<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: December 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: OppenheimerFunds, Inc.
Address: 6803 S. Tucson Way
Englewood, CO 80112-3924
Form 13F File Number: 28-203
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Mark Corns
Title: Compliance Manager
Phone: (303) 768-2449
Signature, Place, and Date of Signing:
Mark Corns Englewood, CO February 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
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<TABLE>
<S> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 27472 378600 SOLE 378600
ACT MANUFACTURING COMMON STOCK 000973107 17794 474500 SOLE 474500
AFLAC CORP. COMMON STOCK 001055102 61070 1294200 SOLE 1294200
AHL SERVICES INC COMMON STOCK 001296102 251 12000 SOLE 12000
AES CORPORATION COMMON STOCK 00130H105 103589 1385800 SOLE 1385800
AES CORP CONVERTIBLE BOND 00130HAN5 10316 7000000 SOLE 7000000
AK STEEL HLDG CORP COMMON STOCK 001547108 17443 924150 SOLE 924150
AMFM, INC. COMMON STOCK 001693100 116240 1485500 SOLE 1485500
AMR CORPORATION - DEL COMMON STOCK 001765106 67683 1010200 SOLE 1010200
AMERICAN TELE & TELE COMMON STOCK 001957109 588733 11600658 SOLE 11600658
AT&T CORP - LIB MEDIA -A COMMON STOCK 001957208 11180 197000 SOLE 197000
ATMI INC COMMON STOCK 00207R101 21487 649900 SOLE 649900
AVX CORP COMMON STOCK 002444107 16235 325100 SOLE 325100
AXA FINANCIAL, INC. COMMON STOCK 002451102 130300 3846500 SOLE 3846500
ABBOTT LABORATORIES COMMON STOCK 002824100 78805 2170200 SOLE 2170200
ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 132387 4960624 SOLE 4960624
ABGENIX INC COMMON STOCK 00339B107 10600 80000 SOLE 80000
ACCRUE SOFTWARE INC COMMON STOCK 00437W102 4154 76750 SOLE 76750
ACTIVISION INC COMMON STOCK 004930202 4027 263000 SOLE 263000
ACTEL CORPORATION COMMON STOCK 004934105 240 10000 SOLE 10000
ACTIVE SOFTWARE INC COMMON STOCK 00504E100 9375 101900 SOLE 101900
ACTUATE CORPORATION COMMON STOCK 00508B102 755 17600 SOLE 17600
ACUSON CORP COMMON STOCK 005113105 5402 430000 SOLE 430000
ACX TECHNOLOGIES INC COMMON STOCK 005123104 214 20000 SOLE 20000
ADAPTEC INC. COMMON STOCK 00651F108 16623 333300 SOLE 333300
ADAPTEC INC CONVERTIBLE BOND 00651FAC2 15208 14000000 SOLE 14000000
ADOBE SYSTEMS INC. COMMON STOCK 00724F101 22226 330500 SOLE 330500
ADVANCE PARADIGM INC COMMON STOCK 007491103 5188 240600 SOLE 240600
ADVANCED DIGITAL INFO COMMON STOCK 007525108 438 9000 SOLE 9000
ADVANCDED MARKETING SVCS COMMON STOCK 00753T105 597 21000 SOLE 21000
ADVANCED FIBRER COMM COMMON STOCK 00754A105 20802 465500 SOLE 465500
ADVO INC. COMMON STOCK 007585102 1900 80000 SOLE 80000
ADVANCED MICRO DEVICES COMMON STOCK 007903107 8302 286900 SOLE 286900
AEGON NV ADR COMMON STOCK 007924103 610 6390 SOLE 6390
ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 5895 119700 SOLE 119700
ADVENT SOFTWARE INC COMMON STOCK 007974108 13896 215650 SOLE 215650
AETHER SYSTEMS INC COMMON STOCK 00808V105 2356 32900 SOLE 32900
AETNA INC COMMON STOCK 008117103 73271 1312800 SOLE 1312800
AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 166 3600 SOLE 3600
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 4044 100000 SOLE 100000
AFFYMETRIX, INC. COMMON STOCK 00826T108 149903 883400 SOLE 883400
AFFYMETRIX INC 144A CONVERTIBLE BOND 00826TAA6 3738 2500000 SOLE 2500000
AGENCY.COM LTD COMMON STOCK 008447104 1046 20500 SOLE 20500
AGRIBRANDS INTL INC COMMON STOCK 00849R105 9079 197360 SOLE 197360
AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 50 1500 SOLE 1500
AIRGATE PCS INC COMMON STOCK 009367103 1308 24800 SOLE 24800
AIRNET COMMUNICATIONS CO COMMON STOCK 00941P106 1106 30400 SOLE 30400
AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 1114 3400 SOLE 3400
ALASKA AIRGROUP COMMON STOCK 011659109 25859 736200 SOLE 736200
ALBANY INTL CORP CL A COMMON STOCK 012348108 2542 163993 SOLE 163993
ALBERTO-CULVER CO CL B COMMON STOCK 013068101 1993 77200 SOLE 77200
ALBERTSON'S INC COMMON STOCK 013104104 45939 1424450 SOLE 1424450
ALCOA INC COMMON STOCK 013817101 107717 1297800 SOLE 1297800
ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 475 20800 SOLE 20800
ALEXION PHARMACEUTICALS COMMON STOCK 015351109 2937 97500 SOLE 97500
ALFA CORPORATION COMMON STOCK 015385107 163 10000 SOLE 10000
ALKERMES INC COMMON STOCK 01642T108 6878 140000 SOLE 140000
ALLAIRE CORP COMMON STOCK 016714107 7257 49600 SOLE 49600
ALLEGHENY ENERGY INC COMMON STOCK 017361106 34227 1270600 SOLE 1270600
ALLEGHENY TECH., INC. COMMON STOCK 01741R102 4 200 SOLE 200
ALLERGAN INCORPORATED COMMON STOCK 018490102 29875 600500 SOLE 600500
ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 2623 42100 SOLE 42100
ALLIED IRISH ADR COMMON STOCK 019228402 104 4900 SOLE 4900
ALLIED RISER COMMUN COMMON STOCK 019496108 4226 204300 SOLE 204300
ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 661 75000 SOLE 75000
ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 40122 721300 SOLE 721300
ALLOY ONLINE INC. COMMON STOCK 019855105 4788 304000 SOLE 304000
ALLSTATE CORPORATION COMMON STOCK 020002101 48466 2019404 SOLE 2019404
ALLTEL CORP COMMON STOCK 020039103 103980 1257500 SOLE 1257500
ALPHA INDUSTRIES INC COMMON STOCK 020753109 8230 143600 SOLE 143600
ALPHARMA INC - CL A COMMON STOCK 020813101 2887 93900 SOLE 93900
ALTEON WEBSYSTEMS INC COMMON STOCK 02145A109 211 2400 SOLE 2400
ALTERRA HEALTHCARE CORP COMMON STOCK 02146C104 1953 235000 SOLE 235000
ALZA CORP CL. A COMMON STOCK 022615108 97567 2817800 SOLE 2817800
ALZA CORP CV CONVERTIBLE BOND 022615AC2 7088 14000000 SOLE 14000000
AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 28886 553500 SOLE 553500
AMCOL INT'L CORP COMMON STOCK 02341W103 4193 260000 SOLE 260000
AMERADA HESS CORP. COMMON STOCK 023551104 66227 1167000 SOLE 1167000
AMERCO COMMON STOCK 023586100 500 20000 SOLE 20000
AMEREN CORP COMMON STOCK 023608102 11518 351700 SOLE 351700
AMERICA ONLINE INC. COMMON STOCK 02364J104 58230 771900 SOLE 771900
AMERICA ONLINE INC CV CONVERTIBLE BOND 02364JAC8 7410 13000000 SOLE 13000000
AMERICAN CLASSIC VOYAGES COMMON STOCK 024928103 175 5000 SOLE 5000
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 21218 471500 SOLE 471500
AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 97016 583550 SOLE 583550
AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 1750 108100 SOLE 108100
AMERICAN GENERAL COMMON STOCK 026351106 111999 1476100 SOLE 1476100
AMER GEN CORP 7.0 CV VT PREFERRED STOCK 026351809 6100 100000 SOLE 100000
AMER GREETINGS CORP COMMON STOCK 026375105 1873 79300 SOLE 79300
AMER GEN MIPS 6.0 NVT CV PREFERRED STOCK 02637G200 7059 75000 SOLE 75000
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 283145 7179580 SOLE 7179580
AMERICAN INTERNATIONAL GP COMMON STOCK 026874107 79211 732581 SOLE 732581
AMER MANAGEMENT SYSTEMS COMMON STOCK 027352103 744 23700 SOLE 23700
AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 532 88700 SOLE 88700
AMERICAN STANDARD COS INC COMMON STOCK 029712106 52486 1144100 SOLE 1144100
AMERICAN TOWER CORP 144A CONVERTIBLE BOND 029912AA0 7019 5000000 SOLE 5000000
AMERICAN TOWER CORP 144A CONVERTIBLE BOND 029912AC6 4888 5000000 SOLE 5000000
AMERICAN SUPERCONDUCTOR COMMON STOCK 030111108 1820 65000 SOLE 65000
AMERICAN WOODMARK COMMON STOCK 030506109 243 10000 SOLE 10000
AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 8444 556000 SOLE 556000
AMERITRADE HLDG CORP 144A CONVERTIBLE BOND 03072HAA7 3380 4000000 SOLE 4000000
AMERUS LIFE HOLDINGS COMMON STOCK 030732101 230 10000 SOLE 10000
AMGEN INCORPORATED COMMON STOCK 031162100 617984 10289010 SOLE 10289010
AMKOR TECHNOLOGY INC COMMON STOCK 031652100 14690 520000 SOLE 520000
AMPHENOL CORP. CL A COMMON STOCK 032095101 579 8700 SOLE 8700
AMSOUTH BANCORPORATION COMMON STOCK 032165102 869 45000 SOLE 45000
ANADARKO PETROLEM COMMON STOCK 032511107 26102 764900 SOLE 764900
ANADIGICS INC COMMON STOCK 032515108 4011 85000 SOLE 85000
ANALOG DEVICES INC. COMMON STOCK 032654105 105964 1139400 SOLE 1139400
ANALYSTS INTL CORP COMMON STOCK 032681108 1640 131200 SOLE 131200
ANAREN MICROWAVE INC COMMON STOCK 032744104 514 9500 SOLE 9500
ANCOR COMMUNICATIONS INC COMMON STOCK 03332K108 5091 75000 SOLE 75000
ANDOVER.NET INC COMMON STOCK 034318105 2138 60000 SOLE 60000
ANDREW CORP COMMON STOCK 034425108 15 800 SOLE 800
ANDRX CORP COMMON STOCK 034551101 12000 283600 SOLE 283600
ANGLOGOLD LTD- SPON ADR COMMON STOCK 035128206 1233 48000 SOLE 48000
ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 163998 2313900 SOLE 2313900
ANIXTER INTL INC COMMON STOCK 035290105 578 28000 SOLE 28000
ANNTAYLOR STORES INC. COMMON STOCK 036115103 13744 399100 SOLE 399100
ANTEC CORPORATION COMMON STOCK 03664P105 37358 1023500 SOLE 1023500
ANTHRACITE CAPITAL INC COMMON STOCK 037023108 5819 912800 SOLE 912800
APACHE CORPORATION COMMON STOCK 037411105 6830 184900 SOLE 184900
APACHE CORP 6.5 CV ACES PREFERRED STOCK 037411600 5148 145000 SOLE 145000
APOLLO GROUP INC -CL A COMMON STOCK 037604105 3611 180000 SOLE 180000
APPLE COMPUTER INC COMMON STOCK 037833100 89631 871800 SOLE 871800
APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 215 7300 SOLE 7300
APPLIED MATERIALS INC. COMMON STOCK 038222105 13 100 SOLE 100
APPLIED POWER CL A COMMON STOCK 038225108 7718 210000 SOLE 210000
APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 49691 390500 SOLE 390500
APPNET INC COMMON STOCK 03831Q101 4734 108200 SOLE 108200
ARCH CHEMICALS INC COMMON STOCK 03937R102 819 39100 SOLE 39100
ARCHSTONE COMM TRUST COMMON STOCK 039581103 11644 568000 SOLE 568000
ARDENT SOFTWARE INC COMMON STOCK 039794102 429 11000 SOLE 11000
AREA BANCSHARES CORP COMMON STOCK 039872106 123 5000 SOLE 5000
ARGOSY GAMING COMPANY COMMON STOCK 040228108 934 60000 SOLE 60000
ARMOR HOLDINGS INC COMMON STOCK 042260109 4734 360700 SOLE 360700
ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 9853 76900 SOLE 76900
ARTHROCARE CORP COMMON STOCK 043136100 744 12200 SOLE 12200
ARVIN INDUSTRIES COMMON STOCK 043339100 4574 161200 SOLE 161200
ASHANTI GOLDFIELDS GDR COMMON STOCK 043743202 909 346120 SOLE 346120
ASHLAND INC COMMON STOCK 044204105 30 900 SOLE 900
ASPECT DEVELOPMENT INC COMMON STOCK 045234101 18495 270000 SOLE 270000
ASPECT TELECOMM CONVERTIBLE BOND 045237AE4 2400 6000000 SOLE 6000000
ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 11738 300000 SOLE 300000
EXCITE@HOME 144A CONVERTIBLE BOND 045919AD9 4775 5000000 SOLE 5000000
ASSOCIATES FIRST CAP COMMON STOCK 046008108 24431 890400 SOLE 890400
ASTEC INDUSTRIES INC. COMMON STOCK 046224101 122 6500 SOLE 6500
ASTROPOWER COMMON STOCK 04644A101 2891 206500 SOLE 206500
ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 24730 377200 SOLE 377200
*** ATLANTIC RICHFIELD C COMMON STOCK 048825103 34773 402000 SOLE 402000
ATMEL CORP COMMON STOCK 049513104 44935 1520000 SOLE 1520000
AUDIOVOX CORP -CL A COMMON STOCK 050757103 6895 227000 SOLE 227000
AURORA FOODS INC/DE COMMON STOCK 05164B106 93 10000 SOLE 10000
AUTOMATIC DATA PROC COMMON STOCK 053015103 53983 1002000 SOLE 1002000
AUTONATION INC. COMMON STOCK 05329W102 17575 1900000 SOLE 1900000
AUTOZONE INC. COMMON STOCK 053332102 22893 708500 SOLE 708500
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 13956 406732 SOLE 406732
AVANT! INC COMMON STOCK 053487104 600 40000 SOLE 40000
AVERY-DENNISON CORP COMMON STOCK 053611109 79980 1097500 SOLE 1097500
AVIATION SALES COMPANY COMMON STOCK 053672101 495 30000 SOLE 30000
AVIS RENT A CAR COMMON STOCK 053790101 20514 802500 SOLE 802500
AVON PRODUCTS INC COMMON STOCK 054303102 46949 1422700 SOLE 1422700
BB&T CORPORATION COMMON STOCK 054937107 10964 400500 SOLE 400500
THE BISYS GROUP INC COMMON STOCK 055472104 10303 157900 SOLE 157900
BJ SERVICES CO COMMON STOCK 055482103 2404 57500 SOLE 57500
BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 19327 529500 SOLE 529500
BMC INDUSTRIES INC. COMMON STOCK 055607105 3194 655200 SOLE 655200
BP AMOCO PLC - ADR COMMON STOCK 055622104 61257 1032774 SOLE 1032774
BMC SOFTWARE INC. COMMON STOCK 055921100 136669 1709700 SOLE 1709700
BALDOR ELECTRIC COMMON STOCK 057741100 4633 255600 SOLE 255600
BALL CORP COMMON STOCK 058498106 12120 307800 SOLE 307800
BANDAG INC COMMON STOCK 059815100 1325 53000 SOLE 53000
BANK OF AMERICA CORP. COMMON STOCK 060505104 204432 4073357 SOLE 4073357
BANK OF N Y CO COMMON STOCK 064057102 30000 750000 SOLE 750000
BANK ONE CORP COMMON STOCK 06423A103 60662 1892000 SOLE 1892000
BANTA CORP COMMON STOCK 066821109 564 25000 SOLE 25000
C R BARD, INCORPORATED COMMON STOCK 067383109 52935 998770 SOLE 998770
BARNES & NOBLE INC. COMMON STOCK 067774109 120 5800 SOLE 5800
BARNESANDNOBLE.COM INC COMMON STOCK 067846105 1328 93600 SOLE 93600
BARRICK GOLD CORP COMMON STOCK 067901108 5165 292000 SOLE 292000
BATTLE MTN GOLD CL A COMMON STOCK 071593107 448 217200 SOLE 217200
BATTLE MT GLD 6.5 NVT CV PREFERRED STOCK 071593305 871 33900 SOLE 33900
BAUSCH & LOMB INC COMMON STOCK 071707103 10272 150100 SOLE 150100
BAXTER INTERNATIONAL COMMON STOCK 071813109 24497 390000 SOLE 390000
BBV BANCO BHIF ADR COMMON STOCK 073297103 1112 73500 SOLE 73500
BEA SYSTEMS INC COMMON STOCK 073325102 36368 520000 SOLE 520000
BEAR STEARNS COMMON STOCK 073902108 8978 210000 SOLE 210000
BEBE STORES INC COMMON STOCK 075571109 246 9100 SOLE 9100
