-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, IOZOJygz9SbJZp2r9bjBA2id2pNdw6Xyb5aC1DAEy83vU9spb54SB7W4dOY4oTtz X4j3j5nMJVPNPjR9m8iqpw== 0000820027-99-000398.txt : 19990517 0000820027-99-000398.hdr.sgml : 19990517 ACCESSION NUMBER: 0000820027-99-000398 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990331 FILED AS OF DATE: 19990514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AMERICAN EXPRESS FINANCIAL ADVISORS CENTRAL INDEX KEY: 0000820027 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] IRS NUMBER: 133180631 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-00139 FILM NUMBER: 99621488 BUSINESS ADDRESS: STREET 1: IDS TOWER 10 STREET 2: T33/52 CITY: MINNEAPOLIS STATE: MN ZIP: 55440 BUSINESS PHONE: 6126718028 FORMER COMPANY: FORMER CONFORMED NAME: IDS FINANCIAL CORP/MN/ DATE OF NAME CHANGE: 19920703 13F-HR 1 AEFA 03/31/1999 FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13 (F) COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 1999 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: American Express Financial Corporation Address: IDS Tower 10 Minneapolis, MN 55440-0010 Form 13F File Number: 28-139 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: John Knight Title: V.P. Investment Accounting Phone: 612-671-3618 Signature, Place, and Date of Signing: /s/ John Knight Minneapolis, MN May 14, 1999 - ------------------- ------------------ -------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ x ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 9 Form 13F Information Table Entry Total: 3056 Form 13F Information Table Value Total: $102149772 (thousands) List of Other Included Managers: No. 13F File Number Name - -------------------- ----------------------------------------- 01 28-698 American Express Company 02 28-2069 IDS Advisory Group, Inc. 03 28-1151 American Express Trust Company 04 28-140 IDS Certificate Company 05 28-143 IDS Life Insurance Company 06 IDS Life Insurance Company of New York 07 American Partners Life 08 American Centurian Life of New York 09 American Enterprise Life FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ----------------------------------------------------------------------------- --- ------------ ------------------------- -------- ADC TELECOM COM 000886101 26228 550000 SH SHARED 01 05 550000 0 0 AFC CABLE SYSTEMS IN COM 000950105 807 27100 SH SHARED 01 27100 0 0 AFC CABLE SYSTEMS IN COM 000950105 807 27100 SH SHARED 01 02 0 27100 0 AFC CABLE SYSTEMS IN COM 000950105 295 9900 SH SHARED 01 9900 0 0 AFLAC CORP COM 001055102 9962 183000 SH SHARED 01 183000 0 0 AES CORP COM 00130H105 1728 46400 SH SHARED 01 03 0 46400 0 AK STEEL COM 001547108 882 39100 SH SHARED 01 39100 0 0 AK STEEL COM 001547108 882 39100 SH SHARED 01 02 0 39100 0 AMR CORP DEL COM 001765106 122091 2084800 SH SHARED 01 2084800 0 0 AMR CORP DEL COM 001765106 29 500 SH SHARED 01 02 0 500 0 AMR CORP DEL COM 001765106 3155 53861 SH SHARED 01 03 0 53861 0 AMR CORP DEL COM 001765106 9956 170000 SH SHARED 01 05 170000 0 0 AT&T CORP COM 001957109 293835 3681572 SH SHARED 01 3611572 70000 0 AT&T CORP COM 001957109 61678 772825 SH SHARED 01 02 0 772825 0 AT&T CORP COM 001957109 46542 583147 SH SHARED 01 03 0 583147 0 AT&T CORP COM 001957109 79813 1000000 SH SHARED 01 05 1000000 0 0 AT&T CORPOCK COM 001957109 119780 1500775 SH SHARED 01 1500775 0 0 AT&T - LIBERTY MEDIA COM 001957208 7634 145055 SH SHARED 01 145055 0 0 AT&T - LIBERTY MEDIA COM 001957208 2447 46500 SH SHARED 01 02 0 46500 0 ABBOTT LABS COM 002824100 10200 217900 SH SHARED 01 217900 0 0 ABBOTT LABS COM 002824100 4149 88628 SH SHARED 01 02 0 88628 0 ABBOTT LABS COM 002824100 18593 397183 SH SHARED 01 03 0 397183 0 ABERCROMBIE & FITCH COM 002896207 20700 225000 SH SHARED 01 150000 75000 0 ABERCROMBIE & FITCH COM 002896207 52959 575650 SH SHARED 01 02 0 575650 0 ABERCROMBIE & FITCH COM 002896207 442 4800 SH SHARED 01 03 0 4800 0 ABERCROMBIE & FITCH COM 002896207 13800 150000 SH SHARED 01 150000 0 0 ABOVENET COMM. COM 003743101 3272 25000 SH SHARED 01 05 25000 0 0 ACCLAIM ENMNT INC COM 004325205 271 30300 SH SHARED 01 30300 0 0 ACCLAIM ENMNT INC COM 004325205 271 30300 SH SHARED 01 02 0 30300 0 ACCLAIM ENTERTAINMENT INC COM 004325205 271 30300 SH SHARED 01 30300 0 0 A C NIELSON CORP COM 004833109 6782 250000 SH SHARED 01 150000 100000 0 A C NIELSON CORP COM 004833109 4069 150000 SH SHARED 01 02 0 150000 0 AC NIELSON CORP COM 004833109 4069 150000 SH SHARED 01 150000 0 0 ACTEL CORP COM 004934105 1415 86100 SH SHARED 01 86100 0 0 ACTEL CORP COM 004934105 974 59231 SH SHARED 01 02 0 59231 0 ACTEL CORP COM 004934105 324 19700 SH SHARED 01 19700 0 0 ACXIOM CORP COM 005125109 1344 50700 SH SHARED 01 50700 0 0 ACXIOM CORP COM 005125109 31467 1187400 SH SHARED 01 02 0 1187400 0 ACXIOM CORP COM 005125109 343 12950 SH SHARED 01 03 0 12950 0 ACXIOM CORP COM 005125109 745 28100 SH SHARED 01 28100 0 0 ADELPHIA COMM - CL A COM 006848105 15750 250000 SH SHARED 01 140000 110000 0 ADELPHIA COMM - CL A COM 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SH SHARED 01 02 0 800 0 AETNA INC COM 008117103 3104 37400 SH SHARED 01 03 0 37400 0 AFL/CIO UNITS OF COM 008270993 499 460 SH SHARED 01 02 0 460 0 AGOURON PHARMACEUTIC COM 008488108 28 500 SH SHARED 01 02 0 500 0 AIR PROD & CHEM COM 009158106 67558 1972500 SH SHARED 01 1972500 0 0 AIR PROD & CHEM COM 009158106 2961 86450 SH SHARED 01 03 0 86450 0 AIR PROD & CHEM COM 009158106 24832 725000 SH SHARED 01 725000 0 0 AIRBORNE FREIGHT COR COM 009266107 17119 550000 SH SHARED 01 05 550000 0 0 AIRTOUCH COMMUN COM 00949T100 258086 2671000 SH SHARED 01 2671000 0 0 AIRTOUCH COMMUN COM 00949T100 184213 1906438 SH SHARED 01 02 0 1906438 0 AIRTOUCH COMMUN COM 00949T100 15436 159745 SH SHARED 01 03 0 159745 0 AIRTOUCH COMMUN COM 00949T100 71503 740000 SH SHARED 01 05 740000 0 0 ALBANY MOLECULAR RES COM 012423109 2375 95000 SH SHARED 01 05 95000 0 0 ALBERTO CULVER COM 013068101 325 13884 SH SHARED 01 03 0 13884 0 ALBERTSONS INC COM 013104104 42841 788800 SH SHARED 01 788800 0 0 ALBERTSONS INC COM 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COM 018804104 1795 23100 SH SHARED 01 02 0 23100 0 ALLIANT TECHSYSTEMS COM 018804104 746 9600 SH SHARED 01 9600 0 0 ALLIED SIGNAL INC COM 019512102 78026 1586300 SH SHARED 01 1586300 0 0 ALLIED SIGNAL INC COM 019512102 89046 1810285 SH SHARED 01 02 0 1810285 0 ALLIED SIGNAL INC COM 019512102 9317 189429 SH SHARED 01 03 0 189429 0 ALLIED SIGNAL INC COM 019512102 19675 400000 SH SHARED 01 05 400000 0 0 ALLIED SIGNAL INC COM 019512102 33939 690000 SH SHARED 01 690000 0 0 ALLMERICA FINANCIAL COM 019754100 7709 140000 SH SHARED 01 140000 0 0 ALLSTATE CORP COM 020002101 7758 209318 SH SHARED 01 03 0 209318 0 ALLTEL CORP COM 020039103 34930 560000 SH SHARED 01 560000 0 0 ALLTEL CORP COM 020039103 28 440 SH SHARED 01 02 0 440 0 ALLTEL CORP COM 020039103 4417 70814 SH SHARED 01 03 0 70814 0 ALLTEL CORP COM 020039103 15594 250000 SH SHARED 01 05 250000 0 0 ALLTEL 7.75 $100 PAR PREFERRED STOCK 0200392*3 1851 18328 SH SHARED 01 04 0 18328 0 ALPHARMA INC CL A COM 020813101 534 13600 SH SHARED 01 13600 0 0 ALPHARMA INC CL A COM 020813101 534 13600 SH SHARED 01 02 0 13600 0 ALTERA CORP COM 021441100 31347 526826 SH SHARED 01 456826 70000 0 ALTERA CORP COM 021441100 46683 784588 SH SHARED 01 02 0 784588 0 ALTERA CORP COM 021441100 464 7800 SH SHARED 01 03 0 7800 0 ALTERA CORP COM 021441100 17255 290000 SH SHARED 01 05 290000 0 0 ALTERA CORPK COM 021441100 26706 448826 SH SHARED 01 448826 0 0 ALZA COM 022615108 47380 1238700 SH SHARED 01 1238700 0 0 ALZA COM 022615108 102358 2676079 SH SHARED 01 02 0 2676079 0 ALZA COM 022615108 3328 86987 SH SHARED 01 03 0 86987 0 ALZA COM 022615108 7076 185000 SH SHARED 01 05 185000 0 0 ALZA COM 022615108 15950 417000 SH SHARED 01 417000 0 0 AMAZON COM INC COM 023135106 258 1500 SH SHARED 01 1500 0 0 AMERADA HESS COM 023551104 1090 21668 SH SHARED 01 03 0 21668 0 AMEREN CORP COM 023608102 1280 35384 SH SHARED 01 03 0 35384 0 AMERICA ON-LINE COM 02364J104 1158576 7935450 SH SHARED 01 7675450 260000 0 AMERICA ON-LINE COM 02364J104 194287 1330738 SH SHARED 01 02 0 1330738 0 AMERICA ON-LINE COM 02364J104 40455 277087 SH SHARED 01 03 0 277087 0 AMERICA ON-LINE COM 02364J104 101835 697500 SH SHARED 01 05 697500 0 0 AMERICA ON-LINE AOL COM 02364J104 329522 2257000 SH SHARED 01 2257000 0 0 AMERICA WEST HLDG CP COM 023657208 419 22000 SH SHARED 01 22000 0 0 AMERICA WEST HLDG CP COM 023657208 419 22000 SH SHARED 01 02 0 22000 0 AMER AXLE & MFG HDGS COM 024061103 4580 377700 SH SHARED 01 377700 0 0 AMERICAN BKS INS GRP COM 024456105 1435 27600 SH SHARED 01 27600 0 0 AMERICAN BKS INS GRP COM 024456105 1435 27600 SH SHARED 01 02 0 27600 0 AMERICAN BKS INS GRP COM 024456105 660 12700 SH SHARED 01 12700 0 0 AMERICAN ELEC PWR COM 025537101 1991 50169 SH SHARED 01 03 0 50169 0 AMERICAN EXPRESS COM 025816109 996886 8484136 SH SHARED 01 03 0 8484136 0 AM EX MNY MKT FND-JP COM 025819996 913 91000000 SH SHARED 01 91000000 0 0 AMER GENERAL CORP COM 026351106 163536 2319650 SH SHARED 01 2319650 0 0 AMER GENERAL CORP COM 026351106 139882 1984069 SH 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MANAGEMENT COM 027352103 6507 190700 SH SHARED 01 40700 150000 0 AMERICAN MANAGEMENT COM 027352103 1388 40700 SH SHARED 01 02 0 40700 0 AMERICAN MANAGEMENT COM 027352103 18769 550000 SH SHARED 01 05 550000 0 0 AMERICAN MANAGEMENT COM 027352103 624 18300 SH SHARED 01 18300 0 0 AMERICAN MEDICAL SEC COM 02744P101 3326 237575 SH SHARED 01 03 0 237575 0 AMERICAN MOB SAT WTS WARRANT 02755R111 26 8000 SH SHARED 01 8000 0 0 AMERICAN MOB SAT WTS WARRANT 02755R111 7 2000 SH SHARED 01 05 2000 0 0 AMER PWR CONVERSION COM 029066107 809 29950 SH SHARED 01 02 0 29950 0 AMER PWR CONVERSION COM 029066107 778 28800 SH SHARED 01 03 0 28800 0 AMER PWR CONVERSION COM 029066107 40500 1500000 SH SHARED 01 05 1500000 0 0 AMERICAN STD CO COM 029712106 58094 1690000 SH SHARED 01 1690000 0 0 AMERICAN STD CO COM 029712106 1220 35500 SH SHARED 01 03 0 35500 0 AMERICAN STD CO COM 029712106 30594 890000 SH SHARED 01 890000 0 0 AMERICAN TOWER CORP COM 029912201 9188 375000 SH SHARED 01 25000 350000 0 AMERICAN TOWER CORP COM 029912201 26 1073 SH SHARED 01 02 0 1073 0 AMERICAN TOWER CORP COM 029912201 