<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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: OppenheimerFunds, Inc.
Address: 6803 S. Tucson Way
Englewood, CO 80112-3924
Form 13F File Number: 28-203
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: Mark Corns
Title: Compliance Manager
Phone: (303) 768-2449
Signature, Place, and Date of Signing:
Mark Corns Englewood, CO November 9, 1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager (s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager (s).)
List of Other Managers Reporting for this Manager: None
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<TABLE>
<S> <C> <C> <C> <C> <C> <C>
A CONSULTING TEAM INC COMMON STOCK 000881102 950 200000 SOLE 200000
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 7046 168000 SOLE 168000
ACT MANUFACTURING COMMON STOCK 000973107 218 8700 SOLE 8700
AFLAC CORP. COMMON STOCK 001055102 90417 2159200 SOLE 2159200
AHL SERVICES INC COMMON STOCK 001296102 4551 174600 SOLE 174600
AES CORPORATION COMMON STOCK 00130H105 12 200 SOLE 200
AES CORP CONVERTIBLE BOND 00130HAN5 8943 7000000 SOLE 7000000
AK STEEL HOLDING CORP. COMMON STOCK 001547108 6116 574350 SOLE 574350
AMFM, INC. COMMON STOCK 001693100 194496 3195000 SOLE 3195000
AMR CORPORATION - DEL COMMON STOCK 001765106 68940 1264950 SOLE 1264950
AMERICAN TELE & TELE COMMON STOCK 001957109 312913 7193408 SOLE 7193408
AT&T CORP - LIB MEDIA -A COMMON STOCK 001957208 7314 197000 SOLE 197000
ATMI INC COMMON STOCK 00207R101 23007 616600 SOLE 616600
AVX CORP COMMON STOCK 002444107 8258 235100 SOLE 235100
AXA FINANCIAL, INC. COMMON STOCK 002451102 107908 1933400 SOLE 1933400
ABBOTT LABORATORIES COMMON STOCK 002824100 105359 2866900 SOLE 2866900
ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 143186 4203624 SOLE 4203624
ABOUT.COM INC COMMON STOCK 003736105 4096 72500 SOLE 72500
ACCLAIM ENTERTAINMENT COMMON STOCK 004325205 1898 250000 SOLE 250000
ACCRUE SOFTWARE INC COMMON STOCK 00437W102 2318 103000 SOLE 103000
ACTIVISION INC COMMON STOCK 004930202 3754 213000 SOLE 213000
ACTION PERFORMANCE COMMON STOCK 004933107 135 6400 SOLE 6400
ACTIVE SOFTWARE INC COMMON STOCK 00504E100 3471 145000 SOLE 145000
ACTUATE CORPORATION COMMON STOCK 00508B102 298 8800 SOLE 8800
ACUSON CORP COMMON STOCK 005113105 4762 373500 SOLE 373500
ACXIOM CORPORATION COMMON STOCK 005125109 1284 65300 SOLE 65300
ADAPTEC INC. COMMON STOCK 00651F108 21193 534000 SOLE 534000
ADAPTEC INC CONVERTIBLE BOND 00651FAC2 11715 12000000 SOLE 12000000
ADELPHIA COMM CL A COMMON STOCK 006848105 8845 150400 SOLE 150400
ADELPHIA COMM 5.50 NVT CV PREFERRED STOCK 006848402 11973 67500 SOLE 67500
ADOBE SYSTEMS INC. COMMON STOCK 00724F101 18841 166000 SOLE 166000
ADVANCE PARADIGM INC COMMON STOCK 007491103 4829 88200 SOLE 88200
ADVANCED DIGITAL INFO COMMON STOCK 007525108 250 9000 SOLE 9000
ADVANCDED MARKETING SVCS COMMON STOCK 00753T105 119 6000 SOLE 6000
ADVANCED FIBRER COMM COMMON STOCK 00754A105 6675 300000 SOLE 300000
ADVO INC. COMMON STOCK 007585102 2393 120000 SOLE 120000
AEGON NV ADR COMMON STOCK 007924103 553 6390 SOLE 6390
ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 3415 110600 SOLE 110600
ADVENT SOFTWARE INC COMMON STOCK 007974108 13368 214750 SOLE 214750
AETNA INC COMMON STOCK 008117103 43202 877200 SOLE 877200
AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 8125 200000 SOLE 200000
AFFILIATED COMP CONV 144A CONVERTIBLE BOND 008190AC4 5694 5000000 SOLE 5000000
AFFYMETRIX, INC. COMMON STOCK 00826T108 86645 880200 SOLE 880200
AGILE SOFTWARE CORP COMMON STOCK 00846X105 1338 20900 SOLE 20900
AGRIBRANDS INTL INC COMMON STOCK 00849R105 9695 195360 SOLE 195360
AIR EXPRESS INTL CP COMMON STOCK 009104100 12356 544600 SOLE 544600
AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 29 1000 SOLE 1000
ALASKA AIRGROUP COMMON STOCK 011659109 29954 736200 SOLE 736200
ALBANY INTL CORP - CL A COMMON STOCK 012348108 3406 225178 SOLE 225178
ALBERTO-CULVER CO CL B COMMON STOCK 013068101 1179 51000 SOLE 51000
ALBERTSON'S INC COMMON STOCK 013104104 79167 2001050 SOLE 2001050
ALCOA INC COMMON STOCK 013817101 32173 518400 SOLE 518400
ALCATEL ALSTHOM ADR COMMON STOCK 013904305 16789 605000 SOLE 605000
ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 377 15800 SOLE 15800
ALLAIRE CORP COMMON STOCK 016714107 3024 54000 SOLE 54000
ALLEGHENY ENERGY INC COMMON STOCK 017361106 45225 1421600 SOLE 1421600
ALLEGHENY TELEDYNE INC COMMON STOCK 017415100 3 200 SOLE 200
ALLERGAN INCORPORATED COMMON STOCK 018490102 22671 206100 SOLE 206100
ALLIEDSIGNAL INC COMMON STOCK 019512102 170163 2839000 SOLE 2839000
ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 13704 1172500 SOLE 1172500
ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 34352 721300 SOLE 721300
ALLSTATE CORPORATION COMMON STOCK 020002101 42668 1711004 SOLE 1711004
ALLTEL CORP COMMON STOCK 020039103 109419 1554800 SOLE 1554800
ALPHA INDUSTRIES INC COMMON STOCK 020753109 7897 140000 SOLE 140000
ALPHARMA INC - CL A COMMON STOCK 020813101 7200 203900 SOLE 203900
ALTERRA HEALTHCARE CORP COMMON STOCK 02146C104 2086 235000 SOLE 235000
ALZA CORP CONV CONVERTIBLE BOND 022615AD0 7230 6000000 SOLE 6000000
AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 26805 565800 SOLE 565800
AMCOL INT'L CORP COMMON STOCK 02341W103 4323 293100 SOLE 293100
AMERADA HESS CORP. COMMON STOCK 023551104 34913 570000 SOLE 570000
AMERICA ONLINE INC. COMMON STOCK 02364J104 38085 366200 SOLE 366200
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 22548 465500 SOLE 465500
AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 107458 798200 SOLE 798200
AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 216 11900 SOLE 11900
AMERICAN GENERAL COMMON STOCK 026351106 94029 1488100 SOLE 1488100
AMER GEN MIPS 6.0 NVT CV PREFERRED STOCK 02637G200 6000 75000 SOLE 75000
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 259648 6256580 SOLE 6256580
AMERICAN INTERNATIONAL GP COMMON STOCK 026874107 175338 2016832 SOLE 2016832
AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 3405 523900 SOLE 523900
AMERICAN POWER CONVERSION COMMON STOCK 029066107 80 4200 SOLE 4200
AMERICAN STANDARD COS INC COMMON STOCK 029712106 43943 1145100 SOLE 1145100
AMERICAN TOWER CORP 144A CONVERTIBLE BOND 029912AC6 0 0 SOLE 0
AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 8473 357700 SOLE 357700
AMERITRADE HLDG CORP 144A CONVERTIBLE BOND 03072HAA7 2209 3000000 SOLE 3000000
AMERITECH CORP COMMON STOCK 030954101 320928 4776600 SOLE 4776600
AMGEN INCORPORATED COMMON STOCK 031162100 446885 5483250 SOLE 5483250
AMKOR TECHNOLOGY INC COMMON STOCK 031652100 3225 200000 SOLE 200000
ANADARKO PETROLEM COMMON STOCK 032511107 4832 158100 SOLE 158100
ANADIGICS INC COMMON STOCK 032515108 211 7500 SOLE 7500
ANALOG DEVICES INC. COMMON STOCK 032654105 73887 1441700 SOLE 1441700
ANALYSTS INTL CORP COMMON STOCK 032681108 1361 131200 SOLE 131200
ANAREN MICROWAVE INC COMMON STOCK 032744104 294 10400 SOLE 10400
ANCHOR GAMING COMMON STOCK 033037102 1874 31500 SOLE 31500
ANDRX CORP COMMON STOCK 034551101 9974 170400 SOLE 170400
ANGLOGOLD LTD- SPON ADR COMMON STOCK 035128206 1509 48000 SOLE 48000
ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 162237 2315600 SOLE 2315600
ANIXTER INTL INC COMMON STOCK 035290105 558 24000 SOLE 24000
ANNTAYLOR STORES INC. COMMON STOCK 036115103 21259 520100 SOLE 520100
ANTEC CORPORATION COMMON STOCK 03664P105 18248 343500 SOLE 343500
ANTHRACITE CAPITAL INC COMMON STOCK 037023108 6975 1014600 SOLE 1014600
APACHE CORPORATION COMMON STOCK 037411105 8542 197800 SOLE 197800
APPLE COMPUTER INC COMMON STOCK 037833100 87072 1375300 SOLE 1375300
APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 246 7300 SOLE 7300
APPLIED POWER CL A COMMON STOCK 038225108 6379 210000 SOLE 210000
APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 650 11400 SOLE 11400
APPNET INC COMMON STOCK 03831Q101 3011 110000 SOLE 110000
ARCH CHEMICALS INC COMMON STOCK 03937R102 147 9100 SOLE 9100
ARCHSTONE COMM TRUST COMMON STOCK 039581103 10970 568000 SOLE 568000
ARDENT SOFTWARE INC COMMON STOCK 039794102 1772 65800 SOLE 65800
ARGOSY EDUCATION GRP CL A COMMON STOCK 040222101 1950 400000 SOLE 400000
ARMCO, INC. COMMON STOCK 042170100 10500 1500000 SOLE 1500000
AK STEEL HOLDING PREFERRED STOCK 042170407 10300 200000 SOLE 200000
ARMOR HOLDINGS INC COMMON STOCK 042260109 2719 250000 SOLE 250000
ARROW ELECTRONICS INC COMMON STOCK 042735100 2820 160000 SOLE 160000
ARTHROCARE CORP COMMON STOCK 043136100 492 9000 SOLE 9000
ARVIN INDUSTRIES COMMON STOCK 043339100 11865 383500 SOLE 383500
ASHANTI GOLDFIELDS GDR COMMON STOCK 043743202 2726 346120 SOLE 346120
ASHLAND INC COMMON STOCK 044204105 1695 50400 SOLE 50400
ASPECT DEVELOPMENT INC COMMON STOCK 045234101 4430 175000 SOLE 175000
ASPECT TELECOMMUNICATIONS COMMON STOCK 045237104 2970 175000 SOLE 175000
ASPECT TELECOMM CONVERTIBLE BOND 045237AE4 4528 17500000 SOLE 17500000
AT HOME CORP COMMON STOCK 045919107 20607 497308 SOLE 497308
AT HOME CORP CONVERTIBLE BOND 045919AC1 1931 3000000 SOLE 3000000
ASSOCIATES FIRST CAP COMMON STOCK 046008108 33475 929850 SOLE 929850
ASTEC INDUSTRIES INC. COMMON STOCK 046224101 157 6500 SOLE 6500
ASTROPOWER COMMON STOCK 04644A101 2400 200000 SOLE 200000
ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 3567 108100 SOLE 108100
ATLANTIC RICHFIELD CORP COMMON STOCK 048825103 35627 402000 SOLE 402000
ATMEL CORP COMMON STOCK 049513104 25698 760000 SOLE 760000
ATMEL CORP 144A CONVERTIBLE BOND 049513AB0 3188 6000000 SOLE 6000000
AURORA BIOSCIENCES CORP COMMON STOCK 051920106 2725 200000 SOLE 200000
AUTODESK INC. COMMON STOCK 052769106 35 1600 SOLE 1600
AUTOMATIC DATA PROC COMMON STOCK 053015103 88331 1979400 SOLE 1979400
AUTONATION INC. COMMON STOCK 05329W102 32757 2607500 SOLE 2607500
AUTOZONE INC. COMMON STOCK 053332102 20093 716000 SOLE 716000
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 13778 406732 SOLE 406732
AVERY-DENNISON CORP COMMON STOCK 053611109 121314 2299800 SOLE 2299800
AVIS RENT A CAR COMMON STOCK 053790101 16126 772500 SOLE 772500
AVNET INCORPORATED COMMON STOCK 053807103 8950 213100 SOLE 213100
AVON PRODUCTS INC COMMON STOCK 054303102 38038 1533000 SOLE 1533000
AWARE INC/MASS COMMON STOCK 05453N100 0 0 SOLE 0
BB&T CORPORATION COMMON STOCK 054937107 26243 810600 SOLE 810600
THE BISYS GROUP INC COMMON STOCK 055472104 8546 182200 SOLE 182200
BJ SERVICES CO COMMON STOCK 055482103 1829 57500 SOLE 57500
BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 8981 303800 SOLE 303800
BMC INDUSTRIES INC. COMMON STOCK 055607105 8695 706200 SOLE 706200
BP AMOCO PLC - ADR COMMON STOCK 055622104 55443 500330 SOLE 500330
BMC SOFTWARE INC. COMMON STOCK 055921100 102420 1431200 SOLE 1431200
BALANCE BAR COMPANY COMMON STOCK 057623100 2100 300000 SOLE 300000
BALDOR ELECTRIC COMMON STOCK 057741100 4636 244800 SOLE 244800
BALL CORP COMMON STOCK 058498106 14166 321500 SOLE 321500
BALLY TOTAL FITNESS HLDGS COMMON STOCK 05873K108 9178 300300 SOLE 300300
BANCO BHIF COMMON STOCK 05946H108 988 73500 SOLE 73500
BANDAG INC COMMON STOCK 059815100 4042 126300 SOLE 126300
BANK OF AMERICA CORP. COMMON STOCK 060505104 159377 2861987 SOLE 2861987
BANK OF N Y CO COMMON STOCK 064057102 30094 900000 SOLE 900000
BANK ONE CORP COMMON STOCK 06423A103 66039 1897000 SOLE 1897000
BANK UNITED CORP -CL A COMMON STOCK 065412108 2554 78900 SOLE 78900
BANKBOSTON CORP. COMMON STOCK 06605R106 94839 2186500 SOLE 2186500
C R BARD, INCORPORATED COMMON STOCK 067383109 37278 792100 SOLE 792100
BARNESANDNOBLE.COM INC COMMON STOCK 067846105 1808 93600 SOLE 93600
BARRICK GOLD CORP COMMON STOCK 067901108 6351 292000 SOLE 292000
BASIN EXPLORATION INC. COMMON STOCK 070107107 154 6400 SOLE 6400
BATTLE MT GLD 6.5 NVT CV PREFERRED STOCK 071593305 1187 33900 SOLE 33900
BAUSCH & LOMB INC COMMON STOCK 071707103 13188 200000 SOLE 200000
