH DEFINED 1, 7 149,130
UNICAPITAL CORPORATION COMMON 90459D108 1,845 289,400 SH DEFINED 1 289,400
UNICOM CORP HOLDING CO. COMMON 904911104 1,514 41,400 SH DEFINED 1 41,400
UNIFI INC COMMON 904677101 2,550 200,000 SH DEFINED 1, 5 200,000
UNIGRAPHICS SOLUTIONS INC COMMON 904928108 2,852 160,700 SH DEFINED 1 160,700
UNILEVER NV ADR COMMON 904784501 10,962 165,000 SH DEFINED 1, 5 165,000
UNION PACIFIC RESOURCES GROUP COMMON 907834105 2,377 200,200 SH DEFINED 1 200,200
UNIONBANCAL CORPORATION COMMON 908906100 1,380 40,500 SH DEFINED 1 40,500
UNIPHASE CORP COMMON 909149106 72,943 633,600 SH DEFINED 1 633,600
UNIPHASE CORP COMMON 909149106 86,344 750,000 SH DEFINED 1, 2 750,000
UNIPHASE CORP COMMON 909149106 25,328 220,000 SH DEFINED 1, 3 220,000
UNIPHASE CORP COMMON 909149106 2,533 22,000 SH DEFINED 2 22,000
UNIPHASE CORP COMMON 909149106 656 5,700 SH DEFINED 2, 4 5,700
UNIPHASE CORP COMMON 909149106 46 400 SH DEFINED 2, 6 400
UNISYS CORP COMMON 909214108 414,565 14,973,000 SH DEFINED 1 14,973,000
UNISYS CORP COMMON 909214108 154,358 5,575,000 SH DEFINED 1, 2 5,575,000
UNISYS CORP COMMON 909214108 12,459 450,000 SH DEFINED 1, 3 450,000
UNISYS CORP COMMON 909214108 388 14,000 SH DEFINED 2 14,000
UNISYS CORP COMMON 909214108 833 30,100 SH DEFINED 2, 4 30,100
</TABLE>
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<PAGE> 108
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNITED HEALTHCARE CORPORATION COMMON 910581107 12,035 228,700 SH DEFINED 1 228,700
UNITED INTERNATIONAL
HOLDINGS INC. COMMON 910734102 19,929 458,149 SH DEFINED 1 458,149
UNITED MEXICAN STATES WARRANTS COMMON 593048119 154 4,033 SH DEFINED 1, 7 4,033
UNITED MEXICAN STATES WARRANTS COMMON 593048119 108 2,842 SH DEFINED 1, 8 2,842
UNITED NATURAL FOODS INC COMMON 911163103 8,198 350,700 SH DEFINED 1 350,700
UNITED NATURAL FOODS INC COMMON 911163103 61 2,600 SH DEFINED 2, 4 2,600
UNITED NATURAL FOODS INC COMMON 911163103 9 400 SH DEFINED 2, 6 400
UNITED PAN-EUROPE ADR COMMON 911300200 77 2,000 SH DEFINED 1 2,000
UNITED RENTALS 6.5% 144A
CVT PFD CONVERT 91136H207 5,362 120,500 SH DEFINED 1 120,500
UNITED RENTALS, INC. COMMON 911363109 536 18,800 SH DEFINED 1 18,800
UNITED STATES FILTER CORP. COMMON 911843209 5,071 165,585 SH DEFINED 1 165,585
UNITED STATIONERS, INC. COMMON 913004107 149 9,800 SH DEFINED 1, 5 9,800
UNITED TECHNOLOGIES CORP. COMMON 913017109 54,349 401,285 SH DEFINED 1 401,285
UNITED TECHNOLOGIES CORP. COMMON 913017109 145,595 1,075,000 SH DEFINED 1, 2 1,075,000
UNITED TECHNOLOGIES CORP. COMMON 913017109 21,399 158,000 SH DEFINED 1, 3 158,000
UNITED TECHNOLOGIES CORP. COMMON 913017109 555 4,100 SH DEFINED 2, 4 4,100
UNITRODE CORP COMMON 913283107 10,303 726,200 SH DEFINED 1 726,200
UNITRODE CORP COMMON 913283107 126 8,900 SH DEFINED 2, 4 8,900
UNITRODE CORP COMMON 913283107 16 1,100 SH DEFINED 2, 6 1,100
UNIVERSAL CORPORATION COMMON 913456109 297 11,600 SH DEFINED 1, 5 11,600