BECTON DICKINSON & COMPAN COMMON STOCK 075887109 20603 770200 SOLE 770200
BED BATH & BEYOND INC. COMMON STOCK 075896100 32672 940200 SOLE 940200
BELL ATLANTIC CORPORATION COMMON STOCK 077853109 380413 6179300 SOLE 6179300
BELLSOUTH CORPORATION COMMON STOCK 079860102 318227 6797900 SOLE 6797900
BEMIS COMPANY, INC. COMMON STOCK 081437105 6068 174000 SOLE 174000
BERKSHIRE HATHAWAY- A COMMON STOCK 084670108 30631 546 SOLE 546
BEST BUY COMPANY INC. COMMON STOCK 086516101 204931 4083300 SOLE 4083300
BEST SOFTWARE INC COMMON STOCK 086579109 3068 104000 SOLE 104000
BINDVIEW DEVELOPMENT CORP COMMON STOCK 090327107 18861 379600 SOLE 379600
BIOCRYST PHARM INC COMMON STOCK 09058V103 6062 205500 SOLE 205500
BIOGEN INC. COMMON STOCK 090597105 273881 3241200 SOLE 3241200
BIOMET INC. COMMON STOCK 090613100 12344 308600 SOLE 308600
BLACK & DECKER CORPORATIO COMMON STOCK 091797100 73 1400 SOLE 1400
BLACK BOX CORP COMMON STOCK 091826107 201 3000 SOLE 3000
BLANCH E W/HOLDINGS INC COMMON STOCK 093210102 2799 45700 SOLE 45700
H & R BLOCK INCORPORATED COMMON STOCK 093671105 43951 1004600 SOLE 1004600
BLUESTONE SOFTWARE COMMON STOCK 09623P102 4600 40000 SOLE 40000
BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 558 22700 SOLE 22700
BOEING CO. COMMON STOCK 097023105 436277 10496900 SOLE 10496900
BOISE CASCADE CORP COMMON STOCK 097383103 8120 200500 SOLE 200500
BOLDER TECH CORP COMMON STOCK 097519102 2568 201400 SOLE 201400
BORDERS GROUP COMMON STOCK 099709107 2891 180000 SOLE 180000
BORG-WARNER AUTOMOTIVE COMMON STOCK 099724106 365 9000 SOLE 9000
BOSTON PROPERTIES COMMON STOCK 101121101 34704 1115000 SOLE 1115000
BRADY CORP - CL A COMMON STOCK 104674106 322 9500 SOLE 9500
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 2636 161000 SOLE 161000
BRAUN CONSULTING COMMON STOCK 105651103 16495 230700 SOLE 230700
BRAUNS FASHIONS CORP COMMON STOCK 105658108 788 37500 SOLE 37500
BRIGGS & STRATTON CORP COMMON STOCK 109043109 19949 372000 SOLE 372000
BRINKER INTL INC. COMMON STOCK 109641100 31346 1306100 SOLE 1306100
BRIO TECHNOLOGY INC COMMON STOCK 109704106 10130 241200 SOLE 241200
BRISTOL-MYERS COMMON STOCK 110122108 308511 4806400 SOLE 4806400
BROADBASE SOFTWARE INC COMMON STOCK 11130R100 371 3300 SOLE 3300
BROADCOM CORP COMMON STOCK 111320107 4086 15000 SOLE 15000
BROADWING,INC. 6.75 CV. B PREFERRED STOCK 111620407 4680 80000 SOLE 80000
BROCADE COMM SYSTEMS COMMON STOCK 111621108 6761 38200 SOLE 38200
BROWN-FORMAN CORP COMMON STOCK 115637209 1758 30700 SOLE 30700
TOM BROWN INC COMMON STOCK 115660201 187 14000 SOLE 14000
BROWN SHOE COMPANY INC COMMON STOCK 115736100 339 24000 SOLE 24000
BRUNSWICK CORPORATION COMMON STOCK 117043109 26288 1181500 SOLE 1181500
BRUSH WELLMAN COMMON STOCK 117421107 1762 104800 SOLE 104800
BUCA INC COMMON STOCK 117769109 3762 367000 SOLE 367000
BUDGET GROUP INC COMMON STOCK 119003101 10966 1210000 SOLE 1210000
BUFFETS INCORPORATED COMMON STOCK 119882108 150 15000 SOLE 15000
BUILDING ONE SERVICES COMMON STOCK 120114103 196 20800 SOLE 20800
BURLINGTON COAT FACTORY COMMON STOCK 121579106 208 15000 SOLE 15000
BURLINGTON INDS INC COMMON STOCK 121693105 1120 280000 SOLE 280000
BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 44142 1820300 SOLE 1820300
BURLINGTON RESOURCES INC. COMMON STOCK 122014103 30837 932700 SOLE 932700
BURR-BROWN CORP COMMON STOCK 122574106 488 13500 SOLE 13500
BUSINESS OBJECTS SA ADR COMMON STOCK 12328X107 21380 160000 SOLE 160000
C&D TECHNOLOGIES INC COMMON STOCK 124661109 170 4000 SOLE 4000
CAIS INTERNET INC COMMON STOCK 12476Q102 6035 170000 SOLE 170000
CBT GROUP PLC ADR COMMON STOCK 124853300 7035 210000 SOLE 210000
CBS CORP COMMON STOCK 12490K107 175659 2747350 SOLE 2747350
CDI CORP COMMON STOCK 125071100 3438 142500 SOLE 142500
CEC ENTERTAINMENT INC COMMON STOCK 125137109 4234 149200 SOLE 149200
CIGNA CORP COMMON STOCK 125509109 105682 1311800 SOLE 1311800
C.I.T. GROUP COMMON STOCK 125577106 15897 752500 SOLE 752500
CK WITCO CORPORATION COMMON STOCK 12562C108 301 22500 SOLE 22500
CSK AUTO CORP COMMON STOCK 125965103 23860 1363400 SOLE 1363400
CNF TRANSPORTATION INC COMMON STOCK 12612W104 8973 260100 SOLE 260100
CRH PLC -SPONSORED ADR COMMON STOCK 12626K203 112 5100 SOLE 5100
CSG SYSTEMS INTL INC COMMON STOCK 126349109 3988 100000 SOLE 100000
CT COMMUNICATIONS INC COMMON STOCK 126426402 1008 18000 SOLE 18000
CTS CORP COMMON STOCK 126501105 1312 17400 SOLE 17400
CVB FINANCIAL CORP COMMON STOCK 126600105 231 10000 SOLE 10000
CVS CORP COMMON STOCK 126650100 212783 5327900 SOLE 5327900
CV THERAPEUTICS INC COMMON STOCK 126667104 2215 85000 SOLE 85000
CABLEVISION SYSTEMS CL A COMMON STOCK 12686C109 6418 85000 SOLE 85000
CABLETRON SYSTEMS, INC. COMMON STOCK 126920107 31918 1227600 SOLE 1227600
CABLE DESIGN TECHNOLOGIES COMMON STOCK 126924109 115 5000 SOLE 5000
CABOT CORP COMMON STOCK 127055101 408 20000 SOLE 20000
CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 4509 280700 SOLE 280700
CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 220409 9183800 SOLE 9183800
CAL DIVE INTL INC COMMON STOCK 127914109 3425 103400 SOLE 103400
CALIPER TECHNOLOGIES CORP COMMON STOCK 130876105 701 10500 SOLE 10500
CALLAWAY GOLF CO. COMMON STOCK 131193104 19014 1075000 SOLE 1075000
CALPINE CORP COMMON STOCK 131347106 32371 505800 SOLE 505800
CAMBREX CORP COMMON STOCK 132011107 11492 333700 SOLE 333700
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 3351 122400 SOLE 122400
CANADIAN 88 ENERGY CORP COMMON STOCK 13566G509 9 7000 SOLE 7000
CANADIAN PACIFIC LTD NEW COMMON STOCK 135923100 79921 3706500 SOLE 3706500
CANANDAIGUA WINE CO CL A COMMON STOCK 137219200 3060 60000 SOLE 60000
CAPITAL ONE FINANCIAL CP COMMON STOCK 14040H105 3985 82700 SOLE 82700
CARDINAL HEALTH INC COMMON STOCK 14149Y108 132161 2760539 SOLE 2760539
CARLISLE COS INC COMMON STOCK 142339100 2729 75800 SOLE 75800
CARNIVAL CORP CL A COMMON STOCK 143658102 96634 2021100 SOLE 2021100
CAROLINA PWR & LIGHT COMMON STOCK 144141108 12178 400100 SOLE 400100
CARPENTER TECHNOLOGY COMMON STOCK 144285103 302 11000 SOLE 11000
CARRAMERICA REALTY GROUP COMMON STOCK 144418100 2598 123000 SOLE 123000
CARRIER ACCESS CORP COMMON STOCK 144460102 471 7000 SOLE 7000
CATALINA MARKETING CORP COMMON STOCK 148867104 10418 90000 SOLE 90000
CATERPILLAR INC COMMON STOCK 149123101 150082 3189000 SOLE 3189000
CELESTIAL SEASONINGS INC COMMON STOCK 151016102 1861 100000 SOLE 100000
CELGENE CORPORATION COMMON STOCK 151020104 12439 177700 SOLE 177700
CENTEX CORP COMMON STOCK 152312104 19022 770500 SOLE 770500
CENTEX CONSTRUCTION INC COMMON STOCK 15231R109 10019 256900 SOLE 256900
JOHNSON & JOHNSON CV CONVERTIBLE BOND 152342AE1 9354 7000000 SOLE 7000000
CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 11318 565900 SOLE 565900
CENTRAL GARDEN & PET CO COMMON STOCK 153527106 415 40000 SOLE 40000
CENTRAL GARDEN & PET CO CONVERTIBLE BOND 153527AC0 2276 3000000 SOLE 3000000
CENTRAL NEWSPAPERS - CL A COMMON STOCK 154647101 11005 279500 SOLE 279500
CENTURYTEL INC. COMMON STOCK 156700106 20859 440300 SOLE 440300
CERIDIAN CORP COMMON STOCK 15677T106 11 500 SOLE 500
CHAMPION INTL CORP COMMON STOCK 158525105 54195 875000 SOLE 875000
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 12465 651750 SOLE 651750
CHARLOTTE RUSSE HOLDING COMMON STOCK 161048103 2810 133800 SOLE 133800
CHARMING SHOPPES COMMON STOCK 161133103 550 83000 SOLE 83000
CHARTER COMMUN INC -A COMMON STOCK 16117M107 32821 1500400 SOLE 1500400
CHARTERED SEMICOND -ADR COMMON STOCK 16133R106 8286 113500 SOLE 113500
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 336594 4332672 SOLE 4332672
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CHECKPOINT SYSTEMS CONVERTIBLE BOND 162825AB9 1554 2200000 SOLE 2200000
CHELSA GCA REALTY COMMON STOCK 163262108 2886 97000 SOLE 97000
CHEMFIRST INC COMMON STOCK 16361A106 153 7000 SOLE 7000
CHESAPEAKE 7.0 NVT CV PREFERRED STOCK 165167305 7497 289750 SOLE 289750
CHEVRON CORPORATION COMMON STOCK 166751107 143590 1657600 SOLE 1657600
CHICO'S FAS INC. COMMON STOCK 168615102 3890 103400 SOLE 103400
CHIEFTAIN INTL INC COMMON STOCK 16867C101 26137 1515200 SOLE 1515200
CHILDREN'S PLACE COMMON STOCK 168905107 66 4000 SOLE 4000
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CHIRON CORP 144A CONVERTIBLE BOND 170040AB5 4403 3000000 SOLE 3000000
CHOICEPOINT INC COMMON STOCK 170388102 10758 260000 SOLE 260000
CHUBB CORPORATION COMMON STOCK 171232101 14455 256700 SOLE 256700
CHURCH & DWIGHT INC COMMON STOCK 171340102 721 27000 SOLE 27000
CIENA CORP COMMON STOCK 171779101 36915 642000 SOLE 642000
CINAR CORP CLASS B COMMON STOCK 171905300 6542 267000 SOLE 267000
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 8567 274700 SOLE 274700
CIRCUIT CITY STORES- CIR COMMON STOCK 172737108 142520 3162710 SOLE 3162710
CIRRUS LOGIC INC 144A CONVERTIBLE BOND 172755AA8 9254 11000000 SOLE 11000000
CIRRUS LOGIC INC CONVERTIBLE BOND 172755AC4 3365 4000000 SOLE 4000000
CISCO COMMON STOCK 17275R102 1009842 9426760 SOLE 9426760
CITADEL COMMUNICATIONS COMMON STOCK 172853202 15330 236300 SOLE 236300
CITIGROUP INC. COMMON STOCK 172967101 934298 16815247 SOLE 16815247
CITIZENS BANKING CORP MIC COMMON STOCK 174420109 224 10000 SOLE 10000
CITRIX SYSTEMS COMMON STOCK 177376100 148215 1205000 SOLE 1205000
CITRIX SYSTEMS CONVERTIBLE BOND 177376AB6 5325 6000000 SOLE 6000000
CLARENT CORP COMMON STOCK 180461105 8039 103400 SOLE 103400
CLASSIC COMMUN INC CL A COMMON STOCK 182728204 6161 168500 SOLE 168500
CLAYTON HOMES INC. COMMON STOCK 184190106 301 32800 SOLE 32800
CLEAR CHANNEL COMM. COMMON STOCK 184502102 62 700 SOLE 700
COASTAL CORP COMMON STOCK 190441105 52837 1491000 SOLE 1491000
COCA-COLA COMPANY COMMON STOCK 191216100 70 1200 SOLE 1200
COCA-COLA ENTERPRISES COMMON STOCK 191219104 2115 105100 SOLE 105100
COFLEXIP SPONSORED ADR COMMON STOCK 192384105 11472 301900 SOLE 301900
COGNEX CORPORATION COMMON STOCK 192422103 5885 150900 SOLE 150900
COHERENT INC. COMMON STOCK 192479103 58449 2185000 SOLE 2185000
COINSTAR INC COMMON STOCK 19259P300 10 700 SOLE 700
KENNETH COLE PROD-A COMMON STOCK 193294105 5399 118000 SOLE 118000
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 6325 100000 SOLE 100000
COMFORT SYSTEMS COMMON STOCK 199908104 369 50000 SOLE 50000
COMCAST CORP CL A SPCL COMMON STOCK 200300200 248793 4920500 SOLE 4920500
COMERICA INC. COMMON STOCK 200340107 33 700 SOLE 700
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 6368 357500 SOLE 357500
COMMERCIAL METALS CO COMMON STOCK 201723103 669 19700 SOLE 19700
COMMONWEALTH TELEPHONE COMMON STOCK 203349105 566 10700 SOLE 10700
COMMSCOPE INC COMMON STOCK 203372107 11590 287500 SOLE 287500
BRASIL DIS PAO ACU - ADR COMMON STOCK 20440T201 452 14000 SOLE 14000
CIA PARANENSE ENER SP ADR COMMON STOCK 20441B407 2466 264800 SOLE 264800
COMP MINAS BUENAVENTURA COMMON STOCK 204448104 1928 120000 SOLE 120000
COMPAQ COMPUTER CORP. COMMON STOCK 204493100 116128 4291100 SOLE 4291100
COMPASS BANCSHARES INC COMMON STOCK 20449H109 3124 140000 SOLE 140000
COMPUCREDIT CORP COMMON STOCK 20478N100 6206 161200 SOLE 161200
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 374082 5348800 SOLE 5348800
COMPUTER NETWORK TECH CP COMMON STOCK 204925101 6193 270000 SOLE 270000
COMPUTER SCIENCES CORP COMMON STOCK 205363104 15112 159700 SOLE 159700
COMPUWARE CORP COMMON STOCK 205638109 104386 2802300 SOLE 2802300
COMSTOCK RESOURCES INC COMMON STOCK 205768203 492 175000 SOLE 175000
COMVERSE TECHNOLOGY INC. COMMON STOCK 205862402 14996 103600 SOLE 103600
COMVERSE TECH CONVERTIBLE BOND 205862AG0 3411 1000000 SOLE 1000000
CONAGRA INC. COMMON STOCK 205887102 7940 351900 SOLE 351900
CONCORD EFS INC. COMMON STOCK 206197105 54 2100 SOLE 2100
CONECTIV INC COMMON STOCK 206829103 7687 457200 SOLE 457200
CONEXANT SYSTEMS WI COMMON STOCK 207142100 27824 419200 SOLE 419200
CONEXANT SYSTEMS INC 144A CONVERTIBLE BOND 207142AA8 2934 1000000 SOLE 1000000
CONEXANT SYSTEMS INV CV CONVERTIBLE BOND 207142AB6 1467 500000 SOLE 500000
CONOCO INC CL A COMMON STOCK 208251306 8328 336500 SOLE 336500
CONOCO INC - CL B WI COMMON STOCK 208251405 57276 2302533 SOLE 2302533
CONSECO INC COMMON STOCK 208464107 56837 3179700 SOLE 3179700
CONSOLIDATED EDISON INC COMMON STOCK 209115104 13555 392900 SOLE 392900
CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 149 10000 SOLE 10000
CONTINENTAL AIRLINES CL B COMMON STOCK 210795308 62712 1413236 SOLE 1413236
CONVERGYS CORP COMMON STOCK 212485106 4613 150000 SOLE 150000
COOPER CAMERON CORP COMMON STOCK 216640102 3915 80000 SOLE 80000
COOPER COMPANIES INC COMMON STOCK 216648402 2259 75000 SOLE 75000
COOPER INDUSTRIES INC COMMON STOCK 216669101 33456 827358 SOLE 827358
COOPER TIRE & RUBBER COMMON STOCK 216831107 9025 579900 SOLE 579900
COORS (ADOLPH) - CL B COMMON STOCK 217016104 41234 785400 SOLE 785400
COPART INC. COMMON STOCK 217204106 8700 200000 SOLE 200000
COPPER MOUNTAIN NETWORKS COMMON STOCK 217510106 2906 59600 SOLE 59600
CORDANT TECHNOLOGIES COMMON STOCK 218412104 752 22800 SOLE 22800
CORINTHIAN SCHOOLS INC COMMON STOCK 218868107 7346 307700 SOLE 307700
CORN PRODUCTS INTL INC COMMON STOCK 219023108 7634 233100 SOLE 233100
CORNELL CORRECTIONS INC COMMON STOCK 219141108 1826 218000 SOLE 218000
CORNERSTONE PROPERTIES COMMON STOCK 21922H103 10520 719300 SOLE 719300