BAXTER INTERNATIONAL COMMON STOCK 071813109 26510 440000 SOLE 440000
BE AEROSPACE INC COMMON STOCK 073302101 1349 113000 SOLE 113000
BEA SYSTEMS INC 144A CONVERTIBLE BOND 073325AA0 4309 3000000 SOLE 3000000
BECTON DICKINSON & COMPAN COMMON STOCK 075887109 23051 821400 SOLE 821400
BED BATH & BEYOND INC. COMMON STOCK 075896100 45279 1296000 SOLE 1296000
BELL ATLANTIC CORPORATION COMMON STOCK 077853109 396020 5883300 SOLE 5883300
BELLSOUTH CORPORATION COMMON STOCK 079860102 358376 7963900 SOLE 7963900
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 5449 154300 SOLE 154300
BERKSHIRE HATHAWAY- A COMMON STOCK 084670108 30030 546 SOLE 546
BEST BUY COMPANY INC. COMMON STOCK 086516101 273205 4402100 SOLE 4402100
BINDVIEW DEVELOPMENT CORP COMMON STOCK 090327107 7493 380600 SOLE 380600
BIOGEN INC. COMMON STOCK 090597105 239637 3040600 SOLE 3040600
BIOMET INC. COMMON STOCK 090613100 8120 308600 SOLE 308600
BLACK & DECKER CORPORATIO COMMON STOCK 091797100 23 500 SOLE 500
BLANCH E W/HOLDINGS INC COMMON STOCK 093210102 3621 55600 SOLE 55600
H & R BLOCK INCORPORATED COMMON STOCK 093671105 50700 1167200 SOLE 1167200
BLOCKBUSTER INC- CL A COMMON STOCK 093679108 956 75000 SOLE 75000
BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 216 7700 SOLE 7700
BOEING CO. COMMON STOCK 097023105 184792 4335300 SOLE 4335300
BOISE CASCADE CORP COMMON STOCK 097383103 7288 200000 SOLE 200000
BORDERS GROUP COMMON STOCK 099709107 2644 180000 SOLE 180000
BOSTON PROPERTIES COMMON STOCK 101121101 34217 1115000 SOLE 1115000
BRADY CORP - CL A COMMON STOCK 104674106 304 9500 SOLE 9500
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 2616 161000 SOLE 161000
BRAUN CONSULTING COMMON STOCK 105651103 6607 397400 SOLE 397400
BRAUNS FASHIONS CORP COMMON STOCK 105658108 91 5000 SOLE 5000
BRIGGS & STRATTON CORP COMMON STOCK 109043109 22743 389600 SOLE 389600
BRINKER INTL INC. COMMON STOCK 109641100 45765 1687200 SOLE 1687200
BRIO TECHNOLOGY INC COMMON STOCK 109704106 4673 210000 SOLE 210000
BRISTOL-MYERS COMMON STOCK 110122108 330521 4896600 SOLE 4896600
BROADCOM CORP COMMON STOCK 111320107 1690 15500 SOLE 15500
BROADVISION INC COMMON STOCK 111412102 466 3500 SOLE 3500
BROCADE COMM SYSTEMS COMMON STOCK 111621108 6678 31800 SOLE 31800
BROWN-FORMAN CORP COMMON STOCK 115637209 1915 30700 SOLE 30700
TOM BROWN INC COMMON STOCK 115660201 207 14000 SOLE 14000
BROWN SHOE COMPANY INC COMMON STOCK 115736100 440 24000 SOLE 24000
BRUNSWICK CORPORATION COMMON STOCK 117043109 29390 1181500 SOLE 1181500
BRUSH WELLMAN COMMON STOCK 117421107 1539 104800 SOLE 104800
BUCA INC COMMON STOCK 117769109 3419 263000 SOLE 263000
BUDGET GROUP INC COMMON STOCK 119003101 9045 1280750 SOLE 1280750
BURLINGTON INDS INC COMMON STOCK 121693105 2574 580000 SOLE 580000
BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 23554 856500 SOLE 856500
BURLINGTON RESOURCES INC. COMMON STOCK 122014103 5795 157700 SOLE 157700
BURR-BROWN CORP COMMON STOCK 122574106 356 9000 SOLE 9000
CBRL GROUP INC. COMMON STOCK 12489V106 2953 190500 SOLE 190500
CBS CORPORATION COMMON STOCK 12490K107 91834 1985600 SOLE 1985600
CDI CORP COMMON STOCK 125071100 3892 142500 SOLE 142500
CD RADIO INC COMMON STOCK 125127100 2550 100000 SOLE 100000
CEC ENTERTAINMENT INC COMMON STOCK 125137109 5962 166200 SOLE 166200
CIGNA CORP COMMON STOCK 125509109 89634 1152850 SOLE 1152850
C.I.T. GROUP COMMON STOCK 125577106 9381 456200 SOLE 456200
CSK AUTO CORP COMMON STOCK 125965103 23073 1057800 SOLE 1057800
CNF TRANSPORTATION INC COMMON STOCK 12612W104 9737 261400 SOLE 261400
CSG SYSTEMS INTL INC COMMON STOCK 126349109 41 1500 SOLE 1500
CTS CORP COMMON STOCK 126501105 782 13600 SOLE 13600
CUNO INC. COMMON STOCK 126583103 1988 100000 SOLE 100000
CVS CORP COMMON STOCK 126650100 171057 4191300 SOLE 4191300
CABLEVISION SYSTEMS CL A COMMON STOCK 12686C109 509 7000 SOLE 7000
CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 9327 540700 SOLE 540700
CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 101554 7664300 SOLE 7664300
CALLAWAY GOLF CO. COMMON STOCK 131193104 11761 965000 SOLE 965000
CALPINE CORP COMMON STOCK 131347106 12402 145800 SOLE 145800
CAMBREX CORP COMMON STOCK 132011107 8357 316100 SOLE 316100
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 3290 122400 SOLE 122400
CANADIAN 88 ENERGY CORP COMMON STOCK 13566G509 15 7000 SOLE 7000
CANADIAN PACIFIC LTD NEW COMMON STOCK 135923100 69270 3036500 SOLE 3036500
CANANDAIGUA WINE CO CL A COMMON STOCK 137219200 3585 60000 SOLE 60000
CAPITAL ONE FINANCIAL CP COMMON STOCK 14040H105 16988 435600 SOLE 435600
CARDINAL HEALTH INC COMMON STOCK 14149Y108 90170 1654489 SOLE 1654489
CAREER EDUCATION CORP COMMON STOCK 141665109 4186 144800 SOLE 144800
CARLISLE COS INC COMMON STOCK 142339100 1947 49300 SOLE 49300
CARNIVAL CORP CL A COMMON STOCK 143658102 105488 2425000 SOLE 2425000
CAROLINA PWR & LIGHT COMMON STOCK 144141108 10209 288600 SOLE 288600
CARPENTER TECHNOLOGY COMMON STOCK 144285103 270 11000 SOLE 11000
CARRAMERICA REALTY GROUP COMMON STOCK 144418100 2698 123000 SOLE 123000
CARRIER ACCESS CORP COMMON STOCK 144460102 518 12400 SOLE 12400
CASE CORP COMMON STOCK 14743R103 373 7485 SOLE 7485
CASELLA WASTE INC A COMMON STOCK 147448104 155 9300 SOLE 9300
CATALINA MARKETING CORP COMMON STOCK 148867104 5555 65500 SOLE 65500
CATALYTICA INC. COMMON STOCK 148885106 264 17600 SOLE 17600
CATAPULT COMMUNICATIONS COMMON STOCK 149016107 2325 150000 SOLE 150000
CATERPILLAR INC COMMON STOCK 149123101 129549 2363500 SOLE 2363500
CELL GENESYS INC. COMMON STOCK 150921104 1969 250000 SOLE 250000
CELESTIAL SEASONINGS INC COMMON STOCK 151016102 3465 180000 SOLE 180000
CELGENE CORPORATION COMMON STOCK 151020104 2706 100000 SOLE 100000
CENTEX CORP COMMON STOCK 152312104 22113 748000 SOLE 748000
CENTEX CONSTRUCTION INC COMMON STOCK 15231R109 9166 246900 SOLE 246900
JOHNSON & JOHNSON COMMON STOCK 152342101 7262 124000 SOLE 124000
JOHNSON & JOHNSON CV CONVERTIBLE BOND 152342AE1 7890 6000000 SOLE 6000000
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 13034 617000 SOLE 617000
CENTRAL GARDEN & PET CO COMMON STOCK 153527106 0 0 SOLE 0
CENTRAL NEWSPAPERS - CL A COMMON STOCK 154647101 12447 279700 SOLE 279700
CENTURYTEL INC. COMMON STOCK 156700106 23359 575000 SOLE 575000
CERIDIAN CORP COMMON STOCK 15677T106 14925 600000 SOLE 600000
CHAMPION ENTERPRISES INC COMMON STOCK 158496109 3708 412000 SOLE 412000
CHAMPION INTL CORP COMMON STOCK 158525105 42025 818000 SOLE 818000
CHAMPIONSHIP AUTO RACING COMMON STOCK 158711101 2600 100000 SOLE 100000
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 14933 645750 SOLE 645750
CHARMING SHOPPES COMMON STOCK 161133103 272 53000 SOLE 53000
CHARTWELL RE CORPORATION COMMON STOCK 16139W109 3302 228700 SOLE 228700
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 312908 4151350 SOLE 4151350
CHASTAIN CAPITAL CORP COMMON STOCK 161697107 2206 318000 SOLE 318000
CHEAP TICKETS INC COMMON STOCK 162672109 6530 201700 SOLE 201700
CHECKPOINT SYSTEMS CONVERTIBLE BOND 162825AB9 1645 2200000 SOLE 2200000
CHELSA GCA REALTY COMMON STOCK 163262108 3068 97000 SOLE 97000
CHEMFIRST INC COMMON STOCK 16361A106 191 7000 SOLE 7000
CHESAPEAKE 7.0 NVT CV PREFERRED STOCK 165167305 9562 289750 SOLE 289750
CHEVRON CORPORATION COMMON STOCK 166751107 115970 1306700 SOLE 1306700
CHIEFTAIN INTL INC COMMON STOCK 16867C101 24894 1310200 SOLE 1310200
CHILDREN'S PLACE COMMON STOCK 168905107 107 4000 SOLE 4000
CHIQUITA 7.5 NVT CV SR B PREFERRED STOCK 170032502 5735 185000 SOLE 185000
CHIRON CORP 144A CONVERTIBLE BOND 170040AB5 4200 4000000 SOLE 4000000
CHOICEPOINT INC COMMON STOCK 170388102 10888 161600 SOLE 161600
CHUBB CORPORATION COMMON STOCK 171232101 10461 210000 SOLE 210000
CHURCH & DWIGHT INC COMMON STOCK 171340102 600 24000 SOLE 24000
CIENA CORP COMMON STOCK 171779101 29908 819400 SOLE 819400
CINAR CORP CLASS B COMMON STOCK 171905300 24548 811500 SOLE 811500
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 10310 274700 SOLE 274700
CIRCUIT CITY STORES- CIR COMMON STOCK 172737108 68386 1621000 SOLE 1621000
CIRRUS LOGIC INC 144A CONVERTIBLE BOND 172755AA8 8099 11000000 SOLE 11000000
CIRRUS LOGIC INC CONVERTIBLE BOND 172755AC4 2945 4000000 SOLE 4000000
CISCO COMMON STOCK 17275R102 673709 9826200 SOLE 9826200
CITADEL COMMUNICATIONS COMMON STOCK 172853202 273 8000 SOLE 8000
CITIGROUP INC. COMMON STOCK 172967101 572847 13019247 SOLE 13019247
CITRIX SYSTEMS COMMON STOCK 177376100 72814 1175600 SOLE 1175600
CITRIX SYSTEMS CONVERTIBLE BOND 177376AB6 4850 10000000 SOLE 10000000
CLARENT CORP COMMON STOCK 180461105 8899 174700 SOLE 174700
CLAYTON HOMES INC. COMMON STOCK 184190106 78 9000 SOLE 9000
CLEAR CHANNEL COMM. COMMON STOCK 184502102 3750 46950 SOLE 46950
COASTAL CORP COMMON STOCK 190441105 58377 1426000 SOLE 1426000
COCA-COLA COMPANY COMMON STOCK 191216100 72 1500 SOLE 1500
COCA-COLA ENTERPRISES COMMON STOCK 191219104 2365 104800 SOLE 104800
COEUR D'ALENE CONVERTIBLE BOND 192108AG3 2260 3735000 SOLE 3735000
COFLEXIP SPONSORED ADR COMMON STOCK 192384105 27392 573650 SOLE 573650
COGNEX CORPORATION COMMON STOCK 192422103 2140 70900 SOLE 70900
COHERENT INC. COMMON STOCK 192479103 46522 2085000 SOLE 2085000
COINSTAR INC COMMON STOCK 19259P300 355 35700 SOLE 35700
KENNETH COLE PROD-A COMMON STOCK 193294105 1652 44200 SOLE 44200
COLORADO MEDTECH INC COMMON STOCK 19652U104 2166 150000 SOLE 150000
COMAIR HOLDINGS INC. COMMON STOCK 199789108 3892 233250 SOLE 233250
COMCAST CORP CL A SPCL COMMON STOCK 200300200 147697 3704000 SOLE 3704000
COMMERCE ONE INC COMMON STOCK 200693109 5335 54600 SOLE 54600
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 7114 362500 SOLE 362500
COMMERCIAL METALS CO COMMON STOCK 201723103 279 9700 SOLE 9700
COMMONWEALTH TELEPHONE COMMON STOCK 203349105 471 10700 SOLE 10700
COMMSCOPE INC COMMON STOCK 203372107 9025 277700 SOLE 277700
BRASIL DIS PAO ACU - ADR COMMON STOCK 20440T201 277 14000 SOLE 14000
CIA PARANENSE ENER SP ADR COMMON STOCK 20441B407 5544 844800 SOLE 844800
COMP MINAS BUENAVENTURA COMMON STOCK 204448104 2078 120000 SOLE 120000
COMPAQ COMPUTER CORP. COMMON STOCK 204493100 98874 4310600 SOLE 4310600
COMPASS BANCSHARES INC COMMON STOCK 20449H109 2250 90000 SOLE 90000
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 429013 7004300 SOLE 7004300
COMPUTER SCIENCES CORP COMMON STOCK 205363104 134 1900 SOLE 1900
COMPUWARE CORP COMMON STOCK 205638109 114774 4403800 SOLE 4403800
COMSTOCK RESOURCES INC COMMON STOCK 205768203 722 175000 SOLE 175000
COMVERSE TECHNOLOGY INC. COMMON STOCK 205862402 9544 101200 SOLE 101200
COMVERSE TECH CONVERTIBLE BOND 205862AG0 6799 3000000 SOLE 3000000
CONAGRA INC. COMMON STOCK 205887102 5390 238900 SOLE 238900
COM21 INC COMMON STOCK 205937105 1690 130000 SOLE 130000
CONCORD COMMUN INC COMMON STOCK 206186108 2087 52500 SOLE 52500
CONECTIV INC COMMON STOCK 206829103 9465 482300 SOLE 482300
CONEXANT SYSTEMS WI COMMON STOCK 207142100 15229 209600 SOLE 209600
CONEXANT SYSTEMS INC 144A CONVERTIBLE BOND 207142AA8 5138 3000000 SOLE 3000000
CONOCO INC CL A COMMON STOCK 208251306 10942 394300 SOLE 394300
CONOCO INC - CL B WI COMMON STOCK 208251405 76528 2795533 SOLE 2795533
CONSECO INC COMMON STOCK 208464107 28398 1470429 SOLE 1470429
CONSOLIDATED EDISON INC COMMON STOCK 209115104 21846 526400 SOLE 526400
CONSOLIDATED STORES CORP COMMON STOCK 210149100 24 1100 SOLE 1100
CONTINENTAL AIRLINES CL B COMMON STOCK 210795308 46283 1413236 SOLE 1413236
CONVERGENT COMMUNICATIONS COMMON STOCK 211914403 1211 116700 SOLE 116700
COOPER CAMERON CORP COMMON STOCK 216640102 2341 62000 SOLE 62000
COOPER INDUSTRIES INC COMMON STOCK 216669101 30740 657533 SOLE 657533
COOPER TIRE & RUBBER COMMON STOCK 216831107 10233 580600 SOLE 580600
COORS (ADOLPH) - CL B COMMON STOCK 217016104 28589 528200 SOLE 528200
COPPER MOUNTAIN NETWORKS COMMON STOCK 217510106 1954 22300 SOLE 22300
