<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: June 30, 1999
Chech here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Instiutional 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 represnt 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 August 13, 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 protion 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 1600 200000 SOLE 200000
AFLAC CORP. COMMON STOCK 001055102 103372 2159200 SOLE 2159200
AHL SERVICES INC COMMON STOCK 001296102 5309 212900 SOLE 212900
AES CORP CONVERTIBLE BOND 00130HAN5 9606 7700000 SOLE 7700000
AMR CORPORATION - DEL COMMON STOCK 001765106 78948 1156750 SOLE 1156750
ARM FINANCIAL GROUP- A COMMON STOCK 001944107 2415 284100 SOLE 284100
AMERICAN TELE & TELE COMMON STOCK 001957109 629206 11273564 SOLE 11273564
AT&T CORP - LIB MEDIA -A COMMON STOCK 001957208 7975 217000 SOLE 217000
ATMI INC COMMON STOCK 00207R101 13983 470000 SOLE 470000
ABACUS DIRECT CORP COMMON STOCK 002553105 6405 70000 SOLE 70000
ABBOTT LABORATORIES COMMON STOCK 002824100 233761 5137600 SOLE 5137600
ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 168308 3506424 SOLE 3506424
ACTIVISION INC COMMON STOCK 004930202 2913 200000 SOLE 200000
ACTION PERFORMANCE COMMON STOCK 004933107 7118 215700 SOLE 215700
ACTUATE SOFTWARE CORP COMMON STOCK 00508B102 186 7000 SOLE 7000
ACUSON CORP COMMON STOCK 005113105 5199 302500 SOLE 302500
ACXIOM CORPORATION COMMON STOCK 005125109 5743 230300 SOLE 230300
ADAPTEC INC. COMMON STOCK 00651F108 37189 1053100 SOLE 1053100
ADAPTEC INC CONVERTIBLE BOND 00651FAC2 13353 14000000 SOLE 14000000
ADELPHIA COMM CL A COMMON STOCK 006848105 8329 130900 SOLE 130900
ADELPHIA COMM 5.50 NVT CV PREFERRED STOCK 006848402 10349 52500 SOLE 52500
A.F.P. PROVIDA S.A. ADR COMMON STOCK 00709P108 2200 100000 SOLE 100000
ADOBE SYSTEMS INC. COMMON STOCK 00724F101 18682 227400 SOLE 227400
ADTRAN INC COMMON STOCK 00738A106 269 7400 SOLE 7400
ADVANCE PARADIGM INC COMMON STOCK 007491103 6716 110100 SOLE 110100
ADVANCED FIBRER COMM COMMON STOCK 00754A105 3125 200000 SOLE 200000
ADVO INC. COMMON STOCK 007585102 2490 120000 SOLE 120000
ADVANCED MICRO DEVICES COMMON STOCK 007903107 37917 2099200 SOLE 2099200
ADVENT SOFTWARE INC COMMON STOCK 007974108 8335 124400 SOLE 124400
AETNA INC COMMON STOCK 008117103 39594 442700 SOLE 442700
AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 22781 450000 SOLE 450000
AFFILIATED COMP CONV 144A CONVERTIBLE BOND 008190AC4 6681 5000000 SOLE 5000000
AGRIBRANDS INTL INC COMMON STOCK 00849R105 7262 183560 SOLE 183560
AIR EXPRESS INTL CP COMMON STOCK 009104100 13819 544600 SOLE 544600
ALASKA AIRGROUP COMMON STOCK 011659109 30068 720200 SOLE 720200
ALBANY INTL CORP - CL A COMMON STOCK 012348108 9408 453378 SOLE 453378
ALBERTSON'S INC COMMON STOCK 013104104 96842 1878150 SOLE 1878150
ALCOA INC COMMON STOCK 013817101 5779 93400 SOLE 93400
ALCATEL ALSTHOM ADR COMMON STOCK 013904305 18586 655000 SOLE 655000
ALLAIRE CORP COMMON STOCK 016714107 2252 33000 SOLE 33000
ALLEGHENY ENERGY INC COMMON STOCK 017361106 45580 1421600 SOLE 1421600
ALLERGAN INCORPORATED COMMON STOCK 018490102 22866 206000 SOLE 206000
ALLIEDSIGNAL INC COMMON STOCK 019512102 154634 2454500 SOLE 2454500
ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 95554 4838200 SOLE 4838200
ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 43864 721300 SOLE 721300
ALLSTATE CORPORATION COMMON STOCK 020002101 117641 3279198 SOLE 3279198
ALLTEL CORP COMMON STOCK 020039103 59509 832300 SOLE 832300
ALPHA INDUSTRIES INC COMMON STOCK 020753109 6668 140000 SOLE 140000
ALZA CORP CONV CONVERTIBLE BOND 022615AD0 4163 3000000 SOLE 3000000
AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 33093 579300 SOLE 579300
AMCOL INT'L CORP COMMON STOCK 02341W103 4213 293100 SOLE 293100
AMERICA ONLINE INC. COMMON STOCK 02364J104 61195 553800 SOLE 553800
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 18796 413100 SOLE 413100
AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 235682 1811200 SOLE 1811200
AMERICAN GENERAL COMMON STOCK 026351106 163654 2171200 SOLE 2171200
AMER GEN 6.0 NVT CV SR A PREFERRED STOCK 02637G200 7013 75000 SOLE 75000
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 192193 3342480 SOLE 3342480
AMERICAN INTERNATIONAL GP COMMON STOCK 026874107 199598 1705055 SOLE 1705055
AMER MANAGEMENT SYSTEMS COMMON STOCK 027352103 11222 350000 SOLE 350000
AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 4552 527800 SOLE 527800
AMERICAN STANDARD COS INC COMMON STOCK 029712106 58224 1213000 SOLE 1213000
AMERICAN TOWER CORP COMMON STOCK 029912201 720 30000 SOLE 30000
AMES DEPT STORES INC. COMMON STOCK 030789507 5019 110000 SOLE 110000
AMERITECH CORP COMMON STOCK 030954101 301923 4107800 SOLE 4107800
AMGEN INCORPORATED COMMON STOCK 031162100 323338 5311500 SOLE 5311500
AMSOUTH BANCORPORATION COMMON STOCK 032165102 39510 1703950 SOLE 1703950
ANADARKO PETROLEM COMMON STOCK 032511107 7738 210200 SOLE 210200
ANADIGICS INC COMMON STOCK 032515108 278 7500 SOLE 7500
ANALOG DEVICES INC. COMMON STOCK 032654105 27287 543800 SOLE 543800
ANCHOR GAMING COMMON STOCK 033037102 4326 90000 SOLE 90000
ANGLOGOLD LTD- SPON ADR COMMON STOCK 035128206 1032 48000 SOLE 48000
ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 171584 2418800 SOLE 2418800
ANNTAYLOR STORES INC. COMMON STOCK 036115103 12150 270000 SOLE 270000
ANTHRACITE CAPITAL INC COMMON STOCK 037023108 6727 1025000 SOLE 1025000
APACHE CORPORATION COMMON STOCK 037411105 8198 210200 SOLE 210200
APPLE COMPUTER INC COMMON STOCK 037833100 70594 1524300 SOLE 1524300
APEX PC SOLUTIONS INC COMMON STOCK 037945102 2255 110000 SOLE 110000
APPLIED POWER CL A COMMON STOCK 038225108 6009 220000 SOLE 220000
APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 748 9100 SOLE 9100
APPLIED SCIENCE & TECH COMMON STOCK 038236105 236 10500 SOLE 10500
ARCHSTONE COMM TRUST COMMON STOCK 039581103 11342 517000 SOLE 517000
ARGOSY EDUCATION GRP - A COMMON STOCK 040222101 3200 400000 SOLE 400000
ARMCO INC COMMON STOCK 042170100 9938 1500000 SOLE 1500000
ARMCO 7.25 VT CV PREFERRED STOCK 042170407 10050 200000 SOLE 200000
ARMOR HOLDINGS INC COMMON STOCK 042260109 2609 250000 SOLE 250000
ARROW ELECTRONICS INC COMMON STOCK 042735100 5510 290000 SOLE 290000
ARVIN INDUSTRIES COMMON STOCK 043339100 16801 443600 SOLE 443600
ASHANTI GOLDFIELDS GDR COMMON STOCK 043743202 2401 346120 SOLE 346120
ASHLAND INC COMMON STOCK 044204105 12102 301600 SOLE 301600
ASIA PULP & PAPER CO LTD COMMON STOCK 04516V100 481 50000 SOLE 50000
ASPECT DEVELOPMENT INC COMMON STOCK 045234101 1388 75000 SOLE 75000
ASPECT TELECOMM 144A CONVERTIBLE BOND 045237AB0 3828 17500000 SOLE 17500000
ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 2233 190000 SOLE 190000
AT HOME CORP COMMON STOCK 045919107 21834 404808 SOLE 404808
ASSOCIATES *** FIRST CAP COMMON STOCK 046008108 107761 2431850 SOLE 2431850
ASTROPOWER COMMON STOCK 04644A101 3500 200000 SOLE 200000
ATLANTIC RICHFIELD CORP COMMON STOCK 048825103 33592 402000 SOLE 402000
ATMEL CORP COMMON STOCK 049513104 16629 635000 SOLE 635000
ATMEL CORP 144A CONVERTIBLE BOND 049513AB0 4075 10000000 SOLE 10000000
AURORA BIOSCIENCES CORP COMMON STOCK 051920106 1450 200000 SOLE 200000
AUTO COM(RII) 6.5 TRACES PREFERRED STOCK 05300A202 5400 300000 SOLE 300000
AUTOMATIC DATA PROC COMMON STOCK 053015103 78514 1784400 SOLE 1784400
AUTONATION INC. COMMON STOCK 05329W102 48049 2697500 SOLE 2697500
AUTOZONE INC. COMMON STOCK 053332102 22633 751300 SOLE 751300
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 13162 355732 SOLE 355732
AVERY-DENNISON CORP COMMON STOCK 053611109 150316 2489700 SOLE 2489700
AVID TECHNOLOGY INC COMMON STOCK 05367P100 1693 105000 SOLE 105000
AVIS RENT A CAR COMMON STOCK 053790101 21975 754500 SOLE 754500
AVNET INCORPORATED COMMON STOCK 053807103 20832 448000 SOLE 448000
AVON PRODUCTS INC COMMON STOCK 054303102 68210 1229000 SOLE 1229000
AWARE INC/MASS COMMON STOCK 05453N100 2218 48100 SOLE 48100
BB&T CORPORATION COMMON STOCK 054937107 25978 708100 SOLE 708100
BEC ENERGY COMMON STOCK 05538M101 6188 150000 SOLE 150000
THE BISYS GROUP INC COMMON STOCK 055472104 8863 151500 SOLE 151500
BJ SERVICES CO COMMON STOCK 055482103 1693 57500 SOLE 57500
BP AMOCO PLC - ADR COMMON STOCK 055622104 54937 506330 SOLE 506330
BMC SOFTWARE INC. COMMON STOCK 055921100 168761 3125200 SOLE 3125200
BALANCE BAR COMPANY COMMON STOCK 057623100 1819 300000 SOLE 300000
BALDOR ELECTRIC COMMON STOCK 057741100 4865 244800 SOLE 244800
BALDWIN TECHNOLOGY INC A COMMON STOCK 058264102 1263 430100 SOLE 430100
BALLY TOTAL FITNESS HLDGS COMMON STOCK 05873K108 8805 310300 SOLE 310300
BANCO BHIF ADR COMMON STOCK 05946H108 1066 73500 SOLE 73500
BANCO FRANCES ADR COMMON STOCK 059591107 33649 1771005 SOLE 1771005
BANCTEC INC. COMMON STOCK 059784108 1383 77100 SOLE 77100
BANDAG INC COMMON STOCK 059815100 3514 101300 SOLE 101300
BANK OF N Y CO COMMON STOCK 064057102 63183 1722200 SOLE 1722200
BANK ONE CORP COMMON STOCK 06423A103 165238 2774202 SOLE 2774202
BANK UNITED CORP -CL A COMMON STOCK 065412108 3364 83700 SOLE 83700
BANKBOSTON CORPORATION COMMON STOCK 06605R106 111746 2185750 SOLE 2185750
C R BARD, INCORPORATED COMMON STOCK 067383109 16295 340800 SOLE 340800
BARNES & NOBLE INC. COMMON STOCK 067774109 4106 150000 SOLE 150000
BARRICK GOLD CORP COMMON STOCK 067901108 5658 292000 SOLE 292000
BARRETT RESOURCES CORP COMMON STOCK 068480201 8059 210000 SOLE 210000
BATTLE MT GLD 6.5 NVT CV PREFERRED STOCK 071593305 1155 33900 SOLE 33900
BAUSCH & LOMB INC COMMON STOCK 071707103 18758 245200 SOLE 245200
BAXTER INTERNATIONAL COMMON STOCK 071813109 26675 440000 SOLE 440000
BEA SYSTEMS INC 144A CONVERTIBLE BOND 073325AA0 4730 4000000 SOLE 4000000
BECKMAN COULTER INC COMMON STOCK 075811109 14412 296400 SOLE 296400
BECTON DICKINSON & COMPAN COMMON STOCK 075887109 31602 1053400 SOLE 1053400
BED BATH & BEYOND INC. COMMON STOCK 075896100 40198 1044100 SOLE 1044100
BELL ATLANTIC CORPORATION COMMON STOCK 077853109 288899 4419100 SOLE 4419100
BELLSOUTH CORPORATION COMMON STOCK 079860102 335789 7163500 SOLE 7163500
BERGEN BRUNSWIG CL A COMMON STOCK 083739102 2186 126700 SOLE 126700
