<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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: AIM Management Group, Inc.
Address: 11 Greenway Plaza, Suite 100
Houston TX 77046
13F File Number: 28-1983
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Carol Relihan
Title: Senior Vice President
Phone: (713) 214-1191
Signature, Place, and Date of Signing:
/s/ CAROL RELIHAN Houston, Texas 5/11/00
- -----------------------------
Carol Relihan
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
Form 13F Information Table Entry Total: 3,012
Form 13F Information Table Value Total: $116,860,347
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
<TABLE>
<CAPTION>
No. Form 13F File Number Name
<S> <C> <C>
1 28-1983 AIM Advisors, Inc.
2 28-1983 AIM Capital Management, Inc.
3 28-6592 AIM Global Advisors Limited
4 28-2045 INVESCO, Inc.
5 28-6708 AIM Funds Management Inc.
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
- ------------------------ -------------- -------- -------- ------------------ ---------- -------- --------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
- ------------------------ -------------- -------- -------- ------- --- ---- ---------- -------- --------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3COM CORPORATION COMMON 885535104 8,622 155,000 SH DEFINED 1 155,000
3COM CORPORATION COMMON 885535104 127,938 2,300,000 SH DEFINED 1,2 2,300,000
3COM CORPORATION COMMON 885535104 3,616 65,000 SH DEFINED 1,5 65,000
3COM CORPORATION COMMON 885535104 901 16,200 SH DEFINED 2,3 16,200
4FRONT TECHNOLOGIES INC COMMON 351042106 4,411 212,600 SH DEFINED 1 212,600
724 SOLUTIONS INC. COMMON 81788Q100 8,018 64,400 SH DEFINED 1 64,400
724 SOLUTIONS INC. COMMON 81788Q100 7,997 64,700 SH DEFINED 1,5 64,700
99 CENTS ONLY STORES COMMON 65440K106 24,024 612,074 SH DEFINED 1 612,074
99 CENTS ONLY STORES COMMON 65440K106 65 1,666 SH DEFINED 1,5 1,666
99 CENTS ONLY STORES COMMON 65440K106 1,096 27,932 SH DEFINED 2 27,932
99 CENTS ONLY STORES COMMON 65440K106 301 7,666 SH DEFINED 2,3 7,666
A T & T CORP COMMON 001957109 33,750 600,000 CALL DEFINED 1 600,000
A T & T CORP COMMON 001957109 37,342 663,862 SH DEFINED 1 663,862
A T & T CORP COMMON 001957109 10,637 189,100 SH DEFINED 1,4 189,100
A T & T CORP COMMON 001957109 2,025 36,001 SH DEFINED 2 36,001
A.F.P. PROVIDA SA- SPONS
ADR COMMON 00709P108 1,710 80,000 SH DEFINED 1,6 80,000
ABBOTT LABORATORIES COMMON 002824100 6,999 198,900 SH DEFINED 1,4 198,900
ABERCROMBIE & FITCH CO
CL A COMMON 002896207 880 55,000 SH DEFINED 1 55,000
ABN VIA TECHNOLOGY 144A COMMON 123456998 4,945 332,500 SH DEFINED 1,6 332,500
ABRAXAS PETROLEUM CORP COMMON 003830106 1,657 736,228 SH DEFINED 1 736,228
ABRAXAS RIGHTS COMMON 003831112 0 736,228 SH DEFINED 1 736,228
ACCREDO HEALTH INC COMMON 00437V104 4,969 150,000 SH DEFINED 1 150,000
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
ACKERLEY GROUP INC COMMON 004527107 1,210 80,000 SH DEFINED 1 80,000
ACLARA BIOSCIENCES INC COMMON 00461P106 7,091 179,800 SH DEFINED 1 179,800
ACTEL CORP COMMON 004934105 33,721 944,900 SH DEFINED 1 944,900
ACTEL CORP COMMON 004934105 68 1,900 SH DEFINED 1,5 1,900
ACTEL CORP COMMON 004934105 1,452 40,700 SH DEFINED 2 40,700
ACTEL CORP COMMON 004934105 375 10,500 SH DEFINED 2,3 10,500
ACTIVE SOFTWARE INC COMMON 00504E100 2,544 40,000 SH DEFINED 1 40,000
ACTIVE VOICE CORP COMMON 004938106 1,450 100,000 SH DEFINED 1 100,000
ACTIVISION, INC. COMMON 004930202 1,387 115,000 SH DEFINED 1 115,000
ADAPTEC INC COMMON 00651F108 6,450 167,000 SH DEFINED 1 167,000
ADAPTEC INC COMMON 00651F108 77,250 2,000,000 SH DEFINED 1,2 2,000,000
ADAPTEC INC COMMON 00651F108 1,491 38,600 SH DEFINED 1,4 38,600
ADAPTEC INC COMMON 00651F108 278 7,200 SH DEFINED 1,5 7,200
ADAPTEC INC COMMON 00651F108 5,659 146,500 SH DEFINED 2 146,500
ADAPTEC INC COMMON 00651F108 270 7,000 SH DEFINED 2,3 7,000
ADC TELECOMMUNICATIONS COMMON 000886101 35,735 663,300 SH DEFINED 1 663,300
ADC TELECOMMUNICATIONS COMMON 000886101 323,395 6,002,700 SH DEFINED 1,2 6,002,700
ADC TELECOMMUNICATIONS COMMON 000886101 1,966 36,500 SH DEFINED 1,4 36,500
ADC TELECOMMUNICATIONS COMMON 000886101 24,217 449,500 SH DEFINED 1,5 449,500
ADC TELECOMMUNICATIONS COMMON 000886101 21,151 392,600 SH DEFINED 2 392,600
ADC TELECOMMUNICATIONS COMMON 000886101 1,142 21,200 SH DEFINED 2,3 21,200
ADELPHIA COMMUNICATIONS COMMON 006848105 14,465 295,200 SH DEFINED 1 295,200
ADELPHIA COMMUNICATIONS COMMON 006848105 85,750 1,750,000 SH DEFINED 1,2 1,750,000
ADELPHIA COMMUNICATIONS COMMON 006848105 2,759 56,400 SH DEFINED 1,5 56,400
ADELPHIA COMMUNICATIONS COMMON 006848105 7,179 146,500 SH DEFINED 2 146,500
ADELPHIA COMMUNICATIONS COMMON 006848105 397 8,100 SH DEFINED 2,3 8,100
ADOBE SYSTEMS INC. COMMON 00724F101 38,258 343,700 SH DEFINED 1 343,700
ADOBE SYSTEMS INC. COMMON 00724F101 97,042 871,800 SH DEFINED 1,2 871,800
ADOBE SYSTEMS INC. COMMON 00724F101 11,298 101,500 SH DEFINED 1,5 101,500
ADOBE SYSTEMS INC. COMMON 00724F101 2,972 26,700 SH DEFINED 2 26,700
ADOBE SYSTEMS INC. COMMON 00724F101 668 6,000 SH DEFINED 2,3 6,000
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
ADTRAN, INC. COMMON 00738A106 5,415 91,100 SH DEFINED 1 91,100
ADVANCED DIGITAL INFO CORP. COMMON 007525108 6,508 190,000 SH DEFINED 1 190,000
ADVANCED DIGITAL INFO CORP. COMMON 007525108 63,397 1,851,000 SH DEFINED 1,2 1,851,000
ADVANCED DIGITAL INFO CORP. COMMON 007525108 445 13,000 SH DEFINED 2,3 13,000
ADVANCED ENERGY INDUSTIRIES COMMON 007973100 34,588 678,200 SH DEFINED 1 678,200
ADVANCED ENERGY INDUSTIRIES COMMON 007973100 82 1,600 SH DEFINED 1,5 1,600
ADVANCED ENERGY INDUSTIRIES COMMON 007973100 1,260 24,700 SH DEFINED 2 24,700
ADVANCED ENERGY INDUSTIRIES COMMON 007973100 362 7,100 SH DEFINED 2,3 7,100
ADVANCED FIBRE COMMUNICATION COMMON 00754A105 7,886 125,800 SH DEFINED 1 125,800
ADVANCED FIBRE COMMUNICATION COMMON 00754A105 1,072 17,100 SH DEFINED 1,5 17,100
ADVANCED FIBRE COMMUNICATION COMMON 00754A105 3,623 57,800 SH DEFINED 2 57,800
ADVANCED MICRO DEVICES COMMON 007903107 16,868 295,600 SH DEFINED 1 295,600
ADVANCED MICRO DEVICES COMMON 007903107 85,594 1,500,000 SH DEFINED 1,2 1,500,000
ADVANCED MICRO DEVICES COMMON 007903107 5,096 89,300 SH DEFINED 2 89,300
ADVANCED MICRO DEVICES COMMON 007903107 297 5,200 SH DEFINED 2,3 5,200
ADVANTA CORPORATION -
CLASS B COMMON 007942204 1,304 90,000 SH DEFINED 1 90,000
AEGON N.V. - AMERICAN REG
SHR COMMON 007924103 746 9,263 SH DEFINED 1 9,263
AEROFLEX INC COMMON 007768104 25,384 512,800 SH DEFINED 1 512,800
AES CORP COMMON 00130H105 22,852 290,188 SH DEFINED 1 290,188
AES CORP COMMON 00130H105 2,661 33,800 SH DEFINED 2 33,800
AES TRUST III 6.75% CONVERT 00808N202 7,425 110,000 SH DEFINED 1 110,000
AES TRUST III 6.75% CONVERT 00808N202 1,013 15,000 SH DEFINED 2 15,000
AETHER SYSTEMS INC COMMON 00808V105 20,219 111,400 SH DEFINED 1 111,400
AETHER SYSTEMS INC COMMON 00808V105 18 100 SH DEFINED 1,5 100
AETHER SYSTEMS INC COMMON 00808V105 454 2,500 SH DEFINED 2 2,500
AETHER SYSTEMS INC COMMON 00808V105 109 600 SH DEFINED 2,3 600
AETNA, INC. COMMON 008117103 11,193 201,000 SH DEFINED 1 201,000
AETNA, INC. COMMON 008117103 7,689 138,000 SH DEFINED 1,4 138,000
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
AFFILIATED COMPUTER
SERVICES-A COMMON 008190100 16,078 423,100 SH DEFINED 1 423,100
AFFILIATED COMPUTER
SERVICES-A COMMON 008190100 30 800 SH DEFINED 1,5 800
AFFILIATED COMPUTER
SERVICES-A COMMON 008190100 399 10,500 SH DEFINED 2 10,500
AFFILIATED COMPUTER
SERVICES-A COMMON 008190100 129 3,400 SH DEFINED 2,3 3,400
AFFILIATED MANAGERS GROUP COMMON 008252108 18,772 395,200 SH DEFINED 1 395,200
AFFILIATED MANAGERS GROUP COMMON 008252108 9,187 193,400 SH DEFINED 1,5 193,400
AFFILIATED MANAGERS GROUP COMMON 008252108 304 6,400 SH DEFINED 2 6,400
AFFILIATED MANAGERS GROUP COMMON 008252108 57 1,200 SH DEFINED 2,3 1,200
AFLAC, INC. COMMON 001055102 8,493 186,400 SH DEFINED 1 186,400
AFLAC, INC. COMMON 001055102 106,001 2,326,500 SH DEFINED 1,2 2,326,500
AFLAC, INC. COMMON 001055102 6,342 139,200 SH DEFINED 2 139,200
AFLAC, INC. COMMON 001055102 378 8,300 SH DEFINED 2,3 8,300
AGILE SOFTWARE CORP COMMON 00846X105 6,294 100,700 SH DEFINED 1 100,700
AGILENT TECHNOLOGIES INC COMMON 00846U101 9,246 88,900 SH DEFINED 1 88,900
AGILENT TECHNOLOGIES INC COMMON 00846U101 93,080 895,000 SH DEFINED 1,2 895,000
AGILENT TECHNOLOGIES INC COMMON 00846U101 686 6,600 SH DEFINED 2,3 6,600
AIR PRODUCTS & CHEMICALS COMMON 009158106 3,263 114,750 SH DEFINED 1 114,750
AIR PRODUCTS & CHEMICALS COMMON 009158106 2,144 75,400 SH DEFINED 1,4 75,400
AIRGATE PCS INC COMMON 009367103 44,510 421,891 SH DEFINED 1 421,891
AIRGATE PCS INC COMMON 009367103 63 600 SH DEFINED 1,5 600
AIRGATE PCS INC COMMON 009367103 1,319 12,500 SH DEFINED 2 12,500
AIRGATE PCS INC COMMON 009367103 380 3,600 SH DEFINED 2,3 3,600
AKZO NOBEL NV-SPON ADR COMMON 010199305 3,445 80,000 SH DEFINED 1 80,000
AKZO NOBEL NV-SPON ADR COMMON 010199305 2,153 50,000 SH DEFINED 1,4 50,000
ALAMOSA PCS HOLDINGS INC COMMON 011593100 4,247 112,500 SH DEFINED 1 112,500
ALBANY MOLECULAR RESEARCH COMMON 012423109 4,962 85,000 SH DEFINED 1 85,000
ALBERTSON'S INC. COMMON 013104104 42,792 1,380,400 SH DEFINED 1 1,380,400
ALBERTSON'S INC. COMMON 013104104 5,081 163,900 SH DEFINED 1,4 163,900
ALCOA INC. COMMON 013817101 913 13,000 SH DEFINED 1,4 13,000
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
ALLAIRE CORP. COMMON 016714107 11,193 148,000 SH DEFINED 1 148,000
ALLAIRE CORP. COMMON 016714107 923 12,200 SH DEFINED 1,5 12,200
ALLAIRE CORP. COMMON 016714107 3,017 39,900 SH DEFINED 2 39,900
ALLEGHENY ENERGY INC. COMMON 017361106 6,406 232,400 SH DEFINED 1 232,400
ALLEGIANCE TELECOM INC COMMON 01747T102 37,853 469,500 SH DEFINED 1 469,500
ALLERGAN, INC. COMMON 018490102 63,998 1,279,950 SH DEFINED 1 1,279,950
ALLERGAN, INC. COMMON 018490102 124,185 2,483,700 SH DEFINED 1,2 2,483,700
ALLERGAN, INC. COMMON 018490102 130 2,600 SH DEFINED 1,4 2,600
ALLERGAN, INC. COMMON 018490102 555 11,100 SH DEFINED 1,5 11,100
ALLERGAN, INC. COMMON 018490102 1,330 26,600 SH DEFINED 2 26,600
ALLERGAN, INC. COMMON 018490102 570 11,400 SH DEFINED 2,3 11,400
ALLIANCE CAP MGMT HLD COMMON 01855A101 1,492 36,000 SH DEFINED 1 36,000
ALLIED RISER COMMUNICATIONS COMMON 019496108 15,194 440,400 SH DEFINED 1,5 440,400
ALLIED WASTE INDUSTRIES INC COMMON 019589308 7 1,000 SH DEFINED 1 1,000
ALLOS THERAPEUTICS INC COMMON 019777101 293 20,500 SH DEFINED 1 20,500
ALLSTATE CORP COMMON 020002101 5,477 230,000 SH DEFINED 1,4 230,000
ALLTEL CORP COMMON 020039103 681 10,800 SH DEFINED 1,4 10,800
ALPHA INDUSTRIES INC COMMON 020753109 171,304 1,803,200 SH DEFINED 1 1,803,200
ALPHA INDUSTRIES INC COMMON 020753109 257 2,700 SH DEFINED 1,5 2,700
ALPHA INDUSTRIES INC COMMON 020753109 6,574 67,400 SH DEFINED 2 67,400
ALPHA INDUSTRIES INC COMMON 020753109 1,183 12,450 SH DEFINED 2,3 12,450
ALPHARMA INC. - CL A COMMON 020813101 43,649 1,187,734 SH DEFINED 1 1,187,734
ALPHARMA INC. - CL A COMMON 020813101 74 2,000 SH DEFINED 1,5 2,000
ALPHARMA INC. - CL A COMMON 020813101 1,198 32,600 SH DEFINED 2 32,600
ALPHARMA INC. - CL A COMMON 020813101 305 8,300 SH DEFINED 2,3 8,300
ALPINE GROUP INC COMMON 020825105 4,090 454,400 SH DEFINED 1 454,400
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
ALTEON WEBSYSTEMS INC COMMON 02145A109 15,129 184,500 SH DEFINED 1 184,500
ALTEON WEBSYSTEMS INC COMMON 02145A109 303 3,700 SH DEFINED 1,5 3,700
ALTEON WEBSYSTEMS INC COMMON 02145A109 1,943 23,700 SH DEFINED 2 23,700
ALTERA CORPORATION COMMON 021441100 45,535 510,200 SH DEFINED 1 510,200
ALTERA CORPORATION COMMON 021441100 206,525 2,314,000 SH DEFINED 1,2 2,314,000
ALTERA CORPORATION COMMON 021441100 23,995 269,000 SH DEFINED 1,5 269,000
ALTERA CORPORATION COMMON 021441100 5,471 61,300 SH DEFINED 2 61,300
ALTERA CORPORATION COMMON 021441100 1,142 12,800 SH DEFINED 2,3 12,800
AMAZON.COM CVT CONVERT 023135AF3 44,100 45,000,000 PRN DEFINED 1 45,000,000
AMAZON.COM CVT CONVERT 023135AF3 147,000 150,000,000 PRN DEFINED 1,2 150,000,000
AMAZON.COM INC COMMON 023135106 227,318 3,392,800 SH DEFINED 1 3,392,800
AMAZON.COM INC COMMON 023135106 4,429 66,100 SH DEFINED 2 66,100
AMAZON.COM INC CVT 144A CONVERT 023135AD8 3,430 3,500,000 PRN DEFINED 1 3,500,000
AMAZON.COM INC CVT 144A CONVERT 023135AD8 490 500,000 PRN DEFINED 2,3 500,000
AMBAC, INC. COMMON 023139108 1,763 35,000 SH DEFINED 1 35,000
AMERADA HESS CORP COMMON 023551104 439 6,800 SH DEFINED 1 6,800
AMERADA HESS CORP COMMON 023551104 1,105 17,100 SH DEFINED 1,5 17,100
AMERICA ONLINE INC. COMMON 02364J104 126,450 1,880,300 SH DEFINED 1 1,880,300
AMERICA ONLINE INC. COMMON 02364J104 134,500 2,000,000 SH DEFINED 1,2 2,000,000
AMERICA ONLINE INC. COMMON 02364J104 6,815 102,200 SH DEFINED 2 102,200
AMERICA ONLINE INC. COMMON 02364J104 1,237 18,400 SH DEFINED 2,3 18,400
AMERICAN CAPITAL STRATEGIES COMMON 024937104 11,183 440,700 SH DEFINED 1 440,700
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 32,382 853,550 SH DEFINED 1 853,550
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 82 2,150 SH DEFINED 1,5 2,150
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 1,574 41,500 SH DEFINED 2 41,500
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 345 9,100 SH DEFINED 2,3 9,100
AMERICAN EXPRESS CO. COMMON 025816109 592,444 3,977,800 SH DEFINED 1 3,977,800
AMERICAN EXPRESS CO. COMMON 025816109 309,045 2,075,000 SH DEFINED 1,2 2,075,000
AMERICAN EXPRESS CO. COMMON 025816109 12,568 84,385 SH DEFINED 2 84,385
AMERICAN EXPRESS CO. COMMON 025816109 298 2,000 SH DEFINED 2,3 2,000
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
AMERICAN GENERAL CORP. COMMON 026351106 5,323 94,850 SH DEFINED 1 94,850
AMERICAN GENERAL CORP. COMMON 026351106 6,090 108,500 SH DEFINED 1,4 108,500
AMERICAN HOME PRODUCTS CORP COMMON 026609107 75,327 1,404,700 SH DEFINED 1 1,404,700
AMERICAN HOME PRODUCTS CORP COMMON 026609107 107,250 2,000,000 SH DEFINED 1,2 2,000,000
AMERICAN HOME PRODUCTS CORP COMMON 026609107 4,022 75,000 SH DEFINED 1,4 75,000
AMERICAN HOME PRODUCTS CORP COMMON 026609107 1,636 30,500 SH DEFINED 2 30,500
AMERICAN INTERNATIONAL GROUP COMMON 026874107 1,246,949 11,387,662 SH DEFINED 1 11,387,662
AMERICAN INTERNATIONAL GROUP COMMON 026874107 219,000 2,000,000 SH DEFINED 1,2 2,000,000
AMERICAN INTERNATIONAL GROUP COMMON 026874107 1,829 16,700 SH DEFINED 1,4 16,700
AMERICAN INTERNATIONAL GROUP COMMON 026874107 17,247 157,500 SH DEFINED 2 157,500
AMERICAN INTERNATIONAL GROUP COMMON 026874107 329 3,000 SH DEFINED 2,3 3,000
AMERICAN ITALIAN PASTA CO COMMON 027070101 6,921 281,050 SH DEFINED 1 281,050
AMERICAN MANAGEMENT SYS, INC. COMMON 027352103 19,838 452,800 SH DEFINED 1 452,800
AMERICAN MANAGEMENT SYS, INC. COMMON 027352103 66 1,500 SH DEFINED 1,5 1,500
AMERICAN MANAGEMENT SYS, INC. COMMON 027352103 995 22,700 SH DEFINED 2 22,700
AMERICAN MANAGEMENT SYS, INC. COMMON 027352103 285 6,500 SH DEFINED 2,3 6,500
AMERICAN POWER CONVERSION
CORP COMMON 029066107 55,420 1,292,600 SH DEFINED 1 1,292,600
AMERICAN POWER CONVERSION
CORP COMMON 029066107 225,094 5,250,000 SH DEFINED 1,2 5,250,000
AMERICAN POWER CONVERSION
CORP COMMON 029066107 943 22,000 SH DEFINED 1,5 22,000
AMERICAN POWER CONVERSION
CORP COMMON 029066107 16,961 395,600 SH DEFINED 2 395,600
AMERICAN POWER CONVERSION
CORP COMMON 029066107 802 18,700 SH DEFINED 2,3 18,700
AMERICAN SATELLITE WT99 COMMON 02937P124 0 65,825 SH DEFINED 1 65,825
AMERICAN XTAL TECHNOLOGY COMMON 030514103 2,461 76,000 SH DEFINED 1 76,000
AMERICREDIT CORP COMMON 03060R101 10,885 667,300 SH DEFINED 1 667,300
AMERISOURCE HEALTH CORP. COMMON 03071P102 20,775 1,385,000 SH DEFINED 1 1,385,000
AMERISOURCE HEALTH CORP. COMMON 03071P102 14,789 988,000 SH DEFINED 1,4 988,000
AMERITRADE HOLDING CORP-CL A COMMON 03072H109 4,458 213,400 SH DEFINED 1 213,400
AMERITRADE HOLDING CORP-CL A COMMON 03072H109 466 22,300 SH DEFINED 1,5 22,300
AMERITRADE HOLDING CORP-CL A COMMON 03072H109 1,795 85,900 SH DEFINED 2 85,900
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
AMES DEPT STORES COMMON 030789507 2,948 120,000 SH DEFINED 1 120,000
AMFM INC COMMON 001693100 14,941 240,500 SH DEFINED 1 240,500
AMFM INC COMMON 001693100 149,100 2,400,000 SH DEFINED 1,2 2,400,000
AMFM INC COMMON 001693100 8,418 135,500 SH DEFINED 2 135,500
AMFM INC COMMON 001693100 503 8,100 SH DEFINED 2,3 8,100
AMGEN, INC COMMON 031162100 122,136 1,990,000 SH DEFINED 1 1,990,000
AMGEN, INC COMMON 031162100 139,481 2,272,600 SH DEFINED 1,2 2,272,600
AMGEN, INC COMMON 031162100 15,344 250,000 SH DEFINED 1,4 250,000
AMGEN, INC COMMON 031162100 6,879 112,600 SH DEFINED 2 112,600
AMGEN, INC COMMON 031162100 516 8,400 SH DEFINED 2,3 8,400
AMKOR TECHNOLOGIES INC. COMMON 031652100 41,771 787,200 SH DEFINED 1 787,200
AMKOR TECHNOLOGIES INC. COMMON 031652100 828 15,600 SH DEFINED 1,5 15,600
AMKOR TECHNOLOGIES INC. COMMON 031652100 3,131 59,000 SH DEFINED 2 59,000
ANADIGICS, INC. COMMON 032515108 89,443 1,355,200 SH DEFINED 1 1,355,200
ANADIGICS, INC. COMMON 032515108 168 2,550 SH DEFINED 1,5 2,550
ANADIGICS, INC. COMMON 032515108 2,815 42,650 SH DEFINED 2 42,650
ANADIGICS, INC. COMMON 032515108 667 10,100 SH DEFINED 2,3 10,100
ANALOG DEVICES COMMON 032654105 755,281 9,375,100 SH DEFINED 1 9,375,100
ANALOG DEVICES COMMON 032654105 641,261 7,959,800 SH DEFINED 1,2 7,959,800
ANALOG DEVICES COMMON 032654105 39,661 492,300 SH DEFINED 1,5 492,300
ANALOG DEVICES COMMON 032654105 39,425 489,400 SH DEFINED 2 489,400
ANALOG DEVICES COMMON 032654105 2,739 34,000 SH DEFINED 2,3 34,000
ANAREN MICROWAVE INC. COMMON 032744104 31,495 328,500 SH DEFINED 1 328,500
ANAREN MICROWAVE INC. COMMON 032744104 48 500 SH DEFINED 1,5 500
ANAREN MICROWAVE INC. COMMON 032744104 556 5,800 SH DEFINED 2 5,800
ANAREN MICROWAVE INC. COMMON 032744104 144 1,500 SH DEFINED 2,3 1,500
ANESTA CORP COMMON 034603100 3,309 250,000 SH DEFINED 1 250,000
ANHEUSER-BUSCH COS INC COMMON 035229103 12,310 197,753 SH DEFINED 1 197,753
ANHEUSER-BUSCH COS INC COMMON 035229103 4,121 66,200 SH DEFINED 1,4 66,200
ANNUITY AND LIFE RE
(HOLDINGS) LTD COMMON G03910109 6,705 257,900 SH DEFINED 1 257,900
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ANTEC CORPORATION COMMON 03664P105 15,622 348,600 SH DEFINED 1 348,600
ANTEC CORPORATION COMMON 03664P105 829 18,500 SH DEFINED 2 18,500
AON CORP. COMMON 037389103 57,740 1,790,400 SH DEFINED 1 1,790,400
APACHE CORPORATION COMMON 037411105 7,746 155,700 SH DEFINED 1 155,700
APACHE CORPORATION COMMON 037411105 819 16,500 SH DEFINED 2 16,500
APARTMENT INVEST. & MGMT - A COMMON 03748R101 6,648 174,090 SH DEFINED 1 174,090
APARTMENT INVEST. & MGMT - A COMMON 03748R101 1,543 40,400 SH DEFINED 1,4 40,400
APPLE COMPUTER INC. COMMON 037833100 1,218,615 8,972,775 SH DEFINED 1 8,972,775
APPLE COMPUTER INC. COMMON 037833100 235,241 1,732,100 SH DEFINED 1,2 1,732,100
APPLE COMPUTER INC. COMMON 037833100 5,065 37,300 SH DEFINED 1,5 37,300
APPLE COMPUTER INC. COMMON 037833100 23,088 170,000 SH DEFINED 2 170,000
APPLE COMPUTER INC. COMMON 037833100 1,304 9,600 SH DEFINED 2,3 9,600
APPLIED MATERIALS, INC. COMMON 038222105 1,181,264 12,533,300 SH DEFINED 1 12,533,300
APPLIED MATERIALS, INC. COMMON 038222105 505,274 5,361,000 SH DEFINED 1,2 5,361,000
APPLIED MATERIALS, INC. COMMON 038222105 6,168 65,419 SH DEFINED 1,5 65,419
APPLIED MATERIALS, INC. COMMON 038222105 24,034 255,000 SH DEFINED 2 255,000
APPLIED MATERIALS, INC. COMMON 038222105 2,469 26,200 SH DEFINED 2,3 26,200
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 143,970 959,400 SH DEFINED 1 959,400
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 255 1,700 SH DEFINED 1,5 1,700
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 4,022 26,800 SH DEFINED 2 26,800
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 1,231 8,200 SH DEFINED 2,3 8,200
APPLIED POWER INC COMMON 038225108 15,176 532,500 SH DEFINED 1 532,500
APPLIED SCIENCE & TECHNOLOGY COMMON 038236105 8,470 280,000 SH DEFINED 1 280,000
APROPOS TECHNOLOGY INC COMMON 038334108 9,931 268,400 SH DEFINED 1 268,400
APROPOS TECHNOLOGY INC COMMON 038334108 56 1,500 SH DEFINED 1,5 1,500
APROPOS TECHNOLOGY INC COMMON 038334108 488 13,200 SH DEFINED 2 13,200
APROPOS TECHNOLOGY INC COMMON 038334108 130 3,500 SH DEFINED 2,3 3,500
ARACRUZ CELLULOSE SA-SP ADR COMMON 038496204 2,157 101,800 SH DEFINED 1,6 101,800
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ARADIGM CORP COMMON 038505103 8,751 419,200 SH DEFINED 1 419,200
ARADIGM CORP COMMON 038505103 5,653 270,800 SH DEFINED 1,4 270,800
ARCH COMMUNICATION GROUP COMMON 039381504 12,287 1,585,400 SH DEFINED 1 1,585,400
ARCHER DANIELS MIDLAND CO COMMON 039483102 1,556 150,000 SH DEFINED 1,4 150,000
ARDEN REALTY GROUP, INC. COMMON 039793104 3,236 155,000 SH DEFINED 1,4 155,000
ARIBA INC COMMON 04033V104 97,266 464,000 SH DEFINED 1 464,000
ARIBA INC COMMON 04033V104 629 3,000 SH DEFINED 1,5 3,000
ARIBA INC COMMON 04033V104 3,846 18,000 SH DEFINED 2 18,000
ARROWPOINT COMMUNICATIONS COMMON 042810101 5,332 45,000 SH DEFINED 1 45,000
ART TECHNOLOGY GROUP INC COMMON 04289L107 9,853 150,000 SH DEFINED 1 150,000
ARTHROCARE CORPORATION COMMON 043136100 4,977 54,100 SH DEFINED 1 54,100
ASIAINFO HOLDINGS INC COMMON 04518A104 1,361 22,500 SH DEFINED 1 22,500
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 4,436 39,700 SH DEFINED 1 39,700
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 55,875 500,000 SH DEFINED 1,2 500,000
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 6,336 56,700 SH DEFINED 1,5 56,700
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 3,565 31,900 SH DEFINED 2 31,900
ASM LITHOGRAPHY HOLDING NV COMMON N07059111 212 1,900 SH DEFINED 2,3 1,900
ASPECT COMMUNICATIONS CORP COMMON 04523Q102 24,176 652,300 SH DEFINED 1 652,300
ASPECT COMMUNICATIONS CORP COMMON 04523Q102 37 1,000 SH DEFINED 1,5 1,000
ASPECT COMMUNICATIONS CORP COMMON 04523Q102 630 17,000 SH DEFINED 2 17,000
ASPECT COMMUNICATIONS CORP COMMON 04523Q102 167 4,500 SH DEFINED 2,3 4,500
ASPECT DEVELOPMENT, INC. COMMON 045234101 15,682 243,600 SH DEFINED 1 243,600
ASPECT DEVELOPMENT, INC. COMMON 045234101 734 11,400 SH DEFINED 1,5 11,400
ASPECT DEVELOPMENT, INC. COMMON 045234101 2,575 40,000 SH DEFINED 2 40,000
ASPECT MEDICAL SYSTEMS COMMON 045235108 2,691 75,000 SH DEFINED 1 75,000
ASPECT MEDICAL SYSTEMS COMMON 045235108 100 2,800 SH DEFINED 1,5 2,800
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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ASPEN TECHNOLOGY COMMON 045327103 30,499 755,400 SH DEFINED 1 755,400
ASPEN TECHNOLOGY COMMON 045327103 129 3,200 SH DEFINED 1,5 3,200
ASPEN TECHNOLOGY COMMON 045327103 1,716 42,500 SH DEFINED 2 42,500
ASPEN TECHNOLOGY COMMON 045327103 400 9,900 SH DEFINED 2,3 9,900
ASSOCIATES FIRST CAPITAL
CORPORATION COMMON 046008108 48,286 2,252,400 SH DEFINED 1 2,252,400
ASSOCIATES FIRST CAPITAL
CORPORATION COMMON 046008108 686 32,000 SH DEFINED 2 32,000
ASTRAZENECA PLC - SPONS ADR COMMON 046353108 2,025 50,000 SH DEFINED 1,7 50,000
ASYST TECHNOLOGIES, INC. COMMON 04648X107 77,975 1,332,900 SH DEFINED 1 1,332,900
ASYST TECHNOLOGIES, INC. COMMON 04648X107 164 2,800 SH DEFINED 1,5 2,800
ASYST TECHNOLOGIES, INC. COMMON 04648X107 3,598 61,500 SH DEFINED 2 61,500
ASYST TECHNOLOGIES, INC. COMMON 04648X107 866 14,800 SH DEFINED 2,3 14,800
AT HOME CORP SERIES A COMMON 045919107 538,956 16,363,000 SH DEFINED 1 16,363,000
AT HOME CORP SERIES A COMMON 045919107 7,856 238,500 SH DEFINED 2 238,500
AT&T CANADA INC COMMON 00207Q202 23,760 389,500 SH DEFINED 1 389,500
AT&T CANADA INC COMMON 00207Q202 24,944 408,000 SH DEFINED 1,5 408,000
AT&T CANADA INC COMMON 00207Q202 2,800 45,900 SH DEFINED 2 45,900
AT&T CORP-LIBERTY MEDIA-A COMMON 001957208 169,443 2,859,800 SH DEFINED 1 2,859,800
AT&T CORP-LIBERTY MEDIA-A COMMON 001957208 631,013 10,650,000 SH DEFINED 1,2 10,650,000
AT&T CORP-LIBERTY MEDIA-A COMMON 001957208 17,947 302,900 SH DEFINED 1,5 302,900
AT&T CORP-LIBERTY MEDIA-A COMMON 001957208 10,114 170,700 SH DEFINED 2 170,700
AT&T CORP-LIBERTY MEDIA-A COMMON 001957208 3,626 61,200 SH DEFINED 2,3 61,200
ATLANTIC RICHFIELD CO COMMON 048825103 18,811 221,300 SH DEFINED 1 221,300
ATLANTIC RICHFIELD CO COMMON 048825103 1,573 18,500 SH DEFINED 1,4 18,500
ATLANTIC RICHFIELD CO COMMON 048825103 187 2,200 SH DEFINED 1,5 2,200
ATLAS AIR INC. COMMON 049164106 55 2,000 SH DEFINED 1 2,000
ATMEL CORPORATION COMMON 049513104 8,131 157,500 SH DEFINED 1 157,500
ATMEL CORPORATION COMMON 049513104 67,113 1,300,000 SH DEFINED 1,2 1,300,000
ATMEL CORPORATION COMMON 049513104 454 8,800 SH DEFINED 2,3 8,800
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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ATMI INC. COMMON 00207R101 24,018 503,000 SH DEFINED 1 503,000
ATMI INC. COMMON 00207R101 72 1,500 SH DEFINED 1,5 1,500
ATMI INC. COMMON 00207R101 1,213 25,400 SH DEFINED 2 25,400
ATMI INC. COMMON 00207R101 344 7,200 SH DEFINED 2,3 7,200
AURORA BIOSCIENCES CORP COMMON 051920106 7,595 185,800 SH DEFINED 1 185,800
AURORA BIOSCIENCES CORP COMMON 051920106 16 400 SH DEFINED 1,5 400
AURORA BIOSCIENCES CORP COMMON 051920106 262 6,400 SH DEFINED 2 6,400
AURORA BIOSCIENCES CORP COMMON 051920106 74 1,800 SH DEFINED 2,3 1,800
AVALONBAY COMMUNITIES INC. COMMON 053484101 3,593 98,100 SH DEFINED 1,4 98,100
AVANEX CORP COMMON 05348W109 13,809 91,000 SH DEFINED 1 91,000
AVENUE A INC COMMON 053566105 29 950 SH DEFINED 2 950
AVNET INC COMMON 053807103 5,670 90,000 SH DEFINED 1 90,000
AVX CORP COMMON 002444107 1,554 20,500 SH DEFINED 1 20,500
AVX CORP COMMON 002444107 22,721 299,700 SH DEFINED 1,5 299,700
AVX CORP COMMON 002444107 61 800 SH DEFINED 2 800
AXA FINANCIAL INC COMMON 002451102 30,935 862,300 SH DEFINED 1 862,300
AXA FINANCIAL INC COMMON 002451102 1,798 50,000 SH DEFINED 2 50,000
AXA S.A. COMMON 054536107 8,000 111,600 SH DEFINED 1 111,600
AXA S.A. COMMON 054536107 1,433 20,000 SH DEFINED 2 20,000
BAKER HUGHES, INC. COMMON 057224107 7,212 238,400 SH DEFINED 1 238,400
BANCO DE A. EDWARDS-SPONS
ADR COMMON 059504100 526 28,810 SH DEFINED 1,6 28,810
BANCO DE GALICIA Y BUENO-
ADR COMMON 059538207 3,465 171,111 SH DEFINED 1,6 171,111
BANCO HIPOTECARIO COMMON 05961A103 876 85,000 SH DEFINED 1,6 85,000
BANCO LATINOAMERICANO DE
EXP COMMON P16994132 1,526 57,597 SH DEFINED 1,6 57,597
BANCO RIO DE LA PLATA ADR COMMON 059644104 183 12,761 SH DEFINED 1,6 12,761
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BANK OF AMERICA CORP COMMON 060505104 49,854 950,725 SH DEFINED 1 950,725
BANK OF AMERICA CORP COMMON 060505104 15,074 287,474 SH DEFINED 1,4 287,474
BANK OF NEW YORK CO. COMMON 064057102 3,990 96,000 SH DEFINED 1 96,000
BANK UNITED CORP-CL A COMMON 065412108 17,025 539,400 SH DEFINED 1 539,400
BANK UNITED CORP-CL A COMMON 065412108 25 800 SH DEFINED 1,5 800
BANK UNITED CORP-CL A COMMON 065412108 508 16,100 SH DEFINED 2 16,100
BANK UNITED CORP-CL A COMMON 065412108 123 3,900 SH DEFINED 2,3 3,900
BANYAN SYSTEMS INC COMMON 066908104 1,317 75,000 SH DEFINED 1 75,000
BAR TECHNOLOGIES WTS EXP
4/1/01 COMMON 067016113 0 6,000 SH DEFINED 1 6,000
BARNES & NOBLE, INC. COMMON 067774109 9,248 402,100 SH DEFINED 1 402,100
BARNES & NOBLE, INC. COMMON 067774109 21 900 SH DEFINED 1,5 900
BARNES & NOBLE, INC. COMMON 067774109 377 16,400 SH DEFINED 2 16,400
BARNES & NOBLE, INC. COMMON 067774109 124 5,400 SH DEFINED 2,3 5,400
BARR LABORATORIES INC COMMON 068306109 1,462 34,800 SH DEFINED 1 34,800
BARR LABORATORIES INC COMMON 068306109 420 10,000 SH DEFINED 1,4 10,000
BARRETT RESOURCES CORP COMMON 068480201 465 15,600 SH DEFINED 1 15,600
BARRETT RESOURCES CORP COMMON 068480201 104 3,500 SH DEFINED 1,5 3,500
BASF AG - SPONSORED ADR COMMON 055262505 2,848 60,000 SH DEFINED 1,7 60,000
BASIN EXPLORATION INC COMMON 070107107 3,785 253,400 SH DEFINED 1 253,400
BAUSCH & LOMB, INC. COMMON 071707103 9,383 179,800 SH DEFINED 1 179,800
BAUSCH & LOMB, INC. COMMON 071707103 52,188 1,000,000 SH DEFINED 1,2 1,000,000