CORDANT TECHNOLOGIES COMMON STOCK 218412104 3412 112100 SOLE 112100
CORINTHIAN SCHOOLS INC COMMON STOCK 218868107 4719 250000 SOLE 250000
CORN PRODUCTS INTL INC COMMON STOCK 219023108 7077 232500 SOLE 232500
CORNELL CORRECTIONS INC COMMON STOCK 219141108 3236 197600 SOLE 197600
CORNERSTONE PROPERTIES COMMON STOCK 21922H103 10969 719300 SOLE 719300
CORNING INC. COMMON STOCK 219350105 22283 325000 SOLE 325000
CORPORATE EXECUTIVE BOARD COMMON STOCK 21988R102 14446 354500 SOLE 354500
CORVEL CORP COMMON STOCK 221006109 5799 263600 SOLE 263600
COST PLUS INC COMMON STOCK 221485105 4996 103000 SOLE 103000
COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 9871 137100 SOLE 137100
COSTCO COMPANIES INC CONV CONVERTIBLE BOND 22160QAC6 6073 7000000 SOLE 7000000
COUNTRY WIDE CR IND INC COMMON STOCK 222372104 32885 1019700 SOLE 1019700
COX COMMUNICATIONS INC.A COMMON STOCK 224044107 18917 453100 SOLE 453100
CREDENCE SYSTEMS CORP COMMON STOCK 225302108 12116 270000 SOLE 270000
CREDITRUST CORP COMMON STOCK 225429109 6902 307600 SOLE 307600
CREE RESEARCH INC COMMON STOCK 225447101 299 8800 SOLE 8800
CREO PRODUCTS INC WI COMMON STOCK 225606102 4922 200400 SOLE 200400
CRIIMI MAE 10.875 NVT CV PREFERRED STOCK 226603207 6150 337000 SOLE 337000
CROWN CASTLE INTL CORP COMMON STOCK 228227104 374 20000 SOLE 20000
CUBIST PHARMACEUTICALS COMMON STOCK 229678107 1713 200000 SOLE 200000
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 163 6500 SOLE 6500
CUMMINS ENGINE COMPANY COMMON STOCK 231021106 4503 90400 SOLE 90400
CUMULUS MEDIA INC - CL A COMMON STOCK 231082108 9597 293600 SOLE 293600
CURAGEN CORP COMMON STOCK 23126R101 961 72500 SOLE 72500
CYBERSOURCE CORP COMMON STOCK 23251J106 3143 56750 SOLE 56750
CYBERONICS COMMON STOCK 23251P102 2413 135000 SOLE 135000
CYMER INC COMMON STOCK 232572107 343 9900 SOLE 9900
CYPRESS SEMICONDUCTOR INC COMMON STOCK 232806109 8217 382200 SOLE 382200
DII GROUP INC COMMON STOCK 232949107 2639 75000 SOLE 75000
DQE INC COMMON STOCK 23329J104 12970 331500 SOLE 331500
DST SYSTEMS INC. COMMON STOCK 233326107 6006 105600 SOLE 105600
DSP GROUP COMMON STOCK 23332B106 5798 145400 SOLE 145400
DTE ENERGY CO COMMON STOCK 233331107 6687 185100 SOLE 185100
DANA CORP COMMON STOCK 235811106 5235 141000 SOLE 141000
DANKA BUSINESS SYS ADR COMMON STOCK 236277109 662 65000 SOLE 65000
DANKA BUSINESS SYSTEMS CONVERTIBLE BOND 236277AB5 2720 3550000 SOLE 3550000
DARDEN RESTAURANTS INC COMMON STOCK 237194105 15537 794200 SOLE 794200
DATASCOPE CORP COMMON STOCK 238113104 636 18100 SOLE 18100
DAVID'S BRIDAL INC COMMON STOCK 238576102 3361 451900 SOLE 451900
DAYTON-HUDSON CORPORATION COMMON STOCK 239753106 14445 240500 SOLE 240500
DE BEERS CONS MINES LTD COMMON STOCK 240253302 4536 168000 SOLE 168000
DEERE & COMPANY COMMON STOCK 244199105 2128 55000 SOLE 55000
DEL MONTE FOODS CO COMMON STOCK 24522P103 25018 1771200 SOLE 1771200
DELL COMPUTER CORP. COMMON STOCK 247025109 77299 1848700 SOLE 1848700
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 15655 974631 SOLE 974631
DELTA AIR LINES INC COMMON STOCK 247361108 50823 1047900 SOLE 1047900
DELUXE CORPORATION COMMON STOCK 248019101 38709 1138500 SOLE 1138500
DENDRITE INT'L INC COMMON STOCK 248239105 1177 24900 SOLE 24900
DENTSPLY INTL INC COMMON STOCK 249030107 7940 349000 SOLE 349000
DETROIT DIESEL CORP COMMON STOCK 250837101 237 12800 SOLE 12800
DEVELOPERS DIVERS REALTY COMMON STOCK 251591103 3108 222000 SOLE 222000
DEXTER CORP. COMMON STOCK 252165105 31107 833700 SOLE 833700
DIAGEO PLC- ADR COMMON STOCK 25243Q205 141763 3421120 SOLE 3421120
DIAL CORP COMMON STOCK 25247D101 73925 2899000 SOLE 2899000
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 26700 800000 SOLE 800000
DIAMOND OFFSHORE CNVLL CONVERTIBLE BOND 25271CAA0 5796 5500000 SOLE 5500000
DIAMOND TECH PARTNERS INC COMMON STOCK 252762109 534 11900 SOLE 11900
DIEDRICH COFFEE INC COMMON STOCK 253675102 2229 524500 SOLE 524500
DIGEX INC COMMON STOCK 253756100 4240 179000 SOLE 179000
DIGITAL INSIGHT COMMON STOCK 25385P106 372 24800 SOLE 24800
DILLARDS INC- CL A COMMON STOCK 254067101 33 1600 SOLE 1600
DIME BANCORP INC COMMON STOCK 25429Q102 27745 1585400 SOLE 1585400
DIONEX CORP. COMMON STOCK 254546104 1945 45500 SOLE 45500
WALT DISNEY COMPANY COMMON STOCK 254687106 65332 2524900 SOLE 2524900
DITECH COMMUNICATIONS COMMON STOCK 25500M103 352 6700 SOLE 6700
DIXIE GROUP INC COMMON STOCK 255519100 39 5000 SOLE 5000
DOLLAR GENERAL CORP. COMMON STOCK 256669102 6348 205600 SOLE 205600
DOLLAR TREE STORES COMMON STOCK 256747106 88 2200 SOLE 2200
DONNELLEY (R.R.) & SONS COMMON STOCK 257867101 30174 1045000 SOLE 1045000
DOVER CORP COMMON STOCK 260003108 85147 2083100 SOLE 2083100
DOW CHEMICAL CO COMMON STOCK 260543103 60892 535900 SOLE 535900
DRIL-QUIP COMMON STOCK 262037104 3707 145000 SOLE 145000
DRKOOP.COM INC COMMON STOCK 262098106 1044 73600 SOLE 73600
DUPONT (EI) DENEMOURS & C COMMON STOCK 263534109 370737 6090129 SOLE 6090129
DUKE ENERGY CORP COMMON STOCK 264399106 25884 469551 SOLE 469551
DUN & BRADSTREET CORP COMMON STOCK 26483B106 64658 2164300 SOLE 2164300
EEX CORP COMMON STOCK 26842V207 881 300000 SOLE 300000
EMC CORPORATION MASS COMMON STOCK 268648102 265833 3721200 SOLE 3721200
EMC CORP 144A CONVERTIBLE BOND 268648AC6 34802 5500000 SOLE 5500000
ENSCO INTL INC COMMON STOCK 26874Q100 76802 4252000 SOLE 4252000
EOG RESOURCES INC COMMON STOCK 26875P101 38938 1832353 SOLE 1832353
EP MEDSYSTEMS INC COMMON STOCK 26881P103 1800 600000 SOLE 600000
ESPS INC COMMON STOCK 269129102 1713 200000 SOLE 200000
E.SPIRE COMM INC COMMON STOCK 269153102 10 1416 SOLE 1416
E-TEK DYNAMICS INC COMMON STOCK 269240107 56903 1048900 SOLE 1048900
EAGLE USA AIRFREIGHT INC COMMON STOCK 270018104 5868 196000 SOLE 196000
EARTHGRAINS CO COMMON STOCK 270319106 8525 385300 SOLE 385300
EAST WEST BANCORP INC. COMMON STOCK 27579R104 11875 1000000 SOLE 1000000
EASTERN ENTERPRISES COMMON STOCK 27637F100 2503 53900 SOLE 53900
EASTMAN KODAK CO. COMMON STOCK 277461109 53297 706500 SOLE 706500
EATON CORP COMMON STOCK 278058102 45538 527600 SOLE 527600
EATON VANCE CORP COMMON STOCK 278265103 154 4800 SOLE 4800
EBAY INC COMMON STOCK 278642103 19749 140000 SOLE 140000
ECHELON CORP COMMON STOCK 27874N105 4194 550000 SOLE 550000
ECLIPSE SURGICAL TECH INC COMMON STOCK 278849104 2888 175000 SOLE 175000
ECOLAB INCORPORATED COMMON STOCK 278865100 10507 307900 SOLE 307900
EDUCATION MANAGEMENT CORP COMMON STOCK 28139T101 118 9500 SOLE 9500
EFFICIENT NETWORKS INC COMMON STOCK 282056100 0 0 SOLE 0
EL PASO ELEC.-NEW WI COMMON STOCK 283677854 2700 300000 SOLE 300000
EL PASO ENERGY 4.75 CV PREFERRED STOCK 283678209 5238 100000 SOLE 100000
EL PASO ENERGY CORP COMMON STOCK 283905107 14679 368700 SOLE 368700
ELAN CORP PLC ADR COMMON STOCK 284131208 150524 4484878 SOLE 4484878
ELECTRONIC ARTS INC. COMMON STOCK 285512109 12304 170000 SOLE 170000
ELECTRONICS FOR IMAGING COMMON STOCK 286082102 13885 270100 SOLE 270100
EMBRATEL PARTICIPACOE-ADR COMMON STOCK 29081N100 588 51400 SOLE 51400
EMCOR GROUP CNV CONVERTIBLE BOND 29084QAC4 2704 3000000 SOLE 3000000
EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 119785 1895700 SOLE 1895700
EMMIS COMMUNICATIONS CORP COMMON STOCK 291525103 19208 290750 SOLE 290750
EMULEX CORP COMMON STOCK 292475209 2782 32400 SOLE 32400
ENDOSONICS COMMON STOCK 29264K105 2763 325000 SOLE 325000
ENERGY EAST CORP COMMON STOCK 29266M109 28624 1205200 SOLE 1205200
ENGELHARD CORP. COMMON STOCK 292845104 9110 500900 SOLE 500900
ENHANCE FINANCIAL SVCS GP COMMON STOCK 293310108 23373 1321425 SOLE 1321425
ENRON CORP COMMON STOCK 293561106 182300 4419400 SOLE 4419400
ENTERCOM COMM CORP COMMON STOCK 293639100 7200 200000 SOLE 200000
ENTERGY CORP COMMON STOCK 29364G103 2871 99200 SOLE 99200
ENTRUST TECHNOLOGIES COMMON STOCK 293848107 2244 100000 SOLE 100000
ENZON INC COMMON STOCK 293904108 3328 109100 SOLE 109100
EQUANT NV - REG SHS COMMON STOCK 294409107 10172 125000 SOLE 125000
EQUIFAX INC. COMMON STOCK 294429105 6 200 SOLE 200
EQUITABLE RESOURCES,INC. COMMON STOCK 294549100 189 5000 SOLE 5000
EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 17949 772000 SOLE 772000
EQUITY OFFICE 5.25 NVT CV PREFERRED STOCK 294741509 5925 150000 SOLE 150000
EQUITY RESIDENTIAL PROP COMMON STOCK 29476L107 16526 390000 SOLE 390000
L.M. ERICSSON ADR COMMON STOCK 294821400 68750 2200000 SOLE 2200000
ESPIRITO SANTO FINL ADR COMMON STOCK 29665F200 13036 814750 SOLE 814750
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 25997 817200 SOLE 817200
ETHYL CORPORATION COMMON STOCK 297659104 166 42800 SOLE 42800
ETOYS INC COMMON STOCK 297862104 3561 53500 SOLE 53500
EVEREST RE HOLDINGS INC COMMON STOCK 299808105 34647 1455000 SOLE 1455000
EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 5467 188100 SOLE 188100
EXODUS COMMUNICATIONS INC COMMON STOCK 302088109 15032 208600 SOLE 208600
EXTREME NETWORKS INC COMMON STOCK 30226D106 5698 90000 SOLE 90000
EXXON CORPORATION COMMON STOCK 302290101 363839 4791300 SOLE 4791300
FMC CORPORATION COMMON STOCK 302491303 29 600 SOLE 600
FPL GROUP INC. COMMON STOCK 302571104 47453 942000 SOLE 942000
FX ENERGY INC COMMON STOCK 302695101 3349 470000 SOLE 470000
FACTORY 2-U STORES INC COMMON STOCK 303072102 6142 205600 SOLE 205600
FACTSET RESEARCH SYSTEMS COMMON STOCK 303075105 182 3200 SOLE 3200
FAIRFIELD COMMUNITIES INC COMMON STOCK 304231301 178 16300 SOLE 16300
FAMILY DOLLAR STORES COMMON STOCK 307000109 18484 875000 SOLE 875000
FEDERAL HOME LOAN MORTG COMMON STOCK 313400301 501862 9651200 SOLE 9651200
FANNIE MAE COMMON STOCK 313586109 82378 1314100 SOLE 1314100
FEDERATED DEPT STORES COMMON STOCK 31410H101 88314 2021500 SOLE 2021500
F5 NETWORKS INC COMMON STOCK 315616102 3060 45000 SOLE 45000
FIFTH THIRD BANCORP COMMON STOCK 316773100 56858 934500 SOLE 934500
FINL SEC ASSURANCE HLDG COMMON STOCK 31769P100 15734 304400 SOLE 304400
FIRST CONSULTING GROUP COMMON STOCK 31986R103 0 0 SOLE 0
FIRST DATA CORP COMMON STOCK 319963104 50680 1155100 SOLE 1155100
FIRST INTL BANCORP INC COMMON STOCK 32054Q100 2438 250000 SOLE 250000
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 229 6000 SOLE 6000
FIRST HEALTH GROUP CORP COMMON STOCK 320960107 8086 360400 SOLE 360400
FIRST TENNESSEE NATL COMMON STOCK 337162101 26634 947000 SOLE 947000
FIRST UNION CORP (N.C.) COMMON STOCK 337358105 86370 2428680 SOLE 2428680
FIRSTAR CORP COMMON STOCK 33763V109 45256 1766100 SOLE 1766100
FIRSTENERGY CORP COMMON STOCK 337932107 23304 913900 SOLE 913900
FLEET FINANCIAL GROUP INC COMMON STOCK 338915101 148024 4041600 SOLE 4041600
FLORIDA PROGRESS CORP COMMON STOCK 341109106 61610 1332100 SOLE 1332100
FLORIDA ROCK INDUSTRIES COMMON STOCK 341140101 233 6700 SOLE 6700
FLOWERS INDUSTRIES INC COMMON STOCK 343496105 3509 258700 SOLE 258700
FLOWSERVE CORP COMMON STOCK 34354P105 2785 167500 SOLE 167500
FOODMAKER, INC. COMMON STOCK 344839204 217 8700 SOLE 8700
FOOTSTAR INC COMMON STOCK 344912100 261 7400 SOLE 7400
FORD MOTOR COMPANY COMMON STOCK 345370100 86348 1720500 SOLE 1720500
FOREMOST CORP OF AMERICA COMMON STOCK 345469100 103 4300 SOLE 4300
FOREST OIL CORP COMMON STOCK 346091606 14650 858600 SOLE 858600
FORRESTER RESEARCH INC. COMMON STOCK 346563109 780 20000 SOLE 20000
FORT JAMES CORP COMMON STOCK 347471104 25020 937500 SOLE 937500
FORTUNE BRANDS INC COMMON STOCK 349631101 26935 835200 SOLE 835200
FOSSIL INC COMMON STOCK 349882100 200 7400 SOLE 7400
FOX ENTERTAINMENT GP-A COMMON STOCK 35138T107 7474 353800 SOLE 353800
FRANCE TELECOM ADN 144A CONVERTIBLE BOND 35177QAB1 5126 5432000 SOLE 5432000
FREEPRTMCMORAN COPPER COMMON STOCK 35671D105 1457 105000 SOLE 105000
FREEPORT-MAC 7.0 NVT CV PREFERRED STOCK 35671D501 8925 506400 SOLE 506400
FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 20231 1300000 SOLE 1300000
FRONTIER OIL CORP COMMON STOCK 35914P105 20414 2996500 SOLE 2996500
