<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: March 31, 1999
Check here if Amendment [X]; Amendment Number: 1
This Amendment (Check only one.): [ ] is a restatement.
[X] 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 May 7, 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>
ABR INFORMATION SERVICES COMMON STOCK 00077R108 4344 250000 SOLE 250000
A CONSULTING TEAM INC COMMON STOCK 000881102 700 100000 SOLE 100000
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 20 400 SOLE 400
AFLAC CORP. COMMON STOCK 001055102 107901 1982100 SOLE 1982100
AHL SERVICES INC COMMON STOCK 001296102 4364 212900 SOLE 212900
AES CORP CONVERTIBLE BOND 00130HAN5 7344 7700000 SOLE 7700000
AMR CORPORATION - DEL COMMON STOCK 001765106 91169 1556750 SOLE 1556750
ARM FINANCIAL GROUP- A COMMON STOCK 001944107 5118 342600 SOLE 342600
AMERICAN TELE & TELE COMMON STOCK 001957109 625538 7837606 SOLE 7837606
AT&T CORP - LIB MEDIA -A COMMON STOCK 001957208 16640 316200 SOLE 316200
ATMI INC COMMON STOCK 00207R101 7400 370000 SOLE 370000
ABACUS DIRECT CORP COMMON STOCK 002553105 9799 119500 SOLE 119500
ABBOTT LABORATORIES COMMON STOCK 002824100 215169 4596400 SOLE 4596400
ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 121690 1322712 SOLE 1322712
ACTIVISION INC COMMON STOCK 004930202 1609 130000 SOLE 130000
ACTION PERFORMANCE COMMON STOCK 004933107 6497 215700 SOLE 215700
ACTUATE SOFTWARE CORP COMMON STOCK 00508B102 290 8800 SOLE 8800
ACUSON CORP COMMON STOCK 005113105 3596 240750 SOLE 240750
ACXIOM CORPORATION COMMON STOCK 005125109 6103 230300 SOLE 230300
ADAPTEC INC. COMMON STOCK 00651F108 23960 1050300 SOLE 1050300
ADAPTEC INC CONVERTIBLE BOND 00651FAC2 11603 14000000 SOLE 14000000
ADELPHIA COMM CL A COMMON STOCK 006848105 2016 32000 SOLE 32000
A.F.P. PROVIDA S.A. ADR COMMON STOCK 00709P108 1875 100000 SOLE 100000
ADOBE SYSTEMS INC. COMMON STOCK 00724F101 5017 88400 SOLE 88400
ADVANCE PARADIGM INC COMMON STOCK 007491103 6875 108800 SOLE 108800
ADVO INC. COMMON STOCK 007585102 2358 122100 SOLE 122100
AEROQUIP-VICKERS INC COMMON STOCK 007869100 12236 213500 SOLE 213500
ADVANCED MICRO DEVICES COMMON STOCK 007903107 53452 3448500 SOLE 3448500
AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 21503 470000 SOLE 470000
AFFILIATED COMP CONV 144A CONVERTIBLE BOND 008190AC4 6281 5000000 SOLE 5000000
AGRIBRANDS INTL INC COMMON STOCK 00849R105 5702 173460 SOLE 173460
AIR EXPRESS INTL CP COMMON STOCK 009104100 5720 378200 SOLE 378200
AIRBORNE FREIGHT CORP COMMON STOCK 009266107 31293 1005400 SOLE 1005400
AIRTOUCH COMMUNICATIONS COMMON STOCK 00949T100 5846 60500 SOLE 60500
ALASKA AIRGROUP COMMON STOCK 011659109 34200 720000 SOLE 720000
ALBANY INTL CORP - CL A COMMON STOCK 012348108 7972 425178 SOLE 425178
ALBANY MOLECULAR RESEARCH COMMON STOCK 012423109 695 27800 SOLE 27800
ALBERTSON'S INC COMMON STOCK 013104104 75288 1386200 SOLE 1386200
ALCOA INC COMMON STOCK 013817101 1236 30000 SOLE 30000
ALCATEL ALSTHOM ADR COMMON STOCK 013904305 13688 600000 SOLE 600000
ALLAIRE CORP COMMON STOCK 016714107 2033 29900 SOLE 29900
ALLEGHENY ENERGY INC COMMON STOCK 017361106 35784 1213000 SOLE 1213000
ALLIEDSIGNAL INC COMMON STOCK 019512102 147056 2989700 SOLE 2989700
ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 5519 382500 SOLE 382500
ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 38825 705100 SOLE 705100
ALLSTATE CORPORATION COMMON STOCK 020002101 213338 5756200 SOLE 5756200
ALLTEL CORP COMMON STOCK 020039103 37774 605600 SOLE 605600
ALTERNATIVE LIVING SVCS COMMON STOCK 02145K107 3340 167000 SOLE 167000
ALZA CORP CONV CONVERTIBLE BOND 022615AD0 3473 3000000 SOLE 3000000
AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 17366 321600 SOLE 321600
AMCOL INT'L CORP COMMON STOCK 02341W103 3050 305000 SOLE 305000
AMERICA ONLINE INC. COMMON STOCK 02364J104 79658 545600 SOLE 545600
AMERICAN ELEC POWER COMMON STOCK 025537101 99 2500 SOLE 2500
INACTIVE! USE 02553E106 COMMON STOCK 02553D108 8710 121500 SOLE 121500
AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 489636 4167100 SOLE 4167100
AMERICAN GENERAL COMMON STOCK 026351106 143954 2041900 SOLE 2041900
AMER GEN 6.0 NVT CV SR A PREFERRED STOCK 02637G200 6713 75000 SOLE 75000
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 222984 3417380 SOLE 3417380
AMERICAN INTERNATIONAL GP COMMON STOCK 026874107 214472 1778004 SOLE 1778004
AMER MANAGEMENT SYSTEMS COMMON STOCK 027352103 11944 350000 SOLE 350000
AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 7389 527800 SOLE 527800
AMERICAN STANDARD COS INC COMMON STOCK 029712106 42385 1233000 SOLE 1233000
AMERICAN STORES CO COMMON STOCK 030096101 16995 515000 SOLE 515000
AMERICREDIT CORP COMMON STOCK 03060R101 1071 81600 SOLE 81600
AMERIN CORP COMMON STOCK 03070X106 2078 102300 SOLE 102300
AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 10885 318400 SOLE 318400
AMERITECH CORP COMMON STOCK 030954101 179268 3097500 SOLE 3097500
AMGEN INCORPORATED COMMON STOCK 031162100 283252 3783000 SOLE 3783000
AMP, INC. COMMON STOCK 031897101 43645 812937 SOLE 812937
AMSOUTH BANCORPORATION COMMON STOCK 032165102 46956 1032000 SOLE 1032000
ANADARKO PETROLEM COMMON STOCK 032511107 7120 188600 SOLE 188600
ANALOG DEVICES INC. COMMON STOCK 032654105 6991 235000 SOLE 235000
ANCHOR GAMING COMMON STOCK 033037102 4375 100000 SOLE 100000
ANGLOGOLD LTD- SPON ADR COMMON STOCK 035128206 966 48000 SOLE 48000
ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 172382 2262600 SOLE 2262600
ANNTAYLOR STORES INC. COMMON STOCK 036115103 318 7200 SOLE 7200
ANTENNA TV SA ADR COMMON STOCK 03672N100 356 27375 SOLE 27375
ANTHRACITE CAPITAL INC COMMON STOCK 037023108 7688 1025000 SOLE 1025000
APACHE CORPORATION COMMON STOCK 037411105 26063 1000000 SOLE 1000000
APPLE COMPUTER INC COMMON STOCK 037833100 29889 831700 SOLE 831700
APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 3722 150000 SOLE 150000
APEX PC SOLUTIONS INC COMMON STOCK 037945102 2245 161100 SOLE 161100
APPLIED MATERIALS INC. COMMON STOCK 038222105 10795 175000 SOLE 175000
APPLIED POWER CL A COMMON STOCK 038225108 5995 220000 SOLE 220000
APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 453 10600 SOLE 10600
ARCHSTONE COMM TRUST COMMON STOCK 039581103 2958 147000 SOLE 147000
ARGOSY EDUCATION GRP - A COMMON STOCK 040222101 2588 300000 SOLE 300000
ARMCO INC COMMON STOCK 042170100 6656 1500000 SOLE 1500000
ARMCO 7.25 VT CV PREFERRED STOCK 042170407 8800 200000 SOLE 200000
ARMOR HOLDINGS INC COMMON STOCK 042260109 2738 200000 SOLE 200000
ARMSTRONG WORLD INDS INC COMMON STOCK 042476101 5423 120000 SOLE 120000
ARROW ELECTRONICS INC COMMON STOCK 042735100 10050 670000 SOLE 670000
ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 1491 120500 SOLE 120500
ARVIN INDUSTRIES COMMON STOCK 043339100 14708 436600 SOLE 436600
ASHANTI GOLDFIELDS GDR COMMON STOCK 043743202 3029 346120 SOLE 346120
ASHLAND INC COMMON STOCK 044204105 12347 301600 SOLE 301600
ASPECT TELECOMM 144A CONVERTIBLE BOND 045237AB0 3391 17500000 SOLE 17500000
ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 4085 287900 SOLE 287900
AT HOME CORP COMMON STOCK 045919107 3938 25000 SOLE 25000
ASSOCIATES *** FIRST CAP COMMON STOCK 046008108 173598 3857750 SOLE 3857750
ASTROPOWER COMMON STOCK 04644A101 1175 100000 SOLE 100000
ATLANTIC RICHFIELD CORP COMMON STOCK 048825103 8103 111000 SOLE 111000
ATMEL CORP COMMON STOCK 049513104 8862 583500 SOLE 583500
ATMEL CORP 144A CONVERTIBLE BOND 049513AB0 4538 15000000 SOLE 15000000
AURORA BIOSCIENCES CORP COMMON STOCK 051920106 941 140000 SOLE 140000
AUTO COM(RII) 6.5 TRACES PREFERRED STOCK 05300A202 2030 140000 SOLE 140000
AUTOMATIC DATA PROC COMMON STOCK 053015103 65017 1571400 SOLE 1571400
AUTOZONE INC. COMMON STOCK 053332102 22647 745550 SOLE 745550
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 2869 90732 SOLE 90732
AVERY-DENNISON CORP COMMON STOCK 053611109 193401 3363500 SOLE 3363500
AVIATION SALES COMPANY COMMON STOCK 053672101 196 4400 SOLE 4400
AVID TECHNOLOGY INC COMMON STOCK 05367P100 1133 65000 SOLE 65000
AVIS RENT A CAR COMMON STOCK 053790101 20885 754300 SOLE 754300
AVNET INCORPORATED COMMON STOCK 053807103 22389 611300 SOLE 611300
AVON PRODUCTS INC COMMON STOCK 054303102 76665 1629000 SOLE 1629000
AVONDALE COMMON STOCK 054350103 8260 280000 SOLE 280000
AWARE INC/MASS COMMON STOCK 05453N100 4235 90100 SOLE 90100
AXENT TECHNOLOGIES INC COMMON STOCK 05459C108 3609 150000 SOLE 150000
BB&T CORPORATION COMMON STOCK 054937107 25078 693000 SOLE 693000
BEC ENERGY COMMON STOCK 05538M101 5513 150000 SOLE 150000
BG PLC - SPON ADR COMMON STOCK 055434104 29 1000 SOLE 1000
BJ SERVICES CO COMMON STOCK 055482103 6328 270000 SOLE 270000
BP AMOCO PLC - ADR COMMON STOCK 055622104 27559 273030 SOLE 273030
BMC SOFTWARE INC. COMMON STOCK 055921100 110543 2982600 SOLE 2982600
BALANCE BAR COMPANY COMMON STOCK 057623100 1472 150000 SOLE 150000
BALDOR ELECTRIC COMMON STOCK 057741100 4232 210300 SOLE 210300
BALDWIN TECHNOLOGY INC A COMMON STOCK 058264102 1584 551000 SOLE 551000
BALL CORP COMMON STOCK 058498106 981 20900 SOLE 20900
BALLY TOTAL FITNESS HLDGS COMMON STOCK 05873K108 7282 305000 SOLE 305000
BANCO BHIF ADR COMMON STOCK 05946H108 753 73500 SOLE 73500
BANCO DE GAL ADR *** COMMON STOCK 059538207 3182 198132 SOLE 198132
BANCO FRANCES ADR COMMON STOCK 059591107 33645 1895505 SOLE 1895505
BANCTEC INC. COMMON STOCK 059784108 2481 201500 SOLE 201500
BANDAG INC COMMON STOCK 059815100 2849 101300 SOLE 101300
BANK OF N Y CO COMMON STOCK 064057102 61166 1702000 SOLE 1702000
BANK ONE CORP COMMON STOCK 06423A103 211313 3837712 SOLE 3837712
BANKAMERICA CORP COMMON STOCK 06605F102 166213 2353465 SOLE 2353465
BANKBOSTON CORPORATION COMMON STOCK 06605R106 181501 4190500 SOLE 4190500
BANKERS TRUST CORPORATION COMMON STOCK 066365107 8825 100000 SOLE 100000
C R BARD, INCORPORATED COMMON STOCK 067383109 43931 871000 SOLE 871000
BARNES & NOBLE INC. COMMON STOCK 067774109 9959 310000 SOLE 310000
BARRICK GOLD CORP COMMON STOCK 067901108 4982 292000 SOLE 292000
BARRETT RESOURCES CORP COMMON STOCK 068480201 5263 210000 SOLE 210000
BASIN EXPLORATION INC. COMMON STOCK 070107107 2622 189000 SOLE 189000
BATTLE MT GLD 6.5 NVT CV PREFERRED STOCK 071593305 1131 33900 SOLE 33900
BAUSCH & LOMB INC COMMON STOCK 071707103 13000 200000 SOLE 200000
BAXTER INTERNATIONAL COMMON STOCK 071813109 29040 440000 SOLE 440000
BAYCORP HOLDINGS LTD COMMON STOCK 072728108 48 16133 SOLE 16133
BEA SYSTEMS INC 144A CONVERTIBLE BOND 073325AA0 5416 7000000 SOLE 7000000
BECTON DICKINSON & COMPAN COMMON STOCK 075887109 62963 1643400 SOLE 1643400
BED BATH & BEYOND INC. COMMON STOCK 075896100 33215 910000 SOLE 910000
BELL ATLANTIC CORPORATION COMMON STOCK 077853109 217306 4204226 SOLE 4204226
BELLSOUTH CORPORATION COMMON STOCK 079860102 234682 5857900 SOLE 5857900
BERGEN BRUNSWIG CL A COMMON STOCK 083739102 2864 143200 SOLE 143200
W.R. BERKLEY COMMON STOCK 084423102 1103 45000 SOLE 45000
BERKSHIRE *** HATHAWAY- A COMMON STOCK 084670108 38984 546 SOLE 546
BERKSHIRE *** HATH- B COMMON STOCK 084670207 15799 6720 SOLE 6720
BEST BUY COMPANY INC. COMMON STOCK 086516101 162417 3123400 SOLE 3123400
BEST SOFTWARE INC COMMON STOCK 086579109 136 10100 SOLE 10100
