<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
--------------------
Check here if Amendment [ ]; Amendment Number:
------
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: A I M Management Group Inc.
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Address: 11 Greenway Plaza, Suite 100
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Houston, TX 77046
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Form 13F File Number: 28-1983
----
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Carol Relihan
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Title: Senior Vice President
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Phone: (713) 214-1191
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Signature, Place, and Date of Signing:
/s/ CAROL RELIHAN Houston, Texas 11/01/00
-------------------------------- ---------------------------- ----------
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: 7
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Form 13F Information Table Entry Total: 2,601
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Form 13F Information Table Value Total: $115,338,639
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and 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.
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2 28-1983 A I M Capital Management, Inc.
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3 28-6592 A I M Global Advisors Limited
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4 28-2045 INVESCO, Inc.
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5 28-6708 AIM Funds Management Inc.
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6 28- INVESCO Asset Management Limited
----- ------- ----------------------------------------
7 28- INVESCO Global Asset Management Limited
----- ------- ----------------------------------------
8 28-
----- ------- ----------------------------------------
9 28-
----- ------- ----------------------------------------
10 28-
----- ------- ----------------------------------------
11 28-
----- ------- ----------------------------------------
</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>
O2WIRELESS SOLUTIONS INC COMMON 689803104 5,637 291,900 SH DEFINED 1 291,900
360NETWORKS INC COMMON 88575T205 23,970 1,221,400 SH DEFINED 1 1,221,400
360NETWORKS INC COMMON 88575T205 3,741 190,600 SH DEFINED 1,5 190,600
360NETWORKS INC COMMON 88575T205 3,589 182,900 SH DEFINED 2 182,900
99 CENTS ONLY STORES COMMON 65440K106 15,737 313,574 SH DEFINED 1 313,574
99 CENTS ONLY STORES COMMON 65440K106 43 866 SH DEFINED 1,5 866
99 CENTS ONLY STORES COMMON 65440K106 975 19,432 SH DEFINED 2 19,432
99 CENTS ONLY STORES COMMON 65440K106 154 3,066 SH DEFINED 2,3 3,066
A T & T CORP COMMON 001957109 3,593 122,300 SH DEFINED 1 122,300
A T & T CORP COMMON 001957109 3,311 112,719 SH DEFINED 1,4 112,719
A T & T CORP COMMON 001957109 15,863 540,000 CALL DEFINED 1 540,000
A.F.P. PROVIDA SA- SPONS ADR COMMON 00709P108 419 20,000 SH DEFINED 1,6 20,000
ABBOTT LABORATORIES COMMON 002824100 16,813 353,500 SH DEFINED 1 353,500
ABBOTT LABORATORIES COMMON 002824100 2,616 55,000 SH DEFINED 2 55,000
ABERCROMBIE & FITCH CO CL A COMMON 002896207 53,861 2,825,500 SH DEFINED 1 2,825,500
ABERCROMBIE & FITCH CO CL A COMMON 002896207 393 20,600 SH DEFINED 1,5 20,600
ABERCROMBIE & FITCH CO CL A COMMON 002896207 3,782 198,400 SH DEFINED 2 198,400
ABERCROMBIE & FITCH CO CL A COMMON 002896207 526 27,600 SH DEFINED 2,3 27,600
ABLE TELCOM HOLDING CORP COMMON 003712304 9 3,000 SH DEFINED 1,5 3,000
ABRAXAS PETROLEUM CORP COMMON 003830106 2,853 736,227 SH DEFINED 1 736,227
ABRAXAS RIGHTS COMMON 003831112 0 736,227 SH DEFINED 1 736,227
ACCREDO HEALTH INC COMMON 00437V104 10,753 220,000 SH DEFINED 1 220,000
ACCRUE SOFTWARE INC COMMON 00437W102 158 13,200 SH DEFINED 1 13,200
</TABLE>
Page 1 of 89
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACE LTD COMMON G0070K103 35,608 907,200 SH DEFINED 1 907,200
ACE LTD COMMON G0070K103 121,675 3,100,000 SH DEFINED 1,2 3,100,000
ACE LTD COMMON G0070K103 1,429 36,400 SH DEFINED 1,5 36,400
ACE LTD COMMON G0070K103 13,235 337,200 SH DEFINED 2 337,200
ACE LTD COMMON G0070K103 491 12,500 SH DEFINED 2,3 12,500
ACKERLEY GROUP INC COMMON 004527107 800 80,000 SH DEFINED 1 80,000
ACTEL CORP COMMON 004934105 79,077 2,200,400 SH DEFINED 1 2,200,400
ACTEL CORP COMMON 004934105 209 5,810 SH DEFINED 1,5 5,810
ACTEL CORP COMMON 004934105 4,510 125,500 SH DEFINED 2 125,500
ACTEL CORP COMMON 004934105 643 17,900 SH DEFINED 2,3 17,900
ACTERNA CORP COMMON 00503U105 11,421 376,000 SH DEFINED 1 376,000
ACTERNA CORP COMMON 00503U105 881 29,000 SH DEFINED 1,5 29,000
ACTERNA CORP COMMON 00503U105 4,614 151,900 SH DEFINED 2 151,900
ACTIVE POWER INC COMMON 00504W100 5,747 92,700 SH DEFINED 1 92,700
ACTIVE POWER INC COMMON 00504W100 143 2,300 SH DEFINED 1,5 2,300
ACTIVISION, INC. COMMON 004930202 3,750 250,000 CALL DEFINED 1 250,000
ACTUANT CORP CL A COMMON 00508X104 847 215,000 SH DEFINED 1 215,000
ADC TELECOMMUNICATIONS INC COMMON 000886101 169,919 6,318,900 SH DEFINED 1 6,318,900
ADC TELECOMMUNICATIONS INC COMMON 000886101 549,133 20,421,000 SH DEFINED 1,2 20,421,000
ADC TELECOMMUNICATIONS INC COMMON 000886101 1,974 73,400 SH DEFINED 1,4 73,400
ADC TELECOMMUNICATIONS INC COMMON 000886101 17,003 632,300 SH DEFINED 1,5 632,300
ADC TELECOMMUNICATIONS INC COMMON 000886101 27,580 1,025,625 SH DEFINED 2 1,025,625
ADC TELECOMMUNICATIONS INC COMMON 000886101 3,626 134,832 SH DEFINED 2,3 134,832
ADOBE SYSTEMS INC COMMON 00724F101 47,336 304,900 SH DEFINED 1 304,900
ADOBE SYSTEMS INC COMMON 00724F101 135,347 871,800 SH DEFINED 1,2 871,800
ADOBE SYSTEMS INC COMMON 00724F101 14,966 96,400 SH DEFINED 1,5 96,400
ADOBE SYSTEMS INC COMMON 00724F101 217 1,400 SH DEFINED 2 1,400
ADOBE SYSTEMS INC COMMON 00724F101 1,289 8,300 SH DEFINED 2,3 8,300
ADT OPERATIONS CVT CONVERT 000945AC9 71 25,000 PRN DEFINED 1,5 25,000
ADTRAN, INC. COMMON 00738A106 4,191 98,500 SH DEFINED 1 98,500
ADVANCE PARADIGM INC COMMON 007491103 6,493 153,900 SH DEFINED 1 153,900
</TABLE>
Page 2 of 89
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 18,704 566,800 SH DEFINED 1 566,800
ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 53 1,600 SH DEFINED 1,5 1,600
ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 1,346 40,800 SH DEFINED 2 40,800
ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 201 6,100 SH DEFINED 2,3 6,100
ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 8,136 214,800 SH DEFINED 1 214,800
ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 1,079 28,500 SH DEFINED 1,5 28,500
ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 4,083 107,800 SH DEFINED 2 107,800
ADVANCED MICRO DEVICES COMMON 007903107 24,000 1,000,000 PUT DEFINED 1 1,000,000
ADVANTA CORP CL B COMMON 007942204 733 90,000 SH DEFINED 1 90,000
AEGON N.V. - AMERICAN REG SHR COMMON 007924103 688 18,526 SH DEFINED 1 18,526
AEROFLEX INC COMMON 007768104 39,170 805,550 SH DEFINED 1 805,550
AEROFLEX INC COMMON 007768104 44 900 SH DEFINED 1,5 900
AEROFLEX INC COMMON 007768104 1,206 24,800 SH DEFINED 2 24,800
AEROFLEX INC COMMON 007768104 175 3,600 SH DEFINED 2,3 3,600
AES CORP COMMON 00130H105 50,271 733,876 SH DEFINED 1 733,876
AES CORP COMMON 00130H105 114,738 1,675,000 SH DEFINED 1,2 1,675,000
AES CORP COMMON 00130H105 4,626 67,600 SH DEFINED 2 67,600
AES CORP COMMON 00130H105 1,089 15,900 SH DEFINED 2,3 15,900
AES TRUST 144A CVT PFD 6.0 CONVERT 00103V206 1,962 24,000 SH DEFINED 1 24,000
AES TRUST III CVT PFD 6.75% CONVERT 00808N202 11,385 110,000 SH DEFINED 1 110,000
AES TRUST III CVT PFD 6.75% CONVERT 00808N202 1,553 15,000 SH DEFINED 2 15,000
AETHER SYSTEMS INC COMMON 00808V105 8,398 79,600 SH DEFINED 1 79,600
AETHER SYSTEMS INC CVT SUB
NTS 6.00 CONVERT 00808VAA3 1,538 2,000,000 PRN DEFINED 1 2,000,000
AFFILIATED COMPUTER SERVICES-A COMMON 008190100 13,187 264,400 SH DEFINED 1 264,400
AFFILIATED MANAGERS GROUP INC COMMON 008252108 30,638 538,100 SH DEFINED 1 538,100
AFFILIATED MANAGERS GROUP INC COMMON 008252108 57 1,000 SH DEFINED 1,5 1,000
AFFILIATED MANAGERS GROUP INC COMMON 008252108 1,389 24,400 SH DEFINED 2 24,400
AFFILIATED MANAGERS GROUP INC COMMON 008252108 211 3,700 SH DEFINED 2,3 3,700
</TABLE>
Page 3 of 89
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AFFYMETRIX, INC COMMON 00826T108 14,085 282,400 SH DEFINED 1 282,400
AFFYMETRIX, INC COMMON 00826T108 848 17,000 SH DEFINED 1,5 17,000
AFFYMETRIX, INC COMMON 00826T108 4,239 85,000 SH DEFINED 2 85,000
AFLAC INC COMMON 001055102 18,918 295,300 SH DEFINED 1 295,300
AFLAC INC COMMON 001055102 198,792 3,103,100 SH DEFINED 1,2 3,103,100
AFLAC INC COMMON 001055102 13,492 210,600 SH DEFINED 2 210,600
AFLAC INC COMMON 001055102 769 12,000 SH DEFINED 2,3 12,000
AGILE SOFTWARE CORP COMMON 00846X105 706 7,850 SH DEFINED 1 7,850
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 39,235 1,089,850 SH DEFINED 1 1,089,850
AIR PRODUCTS & CHEMICALS INC COMMON 009158106 50 1,400 SH DEFINED 2 1,400
AIRGATE PCS INC COMMON 009367103 33,418 744,691 SH DEFINED 1 744,691
AIRGATE PCS INC COMMON 009367103 72 1,600 SH DEFINED 1,5 1,600
AIRGATE PCS INC COMMON 009367103 1,876 41,800 SH DEFINED 2 41,800
AIRGATE PCS INC COMMON 009367103 269 6,000 SH DEFINED 2,3 6,000
AKORN INC COMMON 009728106 1,383 125,000 SH DEFINED 1 125,000
AKSYS LTD COMMON 010196103 963 70,000 SH DEFINED 1 70,000
AKZO NOBEL NV-SPON ADR COMMON 010199305 10,110 240,000 SH DEFINED 1,4 240,000
ALAMOSA PCS HOLDINGS INC COMMON 011593100 1,732 107,000 SH DEFINED 1 107,000
ALBANY MOLECULAR RESEARCH INC COMMON 012423109 11,238 200,000 SH DEFINED 1 200,000
ALBERTSON'S INC COMMON 013104104 19,137 911,300 SH DEFINED 1 911,300
ALBERTSON'S INC COMMON 013104104 1,386 66,000 SH DEFINED 1,4 66,000
ALCATEL SA ADR COMMON 013904305 114,036 1,813,700 SH DEFINED 1 1,813,700
ALCATEL SA ADR COMMON 013904305 455,844 7,250,000 SH DEFINED 1,2 7,250,000
ALCATEL SA ADR COMMON 013904305 23,352 371,400 SH DEFINED 2 371,400
ALCATEL SA ADR COMMON 013904305 2,496 39,700 SH DEFINED 2,3 39,700
ALCOA INC. COMMON 013817101 1,511 59,700 SH DEFINED 1,4 59,700
ALEXANDRIA REAL ESTATE EQUITIES COMMON 015271109 546 15,900 SH DEFINED 1,4 15,900
ALLEGHENY ENERGY INC COMMON 017361106 12,098 316,800 SH DEFINED 1 316,800
</TABLE>
Page 4 of 89
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALLEN TELECOM INC COMMON 018091108 4,234 250,000 SH DEFINED 1 250,000
ALLERGAN INC COMMON 018490102 248,516 2,943,200 SH DEFINED 1 2,943,200
ALLERGAN INC COMMON 018490102 287,088 3,400,000 SH DEFINED 1,2 3,400,000
ALLERGAN INC COMMON 018490102 11,399 135,000 SH DEFINED 1,5 135,000
ALLERGAN INC COMMON 018490102 4,202 49,750 SH DEFINED 2 49,750
ALLERGAN INC COMMON 018490102 2,238 26,500 SH DEFINED 2,3 26,500
ALLIANCE CAPITAL MANAGEMENT HLDG COMMON 01855A101 5,143 102,600 SH DEFINED 1 102,600
ALLIANCE CAPITAL MANAGEMENT HLDG COMMON 01855A101 12,576 250,900 SH DEFINED 1,5 250,900
ALLIANCE CAPITAL MANAGEMENT HLDG COMMON 01855A101 140 2,800 SH DEFINED 2 2,800
ALLIED CAPITAL CORP COMMON 01903Q108 9,159 441,400 SH DEFINED 1 441,400
ALLIED WASTE INDUSTRIES INC COMMON 019589308 9 1,000 SH DEFINED 1 1,000
ALLTEL CORP COMMON 020039103 960 18,400 SH DEFINED 1,4 18,400
ALPHA INDUSTRIES INC COMMON 020753109 180,657 5,303,700 SH DEFINED 1 5,303,700
ALPHA INDUSTRIES INC COMMON 020753109 338 9,910 SH DEFINED 1,5 9,910
ALPHA INDUSTRIES INC COMMON 020753109 7,899 231,900 SH DEFINED 2 231,900
ALPHA INDUSTRIES INC COMMON 020753109 1,114 32,700 SH DEFINED 2,3 32,700
ALPHARMA INC CL A COMMON 020813101 107,937 1,765,834 SH DEFINED 1 1,765,834
ALPHARMA INC CL A COMMON 020813101 180 2,950 SH DEFINED 1,5 2,950
ALPHARMA INC CL A COMMON 020813101 3,900 63,800 SH DEFINED 2 63,800
ALPHARMA INC CL A COMMON 020813101 544 8,900 SH DEFINED 2,3 8,900
ALTEON WEBSYSTEMS INC COMMON 02145A109 7,306 67,400 SH DEFINED 1,5 67,400
ALTERA CORP COMMON 021441100 55,118 1,154,300 SH DEFINED 1 1,154,300
ALTERA CORP COMMON 021441100 220,987 4,628,000 SH DEFINED 1,2 4,628,000
ALTERA CORP COMMON 021441100 860 18,000 SH DEFINED 1,4 18,000
ALTERA CORP COMMON 021441100 10,314 216,000 SH DEFINED 1,5 216,000
ALTERA CORP COMMON 021441100 6,527 136,700 SH DEFINED 2 136,700
ALTERA CORP COMMON 021441100 1,561 32,700 SH DEFINED 2,3 32,700
AMAZON.COM INC COMMON 023135106 6,342 165,000 SH DEFINED 1 165,000
AMAZON.COM INC COMMON 023135106 19,219 500,000 SH DEFINED 1,2 500,000
AMAZON.COM INC CVT 144A CONVERT 023135AD8 2,345 3,500,000 PRN DEFINED 1 3,500,000
AMAZON.COM INC CVT 144A CONVERT 023135AD8 335 500,000 PRN DEFINED 2,3 500,000
</TABLE>
Page 5 of 89
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMBAC INC COMMON 023139108 15,910 217,200 SH DEFINED 1 217,200
AMDOCS LTD COMMON G02602103 864 13,850 SH DEFINED 1 13,850
AMERADA HESS CORP COMMON 023551104 1,004 15,000 SH DEFINED 1,5 15,000
AMERICA ONLINE INC COMMON 02364J104 106,576 1,982,800 SH DEFINED 1 1,982,800
AMERICA ONLINE INC COMMON 02364J104 80,625 1,500,000 SH DEFINED 1,2 1,500,000
AMERICA ONLINE INC COMMON 02364J104 4,359 81,100 SH DEFINED 2 81,100
AMERICA ONLINE INC COMMON 02364J104 925 17,200 SH DEFINED 2,3 17,200
AMERICAN CAPITAL STRATEGIES COMMON 024937104 13,142 554,800 SH DEFINED 1 554,800
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 11,038 350,400 SH DEFINED 1 350,400
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 800 25,400 SH DEFINED 1,5 25,400
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 4,564 144,900 SH DEFINED 2 144,900
AMERICAN EXPRESS CO COMMON 025816109 832,172 13,698,300 SH DEFINED 1 13,698,300
AMERICAN EXPRESS CO COMMON 025816109 419,175 6,900,000 SH DEFINED 1,2 6,900,000
AMERICAN EXPRESS CO COMMON 025816109 693 11,400 SH DEFINED 1,5 11,400
AMERICAN EXPRESS CO COMMON 025816109 22,130 364,255 SH DEFINED 2 364,255
AMERICAN EXPRESS CO COMMON 025816109 565 9,300 SH DEFINED 2,3 9,300
AMERICAN GENERAL CORP. COMMON 026351106 3,752 48,100 SH DEFINED 1,4 48,100
AMERICAN HOME PRODUCTS CORP COMMON 026609107 101,835 1,800,400 SH DEFINED 1 1,800,400
AMERICAN HOME PRODUCTS CORP COMMON 026609107 113,125 2,000,000 SH DEFINED 1,2 2,000,000
AMERICAN HOME PRODUCTS CORP COMMON 026609107 1,838 32,500 SH DEFINED 1,4 32,500
AMERICAN HOME PRODUCTS CORP COMMON 026609107 3,224 57,000 SH DEFINED 2 57,000
AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,478,109 15,447,252 SH DEFINED 1 15,447,252
AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 287,063 3,000,000 SH DEFINED 1,2 3,000,000
AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 4,421 46,200 SH DEFINED 1,4 46,200
AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,053 11,000 SH DEFINED 1,5 11,000
AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 22,096 230,900 SH DEFINED 2 230,900
AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 488 5,100 SH DEFINED 2,3 5,100
AMERICAN POWER CONVERSION CORP COMMON 029066107 21,371 1,113,800 SH DEFINED 1 1,113,800
AMERICAN POWER CONVERSION CORP COMMON 029066107 100,734 5,250,000 SH DEFINED 1,2 5,250,000
AMERICAN POWER CONVERSION CORP COMMON 029066107 6,610 344,500 SH DEFINED 2 344,500
AMERICAN POWER CONVERSION CORP COMMON 029066107 390 20,300 SH DEFINED 2,3 20,300
AMERICREDIT CORP COMMON 03060R101 21,171 734,800 SH DEFINED 1 734,800
</TABLE>
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<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERISOURCE HEALTH CORP COMMON 03071P102 74,965 1,595,000 SH DEFINED 1 1,595,000
AMERISOURCE HEALTH CORP COMMON 03071P102 47,940 1,020,000 SH DEFINED 1,4 1,020,000
AMGEN INC COMMON 031162100 282,937 4,051,900 SH DEFINED 1 4,051,900
AMGEN INC COMMON 031162100 149,279 2,137,800 SH DEFINED 1,2 2,137,800
AMGEN INC COMMON 031162100 20,948 300,000 SH DEFINED 1,4 300,000
AMGEN INC COMMON 031162100 9,336 133,700 SH DEFINED 1,5 133,700
AMGEN INC COMMON 031162100 7,451 106,700 SH DEFINED 2 106,700
AMGEN INC COMMON 031162100 1,438 20,600 SH DEFINED 2,3 20,600
AMKOR TECHNOLOGIES INC COMMON 031652100 3,396 130,000 SH DEFINED 1 130,000
AMPHENOL CORP-CL A COMMON 032095101 4,555 80,000 SH DEFINED 1 80,000
AMPHENOL CORP-CL A COMMON 032095101 5,614 98,600 SH DEFINED 1,5 98,600
ANADARKO PETROLEUM CORP COMMON 032511107 22,249 334,770 SH DEFINED 1 334,770
ANADARKO PETROLEUM CORP COMMON 032511107 66,460 1,000,000 SH DEFINED 1,2 1,000,000
ANADARKO PETROLEUM CORP COMMON 032511107 13,044 196,264 SH DEFINED 1,5 196,264
ANADARKO PETROLEUM CORP COMMON 032511107 9,036 135,956 SH DEFINED 2 135,956
ANADARKO PETROLEUM CORP COMMON 032511107 233 3,500 SH DEFINED 2,3 3,500
ANALOG DEVICES INC COMMON 032654105 1,303,612 15,789,400 SH DEFINED 1 15,789,400
ANALOG DEVICES INC COMMON 032654105 775,155 9,388,700 SH DEFINED 1,2 9,388,700
ANALOG DEVICES INC COMMON 032654105 3,278 39,700 SH DEFINED 1,5 39,700
ANALOG DEVICES INC COMMON 032654105 51,926 628,925 SH DEFINED 2 628,925
ANALOG DEVICES INC COMMON 032654105 4,995 60,500 SH DEFINED 2,3 60,500
ANAREN MICROWAVE INC COMMON 032744104 93,283 687,800 SH DEFINED 1 687,800
ANAREN MICROWAVE INC COMMON 032744104 217 1,600 SH DEFINED 1,5 1,600
ANAREN MICROWAVE INC COMMON 032744104 5,120 37,750 SH DEFINED 2 37,750
ANAREN MICROWAVE INC COMMON 032744104 753 5,550 SH DEFINED 2,3 5,550
ANDREW CORP COMMON 034425108 16,730 638,850 SH DEFINED 1 638,850
ANDREW CORP COMMON 034425108 1,228 46,900 SH DEFINED 1,5 46,900
ANDREW CORP COMMON 034425108 4,080 155,800 SH DEFINED 2 155,800
ANDRX GROUP COMMON 034553107 4,052 43,400 SH DEFINED 1 43,400
ANDRX GROUP COMMON 034553107 15,743 168,600 SH DEFINED 1,5 168,600
ANDRX GROUP COMMON 034553107 177 1,900 SH DEFINED 2 1,900
ANESTA CORP COMMON 034603100 4,600 200,000 SH DEFINED 1 200,000
ANGIOTECH PHARMACEUTICALS
INC COMMON 034918102 130 3,300 SH DEFINED 1 3,300
</TABLE>
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<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANHEUSER-BUSCH COS INC COMMON 035229103 2,370 56,000 SH DEFINED 1,4 56,000
ANN TAYLOR STORES INC COMMON 036115103 11,835 307,900 SH DEFINED 1 307,900
ANN TAYLOR STORES INC COMMON 036115103 773 20,100 SH DEFINED 1,5 20,100
ANN TAYLOR STORES INC COMMON 036115103 3,978 103,500 SH DEFINED 2 103,500
ANNUITY AND LIFE RE
(HOLDINGS) LTD COMMON G03910109 5,088 210,900 SH DEFINED 1 210,900
AON CORP COMMON 037389103 107,086 2,728,300 SH DEFINED 1 2,728,300
AON CORP COMMON 037389103 80,321 2,046,400 SH DEFINED 1,2 2,046,400
AON CORP COMMON 037389103 577 14,700 SH DEFINED 1,5 14,700
AON CORP COMMON 037389103 10,299 262,400 SH DEFINED 2 262,400
AON CORP COMMON 037389103 283 7,200 SH DEFINED 2,3 7,200
APACHE CORP COMMON 037411105 34,972 591,500 SH DEFINED 1 591,500
APACHE CORP COMMON 037411105 2,022 34,200 SH DEFINED 1,5 34,200
APACHE CORP COMMON 037411105 2,749 46,500 SH DEFINED 2 46,500
APACHE CORPORATION CVT PFD CONVERT 037411600 2,053 40,000 SH DEFINED 1 40,000
APARTMENT INVT & MGMT CO A COMMON 03748R101 8,226 178,590 SH DEFINED 1 178,590
APARTMENT INVT & MGMT CO A COMMON 03748R101 1,898 41,200 SH DEFINED 1,4 41,200
APERIAN INC COMMON 037531100 0 1 SH DEFINED 1 1
APPLE COMPUTER INC COMMON 037833100 516,012 20,039,300 SH DEFINED 1 20,039,300
APPLE COMPUTER INC COMMON 037833100 147 5,700 SH DEFINED 1,5 5,700
APPLE COMPUTER INC COMMON 037833100 8,189 318,000 SH DEFINED 2 318,000
APPLIED MATERIALS INC COMMON 038222105 618,884 10,434,300 SH DEFINED 1 10,434,300
APPLIED MATERIALS INC COMMON 038222105 101,567 1,712,400 SH DEFINED 1,2 1,712,400
APPLIED MATERIALS INC COMMON 038222105 439 7,400 SH DEFINED 1,4 7,400
APPLIED MATERIALS INC COMMON 038222105 1 19 SH DEFINED 1,5 19
APPLIED MATERIALS INC COMMON 038222105 11,234 189,400 SH DEFINED 2 189,400
APPLIED MATERIALS INC COMMON 038222105 599 10,100 SH DEFINED 2,3 10,100
APPLIED MICRO CIRCUITS CORP COMMON 03822W109 306,225 1,478,900 SH DEFINED 1 1,478,900
APPLIED MICRO CIRCUITS CORP COMMON 03822W109 98,355 475,000 SH DEFINED 1,2 475,000
APPLIED MICRO CIRCUITS CORP COMMON 03822W109 5,177 25,000 SH DEFINED 1,5 25,000
APPLIED MICRO CIRCUITS CORP COMMON 03822W109 5,073 24,500 SH DEFINED 2 24,500
APPLIED MICRO CIRCUITS CORP COMMON 03822W109 1,781 8,600 SH DEFINED 2,3 8,600
APW LTD COMMON G04397108 43,563 893,600 SH DEFINED 1 893,600
</TABLE>
Page 8 of 89
<PAGE> 11
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARCH WIRELESS INC COMMON 039392105 7,106 1,421,200 SH DEFINED 1 1,421,200
ARDEN REALTY GROUP, INC COMMON 039793104 2,113 78,800 SH DEFINED 1,4 78,800
ARIBA INC COMMON 04033V104 183,602 1,281,550 SH DEFINED 1 1,281,550
ARIBA INC COMMON 04033V104 300,858 2,100,000 SH DEFINED 1,2 2,100,000
ARIBA INC COMMON 04033V104 358 2,500 SH DEFINED 1,5 2,500
ARIBA INC COMMON 04033V104 22,249 155,300 SH DEFINED 2 155,300
ARIBA INC COMMON 04033V104 960 6,700 SH DEFINED 2,3 6,700
ARROW ELECTRONICS INC COMMON 042735100 2,017 59,200 SH DEFINED 1 59,200
ARROW ELECTRONICS INC COMMON 042735100 7,671 225,200 SH DEFINED 1,5 225,200
ARROW ELECTRONICS INC COMMON 042735100 75 2,200 SH DEFINED 2 2,200
ART TECHNOLOGY GROUP INC COMMON 04289L107 31,945 337,150 SH DEFINED 1 337,150
ARTESYN TECHNOLOGIES INC COMMON 043127109 111 3,800 SH DEFINED 1 3,800
ARTHROCARE CORPORATION COMMON 043136100 2,334 120,100 SH DEFINED 1 120,100
ASAT HOLDINGS LTD ADR COMMON 00208B105 4,541 692,000 SH DEFINED 1 692,000
ASIAINFO HOLDINGS INC COMMON 04518A104 1,392 73,500 SH DEFINED 1 73,500
ASM LITHOGRAPHY CVT 144A CONVERT 00207EAB6 1,406 1,250,000 PRN DEFINED 1 1,250,000
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 8,941 276,700 SH DEFINED 1 276,700
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 48,469 1,500,000 SH DEFINED 1,2 1,500,000
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 4,249 131,500 SH DEFINED 1,5 131,500
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 3,199 99,000 SH DEFINED 2 99,000
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 171 5,300 SH DEFINED 2,3 5,300
ASPEN TECHNOLOGY INC COMMON 045327103 45,775 1,014,400 SH DEFINED 1 1,014,400
ASPEN TECHNOLOGY INC COMMON 045327103 149 3,300 SH DEFINED 1,5 3,300
ASPEN TECHNOLOGY INC COMMON 045327103 3,777 83,700 SH DEFINED 2 83,700
ASPEN TECHNOLOGY INC COMMON 045327103 537 11,900 SH DEFINED 2,3 11,900
ASSOCIATES FIRST CAPITAL
CORP COMMON 046008108 11,218 295,200 SH DEFINED 1 295,200
ASSOCIATES FIRST CAPITAL
CORP COMMON 046008108 2,428 63,900 SH DEFINED 1,4 63,900
ASTRAZENECA PLC - SPONS ADR COMMON 046353108 2,365 45,000 SH DEFINED 1,7 45,000
</TABLE>
Page 9 of 89
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASYST TECHNOLOGIES INC COMMON 04648X107 13,811 682,000 SH DEFINED 1 682,000
ASYST TECHNOLOGIES INC COMMON 04648X107 32 1,600 SH DEFINED 1,5 1,600
ASYST TECHNOLOGIES INC COMMON 04648X107 826 40,800 SH DEFINED 2 40,800
ASYST TECHNOLOGIES INC COMMON 04648X107 124 6,100 SH DEFINED 2,3 6,100
AT HOME CORP SR A COMMON 045919107 171,218 12,121,600 SH DEFINED 1 12,121,600
AT HOME CORP SR A COMMON 045919107 2,825 200,000 SH DEFINED 2 200,000
AT&T CORP-LIBERTY MEDIA CL A COMMON 001957208 136,445 7,580,300 SH DEFINED 1 7,580,300
AT&T CORP-LIBERTY MEDIA CL A COMMON 001957208 244,800 13,600,000 SH DEFINED 1,2 13,600,000
AT&T CORP-LIBERTY MEDIA CL A COMMON 001957208 594 33,000 SH DEFINED 1,5 33,000
AT&T CORP-LIBERTY MEDIA CL A COMMON 001957208 130 7,200 SH DEFINED 2 7,200
AT&T CORP-LIBERTY MEDIA CL A COMMON 001957208 1,559 86,600 SH DEFINED 2,3 86,600
AT&T LATIN AMERICA CORP CL A COMMON 04649A106 7,633 904,650 SH DEFINED 1 904,650
ATLAS AIR INC. COMMON 049164106 85 2,000 SH DEFINED 1 2,000