W.R. BERKLEY COMMON STOCK 084423102 1063 42500 SOLE 42500
BERKSHIRE *** HATHAWAY- A COMMON STOCK 084670108 37619 546 SOLE 546
BERKSHIRE *** HATH- B COMMON STOCK 084670207 13149 5870 SOLE 5870
BEST BUY COMPANY INC. COMMON STOCK 086516101 233327 3456700 SOLE 3456700
BILLING CONCEPTS CORP COMMON STOCK 090063108 2349 210000 SOLE 210000
BINDVIEW DEVELOPMENT CORP COMMON STOCK 090327107 9241 389100 SOLE 389100
BIOGEN INC. COMMON STOCK 090597105 149732 2328200 SOLE 2328200
BIOMET INC. COMMON STOCK 090613100 15606 392600 SOLE 392600
BLANCH E W/HOLDINGS INC COMMON STOCK 093210102 3791 55600 SOLE 55600
H & R BLOCK INCORPORATED COMMON STOCK 093671105 58565 1171300 SOLE 1171300
BLUE RHINO CORP COMMON STOCK 095811105 2756 300000 SOLE 300000
BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 265 7700 SOLE 7700
BOEING CO. COMMON STOCK 097023105 150313 3401700 SOLE 3401700
BOISE CASCADE CORP COMMON STOCK 097383103 10024 233700 SOLE 233700
BORDERS GROUP COMMON STOCK 099709107 2577 163000 SOLE 163000
BORG-WARNER AUTOMOTIVE COMMON STOCK 099724106 3135 57000 SOLE 57000
BORG-WARNER SECURITY CORP COMMON STOCK 099733107 3352 165000 SOLE 165000
BOSTON PROPERTIES COMMON STOCK 101121101 39104 1090000 SOLE 1090000
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 21688 493600 SOLE 493600
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 3190 161000 SOLE 161000
BRIGGS & STRATTON CORP COMMON STOCK 109043109 23949 414700 SOLE 414700
BRINKER INTL INC. COMMON STOCK 109641100 49264 1812000 SOLE 1812000
BRIO TECHNOLOGY INC COMMON STOCK 109704106 4000 200000 SOLE 200000
BRISTOL-MYERS COMMON STOCK 110122108 482849 6855000 SOLE 6855000
BROADCOM CORP COMMON STOCK 111320107 1446 10000 SOLE 10000
BROADVISION INC COMMON STOCK 111412102 509 6900 SOLE 6900
BROOKS AUTOMATION INC COMMON STOCK 11434A100 246 9100 SOLE 9100
BROWNING-FERRIS IND. COMMON STOCK 115885105 10387 241551 SOLE 241551
BRUNSWICK CORPORATION COMMON STOCK 117043109 32232 1156300 SOLE 1156300
BRUSH WELLMAN COMMON STOCK 117421107 1900 104800 SOLE 104800
BUCA INC COMMON STOCK 117769109 2063 125000 SOLE 125000
BUDGET GROUP INC COMMON STOCK 119003101 25533 2073750 SOLE 2073750
BURLINGTON INDS INC COMMON STOCK 121693105 5256 580000 SOLE 580000
BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 37646 1214400 SOLE 1214400
BUSINESS OBJECTS SA ADR COMMON STOCK 12328X107 110 3000 SOLE 3000
CCB FINANCIAL CORP COMMON STOCK 124875105 2644 50000 SOLE 50000
CBRL GROUP INC. COMMON STOCK 12489V106 4856 280500 SOLE 280500
CBS CORPORATION COMMON STOCK 12490K107 122928 2830000 SOLE 2830000
CDI CORP COMMON STOCK 125071100 4854 142500 SOLE 142500
CD RADIO INC COMMON STOCK 125127100 3047 100000 SOLE 100000
CEC ENTERTAINMENT INC COMMON STOCK 125137109 8450 200000 SOLE 200000
CIGNA CORP COMMON STOCK 125509109 116185 1305450 SOLE 1305450
C.I.T. GROUP COMMON STOCK 125577106 3667 127000 SOLE 127000
CMGI INC COMMON STOCK 125750109 2281 20000 SOLE 20000
CSK AUTO CORP COMMON STOCK 125965103 23757 879900 SOLE 879900
CNA SURETY CORP COMMON STOCK 12612L108 723 47200 SOLE 47200
CNF TRUST I 5.0 NVT CV PREFERRED STOCK 12612V205 6855 120000 SOLE 120000
CNF TRANSPORTATION INC COMMON STOCK 12612W104 9594 250000 SOLE 250000
CTS CORP COMMON STOCK 126501105 791 11300 SOLE 11300
CUNO INC. COMMON STOCK 126583103 3347 175000 SOLE 175000
CVS CORP COMMON STOCK 126650100 276192 5442200 SOLE 5442200
CABLEVISION SYSTEMS CL A COMMON STOCK 12686C109 1750 25000 SOLE 25000
CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 10071 540700 SOLE 540700
CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 77496 6078100 SOLE 6078100
CALGON CARBON CORP. COMMON STOCK 129603106 1781 300000 SOLE 300000
CALLAWAY GOLF CO. COMMON STOCK 131193104 13455 920000 SOLE 920000
CALPINE CORP COMMON STOCK 131347106 2803 51900 SOLE 51900
CAMBREX CORP COMMON STOCK 132011107 8298 316100 SOLE 316100
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 3397 122400 SOLE 122400
CANADIAN PACIFIC LTD NEW COMMON STOCK 135923100 48494 2036500 SOLE 2036500
CANANDAIGUA WINE CO CL A COMMON STOCK 137219200 3146 60000 SOLE 60000
CAPITAL ONE FINANCIAL CP COMMON STOCK 14040H105 52424 941400 SOLE 941400
CAPSTAR BROADCASTING CORP COMMON STOCK 14067G105 9581 350000 SOLE 350000
CARDINAL HEALTH INC COMMON STOCK 14149Y108 159119 2481389 SOLE 2481389
CAREER EDUCATION CORP COMMON STOCK 141665109 6049 178900 SOLE 178900
CARLISLE COS INC COMMON STOCK 142339100 4442 92300 SOLE 92300
CARNIVAL CORP CL A COMMON STOCK 143658102 124888 2575000 SOLE 2575000
CAROLINA PWR & LIGHT COMMON STOCK 144141108 12831 299700 SOLE 299700
CARPENTER TECHNOLOGY COMMON STOCK 144285103 314 11000 SOLE 11000
CARRAMERICA REALTY GROUP COMMON STOCK 144418100 3075 123000 SOLE 123000
CARRIER ACCESS CORP COMMON STOCK 144460102 258 5900 SOLE 5900
CASE CORP COMMON STOCK 14743R103 360 7485 SOLE 7485
CASELLA WASTE INC A COMMON STOCK 147448104 5442 209300 SOLE 209300
CATAPULT COMMUNICATIONS COMMON STOCK 149016107 3775 200000 SOLE 200000
CATERPILLAR INC COMMON STOCK 149123101 129558 2159300 SOLE 2159300
CELESTIAL SEASONINGS INC COMMON STOCK 151016102 3870 180000 SOLE 180000
CENTEX CORP COMMON STOCK 152312104 29626 788700 SOLE 788700
CENTEX CONSTRUCTION INC COMMON STOCK 15231R109 8224 241000 SOLE 241000
CENTOCOR INC. COMMON STOCK 152342101 8439 181000 SOLE 181000
CENTOCOR INC CONVERTIBLE BOND 152342AE1 4425 4000000 SOLE 4000000
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 14422 617000 SOLE 617000
CENTRAL GARDEN & PET CO COMMON STOCK 153527106 9071 885000 SOLE 885000
CERIDIAN CORP COMMON STOCK 15677T106 42657 1305000 SOLE 1305000
CERNER CORPORATION COMMON STOCK 156782104 4299 205000 SOLE 205000
CHAMPION ENTERPRISES INC COMMON STOCK 158496109 15407 827200 SOLE 827200
CHAMPION INTL CORP COMMON STOCK 158525105 51274 1071000 SOLE 1071000
CHANCELLOR MEDIA CORP- A COMMON STOCK 158915108 158936 2883200 SOLE 2883200
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 17105 615000 SOLE 615000
CHARTWELL RE CORPORATION COMMON STOCK 16139W109 4260 228700 SOLE 228700
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 407106 4699640 SOLE 4699640
CHASTAIN CAPITAL CORP COMMON STOCK 161697107 2107 318000 SOLE 318000
CHECKPOINT SYSTEMS 144A CONVERTIBLE BOND 162825AB9 1634 2200000 SOLE 2200000
CHELSA GCA REALTY COMMON STOCK 163262108 3601 97000 SOLE 97000
CHESAPEAKE CORP. COMMON STOCK 165159104 7488 200000 SOLE 200000
CHEVRON CORPORATION COMMON STOCK 166751107 1009 10600 SOLE 10600
CHICAGO TITLE CORP COMMON STOCK 168228104 8472 237400 SOLE 237400
CHICO'S FAS INC. COMMON STOCK 168615102 1105 47000 SOLE 47000
CHIEFTAIN INTL INC COMMON STOCK 16867C101 22223 1269900 SOLE 1269900
CHIQUITA 7.5 NVT CV SR B PREFERRED STOCK 170032502 7560 180000 SOLE 180000
CHIRON 144A CONVERTIBLE BOND 170040AB5 14719 15000000 SOLE 15000000
CHOICEPOINT INC COMMON STOCK 170388102 7384 110000 SOLE 110000
CHUBB CORPORATION COMMON STOCK 171232101 98460 1416690 SOLE 1416690
CIBER INC. COMMON STOCK 17163B102 6694 350000 SOLE 350000
CIENA CORP COMMON STOCK 171779101 27169 900000 SOLE 900000
CINAR CORP CLASS B COMMON STOCK 171905300 20492 836400 SOLE 836400
CINERGY CORP COMMON STOCK 172474108 4314 134800 SOLE 134800
CIRCUIT CITY STORES- CIR COMMON STOCK 172737108 73405 789300 SOLE 789300
CIRRUS LOGIC INC 144A CONVERTIBLE BOND 172755AA8 7563 11000000 SOLE 11000000
CIRRUS LOGIC INC CONVERTIBLE BOND 172755AC4 3438 5000000 SOLE 5000000
CISCO COMMON STOCK 17275R102 631280 9796800 SOLE 9796800
CITADEL COMMUNICATIONS COMMON STOCK 172853202 290 8000 SOLE 8000
CITIGROUP INC. COMMON STOCK 172967101 662846 13954646 SOLE 13954646
CITRIX SYSTEMS COMMON STOCK 177376100 56783 1005000 SOLE 1005000
CLEAR CHANNEL COMM. COMMON STOCK 184502102 3182 46157 SOLE 46157
CLEVELAND-CLIFFS INC COMMON STOCK 185896107 809 25000 SOLE 25000
CLOROX CO. COMMON STOCK 189054109 12818 120000 SOLE 120000
COACH USA INC COMMON STOCK 18975L106 4819 114900 SOLE 114900
COASTAL CORP COMMON STOCK 190441105 22000 550000 SOLE 550000
COCA-COLA COMPANY COMMON STOCK 191216100 1631 26100 SOLE 26100
COEUR D'ALENE CONVERTIBLE BOND 192108AG3 2392 3850000 SOLE 3850000
COFLEXIP SPONSORED ADR COMMON STOCK 192384105 24954 573650 SOLE 573650
COGNEX CORPORATION COMMON STOCK 192422103 2538 80400 SOLE 80400
COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 198 7600 SOLE 7600
COHERENT INC. COMMON STOCK 192479103 35853 1925000 SOLE 1925000
COINSTAR *** INC COMMON STOCK 19259P300 7244 252500 SOLE 252500
COLORADO MEDTECH INC COMMON STOCK 19652U104 4388 200000 SOLE 200000
COMAIR HOLDINGS INC. COMMON STOCK 199789108 4730 227250 SOLE 227250
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 8301 358000 SOLE 358000
COMMSCOPE INC COMMON STOCK 203372107 1999 65000 SOLE 65000
BRASIL DIS PAO ACU - ADR COMMON STOCK 20440T201 262 14000 SOLE 14000
CIA PARANENSE ENER SP ADR COMMON STOCK 20441B407 6462 771600 SOLE 771600
COMP MINAS BUENAVENTURA COMMON STOCK 204448104 11458 748300 SOLE 748300
COMPAQ COMPUTER CORP. COMMON STOCK 204493100 145929 6160600 SOLE 6160600
COMPASS BANCSHARES INC COMMON STOCK 20449H109 2453 90000 SOLE 90000
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 386034 7018800 SOLE 7018800
COMPUSA INC. COMMON STOCK 204932107 1488 200000 SOLE 200000
COMPUWARE CORP COMMON STOCK 205638109 201255 6326300 SOLE 6326300
COMPX INTERNATIONAL INC COMMON STOCK 20563P101 4469 250000 SOLE 250000
COMSTOCK RESOURCES INC COMMON STOCK 205768203 580 175000 SOLE 175000
COMVERSE TECH CONVERTIBLE BOND 205862AG0 9344 5000000 SOLE 5000000
CONCENTRA CARE 144A CONV CONVERTIBLE BOND 20589TAB9 1898 2000000 SOLE 2000000
COM21 INC COMMON STOCK 205937105 2218 130000 SOLE 130000
CONCORD COMMUN INC COMMON STOCK 206186108 8483 188500 SOLE 188500
CONECTIV INC COMMON STOCK 206829103 12265 501900 SOLE 501900
CONEXANT SYSTEMS WI COMMON STOCK 207142100 12170 209600 SOLE 209600
CONOCO INC CL A COMMON STOCK 208251306 87987 3156500 SOLE 3156500
CONSECO INC COMMON STOCK 208464107 70539 2317498 SOLE 2317498
CONSOLIDATED EDISON INC COMMON STOCK 209115104 23820 526400 SOLE 526400
CONTINENTAL AIRLINES CL B COMMON STOCK 210795308 64269 1708136 SOLE 1708136
COOPER CAMERON CORP COMMON STOCK 216640102 2279 61500 SOLE 61500