BAUSCH & LOMB, INC. COMMON 071707103 3,133 60,000 SH DEFINED 1,4 60,000
BAUSCH & LOMB, INC. COMMON 071707103 225 4,300 SH DEFINED 1,5 4,300
BAUSCH & LOMB, INC. COMMON 071707103 4,086 78,300 SH DEFINED 2 78,300
BAUSCH & LOMB, INC. COMMON 071707103 172 3,300 SH DEFINED 2,3 3,300
BAXTER INT'L INC COMMON 071813109 30,272 482,900 SH DEFINED 1 482,900
BAXTER INT'L INC COMMON 071813109 12,531 200,000 SH DEFINED 1,4 200,000
BAXTER INT'L INC COMMON 071813109 1,472 23,500 SH DEFINED 2 23,500
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BAYER AG - ADR COMMON 072730302 2,019 45,000 SH DEFINED 1,7 45,000
BEA SYSTEMS INC COMMON 073325102 146,563 1,997,450 SH DEFINED 1 1,997,450
BEA SYSTEMS INC COMMON 073325102 117,400 1,600,000 SH DEFINED 1,2 1,600,000
BEA SYSTEMS INC COMMON 073325102 1,961 26,729 SH DEFINED 1,5 26,729
BEA SYSTEMS INC COMMON 073325102 12,157 162,100 SH DEFINED 2 162,100
BEA SYSTEMS INC COMMON 073325102 895 12,200 SH DEFINED 2,3 12,200
BEACON CAPITAL COMMON 073561102 1,610 115,000 SH DEFINED 1,4 115,000
BECKMAN COULTER INC. COMMON 075811109 31,067 484,000 SH DEFINED 1 484,000
BECTON DICKINSON & CO COMMON 075887109 132 5,000 SH DEFINED 1,4 5,000
BED BATH AND BEYOND, INC. COMMON 075896100 30,220 767,500 SH DEFINED 1 767,500
BED BATH AND BEYOND, INC. COMMON 075896100 135,734 3,447,200 SH DEFINED 1,2 3,447,200
BED BATH AND BEYOND, INC. COMMON 075896100 811 20,600 SH DEFINED 1,5 20,600
BED BATH AND BEYOND, INC. COMMON 075896100 13,478 342,300 SH DEFINED 2 342,300
BED BATH AND BEYOND, INC. COMMON 075896100 476 12,100 SH DEFINED 2,3 12,100
BELL ATLANTIC CORP COMMON 077853109 50,972 833,900 SH DEFINED 1 833,900
BELL ATLANTIC CORP COMMON 077853109 1,577 25,800 SH DEFINED 1,4 25,800
BELL ATLANTIC CORP COMMON 077853109 2,061 33,725 SH DEFINED 2 33,725
BELLSOUTH CORP COMMON 079860102 45,787 974,200 SH DEFINED 1 974,200
BEST BUY COMPANY, INC. COMMON 086516101 980,086 11,396,350 SH DEFINED 1 11,396,350
BEST BUY COMPANY, INC. COMMON 086516101 140,068 1,628,700 SH DEFINED 1,2 1,628,700
BEST BUY COMPANY, INC. COMMON 086516101 14,018 163,000 SH DEFINED 2 163,000
BEST BUY COMPANY, INC. COMMON 086516101 1,023 11,900 SH DEFINED 2,3 11,900
BESTFOODS COMMON 08658U101 9,363 200,000 SH DEFINED 1 200,000
BIDHIT.COM INC COMMON 08883R204 1,472 692,500 SH DEFINED 1,5 692,500
BINDVIEW DEVELOPMENT
CORPORATION COMMON 090327107 1,544 49,700 SH DEFINED 1 49,700
BINDVIEW DEVELOPMENT
CORPORATION COMMON 090327107 283 9,100 SH DEFINED 1,5 9,100
BINDVIEW DEVELOPMENT
CORPORATION COMMON 090327107 1,746 56,200 SH DEFINED 2 56,200
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BIOCHEM PHARMA INC COMMON 09058T108 476 21,500 SH DEFINED 1 21,500
BIOCHEM PHARMA INC COMMON 09058T108 332 15,000 SH DEFINED 1,4 15,000
BIOGEN, INC. COMMON 090597105 30,759 440,200 SH DEFINED 1 440,200
BIOGEN, INC. COMMON 090597105 181,675 2,600,000 SH DEFINED 1,2 2,600,000
BIOGEN, INC. COMMON 090597105 5,241 75,000 SH DEFINED 1,4 75,000
BIOGEN, INC. COMMON 090597105 12,584 180,100 SH DEFINED 2 180,100
BIOGEN, INC. COMMON 090597105 601 8,600 SH DEFINED 2,3 8,600
BIOMET INC. COMMON 090613100 10,625 292,100 SH DEFINED 1 292,100
BIOMET INC. COMMON 090613100 71,830 1,974,700 SH DEFINED 1,2 1,974,700
BIOMET INC. COMMON 090613100 182 5,000 SH DEFINED 1,4 5,000
BIOMET INC. COMMON 090613100 255 7,000 SH DEFINED 1,5 7,000
BIOMET INC. COMMON 090613100 5,111 140,500 SH DEFINED 2 140,500
BIOMET INC. COMMON 090613100 247 6,800 SH DEFINED 2,3 6,800
BIOPURE CORP COMMON 09065H105 3,165 95,000 SH DEFINED 1 95,000
BIOPURE CORP COMMON 09065H105 1,333 40,000 SH DEFINED 1,4 40,000
BIOSITE DIAGNOSTICS INC COMMON 090945106 10,069 413,100 SH DEFINED 1 413,100
BIOSITE DIAGNOSTICS INC COMMON 090945106 27 1,100 SH DEFINED 1,5 1,100
BIOSITE DIAGNOSTICS INC COMMON 090945106 419 17,200 SH DEFINED 2 17,200
BIOSITE DIAGNOSTICS INC COMMON 090945106 107 4,400 SH DEFINED 2,3 4,400
BIOSOURCE INTERNATIONAL INC COMMON 09066H104 3,120 256,000 SH DEFINED 1 256,000
BIOSOURCE INTERNATIONAL INC COMMON 09066H104 792 65,000 SH DEFINED 1,4 65,000
BIO-TECHNOLOGY GENERAL CORP COMMON 090578105 961 62,000 SH DEFINED 1 62,000
BIO-TECHNOLOGY GENERAL CORP COMMON 090578105 620 40,000 SH DEFINED 1,4 40,000
BIOVAIL CORPORATION COMMON 09067J109 30,172 680,900 SH DEFINED 1 680,900
BIOVAIL CORPORATION COMMON 09067J109 2,047 46,200 SH DEFINED 1,5 46,200
BIOVAIL CORPORATION COMMON 09067J109 798 18,000 SH DEFINED 2 18,000
BIOVAIL CORPORATION COMMON 09067J109 222 5,000 SH DEFINED 2,3 5,000
BIRCH TELECOM WARRANTS 144A COMMON 09069B112 1 10 SH DEFINED 2 10
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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BJ SERVICES CO. COMMON 055482103 70,366 952,500 SH DEFINED 1 952,500
BJ SERVICES CO. COMMON 055482103 147,750 2,000,000 SH DEFINED 1,2 2,000,000
BJ SERVICES CO. COMMON 055482103 24,863 336,600 SH DEFINED 1,5 336,600
BJ SERVICES CO. COMMON 055482103 11,591 156,900 SH DEFINED 2 156,900
BJ SERVICES CO. COMMON 055482103 517 7,000 SH DEFINED 2,3 7,000
BJ'S WHOLESALE CLUB INC COMMON 05548J106 10,483 271,400 SH DEFINED 1 271,400
BJ'S WHOLESALE CLUB INC COMMON 05548J106 576 14,900 SH DEFINED 1,5 14,900
BJ'S WHOLESALE CLUB INC COMMON 05548J106 1,727 44,700 SH DEFINED 2 44,700
BLACK BOX CORPORATION COMMON 091826107 20,895 301,800 SH DEFINED 1 301,800
BLACK BOX CORPORATION COMMON 091826107 48 700 SH DEFINED 1,5 700
BLACK BOX CORPORATION COMMON 091826107 1,059 15,300 SH DEFINED 2 15,300
BLACK BOX CORPORATION COMMON 091826107 298 4,300 SH DEFINED 2,3 4,300
BMC SOFTWARE, INC. COMMON 055921100 10 200 SH DEFINED 1 200
BOEING CO. COMMON 097023105 1,707 45,000 SH DEFINED 1,4 45,000
BOISE CASCADE CORP COMMON 097383103 1,244 35,800 SH DEFINED 1 35,800
BOSTON PROPERTIES INC COMMON 101121101 1,925 60,500 SH DEFINED 1,4 60,500
BOUYGUES OFFSHORE SA-ADR COMMON 102112109 511 21,700 SH DEFINED 1 21,700
BOUYGUES OFFSHORE SA-ADR COMMON 102112109 124 5,250 SH DEFINED 1,5 5,250
BOWATER INC. COMMON 102183100 22,962 430,200 SH DEFINED 1 430,200
BRASIL DISTR PAO -ADR COMMON 20440T201 9,918 277,419 SH DEFINED 1 277,419
BRAUNS FASHIONS CORP COMMON 105658108 3,788 150,000 SH DEFINED 1 150,000
BREEZECOM LIMITED COMMON M20385106 6,040 161,600 SH DEFINED 1 161,600
BREEZECOM LIMITED COMMON M20385106 11 300 SH DEFINED 1,5 300
BREEZECOM LIMITED COMMON M20385106 280 7,500 SH DEFINED 2 7,500
BREEZECOM LIMITED COMMON M20385106 37 1,000 SH DEFINED 2,3 1,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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BRINKER INTERNATIONAL INC. COMMON 109641100 4,358 146,800 SH DEFINED 1 146,800
BRINKER INTERNATIONAL INC. COMMON 109641100 69,867 2,353,400 SH DEFINED 1,2 2,353,400
BRINKER INTERNATIONAL INC. COMMON 109641100 4,046 136,300 SH DEFINED 2 136,300
BRINKER INTERNATIONAL INC. COMMON 109641100 238 8,000 SH DEFINED 2,3 8,000
BRIO TECHNOLOGY INC. COMMON 109704106 1,510 40,000 SH DEFINED 1 40,000
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 515,621 8,928,500 SH DEFINED 1 8,928,500
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 101,063 1,750,000 SH DEFINED 1,2 1,750,000
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 6,389 110,600 SH DEFINED 1,4 110,600
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 7,427 128,584 SH DEFINED 2 128,584
BRITISH AIRWAYS - SPONS ADR COMMON 110419306 1,344 25,000 SH DEFINED 1,7 25,000
BRITISH TELECOM PLC-SPON ADR COMMON 111021408 2,634 14,000 SH DEFINED 1,7 14,000
BROADBASE SOFTWARE INC COMMON 11130R100 13,581 170,300 SH DEFINED 1 170,300
BROADBASE SOFTWARE INC COMMON 11130R100 662 8,300 SH DEFINED 1,5 8,300
BROADBASE SOFTWARE INC COMMON 11130R100 2,983 37,400 SH DEFINED 2 37,400
BROADCOM CORP CL A COMMON 111320107 631 2,600 SH DEFINED 1 2,600
BROADWING INC COMMON 111620100 55,006 1,479,145 SH DEFINED 1 1,479,145
BROADWING INC COMMON 111620100 111,563 3,000,000 SH DEFINED 1,2 3,000,000
BROADWING INC COMMON 111620100 11,107 298,742 SH DEFINED 2 298,742
BROADWING INC COMMON 111620100 550 14,800 SH DEFINED 2,3 14,800
BROADWING INC CVT 6.75 SER B CONVERT 111620407 4,687 80,810 SH DEFINED 1 80,810
BROADWING INC CVT 6.75 SER B CONVERT 111620407 603 10,400 SH DEFINED 2 10,400
BROCADE COMMUNICATIONS SYS COMMON 111621108 263,069 1,467,100 SH DEFINED 1 1,467,100
BROCADE COMMUNICATIONS SYS COMMON 111621108 62,759 350,000 SH DEFINED 1,2 350,000
BROCADE COMMUNICATIONS SYS COMMON 111621108 10,107 59,200 SH DEFINED 2 59,200
BROCADE COMMUNICATIONS SYS COMMON 111621108 215 1,200 SH DEFINED 2,3 1,200
BROOKS AUTOMATION INC COMMON 11434A100 18,831 301,300 SH DEFINED 1 301,300
BROOKS AUTOMATION INC COMMON 11434A100 44 700 SH DEFINED 1,5 700
BROOKS AUTOMATION INC COMMON 11434A100 606 9,700 SH DEFINED 2 9,700
BROOKS AUTOMATION INC COMMON 11434A100 181 2,900 SH DEFINED 2,3 2,900
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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BROWN-FORMAN CORPORATION-
CLASS B COMMON 115637209 5,095 93,600 SH DEFINED 1 93,600
BSQUARE CORP COMMON 11776U102 675 30,500 SH DEFINED 1 30,500
BURLINGTON RESOURCES INC COMMON 122014103 17,989 486,200 SH DEFINED 1 486,200
BURLINGTON RESOURCES INC COMMON 122014103 555 15,000 SH DEFINED 1,5 15,000
BURLINGTON RESOURCES INC COMMON 122014103 3,034 82,000 SH DEFINED 2 82,000
BURR-BROWN CORPORATION COMMON 122574106 47,755 878,250 SH DEFINED 1 878,250
BURR-BROWN CORPORATION COMMON 122574106 552 10,150 SH DEFINED 1,5 10,150
BURR-BROWN CORPORATION COMMON 122574106 3,616 66,500 SH DEFINED 2 66,500
BURR-BROWN CORPORATION COMMON 122574106 348 6,400 SH DEFINED 2,3 6,400
BUSINESS OBJECTS S.A.-ADR COMMON 12328X107 85,182 856,100 SH DEFINED 1 856,100
BUSINESS OBJECTS S.A.-ADR COMMON 12328X107 129,350 1,300,000 SH DEFINED 1,2 1,300,000
BUSINESS OBJECTS S.A.-ADR COMMON 12328X107 149 1,500 SH DEFINED 1,5 1,500
BUSINESS OBJECTS S.A.-ADR COMMON 12328X107 10,497 105,500 SH DEFINED 2 105,500
BUSINESS OBJECTS S.A.-ADR COMMON 12328X107 1,124 11,300 SH DEFINED 2,3 11,300
CABLETRON SYSTEMS, INC. COMMON 126920107 126,041 4,299,900 SH DEFINED 1 4,299,900
CABLETRON SYSTEMS, INC. COMMON 126920107 41,038 1,400,000 SH DEFINED 1,2 1,400,000
CABLETRON SYSTEMS, INC. COMMON 126920107 97 3,300 SH DEFINED 1,5 3,300
CABLETRON SYSTEMS, INC. COMMON 126920107 4,345 152,500 SH DEFINED 2 152,500
CABLETRON SYSTEMS, INC. COMMON 126920107 689 23,500 SH DEFINED 2,3 23,500
CABLEVISION SYSTEMS CORP. COMMON 12686C109 14,179 233,400 SH DEFINED 1 233,400
CABLEVISION SYSTEMS CORP. COMMON 12686C109 92,042 1,515,100 SH DEFINED 1,2 1,515,100
CABLEVISION SYSTEMS CORP. COMMON 12686C109 626 10,300 SH DEFINED 2,3 10,300
CACHEFLOW INC COMMON 126946102 3,555 30,000 SH DEFINED 1 30,000
CADENCE DESIGN SYSTEMS COMMON 127387108 1,100 53,000 SH DEFINED 1,4 53,000
CAL DIVE INTERNATIONAL INC. COMMON 127914109 39,747 783,200 SH DEFINED 1 783,200
CAL DIVE INTERNATIONAL INC. COMMON 127914109 81 1,600 SH DEFINED 1,5 1,600
CAL DIVE INTERNATIONAL INC. COMMON 127914109 1,340 26,400 SH DEFINED 2 26,400
CAL DIVE INTERNATIONAL INC. COMMON 127914109 335 6,600 SH DEFINED 2,3 6,600
CALIFORNIA AMPLIFIER INC. COMMON 129900106 7,750 250,000 SH DEFINED 1 250,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CALIPER TECHNOLOGIES CORP COMMON 130876105 6,066 75,000 SH DEFINED 1 75,000
CALL-NET COMMON STK COMMON 130910201 84 15,000 SH DEFINED 1 15,000
CALPINE CAP TRUST CONVERT 131346207 17,300 198,000 SH DEFINED 1 198,000
CALPINE CAP TRUST CONVERT 131346207 1,922 22,000 SH DEFINED 2 22,000
CALPINE CORPORATION COMMON 131347106 188 2,000 SH DEFINED 1 2,000
CAMBREX CORP COMMON 132011107 17,500 402,300 SH DEFINED 1 402,300
CAMBREX CORP COMMON 132011107 35 800 SH DEFINED 1,5 800
CAMBREX CORP COMMON 132011107 705 16,200 SH DEFINED 2 16,200
CAMBREX CORP COMMON 132011107 204 4,700 SH DEFINED 2,3 4,700
CAMINUS CORP COMMON 133766105 1,130 56,500 SH DEFINED 1 56,500
CANADIAN NATIONAL RAILWAY COMMON 136375102 16,023 600,400 SH DEFINED 1 600,400
CANANDAIGUA WINE CO-CL A COMMON 137219200 13,994 274,400 SH DEFINED 1 274,400
CANANDAIGUA WINE CO-CL A COMMON 137219200 15 300 SH DEFINED 1,5 300
CANANDAIGUA WINE CO-CL A COMMON 137219200 377 7,400 SH DEFINED 2 7,400
CANANDAIGUA WINE CO-CL A COMMON 137219200 92 1,800 SH DEFINED 2,3 1,800
CANDESCENT TECH CVT 144A CONVERT 137392AA4 22,099 27,283,000 PRN DEFINED 1 27,283,000
CANDESCENT TECH CVT 144A CONVERT 137392AA4 22,923 28,300,000 PRN DEFINED 1,2 28,300,000
CANDESCENT TECH CVT 144A CONVERT 137392AA4 1,661 2,050,000 PRN DEFINED 2 2,050,000
CANDESCENT TECH CVT 144A CONVERT 137392AB2 7,385 9,117,000 PRN DEFINED 1 9,117,000
CANDESCENT TECH CVT 144A CONVERT 137392AB2 9,477 11,700,000 PRN DEFINED 1,2 11,700,000
CANDESCENT TECH CVT 144A CONVERT 137392AB2 405 500,000 PRN DEFINED 2 500,000
CANON INC ADR COMMON 138006309 3,234 75,000 SH DEFINED 1,7 75,000
CAPITAL ONE FINANCIAL CORP. COMMON 14040H105 2,349 49,000 SH DEFINED 1 49,000
CAPROCK COMMUNICATIONS CORP. COMMON 140667106 12,402 253,100 SH DEFINED 1 253,100
CARBO CERAMICS INC COMMON 140781105 1,547 55,000 SH DEFINED 1 55,000
CARDINAL HEALTH, INC. COMMON 14149Y108 7,555 164,700 CALL DEFINED 1 164,700
CARDINAL HEALTH, INC. COMMON 14149Y108 10,767 234,700 SH DEFINED 1 234,700
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CARLTON COMM PLC - SPONS ADR COMMON 142872209 2,791 47,500 SH DEFINED 1,7 47,500
CARNIVAL CORP COMMON 143658102 401,715 16,190,040 SH DEFINED 1 16,190,040
CARNIVAL CORP COMMON 143658102 105,694 4,259,700 SH DEFINED 1,2 4,259,700
CARNIVAL CORP COMMON 143658102 5,738 231,300 SH DEFINED 2 231,300
CARNIVAL CORP COMMON 143658102 228 9,200 SH DEFINED 2,3 9,200
CARRAMERICA REALTY CORP COMMON 144418100 1,210 57,300 SH DEFINED 1,4 57,300
CARRIER1 INTL SA-ADR COMMON 144500303 6,791 350,500 SH DEFINED 1 350,500
CATALYTICA INC COMMON 148885106 4,434 304,500 SH DEFINED 1 304,500
CATERPILLAR, INC. COMMON 149123101 3,549 90,000 SH DEFINED 1,4 90,000
CBS CORPORATION COMMON 12490K107 89,688 1,583,900 SH DEFINED 1 1,583,900
CBS CORPORATION COMMON 12490K107 3,341 59,000 SH DEFINED 2 59,000
CBS CORPORATION COMMON 12490K107 193 3,400 SH DEFINED 2,3 3,400
C-COR.NET CORPORATION COMMON 125010108 125,381 2,558,800 SH DEFINED 1 2,558,800
C-COR.NET CORPORATION COMMON 125010108 201 4,100 SH DEFINED 1,5 4,100
C-COR.NET CORPORATION COMMON 125010108 3,479 71,000 SH DEFINED 2 71,000
C-COR.NET CORPORATION COMMON 125010108 828 16,900 SH DEFINED 2,3 16,900
CDW COMPUTER CENTERS INC. COMMON 125129106 20,468 242,400 SH DEFINED 1 242,400
CDW COMPUTER CENTERS INC. COMMON 125129106 126,656 1,500,000 SH DEFINED 1,2 1,500,000
CDW COMPUTER CENTERS INC. COMMON 125129106 7,143 84,600 SH DEFINED 2 84,600
CDW COMPUTER CENTERS INC. COMMON 125129106 422 5,000 SH DEFINED 2,3 5,000
CEC ENTERTAINMENT INC. COMMON 125137109 47,758 1,760,675 SH DEFINED 1 1,760,675
CEC ENTERTAINMENT INC. COMMON 125137109 81 3,000 SH DEFINED 1,5 3,000
CEC ENTERTAINMENT INC. COMMON 125137109 1,377 50,750 SH DEFINED 2 50,750
CEC ENTERTAINMENT INC. COMMON 125137109 292 10,750 SH DEFINED 2,3 10,750
CELCARIBE ORD TRUST CTFS COMMON 150898104 3,984 2,276,400 SH DEFINED 1 2,276,400
CELESTICA INC COMMON 15101Q108 257,804 4,858,500 SH DEFINED 1 4,858,500
CELESTICA INC COMMON 15101Q108 300,594 5,664,900 SH DEFINED 1,2 5,664,900
CELESTICA INC COMMON 15101Q108 15,632 294,600 SH DEFINED 2 294,600
CELESTICA INC COMMON 15101Q108 1,337 25,200 SH DEFINED 2,3 25,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CELLNET DATA SYS WTS EXP
10/1/07 COMMON 15115M135 3 10,000 SH DEFINED 1 10,000
CELLNET DATA SYS WTS EXP
10/1/07 COMMON 15115M135 0 95 SH DEFINED 2 95
CEMEX SA - SPONS ADR PART
CER COMMON 151290889 5,869 259,400 SH DEFINED 1 259,400
CEMEX SA ADR WARRANTS COMMON 151290871 57 16,212 SH DEFINED 1 16,212
CEMIG SA- SPONSORED ADR COMMON 204409601 2,001 114,506 SH DEFINED 1,6 114,506
CENDANT CORP CVT PFD CONVERT 151313301 2,238 78,000 SH DEFINED 1 78,000
CENDANT CORP RIGHTS WI COMMON 151313111 6,863 610,000 SH DEFINED 1 610,000
CENDANT CORP RIGHTS WI COMMON 151313111 16,875 1,500,000 SH DEFINED 1,2 1,500,000
CENTRA SOFTWARE INC COMMON 15234X103 2,348 111,800 SH DEFINED 1 111,800
CENTRAL & SOUTH WEST
CORPORATION COMMON 152357109 12 700 SH DEFINED 1 700
CENTURYTEL INC. COMMON 156700106 16,949 456,550 SH DEFINED 1 456,550
CENTURYTEL INC. COMMON 156700106 83,528 2,249,925 SH DEFINED 1,2 2,249,925
CENTURYTEL INC. COMMON 156700106 6,571 177,000 SH DEFINED 2 177,000
CENTURYTEL INC. COMMON 156700106 451 12,150 SH DEFINED 2,3 12,150
CHAMPION ENTERPRISE COMMON 158496109 18 3,100 SH DEFINED 2 3,100
CHAMPIONSHIP AUTO RACING COMMON 158711101 5,390 245,000 SH DEFINED 1 245,000
CHARMING SHOPPES, INC. COMMON 161133103 5,688 1,000,000 SH DEFINED 1 1,000,000
CHASE MANHATTAN CORPORATION COMMON 16161A108 758,544 8,700,150 SH DEFINED 1 8,700,150
CHASE MANHATTAN CORPORATION COMMON 16161A108 261,563 3,000,000 SH DEFINED 1,2 3,000,000
CHASE MANHATTAN CORPORATION COMMON 16161A108 2,703 31,000 SH DEFINED 1,4 31,000
CHASE MANHATTAN CORPORATION COMMON 16161A108 10,724 123,000 SH DEFINED 1,5 123,000
CHASE MANHATTAN CORPORATION COMMON 16161A108 10,566 121,190 SH DEFINED 2 121,190
CHASE MANHATTAN CORPORATION COMMON 16161A108 436 5,000 SH DEFINED 2,3 5,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CHECK POINT SOFTWARE
TECHNOLOGY COMMON M22465104 96,171 562,200 SH DEFINED 1 562,200
CHECK POINT SOFTWARE
TECHNOLOGY COMMON M22465104 256,594 1,500,000 SH DEFINED 1,2 1,500,000
CHECK POINT SOFTWARE
TECHNOLOGY COMMON M22465104 829 4,846 SH DEFINED 1,5 4,846
CHECK POINT SOFTWARE
TECHNOLOGY COMMON M22465104 20,305 118,700 SH DEFINED 2 118,700
CHECK POINT SOFTWARE
TECHNOLOGY COMMON M22465104 1,711 10,000 SH DEFINED 2,3 10,000
CHECKFREE HOLDINGS CORP. COMMON 162816102 1,763 25,000 SH DEFINED 1 25,000
CHEVRON CORP. COMMON 166751107 434 4,700 SH DEFINED 1 4,700
CHEVRON CORP. COMMON 166751107 3,984 43,100 SH DEFINED 1,4 43,100
CHEVRON CORP. COMMON 166751107 92 1,000 SH DEFINED 1,5 1,000
CHICO'S FAS, INC. COMMON 168615102 6,442 380,000 SH DEFINED 1 380,000
CHIEFTAIN INTL INC COMMON 16867C101 5,088 252,800 SH DEFINED 1 252,800
CHILDREN' PLACE COMMON 168905107 8,453 593,200 SH DEFINED 1 593,200
CHILDREN' PLACE COMMON 168905107 19 1,300 SH DEFINED 1,5 1,300
CHILDREN' PLACE COMMON 168905107 271 19,000 SH DEFINED 2 19,000
CHILDREN' PLACE COMMON 168905107 86 6,000 SH DEFINED 2,3 6,000
CHINA TELECOM HK LTD-SP ADR COMMON 169428109 53 300 SH DEFINED 1 300
CHIRON CORPORATION COMMON 170040109 24,828 497,800 SH DEFINED 1 497,800
CHIRON CORPORATION COMMON 170040109 74,813 1,500,000 SH DEFINED 1,2 1,500,000
CHIRON CORPORATION COMMON 170040109 150 3,000 SH DEFINED 1,4 3,000
CHIRON CORPORATION COMMON 170040109 4,229 84,800 SH DEFINED 2 84,800
CHIRON CORPORATION COMMON 170040109 234 4,700 SH DEFINED 2,3 4,700
CHOICE ONE COMMUNICATIONS IN COMMON 17038P104 2,776 78,200 SH DEFINED 1 78,200
CHOICEPOINT INC COMMON 170388102 2,706 72,400 SH DEFINED 1 72,400
CHOICEPOINT INC COMMON 170388102 44,917 1,201,800 SH DEFINED 1,2 1,201,800
CHOICEPOINT INC COMMON 170388102 2,530 67,700 SH DEFINED 2 67,700
CHOICEPOINT INC COMMON 170388102 153 4,100 SH DEFINED 2,3 4,100
CIA CERVECERIA UNIDAS - SP
ADR COMMON 204429104 1,679 67,500 SH DEFINED 1,6 67,500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CIENA CORP COMMON 171779101 81,351 645,000 SH DEFINED 1 645,000
CIGNA CORP COMMON 125509109 9,226 121,800 SH DEFINED 1 121,800
CIGNA CORP COMMON 125509109 1,516 20,000 SH DEFINED 1,4 20,000
CIGNA CORP COMMON 125509109 1,307 17,246 SH DEFINED 2 17,246
CIRCUIT CITY STORES, INC. COMMON 172737108 128 2,100 SH DEFINED 1 2,100
CIRCUIT CITY STORES, INC. COMMON 172737108 475 7,800 SH DEFINED 1,5 7,800
CIRCUIT CITY STORES, INC. COMMON 172737108 6 100 SH DEFINED 2 100
CISCO SYSTEMS, INC. COMMON 17275R102 869,979 11,252,754 SH DEFINED 1 11,252,754
CISCO SYSTEMS, INC. COMMON 17275R102 912,288 11,800,000 SH DEFINED 1,2 11,800,000
CISCO SYSTEMS, INC. COMMON 17275R102 23,875 308,812 SH DEFINED 1,5 308,812
CISCO SYSTEMS, INC. COMMON 17275R102 21,495 280,600 SH DEFINED 2 280,600
CISCO SYSTEMS, INC. COMMON 17275R102 3,665 47,400 SH DEFINED 2,3 47,400
CITADEL COMMUNICATIONS CORP COMMON 172853202 5,527 131,000 SH DEFINED 1 131,000
CITIGROUP INC COMMON 172967101 679,153 11,450,423 SH DEFINED 1 11,450,423
CITIGROUP INC COMMON 172967101 237,250 4,000,000 SH DEFINED 1,2 4,000,000
CITIGROUP INC COMMON 172967101 3,203 54,000 SH DEFINED 1,4 54,000
CITIGROUP INC COMMON 172967101 8,394 141,527 SH DEFINED 2 141,527
CITRIX SYSTEMS, INC. COMMON 177376100 350,396 5,289,000 SH DEFINED 1 5,289,000
CITRIX SYSTEMS, INC. COMMON 177376100 352,735 5,324,300 SH DEFINED 1,2 5,324,300
CITRIX SYSTEMS, INC. COMMON 177376100 106 1,600 SH DEFINED 1,5 1,600
CITRIX SYSTEMS, INC. COMMON 177376100 21,624 326,400 SH DEFINED 2 326,400
CITRIX SYSTEMS, INC. COMMON 177376100 2,127 32,100 SH DEFINED 2,3 32,100
CITY NATIONAL CORPORATION COMMON 178566105 809 24,000 SH DEFINED 1 24,000
CLARENT CORP COMMON 180461105 7,702 85,400 SH DEFINED 1 85,400
CLARENT CORP COMMON 180461105 334 3,700 SH DEFINED 1,5 3,700
CLARENT CORP COMMON 180461105 1,398 15,500 SH DEFINED 2 15,500
CLARUS CORPORATION COMMON 182707109 24,013 340,000 SH DEFINED 1 340,000
CLARUS CORPORATION COMMON 182707109 1,392 18,500 SH DEFINED 2 18,500
CLEAR CHANNEL COMMUNICATION COMMON 184502102 45,813 663,350 SH DEFINED 1 663,350
CLEAR CHANNEL COMMUNICATION COMMON 184502102 1,996 28,900 SH DEFINED 2 28,900
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<S> <C> <C> <C> <C> <C> <C> <C> <C>
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CLEAR CHANNEL CVT 2.625 CONVERT 184502AB8 1,226 1,000,000 PRN DEFINED 1 1,000,000
CLEARNET COMMUNICATIONS
CLASS A COMMON 184902104 4,708 114,311 SH DEFINED 1 114,311
CLUB REGINA RESORTS INC WTS COMMON 189473119 0 20 SH DEFINED 2 20
CMGI INC. COMMON 125750109 9,371 82,700 SH DEFINED 1 82,700
CMGI INC. COMMON 125750109 39,659 350,000 SH DEFINED 1,2 350,000
CMGI INC. COMMON 125750109 476 4,200 SH DEFINED 2,3 4,200
CNET NETWORKS INC COMMON 12613R104 7,015 138,400 SH DEFINED 1 138,400
CNET NETWORKS INC COMMON 12613R104 50,688 1,000,000 SH DEFINED 1,2 1,000,000
CNET NETWORKS INC COMMON 12613R104 345 6,800 SH DEFINED 1,5 6,800
CNET NETWORKS INC COMMON 12613R104 5,033 99,300 SH DEFINED 2 99,300
CNET NETWORKS INC COMMON 12613R104 172 3,400 SH DEFINED 2,3 3,400
COCA-COLA CO COMMON 191216100 21,136 450,300 SH DEFINED 1 450,300
COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 29,849 1,608,000 SH DEFINED 1 1,608,000
COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 2,764 148,903 SH DEFINED 2 148,903
COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 98 5,300 SH DEFINED 2,3 5,300
COFLEXIP-ADR COMMON 192384105 383 7,000 SH DEFINED 1 7,000
COHERENT INC COMMON 192479103 2,340 45,000 SH DEFINED 1 45,000
COHU INC COMMON 192576106 24,270 582,200 SH DEFINED 1 582,200
COINSTAR INCMON STOCK COMMON 19259P300 942 75,000 SH DEFINED 1,5 75,000
COLGATE PALMOLIVE CO COMMON 194162103 142,440 2,526,650 SH DEFINED 1 2,526,650
COLGATE PALMOLIVE CO COMMON 194162103 1,618 28,700 SH DEFINED 2 28,700
COLONIAL BANCGROUP INC. COMMON 195493309 5,435 505,600 SH DEFINED 1 505,600
COLUMBIA/HCA HEALTHCARE
CORPORATION COMMON 197677107 38 1,500 SH DEFINED 1 1,500
COLUMBIA/HCA HEALTHCARE
CORPORATION COMMON 197677107 3,898 154,000 SH DEFINED 1,4 154,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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COMCAST CORP SPECIAL CL A COMMON 200300200 1,793,363 41,345,550 SH DEFINED 1 41,345,550
COMCAST CORP SPECIAL CL A COMMON 200300200 379,605 8,751,700 SH DEFINED 1,2 8,751,700
COMCAST CORP SPECIAL CL A COMMON 200300200 612 14,100 SH DEFINED 1,4 14,100
COMCAST CORP SPECIAL CL A COMMON 200300200 25,938 598,000 SH DEFINED 2 598,000
COMCAST CORP SPECIAL CL A COMMON 200300200 1,752 40,400 SH DEFINED 2,3 40,400
COMDISCO INC COMMON 200336105 185 4,200 SH DEFINED 1 4,200
COMMERCE ONE INC COMMON 200693109 44,775 300,000 SH DEFINED 1 300,000
COMMERCE ONE INC COMMON 200693109 1,560 9,000 SH DEFINED 2 9,000
COMMSCOPE INC COMMON 203372107 95,199 2,086,550 SH DEFINED 1 2,086,550
COMMSCOPE INC COMMON 203372107 676 14,800 SH DEFINED 1,5 14,800
COMMSCOPE INC COMMON 203372107 4,608 101,000 SH DEFINED 2 101,000
COMMSCOPE INC COMMON 203372107 630 13,800 SH DEFINED 2,3 13,800
COMMTOUCH SOFTWARE LTD COMMON M25596103 9,413 200,000 SH DEFINED 1 200,000
COMPAQ COMPUTER CORPORATION COMMON 204493100 5,706 214,300 SH DEFINED 1 214,300
COMPAQ COMPUTER CORPORATION COMMON 204493100 93,188 3,500,000 SH DEFINED 1,2 3,500,000
COMPAQ COMPUTER CORPORATION COMMON 204493100 5,338 200,500 SH DEFINED 2 200,500
COMPAQ COMPUTER CORPORATION COMMON 204493100 314 11,800 SH DEFINED 2,3 11,800
COMPUTER ASSOCIATES
INTERNATIONAL COMMON 204912109 45,077 761,600 SH DEFINED 1 761,600
COMPUTER ASSOCIATES
INTERNATIONAL COMMON 204912109 8,174 138,100 SH DEFINED 1,4 138,100
COMPUWARE CORPORATION COMMON 205638109 23,625 1,121,650 SH DEFINED 1 1,121,650
COMPUWARE CORPORATION COMMON 205638109 5,295 251,400 SH DEFINED 1,4 251,400
COMSTOCK RES COM STK COMMON 205768203 7,383 1,342,400 SH DEFINED 1 1,342,400
COMVERSE TECHNOLOGY CVT CONVERT 205862AG0 34,234 7,825,000 PRN DEFINED 1 7,825,000
COMVERSE TECHNOLOGY CVT CONVERT 205862AG0 3,041 695,000 PRN DEFINED 2 695,000
COMVERSE TECHNOLOGY INC COMMON 205862402 226,735 1,199,655 SH DEFINED 1 1,199,655
COMVERSE TECHNOLOGY INC COMMON 205862402 418,257 2,213,000 SH DEFINED 1,2 2,213,000
COMVERSE TECHNOLOGY INC COMMON 205862402 26,714 141,350 SH DEFINED 1,5 141,350
COMVERSE TECHNOLOGY INC COMMON 205862402 23,531 124,500 SH DEFINED 2 124,500
COMVERSE TECHNOLOGY INC COMMON 205862402 2,814 14,890 SH DEFINED 2,3 14,890
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CONCORD EFS, INC. COMMON 206197105 33,509 1,460,882 SH DEFINED 1 1,460,882
CONCORD EFS, INC. COMMON 206197105 40 1,750 SH DEFINED 1,5 1,750
CONCORD EFS, INC. COMMON 206197105 616 26,850 SH DEFINED 2 26,850
CONCORD EFS, INC. COMMON 206197105 161 7,000 SH DEFINED 2,3 7,000
CONEXANT SYSTEMS INC COMMON 207142100 18,304 257,800 SH DEFINED 1 257,800
CONEXANT SYSTEMS INC COMMON 207142100 106,500 1,500,000 SH DEFINED 1,2 1,500,000
CONEXANT SYSTEMS INC COMMON 207142100 4,881 68,000 SH DEFINED 1,5 68,000
CONEXANT SYSTEMS INC COMMON 207142100 5,204 73,300 SH DEFINED 2 73,300
CONEXANT SYSTEMS INC COMMON 207142100 632 8,900 SH DEFINED 2,3 8,900
CONOCO INC CLASS B - WI COMMON 208251405 8,518 332,426 SH DEFINED 1 332,426
CONOCO INC CLASS B - WI COMMON 208251405 787 30,700 SH DEFINED 1,5 30,700
CONOCO INC CLASS B - WI COMMON 208251405 1,232 48,000 SH DEFINED 2 48,000
CONSOLIDATED STORES CORP COMMON 210149100 910 80,000 SH DEFINED 1 80,000
CONSTELLATION ENEGRY GROUP COMMON 210371100 5,996 188,100 SH DEFINED 1 188,100
CONVERGYS CORP COMMON 212485106 12,341 319,500 SH DEFINED 1 319,500
COOPER CAMERON CORP. COMMON 216640102 68,360 1,022,200 SH DEFINED 1 1,022,200
COOPER CAMERON CORP. COMMON 216640102 184,655 2,761,200 SH DEFINED 1,2 2,761,200
COOPER CAMERON CORP. COMMON 216640102 976 14,600 SH DEFINED 1,5 14,600
COOPER CAMERON CORP. COMMON 216640102 14,679 219,500 SH DEFINED 2 219,500
COOPER CAMERON CORP. COMMON 216640102 970 14,500 SH DEFINED 2,3 14,500
COOPER TIRE AND RUBBER
COMPANY COMMON 216831107 1,947 155,000 SH DEFINED 1,4 155,000
COORS (ADOLPH) CO. COMMON 217016104 4,303 90,000 SH DEFINED 1 90,000
COPART, INC. COMMON 217204106 20,461 1,169,200 SH DEFINED 1 1,169,200
COPART, INC. COMMON 217204106 21 1,200 SH DEFINED 1,5 1,200
COPART, INC. COMMON 217204106 534 30,500 SH DEFINED 2 30,500
COPART, INC. COMMON 217204106 126 7,200 SH DEFINED 2,3 7,200
COPEL-CIA PARANAENSE
ENERGIA-SP ADR COMMON 20441B407 1,257 147,935 SH DEFINED 1,6 147,935
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COPPER MOUNTAIN NETWORKS INC COMMON 217510106 14,200 173,300 SH DEFINED 1 173,300
COPPER MOUNTAIN NETWORKS INC COMMON 217510106 117,597 1,435,200 SH DEFINED 1,2 1,435,200
COPPER MOUNTAIN NETWORKS INC COMMON 217510106 377 4,600 SH DEFINED 1,5 4,600
