-----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, D50p0pVaUQWcr4rkFhEz6iKKbdjnjBl6p207KgGtBLJrAAEqoyXMI8RUjJMOmGuw op2ODrumGHObeCcFCFJf9w== 0001047469-99-031366.txt : 19990813 0001047469-99-031366.hdr.sgml : 19990813 ACCESSION NUMBER: 0001047469-99-031366 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990630 FILED AS OF DATE: 19990812 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TCW GROUP INC CENTRAL INDEX KEY: 0000850401 STANDARD INDUSTRIAL CLASSIFICATION: [] FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-02494 FILM NUMBER: 99685379 BUSINESS ADDRESS: STREET 1: 865 SOUTH FIGUEROA ST CITY: LOS ANGELES STATE: CA ZIP: 90017 MAIL ADDRESS: STREET 2: 865 SOUTH FIGUEROA STREET CITY: LOS ANGELES STATE: CA ZIP: 90017 13F-HR 1 13F-HR FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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: The TCW Group, Inc. Address: 865 South Figueroa Street Suite 1800 Los Angeles, CA 90017 13F File Number: 28-2494 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: Karen Hodges Title: Vice President Phone: 213-244-0114 Signature, Place, and Date of Signing: /s/ Karen Hodges Los Angeles, CA August 9, 1999 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. 1 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 11 Form 13F Information Table Entry Total: 2,192 Form 13F Information Table Value Total (in thousands): $15,602,889 List of Other Included Managers:
No. 13F File Number Name 01 TCW Americas Development Association, L.P. (A) (d/b/a: TCW Worldwide Opportunities Fund) 02 TCW Special Credits (C) 03 TCW Funds Management, Inc. (F) 04 TCW Investment Management Company (I) 05 TCW Advisors, Inc. (J) 06 TCW/Crescent Mezzanine, L.L.C. (K) 07 TCW London International Limited (L) 08 TCW Asset Management Company (M) 09 TCW Capital Investment Corp. (T) 10 Trust Company of the West (S) 11 Berkley Quantitative Analysis (V)
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NAME OF ISSUER TITLE OF CLASS CUSIP VALUE(K) SH/P AMT S/P P/C INV DSC MANAGERS SOLE SHARED NONE AAR CORP COMMON 000361105 1597 70407 SH SOLE M 70407 0 0 AAR CORP COMMON 000361105 8197 361300 SH SOLE S 361300 0 0 ABC-NACO INC COMMON 000752105 61 2959 SH SOLE M 2959 0 0 ABC-NACO INC COMMON 000752105 6078 296500 SH SOLE S 296500 0 0 ACT MFG INC COMMON 000973107 2219 158500 SH SOLE S 158500 0 0 AFLAC INC COMMON 001055102 8378 175000 SH SOLE F 175000 0 0 AMR CORP COMMON 001765106 109 1600 SH SOLE M 1600 0 0 AT&T CORP COMMON 001957109 6252 112010 SH SOLE F 112010 0 0 AT&T CORP COMMON 001957109 1937 34700 SH SOLE M 34700 0 0 AT&T CORP COMMON 001957109 435 7800 SH SOLE S 7800 0 0 AT&T CORP COMMON 001957109 33 589 SH SOLE T 589 0 0 AT&T CORP COMMON 001957109 19 337 SH SOLE V 337 0 0 AT&T CORP COM LIB GRP A 001957208 4770 129800 SH SOLE F 129800 0 0 AT & T CDA INC DEPS RCPT CL B 00207Q202 23421 365600 SH SOLE F 365600 0 0 AT & T CDA INC DEPS RCPT CL B 00207Q202 2095 32700 SH SOLE I 32700 0 0 AT & T CDA INC DEPS RCPT CL B 00207Q202 18267 285139 SH SOLE M 285139 0 0 AT & T CDA INC DEPS RCPT CL B 00207Q202 2953 46100 SH SOLE S 46100 0 0 AVT CORP COMMON 002420107 208 5500 SH SOLE F 5500 0 0 AVT CORP COMMON 002420107 4234 111800 SH SOLE M 111800 0 0 AVT CORP COMMON 002420107 155 4100 SH SOLE S 4100 0 0 AVX CORP NEW COMMON 002444107 860 35300 SH SOLE M 35300 0 0 AVX CORP NEW COMMON 002444107 4734 194200 SH SOLE S 194200 0 0 ABACUS DIRECT CORP COMMON 002553105 3651 39900 SH SOLE F 39900 0 0 ABACUS DIRECT CORP COMMON 002553105 22988 251231 SH SOLE M 251231 0 0 ABACUS DIRECT CORP COMMON 002553105 1482 16200 SH SOLE S 16200 0 0 ABERCROMBIE & FITCH CO CL A 002896207 12960 270000 SH SOLE F 270000 0 0 ACORN PRODS INC COMMON 004857108 32016 3162049 SH SOLE CM 3162049 0 0 ACTION PERFORMANCE CVT DEB 4.75% 04 004933AB3 2251 2450000 PRN SOLE F 2450000 0 0 ACTION PERFORMANCE CVT DEB 4.75% 04 004933AB3 822 895000 PRN SOLE M 895000 0 0 ACTION PERFORMANCE CVT DEB 4.75% 04 004933AB3 46 50000 PRN SOLE T 50000 0 0 ACX TECHNOLOGIES INC COMMON 005123104 2107 129676 SH SOLE M 129676 0 0 ACX TECHNOLOGIES INC COMMON 005123104 5267 324100 SH SOLE S 324100 0 0 ADAPTIVE BROADBAND CORP COMMON 00650M104 921 42100 SH SOLE M 42100 0 0 ADAPTIVE BROADBAND CORP COMMON 00650M104 4758 217500 SH SOLE S 217500 0 0 ADAPTEC INC CVT DEB 4.75% 02 00651FAC2 6580 6890000 PRN SOLE M 6890000 0 0 3 ADECCO SA DEPOSITORY RECEI 006754105 2102 31380 SH SOLE M 31380 0 0 ADELPHIA COMMUNICATIONS PFD CV SER D 006848402 7410 38000 SH SOLE F 38000 0 0 ADELPHIA COMMUNICATIONS PFD CV SER D 006848402 22341 114570 SH SOLE M 114570 0 0 ADELPHIA COMMUNICATIONS PFD CV SER D 006848402 107 550 SH SOLE T 550 0 0 ADFORCEINC COMMON 006867105 3208 136500 SH SOLE F 136500 0 0 ADFORCEINC COMMON 006867105 11708 498192 SH SOLE M 498192 0 0 ADFORCEINC COMMON 006867105 1152 49000 SH SOLE S 49000 0 0 ADVANCE PARADIGMINC COMMON 007491103 1928 31600 SH SOLE F 31600 0 0 ADVANCE PARADIGMINC COMMON 007491103 14698 240949 SH SOLE M 240949 0 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013817101 80 1300 SH SOLE S 1300 0 0 ALCOA INC COMMON 013817101 3 50 SH SOLE T 50 0 0 ALEXANDER & BALDWIN INC COMMON 014482103 10 435 SH SOLE M 435 0 0 ALEXANDER & BALDWIN INC COMMON 014482103 31 1400 SH SOLE S 1400 0 0 ALGOS PHARMACEUTICAL COR COMMON 015869100 163 7400 SH SOLE F 7400 0 0 ALGOS PHARMACEUTICAL COR COMMON 015869100 3947 178900 SH SOLE M 178900 0 0 ALGOS PHARMACEUTICAL COR COMMON 015869100 126 5700 SH SOLE S 5700 0 0 ALGOS PHARMACEUTICAL COR COMMON 015869100 12 525 SH SOLE T 525 0 0 ALKERMES INC COMMON 01642T108 3494 151100 