ATMEL CORP COMMON 049513104 2,626 172,900 SH DEFINED 1 172,900
ATMEL CORP COMMON 049513104 31,680 2,085,900 SH DEFINED 1,2 2,085,900
ATMEL CORP COMMON 049513104 301 19,800 SH DEFINED 2,3 19,800
ATS MEDICAL INC COMMON 002083103 2,259 150,000 SH DEFINED 1 150,000
AUGUST TECHNOLOGY CORP COMMON 05106U105 1,656 125,000 SH DEFINED 1 125,000
AURORA BIOSCIENCES CORP COMMON 051920106 17,884 263,000 SH DEFINED 1 263,000
AURORA BIOSCIENCES CORP COMMON 051920106 48 700 SH DEFINED 1,5 700
AURORA BIOSCIENCES CORP COMMON 051920106 1,108 16,300 SH DEFINED 2 16,300
AURORA BIOSCIENCES CORP COMMON 051920106 170 2,500 SH DEFINED 2,3 2,500
AUTOMATIC DATA PROCESSING INC COMMON 053015103 346,285 5,178,100 SH DEFINED 1 5,178,100
AUTOMATIC DATA PROCESSING INC COMMON 053015103 5,551 83,000 SH DEFINED 2 83,000
AVALONBAY COMMUNITIES INC COMMON 053484101 2,394 50,200 SH DEFINED 1,4 50,200
AVANEX CORP COMMON 05348W109 7,786 72,300 SH DEFINED 1 72,300
AVICI SYSTEMS INC COMMON 05367L109 3,329 35,000 SH DEFINED 1 35,000
AVISTA CORP. COMMON 05379B107 563 25,000 SH DEFINED 1 25,000
AVISTA CORP. COMMON 05379B107 225 10,000 SH DEFINED 1,5 10,000
</TABLE>
Page 10 of 89
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AVNET INC COMMON 053807103 12,545 442,100 SH DEFINED 1 442,100
AVOCENT CORP COMMON 053893103 20,741 376,250 SH DEFINED 1 376,250
AVOCENT CORP COMMON 053893103 50 900 SH DEFINED 1,5 900
AVOCENT CORP COMMON 053893103 1,144 20,750 SH DEFINED 2 20,750
AVOCENT CORP COMMON 053893103 181 3,275 SH DEFINED 2,3 3,275
AXA FINANCIAL INC COMMON 002451102 50,912 999,500 SH DEFINED 1 999,500
AXA FINANCIAL INC COMMON 002451102 3,270 64,200 SH DEFINED 2 64,200
AXCELIS TECHNOLOGIES INC COMMON 054540109 6,151 518,000 SH DEFINED 1 518,000
AXCELIS TECHNOLOGIES INC COMMON 054540109 20 1,700 SH DEFINED 1,5 1,700
AXCELIS TECHNOLOGIES INC COMMON 054540109 469 39,500 SH DEFINED 2 39,500
BAKER HUGHES, INC. COMMON 057224107 9,055 243,900 SH DEFINED 1 243,900
BALLARD POWER SYSTEMS INC COMMON 05858H104 5,463 50,000 SH DEFINED 1,5 50,000
BANCO DE A. EDWARDS- SPONS
ADR COMMON 059504100 347 26,700 SH DEFINED 1,6 26,700
BANCO HIPOTECARIO ADR COMMON 05961A103 659 85,000 SH DEFINED 1,6 85,000
BANK OF AMERICA CORP COMMON 060505104 45,812 874,699 SH DEFINED 1 874,699
BANK OF AMERICA CORP COMMON 060505104 3,488 66,600 SH DEFINED 1,4 66,600
BANK OF NEW YORK CO COMMON 064057102 9,155 163,300 SH DEFINED 1 163,300
BANK UNITED CORP CL A COMMON 065412108 21,537 424,900 SH DEFINED 1 424,900
BANK UNITED CORP CL A COMMON 065412108 56 1,100 SH DEFINED 1,5 1,100
BANK UNITED CORP CL A COMMON 065412108 1,303 25,700 SH DEFINED 2 25,700
BANK UNITED CORP CL A COMMON 065412108 198 3,900 SH DEFINED 2,3 3,900
BAR TECHNOLOGIES WTS
EXP 4/1/01 COMMON 067016113 0 6,000 SH DEFINED 1 6,000
BARNES & NOBLE, INC. COMMON 067774109 4,922 250,000 SH DEFINED 1 250,000
BARR LABORATORIES INC COMMON 068306109 4,808 72,500 SH DEFINED 1 72,500
BARR LABORATORIES INC COMMON 068306109 13,263 200,000 SH DEFINED 1,4 200,000
BARRETT RESOURCES CORP COMMON 068480201 764 20,200 SH DEFINED 1 20,200
BARRETT RESOURCES CORP COMMON 068480201 132 3,500 SH DEFINED 1,5 3,500
BARRICK GOLD CORP COMMON 067901108 3,508 230,000 SH DEFINED 1,5 230,000
</TABLE>
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<PAGE> 14
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BASF AG - SPONSORED ADR COMMON 055262505 2,120 60,000 SH DEFINED 1,7 60,000
BAXTER INTERNATIONAL INC COMMON 071813109 23,944 300,000 SH DEFINED 1 300,000
BAXTER INTERNATIONAL INC COMMON 071813109 3,722 46,600 SH DEFINED 2 46,600
BAYER AG - ADR COMMON 072730302 1,294 35,000 SH DEFINED 1,7 35,000
BCE INC. COMMON 05534B109 8,703 372,324 SH DEFINED 1,5 372,324
BEA SYSTEMS INC COMMON 073325102 168,494 2,163,650 SH DEFINED 1 2,163,650
BEA SYSTEMS INC COMMON 073325102 171,325 2,200,000 SH DEFINED 1,2 2,200,000
BEA SYSTEMS INC COMMON 073325102 273 3,500 SH DEFINED 1,5 3,500
BEA SYSTEMS INC COMMON 073325102 22,919 294,300 SH DEFINED 2 294,300
BEA SYSTEMS INC COMMON 073325102 1,082 13,900 SH DEFINED 2,3 13,900
BEBE STORES INC COMMON 075571109 4,463 300,000 SH DEFINED 1 300,000
BECKMAN COULTER INC COMMON 075811109 36,202 469,400 SH DEFINED 1 469,400
BED BATH AND BEYOND INC COMMON 075896100 53,279 2,184,400 SH DEFINED 1 2,184,400
BED BATH AND BEYOND INC COMMON 075896100 243,906 10,000,000 SH DEFINED 1,2 10,000,000
BED BATH AND BEYOND INC COMMON 075896100 2,149 88,100 SH DEFINED 1,5 88,100
BED BATH AND BEYOND INC COMMON 075896100 25,571 1,048,400 SH DEFINED 2 1,048,400
BED BATH AND BEYOND INC COMMON 075896100 963 39,500 SH DEFINED 2,3 39,500
BELLSOUTH CORP COMMON 079860102 54,430 1,352,300 SH DEFINED 1 1,352,300
BELLSOUTH CORP COMMON 079860102 3,190 79,200 SH DEFINED 2 79,200
BEST BUY CO INC COMMON 086516101 683,123 10,736,700 SH DEFINED 1 10,736,700
BEST BUY CO INC COMMON 086516101 194,304 3,053,900 SH DEFINED 1,2 3,053,900
BEST BUY CO INC COMMON 086516101 865 13,600 SH DEFINED 1,5 13,600
BEST BUY CO INC COMMON 086516101 16,721 262,800 SH DEFINED 2 262,800
BEST BUY CO INC COMMON 086516101 382 6,000 SH DEFINED 2,3 6,000
BINDLEY WESTERN INDUSTRY COMMON 090324104 6,765 211,400 SH DEFINED 1 211,400
BIOMET INC COMMON 090613100 14,058 401,650 SH DEFINED 1 401,650
BIOMET INC COMMON 090613100 103,672 2,962,050 SH DEFINED 1,2 2,962,050
BIOMET INC COMMON 090613100 1,831 52,300 SH DEFINED 1,4 52,300
BIOMET INC COMMON 090613100 6,928 197,950 SH DEFINED 2 197,950
BIOMET INC COMMON 090613100 399 11,400 SH DEFINED 2,3 11,400
</TABLE>
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<PAGE> 15
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BIOSITE DIAGNOSTICS INC COMMON 090945106 24,196 606,800 SH DEFINED 1 606,800
BIOSITE DIAGNOSTICS INC COMMON 090945106 64 1,600 SH DEFINED 1,5 1,600
BIOSITE DIAGNOSTICS INC COMMON 090945106 1,627 40,800 SH DEFINED 2 40,800
BIOSITE DIAGNOSTICS INC COMMON 090945106 247 6,200 SH DEFINED 2,3 6,200
BIOSOURCE INTERNATIONAL INC COMMON 09066H104 6,200 200,000 SH DEFINED 1 200,000
BIOVAIL CORP COMMON 09067J109 62,617 768,900 SH DEFINED 1 768,900
BIOVAIL CORP COMMON 09067J109 16,499 202,600 SH DEFINED 1,5 202,600
BIOVAIL CORP COMMON 09067J109 1,547 19,000 SH DEFINED 2 19,000
BIOVAIL CORP COMMON 09067J109 228 2,800 SH DEFINED 2,3 2,800
BIRCH TELECOM WTS 144A COMMON 09069B112 1 10 SH DEFINED 2 10
BJ SERVICES CO COMMON 055482103 49,860 815,700 SH DEFINED 1 815,700
BJ SERVICES CO COMMON 055482103 61,125 1,000,000 SH DEFINED 1,2 1,000,000
BJ SERVICES CO COMMON 055482103 19,175 313,700 SH DEFINED 1,5 313,700
BJ SERVICES CO COMMON 055482103 8,570 140,200 SH DEFINED 2 140,200
BJ SERVICES CO COMMON 055482103 434 7,100 SH DEFINED 2,3 7,100
BJ'S WHOLESALE CLUB INC COMMON 05548J106 13,445 394,000 SH DEFINED 1 394,000
BLACK BOX CORP COMMON 091826107 23,783 510,100 SH DEFINED 1 510,100
BLACK BOX CORP COMMON 091826107 75 1,600 SH DEFINED 1,5 1,600
BLACK BOX CORP COMMON 091826107 1,949 41,800 SH DEFINED 2 41,800
BLACK BOX CORP COMMON 091826107 284 6,100 SH DEFINED 2,3 6,100
BLOCK H&R INC COMMON 093671105 53,540 1,444,600 SH DEFINED 1 1,444,600
BLUE MARTINI SOFTWARE INC COMMON 095698106 9,637 284,500 SH DEFINED 1 284,500
BMC SOFTWARE, INC COMMON 055921100 17,400 909,800 SH DEFINED 1 909,800
BOOKHAM TECHNOLOGY ADR COMMON 09856Q108 4,013 93,600 SH DEFINED 1 93,600
BOOKHAM TECHNOLOGY ADR COMMON 09856Q108 424 9,900 SH DEFINED 1,5 9,900
BOOKHAM TECHNOLOGY ADR COMMON 09856Q108 3,589 83,700 SH DEFINED 2 83,700
BOSTON PROPERTIES INC COMMON 101121101 2,598 60,500 SH DEFINED 1,4 60,500
BOUYGUES OFFSHORE SA ADR COMMON 102112109 564 21,700 SH DEFINED 1 21,700
BOWATER INC COMMON 102183100 16,290 350,800 SH DEFINED 1 350,800
BOWATER INC COMMON 102183100 28 600 SH DEFINED 2 600
</TABLE>
Page 13 of 89
<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BP AMOCO PLC ADR COMMON 055622104 278,502 5,254,760 SH DEFINED 1 5,254,760
BP AMOCO PLC ADR COMMON 055622104 2,258 42,600 SH DEFINED 1,4 42,600
BP AMOCO PLC ADR COMMON 055622104 5,035 95,000 SH DEFINED 1,5 95,000
BP AMOCO PLC ADR COMMON 055622104 4,611 87,000 SH DEFINED 2 87,000
BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 1,388 100,000 SH DEFINED 1 100,000
BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 4,856 350,000 SH DEFINED 1,5 350,000
BRANDYWINE REALTY TRUST COMMON 105368203 486 24,000 SH DEFINED 1,4 24,000
BRASIL DISTR PAO ADR COMMON 20440T201 10,317 277,419 SH DEFINED 1 277,419
BRASIL DISTR PAO ADR COMMON 20440T201 19 500 SH DEFINED 1,5 500
BRASIL TELECOM PART SA ADR COMMON 105530109 10,497 180,210 SH DEFINED 1 180,210
BRASIL TELECOM PART SA ADR COMMON 105530109 1,049 18,000 SH DEFINED 1,5 18,000
BRASIL TELECOM PART SA ADR COMMON 105530109 2,184 37,500 SH DEFINED 1,6 37,500
BRASIL TELECOM PART SA ADR COMMON 105530109 1,188 20,403 SH DEFINED 2 20,403
BREEZECOM LTD COMMON M20385106 20,118 610,800 SH DEFINED 1 610,800
BREEZECOM LTD COMMON M20385106 46 1,400 SH DEFINED 1,5 1,400
BREEZECOM LTD COMMON M20385106 1,080 32,800 SH DEFINED 2 32,800
BREEZECOM LTD COMMON M20385106 161 4,900 SH DEFINED 2,3 4,900
BRINKER INTL INC COMMON 109641100 15,162 503,300 SH DEFINED 1 503,300
BRINKER INTL INC COMMON 109641100 111,002 3,684,700 SH DEFINED 1,2 3,684,700
BRINKER INTL INC COMMON 109641100 699 23,200 SH DEFINED 1,5 23,200
BRINKER INTL INC COMMON 109641100 11,809 392,000 SH DEFINED 2 392,000
BRINKER INTL INC COMMON 109641100 401 13,300 SH DEFINED 2,3 13,300
BRISTOL-MYERS SQUIBB CO COMMON 110122108 22,050 386,000 SH DEFINED 1 386,000
BRISTOL-MYERS SQUIBB CO COMMON 110122108 3,593 62,900 SH DEFINED 1,4 62,900
BRISTOL-MYERS SQUIBB CO COMMON 110122108 34 600 SH DEFINED 2 600
BRITISH AIRWAYS - SPONS ADR COMMON 110419306 1,283 30,000 SH DEFINED 1,7 30,000
BRITISH TELECOM PLC-SPON ADR COMMON 111021408 2,141 20,000 SH DEFINED 1,7 20,000
BROADBASE SOFTWARE INC COMMON 11130R100 1,628 120,000 SH DEFINED 1 120,000
BROADCOM CORP CL A COMMON 111320107 200,484 822,500 SH DEFINED 1 822,500
BROADCOM CORP CL A COMMON 111320107 3,876 15,900 SH DEFINED 1,5 15,900
BROADCOM CORP CL A COMMON 111320107 1,950 8,000 SH DEFINED 2 8,000
</TABLE>
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<PAGE> 17
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BROADWING INC COMMON 111620100 48,066 1,880,345 SH DEFINED 1 1,880,345
BROADWING INC COMMON 111620100 76,688 3,000,000 SH DEFINED 1,2 3,000,000
BROADWING INC COMMON 111620100 7,425 290,342 SH DEFINED 2 290,342
BROADWING INC COMMON 111620100 263 10,300 SH DEFINED 2,3 10,300
BROCADE COMMUNICATIONS
SYSTEMS INC COMMON 111621108 510,374 2,162,600 SH DEFINED 1 2,162,600
BROCADE COMMUNICATIONS
SYSTEMS INC COMMON 111621108 501,500 2,125,000 SH DEFINED 1,2 2,125,000
BROCADE COMMUNICATIONS
SYSTEMS INC COMMON 111621108 19,564 82,900 SH DEFINED 1,5 82,900
BROCADE COMMUNICATIONS
SYSTEMS INC COMMON 111621108 32,727 138,675 SH DEFINED 2 138,675
BROCADE COMMUNICATIONS
SYSTEMS INC COMMON 111621108 3,233 13,700 SH DEFINED 2,3 13,700
BROOKS AUTOMATION INC COMMON 11434A100 16,748 505,600 SH DEFINED 1 505,600
BROOKS AUTOMATION INC COMMON 11434A100 43 1,300 SH DEFINED 1,5 1,300
BROOKS AUTOMATION INC COMMON 11434A100 1,083 32,700 SH DEFINED 2 32,700
BROOKS AUTOMATION INC COMMON 11434A100 162 4,900 SH DEFINED 2,3 4,900
BROOKTROUT TECHNOLOGY INC COMMON 114580103 186 5,650 SH DEFINED 1 5,650
BURLINGTON RESOURCES INC COMMON 122014103 2,319 63,000 SH DEFINED 1 63,000
BURLINGTON RESOURCES INC COMMON 122014103 5,522 150,000 SH DEFINED 1,5 150,000
BUSINESS OBJECTS ADR COMMON 12328X107 74,406 658,100 SH DEFINED 1 658,100
BUSINESS OBJECTS ADR COMMON 12328X107 124,369 1,100,000 SH DEFINED 1,2 1,100,000
BUSINESS OBJECTS ADR COMMON 12328X107 154 1,360 SH DEFINED 1,5 1,360
BUSINESS OBJECTS ADR COMMON 12328X107 10,967 97,000 SH DEFINED 2 97,000
BUSINESS OBJECTS ADR COMMON 12328X107 848 7,500 SH DEFINED 2,3 7,500
C&D TECHNOLOGIES INC COMMON 124661109 12,939 228,000 SH DEFINED 1 228,000
CABLE DESIGN TECHNOLOGIES
CORP COMMON 126924109 1,338 55,050 SH DEFINED 1 55,050
CABLE DESIGN TECHNOLOGIES
CORP COMMON 126924109 47 1,950 SH DEFINED 2 1,950
CABLETRON SYSTEMS, INC. COMMON 126920107 8,081 275,100 SH DEFINED 1 275,100
CABOT INDUSTRIAL TRUST COMMON 127072106 598 30,000 SH DEFINED 1,4 30,000
CACHEFLOW INC COMMON 126946102 3,718 26,000 SH DEFINED 1 26,000
CADENCE DESIGN SYSTEMS COMMON 127387108 13,943 542,800 SH DEFINED 1 542,800
</TABLE>
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<PAGE> 18
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAL DIVE INTL INC COMMON 127914109 52,727 922,000 SH DEFINED 1 922,000
CAL DIVE INTL INC COMMON 127914109 92 1,600 SH DEFINED 1,5 1,600
CAL DIVE INTL INC COMMON 127914109 2,333 40,800 SH DEFINED 2 40,800
CAL DIVE INTL INC COMMON 127914109 349 6,100 SH DEFINED 2,3 6,100
CALPINE CAP III 144A CVT
PFD 5 8/30 CONVERT 13134R201 37,120 537,000 SH DEFINED 1 537,000
CALPINE CAP III 144A CVT
PFD 5 8/30 CONVERT 13134R201 4,355 63,000 SH DEFINED 2 63,000
CALPINE CORP COMMON 131347106 52,741 505,300 SH DEFINED 1 505,300
CALPINE CORP COMMON 131347106 146,125 1,400,000 SH DEFINED 1,2 1,400,000
CALPINE CORP COMMON 131347106 17,253 165,300 SH DEFINED 1,5 165,300
CALPINE CORP COMMON 131347106 240 2,300 SH DEFINED 2 2,300
CALPINE CORP COMMON 131347106 1,388 13,300 SH DEFINED 2,3 13,300
CALPINE CORP COMMON 131347106 4,436 42,500 PUT DEFINED 1 42,500
CAMDEN PROPERTY TRUST COMMON 133131102 558 18,000 SH DEFINED 1,4 18,000
CANADIAN NATIONAL RAILWAY COMMON 136375102 17,634 601,600 SH DEFINED 1 601,600
CANADIAN NATIONAL RAILWAY COMMON 136375102 5,306 181,000 SH DEFINED 1,5 181,000
CANADIAN NATIONAL RAILWAY COMMON 136375102 32 1,100 SH DEFINED 2 1,100
CANDESCENT TECH CVT 144A
8.00 5/03 CONVERT 137392AA4 27,584 38,850,000 PRN DEFINED 1 38,850,000
CANDESCENT TECH CVT 144A
8.00 5/03 CONVERT 137392AA4 28,968 40,800,000 PRN DEFINED 1,2 40,800,000
CANDESCENT TECH CVT 144A
8.00 5/03 CONVERT 137392AA4 2,095 2,950,000 PRN DEFINED 2 2,950,000
CANDESCENT TECH CVT 144A
8.00 5/03 CONVERT 137392AB2 6,473 9,117,000 PRN DEFINED 1 9,117,000
CANDESCENT TECH CVT 144A
8.00 5/03 CONVERT 137392AB2 8,307 11,700,000 PRN DEFINED 1,2 11,700,000
CANDESCENT TECH CVT 144A
8.00 5/03 CONVERT 137392AB2 355 500,000 PRN DEFINED 2 500,000
CANON INC ADR COMMON 138006309 3,319 75,000 SH DEFINED 1,7 75,000
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 44,343 632,900 SH DEFINED 1 632,900
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 140,125 2,000,000 SH DEFINED 1,2 2,000,000
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1,310 18,700 SH DEFINED 1,5 18,700
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 14,629 208,800 SH DEFINED 2 208,800
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 539 7,700 SH DEFINED 2,3 7,700
CAPSTONE TURBINE CORP COMMON 14067D102 5,194 75,000 SH DEFINED 1 75,000
CAREER EDUCATION CORP COMMON 141665109 6,675 150,000 SH DEFINED 1 150,000
</TABLE>
Page 16 of 89
<PAGE> 19
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAREMARK RX INC COMMON 141705103 5,303 471,400 SH DEFINED 1 471,400
CAREMARK RX INC COMMON 141705103 657 58,400 SH DEFINED 1,5 58,400
CAREMARK RX INC COMMON 141705103 2,541 225,900 SH DEFINED 2 225,900
CARLTON COMM PLC - SPONS ADR COMMON 142872209 1,630 40,000 SH DEFINED 1,7 40,000
CARRAMERICA REALTY CORP COMMON 144418100 136 4,500 SH DEFINED 1 4,500
CBL & ASSOCIATES PROPERTIES COMMON 124830100 827 33,000 SH DEFINED 1,4 33,000
C-COR.NET CORP COMMON 125010108 14,663 957,600 SH DEFINED 1 957,600
C-COR.NET CORP COMMON 125010108 30 1,990 SH DEFINED 1,5 1,990
C-COR.NET CORP COMMON 125010108 602 39,300 SH DEFINED 2 39,300
C-COR.NET CORP COMMON 125010108 96 6,300 SH DEFINED 2,3 6,300
C-CUBE MICROSYSTEMS INC COMMON 12501N108 2,563 125,000 SH DEFINED 1 125,000
CDW COMPUTER CENTERS INC COMMON 125129106 113,864 1,650,200 SH DEFINED 1 1,650,200
CDW COMPUTER CENTERS INC COMMON 125129106 103,500 1,500,000 SH DEFINED 1,2 1,500,000
CDW COMPUTER CENTERS INC COMMON 125129106 13,945 202,100 SH DEFINED 1,5 202,100
CDW COMPUTER CENTERS INC COMMON 125129106 13,517 195,900 SH DEFINED 2 195,900
CDW COMPUTER CENTERS INC COMMON 125129106 1,325 19,200 SH DEFINED 2,3 19,200
CEC ENTERTAINMENT INC COMMON 125137109 61,110 1,909,675 SH DEFINED 1 1,909,675
CEC ENTERTAINMENT INC COMMON 125137109 109 3,420 SH DEFINED 1,5 3,420
CEC ENTERTAINMENT INC COMMON 125137109 2,053 64,150 SH DEFINED 2 64,150
CEC ENTERTAINMENT INC COMMON 125137109 312 9,750 SH DEFINED 2,3 9,750
CELCARIBE ORD TRUST CTFS COMMON 150898104 3,415 2,276,400 SH DEFINED 1 2,276,400
CELESTICA INC COMMON 15101Q108 743,129 10,731,100 SH DEFINED 1 10,731,100
CELESTICA INC COMMON 15101Q108 465,914 6,728,000 SH DEFINED 1,2 6,728,000
CELESTICA INC COMMON 15101Q108 13,261 191,490 SH DEFINED 1,5 191,490
CELESTICA INC COMMON 15101Q108 26,682 385,300 SH DEFINED 2 385,300
CELESTICA INC COMMON 15101Q108 997 14,400 SH DEFINED 2,3 14,400
CELESTICA INC CVT 0 8/20 CONVERT 15101QAA6 11,870 23,920,000 PRN DEFINED 1 23,920,000
CELESTICA INC CVT 0 8/20 CONVERT 15101QAA6 121,184 244,200,000 PRN DEFINED 1,2 244,200,000
CELESTICA INC CVT 0 8/20 CONVERT 15101QAA6 8,377 16,880,000 PRN DEFINED 2 16,880,000
CELESTICA INC CVT 0 8/20 CONVERT 15101QAA6 496 1,000,000 PRN DEFINED 2,3 1,000,000
CELLNET DATA SYS 144A WTS
10/1/07 COMMON 15115M135 3 10,000 SH DEFINED 1 10,000
CELLNET DATA SYS 144A WTS
10/1/07 COMMON 15115M135 0 95 SH DEFINED 2 95
</TABLE>
Page 17 of 89
<PAGE> 20
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CEMEX SA - SPONS ADR COMMON 151290889 5,204 259,400 SH DEFINED 1 259,400
CEMEX SA - SPONS ADR COMMON 151290889 8 400 SH DEFINED 1,5 400
CEMEX SA ADR WARRANTS COMMON 151290871 28 16,212 SH DEFINED 1 16,212
CEMIG SA- SPONSORED ADR COMMON 204409601 995 60,000 SH DEFINED 1,6 60,000
CENDANT CORP CVT PFD CONVERT 151313301 1,277 78,000 SH DEFINED 1 78,000
CENDANT CORP CVT PFD NEW CONVERT 151313509 8,081 300,000 SH DEFINED 1 300,000
CENDANT CORP CVT PFD NEW CONVERT 151313509 26,938 1,000,000 SH DEFINED 1,2 1,000,000
CENDANT CORP RTS COMMON 151313111 1,010 160,000 SH DEFINED 1 160,000
CENTURYTEL INC COMMON 156700106 6,570 241,100 SH DEFINED 1 241,100
CEPHALON INC COMMON 156708109 20,288 418,300 SH DEFINED 1 418,300
CEPHALON INC COMMON 156708109 1,649 34,000 SH DEFINED 2 34,000
CERIDIAN CORP COMMON 15677T106 56,484 2,012,800 SH DEFINED 1 2,012,800
CHAMPION ENTERPRISE INC COMMON 158496109 13 3,100 SH DEFINED 2 3,100
CHAMPIONSHIP AUTO RACING INC COMMON 158711101 1,706 70,000 SH DEFINED 1 70,000
CHARLES RIVER LABORATORIES
INTL INC COMMON 159864107 3,475 102,200 SH DEFINED 1 102,200
CHARTER COMMUNICATIONS INC-A COMMON 16117M107 1,784 109,700 SH DEFINED 1 109,700
CHARTERED SEMICONDUCTOR ADR COMMON 16133R106 53,818 886,800 SH DEFINED 1 886,800
CHARTERED SEMICONDUCTOR ADR COMMON 16133R106 36 600 SH DEFINED 1,5 600
CHARTERED SEMICONDUCTOR ADR COMMON 16133R106 1,384 22,800 SH DEFINED 2 22,800
CHASE MANHATTAN CORP COMMON 16161A108 896,222 19,404,000 SH DEFINED 1 19,404,000
CHASE MANHATTAN CORP COMMON 16161A108 484,969 10,500,000 SH DEFINED 1,2 10,500,000
CHASE MANHATTAN CORP COMMON 16161A108 2,545 55,100 SH DEFINED 1,4 55,100
CHASE MANHATTAN CORP COMMON 16161A108 9,492 205,500 SH DEFINED 1,5 205,500
CHASE MANHATTAN CORP COMMON 16161A108 21,320 461,600 SH DEFINED 2 461,600
CHASE MANHATTAN CORP COMMON 16161A108 924 20,000 SH DEFINED 2,3 20,000
</TABLE>
Page 18 of 89
<PAGE> 21
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHECK POINT SOFTWARE TECH COMMON M22465104 179,219 1,137,900 SH DEFINED 1 1,137,900
CHECK POINT SOFTWARE TECH COMMON M22465104 784,555 4,981,300 SH DEFINED 1,2 4,981,300
CHECK POINT SOFTWARE TECH COMMON M22465104 30,963 196,592 SH DEFINED 1,5 196,592
CHECK POINT SOFTWARE TECH COMMON M22465104 49,020 311,240 SH DEFINED 2 311,240
CHECK POINT SOFTWARE TECH COMMON M22465104 4,961 31,500 SH DEFINED 2,3 31,500
CHECKFREE CORP COMMON 162813109 716 17,100 SH DEFINED 1 17,100
CHEVRON CORP COMMON 166751107 853 10,000 SH DEFINED 1 10,000
CHEVRON CORP COMMON 166751107 2,737 32,100 SH DEFINED 1,4 32,100
CHEVRON CORP COMMON 166751107 85 1,000 SH DEFINED 1,5 1,000
CHICO'S FAS INC COMMON 168615102 11,560 340,000 SH DEFINED 1 340,000
CHILDREN'S PLACE RETAIL
STORES INC COMMON 168905107 26,049 1,011,600 SH DEFINED 1 1,011,600
CHILDREN'S PLACE RETAIL
STORES INC COMMON 168905107 72 2,800 SH DEFINED 1,5 2,800
CHILDREN'S PLACE RETAIL
STORES INC COMMON 168905107 1,787 69,400 SH DEFINED 2 69,400
CHILDREN'S PLACE RETAIL
STORES INC COMMON 168905107 260 10,100 SH DEFINED 2,3 10,100
CHILES OFFSHORE INC COMMON 16888M104 5,927 274,100 SH DEFINED 1 274,100
CHILES OFFSHORE INC COMMON 16888M104 625 28,900 SH DEFINED 1,5 28,900
CHILES OFFSHORE INC COMMON 16888M104 1,946 90,000 SH DEFINED 2 90,000
CHINA MOBILE HK LTD SP ADR COMMON 16941M109 178 5,500 SH DEFINED 1 5,500
CHINA MOBILE HK LTD SP ADR COMMON 16941M109 260 8,000 SH DEFINED 1,5 8,000
CHINA.COM CORP -CL A COMMON G2108N109 1,923 144,467 SH DEFINED 1,6 144,467
CHRISTOPHER & BANKS CORP COMMON 171046105 14,578 375,000 SH DEFINED 1 375,000
CIA ANONIMA TELEFONOS
DE VENEZUELA COMMON 204421101 445 18,200 SH DEFINED 1,6 18,200
CIA CERVECERIA UNIDAS
- SP ADR COMMON 204429104 2,989 132,864 SH DEFINED 1,6 132,864
CIENA CORP COMMON 171779101 219,822 1,789,900 SH DEFINED 1 1,789,900
CIENA CORP COMMON 171779101 245,625 2,000,000 SH DEFINED 1,2 2,000,000
CIENA CORP COMMON 171779101 18,938 154,200 SH DEFINED 2 154,200
CIENA CORP COMMON 171779101 958 7,800 SH DEFINED 2,3 7,800
CIGNA CORP COMMON 125509109 3,132 30,000 SH DEFINED 1 30,000
CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 3,770 117,800 SH DEFINED 1 117,800
CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 413 12,900 SH DEFINED 1,5 12,900
</TABLE>
Page 19 of 89
<PAGE> 22
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CIRRUS LOGIC, INC COMMON 172755100 61,190 1,517,900 SH DEFINED 1 1,517,900
CIRRUS LOGIC, INC COMMON 172755100 417 10,350 SH DEFINED 1,5 10,350
CIRRUS LOGIC, INC COMMON 172755100 1,649 40,900 SH DEFINED 2 40,900
CIRRUS LOGIC, INC COMMON 172755100 246 6,100 SH DEFINED 2,3 6,100
CISCO SYSTEMS INC COMMON 17275R102 1,512,577 27,376,968 SH DEFINED 1 27,376,968
CISCO SYSTEMS INC COMMON 17275R102 1,148,438 20,786,200 SH DEFINED 1,2 20,786,200
CISCO SYSTEMS INC COMMON 17275R102 1,602 29,000 SH DEFINED 1,5 29,000
CISCO SYSTEMS INC COMMON 17275R102 48,393 875,900 SH DEFINED 2 875,900
CISCO SYSTEMS INC COMMON 17275R102 7,091 128,350 SH DEFINED 2,3 128,350
CITIGROUP INC COMMON 172967101 1,285,849 23,784,496 SH DEFINED 1 23,784,496
CITIGROUP INC COMMON 172967101 549,635 10,166,666 SH DEFINED 1,2 10,166,666
CITIGROUP INC COMMON 172967101 7,145 132,166 SH DEFINED 1,4 132,166
CITIGROUP INC COMMON 172967101 13,476 249,266 SH DEFINED 1,5 249,266
CITIGROUP INC COMMON 172967101 19,868 367,432 SH DEFINED 2 367,432
CITIGROUP INC COMMON 172967101 2,402 44,433 SH DEFINED 2,3 44,433
CLEAR CHANNEL
COMMUNICATIONS INC COMMON 184502102 60,492 1,070,652 SH DEFINED 1 1,070,652
CLEAR CHANNEL
COMMUNICATIONS INC COMMON 184502102 6,583 116,514 SH DEFINED 2 116,514
CLOROX COMPANY COMMON 189054109 4,748 120,000 SH DEFINED 1 120,000
CLUB REGINA RESORTS
INC WTS COMMON 189473119 0 20 SH DEFINED 2 20
COCA-COLA CO COMMON 191216100 24,867 451,100 SH DEFINED 1 451,100
COCA-COLA CO COMMON 191216100 33 600 SH DEFINED 2 600
COCA-COLA FEMSA S.A.
-SP ADR COMMON 191241108 36,888 1,844,400 SH DEFINED 1 1,844,400
COCA-COLA FEMSA S.A.
-SP ADR COMMON 191241108 11,778 588,900 SH DEFINED 1,5 588,900
COCA-COLA FEMSA S.A.
-SP ADR COMMON 191241108 3,224 161,203 SH DEFINED 2 161,203
COCA-COLA FEMSA S.A.
