-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, VSZ4zMGRYsEkse3ctrT0vXLsdPB/IJfJeLXj1SAEwPm1uxBZRO5ZYeQRxugsHNhm Sa3fw3lismdiT6f+KN8tDA== 0000728889-01-500322.txt : 20020410 0000728889-01-500322.hdr.sgml : 20020410 ACCESSION NUMBER: 0000728889-01-500322 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OPPENHEIMER MANAGEMENT CORP CENTRAL INDEX KEY: 0000728889 STANDARD INDUSTRIAL CLASSIFICATION: [] STATE OF INCORPORATION: CO FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00203 FILM NUMBER: 1789887 BUSINESS ADDRESS: STREET 1: TWO WORLD TRADE CENTER STREET 2: 34TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10048-0203 BUSINESS PHONE: 212-323-02 MAIL ADDRESS: STREET 1: TWO WORLD TRADE CENTER STREET 2: 34TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10048-0203 13F-HR 1 form13f0901.txt FORM 13F FILING UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Sep 30, 2001 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 (For questions related to current holdings or cusips included) (For all other inquiries call (212) 323-0200) Signature, Place, and Date of Signing: Mark Corns Englewood, CO Nov 14, 2001 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 AAR CORP COMMON STOCK 000361105 2328 290600 SOLE 290600 ABM INDUSTRIES INC COMMON STOCK 000957100 1161 45000 SOLE 45000 AEP INDUSTRIES INC COMMON STOCK 001031103 888 35500 SOLE 35500 AFC ENTERPRISES INC COMMON STOCK 00104Q107 1224 60000 SOLE 60000 AFLAC INC COMMON STOCK 001055102 77891 2884848 SOLE 2884848 AGL RESOURCES INC COMMON STOCK 001204106 298 14900 SOLE 14900 AES CORPORATION COMMON STOCK 00130H105 103 8000 SOLE 8000 AK STEEL HLDG CORP COMMON STOCK 001547108 4543 537600 SOLE 537600 AMC ENTERTAINMENT INC COMMON STOCK 001669100 1365 130000 SOLE 130000 AMR CORPORATION - DEL COMMON STOCK 001765106 9574 500200 SOLE 500200 AOL TIME WARNER COMMON STOCK 00184A105 513848 15524117 SOLE 15524117 ATI TECHNOLOGIES INC COMMON STOCK 001941103 251 32000 SOLE 32000 AT & T COMMON STOCK 001957109 152792 7916700 SOLE 7916700 ATS MEDICAL INC. COMMON STOCK 002083103 68 17000 SOLE 17000 AT&T WIRELESS SERVICES COMMON STOCK 00209A106 32768 2193286 SOLE 2193286 AVX CORP COMMON STOCK 002444107 8299 510100 SOLE 510100 ABBOTT LABORATORIES COMMON STOCK 002824100 56039 1080800 SOLE 1080800 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 8375 476100 SOLE 476100 ACCREDO HEALTH COMMON STOCK 00437V104 11623 319300 SOLE 319300 ACTIVISION INC COMMON STOCK 004930202 4339 159400 SOLE 159400 ACTION PERFORMANCE COMMON STOCK 004933107 2110 115875 SOLE 115875 ACTEL CORPORATION COMMON STOCK 004934105 140 7900 SOLE 7900 ACTIVE POWER INC COMMON STOCK 00504W100 922 184000 SOLE 184000 ACTRADE FINANCIAL TECH COMMON STOCK 00507P102 1784 97100 SOLE 97100 ACTUANT CORP-CL A COMMON STOCK 00508X203 1488 82000 SOLE 82000 ACXIOM CORPORATION COMMON STOCK 005125109 149 15800 SOLE 15800 ADELPHIA BUS SOLUTIONS COMMON STOCK 006847107 19 18178 SOLE 18178 ADELPHIA COMM CL A COMMON STOCK 006848105 41556 1871885 SOLE 1871885 ADMINISTAFF INC COMMON STOCK 007094105 1425 54800 SOLE 54800 A.F.P. PROVIDA S.A. ADR AMERICAN DEPOSITORY RECEIPT 00709P108 1531 63000 SOLE 63000 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 21429 893600 SOLE 893600 ADOLOR CORPORATION COMMON STOCK 00724X102 1185 70000 SOLE 70000 ADVANCED DIGITAL INFO COMMON STOCK 007525108 3520 341400 SOLE 341400 ADVANCDED MARKETING SVCS COMMON STOCK 00753T105 1094 71300 SOLE 71300 ADVANCED NEUROMODUALTION COMMON STOCK 00757T101 79 3800 SOLE 3800 AEROFLEX INC COMMON STOCK 007768104 2709 246300 SOLE 246300 ADVANCED MICRO DEVICES COMMON STOCK 007903107 25 3100 SOLE 3100 ADVANCEPCS COMMON STOCK 00790K109 40261 560900 SOLE 560900 ADVANCED ENERGY CONVERTIBLE BONDS 007973AA8 4797 6271000 SOLE 6271000 AETNA INC-NEW COMMON STOCK 00817Y108 35165 1217200 SOLE 1217200 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 3704 45500 SOLE 45500 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 4418 77770 SOLE 77770 