<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: OppenheimerFunds, Inc.
Address: 6803 S. Tucson Way
Englewood, CO 80112-3924
Form 13F File Number: 28-203
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Mark Corns
Title: Compliance Manager
Phone: (303) 768-2449
Signature, Place, and Date of Signing:
Mark Corns Englewood, CO November 15, 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
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 63214 2350800 SOLE 2350800
ACT MANUFACTURING COMMON STOCK 000973107 9469 179500 SOLE 179500
AFLAC INC COMMON STOCK 001055102 48937 763900 SOLE 763900
AES CORPORATION COMMON STOCK 00130H105 194314 2836700 SOLE 2836700
AES CORP CONVERTIBLE BOND 00130HAN5 10330 4000000 SOLE 4000000
AK STEEL HLDG CORP COMMON STOCK 001547108 2760 294350 SOLE 294350
AMR CORPORATION - DEL COMMON STOCK 001765106 80084 2450000 SOLE 2450000
ANC RENTAL CORP COMMON STOCK 001813104 2803 487500 SOLE 487500
APAC TELESERVICES INC COMMON STOCK 00185E106 159 30000 SOLE 30000
AMERICAN TELE & TELE COMMON STOCK 001957109 25387 864254 SOLE 864254
AT&T CORP - LIB MEDIA -A COMMON STOCK 001957208 69246 3847000 SOLE 3847000
AT&T WIRELESS GROUP COMMON STOCK 001957406 67520 3234500 SOLE 3234500
ASI SOLUTIONS INC COMMON STOCK 00206F108 1024 55000 SOLE 55000
ATMI INC COMMON STOCK 00207R101 5554 237600 SOLE 237600
AVX CORP COMMON STOCK 002444107 28121 1079000 SOLE 1079000
AXA FINANCIAL, INC. COMMON STOCK 002451102 197189 3871200 SOLE 3871200
ABBOTT LABORATORIES COMMON STOCK 002824100 7082 148900 SOLE 148900
ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 29387 1541600 SOLE 1541600
ABGENIX INC COMMON STOCK 00339B107 45772 566400 SOLE 566400
ACCREDO HEALTH COMMON STOCK 00437V104 12957 265100 SOLE 265100
ACCRUE SOFTWARE INC COMMON STOCK 00437W102 18 1500 SOLE 1500
ACE LTD 8.25 CV PRIDE NVT PREFERRED STOCK 004408209 19768 245000 SOLE 245000
ACTEL CORPORATION COMMON STOCK 004934105 1833 51000 SOLE 51000
ACTIVE POWER INC COMMON STOCK 00504W100 310 5000 SOLE 5000
ACTUATE CORPORATION COMMON STOCK 00508B102 1216 35200 SOLE 35200
ACTUANT CORP CL A COMMON STOCK 00508X104 1232 313000 SOLE 313000
***ACUSON CORP COMMON STOCK 005113105 9783 430000 SOLE 430000
ADAC LABORATORIES COMMON STOCK 005313200 1353 65000 SOLE 65000
ADAPTEC INC CONVERTIBLE BOND 00651FAC2 5941 7000000 SOLE 7000000
ADEPT TECHNOLOGY INC COMMON STOCK 006854103 4289 81600 SOLE 81600
ADMINISTAFF INC COMMON STOCK 007094105 2120 28000 SOLE 28000
A.F.P. PROVIDA S.A. ADR COMMON STOCK 00709P108 1570 75000 SOLE 75000
ADOBE SYSTEMS INC. COMMON STOCK 00724F101 86009 554000 SOLE 554000
ADTRAN INC COMMON STOCK 00738A106 1149 27000 SOLE 27000
ADVANCE PARADIGM INC COMMON STOCK 007491103 10294 244000 SOLE 244000
ADVANCED DIGITAL INFO COMMON STOCK 007525108 10249 674800 SOLE 674800
ADVANCDED MARKETING SVCS COMMON STOCK 00753T105 467 26500 SOLE 26500
ADVANCED FIBRE COMMUNICA COMMON STOCK 00754A105 7685 202900 SOLE 202900
ADVANTAGE LEARNING SYS COMMON STOCK 00757K100 175 5000 SOLE 5000
ADVANCED NEUROMODUALTION COMMON STOCK 00757T101 390 20000 SOLE 20000
ADVO INC. COMMON STOCK 007585102 5049 153000 SOLE 153000
ADVANCED MICRO DEVICES COMMON STOCK 007903107 25378 1074200 SOLE 1074200
AEGON NV ADR COMMON STOCK 007924103 478 12886 SOLE 12886
ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 1868 56600 SOLE 56600
ADVENT SOFTWARE INC COMMON STOCK 007974108 41967 600600 SOLE 600600
AETHER SYSTEMS INC COMMON STOCK 00808V105 65748 623200 SOLE 623200
AETNA INC COMMON STOCK 008117103 34692 597500 SOLE 597500
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 569 10000 SOLE 10000
AFFYMETRIX, INC. COMMON STOCK 00826T108 52863 1059900 SOLE 1059900
AFFYMETRIX INC 4.75 144A CONVERTIBLE BOND 00826TAC2 5975 10000000 SOLE 10000000
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 16298 333038 SOLE 333038
AGRIBRANDS INTL INC COMMON STOCK 00849R105 6394 146560 SOLE 146560
AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 328 9100 SOLE 9100
AIRSPAN NETWORKS INC COMMON STOCK 00950H102 403 35000 SOLE 35000
AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 179 3400 SOLE 3400
AKSYS LTD COMMON STOCK 010196103 413 30000 SOLE 30000
ALBERTO-CULVER CO CL B COMMON STOCK 013068101 2224 77200 SOLE 77200
ALBERTSON'S INC COMMON STOCK 013104104 26 1250 SOLE 1250
ALCAN ALUMINIUM LTD COMMON STOCK 013716105 15950 551200 SOLE 551200
ALCOA INC COMMON STOCK 013817101 152548 6026600 SOLE 6026600
ALCATEL ALSTHOM ADR COMMON STOCK 013904305 40730 647800 SOLE 647800
ALEXION PHARMACEUTICALS COMMON STOCK 015351109 8607 75500 SOLE 75500
ALFA CORPORATION COMMON STOCK 015385107 349 20000 SOLE 20000
ALKERMES INC COMMON STOCK 01642T108 2182 56500 SOLE 56500
ALKERMES INC CONVERTIBLE BOND 01642TAB4 4560 6000000 SOLE 6000000
ALLAIRE CORP COMMON STOCK 016714107 119 14000 SOLE 14000
ALLEGHENY ENERGY INC COMMON STOCK 017361106 10754 281600 SOLE 281600
ALLEN TELECOM INC COMMON STOCK 018091108 678 40000 SOLE 40000
ALLERGAN INCORPORATED COMMON STOCK 018490102 11627 137700 SOLE 137700
ALLIANCE PHARMACEUTICAL COMMON STOCK 018773101 458 30000 SOLE 30000
ALLIANCE SEMICONDUCTOR COMMON STOCK 01877H100 1590 80000 SOLE 80000
ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 6693 81500 SOLE 81500
ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 39475 617400 SOLE 617400
ALLSTATE CORPORATION COMMON STOCK 020002101 8733 251300 SOLE 251300
ALLTEL CORP COMMON STOCK 020039103 24377 467100 SOLE 467100
ALPHA INDUSTRIES INC COMMON STOCK 020753109 10266 301400 SOLE 301400
ALPHARMA INC - CL A COMMON STOCK 020813101 15642 255900 SOLE 255900
ALTERA CORPORATION COMMON STOCK 021441100 54125 1133500 SOLE 1133500
ALTEON WEBSYSTEMS INC COMMON STOCK 02145A109 1344 12400 SOLE 12400
ALZA CORP CL. A COMMON STOCK 022615108 202073 2336100 SOLE 2336100
ALZA CORP 144A CONVERTIBLE BOND 02261WAA7 10388 15000000 SOLE 15000000
AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 564 7700 SOLE 7700
AMERADA HESS CORP. COMMON STOCK 023551104 98050 1464800 SOLE 1464800
AMEREN CORP COMMON STOCK 023608102 14727 351700 SOLE 351700
AMERICA ONLINE INC. COMMON STOCK 02364J104 223906 4165700 SOLE 4165700
AMERICAN ELEC POWER COMMON STOCK 025537101 11401 291400 SOLE 291400
AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 111568 1836510 SOLE 1836510
AMERICAN FINANCIAL HLDGS COMMON STOCK 026075101 1632 92600 SOLE 92600
AMERICAN GENERAL COMMON STOCK 026351106 99910 1280900 SOLE 1280900
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 439557 7771180 SOLE 7771180
AMERICAN INTERNATIONAL GP COMMON STOCK 026874107 432296 4517793 SOLE 4517793
AMERICAN MEDICAL SYS COMMON STOCK 02744M108 1172 75000 SOLE 75000
AMERICAN STANDARD COS INC COMMON STOCK 029712106 55982 1259800 SOLE 1259800
AMERICAN TOWER CORP 144A CONVERTIBLE BOND 029912AE2 12415 13000000 SOLE 13000000
AMERICAN TOWER CORP CONVERTIBLE BOND 029912AF9 1910 2000000 SOLE 2000000
AMERICAN TECH CERAMICS COMMON STOCK 030137103 390 25000 SOLE 25000
AMERICREDIT CORP COMMON STOCK 03060R101 6901 239500 SOLE 239500
AMERIPATH INC COMMON STOCK 03071D109 73 5000 SOLE 5000
AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 12464 265200 SOLE 265200
AMERITRADE HLDG CORP 144A CONVERTIBLE BOND 03072HAA7 1425 2000000 SOLE 2000000
AMERITRADE HLDG CORP CONVERTIBLE BOND 03072HAB5 3563 5000000 SOLE 5000000
AMGEN INCORPORATED COMMON STOCK 031162100 369706 5294510 SOLE 5294510
AMKOR TECHNOLOGY INC COMMON STOCK 031652100 5748 220000 SOLE 220000
AMPHENOL CORP. CL A COMMON STOCK 032095101 535 9400 SOLE 9400
AMSOUTH BANCORPORATION COMMON STOCK 032165102 41281 3302500 SOLE 3302500
ANADARKO PETROLEM COMMON STOCK 032511107 29615 445600 SOLE 445600
ANADIGICS INC COMMON STOCK 032515108 184 8300 SOLE 8300
ANALOG DEVICES INC. COMMON STOCK 032654105 178574 2162900 SOLE 2162900
ANALOG DEVICES 144A CONVERTIBLE BOND 032654AC9 6233 6000000 SOLE 6000000
ANALOGIC CORP COMMON STOCK 032657207 384 10000 SOLE 10000
ANAREN MICROWAVE INC COMMON STOCK 032744104 1933 14250 SOLE 14250
ANCHOR GAMING COMMON STOCK 033037102 16175 203300 SOLE 203300
ANDREW CORP COMMON STOCK 034425108 498 19000 SOLE 19000
ANDRX GROUP COMMON STOCK 034553107 57351 614200 SOLE 614200
ANGLOGOLD LTD- SPON ADR COMMON STOCK 035128206 882 48000 SOLE 48000
ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 228978 5411600 SOLE 5411600
*** ANICOM INC COMMON STOCK 035250109 967 394300 SOLE 394300
ANIXTER INTL INC COMMON STOCK 035290105 2126 73000 SOLE 73000
ANNTAYLOR STORES INC. COMMON STOCK 036115103 8691 226100 SOLE 226100
ANTEC CORPORATION COMMON STOCK 03664P105 15370 521000 SOLE 521000
ANTHRACITE CAPITAL INC COMMON STOCK 037023108 7128 870600 SOLE 870600
ANTIGENICS INC/DEL COMMON STOCK 037032109 65 4400 SOLE 4400
AON CORP COMMON STOCK 037389103 3238 82500 SOLE 82500
APACHE CORPORATION COMMON STOCK 037411105 56198 950500 SOLE 950500
APACHE CORP 6.5 CV ACES PREFERRED STOCK 037411600 6158 120000 SOLE 120000
APPLE COMPUTER INC COMMON STOCK 037833100 43198 1677600 SOLE 1677600
APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 444 19300 SOLE 19300
APPLIED FILM CORP COMMON STOCK 038197109 1628 60000 SOLE 60000
APPLIED MATERIALS INC. COMMON STOCK 038222105 173978 2933240 SOLE 2933240
APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 211328 1020600 SOLE 1020600
APPLIED SIGNAL TECH COMMON STOCK 038237103 356 50000 SOLE 50000
ARCHSTONE COMM TRUST COMMON STOCK 039581103 13436 547000 SOLE 547000
AREMISSOFT CORP COMMON STOCK 040026106 1500 40000 SOLE 40000
ARENA PHARMACEUTICALS COMMON STOCK 040047102 4107 95500 SOLE 95500
ARMOR HOLDINGS INC COMMON STOCK 042260109 203 13500 SOLE 13500
ARROW ELECTRONICS INC COMMON STOCK 042735100 6268 184000 SOLE 184000
ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 9911 104600 SOLE 104600
ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 11781 404500 SOLE 404500
ARTHROCARE CORP COMMON STOCK 043136100 233 12000 SOLE 12000
ARVINMERITOR INC COMMON STOCK 043353101 2046 139325 SOLE 139325
ASHANTI GOLDFIELDS GDR COMMON STOCK 043743202 887 346120 SOLE 346120
ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 8402 186200 SOLE 186200
EXCITE@HOME CONVERTIBLE BOND 045919AF4 6738 10000000 SOLE 10000000
ASSOCIATES FIRST CAP COMMON STOCK 046008108 72675 1912500 SOLE 1912500
ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 1114 55000 SOLE 55000
ATHEROGENICS INC COMMON STOCK 047439104 863 100000 SOLE 100000
ATLANTIC COAST AIRLINES COMMON STOCK 048396105 483 15000 SOLE 15000
ATMEL CORP COMMON STOCK 049513104 86860 5719200 SOLE 5719200
AUTOMATIC DATA PROC COMMON STOCK 053015103 99798 1492300 SOLE 1492300
AUTONATION INC. COMMON STOCK 05329W102 25995 4332500 SOLE 4332500
AUTOZONE INC. COMMON STOCK 053332102 6824 300800 SOLE 300800
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 18633 390732 SOLE 390732
AVANT! CORPORATION COMMON STOCK 053487104 5475 300000 SOLE 300000
AVANEX CORP COMMON STOCK 05348W109 11361 105500 SOLE 105500
AVANTGO INC COMMON STOCK 05349M100 374 18700 SOLE 18700
AVERY-DENNISON CORP COMMON STOCK 053611109 55260 1191600 SOLE 1191600
AVID TECHNOLOGY INC COMMON STOCK 05367P100 17161 1225800 SOLE 1225800
AVIRON COMMON STOCK 053762100 12893 221100 SOLE 221100
AVIS GROUP HOLDINGS, INC. COMMON STOCK 053790101 22885 772500 SOLE 772500
AVISTAR COMMUNICATIONS COMMON STOCK 05379X208 1350 200000 SOLE 200000
AVON PRODUCTS INC COMMON STOCK 054303102 62130 1520000 SOLE 1520000
AWARE INC/MASS COMMON STOCK 05453N100 5817 151100 SOLE 151100
AZTAR CORP COMMON STOCK 054802103 753 49000 SOLE 49000
BB&T CORPORATION COMMON STOCK 054937107 9724 322800 SOLE 322800
BCI US FUND TRST144A PREFERRED STOCK 05535AAA8 9324 10000000 SOLE 10000000
BEI TECHNOLOGIES INC COMMON STOCK 05538P104 1336 32000 SOLE 32000
THE BISYS GROUP INC COMMON STOCK 055472104 2087 27000 SOLE 27000
BJ SERVICES CO COMMON STOCK 055482103 7029 115000 SOLE 115000
BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 35449 1038800 SOLE 1038800
BP AMOCO PLC - ADR COMMON STOCK 055622104 142651 2691534 SOLE 2691534
BMC SOFTWARE INC. COMMON STOCK 055921100 28334 1481500 SOLE 1481500
BALL CORP COMMON STOCK 058498106 2456 77500 SOLE 77500
BANDAG INC COMMON STOCK 059815100 1905 53000 SOLE 53000
BANK OF AMERICA CORP. COMMON STOCK 060505104 197697 3774637 SOLE 3774637
BANK OF N Y CO COMMON STOCK 064057102 51095 911400 SOLE 911400
BANK ONE CORP COMMON STOCK 06423A103 212503 5501700 SOLE 5501700
BANK UNITED CORP -CL A COMMON STOCK 065412108 1267 25000 SOLE 25000
C R BARD, INCORPORATED COMMON STOCK 067383109 116238 2751200 SOLE 2751200
BARRICK GOLD CORP COMMON STOCK 067901108 4453 292000 SOLE 292000
BARR LABORATORIES INC COMMON STOCK 068306109 6744 101700 SOLE 101700
BARRA INC COMMON STOCK 068313105 2327 37500 SOLE 37500