SH SOLE F 151100 0 0 ALKERMES INC COMMON 01642T108 20250 875681 SH SOLE M 875681 0 0 ALKERMES INC COMMON 01642T108 1556 67300 SH SOLE S 67300 0 0 ALLEN TELECOMINC COMMON 018091108 2450 222682 SH SOLE M 222682 0 0 4 ALLEN TELECOMINC COMMON 018091108 6546 595100 SH SOLE S 595100 0 0 ALLSTATE CORP COMMON 020002101 260 7261 SH SOLE F 7261 0 0 ALLSTATE CORP COMMON 020002101 148 4125 SH SOLE M 4125 0 0 ALLSTATE CORP COMMON 020002101 39 1100 SH SOLE S 1100 0 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FINL GROUP INC COMMON 025932104 41 1200 SH SOLE S 1200 0 0 AMERICAN GREETINGS CORP CL A 026375105 512 17000 SH SOLE F 17000 0 0 AMERICAN GREETINGS CORP CL A 026375105 142 4700 SH SOLE M 4700 0 0 AMERICAN GREETINGS CORP CL A 026375105 5567 184800 SH SOLE S 184800 0 0 5 AMERICAN HOME PRODS CORP COMMON 026609107 43 748 SH SOLE F 748 0 0 AMERICAN HOME PRODS CORP COMMON 026609107 869 15150 SH SOLE M 15150 0 0 AMERICAN HOME PRODS CORP COMMON 026609107 23 405 SH SOLE T 405 0 0 AMERICAN HOME PRODS CORP COMMON 026609107 7 125 SH SOLE V 125 0 0 AMERICAN INTL GROUP INC COMMON 026874107 211 1800 SH AM 1800 0 0 AMERICAN INTL GROUP INC COMMON 026874107 3145 26827 SH SOLE F 26827 0 0 AMERICAN INTL GROUP INC COMMON 026874107 58409 498158 SH SOLE M 498158 0 0 AMERICAN INTL GROUP INC COMMON 026874107 38145 325327 SH SOLE S 325327 0 0 AMERICAN INTL GROUP INC COMMON 026874107 64 550 SH SOLE T 550 0 0 AMERICAN INTL GROUP INC COMMON 026874107 12 100 SH SOLE V 100 0 0 AMERICAN MGMT SYS INC COMMON 027352103 54 1687 SH SOLE M 1687 0 0 AMERICAN MED SEC GROUP I COMMON 02744P101 29 3400 SH SOLE M 3400 0 0 AMERICAN MED SEC GROUP I COMMON 02744P101 2318 268800 SH SOLE S 268800 0 0 AMERICAN PAC CORP COMMON 028740108 417 49400 SH SOLE M 49400 0 0 AMERICAN PAC CORP COMMON 028740108 1749 207300 SH SOLE S 207300 0 0 AMERICAN RESIDENTIAL INV COMMON 02926T103 984 133400 SH SOLE I 133400 0 0 AMERICAN RESIDENTIAL INV COMMON 02926T103 431 58500 SH SOLE M 58500 0 0 AMERICAN TOWER CORP CL A 029912201 16030 667900 SH SOLE F 667900 0 0 AMERICAN TOWER CORP CL A 029912201 6569 273716 SH SOLE M 273716 0 0 AMERICAN TOWER CORP CL A 029912201 283 11800 SH SOLE S 11800 0 0 AMES DEPARTMENT STORES COM NEW 030789507 4845 106200 SH SOLE M 106200 0 0 AMERITECH CORP NEW COMMON 030954101 1571 21376 SH SOLE F 21376 0 0 AMERITECH CORP NEW COMMON 030954101 184 2500 SH SOLE M 2500 0 0 AMERITECH CORP NEW COMMON 030954101 37 500 SH SOLE S 500 0 0 AMERITECH CORP NEW COMMON 030954101 9 125 SH SOLE T 125 0 0 AMERITECH CORP NEW COMMON 030954101 4 50 SH SOLE V 50 0 0 AMGEN INC COMMON 031162100 410 6737 SH SOLE F 6737 0 0 AMGEN INC COMMON 031162100 195 3200 SH SOLE M 3200 0 0 AMGEN INC COMMON 031162100 24 400 SH SOLE T 400 0 0 AMGEN INC COMMON 031162100 2 25 SH SOLE V 25 0 0 ANADARKO PETE CORP COMMON 032511107 30429 826600 SH SOLE S 826600 0 0 ANDRX CORP COMMON 034551101 10697 138700 SH SOLE F 138700 0 0 ANDRX CORP COMMON 034551101 7971 103346 SH SOLE M 103346 0 0 ANDRX CORP COMMON 034551101 355 4600 SH SOLE S 4600 0 0 ANDRX CORP COMMON 034551101 46 590 SH SOLE T 590 0 0 ANGELICA CORP COMMON 034663104 26 1500 SH SOLE M 1500 0 0 ANGELICA CORP COMMON 034663104 4230 240000 SH SOLE S 240000 0 0 6 ANIXTER INTL INC COMMON 035290105 730 40000 SH SOLE F 40000 0 0 ANIXTER INTL INC COMMON 035290105 968 53050 SH SOLE M 53050 0 0 ANIXTER INTL INC COMMON 035290105 6229 341300 SH SOLE S 341300 0 0 ANNALY MTG MGMT INC COMMON 035710409 6188 550000 SH SOLE I 550000 0 0 ANNTAYLOR STORES CORP COMMON 036115103 8942 198700 SH SOLE F 198700 0 0 ANNTAYLOR STORES CORP COMMON 036115103 9507 211260 SH SOLE M 211260 0 0 ANNTAYLOR STORES CORP COMMON 036115103 1341 29800 SH SOLE S 29800 0 0 ANSWERTHINK CONSULTING G COMMON 036916104 316 12500 SH SOLE F 12500 0 0 ANSWERTHINK CONSULTING G COMMON 036916104 6451 255500 SH SOLE M 255500 0 0 ANSWERTHINK CONSULTING G COMMON 036916104 240 9500 SH SOLE S 9500 0 0 ANTHRACITE CAP INC COMMON 037023108 1969 300000 SH SOLE I 300000 0 0 ANTHRACITE CAP INC COMMON 037023108 1783 271700 SH SOLE M 271700 0 0 ANWORTH MORTGAGE ASSET C COMMON 037347101 477 96600 SH SOLE I 96600 0 0 APACHE CORP COMMON 037411105 17 434 SH SOLE S 434 0 0 APACHE CORP 6.50 CVT PF "ACE 037411600 6771 183000 SH SOLE F 183000 0 0 APACHE CORP 6.50 CVT PF "ACE 037411600 21349 576990 SH SOLE M 576990 0 0 APACHE CORP 6.50 CVT PF "ACE 037411600 111 3000 SH SOLE T 3000 0 0 APEX MORTGAGE CAPITAL COMMON 037564101 3923 294667 SH SOLE T 294667 0 0 APPLIED GRAPHICS TECHS COMMON 037937109 1992 157800 SH SOLE F 157800 0 0 APPLIED 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INC COMMON 046224101 10212 250608 SH SOLE M 250608 0 0 ASTEC INDS INC COMMON 046224101 1072 26300 SH SOLE S 26300 0 0 ASTEC INDS INC COMMON 046224101 20 500 SH SOLE T 500 0 0 AUTHENTIC FITNESS CORP COMMON 052661105 928 53000 SH SOLE M 53000 0 0 AUTHENTIC FITNESS CORP COMMON 052661105 4107 234700 SH SOLE S 234700 0 0 AUTOMATIC DATA PROCESSIN COMMON 053015103 66 1500 SH SOLE M 1500 0 0 AUTOMATIC DATA PROCESSIN COMMON 053015103 4 100 SH SOLE T 100 0 0 AXA ADR 054536107 1958 31423 SH SOLE M 31423 0 0 BHA GROUP HLDGS INC COMMON 055446108 1988 240929 SH SOLE S 240929 0 0 BJ SVCS CO COMMON 055482103 24 800 SH SOLE T 800 0 0 BP AMOCO P L C ADR 055622104 1343 12381 SH SOLE M 12381 0 0 BTG INC COMMON 05576J101 1777 296100 SH SOLE S 296100 0 0 8 BAKER HUGHES INC COMMON 057224107 11892 354981 SH SOLE F 354981 0 0 BAKER HUGHES INC COMMON 057224107 2601 77650 SH SOLE M 77650 0 0 BAKER HUGHES INC COMMON 057224107 519 15500 SH SOLE S 15500 0 0 BAKER HUGHES INC COMMON 057224107 58 1730 SH SOLE T 1730 