COOPER INDUSTRIES INC COMMON STOCK 216669101 8805 169333 SOLE 169333
COOPER TIRE & RUBBER COMMON STOCK 216831107 9273 392500 SOLE 392500
CORDANT TECHNOLOGIES COMMON STOCK 218412104 8473 187500 SOLE 187500
CORINTHIAN SCHOOLS INC COMMON STOCK 218868107 3775 200000 SOLE 200000
CORN PRODUCTS INTL INC COMMON STOCK 219023108 6523 214300 SOLE 214300
CORNELL CORRECTIONS INC COMMON STOCK 219141108 3225 196200 SOLE 196200
CORNERSTONE PROPERTIES COMMON STOCK 21922H103 10593 667300 SOLE 667300
CORNING INC. COMMON STOCK 219350105 44179 630000 SOLE 630000
CORPORATE EXECUTIVE BOARD COMMON STOCK 21988R102 12447 350000 SOLE 350000
CORVEL CORP COMMON STOCK 221006109 5882 273600 SOLE 273600
COSTCO COMPANIES INC COMMON STOCK 22160Q102 26389 329600 SOLE 329600
COSTCO CONV 144A WI CONVERTIBLE BOND 22160QAA0 1898 2000000 SOLE 2000000
COSTCO COMPANIES INC CONV CONVERTIBLE BOND 22160QAC6 6641 7000000 SOLE 7000000
COUNTRY WIDE CR IND INC COMMON STOCK 222372104 45477 1063800 SOLE 1063800
COVANCE INC COMMON STOCK 222816100 12031 502600 SOLE 502600
COX COMMUNICATIONS INC.A COMMON STOCK 224044107 16680 453100 SOLE 453100
CREDENCE SYSTEMS CORP COMMON STOCK 225302108 7499 202000 SOLE 202000
CREDITRUST CORP COMMON STOCK 225429109 6938 250000 SOLE 250000
CRESUD SA - SPONSORED ADR COMMON STOCK 226406106 5285 480497 SOLE 480497
CRIIMI MAE INC COMMON STOCK 226603108 383 170000 SOLE 170000
CRIIMI MAE 10.875 NVT CV PREFERRED STOCK 226603207 5476 337000 SOLE 337000
CUMMINS ENGINE COMPANY COMMON STOCK 231021106 7843 137300 SOLE 137300
CUMULUS MEDIA INC - CL A COMMON STOCK 231082108 6628 303000 SOLE 303000
CUTTER & BUCK INC COMMON STOCK 232217109 2244 133000 SOLE 133000
CYMER INC COMMON STOCK 232572107 248 9900 SOLE 9900
DQE INC COMMON STOCK 23329J104 13835 344800 SOLE 344800
DST SYSTEMS INC. COMMON STOCK 233326107 10290 163700 SOLE 163700
DTE ENERGY CO COMMON STOCK 233331107 7200 180000 SOLE 180000
DAISYTEK INTERNATIONAL CP COMMON STOCK 234053106 3099 190000 SOLE 190000
DANA CORP COMMON STOCK 235811106 6057 131500 SOLE 131500
DANKA BUSINESS SYSTEMS CONVERTIBLE BOND 236277AB5 2046 3550000 SOLE 3550000
DARDEN RESTAURANTS INC COMMON STOCK 237194105 13214 605800 SOLE 605800
DAYTON-HUDSON CORPORATION COMMON STOCK 239753106 20391 313700 SOLE 313700
DE BEERS CONS MINES LTD COMMON STOCK 240253302 4775 200000 SOLE 200000
DEERE & COMPANY COMMON STOCK 244199105 2179 55000 SOLE 55000
DEL MONTE FOODS CO COMMON STOCK 24522P103 30304 1809200 SOLE 1809200
DELL COMPUTER CORP. COMMON STOCK 247025109 65490 1770000 SOLE 1770000
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 18092 974631 SOLE 974631
DELTA AIR LINES INC COMMON STOCK 247361108 63503 1102000 SOLE 1102000
DELUXE CORPORATION COMMON STOCK 248019101 32641 838300 SOLE 838300
DENDRITE INT'L INC COMMON STOCK 248239105 578 16000 SOLE 16000
DENTSPLY INTL INC COMMON STOCK 249030107 8995 311500 SOLE 311500
DESCARTES SYSTEMS GRP COMMON STOCK 249906108 4303 850000 SOLE 850000
DEVELOPERS DIVERS REALTY COMMON STOCK 251591103 3691 222000 SOLE 222000
DEVON ENERGY CORP COMMON STOCK 251799102 38610 1080000 SOLE 1080000
DEXTER CORP. COMMON STOCK 252165105 34095 835400 SOLE 835400
DIAGEO PLC- ADR COMMON STOCK 25243Q205 151443 3521920 SOLE 3521920
DIAL CORP COMMON STOCK 25247D101 109592 2947000 SOLE 2947000
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 43981 1550000 SOLE 1550000
DIAMOND OFFSHORE CNVLL CONVERTIBLE BOND 25271CAA0 4938 5000000 SOLE 5000000
DIAMOND TECH PARTNERS INC COMMON STOCK 252762109 304 13600 SOLE 13600
DIME BANCORP INC COMMON STOCK 25429Q102 31906 1585400 SOLE 1585400
DIONEX CORP. COMMON STOCK 254546104 1843 45500 SOLE 45500
WALT DISNEY COMPANY COMMON STOCK 254687106 18488 600000 SOLE 600000
DONNELLEY (R.R.) & SONS COMMON STOCK 257867101 38730 1045000 SOLE 1045000
DOUBLECLICK INC COMMON STOCK 258609304 2753 30000 SOLE 30000
DOVER CORP COMMON STOCK 260003108 50400 1440000 SOLE 1440000
DOW CHEMICAL CO COMMON STOCK 260543103 10619 83700 SOLE 83700
DRIL-QUIP COMMON STOCK 262037104 3326 145000 SOLE 145000
DSET CORP COMMON STOCK 262504103 3670 263300 SOLE 263300
DUPONT (EI) DENEMOURS & C COMMON STOCK 263534109 239326 3503400 SOLE 3503400
DUKE ENERGY CORP COMMON STOCK 264399106 27060 497651 SOLE 497651
DUN & BRADSTREET CORP COMMON STOCK 26483B106 72310 2040500 SOLE 2040500
EEX CORP COMMON STOCK 26842V207 2081 300000 SOLE 300000
EMC CORPORATION MASS COMMON STOCK 268648102 225500 4100000 SOLE 4100000
EMC CORP 144A CONVERTIBLE BOND 268648AC6 26876 10500000 SOLE 10500000
ENSCO INTL INC COMMON STOCK 26874Q100 85267 4276700 SOLE 4276700
EP MEDSYSTEMS INC COMMON STOCK 26881P103 1800 600000 SOLE 600000
E-TEK DYNAMICS INC COMMON STOCK 269240107 11605 244000 SOLE 244000
EAGLE USA AIRFREIGHT INC COMMON STOCK 270018104 3607 85000 SOLE 85000
EARTHGRAINS CO COMMON STOCK 270319106 5163 200000 SOLE 200000
EAST WEST BANCORP INC. COMMON STOCK 27579R104 10063 1000000 SOLE 1000000
EBAY INC COMMON STOCK 278642103 21193 140000 SOLE 140000
ECHELON CORP COMMON STOCK 27874N105 4013 600000 SOLE 600000
ECLIPSYS CORP COMMON STOCK 278856109 9767 408000 SOLE 408000
EDUCATION MANAGEMENT CORP COMMON STOCK 28139T101 17054 821900 SOLE 821900
JD EDWARDS & CO COMMON STOCK 281667105 2775 150000 SOLE 150000
EL PASO ELEC.-NEW WI COMMON STOCK 283677854 4473 500506 SOLE 500506
EL PASO ENERGY 4.75 CV PREFERRED STOCK 283678209 7425 150000 SOLE 150000
EL PASO ENERGY CORP COMMON STOCK 283905107 13698 389300 SOLE 389300
ELAN CORP PLC ADR COMMON STOCK 284131208 113140 4077100 SOLE 4077100
ELECTRONIC ARTS INC. COMMON STOCK 285512109 5968 110000 SOLE 110000
EMBRATEL PARTICIPACOE-ADR COMMON STOCK 29081N100 8156 587800 SOLE 587800
EMCOR GROUP CNV CONVERTIBLE BOND 29084QAC4 4195 4000000 SOLE 4000000
EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 85850 1365400 SOLE 1365400
EMMIS COMMUNICATIONS CORP COMMON STOCK 291525103 12628 255750 SOLE 255750
ENDOSONICS COMMON STOCK 29264K105 2275 325000 SOLE 325000
ENERGY EAST CORP COMMON STOCK 29266M109 31335 1205200 SOLE 1205200
ENGELHARD CORP. COMMON STOCK 292845104 16865 745400 SOLE 745400
ENHANCE FINANCIAL SVCS GP COMMON STOCK 293310108 26098 1321425 SOLE 1321425
ENRON CORP COMMON STOCK 293561106 178744 2186500 SOLE 2186500
ENRON OIL & GAS COMMON STOCK 293562104 5670 280000 SOLE 280000
ENTERCOM COMM CORP COMMON STOCK 293639100 8550 200000 SOLE 200000
ENTERGY CORP COMMON STOCK 29364G103 3294 105400 SOLE 105400
ENTRUST TECHNOLOGIES COMMON STOCK 293848107 5985 180000 SOLE 180000
EQUANT NV - REG SHS COMMON STOCK 294409107 11766 125000 SOLE 125000
EQUITABLE COMPANIES INC. COMMON STOCK 29444G107 130771 1951800 SOLE 1951800
EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 18547 723800 SOLE 723800
EQUITY OFFICE 5.25 NVT CV PREFERRED STOCK 294741509 6394 150000 SOLE 150000
L.M. ERICSSON ADR COMMON STOCK 294821400 29644 900000 SOLE 900000
ESPIRITO SANTO FINL ADR COMMON STOCK 29665F200 2791 170450 SOLE 170450
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 25568 677300 SOLE 677300
ETHYL CORPORATION COMMON STOCK 297659104 257 42800 SOLE 42800
EVEREST RE HOLDINGS INC COMMON STOCK 299808105 53179 1630000 SOLE 1630000
EXAR CORP COMMON STOCK 300645108 10563 426800 SOLE 426800
EXCEL SWITCHING CORP COMMON STOCK 30067V108 177 5900 SOLE 5900
EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 7571 185800 SOLE 185800
EXODUS COMMUNICATIONS INC COMMON STOCK 302088109 2639 22000 SOLE 22000
EXTREME NETWORKS INC COMMON STOCK 30226D106 5510 94900 SOLE 94900
EXXON CORPORATION COMMON STOCK 302290101 97818 1268300 SOLE 1268300
FPIC INSURANCE GROUP COMMON STOCK 302563101 8003 165000 SOLE 165000
FPL GROUP INC. COMMON STOCK 302571104 52183 955300 SOLE 955300
FX ENERGY INC COMMON STOCK 302695101 3084 470000 SOLE 470000
FACTORY 2-U STORES INC COMMON STOCK 303072102 3700 200000 SOLE 200000
FAIRFIELD COMMUNITIES INC COMMON STOCK 304231301 8627 535000 SOLE 535000
FAMILY DOLLAR STORES COMMON STOCK 307000109 18543 772600 SOLE 772600
FAMILY GOLF CENTERS INC CONVERTIBLE BOND 30701AAC0 1475 2300000 SOLE 2300000
FEDERAL HOME LOAN MORTG COMMON STOCK 313400301 480513 8284700 SOLE 8284700
FANNIE MAE COMMON STOCK 313586109 198629 2905000 SOLE 2905000
FEDERATED DEPT STORES COMMON STOCK 31410H101 100549 1899400 SOLE 1899400
FIFTH THIRD BANCORP COMMON STOCK 316773100 78544 1180000 SOLE 1180000
FINL SEC ASSURANCE HLDG COMMON STOCK 31769P100 15829 304400 SOLE 304400
FIRST CONSULTING GROUP COMMON STOCK 31986R103 1859 175000 SOLE 175000
FIRST DATA CORP COMMON STOCK 319963104 46946 959300 SOLE 959300
FIRST INTL BANCORP INC COMMON STOCK 32054Q100 3250 250000 SOLE 250000
FIRST HEALTH GROUP CORP COMMON STOCK 320960107 1800 83500 SOLE 83500
FIRST TENNESSEE NATL COMMON STOCK 337162101 71415 1864000 SOLE 1864000
FIRST UNION CORP (N.C.) COMMON STOCK 337358105 114853 2443680 SOLE 2443680
FIRSTAR CORP COMMON STOCK 33763V109 62471 2231100 SOLE 2231100
FIRSTENERGY CORP COMMON STOCK 337932107 28331 913900 SOLE 913900
FLEET FINANCIAL GROUP INC COMMON STOCK 338915101 188922 4271310 SOLE 4271310
FLORIDA PROGRESS CORP COMMON STOCK 341109106 55032 1332100 SOLE 1332100
FLOWSERVE CORP COMMON STOCK 34354P105 7319 386500 SOLE 386500
FORD MOTOR COMPANY COMMON STOCK 345370100 235474 4172300 SOLE 4172300
FORT JAMES CORP COMMON STOCK 347471104 35432 935500 SOLE 935500
FORTUNE BRANDS INC COMMON STOCK 349631101 27229 658100 SOLE 658100
FOX ENTERTAINMENT GP-A COMMON STOCK 35138T107 9530 353800 SOLE 353800
FRANCE TELECOM ADB 144A CONVERTIBLE BOND 35177QAB1 4874 5432000 SOLE 5432000
FREEPRTMCMORAN COPPER COMMON STOCK 35671D105 1759 105000 SOLE 105000
FREEPORT-MAC 7.0 NVT CV PREFERRED STOCK 35671D501 9495 506400 SOLE 506400
FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 23319 1300000 SOLE 1300000
FRONTIER OIL CORP COMMON STOCK 35914P105 17144 2516500 SOLE 2516500
FUISZ TECHNOLOGIES 144A CONVERTIBLE BOND 359536AA7 1935 4000000 SOLE 4000000
FURNITURE BRANDS INTL COMMON STOCK 360921100 8912 319700 SOLE 319700
GATX CORP COMMON STOCK 361448103 1035 27200 SOLE 27200
GST TELECOMM INC. COMMON STOCK 361942105 2590 196400 SOLE 196400
GST TELECOMM 144A CV CONVERTIBLE BOND 361942AA3 5303 3910000 SOLE 3910000
GP STRATEGIES CORP COMMON STOCK 36225V104 1192 136200 SOLE 136200
GTE CORP. COMMON STOCK 362320103 346867 4579100 SOLE 4579100