BEVERLY ENTERPRISES COMMON STOCK 087851309 8754 1708000 SOLE 1708000
BILLING CONCEPTS CORP COMMON STOCK 090063108 2494 210000 SOLE 210000
BINDVIEW DEVELOPMENT CORP COMMON STOCK 090327107 12767 410200 SOLE 410200
BIOCHEM PHARMA INC. COMMON STOCK 09058T108 5631 264200 SOLE 264200
BIOGEN INC. COMMON STOCK 090597105 101064 884100 SOLE 884100
BIOMET INC. COMMON STOCK 090613100 16196 386200 SOLE 386200
BLANCH E W/HOLDINGS INC COMMON STOCK 093210102 2919 55600 SOLE 55600
H & R BLOCK INCORPORATED COMMON STOCK 093671105 49332 1041300 SOLE 1041300
BLUE RHINO CORP COMMON STOCK 095811105 2756 210000 SOLE 210000
BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 182 7700 SOLE 7700
BOEING CO. COMMON STOCK 097023105 189199 5544300 SOLE 5544300
BORDERS GROUP COMMON STOCK 099709107 2095 149000 SOLE 149000
BORG-WARNER AUTOMOTIVE COMMON STOCK 099724106 11351 237400 SOLE 237400
BORG-WARNER SECURITY CORP COMMON STOCK 099733107 4188 250000 SOLE 250000
BOSTON PROPERTIES COMMON STOCK 101121101 18975 600000 SOLE 600000
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 16225 400000 SOLE 400000
BOYDS COLLECTION LTD COMMON STOCK 103354106 4680 260000 SOLE 260000
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 2616 161000 SOLE 161000
BRIGGS & STRATTON CORP COMMON STOCK 109043109 15302 310300 SOLE 310300
BRINKER INTL INC. COMMON STOCK 109641100 20605 798300 SOLE 798300
BRIO TECHNOLOGY INC COMMON STOCK 109704106 2113 100000 SOLE 100000
BRISTOL-MYERS COMMON STOCK 110122108 420268 6534800 SOLE 6534800
BROADVISION INC COMMON STOCK 111412102 341 5700 SOLE 5700
BROOKS AUTOMATION INC COMMON STOCK 11434A100 204 9100 SOLE 9100
BROWN GROUP, INC. COMMON STOCK 115657108 317 24000 SOLE 24000
BROWNING-FERRIS IND. COMMON STOCK 115885105 8947 232000 SOLE 232000
BRUNSWICK CORPORATION COMMON STOCK 117043109 21794 1143300 SOLE 1143300
BRUSH WELLMAN COMMON STOCK 117421107 145 10000 SOLE 10000
THE BUCKLE INC COMMON STOCK 118440106 923 41000 SOLE 41000
BUDGET GROUP INC COMMON STOCK 119003101 30245 2468950 SOLE 2468950
BURLINGTON INDS INC COMMON STOCK 121693105 3843 580000 SOLE 580000
BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 27599 839500 SOLE 839500
BUSINESS OBJECTS SA ADR COMMON STOCK 12328X107 36 1200 SOLE 1200
CBT GROUP PLC ADR COMMON STOCK 124853300 801 70000 SOLE 70000
CCB FINANCIAL CORP COMMON STOCK 124875105 2703 50000 SOLE 50000
CBRL GROUP INC. COMMON STOCK 12489V106 8676 482000 SOLE 482000
CBS CORPORATION COMMON STOCK 12490K107 113483 2772200 SOLE 2772200
CDI CORP COMMON STOCK 125071100 3188 132500 SOLE 132500
CEC ENTERTAINMENT INC COMMON STOCK 125137109 6296 175500 SOLE 175500
CHS ELECTRONICS INC COMMON STOCK 12542A206 3846 1206500 SOLE 1206500
CIGNA CORP COMMON STOCK 125509109 98963 1180750 SOLE 1180750
C.I.T. GROUP COMMON STOCK 125577106 2507 82000 SOLE 82000
CKE RESTAURANTS COMMON STOCK 12561E105 14092 713500 SOLE 713500
CMGI INC COMMON STOCK 125750109 3661 20000 SOLE 20000
CSK AUTO CORP COMMON STOCK 125965103 22699 758400 SOLE 758400
CNA SURETY CORP COMMON STOCK 12612L108 1351 109200 SOLE 109200
CNF TRUST I 5.0 NVT CV PREFERRED STOCK 12612V205 7215 130000 SOLE 130000
CNF TRANSPORTATION INC COMMON STOCK 12612W104 9453 250000 SOLE 250000
CSG SYSTEMS INTL INC COMMON STOCK 126349109 1972 50000 SOLE 50000
CTS CORP COMMON STOCK 126501105 4069 82300 SOLE 82300
CUNO INC. COMMON STOCK 126583103 2450 175000 SOLE 175000
CVS CORP COMMON STOCK 126650100 323739 6815564 SOLE 6815564
CABLEVISION SYSTEMS CL A COMMON STOCK 12686C109 2965 40000 SOLE 40000
CABLE DESIGN TECHNOLOGIES COMMON STOCK 126924109 3328 302500 SOLE 302500
CABOT CORP COMMON STOCK 127055101 289 13600 SOLE 13600
CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 8238 570600 SOLE 570600
CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 43682 1696400 SOLE 1696400
CAL DIVE INTL INC COMMON STOCK 127914109 104 5000 SOLE 5000
CALGON CARBON CORP. COMMON STOCK 129603106 1556 300000 SOLE 300000
CALIFORNIA MICROWAVE CONVERTIBLE BOND 130442AA4 6245 9645000 SOLE 9645000
CALLAWAY GOLF CO. COMMON STOCK 131193104 7956 781000 SOLE 781000
CALPINE CORP COMMON STOCK 131347106 10090 276900 SOLE 276900
CAMBREX CORP COMMON STOCK 132011107 5892 266300 SOLE 266300
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 3029 122400 SOLE 122400
CANADIAN PACIFIC LTD NEW COMMON STOCK 135923100 35522 1827500 SOLE 1827500
CAPITAL ONE FINANCIAL CP COMMON STOCK 14040H105 47837 316800 SOLE 316800
CAPSTAR BROADCASTING CORP COMMON STOCK 14067G105 7340 320000 SOLE 320000
CARDINAL HEALTH INC COMMON STOCK 14149Y108 266849 4043163 SOLE 4043163
CAREER EDUCATION CORP COMMON STOCK 141665109 5329 153900 SOLE 153900
CARLISLE COS INC COMMON STOCK 142339100 6765 144700 SOLE 144700
CARNIVAL CORP CL A COMMON STOCK 143658102 125048 2575000 SOLE 2575000
CAROLINA PWR & LIGHT COMMON STOCK 144141108 4159 110000 SOLE 110000
CARPENTER TECHNOLOGY COMMON STOCK 144285103 285 11000 SOLE 11000
CARRAMERICA REALTY GROUP COMMON STOCK 144418100 2714 123000 SOLE 123000
CARRIER ACCESS CORP COMMON STOCK 144460102 441 5700 SOLE 5700
CASELLA WASTE INC A COMMON STOCK 147448104 5004 221800 SOLE 221800
CATAPULT COMMUNICATIONS COMMON STOCK 149016107 2081 150000 SOLE 150000
CATERPILLAR INC COMMON STOCK 149123101 108224 2355900 SOLE 2355900
CELESTIAL SEASONINGS INC COMMON STOCK 151016102 3893 180000 SOLE 180000
CENDANT CORPORATION COMMON STOCK 151313103 4174 265000 SOLE 265000
CENTEX CORP COMMON STOCK 152312104 22652 678700 SOLE 678700
CENTEX CONSTRUCTION INC COMMON STOCK 15231R109 7760 222900 SOLE 222900
CENTOCOR INC. COMMON STOCK 152342101 10963 296700 SOLE 296700
CENTOCOR INC CONVERTIBLE BOND 152342AE1 3900 4000000 SOLE 4000000
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 14391 614000 SOLE 614000
CENTRAL GARDEN & PET CO COMMON STOCK 153527106 16622 985000 SOLE 985000
CENTURY TELEPHONE ENTERP COMMON STOCK 156686107 62512 889850 SOLE 889850
CERIDIAN CORP COMMON STOCK 15677T106 38244 1046000 SOLE 1046000
CERNER CORPORATION COMMON STOCK 156782104 3293 205000 SOLE 205000
CHAMPION ENTERPRISES INC COMMON STOCK 158496109 15736 812200 SOLE 812200
CHAMPION INTL CORP COMMON STOCK 158525105 95540 2326700 SOLE 2326700
CHANCELLOR MEDIA CORP- A COMMON STOCK 158915108 30089 638500 SOLE 638500
CHARTWELL RE CORPORATION COMMON STOCK 16139W109 4747 275200 SOLE 275200
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 220361 2710080 SOLE 2710080
CHASTAIN CAPITAL CORP COMMON STOCK 161697107 1709 318000 SOLE 318000
CHECKPOINT SYSTEMS 144A CONVERTIBLE BOND 162825AB9 3855 5200000 SOLE 5200000
CHELSA GCA REALTY COMMON STOCK 163262108 2704 97000 SOLE 97000
CHESAPEAKE CORP. COMMON STOCK 165159104 5425 200000 SOLE 200000
CHEVRON CORPORATION COMMON STOCK 166751107 761 8600 SOLE 8600
CHICAGO TITLE CORP COMMON STOCK 168228104 7726 212400 SOLE 212400
CHICO'S FAS INC. COMMON STOCK 168615102 2438 113400 SOLE 113400
CHIEFTAIN INTL INC COMMON STOCK 16867C101 11312 923400 SOLE 923400
CHIQUITA 7.5 NVT CV SR B PREFERRED STOCK 170032502 8267 185000 SOLE 185000
CHIRON CORP COMMON STOCK 170040109 2194 100000 SOLE 100000
CHIRON 144A CONVERTIBLE BOND 170040AB5 14494 15000000 SOLE 15000000
CHOICEPOINT INC COMMON STOCK 170388102 5486 110000 SOLE 110000
CHUBB CORPORATION COMMON STOCK 171232101 76178 1300790 SOLE 1300790
CIBER INC. COMMON STOCK 17163B102 6716 350000 SOLE 350000
CIENA CORP COMMON STOCK 171779101 16875 750000 SOLE 750000
CINAR CORP CLASS B COMMON STOCK 171905300 19697 856400 SOLE 856400
CINERGY CORP COMMON STOCK 172474108 3707 134800 SOLE 134800
CIRCUIT CITY STORES- CIR COMMON STOCK 172737108 91682 1196500 SOLE 1196500
CIRRUS LOGIC INC 144A CONVERTIBLE BOND 172755AA8 7535 11000000 SOLE 11000000
CIRRUS LOGIC INC CONVERTIBLE BOND 172755AC4 3425 5000000 SOLE 5000000
CISCO COMMON STOCK 17275R102 529006 4828350 SOLE 4828350
CITADEL COMMUNICATIONS COMMON STOCK 172853202 266 8000 SOLE 8000
CIRCUS CIRCUS COMMON STOCK 172909103 204 11600 SOLE 11600
CITIGROUP INC. COMMON STOCK 172967101 638745 9999899 SOLE 9999899
CITRIX SYSTEMS COMMON STOCK 177376100 35075 920000 SOLE 920000
CLEVELAND-CLIFFS INC COMMON STOCK 185896107 1703 50000 SOLE 50000
CLINICHEM DEVELOPMENT INC COMMON STOCK 186906103 0 1 SOLE 1
CLOROX CO. COMMON STOCK 189054109 14473 123500 SOLE 123500
COACH USA INC COMMON STOCK 18975L106 7763 282300 SOLE 282300
COCA-COLA COMPANY COMMON STOCK 191216100 1436 23400 SOLE 23400
COEUR D'ALENE CONVERTIBLE BOND 192108AG3 2661 4500000 SOLE 4500000
COFLEXIP SPONSORED ADR COMMON STOCK 192384105 20419 591800 SOLE 591800
COGNEX CORPORATION COMMON STOCK 192422103 1658 70000 SOLE 70000
COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 205 7400 SOLE 7400
COHERENT INC. COMMON STOCK 192479103 22688 1650000 SOLE 1650000
COINSTAR *** INC COMMON STOCK 19259P300 847 52500 SOLE 52500
COLORADO MEDTECH INC COMMON STOCK 19652U104 2781 250000 SOLE 250000
COMAIR HOLDINGS INC. COMMON STOCK 199789108 5369 227250 SOLE 227250
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 15233 656950 SOLE 656950
COMMSCOPE INC COMMON STOCK 203372107 1361 65000 SOLE 65000
BRASIL DIS PAO ACU - ADR COMMON STOCK 20440T201 205 14000 SOLE 14000
CIA PARANENSE ENER SP ADR COMMON STOCK 20441B407 2937 391600 SOLE 391600
COMP MINAS BUENAVENTURA COMMON STOCK 204448104 9915 748300 SOLE 748300
COMPAQ COMPUTER CORP. COMMON STOCK 204493100 160069 5051500 SOLE 5051500
COMPASS BANCSHARES INC COMMON STOCK 20449H109 1725 50000 SOLE 50000
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 234417 6591700 SOLE 6591700
COMPUSA INC. COMMON STOCK 204932107 2975 425000 SOLE 425000
COMPUTER SCIENCES CORP COMMON STOCK 205363104 22 400 SOLE 400
COMPUWARE CORP COMMON STOCK 205638109 145654 6100700 SOLE 6100700
COMPX INTERNATIONAL INC COMMON STOCK 20563P101 3188 250000 SOLE 250000
COMSTOCK RESOURCES INC COMMON STOCK 205768203 536 175000 SOLE 175000
COMVERSE TECH CONVERTIBLE BOND 205862AG0 7281 5000000 SOLE 5000000
CONCENTRA CARE 144A CONV CONVERTIBLE BOND 20589TAB9 1855 2000000 SOLE 2000000
COM21 INC COMMON STOCK 205937105 3413 130000 SOLE 130000
CONCORD COMMUN INC COMMON STOCK 206186108 11087 194500 SOLE 194500
CONECTIV INC COMMON STOCK 206829103 2949 152200 SOLE 152200
CONOCO INC CL A COMMON STOCK 208251306 46639 1898800 SOLE 1898800
CONSECO INC COMMON STOCK 208464107 97176 3147398 SOLE 3147398
CONSOLIDATED EDISON INC COMMON STOCK 209115104 13653 301300 SOLE 301300
CONTINENTAL AIRLINES CL B COMMON STOCK 210795308 68392 1799778 SOLE 1799778
CONTINENTAL AIRLINES 144A CONVERTIBLE BOND 210795AQ3 453 350000 SOLE 350000
CONTINENTAL AIRLINES CONVERTIBLE BOND 210795AS9 5374 4150000 SOLE 4150000
COOPER CAMERON CORP COMMON STOCK 216640102 2751 81250 SOLE 81250
COOPER INDUSTRIES INC COMMON STOCK 216669101 7218 169333 SOLE 169333
CORINTHIAN SCHOOLS INC COMMON STOCK 218868107 3454 157000 SOLE 157000
CORN PRODUCTS INTL INC COMMON STOCK 219023108 4890 204300 SOLE 204300
CORNELL CORRECTIONS INC COMMON STOCK 219141108 2139 122200 SOLE 122200
CORNERSTONE PROPERTIES COMMON STOCK 21922H103 2915 199300 SOLE 199300
CORNING INC. COMMON STOCK 219350105 47406 790100 SOLE 790100
CORPORATE EXECUTIVE BOARD COMMON STOCK 21988R102 3956 150000 SOLE 150000
CORRECTIONAL SVCS CORP COMMON STOCK 219921103 563 68200 SOLE 68200
CORVEL CORP COMMON STOCK 221006109 4891 136800 SOLE 136800
