<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, 2000
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 August 23, 2000
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>
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 73151 1357800 SOLE 1357800
ACT MANUFACTURING COMMON STOCK 000973107 12231 219900 SOLE 219900
AFLAC CORP. COMMON STOCK 001055102 41785 917100 SOLE 917100
AES CORPORATION COMMON STOCK 00130H105 103796 1309500 SOLE 1309500
AES CORP CONVERTIBLE BOND 00130HAN5 7688 5000000 SOLE 5000000
AK STEEL HLDG CORP COMMON STOCK 001547108 3340 321935 SOLE 321935
AMFM, INC. COMMON STOCK 001693100 92636 1491000 SOLE 1491000
AMR CORPORATION - DEL COMMON STOCK 001765106 61890 1941000 SOLE 1941000
AMERICAN TELE & TELE COMMON STOCK 001957109 470899 8371758 SOLE 8371758
AT&T CORP - LIB MEDIA -A COMMON STOCK 001957208 11672 197000 SOLE 197000
ATMI INC COMMON STOCK 00207R101 33957 711200 SOLE 711200
AVX CORP COMMON STOCK 002444107 28824 380200 SOLE 380200
AXA FINANCIAL, INC. COMMON STOCK 002451102 124182 3462500 SOLE 3462500
ABBOTT LABORATORIES COMMON STOCK 002824100 5809 165100 SOLE 165100
ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 53358 3341000 SOLE 3341000
ABGENIX INC COMMON STOCK 00339B107 22127 157000 SOLE 157000
ABIOMED INC COMMON STOCK 003654100 271 6700 SOLE 6700
ACCRUE SOFTWARE INC COMMON STOCK 00437W102 3567 77850 SOLE 77850
ACTIVISION INC COMMON STOCK 004930202 3186 263600 SOLE 263600
ACTEL CORPORATION COMMON STOCK 004934105 964 27000 SOLE 27000
ACTIVE SOFTWARE INC COMMON STOCK 00504E100 6569 102300 SOLE 102300
ACTIVCARD SA -SPON ADR COMMON STOCK 00505N109 6338 148700 SOLE 148700
ACTUATE CORPORATION COMMON STOCK 00508B102 1216 22600 SOLE 22600
ACUSON CORP COMMON STOCK 005113105 6436 435000 SOLE 435000
ADAC LABORATORIES COMMON STOCK 005313200 344 25000 SOLE 25000
ADAPTEC INC. COMMON STOCK 00651F108 13210 342000 SOLE 342000
ADAPTEC INC CONVERTIBLE BOND 00651FAC2 5565 6000000 SOLE 6000000
ADELPHIA COMM CL A COMMON STOCK 006848105 490 10000 SOLE 10000
A.F.P. PROVIDA S.A. ADR COMMON STOCK 00709P108 1353 63300 SOLE 63300
ADOBE SYSTEMS INC. COMMON STOCK 00724F101 66654 598800 SOLE 598800
ADVANCE PARADIGM INC COMMON STOCK 007491103 2944 242000 SOLE 242000
ADVANCED DIGITAL INFO COMMON STOCK 007525108 1302 38000 SOLE 38000
ADVANCDED MARKETING SVCS COMMON STOCK 00753T105 1691 81500 SOLE 81500
ADVANCED FIBRER COMM COMMON STOCK 00754A105 29242 466100 SOLE 466100
ADVANCED RADIO TELECOM COMMON STOCK 00754U101 4969 150000 SOLE 150000
ADVO INC. COMMON STOCK 007585102 2950 118000 SOLE 118000
AEROFLEX INC COMMON STOCK 007768104 10148 180000 SOLE 180000
ADVANCED MICRO DEVICES COMMON STOCK 007903107 14020 245700 SOLE 245700
AEGON NV ADR COMMON STOCK 007924103 515 6390 SOLE 6390
ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 464 9100 SOLE 9100
ADVENT SOFTWARE INC COMMON STOCK 007974108 23313 503650 SOLE 503650
AETHER SYSTEMS INC COMMON STOCK 00808V105 65920 333900 SOLE 333900
AETNA INC COMMON STOCK 008117103 31876 573200 SOLE 573200
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 14725 243300 SOLE 243300
AFFYMETRIX, INC. COMMON STOCK 00826T108 82784 526550 SOLE 526550
AFFYMETRIX INC 4.75 144A CONVERTIBLE BOND 00826TAC2 4813 6000000 SOLE 6000000
AGRIBRANDS INTL INC COMMON STOCK 00849R105 8010 203760 SOLE 203760
AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 6 200 SOLE 200
AIRGATE PCS INC COMMON STOCK 009367103 2650 25150 SOLE 25150
AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 547 3400 SOLE 3400
ALAMOSA PCS HOLDINGS INC COMMON STOCK 011593100 3399 90100 SOLE 90100
ALASKA AIRGROUP COMMON STOCK 011659109 20022 666000 SOLE 666000
ALBANY INTL CORP CL A COMMON STOCK 012348108 2429 163993 SOLE 163993
ALBERTO-CULVER CO CL B COMMON STOCK 013068101 1831 76900 SOLE 76900
ALBERTSON'S INC COMMON STOCK 013104104 14407 465050 SOLE 465050
ALCOA INC COMMON STOCK 013817101 140338 1997700 SOLE 1997700
ALEXION PHARMACEUTICALS COMMON STOCK 015351109 8196 117500 SOLE 117500
ALFA CORPORATION COMMON STOCK 015385107 178 10000 SOLE 10000
ALLAIRE CORP COMMON STOCK 016714107 17599 232000 SOLE 232000
ALLEGHENY ENERGY INC COMMON STOCK 017361106 30622 1111000 SOLE 1111000
ALLEGHENY TECH., INC. COMMON STOCK 01741R102 14 700 SOLE 700
ALLERGAN INCORPORATED COMMON STOCK 018490102 32535 625200 SOLE 625200
ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 6270 106500 SOLE 106500
ALLIED RISER COMMUN COMMON STOCK 019496108 7120 205900 SOLE 205900
ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 263 40000 SOLE 40000
ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 38740 759600 SOLE 759600
ALLOY ONLINE INC. COMMON STOCK 019855105 5130 306400 SOLE 306400
ALLSCRIPTS INC COMMON STOCK 019886100 3006 50000 SOLE 50000
ALLSTATE CORPORATION COMMON STOCK 020002101 33393 1402800 SOLE 1402800
ALLTEL CORP COMMON STOCK 020039103 24027 381000 SOLE 381000
ALPHA INDUSTRIES INC COMMON STOCK 020753109 14607 152700 SOLE 152700
ALPHARMA INC - CL A COMMON STOCK 020813101 4443 113900 SOLE 113900
ALTEON WEBSYSTEMS INC COMMON STOCK 02145A109 1017 2400 SOLE 2400
ALZA CORP CL. A COMMON STOCK 022615108 123785 3300600 SOLE 3300600
ALZA CORP CV CONVERTIBLE BOND 022615AC2 7838 15000000 SOLE 15000000
AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 19495 387000 SOLE 387000
AMCOL INT'L CORP COMMON STOCK 02341W103 4766 275000 SOLE 275000
AMERADA HESS CORP. COMMON STOCK 023551104 85499 1323000 SOLE 1323000
AMEREN CORP COMMON STOCK 023608102 10841 350400 SOLE 350400
AMERICA ONLINE INC. COMMON STOCK 02364J104 1809 26900 SOLE 26900
AMERICA ONLINE INC CV CONVERTIBLE BOND 02364JAC8 8306 10000000 SOLE 10000000
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 28878 736200 SOLE 736200
AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 88833 600470 SOLE 600470
AMERICAN GENERAL COMMON STOCK 026351106 50238 895400 SOLE 895400
AMER GREETINGS CORP COMMON STOCK 026375105 1442 79000 SOLE 79000
AMER GEN MIPS 6.0 NVT CV PREFERRED STOCK 02637G200 5325 75000 SOLE 75000
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 479824 8952680 SOLE 8952680
AMERICAN INTERNATIONAL GP COMMON STOCK 026874107 74820 704306 SOLE 704306
AMER MANAGEMENT SYSTEMS COMMON STOCK 027352103 1783 40700 SOLE 40700
AMERICAN POWER CONVERSION COMMON STOCK 029066107 124 2900 SOLE 2900
AMER SOFTWARE, INC. COMMON STOCK 029683109 4347 310300 SOLE 310300
AMERICAN STANDARD COS INC COMMON STOCK 029712106 42191 1140300 SOLE 1140300
AMERICAN TOWER CORP 144A CONVERTIBLE BOND 029912AE2 16800 15000000 SOLE 15000000
AMERICAN SUPERCONDUCTOR COMMON STOCK 030111108 16688 375000 SOLE 375000
AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 7740 516000 SOLE 516000
AMERITRADE HLDG CORP 144A CONVERTIBLE BOND 03072HAA7 3320 4000000 SOLE 4000000
AMERITRADE HLDG CORP CONVERTIBLE BOND 03072HAB5 3320 4000000 SOLE 4000000
AMERUS LIFE HOLDINGS COMMON STOCK 030732101 181 10000 SOLE 10000
AMGEN INCORPORATED COMMON STOCK 031162100 591973 9568310 SOLE 9568310
AMKOR TECHNOLOGY INC COMMON STOCK 031652100 21558 407000 SOLE 407000
AMPHENOL CORP. CL A COMMON STOCK 032095101 1299 12700 SOLE 12700
AMSOUTH BANCORPORATION COMMON STOCK 032165102 2389 142500 SOLE 142500
ANADARKO PETROLEM COMMON STOCK 032511107 35693 922600 SOLE 922600
ANADIGICS INC COMMON STOCK 032515108 6637 99300 SOLE 99300
ANALOG DEVICES INC. COMMON STOCK 032654105 177938 2206800 SOLE 2206800
ANALYSTS INTL CORP COMMON STOCK 032681108 707 71600 SOLE 71600
ANAREN MICROWAVE INC COMMON STOCK 032744104 3404 35500 SOLE 35500
ANCOR COMMUNICATIONS INC COMMON STOCK 03332K108 6169 150000 SOLE 150000
ANDRX CORP COMMON STOCK 034551101 35401 306500 SOLE 306500
ANGLOGOLD LTD- SPON ADR COMMON STOCK 035128206 1152 48000 SOLE 48000
ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 124632 1996100 SOLE 1996100
ANICOM INC COMMON STOCK 035250109 2565 421700 SOLE 421700
ANIXTER INTL INC COMMON STOCK 035290105 1059 38000 SOLE 38000
ANNTAYLOR STORES INC. COMMON STOCK 036115103 8970 390000 SOLE 390000
ANTEC CORPORATION COMMON STOCK 03664P105 29405 656000 SOLE 656000
ANTHRACITE CAPITAL INC COMMON STOCK 037023108 6298 885600 SOLE 885600
ANTIGENICS INC/DEL COMMON STOCK 037032109 117 5000 SOLE 5000
APACHE CORPORATION COMMON STOCK 037411105 7726 182600 SOLE 182600
APACHE CORP 6.5 CV ACES PREFERRED STOCK 037411600 6525 145000 SOLE 145000
APEX INC. COMMON STOCK 037548104 446 12000 SOLE 12000
APPLE COMPUTER INC COMMON STOCK 037833100 117802 876200 SOLE 876200
APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 205 7300 SOLE 7300
APPLIED MATERIALS INC. COMMON STOCK 038222105 8633 91600 SOLE 91600
APPLIED POWER CL A COMMON STOCK 038225108 9662 339000 SOLE 339000
APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 60775 405000 SOLE 405000
APPLIED SIGNAL TECH COMMON STOCK 038237103 1199 70000 SOLE 70000
APPNET INC COMMON STOCK 03831Q101 5121 109050 SOLE 109050
APROPOS TECHNOLOGY INC COMMON STOCK 038334108 704 18900 SOLE 18900
ARCH CHEMICALS INC COMMON STOCK 03937R102 1282 64100 SOLE 64100
ARCH COAL INC COMMON STOCK 039380100 0 49 SOLE 49
ARCHSTONE COMM TRUST COMMON STOCK 039581103 11152 559600 SOLE 559600
ARKANSAS BEST CORP COMMON STOCK 040790107 100 9500 SOLE 9500
ARMOR HOLDINGS INC COMMON STOCK 042260109 3979 361700 SOLE 361700
ARROW ELECTRONICS INC COMMON STOCK 042735100 6486 184000 SOLE 184000
ARROW INTERNATIONAL INC COMMON STOCK 042764100 1161 37000 SOLE 37000
ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 10122 152300 SOLE 152300
ARTHROCARE CORP COMMON STOCK 043136100 552 6000 SOLE 6000
ARVIN INDUSTRIES COMMON STOCK 043339100 3550 156900 SOLE 156900
ASHANTI GOLDFIELDS GDR COMMON STOCK 043743202 736 346120 SOLE 346120
ASHLAND INC COMMON STOCK 044204105 7 200 SOLE 200
ASPECT DEVELOPMENT INC COMMON STOCK 045234101 16094 500000 SOLE 500000
ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 7893 220000 SOLE 220000
ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 13713 370000 SOLE 370000
ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 14535 360000 SOLE 360000
AT HOME CORP CONVERTIBLE BOND 045919AC1 6504 12300000 SOLE 12300000
ASSOCIATES FIRST CAP COMMON STOCK 046008108 106183 4968800 SOLE 4968800
ASTROPOWER COMMON STOCK 04644A101 6678 207350 SOLE 207350
ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 53123 909000 SOLE 909000
*** ATLANTIC RICHFIELD C COMMON STOCK 048825103 139747 1644900 SOLE 1644900
ATMEL CORP COMMON STOCK 049513104 133337 2582800 SOLE 2582800
AUDIOVOX CORP -CL A COMMON STOCK 050757103 23406 534300 SOLE 534300
AUTOMATIC DATA PROC COMMON STOCK 053015103 63574 1317600 SOLE 1317600
AUTONATION INC. COMMON STOCK 05329W102 31013 3907500 SOLE 3907500
AUTOZONE INC. COMMON STOCK 053332102 11100 400000 SOLE 400000
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 14635 400332 SOLE 400332
AVANT! INC COMMON STOCK 053487104 625 50000 SOLE 50000
AVERY-DENNISON CORP COMMON STOCK 053611109 66137 1083100 SOLE 1083100
AVID TECHNOLOGY INC COMMON STOCK 05367P100 6078 320000 SOLE 320000
AVIS GROUP HOLDINGS, INC. COMMON STOCK 053790101 13889 788000 SOLE 788000
AVON PRODUCTS INC COMMON STOCK 054303102 41269 1420000 SOLE 1420000
AXA -SPON ADR COMMON STOCK 054536107 6172 86100 SOLE 86100
AXENT TECHNOLOGIES INC COMMON STOCK 05459C108 5644 300000 SOLE 300000
BB&T CORPORATION COMMON STOCK 054937107 8009 285400 SOLE 285400
BJ SERVICES CO COMMON STOCK 055482103 1108 15000 SOLE 15000
BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 42294 1095000 SOLE 1095000
BMC INDUSTRIES INC. COMMON STOCK 055607105 2482 477200 SOLE 477200
BP AMOCO PLC - ADR COMMON STOCK 055622104 39803 754974 SOLE 754974
BMC SOFTWARE INC. COMMON STOCK 055921100 77341 1566500 SOLE 1566500
BALDOR ELECTRIC COMMON STOCK 057741100 5874 325200 SOLE 325200
BALL CORP COMMON STOCK 058498106 8962 259300 SOLE 259300
BANDAG INC COMMON STOCK 059815100 1219 53000 SOLE 53000
BANK OF AMERICA CORP. COMMON STOCK 060505104 169370 3263557 SOLE 3263557
BANK OF N Y CO COMMON STOCK 064057102 31172 750000 SOLE 750000
BANK ONE CORP COMMON STOCK 06423A103 49949 1463000 SOLE 1463000
C R BARD, INCORPORATED COMMON STOCK 067383109 89016 2297600 SOLE 2297600
BARRICK GOLD CORP COMMON STOCK 067901108 7767 495000 SOLE 495000
BARRA INC COMMON STOCK 068313105 407 12000 SOLE 12000
BATTLE MTN GOLD CL A COMMON STOCK 071593107 773 398800 SOLE 398800
BATTLE MT GLD 6.5 NVT CV PREFERRED STOCK 071593305 886 33900 SOLE 33900
BAUSCH & LOMB INC COMMON STOCK 071707103 9764 187300 SOLE 187300
BAXTER INTERNATIONAL COMMON STOCK 071813109 27546 440000 SOLE 440000
BBV BANCO BHIF ADR COMMON STOCK 073297103 1227 73500 SOLE 73500
BEA SYSTEMS INC COMMON STOCK 073325102 22013 200000 SOLE 200000
BEA SYSTEMS INC CV 144A CONVERTIBLE BOND 073325AC6 6263 5000000 SOLE 5000000
BEAR STEARNS COMMON STOCK 073902108 13528 296500 SOLE 296500
BEBE STORES INC COMMON STOCK 075571109 3 200 SOLE 200
BECTON DICKINSON & COMPAN COMMON STOCK 075887109 38093 1447700 SOLE 1447700
BED BATH & BEYOND INC. COMMON STOCK 075896100 36341 935800 SOLE 935800
BELDEN INC COMMON STOCK 077459105 5217 189700 SOLE 189700
BELL ATLANTIC CORPORATION COMMON STOCK 077853109 407471 6666200 SOLE 6666200
BELLSOUTH CORPORATION COMMON STOCK 079860102 298412 6349200 SOLE 6349200