CORNING INC. COMMON STOCK 219350105 58061 450300 SOLE 450300
CORPORATE EXECUTIVE BOARD COMMON STOCK 21988R102 19808 354500 SOLE 354500
CORUS GROUP PLC-SPON ADR COMMON STOCK 22087M101 109 4200 SOLE 4200
CORVEL CORP COMMON STOCK 221006109 6195 263600 SOLE 263600
COST PLUS INC COMMON STOCK 221485105 8493 238400 SOLE 238400
COUNTRY WIDE CR IND INC COMMON STOCK 222372104 26326 1042600 SOLE 1042600
COVAD COMM GROUP COMMON STOCK 222814204 839 15000 SOLE 15000
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 354 52500 SOLE 52500
COX COMMUNICATIONS INC.A COMMON STOCK 224044107 23283 452100 SOLE 452100
CRANE CO COMMON STOCK 224399105 5332 268300 SOLE 268300
CREDENCE SYSTEMS CORP COMMON STOCK 225302108 20950 242200 SOLE 242200
CREE INC COMMON STOCK 225447101 760 8900 SOLE 8900
CREO PRODUCTS INC WI COMMON STOCK 225606102 7703 200400 SOLE 200400
CRIIMI MAE 10.875 NVT CV PREFERRED STOCK 226603207 5561 337000 SOLE 337000
CRITICAL PATH INC. COMMON STOCK 22674V100 5804 61500 SOLE 61500
CROSSMANN COMMUNITIES INC COMMON STOCK 22764E109 124 8000 SOLE 8000
CROSSROADS SYSTEMS INC COMMON STOCK 22765D100 211 2500 SOLE 2500
CROWN CASTLE INTL CORP COMMON STOCK 228227104 321 10000 SOLE 10000
CROWN CORK & SEAL COMMON STOCK 228255105 2003 89500 SOLE 89500
CUBIST PHARMACEUTICALS COMMON STOCK 229678107 3850 200000 SOLE 200000
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 167 6500 SOLE 6500
CUMMINS ENGINE COMPANY COMMON STOCK 231021106 2590 53600 SOLE 53600
CUMULUS MEDIA INC - CL A COMMON STOCK 231082108 7826 154200 SOLE 154200
CURAGEN CORP COMMON STOCK 23126R101 13950 200000 SOLE 200000
CYBERSOURCE CORP COMMON STOCK 23251J106 2137 41300 SOLE 41300
CYBEX COMPUTER PRODUCTS COMMON STOCK 232522102 203 5000 SOLE 5000
CYMER INC COMMON STOCK 232572107 1053 22900 SOLE 22900
CYPRESS SEMICONDUCTOR INC COMMON STOCK 232806109 90773 2803800 SOLE 2803800
CYSIVE INC COMMON STOCK 23281T108 404 5600 SOLE 5600
CYTEC INDUSTRIES INC COMMON STOCK 232820100 578 25000 SOLE 25000
CYTYC CORPORATION COMMON STOCK 232946103 4042 66200 SOLE 66200
DBT ONLINE INC COMMON STOCK 233044106 2925 120000 SOLE 120000
DQE INC COMMON STOCK 23329J104 5163 149100 SOLE 149100
D.R. HORTON INC COMMON STOCK 23331A109 138 10000 SOLE 10000
DST SYSTEMS INC. COMMON STOCK 233326107 8059 105600 SOLE 105600
DSP GROUP COMMON STOCK 23332B106 15996 172000 SOLE 172000
DTE ENERGY CO COMMON STOCK 233331107 14787 471300 SOLE 471300
DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 13184 204600 SOLE 204600
DANA CORP COMMON STOCK 235811106 10334 345200 SOLE 345200
DANAHER CORP COMMON STOCK 235851102 9057 187700 SOLE 187700
DANKA BUSINESS SYS ADR COMMON STOCK 236277109 1269 100000 SOLE 100000
DANKA BUSINESS SYSTEMS CONVERTIBLE BOND 236277AB5 2915 3550000 SOLE 3550000
DARDEN RESTAURANTS INC COMMON STOCK 237194105 14040 774600 SOLE 774600
DATA RETURN CORP COMMON STOCK 23785M104 6591 123200 SOLE 123200
DATASCOPE CORP COMMON STOCK 238113104 1164 29100 SOLE 29100
DAVID'S BRIDAL INC COMMON STOCK 238576102 5056 451900 SOLE 451900
DAYTON-HUDSON CORPORATION COMMON STOCK 239753106 63626 866400 SOLE 866400
DE BEERS CONS MINES LTD COMMON STOCK 240253302 4862 168000 SOLE 168000
DEAN FOODS CO COMMON STOCK 242361103 119 3000 SOLE 3000
METROMEDIAFIBER 6.25 DECS PREFERRED STOCK 24366Q209 4650 100000 SOLE 100000
DEL MONTE FOODS CO COMMON STOCK 24522P103 7130 579100 SOLE 579100
DELL COMPUTER CORP. COMMON STOCK 247025109 97094 1903800 SOLE 1903800
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 54872 3483931 SOLE 3483931
DELTA AIR LINES INC COMMON STOCK 247361108 50729 1018400 SOLE 1018400
DELTEK SYSTEMS INC COMMON STOCK 24785A108 192 14200 SOLE 14200
DELUXE CORPORATION COMMON STOCK 248019101 31279 1140000 SOLE 1140000
DENDRITE INT'L INC COMMON STOCK 248239105 1401 41350 SOLE 41350
DENTSPLY INTL INC COMMON STOCK 249030107 9819 415600 SOLE 415600
DETROIT DIESEL CORP COMMON STOCK 250837101 130 6800 SOLE 6800
DEVELOPERS DIVERS REALTY COMMON STOCK 251591103 2987 232000 SOLE 232000
DEVON ENERGY CORP COMMON STOCK 25179M103 44085 1341000 SOLE 1341000
DEXTER CORP. COMMON STOCK 252165105 30254 761100 SOLE 761100
DIAGEO PLC- ADR COMMON STOCK 25243Q205 110589 3455900 SOLE 3455900
DIAL CORP COMMON STOCK 25247D101 33323 1370600 SOLE 1370600
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 24450 800000 SOLE 800000
DIAMOND OFFSHORE CNVLL CONVERTIBLE BOND 25271CAA0 7613 7500000 SOLE 7500000
DIAMOND TECH PARTNERS INC COMMON STOCK 252762109 937 10900 SOLE 10900
DIEDRICH COFFEE INC COMMON STOCK 253675102 2133 525000 SOLE 525000
DIGIMARC CORP COMMON STOCK 253807101 4030 80600 SOLE 80600
DIGTAL LIGHTWAVE COMMON STOCK 253855100 339 5300 SOLE 5300
DILLARDS INC- CL A COMMON STOCK 254067101 2065 102300 SOLE 102300
DIME BANCORP INC COMMON STOCK 25429Q102 8562 566100 SOLE 566100
DISCOUNT AUTO PARTS INC. COMMON STOCK 254642101 222 12300 SOLE 12300
WALT DISNEY COMPANY COMMON STOCK 254687106 37945 1297240 SOLE 1297240
DITECH COMMUNICATIONS COMMON STOCK 25500M103 290 3100 SOLE 3100
DIXIE GROUP INC COMMON STOCK 255519100 332 45000 SOLE 45000
DOCUMENTUM INC COMMON STOCK 256159104 16166 270000 SOLE 270000
DOLLAR GENERAL CORP. COMMON STOCK 256669102 11862 521400 SOLE 521400
DONALDSON CO INC COMMON STOCK 257651109 120 5000 SOLE 5000
DONNELLEY (R.R.) & SONS COMMON STOCK 257867101 25185 1015000 SOLE 1015000
DOUBLECLICK INC CONVERTIBLE BOND 258609AC0 3108 1000000 SOLE 1000000
DOVER CORP COMMON STOCK 260003108 80055 1764300 SOLE 1764300
DOW CHEMICAL CO COMMON STOCK 260543103 121639 910300 SOLE 910300
DOW JONES & CO INC COMMON STOCK 260561105 6419 94400 SOLE 94400
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 202 10000 SOLE 10000
DRIL-QUIP COMMON STOCK 262037104 4404 145000 SOLE 145000
DUPONT (EI) DENEMOURS & C COMMON STOCK 263534109 458543 6960811 SOLE 6960811
DUKE ENERGY CORP COMMON STOCK 264399106 35326 704751 SOLE 704751
DUN & BRADSTREET CORP COMMON STOCK 26483B106 54702 1854300 SOLE 1854300
DURA AUTOMOTIVE SYSTEMS COMMON STOCK 265903104 174 10000 SOLE 10000
EMC CORPORATION MASS COMMON STOCK 268648102 318027 2911000 SOLE 2911000
EMC CORP 144A CONVERTIBLE BOND 268648AC6 53111 5500000 SOLE 5500000
EMC CORP CV CONVERTIBLE BOND 268648AE2 9616 7000000 SOLE 7000000
ENSCO INTL INC COMMON STOCK 26874Q100 103212 4512000 SOLE 4512000
EOG RESOURCES INC COMMON STOCK 26875P101 31437 1790000 SOLE 1790000
EP MEDSYSTEMS INC COMMON STOCK 26881P103 2850 600000 SOLE 600000
E.PIPHANY INC COMMON STOCK 26881V100 5266 23600 SOLE 23600
ESS TECHNOLOGY COMMON STOCK 269151106 888 40000 SOLE 40000
E.SPIRE COMM INC COMMON STOCK 269153102 8 1416 SOLE 1416
ETEC SYSTEMS INC COMMON STOCK 26922C103 5793 129100 SOLE 129100
E-TEK DYNAMICS INC COMMON STOCK 269240107 235001 1745600 SOLE 1745600
EAGLE USA AIRFREIGHT INC COMMON STOCK 270018104 9444 219000 SOLE 219000
EARTHGRAINS CO COMMON STOCK 270319106 6826 423300 SOLE 423300
EAST WEST BANCORP INC. COMMON STOCK 27579R104 11438 1000000 SOLE 1000000
EASTERN ENTERPRISES COMMON STOCK 27637F100 1585 27600 SOLE 27600
EASTMAN CHEMICAL CO COMMON STOCK 277432100 10 200 SOLE 200
EASTMAN KODAK CO. COMMON STOCK 277461109 138065 2084000 SOLE 2084000
EATON CORP COMMON STOCK 278058102 33139 456300 SOLE 456300
EATON VANCE CORP COMMON STOCK 278265103 182 4800 SOLE 4800
EBENX INC. COMMON STOCK 278668108 2036 45000 SOLE 45000
ECHELON CORP COMMON STOCK 27874N105 4118 210500 SOLE 210500
ECOLAB INCORPORATED COMMON STOCK 278865100 12105 309400 SOLE 309400
ECOLLEGE.COM INC COMMON STOCK 27887E100 1641 150000 SOLE 150000
EDISON INTERNATIONAL COMMON STOCK 281020107 9171 350200 SOLE 350200
EFFICIENT NETWORKS INC COMMON STOCK 282056100 4318 63500 SOLE 63500
EGLOBE INC COMMON STOCK 282339100 86 19486 SOLE 19486
EIDOS PLC ADR COMMON STOCK 282485101 946 11400 SOLE 11400
EL PASO ELEC.-NEW WI COMMON STOCK 283677854 5397 550000 SOLE 550000
EL PASO ENERGY 4.75 CV PREFERRED STOCK 283678209 6297 125000 SOLE 125000
EL PASO ENERGY CORP COMMON STOCK 283905107 13286 342300 SOLE 342300
ELAN CORP PLC ADR COMMON STOCK 284131208 166142 5631908 SOLE 5631908
ELECTRO SCIENTIFIC COMMON STOCK 285229100 219 3000 SOLE 3000
ELECTRONIC ARTS INC. COMMON STOCK 285512109 8400 100000 SOLE 100000
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 63557 949500 SOLE 949500
ELECTRONICS FOR IMAGING COMMON STOCK 286082102 31603 543700 SOLE 543700
EMCOR GROUP CNV CONVERTIBLE BOND 29084QAC4 2666 3000000 SOLE 3000000
EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 154723 2696700 SOLE 2696700
EMISPHERE TECHNOLOGIES COMMON STOCK 291345106 6614 220000 SOLE 220000
EMMIS COMMUNICATIONS CORP COMMON STOCK 291525103 30786 247000 SOLE 247000
EMMIS COMM CPR A 6.25 CV PREFERRED STOCK 291525202 11528 145000 SOLE 145000
EMULEX CORP COMMON STOCK 292475209 765 6800 SOLE 6800
ENERGY EAST CORP COMMON STOCK 29266M109 25083 1205200 SOLE 1205200
ENGELHARD CORP. COMMON STOCK 292845104 11538 611300 SOLE 611300
ENHANCE FINANCIAL SVCS GP COMMON STOCK 293310108 21749 1338425 SOLE 1338425
ENRON CORP COMMON STOCK 293561106 168598 3799400 SOLE 3799400
ENTERCOM COMM CORP COMMON STOCK 293639100 14190 215000 SOLE 215000
ENTERGY CORP COMMON STOCK 29364G103 15368 596800 SOLE 596800
ENTRUST TECHNOLOGIES COMMON STOCK 293848107 7492 125000 SOLE 125000
EPCOS AG ADR COMMON STOCK 29410P107 14191 190000 SOLE 190000
EQUANT NV - REG SHS COMMON STOCK 294409107 15120 135000 SOLE 135000
EQUIFAX INC. COMMON STOCK 294429105 5 200 SOLE 200
EQUITABLE RESOURCES,INC. COMMON STOCK 294549100 167 5000 SOLE 5000
EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 19011 772000 SOLE 772000
EQUITY OFFICE 5.25 NVT CV PREFERRED STOCK 294741509 5850 150000 SOLE 150000
EQUITY RESIDENTIAL PROP COMMON STOCK 29476L107 16648 390000 SOLE 390000
L.M. ERICSSON ADR COMMON STOCK 294821400 361428 5502200 SOLE 5502200
ESPEED INC. CL A. COMMON STOCK 296643109 3574 100500 SOLE 100500
ESPIRITO SANTO FINL ADR COMMON STOCK 29665F200 14407 914750 SOLE 914750
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 25656 800200 SOLE 800200
ETHYL CORPORATION COMMON STOCK 297659104 306 77800 SOLE 77800
EVEREST RE HOLDINGS INC COMMON STOCK 299808105 18631 835000 SOLE 835000
EXAR CORP COMMON STOCK 300645108 294 5000 SOLE 5000
EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 7728 138300 SOLE 138300
EXODUS COMMUNICATIONS INC COMMON STOCK 302088109 36946 416000 SOLE 416000
EXPRESS SCRIPTS INC. COMMON STOCK 302182100 333 5200 SOLE 5200
EXTREME NETWORKS INC COMMON STOCK 30226D106 9022 108050 SOLE 108050
EXXON MOBIL CORP COMMON STOCK 30231G102 712662 8846080 SOLE 8846080
FMC CORPORATION COMMON STOCK 302491303 2115 36900 SOLE 36900
FPL GROUP INC. COMMON STOCK 302571104 35928 839200 SOLE 839200
FX ENERGY INC COMMON STOCK 302695101 2526 470000 SOLE 470000
F.Y.I INC COMMON STOCK 302712104 170 5000 SOLE 5000
FACTORY 2-U STORES INC COMMON STOCK 303072102 5857 206400 SOLE 206400
FACTSET RESEARCH SYSTEMS COMMON STOCK 303075105 255 3200 SOLE 3200
FAMILY DOLLAR STORES COMMON STOCK 307000109 17712 1085800 SOLE 1085800
FEDERAL HOME LOAN MORTG COMMON STOCK 313400301 453367 9633300 SOLE 9633300
FEDERAL MOGUL CORP COMMON STOCK 313549107 302 15000 SOLE 15000
FANNIE MAE COMMON STOCK 313586109 66740 1068910 SOLE 1068910
FEDERATED DEPT STORES COMMON STOCK 31410H101 98374 1945600 SOLE 1945600
FIFTH THIRD BANCORP COMMON STOCK 316773100 37311 508500 SOLE 508500
FINL SEC ASSURANCE HLDG COMMON STOCK 31769P100 15867 304400 SOLE 304400
FINISAR CORPORATION COMMON STOCK 31787A101 6426 71500 SOLE 71500
FINOVA GROUP, INC. COMMON STOCK 317928109 2308 65000 SOLE 65000
FIRST COMMO FINL CORP COMMON STOCK 319829107 528 44000 SOLE 44000
FIRST DATA CORP COMMON STOCK 319963104 82480 1672600 SOLE 1672600
FIRST INTL BANCORP INC COMMON STOCK 32054Q100 660 82500 SOLE 82500
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 596 22500 SOLE 22500
FIRST HEALTH GROUP CORP COMMON STOCK 320960107 9686 360400 SOLE 360400
IST SOURCE CORP COMMON STOCK 336901103 125 5000 SOLE 5000
FIRST UNION CORP (N.C.) COMMON STOCK 337358105 112674 3433880 SOLE 3433880
FIRSTAR CORP COMMON STOCK 33763V109 13203 625000 SOLE 625000
FIRSTENERGY CORP COMMON STOCK 337932107 22216 979200 SOLE 979200
FLEET BOSTON FINANCIAL COMMON STOCK 339030108 267111 7672860 SOLE 7672860
FLORIDA PROGRESS CORP COMMON STOCK 341109106 56364 1332100 SOLE 1332100
FLORIDA ROCK INDUSTRIES COMMON STOCK 341140101 231 6700 SOLE 6700
FLOWERS INDUSTRIES INC COMMON STOCK 343496105 3843 241100 SOLE 241100
FLOWSERVE CORP COMMON STOCK 34354P105 1726 101500 SOLE 101500
FLOUR CORPORATION COMMON STOCK 343861100 5308 115700 SOLE 115700
FOOTSTAR INC COMMON STOCK 344912100 226 7400 SOLE 7400
FORD MOTOR COMPANY COMMON STOCK 345370100 58872 1101700 SOLE 1101700
FOREMOST CORP OF AMERICA COMMON STOCK 345469100 207 7300 SOLE 7300
FOREST OIL CORP COMMON STOCK 346091606 11209 850000 SOLE 850000
FORRESTER RESEARCH INC. COMMON STOCK 346563109 10820 157100 SOLE 157100
FORT JAMES CORP COMMON STOCK 347471104 24370 890230 SOLE 890230
FORTUNE BRANDS INC COMMON STOCK 349631101 27164 821600 SOLE 821600
FOSSIL INC COMMON STOCK 349882100 79 3400 SOLE 3400
FOUNDRY NETWORKS INC COMMON STOCK 35063R100 6456 21400 SOLE 21400
FOX ENTERTAINMENT GP-A COMMON STOCK 35138T107 8105 325000 SOLE 325000
FRANCE TELECOM ADN 144A CONVERTIBLE BOND 35177QAB1 5923 4432000 SOLE 4432000