GANNETT CO COMMON STOCK 364730101 114378 1602500 SOLE 1602500
GAP STORES COMMON STOCK 364760108 190302 3777700 SOLE 3777700
GARTNER GROUP INC CL-A COMMON STOCK 366651107 5816 283700 SOLE 283700
GAYLORD CNTAINER WT 11/02 WARRANTS 368145116 1307 174300 SOLE 174300
GENERAL CABLE CORP COMMON STOCK 369300108 2660 166250 SOLE 166250
GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 111819 1632400 SOLE 1632400
GENERAL ELECTRIC CORP. COMMON STOCK 369604103 503042 4451700 SOLE 4451700
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 240512 5659100 SOLE 5659100
GENERAL MILLS INCORPORATE COMMON STOCK 370334104 31997 398100 SOLE 398100
GENERAL MOTORS COMMON STOCK 370442105 1188 18000 SOLE 18000
GENERAL MOTORS- CL H COMMON STOCK 370442832 4388 78000 SOLE 78000
GENERAL NUTRITION COS COMMON STOCK 37047F103 14244 611000 SOLE 611000
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 16712 1831400 SOLE 1831400
GENTEX CORPORATION COMMON STOCK 371901109 26348 941000 SOLE 941000
GENSET SP ADR COMMON STOCK 37244T104 26463 1693600 SOLE 1693600
GENUINE PARTS COMMON STOCK 372460105 29680 848000 SOLE 848000
GENZYME CORP COMMON STOCK 372917104 61990 1278150 SOLE 1278150
GENZYME CORP CONVERTIBLE BOND 372917AF1 6626 4750000 SOLE 4750000
GETTY IMAGES INC COMMON STOCK 374276103 4000 211900 SOLE 211900
GILEAD SCIENCES INC COMMON STOCK 375558103 69174 1323900 SOLE 1323900
GLAXO WELLCOME PLC ADR COMMON STOCK 37733W105 38992 688600 SOLE 688600
GLOBAL MARINE COMMON STOCK 379352404 62065 4020400 SOLE 4020400
GLOBAL VACATION GROUP INC COMMON STOCK 37937F106 900 200000 SOLE 200000
GOLDEN STATE BANCORP COMMON STOCK 381197102 43097 1958934 SOLE 1958934
GOLDEN ST BANCORP WT 1/01 WARRANTS 381197136 817 622635 SOLE 622635
B F GOODRICH COMMON STOCK 382388106 63878 1503000 SOLE 1503000
GRACO INC COMMON STOCK 384109104 482 16400 SOLE 16400
W.W. GRAINGER INC. COMMON STOCK 384802104 47624 885000 SOLE 885000
GRANITE CONSTRUCTION COMMON STOCK 387328107 7958 271500 SOLE 271500
GREAT PLAINS SOFTWARE INC COMMON STOCK 39119E105 269 5700 SOLE 5700
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 34617 1055000 SOLE 1055000
GROUP MAINTENANCE AMERICA COMMON STOCK 39943E107 3377 261000 SOLE 261000
GRUPO CASA AUTREY-SPN ADR COMMON STOCK 40048P104 591 163000 SOLE 163000
GRUPO RADIO CENTRO ADR COMMON STOCK 40049C102 447 85100 SOLE 85100
GRUPO TELEVISA,SA ADR144A COMMON STOCK 40049J206 123909 2765050 SOLE 2765050
GRUPO ELEKTRA S.A. - GDR COMMON STOCK 40050A102 2350 400000 SOLE 400000
GUANGSHEN RAILWAY ADR COMMON STOCK 40065W107 467 61300 SOLE 61300
GUCCI GROUP NV NY REG SHR COMMON STOCK 401566104 7980 114000 SOLE 114000
GUIDANT CORP COMMON STOCK 401698105 69538 1351900 SOLE 1351900
GUITAR CENTER INC COMMON STOCK 402040109 3045 291700 SOLE 291700
GULFSTREAM AEROSPACE CORP COMMON STOCK 402734107 25876 383000 SOLE 383000
HCC INSURANCE HLDS INC. COMMON STOCK 404132102 4538 200000 SOLE 200000
HCR MANOR CARE COMMON STOCK 404134108 2661 110000 SOLE 110000
HNC SOFTWARE INC CONV CONVERTIBLE BOND 40425PAA5 4869 5000000 SOLE 5000000
HRPT PROPERTIES TRUST COMMON STOCK 40426W101 351 22900 SOLE 22900
HSB GROUP INC COMMON STOCK 40428N109 463 11250 SOLE 11250
HA-LO INDUSTRIES INC COMMON STOCK 404429102 10777 1091300 SOLE 1091300
HAEMONETICS CORP COMMON STOCK 405024100 6019 300000 SOLE 300000
HALLIBURTON COMPANY COMMON STOCK 406216101 30363 671000 SOLE 671000
HANDLEMAN CO COMMON STOCK 410252100 5038 426500 SOLE 426500
HANGER ORTHOPEDIC GROUP COMMON STOCK 41043F208 8039 566600 SOLE 566600
HANNA (M.A.) CO COMMON STOCK 410522106 1443 87800 SOLE 87800
HARLAND (JOHN H.) CO COMMON STOCK 412693103 4231 212200 SOLE 212200
HARLEY DAVIDSON INC. COMMON STOCK 412822108 45517 837100 SOLE 837100
HARMAN INTERNATIONAL COMMON STOCK 413086109 8611 195700 SOLE 195700
HARMONIC INC COMMON STOCK 413160102 34118 594000 SOLE 594000
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 23718 1078100 SOLE 1078100
HARTE-HANKS INC COMMON STOCK 416196103 12852 473800 SOLE 473800
HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 77812 1334400 SOLE 1334400
HARTFORD LIFE CL A COMMON STOCK 416592103 33785 642000 SOLE 642000
HASBRO INCORPORATED COMMON STOCK 418056107 87876 3145450 SOLE 3145450
HEALTHSOUTH CORP COMMON STOCK 421924101 8337 558100 SOLE 558100
HEALTHCARE REALTY TRUST COMMON STOCK 421946104 354 16864 SOLE 16864
HEILIG-MEYERS COMPANY COMMON STOCK 422893107 8154 1196900 SOLE 1196900
H.J. HEINZ COMPANY COMMON STOCK 423074103 30075 600000 SOLE 600000
HERCULES, INC. COMMON STOCK 427056106 3931 100000 SOLE 100000
HERTZ CORP - CL A COMMON STOCK 428040109 45719 737400 SOLE 737400
HEWLETT-PACKARD CO. COMMON STOCK 428236103 355499 3537300 SOLE 3537300
HEXCEL CORP COMMON STOCK 428291108 3544 350000 SOLE 350000
HEXCEL CORP CONVERTIBLE BOND 428291AA6 3878 4250000 SOLE 4250000
HI/FN INC COMMON STOCK 428358105 10201 134000 SOLE 134000
HIBERNIA CORP - CL A COMMON STOCK 428656102 1569 100000 SOLE 100000
HILLENBRAND INDUSTRIES COMMON STOCK 431573104 30621 708000 SOLE 708000
HOLLINGER INTL INC COMMON STOCK 435569108 35346 2976500 SOLE 2976500
HOLLYWOOD ENTERTAINMENT COMMON STOCK 436141105 1956 100000 SOLE 100000
HOME DEPOT INC COMMON STOCK 437076102 451398 7005200 SOLE 7005200
HOME DEPOT CN CONVERTIBLE BOND 437076AE2 56136 27100000 SOLE 27100000
HOMESTAKE MINING COMMON STOCK 437614100 3275 400000 SOLE 400000
HOMESTAKE MINING 144A CONVERTIBLE BOND 437614AA8 3880 4000000 SOLE 4000000
HONEYWELL INC. COMMON STOCK 438506107 57636 497400 SOLE 497400
HORACE MANN EDUCATORS COMMON STOCK 440327104 3344 123000 SOLE 123000
HORIZON GROUP PROPERTIES COMMON STOCK 44041U102 176 54270 SOLE 54270
HORMEL FOODS CORP COMMON STOCK 440452100 10006 248600 SOLE 248600
HOST MARRIOTT CORP. COMMON STOCK 44107P104 3865 325500 SOLE 325500
HOUSEHOLD INTERNATIONAL. COMMON STOCK 441815107 207249 4374652 SOLE 4374652
HOWMET INTL COMMON STOCK 443208103 834 48500 SOLE 48500
HUGHES SUPPLY INC COMMON STOCK 444482103 2494 84000 SOLE 84000
HUSSMANN INTL INC COMMON STOCK 448110106 2567 155000 SOLE 155000
HYPERION TELECOMM INC COMMON STOCK 44914K306 658 35000 SOLE 35000
IBP INC. COMMON STOCK 449223106 35200 1482100 SOLE 1482100
ICG COMMUNICATIONS INC COMMON STOCK 449246107 17314 810000 SOLE 810000
IHOP CORPORATION COMMON STOCK 449623107 3369 140000 SOLE 140000
IMC GLOBAL INC COMMON STOCK 449669100 12420 704702 SOLE 704702
IMCO RECYCLING INC COMMON STOCK 449681105 5823 340000 SOLE 340000
ISS GROUP INC COMMON STOCK 450306105 4530 120000 SOLE 120000
ITC DELTACOM INC COMMON STOCK 45031T104 1400 50000 SOLE 50000
ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 10503 403000 SOLE 403000
IXC COMMUNICATIONS INC COMMON STOCK 450713102 197 5000 SOLE 5000
ITT INDUSTRIES INC. COMMON STOCK 450911102 126834 3326800 SOLE 3326800
ILLINOVA CORP COMMON STOCK 452317100 27754 1018500 SOLE 1018500
IMMUNEX CORPORATION COMMON STOCK 452528102 63846 501000 SOLE 501000
IMPERIAL CREDIT COMM COMMON STOCK 45272T102 11137 1030000 SOLE 1030000
INCO LTD. COMMON STOCK 453258402 360 20000 SOLE 20000
INCO LTD CONVERTIBLE BOND 453258AH8 8832 13614000 SOLE 13614000
INCO LTD CONVERTIBLE BOND 453258AK1 9198 10000000 SOLE 10000000
INFINITY BROADCASTING - A COMMON STOCK 45662S102 88726 2982400 SOLE 2982400
INFOCURE INC COMMON STOCK 45665A108 5294 100000 SOLE 100000
INKTOMI CORP COMMON STOCK 457277101 3288 25000 SOLE 25000
INPUT/OUTPUT INC. COMMON STOCK 457652105 6663 881000 SOLE 881000
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 374 15112 SOLE 15112
INNOVASIVE DEVICES COMMON STOCK 45766K104 358 110000 SOLE 110000
INSO CORP COMMON STOCK 457674109 1021 190000 SOLE 190000
INSPIRE INSURANCE COMMON STOCK 457732105 1523 105000 SOLE 105000
INTEGRATED DEVICE TECH CONVERTIBLE BOND 458118AA4 6443 10905000 SOLE 10905000
INTEGRATED SYSTEMS INC COMMON STOCK 45812M104 2938 250000 SOLE 250000
INTEL CORPORATION COMMON STOCK 458140100 539153 9061400 SOLE 9061400
INTERIM SERVICES INC CONVERTIBLE BOND 45868PAA8 2576 3000000 SOLE 3000000
INTERMEDIA COM INC COMMON STOCK 458801107 22789 759645 SOLE 759645
INTL BUSINESS MAC CORP COMMON STOCK 459200101 1042608 8066600 SOLE 8066600
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 128688 2900000 SOLE 2900000
INTL INTEGRATION INC COMMON STOCK 459698106 272 12100 SOLE 12100
INTL GAME TECHNOLOGY COMMON STOCK 459902102 58193 3145550 SOLE 3145550
INTL NETWORK SERVICES COMMON STOCK 460053101 5158 127750 SOLE 127750
INTL PAPER CO COMMON STOCK 460146103 41431 820412 SOLE 820412
INTL SPECIALTY PRODUCTS COMMON STOCK 460337108 4075 400000 SOLE 400000
INTERPOOL INC. COMMON STOCK 46062R108 4540 349200 SOLE 349200
INTERPUBLIC GROUP COMMON STOCK 460690100 56337 650350 SOLE 650350
INTIMATE BRANDS INC. COMMON STOCK 461156101 50206 1059765 SOLE 1059765
INTUIT INC COMMON STOCK 461202103 6291 69800 SOLE 69800
INVACARE CORP COMMON STOCK 461203101 7891 295000 SOLE 295000
INVESTORS FIN. SVCS COMMON STOCK 461915100 23904 597600 SOLE 597600
IONA TECH PLC - ADR COMMON STOCK 46206P109 33 2100 SOLE 2100
IPALCO ENTERPRISES INC COMMON STOCK 462613100 8903 420200 SOLE 420200
ITRON INC CONVERTIBLE BOND 465741AC0 2108 3000000 SOLE 3000000
JDN REALTY COMMON STOCK 465917102 3580 160000 SOLE 160000
JABIL CIRCUIT INC COMMON STOCK 466313103 8303 184000 SOLE 184000
JAKKS PACIFIC INC COMMON STOCK 47012E106 3578 120000 SOLE 120000
JAVELIN SYSTEMS INC COMMON STOCK 471896100 4288 350000 SOLE 350000
JEFFERSON-PILOT COMMON STOCK 475070108 47278 714300 SOLE 714300
JOHNSON & JOHNSON COMMON STOCK 478160104 424644 4333100 SOLE 4333100
JONES APPAREL GROUP, INC. COMMON STOCK 480074103 110085 3208311 SOLE 3208311
JONES PHARMA INC COMMON STOCK 480236108 260 6600 SOLE 6600
K MART CORP. COMMON STOCK 482584109 19870 1208800 SOLE 1208800
K-SWISS INC - CL A COMMON STOCK 482686102 344 7400 SOLE 7400
KANSAS CITY PWR & LIGHT COMMON STOCK 485134100 439 17200 SOLE 17200
KANSAS CITY SOUTHERN INDS COMMON STOCK 485170104 33821 530000 SOLE 530000
KEEBLER FOODS COMPANY COMMON STOCK 487256109 18073 595000 SOLE 595000
KELLEY OIL&GAS 10.5 VT CV PREFERRED STOCK 487906208 784 160900 SOLE 160900
KELLWOOD COMPANY COMMON STOCK 488044108 1402 51700 SOLE 51700
KEMET CORP COMMON STOCK 488360108 3688 160800 SOLE 160800