15925 650000 SH SHARED 01 05 650000 0 0 AMERICAN STORES CO COM 030096101 210461 6377600 SH SHARED 01 6377600 0 0 AMERICAN STORES CO COM 030096101 9497 287750 SH SHARED 01 02 0 287750 0 AMERICAN STORES CO COM 030096101 5517 167190 SH SHARED 01 03 0 167190 0 AMERICAN STORES CO COM 030096101 120450 3650000 SH SHARED 01 3650000 0 0 AMERICAN TELECAST WT WARRANT 030151112 1 85225 SH SHARED 01 85225 0 0 AMERICAN WATERWORKS COM 030411102 13078 450000 SH SHARED 01 450000 0 0 AMERISOURCE COM 03071P102 356 10400 SH SHARED 01 10400 0 0 AMERISOURCE COM 03071P102 356 10400 SH SHARED 01 02 0 10400 0 AMERISOURCE COM 03071P102 13675 400000 SH SHARED 01 05 400000 0 0 AMES DEPT STORES COM 030789507 887 23900 SH SHARED 01 23900 0 0 AMES DEPT STORES COM 030789507 887 23900 SH SHARED 01 02 0 23900 0 AMERITECH CORP COM 030954101 283444 4897500 SH SHARED 01 4797500 100000 0 AMERITECH CORP COM 030954101 95619 1652187 SH 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CO COM 035229103 13904 182500 SH SHARED 01 182500 0 0 ANHEUSER BUSCH CO COM 035229103 259 3400 SH SHARED 01 02 0 3400 0 ANHEUSER BUSCH CO COM 035229103 9293 121980 SH SHARED 01 03 0 121980 0 ANNTAYLOR STORES CO COM 036115103 6628 150000 SH SHARED 01 150000 0 0 ANNTAYLOR STORES COR COM 036115103 12797 289600 SH SHARED 01 189600 100000 0 ANNTAYLOR STORES COR COM 036115103 8378 189600 SH SHARED 01 02 0 189600 0 ANNTAYLOR STORES COR COM 036115103 972 21994 SH SHARED 01 03 0 21994 0 ANNTAYLOR STORES COR COM 036115103 14582 330000 SH SHARED 01 05 330000 0 0 ANTEC COM 03664P105 452 21000 SH SHARED 01 21000 0 0 ANTEC COM 03664P105 452 21000 SH SHARED 01 02 0 21000 0 AON CORP COM 037389103 2441 38600 SH SHARED 01 38600 0 0 AON CORP COM 037389103 3137 49594 SH SHARED 01 03 0 49594 0 APACHE CORP COM 037411105 642 24628 SH SHARED 01 03 0 24628 0 APAM HIGH PERF CAP COM 037461993 4828 10000 SH SHARED 01 05 0 10000 0 APOLLO GROUP INC -C COM 037604105 27150 908800 SH SHARED 01 02 0 908800 0 APOLLO 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ASCEND COMM COM 043491109 59355 709215 SH SHARED 01 02 0 709215 0 ASCEND COMM COM 043491109 5354 63980 SH SHARED 01 03 0 63980 0 ASCEND COMM COM 043491109 50212 600000 SH SHARED 01 05 600000 0 0 ASCEND COMM COM 043491109 71219 851000 SH SHARED 01 851000 0 0 ASHANTI GOLDFLDS-GDR COM 043743202 438 50000 SH SHARED 01 50000 0 0 ASHLAND INC COM 044204105 760 18575 SH SHARED 01 03 0 18575 0 ASIA PULP&PAPER CO COM 04516V100 8 1000 SH SHARED 01 05 1000 0 0 AT HOME CORP SER A COM 045919107 10931 69400 SH SHARED 01 02 0 69400 0 AT HOME CORP SER A COM 045919107 126 800 SH SHARED 01 03 0 800 0 AT HOME CORP SER A COM 045919107 5513 35000 SH SHARED 01 05 35000 0 0 AT HOME CORP SER A COM 045919107 79 500 SH SHARED 01 500 0 0 AT HOME CORP CVT CONV BOND 045919AA5 2620 2500000 PRN SHARED 01 0 0 2500000 AT HOME CORP CVT CONV BOND 045919AA5 1939 1850000 PRN SHARED 01 05 0 0 1850000 ASSOC FIRST CORP COM 046008108 292510 6500220 SH SHARED 01 5900220 600000 0 ASSOC FIRST CORP COM 046008108 95034 2111414 SH SHARED 01 02 0 2111414 0 ASSOC FIRST CORP COM 046008108 10997 244377 SH SHARED 01 03 0 244377 0 ASSOC FIRST CORP COM 046008108 137250 3050000 SH SHARED 01 05 3050000 0 0 ASSOC FIRST CORP COM 046008108 91400 2031120 SH SHARED 01 2031120 0 0 ASTEC INDS INC COM 046224101 383 12400 SH SHARED 01 12400 0 0 ASTEC INDS INC COM 046224101 383 12400 SH SHARED 01 02 0 12400 0 ASTEC INDS INC COM 046224101 383 12400 SH SHARED 01 12400 0 0 ATLANTIC COAST AIRLI COM 048396105 4219 150000 SH SHARED 01 0 150000 0 ATLANTIC COAST AIRLI COM 048396105 10256 364650 SH SHARED 01 02 0 364650 0 ATLANTIC COAST AIRLI COM 048396105 103 3650 SH SHARED 01 03 0 3650 0 ATLANTIC RICHFIELD COM 048825103 5992 82080 SH SHARED 01 03 0 82080 0 ATLAS AIR INC COM 049164106 760 26400 SH SHARED 01 26400 0 0 ATLAS AIR INC COM 049164106 760 26400 SH SHARED 01 02 0 26400 0 ATLAS AIR INC COM 049164106 246 8550 SH SHARED 01 8550 0 0 ATMEL CORP COM 049513104 12150 800000 SH SHARED 01 05 800000 0 0 AUTHENTIC FITNESS COM 052661105 514 33300 SH SHARED 01 33300 0 0 AUTHENTIC FITNESS COM 052661105 514 33300 SH SHARED 01 02 0 33300 0 AUTO DESK COM 052769106 613 15147 SH SHARED 01 03 0 15147 0 AUTOMATIC DATA PROC. 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INC COM 101388106 4467 70000 SH SHARED 01 05 70000 0 0 BOYDS COLLECTION LTD COM 103354106 9900 550000 SH SHARED 01 05 550000 0 0 BRADY (WH) CO COM 104674106 320 15300 SH SHARED 01 15300 0 0 BRADY CORP COM 104674106 950 45400 SH SHARED 01 45400 0 0 BRADY CORP COM 104674106 950 45400 SH SHARED 01 02 0 45400 0 BRIGGS & STRATTON COM 109043109 1297 26300 SH SHARED 01 26300 0 0 BRIGGS & STRATTON COM 109043109 1297 26300 SH SHARED 01 02 0 26300 0 BRIGGS & STRATTON COM 109043109 279 5656 SH SHARED 01 03 0 5656 0 BRIGGS & STRATTON COM 109043109 439 8900 SH SHARED 01 8900 0 0 BRIGHT POINT COM 109473108 307 52000 SH SHARED 01 52000 0 0 BRIGHT POINT COM 109473108 307 52000 SH SHARED 01 02 0 52000 0 BRIGHT POINT COM 109473108 110 18600 SH SHARED 01 18600 0 0 BRINKER INT'L INC COM 109641100 1350 52300 SH SHARED 01 02 0 52300 0 BRINKER INT'L INC COM 109641100 8124 314710 SH SHARED 01 03 0 314710 0 BRISTOL MYERS SQUIBB COM 110122108 538373 8371196 SH SHARED 01 8371196 0 0 BRISTOL MYERS SQUIBB COM 110122108 89738 1395360 SH SHARED 01 02 0 1395360 0 BRISTOL MYERS SQUIBB COM 110122108 34612 538179 SH SHARED 01 03 0 538179 0 BRISTOL MYERS SQUIBB COM 110122108 122194 1900000 SH SHARED 01 05 1900000 0 0 BRISTOL MYERS SQUIBB COM 110122108 64313 1000000 SH SHARED 01 1000000 0 0 BROADCOM CORP COM 111320107 5427 88050 SH SHARED 01 02 0 88050 0 BROADCOM CORP COM 111320107 62 1000 SH SHARED 01 03 0 1000 0 BROADCOM CORP COM 111320107 12325 200000 SH SHARED 01 200000 0 0 BROWN FORMAN CL B COM 115637209 997 17308 SH SHARED 01 03 0 17308 0 BROWN GROUP INC COM 115657108 829 62900 SH SHARED 01 62900 0 0 BROWN GROUP INC COM 115657108 829 62900 SH SHARED 01 02 0 62900 0 BROWNING FERRIS IND COM 115885105 94478 2450000 SH SHARED 01 2450000 0 0 BROWNING FERRIS IND COM 115885105 2787 72291 SH SHARED 01 03 0 72291 0 BROWNING FERRIS IND COM 115885105 55337 1435000 SH SHARED 01 1435000 0 0 BRUNSWICK CORP COM 117043109 443 23224 SH SHARED 01 03 0 23224 0 BURLINGTON N SANTA COM 12189T104 103126 3136900 SH SHARED 01 3136900 0 0 BURLINGTON N SANTA COM 12189T104 25803 784928 SH SHARED 01 02 0 784928 0 BURLINGTON N SANTA COM 12189T104 6234 189642 SH SHARED 01 03 0 189642 0 BURLINGTON N SANTA COM 12189T104 24656 750000 SH SHARED 01 05 750000 0 0 BURLINGTON N SANTA COM 12189T104 31889 970000 SH SHARED 01 970000 0 0 BURLINGTON RESOURCES COM 122014103 1813 45399 SH SHARED 01 03 0 45399 0 BURR BROWN COM 122574106 357 15200 SH SHARED 01 15200 0 0 BURR BROWN COM 122574106 357 15200 SH SHARED 01 02 0 15200 0 BURR BROWN COM 122574106 357 15200 SH SHARED 01 15200 0 0 CBS CORP COM 12490K107 249256 6088700 SH SHARED 01 6088700 0 0 CBS CORP COM 12490K107 17862 436309 SH SHARED 01 03 0 436309 0 C-CUBE MICROSYSTEMS COM 125015107 898 45300 SH SHARED 01 45300 0 0 C-CUBE MICROSYSTEMS COM 125015107 898 45300 SH SHARED 01 02 0 45300 0 C-CUBE MICROSYSTEMS COM 125015107 466 23500 SH SHARED 01 23500 0 0 CDW COMPUTER CENTERS COM 125129106 235 3400 SH SHARED 01 3400 0 0 CDW COMPUTER CENTERS COM 125129106 235 3400 SH SHARED 01 02 0 3400 0 CDW COMPUTER CENTERS COM 125129106 235 3400 SH SHARED 01 3400 0 0 CEC ENTERTAINMENT COM 125137109 894 24900 SH SHARED 01 24900 0 0 CEC ENTERTAINMENT COM 125137109 894 24900 SH SHARED 01 02 0 24900 0 CEC ENTERTAINMENT COM 125137109 377 10500 SH SHARED 01 10500 0 0 CFM MAJESTIC COM 12525R101 623 81803 SH SHARED 01 03 0 81803 0 CH ROBINSON WORLDWID COM 12541W100 6359 250000 SH SHARED 01 0 250000 0 CIGNA CORP COM 125509109 214 2550 SH SHARED 01 02 0 2550 0 CIGNA CORP COM 125509109 4679 55827 SH SHARED 01 03 0 55827 0 C.I.T. GROUP CL A COM 125577106 14114 461800 SH SHARED 01 461800 0 0 CKE RESTAURANTS INC. COM 12561E105 444 22500 SH SHARED 01 22500 0 0 CKE RESTAURANTS INC. 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COM 148885106 418 38000 SH SHARED 01 38000 0 0 CATALYTICA INC. COM 148885106 18 1645 SH SHARED 01 02 0 1645 0 CATALYTICA INC. 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COM 372917104 7566 150000 SH SHARED 01 150000 0 0 GEORGIA-PACIFIC COM 373298108 1719 23151 SH SHARED 01 03 0 23151 0 GEOTEK CORP CONV BOND 373654AH5 13 10755000 PRN SHARED 01 0 0 10755000 GEOTEK CORP CONV BOND 373654AH5 7 5790000 PRN SHARED 01 05 0 0 5790000 GEOTEL COM 373656107 13652 297600 SH SHARED 01 02 0 297600 0 GEOTEL COM 373656107 156 3400 SH SHARED 01 03 0 3400 0 GEOTEL COM 373656107 10322 225000 SH SHARED 01 05 225000 0 0 GETCHELL GOLD CORP COM 374265106 3919 150000 SH SHARED 01 150000 0 0 GILLETTE CO COM 375766102 174845 2941650 SH SHARED 01 2941650 0 0 GILLETTE CO COM 375766102 183267 3083368 SH SHARED 01 02 0 3083368 0 GILLETTE CO COM 375766102 17750 298615 SH SHARED 01 03 0 298615 0 GILLETTE CO COM 375766102 80241 1350000 SH SHARED 01 05 1350000 0 0 GILLETTE COK COM 375766102 29719 500000 SH SHARED 01 500000 0 0 GLEASON CORP COM 377339106 777 45900 SH SHARED 01 45900 0 0 GLEASON CORP COM 377339106 777 45900 SH SHARED 01 02 0 45900 0 GLENBOROUGH REALTY CONV PFD STOCK 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COM 423074103 9309 196495 SH SHARED 01 196495 0 0 HEINZ H.J. COM 423074103 4351 91841 SH SHARED 01 03 0 91841 0 HELIX TECHNOLOGY COM 423319102 938 61000 SH SHARED 01 61000 0 0 HELIX TECHNOLOGY COM 423319102 938 61000 SH SHARED 01 02 0 61000 0 HELIX TECHNOLOGY COM 423319102 369 24000 SH SHARED 01 24000 0 0 HELLENIC TELECOM ADS COM 423325307 117 10000 SH SHARED 01 10000 0 0 HELMERICH & PAYNE COM 423452101 246 10838 SH SHARED 01 03 0 10838 0 HENRY (JACK) & ASSOC COM 426281101 1610 43800 SH SHARED 01 43800 0 0 HENRY (JACK) & ASSOC COM 426281101 1610 43800 SH SHARED 01 02 0 43800 0 HENRY (JACK) & ASSOC COM 426281101 724 19700 SH SHARED 01 19700 0 0 HERCULES INC COM 427056106 635 25130 SH SHARED 01 03 0 25130 0 HERSHEY FOODS COM 427866108 180386 3221175 SH SHARED 01 03 0 3221175 0 HEWLETT PACKARD COM 428236103 242193 3571500 SH SHARED 01 3371500 200000 0 HEWLETT PACKARD COM 428236103 538 7925 SH SHARED 01 02 0 7925 0 HEWLETT PACKARD COM 428236103 18873 278308 SH SHARED 01 03 0 278308 0 HEWLETT