BEMIS COMPANY, INC. COMMON STOCK 081437105 6394 173400 SOLE 173400
BERKSHIRE HATHAWAY- A COMMON STOCK 084670108 31231 546 SOLE 546
BEST BUY COMPANY INC. COMMON STOCK 086516101 307837 3657500 SOLE 3657500
BINDVIEW DEVELOPMENT CORP COMMON STOCK 090327107 29719 955200 SOLE 955200
BIOCRYST PHARM INC COMMON STOCK 09058V103 683 25000 SOLE 25000
BIOGEN INC. COMMON STOCK 090597105 235962 3228100 SOLE 3228100
BIOMET INC. COMMON STOCK 090613100 9050 248800 SOLE 248800
BLANCH E W/HOLDINGS INC COMMON STOCK 093210102 914 45700 SOLE 45700
H & R BLOCK INCORPORATED COMMON STOCK 093671105 34741 776400 SOLE 776400
BLUE WAVE SYSTEMS INC COMMON STOCK 096081104 4800 300000 SOLE 300000
BLUESTONE SOFTWARE COMMON STOCK 09623P102 118 3500 SOLE 3500
BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 210 7700 SOLE 7700
BOEING CO. COMMON STOCK 097023105 329810 8693500 SOLE 8693500
BOISE CASCADE CORP COMMON STOCK 097383103 9028 259800 SOLE 259800
BORDERS GROUP COMMON STOCK 099709107 3094 180000 SOLE 180000
BOSTON PROPERTIES COMMON STOCK 101121101 36737 1155000 SOLE 1155000
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 2757 161000 SOLE 161000
BRAUN CONSULTING COMMON STOCK 105651103 3338 102700 SOLE 102700
BRAUNS FASHIONS CORP COMMON STOCK 105658108 1199 47500 SOLE 47500
BRIGGS & STRATTON CORP COMMON STOCK 109043109 9870 240000 SOLE 240000
BRINKER INTL INC. COMMON STOCK 109641100 36716 1237300 SOLE 1237300
BRISTOL-MYERS COMMON STOCK 110122108 285559 4944800 SOLE 4944800
BROADCOM CORP COMMON STOCK 111320107 35127 148000 SOLE 148000
BROADWING,INC. 6.75 CV. B PREFERRED STOCK 111620407 4640 80000 SOLE 80000
BROCADE COMM SYSTEMS COMMON STOCK 111621108 17142 95600 SOLE 95600
BROOKS AUTOMATION INC COMMON STOCK 11434A100 26672 466750 SOLE 466750
BROOKTROUT INC COMMON STOCK 114580103 696 24000 SOLE 24000
BROWN-FORMAN CORP COMMON STOCK 115637209 1671 30700 SOLE 30700
TOM BROWN INC COMMON STOCK 115660201 257 14000 SOLE 14000
BROWN SHOE COMPANY INC COMMON STOCK 115736100 288 24000 SOLE 24000
BRUNSWICK CORPORATION COMMON STOCK 117043109 23242 1227300 SOLE 1227300
BUCA INC COMMON STOCK 117769109 4803 371800 SOLE 371800
BURLINGTON INDS INC COMMON STOCK 121693105 1225 280000 SOLE 280000
BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 41316 1867400 SOLE 1867400
BURLINGTON RESOURCES INC. COMMON STOCK 122014103 3386 91500 SOLE 91500
BURR-BROWN CORP COMMON STOCK 122574106 353 6500 SOLE 6500
BURR-BROWN CORP 144A CONVERTIBLE BOND 122574AD8 5046 4500000 SOLE 4500000
BUSH BOAKE ALLEN INC. COMMON STOCK 123162109 612 22000 SOLE 22000
BUSINESS OBJECTS SA ADR COMMON STOCK 12328X107 32099 322600 SOLE 322600
C&D TECHNOLOGIES INC COMMON STOCK 124661109 4443 75300 SOLE 75300
CAIS INTERNET INC COMMON STOCK 12476Q102 4217 172500 SOLE 172500
CBS CORP COMMON STOCK 12490K107 203288 3589810 SOLE 3589810
C-BRIDGE INTERNET SOLUTNS COMMON STOCK 12500B105 2009 35300 SOLE 35300
C-COR.NET CORPORATION COMMON STOCK 125010108 12740 260000 SOLE 260000
C-CUBE MICROSYSTEMS INC. COMMON STOCK 125015107 4733 65000 SOLE 65000
CDI CORP COMMON STOCK 125071100 2658 139900 SOLE 139900
CEC ENTERTAINMENT INC COMMON STOCK 125137109 217 8000 SOLE 8000
CH ROBINSON WORLDWIDE COMMON STOCK 12541W100 224 6000 SOLE 6000
CIGNA CORP COMMON STOCK 125509109 84499 1229100 SOLE 1229100
C.I.T. GROUP COMMON STOCK 125577106 21374 1097500 SOLE 1097500
CSK AUTO CORP COMMON STOCK 125965103 23414 1683400 SOLE 1683400
CNF TRANSPORTATION INC COMMON STOCK 12612W104 7215 260000 SOLE 260000
CSX CORP COMMON STOCK 126408103 12 500 SOLE 500
CT COMMUNICATIONS INC COMMON STOCK 126426402 1080 18000 SOLE 18000
CTS CORP COMMON STOCK 126501105 11759 206300 SOLE 206300
CVS CORP COMMON STOCK 126650100 174200 4648200 SOLE 4648200
CV THERAPEUTICS INC COMMON STOCK 126667104 17919 357050 SOLE 357050
CV THERAPEUTICS INC 144A CONVERTIBLE BOND 126667AA2 1658 2000000 SOLE 2000000
CABLEVISION SYSTEMS CL A COMMON STOCK 12686C109 608 10000 SOLE 10000
CABLETRON SYSTEMS, INC. COMMON STOCK 126920107 27088 924100 SOLE 924100
CABLE DESIGN TECHNOLOGIES COMMON STOCK 126924109 1120 33000 SOLE 33000
CABOT CORP COMMON STOCK 127055101 6100 59100 SOLE 59100
CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 3358 185900 SOLE 185900
CACI INTERNATIONAL CL A COMMON STOCK 127190304 898 20000 SOLE 20000
CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 338055 16323360 SOLE 16323360
CAL DIVE INTL INC COMMON STOCK 127914109 5280 104800 SOLE 104800
CALLAWAY GOLF CO. COMMON STOCK 131193104 17980 1160000 SOLE 1160000
CALLON PETROLUEM CORP COMMON STOCK 13123X102 218 18000 SOLE 18000
CALPINE CORP COMMON STOCK 131347106 156331 1653100 SOLE 1653100
CALPINE 5.5 CV 144A TIDES PREFERRED STOCK 13134E200 6009 110000 SOLE 110000
CAMBREX CORP COMMON STOCK 132011107 7939 182500 SOLE 182500
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 3312 122400 SOLE 122400
CAMINUS CORP COMMON STOCK 133766105 6314 315700 SOLE 315700
CAMPBELL SOUP CO COMMON STOCK 134429109 145 4700 SOLE 4700
CANADIAN 88 ENERGY CORP COMMON STOCK 13566G509 10 7000 SOLE 7000
CANADIAN PACIFIC LTD NEW COMMON STOCK 135923100 105588 4719000 SOLE 4719000
CANDELA CORP COMMON STOCK 136907102 1392 101250 SOLE 101250
CANANDAIGUA WINE CO CL A COMMON STOCK 137219200 4626 90700 SOLE 90700
CAPITAL ONE FINANCIAL CP COMMON STOCK 14040H105 3955 82500 SOLE 82500
CARDINAL HEALTH INC COMMON STOCK 14149Y108 35778 779900 SOLE 779900
CARLISLE COS INC COMMON STOCK 142339100 5388 134700 SOLE 134700
CARNIVAL CORP CL A COMMON STOCK 143658102 84668 3912000 SOLE 3912000
CAROLINA PWR & LIGHT COMMON STOCK 144141108 6173 190300 SOLE 190300
CARPENTER TECHNOLOGY COMMON STOCK 144285103 229 11000 SOLE 11000
CARRAMERICA REALTY GROUP COMMON STOCK 144418100 2598 123000 SOLE 123000
CARRIER ACCESS CORP COMMON STOCK 144460102 852 16000 SOLE 16000
CARRIER1 INTL SA -ADR COMMON STOCK 144500303 4846 195900 SOLE 195900
CATALINA MARKETING CORP COMMON STOCK 148867104 8910 88000 SOLE 88000
CATERPILLAR INC COMMON STOCK 149123101 42005 1065100 SOLE 1065100
CELESTIAL SEASONINGS INC COMMON STOCK 151016102 378 11000 SOLE 11000
CELESTICA INC COMMON STOCK 15101Q108 13000 245000 SOLE 245000
CELGENE CORPORATION COMMON STOCK 151020104 20679 207700 SOLE 207700
CENDANT CORPORATION COMMON STOCK 151313103 7 400 SOLE 400
CENTEX CORP COMMON STOCK 152312104 18812 790000 SOLE 790000
CENTIGRAM COMMUNICATIONS COMMON STOCK 152317103 570 25500 SOLE 25500
CENTEX CONSTRUCTION INC COMMON STOCK 15231R109 6665 253900 SOLE 253900
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 9287 544400 SOLE 544400
CENTRAL GARDEN & PET CO CONVERTIBLE BOND 153527AC0 2254 3000000 SOLE 3000000
CENTRAL NEWSPAPERS - CL A COMMON STOCK 154647101 6234 185400 SOLE 185400
CENTRAL PARKING CORP COMMON STOCK 154785109 2880 144000 SOLE 144000
CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 921 67000 SOLE 67000
CENTURYTEL INC. COMMON STOCK 156700106 16513 444800 SOLE 444800
CERIDIAN CORP COMMON STOCK 15677T106 5277 275000 SOLE 275000
CERUS CORP COMMON STOCK 157085101 965 20000 SOLE 20000
CHAMPION INTL CORP COMMON STOCK 158525105 82708 1553200 SOLE 1553200
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 19805 945450 SOLE 945450
CHARMING SHOPPES COMMON STOCK 161133103 472 83000 SOLE 83000
CHARTER COMMUN INC -A COMMON STOCK 16117M107 23222 1619800 SOLE 1619800
CHARTERED SEMICOND -ADR COMMON STOCK 16133R106 6589 70000 SOLE 70000
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 294436 3378022 SOLE 3378022
CHECKFREE HOLDINGS 144A CONVERTIBLE BOND 162816AA0 3349 3000000 SOLE 3000000
CHECKPOINT SYSTEMS CONVERTIBLE BOND 162825AB9 1526 2200000 SOLE 2200000
CHELSA GCA REALTY COMMON STOCK 163262108 2813 97000 SOLE 97000
CHEMED CORP COMMON STOCK 163596109 2139 68300 SOLE 68300
CHESAPEAKE 7.0 NVT CV PREFERRED STOCK 165167305 10793 289750 SOLE 289750
CHEVRON CORPORATION COMMON STOCK 166751107 247786 2681200 SOLE 2681200
CHIEFTAIN INTL INC COMMON STOCK 16867C101 31170 1548800 SOLE 1548800
CHIQUITA 7.5 NVT CV SR B PREFERRED STOCK 170032502 2307 110300 SOLE 110300
CHOICEPOINT INC COMMON STOCK 170388102 9718 260000 SOLE 260000
CHOICE ONE COMMUNICATIONS COMMON STOCK 17038P104 436 12150 SOLE 12150
CHUBB CORPORATION COMMON STOCK 171232101 6074 89900 SOLE 89900
CIENA CORP COMMON STOCK 171779101 59279 470000 SOLE 470000
CINAR CORP CLASS B COMMON STOCK 171905300 1991 257600 SOLE 257600
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 10298 273700 SOLE 273700
CINERGY CORP COMMON STOCK 172474108 22 1000 SOLE 1000
CIRCUIT CITY STORES- CIR COMMON STOCK 172737108 170159 2884185 SOLE 2884185
CIRCOR INTERNATIONAL INC COMMON STOCK 17273K109 998 75000 SOLE 75000
CIRRUS LOGIC INC COMMON STOCK 172755100 16516 905000 SOLE 905000
CIRRUS LOGIC INC 144A CONVERTIBLE BOND 172755AA8 9955 11000000 SOLE 11000000
CIRRUS LOGIC INC CONVERTIBLE BOND 172755AC4 6335 7000000 SOLE 7000000
CISCO COMMON STOCK 17275R102 1478737 18910610 SOLE 18910610
CITADEL COMMUNICATIONS COMMON STOCK 172853202 8469 201500 SOLE 201500
CITIGROUP INC. COMMON STOCK 172967101 1196121 20233247 SOLE 20233247
CITRIX SYSTEMS COMMON STOCK 177376100 198852 2879800 SOLE 2879800
CITRIX SYSTEMS CONVERTIBLE BOND 177376AB6 2831 3000000 SOLE 3000000
CLARENT CORP COMMON STOCK 180461105 31416 347900 SOLE 347900
CLEAR CHANNEL COMM. COMMON STOCK 184502102 2072 30000 SOLE 30000
CLOROX CO. COMMON STOCK 189054109 10 300 SOLE 300
COASTAL CORP COMMON STOCK 190441105 79934 1738200 SOLE 1738200
COFLEXIP SPONSORED ADR COMMON STOCK 192384105 13152 240400 SOLE 240400
COGNEX CORPORATION COMMON STOCK 192422103 24027 416500 SOLE 416500
COHERENT INC. COMMON STOCK 192479103 125840 2420000 SOLE 2420000
COHU INC COMMON STOCK 192576106 1501 36000 SOLE 36000
COINSTAR INC COMMON STOCK 19259P300 9 700 SOLE 700
KENNETH COLE PROD-A COMMON STOCK 193294105 5216 132900 SOLE 132900
COLLATERAL THERAPEUTICS COMMON STOCK 193921103 439 10000 SOLE 10000
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 5925 100000 SOLE 100000
COMCAST CORP CL A SPCL COMMON STOCK 200300200 271389 6106800 SOLE 6106800
COMMERCE GROUP INC COMMON STOCK 200641108 1180 40000 SOLE 40000
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 6008 362500 SOLE 362500
COMMERCIAL METALS CO COMMON STOCK 201723103 544 19700 SOLE 19700
COMMSCOPE INC COMMON STOCK 203372107 21624 482600 SOLE 482600
COMMSCOPE 144A CONVERTIBLE BOND 203372AA5 8391 7000000 SOLE 7000000
BRASIL DIS PAO ACU - ADR COMMON STOCK 20440T201 1562 43700 SOLE 43700
CIA CERVEJARIA BRAHMA ADR COMMON STOCK 20440X103 2100 97200 SOLE 97200
CIA PARANENSE ENER SP ADR COMMON STOCK 20441B407 3258 383300 SOLE 383300
COMP MINAS BUENAVENTURA COMMON STOCK 204448104 2100 120000 SOLE 120000
COMPAQ COMPUTER CORP. COMMON STOCK 204493100 37038 1381100 SOLE 1381100
COMPASS BANCSHARES INC COMMON STOCK 20449H109 3290 165000 SOLE 165000
COMPUCREDIT CORP COMMON STOCK 20478N100 8794 243000 SOLE 243000
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 264604 4245600 SOLE 4245600
COMPUTER NETWORK TECH CP COMMON STOCK 204925101 2625 150000 SOLE 150000
COMPUTER SCIENCES CORP COMMON STOCK 205363104 4882 61700 SOLE 61700
COMPUWARE CORP COMMON STOCK 205638109 50672 2397700 SOLE 2397700
COMSTOCK RESOURCES INC COMMON STOCK 205768203 963 175000 SOLE 175000
COMVERSE TECHNOLOGY INC. COMMON STOCK 205862402 38178 202000 SOLE 202000
COMVERSE TECH CONVERTIBLE BOND 205862AG0 3281 750000 SOLE 750000
CONAGRA INC. COMMON STOCK 205887102 7785 429500 SOLE 429500
COM21 INC COMMON STOCK 205937105 24152 512900 SOLE 512900
CONCORD CAMERA CORP COMMON STOCK 206156101 550 10000 SOLE 10000
CONECTIV INC COMMON STOCK 206829103 6409 366200 SOLE 366200
CONEXANT SYSTEMS WI COMMON STOCK 207142100 30672 432000 SOLE 432000
CONEXANT SYSTEMS INC 144A CONVERTIBLE BOND 207142AD2 7310 8000000 SOLE 8000000
CONOCO INC CL A COMMON STOCK 208251306 3398 138000 SOLE 138000
CONOCO INC - CL B WI COMMON STOCK 208251405 66431 2598100 SOLE 2598100
CONSECO INC COMMON STOCK 208464107 26306 2450000 SOLE 2450000
CONSOLIDATED EDISON INC COMMON STOCK 209115104 3843 132500 SOLE 132500
CONSTELLATION ENERGY GRP COMMON STOCK 210371100 14564 456900 SOLE 456900
CONTINENTAL AIRLINES CL B COMMON STOCK 210795308 57635 1410036 SOLE 1410036
COOPER CAMERON CORP COMMON STOCK 216640102 9303 140500 SOLE 140500
COOPER COMPANIES INC COMMON STOCK 216648402 1770 55000 SOLE 55000
COOPER INDUSTRIES INC COMMON STOCK 216669101 25678 734158 SOLE 734158
COOPER TIRE & RUBBER COMMON STOCK 216831107 3313 263700 SOLE 263700
COORS (ADOLPH) - CL B COMMON STOCK 217016104 39037 816900 SOLE 816900
COORSTEK INC COMMON STOCK 217020106 604 15000 SOLE 15000
COPART INC. COMMON STOCK 217204106 7061 401900 SOLE 401900
COPPER MOUNTAIN NETWORKS COMMON STOCK 217510106 31923 364600 SOLE 364600
COR THERAPEURTICS 144A CONVERTIBLE BOND 217753AC6 1753 1500000 SOLE 1500000
CORINTHIAN SCHOOLS INC COMMON STOCK 218868107 4941 308100 SOLE 308100
CORN PRODUCTS INTL INC COMMON STOCK 219023108 5108 212300 SOLE 212300
CORNERSTONE PROPERTIES COMMON STOCK 21922H103 12397 711300 SOLE 711300
CORNING INC. COMMON STOCK 219350105 235076 1212600 SOLE 1212600
CORPORATE EXECUTIVE BOARD COMMON STOCK 21988R102 18094 356600 SOLE 356600
CORSAIR COMM INC COMMON STOCK 220406102 287 15000 SOLE 15000
