<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: OppenheimerFunds, Inc.
Address: 6803 S. Tucson Way
Englewood, CO 80112-3924
Form 13F File Number: 28-203
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Mark Corns
Title: Compliance Manager
Phone: (303) 768-2449
Signature, Place, and Date of Signing:
Mark Corns Englewood, CO August 14, 2000
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager: None
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 79572 948700 SOLE 948700
ACT MANUFACTURING COMMON STOCK 000973107 5749 123800 SOLE 123800
AFLAC CORP. COMMON STOCK 001055102 28339 616900 SOLE 616900
AES CORPORATION COMMON STOCK 00130H105 126509 2772800 SOLE 2772800
AES CORP CONVERTIBLE BOND 00130HAN5 8756 5000000 SOLE 5000000
AK STEEL HLDG CORP COMMON STOCK 001547108 2355 294350 SOLE 294350
AMFM, INC. COMMON STOCK 001693100 109234 1583100 SOLE 1583100
AMR CORPORATION - DEL COMMON STOCK 001765106 52714 1993900 SOLE 1993900
AMERICAN TELE & TELE COMMON STOCK 001957109 45146 1427554 SOLE 1427554
AT&T CORP - LIB MEDIA -A COMMON STOCK 001957208 19613 808800 SOLE 808800
AT&T WIRELESS GROUP COMMON STOCK 001957406 52979 1900600 SOLE 1900600
ATMI INC COMMON STOCK 00207R101 30160 648600 SOLE 648600
AVX CORP COMMON STOCK 002444107 22506 981200 SOLE 981200
AXA FINANCIAL, INC. COMMON STOCK 002451102 133069 3913800 SOLE 3913800
ABBOTT LABORATORIES COMMON STOCK 002824100 7299 163800 SOLE 163800
ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 18403 1510000 SOLE 1510000
ABGENIX INC COMMON STOCK 00339B107 34675 289300 SOLE 289300
ACCREDO HEALTH COMMON STOCK 00437V104 2858 82700 SOLE 82700
ACCRUE SOFTWARE INC COMMON STOCK 00437W102 4677 131750 SOLE 131750
ACE LTD 8.25 CV PRIDE NVT PREFERRED STOCK 004408209 16266 260000 SOLE 260000
ACLARA BIOSCIENCES INC COMMON STOCK 00461P106 229 4500 SOLE 4500
ACTEL CORPORATION COMMON STOCK 004934105 2327 51000 SOLE 51000
ACTIVE SOFTWARE INC COMMON STOCK 00504E100 8064 103800 SOLE 103800
ACTIVCARD SA -SPON ADR COMMON STOCK 00505N109 2926 152000 SOLE 152000
ACTUATE CORPORATION COMMON STOCK 00508B102 939 17600 SOLE 17600
ACUSON CORP COMMON STOCK 005113105 5805 430000 SOLE 430000
ADAC LABORATORIES COMMON STOCK 005313200 600 25000 SOLE 25000
ADAPTEC INC CONVERTIBLE BOND 00651FAC2 6750 8000000 SOLE 8000000
ADMINISTAFF INC COMMON STOCK 007094105 1778 28000 SOLE 28000
A.F.P. PROVIDA S.A. ADR COMMON STOCK 00709P108 1584 75000 SOLE 75000
ADOBE SYSTEMS INC. COMMON STOCK 00724F101 74035 569500 SOLE 569500
ADTRAN INC COMMON STOCK 00738A106 1617 27000 SOLE 27000
ADVANCE PARADIGM INC COMMON STOCK 007491103 4961 242000 SOLE 242000
ADVANCED DIGITAL INFO COMMON STOCK 007525108 287 18000 SOLE 18000
ADVANCDED MARKETING SVCS COMMON STOCK 00753T105 2240 121500 SOLE 121500
ADVANCED FIBRER COMM COMMON STOCK 00754A105 20459 451500 SOLE 451500
ADVO INC. COMMON STOCK 007585102 6426 153000 SOLE 153000
AEROFLEX INC COMMON STOCK 007768104 11925 240000 SOLE 240000
ADVANCED MICRO DEVICES COMMON STOCK 007903107 27771 359500 SOLE 359500
AEGON NV ADR COMMON STOCK 007924103 455 12780 SOLE 12780
ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 6430 109100 SOLE 109100
ADVENT SOFTWARE INC COMMON STOCK 007974108 38261 593200 SOLE 593200
AETHER SYSTEMS INC COMMON STOCK 00808V105 83886 409200 SOLE 409200
AETNA INC COMMON STOCK 008117103 36343 566200 SOLE 566200
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 455 10000 SOLE 10000
AFFYMETRIX, INC. COMMON STOCK 00826T108 78178 473450 SOLE 473450
AFFYMETRIX INC 4.75 144A CONVERTIBLE BOND 00826TAC2 9390 12000000 SOLE 12000000
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 17228 233604 SOLE 233604
AGRIBRANDS INTL INC COMMON STOCK 00849R105 7698 183560 SOLE 183560
AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 280 9100 SOLE 9100
AIRGATE PCS INC COMMON STOCK 009367103 2830 53850 SOLE 53850
AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 404 3400 SOLE 3400
ALAMOSA PCS HOLDINGS INC COMMON STOCK 011593100 1923 92100 SOLE 92100
ALBERTO-CULVER CO CL B COMMON STOCK 013068101 2359 77200 SOLE 77200
ALBERTSON'S INC COMMON STOCK 013104104 2544 76500 SOLE 76500
ALCAN ALUMINIUM LTD COMMON STOCK 013716105 28086 906000 SOLE 906000
ALCOA INC COMMON STOCK 013817101 166495 5741200 SOLE 5741200
ALCATEL ALSTHOM ADR COMMON STOCK 013904305 61892 930700 SOLE 930700
ALEXION PHARMACEUTICALS COMMON STOCK 015351109 4826 67500 SOLE 67500
ALKERMES INC COMMON STOCK 01642T108 3742 79400 SOLE 79400
ALKERMES INC CONVERTIBLE BOND 01642TAB4 4200 5000000 SOLE 5000000
ALLAIRE CORP COMMON STOCK 016714107 5035 137000 SOLE 137000
ALLEGHENY ENERGY INC COMMON STOCK 017361106 11268 411600 SOLE 411600
ALLERGAN INCORPORATED COMMON STOCK 018490102 22536 302500 SOLE 302500
ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 7182 106500 SOLE 106500
ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 32813 626500 SOLE 626500
ALLSTATE CORPORATION COMMON STOCK 020002101 6128 275400 SOLE 275400
ALLTEL CORP COMMON STOCK 020039103 23685 382400 SOLE 382400
ALPHA INDUSTRIES INC COMMON STOCK 020753109 7143 162100 SOLE 162100
ALPHARMA INC - CL A COMMON STOCK 020813101 15550 249800 SOLE 249800
ALTERA CORPORATION COMMON STOCK 021441100 47095 462000 SOLE 462000
ALTEON WEBSYSTEMS INC COMMON STOCK 02145A109 2782 27800 SOLE 27800
ALZA CORP CL. A COMMON STOCK 022615108 143485 2426800 SOLE 2426800
ALZA CORP CV CONVERTIBLE BOND 022615AC2 7875 10000000 SOLE 10000000
AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 1184 21600 SOLE 21600
AMERADA HESS CORP. COMMON STOCK 023551104 81158 1314300 SOLE 1314300
AMEREN CORP COMMON STOCK 023608102 11870 351700 SOLE 351700
AMERICA ONLINE INC. COMMON STOCK 02364J104 64627 1225400 SOLE 1225400
AMERICAN ELEC POWER COMMON STOCK 025537101 3555 120000 SOLE 120000
AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 95077 1824010 SOLE 1824010
AMERICAN FINANCIAL HLDGS COMMON STOCK 026075101 1470 92600 SOLE 92600
AMERICAN GENERAL COMMON STOCK 026351106 51960 851800 SOLE 851800
AMER GEN MIPS 6.0 NVT CV PREFERRED STOCK 02637G200 5625 75000 SOLE 75000
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 360653 6138780 SOLE 6138780
AMERICAN INTERNATIONAL GP COMMON STOCK 026874107 353408 3007731 SOLE 3007731
AMER MANAGEMENT SYSTEMS COMMON STOCK 027352103 9051 275700 SOLE 275700
AMER SOFTWARE, INC. COMMON STOCK 029683109 278 54300 SOLE 54300
AMERICAN STANDARD COS INC COMMON STOCK 029712106 51611 1258800 SOLE 1258800
AMERICAN TOWER CORP 144A CONVERTIBLE BOND 029912AE2 13211 13000000 SOLE 13000000
AMERICAN TOWER CORP CONVERTIBLE BOND 029912AF9 1524 1500000 SOLE 1500000
AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 13299 429000 SOLE 429000
AMERITRADE HLDG CORP 144A CONVERTIBLE BOND 03072HAA7 1215 2000000 SOLE 2000000
AMERITRADE HLDG CORP CONVERTIBLE BOND 03072HAB5 2430 4000000 SOLE 4000000
AMERUS LIFE HOLDINGS COMMON STOCK 030732101 206 10000 SOLE 10000
AMGEN INCORPORATED COMMON STOCK 031162100 423412 6027210 SOLE 6027210
AMKOR TECHNOLOGY INC COMMON STOCK 031652100 8482 240200 SOLE 240200
AMPHENOL CORP. CL A COMMON STOCK 032095101 622 9400 SOLE 9400
AMSOUTH BANCORPORATION COMMON STOCK 032165102 49967 3172500 SOLE 3172500
ANADARKO PETROLEM COMMON STOCK 032511107 26915 545800 SOLE 545800
ANADIGICS INC COMMON STOCK 032515108 2786 81800 SOLE 81800
ANALOG DEVICES INC. COMMON STOCK 032654105 167061 2198168 SOLE 2198168
ANAREN MICROWAVE INC COMMON STOCK 032744104 5807 44250 SOLE 44250
ANDREW CORP COMMON STOCK 034425108 8065 240300 SOLE 240300
ANDRX CORP COMMON STOCK 034551101 42080 658300 SOLE 658300
ANGLOGOLD LTD- SPON ADR COMMON STOCK 035128206 987 48000 SOLE 48000
ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 208132 2786700 SOLE 2786700
*** ANICOM INC COMMON STOCK 035250109 1516 404300 SOLE 404300
ANIXTER INTL INC COMMON STOCK 035290105 1935 73000 SOLE 73000
ANNTAYLOR STORES INC. COMMON STOCK 036115103 7490 226100 SOLE 226100
ANTEC CORPORATION COMMON STOCK 03664P105 27265 656000 SOLE 656000
ANTHRACITE CAPITAL INC COMMON STOCK 037023108 6203 870600 SOLE 870600
ANTIGENICS INC/DEL COMMON STOCK 037032109 73 4400 SOLE 4400
APACHE CORPORATION COMMON STOCK 037411105 9892 168200 SOLE 168200
APACHE CORP 6.5 CV ACES PREFERRED STOCK 037411600 5175 100000 SOLE 100000
APEX INC. COMMON STOCK 037548104 525 12000 SOLE 12000
APPLE COMPUTER INC COMMON STOCK 037833100 89902 1716500 SOLE 1716500
APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 1798 59300 SOLE 59300
APPLIED MATERIALS INC. COMMON STOCK 038222105 143608 1584640 SOLE 1584640
APPLIED POWER CL A COMMON STOCK 038225108 11357 339000 SOLE 339000
APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 93980 951700 SOLE 951700
APPLIED SIGNAL TECH COMMON STOCK 038237103 578 50000 SOLE 50000
APPNET INC COMMON STOCK 03831Q101 3980 110550 SOLE 110550
ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 10 1000 SOLE 1000
ARCHSTONE COMM TRUST COMMON STOCK 039581103 11521 547000 SOLE 547000
ARGOSY GAMING COMPANY COMMON STOCK 040228108 431 30000 SOLE 30000
ARKANSAS BEST CORP COMMON STOCK 040790107 99 10000 SOLE 10000
ARMOR HOLDINGS INC COMMON STOCK 042260109 4516 347400 SOLE 347400
ARROW ELECTRONICS INC COMMON STOCK 042735100 5704 184000 SOLE 184000
ARROW INTERNATIONAL INC COMMON STOCK 042764100 1240 37000 SOLE 37000
ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 10376 102800 SOLE 102800
ARTHROCARE CORP COMMON STOCK 043136100 1118 21000 SOLE 21000
ARVIN INDUSTRIES COMMON STOCK 043339100 2770 159400 SOLE 159400
ASHANTI GOLDFIELDS GDR COMMON STOCK 043743202 606 346120 SOLE 346120
ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 2700 100000 SOLE 100000
ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 16515 420100 SOLE 420100
ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 14726 382500 SOLE 382500
EXCITE@HOME 144A CONVERTIBLE BOND 045919AD9 6014 8500000 SOLE 8500000
ASSOCIATES FIRST CAP COMMON STOCK 046008108 62056 2781200 SOLE 2781200
ASTROPOWER COMMON STOCK 04644A101 5679 209350 SOLE 209350
ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 19509 569600 SOLE 569600
ATMEL CORP COMMON STOCK 049513104 102059 2767700 SOLE 2767700
AUDIOVOX CORP -CL A COMMON STOCK 050757103 11735 531900 SOLE 531900
AUTOMATIC DATA PROC COMMON STOCK 053015103 70981 1325200 SOLE 1325200
AUTONATION INC. COMMON STOCK 05329W102 30422 4307500 SOLE 4307500
AUTOZONE INC. COMMON STOCK 053332102 6600 300000 SOLE 300000
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 16313 390732 SOLE 390732
AVERY-DENNISON CORP COMMON STOCK 053611109 75126 1119200 SOLE 1119200
AVIRON COMMON STOCK 053762100 4230 137000 SOLE 137000
AVIS GROUP HOLDINGS, INC. COMMON STOCK 053790101 14484 772500 SOLE 772500
AVON PRODUCTS INC COMMON STOCK 054303102 58295 1310000 SOLE 1310000
AWARE INC/MASS COMMON STOCK 05453N100 1646 32200 SOLE 32200
AXENT TECHNOLOGIES INC COMMON STOCK 05459C108 8039 324000 SOLE 324000
AZTAR CORP COMMON STOCK 054802103 760 49000 SOLE 49000
BB&T CORPORATION COMMON STOCK 054937107 3390 142000 SOLE 142000
BJ SERVICES CO COMMON STOCK 055482103 938 15000 SOLE 15000
BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 38280 1160000 SOLE 1160000
BP AMOCO PLC - ADR COMMON STOCK 055622104 155543 2749934 SOLE 2749934
BMC SOFTWARE INC. COMMON STOCK 055921100 64997 1781500 SOLE 1781500
BALDOR ELECTRIC COMMON STOCK 057741100 3472 186400 SOLE 186400
BALL CORP COMMON STOCK 058498106 3164 98300 SOLE 98300
BANDAG INC COMMON STOCK 059815100 1285 53000 SOLE 53000
BANK OF AMERICA CORP. COMMON STOCK 060505104 142637 3317137 SOLE 3317137
BANK OF N Y CO COMMON STOCK 064057102 32768 704692 SOLE 704692
BANK ONE CORP COMMON STOCK 06423A103 77106 2902800 SOLE 2902800
C R BARD, INCORPORATED COMMON STOCK 067383109 132074 2744400 SOLE 2744400
BARRICK GOLD CORP COMMON STOCK 067901108 8948 492000 SOLE 492000
BARRA INC COMMON STOCK 068313105 1735 35000 SOLE 35000
BARRETT RESOURCES CORP COMMON STOCK 068480201 913 30000 SOLE 30000
BATTLE MT GLD 6.5 NVT CV PREFERRED STOCK 071593305 1000 33900 SOLE 33900
BAUSCH & LOMB INC COMMON STOCK 071707103 11606 150000 SOLE 150000
BAXTER INTERNATIONAL COMMON STOCK 071813109 31732 451300 SOLE 451300
