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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 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 RELIHAN Houston, Texas 2/10/00
- -------------------------------- ---------------------------- ----------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
<PAGE> 2
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 11
Form 13F Information Table Entry Total: 2,912
Form 13F Information Table Value Total: $96,081,468
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
<TABLE>
<CAPTION>
No. Form 13F File Number Name
<S> <C> <C>
1 28-1983 A I M Advisors, Inc.
2 28-1983 A I M Capital Management, Inc.
3 28-6592 A I M Global Advisors Limited
4 28-2045 INVESCO Capital Management, Inc.
5 28-6708 A I M Funds Management Inc.
6 28- INVESCO Asset Management Limited
7 28-7306 INVESCO (NY), Inc.
8 28- INVESCO Asia Limited
9 28- INVESCO Asset Management (Japan) Limited
10 28- INVESCO Global Asset Management Limited
11 28- INVESCO Realty Advisors, Inc.
</TABLE>
<PAGE> 3
Form 13F INFORMATION TABLE
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
- -----------------------------------------------------------------------------------------------------------------------------------
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3COM CORPORATION COMMON 885535104 2,886 61,400 SH DEFINED 1 61,400
3COM CORPORATION COMMON 885535104 49,886 1,061,400 SH DEFINED 1,2 1,061,400
3COM CORPORATION COMMON 885535104 338 7,200 SH DEFINED 2,3 7,200
4FRONT TECHNOLOGIES INC COMMON 351042106 2,826 211,300 SH DEFINED 1 211,300
99 CENTS ONLY STORES COMMON 65440K106 17,517 457,956 SH DEFINED 1 457,956
99 CENTS ONLY STORES COMMON 65440K106 40 1,050 SH DEFINED 1,5 1,050
99 CENTS ONLY STORES COMMON 65440K106 513 13,400 SH DEFINED 2 13,400
99 CENTS ONLY STORES COMMON 65440K106 189 4,950 SH DEFINED 2,3 4,950
A T & T CORP COMMON 001957109 58,530 1,153,292 SH DEFINED 1 1,153,292
A T & T CORP COMMON 001957109 11,627 229,100 SH DEFINED 1,4 229,100
A T & T CORP COMMON 001957109 1,827 36,001 SH DEFINED 2 36,001
A.F.P. PROVIDA SA- SPONS ADR COMMON 00709P108 1,720 80,000 SH DEFINED 1,6 80,000
ABBOTT LABORATORIES COMMON 002824100 33,480 922,000 SH DEFINED 1 922,000
ABBOTT LABORATORIES COMMON 002824100 8,316 229,000 SH DEFINED 1,4 229,000
ABERCROMBIE & FITCH CO CL A COMMON 002896207 1,468 55,000 SH DEFINED 1 55,000
ABRAXAS PETROLEUM CORP COMMON 003830106 690 736,228 SH DEFINED 1 736,228
ACCREDO HEALTH INC COMMON 00437V104 2,306 75,000 SH DEFINED 1 75,000
ACKERLEY GROUP INC COMMON 004527107 1,450 80,000 SH DEFINED 1 80,000
ACTEL CORP COMMON 004934105 22,646 943,600 SH DEFINED 1 943,600
ACTEL CORP COMMON 004934105 46 1,900 SH DEFINED 1,5 1,900
ACTEL CORP COMMON 004934105 756 31,500 SH DEFINED 2 31,500
ACTEL CORP COMMON 004934105 252 10,500 SH DEFINED 2,3 10,500
ACTIVE VOICE CORP COMMON 004938106 2,906 100,000 SH DEFINED 1 100,000
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
ACTIVISION, INC. COMMON 004930202 613 40,000 CALL DEFINED 1 40,000
ACTIVISION, INC. COMMON 004930202 1,761 115,000 SH DEFINED 1 115,000
ACUSON CORP COMMON 005113105 528 42,000 SH DEFINED 1 42,000
ADAPTEC INC COMMON 00651F108 36,553 732,900 SH DEFINED 1 732,900
ADAPTEC INC COMMON 00651F108 149,625 3,000,000 SH DEFINED 1,2 3,000,000
ADAPTEC INC COMMON 00651F108 324 6,500 SH DEFINED 1,5 6,500
ADAPTEC INC COMMON 00651F108 9,227 185,000 SH DEFINED 2 185,000
ADAPTEC INC COMMON 00651F108 524 10,500 SH DEFINED 2,3 10,500
ADC TELECOMMUNICATIONS COMMON 000886101 9,647 132,950 SH DEFINED 1 132,950
ADC TELECOMMUNICATIONS COMMON 000886101 145,125 2,000,000 SH DEFINED 1,2 2,000,000
ADC TELECOMMUNICATIONS COMMON 000886101 1,596 22,000 SH DEFINED 1,4 22,000
ADC TELECOMMUNICATIONS COMMON 000886101 3,367 46,900 SH DEFINED 1,5 46,900
ADC TELECOMMUNICATIONS COMMON 000886101 9,400 129,550 SH DEFINED 2 129,550
ADC TELECOMMUNICATIONS COMMON 000886101 501 6,900 SH DEFINED 2,3 6,900
ADELPHIA COMMUNICATIONS COMMON 006848105 11,393 173,600 SH DEFINED 1 173,600
ADELPHIA COMMUNICATIONS COMMON 006848105 91,875 1,400,000 SH DEFINED 1,2 1,400,000
ADELPHIA COMMUNICATIONS COMMON 006848105 3,557 54,700 SH DEFINED 1,5 54,700
ADELPHIA COMMUNICATIONS COMMON 006848105 6,333 96,500 SH DEFINED 2 96,500
ADELPHIA COMMUNICATIONS COMMON 006848105 471 7,200 SH DEFINED 2,3 7,200
ADOBE SYSTEMS INC. COMMON 00724F101 17,707 263,300 SH DEFINED 1 263,300
ADOBE SYSTEMS INC. COMMON 00724F101 6,719 101,700 SH DEFINED 1,5 101,700
ADOBE SYSTEMS INC. COMMON 00724F101 1,775 26,400 SH DEFINED 2 26,400
ADT OPERATIONS CVT CONVERT 000945AC9 1,269 600,000 PRN DEFINED 1,7 600,000
ADTRAN, INC. COMMON 00738A106 4,640 90,200 SH DEFINED 1 90,200
ADVANCE PARADIGM INC COMMON 007491103 4,856 225,200 SH DEFINED 1 225,200
ADVANCED DIGITAL INFO CORP. COMMON 007525108 1,123 23,100 SH DEFINED 1 23,100
ADVANCED DIGITAL INFO CORP. COMMON 007525108 17,583 361,600 SH DEFINED 1,2 361,600
ADVANCED DIGITAL INFO CORP. COMMON 007525108 136 2,800 SH DEFINED 2,3 2,800
ADVANCED ENERGY INDUSTIRIES COMMON 007973100 33,347 677,100 SH DEFINED 1 677,100
ADVANCED ENERGY INDUSTIRIES COMMON 007973100 64 1,300 SH DEFINED 1,5 1,300
ADVANCED ENERGY INDUSTIRIES COMMON 007973100 896 18,200 SH DEFINED 2 18,200
ADVANCED ENERGY INDUSTIRIES COMMON 007973100 296 6,000 SH DEFINED 2,3 6,000
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
ADVANCED FIBRE COMMUNICATION COMMON 00754A105 4,245 95,000 SH DEFINED 1 95,000
ADVANCED FIBRE COMMUNICATION COMMON 00754A105 1,341 30,000 SH DEFINED 1,5 30,000
ADVANCED FIBRE COMMUNICATION COMMON 00754A105 5,586 125,000 SH DEFINED 2 125,000
ADVANTA CORPORATION - CLASS B COMMON 007942204 3,727 265,000 SH DEFINED 1 265,000
AEGON N.V. - AMERICAN REG SHR COMMON 007924103 885 9,263 SH DEFINED 1 9,263
AEROFLEX INC COMMON 007768104 4,919 474,100 SH DEFINED 1 474,100
AES CORP COMMON 00130H105 20,787 278,088 SH DEFINED 1 278,088
AES CORP COMMON 00130H105 2,527 33,800 SH DEFINED 2 33,800
AES TRUST III 6.75% CONVERT 00808N202 6,779 110,000 SH DEFINED 1 110,000
AES TRUST III 6.75% CONVERT 00808N202 924 15,000 SH DEFINED 2 15,000
AETHER SYSTEMS INC COMMON 00808V105 5,888 82,200 SH DEFINED 1 82,200
AETNA, INC. COMMON 008117103 2,791 50,000 SH DEFINED 1 50,000
AFFILIATED COMPUTER SERVICES-A COMMON 008190100 33,667 731,900 SH DEFINED 1 731,900
AFFILIATED COMPUTER SERVICES-A COMMON 008190100 46,000 1,000,000 SH DEFINED 1,2 1,000,000
AFFILIATED COMPUTER SERVICES-A COMMON 008190100 152 3,300 SH DEFINED 1,5 3,300
AFFILIATED COMPUTER SERVICES-A COMMON 008190100 3,307 71,900 SH DEFINED 2 71,900
AFFILIATED COMPUTER SERVICES-A COMMON 008190100 432 9,400 SH DEFINED 2,3 9,400
AFFILIATED MANAGERS GROUP COMMON 008252108 15,423 381,400 SH DEFINED 1 381,400
AFFILIATED MANAGERS GROUP COMMON 008252108 8 200 SH DEFINED 1,5 200
AFFILIATED MANAGERS GROUP COMMON 008252108 89 2,200 SH DEFINED 2 2,200
AFFILIATED MANAGERS GROUP COMMON 008252108 49 1,200 SH DEFINED 2,3 1,200
AFLAC, INC. COMMON 001055102 4,884 103,500 SH DEFINED 1 103,500
AFLAC, INC. COMMON 001055102 51,906 1,100,000 SH DEFINED 1,2 1,100,000
AFLAC, INC. COMMON 001055102 3,723 78,900 SH DEFINED 2 78,900
AFLAC, INC. COMMON 001055102 189 4,000 SH DEFINED 2,3 4,000
AGENCY.COM LTD COMMON 008447104 770 15,100 SH DEFINED 1 15,100
AGILE SOFTWARE CORP COMMON 00846X105 7,603 35,000 SH DEFINED 1 35,000
AGILENT TECHNOLOGIES INC COMMON 00846U101 36,801 476,000 SH DEFINED 1 476,000
AGILENT TECHNOLOGIES INC COMMON 00846U101 5,527 70,300 SH DEFINED 1,5 70,300
AGILENT TECHNOLOGIES INC COMMON 00846U101 24 300 SH DEFINED 2 300
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
AIRGATE PCS INC COMMON 009367103 15,878 301,000 SH DEFINED 1 301,000
AIRGATE PCS INC COMMON 009367103 32 600 SH DEFINED 1,5 600
AIRGATE PCS INC COMMON 009367103 475 9,000 SH DEFINED 2 9,000
AIRGATE PCS INC COMMON 009367103 164 3,100 SH DEFINED 2,3 3,100
AIRGATE PCS INC WARRANT COMMON 009367111 2,538 29,000 SH DEFINED 1 29,000
AKZO NOBEL NV-SPON ADR COMMON 010199305 1,493 30,000 SH DEFINED 1,10 30,000
ALBERTSON'S INC. COMMON 013104104 24,742 767,200 SH DEFINED 1 767,200
ALBERTSON'S INC. COMMON 013104104 3,722 115,400 SH DEFINED 1,4 115,400
ALCOA INC. COMMON 013817101 415 5,000 SH DEFINED 1,5 5,000
ALEXANDRIA REAL ESTATE EQUITIES COMMON 015271109 1,820 57,200 SH DEFINED 1 57,200
ALLAIRE CORP. COMMON 016714107 4,350 30,000 SH DEFINED 1 30,000
ALLEGHENY ENERGY INC. COMMON 017361106 2,427 90,100 SH DEFINED 1 90,100
ALLERGAN, INC. COMMON 018490102 3,398 68,300 SH DEFINED 1 68,300
ALLERGAN, INC. COMMON 018490102 5,583 111,700 SH DEFINED 1,5 111,700
ALLERGAN, INC. COMMON 018490102 1,363 27,400 SH DEFINED 2 27,400
ALLIANCE CAP MGMT HLD COMMON 01855A101 2,060 68,800 SH DEFINED 1 68,800
ALLIANCE SEMICONDUCTOR CORP COMMON 01877H100 5,841 350,000 SH DEFINED 1 350,000
ALLIED WASTE INDUSTRIES INC COMMON 019589308 9 1,000 SH DEFINED 1 1,000
ALLSCRIPTS INC COMMON 019886100 5,742 130,500 SH DEFINED 1 130,500
ALLSCRIPTS INC COMMON 019886100 9 200 SH DEFINED 1,5 200
ALLSCRIPTS INC COMMON 019886100 180 4,100 SH DEFINED 2 4,100
ALLSCRIPTS INC COMMON 019886100 57 1,300 SH DEFINED 2,3 1,300
ALLSTATE CORP COMMON 020002101 5,520 230,000 SH DEFINED 1,4 230,000
ALLTEL CORP COMMON 020039103 893 10,800 SH DEFINED 1,4 10,800
ALPHA INDUSTRIES INC COMMON 020753109 98,933 1,726,200 SH DEFINED 1 1,726,200
ALPHA INDUSTRIES INC COMMON 020753109 120 2,100 SH DEFINED 1,5 2,100
ALPHA INDUSTRIES INC COMMON 020753109 3,181 55,500 SH DEFINED 2 55,500
ALPHA INDUSTRIES INC COMMON 020753109 714 12,450 SH DEFINED 2,3 12,450
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
ALPHARMA INC CVT 144A CONVERT 020813AC5 6,519 6,050,000 PRN DEFINED 1 6,050,000
ALPHARMA INC. - CL A COMMON 020813101 31,421 1,021,834 SH DEFINED 1 1,021,834
ALPHARMA INC. - CL A COMMON 020813101 37 1,200 SH DEFINED 1,5 1,200
ALPHARMA INC. - CL A COMMON 020813101 926 30,100 SH DEFINED 2 30,100
ALPHARMA INC. - CL A COMMON 020813101 185 6,000 SH DEFINED 2,3 6,000
ALPINE GROUP INC COMMON 020825105 6,873 533,800 SH DEFINED 1 533,800
ALTEON WEBSYSTEMS INC COMMON 02145A109 4,651 53,000 SH DEFINED 1 53,000
ALTEON WEBSYSTEMS INC COMMON 02145A109 1,018 11,600 SH DEFINED 2 11,600
ALTERA CORPORATION COMMON 021441100 22,858 461,200 SH DEFINED 1 461,200
ALTERA CORPORATION COMMON 021441100 92,930 1,875,000 SH DEFINED 1,2 1,875,000
ALTERA CORPORATION COMMON 021441100 10,724 209,200 SH DEFINED 1,5 209,200
ALTERA CORPORATION COMMON 021441100 6,167 124,400 SH DEFINED 2 124,400
ALTERA CORPORATION COMMON 021441100 307 6,200 SH DEFINED 2,3 6,200
AMAZON.COM CVT CONVERT 023135AF3 11,363 10,000,000 PRN DEFINED 1 10,000,000
AMAZON.COM CVT CONVERT 023135AF3 39,769 35,000,000 PRN DEFINED 1,2 35,000,000
AMAZON.COM INC COMMON 023135106 23,317 306,300 SH DEFINED 1 306,300
AMAZON.COM INC COMMON 023135106 38,063 500,000 SH DEFINED 1,2 500,000
AMAZON.COM INC COMMON 023135106 1,149 15,100 SH DEFINED 2 15,100
AMAZON.COM INC CVT 144A CONVERT 023135AD8 3,977 3,500,000 PRN DEFINED 1 3,500,000
AMAZON.COM INC CVT 144A CONVERT 023135AD8 568 500,000 PRN DEFINED 2,3 500,000
AMBAC, INC. COMMON 023139108 1,827 35,000 SH DEFINED 1 35,000
AMERADA HESS CORP COMMON 023551104 471 8,300 SH DEFINED 1 8,300
AMERADA HESS CORP COMMON 023551104 119 2,100 SH DEFINED 1,5 2,100
AMERICA ONLINE INC. COMMON 02364J104 430,824 5,711,000 SH DEFINED 1 5,711,000
AMERICA ONLINE INC. COMMON 02364J104 810,946 10,749,900 SH DEFINED 1,2 10,749,900
AMERICA ONLINE INC. COMMON 02364J104 6,280 82,200 SH DEFINED 1,5 82,200
AMERICA ONLINE INC. COMMON 02364J104 31,194 413,500 SH DEFINED 2 413,500
AMERICA ONLINE INC. COMMON 02364J104 3,476 46,000 SH DEFINED 2,3 46,000
AMERICAN CAPITAL STRATEGIES COMMON 024937104 9,971 438,300 SH DEFINED 1 438,300
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 58,824 1,307,200 SH DEFINED 1 1,307,200
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 89,798 1,995,500 SH DEFINED 1,2 1,995,500
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 497 10,850 SH DEFINED 1,5 10,850
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 8,033 178,500 SH DEFINED 2 178,500
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 716 15,900 SH DEFINED 2,3 15,900
AMERICAN EXPRESS CO. COMMON 025816109 500,562 3,010,900 SH DEFINED 1 3,010,900
AMERICAN EXPRESS CO. COMMON 025816109 461,344 2,775,000 SH DEFINED 1,2 2,775,000
AMERICAN EXPRESS CO. COMMON 025816109 6,083 36,700 SH DEFINED 1,5 36,700
AMERICAN EXPRESS CO. COMMON 025816109 11,053 66,485 SH DEFINED 2 66,485
AMERICAN EXPRESS CO. COMMON 025816109 1,081 6,500 SH DEFINED 2,3 6,500
AMERICAN GENERAL CORP. COMMON 026351106 10,516 138,600 SH DEFINED 1,4 138,600
AMERICAN GENERAL CORP. COMMON 026351106 7,197 94,850 SH DEFINED 1,6 94,850
AMERICAN GREETINGS-CL A COMMON 026375105 2,363 100,000 SH DEFINED 1,4 100,000
AMERICAN HOME PRODUCTS CORP COMMON 026609107 85,150 2,159,100 SH DEFINED 1 2,159,100
AMERICAN HOME PRODUCTS CORP COMMON 026609107 78,875 2,000,000 SH DEFINED 1,2 2,000,000
AMERICAN HOME PRODUCTS CORP COMMON 026609107 5,360 135,900 SH DEFINED 1,4 135,900
AMERICAN HOME PRODUCTS CORP COMMON 026609107 1,203 30,500 SH DEFINED 2 30,500
AMERICAN HOME PRODUCTS CORP COMMON 026609107 148 3,700 SH DEFINED 2,3 3,700
AMERICAN INTERNATIONAL GROUP COMMON 026874107 1,200,997 11,107,488 SH DEFINED 1 11,107,488
AMERICAN INTERNATIONAL GROUP COMMON 026874107 351,482 3,250,700 SH DEFINED 1,2 3,250,700
AMERICAN INTERNATIONAL GROUP COMMON 026874107 1,081 10,000 SH DEFINED 1,4 10,000
AMERICAN INTERNATIONAL GROUP COMMON 026874107 15,786 146,000 SH DEFINED 2 146,000
AMERICAN INTERNATIONAL GROUP COMMON 026874107 1,197 11,067 SH DEFINED 2,3 11,067
AMERICAN ITALIAN PASTA CO COMMON 027070101 5,500 178,850 SH DEFINED 1 178,850
AMERICAN POWER CONVERSION CORP COMMON 029066107 28,211 1,069,600 SH DEFINED 1 1,069,600
AMERICAN POWER CONVERSION CORP COMMON 029066107 138,469 5,250,000 SH DEFINED 1,2 5,250,000
AMERICAN POWER CONVERSION CORP COMMON 029066107 285 10,800 SH DEFINED 1,5 10,800
AMERICAN POWER CONVERSION CORP COMMON 029066107 8,851 335,600 SH DEFINED 2 335,600
AMERICAN POWER CONVERSION CORP COMMON 029066107 464 17,600 SH DEFINED 2,3 17,600
AMERICAN SATELLITE NETWORK COMMON 02937P116 0 65,825 SH DEFINED 1 65,825
AMERICAN XTAL TECHNOLOGY COMMON 030514103 1,756 100,700 SH DEFINED 1 100,700
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
AMERICREDIT CORP COMMON 03060R101 15,633 845,000 SH DEFINED 1 845,000
AMERICREDIT CORP COMMON 03060R101 11 600 SH DEFINED 1,5 600
AMERICREDIT CORP COMMON 03060R101 118 6,400 SH DEFINED 2 6,400
AMERICREDIT CORP COMMON 03060R101 56 3,000 SH DEFINED 2,3 3,000
AMERISOURCE HEALTH CORP. COMMON 03071P102 8,429 555,000 SH DEFINED 1 555,000
AMES DEPT STORES COMMON 030789507 8,390 291,200 SH DEFINED 1 291,200
AMFM INC COMMON 001693100 23,624 301,900 SH DEFINED 1 301,900
AMFM INC COMMON 001693100 176,063 2,250,000 SH DEFINED 1,2 2,250,000
AMFM INC COMMON 001693100 9,593 122,590 SH DEFINED 2 122,590
AMFM INC COMMON 001693100 626 8,000 SH DEFINED 2,3 8,000
AMGEN, INC COMMON 031162100 63,991 1,065,400 SH DEFINED 1 1,065,400
AMGEN, INC COMMON 031162100 46,404 772,600 SH DEFINED 1,2 772,600
AMGEN, INC COMMON 031162100 9,783 150,800 SH DEFINED 1,5 150,800
AMGEN, INC COMMON 031162100 1,760 29,200 SH DEFINED 2 29,200
AMGEN, INC COMMON 031162100 192 3,200 SH DEFINED 2,3 3,200
AMKOR TECHNOLOGIES INC. COMMON 031652100 14,950 529,200 SH DEFINED 1 529,200
AMKOR TECHNOLOGIES INC. COMMON 031652100 277 9,800 SH DEFINED 1,5 9,800
AMKOR TECHNOLOGIES INC. COMMON 031652100 1,695 60,000 SH DEFINED 2 60,000
AMRESCO CAPITAL TRUST COMMON 031919103 1,843 216,850 SH DEFINED 1 216,850
ANADIGICS, INC. COMMON 032515108 33,116 701,800 SH DEFINED 1 701,800
ANADIGICS, INC. COMMON 032515108 42 900 SH DEFINED 1,5 900
ANADIGICS, INC. COMMON 032515108 708 15,000 SH DEFINED 2 15,000
ANADIGICS, INC. COMMON 032515108 227 4,800 SH DEFINED 2,3 4,800
ANALOG DEVICES COMMON 032654105 211,919 2,278,700 SH DEFINED 1 2,278,700
ANALOG DEVICES COMMON 032654105 370,131 3,979,900 SH DEFINED 1,2 3,979,900
ANALOG DEVICES COMMON 032654105 577 6,200 SH DEFINED 1,5 6,200
ANALOG DEVICES COMMON 032654105 19,828 213,200 SH DEFINED 2 213,200
ANALOG DEVICES COMMON 032654105 1,469 15,800 SH DEFINED 2,3 15,800
ANAREN MICROWAVE INC. COMMON 032744104 10,825 200,000 SH DEFINED 1 200,000
ANCOR COMMUNICATIONS INC COMMON 03332K108 13,629 200,800 SH DEFINED 1 200,800
ANCOR COMMUNICATIONS INC COMMON 03332K108 27 400 SH DEFINED 1,5 400
ANCOR COMMUNICATIONS INC COMMON 03332K108 462 6,800 SH DEFINED 2 6,800
ANCOR COMMUNICATIONS INC COMMON 03332K108 163 2,400 SH DEFINED 2,3 2,400
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
ANESTA CORP COMMON 034603100 3,695 215,000 SH DEFINED 1 215,000
ANHEUSER-BUSCH COS INC COMMON 035229103 1,744 24,600 SH DEFINED 1 24,600
ANHEUSER-BUSCH COS INC COMMON 035229103 5,897 83,200 SH DEFINED 1,4 83,200
ANHEUSER-BUSCH COS INC COMMON 035229103 14,016 197,753 SH DEFINED 1,6 197,753
ANN TAYLOR STORES INC. COMMON 036115103 26,355 765,300 SH DEFINED 1 765,300
ANN TAYLOR STORES INC. COMMON 036115103 368 10,700 SH DEFINED 1,5 10,700
ANN TAYLOR STORES INC. COMMON 036115103 1,846 53,600 SH DEFINED 2 53,600
ANN TAYLOR STORES INC. COMMON 036115103 186 5,400 SH DEFINED 2,3 5,400
ANNTAYLOR INC CVT 144A CONVERT 036115AA1 7,937 14,800,000 PRN DEFINED 1 14,800,000
ANNTAYLOR INC CVT 144A CONVERT 036115AA1 1,341 2,500,000 PRN DEFINED 2 2,500,000
ANNUITY AND LIFE RE (HOLDINGS) LTD COMMON G03910109 7,030 269,100 SH DEFINED 1 269,100
ANTEC CORPORATION COMMON 03664P105 24,787 679,100 SH DEFINED 1 679,100
ANTEC CORPORATION COMMON 03664P105 18 500 SH DEFINED 1,5 500
ANTEC CORPORATION COMMON 03664P105 1,748 47,900 SH DEFINED 2 47,900
ANTEC CORPORATION COMMON 03664P105 88 2,400 SH DEFINED 2,3 2,400
AON CORP. COMMON 037389103 720 18,000 SH DEFINED 1 18,000
APACHE CORPORATION COMMON 037411105 13,597 368,100 SH DEFINED 1 368,100
APACHE CORPORATION COMMON 037411105 66,118 1,790,000 SH DEFINED 1,2 1,790,000
APACHE CORPORATION COMMON 037411105 240 6,500 SH DEFINED 1,5 6,500
APACHE CORPORATION COMMON 037411105 5,493 148,700 SH DEFINED 2 148,700
APACHE CORPORATION COMMON 037411105 218 5,900 SH DEFINED 2,3 5,900
APARTMENT INVEST. & MGMT - A COMMON 03748R101 4,479 112,490 SH DEFINED 1 112,490
APARTMENT INVEST. & MGMT - A COMMON 03748R101 1,768 44,400 SH DEFINED 1,11 44,400
APPLE COMPUTER INC. COMMON 037833100 914,250 8,892,400 SH DEFINED 1 8,892,400
APPLE COMPUTER INC. COMMON 037833100 205,625 2,000,000 SH DEFINED 1,2 2,000,000
APPLE COMPUTER INC. COMMON 037833100 7,865 78,400 SH DEFINED 1,5 78,400
APPLE COMPUTER INC. COMMON 037833100 19,030 185,100 SH DEFINED 2 185,100
APPLE COMPUTER INC. COMMON 037833100 1,059 10,300 SH DEFINED 2,3 10,300
APPLIED MATERIALS, INC. COMMON 038222105 781,833 6,171,350 SH DEFINED 1 6,171,350
APPLIED MATERIALS, INC. COMMON 038222105 215,369 1,700,000 SH DEFINED 1,2 1,700,000
APPLIED MATERIALS, INC. COMMON 038222105 14,936 117,900 SH DEFINED 2 117,900
APPLIED MATERIALS, INC. COMMON 038222105 836 6,600 SH DEFINED 2,3 6,600
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APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 66,475 522,400 SH DEFINED 1 522,400
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 153 1,200 SH DEFINED 1,5 1,200
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 2,609 20,500 SH DEFINED 2 20,500
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 764 6,000 SH DEFINED 2,3 6,000
APPLIED POWER INC COMMON 038225108 14,847 404,000 SH DEFINED 1 404,000
APPLIED SCIENCE & TECHNOLOGY COMMON 038236105 6,813 205,000 SH DEFINED 1 205,000
APPNET INC COMMON 03831Q101 14,578 333,200 SH DEFINED 1 333,200
ARACRUZ CELLULOSE SA-SP ADR COMMON 038496204 1,509 57,500 SH DEFINED 1,6 57,500
ARCH COMMUNICATION GROUP COMMON 039381504 9,086 1,377,900 SH DEFINED 1 1,377,900
ARCHER DANIELS MIDLAND CO COMMON 039483102 2,438 200,000 SH DEFINED 1,4 200,000
ARDEN REALTY GROUP, INC. COMMON 039793104 1,601 79,800 SH DEFINED 1,11 79,800
ARDEN REALTY GROUP, INC. COMMON 039793104 1,509 75,200 SH DEFINED 1,4 75,200
ARGENTINA GOVT WARRANTS COMMON 040114126 3 198 SH DEFINED 1 198
ARGENTINA GOVT WARRANTS COMMON 040114126 131 9,630 SH DEFINED 1,6 9,630
ARGENTINA GOVT WARRANTS COMMON 040114126 32 2,370 SH DEFINED 1,7 2,370
ARIBA INC COMMON 04033V104 18,163 102,400 SH DEFINED 1 102,400
ARIBA INC COMMON 04033V104 532 3,000 SH DEFINED 1,5 3,000
ARIBA INC COMMON 04033V104 3,193 18,000 SH DEFINED 2 18,000
ARMOR HOLDINGS INC COMMON 042260109 5,276 402,000 SH DEFINED 1 402,000
ART TECHNOLOGY GROUP INC COMMON 04289L107 10,622 82,900 SH DEFINED 1 82,900
ARTHROCARE CORPORATION COMMON 043136100 4,575 75,000 SH DEFINED 1 75,000
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 5,096 44,800 SH DEFINED 1 44,800
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 73,938 650,000 SH DEFINED 1,2 650,000
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 3,615 33,400 SH DEFINED 1,5 33,400
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 6,266 55,100 SH DEFINED 2 55,100
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 250 2,200 SH DEFINED 2,3 2,200
ASPECT COMMUNICATIONS CORP COMMON 04523Q102 7,825 200,000 SH DEFINED 1 200,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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ASPECT DEVELOPMENT, INC. COMMON 045234101 5,987 87,400 SH DEFINED 1 87,400
ASPECT DEVELOPMENT, INC. COMMON 045234101 445 6,500 SH DEFINED 1,5 6,500
ASPECT DEVELOPMENT, INC. COMMON 045234101 1,165 17,000 SH DEFINED 2 17,000
ASPEN TECHNOLOGY COMMON 045327103 17,258 652,800 SH DEFINED 1 652,800
ASPEN TECHNOLOGY COMMON 045327103 45 1,700 SH DEFINED 1,5 1,700
ASPEN TECHNOLOGY COMMON 045327103 624 23,600 SH DEFINED 2 23,600
ASPEN TECHNOLOGY COMMON 045327103 217 8,200 SH DEFINED 2,3 8,200
ASSOC BRITISH FOODS-UNSP ADR COMMON 045519402 1,450 264,000 SH DEFINED 1,10 264,000
ASSOCIATES FIRST CAPITAL CORP. COMMON 046008108 316,503 11,535,400 SH DEFINED 1 11,535,400
ASSOCIATES FIRST CAPITAL CORP. COMMON 046008108 4,171 152,000 SH DEFINED 2 152,000
ASTRAZENECA PLC - SPONS ADR COMMON 046353108 2,923 70,000 SH DEFINED 1 70,000
ASTRAZENECA PLC - SPONS ADR COMMON 046353108 2,714 65,000 SH DEFINED 1,10 65,000
ASYST TECHNOLOGIES, INC. COMMON 04648X107 42,786 652,600 SH DEFINED 1 652,600
ASYST TECHNOLOGIES, INC. COMMON 04648X107 92 1,400 SH DEFINED 1,5 1,400
ASYST TECHNOLOGIES, INC. COMMON 04648X107 1,442 22,000 SH DEFINED 2 22,000
ASYST TECHNOLOGIES, INC. COMMON 04648X107 433 6,600 SH DEFINED 2,3 6,600
AT HOME CORP SERIES A COMMON 045919107 601,172 14,021,500 SH DEFINED 1 14,021,500
AT HOME CORP SERIES A COMMON 045919107 291,550 6,800,000 SH DEFINED 1,2 6,800,000
AT HOME CORP SERIES A COMMON 045919107 11,010 256,800 SH DEFINED 2 256,800
AT HOME CORP SERIES A COMMON 045919107 1,471 34,300 SH DEFINED 2,3 34,300
AT&T CANADA INC COMMON 00207Q202 15,271 379,400 SH DEFINED 1 379,400
AT&T CANADA INC COMMON 00207Q202 9,389 234,000 SH DEFINED 1,5 234,000
AT&T CANADA INC COMMON 00207Q202 1,847 45,900 SH DEFINED 2 45,900
AT&T CORP-LIBERTY MEDIA-A COMMON 001957208 127,517 2,247,000 SH DEFINED 1 2,247,000
AT&T CORP-LIBERTY MEDIA-A COMMON 001957208 414,275 7,300,000 SH DEFINED 1,2 7,300,000
AT&T CORP-LIBERTY MEDIA-A COMMON 001957208 25,433 451,900 SH DEFINED 1,5 451,900
AT&T CORP-LIBERTY MEDIA-A COMMON 001957208 9,079 160,000 SH DEFINED 2 160,000
AT&T CORP-LIBERTY MEDIA-A COMMON 001957208 1,996 35,200 SH DEFINED 2,3 35,200
ATLANTIC RICHFIELD CO COMMON 048825103 19,142 221,300 SH DEFINED 1 221,300
ATLANTIC RICHFIELD CO COMMON 048825103 190 2,200 SH DEFINED 1,5 2,200
ATLAS AIR INC. COMMON 049164106 55 2,000 SH DEFINED 1 2,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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ATMEL CORPORATION COMMON 049513104 7,994 270,400 SH DEFINED 1 270,400
ATMEL CORPORATION COMMON 049513104 89,681 3,033,600 SH DEFINED 1,2 3,033,600
ATMEL CORPORATION COMMON 049513104 370 12,500 SH DEFINED 1,5 12,500
ATMEL CORPORATION COMMON 049513104 4,233 143,200 SH DEFINED 2 143,200
ATMEL CORPORATION COMMON 049513104 438 14,800 SH DEFINED 2,3 14,800
ATMI INC. COMMON 00207R101 16,604 502,200 SH DEFINED 1 502,200
ATMI INC. COMMON 00207R101 36 1,100 SH DEFINED 1,5 1,100
ATMI INC. COMMON 00207R101 645 19,500 SH DEFINED 2 19,500
ATMI INC. COMMON 00207R101 198 6,000 SH DEFINED 2,3 6,000
AUSPEX SYSTEMS INC COMMON 052116100 1,393 135,900 SH DEFINED 1 135,900
AVALONBAY COMMUNITIES INC. COMMON 053484101 2,059 60,000 SH DEFINED 1,11 60,000
AVALONBAY COMMUNITIES INC. COMMON 053484101 2,028 59,100 SH DEFINED 1,4 59,100
AVIS RENT A CAR INC COMMON 053790101 2,556 100,000 SH DEFINED 1 100,000
AVNET INC COMMON 053807103 2,602 43,000 SH DEFINED 1 43,000
AVX CORP COMMON 002444107 8,202 165,700 SH DEFINED 1,5 165,700
AXA FINANCIAL INC COMMON 002451102 29,180 861,400 SH DEFINED 1 861,400
AXA FINANCIAL INC COMMON 002451102 1,694 50,000 SH DEFINED 2 50,000
AXA S.A. COMMON 054536107 7,924 111,600 SH DEFINED 1 111,600
AXA S.A. COMMON 054536107 1,420 20,000 SH DEFINED 2 20,000
AZTAR CORP. COMMON 054802103 892 82,000 SH DEFINED 1 82,000
BAKER HUGHES, INC. COMMON 057224107 267 12,700 SH DEFINED 1 12,700
BAKER HUGHES, INC. COMMON 057224107 59 2,800 SH DEFINED 1,5 2,800
BANCO DE A. EDWARDS- SPONS ADR COMMON 059504100 882 53,425 SH DEFINED 1,6 53,425
BANCO DE GALICIA Y BUENOS AIRES-ADR COMMON 059538207 2,482 125,257 SH DEFINED 1,6 125,257
BANCO HIPOTECARIO COMMON 05961A103 1,173 85,000 SH DEFINED 1,6 85,000
BANCO LATINOAMERICANO DE EXP COMMON P16994132 1,354 57,597 SH DEFINED 1,6 57,597
BANCO RIO DE LA PLATA ADR COMMON 059644104 1,222 100,233 SH DEFINED 1,6 100,233
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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BANK OF AMERICA CORP COMMON 060505104 4,304 85,768 SH DEFINED 1 85,768
BANK OF AMERICA CORP COMMON 060505104 9,820 195,674 SH DEFINED 1,4 195,674
BANK OF AMERICA CORP COMMON 060505104 12,120 241,500 SH DEFINED 1,6 241,500
BANK OF NEW YORK CO. COMMON 064057102 1,760 44,000 SH DEFINED 1 44,000
BANK OF THE OZARKS COMMON 063904106 585 30,000 SH DEFINED 1 30,000
BANK ONE CORP COMMON 06423A103 5,932 185,000 SH DEFINED 1,4 185,000
BANK UNITED CORP-CL A COMMON 065412108 16,309 598,500 SH DEFINED 1 598,500
BANK UNITED CORP-CL A COMMON 065412108 27,250 1,000,000 SH DEFINED 1,2 1,000,000
BANK UNITED CORP-CL A COMMON 065412108 76 2,800 SH DEFINED 1,5 2,800
BANK UNITED CORP-CL A COMMON 065412108 1,741 63,900 SH DEFINED 2 63,900
BANK UNITED CORP-CL A COMMON 065412108 196 7,200 SH DEFINED 2,3 7,200
BANYAN SYSTEMS INC COMMON 066908104 1,500 75,000 SH DEFINED 1 75,000
BAR TECHNOLOGIES WTS EXP 4/1/01 COMMON 067016113 120 6,000 SH DEFINED 1 6,000
BARNES & NOBLE, INC. COMMON 067774109 1,031 50,000 SH DEFINED 1 50,000
BARNES & NOBLE, INC. COMMON 067774109 17,531 850,000 SH DEFINED 1,2 850,000
BARNES & NOBLE, INC. COMMON 067774109 41 2,000 SH DEFINED 1,5 2,000
BARNES & NOBLE, INC. COMMON 067774109 984 47,700 SH DEFINED 2 47,700
BARNES & NOBLE, INC. COMMON 067774109 62 3,000 SH DEFINED 2,3 3,000
BARR LABORATORIES INC COMMON 068306109 1,719 54,800 SH DEFINED 1 54,800
BARRETT RESOURCES CORP COMMON 068480201 606 20,600 SH DEFINED 1 20,600
BARRETT RESOURCES CORP COMMON 068480201 147 5,000 SH DEFINED 1,5 5,000
BASF AG - SPONSORED ADR COMMON 055262505 3,067 60,000 SH DEFINED 1,10 60,000
BASIN EXPLORATION INC COMMON 070107107 4,440 251,900 SH DEFINED 1 251,900
BAUSCH & LOMB, INC. COMMON 071707103 11,224 164,000 SH DEFINED 1 164,000
BAUSCH & LOMB, INC. COMMON 071707103 68,438 1,000,000 SH DEFINED 1,2 1,000,000
BAUSCH & LOMB, INC. COMMON 071707103 144 2,100 SH DEFINED 1,5 2,100
BAUSCH & LOMB, INC. COMMON 071707103 4,921 71,900 SH DEFINED 2 71,900
BAUSCH & LOMB, INC. COMMON 071707103 226 3,300 SH DEFINED 2,3 3,300
BAXTER INT'L INC COMMON 071813109 9,579 152,500 SH DEFINED 1 152,500
BAXTER INT'L INC COMMON 071813109 1,476 23,500 SH DEFINED 2 23,500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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BAY VIEW CAPITAL CORP COMMON 07262L101 3,821 269,300 SH DEFINED 1 269,300
BAYER AG - ADR COMMON 072730302 2,120 45,000 SH DEFINED 1,10 45,000