COPPER MOUNTAIN NETWORKS INC COMMON 217510106 1,655 20,200 SH DEFINED 2 20,200
COPPER MOUNTAIN NETWORKS INC COMMON 217510106 844 10,300 SH DEFINED 2,3 10,300
CORE LABORATORIES N.V. COMMON N22717107 30,981 1,066,000 SH DEFINED 1 1,066,000
CORE LABORATORIES N.V. COMMON N22717107 90 3,100 SH DEFINED 1,5 3,100
CORE LABORATORIES N.V. COMMON N22717107 1,479 50,900 SH DEFINED 2 50,900
CORE LABORATORIES N.V. COMMON N22717107 392 13,500 SH DEFINED 2,3 13,500
CORNING, INC. COMMON 219350105 17,460 90,000 CALL DEFINED 1 90,000
CORNING, INC. COMMON 219350105 168,373 867,900 SH DEFINED 1 867,900
CORNING, INC. COMMON 219350105 480,810 2,478,400 SH DEFINED 1,2 2,478,400
CORNING, INC. COMMON 219350105 25,006 128,900 SH DEFINED 2 128,900
CORNING, INC. COMMON 219350105 1,358 7,000 SH DEFINED 2,3 7,000
CORUS GROUP PLC SPONS ADR COMMON 22087M101 347 20,700 SH DEFINED 1 20,700
CORUS GROUP PLC SPONS ADR COMMON 22087M101 75 4,500 SH DEFINED 1,5 4,500
CORUS GROUP PLC SPONS ADR COMMON 22087M101 921 55,000 SH DEFINED 1,7 55,000
COSTCO WHOLESALE CORP COMMON 22160K105 991,912 18,871,100 SH DEFINED 1 18,871,100
COSTCO WHOLESALE CORP COMMON 22160K105 147,175 2,800,000 SH DEFINED 1,2 2,800,000
COSTCO WHOLESALE CORP COMMON 22160K105 12,878 245,000 SH DEFINED 2 245,000
COSTCO WHOLESALE CORP COMMON 22160K105 620 11,800 SH DEFINED 2,3 11,800
COVAD COMMUNICATIONS GROUP COMMON 222814204 1,120 15,450 SH DEFINED 1 15,450
COVENTRY HEALTH CARE INC COMMON 222862104 772 90,800 SH DEFINED 1 90,800
COVENTRY HEALTH CARE INC COMMON 222862104 619 72,800 SH DEFINED 1,4 72,800
COX COMMUNICATIONS CL A COMMON 224044107 327,030 27,361,450 SH DEFINED 1 27,361,450
COX COMMUNICATIONS CL A COMMON 224044107 190,649 3,930,900 SH DEFINED 1,2 3,930,900
COX COMMUNICATIONS CL A COMMON 224044107 23,148 477,288 SH DEFINED 2 477,288
COX COMMUNICATIONS CL A COMMON 224044107 883 18,200 SH DEFINED 2,3 18,200
COX RADIO INC CL-A COMMON 224051102 9,769 116,300 SH DEFINED 1 116,300
CRAYFISH CO LTD ADR COMMON 225226109 20,797 547,300 SH DEFINED 1 547,300
CRAYFISH CO LTD ADR COMMON 225226109 3,492 91,900 SH DEFINED 2 91,900
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CREDENCE SYSTEMS CO COMMON 225302108 100,601 804,000 SH DEFINED 1 804,000
CREDENCE SYSTEMS CO COMMON 225302108 40,578 324,300 SH DEFINED 1,2 324,300
CREDENCE SYSTEMS CO COMMON 225302108 54,446 435,200 SH DEFINED 1,5 435,200
CREDENCE SYSTEMS CO COMMON 225302108 6,206 49,600 SH DEFINED 2 49,600
CREDENCE SYSTEMS CO COMMON 225302108 1,376 11,000 SH DEFINED 2,3 11,000
CREDICORP LIMITED COMMON G2519Y108 1,647 152,332 SH DEFINED 1,6 152,332
CREE INC COMMON 225447101 103,360 915,700 SH DEFINED 1 915,700
CREE INC COMMON 225447101 768 6,800 SH DEFINED 1,5 6,800
CREE INC COMMON 225447101 5,892 52,200 SH DEFINED 2 52,200
CREE INC COMMON 225447101 756 6,700 SH DEFINED 2,3 6,700
CREO PRODUCTS INC COMMON 225606102 4,432 101,600 SH DEFINED 1 101,600
CREO PRODUCTS INC COMMON 225606102 17,516 402,600 SH DEFINED 1,5 402,600
CRITICAL PATH CVT 144A CONVERT 22674VAA8 21,704 21,650,000 PRN DEFINED 1 21,650,000
CRITICAL PATH CVT 144A CONVERT 22674VAA8 18,546 18,500,000 PRN DEFINED 1,2 18,500,000
CRITICAL PATH CVT 144A CONVERT 22674VAA8 321 320,000 PRN DEFINED 1,5 320,000
CRITICAL PATH CVT 144A CONVERT 22674VAA8 4,541 4,530,000 PRN DEFINED 2 4,530,000
CRITICAL PATH INC. COMMON 22674V100 12,538 147,500 SH DEFINED 1 147,500
CRITICAL PATH INC. COMMON 22674V100 50,499 594,100 SH DEFINED 1,2 594,100
CRITICAL PATH INC. COMMON 22674V100 655 7,700 SH DEFINED 1,5 7,700
CRITICAL PATH INC. COMMON 22674V100 5,559 65,400 SH DEFINED 2 65,400
CRITICAL PATH INC. COMMON 22674V100 179 2,100 SH DEFINED 2,3 2,100
CROSSROADS SYSTEMS INC COMMON 22765D100 18,172 176,000 SH DEFINED 1 176,000
CROSSROADS SYSTEMS INC COMMON 22765D100 41 400 SH DEFINED 1,5 400
CROSSROADS SYSTEMS INC COMMON 22765D100 816 7,900 SH DEFINED 2 7,900
CROSSROADS SYSTEMS INC COMMON 22765D100 207 2,000 SH DEFINED 2,3 2,000
CROWN CASTLE INTL CORP COMMON 228227104 5,242 138,400 SH DEFINED 1 138,400
CROWN CASTLE INTL CORP COMMON 228227104 81,212 2,144,200 SH DEFINED 1,2 2,144,200
CROWN CASTLE INTL CORP COMMON 228227104 4,712 124,400 SH DEFINED 2 124,400
CROWN CASTLE INTL CORP COMMON 228227104 284 7,500 SH DEFINED 2,3 7,500
CROWN CORK & SEAL CO COMMON 228255105 2,400 150,000 SH DEFINED 1,4 150,000
CSC HOLDINGS INC PFD M PREFERRED 126304401 1 10 SH DEFINED 2 10
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CSG SYSTEMS INTERNATIONAL,
INC. COMMON 126349109 29,615 606,700 SH DEFINED 1 606,700
CSG SYSTEMS INTERNATIONAL,
INC. COMMON 126349109 46,689 956,500 SH DEFINED 1,2 956,500
CSG SYSTEMS INTERNATIONAL,
INC. COMMON 126349109 460 9,422 SH DEFINED 1,5 9,422
CSG SYSTEMS INTERNATIONAL,
INC. COMMON 126349109 4,598 94,200 SH DEFINED 2 94,200
CSG SYSTEMS INTERNATIONAL,
INC. COMMON 126349109 165 3,378 SH DEFINED 2,3 3,378
CSK AUTO CORP COMMON 125965103 1,115 80,000 SH DEFINED 1 80,000
CSX CORP COMMON 126408103 1,763 75,000 SH DEFINED 1,4 75,000
CTC COMMUNICATIONS GROUP INC COMMON 126419100 786 18,450 SH DEFINED 1 18,450
CTC COMMUNICATIONS GROUP INC COMMON 126419100 14,186 332,800 SH DEFINED 1,5 332,800
CTC COMMUNICATIONS GROUP INC COMMON 126419100 102 2,400 SH DEFINED 2 2,400
CTS CORP COMMON 126501105 4,275 75,000 SH DEFINED 1 75,000
CYBERNET INTERNET 144A SR
DIS NTCV CONVERT 232503AG7 5,709 11,250,000 PRN DEFINED 1 11,250,000
CYBERNET INTERNET COM STK COMMON 232503102 58 5,000 SH DEFINED 1 5,000
CYBERNET INTERNET SERVICE
WARRANT COMMON 232503110 2,406 24,000 SH DEFINED 1 24,000
CYBERONICS INC COMMON 23251P102 4,672 250,000 SH DEFINED 1 250,000
CYBEX CORP. COMMON 232522102 13,611 361,750 SH DEFINED 1 361,750
CYBEX CORP. COMMON 232522102 23 600 SH DEFINED 1,5 600
CYBEX CORP. COMMON 232522102 502 13,350 SH DEFINED 2 13,350
CYBEX CORP. COMMON 232522102 138 3,675 SH DEFINED 2,3 3,675
CYMER INC COMMON 232572107 10,065 201,300 SH DEFINED 1 201,300
CYMER INC COMMON 232572107 6,016 120,400 SH DEFINED 1,5 120,400
CYMER INC COMMON 232572107 485 9,700 SH DEFINED 2 9,700
CYMER INC COMMON 232572107 120 2,400 SH DEFINED 2,3 2,400
CYPRESS COMMUNICATIONS
VOTING TRUST COMMON 2327TEMP5 502 4,558 SH DEFINED 1,4 4,558
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 17,052 345,800 SH DEFINED 1 345,800
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 188,073 3,813,900 SH DEFINED 1,2 3,813,900
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 5,804 117,700 SH DEFINED 2 117,700
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1,021 20,700 SH DEFINED 2,3 20,700
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<S> <C> <C> <C> <C> <C> <C> <C> <C>
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CYSIVE INC COMMON 23281T108 1,802 26,300 SH DEFINED 1 26,300
DAIMLERCHRYSLER AG COMMON D1668R123 1,505 23,000 SH DEFINED 1,7 23,000
DALLAS SEMICONDUCTOR
CORPORATION COMMON 235204104 43,330 1,233,600 SH DEFINED 1 1,233,600
DALLAS SEMICONDUCTOR
CORPORATION COMMON 235204104 1,524 43,400 SH DEFINED 1,5 43,400
DALLAS SEMICONDUCTOR
CORPORATION COMMON 235204104 1,609 45,800 SH DEFINED 2 45,800
DALLAS SEMICONDUCTOR
CORPORATION COMMON 235204104 457 13,000 SH DEFINED 2,3 13,000
DANAHER CORP - COMMON COMMON 235851102 10,149 199,000 SH DEFINED 1 199,000
DANAHER CORP - COMMON COMMON 235851102 102,000 2,000,000 SH DEFINED 1,2 2,000,000
DANAHER CORP - COMMON COMMON 235851102 516 10,127 SH DEFINED 1,5 10,127
DANAHER CORP - COMMON COMMON 235851102 8,318 163,100 SH DEFINED 2 163,100
DANAHER CORP - COMMON COMMON 235851102 357 7,000 SH DEFINED 2,3 7,000
DAVOX CORP COMMON 239208101 20,587 769,600 SH DEFINED 1 769,600
DEB SHOPS INC COMMON 242728103 5,871 427,000 SH DEFINED 1 427,000
DEERE & COMPANY COMMON 244199105 1,900 50,000 SH DEFINED 1,4 50,000
DELANO TECHNOLOGY CORP COMMON 245701107 1,185 53,200 SH DEFINED 1,5 53,200
DELL COMPUTER CORP COMMON 247025109 1,246,930 23,118,050 SH DEFINED 1 23,118,050
DELL COMPUTER CORP COMMON 247025109 188,781 3,500,000 SH DEFINED 1,2 3,500,000
DELL COMPUTER CORP COMMON 247025109 17,638 327,000 SH DEFINED 2 327,000
DELTA AIR LINES, INC. COMMON 247361108 11,989 225,140 SH DEFINED 1 225,140
DELUXE CORP COMMON 248019101 2,120 80,000 SH DEFINED 1,4 80,000
DENDRITE INTERNATIONAL INC. COMMON 248239105 3,552 169,650 SH DEFINED 1 169,650
DENSE PAC MICROSYSTEMS INC COMMON 248719304 1,420 150,000 SH DEFINED 1 150,000
DEUTSCHE BANK - ADR COMMON 251525309 2,392 36,000 SH DEFINED 1,7 36,000
DEVON ENERGY CORPORATION COMMON 25179M103 3,904 80,400 SH DEFINED 1 80,400
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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DEVON ENERGY-KERRMCGEE DECS CONVERT 492386305 20,322 451,600 SH DEFINED 1 451,600
DEVON ENERGY-KERRMCGEE DECS CONVERT 492386305 270 6,000 SH DEFINED 1,5 6,000
DEVON ENERGY-KERRMCGEE DECS CONVERT 492386305 2,565 57,000 SH DEFINED 2 57,000
DIAL CORP COMMON 25247D101 3,506 255,000 SH DEFINED 1 255,000
DIAMOND OFFSHORE DRILLING COMMON 25271C102 26,507 663,700 SH DEFINED 1 663,700
DIGEX INC COMMON 253756100 18,183 163,900 SH DEFINED 1 163,900
DIGEX INC COMMON 253756100 566 5,100 SH DEFINED 1,5 5,100
DIGEX INC COMMON 253756100 2,141 19,300 SH DEFINED 2 19,300
DIGITAL INSIGHT COMMON 25385P106 8,838 172,450 SH DEFINED 1 172,450
DIGITAL ISLAND INC COMMON 25385N101 12,523 205,500 SH DEFINED 1 205,500
DIGITAL ISLAND INC COMMON 25385N101 121,875 2,000,000 SH DEFINED 1,2 2,000,000
DIGITAL ISLAND INC COMMON 25385N101 488 8,000 SH DEFINED 1,5 8,000
DIGITAL ISLAND INC COMMON 25385N101 8,958 147,000 SH DEFINED 2 147,000
DIGITAL ISLAND INC COMMON 25385N101 427 7,000 SH DEFINED 2,3 7,000
DIGITAL LIGHTWAVE INC COMMON 253855100 20,214 324,400 SH DEFINED 1 324,400
DIGITAL LIGHTWAVE INC COMMON 253855100 44 700 SH DEFINED 1,5 700
DIGITAL LIGHTWAVE INC COMMON 253855100 717 11,500 SH DEFINED 2 11,500
DIGITAL LIGHTWAVE INC COMMON 253855100 181 2,900 SH DEFINED 2,3 2,900
DIGITAS INC COMMON 25388K104 224 9,150 SH DEFINED 1 9,150
DIGITAS INC COMMON 25388K104 3,979 162,400 SH DEFINED 1,5 162,400
DIGITAS INC COMMON 25388K104 26 1,050 SH DEFINED 2 1,050
DII GROUP, INC. COMMON 232949107 31,488 278,500 SH DEFINED 1 278,500
DILLARDS INC.-CL A COMMON 254067101 2,466 150,000 SH DEFINED 1,4 150,000
DIME BANCORP, INC. COMMON 25429Q102 9,503 513,700 SH DEFINED 1 513,700
DIODES INC COMMON 254543101 859 22,900 SH DEFINED 1,5 22,900
DITECH COMMUNICATIONS CORP COMMON 25500M103 6,852 64,600 SH DEFINED 1 64,600
DITECH COMMUNICATIONS CORP COMMON 25500M103 700 6,600 SH DEFINED 1,5 6,600
DITECH COMMUNICATIONS CORP COMMON 25500M103 2,492 23,500 SH DEFINED 2 23,500
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DOBSON COMMUNICATIONS CORP
A COMMON 256069105 4,646 202,000 SH DEFINED 1 202,000
DOBSON COMMUNICATIONS PIK
PFD PREFERRED 256072307 21,490 22,098 SH DEFINED 1 22,098
DOCUMENTUM, INC. COMMON 256159104 13,783 176,700 SH DEFINED 1 176,700
DOLLAR TREE STORES INC. COMMON 256747106 9,590 183,975 SH DEFINED 1 183,975
DOLLAR TREE STORES INC. COMMON 256747106 94,378 1,810,600 SH DEFINED 1,2 1,810,600
DOLLAR TREE STORES INC. COMMON 256747106 532 10,200 SH DEFINED 1,5 10,200
DOLLAR TREE STORES INC. COMMON 256747106 8,245 158,175 SH DEFINED 2 158,175
DOLLAR TREE STORES INC. COMMON 256747106 311 5,975 SH DEFINED 2,3 5,975
DOMINION RESOURCES INC VA COMMON 25746U109 177 4,592 SH DEFINED 1 4,592
DOUBLECLICK INC COMMON 258609304 14,044 150,000 SH DEFINED 1 150,000
DOUBLECLICK INC COMMON 258609304 117,031 1,250,000 SH DEFINED 1,2 1,250,000
DOUBLECLICK INC COMMON 258609304 6,881 73,500 SH DEFINED 2 73,500
DOUBLECLICK INC COMMON 258609304 421 4,500 SH DEFINED 2,3 4,500
DOW CHEMICAL CO. COMMON 260543103 3,785 33,200 SH DEFINED 1,4 33,200
DOW JONES & COMPANY, INC. COMMON 260561105 720 10,000 SH DEFINED 2 10,000
DRIL-QUIP INC. COMMON 262037104 12,389 262,900 SH DEFINED 1 262,900
DRIL-QUIP INC. COMMON 262037104 14 300 SH DEFINED 1,5 300
DRIL-QUIP INC. COMMON 262037104 156 3,300 SH DEFINED 2 3,300
DRIL-QUIP INC. COMMON 262037104 38 800 SH DEFINED 2,3 800
DRUGSTORE.COM INC COMMON 262241102 224 17,000 PUT DEFINED 1 17,000
DST SYSTEMS INC. COMMON 233326107 10,747 165,500 SH DEFINED 1 165,500
DST SYSTEMS INC. COMMON 233326107 1,095 16,900 SH DEFINED 2 16,900
DTE ENERGY COMPANY COMMON 233331107 2,436 84,000 SH DEFINED 1,4 84,000
DTI HOLDINGS IN WTS COMMON 23333W117 0 2,500 SH DEFINED 1 2,500
DUKE POWER CO COMMON 264399106 5,717 108,900 SH DEFINED 1 108,900
DUKE-WEEKS REALTY CORP. COMMON 264411505 2,697 141,000 SH DEFINED 1,4 141,000
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DUPONT DE NEMOUR COMMON 263534109 25,641 484,934 SH DEFINED 1 484,934
DUPONT DE NEMOUR COMMON 263534109 709 13,400 SH DEFINED 1,4 13,400
DUPONT DE NEMOUR COMMON 263534109 161 3,050 SH DEFINED 1,5 3,050
DURA PHARMACEUTICALS WT02 COMMON 26632S117 9 20,500 SH DEFINED 1,4 20,500
DYCOM INDUSTRIES INC. COMMON 267475101 38,344 786,550 SH DEFINED 1 786,550
DYCOM INDUSTRIES INC. COMMON 267475101 51 1,050 SH DEFINED 1,5 1,050
DYCOM INDUSTRIES INC. COMMON 267475101 1,160 23,800 SH DEFINED 2 23,800
DYCOM INDUSTRIES INC. COMMON 267475101 323 6,625 SH DEFINED 2,3 6,625
DYNEGY INC COMMON 26816Q101 47,151 751,412 SH DEFINED 1 751,412
DYNEGY INC COMMON 26816Q101 11,993 191,130 SH DEFINED 1,5 191,130
DYNEGY INC COMMON 26816Q101 2,679 42,700 SH DEFINED 2 42,700
EARTHGRAINS COMPANY COMMON 270319106 3,124 210,000 SH DEFINED 1 210,000
EARTHWATCH CORP. CVT PFD CONVERT 270324502 1,884 103,236 SH DEFINED 1 103,236
EASTMAN KODAK CO. COMMON 277461109 3,351 61,700 SH DEFINED 1,4 61,700
EATON VANCE CORP COMMON 278265103 13,663 318,200 SH DEFINED 1 318,200
EATON VANCE CORP COMMON 278265103 34 800 SH DEFINED 1,5 800
EATON VANCE CORP COMMON 278265103 627 14,600 SH DEFINED 2 14,600
EATON VANCE CORP COMMON 278265103 163 3,800 SH DEFINED 2,3 3,800
EBAY INC COMMON 278642103 63,008 358,000 SH DEFINED 1 358,000
EBAY INC COMMON 278642103 2,382 11,500 SH DEFINED 2 11,500
EBENX INC COMMON 278668108 2,027 68,700 SH DEFINED 1 68,700
ECHOSTAR COMMUNICATIONS CORP
- - A COMMON 278762109 48,854 618,400 SH DEFINED 1 618,400
ECLIPSYS CORPORATION COMMON 278856109 3,933 203,000 SH DEFINED 1 203,000
EDISON INTERNATIONAL COMMON 281020107 19,885 1,200,600 SH DEFINED 1 1,200,600
EFFICIENT NETWORKS INC COMMON 282056100 18,581 119,300 SH DEFINED 1 119,300
EFFICIENT NETWORKS INC COMMON 282056100 88,030 565,200 SH DEFINED 1,2 565,200
EFFICIENT NETWORKS INC COMMON 282056100 1,012 6,500 SH DEFINED 2,3 6,500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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EGL INC COMMON 268484102 5,874 251,300 SH DEFINED 1 251,300
EGL INC COMMON 268484102 14 600 SH DEFINED 1,5 600
EGL INC COMMON 268484102 297 12,700 SH DEFINED 2 12,700
EGL INC COMMON 268484102 72 3,100 SH DEFINED 2,3 3,100
EL PASO ENERGY CAP 4.75% CVT
PREF CONVERT 283678209 4,263 81,200 SH DEFINED 1 81,200
EL PASO ENERGY CORP. COMMON 283905107 26,587 658,500 SH DEFINED 1 658,500
EL PASO ENERGY CORP. COMMON 283905107 1,223 30,300 SH DEFINED 2 30,300
EL SITIO INC COMMON G30177102 5,531 258,000 SH DEFINED 1 258,000
ELANTEC SEMICONDUCTOR, INC. COMMON 284155108 20,965 285,000 SH DEFINED 1 285,000
ELCOR CORP. COMMON 284443108 10,417 301,950 SH DEFINED 1 301,950
ELCOR CORP. COMMON 284443108 26 750 SH DEFINED 1,5 750
ELCOR CORP. COMMON 284443108 528 15,300 SH DEFINED 2 15,300
ELCOR CORP. COMMON 284443108 133 3,850 SH DEFINED 2,3 3,850
ELECTRICIDAD DE CARACAS ADR COMMON 12477A106 1,749 124,588 SH DEFINED 1,6 124,588
ELECTROGLAS, INC. COMMON 285324109 3,970 115,900 SH DEFINED 1 115,900
ELECTROGLAS, INC. COMMON 285324109 16,553 483,300 SH DEFINED 1,5 483,300
ELECTROGLAS, INC. COMMON 285324109 106 3,100 SH DEFINED 2 3,100
ELECTRONIC ARTS, INC. COMMON 285512109 11,760 165,200 SH DEFINED 1 165,200
ELECTRONIC ARTS, INC. COMMON 285512109 73,957 1,038,900 SH DEFINED 1,2 1,038,900
ELECTRONIC ARTS, INC. COMMON 285512109 4,442 62,400 SH DEFINED 2 62,400
ELECTRONIC ARTS, INC. COMMON 285512109 271 3,800 SH DEFINED 2,3 3,800
ELECTRONIC RETAILING WTS EXP
2/1/04 COMMON 285825113 23 23,312 SH DEFINED 1 23,312
ELECTRONICS FOR IMAGING COMMON 286082102 37,050 617,500 SH DEFINED 1 617,500
ELECTRONICS FOR IMAGING COMMON 286082102 150,000 2,500,000 SH DEFINED 1,2 2,500,000
ELECTRONICS FOR IMAGING COMMON 286082102 486 8,100 SH DEFINED 1,5 8,100
ELECTRONICS FOR IMAGING COMMON 286082102 11,442 190,700 SH DEFINED 2 190,700
ELECTRONICS FOR IMAGING COMMON 286082102 846 14,100 SH DEFINED 2,3 14,100
EMACHINES INC COMMON 29076P102 1,848 308,000 SH DEFINED 1 308,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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EMBOTELLADORA ARICAADR 144A COMMON 290815109 315 40,500 SH DEFINED 1,6 40,500
EMBRATEL PARTICIPACOES - ADR COMMON 29081N100 24,528 957,200 SH DEFINED 1 957,200
EMBRATEL PARTICIPACOES - ADR COMMON 29081N100 2,337 91,200 SH DEFINED 2 91,200
EMBRATEL PARTICIPACOES - ADR COMMON 29081N100 103 4,000 SH DEFINED 2,3 4,000
EMC CORP. COMMON 268648102 451,524 3,612,189 SH DEFINED 1 3,612,189
EMC CORP. COMMON 268648102 456,000 3,648,000 SH DEFINED 1,2 3,648,000
EMC CORP. COMMON 268648102 18,567 147,900 SH DEFINED 2 147,900
EMC CORP. COMMON 268648102 1,975 15,800 SH DEFINED 2,3 15,800
EMCORE CORPORATION COMMON 290846104 11,575 100,600 SH DEFINED 1 100,600
EMCORE CORPORATION COMMON 290846104 35 300 SH DEFINED 1,5 300
EMCORE CORPORATION COMMON 290846104 518 4,500 SH DEFINED 2 4,500
EMCORE CORPORATION COMMON 290846104 161 1,400 SH DEFINED 2,3 1,400
EMERGE INTERACTIVE INC COMMON 29088W103 3,342 110,950 SH DEFINED 1 110,950
EMERSON ELECTRIC CO COMMON 291011104 8,724 165,000 SH DEFINED 1 165,000
EMERSON ELECTRIC CO COMMON 291011104 3,765 71,200 SH DEFINED 1,4 71,200
EMISPHERE TECHNOLOGIES INC COMMON 291345106 2,853 55,000 SH DEFINED 1 55,000
EMISPHERE TECHNOLOGIES INC COMMON 291345106 1,401 27,000 SH DEFINED 1,4 27,000
EMMIS COMMUNICATIONS CORP. COMMON 291525103 46,547 1,001,000 SH DEFINED 1 1,001,000
EMMIS COMMUNICATIONS CORP. COMMON 291525103 1,451 31,200 SH DEFINED 1,5 31,200
EMMIS COMMUNICATIONS CORP. COMMON 291525103 5,134 110,400 SH DEFINED 2 110,400
EMMIS COMMUNICATIONS CORP. COMMON 291525103 242 5,200 SH DEFINED 2,3 5,200
EMULEX CORP COMMON 292475209 72,241 662,000 SH DEFINED 1 662,000
EMULEX CORP COMMON 292475209 480 4,400 SH DEFINED 1,5 4,400
EMULEX CORP COMMON 292475209 3,656 33,500 SH DEFINED 2 33,500
EMULEX CORP COMMON 292475209 513 4,700 SH DEFINED 2,3 4,700
ENCORE MEDICAL CORP COMMON 29256E109 147 52,349 SH DEFINED 1,4 52,349
ENCORE MEDICAL CORP-WTS COMMON 29256E117 4 7,853 SH DEFINED 1,4 7,853
ENDESA - SPONDORED ADR COMMON 29258N107 928 39,600 SH DEFINED 1 39,600
ENDESA - SPONDORED ADR COMMON 29258N107 3,047 130,000 SH DEFINED 1,7 130,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
ENDOSONICS CORP COMMON 29264K105 9,437 1,495,000 SH DEFINED 1 1,495,000
ENDOSONICS CORP COMMON 29264K105 3,062 485,000 SH DEFINED 1,4 485,000
ENERGY EAST CORPORATION COMMON 29266M109 5,738 289,600 SH DEFINED 1 289,600
ENI SPA- SPONSORED ADR COMMON 26874R108 1,269 25,000 SH DEFINED 1,7 25,000
ENRON CORP COMMON 293561106 110,231 1,472,200 SH DEFINED 1 1,472,200
ENRON CORP COMMON 293561106 131,031 1,750,000 SH DEFINED 1,2 1,750,000
ENRON CORP COMMON 293561106 157 2,100 SH DEFINED 1,5 2,100
ENRON CORP COMMON 293561106 10,975 146,600 SH DEFINED 2 146,600
ENRON CORP COMMON 293561106 457 6,100 SH DEFINED 2,3 6,100
ENSCO INTERNATIONAL INC COMMON 26874Q100 19,507 540,000 CALL DEFINED 1 540,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 65,614 1,816,300 SH DEFINED 1 1,816,300
ENSCO INTERNATIONAL INC COMMON 26874Q100 89,789 2,485,500 SH DEFINED 1,2 2,485,500
ENSCO INTERNATIONAL INC COMMON 26874Q100 35,800 991,000 SH DEFINED 1,5 991,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 8,771 242,800 SH DEFINED 2 242,800
ENSCO INTERNATIONAL INC COMMON 26874Q100 303 8,400 SH DEFINED 2,3 8,400
ENTERCOM COMMUNICATIONS CORP COMMON 293639100 8,221 161,200 SH DEFINED 1 161,200
ENTRUST TECHNOLOGIES INC COMMON 293848107 38,413 451,500 SH DEFINED 1 451,500
ENTRUST TECHNOLOGIES INC COMMON 293848107 357 4,200 SH DEFINED 1,5 4,200
ENTRUST TECHNOLOGIES INC COMMON 293848107 2,493 29,300 SH DEFINED 2 29,300
ENTRUST TECHNOLOGIES INC COMMON 293848107 221 2,600 SH DEFINED 2,3 2,600
ENZON, INC. COMMON 293904108 2,261 60,000 SH DEFINED 1 60,000
ENZON, INC. COMMON 293904108 1,884 50,000 SH DEFINED 1,4 50,000
ENZON, INC. - PREF PREFERRED 293904991 1,369 16,000 SH DEFINED 1 16,000
EOG RESOURCES INC COMMON 26875P101 2,648 125,000 SH DEFINED 1 125,000
EPOCH PHARMACEUTICALS INC COMMON 294273107 1,438 100,000 SH DEFINED 1 100,000
EQUANT NV-NY REGISTERED SHR COMMON 294409107 374 4,400 SH DEFINED 1 4,400
EQUANT NV-NY REGISTERED SHR COMMON 294409107 7,579 89,100 SH DEFINED 1,5 89,100
EQUANT NV-NY REGISTERED SHR COMMON 294409107 60 700 SH DEFINED 2 700
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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EQUIFAX, INC. COMMON 294429105 1,389 55,000 SH DEFINED 1 55,000
EQUITY OFFICE PROPERTIES
TRUST COMMON 294741103 12,060 480,000 SH DEFINED 1 480,000
EQUITY OFFICE PROPERTIES
TRUST COMMON 294741103 3,839 152,779 SH DEFINED 1,4 152,779
EQUITY RESIDENTIAL
PROPERTIES TRUST COMMON 29476L107 8,319 207,000 SH DEFINED 1 207,000
EQUITY RESIDENTIAL
PROPERTIES TRUST COMMON 29476L107 3,669 91,300 SH DEFINED 1,4 91,300
ERICSSON (L.M.) TELEPHONE-
ADR COMMON 294821400 252,731 2,694,000 SH DEFINED 1 2,694,000
ERICSSON (L.M.) TELEPHONE-
ADR COMMON 294821400 632,080 6,737,700 SH DEFINED 1,2 6,737,700
ERICSSON (L.M.) TELEPHONE-
ADR COMMON 294821400 1,539 18,000 SH DEFINED 2 18,000
ERICSSON (L.M.) TELEPHONE-
ADR COMMON 294821400 3,105 33,100 SH DEFINED 2,3 33,100
ESAT HOLDINGS WTS EXP 2/1/07 COMMON 29605P110 6,003 26,385 SH DEFINED 1 26,385
ESAT TELECOM GROUP PLC - ADR COMMON 26883Y102 819 8,200 SH DEFINED 1 8,200
ESAT TELECOM GROUP PLC - ADR COMMON 26883Y102 10,647 106,600 SH DEFINED 1,6 106,600
ESPEED INC CL A COMMON 296643109 8,171 156,000 SH DEFINED 1 156,000
ESPEED INC CL A COMMON 296643109 1,058 20,200 SH DEFINED 2 20,200
ESSEX PROPERTY TRUST, INC. COMMON 297178105 1,264 35,100 SH DEFINED 1,4 35,100
ESTEE LAUDER CO CVT PFD CONVERT 518437207 5,376 60,400 SH DEFINED 1 60,400
ESTEE LAUDER CO CVT PFD CONVERT 518437207 445 5,000 SH DEFINED 2 5,000
ETHAN ALLEN INTERIORS INC. COMMON 297602104 6,848 273,900 SH DEFINED 1 273,900
ETHAN ALLEN INTERIORS INC. COMMON 297602104 1,091 43,100 SH DEFINED 2 43,100
EVERGREEN RES INC. COMMON 299900308 18,680 772,300 SH DEFINED 1 772,300
EVERGREEN RES INC. COMMON 299900308 22 900 SH DEFINED 1,5 900
EVERGREEN RES INC. COMMON 299900308 450 18,600 SH DEFINED 2 18,600
EVERGREEN RES INC. COMMON 299900308 109 4,500 SH DEFINED 2,3 4,500
EXAR CORP. COMMON 300645108 15,744 220,000 SH DEFINED 1 220,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C>
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EXODUS COMMUNICATIONS 144A CONVERT 302088AG4 2,086 1,010,000 PRN DEFINED 1 1,010,000
EXODUS COMMUNICATIONS 144A CONVERT 302088AG4 40,918 19,815,000 PRN DEFINED 1,2 19,815,000
EXODUS COMMUNICATIONS 144A CONVERT 302088AG4 93 45,000 PRN DEFINED 1,5 45,000
EXODUS COMMUNICATIONS 144A CONVERT 302088AG4 1,776 860,000 PRN DEFINED 2 860,000
EXODUS COMMUNICATIONS 144A CONVERT 302088AG4 145 70,000 PRN DEFINED 2,3 70,000
EXODUS COMMUNICATIONS INC COMMON 302088109 122,783 873,900 SH DEFINED 1 873,900
EXODUS COMMUNICATIONS INC COMMON 302088109 84,300 600,000 SH DEFINED 1,2 600,000
EXODUS COMMUNICATIONS INC COMMON 302088109 15,216 108,300 SH DEFINED 1,5 108,300
EXODUS COMMUNICATIONS INC COMMON 302088109 7,369 52,000 SH DEFINED 2 52,000
EXODUS COMMUNICATIONS INC COMMON 302088109 281 2,000 SH DEFINED 2,3 2,000
EXPEDITORS INTL WASH INC COMMON 302130109 12,001 301,900 SH DEFINED 1 301,900
EXPEDITORS INTL WASH INC COMMON 302130109 28 700 SH DEFINED 1,5 700
EXPEDITORS INTL WASH INC COMMON 302130109 553 13,900 SH DEFINED 2 13,900
EXPEDITORS INTL WASH INC COMMON 302130109 143 3,600 SH DEFINED 2,3 3,600
EXTENSITY INC COMMON 302255104 1,181 24,600 SH DEFINED 1 24,600
EXTENSITY INC COMMON 302255104 182 3,800 SH DEFINED 2 3,800
EXTREME NETWORKS INC COMMON 30226D106 16,274 206,000 SH DEFINED 1 206,000
EXTREME NETWORKS INC COMMON 30226D106 577 7,300 SH DEFINED 1,5 7,300
EXTREME NETWORKS INC COMMON 30226D106 2,173 27,500 SH DEFINED 2 27,500
EXXON MOBIL CORP COMMON 30231G102 195,424 2,511,469 SH DEFINED 1 2,511,469
EXXON MOBIL CORP COMMON 30231G102 194,531 2,500,000 SH DEFINED 1,2 2,500,000
EXXON MOBIL CORP COMMON 30231G102 9,804 126,000 SH DEFINED 1,4 126,000
EXXON MOBIL CORP COMMON 30231G102 211 2,716 SH DEFINED 1,5 2,716
EXXON MOBIL CORP COMMON 30231G102 1,227 15,763 SH DEFINED 2 15,763
F.Y.I. INC COMMON 302712104 5,883 216,900 SH DEFINED 1 216,900
FACTORY 2-U STORES INC COMMON 303072102 2,500 100,000 SH DEFINED 1 100,000
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 4,744 175,300 SH DEFINED 1 175,300
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 8 300 SH DEFINED 1,5 300
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 173 6,400 SH DEFINED 2 6,400
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 57 2,100 SH DEFINED 2,3 2,100
FAIRCHILD SEMICON INTL -CL A COMMON 303726103 7,650 209,600 SH DEFINED 1 209,600
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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FAIRMARKET INC COMMON 305158107 910 40,000 SH DEFINED 1 40,000
FAMILY DOLLAR STORES COMMON 307000109 3,571 171,600 SH DEFINED 1 171,600
FAMILY DOLLAR STORES COMMON 307000109 59,316 2,850,000 SH DEFINED 1,2 2,850,000
FAMILY DOLLAR STORES COMMON 307000109 3,347 160,800 SH DEFINED 2 160,800
FAMILY DOLLAR STORES COMMON 307000109 200 9,600 SH DEFINED 2,3 9,600
FEDERAL AGRICULTURAL MTG
CORP COMMON 313148306 884 57,000 SH DEFINED 1 57,000
FEDERAL HOME LOAN MORTGAGE
CP COMMON 313400301 85,342 1,931,360 SH DEFINED 1 1,931,360
FEDERAL HOME LOAN MORTGAGE
CP COMMON 313400301 165,703 3,750,000 SH DEFINED 1,2 3,750,000
FEDERAL HOME LOAN MORTGAGE
CP COMMON 313400301 2,041 46,200 SH DEFINED 1,4 46,200
FEDERAL HOME LOAN MORTGAGE
CP COMMON 313400301 1,679 38,000 SH DEFINED 2 38,000
FEDERAL HOME LOAN MORTGAGE
CP COMMON 313400301 1,193 27,000 SH DEFINED 2,3 27,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 75,412 1,336,200 SH DEFINED 1 1,336,200
FEDERAL NATIONAL MORTGAGE COMMON 313586109 93,122 1,650,000 SH DEFINED 1,2 1,650,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 3,668 65,000 SH DEFINED 1,4 65,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 1,636 29,000 SH DEFINED 2 29,000
FEDERAL NATIONAL MORTGAGE COMMON 313586109 677 12,000 SH DEFINED 2,3 12,000
FEDERAL REALTY INVS TRUST COMMON 313747206 444 23,000 SH DEFINED 1,4 23,000
FEDERAL SIGNAL CORP. COMMON 313855108 1,806 100,000 SH DEFINED 1,4 100,000
FEDERATED DEPARTMENT STORES COMMON 31410H101 28,557 684,000 SH DEFINED 1 684,000
FEDERATED INVESTORS INC COMMON 314211103 7,516 275,200 SH DEFINED 1 275,200
FEDERATED INVESTORS INC COMMON 314211103 57,427 2,102,600 SH DEFINED 1,2 2,102,600
FEDERATED INVESTORS INC COMMON 314211103 49 1,800 SH DEFINED 1,5 1,800
FEDERATED INVESTORS INC COMMON 314211103 3,329 121,900 SH DEFINED 2 121,900
FEDERATED INVESTORS INC COMMON 314211103 194 7,100 SH DEFINED 2,3 7,100
FEI COMPANY COMMON 30241L109 2,975 100,000 SH DEFINED 1 100,000
FIFTH THIRD BANCORP COMMON 316773100 31,519 500,300 SH DEFINED 1 500,300
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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FINISAR CORPORATION COMMON 31787A101 77,770 530,800 SH DEFINED 1 530,800
FINISAR CORPORATION COMMON 31787A101 674 4,600 SH DEFINED 1,5 4,600
FINISAR CORPORATION COMMON 31787A101 6,300 43,000 SH DEFINED 2 43,000
FINISAR CORPORATION COMMON 31787A101 879 6,000 SH DEFINED 2,3 6,000
FIREPOND INC COMMON 318224102 2,374 58,000 SH DEFINED 1 58,000
FIREPOND INC COMMON 318224102 303 7,400 SH DEFINED 2 7,400
FIRST DATA CORP. COMMON 319963104 940,087 21,244,900 SH DEFINED 1 21,244,900
FIRST DATA CORP. COMMON 319963104 130,794 2,955,800 SH DEFINED 1,2 2,955,800