AFFYMETRIX, INC. COMMON STOCK 00826T108 22021 1372000 SOLE 1372000 AFFYMETRIX INC CONVERTIBLE BONDS 00826TAD0 4305 7000000 SOLE 7000000 AGERE SYSTEMS COMMON STOCK 00845V100 38626 9352600 SOLE 9352600 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 3303 168928 SOLE 168928 AGILE SOFTWARE CORP COMMON STOCK 00846X105 22434 2468000 SOLE 2468000 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 16030 415500 SOLE 415500 AIRBORNE INC COMMON STOCK 009269101 1051 110000 SOLE 110000 AIRGAS INC COMMON STOCK 009363102 2123 160000 SOLE 160000 AIRGATE PCS INC COMMON STOCK 009367103 822 18500 SOLE 18500 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 64 15200 SOLE 15200 AKSYS LTD COMMON STOCK 010196103 783 155000 SOLE 155000 ALASKA COMMUNICATIONS SYS COMMON STOCK 01167P101 6 800 SOLE 800 ALBANY INTL CORP CL A COMMON STOCK 012348108 1270 84900 SOLE 84900 ALBANY MOLECULAR RESEARCH COMMON STOCK 012423109 293 11800 SOLE 11800 ALBERTO-CULVER CO CL B COMMON STOCK 013068101 1742 44800 SOLE 44800 ALBERTO-CULVER CO -CL A COMMON STOCK 013068200 973 29500 SOLE 29500 ALBERTSON'S INC COMMON STOCK 013104104 4097 128500 SOLE 128500 ALCAN INC COMMON STOCK 013716105 174414 5813800 SOLE 5813800 ALCOA INC COMMON STOCK 013817101 84508 2725182 SOLE 2725182 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 34040 2000000 SOLE 2000000 ALFA CORPORATION COMMON STOCK 015385107 726 32900 SOLE 32900 ALIGN TECHNOLOGY INC COMMON STOCK 016255101 44 20000 SOLE 20000 ALKERMES INC CONVERTIBLE BONDS 01642TAB4 6022 10100000 SOLE 10100000 ALLEGHENY ENERGY INC COMMON STOCK 017361106 15058 410300 SOLE 410300 ALLEGIANCE TELECOM INC COMMON STOCK 01747T102 813 270000 SOLE 270000 ALLERGAN INCORPORATED COMMON STOCK 018490102 35146 530100 SOLE 530100 ALLERGAN INC. CONVERTIBLE BONDS 018490AA0 6125 10000000 SOLE 10000000 ALLETE COMMON STOCK 018522102 1626 63400 SOLE 63400 ALLIANCE CAP MGMT HLDG - COMMON STOCK 01855A101 123 2700 SOLE 2700 ALLIANCE GAMING CORP COMMON STOCK 01859P609 1056 74400 SOLE 74400 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 8093 94550 SOLE 94550 ALLIED CAPITAL CORP COMMON STOCK 01903Q108 808 35500 SOLE 35500 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 1034 81100 SOLE 81100 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 10082 224800 SOLE 224800 ALLOY INC. COMMON STOCK 019855105 4955 401500 SOLE 401500 ALLSTATE CORPORATION COMMON STOCK 020002101 191527 5127900 SOLE 5127900 ALPHA INDUSTRIES INC COMMON STOCK 020753109 4779 246700 SOLE 246700 ALPHARMA INC - CL A COMMON STOCK 020813101 314 10900 SOLE 10900 ALTERA CORPORATION COMMON STOCK 021441100 18334 1119300 SOLE 1119300 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 113616 2076700 SOLE 2076700 AMBASSADORS INTL COMMON STOCK 023178106 224 13400 SOLE 13400 AMCOL INT'L CORP COMMON STOCK 02341W103 452 80000 SOLE 80000 AMERADA HESS CORP. COMMON STOCK 023551104 100671 1585370 SOLE 1585370 AMEREN CORP COMMON STOCK 023608102 12150 316400 SOLE 316400 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 829 65000 SOLE 65000 AMERICAN CAPITAL STRATEGY COMMON STOCK 024937104 3065 111900 SOLE 111900 AMERICAN ELEC POWER COMMON STOCK 025537101 58866 1361700 SOLE 1361700 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 3751 188500 SOLE 188500 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 124735 4292310 SOLE 4292310 AMERICAN FINANCIAL HLDGS COMMON STOCK 026075101 2882 117400 SOLE 117400 AMER GREETINGS CORP COMMON STOCK 026375105 5 400 SOLE 400 AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 486 13800 SOLE 13800 AMERICAN HOME PRODUCTS COMMON STOCK 026609107 344837 5919945 SOLE 5919945 AMERICAN HOME MTG HLDG COMMON STOCK 02660M108 8020 459600 SOLE 459600 AMERICAN INTERNTL GP COMMON STOCK 026874107 467126 5988794 SOLE 5988794 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 10103 233600 SOLE 233600 AMERICAN MEDICAL SYS COMMON STOCK 02744M108 1663 87200 SOLE 87200 AMERICAN POWER CONVERSION COMMON STOCK 029066107 380 32500 SOLE 32500 AMERICAN STANDARD