KENDLE INTERNATIONAL INC COMMON STOCK 48880L107 2685 167800 SOLE 167800
KERR-MCGEE CORP COMMON STOCK 492386107 4115 82000 SOLE 82000
KEYCORP COMMON STOCK 493267108 32800 1021000 SOLE 1021000
KEYSTONE AUTOMOTIVE INDS COMMON STOCK 49338N109 624 35900 SOLE 35900
KIMBERLY-CLARK CORP. COMMON STOCK 494368103 132611 2326500 SOLE 2326500
KINGWORLD PRODUCTION COMMON STOCK 495667107 24891 715000 SOLE 715000
KMART FIN 7.75 NVT CV PREFERRED STOCK 498778208 5850 100000 SOLE 100000
KOALA CORP COMMON STOCK 499866101 5104 190800 SOLE 190800
KOHLS CORPORATION COMMON STOCK 500255104 120798 1565000 SOLE 1565000
KONINKLIJKE AHOLD ADR COMMON STOCK 500467303 48 1400 SOLE 1400
KROGER COMPANY COMMON STOCK 501044101 22761 814700 SOLE 814700
KROLL-OGARA COMPANY COMMON STOCK 501050108 4413 200000 SOLE 200000
LSI LOGIC CORPORATION COMMON STOCK 502161102 90557 1963300 SOLE 1963300
L-3 COMMUNICATIONS CORP COMMON STOCK 502424104 17470 361600 SOLE 361600
LABOR READY INC COMMON STOCK 505401208 4875 150000 SOLE 150000
LADISH COMPANY INC COMMON STOCK 505754200 1041 134333 SOLE 134333
LAFARGE CORPORATION COMMON STOCK 505862102 34505 973700 SOLE 973700
LAM RESEARCH CORPORATION COMMON STOCK 512807108 14104 302100 SOLE 302100
LASON INC COMMON STOCK 51808R107 218 4400 SOLE 4400
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 12518 201100 SOLE 201100
LEAR CORPORATION COMMON STOCK 521865105 58546 1176800 SOLE 1176800
LEGATO SYSTEMS INC COMMON STOCK 524651106 6260 108400 SOLE 108400
LENNAR CORP CONVERTIBLE BOND 526057AA2 6108 14000000 SOLE 14000000
LEVEL ONE COMMUNICATIONS COMMON STOCK 527295109 14681 300000 SOLE 300000
LEVEL ONE COMMUN CONV 144 CONVERTIBLE BOND 527295AA7 6829 3500000 SOLE 3500000
LEXMARK INTL GROUP CL A COMMON STOCK 529771107 245607 3717800 SOLE 3717800
THE LIMITED INC. COMMON STOCK 532716107 3349 73800 SOLE 73800
LINCARE HOLDINGS INC. COMMON STOCK 532791100 9303 372100 SOLE 372100
LINCOLN NATIONAL CORP. COMMON STOCK 534187109 69408 1326800 SOLE 1326800
LINDSAY MANUFACTURING CO COMMON STOCK 535555106 2248 128000 SOLE 128000
LINENS 'N THINGS INC COMMON STOCK 535679104 93853 2145200 SOLE 2145200
LOCKHEED MARTIN CORP COMMON STOCK 539830109 19050 511400 SOLE 511400
LODGENET COMMON STOCK 540211109 7666 550000 SOLE 550000
LONE STAR INDUSTRIES COMMON STOCK 542290408 17035 453500 SOLE 453500
LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 47455 1998100 SOLE 1998100
LOWE'S COS., INC COMMON STOCK 548661107 92888 1638600 SOLE 1638600
LUBYS INC. COMMON STOCK 549282101 5100 340000 SOLE 340000
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 118906 1763200 SOLE 1763200
LUXOTTICA GROUP SPA ADR COMMON STOCK 55068R202 1510 97000 SOLE 97000
LYNX THERAPEUTICS INC NEW COMMON STOCK 551812308 4275 377890 SOLE 377890
M & T BANK CORP COMMON STOCK 55261F104 94666 172120 SOLE 172120
MCN ENERGY GROUP INC COMMON STOCK 55267J100 3239 156100 SOLE 156100
MCI WORLDCOM INC COMMON STOCK 55268B106 294423 3420780 SOLE 3420780
MGIC INVESTMENT CORP COMMON STOCK 552848103 749 15400 SOLE 15400
MGM GRAND INC. COMMON STOCK 552953101 16670 340200 SOLE 340200
MSC INDUST DIRECT COMMON STOCK 553530106 12100 1180500 SOLE 1180500
MACMILLAN BLOEDEL COMMON STOCK 554783209 412 22900 SOLE 22900
MACROMEDIA INC. COMMON STOCK 556100105 3761 106700 SOLE 106700
MAGNA INTERNATIONAL CONVERTIBLE BOND 559222AG9 7870 8000000 SOLE 8000000
MATAV RT - ADR COMMON STOCK 559776109 55 2000 SOLE 2000
MAIL-WELL INC CONVERTIBLE BOND 560321AD3 5388 5000000 SOLE 5000000
MANUFACTURED HOME COMM COMMON STOCK 564682102 1144 44000 SOLE 44000
MARK IV INDUSTRIES COMMON STOCK 570387100 12749 603500 SOLE 603500
MARSH & MCLENNAN COMMON STOCK 571748102 52910 700800 SOLE 700800
MARRIOTT INTL -A COMMON STOCK 571903202 107132 2866400 SOLE 2866400
MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 10461 177300 SOLE 177300
MASCOTECH CONVERTIBLE BOND 574670AB1 8188 10000000 SOLE 10000000
MATTEL INC COMMON STOCK 577081102 0 2 SOLE 2
MAXWELL TECHNOLOGIES INC COMMON STOCK 577767106 2406 100000 SOLE 100000
MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 107054 2619050 SOLE 2619050
MAXIMUS INC COMMON STOCK 577933104 8835 307300 SOLE 307300
MAYTAG CORPORATION COMMON STOCK 578592107 61959 889100 SOLE 889100
MCCLATCHY COMPANY - CL A COMMON STOCK 579489105 3515 106100 SOLE 106100
MC DERMOTT INTERNATIONAL COMMON STOCK 580037109 21507 761300 SOLE 761300
MCDONALD'S CORPORATION COMMON STOCK 580135101 388044 9392900 SOLE 9392900
MCLEODUSA INC- CL A COMMON STOCK 582266102 1100 20000 SOLE 20000
MCWHORTER TECHNOLOGIES COMMON STOCK 582803102 1727 119600 SOLE 119600
MEDE AMERICA CORP COMMON STOCK 584067102 7550 200000 SOLE 200000
MEDIAONE GROUP COMMON STOCK 58440J104 8107 109000 SOLE 109000
MEDICAL ASSURANCE INC COMMON STOCK 58449U100 5232 185100 SOLE 185100
MEDICAL MANAGER CORP COMMON STOCK 58461C103 6638 150000 SOLE 150000
MEDICIS PHARM CL A COMMON STOCK 584690309 184 7250 SOLE 7250
MEDIMMUNE INC. COMMON STOCK 584699102 18496 273000 SOLE 273000
MEDQUIST INC. COMMON STOCK 584949101 416 9500 SOLE 9500
MEDITRUST CORP- PAIRED ST COMMON STOCK 58501T306 176 13456 SOLE 13456
MEDTRONIC, INCORPORATED COMMON STOCK 585055106 32891 422357 SOLE 422357
MELLON BANK CORP COMMON STOCK 585509102 33196 912600 SOLE 912600
MENTOR GRAPHICS CORP COMMON STOCK 587200106 1922 150000 SOLE 150000
MERCK & COMPANY COMMON STOCK 589331107 344603 4656800 SOLE 4656800
MERCURY INTERACTIVE COMMON STOCK 589405109 499 14100 SOLE 14100
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 12747 499900 SOLE 499900
MERRILL LYNCH COMMON STOCK 590188108 36092 451500 SOLE 451500
METAMOR WORLDWIDE, INC. CONVERTIBLE BOND 59133PAA8 2419 3000000 SOLE 3000000
METHODE ELECTRONICS CL A COMMON STOCK 591520200 5993 262000 SOLE 262000
METROCALL,INC. COMMON STOCK 591647102 2819 1025000 SOLE 1025000
METROMEDIA INTL GROU COMMON STOCK 591695101 2227 296900 SOLE 296900
METTLER TOLEDO COMMON STOCK 592688105 8002 322500 SOLE 322500
METZLER GROUP COMMON STOCK 592903108 12800 463350 SOLE 463350
MICROSOFT CORPORATION COMMON STOCK 594918104 1050554 11659550 SOLE 11659550
MICROSFT 2.75 NVT CV SR A PREFERRED STOCK 594918203 47450 474800 SOLE 474800
MICROSTRATEGY INC COMMON STOCK 594972101 5303 140000 SOLE 140000
MICROFINANCIAL INC COMMON STOCK 595072109 7156 500000 SOLE 500000
MICROMUSE INC COMMON STOCK 595094103 15716 315100 SOLE 315100
MICRON TECHNOLOGY INC. COMMON STOCK 595112103 29025 720000 SOLE 720000
MICRON TECH CONVERTIBLE BOND 595112AB9 5150 5000000 SOLE 5000000
MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 62582 1738400 SOLE 1738400
HERMAN MILLER INC COMMON STOCK 600544100 10710 510000 SOLE 510000
MINDSPRING ENTERPRISES CONVERTIBLE BOND 602683AA2 1898 2000000 SOLE 2000000
MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 46637 835600 SOLE 835600
MINNESOTA MINING & MFG CO COMMON STOCK 604059105 235462 2708400 SOLE 2708400
MIRAGE RESORTS INC. COMMON STOCK 60462E104 7286 435000 SOLE 435000
MOBIL CORPORATION COMMON STOCK 607059102 364528 3682100 SOLE 3682100
MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 12454 410000 SOLE 410000
MOLECULAR DEVICES CORP COMMON STOCK 60851C107 278 7400 SOLE 7400
MONSANTO CO. COMMON STOCK 611662107 172928 4384850 SOLE 4384850
MONTANA POWER CO COMMON STOCK 612085100 9038 128200 SOLE 128200
MORAN ENERGY, INC. CONVERTIBLE BOND 616457AC1 186 200000 SOLE 200000
J.P. MORGAN & COMPANY COMMON STOCK 616880100 12589 89600 SOLE 89600
MORGAN STANLEY DEAN WITT COMMON STOCK 617446448 169638 1655000 SOLE 1655000
MOTIVEPOWER COMMON STOCK 61980K101 2180 121100 SOLE 121100
MOTOROLA INC. COMMON STOCK 620076109 250661 2645500 SOLE 2645500
MURPHY OIL CORP COMMON STOCK 626717102 7180 147100 SOLE 147100
MUTUAL RISK MGMT LTD 144A CONVERTIBLE BOND 628351AA6 14372 20000000 SOLE 20000000
MYLAN LABS COMMON STOCK 628530107 6758 255000 SOLE 255000
NCO GROUP INC COMMON STOCK 628858102 3116 82000 SOLE 82000
NCR CORPORATION COMMON STOCK 62886E108 19691 403400 SOLE 403400
NVR INC COMMON STOCK 62944T105 6122 117300 SOLE 117300
NABORS INDUSTRIES, INC. COMMON STOCK 629568106 37758 1545100 SOLE 1545100
NTL AUSTRAL BK 7.875 CV PREFERRED STOCK 632525309 26970 887900 SOLE 887900
NATIONAL CITY CORP COMMON STOCK 635405103 120762 1843700 SOLE 1843700
NATIONAL COMPUTER SYSTEMS COMMON STOCK 635519101 2903 86000 SOLE 86000
NATIONAL DATA CONVERTIBLE BOND 635621AA3 4238 4100000 SOLE 4100000
NATIONAL EQUIPMENT SVCS COMMON STOCK 635847106 7200 600000 SOLE 600000
NATIONAL FUEL GAS CO COMMON STOCK 636180101 664 13700 SOLE 13700
NATIONAL SEMICONDUCTOR CP COMMON STOCK 637640103 240243 9491100 SOLE 9491100
NATIONAL SEMICONDUCTOR CONVERTIBLE BOND 637640AB9 7163 7500000 SOLE 7500000
NATIONWIDE FINANCIAL SVCS COMMON STOCK 638612101 13005 287400 SOLE 287400
NAVISTAR INTERNATIONAL CP COMMON STOCK 63934E108 17300 346000 SOLE 346000
NEIMAN-MARCUS GROUP COMMON STOCK 640204103 5086 198000 SOLE 198000
NETWORK ASSOCIATES CONVERTIBLE BOND 640938AB2 9480 32000000 SOLE 32000000
NET PERCEPTIONS INC COMMON STOCK 64107U101 1309 60000 SOLE 60000
NETWORK APPLIANCE INC COMMON STOCK 64120L104 20925 374500 SOLE 374500
NEUROGEN CORPORATION COMMON STOCK 64124E106 17038 1165000 SOLE 1165000
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 20512 528500 SOLE 528500
NEW ENGLAND BUSINESS SVC COMMON STOCK 643872104 503 16300 SOLE 16300
NEW ENGLAND ELECTRIC SYS COMMON STOCK 644001109 17043 340000 SOLE 340000
NEW ERA OF NETWORKS INC COMMON STOCK 644312100 9574 217900 SOLE 217900
NEW YORK TIMES CO COMMON STOCK 650111107 30002 815000 SOLE 815000
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 17708 622700 SOLE 622700
NEWMONT MINING CORP COMMON STOCK 651639106 4926 247871 SOLE 247871
NEWS CORPORATION LTD ADR COMMON STOCK 652487703 19422 550000 SOLE 550000
NEWS CORP LTD *** ADR PFD COMMON STOCK 652487802 181827 5760850 SOLE 5760850
NEXTLINK COMMUNICATIONS COMMON STOCK 65333H707 372 5000 SOLE 5000
NICHOLS RESEARCH CORP COMMON STOCK 653818104 9982 456300 SOLE 456300
NIELSEN MEDIA RESEARCH COMMON STOCK 653929307 1950 66666 SOLE 66666
NICOR INC COMMON STOCK 654086107 5001 131400 SOLE 131400
NOBLE AFFILIATES COMMON STOCK 654894104 8456 300000 SOLE 300000
NOKIA CORP ADR A COMMON STOCK 654902204 178185 1946050 SOLE 1946050