COSTCO COMPANIES INC COMMON STOCK 22160Q102 29456 321700 SOLE 321700
COSTCO CONV 144A WI CONVERTIBLE BOND 22160QAA0 6450 6000000 SOLE 6000000
COSTCO COMPANIES INC CONV CONVERTIBLE BOND 22160QAC6 7525 7000000 SOLE 7000000
COUNTRY WIDE CR IND INC COMMON STOCK 222372104 37954 1012100 SOLE 1012100
COVANCE INC COMMON STOCK 222816100 19950 796000 SOLE 796000
COX COMMUNICATIONS INC.A COMMON STOCK 224044107 38 500 SOLE 500
CREDITRUST CORP COMMON STOCK 225429109 3950 200000 SOLE 200000
CRESCENDO PHARMACEUTICALS COMMON STOCK 225637107 2 145 SOLE 145
CRESUD SA - SPONSORED ADR COMMON STOCK 226406106 5225 480497 SOLE 480497
CRIIMI MAE INC COMMON STOCK 226603108 766 285000 SOLE 285000
CRIIMI MAE 10.875 NVT CV PREFERRED STOCK 226603207 4465 337000 SOLE 337000
CROMPTON & KNOWLES COMMON STOCK 227111101 4807 305200 SOLE 305200
CROWN CORK & SEAL COMMON STOCK 228255105 28628 1002300 SOLE 1002300
CUMMINS ENGINE COMPANY COMMON STOCK 231021106 7593 213500 SOLE 213500
CUMULUS MEDIA INC - CL A COMMON STOCK 231082108 2468 210000 SOLE 210000
CUTTER & BUCK INC COMMON STOCK 232217109 2896 90500 SOLE 90500
CYMER INC COMMON STOCK 232572107 197 9900 SOLE 9900
CYPRUS AMAX MINERALS CO. COMMON STOCK 232809103 8547 704900 SOLE 704900
DA CONSULTING GROUP INC COMMON STOCK 233027101 464 47000 SOLE 47000
DQE INC COMMON STOCK 23329J104 14210 370300 SOLE 370300
DST SYSTEMS INC. COMMON STOCK 233326107 3171 52800 SOLE 52800
DTE ENERGY CO COMMON STOCK 233331107 6919 180000 SOLE 180000
DAISYTEK INTERNATIONAL CP COMMON STOCK 234053106 3159 190000 SOLE 190000
DANA CORP COMMON STOCK 235811106 3857 101500 SOLE 101500
DANKA BUSINESS SYSTEMS CONVERTIBLE BOND 236277AB5 1846 3550000 SOLE 3550000
DARDEN RESTAURANTS INC COMMON STOCK 237194105 7838 380000 SOLE 380000
DATA GENERAL CORP. COMMON STOCK 237688106 8562 845600 SOLE 845600
DAYTON-HUDSON CORPORATION COMMON STOCK 239753106 31720 476100 SOLE 476100
DE BEERS CONS MINES LTD COMMON STOCK 240253302 4734 250000 SOLE 250000
DEERE & COMPANY COMMON STOCK 244199105 2124 55000 SOLE 55000
DEL MONTE FOODS CO COMMON STOCK 24522P103 20741 1572800 SOLE 1572800
DELIA*S INC COMMON STOCK 246885107 3150 100000 SOLE 100000
DELL COMPUTER CORP. COMMON STOCK 247025109 114393 2798600 SOLE 2798600
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 17065 961400 SOLE 961400
DELTA & PINE LAND CO COMMON STOCK 247357106 692 22500 SOLE 22500
DELTA AIR LINES INC COMMON STOCK 247361108 81071 1166500 SOLE 1166500
DENDRITE INT'L INC COMMON STOCK 248239105 306 13700 SOLE 13700
DENTSPLY INTL INC COMMON STOCK 249030107 6231 268000 SOLE 268000
DESCARTES SYSTEMS GRP COMMON STOCK 249906108 3844 500000 SOLE 500000
DEVELOPERS DIVERS REALTY COMMON STOCK 251591103 2319 162000 SOLE 162000
DEVON ENERGY CORP COMMON STOCK 251799102 28941 1050000 SOLE 1050000
DEXTER CORP. COMMON STOCK 252165105 26091 828300 SOLE 828300
DIAGEO PLC- ADR COMMON STOCK 25243Q205 170982 3737320 SOLE 3737320
DIAL CORP COMMON STOCK 25247D101 120918 3517600 SOLE 3517600
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 49019 1550000 SOLE 1550000
DIAMOND OFFSHORE CNVLL CONVERTIBLE BOND 25271CAA0 4155 4000000 SOLE 4000000
DIAMOND TECH PARTNERS INC COMMON STOCK 252762109 374 16200 SOLE 16200
DIGITAL RIVER INC COMMON STOCK 25388B104 3200 80000 SOLE 80000
DILLARDS INC- CL A COMMON STOCK 254067101 964 38000 SOLE 38000
DIME BANCORP INC COMMON STOCK 25429Q102 36761 1585400 SOLE 1585400
WALT DISNEY COMPANY COMMON STOCK 254687106 3113 100000 SOLE 100000
DOCUMENTUM INC COMMON STOCK 256159104 2683 155000 SOLE 155000
DOLLAR GENERAL CORP. COMMON STOCK 256669102 21488 632000 SOLE 632000
DONNELLEY (R.R.) & SONS COMMON STOCK 257867101 43292 1345000 SOLE 1345000
DOUBLECLICK INC COMMON STOCK 258609304 7283 40000 SOLE 40000
DOVER CORP COMMON STOCK 260003108 48655 1480000 SOLE 1480000
DOW CHEMICAL CO COMMON STOCK 260543103 95210 1021700 SOLE 1021700
DRIL-QUIP COMMON STOCK 262037104 4082 185000 SOLE 185000
DSET CORP COMMON STOCK 262504103 2549 219300 SOLE 219300
DUPONT (EI) DENEMOURS & C COMMON STOCK 263534109 210941 3633000 SOLE 3633000
DUKE ENERGY CORP COMMON STOCK 264399106 888 16251 SOLE 16251
DUN & BRADSTREET CORP COMMON STOCK 26483B106 72262 2028400 SOLE 2028400
EEX CORP COMMON STOCK 26842V207 1950 400000 SOLE 400000
EMC CORPORATION MASS COMMON STOCK 268648102 283171 2216600 SOLE 2216600
EMC CORP 144A CONVERTIBLE BOND 268648AC6 31386 5500000 SOLE 5500000
ENSCO INTL INC COMMON STOCK 26874Q100 51559 3873000 SOLE 3873000
EP MEDSYSTEMS INC COMMON STOCK 26881P103 1650 600000 SOLE 600000
ESAT TELECOM GROUP - ADR COMMON STOCK 26883Y102 272 6500 SOLE 6500
ETEC SYSTEMS INC COMMON STOCK 26922C103 367 12500 SOLE 12500
EAGLE USA AIRFREIGHT INC COMMON STOCK 270018104 2925 90000 SOLE 90000
EARTHGRAINS CO COMMON STOCK 270319106 4438 200000 SOLE 200000
EAST WEST BANCORP INC. COMMON STOCK 27579R104 8938 1000000 SOLE 1000000
EASTMAN KODAK CO. COMMON STOCK 277461109 1194 18700 SOLE 18700
ECHELON CORP COMMON STOCK 27874N105 6000 600000 SOLE 600000
ECHOSTAR COMM - A COMMON STOCK 278762109 2449 30000 SOLE 30000
ECLIPSYS CORP COMMON STOCK 278856109 8832 418100 SOLE 418100
EDUCATION MANAGEMENT CORP COMMON STOCK 28139T101 23059 749900 SOLE 749900
JD EDWARDS & CO COMMON STOCK 281667105 1791 150000 SOLE 150000
EL PASO ELEC.-NEW WI COMMON STOCK 283677854 4246 556906 SOLE 556906
EL PASO ENERGY 4.75 CV PREFERRED STOCK 283678209 7219 150000 SOLE 150000
EL PASO ENERGY CORP COMMON STOCK 283905107 1062 32500 SOLE 32500
ELAN CORP PLC ADR COMMON STOCK 284131208 88903 1274600 SOLE 1274600
ELECTRONIC ARTS INC. COMMON STOCK 285512109 2850 60000 SOLE 60000
ELECTRONICS FOR IMAGING COMMON STOCK 286082102 2937 75300 SOLE 75300
EMBRATEL PARTICIPACOE-ADR COMMON STOCK 29081N100 7683 460400 SOLE 460400
EMCOR GROUP CNV CONVERTIBLE BOND 29084QAC4 4319 5000000 SOLE 5000000
EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 76463 1444400 SOLE 1444400
EMMIS COMMUNICATIONS CORP COMMON STOCK 291525103 10560 211250 SOLE 211250
ENDOSONICS COMMON STOCK 29264K105 2113 325000 SOLE 325000
ENERGY EAST CORP COMMON STOCK 29266M109 26281 500000 SOLE 500000
ENGELHARD CORP. COMMON STOCK 292845104 169 10000 SOLE 10000
ENGINEERING ANIMATION INC COMMON STOCK 292872108 5662 134400 SOLE 134400
ENHANCE FINANCIAL SVCS GP COMMON STOCK 293310108 25783 1133325 SOLE 1133325
ENRON CORP COMMON STOCK 293561106 109932 1711000 SOLE 1711000
ENRON OIL & GAS COMMON STOCK 293562104 4655 280000 SOLE 280000
ENTERCOM COMM CORP COMMON STOCK 293639100 7075 200000 SOLE 200000
ENTRUST TECHNOLOGIES COMMON STOCK 293848107 6750 200000 SOLE 200000
EQUANT NV - REG SHS COMMON STOCK 294409107 3413 45350 SOLE 45350
EQUITABLE COMPANIES INC. COMMON STOCK 29444G107 81487 1164100 SOLE 1164100
EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 18315 720000 SOLE 720000
EQUITY OFFICE 5.25 NVT CV PREFERRED STOCK 294741509 5023 125000 SOLE 125000
ESPIRITO SANTO FINL ADR COMMON STOCK 29665F200 912 57700 SOLE 57700
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 18840 453300 SOLE 453300
ETHYL CORPORATION COMMON STOCK 297659104 182 42800 SOLE 42800
EVEREST RE HOLDINGS INC COMMON STOCK 299808105 67914 2177700 SOLE 2177700
EXAR CORP COMMON STOCK 300645108 6882 426800 SOLE 426800
EXCEL SWITCHING CORP COMMON STOCK 30067V108 124 5900 SOLE 5900
EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 2513 100000 SOLE 100000
EXCITE INC COMMON STOCK 300904109 7560 54000 SOLE 54000
EXXON CORPORATION COMMON STOCK 302290101 99281 1407000 SOLE 1407000
FPIC INSURANCE GROUP COMMON STOCK 302563101 4773 115000 SOLE 115000
FPL GROUP INC. COMMON STOCK 302571104 49624 931900 SOLE 931900
FX ENERGY INC COMMON STOCK 302695101 2233 470000 SOLE 470000
FAIRFIELD COMMUNITIES INC COMMON STOCK 304231301 4871 545000 SOLE 545000
FAMILY DOLLAR STORES COMMON STOCK 307000109 16468 716000 SOLE 716000
FAMILY GOLF CENTERS INC CONVERTIBLE BOND 30701AAC0 2323 3800000 SOLE 3800000
FEDERAL HOME LOAN MORTG COMMON STOCK 313400301 618075 10819700 SOLE 10819700
FEDERAL MOGUL CORP COMMON STOCK 313549107 30719 714400 SOLE 714400
FANNIE MAE COMMON STOCK 313586109 252970 3653000 SOLE 3653000
FEDERATED DEPT STORES COMMON STOCK 31410H101 86027 2144000 SOLE 2144000
FIDELITY NATIONAL FINL COMMON STOCK 316326107 6480 432000 SOLE 432000
FIFTH THIRD BANCORP COMMON STOCK 316773100 72861 1105000 SOLE 1105000
FINL SEC ASSURANCE HLDG COMMON STOCK 31769P100 14754 297300 SOLE 297300
FINOVA GROUP, INC. COMMON STOCK 317928109 13581 261800 SOLE 261800
FIRST DATA CORP COMMON STOCK 319963104 42096 984700 SOLE 984700
FIRST INTL BANCORP INC COMMON STOCK 32054Q100 1710 180000 SOLE 180000
FIRST TENNESSEE NATL COMMON STOCK 337162101 60944 1664000 SOLE 1664000
FIRST UNION CORP (N.C.) COMMON STOCK 337358105 207118 3875900 SOLE 3875900
FIRSTAR CORP COMMON STOCK 33763V109 59849 668700 SOLE 668700
FIRSTENERGY CORP COMMON STOCK 337932107 13181 471800 SOLE 471800
FLEET FINANCIAL GROUP INC COMMON STOCK 338915101 124366 3305400 SOLE 3305400
FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 9607 335600 SOLE 335600
FLORIDA PROGRESS CORP COMMON STOCK 341109106 49671 1315800 SOLE 1315800
FLOWERS INDUSTRIES INC COMMON STOCK 343496105 3103 126000 SOLE 126000
FLOWSERVE CORP COMMON STOCK 34354P105 11631 747400 SOLE 747400
FLOUR CORPORATION COMMON STOCK 343861100 17113 633800 SOLE 633800
FORD MOTOR COMPANY COMMON STOCK 345370100 127143 2240400 SOLE 2240400
FORRESTER RESEARCH INC. COMMON STOCK 346563109 122 4000 SOLE 4000
FORT JAMES CORP COMMON STOCK 347471104 61744 1948500 SOLE 1948500
FORTUNE BRANDS INC COMMON STOCK 349631101 12380 320000 SOLE 320000
FOUNDATION HEALTH SYS - A COMMON STOCK 350404109 4264 349900 SOLE 349900
FOX ENTERTAINMENT GP-A COMMON STOCK 35138T107 14507 534800 SOLE 534800
FRANCE TELECOM ADB 144A CONVERTIBLE BOND 35177QAB1 5171 5432000 SOLE 5432000
FRANKLIN RESOURCES COMMON STOCK 354613101 4359 155000 SOLE 155000
FREEPRTMCMORAN COPPER COMMON STOCK 35671D105 1076 105000 SOLE 105000
FREEPORT-MAC 7.0 NVT CV PREFERRED STOCK 35671D501 8039 506400 SOLE 506400
FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 10875 1000000 SOLE 1000000
FRONTIER OIL CORP COMMON STOCK 35914P105 5435 1086900 SOLE 1086900
FUISZ TECHNOLOGIES 144A CONVERTIBLE BOND 359536AA7 2735 4000000 SOLE 4000000
FURNITURE BRANDS INTL COMMON STOCK 360921100 7352 332300 SOLE 332300
GATX CORP COMMON STOCK 361448103 896 27200 SOLE 27200
GST TELECOMM INC. COMMON STOCK 361942105 2422 221400 SOLE 221400
GST TELECOMM 144A CV CONVERTIBLE BOND 361942AA3 3974 3910000 SOLE 3910000
GP STRATEGIES CORP COMMON STOCK 36225V104 2418 136200 SOLE 136200
GTE CORP. COMMON STOCK 362320103 215816 3567200 SOLE 3567200
GANNETT CO COMMON STOCK 364730101 49405 784200 SOLE 784200
GAP STORES COMMON STOCK 364760108 140858 2092600 SOLE 2092600
GARTNER GROUP INC CL-A COMMON STOCK 366651107 1498 66400 SOLE 66400
GATEWAY 2000 INC. COMMON STOCK 367833100 60410 881100 SOLE 881100
GAYLORD CNTAINER WT 11/02 WARRANTS 368145116 1340 174300 SOLE 174300
GENERAL CABLE CORP COMMON STOCK 369300108 4185 396250 SOLE 396250
GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 90586 1409900 SOLE 1409900
GENERAL ELECTRIC CORP. COMMON STOCK 369604103 216006 1952600 SOLE 1952600
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 225267 7431500 SOLE 7431500