-SP ADR COMMON 191241108 228 11,400 SH DEFINED 2,3 11,400
COFLEXIP-ADR COMMON 192384105 4,669 75,000 SH DEFINED 1 75,000
COGNOS INC COMMON 19244C109 53,411 1,310,700 SH DEFINED 1 1,310,700
COGNOS INC COMMON 19244C109 18,606 456,600 SH DEFINED 1,5 456,600
COGNOS INC COMMON 19244C109 6,622 162,500 SH DEFINED 2 162,500
COHERENT INC COMMON 192479103 122 1,800 SH DEFINED 1 1,800
COINSTAR INC COMMON 19259P300 2,034 150,000 SH DEFINED 1,5 150,000
</TABLE>
Page 20 of 89
<PAGE> 23
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLGATE PALMOLIVE CO COMMON 194162103 92,592 1,961,700 SH DEFINED 1 1,961,700
COLGATE PALMOLIVE CO COMMON 194162103 1,038 22,000 SH DEFINED 2 22,000
COMCAST CORP SPECIAL CL A COMMON 200300200 1,977,506 48,305,500 SH DEFINED 1 48,305,500
COMCAST CORP SPECIAL CL A COMMON 200300200 122,813 3,000,000 SH DEFINED 1,2 3,000,000
COMCAST CORP SPECIAL CL A COMMON 200300200 1,818 44,400 SH DEFINED 1,4 44,400
COMCAST CORP SPECIAL CL A COMMON 200300200 30,384 742,200 SH DEFINED 2 742,200
COMMERCE BANCSHARES INC COMMON 200525103 140 3,800 SH DEFINED 1 3,800
COMMSCOPE INC COMMON 203372107 43,843 1,789,500 SH DEFINED 1 1,789,500
COMMSCOPE INC COMMON 203372107 103 4,210 SH DEFINED 1,5 4,210
COMMSCOPE INC COMMON 203372107 2,051 83,700 SH DEFINED 2 83,700
COMMSCOPE INC COMMON 203372107 292 11,900 SH DEFINED 2,3 11,900
COMMTOUCH SOFTWARE LTD COMMON M25596103 1,136 60,000 SH DEFINED 1 60,000
COMMUNITY HEALTH SYSTEMS COMMON 203668108 42,211 1,313,950 SH DEFINED 1 1,313,950
COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 47,352 2,140,200 SH DEFINED 1 2,140,200
COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 4,017 181,570 SH DEFINED 1,5 181,570
COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 4,025 181,900 SH DEFINED 2 181,900
COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 248 11,200 SH DEFINED 2,3 11,200
COMPAQ COMPUTER CORP COMMON 204493100 713,302 25,863,000 SH DEFINED 1 25,863,000
COMPAQ COMPUTER CORP COMMON 204493100 11,032 400,000 SH DEFINED 2 400,000
COMPUCREDIT CORP COMMON 20478N100 1,200 21,400 SH DEFINED 1 21,400
COMPUTER ASSOCIATES INTL COMMON 204912109 25,986 1,031,700 SH DEFINED 1 1,031,700
COMPUTER ASSOCIATES INTL COMMON 204912109 1,861 73,900 SH DEFINED 1,4 73,900
COMPUTER LEARNING CENTERS INC COMMON 205199102 26 27,229 SH DEFINED 1 27,229
COMPUTER LEARNING CENTERS INC COMMON 205199102 0 101 SH DEFINED 1,5 101
COMPUTER LEARNING CENTERS INC COMMON 205199102 0 362 SH DEFINED 2,3 362
COMSTOCK RESOURCES INC COMMON 205768203 4,209 370,000 SH DEFINED 1 370,000
COMVERSE TECHNOLOGY CVT CONVERT 205862AG0 39,467 7,825,000 PRN DEFINED 1 7,825,000
COMVERSE TECHNOLOGY CVT CONVERT 205862AG0 3,505 695,000 PRN DEFINED 2 695,000
</TABLE>
Page 21 of 89
<PAGE> 24
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMVERSE TECHNOLOGY INC COMMON 205862402 347,728 3,219,700 SH DEFINED 1 3,219,700
COMVERSE TECHNOLOGY INC COMMON 205862402 745,200 6,900,000 SH DEFINED 1,2 6,900,000
COMVERSE TECHNOLOGY INC COMMON 205862402 3,138 29,060 SH DEFINED 1,5 29,060
COMVERSE TECHNOLOGY INC COMMON 205862402 43,373 401,600 SH DEFINED 2 401,600
COMVERSE TECHNOLOGY INC COMMON 205862402 5,311 49,180 SH DEFINED 2,3 49,180
CONCORD CAMERA CORP COMMON 206156101 5,271 205,700 SH DEFINED 1 205,700
CONCORD EFS INC COMMON 206197105 128,612 3,621,282 SH DEFINED 1 3,621,282
CONCORD EFS INC COMMON 206197105 264 7,430 SH DEFINED 1,5 7,430
CONCORD EFS INC COMMON 206197105 5,873 165,350 SH DEFINED 2 165,350
CONCORD EFS INC COMMON 206197105 845 23,800 SH DEFINED 2,3 23,800
CONCURRENT COMPUTER CORP COMMON 206710204 7,693 404,900 SH DEFINED 1 404,900
CONCURRENT COMPUTER CORP COMMON 206710204 21 1,100 SH DEFINED 1,5 1,100
CONCURRENT COMPUTER CORP COMMON 206710204 600 31,600 SH DEFINED 2 31,600
CONCURRENT COMPUTER CORP COMMON 206710204 87 4,600 SH DEFINED 2,3 4,600
CONOCO INC CL B COMMON 208251405 763 28,326 SH DEFINED 1 28,326
CONOCO INC CL B COMMON 208251405 827 30,700 SH DEFINED 1,5 30,700
CONSTELLATION BRANDS INC A COMMON 21036P108 7,023 129,300 SH DEFINED 1 129,300
CONSTELLATION ENERGY GROUP COMMON 210371100 13,333 268,000 SH DEFINED 1 268,000
CONVERGENT COMMUNICATIONS CO COMMON 211914403 581 182,250 SH DEFINED 1 182,250
CONVERGYS CORP COMMON 212485106 11,456 294,700 SH DEFINED 1 294,700
COOPER CAMERON CORP COMMON 216640102 90,171 1,223,700 SH DEFINED 1 1,223,700
COOPER CAMERON CORP COMMON 216640102 162,569 2,206,200 SH DEFINED 1,2 2,206,200
COOPER CAMERON CORP COMMON 216640102 1,052 14,280 SH DEFINED 1,5 14,280
COOPER CAMERON CORP COMMON 216640102 17,965 243,800 SH DEFINED 2 243,800
COOPER CAMERON CORP COMMON 216640102 1,068 14,500 SH DEFINED 2,3 14,500
COORS (ADOLPH) CO COMMON 217016104 9,478 150,000 SH DEFINED 1 150,000
COPART INC COMMON 217204106 16,574 1,194,500 SH DEFINED 1 1,194,500
COPART INC COMMON 217204106 28 2,000 SH DEFINED 1,5 2,000
COPART INC COMMON 217204106 659 47,500 SH DEFINED 2 47,500
COPART INC COMMON 217204106 100 7,200 SH DEFINED 2,3 7,200
</TABLE>
Page 22 of 89
<PAGE> 25
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COPEL-CIA PARANAENSE ENERGIA-
SP ADR COMMON 20441B407 4,038 455,000 SH DEFINED 1 455,000
COPEL-CIA PARANAENSE ENERGIA-
SP ADR COMMON 20441B407 559 62,935 SH DEFINED 1,6 62,935
COPPER MOUNTAIN NETWORKS INC COMMON 217510106 9,664 257,700 SH DEFINED 1 257,700
COPPER MOUNTAIN NETWORKS INC COMMON 217510106 1,069 28,500 SH DEFINED 2 28,500
CORE LABORATORIES N.V. COMMON N22717107 22,408 912,300 SH DEFINED 1 912,300
CORE LABORATORIES N.V. COMMON N22717107 74 3,000 SH DEFINED 1,5 3,000
CORE LABORATORIES N.V. COMMON N22717107 1,764 71,800 SH DEFINED 2 71,800
CORE LABORATORIES N.V. COMMON N22717107 263 10,700 SH DEFINED 2,3 10,700
CORNING, INC COMMON 219350105 407,692 1,372,700 SH DEFINED 1 1,372,700
CORNING, INC COMMON 219350105 950,400 3,200,000 SH DEFINED 1,2 3,200,000
CORNING, INC COMMON 219350105 5,049 17,000 SH DEFINED 1,5 17,000
CORNING, INC COMMON 219350105 62,637 210,900 SH DEFINED 2 210,900
CORNING, INC COMMON 219350105 4,455 15,000 SH DEFINED 2,3 15,000
CORNING, INC COMMON 219350105 28,809 97,000 PUT DEFINED 1 97,000
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 28,513 708,400 SH DEFINED 1 708,400
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 81 2,000 SH DEFINED 1,5 2,000
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 1,968 48,900 SH DEFINED 2 48,900
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 286 7,100 SH DEFINED 2,3 7,100
CORUS GROUP PLC SPONS ADR COMMON 22087M101 581 75,000 SH DEFINED 1,7 75,000
CORVIS CORP COMMON 221009103 12,551 205,590 SH DEFINED 1 205,590
CORVIS CORP COMMON 221009103 305 5,000 SH DEFINED 1,5 5,000
CORVIS CORP COMMON 221009103 82 1,340 SH DEFINED 2 1,340
COSINE COMMUNICATIONS INC COMMON 221222102 156 2,800 SH DEFINED 1 2,800
COSTCO WHOLESALE CORP COMMON 22160K105 518,902 14,852,300 SH DEFINED 1 14,852,300
COSTCO WHOLESALE CORP COMMON 22160K105 7,665 219,400 SH DEFINED 2 219,400
COX COMMUNICATIONS INC CL A COMMON 224044107 1,148,445 30,024,700 SH DEFINED 1 30,024,700
COX COMMUNICATIONS INC CL A COMMON 224044107 233 6,100 SH DEFINED 1,5 6,100
COX COMMUNICATIONS INC CL A COMMON 224044107 18,268 477,600 SH DEFINED 2 477,600
COX RADIO INC CL A COMMON 224051102 6,257 358,800 SH DEFINED 1 358,800
</TABLE>
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<PAGE> 26
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CRAYFISH CO LTD ADR COMMON 225226109 5,125 1,518,400 SH DEFINED 1 1,518,400
CRAYFISH CO LTD ADR COMMON 225226109 3 1,000 SH DEFINED 1,5 1,000
CRAYFISH CO LTD ADR COMMON 225226109 563 166,900 SH DEFINED 2 166,900
CRAYFISH CO LTD ADR COMMON 225226109 17 5,000 SH DEFINED 2,3 5,000
CRED SUIS FIRST BOSTON CVT CONVERT 2254C0AJ6 32 35,000 PRN DEFINED 1,5 35,000
CREDENCE SYSTEMS CO COMMON 225302108 43,620 1,454,000 SH DEFINED 1 1,454,000
CREDENCE SYSTEMS CO COMMON 225302108 46,500 1,550,000 SH DEFINED 1,2 1,550,000
CREDENCE SYSTEMS CO COMMON 225302108 113 3,770 SH DEFINED 1,5 3,770
CREDENCE SYSTEMS CO COMMON 225302108 2,712 90,400 SH DEFINED 2 90,400
CREDENCE SYSTEMS CO COMMON 225302108 852 28,400 SH DEFINED 2,3 28,400
CREDICORP LIMITED COMMON G2519Y108 870 120,000 SH DEFINED 1,6 120,000
CREE INC COMMON 225447101 106,090 912,600 SH DEFINED 1 912,600
CREE INC COMMON 225447101 162,750 1,400,000 SH DEFINED 1,2 1,400,000
CREE INC COMMON 225447101 9,140 78,620 SH DEFINED 1,5 78,620
CREE INC COMMON 225447101 6,257 53,825 SH DEFINED 2 53,825
CREE INC COMMON 225447101 1,976 17,000 SH DEFINED 2,3 17,000
CRITICAL PATH INC COMMON 22674V100 18,146 298,700 SH DEFINED 1 298,700
CRITICAL PATH INC COMMON 22674V100 2,327 38,300 SH DEFINED 2 38,300
CROSS TIMBERS OIL CO. COMMON 227573102 576 30,000 SH DEFINED 1 30,000
CROWN CASTLE INT CVT PFD 6.25 CONVERT 228227401 13,500 250,000 SH DEFINED 1 250,000
CROWN CASTLE INTERNATIONAL
CORP COMMON 228227104 16,848 542,400 SH DEFINED 1 542,400
CROWN CASTLE INTERNATIONAL
CORP COMMON 228227104 108,719 3,500,000 SH DEFINED 1,2 3,500,000
CROWN CASTLE INTERNATIONAL
CORP COMMON 228227104 1,075 34,600 SH DEFINED 1,5 34,600
CROWN CASTLE INTERNATIONAL
CORP COMMON 228227104 11,630 374,400 SH DEFINED 2 374,400
CROWN CASTLE INTERNATIONAL
CORP COMMON 228227104 416 13,400 SH DEFINED 2,3 13,400
CSC HOLDINGS INC PFD M PREFERRED 126304401 1 10 SH DEFINED 2 10
CSG SYSTEMS INTERNATIONAL
INC COMMON 126349109 11,675 402,600 SH DEFINED 1 402,600
CSG SYSTEMS INTERNATIONAL
INC COMMON 126349109 29,000 1,000,000 SH DEFINED 1,2 1,000,000
CSG SYSTEMS INTERNATIONAL
INC COMMON 126349109 595 20,522 SH DEFINED 1,5 20,522
CSG SYSTEMS INTERNATIONAL
INC COMMON 126349109 4,820 166,200 SH DEFINED 2 166,200
CSG SYSTEMS INTERNATIONAL
INC COMMON 126349109 98 3,378 SH DEFINED 2,3 3,378
CSK AUTO CORP COMMON 125965103 495 110,000 SH DEFINED 1 110,000
</TABLE>
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<PAGE> 27
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CTS CORP COMMON 126501105 11,537 227,900 SH DEFINED 1 227,900
CUC INT'L INC. CONVERT 126545AD4 35 38,000 PRN DEFINED 1,5 38,000
CVS CORP COMMON 126650100 5,094 110,000 SH DEFINED 1 110,000
CYBEAR GROUP COMMON 23243C102 8 6,461 SH DEFINED 1 6,461
CYBEAR GROUP COMMON 23243C102 33 25,105 SH DEFINED 1,5 25,105
CYBEAR GROUP COMMON 23243C102 0 283 SH DEFINED 2 283
CYBERNET INTERNET 144A SR
DIS CVT CONVERT 232503AG7 4,753 11,250,000 PRN DEFINED 1 11,250,000
CYBERNET INTERNET SERVICE
WARRANT COMMON 232503110 126 24,000 SH DEFINED 1 24,000
CYBERONICS INC COMMON 23251P102 2,680 125,000 SH DEFINED 1 125,000
CYMER INC COMMON 232572107 33,581 1,094,300 SH DEFINED 1 1,094,300
CYMER INC COMMON 232572107 850 27,700 SH DEFINED 1,5 27,700
CYMER INC COMMON 232572107 4,968 161,900 SH DEFINED 2 161,900
CYMER INC COMMON 232572107 252 8,200 SH DEFINED 2,3 8,200
CYMER INC CVT STEP CPN CONVERT 232572AC1 1,950 2,000,000 PRN DEFINED 1 2,000,000
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 11,920 286,800 SH DEFINED 1 286,800
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 68,578 1,650,000 SH DEFINED 1,2 1,650,000
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 653 15,700 SH DEFINED 2,3 15,700
CYPRESS VOTING TRUST COMMON 232743914 41 20,510 SH DEFINED 1,4 20,510
CYRAS SYSTEMS 144A CVT 4.5
8/05 CONVERT 23281WAA9 9,188 7,500,000 PRN DEFINED 1 7,500,000
DAIMLERCHRYSLER AG COMMON D1668R123 1,021 23,000 SH DEFINED 1,7 23,000
DALLAS SEMICONDUCTOR CORP COMMON 235204104 63,107 1,919,600 SH DEFINED 1 1,919,600
DALLAS SEMICONDUCTOR CORP COMMON 235204104 179 5,450 SH DEFINED 1,5 5,450
DALLAS SEMICONDUCTOR CORP COMMON 235204104 4,126 125,500 SH DEFINED 2 125,500
DALLAS SEMICONDUCTOR CORP COMMON 235204104 588 17,900 SH DEFINED 2,3 17,900
DANAHER CORP COMMON 235851102 7,577 152,300 SH DEFINED 1 152,300
DANAHER CORP COMMON 235851102 99,500 2,000,000 SH DEFINED 1,2 2,000,000
DANAHER CORP COMMON 235851102 6,477 130,200 SH DEFINED 2 130,200
DANAHER CORP COMMON 235851102 353 7,100 SH DEFINED 2,3 7,100
</TABLE>
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<PAGE> 28
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DATA RETURN CORP COMMON 23785M104 2,025 100,000 SH DEFINED 1 100,000
DAYTON SUPERIOR WTS 144A COMMON 240028118 306 14,950 SH DEFINED 1 14,950
DAYTON SUPERIOR WTS 144A COMMON 240028118 1 50 SH DEFINED 2 50
DELL COMPUTER CORP COMMON 247025109 64,826 2,103,900 SH DEFINED 1 2,103,900
DELL COMPUTER CORP COMMON 247025109 61,625 2,000,000 SH DEFINED 1,2 2,000,000
DELL COMPUTER CORP COMMON 247025109 80 2,600 SH DEFINED 2 2,600
DELTA AIR LINES INC COMMON 247361108 15,571 350,900 SH DEFINED 1 350,900
DELTA AIR LINES INC COMMON 247361108 27 600 SH DEFINED 2 600
DENDRITE INTERNATIONAL INC. COMMON 248239105 12,037 448,950 SH DEFINED 1 448,950
DENSE PAC MICROSYSTEMS INC COMMON 248719304 4,781 850,000 SH DEFINED 1 850,000
DEUTSCHE BANK - ADR COMMON 251525309 2,488 30,000 SH DEFINED 1,7 30,000
DEVON ENERGY CORP COMMON 25179M103 3,008 50,000 SH DEFINED 1 50,000
DEVON ENERGY CORP COMMON 25179M103 1,805 30,000 SH DEFINED 1,5 30,000
DEVON ENERGY-KERR MCGEE
CVT PFD CONVERT 492386305 11,385 213,300 SH DEFINED 1 213,300
DEVON ENERGY-KERR MCGEE
CVT PFD CONVERT 492386305 1,708 32,000 SH DEFINED 2 32,000
DEVRY INC COMMON 251893103 19,068 506,800 SH DEFINED 1 506,800
DEVRY INC COMMON 251893103 60 1,600 SH DEFINED 1,5 1,600
DEVRY INC COMMON 251893103 1,543 41,000 SH DEFINED 2 41,000
DEVRY INC COMMON 251893103 226 6,000 SH DEFINED 2,3 6,000
DIAMOND OFFSHORE DRILLING
INC COMMON 25271C102 44,358 1,081,900 SH DEFINED 1 1,081,900
DIAMOND OFFSHORE DRILLING
INC COMMON 25271C102 20,500 500,000 SH DEFINED 1,2 500,000
DIAMOND OFFSHORE DRILLING
INC COMMON 25271C102 1,132 27,600 SH DEFINED 1,4 27,600
DIAMOND OFFSHORE DRILLING
INC COMMON 25271C102 8 200 SH DEFINED 2 200
DIAMOND TECH PARTNERS INC COMMON 252762109 33,880 456,300 SH DEFINED 1 456,300
DIAMOND TECH PARTNERS INC COMMON 252762109 104 1,400 SH DEFINED 1,5 1,400
DIAMOND TECH PARTNERS INC COMMON 252762109 2,792 37,600 SH DEFINED 2 37,600
DIAMOND TECH PARTNERS INC COMMON 252762109 401 5,400 SH DEFINED 2,3 5,400
DIGITAL INSIGHT CORP COMMON 25385P106 1,039 28,950 SH DEFINED 1 28,950
</TABLE>
Page 26 of 89
<PAGE> 29
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIGITAL LIGHTWAVE INC COMMON 253855100 26,312 362,300 SH DEFINED 1 362,300
DIGITAL LIGHTWAVE INC COMMON 253855100 58 800 SH DEFINED 1,5 800
DIGITAL LIGHTWAVE INC COMMON 253855100 1,482 20,400 SH DEFINED 2 20,400
DIGITAL LIGHTWAVE INC COMMON 253855100 218 3,000 SH DEFINED 2,3 3,000
DIME BANCORP INC COMMON 25429Q102 4,313 200,000 SH DEFINED 1 200,000
DITECH COMMUNICATIONS CORP COMMON 25500M103 189 4,600 SH DEFINED 1 4,600
DOBSON COMM PIK PFD PREFERRED 256072307 21,528 22,781 SH DEFINED 1 22,781
DOBSON COMMUNICATIONS CORP A COMMON 256069105 73 5,000 SH DEFINED 1 5,000
DOCUMENTUM INC COMMON 256159104 5,683 70,000 SH DEFINED 1 70,000
DOLLAR THRIFTY AUTOMOTIVE
GROUP INC COMMON 256743105 1,100 55,700 SH DEFINED 1,5 55,700
DOLLAR TREE STORES INC COMMON 256747106 74,915 1,846,912 SH DEFINED 1 1,846,912
DOLLAR TREE STORES INC COMMON 256747106 110,164 2,715,900 SH DEFINED 1,2 2,715,900
DOLLAR TREE STORES INC COMMON 256747106 1,229 30,300 SH DEFINED 1,5 30,300
DOLLAR TREE STORES INC COMMON 256747106 15,508 382,312 SH DEFINED 2 382,312
DOLLAR TREE STORES INC COMMON 256747106 946 23,312 SH DEFINED 2,3 23,312
DOW CHEMICAL CO. COMMON 260543103 950 38,100 SH DEFINED 1,4 38,100
DRIL-QUIP INC COMMON 262037104 20,779 521,100 SH DEFINED 1 521,100
DRIL-QUIP INC COMMON 262037104 40 1,000 SH DEFINED 1,5 1,000
DRIL-QUIP INC COMMON 262037104 945 23,700 SH DEFINED 2 23,700
DRIL-QUIP INC COMMON 262037104 148 3,700 SH DEFINED 2,3 3,700
DST SYSTEMS INC COMMON 233326107 19,505 166,000 SH DEFINED 1 166,000
DST SYSTEMS INC COMMON 233326107 1,986 16,900 SH DEFINED 2 16,900
DUKE POWER CO COMMON 264399106 12,262 143,000 SH DEFINED 1 143,000
DUKE-WEEKS REALTY CORP COMMON 264411505 1,978 82,000 SH DEFINED 1,4 82,000
DUPONT DE NEMOUR & CO COMMON 263534109 23,042 556,069 SH DEFINED 1 556,069
DUPONT DE NEMOUR & CO COMMON 263534109 762 18,400 SH DEFINED 1,4 18,400
DUPONT DE NEMOUR & CO COMMON 263534109 37 900 SH DEFINED 2 900
DURA PHARMACEUTICALS WTS COMMON 26632S117 27 20,500 SH DEFINED 1,4 20,500
</TABLE>
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<PAGE> 30
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DURA PHARMACEUTICAL-WT02 COMMON 26632S125 95 20,500 SH DEFINED 1,4 20,500
DYCOM INDUSTRIES INC COMMON 267475101 36,374 873,850 SH DEFINED 1 873,850
DYCOM INDUSTRIES INC COMMON 267475101 97 2,320 SH DEFINED 1,5 2,320
DYCOM INDUSTRIES INC COMMON 267475101 1,898 45,600 SH DEFINED 2 45,600
DYCOM INDUSTRIES INC COMMON 267475101 272 6,525 SH DEFINED 2,3 6,525
DYNEGY INC COMMON 26816Q101 116,765 2,048,500 SH DEFINED 1 2,048,500
DYNEGY INC COMMON 26816Q101 148,200 2,600,000 SH DEFINED 1,2 2,600,000
DYNEGY INC COMMON 26816Q101 28,694 503,400 SH DEFINED 1,5 503,400
DYNEGY INC COMMON 26816Q101 2,706 47,500 SH DEFINED 2 47,500
DYNEGY INC COMMON 26816Q101 1,408 24,700 SH DEFINED 2,3 24,700
EARTHGRAINS CO COMMON 270319106 3,227 175,000 SH DEFINED 1 175,000
EARTHWATCH CORP CVT PFD CONVERT 270324502 1,714 112,394 SH DEFINED 1 112,394
EARTHWATCH INC CVT PFD144A
SER C CONVERT 270324601 448 1,791,970 SH DEFINED 1 1,791,970
EASTMAN KODAK CO COMMON 277461109 158,820 3,885,500 SH DEFINED 1 3,885,500
EASTMAN KODAK CO COMMON 277461109 2,493 61,000 SH DEFINED 2 61,000
EATON VANCE CORP COMMON 278265103 16,346 320,500 SH DEFINED 1 320,500
EATON VANCE CORP COMMON 278265103 51 1,000 SH DEFINED 1,5 1,000
EATON VANCE CORP COMMON 278265103 1,321 25,900 SH DEFINED 2 25,900
EATON VANCE CORP COMMON 278265103 194 3,800 SH DEFINED 2,3 3,800
EBAY INC COMMON 278642103 26,256 382,600 SH DEFINED 1 382,600
EBAY INC COMMON 278642103 878 12,800 SH DEFINED 2 12,800
ECHOSTAR COMMUNICATIONS
CORP - A COMMON 278762109 15,609 295,900 SH DEFINED 1 295,900
ECHOSTAR COMMUNICATIONS
CORP - A COMMON 278762109 1,029 19,500 SH DEFINED 2 19,500
ECLIPSYS CORPORATION COMMON 278856109 171 10,700 SH DEFINED 1 10,700
EDEN BIOSCIENCE CORPORATION COMMON 279445100 2,303 69,800 SH DEFINED 1 69,800
EDISON INTERNATIONAL COMMON 281020107 27,105 1,403,500 SH DEFINED 1 1,403,500
EDISON INTERNATIONAL COMMON 281020107 46 2,400 SH DEFINED 2 2,400
EDISON SCHOOLS INC. COMMON 281033100 7,873 247,960 SH DEFINED 1 247,960
EDWARDS LIFESCIENCES CORP COMMON 28176E108 31,033 1,422,700 SH DEFINED 1 1,422,700
</TABLE>
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<PAGE> 31
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EFFICIENT NETWORKS INC COMMON 282056100 22,261 596,600 SH DEFINED 1 596,600
EFFICIENT NETWORKS INC COMMON 282056100 1,045 28,000 SH DEFINED 2 28,000
EFFICIENT NETWORKS INC COMMON 282056100 164 4,400 SH DEFINED 2,3 4,400
EL PASO ENERGY CAP CVT
PFD 4.75% CONVERT 283678209 6,344 81,200 SH DEFINED 1 81,200
EL PASO ENERGY CORP COMMON 283905107 65,415 1,061,500 SH DEFINED 1 1,061,500
EL PASO ENERGY CORP COMMON 283905107 216 3,500 SH DEFINED 1,5 3,500
EL PASO ENERGY CORP COMMON 283905107 68 1,100 SH DEFINED 2 1,100
ELAN CORP ADR COMMON 284131208 3,707 67,700 SH DEFINED 1 67,700
ELAN CORP ADR COMMON 284131208 120 2,200 SH DEFINED 2 2,200
ELANTEC SEMICONDUCTOR, INC COMMON 284155108 59,127 593,500 SH DEFINED 1 593,500
ELECTIC FUEL CORPORATION COMMON 284871100 592 55,000 SH DEFINED 1 55,000
ELECTIC FUEL CORPORATION COMMON 284871100 754 70,000 SH DEFINED 1,5 70,000
ELECTRO SCIENTIFIC
INDUSTRIES INC COMMON 285229100 4,844 137,900 SH DEFINED 1 137,900
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 116 2,800 SH DEFINED 1 2,800
ELECTRONIC RETAILING WTS EXP
2/1/04 COMMON 285825113 23 23,312 SH DEFINED 1 23,312
EMBOTELLADORA ARICA ADR REGS COMMON 290815208 158 40,500 SH DEFINED 1,6 40,500
EMBRAER AIRCRAFT ADR COMMON 29081M102 3,100 100,000 SH DEFINED 1,5 100,000
EMBRATEL PARTICIPACOES ADR COMMON 29081N100 15,514 838,600 SH DEFINED 1 838,600
EMBRATEL PARTICIPACOES ADR COMMON 29081N100 1,565 84,600 SH DEFINED 1,5 84,600
EMBRATEL PARTICIPACOES ADR COMMON 29081N100 1,018 55,000 SH DEFINED 1,6 55,000
EMBRATEL PARTICIPACOES ADR COMMON 29081N100 1,772 95,800 SH DEFINED 2 95,800
EMC CORP COMMON 268648102 1,143,861 11,539,580 SH DEFINED 1 11,539,580
EMC CORP COMMON 268648102 827,327 8,346,300 SH DEFINED 1,2 8,346,300
EMC CORP COMMON 268648102 33,118 334,100 SH DEFINED 1,5 334,100
EMC CORP COMMON 268648102 39,217 395,600 SH DEFINED 2 395,600
EMC CORP COMMON 268648102 5,531 55,800 SH DEFINED 2,3 55,800
EMCORE CORP COMMON 290846104 14,752 354,800 SH DEFINED 1 354,800
EMCORE CORP COMMON 290846104 50 1,200 SH DEFINED 1,5 1,200
EMCORE CORP COMMON 290846104 1,156 27,800 SH DEFINED 2 27,800
EMCORE CORP COMMON 290846104 175 4,200 SH DEFINED 2,3 4,200
</TABLE>
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<PAGE> 32
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EMERSON ELECTRIC CO COMMON 291011104 2,111 31,500 SH DEFINED 1,4 31,500
EMULEX CORP COMMON 292475209 62,157 507,400 SH DEFINED 1 507,400
EMULEX CORP COMMON 292475209 196 1,600 SH DEFINED 1,5 1,600
EMULEX CORP COMMON 292475209 5,133 41,900 SH DEFINED 2 41,900
EMULEX CORP COMMON 292475209 735 6,000 SH DEFINED 2,3 6,000
ENCORE MEDICAL CORP COMMON 29256E109 118 52,349 SH DEFINED 1,4 52,349
ENCORE MEDICAL CORP WTS COMMON 29256E117 3 7,853 SH DEFINED 1,4 7,853
ENDESA - SPONDORED ADR COMMON 29258N107 743 39,600 SH DEFINED 1 39,600
ENDESA - SPONDORED ADR COMMON 29258N107 2,438 130,000 SH DEFINED 1,7 130,000
ENERGY CONVERSION DEVICES COMMON 292659109 279 7,500 SH DEFINED 1,5 7,500
ENERGY EAST CORP COMMON 29266M109 10,450 461,900 SH DEFINED 1 461,900
ENI SPA - SPONSORED ADR COMMON 26874R108 1,323 25,000 SH DEFINED 1,7 25,000
ENRON CORP COMMON 293561106 181,287 2,068,900 SH DEFINED 1 2,068,900
ENRON CORP COMMON 293561106 254,113 2,900,000 SH DEFINED 1,2 2,900,000
ENRON CORP COMMON 293561106 1,717 19,600 SH DEFINED 1,5 19,600
ENRON CORP COMMON 293561106 13,191 150,500 SH DEFINED 2 150,500
ENRON CORP COMMON 293561106 1,726 19,700 SH DEFINED 2,3 19,700
ENSCO INTERNATIONAL INC COMMON 26874Q100 64,849 1,695,400 SH DEFINED 1 1,695,400
ENSCO INTERNATIONAL INC COMMON 26874Q100 114,750 3,000,000 SH DEFINED 1,2 3,000,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 1,086 28,400 SH DEFINED 1,4 28,400
ENSCO INTERNATIONAL INC COMMON 26874Q100 21,393 559,300 SH DEFINED 1,5 559,300
ENSCO INTERNATIONAL INC COMMON 26874Q100 10,932 285,800 SH DEFINED 2 285,800
ENSCO INTERNATIONAL INC COMMON 26874Q100 444 11,600 SH DEFINED 2,3 11,600
ENTERCOM COMMUNICATIONS
CORP COMMON 293639100 4,940 165,000 SH DEFINED 1 165,000
ENTRAVISION COMMUNICATIONS
CORP COMMON 29382R107 7,728 444,800 SH DEFINED 1 444,800
ENTRAVISION COMMUNICATIONS
CORP COMMON 29382R107 1,174 67,300 SH DEFINED 2 67,300
ENZON, INC. COMMON 293904108 600 9,090 SH DEFINED 1,4 9,090
EOG RESOURCES INC COMMON 26875P101 20,005 514,600 SH DEFINED 1 514,600
EQUIFAX INC COMMON 294429105 26,313 976,800 SH DEFINED 1 976,800
</TABLE>
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<PAGE> 33
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EQUINIX INC WTS 144A COMMON 29444U114 4,808 21,830 SH DEFINED 1 21,830
EQUINIX INC WTS 144A COMMON 29444U114 37 170 SH DEFINED 2,3 170
EQUITABLE RESOURCES INC COMMON 294549100 539 8,500 SH DEFINED 1 8,500
EQUITABLE RESOURCES INC COMMON 294549100 222 3,500 SH DEFINED 1,5 3,500
EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 2,625 84,500 SH DEFINED 1,4 84,500
EQUITY RESIDENTIAL PROPERTIES
TRUST COMMON 29476L107 2,400 50,000 SH DEFINED 1,4 50,000
ESAT HOLDINGS WTS EXP 2/1/07 COMMON 29605P110 6,148 26,385 SH DEFINED 1 26,385
ESSEX PROPERTY TRUST, INC. COMMON 297178105 736 13,300 SH DEFINED 1,4 13,300
EVERGREEN RES INC COMMON 299900308 21,910 630,500 SH DEFINED 1 630,500
EVERGREEN RES INC COMMON 299900308 45 1,300 SH DEFINED 1,5 1,300
EVERGREEN RES INC COMMON 299900308 1,032 29,700 SH DEFINED 2 29,700
EVERGREEN RES INC COMMON 299900308 156 4,500 SH DEFINED 2,3 4,500
EXAR CORP. COMMON 300645108 19,360 160,000 SH DEFINED 1 160,000
EXFO ELECTRO-OPTICAL
ENGINEERING COMMON 302043104 13,016 298,800 SH DEFINED 1 298,800
EXFO ELECTRO-OPTICAL
ENGINEERING COMMON 302043104 14,040 322,300 SH DEFINED 1,5 322,300
EXFO ELECTRO-OPTICAL
ENGINEERING COMMON 302043104 126 2,900 SH DEFINED 2 2,900
EXODUS COMM INC CVT SUB
NTS 7/08 CONVERT 302088AJ8 2,998 1,950,000 PRN DEFINED 1 1,950,000
EXODUS COMM INC CVT SUB
NTS 7/08 CONVERT 302088AJ8 92 60,000 PRN DEFINED 1,5 60,000
EXODUS COMM INC CVT SUB
NTS 7/08 CONVERT 302088AJ8 730 475,000 PRN DEFINED 2 475,000
EXODUS COMMUNICATIONS CVT 144A CONVERT 302088AG4 1,553 1,010,000 PRN DEFINED 1 1,010,000
EXODUS COMMUNICATIONS CVT 144A CONVERT 302088AG4 30,466 19,815,000 PRN DEFINED 1,2 19,815,000