0 0 BAKER HUGHES INC COMMON 057224107 1 25 SH SOLE V 25 0 0 BAKER J INC COMMON 057232100 1430 165800 SH SOLE M 165800 0 0 BAKER J INC COMMON 057232100 4254 493200 SH SOLE S 493200 0 0 BALDOR ELEC CO COMMON 057741100 22 1100 SH SOLE M 1100 0 0 BALDOR ELEC CO COMMON 057741100 4108 206700 SH SOLE S 206700 0 0 BALDWIN TECHNOLOGY INC CL A 058264102 291 99100 SH SOLE M 99100 0 0 BALDWIN TECHNOLOGY INC CL A 058264102 1480 503800 SH SOLE S 503800 0 0 BANCO DE GALICIA Y BUENO DEPOSITORY RECEI 059538207 1522 75160 SH SOLE F 75160 0 0 BANCO DE GALICIA Y BUENO DEPOSITORY RECEI 059538207 143 7057 SH SOLE M 7057 0 0 BANCO DE GALICIA Y BUENO DEPOSITORY RECEI 059538207 181 8920 SH SOLE S 8920 0 0 BANCO FRANCES DEL RIO DE DEPOSITORY RECEI 059591107 942 49580 SH SOLE F 49580 0 0 BANCO FRANCES DEL RIO DE DEPOSITORY RECEI 059591107 50 2635 SH SOLE M 2635 0 0 BANCO FRANCES DEL RIO DE DEPOSITORY RECEI 059591107 49 2575 SH SOLE S 2575 0 0 BANCO SANTANDER CHILE DEPOSITORY RECEI 05965F108 254 16360 SH SOLE F 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INC COMMON 268452109 4725 651775 SH SOLE M 651775 0 0 E4L INC COMMON 268452109 677 93400 SH SOLE S 93400 0 0 EG & G INC COMMON 268457108 3167 88900 SH SOLE S 88900 0 0 E M C CORP MASS COMMON 268648102 127 2307 SH SOLE F 2307 0 0 E M C CORP MASS COMMON 268648102 729 13250 SH SOLE M 13250 0 0 E M C CORP MASS COMMON 268648102 28875 525000 SH SOLE S 525000 0 0 E M C CORP MASS COMMON 268648102 6 100 SH SOLE T 100 0 0 E M C CORP MASS COMMON 268648102 8 150 SH SOLE V 150 0 0 ENI S P A ADR 26874R108 894 14905 SH SOLE M 14905 0 0 ESAT TELECOM GROUP PLC ADS 26883Y102 3510 80000 SH SOLE F 80000 0 0 20 E-TEK DYNAMICS INC COMMON 269240107 604 12700 SH SOLE M 12700 0 0 E TRADE GROUP INC COMMON 269246104 46455 1163200 SH SOLE F 1163200 0 0 E TRADE GROUP INC COMMON 269246104 80303 2010716 SH SOLE M 2010716 0 0 E TRADE GROUP INC COMMON 269246104 6945 173900 SH SOLE S 173900 0 0 EAGLE GEOPHYSICAL INC COMMON 269524104 53 70700 SH SOLE F 70700 0 0 EAGLE GEOPHYSICAL INC COMMON 269524104 304 405124 SH SOLE M 405124 0 0 EAGLE GEOPHYSICAL INC COMMON 269524104 64 84900 SH SOLE S 84900 0 0 EBAY INC COMMON 278642103 44323 292800 SH SOLE F 292800 0 0 EBAY INC COMMON 278642103 52784 348696 SH SOLE M 348696 0 0 EBAY INC COMMON 278642103 5783 38200 SH SOLE S 38200 0 0 ECHOSTAR COMMUNICATNS CL A 278762109 14193 92500 SH SOLE F 92500 0 0 ECHOSTAR COMMUNICATNS CL A 278762109 8236 53675 SH SOLE M 53675 0 0 ECHOSTAR COMMUNICATNS CL A 278762109 368 2400 SH SOLE S 2400 0 0 ECLIPSYS CORP COMMON 278856109 3016 126000 SH SOLE F 126000 0 0 ECLIPSYS CORP COMMON 278856109 17942 749532 SH SOLE M 749532 0 0 ECLIPSYS CORP COMMON 278856109 2698 112700 SH SOLE S 112700 0 0 ECLIPSYS CORP COMMON 278856109 19 800 SH SOLE T 800 0 0 ELAN PLC ADR ADR 284131208 954 34394 SH SOLE F 34394 0 0 ELAN PLC ADR ADR 284131208 1629 58691 SH SOLE M 58691 0 0 ELECTRO RENT CORP COMMON 285218103 821 76400 SH SOLE M 76400 0 0 ELECTRO RENT CORP COMMON 285218103 2807 261100 SH SOLE S 261100 0 0 ELECTROGLAS INC COMMON 285324109 3440 172000 SH SOLE M 172000 0 0 ELECTROGLAS INC COMMON 285324109 12246 612300 SH SOLE S 612300 0 0 ELTRAX SYS INC COMMON 290375104 652 151100 SH SOLE S 151100 0 0 EMBRATEL PARTICIPACOES ADR 29081N100 3871 279000 SH SOLE A 279000 0 0 EMERSON ELEC CO COMMON 291011104 560 8903 SH SOLE F 8903 0 0 EMERSON ELEC CO COMMON 291011104 359 5700 SH SOLE M 5700 0 0 EMERSON ELEC CO COMMON 291011104 76 1200 SH SOLE S 1200 0 0 EMERSON ELEC CO COMMON 291011104 5 75 SH SOLE T 75 0 0 EMERSON ELEC CO COMMON 291011104 6 100 SH SOLE V 100 0 0 ENERSIS S.A. 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193600 SH SOLE F 193600 0 0 EVANS & SUTHERLAND COMPU COMMON 299096107 640 49000 SH SOLE M 49000 0 0 EVANS & SUTHERLAND COMPU COMMON 299096107 3560 272500 SH SOLE S 272500 0 0 EXABYTE CORP COMMON 300615101 671 173100 SH SOLE M 173100 0 0 EXABYTE CORP COMMON 300615101 1900 490200 SH SOLE S 490200 0 0 EXAR CORP COMMON 300645108 30 1200 SH SOLE M 1200 0 0 EXAR CORP COMMON 300645108 9007 363900 SH SOLE S 363900 0 0 EXCHANGE APPLICATIONS COMMON 300867108 3847 94400 SH SOLE F 94400 0 0 EXCHANGE APPLICATIONS COMMON 300867108 15156 371917 SH SOLE M 371917 0 0 EXCHANGE APPLICATIONS COMMON 300867108 1349 33100 SH SOLE S 33100 0 0 EXODUS COMMUNICATIONS IN COMMON 302088109 37001 308500 SH SOLE F 308500 0 0 EXODUS COMMUNICATIONS IN COMMON 302088109 106068 884359 SH SOLE M 884359 0 0 EXODUS COMMUNICATIONS IN COMMON 302088109 12521 104400 SH SOLE S 104400 0 0 EXPRESS SCRIPTS INC CL A 302182100 8125 135000 SH SOLE F 135000 0 0 EXXON CORP COMMON 302290101 9890 128234 SH SOLE F 128234 0 0 EXXON CORP 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TENN NATL CORP COMMON 337162101 4023 105000 SH SOLE F 105000 0 0 FIRST UN CORP COMMON 337358105 42 895 SH SOLE M 895 0 0 FIRST UN CORP COMMON 337358105 6 125 SH SOLE T 125 0 0 FIRST UN CORP COMMON 337358105 8 175 SH SOLE V 175 0 0 FLEETWOOD ENTERPRISES IN COMMON 339099103 4759 180000 SH SOLE S 180000 0 0 FLOW INTL CORP COMMON 343468104 22 2000 SH SOLE M 2000 0 0 FLOW INTL CORP COMMON 343468104 2992 276700 SH SOLE S 276700 0 0 FLUSHING FINL CORP COMMON 343873105 417 27100 SH SOLE M 27100 0 0 FLUSHING FINL CORP COMMON 343873105 727 47300 SH SOLE S 47300 0 0 FLYCAST COMMUNICATIONS C COMMON 344067103 29 1500 SH SOLE F 1500 0 0 FLYCAST COMMUNICATIONS C COMMON 344067103 84 4400 SH SOLE M 4400 0 0 FLYCAST COMMUNICATIONS C COMMON 344067103 10 500 SH SOLE S 500 0 0 FOMENTO ECONOMICO MEX DEPOSITORY RECEI 344419106 6346 159155 SH SOLE F 159155 0 0 FOMENTO ECONOMICO MEX