BEA SYSTEMS INC COMMON 073325102 75,092 1,073,700 SH DEFINED 1 1,073,700
BEA SYSTEMS INC COMMON 073325102 448 6,400 SH DEFINED 1,5 6,400
BEA SYSTEMS INC COMMON 073325102 4,588 65,600 SH DEFINED 2 65,600
BEA SYSTEMS INC COMMON 073325102 85 1,200 SH DEFINED 2,3 1,200
BEACON CAPITAL COMMON 073561102 660 55,000 SH DEFINED 1,11 55,000
BEACON CAPITAL COMMON 073561102 720 60,000 SH DEFINED 1,4 60,000
BEACON CAPITAL VOTING TRUST COMMON 0735TEMP1 255 2,705 SH DEFINED 1,4 2,705
BECKMAN COULTER INC. COMMON 075811109 23,815 468,100 SH DEFINED 1 468,100
BED BATH AND BEYOND, INC. COMMON 075896100 23,581 678,600 SH DEFINED 1 678,600
BED BATH AND BEYOND, INC. COMMON 075896100 95,566 2,750,100 SH DEFINED 1,2 2,750,100
BED BATH AND BEYOND, INC. COMMON 075896100 191 5,500 SH DEFINED 1,5 5,500
BED BATH AND BEYOND, INC. COMMON 075896100 6,689 192,500 SH DEFINED 2 192,500
BED BATH AND BEYOND, INC. COMMON 075896100 316 9,100 SH DEFINED 2,3 9,100
BELL ATLANTIC CORP COMMON 077853109 36,531 593,400 SH DEFINED 1 593,400
BELL ATLANTIC CORP COMMON 077853109 9,241 150,100 SH DEFINED 1,4 150,100
BELL ATLANTIC CORP COMMON 077853109 16,191 263,000 SH DEFINED 1,6 263,000
BELL ATLANTIC CORP COMMON 077853109 2,076 33,725 SH DEFINED 2 33,725
BELLSOUTH CORP COMMON 079860102 46,625 996,000 SH DEFINED 1 996,000
BEN & JERRY'S HOMEMADE-CL A COMMON 081465106 1,119 45,000 SH DEFINED 1 45,000
BEST BUY COMPANY, INC. COMMON 086516101 589,894 11,753,800 SH DEFINED 1 11,753,800
BEST BUY COMPANY, INC. COMMON 086516101 125,469 2,500,000 SH DEFINED 1,2 2,500,000
BEST BUY COMPANY, INC. COMMON 086516101 197 4,000 SH DEFINED 1,5 4,000
BEST BUY COMPANY, INC. COMMON 086516101 7,478 149,000 SH DEFINED 2 149,000
BEST BUY COMPANY, INC. COMMON 086516101 396 7,900 SH DEFINED 2,3 7,900
BEST SOFTWARE INC. COMMON 086579109 2,508 85,000 SH DEFINED 1 85,000
BESTFOODS COMMON 08658U101 11,054 210,300 SH DEFINED 1,6 210,300
BIDHIT.COM INC COMMON 08883R204 4,358 871,500 SH DEFINED 1,5 871,500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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BIOGEN, INC. COMMON 090597105 25,519 302,000 SH DEFINED 1 302,000
BIOGEN, INC. COMMON 090597105 211,250 2,500,000 SH DEFINED 1,2 2,500,000
BIOGEN, INC. COMMON 090597105 14,821 175,400 SH DEFINED 2 175,400
BIOGEN, INC. COMMON 090597105 718 8,500 SH DEFINED 2,3 8,500
BIOMET INC. COMMON 090613100 16,740 418,500 SH DEFINED 1 418,500
BIOMET INC. COMMON 090613100 100,000 2,500,000 SH DEFINED 1,2 2,500,000
BIOMET INC. COMMON 090613100 940 23,500 SH DEFINED 1,4 23,500
BIOMET INC. COMMON 090613100 220 5,500 SH DEFINED 1,5 5,500
BIOMET INC. COMMON 090613100 6,700 167,500 SH DEFINED 2 167,500
BIOMET INC. COMMON 090613100 340 8,500 SH DEFINED 2,3 8,500
BIOSITE DIAGNOSTICS INC COMMON 090945106 1,600 100,000 SH DEFINED 1 100,000
BIOVAIL CORPORATION INTERNATIONAL COMMON 09067K106 31,884 340,100 SH DEFINED 1 340,100
BIOVAIL CORPORATION INTERNATIONAL COMMON 09067K106 38 400 SH DEFINED 1,5 400
BIOVAIL CORPORATION INTERNATIONAL COMMON 09067K106 656 7,000 SH DEFINED 2 7,000
BIOVAIL CORPORATION INTERNATIONAL COMMON 09067K106 197 2,100 SH DEFINED 2,3 2,100
BIRCH TELECOM WARRANTS 144A COMMON 09069B112 1 10 SH DEFINED 2 10
BJ SERVICES CO. COMMON 055482103 19,853 474,800 SH DEFINED 1 474,800
BJ SERVICES CO. COMMON 055482103 83,625 2,000,000 SH DEFINED 1,2 2,000,000
BJ SERVICES CO. COMMON 055482103 4,862 120,500 SH DEFINED 1,5 120,500
BJ SERVICES CO. COMMON 055482103 5,602 134,000 SH DEFINED 2 134,000
BJ SERVICES CO. COMMON 055482103 293 7,000 SH DEFINED 2,3 7,000
BJ'S WHOLESALE CLUB INC COMMON 05548J106 7,935 217,400 SH DEFINED 1 217,400
BJ'S WHOLESALE CLUB INC COMMON 05548J106 361 9,900 SH DEFINED 1,5 9,900
BJ'S WHOLESALE CLUB INC COMMON 05548J106 1,460 40,000 SH DEFINED 2 40,000
BLACK BOX CORPORATION COMMON 091826107 20,187 301,300 SH DEFINED 1 301,300
BLACK BOX CORPORATION COMMON 091826107 47 700 SH DEFINED 1,5 700
BLACK BOX CORPORATION COMMON 091826107 771 11,500 SH DEFINED 2 11,500
BLACK BOX CORPORATION COMMON 091826107 241 3,600 SH DEFINED 2,3 3,600
BLUE SQUARE-ISRAEL LTD ADR COMMON 096055108 996 78,100 SH DEFINED 1,6 78,100
BMC SOFTWARE, INC. COMMON 055921100 201,946 2,526,300 SH DEFINED 1 2,526,300
BMC SOFTWARE, INC. COMMON 055921100 195,335 2,443,600 SH DEFINED 1,2 2,443,600
BMC SOFTWARE, INC. COMMON 055921100 10,120 126,600 SH DEFINED 2 126,600
BMC SOFTWARE, INC. COMMON 055921100 831 10,400 SH DEFINED 2,3 10,400
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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BOEING CO. COMMON 097023105 2,702 65,000 SH DEFINED 1,4 65,000
BOISE CASCADE CORP COMMON 097383103 437 10,800 SH DEFINED 1 10,800
BOSTON PROPERTIES INC COMMON 101121101 1,416 45,500 SH DEFINED 1,11 45,500
BOUYGUES OFFSHORE SA-ADR COMMON 102112109 537 29,200 SH DEFINED 1 29,200
BOUYGUES OFFSHORE SA-ADR COMMON 102112109 129 7,000 SH DEFINED 1,5 7,000
BOWATER INC. COMMON 102183100 16,294 300,000 SH DEFINED 1 300,000
BOWLIN OUTDOOR ADVERT & TRAVEL CENT COMMON 102595105 263 50,000 SH DEFINED 1 50,000
BP AMOCO PLC-ADR COMMON 055622104 261 4,400 SH DEFINED 1 4,400
BP AMOCO PLC-ADR COMMON 055622104 2,987 50,300 SH DEFINED 1,5 50,300
BP AMOCO PLC-ADR COMMON 055622104 18 300 SH DEFINED 2 300
BRASIL DISTR PAO -ADR COMMON 20440T201 8,964 277,419 SH DEFINED 1 277,419
BRASIL DISTR PAO -ADR COMMON 20440T201 1,800 55,700 SH DEFINED 1,6 55,700
BRAUNS FASHIONS CORP COMMON 105658108 2,678 127,500 SH DEFINED 1 127,500
BRIGGS & STRATTON COMMON 109043109 1,126 21,000 SH DEFINED 1 21,000
BRINKER INTERNATIONAL INC. COMMON 109641100 5,182 215,900 SH DEFINED 1 215,900
BRINKER INTERNATIONAL INC. COMMON 109641100 48,000 2,000,000 SH DEFINED 1,2 2,000,000
BRINKER INTERNATIONAL INC. COMMON 109641100 101 4,200 SH DEFINED 1,5 4,200
BRINKER INTERNATIONAL INC. COMMON 109641100 3,694 153,900 SH DEFINED 2 153,900
BRINKER INTERNATIONAL INC. COMMON 109641100 161 6,700 SH DEFINED 2,3 6,700
BRIO TECHNOLOGY INC. COMMON 109704106 1,680 40,000 SH DEFINED 1 40,000
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 592,983 9,238,300 SH DEFINED 1 9,238,300
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 221,768 3,455,000 SH DEFINED 1,2 3,455,000
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 3,190 49,700 SH DEFINED 1,4 49,700
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 202 3,100 SH DEFINED 1,5 3,100
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 17,870 278,400 SH DEFINED 1,6 278,400
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 6,906 107,584 SH DEFINED 2 107,584
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 967 15,000 SH DEFINED 2,3 15,000
BRITISH AIRWAYS - SPONS ADR COMMON 110419306 1,609 25,000 SH DEFINED 1,10 25,000
BRITISH TELECOM PLC-SPON ADR COMMON 111021408 3,332 14,000 SH DEFINED 1,10 14,000
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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BROADWING INC COMMON 111620100 45,306 1,228,646 SH DEFINED 1 1,228,646
BROADWING INC COMMON 111620100 36,875 1,000,000 SH DEFINED 1,2 1,000,000
BROADWING INC COMMON 111620100 4,331 117,442 SH DEFINED 2 117,442
BROADWING INC COMMON 111620100 159 4,300 SH DEFINED 2,3 4,300
BROADWING INC CVT 6.75 SER B CONVERT 111620407 4,788 80,810 SH DEFINED 1 80,810
BROADWING INC CVT 6.75 SER B CONVERT 111620407 616 10,400 SH DEFINED 2 10,400
BROCADE COMMUNICATIONS SYS COMMON 111621108 99,120 560,000 SH DEFINED 1 560,000
BROCADE COMMUNICATIONS SYS COMMON 111621108 2,903 16,400 SH DEFINED 2 16,400
BROOKS AUTOMATION INC COMMON 11434A100 8,974 275,600 SH DEFINED 1 275,600
BROOKS AUTOMATION INC COMMON 11434A100 13 400 SH DEFINED 1,5 400
BROOKS AUTOMATION INC COMMON 11434A100 179 5,500 SH DEFINED 2 5,500
BROOKS AUTOMATION INC COMMON 11434A100 78 2,400 SH DEFINED 2,3 2,400
BROWN-FORMAN CORPORATION- CLASS B COMMON 115637209 5,639 98,500 SH DEFINED 1,6 98,500
BSQUARE CORP COMMON 11776U102 1,279 30,500 SH DEFINED 1 30,500
BURLINGTON RESOURCES INC COMMON 122014103 2,083 63,000 SH DEFINED 1 63,000
BURR-BROWN CORPORATION COMMON 122574106 29,798 824,850 SH DEFINED 1 824,850
BURR-BROWN CORPORATION COMMON 122574106 38 1,050 SH DEFINED 1,5 1,050
BURR-BROWN CORPORATION COMMON 122574106 1,788 49,500 SH DEFINED 2 49,500
BURR-BROWN CORPORATION COMMON 122574106 195 5,400 SH DEFINED 2,3 5,400
BUSINESS OBJECTS S.A. -ADR COMMON 12328X107 57,018 426,700 SH DEFINED 1 426,700
BUSINESS OBJECTS S.A. -ADR COMMON 12328X107 93,538 700,000 SH DEFINED 1,2 700,000
BUSINESS OBJECTS S.A. -ADR COMMON 12328X107 281 2,100 SH DEFINED 1,5 2,100
BUSINESS OBJECTS S.A. -ADR COMMON 12328X107 6,214 46,500 SH DEFINED 2 46,500
BUSINESS OBJECTS S.A. -ADR COMMON 12328X107 735 5,500 SH DEFINED 2,3 5,500
CABLETRON SYSTEMS, INC. COMMON 126920107 100,828 3,878,000 SH DEFINED 1 3,878,000
CABLETRON SYSTEMS, INC. COMMON 126920107 67,600 2,600,000 SH DEFINED 1,2 2,600,000
CABLETRON SYSTEMS, INC. COMMON 126920107 65 2,500 SH DEFINED 1,5 2,500
CABLETRON SYSTEMS, INC. COMMON 126920107 3,427 131,800 SH DEFINED 2 131,800
CABLETRON SYSTEMS, INC. COMMON 126920107 780 30,000 SH DEFINED 2,3 30,000
CABLEVISION SYSTEMS CORP. COMMON 12686C109 4,424 58,600 SH DEFINED 1 58,600
CABLEVISION SYSTEMS CORP. COMMON 12686C109 64,681 856,700 SH DEFINED 1,2 856,700
CABLEVISION SYSTEMS CORP. COMMON 12686C109 438 5,800 SH DEFINED 2,3 5,800
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CABOT OIL & GAS CORP. CL A COMMON 127097103 4,912 305,800 SH DEFINED 1 305,800
CABOT OIL & GAS CORP. CL A COMMON 127097103 10 600 SH DEFINED 1,5 600
CABOT OIL & GAS CORP. CL A COMMON 127097103 112 7,000 SH DEFINED 2 7,000
CABOT OIL & GAS CORP. CL A COMMON 127097103 48 3,000 SH DEFINED 2,3 3,000
CACHEFLOW INC COMMON 126946102 2,483 19,000 SH DEFINED 1 19,000
CADENCE DESIGN SYSTEMS COMMON 127387108 4,565 190,200 SH DEFINED 1,4 190,200
CAL DIVE INTERNATIONAL INC. COMMON 127914109 15,923 480,700 SH DEFINED 1 480,700
CAL DIVE INTERNATIONAL INC. COMMON 127914109 13 400 SH DEFINED 1,5 400
CAL DIVE INTERNATIONAL INC. COMMON 127914109 202 6,100 SH DEFINED 2 6,100
CAL DIVE INTERNATIONAL INC. COMMON 127914109 80 2,400 SH DEFINED 2,3 2,400
CALIFORNIA AMPLIFIER INC. COMMON 129900106 5,263 200,000 SH DEFINED 1 200,000
CALIPER TECHNOLOGIES CORP COMMON 130876105 6,368 95,400 SH DEFINED 1 95,400
CALL-NET COMMON STK COMMON 130910201 50 15,000 SH DEFINED 1 15,000
CALPINE CAP TRUST CONVERT 131346207 12,796 198,000 SH DEFINED 1 198,000
CALPINE CAP TRUST CONVERT 131346207 1,422 22,000 SH DEFINED 2 22,000
CAMBREX CORP COMMON 132011107 13,479 391,400 SH DEFINED 1 391,400
CAMBREX CORP COMMON 132011107 28 800 SH DEFINED 1,5 800
CAMBREX CORP COMMON 132011107 430 12,500 SH DEFINED 2 12,500
CAMBREX CORP COMMON 132011107 162 4,700 SH DEFINED 2,3 4,700
CANADIAN NATIONAL RAILWAY COMMON 136375102 13,156 500,000 SH DEFINED 1 500,000
CANANDAIGUA WINE CO-CL A COMMON 137219200 13,938 273,300 SH DEFINED 1 273,300
CANANDAIGUA WINE CO-CL A COMMON 137219200 15 300 SH DEFINED 1,5 300
CANANDAIGUA WINE CO-CL A COMMON 137219200 245 4,800 SH DEFINED 2 4,800
CANANDAIGUA WINE CO-CL A COMMON 137219200 92 1,800 SH DEFINED 2,3 1,800
CANDESCENT TECH CVT 144A CONVERT 137392AA4 20,202 25,900,000 PRN DEFINED 1 25,900,000
CANDESCENT TECH CVT 144A CONVERT 137392AA4 22,074 28,300,000 PRN DEFINED 1,2 28,300,000
CANDESCENT TECH CVT 144A CONVERT 137392AA4 1,599 2,050,000 PRN DEFINED 2 2,050,000
CANON INC ADR COMMON 138006309 3,042 75,000 SH DEFINED 1,10 75,000
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</TABLE>
<PAGE> 20
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 13,758 285,500 SH DEFINED 1 285,500
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 113,241 2,350,000 SH DEFINED 1,2 2,350,000
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 241 5,000 SH DEFINED 1,5 5,000
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 5,966 123,800 SH DEFINED 2 123,800
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 390 8,100 SH DEFINED 2,3 8,100
CAPITAL SENIOR LIVING CORP. COMMON 140475104 2,911 575,000 SH DEFINED 1 575,000
CAPROCK COMMUNICATIONS CORP. COMMON 140667106 8,158 251,500 SH DEFINED 1 251,500
CARBO CERAMICS INC COMMON 140781105 1,203 55,000 SH DEFINED 1 55,000
CAREINSITE INC. COMMON 14170M106 10,908 135,500 SH DEFINED 1 135,500
CAREINSITE INC. COMMON 14170M106 24 300 SH DEFINED 1,5 300
CAREINSITE INC. COMMON 14170M106 338 4,200 SH DEFINED 2 4,200
CAREINSITE INC. COMMON 14170M106 113 1,400 SH DEFINED 2,3 1,400
CARLTON COMM PLC - SPONS ADR COMMON 142872209 2,619 55,000 SH DEFINED 1,10 55,000
CARNIVAL CORP COMMON 143658102 562,519 11,765,100 SH DEFINED 1 11,765,100
CARNIVAL CORP COMMON 143658102 170,633 3,568,800 SH DEFINED 1,2 3,568,800
CARNIVAL CORP COMMON 143658102 265 5,600 SH DEFINED 1,5 5,600
CARNIVAL CORP COMMON 143658102 7,722 161,500 SH DEFINED 2 161,500
CARNIVAL CORP COMMON 143658102 816 17,100 SH DEFINED 2,3 17,100
CARRAMERICA REALTY CORP COMMON 144418100 1,210 57,300 SH DEFINED 1,4 57,300
CASH AMERICA INTL INC COMMON 14754D100 934 95,800 SH DEFINED 1 95,800
CATALYTICA INC COMMON 148885106 5,236 386,100 SH DEFINED 1 386,100
CATERPILLAR, INC. COMMON 149123101 4,706 100,000 SH DEFINED 1,4 100,000
CBL & ASSOCIATES PROPERTIES COMMON 124830100 821 39,800 SH DEFINED 1,4 39,800
C-BRIDGE INTERNET SOLUTIONS COMMON 12500B105 2,261 46,500 SH DEFINED 1 46,500
CBS CORPORATION COMMON 12490K107 97,639 1,527,100 SH DEFINED 1 1,527,100
CBS CORPORATION COMMON 12490K107 281 4,500 SH DEFINED 1,5 4,500
CBS CORPORATION COMMON 12490K107 3,772 59,000 SH DEFINED 2 59,000
CBS CORPORATION COMMON 12490K107 162 2,600 SH DEFINED 2,3 2,600
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</TABLE>
<PAGE> 21
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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C-COR.NET CORPORATION COMMON 125010108 51,906 677,400 SH DEFINED 1 677,400
C-COR.NET CORPORATION COMMON 125010108 100 1,300 SH DEFINED 1,5 1,300
C-COR.NET CORPORATION COMMON 125010108 1,563 20,400 SH DEFINED 2 20,400
C-COR.NET CORPORATION COMMON 125010108 467 6,100 SH DEFINED 2,3 6,100
CDW COMPUTER CENTERS INC. COMMON 125129106 81,943 1,042,200 SH DEFINED 1 1,042,200
CDW COMPUTER CENTERS INC. COMMON 125129106 117,938 1,500,000 SH DEFINED 1,2 1,500,000
CDW COMPUTER CENTERS INC. COMMON 125129106 354 4,500 SH DEFINED 1,5 4,500
CDW COMPUTER CENTERS INC. COMMON 125129106 9,065 115,300 SH DEFINED 2 115,300
CDW COMPUTER CENTERS INC. COMMON 125129106 763 9,700 SH DEFINED 2,3 9,700
CEC ENTERTAINMENT INC. COMMON 125137109 47,757 1,683,075 SH DEFINED 1 1,683,075
CEC ENTERTAINMENT INC. COMMON 125137109 54 1,900 SH DEFINED 1,5 1,900
CEC ENTERTAINMENT INC. COMMON 125137109 819 28,850 SH DEFINED 2 28,850
CEC ENTERTAINMENT INC. COMMON 125137109 305 10,750 SH DEFINED 2,3 10,750
CELCARIBE ORD TRUST CTFS COMMON 150898104 3,984 2,276,400 SH DEFINED 1 2,276,400
CELESTICA INC COMMON 15101Q108 33,816 609,300 SH DEFINED 1 609,300
CELLNET DATA SYS WTS EXP 10/1/07 COMMON 15115M135 3 10,000 SH DEFINED 1 10,000
CELLNET DATA SYS WTS EXP 10/1/07 COMMON 15115M135 0 95 SH DEFINED 2 95
CEMEX SA - SPONS ADR PART CER COMMON 151290889 7,231 259,400 SH DEFINED 1 259,400
CEMEX SA ADR WARRANTS COMMON 151290871 67 16,212 SH DEFINED 1 16,212
CEMIG SA- SPONSORED ADR COMMON 204409601 6,363 281,786 SH DEFINED 1,6 281,786
CENDANT CORP COMMON 151313103 2,656 100,000 SH DEFINED 1,7 100,000
CENDANT CORP CVT PFD CONVERT 151313301 2,915 78,000 SH DEFINED 1 78,000
CENTRAL & SOUTH WEST CORPORATION COMMON 152357109 14 700 SH DEFINED 1 700
CENTURYTEL INC. COMMON 156700106 16,157 341,050 SH DEFINED 1 341,050
CENTURYTEL INC. COMMON 156700106 106,590 2,249,925 SH DEFINED 1,2 2,249,925
CENTURYTEL INC. COMMON 156700106 5,614 118,500 SH DEFINED 2 118,500
CENTURYTEL INC. COMMON 156700106 362 7,650 SH DEFINED 2,3 7,650
CERNER CORPORATION COMMON 156782104 591 30,000 SH DEFINED 1 30,000
CHAMPION ENTERPRISE COMMON 158496109 27 3,100 SH DEFINED 2 3,100
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</TABLE>
<PAGE> 22
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CHAMPIONSHIP AUTO RACING COMMON 158711101 7,940 345,200 SH DEFINED 1 345,200
CHAMPIONSHIP AUTO RACING COMMON 158711101 5 200 SH DEFINED 1,5 200
CHAMPIONSHIP AUTO RACING COMMON 158711101 51 2,200 SH DEFINED 2 2,200
CHAMPIONSHIP AUTO RACING COMMON 158711101 28 1,200 SH DEFINED 2,3 1,200
CHARLES RIVER ASSOCIATES INC COMMON 159852102 2,513 75,000 SH DEFINED 1 75,000
CHARMING SHOPPES, INC. COMMON 161133103 4,969 750,000 SH DEFINED 1 750,000
CHASE MANHATTAN CORPORATION COMMON 16161A108 527,988 6,796,300 SH DEFINED 1 6,796,300
CHASE MANHATTAN CORPORATION COMMON 16161A108 194,219 2,500,000 SH DEFINED 1,2 2,500,000
CHASE MANHATTAN CORPORATION COMMON 16161A108 2,680 34,500 SH DEFINED 1,4 34,500
CHASE MANHATTAN CORPORATION COMMON 16161A108 7,411 95,390 SH DEFINED 2 95,390
CHASE MANHATTAN CORPORATION COMMON 16161A108 117 1,500 SH DEFINED 2,3 1,500
CHECK POINT SOFTWARE TECHNOLOGY COMMON M22465104 84,210 423,700 SH DEFINED 1 423,700
CHECK POINT SOFTWARE TECHNOLOGY COMMON M22465104 149,063 750,000 SH DEFINED 1,2 750,000
CHECK POINT SOFTWARE TECHNOLOGY COMMON M22465104 457 2,300 SH DEFINED 1,5 2,300
CHECK POINT SOFTWARE TECHNOLOGY COMMON M22465104 12,462 62,700 SH DEFINED 2 62,700
CHECK POINT SOFTWARE TECHNOLOGY COMMON M22465104 1,312 6,600 SH DEFINED 2,3 6,600
CHECKFREE HOLDINGS CORP. COMMON 162816102 28,330 271,100 SH DEFINED 1 271,100
CHECKFREE HOLDINGS CORP. COMMON 162816102 52 500 SH DEFINED 1,5 500
CHECKFREE HOLDINGS CORP. COMMON 162816102 993 9,500 SH DEFINED 2 9,500
CHECKFREE HOLDINGS CORP. COMMON 162816102 314 3,000 SH DEFINED 2,3 3,000
CHEMDEX CORP COMMON 163595101 13,475 121,400 SH DEFINED 1 121,400
CHEMDEX CORP COMMON 163595101 22 200 SH DEFINED 1,5 200
CHEMDEX CORP COMMON 163595101 411 3,700 SH DEFINED 2 3,700
CHEMDEX CORP COMMON 163595101 133 1,200 SH DEFINED 2,3 1,200
CHEVRON CORP. COMMON 166751107 364 4,200 SH DEFINED 1 4,200
CHEVRON CORP. COMMON 166751107 1,568 18,100 SH DEFINED 1,4 18,100
CHEVRON CORP. COMMON 166751107 87 1,000 SH DEFINED 1,5 1,000
CHICO'S FAS, INC. COMMON 168615102 7,149 190,000 SH DEFINED 1 190,000
CHIEFTAIN INTL INC COMMON 16867C101 4,340 251,600 SH DEFINED 1 251,600
CHILDREN' PLACE COMMON 168905107 9,734 592,200 SH DEFINED 1 592,200
CHILDREN' PLACE COMMON 168905107 21 1,300 SH DEFINED 1,5 1,300
CHILDREN' PLACE COMMON 168905107 312 19,000 SH DEFINED 2 19,000
CHILDREN' PLACE COMMON 168905107 99 6,000 SH DEFINED 2,3 6,000
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</TABLE>
<PAGE> 23
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CHIRON CORPORATION COMMON 170040109 2,458 58,000 SH DEFINED 1 58,000
CHIRON CORPORATION COMMON 170040109 42,375 1,000,000 SH DEFINED 1,2 1,000,000
CHIRON CORPORATION COMMON 170040109 2,242 52,900 SH DEFINED 2 52,900
CHIRON CORPORATION COMMON 170040109 140 3,300 SH DEFINED 2,3 3,300
CHOICEPOINT INC COMMON 170388102 2,962 71,600 SH DEFINED 1 71,600
CHOICEPOINT INC COMMON 170388102 51,082 1,234,600 SH DEFINED 1,2 1,234,600
CHOICEPOINT INC COMMON 170388102 91 2,200 SH DEFINED 1,5 2,200
CHOICEPOINT INC COMMON 170388102 2,698 65,200 SH DEFINED 2 65,200
CHOICEPOINT INC COMMON 170388102 182 4,400 SH DEFINED 2,3 4,400
CIA ANONIMA TELEFONOS DE VENEZUELA COMMON 204421101 810 32,900 SH DEFINED 1,6 32,900
CIA CERVECERIA UNIDAS - SP ADR COMMON 204429104 3,447 107,500 SH DEFINED 1,6 107,500
CIENA CORP COMMON 171779101 12,075 210,000 SH DEFINED 1 210,000
CIENA CORP COMMON 171779101 805 14,000 SH DEFINED 2 14,000
CIGNA CORP COMMON 125509109 20,648 256,300 SH DEFINED 1 256,300
CIGNA CORP COMMON 125509109 1,389 17,246 SH DEFINED 2 17,246
CINTAS CORP COMMON 172908105 10,662 200,700 SH DEFINED 1 200,700
CINTAS CORP COMMON 172908105 69,063 1,300,000 SH DEFINED 1,2 1,300,000
CINTAS CORP COMMON 172908105 165 3,100 SH DEFINED 1,5 3,100
CINTAS CORP COMMON 172908105 3,820 71,900 SH DEFINED 2 71,900
CINTAS CORP COMMON 172908105 239 4,500 SH DEFINED 2,3 4,500
CIRCLE.COM COMMON 832914204 2,044 166,000 SH DEFINED 1 166,000
CIRCUIT CITY STORES, INC. COMMON 172737108 15,668 347,700 SH DEFINED 1 347,700
CIRCUIT CITY STORES, INC. COMMON 172737108 144,200 3,200,000 SH DEFINED 1,2 3,200,000
CIRCUIT CITY STORES, INC. COMMON 172737108 3,664 81,300 SH DEFINED 2 81,300
CIRCUIT CITY STORES, INC. COMMON 172737108 894 19,800 SH DEFINED 2,3 19,800
CISCO SYSTEMS, INC. COMMON 17275R102 578,167 5,397,127 SH DEFINED 1 5,397,127
CISCO SYSTEMS, INC. COMMON 17275R102 524,913 4,900,000 SH DEFINED 1,2 4,900,000
CISCO SYSTEMS, INC. COMMON 17275R102 16,396 154,406 SH DEFINED 1,5 154,406
CISCO SYSTEMS, INC. COMMON 17275R102 8,987 83,900 SH DEFINED 2 83,900
CISCO SYSTEMS, INC. COMMON 17275R102 2,171 20,300 SH DEFINED 2,3 20,300
CITADEL COMMUNICATIONS CORP COMMON 172853202 8,460 130,400 SH DEFINED 1 130,400
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</TABLE>
<PAGE> 24
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CITIGROUP INC COMMON 172967101 600,976 10,816,210 SH DEFINED 1 10,816,210
CITIGROUP INC COMMON 172967101 233,363 4,200,000 SH DEFINED 1,2 4,200,000
CITIGROUP INC COMMON 172967101 3,000 54,000 SH DEFINED 1,4 54,000
CITIGROUP INC COMMON 172967101 4,502 81,400 SH DEFINED 1,5 81,400
CITIGROUP INC COMMON 172967101 9,591 172,627 SH DEFINED 2 172,627
CITIGROUP INC COMMON 172967101 222 4,000 SH DEFINED 2,3 4,000
CITRIX SYSTEMS, INC. COMMON 177376100 201,117 1,635,100 SH DEFINED 1 1,635,100
CITRIX SYSTEMS, INC. COMMON 177376100 477,449 3,881,700 SH DEFINED 1,2 3,881,700
CITRIX SYSTEMS, INC. COMMON 177376100 689 5,600 SH DEFINED 1,5 5,600
CITRIX SYSTEMS, INC. COMMON 177376100 18,807 152,900 SH DEFINED 2 152,900
CITRIX SYSTEMS, INC. COMMON 177376100 2,582 21,000 SH DEFINED 2,3 21,000
CITY NATIONAL CORPORATION COMMON 178566105 791 24,000 SH DEFINED 1 24,000
CLARENT CORP COMMON 180461105 3,693 47,500 SH DEFINED 1 47,500
CLARIFY, INC. COMMON 180492100 5,040 40,000 SH DEFINED 1 40,000
CLARUS CORPORATION COMMON 182707109 28,380 430,000 SH DEFINED 1 430,000
CLARUS CORPORATION COMMON 182707109 1,518 23,000 SH DEFINED 2 23,000
CLEAR CHANNEL COMM CVT CONVERT 184502AE2 10,943 10,650,000 PRN DEFINED 1 10,650,000
CLEAR CHANNEL COMM CVT CONVERT 184502AE2 1,670 1,625,000 PRN DEFINED 2 1,625,000
CLEAR CHANNEL COMMUNICATION COMMON 184502102 71,120 796,861 SH DEFINED 1 796,861
CLEAR CHANNEL COMMUNICATION COMMON 184502102 178,500 2,000,000 SH DEFINED 1,2 2,000,000
CLEAR CHANNEL COMMUNICATION COMMON 184502102 266 3,000 SH DEFINED 1,5 3,000
CLEAR CHANNEL COMMUNICATION COMMON 184502102 1,164 13,051 SH DEFINED 2,3 13,051
CLEARNET COMMUNICATIONS CLASS A COMMON 184902104 3,929 114,311 SH DEFINED 1 114,311
CLUB REGINA RESORTS INC WTS COMMON 189473119 0 20 SH DEFINED 2 20
CMGI INC. COMMON 125750109 9,082 32,800 SH DEFINED 1 32,800
CMGI INC. COMMON 125750109 138,438 500,000 SH DEFINED 1,2 500,000
CMGI INC. COMMON 125750109 305 1,100 SH DEFINED 1,5 1,100
CMGI INC. COMMON 125750109 9,718 35,100 SH DEFINED 2 35,100
CMGI INC. COMMON 125750109 498 1,800 SH DEFINED 2,3 1,800
CNA SURETY CORPORATION COMMON 12612L108 3,266 251,200 SH DEFINED 1 251,200
COASTAL CORP COMMON 190441105 10,404 293,600 SH DEFINED 1 293,600
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</TABLE>
<PAGE> 25
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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COBALT NETWORKS INC COMMON 19074R101 36,782 339,400 SH DEFINED 1 339,400
COBALT NETWORKS INC COMMON 19074R101 975 9,000 SH DEFINED 2 9,000
COCA-COLA CO COMMON 191216100 26,213 450,000 SH DEFINED 1 450,000
COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 28,241 1,608,000 SH DEFINED 1 1,608,000
COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 2,615 148,903 SH DEFINED 2 148,903
COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 94 5,300 SH DEFINED 2,3 5,300
COHU INC COMMON 192576106 7,952 256,500 SH DEFINED 1 256,500
COINSTAR INC. COMMON 19259P300 1,050 75,000 SH DEFINED 1,5 75,000
COLDWATER CREEK INC COMMON 193068103 2,050 100,000 SH DEFINED 1 100,000
COLGATE PALMOLIVE CO COMMON 194162103 315,250 4,850,000 SH DEFINED 1 4,850,000
COLGATE PALMOLIVE CO COMMON 194162103 3,640 56,000 SH DEFINED 2 56,000
COLONIAL BANCGROUP INC. COMMON 195493309 5,227 503,800 SH DEFINED 1 503,800
COLONIAL PROPERTIES TRUST COMMON 195872106 2,453 105,800 SH DEFINED 1 105,800
COLUMBIA BANCORP. COMMON 197231103 214 30,000 SH DEFINED 1 30,000
COLUMBIA/HCA HEALTHCARE CORPORATION COMMON 197677107 361 12,300 SH DEFINED 1 12,300
COLUMBIA/HCA HEALTHCARE CORPORATION COMMON 197677107 5,130 175,000 SH DEFINED 1,4 175,000
COMCAST CORP SPECIAL CL A COMMON 200300200 1,649,110 32,818,100 SH DEFINED 1 32,818,100
COMCAST CORP SPECIAL CL A COMMON 200300200 471,601 9,385,100 SH DEFINED 1,2 9,385,100
COMCAST CORP SPECIAL CL A COMMON 200300200 331 6,500 SH DEFINED 1,5 6,500
COMCAST CORP SPECIAL CL A COMMON 200300200 19,572 389,500 SH DEFINED 2 389,500
COMCAST CORP SPECIAL CL A COMMON 200300200 2,289 45,500 SH DEFINED 2,3 45,500
COMDISCO INC COMMON 200336105 156 4,200 SH DEFINED 1 4,200
COMMERCE ONE INC COMMON 200693109 3,537 18,000 SH DEFINED 1,5 18,000
COMMSCOPE INC COMMON 203372107 28,765 713,550 SH DEFINED 1 713,550
COMMSCOPE INC COMMON 203372107 585 14,500 SH DEFINED 1,5 14,500
COMMSCOPE INC COMMON 203372107 2,399 59,500 SH DEFINED 2 59,500
COMMSCOPE INC COMMON 203372107 274 6,800 SH DEFINED 2,3 6,800
COMPAQ COMPUTER CORPORATION COMMON 204493100 7,745 286,200 SH DEFINED 1,4 286,200
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</TABLE>
<PAGE> 26
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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COMPASS BANCSHARES, INC. COMMON 20449H109 1,294 58,000 SH DEFINED 1 58,000
COMPASS BANCSHARES, INC. COMMON 20449H109 22,313 1,000,000 SH DEFINED 1,2 1,000,000
COMPASS BANCSHARES, INC. COMMON 20449H109 45 2,000 SH DEFINED 1,5 2,000
COMPASS BANCSHARES, INC. COMMON 20449H109 1,812 81,200 SH DEFINED 2 81,200
COMPASS BANCSHARES, INC. COMMON 20449H109 71 3,200 SH DEFINED 2,3 3,200
COMPUTER ASSOCIATES INTERNATIONAL COMMON 204912109 42,669 610,100 SH DEFINED 1 610,100
COMPUTER ASSOCIATES INTERNATIONAL COMMON 204912109 14,267 204,000 SH DEFINED 1,4 204,000
COMPUTER ASSOCIATES INTERNATIONAL COMMON 204912109 13,223 187,900 SH DEFINED 1,5 187,900
COMPUTER ASSOCIATES INTERNATIONAL COMMON 204912109 84 1,200 SH DEFINED 2 1,200
COMPUTER NETWORK TECH CORP COMMON 204925101 1,720 75,000 SH DEFINED 1 75,000
COMPUWARE CORPORATION COMMON 205638109 894 24,000 SH DEFINED 1 24,000
COMPUWARE CORPORATION COMMON 205638109 15,697 421,400 SH DEFINED 1,2 421,400
COMPUWARE CORPORATION COMMON 205638109 5,740 154,100 SH DEFINED 1,4 154,100
COMPUWARE CORPORATION COMMON 205638109 93 2,500 SH DEFINED 2,3 2,500
COMSTOCK RES COM STK COMMON 205768203 56 20,000 SH DEFINED 1 20,000
COMVERSE TECHNOLOGY CVT CONVERT 205862AG0 26,645 7,811,000 PRN DEFINED 1 7,811,000
COMVERSE TECHNOLOGY CVT CONVERT 205862AG0 2,200 645,000 PRN DEFINED 2 645,000
COMVERSE TECHNOLOGY INC COMMON 205862402 236,579 1,634,400 SH DEFINED 1 1,634,400
COMVERSE TECHNOLOGY INC COMMON 205862402 303,975 2,100,000 SH DEFINED 1,2 2,100,000
COMVERSE TECHNOLOGY INC COMMON 205862402 19,628 139,350 SH DEFINED 1,5 139,350
COMVERSE TECHNOLOGY INC COMMON 205862402 17,831 123,200 SH DEFINED 2 123,200
COMVERSE TECHNOLOGY INC COMMON 205862402 1,913 13,290 SH DEFINED 2,3 13,290
CONCORD COMMUNICATIONS INC COMMON 206186108 15,585 351,200 SH DEFINED 1 351,200
CONCORD COMMUNICATIONS INC COMMON 206186108 13 300 SH DEFINED 1,5 300
CONCORD COMMUNICATIONS INC COMMON 206186108 839 18,900 SH DEFINED 2 18,900
CONCORD COMMUNICATIONS INC COMMON 206186108 80 1,800 SH DEFINED 2,3 1,800
CONCORD EFS, INC. COMMON 206197105 101,621 3,946,432 SH DEFINED 1 3,946,432
CONCORD EFS, INC. COMMON 206197105 249,152 9,675,800 SH DEFINED 1,2 9,675,800
CONCORD EFS, INC. COMMON 206197105 488 18,950 SH DEFINED 1,5 18,950
CONCORD EFS, INC. COMMON 206197105 11,230 436,100 SH DEFINED 2 436,100
CONCORD EFS, INC. COMMON 206197105 1,439 55,900 SH DEFINED 2,3 55,900
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<PAGE> 27