EXODUS COMMUNICATIONS CVT 144A CONVERT 302088AG4 69 45,000 PRN DEFINED 1,5 45,000
EXODUS COMMUNICATIONS CVT 144A CONVERT 302088AG4 1,322 860,000 PRN DEFINED 2 860,000
EXODUS COMMUNICATIONS CVT 144A CONVERT 302088AG4 108 70,000 PRN DEFINED 2,3 70,000
EXODUS COMMUNICATIONS INC COMMON 302088109 102,409 2,074,100 SH DEFINED 1 2,074,100
EXODUS COMMUNICATIONS INC COMMON 302088109 98,750 2,000,000 SH DEFINED 1,2 2,000,000
EXODUS COMMUNICATIONS INC COMMON 302088109 8,196 166,000 SH DEFINED 2 166,000
EXODUS COMMUNICATIONS INC COMMON 302088109 395 8,000 SH DEFINED 2,3 8,000
</TABLE>
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<PAGE> 34
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EXPEDITORS INTL OF WASHINGTON
INC COMMON 302130109 13,699 304,000 SH DEFINED 1 304,000
EXPEDITORS INTL OF WASHINGTON
INC COMMON 302130109 45 1,000 SH DEFINED 1,5 1,000
EXPEDITORS INTL OF WASHINGTON
INC COMMON 302130109 1,068 23,700 SH DEFINED 2 23,700
EXPEDITORS INTL OF WASHINGTON
INC COMMON 302130109 162 3,600 SH DEFINED 2,3 3,600
EXTREME NETWORKS INC COMMON 30226D106 46,075 402,400 SH DEFINED 1 402,400
EXTREME NETWORKS INC COMMON 30226D106 76,555 668,600 SH DEFINED 1,2 668,600
EXTREME NETWORKS INC COMMON 30226D106 733 6,400 SH DEFINED 2,3 6,400
EXXON MOBIL CORP COMMON 30231G102 229,674 2,576,991 SH DEFINED 1 2,576,991
EXXON MOBIL CORP COMMON 30231G102 155,969 1,750,000 SH DEFINED 1,2 1,750,000
EXXON MOBIL CORP COMMON 30231G102 6,595 74,000 SH DEFINED 1,4 74,000
EXXON MOBIL CORP COMMON 30231G102 242 2,716 SH DEFINED 1,5 2,716
EXXON MOBIL CORP COMMON 30231G102 3,406 38,201 SH DEFINED 2 38,201
F.Y.I. INC COMMON 302712104 2,990 80,000 SH DEFINED 1 80,000
FACTORY 2-U STORES INC COMMON 303072102 8,405 275,000 SH DEFINED 1 275,000
FAIRCHILD SEMICON INTL CL A COMMON 303726103 18,593 661,100 SH DEFINED 1 661,100
FAIRCHILD SEMICON INTL CL A COMMON 303726103 45 1,600 SH DEFINED 1,5 1,600
FAIRCHILD SEMICON INTL CL A COMMON 303726103 1,148 40,800 SH DEFINED 2 40,800
FAIRCHILD SEMICON INTL CL A COMMON 303726103 174 6,200 SH DEFINED 2,3 6,200
FANNIE MAE COMMON 313586109 84,706 1,184,700 SH DEFINED 1 1,184,700
FANNIE MAE COMMON 313586109 27,642 386,600 SH DEFINED 1,2 386,600
FANNIE MAE COMMON 313586109 3,954 55,300 SH DEFINED 1,4 55,300
FANNIE MAE COMMON 313586109 3,432 48,000 SH DEFINED 1,5 48,000
FANNIE MAE COMMON 313586109 1,966 27,500 SH DEFINED 2 27,500
FANNIE MAE COMMON 313586109 100 1,400 SH DEFINED 2,3 1,400
FASTENAL CO COMMON 311900104 30,570 530,500 SH DEFINED 1 530,500
FASTENAL CO COMMON 311900104 88 1,530 SH DEFINED 1,5 1,530
FASTENAL CO COMMON 311900104 1,930 33,500 SH DEFINED 2 33,500
FASTENAL CO COMMON 311900104 282 4,900 SH DEFINED 2,3 4,900
FEDERAL AGRICULTURAL MTG
CORP COMMON 313148306 1,005 57,000 SH DEFINED 1 57,000
FEDERAL REALTY INVS TRUST COMMON 313747206 440 23,000 SH DEFINED 1,4 23,000
</TABLE>
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<PAGE> 35
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FEDERATED INVESTORS INC COMMON 314211103 7,489 302,600 SH DEFINED 1 302,600
FEDERATED INVESTORS INC COMMON 314211103 35,140 1,419,800 SH DEFINED 1,2 1,419,800
FEDERATED INVESTORS INC COMMON 314211103 311 12,550 SH DEFINED 1,5 12,550
FEDERATED INVESTORS INC COMMON 314211103 4,133 167,000 SH DEFINED 2 167,000
FEDERATED INVESTORS INC COMMON 314211103 123 4,950 SH DEFINED 2,3 4,950
FEI CO COMMON 30241L109 4,338 200,000 SH DEFINED 1 200,000
FIFTH THIRD BANCORP COMMON 316773100 44,565 827,200 SH DEFINED 1 827,200
FIFTH THIRD BANCORP COMMON 316773100 81 1,500 SH DEFINED 2 1,500
FINISAR CORP COMMON 31787A101 135,494 2,800,900 SH DEFINED 1 2,800,900
FINISAR CORP COMMON 31787A101 77 1,600 SH DEFINED 1,5 1,600
FINISAR CORP COMMON 31787A101 4,194 86,700 SH DEFINED 2 86,700
FINISAR CORP COMMON 31787A101 290 6,000 SH DEFINED 2,3 6,000
FIRST DATA CORP COMMON 319963104 804,816 20,603,300 SH DEFINED 1 20,603,300
FIRST DATA CORP COMMON 319963104 2,328 59,600 SH DEFINED 1,4 59,600
FIRST DATA CORP COMMON 319963104 11,527 295,100 SH DEFINED 2 295,100
FIRST HEALTH GROUP CORP COMMON 320960107 44,500 1,379,850 SH DEFINED 1 1,379,850
FIRST HEALTH GROUP CORP COMMON 320960107 81 2,500 SH DEFINED 1,5 2,500
FIRST HEALTH GROUP CORP COMMON 320960107 1,977 61,300 SH DEFINED 2 61,300
FIRST HEALTH GROUP CORP COMMON 320960107 287 8,900 SH DEFINED 2,3 8,900
FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 7,250 400,000 SH DEFINED 1 400,000
FIRST REPUBLIC NON CVT 144A PREFERRED 336163209 4,488 5,000 SH DEFINED 1 5,000
FIRST WASHINGTON REALTY TRST COMMON 337489504 343 13,500 SH DEFINED 1,4 13,500
FIRSTAR CORP COMMON 33763V109 4,050 181,000 SH DEFINED 1 181,000
FIRSTWORLD COMM CL B COMMON 337625305 6 2,765 SH DEFINED 1 2,765
FISERV INC COMMON 337738108 116,412 1,944,250 SH DEFINED 1 1,944,250
FISERV INC COMMON 337738108 243,110 4,060,300 SH DEFINED 1,2 4,060,300
FISERV INC COMMON 337738108 1,230 20,550 SH DEFINED 1,5 20,550
FISERV INC COMMON 337738108 24,127 402,950 SH DEFINED 2 402,950
FISERV INC COMMON 337738108 1,301 21,725 SH DEFINED 2,3 21,725
FLEET BOSTON FINANCIAL CORP COMMON 339030108 28,057 719,400 SH DEFINED 1 719,400
FLEET BOSTON FINANCIAL CORP COMMON 339030108 4,243 108,800 SH DEFINED 1,4 108,800
</TABLE>
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<PAGE> 36
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 30,508 371,485 SH DEFINED 1 371,485
FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 14,758 179,700 PUT DEFINED 1 179,700
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 46,978 1,204,559 SH DEFINED 1 1,204,559
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 2,777 71,200 SH DEFINED 1,5 71,200
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 11,395 292,179 SH DEFINED 1,6 292,179
FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 5,212 133,650 SH DEFINED 2 133,650
FOOTSTAR INC COMMON 344912100 1,616 50,000 SH DEFINED 1 50,000
FORD MOTOR CO COMMON 345370860 3,440 135,917 SH DEFINED 1,4 135,917
FOREST LABORATORIES INC CL A COMMON 345838106 57,562 501,900 SH DEFINED 1 501,900
FOREST LABORATORIES INC CL A COMMON 345838106 185,794 1,620,000 SH DEFINED 1,2 1,620,000
FOREST LABORATORIES INC CL A COMMON 345838106 642 5,600 SH DEFINED 1,5 5,600
FOREST LABORATORIES INC CL A COMMON 345838106 13,097 114,200 SH DEFINED 2 114,200
FOREST LABORATORIES INC CL A COMMON 345838106 1,652 14,400 SH DEFINED 2,3 14,400
FOREST OIL CORP COMMON 346091606 175 10,800 SH DEFINED 1 10,800
FORRESTER RESEARCH INC COMMON 346563109 25,672 402,700 SH DEFINED 1 402,700
FORRESTER RESEARCH INC COMMON 346563109 70 1,100 SH DEFINED 1,5 1,100
FORRESTER RESEARCH INC COMMON 346563109 1,683 26,400 SH DEFINED 2 26,400
FORRESTER RESEARCH INC COMMON 346563109 242 3,800 SH DEFINED 2,3 3,800
FOUNDRY NETWORKS INC COMMON 35063R100 4,016 60,000 SH DEFINED 1 60,000
FOUR SEASONS HOTELS INC COMMON 35100E104 24,759 338,300 SH DEFINED 1 338,300
FOUR SEASONS HOTELS INC COMMON 35100E104 41,534 567,500 SH DEFINED 1,5 567,500
FOUR SEASONS HOTELS INC COMMON 35100E104 348 4,750 SH DEFINED 2 4,750
FPL GROUP INC COMMON 302571104 13,794 209,800 SH DEFINED 1 209,800
FREDDIE MAC COMMON 313400301 142,377 2,633,560 SH DEFINED 1 2,633,560
FREDDIE MAC COMMON 313400301 53,425 988,200 SH DEFINED 1,2 988,200
FREDDIE MAC COMMON 313400301 2,579 47,700 SH DEFINED 1,4 47,700
FREDDIE MAC COMMON 313400301 8,380 155,000 SH DEFINED 1,5 155,000
FREDDIE MAC COMMON 313400301 3,628 67,100 SH DEFINED 2 67,100
FREDDIE MAC COMMON 313400301 205 3,800 SH DEFINED 2,3 3,800
FRED'S INC COMMON 356108100 8,300 369,900 SH DEFINED 1 369,900
FREEPORT-MCMORAN COPPER &
GOLD INC. COMMON 35671D857 204 23,200 SH DEFINED 1,5 23,200
</TABLE>
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<PAGE> 37
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FRONTIER AIRLINES INC COMMON 359065109 3,402 175,000 SH DEFINED 1 175,000
FRONTLINE LTD ADR COMMON 35921R102 206 13,000 SH DEFINED 1 13,000
FUJI PHOTO FILM ADR COMMON 359586302 1,675 50,000 SH DEFINED 1,7 50,000
GATEWAY INC COMMON 367626108 211,184 4,517,300 SH DEFINED 1 4,517,300
GATEWAY INC COMMON 367626108 63,113 1,350,000 SH DEFINED 1,2 1,350,000
GATEWAY INC COMMON 367626108 2,779 59,450 SH DEFINED 2 59,450
GATX CORP COMMON 361448103 16,185 386,500 SH DEFINED 1 386,500
GEMSTAR-TV GUIDE INTERNATIONAL
INC COMMON 36866W106 64,285 737,324 SH DEFINED 1 737,324
GEMSTAR-TV GUIDE INTERNATIONAL
INC COMMON 36866W106 248,750 2,853,051 SH DEFINED 1,2 2,853,051
GEMSTAR-TV GUIDE INTERNATIONAL
INC COMMON 36866W106 514 5,900 SH DEFINED 1,5 5,900
GEMSTAR-TV GUIDE INTERNATIONAL
INC COMMON 36866W106 8,004 91,800 SH DEFINED 2 91,800
GEMSTAR-TV GUIDE INTERNATIONAL
INC COMMON 36866W106 2,163 24,805 SH DEFINED 2,3 24,805
GENENCOR INTL INC COMMON 368709101 4,444 150,000 SH DEFINED 1 150,000
GENENTECH INC COMMON 368710406 128,793 693,600 SH DEFINED 1 693,600
GENENTECH INC COMMON 368710406 193,951 1,044,500 SH DEFINED 1,2 1,044,500
GENENTECH INC COMMON 368710406 10,900 58,700 SH DEFINED 1,5 58,700
GENENTECH INC COMMON 368710406 116 625 SH DEFINED 2 625
GENENTECH INC COMMON 368710406 1,560 8,400 SH DEFINED 2,3 8,400
GENERAL DYNAMICS CORP COMMON 369550108 25,194 401,100 SH DEFINED 1 401,100
GENERAL DYNAMICS CORP COMMON 369550108 3,673 58,500 SH DEFINED 2 58,500
GENERAL ELECTRIC CO COMMON 369604103 857,709 14,868,200 SH DEFINED 1 14,868,200
GENERAL ELECTRIC CO COMMON 369604103 865,313 15,000,000 SH DEFINED 1,2 15,000,000
GENERAL ELECTRIC CO COMMON 369604103 7,396 128,200 SH DEFINED 1,4 128,200
GENERAL ELECTRIC CO COMMON 369604103 24,627 426,900 SH DEFINED 1,5 426,900
GENERAL ELECTRIC CO COMMON 369604103 9,273 160,700 SH DEFINED 2 160,700
GENERAL ELECTRIC CO COMMON 369604103 4,961 86,000 SH DEFINED 2,3 86,000
GENERAL GROWTH PROPERTIES COMMON 370021107 1,590 49,400 SH DEFINED 1,4 49,400
GENERAL MOTORS COMMON 370442105 91 1,400 SH DEFINED 1 1,400
GENERAL MOTORS COMMON 370442105 2,600 40,000 SH DEFINED 1,5 40,000
</TABLE>
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<PAGE> 38
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL MOTORS CORP CL H COMMON 370442832 100,442 2,701,500 SH DEFINED 1 2,701,500
GENERAL MOTORS CORP CL H COMMON 370442832 336,479 9,050,000 SH DEFINED 1,2 9,050,000
GENERAL MOTORS CORP CL H COMMON 370442832 26,008 699,600 SH DEFINED 2 699,600
GENERAL MOTORS CORP CL H COMMON 370442832 1,301 35,000 SH DEFINED 2,3 35,000
GENESCO INC COMMON 371532102 17,175 1,014,000 SH DEFINED 1 1,014,000
GENESCO INC COMMON 371532102 58 3,400 SH DEFINED 1,5 3,400
GENESCO INC COMMON 371532102 1,418 83,700 SH DEFINED 2 83,700
GENESCO INC COMMON 371532102 207 12,200 SH DEFINED 2,3 12,200
GENETECH INC CVT SER REGS
144A CONVERT 771196AG7 620 650,000 PRN DEFINED 1 650,000
GENTEX CORP COMMON 371901109 6,503 260,100 SH DEFINED 1 260,100
GENTEX CORP COMMON 371901109 3,765 150,600 SH DEFINED 1,5 150,600
GENTEX CORP COMMON 371901109 513 20,500 SH DEFINED 2 20,500
GENTEX CORP COMMON 371901109 78 3,100 SH DEFINED 2,3 3,100
GENZYME CORP COMMON 372917104 72,661 1,065,600 SH DEFINED 1 1,065,600
GENZYME CORP COMMON 372917104 6,826 100,100 SH DEFINED 2 100,100
GIBRALTAR STEEL CORP COMMON 37476F103 1,073 65,000 SH DEFINED 1 65,000
GILAT SATELLITE NETWORKS LTD. COMMON M51474100 9,125 118,700 SH DEFINED 1 118,700
GLAXO PLC-ADR COMMON 37733W105 2,418 40,000 SH DEFINED 1,7 40,000
GLOBAL CROSSING CVT PFD
144A 7% CONVERT 37932J301 79 400 SH DEFINED 1 400
GLOBAL CROSSING LTD COMMON G3921A100 16,605 535,656 SH DEFINED 1 535,656
GLOBAL CROSSING LTD COMMON G3921A100 1,928 62,200 SH DEFINED 2 62,200
GLOBAL MARINE INC COMMON 379352404 13,066 423,200 SH DEFINED 1 423,200
GLOBAL MARINE INC COMMON 379352404 8,562 277,300 SH DEFINED 1,5 277,300
GLOBAL MARINE INC COMMON 379352404 90 2,900 SH DEFINED 2 2,900
GLOBESPAN INC COMMON 379571102 103,907 851,700 SH DEFINED 1 851,700
GLOBESPAN INC COMMON 379571102 162,089 1,328,600 SH DEFINED 1,2 1,328,600
GLOBESPAN INC COMMON 379571102 1,318 10,800 SH DEFINED 1,5 10,800
GLOBESPAN INC COMMON 379571102 17,348 142,200 SH DEFINED 2 142,200
GLOBESPAN INC COMMON 379571102 842 6,900 SH DEFINED 2,3 6,900
GLOBSTAR TELECOM-WTS COMMON 379364128 0 45 SH DEFINED 1 45
</TABLE>
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<PAGE> 39
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GOLDEN WEST FINANCIAL CORP COMMON 381317106 2,949 55,000 SH DEFINED 1 55,000
GOLDMAN SACHS GROUP INC COMMON 38141G104 125,673 1,103,000 SH DEFINED 1 1,103,000
GOLDMAN SACHS GROUP INC COMMON 38141G104 501,325 4,400,000 SH DEFINED 1,2 4,400,000
GOLDMAN SACHS GROUP INC COMMON 38141G104 14,641 128,500 SH DEFINED 1,5 128,500
GOLDMAN SACHS GROUP INC COMMON 38141G104 28,427 249,500 SH DEFINED 2 249,500
GOLDMAN SACHS GROUP INC COMMON 38141G104 1,538 13,500 SH DEFINED 2,3 13,500
GRANT PRIDECO INC COMMON 38821G101 20,404 930,100 SH DEFINED 1 930,100
GRANT PRIDECO INC COMMON 38821G101 59,962 2,733,300 SH DEFINED 1,2 2,733,300
GRANT PRIDECO INC COMMON 38821G101 641 29,240 SH DEFINED 1,5 29,240
GRANT PRIDECO INC COMMON 38821G101 8,308 378,700 SH DEFINED 2 378,700
GRANT PRIDECO INC COMMON 38821G101 208 9,500 SH DEFINED 2,3 9,500
GREATER BAY BANCORP COMMON 391648102 3,472 50,000 SH DEFINED 1 50,000
GREY WOLF INC COMMON 397888108 7,439 1,293,700 SH DEFINED 1 1,293,700
GRUPO FINANCIERO GALICIA ADR COMMON 399909100 1,797 119,816 SH DEFINED 1,6 119,816
GRUPO IUSACELL ADR COMMON 40050B100 1,740 146,528 SH DEFINED 1,6 146,528
GRUPO TELEVISA S.A. ADR COMMON 40049J206 68,542 1,188,160 SH DEFINED 1 1,188,160
GRUPO TELEVISA S.A. ADR COMMON 40049J206 3,796 65,800 SH DEFINED 1,5 65,800
GRUPO TELEVISA S.A. ADR COMMON 40049J206 9,843 170,628 SH DEFINED 1,6 170,628
GRUPO TELEVISA S.A. ADR COMMON 40049J206 8,181 141,800 SH DEFINED 2 141,800
GRUPO TELEVISA S.A. ADR COMMON 40049J206 190 3,300 SH DEFINED 2,3 3,300
GSI LUMONICS INC COMMON 36229U102 10,600 642,400 SH DEFINED 1,5 642,400
GSI LUMONICS INC COMMON 36229U102 79 4,800 SH DEFINED 2 4,800
GT GROUP TELECOM CL B COMMON 362359408 237 18,000 SH DEFINED 1 18,000
GT GROUP TELECOM CL B COMMON 362359408 9,581 726,500 SH DEFINED 1,5 726,500
GT GROUP TELECOM CL B COMMON 362359408 80 6,100 SH DEFINED 2 6,100
GT GROUP TELECOM INC WTS
144A COMMON 362359101 2,608 32,400 SH DEFINED 1 32,400
GT GROUP TELECOM INC WTS
144A COMMON 362359101 8 100 SH DEFINED 1,5 100
GUIDANT CORP COMMON 401698105 778,623 11,015,000 SH DEFINED 1 11,015,000
GUIDANT CORP COMMON 401698105 12,653 179,000 SH DEFINED 2 179,000
GULF INDONESIA RESOURCES
LTD COMMON 402284103 1,661 152,700 SH DEFINED 1 152,700
</TABLE>
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<PAGE> 40
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GULF STATES STEEL WTS
EXP 4/15/03 COMMON 402548119 0 17,930 SH DEFINED 1 17,930
GULFMARK OFFSHORE INC COMMON 402629109 1,968 67,000 SH DEFINED 1 67,000
HAIN CELESTIAL GROUP INC COMMON 405217100 37,324 1,062,600 SH DEFINED 1 1,062,600
HAIN CELESTIAL GROUP INC COMMON 405217100 102 2,900 SH DEFINED 1,5 2,900
HAIN CELESTIAL GROUP INC COMMON 405217100 2,613 74,400 SH DEFINED 2 74,400
HAIN CELESTIAL GROUP INC COMMON 405217100 365 10,400 SH DEFINED 2,3 10,400
HALL KINION & ASSOCIATES INC COMMON 406069104 28,858 1,014,800 SH DEFINED 1 1,014,800
HALL KINION & ASSOCIATES INC COMMON 406069104 94 3,300 SH DEFINED 1,5 3,300
HALL KINION & ASSOCIATES INC COMMON 406069104 2,323 81,700 SH DEFINED 2 81,700
HALL KINION & ASSOCIATES INC COMMON 406069104 338 11,900 SH DEFINED 2,3 11,900
HALLIBURTON CO COMMON 406216101 42,933 877,300 SH DEFINED 1 877,300
HALLIBURTON CO COMMON 406216101 73 1,500 SH DEFINED 2 1,500
HANDSPRING INC COMMON 410293104 20,850 301,900 SH DEFINED 1 301,900
HANOVER COMPRESSOR INC COMMON 410768105 38,998 1,184,000 SH DEFINED 1 1,184,000
HANOVER COMPRESSOR INC COMMON 410768105 109 3,300 SH DEFINED 1,5 3,300
HANOVER COMPRESSOR INC COMMON 410768105 2,757 83,700 SH DEFINED 2 83,700
HANOVER COMPRESSOR INC COMMON 410768105 392 11,900 SH DEFINED 2,3 11,900
HARLEY-DAVIDSON INC COMMON 412822108 62,012 1,295,300 SH DEFINED 1 1,295,300
HARLEY-DAVIDSON INC COMMON 412822108 300,799 6,283,000 SH DEFINED 1,2 6,283,000
HARLEY-DAVIDSON INC COMMON 412822108 1,666 34,800 SH DEFINED 1,5 34,800
HARLEY-DAVIDSON INC COMMON 412822108 21,955 458,600 SH DEFINED 2 458,600
HARLEY-DAVIDSON INC COMMON 412822108 1,604 33,500 SH DEFINED 2,3 33,500
HARMAN INTERNATIONAL
INDUSTRIES INC COMMON 413086109 7,820 200,000 SH DEFINED 1 200,000
HARRAH'S ENTERTAINMENT INC. COMMON 413619107 19,146 696,200 SH DEFINED 1 696,200
HARTFORD FINANCIAL SERVICES
GROUP COMMON 416515104 185,918 2,549,000 SH DEFINED 1 2,549,000
HARTFORD FINANCIAL SERVICES
GROUP COMMON 416515104 2,990 41,000 SH DEFINED 2 41,000
HCA THE HEALTHCARE CO COMMON 404119109 42,538 1,145,800 SH DEFINED 1 1,145,800
HCA THE HEALTHCARE CO COMMON 404119109 111,375 3,000,000 SH DEFINED 1,2 3,000,000
HCA THE HEALTHCARE CO COMMON 404119109 23,760 640,000 SH DEFINED 1,4 640,000
HCA THE HEALTHCARE CO COMMON 404119109 7,444 200,500 SH DEFINED 2 200,500
HCA THE HEALTHCARE CO COMMON 404119109 431 11,600 SH DEFINED 2,3 11,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HCC INSURANCE HOLDINGS INC COMMON 404132102 13,518 665,500 SH DEFINED 1 665,500
HCC INSURANCE HOLDINGS INC COMMON 404132102 45 2,200 SH DEFINED 1,5 2,200
HCC INSURANCE HOLDINGS INC COMMON 404132102 1,030 50,700 SH DEFINED 2 50,700
HCC INSURANCE HOLDINGS INC COMMON 404132102 156 7,700 SH DEFINED 2,3 7,700
HEALTH MANAGEMENT ASSOCIATES
INC-A COMMON 421933102 295,350 14,191,000 SH DEFINED 1 14,191,000
HEALTH MANAGEMENT ASSOCIATES
INC-A COMMON 421933102 242,339 11,643,900 SH DEFINED 1,2 11,643,900
HEALTH MANAGEMENT ASSOCIATES
INC-A COMMON 421933102 26,016 1,250,000 SH DEFINED 1,4 1,250,000
HEALTH MANAGEMENT ASSOCIATES
INC-A COMMON 421933102 2,847 136,798 SH DEFINED 1,5 136,798
HEALTH MANAGEMENT ASSOCIATES
INC-A COMMON 421933102 21,420 1,029,200 SH DEFINED 2 1,029,200
HEALTH MANAGEMENT ASSOCIATES
INC-A COMMON 421933102 1,276 61,313 SH DEFINED 2,3 61,313
HEALTHSOUTH CORP. COMMON 421924101 32,622 4,015,000 SH DEFINED 1 4,015,000
HEALTHSTREAM INC COMMON 42222N103 2,274 1,070,000 SH DEFINED 1,4 1,070,000
HEDSTROM HOLDINGS INC 144A COMMON 422914200 1 303 SH DEFINED 2 303
HEIDRICK & STRUGGLES INTL COMMON 422819102 15,788 307,300 SH DEFINED 1 307,300
HELIX TECHNOLOGY CORP COMMON 423319102 2,390 80,000 SH DEFINED 1 80,000
HENRY SCHEIN, INC. COMMON 806407102 181 9,100 SH DEFINED 1 9,100
HEWLETT PACKARD COMMON 428236103 2,212 22,800 SH DEFINED 1 22,800
HEWLETT PACKARD COMMON 428236103 2,086 21,500 SH DEFINED 1,4 21,500
HEWLETT PACKARD COMMON 428236103 9,196 94,800 SH DEFINED 1,5 94,800
HEWLETT PACKARD COMMON 428236103 87 900 SH DEFINED 2 900
HI/FN INC COMMON 428358105 11,922 175,000 SH DEFINED 1 175,000
HILTON HOTELS CVT SUB NTS CONVERT 432848AL3 64 75,000 PRN DEFINED 1,5 75,000
HISPANIC BROADCASTING CORP COMMON 43357B104 64,572 2,316,500 SH DEFINED 1 2,316,500
HISPANIC BROADCASTING CORP COMMON 43357B104 154,600 5,546,200 SH DEFINED 1,2 5,546,200
HISPANIC BROADCASTING CORP COMMON 43357B104 1,187 42,590 SH DEFINED 1,5 42,590
HISPANIC BROADCASTING CORP COMMON 43357B104 19,638 704,600 SH DEFINED 2 704,600
HISPANIC BROADCASTING CORP COMMON 43357B104 753 27,000 SH DEFINED 2,3 27,000
HITACHI LTD ADR COMMON 433578507 1,714 15,000 SH DEFINED 1,7 15,000
HOLLYWOOD ENTERTAINMENT CORP COMMON 436141105 1,859 250,000 SH DEFINED 1 250,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HOME DEPOT, INC COMMON 437076102 192,044 3,619,200 SH DEFINED 1 3,619,200
HOME DEPOT, INC COMMON 437076102 79,594 1,500,000 SH DEFINED 1,2 1,500,000
HOME DEPOT, INC COMMON 437076102 371 7,000 SH DEFINED 1,5 7,000
HOME DEPOT, INC COMMON 437076102 2,823 53,200 SH DEFINED 2 53,200
HOME PROPERTIES OF NY INC COMMON 437306103 1,129 37,800 SH DEFINED 1,4 37,800
HOMESTORE.COM INC COMMON 437852106 8,574 183,400 SH DEFINED 1 183,400
HOMESTORE.COM INC COMMON 437852106 1,155 24,700 SH DEFINED 1,5 24,700
HOMESTORE.COM INC COMMON 437852106 5,143 110,000 SH DEFINED 2 110,000
HONDA MOTOR CO LTD -- ADR COMMON 438128308 1,464 20,000 SH DEFINED 1,7 20,000
HONEYWELL INTERNATIONAL COMMON 438516106 96 2,700 SH DEFINED 1 2,700
HONEYWELL INTERNATIONAL COMMON 438516106 1,197 33,600 SH DEFINED 1,4 33,600
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 968 41,400 SH DEFINED 1,4 41,400
HOT TOPIC INC COMMON 441339108 177 5,900 SH DEFINED 1 5,900
HOUSEHOLD INTERNATIONAL INC. COMMON 441815107 2,973 52,500 SH DEFINED 1,4 52,500
HSBC HOLDINGS PLC - SPONS ADR COMMON 404280406 4,284 60,000 SH DEFINED 1,7 60,000
HYPERION SOLUTIONS CORP COMMON 44914M104 6,704 259,100 SH DEFINED 1 259,100
I2 TECHNOLOGIES INC COMMON 465754109 58,625 313,400 SH DEFINED 1 313,400
I2 TECHNOLOGIES INC COMMON 465754109 215,122 1,150,000 SH DEFINED 1,2 1,150,000
I2 TECHNOLOGIES INC COMMON 465754109 14,217 76,000 SH DEFINED 2 76,000
I2 TECHNOLOGIES INC COMMON 465754109 860 4,600 SH DEFINED 2,3 4,600
ICN PHARMACEUTICALS INC COMMON 448924100 42,021 1,263,800 SH DEFINED 1 1,263,800
ICN PHARMACEUTICALS INC COMMON 448924100 29,925 900,000 SH DEFINED 1,4 900,000
ICOS VISION SYSTEMS NV COMMON B49233107 1,203 39,700 SH DEFINED 1 39,700
ICOS VISION SYSTEMS NV COMMON B49233107 4,050 133,600 SH DEFINED 1,5 133,600
ICOS VISION SYSTEMS NV COMMON B49233107 52 1,700 SH DEFINED 2 1,700
ICU MEDICAL INC COMMON 44930G107 3,428 132,500 SH DEFINED 1 132,500
IDEC PHARMACEUTICALS CORP. COMMON 449370105 45,629 260,200 SH DEFINED 1 260,200
II-VI INC COMMON 902104108 3,734 200,000 SH DEFINED 1 200,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ILLINOIS TOOL WORKS COMMON 452308109 129 2,300 SH DEFINED 1 2,300
ILLINOIS TOOL WORKS COMMON 452308109 2,587 46,300 SH DEFINED 1,4 46,300
IMPCO TECHNOLOGIES INC COMMON 45255W106 454 15,800 SH DEFINED 1 15,800
IMPCO TECHNOLOGIES INC COMMON 45255W106 170 5,900 SH DEFINED 1,5 5,900
IMS HEALTH INC COMMON 449934108 34,920 1,682,900 SH DEFINED 1 1,682,900
INCYTE PHARMACEUTICALS INC COMMON 45337C102 59,557 1,448,200 SH DEFINED 1 1,448,200
INCYTE PHARMACEUTICALS INC COMMON 45337C102 823 20,000 SH DEFINED 2 20,000
INFINITY BROADCASTING CORP COMMON 45662S102 38,193 1,157,350 SH DEFINED 1 1,157,350
INFINITY BROADCASTING CORP COMMON 45662S102 247,500 7,500,000 SH DEFINED 1,2 7,500,000
INFINITY BROADCASTING CORP COMMON 45662S102 2,813 85,250 SH DEFINED 2 85,250
INFINITY BROADCASTING CORP COMMON 45662S102 2,355 71,375 SH DEFINED 2,3 71,375
INFOCUS CORPORATION COMMON 45665B106 9,275 175,000 SH DEFINED 1 175,000
INFORMATION RESOURCE
ENGINEERING COMMON 45675F303 6,050 200,000 SH DEFINED 1 200,000
INFORTE CORP COMMON 45677R107 17,822 507,400 SH DEFINED 1 507,400
INFORTE CORP COMMON 45677R107 54 1,550 SH DEFINED 1,5 1,550
INFORTE CORP COMMON 45677R107 1,426 40,600 SH DEFINED 2 40,600
INFORTE CORP COMMON 45677R107 211 6,000 SH DEFINED 2,3 6,000
INFOSPACE INC COMMON 45678T102 47,553 1,572,000 SH DEFINED 1 1,572,000
INFOSPACE INC COMMON 45678T102 121,756 4,025,000 SH DEFINED 1,2 4,025,000
INFOSPACE INC COMMON 45678T102 10,349 342,100 SH DEFINED 2 342,100
INFOSPACE INC COMMON 45678T102 484 16,000 SH DEFINED 2,3 16,000
INFOSYS TECHNOLOGIES ADR COMMON 456788108 33 250 SH DEFINED 1,5 250
ING GROUP NV-SPONS ADR COMMON 456837103 3,294 50,000 SH DEFINED 1,7 50,000
INGERSOLL RAND CO COMMON 456866102 22,080 651,800 SH DEFINED 1 651,800
INGERSOLL RAND CO COMMON 456866102 2,256 66,600 SH DEFINED 1,5 66,600
INGERSOLL RAND CO COMMON 456866102 37 1,100 SH DEFINED 2 1,100
INKTOMI CORP COMMON 457277101 78,364 687,400 SH DEFINED 1 687,400
INKTOMI CORP COMMON 457277101 1,596 14,000 SH DEFINED 2 14,000
INNERDYNE INC COMMON 45764D102 735 105,000 SH DEFINED 1 105,000
INNKEEPERS USA TRUST COMMON 4576J0104 564 55,000 SH DEFINED 1,4 55,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INRANGE TECHNOLOGIES CORP COMMON 45769V206 5,682 107,200 SH DEFINED 1 107,200
INSIGHT ENTERPRISES INC COMMON 45765U103 30,593 1,122,662 SH DEFINED 1 1,122,662
INSILICON CORP COMMON 45769H108 1,450 100,000 SH DEFINED 1 100,000
INSITUFORM TECHNOLOGIES INC COMMON 457667103 13,342 396,800 SH DEFINED 1 396,800
INSITUFORM TECHNOLOGIES INC COMMON 457667103 44 1,300 SH DEFINED 1,5 1,300
INSITUFORM TECHNOLOGIES INC COMMON 457667103 1,056 31,400 SH DEFINED 2 31,400
INSITUFORM TECHNOLOGIES INC COMMON 457667103 161 4,800 SH DEFINED 2,3 4,800
INTEGRATED DEVICE TECH INC COMMON 458118106 331,040 3,657,900 SH DEFINED 1 3,657,900
INTEGRATED DEVICE TECH INC COMMON 458118106 170,303 1,881,800 SH DEFINED 1,2 1,881,800
INTEGRATED DEVICE TECH INC COMMON 458118106 1,539 17,000 SH DEFINED 1,4 17,000
INTEGRATED DEVICE TECH INC COMMON 458118106 16,401 181,230 SH DEFINED 1,5 181,230
INTEGRATED DEVICE TECH INC COMMON 458118106 21,946 242,500 SH DEFINED 2 242,500