PACKARD COM 428236103 54250 800000 SH SHARED 01 05 800000 0 0 HEWLETT PACKARD COM 428236103 94667 1396000 SH SHARED 01 1396000 0 0 HEWLETT PACKARD 144A CONV BOND 428236AA1 1388 2500000 PRN SHARED 01 0 0 2500000 HEWLETT PACKARD 144A CONV BOND 428236AA1 2026 3650000 PRN SHARED 01 05 0 0 3650000 HEWLETT-PACKARD CVT CONV BOND 428236AC7 4219 7500000 PRN SHARED 01 0 0 7500000 HEWLETT-PACKARD CVT CONV BOND 428236AC7 1856 3300000 PRN SHARED 01 05 0 0 3300000 HIGHWOOD PROPERTY COM 431284108 9425 400000 SH SHARED 01 400000 0 0 HIGHWOOD PROPERTY COM 431284108 9425 400000 SH SHARED 01 400000 0 0 HILTON HOTELS COM 432848109 931 66172 SH SHARED 01 03 0 66172 0 HOLLYWOOD ENTERTAINM COM 436141105 10616 570000 SH SHARED 01 570000 0 0 HOME DEPOT INC COM 437076102 504903 8110898 SH SHARED 01 8110898 0 0 HOME DEPOT INC COM 437076102 273452 4392758 SH SHARED 01 02 0 4392758 0 HOME DEPOT INC COM 437076102 25853 415297 SH SHARED 01 03 0 415297 0 HOME DEPOT INC COM 437076102 182081 2925000 SH SHARED 01 05 2925000 0 0 HOME DEPOT INC COM 437076102 224100 3600000 SH SHARED 01 3600000 0 0 HOME DEPOT INC CVT CONV BOND 437076AE2 2773 1000000 PRN SHARED 01 0 0 1000000 HOME DEPOT INC CVT CONV BOND 437076AE2 2356 850000 PRN SHARED 01 05 0 0 850000 HOMEBASE INC COM 43738E108 863 194410 SH SHARED 01 03 0 194410 0 HOMESTAKE MINING COM 437614100 1309 151800 SH SHARED 01 151800 0 0 HOMESTAKE MINING COM 437614100 562 65196 SH SHARED 01 03 0 65196 0 HONEYWELL COM 438506107 2489 32836 SH SHARED 01 03 0 32836 0 HOOPER HOLMES COM 439104100 894 57200 SH SHARED 01 57200 0 0 HOOPER HOLMES COM 439104100 894 57200 SH SHARED 01 02 0 57200 0 HOOPER HOLMES INC COM 439104100 403 25800 SH SHARED 01 25800 0 0 HOSIERY CORP "A"144A WARRANT 441016102 400 10000 SH SHARED 01 10000 0 0 HOST MARRIOT FIN CONV PFD STOCK 441079209 11813 300000 SH SHARED 01 300000 0 0 HOST MARRIOT FIN 6.75 CVT PFD PRF 441079209 11813 300000 SH SHARED 01 300000 0 0 HOUGHTON MIFFLIN CO COM 441560109 675 14400 SH SHARED 01 14400 0 0 HOUGHTON MIFFLIN CO COM 441560109 675 14400 SH SHARED 01 02 0 14400 0 HOUSEHOLD INTL COM 441815107 43143 945615 SH SHARED 01 345615 600000 0 HOUSEHOLD INTL COM 441815107 101031 2214374 SH SHARED 01 02 0 2214374 0 HOUSEHOLD INTL COM 441815107 6460 141596 SH SHARED 01 03 0 141596 0 HOUSEHOLD INTL COM 441815107 29656 650000 SH SHARED 01 05 650000 0 0 HOUSEHOLD INTL COM 441815107 9171 201000 SH SHARED 01 201000 0 0 HOUSTON IND/TWX-ACES CONV PFD STOCK 442161204 162543 1348900 SH SHARED 01 1348900 0 0 HOUSTON IND/TWX-ACES CONV PFD STOCK 442161204 3928 32600 SH SHARED 01 05 32600 0 0 HOUSTON IND/TWX-ACES 7% 7/1/00 PRF 442161204 88869 737500 SH SHARED 01 737500 0 0 HOWMET INTL INC COM 443208103 5367 375000 SH SHARED 01 375000 0 0 HUBBELL INC C/B COM 443510201 6800 170000 SH SHARED 01 170000 0 0 HUDSON UNITED BANC COM 444165104 403 12000 SH SHARED 01 12000 0 0 HUMANA COM 444859102 764 44261 SH SHARED 01 03 0 44261 0 J.B. HUNT TRANSPORT COM 445658107 8820 420000 SH SHARED 01 05 420000 0 0 J.B. HUNT TRANSPORT COM 445658107 5880 280000 SH SHARED 01 280000 0 0 HUNTINGTON BANCSHARE COM 446150104 1643 53120 SH SHARED 01 03 0 53120 0 HUTCHINSON TECH COM 448407106 599 24100 SH SHARED 01 24100 0 0 HUTCHINSON TECH COM 448407106 599 24100 SH SHARED 01 02 0 24100 0 IDEC PHARM COM 449370105 1028 20000 SH SHARED 01 20000 0 0 IDEC PHARM COM 449370105 1028 20000 SH SHARED 01 02 0 20000 0 IDEC PHARMACEUTICALS CORP COM 449370105 370 7200 SH SHARED 01 7200 0 0 IDS BOND (Y) COM 449427301 82433 16420911 SH SHARED 01 03 0 16420911 0 IDS CA TAX EXEMPT COM 449428101 1 242 SH SHARED 01 242 0 0 IDS INNOVATIONS FD Y COM 449435825 182 20000 SH SHARED 01 20000 0 0 IDS INNOVATIONS FD B COM 449435833 179 20000 SH SHARED 01 20000 0 0 IDS INNOVATIONS FD A COM 449435841 6003 660000 SH SHARED 01 660000 0 0 GLOBAL BAL FD Y COM 449435882 1 209 SH SHARED 01 209 0 0 IDS GROWTH (Y) COM 449437300 17304 418225 SH SHARED 01 03 0 418225 0 RESEARCH OPPORT CL Y COM 449437607 2 228 SH SHARED 01 228 0 0 NEW DIMENSIONS "Y" COM 449444306 12576 410949 SH SHARED 01 03 0 410949 0 IDS PRECIOUS METALS COM 449455104 1 135 SH SHARED 01 135 0 0 IDS INS TAX EXEMPT COM 44947T100 1 229 SH SHARED 01 229 0 0 IDS MN TAX EXEMPT COM 44947T308 1 243 SH SHARED 01 243 0 0 IDS NY TAX EXEMPT COM 44947T407 1 242 SH SHARED 01 242 0 0 IDS MASS TAX-EXEMPT COM 44947T506 1 234 SH SHARED 01 234 0 0 IDS MICH TAX-EXEMPT COM 44947T605 1 233 SH SHARED 01 233 0 0 IDS OHIO TAX-EXEMPT COM 44947T704 1 234 SH SHARED 01 234 0 0 INT TAX-EXEMPT FD Y COM 449482603 1 218 SH SHARED 01 218 0 0 AET INCOME II COM 449496108 234459 12537962 SH SHARED 01 03 0 12537962 0 AET INT'L COLLECTIVE COM 449500990 7215 63622 SH SHARED 01 03 0 63622 0 IMS HEALTH INC COM 449934108 103019 3110000 SH SHARED 01 3110000 0 0 IMS HEALTH INC COM 449934108 14 448 SH SHARED 01 02 0 448 0 IMS HEALTH INC COM 449934108 2736 82611 SH SHARED 01 03 0 82611 0 IMS HEALTH INC COM 449934108 10434 315000 SH SHARED 01 05 315000 0 0 ITT INDUSTRIES COM 450911102 942 26629 SH SHARED 01 03 0 26629 0 IDEXX LABS INC COM 45168D104 2022 84500 SH SHARED 01 84500 0 0 IDEXX LABS INC COM 45168D104 8875 370710 SH SHARED 01 02 0 370710 0 IDEXX LABS INC COM 45168D104 84 3500 SH SHARED 01 03 0 3500 0 IDEXX LABS INC COM 45168D104 13046 545000 SH SHARED 01 05 545000 0 0 IDEXX LABS INC COM 45168D104 6661 278300 SH SHARED 01 278300 0 0 IKON OFFICE SOLUTION COM 451713101 471 36736 SH SHARED 01 03 0 36736 0 ILLINOIS TOOL WORKS COM 452308109 281835 4554900 SH SHARED 01 4494900 60000 0 ILLINOIS TOOL WORKS COM 452308109 181153 2927664 SH SHARED 01 02 0 2927664 0 ILLINOIS TOOL WORKS COM 452308109 6574 106252 SH SHARED 01 03 0 106252 0 ILLINOIS TOOL WORKS COM 452308109 123751 2000000 SH SHARED 01 05 2000000 0 0 ILLINOIS TOOL WORKS COM 452308109 127772 2065000 SH SHARED 01 2065000 0 0 IMCLONE SYSTEMS COM 45245W109 2531 150000 SH SHARED 01 0 150000 0 IMMUNEX CORP COM 452528102 5502 66100 SH SHARED 01 02 0 66100 0 IMMUNEX CORP COM 452528102 62 750 SH SHARED 01 03 0 750 0 IMMUNEX CORP COM 452528102 34133 410000 SH SHARED 01 410000 0 0 IMMULOGIC PHARMACEUT COM 45252R100 96 51356 SH SHARED 01 03 0 51356 0 IMPERIAL CHEM IN ADR COM 452704505 12893 360000 SH SHARED 01 360000 0 0 IMPERIAL CHEM IN ADR COM 452704505 12893 360000 SH SHARED 01 360000 0 0 INCO LIMITED COM 453258402 555 41726 SH SHARED 01 03 0 41726 0 INCYTE PHARMACEUTICA COM 45337C102 227 11300 SH SHARED 01 11300 0 0 INCYTE PHARMACEUTICA COM 45337C102 227 11300 SH SHARED 01 02 0 11300 0 INFINITY BROADCASTIN COM 45662S102 40608 1577000 SH SHARED 01 1577000 0 0 INFINITY BROADCASTIN COM 45662S102 65019 2525000 SH SHARED 01 05 2525000 0 0 INFINITY BROADCASTIN COM 45662S102 50409 1957630 SH SHARED 01 1957630 0 0 INFORMATION ADVANTAG COM 45669P101 2849 430000 SH SHARED 01 05 430000 0 0 INFORMIX CORP COM 456779107 6034 818000 SH SHARED 01 518000 300000 0 INFORMIX CORP COM 456779107 3341 452921 SH SHARED 01 02 0 452921 0 INFORMIX CORP COM 456779107 9956 1350000 SH SHARED 01 05 1350000 0 0 INFORMIX CORP COM 456779107 3319 450000 SH SHARED 01 450000 0 0 INFOSEEK COM 45678M107 7215 97500 SH SHARED 01 02 0 97500 0 INFOSEEK COM 45678M107 81 1100 SH SHARED 01 03 0 1100 0 INFOSPACE.COM INC COM 45678T102 12399 140000 SH SHARED 01 80000 60000 0 INFOSPACE.COM INC COM 45678T102 7085 80000 SH SHARED 01 02 0 80000 0 INFOSPACE.COM INC COM 45678T102 9388 106000 SH SHARED 01 05 106000 0 0 INFOSPACE.COM INC COM 45678T102 1656 18700 SH SHARED 01 18700 0 0 INGERSOLL-RAND CO COM 456866102 4317 87000 SH SHARED 01 87000 0 0 INGERSOLL-RAND CO COM 456866102 2103 42386 SH SHARED 01 03 0 42386 0 INGERSOLL-RAND CO COM 456866102 54588 1100000 SH SHARED 01 05 1100000 0 0 INGERSOLL-RAND CO COM 456866102 7940 160000 SH SHARED 01 160000 0 0 INGERSOLL RAND CONV PFD STOCK 456867209 24240 960000 SH SHARED 01 960000 0 0 INGERSOLL RAND 6.75% PERP CVT PRF 456867209 20200 800000 SH SHARED 01 800000 0 0 INHALE THERAPEUTIC COM 457191104 4069 150000 SH SHARED 01 0 150000 0 INKTOMI CORP COM 457277101 6860 80000 SH SHARED 01 0 80000 0 INKTOMI CORP COM 457277101 14266 166350 SH SHARED 01 02 0 166350 0 INKTOMI CORP COM 457277101 163 1900 SH SHARED 01 03 0 1900 0 INKTOMI CORP COM 457277101 3430 40000 SH SHARED 01 05 40000 0 0 INSIGHT ENTERPRISES COM 45765U103 690 27900 SH SHARED 01 27900 0 0 INSIGHT ENTERPRISES COM 45765U103 690 27900 SH SHARED 01 02 0 27900 0 INSIGHT ENTERPRISES COM 45765U103 334 13500 SH SHARED 01 13500 0 0 INSITUFORM TECH INC COM 457667103 980 56000 SH SHARED 01 56000 0 0 INSITUFORM TECH INC COM 457667103 980 56000 SH SHARED 01 02 0 56000 0 INSUR SERV OFFICE IN COM 45806@109 116 11767 SH SHARED 01 11767 0 0 INTEL COM 458140100 697140 5852167 SH SHARED 01 5372167 480000 0 INTEL COM 458140100 255898 2148126 SH SHARED 01 02 0 2148126 0 INTEL COM 458140100 55111 462631 SH SHARED 01 03 0 462631 0 INTEL COM 458140100 174519 1465000 SH SHARED 01 05 1465000 0 0 INTEL COM 458140100 255911 2148250 SH SHARED 01 2148250 0 0 INTER-TEL COM 458372109 521 33500 SH SHARED 01 33500 0 0 INTER-TEL COM 458372109 521 33500 SH 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SH SHARED 01 10100 0 0 JLG INDUSTRIES COM 466210101 863 63400 SH SHARED 01 63400 0 0 JLG INDUSTRIES COM 466210101 863 63400 SH SHARED 01 02 0 63400 0 JLG INDUSTRIES JLG INDUS COM 466210101 328 24100 SH SHARED 01 24100 0 0 JABIL CIRCUIT COM 466313103 12101 298800 SH SHARED 01 298800 0 0 JABIL CIRCUT COM 466313103 21408 528600 SH SHARED 01 328600 200000 0 JABIL CIRCUT COM 466313103 12802 316125 SH SHARED 01 02 0 316125 0 JABIL CIRCUT COM 466313103 53642 1324500 SH SHARED 01 05 1324500 0 0 JACOBS ENGR GROUP COM 469814107 8676 220000 SH SHARED 01 220000 0 0 JEFFRIES GROUP INC COM 472318104 1788 37700 SH SHARED 01 37700 0 0 JEFFRIES GROUP INC COM 472318104 1788 37700 SH SHARED 01 02 0 37700 0 JEFFERSON PILOT COM 475070108 1846 27242 SH SHARED 01 03 0 27242 0 JOHN NUVEEN COM 478035108 394 9400 SH SHARED 01 9400 0 0 JOHN NUVEEN COM 478035108 394 9400 SH SHARED 01 02 0 9400 0 JOHN NUVEEN COM 478035108 2665 63636 SH SHARED 01 03 0 63636 0 JOHN NUVEEN COM 478035108 394 9400 SH SHARED 01 9400 0 0 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599902103 1157 37000 SH SHARED 01 02 0 37000 0 MILLENIUM PHARM COM 599902103 391 12500 SH SHARED 01 12500 0 0 MILLIPORE CORP COM 601073109 269 