GENERAL MILLS INCORPORATE COMMON STOCK 370334104 42625 564100 SOLE 564100
GENERAL MOTORS COMMON STOCK 370442105 3257 37500 SOLE 37500
GENERAL MOTORS- CL H COMMON STOCK 370442832 3934 78000 SOLE 78000
GENERAL NUTRITION COS COMMON STOCK 37047F103 8694 621000 SOLE 621000
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 9663 1332800 SOLE 1332800
GENTEX CORPORATION COMMON STOCK 371901109 19212 891000 SOLE 891000
GENESIS HEALTH VENTURES COMMON STOCK 371912106 3900 800000 SOLE 800000
GENSET SP ADR COMMON STOCK 37244T104 20058 1304600 SOLE 1304600
GENZYME CORP COMMON STOCK 372917104 90137 1787110 SOLE 1787110
GENZYME CORP CONVERTIBLE BOND 372917AF1 5765 4000000 SOLE 4000000
GETTY IMAGES INC COMMON STOCK 374276103 5458 259900 SOLE 259900
GETTY IMAGES INC 144A CONVERTIBLE BOND 374276AA1 4856 5000000 SOLE 5000000
GILEAD SCIENCES INC COMMON STOCK 375558103 60237 1323900 SOLE 1323900
GLAXO WELLCOME PLC ADR COMMON STOCK 37733W105 46093 688600 SOLE 688600
GLOBAL MARINE COMMON STOCK 379352404 58938 5016000 SOLE 5016000
GLOBAL VACATION GROUP INC COMMON STOCK 37937F106 2019 170000 SOLE 170000
GOLDEN STATE BANCORP COMMON STOCK 381197102 40723 1830235 SOLE 1830235
GOLDEN ST BANCORP WT 1/01 WARRANTS 381197136 3016 622635 SOLE 622635
GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 24267 254100 SOLE 254100
B F GOODRICH COMMON STOCK 382388106 60359 1759100 SOLE 1759100
GRACO INC COMMON STOCK 384109104 1725 78200 SOLE 78200
W.W. GRAINGER INC. COMMON STOCK 384802104 38110 885000 SOLE 885000
GRANITE CONSTRUCTION COMMON STOCK 387328107 6346 271500 SOLE 271500
GREAT PLAINS SOFTWARE INC COMMON STOCK 39119E105 221 5700 SOLE 5700
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 26153 752600 SOLE 752600
GROUP MAINTENANCE AMERICA COMMON STOCK 39943E107 3026 266000 SOLE 266000
GRUPO CASA AUTREY-SPN ADR COMMON STOCK 40048P104 733 143000 SOLE 143000
GRUPO RADIO CENTRO ADR COMMON STOCK 40049C102 468 85100 SOLE 85100
GRUPO TELEVISA,SA ADR144A COMMON STOCK 40049J206 69767 2223650 SOLE 2223650
GRUPO ELEKTRA S.A. - GDR COMMON STOCK 40050A102 2600 400000 SOLE 400000
GUANGSHEN RAILWAY ADR COMMON STOCK 40065W107 345 61300 SOLE 61300
GUCCI GROUP NV NY REG SHR COMMON STOCK 401566104 11986 148900 SOLE 148900
GUIDANT CORP COMMON STOCK 401698105 50723 838400 SOLE 838400
GUILFORD MILLS INC COMMON STOCK 401794102 5199 594200 SOLE 594200
GUITAR CENTER INC COMMON STOCK 402040109 6131 300000 SOLE 300000
GULFSTREAM AEROSPACE CORP COMMON STOCK 402734107 11199 258200 SOLE 258200
HCC INSURANCE HLDS INC. COMMON STOCK 404132102 3850 200000 SOLE 200000
HCR MANOR CARE COMMON STOCK 404134108 2213 97000 SOLE 97000
HNC SOFTWARE INC CONV CONVERTIBLE BOND 40425PAA5 5075 5000000 SOLE 5000000
HRPT PROPERTIES TRUST COMMON STOCK 40426W101 309 22900 SOLE 22900
HSB GROUP INC COMMON STOCK 40428N109 418 11250 SOLE 11250
HUBCO INC COMMON STOCK 404382103 1972 58787 SOLE 58787
HA-LO INDUSTRIES INC COMMON STOCK 404429102 5356 435000 SOLE 435000
HAEMONETICS CORP COMMON STOCK 405024100 4706 300000 SOLE 300000
HALLIBURTON COMPANY COMMON STOCK 406216101 24273 630500 SOLE 630500
HANDLEMAN CO COMMON STOCK 410252100 5036 376500 SOLE 376500
HANGER ORTHOPEDIC GROUP COMMON STOCK 41043F208 7059 522900 SOLE 522900
HANNA (M.A.) CO COMMON STOCK 410522106 2373 185200 SOLE 185200
HARLAND (JOHN H.) CO COMMON STOCK 412693103 2626 203000 SOLE 203000
HARLEY DAVIDSON INC. COMMON STOCK 412822108 45833 797100 SOLE 797100
HARMAN INTERNATIONAL COMMON STOCK 413086109 8588 233700 SOLE 233700
HARMONIC INC COMMON STOCK 413160102 10221 370000 SOLE 370000
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 18034 946100 SOLE 946100
HARTE-HANKS INC COMMON STOCK 416196103 6914 252000 SOLE 252000
HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 74737 1315500 SOLE 1315500
HARTFORD LIFE CL A COMMON STOCK 416592103 23766 432100 SOLE 432100
HASBRO INCORPORATED COMMON STOCK 418056107 106072 3665550 SOLE 3665550
HAWAIIAN ELEC INDS COMMON STOCK 419870100 7013 200000 SOLE 200000
HEALTHSOUTH CORP COMMON STOCK 421924101 13001 1253150 SOLE 1253150
HEALTHSOUTH CORP CONVERTIBLE BOND 421924AF8 3684 4500000 SOLE 4500000
HEALTHCARE REALTY TRUST COMMON STOCK 421946104 320 16864 SOLE 16864
HEALTHCARE FINANCIAL COMMON STOCK 42219W108 183 7000 SOLE 7000
HECLA MINING COMMON STOCK 422704106 165 60000 SOLE 60000
HEFTEL BROADCASTING CORP COMMON STOCK 422799106 6506 150000 SOLE 150000
HEILIG-MEYERS COMPANY COMMON STOCK 422893107 5603 1080000 SOLE 1080000
H.J. HEINZ COMPANY COMMON STOCK 423074103 40705 859200 SOLE 859200
HERTZ CORP - CL A COMMON STOCK 428040109 42383 792200 SOLE 792200
HEWLETT-PACKARD CO. COMMON STOCK 428236103 231376 3412000 SOLE 3412000
HEXCEL CORP COMMON STOCK 428291108 2265 320700 SOLE 320700
HEXCEL CORP CONVERTIBLE BOND 428291AA6 3591 4250000 SOLE 4250000
HI/FN INC COMMON STOCK 428358105 3863 103000 SOLE 103000
HIBERNIA CORP - CL A COMMON STOCK 428656102 2369 180500 SOLE 180500
HILLENBRAND INDUSTRIES COMMON STOCK 431573104 32701 708000 SOLE 708000
HILTON HOTELS CORPORATION COMMON STOCK 432848109 422 30000 SOLE 30000
HOLLINGER INTL INC COMMON STOCK 435569108 36164 2666500 SOLE 2666500
HOLLYWOOD ENTERTAINMENT COMMON STOCK 436141105 1863 100000 SOLE 100000
HOME DEPOT INC COMMON STOCK 437076102 345369 5548100 SOLE 5548100
HOME DEPOT CN CONVERTIBLE BOND 437076AE2 55820 20100000 SOLE 20100000
HOMESTAKE MINING COMMON STOCK 437614100 3450 400000 SOLE 400000
HOMESTAKE MINING 144A CONVERTIBLE BOND 437614AA8 3890 4000000 SOLE 4000000
HONEYWELL INC. COMMON STOCK 438506107 37436 493800 SOLE 493800
HORACE MANN EDUCATORS COMMON STOCK 440327104 1394 60100 SOLE 60100
HORIZON GROUP PROPERTIES COMMON STOCK 44041U102 237 54270 SOLE 54270
HORMEL FOODS CORP COMMON STOCK 440452100 8489 238300 SOLE 238300
HOST MARRIOTT CORP. COMMON STOCK 44107P104 3999 359500 SOLE 359500
HOUSEHOLD INTERNATIONAL. COMMON STOCK 441815107 172350 3777539 SOLE 3777539
HOWMET INTL COMMON STOCK 443208103 3342 233500 SOLE 233500
HUGHES SUPPLY INC COMMON STOCK 444482103 592 26000 SOLE 26000
HUMANA INC. COMMON STOCK 444859102 4266 247300 SOLE 247300
HUSSMANN INTL INC COMMON STOCK 448110106 881 60000 SOLE 60000
HYPERION TELECOMM INC COMMON STOCK 44914K306 364 30000 SOLE 30000
IBP INC. COMMON STOCK 449223106 25963 1394000 SOLE 1394000
ICG COMMUNICATIONS INC COMMON STOCK 449246107 23200 1160000 SOLE 1160000
IHOP CORPORATION COMMON STOCK 449623107 2748 70000 SOLE 70000
IMC GLOBAL INC COMMON STOCK 449669100 16902 827002 SOLE 827002
IMCO RECYCLING INC COMMON STOCK 449681105 4378 340000 SOLE 340000
IMS HEALTH INC COMMON STOCK 449934108 21117 637500 SOLE 637500
IRSA GDR COMMON STOCK 450047204 621 23544 SOLE 23544
ISS GROUP INC COMMON STOCK 450306105 5565 70000 SOLE 70000
ITC DELTACOM INC COMMON STOCK 45031T104 873 40000 SOLE 40000
ITT EDUCATIONAL SVCS INC COMMON STOCK 45068B109 15776 420000 SOLE 420000
ITT INDUSTRIES INC. COMMON STOCK 450911102 100819 2850000 SOLE 2850000
IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 3886 303300 SOLE 303300
ILLINOIS TOOL WORKS COMMON STOCK 452308109 12994 210000 SOLE 210000
ILLINOVA CORP COMMON STOCK 452317100 21590 1019000 SOLE 1019000
IMMUNEX CORPORATION COMMON STOCK 452528102 20813 250000 SOLE 250000
IMPERIAL CREDIT COMM COMMON STOCK 45272T102 9914 1030000 SOLE 1030000
INCO LTD CONVERTIBLE BOND 453258AH8 8783 9800000 SOLE 9800000
INCO LTD CONVERTIBLE BOND 453258AK1 8686 10000000 SOLE 10000000
INFINITY BROADCASTING - A COMMON STOCK 45662S102 59923 2327000 SOLE 2327000
INFORMATION ADVANTAGE INC COMMON STOCK 45669P101 1988 300000 SOLE 300000
INGERSOLL-RAND CO COMMON STOCK 456866102 26259 529150 SOLE 529150
INKTOMI CORP COMMON STOCK 457277101 6003 70000 SOLE 70000
INPUT/OUTPUT INC. COMMON STOCK 457652105 4583 726000 SOLE 726000
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 374 15112 SOLE 15112
INNOVASIVE DEVICES COMMON STOCK 45766K104 364 110000 SOLE 110000
INSO CORP COMMON STOCK 457674109 1437 190000 SOLE 190000
INTEGRATED DEVICE TECH CONVERTIBLE BOND 458118AA4 5005 7000000 SOLE 7000000
INTEGRATED HEALTH SVS COMMON STOCK 45812C106 4587 834000 SOLE 834000
INTEGRATED SYSTEMS INC COMMON STOCK 45812M104 3203 250000 SOLE 250000
INTEL CORPORATION COMMON STOCK 458140100 510824 4296900 SOLE 4296900
INTERIM SERVICES INC CONVERTIBLE BOND 45868PAA8 2303 3000000 SOLE 3000000
INTERMEDIA COM INC COMMON STOCK 458801107 23225 872283 SOLE 872283
INTL BUSINESS MAC CORP COMMON STOCK 459200101 670466 3782600 SOLE 3782600
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 76289 2031000 SOLE 2031000
INTL INTEGRATION INC COMMON STOCK 459698106 387 12100 SOLE 12100
INTERNATIONAL ISOTOPES COMMON STOCK 45972C102 257 27800 SOLE 27800
INTL GAME TECHNOLOGY COMMON STOCK 459902102 36325 2494350 SOLE 2494350
INTL NETWORK SERVICES COMMON STOCK 460053101 6064 86700 SOLE 86700
INTL SPECIALTY PRODUCTS COMMON STOCK 460337108 3025 400000 SOLE 400000
INTERPOOL INC. COMMON STOCK 46062R108 4714 349200 SOLE 349200
INTERPUBLIC GROUP COMMON STOCK 460690100 49462 635150 SOLE 635150
INTERPUBLIC GROUP CNV CONVERTIBLE BOND 460690AF7 7980 7000000 SOLE 7000000
INTERVOICE INCORPORATED COMMON STOCK 461142101 149 13500 SOLE 13500
INTIMATE BRANDS INC. COMMON STOCK 461156101 46436 964900 SOLE 964900
INTRAWARE INC COMMON STOCK 46118M103 1002 25000 SOLE 25000
INTUIT INC COMMON STOCK 461202103 3398 33400 SOLE 33400
INVACARE CORP COMMON STOCK 461203101 7172 295000 SOLE 295000
INVESTORS FIN. SVCS COMMON STOCK 461915100 17296 601600 SOLE 601600
IONA TECH PLC - ADR COMMON STOCK 46206P109 49 1600 SOLE 1600
IPALCO ENTERPRISES INC COMMON STOCK 462613100 8999 410200 SOLE 410200
ITRON INC CONVERTIBLE BOND 465741AC0 2074 3000000 SOLE 3000000
JDN REALTY COMMON STOCK 465917102 3180 160000 SOLE 160000
JACOR COMMUNICATIONS INC COMMON STOCK 469858401 2927 38500 SOLE 38500
JAKKS PACIFIC INC COMMON STOCK 47012E106 2220 120000 SOLE 120000
JAVELIN SYSTEMS INC COMMON STOCK 471896100 3638 300000 SOLE 300000
JEFFERSON-PILOT COMMON STOCK 475070108 34810 513800 SOLE 513800
JOHNSON & JOHNSON COMMON STOCK 478160104 54404 580700 SOLE 580700
JONES APPAREL GROUP, INC. COMMON STOCK 480074103 78272 2801700 SOLE 2801700
JONES PHARMA INC COMMON STOCK 480236108 229 6600 SOLE 6600
KCS ENERGY INC COMMON STOCK 482434206 179 136200 SOLE 136200
K MART CORP. COMMON STOCK 482584109 29314 1743600 SOLE 1743600
K-SWISS INC - CL A COMMON STOCK 482686102 207 8200 SOLE 8200
KANSAS CITY PWR & LIGHT COMMON STOCK 485134100 424 17200 SOLE 17200
KANSAS CITY SOUTHERN INDS COMMON STOCK 485170104 46170 810000 SOLE 810000
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 1250 55400 SOLE 55400
KEEBLER FOODS COMPANY COMMON STOCK 487256109 34365 941500 SOLE 941500
KELLEY OIL&GAS 10.5 VT CV PREFERRED STOCK 487906208 805 160900 SOLE 160900
KELLSTROM INDUSTRIES INC CONVERTIBLE BOND 488035AE6 1560 2000000 SOLE 2000000
KELLWOOD COMPANY COMMON STOCK 488044108 1141 51700 SOLE 51700
KEMET CORP COMMON STOCK 488360108 3748 325900 SOLE 325900
KENDLE INTERNATIONAL INC COMMON STOCK 48880L107 1910 94900 SOLE 94900
KERR-MCGEE CORP COMMON STOCK 492386107 15816 482000 SOLE 482000
KEYCORP COMMON STOCK 493267108 30941 1020750 SOLE 1020750
KIMBERLY-CLARK CORP. COMMON STOCK 494368103 44654 931500 SOLE 931500
KINGWORLD PRODUCTION COMMON STOCK 495667107 3362 110000 SOLE 110000