CORVEL CORP COMMON STOCK 221006109 5600 215400 SOLE 215400
COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 21 400 SOLE 400
COUNTRY WIDE CR IND INC COMMON STOCK 222372104 25757 978300 SOLE 978300
COVANCE INC COMMON STOCK 222816100 3021 281000 SOLE 281000
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 323 12500 SOLE 12500
COX COMMUNICATIONS INC.A COMMON STOCK 224044107 21825 450000 SOLE 450000
CRANE CO COMMON STOCK 224399105 3487 148000 SOLE 148000
CREDENCE SYSTEMS CORP COMMON STOCK 225302108 30305 242200 SOLE 242200
CREO PRODUCTS INC WI COMMON STOCK 225606102 8727 200800 SOLE 200800
CRIIMI MAE 10.875 NVT CV PREFERRED STOCK 226603207 5181 337000 SOLE 337000
CRITICAL PATH INC. COMMON STOCK 22674V100 11900 140000 SOLE 140000
CROSS TIMBERS OIL CO COMMON STOCK 227573102 1110 85000 SOLE 85000
CROSSMANN COMMUNITIES INC COMMON STOCK 22764E109 87 5500 SOLE 5500
CROSSROADS SYSTEMS INC COMMON STOCK 22765D100 258 2500 SOLE 2500
CUBIST PHARMACEUTICALS COMMON STOCK 229678107 14387 340800 SOLE 340800
CUMMINS ENGINE COMPANY COMMON STOCK 231021106 3133 83400 SOLE 83400
CUMULUS MEDIA INC - CL A COMMON STOCK 231082108 674 43300 SOLE 43300
CURAGEN CORP COMMON STOCK 23126R101 12155 150000 SOLE 150000
CURTISS-WRIGHT CORP COMMON STOCK 231561101 366 10000 SOLE 10000
CYBEX COMPUTER PRODUCTS COMMON STOCK 232522102 790 21000 SOLE 21000
CYMER INC COMMON STOCK 232572107 1145 22900 SOLE 22900
CYPRESS COMMUNICATIONS COMMON STOCK 232743104 4575 186900 SOLE 186900
CYPRESS SEMICONDUCTOR INC COMMON STOCK 232806109 119726 2467900 SOLE 2467900
CYPRESS SEMICONDUCTOR CONVERTIBLE BOND 232806AE9 8149 6500000 SOLE 6500000
CYSIVE INC COMMON STOCK 23281T108 384 5600 SOLE 5600
CYTEC INDUSTRIES INC COMMON STOCK 232820100 766 25000 SOLE 25000
CYTYC CORPORATION COMMON STOCK 232946103 9409 195000 SOLE 195000
DBT ONLINE INC COMMON STOCK 233044106 2441 161500 SOLE 161500
DST SYSTEMS INC. COMMON STOCK 233326107 6689 103000 SOLE 103000
DSP GROUP COMMON STOCK 23332B106 32406 490500 SOLE 490500
DTE ENERGY CO COMMON STOCK 233331107 10565 364300 SOLE 364300
DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 10727 305400 SOLE 305400
DAMARK INTERNATIONAL INC COMMON STOCK 235691102 5719 150000 SOLE 150000
DANA CORP COMMON STOCK 235811106 8667 308100 SOLE 308100
DANAHER CORP COMMON STOCK 235851102 7421 145500 SOLE 145500
DANKA BUSINESS SYS ADR COMMON STOCK 236277109 1103 180000 SOLE 180000
DANKA BUSINESS SYSTEMS CONVERTIBLE BOND 236277AB5 3968 5550000 SOLE 5550000
DARDEN RESTAURANTS INC COMMON STOCK 237194105 12561 705200 SOLE 705200
DATA RETURN CORP COMMON STOCK 23785M104 4615 123500 SOLE 123500
DATASCOPE CORP COMMON STOCK 238113104 1559 49100 SOLE 49100
DATASTREAM SYSTEMS INC COMMON STOCK 238124101 6525 225000 SOLE 225000
DAVOX CORP. COMMON STOCK 239208101 508 19000 SOLE 19000
DE BEERS CONS MINES LTD COMMON STOCK 240253302 3854 168000 SOLE 168000
DEERE & COMPANY COMMON STOCK 244199105 4279 112600 SOLE 112600
DEL MONTE FOODS CO COMMON STOCK 24522P103 6189 579100 SOLE 579100
DELL COMPUTER CORP. COMMON STOCK 247025109 92524 1767500 SOLE 1767500
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 35964 2247631 SOLE 2247631
DELTA AIR LINES INC COMMON STOCK 247361108 28089 527500 SOLE 527500
DELTEK SYSTEMS INC COMMON STOCK 24785A108 1398 91300 SOLE 91300
DELUXE CORPORATION COMMON STOCK 248019101 26698 1008500 SOLE 1008500
DENTSPLY INTL INC COMMON STOCK 249030107 10709 377400 SOLE 377400
DEVELOPERS DIVERS REALTY COMMON STOCK 251591103 3497 252000 SOLE 252000
DEVON ENERGY CORP COMMON STOCK 25179M103 66662 1372700 SOLE 1372700
DEXTER CORP. COMMON STOCK 252165105 34565 652800 SOLE 652800
DIAGEO PLC- ADR COMMON STOCK 25243Q205 38635 1350000 SOLE 1350000
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 3994 400000 SOLE 400000
DIAMOND OFFSHORE CNVLL CONVERTIBLE BOND 25271CAA0 8588 7500000 SOLE 7500000
DIAMOND TECH PARTNERS INC COMMON STOCK 252762109 717 10900 SOLE 10900
DIGIMARC CORP COMMON STOCK 253807101 5736 129800 SOLE 129800
DIGTAL LIGHTWAVE COMMON STOCK 253855100 6562 105300 SOLE 105300
DIGITAL ISLAND INC CONVERTIBLE BOND 25385NAA9 2790 4000000 SOLE 4000000
DIGITALTHINK INC COMMON STOCK 25388M100 3389 86000 SOLE 86000
DILLARDS INC- CL A COMMON STOCK 254067101 1675 101900 SOLE 101900
DIME BANCORP INC COMMON STOCK 25429Q102 11193 605000 SOLE 605000
WALT DISNEY COMPANY COMMON STOCK 254687106 60523 1483540 SOLE 1483540
DITECH COMMUNICATIONS COMMON STOCK 25500M103 658 6200 SOLE 6200
DOBSON COMMUNIC CORP A COMMON STOCK 256069105 5289 230700 SOLE 230700
DOCUMENTUM INC COMMON STOCK 256159104 27690 355000 SOLE 355000
DOLLAR GENERAL CORP. COMMON STOCK 256669102 9729 362000 SOLE 362000
DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 16213 421800 SOLE 421800
DONALDSON CO INC COMMON STOCK 257651109 113 5000 SOLE 5000
DONNELLEY (R.R.) & SONS COMMON STOCK 257867101 5607 267800 SOLE 267800
DOVER CORP COMMON STOCK 260003108 94544 1974800 SOLE 1974800
DOW CHEMICAL CO COMMON STOCK 260543103 117762 1033000 SOLE 1033000
DOW JONES & CO INC COMMON STOCK 260561105 13386 186400 SOLE 186400
DRIL-QUIP COMMON STOCK 262037104 17408 346600 SOLE 346600
DUPONT (EI) DENEMOURS & C COMMON STOCK 263534109 411414 7780882 SOLE 7780882
DUKE ENERGY CORP COMMON STOCK 264399106 24620 468951 SOLE 468951
DUN & BRADSTREET CORP COMMON STOCK 26483B106 37591 1313900 SOLE 1313900
DYNEGY INC COMMON STOCK 26816Q101 65760 1050100 SOLE 1050100
EMC CORPORATION MASS COMMON STOCK 268648102 369903 2969163 SOLE 2969163
EMC CORP CV CONVERTIBLE BOND 268648AE2 4545 3000000 SOLE 3000000
ENSCO INTL INC COMMON STOCK 26874Q100 160204 4468900 SOLE 4468900
EOG RESOURCES INC COMMON STOCK 26875P101 39030 1843800 SOLE 1843800
EP MEDSYSTEMS INC COMMON STOCK 26881P103 3666 604700 SOLE 604700
E.PIPHANY INC COMMON STOCK 26881V100 5020 37100 SOLE 37100
E.SPIRE COMM INC COMMON STOCK 269153102 10 1416 SOLE 1416
ETEC SYSTEMS INC COMMON STOCK 26922C103 0 280000 SOLE 280000
E-TEK DYNAMICS INC COMMON STOCK 269240107 364414 1531200 SOLE 1531200
EARTHGRAINS CO COMMON STOCK 270319106 6297 423300 SOLE 423300
EAST WEST BANCORP INC. COMMON STOCK 27579R104 11063 1000000 SOLE 1000000
EASTMAN KODAK CO. COMMON STOCK 277461109 89413 1512900 SOLE 1512900
EATON CORP COMMON STOCK 278058102 38142 489000 SOLE 489000
EATON VANCE CORP COMMON STOCK 278265103 206 4800 SOLE 4800
ECHELON CORP COMMON STOCK 27874N105 6718 102200 SOLE 102200
ECOLAB INCORPORATED COMMON STOCK 278865100 8563 233400 SOLE 233400
JD EDWARDS & CO COMMON STOCK 281667105 3256 100000 SOLE 100000
EFFICIENT NETWORKS INC COMMON STOCK 282056100 93320 599100 SOLE 599100
EFFICIENT NETWORKS 144A CONVERTIBLE BOND 282056AA8 4085 4000000 SOLE 4000000
EGAIN COMMUNICATIONS CORP COMMON STOCK 28225C103 9165 280000 SOLE 280000
EGLOBE INC COMMON STOCK 282339100 185 19486 SOLE 19486
EL PASO ELEC.-NEW WI COMMON STOCK 283677854 1816 200000 SOLE 200000
EL PASO ENERGY 4.75 CV PREFERRED STOCK 283678209 7875 150000 SOLE 150000
EL PASO ENERGY CORP COMMON STOCK 283905107 7058 224700 SOLE 224700
ELAN CORP PLC ADR COMMON STOCK 284131208 272241 5818658 SOLE 5818658
ELANTEC SEMICONDUCTOR INC COMMON STOCK 284155108 368 5000 SOLE 5000
ELECTRO SCIENTIFIC COMMON STOCK 285229100 1276 22000 SOLE 22000
ELECTROGLAS INC. COMMON STOCK 285324109 12330 360000 SOLE 360000
ELECTRONIC ARTS INC. COMMON STOCK 285512109 7119 100000 SOLE 100000
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 64849 1010300 SOLE 1010300
ELECTRONICS FOR IMAGING COMMON STOCK 286082102 33540 559000 SOLE 559000
ELOQUENT INC COMMON STOCK 290140102 1626 79400 SOLE 79400
ELOYALTY CORP COMMON STOCK 290151109 239 155000 SOLE 155000
EMCOR GROUP CNV CONVERTIBLE BOND 29084QAC4 2775 3000000 SOLE 3000000
EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 157890 2986100 SOLE 2986100
EMMIS COMMUNICATIONS CORP COMMON STOCK 291525103 7252 151500 SOLE 151500
EMMIS COMM A 6.25 CV NVT PREFERRED STOCK 291525202 13545 210000 SOLE 210000
EMULEX CORP COMMON STOCK 292475209 31373 287500 SOLE 287500
ENERGY EAST CORP COMMON STOCK 29266M109 23775 1200000 SOLE 1200000
ENGELHARD CORP. COMMON STOCK 292845104 14839 982000 SOLE 982000
ENHANCE FINANCIAL SVCS GP COMMON STOCK 293310108 18538 1314225 SOLE 1314225
ENRON CORP COMMON STOCK 293561106 277214 3744600 SOLE 3744600
ENTERGY CORP COMMON STOCK 29364G103 13568 672100 SOLE 672100
ENTRUST TECHNOLOGIES COMMON STOCK 293848107 10635 125000 SOLE 125000
EQUIFAX INC. COMMON STOCK 294429105 3540 140200 SOLE 140200
EQUITABLE RESOURCES,INC. COMMON STOCK 294549100 5870 26500 SOLE 26500
EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 19208 765200 SOLE 765200
EQUITY RESIDENTIAL PROP COMMON STOCK 29476L107 15470 385000 SOLE 385000
L.M. ERICSSON ADR COMMON STOCK 294821400 292066 3098207 SOLE 3098207
ESPEED INC. CL A. COMMON STOCK 296643109 6835 130500 SOLE 130500
ESPIRITO SANTO FINL ADR COMMON STOCK 29665F200 17604 957350 SOLE 957350
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 16185 647400 SOLE 647400
ETHYL CORPORATION COMMON STOCK 297659104 131 42800 SOLE 42800
EXAR CORP COMMON STOCK 300645108 1002 14000 SOLE 14000
EXCEL TECHNOLOGY INC COMMON STOCK 30067T103 1698 48000 SOLE 48000
EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 15671 293700 SOLE 293700
EXODUS COMMUNICATIONS INC COMMON STOCK 302088109 68986 491000 SOLE 491000
EXPRESS SCRIPTS INC. COMMON STOCK 302182100 542 12900 SOLE 12900
EXTREME NETWORKS INC COMMON STOCK 30226D106 3958 49850 SOLE 49850
EXXON MOBIL CORP COMMON STOCK 30231G102 632223 8055899 SOLE 8055899
FMC CORPORATION COMMON STOCK 302491303 2085 36900 SOLE 36900
FPL GROUP INC. COMMON STOCK 302571104 16610 360600 SOLE 360600
FSI INTERNATIONAL INC COMMON STOCK 302633102 5125 250000 SOLE 250000
FX ENERGY INC COMMON STOCK 302695101 2820 470000 SOLE 470000
FACTORY 2-U STORES INC COMMON STOCK 303072102 5184 207500 SOLE 207500
FAIRMARKET INC COMMON STOCK 305158107 571 49500 SOLE 49500
FAMILY DOLLAR STORES COMMON STOCK 307000109 25928 1247000 SOLE 1247000
fEDERAL HOME LOAN MTG COMMON STOCK 313400301 430055 9732500 SOLE 9732500
FANNIE MAE COMMON STOCK 313586109 82334 1465750 SOLE 1465750
FEDERATED DEPT STORES COMMON STOCK 31410H101 68103 1631400 SOLE 1631400
FIFTH THIRD BANCORP COMMON STOCK 316773100 8113 137200 SOLE 137200
FILENET CORPORATION COMMON STOCK 316869106 803 27000 SOLE 27000
FINL SEC ASSURANCE HLDG COMMON STOCK 31769P100 22127 301300 SOLE 301300
FINISAR CORPORATION COMMON STOCK 31787A101 23267 138800 SOLE 138800
FINOVA GROUP, INC. COMMON STOCK 317928109 2993 170000 SOLE 170000
FIRST DATA CORP COMMON STOCK 319963104 75952 1716400 SOLE 1716400
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 546 22500 SOLE 22500
FIRST HEALTH GROUP CORP COMMON STOCK 320960107 6787 214600 SOLE 214600
FIRST UNION CORP (N.C.) COMMON STOCK 337358105 87097 2341180 SOLE 2341180
FIRST WORLD COMM CL B COMMON STOCK 337625305 1805 88600 SOLE 88600
FIRSTAR CORP COMMON STOCK 33763V109 1076 46900 SOLE 46900
FIRSTENERGY CORP COMMON STOCK 337932107 16356 793000 SOLE 793000
FLEET BOSTON FINANCIAL COMMON STOCK 339030108 374074 10258659 SOLE 10258659
FLEMING COMPANIES COMMON STOCK 339130106 603 20000 SOLE 20000
FLORIDA PROGRESS CORP COMMON STOCK 341109106 60751 1324900 SOLE 1324900
FLOUR CORPORATION COMMON STOCK 343861100 3540 114200 SOLE 114200
FORD MOTOR COMPANY COMMON STOCK 345370100 65709 1430500 SOLE 1430500
FOREST LABS, INC COMMON STOCK 345838106 25266 299000 SOLE 299000
FOREST OIL CORP COMMON STOCK 346091606 9031 850000 SOLE 850000
FORRESTER RESEARCH INC. COMMON STOCK 346563109 17045 314200 SOLE 314200
FORT JAMES CORP COMMON STOCK 347471104 13134 598067 SOLE 598067
FORTUNE BRANDS INC COMMON STOCK 349631101 15395 615800 SOLE 615800
FOUNDRY NETWORKS INC COMMON STOCK 35063R100 25128 174800 SOLE 174800
FOX ENTERTAINMENT GP-A COMMON STOCK 35138T107 28480 952500 SOLE 952500
FRANCE TELECOM ADN 144A CONVERTIBLE BOND 35177QAB1 4288 2500000 SOLE 2500000
FRANKLIN RESOURCES COMMON STOCK 354613101 1127 33700 SOLE 33700
FREEMARKETS INC. COMMON STOCK 356602102 290 2400 SOLE 2400
FREEPRTMCMORAN COPPER COMMON STOCK 35671D105 1391 125000 SOLE 125000
FREEPORT-MAC 7.0 NVT CV PREFERRED STOCK 35671D501 7501 506400 SOLE 506400
FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 19701 1632800 SOLE 1632800
FRONTIER OIL CORP COMMON STOCK 35914P105 24293 3239100 SOLE 3239100
H.B. FULLER CO COMMON STOCK 359694106 859 21500 SOLE 21500
FURNITURE BRANDS INTL COMMON STOCK 360921100 3857 205000 SOLE 205000
G & K SERVICES INC -CL A COMMON STOCK 361268105 6474 331200 SOLE 331200
GATX CORP COMMON STOCK 361448103 1034 27200 SOLE 27200
GST TELECOMM 144A CV CONVERTIBLE BOND 361942AA3 2055 2510000 SOLE 2510000
GPU INC COMMON STOCK 36225X100 8182 298900 SOLE 298900
GSI LUMONICS INC COMMON STOCK 36229U102 548 30000 SOLE 30000
GTE CORP. COMMON STOCK 362320103 119543 1684400 SOLE 1684400
GT GROUP TELECOM -CL B COMMON STOCK 362359408 1167 55900 SOLE 55900
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 722 22200 SOLE 22200
GANNETT CO COMMON STOCK 364730101 97716 1343100 SOLE 1343100
GAP STORES COMMON STOCK 364760108 152155 3054550 SOLE 3054550
GASONICS INTERNATIONAL CP COMMON STOCK 367278108 397 10000 SOLE 10000