UNIVERSAL FOODS CORP COMMON 913538104 1,755 85,100 SH DEFINED 1 85,100
UNIVERSAL HEALTH SERVICES COMMON 913903100 20,405 471,800 SH DEFINED 1 471,800
UNIVERSAL HEALTH SERVICES COMMON 913903100 75,688 1,750,000 SH DEFINED 1, 2 1,750,000
UNIVERSAL HEALTH SERVICES COMMON 913903100 3,335 77,100 SH DEFINED 1, 3 77,100
UNIVERSAL HEALTH SERVICES COMMON 913903100 1,436 33,200 SH DEFINED 2 33,200
UNIVERSAL HEALTH SERVICES COMMON 913903100 329 7,600 SH DEFINED 2, 4 7,600
UNIVERSAL HEALTH SERVICES COMMON 913903100 13 300 SH DEFINED 2, 6 300
</TABLE>
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<PAGE> 109
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNIVISION COMMUNICATIONS INC COMMON 914906102 29,490 589,800 SH DEFINED 1 589,800
UNIVISION COMMUNICATIONS INC COMMON 914906102 73,270 1,465,400 SH DEFINED 1, 2 1,465,400
UNIVISION COMMUNICATIONS INC COMMON 914906102 1,390 27,800 SH DEFINED 2 27,800
UNIVISION COMMUNICATIONS INC COMMON 914906102 260 5,200 SH DEFINED 2, 4 5,200
US LIQUIDS INC COMMON 902974104 5,857 272,400 SH DEFINED 1 272,400
US WEST INC COMMON 91273H101 204 3,700 SH DEFINED 1 3,700
US WEST INC COMMON 91273H101 13,215 240,000 SH DEFINED 1, 3 240,000
US WEST INC COMMON 91273H101 1,652 30,000 SH DEFINED 1, 5 30,000
USA NETWORKS INC COMMON 902984103 2,493 69,600 SH DEFINED 1 69,600
USA NETWORKS INC COMMON 902984103 47,194 1,317,800 SH DEFINED 1, 2 1,317,800
USA NETWORKS INC COMMON 902984103 2,883 80,500 SH DEFINED 1, 3 80,500
USA NETWORKS INC COMMON 902984103 867 24,200 SH DEFINED 2 24,200
USA NETWORKS INC COMMON 902984103 161 4,500 SH DEFINED 2, 4 4,500
USEC INC. COMMON 90333E108 9,628 706,650 SH DEFINED 1 706,650
USG CORP COMMON 903293405 1,061 20,650 SH DEFINED 1 20,650
USG CORP COMMON 903293405 9,248 180,000 SH DEFINED 1, 3 180,000
UST CORP. COMMON 902900109 422 19,300 SH DEFINED 1 19,300
UST, INC. COMMON 902911106 1,933 74,000 SH DEFINED 1, 5 74,000
USWEB CORP COMMON 917327108 75,178 1,822,500 SH DEFINED 1 1,822,500
USWEB CORP COMMON 917327108 30,938 750,000 SH DEFINED 1, 2 750,000
USWEB CORP COMMON 917327108 6,889 167,000 SH DEFINED 1, 3 167,000
USWEB CORP COMMON 917327108 619 15,000 SH DEFINED 2 15,000
USWEB CORP COMMON 917327108 429 10,400 SH DEFINED 2, 4 10,400
USWEB CORP COMMON 917327108 41 1,000 SH DEFINED 2, 6 1,000
VALASSIS COMMUNICATIONS INC. COMMON 918866104 12,663 244,700 SH DEFINED 1 244,700
VALASSIS COMMUNICATIONS INC. COMMON 918866104 38,813 750,000 SH DEFINED 1, 2 750,000
VALASSIS COMMUNICATIONS INC. COMMON 918866104 637 12,300 SH DEFINED 2 12,300
VALASSIS COMMUNICATIONS INC. COMMON 918866104 290 5,600 SH DEFINED 2, 4 5,600
VALASSIS COMMUNICATIONS INC. COMMON 918866104 26 500 SH DEFINED 2, 6 500
VARCO INTERNATONAL INC COMMON 922126107 1,558 140,000 SH DEFINED 1 140,000
VARCO INTERNATONAL INC COMMON 922126107 35,878 3,225,000 SH DEFINED 1, 2 3,225,000
VARCO INTERNATONAL INC COMMON 922126107 633 56,900 SH DEFINED 2 56,900