BARRETT RESOURCES CORP COMMON STOCK 068480201 1702 45000 SOLE 45000
BATTLE MT GLD 6.5 NVT CV PREFERRED STOCK 071593305 1057 33900 SOLE 33900
BAUSCH & LOMB INC COMMON STOCK 071707103 27 700 SOLE 700
BAXTER INTERNATIONAL COMMON STOCK 071813109 26426 331100 SOLE 331100
BBV BANCO BHIF ADR COMMON STOCK 073297103 2039 140000 SOLE 140000
BEA SYSTEMS INC COMMON STOCK 073325102 106665 1369700 SOLE 1369700
BEA SYSTEMS INC CV CONVERTIBLE BOND 073325AD4 7129 3000000 SOLE 3000000
BEAR STEARNS COMMON STOCK 073902108 6968 110600 SOLE 110600
BECKMAN COULTER INC COMMON STOCK 075811109 12016 155800 SOLE 155800
BECTON DICKINSON & COMPAN COMMON STOCK 075887109 35691 1350000 SOLE 1350000
BED BATH & BEYOND INC. COMMON STOCK 075896100 38293 1570000 SOLE 1570000
BELL MICROPRODUCTS INC COMMON STOCK 078137106 1875 60000 SOLE 60000
BELLSOUTH CORPORATION COMMON STOCK 079860102 267006 6633700 SOLE 6633700
BEMIS COMPANY, INC. COMMON STOCK 081437105 6586 205000 SOLE 205000
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 20878 401500 SOLE 401500
BERRY PETROLEUM - CL A COMMON STOCK 085789105 903 50000 SOLE 50000
BEST BUY COMPANY INC. COMMON STOCK 086516101 225964 3551500 SOLE 3551500
BESTFOODS COMMON STOCK 08658U101 407 5600 SOLE 5600
BIOGEN INC. COMMON STOCK 090597105 31 500 SOLE 500
BIOMET INC. COMMON STOCK 090613100 4391 125450 SOLE 125450
BIOSOURCE INTL, INC. COMMON STOCK 09066H104 775 25000 SOLE 25000
BIOVAIL CORP 6.75 CV PREFERRED STOCK 09067J208 6750 90000 SOLE 90000
BIOSITE DIAGNOSTICS INC COMMON STOCK 090945106 1874 47000 SOLE 47000
BIOMIRA INC COMMON STOCK 09161R106 525 50000 SOLE 50000
BLACK & DECKER CORPORATIO COMMON STOCK 091797100 34188 1000000 SOLE 1000000
H & R BLOCK INCORPORATED COMMON STOCK 093671105 11582 312500 SOLE 312500
BLUE MARTINI SOFTWARE INC COMMON STOCK 095698106 2551 75300 SOLE 75300
BLYTH INC. COMMON STOCK 09643P108 180 7700 SOLE 7700
BOEING CO. COMMON STOCK 097023105 351975 5586900 SOLE 5586900
BOISE CASCADE CORP COMMON STOCK 097383103 5313 200000 SOLE 200000
BOOKHAM TECHNOLOGY -ADR COMMON STOCK 09856Q108 87422 2039000 SOLE 2039000
BORDERS GROUP COMMON STOCK 099709107 3568 256000 SOLE 256000
BORG-WARNER AUTOMOTIVE COMMON STOCK 099724106 3114 94000 SOLE 94000
BOSTON COMM GROUP COMMON STOCK 100582105 963 50000 SOLE 50000
BOSTON PROPERTIES COMMON STOCK 101121101 51224 1193000 SOLE 1193000
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 3260 161000 SOLE 161000
BRIGGS & STRATTON CORP COMMON STOCK 109043109 276 7300 SOLE 7300
BRIGHT HORIZONS FAM SOL COMMON STOCK 109195107 1278 50000 SOLE 50000
BRINKER INTL INC. COMMON STOCK 109641100 17138 568900 SOLE 568900
BRISTOL-MYERS COMMON STOCK 110122108 95502 1671800 SOLE 1671800
BROADBASE SOFTWARE INC COMMON STOCK 11130R100 882 65000 SOLE 65000
BROADCOM CORP COMMON STOCK 111320107 89968 369100 SOLE 369100
BROADVISION INC COMMON STOCK 111412102 4526 176200 SOLE 176200
BROADWING INC. COMMON STOCK 111620100 5189 203000 SOLE 203000
BROADWING INC 6.75 CV VT PREFERRED STOCK 111620407 6528 140000 SOLE 140000
BROCADE COMM SYSTEMS COMMON STOCK 111621108 72700 308050 SOLE 308050
BROOKS AUTOMATION INC COMMON STOCK 11434A100 4823 145600 SOLE 145600
BROOKTROUT INC COMMON STOCK 114580103 494 15000 SOLE 15000
BROWN-FORMAN CORP COMMON STOCK 115637209 1681 30700 SOLE 30700
TOM BROWN INC COMMON STOCK 115660201 45068 1839500 SOLE 1839500
BROWN SHOE COMPANY INC COMMON STOCK 115736100 221 24000 SOLE 24000
BRUKER DALTONICS INC COMMON STOCK 116795105 266 6000 SOLE 6000
BRUNSWICK CORPORATION COMMON STOCK 117043109 17965 984400 SOLE 984400
BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 19363 898000 SOLE 898000
BURLINGTON RESOURCES INC. COMMON STOCK 122014103 3681 100000 SOLE 100000
***BUSH BOAKE ALLEN INC. COMMON STOCK 123162109 1291 27000 SOLE 27000
C&D TECHNOLOGIES INC COMMON STOCK 124661109 7412 130600 SOLE 130600
C-CUBE MICROSYSTEMS COMMON STOCK 12501N108 1743 85000 SOLE 85000
CDW COMPUTER CENTERS INC COMMON STOCK 125129106 3160 45800 SOLE 45800
CEC ENTERTAINMENT INC COMMON STOCK 125137109 1696 53000 SOLE 53000
CIGNA CORP COMMON STOCK 125509109 83896 803600 SOLE 803600
C.I.T. GROUP COMMON STOCK 125577106 23993 1371000 SOLE 1371000
CMS ENERGY 7.25% CV PEPS PREFERRED STOCK 125896605 5125 200000 SOLE 200000
C-MAC INDUSTRIES INC COMMON STOCK 125920108 91713 1595000 SOLE 1595000
CSK AUTO CORP COMMON STOCK 125965103 6840 1520000 SOLE 1520000
CSX CORP COMMON STOCK 126408103 11423 523700 SOLE 523700
CVS CORP COMMON STOCK 126650100 277254 5986600 SOLE 5986600
CV THERAPEUTICS INC COMMON STOCK 126667104 31054 399250 SOLE 399250
CABLEVISION SYSTEMS CL A COMMON STOCK 12686C109 42108 635000 SOLE 635000
CABLE DESIGN TECHNOLOGIES COMMON STOCK 126924109 1203 49500 SOLE 49500
CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 11428 560900 SOLE 560900
CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 525655 20463460 SOLE 20463460
CAL DIVE INTL INC COMMON STOCK 127914109 7789 136200 SOLE 136200
CALIFORNIA PIZZA KITCHEN COMMON STOCK 13054D109 1431 51100 SOLE 51100
CALIPER TECHNOLOGIES CORP COMMON STOCK 130876105 290 5000 SOLE 5000
CALLAWAY GOLF CO. COMMON STOCK 131193104 5612 365000 SOLE 365000
CALLON PETROLUEM CORP COMMON STOCK 13123X102 2182 138000 SOLE 138000
CALPINE CORP COMMON STOCK 131347106 354332 3394800 SOLE 3394800
CALPINE CAP 5.0% CV 144A PREFERRED STOCK 13134R201 8986 130000 SOLE 130000
CAMBREX CORP COMMON STOCK 132011107 1758 47500 SOLE 47500
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 3794 122400 SOLE 122400
CAMINUS CORP COMMON STOCK 133766105 18066 454500 SOLE 454500
CANADIAN 88 ENERGY CORP COMMON STOCK 13566G509 17 7000 SOLE 7000
CANADIAN PACIFIC LTD NEW COMMON STOCK 135923100 87464 3364000 SOLE 3364000
CANADIAN NATURAL RESOURCE COMMON STOCK 136385101 47 1402 SOLE 1402
CAPITAL ONE FINANCIAL CP COMMON STOCK 14040H105 5780 82500 SOLE 82500
CARDINAL HEALTH INC COMMON STOCK 14149Y108 33079 375100 SOLE 375100
CAREER EDUCATION CORP COMMON STOCK 141665109 10636 239000 SOLE 239000
CAREMARK RX INC COMMON STOCK 141705103 20172 1793100 SOLE 1793100
CARNIVAL CORP COMMON STOCK 143658102 107734 4375000 SOLE 4375000
CARPENTER TECHNOLOGY COMMON STOCK 144285103 320 11000 SOLE 11000
CARRAMERICA REALTY CORP COMMON STOCK 144418100 3721 123000 SOLE 123000
CATAPULT COMMUNICATIONS COMMON STOCK 149016107 559 30000 SOLE 30000
CATERPILLAR INC COMMON STOCK 149123101 15188 450000 SOLE 450000
CELL GENESYS INC. COMMON STOCK 150921104 10602 353400 SOLE 353400
CELL THERAPEUTICS INC COMMON STOCK 150934107 1907 28600 SOLE 28600
CELESTICA INC COMMON STOCK 15101Q108 27700 400000 SOLE 400000
CELESTICA INC CONVERTIBLE BOND 15101QAA6 6948 14000000 SOLE 14000000
CELGENE CORPORATION COMMON STOCK 151020104 1374 23100 SOLE 23100
CENTEX CORP COMMON STOCK 152312104 25379 790000 SOLE 790000
CENTEX CONSTRUCTION INC COMMON STOCK 15231R109 1762 71000 SOLE 71000
CENTRAL PARKING CORP COMMON STOCK 154785109 19813 1000000 SOLE 1000000
CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 838 67000 SOLE 67000
CERNER CORPORATION COMMON STOCK 156782104 2554 55000 SOLE 55000
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 40752 1671860 SOLE 1671860
CHARTER COMMUN INC -A COMMON STOCK 16117M107 20470 1258500 SOLE 1258500
CHARTERED SEMICOND -ADR COMMON STOCK 16133R106 4855 80000 SOLE 80000
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 250931 5432875 SOLE 5432875
CHECKFREE CORP. 144A CONVERTIBLE BOND 162816AA0 4413 5000000 SOLE 5000000
CHEESECAKE FACTORY (THE) COMMON STOCK 163072101 1946 45000 SOLE 45000
CHELSA GCA REALTY COMMON STOCK 163262108 3407 97000 SOLE 97000
CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 503 70000 SOLE 70000
CHESAPEAKE ENERGY RSTR COMMON STOCK 165167190 4253 800000 SOLE 800000
CHESAPEAKE ENERGY RSTR COMMON STOCK 165167230 8381 1600000 SOLE 1600000
CHESAPEAKE ENERGY RSTR COMMON STOCK 165167280 6143 1200000 SOLE 1200000
CHESAPEAKE 7.0 NVT CV PREFERRED STOCK 165167305 22610 367650 SOLE 367650
CHEVRON CORPORATION COMMON STOCK 166751107 362645 4253900 SOLE 4253900
CHICO'S FAS INC. COMMON STOCK 168615102 680 20000 SOLE 20000
CHIEFTAIN INTL INC COMMON STOCK 16867C101 32215 1557200 SOLE 1557200
CHILDREN'S PLACE COMMON STOCK 168905107 901 35000 SOLE 35000
CHIRON CORP COMMON STOCK 170040109 17487 388600 SOLE 388600
CHOICEPOINT INC COMMON STOCK 170388102 14359 313000 SOLE 313000
CHOICE ONE COMMUNICATIONS COMMON STOCK 17038P104 4149 340400 SOLE 340400
CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 5685 146250 SOLE 146250
CHUBB CORPORATION COMMON STOCK 171232101 18579 234800 SOLE 234800
CIENA CORP COMMON STOCK 171779101 458115 3730200 SOLE 3730200
CIMA LABS INC. COMMON STOCK 171796105 1015 19500 SOLE 19500
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 9929 279700 SOLE 279700
CINERGY CORP COMMON STOCK 172474108 413 12500 SOLE 12500
CIPHERGEN BIOSYSTEMS INC COMMON STOCK 17252Y104 4128 129000 SOLE 129000
CIRCUIT CITY STORES- CIR COMMON STOCK 172737108 118385 5147185 SOLE 5147185
CIRCOR INTERNATIONAL INC COMMON STOCK 17273K109 2320 225000 SOLE 225000
CIRRUS LOGIC INC COMMON STOCK 172755100 25478 632000 SOLE 632000
CISCO COMMON STOCK 17275R102 1142697 20682300 SOLE 20682300
CITADEL COMMUNICATIONS COMMON STOCK 172853202 163 9600 SOLE 9600
CITIGROUP INC. COMMON STOCK 172967101 1373942 25413963 SOLE 25413963
CITRIX SYSTEMS COMMON STOCK 177376100 614 30600 SOLE 30600
CITY NATIONAL CORP COMMON STOCK 178566105 579 15000 SOLE 15000
CLARENT CORP COMMON STOCK 180461105 4768 121100 SOLE 121100
CLEAR CHANNEL COMM. COMMON STOCK 184502102 189716 3357814 SOLE 3357814
CLOROX CO. COMMON STOCK 189054109 8629 218100 SOLE 218100
COASTAL CORP COMMON STOCK 190441105 141230 1905300 SOLE 1905300
COBALT NETWORKS INC COMMON STOCK 19074R101 11760 203200 SOLE 203200
COCA-COLA COMPANY COMMON STOCK 191216100 36504 662200 SOLE 662200
COFLEXIP SPONSORED ADR COMMON STOCK 192384105 22286 358000 SOLE 358000
COGNEX CORPORATION COMMON STOCK 192422103 1578 40000 SOLE 40000
COGNOS INC COMMON STOCK 19244C109 7539 185000 SOLE 185000
COHERENT INC. COMMON STOCK 192479103 201287 2960100 SOLE 2960100
COLDWATER CREEK INC COMMON STOCK 193068103 1080 40000 SOLE 40000
KENNETH COLE PROD-A COMMON STOCK 193294105 5865 166100 SOLE 166100
COLLATERAL THERAPEUTICS COMMON STOCK 193921103 289 10000 SOLE 10000
COLGATE-PALMOLIVE COMPANY COMMON STOCK 194162103 62960 1333900 SOLE 1333900
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 1376 30000 SOLE 30000
COMCAST CORP CL A SPCL COMMON STOCK 200300200 151477 3700200 SOLE 3700200
COMDISCO INC COMMON STOCK 200336105 107 5600 SOLE 5600
COMMERCE BANCORP INC COMMON STOCK 200519106 8775 150800 SOLE 150800
COMMERCE BANCSHARES INC COMMON STOCK 200525103 1473 40000 SOLE 40000
COMMERCE ONE INC COMMON STOCK 200693109 25951 330580 SOLE 330580
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 6933 362500 SOLE 362500
COMMSCOPE INC COMMON STOCK 203372107 5281 215550 SOLE 215550
BRASIL DIS PAO ACU - ADR COMMON STOCK 20440T201 1625 43700 SOLE 43700
CIA PARANENSE ENER SP ADR COMMON STOCK 20441B407 4422 498300 SOLE 498300
COMPANHIA BEBIDAS-PR ADR COMMON STOCK 20441W203 3744 169200 SOLE 169200
COMPAQ COMPUTER CORP. COMMON STOCK 204493100 142277 5158700 SOLE 5158700
COMPASS BANCSHARES INC COMMON STOCK 20449H109 975 50000 SOLE 50000
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 187604 7448300 SOLE 7448300
COMPUTER NETWORK TECH CP COMMON STOCK 204925101 13179 383400 SOLE 383400
COMPUTER SCIENCES CORP COMMON STOCK 205363104 18614 250700 SOLE 250700
COMPUWARE CORP COMMON STOCK 205638109 40170 4796400 SOLE 4796400
COMSTOCK RESOURCES INC COMMON STOCK 205768203 569 50000 SOLE 50000
COMVERSE TECHNOLOGY INC. COMMON STOCK 205862402 43319 401100 SOLE 401100
CONAGRA FOODS INC. COMMON STOCK 205887102 18181 906230 SOLE 906230
CONCORD CAMERA CORP COMMON STOCK 206156101 1794 70000 SOLE 70000
CONCURRENT COMPUTER CORP COMMON STOCK 206710204 9880 520000 SOLE 520000
CONECTIV INC COMMON STOCK 206829103 6546 366200 SOLE 366200
CONEXANT SYSTEMS WI COMMON STOCK 207142100 24824 592800 SOLE 592800
CONEXANT SYSTEMS INC 144A CONVERTIBLE BOND 207142AD2 5750 8000000 SOLE 8000000
CONOCO INC CL A COMMON STOCK 208251306 27160 1039600 SOLE 1039600
CONOCO INC - CL B WI COMMON STOCK 208251405 46128 1712400 SOLE 1712400
CONSECO INC COMMON STOCK 208464107 4140 542900 SOLE 542900
CONSOL ENERGY INC COMMON STOCK 20854P109 482 30000 SOLE 30000
CONSTELLATION BRANDS INC COMMON STOCK 21036P108 4073 75000 SOLE 75000
CONSTELLATION ENERGY GRP COMMON STOCK 210371100 49576 996500 SOLE 996500
CONTINENTAL AIRLINES CL B COMMON STOCK 210795308 67031 1475236 SOLE 1475236
CONVERGYS CORP COMMON STOCK 212485106 5936 152700 SOLE 152700