INTEGRATED DEVICE TECH INC COMMON 458118106 3,692 40,800 SH DEFINED 2,3 40,800
INTEGRATED MEASUREMENT
SYSTEMS COMMON 457923100 2,363 175,000 SH DEFINED 1 175,000
INTEL CORP COMMON 458140100 152,838 3,677,300 SH DEFINED 1 3,677,300
INTEL CORP COMMON 458140100 145,469 3,500,000 SH DEFINED 1,2 3,500,000
INTEL CORP COMMON 458140100 4,559 109,700 SH DEFINED 1,4 109,700
INTEL CORP COMMON 458140100 9,306 223,900 SH DEFINED 2 223,900
INTEL CORP COMMON 458140100 316 7,600 SH DEFINED 2,3 7,600
INTERNAP VOTING TRUST COMMON 45885A912 153 25,825 SH DEFINED 1,4 25,825
INTERNATIONAL PAPER CO COMMON 460146103 17,121 596,800 SH DEFINED 1 596,800
INTERNATIONAL PAPER CO COMMON 460146103 1,581 55,100 SH DEFINED 1,4 55,100
INTERNET SECURITY SYSTEMS INC COMMON 46060X107 21,839 290,700 SH DEFINED 1 290,700
INTERNET SECURITY SYSTEMS INC COMMON 46060X107 2,885 38,400 SH DEFINED 2 38,400
INTERPUBLIC GROUP CO CVT CONVERT 460690AG5 49 55,000 PRN DEFINED 1,5 55,000
INTERPUBLIC GROUP OF
COMPANIES INC COMMON 460690100 34,376 1,009,200 SH DEFINED 1 1,009,200
INTERPUBLIC GROUP OF
COMPANIES INC COMMON 460690100 61 1,800 SH DEFINED 2 1,800
INTERSIL HOLDING CORP
WARRANT 144A COMMON 46069S117 720 800 SH DEFINED 1 800
INTERSIL HOLDING CORP
WARRANT 144A COMMON 46069S117 23 25 SH DEFINED 1,5 25
</TABLE>
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<PAGE> 45
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERSIL HOLDING CORP COMMON 46069S109 65,740 1,318,100 SH DEFINED 1 1,318,100
INTERSIL HOLDING CORP COMMON 46069S109 672 13,470 SH DEFINED 1,5 13,470
INTERSIL HOLDING CORP COMMON 46069S109 3,132 62,800 SH DEFINED 2 62,800
INTERSIL HOLDING CORP COMMON 46069S109 444 8,900 SH DEFINED 2,3 8,900
INTERTAN INC COMMON 461120107 980 67,900 SH DEFINED 1 67,900
INTERWOVEN INC COMMON 46114T102 16,552 146,400 SH DEFINED 1 146,400
INTERWOVEN INC COMMON 46114T102 1,345 11,900 SH DEFINED 1,5 11,900
INTERWOVEN INC COMMON 46114T102 5,110 45,200 SH DEFINED 2 45,200
INTIMATE BRANDS INC COMMON 461156101 10,491 561,400 SH DEFINED 1 561,400
INTIMATE BRANDS INC COMMON 461156101 56,063 3,000,000 SH DEFINED 1,2 3,000,000
INTIMATE BRANDS INC COMMON 461156101 759 40,600 SH DEFINED 1,5 40,600
INTIMATE BRANDS INC COMMON 461156101 8,290 443,600 SH DEFINED 2 443,600
INTIMATE BRANDS INC COMMON 461156101 217 11,600 SH DEFINED 2,3 11,600
INT'L BUSINESS MACHINE CORP COMMON 459200101 121,669 1,081,500 SH DEFINED 1 1,081,500
INT'L BUSINESS MACHINE CORP COMMON 459200101 208,125 1,850,000 SH DEFINED 1,2 1,850,000
INT'L BUSINESS MACHINE CORP COMMON 459200101 1,553 13,800 SH DEFINED 1,4 13,800
INT'L BUSINESS MACHINE CORP COMMON 459200101 2,174 19,328 SH DEFINED 2 19,328
INT'L BUSINESS MACHINE CORP COMMON 459200101 1,238 11,000 SH DEFINED 2,3 11,000
INTL FIBERCOM INC COMMON 45950T101 139 9,500 SH DEFINED 1 9,500
INTRANET SOLUTIONS INC COMMON 460939309 15,530 310,600 SH DEFINED 1 310,600
INTUIT INC COMMON 461202103 35,437 621,700 SH DEFINED 1 621,700
INTUIT INC COMMON 461202103 187,986 3,298,000 SH DEFINED 1,2 3,298,000
INTUIT INC COMMON 461202103 7,433 130,400 SH DEFINED 2 130,400
INTUIT INC COMMON 461202103 1,169 20,500 SH DEFINED 2,3 20,500
INTUITIVE SURGICAL INC COMMON 46120E107 1,858 158,100 SH DEFINED 1 158,100
INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 6,989 175,000 SH DEFINED 1 175,000
INVESTORS FINANCIAL
SERVICES CORP COMMON 461915100 7,007 111,000 SH DEFINED 1 111,000
INVITROGEN CORP COMMON 46185R100 2,148 30,200 SH DEFINED 1 30,200
</TABLE>
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<PAGE> 46
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IRON MOUNTAIN INC COMMON 462846106 27,306 738,000 SH DEFINED 1 738,000
IRON MOUNTAIN INC COMMON 462846106 30 800 SH DEFINED 1,5 800
IRON MOUNTAIN INC COMMON 462846106 740 20,000 SH DEFINED 2 20,000
IRON MOUNTAIN INC COMMON 462846106 115 3,100 SH DEFINED 2,3 3,100
IRSA SP GDR COMMON 450047204 1,060 46,066 SH DEFINED 1,6 46,066
ISHARES TRUST-RUSSELL
2000 INDEX COMMON 464287655 6,425 62,000 SH DEFINED 1 62,000
ITT EDUCATIONAL SERVICES,
INC. COMMON 45068B109 179 6,600 SH DEFINED 1 6,600
IVAX CORP COMMON 465823102 12,540 272,600 SH DEFINED 1 272,600
IVAX CORP COMMON 465823102 151,294 3,289,000 SH DEFINED 1,2 3,289,000
IVAX CORP COMMON 465823102 1,440 31,300 SH DEFINED 2,3 31,300
J.P. MORGAN & CO COMMON 616880100 44,405 271,800 SH DEFINED 1 271,800
J.P. MORGAN & CO COMMON 616880100 351,256 2,150,000 SH DEFINED 1,2 2,150,000
J.P. MORGAN & CO COMMON 616880100 23,036 141,000 SH DEFINED 2 141,000
J.P. MORGAN & CO COMMON 616880100 1,405 8,600 SH DEFINED 2,3 8,600
JACK HENRY & ASSOCIATES INC COMMON 426281101 55,000 1,268,000 SH DEFINED 1 1,268,000
JACK HENRY & ASSOCIATES INC COMMON 426281101 178 4,100 SH DEFINED 1,5 4,100
JACK HENRY & ASSOCIATES INC COMMON 426281101 4,567 105,300 SH DEFINED 2 105,300
JACK HENRY & ASSOCIATES INC COMMON 426281101 646 14,900 SH DEFINED 2,3 14,900
JAZZTEL PLC ADR COMMON 47214R152 266 11,800 SH DEFINED 1 11,800
JAZZTEL WARRANTS 144A COMMON 47214R111 312 2,250 SH DEFINED 1 2,250
JDS UNIPHASE CORP COMMON 46612J101 625,268 6,603,494 SH DEFINED 1 6,603,494
JDS UNIPHASE CORP COMMON 46612J101 823,781 8,700,000 SH DEFINED 1,2 8,700,000
JDS UNIPHASE CORP COMMON 46612J101 15,783 166,680 SH DEFINED 1,5 166,680
JDS UNIPHASE CORP COMMON 46612J101 40,754 430,400 SH DEFINED 2 430,400
JDS UNIPHASE CORP COMMON 46612J101 4,525 47,788 SH DEFINED 2,3 47,788
JDS UNIPHASE CORP COMMON 46612J101 24,856 262,500 PUT DEFINED 1 262,500
JEFFERSON SMURFIT GRP ADR COMMON 47508W107 296 16,500 SH DEFINED 1 16,500
JOHNSON & JOHNSON COMMON 478160104 595,630 6,340,700 SH DEFINED 1 6,340,700
JOHNSON & JOHNSON COMMON 478160104 4,368 46,500 SH DEFINED 1,4 46,500
JOHNSON & JOHNSON COMMON 478160104 8,905 94,800 SH DEFINED 2 94,800
JONES APPAREL GROUP INC COMMON 480074103 1,855 70,000 SH DEFINED 1 70,000
</TABLE>
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<PAGE> 47
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JUNIPER NETWORKS CVT 4.75 CONVERT 48203RAA2 39,890 26,200,000 PRN DEFINED 1 26,200,000
JUNIPER NETWORKS CVT 4.75 CONVERT 48203RAA2 121,800 80,000,000 PRN DEFINED 1,2 80,000,000
JUNIPER NETWORKS INC COMMON 48203R104 429,555 1,962,000 SH DEFINED 1 1,962,000
JUNIPER NETWORKS INC COMMON 48203R104 333,880 1,525,000 SH DEFINED 1,2 1,525,000
JUNIPER NETWORKS INC COMMON 48203R104 7,181 32,800 SH DEFINED 1,5 32,800
JUNIPER NETWORKS INC COMMON 48203R104 24,871 113,600 SH DEFINED 2 113,600
JUNIPER NETWORKS INC COMMON 48203R104 2,299 10,500 SH DEFINED 2,3 10,500
KEEBLER FOODS CO COMMON 487256109 4,620 110,000 SH DEFINED 1 110,000
KEITHLEY INSTRUMENTS INC COMMON 487584104 21,665 309,500 SH DEFINED 1 309,500
KEMET CORP COMMON 488360108 4,696 170,000 SH DEFINED 1 170,000
KENT ELECTRONICS CORP COMMON 490553104 10,796 452,200 SH DEFINED 1 452,200
KERR-MCGEE CORP COMMON 492386107 61,454 927,600 SH DEFINED 1 927,600
KERR-MCGEE CORP COMMON 492386107 1,491 22,500 SH DEFINED 1,5 22,500
KERR-MCGEE CORP COMMON 492386107 8,920 134,700 SH DEFINED 2 134,700
KERR-MCGEE CVT CONVERT 492386AP2 1,248 1,000,000 PRN DEFINED 1 1,000,000
KESTREL SOLUTIONS CVT 144A CONVERT 49254QAA0 15,330 14,000,000 PRN DEFINED 1 14,000,000
KEY ENERGY GROUP COMMON 492914106 17,369 1,770,100 SH DEFINED 1 1,770,100
KILROY REALTY CORP COMMON 49427F108 1,897 71,100 SH DEFINED 1,4 71,100
KIMBERLY-CLARK CORP COMMON 494368103 275,379 4,934,000 SH DEFINED 1 4,934,000
KIMBERLY-CLARK CORP COMMON 494368103 1,189 21,300 SH DEFINED 1,4 21,300
KIMBERLY-CLARK CORP COMMON 494368103 4,437 79,500 SH DEFINED 2 79,500
KIMCO REALTY CORP. COMMON 49446R109 1,660 39,300 SH DEFINED 1,4 39,300
KINDER MORGAN INC COMMON 49455P101 55,524 1,356,300 SH DEFINED 1 1,356,300
KINDER MORGAN INC COMMON 49455P101 86 2,100 SH DEFINED 1,5 2,100
KINDER MORGAN INC COMMON 49455P101 2,174 53,100 SH DEFINED 2 53,100
KINDER MORGAN INC COMMON 49455P101 323 7,900 SH DEFINED 2,3 7,900
KING PHARMACEUTICALS COMMON 495582108 19,013 568,605 SH DEFINED 1 568,605
</TABLE>
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<PAGE> 48
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KLA-TENCOR CORP COMMON 482480100 12,562 305,000 SH DEFINED 1 305,000
KLA-TENCOR CORP COMMON 482480100 92,672 2,250,000 SH DEFINED 1,2 2,250,000
KLA-TENCOR CORP COMMON 482480100 6,281 152,500 SH DEFINED 2 152,500
KLA-TENCOR CORP COMMON 482480100 371 9,000 SH DEFINED 2,3 9,000
KMC TELECOM HLDNGS-WTSEXP
4/15/08 COMMON 482562121 0 35 SH DEFINED 1 35
KNOLOGY INC WTS 144A
EXP 10/07 COMMON 499183119 133 53,095 SH DEFINED 1 53,095
KNOLOGY INC WTS 144A
EXP 10/07 COMMON 499183119 1 500 SH DEFINED 2,3 500
KOHLS CORP COMMON 500255104 47,742 827,600 SH DEFINED 1 827,600
KOHLS CORP COMMON 500255104 297,091 5,150,000 SH DEFINED 1,2 5,150,000
KOHLS CORP COMMON 500255104 14,578 252,700 SH DEFINED 1,5 252,700
KOHLS CORP COMMON 500255104 15,743 272,900 SH DEFINED 2 272,900
KOHLS CORP COMMON 500255104 894 15,500 SH DEFINED 2,3 15,500
KOPIN CORP COMMON 500600101 11,097 616,500 SH DEFINED 1 616,500
KOPIN CORP COMMON 500600101 29 1,600 SH DEFINED 1,5 1,600
KOPIN CORP COMMON 500600101 707 39,300 SH DEFINED 2 39,300
KOPIN CORP COMMON 500600101 108 6,000 SH DEFINED 2,3 6,000
KOREA TELECOM CORP
- SPONS ADR COMMON 50063P103 44,476 1,322,706 SH DEFINED 1 1,322,706
KOREA TELECOM CORP
- SPONS ADR COMMON 50063P103 3,790 112,700 SH DEFINED 1,5 112,700
KOREA TELECOM CORP
- SPONS ADR COMMON 50063P103 6,087 181,016 SH DEFINED 1,6 181,016
KOREA TELECOM CORP
- SPONS ADR COMMON 50063P103 1,009 30,000 SH DEFINED 1,7 30,000
KOREA TELECOM CORP
- SPONS ADR COMMON 50063P103 4,705 139,819 SH DEFINED 2 139,819
KOREA TELECOM CORP
- SPONS ADR COMMON 50063P103 141 4,200 SH DEFINED 2,3 4,200
KORN/FERRY INTERNATIONAL COMMON 500643200 11,930 315,500 SH DEFINED 1 315,500
KROGER CORP COMMON 501044101 268,126 11,883,700 SH DEFINED 1 11,883,700
KROGER CORP COMMON 501044101 3,181 141,000 SH DEFINED 2 141,000
KYOCERA CORP ADR COMMON 501556203 3,009 20,000 SH DEFINED 1,7 20,000
L S I LOGIC CORP COMMON 502161102 2,486 85,000 SH DEFINED 1 85,000
L90 INC COMMON 539441105 1,163 150,000 SH DEFINED 1 150,000
LABORATORY CORP OF AMERICA
HLDGS COMMON 50540R409 7,700 64,300 SH DEFINED 1 64,300
LABORATORY CORP OF AMERICA
HLDGS COMMON 50540R409 60 500 SH DEFINED 2 500
LAMAR ADV CVT 5.25 CONVERT 512815AF8 1,302 1,300,000 PRN DEFINED 1 1,300,000
</TABLE>
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<PAGE> 49
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LAMAR ADVERTISING CO COMMON 512815101 63,140 1,667,050 SH DEFINED 1 1,667,050
LAMAR ADVERTISING CO COMMON 512815101 170,438 4,500,000 SH DEFINED 1,2 4,500,000
LAMAR ADVERTISING CO COMMON 512815101 1,057 27,900 SH DEFINED 1,5 27,900
LAMAR ADVERTISING CO COMMON 512815101 18,479 487,900 SH DEFINED 2 487,900
LAMAR ADVERTISING CO COMMON 512815101 659 17,400 SH DEFINED 2,3 17,400
LATTICE SEMICONDUCTOR CORP COMMON 518415104 6,719 125,000 SH DEFINED 1 125,000
LEARNING TREE INTL INC COMMON 522015106 19,363 406,580 SH DEFINED 1 406,580
LEARNING TREE INTL INC COMMON 522015106 43 900 SH DEFINED 2 900
LEGG MASON INC. COMMON 524901105 7,864 135,300 SH DEFINED 1 135,300
LEGG MASON INC. COMMON 524901105 349 6,000 SH DEFINED 1,5 6,000
LEGG MASON INC. COMMON 524901105 1,412 24,300 SH DEFINED 2 24,300
LEHMAN BROTHERS HOLDING INC COMMON 524908100 19,872 134,500 SH DEFINED 1 134,500
LEHMAN BROTHERS HOLDING INC COMMON 524908100 15,898 107,600 SH DEFINED 1,5 107,600
LEHMAN BROTHERS HOLDING INC COMMON 524908100 4,344 29,400 SH DEFINED 2 29,400
LEVEL 3 COMM CVT 6 CONVERT 52729NAS9 851 1,000,000 PRN DEFINED 1 1,000,000
LEVEL 3 COMM INC COMMON 52729N100 25,690 333,100 SH DEFINED 1 333,100
LEVEL 3 COMM INC COMMON 52729N100 3,278 42,500 SH DEFINED 2 42,500
LEXMARK INTERNATIONAL INC COMMON 529771107 258,626 6,896,700 SH DEFINED 1 6,896,700
LEXMARK INTERNATIONAL INC COMMON 529771107 4,204 112,100 SH DEFINED 2 112,100
LIBERTY PROPERTY TRUST COMMON 531172104 2,171 78,950 SH DEFINED 1,4 78,950
LIFEPOINT HOSPITALS INC COMMON 53219L109 82,701 2,329,600 SH DEFINED 1 2,329,600
LIFEPOINT HOSPITALS INC COMMON 53219L109 117 3,300 SH DEFINED 1,5 3,300
LIFEPOINT HOSPITALS INC COMMON 53219L109 2,971 83,700 SH DEFINED 2 83,700
LIFEPOINT HOSPITALS INC COMMON 53219L109 422 11,900 SH DEFINED 2,3 11,900
LIGHTPATH TECHNOLOGIES INC-A COMMON 532257102 13,538 285,000 SH DEFINED 1 285,000
LINCARE HOLDINGS INC COMMON 532791100 48,026 1,674,100 SH DEFINED 1 1,674,100
LINCARE HOLDINGS INC COMMON 532791100 4,877 170,000 SH DEFINED 1,4 170,000
LINEAR TECHNOLOGY CORP COMMON 535678106 52,046 803,800 SH DEFINED 1 803,800
LINEAR TECHNOLOGY CORP COMMON 535678106 336,700 5,200,000 SH DEFINED 1,2 5,200,000
LINEAR TECHNOLOGY CORP COMMON 535678106 10,923 168,700 SH DEFINED 2 168,700
LINEAR TECHNOLOGY CORP COMMON 535678106 1,858 28,700 SH DEFINED 2,3 28,700
</TABLE>
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<PAGE> 50
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LINENS 'N THINGS INC COMMON 535679104 66,463 2,606,400 SH DEFINED 1 2,606,400
LINENS 'N THINGS INC COMMON 535679104 1,172 45,960 SH DEFINED 1,5 45,960
LINENS 'N THINGS INC COMMON 535679104 8,613 337,900 SH DEFINED 2 337,900
LINENS 'N THINGS INC COMMON 535679104 380 14,900 SH DEFINED 2,3 14,900
LITTELFUSE INC COMMON 537008104 2,227 75,000 SH DEFINED 1 75,000
LIZ CLAIBORNE, INC. COMMON 539320101 897 23,300 SH DEFINED 1,4 23,300
LOCAL FINANCIAL CORP COMMON 539553107 494 52,000 SH DEFINED 1 52,000
LONDON PACIFIC GROUP ADR COMMON 542073101 2,981 150,000 SH DEFINED 1 150,000
LONE STAR TECHNOLOGIES INC COMMON 542312103 4,961 107,500 SH DEFINED 1 107,500
LONG DISTANCE INTL WTS EXP
4/13/08 COMMON 542904115 0 26,430 SH DEFINED 1 26,430
LONG DISTANCE INTL WTS EXP
4/13/08 COMMON 542904115 0 300 SH DEFINED 2,3 300
LORAL SPACE & COMMUNICATIONS COMMON G56462107 16 2,664 SH DEFINED 1 2,664
LOUIS DREYFUS NATURAL GAS CORP COMMON 546011107 6,934 175,000 SH DEFINED 1 175,000
LOWE'S COMPANIES INC COMMON 548661107 20,589 458,800 SH DEFINED 1 458,800
LOWE'S COMPANIES INC COMMON 548661107 179,500 4,000,000 SH DEFINED 1,2 4,000,000
LOWE'S COMPANIES INC COMMON 548661107 2,396 53,400 SH DEFINED 1,4 53,400
LOWE'S COMPANIES INC COMMON 548661107 12,044 268,400 SH DEFINED 2 268,400
LOWE'S COMPANIES INC COMMON 548661107 718 16,000 SH DEFINED 2,3 16,000
LUCENT TECHNOLOGIES, INC COMMON 549463107 17,882 585,100 SH DEFINED 1 585,100
LUCENT TECHNOLOGIES, INC COMMON 549463107 1,265 41,400 SH DEFINED 1,4 41,400
LUCENT TECHNOLOGIES, INC COMMON 549463107 2,277 74,500 SH DEFINED 2 74,500
LUCENT TECHNOLOGIES, INC COMMON 549463107 81,162 2,655,600 CALL DEFINED 1 2,655,600
LYCOS, INC COMMON 550818108 10,315 150,000 CALL DEFINED 1 150,000
MACK-CALI REALTY CORPORATION COMMON 554489104 987 35,000 SH DEFINED 1,4 35,000
MACROMEDIA INC COMMON 556100105 2,424 30,000 SH DEFINED 1 30,000
MACROVISION CORP COMMON 555904101 78,538 969,600 SH DEFINED 1 969,600
MACROVISION CORP COMMON 555904101 1,677 20,700 SH DEFINED 1,5 20,700
MACROVISION CORP COMMON 555904101 8,132 100,400 SH DEFINED 2 100,400
MACROVISION CORP COMMON 555904101 486 6,000 SH DEFINED 2,3 6,000
</TABLE>
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<PAGE> 51
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MANUFACTURED HOME COMMUNITIE COMMON 564682102 650 26,000 SH DEFINED 1,4 26,000
MANUFACTURES SERVICES LTD COMMON 565005105 3,158 265,900 SH DEFINED 1 265,900
MARINE DRILLING CO INC COMMON 568240204 53,749 1,881,800 SH DEFINED 1 1,881,800
MARINE DRILLING CO INC COMMON 568240204 117 4,100 SH DEFINED 1,5 4,100
MARINE DRILLING CO INC COMMON 568240204 3,119 109,200 SH DEFINED 2 109,200
MARINE DRILLING CO INC COMMON 568240204 426 14,900 SH DEFINED 2,3 14,900
MARSH & MCLENNAN CO COMMON 571748102 47,213 355,650 SH DEFINED 1 355,650
MARSH & MCLENNAN CO COMMON 571748102 79,650 600,000 SH DEFINED 1,2 600,000
MARSH & MCLENNAN CO COMMON 571748102 4,686 35,300 SH DEFINED 1,4 35,300
MARSH & MCLENNAN CO COMMON 571748102 398 3,000 SH DEFINED 1,5 3,000
MARSH & MCLENNAN CO COMMON 571748102 27 200 SH DEFINED 2 200
MARTHA STEWART LIVING
OMNIMEDIA INC COMMON 573083102 6,563 250,000 SH DEFINED 1 250,000
MARTIN MARIETTA MATERIALS
INC COMMON 573284106 2,680 70,000 SH DEFINED 1 70,000
MASTEC INC COMMON 576323109 14,258 456,263 SH DEFINED 1 456,263
MASTEC INC COMMON 576323109 45 1,447 SH DEFINED 1,5 1,447
MASTEC INC COMMON 576323109 1,178 37,700 SH DEFINED 2 37,700
MASTEC INC COMMON 576323109 172 5,515 SH DEFINED 2,3 5,515
MATAV RT ADR COMMON 559776109 1,786 75,800 SH DEFINED 1,6 75,800
MATTEL INC COMMON 577081102 44,116 3,943,360 SH DEFINED 1 3,943,360
MAVERICK TUBE CORP COMMON 577914104 23,188 860,800 SH DEFINED 1 860,800
MAVERICK TUBE CORP COMMON 577914104 67 2,500 SH DEFINED 1,5 2,500
MAVERICK TUBE CORP COMMON 577914104 1,692 62,800 SH DEFINED 2 62,800
MAVERICK TUBE CORP COMMON 577914104 245 9,100 SH DEFINED 2,3 9,100
MAXIM INTEGRATED PRODUCTS
INC COMMON 57772K101 48,504 603,000 SH DEFINED 1 603,000
MAXIM INTEGRATED PRODUCTS
INC COMMON 57772K101 209,138 2,600,000 SH DEFINED 1,2 2,600,000
MAXIM INTEGRATED PRODUCTS
INC COMMON 57772K101 14,181 176,300 SH DEFINED 2 176,300
MAXIM INTEGRATED PRODUCTS
INC COMMON 57772K101 804 10,000 SH DEFINED 2,3 10,000
MBNA CORP COMMON 55262L100 3,696 96,000 SH DEFINED 1 96,000
MCDONALDS CORP COMMON 580135101 1,512 50,100 SH DEFINED 1,4 50,100
MCCAW INTL LTD WTS EXP
4/15/07 COMMON 579472119 800 39,500 SH DEFINED 1 39,500
</TABLE>
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<PAGE> 52
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCDATA CORP COMMON 580031102 28,314 230,400 SH DEFINED 1 230,400
MCDATA CORP COMMON 580031102 332 2,700 SH DEFINED 1,5 2,700
MCDATA CORP COMMON 580031102 172 1,400 SH DEFINED 2 1,400
MCDATA CORP COMMON 580031102 246 2,000 SH DEFINED 2,3 2,000
MCKESSON HBOC INC COMMON 58155Q103 80,554 2,635,700 SH DEFINED 1 2,635,700
MCLEOD INC COMMON 582266102 20,143 1,407,400 SH DEFINED 1 1,407,400
MCLEOD INC COMMON 582266102 2,230 155,800 SH DEFINED 2 155,800
MCSI INC COMMON 55270M108 14,626 434,981 SH DEFINED 1 434,981
MCSI INC COMMON 55270M108 37 1,100 SH DEFINED 1,5 1,100
MCSI INC COMMON 55270M108 908 27,000 SH DEFINED 2 27,000
MCSI INC COMMON 55270M108 138 4,100 SH DEFINED 2,3 4,100
MDU RESOURCES GROUP INC COMMON 552690109 190 6,400 SH DEFINED 1 6,400
MEDIAONE GROUP 7.00%
CVT PFD CONVERT 58440J500 1,199 32,200 SH DEFINED 1 32,200
MEDICIS PHARMACEUTICAL
CORP CL A COMMON 584690309 61,094 993,400 SH DEFINED 1 993,400
MEDICIS PHARMACEUTICAL
CORP CL A COMMON 584690309 84,138 1,368,100 SH DEFINED 1,2 1,368,100
MEDICIS PHARMACEUTICAL
CORP CL A COMMON 584690309 1,995 32,440 SH DEFINED 1,5 32,440
MEDICIS PHARMACEUTICAL
CORP CL A COMMON 584690309 12,288 199,800 SH DEFINED 2 199,800
MEDICIS PHARMACEUTICAL
CORP CL A COMMON 584690309 507 8,250 SH DEFINED 2,3 8,250
MEDTRONIC INC COMMON 585055106 196,618 3,794,800 SH DEFINED 1 3,794,800
MEDTRONIC INC COMMON 585055106 207,250 4,000,000 SH DEFINED 1,2 4,000,000
MEDTRONIC INC COMMON 585055106 352 6,800 SH DEFINED 1,5 6,800
MEDTRONIC INC COMMON 585055106 14,510 280,000 SH DEFINED 2 280,000
MEDTRONIC INC COMMON 585055106 821 15,850 SH DEFINED 2,3 15,850
MELLON FINANCIAL CORP COMMON 58551A108 2,643 57,000 SH DEFINED 1 57,000
MELLON FINANCIAL CORP COMMON 58551A108 2,425 52,300 SH DEFINED 1,4 52,300
MENTOR CORP COMMON 587188103 254 16,100 SH DEFINED 1 16,100
MENTOR CORP COMMON 587188103 169 10,700 SH DEFINED 1,4 10,700
MERCK & CO COMMON 589331107 68,453 919,600 SH DEFINED 1 919,600
MERCK & CO COMMON 589331107 3,260 43,800 SH DEFINED 1,4 43,800
MERCK & CO COMMON 589331107 3,647 49,000 SH DEFINED 2 49,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MERCURY INTERACTIVE CORP COMMON 589405109 116,497 743,200 SH DEFINED 1 743,200
MERCURY INTERACTIVE CORP COMMON 589405109 51,571 329,000 SH DEFINED 1,2 329,000
MERCURY INTERACTIVE CORP COMMON 589405109 2,477 15,800 SH DEFINED 1,5 15,800
MERCURY INTERACTIVE CORP COMMON 589405109 8,888 56,700 SH DEFINED 2 56,700
MERCURY INTERACTIVE CORP COMMON 589405109 1,395 8,900 SH DEFINED 2,3 8,900
MERCURY INTERACTIVE CORP COMMON 589405109 23,356 149,000 PUT DEFINED 1 149,000
MERISTAR HOSPITALITY CORP. COMMON 58984Y103 383 18,900 SH DEFINED 1,4 18,900
MERIX CORP COMMON 590049102 21,550 332,500 SH DEFINED 1 332,500
MERRILL LYNCH & CO COMMON 590188108 432,683 6,555,800 SH DEFINED 1 6,555,800
MERRILL LYNCH & CO COMMON 590188108 541,200 8,200,000 SH DEFINED 1,2 8,200,000
MERRILL LYNCH & CO COMMON 590188108 17,266 261,600 SH DEFINED 1,5 261,600
MERRILL LYNCH & CO COMMON 590188108 17,805 269,800 SH DEFINED 2 269,800
MERRILL LYNCH & CO COMMON 590188108 3,399 51,500 SH DEFINED 2,3 51,500
METALINK LTD COMMON M69897102 2,313 125,000 SH DEFINED 1 125,000
METHODE ELECTRONICS CL A COMMON 591520200 48,265 1,089,200 SH DEFINED 1 1,089,200
METHODE ELECTRONICS CL A COMMON 591520200 1,910 43,100 SH DEFINED 1,5 43,100
METHODE ELECTRONICS CL A COMMON 591520200 5,588 126,100 SH DEFINED 2 126,100
METTLER-TOLEDO
INTERNATIONAL INC COMMON 592688105 13,222 300,500 SH DEFINED 1 300,500
MGIC INVESTMENT CORP COMMON 552848103 86,027 1,407,400 SH DEFINED 1 1,407,400
MGIC INVESTMENT CORP COMMON 552848103 3,356 54,900 SH DEFINED 1,4 54,900
MGIC INVESTMENT CORP COMMON 552848103 2,763 45,200 SH DEFINED 2 45,200
MICHAELS STORES INC COMMON 594087108 50,744 1,268,600 SH DEFINED 1 1,268,600
MICHAELS STORES INC COMMON 594087108 122 3,050 SH DEFINED 1,5 3,050
MICHAELS STORES INC COMMON 594087108 2,512 62,800 SH DEFINED 2 62,800
MICHAELS STORES INC COMMON 594087108 356 8,900 SH DEFINED 2,3 8,900
MICREL INC COMMON 594793101 93,505 1,395,600 SH DEFINED 1 1,395,600
MICREL INC COMMON 594793101 1,743 26,010 SH DEFINED 1,5 26,010
MICREL INC COMMON 594793101 8,201 122,400 SH DEFINED 2 122,400
MICREL INC COMMON 594793101 476 7,100 SH DEFINED 2,3 7,100
MICROCELL TELECOMMUNICATIONS COMMON 59501T304 7,808 268,657 SH DEFINED 1 268,657
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MICROCHIP TECHNOLOGY INC COMMON 595017104 252,029 7,622,800 SH DEFINED 1 7,622,800
MICROCHIP TECHNOLOGY INC COMMON 595017104 99,193 3,000,168 SH DEFINED 1,2 3,000,168
MICROCHIP TECHNOLOGY INC COMMON 595017104 1,467 44,380 SH DEFINED 1,5 44,380
MICROCHIP TECHNOLOGY INC COMMON 595017104 23,014 696,088 SH DEFINED 2 696,088
MICROCHIP TECHNOLOGY INC COMMON 595017104 1,961 59,325 SH DEFINED 2,3 59,325
MICROMUSE INC COMMON 595094103 24,394 121,400 SH DEFINED 1 121,400
MICROMUSE INC COMMON 595094103 60 300 SH DEFINED 1,5 300
MICROMUSE INC COMMON 595094103 1,608 8,000 SH DEFINED 2 8,000
MICROMUSE INC COMMON 595094103 241 1,200 SH DEFINED 2,3 1,200
MICRON TECHNOLOGY INC COMMON 595112103 11,840 257,400 SH DEFINED 1 257,400
MICRON TECHNOLOGY INC COMMON 595112103 80,500 1,750,000 SH DEFINED 1,2 1,750,000
MICRON TECHNOLOGY INC COMMON 595112103 4,365 94,900 SH DEFINED 1,5 94,900
MICRON TECHNOLOGY INC COMMON 595112103 5,515 119,900 SH DEFINED 2 119,900
MICRON TECHNOLOGY INC COMMON 595112103 322 7,000 SH DEFINED 2,3 7,000
MICROSOFT CORP COMMON 594918103 702,478 11,659,391 SH DEFINED 1 11,659,391
MICROSOFT CORP COMMON 594918104 150,625 2,500,000 SH DEFINED 1,2 2,500,000
MICROSOFT CORP COMMON 594918104 3,006 49,900 SH DEFINED 1,4 49,900
MICROSOFT CORP COMMON 594918104 8,411 139,600 SH DEFINED 2 139,600
MICROSOFT CORP COMMON 594918104 15,063 250,000 CALL DEFINED 1 250,000
MILLENIUM SEACARRIERS
WARRANTS COMMON 60036B115 0 100 SH DEFINED 1 100
MILLENNIUM PHARMACEUTICALS,
INC COMMON 599902103 6,719 46,000 SH DEFINED 1 46,000
MILLENNIUM PHARMACEUTICALS,
INC COMMON 599902103 862 5,900 SH DEFINED 1,5 5,900
MILLENNIUM PHARMACEUTICALS,
INC COMMON 599902103 5,375 36,800 SH DEFINED 2 36,800
MILLIPORE CORP COMMON 601073109 25,212 520,500 SH DEFINED 1 520,500
MILLIPORE CORP COMMON 601073109 121,094 2,500,000 SH DEFINED 1,2 2,500,000
MILLIPORE CORP COMMON 601073109 7,890 162,900 SH DEFINED 1,5 162,900
MILLIPORE CORP COMMON 601073109 11,770 243,000 SH DEFINED 2 243,000
MILLIPORE CORP COMMON 601073109 460 9,500 SH DEFINED 2,3 9,500
MILLS CORP COMMON 601148109 176 9,300 SH DEFINED 1 9,300
MINNESOTA MINING & MFG CO COMMON 604059105 1,504 16,500 SH DEFINED 1 16,500
MINNESOTA MINING & MFG CO COMMON 604059105 2,014 22,100 SH DEFINED 1,4 22,100
MIPS TECHNOLOGIES INC COMMON 604567107 20,070 436,300 SH DEFINED 1 436,300
MIPS TECHNOLOGIES INC COMMON 604567107 1,007 21,900 SH DEFINED 1,5 21,900
MIPS TECHNOLOGIES INC COMMON 604567107 3,905 84,900 SH DEFINED 2 84,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MISSION WEST PROPERTIES COMMON 605203108 197 14,200 SH DEFINED 1 14,200
MITCHELL ENERGY &
DEVELOPMENT COMMON 606592202 3,497 75,000 SH DEFINED 1 75,000
MOBILE MINI INC COMMON 60740F105 3,080 160,000 SH DEFINED 1 160,000
