-----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, Am/IjZBZMzD83k1ZUrQhggPZkrenbp3WoV3xLFg0B+U+LhvrCLC3ikGgJwfQKZXp me6J15ae0ti0Bqy9Hf6+Iw== 0000820027-99-000449.txt : 19990615 0000820027-99-000449.hdr.sgml : 19990615 ACCESSION NUMBER: 0000820027-99-000449 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990331 FILED AS OF DATE: 19990608 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/A SEC ACT: SEC FILE NUMBER: 028-00139 FILM NUMBER: 99641949 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/A 1 AEFA 03/31/1999 FORM 13F-HR/A 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 [ x ]; Amendment Number: 1 This Amendment (Check only one.): [ x ] 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 June 8, 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: 2716 Form 13F Information Table Value Total: $94011048 (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 - ----------------------------------------------------------------------------- --- ------------ ------------------------- -------- AAR CORP COM 000361105 1375 77170 SH SHARED 01 77170 0 0 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 ABM INDUSTRIES INC COM 000957100 1845 60500 SH SHARED 01 60500 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 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 28128 473500 SH SHARED 01 05 473500 0 0 AT&T CORP COM 001957109 293987 3700742 SH SHARED 01 3630742 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 82419 1032400 SH SHARED 01 05 1032400 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 39159 425650 SH SHARED 01 02 0 425650 0 ABERCROMBIE & FITCH COM 002896207 442 4800 SH SHARED 01 03 0 4800 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 A C NIELSON CORP COM 004833109 6782 250000 SH SHARED 01 150000 100000 0 ACTEL CORP COM 004934105 1415 86100 SH SHARED 01 86100 0 0 ACTEL CORP COM 004934105 19 1131 SH SHARED 01 02 0 1131 0 ACXIOM CORP COM 005125109 7149 269740 SH SHARED 01 269740 0 0 ACXIOM CORP COM 005125109 30123 1136700 SH SHARED 01 02 0 1136700 0 ACXIOM CORP COM 005125109 343 12950 SH SHARED 01 03 0 12950 0 ADAC LABS COM 005313200 781 57340 SH SHARED 01 57340 0 0 ADELPHIA COMM - CL A COM 006848105 20853 331000 SH SHARED 01 221000 110000 0 ADELPHIA COMM - CL A COM 006848105 17325 275000 SH SHARED 01 05 275000 0 0 ADOBE SYSTEMS INC COM 00724F101 885 15586 SH SHARED 01 03 0 15586 0 ADVANCED TISSUE SCI COM 00755F103 237 110100 SH SHARED 01 110100 0 0 ADVEST GROUP COM 007566102 514 27800 SH SHARED 01 27800 0 0 ADVO INC COM 007585102 1431 74100 SH SHARED 01 74100 0 0 ADVANTICA REST COM 00758B109 185 37055 SH SHARED 01 03 0 37055 0 AEROQUIP-VICKERS COM 007869100 409 7132 SH SHARED 01 03 0 7132 0 ADVANCED MICRO DEV COM 007903107 575 37113 SH SHARED 01 03 0 37113 0 ADVANCED ENERAV IND COM 007973100 2945 125000 SH SHARED 01 0 125000 0 ADVANCED ENERAV IND COM 007973100 7069 300000 SH SHARED 01 05 300000 0 0 ADVANCED ENERGY INDS INC COM 007973100 47 2000 SH SHARED 01 2000 0 0 AETNA INC COM 008117103 66 800 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 EXPRESS INTL COM 009104100 1432 94680 SH SHARED 01 94680 0 0 AIR PROD & CHEM COM 009158106 70127 2047500 SH SHARED 01 2047500 0 0 AIR PROD & CHEM COM 009158106 2961 86450 SH SHARED 01 03 0 86450 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 98490 1027100 SH SHARED 01 05 1027100 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 013104104 152649 2810581 SH SHARED 01 02 0 2810581 0 ALBERTSONS INC COM 013104104 5389 99211 SH SHARED 01 03 0 99211 0 ALCAN ALUMINIUM LTD COM 013716105 1505 58291 SH SHARED 01 03 0 58291 0 ALCOA INC COM 013817101 5157 125204 SH SHARED 01 125204 0 0 ALCOA INC COM 013817101 21 500 SH SHARED 01 02 0 500 0 ALCOA INC COM 013817101 3846 93387 SH SHARED 01 03 0 93387 0 ALKERMES INC COM 01642T108 7521 276000 SH SHARED 01 05 276000 0 0 ALLEGHENY ENERGY COM 017361106 33188 1125000 SH SHARED 01 1125000 0 0 ALLEGHENY TELEDYNE COM 017415100 921 48628 SH SHARED 01 03 0 48628 0 ALLEGIANCE TELC WTS WARRANT 01747T110 1157 30450 SH SHARED 01 30450 0 0 ALLEGIANCE TELC WTS WARRANT 01747T110 93 2450 SH SHARED 01 05 2450 0 0 ALLEN TELECOM INC COM 018091108 466 76900 SH SHARED 01 76900 0 0 ALLERGAN INC COM 018490102 1477 16811 SH SHARED 01 03 0 16811 0 ALLERGAN INC COM 018490102 15378 175000 SH SHARED 01 05 175000 0 0 ALLIANCE PHARMACEUTI COM 018773101 256 92920 SH SHARED 01 92920 0 0 ALLIANT TECHSYSTEMS COM 018804104 4096 52720 SH SHARED 01 52720 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 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 3493 89000 SH SHARED 01 89000 0 0 ALTERA CORP COM 021441100 31347 526826 SH SHARED 01 456826 70000 0 ALTERA CORP COM 021441100 40733 684588 SH SHARED 01 02 0 684588 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 60 1000 SH SHARED 01 1000 0 0 ALZA COM 022615108 63330 1655700 SH SHARED 01 1655700 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 12673 328500 SH SHARED 01 05 328500 0 0 AMAZON COM INC COM 023135106 258 1500 SH SHARED 01 1500 0 0 AMCAST INDL CORP COM 023395106 416 25800 SH SHARED 01 25800 0 0 AMCOL INTL CORP COM 02341W103 759 75900 SH SHARED 01 75900 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 1159879 7944450 SH SHARED 01 7684450 260000 0 AMERICA ON-LINE COM 02364J104 159247 1090738 SH SHARED 01 02 0 1090738 0 AMERICA ON-LINE COM 02364J104 40455 277087 SH SHARED 01 03 0 277087 0 AMERICA ON-LINE COM 02364J104 226465 1558500 SH SHARED 01 05 1558500 0 0 AMERICA ON-LINE AOL COM 02364J104 177682 1217000 SH SHARED 01 1217000 0 0 AMERICA WEST HLDG CP COM 023657208 419 22000 SH SHARED 01 22000 0 0 AMER AXLE & MFG HDGS COM 024061103 4580 377700 SH SHARED 01 377700 0 0 AMERICAN BKS INS GRP COM 024456105 6713 148340 SH SHARED 01 148340 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 AMERICAN FREIGHTWAYS COM 02629V108 1141 88600 SH SHARED 01 88600 0 0 AMER GENERAL CORP COM 026351106 163536 