COOPER CAMERON CORP COMMON STOCK 216640102 18753 254500 SOLE 254500
COOPER INDUSTRIES INC COMMON STOCK 216669101 21541 611100 SOLE 611100
COORS (ADOLPH) - CL B COMMON STOCK 217016104 51245 811000 SOLE 811000
COPPER MOUNTAIN NETWORKS COMMON STOCK 217510106 41098 1095950 SOLE 1095950
CORINTHIAN SCHOOLS INC COMMON STOCK 218868107 23187 393000 SOLE 393000
CORIO INC COMMON STOCK 218875102 2068 270100 SOLE 270100
CORIXA CORP COMMON STOCK 21887F100 1005 20000 SOLE 20000
CORNING INC. COMMON STOCK 219350105 440617 1483560 SOLE 1483560
CORPORATE EXECUTIVE BOARD COMMON STOCK 21988R102 29165 724600 SOLE 724600
CORSAIR COMM INC COMMON STOCK 220406102 4135 529300 SOLE 529300
CORUS BANKSHARES INC COMMON STOCK 220873103 866 24000 SOLE 24000
CORVEL CORP COMMON STOCK 221006109 4152 149300 SOLE 149300
CORVIS CORPORATION COMMON STOCK 221009103 63031 1032500 SOLE 1032500
COSINE COMMUNICATIONS COMMON STOCK 221222102 9823 176800 SOLE 176800
COUNTRY WIDE CR IND INC COMMON STOCK 222372104 55153 1461000 SOLE 1461000
COVAD COMM GROUP COV 144A CONVERTIBLE BOND 222814AN5 4663 5000000 SOLE 5000000
COVANCE INC COMMON STOCK 222816100 2579 315000 SOLE 315000
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 5797 383300 SOLE 383300
COX RADIO INC-CL A COMMON STOCK 224051102 3331 191000 SOLE 191000
CRANE CO COMMON STOCK 224399105 2171 94900 SOLE 94900
CREDENCE SYSTEMS CORP COMMON STOCK 225302108 432 14400 SOLE 14400
CREO PRODUCTS INC WI COMMON STOCK 225606102 5726 168400 SOLE 168400
CRESTLINE CAPITAL CORP. COMMON STOCK 226153104 602 30000 SOLE 30000
CRIIMI MAE 10.875 NVT CV PREFERRED STOCK 226603207 6192 337000 SOLE 337000
CRITICAL PATH CONVERTIBLE BOND 22674VAB6 5310 6000000 SOLE 6000000
CROSS TIMBERS OIL CO COMMON STOCK 227573102 18621 970500 SOLE 970500
CROWN CASTLE INTL CORP COMMON STOCK 228227104 621 20000 SOLE 20000
CROWN CASTLE 6.25% CV PREFERRED STOCK 228227401 5400 100000 SOLE 100000
CRYOLIFE INC COMMON STOCK 228903100 694 20000 SOLE 20000
CUBIST PHARMACEUTICALS COMMON STOCK 229678107 14937 286900 SOLE 286900
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 2275 70000 SOLE 70000
CURAGEN CORP COMMON STOCK 23126R101 17652 331300 SOLE 331300
CYBEAR GROUP COMMON STOCK 23243C102 122 92642 SOLE 92642
CYBEROPTICS CORP COMMON STOCK 232517102 733 40000 SOLE 40000
CYMER INC COMMON STOCK 232572107 703 22900 SOLE 22900
CYPRESS SEMICONDUCTOR CRP COMMON STOCK 232806109 84688 2037600 SOLE 2037600
CYPRESS SEMICONDUCTOR CONVERTIBLE BOND 232806AE9 11325 10000000 SOLE 10000000
CYRAS SYSTEMS CV 144A CONVERTIBLE BOND 23281WAA9 10845 9000000 SOLE 9000000
CYTYC CORPORATION COMMON STOCK 232946103 530 12300 SOLE 12300
DDI CORP /CA COMMON STOCK 233162106 4894 110600 SOLE 110600
DMC STRATEX NETWORKS INC COMMON STOCK 23322L106 1044 65000 SOLE 65000
D.R. HORTON INC COMMON STOCK 23331A109 1375 80000 SOLE 80000
DST SYSTEMS INC. COMMON STOCK 233326107 12479 106200 SOLE 106200
DSP GROUP COMMON STOCK 23332B106 7535 201600 SOLE 201600
DTE ENERGY CO COMMON STOCK 233331107 13988 365700 SOLE 365700
DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 3833 116600 SOLE 116600
DANA CORP COMMON STOCK 235811106 65 3000 SOLE 3000
DANKA BUSINESS SYS ADR COMMON STOCK 236277109 352 230000 SOLE 230000
DARDEN RESTAURANTS INC COMMON STOCK 237194105 14679 705300 SOLE 705300
DATA RETURN CORP COMMON STOCK 23785M104 162 8000 SOLE 8000
DATARAM CORP COMMON STOCK 238108203 408 20000 SOLE 20000
DATASCOPE CORP COMMON STOCK 238113104 1310 39100 SOLE 39100
DATUM INC COMMON STOCK 238208102 1820 70000 SOLE 70000
DAYTON SUPERIOR-WT10 WARRANTS 240028118 40 2000 SOLE 2000
DEERE & COMPANY COMMON STOCK 244199105 2328 70000 SOLE 70000
DELL COMPUTER CORP. COMMON STOCK 247025109 112882 3663500 SOLE 3663500
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 20767 1373031 SOLE 1373031
DELTA & PINE LAND CO COMMON STOCK 247357106 25688 1000000 SOLE 1000000
DELTA AIR LINES INC COMMON STOCK 247361108 10615 239200 SOLE 239200
DELTEK SYSTEMS INC COMMON STOCK 24785A108 393 51300 SOLE 51300
DELUXE CORPORATION COMMON STOCK 248019101 7958 391800 SOLE 391800
DENDRITE INT'L INC COMMON STOCK 248239105 5129 191300 SOLE 191300
DENSE-PAC MICROSYSTEMS COMMON STOCK 248719304 900 160000 SOLE 160000
DENTSPLY INTL INC COMMON STOCK 249030107 6939 198600 SOLE 198600
DESCARTES SYSTEMS GRP COMMON STOCK 249906108 8841 178600 SOLE 178600
DEVELOPERS DIVERS REALTY COMMON STOCK 251591103 3373 262000 SOLE 262000
DEVON ENERGY CORP COMMON STOCK 25179M103 87750 1458860 SOLE 1458860
*** DEXTER CORP. COMMON STOCK 252165105 20080 283400 SOLE 283400
DIAGNOSTIC PRODUCTS CORP COMMON STOCK 252450101 1823 34000 SOLE 34000
DIAMOND OFFSHORE CNVLL CONVERTIBLE BOND 25271CAA0 6765 6000000 SOLE 6000000
DIAMOND TECH PARTNERS INC COMMON STOCK 252762109 809 10900 SOLE 10900
DIGENE CORP COMMON STOCK 253752109 540 15000 SOLE 15000
DIGEX INC COMMON STOCK 253756100 9844 210000 SOLE 210000
DIGTAL LIGHTWAVE COMMON STOCK 253855100 9371 129028 SOLE 129028
DIME BANCORP INC COMMON STOCK 25429Q102 14794 686100 SOLE 686100
DIODES INC COMMON STOCK 254543101 461 30000 SOLE 30000
WALT DISNEY COMPANY COMMON STOCK 254687106 85374 2232000 SOLE 2232000
DIRECT FOCUS INC COMMON STOCK 254931108 795 20000 SOLE 20000
DITECH COMMUNICATIONS COMMON STOCK 25500M103 254 6200 SOLE 6200
DOBSON COMMUNIC CORP A COMMON STOCK 256069105 2056 140000 SOLE 140000
DOCUMENTUM INC COMMON STOCK 256159104 42356 521700 SOLE 521700
DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 19236 331300 SOLE 331300
DONNELLEY (R.R.) & SONS COMMON STOCK 257867101 4028 164000 SOLE 164000
DORAL FINANCIAL CORP COMMON STOCK 25811P100 809 50000 SOLE 50000
DOVER CORP COMMON STOCK 260003108 92359 1967700 SOLE 1967700
DOW CHEMICAL CO COMMON STOCK 260543103 83099 3332300 SOLE 3332300
DOW JONES & CO INC COMMON STOCK 260561105 18888 312200 SOLE 312200
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 2528 64000 SOLE 64000
DRIL-QUIP COMMON STOCK 262037104 8737 219100 SOLE 219100
DSET CORP COMMON STOCK 262504103 1238 60000 SOLE 60000
DUPONT (EI) DENEMOURS & C COMMON STOCK 263534109 205724 4964682 SOLE 4964682
DUKE ENERGY CORP COMMON STOCK 264399106 12232 142651 SOLE 142651
DUN & BRADSTREET CORP COMMON STOCK 26483B106 31200 906000 SOLE 906000
DUPONT PHOTOMASKS INC COMMON STOCK 26613X101 27671 471000 SOLE 471000
DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 5306 150000 SOLE 150000
DUSA PHARMACEUTICALS INC COMMON STOCK 266898105 8874 288000 SOLE 288000
DYCOM INDUSTRIES COMMON STOCK 267475101 125 3000 SOLE 3000
DYNEGY INC COMMON STOCK 26816Q101 158209 2775600 SOLE 2775600
ECI TELECOMMUNICATIONS COMMON STOCK 268258100 1470 48000 SOLE 48000
EMC CORPORATION MASS COMMON STOCK 268648102 712346 7186336 SOLE 7186336
EMS TECH COMMON STOCK 26873N108 825 55000 SOLE 55000
ENSCO INTL INC COMMON STOCK 26874Q100 165577 4328800 SOLE 4328800
EOG RESOURCES INC COMMON STOCK 26875P101 82046 2110500 SOLE 2110500
EP MEDSYSTEMS INC COMMON STOCK 26881P103 915 192600 SOLE 192600
E.SPIRE COMM INC COMMON STOCK 269153102 4 1416 SOLE 1416
EAST WEST BANCORP INC. COMMON STOCK 27579R104 23457 1199100 SOLE 1199100
EASTMAN CHEMICAL CO COMMON STOCK 277432100 661 17900 SOLE 17900
EASTMAN KODAK CO. COMMON STOCK 277461109 42714 1045000 SOLE 1045000
EATON CORP COMMON STOCK 278058102 1251 20300 SOLE 20300
EATON VANCE CORP COMMON STOCK 278265103 245 4800 SOLE 4800
EBAY INC COMMON STOCK 278642103 8050 117200 SOLE 117200
ECHOSTAR COMM - A COMMON STOCK 278762109 264 5000 SOLE 5000
ECLIPSYS CORP COMMON STOCK 278856109 3221 201300 SOLE 201300
ECOLAB INCORPORATED COMMON STOCK 278865100 8439 234000 SOLE 234000
EDEN BIOSCIENCE CORP COMMON STOCK 279445100 2310 70000 SOLE 70000
EDUCATION MANAGEMENT CORP COMMON STOCK 28139T101 517 19200 SOLE 19200
EDWARDS LIFESCIENCE COMMON STOCK 28176E108 1636 75000 SOLE 75000
EFFICIENT NETWORKS INC COMMON STOCK 282056100 29779 798100 SOLE 798100
EL PASO ENERGY 4.75 CV PREFERRED STOCK 283678209 11719 150000 SOLE 150000
EL PASO ENERGY CORP COMMON STOCK 283905107 9114 147900 SOLE 147900
ELAN CORP PLC ADR COMMON STOCK 284131208 312407 5706058 SOLE 5706058
ELANTEC SEMICONDUCTOR INC COMMON STOCK 284155108 7472 75000 SOLE 75000
ELASTIC NETWORKS INC COMMON STOCK 284159100 1562 112100 SOLE 112100
ELECTRO SCIENTIFIC COMMON STOCK 285229100 422 12000 SOLE 12000
ELECTROGLAS INC. COMMON STOCK 285324109 597 35000 SOLE 35000
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 36213 872600 SOLE 872600
EMBRAER AIRCRAFT CORP-ADR COMMON STOCK 29081M102 37268 1202200 SOLE 1202200
EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 113756 1697850 SOLE 1697850
EMMIS COMMUNICATIONS CORP COMMON STOCK 291525103 9076 366700 SOLE 366700
EMMIS COMM A 6.25 CV NVT PREFERRED STOCK 291525202 7900 200000 SOLE 200000
ENERGY EAST CORP COMMON STOCK 29266M109 6905 305200 SOLE 305200
ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 2195 89599 SOLE 89599
ENGELHARD CORP. COMMON STOCK 292845104 15516 954800 SOLE 954800
ENHANCE FINANCIAL SVCS GP COMMON STOCK 293310108 16945 1303425 SOLE 1303425
ENRON CORP COMMON STOCK 293561106 423185 4829500 SOLE 4829500
ENTERCOM CAP 6.25% TRSTCV PREFERRED STOCK 29363P104 4980 120000 SOLE 120000
ENTERGY CORP COMMON STOCK 29364G103 15880 426300 SOLE 426300
ENTRAVISION COMMUNICATION COMMON STOCK 29382R107 9991 575000 SOLE 575000
ENZON INC COMMON STOCK 293904108 16606 251600 SOLE 251600
EQUIFAX INC. COMMON STOCK 294429105 3771 140000 SOLE 140000
EQUITABLE RESOURCES,INC. COMMON STOCK 294549100 17713 279500 SOLE 279500
EQUITY OFFICE PROP. COMMON STOCK 294741103 44689 1438677 SOLE 1438677
EQUITY OFFICE 5.25 NVT CV PREFERRED STOCK 294741509 5980 130000 SOLE 130000
EQUITY RESIDENTIAL PROP COMMON STOCK 29476L107 18048 376000 SOLE 376000
EQY RS PRPS SER G 7.25 CV PREFERRED STOCK 29476L859 7353 325000 SOLE 325000
L.M. ERICSSON ADR COMMON STOCK 294821400 140376 9476828 SOLE 9476828
ESPEED INC. CL A. COMMON STOCK 296643109 7135 250900 SOLE 250900
ESPIRITO SANTO FINL ADR COMMON STOCK 29665F200 18345 962350 SOLE 962350
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 17316 611600 SOLE 611600
EXAR CORP COMMON STOCK 300645108 1210 10000 SOLE 10000
EXCEL TECHNOLOGY INC COMMON STOCK 30067T103 1972 61500 SOLE 61500
EXCELON CORPORATION COMMON STOCK 300691102 371 30000 SOLE 30000
EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 113 25000 SOLE 25000
EXELIXIS INC COMMON STOCK 30161Q104 1161 37000 SOLE 37000
EXODUS COMMUNICATIONS INC COMMON STOCK 302088109 72083 1459900 SOLE 1459900
EXPRESS SCRIPTS INC. COMMON STOCK 302182100 376 5200 SOLE 5200
EXTENDED STAY AMER COMMON STOCK 30224P101 530 40000 SOLE 40000
EXTREME NETWORKS INC COMMON STOCK 30226D106 26644 232700 SOLE 232700
EXXON MOBIL CORP COMMON STOCK 30231G102 896273 10056360 SOLE 10056360
FPL GROUP INC. COMMON STOCK 302571104 2426 36900 SOLE 36900
FSI INTERNATIONAL INC COMMON STOCK 302633102 6918 485500 SOLE 485500
FX ENERGY INC COMMON STOCK 302695101 74 22500 SOLE 22500
F.Y.I INC COMMON STOCK 302712104 841 22500 SOLE 22500
FACTORY 2-U STORES INC COMMON STOCK 303072102 9169 300000 SOLE 300000
FACTSET RESEARCH SYSTEMS COMMON STOCK 303075105 1880 50000 SOLE 50000
FAIRCHILD SEMICO INTL CLA COMMON STOCK 303726103 563 20000 SOLE 20000
FAMILY DOLLAR STORES COMMON STOCK 307000109 21783 1131600 SOLE 1131600
FEDERAL HOME LOAN MORTG COMMON STOCK 313400301 518989 9599800 SOLE 9599800
FANNIE MAE COMMON STOCK 313586109 345770 4835950 SOLE 4835950
FEDERATED DEPT STORES COMMON STOCK 31410H101 4261 163100 SOLE 163100
FEDEX CORPORATION COMMON STOCK 31428X106 38132 860000 SOLE 860000
FIFTH THIRD BANCORP COMMON STOCK 316773100 1169 21700 SOLE 21700
FILENET CORPORATION COMMON STOCK 316869106 1291 71000 SOLE 71000
FINISAR CORPORATION COMMON STOCK 31787A101 77574 1603600 SOLE 1603600
FIREPOND INC COMMON STOCK 318224102 812 56000 SOLE 56000
FIRST DATA CORP COMMON STOCK 319963104 57125 1462400 SOLE 1462400
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 333 12500 SOLE 12500
FIRST UNION CORP (N.C.) COMMON STOCK 337358105 67114 2085100 SOLE 2085100
FIRSTAR CORP COMMON STOCK 33763V109 8138 363700 SOLE 363700
FISERV INC COMMON STOCK 337738108 3155 52700 SOLE 52700
FIRSTENERGY CORP COMMON STOCK 337932107 4776 177300 SOLE 177300
FLEET BOSTON FINANCIAL COMMON STOCK 339030108 227245 5826787 SOLE 5826787
FLORIDA PROGRESS CORP COMMON STOCK 341109106 61434 1160500 SOLE 1160500
FLOWSERVE CORP COMMON STOCK 34354P105 493 30000 SOLE 30000
FLOUR CORPORATION COMMON STOCK 343861100 9 300 SOLE 300
FOOTSTAR INC COMMON STOCK 344912100 4924 152400 SOLE 152400
FORCENERGY INC. COMMON STOCK 345206205 14541 556579 SOLE 556579
FORD MOTOR COMPANY COMMON STOCK 345370860 154097 6087792 SOLE 6087792