MOBILE TELESYSTEMS SP ADR COMMON 607409109 5,547 218,600 SH DEFINED 1,6 218,600
MOLECULAR BIOSYSTEMS INC COMMON 608513107 13 26,400 SH DEFINED 1 26,400
MOLECULAR BIOSYSTEMS INC COMMON 608513107 277 571,600 SH DEFINED 1,4 571,600
MOLEX INC CL A COMMON 608554200 47,887 1,155,650 SH DEFINED 1 1,155,650
MOLEX INC CL A COMMON 608554200 137 3,300 SH DEFINED 1,5 3,300
MOLEX INC CL A COMMON 608554200 3,470 83,750 SH DEFINED 2 83,750
MOLEX INC CL A COMMON 608554200 494 11,925 SH DEFINED 2,3 11,925
MONSANTO CVT PFD CONVERT 611662305 18,436 352,000 SH DEFINED 1 352,000
MONSANTO CVT PFD CONVERT 611662305 52,375 1,000,000 SH DEFINED 1,2 1,000,000
MONSANTO CVT PFD CONVERT 611662305 16 300 SH DEFINED 2 300
MONTANA POWER CO COMMON 612085100 15,342 459,700 SH DEFINED 1 459,700
MONTANA POWER CO COMMON 612085100 50,063 1,500,000 SH DEFINED 1,2 1,500,000
MONTANA POWER CO COMMON 612085100 704 21,100 SH DEFINED 1,5 21,100
MONTANA POWER CO COMMON 612085100 7,623 228,400 SH DEFINED 2 228,400
MONTANA POWER CO COMMON 612085100 167 5,000 SH DEFINED 2,3 5,000
MORGAN STANLEY DEAN
WITTER & CO COMMON 617446448 1,681,719 18,392,000 SH DEFINED 1 18,392,000
MORGAN STANLEY DEAN
WITTER & CO COMMON 617446448 868,656 9,500,000 SH DEFINED 1,2 9,500,000
MORGAN STANLEY DEAN
WITTER & CO COMMON 617446448 4,672 51,100 SH DEFINED 1,4 51,100
MORGAN STANLEY DEAN
WITTER & CO COMMON 617446448 9,555 104,500 SH DEFINED 1,5 104,500
MORGAN STANLEY DEAN
WITTER & CO COMMON 617446448 45,649 499,250 SH DEFINED 2 499,250
MORGAN STANLEY DEAN
WITTER & CO COMMON 617446448 3,365 36,800 SH DEFINED 2,3 36,800
MRV COMMUNICATIONS INC COMMON 553477100 22,017 485,900 SH DEFINED 1 485,900
MRV COMMUNICATIONS INC COMMON 553477100 63 1,400 SH DEFINED 1,5 1,400
MRV COMMUNICATIONS INC COMMON 553477100 1,618 35,700 SH DEFINED 2 35,700
MRV COMMUNICATIONS INC COMMON 553477100 222 4,900 SH DEFINED 2,3 4,900
M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 7,638 200,000 SH DEFINED 1 200,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NABORS INDUSTRIES INC COMMON 629568106 23,617 450,700 SH DEFINED 1 450,700
NABORS INDUSTRIES INC COMMON 629568106 179,873 3,432,700 SH DEFINED 1,2 3,432,700
NABORS INDUSTRIES INC COMMON 629568106 16,920 322,900 SH DEFINED 1,5 322,900
NABORS INDUSTRIES INC COMMON 629568106 16,878 322,100 SH DEFINED 2 322,100
NABORS INDUSTRIES INC COMMON 629568106 697 13,300 SH DEFINED 2,3 13,300
NANOMETRICS INC COMMON 630077105 2,672 50,000 SH DEFINED 1 50,000
NASDAQ-100 SHARES COMMON 631100104 24,804 278,700 SH DEFINED 1 278,700
NATIONAL AUSTRALIA BK-SP ADR COMMON 632525408 2,775 40,000 SH DEFINED 1,7 40,000
NATIONAL INSTRUMENTS CORP COMMON 636518102 89,448 2,027,150 SH DEFINED 1 2,027,150
NATIONAL INSTRUMENTS CORP COMMON 636518102 243 5,500 SH DEFINED 1,5 5,500
NATIONAL INSTRUMENTS CORP COMMON 636518102 5,542 125,600 SH DEFINED 2 125,600
NATIONAL INSTRUMENTS CORP COMMON 636518102 788 17,850 SH DEFINED 2,3 17,850
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 4,025 100,000 SH DEFINED 1 100,000
NATIONAL-OILWELL INC COMMON 637071101 83,978 2,687,300 SH DEFINED 1 2,687,300
NATIONAL-OILWELL INC COMMON 637071101 1,196 38,270 SH DEFINED 1,5 38,270
NATIONAL-OILWELL INC COMMON 637071101 8,038 257,200 SH DEFINED 2 257,200
NATIONAL-OILWELL INC COMMON 637071101 559 17,900 SH DEFINED 2,3 17,900
NATIONWIDE FINANCIAL
SERVICES-CL A COMMON 638612101 5,431 145,300 SH DEFINED 1 145,300
NATURAL MICROSYSTEMS CORP COMMON 638882100 14,805 275,200 SH DEFINED 1 275,200
NDS GROUP PLC-SPONS ADR COMMON 628891103 12,741 165,470 SH DEFINED 1 165,470
NDS GROUP PLC-SPONS ADR COMMON 628891103 14 180 SH DEFINED 1,5 180
NEON COMMUNICATIONS INC COMMON 640506101 3,482 99,850 SH DEFINED 1 99,850
NESTLE SA - SPONS ADR
FOR REG COMMON 641069406 3,180 30,000 SH DEFINED 1,7 30,000
NETEGRITY INC COMMON 64110P107 9,450 135,000 SH DEFINED 1 135,000
NETIQ CORP COMMON 64115P102 9,402 143,136 SH DEFINED 1 143,136
NETIQ CORP COMMON 64115P102 31 470 SH DEFINED 1,5 470
NETIQ CORP COMMON 64115P102 686 10,442 SH DEFINED 2 10,442
NETIQ CORP COMMON 64115P102 117 1,782 SH DEFINED 2,3 1,782
NETSILICON INC COMMON 64115X105 2,094 100,000 SH DEFINED 1 100,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETWORK APPLIANCE INC COMMON 64120L104 192,731 1,513,100 SH DEFINED 1 1,513,100
NETWORK APPLIANCE INC COMMON 64120L104 98,652 774,500 SH DEFINED 1,2 774,500
NETWORK APPLIANCE INC COMMON 64120L104 1,146 9,000 SH DEFINED 2 9,000
NETWORK APPLIANCE INC COMMON 64120L104 943 7,400 SH DEFINED 2,3 7,400
NEW ERA OF NETWORKS INC COMMON 644312100 5,238 215,300 SH DEFINED 1 215,300
NEW YORK TIMES CO COMMON 650111107 983 25,000 SH DEFINED 1 25,000
NEWFIELD EXPLORATION CO COMMON 651290108 31,617 677,200 SH DEFINED 1 677,200
NEWFIELD EXPLORATION CO COMMON 651290108 75 1,600 SH DEFINED 1,5 1,600
NEWFIELD EXPLORATION CO COMMON 651290108 1,905 40,800 SH DEFINED 2 40,800
NEWFIELD EXPLORATION CO COMMON 651290108 285 6,100 SH DEFINED 2,3 6,100
NEWPARK RESOURCES INC COMMON 651718504 1,850 200,000 SH DEFINED 1 200,000
NEWPORT CORP COMMON 651824104 42,699 268,100 SH DEFINED 1 268,100
NEWPORT CORP COMMON 651824104 2,485 15,600 SH DEFINED 1,5 15,600
NEWPORT CORP COMMON 651824104 7,549 47,400 SH DEFINED 2 47,400
NEXTEL COMM CVT 144A CONVERT 65332VAW3 943 1,000,000 PRN DEFINED 1 1,000,000
NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 1,635,810 34,990,590 SH DEFINED 1 34,990,590
NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 223,222 4,774,800 SH DEFINED 1,2 4,774,800
NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 8,541 182,700 SH DEFINED 1,5 182,700
NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 23,812 509,350 SH DEFINED 2 509,350
NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 1,477 31,600 SH DEFINED 2,3 31,600
NEXTEL INTERNATIONAL INC COMMON 65332A919 0 3 SH DEFINED 2 3
NEXTEL PARTNERS INC CL A COMMON 65333F107 6,801 233,500 SH DEFINED 1 233,500
NEXTLINK COMMUNICATIONS-A COMMON 65333H707 106 3,000 SH DEFINED 1 3,000
NIAGARA MOHAWK HOLDINGS INC COMMON 653520106 39,465 2,505,700 SH DEFINED 1 2,505,700
NICE SYSTEMS LTD ADR COMMON 653656108 12,794 177,700 SH DEFINED 1 177,700
NICE SYSTEMS LTD ADR COMMON 653656108 25 350 SH DEFINED 1,5 350
NIPPON TELEGRAPH &
TELEPH-SP ADR COMMON 654624105 1,622 33,100 SH DEFINED 1 33,100
NISOURCE INC COMMON 65473P105 11,627 477,000 SH DEFINED 1 477,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NOBLE AFFILIATES INC COMMON 654894104 3,898 105,000 SH DEFINED 1 105,000
NOKIA CORP ADR COMMON 654902204 518,972 13,035,400 SH DEFINED 1 13,035,400
NOKIA CORP ADR COMMON 654902204 49,766 1,250,000 SH DEFINED 1,2 1,250,000
NOKIA CORP ADR COMMON 654902204 7,501 188,400 SH DEFINED 1,5 188,400
NOKIA CORP ADR COMMON 654902204 8,745 219,600 SH DEFINED 2 219,600
NORDIC AMERICAN TANKER
SHIPPING COMMON G65773106 5,406 250,000 SH DEFINED 1 250,000
NORTEL INVERSORA S.A. ADR COMMON 656567401 2,696 180,500 SH DEFINED 1,6 180,500
NORTEL NETWORKS CORP COMMON 656568102 1,553,978 26,089,880 SH DEFINED 1 26,089,880
NORTEL NETWORKS CORP COMMON 656568102 982,781 16,500,000 SH DEFINED 1,2 16,500,000
NORTEL NETWORKS CORP COMMON 656568102 71,197 1,195,337 SH DEFINED 1,5 1,195,337
NORTEL NETWORKS CORP COMMON 656568102 59,545 999,700 SH DEFINED 2 999,700
NORTEL NETWORKS CORP COMMON 656568102 5,785 97,124 SH DEFINED 2,3 97,124
NORTEL NETWORKS CORP COMMON 656568102 28,590 480,000 PUT DEFINED 1 480,000
NORTH FORK BANCORPORATION COMMON 659424105 15,669 724,600 SH DEFINED 1 724,600
NORTHEAST UTILITIES COMMON 664397106 7,493 345,500 SH DEFINED 1 345,500
NORTHERN TRUST CORP COMMON 665859104 15,509 174,500 SH DEFINED 1 174,500
NORTHERN TRUST CORP COMMON 665859104 164,419 1,850,000 SH DEFINED 1,2 1,850,000
NORTHERN TRUST CORP COMMON 665859104 12,318 138,600 SH DEFINED 1,5 138,600
NORTHERN TRUST CORP COMMON 665859104 11,154 125,500 SH DEFINED 2 125,500
NORTHERN TRUST CORP COMMON 665859104 631 7,100 SH DEFINED 2,3 7,100
NORTHROP GRUMMAN CO COMMON 666807102 22,519 247,800 SH DEFINED 1 247,800
NORTHROP GRUMMAN CO COMMON 666807102 3,427 37,700 SH DEFINED 2 37,700
NOVARTIS AG - ADR COMMON 66987V109 2,683 70,000 SH DEFINED 1,7 70,000
NOVELLUS SYSTEMS INC COMMON 670008101 28,594 614,100 SH DEFINED 1 614,100
NOVELLUS SYSTEMS INC COMMON 670008101 93,125 2,000,000 SH DEFINED 1,2 2,000,000
NOVELLUS SYSTEMS INC COMMON 670008101 563 12,100 SH DEFINED 1,5 12,100
NOVELLUS SYSTEMS INC COMMON 670008101 8,391 180,200 SH DEFINED 2 180,200
NOVELLUS SYSTEMS INC COMMON 670008101 359 7,700 SH DEFINED 2,3 7,700
NOVEN PHARMACEUTICALS INC COMMON 670009109 135 3,150 SH DEFINED 1 3,150
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NOVOSTE CORP COMMON 67010C100 23,766 559,200 SH DEFINED 1 559,200
NOVOSTE CORP COMMON 67010C100 459 10,800 SH DEFINED 1,5 10,800
NOVOSTE CORP COMMON 67010C100 837 19,700 SH DEFINED 2 19,700
NOVOSTE CORP COMMON 67010C100 128 3,000 SH DEFINED 2,3 3,000
NRG ENEGRY INC COMMON 629377102 8,286 227,000 SH DEFINED 1 227,000
NRG ENEGRY INC COMMON 629377102 6,227 170,600 SH DEFINED 1,5 170,600
NS GROUP INC COMMON 628916108 24,759 1,246,700 SH DEFINED 1 1,246,700
NS GROUP INC COMMON 628916108 1,738 87,500 SH DEFINED 1,5 87,500
NS GROUP INC COMMON 628916108 5,610 282,500 SH DEFINED 2 282,500
NS GROUP INC COMMON 628916108 8,937 450,000 CALL DEFINED 1 450,000
NUCENTRIX BROADBAND NETWORKS COMMON 670198100 3,985 155,500 SH DEFINED 1 155,500
NUEVO ENERGY CO COMMON 670509108 132 7,200 SH DEFINED 1 7,200
O2MICRO INTERNATIONAL LTD COMMON G6797E106 1,548 90,000 SH DEFINED 1 90,000
OAKLEY INC COMMON 673662102 9,659 550,000 SH DEFINED 1 550,000
OCEAN ENERGY INC COMMON 67481E106 8,724 565,100 SH DEFINED 1 565,100
OCEAN ENERGY INC COMMON 67481E106 1,544 100,000 SH DEFINED 1,5 100,000
OCEANEERING INTERNATIONAL,
INC COMMON 675232102 258 15,500 SH DEFINED 1 15,500
OCEANEERING INTERNATIONAL,
INC COMMON 675232102 81 4,900 SH DEFINED 1,5 4,900
OGDEN CORP COMMON 676346109 174 12,800 SH DEFINED 1 12,800
OM GROUP INC COMMON 670872100 36,462 835,800 SH DEFINED 1 835,800
OM GROUP INC COMMON 670872100 109 2,500 SH DEFINED 1,5 2,500
OM GROUP INC COMMON 670872100 2,740 62,800 SH DEFINED 2 62,800
OM GROUP INC COMMON 670872100 388 8,900 SH DEFINED 2,3 8,900
OMI CORP NEW COMMON Y6476W104 5,653 675,000 SH DEFINED 1 675,000
OMNICOM GROUP INC COMMON 681919106 808,716 11,087,800 SH DEFINED 1 11,087,800
OMNICOM GROUP INC COMMON 681919106 182,344 2,500,000 SH DEFINED 1,2 2,500,000
OMNICOM GROUP INC COMMON 681919106 6,360 87,200 SH DEFINED 1,5 87,200
OMNICOM GROUP INC COMMON 681919106 29,540 405,000 SH DEFINED 2 405,000
OMNICOM GROUP INC COMMON 681919106 707 9,700 SH DEFINED 2,3 9,700
OMNIVISION TECHNOLOGIES COMMON 682128103 2,750 76,000 SH DEFINED 1 76,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ON ASSIGNMENT INC COMMON 682159108 19,045 607,000 SH DEFINED 1 607,000
ON ASSIGNMENT INC COMMON 682159108 53 1,700 SH DEFINED 1,5 1,700
ON ASSIGNMENT INC COMMON 682159108 1,239 39,500 SH DEFINED 2 39,500
ON ASSIGNMENT INC COMMON 682159108 195 6,200 SH DEFINED 2,3 6,200
ONESOURCE INFORMATION SERVICE COMMON 68272J106 1,603 150,000 SH DEFINED 1 150,000
ONO FINANCE PLC WARRANT COMMON 682735113 55 550 SH DEFINED 1 550
OPTIMAL ROBOTICS CORP COMMON 68388R208 3,421 85,000 SH DEFINED 1 85,000
ORACLE SYSTEMS CORP COMMON 68389X105 894,191 11,354,800 SH DEFINED 1 11,354,800
ORACLE SYSTEMS CORP COMMON 68389X105 690,921 8,773,600 SH DEFINED 1,2 8,773,600
ORACLE SYSTEMS CORP COMMON 68389X105 1,449 18,400 SH DEFINED 1,4 18,400
ORACLE SYSTEMS CORP COMMON 68389X105 1,024 13,000 SH DEFINED 1,5 13,000
ORACLE SYSTEMS CORP COMMON 68389X105 27,311 346,800 SH DEFINED 2 346,800
ORACLE SYSTEMS CORP COMMON 68389X105 3,516 44,650 SH DEFINED 2,3 44,650
ORAPHARMA INC COMMON 68554E106 269 20,000 SH DEFINED 1 20,000
ORAPHARMA INC COMMON 68554E106 9,541 710,000 SH DEFINED 1,4 710,000
ORBOTECH LTD COMMON M75253100 37,752 690,330 SH DEFINED 1 690,330
ORBOTECH LTD COMMON M75253100 920 16,825 SH DEFINED 1,5 16,825
ORBOTECH LTD COMMON M75253100 4,077 74,550 SH DEFINED 2 74,550
ORIENT EXPRESS HOTELS LTD A COMMON G67743107 472 24,500 SH DEFINED 1,5 24,500
O'SULLIVAN IND WT 144A COMMON 67104R112 397 26,000 SH DEFINED 1 26,000
O'SULLIVAN INDS WT PFD
SER B 144A COMMON 67104R138 397 26,000 SH DEFINED 1 26,000
OUTBACK STEAKHOUSE INC COMMON 689899102 4,883 180,000 SH DEFINED 1 180,000
OWENS & MINOR INC COMMON 690732102 5,119 325,000 SH DEFINED 1 325,000
OWENS & MINOR INC COMMON 690732102 3,544 225,000 SH DEFINED 1,4 225,000
OXFORD HEALTH PLANS, INC COMMON 691471106 26,416 859,500 SH DEFINED 1 859,500
P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 5,316 153,800 SH DEFINED 1 153,800
PACTIV CORP COMMON 695257105 139 12,400 SH DEFINED 1 12,400
PAIN THERAPEUTICS INC COMMON 69562K100 5,876 296,600 SH DEFINED 1 296,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PALL CORP COMMON 696429307 17,944 900,000 SH DEFINED 1,4 900,000
PALM INC COMMON 696642107 126,563 2,390,800 SH DEFINED 1 2,390,800
PALM INC COMMON 696642107 224,984 4,250,000 SH DEFINED 1,2 4,250,000
PALM INC COMMON 696642107 15,617 295,000 SH DEFINED 2 295,000
PALM INC COMMON 696642107 873 16,500 SH DEFINED 2,3 16,500
PAN PACIFIC RETAIL
PROPERTIES, INC. COMMON 69806L104 600 30,000 SH DEFINED 1,4 30,000
PANERA BREAD CO COMMON 69840W108 2,088 100,000 SH DEFINED 1 100,000
PARK ELECTROCHEMICAL CORP COMMON 700416209 5,563 100,000 SH DEFINED 1 100,000
PARKER-HANNIFIN CORP COMMON 701094104 35,154 1,041,600 SH DEFINED 1 1,041,600
PARTNER COMMUNICATIONS ADR COMMON 70211M109 2,638 343,200 SH DEFINED 1,6 343,200
PATTERSON ENERGY INC COMMON 703414102 79,052 2,299,700 SH DEFINED 1 2,299,700
PATTERSON ENERGY INC COMMON 703414102 1,109 32,270 SH DEFINED 1,5 32,270
PATTERSON ENERGY INC COMMON 703414102 9,216 268,100 SH DEFINED 2 268,100
PATTERSON ENERGY INC COMMON 703414102 615 17,900 SH DEFINED 2,3 17,900
PAYCHEX INC COMMON 704326107 28,585 544,468 SH DEFINED 1 544,468
PAYCHEX INC COMMON 704326107 86,163 1,641,200 SH DEFINED 1,2 1,641,200
PAYCHEX INC COMMON 704326107 6,010 114,481 SH DEFINED 2 114,481
PAYCHEX INC COMMON 704326107 330 6,287 SH DEFINED 2,3 6,287
PE CORP-CELERA GENOMICS GROUP COMMON 69332S201 51,695 518,900 SH DEFINED 1 518,900
PE CORP-CELERA GENOMICS GROUP COMMON 69332S201 1,524 15,300 SH DEFINED 1,5 15,300
PE CORP-CELERA GENOMICS GROUP COMMON 69332S201 6,037 60,600 SH DEFINED 2 60,600
PE CORP-CELERA GENOMICS GROUP COMMON 69332S201 179 1,800 SH DEFINED 2,3 1,800
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 207,149 1,778,100 SH DEFINED 1 1,778,100
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 523,749 4,495,700 SH DEFINED 1,2 4,495,700
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 932 8,000 SH DEFINED 1,5 8,000
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 23,521 201,900 SH DEFINED 2 201,900
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 3,658 31,400 SH DEFINED 2,3 31,400
PECO ENERGY CO COMMON 693304107 12,415 205,000 SH DEFINED 1 205,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PEGASUS COMMUNICATIONS CORP COMMON 705904100 22,098 457,400 SH DEFINED 1 457,400
PEGASUS COMMUNICATIONS CORP COMMON 705904100 1,015 21,000 SH DEFINED 1,5 21,000
PEGASUS COMMUNICATIONS CORP COMMON 705904100 4,614 95,500 SH DEFINED 2 95,500
PEGASUS SHIPPING LTD *RSTR* PREFERRED 70557C996 900 15,000 SH DEFINED 1 15,000
PEOPLESOFT INC COMMON 712713106 8,971 321,100 SH DEFINED 1 321,100
PEOPLESOFT INC COMMON 712713106 16,763 600,000 CALL DEFINED 1 600,000
PEPSI BOTTLING GROUP INC COMMON 713409100 2,011 66,900 SH DEFINED 1 66,900
PEPSI BOTTLING GROUP INC COMMON 713409100 8,288 275,700 SH DEFINED 1,5 275,700
PEPSI BOTTLING GROUP INC COMMON 713409100 87 2,900 SH DEFINED 2 2,900
PEPSICO INC COMMON 713448108 2,852 62,000 SH DEFINED 1 62,000
PEPSICO INC COMMON 713448108 11,776 256,000 SH DEFINED 1,5 256,000
PEPSICO INC COMMON 713448108 110 2,400 SH DEFINED 2 2,400
PEPSI-GEMEX S.A. GDR COMMON 713435105 1,194 222,100 SH DEFINED 1,6 222,100
PEREGRINE SYSTEMS INC COMMON 71366Q101 15,538 820,500 SH DEFINED 1 820,500
PEREGRINE SYSTEMS INC COMMON 71366Q101 25 1,300 SH DEFINED 1,5 1,300
PEREGRINE SYSTEMS INC COMMON 71366Q101 598 31,600 SH DEFINED 2 31,600
PEREGRINE SYSTEMS INC COMMON 71366Q101 93 4,900 SH DEFINED 2,3 4,900
PERKINELMER INC COMMON 714046109 33,379 319,800 SH DEFINED 1 319,800
PERKINELMER INC COMMON 714046109 1,350 12,937 SH DEFINED 1,5 12,937
PERKINELMER INC COMMON 714046109 6,878 65,900 SH DEFINED 2 65,900
PERKINELMER INC COMMON 714046109 251 2,400 SH DEFINED 2,3 2,400
PETROLEO BRASILEIRO ADR COMMON 71654V408 2,680 89,151 SH DEFINED 1,6 89,151
PETROLEO BRASILEIRO ADR COMMON 71654V408 1,148 38,200 SH DEFINED 1,7 38,200
PETROLEO BRASILEIRO S.A.
- ADR COMMON 71654V101 94 3,300 SH DEFINED 1,5 3,300
PF.NET COMMUNICATIONS WTS
144A COMMON 69333S119 4,720 20,000 SH DEFINED 1 20,000
PFIZER INC COMMON 717081103 1,660,861 36,959,350 SH DEFINED 1 36,959,350
PFIZER INC COMMON 717081103 926,611 20,620,000 SH DEFINED 1,2 20,620,000
PFIZER INC COMMON 717081103 24,046 535,100 SH DEFINED 1,4 535,100
PFIZER INC COMMON 717081103 21,809 485,325 SH DEFINED 1,5 485,325
PFIZER INC COMMON 717081103 36,847 819,875 SH DEFINED 2 819,875
PFIZER INC COMMON 717081103 4,256 94,700 SH DEFINED 2,3 94,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PHARMACIA CORP COMMON 71713U102 144,725 2,404,570 SH DEFINED 1 2,404,570
PHARMACIA CORP COMMON 71713U102 99,309 1,650,000 SH DEFINED 1,2 1,650,000
PHARMACIA CORP COMMON 71713U102 740 12,300 SH DEFINED 1,4 12,300
PHARMACIA CORP COMMON 71713U102 241 4,000 SH DEFINED 1,5 4,000
PHARMACIA CORP COMMON 71713U102 205 3,400 SH DEFINED 2 3,400
PHILIP MORRIS COS. INC. COMMON 718154107 1,913 65,000 SH DEFINED 1,4 65,000
PHILIPS ELECTRONICS NY ADR COMMON 500472303 52,239 1,229,155 SH DEFINED 1 1,229,155
PHILIPS ELECTRONICS NY ADR COMMON 500472303 3,298 77,600 SH DEFINED 1,7 77,600
PHONE.COM INC COMMON 71920Q100 119,386 1,050,700 SH DEFINED 1 1,050,700
PHONE.COM INC COMMON 71920Q100 202,821 1,785,000 SH DEFINED 1,2 1,785,000
PHONE.COM INC COMMON 71920Q100 14,851 130,700 SH DEFINED 2 130,700
PHONE.COM INC COMMON 71920Q100 1,227 10,800 SH DEFINED 2,3 10,800
PHOTON DYNAMICS INC COMMON 719364101 7,909 209,500 SH DEFINED 1 209,500
PINNACLE SYSTEMS INC COMMON 723481107 2,813 250,000 SH DEFINED 1 250,000
PINNACLE WEST CORP COMMON 723484101 15,074 296,300 SH DEFINED 1 296,300
PIVOTAL CORP COMMON 72581R106 24,628 469,100 SH DEFINED 1,5 469,100
PIVOTAL CORP COMMON 72581R106 231 4,400 SH DEFINED 2 4,400
PIXELWORKS INC COMMON 72581M107 28,965 607,400 SH DEFINED 1 607,400
PIXELWORKS INC COMMON 72581M107 81 1,700 SH DEFINED 1,5 1,700
PIXELWORKS INC COMMON 72581M107 1,884 39,500 SH DEFINED 2 39,500
PIXELWORKS INC COMMON 72581M107 291 6,100 SH DEFINED 2,3 6,100
PLACER DOME INC COMMON 725906101 280 29,700 SH DEFINED 1 29,700
PLACER DOME INC COMMON 725906101 2,419 256,300 SH DEFINED 1,5 256,300
PLEXUS CORP COMMON 729132100 75,350 1,068,800 SH DEFINED 1 1,068,800
PLEXUS CORP COMMON 729132100 226 3,200 SH DEFINED 1,5 3,200
PLEXUS CORP COMMON 729132100 5,830 82,700 SH DEFINED 2 82,700
PLEXUS CORP COMMON 729132100 839 11,900 SH DEFINED 2,3 11,900
PLX TECHNOLOGY INC COMMON 693417107 2,688 100,000 SH DEFINED 1 100,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PMC - SIERRA INC COMMON 69344F106 340,655 1,582,600 SH DEFINED 1 1,582,600
PMC - SIERRA INC COMMON 69344F106 625,301 2,905,000 SH DEFINED 1,2 2,905,000
PMC - SIERRA INC COMMON 69344F106 20,815 96,700 SH DEFINED 1,5 96,700
PMC - SIERRA INC COMMON 69344F106 35,484 164,850 SH DEFINED 2 164,850
PMC - SIERRA INC COMMON 69344F106 2,841 13,200 SH DEFINED 2,3 13,200
PNC FINANCIAL SERVICES
GROUP COMMON 693475105 3,991 61,400 SH DEFINED 1,4 61,400
POGO PRODUCING CO COMMON 730448107 178 7,000 SH DEFINED 1 7,000
POHANG IRON & STEEL ADR COMMON 730450103 14,962 803,315 SH DEFINED 1 803,315
POHANG IRON & STEEL ADR COMMON 730450103 20 1,100 SH DEFINED 1,5 1,100
POHANG IRON & STEEL ADR COMMON 730450103 1,436 77,100 SH DEFINED 2 77,100
POLYCOM INC COMMON 73172K104 198,931 2,970,500 SH DEFINED 1 2,970,500
POLYCOM INC COMMON 73172K104 2,166 32,350 SH DEFINED 1,5 32,350
POLYCOM INC COMMON 73172K104 16,823 251,200 SH DEFINED 2 251,200
POLYCOM INC COMMON 73172K104 1,594 23,800 SH DEFINED 2,3 23,800
POLYMEDICA CORP COMMON 731738100 8,133 189,700 SH DEFINED 1 189,700
PORTAL SOFTWARE INC COMMON 736126103 16,720 418,000 SH DEFINED 1 418,000
PORTAL SOFTWARE INC COMMON 736126103 114,960 2,874,000 SH DEFINED 1,2 2,874,000
PORTAL SOFTWARE INC COMMON 736126103 876 21,900 SH DEFINED 1,5 21,900
PORTAL SOFTWARE INC COMMON 736126103 9,876 246,900 SH DEFINED 2 246,900
PORTAL SOFTWARE INC COMMON 736126103 592 14,800 SH DEFINED 2,3 14,800
PORTUGAL TELECOM S.A. COMMON 737273102 2,025 200,000 SH DEFINED 1,7 200,000
POST PROPERTIES INC COMMON 737464107 566 13,000 SH DEFINED 1,4 13,000
POWERGEN PLC-ADR COMMON 738905405 1,418 45,000 SH DEFINED 1,7 45,000
POWER-ONE INC COMMON 739308104 231,194 3,820,400 SH DEFINED 1 3,820,400
POWER-ONE INC COMMON 739308104 493 8,140 SH DEFINED 1,5 8,140
POWER-ONE INC COMMON 739308104 10,136 167,500 SH DEFINED 2 167,500
POWER-ONE INC COMMON 739308104 1,434 23,700 SH DEFINED 2,3 23,700
POWER-ONE INC COMMON 739308104 12,200 201,600 PUT DEFINED 1 201,600
POWERTEL INC COMMON 73936C109 18,899 248,463 SH DEFINED 1 248,463
POWERTEL INC COMMON 73936C109 53 700 SH DEFINED 1,5 700
POWERTEL INC COMMON 73936C109 1,240 16,300 SH DEFINED 2 16,300
POWERTEL INC COMMON 73936C109 183 2,400 SH DEFINED 2,3 2,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POWERWAVE TECHNOLOGIES INC COMMON 739363109 118,973 3,133,450 SH DEFINED 1 3,133,450
POWERWAVE TECHNOLOGIES INC COMMON 739363109 50,502 1,330,100 SH DEFINED 1,2 1,330,100
POWERWAVE TECHNOLOGIES INC COMMON 739363109 6,173 162,580 SH DEFINED 1,5 162,580
POWERWAVE TECHNOLOGIES INC COMMON 739363109 5,236 137,900 SH DEFINED 2 137,900
POWERWAVE TECHNOLOGIES INC COMMON 739363109 1,264 33,300 SH DEFINED 2,3 33,300
PRAXAIR, INC. COMMON 74005P104 1,394 37,300 SH DEFINED 1,4 37,300
PRECISION DRILLING CORP COMMON 74022D100 1,179 33,100 SH DEFINED 1 33,100
PRECISION DRILLING CORP COMMON 74022D100 249 7,000 SH DEFINED 1,5 7,000
PRENTISS PROPERTIES TRUST COMMON 740706106 2,074 79,400 SH DEFINED 1,4 79,400
PRIDE INTL INC COMMON 741932107 52,836 1,993,800 SH DEFINED 1 1,993,800
PRIDE INTL INC COMMON 741932107 87 3,300 SH DEFINED 1,5 3,300
PRIDE INTL INC COMMON 741932107 2,165 81,700 SH DEFINED 2 81,700
PRIDE INTL INC COMMON 741932107 323 12,200 SH DEFINED 2,3 12,200
PRIMEX TECHNOLOGIES INC COMMON 741597108 2,180 75,000 SH DEFINED 1 75,000
PRIMUS TELECOM CVT 144A 5.75 CONVERT 741929AK9 6,418 17,000,000 PRN DEFINED 1 17,000,000
PRIMUS TELECOM CVT 144A 5.75 CONVERT 741929AK9 566 1,500,000 PRN DEFINED 1,5 1,500,000
PRIMUS TELECOM CVT 144A 5.75 CONVERT 741929AK9 2,265 6,000,000 PRN DEFINED 2 6,000,000
PRIMUS TELECOMMUNICATIONS
GROUP INC COMMON 741929103 408 42,902 SH DEFINED 1 42,902
PRIORITY HEALTHCARE CORP COMMON 74264T102 18,460 242,100 SH DEFINED 1 242,100
PROBUSINESS SERVICES INC COMMON 742674104 4,538 150,000 SH DEFINED 1 150,000
PROCTER & GAMBLE CO COMMON 742718109 1,467 21,900 SH DEFINED 1 21,900
PROCTER & GAMBLE CO COMMON 742718109 3,129 46,700 SH DEFINED 1,4 46,700
PROFESSIONAL DETAILING INC COMMON 74312N107 4,275 75,000 SH DEFINED 1 75,000
PROLGIS TRUST COMMON 743410102 2,339 98,500 SH DEFINED 1,4 98,500
PROSPERITY BANCSHARES INC COMMON 743606105 735 40,000 SH DEFINED 1 40,000
PROTEIN DESIGN LABS INC. COMMON 74369L103 6,941 57,600 SH DEFINED 1 57,600
PROTEIN DESIGN LABS INC. COMMON 74369L103 169 1,400 SH DEFINED 1,5 1,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROTON ENERGY SYSTEMS COMMON 74371K101 3,154 110,200 SH DEFINED 1 110,200
PROTON ENERGY SYSTEMS COMMON 74371K101 86 3,000 SH DEFINED 1,5 3,000
PROVIDIAN FINANCIAL CORP COMMON 74406A102 31,496 248,000 SH DEFINED 1 248,000
PROVIDIAN FINANCIAL CORP COMMON 74406A102 231,775 1,825,000 SH DEFINED 1,2 1,825,000
PROVIDIAN FINANCIAL CORP COMMON 74406A102 15,716 123,750 SH DEFINED 2 123,750
PROVIDIAN FINANCIAL CORP COMMON 74406A102 889 7,000 SH DEFINED 2,3 7,000
PROVINCE HEALTHCARE CO COMMON 743977100 126,947 3,178,650 SH DEFINED 1 3,178,650
PROVINCE HEALTHCARE CO COMMON 743977100 288 7,215 SH DEFINED 1,5 7,215
PROVINCE HEALTHCARE CO COMMON 743977100 6,021 150,750 SH DEFINED 2 150,750
PROVINCE HEALTHCARE CO COMMON 743977100 857 21,450 SH DEFINED 2,3 21,450
PROXIM INC COMMON 744284100 42,306 950,700 SH DEFINED 1 950,700
PROXIM INC COMMON 744284100 107 2,400 SH DEFINED 1,5 2,400
PROXIM INC COMMON 744284100 2,781 62,500 SH DEFINED 2 62,500
PROXIM INC COMMON 744284100 396 8,900 SH DEFINED 2,3 8,900