2319650 SH SHARED 01 2319650 0 0 AMER GENERAL CORP COM 026351106 139882 1984069 SH SHARED 01 02 0 1984069 0 AMER GENERAL CORP COM 026351106 8604 122023 SH SHARED 01 03 0 122023 0 AMER GENERAL CORP COM 026351106 17625 250000 SH SHARED 01 05 250000 0 0 AM GREETINGS CL A COM 026375105 448 17647 SH SHARED 01 03 0 17647 0 AMER HOME PRODUCTS COM 026609107 227377 3484696 SH SHARED 01 3319696 165000 0 AMER HOME PRODUCTS COM 026609107 176427 2703767 SH SHARED 01 02 0 2703767 0 AMER HOME PRODUCTS COM 026609107 25804 395459 SH SHARED 01 03 0 395459 0 AMERICAN INTL GROUP COM 026874107 718907 5960010 SH SHARED 01 5690010 270000 0 AMERICAN INTL GROUP COM 026874107 177372 1470446 SH SHARED 01 02 0 1470446 0 AMERICAN INTL GROUP COM 026874107 44060 365262 SH SHARED 01 03 0 365262 0 AMERICAN INTL GROUP COM 026874107 149740 1244112 SH SHARED 01 05 1244112 0 0 AMERICAN MANAGEMENT COM 027352103 10523 308380 SH SHARED 01 158380 150000 0 AMERICAN MANAGEMENT COM 027352103 18769 550000 SH SHARED 01 05 550000 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 AMERICAN ONCOLOGY COM 028910107 824 91500 SH SHARED 01 91500 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 STATES WATER CO COM 029899101 609 25100 SH SHARED 01 25100 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 TELECAST WT WARRANT 030151112 1 85225 SH SHARED 01 85225 0 0 AMERICAN WATERWORKS COM 030411102 13078 450000 SH SHARED 01 450000 0 0 AMERICREDIT CORP COM 03060R101 2319 176660 SH SHARED 01 176660 0 0 AMERISOURCE COM 03071P102 356 10400 SH SHARED 01 10400 0 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 AMERITECH CORP COM 030954101 283444 4897500 SH SHARED 01 4797500 100000 0 AMERITECH CORP COM 030954101 95619 1652187 SH SHARED 01 02 0 1652187 0 AMERITECH CORP COM 030954101 20026 346030 SH SHARED 01 03 0 346030 0 AMGEN INC COM 031162100 137149 1831700 SH SHARED 01 1831700 0 0 AMGEN INC COM 031162100 296769 3963552 SH SHARED 01 02 0 3963552 0 AMGEN INC COM 031162100 12633 168733 SH SHARED 01 03 0 168733 0 AMGEN INC COM 031162100 82363 1100000 SH SHARED 01 05 1100000 0 0 AMP COM 031897101 3030 56446 SH SHARED 01 03 0 56446 0 AMRESCO COM 031909104 971 126300 SH SHARED 01 126300 0 0 AMSOUTH BANCORPORATI COM 032165102 1398 30717 SH SHARED 01 03 0 30717 0 AMTRAN INC COM 03234G106 743 39100 SH SHARED 01 39100 0 0 ANADARKO PETRO CORP COM 032511107 159924 4236400 SH SHARED 01 3436400 800000 0 ANADARKO PETRO CORP COM 032511107 27152 719200 SH SHARED 01 02 0 719200 0 ANADARKO PETRO CORP COM 032511107 1944 51498 SH SHARED 01 03 0 51498 0 ANADARKO PETRO CORP COM 032511107 69838 1850000 SH SHARED 01 05 1850000 0 0 ANALOG DEVICES COM 032654105 4016 135000 SH SHARED 01 135000 0 0 ANALOGIC COM 032657207 1171 35560 SH SHARED 01 35560 0 0 ANALYSTS INTERNATION COM 032681108 726 63170 SH SHARED 01 63170 0 0 ANCHOR BANCORP COM 032839102 1236 80420 SH SHARED 01 80420 0 0 ANCHOR GAMING COM 033037102 2028 46340 SH SHARED 01 46340 0 0 ANDREW CORP COM 034425108 18223 1480000 SH SHARED 01 1100000 380000 0 ANDREW CORP COM 034425108 132 10800 SH SHARED 01 02 0 10800 0 ANDREW CORP COM 034425108 259 21040 SH SHARED 01 03 0 21040 0 ANESTA COM 034603100 9928 440000 SH SHARED 01 05 440000 0 0 ANGELICA CORP COM 034663104 1018 72700 SH SHARED 01 72700 0 0 ANHEUSER BUSCH 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 ANIXTER INTL INC COM 035290105 1401 117380 SH SHARED 01 117380 0 0 ANNTAYLOR STORES COR COM 036115103 15986 361780 SH SHARED 01 261780 100000 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 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 APOGEE ENTERPRISES COM 037598109 920 77500 SH SHARED 01 77500 0 0 APOLLO GROUP INC -C COM 037604105 53775 1800000 SH SHARED 01 1800000 0 0 APOLLO GROUP INC -C COM 037604105 27150 908800 SH SHARED 01 02 0 908800 0 APOLLO GROUP INC -C COM 037604105 308 10300 SH SHARED 01 03 0 10300 0 APPALACHIAN PWR $100 PREFERRED STOCK 037735834 3133 30000 SH SHARED 01 04 0 30000 0 APPALACHIAN PWR $100 PREFERRED STOCK 037735842 1083 10000 SH SHARED 01 04 0 10000 0 APPLE COMPUTER COM 037833100 3497 97300 SH SHARED 01 97300 0 0 APPLE COMPUTER COM 037833100 1263 35157 SH SHARED 01 03 0 35157 0 APPLEBEES INTL INC COM 037899101 2088 84160 SH SHARED 01 84160 0 0 APRIA HEALTHCARE GRO COM 037933108 1020 85900 SH SHARED 01 85900 0 0 APPLIED IND TECHNOLO COM 03820C105 675 60700 SH SHARED 01 60700 0 0 APPLIED MAGNETICS COM 038213104 496 118360 SH SHARED 01 118360 0 0 APPLIED MATERIALS COM 038222105 435612 7061600 SH SHARED 01 6430800 630800 0 APPLIED MATERIALS COM 038222105 9080 147200 SH SHARED 01 02 0 147200 0 APPLIED MATERIALS COM 038222105 7560 122554 SH SHARED 01 03 0 122554 0 APPLIED MATERIALS COM 038222105 30435 489600 SH SHARED 01 05 489600 0 0 APPLIED POWER CL A COM 038225108 4735 173755 SH SHARED 01 173755 0 0 APPLIED POWER CL A COM 038225108 804 29491 SH SHARED 01 03 0 29491 0 APTARGROUP INC COM 038336103 3190 122660 SH SHARED 01 122660 0 0 AQUARION CO COM 03838W101 862 31350 SH SHARED 01 31350 0 0 ARCH COAL COM 039380100 643 48500 SH SHARED 01 48500 0 0 ARCHER DANIELS MDLND COM 039483102 2190 149121 SH SHARED 01 03 0 149121 0 ARCTIC CAT INC COM 039670104 758 76260 SH SHARED 01 76260 0 0 ARENA BRANDS HLD CRP COM 03999M207 2389 111111 SH SHARED 01 111111 0 0 ARGENTINA WT 12/3/99 WARRANT 040114118 29 11500 SH SHARED 01 11500 0 0 ARGENTINA WT 12/3/99 WARRANT 040114118 14 5500 SH SHARED 01 05 5500 0 0 ARKANSAS BEST CORP COM 040790107 375 55000 SH SHARED 01 55000 0 0 ARMCO INC COM 042170100 170 38190 SH SHARED 01 03 0 38190 0 ARMSTRONG WORLD IND COM 042476101 518 11454 SH SHARED 01 03 0 11454 0 ASARCO INC COM 043413103 132 9602 SH SHARED 01 03 0 9602 0 ASCEND COMM COM 043491109 101263 1210000 SH SHARED 01 1030000 180000 0 ASCEND COMM COM 043491109 42617 509215 SH SHARED 01 02 0 509215 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 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 ASHWORTH INC COM 04516H101 138 39500 SH SHARED 01 39500 0 0 ASIA PULP&PAPER CO COM 04516V100 8 1000 SH SHARED 01 05 1000 0 0 ASPECT TELECOMMUNICA COM 045237104 950 143400 SH SHARED 01 143400 0 0 ASPEN TECH COM 045327103 996 70200 SH SHARED 01 70200 0 0 AT HOME CORP SER A COM 045919107 79 500 SH SHARED 01 500 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 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AU-BON PAIN CO COM 050103100 177 33800 SH SHARED 01 33800 0 0 AUSPEX COM 052116100 778 72760 SH SHARED 01 72760 0 0 AUTHENTIC FITNESS COM 052661105 1509 97760 SH SHARED 01 97760 0 0 AUTO DESK COM 052769106 613 15147 SH SHARED 01 03 0 15147 0 AUTOMATIC DATA PROC. 