FUISZ TECHNOLOGIES 144A CONVERTIBLE BOND 359536AA7 3455 4000000 SOLE 4000000
H.B. FULLER CO COMMON STOCK 359694106 365 6000 SOLE 6000
FURNITURE BRANDS INTL COMMON STOCK 360921100 4036 205000 SOLE 205000
G & K SERVICES INC -CL A COMMON STOCK 361268105 1754 43300 SOLE 43300
GATX CORP COMMON STOCK 361448103 845 27200 SOLE 27200
GST TELECOMM INC. COMMON STOCK 361942105 678 96400 SOLE 96400
GST TELECOMM 144A CV CONVERTIBLE BOND 361942AA3 3587 3910000 SOLE 3910000
GP STRATEGIES CORP COMMON STOCK 36225V104 1532 136200 SOLE 136200
GTE CORP. COMMON STOCK 362320103 157978 2055000 SOLE 2055000
GADZOOX NETWORKS INC COMMON STOCK 362555104 6233 115700 SOLE 115700
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 485 9100 SOLE 9100
GANNETT CO COMMON STOCK 364730101 109503 1582700 SOLE 1582700
GAP STORES COMMON STOCK 364760108 139715 4366100 SOLE 4366100
GATEWAY INC. COMMON STOCK 367626108 61919 1393400 SOLE 1393400
GAYLORD CNTAINER WT 11/02 WARRANTS 368145116 1155 174300 SOLE 174300
GENENTECH INC COMMON STOCK 368710406 24800 169500 SOLE 169500
GENERAL CABLE CORP COMMON STOCK 369300108 61 5100 SOLE 5100
GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 130376 2088100 SOLE 2088100
GENERAL ELECTRIC CORP. COMMON STOCK 369604103 401156 3383500 SOLE 3383500
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 34385 714500 SOLE 714500
GENERAL MILLS INCORPORATE COMMON STOCK 370334104 16631 205000 SOLE 205000
GENERAL MOTORS COMMON STOCK 370442105 13720 218000 SOLE 218000
GENERAL MOTORS- CL H COMMON STOCK 370442832 4466 78000 SOLE 78000
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 17382 1685500 SOLE 1685500
GENTEX CORPORATION COMMON STOCK 371901109 19830 960000 SOLE 960000
GENRAD INC COMMON STOCK 372447102 191 10000 SOLE 10000
GENSET SP ADR COMMON STOCK 37244T104 21382 1693600 SOLE 1693600
GENUINE PARTS COMMON STOCK 372460105 21221 798900 SOLE 798900
GENZYME CORP COMMON STOCK 372917104 57065 1266350 SOLE 1266350
GENZYME CORP CONVERTIBLE BOND 372917AF1 5345 4000000 SOLE 4000000
GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 10218 252300 SOLE 252300
GEORGIA PAC- TIMBER GP COMMON STOCK 373298702 4330 189300 SOLE 189300
GETTY IMAGES INC COMMON STOCK 374276103 6876 285000 SOLE 285000
GIBRALTAR STEEL CORP. COMMON STOCK 37476F103 316 15000 SOLE 15000
GILEAD SCIENCES INC COMMON STOCK 375558103 73495 1145000 SOLE 1145000
GLAXO WELLCOME PLC ADR COMMON STOCK 37733W105 35807 688600 SOLE 688600
GLIATECH INC COMMON STOCK 37929C103 151 8800 SOLE 8800
GLOBAL MARINE COMMON STOCK 379352404 65577 3989500 SOLE 3989500
GLOBAL TELESYSTEMS GRP COMMON STOCK 37936U104 1104 56000 SOLE 56000
GOLDEN STATE BANCORP COMMON STOCK 381197102 33379 1860854 SOLE 1860854
GOLDEN ST BANCORP WT 1/01 WARRANTS 381197136 739 622635 SOLE 622635
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 83180 1363600 SOLE 1363600
B F GOODRICH COMMON STOCK 382388106 34014 1172900 SOLE 1172900
GRACO INC COMMON STOCK 384109104 397 12100 SOLE 12100
W.W. GRAINGER INC. COMMON STOCK 384802104 45828 953500 SOLE 953500
GRANITE CONSTRUCTION COMMON STOCK 387328107 5095 195500 SOLE 195500
GREAT LAKES CHEMCIAL CORP COMMON STOCK 390568103 1953 51300 SOLE 51300
GREAT PLAINS SOFTWARE INC COMMON STOCK 39119E105 304 5900 SOLE 5900
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 28005 1054300 SOLE 1054300
GROUP MAINTENANCE AMERICA COMMON STOCK 39943E107 163 13000 SOLE 13000
GRUPO CASA AUTREY-SPN ADR COMMON STOCK 40048P104 1052 263000 SOLE 263000
GRUPO RADIO CENTRO ADR COMMON STOCK 40049C102 782 189600 SOLE 189600
GRUPO TELEVISA,SA GDR COMMON STOCK 40049J206 81123 2031250 SOLE 2031250
GUANGSHEN RAILWAY ADR COMMON STOCK 40065W107 0 0 SOLE 0
GUCCI GROUP NV NY REG SHR COMMON STOCK 401566104 9519 114000 SOLE 114000
GUESS? INC COMMON STOCK 401617105 94 7000 SOLE 7000
GUIDANT CORP COMMON STOCK 401698105 42750 797200 SOLE 797200
HNC SOFTWARE INC CONV CONVERTIBLE BOND 40425PAA5 5563 5000000 SOLE 5000000
HRPT PROPERTIES TRUST COMMON STOCK 40426W101 266 22900 SOLE 22900
HSB GROUP INC COMMON STOCK 40428N109 396 11250 SOLE 11250
HAEMONETICS CORP COMMON STOCK 405024100 4361 221500 SOLE 221500
HAIN FOOD GROUP INC COMMON STOCK 405219106 2475 100000 SOLE 100000
HALLIBURTON COMPANY COMMON STOCK 406216101 29561 721000 SOLE 721000
HAMBRECHT & QUIST GROUP COMMON STOCK 406545103 553 11300 SOLE 11300
HANDLEMAN CO COMMON STOCK 410252100 5466 412500 SOLE 412500
HANGER ORTHOPEDIC GROUP COMMON STOCK 41043F208 1918 132300 SOLE 132300
HANNA (M.A.) CO COMMON STOCK 410522106 956 84000 SOLE 84000
HARLAND (JOHN H.) CO COMMON STOCK 412693103 4267 219500 SOLE 219500
HARLEY DAVIDSON INC. COMMON STOCK 412822108 41907 837100 SOLE 837100
HARMAN INTERNATIONAL COMMON STOCK 413086109 8232 195700 SOLE 195700
HARMONIC INC COMMON STOCK 413160102 111531 852600 SOLE 852600
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 24767 892500 SOLE 892500
HARRIS CORP. COMMON STOCK 413875105 39 1400 SOLE 1400
HARTE-HANKS INC COMMON STOCK 416196103 11609 460900 SOLE 460900
HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 28044 686100 SOLE 686100
HARTFORD LIFE CL A COMMON STOCK 416592103 31141 632300 SOLE 632300
HASBRO INCORPORATED COMMON STOCK 418056107 74865 3492250 SOLE 3492250
HEALTHSOUTH CORP COMMON STOCK 421924101 2619 432000 SOLE 432000
HEALTHCARE REALTY TRUST COMMON STOCK 421946104 315 16864 SOLE 16864
HEALTHEON CORP COMMON STOCK 422209106 7400 200000 SOLE 200000
H.J. HEINZ COMPANY COMMON STOCK 423074103 10836 252000 SOLE 252000
HELIX TECH CORP. COMMON STOCK 423319102 466 14000 SOLE 14000
HERTZ CORP - CL A COMMON STOCK 428040109 28450 646600 SOLE 646600
HEWLETT-PACKARD CO. COMMON STOCK 428236103 313812 3411000 SOLE 3411000
HEWLETT-PACKARD CO CONVERTIBLE BOND 428236AC7 10349 17000000 SOLE 17000000
HEXCEL CORP COMMON STOCK 428291108 2034 350000 SOLE 350000
HEXCEL CORP CONVERTIBLE BOND 428291AA6 3389 4250000 SOLE 4250000
HI/FN INC COMMON STOCK 428358105 4840 43900 SOLE 43900
HIBERNIA CORP - CL A COMMON STOCK 428656102 1163 100000 SOLE 100000
HIGH SPEED ACCESS CORP COMMON STOCK 42979U102 2863 124800 SOLE 124800
HISPANIC BROADCASTING COR COMMON STOCK 43357B104 11510 151200 SOLE 151200
HOLLINGER INTL INC COMMON STOCK 435569108 24045 2024800 SOLE 2024800
HOME DEPOT INC COMMON STOCK 437076102 511764 7457400 SOLE 7457400
HOME DEPOT CN CONVERTIBLE BOND 437076AE2 59893 20100000 SOLE 20100000
HOMESTAKE MINING COMMON STOCK 437614100 3675 400000 SOLE 400000
HOMESTAKE MINING CONVERTIBLE BOND 437614AA8 3930 4000000 SOLE 4000000
HONEYWELL INC. COMMON STOCK 438506107 67055 602400 SOLE 602400
HOOPER HOLMES INC COMMON STOCK 439104100 128 5000 SOLE 5000
HORACE MANN EDUCATORS COMMON STOCK 440327104 6931 268500 SOLE 268500
HORIZON GROUP PROPERTIES COMMON STOCK 44041U102 190 54270 SOLE 54270
HORMEL FOODS CORP COMMON STOCK 440452100 13798 334000 SOLE 334000
HOST MARRIOTT CORP. COMMON STOCK 44107P104 3206 337500 SOLE 337500
HOT TOPIC, INC. COMMON STOCK 441339108 164 6000 SOLE 6000
HOUSEHOLD INTERNATIONAL. COMMON STOCK 441815107 240470 5993021 SOLE 5993021
HOWMET INTL COMMON STOCK 443208103 494 35300 SOLE 35300
HUGHES SUPPLY INC COMMON STOCK 444482103 1827 84000 SOLE 84000
HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 17700 240000 SOLE 240000
HUMAN GENOME SCIENCE 144A CONVERTIBLE BOND 444903AA6 1564 1000000 SOLE 1000000
HUSSMANN INTL INC COMMON STOCK 448110106 3400 200000 SOLE 200000
HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 4050 150000 SOLE 150000
HYPERION TELECOMM, INC. COMMON STOCK 44914K306 124 5000 SOLE 5000
IBP INC. COMMON STOCK 449223106 43776 1773200 SOLE 1773200
ICG COMMUNICATIONS INC COMMON STOCK 449246107 78 5000 SOLE 5000
IDEC PHARMACEUTICALS CORP COMMON STOCK 449370105 18853 200500 SOLE 200500
IMC GLOBAL INC COMMON STOCK 449669100 124 8502 SOLE 8502
IMCO RECYCLING INC COMMON STOCK 449681105 3998 266500 SOLE 266500
ITC DELTACOM INC COMMON STOCK 45031T104 550 20000 SOLE 20000
ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 137 7000 SOLE 7000
IXL ENTERPRISES INC COMMON STOCK 450718101 3544 100000 SOLE 100000
ITT INDUSTRIES INC. COMMON STOCK 450911102 105229 3307800 SOLE 3307800
ILLINOIS TOOL WORKS COMMON STOCK 452308109 15360 206000 SOLE 206000
ILLINOVA CORP COMMON STOCK 452317100 28582 1018500 SOLE 1018500
IMATION CORPORATION COMMON STOCK 45245A107 577 18600 SOLE 18600
IMMUNEX CORPORATION COMMON STOCK 452528102 45665 1052800 SOLE 1052800
IMPERIAL CREDIT COMM COMMON STOCK 45272T102 11330 1030000 SOLE 1030000
INCO LTD. COMMON STOCK 453258402 10089 472000 SOLE 472000
INCO LTD CONVERTIBLE BOND 453258AH8 8759 9800000 SOLE 9800000
INCO LTD CONVERTIBLE BOND 453258AK1 9475 10000000 SOLE 10000000
INFINITY BROADCASTING - A COMMON STOCK 45662S102 75623 2579900 SOLE 2579900
INET TECHNOLOGIES INC COMMON STOCK 45662V105 4094 102600 SOLE 102600
INFOCURE INC COMMON STOCK 45665A108 2454 130000 SOLE 130000
INKTOMI CORP COMMON STOCK 457277101 11403 95000 SOLE 95000
INPUT/OUTPUT INC. COMMON STOCK 457652105 3253 491000 SOLE 491000
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 433 13312 SOLE 13312
INSITUFORM TECHNOLOGIES I COMMON STOCK 457667103 1808 72300 SOLE 72300
INNOVASIVE DEVICES COMMON STOCK 45766K104 866 110000 SOLE 110000
INSIGHT COMMUNICATIONS COMMON STOCK 45768V108 4322 151000 SOLE 151000
INTEGRATED DEVICE TECH CONVERTIBLE BOND 458118AA4 7500 7905000 SOLE 7905000
INTEL CORPORATION COMMON STOCK 458140100 797336 10729500 SOLE 10729500
INTER-TEL INC COMMON STOCK 458372109 4438 250000 SOLE 250000
INTERACTIVE PICTURES CORP COMMON STOCK 45839N101 3231 150300 SOLE 150300
INTERMEDIA COM INC COMMON STOCK 458801107 12733 585427 SOLE 585427
INTL BUSINESS MAC CORP COMMON STOCK 459200101 842403 6940500 SOLE 6940500
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 116027 3363100 SOLE 3363100
INTL GAME TECHNOLOGY COMMON STOCK 459902102 60409 3356050 SOLE 3356050
INTL NETWORK SERVICES COMMON STOCK 460053101 6525 120000 SOLE 120000
INTL PAPER CO COMMON STOCK 460146103 38970 810825 SOLE 810825
INTERPHASE CORP COMMON STOCK 460593106 3974 170000 SOLE 170000
INTERPOOL INC. COMMON STOCK 46062R108 2663 349200 SOLE 349200
INTERPUBLIC GROUP COMMON STOCK 460690100 53491 1300700 SOLE 1300700
INTERTAN INC COMMON STOCK 461120107 2950 150300 SOLE 150300
INTIMATE BRANDS INC. COMMON STOCK 461156101 41211 1058400 SOLE 1058400
INVESTORS FIN. SVCS COMMON STOCK 461915100 9632 280200 SOLE 280200
IONA TECH PLC - ADR COMMON STOCK 46206P109 27 2100 SOLE 2100
IPALCO ENTERPRISES INC COMMON STOCK 462613100 8168 420200 SOLE 420200
ISPAT INT'L COMMON STOCK 464899103 45 4300 SOLE 4300
ITRON INC CONVERTIBLE BOND 465741AC0 1856 3000000 SOLE 3000000
I2 TECHNOLOGIES COMMON STOCK 465754109 38094 981500 SOLE 981500
JDN REALTY COMMON STOCK 465917102 3280 160000 SOLE 160000
JDS UNIPHASE CORP COMMON STOCK 46612J101 425520 3738780 SOLE 3738780
JDA SOFTWARE GROUP INC COMMON STOCK 46612K108 2688 230000 SOLE 230000
JABIL CIRCUIT INC COMMON STOCK 466313103 4257 86000 SOLE 86000
JAKKS PACIFIC INC COMMON STOCK 47012E106 5625 150000 SOLE 150000
JAVELIN SYSTEMS INC COMMON STOCK 471896100 3545 359000 SOLE 359000
JEFFERSON-PILOT COMMON STOCK 475070108 55081 871700 SOLE 871700
JOHN NUVEEN CO - CL A COMMON STOCK 478035108 153 4100 SOLE 4100
JOHNS MANVILLE CORP COMMON STOCK 478129109 398 30000 SOLE 30000
JOHNSON & JOHNSON COMMON STOCK 478160104 357320 3889200 SOLE 3889200
JOHNSON CONTROLS COMMON STOCK 478366107 9602 144800 SOLE 144800
JONES APPAREL GROUP, INC. COMMON STOCK 480074103 102270 3557211 SOLE 3557211
JONES PHARMA INC COMMON STOCK 480236108 623 18900 SOLE 18900
JUNIPER NETWORKS INC COMMON STOCK 48203R104 7647 42000 SOLE 42000
K MART CORP. COMMON STOCK 482584109 14149 1210600 SOLE 1210600
K N ENERGY, INC. COMMON STOCK 482620101 314 14000 SOLE 14000
K-SWISS INC - CL A COMMON STOCK 482686102 158 5000 SOLE 5000
KAISER ALUMINUM CORP. COMMON STOCK 483007100 1081 130000 SOLE 130000