KMART FIN 7.75 NVT CV PREFERRED STOCK 498778208 8168 135000 SOLE 135000
KOALA CORP COMMON STOCK 499866101 2490 120000 SOLE 120000
KOHLS CORPORATION COMMON STOCK 500255104 82569 1165000 SOLE 1165000
KONINKLIJKE AHOLD ADR COMMON STOCK 500467303 54 1400 SOLE 1400
KROGER COMPANY COMMON STOCK 501044101 63120 1054200 SOLE 1054200
KROLL-OGARA COMPANY COMMON STOCK 501050108 5620 207200 SOLE 207200
LSI LOGIC CORPORATION COMMON STOCK 502161102 54235 1739000 SOLE 1739000
L-3 COMMUNICATIONS CORP COMMON STOCK 502424104 6073 131300 SOLE 131300
LABOR READY INC COMMON STOCK 505401208 3909 150000 SOLE 150000
LADISH COMPANY INC COMMON STOCK 505754200 924 134333 SOLE 134333
LAFARGE CORPORATION COMMON STOCK 505862102 25645 915900 SOLE 915900
LAMAR ADVERTISING CO COMMON STOCK 512815101 273 8050 SOLE 8050
LANDAMERICA FINANCIAL GP COMMON STOCK 514936103 1914 66000 SOLE 66000
LASON INC COMMON STOCK 51808R107 248 4400 SOLE 4400
LEAR CORPORATION COMMON STOCK 521865105 54602 1279100 SOLE 1279100
LEGATO SYSTEMS INC COMMON STOCK 524651106 9726 188400 SOLE 188400
LEHMAN BROTHERS HOLDING W COMMON STOCK 524908100 598 10000 SOLE 10000
LENNAR CORPORATION COMMON STOCK 526057104 2640 118000 SOLE 118000
LENNAR CORP CONVERTIBLE BOND 526057AA2 4400 10000000 SOLE 10000000
LEVEL ONE COMMUNICATIONS COMMON STOCK 527295109 14588 300000 SOLE 300000
LEVEL ONE COMMUN CONV 144 CONVERTIBLE BOND 527295AA7 6930 3500000 SOLE 3500000
LEXMARK INTL GROUP CL A COMMON STOCK 529771107 184667 1652500 SOLE 1652500
LIHIR GOLD LTD ADR COMMON STOCK 532349107 510 30000 SOLE 30000
LILLY (ELI) & CO COMMON STOCK 532457108 11883 140000 SOLE 140000
LINCARE HOLDINGS INC. COMMON STOCK 532791100 8454 300600 SOLE 300600
LINCOLN NATIONAL CORP. COMMON STOCK 534187109 25787 260800 SOLE 260800
LINDSAY MANUFACTURING CO COMMON STOCK 535555106 2544 128000 SOLE 128000
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 15478 302000 SOLE 302000
LINENS 'N THINGS INC COMMON STOCK 535679104 98922 2180100 SOLE 2180100
LOCKHEED MARTIN CORP COMMON STOCK 539830109 48293 1281400 SOLE 1281400
LODGENET COMMON STOCK 540211109 3445 525000 SOLE 525000
LONE STAR INDUSTRIES COMMON STOCK 542290408 12505 403400 SOLE 403400
LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 25600 1374500 SOLE 1374500
LOWE'S COS., INC COMMON STOCK 548661107 66375 1097100 SOLE 1097100
LUBYS INC. COMMON STOCK 549282101 5484 325000 SOLE 325000
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 77785 721900 SOLE 721900
LUXOTTICA GROUP SPA ADR COMMON STOCK 55068R202 1249 97000 SOLE 97000
LYDALL INC COMMON STOCK 550819106 2716 326700 SOLE 326700
LYNX THERAPEUTICS INC NEW COMMON STOCK 551812308 2605 277890 SOLE 277890
LYONDELL CHEMICAL CO COMMON STOCK 552078107 2738 200000 SOLE 200000
M & T BANK CORP COMMON STOCK 55261F104 81430 170000 SOLE 170000
MCN ENERGY GROUP INC COMMON STOCK 55267J100 210 13100 SOLE 13100
MCI WORLDCOM INC COMMON STOCK 55268B106 503075 5680449 SOLE 5680449
MGC COMMUNICATIONS INC COMMON STOCK 552763302 2500 250000 SOLE 250000
MGIC INVESTMENT CORP COMMON STOCK 552848103 540 15400 SOLE 15400
MSC INDUST DIRECT COMMON STOCK 553530106 8373 492500 SOLE 492500
MACMILLAN BLOEDEL COMMON STOCK 554783209 258 22900 SOLE 22900
MACNEAL-SCHWENDLER CONVERTIBLE BOND 554806AA7 2246 2517000 SOLE 2517000
MACROMEDIA INC. COMMON STOCK 556100105 449 9900 SOLE 9900
MAGELLAN HEALTH SERVICES COMMON STOCK 559079108 789 188400 SOLE 188400
MAGNA INTERNATIONAL CL A COMMON STOCK 559222401 1262 22000 SOLE 22000
MAGNA INTERNATIONAL CONVERTIBLE BOND 559222AG9 10038 10000000 SOLE 10000000
MATAV RT - ADR COMMON STOCK 559776109 27 1000 SOLE 1000
MAIL-WELL INC CONVERTIBLE BOND 560321AD3 4894 5000000 SOLE 5000000
MANUFACTURED HOME COMM COMMON STOCK 564682102 1056 44000 SOLE 44000
MARINE DRILLING CO COMMON STOCK 568240204 550 50000 SOLE 50000
MARK IV INDUSTRIES COMMON STOCK 570387100 7846 603500 SOLE 603500
MARSH & MCLENNAN COMMON STOCK 571748102 39976 538850 SOLE 538850
MARRIOTT INTL -A COMMON STOCK 571903202 96837 2879900 SOLE 2879900
MASCOTECH CONVERTIBLE BOND 574670AB1 7763 10000000 SOLE 10000000
MATTEL INC COMMON STOCK 577081102 8102 325702 SOLE 325702
MAXWELL TECHNOLOGIES INC COMMON STOCK 577767106 1403 60000 SOLE 60000
MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 67567 1726950 SOLE 1726950
MAXIMUS INC COMMON STOCK 577933104 9967 342200 SOLE 342200
MAYTAG CORPORATION COMMON STOCK 578592107 69202 1146200 SOLE 1146200
MCCLATCHY COMPANY - CL A COMMON STOCK 579489105 3356 100000 SOLE 100000
MC DERMOTT INTERNATIONAL COMMON STOCK 580037109 53379 2108800 SOLE 2108800
MCDONALD'S CORPORATION COMMON STOCK 580135101 428810 9463400 SOLE 9463400
MCKESSON HBOC INC. COMMON STOCK 58155Q103 31805 481900 SOLE 481900
MCWHORTER TECHNOLOGIES COMMON STOCK 582803102 1630 119600 SOLE 119600
MEDE AMERICA CORP COMMON STOCK 584067102 2238 112600 SOLE 112600
MEDIAONE GROUP COMMON STOCK 58440J104 5080 80000 SOLE 80000
MEDICAL ASSURANCE INC COMMON STOCK 58449U100 5312 189700 SOLE 189700
MEDICAL MANAGER CORP COMMON STOCK 58461C103 5155 222900 SOLE 222900
MEDICIS PHARM CL A COMMON STOCK 584690309 218 7250 SOLE 7250
MEDIMMUNE INC. COMMON STOCK 584699102 8878 150000 SOLE 150000
MEDQUIST INC. COMMON STOCK 584949101 153 5100 SOLE 5100
MEDITRUST CORP- PAIRED ST COMMON STOCK 58501T306 167 13456 SOLE 13456
MEDTRONIC, INCORPORATED COMMON STOCK 585055106 88398 1232027 SOLE 1232027
MELLON BANK CORP COMMON STOCK 585509102 32584 463000 SOLE 463000
MERCK & COMPANY COMMON STOCK 589331107 370715 4623100 SOLE 4623100
MERCURY INTERACTIVE COMMON STOCK 589405109 620 17400 SOLE 17400
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 6319 407700 SOLE 407700
MERRILL LYNCH COMMON STOCK 590188108 51470 582000 SOLE 582000
METAMOR WORLDWIDE INC COMMON STOCK 59133P100 125 8950 SOLE 8950
METAMOR WORLDWIDE, INC. CONVERTIBLE BOND 59133PAA8 2615 4000000 SOLE 4000000
METHODE ELECTRONICS CL A COMMON STOCK 591520200 3037 273000 SOLE 273000
METROCALL,INC. COMMON STOCK 591647102 3107 1025000 SOLE 1025000
METROMEDIA INTL GROU COMMON STOCK 591695101 789 161900 SOLE 161900
METTLER TOLEDO COMMON STOCK 592688105 6373 257500 SOLE 257500
METZLER GROUP COMMON STOCK 592903108 14469 461150 SOLE 461150
FRED MEYER INC COMMON STOCK 592907109 72534 1232000 SOLE 1232000
MICHAELS STORES INC. COMMON STOCK 594087108 1481 60000 SOLE 60000
MICROSOFT CORPORATION COMMON STOCK 594918104 1227522 13696200 SOLE 13696200
MICROSFT 2.75 NVT CV SR A PREFERRED STOCK 594918203 66468 674800 SOLE 674800
MICROSTRATEGY INC COMMON STOCK 594972101 3369 175000 SOLE 175000
MICROFINANCIAL INC COMMON STOCK 595072109 7250 500000 SOLE 500000
MICROMUSE INC COMMON STOCK 595094103 14600 317400 SOLE 317400
MICRON TECHNOLOGY INC. COMMON STOCK 595112103 16646 345000 SOLE 345000
MICRON TECH CONVERTIBLE BOND 595112AB9 4250 4000000 SOLE 4000000
MILACRON INC. COMMON STOCK 598709103 748 47500 SOLE 47500
MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 35706 1142600 SOLE 1142600
HERMAN MILLER INC COMMON STOCK 600544100 11224 615000 SOLE 615000
MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 40109 835600 SOLE 835600
MINNESOTA MINING & MFG CO COMMON STOCK 604059105 183851 2598600 SOLE 2598600
MIRAGE RESORTS INC. COMMON STOCK 60462E104 8861 417000 SOLE 417000
MOBIL CORPORATION COMMON STOCK 607059102 89206 1013700 SOLE 1013700
MODIS PROFESSIONAL SVCS COMMON STOCK 607830106 14 1500 SOLE 1500
MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 12495 416500 SOLE 416500
MONSANTO CO. COMMON STOCK 611662107 127672 2779250 SOLE 2779250
MONTANA POWER CO COMMON STOCK 612085100 40253 547200 SOLE 547200
MORAN ENERGY, INC. CONVERTIBLE BOND 616457AC1 181 200000 SOLE 200000
J.P. MORGAN & COMPANY COMMON STOCK 616880100 34200 277200 SOLE 277200
MORGAN STANLEY DEAN WITT COMMON STOCK 617446448 86186 862400 SOLE 862400
MOTIVEPOWER COMMON STOCK 61980K101 186 7400 SOLE 7400
MOTOROLA INC. COMMON STOCK 620076109 213084 2909000 SOLE 2909000
MURPHY OIL CORP COMMON STOCK 626717102 4150 100000 SOLE 100000
MUTUAL RISK MGMT LTD 144A CONVERTIBLE BOND 628351AA6 16648 20000000 SOLE 20000000
MYLAN LABS COMMON STOCK 628530107 18537 675600 SOLE 675600
NBTY INC COMMON STOCK 628782104 1536 315000 SOLE 315000
NCO GROUP INC COMMON STOCK 628858102 4884 132000 SOLE 132000
NCR CORPORATION COMMON STOCK 62886E108 20170 403400 SOLE 403400
NAC RE CORP COMMON STOCK 628907107 5369 100000 SOLE 100000
NVR INC COMMON STOCK 62944T105 4305 102200 SOLE 102200
NABORS INDUSTRIES, INC. COMMON STOCK 629568106 37144 2042350 SOLE 2042350
NABORS INDUSTRIES CONVERTIBLE BOND 629568AA4 5644 5000000 SOLE 5000000
NTL AUSTRAL BK 7.875 CV PREFERRED STOCK 632525309 30151 962900 SOLE 962900
NATIONAL CITY CORP COMMON STOCK 635405103 88060 1326700 SOLE 1326700
NATIONAL DATA CONVERTIBLE BOND 635621AA3 6420 6100000 SOLE 6100000
NATIONAL EQUIPMENT SVCS COMMON STOCK 635847106 5550 600000 SOLE 600000
NATIONAL FUEL GAS CO COMMON STOCK 636180101 538 13700 SOLE 13700
NATIONAL SEMICONDUCTOR CP COMMON STOCK 637640103 96900 10405400 SOLE 10405400
NATIONAL SEMICONDUCTOR CONVERTIBLE BOND 637640AB9 6216 7500000 SOLE 7500000
NATIONAL WESTMINSTER ADS. COMMON STOCK 638539403 575 24700 SOLE 24700
NAUTICA ENTERPRISES INC. COMMON STOCK 639089101 5294 468000 SOLE 468000
NAVISTAR INTERNATIONAL CP COMMON STOCK 63934E108 14496 360700 SOLE 360700
NEIMAN-MARCUS GROUP COMMON STOCK 640204103 4480 198000 SOLE 198000
NETWORK ASSOC INC COMMON STOCK 640938106 22755 741500 SOLE 741500
NETWORK ASSOCIATES CONVERTIBLE BOND 640938AB2 1095 3000000 SOLE 3000000
NETGRAVITY COMMON STOCK 641114103 5048 122000 SOLE 122000
NETWORK APPLIANCE INC COMMON STOCK 64120L104 19106 377400 SOLE 377400
NETWORK SOLUTIONS COMMON STOCK 64121Q102 6345 60000 SOLE 60000
NEUROGEN CORPORATION COMMON STOCK 64124E106 11756 1100000 SOLE 1100000
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 17559 515500 SOLE 515500
NEW ENGLAND BUSINESS SVC COMMON STOCK 643872104 468 16300 SOLE 16300
NEW ENGLAND ELECTRIC SYS COMMON STOCK 644001109 16490 340000 SOLE 340000
NEW ERA OF NETWORKS INC COMMON STOCK 644312100 12859 189800 SOLE 189800
NEW YORK TIMES CO COMMON STOCK 650111107 28500 1000000 SOLE 1000000
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 14089 622700 SOLE 622700
NEWMONT MINING CORP COMMON STOCK 651639106 4338 247871 SOLE 247871
NEWS CORP LTD *** ADR PFD COMMON STOCK 652487802 131893 4796021 SOLE 4796021
NEXTEL COMM INC CL A COMMON STOCK 65332V103 1648 45000 SOLE 45000
NEXTLINK COMMUNICATIONS COMMON STOCK 65333H707 560 10000 SOLE 10000
INACTIVE* USE 653520106 COMMON STOCK 653522102 1067 79400 SOLE 79400
NICHOLS RESEARCH CORP COMMON STOCK 653818104 5551 294100 SOLE 294100
NIELSEN MEDIA RESEARCH COMMON STOCK 653929307 1646 66666 SOLE 66666
NINE WEST GROUP INC. COMMON STOCK 65440D102 17136 694100 SOLE 694100
NOBLE AFFILIATES COMMON STOCK 654894104 23200 800000 SOLE 800000
NOKIA CORP ADR A COMMON STOCK 654902204 82579 530200 SOLE 530200
NOBLE DRILLING CORP COMMON STOCK 655042109 45134 2607000 SOLE 2607000
NORDSTROM INC. COMMON STOCK 655664100 95104 2326700 SOLE 2326700
NORTHEAST UTILITIES COMMON STOCK 664397106 1110 80000 SOLE 80000
NORTHERN TRUST CORP COMMON STOCK 665859104 48278 543600 SOLE 543600
NOVACARE CONVERTIBLE BOND 669930AA7 2303 3250000 SOLE 3250000