FOREST LABS, INC COMMON STOCK 345838106 33271 290100 SOLE 290100
FOREST OIL CORP COMMON STOCK 346091606 16430 1015000 SOLE 1015000
FORRESTER RESEARCH INC. COMMON STOCK 346563109 9384 147200 SOLE 147200
FORT JAMES CORP COMMON STOCK 347471104 17635 577000 SOLE 577000
FORTUNE BRANDS INC COMMON STOCK 349631101 7280 274700 SOLE 274700
FOUNDRY NETWORKS INC COMMON STOCK 35063R100 36006 537900 SOLE 537900
FOX ENTERTAINMENT GP-A COMMON STOCK 35138T107 31029 1170900 SOLE 1170900
FRANKLIN RESOURCES COMMON STOCK 354613101 1488 33500 SOLE 33500
FREEPORT-MAC 7.0 NVT CV PREFERRED STOCK 35671D501 6330 506400 SOLE 506400
FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 13571 1540000 SOLE 1540000
FRONTIER OIL CORP COMMON STOCK 35914P105 25916 3514100 SOLE 3514100
GATX CORP COMMON STOCK 361448103 1139 27200 SOLE 27200
GBC BANCORP COMMON STOCK 361475106 1703 50000 SOLE 50000
GST TELECOMM INC. COMMON STOCK 361942105 7 200000 SOLE 200000
GPU INC COMMON STOCK 36225X100 32438 1000000 SOLE 1000000
GSI LUMONICS INC COMMON STOCK 36229U102 23976 1453100 SOLE 1453100
GABELLI ASSET MGMT INC COMMON STOCK 36239Y102 2100 70000 SOLE 70000
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 1904 32200 SOLE 32200
GANNETT CO COMMON STOCK 364730101 71979 1358100 SOLE 1358100
GAP INC COMMON STOCK 364760108 59711 2967000 SOLE 2967000
GATEWAY INC. COMMON STOCK 367626108 20159 431200 SOLE 431200
GAYLORD CONTAINER A COMMON STOCK 368145108 16 9232 SOLE 9232
GEMINI GENOMICS PLC -ADR COMMON STOCK 36865M109 122 8500 SOLE 8500
GEMSTAR-TV GUIDE INTL INC COMMON STOCK 36866W106 40606 465730 SOLE 465730
GENENTECH INC COMMON STOCK 368710406 70766 381100 SOLE 381100
GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 9981 158900 SOLE 158900
GENERAL ELECTRIC CORP. COMMON STOCK 369604103 834640 14468300 SOLE 14468300
GENERAL MILLS INCORPORATE COMMON STOCK 370334104 13575 382400 SOLE 382400
GENERAL MOTORS COMMON STOCK 370442105 38204 587750 SOLE 587750
GENERAL MOTORS- CL H COMMON STOCK 370442832 38498 1035447 SOLE 1035447
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 729 59800 SOLE 59800
GENESCO INC COMMON STOCK 371532102 508 30000 SOLE 30000
GENTEX CORPORATION COMMON STOCK 371901109 23000 920000 SOLE 920000
GENOMICA CORP COMMON STOCK 37243Q101 2809 144500 SOLE 144500
GENRAD INC COMMON STOCK 372447102 1 100 SOLE 100
GENSET SP ADR COMMON STOCK 37244T104 106387 3868600 SOLE 3868600
GENTNER COMMUNICATIONS COMMON STOCK 37245J105 431 35000 SOLE 35000
GENUINE PARTS COMMON STOCK 372460105 999 52400 SOLE 52400
GENZYME TRANSGENICS CORP. COMMON STOCK 37246E105 353 10000 SOLE 10000
GENTIVA HEALTH SERV COMMON STOCK 37247A102 1594 125000 SOLE 125000
GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 1222 52000 SOLE 52000
GEORGIA PAC- TIMBER GP COMMON STOCK 373298702 476 17700 SOLE 17700
GETTY IMAGES INC COMMON STOCK 374276103 13429 441200 SOLE 441200
GETTY IMAGES INC 144A CONVERTIBLE BOND 374276AD5 3894 5000000 SOLE 5000000
GILEAD SCIENCES INC COMMON STOCK 375558103 211401 1927300 SOLE 1927300
GILDAN ACTIVEWEAR INC CLA COMMON STOCK 375916103 1402 42000 SOLE 42000
GLOBAL MARINE COMMON STOCK 379352404 127001 4113400 SOLE 4113400
GLOBESPAN INC COMMON STOCK 379571102 18873 154700 SOLE 154700
GOAMERICA INC COMMON STOCK 38020R106 1608 181800 SOLE 181800
GOLDEN STATE BANCORP COMMON STOCK 381197102 24400 1032800 SOLE 1032800
GOLDEN ST BANCORP WT 1/01 WARRANTS 381197136 759 622635 SOLE 622635
GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 14103 263000 SOLE 263000
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 77284 678300 SOLE 678300
B F GOODRICH COMMON STOCK 382388106 14382 367000 SOLE 367000
GRACO INC COMMON STOCK 384109104 584 18100 SOLE 18100
W.W. GRAINGER INC. COMMON STOCK 384802104 1355 51500 SOLE 51500
GREATER BAY BANCORP COMMON STOCK 391648102 2361 34000 SOLE 34000
GREEN MOUNTAIN COFFEE INC COMMON STOCK 393122106 1133 60000 SOLE 60000
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 13702 462500 SOLE 462500
GREY WOLF INC COMMON STOCK 397888108 1668 290000 SOLE 290000
GRUPO CASA SABA DE-CV ADR COMMON STOCK 40048P104 2970 297000 SOLE 297000
GRUPO RADIO CENTRO ADR COMMON STOCK 40049C102 3422 322100 SOLE 322100
GRUPO TELEVISA,SA GDR COMMON STOCK 40049J206 154236 2673640 SOLE 2673640
GUCCI GROUP NV NY REG SHR COMMON STOCK 401566104 12609 125000 SOLE 125000
GUILFORD PHARMACEUTICALS COMMON STOCK 401829106 692 30000 SOLE 30000
HCA - THE HEALTHCARE CO COMMON STOCK 404119109 33301 897000 SOLE 897000
HNC SOFTWARE COMMON STOCK 40425P107 26106 319100 SOLE 319100
HRPT PROPERTIES TRUST COMMON STOCK 40426W101 160 22900 SOLE 22900
HSB GROUP INC COMMON STOCK 40428N109 451 11250 SOLE 11250
HS RESOURCES INC COMMON STOCK 404297103 2018 60000 SOLE 60000
HALL KINION & ASSOC INC COMMON STOCK 406069104 1877 66000 SOLE 66000
HALLIBURTON COMPANY COMMON STOCK 406216101 40760 832900 SOLE 832900
JOHN HANCOCK FINANCIAL COMMON STOCK 41014S106 108750 4046500 SOLE 4046500
HANDLEMAN CO COMMON STOCK 410252100 80 6500 SOLE 6500
HANOVER COMPRESSOR CO COMMON STOCK 410768105 5270 160000 SOLE 160000
HARCOURT GENERAL INC COMMON STOCK 41163G101 3168 53700 SOLE 53700
HARLAND (JOHN H.) CO COMMON STOCK 412693103 3249 212200 SOLE 212200
HARLEY DAVIDSON INC. COMMON STOCK 412822108 61965 1294300 SOLE 1294300
HARMAN INTERNATIONAL COMMON STOCK 413086109 782 20000 SOLE 20000
HARMONIC INC COMMON STOCK 413160102 22927 955275 SOLE 955275
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 5638 205000 SOLE 205000
HARTE-HANKS INC COMMON STOCK 416196103 10464 384000 SOLE 384000
HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 21042 288500 SOLE 288500
HASBRO INCORPORATED COMMON STOCK 418056107 82732 7233400 SOLE 7233400
HAVAS ADVERTISING ADR COMMON STOCK 419313101 2218 151632 SOLE 151632
HEALTHSOUTH CORP COMMON STOCK 421924101 1429 175900 SOLE 175900
HEALTHCARE REALTY TRUST COMMON STOCK 421946104 356 16864 SOLE 16864
HEARTLAND EXPRESS INC COMMON STOCK 422347104 782 45000 SOLE 45000
HEIDRICK & STRUGGLES COMMON STOCK 422819102 10604 206400 SOLE 206400
H.J. HEINZ COMPANY COMMON STOCK 423074103 28134 759100 SOLE 759100
HELMERICH & PAYNE COMMON STOCK 423452101 2168 60000 SOLE 60000
HENRY (JACK) & ASSOC COMMON STOCK 426281101 1171 27000 SOLE 27000
HERCULES, INC. COMMON STOCK 427056106 2331 165000 SOLE 165000
HERSHEY FOODS COPR COMMON STOCK 427866108 1516 28000 SOLE 28000
HEWLETT-PACKARD CO. COMMON STOCK 428236103 226602 2336100 SOLE 2336100
HEWLETT-PACKARD CO CONVERTIBLE BOND 428236AC7 14825 20000000 SOLE 20000000
HEXCEL CORP COMMON STOCK 428291108 4691 350700 SOLE 350700
HI/FN INC COMMON STOCK 428358105 341 5000 SOLE 5000
HILB, ROGAL & HAMILTON CO COMMON STOCK 431294107 417 10000 SOLE 10000
HISPANIC BROADCASTING COR COMMON STOCK 43357B104 54635 1960000 SOLE 1960000
HOME DEPOT INC COMMON STOCK 437076102 500907 9439939 SOLE 9439939
HOMESTAKE MINING COMMON STOCK 437614100 2749 530000 SOLE 530000
HONEYWELL INTL INC COMMON STOCK 438516106 87877 2466712 SOLE 2466712
HORMEL FOODS CORP COMMON STOCK 440452100 187 11200 SOLE 11200
HOST MARRIOTT CORP. COMMON STOCK 44107P104 38334 3407500 SOLE 3407500
HOT TOPIC, INC. COMMON STOCK 441339108 9669 322300 SOLE 322300
HOUSEHOLD INTERNATIONAL. COMMON STOCK 441815107 292958 5173654 SOLE 5173654
HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 228265 1318500 SOLE 1318500
HUMAN GENOME SCIENCE 144A CONVERTIBLE BOND 444903AG3 6816 7000000 SOLE 7000000
HUNTINGTON BANCSHARES COMMON STOCK 446150104 1469 100000 SOLE 100000
ICICI LTD. ADR COMMON STOCK 44926P202 96435 8766775 SOLE 8766775
ICU MEDICAL COMMON STOCK 44930G107 2393 92500 SOLE 92500
IMC GLOBAL INC COMMON STOCK 449669100 123 8502 SOLE 8502
I-STAT CORP COMMON STOCK 450312103 453 20000 SOLE 20000
IBERIABANK CORP COMMON STOCK 450828108 92 5000 SOLE 5000
ITT INDUSTRIES INC. COMMON STOCK 450911102 92272 2844600 SOLE 2844600
ILLINOIS TOOL WORKS COMMON STOCK 452308109 24451 437600 SOLE 437600
ILLUMINA INC COMMON STOCK 452327109 1171 25800 SOLE 25800
IMAX CORP USD COMMON STOCK 45245E109 3416 201700 SOLE 201700
IMCLONE SYSTEMS COMMON STOCK 45245W109 35119 300000 SOLE 300000
IMMUNEX CORPORATION COMMON STOCK 452528102 99954 2297800 SOLE 2297800
IMMUNOGEN, INCORPORATED COMMON STOCK 45253H101 1368 40000 SOLE 40000
IMPERIAL BANCORP COMMON STOCK 452556103 700 36600 SOLE 36600
IMPATH INC COMMON STOCK 45255G101 833 13200 SOLE 13200
INAMED CORP COMMON STOCK 453235103 394 14000 SOLE 14000
INCO LTD. COMMON STOCK 453258402 13548 840200 SOLE 840200
INCO LTD CONVERTIBLE BOND 453258AH8 5874 6500000 SOLE 6500000
INCO LTD CONVERTIBLE BOND 453258AK1 8815 9700000 SOLE 9700000
INCYTE PHARM CONVERTIBLE BOND 45337CAC6 815 1000000 SOLE 1000000
INFINITY BROADCASTING - A COMMON STOCK 45662S102 147414 4467100 SOLE 4467100
INET TECHNOLOGIES INC COMMON STOCK 45662V105 234 8000 SOLE 8000
INFOCUS CORPORATION COMMON STOCK 45665B106 4452 84000 SOLE 84000
INFORMATICA CORP COMMON STOCK 45666Q102 21093 226200 SOLE 226200
INGERSOLL-RAND CO COMMON STOCK 456866102 996 29400 SOLE 29400
INHALE THERAPEUTIC SYS IN COMMON STOCK 457191104 18040 320000 SOLE 320000
INNODATA CORP COMMON STOCK 457642205 156 15000 SOLE 15000
INPUT/OUTPUT INC. COMMON STOCK 457652105 3763 391000 SOLE 391000
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 2547 93468 SOLE 93468
INSITUFORM TECHNOLOGIES I COMMON STOCK 457667103 2028 60300 SOLE 60300
INRANGE TECHNOLOGIES COMMON STOCK 45769V206 684 12900 SOLE 12900
INSPIRE PHARMACEUTICALS COMMON STOCK 457733103 4500 150000 SOLE 150000
INTEGRATED MSRMNT SYSTEM COMMON STOCK 457923100 135 10000 SOLE 10000
INTEGRATED DEVICE TECH COMMON STOCK 458118106 70862 783000 SOLE 783000
INTEGRATED SILICON SOL COMMON STOCK 45812P107 908 64000 SOLE 64000
INTEL CORPORATION COMMON STOCK 458140100 809088 19466649 SOLE 19466649
INTERACTIVE INTELL INC COMMON STOCK 45839M103 11243 286000 SOLE 286000
INTERMEDIA COM INC COMMON STOCK 458801107 62 2098 SOLE 2098
INTL BUSINESS MAC CORP COMMON STOCK 459200101 205536 1826985 SOLE 1826985
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 122889 6733650 SOLE 6733650
INTL FIBERCOM INC COMMON STOCK 45950T101 585 40000 SOLE 40000
INTL GAME TECHNOLOGY COMMON STOCK 459902102 116484 3464220 SOLE 3464220
INTL PAPER CO COMMON STOCK 460146103 24913 868412 SOLE 868412
INTL RECTIFIER CORP. COMMON STOCK 460254105 53343 1055000 SOLE 1055000
INTL RECTIFIER 144A CONVERTIBLE BOND 460254AD7 4600 5000000 SOLE 5000000
INTERNET SECURITY SYSTEMS COMMON STOCK 46060X107 6002 79900 SOLE 79900
INTERPUBLIC GROUP COMMON STOCK 460690100 14085 413500 SOLE 413500
INTERPUBLIC GROUP CONVERTIBLE BOND 460690AJ9 8033 9000000 SOLE 9000000
INTERSIL HOLDING CORP COMMON STOCK 46069S109 17202 344900 SOLE 344900
INTRANET SOLUTIONS INC. COMMON STOCK 460939309 2600 52000 SOLE 52000
INTERWOVEN INC COMMON STOCK 46114T102 44976 397800 SOLE 397800
INTIMATE BRANDS INC. COMMON STOCK 461156101 2037 109000 SOLE 109000
INTRABIOTICS PHARMAC COMMON STOCK 46116T100 406 25000 SOLE 25000
INTRAWARE INC COMMON STOCK 46118M103 67 9000 SOLE 9000
INTUIT INC COMMON STOCK 461202103 49596 870100 SOLE 870100
INVERNESS MEDICAL TECH COMMON STOCK 461268104 1155 60000 SOLE 60000
INVESTMENT TECH GROUP COMMON STOCK 46145F105 280 7000 SOLE 7000
INVITROGEN CORP COMMON STOCK 46185R100 320 4500 SOLE 4500
INVESTORS FIN. SVCS COMMON STOCK 461915100 38734 613600 SOLE 613600
IOMEGA CORP COMMON STOCK 462030107 600 120000 SOLE 120000
IONA TECH PLC - ADR COMMON STOCK 46206P109 209 3000 SOLE 3000
IPALCO ENTERPRISES INC COMMON STOCK 462613100 9612 420200 SOLE 420200
IRON MOUNTAIN INC COMMON STOCK 462846106 14149 382400 SOLE 382400
ISLE OF CAPRI CASINOS COMMON STOCK 464592104 2635 170000 SOLE 170000
I2 TECHNOLOGIES COMMON STOCK 465754109 48169 257500 SOLE 257500
IVAX CORPOARTION COMMON STOCK 465823102 17774 386400 SOLE 386400
JDN REALTY COMMON STOCK 465917102 679 60000 SOLE 60000
JDS UNIPHASE CORP COMMON STOCK 46612J101 1464183 15463316 SOLE 15463316
JABIL CIRCUIT INC COMMON STOCK 466313103 78088 1376000 SOLE 1376000
JEFFERSON-PILOT COMMON STOCK 475070108 41811 616000 SOLE 616000
JEFFERSON SMURFIT -ADR COMMON STOCK 47508W107 228 12700 SOLE 12700
JOHN NUVEEN CO - CL A COMMON STOCK 478035108 198 4100 SOLE 4100
JOHNSON & JOHNSON COMMON STOCK 478160104 104915 1116864 SOLE 1116864
JOHNSON CONTROLS COMMON STOCK 478366107 13148 247200 SOLE 247200
JONES APPAREL GROUP, INC. COMMON STOCK 480074103 61557 2322911 SOLE 2322911
JUNIPER NETWORKS INC COMMON STOCK 48203R104 167903 766900 SOLE 766900
JUNIPER NETWORKS INC CONVERTIBLE BOND 48203RAA2 15530 10200000 SOLE 10200000
K.L.A. INSTRUMENT CORP. COMMON STOCK 482480100 33345 809600 SOLE 809600
K-SWISS INC - CL A COMMON STOCK 482686102 1125 50000 SOLE 50000
KANA COMMUNICATIONS INC COMMON STOCK 483600102 3560 160000 SOLE 160000