KANSAS CITY PWR & LIGHT COMMON STOCK 485134100 416 17200 SOLE 17200
KANSAS CITY SOUTHERN INDS COMMON STOCK 485170104 27863 600000 SOLE 600000
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 39 1900 SOLE 1900
KEEBLER FOODS COMPANY COMMON STOCK 487256109 25080 839500 SOLE 839500
KELLOGG COMPANY COMMON STOCK 487836108 4268 114000 SOLE 114000
KELLWOOD COMPANY COMMON STOCK 488044108 1100 50000 SOLE 50000
KEMET CORP COMMON STOCK 488360108 259 8100 SOLE 8100
KERR-MCGEE CORP COMMON STOCK 492386107 4515 82000 SOLE 82000
KERR-MCGEE CORP CONVERTIBLE BOND 492386AL1 6449 6648000 SOLE 6648000
KEY ENERGY GROUP CONVERTIBLE BOND 492914AF3 1403 2000000 SOLE 2000000
KEYCORP COMMON STOCK 493267108 26380 1022000 SOLE 1022000
KEYSTONE AUTOMOTIVE INDS COMMON STOCK 49338N109 0 0 SOLE 0
KIMBERLY-CLARK CORP. COMMON STOCK 494368103 148433 2827300 SOLE 2827300
KING PHARMACEUTICALS INC COMMON STOCK 495582108 2765 79000 SOLE 79000
KINGWORLD PRODUCTION COMMON STOCK 495667107 26813 715000 SOLE 715000
KMART FIN 7.75 NVT CV PREFERRED STOCK 498778208 7144 150000 SOLE 150000
KNIGHT-RIDDER INC COMMON STOCK 499040103 27898 508400 SOLE 508400
KOALA CORP COMMON STOCK 499866101 7887 256500 SOLE 256500
KOHLS CORPORATION COMMON STOCK 500255104 134386 2032300 SOLE 2032300
KONINKLIJKE AHOLD ADR COMMON STOCK 500467303 47 1428 SOLE 1428
KOREA MOBILE TELECOM ADR COMMON STOCK 500912209 0 0 SOLE 0
KROGER COMPANY COMMON STOCK 501044101 111065 5034100 SOLE 5034100
KRONOS INC COMMON STOCK 501052104 352 9600 SOLE 9600
LSI LOGIC CORPORATION COMMON STOCK 502161102 133287 2588100 SOLE 2588100
LSI LOGIC CORP CONVERTIBLE BOND 502161AD4 4469 2500000 SOLE 2500000
LSI INDUSTRIES INC COMMON STOCK 50216C108 92 4000 SOLE 4000
L-3 COMMUNICATIONS CORP COMMON STOCK 502424104 12091 320300 SOLE 320300
LA-Z-BOY INC COMMON STOCK 505336107 229 12000 SOLE 12000
LABOR READY INC COMMON STOCK 505401208 2264 225000 SOLE 225000
LABRANCHE & COMPANY COMMON STOCK 505447102 5604 500900 SOLE 500900
LADISH COMPANY INC COMMON STOCK 505754200 873 134333 SOLE 134333
LAFARGE CORPORATION COMMON STOCK 505862102 29667 923500 SOLE 923500
LAM RESEARCH CORPORATION COMMON STOCK 512807108 18428 302100 SOLE 302100
LANDS' END INC. COMMON STOCK 515086106 9530 144400 SOLE 144400
LANDSTAR SYSTEMS INC COMMON STOCK 515098101 170 4900 SOLE 4900
LASER VISION CENTERS INC COMMON STOCK 51807H100 101 7200 SOLE 7200
LASON INC COMMON STOCK 51808R107 289 6500 SOLE 6500
LATITUDE COMMUNICATIONS COMMON STOCK 518292107 3663 125500 SOLE 125500
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 11940 402200 SOLE 402200
ESTEE LAUDER CL A COMMON STOCK 518439104 191 4900 SOLE 4900
LEAR CORP. COMMON STOCK 521865105 41409 1176800 SOLE 1176800
LEGATO SYSTEMS INC COMMON STOCK 524651106 36906 846600 SOLE 846600
LEGGETT & PLATT INC COMMON STOCK 524660107 3485 177000 SOLE 177000
LEHMAN BROTHERS HOLDING W COMMON STOCK 524908100 73433 1259300 SOLE 1259300
LENNAR CORP CONVERTIBLE BOND 526057AA2 1555 4000000 SOLE 4000000
LEVEL ONE COMMUN CONV 144 CONVERTIBLE BOND 527295AA7 8584 3500000 SOLE 3500000
LEXMARK INTL GROUP CL A COMMON STOCK 529771107 334993 4161400 SOLE 4161400
LILLY (ELI) & CO COMMON STOCK 532457108 109 1700 SOLE 1700
THE LIMITED INC. COMMON STOCK 532716107 35393 925300 SOLE 925300
LINCARE HOLDINGS INC. COMMON STOCK 532791100 7997 300000 SOLE 300000
LINCOLN NATIONAL CORP. COMMON STOCK 534187109 55529 1478300 SOLE 1478300
LINDSAY MANUFACTURING CO COMMON STOCK 535555106 2512 128000 SOLE 128000
LINENS 'N THINGS INC COMMON STOCK 535679104 71645 2122800 SOLE 2122800
LIZ CLAIBORNE COMMON STOCK 539320101 5000 161300 SOLE 161300
LOCAL FINANCIAL CORP COMMON STOCK 539553107 3700 400000 SOLE 400000
LODGENET COMMON STOCK 540211109 5200 400000 SOLE 400000
LONE STAR INDUSTRIES COMMON STOCK 542290408 22618 453500 SOLE 453500
LONGVIEW FIBRE CO COMMON STOCK 543213102 87 7000 SOLE 7000
LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 30589 1957700 SOLE 1957700
LOWE'S COS., INC COMMON STOCK 548661107 56211 1153050 SOLE 1153050
LUBRIZOL CORPORATION COMMON STOCK 549271104 257 10000 SOLE 10000
LUBYS INC. COMMON STOCK 549282101 1035 90000 SOLE 90000
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 60794 937100 SOLE 937100
LUXOTTICA GROUP SPA ADR COMMON STOCK 55068R202 1849 97000 SOLE 97000
LYNX THERAPEUTICS INC NEW COMMON STOCK 551812308 3251 288990 SOLE 288990
M & T BANK CORP COMMON STOCK 55261F104 82207 179100 SOLE 179100
MBNA CORPORATION COMMON STOCK 55262L100 9 400 SOLE 400
MCN ENERGY GROUP INC COMMON STOCK 55267J100 2683 156100 SOLE 156100
MCI WORLDCOM INC COMMON STOCK 55268B106 296296 4122385 SOLE 4122385
MCI WORLDCOM $2.25 PFD PREFERRED STOCK 55268B205 5016 156100 SOLE 156100
MGC COMMUNICATIONS INC COMMON STOCK 552763302 6235 300500 SOLE 300500
MGIC INVESTMENT CORP COMMON STOCK 552848103 29 600 SOLE 600
MGM GRAND INC. COMMON STOCK 552953101 19591 382739 SOLE 382739
MSC INDUST DIRECT COMMON STOCK 553530106 8714 948500 SOLE 948500
MSC SOFTWARE CORP CONVERTIBLE BOND 553531AA2 1738 1967000 SOLE 1967000
MTI TECHNOLOGY CORP COMMON STOCK 553903105 341 14800 SOLE 14800
MACMILLAN BLOEDEL COMMON STOCK 554783209 359 22900 SOLE 22900
MACROMEDIA INC. COMMON STOCK 556100105 274 6700 SOLE 6700
MAGNA INTERNATIONAL CONVERTIBLE BOND 559222AE4 6549 6500000 SOLE 6500000
MATAV RT - ADR COMMON STOCK 559776109 55 2000 SOLE 2000
MAIL-WELL INC CONVERTIBLE BOND 560321AD3 3870 4000000 SOLE 4000000
MALLINCKRODT INC COMMON STOCK 561232109 2131 70600 SOLE 70600
MANDALAY RESORT GROUP COMMON STOCK 562567107 11504 582500 SOLE 582500
MANPOWER INC. COMMON STOCK 56418H100 38262 1313700 SOLE 1313700
MANUFACTURED HOME COMM COMMON STOCK 564682102 1029 44000 SOLE 44000
MARIMBA INC COMMON STOCK 56781Q109 134 4500 SOLE 4500
MARK IV INDUSTRIES COMMON STOCK 570387100 13483 682700 SOLE 682700
MARSH & MCLENNAN COMMON STOCK 571748102 28352 413900 SOLE 413900
MARRIOTT INTL -A COMMON STOCK 571903202 93695 2866400 SOLE 2866400
MASCOTECH CONVERTIBLE BOND 574670AB1 6450 8000000 SOLE 8000000
MATTEL INC COMMON STOCK 577081102 6540 344200 SOLE 344200
MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 85976 2359550 SOLE 2359550
MAXIMUS INC COMMON STOCK 577933104 6215 207600 SOLE 207600
MAYTAG CORPORATION COMMON STOCK 578592107 13781 413700 SOLE 413700
MCCLATCHY COMPANY - CL A COMMON STOCK 579489105 3793 106100 SOLE 106100
MC DERMOTT INTERNATIONAL COMMON STOCK 580037109 2797 138100 SOLE 138100
MCDONALD'S CORPORATION COMMON STOCK 580135101 347982 8092600 SOLE 8092600
MCLEODUSA INC- CL A *** COMMON STOCK 582266102 638 15000 SOLE 15000
MCWHORTER TECHNOLOGIES COMMON STOCK 582803102 1764 119600 SOLE 119600
MECH FINANCIAL INC COMMON STOCK 583492103 277 8400 SOLE 8400
MEDE AMERICA CORP COMMON STOCK 584067102 4600 200000 SOLE 200000
MEDIAONE GROUP COMMON STOCK 58440J104 6558 96000 SOLE 96000
MEDICAL ASSURANCE INC COMMON STOCK 58449U100 336 13400 SOLE 13400
MEDICAL MANAGER CORP. COMMON STOCK 58461U103 7152 143750 SOLE 143750
MEDIMMUNE INC. COMMON STOCK 584699102 35139 352600 SOLE 352600
MEDQUIST INC. COMMON STOCK 584949101 6507 194600 SOLE 194600
MEDITRUST CORP- PAIRED ST COMMON STOCK 58501T306 114 13456 SOLE 13456
MEDTRONIC, INCORPORATED COMMON STOCK 585055106 27355 770556 SOLE 770556
MELLON FINANCIAL COMMON STOCK 585509102 30800 912600 SOLE 912600
MENTOR CORPORATION COMMON STOCK 587188103 3021 106000 SOLE 106000
MERANT PLC- SPON ADR COMMON STOCK 587336108 490 21000 SOLE 21000
MERCK & COMPANY COMMON STOCK 589331107 266483 4111600 SOLE 4111600
MERCURY INTERACTIVE COMMON STOCK 589405109 5675 87900 SOLE 87900
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 10435 499900 SOLE 499900
MERRILL LYNCH COMMON STOCK 590188108 39285 584700 SOLE 584700
METHODE ELECTRONICS CL A COMMON STOCK 591520200 4874 258200 SOLE 258200
METROCALL,INC. COMMON STOCK 591647102 0 0 SOLE 0
METROMEDIA INTL GROU COMMON STOCK 591695101 812 196900 SOLE 196900
METTLER TOLEDO COMMON STOCK 592688105 10058 339500 SOLE 339500
MICROSOFT CORPORATION COMMON STOCK 594918104 807351 8914850 SOLE 8914850
MICROSFT 2.75 NVT CV SR A PREFERRED STOCK 594918203 59889 594800 SOLE 594800
MICROSTRATEGY INC COMMON STOCK 594972101 8970 160000 SOLE 160000
MICROCELL TELECOMM INC -B COMMON STOCK 59501T304 25 1930 SOLE 1930
MICROFINANCIAL INC COMMON STOCK 595072109 6579 605000 SOLE 605000
MICROMUSE INC COMMON STOCK 595094103 17303 269300 SOLE 269300
MICRON TECHNOLOGY INC. COMMON STOCK 595112103 42600 640000 SOLE 640000
MICRON TECHNOLOGY INC. CONVERTIBLE BOND 595112AB9 4685 4000000 SOLE 4000000
MIDWAY GAMES INC COMMON STOCK 598148104 3938 250000 SOLE 250000
MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 113061 1739400 SOLE 1739400
HERMAN MILLER INC COMMON STOCK 600544100 18372 768500 SOLE 768500
MINDSPRING ENTERPRISES CONVERTIBLE BOND 602683AA2 3725 4000000 SOLE 4000000
MINNESOTA MINING & MFG CO COMMON STOCK 604059105 308255 3208900 SOLE 3208900
MIRAGE RESORTS INC. COMMON STOCK 60462E104 6356 452000 SOLE 452000
MISSION CRITICAL SOFTWARE COMMON STOCK 605047109 3338 75000 SOLE 75000
MITCHELL ENERGY & DEV-CLB COMMON STOCK 606592301 141 6000 SOLE 6000
MOBIL CORPORATION COMMON STOCK 607059102 389207 3863100 SOLE 3863100
MOBILE MINI INC COMMON STOCK 60740F105 228 10400 SOLE 10400
MODIS PROFESSIONAL SVCS COMMON STOCK 607830106 44 3300 SOLE 3300
MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 6181 310000 SOLE 310000
MOLECULAR DEVICES CORP COMMON STOCK 60851C107 248 9000 SOLE 9000
MONACO COACH CORP COMMON STOCK 60886R103 561 23000 SOLE 23000
MONSANTO CO. COMMON STOCK 611662107 90462 2534850 SOLE 2534850
MONTANA POWER CO COMMON STOCK 612085100 17158 563700 SOLE 563700
MONY GROUP INC COMMON STOCK 615337102 144 5000 SOLE 5000
MORAN ENERGY, INC. CONVERTIBLE BOND 616457AC1 191 200000 SOLE 200000
J.P. MORGAN & COMPANY COMMON STOCK 616880100 12830 112300 SOLE 112300
MORGAN STANLEY DEAN WITT COMMON STOCK 617446448 159530 1788700 SOLE 1788700
MOTOROLA INC. COMMON STOCK 620076109 191884 2180500 SOLE 2180500
MP3.COM INC COMMON STOCK 62473M109 4729 125900 SOLE 125900
MURPHY OIL CORP COMMON STOCK 626717102 33432 618400 SOLE 618400
MUTUAL RISK MGMT LTD 144A CONVERTIBLE BOND 628351AA6 8573 20000000 SOLE 20000000
MYLAN LABS COMMON STOCK 628530107 4906 267000 SOLE 267000
MYPOINTS.COM INC COMMON STOCK 62855T102 730 51200 SOLE 51200
NCO GROUP INC COMMON STOCK 628858102 4202 89400 SOLE 89400
NCR CORPORATION COMMON STOCK 62886E108 13721 415000 SOLE 415000
NVR INC COMMON STOCK 62944T105 6252 123800 SOLE 123800
NABISCO HOLDING CORP CL A COMMON STOCK 629526104 14171 410000 SOLE 410000
NABISCO GROUP HOLDINGS COMMON STOCK 62952P102 41505 2767000 SOLE 2767000
NABORS INDUSTRIES, INC. COMMON STOCK 629568106 59628 2385100 SOLE 2385100
NTL AUSTRAL BK 7.875 CV PREFERRED STOCK 632525309 25128 917900 SOLE 917900
NATIONAL CITY CORP COMMON STOCK 635405103 81466 3052600 SOLE 3052600
NATIONAL COMPUTER SYSTEMS COMMON STOCK 635519101 441 11500 SOLE 11500
NATIONAL DATA CORP COMMON STOCK 635621105 34 1300 SOLE 1300
NATIONAL DATA CONVERTIBLE BOND 635621AA3 3511 4100000 SOLE 4100000
NATIONAL FUEL GAS CO COMMON STOCK 636180101 646 13700 SOLE 13700
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 106 3000 SOLE 3000
NATIONAL SEMICONDUCTOR CP COMMON STOCK 637640103 294600 9659000 SOLE 9659000
NATIONAL SEMICONDUCTOR CONVERTIBLE BOND 637640AB9 9988 10000000 SOLE 10000000
NATIONWIDE FINANCIAL SVCS COMMON STOCK 638612101 9661 273100 SOLE 273100
NAVISTAR INTERNATIONAL CP COMMON STOCK 63934E108 930 20000 SOLE 20000
NAVIGANT CONSULTING, INC. COMMON STOCK 63935N107 5180 111700 SOLE 111700
NEIMAN MARCUS GROUP, INC. COMMON STOCK 640204103 2338 100000 SOLE 100000
NETWORK ASSOCIATES, INC. CONVERTIBLE BOND 640938AB2 12626 37000000 SOLE 37000000
NETIQ CORP COMMON STOCK 64115P102 4444 150000 SOLE 150000
NETWORK APPLIANCE INC COMMON STOCK 64120L104 14884 207800 SOLE 207800
NEUROGEN CORPORATION COMMON STOCK 64124E106 20366 1225000 SOLE 1225000