GATEWAY INC. COMMON STOCK 367626108 90970 1707500 SOLE 1707500
GAYLORD CNTAINER WT 11/02 WARRANTS 368145116 1024 174300 SOLE 174300
GENENTECH INC COMMON STOCK 368710406 35455 226800 SOLE 226800
GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 48083 966500 SOLE 966500
GENERAL ELECTRIC CORP. COMMON STOCK 369604103 829524 5295400 SOLE 5295400
GENERAL MILLS INCORPORATE COMMON STOCK 370334104 10975 303600 SOLE 303600
GENERAL MOTORS COMMON STOCK 370442105 225622 2732100 SOLE 2732100
GENERAL MOTORS- CL H COMMON STOCK 370442832 7980 64100 SOLE 64100
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 6724 389800 SOLE 389800
GENTEX CORPORATION COMMON STOCK 371901109 33877 915000 SOLE 915000
GENSET SP ADR COMMON STOCK 37244T104 134622 3495200 SOLE 3495200
GENTNER COMMUNICATIONS COMMON STOCK 37245J105 709 30500 SOLE 30500
GENUINE PARTS COMMON STOCK 372460105 5783 242200 SOLE 242200
THE GEON COMPANY COMMON STOCK 37246W105 301 14000 SOLE 14000
GENZYME CORP COMMON STOCK 372917104 49836 983950 SOLE 983950
GEORGIA GULF CORP. COMMON STOCK 373200203 4862 177000 SOLE 177000
GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 28758 726900 SOLE 726900
GEORGIA PAC- TIMBER GP COMMON STOCK 373298702 1376 53700 SOLE 53700
GETTY IMAGES INC COMMON STOCK 374276103 12313 341600 SOLE 341600
GETTY IMAGES INC 144A CONVERTIBLE BOND 374276AD5 4063 5000000 SOLE 5000000
GILEAD SCIENCES INC COMMON STOCK 375558103 78293 1219600 SOLE 1219600
GILDAN ACTIVEWEAR INC CLA COMMON STOCK 375916103 653 20000 SOLE 20000
GLAXO WELLCOME PLC ADR COMMON STOCK 37733W105 49369 870490 SOLE 870490
GLOBAL MARINE COMMON STOCK 379352404 104027 4099600 SOLE 4099600
GLOBESPAN INC COMMON STOCK 379571102 1927 18900 SOLE 18900
GOLDEN STATE BANCORP COMMON STOCK 381197102 23562 1587794 SOLE 1587794
GOLDEN ST BANCORP WT 1/01 WARRANTS 381197136 837 622635 SOLE 622635
GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 8012 256900 SOLE 256900
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 132184 1257400 SOLE 1257400
B F GOODRICH COMMON STOCK 382388106 11332 395000 SOLE 395000
W.R. GRACE & CO. COMMON STOCK 38388F108 1472 116000 SOLE 116000
GRACO INC COMMON STOCK 384109104 525 18100 SOLE 18100
W.W. GRAINGER INC. COMMON STOCK 384802104 25785 475300 SOLE 475300
GRANITE CONSTRUCTION COMMON STOCK 387328107 540 20000 SOLE 20000
GREAT ATLANTIC & PAC COMMON STOCK 390064103 2110 108200 SOLE 108200
GREAT PLAINS SOFTWARE INC COMMON STOCK 39119E105 315 5900 SOLE 5900
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 18595 942500 SOLE 942500
GREY WOLF INC COMMON STOCK 397888108 551 140000 SOLE 140000
GRUPO CASA AUTREY-SPN ADR COMMON STOCK 40048P104 2265 297000 SOLE 297000
GRUPO RADIO CENTRO ADR COMMON STOCK 40049C102 4194 312100 SOLE 312100
GRUPO TELEVISA,SA GDR COMMON STOCK 40049J206 210889 3035040 SOLE 3035040
GUCCI GROUP NV NY REG SHR COMMON STOCK 401566104 10830 123000 SOLE 123000
GUESS? INC COMMON STOCK 401617105 1184 37000 SOLE 37000
HNC SOFTWARE COMMON STOCK 40425P107 8648 150000 SOLE 150000
HRPT PROPERTIES TRUST COMMON STOCK 40426W101 199 22900 SOLE 22900
HSB GROUP INC COMMON STOCK 40428N109 326 11250 SOLE 11250
HADCO CORP. COMMON STOCK 404681108 12925 200000 SOLE 200000
HAEMONETICS CORP COMMON STOCK 405024100 484 21500 SOLE 21500
HAIN FOOD GROUP INC COMMON STOCK 405219106 5040 178000 SOLE 178000
HALLIBURTON COMPANY COMMON STOCK 406216101 31681 772800 SOLE 772800
JOHN HANCOCK FINANCIAL COMMON STOCK 41014S106 56904 3150400 SOLE 3150400
HANDLEMAN CO COMMON STOCK 410252100 5046 566500 SOLE 566500
HARBINGER CORP COMMON STOCK 41145C103 13106 450000 SOLE 450000
HARCOURT GENERAL INC COMMON STOCK 41163G101 37 1000 SOLE 1000
HARLAND (JOHN H.) CO COMMON STOCK 412693103 3028 224300 SOLE 224300
HARLEY DAVIDSON INC. COMMON STOCK 412822108 51491 649100 SOLE 649100
HARMAN INTERNATIONAL COMMON STOCK 413086109 6186 103100 SOLE 103100
HARMONIC INC COMMON STOCK 413160102 101315 1217000 SOLE 1217000
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 5031 270900 SOLE 270900
HARTE-HANKS INC COMMON STOCK 416196103 8667 382000 SOLE 382000
HARTFORD LIFE CL A COMMON STOCK 416592103 25908 552700 SOLE 552700
HASBRO INCORPORATED COMMON STOCK 418056107 46890 2850390 SOLE 2850390
HAUPPAUGE DIGITAL INC COMMON STOCK 419131107 184 10000 SOLE 10000
HAYES LEMMERZ INTL INC COMMON STOCK 420781106 153 8000 SOLE 8000
HEARME COMMON STOCK 421903105 12499 465000 SOLE 465000
HEALTHSOUTH CORP COMMON STOCK 421924101 2392 430000 SOLE 430000
HEALTHCARE REALTY TRUST COMMON STOCK 421946104 282 16864 SOLE 16864
HEALTHEON/WEBMD CORP. COMMON STOCK 422209106 6153 870000 SOLE 870000
HEIDRICK & STRUGGLES COMMON STOCK 422819102 6078 151400 SOLE 151400
H.J. HEINZ COMPANY COMMON STOCK 423074103 21232 609200 SOLE 609200
HELIX TECH CORP. COMMON STOCK 423319102 1201 20000 SOLE 20000
HENRY (JACK) & ASSOC COMMON STOCK 426281101 369 10000 SOLE 10000
HERSHEY FOODS COPR COMMON STOCK 427866108 3851 79000 SOLE 79000
HERTZ CORP - CL A COMMON STOCK 428040109 6131 180000 SOLE 180000
HEWLETT-PACKARD CO. COMMON STOCK 428236103 229421 1730300 SOLE 1730300
HEWLETT-PACKARD CO CONVERTIBLE BOND 428236AC7 18969 23000000 SOLE 23000000
HEXCEL CORP CONVERTIBLE BOND 428291AA6 2715 3935000 SOLE 3935000
HISPANIC BROADCASTING COR COMMON STOCK 43357B104 92865 820000 SOLE 820000
HOLLINGER INTL INC COMMON STOCK 435569108 5449 505600 SOLE 505600
HOME DEPOT INC COMMON STOCK 437076102 797426 12284489 SOLE 12284489
HOMESTAKE MINING COMMON STOCK 437614100 6219 1036000 SOLE 1036000
HOMESTAKE MINING CONVERTIBLE BOND 437614AA8 3970 4000000 SOLE 4000000
HONEYWELL INTL INC COMMON STOCK 438516106 265545 5040775 SOLE 5040775
HOOPER HOLMES INC COMMON STOCK 439104100 686 20000 SOLE 20000
HORACE MANN EDUCATORS COMMON STOCK 440327104 4950 268500 SOLE 268500
HORIZON GROUP PROPERTIES COMMON STOCK 44041U102 89 20422 SOLE 20422
HORMEL FOODS CORP COMMON STOCK 440452100 4349 279600 SOLE 279600
HOST MARRIOTT CORP. COMMON STOCK 44107P104 30752 3465000 SOLE 3465000
HOT TOPIC, INC. COMMON STOCK 441339108 2100 60000 SOLE 60000
HOTEL RESERVATIONS-CL A COMMON STOCK 441451101 1433 80000 SOLE 80000
HOUGHTON MIFFLIN CO COMMON STOCK 441560109 4795 113000 SOLE 113000
HOUSEHOLD INTERNATIONAL. COMMON STOCK 441815107 229976 6326721 SOLE 6326721
HUGHES SUPPLY INC COMMON STOCK 444482103 1285 82900 SOLE 82900
HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 76559 821300 SOLE 821300
HUMAN GENOME SCIENCE 144A CONVERTIBLE BOND 444903AG3 4340 7000000 SOLE 7000000
IBP INC. COMMON STOCK 449223106 22806 1501400 SOLE 1501400
ICICI LIMITED -SPON ADR COMMON STOCK 44926P103 46421 1515900 SOLE 1515900
ICICI LTD. ADR COMMON STOCK 44926P202 162019 6810825 SOLE 6810825
ICU MEDICAL COMMON STOCK 44930G107 540 25000 SOLE 25000
IDEC PHARMACEUTICALS CORP COMMON STOCK 449370105 7369 75000 SOLE 75000
IMC GLOBAL INC COMMON STOCK 449669100 125 8502 SOLE 8502
IBASIS INC COMMON STOCK 450732102 6551 158000 SOLE 158000
ITT INDUSTRIES INC. COMMON STOCK 450911102 99183 3193000 SOLE 3193000
ILEX ONCOLOGY INC COMMON STOCK 451923106 6342 151000 SOLE 151000
ILLINOIS TOOL WORKS COMMON STOCK 452308109 23658 428200 SOLE 428200
IMAGEX.COM INC COMMON STOCK 45244D102 2568 127100 SOLE 127100
IMATION CORPORATION COMMON STOCK 45245A107 817 30600 SOLE 30600
IMAX CORP USD COMMON STOCK 45245E109 4478 206800 SOLE 206800
IMCLONE SYSTEMS COMMON STOCK 45245W109 23063 300000 SOLE 300000
IMMUNEX CORPORATION COMMON STOCK 452528102 139370 2133600 SOLE 2133600
IMPERIAL BANCORP COMMON STOCK 452556103 670 21600 SOLE 21600
IMPERIAL CREDIT COMM COMMON STOCK 45272T102 206 18000 SOLE 18000
INFOCUS SYSTEMS COMMON STOCK 452919103 1755 49000 SOLE 49000
INAMED CORP COMMON STOCK 453235103 693 14000 SOLE 14000
INCO LTD. COMMON STOCK 453258402 20069 1095900 SOLE 1095900
INCO LTD CONVERTIBLE BOND 453258AH8 6478 11314000 SOLE 11314000
INCO LTD CONVERTIBLE BOND 453258AK1 9343 10000000 SOLE 10000000
INFINITY BROADCASTING - A COMMON STOCK 45662S102 140642 4337900 SOLE 4337900
INET TECHNOLOGIES INC COMMON STOCK 45662V105 4491 85150 SOLE 85150
INFORMATICA CORP COMMON STOCK 45666Q102 8908 114900 SOLE 114900
INFORTE CORP COMMON STOCK 45677R107 2281 45900 SOLE 45900
INGERSOLL-RAND CO COMMON STOCK 456866102 40 900 SOLE 900
INHALE THERAPEUTIC SYS IN COMMON STOCK 457191104 11548 155000 SOLE 155000
INNODATA CORP COMMON STOCK 457642205 419 50000 SOLE 50000
INPUT/OUTPUT INC. COMMON STOCK 457652105 3007 491000 SOLE 491000
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 1032 28312 SOLE 28312
INSITUFORM TECHNOLOGIES I COMMON STOCK 457667103 5675 185300 SOLE 185300
INSO CORP COMMON STOCK 457674109 675 50000 SOLE 50000
INTEGRAL SYSTEMS INC/MD COMMON STOCK 45810H107 4500 100000 SOLE 100000
INTEGRATED DEVICE TECH COMMON STOCK 458118106 30745 779000 SOLE 779000
INTEL CORPORATION COMMON STOCK 458140100 1325312 10069700 SOLE 10069700
INTERACTIVE INTELL INC COMMON STOCK 45839M103 8319 194100 SOLE 194100
INTERLEAF INC COMMON STOCK 458729209 5170 110000 SOLE 110000
INTERMEDIA COM INC COMMON STOCK 458801107 18319 518554 SOLE 518554
INTERNAP NETWORK SERVICES COMMON STOCK 45885A102 2890 61500 SOLE 61500
INTL BUSINESS MAC CORP COMMON STOCK 459200101 745247 6321085 SOLE 6321085
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 230929 6627950 SOLE 6627950
INTL FIBERCOM INC COMMON STOCK 45950T101 11941 501400 SOLE 501400
INTERNATIONAL HOME FOODS COMMON STOCK 459655106 3272 204500 SOLE 204500
INTL GAME TECHNOLOGY COMMON STOCK 459902102 77155 3598380 SOLE 3598380
INTL PAPER CO COMMON STOCK 460146103 34598 810425 SOLE 810425
INTERNET CAPITAL CRP CV CONVERTIBLE BOND 46059CAA4 5333 6000000 SOLE 6000000
INTERNET PICTURES CORP COMMON STOCK 46059S101 9422 277800 SOLE 277800
INTERPOOL INC. COMMON STOCK 46062R108 2292 349200 SOLE 349200
INTERPUBLIC GROUP COMMON STOCK 460690100 6587 139500 SOLE 139500
INTERPUBLIC GROUP CONVERTIBLE BOND 460690AJ9 6090 6000000 SOLE 6000000
INTERSIL HOLDING CORP COMMON STOCK 46069S109 17029 329100 SOLE 329100
INTERNET.COM CORP COMMON STOCK 460967102 5249 125200 SOLE 125200
INTERTAN INC COMMON STOCK 461120107 4210 308400 SOLE 308400
INTERTRUST TECH CORP COMMON STOCK 46113Q109 1619 37200 SOLE 37200
INTERVU INC COMMON STOCK 46114R106 9000 100000 SOLE 100000
INTERWOVEN INC COMMON STOCK 46114T102 14641 133400 SOLE 133400
INTRAWARE INC COMMON STOCK 46118M103 372 9000 SOLE 9000
INVACARE CORP COMMON STOCK 461203101 412 15000 SOLE 15000
INVITROGEN CORP COMMON STOCK 46185R100 261 4500 SOLE 4500
INVESTORS FIN. SVCS COMMON STOCK 461915100 17971 306800 SOLE 306800
IONA TECH PLC - ADR COMMON STOCK 46206P109 3337 45100 SOLE 45100
IPALCO ENTERPRISES INC COMMON STOCK 462613100 8155 418200 SOLE 418200
IRON MOUNTAIN INC COMMON STOCK 462846106 10900 310000 SOLE 310000
ISLE OF CAPRI CASINOS COMMON STOCK 464592104 875 70000 SOLE 70000
JDN REALTY COMMON STOCK 465917102 1660 160000 SOLE 160000
JDS UNIPHASE CORP COMMON STOCK 46612J101 1755636 13803552 SOLE 13803552
JNI CORP COMMON STOCK 46622G105 2544 50000 SOLE 50000
JABIL CIRCUIT INC COMMON STOCK 466313103 5623 65000 SOLE 65000
JEFFERSON-PILOT COMMON STOCK 475070108 42680 641200 SOLE 641200
JOHN NUVEEN CO - CL A COMMON STOCK 478035108 157 4100 SOLE 4100
JOHNS MANVILLE CORP COMMON STOCK 478129109 284 25800 SOLE 25800
JOHNSON & JOHNSON COMMON STOCK 478160104 231079 3298164 SOLE 3298164
JOHNSON CONTROLS COMMON STOCK 478366107 13905 257200 SOLE 257200
JONES APPAREL GROUP, INC. COMMON STOCK 480074103 97954 3073058 SOLE 3073058
JONES PHARMA INC COMMON STOCK 480236108 1180 38850 SOLE 38850
JUNIPER NETWORKS INC COMMON STOCK 48203R104 49049 186100 SOLE 186100
JUNIPER NETWORKS INC CONVERTIBLE BOND 48203RAA2 5910 6000000 SOLE 6000000
JUSTIN INDUS INC. COMMON STOCK 482171105 450 25000 SOLE 25000
K.L.A. INSTRUMENT CORP. COMMON STOCK 482480100 58579 695300 SOLE 695300
K MART CORP. COMMON STOCK 482584109 7953 821000 SOLE 821000
K-V PHARM CL.A (1/20 VOTE COMMON STOCK 482740206 7794 290000 SOLE 290000
KANSAS CITY PWR & LIGHT COMMON STOCK 485134100 499 17200 SOLE 17200
KANSAS CITY SOUTHERN INDS COMMON STOCK 485170104 51563 600000 SOLE 600000
KAYDON CORP COMMON STOCK 486587108 6050 221500 SOLE 221500
KEANE,INC. COMMON STOCK 486665102 5032 199300 SOLE 199300
KEEBLER FOODS COMPANY COMMON STOCK 487256109 21090 735700 SOLE 735700
KELLWOOD COMPANY COMMON STOCK 488044108 878 50000 SOLE 50000
KEMET CORP COMMON STOCK 488360108 23327 368800 SOLE 368800
KERR-MCGEE CORP COMMON STOCK 492386107 51530 892300 SOLE 892300
KERR-MCGEE CORP CONVERTIBLE BOND 492386AP2 6930 6000000 SOLE 6000000
KEYCORP COMMON STOCK 493267108 12862 678400 SOLE 678400
KEYNOTE SYSTEMS INC COMMON STOCK 493308100 10853 105000 SOLE 105000
KIMBERLY-CLARK CORP. COMMON STOCK 494368103 155182 2686300 SOLE 2686300
KINDER MORGAN, INC. COMMON STOCK 49455P101 5231 152000 SOLE 152000
KING PHARMACEUTICALS INC COMMON STOCK 495582108 466 14800 SOLE 14800
KNIGHT-RIDDER INC COMMON STOCK 499040103 26900 528100 SOLE 528100
KNIGHT/TRIMARK INC-A COMMON STOCK 499068104 2275 44600 SOLE 44600
KOALA CORP COMMON STOCK 499866101 6862 516000 SOLE 516000
KOHLS CORPORATION COMMON STOCK 500255104 234769 2359300 SOLE 2359300
PHILIPS ELECTRONICS ADR COMMON STOCK 500472204 257 1500 SOLE 1500
KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 476 16000 SOLE 16000