11150 SH SHARED 01 03 0 11150 0 MINDSPRING ENT COM 602683104 465 5400 SH SHARED 01 5400 0 0 MINDSPRING ENT COM 602683104 24313 282500 SH SHARED 01 02 0 282500 0 MINDSPRING ENT COM 602683104 271 3150 SH SHARED 01 03 0 3150 0 MINDSPRING ENT COM 602683104 8606 100000 SH SHARED 01 05 100000 0 0 MINDSPRING ENTERPRISES INC COM 602683104 155 1800 SH SHARED 01 1800 0 0 MN MINING & MFG CO COM 604059105 5236 74000 SH SHARED 01 74000 0 0 MN MINING & MFG CO COM 604059105 7233 102237 SH SHARED 01 03 0 102237 0 MIRAGE RESORTS INC COM 60462E104 2657 125000 SH SHARED 01 75000 50000 0 MIRAGE RESORTS INC COM 60462E104 1594 75000 SH SHARED 01 02 0 75000 0 MIRAGE RESORTS INC COM 60462E104 981 46169 SH SHARED 01 03 0 46169 0 MIRAGE RESORTS INC COM 60462E104 12750 600000 SH SHARED 01 05 600000 0 0 MIRAGE RESORTS INC COM 60462E104 1594 75000 SH SHARED 01 75000 0 0 MOBIL COM 607059102 456412 5186500 SH SHARED 01 5186500 0 0 MOBIL COM 607059102 98436 1118600 SH SHARED 01 02 0 1118600 0 MOBIL COM 607059102 22526 255983 SH SHARED 01 03 0 255983 0 MOBILN STOCK COM 607059102 152680 1735000 SH SHARED 01 1735000 0 0 MODIS PROFESSIONAL COM 607830106 8156 900000 SH SHARED 01 05 900000 0 0 MOHAWK INDUSTRIES COM 608190104 3039 101300 SH SHARED 01 101300 0 0 MOHAWK INDUSTRIES COM 608190104 3039 101300 SH SHARED 01 02 0 101300 0 MOHAWK INDUSTRIES COM 608190104 1359 45300 SH SHARED 01 45300 0 0 MOLEX INC COM 608554101 11489 391100 SH SHARED 01 391100 0 0 MONSANTO COMPANY COM 611662107 18225 396740 SH SHARED 01 396740 0 0 MONSANTO COMPANY COM 611662107 7286 158596 SH SHARED 01 03 0 158596 0 MONSANTO COMPANY COM 611662107 36750 800000 SH SHARED 01 800000 0 0 MOORE CORP COM 615785102 204 20644 SH SHARED 01 03 0 20644 0 JP MORGAN & CO INC COM 616880100 5664 45905 SH SHARED 01 03 0 45905 0 MORGAN KEEGAN COM 617410105 545 32900 SH SHARED 01 32900 0 0 MORGAN KEEGAN COM 617410105 545 32900 SH SHARED 01 02 0 32900 0 MS-GILLETTE CVT MS-GILLETT PRF 617446315 21715 186795 SH SHARED 01 186795 0 0 MS - AMAT MAN. 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COM 620076109 565 7720 SH SHARED 01 02 0 7720 0 MOTOROLA COM 620076109 11165 152418 SH SHARED 01 03 0 152418 0 MOTOROLA COM 620076109 66 900 SH SHARED 01 900 0 0 MUELLER INDS COM 624756102 964 43100 SH SHARED 01 43100 0 0 MUELLER INDS COM 624756102 964 43100 SH SHARED 01 02 0 43100 0 MUELLER INDS COM 624756102 454 20300 SH SHARED 01 20300 0 0 MULTEX.COM INC COM 625367107 3125 50000 SH SHARED 01 0 50000 0 MUSICLAND INC COM 62758B109 5860 664924 SH SHARED 01 03 0 664924 0 MUTUAL RISK COM 628351108 74706 1953100 SH SHARED 01 1803100 150000 0 MUTUAL RISK COM 628351108 11680 305350 SH SHARED 01 02 0 305350 0 MUTUAL RISK COM 628351108 983 25700 SH SHARED 01 03 0 25700 0 MUTUAL RISK COM 628351108 68196 1782900 SH SHARED 01 1782900 0 0 MYERS IND INC COM 628464109 839 39000 SH SHARED 01 39000 0 0 MYERS IND INC COM 628464109 839 39000 SH SHARED 01 02 0 39000 0 N B T BANCORP COM 628778102 578 27700 SH SHARED 01 27700 0 0 N B T BANCORP COM 628778102 578 27700 SH SHARED 01 02 0 27700 0 N B T BANCORP COM 628778102 198 9500 SH SHARED 01 9500 0 0 NCI BUILDING SYSTEMS COM 628852105 1020 43400 SH SHARED 01 43400 0 0 NCI BUILDING SYSTEMS COM 628852105 1020 43400 SH SHARED 01 02 0 43400 0 NCI BUILDING SYSTEMS COM 628852105 17955 764056 SH SHARED 01 03 0 764056 0 NCI BUILDING SYSTEMS COM 628852105 338 14400 SH SHARED 01 14400 0 0 NCO GROUP COM 628858102 895 24200 SH SHARED 01 24200 0 0 NCO GROUP COM 628858102 895 24200 SH SHARED 01 02 0 24200 0 NCO GROUP COM 628858102 329 8900 SH SHARED 01 8900 0 0 NAC RE CORPORATION COM 628907107 574 10700 SH SHARED 01 10700 0 0 NAC RE CORPORATION COM 628907107 574 10700 SH SHARED 01 02 0 10700 0 NIPSCO COM 629140104 40500 1500000 SH SHARED 01 1500000 0 0 NIPSCO INDUSTRIES CONV PFD STOCK 629140302 10100 200000 SH SHARED 01 200000 0 0 NABORS INDUSTRIES IN COM 629568106 2070 113800 SH SHARED 01 02 0 113800 0 NACCO IND CL A COM 629579103 130 1761 SH SHARED 01 03 0 1761 0 NALCO CHEMICAL COM 629853102 413 15562 SH SHARED 01 03 0 15562 0 NATIONAL CITY CORP COM 635405103 9691 146000 SH SHARED 01 146000 0 0 NATIONAL CITY CORP COM 635405103 5662 85310 SH SHARED 01 03 0 85310 0 NATIONAL COMPUTER SY COM 635519101 147 6000 SH SHARED 01 6000 0 0 NATIONAL COMPUTER SY COM 635519101 147 6000 SH SHARED 01 02 0 6000 0 NATIONAL COMPUTER SY COM 635519101 147 6000 SH SHARED 01 6000 0 0 NATL DATA CORP COM 635621105 1092 26000 SH SHARED 01 26000 0 0 NATL DATA CORP COM 635621105 1092 26000 SH SHARED 01 02 0 26000 0 NATL DATA CORP COM 635621105 680 16200 SH SHARED 01 16200 0 0 NATIONAL OILWELL INC COM 637071101 2034 175953 SH SHARED 01 03 0 175953 0 NATL SEMICONDUCTOR COM 637640103 403 43273 SH SHARED 01 03 0 43273 0 NATL SERVICES IND COM 637657107 375 11002 SH SHARED 01 03 0 11002 0 NAT CORP HOUSING COM 637995994 100 500 SH SHARED 01 0 500 0 NATIONWIDE FINL COM 638612101 20 467 SH SHARED 01 02 0 467 0 NATIONWIDE FINL COM 638612101 7900 188100 SH SHARED 01 05 188100 0 0 NATIONWIDE FINL COM 638612101 5884 140100 SH SHARED 01 140100 0 0 NAVISTAR INTL CORP COM 63934E108 13580 337902 SH SHARED 01 03 0 337902 0 NEUBERGR&BERMN-FOCUS COM 640917506 1397 58305 SH SHARED 01 03 0 58305 0 NET.B@NK INC COM 640933107 6800 100000 SH SHARED 01 0 100000 0 NETWORKS ASSOCIATES COM 640938106 135424 4413000 SH SHARED 01 3213000 1200000 0 NETWORKS ASSOCIATES COM 640938106 53299 1736808 SH SHARED 01 02 0 1736808 0 NETWORKS ASSOCIATES COM 640938106 910 29650 SH SHARED 01 03 0 29650 0 NETWORKS ASSOCIATES COM 640938106 59381 1935000 SH SHARED 01 05 1935000 0 0 NETWORKS ASSOCIATES COM 640938106 102573 3342500 SH SHARED 01 3342500 0 0 NETWORK ASSOCIATES CONV BOND 640938AA4 7200 20000000 PRN SHARED 01 0 0 20000000 NETWORK ASSOC CVT CONV BOND 640938AB2 3401 9350000 PRN SHARED 01 0 0 9350000 NETWORK ASSOC CVT CONV BOND 640938AB2 2546 7000000 PRN SHARED 01 05 0 0 7000000 NETWORK APPLIANCE COM 64120L104 30210 596750 SH SHARED 01 02 0 596750 0 NETWORK APPLIANCE COM 64120L104 344 6800 SH SHARED 01 03 0 6800 0 NETWORK APPLIANCE COM 64120L104 101 2000 SH SHARED 01 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RESOURCES COM 646025106 498 14000 SH SHARED 01 02 0 14000 0 NEW YORK TIMES CLA COM 650111107 57000 2000000 SH SHARED 01 2000000 0 0 NEW YORK TIMES CLA COM 650111107 1829 64180 SH SHARED 01 03 0 64180 0 NEW YORK TIMES CLA COM 650111107 5700 200000 SH SHARED 01 200000 0 0 NEWELL FINL TR 144A CONV PFD STOCK 651195208 14366 260000 SH SHARED 01 260000 0 0 NEWELL FINL TR 144A CONV PFD STOCK 651195208 276 5000 SH SHARED 01 05 5000 0 0 NEWELL FINL TR 144A 5.25% 3/1 PRF 651195208 13813 250000 SH SHARED 01 250000 0 0 NEWELL FINL TR I CONV PFD STOCK 651195307 2210 40000 SH SHARED 01 40000 0 0 NEWELL FINL TR I CONV PFD STOCK 651195307 2210 40000 SH SHARED 01 05 40000 0 0 NEWELL CO COM 651229106 17575 370000 SH SHARED 01 370000 0 0 NEWELL RUBBERMAID COM 651229106 6883 144900 SH SHARED 01 144900 0 0 NEWELL RUBBERMAID COM 651229106 3386 71274 SH SHARED 01 03 0 71274 0 NEWELL RUBBERMAID COM 651229106 5225 110000 SH SHARED 01 05 110000 0 0 NEWFIELD EXPLORATION COM 651290108 371 16400 SH SHARED 01 16400 0 0 NEWFIELD EXPLORATION COM 651290108 371 16400 SH SHARED 01 02 0 16400 0 NEWFIELD EXPLORATION COM 651290108 371 16400 SH SHARED 01 16400 0 0 NEWMONT MINING COM 651639106 350 20000 SH SHARED 01 20000 0 0 NEWMONT MINING COM 651639106 781 44624 SH SHARED 01 03 0 44624 0 NEXTEL COMMUNICATION COM 65332V103 1504 41056 SH SHARED 01 41056 0 0 NEXTEL COMMUNICATION COM 65332V103 2740 74813 SH SHARED 01 03 0 74813 0 NEXTEL COMMUNICATION COM 65332V103 227 6197 SH SHARED 01 05 6197 0 0 NIAGARA MOHAWK POWER COM 653520106 676 50294 SH SHARED 01 03 0 50294 0 NIBCO STOCK COM 653650101 33649 227930 SH SHARED 01 03 0 227930 0 NICOR COM 654086107 8984 250000 SH SHARED 01 250000 0 0 NICOR COM 654086107 430 11963 SH SHARED 01 03 0 11963 0 NIKE INC CL B COM 654106103 4278 74152 SH SHARED 01 03 0 74152 0 99 CENTS ONLY STORE COM 65440K106 1409 33200 SH SHARED 01 23800 9400 0 99 CENTS ONLY STORE COM 65440K106 23934 564000 SH SHARED 01 02 0 564000 0 99 CENTS ONLY STORE COM 65440K106 261 6150 SH SHARED 01 03 0 6150 0 99 CENTS ONLY STORES COM 65440K106 348 8200 SH SHARED 01 8200 0 0 NIPSCO STOCK COM 65473P105 13500 500000 SH SHARED 01 500000 0 0 NOKIA ADR A COM 654902204 84418 542000 SH SHARED 01 362000 180000 0 NOKIA ADR A COM 654902204 46447 298215 SH SHARED 01 03 0 298215 0 NOKIA ADR A COM 654902204 31150 200000 SH SHARED 01 05 200000 0 0 NOKIA ADR A COM 654902204 110661 710500 SH SHARED 01 710500 0 0 NORDSON CORP COM 655663102 697 12500 SH SHARED 01 12500 0 0 NORDSON CORP COM 655663102 697 12500 SH SHARED 01 02 0 12500 0 NORDSTROM INC COM 655664100 1518 37146 SH SHARED 01 03 0 37146 0 NORDSTROM INC COM 655664100 10219 250000 SH SHARED 01 05 250000 0 0 NORFOLK SOUTHERN CO COM 655844108 2468 93574 SH SHARED 01 03 0 93574 0 NORTEL NETWORKS COM 656569100 68499 1102600 SH SHARED 01 1102600 0 0 NORTHRN ST PWR CO MN COM 665772109 45281 1952800 SH SHARED 01 1952800 0 0 NORTHRN ST PWR CO MN COM 665772109 1424 61420 SH SHARED 01 03 0 61420 0 NORTHRN ST PWR CO MN COM 665772109 7536 325000 SH SHARED 01 325000 0 0 NORTEL COM 665815106 173318 2789820 SH SHARED 01 2699820 90000 0 NORTEL COM 665815106 233 3739 SH SHARED 01 02 0 3739 0 NORTEL COM 665815106 12260 197338 SH SHARED 01 03 0 197338 0 NORTEL COM 665815106 37654 606100 SH SHARED 01 05 606100 0 0 NORTHERN TRUST CORP COM 665859104 2577 29015 SH SHARED 01 03 0 29015 0 NORTHROP GRUMMAN COR COM 666807102 1056 17631 SH SHARED 01 03 0 17631 0 NORTHROP GRUMMAN COR COM 666807102 4191 70000 SH SHARED 01 70000 0 0 NWA COM 667280101 154 5500 SH SHARED 01 02 0 5500 0 NOVA COM 669784100 200 7650 SH SHARED 01 02 0 7650 0 NOVA COM 669784100 184 7000 SH SHARED 01 03 0 7000 0 NOVACARE CORP CONV BOND 669930AA7 3589 5100000 PRN SHARED 01 0 0 5100000 NOVACARE CORP CONV BOND 669930AA7 3589 5100000 PRN SHARED 01 05 0 0 5100000 NOVELL INC COM 670006105 181474 7204900 SH SHARED 01 7204900 0 0 NOVELL INC COM 670006105 383 15200 SH SHARED 01 02 0 15200 0 NOVELL INC COM 670006105 2722 108081 SH SHARED 01 03 0 108081 0 NOVELL INC COM 670006105 56672 2250000 SH SHARED 01 05 2250000 0 0 NOVELLUS SYSTEMS INC COM 670008101 20182 366100 SH SHARED 01 216100 150000 0 NOVELLUS SYSTEMS INC