VARCO INTERNATONAL INC COMMON 922126107 137 12,300 SH DEFINED 2, 4 12,300
</TABLE>
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<PAGE> 110
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VARIAN ASSOCIATES, INC. COMMON 922204102 22,487 580,300 SH DEFINED 1 580,300
VENTANA MEDICAL SYSTEMS COMMON 92276H106 5,562 248,600 SH DEFINED 1 248,600
VERIO INC. COMMON 923433106 4,645 100,700 SH DEFINED 1 100,700
VERIO INC. COMMON 923433106 74 1,600 SH DEFINED 2, 4 1,600
VERIO INC. COMMON 923433106 9 200 SH DEFINED 2, 6 200
VERITAS SOFTWARE CONVERT 923436AB5 15,469 7,525,000 PRN DEFINED 1 7,525,000
VERITAS SOFTWARE CONVERT 923436AB5 30,834 15,000,000 PRN DEFINED 1, 2 15,000,000
VERITAS SOFTWARE CORP. COMMON 923436109 35,304 437,200 SH DEFINED 1 437,200
VERITAS SOFTWARE CORP. COMMON 923436109 89,608 1,109,700 SH DEFINED 1, 2 1,109,700
VERITAS SOFTWARE CORP. COMMON 923436109 8,075 100,000 SH DEFINED 1, 3 100,000
VERITAS SOFTWARE CORP. COMMON 923436109 1,696 21,000 SH DEFINED 2 21,000
VERITAS SOFTWARE CORP. COMMON 923436109 703 8,700 SH DEFINED 2, 4 8,700
VERITAS SOFTWARE CORP. COMMON 923436109 40 500 SH DEFINED 2, 6 500
VERITY, INC COMMON 92343C106 9,226 275,400 SH DEFINED 1 275,400
VERITY, INC COMMON 92343C106 107 3,200 SH DEFINED 2, 4 3,200
VERITY, INC COMMON 92343C106 13 400 SH DEFINED 2, 6 400
VERSATEL TELECOM WARRANTS COMMON 925301111 2,832 37,140 SH DEFINED 1 37,140
VERSATEL TELECOM WARRANTS COMMON 925301111 8 110 SH DEFINED 2, 4 110
VERSIGN INC COMMON 92343E102 7,715 50,100 SH DEFINED 1 50,100
VERSIGN INC COMMON 92343E102 123 800 SH DEFINED 2, 4 800
VERSIGN INC COMMON 92343E102 15 100 SH DEFINED 2, 6 100
VETERINARY CENTERS OF
AMERICA, INC. COMMON 925514101 10,246 725,400 SH DEFINED 1 725,400
VETERINARY CENTERS OF
AMERICA, INC. COMMON 925514101 121 8,600 SH DEFINED 2, 4 8,600
VETERINARY CENTERS OF
AMERICA, INC. COMMON 925514101 16 1,100 SH DEFINED 2, 6 1,100
VF CORP COMMON 918204108 9,909 210,000 SH DEFINED 1, 3 210,000
VF CORP COMMON 918204108 9,839 208,500 SH DEFINED 1, 5 208,500
VIACOM INC - CLASS B COMMON 925524308 1,385 16,500 SH DEFINED 1 16,500
VIAD CORP COMMON 92552R109 2,061 74,100 SH DEFINED 1 74,100
VIAD CORP COMMON 92552R109 40,328 1,450,000 SH DEFINED 1, 2 1,450,000
VIAD CORP COMMON 92552R109 2,781 100,000 SH DEFINED 1, 3 100,000
VIAD CORP COMMON 92552R109 695 25,000 SH DEFINED 2 25,000
VIAD CORP COMMON 92552R109 139 5,000 SH DEFINED 2, 4 5,000
</TABLE>
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<PAGE> 111
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
- ------------------------------- -------- --------- -------- ---------------------- -------- ------------ -----------------------
TITLE CUSIP VALUE SHARES / SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS NUMBER (x$1000) PRINCIPAL AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------- -------- --------- --------- ------------- --- ---- -------- ------------ --------- ------ ------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VIATEL INC 144A PFD PIK CONVERT 925529307 3,086 16,633 SH DEFINED 1 16,633