FREEMARKETS INC. COMMON STOCK 356602102 4915 14400 SOLE 14400
FREEPRTMCMORAN COPPER COMMON STOCK 35671D105 2320 125000 SOLE 125000
FREEPORT-MAC 7.0 NVT CV PREFERRED STOCK 35671D501 9653 506400 SOLE 506400
FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 27467 1300200 SOLE 1300200
FRONTIER OIL CORP COMMON STOCK 35914P105 21999 3259100 SOLE 3259100
H.B. FULLER CO COMMON STOCK 359694106 1538 27500 SOLE 27500
FURNITURE BRANDS INTL COMMON STOCK 360921100 4664 212000 SOLE 212000
G & K SERVICES INC -CL A COMMON STOCK 361268105 5533 170900 SOLE 170900
GATX CORP COMMON STOCK 361448103 918 27200 SOLE 27200
GST TELECOMM 144A CV CONVERTIBLE BOND 361942AA3 4379 3910000 SOLE 3910000
GP STRATEGIES CORP COMMON STOCK 36225V104 834 136200 SOLE 136200
GPU INC COMMON STOCK 36225X100 11691 390500 SOLE 390500
GTE CORP. COMMON STOCK 362320103 141824 2009900 SOLE 2009900
GADZOOX NETWORKS INC COMMON STOCK 362555104 1594 36600 SOLE 36600
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 719 11100 SOLE 11100
GANNETT CO COMMON STOCK 364730101 111276 1364300 SOLE 1364300
GAP STORES COMMON STOCK 364760108 163385 3551850 SOLE 3551850
GATEWAY INC. COMMON STOCK 367626108 167430 2323400 SOLE 2323400
GAYLORD CNTAINER WT 11/02 WARRANTS 368145116 1133 174300 SOLE 174300
GENENTECH INC COMMON STOCK 368710406 39920 296800 SOLE 296800
GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 80011 1516800 SOLE 1516800
GENERAL ELECTRIC CORP. COMMON STOCK 369604103 524463 3389100 SOLE 3389100
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 41956 493600 SOLE 493600
GENERAL MILLS INCORPORATE COMMON STOCK 370334104 12934 361800 SOLE 361800
GENERAL MOTORS COMMON STOCK 370442105 238997 3288000 SOLE 3288000
GENERAL MOTORS- CL H COMMON STOCK 370442832 7488 78000 SOLE 78000
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 17285 1218300 SOLE 1218300
GENTEX CORPORATION COMMON STOCK 371901109 25253 910000 SOLE 910000
GENRAD INC COMMON STOCK 372447102 242 15000 SOLE 15000
GENSET SP ADR COMMON STOCK 37244T104 51671 2710600 SOLE 2710600
GENUINE PARTS COMMON STOCK 372460105 13131 529200 SOLE 529200
GENZYME CORP COMMON STOCK 372917104 44254 983410 SOLE 983410
GEORGIA GULF CORP. COMMON STOCK 373200203 8431 277000 SOLE 277000
GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 24868 490000 SOLE 490000
GEORGIA PAC- TIMBER GP COMMON STOCK 373298702 4307 174900 SOLE 174900
GETTY IMAGES INC COMMON STOCK 374276103 23704 485000 SOLE 485000
GIBRALTAR STEEL CORP. COMMON STOCK 37476F103 584 25000 SOLE 25000
GILEAD SCIENCES INC COMMON STOCK 375558103 61973 1145000 SOLE 1145000
GLAXO WELLCOME PLC ADR COMMON STOCK 37733W105 48612 870000 SOLE 870000
GLOBAL MARINE COMMON STOCK 379352404 68320 4109500 SOLE 4109500
GLOBAL TELESYSTEMS GRP COMMON STOCK 37936U104 1939 56000 SOLE 56000
GLOBESPAN INC COMMON STOCK 379571102 410 6300 SOLE 6300
GOLDEN STATE BANCORP COMMON STOCK 381197102 30547 1770854 SOLE 1770854
GOLDEN ST BANCORP WT 1/01 WARRANTS 381197136 545 622635 SOLE 622635
GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 4074 121600 SOLE 121600
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 131118 1392100 SOLE 1392100
B F GOODRICH COMMON STOCK 382388106 10904 396500 SOLE 396500
W.R. GRACE & CO. COMMON STOCK 38388F108 1471 106000 SOLE 106000
GRACO INC COMMON STOCK 384109104 649 18100 SOLE 18100
W.W. GRAINGER INC. COMMON STOCK 384802104 30418 636200 SOLE 636200
GREAT LAKES CHEMCIAL CORP COMMON STOCK 390568103 1959 51300 SOLE 51300
GREAT PLAINS SOFTWARE INC COMMON STOCK 39119E105 441 5900 SOLE 5900
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 24032 1009200 SOLE 1009200
GREY WOLF INC COMMON STOCK 397888108 403 140000 SOLE 140000
GRIC COMMUNICATIONS INC COMMON STOCK 398081109 776 30600 SOLE 30600
GRUPO CASA AUTREY-SPN ADR COMMON STOCK 40048P104 2170 263000 SOLE 263000
GRUPO RADIO CENTRO ADR COMMON STOCK 40049C102 1856 221600 SOLE 221600
GRUPO TELEVISA,SA GDR COMMON STOCK 40049J206 199508 2923170 SOLE 2923170
GUCCI GROUP NV NY REG SHR COMMON STOCK 401566104 14771 129000 SOLE 129000
GUESS? INC COMMON STOCK 401617105 805 37000 SOLE 37000
GUIDANT CORP COMMON STOCK 401698105 4192 89200 SOLE 89200
HNC SOFTWARE COMMON STOCK 40425P107 15863 150000 SOLE 150000
HRPT PROPERTIES TRUST COMMON STOCK 40426W101 206 22900 SOLE 22900
HSB GROUP INC COMMON STOCK 40428N109 380 11250 SOLE 11250
HAEMONETICS CORP COMMON STOCK 405024100 512 21500 SOLE 21500
HAIN FOOD GROUP INC COMMON STOCK 405219106 3356 150000 SOLE 150000
HALLIBURTON COMPANY COMMON STOCK 406216101 28980 720000 SOLE 720000
HANDLEMAN CO COMMON STOCK 410252100 7906 591100 SOLE 591100
HANGER ORTHOPEDIC GROUP COMMON STOCK 41043F208 397 38700 SOLE 38700
HARLAND (JOHN H.) CO COMMON STOCK 412693103 4148 226500 SOLE 226500
HARLEY DAVIDSON INC. COMMON STOCK 412822108 53665 837700 SOLE 837700
HARMAN INTERNATIONAL COMMON STOCK 413086109 10568 188300 SOLE 188300
HARMONIC INC COMMON STOCK 413160102 151796 1598900 SOLE 1598900
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 5295 200300 SOLE 200300
HARTE-HANKS INC COMMON STOCK 416196103 9661 444200 SOLE 444200
HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 52 1100 SOLE 1100
HARTFORD LIFE CL A COMMON STOCK 416592103 30496 693100 SOLE 693100
HASBRO INCORPORATED COMMON STOCK 418056107 77871 4085000 SOLE 4085000
HAYES LEMMERZ INTL INC COMMON STOCK 420781106 140 8000 SOLE 8000
HEALTHSOUTH CORP COMMON STOCK 421924101 2311 430000 SOLE 430000
HEALTHCARE REALTY TRUST COMMON STOCK 421946104 264 16864 SOLE 16864
H.J. HEINZ COMPANY COMMON STOCK 423074103 24461 614400 SOLE 614400
HELIX TECH CORP. COMMON STOCK 423319102 896 20000 SOLE 20000
HERCULES, INC. COMMON STOCK 427056106 8 300 SOLE 300
HERTZ CORP - CL A COMMON STOCK 428040109 20516 409300 SOLE 409300
HEWLETT-PACKARD CO. COMMON STOCK 428236103 246025 2159300 SOLE 2159300
HEWLETT-PACKARD CO CONVERTIBLE BOND 428236AC7 11709 17000000 SOLE 17000000
HEXCEL CORP COMMON STOCK 428291108 1947 350000 SOLE 350000
HEXCEL CORP CONVERTIBLE BOND 428291AA6 3087 4250000 SOLE 4250000
HIBERNIA CORP - CL A COMMON STOCK 428656102 1063 100000 SOLE 100000
HIGH SPEED ACCESS CORP COMMON STOCK 42979U102 2200 124800 SOLE 124800
HILTON HOTELS CORPORATION COMMON STOCK 432848109 53 5500 SOLE 5500
HISPANIC BROADCASTING COR COMMON STOCK 43357B104 17245 187000 SOLE 187000
HOLLINGER INTL INC COMMON STOCK 435569108 9248 714800 SOLE 714800
HOLLYWOOD PARK INC. COMMON STOCK 436255103 404 18000 SOLE 18000
HOME DEPOT INC COMMON STOCK 437076102 804258 11730290 SOLE 11730290
HOMESTAKE MINING COMMON STOCK 437614100 6920 885800 SOLE 885800
HOMESTAKE MINING CONVERTIBLE BOND 437614AA8 3895 4000000 SOLE 4000000
HONEYWELL INTL INC COMMON STOCK 438516106 279789 4850073 SOLE 4850073
HOOPER HOLMES INC COMMON STOCK 439104100 258 10000 SOLE 10000
HORACE MANN EDUCATORS COMMON STOCK 440327104 5269 268500 SOLE 268500
HORIZON GROUP PROPERTIES COMMON STOCK 44041U102 76 22390 SOLE 22390
HORMEL FOODS CORP COMMON STOCK 440452100 7914 194800 SOLE 194800
HOST MARRIOTT CORP. COMMON STOCK 44107P104 6889 835000 SOLE 835000
HOT TOPIC, INC. COMMON STOCK 441339108 930 40000 SOLE 40000
HOUGHTON MIFFLIN CO COMMON STOCK 441560109 2873 68100 SOLE 68100
HOUSEHOLD INTERNATIONAL. COMMON STOCK 441815107 239604 6432321 SOLE 6432321
HUGHES SUPPLY INC COMMON STOCK 444482103 2027 94000 SOLE 94000
HUMANA INC. COMMON STOCK 444859102 737 90000 SOLE 90000
HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 36630 240000 SOLE 240000
HUMAN GENOME SCIENCES144A CONVERTIBLE BOND 444903AC2 3615 3000000 SOLE 3000000
IBP INC. COMMON STOCK 449223106 33107 1839300 SOLE 1839300
ICICI LIMITED -SPON ADR COMMON STOCK 44926P103 5550 400000 SOLE 400000
ICICI LTD. ADR COMMON STOCK 44926P202 97817 6631625 SOLE 6631625
IDEC PHARMACEUTICALS CORP COMMON STOCK 449370105 75220 765600 SOLE 765600
IMC GLOBAL INC COMMON STOCK 449669100 139 8502 SOLE 8502
ITC DELTACOM INC COMMON STOCK 45031T104 1105 40000 SOLE 40000
IXL ENTERPRISES INC COMMON STOCK 450718101 5550 100000 SOLE 100000
IBASIS INC COMMON STOCK 450732102 2429 84500 SOLE 84500
ITT INDUSTRIES INC. COMMON STOCK 450911102 101984 3050000 SOLE 3050000
ILEX ONCOLOGY INC COMMON STOCK 451923106 4125 171000 SOLE 171000
ILLINOIS TOOL WORKS COMMON STOCK 452308109 42416 627800 SOLE 627800
ILLINOVA CORP COMMON STOCK 452317100 35393 1018500 SOLE 1018500
IMATION CORPORATION COMMON STOCK 45245A107 1027 30600 SOLE 30600
IMAX CORP USD COMMON STOCK 45245E109 11128 406500 SOLE 406500
IMANAGE INC COMMON STOCK 45245Y105 1314 40900 SOLE 40900
IMMUNEX CORPORATION COMMON STOCK 452528102 80324 733600 SOLE 733600
*** IMPERIAL BANCORP COMMON STOCK 452556103 241 10000 SOLE 10000
IMPERIAL CREDIT COMM COMMON STOCK 45272T102 11716 1030000 SOLE 1030000
INFOCUS SYSTEMS COMMON STOCK 452919103 672 29000 SOLE 29000
INCO LTD. COMMON STOCK 453258402 15964 679300 SOLE 679300
INCO LTD CONVERTIBLE BOND 453258AH8 8881 9800000 SOLE 9800000
INCO LTD CONVERTIBLE BOND 453258AK1 9524 10000000 SOLE 10000000
INFINITY BROADCASTING - A COMMON STOCK 45662S102 116408 3216800 SOLE 3216800
INET TECHNOLOGIES INC COMMON STOCK 45662V105 5950 85150 SOLE 85150
INFOCURE INC COMMON STOCK 45665A108 4054 130000 SOLE 130000
INHALE THERAPEUTIC SYS IN COMMON STOCK 457191104 5533 130000 SOLE 130000
INKTOMI CORP COMMON STOCK 457277101 8875 100000 SOLE 100000
INPUT/OUTPUT INC. COMMON STOCK 457652105 2486 491000 SOLE 491000
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 1150 28312 SOLE 28312
INSITUFORM TECHNOLOGIES I COMMON STOCK 457667103 4952 175300 SOLE 175300
INNOVASIVE DEVICES COMMON STOCK 45766K104 880 110000 SOLE 110000
INSO CORP COMMON STOCK 457674109 11288 350000 SOLE 350000
INSIGHT COMMUNICATIONS COMMON STOCK 45768V108 4479 151200 SOLE 151200
INTEGRAL SYSTEMS INC/MD COMMON STOCK 45810H107 8825 200000 SOLE 200000
INTEGRATED DEVICE TECH COMMON STOCK 458118106 12453 429400 SOLE 429400
INTEGRATED DEVICE TECH CONVERTIBLE BOND 458118AA4 8715 7905000 SOLE 7905000
INTEL CORPORATION COMMON STOCK 458140100 735767 8938700 SOLE 8938700
INTER-TEL INC COMMON STOCK 458372109 5000 200000 SOLE 200000
INTERACTIVE INTELL INC COMMON STOCK 45839M103 5160 193800 SOLE 193800
INTERACTIVE PICTURES CORP COMMON STOCK 45839N101 3504 150300 SOLE 150300
INTERIM SERVICES INC. COMMON STOCK 45868P100 248 10000 SOLE 10000
INTERMEDIA COM INC COMMON STOCK 458801107 26250 676323 SOLE 676323
INTERNAP NETWORK SERVICES COMMON STOCK 45885A102 19990 115550 SOLE 115550
INTL BUSINESS MAC CORP COMMON STOCK 459200101 649211 6011210 SOLE 6011210
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 156556 4147150 SOLE 4147150
INTERNATIONAL HOME FOODS COMMON STOCK 459655106 7271 418500 SOLE 418500
INTL GAME TECHNOLOGY COMMON STOCK 459902102 73118 3599650 SOLE 3599650
INTL PAPER CO COMMON STOCK 460146103 45761 810825 SOLE 810825
INTERPOOL INC. COMMON STOCK 46062R108 2597 349200 SOLE 349200
INTERPUBLIC GROUP COMMON STOCK 460690100 49467 857500 SOLE 857500
INTERPUBLIC GROUP CONVERTIBLE BOND 460690AJ9 7954 7000000 SOLE 7000000
INTERTAN INC COMMON STOCK 461120107 5366 205400 SOLE 205400
INTERTRUST TECH CORP COMMON STOCK 46113Q109 6681 56800 SOLE 56800
INTERVU INC COMMON STOCK 46114R106 10500 100000 SOLE 100000
INTIMATE BRANDS INC. COMMON STOCK 461156101 8028 186150 SOLE 186150
INTRAWARE INC COMMON STOCK 46118M103 719 9000 SOLE 9000
INVITROGEN CORP COMMON STOCK 46185R100 270 4500 SOLE 4500
INVESTORS FIN. SVCS COMMON STOCK 461915100 15709 341500 SOLE 341500
IONA TECH PLC - ADR COMMON STOCK 46206P109 2322 42600 SOLE 42600
IPALCO ENTERPRISES INC COMMON STOCK 462613100 7170 420200 SOLE 420200
IRON MOUNTAIN COMMON STOCK 46284P104 6683 170000 SOLE 170000
ISLE OF CAPRI CASINOS COMMON STOCK 464592104 923 70000 SOLE 70000
ITRON INC CONVERTIBLE BOND 465741AC0 1714 3000000 SOLE 3000000
I2 TECHNOLOGIES COMMON STOCK 465754109 87789 450200 SOLE 450200
I2 TECHNOLOGIES INC 144A CONVERTIBLE BOND 465754AD1 1436 1000000 SOLE 1000000
JDN REALTY COMMON STOCK 465917102 2580 160000 SOLE 160000
JDS UNIPHASE CORP COMMON STOCK 46612J101 1173123 7272360 SOLE 7272360
JABIL CIRCUIT INC COMMON STOCK 466313103 4745 65000 SOLE 65000
JAKKS PACIFIC INC COMMON STOCK 47012E106 4670 249900 SOLE 249900
JEFFERSON-PILOT COMMON STOCK 475070108 59152 866700 SOLE 866700
JEFFERSON SMURFIT -ADR COMMON STOCK 47508W107 104 3600 SOLE 3600
JOHN NUVEEN CO - CL A COMMON STOCK 478035108 148 4100 SOLE 4100
JOHNS MANVILLE CORP COMMON STOCK 478129109 420 30000 SOLE 30000
JOHNSON & JOHNSON COMMON STOCK 478160104 369529 3968097 SOLE 3968097
JOHNSON CONTROLS COMMON STOCK 478366107 14822 260600 SOLE 260600
JONES APPAREL GROUP, INC. COMMON STOCK 480074103 100531 3706211 SOLE 3706211
JONES PHARMA INC COMMON STOCK 480236108 1125 25900 SOLE 25900
JUNIPER NETWORKS INC COMMON STOCK 48203R104 10438 30700 SOLE 30700
JUPITER COMMUNICATIONS COMMON STOCK 482050101 2163 71500 SOLE 71500
K.L.A. INSTRUMENT CORP. COMMON STOCK 482480100 21083 189300 SOLE 189300
K MART CORP. COMMON STOCK 482584109 17565 1745600 SOLE 1745600
K-SWISS INC - CL A COMMON STOCK 482686102 502 27000 SOLE 27000
KAISER ALUMINUM CORP. COMMON STOCK 483007100 999 130000 SOLE 130000
KANA COMMUNICATIONS INC COMMON STOCK 483600102 9020 44000 SOLE 44000
KANSAS CITY PWR & LIGHT COMMON STOCK 485134100 379 17200 SOLE 17200
KANSAS CITY SOUTHERN INDS COMMON STOCK 485170104 44775 600000 SOLE 600000