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CONEXANT SYSTEMS INC COMMON 207142100 24,559 370,000 SH DEFINED 1 370,000
CONEXANT SYSTEMS INC COMMON 207142100 199,125 3,000,000 SH DEFINED 1,2 3,000,000
CONEXANT SYSTEMS INC COMMON 207142100 943 14,400 SH DEFINED 1,5 14,400
CONEXANT SYSTEMS INC COMMON 207142100 12,963 195,300 SH DEFINED 2 195,300
CONEXANT SYSTEMS INC COMMON 207142100 889 13,500 SH DEFINED 2,3 13,500
CONOCO INC CLASS B - WI COMMON 208251405 28,434 1,143,083 SH DEFINED 1 1,143,083
CONOCO INC CLASS B - WI COMMON 208251405 31,094 1,250,000 SH DEFINED 1,2 1,250,000
CONOCO INC CLASS B - WI COMMON 208251405 5,597 225,000 SH DEFINED 1,5 225,000
CONOCO INC CLASS B - WI COMMON 208251405 1,194 48,000 SH DEFINED 2 48,000
CONSOLIDATED STORES CORP COMMON 210149100 1,300 80,000 SH DEFINED 1 80,000
CONVERGENT COMM COM STK COMMON 211914403 3,100 195,250 SH DEFINED 1 195,250
CONVERGYS CORP COMMON 212485106 13,047 424,300 SH DEFINED 1 424,300
COOPER CAMERON CORP. COMMON 216640102 27,816 568,400 SH DEFINED 1 568,400
COOPER CAMERON CORP. COMMON 216640102 135,126 2,761,200 SH DEFINED 1,2 2,761,200
COOPER CAMERON CORP. COMMON 216640102 396 8,100 SH DEFINED 1,5 8,100
COOPER CAMERON CORP. COMMON 216640102 9,083 185,600 SH DEFINED 2 185,600
COOPER CAMERON CORP. COMMON 216640102 450 9,200 SH DEFINED 2,3 9,200
COOPER TIRE AND RUBBER COMPANY COMMON 216831107 2,490 160,000 SH DEFINED 1,4 160,000
COORS (ADOLPH) CO. COMMON 217016104 3,822 72,800 SH DEFINED 1 72,800
COPART, INC. COMMON 217204106 25,361 583,000 SH DEFINED 1 583,000
COPART, INC. COMMON 217204106 26 600 SH DEFINED 1,5 600
COPART, INC. COMMON 217204106 544 12,500 SH DEFINED 2 12,500
COPART, INC. COMMON 217204106 157 3,600 SH DEFINED 2,3 3,600
COPEL-CIA PARANAENSE ENERGIA-SP ADR COMMON 20441B407 3,324 356,935 SH DEFINED 1,6 356,935
COPPER MOUNTAIN NETWORKS INC COMMON 217510106 2,291 47,000 SH DEFINED 1 47,000
COR THERAPEUTICS, INC. COMMON 217753102 161 6,000 SH DEFINED 1 6,000
CORE LABORATORIES N.V. COMMON N22717107 21,355 1,064,400 SH DEFINED 1 1,064,400
CORE LABORATORIES N.V. COMMON N22717107 52 2,600 SH DEFINED 1,5 2,600
CORE LABORATORIES N.V. COMMON N22717107 760 37,900 SH DEFINED 2 37,900
CORE LABORATORIES N.V. COMMON N22717107 255 12,700 SH DEFINED 2,3 12,700
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<PAGE> 28
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CORNELL CORRECTIONS INC COMMON 219141108 456 54,500 SH DEFINED 1 54,500
CORNING, INC. COMMON 219350105 102,080 791,700 SH DEFINED 1 791,700
CORNING, INC. COMMON 219350105 475,341 3,686,600 SH DEFINED 1,2 3,686,600
CORNING, INC. COMMON 219350105 864 6,700 SH DEFINED 1,5 6,700
CORNING, INC. COMMON 219350105 22,255 172,600 SH DEFINED 2 172,600
CORNING, INC. COMMON 219350105 1,367 10,600 SH DEFINED 2,3 10,600
CORRECTIONAL PROPERTIES TRUST COMMON 22025E104 3,172 258,900 SH DEFINED 1 258,900
CORUS GROUP PLC SPONS ADR COMMON 22087M101 536 20,700 SH DEFINED 1 20,700
CORUS GROUP PLC SPONS ADR COMMON 22087M101 1,423 55,000 SH DEFINED 1,10 55,000
CORUS GROUP PLC SPONS ADR COMMON 22087M101 116 4,500 SH DEFINED 1,5 4,500
COST PLUS INC/CALIFORNIA COMMON 221485105 7,158 200,925 SH DEFINED 1 200,925
COST PLUS INC/CALIFORNIA COMMON 221485105 16 450 SH DEFINED 1,5 450
COST PLUS INC/CALIFORNIA COMMON 221485105 255 7,150 SH DEFINED 2 7,150
COST PLUS INC/CALIFORNIA COMMON 221485105 85 2,375 SH DEFINED 2,3 2,375
COSTCO WHOLESALE CORP COMMON 22160K105 643,404 7,051,000 SH DEFINED 1 7,051,000
COSTCO WHOLESALE CORP COMMON 22160K105 100,375 1,100,000 SH DEFINED 1,2 1,100,000
COSTCO WHOLESALE CORP COMMON 22160K105 1,186 13,000 SH DEFINED 1,4 13,000
COSTCO WHOLESALE CORP COMMON 22160K105 301 3,300 SH DEFINED 1,5 3,300
COSTCO WHOLESALE CORP COMMON 22160K105 7,528 82,500 SH DEFINED 2 82,500
COSTCO WHOLESALE CORP COMMON 22160K105 511 5,600 SH DEFINED 2,3 5,600
COVAD COMMUNICATIONS GROUP COMMON 222814204 864 15,450 SH DEFINED 1 15,450
COVENTRY HEALTH CARE INC COMMON 222862104 2,184 323,500 SH DEFINED 1 323,500
COX COMMUNICATIONS CL A COMMON 224044107 1,041,155 20,216,600 SH DEFINED 1 20,216,600
COX COMMUNICATIONS CL A COMMON 224044107 202,441 3,930,900 SH DEFINED 1,2 3,930,900
COX COMMUNICATIONS CL A COMMON 224044107 15 300 SH DEFINED 1,5 300
COX COMMUNICATIONS CL A COMMON 224044107 17,957 348,688 SH DEFINED 2 348,688
COX COMMUNICATIONS CL A COMMON 224044107 937 18,200 SH DEFINED 2,3 18,200
COX RADIO INC CL-A COMMON 224051102 13,546 135,800 SH DEFINED 1 135,800
CREDENCE SYSTEMS CO COMMON 225302108 54,253 627,200 SH DEFINED 1 627,200
CREDENCE SYSTEMS CO COMMON 225302108 95 1,100 SH DEFINED 1,5 1,100
CREDENCE SYSTEMS CO COMMON 225302108 1,644 19,000 SH DEFINED 2 19,000
CREDENCE SYSTEMS CO COMMON 225302108 519 6,000 SH DEFINED 2,3 6,000
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</TABLE>
<PAGE> 29
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CREDICORP LIMITED COMMON G2519Y108 1,828 152,332 SH DEFINED 1,6 152,332
CREE RESEARCH INC. COMMON 225447101 88,670 1,038,600 SH DEFINED 1 1,038,600
CREE RESEARCH INC. COMMON 225447101 529 6,200 SH DEFINED 1,5 6,200
CREE RESEARCH INC. COMMON 225447101 4,226 49,500 SH DEFINED 2 49,500
CREE RESEARCH INC. COMMON 225447101 683 8,000 SH DEFINED 2,3 8,000
CREO PRODUCTS INC COMMON 225606102 3,905 101,600 SH DEFINED 1 101,600
CREO PRODUCTS INC COMMON 225606102 4,078 104,600 SH DEFINED 1,5 104,600
CRITICAL PATH INC. COMMON 22674V100 4,011 42,500 SH DEFINED 1 42,500
CROSSROADS SYSTEMS INC COMMON 22765D100 1,268 15,000 SH DEFINED 1 15,000
CROWN CASTLE INTL CORP COMMON 228227104 5,217 162,400 SH DEFINED 1 162,400
CROWN CASTLE INTL CORP COMMON 228227104 88,344 2,750,000 SH DEFINED 1,2 2,750,000
CROWN CASTLE INTL CORP COMMON 228227104 161 5,000 SH DEFINED 1,5 5,000
CROWN CASTLE INTL CORP COMMON 228227104 6,293 195,900 SH DEFINED 2 195,900
CROWN CASTLE INTL CORP COMMON 228227104 292 9,100 SH DEFINED 2,3 9,100
CROWN CORK & SEAL CO COMMON 228255105 3,356 150,000 SH DEFINED 1,4 150,000
CSC HOLDINGS INC PFD M PREFERRED 126304401 1 10 SH DEFINED 2 10
CSG SYSTEMS INTERNATIONAL, INC. COMMON 126349109 19,874 498,400 SH DEFINED 1 498,400
CSK AUTO CORP COMMON 125965103 5,843 333,900 SH DEFINED 1 333,900
CSX CORP COMMON 126408103 3,451 110,000 SH DEFINED 1,4 110,000
CTC COMMUNICATIONS GROUP INC COMMON 126419100 480 12,300 SH DEFINED 1 12,300
CTC COMMUNICATIONS GROUP INC COMMON 126419100 5,565 141,900 SH DEFINED 1,5 141,900
CTC COMMUNICATIONS GROUP INC COMMON 126419100 55 1,400 SH DEFINED 2 1,400
CTS CORP COMMON 126501105 573 7,600 SH DEFINED 1 7,600
CTS CORP COMMON 126501105 7,440 99,200 SH DEFINED 1,5 99,200
CTS CORP COMMON 126501105 45 600 SH DEFINED 2 600
CUC INT'L INC. CONVERT 126545AD4 74 73,000 PRN DEFINED 1 73,000
CUC INT'L INC. CONVERT 126545AD4 1,817 1,799,000 PRN DEFINED 1,7 1,799,000
CUTTER & BUCK INC. COMMON 232217109 681 45,000 SH DEFINED 1 45,000
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<PAGE> 30
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CV THERAPEUTICS INC COMMON 126667104 2,606 100,000 SH DEFINED 1 100,000
CYBERNET INTERNET 144A SR DIS NTCV CONVERT 232503AG7 6,216 11,250,000 PRN DEFINED 1 11,250,000
CYBERNET INTERNET COM STK COMMON 232503102 44 5,000 SH DEFINED 1 5,000
CYBERNET INTERNET SERVICE WARRANT COMMON 232503110 1,926 24,000 SH DEFINED 1 24,000
CYBERONICS INC COMMON 23251P102 2,085 130,800 SH DEFINED 1 130,800
CYBEX CORP. COMMON 232522102 9,756 240,900 SH DEFINED 1 240,900
CYBEX CORP. COMMON 232522102 16 400 SH DEFINED 1,5 400
CYBEX CORP. COMMON 232522102 288 7,100 SH DEFINED 2 7,100
CYBEX CORP. COMMON 232522102 99 2,450 SH DEFINED 2,3 2,450
CYMER INC COMMON 232572107 13,837 300,800 SH DEFINED 1 300,800
CYMER INC COMMON 232572107 18 400 SH DEFINED 1,5 400
CYMER INC COMMON 232572107 336 7,300 SH DEFINED 2 7,300
CYMER INC COMMON 232572107 110 2,400 SH DEFINED 2,3 2,400
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 15,343 473,900 SH DEFINED 1 473,900
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 178,063 5,500,000 SH DEFINED 1,2 5,500,000
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 583 18,100 SH DEFINED 1,5 18,100
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 4,963 153,300 SH DEFINED 2 153,300
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 715 22,100 SH DEFINED 2,3 22,100
DAIMLERCHRYSLER AG COMMON D1668R123 1,800 23,000 SH DEFINED 1,10 23,000
DAIMLERCHRYSLER AG COMMON D1668R123 3,443 44,000 SH DEFINED 1,5 44,000
DALLAS SEMICONDUCTOR CORPORATION COMMON 235204104 33,218 515,500 SH DEFINED 1 515,500
DALLAS SEMICONDUCTOR CORPORATION COMMON 235204104 6,173 95,800 SH DEFINED 1,5 95,800
DALLAS SEMICONDUCTOR CORPORATION COMMON 235204104 851 13,200 SH DEFINED 2 13,200
DALLAS SEMICONDUCTOR CORPORATION COMMON 235204104 271 4,200 SH DEFINED 2,3 4,200
DANAHER CORP- COMMON COMMON 235851102 3,498 72,500 SH DEFINED 1 72,500
DANAHER CORP- COMMON COMMON 235851102 60,313 1,250,000 SH DEFINED 1,2 1,250,000
DANAHER CORP- COMMON COMMON 235851102 4,289 88,900 SH DEFINED 2 88,900
DANAHER CORP- COMMON COMMON 235851102 203 4,200 SH DEFINED 2,3 4,200
DAVOX CORP COMMON 239208101 13,584 692,200 SH DEFINED 1 692,200
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<PAGE> 31
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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DAYTON HUDSON CORP COMMON 239753106 1,669,183 22,729,300 SH DEFINED 1 22,729,300
DAYTON HUDSON CORP COMMON 239753106 360,233 4,905,300 SH DEFINED 1,2 4,905,300
DAYTON HUDSON CORP COMMON 239753106 5,846 79,200 SH DEFINED 1,5 79,200
DAYTON HUDSON CORP COMMON 239753106 23,361 318,100 SH DEFINED 2 318,100
DAYTON HUDSON CORP COMMON 239753106 809 11,000 SH DEFINED 2,3 11,000
DEAN FOODS CO. COMMON 242361103 1,113 28,000 SH DEFINED 1 28,000
DEB SHOPS INC COMMON 242728103 6,706 362,500 SH DEFINED 1 362,500
DEERE & COMPANY COMMON 244199105 3,904 90,000 SH DEFINED 1,4 90,000
DELL COMPUTER CORP COMMON 247025109 102,000 2,000,000 SH DEFINED 1 2,000,000
DELL COMPUTER CORP COMMON 247025109 76,500 1,500,000 SH DEFINED 1,2 1,500,000
DELL COMPUTER CORP COMMON 247025109 1,071 21,000 SH DEFINED 2 21,000
DELL COMPUTER CORP COMMON 247025109 172 3,300 SH DEFINED 2,3 3,300
DELTA AIR LINES, INC. COMMON 247361108 11,208 225,000 SH DEFINED 1 225,000
DELTATHREE.COM INC CL A COMMON 24783N102 1,833 71,200 SH DEFINED 1 71,200
DELUXE CORP COMMON 248019101 6,503 237,000 SH DEFINED 1,4 237,000
DEN DANSKE BANK-UNSPONS ADR COMMON 248206203 1,637 15,000 SH DEFINED 1,10 15,000
DENDRITE INTERNATIONAL INC. COMMON 248239105 4,182 123,450 SH DEFINED 1 123,450
DEUTSCHE BANK - ADR COMMON 251525309 3,026 36,000 SH DEFINED 1,10 36,000
DEVON ENERGY CORPORATION COMMON 25179M103 4,813 146,400 SH DEFINED 1 146,400
DEVON ENERGY-KERRMCGEE DECS CONVERT 492386305 12,815 394,300 SH DEFINED 1 394,300
DEVON ENERGY-KERRMCGEE DECS CONVERT 492386305 1,040 32,000 SH DEFINED 2 32,000
DIAL CORP COMMON 25247D101 3,039 125,000 SH DEFINED 1 125,000
DIAMOND OFFSHORE DRILLING COMMON 25271C102 18,741 613,200 SH DEFINED 1 613,200
DIAMOND OFFSHORE DRILLING COMMON 25271C102 30,563 1,000,000 SH DEFINED 1,2 1,000,000
DIAMOND OFFSHORE DRILLING COMMON 25271C102 52 1,700 SH DEFINED 1,5 1,700
DIAMOND OFFSHORE DRILLING COMMON 25271C102 1,543 50,500 SH DEFINED 2 50,500
DIAMOND OFFSHORE DRILLING COMMON 25271C102 107 3,500 SH DEFINED 2,3 3,500
DIAMOND TECH PARTNERS INC COMMON 252762109 5,156 60,000 SH DEFINED 1 60,000
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</TABLE>
<PAGE> 32
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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DIGEX INC COMMON 253756100 10,313 150,000 SH DEFINED 1 150,000
DIGITAL IMPACT INC COMMON 25385G106 180 3,600 SH DEFINED 1 3,600
DIGITAL IMPACT INC COMMON 25385G106 1,306 25,800 SH DEFINED 1,5 25,800
DIGITAL IMPACT INC COMMON 25385G106 15 300 SH DEFINED 2 300
DIGITAL INSIGHT COMMON 25385P106 5,533 152,100 SH DEFINED 1 152,100
DIGITAL LIGHTWAVE INC COMMON 253855100 5,760 90,000 SH DEFINED 1 90,000
DII GROUP, INC. COMMON 232949107 22,192 312,700 SH DEFINED 1 312,700
DILLARDS INC.-CL A COMMON 254067101 4,732 234,400 SH DEFINED 1,4 234,400
DITECH COMMUNICATIONS CORP COMMON 25500M103 692 7,400 SH DEFINED 1 7,400
DITECH COMMUNICATIONS CORP COMMON 25500M103 299 3,200 SH DEFINED 1,5 3,200
DITECH COMMUNICATIONS CORP COMMON 25500M103 1,178 12,600 SH DEFINED 2 12,600
DOBSON COMMUNICATIONS PIK PFD PREFERRED 256072307 21,703 21,435 SH DEFINED 1 21,435
DOCUMENTUM, INC. COMMON 256159104 10,538 176,000 SH DEFINED 1 176,000
DOLLAR TREE STORES INC. COMMON 256747106 10,782 222,600 SH DEFINED 1 222,600
DOLLAR TREE STORES INC. COMMON 256747106 103,424 2,135,200 SH DEFINED 1,2 2,135,200
DOLLAR TREE STORES INC. COMMON 256747106 184 3,800 SH DEFINED 1,5 3,800
DOLLAR TREE STORES INC. COMMON 256747106 5,850 120,775 SH DEFINED 2 120,775
DOLLAR TREE STORES INC. COMMON 256747106 391 8,075 SH DEFINED 2,3 8,075
DOMINION RESOURCES, INC. COMMON 257470104 734 18,700 SH DEFINED 1 18,700
DORAL FINANCIAL CORPORATION COMMON 25811P100 493 40,000 SH DEFINED 1 40,000
DOVER CORP COMMON 260003108 4,084 90,000 SH DEFINED 1,4 90,000
DOW CHEMICAL CO. COMMON 260543103 7,777 58,200 SH DEFINED 1,4 58,200
DOW JONES & COMPANY, INC. COMMON 260561105 13,192 194,000 SH DEFINED 1 194,000
DOW JONES & COMPANY, INC. COMMON 260561105 680 10,000 SH DEFINED 2 10,000
DQE, INC. COMMON 23329J104 2,915 84,200 SH DEFINED 1 84,200
DRIL-QUIP INC. COMMON 262037104 7,290 240,000 SH DEFINED 1 240,000
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</TABLE>
<PAGE> 33
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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DST SYSTEMS INC. COMMON 233326107 16,293 213,500 SH DEFINED 1 213,500
DST SYSTEMS INC. COMMON 233326107 59,142 775,000 SH DEFINED 1,2 775,000
DST SYSTEMS INC. COMMON 233326107 122 1,600 SH DEFINED 1,5 1,600
DST SYSTEMS INC. COMMON 233326107 4,518 59,200 SH DEFINED 2 59,200
DST SYSTEMS INC. COMMON 233326107 206 2,700 SH DEFINED 2,3 2,700
DTE ENERGY COMPANY COMMON 233331107 3,451 110,000 SH DEFINED 1,4 110,000
DTI HOLDINGS IN WTS COMMON 23333W117 0 2,500 SH DEFINED 1 2,500
DUKE-WEEKS REALTY CORP. COMMON 264411505 1,755 90,000 SH DEFINED 1,11 90,000
DUKE-WEEKS REALTY CORP. COMMON 264411505 1,170 60,000 SH DEFINED 1,4 60,000
DUPONT DE NEMOUR COMMON 263534109 25,011 379,669 SH DEFINED 1 379,669
DUPONT DE NEMOUR COMMON 263534109 69 1,050 SH DEFINED 1,5 1,050
DURA AUTOMOTIVE SYSTEMS INC. COMMON 265903104 2,807 161,000 SH DEFINED 1 161,000
DYCOM INDUSTRIES INC. COMMON 267475101 23,076 523,700 SH DEFINED 1 523,700
DYCOM INDUSTRIES INC. COMMON 267475101 31 700 SH DEFINED 1,5 700
DYCOM INDUSTRIES INC. COMMON 267475101 485 11,000 SH DEFINED 2 11,000
DYCOM INDUSTRIES INC. COMMON 267475101 165 3,750 SH DEFINED 2,3 3,750
EAGLE USA AIRFREIGHT INC COMMON 270018104 14,059 326,000 SH DEFINED 1 326,000
EAGLE USA AIRFREIGHT INC COMMON 270018104 26 600 SH DEFINED 1,5 600
EAGLE USA AIRFREIGHT INC COMMON 270018104 392 9,100 SH DEFINED 2 9,100
EAGLE USA AIRFREIGHT INC COMMON 270018104 134 3,100 SH DEFINED 2,3 3,100
EARTHGRAINS COMPANY COMMON 270319106 1,967 122,000 SH DEFINED 1 122,000
EARTHWATCH CORP. CVT PFD CONVERT 270324502 1,884 103,236 SH DEFINED 1 103,236
EATON VANCE CORP COMMON 278265103 12,061 317,400 SH DEFINED 1 317,400
EATON VANCE CORP COMMON 278265103 30 800 SH DEFINED 1,5 800
EATON VANCE CORP COMMON 278265103 429 11,300 SH DEFINED 2 11,300
EATON VANCE CORP COMMON 278265103 144 3,800 SH DEFINED 2,3 3,800
EBAY INC COMMON 278642103 60,716 485,000 SH DEFINED 1 485,000
EBAY INC COMMON 278642103 1,440 11,500 SH DEFINED 2 11,500
EBENX INC COMMON 278668108 2,181 48,200 SH DEFINED 1 48,200
ECHOSTAR COMMUNICATIONS CORP - A COMMON 278762109 12,597 129,200 SH DEFINED 1 129,200
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</TABLE>
<PAGE> 34
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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ECI TELECOMMUNICATIONS -ORD COMMON 268258100 1,195 37,800 SH DEFINED 1,6 37,800
ECLIPSYS CORPORATION COMMON 278856109 6,719 262,200 SH DEFINED 1 262,200
EDISON INTERNATIONAL COMMON 281020107 30,333 1,158,300 SH DEFINED 1 1,158,300
EIDOS PLC - ADR COMMON 282485101 21,539 259,500 SH DEFINED 1 259,500
EIDOS PLC - ADR COMMON 282485101 718 8,400 SH DEFINED 1,5 8,400
EL PASO ENERGY CAP 4.75% CVT PREF CONVERT 283678209 4,090 81,200 SH DEFINED 1 81,200
EL PASO ENERGY CORP. COMMON 283905107 24,145 622,100 SH DEFINED 1 622,100
EL PASO ENERGY CORP. COMMON 283905107 58,219 1,500,000 SH DEFINED 1,2 1,500,000
EL PASO ENERGY CORP. COMMON 283905107 120 3,100 SH DEFINED 1,5 3,100
EL PASO ENERGY CORP. COMMON 283905107 3,066 79,000 SH DEFINED 2 79,000
EL PASO ENERGY CORP. COMMON 283905107 198 5,100 SH DEFINED 2,3 5,100
EL SITIO INC COMMON G30177102 9,482 258,000 SH DEFINED 1 258,000
ELANTEC SEMICONDUCTOR, INC. COMMON 284155108 4,950 150,000 SH DEFINED 1 150,000
ELCOR CORP. COMMON 284443108 13,621 452,150 SH DEFINED 1 452,150
ELCOR CORP. COMMON 284443108 32 1,050 SH DEFINED 1,5 1,050
ELCOR CORP. COMMON 284443108 542 18,000 SH DEFINED 2 18,000
ELCOR CORP. COMMON 284443108 164 5,450 SH DEFINED 2,3 5,450
ELECTRICIDAD DE CARACAS ADR COMMON 12477A106 1,968 124,588 SH DEFINED 1,6 124,588
ELECTRONIC ARTS, INC. COMMON 285512109 14,927 177,700 SH DEFINED 1 177,700
ELECTRONIC ARTS, INC. COMMON 285512109 117,600 1,400,000 SH DEFINED 1,2 1,400,000
ELECTRONIC ARTS, INC. COMMON 285512109 7,535 89,700 SH DEFINED 2 89,700
ELECTRONIC ARTS, INC. COMMON 285512109 395 4,700 SH DEFINED 2,3 4,700
ELECTRONIC RETAILING WTS EXP 2/1/04 COMMON 285825113 23 23,312 SH DEFINED 1 23,312
ELECTRONICS FOR IMAGING COMMON 286082102 31,463 541,300 SH DEFINED 1 541,300
ELECTRONICS FOR IMAGING COMMON 286082102 116,250 2,000,000 SH DEFINED 1,2 2,000,000
ELECTRONICS FOR IMAGING COMMON 286082102 326 5,600 SH DEFINED 1,5 5,600
ELECTRONICS FOR IMAGING COMMON 286082102 8,684 149,400 SH DEFINED 2 149,400
ELECTRONICS FOR IMAGING COMMON 286082102 686 11,800 SH DEFINED 2,3 11,800
EMBOTELLADORA ARICA ADR 144A COMMON 290815109 405 40,500 SH DEFINED 1,6 40,500
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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EMBRATEL PARTICIPACOES - ADR COMMON 29081N100 26,084 957,200 SH DEFINED 1 957,200
EMBRATEL PARTICIPACOES - ADR COMMON 29081N100 2,485 91,200 SH DEFINED 2 91,200
EMBRATEL PARTICIPACOES - ADR COMMON 29081N100 105 4,000 SH DEFINED 2,3 4,000
EMC CORP CVT SUB NOTES CONVERT 26865YAA2 18,832 1,950,000 PRN DEFINED 1 1,950,000
EMC CORP. COMMON 268648102 519,047 4,750,999 SH DEFINED 1 4,750,999
EMC CORP. COMMON 268648102 491,177 4,495,900 SH DEFINED 1,2 4,495,900
EMC CORP. COMMON 268648102 503 4,600 SH DEFINED 1,5 4,600
EMC CORP. COMMON 268648102 22,440 205,400 SH DEFINED 2 205,400
EMC CORP. COMMON 268648102 197 1,800 PUT DEFINED 2,3 1,800
EMC CORP. COMMON 268648102 2,043 18,700 SH DEFINED 2,3 18,700
EMERSON ELECTRIC CO COMMON 291011104 4,085 71,200 SH DEFINED 1,4 71,200
EMERSON ELECTRIC CO COMMON 291011104 9,943 173,300 SH DEFINED 1,6 173,300
EMMIS COMMUNICATIONS CORP. COMMON 291525103 12,564 100,800 SH DEFINED 1 100,800
EMULEX CORP COMMON 292475209 117,754 1,046,700 SH DEFINED 1 1,046,700
EMULEX CORP COMMON 292475209 180 1,600 SH DEFINED 1,5 1,600
EMULEX CORP COMMON 292475209 2,756 24,500 SH DEFINED 2 24,500
EMULEX CORP COMMON 292475209 473 4,200 SH DEFINED 2,3 4,200
ENCORE MEDICAL CORP COMMON 29256E109 157 52,349 SH DEFINED 1 52,349
ENCORE MEDICAL CORP-WTS COMMON 29256E117 5 7,853 SH DEFINED 1 7,853
ENDESA - SPONSORED ADR COMMON 29258N107 799 39,600 SH DEFINED 1 39,600
ENDESA - SPONSORED ADR COMMON 29258N107 2,624 130,000 SH DEFINED 1,10 130,000
ENDOSONICS CORP COMMON 29264K105 8,910 1,980,000 SH DEFINED 1 1,980,000
ENERGY EAST CORPORATION COMMON 29266M109 2,560 123,000 SH DEFINED 1 123,000
ENI SPA- SPONSORED ADR COMMON 26874R108 711 12,900 SH DEFINED 1 12,900
ENI SPA- SPONSORED ADR COMMON 26874R108 1,378 25,000 SH DEFINED 1,10 25,000
ENI SPA- SPONSORED ADR COMMON 26874R108 160 2,900 SH DEFINED 1,5 2,900
ENRON CORP COMMON 293561106 63,155 1,423,200 SH DEFINED 1 1,423,200
ENRON CORP COMMON 293561106 55,469 1,250,000 SH DEFINED 1,2 1,250,000
ENRON CORP COMMON 293561106 115 2,600 SH DEFINED 1,5 2,600
ENRON CORP COMMON 293561106 5,014 113,000 SH DEFINED 2 113,000
ENRON CORP COMMON 293561106 178 4,000 SH DEFINED 2,3 4,000
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<PAGE> 36
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
ENSCO INTERNATIONAL INC COMMON 26874Q100 25,755 1,125,900 SH DEFINED 1 1,125,900
ENSCO INTERNATIONAL INC COMMON 26874Q100 538 23,500 SH DEFINED 1,5 23,500
ENSCO INTERNATIONAL INC COMMON 26874Q100 1,418 62,000 SH DEFINED 2 62,000
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 13,385 202,800 SH DEFINED 1 202,800
ENTERGY CORP. COMMON 29364G103 6,566 255,000 SH DEFINED 1,4 255,000
ENTRUST TECHNOLOGIES INC COMMON 293848107 21,745 362,800 SH DEFINED 1 362,800
ENTRUST TECHNOLOGIES INC COMMON 293848107 30 500 SH DEFINED 1,5 500
ENTRUST TECHNOLOGIES INC COMMON 293848107 1,870 31,200 SH DEFINED 2 31,200
ENTRUST TECHNOLOGIES INC COMMON 293848107 156 2,600 SH DEFINED 2,3 2,600
ENZON, INC. COMMON 293904108 174 4,000 SH DEFINED 1 4,000
ENZON, INC. - PREF PREFERRED 293904991 1,575 16,000 SH DEFINED 1 16,000
EOG RESOURCES INC COMMON 26875P101 6,286 357,900 SH DEFINED 1 357,900
EOG RESOURCES INC COMMON 26875P101 61,469 3,500,000 SH DEFINED 1,2 3,500,000
EOG RESOURCES INC COMMON 26875P101 141 8,000 SH DEFINED 1,5 8,000
EOG RESOURCES INC COMMON 26875P101 4,269 243,100 SH DEFINED 2 243,100
EOG RESOURCES INC COMMON 26875P101 211 12,000 SH DEFINED 2,3 12,000
EOP OPERATING-WTS 1/18/00 COMMON 268766136 1 530 SH DEFINED 2 530
EQUANT NV-NY REGISTERED SHR COMMON 294409107 258 2,300 SH DEFINED 1 2,300
EQUANT NV-NY REGISTERED SHR COMMON 294409107 3,024 27,200 SH DEFINED 1,5 27,200
EQUANT NV-NY REGISTERED SHR COMMON 294409107 11 100 SH DEFINED 2 100
EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 2,192 89,000 SH DEFINED 1,11 89,000
EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 2,240 90,979 SH DEFINED 1,4 90,979
EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 11,820 480,000 SH DEFINED 1,6 480,000
EQUITY RESIDENTIAL PROPERTIES TRUST COMMON 29476L107 2,134 50,000 SH DEFINED 1,11 50,000
EQUITY RESIDENTIAL PROPERTIES TRUST COMMON 29476L107 2,352 55,100 SH DEFINED 1,4 55,100
EQUITY RESIDENTIAL PROPERTIES TRUST COMMON 29476L107 8,836 207,000 SH DEFINED 1,6 207,000
ERICSSON (L.M.) TELEPHONE-ADR COMMON 294821400 90,846 1,383,000 SH DEFINED 1 1,383,000
ERICSSON (L.M.) TELEPHONE-ADR COMMON 294821400 70,614 1,075,000 SH DEFINED 1,2 1,075,000
ERICSSON (L.M.) TELEPHONE-ADR COMMON 294821400 210 3,200 SH DEFINED 2,3 3,200
ESAT HOLDINGS WTS EXP 2/1/07 COMMON 29605P110 1,910 26,350 SH DEFINED 1 26,350
ESAT HOLDINGS WTS EXP 2/1/07 COMMON 29605P110 3 35 SH DEFINED 2 35
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</TABLE>
<PAGE> 37
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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ESAT TELECOM GROUP PLC - ADR COMMON 26883Y102 48,559 530,700 SH DEFINED 1 530,700
ESAT TELECOM GROUP PLC - ADR COMMON 26883Y102 3,882 41,800 SH DEFINED 1,5 41,800
ESAT TELECOM GROUP PLC - ADR COMMON 26883Y102 9,754 106,600 SH DEFINED 1,6 106,600
ESAT TELECOM GROUP PLC - ADR COMMON 26883Y102 28 300 SH DEFINED 2 300
ESPEED INC CL A COMMON 296643109 5,548 156,000 SH DEFINED 1 156,000
ESPEED INC CL A COMMON 296643109 718 20,200 SH DEFINED 2 20,200
ESSEX PROPERTY TRUST, INC. COMMON 297178105 1,149 33,800 SH DEFINED 1,11 33,800
ESTEE LAUDER CO CVT PFD CONVERT 518437207 5,228 60,400 SH DEFINED 1 60,400
ESTEE LAUDER CO CVT PFD CONVERT 518437207 433 5,000 SH DEFINED 2 5,000
ETEC SYSTEMS INC COMMON 26922C103 13,521 301,300 SH DEFINED 1 301,300
ETEC SYSTEMS INC COMMON 26922C103 31 700 SH DEFINED 1,5 700
ETEC SYSTEMS INC COMMON 26922C103 494 11,000 SH DEFINED 2 11,000
ETEC SYSTEMS INC COMMON 26922C103 162 3,600 SH DEFINED 2,3 3,600
ETHAN ALLEN INTERIORS INC. COMMON 297602104 8,782 273,900 SH DEFINED 1 273,900
ETHAN ALLEN INTERIORS INC. COMMON 297602104 1,382 43,100 SH DEFINED 2 43,100
ETOYS INC. COMMON 297862104 131 5,000 SH DEFINED 2 5,000
EVERGREEN RES INC. COMMON 299900308 9,312 471,500 SH DEFINED 1 471,500
EVERGREEN RES INC. COMMON 299900308 18 900 SH DEFINED 1,5 900
EVERGREEN RES INC. COMMON 299900308 257 13,000 SH DEFINED 2 13,000
EVERGREEN RES INC. COMMON 299900308 89 4,500 SH DEFINED 2,3 4,500
EXAR CORP. COMMON 300645108 5,888 100,000 SH DEFINED 1 100,000
EXODUS COMMUNICATIONS 144A CONVERT 302088AG4 554 400,000 PRN DEFINED 1 400,000
EXODUS COMMUNICATIONS 144A CONVERT 302088AG4 27,441 19,815,000 PRN DEFINED 1,2 19,815,000
EXODUS COMMUNICATIONS 144A CONVERT 302088AG4 62 45,000 PRN DEFINED 1,5 45,000
EXODUS COMMUNICATIONS 144A CONVERT 302088AG4 1,191 860,000 PRN DEFINED 2 860,000
EXODUS COMMUNICATIONS 144A CONVERT 302088AG4 97 70,000 PRN DEFINED 2,3 70,000
EXODUS COMMUNICATIONS INC COMMON 302088109 79,967 900,400 SH DEFINED 1 900,400
EXODUS COMMUNICATIONS INC COMMON 302088109 53,288 600,000 SH DEFINED 1,2 600,000
EXODUS COMMUNICATIONS INC COMMON 302088109 9,589 110,100 SH DEFINED 1,5 110,100
EXODUS COMMUNICATIONS INC COMMON 302088109 6,269 70,600 SH DEFINED 2 70,600
EXODUS COMMUNICATIONS INC COMMON 302088109 178 2,000 SH DEFINED 2,3 2,000
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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EXPEDITORS INTL WASH INC COMMON 302130109 13,196 301,200 SH DEFINED 1 301,200
EXPEDITORS INTL WASH INC COMMON 302130109 31 700 SH DEFINED 1,5 700
EXPEDITORS INTL WASH INC COMMON 302130109 464 10,600 SH DEFINED 2 10,600
EXPEDITORS INTL WASH INC COMMON 302130109 158 3,600 SH DEFINED 2,3 3,600
EXPRESS SCRIPTS COMMON 302182100 56,064 876,000 SH DEFINED 1 876,000
EXPRESS SCRIPTS COMMON 302182100 64,000 1,000,000 SH DEFINED 1,2 1,000,000
EXPRESS SCRIPTS COMMON 302182100 262 4,100 SH DEFINED 1,5 4,100
EXPRESS SCRIPTS COMMON 302182100 5,146 80,400 SH DEFINED 2 80,400
EXPRESS SCRIPTS COMMON 302182100 794 12,400 SH DEFINED 2,3 12,400
EXXON MOBIL CORP COMMON 30231G102 108,954 1,352,418 SH DEFINED 1 1,352,418
EXXON MOBIL CORP COMMON 30231G102 120,844 1,500,000 SH DEFINED 1,2 1,500,000
EXXON MOBIL CORP COMMON 30231G102 11,955 148,400 SH DEFINED 1,4 148,400
EXXON MOBIL CORP COMMON 30231G102 219 2,716 SH DEFINED 1,5 2,716
EXXON MOBIL CORP COMMON 30231G102 17,893 222,105 SH DEFINED 1,6 222,105
EXXON MOBIL CORP COMMON 30231G102 1,270 15,763 SH DEFINED 2 15,763
F.Y.I. INC COMMON 302712104 7,334 215,700 SH DEFINED 1 215,700
FACTORY 2-U STORES INC COMMON 303072102 2,128 75,000 SH DEFINED 1 75,000
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 11,757 147,650 SH DEFINED 1 147,650
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 12 150 SH DEFINED 1,5 150
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 255 3,200 SH DEFINED 2 3,200
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 84 1,050 SH DEFINED 2,3 1,050
FAIRCHILD SEMICON INTL -CL A COMMON 303726103 1,401 47,100 SH DEFINED 1 47,100
FAMILY DOLLAR STORES COMMON 307000109 2,695 165,200 SH DEFINED 1 165,200
FAMILY DOLLAR STORES COMMON 307000109 46,491 2,850,000 SH DEFINED 1,2 2,850,000
FAMILY DOLLAR STORES COMMON 307000109 98 6,000 SH DEFINED 1,5 6,000
FAMILY DOLLAR STORES COMMON 307000109 2,455 150,500 SH DEFINED 2 150,500
FAMILY DOLLAR STORES COMMON 307000109 157 9,600 SH DEFINED 2,3 9,600
FEDERAL AGRICULTURAL MTG CORP COMMON 313148306 1,151 57,000 SH DEFINED 1 57,000
FEDERAL HOME LOAN MORTGAGE CP COMMON 313400301 204,883 4,353,420 SH DEFINED 1 4,353,420
FEDERAL HOME LOAN MORTGAGE CP COMMON 313400301 136,481 2,900,000 SH DEFINED 1,2 2,900,000
FEDERAL HOME LOAN MORTGAGE CP COMMON 313400301 3,036 64,500 SH DEFINED 2 64,500
FEDERAL HOME LOAN MORTGAGE CP COMMON 313400301 842 17,900 SH DEFINED 2,3 17,900
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</TABLE>
<PAGE> 39