FIRST DATA CORP. COMMON 319963104 5,722 129,300 SH DEFINED 1,4 129,300
FIRST DATA CORP. COMMON 319963104 12,213 276,000 SH DEFINED 2 276,000
FIRST DATA CORP. COMMON 319963104 199 4,500 SH DEFINED 2,3 4,500
FIRST INDUSTRIAL REALTY
TRUST COMMON 32054K103 1,330 48,800 SH DEFINED 1,4 48,800
FIRST REPUBLIC BANK COMMON 336158100 2,992 151,000 SH DEFINED 1 151,000
FIRST REPUBLIC BANK COMMON 336158100 10 500 SH DEFINED 1,5 500
FIRST REPUBLIC BANK COMMON 336158100 139 7,000 SH DEFINED 2 7,000
FIRST REPUBLIC BANK COMMON 336158100 42 2,100 SH DEFINED 2,3 2,100
FIRST REPUBLIC NON CVT 144A PREFERRED 336163209 4,725 5,000 SH DEFINED 1 5,000
FIRST UNION CORP. COMMON 337358105 6,705 180,000 SH DEFINED 1,4 180,000
FIRSTAR CORPORATION COMMON 33763V109 1,376 60,000 SH DEFINED 1 60,000
FIRSTCOM CORP COMMON STK COMMON 33763T104 30,928 904,650 SH DEFINED 1 904,650
FIRSTWORLD COMM CL B COMMON 337625305 3,156 154,900 SH DEFINED 1 154,900
FIRSTWORLD COMM WARRANTS COMMON 337625115 65 350 SH DEFINED 1 350
FISERV, INC. COMMON 337738108 53,552 1,440,050 SH DEFINED 1 1,440,050
FISERV, INC. COMMON 337738108 150,992 4,060,300 SH DEFINED 1,2 4,060,300
FISERV, INC. COMMON 337738108 496 13,350 SH DEFINED 1,5 13,350
FISERV, INC. COMMON 337738108 12,880 346,350 SH DEFINED 2 346,350
FISERV, INC. COMMON 337738108 704 18,925 SH DEFINED 2,3 18,925
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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FLEET BOSTON FINANCIAL CORP COMMON 339030108 18,425 504,800 SH DEFINED 1 504,800
FLEET BOSTON FINANCIAL CORP COMMON 339030108 6,110 167,400 SH DEFINED 1,4 167,400
FLEET BOSTON FINANCIAL CORP COMMON 339030108 1,825 50,000 SH DEFINED 1,5 50,000
FLEXTRONICS INTL LTD COMMON Y2573F102 16,926 240,300 SH DEFINED 1 240,300
FLEXTRONICS INTL LTD COMMON Y2573F102 16,546 234,900 SH DEFINED 1,5 234,900
FLEXTRONICS INTL LTD COMMON Y2573F102 2,599 36,900 SH DEFINED 2 36,900
FOMENTO ECONOMICO MEXICANO
ADR COMMON 344419106 58,642 1,303,149 SH DEFINED 1 1,303,149
FOMENTO ECONOMICO MEXICANO
ADR COMMON 344419106 9,593 213,174 SH DEFINED 1,6 213,174
FOMENTO ECONOMICO MEXICANO
ADR COMMON 344419106 5,744 127,650 SH DEFINED 2 127,650
FOMENTO ECONOMICO MEXICANO
ADR COMMON 344419106 178 3,960 SH DEFINED 2,3 3,960
FORD MOTOR CO COMMON 345370100 8,622 187,700 SH DEFINED 1 187,700
FORD MOTOR CO COMMON 345370100 7,166 156,000 SH DEFINED 1,4 156,000
FORD MOTOR CO COMMON 345370100 1,328 28,900 SH DEFINED 2 28,900
FOREST LABORATORIES, INC.-
CLASS A COMMON 345838106 46,331 548,300 SH DEFINED 1 548,300
FOREST LABORATORIES, INC.-
CLASS A COMMON 345838106 214,554 2,539,100 SH DEFINED 1,2 2,539,100
FOREST LABORATORIES, INC.-
CLASS A COMMON 345838106 677 8,000 SH DEFINED 1,5 8,000
FOREST LABORATORIES, INC.-
CLASS A COMMON 345838106 15,617 184,800 SH DEFINED 2 184,800
FOREST LABORATORIES, INC.-
CLASS A COMMON 345838106 1,504 17,800 SH DEFINED 2,3 17,800
FORRESTER RESEARCH INC COMMON 346563109 22,237 409,900 SH DEFINED 1 409,900
FORRESTER RESEARCH INC COMMON 346563109 49 900 SH DEFINED 1,5 900
FORRESTER RESEARCH INC COMMON 346563109 830 15,300 SH DEFINED 2 15,300
FORRESTER RESEARCH INC COMMON 346563109 228 4,200 SH DEFINED 2,3 4,200
FORTUNE BRANDS, INC. COMMON 349631101 2,500 100,000 SH DEFINED 1 100,000
FOSSIL INC. COMMON 349882100 12,018 512,750 SH DEFINED 1 512,750
FOSSIL INC. COMMON 349882100 25 1,050 SH DEFINED 1,5 1,050
FOSSIL INC. COMMON 349882100 523 22,300 SH DEFINED 2 22,300
FOSSIL INC. COMMON 349882100 128 5,450 SH DEFINED 2,3 5,450
FOUNDATION HEALTH SYSTEMS-A COMMON 350404109 119 15,000 SH DEFINED 1,4 15,000
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FOUNDRY NETWORKS INC COMMON 35063R100 25,774 179,300 SH DEFINED 1 179,300
FOUNDRY NETWORKS INC COMMON 35063R100 29 200 SH DEFINED 1,5 200
FOUNDRY NETWORKS INC COMMON 35063R100 2,185 15,200 SH DEFINED 2 15,200
FOUNDRY NETWORKS INC COMMON 35063R100 201 1,400 SH DEFINED 2,3 1,400
FOUR SEASONS HOTELS INC COMMON 35100E104 10,783 239,300 SH DEFINED 1 239,300
FOUR SEASONS HOTELS INC COMMON 35100E104 6,336 140,600 SH DEFINED 1,5 140,600
FPL GROUP INC COMMON 302571104 6,734 146,200 SH DEFINED 1 146,200
FRANCE TELECOM SA - SPONS
ADR COMMON 35177Q105 7,608 43,000 SH DEFINED 1 43,000
FRANKLIN RESOURCES, INC. COMMON 354613101 17 500 SH DEFINED 1 500
FREEMARKETS INC COMMON 356602102 6,086 50,300 SH DEFINED 1 50,300
FREEMARKETS INC COMMON 356602102 12 100 SH DEFINED 1,5 100
FREEMARKETS INC COMMON 356602102 303 2,500 SH DEFINED 2 2,500
FREEMARKETS INC COMMON 356602102 73 600 SH DEFINED 2,3 600
FRONTIER AIRLINES INC COMMON 359065109 1,484 125,000 SH DEFINED 1 125,000
FUJI PHOTO FILM ADR COMMON 359586302 2,200 50,000 SH DEFINED 1,7 50,000
GADZOOX NETWORKS INC COMMON 362555104 4,794 100,000 SH DEFINED 1 100,000
GANNETT CO COMMON 364730101 2,815 40,000 SH DEFINED 1,4 40,000
GAP, INC. COMMON 364760108 50,126 1,006,300 SH DEFINED 1 1,006,300
GAP, INC. COMMON 364760108 99,625 2,000,000 SH DEFINED 1,2 2,000,000
GAP, INC. COMMON 364760108 5,728 115,001 SH DEFINED 2 115,001
GAP, INC. COMMON 364760108 518 10,400 SH DEFINED 2,3 10,400
GATEWAY INC. COMMON 367626108 25,175 475,000 CALL DEFINED 1 475,000
GATEWAY INC. COMMON 367626108 514,341 9,704,550 SH DEFINED 1 9,704,550
GATEWAY INC. COMMON 367626108 17,824 336,300 SH DEFINED 1,2 336,300
GATEWAY INC. COMMON 367626108 7,150 134,900 SH DEFINED 2 134,900
GATEWAY INC. COMMON 367626108 117 2,200 SH DEFINED 2,3 2,200
GAYLORD CONTAINER CORP-A COMMON 368145108 255 40,000 SH DEFINED 1 40,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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GEMSTAR INTERNATIONAL GROUP
LTD COMMON G3788V106 58,153 676,200 SH DEFINED 1 676,200
GEMSTAR INTERNATIONAL GROUP
LTD COMMON G3788V106 206,899 2,405,800 SH DEFINED 1,2 2,405,800
GEMSTAR INTERNATIONAL GROUP
LTD COMMON G3788V106 69 800 SH DEFINED 1,5 800
GEMSTAR INTERNATIONAL GROUP
LTD COMMON G3788V106 9,245 107,500 SH DEFINED 2 107,500
GEMSTAR INTERNATIONAL GROUP
LTD COMMON G3788V106 1,367 15,900 SH DEFINED 2,3 15,900
GENE LOGIC ING COMMON 368689105 8,413 200,000 SH DEFINED 1 200,000
GENE LOGIC ING COMMON 368689105 279 7,000 SH DEFINED 2 7,000
GENENTECH INC COMMON 368710406 51,634 339,700 SH DEFINED 1 339,700
GENENTECH INC COMMON 368710406 45,600 300,000 SH DEFINED 1,2 300,000
GENENTECH INC COMMON 368710406 198 1,300 SH DEFINED 2,3 1,300
GENERAL ELECTRIC COMPANY COMMON 369604103 360,051 2,320,100 SH DEFINED 1 2,320,100
GENERAL ELECTRIC COMPANY COMMON 369604103 387,969 2,500,000 SH DEFINED 1,2 2,500,000
GENERAL ELECTRIC COMPANY COMMON 369604103 9,963 64,200 SH DEFINED 1,4 64,200
GENERAL ELECTRIC COMPANY COMMON 369604103 3,135 20,200 SH DEFINED 2 20,200
GENERAL ELECTRIC COMPANY COMMON 369604103 869 5,600 SH DEFINED 2,3 5,600
GENERAL GROWTH PROPERTIES COMMON 370021107 1,498 49,200 SH DEFINED 1,4 49,200
GENERAL MOTORS COMMON 370442105 17 200 SH DEFINED 1 200
GENERAL MOTORS CORP. CL H COMMON 370442832 118,748 953,800 SH DEFINED 1 953,800
GENERAL MOTORS CORP. CL H COMMON 370442832 174,300 1,400,000 SH DEFINED 1,2 1,400,000
GENERAL MOTORS CORP. CL H COMMON 370442832 12,288 99,500 SH DEFINED 2 99,500
GENERAL MOTORS CORP. CL H COMMON 370442832 623 5,000 SH DEFINED 2,3 5,000
GENETECH INC CVT SER REGS CONVERT 771196AG7 544 650,000 PRN DEFINED 1 650,000
GENTEX CORP COMMON 371901109 27,982 755,000 SH DEFINED 1 755,000
GENTEX CORP COMMON 371901109 93 2,500 SH DEFINED 1,5 2,500
GENTEX CORP COMMON 371901109 1,371 37,000 SH DEFINED 2 37,000
GENTEX CORP COMMON 371901109 356 9,600 SH DEFINED 2,3 9,600
GENUINE PARTS COMPANY COMMON 372460105 3,581 150,000 SH DEFINED 1,4 150,000
GENZYME CORP COMMON 372917104 64,852 1,293,800 SH DEFINED 1 1,293,800
GENZYME CORP COMMON 372917104 15,038 300,000 SH DEFINED 1,4 300,000
GENZYME CORP COMMON 372917104 15,123 301,700 SH DEFINED 1,5 301,700
GENZYME CORP COMMON 372917104 2,998 60,900 SH DEFINED 2 60,900
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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GEORGIA PACIFIC CORP COMMON 373298108 17,922 453,000 SH DEFINED 1 453,000
GEOWORKS COMMON 373692102 2,672 75,000 SH DEFINED 1 75,000
GIBRALTAR STEEL CORPORATION COMMON 37476F103 1,068 65,000 SH DEFINED 1 65,000
GIGAMEDIA LIMITED COMMON Y2711Y104 1,112 20,500 SH DEFINED 1 20,500
GILAT SATELLITE NETWORKS
LTD. COMMON M51474100 21,937 187,100 SH DEFINED 1 187,100
GILAT SATELLITE NETWORKS
LTD. COMMON M51474100 446 3,800 SH DEFINED 1,5 3,800
GILAT SATELLITE NETWORKS
LTD. COMMON M51474100 1,993 17,000 SH DEFINED 2 17,000
GLAXO PLC-ADR COMMON 37733W105 2,293 40,000 SH DEFINED 1,7 40,000
GLOBAL CROSSING 144A 7% CONVERT 37932J301 97 400 SH DEFINED 1 400
GLOBAL CROSSING LTD COMMON G3921A100 43,597 1,064,956 SH DEFINED 1 1,064,956
GLOBAL CROSSING LTD COMMON G3921A100 615 15,000 SH DEFINED 1,5 15,000
GLOBAL CROSSING LTD COMMON G3921A100 4,325 104,600 SH DEFINED 2 104,600
GLOBAL INDUSTRIES LTD COMMON 379336100 1,024 70,000 SH DEFINED 1 70,000
GLOBAL INDUSTRIES LTD COMMON 379336100 1,318 90,000 SH DEFINED 1,5 90,000
GLOBAL TELESYSTEMS GROUP,
INC. COMMON 37936U104 13,805 673,400 SH DEFINED 1 673,400
GLOBAL TELESYSTEMS GROUP,
INC. COMMON 37936U104 1,367 66,500 SH DEFINED 2 66,500
GLOBESPAN INC COMMON 379571102 97,422 955,700 SH DEFINED 1 955,700
GLOBESPAN INC COMMON 379571102 1,070 10,500 SH DEFINED 1,5 10,500
GLOBESPAN INC COMMON 379571102 6,004 58,900 SH DEFINED 2 58,900
GLOBESPAN INC COMMON 379571102 826 8,100 SH DEFINED 2,3 8,100
GLOBSTAR TELECOM-WTS COMMON 379364128 1 45 SH DEFINED 1 45
GO2NET INC COMMON 383486107 11,367 141,100 SH DEFINED 1 141,100
GO2NET INC COMMON 383486107 451 5,600 SH DEFINED 1,5 5,600
GO2NET INC COMMON 383486107 2,006 24,900 SH DEFINED 2 24,900
GO2NET INC COMMON 383486107 97 1,200 SH DEFINED 2,3 1,200
GOLDEN WEST FINANCIAL CORP. COMMON 381317106 1,060 34,000 SH DEFINED 1 34,000
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GOLDMAN SACHS GROUP INC COMMON 38141G104 42,993 408,975 SH DEFINED 1 408,975
GOLDMAN SACHS GROUP INC COMMON 38141G104 257,556 2,450,000 SH DEFINED 1,2 2,450,000
GOLDMAN SACHS GROUP INC COMMON 38141G104 6,865 65,300 SH DEFINED 1,5 65,300
GOLDMAN SACHS GROUP INC COMMON 38141G104 13,718 130,500 SH DEFINED 2 130,500
GOLDMAN SACHS GROUP INC COMMON 38141G104 757 7,200 SH DEFINED 2,3 7,200
GPU INC COMMON 36225X100 3,696 135,000 SH DEFINED 1,4 135,000
GRAND UNION CO COMMON 386532402 181 61,500 SH DEFINED 1 61,500
GREAT LAKES CHEMICAL CORP. COMMON 390568103 2,210 65,000 SH DEFINED 1,4 65,000
GREAT PLAINS SOFTWARE INC. COMMON 39119E105 1,868 35,000 SH DEFINED 1 35,000
GREATER BAY BANCORP COMMON 391648102 3,019 75,000 SH DEFINED 1 75,000
GREY WOLF INC COMMON 397888108 5,906 1,500,000 SH DEFINED 1 1,500,000
GRIC COMMUNICATIONS INC COMMON 398081109 658 19,500 SH DEFINED 1 19,500
GRUPO IUSACELL SA -ADR SER L COMMON 670512102 1,294 63,900 SH DEFINED 1 63,900
GRUPO TELEVISA S.A.-GDR COMMON 40049J206 80,033 1,176,960 SH DEFINED 1 1,176,960
GRUPO TELEVISA S.A.-GDR COMMON 40049J206 11,417 167,899 SH DEFINED 1,6 167,899
GRUPO TELEVISA S.A.-GDR COMMON 40049J206 8,506 125,100 SH DEFINED 2 125,100
GRUPO TELEVISA S.A.-GDR COMMON 40049J206 184 2,700 SH DEFINED 2,3 2,700
GSI LUMONICS INC COMMON 36229U102 1,997 116,600 SH DEFINED 1,5 116,600
GST TELECOMMUNICATIONS INC COMMON 361942105 141 23,000 SH DEFINED 1 23,000
GT GROUP TELECOM CL B COMMON 362359408 376 18,000 SH DEFINED 1 18,000
GT GROUP TELECOM CL B COMMON 362359408 5,215 249,800 SH DEFINED 1,5 249,800
GTE CORP COMMON 362320103 36,828 518,700 SH DEFINED 1 518,700
GUIDANT CORP. COMMON 401698105 1,024,777 17,424,480 SH DEFINED 1 17,424,480
GUIDANT CORP. COMMON 401698105 85,066 1,446,400 SH DEFINED 1,2 1,446,400
GUIDANT CORP. COMMON 401698105 15,432 262,400 SH DEFINED 2 262,400
GUIDANT CORP. COMMON 401698105 488 8,300 SH DEFINED 2,3 8,300
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GUILFORD PHARMACEUTICALS COMMON 401829106 11,207 482,000 SH DEFINED 1 482,000
GUILFORD PHARMACEUTICALS COMMON 401829106 7,208 310,000 SH DEFINED 1,4 310,000
GULF INDONESIA RESOURCES LTD COMMON 402284103 16,311 2,054,900 SH DEFINED 1 2,054,900
GULF INDONESIA RESOURCES LTD COMMON 402284103 1,739 219,100 SH DEFINED 2 219,100
GULF INDONESIA RESOURCES LTD COMMON 402284103 42 5,300 SH DEFINED 2,3 5,300
GULF STATES STEEL WTS EXP
4/15/03 COMMON 402548119 0 17,930 SH DEFINED 1 17,930
HAIN FOOD GROUP INC COMMON 405219106 18,488 653,000 SH DEFINED 1 653,000
HAIN FOOD GROUP INC COMMON 405219106 34 1,200 SH DEFINED 1,5 1,200
HAIN FOOD GROUP INC COMMON 405219106 699 24,700 SH DEFINED 2 24,700
HAIN FOOD GROUP INC COMMON 405219106 170 6,000 SH DEFINED 2,3 6,000
HALLIBURTON CO. COMMON 406216101 34,871 850,500 SH DEFINED 1 850,500
HANOVER COMPRESSOR INC COMMON 410768105 4,266 75,000 SH DEFINED 1 75,000
HANSON PLC ADR COMMON 411352404 3,538 100,000 SH DEFINED 1,4 100,000
HARLEY-DAVIDSON INC. COMMON 412822108 23,106 291,100 SH DEFINED 1 291,100
HARLEY-DAVIDSON INC. COMMON 412822108 226,219 2,850,000 SH DEFINED 1,2 2,850,000
HARLEY-DAVIDSON INC. COMMON 412822108 635 8,000 SH DEFINED 1,5 8,000
HARLEY-DAVIDSON INC. COMMON 412822108 16,955 213,600 SH DEFINED 2 213,600
HARLEY-DAVIDSON INC. COMMON 412822108 968 12,200 SH DEFINED 2,3 12,200
HARMAN INTERNATIONAL COMMON 413086109 6,000 100,000 SH DEFINED 1 100,000
HARMONIC INC COMMON 413160102 157,259 1,889,000 SH DEFINED 1 1,889,000
HARMONIC INC COMMON 413160102 175 2,100 SH DEFINED 1,5 2,100
HARMONIC INC COMMON 413160102 4,770 57,900 SH DEFINED 2 57,900
HARMONIC INC COMMON 413160102 783 9,400 SH DEFINED 2,3 9,400
HARRIS CORPORATION COMMON 413875105 691 20,000 CALL DEFINED 1 20,000
HARTFORD FINANCIAL SERVICES
GROUP COMMON 416515104 172,545 3,271,000 SH DEFINED 1 3,271,000
HARTFORD FINANCIAL SERVICES
GROUP COMMON 416515104 2,374 45,000 SH DEFINED 2 45,000
HEALTH CARE & RETIREMENT
CORP. COMMON 421915109 242 9,500 SH DEFINED 1,4 9,500
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HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 149,417 10,485,400 SH DEFINED 1 10,485,400
HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 145,220 10,190,900 SH DEFINED 1,2 10,190,900
HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 8,265 580,000 SH DEFINED 1,4 580,000
HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 752 52,768 SH DEFINED 1,5 52,768
HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 10,477 735,200 SH DEFINED 2 735,200
HEALTH MANAGEMENT
ASSOCIATES, INC. COMMON 421933102 713 50,013 SH DEFINED 2,3 50,013
HEALTHCARE REALTY TRUST INC COMMON 421946104 235 14,000 SH DEFINED 1,4 14,000
HEARME INC COMMON 421903105 8,860 350,900 SH DEFINED 1 350,900
HEDSTROM HOLDINGS INC 144A COMMON 422914200 1 303 SH DEFINED 2 303
HEICO CORP CLASS A COMMON 422806208 2,124 151,700 SH DEFINED 1 151,700
HEIDRICK & STRUGGLES INTL COMMON 422819102 11,721 292,100 SH DEFINED 1 292,100
HEINZ (H.J.) CO. COMMON 423074103 1,569 45,000 SH DEFINED 1,4 45,000
HELIX TECHNOLOGY COMMON 423319102 11,322 188,500 SH DEFINED 1 188,500
HEWLETT PACKARD COMMON 428236103 358 2,700 SH DEFINED 1 2,700
HEWLETT PACKARD COMMON 428236103 7,026 53,000 SH DEFINED 1,4 53,000
HEWLETT-PACKARD CO CVT 0% CONVERT 428236AC7 1,138 1,500,000 PRN DEFINED 1 1,500,000
HISPANIC BROADCASTING CORP COMMON 43357B104 102,627 906,200 SH DEFINED 1 906,200
HISPANIC BROADCASTING CORP COMMON 43357B104 172,706 1,525,000 SH DEFINED 1,2 1,525,000
HISPANIC BROADCASTING CORP COMMON 43357B104 872 7,700 SH DEFINED 1,5 7,700
HISPANIC BROADCASTING CORP COMMON 43357B104 18,131 160,100 SH DEFINED 2 160,100
HISPANIC BROADCASTING CORP COMMON 43357B104 985 8,700 SH DEFINED 2,3 8,700
HITACHI LTD ADR COMMON 433578507 1,828 15,000 SH DEFINED 1,7 15,000
HOLLYWOOD ENTERTAINMENT
CORP. COMMON 436141105 2,016 250,000 SH DEFINED 1 250,000
HOME DEPOT, INC. COMMON 437076102 233,793 3,624,700 SH DEFINED 1 3,624,700
HOME DEPOT, INC. COMMON 437076102 437,471 6,782,500 SH DEFINED 1,2 6,782,500
HOME DEPOT, INC. COMMON 437076102 9,156 142,000 SH DEFINED 2 142,000
HOME DEPOT, INC. COMMON 437076102 2,374 36,800 SH DEFINED 2,3 36,800
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HOME PROPERTIES OF NY INC COMMON 437306103 1,030 38,500 SH DEFINED 1,4 38,500
HOMESTORE.COM INC COMMON 437852106 7,727 158,500 SH DEFINED 1 158,500
HOMESTORE.COM INC COMMON 437852106 692 14,200 SH DEFINED 1,5 14,200
HOMESTORE.COM INC COMMON 437852106 2,662 54,600 SH DEFINED 2 54,600
HONDA MOTOR CO LTD -- ADR COMMON 438128308 1,463 18,000 SH DEFINED 1,7 18,000
HONEYWELL INTERNATIONAL COMMON 438516106 6,981 132,500 SH DEFINED 1 132,500
HONEYWELL INTERNATIONAL COMMON 438516106 105,375 2,000,000 SH DEFINED 1,2 2,000,000
HONEYWELL INTERNATIONAL COMMON 438516106 996 18,900 SH DEFINED 1,4 18,900
HONEYWELL INTERNATIONAL COMMON 438516106 6,138 116,500 SH DEFINED 2 116,500
HONEYWELL INTERNATIONAL COMMON 438516106 348 6,600 SH DEFINED 2,3 6,600
HOOPER HOLMES INC COMMON 439104100 25,563 745,000 SH DEFINED 1 745,000
HOOPER HOLMES INC COMMON 439104100 48 1,400 SH DEFINED 1,5 1,400
HOOPER HOLMES INC COMMON 439104100 1,047 30,500 SH DEFINED 2 30,500
HOOPER HOLMES INC COMMON 439104100 295 8,600 SH DEFINED 2,3 8,600
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 2,606 128,700 SH DEFINED 1,4 128,700
HOUSEHOLD INTERNATIONAL INC. COMMON 441815107 3,444 92,300 SH DEFINED 1,4 92,300
HOUSING & COMMRCL BANK-DR
144A COMMON 44182P102 216 11,118 SH DEFINED 1,6 11,118
HOUSTON INDS INC CVT PFD CONVERT 442161204 43,725 275,000 SH DEFINED 1 275,000
HOUSTON INDS INC CVT PFD CONVERT 442161204 159,000 1,000,000 SH DEFINED 1,2 1,000,000
HSBC HOLDINGS PLC - SPONS
ADR COMMON 404280406 4,570 75,000 SH DEFINED 1,7 75,000
HUMAN GENOME CVT 144A 3.75 CONVERT 444903AG3 310 500,000 PRN DEFINED 1 500,000
HUMAN GENOME SCIENCES INC COMMON 444903108 20,350 245,000 SH DEFINED 1 245,000
HUMAN GENOME SCIENCES INC COMMON 444903108 83 1,000 SH DEFINED 1,4 1,000
HUMANA INC COMMON 444859102 146 20,000 SH DEFINED 1,4 20,000
HYPERION SOLUTIONS CORP COMMON 44914M104 6,412 197,300 SH DEFINED 1 197,300
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IBIS TECHNOLOGY CORP COMMON 450909106 567 6,300 SH DEFINED 1 6,300
IBIS TECHNOLOGY CORP COMMON 450909106 9,855 109,500 SH DEFINED 1,5 109,500
IBIS TECHNOLOGY CORP COMMON 450909106 81 900 SH DEFINED 2 900
ICG COMM COM STK COMMON 449246107 1,730 47,900 SH DEFINED 1 47,900
ICICI BANK LTD ADR COMMON 45104G104 774 52,950 SH DEFINED 1,6 52,950
ICICI LIMITED ADR COMMON 44926P103 1,397 62,100 SH DEFINED 1,6 62,100
ICOS VISION SYSTEMS NV COMMON B49233107 2,566 76,600 SH DEFINED 1 76,600
ICOS VISION SYSTEMS NV COMMON B49233107 8,643 258,000 SH DEFINED 1,5 258,000
ICOS VISION SYSTEMS NV COMMON B49233107 50 1,500 SH DEFINED 2 1,500
IDEC PHARMACEUTICALS CORP. COMMON 449370105 20 200 SH DEFINED 1,4 200
II-VI INC COMMON 902104108 3,800 100,000 SH DEFINED 1 100,000
IKON OFFICE SOLUTIONS INC COMMON 451713101 1,238 200,000 SH DEFINED 1,4 200,000
ILEX ONCOLOGY INC COMMON 451923106 4,536 108,000 SH DEFINED 1 108,000
ILEX ONCOLOGY INC COMMON 451923106 2,940 70,000 SH DEFINED 1,4 70,000
ILLINOIS TOOL WORKS COMMON 452308109 3,868 70,000 SH DEFINED 1,4 70,000
IMMERSION CORPORATION COMMON 452521107 5,196 86,600 SH DEFINED 1 86,600
IMMERSION CORPORATION COMMON 452521107 804 13,400 SH DEFINED 2 13,400
IMMUNEX CORP COMMON 452528102 4,758 75,000 SH DEFINED 1 75,000
IMPSAT FIBER NETWORKS INC COMMON 45321T103 5,314 189,800 SH DEFINED 1 189,800
IMPSAT FIBER NETWORKS INC COMMON 45321T103 316 11,300 SH DEFINED 2 11,300
IMS HEALTH INC COMMON 449934108 19,695 1,162,800 SH DEFINED 1 1,162,800
IMS HEALTH INC COMMON 449934108 136 8,000 SH DEFINED 1,4 8,000
IN FOCUS SYSTEMS COMMON 452919103 5,372 150,000 SH DEFINED 1 150,000
INCYTE PHARMACEUTICALS INC COMMON 45337C102 5,394 62,000 SH DEFINED 1 62,000
INCYTE PHARMACEUTICALS INC COMMON 45337C102 435 5,000 SH DEFINED 1,4 5,000
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INF BROADCASTING CORP-A COMMON 45662S102 38,457 1,187,850 SH DEFINED 1 1,187,850
INF BROADCASTING CORP-A COMMON 45662S102 204,850 6,327,400 SH DEFINED 1,2 6,327,400
INF BROADCASTING CORP-A COMMON 45662S102 10,010 309,200 SH DEFINED 1,5 309,200
INF BROADCASTING CORP-A COMMON 45662S102 2,488 76,550 SH DEFINED 2 76,550
INF BROADCASTING CORP-A COMMON 45662S102 1,633 50,425 SH DEFINED 2,3 50,425
INFOCURE CORP. COMMON 45665A108 5,471 314,900 SH DEFINED 1 314,900
INFONET SERVICES CORPORATION COMMON 45666T106 10,369 458,300 SH DEFINED 1 458,300
INFONET SERVICES CORPORATION COMMON 45666T106 1,305 58,000 SH DEFINED 2 58,000
INFORMATICA CORP COMMON 45666Q102 3,887 50,600 SH DEFINED 1 50,600
INFORMATION RESOURCE ENGINEE COMMON 45675F303 3,625 100,000 SH DEFINED 1 100,000
INFORTE CORP COMMON 45677R107 4,929 100,600 SH DEFINED 1 100,600
INFORTE CORP COMMON 45677R107 81 1,650 SH DEFINED 1,5 1,650
INFORTE CORP COMMON 45677R107 260 5,300 SH DEFINED 2 5,300
INFORTE CORP COMMON 45677R107 64 1,300 SH DEFINED 2,3 1,300
INFOSPACE.COM INC COMMON 45678T102 199,584 1,372,300 SH DEFINED 1 1,372,300
INFOSPACE.COM INC COMMON 45678T102 10,217 71,700 SH DEFINED 2 71,700
ING GROUP NV-SPONS ADR COMMON 456837103 3,300 60,000 SH DEFINED 1,7 60,000
INGERSOLL-RAND CO. COMMON 456866102 26,563 600,300 SH DEFINED 1 600,300
INKTOMI CORP COMMON 457277101 168,285 863,000 SH DEFINED 1 863,000
INKTOMI CORP COMMON 457277101 351,000 1,800,000 SH DEFINED 1,2 1,800,000
INKTOMI CORP COMMON 457277101 1,034 5,300 SH DEFINED 1,5 5,300
INKTOMI CORP COMMON 457277101 26,073 134,900 SH DEFINED 2 134,900
INKTOMI CORP COMMON 457277101 1,190 6,100 SH DEFINED 2,3 6,100
INSIGHT COMMUNICATIONS INC COMMON 45768V108 12,836 622,350 SH DEFINED 1 622,350
INSIGHT ENTERPRISES INC COMMON 45765U103 9,965 273,475 SH DEFINED 1 273,475
INSILICON CORP COMMON 45769H108 1,610 101,800 SH DEFINED 1 101,800
INSILICON CORP COMMON 45769H108 493 31,200 SH DEFINED 1,5 31,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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INTEGRATED DEVICE TECH INC COMMON 458118106 2,980 75,200 SH DEFINED 1 75,200
INTEGRATED DEVICE TECH INC COMMON 458118106 13,072 329,900 SH DEFINED 1,5 329,900
INTEGRATED DEVICE TECH INC COMMON 458118106 55 1,400 SH DEFINED 2 1,400
INTEGRATED MEASUREMENT
SYSTEMS COMMON 457923100 3,555 175,000 SH DEFINED 1 175,000
INTEL CORP COMMON 458140100 406,216 3,078,850 SH DEFINED 1 3,078,850
INTEL CORP COMMON 458140100 791,625 6,000,000 SH DEFINED 1,2 6,000,000
INTEL CORP COMMON 458140100 7,362 55,800 SH DEFINED 1,4 55,800
INTEL CORP COMMON 458140100 12,913 97,900 SH DEFINED 1,5 97,900
INTEL CORP COMMON 458140100 12,389 93,900 SH DEFINED 2 93,900
INTEL CORP COMMON 458140100 4,143 31,400 SH DEFINED 2,3 31,400
INTEREP NATL RADIO SALES-A COMMON 45866V109 2,018 301,800 SH DEFINED 1 301,800
INTERGRATED INFORMATION SYS COMMON 45817B103 545 25,000 SH DEFINED 1 25,000
INTERLEAF INC COMMON 458729209 7,896 168,000 SH DEFINED 1 168,000
INTERMEDIA COMM 7% CVT CONVERT 458801792 1,025 30,700 SH DEFINED 1 30,700
INTERMEDIA COMM COM STK COMMON 458801107 825 17,085 SH DEFINED 1 17,085
INTERMEDIA COMM COM STK COMMON 458801107 8,170 169,100 SH DEFINED 1,5 169,100
INTERMEDIA COMM COM STK COMMON 458801107 77 1,600 SH DEFINED 2 1,600
INTERNATIONAL HOME FOODS INC COMMON 459655106 2,400 150,000 SH DEFINED 1 150,000
INTERNATIONAL PAPER CO. COMMON 460146103 44,191 1,033,700 SH DEFINED 1 1,033,700
INTERNATIONAL PAPER CO. COMMON 460146103 1,312 30,700 SH DEFINED 1,4 30,700
INTERNET CAPITAL GROUP INC COMMON 46059C106 6,773 75,000 SH DEFINED 1 75,000
INTERNET CAPITAL GROUP INC COMMON 46059C106 181 2,000 SH DEFINED 2,3 2,000
INTERNET CAPITAL GRP CVT CONVERT 46059CAA4 1,067 1,200,000 PRN DEFINED 1 1,200,000
INTERPUBLIC GROUP COS INC. COMMON 460690100 41,599 880,400 SH DEFINED 1 880,400
INTERPUBLIC GROUP COS INC. COMMON 460690100 94,500 2,000,000 SH DEFINED 1,2 2,000,000
INTERPUBLIC GROUP COS INC. COMMON 460690100 5,670 120,000 SH DEFINED 2 120,000
INTERPUBLIC GROUP COS INC. COMMON 460690100 331 7,000 SH DEFINED 2,3 7,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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INTERSIL H LDG CORP WARRANT
144A COMMON 46069S117 556 800 SH DEFINED 1 800
INTERTAN INC COMMON 461120107 4,561 331,725 SH DEFINED 1 331,725
INTERTRUST TECHNOLOGIES CORP COMMON 46113Q109 9,138 215,000 SH DEFINED 1 215,000
INTERWAVE COMM INTL LTD COMMON G4911N102 1,030 34,200 SH DEFINED 1 34,200
INTIMATE BRANDS, INC. COMMON 461156101 8,561 208,800 SH DEFINED 1 208,800
INTIMATE BRANDS, INC. COMMON 461156101 61,500 1,500,000 SH DEFINED 1,2 1,500,000
INTIMATE BRANDS, INC. COMMON 461156101 319 7,800 SH DEFINED 1,5 7,800
INTIMATE BRANDS, INC. COMMON 461156101 6,166 150,400 SH DEFINED 2 150,400
INTIMATE BRANDS, INC. COMMON 461156101 209 5,100 SH DEFINED 2,3 5,100
INT'L BUSINESS MACHINE CORP COMMON 459200101 487,006 4,127,170 SH DEFINED 1 4,127,170
INT'L BUSINESS MACHINE CORP COMMON 459200101 8,708 73,800 SH DEFINED 1,4 73,800
INT'L BUSINESS MACHINE CORP COMMON 459200101 8,157 69,128 SH DEFINED 2 69,128
INTRABIOTICS PHARMACEUTICALS COMMON 46116T100 1,080 72,000 SH DEFINED 1 72,000
INTRANET SOLUTIONS INC COMMON 460939309 11,698 254,300 SH DEFINED 1 254,300
INTUIT INC COMMON 461202103 132,140 2,430,170 SH DEFINED 1 2,430,170
INTUIT INC COMMON 461202103 341,899 6,287,800 SH DEFINED 1,2 6,287,800
INTUIT INC COMMON 461202103 2,567 47,200 SH DEFINED 1,5 47,200
INTUIT INC COMMON 461202103 12,270 228,000 SH DEFINED 2 228,000
INTUIT INC COMMON 461202103 1,669 30,700 SH DEFINED 2,3 30,700
INVERSIONES Y
REPRESENTACIONSES GDR COMMON 450047204 1,111 35,566 SH DEFINED 1,6 35,566
INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 4,406 125,000 SH DEFINED 1 125,000
INVESTORS FINANCIAL
SERVICES CORP. COMMON 461915100 3,244 55,100 SH DEFINED 1 55,100
INVITROGEN CORP COMMON 46185R100 33,264 572,900 SH DEFINED 1 572,900
INVITROGEN CORP COMMON 46185R100 348 6,000 SH DEFINED 1,5 6,000
INVITROGEN CORP COMMON 46185R100 1,718 31,000 SH DEFINED 2 31,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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IONA TECHNOLOGIES PLC-ADR COMMON 46206P109 20,328 274,700 SH DEFINED 1 274,700
IONA TECHNOLOGIES PLC-ADR COMMON 46206P109 533 7,200 SH DEFINED 1,5 7,200
IONA TECHNOLOGIES PLC-ADR COMMON 46206P109 2,279 30,800 SH DEFINED 2 30,800
IRON MOUNTAIN INC COMMON 462846106 24,689 724,800 SH DEFINED 1 724,800
IRON MOUNTAIN INC COMMON 462846106 31 900 SH DEFINED 1,5 900
IRON MOUNTAIN INC COMMON 462846106 388 11,400 SH DEFINED 2 11,400
IRON MOUNTAIN INC COMMON 462846106 129 3,800 SH DEFINED 2,3 3,800
ISLE OF CAPRI CASINOS COMMON 464592104 6,250 500,000 SH DEFINED 1 500,000
ISS GROUP INC COMMON 450306105 75,364 646,900 SH DEFINED 1 646,900
ISS GROUP INC COMMON 450306105 117 1,000 SH DEFINED 1,5 1,000
ISS GROUP INC COMMON 450306105 5,732 49,200 SH DEFINED 2 49,200
ISS GROUP INC COMMON 450306105 501 4,300 SH DEFINED 2,3 4,300
ITC DELTACOM INC. COMMON 45031T104 9,576 268,800 SH DEFINED 1 268,800
IVAX CORP COMMON 465823102 13,561 497,650 SH DEFINED 1 497,650
IVAX CORP COMMON 465823102 111,725 4,100,000 SH DEFINED 1,2 4,100,000
IVAX CORP COMMON 465823102 818 30,000 SH DEFINED 1,4 30,000
IVAX CORP COMMON 465823102 16,466 604,250 SH DEFINED 1,5 604,250
IVAX CORP COMMON 465823102 117 4,300 SH DEFINED 2 4,300
IVAX CORP COMMON 465823102 811 29,750 SH DEFINED 2,3 29,750
J.D. EDWARDS & COMPANY COMMON 281667105 35,988 1,105,200 SH DEFINED 1 1,105,200
J.D. EDWARDS & COMPANY COMMON 281667105 138,391 4,250,000 SH DEFINED 1,2 4,250,000
J.D. EDWARDS & COMPANY COMMON 281667105 10,192 313,000 SH DEFINED 1,5 313,000
J.D. EDWARDS & COMPANY COMMON 281667105 12,885 395,700 SH DEFINED 2 395,700
J.D. EDWARDS & COMPANY COMMON 281667105 837 25,700 SH DEFINED 2,3 25,700
J.C. PENNY CORP. COMMON 708160106 2,231 150,000 SH DEFINED 1,4 150,000
J.P. MORGAN & COMPANY COMMON 616880100 461 3,500 SH DEFINED 1 3,500
JACK HENRY & ASSOCIATES,
INC. COMMON 426281101 25,975 704,400 SH DEFINED 1 704,400
JACK HENRY & ASSOCIATES,
INC. COMMON 426281101 81 2,200 SH DEFINED 1,5 2,200
JACK HENRY & ASSOCIATES,