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 22 900 SOLE 900
KAYDON CORP COMMON STOCK 486587108 4129 154000 SOLE 154000
KEANE,INC. COMMON STOCK 486665102 9960 313700 SOLE 313700
KEEBLER FOODS COMPANY COMMON STOCK 487256109 23189 824500 SOLE 824500
KELLWOOD COMPANY COMMON STOCK 488044108 1302 67000 SOLE 67000
KEMET CORP COMMON STOCK 488360108 757 16800 SOLE 16800
KERR-MCGEE CORP COMMON STOCK 492386107 5090 82100 SOLE 82100
KERR-MCGEE CORP CONVERTIBLE BOND 492386AL1 6174 6648000 SOLE 6648000
KEY ENERGY GROUP CONVERTIBLE BOND 492914AF3 1378 2000000 SOLE 2000000
KEYCORP COMMON STOCK 493267108 22278 1006900 SOLE 1006900
KEYNOTE SYSTEMS INC COMMON STOCK 493308100 5826 79000 SOLE 79000
KIMBERLY-CLARK CORP. COMMON STOCK 494368103 144705 2217700 SOLE 2217700
KINDER MORGAN, INC. COMMON STOCK 49455P101 3190 158000 SOLE 158000
KING PHARMACEUTICALS INC COMMON STOCK 495582108 11930 212800 SOLE 212800
KMART FIN 7.75 NVT CV PREFERRED STOCK 498778208 7656 175000 SOLE 175000
KNIGHT-RIDDER INC COMMON STOCK 499040103 28560 480000 SOLE 480000
KNIGHT/TRIMARK GRP INC-A COMMON STOCK 499067106 4600 100000 SOLE 100000
KOALA CORP COMMON STOCK 499866101 7224 516000 SOLE 516000
KOHLS CORPORATION COMMON STOCK 500255104 187854 2602300 SOLE 2602300
PHILIPS ELECTRONICS ADR COMMON STOCK 500472204 149 1100 SOLE 1100
KOPIN CORP COMMON STOCK 500600101 6044 143900 SOLE 143900
KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 582 16000 SOLE 16000
KROGER COMPANY COMMON STOCK 501044101 235381 12470500 SOLE 12470500
KRONOS INC COMMON STOCK 501052104 1626 27100 SOLE 27100
LSI LOGIC CORPORATION COMMON STOCK 502161102 143384 2124200 SOLE 2124200
LSI LOGIC CORP CONVERTIBLE BOND 502161AD4 3407 1500000 SOLE 1500000
LSI INDUSTRIES INC COMMON STOCK 50216C108 670 31000 SOLE 31000
L-3 COMMUNICATIONS CORP COMMON STOCK 502424104 14248 342300 SOLE 342300
LA-Z-BOY INC COMMON STOCK 505336107 202 12000 SOLE 12000
LABRANCHE & COMPANY COMMON STOCK 505447102 6386 500900 SOLE 500900
LADISH COMPANY INC COMMON STOCK 505754200 856 134333 SOLE 134333
LAFARGE CORPORATION COMMON STOCK 505862102 22059 798500 SOLE 798500
LAM RESEARCH CORPORATION COMMON STOCK 512807108 33703 302100 SOLE 302100
LANCASTER COLONY CORP COMMON STOCK 513847103 166 5000 SOLE 5000
LANDS' END INC. COMMON STOCK 515086106 4844 139400 SOLE 139400
LANDSTAR SYSTEMS INC COMMON STOCK 515098101 809 18900 SOLE 18900
LANIER WORLDWIDE, INC COMMON STOCK 51589L105 775 200000 SOLE 200000
LATITUDE COMMUNICATIONS COMMON STOCK 518292107 3268 125100 SOLE 125100
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 18954 402200 SOLE 402200
LATTICE SEMICONDCTOR 144A CONVERTIBLE BOND 518415AA2 3934 3000000 SOLE 3000000
ESTEE LAUDER CL A COMMON STOCK 518439104 383 7600 SOLE 7600
LAUNCH MEDIA INC COMMON STOCK 518567102 7575 400000 SOLE 400000
LEAR CORP. COMMON STOCK 521865105 37610 1175300 SOLE 1175300
LEGATO SYSTEMS INC COMMON STOCK 524651106 57575 836700 SOLE 836700
LEGGETT & PLATT INC COMMON STOCK 524660107 7891 368100 SOLE 368100
LEHMAN BROTHERS HOLDING W COMMON STOCK 524908100 106758 1260600 SOLE 1260600
LENNAR CORP CONVERTIBLE BOND 526057AA2 1585 4000000 SOLE 4000000
LEXMARK INTL GROUP CL A COMMON STOCK 529771107 246766 2726700 SOLE 2726700
LIFEMINDERS.COM INC COMMON STOCK 53219H108 16517 286000 SOLE 286000
LILLY (ELI) & CO COMMON STOCK 532457108 219 3300 SOLE 3300
THE LIMITED INC. COMMON STOCK 532716107 40068 925100 SOLE 925100
LINCARE HOLDINGS INC. COMMON STOCK 532791100 10406 300000 SOLE 300000
LINCOLN NATIONAL CORP. COMMON STOCK 534187109 57840 1446000 SOLE 1446000
LINDSAY MANUFACTURING CO COMMON STOCK 535555106 5637 308900 SOLE 308900
LINENS 'N THINGS INC COMMON STOCK 535679104 46221 1560200 SOLE 1560200
LIZ CLAIBORNE COMMON STOCK 539320101 16976 451200 SOLE 451200
LOCAL FINANCIAL CORP COMMON STOCK 539553107 4150 400000 SOLE 400000
LOCKHEED MARTIN CORP COMMON STOCK 539830109 4745 216900 SOLE 216900
LODGENET COMMON STOCK 540211109 3731 150000 SOLE 150000
LOEWS CORPORATION COMMON STOCK 540424108 23686 390300 SOLE 390300
LOISLAW.COM COMMON STOCK 541431102 4304 110000 SOLE 110000
LONGVIEW FIBRE CO COMMON STOCK 543213102 100 7000 SOLE 7000
LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 17764 1246600 SOLE 1246600
LOWE'S COS., INC COMMON STOCK 548661107 39919 668100 SOLE 668100
LUBRIZOL CORPORATION COMMON STOCK 549271104 710 23000 SOLE 23000
LUBYS INC. COMMON STOCK 549282101 1024 90000 SOLE 90000
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 83003 1109476 SOLE 1109476
LUXOTTICA GROUP SPA ADR COMMON STOCK 55068R202 386 22000 SOLE 22000
LYNX THERAPEUTICS INC NEW COMMON STOCK 551812308 6475 200000 SOLE 200000
M & T BANK CORP COMMON STOCK 55261F104 77920 188100 SOLE 188100
MAF BANCORP INC COMMON STOCK 55261R108 230 11000 SOLE 11000
MBNA CORPORATION COMMON STOCK 55262L100 33 1200 SOLE 1200
MDC HOLDINGS INC COMMON STOCK 552676108 157 10000 SOLE 10000
MCN ENERGY GROUP INC COMMON STOCK 55267J100 3188 134250 SOLE 134250
MCI WORLDCOM INC COMMON STOCK 55268B106 221056 4165957 SOLE 4165957
MCI WORLDCOM $2.25 PF PREFERRED STOCK 55268B205 8010 156100 SOLE 156100
MGC COMMUNICATIONS INC COMMON STOCK 552763302 18224 359100 SOLE 359100
MGIC INVESTMENT CORP COMMON STOCK 552848103 35631 592000 SOLE 592000
MGM GRAND INC. COMMON STOCK 552953101 23659 470239 SOLE 470239
MKS INTRUMENTS INC COMMON STOCK 55306N104 932 25800 SOLE 25800
MMC NETWORKS INC COMMON STOCK 55308N102 9044 263100 SOLE 263100
MSC INDUST DIRECT COMMON STOCK 553530106 8895 671300 SOLE 671300
MSC SOFTWARE CORP CONVERTIBLE BOND 553531AA2 1763 1967000 SOLE 1967000
MACROMEDIA INC. COMMON STOCK 556100105 424 5800 SOLE 5800
STEVEN MADDEN LTD COMMON STOCK 556269108 953 50000 SOLE 50000
MAGIC SOFTWARE ENTERPRISE COMMON STOCK 559166103 769 12400 SOLE 12400
MAGNA INTERNATIONAL CONVERTIBLE BOND 559222AE4 6273 6500000 SOLE 6500000
MATAV RT - ADR COMMON STOCK 559776109 72 2000 SOLE 2000
MAIL-WELL INC. COMMON STOCK 560321200 338 25000 SOLE 25000
MAIL-WELL INC CONVERTIBLE BOND 560321AD3 3765 4000000 SOLE 4000000
MALLINCKRODT INC COMMON STOCK 561232109 2252 70800 SOLE 70800
MANAGEMENT NETWORK GROUP COMMON STOCK 561693102 1139 34900 SOLE 34900
MANDALAY RESORT GROUP COMMON STOCK 562567107 24553 1220000 SOLE 1220000
MANOR CARE INC. COMMON STOCK 564055101 2880 180000 SOLE 180000
MANPOWER INC. COMMON STOCK 56418H100 89954 2390800 SOLE 2390800
MANUFACTURED HOME COMM COMMON STOCK 564682102 1070 44000 SOLE 44000
MANUGISTICS GROUP INC COMMON STOCK 565011103 8078 250000 SOLE 250000
MANULIFE FIN CORP COMMON STOCK 56501R106 4935 389000 SOLE 389000
MARINE DRILLING CO COMMON STOCK 568240204 337 15000 SOLE 15000
MARK IV INDUSTRIES COMMON STOCK 570387100 12075 682700 SOLE 682700
MARSH & MCLENNAN COMMON STOCK 571748102 39509 412900 SOLE 412900
MARRIOTT INTL -A COMMON STOCK 571903202 58732 1860800 SOLE 1860800
MASCO CORP COMMON STOCK 574599106 16288 641900 SOLE 641900
MASCOTECH CONVERTIBLE BOND 574670AB1 5128 7000000 SOLE 7000000
MATTEL INC COMMON STOCK 577081102 3675 280000 SOLE 280000
MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 84568 2622250 SOLE 2622250
MAVERICK TUBE CORP COMMON STOCK 577914104 538 21800 SOLE 21800
MAXIMUS INC COMMON STOCK 577933104 5091 150000 SOLE 150000
MAYTAG CORPORATION COMMON STOCK 578592107 10934 227800 SOLE 227800
MCAFEE.COM CORPORATION COMMON STOCK 579062100 2772 61600 SOLE 61600
MCCLATCHY COMPANY - CL A COMMON STOCK 579489105 4589 106100 SOLE 106100
MCDONALD'S CORPORATION COMMON STOCK 580135101 247398 6137000 SOLE 6137000
MCKESSON HBOC INC. COMMON STOCK 58155Q103 1173 52000 SOLE 52000
MCLEODUSA INC CL A COMMON STOCK 582266102 1184 20110 SOLE 20110
MCWHORTER TECHNOLOGIES COMMON STOCK 582803102 2102 131400 SOLE 131400
MECH FINANCIAL INC COMMON STOCK 583492103 290 8400 SOLE 8400
MEDIAONE GROUP COMMON STOCK 58440J104 6990 91000 SOLE 91000
MEDIAPLEX INC COMMON STOCK 58446B105 3514 56000 SOLE 56000
MEDICAL ASSURANCE INC COMMON STOCK 58449U100 97 4600 SOLE 4600
MEDICAL MANAGER CORP. COMMON STOCK 58461U103 17693 210000 SOLE 210000
MEDIMMUNE INC. COMMON STOCK 584699102 61059 368100 SOLE 368100
MEDQUIST INC. COMMON STOCK 584949101 3103 120200 SOLE 120200
MEDITRUST CORP- PAIRED ST COMMON STOCK 58501T306 74 13456 SOLE 13456
MEDTRONIC, INCORPORATED COMMON STOCK 585055106 17818 489000 SOLE 489000
MELLON FINANCIAL CORP COMMON STOCK 58551A108 25343 744000 SOLE 744000
MENTOR CORPORATION COMMON STOCK 587188103 645 25000 SOLE 25000
MERANT PLC- SPON ADR COMMON STOCK 587336108 1079 34800 SOLE 34800
MERCK & COMPANY COMMON STOCK 589331107 187674 2798500 SOLE 2798500
MERCURY INTERACTIVE COMMON STOCK 589405109 15532 143900 SOLE 143900
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 9085 468900 SOLE 468900
MERRILL LYNCH COMMON STOCK 590188108 42794 512500 SOLE 512500
METAMOR WORLDWIDE INC COMMON STOCK 59133P100 5825 200000 SOLE 200000
METASOLV SOFTWARE INC COMMON STOCK 591393103 3957 48400 SOLE 48400
METHODE ELECTRONICS CL A COMMON STOCK 591520200 15002 467000 SOLE 467000
METROMEDIA FIBER A COMMON STOCK 591689104 1438 30000 SOLE 30000
METTLER TOLEDO COMMON STOCK 592688105 13652 357500 SOLE 357500
MICHAELS STORES INC. COMMON STOCK 594087108 285 10000 SOLE 10000
MICREL INC. COMMON STOCK 594793101 2847 50000 SOLE 50000
MICROSOFT CORPORATION COMMON STOCK 594918104 1635652 14009867 SOLE 14009867
MICROSTRATEGY INC COMMON STOCK 594972101 15750 75000 SOLE 75000
MICROCHIP TECHNOLOGY COMMON STOCK 595017104 6844 100000 SOLE 100000
*** MICRO WAREHOUSE INC. COMMON STOCK 59501B105 5920 320000 SOLE 320000
MICROCELL TELECOMM INC -B COMMON STOCK 59501T304 63 1930 SOLE 1930
MICROFINANCIAL INC COMMON STOCK 595072109 7083 606000 SOLE 606000
MICROMUSE INC COMMON STOCK 595094103 27285 160500 SOLE 160500
MICRON TECHNOLOGY INC. COMMON STOCK 595112103 174347 2242400 SOLE 2242400
MICRON TECHNOLOGY INC. CONVERTIBLE BOND 595112AB9 6456 5000000 SOLE 5000000
MIDWAY GAMES INC COMMON STOCK 598148104 239 10000 SOLE 10000
MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 220697 1808980 SOLE 1808980
HERMAN MILLER INC COMMON STOCK 600544100 12024 522800 SOLE 522800
MINDSPRING ENTERPRISES CONVERTIBLE BOND 602683AA2 3850 4000000 SOLE 4000000
MINNESOTA MINING & MFG CO COMMON STOCK 604059105 324221 3312600 SOLE 3312600
MIPS TECHNOLOGIES INC A COMMON STOCK 604567107 9620 185000 SOLE 185000
MIRAGE RESORTS INC. COMMON STOCK 60462E104 11183 730300 SOLE 730300
MISSION CRITICAL SOFTWARE COMMON STOCK 605047109 4319 61700 SOLE 61700
MITCHELL ENERGY & DEV-CLB COMMON STOCK 606592301 129 6000 SOLE 6000
MOBILE MINI INC COMMON STOCK 60740F105 224 10400 SOLE 10400
MODERN TIMES ADR COMMON STOCK 607698107 106 400 SOLE 400
MODIS PROFESSIONAL SVCS COMMON STOCK 607830106 570 40000 SOLE 40000
MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 8535 323600 SOLE 323600
MOLECULAR DEVICES CORP COMMON STOCK 60851C107 468 9000 SOLE 9000
MONACO COACH CORP COMMON STOCK 60886R103 588 23000 SOLE 23000
MONSANTO CO. COMMON STOCK 611662107 61332 1721600 SOLE 1721600
MONSANTO 6.5 CV ACES PREFERRED STOCK 611662305 11826 357000 SOLE 357000
MONTANA POWER CO COMMON STOCK 612085100 18760 520200 SOLE 520200
MONY GROUP INC COMMON STOCK 615337102 642 22000 SOLE 22000
MORAN ENERGY, INC. CONVERTIBLE BOND 616457AC1 183 200000 SOLE 200000
MORGAN STANLEY DEAN WITT COMMON STOCK 617446448 158709 1111800 SOLE 1111800
MOTOROLA INC. COMMON STOCK 620076109 128873 875200 SOLE 875200
MURPHY OIL CORP COMMON STOCK 626717102 53146 926300 SOLE 926300
MUTUAL RISK MGMT LTD 144A CONVERTIBLE BOND 628351AA6 9273 20000000 SOLE 20000000
MYLAN LABS COMMON STOCK 628530107 6725 267000 SOLE 267000
NBTY INC COMMON STOCK 628782104 3469 300000 SOLE 300000
NCI BUILDING SYSTEMS INC COMMON STOCK 628852105 130 7000 SOLE 7000
NCO GROUP INC COMMON STOCK 628858102 425 14100 SOLE 14100
NCR CORPORATION COMMON STOCK 62886E108 7798 205900 SOLE 205900
NVR INC COMMON STOCK 62944T105 5911 123800 SOLE 123800
NABISCO HOLDING CORP CL A COMMON STOCK 629526104 12966 410000 SOLE 410000
NABISCO GROUP HOLDINGS COMMON STOCK 62952P102 33110 3116200 SOLE 3116200
NABORS INDUSTRIES, INC. COMMON STOCK 629568106 77393 2501600 SOLE 2501600
NACCO INDUSTRIES CL A COMMON STOCK 629579103 333 6000 SOLE 6000
NTL AUSTRAL BK 7.875 CV PREFERRED STOCK 632525309 25357 917900 SOLE 917900
NATIONAL CITY CORP COMMON STOCK 635405103 29275 1235900 SOLE 1235900
NATIONAL COMPUTER SYSTEMS COMMON STOCK 635519101 658 17500 SOLE 17500
NATIONAL DATA CORP COMMON STOCK 635621105 4242 125000 SOLE 125000
NATIONAL FUEL GAS CO COMMON STOCK 636180101 637 13700 SOLE 13700
NATIONAL INFO CONSORTIUM COMMON STOCK 636491102 4800 150000 SOLE 150000
NATIONAL SEMICONDUCTOR CP COMMON STOCK 637640103 466937 10906500 SOLE 10906500
NATIONWIDE FINANCIAL SVCS COMMON STOCK 638612101 7560 270600 SOLE 270600
NAVISTAR INTERNATIONAL CP COMMON STOCK 63934E108 3368 71100 SOLE 71100
NAVIDEC INC COMMON STOCK 63934Q101 1920 160000 SOLE 160000
NAVIGANT CONSULTING, INC. COMMON STOCK 63935N107 2175 200000 SOLE 200000
NEIMAN MARCUS GROUP CL A COMMON STOCK 640204202 2794 100000 SOLE 100000
NET.B@NK INC COMMON STOCK 640933107 2775 150000 SOLE 150000
NETWORK ASSOCIATES, INC. CONVERTIBLE BOND 640938AB2 12080 32000000 SOLE 32000000
NETCENTIVES INC COMMON STOCK 64108P101 4530 72700 SOLE 72700
NETOPIA INC COMMON STOCK 64114K104 3259 60000 SOLE 60000