VIATEL INC. COMMON 925529208 2,423 85,000 SH DEFINED 1 85,000
VIDEOSERVER, INC. COMMON 926918103 2,522 325,400 SH DEFINED 1 325,400
VIDEOSERVER, INC. COMMON 926918103 26 3,300 SH DEFINED 2, 4 3,300
VILLAGE ROAD SHOW 6.5% PFD. CONVERT 92708R300 168 4,000 SH DEFINED 1 4,000
VISIO CORP COMMON 927914101 4,241 150,800 SH DEFINED 1 150,800
VISUAL NETWORKS INC. COMMON 928444108 15,357 410,900 SH DEFINED 1 410,900
VISUAL NETWORKS INC. COMMON 928444108 243 6,500 SH DEFINED 2, 4 6,500
VISUAL NETWORKS INC. COMMON 928444108 15 400 SH DEFINED 2, 6 400
VISX INC COMMON 92844S105 125,681 1,168,450 SH DEFINED 1 1,168,450
VISX INC COMMON 92844S105 484 4,500 SH DEFINED 1, 5 4,500
VISX INC COMMON 92844S105 581 5,400 SH DEFINED 2, 4 5,400
VISX INC COMMON 92844S105 86 800 SH DEFINED 2, 6 800
VITESSE SEMICONDUCTOR CORP COMMON 928497106 49,182 971,500 SH DEFINED 1 971,500
VITESSE SEMICONDUCTOR CORP COMMON 928497106 37,969 750,000 SH DEFINED 1, 2 750,000
VITESSE SEMICONDUCTOR CORP COMMON 928497106 5,063 100,000 SH DEFINED 1, 3 100,000
VITESSE SEMICONDUCTOR CORP COMMON 928497106 719 14,200 SH DEFINED 2 14,200
VITESSE SEMICONDUCTOR CORP COMMON 928497106 410 8,100 SH DEFINED 2, 4 8,100
VITESSE SEMICONDUCTOR CORP COMMON 928497106 41 800 SH DEFINED 2, 6 800
VITRO S.A. - SPONSORED ADR COMMON 928502301 2,275 391,400 SH DEFINED 1 391,400
VOLVO AB SWEDEN ADR COMMON 928856400 903 35,000 SH DEFINED 1, 5 35,000
VORNADO REALTY TRUST COMMON 929042109 3,895 112,900 SH DEFINED 1, 5 112,900
VULCAN MATERIALS COMPANY COMMON 929160109 4,449 107,700 SH DEFINED 1, 5 107,700
W.R. GRACE & CO COMMON 38388F108 420 34,600 SH DEFINED 1 34,600
WACHOVIA CORP. COMMON 929771103 7,307 90,000 SH DEFINED 1, 5 90,000
WACKENHUT CORRECTIONS CORP COMMON 929798106 3,478 180,100 SH DEFINED 1 180,100
WALGREEN CO COMMON 931422109 6,780 240,000 SH DEFINED 1 240,000
WALGREEN CO COMMON 931422109 28,250 1,000,000 SH DEFINED 1, 2 1,000,000
</TABLE>
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<PAGE> 112
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
- ------------------------------- -------- --------- -------- ---------------------- -------- ------------ -----------------------
TITLE CUSIP VALUE SHARES / SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS NUMBER (x$1000) PRINCIPAL AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------- -------- --------- --------- ------------- --- ---- -------- ------------ --------- ------ ------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WAL-MART STORES, INC COMMON 931142103 480,782 5,215,260 SH DEFINED 1 5,215,260
WAL-MART STORES, INC COMMON 931142103 202,665 2,198,400 SH DEFINED 1, 2 2,198,400
WAL-MART STORES, INC COMMON 931142103 11,523 125,000 SH DEFINED 1, 3 125,000
WAL-MART STORES, INC COMMON 931142103 968 10,500 SH DEFINED 1, 5 10,500