DEPOSITORY RECEI 344419106 421 10570 SH SOLE M 10570 0 0 FOMENTO ECONOMICO MEX DEPOSITORY RECEI 344419106 493 12360 SH SOLE S 12360 0 0 FOODMAKER INC NEW COM NEW 344839204 9931 350000 SH SOLE F 350000 0 0 FOODMAKER INC COMMON 344839204 21 750 SH SOLE M 750 0 0 FOODMAKER INC COMMON 344839204 34 1200 SH SOLE S 1200 0 0 FORD MOTOR CO DEL COMMON 345370100 1878 33282 SH SOLE F 33282 0 0 23 FORD MOTOR CO DEL COMMON 345370100 6365 112779 SH SOLE M 112779 0 0 FORD MOTOR CO DEL COMMON 345370100 8589 152193 SH SOLE S 152193 0 0 FORD MOTOR CO DEL COMMON 345370100 11 200 SH SOLE T 200 0 0 FORD MOTOR CO DEL COMMON 345370100 17 300 SH SOLE V 300 0 0 FOREST LABS INC CL A 345838106 10406 225000 SH SOLE F 225000 0 0 FOREST LABS INC CL A 345838106 1082 23400 SH SOLE M 23400 0 0 FOREST LABS INC CL A 345838106 14 295 SH SOLE T 295 0 0 FOREST OIL CORP COM NEW 346091606 935 74400 SH SOLE M 74400 0 0 FOREST OIL CORP COM NEW 346091606 6485 516200 SH SOLE S 516200 0 0 FORRESTER RESH INC COMMON 346563109 543 21700 SH SOLE F 21700 0 0 FORRESTER RESH INC COMMON 346563109 4485 179400 SH SOLE M 179400 0 0 FORRESTER RESH INC COMMON 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473808 0 0 FRIEDE GOLDMAN INTL COMMON 358430106 543 39300 SH SOLE S 39300 0 0 FRITZ COS INC COMMON 358846103 1274 118500 SH SOLE M 118500 0 0 FRITZ COS INC COMMON 358846103 4932 458800 SH SOLE S 458800 0 0 FUJI PHOTO FILM LTD ADR 359586302 1588 41781 SH SOLE M 41781 0 0 FURON CO COMMON 361106107 1953 102800 SH SOLE M 102800 0 0 FURON CO COMMON 361106107 5649 297300 SH SOLE S 297300 0 0 GATX CORP COMMON 361448103 419 11000 SH SOLE F 11000 0 0 GATX CORP COMMON 361448103 27 700 SH SOLE S 700 0 0 GP STRATEGIES CORP COMMON 36225V104 2440 278900 SH SOLE S 278900 0 0 GTE CORP COMMON 362320103 1340 17744 SH SOLE F 17744 0 0 24 GTE CORP COMMON 362320103 863 11425 SH SOLE M 11425 0 0 GTE CORP COMMON 362320103 166 2200 SH SOLE S 2200 0 0 GTE CORP COMMON 362320103 11 150 SH SOLE T 150 0 0 GTE CORP COMMON 362320103 8 100 SH SOLE V 100 0 0 GELTEX PHARMACEUTICALS COMMON 368538104 2227 123700 SH SOLE F 123700 0 0 GELTEX PHARMACEUTICALS COMMON 368538104 11043 613477 SH SOLE M 613477 0 0 GELTEX 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75040P108 5306 114100 SH SOLE F 114100 0 0 RADIO ONE INC CL A 75040P108 23924 514499 SH SOLE M 514499 0 0 RADIO ONE INC CL A 75040P108 1995 42900 SH SOLE S 42900 0 0 RAMBUS INC DEL COMMON 750917106 6914 75000 SH SOLE F 75000 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 17869 542500 SH SOLE F 542500 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 4206 127704 SH SOLE M 127704 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 165 5000 SH SOLE S 5000 0 0 RAYTHEON CO CL B 755111408 6435 91276 SH SOLE F 91276 0 0 RAYTHEON CO CL B 755111408 1455 20635 SH SOLE M 20635 0 0 RAYTHEON CO CL B 755111408 310 4400 SH SOLE S 4400 0 0 RAYTHEON CO CL B 755111408 35 495 SH SOLE T 495 0 0 READ-RITE CORP COMMON 755246105 447 72000 SH SOLE F 72000 0 0 READ-RITE CORP COMMON 755246105 2188 352650 SH SOLE M 352650 0 0 47 READ-RITE CORP COMMON 755246105 6666 1074700 SH SOLE S 1074700 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 676 17000 SH SOLE F 17000 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 128 3229 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2143 140522 SH SOLE M 140522 0 0 ROWECOM INC COMMON 77957X108 1450 95100 SH SOLE S 95100 0 0 ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 9862 163692 SH SOLE F 163692 0 0 ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 2758 45784 SH SOLE M 45784 0 0 ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 603 10000 SH SOLE S 10000 0 0 48 ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 45 755 SH SOLE T 755 0 0 ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 17 275 SH SOLE V 275 0 0 ROYAL PTT NEDERLAND NV ADR 780641205 2400 50000 SH SOLE F 50000 0 0 RUSH ENTERPISES INC COMMON 781846100 3073 190550 SH SOLE S 190550 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 81 1400 SH SOLE F 1400 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 67 1150 SH SOLE M 1150 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 12 200 SH SOLE T 200 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 9 150 SH SOLE V 150 0 0 SED INTERNATIONAL HLDGS COMMON 784109100 711 299200 SH SOLE S 299200 0 0 SFX ENTMT INC CL A 784178105 11718 183100 SH SOLE F 183100 0 0 SFX ENTMT INC CL A 784178105 21341 333450 SH SOLE M 333450 0 0 SFX ENTMT INC CL A 784178105 2509 39200 SH SOLE S 39200 0 0 S3 INC COMMON 784849101 876 96300 SH SOLE M 96300 0 0 S3 INC COMMON 784849101 4350 478300 SH SOLE S 478300 0 0 SAFEGUARD SCIENT 144A CVT DEB 5.00% 06 786449AD0 5370 5145000 PRN SOLE F 5145000 0 0 SAFEGUARD SCIENT 144A CVT DEB 5.00% 06 786449AD0 7990 7655000 PRN SOLE M 7655000 0 0 SAFESKIN CORP COMMON 786454108 10556 879700 SH SOLE F 879700 0 0 SAFESKIN CORP COMMON 786454108 10439 869921 SH SOLE M 869921 0 0 SAFESKIN CORP COMMON 786454108 1166 97200 SH SOLE S 97200 0 0 SAFEWAY INC COM NEW 786514208 272 5500 SH AM 5500 0 0 SAFEWAY INC COM NEW 786514208 7529 152100 SH SOLE F 152100 0 0 SAFEWAY INC COM NEW 786514208 871 17600 SH SOLE J 17600 0 0 SAFEWAY INC COM NEW 786514208 146316 2955881 SH SOLE M 2955881 0 0 SAFEWAY INC COM NEW 786514208 33120 669100 SH SOLE S 669100 0 0 SAFEWAY INC COM NEW 786514208 50 1000 SH SOLE T 1000 0 0 SAKS INC COMMON 79377W108 6621 229300 SH SOLE F 229300 0 0 SAKS INC COMMON 79377W108 1360 47100 SH SOLE M 47100 0 0 SALIENT 3 COMMUNICATIONS CL A 794721100 1900 233800 SH SOLE S 233800 0 0 SANMINA CORP 144A