COS INC COMMON STOCK 029712106 20290 368900 SOLE 368900 AMERICAN TOWER CORP 144A CONVERTIBLE BONDS 029912AE2 8016 11000000 SOLE 11000000 AMERICAN TOWER CORP CONVERTIBLE BONDS 029912AF9 4008 5500000 SOLE 5500000 AMERICAN WOODMARK COMMON STOCK 030506109 1030 35100 SOLE 35100 AMERICREDIT CORP COMMON STOCK 03060R101 8515 269300 SOLE 269300 AMERISTAR CASINOS INC COMMON STOCK 03070Q101 684 52500 SOLE 52500 AMERON INTL CORP COMMON STOCK 030710107 1115 17300 SOLE 17300 AMERSHAM PLC ADR AMERICAN DEPOSITORY RECEIPT 030719108 148 3500 SOLE 3500 AMERIPATH INC COMMON STOCK 03071D109 2826 107600 SOLE 107600 AMERUS GROUP CO COMMON STOCK 03072M108 2689 76400 SOLE 76400 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 131133 1848240 SOLE 1848240 AMETEK INC COMMON STOCK 031100100 394 15000 SOLE 15000 AMGEN INCORPORATED COMMON STOCK 031162100 276102 4698010 SOLE 4698010 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 1812 172200 SOLE 172200 AMSOUTH BANCORPORATION COMMON STOCK 032165102 4129 228500 SOLE 228500 AMSURG CORP COMMON STOCK 03232P405 4305 156250 SOLE 156250 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 121529 2527650 SOLE 2527650 ANALOG DEVICES INC. COMMON STOCK 032654105 73290 2241280 SOLE 2241280 ANALOGIC CORP COMMON STOCK 032657207 105 2600 SOLE 2600 ANCHOR BANCORP INC/WI COMMON STOCK 032839102 93 5600 SOLE 5600 ANCHOR GAMING COMMON STOCK 033037102 1818 43800 SOLE 43800 ANDOVER BANCORP INC COMMON STOCK 034258103 612 12000 SOLE 12000 ANDREW CORP COMMON STOCK 034425108 673 37000 SOLE 37000 ANDRX GROUP COMMON STOCK 034553107 35524 547200 SOLE 547200 ANGLOGOLD LTD- SPON ADR AMERICAN DEPOSITORY RECEIPT 035128206 766 48000 SOLE 48000 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 218083 5207320 SOLE 5207320 ANIXTER INTL INC COMMON STOCK 035290105 647 26100 SOLE 26100 ANNALY MORTGAGE MANAGEMEN COMMON STOCK 035710409 15613 1080500 SOLE 1080500 ANNTAYLOR STORES CORP COMMON STOCK 036115103 2146 97900 SOLE 97900 ANSOFT CORP COMMON STOCK 036384105 1653 181200 SOLE 181200 ANSYS, INC. COMMON STOCK 03662Q105 2304 129100 SOLE 129100 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 8840 850000 SOLE 850000 ANTIGENICS INC/DEL COMMON STOCK 037032109 204 16000 SOLE 16000 AON CORP COMMON STOCK 037389103 16808 400200 SOLE 400200 APACHE CORPORATION COMMON STOCK 037411105 2799 65100 SOLE 65100 APACHE CORP 6.5 CV ACES CONVERTIBLE PREFERRED STOCK 037411600 3352 90000 SOLE 90000 APOGEE ENTERPRISES INC COMMON STOCK 037598109 1464 113500 SOLE 113500 APOLLO GROUP INC -CL A COMMON STOCK 037604105 5388 128200 SOLE 128200 APOGENT TECHNOLOGIES INC COMMON STOCK 03760A101 7488 313300 SOLE 313300 APPLE COMPUTER INC COMMON STOCK 037833100 941 60700 SOLE 60700 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 5095 172700 SOLE 172700 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 20357 786000 SOLE 786000 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 67473 2765300 SOLE 2765300 APPLICA INC COMMON STOCK 03815A106 1356 160500 SOLE 160500 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 17 1000 SOLE 1000 APPLIED MATERIALS INC. COMMON STOCK 038222105 15471 544000 SOLE 544000 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 923 132000 SOLE 132000 APTARGROUP INC. COMMON STOCK 038336103 2557 80400 SOLE 80400 ARBITRON INC COMMON STOCK 03875Q108 1046 40000 SOLE 40000 ARCH CHEMICALS INC COMMON STOCK 03937R102 363 16000 SOLE 16000 ARCH COAL INC COMMON STOCK 039380100 374 24000 SOLE 24000 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 15951 1266930 SOLE 1266930 ARCHSTONE COMM TRUST COMMON STOCK 039581103 17231 660200 SOLE 660200 ARCTIC CAT INC COMMON STOCK 039670104 1042 77300 SOLE 77300 AREA BANCSHARES CORP COMMON STOCK 039872106 440 25900 SOLE 25900 ARENA PHARMACEUTICALS COMMON STOCK 040047102 364 33100 SOLE 33100 ARGOSY GAMING COMPANY COMMON STOCK 040228108 2502 95500 SOLE 95500 ARMOR HOLDINGS INC COMMON STOCK 042260109 14 700 SOLE 700 ARNOLD INDUSTRIES INC COMMON STOCK 042595108 2120 102400 