INC. COMMON 426281101 1,269 34,400 SH DEFINED 2 34,400
JACK HENRY & ASSOCIATES,
INC. COMMON 426281101 369 10,000 SH DEFINED 2,3 10,000
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JACK IN THE BOX INC COMMON 466367109 16,082 754,600 SH DEFINED 1 754,600
JACK IN THE BOX INC COMMON 466367109 40 1,900 SH DEFINED 1,5 1,900
JACK IN THE BOX INC COMMON 466367109 740 34,700 SH DEFINED 2 34,700
JACK IN THE BOX INC COMMON 466367109 192 9,000 SH DEFINED 2,3 9,000
JAKKS PACIFIC INC COMMON 47012E106 7,935 368,000 SH DEFINED 1 368,000
JAZZTEL PLC-ADR COMMON 47214R152 23,051 284,800 SH DEFINED 1 284,800
JAZZTEL PLC-ADR COMMON 47214R152 1,546 19,100 SH DEFINED 2 19,100
JAZZTEL WARRANTS COMMON 47214R111 562 2,250 SH DEFINED 1 2,250
JDS UNIPHASE CORP COMMON 46612J101 903,207 7,491,604 SH DEFINED 1 7,491,604
JDS UNIPHASE CORP COMMON 46612J101 985,803 8,176,700 SH DEFINED 1,2 8,176,700
JDS UNIPHASE CORP COMMON 46612J101 15,083 125,140 SH DEFINED 1,5 125,140
JDS UNIPHASE CORP COMMON 46612J101 46,641 388,300 SH DEFINED 2 388,300
JDS UNIPHASE CORP COMMON 46612J101 4,230 35,088 SH DEFINED 2,3 35,088
JEFFERSON SMURFIT GRP ADR COMMON 47508W107 446 16,500 SH DEFINED 1 16,500
JOHNSON & JOHNSON COMMON 478160104 38,667 551,900 SH DEFINED 1 551,900
JOHNSON & JOHNSON COMMON 478160104 1,787 25,500 SH DEFINED 1,4 25,500
JOHNSON & JOHNSON COMMON 478160104 1,121 16,000 SH DEFINED 2 16,000
JOHNSON CONTROLS INC COMMON 478366107 5,623 104,000 SH DEFINED 1,4 104,000
JONES APPAREL GROUP INC. COMMON 480074103 16,186 507,801 SH DEFINED 1 507,801
JONES APPAREL GROUP INC. COMMON 480074103 113,603 3,564,000 SH DEFINED 1,2 3,564,000
JONES APPAREL GROUP INC. COMMON 480074103 793 24,900 SH DEFINED 1,5 24,900
JONES APPAREL GROUP INC. COMMON 480074103 9,452 296,526 SH DEFINED 2 296,526
JONES APPAREL GROUP INC. COMMON 480074103 383 12,000 SH DEFINED 2,3 12,000
JONES PHARMA INC. COMMON 480236108 43,868 1,444,225 SH DEFINED 1 1,444,225
JONES PHARMA INC. COMMON 480236108 168,184 5,536,912 SH DEFINED 1,2 5,536,912
JONES PHARMA INC. COMMON 480236108 479 15,775 SH DEFINED 1,5 15,775
JONES PHARMA INC. COMMON 480236108 13,093 431,062 SH DEFINED 2 431,062
JONES PHARMA INC. COMMON 480236108 648 21,325 SH DEFINED 2,3 21,325
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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JUNIPER NETWORKS CVT 4.75 CONVERT 48203RAA2 32,456 32,950,000 PRN DEFINED 1 32,950,000
JUNIPER NETWORKS CVT 4.75 CONVERT 48203RAA2 54,175 55,000,000 PRN DEFINED 1,2 55,000,000
JUNIPER NETWORKS CVT 4.75 CONVERT 48203RAA2 409 415,000 PRN DEFINED 1,5 415,000
JUNIPER NETWORKS CVT 4.75 CONVERT 48203RAA2 1,428 1,450,000 PRN DEFINED 2 1,450,000
JUNIPER NETWORKS CVT 4.75 CONVERT 48203RAA2 182 185,000 PRN DEFINED 2,3 185,000
JUNIPER NETWORKS INC COMMON 48203R104 99,258 376,600 SH DEFINED 1 376,600
JUNIPER NETWORKS INC COMMON 48203R104 60,329 228,900 SH DEFINED 1,2 228,900
JUNIPER NETWORKS INC COMMON 48203R104 7,084 26,700 SH DEFINED 2 26,700
JUNIPER NETWORKS INC COMMON 48203R104 184 700 SH DEFINED 2,3 700
KANSAS CITY SOUTHERN
INDUSTRIES COMMON 485170104 174,720 2,033,100 SH DEFINED 1 2,033,100
KANSAS CITY SOUTHERN
INDUSTRIES COMMON 485170104 356,641 4,150,000 SH DEFINED 1,2 4,150,000
KANSAS CITY SOUTHERN
INDUSTRIES COMMON 485170104 3,171 36,900 SH DEFINED 1,5 36,900
KANSAS CITY SOUTHERN
INDUSTRIES COMMON 485170104 17,681 205,500 SH DEFINED 2 205,500
KANSAS CITY SOUTHERN
INDUSTRIES COMMON 485170104 1,134 13,200 SH DEFINED 2,3 13,200
KEANE INC COMMON 486665102 12,701 503,000 SH DEFINED 1 503,000
KEANE INC COMMON 486665102 40 1,600 SH DEFINED 1,5 1,600
KEANE INC COMMON 486665102 603 23,900 SH DEFINED 2 23,900
KEANE INC COMMON 486665102 179 7,100 SH DEFINED 2,3 7,100
KEEBLER FOODS CO COMMON 487256109 9,955 347,000 SH DEFINED 1 347,000
KEEBLER FOODS CO COMMON 487256109 1,089 38,000 SH DEFINED 2 38,000
KEITHLEY INSTRUMENTS INC COMMON 487584104 5,953 125,000 SH DEFINED 1 125,000
KEMET CORPORATION COMMON 488360108 10,993 173,800 SH DEFINED 1 173,800
KEMET CORPORATION COMMON 488360108 8,804 139,200 SH DEFINED 1,5 139,200
KEMET CORPORATION COMMON 488360108 51 800 SH DEFINED 2 800
KENNAMETAL INC. COMMON 489170100 2,772 92,200 SH DEFINED 1 92,200
KENT ELECTRONICS CORP. COMMON 490553104 11,675 400,000 SH DEFINED 1 400,000
KERR-MCGEE CORP COMMON 492386107 13,976 242,000 SH DEFINED 1 242,000
KERR-MCGEE CORP COMMON 492386107 326 5,637 SH DEFINED 1,5 5,637
KERR-MCGEE CORP COMMON 492386107 1,848 32,000 SH DEFINED 2 32,000
KERR-MCGEE CVT CONVERT 492386AP2 1,155 1,000,000 PRN DEFINED 1 1,000,000
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KEY ENERGY GROUP INCK COMMON 492914106 19,393 1,668,200 SH DEFINED 1 1,668,200
KEYNOTE SYSTEMS INC COMMON 493308100 6,227 60,900 SH DEFINED 1 60,900
KILROY REALTY CORP COMMON 49427F108 1,278 60,700 SH DEFINED 1,4 60,700
KIMBERLY-CLARK CORP COMMON 494368103 274,288 4,898,000 SH DEFINED 1 4,898,000
KIMBERLY-CLARK CORP COMMON 494368103 3,416 61,000 SH DEFINED 1,4 61,000
KIMBERLY-CLARK CORP COMMON 494368103 4,004 71,500 SH DEFINED 2 71,500
KIMCO REALTY CORP. COMMON 49446R109 2,741 73,100 SH DEFINED 1,4 73,100
KINDER MORGAN INC COMMON 49455P101 37,884 1,098,100 SH DEFINED 1 1,098,100
KINDER MORGAN INC COMMON 49455P101 72 2,100 SH DEFINED 1,5 2,100
KINDER MORGAN INC COMMON 49455P101 1,449 42,000 SH DEFINED 2 42,000
KINDER MORGAN INC COMMON 49455P101 321 9,300 SH DEFINED 2,3 9,300
KING PHARMACEUTICALS COM STK COMMON 495582108 870 27,622 SH DEFINED 1 27,622
KING PHARMACEUTICALS COM STK COMMON 495582108 426 13,514 SH DEFINED 1,4 13,514
KLA-TENCOR CORPORATION COMMON 482480100 16,875 200,300 SH DEFINED 1 200,300
KLA-TENCOR CORPORATION COMMON 482480100 214,838 2,550,000 SH DEFINED 1,2 2,550,000
KLA-TENCOR CORPORATION COMMON 482480100 2,612 31,000 SH DEFINED 1,5 31,000
KLA-TENCOR CORPORATION COMMON 482480100 8,299 98,500 SH DEFINED 2 98,500
KLA-TENCOR CORPORATION COMMON 482480100 1,011 12,000 SH DEFINED 2,3 12,000
KMC TELECOM HLDNGS-WTSEXP
4/15/08 COMMON 482562121 0 35 SH DEFINED 1 35
KNIGHT TRIMARK GROUP INC A COMMON 499068104 24,638 483,100 SH DEFINED 1 483,100
KNIGHT TRIMARK GROUP INC A COMMON 499068104 76,500 1,500,000 SH DEFINED 1,2 1,500,000
KNIGHT TRIMARK GROUP INC A COMMON 499068104 383 7,500 SH DEFINED 1,5 7,500
KNIGHT TRIMARK GROUP INC A COMMON 499068104 6,258 122,700 SH DEFINED 2 122,700
KNIGHT TRIMARK GROUP INC A COMMON 499068104 260 5,100 SH DEFINED 2,3 5,100
KNOLOGY INC 144A EXP
10/22/07 COMMON 499183119 212 53,095 SH DEFINED 1 53,095
KNOLOGY INC 144A EXP
10/22/07 COMMON 499183119 2 500 SH DEFINED 2,3 500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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KOHLS CORPORATION COMMON 500255104 45,920 448,000 SH DEFINED 1 448,000
KOHLS CORPORATION COMMON 500255104 340,833 3,325,200 SH DEFINED 1,2 3,325,200
KOHLS CORPORATION COMMON 500255104 14,002 136,600 SH DEFINED 2 136,600
KOHLS CORPORATION COMMON 500255104 820 8,000 SH DEFINED 2,3 8,000
KOPIN CORP COMMON 500600101 69,472 1,010,500 SH DEFINED 1 1,010,500
KOPIN CORP COMMON 500600101 653 9,500 SH DEFINED 1,5 9,500
KOPIN CORP COMMON 500600101 4,579 66,600 SH DEFINED 2 66,600
KOPIN CORP COMMON 500600101 743 10,800 SH DEFINED 2,3 10,800
KOREA TELECOM CORP - SPONS
ADR COMMON 50063P103 53,940 1,232,906 SH DEFINED 1 1,232,906
KOREA TELECOM CORP - SPONS
ADR COMMON 50063P103 3,892 88,950 SH DEFINED 1,6 88,950
KOREA TELECOM CORP - SPONS
ADR COMMON 50063P103 656 15,000 SH DEFINED 1,7 15,000
KOREA TELECOM CORP - SPONS
ADR COMMON 50063P103 5,128 117,219 SH DEFINED 2 117,219
KOREA TELECOM CORP - SPONS
ADR COMMON 50063P103 158 3,600 SH DEFINED 2,3 3,600
KORN/FERRY INTERNATIONAL COMMON 500643200 9,053 304,300 SH DEFINED 1 304,300
KPNQWEST NV COMMON N50919104 8,138 150,000 SH DEFINED 1 150,000
KPNQWEST NV COMMON N50919104 954 18,000 SH DEFINED 2 18,000
KROGER CORPORATION COMMON 501044101 384,570 21,897,200 SH DEFINED 1 21,897,200
KROGER CORPORATION COMMON 501044101 5,093 290,000 SH DEFINED 2 290,000
KRONOS INC COMMON 501052104 5,658 191,000 SH DEFINED 1 191,000
KRONOS INC COMMON 501052104 12 400 SH DEFINED 1,5 400
KRONOS INC COMMON 501052104 178 6,000 SH DEFINED 2 6,000
KRONOS INC COMMON 501052104 59 2,000 SH DEFINED 2,3 2,000
KULICKE & SOFFA INDUSTRIES COMMON 501242101 4,805 75,000 SH DEFINED 1 75,000
KYOCERA CORP ADR COMMON 501556203 23,041 138,800 SH DEFINED 1 138,800
KYOCERA CORP ADR COMMON 501556203 4,648 28,000 SH DEFINED 1,7 28,000
L S I LOGIC CORP COMMON 502161102 34,083 469,300 SH DEFINED 1 469,300
L S I LOGIC CORP COMMON 502161102 363,125 5,000,000 SH DEFINED 1,2 5,000,000
L S I LOGIC CORP COMMON 502161102 2,556 35,200 SH DEFINED 1,5 35,200
L S I LOGIC CORP COMMON 502161102 10,632 146,400 SH DEFINED 2 146,400
L S I LOGIC CORP COMMON 502161102 2,193 30,200 SH DEFINED 2,3 30,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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LAM RESEARCH CORP. COMMON 512807108 8,494 188,500 SH DEFINED 1 188,500
LAM RESEARCH CORP. COMMON 512807108 28,714 636,400 SH DEFINED 1,5 636,400
LAM RESEARCH CORP. COMMON 512807108 2,361 52,400 SH DEFINED 2 52,400
LAMAR ADVERTISING CO COMMON 512815101 47,395 1,041,650 SH DEFINED 1 1,041,650
LAMAR ADVERTISING CO COMMON 512815101 165,370 3,634,500 SH DEFINED 1,2 3,634,500
LAMAR ADVERTISING CO COMMON 512815101 5,078 111,600 SH DEFINED 1,5 111,600
LAMAR ADVERTISING CO COMMON 512815101 15,265 335,500 SH DEFINED 2 335,500
LAMAR ADVERTISING CO COMMON 512815101 705 15,500 SH DEFINED 2,3 15,500
LANTE CORP COMMON 516540101 1,276 42,000 SH DEFINED 1 42,000
LATTICE SEMICONDUCTOR 144A
4.75 CONVERT 518415AA2 7,015 4,000,000 PRN DEFINED 1 4,000,000
LATTICE SEMICONDUCTOR CORP COMMON 518415104 12,996 192,000 SH DEFINED 1 192,000
LEAR CORPORATION COMMON 521865105 23,918 850,400 SH DEFINED 1 850,400
LEHMAN BROTHERS HOLDING INC COMMON 524908100 5,859 60,400 SH DEFINED 1 60,400
LEHMAN BROTHERS HOLDING INC COMMON 524908100 25,239 260,200 SH DEFINED 1,5 260,200
LEHMAN BROTHERS HOLDING INC COMMON 524908100 116 1,200 SH DEFINED 2 1,200
LEVEL 3 COMM CVT 6 CONVERT 52729NAS9 17,396 17,505,000 PRN DEFINED 1 17,505,000
LEVEL 3 COMM CVT 6 CONVERT 52729NAS9 492 495,000 PRN DEFINED 1,5 495,000
LEVEL 3 COMM CVT 6 CONVERT 52729NAS9 1,988 2,000,000 PRN DEFINED 2 2,000,000
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 23,001 217,500 SH DEFINED 1 217,500
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 90,945 860,000 SH DEFINED 1,2 860,000
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 5,266 49,800 SH DEFINED 2 49,800
LEVEL 3 COMMUNICATIONS INC. COMMON 52729N100 307 2,900 SH DEFINED 2,3 2,900
LEXMARK HOLDING, INC. COMMON 529771107 729,358 6,897,000 SH DEFINED 1 6,897,000
LEXMARK HOLDING, INC. COMMON 529771107 19,870 187,900 SH DEFINED 1,5 187,900
LEXMARK HOLDING, INC. COMMON 529771107 10,712 101,300 SH DEFINED 2 101,300
LIBERTY PROPERTY TRUST COMMON 531172104 3,362 140,450 SH DEFINED 1,4 140,450
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LIFEPOINT HOSPITALS INC COMMON 53219L109 29,330 1,764,200 SH DEFINED 1 1,764,200
LIFEPOINT HOSPITALS INC COMMON 53219L109 33 2,000 SH DEFINED 1,4 2,000
LIFEPOINT HOSPITALS INC COMMON 53219L109 40 2,400 SH DEFINED 1,5 2,400
LIFEPOINT HOSPITALS INC COMMON 53219L109 620 37,300 SH DEFINED 2 37,300
LIFEPOINT HOSPITALS INC COMMON 53219L109 183 11,000 SH DEFINED 2,3 11,000
LILLY (ELI) & CO COMMON 532457108 9,034 143,400 SH DEFINED 1 143,400
LILLY (ELI) & CO COMMON 532457108 4,618 73,300 SH DEFINED 1,4 73,300
LILLY (ELI) & CO COMMON 532457108 1,417 22,500 SH DEFINED 2 22,500
LINCARE HOLDINGS INC. COMMON 532791100 6,075 214,100 SH DEFINED 1 214,100
LINCARE HOLDINGS INC. COMMON 532791100 62,138 2,189,900 SH DEFINED 1,2 2,189,900
LINCARE HOLDINGS INC. COMMON 532791100 312 11,000 SH DEFINED 1,5 11,000
LINCARE HOLDINGS INC. COMMON 532791100 5,130 180,800 SH DEFINED 2 180,800
LINCARE HOLDINGS INC. COMMON 532791100 213 7,500 SH DEFINED 2,3 7,500
LINEAR TECHNOLOGY CORP. COMMON 535678106 33,000 600,000 SH DEFINED 1 600,000
LINEAR TECHNOLOGY CORP. COMMON 535678106 181,500 3,300,000 SH DEFINED 1,2 3,300,000
LINEAR TECHNOLOGY CORP. COMMON 535678106 7,887 143,400 SH DEFINED 2 143,400
LINEAR TECHNOLOGY CORP. COMMON 535678106 462 8,400 SH DEFINED 2,3 8,400
LINENS 'N THINGS INC COMMON 535679104 48,584 1,418,500 SH DEFINED 1 1,418,500
LINENS 'N THINGS INC COMMON 535679104 642 18,700 SH DEFINED 1,5 18,700
LINENS 'N THINGS INC COMMON 535679104 5,248 153,100 SH DEFINED 2 153,100
LINENS 'N THINGS INC COMMON 535679104 380 11,100 SH DEFINED 2,3 11,100
LIZ CLAIBORNE, INC. COMMON 539320101 2,795 61,000 SH DEFINED 1,4 61,000
LOCAL FINANCIAL CORP COMMON 539553107 3,033 354,200 SH DEFINED 1 354,200
LOCKHEAD MARTIN CORPORATION COMMON 539830109 2,248 110,000 SH DEFINED 1,4 110,000
LOEWS CORP COMMON 540424108 3,695 73,900 SH DEFINED 1,4 73,900
LONDON PACIFIC GROUP ADR COMMON 542073101 23,250 1,000,000 SH DEFINED 1 1,000,000
LONDON PACIFIC GROUP ADR COMMON 542073101 778 33,600 SH DEFINED 1,5 33,600
LONDON PACIFIC GROUP ADR COMMON 542073101 2,409 103,600 SH DEFINED 2 103,600
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
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LOOKSMART LTD COMMON 543442107 6,785 154,200 SH DEFINED 1 154,200
LOOKSMART LTD COMMON 543442107 581 13,200 SH DEFINED 1,5 13,200
LOOKSMART LTD COMMON 543442107 2,693 61,200 SH DEFINED 2 61,200
LORAL SPACE & COMMUNICATIONS COMMON G56462107 27 2,664 SH DEFINED 1 2,664
LOUIS DREYFUS NATURAL GAS COMMON 546011107 11,560 340,000 SH DEFINED 1 340,000
LOWE'S COMPANIES, INC. COMMON 548661107 277,561 4,754,800 SH DEFINED 1 4,754,800
LOWE'S COMPANIES, INC. COMMON 548661107 384,172 6,581,100 SH DEFINED 1,2 6,581,100
LOWE'S COMPANIES, INC. COMMON 548661107 4,372 74,900 SH DEFINED 1,4 74,900
LOWE'S COMPANIES, INC. COMMON 548661107 11,979 205,200 SH DEFINED 1,5 205,200
LOWE'S COMPANIES, INC. COMMON 548661107 14,290 244,800 SH DEFINED 2 244,800
LOWE'S COMPANIES, INC. COMMON 548661107 1,430 24,500 SH DEFINED 2,3 24,500
LTX CORP COMMON 502392103 13,638 301,800 SH DEFINED 1 301,800
LTX CORP COMMON 502392103 41 900 SH DEFINED 1,5 900
LTX CORP COMMON 502392103 655 14,500 SH DEFINED 2 14,500
LTX CORP COMMON 502392103 194 4,300 SH DEFINED 2,3 4,300
LUCENT TECHNOLOGIES, INC. COMMON 549463107 78,975 1,300,000 PUT DEFINED 1 1,300,000
LUCENT TECHNOLOGIES, INC. COMMON 549463107 76,484 1,259,000 SH DEFINED 1 1,259,000
LUCENT TECHNOLOGIES, INC. COMMON 549463107 4,526 74,500 SH DEFINED 2 74,500
LUMINEX CORP COMMON 55027E102 4,866 225,000 SH DEFINED 1 225,000
LYCOS, INC. COMMON 550818108 2,002 28,500 CALL DEFINED 1 28,500
LYCOS, INC. COMMON 550818108 34,844 496,000 SH DEFINED 1 496,000
LYCOS, INC. COMMON 550818108 323,150 4,600,000 SH DEFINED 1,2 4,600,000
LYCOS, INC. COMMON 550818108 913 13,000 SH DEFINED 1,5 13,000
LYCOS, INC. COMMON 550818108 21,778 310,000 SH DEFINED 2 310,000
LYCOS, INC. COMMON 550818108 1,159 16,500 SH DEFINED 2,3 16,500
MACROMEDIA COMMON 556100105 41,499 459,500 SH DEFINED 1 459,500
MACROMEDIA COMMON 556100105 1,075 11,900 SH DEFINED 1,5 11,900
MACROMEDIA COMMON 556100105 4,037 44,700 SH DEFINED 2 44,700
MACROMEDIA COMMON 556100105 289 3,200 SH DEFINED 2,3 3,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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MACROVISION CORP COMMON 555904101 84,532 981,500 SH DEFINED 1 981,500
MACROVISION CORP COMMON 555904101 1,266 14,700 SH DEFINED 1,5 14,700
MACROVISION CORP COMMON 555904101 7,278 84,500 SH DEFINED 2 84,500
MACROVISION CORP COMMON 555904101 698 8,100 SH DEFINED 2,3 8,100
MADECO SA SPONS ADR COMMON 556304103 1,419 129,000 SH DEFINED 1 129,000
MALLINCKRODT, INC.OCK COMMON 561232109 2,875 100,000 SH DEFINED 1 100,000
MANOR CARE INC COMMON 564055101 21,608 1,600,600 SH DEFINED 1 1,600,600
MANUFACTURED HOME COMMUNITIE COMMON 564682102 463 20,000 SH DEFINED 1,4 20,000
MARCHFIRST, INC. COMMON 566244109 44,451 1,245,567 SH DEFINED 1 1,245,567
MARCHFIRST, INC. COMMON 566244109 54,216 1,519,200 SH DEFINED 1,2 1,519,200
MARCHFIRST, INC. COMMON 566244109 2,470 69,200 SH DEFINED 2 69,200
MARCHFIRST, INC. COMMON 566244109 132 3,700 SH DEFINED 2,3 3,700
MARIMBA COMMON 56781Q109 750 17,000 SH DEFINED 1 17,000
MARINE DRILLING CO INC COMMON 568240204 35,290 1,286,200 SH DEFINED 1 1,286,200
MARINE DRILLING CO INC COMMON 568240204 91 3,300 SH DEFINED 1,5 3,300
MARINE DRILLING CO INC COMMON 568240204 1,451 52,900 SH DEFINED 2 52,900
MARINE DRILLING CO INC COMMON 568240204 373 13,600 SH DEFINED 2,3 13,600
MARSH & MCLENNAN COMPANIES,
INC. COMMON 571748102 33,700 305,500 SH DEFINED 1 305,500
MARSH & MCLENNAN COMPANIES,
INC. COMMON 571748102 66,188 600,000 SH DEFINED 1,2 600,000
MARSH & MCLENNAN COMPANIES,
INC. COMMON 571748102 7,722 70,000 SH DEFINED 1,4 70,000
MARTEK BIOSCIENCES CORP COMMON 572901106 131 10,000 CALL DEFINED 1 10,000
MARTIN MARIETTA MATERIALS,
INC. COMMON 573284106 3,325 70,000 SH DEFINED 1 70,000
MASTEC INC COMMON 576323109 44,833 503,742 SH DEFINED 1 503,742
MASTEC INC COMMON 576323109 142 1,598 SH DEFINED 1,5 1,598
MASTEC INC COMMON 576323109 2,626 29,500 SH DEFINED 2 29,500
MASTEC INC COMMON 576323109 639 7,177 SH DEFINED 2,3 7,177
MATAV RT COMMON 559776109 16,382 367,100 SH DEFINED 1 367,100
MATAV RT COMMON 559776109 54 1,200 SH DEFINED 1,6 1,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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MATRIXONE INC COMMON 57685P304 7,988 200,000 SH DEFINED 1 200,000
MATTEL INC. COMMON 577081102 35,656 3,416,160 SH DEFINED 1 3,416,160
MATTEL INC. COMMON 577081102 1,722 165,000 SH DEFINED 1,4 165,000
MAVERICK TUBE CORP COMMON 577914104 35,931 1,107,700 SH DEFINED 1 1,107,700
MAVERICK TUBE CORP COMMON 577914104 78 2,400 SH DEFINED 1,5 2,400
MAVERICK TUBE CORP COMMON 577914104 2,011 62,000 SH DEFINED 2 62,000
MAVERICK TUBE CORP COMMON 577914104 464 14,300 SH DEFINED 2,3 14,300
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 32,717 460,400 SH DEFINED 1 460,400
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 142,125 2,000,000 SH DEFINED 1,2 2,000,000
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 7,860 110,600 SH DEFINED 2 110,600
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 476 6,700 SH DEFINED 2,3 6,700
MAXIMUS INC COMMON 577933104 13,951 457,400 SH DEFINED 1 457,400
MAXIMUS INC COMMON 577933104 955 31,300 SH DEFINED 2 31,300
MAXYGEN COMMON 577776107 2,608 40,000 SH DEFINED 1 40,000
MBNA CORP. COMMON 55262L100 1,556 61,000 SH DEFINED 1 61,000
MC DONALDS CORP COMMON 580135101 1,506 40,100 SH DEFINED 1,4 40,100
MCCAW INTL LTD WTS EXP
4/15/07 COMMON 579472119 484 39,500 SH DEFINED 1 39,500
MCCAW INTL LTD WTS EXP
4/15/07 COMMON 579472119 0 10 SH DEFINED 2 10
MCGRAW HILL COMMON 580645109 14,742 324,000 SH DEFINED 1 324,000
MCI/WORLDCOM INC COMMON 55268B106 567,488 12,523,869 SH DEFINED 1 12,523,869
MCI/WORLDCOM INC COMMON 55268B106 3,229 71,250 SH DEFINED 1,4 71,250
MCI/WORLDCOM INC COMMON 55268B106 9,611 212,100 SH DEFINED 2 212,100
MCK COMMUNICATIONS COMMON 581243102 4,788 100,000 SH DEFINED 1 100,000
MCKESSON HBOC INC COMMON 58155Q103 45,948 2,188,000 SH DEFINED 1 2,188,000
MCLEOD INC COMMON 582266102 34,273 404,100 SH DEFINED 1 404,100
MCLEOD INC COMMON 582266102 3,867 45,600 SH DEFINED 2 45,600
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MEAD CORP COMMON 582834107 4,018 115,000 SH DEFINED 1 115,000
MEADE INSTRUMENTS CORP COMMON 583062104 24,240 351,300 SH DEFINED 1 351,300
MEADE INSTRUMENTS CORP COMMON 583062104 41 600 SH DEFINED 1,5 600
MEADE INSTRUMENTS CORP COMMON 583062104 718 10,400 SH DEFINED 2 10,400
MEADE INSTRUMENTS CORP COMMON 583062104 179 2,600 SH DEFINED 2,3 2,600
MEDIA 100 INC COMMON 58440W105 13,950 400,000 SH DEFINED 1 400,000
MEDIA METRIX INC COMMON 58440X103 1,386 33,000 SH DEFINED 1 33,000
MEDIAONE GROUP 7.00% CONVERT 58440J500 1,674 32,200 SH DEFINED 1 32,200
MEDIAONE GROUP INC COMMON 58440J104 48,632 600,400 SH DEFINED 1 600,400
MEDICAL ASSURANCE INC. COMMON 58449U100 968 50,767 SH DEFINED 1 50,767
MEDICALOGIC INC COMMON 584642102 1,652 95,100 SH DEFINED 1 95,100
MEDICIS PHARMACEUTICAL CL A COMMON 584690309 34,848 871,200 SH DEFINED 1 871,200
MEDICIS PHARMACEUTICAL CL A COMMON 584690309 48,000 1,200,000 SH DEFINED 1,2 1,200,000
MEDICIS PHARMACEUTICAL CL A COMMON 584690309 846 21,150 SH DEFINED 1,5 21,150
MEDICIS PHARMACEUTICAL CL A COMMON 584690309 12,264 306,600 SH DEFINED 2 306,600
MEDICIS PHARMACEUTICAL CL A COMMON 584690309 278 6,950 SH DEFINED 2,3 6,950
MEDTRONIC INC COMMON 585055106 184,568 3,588,200 SH DEFINED 1 3,588,200
MEDTRONIC INC COMMON 585055106 377,356 7,336,200 SH DEFINED 1,2 7,336,200
MEDTRONIC INC COMMON 585055106 19,413 377,400 SH DEFINED 2 377,400
MEDTRONIC INC COMMON 585055106 1,523 29,600 SH DEFINED 2,3 29,600
MELLON FINANCIAL CORP COMMON 58551A108 1,003 34,000 SH DEFINED 1 34,000
MENTOR CORP COMMON 587188103 5,346 198,000 SH DEFINED 1 198,000
MENTOR CORP COMMON 587188103 1,890 70,000 SH DEFINED 1,4 70,000
MERCK & CO. COMMON 589331107 37,207 598,900 SH DEFINED 1 598,900
MERCK & CO. COMMON 589331107 9,654 155,400 SH DEFINED 1,4 155,400
MERCK & CO. COMMON 589331107 1,180 19,000 SH DEFINED 2 19,000
MERCURY COMPUTER SYSTEMS INC COMMON 589378108 8,553 175,000 SH DEFINED 1 175,000
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MERCURY INTERACTIVE CORP COMMON 589405109 90,329 1,139,800 SH DEFINED 1 1,139,800
MERCURY INTERACTIVE CORP COMMON 589405109 967 12,200 SH DEFINED 1,5 12,200
MERCURY INTERACTIVE CORP COMMON 589405109 5,151 65,000 SH DEFINED 2 65,000
MERCURY INTERACTIVE CORP COMMON 589405109 642 8,100 SH DEFINED 2,3 8,100
MEREDITH CORP COMMON 589433101 2,907 105,000 SH DEFINED 1 105,000
MERIX CORP COMMON 590049102 2,325 100,000 SH DEFINED 1 100,000
MERRILL LYNCH & COMPANY COMMON 590188108 457,146 4,353,770 SH DEFINED 1 4,353,770
MERRILL LYNCH & COMPANY COMMON 590188108 105,000 1,000,000 SH DEFINED 1,2 1,000,000
MERRILL LYNCH & COMPANY COMMON 590188108 7,949 75,700 SH DEFINED 2 75,700
METHODE ELECTRON (A) COMMON 591520200 37,178 736,200 SH DEFINED 1 736,200
METHODE ELECTRON (A) COMMON 591520200 2,000 39,600 SH DEFINED 1,5 39,600
METHODE ELECTRON (A) COMMON 591520200 3,136 62,100 SH DEFINED 2 62,100
METROMEDIA FIBER NETWORK-A COMMON 591689104 12,094 125,000 SH DEFINED 1 125,000
METROMEDIA FIBER NETWORK-A COMMON 591689104 193,500 2,000,000 SH DEFINED 1,2 2,000,000
METROMEDIA FIBER NETWORK-A COMMON 591689104 11,571 119,600 SH DEFINED 2 119,600
METROMEDIA FIBER NETWORK-A COMMON 591689104 677 7,000 SH DEFINED 2,3 7,000
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 24,448 597,200 SH DEFINED 1 597,200
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 33 800 SH DEFINED 1,5 800
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 610 14,900 SH DEFINED 2 14,900
METTLER-TOLEDO INTERNATIONAL COMMON 592688105 156 3,800 SH DEFINED 2,3 3,800
MGIC INVESTMENT CORPORATION COMMON 552848103 45,291 1,038,200 SH DEFINED 1 1,038,200
MGIC INVESTMENT CORPORATION COMMON 552848103 8,681 199,000 SH DEFINED 1,4 199,000
MGIC INVESTMENT CORPORATION COMMON 552848103 1,447 33,200 SH DEFINED 2 33,200
MIAMI COMPUTER SUPPLY CORP COMMON 593261100 12,647 403,081 SH DEFINED 1 403,081
MIAMI COMPUTER SUPPLY CORP COMMON 593261100 28 900 SH DEFINED 1,5 900
MIAMI COMPUTER SUPPLY CORP COMMON 593261100 515 16,400 SH DEFINED 2 16,400
MIAMI COMPUTER SUPPLY CORP COMMON 593261100 135 4,300 SH DEFINED 2,3 4,300
MICHAELS STORES INC. COMMON 594087108 40,990 1,005,900 SH DEFINED 1 1,005,900
MICHAELS STORES INC. COMMON 594087108 102 2,500 SH DEFINED 1,5 2,500
MICHAELS STORES INC. COMMON 594087108 1,875 46,000 SH DEFINED 2 46,000
MICHAELS STORES INC. COMMON 594087108 436 10,700 SH DEFINED 2,3 10,700
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MICREL INC. COMMON 594793101 67,882 707,100 SH DEFINED 1 707,100
MICREL INC. COMMON 594793101 8,813 91,800 SH DEFINED 1,5 91,800
MICREL INC. COMMON 594793101 3,792 39,500 SH DEFINED 2 39,500
MICREL INC. COMMON 594793101 413 4,300 SH DEFINED 2,3 4,300
MICROCELL TELE COMM COM STK COMMON 59501T304 28,496 642,157 SH DEFINED 1 642,157
MICROCELL TELE COMM COM STK COMMON 59501T304 6,288 141,700 SH DEFINED 1,5 141,700
MICROCHIP TECHNOLOGY INC. COMMON 595017104 187,427 2,850,600 SH DEFINED 1 2,850,600
MICROCHIP TECHNOLOGY INC. COMMON 595017104 121,191 1,843,212 SH DEFINED 1,2 1,843,212
MICROCHIP TECHNOLOGY INC. COMMON 595017104 559 8,500 SH DEFINED 1,5 8,500
MICROCHIP TECHNOLOGY INC. COMMON 595017104 16,031 243,825 SH DEFINED 2 243,825
MICROCHIP TECHNOLOGY INC. COMMON 595017104 1,759 26,750 SH DEFINED 2,3 26,750
MICROMUSE INC. COMMON 595094103 51,083 368,000 SH DEFINED 1 368,000
MICROMUSE INC. COMMON 595094103 791 5,700 SH DEFINED 1,5 5,700
MICROMUSE INC. COMMON 595094103 4,650 33,500 SH DEFINED 2 33,500
MICROMUSE INC. COMMON 595094103 500 3,600 SH DEFINED 2,3 3,600
MICROS SYSTEMS INC. COMMON 594901100 19,032 302,400 SH DEFINED 1 302,400
MICROS SYSTEMS INC. COMMON 594901100 50 800 SH DEFINED 1,5 800
MICROS SYSTEMS INC. COMMON 594901100 1,190 18,900 SH DEFINED 2 18,900
MICROS SYSTEMS INC. COMMON 594901100 239 3,800 SH DEFINED 2,3 3,800
MICROSOFT CORPORATION COMMON 594918104 1,753 16,500 CALL DEFINED 1 16,500
MICROSOFT CORPORATION COMMON 594918104 1,753 16,500 PUT DEFINED 1 16,500
MICROSOFT CORPORATION COMMON 594918104 907,183 8,538,191 SH DEFINED 1 8,538,191
MICROSOFT CORPORATION COMMON 594918104 881,875 8,300,000 SH DEFINED 1,2 8,300,000
MICROSOFT CORPORATION COMMON 594918104 33,426 314,600 SH DEFINED 2 314,600
MICROSOFT CORPORATION COMMON 594918104 2,646 24,900 SH DEFINED 2,3 24,900
MILLENIUM SEACARI WTS EXP
7/15/03 COMMON 60036B115 0 100 SH DEFINED 1 100
MILLENNIUM PHARMACEUTICALS,
INC. COMMON 599902103 65 500 SH DEFINED 1,4 500
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MILLIPORE CORP COMMON 601073109 28,529 505,500 SH DEFINED 1 505,500
MILLIPORE CORP COMMON 601073109 141,094 2,500,000 SH DEFINED 1,2 2,500,000
MILLIPORE CORP COMMON 601073109 113 2,000 SH DEFINED 1,4 2,000
MILLIPORE CORP COMMON 601073109 678 12,000 SH DEFINED 1,5 12,000
MILLIPORE CORP COMMON 601073109 13,014 230,600 SH DEFINED 2 230,600
MILLIPORE CORP COMMON 601073109 649 11,500 SH DEFINED 2,3 11,500
MINNESOTA MINING &
MANUFACTURING CO COMMON 604059105 903 10,200 SH DEFINED 1 10,200
MINNESOTA MINING &
MANUFACTURING CO COMMON 604059105 3,852 43,500 SH DEFINED 1,4 43,500
MINNESOTA MINING &
MANUFACTURING CO COMMON 604059105 177 2,000 SH DEFINED 1,5 2,000
MINNTECH CORP COMMON 604258103 1,575 210,000 SH DEFINED 1 210,000
MINNTECH CORP COMMON 604258103 975 130,000 SH DEFINED 1,4 130,000
MIPS TECHNOLOGIES INC COMMON 604567107 5,757 103,500 SH DEFINED 1 103,500
MIPS TECHNOLOGIES INC COMMON 604567107 111 2,000 SH DEFINED 1,5 2,000
MIPS TECHNOLOGIES INC COMMON 604567107 417 7,500 SH DEFINED 2 7,500
MIRVANT MEDICAL TECHNOLOGY COMMON 604690107 545 35,000 SH DEFINED 1 35,000
MIRVANT MEDICAL TECHNOLOGY COMMON 604690107 389 25,000 SH DEFINED 1,4 25,000
MISSION CRITICAL SOFTWARE COMMON 605047109 13,258 216,900 SH DEFINED 1 216,900
MISSION CRITICAL SOFTWARE COMMON 605047109 37 600 SH DEFINED 1,5 600
MISSION CRITICAL SOFTWARE COMMON 605047109 642 10,500 SH DEFINED 2 10,500
MISSION CRITICAL SOFTWARE COMMON 605047109 183 3,000 SH DEFINED 2,3 3,000
MITCHELL ENERGY & DEV CL B COMMON 606592301 557 25,300 SH DEFINED 1 25,300
MMC NETWORKS INC COMMON 55308N102 2,310 70,000 SH DEFINED 1 70,000
MOBILE MINI INC. COMMON 60740F105 3,120 160,000 SH DEFINED 1 160,000
MOLDFLOW CORP COMMON 608507109 2,998 177,000 SH DEFINED 1 177,000
MOLECULAR BIOSYSTEMS INC COMMON 608513107 502 403,300 SH DEFINED 1 403,300
MOLECULAR BIOSYSTEMS INC COMMON 608513107 231 194,700 SH DEFINED 1,4 194,700
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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MOLEX INC. CLASS A COMMON 608554200 40,579 914,450 SH DEFINED 1 914,450
MOLEX INC. CLASS A COMMON 608554200 98 2,200 SH DEFINED 1,5 2,200
MOLEX INC. CLASS A COMMON 608554200 1,671 37,650 SH DEFINED 2 37,650