SDCV 4.25% 5/0 800907AA5 7774 7075000 PRN SOLE F 7075000 0 0 SANMINA CORP 144A SDCV 4.25% 5/0 800907AA5 11306 10290000 PRN SOLE M 10290000 0 0 SANTA CRUZ OPERATION INC COMMON 801833104 279 42700 SH SOLE M 42700 0 0 SANTA CRUZ OPERATION INC COMMON 801833104 4200 643000 SH SOLE S 643000 0 0 SANTA FE SNYDER CORP COMMON 80218K105 1028 128497 SH SOLE M 128497 0 0 SANTA FE SNYDER CORP COMMON 80218K105 4677 584640 SH SOLE S 584640 0 0 SCHERING PLOUGH CORP COMMON 806605101 3528 67192 SH SOLE F 67192 0 0 SCHERING PLOUGH CORP COMMON 806605101 716 13630 SH SOLE M 13630 0 0 SCHERING PLOUGH CORP COMMON 806605101 39 750 SH SOLE T 750 0 0 49 SCHERING PLOUGH CORP COMMON 806605101 13 250 SH SOLE V 250 0 0 SCHLUMBERGER LTD COMMON 806857108 1412 22165 SH SOLE F 22165 0 0 SCHLUMBERGER LTD COMMON 806857108 1102 17300 SH SOLE M 17300 0 0 SCHLUMBERGER LTD COMMON 806857108 12948 203300 SH SOLE S 203300 0 0 SCHLUMBERGER LTD COMMON 806857108 40 630 SH SOLE T 630 0 0 SCHLUMBERGER LTD COMMON 806857108 6 100 SH SOLE V 100 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 425 3900 SH AM 3900 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 15990 146701 SH SOLE F 146701 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 1395 12800 SH SOLE J 12800 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 260700 2391742 SH SOLE M 2391742 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 69684 639300 SH SOLE S 639300 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 52 475 SH SOLE T 475 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 3 25 SH SOLE V 25 0 0 SCIENT CORP COMMON 80864H109 10373 218100 SH SOLE F 218100 0 0 SCIENT CORP COMMON 80864H109 12934 271928 SH SOLE M 271928 0 0 SCIENT CORP COMMON 80864H109 1617 34000 SH SOLE S 34000 0 0 SCOTSMAN INDS INC COMMON 809340102 33 1540 SH SOLE M 1540 0 0 SCOTSMAN INDS INC COMMON 809340102 5455 253000 SH SOLE S 253000 0 0 SEA CONTAINERS LTD CL A 811371707 1078 32132 SH SOLE M 32132 0 0 SEA CONTAINERS LTD CL A 811371707 7196 214400 SH SOLE S 214400 0 0 SEAGRAM LTD COMMON 811850106 3 50 SH SOLE T 50 0 0 SEAGRAM LTD COMMON 811850106 1 25 SH SOLE V 25 0 0 SEAGRAMS 7.50% CVT PFD AC 811850205 6691 135000 SH SOLE F 135000 0 0 SEAGRAMS 7.50% CVT PFD AC 811850205 24038 485000 SH SOLE M 485000 0 0 SEALED AIR CORP NEW PFD CV A $2 81211K209 4419 70700 SH SOLE F 70700 0 0 SEALED AIR CORP NEW PFD CV A $2 81211K209 19021 304330 SH SOLE M 304330 0 0 SEALED AIR CORP NEW PFD CV A $2 81211K209 44 700 SH SOLE T 700 0 0 SECURITY DYNAMICS TECH COMMON 814208104 278 13100 SH SOLE F 13100 0 0 SECURITY DYNAMICS TECH COMMON 814208104 5704 268400 SH SOLE M 268400 0 0 SECURITY DYNAMICS TECH COMMON 814208104 232 10900 SH SOLE S 10900 0 0 SEMTECH CORP COMMON 816850101 7589 145600 SH SOLE F 145600 0 0 SEMTECH CORP COMMON 816850101 23832 457210 SH SOLE M 457210 0 0 SEMTECH CORP COMMON 816850101 2622 50300 SH SOLE S 50300 0 0 SEPRACOR INC COMMON 817315104 5330 65600 SH SOLE F 65600 0 0 SEPRACOR INC COMMON 817315104 4272 52573 SH SOLE M 52573 0 0 SEPRACOR INC COMMON 817315104 187 2300 SH SOLE S 2300 0 0 SEPRACOR INC COMMON 817315104 25 305 SH SOLE T 305 0 0 50 SEPRACOR INC SDCV 6.250 2/1 817315AE4 4952 2695000 PRN SOLE F 2695000 0 0 SEPRACOR INC SDCV 6.250 2/1 817315AE4 11576 6300000 PRN SOLE M 6300000 0 0 SEPRACOR INC SDCV 6.250 2/1 817315AE4 175 95000 PRN SOLE T 95000 0 0 SEPRACOR INC 144A CVT DEB 7.00% 12 817315AF1 13174 13460000 PRN SOLE F 13460000 0 0 SEPRACOR INC 144A CVT DEB 7.00% 12 817315AF1 15856 16200000 PRN SOLE M 16200000 0 0 SHARED MED SYS CORP COMMON 819486101 848 13000 SH SOLE F 13000 0 0 SHARED MED SYS CORP COMMON 819486101 196 3000 SH SOLE M 3000 0 0 SIEBEL SYSTEMS INC COMMON 826170102 94670 1427639 SH SOLE F 1427639 0 0 SIEBEL SYSTEMS INC COMMON 826170102 1790 27000 SH SOLE J 27000 0 0 SIEBEL SYSTEMS INC COMMON 826170102 293963 4432998 SH SOLE M 4432998 0 0 SIEBEL SYSTEMS INC COMMON 826170102 45411 684800 SH SOLE S 684800 0 0 SIEBEL SYSTEMS INC COMMON 826170102 73 1100 SH SOLE T 1100 0 0 SILICON VY BANCSHARES COMMON 827064106 1395 56345 SH SOLE M 56345 0 0 SILICON VY BANCSHARES COMMON 827064106 9712 392400 SH SOLE S 392400 0 0 SILICON VALLEY GROUP COMMON 827066101 2167 128916 SH SOLE M 128916 0 0 SILICON VALLEY GROUP COMMON 827066101 9571 569300 SH SOLE S 569300 0 0 SIZZLER INTL INC COMMON 830139101 1396 620600 SH SOLE S 620600 0 0 SMARTFLEX SYS INC COMMON 83169K108 21 6300 SH SOLE M 6300 0 0 SMARTFLEX SYS INC COMMON 83169K108 1138 343500 SH SOLE S 343500 0 0 SMITHKLINE BEECHAM PLC ADR 832378301 1112 16836 SH SOLE M 16836 0 0 SMURFIT-STONE CONTAINER COMMON 832727101 288 14000 SH SOLE F 14000 0 0 SMURFIT-STONE CONTAINER COMMON 832727101 82 4000 SH SOLE M 4000 0 0 SNYDER COMMUNICATIONS IN COMMON 832914105 7768 237200 SH SOLE F 237200 0 0 SNYDER COMMUNICATIONS IN COMMON 832914105 23672 722814 SH SOLE M 722814 0 0 SNYDER COMMUNICATIONS IN COMMON 832914105 2604 79500 SH SOLE S 79500 0 0 SOCIEDAD QUIMICA MINERA DEPOSITORY RECEI 833635105 629 17770 SH SOLE F 17770 0 0 SOCIEDAD QUIMICA MINERA DEPOSITORY RECEI 833635105 88 2490 SH SOLE M 2490 0 0 SOCIEDAD QUIMICA MINERA DEPOSITORY RECEI 833635105 158 4460 SH SOLE S 4460 0 0 SODEXHO MARRIOTT SVCS IN COMMON 833793102 2049 106800 SH SOLE F 106800 0 0 SODEXHO MARRIOTT SVCS IN COMMON 833793102 240 12500 SH SOLE J 12500 0 0 SODEXHO MARRIOTT SVCS IN COMMON 833793102 38123 1986875 SH SOLE M 1986875 0 0 SODEXHO MARRIOTT SVCS IN COMMON 833793102 12992 677100 SH SOLE S 677100 0 0 SOLECTRON CORP COMMON 834182107 10670 160000 SH SOLE F 160000 0 0 SONY CORP DEPOSITORY RECEI 835699307 1330 12052 SH SOLE M 12052 0 