COM 670008101 11913 216100 SH SHARED 01 02 0 216100 0 NOVELLUS SYSTEMS INC COM 670008101 10689 193900 SH SHARED 01 193900 0 0 NUCOR CORP COM 670346105 1003 22756 SH SHARED 01 03 0 22756 0 OEC MED SYS COM 670828102 239 10400 SH SHARED 01 10400 0 0 OEC MED SYS COM 670828102 239 10400 SH SHARED 01 02 0 10400 0 OEC MED SYS COM 670828102 239 10400 SH SHARED 01 10400 0 0 OAK INDUSTRIES COM 671400505 801 25200 SH SHARED 01 25200 0 0 OAK INDUSTRIES COM 671400505 801 25200 SH SHARED 01 02 0 25200 0 OAK INDUSTRIES COM 671400505 283 8900 SH SHARED 01 8900 0 0 OCCIDENTAL PETROLEUM COM 674599105 1510 83862 SH SHARED 01 03 0 83862 0 OFFICE DEPOT INC COM 676220106 5853 159000 SH SHARED 01 159000 0 0 OFFICE DEPOT INC COM 676220106 99394 2700000 SH SHARED 01 05 2700000 0 0 OFFICE DEP PUT 11/00 CONV BOND 676220AB2 6333 7300000 PRN SHARED 01 0 0 7300000 OFFSHORE LOGISTICS COM 676255102 730 62800 SH SHARED 01 62800 0 0 OFFSHORE LOGISTICS COM 676255102 730 62800 SH SHARED 01 02 0 62800 0 OGDEN CORP COM 676346109 9939 413060 SH SHARED 01 03 0 413060 0 OHIO POWER CO $100 PREFERRED STOCK 677415796 3812 36000 SH SHARED 01 04 0 36000 0 OHI PWR CO $100 PREFERRED STOCK 677415812 1068 10000 SH SHARED 01 04 0 10000 0 OHIO PWR CO $100 PREFERRED STOCK 677415820 545 5000 SH SHARED 01 04 0 5000 0 OLD NATL BANCORP COM 680033107 338 7400 SH SHARED 01 7400 0 0 OLD NATL BANCORP COM 680033107 338 7400 SH SHARED 01 02 0 7400 0 OLD NATL BANCORP COM 680033107 338 7400 SH SHARED 01 7400 0 0 OMNICARE, INC. COM 681904108 21366 1120875 SH SHARED 01 02 0 1120875 0 OMNICARE, INC. 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INT CORP COM 773903109 50585 1192000 SH SHARED 01 1192000 0 0 ROHM & HAAS CO COM 775371107 1437 42826 SH SHARED 01 03 0 42826 0 ROHN INDUSTRIES INC COM 775381106 2 774 SH SHARED 01 05 0 774 0 ROWAN COMPANIES INC COM 779382100 247 19441 SH SHARED 01 03 0 19441 0 PRICE ROWE INT'L FD COM 77956H203 5 349 SH SHARED 01 349 0 0 PRICE ROWE INT'L FD COM 77956H203 3818 251524 SH SHARED 01 03 0 251524 0 ROYAL DUTCH PETRO COM 780257804 184631 3550600 SH SHARED 01 3550600 0 0 ROYAL DUTCH PETRO COM 780257804 14974 287906 SH SHARED 01 02 0 287906 0 ROYAL DUTCH PETRO COM 780257804 31869 612856 SH SHARED 01 03 0 612856 0 ROYAL DUTCH PETRO COM 780257804 41600 800000 SH SHARED 01 05 800000 0 0 ROYAL DUTCH PETRO COM 780257804 89440 1720000 SH SHARED 01 1720000 0 0 RSL COMM WT 11/15/06 WARRANT 781076112 1235 9500 SH SHARED 01 9500 0 0 RUBBERMAID COM 781088109 3415 86850 SH SHARED 01 02 0 86850 0 RUBY TUESDAY INC COM COM 781182100 520 29900 SH SHARED 01 29900 0 0 RUBY TUESDAY INC COM COM 781182100 520 29900 SH SHARED 01 02 0 29900 0 RUSSELL CORP COM 782352108 191 9512 SH SHARED 01 03 0 9512 0 RYANS FAMILY STEAK COM 783519101 1081 89600 SH SHARED 01 89600 0 0 RYANS FAMILY STEAK COM 783519101 1081 89600 SH SHARED 01 02 0 89600 0 RYDER SYSTEM COM 783549108 545 19738 SH SHARED 01 03 0 19738 0 RYERSON TULL INC COM 78375P107 605 41200 SH SHARED 01 41200 0 0 RYERSON TULL INC COM 78375P107 605 41200 SH SHARED 01 02 0 41200 0 RYLAND GROUP INC COM 783764103 1258 49700 SH SHARED 01 49700 0 0 RYLAND GROUP INC COM 783764103 1258 49700 SH SHARED 01 02 0 49700 0 SBC COMMUNICATIONS COM 78387G103 183095 3885300 SH SHARED 01 3885300 0 0 SBC COMMUNICATIONS COM 78387G103 72372 1535635 SH SHARED 01 02 0 1535635 0 SBC COMMUNICATIONS COM 78387G103 26235 556704 SH SHARED 01 03 0 556704 0 SBC COMMUNICATIONS COM 78387G103 59576 1264200 SH SHARED 01 1264200 0 0 SCI SYSTEMS INC COM 783890106 2814 95000 SH SHARED 01 95000 0 0 SDL COM 784076101 182 2000 SH SHARED 01 2000 0 0 SEI CORPORATION COM 784117103 1120 12100 SH SHARED 01 12100 0 0 SEI CORPORATION COM 784117103 1120 12100 SH SHARED 01 02 0 12100 0 SEI CORPORATION COM 784117103 444 4800 SH SHARED 01 4800 0 0 SFX ENTRMNT CL A COM 784178105 12913 200000 SH SHARED 01 05 200000 0 0 SAGA GAMES WORKS WNT WARRANT 78422P118 870 2750 SH SHARED 01 2750 0 0 SLM HLDG CORP COM 78442A109 2061 49369 SH SHARED 01 03 0 49369 0 SLI INC COM 78442T108 14700 700000 SH SHARED 01 05 700000 0 0 S M & A CORP COM 784432106 3795 330000 SH SHARED 01 0 330000 0 SPS TECHNOLOGIES COM 784626103 306 7800 SH SHARED 01 7800 0 0 SPS TECHNOLOGIES COM 784626103 306 7800 SH SHARED 01 02 0 7800 0 SPS TECHNOLOGIES COM 784626103 306 7800 SH SHARED 01 7800 0 0 SAFECO CORP COM 786429100 1430 35358 SH SHARED 01 03 0 35358 0 SAFEGUARD SCIENTIFIC COM 786449108 32211 475000 SH SHARED 01 05 475000 0 0 SAFESKIN CORP COM 786454108 347 46700 SH SHARED 01 46700 0 0 SAFESKIN CORP COM 786454108 347 46700 SH SHARED 01 02 0 46700 0 SAFESKIN CORP COM 786454108 135 18200 SH SHARED 01 18200 0 0 SAFEWAY INC. COM 786514208 620609 12094700 SH SHARED 01 11969700 125000 0 SAFEWAY INC. COM 786514208 315093 6140592 SH SHARED 01 02 0 6140592 0 SAFEWAY INC. COM 786514208 8471 165088 SH SHARED 01 03 0 165088 0 SAFEWAY INC. COM 786514208 162917 3175000 SH SHARED 01 05 3175000 0 0 SAFEWAY INC. COM 786514208 110835 2160000 SH SHARED 01 2160000 0 0 ST JUDE MEDICAL COM 790849103 522 21396 SH SHARED 01 03 0 21396 0 ST PAUL COMPANIES COM 792860108 4288 138035 SH SHARED 01 03 0 138035 0 SALOMON SMTH BAR PFD CONV PFD STOCK 79549B867 25954 366200 SH SHARED 01 366200 0 0 SALOMON SMTH BAR PFD 6.25 PFD PRF 79549B867 15323 216200 SH SHARED 01 216200 0 0 SAN DIEGO G&E $25 PREFERRED STOCK 797440831 1722 59500 SH SHARED 01 04 0 59500 0 SANMINA CORP COM 800907107 4546 71300 SH SHARED 01 71300 0 0 SANMINA CORP COM 800907107 4546 71300 SH SHARED 01 02 0 71300 0 SANMINA CORP COM 800907107 2123 33300 SH SHARED 01 33300 0 0 SANTA FE ENERGY RES COM 802012104 1012 138400 SH SHARED 01 138400 0 0 SANTA FE ENERGY RES COM 802012104 1012 138400 SH SHARED 01 02 0 138400 0 SARA LEE CORP COM 803111103 166633 6732600 SH SHARED 01 6732600 0 0 SARA LEE CORP COM 803111103 146346 5912756 SH SHARED 01 02 0 5912756 0 SARA LEE CORP COM 803111103 9011 364053 SH SHARED 01 03 0 364053 0 SARA LEE CORP COM 803111103 73013 2950000 SH SHARED 01 05 2950000 0 0 SARA LEE CORP COM 803111103 95907 3875000 SH SHARED 01 3875000 0 0 SASOL LTD ADR COM 803866300 948 194420 SH SHARED 01 02 0 194420 0 SAW TECH COM 805468105 6372 188800 SH SHARED 01 38800 150000 0 SAW TECH COM 805468105 1309 38800 SH SHARED 01 02 0 38800 0 SAW TECH COM 805468105 503 14900 SH SHARED 01 14900 0 0 HENRY SCHEIN INC COM 806407102 656 26000 SH SHARED 01 02 0 26000 0 HENRY SCHEIN INC COM 806407102 603 23900 SH SHARED 01 03 0 23900 0 SCHEIN PHARMACEUTIC COM 806416103 1793 137874 SH SHARED 01 03 0 137874 0 SCHERING PLOUGH COM 806605101 407808 7372800 SH SHARED 01 7202800 170000 0 SCHERING PLOUGH COM 806605101 139103 2514817 SH SHARED 01 02 0 2514817 0 SCHERING PLOUGH COM 806605101 22977 415386 SH SHARED 01 03 0 415386 0 SCHERING PLOUGH COM 806605101 51164 925000 SH SHARED 01 05 925000 0 0 SCHERING PLOUGH COM 806605101 71906 1300000 SH SHARED 01 1300000 0 0 SCHLUMBERGER LTD COM 806857108 76738 1275000 SH SHARED 01 825000 450000 0 SCHLUMBERGER LTD COM 806857108 3938 65415 SH SHARED 01 02 0 65415 0 SCHLUMBERGER LTD COM 806857108 44591 740875 SH SHARED 01 03 0 740875 0 SCHLUMBERGER LTD COM 806857108 151973 2525000 SH SHARED 01 2525000 0 0 SCHOLASTIC CORP COM 807066105 283 5800 SH SHARED 01 5800 0 0 SCHOLASTIC CORP COM 807066105 283 5800 SH SHARED 01 02 0 5800 0 SCHWAB CHARLES CORP COM 808513105 149216 1552300 SH SHARED 01 1552300 0 0 SCHWAB CHARLES CORP COM 808513105 3808 39656 SH SHARED 01 02 0 39656 0 SCHWAB CHARLES CORP COM 808513105 10569 109945 SH SHARED 01 03 0 109945 0 SCIENTIFIC ATLANTA COM 808655104 535 19620 SH SHARED 01 03 0 19620 0 SCOTTS CO CLA COM 810186106 366 9800 SH SHARED 01 9800 0 0 SCOTTS CO CLA COM 810186106 366 9800 SH SHARED 01 02 0 9800 0 SCOTTS CO CLA COM 810186106 366 9800 SH SHARED 01 9800 0 0 SEAGATE TECHNOLOGY COM 811804103 1867 63156 SH SHARED 01 03 0 63156 0 SEAGATE TECHNOLOGY COM 811804103 14042 475000 SH SHARED 01 05 475000 0 0 SEAGRAM LTD COM 811850106 5040 100809 SH SHARED 01 03 0 100809 0 SEALED AIR CORP COM 81211K100 1061 21578 SH SHARED 01 03 0 21578 0 SEARS ROEBUCK & CO COM 812387108 4382 96972 SH SHARED 01 03 0 96972 0 SECURE CO COM 813705100 9450 900000 SH SHARED 01 05 900000 0 0 SECURITY FIRST TECH COM 814279105 3675 50000 SH SHARED 01 05 50000 0 0 SELECT COMFORT CORP COM 81616X103 5575 200000 SH SHARED 01 0 200000 0 SEMPRA ENERGY COM 816851109 1174 61166 SH SHARED 01 03 0 61166 0 SEROLOGICALS CORP COM 817523103 3052 225000 SH SHARED 01 0 225000 0 SERVICE CORP INTL COM 817565104 1027 72040 SH SHARED 01 03 0 72040 0 SERVICEMASTER CO COM 81760N109 17318 852600 SH SHARED 01 0 852600 0 SERVICEMASTER CO COM 81760N109 366 18000 SH SHARED 01 02 0 18000 0 SERVICEMASTER CO COM 81760N109 65203 3210000 SH SHARED 01 3210000 0 0 SHARED MED SYSTEMS COM 819486101 392 7037 SH SHARED 01 03 0 7037 0 SHERWIN WILLIAMS COM 824348106 70 2500 SH SHARED 01 2500 0 0 SHERWIN WILLIAMS COM 824348106 1227 43625 SH SHARED 01 03 0 43625 0 SHOPKO STORES COM 824911101 1273 42600 SH SHARED 01 42600 0 0 SHOPKO STORES COM 824911101 1273 42600 SH SHARED 01 02 0 42600 0 SHOPKO STORES COM 824911101 36960 1237165 SH SHARED 01 03 0 1237165 0 SHOREWOOD PACKAGING COM 825229107 247 12600 SH SHARED 01 12600 0 0 SHOREWOOD PACKAGING COM 825229107 247 12600 SH SHARED 01 02 0 12600 0 SHOREWOOD PACKAGING CORP COM 825229107 247 12600 SH SHARED 01 12600 0 0 SIERRA HEALTH SERVIC COM 826322109 606 46600 SH SHARED 01 46600 0 0 SIERRA HEALTH SERVIC COM 826322109 606 46600 SH SHARED 01 02 0 46600 0 SIERRA PACIFIC RES COM 826425100 18263 519000 SH SHARED 01 519000 0 0 SIERRA PACIFIC RES COM 826425100 669 19000 SH SHARED 01 02 0 19000 0 SIERRA PACIFIC RES COM 826425100 7038 200000 SH SHARED 01 200000 0 0 SIGMA-ALDRICH COM 826552101 2538 86767 SH SHARED 01 02 0 86767 0 SIGMA-ALDRICH COM 826552101 1338 45749 SH SHARED 01 03 0 45749 0 SIG CORP COM 826912107 5475 200000 SH SHARED 01 200000 0 0 SILICON GRAPHICS INC COM 827056102 794 47573 SH SHARED 01 03 0 47573 0 SINCLAIR BROAD PFD CONV PFD STOCK 829226505 4081 100000 SH SHARED 01 05 100000 0 0 SKYWEST INC COM 830879102 13139 455000 SH SHARED 01 230000 225000 0 SKYWEST INC COM 830879102 11912 412550 SH SHARED 01 02 0 412550 0 SKYWEST INC COM 830879102 53 1850 SH SHARED 01 03 0 1850 0 SKYWEST INC COM 830879102 12705 440000 SH SHARED 01 05 440000 0 0 SKYWEST INC COM 