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COM 317928109 25590 493305 SH SHARED 01 493305 0 0 FINOVA GROUP INC. COM 317928109 37251 718050 SH SHARED 01 02 0 718050 0 FINOVA GROUP INC. COM 317928109 2008 38700 SH SHARED 01 03 0 38700 0 FINOVA GROUP INC. 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ARTHUR J COM 363576109 4363 94840 SH SHARED 01 94840 0 0 GANNETT CO INC COM 364730101 264600 4200000 SH SHARED 01 4200000 0 0 GANNETT CO INC COM 364730101 4645 73733 SH SHARED 01 03 0 73733 0 GANNETT CO INC COM 364730101 37235 602386 SH SHARED 01 05 602386 0 0 GAP INC., THE COM 364760108 332482 4939373 SH SHARED 01 03 0 4939373 0 GAP INC., THE COM 364760108 121163 1800000 SH SHARED 01 05 1800000 0 0 GARDNER DENVER INC COM 365558105 1669 105100 SH SHARED 01 105100 0 0 GATEWAY 2000 COM 367833100 42947 626400 SH SHARED 01 626400 0 0 GATEWAY 2000 COM 367833100 3428 50000 SH SHARED 01 02 0 50000 0 GATEWAY 2000 COM 367833100 3209 46796 SH SHARED 01 03 0 46796 0 GAYLORD CONTAINER COM 368145108 7500 1000000 SH SHARED 01 1000000 0 0 GENENTECH SPEC COM COM 368710307 532 6000 SH SHARED 01 6000 0 0 GENENTECH SPEC COM COM 368710307 22 255 SH SHARED 01 02 0 255 0 GENENTECH SPEC COM COM 368710307 14180 160000 SH SHARED 01 05 160000 0 0 GENRL COMMUNICATION COM 369385109 635 139200 SH SHARED 01 139200 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COM 423074103 9309 196495 SH SHARED 01 196495 0 0 HEINZ H.J. 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IMS HEALTH INC COM 449934108 25605 760400 SH SHARED 01 05 760400 0 0 ITT INDUSTRIES COM 450911102 942 26629 SH SHARED 01 03 0 26629 0 IDEXX LABS INC COM 45168D104 10600 442880 SH SHARED 01 442880 0 0 IDEXX LABS INC COM 45168D104 7284 304210 SH SHARED 01 02 0 304210 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 IKON OFFICE SOLUTION COM 451713101 471 36736 SH SHARED 01 03 0 36736 0 ILLINOIS TOOL WORKS COM 452308109 299779 4844900 SH SHARED 01 4784900 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 139636 2258300 SH SHARED 01 05 2258300 0 0 IMCLONE SYSTEMS COM 45245W109 2531 150000 SH SHARED 01 0 150000 0 IMMUNEX CORP COM 452528102 34133 410000 SH SHARED 01 410000 0 0 IMMUNEX CORP COM 452528102 5502 66100 SH SHARED 01 02 0 66100 0 IMMUNEX CORP COM 452528102 62 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INSTEEL INDS INC COM 45774W108 133 23700 SH SHARED 01 23700 0 0 INSURANCE AUTO AUCTS COM 457875102 384 31700 SH SHARED 01 31700 0 0 INSUR SERV OFFICE IN COM 45806@109 116 11767 SH SHARED 01 11767 0 0 INTERGRATED CIRCUT COM 45811K109 614 33980 SH SHARED 01 33980 0 0 INTERGRATED HEALTH S COM 45812C106 814 148060 SH SHARED 01 148060 0 0 INTEL COM 458140100 890767 7477287 SH SHARED 01 6997287 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 236966 1978700 SH SHARED 01 05 1978700 0 0 INTER-TEL COM 458372109 1659 106600 SH SHARED 01 106600 0 0 INTERFACE FLRNG SYS COM 458665106 1414 146860 SH SHARED 01 146860 0 0 INTERIM SERVICES COM 45868P100 6340 422660 SH SHARED 01 422660 0 0 INTERMAGNETICS GENER COM 458771102 288 34853 SH SHARED 01 34853 0 0 INTERMEDIA COMM FL COM 458801107 15709 590000 SH SHARED 01 590000 0 0 INTERMEDIA COM WTS WARRANT 458801115 2275 22750 SH SHARED 01 22750 0 0 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45500 SH SHARED 01 05 45500 0 0 INTERNATIONAL PAPER COM 460146103 154508 3662400 SH SHARED 01 3662400 0 0 INTERNATIONAL PAPER COM 460146103 10969 260000 SH SHARED 01 02 0 260000 0 INTERNATIONAL PAPER COM 460146103 6149 145738 SH SHARED 01 03 0 145738 0 INTL RECTIFIER CORP COM 460254105 1015 144980 SH SHARED 01 144980 0 0 INTERPUBLIC GROUP COM 460690100 2821 36222 SH SHARED 01 03 0 36222 0 INTERSTATE ENERGY COM 460845100 54592 2060077 SH SHARED 01 03 0 2060077 0 INTERVOICE INC COM 461142101 869 78960 SH SHARED 01 78960 0 0 INTIMATE BRANDS COM 461156101 818 17000 SH SHARED 01 17000 0 0 INTIMATE BRANDS COM 461156101 34 708 SH SHARED 01 02 0 708 0 INTIMATE BRANDS COM 461156101 26469 550000 SH SHARED 01 05 550000 0 0 INTRAWARE INC COM 46118M103 3806 95000 SH SHARED 01 05 95000 0 0 INTUIT COM 461202103 20350 200000 SH SHARED 01 200000 0 0 INTUIT COM 461202103 65694 645650 SH SHARED 01 02 0 645650 0 INTUIT COM 461202103 2737 26900 SH SHARED 01 03 0 26900 0 INVACARE CORP COM 461203101 2036 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528600 SH SHARED 01 328600 200000 0 JABIL CIRCUT COM 466313103 21 525 SH SHARED 01 02 0 525 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 JAN BELL MKTG INC COM 470760109 337 79300 SH SHARED 01 79300 0 0 JEFFRIES GROUP INC COM 472318104 4876 102790 SH SHARED 01 102790 0 0 JEFFERSON PILOT COM 475070108 1846 27242 SH SHARED 01 03 0 27242 0 JO-ANN STORES INC CL A COM 47758P109 734 53400 SH SHARED 01 53400 0 0 JOHN NUVEEN COM 478035108 394 9400 SH SHARED 01 9400 0 0 JOHN NUVEEN COM 478035108 2665 63636 SH SHARED 01 03 0 63636 0 JOHNSON & JOHNSON COM 478160104 196519 2097600 SH SHARED 01 2097600 0 0 JOHNSON & JOHNSON COM 478160104 1535 16413 SH SHARED 01 02 0 16413 0 JOHNSON & JOHNSON COM 478160104 32953 351739 SH SHARED 01 03 0 351739 0 JOHNSON & JOHNSON COM 478160104 16537 177700 SH SHARED 01 05 177700 0 0 JOHNSON CONTROLS COM 478366107 1353 21685 SH SHARED 01 03 0 21685 0 JOHNSTON INDS INC COM 