NOBLE DRILLING CORP COMMON STOCK 655042109 51325 2607000 SOLE 2607000
NORDSTROM INC. COMMON STOCK 655664100 35269 1052800 SOLE 1052800
NORTHERN TRUST CORP COMMON STOCK 665859104 53709 553700 SOLE 553700
NORTHROP CORPORATION COMMON STOCK 666807102 12878 194200 SOLE 194200
NORTHWEST AIRLINES CORP A COMMON STOCK 667280101 5218 160500 SOLE 160500
NOVACARE CONVERTIBLE BOND 669930AA7 2905 3250000 SOLE 3250000
NOVELL INCORPORATED COMMON STOCK 670006105 83899 3166000 SOLE 3166000
NOVELLUS SYSTEMS INC. COMMON STOCK 670008101 29894 438000 SOLE 438000
NVIDIA CORP COMMON STOCK 67066G104 273 14300 SOLE 14300
OGE ENERGY CORP COMMON STOCK 670837103 9823 413600 SOLE 413600
OCCIDENTAL PETROLEUM CP COMMON STOCK 674599105 344 16300 SOLE 16300
OFFICEMAX INC. COMMON STOCK 67622M108 56029 4669100 SOLE 4669100
OFFSHORE LOGISTICS COMMON STOCK 676255102 2614 235000 SOLE 235000
OFFSHORE LOGISTICS 144A CONVERTIBLE BOND 676255AD4 4288 5000000 SOLE 5000000
OFFSHORE LOGISTICS CONVERTIBLE BOND 676255AF9 2144 2500000 SOLE 2500000
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 30659 732165 SOLE 732165
OLD REPUBLIC INTL COMMON STOCK 680223104 14248 823000 SOLE 823000
OLSTEN CORP COMMON STOCK 681385100 203 32200 SOLE 32200
OMNICOM GROUP COMMON STOCK 681919106 103280 1291000 SOLE 1291000
OMNIPOINT CORP COMMON STOCK 68212D102 8971 310000 SOLE 310000
OPTICAL COATING LAB COMMON STOCK 683829105 23967 286600 SOLE 286600
ORACLE CORPORATION COMMON STOCK 68389X105 35640 960000 SOLE 960000
ORBITAL SCIENCES CORP COMMON STOCK 685564106 2363 100000 SOLE 100000
ORBITAL SCIENCES CORP CONVERTIBLE BOND 685564AC0 5288 5000000 SOLE 5000000
O'REILLY AUTOMOTIVE INC. COMMON STOCK 686091109 13077 259600 SOLE 259600
ORION CAPITAL CORP COMMON STOCK 686268103 12556 350002 SOLE 350002
ORTHOLOGIC CORPORATION COMMON STOCK 68750J107 1234 500000 SOLE 500000
OSTEOTECH INC COMMON STOCK 688582105 187 6500 SOLE 6500
OUTBACK STEAKHOUSE INC. COMMON STOCK 689899102 52176 1327200 SOLE 1327200
OWENS CORNING *** COMMON STOCK 69073F103 8078 235000 SOLE 235000
OWENS-ILLINOIS 4.75 CV PREFERRED STOCK 690768502 6624 151400 SOLE 151400
OXFORD HEALTH PLANS INC. COMMON STOCK 691471106 311 20000 SOLE 20000
PECO ENERGY COMPANY COMMON STOCK 693304107 63022 1505000 SOLE 1505000
PG & E CORPORATION COMMON STOCK 69331C108 79024 2431500 SOLE 2431500
PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 2593 119900 SOLE 119900
THE PMI GROUP INC COMMON STOCK 69344M101 38743 616800 SOLE 616800
PNC BANK CORP COMMON STOCK 693475105 33399 579600 SOLE 579600
PPG INDUSTRIES, INC. COMMON STOCK 693506107 28941 490000 SOLE 490000
PRI AUTOMATION INC. COMMON STOCK 69357H106 337 9300 SOLE 9300
PSS WORLD MEDICAL INC COMMON STOCK 69366A100 3356 300000 SOLE 300000
PACIFIC GATEWAY EXCHANGE COMMON STOCK 694327107 728 25000 SOLE 25000
PACKAGED ICE INC COMMON STOCK 695148106 1484 250000 SOLE 250000
PAGING NETWORK, INC. COMMON STOCK 695542100 1925 400000 SOLE 400000
PAINE WEBBER GROUP COMMON STOCK 695629105 45979 983500 SOLE 983500
PAIRGAIN TECHNOLOGIES INC COMMON STOCK 695934109 1725 150000 SOLE 150000
PALL CORPORATION COMMON STOCK 696429307 24251 1093000 SOLE 1093000
PAREXEL INTERNATIONAL COMMON STOCK 699462107 3195 240000 SOLE 240000
PARK PLACE ENTERTAINMENT COMMON STOCK 700690100 22266 2298400 SOLE 2298400
PAXAR CORP COMMON STOCK 704227107 8113 901400 SOLE 901400
PAYLESS SHOESOURCE INC COMMON STOCK 704379106 22679 423900 SOLE 423900
PEGASUS SYSTEMS INC COMMON STOCK 705906105 157 4200 SOLE 4200
PENN TREATY AMER CONVERTIBLE BOND 707874AC7 3315 3250000 SOLE 3250000
PENTON MEDIA COMMON STOCK 709668107 11735 483900 SOLE 483900
PEOPLES HERITAGE FINL GRP COMMON STOCK 711147108 4822 256300 SOLE 256300
PEOPLESOFT, INC. COMMON STOCK 712713106 12230 709000 SOLE 709000
PERCLOSE INC COMMON STOCK 71361C107 221 4600 SOLE 4600
PERFORMANCE FOOD GP CO. COMMON STOCK 713755106 987 36300 SOLE 36300
PETSMART INC COMMON STOCK 716768106 6919 675000 SOLE 675000
PHARMACIA & UPJOHN COMMON STOCK 716941109 161882 2849400 SOLE 2849400
PFIZER, INC. COMMON STOCK 717081103 23706 216000 SOLE 216000
PHARMACEUT PRODUCT DEVEL COMMON STOCK 717124101 7139 260800 SOLE 260800
PHILIP MORRIS COS COMMON STOCK 718154107 406416 10113000 SOLE 10113000
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 14339 285000 SOLE 285000
PHOENIX INV PARTNERS CONVERTIBLE BOND 719085AA0 9088 7817500 SOLE 7817500
PHOTRONIC LABS INC. COMMON STOCK 719405102 3063 125000 SOLE 125000
PHYCOR CONVERTIBLE BOND 71940FAB6 2273 3000000 SOLE 3000000
PICCADILLY CAFETERIAS INC COMMON STOCK 719567109 4774 574300 SOLE 574300
PIER 1 IMPORTS INC-DEL COMMON STOCK 720279108 2250 200000 SOLE 200000
PILLOWTEX CORP COMMON STOCK 721501104 4067 249300 SOLE 249300
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 1156 47200 SOLE 47200
PINNACLE WEST CAPITAL COMMON STOCK 723484101 4830 120000 SOLE 120000
PIONEER HI-BRED INTL INC COMMON STOCK 723686101 11681 300000 SOLE 300000
PITNEY BOWES COMMON STOCK 724479100 53205 828100 SOLE 828100
PITTWAY CORP CL A COMMON STOCK 725790208 27695 810100 SOLE 810100
PLACER DOME INC. COMMON STOCK 725906101 4961 420000 SOLE 420000
PLATINUM TECH INTL. INC. COMMON STOCK 72764T101 7281 250000 SOLE 250000
PLATINUM TECH INTL. 144A CONVERTIBLE BOND 72764TAB7 2013 2000000 SOLE 2000000
PLATINUM TECH INTL. CONV CONVERTIBLE BOND 72764TAD3 5031 5000000 SOLE 5000000
POLICY MGMT SYSTEMS COMMON STOCK 731108106 7455 248500 SOLE 248500
POLO RALPH LAUREN CORP COMMON STOCK 731572103 2850 150000 SOLE 150000
POST PPTYS INC COMMON STOCK 737464107 3198 78000 SOLE 78000
POTASH CORP OF SASKATCHEW COMMON STOCK 73755L107 5149 99500 SOLE 99500
POTOMAC ELECTRIC POWER COMMON STOCK 737679100 40624 1380000 SOLE 1380000
POWERGEN PLC - ADR COMMON STOCK 738905405 43 1000 SOLE 1000
PRAXAIR INC. COMMON STOCK 74005P104 2985 61000 SOLE 61000
PRECISION CASTPARTS CORP COMMON STOCK 740189105 15814 372100 SOLE 372100
PREMARK INTERNATIONAL INC COMMON STOCK 740459102 28718 765800 SOLE 765800
PREMIERE TECHNOLOGIES CONVERTIBLE BOND 74058FAC6 1775 2500000 SOLE 2500000
PRICE COMMUNICATIONS COMMON STOCK 741437305 13230 882020 SOLE 882020
T. ROWE PRICE ASSOCIATES COMMON STOCK 741477103 11390 296800 SOLE 296800
PRIME RETAIL COMMON STOCK 741570105 5386 620000 SOLE 620000
PRIME HOSPITALITY CORP COMMON STOCK 741917108 9660 805000 SOLE 805000
PRIDE INTL INC CONVERTIBLE BOND 741932AB3 3125 10000000 SOLE 10000000
PRIORITY HEALTHCARE CORP COMMON STOCK 74264T102 5175 150000 SOLE 150000
PROBUSINESS SERVICES INC COMMON STOCK 742674104 6458 180000 SOLE 180000
PROCTER AND GAMBLE CO COMMON STOCK 742718109 130484 1462000 SOLE 1462000
PROFESSIONAL DETAILING COMMON STOCK 74312N107 3962 168600 SOLE 168600
PROGRESSIVE CORP COMMON STOCK 743315103 39150 270000 SOLE 270000
PROJECT SOFTWARE & DEV COMMON STOCK 74339P101 4531 145000 SOLE 145000
PROSPERITY BANCSHARES COMMON STOCK 743606105 1088 74400 SOLE 74400
PROTECTION ONE ALARM CONVERTIBLE BOND 743659AL8 16006 17565000 SOLE 17565000
PROTEIN DESIGN LABS INC. COMMON STOCK 74369L103 3439 155000 SOLE 155000
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 134481 1438300 SOLE 1438300
PROXIM INC COMMON STOCK 744284100 17777 306500 SOLE 306500
PUBLIC SERVICE ENTER COMMON STOCK 744573106 60033 1468700 SOLE 1468700
PULTE CORP COMMON STOCK 745867101 3118 135200 SOLE 135200
QLOGIC CORP COMMON STOCK 747277101 17530 132800 SOLE 132800
QUALCOM INC. COMMON STOCK 747525103 773838 5392600 SOLE 5392600
QUANTA SERVICES INC COMMON STOCK 74762E102 5051 114800 SOLE 114800
QUANTUM CORP WI CONVERTIBLE BOND 747906AC9 3303 3500000 SOLE 3500000
QUESTAR CORP COMMON STOCK 748356102 497 26000 SOLE 26000
QUICKSILVER INC COMMON STOCK 74838C106 3909 150000 SOLE 150000
QUINTILES TRANSNAT REGD COMMON STOCK 748767100 84315 2007500 SOLE 2007500
QUINTILES TRANSNTL CONVERTIBLE BOND 748767AC4 6698 6000000 SOLE 6000000
QUORUM HEALTH GROUP INC. COMMON STOCK 749084109 17810 1417700 SOLE 1417700
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 65418 1978626 SOLE 1978626
RCN CORPORATION COMMON STOCK 749361101 23227 558000 SOLE 558000
RH DONNELLEY CORP COMMON STOCK 74955W307 9122 466300 SOLE 466300
RF MICRO DEVICES INC COMMON STOCK 749941100 739 9900 SOLE 9900
RAINBOW RENTALS INC COMMON STOCK 750857104 2530 220000 SOLE 220000
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 3452 104800 SOLE 104800
RAYCHEM CORP COMMON STOCK 754603108 1499 40500 SOLE 40500
RAYONIER INC. COMMON STOCK 754907103 9469 190100 SOLE 190100
RAYTHEON CO- CL A COMMON STOCK 755111309 10768 156345 SOLE 156345
REGIONS FINANCIAL CORP COMMON STOCK 758940100 10378 270000 SOLE 270000
RELIANCE GROUP HOLDINGS COMMON STOCK 759464100 16225 2181500 SOLE 2181500
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 5140 131800 SOLE 131800
RELIANT ENERGY INC. COMMON STOCK 75952J108 26379 954900 SOLE 954900
REMEDY CORP COMMON STOCK 759548100 4031 150000 SOLE 150000
RENAL CARE GROUP INC COMMON STOCK 759930100 10748 415400 SOLE 415400
RENT-A-CENTER INC. COMMON STOCK 76009N100 7754 323100 SOLE 323100
RENT-WAY INC COMMON STOCK 76009U104 2199 89300 SOLE 89300
REPUBLIC SERVICES INC COMMON STOCK 760759100 56987 2302500 SOLE 2302500
RESOURCE AMERICA INC COMMON STOCK 761195205 5800 400000 SOLE 400000
RESOURCE BANCSHARES MTG COMMON STOCK 761197102 308 30000 SOLE 30000
REXALL SUNDOWN INC. COMMON STOCK 761648104 2876 236000 SOLE 236000
REYNOLDS METALS COMPANY COMMON STOCK 761763101 11859 201000 SOLE 201000
RHONE-POULENC ADR COMMON STOCK 762426609 51 1100 SOLE 1100
RHYTHMS NETCONNECTIONS COMMON STOCK 762430205 5633 96500 SOLE 96500
ROBBINS & MEYERS INC CONVERTIBLE BOND 770196AA1 3478 3500000 SOLE 3500000
ROBERTS PHARMACEUTICAL CP COMMON STOCK 770491108 238 9800 SOLE 9800
ROCKWELL INTL CORP COMMON STOCK 773903109 64760 1066000 SOLE 1066000
ROHM & HAAS CO COMMON STOCK 775371107 32508 758200 SOLE 758200
ROHN INDUSTRIES INC COMMON STOCK 775381106 50 36000 SOLE 36000
ROLLINS TRUCK LSWY COMMON STOCK 775741101 3161 284100 SOLE 284100
ROSS STORES, INC. COMMON STOCK 778296103 46899 931000 SOLE 931000
ROYAL DUTCH PETROL- NY COMMON STOCK 780257804 18557 308000 SOLE 308000
RUBY TUESDAY INC COMMON STOCK 781182100 6973 367000 SOLE 367000
RUSSELL CORP COMMON STOCK 782352108 3093 158600 SOLE 158600