KROGER COMPANY COMMON STOCK 501044101 277863 15822500 SOLE 15822500
KRONOS INC COMMON STOCK 501052104 581 19600 SOLE 19600
KULICKE & SOFFA IND. COMMON STOCK 501242101 4760 74300 SOLE 74300
LHS GROUP INC COMMON STOCK 501938104 3375 125000 SOLE 125000
LSI LOGIC CORPORATION COMMON STOCK 502161102 244453 3440100 SOLE 3440100
LSI LOGIC CORP CONVERTIBLE BOND 502161AE2 8654 6000000 SOLE 6000000
L-3 COMMUNICATIONS CORP COMMON STOCK 502424104 6334 121800 SOLE 121800
LA-Z-BOY INC COMMON STOCK 505336107 185 12000 SOLE 12000
LABRANCHE & COMPANY COMMON STOCK 505447102 6331 501900 SOLE 501900
LADISH COMPANY INC COMMON STOCK 505754200 625 120000 SOLE 120000
LAFARGE CORPORATION COMMON STOCK 505862102 19776 833400 SOLE 833400
LAM RESEARCH CORPORATION COMMON STOCK 512807108 41773 927000 SOLE 927000
LAMAR ADVERTISING CO COMMON STOCK 512815101 4095 90000 SOLE 90000
LANCASTER COLONY CORP COMMON STOCK 513847103 153 5000 SOLE 5000
LANDS' END INC. COMMON STOCK 515086106 8530 138700 SOLE 138700
LANDSTAR SYSTEMS INC COMMON STOCK 515098101 1363 24900 SOLE 24900
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 28835 426000 SOLE 426000
LATTICE SEMICONDCTOR 144A CONVERTIBLE BOND 518415AA2 3508 2000000 SOLE 2000000
LAUNCH MEDIA INC COMMON STOCK 518567102 3359 215000 SOLE 215000
LEAR CORP. COMMON STOCK 521865105 29652 1054300 SOLE 1054300
LEARNING TREE INTL COMMON STOCK 522015106 1243 35000 SOLE 35000
LEGATO SYSTEMS INC COMMON STOCK 524651106 18296 410000 SOLE 410000
LEGGETT & PLATT INC COMMON STOCK 524660107 7871 366100 SOLE 366100
LEHMAN BROTHERS HOLDING W COMMON STOCK 524908100 162365 1697100 SOLE 1697100
LENNAR CORP CONVERTIBLE BOND 526057AA2 1650 4000000 SOLE 4000000
LEXMARK INTL GROUP CL A COMMON STOCK 529771107 270242 2536400 SOLE 2536400
LIBERATE TECHNOLOGIES COMMON STOCK 530129105 7628 120000 SOLE 120000
LIFEMINDERS.COM INC COMMON STOCK 53219H108 27753 409000 SOLE 409000
LIGHTSPAN INC. COMMON STOCK 532262102 3822 217000 SOLE 217000
THE LIMITED INC. COMMON STOCK 532716107 39922 947700 SOLE 947700
LINCARE HOLDINGS INC. COMMON STOCK 532791100 8513 300000 SOLE 300000
LINCOLN NATIONAL CORP. COMMON STOCK 534187109 27343 816200 SOLE 816200
LINDSAY MANUFACTURING CO COMMON STOCK 535555106 5290 308900 SOLE 308900
LINENS 'N THINGS INC COMMON STOCK 535679104 7021 205000 SOLE 205000
LITTLELFUSE INC COMMON STOCK 537008104 1101 30000 SOLE 30000
LIZ CLAIBORNE COMMON STOCK 539320101 18178 396800 SOLE 396800
LOCAL FINANCIAL CORP COMMON STOCK 539553107 3425 400000 SOLE 400000
LOEWS CORPORATION COMMON STOCK 540424108 17795 355900 SOLE 355900
LOISLAW.COM COMMON STOCK 541431102 2165 112500 SOLE 112500
LONE STAR TECHNOLOGIES COMMON STOCK 542312103 1072 23000 SOLE 23000
LONGVIEW FIBRE CO COMMON STOCK 543213102 546 37000 SOLE 37000
LORONIX INFORMATION SYS COMMON STOCK 544183106 545 15000 SOLE 15000
LOUIS DREYFUS NATURAL GAS COMMON STOCK 546011107 1190 35000 SOLE 35000
LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 10730 773300 SOLE 773300
LOWE'S COS., INC COMMON STOCK 548661107 9493 162900 SOLE 162900
LUBRIZOL CORPORATION COMMON STOCK 549271104 663 23000 SOLE 23000
LUBYS INC. COMMON STOCK 549282101 849 90000 SOLE 90000
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 91781 1513300 SOLE 1513300
LUXOTTICA GROUP SPA ADR COMMON STOCK 55068R202 539 22000 SOLE 22000
LYNX THERAPEUTICS INC NEW COMMON STOCK 551812308 5950 200000 SOLE 200000
M & T BANK CORP COMMON STOCK 55261F104 90550 202800 SOLE 202800
MAF BANCORP INC COMMON STOCK 55261R108 178 11000 SOLE 11000
MBNA CORPORATION COMMON STOCK 55262L100 138814 5464800 SOLE 5464800
MCN ENERGY GROUP INC COMMON STOCK 55267J100 3272 131050 SOLE 131050
MCI WORLDCOM COMMON STOCK 55268B106 173150 3823007 SOLE 3823007
MDSI MOBILE DATA SOLUTION COMMON STOCK 55268N100 9262 185500 SOLE 185500
MGC COMMUNICATIONS INC COMMON STOCK 552763302 29288 409900 SOLE 409900
MGIC INVESTMENT CORP COMMON STOCK 552848103 20604 472300 SOLE 472300
MGI PHARMA INC COMMON STOCK 552880106 806 20000 SOLE 20000
MGM GRAND INC. COMMON STOCK 552953101 18074 753070 SOLE 753070
MKS INTRUMENTS INC COMMON STOCK 55306N104 909 18000 SOLE 18000
MMC NETWORKS INC COMMON STOCK 55308N102 11385 345000 SOLE 345000
MSC INDUST DIRECT COMMON STOCK 553530106 18205 1011400 SOLE 1011400
MTI TECHNOLOGY CORP COMMON STOCK 553903105 4601 171200 SOLE 171200
MACROVISION CORP COMMON STOCK 555904101 12788 148200 SOLE 148200
STEVEN MADDEN LTD COMMON STOCK 556269108 1140 60000 SOLE 60000
MAGIC SOFTWARE ENTERPRISE COMMON STOCK 559166103 1248 65700 SOLE 65700
MAGNA INTERNATIONAL CONVERTIBLE BOND 559222AE4 6208 6500000 SOLE 6500000
MAIL-WELL INC CONVERTIBLE BOND 560321AD3 4044 5000000 SOLE 5000000
MALLINCKRODT INC COMMON STOCK 561232109 3033 105500 SOLE 105500
MANDALAY RESORT GROUP COMMON STOCK 562567107 21094 1250000 SOLE 1250000
MANOR CARE INC. COMMON STOCK 564055101 1823 135000 SOLE 135000
MANPOWER INC. COMMON STOCK 56418H100 119213 3378770 SOLE 3378770
MANUFACTURED HOME COMM COMMON STOCK 564682102 1018 44000 SOLE 44000
MANUGISTICS GROUP INC COMMON STOCK 565011103 16320 320000 SOLE 320000
MANULIFE FIN CORP COMMON STOCK 56501R106 3546 241400 SOLE 241400
MAPINFO CORPORATION COMMON STOCK 565105103 1170 30000 SOLE 30000
MARINE DRILLING CO COMMON STOCK 568240204 412 15000 SOLE 15000
MARK IV INDUSTRIES COMMON STOCK 570387100 14980 679000 SOLE 679000
MARSH & MCLENNAN COMMON STOCK 571748102 2791 25300 SOLE 25300
MARRIOTT INTL -A COMMON STOCK 571903202 6272 199100 SOLE 199100
MASCO CORP COMMON STOCK 574599106 4838 236000 SOLE 236000
MASCOTECH CONVERTIBLE BOND 574670AB1 5163 7000000 SOLE 7000000
MASTEC INC COMMON STOCK 576323109 979 11000 SOLE 11000
MATRIXONE INC COMMON STOCK 57685P304 1012 25350 SOLE 25350
MATTEL INC COMMON STOCK 577081102 3183 305000 SOLE 305000
MAXTOR CORP COMMON STOCK 577729205 6469 500000 SOLE 500000
MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 54937 1977600 SOLE 1977600
MAYTAG CORPORATION COMMON STOCK 578592107 2908 87800 SOLE 87800
MCCLATCHY COMPANY - CL A COMMON STOCK 579489105 3439 105000 SOLE 105000
MCDONALD'S CORPORATION COMMON STOCK 580135101 298126 7936800 SOLE 7936800
MCGRAW-HILL COMPANIES COMMON STOCK 580645109 3695 81200 SOLE 81200
MCKESSON HBOC INC. COMMON STOCK 58155Q103 2184 104000 SOLE 104000
MCLEODUSA INC CL A COMMON STOCK 582266102 848 10000 SOLE 10000
MCWHORTER TECHNOLOGIES COMMON STOCK 582803102 2051 149000 SOLE 149000
MEAD COMMON STOCK 582834107 2260 64700 SOLE 64700
MEASUREMENT SPECIALTIES COMMON STOCK 583421102 937 37000 SOLE 37000
MEDAREX INC COMMON STOCK 583916101 21909 436000 SOLE 436000
MEDIAONE GROUP COMMON STOCK 58440J104 1701 21000 SOLE 21000
MEDICAL MANAGER CORP. COMMON STOCK 58461U103 0 110000 SOLE 110000
MEDICIS PHARM CL A COMMON STOCK 584690309 480 12000 SOLE 12000
MEDIMMUNE INC. COMMON STOCK 584699102 44576 256000 SOLE 256000
MEDITRUST CORP- PAIRED ST COMMON STOCK 58501T306 24 13456 SOLE 13456
MEDTRONIC, INCORPORATED COMMON STOCK 585055106 45168 878300 SOLE 878300
MELLON FINANCIAL CORP COMMON STOCK 58551A108 35247 1194600 SOLE 1194600
MENTOR CORPORATION COMMON STOCK 587188103 864 32000 SOLE 32000
MERANT PLC- SPON ADR COMMON STOCK 587336108 1286 47200 SOLE 47200
MERCK & COMPANY COMMON STOCK 589331107 231887 3732600 SOLE 3732600
MERCURY COMPUTER SYSTEMS COMMON STOCK 589378108 929 19000 SOLE 19000
MERCURY INTERACTIVE COMMON STOCK 589405109 60452 722800 SOLE 722800
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 7479 473000 SOLE 473000
MERIX CORP COMMON STOCK 590049102 233 10000 SOLE 10000
MERRILL LYNCH COMMON STOCK 590188108 54965 523500 SOLE 523500
META GROUP INC COMMON STOCK 591002100 261 10000 SOLE 10000
METASOLV SOFTWARE INC COMMON STOCK 591393103 2897 48550 SOLE 48550
METHODE ELECTRONICS CL A COMMON STOCK 591520200 28533 565000 SOLE 565000
METTLER TOLEDO COMMON STOCK 592688105 15340 375000 SOLE 375000
MICHAELS STORES INC. COMMON STOCK 594087108 815 20000 SOLE 20000
MICREL INC. COMMON STOCK 594793101 4800 50000 SOLE 50000
MICROSOFT CORPORATION COMMON STOCK 594918104 1567796 14840267 SOLE 14840267
MICROCHIP TECHNOLOGY COMMON STOCK 595017104 10073 153200 SOLE 153200
MICROCELL TELECOMM INC -B COMMON STOCK 59501T304 86 1930 SOLE 1930
MICROFINANCIAL INC COMMON STOCK 595072109 6316 610600 SOLE 610600
MICROMUSE INC COMMON STOCK 595094103 80651 598400 SOLE 598400
MICRON TECHNOLOGY INC. COMMON STOCK 595112103 95907 791400 SOLE 791400
MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 150306 1103000 SOLE 1103000
MILLENNIUM PHARMAC 144A CONVERTIBLE BOND 599902AA1 2715 3000000 SOLE 3000000
HERMAN MILLER INC COMMON STOCK 600544100 9660 345000 SOLE 345000
MILLIPORE CORP COMMON STOCK 601073109 8466 150000 SOLE 150000
MINNESOTA MINING & MFG CO COMMON STOCK 604059105 280548 3065000 SOLE 3065000
MIPS TECHNOLOGIES INC A COMMON STOCK 604567107 9456 170000 SOLE 170000
MIRAGE RESORTS INC. COMMON STOCK 60462E104 2364 122000 SOLE 122000
MITCHELL ENERGY & DEV-CLB COMMON STOCK 606592301 816 33700 SOLE 33700
MOBILE MINI INC COMMON STOCK 60740F105 203 10400 SOLE 10400
MODERN TIMES ADR COMMON STOCK 607698107 163 600 SOLE 600
MODIS PROFESSIONAL SVCS COMMON STOCK 607830106 248 40000 SOLE 40000
MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 6889 307900 SOLE 307900
MOLECULAR DEVICES CORP COMMON STOCK 60851C107 691 9000 SOLE 9000
MOLEX INC. CL A COMMON STOCK 608554200 8487 191250 SOLE 191250
MONACO COACH CORP COMMON STOCK 60886R103 437 23000 SOLE 23000
MONSANTO CO. COMMON STOCK 611662107 387698 7529300 SOLE 7529300
MONSANTO 6.5 CV ACES PREFERRED STOCK 611662305 20661 452000 SOLE 452000
MONTANA POWER CO COMMON STOCK 612085100 17843 278800 SOLE 278800
MONY GROUP INC COMMON STOCK 615337102 711 22000 SOLE 22000
MORAN ENERGY, INC. CONVERTIBLE BOND 616457AC1 189 200000 SOLE 200000
J.P. MORGAN & COMPANY COMMON STOCK 616880100 21594 163900 SOLE 163900
MORGAN STANLEY DEAN WITT COMMON STOCK 617446448 292149 3582500 SOLE 3582500
MOTOROLA INC. COMMON STOCK 620076109 228016 1587925 SOLE 1587925
MURPHY OIL CORP COMMON STOCK 626717102 71709 1244400 SOLE 1244400
MUSTANG.COM INC COMMON STOCK 628188104 3320 150000 SOLE 150000
MUTUAL RISK MGMT LTD 144A CONVERTIBLE BOND 628351AA6 10214 20000000 SOLE 20000000
MYLAN LABS COMMON STOCK 628530107 5638 205000 SOLE 205000
NBTY INC COMMON STOCK 628782104 4106 300000 SOLE 300000
NCI BUILDING SYSTEMS INC COMMON STOCK 628852105 452 24000 SOLE 24000
NCR CORPORATION COMMON STOCK 62886E108 8226 205000 SOLE 205000
NVR INC COMMON STOCK 62944T105 6561 121500 SOLE 121500
NABISCO HOLDING CORP CL A COMMON STOCK 629526104 13197 410000 SOLE 410000
NABISCO GROUP HOLDINGS COMMON STOCK 62952P102 28586 2385000 SOLE 2385000
NABORS INDUSTRIES, INC. COMMON STOCK 629568106 97613 2515000 SOLE 2515000
NTL AUSTRAL BK 7.875 CV PREFERRED STOCK 632525309 20030 827900 SOLE 827900
NATIONAL CITY CORP COMMON STOCK 635405103 22866 1108800 SOLE 1108800
NATIONAL COMPUTER SYSTEMS COMMON STOCK 635519101 888 17500 SOLE 17500
NATIONAL DATA CORP COMMON STOCK 635621105 3874 196500 SOLE 196500
NATIONAL FUEL GAS CO COMMON STOCK 636180101 611 13700 SOLE 13700
NATIONAL INFO CONSORTIUM COMMON STOCK 636491102 5274 150300 SOLE 150300
NATIONAL SEMICONDUCTOR CP COMMON STOCK 637640103 647638 10560620 SOLE 10560620
NATIONWIDE FINANCIAL SVCS COMMON STOCK 638612101 2460 84100 SOLE 84100
*** NAVISTAR INTL CP COMMON STOCK 63934E108 7114 177300 SOLE 177300
NAVIDEC INC COMMON STOCK 63934Q101 2564 164600 SOLE 164600
NEIMAN MARCUS GROUP CL A COMMON STOCK 640204202 2142 77000 SOLE 77000
NEOSE TECHNOLOGIES INC COMMON STOCK 640522108 2414 75000 SOLE 75000
NETWORK ASSOCIATES, INC. CONVERTIBLE BOND 640938AB2 13519 35000000 SOLE 35000000
NET PERCEPTIONS INC COMMON STOCK 64107U101 7388 200000 SOLE 200000
NETIQ CORP COMMON STOCK 64115P102 16871 252500 SOLE 252500
NETOPTIX CORP. COMMON STOCK 64116F103 1340 7800 SOLE 7800
NETWORK APPLIANCE INC COMMON STOCK 64120L104 18126 217000 SOLE 217000
NETWORK PLUS CORP COMMON STOCK 64122D506 25331 625700 SOLE 625700
NET2000 COMM INC COMMON STOCK 64122G103 1993 83900 SOLE 83900
NEUROGEN CORPORATION COMMON STOCK 64124E106 45541 1475000 SOLE 1475000
NEUROCRINE BIOSCIENCES COMMON STOCK 64125C109 15898 695400 SOLE 695400
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 6013 200000 SOLE 200000
NEW ENGLAND BUSINESS SVC COMMON STOCK 643872104 281 16300 SOLE 16300
NEW ERA OF NETWORKS INC COMMON STOCK 644312100 4560 130100 SOLE 130100
NEW FRONTIER MEDIA INC COMMON STOCK 644398109 5882 506000 SOLE 506000
NEW YORK TIMES CO COMMON STOCK 650111107 31581 735500 SOLE 735500
NEWELL RUBBERMAID INC COMMON STOCK 651229106 18263 736500 SOLE 736500
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 24016 681300 SOLE 681300
NEWMONT MINING CORP COMMON STOCK 651639106 10102 450271 SOLE 450271
NEWPORT CORP COMMON STOCK 651824104 48506 317200 SOLE 317200
NEWS CORPORATION LTD ADR COMMON STOCK 652487703 102668 1825000 SOLE 1825000
NEWS CORP LTD ADR PFD COMMON STOCK 652487802 13292 387250 SOLE 387250
NEXTEL PARTNERS INC CL A COMMON STOCK 65333F107 5757 198500 SOLE 198500
NICE SYSTEMS LTD ADR COMMON STOCK 653656108 356 5000 SOLE 5000
NICOR INC COMMON STOCK 654086107 4163 126400 SOLE 126400