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COM 487836108 3460 102332 SH SHARED 01 03 0 102332 0 KELLEY OIL & GAS $25 PREFERRED STOCK 487906208 1281 256225 SH SHARED 01 256225 0 0 KELLWOOD COM 488044108 1338 60660 SH SHARED 01 60660 0 0 KEMET CORP COM 488360108 1265 109980 SH SHARED 01 109980 0 0 KENT ELECTRONICS COM 490553104 777 78200 SH SHARED 01 78200 0 0 KENT ELECTRONICS COM 490553104 4144 417000 SH SHARED 01 05 417000 0 0 KENT ELECTRONICS CONV BOND 490553AA2 1881 2500000 SH SHARED 01 0 0 2500000 KENT ELECTRONICS CONV BOND 490553AA2 1618 2150000 SH SHARED 01 05 0 0 2150000 KERR MCGEE COM 492386107 705 21477 SH SHARED 01 03 0 21477 0 KEYCORP NEW COM 493267108 3517 116031 SH SHARED 01 03 0 116031 0 KIMBERLY CLARK COM 494368103 4525 94400 SH SHARED 01 94400 0 0 KIMBERLY CLARK COM 494368103 6615 138002 SH SHARED 01 03 0 138002 0 KIMCO REALTY CORP COM 49446R109 7375 200000 SH SHARED 01 200000 0 0 KINGWORLD PRODUCTION COM 495667107 551 18035 SH SHARED 01 03 0 18035 0 KIRBY CORP COM 497266106 1103 58220 SH SHARED 01 58220 0 0 KNIGHT RIDDER COM 499040103 993 19862 SH SHARED 01 03 0 19862 0 KNIGHT/TRIMARK GROUP COM 499067106 68648 1024600 SH SHARED 01 600000 424600 0 KNIGHT/TRIMARK GROUP COM 499067106 7091 105850 SH SHARED 01 02 0 105850 0 KNIGHT/TRIMARK GROUP COM 499067106 80 1200 SH SHARED 01 03 0 1200 0 KNIGHT/TRIMARK GROUP COM 499067106 46900 700000 SH SHARED 01 05 700000 0 0 KNOLOGY HLDGS WT WARRANT 499179117 30 11000 SH SHARED 01 11000 0 0 KOHLS CORP COM 500255104 51420 725500 SH SHARED 01 535500 190000 0 KOHLS CORP COM 500255104 2115 29850 SH SHARED 01 02 0 29850 0 KOHLS CORP COM 500255104 4908 69252 SH SHARED 01 03 0 69252 0 KOHLS CORP COM 500255104 95752 1351000 SH SHARED 01 05 1351000 0 0 KOMAG COM 500453105 961 219820 SH SHARED 01 219820 0 0 KROGER CO. 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COM 546347105 483 25933 SH SHARED 01 03 0 25933 0 LOWE'S CO'S COM 548661107 5408 89392 SH SHARED 01 03 0 89392 0 LUBY'S INC COM 549282101 1076 63740 SH SHARED 01 63740 0 0 LUCENT TECHNOLOGIES COM 549463107 416938 3869500 SH SHARED 01 3794500 75000 0 LUCENT TECHNOLOGIES COM 549463107 150269 1394619 SH SHARED 01 02 0 1394619 0 LUCENT TECHNOLOGIES COM 549463107 39709 368524 SH SHARED 01 03 0 368524 0 LUCENT TECHNOLOGIES COM 549463107 111864 1041000 SH SHARED 01 05 1041000 0 0 LYDALL INC COM 550819106 365 43900 SH SHARED 01 43900 0 0 LYONDELL CHEMICAL CO COM 552078107 12729 930000 SH SHARED 01 930000 0 0 MAF BANCORP COM 55261R108 2178 97880 SH SHARED 01 97880 0 0 MBIA INC COM 55262C100 1505 25956 SH SHARED 01 03 0 25956 0 MBNA COM 55262L100 292975 12271150 SH SHARED 01 12271150 0 0 MBNA COM 55262L100 126308 5290234 SH SHARED 01 02 0 5290234 0 MBNA COM 55262L100 7566 316927 SH SHARED 01 03 0 316927 0 MBNA COM 55262L100 129537 5476350 SH SHARED 01 05 5476350 0 0 MDC HOLDINGS INC COM 552676108 739 51420 SH SHARED 01 51420 0 0 MCI WORLDCOM INC COM 55268B106 1297469 14649325 SH SHARED 01 13419325 1230000 0 MCI WORLDCOM INC COM 55268B106 376574 4252008 SH SHARED 01 02 0 4252008 0 MCI WORLDCOM INC COM 55268B106 45771 516816 SH SHARED 01 03 0 516816 0 MCI WORLDCOM INC COM 55268B106 305089 3413545 SH SHARED 01 05 3413545 0 0 MDU RESOURCES GROUP COM 552690109 12009 525000 SH SHARED 01 525000 0 0 MGIC INVESTMENT CORP COM 552848103 1002 28571 SH SHARED 01 03 0 28571 0 M.S. CARRIERS COM 553533100 909 34400 SH SHARED 01 34400 0 0 MACDERMID INC COM 554273102 3412 100560 SH SHARED 01 100560 0 0 MACRO MEDIA COM 556100105 8341 184080 SH SHARED 01 184080 0 0 STEVEN MADDEN LTD COM 556269108 5484 650000 SH SHARED 01 05 650000 0 0 MAGELLAN HEALTH SVS COM 559079108 373 89100 SH SHARED 01 89100 0 0 MALLINCKRODT INC COM 561232109 29355 1102533 SH SHARED 01 03 0 1102533 0 MANITOWOC CO. COM 563571108 2676 63900 SH SHARED 01 63900 0 0 MARCUS CORP COM 566330106 1048 87300 SH SHARED 01 87300 0 0 MARINE DRILLING CO COM 568240204 1489 135400 SH SHARED 01 135400 0 0 MARINER POST-ACUTE NETWORK COM 568459101 449 205415 SH SHARED 01 205415 0 0 MARKETWATCH.COM INC COM 570619106 377 5100 SH SHARED 01 5100 0 0 MARSH MCLENNAN CO COM 571748102 91881 1238500 SH SHARED 01 1238500 0 0 MARSH MCLENNAN CO COM 571748102 6389 86118 SH SHARED 01 03 0 86118 0 MARSHALL & LLSLEY C COM 571834100 4019 72500 SH SHARED 01 72500 0 0 MARRIOTT INTL CL A COM 571903202 297843 8857800 SH SHARED 01 8857800 0 0 MARRIOTT INTL CL A COM 571903202 2462 73205 SH SHARED 01 03 0 73205 0 MARRIOTT INTL CL A COM 571903202 29576 860400 SH SHARED 01 05 860400 0 0 MARSHALL INDUSTRIES COM 572393106 629 46600 SH SHARED 01 46600 0 0 MARTIN MARIETTA MATE COM 573284106 115546 2024900 SH SHARED 01 2024900 0 0 MARTIN MARIETTA MATE COM 573284106 1777 31137 SH SHARED 01 02 0 31137 0 MARTIN MARIETTA MATE COM 573284106 1643 28800 SH SHARED 01 03 0 28800 0 MARTIN MARIETTA MATE COM 573284106 63378 1110672 SH SHARED 01 05 1110672 0 0 MASCO CORP COM 574599106 4567 161670 SH SHARED 01 161670 0 0 MASCO CORP COM 574599106 26278 930301 SH SHARED 01 02 0 930301 0 MASCO CORP COM 574599106 2485 87956 SH SHARED 01 03 0 87956 0 MASCO CORP COM 574599106 18363 650000 SH SHARED 01 05 650000 0 0 MASCOTECH COM 574670105 2003 129210 SH SHARED 01 129210 0 0 MASTEC INC. COM 576323109 8510 370000 SH SHARED 01 0 370000 0 MASTEC INC. COM 576323109 224 9750 SH SHARED 01 02 0 9750 0 MASTEC INC. MTZ COM 576323109 41400 1800000 SH SHARED 01 1800000 0 0 MATERIAL SCIENCES COM 576674105 564 88500 SH SHARED 01 88500 0 0 MATTEL INC. COM 577081102 15288 614600 SH SHARED 01 614600 0 0 MATTEL INC. COM 577081102 2149 86366 SH SHARED 01 03 0 86366 0 MAXTOR CORP COM 577729205 12006 1700000 SH SHARED 01 1075000 625000 0 MAXTOR CORP COM 577729205 11653 1650000 SH SHARED 01 05 1650000 0 0 MAXIM INTEGRATED COM 57772K101 30852 570000 SH SHARED 01 0 570000 0 MAXIM INTEGRATED COM 57772K101 81301 1502100 SH SHARED 01 02 0 1502100 0 MAXIM INTEGRATED COM 57772K101 3210 59300 SH SHARED 01 03 0 59300 0 MAXIM INTEGRATED COM 57772K101 