0 SOUTHDOWN INC COMMON 841297104 514 8000 SH SOLE F 8000 0 0 SOUTHDOWN INC COMMON 841297104 180 2800 SH SOLE M 2800 0 0 SOUTHWEST AIRLS CO COMMON 844741108 119 3822 SH SOLE F 3822 0 0 51 SOUTHWEST AIRLS CO COMMON 844741108 9 300 SH SOLE M 300 0 0 SOUTHWEST AIRLS CO COMMON 844741108 2 50 SH SOLE T 50 0 0 SPACELABS MED INC COMMON 846247104 1359 72000 SH SOLE M 72000 0 0 SPACELABS MED INC COMMON 846247104 6457 342100 SH SOLE S 342100 0 0 SPECTRIAN CORP COMMON 847608106 33 2300 SH SOLE M 2300 0 0 SPECTRIAN CORP COMMON 847608106 5240 361400 SH SOLE S 361400 0 0 SPEEDWAY MOTORSPORTS INC SDCV 5.750 9/3 847788AC0 5325 3740000 PRN SOLE F 3740000 0 0 SPEEDWAY MOTORSPORTS INC SDCV 5.750 9/3 847788AC0 13184 9260000 PRN SOLE M 9260000 0 0 SPEEDWAY MOTORSPORTS INC SDCV 5.750 9/3 847788AC0 93 65000 PRN SOLE T 65000 0 0 SPORTSLINE USA INC COMMON 848934105 1941 54100 SH SOLE F 54100 0 0 SPORTSLINE USA INC COMMON 848934105 9118 254161 SH SOLE M 254161 0 0 SPORTSLINE USA INC COMMON 848934105 649 18100 SH SOLE S 18100 0 0 SPRINT CORP COM FON GROUP 852061100 3905 73688 SH SOLE F 73688 0 0 SPRINT CORP COM FON GROUP 852061100 464 8750 SH SOLE M 8750 0 0 SPRINT CORP COM FON GROUP 852061100 106 2000 SH SOLE S 2000 0 0 SPRINT CORP COM FON GROUP 852061100 5 100 SH SOLE T 100 0 0 SPRINT CORP COM FON GROUP 852061100 5 100 SH SOLE V 100 0 0 STANDARD MICROSYSTEMS CO COMMON 853626109 1013 134000 SH SOLE M 134000 0 0 STANDARD MICROSYSTEMS CO COMMON 853626109 3363 444700 SH SOLE S 444700 0 0 STAPLES INC COMMON 855030102 6961 225000 SH SOLE F 225000 0 0 STARBUCKS CORP COMMON 855244109 3756 100000 SH SOLE F 100000 0 0 STARMEDIA NETWORK INC COMMON 855546107 526 8200 SH SOLE F 8200 0 0 STARMEDIA NETWORK INC COMMON 855546107 1129 17600 SH SOLE M 17600 0 0 STARMEDIA NETWORK INC COMMON 855546107 186 2900 SH SOLE S 2900 0 0 STERICYCLE INC COMMON 858912108 449 33100 SH SOLE F 33100 0 0 STERICYCLE INC COMMON 858912108 11847 873500 SH SOLE M 873500 0 0 STERICYCLE INC COMMON 858912108 1859 137100 SH SOLE S 137100 0 0 STERLING BANCORP COMMON 859158107 667 35100 SH SOLE M 35100 0 0 STERLING BANCORP COMMON 859158107 3118 164100 SH SOLE S 164100 0 0 SGS THOMPSON CVT DEB 0.00% 06 861012AA0 6048 4805000 PRN SOLE F 4805000 0 0 SGS THOMPSON CVT DEB 0.00% 06 861012AA0 16131 12815000 PRN SOLE M 12815000 0 0 STREAMLINE COM INC COMMON 863239109 107 13300 SH SOLE F 13300 0 0 STREAMLINE COM INC COMMON 863239109 260 32300 SH SOLE M 32300 0 0 STREAMLINE COM INC COMMON 863239109 38 4700 SH SOLE S 4700 0 0 SUMMIT BANCORP COMMON 866005101 549 13134 SH SOLE M 13134 0 0 SUMMIT BANCORP COMMON 866005101 1 25 SH SOLE V 25 0 0 SUN MICROSYSTEMS INC COMMON 866810104 1343 19500 SH SOLE M 19500 0 0 52 SUN MICROSYSTEMS INC COMMON 866810104 7 100 SH SOLE T 100 0 0 SUN MICROSYSTEMS INC COMMON 866810104 7 100 SH SOLE V 100 0 0 SUNGLASS HUT INTL INC COMMON 86736F106 1260 73300 SH SOLE S 73300 0 0 SUNRISE ASSISTD LVG 144A CVT DEB 5.50% 06 86768KAA4 950 860000 PRN SOLE F 860000 0 0 SUNRISE ASSISTD LVG 144A CVT DEB 5.50% 06 86768KAA4 1017 920000 PRN SOLE M 920000 0 0 SUNRISE ASSISTED LIVING CVT DEB 5.50% 06 86768KAC0 2533 2290000 PRN SOLE F 2290000 0 0 SUNRISE ASSISTED LIVING CVT DEB 5.50% 06 86768KAC0 11090 10025000 PRN SOLE M 10025000 0 0 SUNRISE MED INC COMMON 867910101 2729 383000 SH SOLE S 383000 0 0 SUPERVALU INC COMMON 868536103 543 20994 SH SOLE F 20994 0 0 SUPERVALU INC COMMON 868536103 130 5018 SH SOLE M 5018 0 0 SUPERVALU INC COMMON 868536103 8 300 SH SOLE S 300 0 0 SWISSCOM AG ADR 871013108 1160 30221 SH SOLE M 30221 0 0 SYBASE INC COMMON 871130100 51 4603 SH SOLE M 4603 0 0 SYBASE INC COMMON 871130100 6091 553700 SH SOLE S 553700 0 0 SYMANTEC CORP COMMON 871503108 16 641 SH SOLE M 641 0 0 SYMANTEC CORP COMMON 871503108 3973 155800 SH SOLE S 155800 0 0 SYMMETRICOM INC COMMON 871543104 26 3200 SH SOLE M 3200 0 0 SYMMETRICOM INC COMMON 871543104 3881 477600 SH SOLE S 477600 0 0 SYSTEMS & COMPUTER TECHN COMMON 871873105 2416 165900 SH SOLE M 165900 0 0 SYSTEMS & COMPUTER TECHN COMMON 871873105 5998 411900 SH SOLE S 411900 0 0 TCA CABLE TV INC COMMON 872241104 10934 197000 SH SOLE F 197000 0 0 TCA CABLE TV INC COMMON 872241104 7647 137790 SH SOLE M 137790 0 0 TCA CABLE TV INC COMMON 872241104 344 6200 SH SOLE S 6200 0 0 TRC COS INC COMMON 872625108 1936 316100 SH SOLE S 316100 0 0 TAIWAN SEMICONDUCTOR ADR ADR 874039100 781 22970 SH SOLE F 22970 0 0 TAIWAN SEMICONDUCTOR ADR ADR 874039100 102 3000 SH SOLE M 3000 0 0 TAIWAN SEMICONDUCTOR ADR ADR 874039100 1190 35000 SH SOLE S 35000 0 0 TALBOTS INC COMMON 874161102 6420 168400 SH SOLE F 168400 0 0 TALBOTS INC COMMON 874161102 5229 137146 SH SOLE M 137146 0 0 TALBOTS INC COMMON 874161102 221 5800 SH SOLE S 5800 0 0 TALISMAN ENERGY INC COMMON 87425E103 733 27600 SH SOLE F 27600 0 0 TALISMAN ENERGY INC COMMON 87425E103 27 1023 SH SOLE M 1023 0 0 TANDY CORP COMMON 875382103 1818 37200 SH SOLE S 37200 0 0 TANDYCRAFTS INC COMMON 875386104 146 40300 SH SOLE M 40300 0 0 TANDYCRAFTS INC COMMON 875386104 1716 473300 SH SOLE S 473300 0 0 TECHNOLOGY SOLUTIONS CO COMMON 87872T108 771 71300 SH SOLE M 71300 0 0 TECHNOLOGY SOLUTIONS CO COMMON 87872T108 3861 357100 SH SOLE S 357100 0 0 53 TEKTRONIX INC COMMON 879131100 611 20225 SH SOLE M 20225 0 0 TEKTRONIX INC COMMON 879131100 4697 155600 SH SOLE S 155600 0 0 TELE CELULAR SUL PART S ADR 879238103 635 29300 SH SOLE A 29300 0 0 TELE CENTRO SUL PART S.A ADR 879239101 3252 58600 SH SOLE A 58600 0 0 TELE CENTRO SUL PART S.A ADR 879239101 882 15900 SH SOLE F 15900 0 0 TELE CENTRO SUL PART S.A ADR 879239101 36 640 SH SOLE M 640 0 0 TELE CENTRO SUL PART