SOLE 102400 ARQULE INC COMMON STOCK 04269E107 1988 190200 SOLE 190200 ARRAY BIOPHARMA COMMON STOCK 04269X105 271 30000 SOLE 30000 ARROW ELECTRONICS INC COMMON STOCK 042735100 1882 90200 SOLE 90200 ARROW FINANCIAL CORP COMMON STOCK 042744102 302 10800 SOLE 10800 ARTHROCARE CORP COMMON STOCK 043136100 4 200 SOLE 200 ARVINMERITOR INC COMMON STOCK 043353101 786 55000 SOLE 55000 ASHANTI GOLDFIELDS GDR GLOBAL DEPOSITORY RECEIPT 043743202 1526 436120 SOLE 436120 ASHLAND INC COMMON STOCK 044204105 1800 46700 SOLE 46700 ASIAINFO HOLDINGS INC COMMON STOCK 04518A104 2 200 SOLE 200 ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 3219 294000 SOLE 294000 ASPEN TECHNOLOGY INC CONVERTIBLE BONDS 045327AB9 2860 4000000 SOLE 4000000 ASSOCIATED BANC-CORP COMMON STOCK 045487105 1223 36100 SOLE 36100 ASTEC INDUSTRIES INC. 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COMMON STOCK 226153104 1189 42100 SOLE 42100 CRIIMI MAE INC COMMON STOCK 226603108 1199 3075157 SOLE 3075157 CRIIMI MAE 10.875 CV NOVT CONVERTIBLE PREFERRED STOCK 226603207 5207 337000 SOLE 337000 CROSSMANN COMMUNITIES INC COMMON STOCK 22764E109 743 28300 SOLE 28300 CROWN MEDIA HOLDINGS CL A COMMON STOCK 228411104 2989 291600 SOLE 291600 CRYOLIFE INC COMMON STOCK 228903100 1395 37100 SOLE 37100 CUBIST PHARMACEUTICALS COMMON STOCK 229678107 665 20300 SOLE 20300 CULLEN/FROST BANKERS INC COMMON STOCK 229899109 3221 119500 SOLE 119500 CUMMINS INC COMMON STOCK 231021106 1040 31500 SOLE 31500 CURTISS-WRIGHT CORP COMMON STOCK 231561101 37 800 SOLE 800 CYMER INC COMMON STOCK 232572107 854 51000 SOLE 51000 CYPRESS SEMICONDUCTOR CRP COMMON STOCK 232806109 21821 1468420 SOLE 1468420 CYPRESS SEMICONDUCTOR CONVERTIBLE BONDS 232806AE9 4823 6000000 SOLE 6000000 CYTEC INDUSTRIES INC COMMON STOCK 232820100 227 9800 SOLE 9800 D&K HEALTHCARE RESOURCES COMMON STOCK 232861104 671 14000 SOLE 14000 CYTYC CORPORATION COMMON STOCK 232946103 109294 4076600 SOLE 4076600 DPL INC COMMON STOCK 233293109 1527 62800 SOLE 62800 DRS TECHNOLOGIES INC COMMON STOCK 23330X100 3392 97600 SOLE 97600 D.R. 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COMMON STOCK 292845104 11739 508200 SOLE 508200 ENGINEERED SUPPORT SYSTEM COMMON STOCK 292866100 1926 40900 SOLE 40900 ENRON CORP COMMON STOCK 293561106 101455 3725840 SOLE 3725840 ENTERASYS NETWORKS INC COMMON STOCK 293637104 22158 3435300 SOLE 3435300 ENTERCOM COMM CORP COMMON STOCK 293639100 5226 153700 SOLE 153700 ENTERGY CORP COMMON STOCK 29364G103 33067 929900 SOLE 929900 ENZON INC COMMON STOCK 293904108 11750 230400 SOLE 230400 EQUITABLE RESOURCES,INC. COMMON STOCK 294549100 8199 273200 SOLE 273200 EQUITY OFFICE PROP. COMMON STOCK 294741103 58365 1823900 SOLE 1823900 EQUITY RESIDENTIAL PROP COMMON STOCK 29476L107 31945 547000 SOLE 547000 EQY RS PRPS SR G 7.25 VT CONVERTIBLE PREFERRED STOCK 29476L859 7629 300000 SOLE 300000 L.M. 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FULLER CO COMMON STOCK 359694106 1924 42000 SOLE 42000 FURNITURE BRANDS INTL COMMON STOCK 360921100 214 11000 SOLE 11000 G & K SERVICES INC -CL A COMMON STOCK 361268105 714 26900 SOLE 26900 GSI LUMONICS INC COMMON STOCK 36229U102 17435 2563900 SOLE 2563900 GABELLI ASSET MGMT INC COMMON STOCK 36239Y102 663 18000 SOLE 18000 GAIAM INC COMMON STOCK 36268Q103 708 45000 SOLE 45000 GALILEO INTERNATIONAL INC COMMON STOCK 363547100 2142 103200 SOLE 103200 ARTHUR J GALLAGHER & CO COMMON STOCK 363576109 3889 114900 SOLE 114900 GAP INC COMMON STOCK 364760108 52267 4373770 SOLE 4373770 GARAN INC COMMON STOCK 364802108 349 10000 SOLE 10000 GARDNER DENVER INC COMMON STOCK 365558105 666 30000 SOLE 30000 ***GAYLORD CONTAINER A COMMON STOCK 368145108 12 9232 SOLE 9232 GENENTECH INC COMMON STOCK 368710406 55123 1252800 SOLE 1252800 GENERAL CABLE CORP COMMON STOCK 369300108 1715 174100 SOLE 174100 GENERAL COMMUNICATION -A COMMON STOCK 369385109 2449 202400 SOLE 202400 GENERAL DYNAMICS CORPORAT COMMON STOCK 369550108 55253 625600 SOLE 625600 GENERAL ELECTRIC CO. 