BBV BANCO BHIF ADR COMMON STOCK 073297103 1450 100000 SOLE 100000
BEA SYSTEMS INC COMMON STOCK 073325102 33247 672500 SOLE 672500
BEA SYSTEMS INC CV 144A CONVERTIBLE BOND 073325AC6 6280 4000000 SOLE 4000000
BEAR STEARNS COMMON STOCK 073902108 8829 212100 SOLE 212100
BECKMAN COULTER INC COMMON STOCK 075811109 350 6000 SOLE 6000
BECTON DICKINSON & COMPAN COMMON STOCK 075887109 33596 1171100 SOLE 1171100
BED BATH & BEYOND INC. COMMON STOCK 075896100 28456 785000 SOLE 785000
BELDEN INC COMMON STOCK 077459105 2811 109700 SOLE 109700
BELL ATLANTIC CORPORATION COMMON STOCK 077853109 367852 7239400 SOLE 7239400
BELLSOUTH CORPORATION COMMON STOCK 079860102 282429 6625900 SOLE 6625900
BEMIS COMPANY, INC. COMMON STOCK 081437105 5894 175300 SOLE 175300
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 10969 300000 SOLE 300000
BERKSHIRE HATHAWAY- A COMMON STOCK 084670108 3551 66 SOLE 66
BERRY PETROLEUM - CL A COMMON STOCK 085789105 850 50000 SOLE 50000
BEST BUY COMPANY INC. COMMON STOCK 086516101 224297 3546200 SOLE 3546200
BESTFOODS COMMON STOCK 08658U101 388 5600 SOLE 5600
BIOCRYST PHARM INC COMMON STOCK 09058V103 287 10000 SOLE 10000
BIOGEN INC. COMMON STOCK 090597105 108057 1675300 SOLE 1675300
BIOMET INC. COMMON STOCK 090613100 9602 249800 SOLE 249800
BIOVAIL CORP 6.75 CV PREFERRED STOCK 09067J208 5413 100000 SOLE 100000
BIOSITE DIAGNOSTICS INC COMMON STOCK 090945106 578 12000 SOLE 12000
BLACK & DECKER CORPORATIO COMMON STOCK 091797100 11794 300000 SOLE 300000
H & R BLOCK INCORPORATED COMMON STOCK 093671105 10117 312500 SOLE 312500
BLUE WAVE SYSTEMS INC COMMON STOCK 096081104 2047 198500 SOLE 198500
BLUESTONE SOFTWARE COMMON STOCK 09623P102 170 6600 SOLE 6600
BLYTH INC. COMMON STOCK 09643P108 227 7700 SOLE 7700
BOEING CO. COMMON STOCK 097023105 352421 8428600 SOLE 8428600
BOISE CASCADE CORP COMMON STOCK 097383103 5175 200000 SOLE 200000
BOOKHAM TECHNOLOGY -ADR COMMON STOCK 09856Q108 107420 1813000 SOLE 1813000
BORDERS GROUP COMMON STOCK 099709107 3330 214000 SOLE 214000
BOSTON PROPERTIES COMMON STOCK 101121101 44728 1158000 SOLE 1158000
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 3079 161000 SOLE 161000
BRAUN CONSULTING COMMON STOCK 105651103 3458 163700 SOLE 163700
BRAUNS FASHIONS CORP COMMON STOCK 105658108 3210 87500 SOLE 87500
BREAKAWAY SOLUTIONS INC COMMON STOCK 106372105 540 20000 SOLE 20000
BRIGGS & STRATTON CORP COMMON STOCK 109043109 1045 30500 SOLE 30500
BRINKER INTL INC. COMMON STOCK 109641100 25143 859600 SOLE 859600
BRISTOL-MYERS COMMON STOCK 110122108 232581 3992800 SOLE 3992800
BROADCOM CORP COMMON STOCK 111320107 31483 143800 SOLE 143800
BROADVISION INC COMMON STOCK 111412102 442 8700 SOLE 8700
BROADWING INC 6.75 CV VT PREFERRED STOCK 111620407 6110 130000 SOLE 130000
BROCADE COMM SYSTEMS COMMON STOCK 111621108 34523 188150 SOLE 188150
BROOKS AUTOMATION INC COMMON STOCK 11434A100 23845 372950 SOLE 372950
BROWN-FORMAN CORP COMMON STOCK 115637209 1650 30700 SOLE 30700
TOM BROWN INC COMMON STOCK 115660201 38745 1680000 SOLE 1680000
BROWN SHOE COMPANY INC COMMON STOCK 115736100 312 24000 SOLE 24000
BRUNSWICK CORPORATION COMMON STOCK 117043109 16760 1011900 SOLE 1011900
BUCA INC COMMON STOCK 117769109 5892 377100 SOLE 377100
BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 20598 898000 SOLE 898000
BURLINGTON RESOURCES INC. COMMON STOCK 122014103 3068 80200 SOLE 80200
BURR-BROWN CORP COMMON STOCK 122574106 1084 12500 SOLE 12500
BUSH BOAKE ALLEN INC. COMMON STOCK 123162109 1619 37000 SOLE 37000
BUSINESS OBJECTS SA ADR COMMON STOCK 12328X107 9121 103500 SOLE 103500
C&D TECHNOLOGIES INC COMMON STOCK 124661109 8509 150600 SOLE 150600
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 785 40000 SOLE 40000
CEC ENTERTAINMENT INC COMMON STOCK 125137109 1358 53000 SOLE 53000
CH ROBINSON WORLDWIDE COMMON STOCK 12541W100 594 12000 SOLE 12000
CIGNA CORP COMMON STOCK 125509109 94257 1008100 SOLE 1008100
C.I.T. GROUP COMMON STOCK 125577106 22076 1358500 SOLE 1358500
CSK AUTO CORP COMMON STOCK 125965103 12726 1682800 SOLE 1682800
CNET NETWORKS INC COMMON STOCK 12613R104 32 1300 SOLE 1300
CSX CORP COMMON STOCK 126408103 2839 134000 SOLE 134000
CT COMMUNICATIONS INC COMMON STOCK 126426402 597 21000 SOLE 21000
CTS CORP COMMON STOCK 126501105 509 11300 SOLE 11300
CUNO INC. COMMON STOCK 126583103 231 10000 SOLE 10000
CVS CORP COMMON STOCK 126650100 198064 4951600 SOLE 4951600
CV THERAPEUTICS INC COMMON STOCK 126667104 27576 397850 SOLE 397850
CABLEVISION SYSTEMS CL A COMMON STOCK 12686C109 31514 464300 SOLE 464300
CABLE DESIGN TECHNOLOGIES COMMON STOCK 126924109 1106 33000 SOLE 33000
CABOT CORP COMMON STOCK 127055101 8175 300000 SOLE 300000
CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 11884 560900 SOLE 560900
CABOT MICROELECTRONICS COMMON STOCK 12709P103 7430 162400 SOLE 162400
CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 411419 20192360 SOLE 20192360
CAL DIVE INTL INC COMMON STOCK 127914109 7380 136200 SOLE 136200
CALLAWAY GOLF CO. COMMON STOCK 131193104 5954 365000 SOLE 365000
CALLON PETROLUEM CORP COMMON STOCK 13123X102 2053 138000 SOLE 138000
CALPINE CORP COMMON STOCK 131347106 203536 3095600 SOLE 3095600
CAMBREX CORP COMMON STOCK 132011107 5288 117500 SOLE 117500
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 3596 122400 SOLE 122400
CAMINUS CORP COMMON STOCK 133766105 8347 340700 SOLE 340700
CAMPBELL SOUP CO COMMON STOCK 134429109 583 20000 SOLE 20000
CANADIAN 88 ENERGY CORP COMMON STOCK 13566G509 14 7000 SOLE 7000
CANADIAN PACIFIC LTD NEW COMMON STOCK 135923100 129995 4964000 SOLE 4964000
CANANDAIGUA WINE CO CL A COMMON STOCK 137219200 4338 86000 SOLE 86000
CAPITAL ONE FINANCIAL CP COMMON STOCK 14040H105 3682 82500 SOLE 82500
CARDINAL HEALTH INC COMMON STOCK 14149Y108 340 4600 SOLE 4600
CAREER EDUCATION CORP COMMON STOCK 141665109 679 14000 SOLE 14000
CAREMARK RX INC COMMON STOCK 141705103 6813 1000000 SOLE 1000000
CARLISLE COS INC COMMON STOCK 142339100 6062 134700 SOLE 134700
CARNIVAL CORP CL A COMMON STOCK 143658102 80083 4106800 SOLE 4106800
CARPENTER TECHNOLOGY COMMON STOCK 144285103 232 11000 SOLE 11000
CARRAMERICA REALTY GROUP COMMON STOCK 144418100 3260 123000 SOLE 123000
CARRIER ACCESS CORP COMMON STOCK 144460102 846 16000 SOLE 16000
CATERPILLAR INC COMMON STOCK 149123101 22100 652400 SOLE 652400
CELL GENESYS INC. COMMON STOCK 150921104 7000 250000 SOLE 250000
CELESTICA INC COMMON STOCK 15101Q108 12952 261000 SOLE 261000
CELGENE CORPORATION COMMON STOCK 151020104 1360 23100 SOLE 23100
CENTEX CORP COMMON STOCK 152312104 18565 790000 SOLE 790000
CENTIGRAM COMMUNICATIONS COMMON STOCK 152317103 2250 88000 SOLE 88000
CENTEX CONSTRUCTION INC COMMON STOCK 15231R109 5014 221000 SOLE 221000
CENTRAL GARDEN & PET CO CONVERTIBLE BOND 153527AC0 2036 3000000 SOLE 3000000
CENTRAL NEWSPAPERS - CL A COMMON STOCK 154647101 114 1800 SOLE 1800
CENTRAL PARKING CORP COMMON STOCK 154785109 23688 1000000 SOLE 1000000
CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 729 67000 SOLE 67000
CERIDIAN CORP COMMON STOCK 15677T106 6617 275000 SOLE 275000
CERNER CORPORATION COMMON STOCK 156782104 818 30000 SOLE 30000
CERUS CORP COMMON STOCK 157085101 1945 38000 SOLE 38000
CHARTER ONE FINANCIAL INC COMMON STOCK 160903100 25300 1100000 SOLE 1100000
CHARTER COMMUN INC -A COMMON STOCK 16117M107 22084 1343500 SOLE 1343500
CHARTERED SEMICOND -ADR COMMON STOCK 16133R106 3789 42100 SOLE 42100
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 201066 4365075 SOLE 4365075
CHECKFREE CORP. 144A CONVERTIBLE BOND 162816AA0 4825 5000000 SOLE 5000000
CHEESECAKE FACTORY (THE) COMMON STOCK 163072101 1238 45000 SOLE 45000
CHELSA GCA REALTY COMMON STOCK 163262108 3353 97000 SOLE 97000
CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 325 41872 SOLE 41872
CHESAPEAKE 7.0 NVT CV PREFERRED STOCK 165167305 21930 342650 SOLE 342650
CHEVRON CORPORATION COMMON STOCK 166751107 366492 4321200 SOLE 4321200
CHIEFTAIN INTL INC COMMON STOCK 16867C101 29646 1555200 SOLE 1555200
CHIQUITA 7.5 NVT CV SR B PREFERRED STOCK 170032502 1840 95300 SOLE 95300
CHIRON CORP COMMON STOCK 170040109 3544 74600 SOLE 74600
CHOICEPOINT INC COMMON STOCK 170388102 13848 311200 SOLE 311200
CHUBB CORPORATION COMMON STOCK 171232101 2030 33000 SOLE 33000
CIENA CORP COMMON STOCK 171779101 166287 997600 SOLE 997600
CINAR CORP CLASS B COMMON STOCK 171905300 1533 257600 SOLE 257600
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 8636 274700 SOLE 274700
CIRCUIT CITY STORES- CIR COMMON STOCK 172737108 59120 1781385 SOLE 1781385
CIRCOR INTERNATIONAL INC COMMON STOCK 17273K109 1023 125000 SOLE 125000
CIRRUS LOGIC INC COMMON STOCK 172755100 14880 930000 SOLE 930000
CIRRUS LOGIC INC 144A CONVERTIBLE BOND 172755AA8 9763 11000000 SOLE 11000000
CIRRUS LOGIC INC CONVERTIBLE BOND 172755AC4 6656 7500000 SOLE 7500000
CISCO COMMON STOCK 17275R102 1251919 19695900 SOLE 19695900
CITADEL COMMUNICATIONS COMMON STOCK 172853202 7110 202000 SOLE 202000
CITIGROUP INC. COMMON STOCK 172967101 1172453 19459798 SOLE 19459798
CITRIX SYSTEMS COMMON STOCK 177376100 40373 2131900 SOLE 2131900
CLARENT CORP COMMON STOCK 180461105 5463 76400 SOLE 76400
CLEAR CHANNEL COMM. COMMON STOCK 184502102 2250 30000 SOLE 30000
COASTAL CORP COMMON STOCK 190441105 110366 1813000 SOLE 1813000
COBALT NETWORKS INC COMMON STOCK 19074R101 16969 293200 SOLE 293200
COCA-COLA COMPANY COMMON STOCK 191216100 23 400 SOLE 400
COCA-COLA ENTERPRISES COMMON STOCK 191219104 2538 155600 SOLE 155600
COFLEXIP SPONSORED ADR COMMON STOCK 192384105 16359 270400 SOLE 270400
COGNEX CORPORATION COMMON STOCK 192422103 21036 406500 SOLE 406500
COGNOS INC COMMON STOCK 19244C109 7654 185000 SOLE 185000
COHERENT INC. COMMON STOCK 192479103 253311 3020100 SOLE 3020100
COINSTAR INC COMMON STOCK 19259P300 7 700 SOLE 700
KENNETH COLE PROD-A COMMON STOCK 193294105 1080 27000 SOLE 27000
COLLATERAL THERAPEUTICS COMMON STOCK 193921103 254 10000 SOLE 10000
COLGATE-PALMOLIVE COMPANY COMMON STOCK 194162103 31015 518000 SOLE 518000
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 806 30000 SOLE 30000
COMCAST CORP CL A SPCL COMMON STOCK 200300200 204051 5038300 SOLE 5038300
COMMERCE GROUP INC COMMON STOCK 200641108 1770 60000 SOLE 60000
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 5641 362500 SOLE 362500
COMMSCOPE INC COMMON STOCK 203372107 21498 524350 SOLE 524350
COMMSCOPE 144A CONVERTIBLE BOND 203372AA5 7656 7000000 SOLE 7000000
BRASIL DIS PAO ACU - ADR COMMON STOCK 20440T201 1404 43700 SOLE 43700
CIA CERVEJARIA BRAHMA ADR COMMON STOCK 20440X103 2876 169200 SOLE 169200
CIA PARANENSE ENER SP ADR COMMON STOCK 20441B407 4640 498300 SOLE 498300
COMPAQ COMPUTER CORP. COMMON STOCK 204493100 41411 1620000 SOLE 1620000
COMPASS BANCSHARES INC COMMON STOCK 20449H109 2986 175000 SOLE 175000
COMPUCREDIT CORP COMMON STOCK 20478N100 420 14000 SOLE 14000
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 380707 7437500 SOLE 7437500
COMPUTER SCIENCES CORP COMMON STOCK 205363104 10367 138800 SOLE 138800
COMPUWARE CORP COMMON STOCK 205638109 36140 3483400 SOLE 3483400
COMSTOCK RESOURCES INC COMMON STOCK 205768203 920 115000 SOLE 115000
COMVERSE TECHNOLOGY INC. COMMON STOCK 205862402 46640 501500 SOLE 501500
CONAGRA INC. COMMON STOCK 205887102 5343 280300 SOLE 280300
COM21 INC COMMON STOCK 205937105 8620 344800 SOLE 344800
CONCORD CAMERA CORP COMMON STOCK 206156101 1044 50000 SOLE 50000
CONECTIV INC COMMON STOCK 206829103 6345 407700 SOLE 407700
CONEXANT SYSTEMS WI COMMON STOCK 207142100 28582 587800 SOLE 587800
CONEXANT SYSTEMS INC 144A CONVERTIBLE BOND 207142AD2 7875 10000000 SOLE 10000000
CONOCO INC CL A COMMON STOCK 208251306 3956 179800 SOLE 179800
CONOCO INC - CL B WI COMMON STOCK 208251405 53694 2186000 SOLE 2186000
CONSECO INC COMMON STOCK 208464107 15136 1552400 SOLE 1552400
CONSTELLATION ENERGY GRP COMMON STOCK 210371100 16819 516500 SOLE 516500
CONTINENTAL AIRLINES CL B COMMON STOCK 210795308 66469 1414236 SOLE 1414236
COOPER CAMERON CORP COMMON STOCK 216640102 6602 100000 SOLE 100000
COOPER COMPANIES INC COMMON STOCK 216648402 3092 85000 SOLE 85000