PUB SVC NEW HAMPSHIRE CVT PFD PREFERRED 744482837 9 352 SH DEFINED 2 352
PUBLIC STORAGE, INC. COMMON 74460D109 1,685 70,400 SH DEFINED 1,4 70,400
QLOGIC CORP COMMON 747277101 182,151 2,069,900 SH DEFINED 1 2,069,900
QLOGIC CORP COMMON 747277101 106,982 1,215,700 SH DEFINED 1,2 1,215,700
QLOGIC CORP COMMON 747277101 420 4,770 SH DEFINED 1,5 4,770
QLOGIC CORP COMMON 747277101 9,205 104,600 SH DEFINED 2 104,600
QLOGIC CORP COMMON 747277101 2,429 27,600 SH DEFINED 2,3 27,600
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 8,732 123,200 SH DEFINED 1,5 123,200
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 71 1,000 SH DEFINED 2 1,000
QUANTA SERVICES INC COMMON 74762E102 47,342 1,721,520 SH DEFINED 1 1,721,520
QUANTA SERVICES INC COMMON 74762E102 4,502 163,700 SH DEFINED 1,5 163,700
QUANTA SERVICES INC COMMON 74762E102 2,660 96,100 SH DEFINED 2 96,100
QUEST DIAGNOSTICS INC COMMON 74834L100 3,936 34,300 SH DEFINED 1 34,300
QUEST DIAGNOSTICS INC COMMON 74834L100 16,283 141,900 SH DEFINED 1,5 141,900
QUEST DIAGNOSTICS INC COMMON 74834L100 161 1,400 SH DEFINED 2 1,400
QUEST SOFTWARE INC COMMON 74834T103 28,309 455,800 SH DEFINED 1 455,800
QUEST SOFTWARE INC COMMON 74834T103 1,528 24,600 SH DEFINED 1,5 24,600
QUEST SOFTWARE INC COMMON 74834T103 4,969 80,000 SH DEFINED 2 80,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUICKLOGIC CORP COMMON 74837P108 8,684 526,300 SH DEFINED 1 526,300
QUICKSILVER INC COMMON 74838C106 29,151 1,514,350 SH DEFINED 1 1,514,350
QUICKSILVER INC COMMON 74838C106 78 4,060 SH DEFINED 1,5 4,060
QUICKSILVER INC COMMON 74838C106 1,523 79,100 SH DEFINED 2 79,100
QUICKSILVER INC COMMON 74838C106 238 12,350 SH DEFINED 2,3 12,350
QUILMES INDUSTRIAL SA - ADR COMMON 74838Y108 1,965 187,164 SH DEFINED 1,6 187,164
QUIMICA Y MINERA CHILE -
SPONS ADR COMMON 833635105 959 46,100 SH DEFINED 1,6 46,100
QUINENCO S.A. ADR COMMON 748718103 883 102,400 SH DEFINED 1,6 102,400
QUORUM HEALTH GROUP INC COMMON 749084109 31,675 2,436,500 SH DEFINED 1 2,436,500
QUORUM HEALTH GROUP INC COMMON 749084109 22,750 1,750,000 SH DEFINED 1,4 1,750,000
QWEST COMMUNITCATIONS INTL INC COMMON 749121109 49,942 1,039,100 SH DEFINED 1 1,039,100
QWEST COMMUNITCATIONS INTL INC COMMON 749121109 115,014 2,393,000 SH DEFINED 1,2 2,393,000
QWEST COMMUNITCATIONS INTL INC COMMON 749121109 771 16,040 SH DEFINED 1,4 16,040
QWEST COMMUNITCATIONS INTL INC COMMON 749121109 12,780 265,900 SH DEFINED 2 265,900
QWEST COMMUNITCATIONS INTL INC COMMON 749121109 461 9,600 SH DEFINED 2,3 9,600
R & B FALCON CORP COMMON 74912E101 8,363 300,000 SH DEFINED 1 300,000
R & B FALCON CORP COMMON 74912E101 27,875 1,000,000 SH DEFINED 1,2 1,000,000
R & B FALCON CORP COMMON 74912E101 697 25,000 SH DEFINED 1,5 25,000
R & B FALCON CORP COMMON 74912E101 8 300 SH DEFINED 2 300
RADIAN GROUP INC COMMON 750236101 35,036 519,051 SH DEFINED 1 519,051
RADIANT SYSTEMS INC COMMON 75025N102 4,970 232,500 SH DEFINED 1 232,500
RADIO ONE INC COMMON 75040P108 831 100,000 SH DEFINED 1 100,000
RADIO ONE INC CL D COMMON 75040P405 1,872 265,000 SH DEFINED 1 265,000
RADIOSHACK CORP COMMON 750438103 4,996 77,300 SH DEFINED 1 77,300
RADIOSHACK CORP COMMON 750438103 57,419 888,500 SH DEFINED 1,2 888,500
RADIOSHACK CORP COMMON 750438103 3,716 57,500 SH DEFINED 2 57,500
RADIOSHACK CORP COMMON 750438103 213 3,300 SH DEFINED 2,3 3,300
RADISYS CORP COMMON 750459109 5,056 100,000 SH DEFINED 1 100,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RADVISION LTD COMMON M81869105 9,866 350,000 SH DEFINED 1 350,000
RADVISION LTD COMMON M81869105 981 34,792 SH DEFINED 1,6 34,792
RAINBOW TECHNOLOGIES, INC. COMMON 750862104 318 9,000 SH DEFINED 1 9,000
RAMBUS INC. COMMON 750917106 3,947 50,000 SH DEFINED 1 50,000
RARE HOSPITALITY INTERNATIONAL
INC COMMON 753820109 5,348 262,500 SH DEFINED 1 262,500
RATEXCHANGE CORP PP WARRANTS COMMON 754091924 0 83,333 SH DEFINED 1 83,333
RATIONAL SOFTWARE CORP COMMON 75409P202 161,228 2,324,000 SH DEFINED 1 2,324,000
RATIONAL SOFTWARE CORP COMMON 75409P202 348,942 5,029,800 SH DEFINED 1,2 5,029,800
RATIONAL SOFTWARE CORP COMMON 75409P202 15,935 229,700 SH DEFINED 1,5 229,700
RATIONAL SOFTWARE CORP COMMON 75409P202 19,349 278,900 SH DEFINED 2 278,900
RATIONAL SOFTWARE CORP COMMON 75409P202 3,219 46,400 SH DEFINED 2,3 46,400
RAYMOND JAMES FINANCIAL, INC. COMMON 754730109 9,881 300,000 SH DEFINED 1 300,000
RAYOVAC CORP COMMON 755081106 2,569 150,000 SH DEFINED 1 150,000
RAYTHEON CO CL B COMMON 755111408 21,422 753,300 SH DEFINED 1 753,300
RAYTHEON CO CL B COMMON 755111408 3,242 114,000 SH DEFINED 2 114,000
READER'S DIGEST ASSOC INC CL A COMMON 755267101 4,061 115,000 SH DEFINED 1 115,000
READ-RITE CORPORATION COMMON 755246105 17,438 1,550,000 CALL DEFINED 1 1,550,000
RECKSON ASSOC REALTY CORP COMMON 75621K106 1,275 50,000 SH DEFINED 1,4 50,000
REDBACK NETWORKS CVT 144A CONVERT 757209AA9 27,875 25,000,000 PRN DEFINED 1 25,000,000
REDBACK NETWORKS CVT 144A CONVERT 757209AA9 89,200 80,000,000 PRN DEFINED 1,2 80,000,000
REDBACK NETWORKS INC COMMON 757209101 130,445 795,700 SH DEFINED 1 795,700
REDBACK NETWORKS INC COMMON 757209101 10,459 63,800 SH DEFINED 1,5 63,800
REDBACK NETWORKS INC COMMON 757209101 4,566 27,850 SH DEFINED 2 27,850
REDBACK NETWORKS INC COMMON 757209101 434 2,650 SH DEFINED 2,3 2,650
REHABCARE GROUP INC. COMMON 759148109 13,099 308,200 SH DEFINED 1 308,200
REHABCARE GROUP INC. COMMON 759148109 38 900 SH DEFINED 1,5 900
REHABCARE GROUP INC. COMMON 759148109 1,063 25,000 SH DEFINED 2 25,000
REHABCARE GROUP INC. COMMON 759148109 157 3,700 SH DEFINED 2,3 3,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RELIANT ENEGRY INC COMMON 75952J108 5,985 128,700 SH DEFINED 1 128,700
RELIANT ENEGRY INC COMMON 75952J108 2,613 56,200 SH DEFINED 1,4 56,200
RELIANT ENERGY CVT 2 9/15/29 CONVERT 75952J207 1,313 17,000 SH DEFINED 1 17,000
REMEC INC COMMON 759543101 35,600 1,209,350 SH DEFINED 1 1,209,350
REMEC INC COMMON 759543101 97 3,300 SH DEFINED 1,5 3,300
REMEC INC COMMON 759543101 2,465 83,750 SH DEFINED 2 83,750
REMEC INC COMMON 759543101 352 11,950 SH DEFINED 2,3 11,950
RENT-A-CENTER INC COMMON 76009N100 19,626 565,800 SH DEFINED 1 565,800
RENT-WAY INC COMMON 76009U104 12,228 402,566 SH DEFINED 1 402,566
REPSOL YPF SA ADR COMMON 76026T205 1,831 100,000 SH DEFINED 1,7 100,000
REPUBLIC SERVICES INC COMMON 760759100 12,565 957,300 SH DEFINED 1 957,300
RESEARCH IN MOTION COMMON 760975102 40,243 408,300 SH DEFINED 1 408,300
RESEARCH IN MOTION COMMON 760975102 1,439 14,600 SH DEFINED 1,5 14,600
RESEARCH IN MOTION COMMON 760975102 6,870 69,700 SH DEFINED 2 69,700
RESEARCH IN MOTION COMMON 760975102 345 3,500 SH DEFINED 2,3 3,500
RESORT AT SUMMER WTS
EXP 12/15/07 COMMON 754053114 0 21,665 SH DEFINED 1 21,665
RETEK INC COMMON 76128Q109 13,515 255,000 SH DEFINED 1 255,000
RIO TINTO-SPONS ADR COMMON 767202104 965 18,000 SH DEFINED 1,7 18,000
RITE AID CORP. 5.25% CONVERT 767754AL8 15 40,000 PRN DEFINED 1,5 40,000
ROBERT HALF INTL INC COMMON 770323103 213,720 6,161,300 SH DEFINED 1 6,161,300
ROBERT HALF INTL INC COMMON 770323103 635 18,320 SH DEFINED 1,5 18,320
ROBERT HALF INTL INC COMMON 770323103 14,655 422,500 SH DEFINED 2 422,500
ROBERT HALF INTL INC COMMON 770323103 2,060 59,400 SH DEFINED 2,3 59,400
ROGERS COMMUNICATIONS CL B COMMON 775109200 4,695 198,200 SH DEFINED 1,5 198,200
ROHN INDUSTRIES INC COMMON 775381106 950 200,000 SH DEFINED 1 200,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROWAN COMPANIES INC COMMON 779382100 15,161 522,800 SH DEFINED 1 522,800
ROWAN COMPANIES INC COMMON 779382100 94,618 3,262,700 SH DEFINED 1,2 3,262,700
ROWAN COMPANIES INC COMMON 779382100 519 17,900 SH DEFINED 1,5 17,900
ROWAN COMPANIES INC COMMON 779382100 9,402 324,200 SH DEFINED 2 324,200
ROWAN COMPANIES INC COMMON 779382100 336 11,600 SH DEFINED 2,3 11,600
ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 33,050 551,400 SH DEFINED 1 551,400
ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 2,811 46,900 SH DEFINED 1,4 46,900
ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 5,095 85,000 SH DEFINED 1,5 85,000
ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 2,697 45,000 SH DEFINED 1,7 45,000
ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 54 900 SH DEFINED 2 900
RPC INC COMMON 749660106 61 5,200 SH DEFINED 1 5,200
RPC INC COMMON 749660106 20 1,700 SH DEFINED 1,5 1,700
RUDOLPH TECHNOLOGIES INC COMMON 781270103 3,277 98,000 SH DEFINED 1 98,000
RURAL CELLULAR CORP COMMON 781904107 32,945 483,600 SH DEFINED 1 483,600
RURAL CELLULAR CORP COMMON 781904107 48 700 SH DEFINED 1,5 700
RURAL CELLULAR CORP COMMON 781904107 1,138 16,700 SH DEFINED 2 16,700
RURAL CELLULAR CORP COMMON 781904107 164 2,400 SH DEFINED 2,3 2,400
RUSSIAN TELECOM DEV
(NONVOTING) COMMON 749993952 906 453,000 SH DEFINED 1 453,000
RUSSIAN TELECOM DEV
(NONVOTING) COMMON 749993952 105 52,600 SH DEFINED 1,6 52,600
RUSSIAN TELECOM DEV
(VOTING) COMMON 748993946 662 331,000 SH DEFINED 1 331,000
RUSSIAN TELECOM DEV
(VOTING) COMMON 748993946 77 38,400 SH DEFINED 1,6 38,400
RYANAIR HOLDINGS ADR COMMON 783513104 4,474 116,200 SH DEFINED 1 116,200
S3 INC COMMON 784849101 1,547 150,000 SH DEFINED 1 150,000
SAFEWAY INC COMMON 786514208 560,666 12,008,900 SH DEFINED 1 12,008,900
SAFEWAY INC COMMON 786514208 11,387 243,900 SH DEFINED 2 243,900
SALTON INC COMMON 795757103 1,939 60,000 SH DEFINED 1 60,000
SAN PAOLO-IMI SPA ADR COMMON 799175104 2,442 75,000 SH DEFINED 1,7 75,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SANDISK CORP COMMON 80004C101 85,445 1,280,082 SH DEFINED 1 1,280,082
SANDISK CORP COMMON 80004C101 1,729 25,900 SH DEFINED 1,5 25,900
SANDISK CORP COMMON 80004C101 7,970 119,400 SH DEFINED 2 119,400
SANDISK CORP COMMON 80004C101 401 6,000 SH DEFINED 2,3 6,000
SANMINA CORP COMMON 800907107 197,923 2,114,000 SH DEFINED 1 2,114,000
SANMINA CORP COMMON 800907107 268,882 2,871,900 SH DEFINED 1,2 2,871,900
SANMINA CORP COMMON 800907107 1,455 15,538 SH DEFINED 1,5 15,538
SANMINA CORP COMMON 800907107 19,916 212,720 SH DEFINED 2 212,720
SANMINA CORP COMMON 800907107 2,191 23,400 SH DEFINED 2,3 23,400
SANTA FE INTERNATIONAL CORP COMMON G7805C108 4,732 105,000 SH DEFINED 1 105,000
SAP AG - ADR COMMON 803054204 1,845 30,000 SH DEFINED 1,7 30,000
SATCON TECHNOLOGY CORP COMMON 803893106 3,039 85,000 SH DEFINED 1,5 85,000
SAWTEK INC COMMON 805468105 22,882 594,100 SH DEFINED 1 594,100
SAWTEK INC COMMON 805468105 66 1,710 SH DEFINED 1,5 1,710
SAWTEK INC COMMON 805468105 1,414 36,700 SH DEFINED 2 36,700
SAWTEK INC COMMON 805468105 212 5,500 SH DEFINED 2,3 5,500
SBA COMMUNICATIONS CORP COMMON 78388J106 18,000 429,200 SH DEFINED 1 429,200
SBA COMMUNICATIONS CORP COMMON 78388J106 42 1,000 SH DEFINED 1,5 1,000
SBA COMMUNICATIONS CORP COMMON 78388J106 994 23,700 SH DEFINED 2 23,700
SBA COMMUNICATIONS CORP COMMON 78388J106 155 3,700 SH DEFINED 2,3 3,700
SBC COMMUNICATIONS INC COMMON 78387G103 147,604 2,952,077 SH DEFINED 1 2,952,077
SBC COMMUNICATIONS INC COMMON 78387G103 3,805 76,100 SH DEFINED 1,4 76,100
SBC COMMUNICATIONS INC COMMON 78387G103 5,974 119,400 SH DEFINED 2 119,400
SCANSOURCE INC COMMON 806037107 4,537 85,000 SH DEFINED 1 85,000
SCHERING-PLOUGH CORP COMMON 806605101 74,600 1,604,300 SH DEFINED 1 1,604,300
SCHERING-PLOUGH CORP COMMON 806605101 2,465 53,000 SH DEFINED 1,4 53,000
SCHERING-PLOUGH CORP COMMON 806605101 130 2,800 SH DEFINED 2 2,800
SCHLUMBERGER LTD COMMON 806857108 408,435 4,962,000 SH DEFINED 1 4,962,000
SCHLUMBERGER LTD COMMON 806857108 144,047 1,750,000 SH DEFINED 1,2 1,750,000
SCHLUMBERGER LTD COMMON 806857108 1,144 13,900 SH DEFINED 1,5 13,900
SCHLUMBERGER LTD COMMON 806857108 4,478 54,400 SH DEFINED 2 54,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCHWAB (CHARLES) CORP COMMON 808513105 103,271 2,909,050 SH DEFINED 1 2,909,050
SCHWAB (CHARLES) CORP COMMON 808513105 275,125 7,750,000 SH DEFINED 1,2 7,750,000
SCHWAB (CHARLES) CORP COMMON 808513105 994 28,000 SH DEFINED 1,5 28,000
SCHWAB (CHARLES) CORP COMMON 808513105 19,816 558,200 SH DEFINED 2 558,200
SCHWAB (CHARLES) CORP COMMON 808513105 905 25,500 SH DEFINED 2,3 25,500
SCIENTIFIC ATLANTA INC COMMON 808655104 75,345 1,184,200 SH DEFINED 1 1,184,200
SCIENTIFIC ATLANTA INC COMMON 808655104 196,614 3,090,200 SH DEFINED 1,2 3,090,200
SCIENTIFIC ATLANTA INC COMMON 808655104 9,105 143,100 SH DEFINED 1,5 143,100
SCIENTIFIC ATLANTA INC COMMON 808655104 12,216 192,000 SH DEFINED 2 192,000
SCIENTIFIC ATLANTA INC COMMON 808655104 1,419 22,300 SH DEFINED 2,3 22,300
SCIENTIFIC ATLANTA INC COMMON 808655104 4,772 75,000 PUT DEFINED 1 75,000
SDL INC COMMON 784076101 357,704 1,156,450 SH DEFINED 1 1,156,450
SDL INC COMMON 784076101 170,122 550,000 SH DEFINED 1,2 550,000
SDL INC COMMON 784076101 1,701 5,500 SH DEFINED 1,5 5,500
SDL INC COMMON 784076101 7,913 25,600 SH DEFINED 2 25,600
SDL INC COMMON 784076101 2,490 8,050 SH DEFINED 2,3 8,050
SEACHANGE INTERNATIONAL INC COMMON 811699107 8,451 253,200 SH DEFINED 1 253,200
SEACHANGE INTERNATIONAL INC COMMON 811699107 23 700 SH DEFINED 1,5 700
SEACHANGE INTERNATIONAL INC COMMON 811699107 674 20,200 SH DEFINED 2 20,200
SEACHANGE INTERNATIONAL INC COMMON 811699107 97 2,900 SH DEFINED 2,3 2,900
SEAGRAM COMPANY LTD COMMON 811850106 4,308 75,000 SH DEFINED 1,5 75,000
SEARS ROEBUCK & CO COMMON 812387108 4,863 150,000 SH DEFINED 1,5 150,000
SECURE COMPUTING CORP COMMON 813705100 55,672 2,136,100 SH DEFINED 1 2,136,100
SECURE COMPUTING CORP COMMON 813705100 86 3,300 SH DEFINED 1,5 3,300
SECURE COMPUTING CORP COMMON 813705100 2,129 81,700 SH DEFINED 2 81,700
SECURE COMPUTING CORP COMMON 813705100 310 11,900 SH DEFINED 2,3 11,900
SEI CORP COMMON 784117103 80,719 1,140,900 SH DEFINED 1 1,140,900
SEI CORP COMMON 784117103 1,740 24,600 SH DEFINED 1,5 24,600
SEI CORP COMMON 784117103 8,051 113,800 SH DEFINED 2 113,800
SEI CORP COMMON 784117103 446 6,300 SH DEFINED 2,3 6,300
SEMITOOL INC COMMON 816909105 3,459 270,000 SH DEFINED 1 270,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SEMTECH CORP COMMON 816850101 82,533 1,913,800 SH DEFINED 1 1,913,800
SEMTECH CORP COMMON 816850101 1,328 30,800 SH DEFINED 1,5 30,800
SEMTECH CORP COMMON 816850101 6,736 156,200 SH DEFINED 2 156,200
SEMTECH CORP COMMON 816850101 440 10,200 SH DEFINED 2,3 10,200
SENSORMATIC ELECTRONICS CORP COMMON 817265101 4,848 323,200 SH DEFINED 1 323,200
SERENA SOFTWARE INC. COMMON 817492101 30,719 666,900 SH DEFINED 1 666,900
SERENA SOFTWARE INC. COMMON 817492101 78 1,700 SH DEFINED 1,5 1,700
SERENA SOFTWARE INC. COMMON 817492101 1,921 41,700 SH DEFINED 2 41,700
SERENA SOFTWARE INC. COMMON 817492101 276 6,000 SH DEFINED 2,3 6,000
SHARPER IMAGE CORP COMMON 820013100 7,050 400,000 SH DEFINED 1 400,000
SHAW GROUP INC COMMON 820280105 58,889 835,300 SH DEFINED 1 835,300
SHAW GROUP INC COMMON 820280105 162 2,300 SH DEFINED 1,5 2,300
SHAW GROUP INC COMMON 820280105 4,033 57,200 SH DEFINED 2 57,200
SHAW GROUP INC COMMON 820280105 585 8,300 SH DEFINED 2,3 8,300
SHERWIN WILLIAMS CO COMMON 824348106 13,761 643,800 SH DEFINED 1 643,800
SHERWIN WILLIAMS CO COMMON 824348106 1,000 46,800 SH DEFINED 1,4 46,800
SHIRE PHARMACEUTICALS ADR COMMON 82481R106 32,229 624,300 SH DEFINED 1 624,300
SHIRE PHARMACEUTICALS ADR COMMON 82481R106 32,926 637,800 SH DEFINED 1,2 637,800
SHIRE PHARMACEUTICALS ADR COMMON 82481R106 516 10,000 SH DEFINED 1,5 10,000
SHIRE PHARMACEUTICALS ADR COMMON 82481R106 15 300 SH DEFINED 2 300
SIEBEL SYSTEMS INC COMMON 826170102 239,188 2,148,800 SH DEFINED 1 2,148,800
SIEBEL SYSTEMS INC COMMON 826170102 371,761 3,339,800 SH DEFINED 1,2 3,339,800
SIEBEL SYSTEMS INC COMMON 826170102 13,124 117,900 SH DEFINED 1,5 117,900
SIEBEL SYSTEMS INC COMMON 826170102 18,511 166,300 SH DEFINED 2 166,300
SIEBEL SYSTEMS INC COMMON 826170102 2,827 25,400 SH DEFINED 2,3 25,400
SIERRA PACIFIC RESOURCES COMMON 826428104 175 9,700 SH DEFINED 1 9,700
SILICON STORAGE TECHNOLOGY INC COMMON 827057100 59,734 2,197,100 SH DEFINED 1 2,197,100
SILICON STORAGE TECHNOLOGY INC COMMON 827057100 148 5,450 SH DEFINED 1,5 5,450
SILICON STORAGE TECHNOLOGY INC COMMON 827057100 3,412 125,500 SH DEFINED 2 125,500
SILICON STORAGE TECHNOLOGY INC COMMON 827057100 487 17,900 SH DEFINED 2,3 17,900
SILICON VALLEY BANCSHARES COMMON 827064106 20,615 354,000 SH DEFINED 1 354,000
SILICON VALLEY BANCSHARES COMMON 827064106 291 5,000 SH DEFINED 1,5 5,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SILICONWARE PRECISION ADR COMMON 827084864 2,512 508,724 SH DEFINED 1,6 508,724
SIMON PROPERTY GROUP INC COMMON 828806109 1,186 50,600 SH DEFINED 1,4 50,600
SIMPLE TECHNOLOGY INC COMMON 828820100 242 25,000 SH DEFINED 1 25,000
SIMPSON MANUFACTURING CO INC COMMON 829073105 10,189 228,000 SH DEFINED 1 228,000
SIMPSON MANUFACTURING CO INC COMMON 829073105 31 700 SH DEFINED 1,5 700
SIMPSON MANUFACTURING CO INC COMMON 829073105 706 15,800 SH DEFINED 2 15,800
SIMPSON MANUFACTURING CO INC COMMON 829073105 107 2,400 SH DEFINED 2,3 2,400
SINA.COM COMMON G81477104 1,412 99,960 SH DEFINED 1 99,960
SIPEX CORPORATION COMMON 829909100 25,549 607,400 SH DEFINED 1 607,400
SIPEX CORPORATION COMMON 829909100 72 1,700 SH DEFINED 1,5 1,700
SIPEX CORPORATION COMMON 829909100 1,783 42,400 SH DEFINED 2 42,400
SIPEX CORPORATION COMMON 829909100 244 5,800 SH DEFINED 2,3 5,800
SKY NETWORK TELEVISION ADR COMMON 83080U102 75 5,400 SH DEFINED 1 5,400
SKYWEST INC. COMMON 830879102 6,406 125,000 SH DEFINED 1 125,000
SL GREEN REALTY CORP COMMON 78440X101 1,731 61,700 SH DEFINED 1,4 61,700
SMITH CHARLES E RESIDENTIAL COMMON 832197107 1,983 43,700 SH DEFINED 1,4 43,700
SMITH INTERNATIONAL INC COMMON 832110100 20,945 256,800 SH DEFINED 1 256,800
SMITH INTERNATIONAL INC COMMON 832110100 163,125 2,000,000 SH DEFINED 1,2 2,000,000
SMITH INTERNATIONAL INC COMMON 832110100 8,658 106,150 SH DEFINED 1,5 106,150
SMITH INTERNATIONAL INC COMMON 832110100 15,497 190,000 SH DEFINED 2 190,000
SMITH INTERNATIONAL INC COMMON 832110100 628 7,700 SH DEFINED 2,3 7,700
SMITHKLINE BEECHAM PLC
ADR "A" COMMON 832378301 2,402 35,000 SH DEFINED 1,7 35,000
SMTC CORP COMMON 832682108 8,402 390,800 SH DEFINED 1,5 390,800
SMTC CORP COMMON 832682108 67 3,100 SH DEFINED 2 3,100
SOCIETE GENERALE ADR COMMON 83364L109 2,795 250,000 SH DEFINED 1,7 250,000
SOFTWARE.COM INC COMMON 83402P104 12,927 71,250 SH DEFINED 1 71,250
SOFTWARE.COM INC COMMON 83402P104 399 2,200 SH DEFINED 1,5 2,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SOLECTRON CORP COMMON 834182107 303,364 6,577,000 SH DEFINED 1 6,577,000
SOLECTRON CORP COMMON 834182107 62,269 1,350,000 SH DEFINED 1,2 1,350,000
SOLECTRON CORP COMMON 834182107 4,889 106,000 SH DEFINED 2 106,000
SOLUTIA INC COMMON 834376105 191 16,800 SH DEFINED 1 16,800
SOLUTIA INC COMMON 834376105 48 4,200 SH DEFINED 1,5 4,200
SONIC CORP COMMON 835451105 31,251 992,100 SH DEFINED 1 992,100
SONIC CORP COMMON 835451105 52 1,650 SH DEFINED 1,5 1,650
SONIC CORP COMMON 835451105 1,285 40,800 SH DEFINED 2 40,800
SONIC CORP COMMON 835451105 195 6,200 SH DEFINED 2,3 6,200
SONICWALL INC COMMON 835470105 69,346 2,433,200 SH DEFINED 1 2,433,200
SONICWALL INC COMMON 835470105 91 3,200 SH DEFINED 1,5 3,200
SONICWALL INC COMMON 835470105 4,209 147,700 SH DEFINED 2 147,700
SONICWALL INC COMMON 835470105 339 11,900 SH DEFINED 2,3 11,900
SONY CORP ADR COMMON 835699307 3,038 30,100 SH DEFINED 1 30,100
SONY CORP ADR COMMON 835699307 2,523 25,000 SH DEFINED 1,7 25,000
SOUTHDOWN INC COMMON 841297104 2,636 37,000 SH DEFINED 1 37,000
SOUTHERN ENERGY CVT PFD 6.25 CONVERT 78411Y104 4,973 75,000 SH DEFINED 1 75,000
SOUTHERN ENERGY INC COMMON 842816100 22,389 713,600 SH DEFINED 1 713,600
SOUTHERN ENERGY INC COMMON 842816100 985 31,400 SH DEFINED 1,5 31,400
SOUTHWEST AIRLINES CO COMMON 844741108 4,486 185,000 SH DEFINED 1,5 185,000
SOUTHWEST BANCORP OF TEXAS
INC COMMON 84476R109 38,069 1,164,650 SH DEFINED 1 1,164,650
SOUTHWEST BANCORP OF TEXAS
INC COMMON 84476R109 108 3,300 SH DEFINED 1,5 3,300
SOUTHWEST BANCORP OF TEXAS
INC COMMON 84476R109 2,736 83,700 SH DEFINED 2 83,700
SOUTHWEST BANCORP OF TEXAS
INC COMMON 84476R109 389 11,900 SH DEFINED 2,3 11,900
SPARTECH CORP COMMON 847220209 8,802 565,600 SH DEFINED 1 565,600
SPARTECH CORP COMMON 847220209 23 1,500 SH DEFINED 1,5 1,500
SPARTECH CORP COMMON 847220209 576 37,000 SH DEFINED 2 37,000
SPARTECH CORP COMMON 847220209 90 5,800 SH DEFINED 2,3 5,800
SPIEKER PROPERTIES, INC. COMMON 848497103 1,641 28,500 SH DEFINED 1,4 28,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPINNAKER EXPLORATION CO COMMON 84855W109 19,279 552,800 SH DEFINED 1 552,800
SPINNAKER EXPLORATION CO COMMON 84855W109 854 24,500 SH DEFINED 1,5 24,500
SPINNAKER EXPLORATION CO COMMON 84855W109 4,422 126,800 SH DEFINED 2 126,800
SPRINT CORP COMMON 852061100 1,471 50,200 SH DEFINED 1,4 50,200
SPX CORP. COMMON 784635104 5,493 38,700 SH DEFINED 1 38,700
SPX CORP. COMMON 784635104 710 5,000 SH DEFINED 1,5 5,000
SPX CORP. COMMON 784635104 3,818 26,900 SH DEFINED 2 26,900
STAPLES INC COMMON 855030102 4,037 284,580 SH DEFINED 1 284,580
STAPLES INC COMMON 855030102 4,036 284,500 PUT DEFINED 1 284,500
STAPLES INC COMMON 855030102 56,750 4,000,000 SH DEFINED 1,2 4,000,000
STAPLES INC COMMON 855030102 56,750 4,000,000 PUT DEFINED 1,2 4,000,000
STAPLES INC COMMON 855030102 3,732 263,037 SH DEFINED 2 263,037
STAPLES INC COMMON 855030102 3,731 263,000 PUT DEFINED 2 263,000
STAPLES INC COMMON 855030102 201 14,150 SH DEFINED 2,3 14,150
STAPLES INC COMMON 855030102 200 14,100 PUT DEFINED 2,3 14,100
STARMEDIA NETWORK INC COMMON 855546107 2,438 325,100 SH DEFINED 1 325,100
STARMEDIA NETWORK INC COMMON 855546107 4 490 SH DEFINED 1,5 490
STARTECH ENERGY INC. COMMON 85568N104 3,610 671,600 SH DEFINED 1 671,600
STARWOOD HOTELS &
RESORTS WORLDWIDE COMMON 85590A203 4,375 140,000 SH DEFINED 1 140,000
STARWOOD HOTELS &
RESORTS WORLDWIDE COMMON 85590A203 1,066 34,100 SH DEFINED 1,4 34,100
STATE STREET BOSTON CORP COMMON 857477103 63,492 488,400 SH DEFINED 1 488,400
STATE STREET BOSTON CORP COMMON 857477103 146,250 1,125,000 SH DEFINED 1,2 1,125,000
STATE STREET BOSTON CORP COMMON 857477103 2,431 18,700 SH DEFINED 1,4 18,700
STATE STREET BOSTON CORP COMMON 857477103 9,971 76,700 SH DEFINED 2 76,700
STATE STREET BOSTON CORP COMMON 857477103 559 4,300 SH DEFINED 2,3 4,300
STEIN MART INC COMMON 858375108 123 11,400 SH DEFINED 1 11,400
STERLING CHEMICALS WTS EXP 8/15/08 COMMON 85916E111 32 7,500 SH DEFINED 1 7,500
STEWART & STEVENSON SERVICES INC. COMMON 860342104 1,744 100,000 SH DEFINED 1,5 100,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STILWELL FINANCIAL INC COMMON 860831106 146,504 3,367,900 SH DEFINED 1 3,367,900
STILWELL FINANCIAL INC COMMON 860831106 271,875 6,250,000 SH DEFINED 1,2 6,250,000
STILWELL FINANCIAL INC COMMON 860831106 1,305 30,000 SH DEFINED 1,5 30,000
STILWELL FINANCIAL INC COMMON 860831106 18,899 434,500 SH DEFINED 2 434,500
STILWELL FINANCIAL INC COMMON 860831106 696 16,000 SH DEFINED 2,3 16,000
STOLT OFFSHORE SA ADR COMMON 861567105 255 20,000 SH DEFINED 1,5 20,000
STONE ENERGY CORP COMMON 861642106 11,105 201,900 SH DEFINED 1 201,900
STONE ENERGY CORP COMMON 861642106 28 500 SH DEFINED 1,5 500
STONE ENERGY CORP COMMON 861642106 666 12,100 SH DEFINED 2 12,100
STONE ENERGY CORP COMMON 861642106 105 1,900 SH DEFINED 2,3 1,900
STORAGENETWORKS INC COMMON 86211E103 48,876 478,300 SH DEFINED 1 478,300
STORAGENETWORKS INC COMMON 86211E103 1,236 12,100 SH DEFINED 2 12,100
STRATOS LIGHTWAVE INC COMMON 863100103 8,872 275,100 SH DEFINED 1 275,100
SUIZA FOODS CORP COMMON 865077101 4,308 85,000 SH DEFINED 1 85,000
SUMMA INDUSTRIES COMMON 86562T105 1,275 100,000 SH DEFINED 1 100,000
SUN INC COMMON 86764P109 7,370 273,600 SH DEFINED 1,5 273,600
SUN LIFE FINANCIAL SVCS
CANADA COMMON 866796105 10,645 516,100 SH DEFINED 1,5 516,100
SUN MICROSYSTEMS INC COMMON 866810104 1,185,491 10,154,100 SH DEFINED 1 10,154,100
SUN MICROSYSTEMS INC COMMON 866810104 1,069,780 9,163,000 SH DEFINED 1,2 9,163,000
SUN MICROSYSTEMS INC COMMON 866810104 1,611 13,800 SH DEFINED 1,4 13,800
SUN MICROSYSTEMS INC COMMON 866810104 841 7,200 SH DEFINED 1,5 7,200
SUN MICROSYSTEMS INC COMMON 866810104 41,014 351,300 SH DEFINED 2 351,300
SUN MICROSYSTEMS INC COMMON 866810104 6,760 57,900 SH DEFINED 2,3 57,900
SUNGARD DATA SYSTEMS INC COMMON 867363103 118,441 2,766,500 SH DEFINED 1 2,766,500
SUNGARD DATA SYSTEMS INC COMMON 867363103 80,732 1,885,700 SH DEFINED 1,2 1,885,700
SUNGARD DATA SYSTEMS INC COMMON 867363103 141 3,300 SH DEFINED 1,5 3,300
SUNGARD DATA SYSTEMS INC COMMON 867363103 8,969 209,500 SH DEFINED 2 209,500
SUNGARD DATA SYSTEMS INC COMMON 867363103 826 19,300 SH DEFINED 2,3 19,300
SUNRISE TELECOM INC COMMON 86769Y105 14,409 500,100 SH DEFINED 1 500,100
SUPERMERCADOS UNIMARC S.A.