NIKE INCORPORATED CL. B COMMON STOCK 654106103 11967 302000 SOLE 302000
NIKU CORP COMMON STOCK 654113109 2896 61200 SOLE 61200
NOBLE AFFILIATES COMMON STOCK 654894104 21000 433000 SOLE 433000
NOKIA CORP ADR A COMMON STOCK 654902204 657892 3037160 SOLE 3037160
NOBLE DRILLING CORP COMMON STOCK 655042109 113414 2737000 SOLE 2737000
NORDSTROM INC. COMMON STOCK 655664100 5732 194300 SOLE 194300
NORTEL NETWORKS CORP. COMMON STOCK 656569100 446231 3583400 SOLE 3583400
NORTHEAST UTILITIES COMMON STOCK 664397106 5900 274400 SOLE 274400
NORTHPOINT COMMUNICATIONS COMMON STOCK 666610100 231 10000 SOLE 10000
NORTHROP CORPORATION COMMON STOCK 666807102 14118 266700 SOLE 266700
NORTHWEST AIRLINES CORP A COMMON STOCK 667280101 2253 99600 SOLE 99600
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 117 6000 SOLE 6000
NOVADIGM INC COMMON STOCK 669937104 2640 159900 SOLE 159900
NOVELL INCORPORATED COMMON STOCK 670006105 101791 3556000 SOLE 3556000
NOVELLUS SYSTEMS INC. COMMON STOCK 670008101 49677 885000 SOLE 885000
NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 668 61100 SOLE 61100
NSTAR COMMON STOCK 67019E107 4651 110742 SOLE 110742
NUCOR CORP COMMON STOCK 670346105 8410 168200 SOLE 168200
NUEVO GRUPO IUSACELL ADR COMMON STOCK 670512102 405 30000 SOLE 30000
ODS NETWORKS INC COMMON STOCK 67082N109 11520 480000 SOLE 480000
OGE ENERGY CORP COMMON STOCK 670837103 7865 409900 SOLE 409900
OTG SOFTWARE INC COMMON STOCK 671059103 2100 52100 SOLE 52100
OAK TECHNOLOGY INC. COMMON STOCK 671802106 13668 710000 SOLE 710000
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 31319 1513400 SOLE 1513400
OFFICE DEPOT INC COMMON STOCK 676220106 3083 266600 SOLE 266600
OFFICE DEPOT CONVERTIBLE BOND 676220AA4 3419 5000000 SOLE 5000000
OFFICE DEPOT CONVERTIBLE BOND 676220AB2 5520 8000000 SOLE 8000000
OFFICEMAX INC. COMMON STOCK 67622M108 12350 1900000 SOLE 1900000
OFFSHORE LOGISTICS 144A CONVERTIBLE BOND 676255AD4 4481 5000000 SOLE 5000000
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 15581 482200 SOLE 482200
OMNICOM GROUP COMMON STOCK 681919106 73180 783200 SOLE 783200
OMNOVA SOLUTIONS INC COMMON STOCK 682129101 411 73000 SOLE 73000
ON ASSIGNMENT INC COMMON STOCK 682159108 1508 33500 SOLE 33500
ONDISPLAY INC COMMON STOCK 68232L100 6893 83400 SOLE 83400
ONLINE RESOURCES & COMM COMMON STOCK 68273G101 6875 400000 SOLE 400000
ONVIA.COM COMMON STOCK 68338T106 1175 55600 SOLE 55600
OPTIMAL ROBOTICS CORP COMMON STOCK 68388R208 12630 269550 SOLE 269550
OPTIO SOFTWARE INC COMMON STOCK 68389J106 2061 161900 SOLE 161900
ORACLE CORPORATION COMMON STOCK 68389X105 468536 6019200 SOLE 6019200
ORBITAL SCIENCES CORP CONVERTIBLE BOND 685564AC0 4658 6000000 SOLE 6000000
OUTBACK STEAKHOUSE INC. COMMON STOCK 689899102 17647 550400 SOLE 550400
OVERSEAS SHIPHOLDING GRP COMMON STOCK 690368105 918 40000 SOLE 40000
OWENS CORNING COMMON STOCK 69073F103 9084 469500 SOLE 469500
OWENS-ILLINOIS 4.75 CV PREFERRED STOCK 690768502 5450 201400 SOLE 201400
PC-TEL INC COMMON STOCK 69325Q105 7766 103200 SOLE 103200
PECO ENERGY COMPANY COMMON STOCK 693304107 33903 919400 SOLE 919400
PG & E CORPORATION COMMON STOCK 69331C108 14805 705000 SOLE 705000
PFF BANCORP COMMON STOCK 69331W104 310 20000 SOLE 20000
PE CORP CL. G WTS 9/03 WARRANTS 69332S110 22 249 SOLE 249
PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 14074 425600 SOLE 425600
PLX TECHNOLOGY INC COMMON STOCK 693417107 1098 29500 SOLE 29500
PMC- SIERRA INC COMMON STOCK 69344F106 40738 200000 SOLE 200000
THE PMI GROUP INC COMMON STOCK 69344M101 51659 1089000 SOLE 1089000
PNC FINANCIAL SERVICES COMMON STOCK 693475105 70054 1649200 SOLE 1649200
PPG INDUSTRIES, INC. COMMON STOCK 693506107 31147 595400 SOLE 595400
PPL CORP COMMON STOCK 69351T106 15253 728500 SOLE 728500
PACCAR CORPORATION COMMON STOCK 693718108 4640 92800 SOLE 92800
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 2973 59600 SOLE 59600
PACKAGING CORP OF AMERICA COMMON STOCK 695156109 2363 225000 SOLE 225000
PACTIV CORP COMMON STOCK 695257105 9937 1135700 SOLE 1135700
PAINE WEBBER GROUP COMMON STOCK 695629105 10168 231100 SOLE 231100
PALL CORPORATION COMMON STOCK 696429307 22174 989700 SOLE 989700
PALM INC COMMON STOCK 696642107 1288 28700 SOLE 28700
PARACELSUS HEALTHCARE COMMON STOCK 698891108 5 18946 SOLE 18946
PARK PLACE ENTERTAINMENT COMMON STOCK 700690100 28097 2430000 SOLE 2430000
PARKER HANNIFIN CORPORATI COMMON STOCK 701094104 29076 703800 SOLE 703800
PARTNER COMMUNIC -ADR COMMON STOCK 70211M109 1247 75000 SOLE 75000
PAXAR CORP COMMON STOCK 704227107 4799 498600 SOLE 498600
PAYCHEX INC COMMON STOCK 704326107 11763 153300 SOLE 153300
PAYLESS SHOESOURCE INC COMMON STOCK 704379106 24348 468800 SOLE 468800
PEGASUS COMMUNICATIONS COMMON STOCK 705904100 17594 125000 SOLE 125000
J C PENNY CO COMMON STOCK 708160106 1650 110900 SOLE 110900
PENNZOIL-QUAKER STATE CO COMMON STOCK 709323109 626 60000 SOLE 60000
PENTAIR INC COMMON STOCK 709631105 16011 432000 SOLE 432000
PENTON MEDIA COMMON STOCK 709668107 260 10000 SOLE 10000
PEOPLESOFT, INC. COMMON STOCK 712713106 13050 652500 SOLE 652500
PEPSI-COLA INCORPORATED COMMON STOCK 713448108 4717 136600 SOLE 136600
PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 10 1716 SOLE 1716
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 47614 710000 SOLE 710000
PERFORMANCE FOOD GP CO. COMMON STOCK 713755106 3452 157800 SOLE 157800
PERFORMANCE TECH INC COMMON STOCK 71376K102 1303 30000 SOLE 30000
PERICOM SEMICONDUCTOR COMMON STOCK 713831105 357 10000 SOLE 10000
PERKINELMER INC COMMON STOCK 714046109 8725 131200 SOLE 131200
PETS.COM COMMON STOCK 71676K109 1518 350000 SOLE 350000
PHARMACIA & UPJOHN COMMON STOCK 716941109 4456 75200 SOLE 75200
PFIZER, INC. COMMON STOCK 717081103 71169 1947000 SOLE 1947000
PHARMACEUT PRODUCT DEVEL COMMON STOCK 717124101 169 10000 SOLE 10000
PHARMACOPEIA INC COMMON STOCK 71713B104 8394 171300 SOLE 171300
PHELPS DODGE CORP. COMMON STOCK 717265102 950 20000 SOLE 20000
PHILIP MORRIS COS COMMON STOCK 718154107 99395 5909500 SOLE 5909500
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 39114 845700 SOLE 845700
PHOENIX INV PARTNERS CONVERTIBLE BOND 719085AA0 5796 5817500 SOLE 5817500
PHONE.COM INC COMMON STOCK 71920Q100 5019 30850 SOLE 30850
PHOTON DYNAMICS INC COMMON STOCK 719364101 25691 372450 SOLE 372450
PHOTRONIC LABS INC. COMMON STOCK 719405102 12225 326000 SOLE 326000
PHOTRONICS INC CONVERTIBLE BOND 719405AA0 6381 5000000 SOLE 5000000
PICCADILLY CAFETERIAS INC COMMON STOCK 719567109 73 24300 SOLE 24300
PICTURETEL CORP COMMON STOCK 720035302 14219 1625000 SOLE 1625000
PIER 1 IMPORTS INC-DEL COMMON STOCK 720279108 1128 80000 SOLE 80000
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 9558 173000 SOLE 173000
PINNACLE SYSTEMS INC COMMON STOCK 723481107 21513 647000 SOLE 647000
PINNACLE WEST CAPITAL COMMON STOCK 723484101 3383 120000 SOLE 120000
PIONEER STANDARD ELECTRON COMMON STOCK 723877106 4353 202400 SOLE 202400
PITTSTON BRINK'S GROUP COMMON STOCK 725701106 2890 170000 SOLE 170000
PIVOTAL CORP COMMON STOCK 72581R106 4000 124500 SOLE 124500
PLACER DOME INC. COMMON STOCK 725906101 3413 420000 SOLE 420000
PLANAR SYSTEMS INC. COMMON STOCK 726900103 2291 195000 SOLE 195000
PLEXUS CORP COMMON STOCK 729132100 600 9000 SOLE 9000
POLAROID CORP COMMON STOCK 731095105 30445 1281900 SOLE 1281900
POLO RALPH LAUREN CORP COMMON STOCK 731572103 4934 160600 SOLE 160600
POLYCOM INC COMMON STOCK 73172K104 12915 163100 SOLE 163100
POLYMEDICA CORP COMMON STOCK 731738100 1058 18000 SOLE 18000
POPE & TALBOT INC COMMON STOCK 732827100 827 45000 SOLE 45000
PORTAL SOFTWARE COMMON STOCK 736126103 27000 473400 SOLE 473400
POST PPTYS INC COMMON STOCK 737464107 3144 78000 SOLE 78000
POTOMAC ELECTRIC POWER COMMON STOCK 737679100 32499 1437100 SOLE 1437100
POWER-ONE INC COMMON STOCK 739308104 906 15000 SOLE 15000
PRAXAIR INC. COMMON STOCK 74005P104 2289 55000 SOLE 55000
PREPAID LEGAL COMMON STOCK 740065107 3791 127700 SOLE 127700
PRECISION CASTPARTS CORP COMMON STOCK 740189105 9413 257900 SOLE 257900
PRECISION DRILLING CORP COMMON STOCK 74022D100 5957 178500 SOLE 178500
PREDICTIVE SYSTEMS INC COMMON STOCK 74036W102 5477 119400 SOLE 119400
PRICE COMMUNICATIONS COMMON STOCK 741437305 5935 277684 SOLE 277684
T. ROWE PRICE ASSOCIATES COMMON STOCK 741477103 12928 327300 SOLE 327300
PRIME RESPONSE INC COMMON STOCK 74158B100 3796 248900 SOLE 248900
PRIMUS KNOWLEDGE SOLUTION COMMON STOCK 74163Q100 8054 92900 SOLE 92900
PRIMUS TELECOMM GROUP INC COMMON STOCK 741929103 15506 300000 SOLE 300000
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 753 33000 SOLE 33000
PRIDE INTL INC CONVERTIBLE BOND 741932AB3 5775 15000000 SOLE 15000000
PRIORITY HEALTHCARE CORP COMMON STOCK 74264T102 1005 20000 SOLE 20000
PROCTER AND GAMBLE CO COMMON STOCK 742718109 4146 70700 SOLE 70700
PROFESSIONAL DETAILING COMMON STOCK 74312N107 215 8600 SOLE 8600
PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 10710 153000 SOLE 153000
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 717 30600 SOLE 30600
PROGRESSIVE CORP COMMON STOCK 743315103 7964 104700 SOLE 104700
PROJECT SOFTWARE & DEV COMMON STOCK 74339P101 13285 354200 SOLE 354200
PROSOFTTRAINING.COM COMMON STOCK 743477101 6800 302800 SOLE 302800
PROSPERITY BANCSHARES COMMON STOCK 743606105 996 67500 SOLE 67500
PROTECTION ONE ALARM CONVERTIBLE BOND 743659AL8 9899 17565000 SOLE 17565000
PROTEIN DESIGN LABS INC. COMMON STOCK 74369L103 17657 252100 SOLE 252100
PROXICOM INC COMMON STOCK 744282104 434 9800 SOLE 9800
PROXIM INC COMMON STOCK 744284100 21681 180750 SOLE 180750
PSINET INC 6.75 NVT CV PREFERRED STOCK 74437C309 4480 70000 SOLE 70000
PUBLIC SERVICE ENTER COMMON STOCK 744573106 39221 1323900 SOLE 1323900
PULITZER INC. COMMON STOCK 745769109 789 19300 SOLE 19300
PURCHASEPRO.COM INC COMMON STOCK 746144104 9549 322500 SOLE 322500
QRS CORP COMMON STOCK 74726X105 13545 230000 SOLE 230000
QLOGIC CORP COMMON STOCK 747277101 172627 1274000 SOLE 1274000
QUAKER OATS CO COMMON STOCK 747402105 243 4000 SOLE 4000
QUALCOMM INC. COMMON STOCK 747525103 495996 3330260 SOLE 3330260
QUANTA SERVICES INC COMMON STOCK 74762E102 2154 35500 SOLE 35500
QUANTUM COR-DLT & STOR COMMON STOCK 747906204 2376 199000 SOLE 199000
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 1670 42000 SOLE 42000
QUEST SOFTWARE INC COMMON STOCK 74834T103 12079 107100 SOLE 107100
QUESTAR CORP COMMON STOCK 748356102 483 26000 SOLE 26000
QUINTILES TRANSNAT REGD COMMON STOCK 748767100 49686 2764300 SOLE 2764300
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 243 5000 SOLE 5000
RCN CORPORATION COMMON STOCK 749361101 13559 251500 SOLE 251500
RH DONNELLEY CORP COMMON STOCK 74955W307 5697 335100 SOLE 335100
RF MICRO DEVICES INC COMMON STOCK 749941100 142438 1060000 SOLE 1060000
RADIAN GROUP INC COMMON STOCK 750236101 8864 186130 SOLE 186130
RADISYS CORP COMMON STOCK 750459109 601 10000 SOLE 10000
RALSTON-RALSTON PURINA GP COMMON STOCK 751277302 8557 312600 SOLE 312600
RANGER OIL LTD COMMON STOCK 752805101 97 25000 SOLE 25000
RARE MEDIUM GROUP INC COMMON STOCK 75382N109 287 6500 SOLE 6500
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 12240 160000 SOLE 160000
RATIONAL SOFTWARE 144A CONVERTIBLE BOND 75409PAA1 8117 6500000 SOLE 6500000
RAYMOND JAMES FINANCIAL COMMON STOCK 754730109 415 20000 SOLE 20000
RAYONIER INC. COMMON STOCK 754907103 9960 204300 SOLE 204300
RAYTHEON CO- CL A COMMON STOCK 755111309 240 12754 SOLE 12754
READERS DIGEST ASSOC INC. COMMON STOCK 755267101 33546 948300 SOLE 948300
RECKSON ASSOC REALTY CORP COMMON STOCK 75621K106 8246 440000 SOLE 440000
RECKSON ASSOC REALTY - B COMMON STOCK 75621K304 199 9690 SOLE 9690
REDBACK NETWORKS COMMON STOCK 757209101 37492 125000 SOLE 125000
REGENT COMMUNICATIONS INC COMMON STOCK 758865109 2782 225000 SOLE 225000
REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 4434 150000 SOLE 150000
REGIS CORPORATION COMMON STOCK 758932107 2468 166600 SOLE 166600
REGIONS FINANCIAL CORP COMMON STOCK 758940100 6159 270000 SOLE 270000
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 4363 195000 SOLE 195000
RELIANT ENERGY INC. COMMON STOCK 75952J108 14138 603200 SOLE 603200
RELIASTAR FINANACIAL CORP COMMON STOCK 75952U103 566 16700 SOLE 16700
REMEDY CORP COMMON STOCK 759548100 6319 150000 SOLE 150000
REPLIGEN CORP COMMON STOCK 759916109 3298 342700 SOLE 342700
RENAL CARE GROUP INC COMMON STOCK 759930100 8913 412500 SOLE 412500
REPUBLIC SERVICES INC COMMON STOCK 760759100 28929 2645000 SOLE 2645000
RESEARCH IN MOTION COMMON STOCK 760975102 41535 365000 SOLE 365000
RESMED INC COMMON STOCK 761152107 22890 320700 SOLE 320700
RESOURCEPHOENIX.COM INC COMMON STOCK 76122L106 2252 171800 SOLE 171800
REXALL SUNDOWN INC. COMMON STOCK 761648104 5085 360000 SOLE 360000
REYNOLDS & REYNOLDS CO A COMMON STOCK 761695105 16605 615000 SOLE 615000
RJ REYNOLDS TOBACCO HLDG COMMON STOCK 76182K105 28954 1703000 SOLE 1703000
ROBBINS & MEYERS INC CONVERTIBLE BOND 770196AA1 3465 3500000 SOLE 3500000
ROBOTIC VISION SYSTEMS COMMON STOCK 771074101 9760 510000 SOLE 510000
ROCKWELL INTL CORP COMMON STOCK 773903109 67402 1612000 SOLE 1612000
ROHM & HAAS CO COMMON STOCK 775371107 37405 838200 SOLE 838200