COOPER INDUSTRIES INC COMMON STOCK 216669101 21260 652900 SOLE 652900
COORS (ADOLPH) - CL B COMMON STOCK 217016104 49465 817600 SOLE 817600
COORSTEK INC COMMON STOCK 217020106 1380 30000 SOLE 30000
COPART INC. COMMON STOCK 217204106 6488 405500 SOLE 405500
COPPER MOUNTAIN NETWORKS COMMON STOCK 217510106 83970 952850 SOLE 952850
CORINTHIAN SCHOOLS INC COMMON STOCK 218868107 7221 308100 SOLE 308100
CORIXA CORP COMMON STOCK 21887F100 859 20000 SOLE 20000
CORNING INC. COMMON STOCK 219350105 489920 1815360 SOLE 1815360
CORPORATE EXECUTIVE BOARD COMMON STOCK 21988R102 21711 362600 SOLE 362600
CORSAIR COMM INC COMMON STOCK 220406102 10738 373500 SOLE 373500
CORUS BANKSHARES INC COMMON STOCK 220873103 370 14000 SOLE 14000
CORVEL CORP COMMON STOCK 221006109 5142 208300 SOLE 208300
COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 693 21000 SOLE 21000
COUNTRY WIDE CR IND INC COMMON STOCK 222372104 44750 1476300 SOLE 1476300
COVANCE INC COMMON STOCK 222816100 3402 386000 SOLE 386000
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 3839 288000 SOLE 288000
COX COMMUNICATIONS INC.A COMMON STOCK 224044107 13764 302100 SOLE 302100
CRANE CO COMMON STOCK 224399105 3165 130200 SOLE 130200
CREDENCE SYSTEMS CORP COMMON STOCK 225302108 23973 434400 SOLE 434400
CREO PRODUCTS INC WI COMMON STOCK 225606102 8013 352200 SOLE 352200
CRESTLINE CAPITAL CORP. COMMON STOCK 226153104 341 20000 SOLE 20000
CRIIMI MAE 10.875 NVT CV PREFERRED STOCK 226603207 5708 337000 SOLE 337000
CRITICAL PATH INC. COMMON STOCK 22674V100 8747 150000 SOLE 150000
CROSS TIMBERS OIL CO COMMON STOCK 227573102 2434 110000 SOLE 110000
CROWN CASTLE INTL CORP COMMON STOCK 228227104 913 25000 SOLE 25000
CUBIST PHARMACEUTICALS COMMON STOCK 229678107 8860 179900 SOLE 179900
CUMMINS ENGINE COMPANY COMMON STOCK 231021106 2316 85000 SOLE 85000
CURAGEN CORP COMMON STOCK 23126R101 10505 276000 SOLE 276000
CUSEEME NETWORKS INC COMMON STOCK 231629106 712 78000 SOLE 78000
CYBEX COMPUTER PRODUCTS COMMON STOCK 232522102 890 21000 SOLE 21000
CYMER INC COMMON STOCK 232572107 1093 22900 SOLE 22900
CYPRESS SEMICONDUCTOR INC COMMON STOCK 232806109 87027 2059800 SOLE 2059800
CYPRESS SEMICONDUCTOR CONVERTIBLE BOND 232806AE9 4645 4000000 SOLE 4000000
CYTYC CORPORATION COMMON STOCK 232946103 11529 216000 SOLE 216000
DDI CORP /CA COMMON STOCK 233162106 3055 107200 SOLE 107200
DST SYSTEMS INC. COMMON STOCK 233326107 7925 104100 SOLE 104100
DSP GROUP COMMON STOCK 23332B106 24937 445300 SOLE 445300
DTE ENERGY CO COMMON STOCK 233331107 11177 365700 SOLE 365700
DALLAS SEMICONDUCTOR CORP COMMON STOCK 235204104 6960 170800 SOLE 170800
DANA CORP COMMON STOCK 235811106 7299 344500 SOLE 344500
DANAHER CORP COMMON STOCK 235851102 173 3500 SOLE 3500
DANKA BUSINESS SYS ADR COMMON STOCK 236277109 891 230000 SOLE 230000
DANKA BUSINESS SYSTEMS CONVERTIBLE BOND 236277AB5 2740 4000000 SOLE 4000000
DARDEN RESTAURANTS INC COMMON STOCK 237194105 11486 706800 SOLE 706800
DATA RETURN CORP COMMON STOCK 23785M104 3700 127600 SOLE 127600
DATASCOPE CORP COMMON STOCK 238113104 1768 49100 SOLE 49100
DE BEERS CONS MINES LTD COMMON STOCK 240253302 3671 151000 SOLE 151000
DEERE & COMPANY COMMON STOCK 244199105 2716 73400 SOLE 73400
DELL COMPUTER CORP. COMMON STOCK 247025109 171267 3473100 SOLE 3473100
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 25820 1773031 SOLE 1773031
DELTA & PINE LAND CO COMMON STOCK 247357106 16631 663600 SOLE 663600
DELTA AIR LINES INC COMMON STOCK 247361108 12585 248900 SOLE 248900
DELTEK SYSTEMS INC COMMON STOCK 24785A108 303 51300 SOLE 51300
DELUXE CORPORATION COMMON STOCK 248019101 9232 391800 SOLE 391800
DENDRITE INT'L INC COMMON STOCK 248239105 13492 405000 SOLE 405000
DENTSPLY INTL INC COMMON STOCK 249030107 9509 308600 SOLE 308600
DEVELOPERS DIVERS REALTY COMMON STOCK 251591103 3914 262000 SOLE 262000
DEVON ENERGY CORP COMMON STOCK 25179M103 78724 1401100 SOLE 1401100
DEXTER CORP. COMMON STOCK 252165105 27835 579900 SOLE 579900
DIAGEO PLC- ADR COMMON STOCK 25243Q205 7113 200000 SOLE 200000
DIALOG SEMICONDUCTOR ADR COMMON STOCK 25250P108 5025 100000 SOLE 100000
DIAMOND OFFSHORE CNVLL CONVERTIBLE BOND 25271CAA0 4170 4000000 SOLE 4000000
DIAMOND TECH PARTNERS INC COMMON STOCK 252762109 959 10900 SOLE 10900
DIGTAL LIGHTWAVE COMMON STOCK 253855100 10589 105300 SOLE 105300
DIME BANCORP INC COMMON STOCK 25429Q102 9546 606100 SOLE 606100
WALT DISNEY COMPANY COMMON STOCK 254687106 82054 2114100 SOLE 2114100
DITECH COMMUNICATIONS COMMON STOCK 25500M103 586 6200 SOLE 6200
DOBSON COMMUNIC CORP A COMMON STOCK 256069105 3126 162400 SOLE 162400
DOCUMENTUM INC COMMON STOCK 256159104 42900 480000 SOLE 480000
DOLLAR GENERAL CORP. COMMON STOCK 256669102 2741 140575 SOLE 140575
DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 18175 423900 SOLE 423900
DONNELLEY (R.R.) & SONS COMMON STOCK 257867101 3317 147000 SOLE 147000
DOVER CORP COMMON STOCK 260003108 82918 2044200 SOLE 2044200
DOW CHEMICAL CO COMMON STOCK 260543103 96029 3181100 SOLE 3181100
DOW JONES & CO INC COMMON STOCK 260561105 18884 257800 SOLE 257800
DOWNEY FINANCIAL CORP COMMON STOCK 261018105 1421 49000 SOLE 49000
DRIL-QUIP COMMON STOCK 262037104 17269 369400 SOLE 369400
DUPONT (EI) DENEMOURS & C COMMON STOCK 263534109 333234 7616782 SOLE 7616782
DUKE ENERGY CORP COMMON STOCK 264399106 5747 101951 SOLE 101951
DUN & BRADSTREET CORP COMMON STOCK 26483B106 26169 914200 SOLE 914200
DUPONT PHOTOMASKS INC COMMON STOCK 26613X101 685 10000 SOLE 10000
DYNEGY INC COMMON STOCK 26816Q101 102605 1502000 SOLE 1502000
ECI TELECOMMUNICATIONS COMMON STOCK 268258100 2932 82000 SOLE 82000
EMC CORPORATION MASS COMMON STOCK 268648102 492795 6405136 SOLE 6405136
EMS TECH COMMON STOCK 26873N108 990 55000 SOLE 55000
ENSCO INTL INC COMMON STOCK 26874Q100 160336 4477100 SOLE 4477100
EOG RESOURCES INC COMMON STOCK 26875P101 63650 1900000 SOLE 1900000
EP MEDSYSTEMS INC COMMON STOCK 26881P103 3038 623200 SOLE 623200
E.SPIRE COMM INC COMMON STOCK 269153102 10 1416 SOLE 1416
E-TEK DYNAMICS INC COMMON STOCK 269240107 387804 1470000 SOLE 1470000
EAST WEST BANCORP INC. COMMON STOCK 27579R104 14375 1000000 SOLE 1000000
EASTMAN KODAK CO. COMMON STOCK 277461109 103572 1740700 SOLE 1740700
EATON CORP COMMON STOCK 278058102 15732 234800 SOLE 234800
EATON VANCE CORP COMMON STOCK 278265103 222 4800 SOLE 4800
ECHOSTAR COMM - A COMMON STOCK 278762109 828 25000 SOLE 25000
ECOLAB INCORPORATED COMMON STOCK 278865100 9141 234000 SOLE 234000
EDUCATION MANAGEMENT CORP COMMON STOCK 28139T101 347 19200 SOLE 19200
EDWARDS LIFESCIENCE COMMON STOCK 28176E108 740 40000 SOLE 40000
EFFICIENT NETWORKS INC COMMON STOCK 282056100 48268 656150 SOLE 656150
EFFICIENT NETWORKS 144A CONVERTIBLE BOND 282056AA8 4500 6000000 SOLE 6000000
EL PASO ELEC.-NEW WI COMMON STOCK 283677854 1566 140000 SOLE 140000
EL PASO ENERGY 4.75 CV PREFERRED STOCK 283678209 9656 150000 SOLE 150000
EL PASO ENERGY CORP COMMON STOCK 283905107 8201 161000 SOLE 161000
ELAN CORP PLC ADR COMMON STOCK 284131208 278790 5755658 SOLE 5755658
ELANTEC SEMICONDUCTOR INC COMMON STOCK 284155108 2019 29000 SOLE 29000
ELECTRO SCIENTIFIC COMMON STOCK 285229100 1937 44000 SOLE 44000
ELECTROGLAS INC. COMMON STOCK 285324109 4408 205000 SOLE 205000
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 27737 672400 SOLE 672400
ELECTRONICS FOR IMAGING COMMON STOCK 286082102 6472 255700 SOLE 255700
EMCOR GROUP CNV CONVERTIBLE BOND 29084QAC4 2925 3000000 SOLE 3000000
EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 106160 1758350 SOLE 1758350
EMMIS COMMUNICATIONS CORP COMMON STOCK 291525103 14179 342700 SOLE 342700
EMMIS COMM A 6.25 CV NVT PREFERRED STOCK 291525202 7830 135000 SOLE 135000
ENERGY EAST CORP COMMON STOCK 29266M109 5818 305200 SOLE 305200
ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 1635 89600 SOLE 89600
ENGELHARD CORP. COMMON STOCK 292845104 16923 991800 SOLE 991800
ENHANCE FINANCIAL SVCS GP COMMON STOCK 293310108 18737 1303425 SOLE 1303425
ENRON CORP COMMON STOCK 293561106 261083 4047800 SOLE 4047800
ENTERGY CORP COMMON STOCK 29364G103 9053 333000 SOLE 333000
ENZON INC COMMON STOCK 293904108 8500 200000 SOLE 200000
EQUIFAX INC. COMMON STOCK 294429105 3675 140000 SOLE 140000
EQUITABLE RESOURCES,INC. COMMON STOCK 294549100 13418 278100 SOLE 278100
EQUITY OFFICE PROP. COMMON STOCK 294741103 39653 1438673 SOLE 1438673
EQUITY RESIDENTIAL PROP COMMON STOCK 29476L107 17296 376000 SOLE 376000
EQY RS PRPS SER G 7.25 CV PREFERRED STOCK 29476L859 7313 325000 SOLE 325000
L.M. ERICSSON ADR COMMON STOCK 294821400 136291 6814528 SOLE 6814528
ESPEED INC. CL A. COMMON STOCK 296643109 7189 165500 SOLE 165500
ESPIRITO SANTO FINL ADR COMMON STOCK 29665F200 17232 957350 SOLE 957350
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 14678 611600 SOLE 611600
EXAR CORP COMMON STOCK 300645108 2877 33000 SOLE 33000
EXCEL TECHNOLOGY INC COMMON STOCK 30067T103 3094 61500 SOLE 61500
EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 7120 267400 SOLE 267400
EXODUS COMMUNICATIONS INC COMMON STOCK 302088109 56850 1234200 SOLE 1234200
EXPRESS SCRIPTS INC. COMMON STOCK 302182100 323 5200 SOLE 5200
EXTREME NETWORKS INC COMMON STOCK 30226D106 5755 54550 SOLE 54550
EXXON MOBIL CORP COMMON STOCK 30231G102 777141 9899889 SOLE 9899889
FPL GROUP INC. COMMON STOCK 302571104 6183 124900 SOLE 124900
FSI INTERNATIONAL INC COMMON STOCK 302633102 10529 485500 SOLE 485500
FX ENERGY INC COMMON STOCK 302695101 2673 470000 SOLE 470000
FACTORY 2-U STORES INC COMMON STOCK 303072102 8217 217300 SOLE 217300
FAMILY DOLLAR STORES COMMON STOCK 307000109 21521 1100100 SOLE 1100100
FASTENAL CO. COMMON STOCK 311900104 1266 25000 SOLE 25000
FEDERAL HOME LOAN MORTG COMMON STOCK 313400301 368493 9098600 SOLE 9098600
FANNIE MAE COMMON STOCK 313586109 161027 3085550 SOLE 3085550
FEDERATED DEPT STORES COMMON STOCK 31410H101 47159 1397300 SOLE 1397300
FEDEX CORPORATION COMMON STOCK 31428X106 25460 670000 SOLE 670000
FILENET CORPORATION COMMON STOCK 316869106 1305 71000 SOLE 71000
FINL SEC ASSURANCE HLDG COMMON STOCK 31769P100 23096 304400 SOLE 304400
FINISAR CORPORATION COMMON STOCK 31787A101 32488 1240600 SOLE 1240600
FINOVA GROUP, INC. COMMON STOCK 317928109 2509 193000 SOLE 193000
FIRST DATA CORP COMMON STOCK 319963104 81628 1644900 SOLE 1644900
FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 523 22500 SOLE 22500
FIRST HEALTH GROUP CORP COMMON STOCK 320960107 15012 457500 SOLE 457500
FIRST UNION CORP (N.C.) COMMON STOCK 337358105 55532 2238080 SOLE 2238080
FIRSTAR CORP COMMON STOCK 33763V109 59 2800 SOLE 2800
FIRSTENERGY CORP COMMON STOCK 337932107 4144 177300 SOLE 177300
FLEET BOSTON FINANCIAL COMMON STOCK 339030108 245932 7233287 SOLE 7233287
FLORIDA PROGRESS CORP COMMON STOCK 341109106 54398 1160500 SOLE 1160500
FLOUR CORPORATION COMMON STOCK 343861100 1913 60500 SOLE 60500
FORCENERGY INC. COMMON STOCK 345206205 16677 828679 SOLE 828679
FORD MOTOR CO COMMON STOCK 345370100 82956 1929200 SOLE 1929200
FOREST LABS, INC COMMON STOCK 345838106 30199 299000 SOLE 299000
FOREST OIL CORP COMMON STOCK 346091606 16177 1015000 SOLE 1015000
FORRESTER RESEARCH INC. COMMON STOCK 346563109 16761 230200 SOLE 230200
FORT JAMES CORP COMMON STOCK 347471104 13921 602000 SOLE 602000
FORTUNE BRANDS INC COMMON STOCK 349631101 8485 367900 SOLE 367900
FOUNDRY NETWORKS INC COMMON STOCK 35063R100 47158 428687 SOLE 428687
FOX ENTERTAINMENT GP-A COMMON STOCK 35138T107 35508 1169000 SOLE 1169000
FRANKLIN RESOURCES COMMON STOCK 354613101 1519 50000 SOLE 50000
FREEPORT-MAC 7.0 NVT CV PREFERRED STOCK 35671D501 6741 506400 SOLE 506400
FREEPORT MCMORAN COPPER B COMMON STOCK 35671D857 12303 1330000 SOLE 1330000
FRONTIER OIL CORP COMMON STOCK 35914P105 27273 3409100 SOLE 3409100
G & K SERVICES INC -CL A COMMON STOCK 361268105 962 38400 SOLE 38400
GATX CORP COMMON STOCK 361448103 925 27200 SOLE 27200
GBC BANCORP COMMON STOCK 361475106 1170 40000 SOLE 40000
GST TELECOMM INC. COMMON STOCK 361942105 191 200000 SOLE 200000
GPU INC COMMON STOCK 36225X100 27063 1000000 SOLE 1000000
GSI LUMONICS INC COMMON STOCK 36229U102 49319 1404100 SOLE 1404100