S.A ADR 879239101 119 2140 SH SOLE S 2140 0 0 TELE NORTE LESTE PART S ADR 879246106 5439 293000 SH SOLE A 293000 0 0 TELESUDESTE CELULAR PART ADR PREF 879252104 1699 58600 SH SOLE A 58600 0 0 TELESUDESTE CELULAR PART ADR PREF 879252104 906 31240 SH SOLE F 31240 0 0 TELESUDESTE CELULAR PART ADR PREF 879252104 38 1320 SH SOLE M 1320 0 0 TELEBANC FINANCIAL CORP COMMON 87925R109 7986 206100 SH SOLE F 206100 0 0 TELEBANC FINANCIAL CORP COMMON 87925R109 29053 749749 SH SOLE M 749749 0 0 TELEBANC FINANCIAL CORP COMMON 87925R109 2891 74600 SH SOLE S 74600 0 0 TELECOM ARGENTINA ADR 879273209 2270 84845 SH SOLE F 84845 0 0 TELECOM ARGENTINA ADR 879273209 198 7385 SH SOLE M 7385 0 0 TELECOM ARGENTINA ADR 879273209 284 10630 SH SOLE S 10630 0 0 TELECOM ITALIA SPA ADR 87927W106 2251 21400 SH SOLE F 21400 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 5154 56830 SH SOLE F 56830 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 1093 12050 SH SOLE L 12050 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 858 9466 SH SOLE M 9466 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 818 9020 SH SOLE S 9020 0 0 TELEFONICA DE ARGENTINA ADR CL B 879378206 2372 75600 SH SOLE F 75600 0 0 TELEFONICA DE ARGENTINA ADR CL B 879378206 228 7270 SH SOLE M 7270 0 0 TELEFONICA DE ARGENTINA ADR CL B 879378206 296 9450 SH SOLE S 9450 0 0 TELEFONICA S A ADR 879382208 1133 7704 SH SOLE M 7704 0 0 TELEFONICA DEL PERU S.A. DEPOSITORY RECEI 879384105 1619 107015 SH SOLE F 107015 0 0 TELEFONICA DEL PERU S.A. DEPOSITORY RECEI 879384105 122 8055 SH SOLE M 8055 0 0 TELEFONICA DEL PERU S.A. DEPOSITORY RECEI 879384105 159 10510 SH SOLE S 10510 0 0 TELEFONOS DE MEXICO ADS REP ORD L 879403780 22141 273977 SH SOLE F 273977 0 0 TELEFONOS DE MEXICO ADS REP ORD L 879403780 1227 15178 SH SOLE M 15178 0 0 TELEFONOS DE MEXICO ADS REP ORD L 879403780 1413 17480 SH SOLE S 17480 0 0 TELEMEX CVT DEB 4.25% 06 879403AD5 8298 8165000 PRN SOLE F 8165000 0 0 TELEMEX CVT DEB 4.25% 06 879403AD5 30111 29630000 PRN SOLE M 29630000 0 0 TELESP PARTICIPACOES S A SPONS SDR PFD 87952K100 6702 293000 SH SOLE A 293000 0 0 TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 3135 117200 SH SOLE A 117200 0 0 TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 1793 67010 SH SOLE F 67010 0 0 54 TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 70 2630 SH SOLE M 2630 0 0 TELLABS INC COMMON 879664100 581 8600 SH SOLE M 8600 0 0 TELLABS INC COMMON 879664100 1703 25200 SH SOLE S 25200 0 0 TELLABS INC COMMON 879664100 2 25 SH SOLE T 25 0 0 TENNECO INC NEW COMMON 88037E101 645 27000 SH SOLE F 27000 0 0 TENNECO INC NEW COMMON 88037E101 2 100 SH SOLE V 100 0 0 TERAYON COMMUNICATION SY COMMON 880775101 754 13500 SH SOLE F 13500 0 0 TERAYON COMMUNICATION SY COMMON 880775101 14405 257800 SH SOLE M 257800 0 0 TERAYON COMMUNICATION SY COMMON 880775101 2123 38000 SH SOLE S 38000 0 0 TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 152 3100 SH SOLE F 3100 0 0 TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 88 1800 SH SOLE M 1800 0 0 TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 191 3900 SH SOLE S 3900 0 0 TETRA TECH INC NEW COMMON 88162G103 331 20031 SH SOLE F 20031 0 0 TETRA TECH INC NEW COMMON 88162G103 7641 463069 SH SOLE M 463069 0 0 TETRA TECH INC NEW COMMON 88162G103 380 23013 SH SOLE S 23013 0 0 TEXACO INC COMMON 881694103 1888 30264 SH SOLE F 30264 0 0 TEXACO INC COMMON 881694103 1180 18925 SH SOLE M 18925 0 0 TEXACO INC COMMON 881694103 237 3800 SH SOLE S 3800 0 0 TEXACO INC COMMON 881694103 21 340 SH SOLE T 340 0 0 TEXACO INC COMMON 881694103 6 100 SH SOLE V 100 0 0 TEXAS INDS INC COMMON 882491103 61 1562 SH SOLE M 1562 0 0 TEXAS INDS INC COMMON 882491103 3302 85200 SH SOLE S 85200 0 0 TEXAS INSTRS INC COMMON 882508104 9689 67285 SH SOLE F 67285 0 0 TEXAS INSTRS INC COMMON 882508104 2677 18590 SH SOLE M 18590 0 0 TEXAS INSTRS INC COMMON 882508104 274 1900 SH SOLE S 1900 0 0 TEXAS INSTRS INC COMMON 882508104 59 410 SH SOLE T 410 0 0 TEXAS INSTRS INC COMMON 882508104 4 25 SH SOLE V 25 0 0 THERMO ELECTRON CRP 144A CVNT 4.25% 01/01 883556AF9 984 1095000 PRN SOLE M 1095000 0 0 THOMAS INDS INC COMMON 884425109 2344 114350 SH SOLE S 114350 0 0 TICKETMASTER ONLINE-CITY CL B 88633P203 178 5900 SH SOLE F 5900 0 0 TICKETMASTER ONLINE-CITY CL B 88633P203 130 4300 SH SOLE M 4300 0 0 TIDEWATER INC COMMON 886423102 305 10000 SH SOLE F 10000 0 0 TIME WARNER INC COMMON 887315109 349 4800 SH AM 4800 0 0 TIME WARNER INC COMMON 887315109 18558 255526 SH SOLE F 255526 0 0 TIME WARNER INC COMMON 887315109 1155 15900 SH SOLE J 15900 0 0 TIME WARNER INC COMMON 887315109 183250 2523239 SH SOLE M 2523239 0 0 TIME WARNER INC COMMON 887315109 59923 825100 SH SOLE S 825100 0 0 55 TIME WARNER INC COMMON 887315109 68 935 SH SOLE T 935 0 0 TIME WARNER INC COMMON 887315109 13 175 SH SOLE V 175 0 0 TOPPS INC COMMON 890786106 1768 242800 SH SOLE M 242800 0 0 TOPPS INC COMMON 890786106 4700 645500 SH SOLE S 645500 0 0 TORCHMARK CORP COMMON 891027104 587 17200 SH SOLE M 17200 0 0 TORCHMARK CORP COMMON 891027104 3 100 SH SOLE V 100 0 0 TORO CO COMMON 891092108 5690 144500 SH SOLE S 144500 0 0 TOWER AUTOMOTIVE 144A CVT DEB 5.0% 08/ 891707AA9 4967 4445000 PRN SOLE F 4445000 0 0 TOWER AUTOMOTIVE 144A CVT DEB 5.0% 08/ 891707AA9 2565 2295000 PRN SOLE M 2295000 0 0 TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 917 815000 PRN SOLE F 815000 0 0 TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 13449 11955000 PRN SOLE M 11955000 0 0 TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 90 80000 PRN SOLE T 80000 0 0 TOWNE