WAL-MART STORES, INC COMMON 931142103 553 6,000 SH DEFINED 2, 4 6,000
WAL-MART STORES, INC COMMON 931142103 212 2,300 SH DEFINED 2, 6 2,300
WALT DISNEY COMPANY COMMON 254687106 22 700 SH DEFINED 1 700
WARNER-LAMBERT CO. COMMON 934488107 343,642 5,191,945 SH DEFINED 1 5,191,945
WARNER-LAMBERT CO. COMMON 934488107 210,145 3,175,000 SH DEFINED 1, 2 3,175,000
WARNER-LAMBERT CO. COMMON 934488107 10,861 164,100 SH DEFINED 1, 3 164,100
WARNER-LAMBERT CO. COMMON 934488107 642 9,700 SH DEFINED 2, 4 9,700
WASHINGTON MUTUAL INC. COMMON 939322103 11,768 287,912 SH DEFINED 1 287,912
WASTE CONNECTIONS INC. COMMON 941053100 6,327 265,000 SH DEFINED 1 265,000
WASTE INDUSTRIES INC COMMON 941058109 1,391 92,700 SH DEFINED 1 92,700
WASTE MANAGEMENT INC. COMMON 94106L109 274,035 6,175,440 SH DEFINED 1 6,175,440
WASTE MANAGEMENT INC. COMMON 94106L109 110,938 2,500,000 SH DEFINED 1, 2 2,500,000
WASTE MANAGEMENT INC. COMMON 94106L109 7,669 172,825 SH DEFINED 1, 3 172,825
WASTE MANAGEMENT INC. COMMON 94106L109 4,826 108,750 SH DEFINED 1, 5 108,750
WASTE MANAGEMENT INC. COMMON 94106L109 1,974 44,477 SH DEFINED 2 44,477
WASTE MANAGEMENT INC. COMMON 94106L109 375 8,442 SH DEFINED 2, 4 8,442
WATERS CORP. COMMON 941848103 55,405 527,350 SH DEFINED 1 527,350
WATERS CORP. COMMON 941848103 47,278 450,000 SH DEFINED 1, 2 450,000
WATERS CORP. COMMON 941848103 11,137 106,000 SH DEFINED 1, 3 106,000
WATERS CORP. COMMON 941848103 841 8,000 SH DEFINED 2 8,000
WATERS CORP. COMMON 941848103 609 5,800 SH DEFINED 2, 4 5,800
WATERS CORP. COMMON 941848103 53 500 SH DEFINED 2, 6 500
WATSON PHARMACEUTICALS COMMON 942683103 75,779 1,717,360 SH DEFINED 1 1,717,360
WATSON PHARMACEUTICALS COMMON 942683103 75,013 1,700,000 SH DEFINED 1, 2 1,700,000
WATSON PHARMACEUTICALS COMMON 942683103 8,825 200,000 SH DEFINED 1, 3 200,000
WATSON PHARMACEUTICALS COMMON 942683103 693 15,700 SH DEFINED 2 15,700
WATSON PHARMACEUTICALS COMMON 942683103 353 8,000 SH DEFINED 2, 4 8,000
WBK STRYPES TRUST CVT PFD CONVERT 929229102 4,334 127,000 SH DEFINED 1 127,000
WBK STRYPES TRUST CVT PFD CONVERT 929229102 102 3,000 SH DEFINED 2, 4 3,000
</TABLE>
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<PAGE> 113
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
- ------------------------------- -------- --------- -------- ---------------------- -------- ------------ -----------------------
TITLE CUSIP VALUE SHARES / SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER OF CLASS NUMBER (x$1000) PRINCIPAL AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------- -------- --------- --------- ------------- --- ---- -------- ------------ --------- ------ ------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WEATHERFORD INTERNATIONAL COMMON 947074100 3,519 134,700 SH DEFINED 1 134,700
WEBSTER FINANCIAL CORP. COMMON 947890109 300 10,400 SH DEFINED 1, 5 10,400
WEBTRENDS CORP. COMMON 94844D104 13,951 286,900 SH DEFINED 1 286,900