29769 550000 SH SHARED 01 05 550000 0 0 MAXIM INTEGRATED PRODUCTS COM 57772K101 148303 2740000 SH SHARED 01 2740000 0 0 MAY DEPT STORES COM 577778103 3449 88141 SH SHARED 01 03 0 88141 0 MAXXIM MEDICAL INC COM 57777G105 4415 233900 SH SHARED 01 58900 175000 0 MAXIMUS INC COM 577933104 8738 300000 SH SHARED 01 0 300000 0 MAYTAG CO COM 578592107 1380 22855 SH SHARED 01 03 0 22855 0 MCCLATCHY CO HOLDING COM 579489105 665 19800 SH SHARED 01 19800 0 0 MCDERMOTT INTL COM 580037109 364 14382 SH SHARED 01 03 0 14382 0 MCDONALDS COM 580135101 15553 343238 SH SHARED 01 03 0 343238 0 MCGRAW-HILL COS INC COM 580645109 2803 51429 SH SHARED 01 03 0 51429 0 MCKESSON 144A CVTPF CONV PFD STOCK 58155P204 18050 200000 SH SHARED 01 200000 0 0 MCKESSON FIN CVT PFD CONV PFD STOCK 58155P501 2911 32250 SH SHARED 01 32250 0 0 MCKESSON FIN CVT PFD CONV PFD STOCK 58155P501 2477 27450 SH SHARED 01 05 27450 0 0 MCKESSON HBOC INC COM 58155Q103 168408 2551650 SH SHARED 01 2351650 200000 0 MCKESSON HBOC INC COM 58155Q103 49446 749096 SH SHARED 01 02 0 749096 0 MCKESSON HBOC INC COM 58155Q103 6554 99306 SH SHARED 01 03 0 99306 0 MCKESSON HBOC INC COM 58155Q103 33873 506957 SH SHARED 01 05 506957 0 0 MEAD CORP COM 582834107 4969 161600 SH SHARED 01 161600 0 0 MEAD CORP COM 582834107 1193 38792 SH SHARED 01 03 0 38792 0 MEDIAONE GROUP INC COM 58440J104 86995 1370000 SH SHARED 01 1190000 180000 0 MEDIAONE GROUP INC COM 58440J104 273 4300 SH SHARED 01 02 0 4300 0 MEDIAONE GROUP INC COM 58440J104 10305 162280 SH SHARED 01 03 0 162280 0 MEDIAONE GROUP INC COM 58440J104 85725 1350000 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SH SHARED 01 54540 0 0 METTLER TOLEDO COM 592688105 22295 900800 SH SHARED 01 900800 0 0 METZLER GROUP INC COM 592903108 19107 609000 SH SHARED 01 339000 270000 0 METZLER GROUP INC COM 592903108 38471 1226205 SH SHARED 01 02 0 1226205 0 METZLER GROUP INC COM 592903108 1725 54975 SH SHARED 01 03 0 54975 0 METZLER GROUP INC COM 592903108 15688 500000 SH SHARED 01 05 500000 0 0 MEYER (FRED) INC COM 592907109 24740 420200 SH SHARED 01 420200 0 0 MEYER (FRED) INC COM 592907109 592 10080 SH SHARED 01 02 0 10080 0 MEYER (FRED) INC COM 592907109 2351 39932 SH SHARED 01 03 0 39932 0 MEYER (FRED) INC COM 592907109 29438 500000 SH SHARED 01 05 500000 0 0 UNITED MEX STATES WT WARRANT 593048119 342 9000 SH SHARED 01 05 9000 0 0 MICHAEL FOODS COM 594079105 1133 59450 SH SHARED 01 59450 0 0 MICHAELS STORES INC COM 594087108 1975 80020 SH SHARED 01 80020 0 0 MICREL COM 594793101 1157 23100 SH SHARED 01 23100 0 0 MICREL COM 594793101 2801 55945 SH SHARED 01 55945 0 0 MICROS SYSTEMS COM 594901100 1492 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0 0 MINDSPRING ENT COM 602683104 23848 277100 SH SHARED 01 02 0 277100 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 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 981 46169 SH SHARED 01 03 0 46169 0 MIRAGE RESORTS INC COM 60462E104 12750 600000 SH SHARED 01 05 600000 0 0 MISSISSIPPI CHEMICAL COM 605288208 687 73245 SH SHARED 01 73245 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 MOBIL COM 607059102 25283 286900 SH SHARED 01 05 286900 0 0 MODIS PROFESSIONAL COM 607830106 8156 900000 SH SHARED 01 05 900000 0 0 MOHAWK INDUSTRIES COM 608190104 8122 270720 SH SHARED 01 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0 0 NBTY INC COM 628782104 932 191220 SH SHARED 01 191220 0 0 NCI BUILDING SYSTEMS COM 628852105 1020 43400 SH SHARED 01 43400 0 0 NCI BUILDING SYSTEMS COM 628852105 17955 764056 SH SHARED 01 03 0 764056 0 NCO GROUP COM 628858102 895 24200 SH SHARED 01 24200 0 0 NCS HEALTH CARE INC COM 628874109 678 56500 SH SHARED 01 56500 0 0 NAC RE CORPORATION COM 628907107 3334 62100 SH SHARED 01 62100 0 0 NFO WORLDWIDE INC COM 62910N108 598 59800 SH SHARED 01 59800 0 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 NASH FINCH CO COM 631158102 266 31800 SH SHARED 01 31800 0 0 NASHAU CORP COM 631226107 205 17800 SH SHARED 01 17800 0 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 2296 93720 SH SHARED 01 93720 0 0 NATL DATA CORP COM 635621105 5056 120380 SH SHARED 01 120380 0 0 NATIONAL INSTRUMENT COM 636518102 2633 92400 SH SHARED 01 92400 0 0 NATIONAL OILWELL INC COM 637071101 2034 175953 SH SHARED 01 03 0 175953 0 NATL PRESTO IND COM 637215104 734 20700 SH SHARED 01 20700 0 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 5884 140100 SH SHARED 01 140100 0 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 NATURES SUNSHINE PRO COM 639027101 559 50800 SH SHARED 01 50800 0 0 NAUTICA ENTERPRISES COM 639089101 1191 105260 SH SHARED 01 105260 0 0 NAVISTAR INTL CORP COM 63934E108 13580 337902 SH SHARED 01 03 0 337902 0 NELSON (THOMAS) INC COM 640376109 414 41400 SH SHARED 01 41400 0 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 201172 6555500 SH SHARED 01 5355500 1200000 0 NETWORKS ASSOCIATES COM 640938106 16474 536808 SH SHARED 01 02 0 536808 0 NETWORKS ASSOCIATES COM 640938106 910 29650 SH SHARED 01 03 0 29650 0 NETWORKS ASSOCIATES COM 640938106 67781 2222800 SH SHARED 01 05 2222800 0 0 NETWORK ASSOCIATES CONV BOND 640938AA4 7200 20000000 SH SHARED 01 0 0 20000000 NETWORK ASSOC CVT CONV BOND 640938AB2 3401 9350000 SH SHARED 01 0 0 9350000 NETWORK ASSOC CVT CONV BOND 640938AB2 2546 7000000 SH SHARED 01 05 0 0 7000000 NETWORK EQUIP TECH COM 641208103 539 60260 SH SHARED 01 60260 0 0 NETWORK APPLIANCE COM 64120L104 101 2000 SH SHARED 01 2000 0 0 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 SOLUTIONS COM 64121Q102 25486 241000 SH SHARED 01 141000 100000 0 NETWORK SOLUTIONS COM 64121Q102 7720 73000 SH SHARED 01 02 0 73000 0 NETWORK SOLUTIONS COM 64121Q102 90 850 SH SHARED 01 03 0 850 0 NETWORK SOLUTIONS COM 64121Q102 7403 70000 SH SHARED 01 05 70000 0 0 NEVADA POWER COM 641423108 4950 200000 SH SHARED 01 200000 0 0 NEW CENTURY ENERGIES COM 64352U103 84986 2495000 SH SHARED 01 2495000 0 0 NEW CENTURY ENERGIES