GTE CORP. COMMON STOCK 362320103 104922 1685500 SOLE 1685500
ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 1352 32200 SOLE 32200
GANNETT CO COMMON STOCK 364730101 87260 1458900 SOLE 1458900
GAP STORES COMMON STOCK 364760108 101402 3244850 SOLE 3244850
GASONICS INTERNATIONAL CP COMMON STOCK 367278108 789 20000 SOLE 20000
GATEWAY INC. COMMON STOCK 367626108 68622 1209200 SOLE 1209200
GAYLORD CNTAINER WT 11/02 WARRANTS 368145116 523 174300 SOLE 174300
GENENTECH INC COMMON STOCK 368710406 34882 202800 SOLE 202800
GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 10816 207000 SOLE 207000
GENERAL ELECTRIC CORP. COMMON STOCK 369604103 928125 17511800 SOLE 17511800
GENERAL MILLS INCORPORATE COMMON STOCK 370334104 12699 332000 SOLE 332000
GENERAL MOTORS COMMON STOCK 370442105 207083 3566550 SOLE 3566550
GENERAL MOTORS- CL H COMMON STOCK 370442832 22198 252971 SOLE 252971
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 7446 504800 SOLE 504800
GENTEX CORPORATION COMMON STOCK 371901109 23115 920000 SOLE 920000
GENRAD INC COMMON STOCK 372447102 1 100 SOLE 100
GENSET SP ADR COMMON STOCK 37244T104 89397 3865800 SOLE 3865800
GENTNER COMMUNICATIONS COMMON STOCK 37245J105 490 35000 SOLE 35000
GENUINE PARTS COMMON STOCK 372460105 4340 217000 SOLE 217000
GENTIVA HEALTH SERV COMMON STOCK 37247A102 650 80000 SOLE 80000
GEORGIA GULF CORP. COMMON STOCK 373200203 1103 53000 SOLE 53000
GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 1399 53300 SOLE 53300
GEORGIA PAC- TIMBER GP COMMON STOCK 373298702 897 41500 SOLE 41500
GETTY IMAGES INC COMMON STOCK 374276103 12727 343400 SOLE 343400
GETTY IMAGES INC 144A CONVERTIBLE BOND 374276AD5 4138 5000000 SOLE 5000000
GILEAD SCIENCES INC COMMON STOCK 375558103 136560 1920000 SOLE 1920000
GILLETTE COMPANY COMMON STOCK 375766102 98 2800 SOLE 2800
GILDAN ACTIVEWEAR INC CLA COMMON STOCK 375916103 1544 42000 SOLE 42000
GLOBAL MARINE COMMON STOCK 379352404 126207 4477400 SOLE 4477400
GLOBIX CORPORATION COMMON STOCK 37957F101 5863 200000 SOLE 200000
GOAMERICA INC COMMON STOCK 38020R106 4323 280000 SOLE 280000
GOLDEN STATE BANCORP COMMON STOCK 381197102 24664 1370204 SOLE 1370204
GOLDEN ST BANCORP WT 1/01 WARRANTS 381197136 700 622635 SOLE 622635
GOLDEN WEST FINANCIAL COR COMMON STOCK 381317106 10530 258000 SOLE 258000
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 81317 857100 SOLE 857100
B F GOODRICH COMMON STOCK 382388106 13455 395000 SOLE 395000
GRACO INC COMMON STOCK 384109104 588 18100 SOLE 18100
W.W. GRAINGER INC. COMMON STOCK 384802104 7210 234000 SOLE 234000
GRANITE CONSTRUCTION COMMON STOCK 387328107 490 20000 SOLE 20000
GRANT PRIDECO INC. COMMON STOCK 38821G101 362 14476 SOLE 14476
GREAT ATLANTIC & PAC COMMON STOCK 390064103 908 54600 SOLE 54600
GREAT PLAINS SOFTWARE INC COMMON STOCK 39119E105 116 5900 SOLE 5900
GREATER BAY BANCORP COMMON STOCK 391648102 1590 34000 SOLE 34000
GREEN MOUNTAIN COFFEE INC COMMON STOCK 393122106 915 52500 SOLE 52500
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 8625 460000 SOLE 460000
GREY ADVERTISING INC COMMON STOCK 397838103 520 1000 SOLE 1000
GREY WOLF INC COMMON STOCK 397888108 1450 290000 SOLE 290000
GRUPO CASA SABA DE-CV ADR COMMON STOCK 40048P104 2710 297000 SOLE 297000
GRUPO RADIO CENTRO ADR COMMON STOCK 40049C102 3664 322100 SOLE 322100
GRUPO TELEVISA,SA GDR COMMON STOCK 40049J206 183983 2668840 SOLE 2668840
GUCCI GROUP NV NY REG SHR COMMON STOCK 401566104 11844 125000 SOLE 125000
GUESS? INC COMMON STOCK 401617105 518 37000 SOLE 37000
GULF ISLAND FABRICATION COMMON STOCK 402307102 850 50000 SOLE 50000
HCA - THE HEALTHCARE CO COMMON STOCK 404119109 19094 628600 SOLE 628600
HRPT PROPERTIES TRUST COMMON STOCK 40426W101 140 22900 SOLE 22900
HSB GROUP INC COMMON STOCK 40428N109 350 11250 SOLE 11250
HS RESOURCES INC COMMON STOCK 404297103 1800 60000 SOLE 60000
HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 9539 260000 SOLE 260000
HALLIBURTON COMPANY COMMON STOCK 406216101 39302 832900 SOLE 832900
JOHN HANCOCK FINANCIAL COMMON STOCK 41014S106 95707 4040400 SOLE 4040400
HANDLEMAN CO COMMON STOCK 410252100 6815 545200 SOLE 545200
HANOVER COMPRESSOR CO COMMON STOCK 410768105 6080 160000 SOLE 160000
HARCOURT GENERAL INC COMMON STOCK 41163G101 451 8300 SOLE 8300
HARLAND (JOHN H.) CO COMMON STOCK 412693103 3170 212200 SOLE 212200
HARLEY DAVIDSON INC. COMMON STOCK 412822108 50350 1307800 SOLE 1307800
HARMONIC INC COMMON STOCK 413160102 35897 1450381 SOLE 1450381
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 4292 205000 SOLE 205000
HARTE-HANKS INC COMMON STOCK 416196103 10288 411500 SOLE 411500
HASBRO INCORPORATED COMMON STOCK 418056107 91003 6041700 SOLE 6041700
HEARME COMMON STOCK 421903105 1508 335000 SOLE 335000
HEALTHSOUTH CORP COMMON STOCK 421924101 4355 605900 SOLE 605900
HEALTH MGMT ASSOC INC A COMMON STOCK 421933102 24 1800 SOLE 1800
HEALTHCARE REALTY TRUST COMMON STOCK 421946104 288 16864 SOLE 16864
HEARTLAND EXPRESS INC COMMON STOCK 422347104 751 45000 SOLE 45000
HEIDRICK & STRUGGLES COMMON STOCK 422819102 9797 155200 SOLE 155200
H.J. HEINZ COMPANY COMMON STOCK 423074103 21630 494400 SOLE 494400
HELIX TECH CORP. COMMON STOCK 423319102 780 20000 SOLE 20000
HELMERICH & PAYNE COMMON STOCK 423452101 2243 60000 SOLE 60000
HENRY (JACK) & ASSOC COMMON STOCK 426281101 2356 47000 SOLE 47000
HERCULES, INC. COMMON STOCK 427056106 2320 165000 SOLE 165000
HERSHEY FOODS COPR COMMON STOCK 427866108 2323 47900 SOLE 47900
HEWLETT-PACKARD CO. COMMON STOCK 428236103 351323 2813400 SOLE 2813400
HEWLETT-PACKARD CO CONVERTIBLE BOND 428236AC7 19000 20000000 SOLE 20000000
HEXCEL CORP CONVERTIBLE BOND 428291AA6 2595 3000000 SOLE 3000000
HISPANIC BROADCASTING COR COMMON STOCK 43357B104 61030 1842400 SOLE 1842400
HOME DEPOT INC COMMON STOCK 437076102 635307 12722039 SOLE 12722039
HOMESTAKE MINING COMMON STOCK 437614100 7081 1030000 SOLE 1030000
HONEYWELL INTL INC COMMON STOCK 438516106 137115 4070212 SOLE 4070212
HOOPER HOLMES INC COMMON STOCK 439104100 640 80000 SOLE 80000
HORIZON GROUP PROPERTIES COMMON STOCK 44041U102 66 19822 SOLE 19822
HORMEL FOODS CORP COMMON STOCK 440452100 1664 99000 SOLE 99000
HOST MARRIOTT CORP. COMMON STOCK 44107P104 32813 3500000 SOLE 3500000
HOT TOPIC, INC. COMMON STOCK 441339108 1280 40000 SOLE 40000
HOUSEHOLD INTERNATIONAL. COMMON STOCK 441815107 215573 5186722 SOLE 5186722
HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 176482 1323200 SOLE 1323200
HUMAN GENOME SCIENCE 144A CONVERTIBLE BOND 444903AG3 5819 7000000 SOLE 7000000
HUNTINGTON BANCSHARES COMMON STOCK 446150104 1860 117600 SOLE 117600
IBP INC. COMMON STOCK 449223106 3859 250000 SOLE 250000
ICICI LTD. ADR COMMON STOCK 44926P202 160365 8552775 SOLE 8552775
ICU MEDICAL COMMON STOCK 44930G107 2498 92500 SOLE 92500
IMC GLOBAL INC COMMON STOCK 449669100 111 8502 SOLE 8502
ISS GROUP COMMON STOCK 450306105 19569 198200 SOLE 198200
IBASIS INC COMMON STOCK 450732102 6933 161000 SOLE 161000
ITT INDUSTRIES INC. COMMON STOCK 450911102 106161 3495000 SOLE 3495000
IDENTIX INC COMMON STOCK 451906101 640 40800 SOLE 40800
ILLINOIS TOOL WORKS COMMON STOCK 452308109 24499 429800 SOLE 429800
IMATION CORPORATION COMMON STOCK 45245A107 899 30600 SOLE 30600
IMAX CORP USD COMMON STOCK 45245E109 4705 206800 SOLE 206800
IMCLONE SYSTEMS COMMON STOCK 45245W109 23161 303000 SOLE 303000
IMMUNEX CORPORATION COMMON STOCK 452528102 133155 2693400 SOLE 2693400
IMPERIAL BANCORP COMMON STOCK 452556103 570 36600 SOLE 36600
IMPATH INC COMMON STOCK 45255G101 1899 35000 SOLE 35000
INAMED CORP COMMON STOCK 453235103 513 14000 SOLE 14000
INCO LTD. COMMON STOCK 453258402 14945 972000 SOLE 972000
INCO LTD CONVERTIBLE BOND 453258AH8 5493 10314000 SOLE 10314000
INCO LTD CONVERTIBLE BOND 453258AK1 8694 9700000 SOLE 9700000
INFINITY BROADCASTING - A COMMON STOCK 45662S102 178977 4911900 SOLE 4911900
INET TECHNOLOGIES INC COMMON STOCK 45662V105 5851 107850 SOLE 107850
INFOCUS CORPORATION COMMON STOCK 45665B106 2704 84000 SOLE 84000
INFORMATICA CORP COMMON STOCK 45666Q102 12471 152200 SOLE 152200
INFORTE CORP COMMON STOCK 45677R107 4468 124100 SOLE 124100
INGRAM MICRO INC CL A COMMON STOCK 457153104 11422 655000 SOLE 655000
INHALE THERAPEUTIC SYS IN COMMON STOCK 457191104 15728 155000 SOLE 155000
INNODATA CORP COMMON STOCK 457642205 469 50000 SOLE 50000
INPUT/OUTPUT INC. COMMON STOCK 457652105 3299 391000 SOLE 391000
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 8441 142312 SOLE 142312
INSITUFORM TECHNOLOGIES I COMMON STOCK 457667103 6247 230300 SOLE 230300
INTEGRATED DEVICE TECH COMMON STOCK 458118106 48403 808400 SOLE 808400
INTEGRATED SILICON SOL COMMON STOCK 45812P107 1976 52000 SOLE 52000
INTEL CORPORATION COMMON STOCK 458140100 1474065 11026200 SOLE 11026200
INTERACTIVE INTELL INC COMMON STOCK 45839M103 7350 196000 SOLE 196000
INTERACT COMMERCE CORP COMMON STOCK 45839Y107 615 52100 SOLE 52100
INTERMEDIA COM INC COMMON STOCK 458801107 14376 483217 SOLE 483217
INTL BUSINESS MAC CORP COMMON STOCK 459200101 717983 6553185 SOLE 6553185
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 202264 6700250 SOLE 6700250
INTL FIBERCOM INC COMMON STOCK 45950T101 13502 529500 SOLE 529500
INTERNATIONAL HOME FOODS COMMON STOCK 459655106 1895 90500 SOLE 90500
INTL GAME TECHNOLOGY COMMON STOCK 459902102 92016 3472320 SOLE 3472320
INTL PAPER CO COMMON STOCK 460146103 24636 826372 SOLE 826372
INTL RECTIFIER CORP. COMMON STOCK 460254105 47600 850000 SOLE 850000
INTERNET CAPITAL CRP CV CONVERTIBLE BOND 46059CAA4 5280 8000000 SOLE 8000000
INTERNET PICTURES CORP COMMON STOCK 46059S101 4240 280300 SOLE 280300
INTERPUBLIC GROUP COMMON STOCK 460690100 13330 310000 SOLE 310000
INTERPUBLIC GROUP CONVERTIBLE BOND 460690AJ9 7760 8000000 SOLE 8000000
INTERSIL HOLDING CORP COMMON STOCK 46069S109 18646 344900 SOLE 344900
INTRANET SOLUTIONS INC. COMMON STOCK 460939309 959 25000 SOLE 25000
INTERTAN INC COMMON STOCK 461120107 2486 211600 SOLE 211600
INTERTRUST TECH CORP COMMON STOCK 46113Q109 6156 299400 SOLE 299400
INTERWOVEN INC COMMON STOCK 46114T102 26330 239400 SOLE 239400
INTRABIOTICS PHARMAC COMMON STOCK 46116T100 667 25000 SOLE 25000
INTRAWARE INC COMMON STOCK 46118M103 145 9000 SOLE 9000
INTUIT INC COMMON STOCK 461202103 35942 868700 SOLE 868700
INVITROGEN CORP COMMON STOCK 46185R100 338 4500 SOLE 4500
INVESTORS FIN. SVCS COMMON STOCK 461915100 26416 665600 SOLE 665600
IONA TECH PLC - ADR COMMON STOCK 46206P109 2841 45100 SOLE 45100
IPALCO ENTERPRISES INC COMMON STOCK 462613100 8457 420200 SOLE 420200
IRON MOUNTAIN INC COMMON STOCK 462846106 12920 380000 SOLE 380000
ISLE OF CAPRI CASINOS COMMON STOCK 464592104 2306 170000 SOLE 170000
I2 TECHNOLOGIES COMMON STOCK 465754109 1282 12300 SOLE 12300
I2 TECHNOLOGIES INC CONVERTIBLE BOND 465754AF6 3085 2000000 SOLE 2000000
JDN REALTY COMMON STOCK 465917102 1630 160000 SOLE 160000
JDS UNIPHASE CORP COMMON STOCK 46612J101 1564483 13050950 SOLE 13050950
JABIL CIRCUIT INC COMMON STOCK 466313103 38211 770000 SOLE 770000
JEFFERSON-PILOT COMMON STOCK 475070108 36673 649800 SOLE 649800
JEFFERSON SMURFIT -ADR COMMON STOCK 47508W107 224 12700 SOLE 12700
JOHN NUVEEN CO - CL A COMMON STOCK 478035108 172 4100 SOLE 4100
JOHNSON & JOHNSON COMMON STOCK 478160104 328299 3222564 SOLE 3222564
JOHNSON CONTROLS COMMON STOCK 478366107 9462 184400 SOLE 184400
JONES APPAREL GROUP, INC. COMMON STOCK 480074103 54819 2332711 SOLE 2332711
JONES PHARMA INC COMMON STOCK 480236108 2430 60850 SOLE 60850
JUNIPER NETWORKS INC COMMON STOCK 48203R104 54659 375500 SOLE 375500
JUNIPER NETWORKS INC CONVERTIBLE BOND 48203RAA2 12432 11200000 SOLE 11200000
JUSTIN INDUS INC. COMMON STOCK 482171105 1028 47000 SOLE 47000
K.L.A. INSTRUMENT CORP. COMMON STOCK 482480100 41345 706000 SOLE 706000
KANA COMMUNICATIONS INC COMMON STOCK 483600102 10426 168500 SOLE 168500
KANSAS CITY PWR & LIGHT COMMON STOCK 485134100 387 17200 SOLE 17200
KANSAS CITY SOUTHERN INDS COMMON STOCK 485170104 53213 600000 SOLE 600000
KEANE,INC. COMMON STOCK 486665102 5212 241000 SOLE 241000
KEEBLER FOODS COMPANY COMMON STOCK 487256109 28508 767900 SOLE 767900