830879102 6116 211800 SH SHARED 01 211800 0 0 SMITH (A O) CORP COM 831865209 726 38200 SH SHARED 01 38200 0 0 SMITH (A O) CORP COM 831865209 726 38200 SH SHARED 01 02 0 38200 0 SMITHFIELD FOODS INC COM 832248108 1155 50900 SH SHARED 01 50900 0 0 SMITHFIELD FOODS INC COM 832248108 1155 50900 SH SHARED 01 02 0 50900 0 SMITHFIELD FOODS INC COM 832248108 234 10300 SH SHARED 01 10300 0 0 SMITHKLN BCHM PLCADR COM 832378301 100 1400 SH SHARED 01 02 0 1400 0 SNYDER COMMUNICATION COM 832914105 502 18000 SH SHARED 01 18000 0 0 SNYDER COMMUNICATION COM 832914105 23 814 SH SHARED 01 02 0 814 0 SNYDER COMMUNICATION COM 832914105 8363 300000 SH SHARED 01 05 300000 0 0 SNAP ON INC COM 833034101 431 14858 SH SHARED 01 03 0 14858 0 SNYDER COMMUNICATION CONV PFD STOCK 833502107 4040 155000 SH SHARED 01 05 155000 0 0 SOFTBRIDGE MICRO SYS COM 834020992 135 13500 SH SHARED 01 13500 0 0 SOFTWARE AG SYSTEMS COM 834025108 5276 630000 SH SHARED 01 355000 275000 0 SOFTWARE AG SYSTEMS COM 834025108 2973 355000 SH SHARED 01 02 0 355000 0 SOFTWARE AG SYSTEMS COM 834025108 5318 635000 SH SHARED 01 05 635000 0 0 SOFTWARE AG SYSTEMS COM 834025108 2973 355000 SH SHARED 01 355000 0 0 SOLECTRON CORP COM 834182107 140251 2888049 SH SHARED 01 2648049 240000 0 SOLECTRON CORP COM 834182107 42757 880500 SH SHARED 01 02 0 880500 0 SOLECTRON CORP COM 834182107 3687 75926 SH SHARED 01 03 0 75926 0 SOLECTRON CORP COM 834182107 148116 3050000 SH SHARED 01 05 3050000 0 0 SOLECTRON CORP COM 834182107 80344 1654449 SH SHARED 01 1654449 0 0 SOLECTRON 144A CVT CONV BOND 834182AG2 5431 11000000 PRN SHARED 01 0 0 11000000 SOLECTRON 144A CVT CONV BOND 834182AG2 4691 9500000 PRN SHARED 01 05 0 0 9500000 SONAT INC COM 835415100 823 27443 SH SHARED 01 03 0 27443 0 SOUTHERN CO. COM 842587107 4159 178401 SH SHARED 01 03 0 178401 0 SOUTHTRUST CORP COM 844730101 1581 42373 SH SHARED 01 03 0 42373 0 SOUTHTRUST CORP COM 844730101 6157 165000 SH SHARED 01 165000 0 0 SOUTHWEST AIRLINES COM 844741108 283051 9357050 SH SHARED 01 9357050 0 0 SOUTHWEST AIRLINES COM 844741108 18648 616560 SH SHARED 01 02 0 616560 0 SOUTHWEST AIRLINES COM 844741108 5673 187537 SH SHARED 01 03 0 187537 0 SOUTHWEST AIRLINES COM 844741108 81675 2700000 SH SHARED 01 05 2700000 0 0 SOUTHWEST AIRLINES COM 844741108 40006 1322500 SH SHARED 01 1322500 0 0 SW BANCORP OF TX COM 84476R109 874 71000 SH SHARED 01 71000 0 0 SW BANCORP OF TX COM 84476R109 874 71000 SH SHARED 01 02 0 71000 0 SW BANCORP OF TX COM 84476R109 348 28300 SH SHARED 01 28300 0 0 SOUTHWESTERN ENERGY COM 845467109 504 71300 SH SHARED 01 71300 0 0 SOUTHWESTERN ENERGY COM 845467109 504 71300 SH SHARED 01 02 0 71300 0 SPARTECH CORP COM 847220209 400 19400 SH SHARED 01 19400 0 0 SPARTECH CORP COM 847220209 400 19400 SH SHARED 01 02 0 19400 0 SPARTECH CORP COM 847220209 400 19400 SH SHARED 01 19400 0 0 SPECIALTY FOODS ACQ COM 847498102 6 300000 SH SHARED 01 300000 0 0 SPIEGEL INC -CL A COM 848457107 5206 850000 SH SHARED 01 05 850000 0 0 SPRINGS INDS INC COM 851783100 125 4630 SH SHARED 01 03 0 4630 0 SPRINT CORP FON GRP COM 852061100 47101 480000 SH SHARED 01 300000 180000 0 SPRINT CORP FON GRP COM 852061100 172 1750 SH SHARED 01 02 0 1750 0 SPRINT CORP FON GRP COM 852061100 11033 112437 SH SHARED 01 03 0 112437 0 SPRINT/SNG (DECS) CONV PFD STOCK 852061407 23331 319600 SH SHARED 01 319600 0 0 SPRINT/SNG (DECS) 8.25% 3/31/0 PRF 852061407 15106 206925 SH SHARED 01 206925 0 0 SPRINT CORP PCS GRP COM 852061506 35007 790000 SH SHARED 01 700000 90000 0 SPRINT CORP PCS GRP COM 852061506 4933 111331 SH SHARED 01 03 0 111331 0 AET STAB CAP I COM 852300987 1314723 90889974 SH SHARED 01 03 0 90889974 0 STANDARD MOTOR PRO COM 853666105 339 16400 SH SHARED 01 16400 0 0 STANDARD MOTOR PRO COM 853666105 339 16400 SH SHARED 01 02 0 16400 0 STANLEY WORKS THE COM 854616109 549 21422 SH SHARED 01 03 0 21422 0 STAPLES INC COM 855030102 3826 116394 SH SHARED 01 03 0 116394 0 STAPLES INC COM 855030102 19478 592500 SH SHARED 01 05 592500 0 0 STARBUCKS COM 855244109 1210 43100 SH SHARED 01 02 0 43100 0 STARBUCKS COM 855244109 1142 40700 SH SHARED 01 03 0 40700 0 STARBUCKS COM 855244109 19773 704600 SH SHARED 01 704600 0 0 STATE STREET CORP COM 857477103 391788 4767000 SH SHARED 01 4767000 0 0 STATE STREET CORP COM 857477103 53580 651950 SH SHARED 01 02 0 651950 0 STATE STREET CORP COM 857477103 5453 66355 SH SHARED 01 03 0 66355 0 STATE STREET CORP COM 857477103 102734 1250000 SH SHARED 01 05 1250000 0 0 STEEL TECHNOLOGIES COM 858147101 624 79200 SH SHARED 01 79200 0 0 STEEL TECHNOLOGIES COM 858147101 624 79200 SH SHARED 01 02 0 79200 0 STERLING BANC COM 858907108 906 87300 SH SHARED 01 87300 0 0 STERLING BANC COM 858907108 906 87300 SH SHARED 01 02 0 87300 0 STERLING BANC COM 858907108 255 24600 SH SHARED 01 24600 0 0 STERIS CORP COM 859152100 16641 625000 SH SHARED 01 625000 0 0 STERLING COMMERCE COM 859205106 55350 1800000 SH SHARED 01 1100000 700000 0 STERLING COMMERCE COM 859205106 63384 2061246 SH SHARED 01 02 0 2061246 0 STERLING COMMERCE COM 859205106 1468 47738 SH SHARED 01 03 0 47738 0 STERLING COMMERCE COM 859205106 26906 875000 SH SHARED 01 05 875000 0 0 STERLING COMMERCE COM 859205106 36961 1202000 SH SHARED 01 1202000 0 0 STILLWATER MINING CO COM 86074Q102 66045 2504100 SH SHARED 01 2504100 0 0 STILLWATER MINING CO COM 86074Q102 1559 59100 SH SHARED 01 02 0 59100 0 STILLWATER MINING CO COM 86074Q102 54712 2074400 SH SHARED 01 2074400 0 0 STMICROELECTRONICS COM 861012102 48563 500000 SH SHARED 01 500000 0 0 STRATEGIST EQTY INC COM 862788106 785 74677 SH SHARED 01 74677 0 0 STRATEGIST TOTAL RET COM 862788205 699 53926 SH SHARED 01 53926 0 0 STRATEGIST BAL FND COM 862788304 755 47707 SH SHARED 01 47707 0 0 STRATEGIST EQTY FND COM 862788403 861 26482 SH SHARED 01 26482 0 0 STRATEGIST TAX FREE COM 862789104 618 133173 SH SHARED 01 133173 0 0 STRATEGIST GRWTH COM 86278W103 91 1966 SH SHARED 01 1966 0 0 STRATEGIST GRTH TRND COM 86278W202 96 2876 SH SHARED 01 2876 0 0 STRATEGIST SPEC GROW COM 86278W301 905 139728 SH SHARED 01 139728 0 0 STRATEGIST HIGH YLD COM 86278X101 604 151057 SH SHARED 01 151057 0 0 STRATEGIST GVT INC COM 86278X200 613 125627 SH SHARED 01 125627 0 0 STRATEGIST QLTY INC COM 86278X309 622 67027 SH SHARED 01 67027 0 0 STRATEGIST WORLD INC COM 862790102 593 98099 SH SHARED 01 98099 0 0 STRATEGIST WLD GRTH COM 862790201 698 71944 SH SHARED 01 71944 0 0 STRATEGIST EMERG MKT COM 862790300 406 120254 SH SHARED 01 120254 0 0 STRATEGIST WORLD TEC COM 862790409 910 100000 SH SHARED 01 100000 0 0 SUIZA FOODS CORP COM 865077101 8644 256600 SH SHARED 01 02 0 256600 0 SUIZA FOODS CORP COM 865077101 9264 275000 SH SHARED 01 05 275000 0 0 SUIZA FOODS CORP COM 865077101 4716 140000 SH SHARED 01 140000 0 0 SUIZA CAP TRUST CONV PFD STOCK 86507G200 1525 44200 SH SHARED 01 44200 0 0 SUIZA CAP TRUST CONV PFD STOCK 86507G200 10596 307126 SH SHARED 01 05 307126 0 0 SUIZA CAP TRUST CONV PFD STOCK 86507G408 2732 79200 SH SHARED 01 79200 0 0 SUIZA CAP TRUST CONV PFD STOCK 86507G408 3211 93074 SH SHARED 01 05 93074 0 0 SUMMIT BANCORP COM 866005101 1746 44768 SH SHARED 01 03 0 44768 0 SUN MICROSYSTEMS INC COM 866810104 66967 536000 SH SHARED 01 536000 0 0 SUN MICROSYSTEMS INC COM 866810104 3911 31300 SH SHARED 01 02 0 31300 0 SUN MICROSYSTEMS INC COM 866810104 12157 97303 SH SHARED 01 03 0 97303 0 SUN MICROSYSTEMS INC COM 866810104 12494 100000 SH SHARED 01 05 100000 0 0 SUNBEAM CORP COM 867071102 1383 248581 SH SHARED 01 03 0 248581 0 SUNGARD DATA COM 867363103 35612 890300 SH SHARED 01 400000 490300 0 SUNGARD DATA COM 867363103 18552 463800 SH SHARED 01 02 0 463800 0 SUNGARD DATA COM 867363103 2380 59500 SH SHARED 01 03 0 59500 0 SUNGARD DATA COM 867363103 15768 394200 SH SHARED 01 05 394200 0 0 SUNGARD DATA COM 867363103 32992 824800 SH SHARED 01 824800 0 0 SUNOCO INC COM 86764P109 22088 612500 SH SHARED 01 612500 0 0 SUNOCO INC COM 86764P109 833 23085 SH SHARED 01 03 0 23085 0 SUNOCO INCCK COM 86764P109 19293 535000 SH SHARED 01 535000 0 0 SUNRISE ASSISTED COM 86768K106 20503 450000 SH SHARED 01 275000 175000 0 SUNRISE ASSISTED COM 86768K106 12941 284000 SH SHARED 01 02 0 284000 0 SUNRISE ASSISTED COM 86768K106 14580 320000 SH SHARED 01 05 320000 0 0 SUNRISE ASSISTED COM 86768K106 32714 718000 SH SHARED 01 718000 0 0 SUNRISE MEDICAL COM 867910101 3465 554325 SH SHARED 01 03 0 554325 0 SUNTRUST BANKS INC COM 867914103 5262 84530 SH SHARED 01 03 0 84530 0 SUPERVALU INC COM 868536103 611 29609 SH SHARED 01 03 0 29609 0 SWIFT ENERGY CO CVT CONV BOND 870738AB7 1512 2175000 PRN SHARED 01 0 0 2175000 SWIFT ENERGY CO CVT CONV BOND 870738AB7 1175 1690000 PRN SHARED 01 05 0 0 1690000 SWIFT TRANSPORTATION COM 870756103 627 24200 SH SHARED 01 24200 0 0 SWIFT TRANSPORTATION COM 870756103 25195 973664 SH SHARED 01 02 0 973664 0 SWIFT TRANSPORTATION COM 870756103 282 10900 SH SHARED 01 03 0 10900 0 SWIFT TRANSPORTATION CO INC COM 870756103 316 12200 SH SHARED 01 12200 0 0 SYBRON INTL COM 87114F106 33022 1320800 SH SHARED 01 02 0 1320800 0 SYBRON INTL COM 87114F106 11574 462953 SH SHARED 01 03 0 462953 0 SYBRON INTL COM 87114F106 15018 600700 SH SHARED 01 600700 0 0 SYKES ENTERPRISES COM 871237103 7755 240000 SH SHARED 01 05 240000 0 0 SYLVAN LEARNING SYS COM 871399101 969 35400 SH SHARED 01 35400 0 0 SYLVAN LEARNING SYS COM 871399101 969 35400 SH SHARED 01 02 0 35400 0 SYLVAN LEARNING SYS COM 871399101 323 11800 SH SHARED 01 11800 0 0 SYMANTEC CORP COM 871503108 300 17700 SH SHARED 01 17700 0 0 SYMANTEC CORP COM 871503108 300 17700 SH SHARED 01 02 0 17700 0 SYMANTEC CORP COM 871503108 300 17700 SH SHARED 01 17700 0 0 SYMMETRICOM INC COM 871543104 545 86400 SH SHARED 01 86400 0 0 SYMMETRICOM INC COM 871543104 545 86400 SH SHARED 01 02 0 86400 0 SYNOVUS COM 87161C105 1410 68985 SH SHARED 01 03 0 68985 0 SYSCO CORPORATION COM 871829107 27255 1035800 SH SHARED 01 1035800 0 0 SYSCO CORPORATION COM 871829107 10011 380451 SH SHARED 01 02 0 380451 0 SYSCO CORPORATION COM 871829107 3591 136441 SH SHARED 01 03 0 136441 0 TCF FINL CORP MPLS COM 872275102 546 21000 SH SHARED 01 21000 0 0 TCF FINL CORP MPLS COM 872275102 24 950 SH SHARED 01 02 0 950 0 TCF FINL CORP MPLS COM 872275102 10400 400000 SH SHARED 01 05 400000 0 0 TCF FINL CORP MPLS COM 872275102 11180 430000 SH SHARED 01 430000 0 0 TCI PACIFIC CVT PFD