COM 64352U103 2223 65256 SH SHARED 01 03 0 65256 0 NEW ENGLAND BUS SERV COM 643872104 1165 40620 SH SHARED 01 40620 0 0 NEW ERA OF NETWORKS COM 644312100 1003 14800 SH SHARED 01 14800 0 0 NEW ERA OF NETWORKS COM 644312100 14048 207350 SH SHARED 01 02 0 207350 0 NEW ERA OF NETWORKS COM 644312100 159 2350 SH SHARED 01 03 0 2350 0 NEW JERSEY RESOURCES COM 646025106 16507 464160 SH SHARED 01 464160 0 0 NEW YORK TIMES CLA COM 650111107 62700 2200000 SH SHARED 01 2200000 0 0 NEW YORK TIMES CLA COM 650111107 1829 64180 SH SHARED 01 03 0 64180 0 NEW YORK TIMES CLA COM 650111107 8386 287600 SH SHARED 01 05 287600 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 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 2935 129740 SH SHARED 01 129740 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 22924 540200 SH SHARED 01 02 0 540200 0 99 CENTS ONLY STORE COM 65440K106 261 6150 SH SHARED 01 03 0 6150 0 NOKIA ADR A COM 654902204 156141 1002500 SH SHARED 01 822500 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 NORDSON CORP COM 655663102 697 12500 SH SHARED 01 12500 0 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 NORELL COM 656301108 961 73580 SH SHARED 01 73580 0 0 NORTH AMER VACCINE COM 657201109 541 90200 SH SHARED 01 90200 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 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 4191 70000 SH SHARED 01 70000 0 0 NORTHROP GRUMMAN COR COM 666807102 1056 17631 SH SHARED 01 03 0 17631 0 NWA COM 667280101 154 5500 SH SHARED 01 02 0 5500 0 NORTHWEST NATURAL GA COM 667655104 1519 69450 SH SHARED 01 69450 0 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 SH SHARED 01 0 0 5100000 NOVACARE CORP CONV BOND 669930AA7 3589 5100000 SH 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 79939 3183000 SH SHARED 01 05 3183000 0 0 NOVELLUS SYSTEMS INC COM 670008101 26170 474730 SH SHARED 01 324730 150000 0 NOVEN PHARMACEUTICAL COM 670009109 277 59900 SH SHARED 01 59900 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 OM GROUP INC COM 670872100 2192 66420 SH SHARED 01 66420 0 0 OAK INDUSTRIES COM 671400505 2993 74600 SH SHARED 01 74600 0 0 OAKWOOD HOMES COM 674098108 1855 131900 SH SHARED 01 131900 0 0 OCCIDENTAL PETROLEUM COM 674599105 1510 83862 SH SHARED 01 03 0 83862 0 OCEANEERING INT'L COM 675232102 960 63460 SH SHARED 01 63460 0 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 SH SHARED 01 0 0 7300000 OFFSHORE LOGISTICS COM 676255102 1429 122900 SH SHARED 01 122900 0 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 OMNICARE, INC. COM 681904108 21366 1120875 SH SHARED 01 02 0 1120875 0 OMNICARE, INC. COM 681904108 946 49625 SH SHARED 01 03 0 49625 0 OMNICOM GROUP COM 681919106 3519 44025 SH SHARED 01 03 0 44025 0 OMNIPOINT CORP COM 68212D102 13355 925000 SH SHARED 01 550000 375000 0 OMNIPOINT CORP COM 68212D102 11918 825500 SH SHARED 01 05 825500 0 0 ONEOK INC COM 682680103 552 22300 SH SHARED 01 22300 0 0 ONEOK INC COM 682680103 179 7214 SH SHARED 01 03 0 7214 0 OPTEL INC NON-VTG CM COM 683817100 340 17000 SH SHARED 01 17000 0 0 ORACLE CORP COM COM 68389X105 8827 334700 SH SHARED 01 334700 0 0 ORACLE CORP COM COM 68389X105 10102 383006 SH SHARED 01 03 0 383006 0 ORANGE & ROCKLAND COM 684065105 2177 37900 SH SHARED 01 37900 0 0 ORBITAL SCIENCES COR COM 685564106 4098 144740 SH SHARED 01 144740 0 0 ORBITAL SCIENCES COR COM 685564106 12741 450000 SH SHARED 01 05 450000 0 0 ORGANOGENISIS INC COM 685906109 957 82740 SH SHARED 01 82740 0 0 O REILLY AUTOMOTIVE COM 686091109 10294 230030 SH SHARED 01 80030 150000 0 ORION CAPITAL CORP COM 686268103 2373 75940 SH SHARED 01 75940 0 0 ORTHODONTIC CENTER COM 68750P103 3131 198780 SH SHARED 01 198780 0 0 OSHKOSH B-GOSH CLA COM 688222207 2246 127000 SH SHARED 01 127000 0 0 O SULLIVAN CORP COM 688605104 361 43700 SH SHARED 01 43700 0 0 OUTDOOR SYSTEM COM 690057104 50490 1683000 SH SHARED 01 933000 750000 0 OUTDOOR SYSTEM COM 690057104 66731 2224338 SH SHARED 01 02 0 2224338 0 OUTDOOR SYSTEM COM 690057104 3105 103499 SH SHARED 01 03 0 103499 0 OUTDOOR SYSTEM COM 690057104 34500 1150000 SH SHARED 01 05 1150000 0 0 OWENS & MINOR INC COM 690732102 1536 151800 SH SHARED 01 151800 0 0 OWENS & MINOR INC COM 690732102 1780 175845 SH SHARED 01 03 0 175845 0 OWENS-CORNING COM 69073F103 442 13880 SH SHARED 01 03 0 13880 0 OWENS ILLINOIS INC COM 690768403 17006 680200 SH SHARED 01 680200 0 0 OWENS ILLINOIS INC COM 690768403 5 200 SH SHARED 01 02 0 200 0 OWENS ILLINOIS INC COM 690768403 980 39206 SH SHARED 01 03 0 39206 0 OXFORD INDUSTRIES COM 691497309 567 23260 SH SHARED 01 23260 0 0 PBHG GROWTH FUND COM 69316H106 6908 281861 SH SHARED 01 03 0 281861 0 P-COM INC COM 693262107 1005 131900 SH SHARED 01 131900 0 0 PECO ENERGY COM 693304107 141012 3048900 SH SHARED 01 3048900 0 0 PECO ENERGY COM 693304107 4144 89604 SH SHARED 01 03 0 89604 0 PACIFIC GAS & ELEC COM 69331C108 90 2900 SH SHARED 01 02 0 2900 0 PACIFIC GAS & ELEC COM 69331C108 3051 98209 SH SHARED 01 03 0 98209 0 PIMCO TOTAL RET FUND COM 693390726 10098 974687 SH SHARED 01 03 0 974687 0 PLD TELEKOM WTS WARRANT 69340T118 2 7000 SH SHARED 01 7000 0 0 PLD TELEKOM WTS WARRANT 69340T118 1 5000 SH SHARED 01 05 5000 0 0 PNC BANK CORP COM 693475105 4362 78499 SH SHARED 01 03 0 78499 0 PP & L RESOURCES COM 693499105 965 38972 SH SHARED 01 03 0 38972 0 PPG INDUSTRIES INC COM 693506107 2313 45130 SH SHARED 01 03 0 45130 0 PRI AUTOMATION INC COM 69357H106 3675 175000 SH SHARED 01 05 175000 0 0 PSS WORLD MEDICAL COM 69366A100 143 16200 SH SHARED 01 16200 0 0 PSS WORLD MEDICAL COM 69366A100 437 49700 SH SHARED 01 02 0 49700 0 PSS WORLD MEDICAL COM 69366A100 449 50900 SH SHARED 01 03 0 50900 0 PACCAR INC COM 693718108 838 20350 SH SHARED 01 03 0 20350 0 PACIFIC GAS & ELEC PREFERRED STOCK 694308651 3185 120200 SH SHARED 01 04 0 120200 0 PACIFIC GAS & ELEC PREFERRED STOCK 694308693 19014 717500 SH SHARED 01 04 0 717500 0 PACIFIC SUNWEAR COM 694873100 