KELLOGG COMPANY COMMON STOCK 487836108 295 9900 SOLE 9900
KEMET CORP COMMON STOCK 488360108 20787 829400 SOLE 829400
KERR-MCGEE CORP COMMON STOCK 492386107 50999 865300 SOLE 865300
KERR-MCGEE CORP CONVERTIBLE BOND 492386AP2 4625 4000000 SOLE 4000000
KEY ENERGY SERVICES COMMON STOCK 492914106 4331 450000 SOLE 450000
KEY PRODUCTION COMPANY COMMON STOCK 493138101 613 35000 SOLE 35000
KEYCORP COMMON STOCK 493267108 11756 667000 SOLE 667000
KEYNOTE SYSTEMS INC COMMON STOCK 493308100 9477 134300 SOLE 134300
KIMBERLY-CLARK CORP. COMMON STOCK 494368103 163152 2843600 SOLE 2843600
KINDER MORGAN, INC. COMMON STOCK 49455P101 11129 322000 SOLE 322000
KING PHARMACEUTICALS INC COMMON STOCK 495582108 974 22200 SOLE 22200
KNIGHT-RIDDER INC COMMON STOCK 499040103 27987 526200 SOLE 526200
KNIGHT TRADING GROUP INC. COMMON STOCK 499063105 1628 54600 SOLE 54600
KOALA CORP COMMON STOCK 499866101 7006 496000 SOLE 496000
KOHLS CORPORATION COMMON STOCK 500255104 259491 4665000 SOLE 4665000
KONINKLIJKE PHILIPS COMMON STOCK 500472204 285 6000 SOLE 6000
KOPIN CORP COMMON STOCK 500600101 1316 19000 SOLE 19000
KROGER COMPANY COMMON STOCK 501044101 340568 15436500 SOLE 15436500
KULICKE & SOFFA IND. COMMON STOCK 501242101 8342 140500 SOLE 140500
LSI LOGIC CORPORATION COMMON STOCK 502161102 130815 2416900 SOLE 2416900
LSI LOGIC CORP CONVERTIBLE BOND 502161AE2 6338 6000000 SOLE 6000000
L-3 COMMUNICATIONS CORP COMMON STOCK 502424104 9826 172200 SOLE 172200
LABRANCHE & COMPANY COMMON STOCK 505447102 7272 505900 SOLE 505900
LADISH COMPANY INC COMMON STOCK 505754200 975 100000 SOLE 100000
LAFARGE CORPORATION COMMON STOCK 505862102 17609 838500 SOLE 838500
LAM RESEARCH CORPORATION COMMON STOCK 512807108 27499 733300 SOLE 733300
LAMAR ADVERTISING CO COMMON STOCK 512815101 6800 157000 SOLE 157000
LANDSTAR SYSTEMS INC COMMON STOCK 515098101 2079 34900 SOLE 34900
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 51028 738200 SOLE 738200
LEAP WIRELESS INTL INC COMMON STOCK 521863100 470 10000 SOLE 10000
LEAR CORP. COMMON STOCK 521865105 20786 1039300 SOLE 1039300
LEARNING TREE INTL COMMON STOCK 522015106 3553 58000 SOLE 58000
LEHMAN BROTHERS HOLDING W COMMON STOCK 524908100 161541 1708300 SOLE 1708300
LENNAR CORP CONVERTIBLE BOND 526057AA2 2044 5000000 SOLE 5000000
LEUCADIA NATIONAL CORP COMMON STOCK 527288104 684 30000 SOLE 30000
LEXMARK INTERNATIONAL INC COMMON STOCK 529771107 109510 1628400 SOLE 1628400
LIBERTY DIGITAL INC CL A COMMON STOCK 530436104 0 -1400 SOLE -1400
LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 1780 80000 SOLE 80000
LIFEMINDERS INC COMMON STOCK 53220Q105 9605 324900 SOLE 324900
LIGHTBRIDGE INC COMMON STOCK 532226107 931 39000 SOLE 39000
THE LIMITED INC. COMMON STOCK 532716107 42026 1943400 SOLE 1943400
LINCARE HOLDINGS INC. COMMON STOCK 532791100 3940 160000 SOLE 160000
LINCOLN NATIONAL CORP. COMMON STOCK 534187109 3042 84200 SOLE 84200
LINDSAY MANUFACTURING CO COMMON STOCK 535555106 4100 208900 SOLE 208900
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 40134 627700 SOLE 627700
LINENS 'N THINGS INC COMMON STOCK 535679104 5932 218700 SOLE 218700
LITTLELFUSE INC COMMON STOCK 537008104 2842 58000 SOLE 58000
LIZ CLAIBORNE COMMON STOCK 539320101 12172 345300 SOLE 345300
LOCAL FINANCIAL CORP COMMON STOCK 539553107 3338 400000 SOLE 400000
LOCKHEED MARTIN CORP COMMON STOCK 539830109 49625 2000000 SOLE 2000000
LONE STAR TECHNOLOGIES COMMON STOCK 542312103 2544 55000 SOLE 55000
LONGVIEW FIBRE CO COMMON STOCK 543213102 409 37000 SOLE 37000
LOUIS DREYFUS NATURAL GAS COMMON STOCK 546011107 10678 341000 SOLE 341000
LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 996 91600 SOLE 91600
LOWE'S COS., INC COMMON STOCK 548661107 201 4900 SOLE 4900
LUBYS INC. COMMON STOCK 549282101 720 90000 SOLE 90000
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 104156 1757900 SOLE 1757900
LUXOTTICA GROUP SPA ADR COMMON STOCK 55068R202 536 44000 SOLE 44000
LYNX THERAPEUTICS INC NEW COMMON STOCK 551812308 9888 207900 SOLE 207900
M & T BANK CORP COMMON STOCK 55261F104 90900 202000 SOLE 202000
MBNA CORPORATION COMMON STOCK 55262L100 154914 5711100 SOLE 5711100
MCN ENERGY GROUP INC COMMON STOCK 55267J100 4541 212455 SOLE 212455
MDSI MOBILE DATA SOLUTION COMMON STOCK 55268N100 4600 200000 SOLE 200000
MGC COMMUNICATIONS INC COMMON STOCK 552763302 24568 409900 SOLE 409900
MGIC INVESTMENT CORP COMMON STOCK 552848103 22195 487800 SOLE 487800
MGM GRAND INC. COMMON STOCK 552953101 23647 736078 SOLE 736078
MKS INTRUMENTS INC COMMON STOCK 55306N104 1565 40000 SOLE 40000
MMC NETWORKS INC COMMON STOCK 55308N102 21108 395000 SOLE 395000
MRV COMMUNICATIONS INC COMMON STOCK 553477100 5138 76400 SOLE 76400
MSC INDUST DIRECT COMMON STOCK 553530106 5473 261400 SOLE 261400
MACROVISION CORP COMMON STOCK 555904101 9646 150900 SOLE 150900
STEVEN MADDEN LTD COMMON STOCK 556269108 571 87000 SOLE 87000
MAGIC SOFTWARE ENTERPRISE COMMON STOCK 559166103 916 85700 SOLE 85700
MAGNA INTERNATIONAL CONVERTIBLE BOND 559222AE4 6581 6500000 SOLE 6500000
MAIL-WELL INC CONVERTIBLE BOND 560321AD3 4150 5000000 SOLE 5000000
MALLINCKRODT INC COMMON STOCK 561232109 1890 43500 SOLE 43500
MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 500 20000 SOLE 20000
MANOR CARE INC. COMMON STOCK 564055101 945 135000 SOLE 135000
MANPOWER INC. COMMON STOCK 56418H100 108121 3378770 SOLE 3378770
MANUFACTURED HOME COMM COMMON STOCK 564682102 1053 44000 SOLE 44000
MANUGISTICS GROUP INC COMMON STOCK 565011103 14025 300000 SOLE 300000
MANULIFE FIN CORP COMMON STOCK 56501R106 1573 88300 SOLE 88300
MAPINFO CORPORATION COMMON STOCK 565105103 2438 60000 SOLE 60000
MARK IV INDUSTRIES COMMON STOCK 570387100 14251 682700 SOLE 682700
MARSH & MCLENNAN COMMON STOCK 571748102 2914 27900 SOLE 27900
MARRIOTT INTL -A COMMON STOCK 571903202 7526 208700 SOLE 208700
MASCOTECH CONVERTIBLE BOND 574670AB1 3750 5000000 SOLE 5000000
MASTEC INC COMMON STOCK 576323109 630 16500 SOLE 16500
MATTEL INC COMMON STOCK 577081102 4333 328600 SOLE 328600
MATTSON TECHNOLOGY INC COMMON STOCK 577223100 585 18000 SOLE 18000
MAXTOR CORP COMMON STOCK 577729205 4753 450000 SOLE 450000
MAXIM INTERGATED PRODUCTS COMMON STOCK 57772K101 6372 93800 SOLE 93800
MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 28235 1176450 SOLE 1176450
MAVERICK TUBE CORP COMMON STOCK 577914104 1165 40000 SOLE 40000
MCCLATCHY COMPANY - CL A COMMON STOCK 579489105 2521 76100 SOLE 76100
MCDONALD'S CORPORATION COMMON STOCK 580135101 299982 9107600 SOLE 9107600
MCGRAW-HILL COMPANIES COMMON STOCK 580645109 22934 424700 SOLE 424700
MCLEODUSA INC CL A COMMON STOCK 582266102 856 41382 SOLE 41382
MCLEODUSA INC 6.75 CV PREFERRED STOCK 582266201 4466 7500 SOLE 7500
*** MCWHORTER TECHNOLOGIE COMMON STOCK 582803102 2908 149600 SOLE 149600
MEAD COMMON STOCK 582834107 18 700 SOLE 700
MEASUREMENT SPECIALTIES COMMON STOCK 583421102 1420 37000 SOLE 37000
MEDAREX INC COMMON STOCK 583916101 33885 401000 SOLE 401000
*** MEDIAONE GROUP COMMON STOCK 58440J104 1393 21000 SOLE 21000
MEDIMMUNE INC. COMMON STOCK 584699102 25537 345100 SOLE 345100
MEDQUIST INC. COMMON STOCK 584949101 768 22593 SOLE 22593
MEDTRONIC, INCORPORATED COMMON STOCK 585055106 43965 882600 SOLE 882600
MELLON FINANCIAL CORP COMMON STOCK 58551A108 43397 1191000 SOLE 1191000
MENTOR GRAPHICS CORP COMMON STOCK 587200106 12187 613200 SOLE 613200
MERANT PLC- SPON ADR COMMON STOCK 587336108 481 47200 SOLE 47200
MERCATOR SOFTWARE INC COMMON STOCK 587587106 13750 200000 SOLE 200000
MERCK & COMPANY COMMON STOCK 589331107 420311 5485300 SOLE 5485300
MERCURY INTERACTIVE COMMON STOCK 589405109 75852 784000 SOLE 784000
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 4839 439900 SOLE 439900
MERIX CORP COMMON STOCK 590049102 2820 60000 SOLE 60000
MERRILL LYNCH COMMON STOCK 590188108 110435 960300 SOLE 960300
META GROUP INC COMMON STOCK 591002100 193 10000 SOLE 10000
METASOLV SOFTWARE INC COMMON STOCK 591393103 3368 76550 SOLE 76550
METHODE ELECTRONICS CL A COMMON STOCK 591520200 22789 590000 SOLE 590000
METLIFE INC COMMON STOCK 59156R108 1902 90300 SOLE 90300
METRIS COMPANIES INC COMMON STOCK 591598107 1666 66300 SOLE 66300
METROMEDIA FIBER A COMMON STOCK 591689104 1191 30000 SOLE 30000
METTLER TOLEDO COMMON STOCK 592688105 15999 400000 SOLE 400000
MICHAELS STORES INC. COMMON STOCK 594087108 1374 30000 SOLE 30000
MICROSOFT CORPORATION COMMON STOCK 594918104 461209 5765117 SOLE 5765117
MICROCHIP TECHNOLOGY COMMON STOCK 595017104 8757 150300 SOLE 150300
MICROCELL TELECOMM INC -B COMMON STOCK 59501T304 70 1930 SOLE 1930
MICROFINANCIAL INC COMMON STOCK 595072109 5106 510600 SOLE 510600
MICROMUSE INC COMMON STOCK 595094103 114143 689750 SOLE 689750
MICRON TECHNOLOGY INC. COMMON STOCK 595112103 64964 737700 SOLE 737700
MID ATLANTIC MEDICAL SVCS COMMON STOCK 59523C107 1890 140000 SOLE 140000
MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 152385 1362100 SOLE 1362100
MILLENNIUM PHARMAC 144A CONVERTIBLE BOND 599902AA1 4474 3000000 SOLE 3000000
HERMAN MILLER INC COMMON STOCK 600544100 9833 380000 SOLE 380000
MILLIPORE CORP COMMON STOCK 601073109 17713 235000 SOLE 235000
MINIMED INC COMMON STOCK 60365K108 260 2200 SOLE 2200
MINNESOTA MINING & MFG CO COMMON STOCK 604059105 267127 3237900 SOLE 3237900
MIPS TECHNOLOGIES INC A COMMON STOCK 604567107 5313 125000 SOLE 125000
MITCHELL ENERGY & DEV-CLB COMMON STOCK 606592301 3084 96000 SOLE 96000
MITEL CORP COMMON STOCK 606711109 521 24800 SOLE 24800
MOBILE MINI INC COMMON STOCK 60740F105 229 10400 SOLE 10400
MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 5655 260000 SOLE 260000
MOLECULAR DEVICES CORP COMMON STOCK 60851C107 623 9000 SOLE 9000
MOLEX INC COMMON STOCK 608554101 149 3100 SOLE 3100
MOLEX INC. CL A COMMON STOCK 608554200 21592 616925 SOLE 616925
PHARMACIA 6.5 CV ACES PREFERRED STOCK 611662305 18191 402000 SOLE 402000
MONTANA POWER CO COMMON STOCK 612085100 2352 66600 SOLE 66600
MONY GROUP INC COMMON STOCK 615337102 2435 72000 SOLE 72000
MORAN ENERGY, INC. CONVERTIBLE BOND 616457AC1 186 200000 SOLE 200000
J.P. MORGAN & COMPANY COMMON STOCK 616880100 4735 43000 SOLE 43000
MORGAN STANLEY DEAN WITT COMMON STOCK 617446448 303338 3643700 SOLE 3643700
MOTOROLA INC. COMMON STOCK 620076109 74487 2563000 SOLE 2563000
MURPHY OIL CORP COMMON STOCK 626717102 75747 1274400 SOLE 1274400
MUTUAL RISK MGMT LTD 144A CONVERTIBLE BOND 628351AA6 9263 19500000 SOLE 19500000
MYLAN LABS COMMON STOCK 628530107 3103 170000 SOLE 170000
NBTY INC COMMON STOCK 628782104 1033 162000 SOLE 162000
NCR CORPORATION COMMON STOCK 62886E108 4906 126000 SOLE 126000
NTL INC COMMON STOCK 629407107 1198 20000 SOLE 20000
NVR INC COMMON STOCK 62944T105 7102 124600 SOLE 124600
NABISCO HOLDING CORP CL A COMMON STOCK 629526104 19425 370000 SOLE 370000
NABISCO GROUP HOLDINGS COMMON STOCK 62952P102 61861 2385000 SOLE 2385000
NABORS INDUSTRIES, INC. COMMON STOCK 629568106 101895 2451600 SOLE 2451600
NTL AUSTRAL BK 7.875 CV PREFERRED STOCK 632525309 22591 797900 SOLE 797900
NATL BANCORP OF ALASKA COMMON STOCK 632587101 1076 30000 SOLE 30000
NATIONAL CITY CORP COMMON STOCK 635405103 18301 1072600 SOLE 1072600
NAT COMM BANCORP COMMON STOCK 635449101 148 9200 SOLE 9200
NATIONAL COMPUTER SYSTEMS COMMON STOCK 635519101 22995 466900 SOLE 466900
NATIONAL DATA CORP COMMON STOCK 635621105 3427 149000 SOLE 149000
NATIONAL FUEL GAS CO COMMON STOCK 636180101 668 13700 SOLE 13700
NATL. SEMICONDUCTOR CORP. COMMON STOCK 637640103 632105 11138420 SOLE 11138420
NATIONWIDE FINANCIAL SVCS COMMON STOCK 638612101 33 1000 SOLE 1000
NEIMAN MARCUS GROUP CL A COMMON STOCK 640204202 1212 41000 SOLE 41000
NEOSE TECHNOLOGIES INC COMMON STOCK 640522108 5363 127500 SOLE 127500
NETWORK ASSOCIATES, INC. CONVERTIBLE BOND 640938AB2 14250 40000000 SOLE 40000000
NET PERCEPTIONS INC COMMON STOCK 64107U101 8731 550000 SOLE 550000
NETEGRITY INC COMMON STOCK 64110P107 904 12000 SOLE 12000
NETIQ CORP COMMON STOCK 64115P102 25746 431800 SOLE 431800
NETWORK APPLIANCE INC COMMON STOCK 64120L104 96278 1196000 SOLE 1196000
NETWORK PLUS CORP COMMON STOCK 64122D506 7813 550700 SOLE 550700