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GRAINGER INC. COMMON STOCK 384802104 2327 59900 SOLE 59900 GRANITE CONSTRUCTION COMMON STOCK 387328107 1545 60250 SOLE 60250 GREAT ATLANTIC & PAC COMMON STOCK 390064103 778 54400 SOLE 54400 GREAT SOUTHERN BANCORP COMMON STOCK 390905107 172 6500 SOLE 6500 GREEN MOUNTAIN COFFEE INC COMMON STOCK 393122106 1129 49000 SOLE 49000 GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 23513 669900 SOLE 669900 GREY WOLF INC COMMON STOCK 397888108 687 381600 SOLE 381600 GRIFFON CORP COMMON STOCK 398433102 824 67500 SOLE 67500 GROUP 1 AUTOMOTIVE INC COMMON STOCK 398905109 1460 55000 SOLE 55000 GRUPO CASA SABA DE-CV ADR AMERICAN DEPOSITORY RECEIPT 40048P104 1898 330100 SOLE 330100 GRUPO RADIO CENTRO ADR AMERICAN DEPOSITORY RECEIPT 40049C102 1904 350000 SOLE 350000 GRUPO TELEVISA SA SPONS GLOBAL DEPOSITORY RECEIPT 40049J206 85833 2990690 SOLE 2990690 GTECH HOLDINGS CORP COMMON STOCK 400518106 4186 121200 SOLE 121200 GUESS? 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CO COMMON STOCK 412693103 6003 274100 SOLE 274100 HARLEY DAVIDSON INC. COMMON STOCK 412822108 89120 2200490 SOLE 2200490 HARLEYSVILLE GROUP INC COMMON STOCK 412824104 844 35200 SOLE 35200 HARMONIC INC COMMON STOCK 413160102 3426 423000 SOLE 423000 HARRIS CORP. COMMON STOCK 413875105 299 9400 SOLE 9400 HARSCO CORPORATION COMMON STOCK 415864107 1577 56800 SOLE 56800 HARTE-HANKS INC COMMON STOCK 416196103 5696 263200 SOLE 263200 HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 33018 562100 SOLE 562100 HASBRO INCORPORATED COMMON STOCK 418056107 55593 3970900 SOLE 3970900 HAVAS ADVERTISING ADR AMERICAN DEPOSITORY RECEIPT 419313101 698 116332 SOLE 116332 HAWAIIAN ELECTRIC INDS. 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OF AMERICA COMMON STOCK 50540R409 15345 189800 SOLE 189800 LADISH COMPANY INC COMMON STOCK 505754200 1104 138900 SOLE 138900 LAFARGE NORTH AMERICA INC COMMON STOCK 505862102 1710 51200 SOLE 51200 LAM RESEARCH CORPORATION COMMON STOCK 512807108 3134 184900 SOLE 184900 LAMAR ADVERTISING CO COMMON STOCK 512815101 7813 257700 SOLE 257700 LANCASTER COLONY CORP COMMON STOCK 513847103 1454 51900 SOLE 51900 LANCE, INC. COMMON STOCK 514606102 2167 163300 SOLE 163300 LANDAUER INC COMMON STOCK 51476K103 1283 37800 SOLE 37800 LANDAMERICA FINANCIAL GP COMMON STOCK 514936103 941 28300 SOLE 28300 LANDS' END INC. 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COMMON STOCK 855030102 186 13900 SOLE 13900 STAR GAS PARTNERS L.P. COMMON STOCK 85512C105 15 737 SOLE 737 STARBUCKS CORP COMMON STOCK 855244109 8378 560800 SOLE 560800 STARWOOD HOTELS & RESORT COMMON STOCK 85590A203 5471 248700 SOLE 248700 STATE STREET CORP COMMON STOCK 857477103 7403 162700 SOLE 162700 STATEN ISLAND BANCORP INC COMMON STOCK 857550107 1812 73500 SOLE 73500 STEAK N SHAKE COMPANY COMMON STOCK 857873103 198 20000 SOLE 20000 STELLENT INC COMMON STOCK 85856W105 432 30000 SOLE 30000 STERLING BANCSHARES INC COMMON STOCK 858907108 2138 161700 SOLE 161700 STERICYCLE INC COMMON STOCK 858912108 2426 58200 SOLE 58200 STERIS CORP COMMON STOCK 859152100 2284 116200 SOLE 116200 STERLING BANCORP-NY COMMON STOCK 859158107 638 22200 SOLE 22200 STEWART & STEVENSON SERVI COMMON STOCK 860342104 2360 98000 SOLE 98000 STEWART INFO SVCS COMMON STOCK 860372101 35 1800 SOLE 1800 STILLWATER MINING COMPANY COMMON STOCK 86074Q102 3601 179000 SOLE 179000 STILWELL FINANCIAL INC COMMON STOCK 860831106 11509 590200 SOLE 590200 STMICROELECTRONICS NV- NY COMMON STOCK 861012102 21463 998750 SOLE 998750 STOLT OFFSHORE SA - ADR AMERICAN DEPOSITORY RECEIPT 861567105 450 59700 SOLE 59700 STONE ENERGY CORP. COMMON STOCK 861642106 10832 336400 SOLE 336400 STONERIDGE INC COMMON STOCK 86183P102 284 40500 SOLE 40500 STRATOS LIGHTWAVE COMMON STOCK 863100103 1307 378729 SOLE 378729 STRATUS PROPERTIES INC COMMON STOCK 863167201 360 39999 SOLE 39999 STRIDE RITE COMMON STOCK 863314100 3924 627800 SOLE 627800 STRYKER CORPORATION COMMON STOCK 863667101 285554 5398005 