RYAN'S FAMILY STK HOUSES COMMON STOCK 783519101 1209 104000 SOLE 104000
RYERSON TULL INC COMMON STOCK 78375P107 11742 520400 SOLE 520400
RYLAND GROUP INC COMMON STOCK 783764103 5552 187000 SOLE 187000
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 140789 2427400 SOLE 2427400
SCM MICROSYSTEMS INC COMMON STOCK 784018103 4406 95000 SOLE 95000
SDL INC COMMON STOCK 784076101 12469 244200 SOLE 244200
SFX ENTERTAINMNT,INC CL A COMMON STOCK 784178105 42630 666000 SOLE 666000
SLI INC COMMON STOCK 78442T108 3996 154300 SOLE 154300
SPX CORPORATION COMMON STOCK 784635104 15723 188300 SOLE 188300
SABRATEK CORP COMMON STOCK 78571U108 9133 417500 SOLE 417500
SABRE GROUP HOLDINGS COMMON STOCK 785905100 26936 391800 SOLE 391800
SAFECO CORPORATION COMMON STOCK 786429100 14813 335700 SOLE 335700
SAFESKIN COMMON STOCK 786454108 5940 495000 SOLE 495000
SAFEWAY INC. COMMON STOCK 786514208 68558 1385000 SOLE 1385000
SAGENT TECHNOLOGY INC COMMON STOCK 786693101 254 29400 SOLE 29400
ST JUDE MEDICAL INC. COMMON STOCK 790849103 3563 100000 SOLE 100000
ST MARY LAND & EXPLOR COMMON STOCK 792228108 5994 291500 SOLE 291500
ST. PAUL COS. COMMON STOCK 792860108 52809 1660000 SOLE 1660000
SAKS INCORPORATED COMMON STOCK 79377W108 7860 272200 SOLE 272200
SANCHEZ COMPUTER ASSOC COMMON STOCK 799702105 5194 150000 SOLE 150000
SANMINA CORPORATION COMMON STOCK 800907107 70533 929600 SOLE 929600
SANGSTAT MEDICAL CORP. COMMON STOCK 801003104 173 10000 SOLE 10000
SAPIENT CORP COMMON STOCK 803062108 1648 29100 SOLE 29100
SAUER INC COMMON STOCK 804137107 3663 350000 SOLE 350000
SCANA CORPORATION COMMON STOCK 805898103 7176 307000 SOLE 307000
SCANDINAVIAN BROADCASTING CONVERTIBLE BOND 805906AA2 3353 3000000 SOLE 3000000
HENRY SCHEIN INC. COMMON STOCK 806407102 7474 235862 SOLE 235862
SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 35807 675600 SOLE 675600
SCHLUMBERGER, LTD. COMMON STOCK 806857108 19877 312100 SOLE 312100
SCHOOL SPECIALTY INC COMMON STOCK 807863105 4241 264000 SOLE 264000
SCHULMAN (A.) INC COMMON STOCK 808194104 6593 383600 SOLE 383600
CHARLES SCHWAB CORP. COMMON STOCK 808513105 285994 2602900 SOLE 2602900
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 96880 2691100 SOLE 2691100
SEAGATE TECHNOLOGY COMMON STOCK 811804103 37095 1447600 SOLE 1447600
SEAGRAM CO LTD COMMON STOCK 811850106 43972 872900 SOLE 872900
SEACOR HOLDINGS INC COMMON STOCK 811904101 10812 202100 SOLE 202100
SEALED AIR SR-A 4.0 VT CV PREFERRED STOCK 81211K209 7813 125000 SOLE 125000
SEARS ROEBUCK COMMON STOCK 812387108 16519 370700 SOLE 370700
SECURITY CAPITAL- A COMMON STOCK 81413P105 34039 48627 SOLE 48627
SECURITY DYNAMICS TECH COMMON STOCK 814208104 2125 100000 SOLE 100000
SENSRMTC ELEC 6.5 CV 144A PREFERRED STOCK 817265200 7109 325000 SOLE 325000
SERENA SOFTWARE INC COMMON STOCK 817492101 2688 200000 SOLE 200000
SEROLOGICALS CORPORATION COMMON STOCK 817523103 7811 961400 SOLE 961400
SERVICE CORP INT'L COMMON STOCK 817565104 5178 269000 SOLE 269000
SERVICE EXPERTS INC COMMON STOCK 817567100 2475 112800 SOLE 112800
SHARED MEDICAL SYSTEMS COMMON STOCK 819486101 9814 150400 SOLE 150400
SHAW INDUST INC COMMON STOCK 820286102 34823 2110500 SOLE 2110500
SHERIDAN ENERGY INC COMMON STOCK 823764105 1331 394283 SOLE 394283
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 8386 302200 SOLE 302200
SHIRE PHARMACEUTICALS ADR COMMON STOCK 82481R106 57 2200 SOLE 2200
SHOPKO STORES, INC. COMMON STOCK 824911101 12412 342400 SOLE 342400
SHURGARD STORAGE COMMON STOCK 82567D104 1194 44000 SOLE 44000
SIEBEL SYSTEMS INC COMMON STOCK 826170102 3949 59500 SOLE 59500
SILVER DINER INC COMMON STOCK 827655101 83 80000 SOLE 80000
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 952 37500 SOLE 37500
SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 6550 400000 SOLE 400000
SKYTEL COMM 4.5 NVT CV PREFERRED STOCK 83087Q302 3846 106100 SOLE 106100
SMITH-GARDNER & ASSOC COMMON STOCK 832059109 236 29300 SOLE 29300
SMITHKLINE BEECHAM ADR COMMON STOCK 832378301 4558 69000 SOLE 69000
SMURFIT-STONE CONTAINER COMMON STOCK 832727101 5493 267142 SOLE 267142
SNAP-ON TOOLS CORP. COMMON STOCK 833034101 24825 686000 SOLE 686000
SODAK GAMING INC COMMON STOCK 833777105 3469 370000 SOLE 370000
SOFTWORKS INC COMMON STOCK 83404P102 3080 280000 SOLE 280000
SOLECTRON CORPORATION COMMON STOCK 834182107 20673 310000 SOLE 310000
SOLUTIA INC COMMON STOCK 834376105 31138 1461000 SOLE 1461000
SONIC AUTOMOTIVE INC COMMON STOCK 83545G102 212 15400 SOLE 15400
SONOCO *** PROD CO COMMON STOCK 835495102 30117 1006000 SOLE 1006000
SOUTHDOWN INC COMMON STOCK 841297104 55634 865900 SOLE 865900
SOUTHERN CO COMMON STOCK 842587107 13952 526500 SOLE 526500
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 16004 514200 SOLE 514200
SOVEREIGN BANCORP INC COMMON STOCK 845905108 5574 459716 SOLE 459716
SPACEHAB INC CONVERTIBLE BOND 846243AC7 725 1000000 SOLE 1000000
SPEEDWAY MOTORSPORTS INC COMMON STOCK 847788106 3931 100000 SOLE 100000
SPRINT CORP (FON GROUP) COMMON STOCK 852061100 299056 5662600 SOLE 5662600
STAFF LEASING INC COMMON STOCK 852381102 2130 165400 SOLE 165400
STANDARD COMMERCIAL CONVERTIBLE BOND 853258AA9 2256 3698000 SOLE 3698000
STANDARD PRODUCTS CO COMMON STOCK 853836104 2588 101000 SOLE 101000
STARBUCKS CORP COMMON STOCK 855244109 59341 1579800 SOLE 1579800
STATION CASINOS INC COMMON STOCK 857689103 815 40000 SOLE 40000
STEINWAY MUSICAL INST COMMON STOCK 858495104 3578 135000 SOLE 135000
STERICYCLE INC COMMON STOCK 858912108 335 24700 SOLE 24700
STEWART ENTERPRISES COMMON STOCK 860370105 728 50000 SOLE 50000
STEWART INFO SVCS COMMON STOCK 860372101 3008 142400 SOLE 142400
STILLWATER MINING COMPANY COMMON STOCK 86074Q102 9577 293000 SOLE 293000
STMICROELECTRONICS NV- NY COMMON STOCK 861012102 120525 1737300 SOLE 1737300
STMICROELECTRONICS NV CONVERTIBLE BOND 861012AA0 3829 3000000 SOLE 3000000
STOLT-NIELSEN SA ADR COMMON STOCK 861565109 1450 84700 SOLE 84700
STOLT COMEX SEAWAY- ADR COMMON STOCK 861567105 6981 649350 SOLE 649350
STRAYER EDUCATION INC COMMON STOCK 863236105 9182 299200 SOLE 299200
STRUCTURAL DYNAMICS RES COMMON STOCK 863555108 8449 455167 SOLE 455167
SUIZA FOODS CORP COMMON STOCK 865077101 172 4100 SOLE 4100
SUMMIT BANCORP *** COMMON STOCK 866005101 44967 1075450 SOLE 1075450
SUN MICROSYSTEMS INC. COMMON STOCK 866810104 256573 3725200 SOLE 3725200
SUNBEAM CORPORATION 144A CONVERTIBLE BOND 867071AA0 1639 9500000 SOLE 9500000
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 19948 578200 SOLE 578200
SUNOCO INC COMMON STOCK 86764P109 10910 361400 SOLE 361400
SUNRISE ASST LIVING 144A CONVERTIBLE BOND 86768KAA4 3788 3409000 SOLE 3409000
SUNRISE ASSISTED LIVING CONVERTIBLE BOND 86768KAC0 3334 3000000 SOLE 3000000
SUNTRUST BANKS,INC. COMMON STOCK 867914103 28331 408000 SOLE 408000
SUNSTONE HOTEL INVESTORS COMMON STOCK 867933103 680 80000 SOLE 80000
SUPERIOR CONSULTANT HLDGS COMMON STOCK 868146101 3358 136000 SOLE 136000
SUPERVALU INC. COMMON STOCK 868536103 49695 1934600 SOLE 1934600
SYBASE INCORPORATED COMMON STOCK 871130100 20900 1900000 SOLE 1900000
SYBRON CORPORATION COMMON STOCK 87114F106 3418 124000 SOLE 124000
SYKES ENTERPRISES INC COMMON STOCK 871237103 10013 300000 SOLE 300000
SYMANTEC CORP. COMMON STOCK 871503108 3188 125000 SOLE 125000
SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 14226 385800 SOLE 385800
SYNCOR INTL CORP-DEL COMMON STOCK 87157J106 7200 200000 SOLE 200000
SYSTEMS & COMPUTER TECH COMMON STOCK 871873105 1496 102700 SOLE 102700
TJX COMPANIES, INC. COMMON STOCK 872540109 72811 2185700 SOLE 2185700
TNP ENTERPRISES INC COMMON STOCK 872594106 3263 90000 SOLE 90000
TSI INTL SOFTWARE LTD COMMON STOCK 872879101 3135 110500 SOLE 110500
TANDY CORP COMMON STOCK 875382103 144074 2947800 SOLE 2947800
TARRANT APPAREL GROUP COMMON STOCK 876289109 159 7000 SOLE 7000
TECH DATA CORPORATION COMMON STOCK 878237106 65 1700 SOLE 1700
TECHNITROL INC COMMON STOCK 878555101 3148 97600 SOLE 97600
TEKELEC COMMON STOCK 879101103 5423 445000 SOLE 445000
TELECENTRO SUL PARTIC-ADR COMMON STOCK 879239101 1521 27400 SOLE 27400
TELENORTE LESTE PART-ADR COMMON STOCK 879246106 4017 216400 SOLE 216400
TELESUDESTE CELULAR ADR COMMON STOCK 879252104 795 27400 SOLE 27400
TELEBANC FINANCIAL CORP COMMON STOCK 87925R109 3100 80000 SOLE 80000
TELECOM ITALIA SPA - ADR COMMON STOCK 87927W106 32 300 SOLE 300
TELEBRAS ADR PFD BLOCK COMMON STOCK 879287308 68 750 SOLE 750
TELESP PARTICIPACO SA-ADR COMMON STOCK 87952K100 14443 631400 SOLE 631400
TELESP CELULAR PARTIC-ADR COMMON STOCK 87952L108 7933 296560 SOLE 296560
TELLABS INC COMMON STOCK 879664100 73319 1085200 SOLE 1085200
TELXON 144A CONVERTIBLE BOND 879700AB8 1612 2250000 SOLE 2250000
TELXON CONVERTIBLE BOND 879700AC6 3223 4500000 SOLE 4500000
TENNECO INC COMMON STOCK 88037E101 23474 983200 SOLE 983200
TERADYNE INCORPORATED COMMON STOCK 880770102 2727 38000 SOLE 38000
TESORO PETE CORP COMMON STOCK 881609101 7172 450000 SOLE 450000
TESORO PETRO 7.25 NVT CV PREFERRED STOCK 881609408 17325 1100000 SOLE 1100000
TEVA PHARM ADR COMMON STOCK 881624209 7203 147000 SOLE 147000
TETRA TECHNOLOGIES INC. COMMON STOCK 88162F105 2519 274200 SOLE 274200
TETRA TECH INC COMMON STOCK 88162G103 11400 690901 SOLE 690901
TEXACO INC COMMON STOCK 881694103 21487 343800 SOLE 343800
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 45588 314400 SOLE 314400
TEXAS UTILITIES COMPANY COMMON STOCK 882848104 41844 1014400 SOLE 1014400
TEXTRON INC COMMON STOCK 883203101 98355 1194900 SOLE 1194900
THERMO INSTRUMENT CONV CONVERTIBLE BOND 883559AE6 7402 9000000 SOLE 9000000
THERMO ECOTEK 144A CONVERTIBLE BOND 88355RAB2 4350 5000000 SOLE 5000000
THERMO OPTEK 144A CONVERTIBLE BOND 883582AA6 9511 9535000 SOLE 9535000
THERMOQUEST 144A CONVERTIBLE BOND 883655AA0 9641 9775000 SOLE 9775000
3COM CORPORATION COMMON STOCK 885535104 3816 143000 SOLE 143000
TIDEWATER INCORPORATED COMMON STOCK 886423102 45906 1505100 SOLE 1505100
TIFFANY & CO COMMON STOCK 886547108 39160 405800 SOLE 405800
TIME WARNER, INCORP. COMMON STOCK 887315109 446142 6069960 SOLE 6069960
TITANIUM METALS CORP COMMON STOCK 888339108 1669 150000 SOLE 150000
TOLL BROTHERS INC COMMON STOCK 889478103 21262 991800 SOLE 991800