NOVELL INCORPORATED COMMON STOCK 670006105 63372 2516000 SOLE 2516000
NOVELLUS SYSTEMS INC. COMMON STOCK 670008101 20286 368000 SOLE 368000
NUEVO ENERGY CO COMMON STOCK 670509108 2280 168900 SOLE 168900
NVIDIA CORP COMMON STOCK 67066G104 1046 49500 SOLE 49500
OGE ENERGY CORP COMMON STOCK 670837103 9106 403600 SOLE 403600
OAKWOOD HOMES CORP COMMON STOCK 674098108 7066 502500 SOLE 502500
OCCIDENTAL PETROLEUM CP COMMON STOCK 674599105 293 16300 SOLE 16300
OFFICEMAX INC. COMMON STOCK 67622M108 51067 5920800 SOLE 5920800
OFFSHORE LOGISTICS COMMON STOCK 676255102 2732 235000 SOLE 235000
OFFSHORE LOGISTICS 144A CONVERTIBLE BOND 676255AD4 4369 5000000 SOLE 5000000
OFFSHORE LOGISTICS CONVERTIBLE BOND 676255AF9 2184 2500000 SOLE 2500000
OHIO CASUALTY CORP COMMON STOCK 677240103 1365 35000 SOLE 35000
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 18303 433200 SOLE 433200
OLD REPUBLIC INTL COMMON STOCK 680223104 18250 1000000 SOLE 1000000
OLSTEN CORP COMMON STOCK 681385100 1936 312900 SOLE 312900
OMNICOM GROUP COMMON STOCK 681919106 91608 1146000 SOLE 1146000
OMNIPOINT CORP COMMON STOCK 68212D102 5539 383625 SOLE 383625
VIMPEL COM ADR COMMON STOCK 68370R109 78 5000 SOLE 5000
OPTICAL COATING LAB COMMON STOCK 683829105 154 3200 SOLE 3200
ORACLE CORPORATION COMMON STOCK 68389X105 27132 1028700 SOLE 1028700
ORBITAL SCIENCES CORP COMMON STOCK 685564106 1840 65000 SOLE 65000
ORBITAL SCIENCES CORP CONVERTIBLE BOND 685564AC0 5981 5000000 SOLE 5000000
O'REILLY AUTOMOTIVE INC. COMMON STOCK 686091109 13720 306600 SOLE 306600
ORION CAPITAL CORP COMMON STOCK 686268103 10938 350002 SOLE 350002
ORTHOLOGIC CORPORATION COMMON STOCK 68750J107 1500 500000 SOLE 500000
ORTHODONTIC CENTERS OF AM COMMON STOCK 68750P103 184 11700 SOLE 11700
OSTEOTECH INC COMMON STOCK 688582105 4641 135000 SOLE 135000
OUTBACK STEAKHOUSE INC. COMMON STOCK 689899102 32049 978600 SOLE 978600
OWENS CORNING *** COMMON STOCK 69073F103 7619 239500 SOLE 239500
OWENS-ILLINOIS INC. COMMON STOCK 690768403 30 1200 SOLE 1200
OWENS-ILLINOIS 4.75 CV PREFERRED STOCK 690768502 5517 151400 SOLE 151400
OXFORD HEALTH PLANS INC. COMMON STOCK 691471106 781 50000 SOLE 50000
PECO ENERGY COMPANY COMMON STOCK 693304107 67063 1450000 SOLE 1450000
PG & E CORPORATION COMMON STOCK 69331C108 73466 2365100 SOLE 2365100
PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 2288 75000 SOLE 75000
THE PMI GROUP INC COMMON STOCK 69344M101 27904 601700 SOLE 601700
PNC BANK CORP COMMON STOCK 693475105 32204 579600 SOLE 579600
PPG INDUSTRIES, INC. COMMON STOCK 693506107 21330 416200 SOLE 416200
PRI AUTOMATION INC. COMMON STOCK 69357H106 176 8400 SOLE 8400
PSS WORLD MEDICAL INC COMMON STOCK 69366A100 5482 622050 SOLE 622050
PACCAR CORPORATION COMMON STOCK 693718108 1063 25800 SOLE 25800
PACIFIC GATEWAY EXCHANGE COMMON STOCK 694327107 8201 247100 SOLE 247100
PACIFIC SUNWARE OF CALIF COMMON STOCK 694873100 869 25000 SOLE 25000
PACKAGED ICE INC COMMON STOCK 695148106 1531 250000 SOLE 250000
PAGING NETWORK, INC. COMMON STOCK 695542100 1875 400000 SOLE 400000
PAINE WEBBER GROUP COMMON STOCK 695629105 38292 960300 SOLE 960300
PALL CORPORATION COMMON STOCK 696429307 17805 1075000 SOLE 1075000
PAREXEL INTERNATIONAL COMMON STOCK 699462107 5226 252600 SOLE 252600
PARK ELECTROCHEMICAL CONVERTIBLE BOND 700416AB6 1713 2000000 SOLE 2000000
PARK PLACE ENTERTAINMENT COMMON STOCK 700690100 8886 1175000 SOLE 1175000
PAXAR CORP COMMON STOCK 704227107 6704 901400 SOLE 901400
PAYLESS SHOESOURCE INC COMMON STOCK 704379106 19451 418300 SOLE 418300
PCORDER.COM INC COMMON STOCK 70453H107 1699 30000 SOLE 30000
PEDIATRIX MED GROUP INC COMMON STOCK 705324101 4526 160917 SOLE 160917
PEGASUS SYSTEMS INC COMMON STOCK 705906105 267 6700 SOLE 6700
PENN TREATY AMER CONVERTIBLE BOND 707874AC7 3433 3250000 SOLE 3250000
PENTON MEDIA COMMON STOCK 709668107 12182 541400 SOLE 541400
PEOPLES HERITAGE FINL GRP COMMON STOCK 711147108 9049 502700 SOLE 502700
PEOPLESOFT, INC. COMMON STOCK 712713106 13882 949200 SOLE 949200
PEPSI-COLA INCORPORATED COMMON STOCK 713448108 39 1000 SOLE 1000
PERCLOSE INC COMMON STOCK 71361C107 118 3800 SOLE 3800
PERKIN-ELMER WTS 9/03 WARRANTS 714041126 2 249 SOLE 249
PETSMART INC COMMON STOCK 716768106 5421 675000 SOLE 675000
PHARMACIA & UPJOHN COMMON STOCK 716941109 112337 1801000 SOLE 1801000
PFIZER, INC. COMMON STOCK 717081103 276279 1991200 SOLE 1991200
PHARMACEUT PRODUCT DEVEL COMMON STOCK 717124101 8820 262800 SOLE 262800
PHILIP MORRIS COS COMMON STOCK 718154107 314888 8948900 SOLE 8948900
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 14648 310000 SOLE 310000
PHOENIX INV PARTNERS CONVERTIBLE BOND 719085AA0 9176 7817500 SOLE 7817500
PHYCOR INC COMMON STOCK 71940F100 4783 1007000 SOLE 1007000
PHYCOR CONVERTIBLE BOND 71940FAB6 2906 5000000 SOLE 5000000
PICCADILLY CAFETERIAS INC COMMON STOCK 719567109 5878 553200 SOLE 553200
PIER 1 IMPORTS INC-DEL COMMON STOCK 720279108 8167 1005200 SOLE 1005200
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 5294 350000 SOLE 350000
PINNACLE WEST CAPITAL COMMON STOCK 723484101 4409 121200 SOLE 121200
PIONEER HI-BRED INTL INC COMMON STOCK 723686101 11288 300000 SOLE 300000
PITTWAY CORP CL A COMMON STOCK 725790208 21653 817100 SOLE 817100
PLACER DOME INC. COMMON STOCK 725906101 4699 420000 SOLE 420000
PLATINUM TECH INTL. INC. COMMON STOCK 72764T101 24565 963300 SOLE 963300
PLATINUM TECHNOLOGY INTL. CONVERTIBLE BOND 72764TAA9 926 500000 SOLE 500000
PLATINUM TECH INTL. 144A CONVERTIBLE BOND 72764TAB7 1910 2000000 SOLE 2000000
PLATINUM TECH INTL. CONV CONVERTIBLE BOND 72764TAD3 5730 6000000 SOLE 6000000
POLICY MGMT SYSTEMS COMMON STOCK 731108106 3390 110700 SOLE 110700
POLO RALPH LAUREN CORP COMMON STOCK 731572103 5963 300000 SOLE 300000
PORTUGAL TELECOM SA ADR COMMON STOCK 737273102 22 500 SOLE 500
POST PPTYS INC COMMON STOCK 737464107 2808 78000 SOLE 78000
POTASH CORP OF SASKATCHEW COMMON STOCK 73755L107 5323 99500 SOLE 99500
POTOMAC ELECTRIC POWER COMMON STOCK 737679100 11849 511000 SOLE 511000
PRAXAIR INC. COMMON STOCK 74005P104 2200 61000 SOLE 61000
PRECISION CASTPARTS CORP COMMON STOCK 740189105 17738 440700 SOLE 440700
PREMARK INTERNATIONAL INC COMMON STOCK 740459102 38352 1164400 SOLE 1164400
PREMIERE TECHNOLOGIES CONVERTIBLE BOND 74058FAC6 2319 3500000 SOLE 3500000
T. ROWE PRICE ASSOCIATES COMMON STOCK 741477103 10203 296800 SOLE 296800
PRIME RETAIL COMMON STOCK 741570105 5425 620000 SOLE 620000
PRIME HOSPITALITY CORP COMMON STOCK 741917108 11974 1204900 SOLE 1204900
PRIDE INTL INC CONVERTIBLE BOND 741932AB3 2575 10000000 SOLE 10000000
PRIORITY HEALTHCARE CORP COMMON STOCK 74264T102 4525 100000 SOLE 100000
PROBUSINESS SERVICES INC COMMON STOCK 742674104 7560 180000 SOLE 180000
PROCTER AND GAMBLE CO COMMON STOCK 742718109 214062 2185700 SOLE 2185700
PROFESSIONAL DETAILING COMMON STOCK 74312N107 3360 128300 SOLE 128300
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 4266 125000 SOLE 125000
PROGRESSIVE CORP COMMON STOCK 743315103 19947 139000 SOLE 139000
PROSPERITY BANCSHARES COMMON STOCK 743606105 1313 106900 SOLE 106900
PROTECTION ONE ALARM CONVERTIBLE BOND 743659AL8 16357 17565000 SOLE 17565000
PROTECTION ONE INC. COMMON STOCK 743663304 344 55000 SOLE 55000
PROTEIN DESIGN LABS INC. COMMON STOCK 74369L103 2033 135000 SOLE 135000
PROVINCE HEALTHCARE COMMON STOCK 743977100 161 8700 SOLE 8700
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 173888 1580800 SOLE 1580800
PROXIM INC COMMON STOCK 744284100 2536 88200 SOLE 88200
PSINET INC. COMMON STOCK 74437C101 2979 70000 SOLE 70000
PUBLIC SERVICE ENTER COMMON STOCK 744573106 34499 903400 SOLE 903400
PULTE CORP COMMON STOCK 745867101 8308 399200 SOLE 399200
QLOGIC CORP COMMON STOCK 747277101 1980 29500 SOLE 29500
QUADRAMED CORP COMMON STOCK 74730W101 95 12500 SOLE 12500
QUALCOM INC. COMMON STOCK 747525103 332231 2671200 SOLE 2671200
QUANTA SERVICES INC COMMON STOCK 74762E102 2798 110000 SOLE 110000
QUANTUM CORP. COMMON STOCK 747906105 3092 171800 SOLE 171800
QUANTUM CORP WI CONVERTIBLE BOND 747906AC9 3098 3500000 SOLE 3500000
QUESTAR CORP COMMON STOCK 748356102 440 26000 SOLE 26000
QUICKSILVER INC COMMON STOCK 74838C106 4225 100000 SOLE 100000
QUINTILES TRANSNAT REGD COMMON STOCK 748767100 40128 1063000 SOLE 1063000
QUINTILES TRANSNTL CONVERTIBLE BOND 748767AC4 6398 6000000 SOLE 6000000
QUORUM HEALTH GROUP INC. COMMON STOCK 749084109 16219 1621900 SOLE 1621900
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 87146 1208782 SOLE 1208782
RCN CORPORATION COMMON STOCK 749361101 17778 529500 SOLE 529500
RH DONNELLEY CORP COMMON STOCK 74955W307 6118 396300 SOLE 396300
RJR NABISCO COMMON STOCK 74960K876 58568 2342750 SOLE 2342750
RF MICRO DEVICES INC COMMON STOCK 749941100 632 6600 SOLE 6600
RAINBOW RENTALS INC COMMON STOCK 750857104 1800 180000 SOLE 180000
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 7910 295000 SOLE 295000
RAYCHEM CORP COMMON STOCK 754603108 914 40500 SOLE 40500
RAYONIER INC. COMMON STOCK 754907103 7616 190100 SOLE 190100
RAYTHEON CO- CL A COMMON STOCK 755111309 748 12945 SOLE 12945
RECYCLING INDUSTRIES INC COMMON STOCK 756285102 109 500000 SOLE 500000
REGIONS FINANCIAL CORP COMMON STOCK 758940100 9349 270000 SOLE 270000
RELIANCE GROUP HOLDINGS COMMON STOCK 759464100 16498 2181500 SOLE 2181500
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 3509 121800 SOLE 121800
RELIANT ENERGY INC. COMMON STOCK 75952J108 24142 926300 SOLE 926300
RENAL CARE GROUP INC COMMON STOCK 759930100 15001 764400 SOLE 764400
RENT-A-CENTER INC. COMMON STOCK 76009N100 9375 326100 SOLE 326100
RENT-WAY INC COMMON STOCK 76009U104 2239 93300 SOLE 93300
RENTAL SERVICE CORP COMMON STOCK 76009V102 7875 450000 SOLE 450000
REPUBLIC INDUSTRIES INC COMMON STOCK 760516104 60809 4913500 SOLE 4913500
REPUBLIC SERVICES INC COMMON STOCK 760759100 20085 1240800 SOLE 1240800
RESTORATION HARDWARE INC COMMON STOCK 760981100 262 11900 SOLE 11900
RESOURCE AMERICA INC COMMON STOCK 761195205 1553 180000 SOLE 180000
RESOURCE BANCSHARES MTG COMMON STOCK 761197102 3863 300000 SOLE 300000
REXALL SUNDOWN INC. COMMON STOCK 761648104 4528 236000 SOLE 236000
REYNOLDS & REYNOLDS CO A COMMON STOCK 761695105 2833 149100 SOLE 149100
REYNOLDS METALS COMPANY COMMON STOCK 761763101 30413 629500 SOLE 629500
RICHFOOD HOLDINGS INC COMMON STOCK 763408101 5714 265000 SOLE 265000
RITE AID CORP COMMON STOCK 767754104 8 300 SOLE 300
ROADWAY EXPRESS INC COMMON STOCK 769742107 1792 105000 SOLE 105000
ROBBINS & MEYERS INC CONVERTIBLE BOND 770196AA1 3150 3500000 SOLE 3500000
ROBERTS PHARMACEUTICAL CP COMMON STOCK 770491108 3523 169800 SOLE 169800
ROCK FINANCIAL CORP COMMON STOCK 772150108 1980 110000 SOLE 110000
ROCKWELL INTL CORP COMMON STOCK 773903109 61428 1447500 SOLE 1447500
ROGUE WAVE SOFTWARE COMMON STOCK 775369101 2400 300000 SOLE 300000
ROHM & HAAS CO COMMON STOCK 775371107 12485 372000 SOLE 372000
ROHN INDUSTRIES INC COMMON STOCK 775381106 80 36000 SOLE 36000
ROLLINS TRUCK LSWY COMMON STOCK 775741101 2681 284100 SOLE 284100
ROSS STORES, INC. COMMON STOCK 778296103 49285 1124900 SOLE 1124900
ROWECOM INC COMMON STOCK 77957X108 4406 101000 SOLE 101000
ROYAL DUTCH PETROL- NY COMMON STOCK 780257804 5408 104000 SOLE 104000
RUSSELL CORP COMMON STOCK 782352108 3192 158600 SOLE 158600