CONV PFD STOCK 872294202 2135 6650 SH SHARED 01 6650 0 0 TCI PACIFIC CVT PFD CONV PFD STOCK 872294202 1845 5750 SH SHARED 01 05 5750 0 0 TECO ENERGY COM 872375100 11925 600000 SH SHARED 01 600000 0 0 TECO ENERGY COM 872375100 5963 300000 SH SHARED 01 300000 0 0 TJX COS COM 872540109 131022 3853600 SH SHARED 01 3653600 200000 0 TJX COS COM 872540109 10584 311294 SH SHARED 01 02 0 311294 0 TJX COS COM 872540109 4518 132876 SH SHARED 01 03 0 132876 0 TJX COS COM 872540109 14280 420000 SH SHARED 01 05 420000 0 0 TJX COS COM 872540109 39950 1175000 SH SHARED 01 1175000 0 0 TNP ENTERPRISES INC COM 872594106 730 25400 SH SHARED 01 25400 0 0 TNP ENTERPRISES INC COM 872594106 730 25400 SH SHARED 01 02 0 25400 0 TRW COM 872649108 75258 1654000 SH SHARED 01 1654000 0 0 TRW COM 872649108 2294 50420 SH SHARED 01 03 0 50420 0 TRWMON STOCK COM 872649108 45591 1002000 SH SHARED 01 1002000 0 0 TSI INTL SOFTWARE COM 872879101 11087 227150 SH SHARED 01 02 0 227150 0 TSI INTL SOFTWARE COM 872879101 127 2600 SH SHARED 01 03 0 2600 0 TACO CABANA COM 873425102 641 72700 SH SHARED 01 72700 0 0 TACO CABANA COM 873425102 641 72700 SH SHARED 01 02 0 72700 0 TAIWAN SEMI ADR COM 874039100 59 2500 SH SHARED 01 2500 0 0 TANDY CORP COM 875382103 1642 25731 SH SHARED 01 03 0 25731 0 TECHNE CORP COM 878377100 771 26700 SH SHARED 01 26700 0 0 TECHNE CORP COM 878377100 771 26700 SH SHARED 01 02 0 26700 0 TECHNE CORP COM 878377100 361 12500 SH SHARED 01 12500 0 0 TEKTRONIX COM 879131100 307 12168 SH SHARED 01 03 0 12168 0 TELEFONICA DE ARGENT COM 879378206 5143 170000 SH SHARED 01 170000 0 0 TELEFONICA DE ESPANA COM 879382208 5110 40000 SH SHARED 01 40000 0 0 TELEHUB COMM WTS WARRANT 87942R116 145 14500 SH SHARED 01 14500 0 0 TELEHUB COMM WTS WARRANT 87942R116 25 2500 SH SHARED 01 05 2500 0 0 TELEWEST COMM. PLC COM 879560985 11683 2680000 SH SHARED 01 2680000 0 0 TELLABS COM 879664100 358629 3668830 SH SHARED 01 2743830 925000 0 TELLABS COM 879664100 241004 2465452 SH SHARED 01 02 0 2465452 0 TELLABS COM 879664100 8418 86122 SH SHARED 01 03 0 86122 0 TELLABS COM 879664100 347111 3551000 SH SHARED 01 3551000 0 0 TEMPLE INLAND COM 879868107 1094 17429 SH SHARED 01 03 0 17429 0 TEMPLETON FOREIGN I COM 880196209 5165 579669 SH SHARED 01 03 0 579669 0 TEMP INST FOR. EQ COM 880210505 8906 493377 SH SHARED 01 03 0 493377 0 TENET HEALTHCARE COR COM 88033G100 1531 80842 SH SHARED 01 03 0 80842 0 TENNECO INC COM 88037E101 95810 3429450 SH SHARED 01 3429450 0 0 TENNECO INC COM 88037E101 2646 94706 SH SHARED 01 03 0 94706 0 TENNECO INCK COM 88037E101 54059 1935000 SH SHARED 01 1935000 0 0 TERADYNE INC COM 880770102 75188 1378000 SH SHARED 01 1238000 140000 0 TERADYNE INC COM 880770102 13023 238671 SH SHARED 01 02 0 238671 0 TERADYNE INC COM 880770102 693 12700 SH SHARED 01 03 0 12700 0 TERADYNE INC COM 880770102 49106 900000 SH SHARED 01 05 900000 0 0 TERADYNE INC COM 880770102 17569 322000 SH SHARED 01 322000 0 0 TEREX CORP NEW COM 880779103 280 11600 SH SHARED 01 11600 0 0 TEREX CORP NEW COM 880779103 280 11600 SH SHARED 01 02 0 11600 0 TEREX CORP NEW COM 880779103 280 11600 SH SHARED 01 11600 0 0 TETRA TECH INC COM 88162G103 1032 49000 SH SHARED 01 49000 0 0 TETRA TECH INC COM 88162G103 1032 49000 SH SHARED 01 02 0 49000 0 TETRA TECH INC COM 88162G103 343 16300 SH SHARED 01 16300 0 0 TEXACO COM 881694103 216270 3810900 SH SHARED 01 3810900 0 0 TEXACO COM 881694103 64683 1139775 SH SHARED 01 02 0 1139775 0 TEXACO COM 881694103 11656 205397 SH SHARED 01 03 0 205397 0 TEXACO COM 881694103 39725 700000 SH SHARED 01 05 700000 0 0 TEXACO STOCK COM 881694103 89949 1585000 SH SHARED 01 1585000 0 0 TEXAS INSTRUMENTS COM 882508104 492498 4962200 SH SHARED 01 4737200 225000 0 TEXAS INSTRUMENTS COM 882508104 35632 359000 SH SHARED 01 02 0 359000 0 TEXAS INSTRUMENTS COM 882508104 11712 118005 SH SHARED 01 03 0 118005 0 TEXAS INSTRUMENTS COM 882508104 148875 1500000 SH SHARED 01 05 1500000 0 0 TEXAS INSTRUMENTS COM 882508104 297849 3001000 SH SHARED 01 3001000 0 0 TEXAS UTILITIES COM 882848104 103783 2489500 SH SHARED 01 2489500 0 0 TEXAS UTILITIES COM 882848104 115 2750 SH SHARED 01 02 0 2750 0 TEXAS UTILITIES COM 882848104 4332 103910 SH SHARED 01 03 0 103910 0 TEXAS UTILITIES COM 882848104 43356 1040000 SH SHARED 01 1040000 0 0 TEXAS UTILITIES PREFERRED STOCK 882850431 5606 54000 SH SHARED 01 04 0 54000 0 TEXAS UTIL $100 PAR PREFERRED STOCK 882850464 5278 50000 SH SHARED 01 04 0 50000 0 TEXTRON INC COM 883203101 3429 44321 SH SHARED 01 03 0 44321 0 THERMO-ELECTRON COM 883556102 547 40341 SH SHARED 01 03 0 40341 0 THOMAS & BETTS COM 884315102 6437 171366 SH SHARED 01 171366 0 0 THOMAS & BETTS COM 884315102 509 13550 SH SHARED 01 03 0 13550 0 3 COM CORP COM 885535104 108994 4675300 SH SHARED 01 4460300 215000 0 3 COM CORP COM 885535104 23165 993611 SH SHARED 01 02 0 993611 0 3 COM CORP COM 885535104 3472 148892 SH SHARED 01 03 0 148892 0 3 COM CORP COM 885535104 32054 1375000 SH SHARED 01 05 1375000 0 0 3 COM CORP COM 885535104 59513 2552800 SH SHARED 01 2552800 0 0 TICKETMASTER ONLINE COM 88633P203 8407 250000 SH SHARED 01 150000 100000 0 TICKETMASTER ONLINE COM 88633P203 5044 150000 SH SHARED 01 02 0 150000 0 TICKETMASTER ONLINE COM 88633P203 4035 120000 SH SHARED 01 05 120000 0 0 TICKETMASTER ONLINE COM 88633P203 5094 151500 SH SHARED 01 151500 0 0 TIFFANY & CO-NEW COM 886547108 38945 521000 SH SHARED 01 311000 210000 0 TIFFANY & CO-NEW COM 886547108 22457 300436 SH SHARED 01 02 0 300436 0 TIFFANY & CO-NEW COM 886547108 14950 200000 SH SHARED 01 05 200000 0 0 TIFFANY & CO-NEW COM 886547108 40619 543400 SH SHARED 01 543400 0 0 TIME WARNER INC COM 887315109 607162 8544060 SH SHARED 01 8544060 0 0 TIME WARNER INC COM 887315109 689 9700 SH SHARED 01 02 0 9700 0 TIME WARNER INC COM 887315109 23184 326240 SH SHARED 01 03 0 326240 0 TIME WARNER INC COM 887315109 78169 1100000 SH SHARED 01 05 1100000 0 0 TIMES MIRROR CL A COM 887364107 1043 19284 SH SHARED 01 03 0 19284 0 TIMKEN CO. COM 887389104 151609 9329755 SH SHARED 01 03 0 9329755 0 TORCHMARK CORP COM 891027104 1174 37123 SH SHARED 01 03 0 37123 0 TORONTO-DOMINION COM 891160509 150 3257 SH SHARED 01 3257 0 0 TOSCO CORP COM 891490302 76547 3085000 SH SHARED 01 3085000 0 0 TOSCO CORP COM 891490302 1315 53000 SH SHARED 01 03 0 53000 0 TOSCO CORP COM 891490302 19850 800000 SH SHARED 01 05 800000 0 0 TOSCO CORP COM 891490302 41934 1690000 SH SHARED 01 1690000 0 0 TOSCO FIN TRUST CONV PFD STOCK 891491409 3581 75000 SH SHARED 01 75000 0 0 TOSCO FIN TRUST CONV PFD STOCK 891491409 3104 65000 SH SHARED 01 05 65000 0 0 TOWER AUTO CONV PFD STOCK 891706202 2993 70000 SH SHARED 01 70000 0 0 TOWER AUTO CONV PFD STOCK 891706202 2737 64000 SH SHARED 01 05 64000 0 0 TOWER AUTO COM 891707101 874 46900 SH SHARED 01 46900 0 0 TOWER AUTO COM 891707101 874 46900 SH SHARED 01 02 0 46900 0 TOWER AUTO COM 891707101 33015 1772600 SH SHARED 01 05 1772600 0 0 TOWER AUTO COM 891707101 22983 1234000 SH SHARED 01 1234000 0 0 TOWNE SERVICES INC COM 892148107 1717 175000 SH SHARED 01 0 175000 0 TOYS R US COM 892335100 14361 763381 SH SHARED 01 03 0 763381 0 TRANS WORLD ENTMT CP COM 89336Q100 666 60500 SH SHARED 01 60500 0 0 TRANS WORLD ENTMT CP COM 89336Q100 666 60500 SH SHARED 01 02 0 60500 0 TRANS WORLD ENTMT CP COM 89336Q100 237 21500 SH SHARED 01 21500 0 0 TRANSACTION SYSTEM COM 893416107 9915 275450 SH SHARED 01 02 0 275450 0 TRANSACTION SYSTEM COM 893416107 112 3100 SH SHARED 01 03 0 3100 0 TRANSAMERICA CORP COM 893485102 2445 34441 SH SHARED 01 03 0 34441 0 TRAVELER'S PROP CAS COM 893939108 15194 425000 SH SHARED 01 05 425000 0 0 TREDEGAR COM 894650100 919 29700 SH SHARED 01 29700 0 0 TREDEGAR COM 894650100 919 29700 SH SHARED 01 02 0 29700 0 TREDEGAR COM 894650100 402 13000 SH SHARED 01 13000 0 0 TRIAD GUARANTY INC COM 895925105 289 21300 SH SHARED 01 21300 0 0 TRIAD GUARANTY INC COM 895925105 289 21300 SH SHARED 01 02 0 21300 0 TRIAD MORTGAGE GROUP COM 895925105 289 21300 SH SHARED 01 21300 0 0 TRICON GLOBAL REST COM 895953107 18110 257800 SH SHARED 01 257800 0 0 TRICON GLOBAL REST COM 895953107 6407 91200 SH SHARED 01 02 0 91200 0 TRICON GLOBAL REST COM 895953107 3717 52906 SH SHARED 01 03 0 52906 0 TRICON GLOBAL REST COM 895953107 8430 120000 SH SHARED 01 120000 0 0 TRIBUNE CO COM 896047107 2024 30923 SH SHARED 01 03 0 30923 0 TRUE NORTH COMM COM COM 897844106 391 13900 SH SHARED 01 13900 0 0 TRUE NORTH COMM COM COM 897844106 391 13900 SH SHARED 01 02 0 13900 0 TRUE NORTH COMMUNICATIONS COM 897844106 391 13900 SH SHARED 01 13900 0 0 TUPPERWARE CORP COM 899896104 258 14314 SH SHARED 01 03 0 14314 0 21ST CENTURY WTS WARRANT 90130P116 52 2600 SH SHARED 01 2600 0 0 TYCO INTERNATIONAL COM 902124106 474736 6616507 SH SHARED 01 5706415 910092 0 TYCO INTERNATIONAL COM 902124106 329996 4599140 SH SHARED 01 02 0 4599140 0 TYCO INTERNATIONAL COM 902124106 15748 219497 SH SHARED 01 03 0 219497 0 TYCO INTERNATIONAL COM 902124106 243995 3400625 SH SHARED 01 05 3400625 0 0 TYCO INTERNATIONAL COM 902124106 242092 3374100 SH SHARED 01 3374100 0 0 UST CORP COM 902900109 1167 53400 SH SHARED 01 53400 0 0 UST CORP COM 902900109 1167 53400 SH SHARED 01 02 0 53400 0 UST CORP COM 902900109 531 24300 SH SHARED 01 24300 0 0 USX MARATHON GROUP COM 902905827 2178 79214 SH SHARED 01 03 0 79214 0 UST INC COM 902911106 1134 43409 SH SHARED 01 03 0 43409 0 U.S. BANCORP (NEW) COM 902973106 306 9000 SH SHARED 01 02 0 9000 0 U.S. BANCORP (NEW) COM 902973106 6298 184894 SH SHARED 01 03 0 184894 0 USA NETWORKS INC COM 902984103 28650 800000 SH SHARED 01 800000 0 0 USA NETWORKS INC COM 902984103 15220 425000 SH SHARED 01 05 425000 0 0 USA NETWORKS INC COM 902984103 34022 950000 SH SHARED 01 950000 0 0 UNUM CORP COM 903192102 7953 167200 SH SHARED 01 167200 0 0 UNUM CORP COM 903192102 95539 2008772 SH SHARED 01 02 0 2008772 0 UNUM CORP COM 903192102 2238 47052 SH SHARED 01 03 0 47052 0 UNUM CORP COM 903192102 17170 361000 SH SHARED 01 05 361000 0 0 URS CORP COM 903236107 531 29400 SH SHARED 01 29400 0 0 URS CORP COM 903236107 531 29400 SH SHARED 01 02 0 29400 0 URS CORP COM 903236107 2515 139236 SH SHARED 01 03 0 139236 0 US FOODSERVICE INC COM 90331R101 19065 410000 SH SHARED 01 150000 260000 0 US FOODSERVICE INC COM 90331R101 19862 427100 SH SHARED 01 02 0 427100 0 US FOODSERVICE INC COM 