KANSAS CITY PWR & LIGHT COMMON STOCK 485134100 459 17200 SOLE 17200
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 1078 40000 SOLE 40000
KEEBLER FOODS COMPANY COMMON STOCK 487256109 31109 740700 SOLE 740700
KEITHLEY INSTRUMENTS INC COMMON STOCK 487584104 700 10000 SOLE 10000
KELLOGG COMPANY COMMON STOCK 487836108 46 1900 SOLE 1900
KEMET CORP COMMON STOCK 488360108 486 17600 SOLE 17600
KENT ELECTRONICS COMMON STOCK 490553104 764 32000 SOLE 32000
KERR-MCGEE CORP COMMON STOCK 492386107 57194 863300 SOLE 863300
KERR-MCGEE CORP CONVERTIBLE BOND 492386AP2 6238 5000000 SOLE 5000000
KESTREL SOLUTIONS 144A CONVERTIBLE BOND 49254QAA0 3255 3000000 SOLE 3000000
KEY ENERGY SERVICES COMMON STOCK 492914106 5593 570000 SOLE 570000
KEY PRODUCTION COMPANY COMMON STOCK 493138101 772 35000 SOLE 35000
KEYCORP COMMON STOCK 493267108 15871 627000 SOLE 627000
KIMBERLY-CLARK CORP. COMMON STOCK 494368103 157006 2813100 SOLE 2813100
KINDER MORGAN, INC. COMMON STOCK 49455P101 33446 817000 SOLE 817000
KING PHARMACEUTICALS INC COMMON STOCK 495582108 3671 109780 SOLE 109780
KNIGHT-RIDDER INC COMMON STOCK 499040103 25996 511600 SOLE 511600
KNIGHT TRADING GROUP INC. COMMON STOCK 499063105 3478 96600 SOLE 96600
KOHLS CORPORATION COMMON STOCK 500255104 291512 5053300 SOLE 5053300
PHILIPS ELECTRONICS ADR COMMON STOCK 500472303 247 5820 SOLE 5820
KROGER COMPANY COMMON STOCK 501044101 291291 12910400 SOLE 12910400
KULICKE & SOFFA IND. COMMON STOCK 501242101 2237 168000 SOLE 168000
LSI LOGIC CORPORATION COMMON STOCK 502161102 42749 1461500 SOLE 1461500
LSI LOGIC CORP CONVERTIBLE BOND 502161AE2 17442 21500000 SOLE 21500000
L-3 COMMUNICATIONS CORP COMMON STOCK 502424104 3548 62800 SOLE 62800
LAB CORP. OF AMERICA COMMON STOCK 50540R409 18178 151800 SOLE 151800
LABRANCHE & COMPANY COMMON STOCK 505447102 25752 771600 SOLE 771600
LADISH COMPANY INC COMMON STOCK 505754200 1313 100000 SOLE 100000
LAFARGE CORPORATION COMMON STOCK 505862102 13887 638500 SOLE 638500
LAM RESEARCH CORPORATION COMMON STOCK 512807108 17405 831300 SOLE 831300
LAMAR ADVERTISING CO COMMON STOCK 512815101 5946 157000 SOLE 157000
LANDAMERICA FINANCIAL GP COMMON STOCK 514936103 797 27900 SOLE 27900
LARGE SCALE BIOLOGY CORP COMMON STOCK 517053104 655 20000 SOLE 20000
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 40560 754600 SOLE 754600
ESTEE LAUDER CL A COMMON STOCK 518439104 3461 94500 SOLE 94500
LEAP WIRELESS INTL INC COMMON STOCK 521863100 7270 116200 SOLE 116200
LEAP WIRELESS WTS 4/15/10 WARRANTS 521863118 33 12500 SOLE 12500
LEAR CORP. COMMON STOCK 521865105 20754 1009300 SOLE 1009300
LEARNING TREE INTL COMMON STOCK 522015106 3239 68000 SOLE 68000
LEHMAN BROTHERS HLDNGS IN COMMON STOCK 524908100 219542 1485900 SOLE 1485900
LENNAR CORP. COMMON STOCK 526057104 594 20000 SOLE 20000
LEUCADIA NATIONAL CORP COMMON STOCK 527288104 803 30000 SOLE 30000
LEVEL 3 COMMUNICATIONS COMMON STOCK 52729N100 7713 100000 SOLE 100000
LEXENT INC COMMON STOCK 52886Q102 3216 108100 SOLE 108100
LEXICON GENETICS INC COMMON STOCK 528872104 158 5000 SOLE 5000
LEXMARK INTERNATIONAL INC COMMON STOCK 529771107 7935 211600 SOLE 211600
LIBERATE TECHNOLOGIES COMMON STOCK 530129105 17368 600200 SOLE 600200
LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 2840 80000 SOLE 80000
LIGHTBRIDGE INC COMMON STOCK 532226107 860 74000 SOLE 74000
LIGHTPATH TECHNOLOGIES COMMON STOCK 532257102 1188 25000 SOLE 25000
LILLY (ELI) & CO COMMON STOCK 532457108 63991 788800 SOLE 788800
THE LIMITED INC. COMMON STOCK 532716107 43108 1953900 SOLE 1953900
LINCARE HOLDINGS INC. COMMON STOCK 532791100 4590 160000 SOLE 160000
LINCOLN NATIONAL CORP. COMMON STOCK 534187109 1906 39600 SOLE 39600
LINDSAY MANUFACTURING CO COMMON STOCK 535555106 2960 158900 SOLE 158900
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 56831 877700 SOLE 877700
LINENS 'N THINGS INC COMMON STOCK 535679104 5577 218700 SOLE 218700
LITTLELFUSE INC COMMON STOCK 537008104 1722 58000 SOLE 58000
LIZ CLAIBORNE COMMON STOCK 539320101 22026 572100 SOLE 572100
LOCAL FINANCIAL CORP COMMON STOCK 539553107 3325 350000 SOLE 350000
LOCKHEED MARTIN CORP COMMON STOCK 539830109 65920 2000000 SOLE 2000000
LONDON PACIFIC GRP-SP ADR COMMON STOCK 542073101 2981 150000 SOLE 150000
LONE STAR TECHNOLOGIES COMMON STOCK 542312103 2538 55000 SOLE 55000
LOUIS DREYFUS NATURAL GAS COMMON STOCK 546011107 16389 413600 SOLE 413600
LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 834 90800 SOLE 90800
LOWE'S COS., INC COMMON STOCK 548661107 67 1500 SOLE 1500
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 58591 1917100 SOLE 1917100
LUXOTTICA GROUP SPA ADR COMMON STOCK 55068R202 710 44000 SOLE 44000
LYNX THERAPEUTICS INC NEW COMMON STOCK 551812308 6544 209000 SOLE 209000
M & T BANK CORP COMMON STOCK 55261F104 93585 183500 SOLE 183500
MBNA CORPORATION COMMON STOCK 55262L100 220316 5722500 SOLE 5722500
MEMC ELECTRONICS MATERIAL COMMON STOCK 552715104 386 30000 SOLE 30000
MGIC INVESTMENT CORP COMMON STOCK 552848103 29847 488300 SOLE 488300
MGI PHARMA INC COMMON STOCK 552880106 690 23000 SOLE 23000
MGM MIRAGE COMMON STOCK 552953101 28120 736378 SOLE 736378
MKS INTRUMENTS INC COMMON STOCK 55306N104 548 20000 SOLE 20000
MMC NETWORKS INC COMMON STOCK 55308N102 9880 78100 SOLE 78100
MRV COMMUNICATIONS INC COMMON STOCK 553477100 3426 75600 SOLE 75600
MSC INDUST DIRECT COMMON STOCK 553530106 3614 237000 SOLE 237000
MACROVISION CORP COMMON STOCK 555904101 17083 210900 SOLE 210900
MAGIC SOFTWARE ENTERPRISE COMMON STOCK 559166103 653 85700 SOLE 85700
MAGNA INTERNATIONAL CONVERTIBLE BOND 559222AE4 7790 8000000 SOLE 8000000
MALLINCKRODT INC COMMON STOCK 561232109 1985 43500 SOLE 43500
MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 2144 35000 SOLE 35000
MANOR CARE INC. COMMON STOCK 564055101 235 15000 SOLE 15000
MANPOWER INC. COMMON STOCK 56418H100 108318 3391570 SOLE 3391570
MANUFACTURED HOME COMM COMMON STOCK 564682102 1100 44000 SOLE 44000
MANUGISTICS GROUP INC COMMON STOCK 565011103 19762 201400 SOLE 201400
MANULIFE FIN CORP COMMON STOCK 56501R106 703 33900 SOLE 33900
MAPINFO CORPORATION COMMON STOCK 565105103 3288 105000 SOLE 105000
MARINE DRILLING CO COMMON STOCK 568240204 12990 454800 SOLE 454800
MARSH & MCLENNAN COMMON STOCK 571748102 2310 17400 SOLE 17400
MARRIOTT INTL -A COMMON STOCK 571903202 5823 159800 SOLE 159800
MARTHA STEWART LIVING CLA COMMON STOCK 573083102 1444 55000 SOLE 55000
MATRIX PHARMACEUTICALS COMMON STOCK 576844104 4669 300000 SOLE 300000
MATTEL INC COMMON STOCK 577081102 17515 1565600 SOLE 1565600
MAXIM INTERGATED PRODUCTS COMMON STOCK 57772K101 47595 591700 SOLE 591700
MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 15405 751450 SOLE 751450
MAVERICK TUBE CORP COMMON STOCK 577914104 1078 40000 SOLE 40000
MCCLATCHY COMPANY - CL A COMMON STOCK 579489105 918 26100 SOLE 26100
MCDATA CORPORATION COMMON STOCK 580031102 10974 89300 SOLE 89300
MCDONALD'S CORPORATION COMMON STOCK 580135101 227937 7550700 SOLE 7550700
MCGRAW-HILL COMPANIES COMMON STOCK 580645109 22889 360100 SOLE 360100
MCLEODUSA INC CL A COMMON STOCK 582266102 47 3279 SOLE 3279
MCLEODUSA INC 6.75 CV PREFERRED STOCK 582266201 8414 23500 SOLE 23500
MCNAUGHTON APPAREL GROUP COMMON STOCK 582524104 164 10000 SOLE 10000
MEASUREMENT SPECIALTIES COMMON STOCK 583421102 2027 42000 SOLE 42000
MEDAREX INC COMMON STOCK 583916101 51148 436000 SOLE 436000
MEDIMMUNE INC. COMMON STOCK 584699102 70 900 SOLE 900
MEDQUIST INC. COMMON STOCK 584949101 156 7716 SOLE 7716
MEDTRONIC, INCORPORATED COMMON STOCK 585055106 93055 1796000 SOLE 1796000
MELLON FINANCIAL CORP COMMON STOCK 58551A108 45475 980600 SOLE 980600
MENTOR GRAPHICS CORP COMMON STOCK 587200106 19757 838500 SOLE 838500
MERANT PLC- SPON ADR COMMON STOCK 587336108 342 47200 SOLE 47200
MERCK & COMPANY COMMON STOCK 589331107 382110 5133300 SOLE 5133300
MERCURY INTERACTIVE COMMON STOCK 589405109 160826 1026000 SOLE 1026000
MERIX CORP COMMON STOCK 590049102 12405 191400 SOLE 191400
MERRILL LYNCH COMMON STOCK 590188108 90512 1371400 SOLE 1371400
METHODE ELECTRONICS CL A COMMON STOCK 591520200 15775 356000 SOLE 356000
METLIFE INC COMMON STOCK 59156R108 1192 45500 SOLE 45500
METRICOM INC COMMON STOCK 591596101 3924 152400 SOLE 152400
METRIS COMPANIES INC COMMON STOCK 591598107 2619 66300 SOLE 66300
METROMEDIA FIBER A COMMON STOCK 591689104 729 30000 SOLE 30000
METTLER TOLEDO COMMON STOCK 592688105 18260 415000 SOLE 415000
MICHAELS STORES INC. COMMON STOCK 594087108 1200 30000 SOLE 30000
MICROSOFT CORPORATION COMMON STOCK 594918104 339840 5634720 SOLE 5634720
MICROCHIP TECHNOLOGY COMMON STOCK 595017104 7702 232950 SOLE 232950
MICROCELL TELECOMM INC -B COMMON STOCK 59501T304 56 1930 SOLE 1930
MICROMUSE INC COMMON STOCK 595094103 182371 907600 SOLE 907600
MICRON TECHNOLOGY INC. COMMON STOCK 595112103 115014 2500300 SOLE 2500300
MICROSEMI CORP COMMON STOCK 595137100 572 15000 SOLE 15000
MID ATLANTIC MEDICAL SVCS COMMON STOCK 59523C107 3101 205000 SOLE 205000
MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 137722 942900 SOLE 942900
HERMAN MILLER INC COMMON STOCK 600544100 11094 346000 SOLE 346000
MILLIPORE CORP COMMON STOCK 601073109 37147 766900 SOLE 766900
MINNESOTA MINING & MFG CO COMMON STOCK 604059105 376966 4136800 SOLE 4136800
MIPS TECHNOLOGIES INC A COMMON STOCK 604567107 5750 125000 SOLE 125000
MITCHELL ENERGY & DEV-CLA COMMON STOCK 606592202 4476 96000 SOLE 96000
MITEL CORP COMMON STOCK 606711109 734 35800 SOLE 35800
MOBILE MINI INC COMMON STOCK 60740F105 258 13400 SOLE 13400
MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 3054 140000 SOLE 140000
MOLECULAR DEVICES CORP COMMON STOCK 60851C107 884 9000 SOLE 9000
MOLEX INC COMMON STOCK 608554101 103 1900 SOLE 1900
MOLEX INC. CL A COMMON STOCK 608554200 30010 724225 SOLE 724225
PHARMACIA 6.5 CV ACES PREFERRED STOCK 611662305 23873 455800 SOLE 455800
MONTANA POWER CO COMMON STOCK 612085100 868 26000 SOLE 26000
MONY GROUP INC COMMON STOCK 615337102 2871 72000 SOLE 72000
MORAN ENERGY, INC. CONVERTIBLE BOND 616457AC1 180 200000 SOLE 200000
MORGAN STANLEY DEAN WITT COMMON STOCK 617446448 255294 2792000 SOLE 2792000
MORRISON MANAGEMENT COMMON STOCK 618459101 591 20000 SOLE 20000
MOTOROLA INC. COMMON STOCK 620076109 80041 2833300 SOLE 2833300
MURPHY OIL CORP COMMON STOCK 626717102 81981 1264900 SOLE 1264900
MUTUAL RISK MGMT LTD 144A CONVERTIBLE BOND 628351AA6 10043 19500000 SOLE 19500000
MYLAN LABS COMMON STOCK 628530107 11664 433000 SOLE 433000
NBTY INC COMMON STOCK 628782104 1058 162000 SOLE 162000
NCR CORPORATION COMMON STOCK 62886E108 4764 126000 SOLE 126000
NPS PHARMACEUTICALS INC. COMMON STOCK 62936P103 10430 184400 SOLE 184400
NTL INC COMMON STOCK 629407107 3983 86000 SOLE 86000
NVR INC COMMON STOCK 62944T105 10757 132800 SOLE 132800
NABISCO HOLDING CORP CL A COMMON STOCK 629526104 19888 370000 SOLE 370000
NABISCO GROUP HOLDINGS COMMON STOCK 62952P102 67973 2385000 SOLE 2385000
NABORS INDUSTRIES, INC. COMMON STOCK 629568106 128464 2451600 SOLE 2451600
NANOMETRICS INC COMMON STOCK 630077105 1870 35000 SOLE 35000
NTL AUSTRAL BK 7.875 CV PREFERRED STOCK 632525309 20197 797900 SOLE 797900
NATIONAL CITY CORP COMMON STOCK 635405103 19857 897500 SOLE 897500
NATIONAL DATA CORP COMMON STOCK 635621105 3938 120000 SOLE 120000
NATIONAL FUEL GAS CO COMMON STOCK 636180101 768 13700 SOLE 13700
NATL. SEMICONDUCTOR CORP. COMMON STOCK 637640103 469074 11654020 SOLE 11654020
NATIONWIDE FINANCIAL SVCS COMMON STOCK 638612101 37 1000 SOLE 1000
NEIMAN MARCUS GROUP CL A COMMON STOCK 640204202 649 20000 SOLE 20000
NEOSE TECHNOLOGIES INC COMMON STOCK 640522108 7982 165000 SOLE 165000
NETWORK ASSOCIATES, INC. CONVERTIBLE BOND 640938AB2 17213 45000000 SOLE 45000000
NET PERCEPTIONS INC COMMON STOCK 64107U101 20 4200 SOLE 4200
NETOPIA INC COMMON STOCK 64114K104 352 32000 SOLE 32000
NETIQ CORP COMMON STOCK 64115P102 27234 414600 SOLE 414600
NETWORK APPLIANCE INC COMMON STOCK 64120L104 155512 1220900 SOLE 1220900
NEUROGEN CORPORATION COMMON STOCK 64124E106 46221 1485000 SOLE 1485000
NEUROCRINE BIOSCIENCES COMMON STOCK 64125C109 14927 331700 SOLE 331700
NEW ENGLAND BUSINESS SVC COMMON STOCK 643872104 295 16300 SOLE 16300
NEWFOCUS INC COMMON STOCK 644383101 63630 804800 SOLE 804800
NEW YORK TIMES CO COMMON STOCK 650111107 34461 876600 SOLE 876600
NEWELL RUBBERMAID INC COMMON STOCK 651229106 16411 719400 SOLE 719400
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 32994 706700 SOLE 706700
NEWMONT MINING CORP COMMON STOCK 651639106 4214 247871 SOLE 247871
NEWPARK RESOURCES INC COMMON STOCK 651718504 278 30000 SOLE 30000
NEWPORT CORP COMMON STOCK 651824104 413808 2598225 SOLE 2598225