MOLEX INC. CLASS A COMMON 608554200 458 10,325 SH DEFINED 2,3 10,325
MONSANTO CO COMMON 611662107 57,469 1,115,900 SH DEFINED 1 1,115,900
MONSANTO CO COMMON 611662107 74,752 1,451,500 SH DEFINED 1,2 1,451,500
MONSANTO CO COMMON 611662107 1,031 20,000 SH DEFINED 1,4 20,000
MONSANTO CVT PRFD CONVERT 611662305 11,781 257,500 SH DEFINED 1 257,500
MONSANTO CVT PRFD CONVERT 611662305 36,600 800,000 SH DEFINED 1,2 800,000
MONTANA POWER CO. COMMON 612085100 21,030 328,600 SH DEFINED 1 328,600
MONTANA POWER CO. COMMON 612085100 1,362 21,300 SH DEFINED 1,5 21,300
MONTANA POWER CO. COMMON 612085100 3,360 52,500 SH DEFINED 2 52,500
MORGAN STANLEY DEAN WITTER
& CO COMMON 617446448 1,437,354 17,622,725 SH DEFINED 1 17,622,725
MORGAN STANLEY DEAN WITTER
& CO COMMON 617446448 489,375 6,000,000 SH DEFINED 1,2 6,000,000
MORGAN STANLEY DEAN WITTER
& CO COMMON 617446448 10,742 131,700 SH DEFINED 1,4 131,700
MORGAN STANLEY DEAN WITTER
& CO COMMON 617446448 8,923 109,400 SH DEFINED 1,5 109,400
MORGAN STANLEY DEAN WITTER
& CO COMMON 617446448 20,202 247,700 SH DEFINED 2 247,700
MORGAN STANLEY DEAN WITTER
& CO COMMON 617446448 1,468 18,000 SH DEFINED 2,3 18,000
MOTOROLA INC COMMON 620076109 650,906 4,571,769 SH DEFINED 1 4,571,769
MOTOROLA INC COMMON 620076109 811,538 5,700,000 SH DEFINED 1,2 5,700,000
MOTOROLA INC COMMON 620076109 23,552 165,134 SH DEFINED 2 165,134
MOTOROLA INC COMMON 620076109 4,363 30,647 SH DEFINED 2,3 30,647
MRV COMMUNICATIONS INC COMMON 553477100 16,502 180,100 SH DEFINED 1 180,100
MRV COMMUNICATIONS INC COMMON 553477100 312 3,400 SH DEFINED 1,5 3,400
MRV COMMUNICATIONS INC COMMON 553477100 2,107 23,000 SH DEFINED 2 23,000
MRV COMMUNICATIONS INC COMMON 553477100 192 2,100 SH DEFINED 2,3 2,100
MSI HOLDINGS INC COMMON 553654104 94 3,300 SH DEFINED 1 3,300
MSI HOLDINGS INC COMMON 553654914 19,000 833,333 SH DEFINED 1 833,333
M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 3,975 75,000 SH DEFINED 1 75,000
MTI TECHNOLOGY CORP COMMON 553903105 4,645 176,100 SH DEFINED 1 176,100
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NABORS INDUSTRIES, INC. COMMON 629568106 14,574 375,500 SH DEFINED 1 375,500
NABORS INDUSTRIES, INC. COMMON 629568106 113,798 2,932,000 SH DEFINED 1,2 2,932,000
NABORS INDUSTRIES, INC. COMMON 629568106 501 12,900 SH DEFINED 1,5 12,900
NABORS INDUSTRIES, INC. COMMON 629568106 8,927 230,000 SH DEFINED 2 230,000
NABORS INDUSTRIES, INC. COMMON 629568106 376 9,700 SH DEFINED 2,3 9,700
NANOGEN INC COMMON 630075109 15,300 450,000 SH DEFINED 1 450,000
NANOMETRICS INC COMMON 630077105 2,438 50,000 SH DEFINED 1 50,000
NATIONAL AUSTRALIA BK-SP ADR COMMON 632525408 2,588 40,000 SH DEFINED 1,7 40,000
NATIONAL CITY CORP COMMON 635405103 5,672 275,000 SH DEFINED 1,4 275,000
NATIONAL COMPUTER SYSTEMS
INC COMMON 635519101 25,573 503,900 SH DEFINED 1 503,900
NATIONAL COMPUTER SYSTEMS
INC COMMON 635519101 76 1,500 SH DEFINED 1,5 1,500
NATIONAL COMPUTER SYSTEMS
INC COMMON 635519101 1,599 31,500 SH DEFINED 2 31,500
NATIONAL COMPUTER SYSTEMS
INC COMMON 635519101 355 7,000 SH DEFINED 2,3 7,000
NATIONAL DATA CORP COMMON 635621105 130 5,000 SH DEFINED 1,4 5,000
NATIONAL INFO CONSORTIUM INC COMMON 636491102 10,786 310,400 SH DEFINED 1 310,400
NATIONAL INFO CONSORTIUM INC COMMON 636491102 1,637 47,100 SH DEFINED 2 47,100
NATIONAL INSTRUMENTS CORP COMMON 636518102 60,115 1,280,750 SH DEFINED 1 1,280,750
NATIONAL INSTRUMENTS CORP COMMON 636518102 176 3,750 SH DEFINED 1,5 3,750
NATIONAL INSTRUMENTS CORP COMMON 636518102 3,051 65,000 SH DEFINED 2 65,000
NATIONAL INSTRUMENTS CORP COMMON 636518102 720 15,350 SH DEFINED 2,3 15,350
NATIONAL SERVICE INDS, INC. COMMON 637657107 1,790 85,000 SH DEFINED 1,4 85,000
NATIONAL-OILWELL INC COMMON 637071101 46,757 1,514,400 SH DEFINED 1 1,514,400
NATIONAL-OILWELL INC COMMON 637071101 5,459 176,800 SH DEFINED 1,5 176,800
NATIONAL-OILWELL INC COMMON 637071101 1,636 53,000 SH DEFINED 2 53,000
NATIONAL-OILWELL INC COMMON 637071101 414 13,400 SH DEFINED 2,3 13,400
NATIONWIDE FINANCIAL
SERVICES-CL A COMMON 638612101 3,539 121,000 SH DEFINED 1 121,000
NATIONWIDE HEALTH
PROPERTIES, INC. COMMON 638620104 172 16,500 SH DEFINED 1,4 16,500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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NATURAL MICROSYSTEMS CORP COMMON 638882100 13,291 155,000 SH DEFINED 1 155,000
NAVIDEC INC COMMON 63934Q101 3,923 253,100 SH DEFINED 1 253,100
NBTY INC COMMON 628782104 13,772 1,006,200 SH DEFINED 1 1,006,200
NBTY INC COMMON 628782104 44 3,200 SH DEFINED 1,5 3,200
NBTY INC COMMON 628782104 695 50,800 SH DEFINED 2 50,800
NBTY INC COMMON 628782104 186 13,600 SH DEFINED 2,3 13,600
NDS GROUP PLC-SPONS ADR COMMON 628891103 6,063 86,000 SH DEFINED 1 86,000
NEON SYSTEMS COMMON 640509105 1,980 60,000 SH DEFINED 1 60,000
NESTLE SA - SPONS ADR FOR
REG COMMON 641069406 2,688 30,000 SH DEFINED 1,7 30,000
NET.GENESIS CORP COMMON 64107E107 2,273 50,800 SH DEFINED 1 50,800
NET2000 COMMUNICATIONS INC COMMON 64122G103 3,639 153,200 SH DEFINED 1 153,200
NETAMERICA.COM PP WARRANTS COMMON 64108J923 378 83,333 SH DEFINED 1 83,333
NETAMERICA.COM PRIVATE
PLACEMENT COMMON 64108J915 3,157 166,666 SH DEFINED 1 166,666
NETEGRITY INC COMMON 64110P107 6,165 90,000 SH DEFINED 1 90,000
NETOPTIX CORPORATION COMMON 64116F103 515 3,000 SH DEFINED 1 3,000
NETRIX CORP COMMON 641148101 1,009 50,000 SH DEFINED 1 50,000
NETWORK APPLIANCE INC COMMON 64120L104 86,821 1,049,200 SH DEFINED 1 1,049,200
NETWORK APPLIANCE INC COMMON 64120L104 62,063 750,000 SH DEFINED 1,2 750,000
NETWORK APPLIANCE INC COMMON 64120L104 2,641 32,700 SH DEFINED 2 32,700
NETWORK PERIPHERALS INC. COMMON 64121R100 5,385 151,700 SH DEFINED 1 151,700
NEW YORK TIMES COMPANY COMMON 650111107 1,073 25,000 SH DEFINED 1 25,000
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NEWFIELD EXPLORATION CO. COMMON 651290108 23,942 679,200 SH DEFINED 1 679,200
NEWFIELD EXPLORATION CO. COMMON 651290108 63 1,800 SH DEFINED 1,5 1,800
NEWFIELD EXPLORATION CO. COMMON 651290108 1,163 33,000 SH DEFINED 2 33,000
NEWFIELD EXPLORATION CO. COMMON 651290108 250 7,100 SH DEFINED 2,3 7,100
NEWMONT MINING CORPORATION COMMON 651639106 224 10,000 SH DEFINED 1,5 10,000
NEWPARK RESOURCES INC COMMON 651718504 5,600 700,000 SH DEFINED 1 700,000
NEWPORT CORP COMMON 651824104 21,600 160,000 SH DEFINED 1 160,000
NEWPORT CORP COMMON 651824104 1,013 7,500 SH DEFINED 1,5 7,500
NEWPORT CORP COMMON 651824104 1,890 14,000 SH DEFINED 2 14,000
NEXTEL COMM COM STK COMMON 65332V103 2,248,243 15,165,215 SH DEFINED 1 15,165,215
NEXTEL COMM COM STK COMMON 65332V103 393,989 2,657,600 SH DEFINED 1,2 2,657,600
NEXTEL COMM COM STK COMMON 65332V103 12,371 83,450 SH DEFINED 1,5 83,450
NEXTEL COMM COM STK COMMON 65332V103 28,034 189,100 SH DEFINED 2 189,100
NEXTEL COMM COM STK COMMON 65332V103 2,253 15,200 SH DEFINED 2,3 15,200
NEXTEL COMM CVT 144A CONVERT 65332VAW3 1,191 1,000,000 PRN DEFINED 1 1,000,000
NEXTEL COMM INC PIK PFD PREFERRED 65332V400 31,350 30,000 SH DEFINED 1 30,000
NEXTEL PARTNERS INC CL A COMMON 65333F107 5,875 202,600 SH DEFINED 1 202,600
NEXTLINK COMM 6.5% CVT PFRD CONVERT 65333H863 7,897 27,600 SH DEFINED 1 27,600
NEXTLINK COMM 6.5% CVT PFRD CONVERT 65333H863 944 3,300 SH DEFINED 2 3,300
NEXTLINK COMM CVT PFRD 144A CONVERT 65333H806 7,153 25,000 SH DEFINED 1 25,000
NEXTLINK COMMUNICATIONS - A COMMON 65333H707 35,226 284,800 SH DEFINED 1 284,800
NEXTLINK COMMUNICATIONS - A COMMON 65333H707 5,442 44,000 SH DEFINED 2 44,000
NIAGARA MOHAWK HOLDINGS INC. COMMON 653520106 32,249 2,388,800 SH DEFINED 1 2,388,800
NICE SYSTEMS LTD- ADR COMMON 653656108 8,336 117,000 SH DEFINED 1 117,000
NIKU CORP COMMON 654113109 4,542 96,000 SH DEFINED 1 96,000
NIPPON TELEGRAPH & TELEPH-SP
ADR COMMON 654624105 2,609 33,100 SH DEFINED 1 33,100
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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NISOURCE INC COMMON 65473P105 6,318 374,400 SH DEFINED 1 374,400
NOBLE AFFILIATES, INC. COMMON 654894104 1,641 50,000 SH DEFINED 1 50,000
NOKIA CORP ADR COMMON 654902204 2,728,790 12,560,600 SH DEFINED 1 12,560,600
NOKIA CORP ADR COMMON 654902204 782,795 3,603,200 SH DEFINED 1,2 3,603,200
NOKIA CORP ADR COMMON 654902204 10,146 46,700 SH DEFINED 1,5 46,700
NOKIA CORP ADR COMMON 654902204 60,490 279,100 SH DEFINED 2 279,100
NOKIA CORP ADR COMMON 654902204 2,737 12,600 SH DEFINED 2,3 12,600
NORSK HYDRO A.S. (NORWAY) COMMON 656531605 952 25,000 SH DEFINED 1,4 25,000
NORTEL INVERSORA S.A. ADR COMMON 656567401 3,723 180,500 SH DEFINED 1,6 180,500
NORTEL NETWORKS CORP COMMON 656569100 421,525 3,345,440 SH DEFINED 1 3,345,440
NORTEL NETWORKS CORP COMMON 656569100 667,800 5,300,000 SH DEFINED 1,2 5,300,000
NORTEL NETWORKS CORP COMMON 656569100 5,734 45,500 SH DEFINED 1,5 45,500
NORTEL NETWORKS CORP COMMON 656569100 29,976 237,900 SH DEFINED 2 237,900
NORTEL NETWORKS CORP COMMON 656569100 4,468 35,462 SH DEFINED 2,3 35,462
NORTH FORK BANCORPORATION COMMON 659424105 6,322 353,700 SH DEFINED 1 353,700
NORTHEAST OPTIC NETWORK INC COMMON 664334109 7,822 92,500 SH DEFINED 1 92,500
NORTHEAST UTILITIES COMMON 664397106 7,168 333,400 SH DEFINED 1 333,400
NORTHERN TRUST CORP COMMON 665859104 7,526 111,400 SH DEFINED 1 111,400
NORTHERN TRUST CORP COMMON 665859104 124,991 1,850,000 SH DEFINED 1,2 1,850,000
NORTHERN TRUST CORP COMMON 665859104 6,932 102,600 SH DEFINED 2 102,600
NORTHERN TRUST CORP COMMON 665859104 432 6,400 SH DEFINED 2,3 6,400
NOVA CORPORATION COMMON 669784100 7,707 264,632 SH DEFINED 1 264,632
NOVARTIS AG - ADR COMMON 66987V109 2,393 35,000 SH DEFINED 1,7 35,000
NOVELL INC COMMON 670006105 120,222 4,199,900 SH DEFINED 1 4,199,900
NOVELL INC COMMON 670006105 286,250 10,000,000 SH DEFINED 1,2 10,000,000
NOVELL INC COMMON 670006105 2,937 102,700 SH DEFINED 1,5 102,700
NOVELL INC COMMON 670006105 186 6,500 SH DEFINED 2,3 6,500
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NOVELLUS SYSTEMS INC. COMMON 670008101 24,796 441,800 SH DEFINED 1 441,800
NOVELLUS SYSTEMS INC. COMMON 670008101 84,188 1,500,000 SH DEFINED 1,2 1,500,000
NOVELLUS SYSTEMS INC. COMMON 670008101 533 9,500 SH DEFINED 1,5 9,500
NOVELLUS SYSTEMS INC. COMMON 670008101 7,588 135,200 SH DEFINED 2 135,200
NOVELLUS SYSTEMS INC. COMMON 670008101 286 5,100 SH DEFINED 2,3 5,100
NOVO-NORDISK A/S-SPONS ADR COMMON 670100205 1,716 25,000 SH DEFINED 1,7 25,000
NOVOSTE CORPORATION COMMON 67010C100 4,040 101,000 SH DEFINED 1 101,000
NS GROUP INC COMMON 628916108 4,249 260,500 SH DEFINED 1 260,500
NTL INC CVT 144A CONVERT 629407AN7 16,138 15,630,000 PRN DEFINED 1 15,630,000
NTL INC CVT 144A CONVERT 629407AN7 46,463 45,000,000 PRN DEFINED 1,2 45,000,000
NTL INC CVT 144A CONVERT 629407AN7 1,962 1,900,000 PRN DEFINED 2 1,900,000
NTL INCORPORATED COMMON 629407107 139,805 1,506,318 SH DEFINED 1 1,506,318
NTL INCORPORATED COMMON 629407107 217,529 2,343,750 SH DEFINED 1,2 2,343,750
NTL INCORPORATED COMMON 629407107 6,902 74,368 SH DEFINED 1,5 74,368
NTL INCORPORATED COMMON 629407107 15,874 171,031 SH DEFINED 2 171,031
NTL INCORPORATED COMMON 629407107 1,962 10,525 SH DEFINED 2,3 10,525
NUCENTRIX BROADBAND NETWORKS COMMON 670198100 2,977 100,900 SH DEFINED 1 100,900
NUCOR CORP COMMON 670346105 2,500 50,000 SH DEFINED 1,4 50,000
NUEVO ENERGY CO COMMON 670509108 6,536 304,000 SH DEFINED 1 304,000
OCEANEERING INTERNATIONAL,
INC. COMMON 675232102 291 15,500 SH DEFINED 1 15,500
OCEANEERING INTERNATIONAL,
INC. COMMON 675232102 92 4,900 SH DEFINED 1,5 4,900
OFFICE DEPOT, INC. COMMON 676220106 2,818 243,700 SH DEFINED 1,4 243,700
OFFICIAL PAYMENTS CORP COMMON 676235104 9,324 222,000 SH DEFINED 1 222,000
OFFICIAL PAYMENTS CORP COMMON 676235104 1,222 29,100 SH DEFINED 2 29,100
OHIO CASUALTY CORPORATION COMMON 677240103 3,933 220,000 SH DEFINED 1,4 220,000
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OM GROUP INC COMMON 670872100 30,890 678,900 SH DEFINED 1 678,900
OM GROUP INC COMMON 670872100 82 1,800 SH DEFINED 1,5 1,800
OM GROUP INC COMMON 670872100 1,388 30,500 SH DEFINED 2 30,500
OM GROUP INC COMMON 670872100 369 8,100 SH DEFINED 2,3 8,100
OMNICOM GROUP COMMON 681919106 653,203 6,990,800 SH DEFINED 1 6,990,800
OMNICOM GROUP COMMON 681919106 233,594 2,500,000 SH DEFINED 1,2 2,500,000
OMNICOM GROUP COMMON 681919106 7,662 82,000 SH DEFINED 1,5 82,000
OMNICOM GROUP COMMON 681919106 24,593 263,200 SH DEFINED 2 263,200
OMNICOM GROUP COMMON 681919106 776 8,300 SH DEFINED 2,3 8,300
ON ASSIGNMENT INC COMMON 682159108 10,809 240,200 SH DEFINED 1 240,200
ON ASSIGNMENT INC COMMON 682159108 77 1,700 SH DEFINED 1,5 1,700
ON ASSIGNMENT INC COMMON 682159108 540 12,000 SH DEFINED 2 12,000
ON ASSIGNMENT INC COMMON 682159108 171 3,800 SH DEFINED 2,3 3,800
ONDISPLAY, INC COMMON 68232L100 3,553 43,000 SH DEFINED 1 43,000
ONDISPLAY, INC COMMON 68232L100 372 4,500 SH DEFINED 1,5 4,500
ONDISPLAY, INC COMMON 68232L100 1,487 18,000 SH DEFINED 2 18,000
ONO FINANCE PLC WARRANT COMMON 682735113 128 850 SH DEFINED 1 850
OPEN MARKET, INC. COMMON 68370M100 4,609 179,000 SH DEFINED 1 179,000
OPENTV CORPORATION COMMON G67543101 8,286 70,000 SH DEFINED 1 70,000
OPTIKA IMAGING SYSTEMS COMMON 683973101 2,100 75,000 SH DEFINED 1 75,000
OPTIMAL ROBOTICS CORP. COMMON 68388R208 3,995 85,000 SH DEFINED 1 85,000
ORACLE SYSTEMS CORPORATION COMMON 68389X105 527,289 6,754,700 SH DEFINED 1 6,754,700
ORACLE SYSTEMS CORPORATION COMMON 68389X105 565,953 7,250,000 SH DEFINED 1,2 7,250,000
ORACLE SYSTEMS CORPORATION COMMON 68389X105 976 12,500 SH DEFINED 1,4 12,500
ORACLE SYSTEMS CORPORATION COMMON 68389X105 36,646 469,700 SH DEFINED 1,5 469,700
ORACLE SYSTEMS CORPORATION COMMON 68389X105 3,749 47,800 SH DEFINED 2 47,800
ORACLE SYSTEMS CORPORATION COMMON 68389X105 2,787 35,700 SH DEFINED 2,3 35,700
ORAPHARMA INCON STOCK COMMON 68554E106 2,590 140,000 SH DEFINED 1 140,000
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ORBOTECH LTD COMMON M75253100 32,942 387,550 SH DEFINED 1 387,550
ORBOTECH LTD COMMON M75253100 578 6,800 SH DEFINED 1,5 6,800
ORBOTECH LTD COMMON M75253100 2,618 30,800 SH DEFINED 2 30,800
ORCKIT COMM CVT 144A 5.75%
05 CONVERT 685725AA1 3,921 4,100,000 PRN DEFINED 1 4,100,000
ORCKIT COMM CVT 144A 5.75%
05 CONVERT 685725AA1 430 450,000 PRN DEFINED 1,5 450,000
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 13,306 937,900 SH DEFINED 1 937,900
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 24 1,700 SH DEFINED 1,5 1,700
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 346 24,400 SH DEFINED 2 24,400
O'REILLY AUTOMOTIVE, INC. COMMON 686091109 104 7,300 SH DEFINED 2,3 7,300
ORTHODONTIC CENTERS OF
AMERICA, INC COMMON 68750P103 6,638 354,000 SH DEFINED 1 354,000
ORTHOFIX INTERNATIONAL N.V
- - USD COMMON N6748L102 611 34,900 SH DEFINED 1 34,900
ORTHOFIX INTERNATIONAL N.V
- - USD COMMON N6748L102 431 24,600 SH DEFINED 1,4 24,600
OSICOM TECHNOLOGIES INC COMMON 688271501 50,513 450,000 SH DEFINED 1 450,000
OSICOM TECHNOLOGIES INC COMMON 688271501 1,448 12,900 SH DEFINED 1,5 12,900
OSICOM TECHNOLOGIES INC COMMON 688271501 3,379 30,100 SH DEFINED 2 30,100
OTG SOFTWARE INC COMMON 671059103 3,830 95,000 SH DEFINED 1 95,000
OUTBACK STEAKHOUSE INC. COMMON 689899102 9,139 285,050 SH DEFINED 1 285,050
OUTBACK STEAKHOUSE INC. COMMON 689899102 64,125 2,000,000 SH DEFINED 1,2 2,000,000
OUTBACK STEAKHOUSE INC. COMMON 689899102 366 11,400 SH DEFINED 1,5 11,400
OUTBACK STEAKHOUSE INC. COMMON 689899102 5,399 168,400 SH DEFINED 2 168,400
OUTBACK STEAKHOUSE INC. COMMON 689899102 237 7,400 SH DEFINED 2,3 7,400
OWENS & MINOR INC COMMON 690732102 1,488 140,000 SH DEFINED 1 140,000
OWENS & MINOR INC COMMON 690732102 1,398 130,000 SH DEFINED 1,4 130,000
OXFORD HEALTH PLANS, INC. COMMON 691471106 13,964 915,700 SH DEFINED 1 915,700
OXFORD HEALTH PLANS, INC. COMMON 691471106 153 10,000 SH DEFINED 1,4 10,000
P.F. CHANGS CHINA BISTRO
INC. COMMON 69333Y108 4,969 150,000 SH DEFINED 1 150,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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PACIFIC SUNWARE OF
CALIFORNIA COMMON 694873100 33,508 870,350 SH DEFINED 1 870,350
PACIFIC SUNWARE OF
CALIFORNIA COMMON 694873100 60 1,550 SH DEFINED 1,5 1,550
PACIFIC SUNWARE OF
CALIFORNIA COMMON 694873100 980 25,450 SH DEFINED 2 25,450
PACIFIC SUNWARE OF
CALIFORNIA COMMON 694873100 258 6,700 SH DEFINED 2,3 6,700
PACIFICARE HEALTH SYSTEMS
"A" COMMON 695112102 200 4,000 SH DEFINED 1,4 4,000
PACKETEER INC COMMON 695210104 6,423 183,500 SH DEFINED 1 183,500
PACKETEER INC COMMON 695210104 350 10,000 SH DEFINED 1,5 10,000
PACKETEER INC COMMON 695210104 1,225 35,000 SH DEFINED 2 35,000
PAIRGAIN TECHNOLOGIES INC COMMON 695934109 19,248 1,030,000 SH DEFINED 1 1,030,000
PAIRGAIN TECHNOLOGIES INC COMMON 695934109 130,813 7,000,000 SH DEFINED 1,2 7,000,000
PAIRGAIN TECHNOLOGIES INC COMMON 695934109 2,093 112,000 SH DEFINED 1,5 112,000
PAIRGAIN TECHNOLOGIES INC COMMON 695934109 1,084 58,000 SH DEFINED 2,3 58,000
PALL CORP COMMON 696429307 19,072 850,000 SH DEFINED 1 850,000
PALL CORP COMMON 696429307 11,892 530,000 SH DEFINED 1,4 530,000
PALM INC COMMON 696642107 678 15,100 SH DEFINED 1 15,100
PALM INC COMMON 696642107 6,799 151,500 SH DEFINED 1,2 151,500
PALM INC COMMON 696642107 49 1,100 SH DEFINED 2,3 1,100
PARAMETRIC TECHNOLOGY
COMPANY COMMON 699173100 9,465 449,400 SH DEFINED 1 449,400
PARAMETRIC TECHNOLOGY
COMPANY COMMON 699173100 45,162 2,144,200 SH DEFINED 1,2 2,144,200
PARAMETRIC TECHNOLOGY
COMPANY COMMON 699173100 4,726 224,400 SH DEFINED 2 224,400
PARAMETRIC TECHNOLOGY
COMPANY COMMON 699173100 339 16,100 SH DEFINED 2,3 16,100
PARKER-HANNIFIN COMMON 701094104 36,966 894,800 SH DEFINED 1 894,800
PARTNER COMMUNICATIONS ADR COMMON 70211M109 5,781 347,700 SH DEFINED 1 347,700
PARTNER COMMUNICATIONS ADR COMMON 70211M109 595 35,800 SH DEFINED 2 35,800
PATHOGENESIS CORPORATION COMMON 70321E104 1,911 84,000 SH DEFINED 1 84,000
PATHOGENESIS CORPORATION COMMON 70321E104 1,365 60,000 SH DEFINED 1,4 60,000
PATTERSON ENERGY INC COMMON 703414102 63,751 2,007,900 SH DEFINED 1 2,007,900
PATTERSON ENERGY INC COMMON 703414102 11,516 362,700 SH DEFINED 1,5 362,700
PATTERSON ENERGY INC COMMON 703414102 2,632 82,900 SH DEFINED 2 82,900
PATTERSON ENERGY INC COMMON 703414102 641 20,200 SH DEFINED 2,3 20,200
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PAYCHEX INC. COMMON 704326107 12,906 246,412 SH DEFINED 1 246,412
PAYCHEX INC. COMMON 704326107 98,203 1,875,000 SH DEFINED 1,2 1,875,000
PAYCHEX INC. COMMON 704326107 5,541 105,787 SH DEFINED 2 105,787
PAYCHEX INC. COMMON 704326107 342 6,525 SH DEFINED 2,3 6,525
PAYLESS SHOESOURCE INC COMMON 704379106 26 500 SH DEFINED 1 500
PCORDER.COM INC COMMON 70453H107 6,802 302,300 SH DEFINED 1 302,300
PCORDER.COM INC COMMON 70453H107 16 700 SH DEFINED 1,5 700
PCORDER.COM INC COMMON 70453H107 248 11,000 SH DEFINED 2 11,000
PCORDER.COM INC COMMON 70453H107 70 3,100 SH DEFINED 2,3 3,100
PC-TEL INC COMMON 69325Q105 2,340 31,100 SH DEFINED 1 31,100
PE CORP-CELERA GENOMICS GRP COMMON 69332S201 67,427 736,400 SH DEFINED 1 736,400
PE CORP-CELERA GENOMICS GRP COMMON 69332S201 918 10,000 SH DEFINED 1,4 10,000
PE CORP-CELERA GENOMICS GRP COMMON 69332S201 46 500 SH DEFINED 1,5 500
PE CORP-CELERA GENOMICS GRP COMMON 69332S201 2,270 25,100 SH DEFINED 2 25,100
PE CORP-CELERA GENOMICS GRP COMMON 69332S201 192 2,100 SH DEFINED 2,3 2,100
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 116,992 1,212,350 SH DEFINED 1 1,212,350
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 436,248 4,520,700 SH DEFINED 1,2 4,520,700
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 18,732 195,200 SH DEFINED 2 195,200
PE CORP-PE BIOSYSTEMS GROUP COMMON 69332S102 2,297 23,800 SH DEFINED 2,3 23,800
PECO ENERGY CO COMMON 693304107 4,768 129,300 SH DEFINED 1 129,300
PEGASUS COMMUNICATIONS CORP. COMMON 705904100 4,518 32,100 SH DEFINED 1 32,100
PEGASUS COMMUNICATIONS CORP. COMMON 705904100 507 3,600 SH DEFINED 1,5 3,600
PEGASUS COMMUNICATIONS CORP. COMMON 705904100 1,802 12,800 SH DEFINED 2 12,800
PEGASUS SHIPPING LTD 144A PREFERRED 70557C913 1,425 15,000 SH DEFINED 1 15,000
PENTAIR, INC. COMMON 709631105 4,077 110,000 SH DEFINED 1 110,000
PENWEST PHARMACEUTICALS CO COMMON 709754105 1,847 150,000 SH DEFINED 1 150,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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PEOPLESOFT INC. COMMON 712713106 5,356 267,800 SH DEFINED 1 267,800
PEOPLESOFT INC. COMMON 712713106 50,000 2,500,000 SH DEFINED 1,2 2,500,000
PEOPLESOFT INC. COMMON 712713106 284 14,200 SH DEFINED 1,5 14,200
PEOPLESOFT INC. COMMON 712713106 4,232 211,600 SH DEFINED 2 211,600
PEOPLESOFT INC. COMMON 712713106 180 9,000 SH DEFINED 2,3 9,000
PEPSI-GEMEX S.A. GDR COMMON 713435105 1,045 192,100 SH DEFINED 1,6 192,100
PEREGRINE SYSTEMS INC. COMMON 71366Q101 52,845 788,000 SH DEFINED 1 788,000
PEREGRINE SYSTEMS INC. COMMON 71366Q101 121 1,800 SH DEFINED 1,5 1,800
PEREGRINE SYSTEMS INC. COMMON 71366Q101 2,387 35,600 SH DEFINED 2 35,600
PEREGRINE SYSTEMS INC. COMMON 71366Q101 543 8,100 SH DEFINED 2,3 8,100
PERFORMANCE FOOD GROUP CO. COMMON 713755106 3,874 177,100 SH DEFINED 1 177,100
PERKINELMER INC COMMON 714046109 15,774 237,200 SH DEFINED 1 237,200
PERKINELMER INC COMMON 714046109 408 6,137 SH DEFINED 1,5 6,137
PERKINELMER INC COMMON 714046109 2,095 31,500 SH DEFINED 2 31,500
PERKINELMER INC COMMON 714046109 166 2,500 SH DEFINED 2,3 2,500
PERRIGO COMPANY COMMON 714290103 12,340 1,625,000 SH DEFINED 1 1,625,000
PERRIGO COMPANY COMMON 714290103 7,024 925,000 SH DEFINED 1,4 925,000
PETROLEUM GEO-SERVICES A/S COMMON 716597109 277 16,000 SH DEFINED 1 16,000
PETROLEUM GEO-SERVICES A/S COMMON 716597109 104 6,000 SH DEFINED 1,5 6,000
PFIZER INC. COMMON 717081103 68,672 1,878,200 SH DEFINED 1 1,878,200
PFIZER INC. COMMON 717081103 1,912 52,300 SH DEFINED 2 52,300
PHARMACIA & UPJOHN, INC. COMMON 716941109 5,214 88,000 SH DEFINED 1 88,000
PHARMACIA & UPJOHN, INC. COMMON 716941109 888 15,000 SH DEFINED 1,4 15,000
PHELPS DODGE CORP COMMON 717265102 3,325 70,000 SH DEFINED 1,4 70,000
PHILIP MORRIS COS. INC. COMMON 718154107 5,400 255,600 SH DEFINED 1 255,600
PHILIP MORRIS COS. INC. COMMON 718154107 5,552 262,800 SH DEFINED 1,4 262,800
PHILIPS ELECTRONICS NV-W/I COMMON 500472204 63,475 370,520 SH DEFINED 1 370,520
PHILIPS ELECTRONICS NV-W/I COMMON 500472204 86,684 506,000 SH DEFINED 1,2 506,000
PHILIPS ELECTRONICS NV-W/I COMMON 500472204 3,426 20,000 SH DEFINED 1,7 20,000
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PHILLIPS PETROLEUM CO. COMMON 718507106 2,313 50,000 SH DEFINED 1,4 50,000
PHONE.COM INC COMMON 71920Q100 91,187 559,000 SH DEFINED 1 559,000
PHONE.COM INC COMMON 71920Q100 5,628 34,500 SH DEFINED 1,5 34,500
PHONE.COM INC COMMON 71920Q100 1,355 9,200 SH DEFINED 2 9,200
PHOTON DYNAMICS, INC. COMMON 719364101 11,385 165,000 SH DEFINED 1 165,000
PINNACLE ENTERTAINMENT INC COMMON 723456109 3,047 150,000 SH DEFINED 1 150,000
PINNACLE SYSTEMS INC COMMON 723481107 47,927 1,441,400 SH DEFINED 1 1,441,400
PINNACLE SYSTEMS INC COMMON 723481107 67 2,000 SH DEFINED 1,5 2,000
PINNACLE SYSTEMS INC COMMON 723481107 1,530 46,000 SH DEFINED 2 46,000
PINNACLE SYSTEMS INC COMMON 723481107 379 11,400 SH DEFINED 2,3 11,400
PINNACLE WEST COMMON COMMON 723484101 6,435 228,300 SH DEFINED 1 228,300
PIVOTAL CORP COMMON 72581R106 511 15,900 SH DEFINED 1 15,900
PIVOTAL CORP COMMON 72581R106 4,167 130,000 SH DEFINED 1,5 130,000
PIVOTAL CORP COMMON 72581R106 10 300 SH DEFINED 2 300
PLACER DOME INC. COMMON 725906101 241 29,700 SH DEFINED 1 29,700
PLACER DOME INC. COMMON 725906101 51 6,300 SH DEFINED 1,5 6,300
PLEXUS CORP. COMMON 729132100 26,850 403,000 SH DEFINED 1 403,000
PLEXUS CORP. COMMON 729132100 87 1,300 SH DEFINED 1,5 1,300
PLEXUS CORP. COMMON 729132100 1,599 24,000 SH DEFINED 2 24,000
PLEXUS CORP. COMMON 729132100 386 5,800 SH DEFINED 2,3 5,800
PLUG POWER INC COMMON 72919P103 8,636 101,600 SH DEFINED 1 101,600
PLUG POWER INC COMMON 72919P103 1,326 15,600 SH DEFINED 2 15,600
PLX TECHNOLOGY INC COMMON 693417107 3,723 100,000 SH DEFINED 1 100,000
PMC - SIERRA INC COMMON 69344F106 306,081 1,502,700 SH DEFINED 1 1,502,700
PMC - SIERRA INC COMMON 69344F106 459,152 2,254,200 SH DEFINED 1,2 2,254,200
PMC - SIERRA INC COMMON 69344F106 37,005 181,700 SH DEFINED 1,5 181,700
PMC - SIERRA INC COMMON 69344F106 27,204 135,800 SH DEFINED 2 135,800
PMC - SIERRA INC COMMON 69344F106 2,241 11,000 SH DEFINED 2,3 11,000
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PNC FINANCIAL SERVICES GROUP COMMON 693475105 960 21,300 SH DEFINED 1,4 21,300
POGO PRODUCING CO. COM STK COMMON 730448107 200 7,000 SH DEFINED 1 7,000
POHANG IRON & STEEL-ADR COMMON 730450103 39,303 1,429,215 SH DEFINED 1 1,429,215
POHANG IRON & STEEL-ADR COMMON 730450103 1 40 SH DEFINED 1,6 40
POHANG IRON & STEEL-ADR COMMON 730450103 3,933 143,000 SH DEFINED 2 143,000
POLYCOM INC. COMMON 73172K104 80,557 1,017,300 SH DEFINED 1 1,017,300
POLYCOM INC. COMMON 73172K104 2,407 30,400 SH DEFINED 1,2 30,400
POLYCOM INC. COMMON 73172K104 657 8,300 SH DEFINED 1,5 8,300
POLYCOM INC. COMMON 73172K104 4,981 62,900 SH DEFINED 2 62,900
POLYCOM INC. COMMON 73172K104 784 9,900 SH DEFINED 2,3 9,900
POLYMEDICA CORP COMMON 731738100 38,887 661,900 SH DEFINED 1 661,900
POLYMEDICA CORP COMMON 731738100 53 900 SH DEFINED 1,5 900
POLYMEDICA CORP COMMON 731738100 1,058 18,000 SH DEFINED 2 18,000
POLYMEDICA CORP COMMON 731738100 247 4,200 SH DEFINED 2,3 4,200
POLYMER GROUP INC COMMON 731745105 1,937 151,900 SH DEFINED 1 151,900
PORTAL SOFTWARE COMMON 736126103 13,676 240,200 SH DEFINED 1 240,200
PORTAL SOFTWARE COMMON 736126103 97,004 1,703,700 SH DEFINED 1,2 1,703,700
PORTAL SOFTWARE COMMON 736126103 763 13,400 SH DEFINED 1,5 13,400
PORTAL SOFTWARE COMMON 736126103 5,318 93,400 SH DEFINED 2 93,400
PORTAL SOFTWARE COMMON 736126103 473 8,300 SH DEFINED 2,3 8,300
PORTUGAL TELECOM S.A. COMMON 737273102 3,190 256,500 SH DEFINED 1,7 256,500
POST PROPERTIES INC COMMON 737464107 1,234 30,600 SH DEFINED 1,4 30,600
POWERGEN PLC-ADR COMMON 738905405 1,403 55,000 SH DEFINED 1,7 55,000
POWER-ONE COMMON 739308104 77,081 1,276,700 SH DEFINED 1 1,276,700
POWER-ONE COMMON 739308104 115 1,900 SH DEFINED 1,5 1,900
POWER-ONE COMMON 739308104 2,324 38,500 SH DEFINED 2 38,500
POWER-ONE COMMON 739308104 561 9,300 SH DEFINED 2,3 9,300
POWERTEL INC. COM STK COMMON 73936C109 3,574 51,663 SH DEFINED 1 51,663
POWERTEL INC. COM STK COMMON 73936C109 3 44 SH DEFINED 2 44
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POWERWAVE TECHNOLOGIES INC. COMMON 739363109 135,463 1,083,700 SH DEFINED 1 1,083,700
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 638 5,100 SH DEFINED 1,5 5,100
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 5,563 44,500 SH DEFINED 2 44,500
POWERWAVE TECHNOLOGIES INC. COMMON 739363109 813 6,500 SH DEFINED 2,3 6,500
PRAXAIR, INC. COMMON 74005P104 833 20,000 SH DEFINED 1 20,000
PRAXAIR, INC. COMMON 74005P104 1,457 35,000 SH DEFINED 1,4 35,000
PRECISION CASTPARTS CORP COMMON 740189105 365 10,000 SH DEFINED 1,4 10,000
PRECISION DRILLING CORP COMMON 74022D100 9,448 283,100 SH DEFINED 1 283,100
PRECISION DRILLING CORP COMMON 74022D100 234 7,000 SH DEFINED 1,5 7,000
PRECISION OPTICS CORP/MASS COMMON 740294103 3,450 150,000 SH DEFINED 1 150,000
PRENTISS PROPERTIES TRUST COMMON 740706106 3,320 148,800 SH DEFINED 1,4 148,800
PRIDE INTL COM STK COMMON 741932107 38,209 1,674,900 SH DEFINED 1 1,674,900
PRIDE INTL COM STK COMMON 741932107 68 3,000 SH DEFINED 1,5 3,000
PRIDE INTL COM STK COMMON 741932107 1,081 47,400 SH DEFINED 2 47,400
PRIDE INTL COM STK COMMON 741932107 274 12,000 SH DEFINED 2,3 12,000
PRIME RESPONSE INC COMMON 74158B100 2,489 163,200 SH DEFINED 1 163,200
PRIME RESPONSE INC COMMON 74158B100 282 18,500 SH DEFINED 1,5 18,500
PRIMEX TECHNOLOGIES INC COMMON 741597108 1,598 75,000 SH DEFINED 1 75,000
PRIMUS KNOWLEDGE SOLUTIONS COMMON 74163Q100 7,860 91,400 SH DEFINED 1 91,400
PRIMUS TELECOM COM STK COMMON 741929103 25,032 484,302 SH DEFINED 1 484,302
PRIMUS TELECOM COM STK COMMON 741929103 677 13,100 SH DEFINED 1,5 13,100