NEUBERGER BERMAN INC COMMON STOCK 641234109 8663 186300 SOLE 186300
NEUROGEN CORPORATION COMMON STOCK 64124E106 42591 1475000 SOLE 1475000
NEUROCRINE BIOSCIENCES COMMON STOCK 64125C109 12635 355300 SOLE 355300
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 6000 200000 SOLE 200000
NEW ENGLAND BUSINESS SVC COMMON STOCK 643872104 265 16300 SOLE 16300
NEWFOCUS INC COMMON STOCK 644383101 38188 465000 SOLE 465000
NEW FRONTIER MEDIA INC COMMON STOCK 644398109 3396 464400 SOLE 464400
NEW YORK TIMES CO COMMON STOCK 650111107 34614 876300 SOLE 876300
NEWELL RUBBERMAID INC COMMON STOCK 651229106 21615 839400 SOLE 839400
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 27453 701700 SOLE 701700
NEWMONT MINING CORP COMMON STOCK 651639106 9685 447871 SOLE 447871
NEWPARK RESOURCES INC COMMON STOCK 651718504 283 30000 SOLE 30000
NEWPORT CORP COMMON STOCK 651824104 242101 2254725 SOLE 2254725
NEWPORT NEWS SHIPBUILDING COMMON STOCK 652228107 809 22000 SOLE 22000
NEWS CORPORATION LTD ADR COMMON STOCK 652487703 132326 2428000 SOLE 2428000
NEWS CORP LTD ADR PFD COMMON STOCK 652487802 16627 350050 SOLE 350050
NEXTEL COMM INC CL A COMMON STOCK 65332V103 54408 889200 SOLE 889200
NEXTEL PARTNERS INC CL A COMMON STOCK 65333F107 6571 201800 SOLE 201800
NICE SYSTEMS LTD ADR COMMON STOCK 653656108 1544 20000 SOLE 20000
NICOR INC COMMON STOCK 654086107 2718 83300 SOLE 83300
NIKE INCORPORATED CL. B COMMON STOCK 654106103 39813 1000000 SOLE 1000000
NOBLE AFFILIATES COMMON STOCK 654894104 21888 587600 SOLE 587600
NOKIA CORP ADR A COMMON STOCK 654902204 623621 12488040 SOLE 12488040
NOBLE DRILLING CORP COMMON STOCK 655042109 111371 2704000 SOLE 2704000
NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 29594 1989500 SOLE 1989500
NORTEL NETWORKS CORP. COMMON STOCK 656568102 806052 11810280 SOLE 11810280
NORTHEAST UTILITIES COMMON STOCK 664397106 5981 275000 SOLE 275000
NORTHERN TRUST CORP COMMON STOCK 665859104 4613 70900 SOLE 70900
NORTHROP CORPORATION COMMON STOCK 666807102 6705 101200 SOLE 101200
NORTHWEST AIRLINES CORP A COMMON STOCK 667280101 1522 50000 SOLE 50000
NOVA CHEMICALS CORP COMMON STOCK 66977W109 645 30000 SOLE 30000
NOVELL INCORPORATED COMMON STOCK 670006105 31783 3436000 SOLE 3436000
NOVELLUS SYSTEMS INC. COMMON STOCK 670008101 54018 955000 SOLE 955000
NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 2438 81100 SOLE 81100
NSTAR COMMON STOCK 67019E107 4506 110742 SOLE 110742
NUCOR CORP COMMON STOCK 670346105 3943 118800 SOLE 118800
NUMERICAL TECHNOLOGIES COMMON STOCK 67053T101 4863 100000 SOLE 100000
OAK TECHNOLOGY INC. COMMON STOCK 671802106 18759 870000 SOLE 870000
OAKLEY INC COMMON STOCK 673662102 1495 130000 SOLE 130000
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 38412 1823700 SOLE 1823700
OFFICEMAX INC. COMMON STOCK 67622M108 9500 1900000 SOLE 1900000
OFFSHORE LOGISTICS 144A CONVERTIBLE BOND 676255AD4 4600 5000000 SOLE 5000000
OLD KENT FINANCIAL COMMON STOCK 679833103 9844 367988 SOLE 367988
OLD REPUBLIC INTL COMMON STOCK 680223104 660 40000 SOLE 40000
OMNICOM GROUP COMMON STOCK 681919106 94665 1062900 SOLE 1062900
1-800 CONTACTS INC COMMON STOCK 681977104 1175 25000 SOLE 25000
ON ASSIGNMENT INC COMMON STOCK 682159108 2959 97000 SOLE 97000
ONEOK INC COMMON STOCK 682680103 54 2100 SOLE 2100
ONI SYSTEMS CORP COMMON STOCK 68273F103 24132 205900 SOLE 205900
ONYX SOFTWARE CORP COMMON STOCK 683402101 74 2500 SOLE 2500
OPTIMAL ROBOTICS CORP COMMON STOCK 68388R208 10409 271250 SOLE 271250
ORACLE CORPORATION COMMON STOCK 68389X105 826427 9831100 SOLE 9831100
OPTION CARE INC. COMMON STOCK 683948103 325 65000 SOLE 65000
ORBITAL SCIENCES CORP CONVERTIBLE BOND 685564AC0 4058 6000000 SOLE 6000000
OWENS CORNING COMMON STOCK 69073F103 4343 469500 SOLE 469500
OXFORD HEALTH PLANS INC. COMMON STOCK 691471106 1191 50000 SOLE 50000
PC CONNECTION COMMON STOCK 69318J100 2480 43500 SOLE 43500
PECO ENERGY COMPANY COMMON STOCK 693304107 39075 969300 SOLE 969300
PG & E CORPORATION COMMON STOCK 69331C108 17353 704700 SOLE 704700
PFF BANCORP COMMON STOCK 69331W104 365 20000 SOLE 20000
PE CORP CL. G WTS 9/03 WARRANTS 69332S110 7 249 SOLE 249
PF CHANGS CHINA BISTRO COMMON STOCK 69333Y108 14496 453900 SOLE 453900
PLX TECHNOLOGY INC COMMON STOCK 693417107 1847 44500 SOLE 44500
PMC- SIERRA INC COMMON STOCK 69344F106 63150 355400 SOLE 355400
THE PMI GROUP INC COMMON STOCK 69344M101 50692 1067200 SOLE 1067200
PNC FINANCIAL SERVICES COMMON STOCK 693475105 49538 1056800 SOLE 1056800
PPG INDUSTRIES, INC. COMMON STOCK 693506107 34577 780300 SOLE 780300
PPL CORP COMMON STOCK 69351T106 12594 574100 SOLE 574100
PRI AUTOMATION INC. COMMON STOCK 69357H106 4008 61300 SOLE 61300
PACCAR CORPORATION COMMON STOCK 693718108 3711 93500 SOLE 93500
PACIFIC SUNWARE OF CALIF COMMON STOCK 694873100 2250 120000 SOLE 120000
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 5026 83500 SOLE 83500
PACKAGING CORP OF AMERICA COMMON STOCK 695156109 3797 375000 SOLE 375000
PACTIV CORP COMMON STOCK 695257105 6935 880600 SOLE 880600
PAINE WEBBER GROUP COMMON STOCK 695629105 8782 193000 SOLE 193000
PALL CORPORATION COMMON STOCK 696429307 19088 1031800 SOLE 1031800
PALM INC COMMON STOCK 696642107 978 29300 SOLE 29300
PARK PLACE ENTERTAINMENT COMMON STOCK 700690100 29756 2441500 SOLE 2441500
PARKER HANNIFIN CORPORATI COMMON STOCK 701094104 23680 691400 SOLE 691400
PARTNER COMMUNIC -ADR COMMON STOCK 70211M109 1717 180750 SOLE 180750
PATTERSON DENTAL COMMON STOCK 703412106 1326 26000 SOLE 26000
PATTERSON ENERGY INC COMMON STOCK 703414102 912 32000 SOLE 32000
PAXAR CORP COMMON STOCK 704227107 1761 147500 SOLE 147500
PAYCHEX INC COMMON STOCK 704326107 29812 709800 SOLE 709800
PAYLESS SHOESOURCE INC COMMON STOCK 704379106 563 10994 SOLE 10994
PENNZOIL-QUAKER STATE CO COMMON STOCK 709323109 724 60000 SOLE 60000
PENTAIR INC COMMON STOCK 709631105 14200 400000 SOLE 400000
PENTON MEDIA COMMON STOCK 709668107 10010 286000 SOLE 286000
PEOPLESOFT, INC. COMMON STOCK 712713106 10281 613800 SOLE 613800
PEPSI-COLA INCORPORATED COMMON STOCK 713448108 49997 1125100 SOLE 1125100
PER-SE TECHNOLOGIES INC COMMON STOCK 713569309 16 1716 SOLE 1716
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 15609 450000 SOLE 450000
PERFORMANCE FOOD GP CO. COMMON STOCK 713755106 5050 157800 SOLE 157800
PERICOM SEMICONDUCTOR COMMON STOCK 713831105 1224 18000 SOLE 18000
PERKINELMER INC COMMON STOCK 714046109 11010 166500 SOLE 166500
PETROLEUM GEO SVCS ADR COMMON STOCK 716597109 1993 116800 SOLE 116800
PHARMACYCLICS INC COMMON STOCK 716933106 488 8000 SOLE 8000
PFIZER, INC. COMMON STOCK 717081103 437100 9106250 SOLE 9106250
PHARMACIA CORPORATION COMMON STOCK 71713U102 264228 5112038 SOLE 5112038
PHELPS DODGE CORP. COMMON STOCK 717265102 759 20400 SOLE 20400
PHILIP MORRIS COS COMMON STOCK 718154107 60988 2318000 SOLE 2318000
PHILLIPS PETROLEUM CO COMMON STOCK 718507106 44042 868900 SOLE 868900
PHOENIX INV PARTNERS CONVERTIBLE BOND 719085AA0 7563 5817500 SOLE 5817500
PHOENIX TECHNOLOGIES LTD COMMON STOCK 719153108 489 30000 SOLE 30000
PHOTON DYNAMICS INC COMMON STOCK 719364101 26981 361250 SOLE 361250
PHOTRONIC LABS INC. COMMON STOCK 719405102 11549 407000 SOLE 407000
PHOTRONICS INC CONVERTIBLE BOND 719405AA0 11286 9900000 SOLE 9900000
PIER 1 IMPORTS INC-DEL COMMON STOCK 720279108 1073 110000 SOLE 110000
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 9342 173000 SOLE 173000
PINNACLE SYSTEMS INC COMMON STOCK 723481107 15986 711000 SOLE 711000
PINNACLE WEST CAPITAL COMMON STOCK 723484101 1348 39800 SOLE 39800
PITTSTON BRINK'S GROUP COMMON STOCK 725701106 3600 263000 SOLE 263000
PIVOTAL CORP COMMON STOCK 72581R106 3349 142500 SOLE 142500
PLACER DOME INC. COMMON STOCK 725906101 4016 420000 SOLE 420000
PLANAR SYSTEMS INC. COMMON STOCK 726900103 518 40000 SOLE 40000
PLANTRONICS INC COMMON STOCK 727493108 10395 90000 SOLE 90000
PLEXUS CORP COMMON STOCK 729132100 1921 17000 SOLE 17000
POGO PRODUCING COMMON STOCK 730448107 443 20000 SOLE 20000
POLAROID CORP COMMON STOCK 731095105 36918 2043900 SOLE 2043900
POLYCOM INC COMMON STOCK 73172K104 10077 107100 SOLE 107100
POLYMEDICA CORP COMMON STOCK 731738100 4498 104000 SOLE 104000
POPE & TALBOT INC COMMON STOCK 732827100 1040 65000 SOLE 65000
PORTAL SOFTWARE COMMON STOCK 736126103 40797 638700 SOLE 638700
POST PPTYS INC COMMON STOCK 737464107 3432 78000 SOLE 78000
POTOMAC ELECTRIC POWER COMMON STOCK 737679100 26500 1060000 SOLE 1060000
POWER INTEGRATIONS INC COMMON STOCK 739276103 5891 250000 SOLE 250000
POWER-ONE INC COMMON STOCK 739308104 5298 46500 SOLE 46500
POWERTEL INC COMMON STOCK 73936C109 5320 75000 SOLE 75000
PRAECIS PHARMACEUTICALS COMMON STOCK 739421105 8363 300000 SOLE 300000
PRAXAIR INC. COMMON STOCK 74005P104 8120 216900 SOLE 216900
PREPAID LEGAL COMMON STOCK 740065107 1724 57700 SOLE 57700
PRECISION CASTPARTS CORP COMMON STOCK 740189105 4226 93400 SOLE 93400
PRECISION DRILLING CORP COMMON STOCK 74022D100 8440 218500 SOLE 218500
PREDICTIVE SYSTEMS INC COMMON STOCK 74036W102 4291 119400 SOLE 119400
PRICE COMMUNICATIONS COMMON STOCK 741437305 3609 153157 SOLE 153157
T. ROWE PRICE ASSOCIATES COMMON STOCK 741477103 13889 326800 SOLE 326800
PRIMUS KNOWLEDGE SOLUTION COMMON STOCK 74163Q100 9428 209500 SOLE 209500
PRIMUS TELECOMM GROUP INC COMMON STOCK 741929103 1085 43600 SOLE 43600
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 8663 350000 SOLE 350000
PRIDE INTL INC CONVERTIBLE BOND 741932AB3 6169 15000000 SOLE 15000000
PRIORITY HEALTHCARE CORP COMMON STOCK 74264T102 1486 20000 SOLE 20000
PROCOM TECH COMMON STOCK 74270W107 517 10000 SOLE 10000
PROCTER AND GAMBLE CO COMMON STOCK 742718109 819 14300 SOLE 14300
PROFESSIONAL DETAILING COMMON STOCK 74312N107 293 8600 SOLE 8600
PROJECT SOFTWARE & DEV COMMON STOCK 74339P101 2255 125300 SOLE 125300
PROSOFTTRAINING.COM COMMON STOCK 743477101 4010 238500 SOLE 238500
PROSPERITY BANCSHARES COMMON STOCK 743606105 1088 67500 SOLE 67500
PROTEIN DESIGN LABS INC. COMMON STOCK 74369L103 19300 117000 SOLE 117000
PROVINCE HEALTHCARE COMMON STOCK 743977100 8128 225000 SOLE 225000
PROXICOM INC COMMON STOCK 744282104 340 7100 SOLE 7100
PROXIM INC COMMON STOCK 744284100 19205 194050 SOLE 194050
PUBLIC SERVICE ENTER COMMON STOCK 744573106 45549 1315500 SOLE 1315500
QLOGIC CORP COMMON STOCK 747277101 43251 654700 SOLE 654700
QUAKER OATS CO COMMON STOCK 747402105 38 500 SOLE 500
QUALCOMM INC. COMMON STOCK 747525103 202894 3381560 SOLE 3381560
QUANTA SERVICES INC COMMON STOCK 74762E102 3479 63250 SOLE 63250
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 16221 217000 SOLE 217000
QUEST SOFTWARE INC COMMON STOCK 74834T103 11978 216300 SOLE 216300
QUESTAR CORP COMMON STOCK 748356102 1182 61000 SOLE 61000
RCN CORPORATION COMMON STOCK 749361101 7016 276500 SOLE 276500
RH DONNELLEY CORP COMMON STOCK 74955W307 6555 338300 SOLE 338300
RSA SECURITY INC. COMMON STOCK 749719100 18005 260000 SOLE 260000
RF MICRO DEVICES INC COMMON STOCK 749941100 133628 1525000 SOLE 1525000
RADIAN GROUP INC COMMON STOCK 750236101 10577 204396 SOLE 204396
RADIOSHACK CORP COMMON STOCK 750438103 201661 4256700 SOLE 4256700
RAINBOW TECHNOLOGIES INC COMMON STOCK 750862104 2431 50000 SOLE 50000
RALSTON-RALSTON PURINA GP COMMON STOCK 751277302 8093 405900 SOLE 405900
*** RANGER OIL LTD COMMON STOCK 752805101 421 76500 SOLE 76500
RARE HOSPITALITY INTL COMMON STOCK 753820109 1695 60000 SOLE 60000
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 39619 426300 SOLE 426300
RATIONAL SOFTWARE 144A CONVERTIBLE BOND 75409PAA1 8783 6000000 SOLE 6000000
RAYONIER INC. COMMON STOCK 754907103 8119 226300 SOLE 226300
RAYTHEON CO- CL A COMMON STOCK 755111309 248 12754 SOLE 12754
RAYTHEON CO- CL B COMMON STOCK 755111408 28875 1500000 SOLE 1500000
READERS DIGEST ASSOC INC. COMMON STOCK 755267101 38267 962700 SOLE 962700
REALNETWORKS INC COMMON STOCK 75605L104 7888 156000 SOLE 156000
RECKSON ASSOC REALTY CORP COMMON STOCK 75621K106 10094 425000 SOLE 425000
RECKSON ASSOC REALTY - B COMMON STOCK 75621K304 246 9690 SOLE 9690
RED HAT INC COMMON STOCK 756577102 8795 325000 SOLE 325000