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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FEDERAL NATIONAL MORTGAGE COMMON 313586109 81,668 1,308,000 SH DEFINED 1 1,308,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 90,534 1,450,000 SH DEFINED 1,2 1,450,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 4,058 65,000 SH DEFINED 1,4 65,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 6,244 100,000 SH DEFINED 1,5 100,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 1,811 29,000 SH DEFINED 2 29,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 866 13,900 SH DEFINED 2,3 13,900
FEDERAL REALTY INVS TRUST COMMON 313747206 433 23,000 SH DEFINED 1,11 23,000
FEDERAL SIGNAL CORP. COMMON 313855108 2,570 160,000 SH DEFINED 1,4 160,000
FEDERATED DEPARTMENT STORES COMMON 31410H101 24,715 488,800 SH DEFINED 1 488,800
FEDERATED INVESTORS INC COMMON 314211103 9,102 453,700 SH DEFINED 1 453,700
FEDERATED INVESTORS INC COMMON 314211103 41,409 2,064,000 SH DEFINED 1,2 2,064,000
FEDERATED INVESTORS INC COMMON 314211103 70 3,500 SH DEFINED 1,5 3,500
FEDERATED INVESTORS INC COMMON 314211103 3,336 166,300 SH DEFINED 2 166,300
FEDERATED INVESTORS INC COMMON 314211103 138 6,900 SH DEFINED 2,3 6,900
FIFTH THIRD BANCORP COMMON 316773100 35,587 485,000 SH DEFINED 1 485,000
FINISAR CORPORATION COMMON 31787A101 36,741 408,800 SH DEFINED 1 408,800
FINISAR CORPORATION COMMON 31787A101 81 900 SH DEFINED 1,5 900
FINISAR CORPORATION COMMON 31787A101 1,303 14,500 SH DEFINED 2 14,500
FINISAR CORPORATION COMMON 31787A101 431 4,800 SH DEFINED 2,3 4,800
FIRST DATA CORP. COMMON 319963104 668,899 13,564,500 SH DEFINED 1 13,564,500
FIRST DATA CORP. COMMON 319963104 132,651 2,690,000 SH DEFINED 1,2 2,690,000
FIRST DATA CORP. COMMON 319963104 5,636 114,300 SH DEFINED 1,4 114,300
FIRST DATA CORP. COMMON 319963104 7,643 155,000 SH DEFINED 2 155,000
FIRST DATA CORP. COMMON 319963104 459 9,300 SH DEFINED 2,3 9,300
FIRST INDUSTRIAL REALTY TRUST COMMON 32054K103 1,372 50,000 SH DEFINED 1,11 50,000
FIRST INDUSTRIAL REALTY TRUST COMMON 32054K103 1,139 41,500 SH DEFINED 1,4 41,500
FIRST REPUBLIC BANK COMMON 336158100 7,083 301,400 SH DEFINED 1 301,400
FIRST REPUBLIC BANK COMMON 336158100 16 700 SH DEFINED 1,5 700
FIRST REPUBLIC BANK COMMON 336158100 294 12,500 SH DEFINED 2 12,500
FIRST REPUBLIC BANK COMMON 336158100 85 3,600 SH DEFINED 2,3 3,600
FIRST REPUBLIC NON CVT 144A PREFERRED 336163209 4,600 5,000 SH DEFINED 1 5,000
FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 747 26,200 SH DEFINED 1 26,200
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</TABLE>
<PAGE> 40
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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FIRST UNION CORP. COMMON 337358105 7,875 240,000 SH DEFINED 1,4 240,000
FIRSTCOM CORP COMMON STK COMMON 33763T104 33,246 904,650 SH DEFINED 1 904,650
FIRSTENERGY CORP. COMMON 337932107 1,236 54,500 SH DEFINED 1 54,500
FIRSTWORLD COMM WARRANTS COMMON 337625115 42 350 SH DEFINED 1 350
FISERV, INC. COMMON 337738108 33,828 882,950 SH DEFINED 1 882,950
FISERV, INC. COMMON 337738108 143,672 3,750,000 SH DEFINED 1,2 3,750,000
FISERV, INC. COMMON 337738108 285 7,450 SH DEFINED 1,5 7,450
FISERV, INC. COMMON 337738108 8,883 231,850 SH DEFINED 2 231,850
FISERV, INC. COMMON 337738108 491 12,825 SH DEFINED 2,3 12,825
FLEET BOSTON FINANCIAL CORP COMMON 339030108 16,922 486,100 SH DEFINED 1 486,100
FLEET BOSTON FINANCIAL CORP COMMON 339030108 5,570 160,000 SH DEFINED 1,4 160,000
FLEXTRONICS INTL LTD COMMON Y2573F102 4,968 108,000 SH DEFINED 1 108,000
FLEXTRONICS INTL LTD COMMON Y2573F102 6,027 133,400 SH DEFINED 1,5 133,400
FLEXTRONICS INTL LTD COMMON Y2573F102 1,444 31,400 SH DEFINED 2 31,400
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 57,990 1,303,149 SH DEFINED 1 1,303,149
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 8,254 185,474 SH DEFINED 1,6 185,474
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 6,352 142,750 SH DEFINED 2 142,750
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 176 3,960 SH DEFINED 2,3 3,960
FORD MOTOR CO COMMON 345370100 22,070 413,000 SH DEFINED 1 413,000
FORD MOTOR CO COMMON 345370100 8,689 162,600 SH DEFINED 1,4 162,600
FORD MOTOR CO COMMON 345370100 1,544 28,900 SH DEFINED 2 28,900
FOREST LABORATORIES, INC.-CLASS A COMMON 345838106 23,887 388,800 SH DEFINED 1 388,800
FOREST LABORATORIES, INC.-CLASS A COMMON 345838106 107,516 1,750,000 SH DEFINED 1,2 1,750,000
FOREST LABORATORIES, INC.-CLASS A COMMON 345838106 258 4,200 SH DEFINED 1,5 4,200
FOREST LABORATORIES, INC.-CLASS A COMMON 345838106 8,399 136,700 SH DEFINED 2 136,700
FOREST LABORATORIES, INC.-CLASS A COMMON 345838106 369 6,000 SH DEFINED 2,3 6,000
FORTUNE BRANDS, INC. COMMON 349631101 3,306 100,000 SH DEFINED 1 100,000
FORTUNE BRANDS, INC. COMMON 349631101 1,653 50,000 SH DEFINED 1,4 50,000
FOSSIL INC. COMMON 349882100 16,466 712,050 SH DEFINED 1 712,050
FOSSIL INC. COMMON 349882100 24 1,050 SH DEFINED 1,5 1,050
FOSSIL INC. COMMON 349882100 405 17,500 SH DEFINED 2 17,500
FOSSIL INC. COMMON 349882100 126 5,450 SH DEFINED 2,3 5,450
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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FOUNDATION HEALTH SYSTEMS-A COMMON 350404109 5,018 505,000 SH DEFINED 1 505,000
FOUNDRY NETWORKS INC COMMON 35063R100 29,686 98,400 SH DEFINED 1 98,400
FOUNDRY NETWORKS INC COMMON 35063R100 30 100 SH DEFINED 1,5 100
FOUNDRY NETWORKS INC COMMON 35063R100 2,082 6,900 SH DEFINED 2 6,900
FOUNDRY NETWORKS INC COMMON 35063R100 211 700 SH DEFINED 2,3 700
FOUR SEASONS HOTELS INC COMMON 35100E104 9,899 185,900 SH DEFINED 1 185,900
FOUR SEASONS HOTELS INC COMMON 35100E104 4,198 79,500 SH DEFINED 1,5 79,500
FPL GROUP INC COMMON 302571104 3,160 73,800 SH DEFINED 1 73,800
FRANCE TELECOM SA - SPONS ADR COMMON 35177Q105 5,741 43,000 SH DEFINED 1 43,000
FRANKLIN RESOURCES, INC. COMMON 354613101 16 500 SH DEFINED 1 500
FREEMARKETS INC COMMON 356602102 117,173 343,300 SH DEFINED 1 343,300
FREEMARKETS INC COMMON 356602102 307 900 SH DEFINED 1,5 900
FREEMARKETS INC COMMON 356602102 5,427 15,900 SH DEFINED 2 15,900
FREEMARKETS INC COMMON 356602102 205 600 SH DEFINED 2,3 600
FREEPORT-MCMORAN COPPER & GOLD INC. COMMON 35671D857 480 22,700 SH DEFINED 1 22,700
FREEPORT-MCMORAN COPPER & GOLD INC. COMMON 35671D857 154 7,300 SH DEFINED 1,5 7,300
FRONTIER AIRLINES INC COMMON 359065109 1,422 125,000 SH DEFINED 1 125,000
FUJI PHOTO FILM ADR COMMON 359586302 1,913 50,000 SH DEFINED 1,10 50,000
G & K SERVICES INC -CL A COMMON 361268105 8,120 250,800 SH DEFINED 1 250,800
G & K SERVICES INC -CL A COMMON 361268105 19 600 SH DEFINED 1,5 600
G & K SERVICES INC -CL A COMMON 361268105 227 7,000 SH DEFINED 2 7,000
G & K SERVICES INC -CL A COMMON 361268105 97 3,000 SH DEFINED 2,3 3,000
GADZOOX NETWORKS INC COMMON 362555104 17,948 412,000 SH DEFINED 1 412,000
GADZOOX NETWORKS INC COMMON 362555104 35 800 SH DEFINED 1,5 800
GADZOOX NETWORKS INC COMMON 362555104 632 14,500 SH DEFINED 2 14,500
GADZOOX NETWORKS INC COMMON 362555104 200 4,600 SH DEFINED 2,3 4,600
GANNETT CO COMMON 364730101 8,703 106,700 SH DEFINED 1,4 106,700
GAP, INC. COMMON 364760108 37,985 825,750 SH DEFINED 1 825,750
GAP, INC. COMMON 364760108 0 1 SH DEFINED 2 1
GAP, INC. COMMON 364760108 97 2,100 SH DEFINED 2,3 2,100
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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GATEWAY INC. COMMON 367626108 950,728 13,193,100 SH DEFINED 1 13,193,100
GATEWAY INC. COMMON 367626108 371,489 5,155,100 SH DEFINED 1,2 5,155,100
GATEWAY INC. COMMON 367626108 19,824 275,100 SH DEFINED 2 275,100
GATEWAY INC. COMMON 367626108 2,172 30,200 SH DEFINED 2,3 30,200
GAYLORD CONTAINER CORP-A COMMON 368145108 439 64,500 SH DEFINED 1 64,500
GEMSTAR INTERNATIONAL GROUP LTD COMMON G3788V106 21,845 306,600 SH DEFINED 1 306,600
GEMSTAR INTERNATIONAL GROUP LTD COMMON G3788V106 1,610 22,600 SH DEFINED 1,2 22,600
GEMSTAR INTERNATIONAL GROUP LTD COMMON G3788V106 57 800 SH DEFINED 1,5 800
GEMSTAR INTERNATIONAL GROUP LTD COMMON G3788V106 2,465 34,600 SH DEFINED 2 34,600
GEMSTAR INTERNATIONAL GROUP LTD COMMON G3788V106 271 3,800 SH DEFINED 2,3 3,800
GENENTECH INC COMMON 368710406 5,380 40,000 SH DEFINED 1 40,000
GENERAL ELECTRIC COMPANY COMMON 369604103 290,590 1,877,800 SH DEFINED 1 1,877,800
GENERAL ELECTRIC COMPANY COMMON 369604103 386,875 2,500,000 SH DEFINED 1,2 2,500,000
GENERAL ELECTRIC COMPANY COMMON 369604103 10,244 66,200 SH DEFINED 1,4 66,200
GENERAL ELECTRIC COMPANY COMMON 369604103 3,126 20,200 SH DEFINED 2 20,200
GENERAL ELECTRIC COMPANY COMMON 369604103 867 5,600 SH DEFINED 2,3 5,600
GENERAL GROWTH PROPERTIES COMMON 370021107 1,582 56,500 SH DEFINED 1,11 56,500
GENERAL INSTRUMENT CORPORATION COMMON 370120107 76,313 897,800 SH DEFINED 1 897,800
GENERAL INSTRUMENT CORPORATION COMMON 370120107 401,387 4,722,200 SH DEFINED 1,2 4,722,200
GENERAL INSTRUMENT CORPORATION COMMON 370120107 9,699 114,100 SH DEFINED 2 114,100
GENERAL INSTRUMENT CORPORATION COMMON 370120107 2,294 27,000 SH DEFINED 2,3 27,000
GENERAL MOTORS CORP. CL H COMMON 370442832 9,235 96,200 PUT DEFINED 1 96,200
GENERAL MOTORS CORP. CL H COMMON 370442832 71,222 741,900 SH DEFINED 1 741,900
GENERAL MOTORS CORP. CL H COMMON 370442832 57,600 600,000 SH DEFINED 1,2 600,000
GENERAL MOTORS CORP. CL H COMMON 370442832 5,568 58,000 SH DEFINED 1,5 58,000
GENERAL MOTORS CORP. CL H COMMON 370442832 1,440 15,000 PUT DEFINED 2 15,000
GENERAL MOTORS CORP. CL H COMMON 370442832 4,445 46,300 SH DEFINED 2 46,300
GENERAL MOTORS CORP. CL H COMMON 370442832 192 2,000 SH DEFINED 2,3 2,000
GENTEX CORP COMMON 371901109 20,910 753,500 SH DEFINED 1 753,500
GENTEX CORP COMMON 371901109 56 2,000 SH DEFINED 1,5 2,000
GENTEX CORP COMMON 371901109 819 29,500 SH DEFINED 2 29,500
GENTEX CORP COMMON 371901109 266 9,600 SH DEFINED 2,3 9,600
GENUINE PARTS COMPANY COMMON 372460105 4,466 180,000 SH DEFINED 1,4 180,000
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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GENZYME CORP COMMON 372917104 30,474 677,200 SH DEFINED 1 677,200
GENZYME CORP COMMON 372917104 2,498 55,500 SH DEFINED 2 55,500
GENZYME SURGICAL PRODUCTS COMMON 372917609 3 450 SH DEFINED 1 450
GEORGIA PACIFIC CORP COMMON 373298108 21,554 424,700 SH DEFINED 1 424,700
GETTHERE.COM INC COMMON 374266104 1,932 48,000 SH DEFINED 1 48,000
GIBRALTAR STEEL CORPORATION COMMON 37476F103 1,519 65,000 SH DEFINED 1 65,000
GILAT SATELLITE NETWORKS LTD. COMMON M51474100 8,004 67,400 PUT DEFINED 1 67,400
GILAT SATELLITE NETWORKS LTD. COMMON M51474100 17,492 147,300 SH DEFINED 1 147,300
GILAT SATELLITE NETWORKS LTD. COMMON M51474100 285 2,400 SH DEFINED 1,5 2,400
GLAXO PLC-ADR COMMON 37733W105 112 2,000 SH DEFINED 1 2,000
GLAXO PLC-ADR COMMON 37733W105 2,235 40,000 SH DEFINED 1,10 40,000
GLOBAL CROSSING 144A 7% CONVERT 37932J301 112 400 SH DEFINED 1 400
GLOBAL CROSSING LTD COMMON G3921A100 47,193 943,856 SH DEFINED 1 943,856
GLOBAL CROSSING LTD COMMON G3921A100 4,330 86,600 SH DEFINED 2 86,600
GLOBAL INDUSTRIES LTD COMMON 379336100 4,962 575,300 SH DEFINED 1 575,300
GLOBAL INDUSTRIES LTD COMMON 379336100 25,875 3,000,000 SH DEFINED 1,2 3,000,000
GLOBAL INDUSTRIES LTD COMMON 379336100 58 6,700 SH DEFINED 1,5 6,700
GLOBAL INDUSTRIES LTD COMMON 379336100 1,380 160,000 SH DEFINED 2 160,000
GLOBAL INDUSTRIES LTD COMMON 379336100 126 14,600 SH DEFINED 2,3 14,600
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 127,115 3,671,200 SH DEFINED 1 3,671,200
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 51,938 1,500,000 SH DEFINED 1,2 1,500,000
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 16,983 517,400 SH DEFINED 1,5 517,400
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 7,712 222,800 SH DEFINED 2 222,800
GLOBAL TELESYSTEMS GROUP, INC. COMMON 37936U104 184 5,300 SH DEFINED 2,3 5,300
GLOBESPAN INC COMMON 379571102 20,664 317,300 SH DEFINED 1 317,300
GLOBESPAN INC COMMON 379571102 33 500 SH DEFINED 1,5 500
GLOBESPAN INC COMMON 379571102 1,133 17,400 SH DEFINED 2 17,400
GLOBESPAN INC COMMON 379571102 163 2,500 SH DEFINED 2,3 2,500
GOLDEN WEST FINANCIAL CORP. COMMON 381317106 804 24,000 SH DEFINED 1 24,000
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<PAGE> 44
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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GOLDMAN SACHS GROUP INC COMMON 38141G104 43,406 460,850 SH DEFINED 1 460,850
GOLDMAN SACHS GROUP INC COMMON 38141G104 235,469 2,500,000 SH DEFINED 1,2 2,500,000
GOLDMAN SACHS GROUP INC COMMON 38141G104 3,134 34,000 SH DEFINED 1,5 34,000
GOLDMAN SACHS GROUP INC COMMON 38141G104 9,701 103,000 SH DEFINED 2 103,000
GOLDMAN SACHS GROUP INC COMMON 38141G104 565 6,000 SH DEFINED 2,3 6,000
GOTO.COM INC COMMON 38348T107 28,065 477,700 SH DEFINED 1 477,700
GOTO.COM INC COMMON 38348T107 823 14,000 SH DEFINED 2 14,000
GPU INC COMMON 36225X100 7,035 235,000 SH DEFINED 1,4 235,000
GRAND UNION CO COMMON 386532402 4,075 402,500 SH DEFINED 1 402,500
GREAT LAKES CHEMICAL CORP. COMMON 390568103 2,864 75,000 SH DEFINED 1,4 75,000
GREAT PLAINS SOFTWARE INC. COMMON 39119E105 2,243 30,000 SH DEFINED 1 30,000
GREATER BAY BANCORP COMMON 391648102 3,216 75,000 SH DEFINED 1 75,000
GREY WOLF INC COMMON 397888108 2,875 1,000,000 SH DEFINED 1 1,000,000
GRIC COMMUNICATIONS INC COMMON 398081109 1,903 75,000 SH DEFINED 1 75,000
GROUPE DANONE ADR COMMON 399449107 1,863 40,000 SH DEFINED 1,10 40,000
GRUPO IUSACELL SA -ADR SER L COMMON 670512102 955 63,900 SH DEFINED 1 63,900
GRUPO TELEVISA S.A. -GDR COMMON 40049J206 69,926 1,024,560 SH DEFINED 1 1,024,560
GRUPO TELEVISA S.A. -GDR COMMON 40049J206 9,603 140,699 SH DEFINED 1,6 140,699
GRUPO TELEVISA S.A. -GDR COMMON 40049J206 6,845 100,300 SH DEFINED 2 100,300
GRUPO TELEVISA S.A. -GDR COMMON 40049J206 183 2,700 SH DEFINED 2,3 2,700
GST TELECOMMUNICATIONS INC COMMON 361942105 208 23,000 SH DEFINED 1 23,000
GTE CORP COMMON 362320103 44,087 624,800 SH DEFINED 1 624,800
GTE CORP COMMON 362320103 35,281 500,000 SH DEFINED 1,2 500,000
GUCCI GROUP COMMON 401566104 14,862 129,800 SH DEFINED 1 129,800
GUESS, INC. COMMON 401617105 5,981 275,000 SH DEFINED 1 275,000
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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GUIDANT CORP. COMMON 401698105 925,533 19,692,200 SH DEFINED 1 19,692,200
GUIDANT CORP. COMMON 401698105 232,034 4,936,900 SH DEFINED 1,2 4,936,900
GUIDANT CORP. COMMON 401698105 199 4,200 SH DEFINED 1,5 4,200
GUIDANT CORP. COMMON 401698105 12,361 263,000 SH DEFINED 2 263,000
GUIDANT CORP. COMMON 401698105 1,322 28,100 SH DEFINED 2,3 28,100
GULF INDONESIA RESOURCES LTD COMMON 402284103 16,753 2,061,900 SH DEFINED 1 2,061,900
GULF INDONESIA RESOURCES LTD COMMON 402284103 42 5,300 SH DEFINED 2,3 5,300
GULF STATES STEEL WTS EXP 4/15/03 COMMON 402548119 0 17,930 SH DEFINED 1 17,930
GULFMARK OFFSHORE INC COMMON 402629109 731 50,000 SH DEFINED 1 50,000
HAIN FOOD GROUP INC COMMON 405219106 12,917 577,300 SH DEFINED 1 577,300
HAIN FOOD GROUP INC COMMON 405219106 27 1,200 SH DEFINED 1,5 1,200
HAIN FOOD GROUP INC COMMON 405219106 448 20,000 SH DEFINED 2 20,000
HAIN FOOD GROUP INC COMMON 405219106 134 6,000 SH DEFINED 2,3 6,000
HALLIBURTON CO. COMMON 406216101 41,256 1,025,000 SH DEFINED 1 1,025,000
HALLIBURTON CO. COMMON 406216101 32,200 800,000 SH DEFINED 1,2 800,000
HANOVER COMPRESSOR INC COMMON 410768105 1,888 50,000 SH DEFINED 1 50,000
HANSON PLC ADR COMMON 411352404 4,448 110,000 SH DEFINED 1,4 110,000
HARLEY-DAVIDSON INC. COMMON 412822108 9,385 146,500 SH DEFINED 1 146,500
HARLEY-DAVIDSON INC. COMMON 412822108 150,547 2,350,000 SH DEFINED 1,2 2,350,000
HARLEY-DAVIDSON INC. COMMON 412822108 301 4,700 SH DEFINED 1,5 4,700
HARLEY-DAVIDSON INC. COMMON 412822108 9,366 146,200 SH DEFINED 2 146,200
HARLEY-DAVIDSON INC. COMMON 412822108 506 7,900 SH DEFINED 2,3 7,900
HARMAN INTERNATIONAL COMMON 413086109 5,613 100,000 SH DEFINED 1 100,000
HARMONIC INC COMMON 413160102 172,606 1,818,100 SH DEFINED 1 1,818,100
HARMONIC INC COMMON 413160102 152 1,600 SH DEFINED 1,5 1,600
HARMONIC INC COMMON 413160102 4,291 45,200 SH DEFINED 2 45,200
HARMONIC INC COMMON 413160102 892 9,400 SH DEFINED 2,3 9,400
HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 154,632 3,264,000 SH DEFINED 1 3,264,000
HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 2,132 45,000 SH DEFINED 2 45,000
HAVERTY FURNITURE COMMON 419596101 758 60,000 SH DEFINED 1 60,000
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<PAGE> 46
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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HEALTH MANAGEMENT ASSOCIATES, INC. COMMON 421933102 97,457 7,286,500 SH DEFINED 1 7,286,500
HEALTH MANAGEMENT ASSOCIATES, INC. COMMON 421933102 44 3,268 SH DEFINED 1,5 3,268
HEALTH MANAGEMENT ASSOCIATES, INC. COMMON 421933102 627 46,900 SH DEFINED 2 46,900
HEALTH MANAGEMENT ASSOCIATES, INC. COMMON 421933102 213 15,913 SH DEFINED 2,3 15,913
HEALTHEXTRAS INC COMMON 422211102 420 35,000 SH DEFINED 1 35,000
HEDSTROM HOLDINGS INC 144A COMMON 422914200 2 303 SH DEFINED 2 303
HEICO CORP CLASS A COMMON 422806208 4,255 201,400 SH DEFINED 1 201,400
HEIDRICK & STRUGGLES INTL COMMON 422819102 14,048 332,500 SH DEFINED 1 332,500
HEINZ (H.J.) CO. COMMON 423074103 3,344 84,000 SH DEFINED 1,4 84,000
HELIX TECHNOLOGY COMMON 423319102 6,946 155,000 SH DEFINED 1 155,000
HEWLETT PACKARD COMMON 428236103 10,961 96,200 SH DEFINED 1,4 96,200
HIGHWOOD PROPERTIES, INC. COMMON 431284108 1,231 52,950 SH DEFINED 1,11 52,950
HIGHWOOD PROPERTIES, INC. COMMON 431284108 1,088 46,800 SH DEFINED 1,4 46,800
HILTON HOTELS CVT SUB NTS CONVERT 432848AL3 96 125,000 PRN DEFINED 1 125,000
HILTON HOTELS CVT SUB NTS CONVERT 432848AL3 866 1,125,000 PRN DEFINED 1,7 1,125,000
HISPANIC BROADCASTING CORP COMMON 43357B104 64,931 704,100 SH DEFINED 1 704,100
HISPANIC BROADCASTING CORP COMMON 43357B104 108,984 1,181,800 SH DEFINED 1,2 1,181,800
HISPANIC BROADCASTING CORP COMMON 43357B104 277 3,000 SH DEFINED 1,5 3,000
HISPANIC BROADCASTING CORP COMMON 43357B104 10,743 116,500 SH DEFINED 2 116,500
HISPANIC BROADCASTING CORP COMMON 43357B104 627 6,800 SH DEFINED 2,3 6,800
HITACHI LTD ADR COMMON 433578507 3,238 20,000 SH DEFINED 1,10 20,000
HOLLYWOOD ENTERTAINMENT CORP. COMMON 436141105 11,561 797,300 SH DEFINED 1 797,300
HOLLYWOOD PARK INC COMMON 436255103 5,609 250,000 SH DEFINED 1 250,000
HOME DEPOT, INC. COMMON 437076102 240,881 3,513,300 SH DEFINED 1 3,513,300
HOME DEPOT, INC. COMMON 437076102 339,384 4,950,000 SH DEFINED 1,2 4,950,000
HOME DEPOT, INC. COMMON 437076102 6,124 91,950 SH DEFINED 1,5 91,950
HOME DEPOT, INC. COMMON 437076102 2,910 42,450 SH DEFINED 2 42,450
HOME DEPOT, INC. COMMON 437076102 1,954 28,650 SH DEFINED 2,3 28,650
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</TABLE>
<PAGE> 47
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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HOME PROPERTIES OF NY INC COMMON 437306103 823 30,000 SH DEFINED 1,11 30,000
HOMESTORE.COM INC COMMON 437852106 817 11,000 SH DEFINED 1 11,000
HONDA MOTOR CO LTD -- ADR COMMON 438128308 1,377 18,000 SH DEFINED 1,10 18,000
HONEYWELL INTERNATIONAL COMMON 438516106 87 1,500 SH DEFINED 1 1,500
HOOPER HOLMES INC COMMON 439104100 20,010 777,100 SH DEFINED 1 777,100
HOOPER HOLMES INC COMMON 439104100 36 1,400 SH DEFINED 1,5 1,400
HOOPER HOLMES INC COMMON 439104100 605 23,500 SH DEFINED 2 23,500
HOOPER HOLMES INC COMMON 439104100 185 7,200 SH DEFINED 2,3 7,200
HORIZON ORGANIC HOLDING CORP COMMON 44043T103 750 100,000 SH DEFINED 1 100,000
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 1,582 83,000 SH DEFINED 1,11 83,000
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 871 45,700 SH DEFINED 1,4 45,700
HOST MARRIOTT CORP COMMON 44107P104 512 62,000 SH DEFINED 1,4 62,000
HOUSEHOLD INTERNATIONAL INC. COMMON 441815107 3,438 92,300 SH DEFINED 1,4 92,300
HOUSING & COMMRCL BANK-DR 144A COMMON 44182P102 3,722 125,118 SH DEFINED 1,6 125,118
HOUSTON INDS INC CVT PFD CONVERT 442161204 33,138 275,000 SH DEFINED 1 275,000
HOUSTON INDS INC CVT PFD CONVERT 442161204 120,500 1,000,000 SH DEFINED 1,2 1,000,000
HSBC HOLDINGS PLC - SPONS ADR COMMON 404280406 5,258 75,000 SH DEFINED 1,10 75,000
HUMANA INC COMMON 444859102 5,035 615,000 SH DEFINED 1 615,000
HYPERION SOLUTIONS CORP COMMON 44914M104 8,548 196,500 SH DEFINED 1 196,500
I-CABLE COMMUNICATIONS-ADR COMMON 44934B104 2,135 85,200 SH DEFINED 1 85,200
ICG COMM COM STK COMMON 449246107 898 47,900 SH DEFINED 1 47,900
IDEC PHARMACEUTICALS CORP. COMMON 449370105 20 200 SH DEFINED 1 200
IDEXX LABORATORIES INC. COMMON 45168D104 2,595 160,900 SH DEFINED 1 160,900
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</TABLE>
<PAGE> 48
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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IDG BOOKS WORLDWIDE INC. CL A COMMON 449384106 4,640 401,300 SH DEFINED 1 401,300
IDG BOOKS WORLDWIDE INC. CL A COMMON 449384106 9 800 SH DEFINED 1,5 800
IDG BOOKS WORLDWIDE INC. CL A COMMON 449384106 135 11,700 SH DEFINED 2 11,700
IDG BOOKS WORLDWIDE INC. CL A COMMON 449384106 56 4,800 SH DEFINED 2,3 4,800
IKON OFFICE SOLUTIONS INC COMMON 451713101 2,316 340,000 SH DEFINED 1,4 340,000
ILLINOIS TOOL WORKS COMMON 452308109 7,207 106,677 SH DEFINED 1,4 106,677
ILLINOVA CORP. COMMON 452317100 17,319 498,400 SH DEFINED 1 498,400
IMMERSION CORPORATION COMMON 452521107 3,323 86,600 SH DEFINED 1 86,600
IMMERSION CORPORATION COMMON 452521107 514 13,400 SH DEFINED 2 13,400
IMS HEALTH INC COMMON 449934108 1,754 64,500 SH DEFINED 1 64,500
INDEPENDENCE COMMUNITY BANK COMMON 453414104 5,698 455,800 SH DEFINED 1 455,800
INF BROADCASTING CORP-A COMMON 45662S102 64,096 1,771,225 SH DEFINED 1 1,771,225
INF BROADCASTING CORP-A COMMON 45662S102 294,910 8,149,500 SH DEFINED 1,2 8,149,500
INF BROADCASTING CORP-A COMMON 45662S102 3,501 96,750 SH DEFINED 2 96,750
INF BROADCASTING CORP-A COMMON 45662S102 2,206 60,925 SH DEFINED 2,3 60,925
INFOCURE CORP. COMMON 45665A108 14,159 454,000 SH DEFINED 1 454,000
INFONET SERVICES CORPORATION COMMON 45666T106 12,479 475,400 SH DEFINED 1 475,400
INFONET SERVICES CORPORATION COMMON 45666T106 1,523 58,000 SH DEFINED 2 58,000
INFOSPACE.COM INC COMMON 45678T102 108,819 508,500 SH DEFINED 1 508,500
INFOSPACE.COM INC COMMON 45678T102 342 1,600 SH DEFINED 1,5 1,600
INFOSPACE.COM INC COMMON 45678T102 7,661 35,800 SH DEFINED 2 35,800
ING GROUP NV-SPONS ADR COMMON 456837103 3,660 60,000 SH DEFINED 1,10 60,000
INGERSOLL-RAND CO. COMMON 456866102 27,531 500,000 SH DEFINED 1 500,000
INKTOMI CORP COMMON 457277101 85,111 959,000 SH DEFINED 1 959,000
INKTOMI CORP COMMON 457277101 159,750 1,800,000 SH DEFINED 1,2 1,800,000
INKTOMI CORP COMMON 457277101 302 3,400 SH DEFINED 1,5 3,400
INKTOMI CORP COMMON 457277101 11,396 128,400 SH DEFINED 2 128,400
INKTOMI CORP COMMON 457277101 479 5,400 SH DEFINED 2,3 5,400
INSIGHT COMMUNICATIONS INC COMMON 45768V108 16,854 568,900 SH DEFINED 1 568,900
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<PAGE> 49
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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INSIGHT ENTERPRISES INC COMMON 45765U103 63,822 1,571,000 SH DEFINED 1 1,571,000
INSIGHT ENTERPRISES INC COMMON 45765U103 83 2,050 SH DEFINED 1,5 2,050
INSIGHT ENTERPRISES INC COMMON 45765U103 1,170 28,800 SH DEFINED 2 28,800
INSIGHT ENTERPRISES INC COMMON 45765U103 394 9,701 SH DEFINED 2,3 9,701
INTEGRATED DEVICE TECH INC COMMON 458118106 3,161 109,000 SH DEFINED 1 109,000
INTEGRATED DEVICE TECH INC COMMON 458118106 3,145 109,400 SH DEFINED 1,5 109,400
INTEGRATED DEVICE TECH INC COMMON 458118106 1,322 45,600 SH DEFINED 2 45,600
INTEGRATED MEASUREMENT SYSTEMS COMMON 457923100 1,766 125,000 SH DEFINED 1 125,000
INTEL CORP COMMON 458140100 115,098 1,398,300 SH DEFINED 1 1,398,300
INTEL CORP COMMON 458140100 111,122 1,350,000 SH DEFINED 1,2 1,350,000
INTEL CORP COMMON 458140100 6,141 74,600 SH DEFINED 1,4 74,600
INTEL CORP COMMON 458140100 11,856 142,900 SH DEFINED 1,5 142,900
INTEL CORP COMMON 458140100 10,734 130,400 SH DEFINED 1,6 130,400
INTEL CORP COMMON 458140100 3,054 37,100 SH DEFINED 2 37,100
INTEL CORP COMMON 458140100 1,034 12,500 SH DEFINED 2,3 12,500
INTEREP NATL RADIO SALES-A COMMON 45866V109 4,013 300,000 SH DEFINED 1 300,000
INTERLEAF INC COMMON 458729209 8,477 252,100 SH DEFINED 1 252,100
INTERMEDIA COMM COM STK COMMON 458801107 3,238 83,414 SH DEFINED 1 83,414
INTERMEDIA COMM COM STK COMMON 458801107 3,336 86,800 SH DEFINED 1,5 86,800
INTERNATIONAL HOME FOODS INC COMMON 459655106 2,606 150,000 SH DEFINED 1 150,000
INTERNATIONAL PAPER CO. COMMON 460146103 52,002 921,400 SH DEFINED 1 921,400
INTERNATIONAL PAPER CO. COMMON 460146103 1,733 30,700 SH DEFINED 1,4 30,700
INTERNATIONAL PAPER CO. COMMON 460146103 68 1,200 SH DEFINED 1,5 1,200
INTERPUBLIC GROUP CO CVT CONVERT 460690AG5 125 110,000 PRN DEFINED 1 110,000
INTERPUBLIC GROUP CO CVT CONVERT 460690AG5 1,591 1,400,000 PRN DEFINED 1,7 1,400,000
INTERPUBLIC GROUP COS INC. COMMON 460690100 35,045 607,500 SH DEFINED 1 607,500
INTERPUBLIC GROUP COS INC. COMMON 460690100 106,722 1,850,000 SH DEFINED 1,2 1,850,000
INTERPUBLIC GROUP COS INC. COMMON 460690100 5,746 99,600 SH DEFINED 2 99,600
INTERPUBLIC GROUP COS INC. COMMON 460690100 369 6,400 SH DEFINED 2,3 6,400
INTERSIL H LDG CORP WARRANT 144A COMMON 46069S117 120 800 SH DEFINED 1,7 800
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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INTERTAN INC COMMON 461120107 6,172 236,250 SH DEFINED 1 236,250
INTERTAN INC COMMON 461120107 11,403 455,000 SH DEFINED 1,5 455,000
INTERTAN INC COMMON 461120107 20 800 SH DEFINED 2 800
INTERTRUST TECHNOLOGIES CORP COMMON 46113Q109 4,058 34,500 SH DEFINED 1 34,500
INTIMATE BRANDS, INC. COMMON 461156101 9,131 211,740 SH DEFINED 1 211,740
INTIMATE BRANDS, INC. COMMON 461156101 37,040 858,900 SH DEFINED 1,2 858,900
INTIMATE BRANDS, INC. COMMON 461156101 226 5,350 SH DEFINED 1,5 5,350
INTIMATE BRANDS, INC. COMMON 461156101 0 10 SH DEFINED 2 10
INTIMATE BRANDS, INC. COMMON 461156101 339 7,910 SH DEFINED 2,3 7,910
INT'L BUSINESS MACHINE CORP COMMON 459200101 567,529 5,254,900 SH DEFINED 1 5,254,900
INT'L BUSINESS MACHINE CORP COMMON 459200101 10,336 95,700 SH DEFINED 1,4 95,700
INT'L BUSINESS MACHINE CORP COMMON 459200101 9,107 84,328 SH DEFINED 2 84,328
INTUIT INC COMMON 461202103 83,427 1,391,900 SH DEFINED 1 1,391,900
INTUIT INC COMMON 461202103 347,638 5,800,000 SH DEFINED 1,2 5,800,000
INTUIT INC COMMON 461202103 509 8,500 SH DEFINED 1,5 8,500
INTUIT INC COMMON 461202103 16,561 276,300 SH DEFINED 2 276,300
INTUIT INC COMMON 461202103 1,537 25,600 SH DEFINED 2,3 25,600
INVERSIONES Y REPRESENTACIONSES GDR COMMON 450047204 1,147 35,566 SH DEFINED 1,6 35,566
INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 2,875 100,000 SH DEFINED 1 100,000
INVESTORS FINANCIAL SERVICES CORP. COMMON 461915100 2,535 55,100 SH DEFINED 1 55,100
IONA TECHNOLOGIES PLC-ADR COMMON 46206P109 2,453 45,000 SH DEFINED 1 45,000
IPALCO ENTERPRISES INC COMMON 462613100 785 46,000 SH DEFINED 1 46,000
IRON MOUNTAIN INC COMMON 46284P104 38,306 974,400 SH DEFINED 1 974,400
IRON MOUNTAIN INC COMMON 46284P104 51 1,300 SH DEFINED 1,5 1,300
IRON MOUNTAIN INC COMMON 46284P104 755 19,200 SH DEFINED 2 19,200
IRON MOUNTAIN INC COMMON 46284P104 256 6,500 SH DEFINED 2,3 6,500
ISLE OF CAPRI CASINOS COMMON 464592104 5,404 409,800 SH DEFINED 1 409,800
ISLE OF CAPRI CASINOS COMMON 464592104 1,668 128,900 SH DEFINED 1,5 128,900
ISLE OF CAPRI CASINOS COMMON 464592104 10 800 SH DEFINED 2 800
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<PAGE> 51
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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ISS GROUP INC COMMON 450306105 39,915 561,200 SH DEFINED 1 561,200
ISS GROUP INC COMMON 450306105 28 400 SH DEFINED 1,5 400
ISS GROUP INC COMMON 450306105 4,388 61,700 SH DEFINED 2 61,700
ISS GROUP INC COMMON 450306105 171 2,400 SH DEFINED 2,3 2,400
ITC DELTACOM INC. COMMON 45031T104 7,381 267,200 SH DEFINED 1 267,200
J. D. EDWARDS & COMPANY COMMON 281667105 6,339 212,200 SH DEFINED 1 212,200
J. D. EDWARDS & COMPANY COMMON 281667105 52,281 1,750,000 SH DEFINED 1,2 1,750,000
J. D. EDWARDS & COMPANY COMMON 281667105 3,880 127,500 SH DEFINED 1,5 127,500