NETIQ CORP COMMON STOCK 64115P102 13104 251700 SOLE 251700
NETOPTIX CORP. COMMON STOCK 64116F103 521 7800 SOLE 7800
NETRATINGS INC COMMON STOCK 64116M108 2305 47900 SOLE 47900
NETWORK APPLIANCE INC COMMON STOCK 64120L104 34571 416200 SOLE 416200
NETWORK SOLUTIONS COMMON STOCK 64121Q102 14142 65000 SOLE 65000
NETWORK PLUS CORP COMMON STOCK 64122D506 9555 455000 SOLE 455000
NEUROGEN CORPORATION COMMON STOCK 64124E106 24338 1475000 SOLE 1475000
NEUROCRINE BIOSCIENCES COMMON STOCK 64125C109 13613 550000 SOLE 550000
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 13016 428500 SOLE 428500
NEW ENGLAND BUSINESS SVC COMMON STOCK 643872104 398 16300 SOLE 16300
NEW ENGLAND ELECTRIC SYS COMMON STOCK 644001109 17595 340000 SOLE 340000
NEW ERA OF NETWORKS INC COMMON STOCK 644312100 2858 60000 SOLE 60000
NEW FRONTIER MEDIA INC COMMON STOCK 644398109 2125 500000 SOLE 500000
NEW YORK TIMES CO COMMON STOCK 650111107 35149 715500 SOLE 715500
NEWELL RUBBERMAID INC COMMON STOCK 651229106 20138 694400 SOLE 694400
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 17085 638700 SOLE 638700
NEWMONT MINING CORP COMMON STOCK 651639106 6073 247871 SOLE 247871
NEWS CORPORATION LTD ADR COMMON STOCK 652487703 42075 1100000 SOLE 1100000
NEWS CORP LTD ADR PFD COMMON STOCK 652487802 92194 2757200 SOLE 2757200
NEXTCARD INC. COMMON STOCK 65332K107 3240 112200 SOLE 112200
NICOR INC COMMON STOCK 654086107 5259 161800 SOLE 161800
NIKE INCORPORATED CL. B COMMON STOCK 654106103 29891 603100 SOLE 603100
NOBLE AFFILIATES COMMON STOCK 654894104 6603 308000 SOLE 308000
NOKIA CORP ADR A COMMON STOCK 654902204 358914 1889020 SOLE 1889020
NOBLE DRILLING CORP COMMON STOCK 655042109 87344 2667000 SOLE 2667000
NORDSTROM INC. COMMON STOCK 655664100 26277 1003400 SOLE 1003400
NORTEL NETWORKS CORP. COMMON STOCK 656569100 293738 2908300 SOLE 2908300
NORTHEAST UTILITIES COMMON STOCK 664397106 5655 275000 SOLE 275000
NORTHERN TRUST CORP COMMON STOCK 665859104 17384 328000 SOLE 328000
NORTHROP CORPORATION COMMON STOCK 666807102 18776 347300 SOLE 347300
NORTHWEST AIRLINES CORP A COMMON STOCK 667280101 2225 100000 SOLE 100000
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 132 6000 SOLE 6000
NOVAMED EYECARE INC COMMON STOCK 66986W108 844 125000 SOLE 125000
NOVADIGM INC COMMON STOCK 669937104 2195 105800 SOLE 105800
NOVELL INCORPORATED COMMON STOCK 670006105 129238 3236000 SOLE 3236000
NOVELLUS SYSTEMS INC. COMMON STOCK 670008101 47787 390000 SOLE 390000
NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 292 16100 SOLE 16100
NSTAR COMMON STOCK 67019E107 4485 110742 SOLE 110742
NUCOR CORP COMMON STOCK 670346105 7323 133600 SOLE 133600
NUEVO GRUPO IUSACELL-ADRV COMMON STOCK 670512102 1046 70000 SOLE 70000
NVIDIA CORP COMMON STOCK 67066G104 779 16600 SOLE 16600
OGE ENERGY CORP COMMON STOCK 670837103 7858 413600 SOLE 413600
OAK INDUSTRIES, INC. COMMON STOCK 671400505 10613 100000 SOLE 100000
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 18342 848200 SOLE 848200
OFFICE DEPOT INC COMMON STOCK 676220106 6062 554200 SOLE 554200
OFFICE DEPOT CONVERTIBLE BOND 676220AA4 3269 5000000 SOLE 5000000
OFFICE DEPOT CONVERTIBLE BOND 676220AB2 5440 8000000 SOLE 8000000
OFFICEMAX INC. COMMON STOCK 67622M108 10450 1900000 SOLE 1900000
OFFSHORE LOGISTICS 144A CONVERTIBLE BOND 676255AD4 4119 5000000 SOLE 5000000
OFFSHORE LOGISTICS CONVERTIBLE BOND 676255AF9 2059 2500000 SOLE 2500000
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 20233 571965 SOLE 571965
OMNICOM GROUP COMMON STOCK 681919106 78090 780900 SOLE 780900
OMNOVA SOLUTIONS INC COMMON STOCK 682129101 566 73000 SOLE 73000
OMNIPOINT CORP COMMON STOCK 68212D102 4222 35000 SOLE 35000
ONDISPLAY INC COMMON STOCK 68232L100 1990 21900 SOLE 21900
ONESOURCE INFO SERVICES COMMON STOCK 68272J106 5637 419500 SOLE 419500
OPTICAL COATING LAB COMMON STOCK 683829105 163066 550900 SOLE 550900
OPTIMAL ROBOTICS CORP COMMON STOCK 68388R208 8568 230000 SOLE 230000
OPTIO SOFTWARE INC COMMON STOCK 68389J106 7168 305000 SOLE 305000
ORACLE CORPORATION COMMON STOCK 68389X105 336782 3005290 SOLE 3005290
ORANGE PLC ADR COMMON STOCK 685211104 99 600 SOLE 600
ORBITAL SCIENCES CORP CONVERTIBLE BOND 685564AC0 5138 6000000 SOLE 6000000
OUTBACK STEAKHOUSE INC. COMMON STOCK 689899102 12709 490000 SOLE 490000
OWENS CORNING COMMON STOCK 69073F103 6759 350000 SOLE 350000
OWENS-ILLINOIS 4.75 CV PREFERRED STOCK 690768502 3950 126400 SOLE 126400
OXFORD HEALTH PLANS INC. COMMON STOCK 691471106 381 30000 SOLE 30000
PC CONNECTION COMMON STOCK 69318J100 476 13800 SOLE 13800
PC-TEL INC COMMON STOCK 69325Q105 326 6200 SOLE 6200
PECO ENERGY COMPANY COMMON STOCK 693304107 32099 923700 SOLE 923700
PG & E CORPORATION COMMON STOCK 69331C108 23425 1142700 SOLE 1142700
PFF BANCORP COMMON STOCK 69331W104 388 20000 SOLE 20000
PE CORP CL. G WTS 9/03 WARRANTS 69332S110 13 249 SOLE 249
PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 5572 224000 SOLE 224000
PMC- SIERRA INC COMMON STOCK 69344F106 13787 86000 SOLE 86000
THE PMI GROUP INC COMMON STOCK 69344M101 57242 1172700 SOLE 1172700
PNC BANK CORP COMMON STOCK 693475105 67311 1512600 SOLE 1512600
PP&L RESOURCES INC COMMON STOCK 693499105 16294 712300 SOLE 712300
PPG INDUSTRIES, INC. COMMON STOCK 693506107 30656 490000 SOLE 490000
PRI AUTOMATION INC. COMMON STOCK 69357H106 557 8300 SOLE 8300
PACCAR CORPORATION COMMON STOCK 693718108 1950 44000 SOLE 44000
PACIFIC CAPITAL BANCORP COMMON STOCK 69404P101 154 5000 SOLE 5000
PACIFIC SUNWARE OF CALIF COMMON STOCK 694873100 736 23100 SOLE 23100
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 3180 60000 SOLE 60000
PACKATEER INC COMMON STOCK 695210104 5808 81800 SOLE 81800
PACTIV CORP COMMON STOCK 695257105 5566 523900 SOLE 523900
PAINE WEBBER GROUP COMMON STOCK 695629105 8970 231100 SOLE 231100
PAIRGAIN TECHNOLOGIES INC COMMON STOCK 695934109 4966 350000 SOLE 350000
PALL CORPORATION COMMON STOCK 696429307 23417 1086000 SOLE 1086000
PANTRY INC COMMON STOCK 698657103 3561 252100 SOLE 252100
PARK PLACE ENTERTAINMENT COMMON STOCK 700690100 28230 2258400 SOLE 2258400
PARKER HANNIFIN CORPORATI COMMON STOCK 701094104 24964 486500 SOLE 486500
PARTNER COMMUNIC -ADR COMMON STOCK 70211M109 1164 45000 SOLE 45000
PAXAR CORP COMMON STOCK 704227107 4737 561400 SOLE 561400
PAYCHEX INC COMMON STOCK 704326107 6240 156000 SOLE 156000
PAYLESS SHOESOURCE INC COMMON STOCK 704379106 21568 458900 SOLE 458900
PCORDER.COM INC COMMON STOCK 70453H107 5100 100000 SOLE 100000
PEGASUS COMMUNICATIONS COMMON STOCK 705904100 12219 125000 SOLE 125000
J C PENNY CO COMMON STOCK 708160106 4055 203400 SOLE 203400
PENNZOIL-QUAKER STATE CO COMMON STOCK 709323109 408 40000 SOLE 40000
PENTAIR INC COMMON STOCK 709631105 16632 432000 SOLE 432000
PEOPLESOFT, INC. COMMON STOCK 712713106 15181 712300 SOLE 712300
PERFORMANCE FOOD GP CO. COMMON STOCK 713755106 3342 137100 SOLE 137100
PERKINELMER INC COMMON STOCK 714046109 5482 131500 SOLE 131500
PHARMACIA & UPJOHN COMMON STOCK 716941109 26312 584700 SOLE 584700
PFIZER, INC. COMMON STOCK 717081103 12981 400200 SOLE 400200
PHELPS DODGE CORP. COMMON STOCK 717265102 1343 20000 SOLE 20000
PHILIP MORRIS COS COMMON STOCK 718154107 241632 10420800 SOLE 10420800
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 18527 394200 SOLE 394200
PHOENIX INV PARTNERS CONVERTIBLE BOND 719085AA0 7984 7817500 SOLE 7817500
PHONE.COM INC COMMON STOCK 71920Q100 3559 30700 SOLE 30700
PHOTRONIC LABS INC. COMMON STOCK 719405102 3280 114600 SOLE 114600
PHOTRONICS INC CONVERTIBLE BOND 719405AA0 5838 5000000 SOLE 5000000
PICCADILLY CAFETERIAS INC COMMON STOCK 719567109 3097 774300 SOLE 774300
PIER 1 IMPORTS INC-DEL COMMON STOCK 720279108 255 40000 SOLE 40000
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 9450 223000 SOLE 223000
PINNACLE SYSTEMS INC COMMON STOCK 723481107 8870 218000 SOLE 218000
PINNACLE WEST CAPITAL COMMON STOCK 723484101 3668 120000 SOLE 120000
PIONEER STANDARD ELECTRON COMMON STOCK 723877106 2644 183100 SOLE 183100
PITNEY BOWES COMMON STOCK 724479100 30273 626600 SOLE 626600
PLACER DOME INC. COMMON STOCK 725906101 5590 520000 SOLE 520000
PLANETRX.COM COMMON STOCK 727049108 1989 137200 SOLE 137200
PLUG POWER INC COMMON STOCK 72919P103 2825 100000 SOLE 100000
POLAROID CORP COMMON STOCK 731095105 22575 1200000 SOLE 1200000
POLICY MGMT SYSTEMS COMMON STOCK 731108106 3372 131900 SOLE 131900
POLO RALPH LAUREN CORP COMMON STOCK 731572103 2559 150000 SOLE 150000
POLYCOM INC COMMON STOCK 73172K104 1216 19100 SOLE 19100
POST PPTYS INC COMMON STOCK 737464107 2984 78000 SOLE 78000
POTASH CORP OF SASKATCHEW COMMON STOCK 73755L107 4795 99500 SOLE 99500
POTOMAC ELECTRIC POWER COMMON STOCK 737679100 35188 1534100 SOLE 1534100
POWER INTEGRATIONS INC COMMON STOCK 739276103 1198 25000 SOLE 25000
PRAXAIR INC. COMMON STOCK 74005P104 3069 61000 SOLE 61000
PRECISION CASTPARTS CORP COMMON STOCK 740189105 6770 257900 SOLE 257900
PRECISION DRILLING CORP COMMON STOCK 74022D100 4328 168500 SOLE 168500
PREDICTIVE SYSTEMS INC COMMON STOCK 74036W102 3648 55700 SOLE 55700
PRESIDENTIAL LIFE CORP COMMON STOCK 740884101 459 25000 SOLE 25000
PREVIEW SYSTEMS INC COMMON STOCK 741379101 947 14600 SOLE 14600
PRICE COMMUNICATIONS COMMON STOCK 741437305 23943 860859 SOLE 860859
T. ROWE PRICE ASSOCIATES COMMON STOCK 741477103 12071 326800 SOLE 326800
PRIME RETAIL COMMON STOCK 741570105 2925 520000 SOLE 520000
PRIMUS KNOWLEDGE SOLUTION COMMON STOCK 74163Q100 5592 123400 SOLE 123400
PRIMUS TELECOMM GROUP INC COMMON STOCK 741929103 11475 300000 SOLE 300000
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 483 33000 SOLE 33000
PRIDE INTL INC CONVERTIBLE BOND 741932AB3 5044 15000000 SOLE 15000000
PRISM FINANCIAL CORP COMMON STOCK 74264Q108 1125 200000 SOLE 200000
PROCTER AND GAMBLE CO COMMON STOCK 742718109 66 600 SOLE 600
PROFESSIONAL DETAILING COMMON STOCK 74312N107 257 8600 SOLE 8600
PROGENICS PHARMACEUTICALS COMMON STOCK 743187106 7478 153000 SOLE 153000
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 1578 27800 SOLE 27800
PROGRESSIVE CORP COMMON STOCK 743315103 31707 433600 SOLE 433600
PROJECT SOFTWARE & DEV COMMON STOCK 74339P101 14430 260000 SOLE 260000
PROSPERITY BANCSHARES COMMON STOCK 743606105 1080 67500 SOLE 67500
PROTECTION ONE ALARM CONVERTIBLE BOND 743659AL8 8431 17565000 SOLE 17565000
PROTEIN DESIGN LABS INC. COMMON STOCK 74369L103 17500 250000 SOLE 250000
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 48181 529100 SOLE 529100
PROXICOM INC COMMON STOCK 744282104 609 4900 SOLE 4900
PROXIM INC COMMON STOCK 744284100 20108 182800 SOLE 182800
PSINET INC 6.75 NVT CV PREFERRED STOCK 74437C309 4670 80000 SOLE 80000
PUBLIC SERVICE ENTER COMMON STOCK 744573106 48974 1406800 SOLE 1406800
PULITZER INC. COMMON STOCK 745769109 778 19300 SOLE 19300
PULTE CORP COMMON STOCK 745867101 128 5700 SOLE 5700
PURCHASEPRO.COM INC COMMON STOCK 746144104 30594 222500 SOLE 222500
QLT PHOTOTHERAPEUTICS INC COMMON STOCK 746927102 5875 100000 SOLE 100000
QRS CORP COMMON STOCK 74726X105 23557 224350 SOLE 224350
QLOGIC CORP COMMON STOCK 747277101 123439 772100 SOLE 772100
QUALCOMM INC. COMMON STOCK 747525103 735857 4172660 SOLE 4172660
QUANEX CORP COMMON STOCK 747620102 510 20000 SOLE 20000
QUANTA SERVICES INC COMMON STOCK 74762E102 410 14500 SOLE 14500
QUANTUM COR-DLT & STOR COMMON STOCK 747906204 3188 210800 SOLE 210800
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 489 16000 SOLE 16000
QUEST SOFTWARE INC COMMON STOCK 74834T103 8425 82600 SOLE 82600
QUESTAR CORP COMMON STOCK 748356102 390 26000 SOLE 26000
QUINTILES TRANSNAT REGD COMMON STOCK 748767100 47861 2561100 SOLE 2561100
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 2365 55000 SOLE 55000
RCM TECHNOLOGIES INC COMMON STOCK 749360400 259 15000 SOLE 15000
RCN CORPORATION COMMON STOCK 749361101 13701 282500 SOLE 282500
RH DONNELLEY CORP COMMON STOCK 74955W307 8704 461140 SOLE 461140
RSA SECURITY INC. COMMON STOCK 749719100 8525 110000 SOLE 110000
RF MICRO DEVICES INC COMMON STOCK 749941100 67822 991000 SOLE 991000
RADIAN GROUP INC COMMON STOCK 750236101 14139 296096 SOLE 296096
RADIO UNICA COMMUNICATION COMMON STOCK 75040Q106 1683 58300 SOLE 58300
RADISYS CORP COMMON STOCK 750459109 444 8700 SOLE 8700
RAINBOW RENTALS INC COMMON STOCK 750857104 1581 220000 SOLE 220000
RALSTON-RALSTON PURINA GP COMMON STOCK 751277302 268 9600 SOLE 9600
RAMP NETWORKS INC COMMON STOCK 751567108 4575 300000 SOLE 300000
RANGER OIL LTD COMMON STOCK 752805101 78 25000 SOLE 25000
RARE MEDIUM GROUP INC COMMON STOCK 75382N109 222 6500 SOLE 6500
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 6892 140300 SOLE 140300
RAVISENT TECHNOLOGIES COMMON STOCK 754440105 269 7000 SOLE 7000
RAYMOND JAMES FINANCIAL COMMON STOCK 754730109 280 15000 SOLE 15000
RAYONIER INC. COMMON STOCK 754907103 17876 370000 SOLE 370000
RAYTHEON CO- CL A COMMON STOCK 755111309 321 12945 SOLE 12945
RAYTHEON CO- CL B COMMON STOCK 755111408 10102 380300 SOLE 380300
READERS DIGEST ASSOC INC. COMMON STOCK 755267101 27056 925000 SOLE 925000
RECKSON ASSOC REALTY CORP COMMON STOCK 75621K106 9225 450000 SOLE 450000
RECKSON ASSOC REALTY - B COMMON STOCK 75621K304 220 9690 SOLE 9690
REDBACK NETWORKS COMMON STOCK 757209101 10668 60100 SOLE 60100
REGIS CORPORATION COMMON STOCK 758932107 3145 166600 SOLE 166600