SOLE 5398005 STUDENT LOAN CORP COMMON STOCK 863902102 1128 16000 SOLE 16000 SUIZA FOODS CORP COMMON STOCK 865077101 43416 687620 SOLE 687620 SUN MICROSYSTEMS INC. COMMON STOCK 866810104 53194 6432200 SOLE 6432200 SUNCOR ENERGY INC COMMON STOCK 867229106 10844 388970 SOLE 388970 SUNGARD DATA SYSTEMS COMMON STOCK 867363103 112718 4823200 SOLE 4823200 SUNOCO INC COMMON STOCK 86764P109 3923 110190 SOLE 110190 SUNRISE ASST'D LIVING INC COMMON STOCK 86768K106 777 30100 SOLE 30100 SUNRISE ASSISTED LIVING CONVERTIBLE BONDS 86768KAC0 2005 2000000 SOLE 2000000 SUNTRUST BANKS,INC. COMMON STOCK 867914103 11688 175500 SOLE 175500 SUPERIOR ENERGY SERV COMMON STOCK 868157108 1283 217400 SOLE 217400 SUPERIOR INDUSTRIES INTL COMMON STOCK 868168105 1229 37000 SOLE 37000 SUPERVALU INC. COMMON STOCK 868536103 20811 1028700 SOLE 1028700 SUREBEAM CORP CL A COMMON STOCK 86866R102 2371 285700 SOLE 285700 SURMODICS INC COMMON STOCK 868873100 3124 78200 SOLE 78200 SWIFT ENERGY CO COMMON STOCK 870738101 4547 220500 SOLE 220500 SWIFT TRANSPORTATION CO COMMON STOCK 870756103 3717 210000 SOLE 210000 SYBASE INCORPORATED COMMON STOCK 871130100 124871 13427000 SOLE 13427000 SYBRON DENTAL SPCLTIES COMMON STOCK 871142105 8570 460733 SOLE 460733 SYKES ENTERPRISES INC COMMON STOCK 871237103 245 43900 SOLE 43900 SYLVAN LEARNING SYS INC. COMMON STOCK 871399101 2959 129200 SOLE 129200 SYMANTEC CORP. COMMON STOCK 871503108 24 700 SOLE 700 SYMBOL TECHNOLOGIES INC. COMMON STOCK 871508107 42 4000 SOLE 4000 SYMMETRICOM INC COMMON STOCK 871543104 630 115900 SOLE 115900 SYNCOR INTL CORP-DEL COMMON STOCK 87157J106 1273 40000 SOLE 40000 SYNOPSYS INC COMMON STOCK 871607107 60995 1520700 SOLE 1520700 SYNOVUS FIN CORP COMMON STOCK 87161C105 44 1600 SOLE 1600 SYNTEL INC COMMON STOCK 87162H103 330 40200 SOLE 40200 SYNTROLEUM CORP COMMON STOCK 871630109 47 10000 SOLE 10000 SYSCO CORP COMMON STOCK 871829107 72456 2836970 SOLE 2836970 TBC CORP COMMON STOCK 872180104 692 70000 SOLE 70000 TCF FINANCIAL CORP COMMON STOCK 872275102 12154 263880 SOLE 263880 TECO ENERGY INC COMMON STOCK 872375100 1539 56800 SOLE 56800 THQ INC COMMON STOCK 872443403 23884 553500 SOLE 553500 TJX COMPANIES, INC. COMMON STOCK 872540109 33867 1029400 SOLE 1029400 TRC CO. COMMON STOCK 872625108 1048 29000 SOLE 29000 TMP WORLDWIDE INC COMMON STOCK 872941109 3 100 SOLE 100 TXU CORPORATION COMMON STOCK 873168108 102066 2203500 SOLE 2203500 TAIWAN SEMICNDUCTR ADR AMERICAN DEPOSITORY RECEIPT 874039100 1828 192650 SOLE 192650 TAKE-TWO INTERACTIVE SFTW COMMON STOCK 874054109 8056 1139500 SOLE 1139500 TALBOTS INC. COMMON STOCK 874161102 14222 633500 SOLE 633500 TALX CORP COMMON STOCK 874918105 2760 129560 SOLE 129560 TARGET CORP COMMON STOCK 87612E106 217756 6858450 SOLE 6858450 TECH DATA CORPORATION COMMON STOCK 878237106 758 20000 SOLE 20000 TECHNE CORP COMMON STOCK 878377100 4329 147100 SOLE 147100 TECUMSEH PRODUCTS CO COMMON STOCK 878895200 223 4900 SOLE 4900 TEJON RANCH CO COMMON STOCK 879080109 23 1000 SOLE 1000 TEKTRONIX INC COMMON STOCK 879131100 5084 290700 SOLE 290700 TELEDYNE TECH INC COMMON STOCK 879360105 113 7100 SOLE 7100 TELESP CELULAR PARTIC-ADR AMERICAN DEPOSITORY RECEIPT 87952L108 14832 2809100 SOLE 2809100 TELIK INC COMMON STOCK 87959M109 650 100000 SOLE 100000 TELLABS INC COMMON STOCK 879664100 751 76000 SOLE 76000 TELLIUM INC COMMON STOCK 87967E107 2762 560300 SOLE 560300 TEMPLE-INLAND INC COMMON STOCK 879868107 418 8800 SOLE 8800 TENET HEALTHCARE COMMON STOCK 88033G100 92063 1543382 SOLE 1543382 TENNANT COMPANY COMMON STOCK 880345103 245 7000 SOLE 7000 TERADYNE INCORPORATED COMMON STOCK 880770102 4138 212200 SOLE 212200 TESORO PETROLEUM CORP. COMMON STOCK 881609101 4329 363800 SOLE 363800 TEVA PHARM ADR AMERICAN DEPOSITORY RECEIPT 881624209 5815 96200 SOLE 96200 TETRA TECHNOLOGIES INC. COMMON STOCK 88162F105 3791 217600 SOLE 217600 TEXACO INC COMMON STOCK 881694103 227784 3504372 SOLE 3504372 TEXAS INDUSTRIES COMMON STOCK 882491103 803 26000 SOLE 26000 