PRIMUS TELECOM COM STK COMMON 741929103 2,719 52,600 SH DEFINED 2 52,600
PRIMUS TELECOM CVT 144A 5.75 CONVERT 741929AK9 5,539 4,780,000 PRN DEFINED 1 4,780,000
PRIMUS TELECOM CVT 144A 5.75 CONVERT 741929AK9 626 540,000 PRN DEFINED 1,5 540,000
PRIMUS TELECOM CVT 144A 5.75 CONVERT 741929AK9 2,216 1,912,000 PRN DEFINED 2 1,912,000
PRIORITY HEALTHCARE CORP COMMON 74264T102 20,603 410,000 SH DEFINED 1 410,000
PROBUSINESS SERVICES INC COMMON 742674104 3,872 150,000 SH DEFINED 1 150,000
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PROCTER & GAMBLE CO. COMMON 742718109 2,925 52,000 SH DEFINED 1 52,000
PROCTER & GAMBLE CO. COMMON 742718109 1,232 21,900 SH DEFINED 1,4 21,900
PROFESSIONAL DETAILING INC COMMON 74312N107 1,000 40,000 SH DEFINED 1 40,000
PROFIT RECOVERY GROUP INTL COMMON 743168106 1,388 75,000 SH DEFINED 1 75,000
PROJECT SOFTWARE &
DEVELOPMENT CO COMMON 74339P101 19,702 348,700 SH DEFINED 1 348,700
PROJECT SOFTWARE &
DEVELOPMENT CO COMMON 74339P101 316 5,600 SH DEFINED 1,5 5,600
PROJECT SOFTWARE &
DEVELOPMENT CO COMMON 74339P101 1,774 31,400 SH DEFINED 2 31,400
PROJECT SOFTWARE &
DEVELOPMENT CO COMMON 74339P101 192 3,400 SH DEFINED 2,3 3,400
PROLGIS TRUST COMMON 743410102 1,117 58,000 SH DEFINED 1,4 58,000
PROSPERITY BANCSHARES INC. COMMON 743606105 590 40,000 SH DEFINED 1 40,000
PROVIDIAN FINANCIAL CORP COMMON 74406A102 12,249 141,400 SH DEFINED 1 141,400
PROVIDIAN FINANCIAL CORP COMMON 74406A102 158,091 1,825,000 SH DEFINED 1,2 1,825,000
PROVIDIAN FINANCIAL CORP COMMON 74406A102 8,918 102,950 SH DEFINED 2 102,950
PROVIDIAN FINANCIAL CORP COMMON 74406A102 546 6,300 SH DEFINED 2,3 6,300
PROVINCE HEALTHCARE CO. COMMON 743977100 30,302 1,058,600 SH DEFINED 1 1,058,600
PROVINCE HEALTHCARE CO. COMMON 743977100 74 2,600 SH DEFINED 1,5 2,600
PROVINCE HEALTHCARE CO. COMMON 743977100 1,574 55,000 SH DEFINED 2 55,000
PROVINCE HEALTHCARE CO. COMMON 743977100 338 11,800 SH DEFINED 2,3 11,800
PROXIM, INC. COMMON 744284100 49,383 412,600 SH DEFINED 1 412,600
PROXIM, INC. COMMON 744284100 72 600 SH DEFINED 1,5 600
PROXIM, INC. COMMON 744284100 1,520 12,700 SH DEFINED 2 12,700
PROXIM, INC. COMMON 744284100 431 3,600 SH DEFINED 2,3 3,600
PSI TECHNOLOGIES COMMON 74438Q109 2,028 122,000 SH DEFINED 1 122,000
PSINET INC. CVT STK CONVERT 74437C309 10,733 167,700 SH DEFINED 1 167,700
PSW TECHNOLOGIES INC COMMON 69364J103 5,168 130,000 SH DEFINED 1 130,000
PUB SVC NEW HAMPSHIRE PREFERRED 744482837 18 705 SH DEFINED 2 705
PUBLIC STORAGE, INC. COMMON 74460D109 3,226 153,600 SH DEFINED 1,4 153,600
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QLOGIC CORP COMMON 747277101 143,522 1,059,200 SH DEFINED 1 1,059,200
QLOGIC CORP COMMON 747277101 772 5,700 SH DEFINED 1,5 5,700
QLOGIC CORP COMMON 747277101 5,827 43,000 SH DEFINED 2 43,000
QLOGIC CORP COMMON 747277101 949 7,000 SH DEFINED 2,3 7,000
QRS CORP COMMON 74726X105 17,435 231,700 SH DEFINED 1 231,700
QRS CORP COMMON 74726X105 372 4,944 SH DEFINED 1,5 4,944
QRS CORP COMMON 74726X105 1,957 26,000 SH DEFINED 2 26,000
QRS CORP COMMON 74726X105 105 1,400 SH DEFINED 2,3 1,400
QUALCOMM INC COMMON 747525103 20,307 136,000 SH DEFINED 1 136,000
QUALCOMM INC COMMON 747525103 223,969 1,500,000 SH DEFINED 1,2 1,500,000
QUALCOMM INC COMMON 747525103 1,568 10,500 SH DEFINED 2,3 10,500
QUANTA SERVICES INC COMMON 74762E102 59,146 974,600 SH DEFINED 1 974,600
QUANTA SERVICES INC COMMON 74762E102 3,827 63,000 SH DEFINED 2 63,000
QUANTUM EFFECT DEVICES INC COMMON 74764T107 4,515 56,700 SH DEFINED 1 56,700
QUANTUM EFFECT DEVICES INC COMMON 74764T107 701 8,800 SH DEFINED 2 8,800
QUEST SOFTWARE INC COMMON 74834T103 9,223 81,800 SH DEFINED 1 81,800
QUEST SOFTWARE INC COMMON 74834T103 462 4,100 SH DEFINED 1,5 4,100
QUICKLOGIC CORP COMMON 74837P108 13,127 387,500 SH DEFINED 1 387,500
QUICKSILVER INC. COMMON 74838C106 26,480 1,507,750 SH DEFINED 1 1,507,750
QUICKSILVER INC. COMMON 74838C106 40 2,300 SH DEFINED 1,5 2,300
QUICKSILVER INC. COMMON 74838C106 1,080 61,500 SH DEFINED 2 61,500
QUICKSILVER INC. COMMON 74838C106 212 12,050 SH DEFINED 2,3 12,050
QUILMES INDUSTRIAL SA- ADR COMMON 74838Y108 1,965 187,164 SH DEFINED 1,6 187,164
QUIMICA Y MINERA CHILE-
SPONS ADR COMMON 833635105 1,610 59,100 SH DEFINED 1,6 59,100
QUINENCO S. A. ADR COMMON 748718103 336 29,900 SH DEFINED 1,6 29,900
QUINTILES TRANSNATIONAL
CORP. COMMON 748767100 2,218 130,000 SH DEFINED 1,4 130,000
QUORUM HEALTH GROUP INC. COMMON 749084109 13,484 1,340,000 SH DEFINED 1 1,340,000
QUORUM HEALTH GROUP INC. COMMON 749084109 8,050 800,000 SH DEFINED 1,4 800,000
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QWEST COMMUNICATIONS INTL. COMMON 749121109 23,498 484,500 CALL DEFINED 1 484,500
QWEST COMMUNICATIONS INTL. COMMON 749121109 158,355 3,265,050 SH DEFINED 1 3,265,050
QWEST COMMUNICATIONS INTL. COMMON 749121109 169,546 3,495,800 SH DEFINED 1,2 3,495,800
QWEST COMMUNICATIONS INTL. COMMON 749121109 1,940 40,000 SH DEFINED 1,5 40,000
QWEST COMMUNICATIONS INTL. COMMON 749121109 16,092 331,800 SH DEFINED 2 331,800
QWEST COMMUNICATIONS INTL. COMMON 749121109 572 11,800 SH DEFINED 2,3 11,800
R & B FALCON CORP COM STK COMMON 74912E101 11,222 570,000 SH DEFINED 1 570,000
R & B FALCON CORP COM STK COMMON 74912E101 88,594 4,500,000 SH DEFINED 1,2 4,500,000
R & B FALCON CORP COM STK COMMON 74912E101 1,122 56,900 SH DEFINED 1,5 56,900
R & B FALCON CORP COM STK COMMON 74912E101 8,044 408,600 SH DEFINED 2 408,600
R & B FALCON CORP COM STK COMMON 74912E101 305 15,500 SH DEFINED 2,3 15,500
RADIAN GROUP INC. COMMON 750236101 12,995 272,851 SH DEFINED 1 272,851
RADIANT SYSTEMS INC. COMMON 75025N102 23,044 366,500 SH DEFINED 1 366,500
RADIO ONE INC COMMON 75040P108 35,078 526,500 SH DEFINED 1 526,500
RADIO ONE INC COMMON 75040P108 80 1,200 SH DEFINED 1,5 1,200
RADIO ONE INC COMMON 75040P108 1,466 22,000 SH DEFINED 2 22,000
RADIO ONE INC COMMON 75040P108 333 5,000 SH DEFINED 2,3 5,000
RADIO UNICA COMMUNICATIONS COMMON 75040Q106 3,544 300,000 SH DEFINED 1 300,000
RADISYS CORP. COMMON 750459109 4,509 75,000 SH DEFINED 1 75,000
RADVISION LTD COMMON M81869105 2,095 40,000 SH DEFINED 1 40,000
RADVISION LTD COMMON M81869105 1,276 24,354 SH DEFINED 1,6 24,354
RALSTON PURINA CVT PFD CONVERT 751277401 687 23,000 SH DEFINED 1 23,000
RARE HOSPITALITY INTL INC COMMON 753820109 3,402 175,000 SH DEFINED 1 175,000
RATIONAL SOFTWARE CORP. COMMON 75409P202 80,061 1,046,550 SH DEFINED 1 1,046,550
RATIONAL SOFTWARE CORP. COMMON 75409P202 96,765 1,264,900 SH DEFINED 1,2 1,264,900
RATIONAL SOFTWARE CORP. COMMON 75409P202 3,198 41,800 SH DEFINED 1,5 41,800
RATIONAL SOFTWARE CORP. COMMON 75409P202 3,381 44,200 SH DEFINED 2 44,200
RATIONAL SOFTWARE CORP. COMMON 75409P202 1,109 14,500 SH DEFINED 2,3 14,500
RAYOVAC CORP COMMON 755081106 1,046 45,000 SH DEFINED 1 45,000
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RCN CORPORATION COMMON 749361101 13,598 252,400 SH DEFINED 1 252,400
RCN CORPORATION COMMON 749361101 111,812 2,075,400 SH DEFINED 1,2 2,075,400
RCN CORPORATION COMMON 749361101 463 8,600 SH DEFINED 1,5 8,600
RCN CORPORATION COMMON 749361101 8,604 159,700 SH DEFINED 2 159,700
RCN CORPORATION COMMON 749361101 673 12,500 SH DEFINED 2,3 12,500
REALNETWORKS INC COMMON 75605L104 45,721 803,000 SH DEFINED 1 803,000
REALNETWORKS INC COMMON 75605L104 85,406 1,500,000 SH DEFINED 1,2 1,500,000
REALNETWORKS INC COMMON 75605L104 342 6,000 SH DEFINED 1,5 6,000
REALNETWORKS INC COMMON 75605L104 6,947 121,300 SH DEFINED 2 121,300
REALNETWORKS INC COMMON 75605L104 285 5,000 SH DEFINED 2,3 5,000
RECKSON ASSOC REALTY CORP COMMON 75621K106 956 51,000 SH DEFINED 1,4 51,000
REDBACK NETWORKS COMMON 757209101 36,322 121,100 SH DEFINED 1 121,100
REDBACK NETWORKS COMMON 757209101 2,190 7,300 SH DEFINED 2 7,300
REGENERON PHARMACEUTICALS COMMON 75886F107 8,691 294,000 SH DEFINED 1 294,000
REGENERON PHARMACEUTICALS COMMON 75886F107 7,036 238,000 SH DEFINED 1,4 238,000
REGIS CORP COMMON 758932107 8,103 547,050 SH DEFINED 1 547,050
REGISTER.COM COMMON 75914G101 2,919 42,000 SH DEFINED 1 42,000
RENT-A-CENTER INC. COMMON 76009N100 3,221 214,700 SH DEFINED 1 214,700
RENT-WAY INC COMMON 76009U104 5,682 291,366 SH DEFINED 1 291,366
REPSOL, S.A. ADR COMMON 76026T205 6,927 325,000 SH DEFINED 1,4 325,000
REPSOL, S.A. ADR COMMON 76026T205 2,131 100,000 SH DEFINED 1,7 100,000
REPUBLIC HEALTH CORP
WARRANTS COMMON 760481119 315 17,500 SH DEFINED 1 17,500
REPUBLIC SERVICES INC COMMON 760759100 3,664 335,000 SH DEFINED 1 335,000
RESEARCH IN MOTION COMMON 760975102 32,163 302,000 SH DEFINED 1 302,000
RESEARCH IN MOTION COMMON 760975102 3,305 31,000 SH DEFINED 1,5 31,000
RESEARCH IN MOTION COMMON 760975102 1,683 15,800 SH DEFINED 2 15,800
RESEARCH IN MOTION COMMON 760975102 426 4,000 SH DEFINED 2,3 4,000
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RESMED INC. COMMON 761152107 27,230 381,500 SH DEFINED 1 381,500
RESMED INC. COMMON 761152107 57 800 SH DEFINED 1,5 800
RESMED INC. COMMON 761152107 899 12,600 SH DEFINED 2 12,600
RESMED INC. COMMON 761152107 257 3,600 SH DEFINED 2,3 3,600
RESORT AT SUMMER WTS EXP
12/15/07 COMMON 754053114 0 27,489 SH DEFINED 1 27,489
REYNOLDS & REYNOLDS -CLASS A COMMON 761695105 14,324 530,500 SH DEFINED 1 530,500
RF MICRO DEVICES INC. COMMON 749941100 23,919 178,000 SH DEFINED 1 178,000
RF MICRO DEVICES INC. COMMON 749941100 914 6,800 SH DEFINED 1,5 6,800
RF MICRO DEVICES INC. COMMON 749941100 3,386 25,200 SH DEFINED 2 25,200
RF MICRO DEVICES INC. COMMON 749941100 188 1,400 SH DEFINED 2,3 1,400
RIO TINTO-SPONS ADR COMMON 767202104 1,023 18,000 SH DEFINED 1,7 18,000
RITE AID CORP COMMON 767754104 743 135,000 SH DEFINED 1,4 135,000
RIVERDEEP GROUP PLC ADR COMMON 76870Q109 1,230 30,500 SH DEFINED 1 30,500
ROBERT HALF INTERNATIONAL COMMON 770323103 49,767 1,049,100 SH DEFINED 1 1,049,100
ROBERT HALF INTERNATIONAL COMMON 770323103 147 3,100 SH DEFINED 1,5 3,100
ROBERT HALF INTERNATIONAL COMMON 770323103 2,846 60,000 SH DEFINED 2 60,000
ROBERT HALF INTERNATIONAL COMMON 770323103 640 13,500 SH DEFINED 2,3 13,500
ROSS STORES, INC. COMMON 778296103 26,866 1,116,500 SH DEFINED 1 1,116,500
ROSS STORES, INC. COMMON 778296103 85,836 3,567,200 SH DEFINED 1,2 3,567,200
ROSS STORES, INC. COMMON 778296103 977 40,600 SH DEFINED 1,5 40,600
ROSS STORES, INC. COMMON 778296103 12,359 513,600 SH DEFINED 2 513,600
ROSS STORES, INC. COMMON 778296103 289 12,000 SH DEFINED 2,3 12,000
ROWAN COS., INC. COMMON 779382100 17,009 577,800 SH DEFINED 1 577,800
ROWAN COS., INC. COMMON 779382100 96,046 3,262,700 SH DEFINED 1,2 3,262,700
ROWAN COS., INC. COMMON 779382100 624 21,200 SH DEFINED 1,5 21,200
ROWAN COS., INC. COMMON 779382100 7,471 253,800 SH DEFINED 2 253,800
ROWAN COS., INC. COMMON 779382100 327 11,100 SH DEFINED 2,3 11,100
ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 10,480 374,300 SH DEFINED 1 374,300
ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 1,207 43,100 SH DEFINED 2 43,100
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ROYAL DUTCH PETROLEUM-NY
SHARES COMMON 780257804 31,679 550,340 SH DEFINED 1 550,340
ROYAL DUTCH PETROLEUM-NY
SHARES COMMON 780257804 2,326 40,400 SH DEFINED 1,4 40,400
ROYAL DUTCH PETROLEUM-NY
SHARES COMMON 780257804 2,590 45,000 SH DEFINED 1,7 45,000
RPC INC COMMON 749660106 49 5,200 SH DEFINED 1 5,200
RPC INC COMMON 749660106 16 1,700 SH DEFINED 1,5 1,700
RSL COMMUNICATIONS LTD COMMON G7702U102 4,307 179,444 SH DEFINED 1 179,444
RUDOLPH TECHNOLOGIES INC COMMON 781270103 4,410 98,000 SH DEFINED 1 98,000
RURAL CELLULAR CORPORATION COMMON 781904107 47,051 696,400 SH DEFINED 1 696,400
RURAL CELLULAR CORPORATION COMMON 781904107 54 800 SH DEFINED 1,5 800
RURAL CELLULAR CORPORATION COMMON 781904107 980 14,500 SH DEFINED 2 14,500
RURAL CELLULAR CORPORATION COMMON 781904107 196 2,900 SH DEFINED 2,3 2,900
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 PLC-ADR COMMON 783513104 49,843 1,086,500 SH DEFINED 1 1,086,500
RYANAIR HOLDINGS PLC-ADR COMMON 783513104 64 1,400 SH DEFINED 1,5 1,400
RYANAIR HOLDINGS PLC-ADR COMMON 783513104 1,560 34,000 SH DEFINED 2 34,000
RYANAIR HOLDINGS PLC-ADR COMMON 783513104 395 8,600 SH DEFINED 2,3 8,600
S3 INC. COMMON 784849101 3,150 150,000 SH DEFINED 1 150,000
SAFECO CORP COMMON 786429100 3,719 140,000 SH DEFINED 1,4 140,000
SAFEGUARD SCIENTIFICS INC COMMON 786449108 11,370 161,700 SH DEFINED 1 161,700
SAFEGUARD SCIENTIFICS INC
RIGHTS COMMON 68400F992 0 3,000 SH DEFINED 1 3,000
SAFEWAY INC. COMMON 786514208 522,515 11,547,300 SH DEFINED 1 11,547,300
SAFEWAY INC. COMMON 786514208 8,548 188,900 SH DEFINED 2 188,900
SALTON INC COMMON 795757103 1,735 40,000 SH DEFINED 1 40,000
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SAN PAOLO-IMI SPA ADR COMMON 799175104 3,127 109,725 SH DEFINED 1,7 109,725
SANDISK CORP. COMMON 80004C101 209,485 1,710,082 SH DEFINED 1 1,710,082
SANDISK CORP. COMMON 80004C101 1,495 12,200 SH DEFINED 1,5 12,200
SANDISK CORP. COMMON 80004C101 11,019 91,600 SH DEFINED 2 91,600
SANDISK CORP. COMMON 80004C101 1,237 10,100 SH DEFINED 2,3 10,100
SANMINA CORPORATION COMMON 800907107 140,402 2,078,100 SH DEFINED 1 2,078,100
SANMINA CORPORATION COMMON 800907107 226,280 3,349,200 SH DEFINED 1,2 3,349,200
SANMINA CORPORATION COMMON 800907107 516 7,638 SH DEFINED 1,5 7,638
SANMINA CORPORATION COMMON 800907107 14,723 217,920 SH DEFINED 2 217,920
SANMINA CORPORATION COMMON 800907107 1,953 28,900 SH DEFINED 2,3 28,900
SANTA FE INTERNATIONAL CORP COMMON G7805C108 5,513 149,000 SH DEFINED 1 149,000
SAP AG - ADR COMMON 803054204 2,097 35,100 SH DEFINED 1 35,100
SAP AG - ADR COMMON 803054204 2,390 40,000 SH DEFINED 1,7 40,000
SARA LEE CORP. COMMON 803111103 1,800 100,000 SH DEFINED 1,4 100,000
SATYAM INFOWA LIMITED-ADR COMMON 804099109 2,263 42,200 SH DEFINED 1 42,200
SAWTEK, INC. COMMON 805468105 47,469 903,100 SH DEFINED 1 903,100
SAWTEK, INC. COMMON 805468105 447 8,500 SH DEFINED 1,5 8,500
SAWTEK, INC. COMMON 805468105 3,290 62,600 SH DEFINED 2 62,600
SAWTEK, INC. COMMON 805468105 221 4,200 SH DEFINED 2,3 4,200
SBA COMMUNICATIONS CORP COMMON 78388J106 16,588 377,000 SH DEFINED 1 377,000
SBA COMMUNICATIONS CORP COMMON 78388J106 44 1,000 SH DEFINED 1,5 1,000
SBA COMMUNICATIONS CORP COMMON 78388J106 660 15,000 SH DEFINED 2 15,000
SBA COMMUNICATIONS CORP COMMON 78388J106 198 4,500 SH DEFINED 2,3 4,500
SBC COMMUNICATIONS INC COMMON 78387G103 62,390 1,485,470 SH DEFINED 1 1,485,470
SBC COMMUNICATIONS INC COMMON 78387G103 4,876 116,087 SH DEFINED 1,4 116,087
SBC COMMUNICATIONS INC COMMON 78387G103 1,664 39,618 SH DEFINED 2 39,618
SCANSOURCE INC COMMON 806037107 5,002 140,900 SH DEFINED 1 140,900
SCANSOURCE INC COMMON 806037107 71 2,000 SH DEFINED 2 2,000
SCANSOURCE INC COMMON 806037107 11 300 SH DEFINED 2,3 300
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SCHERING-PLOUGH COMMON 806605101 60,821 1,655,000 SH DEFINED 1 1,655,000
SCHERING-PLOUGH COMMON 806605101 5,436 147,900 SH DEFINED 1,4 147,900
SCHERING-PLOUGH COMMON 806605101 888 24,100 SH DEFINED 2 24,100
SCHLUMBERGER LTD COMMON 806857108 102,464 1,339,400 SH DEFINED 1 1,339,400
SCHLUMBERGER LTD COMMON 806857108 73,012 954,400 SH DEFINED 1,2 954,400
SCHLUMBERGER LTD COMMON 806857108 11,215 146,600 SH DEFINED 1,5 146,600
SCHLUMBERGER LTD COMMON 806857108 61 800 SH DEFINED 2 800
SCHOOL SPECIALITY INC. COMMON 807863105 8,568 398,500 SH DEFINED 1 398,500
SCHWAB (CHARLES) CORP COMMON 808513105 40,965 721,050 SH DEFINED 1 721,050
SCHWAB (CHARLES) CORP COMMON 808513105 261,338 4,600,000 SH DEFINED 1,2 4,600,000
SCHWAB (CHARLES) CORP COMMON 808513105 17,719 311,900 SH DEFINED 2 311,900
SCHWAB (CHARLES) CORP COMMON 808513105 881 15,500 SH DEFINED 2,3 15,500
SCIENTIFIC ATLANTA COMMON 808655104 54,886 865,200 SH DEFINED 1 865,200
SCIENTIFIC ATLANTA COMMON 808655104 349,947 5,516,400 SH DEFINED 1,2 5,516,400
SCIENTIFIC ATLANTA COMMON 808655104 3,388 53,400 SH DEFINED 1,5 53,400
SCIENTIFIC ATLANTA COMMON 808655104 19,894 313,600 SH DEFINED 2 313,600
SCIENTIFIC ATLANTA COMMON 808655104 1,649 26,000 SH DEFINED 2,3 26,000
SCIENTIFIC LEARNING CORP COMMON 808760102 592 23,100 SH DEFINED 1 23,100
SDL INC COMMON 784076101 260,218 1,222,400 SH DEFINED 1 1,222,400
SDL INC COMMON 784076101 1,235 5,800 SH DEFINED 1,5 5,800
SDL INC COMMON 784076101 13,262 62,300 SH DEFINED 2 62,300
SDL INC COMMON 784076101 1,001 4,700 SH DEFINED 2,3 4,700
SEAGATE TECHNOLOGY COMMON 811804103 2,350 39,000 SH DEFINED 1 39,000
SEAGATE TECHNOLOGY COMMON 811804103 8,504 141,300 SH DEFINED 1,5 141,300
SEAGRAM CO LTD PREF 7.5% CONVERT 811850205 1,110 20,000 SH DEFINED 1 20,000
SEAGRAM COMPANY LTD COMMON 811850106 26,002 437,000 CALL DEFINED 1 437,000
SECURE COMPUTING CORPORATION COMMON 813705100 30,015 1,765,600 SH DEFINED 1 1,765,600
SECURE COMPUTING CORPORATION COMMON 813705100 34 2,000 SH DEFINED 1,5 2,000
SECURE COMPUTING CORPORATION COMMON 813705100 563 33,100 SH DEFINED 2 33,100
SECURE COMPUTING CORPORATION COMMON 813705100 145 8,500 SH DEFINED 2,3 8,500
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SEI CORP. COMMON 784117103 31,105 274,200 SH DEFINED 1 274,200
SEI CORP. COMMON 784117103 658 5,800 SH DEFINED 1,5 5,800
SEI CORP. COMMON 784117103 2,938 25,900 SH DEFINED 2 25,900
SEI CORP. COMMON 784117103 170 1,500 SH DEFINED 2,3 1,500
SELECTICA INC COMMON 816288104 3,309 37,500 SH DEFINED 1 37,500
SEMTECH CORP COMMON 816850101 50,424 787,100 SH DEFINED 1 787,100
SEMTECH CORP COMMON 816850101 679 10,600 SH DEFINED 1,5 10,600
SEMTECH CORP COMMON 816850101 4,132 64,500 SH DEFINED 2 64,500
SEMTECH CORP COMMON 816850101 391 6,100 SH DEFINED 2,3 6,100
SEMTECH CORP CVT 144A CONVERT 816850AB7 1,306 1,400,000 PRN DEFINED 1 1,400,000
SENSORMATIC ELEC 144A COMMON 817265606 99 4,392 SH DEFINED 1 4,392
SENSORMATIC ELECTRONICS CORP COMMON 817265101 10,299 459,000 SH DEFINED 1 459,000
SFX ENTERTAINMENT CL A W/I COMMON 784178105 10,052 246,300 SH DEFINED 1 246,300
SHANG IND INV TR CVT 144A CONVERT 81943BAA3 5,238 5,000,000 PRN DEFINED 1 5,000,000
SHARED MEDICAL SYSTEMS CORP. COMMON 819486101 12,211 235,400 SH DEFINED 1 235,400
SHARED MEDICAL SYSTEMS CORP. COMMON 819486101 8,305 160,000 SH DEFINED 1,4 160,000
SHAW GROUP INC COMMON 820280105 4,406 125,000 SH DEFINED 1 125,000
SHERWIN WILLIAMS CO COMMON 824348106 5,697 259,700 SH DEFINED 1,4 259,700
SHIRE PHARMACEUTICALS ADR COMMON 82481R106 5,679 110,800 SH DEFINED 1 110,800
SIEBEL SYSTEMS INC COMMON 826170102 65,452 548,000 SH DEFINED 1 548,000
SIEBEL SYSTEMS INC COMMON 826170102 234,074 1,959,800 SH DEFINED 1,2 1,959,800
SIEBEL SYSTEMS INC COMMON 826170102 2,007 16,800 SH DEFINED 1,5 16,800
SIEBEL SYSTEMS INC COMMON 826170102 9,997 83,700 SH DEFINED 2 83,700
SIEBEL SYSTEMS INC COMMON 826170102 1,218 10,200 SH DEFINED 2,3 10,200
SIERRA HEALTH SERVICES COMMON 826322109 99 20,000 SH DEFINED 1,4 20,000
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SIGMA-ALDRICH COMMON 826552101 1,478 55,000 SH DEFINED 1 55,000
SIGMA-ALDRICH COMMON 826552101 887 33,000 SH DEFINED 1,4 33,000
SILICON GRAPHICS, INC. COMMON 827056102 4,577 433,300 CALL DEFINED 1 433,300
SILICON LABORATORIES INC COMMON 826919102 1,097 12,400 SH DEFINED 1 12,400
SILICON LABORATORIES INC COMMON 826919102 620 7,000 SH DEFINED 1,5 7,000
SILICON STORAGE TECHNOLOGY,
INC. COMMON 827057100 27,843 376,900 SH DEFINED 1 376,900
SILICON STORAGE TECHNOLOGY,
INC. COMMON 827057100 66 900 SH DEFINED 1,5 900
SILICON STORAGE TECHNOLOGY,
INC. COMMON 827057100 1,071 14,500 SH DEFINED 2 14,500
SILICON STORAGE TECHNOLOGY,
INC. COMMON 827057100 251 3,400 SH DEFINED 2,3 3,400
SILICON VALLEY BANCSHARES COMMON 827064106 5,391 75,000 SH DEFINED 1 75,000
SILICONIX INC COMMON 827079203 828 8,700 SH DEFINED 1,5 8,700
SIMON PROPERTY GROUP INC COMMON 828806109 3,470 144,600 SH DEFINED 1,4 144,600
SIMPSON MANUFACTURING CO INC COMMON 829073105 8,939 226,300 SH DEFINED 1 226,300
SIMPSON MANUFACTURING CO INC COMMON 829073105 20 500 SH DEFINED 1,5 500
SIMPSON MANUFACTURING CO INC COMMON 829073105 391 9,900 SH DEFINED 2 9,900
SIMPSON MANUFACTURING CO INC COMMON 829073105 95 2,400 SH DEFINED 2,3 2,400
SK TELECOM CO. LTD.- SPONS
ADR COMMON 78440P108 2,215 56,800 SH DEFINED 1,6 56,800
SKILSOFT CORPORATION COMMON 83066P101 1,163 40,000 SH DEFINED 1 40,000
SKY NETWORK TELEVISION- ADR COMMON 83080U102 130 5,400 SH DEFINED 1 5,400
SL GREEN REALTY CORP COMMON 78440X101 1,214 51,100 SH DEFINED 1,4 51,100
SLM HOLDING CORPORATION COMMON 78442A109 5,230 157,000 SH DEFINED 1 157,000
SLM HOLDING CORPORATION COMMON 78442A109 813 24,300 SH DEFINED 2 24,300
SMARTDISK CORPORATION COMMON 83169Q105 1,988 75,000 SH DEFINED 1 75,000
SMARTSERV ONLINE INC COMMON 83169M203 3,188 25,000 SH DEFINED 1 25,000
SMITH CHARLES E RESIDENTIAL COMMON 832197107 2,258 62,500 SH DEFINED 1,4 62,500
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SMITH INTERNATIONAL INC. COMMON 832110100 18,647 240,600 SH DEFINED 1 240,600
SMITH INTERNATIONAL INC. COMMON 832110100 135,625 1,750,000 SH DEFINED 1,2 1,750,000
SMITH INTERNATIONAL INC. COMMON 832110100 32,627 421,050 SH DEFINED 1,5 421,050
SMITH INTERNATIONAL INC. COMMON 832110100 10,811 139,500 SH DEFINED 2 139,500
SMITH INTERNATIONAL INC. COMMON 832110100 450 5,800 SH DEFINED 2,3 5,800
SMITHKLINE BEECHAM PLC ADR
"A" COMMON 832378301 2,312 35,000 SH DEFINED 1,7 35,000
SNAP-ON TOOLS CORPORATION COMMON 833034101 2,619 100,000 SH DEFINED 1,4 100,000
SNYDER COMMUNICATIONS INC COMMON 832914105 1,665 74,000 SH DEFINED 1 74,000
SOCIETE GENERALE ADR COMMON 83364L109 3,390 85,000 SH DEFINED 1,7 85,000
SOFTWARE.COM INC COMMON 83402P104 4,575 35,500 SH DEFINED 1 35,500
SOFTWARE.COM INC COMMON 83402P104 541 4,200 SH DEFINED 1,5 4,200
SOFTWARE.COM INC COMMON 83402P104 3,119 24,200 SH DEFINED 2 24,200
SOLECTRON COMMON 834182107 256,600 6,405,000 SH DEFINED 1 6,405,000
SOLECTRON COMMON 834182107 40,063 1,000,000 SH DEFINED 1,2 1,000,000
SOLECTRON COMMON 834182107 3,686 92,000 SH DEFINED 2 92,000
SOLUTIA INC COMMON 834376105 225 16,800 SH DEFINED 1 16,800
SOLUTIA INC COMMON 834376105 56 4,200 SH DEFINED 1,5 4,200
SONIC CORP COMMON 835451105 25,288 928,000 SH DEFINED 1 928,000
SONIC CORP COMMON 835451105 34 1,250 SH DEFINED 1,5 1,250
SONIC CORP COMMON 835451105 673 24,700 SH DEFINED 2 24,700
SONIC CORP COMMON 835451105 180 6,600 SH DEFINED 2,3 6,600
SONICWALLINC COMMON 835470105 50,142 752,600 SH DEFINED 1 752,600
SONICWALLINC COMMON 835470105 87 1,300 SH DEFINED 1,5 1,300
SONICWALLINC COMMON 835470105 1,406 21,100 SH DEFINED 2 21,100
SONICWALLINC COMMON 835470105 353 5,300 SH DEFINED 2,3 5,300
SONY CORP ADR COMMON 835699307 2,668 9,525 SH DEFINED 1 9,525
SONY CORP ADR COMMON 835699307 2,801 10,000 SH DEFINED 1,7 10,000
SOUTHDOWN INC. COMMON 841297104 2,183 37,000 SH DEFINED 1 37,000
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SOUTHERN CO COMMON 842587107 6,851 315,000 SH DEFINED 1 315,000
SOUTHERN CO COMMON 842587107 722 33,200 SH DEFINED 1,4 33,200
SOUTHWEST AIRLINES CO. COMMON 844741108 2,602 125,000 SH DEFINED 1,4 125,000
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 17,108 880,150 SH DEFINED 1 880,150
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 35 1,800 SH DEFINED 1,5 1,800
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 708 36,400 SH DEFINED 2 36,400
SOUTHWEST BANCORP OF TEXAS COMMON 84476R109 175 9,000 SH DEFINED 2,3 9,000
SOUTHWEST SEC GROUP 5% CONVERT 845224203 468 9,800 SH DEFINED 1 9,800
SOUTHWEST SEC GROUP 5% CONVERT 845224203 8,638 180,900 SH DEFINED 1,2 180,900
SOUTHWEST SEC GROUP 5% CONVERT 845224203 444 9,300 SH DEFINED 2 9,300
SPARTECH CORP COMMON 847220209 25,950 754,900 SH DEFINED 1 754,900
SPARTECH CORP COMMON 847220209 41 1,200 SH DEFINED 1,5 1,200
SPARTECH CORP COMMON 847220209 794 23,100 SH DEFINED 2 23,100
SPARTECH CORP COMMON 847220209 206 6,000 SH DEFINED 2,3 6,000
SPIEKER PROPERTIES, INC. COMMON 848497103 743 16,700 SH DEFINED 1,4 16,700
SPINNAKER EXPLORATION CO COMMON 84855W109 17,563 772,000 SH DEFINED 1 772,000
SPIROS DEVELOPMENT/DURA
PHARM COMMON 848936100 287 20,500 SH DEFINED 1,4 20,500
SPRINT CORP (PCS GROUP) COMMON 852061506 3,932 60,200 SH DEFINED 1 60,200
SPRINT CORP (PCS GROUP) COMMON 852061506 65,313 1,000,000 SH DEFINED 1,2 1,000,000
SPRINT CORP (PCS GROUP) COMMON 852061506 3,592 55,000 SH DEFINED 2 55,000
SPRINT CORP (PCS GROUP) COMMON 852061506 222 3,400 SH DEFINED 2,3 3,400
SPRINT CORP. COMMON 852061100 7,396 117,400 SH DEFINED 1,4 117,400
SPYGLASS, INC. COMMON 852192103 2,714 35,000 SH DEFINED 1 35,000
ST ASSEMBLY TEST SERVICE ADR COMMON 85227G102 11,024 227,300 SH DEFINED 1 227,300
ST ASSEMBLY TEST SERVICE ADR COMMON 85227G102 703 14,500 SH DEFINED 1,5 14,500
ST ASSEMBLY TEST SERVICE ADR COMMON 85227G102 2,590 53,400 SH DEFINED 2 53,400
ST JUDE MEDICAL INC. COMMON 790849103 14,068 545,000 SH DEFINED 1 545,000
ST JUDE MEDICAL INC. COMMON 790849103 9,034 350,000 SH DEFINED 1,4 350,000
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ST PAUL COMPANIES COMMON 792860108 6,143 180,000 SH DEFINED 1,4 180,000
STAPLES INC. COMMON 855030102 7,224 361,180 SH DEFINED 1 361,180
STAPLES INC. COMMON 855030102 120,000 6,000,000 SH DEFINED 1,2 6,000,000
STAPLES INC. COMMON 855030102 6,773 338,637 SH DEFINED 2 338,637
STAPLES INC. COMMON 855030102 399 19,950 SH DEFINED 2,3 19,950
STARMEDIA NETWORK INC COMMON 855546107 4,482 149,100 SH DEFINED 1 149,100
STARWOOD HOTELS & RESORTS
WORLDWIDE COMMON 85590A203 17,682 673,583 SH DEFINED 1 673,583
STATE STREET BOSTON CORP COMMON 857477103 31,504 325,200 SH DEFINED 1 325,200
STATE STREET BOSTON CORP COMMON 857477103 1,279 13,200 SH DEFINED 1,4 13,200
STATION CASINOS, INC. COMMON 857689103 12,612 578,200 SH DEFINED 1 578,200
STATION CASINOS, INC. COMMON 857689103 24 1,100 SH DEFINED 1,5 1,100
STATION CASINOS, INC. COMMON 857689103 541 24,800 SH DEFINED 2 24,800
STATION CASINOS, INC. COMMON 857689103 131 6,000 SH DEFINED 2,3 6,000
STEINER LEISURE LTD COMMON P8744Y102 5,361 278,500 SH DEFINED 1 278,500
STEINER LEISURE LTD COMMON P8744Y102 847 44,000 SH DEFINED 2 44,000
STERIS CORP. COMMON 859152100 103 10,000 SH DEFINED 1,4 10,000
STERLING CHEMICALS WTS EXP
8/15/08 COMMON 85916E111 135 7,500 SH DEFINED 1 7,500
STEVEN MADDEN LTD COMMON 556269108 9,561 503,200 SH DEFINED 1 503,200
STEVEN MADDEN LTD COMMON 556269108 25 1,300 SH DEFINED 1,5 1,300
STEVEN MADDEN LTD COMMON 556269108 483 25,400 SH DEFINED 2 25,400
STEVEN MADDEN LTD COMMON 556269108 114 6,000 SH DEFINED 2,3 6,000
STOLT COMEX SEAWAY S A ADR COMMON 861567105 467 45,000 SH DEFINED 1 45,000
STOLT COMEX SEAWAY S A ADR COMMON 861567105 208 20,000 SH DEFINED 1,5 20,000
STONE ENERGY CORP COMMON 861642106 9,889 200,800 SH DEFINED 1 200,800
STONE ENERGY CORP COMMON 861642106 15 300 SH DEFINED 1,5 300
STONE ENERGY CORP COMMON 861642106 364 7,400 SH DEFINED 2 7,400
STONE ENERGY CORP COMMON 861642106 113 2,300 SH DEFINED 2,3 2,300
SUIZA FOODS CORP COMMON 865077101 3,421 85,000 SH DEFINED 1 85,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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SUMMA INDUSTRIES COMMON 86562T105 950 100,000 SH DEFINED 1 100,000
SUMMIT TECHNOLOGY INC COMMON 86627E101 2,683 294,000 SH DEFINED 1 294,000
SUN COMMUNITIES INC. COMMON 866674104 1,412 48,900 SH DEFINED 1,4 48,900
SUN LIFE FINANCIAL SVCS CAN COMMON 866796105 31,981 2,975,000 SH DEFINED 1,5 2,975,000
SUN MICROSYSTEMS, INC. COMMON 866810104 926,234 9,884,775 SH DEFINED 1 9,884,775
SUN MICROSYSTEMS, INC. COMMON 866810104 743,291 7,932,400 SH DEFINED 1,2 7,932,400
SUN MICROSYSTEMS, INC. COMMON 866810104 787 8,400 SH DEFINED 1,4 8,400
SUN MICROSYSTEMS, INC. COMMON 866810104 13,747 146,700 SH DEFINED 1,5 146,700
SUN MICROSYSTEMS, INC. COMMON 866810104 21,580 230,300 SH DEFINED 2 230,300
SUN MICROSYSTEMS, INC. COMMON 866810104 3,373 36,000 SH DEFINED 2,3 36,000
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 31,921 845,600 SH DEFINED 1 845,600
SUPERGEN INC COMMON 868059106 12,744 265,500 SH DEFINED 1 265,500
SUPERGEN INC COMMON 868059106 7,896 164,500 SH DEFINED 1,4 164,500
SUPERMERCADOS UNIMARC S.A.