WEBTRENDS CORP. COMMON 94844D104 180 3,700 SH DEFINED 2, 4 3,700
WEBTRENDS CORP. COMMON 94844D104 24 500 SH DEFINED 2, 6 500
WEEKS CORP COMMON 94856P102 705 24,700 SH DEFINED 1, 5 24,700
WELLS FARGO COMPANY COMMON 949746101 16,655 475,000 SH DEFINED 1 475,000
WERNER ENTERPRISE INC COMMON 950755108 360 22,875 SH DEFINED 1, 5 22,875
WEST PHARMACEUTICAL SERVICES COMMON 955306105 216 6,800 SH DEFINED 1, 5 6,800
WESTAMERICA BANCORPORATION COMMON 957090103 7,122 225,200 SH DEFINED 1 225,200
WESTAMERICA BANCORPORATION COMMON 957090103 114 3,600 SH DEFINED 2, 4 3,600
WESTAMERICA BANCORPORATION COMMON 957090103 16 500 SH DEFINED 2, 6 500
WESTCOAST ENERGY INC COMMON 95751D102 1,514 77,400 SH DEFINED 1 77,400
WESTVACO CORP. COMMON 961548104 3,150 150,000 SH DEFINED 1, 5 150,000
WET SEAL INC - CLASS A COMMON 961840105 21,797 591,100 SH DEFINED 1 591,100
WET SEAL INC - CLASS A COMMON 961840105 336 9,100 SH DEFINED 2, 4 9,100
WHIRLPOOL CORP COMMON 963320106 5,438 100,000 SH DEFINED 1, 5 100,000
WHITE CAP INDUSTRIES INC COMMON 963505102 2,094 190,400 SH DEFINED 1 190,400
WHITTMAN-HART, INC. COMMON 966834103 5,233 243,400 SH DEFINED 1 243,400
WHITTMAN-HART, INC. COMMON 966834103 65 3,000 SH DEFINED 2, 4 3,000
WHITTMAN-HART, INC. COMMON 966834103 11 500 SH DEFINED 2, 6 500
WILD OATS MARKETS INC COMMON 96808B107 9,056 333,850 SH DEFINED 1 333,850
WILD OATS MARKETS INC COMMON 96808B107 52 1,900 SH DEFINED 2, 4 1,900
WILD OATS MARKETS INC COMMON 96808B107 8 300 SH DEFINED 2, 6 300
WILLIAMS COS COMMON 969457100 18,364 464,900 SH DEFINED 1 464,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WILLIAMS-SONOMA INC. COMMON 969904101 6,161 218,100 SH DEFINED 1 218,100
WILLIAMS-SONOMA INC. COMMON 969904101 24,806 878,100 SH DEFINED 1, 2 878,100
WILLIAMS-SONOMA INC. COMMON 969904101 463 16,400 SH DEFINED 2 16,400
WILLIAMS-SONOMA INC. COMMON 969904101 96 3,400 SH DEFINED 2, 4 3,400
WIND RIVER SYSTEMS COMMON 973149107 8,127 456,225 SH DEFINED 1 456,225
WIND RIVER SYSTEMS COMMON 973149107 20,966 1,177,050 SH DEFINED 1, 2 1,177,050
WIND RIVER SYSTEMS COMMON 973149107 472 26,475 SH DEFINED 2 26,475
WIND RIVER SYSTEMS COMMON 973149107 171 9,600 SH DEFINED 2, 4 9,600
WIND RIVER SYSTEMS COMMON 973149107 11 600 SH DEFINED 2, 6 600
WINDMERE-DURABLE HOLDINGS COMMON 973411101 1,054 150,500 SH DEFINED 1 150,500
WINSTAR COMM. INC 7% CVT PFD CONVERT 975515875 1,606 35,000 SH DEFINED 1 35,000
WINSTAR COMMUNICATIONS COMMON 975515107 16,055 441,747 SH DEFINED 1 441,747
WIRELESS ONE WARRANTS COMMON 97652H117 0 40,800 SH DEFINED 1 40,800
WIZTEC SOLUTIONS LTD COMMON M98105105 269 15,000 SH DEFINED 1 15,000
WMX TECHNOLOGIES 2% CVT CONVERT 92929QAF4 1,497 1,555,000 PRN DEFINED 1, 8 1,555,000
WOOD BANCORP INC COMMON 978237105 730 40,000 SH DEFINED 1 40,000
WORLD AIRWAYS INC 144A CONVERT 98142HAA3 1,450 5,000,000 PRN DEFINED 1 5,000,000
WORLD COLOR PRESS, INC. COMMON 981443104 2,663 125,300 SH DEFINED 1 125,300