ROHN INDUSTRIES INC COMMON STOCK 775381106 117 36000 SOLE 36000
ROLLINS TRUCK LSWY COMMON STOCK 775741101 2447 290000 SOLE 290000
ROPER INDUSTRIES INC COMMON STOCK 776696106 1656 48800 SOLE 48800
ROSLYN BANCORP INC COMMON STOCK 778162107 741 41600 SOLE 41600
ROSS STORES, INC. COMMON STOCK 778296103 39224 1630100 SOLE 1630100
ROWAN COMPANIES INC. COMMON STOCK 779382100 9435 320500 SOLE 320500
ROYAL DUTCH PETROL- NY COMMON STOCK 780257804 395165 6865400 SOLE 6865400
RUBY TUESDAY INC COMMON STOCK 781182100 5618 321000 SOLE 321000
RYAN'S FAMILY STK HOUSES COMMON STOCK 783519101 956 100000 SOLE 100000
RYERSON TULL INC COMMON STOCK 78375P107 8127 524300 SOLE 524300
RYLAND GROUP INC COMMON STOCK 783764103 3469 185000 SOLE 185000
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 37730 898840 SOLE 898840
SCI SYSTEMS INC CONVERTIBLE BOND 783890AF3 13116 10750000 SOLE 10750000
SCP POOL CORP COMMON STOCK 784028102 1348 44000 SOLE 44000
SDL INC COMMON STOCK 784076101 264912 1225000 SOLE 1225000
SEI INVESTMENTS COMPANY COMMON STOCK 784117103 3403 30000 SOLE 30000
SFX ENTERTAINMNT,INC CL A COMMON STOCK 784178105 66417 1627800 SOLE 1627800
SLM HOLDING CORP COMMON STOCK 78442A109 193 5800 SOLE 5800
SLI INC COMMON STOCK 78442T108 595 35000 SOLE 35000
SPS TECHNOLOGIES INC. COMMON STOCK 784626103 4886 160200 SOLE 160200
SPX CORPORATION COMMON STOCK 784635104 40231 354100 SOLE 354100
S3 INCORPORATED COMMON STOCK 784849101 22155 1055000 SOLE 1055000
SABRE GROUP HLDGS COMMON STOCK 785905100 66171 1781443 SOLE 1781443
SAFEGUARD SCIENTIFICS COMMON STOCK 786449108 9844 140000 SOLE 140000
SAFEWAY INC. COMMON STOCK 786514208 56802 1255300 SOLE 1255300
SAGA SYSTEMS INC. COMMON STOCK 786610105 22076 617500 SOLE 617500
ST JUDE MEDICAL INC. COMMON STOCK 790849103 2013 78000 SOLE 78000
ST MARY LAND & EXPLOR COMMON STOCK 792228108 4759 159300 SOLE 159300
ST PAUL 6.0 MIPS CV NVT PREFERRED STOCK 792856205 5378 90000 SOLE 90000
ST. PAUL COS. COMMON STOCK 792860108 55624 1634150 SOLE 1634150
SAKS INCORPORATED COMMON STOCK 79377W108 3321 229000 SOLE 229000
SALESLOGIC CORP. COMMON STOCK 79466P105 8660 320000 SOLE 320000
SALTON INC COMMON STOCK 795757103 1301 30000 SOLE 30000
SANDISK CORP COMMON STOCK 80004C101 21036 172600 SOLE 172600
SANMINA CORPORATION COMMON STOCK 800907107 144574 2123000 SOLE 2123000
SANMINA CORP CONVERTIBLE BOND 800907AB3 7386 4500000 SOLE 4500000
SANTA FE SNYDER CORP COMMON STOCK 80218K105 4023 418000 SOLE 418000
SAPIENT CORP COMMON STOCK 803062108 4949 59000 SOLE 59000
SARA LEE CORPORATION COMMON STOCK 803111103 3047 169300 SOLE 169300
SATCON TECHNOLOGY CORP COMMON STOCK 803893106 6646 250000 SOLE 250000
SAUER INC COMMON STOCK 804137107 3053 350000 SOLE 350000
SCANA CORP COMMON STOCK 80589M102 695 28379 SOLE 28379
HENRY SCHEIN INC. COMMON STOCK 806407102 324 20000 SOLE 20000
SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 64761 1762200 SOLE 1762200
SCHLUMBERGER, LTD. COMMON STOCK 806857108 39306 513800 SOLE 513800
SCHOLASTIC CORP COMMON STOCK 807066105 1079 20000 SOLE 20000
SCHOOL SPECIALTY INC COMMON STOCK 807863105 2998 140700 SOLE 140700
SCHULMAN (A.) INC COMMON STOCK 808194104 4108 310000 SOLE 310000
CHARLES SCHWAB CORP. COMMON STOCK 808513105 150917 2656400 SOLE 2656400
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 302162 4670435 SOLE 4670435
SCIQUEST.COM INC COMMON STOCK 80908Q107 505 33600 SOLE 33600
SEACHANGE INTL INC COMMON STOCK 811699107 20028 325000 SOLE 325000
SEAGATE TECHNOLOGY COMMON STOCK 811804103 140667 2334800 SOLE 2334800
SEAGRAM CO LTD COMMON STOCK 811850106 78064 1312000 SOLE 1312000
SEAGRAM ACES 7.50 CV PREFERRED STOCK 811850205 16373 285000 SOLE 285000
SEACOR HOLDINGS INC COMMON STOCK 811904101 12075 200000 SOLE 200000
SEALED AIR CORP- NEW COMMON STOCK 81211K100 22 400 SOLE 400
SEALED AIR SR-A 4.0 VT CV PREFERRED STOCK 81211K209 14543 280000 SOLE 280000
SEARS ROEBUCK COMMON STOCK 812387108 9127 295600 SOLE 295600
SELECTICA INC COMMON STOCK 816288104 944 10700 SOLE 10700
SEMTECH COMMON STOCK 816850101 12556 196000 SOLE 196000
SEMTECH CORP 144A CONVERTIBLE BOND 816850AB7 4663 5000000 SOLE 5000000
SEMPRA ENERGY COMMON STOCK 816851109 495 29581 SOLE 29581
SENIOR HOUSING PROP TRUST COMMON STOCK 81721M109 23 2290 SOLE 2290
SENSORMATIC ELECTRONICS COMMON STOCK 817265101 11555 515000 SOLE 515000
SENSRMTC ELEC 6.5 CV 144A PREFERRED STOCK 817265200 4650 150000 SOLE 150000
SENSORMTC ELEC 6.5 CV NVT PREFERRED STOCK 817265804 775 25000 SOLE 25000
SEPRACOR INC 144A CONVERTIBLE BOND 817315AJ3 5753 6000000 SOLE 6000000
SEQUENOM INC COMMON STOCK 817337108 1894 46800 SOLE 46800
SERENA SOFTWARE INC COMMON STOCK 817492101 8259 257800 SOLE 257800
SERVICE CORP INT'L COMMON STOCK 817565104 1740 580000 SOLE 580000
724 SOLUTIONS INC COMMON STOCK 81788Q100 2472 19600 SOLE 19600
SHARED MEDICAL SYSTEMS COMMON STOCK 819486101 11833 185800 SOLE 185800
SHAW GROUP INC COMMON STOCK 820280105 8813 250000 SOLE 250000
SHAW INDUSTRIES INC COMMON STOCK 820286102 25547 1682100 SOLE 1682100
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 19500 888900 SOLE 888900
SHIRE PHARMACEUTICALS ADR COMMON STOCK 82481R106 11388 222200 SOLE 222200
SHOPKO STORES, INC. COMMON STOCK 824911101 8815 496600 SOLE 496600
SHURGARD STORAGE COMMON STOCK 82567D104 1150 44000 SOLE 44000
SIEBEL SYSTEMS INC COMMON STOCK 826170102 37193 311400 SOLE 311400
SIEBEL SYSTEMS 144A CONVERTIBLE BOND 826170AA0 3954 1500000 SOLE 1500000
SIGMA-ALDRICH CORPORATION COMMON STOCK 826552101 938 34900 SOLE 34900
SILICON STORAGE TECH COMMON STOCK 827057100 12854 174000 SOLE 174000
SILICON IMAGE INC COMMON STOCK 82705T102 3608 50000 SOLE 50000
SILICON VALLEY BANCSHARES COMMON STOCK 827064106 359 5000 SOLE 5000
SILICON VALLEY GROUP INC COMMON STOCK 827066101 15469 505000 SOLE 505000
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 900 37500 SOLE 37500
SIMPSON MANU CO INC COMMON STOCK 829073105 395 10000 SOLE 10000
SINCLAIR BROADCAST 6.0 CV PREFERRED STOCK 829226505 1463 50000 SOLE 50000
SMARTFORCE PLC ADR COMMON STOCK 83170A206 9634 210000 SOLE 210000
SMITHKLINE BEECHAM ADR COMMON STOCK 832378301 4558 69000 SOLE 69000
SMURFIT-STONE CONTAINER COMMON STOCK 832727101 9502 561942 SOLE 561942
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 2475 110000 SOLE 110000
SNAP-ON TOOLS CORP. COMMON STOCK 833034101 17250 659800 SOLE 659800
SOFTWARE.COM INC COMMON STOCK 83402P104 9099 70600 SOLE 70600
SOLECTRON CORPORATION COMMON STOCK 834182107 36192 903400 SOLE 903400
SOLUTIA INC COMMON STOCK 834376105 9095 680000 SOLE 680000
SONIC CORPORATION COMMON STOCK 835451105 330 12100 SOLE 12100
SONICWALL INC COMMON STOCK 835470105 18624 278500 SOLE 278500
SONOCO PROD CO COMMON STOCK 835495102 26841 1143980 SOLE 1143980
SONOSITE INC COMMON STOCK 83568G104 10863 316700 SOLE 316700
SOURCE INFORMATION MGMT COMMON STOCK 836151209 5817 330200 SOLE 330200
SOUTHDOWN INC COMMON STOCK 841297104 49607 840800 SOLE 840800
SOUTHERN CO COMMON STOCK 842587107 30737 1413200 SOLE 1413200
SOUTHTRUST CORP COMMON STOCK 844730101 43 1700 SOLE 1700
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 15 700 SOLE 700
SOUTHWEST SECURITIES GP COMMON STOCK 845224104 869 20000 SOLE 20000
SOVEREIGN BANCORP INC COMMON STOCK 845905108 2530 335000 SOLE 335000
SPANISH BROADCASTING SYS COMMON STOCK 846425882 8305 354900 SOLE 354900
SPARTECH CORP COMMON STOCK 847220209 344 10000 SOLE 10000
SPEEDFAM-IPEC INC COMMON STOCK 847705100 2385 120000 SOLE 120000
SPLASH TECHNOLOGY HLDNGS COMMON STOCK 848623104 2538 201800 SOLE 201800
SPORTSLINE.COM INC. COMMON STOCK 848934105 12658 430000 SOLE 430000
SPRINT CORP (FON GROUP) COMMON STOCK 852061100 266932 4237050 SOLE 4237050
SPYGLASS INC COMMON STOCK 852192103 7755 100000 SOLE 100000
STAFF LEASING INC COMMON STOCK 852381102 1588 273200 SOLE 273200
STAMPS.COM INC COMMON STOCK 852857101 10047 515400 SOLE 515400
STANLEY WORKS COMMON STOCK 854616109 4510 171000 SOLE 171000
STAPLES INC. COMMON STOCK 855030102 16 800 SOLE 800
STAR GAS PARTNERS L.P. COMMON STOCK 85512C105 225 16539 SOLE 16539
STARTEK INC COMMON STOCK 85569C107 1991 27000 SOLE 27000
STARTEC GLOBAL COMM COMMON STOCK 85569E103 2589 121700 SOLE 121700
STATEN ISLAND BANCORP INC COMMON STOCK 857550107 252 14700 SOLE 14700
STILLWATER MINING COMPANY COMMON STOCK 86074Q102 7760 194000 SOLE 194000
STMICROELECTRONICS NV- NY COMMON STOCK 861012102 224269 1183800 SOLE 1183800
STOLT OFFSHORE SA - ADR COMMON STOCK 861567105 3715 357500 SOLE 357500
STONE ENERGY CORP. COMMON STOCK 861642106 21384 434200 SOLE 434200
STRUCTURAL DYNAMICS RES COMMON STOCK 863555108 2 167 SOLE 167
SUIZA FOODS CORP COMMON STOCK 865077101 684 17000 SOLE 17000
SUMMIT BANCORP COMMON STOCK 866005101 30000 1143350 SOLE 1143350
SUN MICROSYSTEMS INC. COMMON STOCK 866810104 395822 4221100 SOLE 4221100
SUNRISE ASST LIVING 144A CONVERTIBLE BOND 86768KAA4 2685 3409000 SOLE 3409000
SUNTRUST BANKS,INC. COMMON STOCK 867914103 16049 278480 SOLE 278480
SUPERGEN INC COMMON STOCK 868059106 1008 21000 SOLE 21000
SUPERIOR INDUSTRIES INTL COMMON STOCK 868168105 285 9000 SOLE 9000
SUPERVALU INC. COMMON STOCK 868536103 21009 1110200 SOLE 1110200
SURMODICS INC COMMON STOCK 868873100 5467 198800 SOLE 198800
SWIFT TRANSPORTATION CO COMMON STOCK 870756103 1866 91000 SOLE 91000
SYBASE INCORPORATED COMMON STOCK 871130100 206128 10082300 SOLE 10082300
SYMANTEC CORP. COMMON STOCK 871503108 9654 128500 SOLE 128500
SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 17364 209750 SOLE 209750
SYMYX TECHNOLOGIES INC COMMON STOCK 87155S108 2419 56100 SOLE 56100
SYNOPSYS INC COMMON STOCK 871607107 14576 299000 SOLE 299000
SYSCO CORP COMMON STOCK 871829107 38343 1074400 SOLE 1074400
TCF FINANCIAL CORP COMMON STOCK 872275102 1262 53000 SOLE 53000
TJX COMPANIES, INC. COMMON STOCK 872540109 23330 1051500 SOLE 1051500
TNP ENTERPRISES INC COMMON STOCK 872594106 4732 108000 SOLE 108000
T/R SYSTEMS INC COMMON STOCK 87263U102 5548 249400 SOLE 249400
TRW, INC. COMMON STOCK 872649108 12080 206500 SOLE 206500
MERCATOR SOFTWARE COMMON STOCK 872879101 23673 285000 SOLE 285000
TV GUIDE INC -CL A COMMON STOCK 87307Q109 4806 100000 SOLE 100000
TALBOTS INC. COMMON STOCK 874161102 1178 20000 SOLE 20000
TALK.COM, INC. COMMON STOCK 874264104 0 23000 SOLE 23000
TANDY CORP COMMON STOCK 875382103 224209 4539500 SOLE 4539500
TANNING TECHNOLOGY CORP COMMON STOCK 87588P101 3303 76700 SOLE 76700
TARGET CORP COMMON STOCK 87612E106 53372 714000 SOLE 714000
TECHNE CORP COMMON STOCK 878377100 794 11500 SOLE 11500
TECHNITROL INC COMMON STOCK 878555101 1573 27000 SOLE 27000
TECUMSEH PRODUCTS CO COMMON STOCK 878895200 268 6100 SOLE 6100
TEKELEC COMMON STOCK 879101103 20419 550000 SOLE 550000
TEKTRONIX INC COMMON STOCK 879131100 14000 250000 SOLE 250000
TELAXIS COMMUNICATIONS COMMON STOCK 879202109 2184 36100 SOLE 36100
*** TELENORTE LESTE -ADR COMMON STOCK 879246106 5607 216400 SOLE 216400
TELEDYNE TECH INC COMMON STOCK 879360105 1216 70000 SOLE 70000
TELEFLEX INC COMMON STOCK 879369106 3898 109800 SOLE 109800
TELEFONOS DE MEXICO SA CONVERTIBLE BOND 879403AD5 6130 4000000 SOLE 4000000
TELESCAN INC COMMON STOCK 879516102 2363 100000 SOLE 100000
TELESP CELULAR PARTIC-ADR COMMON STOCK 87952L108 149568 2648700 SOLE 2648700
TELIGENT INC COMMON STOCK 87959Y103 668 10000 SOLE 10000
TELLABS INC COMMON STOCK 879664100 82402 1324000 SOLE 1324000
TELXON CONVERTIBLE BOND 879700AC6 0 2500000 SOLE 2500000
TEMPLE-INLAND INC COMMON STOCK 879868107 18272 366700 SOLE 366700
TENFOLD CORPORATION COMMON STOCK 88033A103 7715 127950 SOLE 127950
TENET HEALTHCARE COMMON STOCK 88033G100 11554 502750 SOLE 502750
TENNECO AUTO COMMON STOCK 880349105 476 60000 SOLE 60000
TERADYNE INCORPORATED COMMON STOCK 880770102 39842 484400 SOLE 484400
TESORO PETROLEUM CORP. COMMON STOCK 881609101 6072 528000 SOLE 528000
TESORO PETROL 7.25 NVT CV PREFERRED STOCK 881609408 13338 1100000 SOLE 1100000
*** TEVA PHARM ADR COMMON STOCK 881624209 6582 176400 SOLE 176400
TETRA TECH INC COMMON STOCK 88162G103 10421 437951 SOLE 437951
TEXACO INC COMMON STOCK 881694103 145721 2717400 SOLE 2717400
TEXAS INDUSTRIES COMMON STOCK 882491103 560 18000 SOLE 18000
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 184016 1150100 SOLE 1150100
TEXAS UTILITIES COMPANY COMMON STOCK 882848104 40562 1365500 SOLE 1365500
TEXTRON INC COMMON STOCK 883203101 114080 1874000 SOLE 1874000
THERMA WAVE INC. COMMON STOCK 88343A108 7541 221600 SOLE 221600
THERMO INSTRUMENT CONV CONVERTIBLE BOND 883559AE6 10485 12000000 SOLE 12000000
THERMO OPTEK 144A CONVERTIBLE BOND 883582AA6 6428 6000000 SOLE 6000000
THERMOQUEST 144A CONVERTIBLE BOND 883655AA0 10044 9775000 SOLE 9775000
3DO COMPANY (THE) COMMON STOCK 88553W105 6258 640500 SOLE 640500
THREE-FIVE SYSTEMS INC COMMON STOCK 88554L108 13920 212000 SOLE 212000
TIDEWATER INCORPORATED COMMON STOCK 886423102 36075 1134000 SOLE 1134000
TIFFANY & CO COMMON STOCK 886547108 226155 2749600 SOLE 2749600
TIMBERLAND COMPANY CL A COMMON STOCK 887100105 1173 23000 SOLE 23000
TIME WARNER, INCORP. COMMON STOCK 887315109 459008 4465300 SOLE 4465300
TIMES MIRROR CO - CL A COMMON STOCK 887364107 17779 191300 SOLE 191300
TOLL BROTHERS INC COMMON STOCK 889478103 7520 376000 SOLE 376000