RYANAIR HLDGS PLC - ADR COMMON STOCK 783513104 29 700 SOLE 700
RYAN'S FAMILY STK HOUSES COMMON STOCK 783519101 1255 104000 SOLE 104000
RYERSON TULL INC COMMON STOCK 78375P107 7422 505300 SOLE 505300
RYLAND GROUP INC COMMON STOCK 783764103 3848 152000 SOLE 152000
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 77756 1650000 SOLE 1650000
SCI SYSTEMS INC. COMMON STOCK 783890106 17479 590000 SOLE 590000
SCM MICROSYSTEMS INC COMMON STOCK 784018103 6008 98900 SOLE 98900
SFX ENTERTAINMNT,INC CL A COMMON STOCK 784178105 35053 543000 SOLE 543000
SK TELECOM CO LTD ADR COMMON STOCK 78440P108 31752 2605320 SOLE 2605320
SLI INC COMMON STOCK 78442T108 3087 147000 SOLE 147000
SPX CORPORATION COMMON STOCK 784635104 1513 30000 SOLE 30000
SABRE GROUP HOLDINGS COMMON STOCK 785905100 19434 428300 SOLE 428300
SAFECO CORPORATION COMMON STOCK 786429100 40510 1001800 SOLE 1001800
SAFESKIN COMMON STOCK 786454108 5838 785000 SOLE 785000
SAFEWAY INC. COMMON STOCK 786514208 131057 2554100 SOLE 2554100
ST MARY LAND & EXPLOR COMMON STOCK 792228108 5065 291500 SOLE 291500
ST. PAUL COS. COMMON STOCK 792860108 44264 1425000 SOLE 1425000
SAKS INCORPORATED COMMON STOCK 79377W108 10559 406120 SOLE 406120
SAN ANTONIO TX ELEC & GAS PREFERRED STOCK 796253EV0 20000 20000000 SOLE 20000000
SANCHEZ COMPUTER ASSOC COMMON STOCK 799702105 2906 125000 SOLE 125000
SANMINA CORPORATION COMMON STOCK 800907107 62150 974900 SOLE 974900
SANGSTAT MEDICAL CORP. COMMON STOCK 801003104 3094 250000 SOLE 250000
SAPIENT CORP COMMON STOCK 803062108 1806 25300 SOLE 25300
SARA LEE CORPORATION COMMON STOCK 803111103 22275 900000 SOLE 900000
SAUER INC COMMON STOCK 804137107 1556 150000 SOLE 150000
SAVILLE SYST IRELAND ADR COMMON STOCK 805174109 3063 250000 SOLE 250000
SCANA CORPORATION COMMON STOCK 805898103 10562 487000 SOLE 487000
SCANDINAVIAN BROADCASTING CONVERTIBLE BOND 805906AA2 3390 3000000 SOLE 3000000
HENRY SCHEIN INC. COMMON STOCK 806407102 5956 235862 SOLE 235862
SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 272298 4922900 SOLE 4922900
SCHLUMBERGER, LTD. COMMON STOCK 806857108 18785 312100 SOLE 312100
SCHOOL SPECIALTY INC COMMON STOCK 807863105 4435 226700 SOLE 226700
SCHULMAN (A.) INC COMMON STOCK 808194104 6500 477100 SOLE 477100
CHARLES SCHWAB CORP. COMMON STOCK 808513105 250204 2602900 SOLE 2602900
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 81306 2983700 SOLE 2983700
SCIENTIFIC GAMES HLDGS COMMON STOCK 808747109 3550 200000 SOLE 200000
SEAGATE TECHNOLOGY COMMON STOCK 811804103 83630 2828900 SOLE 2828900
SEACOR HOLDINGS INC COMMON STOCK 811904101 16364 304100 SOLE 304100
SEALED AIR SR-A 4.0 VT CV PREFERRED STOCK 81211K209 7425 150000 SOLE 150000
SEARS ROEBUCK COMMON STOCK 812387108 46394 1026700 SOLE 1026700
SECURITY CAPITAL- A COMMON STOCK 81413P105 32337 48627 SOLE 48627
SECURITY DYNAMICS TECH COMMON STOCK 814208104 652 35000 SOLE 35000
SELECT COMFORT CORP COMMON STOCK 81616X103 1673 60000 SOLE 60000
SENSRMTC ELEC 6.5 CV 144A PREFERRED STOCK 817265200 5647 325000 SOLE 325000
SERENA SOFTWARE INC COMMON STOCK 817492101 2100 150000 SOLE 150000
SEROLOGICALS CORPORATION COMMON STOCK 817523103 12022 886400 SOLE 886400
SERVICE CORP INT'L COMMON STOCK 817565104 18710 1313200 SOLE 1313200
SERVICE EXPERTS INC COMMON STOCK 817567100 1523 112800 SOLE 112800
SHARED MEDICAL SYSTEMS COMMON STOCK 819486101 11260 202200 SOLE 202200
SHAW INDUST INC COMMON STOCK 820286102 37838 2045300 SOLE 2045300
SHERIDAN ENERGY INC COMMON STOCK 823764105 1183 394283 SOLE 394283
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 8499 302200 SOLE 302200
SHIRE PHARMACEUTICALS ADR COMMON STOCK 82481R106 41 1800 SOLE 1800
SHOPKO STORES, INC. COMMON STOCK 824911101 6304 211000 SOLE 211000
SHURGARD STORAGE COMMON STOCK 82567D104 1111 44000 SOLE 44000
SILVER DINER INC COMMON STOCK 827655101 75 80000 SOLE 80000
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1029 37500 SOLE 37500
SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 6389 438700 SOLE 438700
SKYTEL COMM 4.5 NVT CV PREFERRED STOCK 83087Q302 4898 171100 SOLE 171100
SMARTALK TEL 144A CONVERTIBLE BOND 83169AAA8 500 2000000 SOLE 2000000
SMITH-GARDNER & ASSOC COMMON STOCK 832059109 1158 82000 SOLE 82000
SMITHKLINE BEECHAM ADR COMMON STOCK 832378301 4576 64000 SOLE 64000
SMURFIT-STONE CONTAINER COMMON STOCK 832727101 5159 267142 SOLE 267142
SNAP-ON TOOLS CORP. COMMON STOCK 833034101 19894 686000 SOLE 686000
QUIMICA Y MINERA ADR COMMON STOCK 833635105 960 30000 SOLE 30000
SODAK GAMING INC COMMON STOCK 833777105 3284 370000 SOLE 370000
SOFTWARE AG SYSTEMS COMMON STOCK 834025108 4631 553000 SOLE 553000
BEYOND.COM 144A CONVERTIBLE BOND 83403EAA6 3741 2425000 SOLE 2425000
SOFTWORKS INC COMMON STOCK 83404P102 4275 300000 SOLE 300000
SOLECTRON CORPORATION COMMON STOCK 834182107 18663 384300 SOLE 384300
SOLUTIA INC COMMON STOCK 834376105 28855 1660700 SOLE 1660700
SONIC AUTOMOTIVE INC COMMON STOCK 83545G102 239 15400 SOLE 15400
SONOCO *** PROD CO COMMON STOCK 835495102 23138 1006000 SOLE 1006000
SOUTHDOWN INC COMMON STOCK 841297104 27799 517800 SOLE 517800
SOUTHERN CO COMMON STOCK 842587107 11808 506500 SOLE 506500
SOVEREIGN BANCORP INC COMMON STOCK 845905108 5920 483216 SOLE 483216
SPACEHAB INC CONVERTIBLE BOND 846243AC7 748 1000000 SOLE 1000000
SPECTRIAN COMMON STOCK 847608106 1175 100000 SOLE 100000
SPEEDWAY MOTORSPORTS INC COMMON STOCK 847788106 4125 100000 SOLE 100000
SPRINGS INDUSTRIES COMMON STOCK 851783100 1461 54000 SOLE 54000
SPRINT CORP (FON GROUP) COMMON STOCK 852061100 313765 3197600 SOLE 3197600
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 4431 100000 SOLE 100000
SS&C TECHNOLOGIES INC COMMON STOCK 85227Q100 137 11100 SOLE 11100
STANDARD COMMERCIAL CONVERTIBLE BOND 853258AA9 3537 6098000 SOLE 6098000
STANDARD PRODUCTS CO COMMON STOCK 853836104 1666 102500 SOLE 102500
STARBUCKS CORP COMMON STOCK 855244109 41583 1481800 SOLE 1481800
STATION CASINOS INC COMMON STOCK 857689103 574 45000 SOLE 45000
STEINWAY MUSICAL INST COMMON STOCK 858495104 2995 135000 SOLE 135000
STERICYCLE INC COMMON STOCK 858912108 3498 260300 SOLE 260300
STERIS CORP COMMON STOCK 859152100 2870 107800 SOLE 107800
STERLING SOFTWARE INC. COMMON STOCK 859547101 2933 123500 SOLE 123500
STEWART ENTERPRISES COMMON STOCK 860370105 482 30000 SOLE 30000
STEWART INFO SVCS COMMON STOCK 860372101 2923 87100 SOLE 87100
STILLWATER MINING COMPANY COMMON STOCK 86074Q102 8783 333000 SOLE 333000
STMICROELECTRONICS NV- NY COMMON STOCK 861012102 37233 383350 SOLE 383350
STMICROELECTRONICS NV CONVERTIBLE BOND 861012AA0 3870 4000000 SOLE 4000000
STOLT-NIELSEN SA ADR COMMON STOCK 861565109 1032 84700 SOLE 84700
STOLT COMEX SEAWAY- ADR COMMON STOCK 861567105 5437 649350 SOLE 649350
STORAGE TECHNOLOGY CORP COMMON STOCK 862111200 54978 1972300 SOLE 1972300
STRAYER EDUCATION INC COMMON STOCK 863236105 11455 309600 SOLE 309600
STRUCTURAL DYNAMICS RES COMMON STOCK 863555108 7959 417667 SOLE 417667
SUIZA FOODS CORP COMMON STOCK 865077101 2958 87800 SOLE 87800
SUMMIT BANCORP *** COMMON STOCK 866005101 41847 1073000 SOLE 1073000
SUN MICROSYSTEMS INC. COMMON STOCK 866810104 299792 2397300 SOLE 2397300
SUNBEAM CORPORATION 144A CONVERTIBLE BOND 867071AA0 1128 9500000 SOLE 9500000
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 44407 1110200 SOLE 1110200
SUNOCO INC COMMON STOCK 86764P109 13033 361400 SOLE 361400
SUNRISE ASST'D LIVING INC COMMON STOCK 86768K106 292 6400 SOLE 6400
SUNRISE ASST LIVING 144A CONVERTIBLE BOND 86768KAA4 4462 3409000 SOLE 3409000
SUNTRUST BANKS,INC. COMMON STOCK 867914103 25398 408000 SOLE 408000
SUNSTONE HOTEL INVESTORS COMMON STOCK 867933103 575 80000 SOLE 80000
SUPERIOR CONSULTANT HLDGS COMMON STOCK 868146101 8019 235000 SOLE 235000
SUPERVALU INC. COMMON STOCK 868536103 22098 1071400 SOLE 1071400
SYKES ENTERPRISES INC COMMON STOCK 871237103 9694 300000 SOLE 300000
SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 13883 308500 SOLE 308500
SYNCOR INTL CORP-DEL COMMON STOCK 87157J106 2788 100000 SOLE 100000
SYNETIC CONVERTIBLE BOND 87160FAB5 3173 3000000 SOLE 3000000
SYSTEMS & COMPUTER TECH COMMON STOCK 871873105 1529 152900 SOLE 152900
TCF FINANCIAL CORP COMMON STOCK 872275102 9620 370000 SOLE 370000
TJX COMPANIES, INC. COMMON STOCK 872540109 18510 544400 SOLE 544400
TNP ENTERPRISES INC COMMON STOCK 872594106 2628 91400 SOLE 91400
TSI INTL SOFTWARE LTD COMMON STOCK 872879101 4203 86100 SOLE 86100
TVX GOLD INC COMMON STOCK 87308K101 500 400000 SOLE 400000
TANDY CORP COMMON STOCK 875382103 70806 1109600 SOLE 1109600
TARRANT APPAREL GROUP COMMON STOCK 876289109 294 7000 SOLE 7000
TECHNITROL INC COMMON STOCK 878555101 2684 116400 SOLE 116400
TEKELEC COMMON STOCK 879101103 1755 240000 SOLE 240000
TEKTRONIX INC COMMON STOCK 879131100 1240 49100 SOLE 49100
TELECENTRO SUL PARTIC-ADR COMMON STOCK 879239101 563 12200 SOLE 12200
TELECENTRO OESTE CEL-ADR COMMON STOCK 87923P105 241 65333 SOLE 65333
TELENORTE LESTE PART-ADR COMMON STOCK 879246106 2390 155450 SOLE 155450
TELESUDESTE CELULAR ADR COMMON STOCK 879252104 561 27700 SOLE 27700
TELEBANC FINANCIAL CORP COMMON STOCK 87925R109 7178 90000 SOLE 90000
TELECOM ITALIA SPA - ADR COMMON STOCK 87927W106 31 300 SOLE 300
TELEBRAS-SPONSORED ADR COMMON STOCK 879287100 0 400 SOLE 400
TELEBRAS ADR PFD BLOCK COMMON STOCK 879287308 60 750 SOLE 750
TELESP PARTICIPACO SA-ADR COMMON STOCK 87952K100 12095 586400 SOLE 586400
TELESP CELULAR PARTIC-ADR COMMON STOCK 87952L108 9668 461760 SOLE 461760
TELLABS INC COMMON STOCK 879664100 53910 551500 SOLE 551500
TELXON 144A CONVERTIBLE BOND 879700AB8 1395 2250000 SOLE 2250000
TELXON CONVERTIBLE BOND 879700AC6 2790 4500000 SOLE 4500000
TENET HEALTHCARE COMMON STOCK 88033G100 17725 936000 SOLE 936000
TENNECO INC COMMON STOCK 88037E101 45259 1620000 SOLE 1620000
TERADYNE INCORPORATED COMMON STOCK 880770102 4147 76000 SOLE 76000
TESORO PETE CORP COMMON STOCK 881609101 4950 450000 SOLE 450000
TESORO PETRO 7.25 NVT CV PREFERRED STOCK 881609408 13131 1100000 SOLE 1100000
TEVA PHARM ADR COMMON STOCK 881624209 6973 147000 SOLE 147000
TETRA TECHNOLOGIES INC. COMMON STOCK 88162F105 3226 477900 SOLE 477900
TETRA TECH INC COMMON STOCK 88162G103 11810 560722 SOLE 560722
TEXACO INC COMMON STOCK 881694103 6753 119000 SOLE 119000
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 60 600 SOLE 600
TEXAS UTILITIES COMPANY COMMON STOCK 882848104 41796 1002600 SOLE 1002600
TEXTRON INC COMMON STOCK 883203101 184447 2383800 SOLE 2383800
THERMO ELECTRON CORP 144A CONVERTIBLE BOND 883556AF9 9384 10500000 SOLE 10500000
THERMO INSTRUMENT CONV CONVERTIBLE BOND 883559AE6 3250 4000000 SOLE 4000000
THERMO ECOTEK 144A CONVERTIBLE BOND 88355RAB2 4044 5000000 SOLE 5000000
THERMO FIBERTEK 144A CONVERTIBLE BOND 88355WAA3 4131 5000000 SOLE 5000000
THERMO OPTEK 144A CONVERTIBLE BOND 883582AA6 9297 9535000 SOLE 9535000
THERMOQUEST 144A CONVERTIBLE BOND 883655AA0 9567 9775000 SOLE 9775000
3COM CORPORATION COMMON STOCK 885535104 1632 70000 SOLE 70000
TIDEWATER INCORPORATED COMMON STOCK 886423102 38944 1505100 SOLE 1505100
TIER TECHNOLOGIES INC COMMON STOCK 88650Q100 2750 316500 SOLE 316500
TIFFANY & CO COMMON STOCK 886547108 23187 310200 SOLE 310200
TIME WARNER, INCORP. COMMON STOCK 887315109 673968 9484160 SOLE 9484160