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 17672 528500 SOLE 528500
NEW ENGLAND BUSINESS SVC COMMON STOCK 643872104 466 16300 SOLE 16300
NEW ENGLAND ELECTRIC SYS COMMON STOCK 644001109 17638 340000 SOLE 340000
NEW FRONTIER MEDIA INC COMMON STOCK 644398109 3313 500000 SOLE 500000
NEW YORK TIMES CO COMMON STOCK 650111107 30570 815200 SOLE 815200
NEWELL RUBBERMAID INC COMMON STOCK 651229106 20911 732100 SOLE 732100
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 21037 638700 SOLE 638700
NEWMONT MINING CORP COMMON STOCK 651639106 6414 247871 SOLE 247871
NEWS CORPORATION LTD ADR COMMON STOCK 652487703 15641 550000 SOLE 550000
NEWS CORP LTD ADR PFD COMMON STOCK 652487802 141744 5311250 SOLE 5311250
NEXTCARD INC. COMMON STOCK 65332K107 299 12200 SOLE 12200
NFRONT INC COMMON STOCK 65334N109 779 70000 SOLE 70000
NIELSEN MEDIA RESEARCH COMMON STOCK 653929307 6421 172666 SOLE 172666
NICOR INC COMMON STOCK 654086107 4656 125200 SOLE 125200
NIKE INCORPORATED CL. B COMMON STOCK 654106103 5688 100000 SOLE 100000
NOBLE AFFILIATES COMMON STOCK 654894104 8932 308000 SOLE 308000
NOKIA CORP ADR A COMMON STOCK 654902204 174645 1944550 SOLE 1944550
NOBLE DRILLING CORP COMMON STOCK 655042109 58341 2667000 SOLE 2667000
NORDSTROM INC. COMMON STOCK 655664100 10800 400000 SOLE 400000
NORTEL NETWORKS CORP. COMMON STOCK 656569100 97884 1919300 SOLE 1919300
NORTHERN TRUST CORP COMMON STOCK 665859104 46109 552200 SOLE 552200
NORTHPOINT COMMUNICATIONS COMMON STOCK 666610100 4595 248400 SOLE 248400
NORTHROP CORPORATION COMMON STOCK 666807102 11645 183200 SOLE 183200
NORTHWEST AIRLINES CORP A COMMON STOCK 667280101 7880 309000 SOLE 309000
NOVAMED EYECARE INC COMMON STOCK 66986W108 3059 300300 SOLE 300300
NOVACARE CONVERTIBLE BOND 669930AA7 2048 2250000 SOLE 2250000
NOVELL INCORPORATED COMMON STOCK 670006105 65497 3166000 SOLE 3166000
NOVELLUS SYSTEMS INC. COMMON STOCK 670008101 36281 538000 SOLE 538000
NSTAR COMMON STOCK 67019E107 4291 110742 SOLE 110742
N2H2 INC COMMON STOCK 67019F104 1227 125000 SOLE 125000
NUEVO GRUPO IUSACELL-ADRV COMMON STOCK 670512102 510 53735 SOLE 53735
NVIDIA CORP COMMON STOCK 67066G104 279 14500 SOLE 14500
OGE ENERGY CORP COMMON STOCK 670837103 9203 413600 SOLE 413600
OAK INDUSTRIES, INC. COMMON STOCK 671400505 4284 126000 SOLE 126000
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 14714 636300 SOLE 636300
OFFICE DEPOT INC COMMON STOCK 676220106 18 1800 SOLE 1800
OFFICE DEPOT CONVERTIBLE BOND 676220AA4 5504 8600000 SOLE 8600000
OFFICEMAX INC. COMMON STOCK 67622M108 23250 4000000 SOLE 4000000
OFFSHORE LOGISTICS 144A CONVERTIBLE BOND 676255AD4 4181 5000000 SOLE 5000000
OFFSHORE LOGISTICS CONVERTIBLE BOND 676255AF9 2091 2500000 SOLE 2500000
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 30560 823165 SOLE 823165
OMNICOM GROUP COMMON STOCK 681919106 81959 1035000 SOLE 1035000
OMNIPOINT CORP COMMON STOCK 68212D102 7543 135000 SOLE 135000
ONE VALLEY BANCORP INC COMMON STOCK 682419106 259 7500 SOLE 7500
ONESOURCE INFO SERVICES COMMON STOCK 68272J106 3043 368800 SOLE 368800
ONLINE RESOURCES & COMM COMMON STOCK 68273G101 1435 103400 SOLE 103400
OPTICAL COATING LAB COMMON STOCK 683829105 46363 503600 SOLE 503600
OPTIMAL ROBOTICS CORP COMMON STOCK 68388R208 4050 225000 SOLE 225000
ORACLE CORPORATION COMMON STOCK 68389X105 125730 2763300 SOLE 2763300
O'REILLY AUTOMOTIVE INC. COMMON STOCK 686091109 0 0 SOLE 0
ORION CAPITAL CORP*** COMMON STOCK 686268103 16581 350002 SOLE 350002
OSHKOSH TRUCK CORP COMMON STOCK 688239201 213 8000 SOLE 8000
OUTBACK STEAKHOUSE INC. COMMON STOCK 689899102 40460 1588600 SOLE 1588600
OWENS CORNING COMMON STOCK 69073F103 4175 192500 SOLE 192500
OWENS-ILLINOIS INC. COMMON STOCK 690768403 50 2500 SOLE 2500
OWENS-ILLINOIS 4.75 CV PREFERRED STOCK 690768502 4958 151400 SOLE 151400
PECO ENERGY COMPANY COMMON STOCK 693304107 43759 1166900 SOLE 1166900
PG & E CORPORATION COMMON STOCK 69331C108 61880 2391500 SOLE 2391500
PE CORP CL. G WTS 9/03 WARRANTS 69332S110 5 249 SOLE 249
PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 3510 162300 SOLE 162300
THE PMI GROUP INC COMMON STOCK 69344M101 37818 925200 SOLE 925200
PNC BANK CORP COMMON STOCK 693475105 37461 711000 SOLE 711000
PP&L RESOURCES INC COMMON STOCK 693499105 10492 387700 SOLE 387700
PPG INDUSTRIES, INC. COMMON STOCK 693506107 34980 583000 SOLE 583000
PRI AUTOMATION INC. COMMON STOCK 69357H106 365 10100 SOLE 10100
PACIFIC SUNWARE OF CALIF COMMON STOCK 694873100 603 21500 SOLE 21500
PACKATEER INC COMMON STOCK 695210104 2878 84500 SOLE 84500
PAINE WEBBER GROUP COMMON STOCK 695629105 35579 981500 SOLE 981500
PAIRGAIN TECHNOLOGIES INC COMMON STOCK 695934109 3188 250000 SOLE 250000
PALL CORPORATION COMMON STOCK 696429307 25233 1088200 SOLE 1088200
PAN AMERICAN SILVER CORP COMMON STOCK 697900108 399 55000 SOLE 55000
PANTRY INC COMMON STOCK 698657103 2840 255300 SOLE 255300
PARADYNE NETWORKS INC COMMON STOCK 69911G107 1548 55300 SOLE 55300
PARK PLACE ENTERTAINMENT COMMON STOCK 700690100 28418 2273400 SOLE 2273400
PARKER HANNIFIN CORPORATI COMMON STOCK 701094104 15649 349200 SOLE 349200
PATTERSON DENTAL COMMON STOCK 703412106 3251 65600 SOLE 65600
PAXAR CORP COMMON STOCK 704227107 5168 536900 SOLE 536900
PAYCHEX INC COMMON STOCK 704326107 5300 155300 SOLE 155300
PAYLESS SHOESOURCE INC COMMON STOCK 704379106 21407 423900 SOLE 423900
PEGASUS COMMUNICATIONS COMMON STOCK 705904100 2933 65000 SOLE 65000
PENN TREATY AMER CONVERTIBLE BOND 707874AC7 3031 3250000 SOLE 3250000
PENTAIR INC COMMON STOCK 709631105 16050 400000 SOLE 400000
PEOPLESOFT, INC. COMMON STOCK 712713106 2710 160000 SOLE 160000
PEPSI-COLA INCORPORATED COMMON STOCK 713448108 115 3800 SOLE 3800
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 448 11000 SOLE 11000
PERFORMANCE FOOD GP CO. COMMON STOCK 713755106 3513 137100 SOLE 137100
PERSISTENCE SOFTWARE INC COMMON STOCK 715329108 2856 100000 SOLE 100000
PHARMACIA & UPJOHN COMMON STOCK 716941109 88268 1778700 SOLE 1778700
PFIZER, INC. COMMON STOCK 717081103 19848 552300 SOLE 552300
PHARMACEUT PRODUCT DEVEL COMMON STOCK 717124101 100 7400 SOLE 7400
PHELPS DODGE CORP. COMMON STOCK 717265102 1101 20000 SOLE 20000
PHILIP MORRIS COS COMMON STOCK 718154107 353485 10339600 SOLE 10339600
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 1229 25200 SOLE 25200
PHOENIX INV PARTNERS CONVERTIBLE BOND 719085AA0 8355 7817500 SOLE 7817500
PHONE.COM INC COMMON STOCK 71920Q100 3136 20700 SOLE 20700
PHOTRONIC LABS INC. COMMON STOCK 719405102 5609 250000 SOLE 250000
PICCADILLY CAFETERIAS INC COMMON STOCK 719567109 4425 674300 SOLE 674300
PILLOWTEX CORP COMMON STOCK 721501104 1635 218000 SOLE 218000
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 1907 73000 SOLE 73000
PINNACLE SYSTEMS INC COMMON STOCK 723481107 339 8000 SOLE 8000
PINNACLE WEST CAPITAL COMMON STOCK 723484101 4365 120000 SOLE 120000
PIONEER HI-BRED INTL INC COMMON STOCK 723686101 11944 300000 SOLE 300000
PITNEY BOWES COMMON STOCK 724479100 50468 828200 SOLE 828200
PITTWAY CORP CL A COMMON STOCK 725790208 9075 288100 SOLE 288100
PLACER DOME INC. COMMON STOCK 725906101 6248 420000 SOLE 420000
POLAROID CORP COMMON STOCK 731095105 26000 1000000 SOLE 1000000
POLICY MGMT SYSTEMS COMMON STOCK 731108106 9839 311100 SOLE 311100
POLO RALPH LAUREN CORP COMMON STOCK 731572103 2691 150000 SOLE 150000
POLYCOM INC COMMON STOCK 73172K104 910 19100 SOLE 19100
POLYMEDICA CORP COMMON STOCK 731738100 246 10600 SOLE 10600
POST PPTYS INC COMMON STOCK 737464107 3066 78000 SOLE 78000
POTASH CORP OF SASKATCHEW COMMON STOCK 73755L107 5137 99500 SOLE 99500
POTOMAC ELECTRIC POWER COMMON STOCK 737679100 39538 1554300 SOLE 1554300
POWER INTEGRATIONS INC COMMON STOCK 739276103 886 12800 SOLE 12800
POWER-ONE INC COMMON STOCK 739308104 1020 40000 SOLE 40000
POWERTEL INC COMMON STOCK 73936C109 5782 105000 SOLE 105000
PRAXAIR INC. COMMON STOCK 74005P104 2806 61000 SOLE 61000
PRECISION CASTPARTS CORP COMMON STOCK 740189105 10571 346600 SOLE 346600
PRECISION DRILLING CORP COMMON STOCK 74022D100 429 18500 SOLE 18500
PREMARK INTERNATIONAL INC COMMON STOCK 740459102 20902 413900 SOLE 413900
PRICE COMMUNICATIONS COMMON STOCK 741437305 28582 1140420 SOLE 1140420
T. ROWE PRICE ASSOCIATES COMMON STOCK 741477103 8967 326800 SOLE 326800
PRIME RETAIL COMMON STOCK 741570105 4426 600100 SOLE 600100
PRIMUS KNOWLEDGE SOLUTION COMMON STOCK 74163Q100 4435 160900 SOLE 160900
PRIMUS TELECOMM GROUP INC COMMON STOCK 741929103 2520 120000 SOLE 120000
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 255 18000 SOLE 18000
PRIDE INTL INC CONVERTIBLE BOND 741932AB3 3375 10000000 SOLE 10000000
PRISM FINANCIAL CORP COMMON STOCK 74264Q108 2000 200000 SOLE 200000
PRIORITY HEALTHCARE CORP COMMON STOCK 74264T102 4631 150000 SOLE 150000
PROCTER AND GAMBLE CO COMMON STOCK 742718109 47 500 SOLE 500
PROFESSIONAL DETAILING COMMON STOCK 74312N107 223 8600 SOLE 8600
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 433 13800 SOLE 13800
PROGRESSIVE CORP COMMON STOCK 743315103 22056 270000 SOLE 270000
PROJECT SOFTWARE & DEV COMMON STOCK 74339P101 5350 100000 SOLE 100000
PROSPERITY BANCSHARES COMMON STOCK 743606105 1121 74400 SOLE 74400
PROTECTION ONE ALARM CONVERTIBLE BOND 743659AL8 12185 17565000 SOLE 17565000
PROTEIN DESIGN LABS INC. COMMON STOCK 74369L103 6322 175000 SOLE 175000
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 24398 308100 SOLE 308100
PROXIM INC COMMON STOCK 744284100 13745 298800 SOLE 298800
PUBLIC SERVICE ENTER COMMON STOCK 744573106 56087 1452100 SOLE 1452100
PULITZER INC. COMMON STOCK 745769109 468 10300 SOLE 10300
PULTE CORP COMMON STOCK 745867101 22 1000 SOLE 1000
QRS CORP COMMON STOCK 74726X105 279 4350 SOLE 4350
QLOGIC CORP COMMON STOCK 747277101 26473 379200 SOLE 379200
QUALCOM INC. COMMON STOCK 747525103 561442 2967650 SOLE 2967650
QUANTA SERVICES INC COMMON STOCK 74762E102 191 6500 SOLE 6500
QUANTUM CORP WI CONVERTIBLE BOND 747906AC9 2835 3500000 SOLE 3500000
QUEST SOFTWARE INC COMMON STOCK 74834T103 3836 82500 SOLE 82500
QUESTAR CORP COMMON STOCK 748356102 471 26000 SOLE 26000
QUICKSILVER INC COMMON STOCK 74838C106 2738 150000 SOLE 150000
QUINTILES TRANSNAT REGD COMMON STOCK 748767100 48914 2570200 SOLE 2570200
QUORUM HEALTH GROUP INC. COMMON STOCK 749084109 7367 1047700 SOLE 1047700
QUOTESMITH.COM INC COMMON STOCK 749117107 0 0 SOLE 0
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 1478 50000 SOLE 50000
RCN CORPORATION COMMON STOCK 749361101 16072 392000 SOLE 392000
RH DONNELLEY CORP COMMON STOCK 74955W307 9061 486500 SOLE 486500
RSA SECURITY INC. COMMON STOCK 749719100 2258 85000 SOLE 85000
RF MICRO DEVICES INC COMMON STOCK 749941100 9836 215000 SOLE 215000
RADIAN GROUP INC COMMON STOCK 750236101 2301 53596 SOLE 53596
RAINBOW RENTALS INC COMMON STOCK 750857104 2035 220000 SOLE 220000
RANGER OIL LTD COMMON STOCK 752805101 22 5000 SOLE 5000
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 3069 104800 SOLE 104800
RAYONIER INC. COMMON STOCK 754907103 19837 472300 SOLE 472300
RAYTHEON CO- CL A COMMON STOCK 755111309 7583 156345 SOLE 156345
RAYTHEON CO- CL B COMMON STOCK 755111408 71192 1434600 SOLE 1434600
READERS DIGEST ASSOC INC. COMMON STOCK 755267101 14625 500000 SOLE 500000
RECKSON ASSOC REALTY CORP COMMON STOCK 75621K106 9366 450000 SOLE 450000
RECKSON ASSOC REALTY - B COMMON STOCK 75621K304 212 9690 SOLE 9690
REDBACK NETWORKS COMMON STOCK 757209101 7463 69100 SOLE 69100
REGIS CORPORATION COMMON STOCK 758932107 2753 143000 SOLE 143000
REGIONS FINANCIAL CORP COMMON STOCK 758940100 8100 270000 SOLE 270000
RELIANCE GROUP HOLDINGS COMMON STOCK 759464100 6814 1535500 SOLE 1535500
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 4155 197850 SOLE 197850
RELIANT ENERGY INC. COMMON STOCK 75952J108 24746 914400 SOLE 914400
REMEDY CORP COMMON STOCK 759548100 4256 150000 SOLE 150000
RENAL CARE GROUP INC COMMON STOCK 759930100 9122 416400 SOLE 416400