SERVICES INC COMMON 892148107 275 34900 SH SOLE M 34900 0 0 TOWNE SERVICES INC COMMON 892148107 950 120600 SH SOLE S 120600 0 0 TRAMMELL CROW CO COMMON 89288R106 3810 231800 SH SOLE F 231800 0 0 TRAMMELL CROW CO COMMON 89288R106 21107 1284102 SH SOLE M 1284102 0 0 TRAMMELL CROW CO COMMON 89288R106 1376 83700 SH SOLE S 83700 0 0 TRANSACTION NETWORK SV COMMON 893414102 424 14500 SH SOLE M 14500 0 0 TRANSACTION NETWORK SV COMMON 893414102 1281 43800 SH SOLE S 43800 0 0 TRANSKARYOTIC THERAPIES COMMON 893735100 145 4400 SH SOLE F 4400 0 0 TRANSKARYOTIC THERAPIES COMMON 893735100 4145 125600 SH SOLE M 125600 0 0 TRANSKARYOTIC THERAPIES COMMON 893735100 116 3500 SH SOLE S 3500 0 0 TRANSPORTADORA DE GAS SU DEPOSITORY RECEI 893870204 523 55760 SH SOLE F 55760 0 0 TRANSPORTADORA DE GAS SU DEPOSITORY RECEI 893870204 43 4600 SH SOLE M 4600 0 0 TRANSPORTADORA DE GAS SU DEPOSITORY RECEI 893870204 55 5850 SH SOLE S 5850 0 0 TRANSPRO INC COMMON 893885103 512 97600 SH SOLE S 97600 0 0 TRANSWITCH CORP COMMON 894065101 3255 68700 SH SOLE F 68700 0 0 TRANSWITCH CORP 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FOODS CORP COMMON 913538104 154 7300 SH SOLE M 7300 0 0 UNIVERSAL FOODS CORP COMMON 913538104 40 1900 SH SOLE S 1900 0 0 UNIVERSAL STAINLESS & AL COMMON 913837100 553 96100 SH SOLE S 96100 0 0 UNIVISION COMMUNICATIONS CL A 914906102 12461 191700 SH SOLE F 191700 0 0 UNIVISION COMMUNICATIONS CL A 914906102 10239 157519 SH SOLE M 157519 0 0 UNIVISION COMMUNICATIONS CL A 914906102 436 6700 SH SOLE S 6700 0 0 UNOVA INC COM PAR .01 91529B106 333 21000 SH SOLE F 21000 0 0 UNOVA INC COM PAR .01 91529B106 100 6280 SH SOLE M 6280 0 0 UNOVA INC COM PAR .01 91529B106 2694 169700 SH SOLE S 169700 0 0 USINTERNETWORKING INC COMMON 917311805 5863 139600 SH SOLE F 139600 0 0 USINTERNETWORKING INC COMMON 917311805 19248 458289 SH SOLE M 458289 0 0 USINTERNETWORKING INC COMMON 917311805 2083 49600 SH SOLE S 49600 0 0 VALUE AMER INC COMMON 92038N102 2050 107900 SH SOLE F 107900 0 0 VALUE AMER INC COMMON 92038N102 6935 365010 SH SOLE M 365010 0 0 VALUE AMER INC COMMON 92038N102 673 35400 SH SOLE S 35400 0 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SH SOLE S 156000 0 0 WMC LTD ADR 928947100 1240 70885 SH SOLE M 70885 0 0 VULCAN MATLS CO COMMON 929160109 434 9000 SH SOLE F 9000 0 0 WABASH NATL CORP COMMON 929566107 1083 55898 SH SOLE M 55898 0 0 WABASH NATL CORP COMMON 929566107 4400 227100 SH SOLE S 227100 0 0 WACHOVIA CORP COMMON 929771103 839 9809 SH SOLE F 9809 0 0 WACHOVIA CORP COMMON 929771103 543 6350 SH SOLE M 6350 0 0 WACHOVIA CORP COMMON 929771103 120 1400 SH SOLE S 1400 0 0 WACHOVIA CORP COMMON 929771103 2 25 SH SOLE T 25 0 0 WAL MART STORES INC COMMON 931142103 5991 124168 SH SOLE F 124168 0 0 WAL MART STORES INC COMMON 931142103 421 8720 SH SOLE M 8720 0 0 WAL MART STORES INC COMMON 931142103 42 875 SH SOLE T 875 0 0 WAL MART STORES INC COMMON 931142103 27 550 SH SOLE V 550 0 0 WALGREEN CO COMMON 931422109 7 250 SH SOLE T 250 0 0 WALGREEN CO COMMON 931422109 4 150 SH SOLE V 150 0 0 WARNACO GROUP INC CL A 934390105 736 27500 SH SOLE F 27500 0 0 WARNACO GROUP INC CL A 934390105 192 7195 SH SOLE M 7195 0 0 WARNACO GROUP 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929 0 0 WELLMAN INC COMMON 949702104 3737 234500 SH SOLE S 234500 0 0 WELLS FARGO & COMPANY COMMON 949746101 2857 66828 SH SOLE F 66828 0 0 WELLS FARGO & COMPANY COMMON 949746101 784 18350 SH SOLE M 18350 0 0 WELLS FARGO & COMPANY COMMON 949746101 167 3900 SH SOLE S 3900 0 0 WELLS FARGO & COMPANY COMMON 949746101 6 150 SH SOLE T 150 0 0 WELLS FARGO & COMPANY COMMON 949746101 3 75 SH SOLE V 75 0 0 WESTON ROY F INC CL A 961137106 317 105700 SH SOLE M 105700 0 0 WESTON ROY F INC CL A 961137106 1323 441000 SH SOLE S 441000 0 0 WESTWOOD ONE INC COMMON 961815107 12980 363700 SH SOLE F 363700 0 0 WESTWOOD ONE INC COMMON 961815107 17134 480102 SH SOLE M 480102 0 0 WESTWOOD ONE INC COMMON 961815107 1966 55100 SH SOLE S 55100 0 0 WEYERHAEUSER CO COMMON 962166104 141 2048 SH SOLE F 2048 0 0 WEYERHAEUSER CO COMMON 962166104 351 5100 SH SOLE M 5100 0 0 WEYERHAEUSER CO COMMON 962166104 7 100 SH SOLE S 100 0 0 WHITEHALL JEWELLERS INC COMMON 965063100 112 4200 SH SOLE S 4200 0 0 WHITTMAN-HART INC 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G56462149 6612 131250 SH SOLE F 131250 0 0 LORAL SPACE & COMMUNICTN CVT PFD 6.0% $3. G56462149 20032 397650 SH SOLE M 397650 0 0 RSL COMMUNICATIONS LTD CL A PAR 0.01 G7702U102 1931 100000 SH SOLE F 100000 0 0 SANTA FE INTL CORP ORD G7805C108 23 1000 SH SOLE S 1000 0 0 HILFIGER TOMMY CORP COMMON G8915Z102 8058 110000 SH SOLE F 110000 0 0 BACKWEB TECHNOLOGIES LTD ORD M15633106 323 11800 SH SOLE F 11800 0 0 61 BACKWEB TECHNOLOGIES LTD ORD M15633106 3668 134000 SH SOLE M 134000 0 0 BACKWEB TECHNOLOGIES LTD ORD M15633106 175 6400 SH SOLE S 6400 0 0 GALILEO TECHNOLOGY LTD ORD M47298100 1871 41300 SH SOLE M 41300 0 0 GALILEO TECHNOLOGY LTD ORD M47298100 1328 29300 SH SOLE S 29300 0 0 GILAT SATELLITE NETWKS ORD $0.01 M51474100 3150 60000 SH SOLE F 60000 0 0 ARCADIS N V ORD N0605M105 1656 200688 SH SOLE S 200688 0 0 ASM LITHOGRAPHY HLDG N V ADR N07059111 1300 21892 SH SOLE M 21892 0 0 PANAMERICAN BEVERAGES CL A P74823108 371 15569 SH SOLE M 15569 0 0 ASE TEST LTD ORD Y02516105 506 23546 SH SOLE F 23546 0 0 ASE TEST LTD ORD Y02516105 280 13010 SH SOLE M 13010 0 0 ASE TEST LTD ORD Y02516105 546 25404 SH SOLE S 25404 0 0 PACIFIC INTERNET LTD ORD Y66183107 1895 40000 SH SOLE F 40000 0 0 15602889 1205219166 1202388045 2831121
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