TOTAL RENAL CARE HLDGS COMMON STOCK 89151A107 7388 474700 SOLE 474700
TOTAL SA ADR COMMON STOCK 89151E109 43012 667500 SOLE 667500
TOWER AOTOMOTIVE INC COMMON STOCK 891707101 6504 255700 SOLE 255700
TRANSACTION SYST ARCH COMMON STOCK 893416107 199 5100 SOLE 5100
TRANSAMERICA CORP COMMON STOCK 893485102 15668 208900 SOLE 208900
TRAVELERS PROP CASUALTY-A COMMON STOCK 893939108 18498 472800 SOLE 472800
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 25769 476100 SOLE 476100
TRIBUNE CO COMMON STOCK 896047107 40348 463100 SOLE 463100
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 3077 84600 SOLE 84600
TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 12000 400000 SOLE 400000
TUESDAY MORNING CORP COMMON STOCK 899035505 7650 300000 SOLE 300000
TUPPERWARE CORP COMMON STOCK 899896104 5546 217500 SOLE 217500
TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 4710 120000 SOLE 120000
TYCO INTL LTD COMMON STOCK 902124106 453442 4796664 SOLE 4796664
UAL CORPORATION COMMON STOCK 902549500 98826 1520400 SOLE 1520400
USX-MARATHON GROUP COMMON STOCK 902905827 33214 1020000 SOLE 1020000
UST, INC. COMMON STOCK 902911106 11700 400000 SOLE 400000
US LIQUIDS COMMON STOCK 902974104 3131 150000 SOLE 150000
USA NETWORKS INC COMMON STOCK 902984103 24147 601800 SOLE 601800
USG CORP COMMON STOCK 903293405 49263 879700 SOLE 879700
US FOODSERVICE INC COMMON STOCK 90331R101 48413 1135800 SOLE 1135800
ULTRAMAR DIAMOND SHA COMMON STOCK 904000106 9312 426900 SOLE 426900
UNIBANCO GDR COMMON STOCK 90458E107 22960 954200 SOLE 954200
UNIFI INC COMMON STOCK 904677101 16054 755500 SOLE 755500
UNICOM CORP. COMMON STOCK 904911104 71923 1865100 SOLE 1865100
UNIGRAPHICS SOLUTIONS INC COMMON STOCK 904928108 4092 217500 SOLE 217500
UNION CARBIDE CORPORATION COMMON STOCK 905581104 16634 341200 SOLE 341200
UNION PACIFIC COMMON STOCK 907818108 50959 873900 SOLE 873900
UNION PLANTERS CORP COMMON STOCK 908068109 29146 652224 SOLE 652224
UNIONBANCAL CORP COMMON STOCK 908906100 21671 599900 SOLE 599900
UNIPHASE CORP COMMON STOCK 909149106 157368 948000 SOLE 948000
UNISOURCE WORLDWIDE INC COMMON STOCK 909208100 286 23700 SOLE 23700
UNISYS CORPORATION COMMON STOCK 909214108 83466 2143600 SOLE 2143600
UNISYS SR A 3.75 NVT CV PREFERRED STOCK 909214207 1809 27782 SOLE 27782
UNITED HEALTH CARE CP COMMON STOCK 910581107 9644 154000 SOLE 154000
UNITED NATURAL FOODS INC COMMON STOCK 911163103 8192 331000 SOLE 331000
UNITED RENTALS INC COMMON STOCK 911363109 27479 931493 SOLE 931493
UNITED ROAD SERVICES INC COMMON STOCK 911384105 1973 385000 SOLE 385000
US CELLULAR CORP 0% LYON CONVERTIBLE BOND 911684AA6 15488 30000000 SOLE 30000000
US WEST INC COMMON STOCK 91273H101 69184 1177600 SOLE 1177600
UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 190875 2662600 SOLE 2662600
UNITRODE CORP COMMON STOCK 913283107 66584 2321000 SOLE 2321000
UNIVERSAL CORP COMMON STOCK 913456109 2844 100000 SOLE 100000
UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 3190 66800 SOLE 66800
UNOCAL CORP. COMMON STOCK 915289102 38912 982000 SOLE 982000
USWEB CORP COMMON STOCK 917327108 206 9300 SOLE 9300
VF CORPORATION COMMON STOCK 918204108 32926 770200 SOLE 770200
VLSI TECHNOLOGY CONVERTIBLE BOND 918270AB5 10302 10100000 SOLE 10100000
VAIL RESORTS INC COMMON STOCK 91879Q109 3246 185500 SOLE 185500
VALHI (HAL) CONVERTIBLE BOND 918905AC4 2695 4000000 SOLE 4000000
VARCO INTERNATIONAL INC. COMMON STOCK 922126107 10060 919800 SOLE 919800
VASTAR RESOURCES INC COMMON STOCK 922380100 99479 1897100 SOLE 1897100
VEECO INSTRUMENTS INC COMMON STOCK 922417100 2142 63000 SOLE 63000
VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 9218 482000 SOLE 482000
VERITAS SOFTWARE CORP COMMON STOCK 923436109 59478 626500 SOLE 626500
VERITY INC COMMON STOCK 92343C106 2997 55300 SOLE 55300
VERISIGN INC COMMON STOCK 92343E102 5175 60000 SOLE 60000
VIACOM INC. CL B. COMMON STOCK 925524308 68446 1555600 SOLE 1555600
VIAD CORP COMMON STOCK 92552R109 25295 817600 SOLE 817600
VIGNETTE CORP COMMON STOCK 926734104 3000 40000 SOLE 40000
VIDEOSERVER INC COMMON STOCK 926918103 2138 225000 SOLE 225000
VISIO CORP. COMMON STOCK 927914101 18955 498000 SOLE 498000
VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 22286 1061250 SOLE 1061250
VISX INC COMMON STOCK 92844S105 25498 322000 SOLE 322000
VITAL SIGNS INC COMMON STOCK 928469105 2827 141800 SOLE 141800
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 153623 2278000 SOLE 2278000
VODAFONE GROUP ADR COMMON STOCK 92857T107 2522 12800 SOLE 12800
VULCAN MATERIALS CO COMMON STOCK 929160109 27015 559900 SOLE 559900
WMX TECHNOLOGIES CONVERTIBLE BOND 92929QAF4 15642 14350000 SOLE 14350000
WPP CROUP PLC SPONS ADR COMMON STOCK 929309300 59854 698000 SOLE 698000
WACHOVIA CORP. COMMON STOCK 929771103 84330 985600 SOLE 985600
WAL-MART STORES INC. COMMON STOCK 931142103 785153 16272600 SOLE 16272600
WALDEN SR B 9.16 NVT CV PREFERRED STOCK 931210306 8054 327900 SOLE 327900
WALGREEN COMPANY COMMON STOCK 931422109 22619 770000 SOLE 770000
WALLACE COMPUTER COMMON STOCK 932270101 8553 342100 SOLE 342100
WALTER INDUSTRIES INC COMMON STOCK 93317Q105 1547 119583 SOLE 119583
WARNACO GROUP INC. COMMON STOCK 934390105 12038 450000 SOLE 450000
WASHINGTON FEDERAL INC COMMON STOCK 938824109 7451 332090 SOLE 332090
WASHINGTON MUTUAL SAV BNK COMMON STOCK 939322103 41293 1167300 SOLE 1167300
WASTE CONECTIONS INC COMMON STOCK 941053100 7262 238100 SOLE 238100
WASTE MANAGEMENT INC COMMON STOCK 94106L109 203737 3790450 SOLE 3790450
WATERS CORP COMMON STOCK 941848103 130512 2456700 SOLE 2456700
WASAU-MOSINEE PAPER CORP COMMON STOCK 943315101 3960 220000 SOLE 220000
WEATHERFORD INTL COMMON STOCK 947074100 1831 50000 SOLE 50000
DELL WEBB CORPORATION COMMON STOCK 947423109 3080 129000 SOLE 129000
WEBSTER FINANCIAL CORP COMMON STOCK 947890109 4115 151700 SOLE 151700
WEBTRENDS CORP COMMON STOCK 94844D104 4843 105000 SOLE 105000
WELLPOINT HEALTH NEW COMMON STOCK 94973H108 3217 37900 SOLE 37900
WELLS FARGO COMPANY COMMON STOCK 949746101 362989 8490960 SOLE 8490960
WENDY'S INTERNATIONAL COMMON STOCK 950590109 21577 762100 SOLE 762100
WERNER ENTERPRISES INC COMMON STOCK 950755108 2386 115000 SOLE 115000
WEST TELESERVICES CORP COMMON STOCK 956188106 3448 367800 SOLE 367800
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AH8 1738 10000000 SOLE 10000000
WESTERN GAS RESOURCES INC COMMON STOCK 958259103 4160 260000 SOLE 260000
WESTERN RESOURCES INC COMMON STOCK 959425109 359 13500 SOLE 13500
WESTPOINT STEVENS INC COMMON STOCK 961238102 3196 107200 SOLE 107200
WESTVACO CORPORATION COMMON STOCK 961548104 11165 385000 SOLE 385000
WEYERHAEUSER COMPANY COMMON STOCK 962166104 28050 408000 SOLE 408000
WHITTMAN-HART INC COMMON STOCK 966834103 467 14700 SOLE 14700
WHOLE FOODS MARKET INC. COMMON STOCK 966837106 202 4200 SOLE 4200
WHOLE FOODS MKT INC CONVERTIBLE BOND 966837AC0 5531 15000000 SOLE 15000000
WILLIAMS COS COMMON STOCK 969457100 28517 670000 SOLE 670000
WILLIAMS-SONOMA INC COMMON STOCK 969904101 2263 65000 SOLE 65000
WILMAR INDUSTRIES INC COMMON STOCK 971426101 2600 200000 SOLE 200000
WILSHIRE REAL ESTATE INV COMMON STOCK 971892104 1356 350000 SOLE 350000
WIND RIVER SYSTEMS CONVERTIBLE BOND 973149AC1 3480 4000000 SOLE 4000000
WINSTAR COMMUNICATIONS COMMON STOCK 975515107 731 15000 SOLE 15000
WOLVERINE TUBE INC. COMMON STOCK 978093102 2839 113000 SOLE 113000
WORLD ACCESS INC CONVERTIBLE BOND 98141AAC5 1360 2000000 SOLE 2000000
WORTHINGTON FOODS INC COMMON STOCK 981809106 4373 265000 SOLE 265000
WYMAN-GORDON CO COMMON STOCK 983085101 5118 265000 SOLE 265000
XILINX INCORPORATED COMMON STOCK 983919101 17524 306100 SOLE 306100
XIRCOM INC COMMON STOCK 983922105 6049 201200 SOLE 201200
XEROX CORP. COMMON STOCK 984121103 7560 128000 SOLE 128000
XOMED SURGICAL PRODUCTS COMMON STOCK 98412V107 360 7400 SOLE 7400
XTRA CORP COMMON STOCK 984138107 10267 223500 SOLE 223500
YELLOW CORP COMMON STOCK 985509108 3550 200000 SOLE 200000
YOUNG & RUBICAM INC COMMON STOCK 987425105 71728 1578600 SOLE 1578600
ZALE CORP COMMON STOCK 988858106 24767 619181 SOLE 619181
LERNOUT & HAUSPIE SPEECH COMMON STOCK B5628B104 74878 2112950 SOLE 2112950
ACE LTD COMMON STOCK G0070K103 146201 5175245 SOLE 5175245
ANNUITY AND LIFE RE HLDNG COMMON STOCK G03910109 16510 735800 SOLE 735800
GEMSTAR INTL GROUP INC COMMON STOCK G3788V106 1305 20000 SOLE 20000
GLOBAL CROSSING LTD COMMON STOCK G3921A100 30863 724068 SOLE 724068
GLOBALSTAR TELECOMMUNICAT COMMON STOCK G3930H104 2087 90000 SOLE 90000
IPC HOLDINGS LTD COMMON STOCK G4933P101 7299 364964 SOLE 364964
LORAL SPACE&COMM 6.00 CV PREFERRED STOCK G56462149 5038 100000 SOLE 100000
RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 9931 268400 SOLE 268400
RSL COMMUNICATIONS LTD A COMMON STOCK G7702U102 5079 263000 SOLE 263000
SANTA FE INTL CORP COMMON STOCK G7805C108 53391 2321350 SOLE 2321350
SCOTTISH ANNUITY & LIFE COMMON STOCK G7885T104 5053 470000 SOLE 470000
TOMMY HILFIGER CORP COMMON STOCK G8915Z102 38588 525000 SOLE 525000
XL CAPITAL LIMITED COMMON STOCK G98255105 156050 2761955 SOLE 2761955
MILLICOM INTL CELLULAR SA COMMON STOCK L6388F102 473 15000 SOLE 15000
STOLT COMEX SEAWAY COMMON STOCK L8873E103 10767 990100 SOLE 990100
STOLT-NEILSEN SA COMMON STOCK L88742108 3767 247000 SOLE 247000
GILAT SATELLITE NETWORKS COMMON STOCK M51474100 2100 40000 SOLE 40000
ASM LITHOGRAPHY HOLDING COMMON STOCK N07059111 3194 53800 SOLE 53800
CORE LAB. N.V.*T* COMMON STOCK N22717107 2924 209800 SOLE 209800
ICTS INTERNATIONAL NV COMMON STOCK N43837108 2306 410000 SOLE 410000
BANCO LATINOAMERICANO COMMON STOCK P16994132 375 14000 SOLE 14000
PANAMERICAN BEVERAGES COMMON STOCK P74823108 953 40000 SOLE 40000
ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 60375 1380000 SOLE 1380000
FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 48723 877900 SOLE 877900
</TABLE>
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 1,182
Form 13F Information Table Value Total: $44,139,575
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional to which this report is filed, other than the manager filings this
investment managers with respect report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
NONE