1993 57360 SH SHARED 01 57360 0 0 PACIFICORP COM 695114108 1345 77990 SH SHARED 01 03 0 77990 0 PACIFICORP $100 PAR PREFERRED STOCK 695114678 1070 10000 SH SHARED 01 0 10000 0 PACIFICORP $100 PAR PREFERRED STOCK 695114678 16050 150000 SH SHARED 01 04 0 150000 0 PAGEMART NATIONWIDE COM 69553Q108 197 50750 SH SHARED 01 50750 0 0 PAIN WEBBER GLOBAL COM 695910877 2 166 SH SHARED 01 166 0 0 PALL CORP COM 696429307 510 30816 SH SHARED 01 03 0 30816 0 PAPA JOHN COM 698813102 14561 330000 SH SHARED 01 210000 120000 0 PAPA JOHN COM 698813102 22986 520900 SH SHARED 01 02 0 520900 0 PAPA JOHN COM 698813102 260 5900 SH SHARED 01 03 0 5900 0 PAPA JOHN COM 698813102 14341 325000 SH SHARED 01 05 325000 0 0 PARAMETRIC TECH CORP COM 699173100 12174 616400 SH SHARED 01 616400 0 0 PARAMETRIC TECH CORP COM 699173100 18390 930988 SH SHARED 01 02 0 930988 0 PARAMETRIC TECH CORP COM 699173100 1806 91458 SH SHARED 01 03 0 91458 0 PARAMETRIC TECH CORP COM 699173100 56771 2874500 SH SHARED 01 05 2874500 0 0 PAREXEL COM 699462107 8680 419540 SH SHARED 01 269540 150000 0 PARK ELECTROCHEMICAL COM 700416209 1136 48320 SH SHARED 01 48320 0 0 PARKER-HANNIFIN COM 701094104 91400 2668600 SH SHARED 01 2668600 0 0 PARKER-HANNIFIN COM 701094104 259 7550 SH SHARED 01 02 0 7550 0 PARKER-HANNIFIN COM 701094104 2823 82439 SH SHARED 01 03 0 82439 0 PATHNET INC-WTS COM 70321G117 134 13350 SH SHARED 01 13350 0 0 PATTERSON DENTAL COM 703412106 6368 147240 SH SHARED 01 147240 0 0 PAXAR CORPORATION COM 704227107 997 134112 SH SHARED 01 134112 0 0 PAYCHEX INC COM 704326107 113850 2400000 SH SHARED 01 2400000 0 0 PAYCHEX INC COM 704326107 15989 337094 SH SHARED 01 02 0 337094 0 PAYCHEX INC COM 704326107 4243 89434 SH 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831865209 1968 103550 SH SHARED 01 103550 0 0 SMITHFIELD FOODS INC COM 832248108 3542 156120 SH SHARED 01 156120 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 OIL CORP COM 833482102 1386 93540 SH SHARED 01 93540 0 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 5318 635000 SH SHARED 01 05 635000 0 0 SOLA INTL COM 834092108 841 69720 SH SHARED 01 69720 0 0 SOLECTRON CORP COM 834182107 201342 4146049 SH SHARED 01 3906049 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 161790 3337500 SH SHARED 01 05 3337500 0 0 SOLECTRON 144A CVT CONV BOND 834182AG2 5431 11000000 SH SHARED 01 0 0 11000000 SOLECTRON 144A CVT CONV BOND 834182AG2 4691 9500000 SH SHARED 01 05 0 0 9500000 SONAT INC COM 835415100 823 27443 SH SHARED 01 03 0 27443 0 SONIC CORP COM 835451105 1430 53090 SH SHARED 01 53090 0 0 SOUTHERN CO. COM 842587107 4159 178401 SH SHARED 01 03 0 178401 0 SOUTHERN ENERGY HOME COM 842814105 190 35400 SH SHARED 01 35400 0 0 SOUTHTRUST CORP COM 844730101 6157 165000 SH SHARED 01 165000 0 0 SOUTHTRUST CORP COM 844730101 1581 42373 SH SHARED 01 03 0 42373 0 SOUTHWEST AIRLINES COM 844741108 292807 9679550 SH SHARED 01 9679550 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 117668 3847200 SH SHARED 01 05 3847200 0 0 SW BANCORP OF TX COM 84476R109 874 71000 SH SHARED 01 71000 0 0 SOUTHWEST GAS CORP COM 844895102 2337 84980 SH SHARED 01 84980 0 0 SOUTHWESTERN ENERGY COM 845467109 504 71300 SH SHARED 01 71300 0 0 SOUTHWESTERN ENERGY COM 845467109 494 69900 SH SHARED 01 69900 0 0 SPACELABS COM 846247104 444 26400 SH SHARED 01 26400 0 0 SPARTAN MOTORS INC COM 846819100 207 35200 SH SHARED 01 35200 0 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 SPEED FAM COM 847706108 542 45200 SH SHARED 01 45200 0 0 SPIEGEL INC -CL A COM 848457107 5206 850000 SH SHARED 01 05 850000 0 0 SPORTS AUTHORITY COM 849176102 652 89100 SH SHARED 01 89100 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 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 MICROSYSTEM COM 853626109 342 43460 SH SHARED 01 43460 0 0 STANDARD MOTOR PRO COM 853666105 1096 53000 SH SHARED 01 53000 0 0 STANDARD PAC CORP COM 85375C101 1069 83000 SH SHARED 01 83000 0 0 STANDARD PRODUCTS CO COM 853836104 733 45100 SH SHARED 01 45100 0 0 STANDEX INTERNATIONA COM 854231107 796 36400 SH SHARED 01 36400 0 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 19773 704600 SH SHARED 01 704600 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 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 1853000 SH SHARED 01 05 1853000 0 0 STEEL TECHNOLOGIES COM 858147101 873 110800 SH SHARED 01 110800 0 0 STEIN MART INC COM 858375108 1271 127100 SH SHARED 01 127100 0 0 STERLING BANC COM 858907108 906 87300 SH SHARED 01 87300 0 0 STERIS CORP COM 859152100 16641 625000 SH SHARED 01 625000 0 0 STERLING COMMERCE COM 859205106 58486 1902000 SH SHARED 01 1202000 700000 0 STERLING COMMERCE COM 859205106 29559 961246 SH SHARED 01 02 0 961246 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 STILLWATER MINING CO COM 86074Q102 68555 2599250 SH SHARED 01 2599250 0 0 STMICROELECTRONICS COM 861012102 48563 500000 SH SHARED 01 500000 0 0 STONE & WEBSTER INC COM 861572105 839 36660 SH SHARED 01 36660 0 0 STONE ENERGY CORP COM 861642106 1352 42240 SH SHARED 01 42240 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 STRIDE RITE CORP COM 863314100 1593 130000 SH SHARED 01 130000 0 0 STURM RUGER & CO INC COM 864159108 754 75400 SH SHARED 01 75400 0 0 SUIZA FOODS CORP COM 865077101 4716 140000 SH SHARED 01 140000 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 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 SUMMIT COM 86627E101 960 87300 SH SHARED 01 87300 0 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 21549 171900 SH SHARED 01 05 171900 0 0 SUNBEAM CORP COM 867071102 1383 248581 SH SHARED 01 03 0 248581 0 SUNGARD DATA COM 867363103 52604 1315100 SH SHARED 01 824800 490300 0 SUNGARD DATA COM 867363103 2552 63800 SH SHARED 01 02 0 63800 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 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 SUNRISE ASSISTED COM 86768K106 40687 893000 SH SHARED 01 