REGIONS FINANCIAL CORP COMMON STOCK 758940100 6794 270400 SOLE 270400
RELIANCE GROUP HOLDINGS COMMON STOCK 759464100 7283 1089000 SOLE 1089000
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 4637 197850 SOLE 197850
RELIANT ENERGY INC. COMMON STOCK 75952J108 18849 824000 SOLE 824000
REMEDY CORP COMMON STOCK 759548100 13028 275000 SOLE 275000
RENAL CARE GROUP INC COMMON STOCK 759930100 9593 410400 SOLE 410400
RENT-WAY INC COMMON STOCK 76009U104 467 25000 SOLE 25000
REPUBLIC SERVICES INC COMMON STOCK 760759100 37591 2615000 SOLE 2615000
RES-CARE INC COMMON STOCK 760943100 159 12500 SOLE 12500
RESEARCH IN MOTION COMMON STOCK 760975102 3857 83500 SOLE 83500
RESMED INC COMMON STOCK 761152107 8350 200000 SOLE 200000
RESOURCEPHOENIX.COM INC COMMON STOCK 76122L106 3358 170000 SOLE 170000
REXALL SUNDOWN INC. COMMON STOCK 761648104 3094 300000 SOLE 300000
REYNOLDS & REYNOLDS CO A COMMON STOCK 761695105 5963 265000 SOLE 265000
RJ REYNOLDS TOBACCO HLDG COMMON STOCK 76182K105 28034 1590567 SOLE 1590567
ROBBINS & MEYERS INC CONVERTIBLE BOND 770196AA1 3373 3500000 SOLE 3500000
ROCKWELL INTL CORP COMMON STOCK 773903109 71875 1501300 SOLE 1501300
ROHM & HAAS CO COMMON STOCK 775371107 23607 580200 SOLE 580200
ROHN INDUSTRIES INC COMMON STOCK 775381106 104 36000 SOLE 36000
ROLLINS TRUCK LSWY COMMON STOCK 775741101 3511 294100 SOLE 294100
ROMAC INTERNATIONAL INC COMMON STOCK 775835101 3359 250000 SOLE 250000
ROSLYN BANCORP INC COMMON STOCK 778162107 2509 135600 SOLE 135600
ROSS STORES, INC. COMMON STOCK 778296103 33035 1841700 SOLE 1841700
ROYAL DUTCH PETROL- NY COMMON STOCK 780257804 387296 6408200 SOLE 6408200
RUBY TUESDAY INC COMMON STOCK 781182100 5875 323000 SOLE 323000
RUDDICK CORP COMMON STOCK 781258108 1758 113400 SOLE 113400
RUSSELL CORP COMMON STOCK 782352108 526 31400 SOLE 31400
RYAN'S FAMILY STK HOUSES COMMON STOCK 783519101 884 104000 SOLE 104000
RYERSON TULL INC COMMON STOCK 78375P107 10232 526400 SOLE 526400
RYLAND GROUP INC COMMON STOCK 783764103 4546 197100 SOLE 197100
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 54875 1125640 SOLE 1125640
SBA COMMUNICATIONS CORP COMMON STOCK 78388J106 375 20000 SOLE 20000
SCP POOL CORP COMMON STOCK 784028102 882 34000 SOLE 34000
SDL INC COMMON STOCK 784076101 101523 465700 SOLE 465700
SEI INVESTMENTS COMPANY COMMON STOCK 784117103 4177 35100 SOLE 35100
SFX ENTERTAINMNT,INC CL A COMMON STOCK 784178105 36549 1010000 SOLE 1010000
SLM HOLDING CORP COMMON STOCK 78442A109 8 200 SOLE 200
SLI INC COMMON STOCK 78442T108 339 25000 SOLE 25000
SPS TECHNOLOGIES INC. COMMON STOCK 784626103 5500 172200 SOLE 172200
SPX CORPORATION COMMON STOCK 784635104 41029 507700 SOLE 507700
S3 INCORPORATED CONVERTIBLE BOND 784849AC5 2801 3000000 SOLE 3000000
SABRE GROUP HOLDINGS COMMON STOCK 785905100 19516 380800 SOLE 380800
SAFEGUARD SCIENTIFICS COMMON STOCK 786449108 14586 90000 SOLE 90000
SAFEWAY INC. COMMON STOCK 786514208 43777 1231000 SOLE 1231000
SAGA SYSTEMS INC. COMMON STOCK 786610105 7576 380000 SOLE 380000
ST JUDE MEDICAL INC. COMMON STOCK 790849103 23875 778000 SOLE 778000
ST MARY LAND & EXPLOR COMMON STOCK 792228108 5049 204000 SOLE 204000
ST. PAUL COS. COMMON STOCK 792860108 58492 1736300 SOLE 1736300
SAKS INCORPORATED COMMON STOCK 79377W108 3564 229000 SOLE 229000
SALON.COM COMMON STOCK 79549F108 1418 283500 SOLE 283500
SALTON INC COMMON STOCK 795757103 836 25000 SOLE 25000
SANDISK CORP COMMON STOCK 80004C101 19856 206300 SOLE 206300
SANMINA CORPORATION COMMON STOCK 800907107 77423 775200 SOLE 775200
SANTA FE SNYDER CORP COMMON STOCK 80218K105 2328 291000 SOLE 291000
SAPIENT CORP COMMON STOCK 803062108 7611 54000 SOLE 54000
SARA LEE CORPORATION COMMON STOCK 803111103 8179 370700 SOLE 370700
SAUER INC COMMON STOCK 804137107 3172 350000 SOLE 350000
SAWTEC INC COMMON STOCK 805468105 479 7200 SOLE 7200
*** SCANA CORPORATION COMMON STOCK 805898103 9648 359000 SOLE 359000
HENRY SCHEIN INC. COMMON STOCK 806407102 133 10000 SOLE 10000
SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 109202 2588500 SOLE 2588500
SCHLUMBERGER, LTD. COMMON STOCK 806857108 17556 312100 SOLE 312100
SCHOOL SPECIALTY INC COMMON STOCK 807863105 2090 138200 SOLE 138200
SCHULMAN (A.) INC COMMON STOCK 808194104 5093 312200 SOLE 312200
CHARLES SCHWAB CORP. COMMON STOCK 808513105 124964 3256400 SOLE 3256400
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 153155 2753325 SOLE 2753325
SCIQUEST.COM INC COMMON STOCK 80908Q107 9143 115000 SOLE 115000
SEAGATE TECHNOLOGY COMMON STOCK 811804103 111182 2387800 SOLE 2387800
SEAGRAM CO LTD COMMON STOCK 811850106 55947 1245000 SOLE 1245000
SEAGRAM ACES 7.50 CV PREFERRED STOCK 811850205 12375 275000 SOLE 275000
SEACOR HOLDINGS INC COMMON STOCK 811904101 10459 202100 SOLE 202100
SEALED AIR CORP- NEW COMMON STOCK 81211K100 98 1900 SOLE 1900
SEALED AIR SR-A 4.0 VT CV PREFERRED STOCK 81211K209 12625 250000 SOLE 250000
SEARS ROEBUCK COMMON STOCK 812387108 44427 1459600 SOLE 1459600
SECURITY CAPITAL- A COMMON STOCK 81413P105 30149 48627 SOLE 48627
SEMTECH COMMON STOCK 816850101 10217 196000 SOLE 196000
SEMPRA ENERGY COMMON STOCK 816851109 4623 266100 SOLE 266100
SENIOR HOUSING PROP TRUST COMMON STOCK 81721M109 28 2290 SOLE 2290
SENSORMATIC ELECTRONI COMMON STOCK 817265101 3923 225000 SOLE 225000
SENSRMTC ELEC 6.5 CV 144A PREFERRED STOCK 817265200 3694 150000 SOLE 150000
SERENA SOFTWARE INC COMMON STOCK 817492101 5111 165200 SOLE 165200
SERVICE CORP INT'L COMMON STOCK 817565104 2289 330000 SOLE 330000
SHARED MEDICAL SYSTEMS COMMON STOCK 819486101 9464 185800 SOLE 185800
SHAW GROUP INC COMMON STOCK 820280105 5961 235500 SOLE 235500
SHAW INDUST INC COMMON STOCK 820286102 30472 1973900 SOLE 1973900
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 24058 1145600 SOLE 1145600
SHIRE PHARMACEUTICALS ADR COMMON STOCK 82481R106 4782 164200 SOLE 164200
SHOPKO STORES, INC. COMMON STOCK 824911101 11769 511700 SOLE 511700
SHURGARD STORAGE COMMON STOCK 82567D104 1020 44000 SOLE 44000
SIEBEL SYSTEMS INC COMMON STOCK 826170102 25200 300000 SOLE 300000
SIEBEL SYSTEMS 144A CONVERTIBLE BOND 826170AA0 4847 2500000 SOLE 2500000
SILICON GRAPHICS INC COMMON STOCK 827056102 2944 300000 SOLE 300000
SILICON STORAGE TECH COMMON STOCK 827057100 4550 110300 SOLE 110300
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 860 37500 SOLE 37500
SIMPSON MANU CO INC COMMON STOCK 829073105 131 3000 SOLE 3000
SINCLAIR BROADCAST 6.0 CV PREFERRED STOCK 829226505 1753 50000 SOLE 50000
SMARTDISK CORPORATION COMMON STOCK 83169Q105 1582 48300 SOLE 48300
SMITH (A.O.) CORP COMMON STOCK 831865209 477 21800 SOLE 21800
SMITH-GARDNER & ASSOC COMMON STOCK 832059109 500 29300 SOLE 29300
SMITH INTL, INC. COMMON STOCK 832110100 3354 67500 SOLE 67500
SMITHKLINE BEECHAM ADR COMMON STOCK 832378301 4446 69000 SOLE 69000
SMURFIT-STONE CONTAINER COMMON STOCK 832727101 13895 567142 SOLE 567142
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 2129 110600 SOLE 110600
SNAP-ON TOOLS CORP. COMMON STOCK 833034101 19307 726850 SOLE 726850
SODEXHO MARRIOTT SVCS COMMON STOCK 833793102 3900 300000 SOLE 300000
SOLECTRON CORPORATION COMMON STOCK 834182107 109175 1147700 SOLE 1147700
SOLUTIA INC COMMON STOCK 834376105 10499 680100 SOLE 680100
SONIC CORPORATION COMMON STOCK 835451105 345 12100 SOLE 12100
SONICWALL INC COMMON STOCK 835470105 2250 55900 SOLE 55900
SONOCO PROD CO COMMON STOCK 835495102 23059 1013580 SOLE 1013580
SONOSITE INC COMMON STOCK 83568G104 5430 171700 SOLE 171700
SOURCE INFORMATION MGMT COMMON STOCK 836151209 5504 328600 SOLE 328600
SOUTHDOWN INC COMMON STOCK 841297104 42343 820200 SOLE 820200
SOUTHERN CO COMMON STOCK 842587107 33281 1416200 SOLE 1416200
SOVEREIGN BANCORP INC COMMON STOCK 845905108 2519 338000 SOLE 338000
SPANISH BROADCASTING SYS COMMON STOCK 846425882 22794 566300 SOLE 566300
SPARTECH CORP COMMON STOCK 847220209 323 10000 SOLE 10000
SPORTSLINE.COM INC. COMMON STOCK 848934105 3258 65000 SOLE 65000
SPRINT CORP (FON GROUP) COMMON STOCK 852061100 382537 5683000 SOLE 5683000
STAFF LEASING INC COMMON STOCK 852381102 2595 273200 SOLE 273200
STAMPS.COM INC COMMON STOCK 852857101 5497 132050 SOLE 132050
STANDARD PACIFIC CORP COMMON STOCK 85375C101 110 10000 SOLE 10000
STANLEY WORKS COMMON STOCK 854616109 7670 254600 SOLE 254600
STAPLES INC. COMMON STOCK 855030102 23 1100 SOLE 1100
STAR GAS PARTNERS L.P. COMMON STOCK 85512C105 219 16539 SOLE 16539
STATEN ISLAND BANCORP INC COMMON STOCK 857550107 265 14700 SOLE 14700
STEWART ENTERPRISES COMMON STOCK 860370105 11 2300 SOLE 2300
STILLWATER MINING COMPANY COMMON STOCK 86074Q102 7746 243000 SOLE 243000
STMICROELECTRONICS NV- NY COMMON STOCK 861012102 222811 1471300 SOLE 1471300
STMICROELECTRONICS NV CONVERTIBLE BOND 861012AB8 4255 3100000 SOLE 3100000
STOLT COMEX SEAWAY- ADR COMMON STOCK 861567105 5644 513100 SOLE 513100
STONE ENERGY CORP. COMMON STOCK 861642106 14792 415200 SOLE 415200
STRIDE RITE COMMON STOCK 863314100 293 45000 SOLE 45000
STRUCTURAL DYNAMICS RES COMMON STOCK 863555108 2 167 SOLE 167
STUDENT ADVANTAGE INC COMMON STOCK 86386Q105 5704 257100 SOLE 257100
SUIZA FOODS CORP COMMON STOCK 865077101 238 6000 SOLE 6000
SUMMIT BANCORP COMMON STOCK 866005101 33297 1087250 SOLE 1087250
SUN MICROSYSTEMS INC. COMMON STOCK 866810104 303092 3914000 SOLE 3914000
SUNRISE ASST'D LIVING INC COMMON STOCK 86768K106 138 10000 SOLE 10000
SUNRISE ASST LIVING 144A CONVERTIBLE BOND 86768KAA4 2685 3409000 SOLE 3409000
SUNTERRA CORP COMMON STOCK 86787D109 288 25000 SOLE 25000
SUNTRUST BANKS,INC. COMMON STOCK 867914103 19245 279680 SOLE 279680
SUPERIOR INDUSTRIES INTL COMMON STOCK 868168105 241 9000 SOLE 9000
SUPERVALU INC. COMMON STOCK 868536103 32444 1622200 SOLE 1622200
SURMODICS INC COMMON STOCK 868873100 885 29500 SOLE 29500
SYBASE INCORPORATED COMMON STOCK 871130100 105995 6235000 SOLE 6235000
SYMANTEC CORP. COMMON STOCK 871503108 997 17000 SOLE 17000
SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 24522 385800 SOLE 385800
SYMYX TECHNOLOGIES INC COMMON STOCK 87155S108 1683 56100 SOLE 56100
SYNCOR INTL CORP-DEL COMMON STOCK 87157J106 6719 230700 SOLE 230700
SYNOPSYS INC COMMON STOCK 871607107 56805 851000 SOLE 851000
SYSCO CORP COMMON STOCK 871829107 23124 584500 SOLE 584500
TCF FINANCIAL CORP COMMON STOCK 872275102 1318 53000 SOLE 53000
THQ INC COMMON STOCK 872443403 568 24500 SOLE 24500
TJX COMPANIES, INC. COMMON STOCK 872540109 47176 2308300 SOLE 2308300
TNP ENTERPRISES INC COMMON STOCK 872594106 4583 111100 SOLE 111100
TRW, INC. COMMON STOCK 872649108 10787 207700 SOLE 207700
TALBOTS INC. COMMON STOCK 874161102 893 20000 SOLE 20000
TALK.COM, INC. COMMON STOCK 874264104 763 43000 SOLE 43000
TANDY CORP COMMON STOCK 875382103 264191 5371100 SOLE 5371100
TANNING TECHNOLOGY CORP COMMON STOCK 87588P101 4482 76050 SOLE 76050
TECHNE CORP COMMON STOCK 878377100 358 6500 SOLE 6500
TECHNITROL INC COMMON STOCK 878555101 2212 49700 SOLE 49700
TECHNOLOGY SOLUTIONS CO COMMON STOCK 87872T108 14410 440000 SOLE 440000
TECUMSEH PRODUCTS CO COMMON STOCK 878895200 288 6100 SOLE 6100
TEKELEC COMMON STOCK 879101103 11250 500000 SOLE 500000
TELENORTE LESTE PART-ADR COMMON STOCK 879246106 5518 216400 SOLE 216400
TELECOM ITALIA SPA - ADR COMMON STOCK 87927W106 112 800 SOLE 800
TELECORP PCS INC COMMON STOCK 879299105 4450 117100 SOLE 117100
TELEFLEX INC COMMON STOCK 879369106 1763 56300 SOLE 56300
TELEFONOS DE MEXICO SA CONVERTIBLE BOND 879403AD5 6519 5000000 SOLE 5000000
TELEMATE.NET SOFTWARE INC COMMON STOCK 87943L100 3487 214600 SOLE 214600
TELESP CELULAR PARTIC-ADR COMMON STOCK 87952L108 18183 429100 SOLE 429100
TELLABS INC COMMON STOCK 879664100 90877 1415800 SOLE 1415800
TELXON CORPORATION COMMON STOCK 879700102 4000 250000 SOLE 250000
TELXON CONVERTIBLE BOND 879700AC6 3141 3750000 SOLE 3750000
TEMPLE-INLAND INC COMMON STOCK 879868107 20968 318000 SOLE 318000
TENFOLD CORPORATION COMMON STOCK 88033A103 5076 127100 SOLE 127100
TENET HEALTHCARE COMMON STOCK 88033G100 31 1300 SOLE 1300
TENNECO AUTO COMMON STOCK 880349105 745 80000 SOLE 80000
TERADYNE INCORPORATED COMMON STOCK 880770102 67393 1021100 SOLE 1021100
TERAYON COMMUNICATION SYS COMMON STOCK 880775101 6281 100000 SOLE 100000
TEREX CORP COMMON STOCK 880779103 694 25000 SOLE 25000
TESORO PETROLEUM CORP. COMMON STOCK 881609101 6059 524000 SOLE 524000
TESORO PETROL 7.25 NVT CV PREFERRED STOCK 881609408 13200 1100000 SOLE 1100000
TEVA PHARM ADR COMMON STOCK 881624209 10538 147000 SOLE 147000
TETRA TECH INC COMMON STOCK 88162G103 9202 598526 SOLE 598526
TEXACO INC COMMON STOCK 881694103 126988 2338100 SOLE 2338100
TEXAS INDUSTRIES COMMON STOCK 882491103 553 13000 SOLE 13000
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 53611 553400 SOLE 553400
TEXAS REGIONAL BANCSHRS A COMMON STOCK 882673106 435 15000 SOLE 15000
TEXAS UTILITIES COMPANY COMMON STOCK 882848104 51967 1461300 SOLE 1461300
TEXTRON INC COMMON STOCK 883203101 145001 1890800 SOLE 1890800
THERMO INSTRUMENT CONV CONVERTIBLE BOND 883559AE6 3956 5000000 SOLE 5000000
THERMO ECOTEK 144A CONVERTIBLE BOND 88355RAB2 3744 5000000 SOLE 5000000
THERMO OPTEK 144A CONVERTIBLE BOND 883582AA6 6453 6535000 SOLE 6535000
THERMOQUEST 144A CONVERTIBLE BOND 883655AA0 9604 9775000 SOLE 9775000
THOMAS & BETTS CORP COMMON STOCK 884315102 6 200 SOLE 200
3DO COMPANY (THE) COMMON STOCK 88553W105 2187 240500 SOLE 240500