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 40353 1615420 SOLE 1615420 TEXTRON INC COMMON STOCK 883203101 10083 300000 SOLE 300000 THERAGENICS CORP COMMON STOCK 883375107 1178 127500 SOLE 127500 THERMA WAVE INC. COMMON STOCK 88343A108 4048 394200 SOLE 394200 THERMO ELECTRON COMMON STOCK 883556102 10883 602930 SOLE 602930 THERMO ELECTRON CORP CONVERTIBLE BONDS 883556AH5 7200 8000000 SOLE 8000000 THORATEC CORPORATION COMMON STOCK 885175307 243 14700 SOLE 14700 3COM CORPORATION COMMON STOCK 885535104 158 42100 SOLE 42100 3DO COMPANY (THE) COMMON STOCK 88553W105 190 92900 SOLE 92900 3D SYSTEMS CORP COMMON STOCK 88554D205 2184 140000 SOLE 140000 THREE-FIVE SYSTEMS INC COMMON STOCK 88554L108 51008 3200000 SOLE 3200000 3TEC ENERGY CORPORATION COMMON STOCK 88575R308 30 2100 SOLE 2100 TIDEWATER INCORPORATED COMMON STOCK 886423102 14250 533900 SOLE 533900 TIFFANY & CO COMMON STOCK 886547108 29922 1382090 SOLE 1382090 TIMKEN COMPANY COMMON STOCK 887389104 7 500 SOLE 500 TITAN CORP COMMON STOCK 888266103 128710 6566850 SOLE 6566850 TITANIUM METALS CORP COMMON STOCK 888339108 644 201100 SOLE 201100 TOLL BROTHERS INC COMMON STOCK 889478103 12794 431200 SOLE 431200 TOO INC COMMON STOCK 890333107 5426 258501 SOLE 258501 TORCH OFFSHORE INC COMMON STOCK 891019101 340 57500 SOLE 57500 TORO CO COMMON STOCK 891092108 2101 49900 SOLE 49900 TOTAL FINA ELF SA ADR AMERICAN DEPOSITORY RECEIPT 89151E109 105416 1560560 SOLE 1560560 TOWER AOTOMOTIVE INC COMMON STOCK 891707101 466 65000 SOLE 65000 TOYS 'R' US INC. COMMON STOCK 892335100 2007 116500 SOLE 116500 TRACTOR SUPPLY CO COMMON STOCK 892356106 919 48400 SOLE 48400 TRAVELOCITY.COM INC COMMON STOCK 893953109 501 37700 SOLE 37700 TRIAD HOSPITALS INC COMMON STOCK 89579K109 17739 501100 SOLE 501100 TRIAD GUARANTY INC COMMON STOCK 895925105 489 14000 SOLE 14000 TRIARC COMPANIES COMMON STOCK 895927101 266 11500 SOLE 11500 TRIBUNE CO COMMON STOCK 896047107 9049 288200 SOLE 288200 TRIGON HEALTHCARE INC COMMON STOCK 89618L100 23449 358000 SOLE 358000 TRIMERIS INC COMMON STOCK 896263100 351 10000 SOLE 10000 TRINITY INDUSTRIES COMMON STOCK 896522109 1949 90000 SOLE 90000 TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 171 10700 SOLE 10700 TRIQUINT SEMICONDUCTOR CONVERTIBLE BONDS 89674KAB9 3819 5000000 SOLE 5000000 TROY FINANCIAL CORP COMMON STOCK 897329108 410 19400 SOLE 19400 TUESDAY MORNING CORP COMMON STOCK 899035505 683 74400 SOLE 74400 TUPPERWARE CORP COMMON STOCK 899896104 239 12000 SOLE 12000 TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 1 100 SOLE 100 TYCO INTL LTD COMMON STOCK 902124106 492626 10826949 SOLE 10826949 TYCO INT 144A 11/17/20 CONVERTIBLE BONDS 902124AA4 49343 64500000 SOLE 64500000 TYCO INTL LTD CONVERTIBLE BONDS 902124AC0 3825 5000000 SOLE 5000000 UCAR INTERNATIONAL COMMON STOCK 90262K109 4068 457100 SOLE 457100 UCBH HOLDINGS INC COMMON STOCK 90262T308 1074 36800 SOLE 36800 UGI CORP. COMMON STOCK 902681105 683 25200 SOLE 25200 UICI COMMON STOCK 902737105 409 30000 SOLE 30000 USX-MARATHON GROUP COMMON STOCK 902905827 56413 2108900 SOLE 2108900 UST, INC. COMMON STOCK 902911106 13512 407000 SOLE 407000 US BANCORP COMMON STOCK 902973304 34930 1574823 SOLE 1574823 URS CORP COMMON STOCK 903236107 1122 48800 SOLE 48800 U.S. PHYSICAL THERAPY INC COMMON STOCK 90337L108 1972 121500 SOLE 121500 USX-US STEEL GROUP INC COMMON STOCK 90337T101 814 58200 SOLE 58200 US UNWIRED INC -CL A COMMON STOCK 90338R104 574 56600 SOLE 56600 US ONCOLOGY INC COMMON STOCK 90338W103 119 16000 SOLE 16000 UBIQUITEL INC COMMON STOCK 903474302 1170 145000 SOLE 145000 ULTICOM INC COMMON STOCK 903844108 164 20100 SOLE 20100 USA EDUCATION COMMON STOCK 90390U102 383407 4624380 SOLE 4624380 ULTRA PETROLEUM CORP COMMON STOCK 903914109 95 23700 SOLE 23700 ULTRAMAR DIAMOND SHA COMMON STOCK 904000106 6731 140400 SOLE 140400 UMPQUA HLDGS CORP COMMON STOCK 904214103 79 6400 SOLE 6400 UNIBANCO ADR GLOBAL DEPOSITORY RECEIPT 90458E107 16240 1120000 SOLE 1120000 UNIFI INC COMMON STOCK 904677101 246 30000 