TOO INC COMMON STOCK 890333107 29591 937531 SOLE 937531
TORO CO COMMON STOCK 891092108 204 6800 SOLE 6800
TOSCO CORP COMMON STOCK 891490302 48406 1591800 SOLE 1591800
TOTAL FINA ELF SA ADR COMMON STOCK 89151E109 72348 983000 SOLE 983000
TOWER AOTOMOTIVE INC COMMON STOCK 891707101 4149 253400 SOLE 253400
TOYS 'R' US INC. COMMON STOCK 892335100 4867 328600 SOLE 328600
TRANSWITCH CORP COMMON STOCK 894065101 5556 57800 SOLE 57800
TRENDWEST RESORTS INC COMMON STOCK 894917103 402 17000 SOLE 17000
TRENWICK GROUP, INC. COMMON STOCK 895290104 2665 188677 SOLE 188677
TRIAD HOSPITALS INC COMMON STOCK 89579K109 670 40000 SOLE 40000
TRIANGLE PHARMACEUTICALS COMMON STOCK 89589H104 473 30000 SOLE 30000
TRIAD GUARANTY INC COMMON STOCK 895925105 508 25000 SOLE 25000
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 28776 926400 SOLE 926400
TRIBUNE CO COMMON STOCK 896047107 32405 886300 SOLE 886300
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 14740 412300 SOLE 412300
TRINITY INDUSTRIES COMMON STOCK 896522109 1066 45000 SOLE 45000
TRITON PCS HOLDNGS INC A COMMON STOCK 89677M106 3526 59000 SOLE 59000
TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 54005 1373900 SOLE 1373900
TURNSTONE SYSTEMS INC COMMON STOCK 900423104 4405 37700 SOLE 37700
TUT SYSTEMS INC COMMON STOCK 901103101 12806 215000 SOLE 215000
TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 18754 426400 SOLE 426400
24/7 MEDIA INC COMMON STOCK 901314104 0 100000 SOLE 100000
TYCO INTL LTD COMMON STOCK 902124106 407083 8418750 SOLE 8418750
UAL CORPORATION COMMON STOCK 902549500 5988 100000 SOLE 100000
UCAR INTERNATIONAL COMMON STOCK 90262K109 2891 219200 SOLE 219200
USX-MARATHON GROUP COMMON STOCK 902905827 48665 1870200 SOLE 1870200
UST, INC. COMMON STOCK 902911106 15277 1095300 SOLE 1095300
US BANCORP COMMON STOCK 902973106 8827 404200 SOLE 404200
USA NETWORKS INC COMMON STOCK 902984103 36100 1600000 SOLE 1600000
USG CORP COMMON STOCK 903293405 28769 686000 SOLE 686000
USX-US STEEL GROUP INC COMMON STOCK 90337T101 23 900 SOLE 900
ULTRAMAR DIAMOND SHA COMMON STOCK 904000106 10580 417800 SOLE 417800
UNIBANCO GDR COMMON STOCK 90458E107 31473 1043000 SOLE 1043000
UNIFI INC COMMON STOCK 904677101 5121 573000 SOLE 573000
UNICOM CORP. COMMON STOCK 904911104 68181 1867700 SOLE 1867700
UNIGRAPHICS SOLUTIONS INC COMMON STOCK 904928108 5982 202500 SOLE 202500
UNION CARBIDE CORPORATION COMMON STOCK 905581104 66640 1142800 SOLE 1142800
UNION PACIFIC COMMON STOCK 907818108 54223 1385900 SOLE 1385900
UNION PACIFIC RESOUR COMMON STOCK 907834105 2219 153000 SOLE 153000
UNION PLANTERS CORP COMMON STOCK 908068109 10312 335324 SOLE 335324
UNIONBANCAL CORP COMMON STOCK 908906100 1951 70800 SOLE 70800
UNISYS CORPORATION COMMON STOCK 909214108 7102 278500 SOLE 278500
UNITED HEALTHCARE CORP COMMON STOCK 910581107 73243 1228200 SOLE 1228200
UNITED RENTALS INC COMMON STOCK 911363109 256 15300 SOLE 15300
US CELLULAR CORP COMMON STOCK 911684108 2982 42000 SOLE 42000
US WEST INC COMMON STOCK 91273H101 59872 824400 SOLE 824400
UNITED STATIONERS INC COMMON STOCK 913004107 357 10000 SOLE 10000
UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 15576 246500 SOLE 246500
UNITED TELEVISION INC COMMON STOCK 913066106 265 2000 SOLE 2000
UNITEDGLOBALCOM, INC. A COMMON STOCK 913247508 136 1814 SOLE 1814
UNITEDGLOBALCOM 7.0 CVNVT PREFERRED STOCK 913247805 6143 90000 SOLE 90000
UNIVERSAL CORP COMMON STOCK 913456109 2183 144900 SOLE 144900
UNIVISION COMMUNICATIONS COMMON STOCK 914906102 132053 1169500 SOLE 1169500
UNOCAL CORP. COMMON STOCK 915289102 72128 2425200 SOLE 2425200
US FREIGHTWAYS COMMON STOCK 916906100 2082 55600 SOLE 55600
URBAN OUTFITTERS INC COMMON STOCK 917047102 159 10800 SOLE 10800
USINTERNETWORKING INC COMMON STOCK 917311805 11369 290500 SOLE 290500
UTILICORP UNITED INC COMMON STOCK 918005109 2258 125000 SOLE 125000
UTSTARCOM INC COMMON STOCK 918076100 3841 49200 SOLE 49200
VF CORPORATION COMMON STOCK 918204108 7637 317400 SOLE 317400
VAIL RESORTS INC COMMON STOCK 91879Q109 250 15500 SOLE 15500
VALASSIS COMMUNICATIONS COMMON STOCK 918866104 10930 328100 SOLE 328100
VALHI (HAL) CONVERTIBLE BOND 918905AC4 4800 7500000 SOLE 7500000
VALERO ENERGY CORP COMMON STOCK 91913Y100 17866 585800 SOLE 585800
VALUEVISION INTL INC-CL A COMMON STOCK 92047K107 17324 418700 SOLE 418700
VARCO INTERNATIONAL INC. COMMON STOCK 922126107 11612 919800 SOLE 919800
VARIAN INC. COMMON STOCK 922206107 1957 51000 SOLE 51000
VARIAN SEMICONDUCTORS COMMON STOCK 922207105 3022 47500 SOLE 47500
VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 1460 32000 SOLE 32000
VASTAR RESOURCES INC COMMON STOCK 922380100 145088 1952400 SOLE 1952400
VEECO INSTRUMENTS INC COMMON STOCK 922417100 56314 761000 SOLE 761000
VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 6721 154700 SOLE 154700
VENTIV HEALTH INC WI COMMON STOCK 922793104 1358 135000 SOLE 135000
VERIO INC COMMON STOCK 923433106 225 5000 SOLE 5000
VERITAS SOFTWARE CORP COMMON STOCK 923436109 417765 3159950 SOLE 3159950
VERITY INC COMMON STOCK 92343C106 15315 374900 SOLE 374900
VERISIGN INC COMMON STOCK 92343E102 39066 348500 SOLE 348500
VERSATA INC COMMON STOCK 925298101 2829 47000 SOLE 47000
VIACOM INC. CL B. COMMON STOCK 925524308 21 400 SOLE 400
VIATEL INC COMMON STOCK 925529208 122 2385 SOLE 2385
VIASAT INC COMMON STOCK 92552V100 6365 88250 SOLE 88250
VIANT CORP COMMON STOCK 92553N107 4445 132400 SOLE 132400
VIADOR INC COMMON STOCK 92553R108 6064 125200 SOLE 125200
VICINITY CORP COMMON STOCK 925653107 188 5400 SOLE 5400
VIA NET.WORKS INC COMMON STOCK 925912107 2223 83100 SOLE 83100
VIRATA CORP COMMON STOCK 927646109 21782 217000 SOLE 217000
VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 86219 1550000 SOLE 1550000
VISX INC COMMON STOCK 92844S105 5986 328000 SOLE 328000
VITAL SIGNS INC COMMON STOCK 928469105 287 12500 SOLE 12500
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 360239 3826000 SOLE 3826000
VITESSE SEMICONDUCTR 144A CONVERTIBLE BOND 928497AA4 4165 4000000 SOLE 4000000
VODAFONE AIRTOUCH PLC ADR COMMON STOCK 92857T107 136753 2461200 SOLE 2461200
VOICESTREAM WIRELESS COMMON STOCK 928615103 42349 328762 SOLE 328762
VORNADO RLTY TRST 6.5 CV PREFERRED STOCK 929042208 7163 150000 SOLE 150000
VULCAN MATERIALS CO COMMON STOCK 929160109 16767 366000 SOLE 366000
WMS INDS. INC. COMMON STOCK 929297109 99 10000 SOLE 10000
WACHOVIA CORP. COMMON STOCK 929771103 17945 265600 SOLE 265600
WAL-MART STORES INC. COMMON STOCK 931142103 782603 14110500 SOLE 14110500
WALGREEN COMPANY COMMON STOCK 931422109 11567 449200 SOLE 449200
WALLACE COMPUTER COMMON STOCK 932270101 3291 278600 SOLE 278600
WALTER INDUSTRIES INC COMMON STOCK 93317Q105 775 100000 SOLE 100000
WARNACO GROUP INC. COMMON STOCK 934390105 7324 620000 SOLE 620000
WARNER-LAMBERT COMMON STOCK 934488107 58935 604700 SOLE 604700
WASHINGTON FEDERAL INC COMMON STOCK 938824109 6291 330000 SOLE 330000
WASHINGTON MUTUAL SAV BNK COMMON STOCK 939322103 34105 1287400 SOLE 1287400
WASTE CONECTIONS INC COMMON STOCK 941053100 203 17500 SOLE 17500
WASTE MANAGEMENT INC COMMON STOCK 94106L109 57015 4365500 SOLE 4365500
WATCHGUARD TECHNOLOGIES COMMON STOCK 941105108 9241 103500 SOLE 103500
WATER PIK TECHNOLOGIES COMMON STOCK 94113U100 653 90000 SOLE 90000
WATERS CORP COMMON STOCK 941848103 274956 2882100 SOLE 2882100
WEATHERFORD INTL COMMON STOCK 947074100 869 15423 SOLE 15423
DELL WEBB CORPORATION COMMON STOCK 947423109 1881 127000 SOLE 127000
WEBSTER FINANCIAL CORP COMMON STOCK 947890109 3565 155000 SOLE 155000
WEBTRENDS CORP COMMON STOCK 94844D104 25462 353100 SOLE 353100
WELLS FARGO COMPANY COMMON STOCK 949746101 367496 8977000 SOLE 8977000
WENDY'S TECONS 5.0 CV PREFERRED STOCK 950588202 4700 100000 SOLE 100000
WENDY'S INTERNATIONAL COMMON STOCK 950590109 19778 979700 SOLE 979700
WERNER ENTERPRISES INC COMMON STOCK 950755108 2397 141000 SOLE 141000
WESTERN RESOURCES INC COMMON STOCK 959425109 213 13500 SOLE 13500
WESTERN WIRELESS CLASS A COMMON STOCK 95988E204 10500 229200 SOLE 229200
WESTPOINT STEVENS INC COMMON STOCK 961238102 7163 377000 SOLE 377000
WESTVACO CORPORATION COMMON STOCK 961548104 11495 345350 SOLE 345350
WEYERHAEUSER CO COMMON STOCK 962166104 76088 1285444 SOLE 1285444
WHIRLPOOL CORP COMMON STOCK 963320106 29987 511500 SOLE 511500
WHITE PINE SOFTWARE INC COMMON STOCK 964347108 7020 166000 SOLE 166000
WHITEHALL JEWELLERS INC COMMON STOCK 965063100 4003 171350 SOLE 171350
WHITNEY HOLDING CORP COMMON STOCK 966612103 261 8000 SOLE 8000
WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 13370 333200 SOLE 333200
WILLIAMS COMMUN GRP COMMON STOCK 969455104 40963 791500 SOLE 791500
WILLIAMS COMPANIES INC COMMON STOCK 969457100 40135 913500 SOLE 913500
WIND RIVER SYSTEMS COMMON STOCK 973149107 3625 100000 SOLE 100000
WINNEBAGO INDUSTRIES COMMON STOCK 974637100 397 22000 SOLE 22000
WINSTAR COMM COMMON STOCK 975515107 265 5000 SOLE 5000
WITNESS SYSTEMS INC COMMON STOCK 977424100 1062 34800 SOLE 34800
WORKFLOW MGMT INC COMMON STOCK 98137N109 404 15000 SOLE 15000
WORLD ACCESS INC COMMON STOCK 98141A101 3825 200000 SOLE 200000
WORLD ACCESS INC CONVERTIBLE BOND 98141AAC5 4275 5000000 SOLE 5000000
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 2137 172700 SOLE 172700
XM SATELLITE 8.250 CV VT PREFERRED STOCK 983759200 2719 50000 SOLE 50000
XETA CORP COMMON STOCK 983909102 637 14000 SOLE 14000
XILINX INCORPORATED COMMON STOCK 983919101 88187 1064900 SOLE 1064900
XIRCOM INC COMMON STOCK 983922105 15217 410800 SOLE 410800
XEROX CORP. COMMON STOCK 984121103 4326 167000 SOLE 167000
XTRA CORP COMMON STOCK 984138107 10450 232100 SOLE 232100
YAHOO! INC COMMON STOCK 984332106 2619 15280 SOLE 15280
YELLOW CORP COMMON STOCK 985509108 3688 200000 SOLE 200000
YORK INTERNATIONAL CORP COMMON STOCK 986670107 4659 199300 SOLE 199300
YOUNG & RUBICAM INC COMMON STOCK 987425105 108001 2297900 SOLE 2297900
YOUNG & RUBICAM INC 144A CONVERTIBLE BOND 987425AA3 4650 5000000 SOLE 5000000
Z-TEL TECHNOLOGIES INC COMMON STOCK 988792107 6092 145500 SOLE 145500
ZALE CORP COMMON STOCK 988858106 62641 1327500 SOLE 1327500
ZEBRA TECH CORP CL A COMMON STOCK 989207105 2695 53900 SOLE 53900
ZIONS BANCORPORATION COMMON STOCK 989701107 4287 103000 SOLE 103000
ZORAN CORP COMMON STOCK 98975F101 11263 200000 SOLE 200000
ZYGO CORP COMMON STOCK 989855101 5356 106000 SOLE 106000
ZOLL MEDICAL CORP COMMON STOCK 989922109 20968 409100 SOLE 409100
ZOMAX INC COMMON STOCK 989929104 1506 25000 SOLE 25000
LERNOUT & HAUSPIE SPEECH COMMON STOCK B5628B104 210180 1913915 SOLE 1913915
ACE LTD COMMON STOCK G0070K103 42139 1842900 SOLE 1842900
AMDOCS LTD COMMON STOCK G02602103 35873 487000 SOLE 487000
ANNUITY AND LIFE RE HLDNG COMMON STOCK G03910109 13439 516900 SOLE 516900
EL SITIO INC. COMMON STOCK G30177102 762 35500 SOLE 35500
EVEREST RE GROUP LTD COMMON STOCK G3223R108 11868 355000 SOLE 355000
FLAG TELECOM HOLDINGS LTD COMMON STOCK G3529L102 1557 54400 SOLE 54400
GEMSTAR INTL GROUP INC COMMON STOCK G3788V106 32250 375000 SOLE 375000
GLOBAL CROSSING LTD COMMON STOCK G3921A100 614 15000 SOLE 15000
INTERWAVE COMM INTL LTD COMMON STOCK G4911N102 1501 61200 SOLE 61200
IPC HOLDINGS LTD COMMON STOCK G4933P101 387 42300 SOLE 42300
LORAL SPACE & COMM COMMON STOCK G56462107 2139 210000 SOLE 210000
RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 10901 266700 SOLE 266700
SANTA FE INTL CORP COMMON STOCK G7805C108 81820 2211900 SOLE 2211900
TOMMY HILFIGER CORP COMMON STOCK G8915Z102 16820 1160000 SOLE 1160000
TRANSOCEAN SEDCO FOREX COMMON STOCK G90078109 28496 555921 SOLE 555921
XL CAPITAL LIMITED COMMON STOCK G98255105 114486 2198844 SOLE 2198844
XOMA LTD COMMON STOCK G9825R107 4019 516800 SOLE 516800
MILLICOM INTL CELLULAR SA COMMON STOCK L6388F102 5421 95000 SOLE 95000
STOLT OFFSHORE SA COMMON STOCK L8873E103 5967 426200 SOLE 426200
AUDIOCODES LTD COMMON STOCK M15342104 44697 445300 SOLE 445300
BACKWEB TECHNOLOGIES LTD COMMON STOCK M15633106 4484 130200 SOLE 130200
GALILEO TECHNOLOGY LTD COMMON STOCK M47298100 1316 72100 SOLE 72100
NUR MACROPRINTERS LTD COMMON STOCK M75165106 516 35000 SOLE 35000
ORBOTECH LTD COMMON STOCK M75253100 19975 235000 SOLE 235000
RADVISION LTD COMMON STOCK M81869105 280 5350 SOLE 5350
RADWARE LTD COMMON STOCK M81873107 4932 125300 SOLE 125300
ASM INTL N.V. COMMON STOCK N07045102 11111 382400 SOLE 382400
ASM LITHOGRAPHY HOLDING COMMON STOCK N07059111 3632 32500 SOLE 32500
COMPLETEL EUROPE NV COMMON STOCK N21590109 5363 269000 SOLE 269000
CORE LAB. N.V. COMMON STOCK N22717107 11230 386400 SOLE 386400
ICTS INTERNATIONAL NV COMMON STOCK N43837108 2245 410000 SOLE 410000
KPNQWEST NV ADR COMMON STOCK N50919104 271 5000 SOLE 5000
MADGE NETWORKS N.V. COMMON STOCK N5424G106 12018 1411600 SOLE 1411600
METRON TECHNOLOGY N.V. COMMON STOCK N5665B105 2805 133200 SOLE 133200
ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 136615 4818000 SOLE 4818000
FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 100561 1428000 SOLE 1428000
</TABLE>
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 1,556
Form 13F Information Table Value Total: $57,889,920
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
NONE