TIDEWATER INCORPORATED COMMON STOCK 886423102 38236 1062100 SOLE 1062100
TIFFANY & CO COMMON STOCK 886547108 224964 2520600 SOLE 2520600
TIMBERLAND COMPANY CL A COMMON STOCK 887100105 952 18000 SOLE 18000
TIME WARNER, INCORP. COMMON STOCK 887315109 374509 5170100 SOLE 5170100
TIMES MIRROR CO - CL A COMMON STOCK 887364107 6774 101100 SOLE 101100
TITAN CORP COMMON STOCK 888266103 5099 108200 SOLE 108200
TOLL BROTHERS INC COMMON STOCK 889478103 17806 956000 SOLE 956000
TOO INC COMMON STOCK 890333107 17907 1038101 SOLE 1038101
TORO CO COMMON STOCK 891092108 254 6800 SOLE 6800
TOSCO CORP COMMON STOCK 891490302 31211 1148000 SOLE 1148000
TOTAL FINA SA ADR COMMON STOCK 89151E109 50712 732300 SOLE 732300
TOWER AOTOMOTIVE INC COMMON STOCK 891707101 4241 274700 SOLE 274700
TOYS 'R' US INC. COMMON STOCK 892335100 9813 685600 SOLE 685600
TRANS WORLD ENTERTAINMENT COMMON STOCK 89336Q100 210 20000 SOLE 20000
TRANSKARYOTIC THER PVT COMMON STOCK 893735PVT 2561 70000 SOLE 70000
TRAVELERS PROP CASUALTY-A COMMON STOCK 893939108 17286 504700 SOLE 504700
TRANSWITCH CORP COMMON STOCK 894065101 522 7200 SOLE 7200
TRENDWEST RESORTS INC COMMON STOCK 894917103 79 3500 SOLE 3500
TRENWICK GROUP, INC. COMMON STOCK 895290104 3196 188677 SOLE 188677
TRIAD GUARANTY INC COMMON STOCK 895925105 569 25000 SOLE 25000
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 41391 1071600 SOLE 1071600
TRIBUNE CO COMMON STOCK 896047107 42740 776200 SOLE 776200
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 12597 427000 SOLE 427000
TRINITY INDUSTRIES COMMON STOCK 896522109 142 5000 SOLE 5000
TRITEL INC. COMMON STOCK 89675X104 1990 62800 SOLE 62800
TRITON PCS HOLDNGS INC A COMMON STOCK 89677M106 2685 59000 SOLE 59000
TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 47677 1066900 SOLE 1066900
TUPPERWARE CORP COMMON STOCK 899896104 68 4000 SOLE 4000
TUT SYSTEMS INC COMMON STOCK 901103101 311 5800 SOLE 5800
TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 12858 362200 SOLE 362200
24/7 MEDIA INC COMMON STOCK 901314104 9000 160000 SOLE 160000
TYCO INTL LTD COMMON STOCK 902124106 396471 10198600 SOLE 10198600
UAL CORPORATION COMMON STOCK 902549500 84566 1090300 SOLE 1090300
UCAR INTERNATIONAL COMMON STOCK 90262K109 3071 172400 SOLE 172400
USX-MARATHON GROUP COMMON STOCK 902905827 40290 1632000 SOLE 1632000
UST, INC. COMMON STOCK 902911106 29583 1174500 SOLE 1174500
US BANCORP COMMON STOCK 902973106 9713 407900 SOLE 407900
USA NETWORKS INC COMMON STOCK 902984103 44410 803800 SOLE 803800
USG CORP COMMON STOCK 903293405 39217 832200 SOLE 832200
USX-US STEEL GROUP INC COMMON STOCK 90337T101 10 300 SOLE 300
US ONCOLOGY INC COMMON STOCK 90338W103 395 80000 SOLE 80000
ULTIMATE ELECTRONICS INC COMMON STOCK 903849107 3713 150000 SOLE 150000
ULTRAMAR DIAMOND SHA COMMON STOCK 904000106 9570 421800 SOLE 421800
UNIBANCO GDR COMMON STOCK 90458E107 30909 1026000 SOLE 1026000
UNIFI INC COMMON STOCK 904677101 7082 575200 SOLE 575200
UNILEVER NV - NY SHARES COMMON STOCK 904784709 22 400 SOLE 400
UNICOM CORP. COMMON STOCK 904911104 55520 1657300 SOLE 1657300
UNIGRAPHICS SOLUTIONS INC COMMON STOCK 904928108 5400 200000 SOLE 200000
UNION CARBIDE CORPORATION COMMON STOCK 905581104 78865 1181500 SOLE 1181500
UNION PACIFIC COMMON STOCK 907818108 72282 1656900 SOLE 1656900
UNION PLANTERS CORP COMMON STOCK 908068109 15748 399324 SOLE 399324
UNIONBANCAL CORP COMMON STOCK 908906100 7209 182800 SOLE 182800
UNISYS CORPORATION COMMON STOCK 909214108 240 7500 SOLE 7500
UNITED HEALTHCARE CORP COMMON STOCK 910581107 68839 1295800 SOLE 1295800
UNITED RENTALS INC COMMON STOCK 911363109 176 10300 SOLE 10300
US CELLULAR CORP COMMON STOCK 911684108 5299 52500 SOLE 52500
US CELLULAR CORP 0% LYON CONVERTIBLE BOND 911684AA6 3855 4000000 SOLE 4000000
US WEST INC COMMON STOCK 91273H101 52027 722600 SOLE 722600
U.S. TRUST CORP COMMON STOCK 91288L105 64 800 SOLE 800
UNITED STATIONERS INC COMMON STOCK 913004107 286 10000 SOLE 10000
UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 152776 2350400 SOLE 2350400
UNITEDGLOBALCOM, INC. A COMMON STOCK 913247508 9309 131814 SOLE 131814
UNITEDGLOBALCOM 7.0 CVNVT PREFERRED STOCK 913247805 5060 78000 SOLE 78000
UNIVERSAL CORP COMMON STOCK 913456109 3648 159900 SOLE 159900
UNIVISION COMMUNICATIONS COMMON STOCK 914906102 21725 212600 SOLE 212600
UNOCAL CORP. COMMON STOCK 915289102 49740 1482000 SOLE 1482000
UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 12261 382400 SOLE 382400
US FREIGHTWAYS COMMON STOCK 916906100 3256 68000 SOLE 68000
URBAN OUTFITTERS INC COMMON STOCK 917047102 518 17800 SOLE 17800
USINTERNETWORKING INC COMMON STOCK 917311805 430 6150 SOLE 6150
USWEB CORP COMMON STOCK 917327108 16913 380600 SOLE 380600
UTILICORP UNITED INC COMMON STOCK 918005109 2430 125000 SOLE 125000
VF CORPORATION COMMON STOCK 918204108 13041 434700 SOLE 434700
VAIL RESORTS INC COMMON STOCK 91879Q109 2610 145500 SOLE 145500
VALASSIS COMMUNICATIONS COMMON STOCK 918866104 19587 463600 SOLE 463600
VALHI (HAL) CONVERTIBLE BOND 918905AC4 9552 15500000 SOLE 15500000
VALERO ENERGY CORP COMMON STOCK 91913Y100 13296 669000 SOLE 669000
VALUEVISION INTL INC-CL A COMMON STOCK 92047K107 4585 80000 SOLE 80000
VARCO INTERNATIONAL INC. COMMON STOCK 922126107 9370 919800 SOLE 919800
VARIAN INC. COMMON STOCK 922206107 698 31000 SOLE 31000
VARIAN SEMICONDUCTORS COMMON STOCK 922207105 1615 47500 SOLE 47500
VASTAR RESOURCES INC COMMON STOCK 922380100 111935 1897200 SOLE 1897200
VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 3831 154000 SOLE 154000
VERITAS SOFTWARE CORP COMMON STOCK 923436109 350155 2446500 SOLE 2446500
VERITY INC COMMON STOCK 92343C106 6972 163800 SOLE 163800
VERISIGN INC COMMON STOCK 92343E102 9547 50000 SOLE 50000
VIATEL INC COMMON STOCK 925529208 128 2385 SOLE 2385
VIANT CORP COMMON STOCK 92553N107 7039 71100 SOLE 71100
VIADOR INC COMMON STOCK 92553R108 5297 125000 SOLE 125000
VICOR CORP COMMON STOCK 925815102 243 6000 SOLE 6000
VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 49019 1550000 SOLE 1550000
VISX INC COMMON STOCK 92844S105 17409 336400 SOLE 336400
VITAL SIGNS INC COMMON STOCK 928469105 812 35500 SOLE 35500
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 235984 4500300 SOLE 4500300
VITRIA TECHNOLOGY INC COMMON STOCK 92849Q104 12730 54400 SOLE 54400
VULCAN MATERIALS CO COMMON STOCK 929160109 20688 518000 SOLE 518000
WMS INDS. INC. COMMON STOCK 929297109 131 10000 SOLE 10000
WPP CROUP PLC SPONS ADR COMMON STOCK 929309300 21945 264000 SOLE 264000
WABASH NATIONAL CORP COMMON STOCK 929566107 150 10000 SOLE 10000
WACHOVIA CORP. COMMON STOCK 929771103 24330 357800 SOLE 357800
WACKENHUT CORRECTIONS COMMON STOCK 929798106 175 15000 SOLE 15000
WAL-MART STORES INC. COMMON STOCK 931142103 816104 11806200 SOLE 11806200
WALDEN SR B 9.16 NVT CV PREFERRED STOCK 931210306 7911 327900 SOLE 327900
WALGREEN COMPANY COMMON STOCK 931422109 5517 188600 SOLE 188600
WALLACE COMPUTER COMMON STOCK 932270101 6324 380400 SOLE 380400
WALTER INDUSTRIES INC COMMON STOCK 93317Q105 1293 119583 SOLE 119583
WARNACO GROUP INC. COMMON STOCK 934390105 5945 482900 SOLE 482900
WARNER-LAMBERT COMMON STOCK 934488107 36724 448200 SOLE 448200
WASHINGTON FEDERAL INC COMMON STOCK 938824109 6559 332090 SOLE 332090
WASHINGTON MUTUAL SAV BNK COMMON STOCK 939322103 80519 3096900 SOLE 3096900
WASTE CONECTIONS INC COMMON STOCK 941053100 4826 334300 SOLE 334300
WASTE MANAGEMENT INC COMMON STOCK 94106L109 131484 7650000 SOLE 7650000
WATCHGUARD TECHNOLOGIES COMMON STOCK 941105108 3119 103100 SOLE 103100
WATER PIK TECHNOLOGIES COMMON STOCK 94113U100 765 80000 SOLE 80000
WATERS CORP COMMON STOCK 941848103 156149 2946200 SOLE 2946200
WASAU-MOSINEE PAPER CORP COMMON STOCK 943315101 2338 200000 SOLE 200000
WEATHERFORD INTL COMMON STOCK 947074100 6369 159476 SOLE 159476
DELL WEBB CORPORATION COMMON STOCK 947423109 3466 139000 SOLE 139000
WEBSTER FINANCIAL CORP COMMON STOCK 947890109 3692 156700 SOLE 156700
WEBTRENDS CORP COMMON STOCK 94844D104 6229 76900 SOLE 76900
WELLPOINT HEALTH NEW COMMON STOCK 94973H108 13240 200800 SOLE 200800
WELLS FARGO COMPANY COMMON STOCK 949746101 335773 8303500 SOLE 8303500
WENDY'S INTERNATIONAL COMMON STOCK 950590109 20017 970500 SOLE 970500
WEST TELESERVICES CORP COMMON STOCK 956188106 5322 217800 SOLE 217800
WESTERN RESOURCES INC COMMON STOCK 959425109 230 13500 SOLE 13500
WESTERN WIRELESS CLASS A COMMON STOCK 95988E204 15353 230000 SOLE 230000
WESTINGHOUSE AIR BRAKE CO COMMON STOCK 960386100 178 10000 SOLE 10000
WESTPOINT STEVENS INC COMMON STOCK 961238102 11046 631200 SOLE 631200
WESTVACO CORPORATION COMMON STOCK 961548104 12530 384050 SOLE 384050
WEYERHAEUSER CO COMMON STOCK 962166104 75887 1056744 SOLE 1056744
WHIRLPOOL CORP COMMON STOCK 963320106 32434 498500 SOLE 498500
WHITEHALL JEWELLERS INC COMMON STOCK 965063100 3876 105100 SOLE 105100
WHITNEY HOLDING CORP COMMON STOCK 966612103 297 8000 SOLE 8000
WHITTMAN-HART INC COMMON STOCK 966834103 456 8500 SOLE 8500
WILD OATS MARKETS INC COMMON STOCK 96808B107 3441 155100 SOLE 155100
WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 9975 214800 SOLE 214800
WILLIAMS COMMUN GRP COMMON STOCK 969455104 22861 790000 SOLE 790000
WILLIAMS COMPANIES INC COMMON STOCK 969457100 24679 807500 SOLE 807500
WILLIAMS-SONOMA INC COMMON STOCK 969904101 11095 241200 SOLE 241200
WIND RIVER SYSTEMS COMMON STOCK 973149107 3663 100000 SOLE 100000
WIND RIVER SYSTEMS CONVERTIBLE BOND 973149AC1 3803 3000000 SOLE 3000000
WINNEBAGO INDUSTRIES COMMON STOCK 974637100 241 12000 SOLE 12000
WINSTAR COMM COMMON STOCK 975515107 16179 215000 SOLE 215000
WORKFLOW MGMT INC COMMON STOCK 98137N109 429 15000 SOLE 15000
WORLD ACCESS INC CONVERTIBLE BOND 98141AAC5 1630 2000000 SOLE 2000000
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 1572 94900 SOLE 94900
XILINX INCORPORATED COMMON STOCK 983919101 47288 1040000 SOLE 1040000
XIRCOM INC COMMON STOCK 983922105 32190 429200 SOLE 429200
XEROX CORP. COMMON STOCK 984121103 29918 1318700 SOLE 1318700
XTRA CORP COMMON STOCK 984138107 9787 229600 SOLE 229600
YANKEE CANDLE INC COMMON STOCK 984757104 2463 151000 SOLE 151000
YELLOW CORP COMMON STOCK 985509108 3363 200000 SOLE 200000
YORK INTERNATIONAL CORP COMMON STOCK 986670107 4727 172300 SOLE 172300
YOUNG & RUBICAM INC COMMON STOCK 987425105 172135 2433000 SOLE 2433000
Z-TEL TECHNOLOGIES INC COMMON STOCK 988792107 2709 67100 SOLE 67100
ZALE CORP COMMON STOCK 988858106 60019 1240700 SOLE 1240700
ZAPME! CORPORATION COMMON STOCK 98912E100 2588 300000 SOLE 300000
ZEBRA TECH CORP CL A COMMON STOCK 989207105 977 16700 SOLE 16700
ZIONS BANCORPORATION COMMON STOCK 989701107 6156 104000 SOLE 104000
ZORAN CORP COMMON STOCK 98975F101 13938 250000 SOLE 250000
ZOLL MEDICAL CORP COMMON STOCK 989922109 6347 166200 SOLE 166200
ZOMAX INC COMMON STOCK 989929104 362 8000 SOLE 8000
LERNOUT & HAUSPIE SPEECH COMMON STOCK B5628B104 109079 2358450 SOLE 2358450
ACE LTD COMMON STOCK G0070K103 60370 3617700 SOLE 3617700
ANNUITY AND LIFE RE HLDNG COMMON STOCK G03910109 12130 464300 SOLE 464300
EL SITIO INC. COMMON STOCK G30177102 3124 85000 SOLE 85000
GEMSTAR INTL GROUP INC COMMON STOCK G3788V106 24938 350000 SOLE 350000
GLOBAL CROSSING LTD COMMON STOCK G3921A100 46332 926648 SOLE 926648
IPC HOLDINGS LTD COMMON STOCK G4933P101 4515 303536 SOLE 303536
LORAL SPACE & COMM COMMON STOCK G56462107 973 40000 SOLE 40000
LORAL SPACE&COMM 6.00 CV PREFERRED STOCK G56462149 11309 175000 SOLE 175000
OPENTV CORPORATION COMMON STOCK G67543101 281 3500 SOLE 3500
RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 12066 295200 SOLE 295200
SANTA FE INTL CORP COMMON STOCK G7805C108 57225 2211600 SOLE 2211600
TOMMY HILFIGER CORP COMMON STOCK G8915Z102 28511 1223000 SOLE 1223000
XL CAPITAL LIMITED COMMON STOCK G98255105 171682 3309534 SOLE 3309534
MILLICOM INTL CELLULAR SA COMMON STOCK L6388F102 1559 25000 SOLE 25000
SBS BROADCASTING SA COMMON STOCK L8137F102 1071 22000 SOLE 22000
STOLT COMEX SEAWAY COMMON STOCK L8873E103 4715 426200 SOLE 426200
STOLT-NEILSEN SA COMMON STOCK L88742108 570 40000 SOLE 40000
AUDIOCODES LTD COMMON STOCK M15342104 32283 350900 SOLE 350900
BACKWEB TECHNOLOGIES LTD COMMON STOCK M15633106 5443 129200 SOLE 129200
ECTEL LTD ADR COMMON STOCK M29925100 1825 100000 SOLE 100000
GALILEO TECHNOLOGY LTD COMMON STOCK M47298100 774 32100 SOLE 32100
GILAT SATELLITE NETWORKS COMMON STOCK M51474100 8313 70000 SOLE 70000
NUR MACROPRINTERS LTD COMMON STOCK M75165106 170 15000 SOLE 15000
ASM INTL N.V. COMMON STOCK N07045102 8627 375100 SOLE 375100
ASM LITHOGRAPHY HOLDING COMMON STOCK N07059111 3754 33000 SOLE 33000
CORE LAB. N.V. COMMON STOCK N22717107 4013 200000 SOLE 200000
ICTS INTERNATIONAL NV COMMON STOCK N43837108 2563 410000 SOLE 410000
KPNQWEST NV ADR COMMON STOCK N50919104 1275 20000 SOLE 20000
METRON TECHNOLOGY N.V. COMMON STOCK N5665B105 2117 131800 SOLE 131800
PANAMERICAN BEVERAGES COMMON STOCK P74823108 823 40000 SOLE 40000
ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 204203 4141000 SOLE 4141000
FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 74152 1612000 SOLE 1612000
</TABLE>
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 1,569
Form 13F Information Table Value Total: $52,213,487
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