REPUBLIC SERVICES INC COMMON STOCK 760759100 25339 2330000 SOLE 2330000
RESOURCE AMERICA INC COMMON STOCK 761195205 1730 232600 SOLE 232600
REXALL SUNDOWN INC. COMMON STOCK 761648104 2906 236000 SOLE 236000
RJ REYNOLDS TOBACCO HLDG COMMON STOCK 76182K105 54990 2036674 SOLE 2036674
RHYTHMS NETCONNECTIONS COMMON STOCK 762430205 2639 76500 SOLE 76500
RICHMOND COUNTY FINL CORP COMMON STOCK 764556106 113 6000 SOLE 6000
RITE AID CORP COMMON STOCK 767754104 30 2200 SOLE 2200
ROBBINS & MEYERS INC CONVERTIBLE BOND 770196AA1 2927 3500000 SOLE 3500000
ROCKWELL INTL CORP COMMON STOCK 773903109 65216 1242200 SOLE 1242200
ROHM & HAAS CO COMMON STOCK 775371107 26935 745600 SOLE 745600
ROHN INDUSTRIES INC COMMON STOCK 775381106 72 36000 SOLE 36000
ROLLINS TRUCK LSWY COMMON STOCK 775741101 2978 294100 SOLE 294100
ROSLYN BANCORP INC COMMON STOCK 778162107 2626 146900 SOLE 146900
ROSS STORES, INC. COMMON STOCK 778296103 38125 1894400 SOLE 1894400
ROYAL DUTCH PETROL- NY COMMON STOCK 780257804 177418 3003900 SOLE 3003900
RUBIO'S RESTAURANTS INC COMMON STOCK 78116B102 455 52800 SOLE 52800
RUBY TUESDAY INC COMMON STOCK 781182100 6221 319000 SOLE 319000
RUDDICK CORP COMMON STOCK 781258108 1800 113400 SOLE 113400
RYAN'S FAMILY STK HOUSES COMMON STOCK 783519101 936 104000 SOLE 104000
RYERSON TULL INC COMMON STOCK 78375P107 12034 520400 SOLE 520400
RYLAND GROUP INC COMMON STOCK 783764103 4257 187100 SOLE 187100
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 98188 1922900 SOLE 1922900
SBA COMMUNICATIONS CORP COMMON STOCK 78388J106 218 20000 SOLE 20000
SCP POOL CORP COMMON STOCK 784028102 165 7000 SOLE 7000
SDL INC COMMON STOCK 784076101 34936 457800 SOLE 457800
SEI INVESTMENTS COMPANY COMMON STOCK 784117103 2955 33100 SOLE 33100
SFX ENTERTAINMNT,INC CL A COMMON STOCK 784178105 35932 1178100 SOLE 1178100
SLI INC COMMON STOCK 78442T108 5386 252700 SOLE 252700
SPS TECHNOLOGIES INC. COMMON STOCK 784626103 5361 141300 SOLE 141300
SPX CORPORATION COMMON STOCK 784635104 48887 538700 SOLE 538700
S3 INCORPORATED CONVERTIBLE BOND 784849AC5 2700 3000000 SOLE 3000000
SABRE GROUP HOLDINGS COMMON STOCK 785905100 16740 389300 SOLE 389300
SAFECO CORPORATION COMMON STOCK 786429100 8862 316500 SOLE 316500
SAFEGUARD SCIENTIFICS COMMON STOCK 786449108 3400 50000 SOLE 50000
SAFEGUARD SCIENTIFIC 144A CONVERTIBLE BOND 786449AD0 5525 5000000 SOLE 5000000
SAFESKIN COMMON STOCK 786454108 1397 170000 SOLE 170000
SAFEWAY INC. COMMON STOCK 786514208 43117 1132800 SOLE 1132800
SAGA SYSTEMS INC. COMMON STOCK 786610105 9587 664000 SOLE 664000
ST JUDE MEDICAL INC. COMMON STOCK 790849103 21042 668000 SOLE 668000
ST MARY LAND & EXPLOR COMMON STOCK 792228108 5330 204000 SOLE 204000
ST. PAUL COS. COMMON STOCK 792860108 45279 1646500 SOLE 1646500
SAKS INCORPORATED COMMON STOCK 79377W108 3478 229000 SOLE 229000
SALON.COM COMMON STOCK 79549F108 1447 293000 SOLE 293000
SANCHEZ COMPUTER ASSOC COMMON STOCK 799702105 4742 135000 SOLE 135000
SANDISK CORP COMMON STOCK 80004C101 241 3700 SOLE 3700
SANMINA CORPORATION COMMON STOCK 800907107 60817 786000 SOLE 786000
SANMINA CORP 144A CONVERTIBLE BOND 800907AA5 3920 3500000 SOLE 3500000
SANTA FE SNYDER CORP COMMON STOCK 80218K105 2619 291000 SOLE 291000
SAPIENT CORP COMMON STOCK 803062108 2309 24500 SOLE 24500
SARA LEE CORPORATION COMMON STOCK 803111103 9609 410000 SOLE 410000
SAUER INC COMMON STOCK 804137107 4266 350000 SOLE 350000
SAWTEC INC COMMON STOCK 805468105 357 10200 SOLE 10200
SCANA CORPORATION COMMON STOCK 805898103 7426 307000 SOLE 307000
SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 100905 2313000 SOLE 2313000
SCHLUMBERGER, LTD. COMMON STOCK 806857108 19448 312100 SOLE 312100
SCHOOL SPECIALTY INC COMMON STOCK 807863105 2332 138200 SOLE 138200
SCHULMAN (A.) INC COMMON STOCK 808194104 6130 354100 SOLE 354100
CHARLES SCHWAB CORP. COMMON STOCK 808513105 146022 4334600 SOLE 4334600
SCIENT CORP COMMON STOCK 80864H109 51 800 SOLE 800
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 141346 2851900 SOLE 2851900
SCOTTS COMPANY (THE)CL A COMMON STOCK 810186106 104 3000 SOLE 3000
SEAGATE TECHNOLOGY COMMON STOCK 811804103 44694 1450500 SOLE 1450500
SEAGRAM CO LTD COMMON STOCK 811850106 48717 1070700 SOLE 1070700
SEAGRAM ACES 7.50 CV PREFERRED STOCK 811850205 10448 225000 SOLE 225000
SEACOR HOLDINGS INC COMMON STOCK 811904101 10358 202100 SOLE 202100
SEALED AIR SR-A 4.0 VT CV PREFERRED STOCK 81211K209 11419 225000 SOLE 225000
SEARS ROEBUCK COMMON STOCK 812387108 9664 308000 SOLE 308000
SECURITY CAPITAL- A COMMON STOCK 81413P105 35255 48627 SOLE 48627
SEMTECH COMMON STOCK 816850101 513 14000 SOLE 14000
SEMPRA ENERGY COMMON STOCK 816851109 17 800 SOLE 800
SENSRMTC ELEC 6.5 CV 144A PREFERRED STOCK 817265200 3413 175000 SOLE 175000
SERENA SOFTWARE INC COMMON STOCK 817492101 867 50600 SOLE 50600
SERVICE CORP INT'L COMMON STOCK 817565104 3029 286800 SOLE 286800
SHARED MEDICAL SYSTEMS COMMON STOCK 819486101 7588 162300 SOLE 162300
SHAW GROUP INC COMMON STOCK 820280105 3029 135000 SOLE 135000
SHAW INDUST INC COMMON STOCK 820286102 30440 1917500 SOLE 1917500
SHERIDAN ENERGY INC COMMON STOCK 823764105 2144 394283 SOLE 394283
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 9755 465900 SOLE 465900
SHIRE PHARMACEUTICALS ADR COMMON STOCK 82481R106 121 4200 SOLE 4200
SHOPKO STORES, INC. COMMON STOCK 824911101 12847 443000 SOLE 443000
SHOWCASE CORP COMMON STOCK 82539P102 2590 259000 SOLE 259000
SHURGARD STORAGE COMMON STOCK 82567D104 1089 44000 SOLE 44000
SIEBEL SYSTEMS INC COMMON STOCK 826170102 16456 247000 SOLE 247000
SILVER DINER INC COMMON STOCK 827655101 0 0 SOLE 0
SILVERSTREAM SOFTWARE INC COMMON STOCK 827907106 1662 53400 SOLE 53400
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 841 37500 SOLE 37500
SIMPSON MANU CO INC COMMON STOCK 829073105 141 3000 SOLE 3000
SINCLAIR BROADCAST 6.0 CV PREFERRED STOCK 829226505 3817 115000 SOLE 115000
SKYTEL COMM. PREFERRED STOCK 83087Q302 5717 156100 SOLE 156100
SMITH-GARDNER & ASSOC COMMON STOCK 832059109 229 29300 SOLE 29300
SMITHKLINE BEECHAM ADR COMMON STOCK 832378301 3976 69000 SOLE 69000
SMURFIT-STONE CONTAINER COMMON STOCK 832727101 12264 567142 SOLE 567142
SNAP-ON TOOLS CORP. COMMON STOCK 833034101 20930 644000 SOLE 644000
SOLECTRON CORPORATION COMMON STOCK 834182107 48301 672600 SOLE 672600
SOLUTIA INC COMMON STOCK 834376105 26026 1456000 SOLE 1456000
SONIC CORPORATION COMMON STOCK 835451105 186 6100 SOLE 6100
SONOCO PROD CO COMMON STOCK 835495102 22732 996460 SOLE 996460
SONOSITE INC COMMON STOCK 83568G104 3467 132700 SOLE 132700
SOURCE INFORMATION MGMT COMMON STOCK 836151209 3572 251800 SOLE 251800
SOUTHDOWN INC COMMON STOCK 841297104 51339 959600 SOLE 959600
SOUTHERN CO COMMON STOCK 842587107 13586 527600 SOLE 527600
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 6102 401800 SOLE 401800
SOVEREIGN BANCORP INC COMMON STOCK 845905108 4287 471440 SOLE 471440
SPARTECH CORP COMMON STOCK 847220209 2908 99200 SOLE 99200
SPRINT CORP (FON GROUP) COMMON STOCK 852061100 255952 4718000 SOLE 4718000
STAFF LEASING INC COMMON STOCK 852381102 2250 225000 SOLE 225000
STAMPS.COM INC COMMON STOCK 852857101 2302 66250 SOLE 66250
STANDARD COMMERCIAL CONVERTIBLE BOND 853258AA9 2496 3698000 SOLE 3698000
STANDARD PRODUCTS CO COMMON STOCK 853836104 3573 101000 SOLE 101000
STAR GAS PARTNERS L.P. COMMON STOCK 85512C105 268 16539 SOLE 16539
STARBUCKS CORP COMMON STOCK 855244109 8874 358100 SOLE 358100
STARTEK INC COMMON STOCK 85569C107 325 5900 SOLE 5900
STATEN ISLAND BANCORP INC COMMON STOCK 857550107 277 14700 SOLE 14700
STATION CASINOS INC COMMON STOCK 857689103 233 10000 SOLE 10000
STEWART ENTERPRISES COMMON STOCK 860370105 303 50000 SOLE 50000
STEWART INFO SVCS COMMON STOCK 860372101 2608 142400 SOLE 142400
STILLWATER MINING COMPANY COMMON STOCK 86074Q102 6531 243000 SOLE 243000
STMICROELECTRONICS NV- NY COMMON STOCK 861012102 154290 2085000 SOLE 2085000
STMICROELECTRONICS NV CONVERTIBLE BOND 861012AA0 4099 3000000 SOLE 3000000
STOLT COMEX SEAWAY- ADR COMMON STOCK 861567105 7062 649350 SOLE 649350
STONE ENERGY CORP. COMMON STOCK 861642106 20818 409200 SOLE 409200
STRAYER EDUCATION INC COMMON STOCK 863236105 123 6200 SOLE 6200
STRUCTURAL DYNAMICS RES COMMON STOCK 863555108 6842 455167 SOLE 455167
STUDENT ADVANTAGE INC COMMON STOCK 86386Q105 2567 223200 SOLE 223200
SUMMIT BANCORP COMMON STOCK 866005101 35268 1087250 SOLE 1087250
SUMMIT TECHNOLOGY INC. COMMON STOCK 86627E101 264 14400 SOLE 14400
SUN MICROSYSTEMS INC. COMMON STOCK 866810104 274406 2950600 SOLE 2950600
SUNBEAM CORPORATION 144A CONVERTIBLE BOND 867071AA0 1615 9500000 SOLE 9500000
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 15214 578200 SOLE 578200
SUNRISE ASST LIVING 144A CONVERTIBLE BOND 86768KAA4 3311 3409000 SOLE 3409000
SUNRISE ASSISTED LIVING CONVERTIBLE BOND 86768KAC0 2914 3000000 SOLE 3000000
SUNTRUST BANKS,INC. COMMON STOCK 867914103 24617 374400 SOLE 374400
SUNSTONE HOTEL INVESTORS COMMON STOCK 867933103 700 80000 SOLE 80000
SUPERIOR INDUSTRIES INTL COMMON STOCK 868168105 252 9000 SOLE 9000
SUPERVALU INC. COMMON STOCK 868536103 25521 1170000 SOLE 1170000
SYBASE INCORPORATED COMMON STOCK 871130100 39477 3342000 SOLE 3342000
SYMANTEC CORP. COMMON STOCK 871503108 5108 142000 SOLE 142000
SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 12973 385800 SOLE 385800
SYNCOR INTL CORP-DEL COMMON STOCK 87157J106 11006 293500 SOLE 293500
SYNOPSYS INC COMMON STOCK 871607107 37799 673100 SOLE 673100
SYSCO CORP COMMON STOCK 871829107 8422 240200 SOLE 240200
SYSTEMS & COMPUTER TECH COMMON STOCK 871873105 536 42700 SOLE 42700
TJX COMPANIES, INC. COMMON STOCK 872540109 68899 2455200 SOLE 2455200
TNP ENTERPRISES INC COMMON STOCK 872594106 4404 113100 SOLE 113100
TACO CABANA CL A COMMON STOCK 873425102 174 18000 SOLE 18000
TALBOTS INC. COMMON STOCK 874161102 404 9000 SOLE 9000
TANDY CORP COMMON STOCK 875382103 182033 3521800 SOLE 3521800
TANNING TECHNOLOGY CORP COMMON STOCK 87588P101 2659 101300 SOLE 101300
TECH DATA CORPORATION COMMON STOCK 878237106 184 7900 SOLE 7900
TECHNE CORP COMMON STOCK 878377100 204 6500 SOLE 6500
TECHNITROL INC COMMON STOCK 878555101 2788 79100 SOLE 79100
TECHNOLOGY SOLUTIONS CO COMMON STOCK 87872T108 5085 360000 SOLE 360000
TECUMSEH PRODUCTS CO COMMON STOCK 878895200 206 4100 SOLE 4100
TEKELEC COMMON STOCK 879101103 8178 592100 SOLE 592100
TELENORTE LESTE PART-ADR COMMON STOCK 879246106 3354 216400 SOLE 216400
TELECOM ITALIA SPA - ADR COMMON STOCK 87927W106 69 800 SOLE 800
TELEFONOS DE MEXICO SA CONVERTIBLE BOND 879403AD5 6159 6500000 SOLE 6500000
TELESP CELULAR PARTIC-ADR COMMON STOCK 87952L108 2261 86560 SOLE 86560
TELIGENT INC COMMON STOCK 87959Y103 248 5000 SOLE 5000
TELLABS INC COMMON STOCK 879664100 58145 1021200 SOLE 1021200
TELXON CONVERTIBLE BOND 879700AC6 4666 6750000 SOLE 6750000
TEMPLE-INLAND INC COMMON STOCK 879868107 15609 258000 SOLE 258000
TENFOLD CORPORATION COMMON STOCK 88033A103 3368 127100 SOLE 127100
TENET HEALTHCARE COMMON STOCK 88033G100 32 1800 SOLE 1800
TENNECO INC COMMON STOCK 88037E101 6936 408000 SOLE 408000
TERADYNE INCORPORATED COMMON STOCK 880770102 46671 1324000 SOLE 1324000
TESORO PETROLEUM CORP. COMMON STOCK 881609101 7656 464000 SOLE 464000
TESORO PETROL 7.25 NVT CV PREFERRED STOCK 881609408 17256 1100000 SOLE 1100000
TEVA PHARM ADR COMMON STOCK 881624209 7396 147000 SOLE 147000
TETRA TECHNOLOGIES INC. COMMON STOCK 88162F105 925 90800 SOLE 90800
TETRA TECH INC COMMON STOCK 88162G103 11583 694126 SOLE 694126
TEXACO INC COMMON STOCK 881694103 116750 1849500 SOLE 1849500
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 48651 591500 SOLE 591500
TEXAS UTILITIES COMPANY COMMON STOCK 882848104 37350 1001000 SOLE 1001000
TEXTRON INC COMMON STOCK 883203101 104015 1344300 SOLE 1344300
THERMO INSTRUMENT CONV CONVERTIBLE BOND 883559AE6 7166 9000000 SOLE 9000000