J. D. EDWARDS & COMPANY COMMON 281667105 4,416 147,800 SH DEFINED 2 147,800
J. D. EDWARDS & COMPANY COMMON 281667105 185 6,200 SH DEFINED 2,3 6,200
J.C. PENNY CORP. COMMON 708160106 2,991 150,000 SH DEFINED 1,4 150,000
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 8,091 150,700 SH DEFINED 1 150,700
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 21 400 SH DEFINED 1,5 400
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 306 5,700 SH DEFINED 2 5,700
JACK HENRY & ASSOCIATES, INC. COMMON 426281101 97 1,800 SH DEFINED 2,3 1,800
JACK IN THE BOX INC COMMON 466367109 19,924 963,100 SH DEFINED 1 963,100
JACK IN THE BOX INC COMMON 466367109 39 1,900 SH DEFINED 1,5 1,900
JACK IN THE BOX INC COMMON 466367109 552 26,700 SH DEFINED 2 26,700
JACK IN THE BOX INC COMMON 466367109 186 9,000 SH DEFINED 2,3 9,000
JAKKS PACIFIC INC COMMON 47012E106 4,298 230,000 SH DEFINED 1 230,000
JAZZTEL PLC-ADR COMMON 47214R152 3,908 60,000 SH DEFINED 1 60,000
JAZZTEL WARRANTS COMMON 47214R111 379 2,250 SH DEFINED 1 2,250
JDN REALTY CORPORATION COMMON 465917102 879 54,500 SH DEFINED 1,11 54,500
JDS UNIPHASE CORP COMMON 46612J101 676,734 4,195,172 SH DEFINED 1 4,195,172
JDS UNIPHASE CORP COMMON 46612J101 709,775 4,400,000 SH DEFINED 1,2 4,400,000
JDS UNIPHASE CORP COMMON 46612J101 968 6,000 SH DEFINED 1,5 6,000
JDS UNIPHASE CORP COMMON 46612J101 37,779 234,200 SH DEFINED 2 234,200
JDS UNIPHASE CORP COMMON 46612J101 2,886 17,844 SH DEFINED 2,3 17,844
JEFFERSON SMURFIT GRP ADR COMMON 47508W107 2,393 82,500 SH DEFINED 1 82,500
JEFFERSON SMURFIT GRP ADR COMMON 47508W107 119 4,100 SH DEFINED 1,5 4,100
JEFFERSON-PILOT CORPORATION COMMON 475070108 1,549 22,700 SH DEFINED 1,4 22,700
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<PAGE> 52
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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JOHNSON & JOHNSON COMMON 478160104 173,213 1,860,000 SH DEFINED 1 1,860,000
JOHNSON & JOHNSON COMMON 478160104 349,219 3,750,000 SH DEFINED 1,2 3,750,000
JOHNSON & JOHNSON COMMON 478160104 2,375 25,500 SH DEFINED 1,4 25,500
JOHNSON & JOHNSON COMMON 478160104 210 2,250 SH DEFINED 1,5 2,250
JOHNSON & JOHNSON COMMON 478160104 1,490 16,000 SH DEFINED 2 16,000
JOHNSON & JOHNSON COMMON 478160104 1,677 18,000 SH DEFINED 2,3 18,000
JOHNSON CONTROLS INC COMMON 478366107 5,119 90,000 SH DEFINED 1,4 90,000
JONES APPAREL GROUP INC. COMMON 480074103 8,808 324,701 SH DEFINED 1 324,701
JONES APPAREL GROUP INC. COMMON 480074103 96,674 3,564,000 SH DEFINED 1,2 3,564,000
JONES APPAREL GROUP INC. COMMON 480074103 472 17,400 SH DEFINED 1,5 17,400
JONES APPAREL GROUP INC. COMMON 480074103 7,056 260,126 SH DEFINED 2 260,126
JONES APPAREL GROUP INC. COMMON 480074103 326 12,000 SH DEFINED 2,3 12,000
JONES PHARMA INC. COMMON 480236108 36,125 831,650 SH DEFINED 1 831,650
JONES PHARMA INC. COMMON 480236108 160,340 3,691,275 SH DEFINED 1,2 3,691,275
JONES PHARMA INC. COMMON 480236108 441 10,150 SH DEFINED 1,5 10,150
JONES PHARMA INC. COMMON 480236108 10,737 247,175 SH DEFINED 2 247,175
JONES PHARMA INC. COMMON 480236108 706 16,250 SH DEFINED 2,3 16,250
JUNIPER NETWORKS INC COMMON 48203R104 10,880 32,000 SH DEFINED 1 32,000
KAISER ALUMINUM CORP COMMON 483007100 577 75,000 SH DEFINED 1,5 75,000
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 119,699 1,604,000 SH DEFINED 1 1,604,000
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 249,994 3,350,000 SH DEFINED 1,2 3,350,000
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 1,306 17,500 SH DEFINED 1,5 17,500
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 12,649 169,500 SH DEFINED 2 169,500
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 634 8,500 SH DEFINED 2,3 8,500
KEEBLER FOODS CO COMMON 487256109 13,556 482,000 SH DEFINED 1 482,000
KEEBLER FOODS CO COMMON 487256109 1,069 38,000 SH DEFINED 2 38,000
KEMET CORPORATION COMMON 488360108 3,830 85,000 SH DEFINED 1 85,000
KENNAMETAL INC. COMMON 489170100 2,599 77,300 SH DEFINED 1 77,300
KENT ELECTRONICS CORP. COMMON 490553104 5,005 220,000 SH DEFINED 1 220,000
KEY ENERGY GROUP INCK COMMON 492914106 11,236 2,165,900 SH DEFINED 1 2,165,900
KEY TRONIC CORP COMMON 493144109 750 200,000 SH DEFINED 1 200,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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KEYNOTE SYSTEMS INC COMMON 493308100 6,638 90,000 SH DEFINED 1 90,000
KILROY REALTY CORP COMMON 49427F108 1,005 45,700 SH DEFINED 1,11 45,700
KIMBERLY-CLARK CORP COMMON 494368103 141,071 2,162,000 SH DEFINED 1 2,162,000
KIMBERLY-CLARK CORP COMMON 494368103 5,735 87,900 SH DEFINED 1,4 87,900
KIMBERLY-CLARK CORP COMMON 494368103 1,892 29,000 SH DEFINED 2 29,000
KIMCO REALTY CORP. COMMON 49446R109 1,318 38,900 SH DEFINED 1,11 38,900
KIMCO REALTY CORP. COMMON 49446R109 1,159 34,200 SH DEFINED 1,4 34,200
KINDER MORGAN INC COMMON 49455P101 19,261 954,100 SH DEFINED 1 954,100
KINDER MORGAN INC COMMON 49455P101 30 1,500 SH DEFINED 1,5 1,500
KINDER MORGAN INC COMMON 49455P101 444 22,000 SH DEFINED 2 22,000
KINDER MORGAN INC COMMON 49455P101 157 7,800 SH DEFINED 2,3 7,800
KING PHARMACEUTICALS COM STK COMMON 495582108 336 6,000 SH DEFINED 1 6,000
KLA-TENCOR CORPORATION COMMON 482480100 9,645 86,600 SH DEFINED 1 86,600
KLA-TENCOR CORPORATION COMMON 482480100 133,650 1,200,000 SH DEFINED 1,2 1,200,000
KLA-TENCOR CORPORATION COMMON 482480100 8,754 78,600 SH DEFINED 2 78,600
KLA-TENCOR CORPORATION COMMON 482480100 457 4,100 SH DEFINED 2,3 4,100
KMC TELECOM HLDNGS-WTSEXP 4/15/08 COMMON 482562121 0 35 SH DEFINED 2 35
KNIGHT/TRIMARK GROUP INC-A COMMON 499067106 25,921 563,500 SH DEFINED 1 563,500
KNIGHT/TRIMARK GROUP INC-A COMMON 499067106 69,000 1,500,000 SH DEFINED 1,2 1,500,000
KNIGHT/TRIMARK GROUP INC-A COMMON 499067106 138 3,000 SH DEFINED 1,5 3,000
KNIGHT/TRIMARK GROUP INC-A COMMON 499067106 5,258 114,300 SH DEFINED 2 114,300
KNIGHT/TRIMARK GROUP INC-A COMMON 499067106 253 5,500 SH DEFINED 2,3 5,500
KNOLOGY INC 144A EXP 10/22/07 COMMON 499183119 146 53,050 SH DEFINED 1 53,050
KNOLOGY INC 144A EXP 10/22/07 COMMON 499183119 0 45 SH DEFINED 2 45
KNOLOGY INC 144A EXP 10/22/07 COMMON 499183119 1 500 SH DEFINED 2,3 500
KOHLS CORPORATION COMMON 500255104 21,180 293,400 SH DEFINED 1 293,400
KOHLS CORPORATION COMMON 500255104 188,229 2,607,500 SH DEFINED 1,2 2,607,500
KOHLS CORPORATION COMMON 500255104 8,778 121,600 SH DEFINED 2 121,600
KOHLS CORPORATION COMMON 500255104 484 6,700 SH DEFINED 2,3 6,700
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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KOPIN CORP COMMON 500600101 39,850 948,800 SH DEFINED 1 948,800
KOPIN CORP COMMON 500600101 378 9,000 SH DEFINED 1,5 9,000
KOPIN CORP COMMON 500600101 1,302 31,000 SH DEFINED 2 31,000
KOPIN CORP COMMON 500600101 403 9,600 SH DEFINED 2,3 9,600
KOREA ELECTRIC POWER CRP-ADR COMMON 500631106 23,815 1,421,776 SH DEFINED 1 1,421,776
KOREA ELECTRIC POWER CRP-ADR COMMON 500631106 1,957 116,847 SH DEFINED 1,6 116,847
KOREA ELECTRIC POWER CRP-ADR COMMON 500631106 2,042 121,900 SH DEFINED 2 121,900
KOREA ELECTRIC POWER CRP-ADR COMMON 500631106 66 3,900 SH DEFINED 2,3 3,900
KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 84,537 1,130,926 SH DEFINED 1 1,130,926
KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 4,294 57,450 SH DEFINED 1,6 57,450
KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 925 12,380 SH DEFINED 1,8 12,380
KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 8,219 109,959 SH DEFINED 2 109,959
KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 262 3,600 SH DEFINED 2,3 3,600
KORN/FERRY INTERNATIONAL COMMON 500643200 11,003 302,500 SH DEFINED 1 302,500
KPNQWEST NV COMMON N50919104 9,563 150,000 SH DEFINED 1 150,000
KPNQWEST NV COMMON N50919104 1,148 18,000 SH DEFINED 2 18,000
KROGER CORPORATION COMMON 501044101 398,610 21,118,400 SH DEFINED 1 21,118,400
KROGER CORPORATION COMMON 501044101 4,955 262,500 SH DEFINED 2 262,500
KRONOS INC COMMON 501052104 4,800 80,000 SH DEFINED 1 80,000
KULICKE & SOFFA INDUSTRIES COMMON 501242101 2,128 50,000 SH DEFINED 1 50,000
KYOCERA CORP ADR COMMON 501556203 865 3,300 SH DEFINED 1 3,300
KYOCERA CORP ADR COMMON 501556203 7,336 28,000 SH DEFINED 1,10 28,000
L S I LOGIC CORP COMMON 502161102 16,409 243,100 SH DEFINED 1 243,100
L S I LOGIC CORP COMMON 502161102 185,436 2,747,200 SH DEFINED 1,2 2,747,200
L S I LOGIC CORP COMMON 502161102 250 3,800 SH DEFINED 1,5 3,800
L S I LOGIC CORP COMMON 502161102 6,392 94,700 SH DEFINED 2 94,700
L S I LOGIC CORP COMMON 502161102 1,076 16,000 SH DEFINED 2,3 16,000
LAM RESEARCH CORP. COMMON 512807108 3,916 35,100 SH DEFINED 1 35,100
LAM RESEARCH CORP. COMMON 512807108 21,952 213,000 SH DEFINED 1,5 213,000
LAM RESEARCH CORP. COMMON 512807108 1,756 15,800 SH DEFINED 2 15,800
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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LAMAR ADV CVT 5.25 CONVERT 512815AF8 7,861 5,375,000 PRN DEFINED 1 5,375,000
LAMAR ADV CVT 5.25 CONVERT 512815AF8 1,243 850,000 PRN DEFINED 2 850,000
LAMAR ADVERTISING CO COMMON 512815101 32,065 529,450 SH DEFINED 1 529,450
LAMAR ADVERTISING CO COMMON 512815101 181,688 3,000,000 SH DEFINED 1,2 3,000,000
LAMAR ADVERTISING CO COMMON 512815101 3,280 54,200 SH DEFINED 1,5 54,200
LAMAR ADVERTISING CO COMMON 512815101 11,652 192,400 SH DEFINED 2 192,400
LAMAR ADVERTISING CO COMMON 512815101 624 10,300 SH DEFINED 2,3 10,300
LANDRY'S SEAFOOD RESTAURANTS COMMON 51508L103 4,001 460,500 SH DEFINED 1 460,500
LAND'S END INC. COMMON 515086106 528 15,200 SH DEFINED 1 15,200
LAND'S END INC. COMMON 515086106 9,205 264,900 SH DEFINED 1,2 264,900
LAND'S END INC. COMMON 515086106 7 200 SH DEFINED 1,5 200
LAND'S END INC. COMMON 515086106 605 17,400 SH DEFINED 2 17,400
LAND'S END INC. COMMON 515086106 21 600 SH DEFINED 2,3 600
LASERSIGHT INC COMMON 517924106 750 75,000 SH DEFINED 1 75,000
LATTICE SEMICOND 144A 4.75 CONVERT 518415AA2 5,276 4,000,000 PRN DEFINED 1 4,000,000
LATTICE SEMICONDUCTOR CORP COMMON 518415104 9,048 192,000 SH DEFINED 1 192,000
LA-ZBOY INC. COMMON 505336107 881 52,400 SH DEFINED 2 52,400
LEAR CORPORATION COMMON 521865105 22,400 700,000 SH DEFINED 1 700,000
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 34,895 426,200 SH DEFINED 1 426,200
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 2,775 34,100 SH DEFINED 1,5 34,100
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 1,465 17,900 SH DEFINED 2 17,900
LEXMARK HOLDING, INC. COMMON 529771107 632,704 6,991,200 SH DEFINED 1 6,991,200
LEXMARK HOLDING, INC. COMMON 529771107 181,000 2,000,000 SH DEFINED 1,2 2,000,000
LEXMARK HOLDING, INC. COMMON 529771107 19,387 210,300 SH DEFINED 1,5 210,300
LEXMARK HOLDING, INC. COMMON 529771107 13,784 152,300 SH DEFINED 2 152,300
LEXMARK HOLDING, INC. COMMON 529771107 896 9,900 SH DEFINED 2,3 9,900
LIBERTY PROPERTY TRUST COMMON 531172104 1,769 72,950 SH DEFINED 1,11 72,950
LIBERTY PROPERTY TRUST COMMON 531172104 1,637 67,500 SH DEFINED 1,4 67,500
LIFECORE BIOMEDICAL INC. COMMON 532187101 4,252 201,300 SH DEFINED 1 201,300
LIFEPOINT HOSPITALS INC COMMON 53219L109 11,009 932,000 SH DEFINED 1 932,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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LILLY (ELI) & CO COMMON 532457108 38,085 572,700 SH DEFINED 1 572,700
LILLY (ELI) & CO COMMON 532457108 3,325 50,000 SH DEFINED 1,4 50,000
LILLY (ELI) & CO COMMON 532457108 1,496 22,500 SH DEFINED 2 22,500
LINEAR TECHNOLOGY CORP. COMMON 535678106 23,551 329,100 SH DEFINED 1 329,100
LINEAR TECHNOLOGY CORP. COMMON 535678106 132,391 1,850,000 SH DEFINED 1,2 1,850,000
LINEAR TECHNOLOGY CORP. COMMON 535678106 4,759 66,500 SH DEFINED 2 66,500
LINEAR TECHNOLOGY CORP. COMMON 535678106 301 4,200 SH DEFINED 2,3 4,200
LINENS 'N THINGS INC COMMON 535679104 37,556 1,267,700 SH DEFINED 1 1,267,700
LINENS 'N THINGS INC COMMON 535679104 38,077 1,285,300 SH DEFINED 1,2 1,285,300
LINENS 'N THINGS INC COMMON 535679104 104 3,500 SH DEFINED 1,5 3,500
LINENS 'N THINGS INC COMMON 535679104 5,519 186,300 SH DEFINED 2 186,300
LINENS 'N THINGS INC COMMON 535679104 293 9,900 SH DEFINED 2,3 9,900
LIZ CLAIBORNE, INC. COMMON 539320101 5,768 153,300 SH DEFINED 1,4 153,300
LOCAL FINANCIAL CORP COMMON 539553107 3,657 352,500 SH DEFINED 1 352,500
LOCKHEAD MARTIN CORPORATION COMMON 539830109 3,281 150,000 SH DEFINED 1,4 150,000
LOEWS CORP COMMON 540424108 4,855 80,000 SH DEFINED 1,4 80,000
LONG DISTANCE INTL WTS EXP 4/13/08 COMMON 542904115 66 26,420 SH DEFINED 1 26,420
LONG DISTANCE INTL WTS EXP 4/13/08 COMMON 542904115 0 10 SH DEFINED 2 10
LONG DISTANCE INTL WTS EXP 4/13/08 COMMON 542904115 1 300 SH DEFINED 2,3 300
LORAL SPACE & COMMUNICATIONS COMMON G56462107 592 24,340 SH DEFINED 1 24,340
LOUIS DREYFUS NATURAL GAS COMMON 546011107 1,994 110,000 SH DEFINED 1 110,000
LOWE'S COMPANIES, INC. COMMON 548661107 293,851 4,918,000 SH DEFINED 1 4,918,000
LOWE'S COMPANIES, INC. COMMON 548661107 328,625 5,500,000 SH DEFINED 1,2 5,500,000
LOWE'S COMPANIES, INC. COMMON 548661107 6,931 116,000 SH DEFINED 1,4 116,000
LOWE'S COMPANIES, INC. COMMON 548661107 3,991 67,500 SH DEFINED 1,5 67,500
LOWE'S COMPANIES, INC. COMMON 548661107 9,847 164,800 SH DEFINED 2 164,800
LOWE'S COMPANIES, INC. COMMON 548661107 1,319 22,100 SH DEFINED 2,3 22,100
LUCENT TECHNOLOGIES, INC. COMMON 549463107 365,355 4,883,605 SH DEFINED 1 4,883,605
LUCENT TECHNOLOGIES, INC. COMMON 549463107 276,479 3,695,620 SH DEFINED 1,2 3,695,620
LUCENT TECHNOLOGIES, INC. COMMON 549463107 8,641 115,420 SH DEFINED 1,5 115,420
LUCENT TECHNOLOGIES, INC. COMMON 549463107 10,965 146,560 SH DEFINED 2 146,560
LUCENT TECHNOLOGIES, INC. COMMON 549463107 898 12,000 SH DEFINED 2,3 12,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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LUXOTTICA GROUP SPA-SPON ADR COMMON 55068R202 1,772 100,900 SH DEFINED 1 100,900
LYCOS, INC. COMMON 550818108 27,250 342,500 SH DEFINED 1 342,500
LYCOS, INC. COMMON 550818108 318,250 4,000,000 SH DEFINED 1,2 4,000,000
LYCOS, INC. COMMON 550818108 644 8,100 SH DEFINED 1,5 8,100
LYCOS, INC. COMMON 550818108 19,827 249,200 SH DEFINED 2 249,200
LYCOS, INC. COMMON 550818108 1,074 13,500 SH DEFINED 2,3 13,500
MACROMEDIA COMMON 556100105 24,212 331,100 SH DEFINED 1 331,100
MACROMEDIA COMMON 556100105 37 500 SH DEFINED 1,5 500
MACROMEDIA COMMON 556100105 2,530 34,600 SH DEFINED 2 34,600
MACROMEDIA COMMON 556100105 197 2,700 SH DEFINED 2,3 2,700
MACROVISION CORP COMMON 555904101 3,700 50,000 SH DEFINED 1 50,000
MADECO SA SPONS ADR COMMON 556304103 1,435 129,000 SH DEFINED 1 129,000
MALLINCKRODT, INC. COMMON 561232109 3,181 100,000 SH DEFINED 1 100,000
MANOR CARE INC COMMON 564055101 26,011 1,625,700 SH DEFINED 1 1,625,700
MARIMBA COMMON 56781Q109 783 17,000 SH DEFINED 1 17,000
MARINE DRILLING CO INC COMMON 568240204 19,788 881,900 SH DEFINED 1 881,900
MARINE DRILLING CO INC COMMON 568240204 31 1,400 SH DEFINED 1,5 1,400
MARINE DRILLING CO INC COMMON 568240204 460 20,500 SH DEFINED 2 20,500
MARINE DRILLING CO INC COMMON 568240204 162 7,200 SH DEFINED 2,3 7,200
MARSH & MCLENNAN COMPANIES, INC. COMMON 571748102 2,880 30,100 SH DEFINED 1 30,100
MARSH & MCLENNAN COMPANIES, INC. COMMON 571748102 7,655 80,000 SH DEFINED 1,4 80,000
MARTIN MARIETTA MATERIALS, INC. COMMON 573284106 2,870 70,000 SH DEFINED 1 70,000
MASTEC INC COMMON 576323109 22,345 502,142 SH DEFINED 1 502,142
MASTEC INC COMMON 576323109 49 1,098 SH DEFINED 1,5 1,098
MASTEC INC COMMON 576323109 805 18,100 SH DEFINED 2 18,100
MASTEC INC COMMON 576323109 266 5,977 SH DEFINED 2,3 5,977
MATAV RT COMMON 559776109 13,205 366,800 SH DEFINED 1 366,800
MATTEL INC. COMMON 577081102 29,405 2,240,360 SH DEFINED 1 2,240,360
MATTEL INC. COMMON 577081102 2,057 156,700 SH DEFINED 1,4 156,700
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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MAVERICK TUBE CORP COMMON 577914104 30,968 1,254,400 SH DEFINED 1 1,254,400
MAVERICK TUBE CORP COMMON 577914104 59 2,400 SH DEFINED 1,5 2,400
MAVERICK TUBE CORP COMMON 577914104 926 37,500 SH DEFINED 2 37,500
MAVERICK TUBE CORP COMMON 577914104 296 12,000 SH DEFINED 2,3 12,000
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 25,462 539,600 SH DEFINED 1 539,600
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 94,375 2,000,000 SH DEFINED 1,2 2,000,000
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 5,200 110,200 SH DEFINED 2 110,200
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 340 7,200 SH DEFINED 2,3 7,200
MAXIMUS INC COMMON 577933104 13,775 405,900 SH DEFINED 1 405,900
MAXIMUS INC COMMON 577933104 1,062 31,300 SH DEFINED 2 31,300
MAXYGEN COMMON 577776107 7,313 103,000 SH DEFINED 1 103,000
MBIA INC COMMON 55262C100 7,922 150,000 SH DEFINED 1 150,000
MBNA CORP. COMMON 55262L100 1,049 38,500 SH DEFINED 1 38,500
MC DONALDS CORP COMMON 580135101 113,762 2,822,000 SH DEFINED 1 2,822,000
MC DONALDS CORP COMMON 580135101 1,617 40,100 SH DEFINED 1,4 40,100
MC DONALDS CORP COMMON 580135101 1,532 38,000 SH DEFINED 2 38,000
MCAFEE.COM CORP. COMMON 579062100 3,600 80,000 SH DEFINED 1 80,000
MCCAW INTL LTD WTS EXP 4/15/07 COMMON 579472119 326 39,500 SH DEFINED 1 39,500
MCCAW INTL LTD WTS EXP 4/15/07 COMMON 579472119 0 10 SH DEFINED 2 10
MCGRAW HILL COMMON 580645109 7,272 118,000 SH DEFINED 1 118,000
MCGRAW HILL COMMON 580645109 61,625 1,000,000 SH DEFINED 1,2 1,000,000
MCGRAW HILL COMMON 580645109 21,005 340,860 SH DEFINED 1,6 340,860
MCGRAW HILL COMMON 580645109 3,241 52,600 SH DEFINED 2 52,600
MCGRAW HILL COMMON 580645109 216 3,500 SH DEFINED 2,3 3,500
MCI/WORLDCOM INC COMMON 55268B106 836,735 15,768,864 SH DEFINED 1 15,768,864
MCI/WORLDCOM INC COMMON 55268B106 79,594 1,500,000 SH DEFINED 1,2 1,500,000
MCI/WORLDCOM INC COMMON 55268B106 3,781 71,250 SH DEFINED 1,4 71,250
MCI/WORLDCOM INC COMMON 55268B106 12,090 227,850 SH DEFINED 2 227,850
MCK COMMUNICATIONS COMMON 581243102 3,038 135,000 SH DEFINED 1 135,000
MCKESSON HBOC INC COMMON 58155Q103 34,658 1,536,100 SH DEFINED 1 1,536,100
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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MCLEOD INC COMMON 582266102 23,026 391,100 SH DEFINED 1 391,100
MCLEOD INC COMMON 582266102 2,685 45,600 SH DEFINED 2 45,600
MEADE INSTRUMENTS CORP COMMON 583062104 3,420 120,000 SH DEFINED 1 120,000
MECON INC. COMMON 58400M105 1,081 100,000 SH DEFINED 1 100,000
MEDIA 100 INC COMMON 58440W105 9,253 350,000 SH DEFINED 1 350,000
MEDIA METRIX INC COMMON 58440X103 1,180 33,000 SH DEFINED 1 33,000
MEDIAONE GROUP 7.00% CONVERT 58440J500 1,546 32,200 SH DEFINED 1 32,200
MEDIAONE GROUP INC COMMON 58440J104 288,969 3,762,000 SH DEFINED 1 3,762,000
MEDIAONE GROUP INC COMMON 58440J104 115,219 1,500,000 SH DEFINED 1,2 1,500,000
MEDIAONE GROUP INC COMMON 58440J104 1,997 26,000 SH DEFINED 1,4 26,000
MEDIAONE GROUP INC COMMON 58440J104 2,765 36,000 SH DEFINED 2 36,000
MEDIAPLEX INC COMMON 58446B105 6,275 100,000 SH DEFINED 1 100,000
MEDICAL ASSURANCE INC. COMMON 58449U100 1,024 48,350 SH DEFINED 1 48,350
MEDICALOGIC INC COMMON 584642102 1,987 94,600 SH DEFINED 1 94,600
MEDICIS PHARMACEUTICAL CL A COMMON 584690309 28,679 673,800 SH DEFINED 1 673,800
MEDICIS PHARMACEUTICAL CL A COMMON 584690309 51,075 1,200,000 SH DEFINED 1,2 1,200,000
MEDICIS PHARMACEUTICAL CL A COMMON 584690309 109 2,550 SH DEFINED 1,5 2,550
MEDICIS PHARMACEUTICAL CL A COMMON 584690309 3,354 78,800 SH DEFINED 2 78,800
MEDICIS PHARMACEUTICAL CL A COMMON 584690309 317 7,450 SH DEFINED 2,3 7,450
MEDIMMUNE INC COMMON 584699102 5,043 30,400 SH DEFINED 1 30,400
MEDIMMUNE INC COMMON 584699102 82,938 500,000 SH DEFINED 1,2 500,000
MEDIMMUNE INC COMMON 584699102 182 1,100 SH DEFINED 1,5 1,100
MEDIMMUNE INC COMMON 584699102 5,258 31,700 SH DEFINED 2 31,700
MEDIMMUNE INC COMMON 584699102 299 1,800 SH DEFINED 2,3 1,800
MEDITRUST CORP - PAIRED COMMON 58501T306 494 89,907 SH DEFINED 1 89,907
MEDTRONIC INC COMMON 585055106 122,594 3,364,500 SH DEFINED 1 3,364,500
MEDTRONIC INC COMMON 585055106 173,078 4,750,000 SH DEFINED 1,2 4,750,000
MEDTRONIC INC COMMON 585055106 9,991 274,200 SH DEFINED 2 274,200
MEDTRONIC INC COMMON 585055106 452 12,400 SH DEFINED 2,3 12,400
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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MELLON FINANCIAL CORP COMMON 58551A108 1,008 29,600 SH DEFINED 1 29,600
MENTOR CORP COMMON 587188103 6,402 248,000 SH DEFINED 1 248,000
MERCK & CO. COMMON 589331107 36,790 548,600 SH DEFINED 1 548,600
MERCK & CO. COMMON 589331107 11,401 170,000 SH DEFINED 1,4 170,000
MERCK & CO. COMMON 589331107 1,274 19,000 SH DEFINED 2 19,000
MERCURY INTERACTIVE CORP COMMON 589405109 55,534 514,500 SH DEFINED 1 514,500
MERCURY INTERACTIVE CORP COMMON 589405109 540 5,000 SH DEFINED 1,5 5,000
MERCURY INTERACTIVE CORP COMMON 589405109 2,806 26,000 SH DEFINED 2 26,000
MERCURY INTERACTIVE CORP COMMON 589405109 389 3,600 SH DEFINED 2,3 3,600
MEREDITH CORP COMMON 589433101 7,729 185,400 SH DEFINED 1 185,400
MEREDITH CORP COMMON 589433101 8 200 SH DEFINED 1,5 200
MEREDITH CORP COMMON 589433101 146 3,500 SH DEFINED 2 3,500
MEREDITH CORP COMMON 589433101 50 1,200 SH DEFINED 2,3 1,200
MERISTAR HOTELS & RESORTS COMMON 589988104 81 22,700 SH DEFINED 1,11 22,700
MERITOR AUTOMOTIVE, INC. COMMON 59000G100 7,847 405,000 SH DEFINED 1 405,000
MERITOR AUTOMOTIVE, INC. COMMON 59000G100 19 1,000 SH DEFINED 1,5 1,000
MERITOR AUTOMOTIVE, INC. COMMON 59000G100 291 15,000 SH DEFINED 2 15,000
MERITOR AUTOMOTIVE, INC. COMMON 59000G100 93 4,800 SH DEFINED 2,3 4,800
MERRILL LYNCH & COMPANY COMMON 590188108 63,577 761,400 SH DEFINED 1 761,400
MERRILL LYNCH & COMPANY COMMON 590188108 41,750 500,000 SH DEFINED 1,2 500,000
MERRILL LYNCH & COMPANY COMMON 590188108 2,313 27,700 SH DEFINED 2 27,700
MESABA HOLDINGS INC COMMON 59066B102 572 50,000 SH DEFINED 1 50,000
METALINK LTD COMMON M69897102 401 19,700 SH DEFINED 1 19,700
METHODE ELECTRON (A) COMMON 591520200 15,667 487,700 SH DEFINED 1 487,700
METRICOM INC COMMON 591596101 3,931 50,000 SH DEFINED 1 50,000
METRIS COMPANIES INC COMMON 591598107 1,014 28,400 SH DEFINED 1 28,400
METRIS COMPANIES INC COMMON 591598107 5,570 153,400 SH DEFINED 1,5 153,400
METRIS COMPANIES INC COMMON 591598107 51 1,400 SH DEFINED 2 1,400
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METROMEDIA FIBER NETWORK-A COMMON 591689104 9,588 200,000 CALL DEFINED 1 200,000
METROMEDIA FIBER NETWORK-A COMMON 591689104 5,652 117,900 SH DEFINED 1 117,900
METROMEDIA FIBER NETWORK-A COMMON 591689104 93,958 1,960,000 SH DEFINED 1,2 1,960,000
METROMEDIA FIBER NETWORK-A COMMON 591689104 201 4,200 SH DEFINED 1,5 4,200
METROMEDIA FIBER NETWORK-A COMMON 591689104 6,860 143,100 SH DEFINED 2 143,100
METROMEDIA FIBER NETWORK-A COMMON 591689104 316 6,600 SH DEFINED 2,3 6,600
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 19,842 519,600 SH DEFINED 1 519,600
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 19 500 SH DEFINED 1,5 500
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 313 8,200 SH DEFINED 2 8,200
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 118 3,100 SH DEFINED 2,3 3,100
MGIC INVESTMENT CORPORATION COMMON 552848103 59,455 987,833 SH DEFINED 1 987,833
MGIC INVESTMENT CORPORATION COMMON 552848103 93,074 1,546,400 SH DEFINED 1,2 1,546,400
MGIC INVESTMENT CORPORATION COMMON 552848103 11,676 194,000 SH DEFINED 1,4 194,000
MGIC INVESTMENT CORPORATION COMMON 552848103 313 5,200 SH DEFINED 1,5 5,200
MGIC INVESTMENT CORPORATION COMMON 552848103 8,896 147,800 SH DEFINED 2 147,800
MGIC INVESTMENT CORPORATION COMMON 552848103 469 7,800 SH DEFINED 2,3 7,800
MIAMI COMPUTER SUPPLY CORP COMMON 593261100 12,726 342,781 SH DEFINED 1 342,781
MIAMI COMPUTER SUPPLY CORP COMMON 593261100 30 800 SH DEFINED 1,5 800
MIAMI COMPUTER SUPPLY CORP COMMON 593261100 408 11,000 SH DEFINED 2 11,000
MIAMI COMPUTER SUPPLY CORP COMMON 593261100 152 4,100 SH DEFINED 2,3 4,100
MICHAELS STORES INC. COMMON 594087108 28,571 1,002,500 SH DEFINED 1 1,002,500
MICHAELS STORES INC. COMMON 594087108 54 1,900 SH DEFINED 1,5 1,900
MICHAELS STORES INC. COMMON 594087108 884 31,000 SH DEFINED 2 31,000
MICHAELS STORES INC. COMMON 594087108 257 9,000 SH DEFINED 2,3 9,000
MICREL INC. COMMON 594793101 37,687 661,900 SH DEFINED 1 661,900
MICREL INC. COMMON 594793101 381 6,700 SH DEFINED 1,5 6,700
MICREL INC. COMMON 594793101 1,776 31,200 SH DEFINED 2 31,200
MICREL INC. COMMON 594793101 205 3,600 SH DEFINED 2,3 3,600
MICROCELL TELE COMM COM STK COMMON 59501T304 8,720 265,257 SH DEFINED 1 265,257
MICROCHIP TECHNOLOGY INC. COMMON 595017104 101,568 1,484,100 SH DEFINED 1 1,484,100
MICROCHIP TECHNOLOGY INC. COMMON 595017104 68,443 1,000,075 SH DEFINED 1,2 1,000,075
MICROCHIP TECHNOLOGY INC. COMMON 595017104 5,270 77,600 SH DEFINED 1,5 77,600
MICROCHIP TECHNOLOGY INC. COMMON 595017104 8,339 121,850 SH DEFINED 2 121,850
MICROCHIP TECHNOLOGY INC. COMMON 595017104 855 12,500 SH DEFINED 2,3 12,500
MICROFINANCIAL INC. COMMON 595072109 1,764 150,900 SH DEFINED 1 150,900
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MICROMUSE INC. COMMON 595094103 29,512 173,600 SH DEFINED 1 173,600
MICROMUSE INC. COMMON 595094103 493 2,900 SH DEFINED 1,5 2,900
MICROMUSE INC. COMMON 595094103 935 5,500 SH DEFINED 2 5,500
MICROMUSE INC. COMMON 595094103 255 1,500 SH DEFINED 2,3 1,500
MICRON TECHNOLOGY INC COMMON 595112103 5,621 72,300 SH DEFINED 1,5 72,300
MICROSOFT CORPORATION COMMON 594918104 1,250,100 10,707,491 SH DEFINED 1 10,707,491
MICROSOFT CORPORATION COMMON 594918104 823,088 7,050,000 SH DEFINED 1,2 7,050,000
MICROSOFT CORPORATION COMMON 594918104 2,031 17,400 SH DEFINED 1,4 17,400
MICROSOFT CORPORATION COMMON 594918104 276 2,350 SH DEFINED 1,5 2,350
MICROSOFT CORPORATION COMMON 594918104 23,841 204,200 SH DEFINED 2 204,200
MICROSOFT CORPORATION COMMON 594918104 2,466 21,100 SH DEFINED 2,3 21,100
MIDAMERICAN ENERGY HLDGS CO COMMON 59562V107 2,338 69,400 SH DEFINED 1 69,400
MILLENIUM SEACARI WTS EXP 7/15/03 COMMON 60036B115 25 20,000 SH DEFINED 1 20,000
MILLIPORE CORP COMMON 601073109 9,208 238,400 SH DEFINED 1 238,400
MILLIPORE CORP COMMON 601073109 48,281 1,250,000 SH DEFINED 1,2 1,250,000
MILLIPORE CORP COMMON 601073109 116 3,000 SH DEFINED 1,5 3,000
MILLIPORE CORP COMMON 601073109 2,627 68,000 SH DEFINED 2 68,000
MILLIPORE CORP COMMON 601073109 174 4,500 SH DEFINED 2,3 4,500
MINDSPRING COMMON 602683104 1,233 46,700 SH DEFINED 1 46,700
MINDSPRING COMMON 602683104 401 15,200 SH DEFINED 1,5 15,200
MINDSPRING COMMON 602683104 1,286 48,700 SH DEFINED 2 48,700
MINNESOTA MINING & MANUFACTURING CO COMMON 604059105 20 200 SH DEFINED 1 200
MINNESOTA MINING & MANUFACTURING CO COMMON 604059105 5,041 51,500 SH DEFINED 1,4 51,500
MINNTECH CORP COMMON 604258103 1,925 200,000 SH DEFINED 1 200,000
MIPS TECHNOLOGIES INC COMMON 604567107 2,600 50,000 SH DEFINED 1 50,000
MISSION CRITICAL SOFTWARE COMMON 605047109 16,793 239,900 SH DEFINED 1 239,900
MISSION CRITICAL SOFTWARE COMMON 605047109 42 600 SH DEFINED 1,5 600
MISSION CRITICAL SOFTWARE COMMON 605047109 560 8,000 SH DEFINED 2 8,000
MISSION CRITICAL SOFTWARE COMMON 605047109 203 2,900 SH DEFINED 2,3 2,900
MOBILE MINI INC. COMMON 60740F105 3,118 145,000 SH DEFINED 1 145,000
MOLECULAR BIOSYSTEMS INC COMMON 608513107 598 598,000 SH DEFINED 1 598,000
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MOLEX INC. CLASS A COMMON 608554200 28,996 640,800 SH DEFINED 1 640,800
MOLEX INC. CLASS A COMMON 608554200 59 1,300 SH DEFINED 1,5 1,300
MOLEX INC. CLASS A COMMON 608554200 855 18,900 SH DEFINED 2 18,900
MOLEX INC. CLASS A COMMON 608554200 290 6,400 SH DEFINED 2,3 6,400
MONACO COACH CORP COMMON 60886R103 1,917 75,000 SH DEFINED 1 75,000
MONSANTO CO COMMON 611662107 57,285 1,608,000 SH DEFINED 1 1,608,000
MONSANTO CO COMMON 611662107 23,156 650,000 SH DEFINED 1,2 650,000
MONTANA POWER CO. COMMON 612085100 1,608 44,600 SH DEFINED 1 44,600
MONTANA POWER CO. COMMON 612085100 328 9,100 SH DEFINED 1,5 9,100
MONTANA POWER CO. COMMON 612085100 1,489 41,300 SH DEFINED 2 41,300
MORGAN STANLEY DEAN WITTER COMMON 617446448 992,869 6,955,300 SH DEFINED 1 6,955,300