NEWPORT NEWS SHIPBUILDING COMMON STOCK 652228107 1388 32000 SOLE 32000
NEWS CORPORATION LTD ADR COMMON STOCK 652487703 140044 2498000 SOLE 2498000
NEWS CORP LTD ADR PFD COMMON STOCK 652487802 17346 370050 SOLE 370050
NEXTEL COMM INC CL A COMMON STOCK 65332V103 51009 1091100 SOLE 1091100
NEXTEL PARTNERS INC CL A COMMON STOCK 65333F107 5781 198500 SOLE 198500
NEXT LEVEL COMMUNICATION COMMON STOCK 65333U104 6613 100000 SOLE 100000
NICE SYSTEMS LTD ADR COMMON STOCK 653656108 720 10000 SOLE 10000
NICOR INC COMMON STOCK 654086107 2439 67400 SOLE 67400
NIKE INCORPORATED CL. B COMMON STOCK 654106103 48476 1210000 SOLE 1210000
NOBLE AFFILIATES COMMON STOCK 654894104 23946 645000 SOLE 645000
NOKIA CORP ADR A COMMON STOCK 654902204 400913 10070040 SOLE 10070040
NOBLE DRILLING CORP COMMON STOCK 655042109 139162 2769400 SOLE 2769400
NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 27788 1900000 SOLE 1900000
NORTEL NETWORKS CORP. COMMON STOCK 656568102 674175 11318780 SOLE 11318780
NORTHEAST UTILITIES COMMON STOCK 664397106 5964 275000 SOLE 275000
NORTHERN TRUST CORP COMMON STOCK 665859104 5759 64800 SOLE 64800
NORTHPOINT COMMUNICATIONS COMMON STOCK 666610100 444 50000 SOLE 50000
NORTHROP CORPORATION COMMON STOCK 666807102 1627 17900 SOLE 17900
NOVA CHEMICALS CORP COMMON STOCK 66977W109 286 15000 SOLE 15000
NU HORIZONS ELEC CORP COMMON STOCK 669908105 1947 70000 SOLE 70000
NOVELL INCORPORATED COMMON STOCK 670006105 24744 2490000 SOLE 2490000
NOVELLUS SYSTEMS INC. COMMON STOCK 670008101 50502 1084600 SOLE 1084600
NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 3467 81100 SOLE 81100
NSTAR COMMON STOCK 67019E107 4457 110742 SOLE 110742
NUCOR CORP COMMON STOCK 670346105 12 400 SOLE 400
NUMERICAL TECHNOLOGIES COMMON STOCK 67053T101 3057 106100 SOLE 106100
OAK TECHNOLOGY INC. COMMON STOCK 671802106 16926 618300 SOLE 618300
OAKLEY INC COMMON STOCK 673662102 3653 208000 SOLE 208000
OBJECTIVE SYSTEMS INTEGR COMMON STOCK 674424106 348 40000 SOLE 40000
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 50099 2296800 SOLE 2296800
OCEAN ENERGY INC COMMON STOCK 67481E106 772 50000 SOLE 50000
OFFSHORE LOGISTICS 144A CONVERTIBLE BOND 676255AD4 4950 5000000 SOLE 5000000
OLD KENT FINANCIAL COMMON STOCK 679833103 10808 373488 SOLE 373488
OLD REPUBLIC INTL COMMON STOCK 680223104 963 40000 SOLE 40000
OMNICOM GROUP COMMON STOCK 681919106 99851 1369000 SOLE 1369000
1-800 CONTACTS INC COMMON STOCK 681977104 3840 80000 SOLE 80000
OMNISKY CORPORATION COMMON STOCK 68213L103 7516 370000 SOLE 370000
ON ASSIGNMENT INC COMMON STOCK 682159108 847 27000 SOLE 27000
ONEOK INC COMMON STOCK 682680103 24 600 SOLE 600
ONI SYSTEMS CORP COMMON STOCK 68273F103 20577 238400 SOLE 238400
ONYX SOFTWARE CORP COMMON STOCK 683402101 1083 52500 SOLE 52500
OPTIMAL ROBOTICS CORP COMMON STOCK 68388R208 1642 40800 SOLE 40800
ORACLE CORPORATION COMMON STOCK 68389X105 780121 9906300 SOLE 9906300
OPTION CARE INC. COMMON STOCK 683948103 695 95000 SOLE 95000
ORBITAL SCIENCES CORP CONVERTIBLE BOND 685564AC0 3465 6000000 SOLE 6000000
ORCHID BIOSCIENCES INC COMMON STOCK 68571P100 850 25000 SOLE 25000
ORGANOGENESIS INC COMMON STOCK 685906109 260 17700 SOLE 17700
OVERSEAS SHIPHOLDING GRP COMMON STOCK 690368105 2464 90000 SOLE 90000
OWENS CORNING COMMON STOCK 69073F103 1559 594000 SOLE 594000
OXFORD HEALTH PLANS INC. COMMON STOCK 691471106 3381 110000 SOLE 110000
PC CONNECTION COMMON STOCK 69318J100 2480 43500 SOLE 43500
PECO ENERGY COMPANY COMMON STOCK 693304107 58703 969300 SOLE 969300
PG & E CORPORATION COMMON STOCK 69331C108 17093 706700 SOLE 706700
PFF BANCORP COMMON STOCK 69331W104 435 20000 SOLE 20000
PE CORP-PE BIOSYSTEMS GRP COMMON STOCK 69332S102 31630 271500 SOLE 271500
PE CORP CL. G WTS 9/03 WARRANTS 69332S110 21 249 SOLE 249
PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 21996 636400 SOLE 636400
PLX TECHNOLOGY INC COMMON STOCK 693417107 1465 54500 SOLE 54500
PMC- SIERRA INC COMMON STOCK 69344F106 91137 423400 SOLE 423400
THE PMI GROUP INC COMMON STOCK 69344M101 70812 1045200 SOLE 1045200
PNC FINANCIAL SERVICES COMMON STOCK 693475105 51968 799500 SOLE 799500
PPG INDUSTRIES, INC. COMMON STOCK 693506107 16625 418900 SOLE 418900
PPL CORP COMMON STOCK 69351T106 34824 834100 SOLE 834100
PRI AUTOMATION INC. COMMON STOCK 69357H106 9026 494600 SOLE 494600
PACIFIC SUNWARE OF CALIF COMMON STOCK 694873100 4256 227000 SOLE 227000
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 3332 95700 SOLE 95700
PACKAGING CORP OF AMERICA COMMON STOCK 695156109 4978 450000 SOLE 450000
PACKETEER INC COMMON STOCK 695210104 5763 151900 SOLE 151900
PACTIV CORP COMMON STOCK 695257105 7167 640600 SOLE 640600
***PAINE WEBBER GROUP COMMON STOCK 695629105 11956 175500 SOLE 175500
PALL CORPORATION COMMON STOCK 696429307 18994 952700 SOLE 952700
PALM INC COMMON STOCK 696642107 1551 29300 SOLE 29300
PARACELSUS HEALTHCARE COMMON STOCK 698891108 0 3107 SOLE 3107
PARK ELECTROCHEMICAL CORP COMMON STOCK 700416209 7465 134200 SOLE 134200
PARK PLACE ENTERTAINMENT COMMON STOCK 700690100 38455 2542500 SOLE 2542500
PARKER DRILLING CO COMMON STOCK 701081101 7000 1000000 SOLE 1000000
PARKER HANNIFIN CORPORATI COMMON STOCK 701094104 16558 490600 SOLE 490600
PARTNER COMMUNIC -ADR COMMON STOCK 70211M109 1390 180750 SOLE 180750
PATINA OIL & GAS CORP COMMON STOCK 703224105 1000 50000 SOLE 50000
PATHMARK STORES COMMON STOCK 70322A101 8219 667542 SOLE 667542
PATTERSON ENERGY INC COMMON STOCK 703414102 1616 47000 SOLE 47000
PAXAR CORP COMMON STOCK 704227107 514 57500 SOLE 57500
PAYCHEX INC COMMON STOCK 704326107 42525 810000 SOLE 810000
PAYLESS SHOESOURCE INC COMMON STOCK 704379106 616 10994 SOLE 10994
PEGASUS SOLUTIONS INC. COMMON STOCK 705906105 1663 85000 SOLE 85000
PENNZOIL-QUAKER STATE CO COMMON STOCK 709323109 630 60000 SOLE 60000
PENTON MEDIA COMMON STOCK 709668107 7898 287200 SOLE 287200
PEOPLESOFT, INC. COMMON STOCK 712713106 19414 694900 SOLE 694900
PEPSI-COLA INCORPORATED COMMON STOCK 713448108 124964 2716600 SOLE 2716600
PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 783 61716 SOLE 61716
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 6060 320000 SOLE 320000
PERFORMANCE FOOD GP CO. COMMON STOCK 713755106 11081 294500 SOLE 294500
PERKINELMER INC COMMON STOCK 714046109 39454 378000 SOLE 378000
PETROLEUM GEO SVCS ADR COMMON STOCK 716597109 3224 186900 SOLE 186900
PFIZER, INC. COMMON STOCK 717081103 585286 13024450 SOLE 13024450
PHARMACOPEIA INC COMMON STOCK 71713B104 510 20000 SOLE 20000
PHARMANETICS INC COMMON STOCK 71713J107 760 40000 SOLE 40000
PHARMACIA CORPORATION COMMON STOCK 71713U102 273169 4538638 SOLE 4538638
PHELPS DODGE CORP. COMMON STOCK 717265102 1678 40200 SOLE 40200
PHILIP MORRIS COS COMMON STOCK 718154107 80185 2723900 SOLE 2723900
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 55691 887500 SOLE 887500
PHONE.COM INC COMMON STOCK 71920Q100 19294 169800 SOLE 169800
PHOTOMEDEX INC COMMON STOCK 719358103 2575 200000 SOLE 200000
PHOTON DYNAMICS INC COMMON STOCK 719364101 6340 167950 SOLE 167950
PHOTRONIC INC COMMON STOCK 719405102 2225 102000 SOLE 102000
PHOTRONICS INC CONVERTIBLE BOND 719405AA0 11610 12000000 SOLE 12000000
PIER 1 IMPORTS INC-DEL COMMON STOCK 720279108 1492 110000 SOLE 110000
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 2742 103000 SOLE 103000
PIONEER NATURAL RESOURCES COMMON STOCK 723787107 709 50000 SOLE 50000
PITTSTON BRINK'S GROUP COMMON STOCK 725701106 5239 338000 SOLE 338000
PIXELWORKS INC COMMON STOCK 72581M107 4707 98700 SOLE 98700
PLACER DOME INC. COMMON STOCK 725906101 3964 420000 SOLE 420000
PLANAR SYSTEMS INC. COMMON STOCK 726900103 2188 117500 SOLE 117500
PLANTRONICS INC COMMON STOCK 727493108 11446 301200 SOLE 301200
PLEXUS CORP COMMON STOCK 729132100 5640 80000 SOLE 80000
POGO PRODUCING COMMON STOCK 730448107 1015 40000 SOLE 40000
POLAROID CORP COMMON STOCK 731095105 24742 1841300 SOLE 1841300
POLYCOM INC COMMON STOCK 73172K104 14452 215800 SOLE 215800
POLYMEDICA CORP COMMON STOCK 731738100 7460 174000 SOLE 174000
POPE & TALBOT INC COMMON STOCK 732827100 930 65000 SOLE 65000
PORTAL SOFTWARE COMMON STOCK 736126103 60092 1502300 SOLE 1502300
POST PPTYS INC COMMON STOCK 737464107 3398 78000 SOLE 78000
POTOMAC ELECTRIC POWER COMMON STOCK 737679100 22470 892100 SOLE 892100
POWERTEL INC COMMON STOCK 73936C109 2662 35000 SOLE 35000
PRAECIS PHARMACEUTICALS COMMON STOCK 739421105 13239 311500 SOLE 311500
PRAXAIR INC. COMMON STOCK 74005P104 11213 300000 SOLE 300000
PREPAID LEGAL COMMON STOCK 740065107 895 27700 SOLE 27700
PRECISION CASTPARTS CORP COMMON STOCK 740189105 3101 80800 SOLE 80800
PRECISION DRILLING CORP COMMON STOCK 74022D100 7784 218500 SOLE 218500
PREMCOR USA INC 11.5 NOVT PREFERRED STOCK 740608302 709 3377 SOLE 3377
PRICE COMMUNICATIONS COMMON STOCK 741437305 548 28033 SOLE 28033
T. ROWE PRICE ASSOCIATES COMMON STOCK 741477103 15339 326800 SOLE 326800
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 11130 420000 SOLE 420000
PRIDE INTL INC CONVERTIBLE BOND 741932AB3 5625 12000000 SOLE 12000000
PRIZE ENERGY CORP COMMON STOCK 74267L106 1416 75000 SOLE 75000
PROCTER AND GAMBLE CO COMMON STOCK 742718109 570 8500 SOLE 8500
PROFESSIONAL DETAILING COMMON STOCK 74312N107 490 8600 SOLE 8600
PROSPERITY BANCSHARES COMMON STOCK 743606105 1240 67500 SOLE 67500
PROTECTIVE LIFE CORP COMMON STOCK 743674103 1344 45000 SOLE 45000
PROTEIN DESIGN LABS INC. COMMON STOCK 74369L103 28342 235200 SOLE 235200
PROTON ENERGY SYSTEMS COMMON STOCK 74371K101 847 29600 SOLE 29600
PROVINCE HEALTHCARE COMMON STOCK 743977100 13587 340200 SOLE 340200
PROXICOM INC COMMON STOCK 744282104 138 7100 SOLE 7100
PROXIM INC COMMON STOCK 744284100 9100 204500 SOLE 204500
PUBLIC SERVICE ENTER COMMON STOCK 744573106 57164 1279200 SOLE 1279200
PURINA MILLS INC COMMON STOCK 746276104 1021 104697 SOLE 104697
QLOGIC CORP COMMON STOCK 747277101 54666 621200 SOLE 621200
QUAKER OATS CO COMMON STOCK 747402105 15216 192300 SOLE 192300
QUALCOMM INC. COMMON STOCK 747525103 267014 3747560 SOLE 3747560
QUANTA SERVICES INC COMMON STOCK 74762E102 268 9750 SOLE 9750
QUANTUM COR-DLT & STOR COMMON STOCK 747906204 15822 1050400 SOLE 1050400
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 4475 39000 SOLE 39000
QUEST SOFTWARE INC COMMON STOCK 74834T103 13857 223100 SOLE 223100
QUESTAR CORP COMMON STOCK 748356102 1697 61000 SOLE 61000
QUINTILES TRANSNAT REGD COMMON STOCK 748767100 24258 1522100 SOLE 1522100
QWEST COMMUNICATIONS COMMON STOCK 749121109 76708 1595995 SOLE 1595995
RCN CORPORATION COMMON STOCK 749361101 5737 276500 SOLE 276500
RH DONNELLEY CORP COMMON STOCK 74955W307 8414 398300 SOLE 398300
RSA SECURITY INC. COMMON STOCK 749719100 7599 176200 SOLE 176200
RF MICRO DEVICES INC COMMON STOCK 749941100 92304 2884500 SOLE 2884500
RF MICRO DEVICES 144A CONVERTIBLE BOND 749941AA8 4694 5000000 SOLE 5000000
RADIAN GROUP INC COMMON STOCK 750236101 4549 67396 SOLE 67396
RADIANCE MEDICAL SYSTEMS COMMON STOCK 750241101 70 6000 SOLE 6000
RADIOSHACK CORP COMMON STOCK 750438103 285313 4414900 SOLE 4414900
RADISYS CORP COMMON STOCK 750459109 4814 95200 SOLE 95200
RAINBOW TECHNOLOGIES INC COMMON STOCK 750862104 2830 80000 SOLE 80000
RAMBUS INC COMMON STOCK 750917106 5526 70000 SOLE 70000
RALSTON-RALSTON PURINA GP COMMON STOCK 751277302 6367 268800 SOLE 268800
RARE HOSPITALITY INTL COMMON STOCK 753820109 1834 90000 SOLE 90000
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 100649 1450800 SOLE 1450800
RATIONAL SOFTWARE 144A CONVERTIBLE BOND 75409PAA1 10375 5000000 SOLE 5000000
RAYONIER INC. COMMON STOCK 754907103 7978 222000 SOLE 222000
RAYTHEON CO- CL A COMMON STOCK 755111309 349 12754 SOLE 12754
RAYTHEON CO- CL B COMMON STOCK 755111408 42656 1500000 SOLE 1500000
READ-RITE CORP. COMMON STOCK 755246105 15834 1407500 SOLE 1407500
READERS DIGEST ASSOC INC. COMMON STOCK 755267101 34677 982000 SOLE 982000
REALNETWORKS INC COMMON STOCK 75605L104 5366 135000 SOLE 135000
RECKSON ASSOC REALTY CORP COMMON STOCK 75621K106 10838 425000 SOLE 425000
RECKSON ASSOC REALTY - B COMMON STOCK 75621K304 251 9690 SOLE 9690
RED HAT INC COMMON STOCK 756577102 631 37000 SOLE 37000
REDBACK NETWORKS COMMON STOCK 757209101 84739 516700 SOLE 516700
REDBACK NETWORKS 144A CONVERTIBLE BOND 757209AA9 7805 7000000 SOLE 7000000
REEBOK INTERNATIONAL COMMON STOCK 758110100 1693 90000 SOLE 90000
REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 5383 165000 SOLE 165000
REGENERATION TECHNOLOGIES COMMON STOCK 75886N100 252 30500 SOLE 30500
REHABCARE GROUP INC COMMON STOCK 759148109 7438 175000 SOLE 175000
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 4167 197850 SOLE 197850
RELIANT ENERGY INC. COMMON STOCK 75952J108 9881 212500 SOLE 212500