WSFS FINANCIAL CORP COMMON 929328102 186 12,700 SH DEFINED 1, 5 12,700
WW GRAINGER INC COMMON 384802104 3,983 92,500 SH DEFINED 1, 5 92,500
XEROX CORP. COMMON 984121103 269,010 5,040,000 SH DEFINED 1 5,040,000
XEROX CORP. COMMON 984121103 117,425 2,200,000 SH DEFINED 1, 2 2,200,000
XEROX CORP. COMMON 984121103 3,896 73,000 SH DEFINED 1, 5 73,000
XEROX CORP. COMMON 984121103 534 10,000 SH DEFINED 2, 4 10,000
XILINX INC. COMMON 983919101 34,687 855,150 SH DEFINED 1 855,150
XILINX INC. COMMON 983919101 162,250 4,000,000 SH DEFINED 1, 2 4,000,000
XILINX INC. COMMON 983919101 1,476 36,400 SH DEFINED 2 36,400
XILINX INC. COMMON 983919101 896 22,100 SH DEFINED 2, 4 22,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
XIRCOM INC. COMMON 983922105 7,862 312,900 SH DEFINED 1 312,900
XIRCOM INC. COMMON 983922105 181 7,200 SH DEFINED 1, 5 7,200
XIRCOM INC. COMMON 983922105 106 4,200 SH DEFINED 2, 4 4,200
XIRCOM INC. COMMON 983922105 13 500 SH DEFINED 2, 6 500
XL CAPITAL LTD - CLASS A COMMON G98255105 68,076 1,120,600 SH DEFINED 1 1,120,600
XOMED SURGICAL PRODUCTS INC COMMON 98412V107 18,695 476,300 SH DEFINED 1 476,300
XOMED SURGICAL PRODUCTS INC COMMON 98412V107 257 6,550 SH DEFINED 2, 4 6,550
XOMED SURGICAL PRODUCTS INC COMMON 98412V107 24 600 SH DEFINED 2, 6 600
YAHOO!, INC. COMMON 984332106 31,187 185,225 SH DEFINED 1 185,225
YAHOO!, INC. COMMON 984332106 81,662 485,000 SH DEFINED 1, 2 485,000
YAHOO!, INC. COMMON 984332106 31,991 190,000 SH DEFINED 1, 3 190,000
YAHOO!, INC. COMMON 984332106 2,088 12,400 SH DEFINED 2 12,400
YAHOO!, INC. COMMON 984332106 690 4,100 SH DEFINED 2, 4 4,100
YORK INTERNATIONAL CORP. COMMON 986670107 6,155 174,300 SH DEFINED 1, 5 174,300
YOUNG & RUBICAM INC. COMMON 987425105 13,753 337,500 SH DEFINED 1 337,500
YPF SA ADR COMMON 984245100 50,847 1,611,000 SH DEFINED 1 1,611,000
YPF SA ADR COMMON 984245100 10,760 340,900 SH DEFINED 1, 5 340,900
YPF SA ADR COMMON 984245100 4,261 135,000 SH DEFINED 1, 7 135,000
YPF SA ADR COMMON 984245100 139 4,400 SH DEFINED 2, 4 4,400
ZALE CORP COMMON 988858106 5,673 165,950 SH DEFINED 1 165,950
ZALE CORP COMMON 988858106 496 14,500 SH DEFINED 1, 5 14,500
ZENECA GROUP PLC
- SPONSORED ADR COMMON 98934D106 4,739 100,700 CALL DEFINED 1 100,700
ZENECA GROUP PLC
- SPONSORED ADR COMMON 98934D106 21,264 545,700 SH DEFINED 1 545,700
ZIFF-DAVIS INC - ZDNET COMMON 989511209 5,533 153,700 SH DEFINED 1 153,700
ZIONS BANCORPORATION COMMON 989701107 14,663 220,500 SH DEFINED 1 220,500
ZIONS BANCORPORATION COMMON 989701107 43,225 650,000 SH DEFINED 1, 2 650,000
ZIONS BANCORPORATION COMMON 989701107 805 12,100 SH DEFINED 2 12,100
ZIONS BANCORPORATION COMMON 989701107 406 6,100 SH DEFINED 2, 4 6,100
ZIONS BANCORPORATION COMMON 989701107 27 400 SH DEFINED 2, 6 400
ZOMAX OPTICAL MEDIA INC. COMMON 989929104 2,314 115,000 SH DEFINED 1 115,000
ZORAN CORP COMMON 98975F101 1,638 100,000 SH DEFINED 1 100,000
</TABLE>
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