90331R101 1867 40150 SH SHARED 01 03 0 40150 0 US FOODSERVICE INC COM 90331R101 39525 850000 SH SHARED 01 05 850000 0 0 US FOODSERVICE INC COM 90331R101 23813 512100 SH SHARED 01 512100 0 0 USX-US STEEL GROUP COM 90337T101 519 22106 SH SHARED 01 03 0 22106 0 ULTRAMAR DIAMOND SHA COM 904000106 16219 750000 SH SHARED 01 750000 0 0 ULTRAMAR DIAMOND SHA COM 904000106 22707 1050000 SH SHARED 01 1050000 0 0 UNILEVER NV NY SHRS COM 904784501 39863 600000 SH SHARED 01 600000 0 0 UNILEVER NV NY SHRS COM 904784501 10805 162628 SH SHARED 01 03 0 162628 0 UNILEVER NV NY SHRS COM 904784501 39863 600000 SH SHARED 01 600000 0 0 UNICOM CORP COM 904911104 42047 1150000 SH SHARED 01 1150000 0 0 UNICOM CORP COM 904911104 2076 56784 SH SHARED 01 03 0 56784 0 UNICOM CORP N/C COMMO COM 904911104 21938 600000 SH SHARED 01 600000 0 0 UNION CAMP CORP COM 905530101 28797 429000 SH SHARED 01 429000 0 0 UNION CAMP CORP COM 905530101 1206 17962 SH SHARED 01 03 0 17962 0 UNION CAMP CORP COM 905530101 28797 429000 SH SHARED 01 429000 0 0 UNION CARBIDE CORP COM 905581104 1557 34465 SH SHARED 01 03 0 34465 0 UNION CARBIDE CORP COM 905581104 3163 70000 SH SHARED 01 70000 0 0 UNION PACIFIC CORP COM 907818108 71393 1336000 SH SHARED 01 1336000 0 0 UNION PACIFIC CORP COM 907818108 4653 87074 SH SHARED 01 03 0 87074 0 UNION PACIFIC CORP COM 907818108 64125 1200000 SH SHARED 01 05 1200000 0 0 UNION PACIFIC CORP COM 907818108 31475 589000 SH SHARED 01 589000 0 0 UNION PACIFIC CORP CONV PFD STOCK 907824205 26982 541000 SH SHARED 01 541000 0 0 UNION PACIFIC CORP CONVERTABLE PRF 907824205 26982 541000 SH SHARED 01 541000 0 0 UNION PAC CAP TR PFD CONV PFD STOCK 907824403 17232 345500 SH SHARED 01 345500 0 0 UNION PAC CAP TR PFD CONV PFD STOCK 907824403 3229 64750 SH SHARED 01 05 64750 0 0 UNION PAC CAP TR PFD 6.25 CVT PRF 907824403 13491 270500 SH SHARED 01 270500 0 0 UP RESOURSE COM 907834105 726 61135 SH SHARED 01 03 0 61135 0 UNION PLANTERS CORP COM 908068109 1518 34555 SH SHARED 01 03 0 34555 0 UNIONBANCAL CORP COM 908906100 11786 346000 SH SHARED 01 216000 130000 0 UNIONBANCAL CORP COM 908906100 8256 242385 SH SHARED 01 02 0 242385 0 UNIONBANCAL CORP COM 908906100 1516 44500 SH SHARED 01 03 0 44500 0 UNIONBANCAL CORP COM 908906100 24304 713500 SH SHARED 01 05 713500 0 0 UNIONBANCAL CORP COM 908906100 13626 400000 SH SHARED 01 400000 0 0 UNIPHASE CORP COM 909149106 271465 2358000 SH SHARED 01 2158000 200000 0 UNIPHASE CORP COM 909149106 122839 1067013 SH SHARED 01 02 0 1067013 0 UNIPHASE CORP COM 909149106 3540 30750 SH SHARED 01 03 0 30750 0 UNIPHASE CORP COM 909149106 39143 340000 SH SHARED 01 05 340000 0 0 UNIPHASE CORP COM 909149106 28896 251000 SH SHARED 01 251000 0 0 UNISYS CORP COM 909214108 21585 779600 SH SHARED 01 779600 0 0 UNISYS CORP COM 909214108 55566 2006907 SH SHARED 01 02 0 2006907 0 UNISYS CORP COM 909214108 2307 83321 SH SHARED 01 03 0 83321 0 UNISYS CORP COM 909214108 91923 3320000 SH SHARED 01 05 3320000 0 0 UTD DOMINION IND LTD COM 909914103 4508 226800 SH SHARED 01 03 0 226800 0 UNITED HEALTHCARE COM 910581107 2598 49361 SH SHARED 01 03 0 49361 0 UNITED HEALTHCARE COM 910581107 98672 1875000 SH SHARED 01 05 1875000 0 0 UNITED ILLUM CO COM 910637107 843 20100 SH SHARED 01 20100 0 0 UNITED ILLUM CO COM 910637107 843 20100 SH SHARED 01 02 0 20100 0 UNITED NATURAL FOOD COM 911163103 906 38800 SH SHARED 01 38800 0 0 UNITED NATURAL FOOD COM 911163103 906 38800 SH SHARED 01 02 0 38800 0 UNITED NATURAL FOOD COM 911163103 273 11700 SH SHARED 01 11700 0 0 US AIR GROUP INC. COM 911905107 1086 22246 SH SHARED 01 03 0 22246 0 US WEST INC NEW COM 91273H101 462953 8407800 SH SHARED 01 8407800 0 0 US WEST INC NEW COM 91273H101 99369 1804563 SH SHARED 01 02 0 1804563 0 US WEST INC NEW COM 91273H101 9947 180644 SH SHARED 01 03 0 180644 0 US WEST INC NEW COM 91273H101 15142 275000 SH SHARED 01 05 275000 0 0 US WEST INC NEW COM 91273H101 93881 1705000 SH SHARED 01 1705000 0 0 US TR CORP NE COM 91288L105 2367 31900 SH SHARED 01 31900 0 0 US TR CORP NE COM 91288L105 2367 31900 SH SHARED 01 02 0 31900 0 US TR CORP NE COM 91288L105 1024 13800 SH SHARED 01 13800 0 0 UNITED TECHNOLOGIES COM 913017109 141420 1044168 SH SHARED 01 1044168 0 0 UNITED TECHNOLOGIES COM 913017109 197 1450 SH SHARED 01 02 0 1450 0 UNITED TECHNOLOGIES COM 913017109 8022 59227 SH SHARED 01 03 0 59227 0 UNITED TECHNOLOGIES COM 913017109 23024 170000 SH SHARED 01 05 170000 0 0 UNITED WISC SERVICES COM 913238101 2449 334872 SH SHARED 01 03 0 334872 0 UNITRODE COM 913283107 606 42700 SH SHARED 01 42700 0 0 UNITRODE COM 913283107 606 42700 SH SHARED 01 02 0 42700 0 UNIVERSAL HLTH CR-B COM 913903100 2011 46500 SH SHARED 01 46500 0 0 UNIVERSAL HLTH CR-B COM 913903100 2011 46500 SH SHARED 01 02 0 46500 0 UNIVERSAL HLTH CR-B COM 913903100 623 14400 SH SHARED 01 14400 0 0 UNIVISION COM 914906102 70000 1400000 SH SHARED 01 850000 550000 0 UNIVISION COM 914906102 79026 1580500 SH SHARED 01 02 0 1580500 0 UNIVISION COM 914906102 1745 34900 SH SHARED 01 03 0 34900 0 UNIVISION COM 914906102 60015 1200300 SH SHARED 01 1200300 0 0 UNOCAL CORP COM 915289102 97185 2640000 SH SHARED 01 2640000 0 0 UNOCAL CORP COM 915289102 3357 91204 SH SHARED 01 03 0 91204 0 UNOCAL CORP COM 915289102 65158 1770000 SH SHARED 01 1770000 0 0 USFREIGHTWAYS COM 916906100 736 22400 SH SHARED 01 22400 0 0 USFREIGHTWAYS COM 916906100 736 22400 SH SHARED 01 02 0 22400 0 USWEB CORP COM 917327108 2599 63000 SH SHARED 01 02 0 63000 0 USWEB CORP COM 917327108 6188 150000 SH SHARED 01 05 150000 0 0 V. F. CORP COM 918204108 1487 31523 SH SHARED 01 03 0 31523 0 VALASSIS COMMUNICATI COM 918866104 2267 43800 SH SHARED 01 43800 0 0 VALASSIS COMMUNICATI COM 918866104 2267 43800 SH SHARED 01 02 0 43800 0 VALASSIS COMMUNICATI COM 918866104 1325 25600 SH SHARED 01 25600 0 0 VALLEY MEDIA INC COM 91972C106 3413 150000 SH SHARED 01 0 150000 0 STAR PORTFOLIO COM 921909107 3 146 SH SHARED 01 146 0 0 VANGUARD GRTH & INCM COM 921913109 11314 351703 SH SHARED 01 03 0 351703 0 WINDSOR II COM 922018205 7416 243384 SH SHARED 01 03 0 243384 0 VARLEN CORP COM 922248109 431 19600 SH SHARED 01 19600 0 0 VARLEN CORP COM 922248109 431 19600 SH SHARED 01 02 0 19600 0 VAUGHN BASSETT FURN COM 922272117 96 3173 SH SHARED 01 02 0 3173 0 VEECO COM 922417100 11081 300000 SH SHARED 01 05 300000 0 0 VERIO COM 923433106 3690 80000 SH SHARED 01 05 80000 0 0 VERITAS SOFTWARE COM 923436109 60828 753285 SH SHARED 01 02 0 753285 0 VERITAS SOFTWARE COM 923436109 2432 30125 SH SHARED 01 03 0 30125 0 VERITY SOFTWARE COM 92343C106 4355 130000 SH SHARED 01 05 130000 0 0 VERISIGN INC COM 92343E102 56980 370000 SH SHARED 01 210000 160000 0 VERISIGN INC COM 92343E102 50213 326050 SH SHARED 01 02 0 326050 0 VERISIGN INC COM 92343E102 200 1300 SH SHARED 01 03 0 1300 0 VERISIGN INC COM 92343E102 26180 170000 SH SHARED 01 05 170000 0 0 VERSIGN INC COM 92343E102 32571 211500 SH SHARED 01 211500 0 0 VERSATEL-WTS COM 925301111 1680 22100 SH SHARED 01 22100 0 0 VERSATEL-WTS COM 925301111 623 8200 SH SHARED 01 05 8200 0 0 VERTICALNET INC COM 92532L107 2535 24400 SH SHARED 01 05 24400 0 0 VIACOM INTL COM 925524100 433 5200 SH SHARED 01 02 0 5200 0 VIACOM INTL COM 925524100 8 100 SH SHARED 01 03 0 100 0 VIACOM INC CL B COM 925524308 9510 113300 SH SHARED 01 113300 0 0 VIACOM INC CL B COM 925524308 7572 90214 SH SHARED 01 03 0 90214 0 VIATEL INC COM 925529208 2850 100000 SH SHARED 01 0 100000 0 VIALOG CORP WT WARRANT 92552X114 1234 24675 SH SHARED 01 22600 2075 0 VINTAGE PETE INC COM 927460105 207 23000 SH SHARED 01 23000 0 0 VINTAGE PETE INC COM 927460105 207 23000 SH SHARED 01 02 0 23000 0 VISUAL NETWORKS INC COM 928444108 75 2000 SH SHARED 01 2000 0 0 VISX INC/DEL COM 92844S105 28408 264100 SH SHARED 01 184100 80000 0 VISX INC/DEL COM 92844S105 46862 435650 SH SHARED 01 02 0 435650 0 VISX INC/DEL COM 92844S105 301 2800 SH SHARED 01 03 0 2800 0 VISX INC/DEL COM 92844S105 17931 166700 SH SHARED 01 166700 0 0 VITESSE CORP COM 928497106 865 17100 SH SHARED 01 17100 0 0 VITESSE CORP COM 928497106 865 17100 SH SHARED 01 02 0 17100 0 VITESSE CORP COM 928497106 10631 210000 SH SHARED 01 05 210000 0 0 VITESSE CORP COM 928497106 278 5500 SH SHARED 01 5500 0 0 WHX CORPORATION COM 929248102 2406 305571 SH SHARED 01 03 0 305571 0 WICOR INC COM 929253102 8100 400000 SH SHARED 01 400000 0 0 WPP GROUP PLC -ADR COM 929309300 14272 164995 SH SHARED 01 03 0 164995 0 WACHOVIA CORP COM 929771103 89440 1101650 SH SHARED 01 1101650 0 0 WACHOVIA CORP COM 929771103 41178 507188 SH SHARED 01 02 0 507188 0 WACHOVIA CORP COM 929771103 6264 77152 SH SHARED 01 03 0 77152 0 WACHOVIA CORP COM 929771103 50336 620000 SH SHARED 01 620000 0 0 WAL MART STORES COM 931142103 1090373 11827763 SH SHARED 01 11717763 110000 0 WAL MART STORES COM 931142103 300105 3255379 SH SHARED 01 02 0 3255379 0 WAL MART STORES COM 931142103 57282 621354 SH SHARED 01 03 0 621354 0 WAL MART STORES COM 931142103 212031 2300000 SH SHARED 01 05 2300000 0 0 WAL MART STORES COM 931142103 110625 1200000 SH SHARED 01 1200000 0 0 WALBRO CORP COM 931154108 3881 431246 SH SHARED 01 03 0 431246 0 WALGREEN CO. COM 931422109 37314 1320800 SH SHARED 01 1320800 0 0 WALGREEN CO. COM 931422109 13146 465268 SH SHARED 01 02 0 465268 0 WALGREEN CO. COM 931422109 8179 289528 SH SHARED 01 03 0 289528 0 WALTER INDUSTRIES COM 93317Q105 533 47400 SH SHARED 01 47400 0 0 WALTER INDUSTRIES COM 93317Q105 533 47400 SH SHARED 01 02 0 47400 0 WANG LABS INC COM 93369N109 50808 2588900 SH SHARED 01 2588900 0 0 WANG LABS INC COM 93369N109 691 35200 SH SHARED 01 03 0 35200 0 WANG LABS INC COM 93369N109 27915 1422400 SH SHARED 01 1422400 0 0 WARNER LAMBERT CO COM 934488107 361531 5462200 SH SHARED 01 5282200 180000 0 WARNER LAMBERT CO COM 934488107 282756 4271956 SH SHARED 01 02 0 4271956 0 WARNER LAMBERT CO COM 934488107 16966 256336 SH SHARED 01 03 0 256336 0 WARNER LAMBERT CO COM 934488107 26475 400000 SH SHARED 01 05 400000 0 0 WARNER LAMBERT CO COM 934488107 187464 2832300 SH SHARED 01 2832300 0 0 WASHINGTON GAS LIGHT COM 938837101 6788 300000 SH SHARED 01 300000 0 0 WASHINGTON MUT INC COM 939322103 206322 5047600 SH SHARED 01 3977600 1070000 0 WASHINGTON MUT INC COM 939322103 48869 1195572 SH SHARED 01 02 0 1195572 0 WASHINGTON MUT INC COM 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