- -SP ADR COMMON 868453101 557 207,200 SH DEFINED 1,6 207,200
SUPERTEX INC COMMON 868532102 733 23,600 SH DEFINED 1,5 23,600
SUPERVALU INC COMMON 868536103 6,047 319,300 SH DEFINED 1 319,300
SUPERVALU INC COMMON 868536103 6,105 322,400 SH DEFINED 1,4 322,400
SURGUTNEFTEGAZ- SPONSORED
ADR COMMON 868861204 4,434 307,930 SH DEFINED 1,6 307,930
SYBRON INTERNATIONAL CORP. COMMON 87114F106 23,751 819,000 SH DEFINED 1 819,000
SYBRON INTERNATIONAL CORP. COMMON 87114F106 8,971 310,000 SH DEFINED 1,4 310,000
SYCAMORE NETWORKS INC COMMON 871206108 61,752 478,700 SH DEFINED 1 478,700
SYCAMORE NETWORKS INC COMMON 871206108 39 300 SH DEFINED 1,5 300
SYCAMORE NETWORKS INC COMMON 871206108 3,973 30,800 SH DEFINED 2 30,800
SYCAMORE NETWORKS INC COMMON 871206108 181 1,400 SH DEFINED 2,3 1,400
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SYMANTEC CORPORATION COMMON 871503108 56,231 748,500 SH DEFINED 1 748,500
SYMANTEC CORPORATION COMMON 871503108 105 1,400 SH DEFINED 1,5 1,400
SYMANTEC CORPORATION COMMON 871503108 2,179 29,000 SH DEFINED 2 29,000
SYMANTEC CORPORATION COMMON 871503108 533 7,100 SH DEFINED 2,3 7,100
SYMBOL TECHNOLOGIES INC. COMMON 871508107 14,532 176,550 SH DEFINED 1 176,550
SYMBOL TECHNOLOGIES INC. COMMON 871508107 249,028 3,025,400 SH DEFINED 1,2 3,025,400
SYMBOL TECHNOLOGIES INC. COMMON 871508107 8,947 108,700 SH DEFINED 2 108,700
SYMBOL TECHNOLOGIES INC. COMMON 871508107 1,008 12,250 SH DEFINED 2,3 12,250
SYMIX SYSTEMS INC COMMON 871535100 7,000 350,000 SH DEFINED 1 350,000
SYNCOR INTL CORP-DEL COMMON 87157J106 5,907 179,000 SH DEFINED 1 179,000
SYNCOR INTL CORP-DEL COMMON 87157J106 3,937 119,300 SH DEFINED 1,4 119,300
SYNOPSYS INC. COMMON 871607107 2,925 60,000 SH DEFINED 1 60,000
SYSCO CORP COMMON 871829107 1,231 34,500 SH DEFINED 1,4 34,500
TACO CABANA-CL A COMMON 873425102 742 125,000 SH DEFINED 1 125,000
TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 2,793 49,000 SH DEFINED 1 49,000
TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 5,268 92,416 SH DEFINED 2 92,416
TALBOTS, INC. COMMON 874161102 38,663 656,700 SH DEFINED 1 656,700
TALBOTS, INC. COMMON 874161102 88,313 1,500,000 SH DEFINED 1,2 1,500,000
TALBOTS, INC. COMMON 874161102 1,095 18,600 SH DEFINED 1,5 18,600
TALBOTS, INC. COMMON 874161102 11,922 202,500 SH DEFINED 2 202,500
TALBOTS, INC. COMMON 874161102 771 13,100 SH DEFINED 2,3 13,100
TANDY CORP. COMMON 875382103 3,527 69,500 SH DEFINED 1 69,500
TANDY CORP. COMMON 875382103 36,949 728,000 SH DEFINED 1,5 728,000
TANDY CORP. COMMON 875382103 142 2,800 SH DEFINED 2 2,800
TANNING TECHNOLOGY CORP COMMON 87588P101 9,986 231,900 SH DEFINED 1 231,900
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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TARGET CORP COMMON 87612E106 2,038,642 27,272,800 SH DEFINED 1 27,272,800
TARGET CORP COMMON 87612E106 498,583 6,670,000 SH DEFINED 1,2 6,670,000
TARGET CORP COMMON 87612E106 628 8,400 SH DEFINED 1,4 8,400
TARGET CORP COMMON 87612E106 28,854 386,000 SH DEFINED 2 386,000
TARGET CORP COMMON 87612E106 620 8,300 SH DEFINED 2,3 8,300
TAUBMAN CENTERS INC COMMON 876664103 957 86,000 SH DEFINED 1,4 86,000
TCR HOLDING CORP CL B COMMON 871961991 0 2,898 SH DEFINED 2 2,898
TECHNE CORP. COMMON 878377100 31,174 451,800 SH DEFINED 1 451,800
TECHNE CORP. COMMON 878377100 55 800 SH DEFINED 1,5 800
TECHNE CORP. COMMON 878377100 966 14,000 SH DEFINED 2 14,000
TECHNE CORP. COMMON 878377100 248 3,600 SH DEFINED 2,3 3,600
TECO ENERGY, INC. COMMON 872375100 2,624 135,000 SH DEFINED 1,4 135,000
TEFRON LTD COMMON M87482101 3,745 235,000 SH DEFINED 1 235,000
TEKTRONIX INC. COMMON 879131100 50,742 906,100 SH DEFINED 1 906,100
TEKTRONIX INC. COMMON 879131100 50 900 SH DEFINED 1,5 900
TEKTRONIX INC. COMMON 879131100 997 17,800 SH DEFINED 2 17,800
TEKTRONIX INC. COMMON 879131100 280 5,000 SH DEFINED 2,3 5,000
TELAXIS COMMUNICATIONS CORP COMMON 879202109 1,178 19,600 SH DEFINED 1 19,600
TELE DANMARK A/S ADR COMMON 879242105 3,330 71,700 SH DEFINED 1 71,700
TELE1 EUROPE HLDG AB ADR COMMON 87944T201 859 44,911 SH DEFINED 1 44,911
TELE1 EUROPE HLDG AB ADR COMMON 87944T201 20 1,056 SH DEFINED 2 1,056
TELECELULAR SUL PARTICIP -
ADR COMMON 879238103 8,500 170,000 SH DEFINED 1 170,000
TELECENTRO OESTE CELULAR -
ADR COMMON 87923P105 8,091 696,000 SH DEFINED 1 696,000
TELECENTRO OESTE CELULAR -
ADR COMMON 87923P105 1,790 154,000 SH DEFINED 1,6 154,000
TELECENTRO SUL PARTICIPA -
ADR COMMON 879239101 22,713 280,410 SH DEFINED 1 280,410
TELECENTRO SUL PARTICIPA -
ADR COMMON 879239101 2,430 30,000 SH DEFINED 1,6 30,000
TELECENTRO SUL PARTICIPA -
ADR COMMON 879239101 1,564 19,303 SH DEFINED 2 19,303
TELECENTRO SUL PARTICIPA -
ADR COMMON 879239101 70 860 SH DEFINED 2,3 860
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TELECOM ITALIA SPA ADR COMMON 87927W106 3,450 22,700 SH DEFINED 1,7 22,700
TELECOMUNICACOES DE S P COMMON 87929A102 16,729 563,500 SH DEFINED 1 563,500
TELECOMUNICACOES DE S P COMMON 87929A102 1,621 54,600 SH DEFINED 2 54,600
TELECOMUNICACOES DE S P COMMON 87929A102 68 2,300 SH DEFINED 2,3 2,300
TELECORP PCS INC COMMON 879299105 3,623 70,000 SH DEFINED 1 70,000
TELEFONOS DE MEXICO COMMON 879403780 74,634 1,113,936 SH DEFINED 1 1,113,936
TELEFONOS DE MEXICO COMMON 879403780 13,038 194,600 SH DEFINED 1,5 194,600
TELEFONOS DE MEXICO COMMON 879403780 5,208 77,724 SH DEFINED 1,6 77,724
TELEFONOS DE MEXICO COMMON 879403780 1,340 20,000 SH DEFINED 1,7 20,000
TELEFONOS DE MEXICO COMMON 879403780 4,201 62,706 SH DEFINED 2 62,706
TELEFONOS DE MEXICO COMMON 879403780 228 3,400 SH DEFINED 2,3 3,400
TELEFONOS DE MEXICO S A
CVT CONVERT 879403AD5 4,598 3,000,000 PRN DEFINED 1 3,000,000
TELEMATE.NET SOFTWARE INC COMMON 87943L100 1,762 146,800 SH DEFINED 1 146,800
TELEMATE.NET SOFTWARE INC COMMON 87943L100 276 23,000 SH DEFINED 2 23,000
TELENORTE LESTE PARTICIP -
ADR COMMON 879246106 20,097 754,800 SH DEFINED 1 754,800
TELENORTE LESTE PARTICIP -
ADR COMMON 879246106 5,810 218,200 SH DEFINED 1,6 218,200
TELESCAN INC COMMON 879516102 9,504 402,300 SH DEFINED 1 402,300
TELETECH HOLDINGS INC COMMON 879939106 17,843 517,200 SH DEFINED 1 517,200
TELLABS INC. COMMON 879664100 21,344 338,870 SH DEFINED 1 338,870
TELLABS INC. COMMON 879664100 1,663 26,400 SH DEFINED 1,4 26,400
TELLABS INC. COMMON 879664100 1,890 30,000 SH DEFINED 2 30,000
TENET HEALTHCARE CORPORATION COMMON 88033G100 15,801 687,000 SH DEFINED 1 687,000
TENET HEALTHCARE CORPORATION COMMON 88033G100 46,000 2,000,000 SH DEFINED 1,2 2,000,000
TENET HEALTHCARE CORPORATION COMMON 88033G100 7,695 335,000 SH DEFINED 1,4 335,000
TENET HEALTHCARE CORPORATION COMMON 88033G100 2,645 115,000 SH DEFINED 2 115,000
TENET HEALTHCARE CORPORATION COMMON 88033G100 161 7,000 SH DEFINED 2,3 7,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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TERADYNE INC. COMMON 880770102 504,896 6,138,550 SH DEFINED 1 6,138,550
TERADYNE INC. COMMON 880770102 265,454 3,227,400 SH DEFINED 1,2 3,227,400
TERADYNE INC. COMMON 880770102 12,263 149,100 SH DEFINED 2 149,100
TERADYNE INC. COMMON 880770102 1,505 18,300 SH DEFINED 2,3 18,300
TEVA PHARMACEUTICAL IND ADR COMMON 881624209 11,791 316,000 SH DEFINED 1 316,000
TEVA PHARMACEUTICAL IND ADR COMMON 881624209 4,478 120,000 SH DEFINED 1,4 120,000
TEXACO INC COMMON 881694103 86 1,600 SH DEFINED 1,5 1,600
TEXAS BIOTECH CORP COMMON 88221T104 10,806 755,000 SH DEFINED 1 755,000
TEXAS BIOTECH CORP COMMON 88221T104 6,441 450,000 SH DEFINED 1,4 450,000
TEXAS INSTRUMENTS INC. COMMON 882508104 738,458 4,615,360 SH DEFINED 1 4,615,360
TEXAS INSTRUMENTS INC. COMMON 882508104 400,000 2,500,000 SH DEFINED 1,2 2,500,000
TEXAS INSTRUMENTS INC. COMMON 882508104 2,240 14,000 SH DEFINED 1,4 14,000
TEXAS INSTRUMENTS INC. COMMON 882508104 7,680 48,000 SH DEFINED 2 48,000
TEXAS INSTRUMENTS INC. COMMON 882508104 1,824 11,400 SH DEFINED 2,3 11,400
TEXAS UTILITIES CO COMMON 882848104 22,652 763,000 SH DEFINED 1 763,000
TEXTRON INC. COMMON 883203101 1,522 25,000 SH DEFINED 1,4 25,000
THE BISYS GROUP INC. COMMON 055472104 10,590 159,250 SH DEFINED 1 159,250
THE MACERICH COMPANY COMMON 554382101 761 36,900 SH DEFINED 1,4 36,900
THE MEN'S WEARHOUSE COMMON 587118100 99,580 3,361,337 SH DEFINED 1 3,361,337
THE MEN'S WEARHOUSE COMMON 587118100 73,701 2,487,800 SH DEFINED 1,2 2,487,800
THE MEN'S WEARHOUSE COMMON 587118100 497 16,782 SH DEFINED 1,5 16,782
THE MEN'S WEARHOUSE COMMON 587118100 8,618 290,891 SH DEFINED 2 290,891
THE MEN'S WEARHOUSE COMMON 587118100 942 31,807 SH DEFINED 2,3 31,807
THERMA-WAVE INC COMMON 88343A108 1,588 46,700 SH DEFINED 1 46,700
THQ INC. COMMON 872443403 1,430 80,000 SH DEFINED 1 80,000
THREE FIVE SYSTEMS, INC. COMMON 88554L108 10,000 166,666 SH DEFINED 1 166,666
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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TIFFANY & CO. COMMON 886547108 7,844 93,800 SH DEFINED 1 93,800
TIFFANY & CO. COMMON 886547108 50,928 609,000 SH DEFINED 1,2 609,000
TIFFANY & CO. COMMON 886547108 611 7,305 SH DEFINED 1,5 7,305
TIFFANY & CO. COMMON 886547108 2,893 34,600 SH DEFINED 2 34,600
TIFFANY & CO. COMMON 886547108 209 2,500 SH DEFINED 2,3 2,500
TIME WARNER TELECOM CL-A COMMON 887319101 25,217 317,200 SH DEFINED 1 317,200
TIME WARNER TELECOM CL-A COMMON 887319101 2,616 32,900 SH DEFINED 2 32,900
TIME WARNER, INC. COMMON 887315109 828,345 8,283,450 SH DEFINED 1 8,283,450
TIME WARNER, INC. COMMON 887315109 280,000 2,800,000 SH DEFINED 1,2 2,800,000
TIME WARNER, INC. COMMON 887315109 11,451 114,500 SH DEFINED 2 114,500
TIME WARNER, INC. COMMON 887315109 1,820 18,200 SH DEFINED 2,3 18,200
TITAN CAP TRUST PREF 144A CONVERT 888262201 5,012 82,500 SH DEFINED 1 82,500
TITAN CAP TRUST PREF 144A CONVERT 888262201 365 6,000 SH DEFINED 1,5 6,000
TITAN CORP COMMON 888266103 14,219 278,800 SH DEFINED 1 278,800
TMP WORLDWIDE INC. COMMON 872941109 2,644 34,000 SH DEFINED 1 34,000
TMP WORLDWIDE INC. COMMON 872941109 38,875 500,000 SH DEFINED 1,2 500,000
TMP WORLDWIDE INC. COMMON 872941109 272 3,500 SH DEFINED 2,3 3,500
TOLLGRADE COMMUNICATIONS INC COMMON 889542106 33,443 631,000 SH DEFINED 1 631,000
TOLLGRADE COMMUNICATIONS INC COMMON 889542106 32 600 SH DEFINED 1,5 600
TOLLGRADE COMMUNICATIONS INC COMMON 889542106 477 9,000 SH DEFINED 2 9,000
TOLLGRADE COMMUNICATIONS INC COMMON 889542106 138 2,600 SH DEFINED 2,3 2,600
TOO INC COMMON 890333107 83,208 2,636,300 SH DEFINED 1 2,636,300
TOO INC COMMON 890333107 107 3,400 SH DEFINED 1,5 3,400
TOO INC COMMON 890333107 1,578 50,000 SH DEFINED 2 50,000
TOO INC COMMON 890333107 420 13,300 SH DEFINED 2,3 13,300
TORCHMARK CORP COMMON 891027104 1,850 80,000 SH DEFINED 1,4 80,000
TOTAL FINA S.A. SPON ADR COMMON 89151E109 3,227 43,833 SH DEFINED 1,7 43,833
TRANSACTION SYSTEMS
ARCHITECTS, INC COMMON 893416107 2,888 100,000 SH DEFINED 1 100,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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TRANSOCEAN SEDCO FOREX INC COMMON G90078109 94,034 1,832,573 SH DEFINED 1 1,832,573
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 190,759 3,717,600 SH DEFINED 1,2 3,717,600
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 6,787 132,271 SH DEFINED 1,5 132,271
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 12,654 246,600 SH DEFINED 2 246,600
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 570 11,100 SH DEFINED 2,3 11,100
TRANSWITCH CORP COMMON 894065101 56,995 592,925 SH DEFINED 1 592,925
TRANSWITCH CORP COMMON 894065101 132 1,375 SH DEFINED 1,5 1,375
TRANSWITCH CORP COMMON 894065101 2,302 23,950 SH DEFINED 2 23,950
TRANSWITCH CORP COMMON 894065101 514 5,350 SH DEFINED 2,3 5,350
TRAVELERS PROP CASUALTY COMMON 893939108 8,163 197,900 SH DEFINED 1 197,900
TRAVELERS PROP CASUALTY COMMON 893939108 1,282 31,100 SH DEFINED 2 31,100
TRIAD HOSPITALS INC COMMON 89579K109 11,348 677,500 SH DEFINED 1 677,500
TRIAD HOSPITALS INC COMMON 89579K109 34 2,000 SH DEFINED 1,4 2,000
TRIAD HOSPITALS INC COMMON 89579K109 22 1,300 SH DEFINED 1,5 1,300
TRIAD HOSPITALS INC COMMON 89579K109 320 19,100 SH DEFINED 2 19,100
TRIAD HOSPITALS INC COMMON 89579K109 107 6,400 SH DEFINED 2,3 6,400
TRIBUNE CVT 2.00 05/18/2029 CONVERT 896047305 99 700 SH DEFINED 1 700
TRIGON HEALTHCARE INC COMMON 89618L100 19,580 547,700 SH DEFINED 1 547,700
TRIGON HEALTHCARE INC COMMON 89618L100 5,715 160,000 SH DEFINED 1,4 160,000
TRINTECH GROUP PLC-ADR COMMON 896682101 14,079 361,000 SH DEFINED 1 361,000
TRITEL INC COMMON 89675X104 8,901 232,700 SH DEFINED 1 232,700
TRITEL INC COMMON 89675X104 153 4,000 SH DEFINED 2,3 4,000
TRITON ENERGY CORP COMMON G90751101 470 13,400 SH DEFINED 1 13,400
TRITON PCS HOLDINGS INC CL A COMMON 89677M106 20,709 346,600 SH DEFINED 1 346,600
TRIZETTO GROUP INC COMMON 896882107 9,532 273,800 SH DEFINED 1 273,800
TRUSTMARK CORP COMMON 898402102 8,132 402,800 SH DEFINED 1 402,800
TRUSTMARK CORP COMMON 898402102 24 1,200 SH DEFINED 1,5 1,200
TRUSTMARK CORP COMMON 898402102 424 21,000 SH DEFINED 2 21,000
TRUSTMARK CORP COMMON 898402102 109 5,400 SH DEFINED 2,3 5,400
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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TSI INTERNATIONAL SOFTWARE COMMON 872879101 30,085 362,200 SH DEFINED 1 362,200
TSI INTERNATIONAL SOFTWARE COMMON 872879101 91 1,100 SH DEFINED 1,5 1,100
TSI INTERNATIONAL SOFTWARE COMMON 872879101 1,412 17,000 SH DEFINED 2 17,000
TSI INTERNATIONAL SOFTWARE COMMON 872879101 357 4,300 SH DEFINED 2,3 4,300
TUBOS DE ACERO DE MEXICO-SP
ADR COMMON 898592506 8,872 541,800 SH DEFINED 1 541,800
TURNSTONE SYSTEMS INC COMMON 900423104 1,783 15,500 SH DEFINED 1 15,500
TUT SYSTEMS INC COMMON 901103101 5,063 85,000 SH DEFINED 1 85,000
TV GUIDE INC CL A COMMON 87307Q109 4,797 99,800 SH DEFINED 1 99,800
TV GUIDE INC CL A COMMON 87307Q109 84,633 1,760,900 SH DEFINED 1,2 1,760,900
TV GUIDE INC CL A COMMON 87307Q109 567 11,800 SH DEFINED 2,3 11,800
TWEETER HOME ENTERTAINMENT
GRP COMMON 901167106 19,913 450,000 SH DEFINED 1 450,000
TYCO INTERNATIONAL LTD COMMON 902124106 1,761,742 35,323,140 SH DEFINED 1 35,323,140
TYCO INTERNATIONAL LTD COMMON 902124106 685,781 13,750,000 SH DEFINED 1,2 13,750,000
TYCO INTERNATIONAL LTD COMMON 902124106 998 20,000 SH DEFINED 1,5 20,000
TYCO INTERNATIONAL LTD COMMON 902124106 23,411 469,400 SH DEFINED 2 469,400
TYCO INTERNATIONAL LTD COMMON 902124106 1,646 33,000 SH DEFINED 2,3 33,000
UCBH HOLDINGS INC COMMON 90262T308 4,349 202,300 SH DEFINED 1 202,300
ULTIMATE ELECTRONICS INC COMMON 903849107 2,953 135,000 SH DEFINED 1 135,000
UNIBANCO-GDR COMMON 90458E107 2,714 85,488 SH DEFINED 1,6 85,488
UNIFI INC COMMON 904677101 894 100,000 SH DEFINED 1,4 100,000
UNILEVER NV ADR COMMON 904784709 4,343 90,249 SH DEFINED 1,4 90,249
UNILEVER NV ADR COMMON 904784709 2,437 50,642 SH DEFINED 1,7 50,642
UNION PACIFIC RESOURCES GRP COMMON 907834105 7,075 487,900 SH DEFINED 1 487,900
UNION PACIFIC RESOURCES GRP COMMON 907834105 880 60,600 SH DEFINED 1,5 60,600
UNION PACIFIC RESOURCES GRP COMMON 907834105 3,326 229,400 SH DEFINED 2 229,400
UNIONBANCAL CORPORATION COMMON 908906100 1,516 55,000 SH DEFINED 1 55,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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UNIROYAL TECHNOLOGY CORP COMMON 909163107 20,031 426,200 SH DEFINED 1 426,200
UNISYS CORP (A) COMMON 909214108 260,457 10,214,000 SH DEFINED 1 10,214,000
UNISYS CORP (A) COMMON 909214108 4,899 192,100 SH DEFINED 1,4 192,100
UNISYS CORP (A) COMMON 909214108 3,861 151,400 SH DEFINED 2 151,400
UNIT CORP COMMON 909218109 6,607 600,600 SH DEFINED 1 600,600
UNITED AUSTRALIA PACIFIC INC
144A COMMON 902745918 2 50 SH DEFINED 2 50
UNITED GLOBAL COM COMMON 913247508 121,353 1,616,696 SH DEFINED 1 1,616,696
UNITED GLOBAL COM COMMON 913247508 112,594 1,500,000 SH DEFINED 1,2 1,500,000
UNITED GLOBAL COM COMMON 913247508 826 11,000 SH DEFINED 2 11,000
UNITED GLOBAL COM COMMON 913247508 886 11,800 SH DEFINED 2,3 11,800
UNITED HEALTHCARE
CORPORATION COMMON 910581107 90,487 1,517,600 SH DEFINED 1 1,517,600
UNITED HEALTHCARE
CORPORATION COMMON 910581107 74,531 1,250,000 SH DEFINED 1,2 1,250,000
UNITED HEALTHCARE
CORPORATION COMMON 910581107 4,804 80,600 SH DEFINED 1,4 80,600
UNITED NATURAL FOODS INC COMMON 911163103 1,800 120,000 SH DEFINED 1 120,000
UNITED TECHNOLOGIES CORP. COMMON 913017109 39,517 625,400 SH DEFINED 1 625,400
UNITED TECHNOLOGIES CORP. COMMON 913017109 4,834 76,500 SH DEFINED 1,4 76,500
UNIVERSAL ACCESS INC COMMON 913363107 2,154 64,300 SH DEFINED 1 64,300
UNIVERSAL HEALTH SERVICES B COMMON 913903100 34 700 SH DEFINED 1 700
UNIVERSAL HEALTH SERVICES B COMMON 913903100 245 5,000 SH DEFINED 1,4 5,000
UNIVISION COMMUNICATIONS INC COMMON 914906102 66,399 587,600 SH DEFINED 1 587,600
UNIVISION COMMUNICATIONS INC COMMON 914906102 171,737 1,519,800 SH DEFINED 1,2 1,519,800
UNIVISION COMMUNICATIONS INC COMMON 914906102 11,684 103,400 SH DEFINED 1,5 103,400
UNIVISION COMMUNICATIONS INC COMMON 914906102 21,423 189,600 SH DEFINED 2 189,600
UNIVISION COMMUNICATIONS INC COMMON 914906102 791 7,000 SH DEFINED 2,3 7,000
US WEST INC COMMON 91273H101 63,256 871,000 SH DEFINED 1 871,000
US WEST INC COMMON 91273H101 90,781 1,250,000 SH DEFINED 1,2 1,250,000
US WEST INC COMMON 91273H101 3,493 48,100 SH DEFINED 1,4 48,100
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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USA NETWORKS INC COMMON 902984103 13,556 600,800 SH DEFINED 1 600,800
USA NETWORKS INC COMMON 902984103 101,531 4,500,000 SH DEFINED 1,2 4,500,000
USA NETWORKS INC COMMON 902984103 796 35,300 SH DEFINED 1,5 35,300
USA NETWORKS INC COMMON 902984103 8,605 381,400 SH DEFINED 2 381,400
USA NETWORKS INC COMMON 902984103 354 15,700 SH DEFINED 2,3 15,700
USEC INC. COMMON 90333E108 161 34,800 SH DEFINED 1 34,800
USINTERNETWORKING INC COMMON 917311805 2,238 57,750 SH DEFINED 1 57,750
USINTERNETWORKING INC COMMON 917311805 7,428 191,700 SH DEFINED 1,5 191,700
USINTERNETWORKING INC COMMON 917311805 70 1,800 SH DEFINED 2 1,800
USX-MARATHON GROUP COMMON 902905827 5,080 194,900 SH DEFINED 1 194,900
UTI ENERGY CORP COMMON 903387108 6,606 175,000 SH DEFINED 1 175,000
UTSTARCOM INC COMMON 918076100 23,380 299,500 SH DEFINED 1 299,500
UTSTARCOM INC COMMON 918076100 1,132 14,500 SH DEFINED 1,5 14,500
UTSTARCOM INC COMMON 918076100 4,762 61,000 SH DEFINED 2 61,000
UTSTARCOM INC COMMON 918076100 125 1,600 SH DEFINED 2,3 1,600
VALSPAR CORP. COMMON 920355104 2,490 65,000 SH DEFINED 1 65,000
VALUECLICK INC COMMON 92046N102 440 21,000 SH DEFINED 1 21,000
VALUEVISION INTL INC-CL A COMMON 92047K107 7,348 177,600 SH DEFINED 1 177,600
VANS, INC. COMMON 921930103 12,173 754,900 SH DEFINED 1 754,900
VANS, INC. COMMON 921930103 27 1,700 SH DEFINED 1,5 1,700
VANS, INC. COMMON 921930103 560 34,700 SH DEFINED 2 34,700
VANS, INC. COMMON 921930103 145 9,000 SH DEFINED 2,3 9,000
VARIAN INC COMMON 922206107 45,789 1,193,200 SH DEFINED 1 1,193,200
VARIAN INC COMMON 922206107 1,151 30,000 SH DEFINED 1,4 30,000
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 11,908 261,000 SH DEFINED 1 261,000
VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 7,762 170,000 SH DEFINED 1,4 170,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 68,009 1,068,900 SH DEFINED 1 1,068,900
VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 6,363 100,000 SH DEFINED 1,4 100,000
VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 776 12,200 SH DEFINED 1,5 12,200
VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 4,015 63,100 SH DEFINED 2 63,100
VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 223 3,500 SH DEFINED 2,3 3,500
VASTAR RESOURCES, INC. COMMON 922380100 453 6,100 SH DEFINED 1 6,100
VEECO INSTUMENTS INC COMMON 922417100 36,704 496,000 SH DEFINED 1 496,000
VEECO INSTUMENTS INC COMMON 922417100 888 12,000 SH DEFINED 1,5 12,000
VEECO INSTUMENTS INC COMMON 922417100 3,767 50,900 SH DEFINED 2 50,900
VEECO INSTUMENTS INC COMMON 922417100 148 2,000 SH DEFINED 2,3 2,000
VENATOR GROUP INC COMMON 922944103 5,613 628,000 SH DEFINED 1 628,000
VENTIV HEALTH INC COMMON 922793104 151 15,000 SH DEFINED 1,4 15,000
VERIO INC CVT PFD 144A CONVERT 923433304 8,544 151,900 SH DEFINED 1 151,900
VERIO INC CVT PFD 144A CONVERT 923433304 1,288 22,900 SH DEFINED 2 22,900
VERIO INC PRFD CONVERT 923433502 34 600 SH DEFINED 1 600
VERIO INC. COMMON 923433106 14,992 332,700 SH DEFINED 1 332,700
VERIO INC. COMMON 923433106 101,391 2,250,000 SH DEFINED 1,2 2,250,000
VERIO INC. COMMON 923433106 333 7,400 SH DEFINED 1,5 7,400
VERIO INC. COMMON 923433106 7,278 161,500 SH DEFINED 2 161,500
VERIO INC. COMMON 923433106 347 7,700 SH DEFINED 2,3 7,700
VERITAS DGC INC COMMON 92343P107 203 7,200 SH DEFINED 1 7,200
VERITAS DGC INC COMMON 92343P107 59 2,100 SH DEFINED 1,5 2,100
VERITAS SOFTWARE 1.856 CONVERT 92343RAA1 38,613 10,550,000 PRN DEFINED 1 10,550,000
VERITAS SOFTWARE 1.856 CONVERT 92343RAA1 5,856 1,600,000 PRN DEFINED 2 1,600,000
VERITAS SOFTWARE CORP. COMMON 923436109 436,321 3,330,695 SH DEFINED 1 3,330,695
VERITAS SOFTWARE CORP. COMMON 923436109 907,175 6,925,000 SH DEFINED 1,2 6,925,000
VERITAS SOFTWARE CORP. COMMON 923436109 11,574 88,350 SH DEFINED 1,5 88,350
VERITAS SOFTWARE CORP. COMMON 923436109 46,174 350,025 SH DEFINED 2 350,025
VERITAS SOFTWARE CORP. COMMON 923436109 3,684 28,125 SH DEFINED 2,3 28,125
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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VERITAS SOFTWARE CVT CONVERT 923436AB5 51,834 3,750,000 PRN DEFINED 1 3,750,000
VERITAS SOFTWARE CVT CONVERT 923436AB5 172,781 12,500,000 PRN DEFINED 1,2 12,500,000
VERITY, INC COMMON 92343C106 45,351 1,112,900 SH DEFINED 1 1,112,900
VERITY, INC COMMON 92343C106 611 15,000 SH DEFINED 1,5 15,000
VERITY, INC COMMON 92343C106 5,012 123,000 SH DEFINED 2 123,000
VERITY, INC COMMON 92343C106 424 10,400 SH DEFINED 2,3 10,400
VERSATA INC COMMON 925298101 14,758 245,200 SH DEFINED 1 245,200
VERSATA INC COMMON 925298101 150 2,500 SH DEFINED 1,5 2,500
VERSATA INC COMMON 925298101 572 9,500 SH DEFINED 2 9,500
VERSATA INC COMMON 925298101 181 3,000 SH DEFINED 2,3 3,000
VERSATEL TELECOM INTL -ADR COMMON 925301103 23,570 487,225 SH DEFINED 1 487,225
VERSATEL TELECOM INTL -ADR COMMON 925301103 69 1,418 SH DEFINED 2,3 1,418
VERSIGN INC COMMON 92343E102 155,301 1,038,800 SH DEFINED 1 1,038,800
VERSIGN INC COMMON 92343E102 254,150 1,700,000 SH DEFINED 1,2 1,700,000
VERSIGN INC COMMON 92343E102 478 3,200 SH DEFINED 1,5 3,200
VERSIGN INC COMMON 92343E102 22,948 153,200 SH DEFINED 2 153,200
VERSIGN INC COMMON 92343E102 1,301 8,700 SH DEFINED 2,3 8,700
VERTICALNET INC COMMON 92532L107 44,880 330,000 SH DEFINED 1 330,000
VERTICALNET INC COMMON 92532L107 1,208 8,000 SH DEFINED 2 8,000
VF CORP COMMON 918204108 3,369 140,000 SH DEFINED 1,4 140,000
VIA TECHNOLOGIES INC COMMON 92552A106 834 56,100 SH DEFINED 1,6 56,100
VIALINK CO COMMON 92552Q101 6,600 200,000 SH DEFINED 1 200,000
VIATEL INC COMMON STK COMMON 925529208 32,610 649,757 SH DEFINED 1 649,757
VIATEL INC COMMON STK COMMON 925529208 8,120 161,800 SH DEFINED 1,5 161,800
VIATEL INC COMMON STK COMMON 925529208 55 1,100 SH DEFINED 2 1,100
VIATEL INC COMMON STK COMMON 925529208 151 3,000 SH DEFINED 2,3 3,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 64,992 1,168,400 SH DEFINED 1 1,168,400
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 90,224 1,622,000 SH DEFINED 1,2 1,622,000
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 178 3,200 SH DEFINED 1,5 3,200
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 8,328 149,725 SH DEFINED 2 149,725
VISHAY INTERTECHNOLOGY, INC. COMMON 928298108 1,057 19,000 SH DEFINED 2,3 19,000
VISUAL NETWORKS INC. COMMON 928444108 27,666 487,500 SH DEFINED 1 487,500
VISUAL NETWORKS INC. COMMON 928444108 74 1,300 SH DEFINED 1,5 1,300
VISUAL NETWORKS INC. COMMON 928444108 1,118 19,700 SH DEFINED 2 19,700
VISUAL NETWORKS INC. COMMON 928444108 323 5,700 SH DEFINED 2,3 5,700
VITESSE SEMICONDUCTOR CORP COMMON 928497106 49,829 517,700 SH DEFINED 1 517,700
VITESSE SEMICONDUCTOR CORP COMMON 928497106 39 400 SH DEFINED 1,5 400
VITESSE SEMICONDUCTOR CORP COMMON 928497106 2,916 30,300 SH DEFINED 2 30,300
VITESSE SEMICONDUCTOR CORP COMMON 928497106 404 4,200 SH DEFINED 2,3 4,200
VITRIA TECHNOLOGY INC COMMON 92849Q104 26,327 261,150 SH DEFINED 1 261,150
VITRIA TECHNOLOGY INC COMMON 92849Q104 45,366 450,000 SH DEFINED 1,2 450,000
VODAFONE AIRTOUCH PLC -SP
ADR COMMON 92857T107 98,126 1,766,050 SH DEFINED 1 1,766,050
VODAFONE AIRTOUCH PLC -SP
ADR COMMON 92857T107 69,453 1,250,000 SH DEFINED 1,2 1,250,000
VOICESTREAM WIRELESS CORP COMMON 928615103 4,676 36,300 SH DEFINED 1 36,300
VOICESTREAM WIRELESS CORP COMMON 928615103 73,320 569,200 SH DEFINED 1,2 569,200
VOICESTREAM WIRELESS CORP COMMON 928615103 4,367 33,900 SH DEFINED 2 33,900
VOICESTREAM WIRELESS CORP COMMON 928615103 258 2,000 SH DEFINED 2,3 2,000
VORNADO REALTY TRUST COMMON 929042109 2,754 82,200 SH DEFINED 1,4 82,200
WADDELL & REED FINANCIAL-A COMMON 930059100 423 10,000 SH DEFINED 1 10,000
WALGREEN CO COMMON 931422109 349,850 13,586,400 SH DEFINED 1 13,586,400
WALGREEN CO COMMON 931422109 36,338 1,411,200 SH DEFINED 1,2 1,411,200
WALGREEN CO COMMON 931422109 4,424 171,800 SH DEFINED 2 171,800
WAL-MART STORES, INC COMMON 931142103 147,969 2,666,100 SH DEFINED 1 2,666,100
WAL-MART STORES, INC COMMON 931142103 55,500 1,000,000 SH DEFINED 1,2 1,000,000
WAL-MART STORES, INC COMMON 931142103 272 4,900 SH DEFINED 2,3 4,900
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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WALT DISNEY COMPANY COMMON 254687106 66,260 1,601,450 SH DEFINED 1 1,601,450
WALT DISNEY COMPANY COMMON 254687106 258,594 6,250,000 SH DEFINED 1,2 6,250,000
WALT DISNEY COMPANY COMMON 254687106 2,866 70,000 SH DEFINED 2 70,000
WALT DISNEY COMPANY COMMON 254687106 1,159 28,000 SH DEFINED 2,3 28,000
WARNER-LAMBERT CO. COMMON 934488107 399,604 4,098,500 SH DEFINED 1 4,098,500
WARNER-LAMBERT CO. COMMON 934488107 804,375 8,250,000 SH DEFINED 1,2 8,250,000
WARNER-LAMBERT CO. COMMON 934488107 20,270 207,900 SH DEFINED 1,4 207,900
WARNER-LAMBERT CO. COMMON 934488107 19,744 202,500 SH DEFINED 1,5 202,500
WARNER-LAMBERT CO. COMMON 934488107 2,837 29,100 SH DEFINED 2 29,100
WARNER-LAMBERT CO. COMMON 934488107 3,198 32,800 SH DEFINED 2,3 32,800
WASTE MANAGEMENT INC. COMMON 94106L109 32,735 2,391,617 SH DEFINED 1 2,391,617
WASTE MANAGEMENT INC. COMMON 94106L109 7,139 521,600 SH DEFINED 1,4 521,600
WATCHGUARD TECHNOLOGIES INC COMMON 941105108 82,899 921,100 SH DEFINED 1 921,100
WATCHGUARD TECHNOLOGIES INC COMMON 941105108 1,645 20,000 SH DEFINED 2 20,000
WATERS CORP. COMMON 941848103 15,607 163,850 SH DEFINED 1 163,850
WBK STRYPES TRUST CVT PFD CONVERT 929229102 3,810 127,000 SH DEFINED 1 127,000
WBK STRYPES TRUST CVT PFD CONVERT 929229102 90 3,000 SH DEFINED 2,3 3,000
WEATHERFORD INTERNATIONAL COMMON 947074100 18,624 316,000 SH DEFINED 1 316,000
WEATHERFORD INTERNATIONAL COMMON 947074100 110,355 1,872,400 SH DEFINED 1,2 1,872,400
WEATHERFORD INTERNATIONAL COMMON 947074100 1,603 27,240 SH DEFINED 1,5 27,240
WEATHERFORD INTERNATIONAL COMMON 947074100 9,106 154,500 SH DEFINED 2 154,500
WEATHERFORD INTERNATIONAL COMMON 947074100 383 6,500 SH DEFINED 2,3 6,500
WEBHIRE INC COMMON 94768W104 6,550 400,000 SH DEFINED 1 400,000
WEBLINK WIRELESS INC COMMON 94769A101 21,552 1,611,350 SH DEFINED 1 1,611,350
WEBLINK WIRELESS INC COMMON 94769A101 224 16,750 SH DEFINED 2,3 16,750
WEBMETHODS INC COMMON 94768C108 5,672 23,500 SH DEFINED 1 23,500
WEBMETHODS INC COMMON 94768C108 150 620 SH DEFINED 1,5 620
WEBSENSE INC COMMON 947684106 5,200 108,200 SH DEFINED 1 108,200
WEBSENSE INC COMMON 947684106 1,096 22,800 SH DEFINED 1,5 22,800
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WEBTRENDS CORP. COMMON 94844D104 18,576 258,000 SH DEFINED 1 258,000
WEBTRENDS CORP. COMMON 94844D104 511 7,100 SH DEFINED 1,5 7,100
WEBTRENDS CORP. COMMON 94844D104 1,094 15,200 SH DEFINED 2 15,200
WELLPOINT HEALTH NETWORKS,
INC. COMMON 94973H108 3,703 53,000 SH DEFINED 1 53,000
WELLPOINT HEALTH NETWORKS,
INC. COMMON 94973H108 2,795 40,000 SH DEFINED 1,4 40,000
WELLS FARGO COMPANY COMMON 949746101 2,047 50,000 SH DEFINED 1 50,000
WESTCOAST ENERGY INC COMMON 95751D102 1,069 62,900 SH DEFINED 1 62,900
WESTERN WIRELESS CORP-CL A COMMON 95988E204 114,797 2,505,800 SH DEFINED 1 2,505,800
WESTERN WIRELESS CORP-CL A COMMON 95988E204 156,500 3,416,100 SH DEFINED 1,2 3,416,100
WESTERN WIRELESS CORP-CL A COMMON 95988E204 1,878 41,000 SH DEFINED 1,5 41,000
WESTERN WIRELESS CORP-CL A COMMON 95988E204 12,737 282,800 SH DEFINED 2 282,800
WESTERN WIRELESS CORP-CL A COMMON 95988E204 852 18,600 SH DEFINED 2,3 18,600
WESTVACO CORP. COMMON 961548104 2,336 70,000 SH DEFINED 1,4 70,000
WESTWOOD ONE INC COMMON 961815107 18,147 500,600 SH DEFINED 1 500,600
WESTWOOD ONE INC COMMON 961815107 142,028 3,918,000 SH DEFINED 1,2 3,918,000
WESTWOOD ONE INC COMMON 961815107 680 18,800 SH DEFINED 1,5 18,800
WESTWOOD ONE INC COMMON 961815107 12,775 352,400 SH DEFINED 2 352,400
WESTWOOD ONE INC COMMON 961815107 660 18,200 SH DEFINED 2,3 18,200
WEYERHAUSER CORP COMMON COMMON 962166104 194,273 3,408,300 SH DEFINED 1 3,408,300
WEYERHAUSER CORP COMMON COMMON 962166104 2,839 49,800 SH DEFINED 2 49,800
WHIRLPOOL CORP COMMON 963320106 5,048 86,100 SH DEFINED 1,4 86,100
WHITNEY HOLDING CORP COMMON 966612103 1,631 50,000 SH DEFINED 1 50,000
WILD OATS MARKETS INC COMMON 96808B107 22,361 1,090,775 SH DEFINED 1 1,090,775
WILD OATS MARKETS INC COMMON 96808B107 34 1,650 SH DEFINED 1,5 1,650
WILD OATS MARKETS INC COMMON 96808B107 761 37,100 SH DEFINED 2 37,100
WILD OATS MARKETS INC COMMON 96808B107 185 9,000 SH DEFINED 2,3 9,000
WILLAMETTE INDUSTRIES, INC. COMMON 969133107 389 9,700 SH DEFINED 1 9,700
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WILLIAMS COMMUNICATIONS GRP COMMON 969455104 21,264 410,400 SH DEFINED 1 410,400
WILLIAMS COMMUNICATIONS GRP COMMON 969455104 440 8,500 SH DEFINED 1,5 8,500
WILLIAMS COMMUNICATIONS GRP COMMON 969455104 4,606 88,900 SH DEFINED 2 88,900
WILLIAMS COS COMMON 969457100 550,563 12,530,600 SH DEFINED 1 12,530,600
WILLIAMS COS COMMON 969457100 9,766 222,230 SH DEFINED 2 222,230
WILLIAMS-SONOMA INC. COMMON 969904101 3,720 120,000 SH DEFINED 1 120,000
WINSLOEW FURNITURE WARRANT COMMON 975377110 1,036 20,720 SH DEFINED 1 20,720
WINSTAR COMM COM STK COMMON 975515107 38,697 644,952 SH DEFINED 1 644,952
WINSTAR COMM COM STK COMMON 975515107 60 997 SH DEFINED 2 997
WINSTAR COMMUNICATIONS INC.
PREF CONVERT 975515859 31,374 20,047 SH DEFINED 1 20,047
WINSTAR COMMUNICATIONS INC.
PREF CONVERT 975515859 4,194 2,680 SH DEFINED 2 2,680
WIRELESS ONE WTS EXP
10/19/00 COMMON 97652H117 0 40,800 SH DEFINED 1 40,800
WIT CAPITAL GROUP INC COMMON 97737K309 4,311 251,750 SH DEFINED 1 251,750
WORLD ACCESS CONV PRFD SER
D 144A CONVERT 98141A911 13,202 17,602 SH DEFINED 1 17,602
WORLD ACCESS CONV PRFD SER
D 144A CONVERT 98141A911 150 200 SH DEFINED 2,3 200
WW GRAINGER INC COMMON 384802104 4,069 75,000 SH DEFINED 1 75,000
WYNDHAM VOTING TRUST COMMON 0735TEMP1 263 2,752 SH DEFINED 1,4 2,752
WYSDOM WARRANTS COMMON 123456964 3,000 263,158 SH DEFINED 1,5 263,158
XEROX CORP. COMMON 984121103 5,166 198,700 SH DEFINED 1,4 198,700
XICOR INC COMMON 984903104 7,791 551,600 SH DEFINED 1 551,600
XILINX INC. COMMON 983919101 127,813 1,543,400 SH DEFINED 1 1,543,400
XILINX INC. COMMON 983919101 465,605 5,622,400 SH DEFINED 1,2 5,622,400
XILINX INC. COMMON 983919101 555 6,700 SH DEFINED 1,5 6,700
XILINX INC. COMMON 983919101 12,488 150,800 SH DEFINED 2 150,800
XILINX INC. COMMON 983919101 3,031 36,600 SH DEFINED 2,3 36,600
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XL CAPITAL LTD-CLASS A COMMON G98255105 43,807 791,100 SH DEFINED 1 791,100
YAHOO!, INC. COMMON 984332106 259,882 1,516,450 SH DEFINED 1 1,516,450
YAHOO!, INC. COMMON 984332106 417,641 2,437,000 SH DEFINED 1,2 2,437,000
YAHOO!, INC. COMMON 984332106 17,635 103,000 SH DEFINED 2 103,000
YAHOO!, INC. COMMON 984332106 1,560 9,100 SH DEFINED 2,3 9,100
YORK INTERNATIONAL CORP. COMMON 986670107 2,104 90,000 SH DEFINED 1,4 90,000
YOUNG & RUBICAM INC. COMMON 987425105 35,899 763,800 SH DEFINED 1 763,800
YOUNG & RUBICAM INC. COMMON 987425105 76,728 1,632,500 SH DEFINED 1,2 1,632,500
YOUNG & RUBICAM INC. COMMON 987425105 517 11,000 SH DEFINED 1,5 11,000
YOUNG & RUBICAM INC. COMMON 987425105 10,898 231,900 SH DEFINED 2 231,900
YOUNG & RUBICAM INC. COMMON 987425105 409 8,700 SH DEFINED 2,3 8,700
ZALE CORP COMMON 988858106 50,323 1,066,450 SH DEFINED 1 1,066,450
ZALE CORP COMMON 988858106 70,781 1,500,000 SH DEFINED 1,2 1,500,000
ZALE CORP COMMON 988858106 917 19,500 SH DEFINED 1,5 19,500
ZALE CORP COMMON 988858106 8,324 176,400 SH DEFINED 2 176,400
ZALE CORP COMMON 988858106 448 9,500 SH DEFINED 2,3 9,500
ZIFF-DAVIS INC COMMON 989511100 6,333 405,300 SH DEFINED 1 405,300
ZIXIT CORPORATION COMMON 98974P100 2,621 36,000 SH DEFINED 1 36,000
ZOLL MEDICAL CORP. COMMON 989922109 28,300 552,200 SH DEFINED 1 552,200
ZOLL MEDICAL CORP. COMMON 989922109 56 1,100 SH DEFINED 1,5 1,100
ZOLL MEDICAL CORP. COMMON 989922109 933 18,200 SH DEFINED 2 18,200
ZOLL MEDICAL CORP. COMMON 989922109 246 4,800 SH DEFINED 2,3 4,800
ZOMAX INC COMMON 989929104 15,063 250,000 SH DEFINED 1 250,000
ZORAN CORP COMMON 98975F101 49,482 878,700 SH DEFINED 1 878,700
ZORAN CORP COMMON 98975F101 45 800 SH DEFINED 1,5 800
ZORAN CORP COMMON 98975F101 828 14,700 SH DEFINED 2 14,700
ZORAN CORP COMMON 98975F101 220 3,900 SH DEFINED 2,3 3,900
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