REDBACK NETWORKS COMMON STOCK 757209101 45301 254500 SOLE 254500
REDBACK NETWORKS 144A CONVERTIBLE BOND 757209AA9 6810 6000000 SOLE 6000000
REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 4472 150000 SOLE 150000
REHABCARE GROUP INC COMMON STOCK 759148109 1090 40000 SOLE 40000
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 3784 197850 SOLE 197850
RELIANT ENERGY INC. COMMON STOCK 75952J108 8097 273900 SOLE 273900
REMEDY CORP COMMON STOCK 759548100 15331 275000 SOLE 275000
REPLIGEN CORP COMMON STOCK 759916109 616 98000 SOLE 98000
RENAL CARE GROUP INC COMMON STOCK 759930100 19868 812500 SOLE 812500
REPUBLIC SERVICES INC COMMON STOCK 760759100 42560 2660000 SOLE 2660000
RESEARCH IN MOTION COMMON STOCK 760975102 21295 470600 SOLE 470600
RESMED INC COMMON STOCK 761152107 5350 200000 SOLE 200000
RJ REYNOLDS TOBACCO HLDG COMMON STOCK 76182K105 48949 1752100 SOLE 1752100
RIGGS NATL CORP WASH DC COMMON STOCK 766570105 379 30000 SOLE 30000
ROBBINS & MEYERS INC CONVERTIBLE BOND 770196AA1 3391 3500000 SOLE 3500000
ROBOTIC VISION SYSTEMS COMMON STOCK 771074101 13680 760000 SOLE 760000
ROCKWELL INTL CORP COMMON STOCK 773903109 50488 1602800 SOLE 1602800
ROGERS CORPORATION COMMON STOCK 775133101 1750 50000 SOLE 50000
ROHM & HAAS CO COMMON STOCK 775371107 30826 893500 SOLE 893500
ROHN INDUSTRIES INC COMMON STOCK 775381106 152 36000 SOLE 36000
ROLLINS TRUCK LSWY COMMON STOCK 775741101 1763 254100 SOLE 254100
ROSLYN BANCORP INC COMMON STOCK 778162107 988 59500 SOLE 59500
ROSS STORES, INC. COMMON STOCK 778296103 20722 1214500 SOLE 1214500
ROWAN COMPANIES INC. COMMON STOCK 779382100 7336 241500 SOLE 241500
ROYAL DUTCH PETROL- NY COMMON STOCK 780257804 429552 6977500 SOLE 6977500
RUBY TUESDAY INC COMMON STOCK 781182100 8744 696000 SOLE 696000
RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 620 16000 SOLE 16000
RYAN'S FAMILY STK HOUSES COMMON STOCK 783519101 878 104000 SOLE 104000
RYERSON TULL INC COMMON STOCK 78375P107 3428 330400 SOLE 330400
RYLAND GROUP INC COMMON STOCK 783764103 4140 187100 SOLE 187100
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 26460 611800 SOLE 611800
SBA COMMUNICATIONS CORP COMMON STOCK 78388J106 1818 35000 SOLE 35000
SCI SYSTEMS INC CONVERTIBLE BOND 783890AF3 10780 11000000 SOLE 11000000
SCP POOL CORP COMMON STOCK 784028102 2045 87000 SOLE 87000
SDL INC COMMON STOCK 784076101 456364 1600225 SOLE 1600225
SEI INVESTMENTS COMPANY COMMON STOCK 784117103 3623 91000 SOLE 91000
SFX ENTERTAINMNT,INC CL A COMMON STOCK 784178105 71857 1585800 SOLE 1585800
SLM HOLDING CORP COMMON STOCK 78442A109 11 300 SOLE 300
SLI INC COMMON STOCK 78442T108 424 35000 SOLE 35000
SPX CORPORATION COMMON STOCK 784635104 43284 357900 SOLE 357900
S3 INCORPORATED COMMON STOCK 784849101 6711 455000 SOLE 455000
SABRE GROUP HLDGS COMMON STOCK 785905100 70428 2471152 SOLE 2471152
SAFEGUARD SCIENTIFICS CONVERTIBLE BOND 786449AE8 4601 3000000 SOLE 3000000
SAFEWAY INC. COMMON STOCK 786514208 56632 1255000 SOLE 1255000
SAGA SYSTEMS INC. COMMON STOCK 786610105 2092 168200 SOLE 168200
ST JUDE MEDICAL INC. COMMON STOCK 790849103 3028 66000 SOLE 66000
ST MARY LAND & EXPLOR COMMON STOCK 792228108 7298 173500 SOLE 173500
ST. PAUL COS. COMMON STOCK 792860108 39119 1146350 SOLE 1146350
SAKS INCORPORATED COMMON STOCK 79377W108 2405 229000 SOLE 229000
SALTON INC COMMON STOCK 795757103 1401 38000 SOLE 38000
SANDISK CORP COMMON STOCK 80004C101 12458 203600 SOLE 203600
SANMINA CORPORATION COMMON STOCK 800907107 230594 2697000 SOLE 2697000
SANMINA CORP CONVERTIBLE BOND 800907AB3 4038 2000000 SOLE 2000000
SANTA FE SNYDER CORP COMMON STOCK 80218K105 5722 503000 SOLE 503000
SAPIENT CORP COMMON STOCK 803062108 6844 64000 SOLE 64000
SARA LEE CORPORATION COMMON STOCK 803111103 135 7000 SOLE 7000
SATCON TECHNOLOGY CORP COMMON STOCK 803893106 6518 255000 SOLE 255000
SAUER-DANFOSS INC. COMMON STOCK 804137107 3456 350000 SOLE 350000
SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 121119 2398400 SOLE 2398400
SCHLUMBERGER, LTD. COMMON STOCK 806857108 41335 553900 SOLE 553900
SCHOLASTIC CORP COMMON STOCK 807066105 1223 20000 SOLE 20000
SCHOOL SPECIALTY INC COMMON STOCK 807863105 2682 144500 SOLE 144500
CHARLES SCHWAB CORP. COMMON STOCK 808513105 135161 4019650 SOLE 4019650
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 294358 3951120 SOLE 3951120
SEAGATE TECHNOLOGY COMMON STOCK 811804103 135179 2457800 SOLE 2457800
SEAGRAM CO LTD COMMON STOCK 811850106 62188 1072200 SOLE 1072200
SEAGRAM ACES 7.50 CV PREFERRED STOCK 811850205 15319 285000 SOLE 285000
SEACOR HOLDINGS INC COMMON STOCK 811904101 11664 301500 SOLE 301500
SEALED AIR CORP- NEW COMMON STOCK 81211K100 73 1400 SOLE 1400
SEALED AIR SR-A 4.0 VT CV PREFERRED STOCK 81211K209 10125 200000 SOLE 200000
SEARS ROEBUCK COMMON STOCK 812387108 8130 249200 SOLE 249200
SEMTECH COMMON STOCK 816850101 7648 100000 SOLE 100000
SEMTECH CORP 144A CONVERTIBLE BOND 816850AB7 5463 5000000 SOLE 5000000
SEMPRA ENERGY COMMON STOCK 816851109 2392 140681 SOLE 140681
SEMITOOL INC COMMON STOCK 816909105 693 40000 SOLE 40000
SENIOR HOUSING PROP TRUST COMMON STOCK 81721M109 17 2290 SOLE 2290
SENSORMATIC ELECT. COMMON STOCK 817265101 8766 554348 SOLE 554348
SENSRMTC ELEC 6.5 CV 144A PREFERRED STOCK 817265200 3563 150000 SOLE 150000
SENSORMTC ELEC 6.5 CV NVT PREFERRED STOCK 817265804 594 25000 SOLE 25000
SEPRACOR INC 144A CONVERTIBLE BOND 817315AJ3 5875 4000000 SOLE 4000000
SEQUENOM INC COMMON STOCK 817337108 195 4300 SOLE 4300
SERENA SOFTWARE INC COMMON STOCK 817492101 18662 411000 SOLE 411000
SERVICE CORP INT'L COMMON STOCK 817565104 1849 580000 SOLE 580000
*** SHARED MEDICAL SYST COMMON STOCK 819486101 6754 92600 SOLE 92600
SHAW GROUP INC COMMON STOCK 820280105 14138 300000 SOLE 300000
SHAW INDUSTRIES INC COMMON STOCK 820286102 784 62700 SOLE 62700
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 9272 437600 SOLE 437600
SHURGARD STORAGE COMMON STOCK 82567D104 990 44000 SOLE 44000
SIEBEL SYSTEMS INC COMMON STOCK 826170102 58179 355700 SOLE 355700
SILICON STORAGE TECH COMMON STOCK 827057100 9847 111500 SOLE 111500
SILICON IMAGE INC COMMON STOCK 82705T102 2494 50000 SOLE 50000
SILICON VALLEY BANCSHARES COMMON STOCK 827064106 8099 190000 SOLE 190000
SILICON VALLEY GROUP INC COMMON STOCK 827066101 14327 553700 SOLE 553700
SILICONIX INC COMMON STOCK 827079203 6750 100000 SOLE 100000
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 832 37500 SOLE 37500
SINCLAIR BROADCAST 6.0 CV PREFERRED STOCK 829226505 1550 50000 SOLE 50000
SIRIUS SATELLITE RADIO COMMON STOCK 82966U103 44313 1000000 SOLE 1000000
SMARTFORCE PLC ADR COMMON STOCK 83170A206 10080 210000 SOLE 210000
SMITHKLINE BEECHAM ADR COMMON STOCK 832378301 4498 69000 SOLE 69000
SMURFIT-STONE CONTAINER COMMON STOCK 832727101 11036 857142 SOLE 857142
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 2627 110600 SOLE 110600
SNAP-ON TOOLS CORP. COMMON STOCK 833034101 12627 474250 SOLE 474250
SOFTWARE.COM INC COMMON STOCK 83402P104 9364 72100 SOLE 72100
SOLECTRON CORPORATION COMMON STOCK 834182107 124067 2962800 SOLE 2962800
SONICWALL INC COMMON STOCK 835470105 23574 267700 SOLE 267700
SONOCO PROD CO COMMON STOCK 835495102 23350 1135580 SOLE 1135580
SONOSITE INC COMMON STOCK 83568G104 8068 280000 SOLE 280000
SONUS NETWORKS INC COMMON STOCK 835916107 12314 78000 SOLE 78000
SOURCE INFORMATION MGMT COMMON STOCK 836151209 4801 314800 SOLE 314800
SOUTHDOWN INC COMMON STOCK 841297104 28407 491900 SOLE 491900
SOUTHERN CO COMMON STOCK 842587107 25788 1106200 SOLE 1106200
SOUTHWEST SECURITIES GP COMMON STOCK 845224104 373 10000 SOLE 10000
SOVEREIGN BANCORP INC COMMON STOCK 845905108 1828 260000 SOLE 260000
SPANISH BROADCASTING SYS COMMON STOCK 846425882 6798 330600 SOLE 330600
SPARTECH CORP COMMON STOCK 847220209 270 10000 SOLE 10000
SPLASH TECHNOLOGY HLDNGS COMMON STOCK 848623104 1589 201800 SOLE 201800
SPORTSLINE.COM INC. COMMON STOCK 848934105 3413 200000 SOLE 200000
SPRINGS INDUSTRIES COMMON STOCK 851783100 22 700 SOLE 700
SPRINT CORP (FON GROUP) COMMON STOCK 852061100 172625 3384800 SOLE 3384800
STANCORP FINANCIAL GROUP COMMON STOCK 852891100 964 30000 SOLE 30000
STANLEY WORKS COMMON STOCK 854616109 4339 182700 SOLE 182700
STAPLES INC. COMMON STOCK 855030102 41453 2696100 SOLE 2696100
STAR GAS PARTNERS L.P. COMMON STOCK 85512C105 254 16539 SOLE 16539
STARTEK INC COMMON STOCK 85569C107 2620 52000 SOLE 52000
STARTEC GLOBAL COMM COMMON STOCK 85569E103 1194 111700 SOLE 111700
STATION CASINOS INC COMMON STOCK 857689103 1000 40000 SOLE 40000
STILLWATER MINING COMPANY COMMON STOCK 86074Q102 5408 194000 SOLE 194000
STMICROELECTRONICS NV- NY COMMON STOCK 861012102 157054 2446800 SOLE 2446800
STOLT OFFSHORE SA - ADR COMMON STOCK 861567105 3830 322500 SOLE 322500
STONE ENERGY CORP. COMMON STOCK 861642106 35802 599200 SOLE 599200
STRUCTURAL DYNAMICS RES COMMON STOCK 863555108 3 167 SOLE 167
SUIZA FOODS CORP COMMON STOCK 865077101 831 17000 SOLE 17000
SUMMIT BANCORP COMMON STOCK 866005101 25745 1045500 SOLE 1045500
SUN MICROSYSTEMS INC. COMMON STOCK 866810104 464493 5107825 SOLE 5107825
SUNRISE ASST LIVING 144A CONVERTIBLE BOND 86768KAA4 2940 3409000 SOLE 3409000
SUNTRUST BANKS,INC. COMMON STOCK 867914103 16406 359100 SOLE 359100
SUPERIOR ENERGY SERV COMMON STOCK 868157108 633 61000 SOLE 61000
SUPERIOR INDUSTRIES INTL COMMON STOCK 868168105 489 19000 SOLE 19000
SUPERTEX INC COMMON STOCK 868532102 503 10000 SOLE 10000
SUPERVALU INC. COMMON STOCK 868536103 18525 971800 SOLE 971800
SURMODICS INC COMMON STOCK 868873100 5169 198800 SOLE 198800
SWIFT ENERGY CO COMMON STOCK 870738101 1334 47000 SOLE 47000
SWIFT TRANSPORTATION CO COMMON STOCK 870756103 1792 128000 SOLE 128000
SYBASE INCORPORATED COMMON STOCK 871130100 341729 14857800 SOLE 14857800
SYCAMORE NETWORKS INC COMMON STOCK 871206108 13226 119825 SOLE 119825
SYMANTEC CORP. COMMON STOCK 871503108 22082 409400 SOLE 409400
SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 16994 314700 SOLE 314700
SYMMETRICOM INC COMMON STOCK 871543104 2651 105000 SOLE 105000
SYNCOR INTL CORP-DEL COMMON STOCK 87157J106 11304 157000 SOLE 157000
SYNOVUS FIN CORP COMMON STOCK 87161C105 18 1000 SOLE 1000
SYSCO CORP COMMON STOCK 871829107 52227 1239800 SOLE 1239800
T/R SYSTEMS INC COMMON STOCK 87263U102 646 101300 SOLE 101300
TRW, INC. COMMON STOCK 872649108 1193 27500 SOLE 27500
TMP WORLDWIDE INC COMMON STOCK 872941109 310 4200 SOLE 4200
TV GUIDE INC -CL A COMMON STOCK 87307Q109 3494 102000 SOLE 102000
TXU CORPORATION COMMON STOCK 873168108 27798 942300 SOLE 942300
TARGET CORP COMMON STOCK 87612E106 22672 390900 SOLE 390900
TECH DATA CORPORATION COMMON STOCK 878237106 17425 400000 SOLE 400000
TECHNE CORP COMMON STOCK 878377100 1495 11500 SOLE 11500
TECHNITROL INC COMMON STOCK 878555101 3584 37000 SOLE 37000
TEKELEC COMMON STOCK 879101103 27467 570000 SOLE 570000
TEKTRONIX INC COMMON STOCK 879131100 18707 252800 SOLE 252800
*** TELENORTE LESTE -ADR COMMON STOCK 879246106 5711 241736 SOLE 241736
TELEDYNE TECH INC COMMON STOCK 879360105 1675 100000 SOLE 100000
TELEFONOS DE MEXICO SA CONVERTIBLE BOND 879403AD5 5380 4000000 SOLE 4000000
TELESP CELULAR PARTIC-ADR COMMON STOCK 87952L108 118995 2651700 SOLE 2651700
TELLABS INC COMMON STOCK 879664100 41199 602000 SOLE 602000
TEMPLE-INLAND INC COMMON STOCK 879868107 7514 178900 SOLE 178900
TELETECH HOLDINGS INC COMMON STOCK 879939106 621 20000 SOLE 20000
TENFOLD CORPORATION COMMON STOCK 88033A103 2125 129250 SOLE 129250
TENET HEALTHCARE COMMON STOCK 88033G100 13541 501500 SOLE 501500
TENNECO AUTO COMMON STOCK 880349105 315 60000 SOLE 60000
TERADYNE INCORPORATED COMMON STOCK 880770102 42527 578600 SOLE 578600
TESORO PETROLEUM CORP. COMMON STOCK 881609101 5407 534000 SOLE 534000
TESORO PETROL 7.25 NVT CV PREFERRED STOCK 881609408 11963 1100000 SOLE 1100000
TEVA PHARM ADR COMMON STOCK 881624209 11642 210000 SOLE 210000
TETRA TECH INC COMMON STOCK 88162G103 10084 440851 SOLE 440851
TEXACO INC COMMON STOCK 881694103 131650 2472300 SOLE 2472300
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 254528 3705600 SOLE 3705600