MORGAN STANLEY DEAN WITTER COMMON 617446448 396,474 2,777,400 SH DEFINED 1,2 2,777,400
MORGAN STANLEY DEAN WITTER COMMON 617446448 14,296 100,150 SH DEFINED 1,4 100,150
MORGAN STANLEY DEAN WITTER COMMON 617446448 5,184 36,700 SH DEFINED 1,5 36,700
MORGAN STANLEY DEAN WITTER COMMON 617446448 13,247 92,800 SH DEFINED 2 92,800
MORGAN STANLEY DEAN WITTER COMMON 617446448 1,112 7,800 SH DEFINED 2,3 7,800
MOTOROLA INC COMMON 620076109 781,353 5,306,300 SH DEFINED 1 5,306,300
MOTOROLA INC COMMON 620076109 397,575 2,700,000 SH DEFINED 1,2 2,700,000
MOTOROLA INC COMMON 620076109 5,959 40,300 SH DEFINED 1,5 40,300
MOTOROLA INC COMMON 620076109 18,077 122,760 SH DEFINED 2 122,760
MOTOROLA INC COMMON 620076109 1,591 10,800 SH DEFINED 2,3 10,800
MRV COMMUNICATIONS INC COMMON 553477100 6,916 110,000 SH DEFINED 1 110,000
MTI TECHNOLOGY CORP COMMON 553903105 6,479 175,700 SH DEFINED 1 175,700
MYLAN LABORATORIES COMMON 628530107 4,408 175,000 SH DEFINED 1,4 175,000
NABORS INDUSTRIES, INC. COMMON 629568106 1,606 51,900 SH DEFINED 1 51,900
NABORS INDUSTRIES, INC. COMMON 629568106 399 12,900 SH DEFINED 1,5 12,900
NABORS INDUSTRIES, INC. COMMON 629568106 1,408 45,500 SH DEFINED 2 45,500
NATIONAL AUSTRALIA BK-SP ADR COMMON 632525408 3,050 40,000 SH DEFINED 1,10 40,000
NATIONAL CITY CORP COMMON 635405103 7,308 308,500 SH DEFINED 1,4 308,500
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NATIONAL COMPUTER SYSTEMS INC COMMON 635519101 20,788 552,500 SH DEFINED 1 552,500
NATIONAL COMPUTER SYSTEMS INC COMMON 635519101 45 1,200 SH DEFINED 1,5 1,200
NATIONAL COMPUTER SYSTEMS INC COMMON 635519101 809 21,500 SH DEFINED 2 21,500
NATIONAL COMPUTER SYSTEMS INC COMMON 635519101 248 6,600 SH DEFINED 2,3 6,600
NATIONAL DATA CORP COMMON 635621105 9,503 280,000 SH DEFINED 1 280,000
NATIONAL INFO CONSORTIUM INC COMMON 636491102 10,218 319,300 SH DEFINED 1 319,300
NATIONAL INFO CONSORTIUM INC COMMON 636491102 1,408 44,000 SH DEFINED 2 44,000
NATIONAL INSTRUMENTS CORP COMMON 636518102 44,728 1,169,350 SH DEFINED 1 1,169,350
NATIONAL INSTRUMENTS CORP COMMON 636518102 90 2,350 SH DEFINED 1,5 2,350
NATIONAL INSTRUMENTS CORP COMMON 636518102 1,434 37,500 SH DEFINED 2 37,500
NATIONAL INSTRUMENTS CORP COMMON 636518102 461 12,050 SH DEFINED 2,3 12,050
NATIONAL R.V. HOLDINGS INC COMMON 637277104 4,909 255,000 SH DEFINED 1 255,000
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 437 10,200 SH DEFINED 1 10,200
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 5,117 120,400 SH DEFINED 1,5 120,400
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 34 800 SH DEFINED 2 800
NATIONAL SERVICE INDS, INC. COMMON 637657107 2,950 100,000 SH DEFINED 1,4 100,000
NATIONAL-OILWELL INC COMMON 637071101 7,877 502,100 SH DEFINED 1 502,100
NATIONAL-OILWELL INC COMMON 637071101 20 1,300 SH DEFINED 1,5 1,300
NATIONAL-OILWELL INC COMMON 637071101 298 19,000 SH DEFINED 2 19,000
NATIONAL-OILWELL INC COMMON 637071101 99 6,300 SH DEFINED 2,3 6,300
NATIONWIDE FINANCIAL SERVICES-CL A COMMON 638612101 7,677 274,800 SH DEFINED 1 274,800
NATIONWIDE FINANCIAL SERVICES-CL A COMMON 638612101 615 22,000 SH DEFINED 2 22,000
NATURAL MICROSYSTEMS CORP COMMON 638882100 11,001 235,000 SH DEFINED 1 235,000
NAVIDEC INC COMMON 63934Q101 3,022 251,800 SH DEFINED 1 251,800
NDS GROUP PLC-SPONS ADR COMMON 628891103 2,623 86,000 SH DEFINED 1 86,000
NEON SYSTEMS COMMON 640509105 2,355 60,000 SH DEFINED 1 60,000
NESTLE SA - SPONS ADR FOR REG COMMON 641069406 2,733 30,000 SH DEFINED 1,10 30,000
NETEGRITY INC COMMON 64110P107 5,124 90,000 SH DEFINED 1 90,000
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NETOPTIX CORPORATION COMMON 64116F103 6,675 100,000 SH DEFINED 1 100,000
NETWORK APPLIANCE INC COMMON 64120L104 116 1,400 SH DEFINED 1 1,400
NEW PLAN EXCEL REALTY TRUST COMMON 648053106 554 35,060 SH DEFINED 1,4 35,060
NEW YORK TIMES COMPANY COMMON 650111107 18,422 375,000 SH DEFINED 1 375,000
NEWFIELD EXPLORATION CO. COMMON 651290108 20,549 768,200 SH DEFINED 1 768,200
NEWFIELD EXPLORATION CO. COMMON 651290108 32 1,200 SH DEFINED 1,5 1,200
NEWFIELD EXPLORATION CO. COMMON 651290108 535 20,000 SH DEFINED 2 20,000
NEWFIELD EXPLORATION CO. COMMON 651290108 161 6,000 SH DEFINED 2,3 6,000
NEWMONT MINING CORPORATION COMMON 651639106 613 25,000 SH DEFINED 1,5 25,000
NEWPARK RESOURCES INC COMMON 651718504 4,288 700,000 SH DEFINED 1 700,000
NEXT LEVEL COMMUNICATION INC COMMON 65333U104 3,864 51,600 SH DEFINED 1 51,600
NEXTEL COMM COM STK COMMON 65332V103 1,563,405 15,160,295 SH DEFINED 1 15,160,295
NEXTEL COMM COM STK COMMON 65332V103 221,719 2,150,000 SH DEFINED 1,2 2,150,000
NEXTEL COMM COM STK COMMON 65332V103 313 3,050 SH DEFINED 1,5 3,050
NEXTEL COMM COM STK COMMON 65332V103 19,645 190,500 SH DEFINED 2 190,500
NEXTEL COMM COM STK COMMON 65332V103 989 9,600 SH DEFINED 2,3 9,600
NEXTEL COMMUNICATIONS PIK PFD PREFERRED 65332V707 30,377 30,076 SH DEFINED 1 30,076
NEXTLINK COMM 6.5% CVT PFRD CONVERT 65333H863 5,296 27,600 SH DEFINED 1 27,600
NEXTLINK COMM 6.5% CVT PFRD CONVERT 65333H863 633 3,300 SH DEFINED 2 3,300
NEXTLINK COMM CVT PFRD 144A CONVERT 65333H806 4,797 25,000 SH DEFINED 1 25,000
NEXTLINK COMMUNICATIONS - A COMMON 65333H707 23,631 284,500 SH DEFINED 1 284,500
NEXTLINK COMMUNICATIONS - A COMMON 65333H707 3,655 44,000 SH DEFINED 2 44,000
NFRONT INC COMMON 65334N109 1,000 50,000 SH DEFINED 1 50,000
NIAGARA MOHAWK HOLDINGS INC. COMMON 653520106 21,920 1,572,700 SH DEFINED 1 1,572,700
NIPPON TELEGRAPH & TELEPH-SP ADR COMMON 654624105 1,895 22,000 SH DEFINED 1 22,000
NISOURCE INC COMMON 65473P105 1,988 111,200 SH DEFINED 1 111,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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NOBLE AFFILIATES, INC. COMMON 654894104 1,072 50,000 SH DEFINED 1 50,000
NOKIA CORP ADR COMMON 654902204 2,585,577 13,608,300 SH DEFINED 1 13,608,300
NOKIA CORP ADR COMMON 654902204 636,500 3,350,000 SH DEFINED 1,2 3,350,000
NOKIA CORP ADR COMMON 654902204 8,995 49,800 SH DEFINED 1,5 49,800
NOKIA CORP ADR COMMON 654902204 55,537 292,300 SH DEFINED 2 292,300
NOKIA CORP ADR COMMON 654902204 2,052 10,800 SH DEFINED 2,3 10,800
NORSK HYDRO A.S. (NORWAY) COMMON 656531605 5,771 135,000 SH DEFINED 1,4 135,000
NORTEL INVERSORA S.A. ADR COMMON 656567401 3,110 160,500 SH DEFINED 1,6 160,500
NORTEL NETWORKS CORP COMMON 656569100 295,156 2,922,340 SH DEFINED 1 2,922,340
NORTEL NETWORKS CORP COMMON 656569100 328,250 3,250,000 SH DEFINED 1,2 3,250,000
NORTEL NETWORKS CORP COMMON 656569100 18,624 184,400 SH DEFINED 2 184,400
NORTEL NETWORKS CORP COMMON 656569100 2,292 22,762 SH DEFINED 2,3 22,762
NORTH FORK BANCORPORATION COMMON 659424105 6,545 374,000 SH DEFINED 1 374,000
NORTH FORK BANCORPORATION COMMON 659424105 19 1,100 SH DEFINED 1,5 1,100
NORTHEAST OPTIC NETWORK INC COMMON 664334109 6,369 101,800 SH DEFINED 1 101,800
NORTHEAST UTILITIES COMMON 664397106 6,352 308,900 SH DEFINED 1 308,900
NORTHERN TRUST CORP COMMON 665859104 5,687 107,300 SH DEFINED 1 107,300
NORTHERN TRUST CORP COMMON 665859104 98,050 1,850,000 SH DEFINED 1,2 1,850,000
NORTHERN TRUST CORP COMMON 665859104 5,109 96,400 SH DEFINED 2 96,400
NORTHERN TRUST CORP COMMON 665859104 339 6,400 SH DEFINED 2,3 6,400
NOVA CORPORATION COMMON 669784100 32,413 1,026,946 SH DEFINED 1 1,026,946
NOVA CORPORATION COMMON 669784100 54 1,700 SH DEFINED 1,5 1,700
NOVA CORPORATION COMMON 669784100 868 27,500 SH DEFINED 2 27,500
NOVA CORPORATION COMMON 669784100 264 8,360 SH DEFINED 2,3 8,360
NOVARTIS AG - ADR COMMON 66987V109 2,556 35,000 SH DEFINED 1,10 35,000
NOVELL INC COMMON 670006105 167,905 4,204,200 SH DEFINED 1 4,204,200
NOVELL INC COMMON 670006105 439,313 11,000,000 SH DEFINED 1,2 11,000,000
NOVELL INC COMMON 670006105 2,928 77,700 SH DEFINED 1,5 77,700
NOVELL INC COMMON 670006105 207 5,500 SH DEFINED 2,3 5,500
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NOVELLUS SYSTEMS INC. COMMON 670008101 17,730 144,700 SH DEFINED 1 144,700
NOVELLUS SYSTEMS INC. COMMON 670008101 61,266 500,000 SH DEFINED 1,2 500,000
NOVELLUS SYSTEMS INC. COMMON 670008101 527 4,300 SH DEFINED 1,5 4,300
NOVELLUS SYSTEMS INC. COMMON 670008101 5,783 47,200 SH DEFINED 2 47,200
NOVELLUS SYSTEMS INC. COMMON 670008101 208 1,700 SH DEFINED 2,3 1,700
NOVO-NORDISK A/S-SPONS ADR COMMON 670100205 1,616 25,000 SH DEFINED 1,10 25,000
NOVOSTE CORPORATION COMMON 67010C100 3,300 200,000 SH DEFINED 1 200,000
NSTAR COMMON 67019E107 1,298 32,041 SH DEFINED 1 32,041
NTL INC CVT 144A CONVERT 629407AN7 12,269 11,360,000 PRN DEFINED 1 11,360,000
NTL INC CVT 144A CONVERT 629407AN7 59,400 55,000,000 PRN DEFINED 1,2 55,000,000
NTL INC CVT 144A CONVERT 629407AN7 1,512 1,400,000 PRN DEFINED 2 1,400,000
NTL INCORPORATED COMMON 629407107 97,696 783,136 SH DEFINED 1 783,136
NTL INCORPORATED COMMON 629407107 179,790 1,441,200 SH DEFINED 1,2 1,441,200
NTL INCORPORATED COMMON 629407107 5,646 45,875 SH DEFINED 1,5 45,875
NTL INCORPORATED COMMON 629407107 10,266 82,300 SH DEFINED 2 82,300
NTL INCORPORATED COMMON 629407107 1,010 8,100 SH DEFINED 2,3 8,100
NUCENTRIX BROADBAND NETWORKS COMMON 670198100 2,452 100,100 SH DEFINED 1 100,100
NUCOR CORP COMMON 670346105 7,378 134,600 SH DEFINED 1,4 134,600
NUEVO ENERGY CO COMMON 670509108 6,572 350,500 SH DEFINED 1 350,500
OCEANEERING INTERNATIONAL, INC. COMMON 675232102 306 20,500 SH DEFINED 1 20,500
OCEANEERING INTERNATIONAL, INC. COMMON 675232102 73 4,900 SH DEFINED 1,5 4,900
OFFICE DEPOT, INC. COMMON 676220106 2,665 243,700 SH DEFINED 1,4 243,700
OFFICIAL PAYMENTS CORP COMMON 676235104 11,518 221,500 SH DEFINED 1 221,500
OFFICIAL PAYMENTS CORP COMMON 676235104 1,513 29,100 SH DEFINED 2 29,100
OHIO CASUALTY CORPORATION COMMON 677240103 5,622 350,000 SH DEFINED 1,4 350,000
OLD KENT FINANCIAL CORP. COMMON 679833103 1,677 47,420 SH DEFINED 1 47,420
OLD KENT FINANCIAL CORP. COMMON 679833103 28,916 817,425 SH DEFINED 1,2 817,425
OLD KENT FINANCIAL CORP. COMMON 679833103 48 1,365 SH DEFINED 1,5 1,365
OLD KENT FINANCIAL CORP. COMMON 679833103 1,528 43,195 SH DEFINED 2 43,195
OLD KENT FINANCIAL CORP. COMMON 679833103 95 2,680 SH DEFINED 2,3 2,680
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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OLD REPUBLIC INTERNATIONAL CORP. COMMON 680223104 2,725 200,000 SH DEFINED 1,4 200,000
OM GROUP INC COMMON 670872100 19,361 562,200 SH DEFINED 1 562,200
OM GROUP INC COMMON 670872100 41 1,200 SH DEFINED 1,5 1,200
OM GROUP INC COMMON 670872100 665 19,300 SH DEFINED 2 19,300
OM GROUP INC COMMON 670872100 207 6,000 SH DEFINED 2,3 6,000
OMNICOM GROUP COMMON 681919106 587,680 5,876,800 SH DEFINED 1 5,876,800
OMNICOM GROUP COMMON 681919106 250,000 2,500,000 SH DEFINED 1,2 2,500,000
OMNICOM GROUP COMMON 681919106 22,920 229,200 SH DEFINED 2 229,200
OMNICOM GROUP COMMON 681919106 830 8,300 SH DEFINED 2,3 8,300
ONDISPLAY, INC COMMON 68232L100 2,726 30,000 SH DEFINED 1 30,000
ONEPOINT COMM-WTS EXP 6/1/08 COMMON 68272T112 0 10 SH DEFINED 2 10
ONO FINANCE PLC WARRANT COMMON 682735113 55 550 SH DEFINED 1 550
ONO FINANCE PLC WARRANT COMMON 682735113 30 300 SH DEFINED 1,7 300
OPENTV CORPORATION COMMON G67543101 8,057 100,400 SH DEFINED 1 100,400
OPTICAL COATING LABS COMMON 683829105 7,400 25,000 SH DEFINED 1 25,000
OPTICAL COATING LABS COMMON 683829105 6,000 20,000 SH DEFINED 1,5 20,000
OPTIMAL ROBOTICS CORP. COMMON 68388R208 3,166 85,000 SH DEFINED 1 85,000
OPTIO SOFTWARE INC COMMON 68389J106 3,596 153,000 SH DEFINED 1 153,000
ORACLE SYSTEMS CORPORATION COMMON 68389X105 301,751 2,692,700 SH DEFINED 1 2,692,700
ORACLE SYSTEMS CORPORATION COMMON 68389X105 313,775 2,800,000 SH DEFINED 1,2 2,800,000
ORACLE SYSTEMS CORPORATION COMMON 68389X105 2,986 26,650 SH DEFINED 1,4 26,650
ORACLE SYSTEMS CORPORATION COMMON 68389X105 23,801 213,700 SH DEFINED 1,5 213,700
ORACLE SYSTEMS CORPORATION COMMON 68389X105 2,655 23,700 SH DEFINED 2 23,700
ORACLE SYSTEMS CORPORATION COMMON 68389X105 1,579 14,100 SH DEFINED 2,3 14,100
ORBITAL IMAGING CORP-WT 144A 3/1/05 COMMON 68556F119 0 20 SH DEFINED 2 20
ORBOTECH LTD COMMON M75253100 24,502 316,150 SH DEFINED 1 316,150
ORBOTECH LTD COMMON M75253100 426 5,500 SH DEFINED 1,5 5,500
ORBOTECH LTD COMMON M75253100 1,395 18,000 SH DEFINED 2 18,000
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O'REILLY AUTOMOTIVE, INC. COMMON 686091109 41,732 1,941,000 SH DEFINED 1 1,941,000
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 73 3,400 SH DEFINED 1,5 3,400
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 1,161 54,000 SH DEFINED 2 54,000
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 387 18,000 SH DEFINED 2,3 18,000
ORTEL CORP COMMON 68749W102 10,800 90,000 SH DEFINED 1 90,000
ORTHODONTIC CENTERS OF AMERICA, INC COMMON 68750P103 4,201 351,900 SH DEFINED 1 351,900
ORTHOFIX INTERNATIONAL N.V - USD COMMON N6748L102 844 59,000 SH DEFINED 1 59,000
OSICOM TECHNOLOGIES INC COMMON 688271501 13,054 287,700 SH DEFINED 1 287,700
OUTBACK STEAKHOUSE INC. COMMON 689899102 3,918 151,050 SH DEFINED 1 151,050
OUTBACK STEAKHOUSE INC. COMMON 689899102 51,875 2,000,000 SH DEFINED 1,2 2,000,000
OUTBACK STEAKHOUSE INC. COMMON 689899102 127 4,900 SH DEFINED 1,5 4,900
OUTBACK STEAKHOUSE INC. COMMON 689899102 4,217 162,600 SH DEFINED 2 162,600
OUTBACK STEAKHOUSE INC. COMMON 689899102 192 7,400 SH DEFINED 2,3 7,400
OWENS & MINOR INC COMMON 690732102 3,039 340,000 SH DEFINED 1 340,000
OXFORD HEALTH PLANS, INC. COMMON 691471106 22,140 1,745,000 SH DEFINED 1 1,745,000
P.F. CHANGS CHINA BISTRO INC. COMMON 69333Y108 3,109 125,000 SH DEFINED 1 125,000
PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 32,436 1,017,450 SH DEFINED 1 1,017,450
PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 47 1,450 SH DEFINED 1,5 1,450
PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 745 23,150 SH DEFINED 2 23,150
PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 230 7,200 SH DEFINED 2,3 7,200
PACIFICARE HEALTH SYSTEMS "A" COMMON 695112102 43,990 830,000 SH DEFINED 1 830,000
PAIRGAIN TECHNOLOGIES INC COMMON 695934109 7,448 525,000 SH DEFINED 1 525,000
PAN PACIFIC RETAIL PROPERTIES, INC. COMMON 69806L104 468 28,700 SH DEFINED 1,11 28,700
PARADYNE NETWORKS INC. COMMON 69911G107 409 15,000 SH DEFINED 1 15,000
PARAMETRIC TECHNOLOGY COMPANY COMMON 699173100 4,330 160,000 SH DEFINED 1 160,000
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PARK PLACE ENTERTAINMENT COMMON 700690100 3,844 307,500 SH DEFINED 1 307,500
PARK PLACE ENTERTAINMENT COMMON 700690100 66,300 5,304,000 SH DEFINED 1,2 5,304,000
PARK PLACE ENTERTAINMENT COMMON 700690100 138 11,000 SH DEFINED 1,5 11,000
PARK PLACE ENTERTAINMENT COMMON 700690100 3,493 279,400 SH DEFINED 2 279,400
PARK PLACE ENTERTAINMENT COMMON 700690100 213 17,000 SH DEFINED 2,3 17,000
PARKER-HANNIFIN COMMON 701094104 28,165 548,900 SH DEFINED 1 548,900
PARTNER COMMUNICATIONS ADR COMMON 70211M109 15,892 614,200 SH DEFINED 1 614,200
PARTNER COMMUNICATIONS ADR COMMON 70211M109 926 35,800 SH DEFINED 2 35,800
PATHOGENESIS CORPORATION COMMON 70321E104 729 34,000 SH DEFINED 1 34,000
PATTERSON ENERGY INC COMMON 703414102 16,959 1,304,500 SH DEFINED 1 1,304,500
PATTERSON ENERGY INC COMMON 703414102 34 2,600 SH DEFINED 1,5 2,600
PATTERSON ENERGY INC COMMON 703414102 501 38,500 SH DEFINED 2 38,500
PATTERSON ENERGY INC COMMON 703414102 156 12,000 SH DEFINED 2,3 12,000
PAYCHEX INC. COMMON 704326107 17,370 434,249 SH DEFINED 1 434,249
PAYCHEX INC. COMMON 704326107 75,000 1,875,000 SH DEFINED 1,2 1,875,000
PAYCHEX INC. COMMON 704326107 3,955 98,887 SH DEFINED 2 98,887
PAYCHEX INC. COMMON 704326107 261 6,525 SH DEFINED 2,3 6,525
PAYLESS SHOESOURCE INC COMMON 704379106 24 500 SH DEFINED 1 500
PCORDER.COM INC COMMON 70453H107 12,281 240,800 SH DEFINED 1 240,800
PCORDER.COM INC COMMON 70453H107 26 500 SH DEFINED 1,5 500
PCORDER.COM INC COMMON 70453H107 377 7,400 SH DEFINED 2 7,400
PCORDER.COM INC COMMON 70453H107 122 2,400 SH DEFINED 2,3 2,400
PC-TEL INC COMMON 69325Q105 2,945 56,100 SH DEFINED 1 56,100
PE CORP-CELERA GENOMICS GRP COMMON 69332S201 35,149 235,900 SH DEFINED 1 235,900
PE CORP-CELERA GENOMICS GRP COMMON 69332S201 75 500 SH DEFINED 1,5 500
PE CORP-CELERA GENOMICS GRP COMMON 69332S201 1,177 7,900 SH DEFINED 2 7,900
PE CORP-CELERA GENOMICS GRP COMMON 69332S201 402 2,700 SH DEFINED 2,3 2,700
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 29,440 244,700 SH DEFINED 1 244,700
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 224,672 1,867,400 SH DEFINED 1,2 1,867,400
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 12,753 106,000 SH DEFINED 2 106,000
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 1,094 9,100 SH DEFINED 2,3 9,100
PEGASUS SHIPPING LTD 144A PREFERRED 70557C913 1,425 15,000 SH DEFINED 1 15,000
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PEGASUS SYSTEMS INC. COMMON 705906105 6,073 100,700 SH DEFINED 1 100,700
PENTAIR, INC. COMMON 709631105 8,108 210,600 SH DEFINED 1 210,600
PENTAIR, INC. COMMON 709631105 12 300 SH DEFINED 1,5 300
PENTAIR, INC. COMMON 709631105 193 5,000 SH DEFINED 2 5,000
PENTAIR, INC. COMMON 709631105 69 1,800 SH DEFINED 2,3 1,800
PENWEST PHARMACEUTICALS CO COMMON 709754105 1,906 125,000 SH DEFINED 1 125,000
PEPSI-GEMEX S.A. GDR COMMON 713435105 915 142,100 SH DEFINED 1,6 142,100
PEREGRINE SYSTEMS INC. COMMON 71366Q101 23,834 283,100 SH DEFINED 1 283,100
PEREGRINE SYSTEMS INC. COMMON 71366Q101 33 400 SH DEFINED 1,5 400
PEREGRINE SYSTEMS INC. COMMON 71366Q101 471 5,700 SH DEFINED 2 5,700
PEREGRINE SYSTEMS INC. COMMON 71366Q101 168 2,000 SH DEFINED 2,3 2,000
PERFORMANCE FOOD GROUP CO. COMMON 713755106 4,292 176,100 SH DEFINED 1 176,100
PERRIGO COMPANY COMMON 714290103 200 25,000 SH DEFINED 1 25,000
PETROLEUM GEO-SERVICES A/S COMMON 716597109 410 23,000 SH DEFINED 1 23,000
PETROLEUM GEO-SERVICES A/S COMMON 716597109 6,608 371,000 SH DEFINED 1,5 371,000
PFIZER INC. COMMON 717081103 76,121 2,346,700 SH DEFINED 1 2,346,700
PFIZER INC. COMMON 717081103 209 6,400 SH DEFINED 1,5 6,400
PFIZER INC. COMMON 717081103 1,696 52,300 SH DEFINED 2 52,300
PHARMACIA & UPJOHN, INC. COMMON 716941109 590,306 13,117,900 SH DEFINED 1 13,117,900
PHARMACIA & UPJOHN, INC. COMMON 716941109 70,619 1,569,300 SH DEFINED 1,2 1,569,300
PHARMACIA & UPJOHN, INC. COMMON 716941109 7,376 163,900 SH DEFINED 2 163,900
PHARMACIA & UPJOHN, INC. COMMON 716941109 324 7,200 SH DEFINED 2,3 7,200
PHELPS DODGE CORP COMMON 717265102 4,699 70,000 SH DEFINED 1,4 70,000
PHILIP MORRIS COS. INC. COMMON 718154107 14 600 SH DEFINED 1 600
PHILIP MORRIS COS. INC. COMMON 718154107 6,342 273,500 SH DEFINED 1,4 273,500
PHILIP MORRIS COS. INC. COMMON 718154107 5,771 248,900 SH DEFINED 1,5 248,900
PHILIP MORRIS COS. INC. COMMON 718154107 6,225 268,450 SH DEFINED 1,6 268,450
PHILIPS ELECTRONICS NV-W/I COMMON 500472204 46,915 347,520 SH DEFINED 1 347,520
PHILIPS ELECTRONICS NV-W/I COMMON 500472204 2,700 20,000 SH DEFINED 1,10 20,000
PHILIPS ELECTRONICS NV-W/I COMMON 500472204 68,310 506,000 SH DEFINED 1,2 506,000
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PHILLIPS PETROLEUM CO. COMMON 718507106 2,350 50,000 SH DEFINED 1,4 50,000
PHONE.COM INC COMMON 71920Q100 53,702 463,200 SH DEFINED 1 463,200
PHONE.COM INC COMMON 71920Q100 46,375 400,000 SH DEFINED 1,2 400,000
PHONE.COM INC COMMON 71920Q100 1,043 9,000 SH DEFINED 2 9,000
PHONE.COM INC COMMON 71920Q100 325 2,800 SH DEFINED 2,3 2,800
PHOTON DYNAMICS, INC. COMMON 719364101 6,975 180,000 SH DEFINED 1 180,000
PINNACLE SYSTEMS INC COMMON 723481107 28,827 708,500 SH DEFINED 1 708,500
PINNACLE SYSTEMS INC COMMON 723481107 41 1,000 SH DEFINED 1,5 1,000
PINNACLE SYSTEMS INC COMMON 723481107 671 16,500 SH DEFINED 2 16,500
PINNACLE SYSTEMS INC COMMON 723481107 195 4,800 SH DEFINED 2,3 4,800
PINNACLE WEST COMMON COMMON 723484101 3,298 107,900 SH DEFINED 1 107,900
PJ AMERICA INC COMMON 72585Q104 1,550 100,000 SH DEFINED 1 100,000
PLACER DOME INC. COMMON 725906101 319 29,700 SH DEFINED 1 29,700
PLACER DOME INC. COMMON 725906101 68 6,300 SH DEFINED 1,5 6,300
PLUG POWER INC COMMON 72919P103 3,949 139,800 SH DEFINED 1 139,800
PLUG POWER INC COMMON 72919P103 441 15,600 SH DEFINED 2 15,600
PLX TECHNOLOGY INC COMMON 693417107 758 40,000 SH DEFINED 1 40,000
PMC - SIERRA INC COMMON 69344F106 218,586 1,363,500 SH DEFINED 1 1,363,500
PMC - SIERRA INC COMMON 69344F106 315,239 1,966,400 SH DEFINED 1,2 1,966,400
PMC - SIERRA INC COMMON 69344F106 16,793 110,900 SH DEFINED 1,5 110,900
PMC - SIERRA INC COMMON 69344F106 18,901 117,900 SH DEFINED 2 117,900
PMC - SIERRA INC COMMON 69344F106 1,667 10,400 SH DEFINED 2,3 10,400
POGO PRODUCING CO. COM STK COMMON 730448107 144 7,000 SH DEFINED 1 7,000
POHANG IRON & STEEL-ADR COMMON 730450103 37,745 1,078,415 SH DEFINED 1 1,078,415
POHANG IRON & STEEL-ADR COMMON 730450103 11,734 337,600 SH DEFINED 1,5 337,600
POHANG IRON & STEEL-ADR COMMON 730450103 4,324 123,540 SH DEFINED 1,6 123,540
POHANG IRON & STEEL-ADR COMMON 730450103 4,298 122,800 SH DEFINED 2 122,800
POLYCOM INC. COMMON 73172K104 55,663 874,000 SH DEFINED 1 874,000
POLYCOM INC. COMMON 73172K104 89 1,400 SH DEFINED 1,5 1,400
POLYCOM INC. COMMON 73172K104 3,248 51,000 SH DEFINED 2 51,000
POLYCOM INC. COMMON 73172K104 503 7,900 SH DEFINED 2,3 7,900
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POLYMEDICA CORP COMMON 731738100 7,319 316,500 SH DEFINED 1 316,500
POLYMER GROUP INC COMMON 731745105 4,595 251,800 SH DEFINED 1 251,800
PORTUGAL TELECOM S.A. COMMON 737273102 2,991 275,000 SH DEFINED 1,10 275,000
POST PROPERTIES INC COMMON 737464107 597 15,600 SH DEFINED 1,11 15,600
POWER INTEGRATIONS INC COMMON 739276103 2,876 60,000 SH DEFINED 1 60,000
POWERGEN PLC-ADR COMMON 738905405 1,663 52,600 SH DEFINED 1 52,600
POWERGEN PLC-ADR COMMON 738905405 1,739 55,000 SH DEFINED 1,10 55,000
POWER-ONE COMMON 739308104 51,287 1,119,500 SH DEFINED 1 1,119,500
POWER-ONE COMMON 739308104 50 1,100 SH DEFINED 1,5 1,100
POWER-ONE COMMON 739308104 962 21,000 SH DEFINED 2 21,000
POWER-ONE COMMON 739308104 275 6,000 SH DEFINED 2,3 6,000
POWERTEL INC. COM STK COMMON 73936C109 4,885 48,663 SH DEFINED 1 48,663
POWERTEL INC. COM STK COMMON 73936C109 4 44 SH DEFINED 2 44
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 67,978 1,164,500 SH DEFINED 1 1,164,500
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 93 1,600 SH DEFINED 1,5 1,600
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 1,576 27,000 SH DEFINED 2 27,000
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 520 8,900 SH DEFINED 2,3 8,900
PRAXAIR, INC. COMMON 74005P104 2,933 58,300 SH DEFINED 1,4 58,300
PRECISION CASTPARTS CORP COMMON 740189105 4,056 154,500 SH DEFINED 1,4 154,500
PRECISION DRILLING CORP COMMON 74022D100 4,472 174,100 SH DEFINED 1 174,100
PRECISION DRILLING CORP COMMON 74022D100 180 7,000 SH DEFINED 1,5 7,000
PRENTISS PROPERTIES TRUST COMMON 740706106 1,506 71,700 SH DEFINED 1,11 71,700
PRENTISS PROPERTIES TRUST COMMON 740706106 1,787 85,100 SH DEFINED 1,4 85,100
PREVIEW SYSTEMS INC COMMON 741379101 11,308 174,300 SH DEFINED 1 174,300
PRIDE INTL COM STK COMMON 741932107 10,375 709,400 SH DEFINED 1 709,400
PRIMEX TECHNOLOGIES INC COMMON 741597108 1,556 75,000 SH DEFINED 1 75,000
PRIMUS KNOWLEDGE SOLUTIONS COMMON 74163Q100 4,110 90,700 SH DEFINED 1 90,700
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PRIMUS TELECOM COM STK COMMON 741929103 6,422 167,902 SH DEFINED 1 167,902
PRIORITY HEALTHCARE CORP COMMON 74264T102 1,447 50,000 SH DEFINED 1 50,000
PROCTER & GAMBLE CO. COMMON 742718109 53,532 488,600 SH DEFINED 1 488,600
PROCTER & GAMBLE CO. COMMON 742718109 2,399 21,900 SH DEFINED 1,4 21,900
PROCTER & GAMBLE CO. COMMON 742718109 10,025 91,500 SH DEFINED 1,6 91,500
PROCTER & GAMBLE CO. COMMON 742718109 2,191 20,000 SH DEFINED 2 20,000
PROFESSIONAL DETAILING INC COMMON 74312N107 1,198 40,000 SH DEFINED 1 40,000
PROFIT RECOVERY GROUP INTL COMMON 743168106 398 15,000 SH DEFINED 1 15,000
PROLGIS TRUST COMMON 743410102 1,117 58,000 SH DEFINED 1,11 58,000
PROSPERITY BANCSHARES INC. COMMON 743606105 640 40,000 SH DEFINED 1 40,000
PROVANT INC. COMMON 743724106 10,123 400,900 SH DEFINED 1 400,900
PROVANT INC. COMMON 743724106 13 500 SH DEFINED 1,5 500
PROVANT INC. COMMON 743724106 212 8,400 SH DEFINED 2 8,400
PROVANT INC. COMMON 743724106 76 3,000 SH DEFINED 2,3 3,000
PROVIDIAN FINANCIAL CORP COMMON 74406A102 102,655 1,127,300 SH DEFINED 1 1,127,300
PROVIDIAN FINANCIAL CORP COMMON 74406A102 166,189 1,825,000 SH DEFINED 1,2 1,825,000
PROVIDIAN FINANCIAL CORP COMMON 74406A102 9,828 109,500 SH DEFINED 1,5 109,500
PROVIDIAN FINANCIAL CORP COMMON 74406A102 9,875 108,450 SH DEFINED 2 108,450
PROVIDIAN FINANCIAL CORP COMMON 74406A102 574 6,300 SH DEFINED 2,3 6,300
PROVINCE HEALTHCARE CO. COMMON 743977100 13,372 703,800 SH DEFINED 1 703,800
PROVINCE HEALTHCARE CO. COMMON 743977100 23 1,200 SH DEFINED 1,5 1,200
PROVINCE HEALTHCARE CO. COMMON 743977100 333 17,500 SH DEFINED 2 17,500
PROVINCE HEALTHCARE CO. COMMON 743977100 127 6,700 SH DEFINED 2,3 6,700
PROXIM, INC. COMMON 744284100 35,024 318,400 SH DEFINED 1 318,400
PROXIM, INC. COMMON 744284100 66 600 SH DEFINED 1,5 600
PROXIM, INC. COMMON 744284100 1,045 9,500 SH DEFINED 2 9,500
PROXIM, INC. COMMON 744284100 330 3,000 SH DEFINED 2,3 3,000
PSINET INC. CVT STK CONVERT 74437C309 9,772 167,400 SH DEFINED 1 167,400
PSW TECHNOLOGIES INC COMMON 69364J103 5,981 300,000 SH DEFINED 1 300,000
PUB SVC NEW HAMPSHIRE PREFERRED 744482837 18 705 SH DEFINED 2 705
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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PUBLIC SERVICE CO OF NC COMMON 744516105 1,419 43,900 SH DEFINED 1 43,900
PUBLIC STORAGE, INC. COMMON 74460D109 1,994 87,900 SH DEFINED 1,11 87,900
PUBLIC STORAGE, INC. COMMON 74460D109 2,164 95,400 SH DEFINED 1,4 95,400
QLOGIC CORP COMMON 747277101 96,533 603,800 SH DEFINED 1 603,800
QLOGIC CORP COMMON 747277101 592 3,700 SH DEFINED 1,5 3,700
QLOGIC CORP COMMON 747277101 4,397 27,500 SH DEFINED 2 27,500
QLOGIC CORP COMMON 747277101 576 3,600 SH DEFINED 2,3 3,600
QRS CORP COMMON 74726X105 26,261 250,100 SH DEFINED 1 250,100
QRS CORP COMMON 74726X105 31 300 SH DEFINED 1,5 300
QRS CORP COMMON 74726X105 782 7,500 SH DEFINED 2 7,500
QRS CORP COMMON 74726X105 250 2,400 SH DEFINED 2,3 2,400
QUAKER OATS CO. COMMON 747402105 2,428 37,000 SH DEFINED 1 37,000
QUALCOMM INC COMMON 747525103 43,781 248,400 SH DEFINED 1 248,400
QUALCOMM INC COMMON 747525103 400,511 2,272,400 SH DEFINED 1,2 2,272,400
QUALCOMM INC COMMON 747525103 423 2,400 SH DEFINED 1,5 2,400
QUALCOMM INC COMMON 747525103 9,306 52,800 SH DEFINED 2 52,800
QUALCOMM INC COMMON 747525103 1,551 8,800 SH DEFINED 2,3 8,800
QUANTA SERVICES INC COMMON 74762E102 26,332 932,100 SH DEFINED 1 932,100
QUANTA SERVICES INC COMMON 74762E102 1,780 63,000 SH DEFINED 2 63,000
QUEENS COUNTY BANCORP INC COMMON 748242104 8,845 326,100 SH DEFINED 1 326,100
QUEENS COUNTY BANCORP INC COMMON 748242104 19 700 SH DEFINED 1,5 700
QUEENS COUNTY BANCORP INC COMMON 748242104 263 9,700 SH DEFINED 2 9,700
QUEENS COUNTY BANCORP INC COMMON 748242104 98 3,600 SH DEFINED 2,3 3,600
QUICKLOGIC CORP COMMON 74837P108 5,122 310,400 SH DEFINED 1 310,400
QUICKSILVER INC. COMMON 74838C106 23,310 1,503,850 SH DEFINED 1 1,503,850
QUICKSILVER INC. COMMON 74838C106 36 2,300 SH DEFINED 1,5 2,300
QUICKSILVER INC. COMMON 74838C106 535 34,500 SH DEFINED 2 34,500
QUICKSILVER INC. COMMON 74838C106 187 12,050 SH DEFINED 2,3 12,050
QUILMES INDUSTRIAL SA- ADR COMMON 74838Y108 1,578 132,164 SH DEFINED 1,6 132,164
QUIMICA Y MINERA CHILE- SPONS ADR COMMON 833635105 1,865 59,100 SH DEFINED 1,6 59,100
QUINENCO S. A. ADR COMMON 748718103 333 29,900 SH DEFINED 1,6 29,900
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QUINTILES TRANSNATIONAL CORP. COMMON 748767100 3,259 174,400 SH DEFINED 1,4 174,400
QUINTUS CORPORATION COMMON 748798105 3,670 80,000 SH DEFINED 1 80,000
QUORUM HEALTH GROUP INC. COMMON 749084109 29,567 3,175,000 SH DEFINED 1 3,175,000
QWEST COMMUNICATIONS INTL. COMMON 749121109 21,629 503,000 CALL DEFINED 1 503,000
QWEST COMMUNICATIONS INTL. COMMON 749121109 128,609 2,990,900 SH DEFINED 1 2,990,900