718000 175000 0 SUNRISE ASSISTED COM 86768K106 411 9000 SH SHARED 01 02 0 9000 0 SUNRISE ASSISTED COM 86768K106 14580 320000 SH SHARED 01 05 320000 0 0 SUNRISE MEDICAL COM 867910101 389 62200 SH SHARED 01 62200 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 SUPERIOR SERVICES COM 868316100 1803 91000 SH SHARED 01 91000 0 0 SUPERVALU INC COM 868536103 611 29609 SH SHARED 01 03 0 29609 0 SUSQUEHANNA BANC COM 869099101 1845 100400 SH SHARED 01 100400 0 0 SWIFT ENERGY CO CVT CONV BOND 870738AB7 1512 2175000 SH SHARED 01 0 0 2175000 SWIFT ENERGY CO CVT CONV BOND 870738AB7 1175 1690000 SH SHARED 01 05 0 0 1690000 SWIFT TRANSPORTATION COM 870756103 627 24200 SH SHARED 01 24200 0 0 SWIFT TRANSPORTATION COM 870756103 24879 961464 SH SHARED 01 02 0 961464 0 SWIFT TRANSPORTATION COM 870756103 282 10900 SH SHARED 01 03 0 10900 0 SWISS ARMY BRANDS COM 870827102 212 22200 SH SHARED 01 22200 0 0 SYBRON INTL COM 87114F106 15018 600700 SH SHARED 01 600700 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 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 SYMANTEC CORP COM 871503108 300 17700 SH SHARED 01 17700 0 0 SYMMETRICOM INC COM 871543104 812 128720 SH SHARED 01 128720 0 0 SYNCOR INTL CORP COM 87157J106 859 30800 SH SHARED 01 30800 0 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 SYSTEM SOFTWARE ASSC COM 871839106 300 133300 SH SHARED 01 133300 0 0 TBC CORP COM 872180104 360 59400 SH SHARED 01 59400 0 0 TCBY ENTERPRISES INC COM 872245105 385 64240 SH SHARED 01 64240 0 0 TCF FINL CORP MPLS COM 872275102 11726 451000 SH SHARED 01 451000 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 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 TCSI CORP COM 87233R106 120 62900 SH SHARED 01 62900 0 0 TECO ENERGY COM 872375100 17888 900000 SH SHARED 01 900000 0 0 TJ INTL INC COM 872534102 1062 44000 SH SHARED 01 44000 0 0 TJX COS COM 872540109 131022 3853600 SH SHARED 01 3653600 200000 0 TJX COS COM 872540109 384 11294 SH SHARED 01 02 0 11294 0 TJX COS COM 872540109 4518 132876 SH SHARED 01 03 0 132876 0 TJX COS COM 872540109 22342 658000 SH SHARED 01 05 658000 0 0 TNP ENTERPRISES INC COM 872594106 1803 62720 SH SHARED 01 62720 0 0 TRW COM 872649108 75258 1654000 SH SHARED 01 1654000 0 0 TRW COM 872649108 2294 50420 SH SHARED 01 03 0 50420 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 978 110900 SH SHARED 01 110900 0 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 TECHNITROL INC COM 878555101 1045 45300 SH SHARED 01 45300 0 0 TECH SOLUTIONS COM 87872T108 823 115470 SH SHARED 01 115470 0 0 TEKTRONIX COM 879131100 307 12168 SH SHARED 01 03 0 12168 0 TEL-SAVE.COM INC COM 879176105 1431 137100 SH SHARED 01 137100 0 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 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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 TERADYNE INC COM 880770102 80480 1475000 SH SHARED 01 1335000 140000 0 TERADYNE INC COM 880770102 746 13671 SH SHARED 01 02 0 13671 0 TERADYNE INC COM 880770102 693 12700 SH SHARED 01 03 0 12700 0 TERADYNE INC COM 880770102 56945 1043500 SH SHARED 01 05 1043500 0 0 TEREX CORP NEW COM 880779103 280 11600 SH SHARED 01 11600 0 0 TETRA TECHNOLOGIES COM 88162F105 257 38000 SH SHARED 01 38000 0 0 TETRA TECH INC COM 88162G103 1032 49000 SH SHARED 01 49000 0 0 TETRA TECH INC COM 88162G103 1756 83380 SH SHARED 01 83380 0 0 TEXACO COM 881694103 217161 3826300 SH SHARED 01 3826300 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 TEXAS INDUSTRIES COM 882491103 1476 59480 SH SHARED 01 59480 0 0 TEXAS INSTRUMENTS COM 882508104 720872 7263200 SH SHARED 01 7038200 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 196864 1987900 SH SHARED 01 05 1987900 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 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 THOMAS INDS INC COM 884425109 834 44500 SH SHARED 01 44500 0 0 THOR INDS INC COM 885160101 776 34300 SH SHARED 01 34300 0 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 THREE-FIVE SYS IN COM 88554L108 179 20800 SH SHARED 01 20800 0 0 TICKETMASTER ONLINE COM 88633P203 8457 251500 SH SHARED 01 151500 100000 0 TICKETMASTER ONLINE COM 88633P203 4035 120000 SH SHARED 01 05 120000 0 0 TIFFANY & CO-NEW COM 886547108 57139 764400 SH SHARED 01 554400 210000 0 TIFFANY & CO-NEW COM 886547108 32 436 SH SHARED 01 02 0 436 0 TIFFANY & CO-NEW COM 886547108 14950 200000 SH SHARED 01 05 200000 0 0 TIMBERLAND CO -CL A COM 887100105 2031 32200 SH SHARED 01 32200 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 156279 2205000 SH SHARED 01 05 2205000 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 TITAN INTERNATIONAL INC COM 88830M102 450 58600 SH SHARED 01 58600 0 0 TOLL BROTHERS COM 889478103 1877 103540 SH SHARED 01 103540 0 0 TORCHMARK CORP COM 891027104 1174 37123 SH SHARED 01 03 0 37123 0 TORO CO COM 891092108 1124 35820 SH SHARED 01 35820 0 0 TORONTO-DOMINION COM 891160509 150 3257 SH SHARED 01 3257 0 0 TOSCO CORP COM 891490302 85480 3445000 SH SHARED 01 3445000 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 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 5407 1099620 SH SHARED 01 1099620 0 0 TOWER AUTO CONV PFD STOCK 891706202 2737 64000 SH SHARED 01 05 64000 0 0 TOWER AUTO COM 891707101 23857 1280900 SH SHARED 01 1280900 0 0 TOWER AUTO COM 891707101 33015 1772600 SH SHARED 01 05 1772600 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 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 4094 132340 SH SHARED 01 132340 0 0 TRENWICK GROUP COM 895290104 880 31300 SH SHARED 01 31300 0 0 TRIAD GUARANTY INC COM 895925105 289 21300 SH SHARED 01 21300 0 0 TRIARC COS INC CL A COM 895927101 1429 81960 SH SHARED 01 81960 0 0 TRICON GLOBAL REST COM 895953107 26540 377800 SH SHARED 01 377800 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 TRIBUNE CO COM 896047107 2024 30923 SH SHARED 01 03 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