TEXTRON INC COMMON STOCK 883203101 90995 1675400 SOLE 1675400
THERMO INSTRUMENT CONV CONVERTIBLE BOND 883559AE6 10365 12000000 SOLE 12000000
THORATEC LABS CORP COMMON STOCK 885175307 648 40000 SOLE 40000
THREE-FIVE SYSTEMS INC COMMON STOCK 88554L108 158592 2688000 SOLE 2688000
TIDEWATER INCORPORATED COMMON STOCK 886423102 30276 841000 SOLE 841000
TIFFANY & CO COMMON STOCK 886547108 195730 2899700 SOLE 2899700
TIMBERLAND COMPANY CL A COMMON STOCK 887100105 2833 40000 SOLE 40000
TIME WARNER, INCORP. COMMON STOCK 887315109 327948 4315100 SOLE 4315100
TOLL BROTHERS INC COMMON STOCK 889478103 6417 313000 SOLE 313000
TOLLGRADE COMMUNICATIONS COMMON STOCK 889542106 5035 38000 SOLE 38000
TOO INC COMMON STOCK 890333107 23202 912101 SOLE 912101
TOSCO CORP COMMON STOCK 891490302 64459 2276700 SOLE 2276700
TOTAL FINA ELF SA ADR COMMON STOCK 89151E109 77627 1010600 SOLE 1010600
TOWER AOTOMOTIVE INC COMMON STOCK 891707101 2196 175700 SOLE 175700
TRANS WORLD AIRLINES COMMON STOCK 893349837 2077 949350 SOLE 949350
TRANSWITCH CORP COMMON STOCK 894065101 5002 64800 SOLE 64800
TREX COMP COMMON STOCK 89531P105 600 12000 SOLE 12000
TRIAD HOSPITALS INC COMMON STOCK 89579K109 1451 60000 SOLE 60000
TRIBUNE CO COMMON STOCK 896047107 33296 951300 SOLE 951300
TRICORD SYSTEMS INC COMMON STOCK 896121100 1257 69600 SOLE 69600
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 41931 813200 SOLE 813200
TRIMBLE NAVIGATION COMMON STOCK 896239100 1953 40000 SOLE 40000
TRIMERIS INC COMMON STOCK 896263100 1259 18000 SOLE 18000
TRINITY INDUSTRIES COMMON STOCK 896522109 1665 90000 SOLE 90000
TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 478 5000 SOLE 5000
TRITON PCS HOLDNGS INC A COMMON STOCK 89677M106 5885 101900 SOLE 101900
TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 48387 1099700 SOLE 1099700
TURNSTONE SYSTEMS INC COMMON STOCK 900423104 6246 37700 SOLE 37700
TUT SYSTEMS INC COMMON STOCK 901103101 12909 225000 SOLE 225000
TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 7737 254700 SOLE 254700
TYCO INTL LTD COMMON STOCK 902124106 328176 6927188 SOLE 6927188
UAL CORPORATION COMMON STOCK 902549500 5935 102000 SOLE 102000
USX-MARATHON GROUP COMMON STOCK 902905827 56892 2270000 SOLE 2270000
UST, INC. COMMON STOCK 902911106 4074 277400 SOLE 277400
US BANCORP COMMON STOCK 902973106 7700 400000 SOLE 400000
USA NETWORKS INC COMMON STOCK 902984103 36365 1681600 SOLE 1681600
USG CORP COMMON STOCK 903293405 20837 686000 SOLE 686000
USX-US STEEL GROUP INC COMMON STOCK 90337T101 962 51800 SOLE 51800
US UNWIRED INC -CL A COMMON STOCK 90338R104 520 40000 SOLE 40000
ULTRAMAR DIAMOND SHA COMMON STOCK 904000106 9079 365900 SOLE 365900
UNIBANCO GDR COMMON STOCK 90458E107 30849 1073000 SOLE 1073000
UNICOM CORP. COMMON STOCK 904911104 72025 1861700 SOLE 1861700
UNIGRAPHICS SOLUTIONS INC COMMON STOCK 904928108 4241 217500 SOLE 217500
UNION CARBIDE CORPORATION COMMON STOCK 905581104 56752 1146500 SOLE 1146500
UNION PACIFIC COMMON STOCK 907818108 78425 2108900 SOLE 2108900
UNION PACIFIC RESOUR COMMON STOCK 907834105 3366 153000 SOLE 153000
UNION PLANTERS CORP COMMON STOCK 908068109 37138 1329324 SOLE 1329324
UNIONBANCAL CORP COMMON STOCK 908906100 1663 89600 SOLE 89600
UNISYS CORPORATION COMMON STOCK 909214108 13063 897000 SOLE 897000
UNIT CORP COMMON STOCK 909218109 1148 85000 SOLE 85000
UNITED RENTALS INC COMMON STOCK 911363109 428 25000 SOLE 25000
US WEST INC COMMON STOCK 91273H101 63223 737300 SOLE 737300
UNITED STATIONERS INC COMMON STOCK 913004107 324 10000 SOLE 10000
UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 27606 468900 SOLE 468900
UNITEDGLOBALCOM, INC. A COMMON STOCK 913247508 85 1814 SOLE 1814
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 94771 1105200 SOLE 1105200
UNIVERSAL ACCESS INC COMMON STOCK 913363107 2585 105500 SOLE 105500
UNIVERSAL CORP COMMON STOCK 913456109 3061 144900 SOLE 144900
UNIVISION COMMUNICATIONS COMMON STOCK 914906102 125307 1210700 SOLE 1210700
UNOCAL CORP. COMMON STOCK 915289102 76709 2315750 SOLE 2315750
UTSTARCOM INC COMMON STOCK 918076100 5765 189800 SOLE 189800
VF CORPORATION COMMON STOCK 918204108 3079 129300 SOLE 129300
VAIL RESORTS INC COMMON STOCK 91879Q109 253 15500 SOLE 15500
VALASSIS COMMUNICATIONS COMMON STOCK 918866104 10698 280600 SOLE 280600
VALHI (HAL) CONVERTIBLE BOND 918905AC4 2520 3500000 SOLE 3500000
VALERO ENERGY CORP COMMON STOCK 91913Y100 18777 591400 SOLE 591400
VALUEVISION INTL INC-CL A COMMON STOCK 92047K107 5784 241000 SOLE 241000
VARCO INTERNATIONAL INC COMMON STOCK 922122106 14183 610000 SOLE 610000
VARIAN INC. COMMON STOCK 922206107 3598 78000 SOLE 78000
VARIAN SEMICONDUCTORS COMMON STOCK 922207105 4868 77500 SOLE 77500
VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 1839 47000 SOLE 47000
VASTAR RESOURCES INC COMMON STOCK 922380100 156629 1907200 SOLE 1907200
VEECO INSTRUMENTS INC COMMON STOCK 922417100 58051 792500 SOLE 792500
VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 1558 66300 SOLE 66300
VENTIV HEALTH INC WI COMMON STOCK 922793104 2281 205000 SOLE 205000
VENATOR GROUP INC. COMMON STOCK 922944103 5125 500000 SOLE 500000
VERITAS SOFTWARE CORP COMMON STOCK 923436109 378667 3350575 SOLE 3350575
VERITY INC COMMON STOCK 92343C106 6703 176400 SOLE 176400
VERISIGN INC COMMON STOCK 92343E102 69806 395500 SOLE 395500
VERTEX PHARMACEUTICALS COMMON STOCK 92532F100 1370 13000 SOLE 13000
VIACOM INC. CL B. COMMON STOCK 925524308 264510 3879160 SOLE 3879160
VIATEL INC COMMON STOCK 925529208 68 2385 SOLE 2385
VIASAT INC COMMON STOCK 92552V100 3746 69050 SOLE 69050
VIASYSTEMS GROUP INC COMMON STOCK 92553H100 7576 468000 SOLE 468000
VIANT CORP COMMON STOCK 92553N107 593 20000 SOLE 20000
VIGNETTE CORP COMMON STOCK 926734104 5202 100000 SOLE 100000
VINTAGE PETROLEUM INC. COMMON STOCK 927460105 4513 200000 SOLE 200000
VIRATA CORP COMMON STOCK 927646109 19763 331460 SOLE 331460
VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 97422 2567950 SOLE 2567950
VISTEON CORP COMMON STOCK 92839U107 3063 252594 SOLE 252594
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 255494 3473150 SOLE 3473150
VITESSE SEMICONDUCTR 144A CONVERTIBLE BOND 928497AA4 8348 9000000 SOLE 9000000
VODAFONE AIRTOUCH PLC COMMON STOCK 92857T107 126372 3049700 SOLE 3049700
VOICESTREAM WIRELESS COMMON STOCK 928615103 12211 105000 SOLE 105000
VORNADO RLTY TRST 6.5 CV PREFERRED STOCK 929042208 7772 150000 SOLE 150000
VULCAN MATERIALS CO COMMON STOCK 929160109 14253 333900 SOLE 333900
WPP CROUP PLC SPONS ADR COMMON STOCK 929309300 3486 48000 SOLE 48000
WACHOVIA CORP. COMMON STOCK 929771103 10877 200500 SOLE 200500
WAL-MART STORES INC. COMMON STOCK 931142103 840564 14586800 SOLE 14586800
WALGREEN COMPANY COMMON STOCK 931422109 36665 1139100 SOLE 1139100
WALTER INDUSTRIES INC COMMON STOCK 93317Q105 1144 100000 SOLE 100000
WASHINGTON FEDERAL INC COMMON STOCK 938824109 858 47000 SOLE 47000
WASHINGTON MUTUAL SAV BNK COMMON STOCK 939322103 35791 1239500 SOLE 1239500
WASTE CONECTIONS INC COMMON STOCK 941053100 227 11500 SOLE 11500
WASTE MANAGEMENT INC COMMON STOCK 94106L109 63673 3351200 SOLE 3351200
WATCHGUARD TECHNOLOGIES COMMON STOCK 941105108 5741 104500 SOLE 104500
WATER PIK TECHNOLOGIES COMMON STOCK 94113U100 406 65000 SOLE 65000
WATERS CORP COMMON STOCK 941848103 358724 2874100 SOLE 2874100
WEATHERFORD INTL COMMON STOCK 947074100 576 14476 SOLE 14476
DELL WEBB CORPORATION COMMON STOCK 947423109 1286 84000 SOLE 84000
WEBTRENDS CORP COMMON STOCK 94844D104 11018 284800 SOLE 284800
WELLPOINT HEALTH NEW COMMON STOCK 94973H108 311 4300 SOLE 4300
WELLS FARGO COMPANY COMMON STOCK 949746101 261462 6747400 SOLE 6747400
WENDY'S TECONS 5.0 CV PREFERRED STOCK 950588202 4500 100000 SOLE 100000
WENDY'S INTERNATIONAL COMMON STOCK 950590109 7727 433800 SOLE 433800
WERNER ENTERPRISES INC COMMON STOCK 950755108 2613 226000 SOLE 226000
WESTERN GAS RESOURCES INC COMMON STOCK 958259103 4515 215000 SOLE 215000
WESTERN RESOURCES INC COMMON STOCK 959425109 209 13500 SOLE 13500
WESTPOINT STEVENS INC COMMON STOCK 961238102 2492 224000 SOLE 224000
WESTVACO CORPORATION COMMON STOCK 961548104 8785 354050 SOLE 354050
WEYERHAEUSER CO COMMON STOCK 962166104 66917 1556200 SOLE 1556200
WHIRLPOOL CORP COMMON STOCK 963320106 18268 391800 SOLE 391800
WHITEHALL JEWELLERS INC COMMON STOCK 965063100 310 16650 SOLE 16650
WHITNEY HOLDING CORP COMMON STOCK 966612103 274 8000 SOLE 8000
WHOLE FOODS MARKET INC. COMMON STOCK 966837106 4131 100000 SOLE 100000
WILEY (JOHN) & SONS -CL A COMMON STOCK 968223206 64766 2878500 SOLE 2878500
WILLAMETTE INDUSTRIES INC COMMON STOCK 969133107 7638 280300 SOLE 280300
WILLIAMS COMMUN GRP COMMON STOCK 969455104 28475 858000 SOLE 858000
WILLIAMS COMPANIES INC COMMON STOCK 969457100 50504 1211500 SOLE 1211500
WORLD ACCESS INC CONVERTIBLE BOND 98141AAC5 3663 5000000 SOLE 5000000
WORLDCOM INC COMMON STOCK 98157D106 322407 7027707 SOLE 7027707
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 1272 121100 SOLE 121100
WM. WRIGLEY JR. CO COMMON STOCK 982526105 906 11300 SOLE 11300
XM SATELLITE 8.250 CV VT PREFERRED STOCK 983759200 2756 50000 SOLE 50000
XILINX INCORPORATED COMMON STOCK 983919101 97614 1182300 SOLE 1182300
XIRCOM INC COMMON STOCK 983922105 15661 329700 SOLE 329700
XEROX CORP. COMMON STOCK 984121103 3430 165300 SOLE 165300
XTRA CORP COMMON STOCK 984138107 11618 294600 SOLE 294600
YAHOO! INC COMMON STOCK 984332106 55456 447680 SOLE 447680
YANKEE CANDLE INC COMMON STOCK 984757104 5082 235000 SOLE 235000
YELLOW CORP COMMON STOCK 985509108 2950 200000 SOLE 200000
YOUNG & RUBICAM INC COMMON STOCK 987425105 112751 1971600 SOLE 1971600
YOUNG & RUBICAM INC 144A CONVERTIBLE BOND 987425AA3 7131 7000000 SOLE 7000000
Z-TEL TECHNOLOGIES INC COMMON STOCK 988792107 1451 120900 SOLE 120900
ZALE CORP COMMON STOCK 988858106 48242 1321700 SOLE 1321700
ZEBRA TECH CORP CL A COMMON STOCK 989207105 3084 69600 SOLE 69600
ZORAN CORP COMMON STOCK 98975F101 6594 100000 SOLE 100000
ZOLL MEDICAL CORP COMMON STOCK 989922109 17929 365900 SOLE 365900
ZOMAX INC COMMON STOCK 989929104 866 66000 SOLE 66000
LERNOUT & HAUSPIE SPEECH COMMON STOCK B5628B104 165227 3749830 SOLE 3749830
ACE LTD COMMON STOCK G0070K103 24990 892500 SOLE 892500
AMDOCS LTD COMMON STOCK G02602103 50502 658000 SOLE 658000
EVEREST RE GROUP LTD COMMON STOCK G3223R108 22848 695000 SOLE 695000
GEMSTAR INTL GROUP INC COMMON STOCK G3788V106 24581 400000 SOLE 400000
GLOBAL CROSSING LTD COMMON STOCK G3921A100 658 25000 SOLE 25000
GLOBAL CRSSNG 6.75 CV NVT PREFERRED STOCK G3921A134 12679 57500 SOLE 57500
LORAL SPACE & COMM COMMON STOCK G56462107 2302 331800 SOLE 331800
RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 10425 239300 SOLE 239300
SANTA FE INTL CORP COMMON STOCK G7805C108 89810 2570600 SOLE 2570600
TRANSOCEAN SEDCO FOREX COMMON STOCK G90078109 29075 544096 SOLE 544096
TRITON ENERGY LTD COMMON STOCK G90751101 1573 40000 SOLE 40000
XL CAPITAL LIMITED COMMON STOCK G98255105 88927 1643000 SOLE 1643000
XOMA LTD COMMON STOCK G9825R107 2255 526600 SOLE 526600
AUDIOCODES LTD COMMON STOCK M15342104 66084 550700 SOLE 550700
M-SYSTEMS FLASH DISK PIO COMMON STOCK M7061C100 6487 83300 SOLE 83300
ORBOTECH LTD COMMON STOCK M75253100 18575 200000 SOLE 200000
ORCKIT COMMUNICATIONS LTD COMMON STOCK M7531S107 1627 54000 SOLE 54000
ASM INTL N.V. COMMON STOCK N07045102 6508 245600 SOLE 245600
ASM LITHOGRAPHY HOLDING COMMON STOCK N07059111 4832 109500 SOLE 109500
CORE LAB. N.V. COMMON STOCK N22717107 11786 406400 SOLE 406400
ICTS INTERNATIONAL NV COMMON STOCK N43837108 2204 410000 SOLE 410000
KPNQWEST NV ADR COMMON STOCK N50919104 396 10000 SOLE 10000
MADGE NETWORKS N.V. COMMON STOCK N5424G106 5521 1210000 SOLE 1210000
METRON TECHNOLOGY N.V. COMMON STOCK N5665B105 1942 154000 SOLE 154000
ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 62486 3377600 SOLE 3377600
FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 104062 1515000 SOLE 1515000
</TABLE>
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 1,419
Form 13F Information Table Value Total: $56,580,999
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