-SP ADR COMMON 868453101 345 172,700 SH DEFINED 1,6 172,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUPERVALU INC COMMON 868536103 8,872 589,000 SH DEFINED 1 589,000
SUPERVALU INC COMMON 868536103 1,047 69,500 SH DEFINED 1,4 69,500
SURGUTNEFTEGAZ- SPONSORED ADR COMMON 868861204 2,296 157,000 SH DEFINED 1,6 157,000
SYBASE INC. COMMON 871130100 7,153 311,000 SH DEFINED 1 311,000
SYBRON INTERNATIONAL CORP COMMON 87114F106 6,307 262,800 SH DEFINED 1 262,800
SYBRON INTERNATIONAL CORP COMMON 87114F106 19,200 800,000 SH DEFINED 1,4 800,000
SYCAMORE NETWORKS INC COMMON 871206108 224,392 2,077,700 SH DEFINED 1 2,077,700
SYCAMORE NETWORKS INC COMMON 871206108 108,000 1,000,000 SH DEFINED 1,2 1,000,000
SYCAMORE NETWORKS INC COMMON 871206108 432 4,000 SH DEFINED 1,5 4,000
SYCAMORE NETWORKS INC COMMON 871206108 11,448 106,000 SH DEFINED 2 106,000
SYCAMORE NETWORKS INC COMMON 871206108 410 3,800 SH DEFINED 2,3 3,800
SYMANTEC CORP COMMON 871503108 39,930 907,500 SH DEFINED 1 907,500
SYMANTEC CORP COMMON 871503108 110 2,500 SH DEFINED 1,5 2,500
SYMANTEC CORP COMMON 871503108 2,697 61,300 SH DEFINED 2 61,300
SYMANTEC CORP COMMON 871503108 392 8,900 SH DEFINED 2,3 8,900
SYMBOL TECHNOLOGIES INC COMMON 871508107 1,125 31,300 SH DEFINED 1 31,300
SYMBOL TECHNOLOGIES INC COMMON 871508107 14,411 401,000 SH DEFINED 1,2 401,000
SYMBOL TECHNOLOGIES INC COMMON 871508107 126 3,500 SH DEFINED 2,3 3,500
SYMMETRICOM INC COMMON 871543104 2,930 187,500 SH DEFINED 1 187,500
SYNCOR INTL CORP DEL COMMON 87157J106 41,414 1,125,000 SH DEFINED 1 1,125,000
SYNCOR INTL CORP DEL COMMON 87157J106 25,548 694,000 SH DEFINED 1,4 694,000
TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 2,359 115,760 SH DEFINED 1 115,760
TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 63 3,080 SH DEFINED 1,5 3,080
TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 3,610 177,196 SH DEFINED 2 177,196
TARGET CORP COMMON 87612E106 1,472,105 57,448,000 SH DEFINED 1 57,448,000
TARGET CORP COMMON 87612E106 345,938 13,500,000 SH DEFINED 1,2 13,500,000
TARGET CORP COMMON 87612E106 1,412 55,100 SH DEFINED 1,4 55,100
TARGET CORP COMMON 87612E106 308 12,000 SH DEFINED 1,5 12,000
TARGET CORP COMMON 87612E106 23,915 932,900 SH DEFINED 2 932,900
TAUBMAN CENTERS INC COMMON 876664103 290 25,100 SH DEFINED 1,4 25,100
TCF FINANCIAL CORP COMMON 872275102 173 4,600 SH DEFINED 1 4,600
</TABLE>
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<PAGE> 79
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TCR HOLDING CORP CL B COMMON 871961991 0 2,898 SH DEFINED 2 2,898
TD WATERHOUSE GROUP COMMON 872362108 2,868 154,000 SH DEFINED 1 154,000
TD WATERHOUSE GROUP COMMON 872362108 8,940 480,000 SH DEFINED 1,5 480,000
TECH DATA CORPORATION COMMON 878237106 8,875 207,600 SH DEFINED 1 207,600
TECHNE CORP COMMON 878377100 42,493 379,400 SH DEFINED 1 379,400
TECHNE CORP COMMON 878377100 112 1,000 SH DEFINED 1,5 1,000
TECHNE CORP COMMON 878377100 2,822 25,200 SH DEFINED 2 25,200
TECHNE CORP COMMON 878377100 403 3,600 SH DEFINED 2,3 3,600
TEKTRONIX INC COMMON 879131100 86,568 1,127,000 SH DEFINED 1 1,127,000
TEKTRONIX INC COMMON 879131100 123 1,600 SH DEFINED 1,5 1,600
TEKTRONIX INC COMMON 879131100 3,142 40,900 SH DEFINED 2 40,900
TEKTRONIX INC COMMON 879131100 461 6,000 SH DEFINED 2,3 6,000
TELE DANMARK A/S ADR COMMON 879242105 2,017 71,700 SH DEFINED 1 71,700
TELE NORTE LESTE PART ADR COMMON 879246106 19,288 843,181 SH DEFINED 1 843,181
TELE NORTE LESTE PART ADR COMMON 879246106 16 700 SH DEFINED 1,5 700
TELE NORTE LESTE PART ADR COMMON 879246106 3,939 172,183 SH DEFINED 1,6 172,183
TELE1 EUROPE HLDG AB ADR COMMON 87944T201 404 44,911 SH DEFINED 1 44,911
TELE1 EUROPE HLDG AB ADR COMMON 87944T201 10 1,056 SH DEFINED 2 1,056
TELECELULAR SUL PARTICIP ADR COMMON 879238103 3,426 114,200 SH DEFINED 1 114,200
TELECELULAR SUL PARTICIP ADR COMMON 879238103 3 100 SH DEFINED 1,5 100
TELECENTRO OESTE CELULAR ADR COMMON 87923P105 7,395 696,002 SH DEFINED 1 696,002
TELECENTRO OESTE CELULAR ADR COMMON 87923P105 14 1,300 SH DEFINED 1,5 1,300
TELECOM ITALIA SPA ADR COMMON 87927W106 2,100 20,000 SH DEFINED 1,7 20,000
TELECOMUNICACOES DE S P ADR COMMON 87929A102 3 200 SH DEFINED 1,5 200
TELECORP PCS INC COMMON 879299105 967 50,900 SH DEFINED 1 50,900
TELEFONICA SA - ADR COMMON 879382208 14,709 247,474 SH DEFINED 1 247,474
TELEFONICA SA - ADR COMMON 879382208 26 440 SH DEFINED 1,5 440
TELEFONICA SA - ADR COMMON 879382208 1,461 24,586 SH DEFINED 2 24,586
TELEFONICA SA - ADR COMMON 879382208 59 994 SH DEFINED 2,3 994
</TABLE>
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<PAGE> 80
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TELEFONOS DE MEXICO ADR COMMON 879403780 34,084 640,836 SH DEFINED 1 640,836
TELEFONOS DE MEXICO ADR COMMON 879403780 12,925 243,010 SH DEFINED 1,5 243,010
TELEFONOS DE MEXICO ADR COMMON 879403780 7,235 136,024 SH DEFINED 1,6 136,024
TELEFONOS DE MEXICO ADR COMMON 879403780 1,862 35,000 SH DEFINED 1,7 35,000
TELEFONOS DE MEXICO ADR COMMON 879403780 2,929 55,076 SH DEFINED 2 55,076
TELEFONOS DE MEXICO ADR COMMON 879403780 207 3,900 SH DEFINED 2,3 3,900
TELEFONOS DE MEXICO S A CVT CONVERT 879403AD5 3,758 3,000,000 PRN DEFINED 1 3,000,000
TELETECH HOLDINGS INC COMMON 879939106 11,977 483,900 SH DEFINED 1 483,900
TELLABS INC COMMON 879664100 879 18,400 SH DEFINED 1,4 18,400
TELLIUM PRIVATE PLACEMENT CONVERT 87967E917 20,000 666,667 SH DEFINED 1 666,667
TENET HEALTHCARE CORP COMMON 88033G100 46,078 1,266,760 SH DEFINED 1 1,266,760
TENET HEALTHCARE CORP COMMON 88033G100 72,750 2,000,000 SH DEFINED 1,2 2,000,000
TENET HEALTHCARE CORP COMMON 88033G100 24,008 660,000 SH DEFINED 1,4 660,000
TENET HEALTHCARE CORP COMMON 88033G100 4,678 128,600 SH DEFINED 2 128,600
TENET HEALTHCARE CORP COMMON 88033G100 255 7,000 SH DEFINED 2,3 7,000
TERADYNE INC COMMON 880770102 194,068 5,544,800 SH DEFINED 1 5,544,800
TERADYNE INC COMMON 880770102 665 19,000 SH DEFINED 1,4 19,000
TERADYNE INC COMMON 880770102 3,147 89,900 SH DEFINED 2 89,900
TETRA TECH INC COMMON 88162G103 46,497 1,627,900 SH DEFINED 1 1,627,900
TETRA TECH INC COMMON 88162G103 134 4,700 SH DEFINED 1,5 4,700
TETRA TECH INC COMMON 88162G103 3,430 120,100 SH DEFINED 2 120,100
TETRA TECH INC COMMON 88162G103 511 17,900 SH DEFINED 2,3 17,900
TEVA PHARMACEUTICAL IND ADR COMMON 881624209 26,157 357,400 SH DEFINED 1 357,400
TEVA PHARMACEUTICAL IND ADR COMMON 881624209 23,786 325,000 SH DEFINED 1,4 325,000
TEVA PHARMACEUTICAL IND ADR COMMON 881624209 88 1,200 SH DEFINED 2 1,200
TEXACO INC COMMON 881694103 966 18,400 SH DEFINED 1,4 18,400
TEXACO INC COMMON 881694103 5,334 101,600 SH DEFINED 1,5 101,600
TEXAS INSTRUMENTS INC COMMON 882508104 222,130 4,707,400 SH DEFINED 1 4,707,400
TEXAS INSTRUMENTS INC COMMON 882508104 191,109 4,050,000 SH DEFINED 1,2 4,050,000
TEXAS INSTRUMENTS INC COMMON 882508104 1,954 41,400 SH DEFINED 1,4 41,400
TEXAS INSTRUMENTS INC COMMON 882508104 330 7,000 SH DEFINED 1,5 7,000
TEXAS INSTRUMENTS INC COMMON 882508104 1,897 40,200 SH DEFINED 2 40,200
TEXAS INSTRUMENTS INC COMMON 882508104 1,090 23,100 SH DEFINED 2,3 23,100
</TABLE>
Page 78 of 89
<PAGE> 81
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEXTRON INC. COMMON 883203101 1,559 33,800 SH DEFINED 1,4 33,800
THE BISYS GROUP INC. COMMON 055472104 15,332 198,310 SH DEFINED 1 198,310
THE MACERICH COMPANY COMMON 554382101 504 23,700 SH DEFINED 1,4 23,700
THE MEN'S WEARHOUSE INC COMMON 587118100 102,744 3,628,937 SH DEFINED 1 3,628,937
THE MEN'S WEARHOUSE INC COMMON 587118100 70,436 2,487,800 SH DEFINED 1,2 2,487,800
THE MEN'S WEARHOUSE INC COMMON 587118100 791 27,942 SH DEFINED 1,5 27,942
THE MEN'S WEARHOUSE INC COMMON 587118100 11,472 405,191 SH DEFINED 2 405,191
THE MEN'S WEARHOUSE INC COMMON 587118100 923 32,607 SH DEFINED 2,3 32,607
THE PMI GROUP INC COMMON 69344M101 1,762 26,000 SH DEFINED 1 26,000
THE TALBOTS INC COMMON 874161102 43,407 655,200 SH DEFINED 1 655,200
THE TALBOTS INC COMMON 874161102 82,813 1,250,000 SH DEFINED 1,2 1,250,000
THE TALBOTS INC COMMON 874161102 1,040 15,700 SH DEFINED 1,5 15,700
THE TALBOTS INC COMMON 874161102 12,091 182,500 SH DEFINED 2 182,500
THE TALBOTS INC COMMON 874161102 649 9,800 SH DEFINED 2,3 9,800
THE WILLIAMS COMPANIES INC COMMON 969457100 568,132 13,446,900 SH DEFINED 1 13,446,900
THE WILLIAMS COMPANIES INC COMMON 969457100 11,714 277,300 SH DEFINED 2 277,300
TIFFANY & CO COMMON 886547108 14,665 380,300 SH DEFINED 1 380,300
TIFFANY & CO COMMON 886547108 77,125 2,000,000 SH DEFINED 1,2 2,000,000
TIFFANY & CO COMMON 886547108 1,049 27,200 SH DEFINED 1,5 27,200
TIFFANY & CO COMMON 886547108 9,263 240,200 SH DEFINED 2 240,200
TIFFANY & CO COMMON 886547108 305 7,900 SH DEFINED 2,3 7,900
TIME WARNER INC COMMON 887315109 196,337 2,509,100 SH DEFINED 1 2,509,100
TIME WARNER INC COMMON 887315109 301,263 3,850,000 SH DEFINED 1,2 3,850,000
TIME WARNER INC COMMON 887315109 884 11,300 SH DEFINED 1,4 11,300
TIME WARNER INC COMMON 887315109 853 10,900 SH DEFINED 1,5 10,900
TIME WARNER INC COMMON 887315109 2,285 29,200 SH DEFINED 2 29,200
TIME WARNER INC COMMON 887315109 1,534 19,600 SH DEFINED 2,3 19,600
TIME WARNER TELECOM CL A COMMON 887319101 21,175 438,300 SH DEFINED 1 438,300
TIME WARNER TELECOM CL A COMMON 887319101 2,493 51,600 SH DEFINED 2 51,600
TITAN CORP COMMON 888266103 9,108 552,000 SH DEFINED 1 552,000
</TABLE>
Page 79 of 89
<PAGE> 82
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TMP WORLDWIDE INC COMMON 872941109 29,061 361,000 SH DEFINED 1 361,000
TMP WORLDWIDE INC COMMON 872941109 81 1,000 SH DEFINED 1,5 1,000
TMP WORLDWIDE INC COMMON 872941109 1,972 24,500 SH DEFINED 2 24,500
TMP WORLDWIDE INC COMMON 872941109 290 3,600 SH DEFINED 2,3 3,600
TOLLGRADE COMMUNICATIONS INC COMMON 889542106 75,764 545,800 SH DEFINED 1 545,800
TOLLGRADE COMMUNICATIONS INC COMMON 889542106 569 4,100 SH DEFINED 1,5 4,100
TOLLGRADE COMMUNICATIONS INC COMMON 889542106 3,484 25,100 SH DEFINED 2 25,100
TOLLGRADE COMMUNICATIONS INC COMMON 889542106 250 1,800 SH DEFINED 2,3 1,800
TOO INC COMMON 890333107 59,290 2,496,400 SH DEFINED 1 2,496,400
TOO INC COMMON 890333107 100 4,210 SH DEFINED 1,5 4,210
TOO INC COMMON 890333107 1,940 81,700 SH DEFINED 2 81,700
TOO INC COMMON 890333107 290 12,200 SH DEFINED 2,3 12,200
TOTAL FINA ELF SA SPON ADR COMMON 89151E109 3,219 43,833 SH DEFINED 1,7 43,833
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 118,368 2,019,073 SH DEFINED 1 2,019,073
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 263,813 4,500,000 SH DEFINED 1,2 4,500,000
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 1,237 21,100 SH DEFINED 1,4 21,100
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 3,651 62,271 SH DEFINED 1,5 62,271
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 16,263 277,400 SH DEFINED 2 277,400
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 680 11,600 SH DEFINED 2,3 11,600
TRANSWITCH CORP COMMON 894065101 135,134 2,119,750 SH DEFINED 1 2,119,750
TRANSWITCH CORP COMMON 894065101 27,699 434,500 SH DEFINED 1,2 434,500
TRANSWITCH CORP COMMON 894065101 1,654 25,950 SH DEFINED 1,5 25,950
TRANSWITCH CORP COMMON 894065101 8,313 130,400 SH DEFINED 2 130,400
TRANSWITCH CORP COMMON 894065101 752 11,800 SH DEFINED 2,3 11,800
TRANSWITCH CORP CVT 144A
NTS 4.5 CONVERT 894065AA9 20,028 16,250,000 PRN DEFINED 1 16,250,000
TRANSWITCH CORP CVT 144A
NTS 4.5 CONVERT 894065AA9 61,625 50,000,000 PRN DEFINED 1,2 50,000,000
TRIAD HOSPITALS INC COMMON 89579K109 36,393 1,238,900 SH DEFINED 1 1,238,900
TRIAD HOSPITALS INC COMMON 89579K109 65 2,200 SH DEFINED 1,5 2,200
TRIAD HOSPITALS INC COMMON 89579K109 1,619 55,100 SH DEFINED 2 55,100
TRIAD HOSPITALS INC COMMON 89579K109 235 8,000 SH DEFINED 2,3 8,000
TRIBUNE CVT 2.00 05/18/2029 CONVERT 896047305 83 700 SH DEFINED 1 700
TRICON GLOBAL RESTAURANTS INC COMMON 895953107 1,225 40,000 SH DEFINED 1,5 40,000
</TABLE>
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<PAGE> 83
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRIGON HEALTHCARE INC COMMON 89618L100 9,950 189,300 SH DEFINED 1 189,300
TRIGON HEALTHCARE INC COMMON 89618L100 10,513 200,000 SH DEFINED 1,4 200,000
TRIKON TECHNOLOGIES INC COMMON 896187408 1,413 100,000 SH DEFINED 1 100,000
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 40,431 1,109,600 SH DEFINED 1 1,109,600
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 641 17,600 SH DEFINED 2 17,600
TRITEL INC COMMON 89675X104 1,217 85,000 SH DEFINED 1 85,000
TRITON ENERGY CORP COMMON G90751101 523 13,400 SH DEFINED 1 13,400
TTM TECHNOLOGIES COMMON 87305R109 7,388 314,400 SH DEFINED 1 314,400
TUBOS DE ACERO DE MEXICO
-SP ADR COMMON 898592506 9,075 541,800 SH DEFINED 1 541,800
TUBOS DE ACERO DE MEXICO
-SP ADR COMMON 898592506 10 600 SH DEFINED 1,5 600
TUBOS DE ACERO DE MEXICO
-SP ADR COMMON 898592506 8,375 500,000 CALL DEFINED 1 500,000
TURNSTONE SYSTEMS INC COMMON 900423104 70,787 1,526,400 SH DEFINED 1 1,526,400
TURNSTONE SYSTEMS INC COMMON 900423104 2,597 56,000 SH DEFINED 2 56,000
TUT SYSTEMS INC COMMON 901103101 17,478 202,500 SH DEFINED 1 202,500
TWEETER HOME ENTERTAINMENT
GROUP COMMON 901167106 48,492 1,335,400 SH DEFINED 1 1,335,400
TWEETER HOME ENTERTAINMENT
GROUP COMMON 901167106 312 8,600 SH DEFINED 1,5 8,600
TWEETER HOME ENTERTAINMENT
GROUP COMMON 901167106 1,518 41,800 SH DEFINED 2 41,800
TWEETER HOME ENTERTAINMENT
GROUP COMMON 901167106 225 6,200 SH DEFINED 2,3 6,200
TXU CORP COMMON 873168108 10,445 263,600 SH DEFINED 1 263,600
TYCO INTERNATIONAL LTD COMMON 902124106 1,692,520 32,626,900 SH DEFINED 1 32,626,900
TYCO INTERNATIONAL LTD COMMON 902124106 698,175 13,458,800 SH DEFINED 1,2 13,458,800
TYCO INTERNATIONAL LTD COMMON 902124106 1,188 22,900 SH DEFINED 1,4 22,900
TYCO INTERNATIONAL LTD COMMON 902124106 24,065 463,900 SH DEFINED 2 463,900
TYCO INTERNATIONAL LTD COMMON 902124106 1,961 37,800 SH DEFINED 2,3 37,800
TYCOM LTD COMMON G9144B106 25,531 665,300 SH DEFINED 1 665,300
UBIQUITEL OPERATING WTS 144A COMMON 903474112 1,248 31,000 SH DEFINED 1 31,000
UCBH HOLDINGS INC COMMON 90262T308 5,655 157,900 SH DEFINED 1 157,900
</TABLE>
Page 81 of 89
<PAGE> 84
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ULTICOM INC COMMON 903844108 13,596 288,500 SH DEFINED 1 288,500
ULTICOM INC COMMON 903844108 47 1,000 SH DEFINED 1,5 1,000
ULTICOM INC COMMON 903844108 1,046 22,200 SH DEFINED 2 22,200
ULTICOM INC COMMON 903844108 165 3,500 SH DEFINED 2,3 3,500
ULTIMATE ELECTRONICS INC COMMON 903849107 19,300 469,300 SH DEFINED 1 469,300
UNIBANCO-GDR COMMON 90458E107 5,273 159,788 SH DEFINED 1,6 159,788
UNIFIED ENERGY SYSTEMS- GDR COMMON 904688207 706 52,700 SH DEFINED 1,6 52,700
UNILEVER NV ADR COMMON 904784709 2,443 50,642 SH DEFINED 1,7 50,642
UNION CARBIDE COMMON 905581104 347 9,200 SH DEFINED 1,4 9,200
UNION PACIFIC CORP. COMMON 907818108 1,427 36,700 SH DEFINED 1,4 36,700
UNITED AUSTRALIA PACIFIC
INC 144A COMMON 902745918 1 50 SH DEFINED 2 50
UNITED MICROELECTRONICS ADR COMMON 910873207 13 1,100 SH DEFINED 1,5 1,100
UNITED NATURAL FOODS INC COMMON 911163103 1,856 150,000 SH DEFINED 1 150,000
UNITED TECHNOLOGIES CORP COMMON 913017109 52,076 752,000 SH DEFINED 1 752,000
UNITED TECHNOLOGIES CORP COMMON 913017109 2,728 39,400 SH DEFINED 1,4 39,400
UNITED TECHNOLOGIES CORP COMMON 913017109 90 1,300 SH DEFINED 2 1,300
UNITEDGLOBALCOM INC CL A COMMON 913247508 2,517 83,896 SH DEFINED 1 83,896
UNITEDHEALTH GROUP INC COMMON 91324P102 129,797 1,314,400 SH DEFINED 1 1,314,400
UNITEDHEALTH GROUP INC COMMON 91324P102 98,750 1,000,000 SH DEFINED 1,2 1,000,000
UNITEDHEALTH GROUP INC COMMON 91324P102 1,175 11,900 SH DEFINED 1,4 11,900
UNITEDHEALTH GROUP INC COMMON 91324P102 27,492 278,400 SH DEFINED 1,5 278,400
UNITEDHEALTH GROUP INC COMMON 91324P102 306 3,100 SH DEFINED 2 3,100
UNIVERSAL ACCESS INC COMMON 913363107 756 64,300 SH DEFINED 1 64,300
UNIVERSAL COMPRESSION HLDGS COMMON 913431102 4,641 150,000 SH DEFINED 1 150,000
UNIVERSAL HEALTH SERVICES B COMMON 913903100 32,109 375,000 SH DEFINED 1 375,000
</TABLE>
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<PAGE> 85
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNIVISION COMMUNICATIONS-A COMMON 914906102 55,442 1,483,400 SH DEFINED 1 1,483,400
UNIVISION COMMUNICATIONS-A COMMON 914906102 124,444 3,329,600 SH DEFINED 1,2 3,329,600
UNIVISION COMMUNICATIONS-A COMMON 914906102 1,065 28,500 SH DEFINED 1,5 28,500
UNIVISION COMMUNICATIONS-A COMMON 914906102 18,148 485,800 SH DEFINED 2 485,800
UNIVISION COMMUNICATIONS-A COMMON 914906102 475 12,700 SH DEFINED 2,3 12,700
UNUMPROVIDENT CORP COMMON 91529Y106 41,284 1,515,000 SH DEFINED 1 1,515,000
USA EDUCATION INC COMMON 90390U102 17,001 352,800 SH DEFINED 1 352,800
USX-MARATHON GROUP COMMON 902905827 550 19,400 SH DEFINED 1 19,400
UTI ENERGY CORP COMMON 903387108 16,806 376,600 SH DEFINED 1 376,600
UTSTARCOM INC COMMON 918076100 26,505 1,265,900 SH DEFINED 1 1,265,900
UTSTARCOM INC COMMON 918076100 226 10,800 SH DEFINED 1,5 10,800
UTSTARCOM INC COMMON 918076100 433 20,700 SH DEFINED 2 20,700
UTSTARCOM INC COMMON 918076100 61 2,900 SH DEFINED 2,3 2,900
VALERO ENERGY CORP COMMON 91913Y100 24,441 694,600 SH DEFINED 1 694,600
VALERO ENERGY CORP COMMON 91913Y100 1,671 47,500 SH DEFINED 1,5 47,500
VALERO ENERGY CORP COMMON 91913Y100 49 1,400 SH DEFINED 2 1,400
VALERO ENERGY CVT CONVERT 91821D107 16,303 555,000 SH DEFINED 1 555,000
VANS INC COMMON 921930103 15,596 1,014,400 SH DEFINED 1 1,014,400
VANS INC COMMON 921930103 49 3,200 SH DEFINED 1,5 3,200
VANS INC COMMON 921930103 1,285 83,600 SH DEFINED 2 83,600
VANS INC COMMON 921930103 189 12,300 SH DEFINED 2,3 12,300
VARIAN INC COMMON 922206107 54,987 1,276,900 SH DEFINED 1 1,276,900
VARIAN INC COMMON 922206107 99 2,300 SH DEFINED 2 2,300
VARIAN INC COMMON 922206107 3,876 90,000 PUT DEFINED 1 90,000
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 8,134 180,000 SH DEFINED 1 180,000
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 5,874 130,000 SH DEFINED 1,4 130,000
VARIAN SEMICONDUCTOR
EQUIPMENT COMMON 922207105 56,250 1,502,500 SH DEFINED 1 1,502,500
VARIAN SEMICONDUCTOR
EQUIPMENT COMMON 922207105 19,954 533,000 SH DEFINED 1,4 533,000
VARIAN SEMICONDUCTOR
EQUIPMENT COMMON 922207105 869 23,200 SH DEFINED 1,5 23,200
VARIAN SEMICONDUCTOR
EQUIPMENT COMMON 922207105 3,339 89,200 SH DEFINED 2 89,200
VASCULAR SOLUTIONS INC. COMMON 92231M109 1,689 90,000 SH DEFINED 1 90,000
</TABLE>
Page 83 of 89
<PAGE> 86
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VEECO INSTUMENTS INC COMMON 922417100 61,241 576,300 SH DEFINED 1 576,300
VEECO INSTUMENTS INC COMMON 922417100 3,252 30,600 SH DEFINED 1,5 30,600
VEECO INSTUMENTS INC COMMON 922417100 10,095 95,000 SH DEFINED 2 95,000
VENATOR GROUP INC COMMON 922944103 19,342 1,563,000 SH DEFINED 1 1,563,000
VENATOR GROUP INC COMMON 922944103 40 3,200 SH DEFINED 1,5 3,200
VENATOR GROUP INC COMMON 922944103 1,015 82,000 SH DEFINED 2 82,000
VENATOR GROUP INC COMMON 922944103 147 11,900 SH DEFINED 2,3 11,900
VERITAS DGC INC COMMON 92343P107 3,617 125,000 SH DEFINED 1 125,000
VERITAS SOFTWARE CORP COMMON 923436109 726,635 5,117,150 SH DEFINED 1 5,117,150
VERITAS SOFTWARE CORP COMMON 923436109 1,341,417 9,446,600 SH DEFINED 1,2 9,446,600
VERITAS SOFTWARE CORP COMMON 923436109 2,414 17,000 SH DEFINED 1,5 17,000
VERITAS SOFTWARE CORP COMMON 923436109 53,229 374,850 SH DEFINED 2 374,850
VERITAS SOFTWARE CORP COMMON 923436109 6,589 46,400 SH DEFINED 2,3 46,400
VERITAS SOFTWARE CVT CONVERT 923436AB5 56,245 3,750,000 PRN DEFINED 1 3,750,000
VERITAS SOFTWARE CVT CONVERT 923436AB5 187,484 12,500,000 PRN DEFINED 1,2 12,500,000
VERITAS SOFTWARE CVT 1.856 CONVERT 92343RAA1 40,727 10,150,000 PRN DEFINED 1 10,150,000
VERITAS SOFTWARE CVT 1.856 CONVERT 92343RAA1 6,420 1,600,000 PRN DEFINED 2 1,600,000
VERITY INC COMMON 92343C106 27,140 760,500 SH DEFINED 1 760,500
VERITY INC COMMON 92343C106 89 2,500 SH DEFINED 1,5 2,500
VERITY INC COMMON 92343C106 2,241 62,800 SH DEFINED 2 62,800
VERITY INC COMMON 92343C106 318 8,900 SH DEFINED 2,3 8,900
VERIZON COMMUNICATIONS COMMON 92343V104 58,447 1,206,648 SH DEFINED 1 1,206,648
VERIZON COMMUNICATIONS COMMON 92343V104 1,996 41,200 SH DEFINED 1,4 41,200
VERIZON COMMUNICATIONS COMMON 92343V104 5,958 123,000 SH DEFINED 2 123,000
VERSATEL TELECOM INTL ADR COMMON 925301103 11,480 487,225 SH DEFINED 1 487,225
VERSATEL TELECOM INTL ADR COMMON 925301103 33 1,418 SH DEFINED 2,3 1,418
VERSIGN INC COMMON 92343E102 212,265 1,047,900 SH DEFINED 1 1,047,900
VERSIGN INC COMMON 92343E102 374,741 1,850,000 SH DEFINED 1,2 1,850,000
VERSIGN INC COMMON 92343E102 41 200 SH DEFINED 1,5 200
VERSIGN INC COMMON 92343E102 24,854 122,700 SH DEFINED 2 122,700
VERSIGN INC COMMON 92343E102 2,471 12,200 SH DEFINED 2,3 12,200
</TABLE>
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<PAGE> 87
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VIACOM INC CL B COMMON 925524308 113,972 1,948,237 SH DEFINED 1 1,948,237
VIACOM INC CL B COMMON 925524308 3,889 66,515 SH DEFINED 2 66,515
VIACOM INC CL B COMMON 925524308 193 3,300 SH DEFINED 2,3 3,300
VIASYSTEMS GROUP INC COMMON 92553H100 21,592 1,270,100 SH DEFINED 1 1,270,100
VIATEL INC 144A CVT PFD 7.75 CONVERT 92553A204 1,613 100,000 SH DEFINED 1 100,000
VIDESH SANCHAR NIGAM ADR COMMON 92659G402 2,089 261,100 SH DEFINED 1,6 261,100
VIRAGE LOGIC CORP COMMON 92763R104 4,931 300,000 SH DEFINED 1 300,000
VIRATA CORP COMMON 927646109 27,779 420,100 SH DEFINED 1 420,100
VIRATA CORP COMMON 927646109 73 1,100 SH DEFINED 1,5 1,100
VIRATA CORP COMMON 927646109 1,858 28,100 SH DEFINED 2 28,100
VIRATA CORP COMMON 927646109 278 4,200 SH DEFINED 2,3 4,200
VISHAY INTERTECHNOLOGY INC COMMON 928298108 56,382 1,833,550 SH DEFINED 1 1,833,550
VISHAY INTERTECHNOLOGY INC COMMON 928298108 6,938 225,640 SH DEFINED 1,5 225,640
VISHAY INTERTECHNOLOGY INC COMMON 928298108 2,638 85,800 SH DEFINED 2 85,800
VISHAY INTERTECHNOLOGY INC COMMON 928298108 367 11,950 SH DEFINED 2,3 11,950
VISTEON CORP COMMON 92839U107 0 1 SH DEFINED 2 1
VISX INC COMMON 92844S105 3,367 125,000 SH DEFINED 1 125,000
VITAL SIGNS INC COMMON 928469105 151 5,700 SH DEFINED 1 5,700
VITESSE SEMICONDUCTOR CORP COMMON 928497106 78,140 878,600 SH DEFINED 1 878,600
VITESSE SEMICONDUCTOR CORP COMMON 928497106 266,813 3,000,000 SH DEFINED 1,2 3,000,000
VITESSE SEMICONDUCTOR CORP COMMON 928497106 1,948 21,900 SH DEFINED 1,5 21,900
VITESSE SEMICONDUCTOR CORP COMMON 928497106 28,095 315,900 SH DEFINED 2 315,900
VITESSE SEMICONDUCTOR CORP COMMON 928497106 1,049 11,800 SH DEFINED 2,3 11,800
VITRIA TECHNOLOGY INC COMMON 92849Q104 44,625 957,100 SH DEFINED 1 957,100
VITRIA TECHNOLOGY INC COMMON 92849Q104 62,734 1,345,500 SH DEFINED 1,2 1,345,500
VITRIA TECHNOLOGY INC COMMON 92849Q104 625 13,400 SH DEFINED 1,5 13,400
VITRIA TECHNOLOGY INC COMMON 92849Q104 14 300 SH DEFINED 2 300
VITRIA TECHNOLOGY INC COMMON 92849Q104 173 3,700 SH DEFINED 2,3 3,700
VODAFONE GROUP PLC SP ADR COMMON 92857W100 66,842 1,806,550 SH DEFINED 1 1,806,550
VODAFONE GROUP PLC SP ADR COMMON 92857W100 118 3,200 SH DEFINED 2 3,200
</TABLE>
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<PAGE> 88
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VORNADO REALTY TRUST COMMON 929042109 2,135 57,500 SH DEFINED 1,4 57,500
VOTORANTIM CELULOSE ADR COMMON 92906P106 1,029 52,254 SH DEFINED 1,6 52,254
WADDELL & REED FINANCIAL
CL A COMMON 930059100 1,023 33,000 SH DEFINED 1 33,000
WALGREEN CO COMMON 931422109 700,577 18,466,600 SH DEFINED 1 18,466,600
WALGREEN CO COMMON 931422109 75,875 2,000,000 SH DEFINED 1,2 2,000,000
WALGREEN CO COMMON 931422109 10,869 286,500 SH DEFINED 2 286,500
WAL-MART STORES INC COMMON 931142103 120,592 2,505,800 SH DEFINED 1 2,505,800
WAL-MART STORES INC COMMON 931142103 183 3,800 SH DEFINED 2 3,800
WALT DISNEY CO COMMON 254687106 21,776 569,300 SH DEFINED 1 569,300
WALT DISNEY CO COMMON 254687106 10,809 282,600 SH DEFINED 1,5 282,600
WALT DISNEY CO COMMON 254687106 103 2,700 SH DEFINED 2 2,700
WASHINGTON REAL ESTATE NV COMMON 939653101 1,009 50,300 SH DEFINED 1,4 50,300
WASTE CONNECTIONS INC. COMMON 941053100 154 6,000 SH DEFINED 1 6,000
WASTE MANAGEMENT INC COMMON 94106L109 63,513 3,642,317 SH DEFINED 1 3,642,317
WATCHGUARD TECHNOLOGIES INC COMMON 941105108 50,886 848,100 SH DEFINED 1 848,100
WATCHGUARD TECHNOLOGIES INC COMMON 941105108 792 13,200 SH DEFINED 2 13,200
WATERS CORP COMMON 941848103 73,559 826,500 SH DEFINED 1 826,500
WATERS CORP COMMON 941848103 712 8,000 SH DEFINED 1,5 8,000
WATERS CORP COMMON 941848103 587 6,600 SH DEFINED 2,3 6,600
WBK STRYPES TRUST CVT PFD CONVERT 929229102 4,056 127,000 SH DEFINED 1 127,000
WBK STRYPES TRUST CVT PFD CONVERT 929229102 96 3,000 SH DEFINED 2,3 3,000
WEATHERFORD INTERNATIONAL
INC COMMON 947074100 24,312 565,400 SH DEFINED 1 565,400
WEATHERFORD INTERNATIONAL
INC COMMON 947074100 90,300 2,100,000 SH DEFINED 1,2 2,100,000
WEATHERFORD INTERNATIONAL
INC COMMON 947074100 860 20,000 SH DEFINED 1,5 20,000
WEATHERFORD INTERNATIONAL
INC COMMON 947074100 10,449 243,000 SH DEFINED 2 243,000
WEATHERFORD INTERNATIONAL
INC COMMON 947074100 366 8,500 SH DEFINED 2,3 8,500
WEBLINK WIRELESS INC COMMON 94769A101 12,387 1,611,350 SH DEFINED 1 1,611,350
WEBLINK WIRELESS INC COMMON 94769A101 129 16,750 SH DEFINED 2,3 16,750
</TABLE>
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<PAGE> 89
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WEBMETHODS INC COMMON 94768C108 7,598 66,000 SH DEFINED 1 66,000
WEBMETHODS INC COMMON 94768C108 461 4,000 SH DEFINED 1,5 4,000
WEBMETHODS INC COMMON 94768C108 3,454 30,000 SH DEFINED 2 30,000
WEBSENSE INC COMMON 947684106 4,458 187,200 SH DEFINED 1 187,200
WEBSENSE INC COMMON 947684106 541 22,700 SH DEFINED 1,5 22,700
WEBSENSE INC COMMON 947684106 2,165 90,900 SH DEFINED 2 90,900
WEBTRENDS CORP COMMON 94844D104 25,479 681,700 SH DEFINED 1 681,700
WEBTRENDS CORP COMMON 94844D104 576 15,400 SH DEFINED 1,5 15,400
WEBTRENDS CORP COMMON 94844D104 5,292 141,600 SH DEFINED 2 141,600
WEBTRENDS CORP COMMON 94844D104 187 5,000 SH DEFINED 2,3 5,000
WELLS FARGO CO COMMON 949746101 4,548 99,000 SH DEFINED 1 99,000
WELLS FARGO CO COMMON 949746101 2,586 56,300 SH DEFINED 1,4 56,300
WESTCOAST ENERGY INC COMMON 95751D102 2,235 116,500 SH DEFINED 1 116,500
WESTELL TECHNOLOGIES INC COMMON 957541105 7,283 565,700 SH DEFINED 1 565,700
WESTERN MULTIPLEX CORP COMMON 95874P107 6,666 415,000 SH DEFINED 1 415,000
WESTERN WIRELESS CORP CL A COMMON 95988E204 35,960 1,009,400 SH DEFINED 1 1,009,400
WESTERN WIRELESS CORP CL A COMMON 95988E204 71,952 2,019,700 SH DEFINED 1,2 2,019,700
WESTERN WIRELESS CORP CL A COMMON 95988E204 691 19,400 SH DEFINED 1,5 19,400
WESTERN WIRELESS CORP CL A COMMON 95988E204 10,053 282,200 SH DEFINED 2 282,200
WESTERN WIRELESS CORP CL A COMMON 95988E204 388 10,900 SH DEFINED 2,3 10,900
WESTWOOD ONE INC COMMON 961815107 10,209 476,200 SH DEFINED 1 476,200
WESTWOOD ONE INC COMMON 961815107 83,557 3,897,700 SH DEFINED 1,2 3,897,700
WESTWOOD ONE INC COMMON 961815107 534 24,900 SH DEFINED 1,5 24,900
WESTWOOD ONE INC COMMON 961815107 8,506 396,800 SH DEFINED 2 396,800
WESTWOOD ONE INC COMMON 961815107 296 13,800 SH DEFINED 2,3 13,800
WHIRLPOOL CORP COMMON 963320106 894 23,000 SH DEFINED 1,4 23,000
WHITNEY HOLDING CORP COMMON 966612103 1,816 50,000 SH DEFINED 1 50,000
WHOLE FOODS MARKET INC COMMON 966837106 3,221 60,000 SH DEFINED 1 60,000
WILLIAMS COMM GRP INC 144A
PFD CVT CONVERT 969455203 8,814 208,000 SH DEFINED 1 208,000
WILLIAMS COMM GRP INC 144A
PFD CVT CONVERT 969455203 1,356 32,000 SH DEFINED 2 32,000
</TABLE>
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<PAGE> 90
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WILSON GREATBATCH TECHNOLOGY COMMON 972232102 1,155 50,500 SH DEFINED 1 50,500
WINSLOEW FURNITURE WTS COMMON 975377110 164 16,220 SH DEFINED 1 16,220
WIRELESS FACILITIES INC COMMON 97653A103 2,884 50,000 SH DEFINED 1 50,000
WJ COMMUNICATIONS INC COMMON 929284107 2,905 78,500 SH DEFINED 1 78,500
WMX TECHNOLOGIES 2% CVT CONVERT 92929QAF4 39 55,000 PRN DEFINED 1,5 55,000
WORLD ACCESS 144A CVT PFD
SER D CONVERT 98141A911 7,963 18,960 SH DEFINED 1 18,960
WORLD ACCESS 144A CVT PFD
SER D CONVERT 98141A911 90 215 SH DEFINED 2,3 215
WORLDCOM INC COMMON 98157D106 47,490 1,563,450 SH DEFINED 1 1,563,450
WORLDCOM INC COMMON 98157D106 4,028 132,600 SH DEFINED 1,4 132,600
WORLDCOM INC COMMON 98157D106 76 2,500 SH DEFINED 2 2,500
WYNDHAM VOTING TRUST COMMON 983101916 203 2,898 SH DEFINED 1,4 2,898
WYSDOM WARRANTS COMMON 983603911 3,000 263,158 SH DEFINED 1,5 263,158
XCEL ENERGY INC COMMON 98389B100 5,541 201,500 SH DEFINED 1 201,500
XILINX INC COMMON 983919101 146,924 1,715,900 SH DEFINED 1 1,715,900
XILINX INC COMMON 983919101 488,670 5,707,100 SH DEFINED 1,2 5,707,100
XILINX INC COMMON 983919101 14,599 170,500 SH DEFINED 2 170,500
XILINX INC COMMON 983919101 3,896 45,500 SH DEFINED 2,3 45,500
XIRCOM INC COMMON 983922105 1,894 75,000 SH DEFINED 1 75,000
XL CAPITAL LTD CL A COMMON G98255105 65,687 893,700 SH DEFINED 1 893,700
YAHOO! INC COMMON 984332106 83,392 916,400 SH DEFINED 1 916,400
YAHOO! INC COMMON 984332106 45,500 500,000 SH DEFINED 1,2 500,000
YAHOO! INC COMMON 984332106 182 2,000 SH DEFINED 1,5 2,000
YAHOO! INC COMMON 984332106 82 900 SH DEFINED 2 900
YAHOO! INC COMMON 984332106 255 2,800 SH DEFINED 2,3 2,800
ZALE CORP COMMON 988858106 15,189 468,250 SH DEFINED 1 468,250
ZEBRA TECHNOLOGIES CORP COMMON 989207105 4,085 85,000 SH DEFINED 1 85,000
</TABLE>
Page 88 of 89
<PAGE> 91
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ZENGINE INC COMMON 98935C107 7,314 517,806 SH DEFINED 1 517,806
ZENGINE INC COMMON 98935C107 23 1,630 SH DEFINED 1,5 1,630
ZENGINE INC COMMON 98935C107 577 40,846 SH DEFINED 2 40,846
ZENGINE INC COMMON 98935C107 83 5,843 SH DEFINED 2,3 5,843
ZIONS BANCORPORATION COMMON 989701107 15,966 312,200 SH DEFINED 1 312,200
ZOLL MEDICAL CORP COMMON 989922109 25,867 530,600 SH DEFINED 1 530,600
ZOLL MEDICAL CORP COMMON 989922109 63 1,300 SH DEFINED 1,5 1,300
ZOLL MEDICAL CORP COMMON 989922109 1,541 31,600 SH DEFINED 2 31,600
ZOLL MEDICAL CORP COMMON 989922109 239 4,900 SH DEFINED 2,3 4,900
ZORAN CORP COMMON 98975F101 77,581 1,591,400 SH DEFINED 1 1,591,400
ZORAN CORP COMMON 98975F101 122 2,500 SH DEFINED 1,5 2,500
ZORAN CORP COMMON 98975F101 3,062 62,800 SH DEFINED 2 62,800
ZORAN CORP COMMON 98975F101 434 8,900 SH DEFINED 2,3 8,900
</TABLE>
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