TIMES MIRROR CO - CL A COMMON STOCK 887364107 2995 55400 SOLE 55400
TITANIUM METALS CORP COMMON STOCK 888339108 1725 300000 SOLE 300000
TOLL BROTHERS INC COMMON STOCK 889478103 17976 991800 SOLE 991800
TOTAL RENAL CARE HLDGS COMMON STOCK 89151A107 26020 2365486 SOLE 2365486
TOTAL SA ADR COMMON STOCK 89151E109 22509 369000 SOLE 369000
TOWER AOTOMOTIVE INC COMMON STOCK 891707101 4595 246700 SOLE 246700
TOWER AUTOMOTIVE 144A WI CONVERTIBLE BOND 891707AA9 3156 3340000 SOLE 3340000
TOWER REALTY TRUST INC COMMON STOCK 89185E109 326 17200 SOLE 17200
TRANSACTION SYST ARCH COMMON STOCK 893416107 2653 73700 SOLE 73700
TRANSAMERICA CORP COMMON STOCK 893485102 41833 589200 SOLE 589200
TRANSOCEAN OFFSHORE INC COMMON STOCK 893817106 139556 4843666 SOLE 4843666
TRAVELERS PROP CASUALTY-A COMMON STOCK 893939108 22115 618600 SOLE 618600
TRAVEL SERVICES INTL INC COMMON STOCK 894169101 1254 119400 SOLE 119400
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 19670 280000 SOLE 280000
TRIBUNE CO COMMON STOCK 896047107 29447 450000 SOLE 450000
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 2935 85700 SOLE 85700
TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 11250 400000 SOLE 400000
TUPPERWARE CORP COMMON STOCK 899896104 3677 204300 SOLE 204300
TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 2580 80000 SOLE 80000
TYCO INTL LTD COMMON STOCK 902124106 264132 3681281 SOLE 3681281
UAL CORPORATION COMMON STOCK 902549500 148635 1911700 SOLE 1911700
USX-MARATHON GROUP COMMON STOCK 902905827 22413 815000 SOLE 815000
UST, INC. COMMON STOCK 902911106 10450 400000 SOLE 400000
US LIQUIDS COMMON STOCK 902974104 2273 105700 SOLE 105700
USA NETWORKS INC COMMON STOCK 902984103 21624 603800 SOLE 603800
UNUM CORPORATION COMMON STOCK 903192102 2235 47000 SOLE 47000
USG CORP COMMON STOCK 903293405 58264 1134100 SOLE 1134100
US FOODSERVICE INC COMMON STOCK 90331R101 65746 1413900 SOLE 1413900
USX-US STEEL GROUP INC COMMON STOCK 90337T101 830 35300 SOLE 35300
ULTRAMAR DIAMOND SHA COMMON STOCK 904000106 8866 410000 SOLE 410000
UNIBANCO GDR COMMON STOCK 90458E107 17571 912800 SOLE 912800
UNICAPITAL CORP COMMON STOCK 90459D108 1434 225000 SOLE 225000
UNIFI INC COMMON STOCK 904677101 9633 755500 SOLE 755500
UNILEVER NV- NY SHRS COMMON STOCK 904784501 997 15000 SOLE 15000
UNICOM CORP. COMMON STOCK 904911104 25996 711000 SOLE 711000
UNIGRAPHICS SOLUTIONS INC COMMON STOCK 904928108 3814 215000 SOLE 215000
UNION CAMP CORPORATION COMMON STOCK 905530101 34536 514500 SOLE 514500
UNION PACIFIC COMMON STOCK 907818108 32143 601500 SOLE 601500
UNION PACIFIC RESOUR COMMON STOCK 907834105 11975 1008400 SOLE 1008400
UNION PLANTERS CORP COMMON STOCK 908068109 17517 398690 SOLE 398690
UNIONBANCAL CORP COMMON STOCK 908906100 12831 376700 SOLE 376700
UNIPHASE CORP COMMON STOCK 909149106 132739 1153000 SOLE 1153000
UNISOURCE WORLDWIDE INC COMMON STOCK 909208100 169 23700 SOLE 23700
UNISYS CORPORATION COMMON STOCK 909214108 58073 2097432 SOLE 2097432
UNISYS SR A 3.75 NVT CV PREFERRED STOCK 909214207 1441 27782 SOLE 27782
UNITED HEALTH CARE CP COMMON STOCK 910581107 9173 174300 SOLE 174300
UNITED NATURAL FOODS INC COMMON STOCK 911163103 8064 345000 SOLE 345000
UNITED RENTALS INC COMMON STOCK 911363109 28254 991330 SOLE 991330
UNITED ROAD SERVICES INC COMMON STOCK 911384105 1724 332500 SOLE 332500
US CELLULAR CORP 0% LYON CONVERTIBLE BOND 911684AA6 13838 30000000 SOLE 30000000
U.S. FILTER CORP CONVERTIBLE BOND 911843AF7 7880 8000000 SOLE 8000000
US AIRWAYS GROUP INC COMMON STOCK 911905107 24992 512000 SOLE 512000
US WEST INC COMMON STOCK 91273H101 115934 2105500 SOLE 2105500
UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 197861 1460900 SOLE 1460900
UNITED WISCONSIN SVCS COMMON STOCK 913238101 822 112400 SOLE 112400
UNITRODE CORP COMMON STOCK 913283107 44123 3110000 SOLE 3110000
UNIVERSAL CORP COMMON STOCK 913456109 2556 100000 SOLE 100000
UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 939 21700 SOLE 21700
UNOCAL CORP. COMMON STOCK 915289102 36150 982000 SOLE 982000
USWEB CORP COMMON STOCK 917327108 1526 37000 SOLE 37000
VF CORPORATION COMMON STOCK 918204108 23759 503500 SOLE 503500
VLSI TECHNOLOGY CONVERTIBLE BOND 918270AB5 10050 10100000 SOLE 10100000
VAIL RESORTS INC COMMON STOCK 91879Q109 2945 185500 SOLE 185500
VALHI (HAL) CONVERTIBLE BOND 918905AC4 3510 6000000 SOLE 6000000
VALERO ENERGY CORP COMMON STOCK 91913Y100 24868 999700 SOLE 999700
VANGUARD CELLULAR SYSTEMS COMMON STOCK 922022108 4643 170000 SOLE 170000
VARCO INTERNATIONAL INC. COMMON STOCK 922126107 20802 1869800 SOLE 1869800
INACTIVE! SEE 92220P105 COMMON STOCK 922204102 19375 500000 SOLE 500000
VASTAR RESOURCES INC COMMON STOCK 922380100 88199 1847100 SOLE 1847100
VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 11277 504000 SOLE 504000
VERIO INC COMMON STOCK 923433106 1153 25000 SOLE 25000
VERITAS SOFTWARE CORP COMMON STOCK 923436109 48680 602849 SOLE 602849
VERITY INC COMMON STOCK 92343C106 2680 80000 SOLE 80000
VERISIGN INC COMMON STOCK 92343E102 4620 30000 SOLE 30000
VETERINARY CTRS OF AMER CONVERTIBLE BOND 925514AB7 3139 4050000 SOLE 4050000
VIACOM INC. CL B. COMMON STOCK 925524308 80488 958900 SOLE 958900
VIAD CORP COMMON STOCK 92552R109 27454 987100 SOLE 987100
VIGNETTE CORP COMMON STOCK 926734104 1949 25900 SOLE 25900
VIDEOSERVER INC COMMON STOCK 926918103 1163 150000 SOLE 150000
VISIO CORP. COMMON STOCK 927914101 17058 606500 SOLE 606500
VISX INC COMMON STOCK 92844S105 17318 161000 SOLE 161000
VITAL SIGNS INC COMMON STOCK 928469105 2552 141800 SOLE 141800
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 112418 2220600 SOLE 2220600
VOLT INFO SCIENCES INC COMMON STOCK 928703107 3230 196500 SOLE 196500
VULCAN MATERIALS CO COMMON STOCK 929160109 12580 304500 SOLE 304500
WMX TECHNOLOGIES CONVERTIBLE BOND 92929QAF4 13812 14350000 SOLE 14350000
WPP CROUP PLC SPONS ADR COMMON STOCK 929309300 48959 566000 SOLE 566000
WACHOVIA CORP. COMMON STOCK 929771103 46732 575600 SOLE 575600
WAL-MART STORES INC. COMMON STOCK 931142103 709899 7700600 SOLE 7700600
WALDEN SR B 9.16 NVT CV PREFERRED STOCK 931210306 7050 327900 SOLE 327900
WALGREEN COMPANY COMMON STOCK 931422109 74275 2629200 SOLE 2629200
WALLACE COMPUTER COMMON STOCK 932270101 6778 342100 SOLE 342100
WALTER INDUSTRIES INC COMMON STOCK 93317Q105 1345 119583 SOLE 119583
WANG LABORATORIES INC COMMON STOCK 93369N109 9765 497600 SOLE 497600
WARNACO GROUP INC. COMMON STOCK 934390105 24194 980000 SOLE 980000
WARNER-LAMBERT COMMON STOCK 934488107 127689 1929200 SOLE 1929200
WASHINGTON FEDERAL INC COMMON STOCK 938824109 6974 332090 SOLE 332090
WASHINGTON MUTUAL SAV BNK COMMON STOCK 939322103 44245 1082500 SOLE 1082500
WASTE CONECTIONS INC COMMON STOCK 941053100 4610 193100 SOLE 193100
WASTE MANAGEMENT INC COMMON STOCK 94106L109 10424 234750 SOLE 234750
WATERS CORP COMMON STOCK 941848103 124037 1180600 SOLE 1180600
WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 35 800 SOLE 800
WASAU-MOSINEE PAPER CORP COMMON STOCK 943315101 2814 201000 SOLE 201000
WEATHERFORD INTL COMMON STOCK 947074100 1215 46500 SOLE 46500
DELL WEBB CORPORATION COMMON STOCK 947423109 2581 119000 SOLE 119000
WEBSTER FINANCIAL CORP COMMON STOCK 947890109 4380 151700 SOLE 151700
WEBTRENDS CORP COMMON STOCK 94844D104 3146 64700 SOLE 64700
WELLPOINT HEALTH NEW COMMON STOCK 94973H108 21576 284600 SOLE 284600
WELLS FARGO COMPANY COMMON STOCK 949746101 313643 8945260 SOLE 8945260
WERNER ENTERPRISES INC COMMON STOCK 950755108 1418 90000 SOLE 90000
WEST TELESERVICES CORP COMMON STOCK 956188106 4614 542800 SOLE 542800
WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AH8 2088 10000000 SOLE 10000000
WESTERN GAS RESOURCES INC COMMON STOCK 958259103 1950 260000 SOLE 260000
WESTERN RESOURCES INC COMMON STOCK 959425109 360 13500 SOLE 13500
WESTPOINT STEVENS INC COMMON STOCK 961238102 659 23800 SOLE 23800
WESTVACO CORPORATION COMMON STOCK 961548104 8085 385000 SOLE 385000
WHITMAN CORP COMMON STOCK 96647K102 2664 155000 SOLE 155000
WHITTMAN-HART INC COMMON STOCK 966834103 299 13900 SOLE 13900
WHOLE FOODS MARKET INC. COMMON STOCK 966837106 162 4700 SOLE 4700
WHOLE FOODS MKT INC CONVERTIBLE BOND 966837AC0 5119 15000000 SOLE 15000000
WILLIAMS COS COMMON STOCK 969457100 29625 750000 SOLE 750000
WILLIAMS-SONOMA INC COMMON STOCK 969904101 2678 94800 SOLE 94800
WILMAR INDUSTRIES INC COMMON STOCK 971426101 3666 247500 SOLE 247500
WILSHIRE REAL ESTATE INV COMMON STOCK 971892104 1247 350000 SOLE 350000
WINSTAR COMMUNICATIONS COMMON STOCK 975515107 363 10000 SOLE 10000
WORLD ACCESS INC CONVERTIBLE BOND 98141AAC5 1098 2000000 SOLE 2000000
WORLD COLOR PRESS CNV CONVERTIBLE BOND 981443AA2 3610 4000000 SOLE 4000000
WORTHINGTON FOODS INC COMMON STOCK 981809106 3014 265000 SOLE 265000
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 1528 130000 SOLE 130000
WYMAN-GORDON CO COMMON STOCK 983085101 3376 365000 SOLE 365000
XIRCOM INC COMMON STOCK 983922105 5055 201200 SOLE 201200
XEROX CORP. COMMON STOCK 984121103 35895 672500 SOLE 672500
XOMED SURGICAL PRODUCTS COMMON STOCK 98412V107 192 4900 SOLE 4900
XTRA CORP COMMON STOCK 984138107 7754 202400 SOLE 202400
YPF SOCIEDAD ANONIMA ADR COMMON STOCK 984245100 3945 125000 SOLE 125000
YAHOO! INC COMMON STOCK 984332106 4092 24300 SOLE 24300
YELLOW CORP COMMON STOCK 985509108 3475 200000 SOLE 200000
YOUNG & RUBICAM INC COMMON STOCK 987425105 43260 1061600 SOLE 1061600
ZALE CORP COMMON STOCK 988858106 17196 503000 SOLE 503000
LERNOUT & HAUSPIE SPEECH COMMON STOCK B5628B104 49272 1642400 SOLE 1642400
ACE LTD COMMON STOCK G0070K103 152232 4881200 SOLE 4881200
ANNUITY AND LIFE RE HLDNG COMMON STOCK G03910109 19201 839400 SOLE 839400
GLOBAL CROSSING LTD COMMON STOCK G3921A100 59774 1292400 SOLE 1292400
IPC HOLDINGS LTD COMMON STOCK G4933P101 7244 364500 SOLE 364500
LORAL SPACE&COMM 6.00 CV PREFERRED STOCK G56462149 3343 70000 SOLE 70000
RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 9377 268400 SOLE 268400
RSL COMMUNICATIONS LTD A COMMON STOCK G7702U102 8373 233000 SOLE 233000
SANTA FE INTL CORP COMMON STOCK G7805C108 43141 2308600 SOLE 2308600
SCOTTISH ANNUITY & LIFE COMMON STOCK G7885T104 5338 547500 SOLE 547500
TOMMY HILFIGER CORP COMMON STOCK G8915Z102 37881 550000 SOLE 550000
XL CAPITAL LIMITED COMMON STOCK G98255105 159766 2629891 SOLE 2629891
MILLICOM INTL CELLULAR SA COMMON STOCK L6388F102 1170 45000 SOLE 45000
STOLT COMEX SEAWAY COMMON STOCK L8873E103 9530 990100 SOLE 990100
STOLT-NEILSEN SA COMMON STOCK L88742108 2671 247000 SOLE 247000
ASM LITHOGRAPHY HOLDING COMMON STOCK N07059111 4838 107500 SOLE 107500
CORE LAB. N.V.*T* COMMON STOCK N22717107 3685 209800 SOLE 209800
ICTS INTERNATIONAL NV COMMON STOCK N43837108 743 165000 SOLE 165000
BANCO LATINOAMERICANO COMMON STOCK P16994132 3983 153200 SOLE 153200
PANAMERICAN BEVERAGES COMMON STOCK P74823108 703 40000 SOLE 40000
ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 41301 1059000 SOLE 1059000
FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 6120 120000 SOLE 120000
</TABLE>
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 1309
Form 13F Information Table Value Total: $40,488,287
(thousands)
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 filing 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