THERMO ECOTEK 144A CONVERTIBLE BOND 88355RAB2 4388 5000000 SOLE 5000000
THERMO OPTEK 144A CONVERTIBLE BOND 883582AA6 6421 6535000 SOLE 6535000
THERMOQUEST 144A CONVERTIBLE BOND 883655AA0 9494 9775000 SOLE 9775000
3COM CORPORATION COMMON STOCK 885535104 4359 151600 SOLE 151600
3DO COMPANY (THE) COMMON STOCK 88553W105 3019 300000 SOLE 300000
TICKETMSTR ONLINE-CITY -B COMMON STOCK 88633P203 2506 103600 SOLE 103600
TIDEWATER INCORPORATED COMMON STOCK 886423102 32005 1255100 SOLE 1255100
TIFFANY & CO COMMON STOCK 886547108 109632 1829100 SOLE 1829100
TIME WARNER, INCORP. COMMON STOCK 887315109 298896 4920100 SOLE 4920100
TIMES MIRROR CO - CL A COMMON STOCK 887364107 6667 101300 SOLE 101300
TOLL BROTHERS INC COMMON STOCK 889478103 18533 972200 SOLE 972200
TOO INC COMMON STOCK 890333107 16983 946801 SOLE 946801
TORO CO COMMON STOCK 891092108 441 11800 SOLE 11800
TOSCO CORP COMMON STOCK 891490302 17852 707000 SOLE 707000
TOTAL FINA SA ADR COMMON STOCK 89151E109 47356 746500 SOLE 746500
TOWER AOTOMOTIVE INC COMMON STOCK 891707101 5145 259700 SOLE 259700
TOWER REALTY TRUST INC COMMON STOCK 89185E109 0 0 SOLE 0
TRAVELERS PROP CASUALTY-A COMMON STOCK 893939108 7145 242200 SOLE 242200
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 29315 716100 SOLE 716100
TRIBUNE CO COMMON STOCK 896047107 46078 926200 SOLE 926200
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 9153 317000 SOLE 317000
TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 25463 700000 SOLE 700000
TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 4724 126400 SOLE 126400
24/7 MEDIA INC COMMON STOCK 901314104 2367 62500 SOLE 62500
TYCO INTL LTD COMMON STOCK 902124106 495926 4803159 SOLE 4803159
UAL CORPORATION COMMON STOCK 902549500 78950 1208800 SOLE 1208800
USX-MARATHON GROUP COMMON STOCK 902905827 43185 1476400 SOLE 1476400
UST, INC. COMMON STOCK 902911106 24600 814900 SOLE 814900
US BANCORP COMMON STOCK 902973106 21795 722000 SOLE 722000
USA NETWORKS INC COMMON STOCK 902984103 31147 803800 SOLE 803800
URS CORP COMMON STOCK 903236107 74 3000 SOLE 3000
USG CORP COMMON STOCK 903293405 39686 835500 SOLE 835500
US FOODSERVICE INC COMMON STOCK 90331R101 11610 645000 SOLE 645000
ULTRAMAR DIAMOND SHA COMMON STOCK 904000106 10886 426900 SOLE 426900
UNIBANCO GDR COMMON STOCK 90458E107 16877 954200 SOLE 954200
UNIFI INC COMMON STOCK 904677101 8311 755500 SOLE 755500
UNICOM CORP. COMMON STOCK 904911104 68198 1846300 SOLE 1846300
UNIGRAPHICS SOLUTIONS INC COMMON STOCK 904928108 5493 202500 SOLE 202500
UNION CARBIDE CORPORATION COMMON STOCK 905581104 67124 1181500 SOLE 1181500
UNION PACIFIC COMMON STOCK 907818108 55108 1146600 SOLE 1146600
UNION PACIFIC RESOUR COMMON STOCK 907834105 0 0 SOLE 0
UNION PLANTERS CORP COMMON STOCK 908068109 16334 400824 SOLE 400824
UNIONBANCAL CORP COMMON STOCK 908906100 11731 323600 SOLE 323600
UNISYS CORPORATION COMMON STOCK 909214108 113772 2521274 SOLE 2521274
UNITED HEALTHCARE CORP COMMON STOCK 910581107 32460 666700 SOLE 666700
UNITED RENTALS INC COMMON STOCK 911363109 15669 720393 SOLE 720393
UNITED ROAD SERVICES INC COMMON STOCK 911384105 1214 335000 SOLE 335000
US CELLULAR CORP COMMON STOCK 911684108 2890 42500 SOLE 42500
US CELLULAR CORP 0% LYON CONVERTIBLE BOND 911684AA6 12825 20000000 SOLE 20000000
US WEST INC COMMON STOCK 91273H101 41114 720500 SOLE 720500
UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 133246 2246500 SOLE 2246500
UNITRODE CORP COMMON STOCK 913283107 35700 850000 SOLE 850000
UNIVERSAL CORP COMMON STOCK 913456109 2613 100000 SOLE 100000
UNOCAL CORP. COMMON STOCK 915289102 38323 1034000 SOLE 1034000
US FREIGHTWAYS COMMON STOCK 916906100 5259 111000 SOLE 111000
URBAN OUTFITTERS INC COMMON STOCK 917047102 288 13000 SOLE 13000
USWEB CORP COMMON STOCK 917327108 6348 185000 SOLE 185000
UTILICORP UNITED INC COMMON STOCK 918005109 2633 125000 SOLE 125000
VF CORPORATION COMMON STOCK 918204108 10701 345200 SOLE 345200
VAIL RESORTS INC COMMON STOCK 91879Q109 3838 165500 SOLE 165500
VALASSIS COMMUNICATIONS COMMON STOCK 918866104 20989 477700 SOLE 477700
VALERO ENERGY CORP COMMON STOCK 91913Y100 11877 617000 SOLE 617000
VARCO INTERNATIONAL INC. COMMON STOCK 922126107 11210 919800 SOLE 919800
VARIAN INC. COMMON STOCK 922206107 289 16300 SOLE 16300
VARIAN SEMICONDUCTORS COMMON STOCK 922207105 600 28500 SOLE 28500
VASTAR RESOURCES INC COMMON STOCK 922380100 118694 1897200 SOLE 1897200
VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 2686 158000 SOLE 158000
VERITAS SOFTWARE CORP COMMON STOCK 923436109 113625 1496300 SOLE 1496300
VERITY INC COMMON STOCK 92343C106 5643 82000 SOLE 82000
VERISIGN INC COMMON STOCK 92343E102 6390 60000 SOLE 60000
VERITAS DGC INC COMMON STOCK 92343P107 2791 145000 SOLE 145000
VIATEL INC COMMON STOCK 925529208 140 4741 SOLE 4741
VIANT CORP COMMON STOCK 92553N107 4925 101800 SOLE 101800
VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 37288 1570000 SOLE 1570000
VISUAL NETWORKS INC COMMON STOCK 928444108 208 4900 SOLE 4900
VISX INC COMMON STOCK 92844S105 29312 370600 SOLE 370600
VITAL SIGNS INC COMMON STOCK 928469105 2889 141800 SOLE 141800
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 207914 2435300 SOLE 2435300
VULCAN MATERIALS CO COMMON STOCK 929160109 20250 552900 SOLE 552900
WPP CROUP PLC SPONS ADR COMMON STOCK 929309300 35972 386800 SOLE 386800
WACHOVIA CORP. COMMON STOCK 929771103 76251 969800 SOLE 969800
WAL-MART STORES INC. COMMON STOCK 931142103 805913 16944300 SOLE 16944300
WALDEN SR B 9.16 NVT CV PREFERRED STOCK 931210306 8116 327900 SOLE 327900
WALGREEN COMPANY COMMON STOCK 931422109 32625 1285700 SOLE 1285700
WALLACE COMPUTER COMMON STOCK 932270101 6928 342100 SOLE 342100
WALTER INDUSTRIES INC COMMON STOCK 93317Q105 1614 119583 SOLE 119583
WARNACO GROUP INC. COMMON STOCK 934390105 8213 450000 SOLE 450000
WARNER-LAMBERT COMMON STOCK 934488107 372 5600 SOLE 5600
WASHINGTON FEDERAL INC COMMON STOCK 938824109 7700 332090 SOLE 332090
WASHINGTON MUTUAL SAV BNK COMMON STOCK 939322103 31663 1082500 SOLE 1082500
WASTE CONECTIONS INC COMMON STOCK 941053100 4863 236500 SOLE 236500
WASTE MANAGEMENT INC COMMON STOCK 94106L109 144850 7524700 SOLE 7524700
WASTE MANAGEMENT CONVERTIBLE BOND 94106LAA7 7518 8400000 SOLE 8400000
WATCHGUARD TECHNOLOGIES COMMON STOCK 941105108 2100 140000 SOLE 140000
WATERS CORP COMMON STOCK 941848103 154023 2543200 SOLE 2543200
WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 134 4400 SOLE 4400
WASAU-MOSINEE PAPER CORP COMMON STOCK 943315101 2668 220000 SOLE 220000
WEATHERFORD INTL COMMON STOCK 947074100 6816 213004 SOLE 213004
DELL WEBB CORPORATION COMMON STOCK 947423109 2838 129000 SOLE 129000
WEBSTER FINANCIAL CORP COMMON STOCK 947890109 3996 156700 SOLE 156700
WEBTRENDS CORP COMMON STOCK 94844D104 3044 68300 SOLE 68300
WELLS FARGO COMPANY COMMON STOCK 949746101 425337 10734060 SOLE 10734060
WENDY'S INTERNATIONAL COMMON STOCK 950590109 30384 1152000 SOLE 1152000
WERNER ENTERPRISES INC COMMON STOCK 950755108 2027 115000 SOLE 115000
WEST PHARMACEUTICAL SVCS COMMON STOCK 955306105 368 9700 SOLE 9700
WEST TELESERVICES CORP COMMON STOCK 956188106 2260 217800 SOLE 217800
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AH8 1413 10000000 SOLE 10000000
WESTERN GAS RESOURCES INC COMMON STOCK 958259103 4859 260000 SOLE 260000
WESTERN RESOURCES INC COMMON STOCK 959425109 289 13500 SOLE 13500
WESTERN WIRELESS CLASS A COMMON STOCK 95988E204 10314 230000 SOLE 230000
WESTPOINT STEVENS INC COMMON STOCK 961238102 13419 568000 SOLE 568000
WESTVACO CORPORATION COMMON STOCK 961548104 9841 384050 SOLE 384050
WEYERHAEUSER COMPANY COMMON STOCK 962166104 36010 624900 SOLE 624900
WHIRLPOOL CORP COMMON STOCK 963320106 15100 231200 SOLE 231200
WHITTMAN-HART INC COMMON STOCK 966834103 570 14700 SOLE 14700
WHOLE FOODS MARKET INC. COMMON STOCK 966837106 137 4200 SOLE 4200
WHOLE FOODS MARKET INC. CONVERTIBLE BOND 966837AC0 5025 15000000 SOLE 15000000
WILD OATS MARKETS INC COMMON STOCK 96808B107 3160 80000 SOLE 80000
WILLIAMS COMPANIES INC COMMON STOCK 969457100 26955 720000 SOLE 720000
WILLIAMS-SONOMA INC COMMON STOCK 969904101 2006 41300 SOLE 41300
WIND RIVER SYSTEMS CONVERTIBLE BOND 973149AC1 4581 5000000 SOLE 5000000
WINK COMMUNICATIONS INC COMMON STOCK 974168106 970 22200 SOLE 22200
WINNEBAGO INDUSTRIES COMMON STOCK 974637100 287 12000 SOLE 12000
WINSTAR COMMUNICATIONS COMMON STOCK 975515107 8399 215003 SOLE 215003
WOLVERINE TUBE INC. COMMON STOCK 978093102 1752 113000 SOLE 113000
WORKFLOW MGMT INC COMMON STOCK 98137N109 195 15000 SOLE 15000
WORLD ACCESS INC CONVERTIBLE BOND 98141AAC5 1310 2000000 SOLE 2000000
WORTHINGTON FOODS INC COMMON STOCK 981809106 2372 165000 SOLE 165000
WM. WRIGLEY JR. CO COMMON STOCK 982526105 14 200 SOLE 200
WYMAN-GORDON CO COMMON STOCK 983085101 4952 265000 SOLE 265000
XILINX INCORPORATED COMMON STOCK 983919101 50695 773600 SOLE 773600
XIRCOM INC COMMON STOCK 983922105 9528 223200 SOLE 223200
XEROX CORP. COMMON STOCK 984121103 8564 204200 SOLE 204200
XTRA CORP COMMON STOCK 984138107 9127 229600 SOLE 229600
YANKEE CANDLE INC COMMON STOCK 984757104 2908 150600 SOLE 150600
YELLOW CORP COMMON STOCK 985509108 3313 200000 SOLE 200000
YORK INTERNATIONAL CORP COMMON STOCK 986670107 6487 180500 SOLE 180500
YOUNG & RUBICAM INC COMMON STOCK 987425105 78808 1791100 SOLE 1791100
ZALE CORP COMMON STOCK 988858106 42937 1120700 SOLE 1120700
ZEBRA TECH CORP CL A COMMON STOCK 989207105 396 8700 SOLE 8700
ZIFF-DAVIS INC - ZDNET COMMON STOCK 989511209 128 6000 SOLE 6000
ZIONS BANCORPORATION COMMON STOCK 989701107 5733 104000 SOLE 104000
ZOLL MEDICAL CORP COMMON STOCK 989922109 3364 111200 SOLE 111200
ZOMAX INC COMMON STOCK 989929104 207 8000 SOLE 8000
LERNOUT & HAUSPIE SPEECH COMMON STOCK B5628B104 69923 2004950 SOLE 2004950
ACE LTD COMMON STOCK G0070K103 74435 4394661 SOLE 4394661
ANNUITY AND LIFE RE HLDNG COMMON STOCK G03910109 14293 574600 SOLE 574600
GEMSTAR INTL GROUP INC COMMON STOCK G3788V106 11875 152000 SOLE 152000
GLOBAL CROSSING LTD COMMON STOCK G3921A100 21906 826648 SOLE 826648
IPC HOLDINGS LTD COMMON STOCK G4933P101 6727 358764 SOLE 358764
LORAL SPACE&COMM 6.00 CV PREFERRED STOCK G56462149 7406 150000 SOLE 150000
RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 10052 289800 SOLE 289800
RSL COMMUNICATIONS LTD A COMMON STOCK G7702U102 91 5000 SOLE 5000
SANTA FE INTL CORP COMMON STOCK G7805C108 50060 2321600 SOLE 2321600
SCOTTISH ANNUITY & LIFE COMMON STOCK G7885T104 3413 350000 SOLE 350000
TOMMY HILFIGER CORP COMMON STOCK G8915Z102 29597 1050000 SOLE 1050000
TRANSOCEAN OFFSHORE INC COMMON STOCK G90076103 85159 2780700 SOLE 2780700
XL CAPITAL LIMITED COMMON STOCK G98255105 139745 3105455 SOLE 3105455
MILLICOM INTL CELLULAR SA COMMON STOCK L6388F102 427 15000 SOLE 15000
SBS BROADCASTING SA COMMON STOCK L8137F102 504 13000 SOLE 13000
STOLT COMEX SEAWAY COMMON STOCK L8873E103 6455 570600 SOLE 570600
STOLT-NEILSEN SA COMMON STOCK L88742108 3690 247000 SOLE 247000
AUDIOCODES LTD COMMON STOCK M15342104 5467 145300 SOLE 145300
BACKWEB TECHNOLOGIES LTD COMMON STOCK M15633106 972 57200 SOLE 57200
GALILEO TECHNOLOGY LTD COMMON STOCK M47298100 385 15400 SOLE 15400
GILAT SATELLITE NETWORKS COMMON STOCK M51474100 3754 70000 SOLE 70000
ORCKIT COMMUNICATIONS LTD COMMON STOCK M7531S107 8136 230000 SOLE 230000
ASM LITHOGRAPHY HOLDING COMMON STOCK N07059111 3554 53000 SOLE 53000
CORE LAB. N.V. COMMON STOCK N22717107 3763 200000 SOLE 200000
ICTS INTERNATIONAL NV COMMON STOCK N43837108 2101 410000 SOLE 410000
PANAMERICAN BEVERAGES COMMON STOCK P74823108 663 40000 SOLE 40000
ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 89010 1978000 SOLE 1978000
FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 48412 832000 SOLE 832000
</TABLE>
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 1,393
Form 13F Information Table Value Total: $42,696,305
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
NONE