RENT-A-CENTER INC. COMMON STOCK 76009N100 1561 45000 SOLE 45000
RENT-WAY INC COMMON STOCK 76009U104 759 25000 SOLE 25000
REPUBLIC SERVICES INC COMMON STOCK 760759100 38653 2945000 SOLE 2945000
RESEARCH IN MOTION COMMON STOCK 760975102 47803 485000 SOLE 485000
RESMED INC COMMON STOCK 761152107 38 1200 SOLE 1200
RESPIRONICS INC COMMON STOCK 761230101 918 55000 SOLE 55000
RJ REYNOLDS TOBACCO HLDG COMMON STOCK 76182K105 54116 1678000 SOLE 1678000
RICHMOND COUNTY FINL CORP COMMON STOCK 764556106 968 40000 SOLE 40000
ROBBINS & MEYERS INC CONVERTIBLE BOND 770196AA1 3443 3500000 SOLE 3500000
ROCKWELL INTL CORP COMMON STOCK 773903109 40995 1355200 SOLE 1355200
ROGERS CORPORATION COMMON STOCK 775133101 1581 50000 SOLE 50000
ROHM & HAAS CO COMMON STOCK 775371107 610 21000 SOLE 21000
ROHN INDUSTRIES INC COMMON STOCK 775381106 171 36000 SOLE 36000
ROPER INDUSTRIES INC COMMON STOCK 776696106 3485 105000 SOLE 105000
ROSETTA INPHARMATICS COMMON STOCK 777777103 3701 132700 SOLE 132700
ROSLYN BANCORP INC COMMON STOCK 778162107 286 12800 SOLE 12800
ROSS STORES, INC. COMMON STOCK 778296103 11536 802500 SOLE 802500
ROWAN COMPANIES INC. COMMON STOCK 779382100 1885 65000 SOLE 65000
ROYAL DUTCH PETROL- NY COMMON STOCK 780257804 515534 8601200 SOLE 8601200
RUBY TUESDAY INC COMMON STOCK 781182100 8055 716000 SOLE 716000
RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 6169 184500 SOLE 184500
RYAN'S FAMILY STK HOUSES COMMON STOCK 783519101 800 104000 SOLE 104000
RYLAND GROUP INC COMMON STOCK 783764103 5800 187100 SOLE 187100
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 144820 2896400 SOLE 2896400
SBS TECHNOLOGIES INC COMMON STOCK 78387P103 1046 45000 SOLE 45000
SBA COMMUNICATIONS CORP COMMON STOCK 78388J106 839 20000 SOLE 20000
SCI SYSTEMS INC CONVERTIBLE BOND 783890AF3 6008 6000000 SOLE 6000000
SCP POOL CORP COMMON STOCK 784028102 2577 87000 SOLE 87000
SDL INC COMMON STOCK 784076101 571493 1847625 SOLE 1847625
SEI INVESTMENTS COMPANY COMMON STOCK 784117103 6459 91300 SOLE 91300
SEI TRUST I 6.25% CV PREFERRED STOCK 78411Y104 2653 40000 SOLE 40000
SPX CORPORATION COMMON STOCK 784635104 34945 246200 SOLE 246200
SABRE GROUP HLDGS COMMON STOCK 785905100 61747 2133801 SOLE 2133801
SAFEWAY INC. COMMON STOCK 786514208 70078 1501000 SOLE 1501000
ST JUDE MEDICAL INC. COMMON STOCK 790849103 3366 66000 SOLE 66000
ST MARY LAND & EXPLOR COMMON STOCK 792228108 8695 377000 SOLE 377000
ST. PAUL COS. COMMON STOCK 792860108 44221 896750 SOLE 896750
SANDISK CORP COMMON STOCK 80004C101 38021 569600 SOLE 569600
SANGAMO BIOSCIENCES INC COMMON STOCK 800677106 969 25000 SOLE 25000
SANMINA CORPORATION COMMON STOCK 800907107 246243 2630100 SOLE 2630100
SANMINA CORP 144A CONVERTIBLE BOND 800907AC1 5754 13500000 SOLE 13500000
SAPIENT CORP COMMON STOCK 803062108 8011 196900 SOLE 196900
SARA LEE CORPORATION COMMON STOCK 803111103 142 7000 SOLE 7000
SAUER-DANFOSS INC. COMMON STOCK 804137107 3850 350000 SOLE 350000
SCANSOURCE INC COMMON STOCK 806037107 534 10000 SOLE 10000
SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 87169 1874600 SOLE 1874600
SCHLUMBERGER, LTD. COMMON STOCK 806857108 63850 775700 SOLE 775700
SCHOOL SPECIALTY INC COMMON STOCK 807863105 322 15100 SOLE 15100
CHARLES SCHWAB CORP. COMMON STOCK 808513105 156811 4417200 SOLE 4417200
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 208809 3281870 SOLE 3281870
SEAGATE TECHNOLOGY COMMON STOCK 811804103 164758 2387800 SOLE 2387800
SEAGRAM CO LTD COMMON STOCK 811850106 58138 1012200 SOLE 1012200
SEAGRAM ACES 7.50 CV PREFERRED STOCK 811850205 14856 285000 SOLE 285000
SEACOR HOLDINGS INC COMMON STOCK 811904101 12659 271500 SOLE 271500
SEALED AIR SR-A 4.0 VT CV PREFERRED STOCK 81211K209 12150 270000 SOLE 270000
SEARS ROEBUCK COMMON STOCK 812387108 27914 861000 SOLE 861000
SECURE COMPUTING CORP COMMON STOCK 813705100 652 25000 SOLE 25000
SECURITY CAPITAL- B COMMON STOCK 81413P204 663 35000 SOLE 35000
SEMTECH COMMON STOCK 816850101 13024 302000 SOLE 302000
SEMTECH CORP CONVERTIBLE BOND 816850AD3 5963 5000000 SOLE 5000000
SEMPRA ENERGY COMMON STOCK 816851109 5330 256081 SOLE 256081
SEMITOOL INC COMMON STOCK 816909105 513 40000 SOLE 40000
SENIOR HOUSING PROP TRUST COMMON STOCK 81721M109 21 2290 SOLE 2290
SENSRMTC ELEC 6.5 CV 144A PREFERRED STOCK 817265200 3356 150000 SOLE 150000
SENSORMTC ELEC 6.5 CV NVT PREFERRED STOCK 817265804 559 25000 SOLE 25000
SEPRACOR INC 144A CONVERTIBLE BOND 817315AJ3 7513 5000000 SOLE 5000000
SEQUENOM INC COMMON STOCK 817337108 392 9300 SOLE 9300
SERANOVA INC COMMON STOCK 817476104 210 40000 SOLE 40000
SERENA SOFTWARE INC COMMON STOCK 817492101 972 21100 SOLE 21100
SERVICE CORP INT'L COMMON STOCK 817565104 1414 580000 SOLE 580000
SHAW GROUP INC COMMON STOCK 820280105 1022 14500 SOLE 14500
SHAW INDUSTRIES INC COMMON STOCK 820286102 324 17500 SOLE 17500
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 14700 687700 SOLE 687700
SHURGARD STORAGE COMMON STOCK 82567D104 993 44000 SOLE 44000
SIEBEL SYSTEMS INC COMMON STOCK 826170102 85544 768500 SOLE 768500
SIGNALSOFT CORP COMMON STOCK 82668M102 1999 49200 SOLE 49200
SILICON STORAGE TECH COMMON STOCK 827057100 3273 120400 SOLE 120400
SILICON VALLEY BANCSHARES COMMON STOCK 827064106 6499 111600 SOLE 111600
SILVERSTREAM SOFTWARE INC COMMON STOCK 827907106 1205 40000 SOLE 40000
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 879 37500 SOLE 37500
SIMPLE TECHNOLOGY INC COMMON STOCK 828820100 2 200 SOLE 200
SIRIUS SATELLITE RADIO COMMON STOCK 82966U103 65877 1245900 SOLE 1245900
SIPEX CORPORATION COMMON STOCK 829909100 841 20000 SOLE 20000
SIX FLAGS 7.5% CV PIES PREFERRED STOCK 83001P208 26177 831000 SOLE 831000
SKECHERS USA INC -CL A COMMON STOCK 830566105 4734 313000 SOLE 313000
SMARTDISK CORPORATION COMMON STOCK 83169Q105 1121 78000 SOLE 78000
SMARTFORCE PLC ADR COMMON STOCK 83170A206 10020 211500 SOLE 211500
SMITHKLINE BEECHAM ADR COMMON STOCK 832378301 4495 65500 SOLE 65500
SMTC CORPORATION-W/I COMMON STOCK 832682108 1636 76100 SOLE 76100
SMURFIT-STONE CONTAINER COMMON STOCK 832727101 15086 1257142 SOLE 1257142
SNAP-ON TOOLS CORP. COMMON STOCK 833034101 6167 261750 SOLE 261750
SOFTWARE.COM INC COMMON STOCK 83402P104 27960 154100 SOLE 154100
SOLECTRON CORPORATION COMMON STOCK 834182107 80221 1739200 SOLE 1739200
SOMERA COMMUNICATIONS INC COMMON STOCK 834458101 380 40000 SOLE 40000
SONICWALL INC COMMON STOCK 835470105 15401 540400 SOLE 540400
SONOCO PROD CO COMMON STOCK 835495102 20483 1134000 SOLE 1134000
SONUS NETWORKS INC COMMON STOCK 835916107 14533 115000 SOLE 115000
SOURCE INFORMATION MGMT COMMON STOCK 836151209 89 13000 SOLE 13000
***SOUTHDOWN INC COMMON STOCK 841297104 22935 321900 SOLE 321900
SOUTHERN CO COMMON STOCK 842587107 50414 1554200 SOLE 1554200
SOUTHERN ENERGY INC COMMON STOCK 842816100 9698 309100 SOLE 309100
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 6846 282300 SOLE 282300
SOUTHWEST BANCORP OF TX COMMON STOCK 84476R109 925 28300 SOLE 28300
SOVEREIGN BANCORP INC COMMON STOCK 845905108 93 10000 SOLE 10000
SOVEREIGN REIT 12% 144A PREFERRED STOCK 84610XAA1 14561 274650 SOLE 274650
SPANISH BROADCASTING SYS COMMON STOCK 846425882 2827 240600 SOLE 240600
SPEECHWORKS INTERNATIONAL COMMON STOCK 84764M101 329 5300 SOLE 5300
SPRINT CORP (FON GROUP) COMMON STOCK 852061100 50344 1717500 SOLE 1717500
STANCORP FINANCIAL GROUP COMMON STOCK 852891100 1924 45000 SOLE 45000
STANDARD MICROSYSTEMS COMMON STOCK 853626109 1091 50000 SOLE 50000
STANLEY WORKS COMMON STOCK 854616109 2175 94300 SOLE 94300
STAPLES INC. COMMON STOCK 855030102 6033 425200 SOLE 425200
STAR GAS PARTNERS L.P. COMMON STOCK 85512C105 291 16539 SOLE 16539
STARTEK INC COMMON STOCK 85569C107 1508 52000 SOLE 52000
STATE AUTO FINANCIAL CORP COMMON STOCK 855707105 656 50000 SOLE 50000
STATE STREET CORP COMMON STOCK 857477103 28925 222500 SOLE 222500
STATION CASINOS INC COMMON STOCK 857689103 10628 745800 SOLE 745800
STEIN MART INC COMMON STOCK 858375108 1919 177500 SOLE 177500
STERLING BANCSHARES INC COMMON STOCK 858907108 305 20000 SOLE 20000
STEWART & STEVENSON SERVI COMMON STOCK 860342104 1569 90000 SOLE 90000
STILLWATER MINING COMPANY COMMON STOCK 86074Q102 5252 194000 SOLE 194000
STILWELL FINANCIAL INC COMMON STOCK 860831106 58725 1350000 SOLE 1350000
STMICROELECTRONICS NV- NY COMMON STOCK 861012102 41662 874800 SOLE 874800
STOLT OFFSHORE SA - ADR COMMON STOCK 861567105 2356 184800 SOLE 184800
STONE ENERGY CORP. COMMON STOCK 861642106 33308 605600 SOLE 605600
STRUCTURAL DYNAMICS RES COMMON STOCK 863555108 576 35167 SOLE 35167
SUMMIT BANCORP COMMON STOCK 866005101 36139 1047500 SOLE 1047500
SUN MICROSYSTEMS INC. COMMON STOCK 866810104 567980 4864925 SOLE 4864925
SUNOCO INC COMMON STOCK 86764P109 1751 65000 SOLE 65000
SUNRISE ASST LIVING 144A CONVERTIBLE BOND 86768KAA4 3055 3409000 SOLE 3409000
SUNTRUST BANKS,INC. COMMON STOCK 867914103 18470 370800 SOLE 370800
SUPERIOR ENERGY SERV COMMON STOCK 868157108 641 61000 SOLE 61000
SUPERIOR INDUSTRIES INTL COMMON STOCK 868168105 570 19000 SOLE 19000
SUPERTEX INC COMMON STOCK 868532102 6655 132100 SOLE 132100
SUPERVALU INC. COMMON STOCK 868536103 16016 1063300 SOLE 1063300
SURMODICS INC COMMON STOCK 868873100 10884 198800 SOLE 198800
SWIFT ENERGY CO COMMON STOCK 870738101 2785 67000 SOLE 67000
SWIFT TRANSPORTATION CO COMMON STOCK 870756103 1762 134900 SOLE 134900
SYBASE INCORPORATED COMMON STOCK 871130100 344614 14983200 SOLE 14983200
SYCAMORE NETWORKS INC COMMON STOCK 871206108 11699 108325 SOLE 108325
SYMANTEC CORP. COMMON STOCK 871503108 6270 142500 SOLE 142500
SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 11310 314700 SOLE 314700
SYMMETRICOM INC COMMON STOCK 871543104 2930 187500 SOLE 187500
SYMYX TECHNOLOGIES INC COMMON STOCK 87155S108 1301 30000 SOLE 30000
SYNCOR INTL CORP-DEL COMMON STOCK 87157J106 15977 434000 SOLE 434000
SYNOPSYS INC COMMON STOCK 871607107 2841 75000 SOLE 75000
SYNQUEST INC COMMON STOCK 87160X100 4528 345000 SOLE 345000
SYNOVUS FIN CORP COMMON STOCK 87161C105 70 3300 SOLE 3300
SYSCO CORP COMMON STOCK 871829107 58891 1271600 SOLE 1271600
TJX COMPANIES, INC. COMMON STOCK 872540109 450 20000 SOLE 20000
TRW, INC. COMMON STOCK 872649108 1186 29200 SOLE 29200
TMP WORLDWIDE INC COMMON STOCK 872941109 2198 27300 SOLE 27300
TTM TECHNOLOGIES COMMON STOCK 87305R109 1763 75000 SOLE 75000
TXU CORPORATION COMMON STOCK 873168108 37200 938800 SOLE 938800
TALARIAN CORP COMMON STOCK 874090103 192 10000 SOLE 10000
TALBOTS INC. COMMON STOCK 874161102 1325 20000 SOLE 20000
TARGET CORP COMMON STOCK 87612E106 20503 800100 SOLE 800100
TECH DATA CORPORATION COMMON STOCK 878237106 13757 321800 SOLE 321800
TECHNE CORP COMMON STOCK 878377100 2968 26500 SOLE 26500
TECHNITROL INC COMMON STOCK 878555101 3737 37000 SOLE 37000
TEKELEC COMMON STOCK 879101103 658 20000 SOLE 20000
TEKTRONIX INC COMMON STOCK 879131100 4378 57000 SOLE 57000
TELENORTE LESTE -ADR COMMON STOCK 879246106 5530 241736 SOLE 241736
TELECOMMUNICATIONS SYSTEM COMMON STOCK 87929J103 142 7400 SOLE 7400
TELEDYNE TECH INC COMMON STOCK 879360105 9358 321300 SOLE 321300
TELEFONOS DE MEXICO SA CONVERTIBLE BOND 879403AD5 5010 4000000 SOLE 4000000
TELESP CELULAR PARTIC-ADR COMMON STOCK 87952L108 87340 2651700 SOLE 2651700
TELIK INC COMMON STOCK 87959M109 913 100000 SOLE 100000
TELLABS INC COMMON STOCK 879664100 87760 1837900 SOLE 1837900
TELETECH HOLDINGS INC COMMON STOCK 879939106 495 20000 SOLE 20000
TENET HEALTHCARE COMMON STOCK 88033G100 35982 989200 SOLE 989200
TERADYNE INCORPORATED COMMON STOCK 880770102 24507 700200 SOLE 700200
TERAYON COMM. SYSTEM 144A CONVERTIBLE BOND 880775AA9 4681 7000000 SOLE 7000000
TESORO PETROLEUM CORP. COMMON STOCK 881609101 755 76000 SOLE 76000
TESORO PETROL 7.25 NVT CV PREFERRED STOCK 881609408 11550 1100000 SOLE 1100000
TEVA PHARM ADR COMMON STOCK 881624209 7319 100000 SOLE 100000
TETRA TECH INC COMMON STOCK 88162G103 17496 612551 SOLE 612551
TEXACO INC COMMON STOCK 881694103 144118 2745100 SOLE 2745100
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 169422 3590400 SOLE 3590400
TEXTRON INC COMMON STOCK 883203101 73574 1595100 SOLE 1595100
THERMO ELECTRON COMMON STOCK 883556102 3380 130000 SOLE 130000
THERMO ELECTRON CORP CONVERTIBLE BOND 883556AH5 10560 12000000 SOLE 12000000
THORATEC LABS CORP COMMON STOCK 885175307 1760 80000 SOLE 80000
3COM CORPORATION COMMON STOCK 885535104 1410 73500 SOLE 73500
3D SYSTEMS CORP COMMON STOCK 88554D205 563 30000 SOLE 30000
THREE-FIVE SYSTEMS INC COMMON STOCK 88554L108 95244 3256200 SOLE 3256200
3 DIMENSIONAL PHARM COMMON STOCK 88554W104 4680 130000 SOLE 130000
TIBCO SOFTWARE INC COMMON STOCK 88632Q103 19851 235100 SOLE 235100
TIDEWATER INCORPORATED COMMON STOCK 886423102 20789 456900 SOLE 456900