QWEST COMMUNICATIONS INTL. COMMON 749121109 10,655 247,800 SH DEFINED 1,5 247,800
QWEST COMMUNICATIONS INTL. COMMON 749121109 5,745 133,600 SH DEFINED 2 133,600
R & B FALCON CORP COM STK COMMON 74912E101 3,820 288,300 SH DEFINED 1 288,300
R & B FALCON CORP COM STK COMMON 74912E101 49,245 3,716,600 SH DEFINED 1,2 3,716,600
R & B FALCON CORP COM STK COMMON 74912E101 98 7,400 SH DEFINED 1,5 7,400
R & B FALCON CORP COM STK COMMON 74912E101 3,657 276,000 SH DEFINED 2 276,000
R & B FALCON CORP COM STK COMMON 74912E101 241 18,200 SH DEFINED 2,3 18,200
RADIAN GROUP INC. COMMON 750236101 12,045 252,251 SH DEFINED 1 252,251
RADIAN GROUP INC. COMMON 750236101 912 19,100 SH DEFINED 2 19,100
RADIANT SYSTEMS INC. COMMON 75025N102 19,961 496,700 SH DEFINED 1 496,700
RADIO ONE INC COMMON 75040P108 30,470 331,200 SH DEFINED 1 331,200
RADIO ONE INC COMMON 75040P108 55 600 SH DEFINED 1,5 600
RADIO ONE INC COMMON 75040P108 957 10,400 SH DEFINED 2 10,400
RADIO ONE INC COMMON 75040P108 350 3,800 SH DEFINED 2,3 3,800
RADISYS CORP. COMMON 750459109 10,710 210,000 SH DEFINED 1 210,000
RALSTON PURINA CVT PFD CONVERT 751277401 841 23,000 SH DEFINED 1 23,000
RAMBUS INC. COMMON 750917106 189 2,800 SH DEFINED 1 2,800
RAMBUS INC. COMMON 750917106 2,076 30,200 SH DEFINED 1,5 30,200
RAMBUS INC. COMMON 750917106 28 400 SH DEFINED 2 400
RARE HOSPITALITY INTL INC COMMON 753820109 5,627 260,000 SH DEFINED 1 260,000
RARE MEDIUM GROUP INC COMMON 75382N109 5,119 150,000 SH DEFINED 1 150,000
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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RATIONAL SOFTWARE CORP. COMMON 75409P202 41,560 846,000 SH DEFINED 1 846,000
RATIONAL SOFTWARE CORP. COMMON 75409P202 62,418 1,270,600 SH DEFINED 1,2 1,270,600
RATIONAL SOFTWARE CORP. COMMON 75409P202 413 8,400 SH DEFINED 1,5 8,400
RATIONAL SOFTWARE CORP. COMMON 75409P202 2,255 45,900 SH DEFINED 2 45,900
RATIONAL SOFTWARE CORP. COMMON 75409P202 619 12,600 SH DEFINED 2,3 12,600
RAYOVAC CORP COMMON 755081106 849 45,000 SH DEFINED 1 45,000
RAYTHEON CO-CLASS A COMMON 755111309 2,109 85,000 SH DEFINED 1,4 85,000
RCN CORPORATION COMMON 749361101 12,198 251,500 SH DEFINED 1 251,500
RCN CORPORATION COMMON 749361101 48,500 1,000,000 SH DEFINED 1,2 1,000,000
RCN CORPORATION COMMON 749361101 475 9,800 SH DEFINED 1,5 9,800
RCN CORPORATION COMMON 749361101 4,123 85,000 SH DEFINED 2 85,000
RCN CORPORATION COMMON 749361101 175 3,600 SH DEFINED 2,3 3,600
REALNETWORKS INC COMMON 75605L104 47,656 396,100 SH DEFINED 1 396,100
REALNETWORKS INC COMMON 75605L104 120,313 1,000,000 SH DEFINED 1,2 1,000,000
REALNETWORKS INC COMMON 75605L104 253 2,100 SH DEFINED 1,5 2,100
REALNETWORKS INC COMMON 75605L104 8,650 71,900 SH DEFINED 2 71,900
REALNETWORKS INC COMMON 75605L104 409 3,400 SH DEFINED 2,3 3,400
RECKSON ASSOC REALTY CORP COMMON 75621K106 1,230 60,000 SH DEFINED 1,11 60,000
REDBACK NETWORKS COMMON 757209101 14,218 80,100 SH DEFINED 1 80,100
REGIS CORP COMMON 758932107 17,878 947,200 SH DEFINED 1 947,200
REGIS CORP COMMON 758932107 22 1,150 SH DEFINED 1,5 1,150
REGIS CORP COMMON 758932107 302 16,000 SH DEFINED 2 16,000
REGIS CORP COMMON 758932107 99 5,250 SH DEFINED 2,3 5,250
RENT-A-CENTER INC. COMMON 76009N100 5,231 264,000 SH DEFINED 1 264,000
RENT-WAY INC COMMON 76009U104 6,617 354,066 SH DEFINED 1 354,066
REPSOL, S.A. ADR COMMON 76026T205 4,534 195,000 SH DEFINED 1,10 195,000
REPSOL, S.A. ADR COMMON 76026T205 12,018 516,900 SH DEFINED 1,4 516,900
REPUBLIC HEALTH CORP WARRANTS COMMON 760481119 315 17,500 SH DEFINED 1 17,500
REPUBLIC SERVICES INC COMMON 760759100 1,006 70,000 SH DEFINED 1 70,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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RESMED INC. COMMON 761152107 15,289 366,200 SH DEFINED 1 366,200
RESMED INC. COMMON 761152107 25 600 SH DEFINED 1,5 600
RESMED INC. COMMON 761152107 418 10,000 SH DEFINED 2 10,000
RESMED INC. COMMON 761152107 125 3,000 SH DEFINED 2,3 3,000
RESORT AT SUMMER WTS EXP 12/15/07 COMMON 754053114 0 27,489 SH DEFINED 1 27,489
RF MICRO DEVICES INC. COMMON 749941100 5,133 75,000 SH DEFINED 1 75,000
RHYTHMS NETCONNECTIONS INC COMMON 762430205 744 24,000 SH DEFINED 1 24,000
RIO TINTO-SPONS ADR COMMON 767202104 1,542 18,000 SH DEFINED 1,10 18,000
RITE AID CORP COMMON 767754104 4,475 400,000 SH DEFINED 1,4 400,000
RITE AID CORP. 5.25% CONVERT 767754AL8 150 220,000 PRN DEFINED 1 220,000
RITE AID CORP. 5.25% CONVERT 767754AL8 2,266 3,320,000 PRN DEFINED 1,7 3,320,000
ROBERT HALF INTERNATIONAL COMMON 770323103 14,338 502,000 SH DEFINED 1 502,000
ROBERT HALF INTERNATIONAL COMMON 770323103 34 1,200 SH DEFINED 1,5 1,200
ROBERT HALF INTERNATIONAL COMMON 770323103 506 17,700 SH DEFINED 2 17,700
ROBERT HALF INTERNATIONAL COMMON 770323103 189 6,600 SH DEFINED 2,3 6,600
ROCKWELL INTERNATIONAL CORP. COMMON 773903109 3,830 80,000 SH DEFINED 1,4 80,000
ROSS STORES, INC. COMMON 778296103 2,079 115,900 SH DEFINED 1 115,900
ROSS STORES, INC. COMMON 778296103 35,875 2,000,000 SH DEFINED 1,2 2,000,000
ROSS STORES, INC. COMMON 778296103 68 3,800 SH DEFINED 1,5 3,800
ROSS STORES, INC. COMMON 778296103 1,894 105,600 SH DEFINED 2 105,600
ROSS STORES, INC. COMMON 778296103 122 6,800 SH DEFINED 2,3 6,800
ROWAN COS., INC. COMMON 779382100 8,059 371,600 SH DEFINED 1 371,600
ROWAN COS., INC. COMMON 779382100 48,797 2,250,000 SH DEFINED 1,2 2,250,000
ROWAN COS., INC. COMMON 779382100 95 4,400 SH DEFINED 1,5 4,400
ROWAN COS., INC. COMMON 779382100 4,160 191,800 SH DEFINED 2 191,800
ROWAN COS., INC. COMMON 779382100 174 8,000 SH DEFINED 2,3 8,000
ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 18,803 381,300 SH DEFINED 1 381,300
ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 98,625 2,000,000 SH DEFINED 1,2 2,000,000
ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 2,125 43,100 SH DEFINED 2 43,100
ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 592 12,000 SH DEFINED 2,3 12,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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ROYAL DUTCH PETROLEUM-NY SHARES COMMON 780257804 24,175 400,000 SH DEFINED 1 400,000
ROYAL DUTCH PETROLEUM-NY SHARES COMMON 780257804 2,720 45,000 SH DEFINED 1,10 45,000
ROYAL DUTCH PETROLEUM-NY SHARES COMMON 780257804 2,442 40,400 SH DEFINED 1,4 40,400
RPC INC COMMON 749660106 41 7,200 SH DEFINED 1 7,200
RPC INC COMMON 749660106 10 1,700 SH DEFINED 1,5 1,700
RSL COMMUNICATIONS LTD COMMON G7702U102 3,073 179,445 SH DEFINED 1 179,445
RUBIO'S RESTAURANT INC. COMMON 78116B102 1,000 125,000 SH DEFINED 1 125,000
RUDOLPH TECHNOLOGIES INC COMMON 781270103 3,283 98,000 SH DEFINED 1 98,000
RUSSIAN TELECOM DEV (NONVOTING) COMMON 749993952 0 453,000 SH DEFINED 1 453,000
RUSSIAN TELECOM DEV (VOTING) COMMON 748993946 0 331,000 SH DEFINED 1 331,000
RYANAIR HOLDINGS PLC-ADR COMMON 783513104 28,285 513,100 SH DEFINED 1 513,100
RYANAIR HOLDINGS PLC-ADR COMMON 783513104 39 700 SH DEFINED 1,5 700
RYANAIR HOLDINGS PLC-ADR COMMON 783513104 606 11,000 SH DEFINED 2 11,000
RYANAIR HOLDINGS PLC-ADR COMMON 783513104 198 3,600 SH DEFINED 2,3 3,600
S1 CORPORATION COMMON 78463B101 5,219 66,800 SH DEFINED 1 66,800
S3 INC. COMMON 784849101 867 75,000 SH DEFINED 1 75,000
SAFECO CORP COMMON 786429100 3,483 140,000 SH DEFINED 1,4 140,000
SAFEGUARD SCIENTIFICS INC COMMON 786449108 10,048 62,000 SH DEFINED 1 62,000
SAFEGUARD SCIENTIFICS INC COMMON 786449108 389 2,400 SH DEFINED 1,5 2,400
SAFETY-KLEEN CORP. COMMON 78648R203 3,414 301,800 SH DEFINED 1 301,800
SAFEWAY INC. COMMON 786514208 243,600 6,849,900 SH DEFINED 1 6,849,900
SAFEWAY INC. COMMON 786514208 3,908 109,900 SH DEFINED 2 109,900
SAKS INCORPORATED COMMON 79377W108 20,030 1,287,100 SH DEFINED 1 1,287,100
SAN PAOLO-IMI SPA ADR COMMON 799175104 3,004 109,725 SH DEFINED 1,10 109,725
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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SANDISK CORP. COMMON 80004C101 66,701 693,000 SH DEFINED 1 693,000
SANDISK CORP. COMMON 80004C101 125 1,300 SH DEFINED 1,5 1,300
SANDISK CORP. COMMON 80004C101 1,973 20,500 SH DEFINED 2 20,500
SANDISK CORP. COMMON 80004C101 626 6,500 SH DEFINED 2,3 6,500
SANMINA CORPORATION COMMON 800907107 84,045 841,500 SH DEFINED 1 841,500
SANMINA CORPORATION COMMON 800907107 202,047 2,023,000 SH DEFINED 1,2 2,023,000
SANMINA CORPORATION COMMON 800907107 537 5,400 SH DEFINED 1,5 5,400
SANMINA CORPORATION COMMON 800907107 5,969 59,760 SH DEFINED 2 59,760
SANMINA CORPORATION COMMON 800907107 1,387 13,900 SH DEFINED 2,3 13,900
SANTA FE INTERNATIONAL CORP COMMON G7805C108 3,855 149,000 SH DEFINED 1 149,000
SANTA FE SNYDER CORP COMMON 80218K105 3,992 499,000 SH DEFINED 1 499,000
SANTA FE SNYDER CORP COMMON 80218K105 14,000 1,750,000 SH DEFINED 1,2 1,750,000
SANTA FE SNYDER CORP COMMON 80218K105 24 3,000 SH DEFINED 1,5 3,000
SANTA FE SNYDER CORP COMMON 80218K105 665 83,100 SH DEFINED 2 83,100
SANTA FE SNYDER CORP COMMON 80218K105 46 5,800 SH DEFINED 2,3 5,800
SAP AG - ADR COMMON 803054204 2,083 40,000 SH DEFINED 1,10 40,000
SARA LEE CORP. COMMON 803111103 2,206 100,000 SH DEFINED 1,4 100,000
SATYAM INFOWA LIMITED-ADR COMMON 804099109 1,287 8,300 SH DEFINED 1 8,300
SAUCONY INC. COMMON 804120103 1,106 75,000 SH DEFINED 1 75,000
SAWTEK, INC. COMMON 805468105 64,466 968,500 SH DEFINED 1 968,500
SAWTEK, INC. COMMON 805468105 4,637 72,200 SH DEFINED 1,5 72,200
SAWTEK, INC. COMMON 805468105 1,084 16,300 SH DEFINED 2 16,300
SAWTEK, INC. COMMON 805468105 386 5,800 SH DEFINED 2,3 5,800
SBC COMMUNICATIONS INC COMMON 78387G103 107,904 2,213,424 SH DEFINED 1 2,213,424
SBC COMMUNICATIONS INC COMMON 78387G103 60,938 1,250,000 SH DEFINED 1,2 1,250,000
SBC COMMUNICATIONS INC COMMON 78387G103 9,949 204,087 SH DEFINED 1,4 204,087
SBC COMMUNICATIONS INC COMMON 78387G103 1,556 31,918 SH DEFINED 2 31,918
SCANSOURCE INC COMMON 806037107 11,589 285,700 SH DEFINED 1 285,700
SCANSOURCE INC COMMON 806037107 16 400 SH DEFINED 1,5 400
SCANSOURCE INC COMMON 806037107 304 7,500 SH DEFINED 2 7,500
SCANSOURCE INC COMMON 806037107 97 2,400 SH DEFINED 2,3 2,400
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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SCHERING-PLOUGH COMMON 806605101 140,683 3,334,700 SH DEFINED 1 3,334,700
SCHERING-PLOUGH COMMON 806605101 173,813 4,120,000 SH DEFINED 1,2 4,120,000
SCHERING-PLOUGH COMMON 806605101 7,535 178,600 SH DEFINED 1,4 178,600
SCHERING-PLOUGH COMMON 806605101 179 4,300 SH DEFINED 1,5 4,300
SCHERING-PLOUGH COMMON 806605101 1,017 24,100 SH DEFINED 2 24,100
SCHERING-PLOUGH COMMON 806605101 667 15,800 SH DEFINED 2,3 15,800
SCHLUMBERGER LTD COMMON 806857108 56,475 1,004,000 SH DEFINED 1 1,004,000
SCHLUMBERGER LTD COMMON 806857108 42,188 750,000 SH DEFINED 1,2 750,000
SCHLUMBERGER LTD COMMON 806857108 79 1,400 SH DEFINED 1,5 1,400
SCHOOL SPECIALITY INC. COMMON 807863105 5,986 395,800 SH DEFINED 1 395,800
SCHWAB (CHARLES) CORP COMMON 808513105 53,606 1,396,900 SH DEFINED 1 1,396,900
SCHWAB (CHARLES) CORP COMMON 808513105 216,819 5,650,000 SH DEFINED 1,2 5,650,000
SCHWAB (CHARLES) CORP COMMON 808513105 10,568 275,400 SH DEFINED 2 275,400
SCHWAB (CHARLES) CORP COMMON 808513105 556 14,500 SH DEFINED 2,3 14,500
SCIENTIFIC ATLANTA COMMON 808655104 15,976 287,200 SH DEFINED 1 287,200
SCIENTIFIC ATLANTA COMMON 808655104 111,250 2,000,000 SH DEFINED 1,2 2,000,000
SCIENTIFIC ATLANTA COMMON 808655104 234 4,200 SH DEFINED 1,5 4,200
SCIENTIFIC ATLANTA COMMON 808655104 6,970 125,300 SH DEFINED 2 125,300
SCIENTIFIC ATLANTA COMMON 808655104 378 6,800 SH DEFINED 2,3 6,800
SCIENTIFIC LEARNING CORP COMMON 808760102 843 23,100 SH DEFINED 1 23,100
SCIQUEST.COM INC COMMON 80908Q107 4,007 50,400 SH DEFINED 1 50,400
SDL INC COMMON 784076101 120,946 554,800 SH DEFINED 1 554,800
SDL INC COMMON 784076101 153 700 SH DEFINED 1,5 700
SDL INC COMMON 784076101 5,668 26,000 SH DEFINED 2 26,000
SDL INC COMMON 784076101 916 4,200 SH DEFINED 2,3 4,200
SEI CORP. COMMON 784117103 22,006 184,900 SH DEFINED 1 184,900
SEI CORP. COMMON 784117103 36 300 SH DEFINED 1,5 300
SEI CORP. COMMON 784117103 1,785 15,000 SH DEFINED 2 15,000
SEI CORP. COMMON 784117103 179 1,500 SH DEFINED 2,3 1,500
SEMTECH CORP COMMON 816850101 47,163 904,800 SH DEFINED 1 904,800
SEMTECH CORP COMMON 816850101 73 1,400 SH DEFINED 1,5 1,400
SEMTECH CORP COMMON 816850101 1,173 22,500 SH DEFINED 2 22,500
SEMTECH CORP COMMON 816850101 375 7,200 SH DEFINED 2,3 7,200
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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SENSORMATIC ELEC 144A COMMON 817265606 77 4,392 SH DEFINED 1 4,392
SFX ENTERTAINMENT CL A W/I COMMON 784178105 16,154 446,400 SH DEFINED 1 446,400
SHANGHAI INDUSTRIAL INV TR CVT 144A CONVERT 81943BAA3 5,013 5,000,000 PRN DEFINED 1 5,000,000
SHAW GROUP INC COMMON 820280105 1,898 75,000 SH DEFINED 1 75,000
SHERWIN WILLIAMS CO COMMON 824348106 5,454 259,700 SH DEFINED 1,4 259,700
SIEBEL SYSTEMS INC COMMON 826170102 17,506 208,400 SH DEFINED 1 208,400
SIEBEL SYSTEMS INC COMMON 826170102 100,800 1,200,000 SH DEFINED 1,2 1,200,000
SIEBEL SYSTEMS INC COMMON 826170102 5,359 63,800 SH DEFINED 2 63,800
SIEBEL SYSTEMS INC COMMON 826170102 336 4,000 SH DEFINED 2,3 4,000
SIERRA HEALTH SERVICES COMMON 826322109 1,207 180,500 SH DEFINED 1 180,500
SIGMA-ALDRICH COMMON 826552101 5,360 178,300 SH DEFINED 1 178,300
SILICON STORAGE TECHNOLOGY, INC. COMMON 827057100 5,156 125,000 SH DEFINED 1 125,000
SILICON VALLEY BANCSHARES COMMON 827064106 2,970 60,000 SH DEFINED 1 60,000
SIMON PROPERTY GROUP INC COMMON 828806109 1,264 55,100 SH DEFINED 1,11 55,100
SIMON PROPERTY GROUP INC COMMON 828806109 1,686 73,500 SH DEFINED 1,4 73,500
SIMPSON MANUFACTURING CO INC COMMON 829073105 9,879 225,800 SH DEFINED 1 225,800
SIMPSON MANUFACTURING CO INC COMMON 829073105 22 500 SH DEFINED 1,5 500
SIMPSON MANUFACTURING CO INC COMMON 829073105 306 7,000 SH DEFINED 2 7,000
SIMPSON MANUFACTURING CO INC COMMON 829073105 105 2,400 SH DEFINED 2,3 2,400
SKY NETWORK TELEVISION- ADR COMMON 83080U102 86 5,400 SH DEFINED 1 5,400
SL GREEN REALTY CORP COMMON 78440X101 1,111 51,100 SH DEFINED 1,11 51,100
SLM HOLDING CORPORATION COMMON 78442A109 9,696 229,500 SH DEFINED 1 229,500
SLM HOLDING CORPORATION COMMON 78442A109 52,813 1,250,000 SH DEFINED 1,2 1,250,000
SLM HOLDING CORPORATION COMMON 78442A109 3,762 89,050 SH DEFINED 2 89,050
SLM HOLDING CORPORATION COMMON 78442A109 177 4,200 SH DEFINED 2,3 4,200
SMARTDISK CORPORATION COMMON 83169Q105 776 23,700 SH DEFINED 1 23,700
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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SMITH CHARLES E RESIDENTIAL COMMON 832197107 2,183 61,700 SH DEFINED 1,11 61,700
SMITH CHARLES E RESIDENTIAL COMMON 832197107 771 21,800 SH DEFINED 1,4 21,800
SMITH INTERNATIONAL INC. COMMON 832110100 6,802 136,900 SH DEFINED 1 136,900
SMITH INTERNATIONAL INC. COMMON 832110100 86,953 1,750,000 SH DEFINED 1,2 1,750,000
SMITH INTERNATIONAL INC. COMMON 832110100 306 6,150 SH DEFINED 1,5 6,150
SMITH INTERNATIONAL INC. COMMON 832110100 6,415 129,100 SH DEFINED 2 129,100
SMITH INTERNATIONAL INC. COMMON 832110100 288 5,800 SH DEFINED 2,3 5,800
SMITHKLINE BEECHAM PLC ADR "A" COMMON 832378301 193 3,000 SH DEFINED 1 3,000
SMITHKLINE BEECHAM PLC ADR "A" COMMON 832378301 2,255 35,000 SH DEFINED 1,10 35,000
SMURFIT STONE CONTAINER CORP. COMMON 832727101 350 14,300 SH DEFINED 1 14,300
SMURFIT STONE CONTAINER CORP. COMMON 832727101 69 2,800 SH DEFINED 1,5 2,800
SNAP-ON TOOLS CORPORATION COMMON 833034101 3,320 125,000 SH DEFINED 1,4 125,000
SNYDER COMMUNICATIONS INC COMMON 832914105 4,814 250,100 SH DEFINED 1 250,100
SOCIETE GENERALE ADR COMMON 83364L109 3,936 85,000 SH DEFINED 1,10 85,000
SOLECTRON COMMON 834182107 169,884 1,785,900 SH DEFINED 1 1,785,900
SOLECTRON COMMON 834182107 285,375 3,000,000 SH DEFINED 1,2 3,000,000
SOLECTRON COMMON 834182107 599 6,300 SH DEFINED 1,5 6,300
SOLECTRON COMMON 834182107 17,884 188,000 SH DEFINED 2 188,000
SOLECTRON COMMON 834182107 951 10,000 SH DEFINED 2,3 10,000
SOLUTIA INC COMMON 834376105 259 16,800 SH DEFINED 1 16,800
SOLUTIA INC COMMON 834376105 65 4,200 SH DEFINED 1,5 4,200
SONIC AUTOMOTIVE COMMON 83545G102 153 15,700 SH DEFINED 1 15,700
SONIC AUTOMOTIVE COMMON 83545G102 7,683 766,200 SH DEFINED 1,5 766,200
SONIC AUTOMOTIVE COMMON 83545G102 12 1,200 SH DEFINED 2 1,200
SONIC CORP COMMON 835451105 22,125 776,300 SH DEFINED 1 776,300
SONIC CORP COMMON 835451105 400 14,050 SH DEFINED 1,5 14,050
SONIC CORP COMMON 835451105 2,152 75,500 SH DEFINED 2 75,500
SONIC CORP COMMON 835451105 188 6,600 SH DEFINED 2,3 6,600
SONICWALL INC COMMON 835470105 1,936 48,100 SH DEFINED 1 48,100
SONY CORP ADR COMMON 835699307 861 3,025 SH DEFINED 1 3,025
SONY CORP ADR COMMON 835699307 2,848 10,000 SH DEFINED 1,10 10,000
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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SOUTHDOWN INC. COMMON 841297104 1,910 37,000 SH DEFINED 1 37,000
SOUTHERN CO COMMON 842587107 2,961 126,000 SH DEFINED 1 126,000
SOUTHERN CO COMMON 842587107 780 33,200 SH DEFINED 1,4 33,200
SOUTHERN CO COMMON 842587107 10,364 441,000 SH DEFINED 1,6 441,000
SOUTHWEST AIRLINES CO. COMMON 844741108 2,111 130,400 SH DEFINED 1 130,400
SOUTHWEST AIRLINES CO. COMMON 844741108 36,422 2,250,000 SH DEFINED 1,2 2,250,000
SOUTHWEST AIRLINES CO. COMMON 844741108 4,670 288,525 SH DEFINED 1,4 288,525
SOUTHWEST AIRLINES CO. COMMON 844741108 1,925 118,900 SH DEFINED 2 118,900
SOUTHWEST AIRLINES CO. COMMON 844741108 124 7,650 SH DEFINED 2,3 7,650
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 16,911 853,550 SH DEFINED 1 853,550
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 36 1,800 SH DEFINED 1,5 1,800
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 565 28,500 SH DEFINED 2 28,500
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 178 9,000 SH DEFINED 2,3 9,000
SOUTHWEST SEC GP 144A 5% CONVERT 845224203 543 12,300 SH DEFINED 1 12,300
SOUTHWEST SEC GP 144A 5% CONVERT 845224203 9,972 226,000 SH DEFINED 1,2 226,000
SOUTHWEST SEC GP 144A 5% CONVERT 845224203 512 11,600 SH DEFINED 2 11,600
SOUTHWEST SEC GP 144A 5% CONVERT 845224203 4 100 SH DEFINED 2,3 100
SPANISH BROADCASTING SYS CLA COMMON 846425882 1,634 40,600 SH DEFINED 1 40,600
SPARTECH CORP COMMON 847220209 23,317 723,000 SH DEFINED 1 723,000
SPARTECH CORP COMMON 847220209 39 1,200 SH DEFINED 1,5 1,200
SPARTECH CORP COMMON 847220209 571 17,700 SH DEFINED 2 17,700
SPARTECH CORP COMMON 847220209 194 6,000 SH DEFINED 2,3 6,000
SPIEKER PROPERTIES, INC. COMMON 848497103 915 25,100 SH DEFINED 1,11 25,100
SPINNAKER EXPLORATION CO COMMON 84855W109 10,855 768,500 SH DEFINED 1 768,500
SPIROS DEVELOPMENT CORP. COMMON 848935201 164 20,500 SH DEFINED 1 20,500
SPRINT CORP (PCS GROUP) COMMON 852061506 482 4,700 SH DEFINED 1 4,700
SPRINT CORP (PCS GROUP) COMMON 852061506 5,723 55,800 SH DEFINED 1,5 55,800
SPRINT CORP (PCS GROUP) COMMON 852061506 21 200 SH DEFINED 2 200
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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SPX CORP. COMMON 784635104 2,344 29,000 SH DEFINED 1 29,000
SPX CORP. COMMON 784635104 40,406 500,000 SH DEFINED 1,2 500,000
SPX CORP. COMMON 784635104 73 900 SH DEFINED 1,5 900
SPX CORP. COMMON 784635104 2,150 26,600 SH DEFINED 2 26,600
SPX CORP. COMMON 784635104 137 1,700 SH DEFINED 2,3 1,700
SPYGLASS, INC. COMMON 852192103 1,327 35,000 SH DEFINED 1 35,000
ST JUDE MEDICAL INC. COMMON 790849103 184 6,000 SH DEFINED 1 6,000
ST PAUL COMPANIES COMMON 792860108 6,064 180,000 SH DEFINED 1,4 180,000
STAPLES INC. COMMON 855030102 7,219 347,880 SH DEFINED 1 347,880
STAPLES INC. COMMON 855030102 124,500 6,000,000 SH DEFINED 1,2 6,000,000
STAPLES INC. COMMON 855030102 6,500 313,237 SH DEFINED 2 313,237
STAPLES INC. COMMON 855030102 414 19,950 SH DEFINED 2,3 19,950
STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 14,939 635,683 SH DEFINED 1 635,683
STATE STREET BOSTON CORP COMMON 857477103 23,745 325,000 SH DEFINED 1 325,000
STATE STREET BOSTON CORP COMMON 857477103 964 13,200 SH DEFINED 1,4 13,200
STATION CASINOS, INC. COMMON 857689103 26,532 1,182,500 SH DEFINED 1 1,182,500
STATION CASINOS, INC. COMMON 857689103 25 1,100 SH DEFINED 1,5 1,100
STATION CASINOS, INC. COMMON 857689103 381 17,000 SH DEFINED 2 17,000
STATION CASINOS, INC. COMMON 857689103 135 6,000 SH DEFINED 2,3 6,000
STEINER LEISURE LTD COMMON P8744Y102 5,121 306,900 SH DEFINED 1 306,900
STEINER LEISURE LTD COMMON P8744Y102 734 44,000 SH DEFINED 2 44,000
STERIS CORP. COMMON 859152100 103 10,000 SH DEFINED 1 10,000
STERLING CHEMICALS WTS EXP 8/15/08 COMMON 85916E111 120 7,500 SH DEFINED 1 7,500
STERLING SOFTWARE INC. COMMON 859547101 13,977 443,700 SH DEFINED 1 443,700
STEVEN MADDEN LTD COMMON 556269108 9,573 502,200 SH DEFINED 1 502,200
STEVEN MADDEN LTD COMMON 556269108 25 1,300 SH DEFINED 1,5 1,300
STEVEN MADDEN LTD COMMON 556269108 360 18,900 SH DEFINED 2 18,900
STEVEN MADDEN LTD COMMON 556269108 114 6,000 SH DEFINED 2,3 6,000
STILLWATER MINING COMPANY COMMON 86074Q102 432 13,550 SH DEFINED 1 13,550
STILLWATER MINING COMPANY COMMON 86074Q102 132 4,150 SH DEFINED 1,5 4,150
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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STONE ENERGY CORP COMMON 861642106 5,896 165,500 SH DEFINED 1 165,500
STONE ENERGY CORP COMMON 861642106 11 300 SH DEFINED 1,5 300
STONE ENERGY CORP COMMON 861642106 157 4,400 SH DEFINED 2 4,400
STONE ENERGY CORP COMMON 861642106 82 2,300 SH DEFINED 2,3 2,300
STONERIDGE COMMON 86183P102 3,106 201,200 SH DEFINED 1 201,200
SUIZA FOODS CORP COMMON 865077101 3,368 85,000 SH DEFINED 1 85,000
SUMMA INDUSTRIES COMMON 86562T105 1,156 100,000 SH DEFINED 1 100,000
SUN COMMUNITIES INC. COMMON 866674104 724 22,500 SH DEFINED 1,11 22,500
SUN MICROSYSTEMS, INC. COMMON 866810104 758,338 9,792,900 SH DEFINED 1 9,792,900
SUN MICROSYSTEMS, INC. COMMON 866810104 561,422 7,250,000 SH DEFINED 1,2 7,250,000
SUN MICROSYSTEMS, INC. COMMON 866810104 2,362 30,500 SH DEFINED 1,4 30,500
SUN MICROSYSTEMS, INC. COMMON 866810104 9,136 117,500 SH DEFINED 1,5 117,500
SUN MICROSYSTEMS, INC. COMMON 866810104 11,012 142,200 SH DEFINED 2 142,200
SUN MICROSYSTEMS, INC. COMMON 866810104 2,406 31,000 SH DEFINED 2,3 31,000
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 717 30,200 SH DEFINED 1 30,200
SUNGLASS HUT INTERNATIONAL INC. COMMON 86736F106 16,788 1,492,300 SH DEFINED 1 1,492,300
SUNGLASS HUT INTERNATIONAL INC. COMMON 86736F106 17 1,500 SH DEFINED 1,5 1,500
SUNGLASS HUT INTERNATIONAL INC. COMMON 86736F106 239 21,200 SH DEFINED 2 21,200
SUNGLASS HUT INTERNATIONAL INC. COMMON 86736F106 84 7,500 SH DEFINED 2,3 7,500
SUPERMERCADOS UNIMARC S.A. -SP ADR COMMON 868453101 583 207,200 SH DEFINED 1,6 207,200
SUPERVALU INC COMMON 868536103 6,524 326,200 SH DEFINED 1,4 326,200
SURGUTNEFTEGAZ- SPONSORED ADR COMMON 868861204 5,235 307,930 SH DEFINED 1,6 307,930
SYBRON INTERNATIONAL CORP. COMMON 87114F106 8,369 339,000 SH DEFINED 1 339,000
SYCAMORE NETWORKS INC COMMON 871206108 35,328 114,700 SH DEFINED 1 114,700
SYCAMORE NETWORKS INC COMMON 871206108 31 100 SH DEFINED 1,5 100
SYCAMORE NETWORKS INC COMMON 871206108 2,864 9,300 SH DEFINED 2 9,300
SYCAMORE NETWORKS INC COMMON 871206108 216 700 SH DEFINED 2,3 700
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<PAGE> 87
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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SYKES ENTERPRISES, INC. COMMON 871237103 28,313 645,300 SH DEFINED 1 645,300
SYKES ENTERPRISES, INC. COMMON 871237103 2,853 65,300 SH DEFINED 1,5 65,300
SYKES ENTERPRISES, INC. COMMON 871237103 825 18,800 SH DEFINED 2 18,800
SYKES ENTERPRISES, INC. COMMON 871237103 268 6,100 SH DEFINED 2,3 6,100
SYMANTEC CORPORATION COMMON 871503108 28,996 494,600 SH DEFINED 1 494,600
SYMANTEC CORPORATION COMMON 871503108 35 600 SH DEFINED 1,5 600
SYMANTEC CORPORATION COMMON 871503108 557 9,500 SH DEFINED 2 9,500
SYMANTEC CORPORATION COMMON 871503108 176 3,000 SH DEFINED 2,3 3,000
SYMBOL TECHNOLOGIES INC. COMMON 871508107 13,515 212,625 SH DEFINED 1 212,625
SYMBOL TECHNOLOGIES INC. COMMON 871508107 242,364 3,813,000 SH DEFINED 1,2 3,813,000
SYMBOL TECHNOLOGIES INC. COMMON 871508107 331 5,200 SH DEFINED 1,5 5,200
SYMBOL TECHNOLOGIES INC. COMMON 871508107 9,096 143,100 SH DEFINED 2 143,100
SYMBOL TECHNOLOGIES INC. COMMON 871508107 933 14,675 SH DEFINED 2,3 14,675
SYNOPSYS INC. COMMON 871607107 6,018 90,150 SH DEFINED 1 90,150
SYNOPSYS INC. COMMON 871607107 40,050 600,000 SH DEFINED 1,2 600,000
SYNOPSYS INC. COMMON 871607107 3,002 45,800 SH DEFINED 1,5 45,800
SYNOPSYS INC. COMMON 871607107 2,139 32,050 SH DEFINED 2 32,050
SYNOPSYS INC. COMMON 871607107 134 2,000 SH DEFINED 2,3 2,000
TACO CABANA-CL A COMMON 873425102 1,016 125,000 SH DEFINED 1 125,000
TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 2,205 49,000 SH DEFINED 1 49,000
TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 3,600 80,000 SH DEFINED 1,6 80,000
TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 4,125 91,666 SH DEFINED 2 91,666
TALBOTS, INC. COMMON 874161102 27,311 612,000 SH DEFINED 1 612,000
TALBOTS, INC. COMMON 874161102 66,938 1,500,000 SH DEFINED 1,2 1,500,000
TALBOTS, INC. COMMON 874161102 179 4,000 SH DEFINED 1,5 4,000
TALBOTS, INC. COMMON 874161102 5,507 123,400 SH DEFINED 2 123,400
TALBOTS, INC. COMMON 874161102 411 9,200 SH DEFINED 2,3 9,200
TALK CITY INC COMMON 874263106 3,919 150,000 SH DEFINED 1 150,000
TALK.COM INC RIGHTS COMMON 874264997 0 2,750 SH DEFINED 1 2,750
TANDY CORP. COMMON 875382103 41,199 837,600 SH DEFINED 1 837,600
TANDY CORP. COMMON 875382103 245,938 5,000,000 SH DEFINED 1,2 5,000,000
TANDY CORP. COMMON 875382103 9,972 206,400 SH DEFINED 1,5 206,400
TANDY CORP. COMMON 875382103 6,266 127,400 SH DEFINED 2 127,400
TANDY CORP. COMMON 875382103 733 14,900 SH DEFINED 2,3 14,900
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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TANNING TECHNOLOGY CORP COMMON 87588P101 15,577 264,300 SH DEFINED 1 264,300
TCF FINANCIAL CORP COMMON 872275102 1,040 41,800 SH DEFINED 1 41,800
TCF FINANCIAL CORP COMMON 872275102 17,413 700,000 SH DEFINED 1,2 700,000
TCF FINANCIAL CORP COMMON 872275102 37 1,500 SH DEFINED 1,5 1,500
TCF FINANCIAL CORP COMMON 872275102 928 37,300 SH DEFINED 2 37,300
TCF FINANCIAL CORP COMMON 872275102 62 2,500 SH DEFINED 2,3 2,500
TCR HOLDING CORP CL B COMMON 871961991 0 2,898 SH DEFINED 2 2,898
TECHNE CORP. COMMON 878377100 22,080 401,000 SH DEFINED 1 401,000
TECHNE CORP. COMMON 878377100 22 400 SH DEFINED 1,5 400
TECHNE CORP. COMMON 878377100 468 8,500 SH DEFINED 2 8,500
TECHNE CORP. COMMON 878377100 132 2,400 SH DEFINED 2,3 2,400
TECO ENERGY, INC. COMMON 872375100 2,346 126,400 SH DEFINED 1 126,400
TECO ENERGY, INC. COMMON 872375100 3,954 213,000 SH DEFINED 1,4 213,000
TEFRON LTD COMMON M87482101 1,063 85,000 SH DEFINED 1 85,000
TEKTRONIX INC. COMMON 879131100 31,232 803,400 SH DEFINED 1 803,400
TEKTRONIX INC. COMMON 879131100 35 900 SH DEFINED 1,5 900
TEKTRONIX INC. COMMON 879131100 505 13,000 SH DEFINED 2 13,000
TEKTRONIX INC. COMMON 879131100 167 4,300 SH DEFINED 2,3 4,300
TELE DANMARK A/S ADR COMMON 879242105 2,699 71,500 SH DEFINED 1 71,500
TELE1 EUROPE WARRANTS 144A DOMESTIC COMMON 87944K119 264 1,550 SH DEFINED 1 1,550
TELE1 EUROPE WARRANTS 144A DOMESTIC COMMON 87944K119 10 60 SH DEFINED 1,5 60
TELE1 EUROPE WARRANTS 144A DOMESTIC COMMON 87944K119 170 1,000 SH DEFINED 1,7 1,000
TELEBRAS-SPONS ADR COMMON 879287308 5,635 43,853 SH DEFINED 1,6 43,853
TELECENTRO SUL PARTICIPA - ADR COMMON 879239101 19,095 210,410 SH DEFINED 1 210,410
TELECENTRO SUL PARTICIPA - ADR COMMON 879239101 2,042 22,500 SH DEFINED 1,6 22,500
TELECENTRO SUL PARTICIPA - ADR COMMON 879239101 1,743 19,203 SH DEFINED 2 19,203
TELECENTRO SUL PARTICIPA - ADR COMMON 879239101 77 860 SH DEFINED 2,3 860
TELECOM ITALIA SPA ADR COMMON 87927W106 3,430 24,500 SH DEFINED 1,10 24,500
TELECORP PCS INC COMMON 879299105 2,660 70,000 SH DEFINED 1 70,000
TELEFONICA DE PERU-ADR COMMON 879384105 568 42,500 SH DEFINED 1,6 42,500
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</TABLE>