TIFFANY & CO COMMON STOCK 886547108 263197 6825200 SOLE 6825200
TIMBERLAND COMPANY CL A COMMON STOCK 887100105 3280 80000 SOLE 80000
TIME WARNER, INCORP. COMMON STOCK 887315109 384445 4913038 SOLE 4913038
TIME WARNER TELECOM -CL A COMMON STOCK 887319101 2416 50000 SOLE 50000
TOLL BROTHERS INC COMMON STOCK 889478103 8938 260000 SOLE 260000
TOLLGRADE COMMUNICATIONS COMMON STOCK 889542106 6108 44000 SOLE 44000
TOO INC COMMON STOCK 890333107 21817 918601 SOLE 918601
TORCHMARK CORPORATION COMMON STOCK 891027104 871 31300 SOLE 31300
TOSCO CORP COMMON STOCK 891490302 79737 2556700 SOLE 2556700
TOTAL FINA ELF SA ADR COMMON STOCK 89151E109 79357 1080600 SOLE 1080600
TRANSWITCH CORP COMMON STOCK 894065101 1377 21600 SOLE 21600
TRIAD HOSPITALS INC COMMON STOCK 89579K109 9183 312600 SOLE 312600
TRIBUNE CO COMMON STOCK 896047107 45863 1051300 SOLE 1051300
TRICORD SYSTEMS INC COMMON STOCK 896121100 1144 76600 SOLE 76600
TRIKON TECHNOLOGIES COMMON STOCK 896187408 353 25000 SOLE 25000
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 39664 754600 SOLE 754600
TRIMBLE NAVIGATION COMMON STOCK 896239100 1611 72000 SOLE 72000
TRIMERIS INC COMMON STOCK 896263100 629 9000 SOLE 9000
TRINITY INDUSTRIES COMMON STOCK 896522109 2431 104000 SOLE 104000
TRIPATH TECHNOLOGY COMMON STOCK 89672P104 254 10000 SOLE 10000
TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 5743 157600 SOLE 157600
TRITON NETWORK SYSTEMS COMMON STOCK 896775103 1487 113300 SOLE 113300
TRITON PCS HOLDNGS INC A COMMON STOCK 89677M106 33 1200 SOLE 1200
TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 47562 1330400 SOLE 1330400
TULARIK INC COMMON STOCK 899165104 1320 40000 SOLE 40000
TURNSTONE SYSTEMS INC COMMON STOCK 900423104 4471 96400 SOLE 96400
TUT SYSTEMS INC COMMON STOCK 901103101 13551 157000 SOLE 157000
TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 10429 287200 SOLE 287200
TYCO INTL LTD COMMON STOCK 902124106 359229 6924888 SOLE 6924888
UAL CORPORATION COMMON STOCK 902549500 4284 102000 SOLE 102000
USX-MARATHON GROUP COMMON STOCK 902905827 58157 2049600 SOLE 2049600
UST, INC. COMMON STOCK 902911106 4575 200000 SOLE 200000
US BANCORP COMMON STOCK 902973106 4636 203800 SOLE 203800
USA NETWORKS INC COMMON STOCK 902984103 30419 1386600 SOLE 1386600
USX-US STEEL GROUP INC COMMON STOCK 90337T101 758 49900 SOLE 49900
US UNWIRED INC -CL A COMMON STOCK 90338R104 286 30000 SOLE 30000
ULTIMATE ELECTRONICS INC COMMON STOCK 903849107 1645 40000 SOLE 40000
USA EDUCATION INC COMMON STOCK 90390U102 405 8400 SOLE 8400
ULTRAMAR DIAMOND SHA COMMON STOCK 904000106 6242 246000 SOLE 246000
UNIBANCO GDR COMMON STOCK 90458E107 35409 1073000 SOLE 1073000
UNICOM CORP. COMMON STOCK 904911104 105166 1871700 SOLE 1871700
UNIGRAPHICS SOLUTIONS INC COMMON STOCK 904928108 4268 217500 SOLE 217500
UNION CARBIDE CORPORATION COMMON STOCK 905581104 43280 1146500 SOLE 1146500
UNION PACIFIC COMMON STOCK 907818108 70352 1809700 SOLE 1809700
UNION PLANTERS CORP COMMON STOCK 908068109 43951 1329324 SOLE 1329324
UNIONBANCAL CORP COMMON STOCK 908906100 452 19400 SOLE 19400
UNIT CORP COMMON STOCK 909218109 1254 85000 SOLE 85000
UNITED PARCEL SERVICE CLB COMMON STOCK 911312106 6201 110000 SOLE 110000
UNITED RENTALS INC COMMON STOCK 911363109 603 25000 SOLE 25000
UNITED STATIONERS INC COMMON STOCK 913004107 269 10000 SOLE 10000
UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 100980 1458200 SOLE 1458200
UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 149 1700 SOLE 1700
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 35175 356200 SOLE 356200
UNIVERSAL CORP COMMON STOCK 913456109 2200 74900 SOLE 74900
UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 2740 32000 SOLE 32000
UNIVISION COMMUNICATIONS COMMON STOCK 914906102 112787 3017700 SOLE 3017700
UNOCAL CORP. COMMON STOCK 915289102 86342 2436450 SOLE 2436450
UTSTARCOM INC COMMON STOCK 918076100 2039 97400 SOLE 97400
VA LINUX SYSTEMS COMMON STOCK 91819B105 463 10000 SOLE 10000
VF CORPORATION COMMON STOCK 918204108 3002 121600 SOLE 121600
VALASSIS COMMUNICATIONS COMMON STOCK 918866104 347 15600 SOLE 15600
VALHI (HAL) CONVERTIBLE BOND 918905AC4 1834 2500000 SOLE 2500000
VALERO ENERGY CORP COMMON STOCK 91913Y100 20057 570000 SOLE 570000
VALMONT INDUSTRIES COMMON STOCK 920253101 596 30000 SOLE 30000
VALUEVISION INTL INC-CL A COMMON STOCK 92047K107 2286 91000 SOLE 91000
VARCO INTERNATIONAL INC COMMON STOCK 922122106 12696 610000 SOLE 610000
VARIAN INC. COMMON STOCK 922206107 4651 108000 SOLE 108000
VARIAN SEMICONDUCTORS COMMON STOCK 922207105 2340 62500 SOLE 62500
VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 2124 47000 SOLE 47000
VASCULAR SOLUTIONS INC COMMON STOCK 92231M109 281 15000 SOLE 15000
VEECO INSTRUMENTS INC COMMON STOCK 922417100 35185 331100 SOLE 331100
VENTIV HEALTH INC WI COMMON STOCK 922793104 2679 212200 SOLE 212200
VENATOR GROUP INC. COMMON STOCK 922944103 7987 645400 SOLE 645400
VERITAS SOFTWARE CORP COMMON STOCK 923436109 495392 3488675 SOLE 3488675
VERITY INC COMMON STOCK 92343C106 12780 358100 SOLE 358100
VERISIGN INC COMMON STOCK 92343E102 264790 1307200 SOLE 1307200
VERIZON COMMUNICATION COMMON STOCK 92343V104 443010 9146010 SOLE 9146010
VERTEX PHARMACEUTIC 144A CONVERTIBLE BOND 92532FAC4 5656 5000000 SOLE 5000000
VIACOM INC. CL B. COMMON STOCK 925524308 233448 3990560 SOLE 3990560
VIATEL INC COMMON STOCK 925529208 4 401 SOLE 401
VIASYSTEMS GROUP INC COMMON STOCK 92553H100 2431 143000 SOLE 143000
VIANT CORP COMMON STOCK 92553N107 264 45000 SOLE 45000
VIGNETTE CORP COMMON STOCK 926734104 19942 667500 SOLE 667500
VINTAGE PETROLEUM INC. COMMON STOCK 927460105 5915 260000 SOLE 260000
VIRATA CORP COMMON STOCK 927646109 26609 402400 SOLE 402400
VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 76312 2481700 SOLE 2481700
VISTEON CORP COMMON STOCK 92839U107 376 24866 SOLE 24866
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 297923 3349800 SOLE 3349800
VITESSE SEMICONDUCTR 144A CONVERTIBLE BOND 928497AA4 10450 10000000 SOLE 10000000
VODAFONE AIRTOUCH PLC ADR COMMON STOCK 92857W100 112839 3049700 SOLE 3049700
VOICESTREAM WIRELESS COMMON STOCK 928615103 6964 60000 SOLE 60000
VORNADO RLTY TRST 6.5 CV PREFERRED STOCK 929042208 5231 100000 SOLE 100000
VULCAN MATERIALS CO COMMON STOCK 929160109 11007 273900 SOLE 273900
WPP CROUP PLC SPONSADR COMMON STOCK 929309300 2847 48000 SOLE 48000
WACHOVIA CORP. COMMON STOCK 929771103 11434 201700 SOLE 201700
WAL-MART STORES INC. COMMON STOCK 931142103 644014 13382100 SOLE 13382100
WALGREEN COMPANY COMMON STOCK 931422109 33848 892200 SOLE 892200
WALTER INDUSTRIES INC COMMON STOCK 93317Q105 710 80000 SOLE 80000
WASHINGTON MUTUAL SAV BNK COMMON STOCK 939322103 48153 1209500 SOLE 1209500
WASTE CONECTIONS INC COMMON STOCK 941053100 295 11500 SOLE 11500
WASTE MANAGEMENT INC COMMON STOCK 94106L109 62123 3562600 SOLE 3562600
WATCHGUARD TECHNOLOGIES COMMON STOCK 941105108 6270 104500 SOLE 104500
WATERS CORP COMMON STOCK 941848103 540604 6074200 SOLE 6074200
WEATHERFORD INTL COMMON STOCK 947074100 56 1300 SOLE 1300
DELL WEBB CORPORATION COMMON STOCK 947423109 2331 84000 SOLE 84000
WEBEX COMMUNICATIONS INC COMMON STOCK 94767L109 12563 340700 SOLE 340700
WEBMETHODS INC COMMON STOCK 94768C108 6225 54070 SOLE 54070
WEBTRENDS CORP COMMON STOCK 94844D104 6533 174800 SOLE 174800
WELLPOINT HEALTH NEW COMMON STOCK 94973H108 413 4300 SOLE 4300
WELLS FARGO COMPANY COMMON STOCK 949746101 298176 6490900 SOLE 6490900
WENDY'S TECONS 5.0 CV PREFERRED STOCK 950588202 6175 130000 SOLE 130000
WENDY'S INTERNATIONAL COMMON STOCK 950590109 7762 386900 SOLE 386900
WERNER ENTERPRISES INC COMMON STOCK 950755108 3637 309500 SOLE 309500
WESTAMERICA BANCORPORATIO COMMON STOCK 957090103 1338 40000 SOLE 40000
WESTELL TECHNOLOGIES INC COMMON STOCK 957541105 901 70000 SOLE 70000
WESTERN GAS RESOURCES INC COMMON STOCK 958259103 5865 234000 SOLE 234000
WESTERN MULTIPLEX CORP COMMON STOCK 95874P107 649 40400 SOLE 40400
WESTERN RESOURCES INC COMMON STOCK 959425109 292 13500 SOLE 13500
WESTVACO CORPORATION COMMON STOCK 961548104 11209 420000 SOLE 420000
WEYERHAEUSER CO COMMON STOCK 962166104 53024 1313300 SOLE 1313300
WHIRLPOOL CORP COMMON STOCK 963320106 2072 53300 SOLE 53300
WHITE ELECTRONIC DESIGNS COMMON STOCK 963801105 1080 90000 SOLE 90000
WHITEHALL JEWELLERS INC COMMON STOCK 965063100 132 16650 SOLE 16650
WHOLE FOODS MARKET INC. COMMON STOCK 966837106 24256 451800 SOLE 451800
WILEY (JOHN) & SONS -CL A COMMON STOCK 968223206 64225 2800000 SOLE 2800000
WILLIAMS COMMUN GRP COMMON STOCK 969455104 10932 546600 SOLE 546600
WILLIAMS COMPANIES INC COMMON STOCK 969457100 55124 1304700 SOLE 1304700
CLAYTON WILLIAMS ENERGY COMMON STOCK 969490101 810 20000 SOLE 20000
WILSONS LEATHER EXPERTS COMMON STOCK 972463103 361 20000 SOLE 20000
WIND RIVER SYSTEMS COMMON STOCK 973149107 959 20000 SOLE 20000
WINSTAR COMM COMMON STOCK 975515107 310 20000 SOLE 20000
*** WORLD ACCESS SR D NVT PREFERRED STOCK 98141A994 25 33 SOLE 33
WORLDGATE COMMUNICATIONS COMMON STOCK 98156L307 8644 411600 SOLE 411600
WORLDCOM INC COMMON STOCK 98157D106 214515 7062230 SOLE 7062230
WM. WRIGLEY JR. CO COMMON STOCK 982526105 2299 30700 SOLE 30700
XM SATELLITE RADIO COMMON STOCK 983759101 12178 282800 SOLE 282800
XM SATELLITE 8.250 CV VT PREFERRED STOCK 983759200 3188 50000 SOLE 50000
XCEL ENERGY INC COMMON STOCK 98389B100 5893 214300 SOLE 214300
XILINX INCORPORATED COMMON STOCK 983919101 100104 1169100 SOLE 1169100
XEROX CORP. COMMON STOCK 984121103 2490 165300 SOLE 165300
XTRA CORP COMMON STOCK 984138107 13091 294600 SOLE 294600
YPF SOCIEDAD ANONIMA ADR COMMON STOCK 984245100 311 311177 SOLE 311177
YAHOO! INC COMMON STOCK 984332106 119618 1314480 SOLE 1314480
YANKEE CANDLE INC COMMON STOCK 984757104 8654 430000 SOLE 430000
YELLOW CORP COMMON STOCK 985509108 1891 125000 SOLE 125000
*** YOUNG & RUBICAM INC COMMON STOCK 987425105 68191 1377600 SOLE 1377600
WPP GROUP 144A CONVERTIBLE BOND 987425AA3 6913 7000000 SOLE 7000000
ZALE CORP COMMON STOCK 988858106 32762 1010000 SOLE 1010000
ZEBRA TECH CORP CL A COMMON STOCK 989207105 2254 46900 SOLE 46900
ZYGO CORP COMMON STOCK 989855101 17113 196700 SOLE 196700
ZOLL MEDICAL CORP COMMON STOCK 989922109 405 8300 SOLE 8300
ZOMAX INC COMMON STOCK 989929104 742 106000 SOLE 106000
ICOS VISION SYSTEMS NV COMMON STOCK B49233107 303 10000 SOLE 10000
LERNOUT & HAUSPIE SPEECH COMMON STOCK B5628B104 37832 2882400 SOLE 2882400
NORTHERN ROCK PLC 8% PFD PREFERRED STOCK EP0013458 8050 400000 SOLE 400000
ACE LTD COMMON STOCK G0070K103 26509 675400 SOLE 675400
AMDOCS LTD COMMON STOCK G02602103 50773 814000 SOLE 814000
ANNUITY AND LIFE RE HLDNG COMMON STOCK G03910109 2895 120000 SOLE 120000
APW LIMITED COMMON STOCK G04397108 9165 188000 SOLE 188000
EVEREST RE GROUP LTD COMMON STOCK G3223R108 33908 685000 SOLE 685000
GLOBAL CRSSNG 6.75 CV NVT PREFERRED STOCK G3921A134 5639 22500 SOLE 22500
GLOBAL CROSSING 7%CV PREFERRED STOCK G3921A142 10801 55000 SOLE 55000
KNIGHTSBRIDGE TANKERS LTD COMMON STOCK G5299G106 219 10000 SOLE 10000
LORAL SPACE & COMM COMMON STOCK G56462107 1712 279500 SOLE 279500
ORIENT EXPRESS HOTEL COMMON STOCK G67743107 4331 225000 SOLE 225000
RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 5390 84300 SOLE 84300
SANTA FE INTL CORP COMMON STOCK G7805C108 115838 2570600 SOLE 2570600
TRANSOCEAN SEDCO FOREX COMMON STOCK G90078109 31915 544396 SOLE 544396
TRITON ENERGY LTD COMMON STOCK G90751101 1560 40000 SOLE 40000
XL CAPITAL LIMITED COMMON STOCK G98255105 104371 1420020 SOLE 1420020
XOMA LTD COMMON STOCK G9825R107 16371 1133900 SOLE 1133900
MILLICOM INTL CELLULAR SA COMMON STOCK L6388F102 4428 124500 SOLE 124500
AUDIOCODES LTD COMMON STOCK M15342104 44239 519700 SOLE 519700
CERAGON NETWORKS LTD. COMMON STOCK M22013102 134 5000 SOLE 5000
GALILEO TECHNOLOGY LTD COMMON STOCK M47298100 5661 178300 SOLE 178300
M-SYSTEMS FLASH DISK PIO COMMON STOCK M7061C100 1886 49400 SOLE 49400
VIRYANET LTD COMMON STOCK M97540104 1238 150000 SOLE 150000
ASM INTL N.V. COMMON STOCK N07045102 3740 213700 SOLE 213700
ASM LITHOGRAPHY HOLDING COMMON STOCK N07059111 3538 109500 SOLE 109500
CORE LAB. N.V. COMMON STOCK N22717107 3684 150000 SOLE 150000
ICTS INTERNATIONAL NV COMMON STOCK N43837108 3696 484700 SOLE 484700
ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 82703 3213000 SOLE 3213000
FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 155955 1899000 SOLE 1899000
OMI CORP COMMON STOCK Y6476W104 1256 150000 SOLE 150000
</TABLE>
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 1,490
Form 13F Information Table Value Total: $57,744,724
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