<PAGE> 89
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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TELEFONOS DE MEXICO COMMON 879403780 40,530 360,268 SH DEFINED 1 360,268
TELEFONOS DE MEXICO COMMON 879403780 7,875 70,000 SH DEFINED 1,4 70,000
TELEFONOS DE MEXICO COMMON 879403780 6,251 56,000 SH DEFINED 1,5 56,000
TELEFONOS DE MEXICO COMMON 879403780 6,307 56,062 SH DEFINED 1,6 56,062
TELEFONOS DE MEXICO COMMON 879403780 3,409 30,303 SH DEFINED 2 30,303
TELEFONOS DE MEXICO COMMON 879403780 134 1,200 SH DEFINED 2,3 1,200
TELEFONOS DE MEXICO S A CVT CONVERT 879403AD5 3,911 3,000,000 PRN DEFINED 1 3,000,000
TELEMATE.NET SOFTWARE INC COMMON 87943L100 4,652 286,300 SH DEFINED 1 286,300
TELEMATE.NET SOFTWARE INC COMMON 87943L100 722 44,400 SH DEFINED 2 44,400
TELENORTE LESTE PARTICIP - ADR COMMON 879246106 510 20,000 SH DEFINED 1,6 20,000
TELESCAN INC COMMON 879516102 12,815 519,100 SH DEFINED 1 519,100
TELESCAN INC COMMON 879516102 358 14,500 SH DEFINED 1,5 14,500
TELESCAN INC COMMON 879516102 1,407 57,000 SH DEFINED 2 57,000
TELESP PARTICIPACOES SA - ADR COMMON 87952K100 13,771 563,500 SH DEFINED 1 563,500
TELESP PARTICIPACOES SA - ADR COMMON 87952K100 1,906 78,000 SH DEFINED 2 78,000
TELESP PARTICIPACOES SA - ADR COMMON 87952K100 55 2,300 SH DEFINED 2,3 2,300
TELETECH HOLDINGS INC COMMON 879939106 13,933 413,400 SH DEFINED 1 413,400
TELLABS INC. COMMON 879664100 37,830 589,370 SH DEFINED 1 589,370
TELLABS INC. COMMON 879664100 63,417 988,000 SH DEFINED 1,2 988,000
TELLABS INC. COMMON 879664100 3,707 59,200 SH DEFINED 1,5 59,200
TELLABS INC. COMMON 879664100 5,745 89,500 SH DEFINED 1,6 89,500
TELLABS INC. COMMON 879664100 1,951 30,400 SH DEFINED 2 30,400
TELLABS INC. COMMON 879664100 404 6,300 SH DEFINED 2,3 6,300
TEMPLE INLAND INC COMMON 879868107 547 8,300 SH DEFINED 1 8,300
TEMPLE INLAND INC COMMON 879868107 106 1,600 SH DEFINED 1,5 1,600
TENET HEALTHCARE CORPORATION COMMON 88033G100 18,260 777,000 SH DEFINED 1 777,000
TERADYNE INC. COMMON 880770102 228,596 3,463,570 SH DEFINED 1 3,463,570
TERADYNE INC. COMMON 880770102 234,676 3,555,700 SH DEFINED 1,2 3,555,700
TERADYNE INC. COMMON 880770102 11,543 174,900 SH DEFINED 2 174,900
TERADYNE INC. COMMON 880770102 983 14,900 SH DEFINED 2,3 14,900
TEREX CORP COMMON 880779103 2,081 75,000 SH DEFINED 1 75,000
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</TABLE>
<PAGE> 90
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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TEVA PHARMACEUTICAL IND ADR COMMON 881624209 15,269 213,000 SH DEFINED 1 213,000
TEXACO INC COMMON 881694103 353 6,500 SH DEFINED 1 6,500
TEXACO INC COMMON 881694103 87 1,600 SH DEFINED 1,5 1,600
TEXAS INSTRUMENTS INC. COMMON 882508104 413,763 4,271,100 SH DEFINED 1 4,271,100
TEXAS INSTRUMENTS INC. COMMON 882508104 242,188 2,500,000 SH DEFINED 1,2 2,500,000
TEXAS INSTRUMENTS INC. COMMON 882508104 3,778 39,000 SH DEFINED 2 39,000
TEXAS INSTRUMENTS INC. COMMON 882508104 1,109 11,400 SH DEFINED 2,3 11,400
TEXAS UTILITIES CO COMMON 882848104 44,796 1,259,640 SH DEFINED 1 1,259,640
TEXTRON INC. COMMON 883203101 4,018 52,400 SH DEFINED 1,4 52,400
THE BISYS GROUP INC. COMMON 055472104 8,884 136,150 SH DEFINED 1 136,150
THE MACERICH COMPANY COMMON 554382101 812 39,000 SH DEFINED 1,11 39,000
THE MEN'S WEARHOUSE COMMON 587118100 97,247 3,310,537 SH DEFINED 1 3,310,537
THE MEN'S WEARHOUSE COMMON 587118100 73,438 2,500,000 SH DEFINED 1,2 2,500,000
THE MEN'S WEARHOUSE COMMON 587118100 292 9,942 SH DEFINED 1,5 9,942
THE MEN'S WEARHOUSE COMMON 587118100 7,006 238,491 SH DEFINED 2 238,491
THE MEN'S WEARHOUSE COMMON 587118100 902 30,707 SH DEFINED 2,3 30,707
THQ INC. COMMON 872443403 6,319 272,500 SH DEFINED 1 272,500
THREE FIVE SYSTEMS, INC. COMMON 88554L108 6,833 166,666 SH DEFINED 1 166,666
TIDEWATER INC. COMMON 886423102 7,942 220,600 SH DEFINED 1 220,600
TIFFANY & CO. COMMON 886547108 3,552 39,800 SH DEFINED 1 39,800
TIFFANY & CO. COMMON 886547108 54,353 609,000 SH DEFINED 1,2 609,000
TIFFANY & CO. COMMON 886547108 473 5,300 SH DEFINED 1,5 5,300
TIFFANY & CO. COMMON 886547108 1,517 17,000 SH DEFINED 2 17,000
TIFFANY & CO. COMMON 886547108 223 2,500 SH DEFINED 2,3 2,500
TIME WARNER TELECOM CL-A COMMON 887319101 15,810 316,600 SH DEFINED 1 316,600
TIME WARNER TELECOM CL-A COMMON 887319101 1,643 32,900 SH DEFINED 2 32,900
TIME WARNER, INC. COMMON 887315109 1,055,972 14,577,700 SH DEFINED 1 14,577,700
TIME WARNER, INC. COMMON 887315109 239,044 3,300,000 SH DEFINED 1,2 3,300,000
TIME WARNER, INC. COMMON 887315109 14,343 198,000 SH DEFINED 2 198,000
TIME WARNER, INC. COMMON 887315109 1,787 24,700 SH DEFINED 2,3 24,700
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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TITAN CORP COMMON 888266103 11,880 252,100 SH DEFINED 1 252,100
TOMMY HILFIGER COMMON G8915Z102 2,702 115,900 SH DEFINED 1 115,900
TOMMY HILFIGER COMMON G8915Z102 46,625 2,000,000 SH DEFINED 1,2 2,000,000
TOMMY HILFIGER COMMON G8915Z102 96 4,100 SH DEFINED 1,5 4,100
TOMMY HILFIGER COMMON G8915Z102 3,324 142,600 SH DEFINED 2 142,600
TOMMY HILFIGER COMMON G8915Z102 159 6,800 SH DEFINED 2,3 6,800
TOO INC COMMON 890333107 48,360 2,803,500 SH DEFINED 1 2,803,500
TOO INC COMMON 890333107 41 2,400 SH DEFINED 1,5 2,400
TOO INC COMMON 890333107 681 39,500 SH DEFINED 2 39,500
TOO INC COMMON 890333107 229 13,300 SH DEFINED 2,3 13,300
TORCHMARK CORP COMMON 891027104 3,101 106,700 SH DEFINED 1,4 106,700
TOTAL FINA S.A. SPON ADR COMMON 89151E109 2,316 33,451 SH DEFINED 1 33,451
TOTAL FINA S.A. SPON ADR COMMON 89151E109 3,035 43,833 SH DEFINED 1,10 43,833
TOTAL FINA S.A. SPON ADR COMMON 89151E109 478 6,907 SH DEFINED 1,5 6,907
TOWER AUTOMOTIVE INC COMMON 891707101 6,194 401,200 SH DEFINED 1 401,200
TOWER AUTOMOTIVE INC COMMON 891707101 14 900 SH DEFINED 1,5 900
TOWER AUTOMOTIVE INC COMMON 891707101 145 9,400 SH DEFINED 2 9,400
TOWER AUTOMOTIVE INC COMMON 891707101 65 4,200 SH DEFINED 2,3 4,200
TRANSACTION SYSTEMS ARCHITECTS, INC COMMON 893416107 4,407 157,400 SH DEFINED 1 157,400
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 34,792 1,032,776 SH DEFINED 1 1,032,776
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 55,433 1,645,500 SH DEFINED 1,2 1,645,500
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 642 19,072 SH DEFINED 1,5 19,072
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 4,251 126,200 SH DEFINED 2 126,200
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 168 5,000 SH DEFINED 2,3 5,000
TRANSWITCH CORP COMMON 894065101 23,289 320,950 SH DEFINED 1 320,950
TRANSWITCH CORP COMMON 894065101 33 450 SH DEFINED 1,5 450
TRANSWITCH CORP COMMON 894065101 559 7,700 SH DEFINED 2 7,700
TRANSWITCH CORP COMMON 894065101 181 2,500 SH DEFINED 2,3 2,500
TRAVELERS PROP CASUALTY COMMON 893939108 8,638 252,200 SH DEFINED 1 252,200
TRAVELERS PROP CASUALTY COMMON 893939108 1,065 31,100 SH DEFINED 2 31,100
TRIAD HOSPITALS INC COMMON 89579K109 2,677 177,000 SH DEFINED 1 177,000
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<PAGE> 92
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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TRIBUNE CVT 2.00 05/18/2029 CONVERT 896047305 106 700 SH DEFINED 1 700
TRIBUNE CVT 2.00 05/18/2029 CONVERT 896047305 1,499 9,900 SH DEFINED 1,7 9,900
TRIGON HEALTHCARE INC COMMON 89618L100 11,242 381,100 SH DEFINED 1 381,100
TRINTECH GROUP PLC-ADR COMMON 896682101 8,935 180,500 SH DEFINED 1 180,500
TRITEL INC COMMON 89675X104 4,138 130,600 SH DEFINED 1 130,600
TRITEL INC COMMON 89675X104 30 1,000 SH DEFINED 2,3 1,000
TRITON ENERGY CORP COMMON G90751101 369 17,900 SH DEFINED 1 17,900
TRITON PCS HOLDINGS INC CL A COMMON 89677M106 14,082 309,500 SH DEFINED 1 309,500
TRIZETTO GROUP INC COMMON 896882107 13,862 297,300 SH DEFINED 1 297,300
TRUSTMARK CORP COMMON 898402102 13,547 626,900 SH DEFINED 1 626,900
TRUSTMARK CORP COMMON 898402102 26 1,200 SH DEFINED 1,5 1,200
TRUSTMARK CORP COMMON 898402102 346 16,000 SH DEFINED 2 16,000
TRUSTMARK CORP COMMON 898402102 130 6,000 SH DEFINED 2,3 6,000
TSI INTERNATIONAL SOFTWARE COMMON 872879101 18,499 326,700 SH DEFINED 1 326,700
TSI INTERNATIONAL SOFTWARE COMMON 872879101 40 700 SH DEFINED 1,5 700
TSI INTERNATIONAL SOFTWARE COMMON 872879101 821 14,500 SH DEFINED 2 14,500
TSI INTERNATIONAL SOFTWARE COMMON 872879101 260 4,600 SH DEFINED 2,3 4,600
TUBOS DE ACERO DE MEXICO-SP ADR COMMON 898592506 7,348 541,800 SH DEFINED 1 541,800
TUT SYSTEMS INC COMMON 901103101 2,681 50,000 SH DEFINED 1 50,000
TV GUIDE INC CL A COMMON 87307Q109 2,120 49,300 SH DEFINED 1 49,300
TV GUIDE INC CL A COMMON 87307Q109 37,294 867,300 SH DEFINED 1,2 867,300
TV GUIDE INC CL A COMMON 87307Q109 254 5,900 SH DEFINED 2,3 5,900
TWEETER HOME ENTERTAINMENT GRP COMMON 901167106 11,005 310,000 SH DEFINED 1 310,000
TYCO INTERNATIONAL LTD COMMON 902124106 1,030,430 26,506,240 SH DEFINED 1 26,506,240
TYCO INTERNATIONAL LTD COMMON 902124106 349,098 8,980,000 SH DEFINED 1,2 8,980,000
TYCO INTERNATIONAL LTD COMMON 902124106 1,267 32,600 SH DEFINED 1,4 32,600
TYCO INTERNATIONAL LTD COMMON 902124106 30,277 796,000 SH DEFINED 1,5 796,000
TYCO INTERNATIONAL LTD COMMON 902124106 8,545 219,800 SH DEFINED 1,6 219,800
TYCO INTERNATIONAL LTD COMMON 902124106 12,760 328,300 SH DEFINED 2 328,300
TYCO INTERNATIONAL LTD COMMON 902124106 452 11,800 SH DEFINED 2,3 11,800
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</TABLE>
<PAGE> 93
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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U.S. FOODSERVICE COMMON 90331R101 2,432 145,200 SH DEFINED 1 145,200
UCBH HOLDINGS INC COMMON 90262T308 4,137 201,200 SH DEFINED 1 201,200
UICI COMMON 902737105 970 91,800 SH DEFINED 1 91,800
UIH AUSTRALIA-WTS06 EXP 5/15/06 COMMON 902745116 1 50 SH DEFINED 2 50
ULTIMATE ELECTRONICS INC COMMON 903849107 8,910 360,000 SH DEFINED 1 360,000
UNIBANCO-GDR COMMON 90458E107 3,810 126,488 SH DEFINED 1,6 126,488
UNIFI INC COMMON 904677101 2,463 200,000 SH DEFINED 1,4 200,000
UNIGRAPHICS SOLUTIONS INC COMMON 904928108 2,171 80,400 SH DEFINED 1 80,400
UNILEVER NV ADR COMMON 904784709 2,430 44,642 SH DEFINED 1,10 44,642
UNILEVER NV ADR COMMON 904784709 4,913 90,249 SH DEFINED 1,4 90,249
UNION PACIFIC RESOURCES GRP COMMON 907834105 455 35,700 SH DEFINED 1 35,700
UNION PACIFIC RESOURCES GRP COMMON 907834105 1,310 105,200 SH DEFINED 1,5 105,200
UNIONBANCAL CORPORATION COMMON 908906100 2,958 75,000 SH DEFINED 1 75,000
UNISYS CORP (A) COMMON 909214108 492,515 15,421,200 SH DEFINED 1 15,421,200
UNISYS CORP (A) COMMON 909214108 18,409 576,400 SH DEFINED 1,2 576,400
UNISYS CORP (A) COMMON 909214108 6,499 203,500 SH DEFINED 2 203,500
UNISYS CORP (A) COMMON 909214108 144 4,500 SH DEFINED 2,3 4,500
UNIT CORP COMMON 909218109 4,632 602,500 SH DEFINED 1 602,500
UNITED GLOBAL COM COMMON 913247508 99,143 1,403,796 SH DEFINED 1 1,403,796
UNITED GLOBAL COM COMMON 913247508 6,632 93,900 SH DEFINED 1,2 93,900
UNITED GLOBAL COM COMMON 913247508 42 600 SH DEFINED 2,3 600
UNITED HEALTHCARE CORPORATION COMMON 910581107 94,871 1,785,800 SH DEFINED 1 1,785,800
UNITED HEALTHCARE CORPORATION COMMON 910581107 5,837 110,000 SH DEFINED 1,5 110,000
UNITED HEALTHCARE CORPORATION COMMON 910581107 21 400 SH DEFINED 2 400
UNITED MEXICAN STATES WARRANTS COMMON 593048119 17 180 SH DEFINED 1 180
UNITED MEXICAN STATES WARRANTS COMMON 593048119 374 4,033 SH DEFINED 1,6 4,033
UNITED MEXICAN STATES WARRANTS COMMON 593048119 247 2,662 SH DEFINED 1,7 2,662
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</TABLE>
<PAGE> 94
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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UNITED NATURAL FOODS INC COMMON 911163103 1,440 120,000 SH DEFINED 1 120,000
UNITED PAYORS & UNITED PROV COMMON 911319101 7,481 451,700 SH DEFINED 1 451,700
UNITED TECHNOLOGIES CORP. COMMON 913017109 58,676 902,700 SH DEFINED 1 902,700
UNITED TECHNOLOGIES CORP. COMMON 913017109 32,500 500,000 SH DEFINED 1,2 500,000
UNITED TECHNOLOGIES CORP. COMMON 913017109 4,973 76,500 SH DEFINED 1,4 76,500
UNITED TECHNOLOGIES CORP. COMMON 913017109 5,656 88,200 SH DEFINED 1,5 88,200
UNITED TECHNOLOGIES CORP. COMMON 913017109 32 500 SH DEFINED 2 500
UNIVERSAL HEALTH SERVICES B COMMON 913903100 205 5,700 SH DEFINED 1 5,700
UNIVISION COMMUNICATIONS INC COMMON 914906102 50,419 493,400 SH DEFINED 1 493,400
UNIVISION COMMUNICATIONS INC COMMON 914906102 155,305 1,519,800 SH DEFINED 1,2 1,519,800
UNIVISION COMMUNICATIONS INC COMMON 914906102 296 2,900 SH DEFINED 1,5 2,900
UNIVISION COMMUNICATIONS INC COMMON 914906102 14,787 144,700 SH DEFINED 2 144,700
UNIVISION COMMUNICATIONS INC COMMON 914906102 501 4,900 SH DEFINED 2,3 4,900
UNUMPROVIDENT CORP COMMON 91529Y106 21,738 678,000 SH DEFINED 1 678,000
US WEST INC COMMON 91273H101 12,600 175,000 SH DEFINED 1 175,000
US WEST INC COMMON 91273H101 43,200 600,000 SH DEFINED 1,2 600,000
US WEST INC COMMON 91273H101 5,040 70,000 SH DEFINED 1,4 70,000
USA NETWORKS INC COMMON 902984103 5,276 95,500 SH DEFINED 1 95,500
USA NETWORKS INC COMMON 902984103 88,400 1,600,000 SH DEFINED 1,2 1,600,000
USA NETWORKS INC COMMON 902984103 232 4,200 SH DEFINED 1,5 4,200
USA NETWORKS INC COMMON 902984103 4,702 85,100 SH DEFINED 2 85,100
USA NETWORKS INC COMMON 902984103 304 5,500 SH DEFINED 2,3 5,500
USEC INC. COMMON 90333E108 244 34,800 SH DEFINED 1 34,800
USEC INC. COMMON 90333E108 5,361 765,900 SH DEFINED 1,5 765,900
UST CORP. COMMON 902900109 613 19,300 SH DEFINED 1 19,300
USWEB CORP COMMON 917327108 54,143 1,218,400 SH DEFINED 1 1,218,400
USWEB CORP COMMON 917327108 22,219 500,000 SH DEFINED 1,2 500,000
USWEB CORP COMMON 917327108 3,555 80,000 SH DEFINED 2 80,000
USX-MARATHON GROUP COMMON 902905827 4,812 194,900 SH DEFINED 1 194,900
UTI ENERGY CORP COMMON 903387108 4,036 175,000 SH DEFINED 1 175,000
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VALASSIS COMMUNICATIONS INC. COMMON 918866104 9,120 215,850 SH DEFINED 1 215,850
VALASSIS COMMUNICATIONS INC. COMMON 918866104 47,531 1,125,000 SH DEFINED 1,2 1,125,000
VALASSIS COMMUNICATIONS INC. COMMON 918866104 114 2,700 SH DEFINED 1,5 2,700
VALASSIS COMMUNICATIONS INC. COMMON 918866104 3,841 90,900 SH DEFINED 2 90,900
VALASSIS COMMUNICATIONS INC. COMMON 918866104 237 5,600 SH DEFINED 2,3 5,600
VALSPAR CORP. COMMON 920355104 2,722 65,000 SH DEFINED 1 65,000
VALUEVISION INTL INC-CL A COMMON 92047K107 10,116 176,500 SH DEFINED 1 176,500
VANS, INC. COMMON 921930103 9,222 752,800 SH DEFINED 1 752,800
VANS, INC. COMMON 921930103 21 1,700 SH DEFINED 1,5 1,700
VANS, INC. COMMON 921930103 307 25,100 SH DEFINED 2 25,100
VANS, INC. COMMON 921930103 110 9,000 SH DEFINED 2,3 9,000
VARCO INTERNATONAL INC COMMON 922126107 1,476 144,900 SH DEFINED 1 144,900
VARCO INTERNATONAL INC COMMON 922126107 25,463 2,499,400 SH DEFINED 1,2 2,499,400
VARCO INTERNATONAL INC COMMON 922126107 54 5,300 SH DEFINED 1,5 5,300
VARCO INTERNATONAL INC COMMON 922126107 1,274 125,100 SH DEFINED 2 125,100
VARCO INTERNATONAL INC COMMON 922126107 88 8,600 SH DEFINED 2,3 8,600
VARIAN INC COMMON 922206107 28,220 1,254,200 SH DEFINED 1 1,254,200
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 5,664 190,000 SH DEFINED 1 190,000
VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 25,806 759,000 SH DEFINED 1 759,000
VASTAR RESOURCES, INC. COMMON 922380100 507 8,600 SH DEFINED 1 8,600
VEECO INSTUMENTS INC COMMON 922417100 4,705 100,500 SH DEFINED 1 100,500
VENATOR GROUP INC COMMON 922944103 3,522 503,100 SH DEFINED 1 503,100
VENTAS INC. COMMON 92276F100 4,104 980,000 SH DEFINED 1 980,000
VENTIV HEALTH INC COMMON 922793104 3,859 420,000 SH DEFINED 1 420,000
VERIO INC CVT PFD 144A CONVERT 923433304 8,582 151,900 SH DEFINED 1 151,900
VERIO INC CVT PFD 144A CONVERT 923433304 1,294 22,900 SH DEFINED 2 22,900
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VERIO INC. COMMON 923433106 17,242 373,300 SH DEFINED 1 373,300
VERIO INC. COMMON 923433106 103,922 2,250,000 SH DEFINED 1,2 2,250,000
VERIO INC. COMMON 923433106 222 4,800 SH DEFINED 1,5 4,800
VERIO INC. COMMON 923433106 6,993 151,400 SH DEFINED 2 151,400
VERIO INC. COMMON 923433106 356 7,700 SH DEFINED 2,3 7,700
VERITAS DGC INC COMMON 92343P107 136 9,700 SH DEFINED 1 9,700
VERITAS DGC INC COMMON 92343P107 29 2,100 SH DEFINED 1,5 2,100
VERITAS SOFTWARE 1.856 CONVERT 92343RAA1 27,367 10,150,000 PRN DEFINED 1 10,150,000
VERITAS SOFTWARE 1.856 CONVERT 92343RAA1 4,314 1,600,000 PRN DEFINED 2 1,600,000
VERITAS SOFTWARE CORP. COMMON 923436109 299,224 2,090,650 SH DEFINED 1 2,090,650
VERITAS SOFTWARE CORP. COMMON 923436109 798,308 5,577,700 SH DEFINED 1,2 5,577,700
VERITAS SOFTWARE CORP. COMMON 923436109 1,787 12,675 SH DEFINED 1,5 12,675
VERITAS SOFTWARE CORP. COMMON 923436109 34,658 242,150 SH DEFINED 2 242,150
VERITAS SOFTWARE CORP. COMMON 923436109 3,089 21,750 SH DEFINED 2,3 21,750
VERITAS SOFTWARE CVT CONVERT 923436AB5 37,491 3,750,000 PRN DEFINED 1 3,750,000
VERITAS SOFTWARE CVT CONVERT 923436AB5 134,966 13,500,000 PRN DEFINED 1,2 13,500,000
VERITY, INC COMMON 92343C106 39,511 928,300 SH DEFINED 1 928,300
VERITY, INC COMMON 92343C106 85 2,000 SH DEFINED 1,5 2,000
VERITY, INC COMMON 92343C106 1,205 28,300 SH DEFINED 2 28,300
VERITY, INC COMMON 92343C106 392 9,200 SH DEFINED 2,3 9,200
VERSATEL TELECOM INTL -ADR COMMON 925301103 280 8,000 SH DEFINED 1 8,000
VERSATEL TELECOM WTS EXP 5/15/08 COMMON 925301111 14,877 37,170 SH DEFINED 1 37,170
VERSATEL TELECOM WTS EXP 5/15/08 COMMON 925301111 44 110 SH DEFINED 2,3 110
VERSIGN INC COMMON 92343E102 186,393 976,200 SH DEFINED 1 976,200
VERSIGN INC COMMON 92343E102 352,318 1,845,200 SH DEFINED 1,2 1,845,200
VERSIGN INC COMMON 92343E102 878 4,600 SH DEFINED 1,5 4,600
VERSIGN INC COMMON 92343E102 28,736 150,500 SH DEFINED 2 150,500
VERSIGN INC COMMON 92343E102 1,680 8,800 SH DEFINED 2,3 8,800
VERTICALNET INC COMMON 92532L107 43,755 266,800 SH DEFINED 1 266,800
VERTICALNET INC COMMON 92532L107 3,100 18,900 SH DEFINED 2 18,900
VF CORP COMMON 918204108 4,500 150,000 SH DEFINED 1,4 150,000
VIAD CORP COMMON 92552R109 86 3,100 SH DEFINED 1 3,100
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VIALINK CO COMMON 92552Q101 3,638 100,000 SH DEFINED 1 100,000
VIATEL INC COMMON STK COMMON 925529208 13,549 252,657 SH DEFINED 1 252,657
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 38,358 1,212,900 SH DEFINED 1 1,212,900
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 79,063 2,500,000 SH DEFINED 1,2 2,500,000
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 253 8,000 SH DEFINED 1,5 8,000
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 6,278 198,525 SH DEFINED 2 198,525
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 614 19,400 SH DEFINED 2,3 19,400
VISUAL NETWORKS INC. COMMON 928444108 34,616 436,800 SH DEFINED 1 436,800
VISUAL NETWORKS INC. COMMON 928444108 71 900 SH DEFINED 1,5 900
VISUAL NETWORKS INC. COMMON 928444108 1,228 15,500 SH DEFINED 2 15,500
VISUAL NETWORKS INC. COMMON 928444108 452 5,700 SH DEFINED 2,3 5,700
VISX INC COMMON 92844S105 55,088 1,064,500 SH DEFINED 1 1,064,500
VISX INC COMMON 92844S105 6,874 127,600 SH DEFINED 1,5 127,600
VISX INC COMMON 92844S105 2,490 48,100 SH DEFINED 2 48,100
VITESSE SEMICONDUCTOR CORP COMMON 928497106 34,950 666,500 SH DEFINED 1 666,500
VITESSE SEMICONDUCTOR CORP COMMON 928497106 104,875 2,000,000 SH DEFINED 1,2 2,000,000
VITESSE SEMICONDUCTOR CORP COMMON 928497106 267 5,100 SH DEFINED 1,5 5,100
VITESSE SEMICONDUCTOR CORP COMMON 928497106 7,813 149,000 SH DEFINED 2 149,000
VITESSE SEMICONDUCTOR CORP COMMON 928497106 493 9,400 SH DEFINED 2,3 9,400
VODAFONE AIRTOUCH PLC -SP ADR COMMON 92857T107 38,140 770,500 SH DEFINED 1 770,500
VORNADO REALTY TRUST COMMON 929042109 813 25,000 SH DEFINED 1,11 25,000
VORNADO REALTY TRUST COMMON 929042109 1,193 36,700 SH DEFINED 1,4 36,700
VULCAN MATERIALS COMPANY COMMON 929160109 1,729 43,300 SH DEFINED 1,4 43,300
WACKENHUT CORRECTIONS CORP COMMON 929798106 2,702 231,200 SH DEFINED 1 231,200
WAL-MART STORES, INC COMMON 931142103 221,089 3,198,400 SH DEFINED 1 3,198,400
WAL-MART STORES, INC COMMON 931142103 355,994 5,150,000 SH DEFINED 1,2 5,150,000
WAL-MART STORES, INC COMMON 931142103 5,921 87,300 SH DEFINED 1,5 87,300
WAL-MART STORES, INC COMMON 931142103 34 500 SH DEFINED 2 500
WAL-MART STORES, INC COMMON 931142103 1,293 18,800 SH DEFINED 2,3 18,800
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WARNER-LAMBERT CO. COMMON 934488107 367,899 4,490,000 SH DEFINED 1 4,490,000
WARNER-LAMBERT CO. COMMON 934488107 573,563 7,000,000 SH DEFINED 1,2 7,000,000
WARNER-LAMBERT CO. COMMON 934488107 9,492 114,800 SH DEFINED 1,5 114,800
WARNER-LAMBERT CO. COMMON 934488107 3,311 40,400 SH DEFINED 2 40,400
WARNER-LAMBERT CO. COMMON 934488107 1,953 23,800 SH DEFINED 2,3 23,800
WASTE MANAGEMENT INC. COMMON 94106L109 32,321 1,880,517 SH DEFINED 1 1,880,517
WASTE MANAGEMENT INC. COMMON 94106L109 4,555 265,000 SH DEFINED 1,4 265,000
WATERS CORP. COMMON 941848103 39,697 749,000 SH DEFINED 1 749,000
WATERS CORP. COMMON 941848103 83,740 1,580,000 SH DEFINED 1,2 1,580,000
WATERS CORP. COMMON 941848103 80 1,500 SH DEFINED 1,5 1,500
WATERS CORP. COMMON 941848103 2,655 50,100 SH DEFINED 2 50,100
WATERS CORP. COMMON 941848103 493 9,300 SH DEFINED 2,3 9,300
WATSON PHARMACEUTICALS COMMON 942683103 7,324 204,500 SH DEFINED 1 204,500
WBK STRYPES TRUST CVT PFD CONVERT 929229102 4,072 127,000 SH DEFINED 1 127,000
WBK STRYPES TRUST CVT PFD CONVERT 929229102 96 3,000 SH DEFINED 2,3 3,000
WEATHERFORD INTERNATIONAL COMMON 947074100 8,722 218,400 SH DEFINED 1 218,400
WEATHERFORD INTERNATIONAL COMMON 947074100 66,328 1,660,800 SH DEFINED 1,2 1,660,800
WEATHERFORD INTERNATIONAL COMMON 947074100 539 13,500 SH DEFINED 1,5 13,500
WEATHERFORD INTERNATIONAL COMMON 947074100 4,924 123,300 SH DEFINED 2 123,300
WEATHERFORD INTERNATIONAL COMMON 947074100 224 5,600 SH DEFINED 2,3 5,600
WEBHIRE INC COMMON 94768W104 4,219 250,000 SH DEFINED 1 250,000
WEBTRENDS CORP. COMMON 94844D104 8,724 107,700 SH DEFINED 1 107,700
WELLPOINT HEALTH NETWORKS, INC. COMMON 94973H108 31,123 472,000 SH DEFINED 1 472,000
WELLS FARGO COMPANY COMMON 949746101 29,115 720,000 SH DEFINED 1 720,000
WESTCOAST ENERGY INC COMMON 95751D102 1,010 62,900 SH DEFINED 1 62,900
WESTERN WIRELESS CORP-CL A COMMON 95988E204 122,653 1,837,500 SH DEFINED 1 1,837,500
WESTERN WIRELESS CORP-CL A COMMON 95988E204 149,099 2,233,700 SH DEFINED 1,2 2,233,700
WESTERN WIRELESS CORP-CL A COMMON 95988E204 528 7,900 SH DEFINED 1,5 7,900
WESTERN WIRELESS CORP-CL A COMMON 95988E204 6,688 100,200 SH DEFINED 2 100,200
WESTERN WIRELESS CORP-CL A COMMON 95988E204 894 13,400 SH DEFINED 2,3 13,400
WESTVACO CORP. COMMON 961548104 3,047 93,400 SH DEFINED 1,4 93,400
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WESTWOOD ONE INC COMMON 961815107 12,741 167,650 SH DEFINED 1 167,650
WESTWOOD ONE INC COMMON 961815107 72,200 950,000 SH DEFINED 1,2 950,000
WESTWOOD ONE INC COMMON 961815107 167 2,200 SH DEFINED 1,5 2,200
WESTWOOD ONE INC COMMON 961815107 5,411 71,200 SH DEFINED 2 71,200
WESTWOOD ONE INC COMMON 961815107 243 3,200 SH DEFINED 2,3 3,200
WEYERHAUSER CORP COMMON COMMON 962166104 240,615 3,350,600 SH DEFINED 1 3,350,600
WEYERHAUSER CORP COMMON COMMON 962166104 3,282 45,700 SH DEFINED 2 45,700
WHIRLPOOL CORP COMMON 963320106 5,927 91,100 SH DEFINED 1,4 91,100
WHITNEY HOLDING CORP COMMON 966612103 927 25,000 SH DEFINED 1 25,000
WHITTMAN-HART, INC. COMMON 966834103 27,081 505,000 SH DEFINED 1 505,000
WHITTMAN-HART, INC. COMMON 966834103 53,625 1,000,000 SH DEFINED 1,2 1,000,000
WILD OATS MARKETS INC COMMON 96808B107 23,236 1,047,275 SH DEFINED 1 1,047,275
WILD OATS MARKETS INC COMMON 96808B107 37 1,650 SH DEFINED 1,5 1,650
WILD OATS MARKETS INC COMMON 96808B107 632 28,500 SH DEFINED 2 28,500
WILD OATS MARKETS INC COMMON 96808B107 200 9,000 SH DEFINED 2,3 9,000
WILLAMETTE INDUSTRIES, INC. COMMON 969133107 450 9,700 SH DEFINED 1 9,700
WILLIAMS COMMUNICATIONS GRP COMMON 969455104 10,172 351,500 SH DEFINED 1 351,500
WILLIAMS COMMUNICATIONS GRP COMMON 969455104 1,267 43,800 SH DEFINED 2 43,800
WILLIAMS COS COMMON 969457100 14,844 485,700 SH DEFINED 1 485,700
WILLIAMS COS COMMON 969457100 1,175 38,430 SH DEFINED 2 38,430
WILLIAMS-SONOMA INC. COMMON 969904101 6,123 133,100 SH DEFINED 1 133,100
WILLIAMS-SONOMA INC. COMMON 969904101 78,195 1,699,900 SH DEFINED 1,2 1,699,900
WILLIAMS-SONOMA INC. COMMON 969904101 147 3,200 SH DEFINED 1,5 3,200
WILLIAMS-SONOMA INC. COMMON 969904101 5,184 112,700 SH DEFINED 2 112,700
WILLIAMS-SONOMA INC. COMMON 969904101 225 4,900 SH DEFINED 2,3 4,900
WILMAR INDUSTRIES INC. COMMON 971426101 521 30,000 SH DEFINED 1 30,000
WINSLOEW FURNITURE WARRANT COMMON 975377110 1,349 26,970 SH DEFINED 1 26,970
WINSLOEW FURNITURE WARRANT COMMON 975377110 38 750 SH DEFINED 1,7 750
WINSTAR COMM COM STK COMMON 975515107 26,206 350,000 SH DEFINED 1 350,000
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WINSTAR COMMUNICATIONS INC. PREF CONVERT 975515859 26,713 20,047 SH DEFINED 1 20,047
WINSTAR COMMUNICATIONS INC. PREF CONVERT 975515859 3,571 2,680 SH DEFINED 2 2,680
WIRELESS ONE WTS EXP 10/19/00 COMMON 97652H117 0 40,230 SH DEFINED 1 40,230
WMX TECHNOLOGIES 2% CVT CONVERT 92929QAF4 92 110,000 PRN DEFINED 1 110,000
WMX TECHNOLOGIES 2% CVT CONVERT 92929QAF4 1,203 1,445,000 PRN DEFINED 1,7 1,445,000
WW GRAINGER INC COMMON 384802104 2,869 60,000 SH DEFINED 1,4 60,000
XEROX CORP. COMMON 984121103 5,150 227,000 SH DEFINED 1,4 227,000
XILINX INC. COMMON 983919101 71,109 1,563,900 SH DEFINED 1 1,563,900
XILINX INC. COMMON 983919101 278,378 6,122,400 SH DEFINED 1,2 6,122,400
XILINX INC. COMMON 983919101 327 7,200 SH DEFINED 1,5 7,200
XILINX INC. COMMON 983919101 6,457 142,000 SH DEFINED 2 142,000
XILINX INC. COMMON 983919101 1,667 36,800 SH DEFINED 2,3 36,800
XIRCOM INC. COMMON 983922105 43,275 577,000 SH DEFINED 1 577,000
XIRCOM INC. COMMON 983922105 75 1,000 SH DEFINED 1,5 1,000
XIRCOM INC. COMMON 983922105 1,238 16,500 SH DEFINED 2 16,500
XIRCOM INC. COMMON 983922105 375 5,000 SH DEFINED 2,3 5,000
XL CAPITAL LTD-CLASS A COMMON G98255105 30,440 586,800 SH DEFINED 1 586,800
XPEDIOR INC COMMON 98413B100 2,415 84,000 SH DEFINED 1 84,000
YAHOO!, INC. COMMON 984332106 480,370 1,110,200 SH DEFINED 1 1,110,200
YAHOO!, INC. COMMON 984332106 756,251 1,747,800 SH DEFINED 1,2 1,747,800
YAHOO!, INC. COMMON 984332106 995 2,300 SH DEFINED 1,5 2,300
YAHOO!, INC. COMMON 984332106 31,717 73,302 SH DEFINED 2 73,302
YAHOO!, INC. COMMON 984332106 3,363 7,800 SH DEFINED 2,3 7,800
YORK INTERNATIONAL CORP. COMMON 986670107 4,267 155,500 SH DEFINED 1,4 155,500
YOUNG & RUBICAM INC. COMMON 987425105 59,480 840,700 SH DEFINED 1 840,700
YOUNG & RUBICAM INC. COMMON 987425105 35,375 500,000 SH DEFINED 1,2 500,000
YOUNG & RUBICAM INC. COMMON 987425105 7,872 112,100 SH DEFINED 1,5 112,100
YOUNG & RUBICAM INC. COMMON 987425105 2,794 39,500 SH DEFINED 2 39,500
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ZALE CORP COMMON 988858106 28,012 579,050 SH DEFINED 1 579,050
ZALE CORP COMMON 988858106 416 8,600 SH DEFINED 1,5 8,600
ZALE CORP COMMON 988858106 1,940 40,100 SH DEFINED 2 40,100
ZALE CORP COMMON 988858106 218 4,500 SH DEFINED 2,3 4,500
ZEBRA TECHNOLOGIES CORP COMMON 989207105 7,149 122,200 SH DEFINED 1 122,200
ZEBRA TECHNOLOGIES CORP COMMON 989207105 351 6,000 SH DEFINED 1,5 6,000
ZEBRA TECHNOLOGIES CORP COMMON 989207105 1,170 20,000 SH DEFINED 2 20,000
ZIONS BANCORPORATION COMMON 989701107 3,824 64,600 SH DEFINED 1 64,600
ZIONS BANCORPORATION COMMON 989701107 35,513 600,000 SH DEFINED 1,2 600,000
ZIONS BANCORPORATION COMMON 989701107 65 1,100 SH DEFINED 1,5 1,100
ZIONS BANCORPORATION COMMON 989701107 3,060 51,700 SH DEFINED 2 51,700
ZIONS BANCORPORATION COMMON 989701107 118 2,000 SH DEFINED 2,3 2,000
ZOLL MEDICAL CORP. COMMON 989922109 7,638 200,000 SH DEFINED 1 200,000
ZOMAX INC COMMON 989929104 12,670 280,000 SH DEFINED 1 280,000
ZORAN CORP COMMON 98975F101 26,559 476,400 SH DEFINED 1 476,400
Z-TEL TECHNOLOGIES INC COMMON 988792107 1,094 27,100 SH DEFINED 1 27,100
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