SOLE 30000 UNIFIRST CORP COMMON STOCK 904708104 1268 75000 SOLE 75000 UNILAB CORPORATION COMMON STOCK 904763208 702 25300 SOLE 25300 UNILEVER NV - NY SHARES AMERICAN DEPOSITORY RECEIPT 904784709 71755 1328300 SOLE 1328300 UNION PACIFIC COMMON STOCK 907818108 47772 1018600 SOLE 1018600 UNION PLANTERS CORP COMMON STOCK 908068109 14157 330000 SOLE 330000 UNIONBANCAL CORP COMMON STOCK 908906100 338 10000 SOLE 10000 UNISOURCE ENERGY CORP COMMON STOCK 909205106 907 64800 SOLE 64800 UNISYS CORPORATION COMMON STOCK 909214108 1887 217900 SOLE 217900 UNIT CORP COMMON STOCK 909218109 4110 462800 SOLE 462800 UNITED AUTO GROUP INC COMMON STOCK 909440109 499 30000 SOLE 30000 UNITED BANKSHARES INC/WV COMMON STOCK 909907107 1679 62200 SOLE 62200 UNITED NATIONAL BANCORP/N COMMON STOCK 910909100 316 12400 SOLE 12400 UNITED NATURAL FOODS INC COMMON STOCK 911163103 942 51800 SOLE 51800 UNITED PARCEL SERVICE CLB COMMON STOCK 911312106 110483 2125500 SOLE 2125500 UNITED RENTALS INC COMMON STOCK 911363109 43 2500 SOLE 2500 UNITED STATIONERS INC COMMON STOCK 913004107 1347 45100 SOLE 45100 UNITED SURGICAL PARTNERS COMMON STOCK 913016309 4077 198900 SOLE 198900 UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 17661 379800 SOLE 379800 UNITEDGLOBALCOM, INC. A COMMON STOCK 913247508 40 17300 SOLE 17300 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 82147 1235300 SOLE 1235300 UNIVERSAL COMPRESSION HLD COMMON STOCK 913431102 101 4500 SOLE 4500 UNIVERSAL CORP COMMON STOCK 913456109 3874 116100 SOLE 116100 UNIVERSAL ELECTRONICS INC COMMON STOCK 913483103 317 21000 SOLE 21000 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 1750 92000 SOLE 92000 UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 23727 486200 SOLE 486200 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 24131 1051470 SOLE 1051470 UNOCAL CORP. COMMON STOCK 915289102 79000 2430754 SOLE 2430754 UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 7706 305200 SOLE 305200 URBAN OUTFITTERS INC COMMON STOCK 917047102 22 2000 SOLE 2000 UROCOR, INC. COMMON STOCK 91727P105 703 40000 SOLE 40000 V.I. TECHHOLOGIES INC COMMON STOCK 917920100 2028 316800 SOLE 316800 UTILICORP UNITED INC COMMON STOCK 918005109 3 100 SOLE 100 UTSTARCOM INC COMMON STOCK 918076100 2 100 SOLE 100 VF CORPORATION COMMON STOCK 918204108 2980 101800 SOLE 101800 VAIL RESORTS INC COMMON STOCK 91879Q109 50 3600 SOLE 3600 VALASSIS COMMUNICATIONS COMMON STOCK 918866104 1596 50000 SOLE 50000 VALERO ENERGY CORP COMMON STOCK 91913Y100 17550 500000 SOLE 500000 VALLEY NATIONAL BANCORP COMMON STOCK 919794107 216 7250 SOLE 7250 VANS INC COMMON STOCK 921930103 1949 169600 SOLE 169600 VARCO INTERNATIONAL INC COMMON STOCK 922122106 14511 1201220 SOLE 1201220 VARIAN INC. COMMON STOCK 922206107 3267 128200 SOLE 128200 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 91151 1420900 SOLE 1420900 VASTERA INC COMMON STOCK 92239N109 336 30000 SOLE 30000 VECTREN CORP COMMON STOCK 92240G101 282 12600 SOLE 12600 VECTOR GROUP LTD COMMON STOCK 92240M108 21 500 SOLE 500 VEECO INSTRUMENTS INC COMMON STOCK 922417100 2788 105200 SOLE 105200 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 470 23000 SOLE 23000 VENTIV HEALTH INC WI COMMON STOCK 922793104 105 25900 SOLE 25900 VENATOR GROUP INC. COMMON STOCK 922944103 5194 340600 SOLE 340600 VERADO HOLDINGS INC WTS WARRANTS UNIT 92335X118 15 7750 SOLE 7750 VERITAS SOFTWARE COMMON STOCK 923436109 41688 2260711 SOLE 2260711 VERISIGN INC COMMON STOCK 92343E102 5447 130000 SOLE 130000 VERIZON COMMUNICATION COMMON STOCK 92343V104 365238 6749915 SOLE 6749915 VESTA INSURANCE GROUP INC COMMON STOCK 925391104 989 75500 SOLE 75500 VIACOM INC. CL B. COMMON STOCK 925524308 198600 5756510 SOLE 5756510 VIAD CORP COMMON STOCK 92552R109 1358 70800 SOLE 70800 VIANT CORP COMMON STOCK 92553N107 20 16500 SOLE 16500 VIDESH SANCH NIGAM ADR AMERICAN DEPOSITORY RECEIPT 92659G600 15376 1621915 SOLE 1621915 VIRATA CORP COMMON STOCK 927646109 2286 229100 SOLE 229100 VIROPHARMA INC COMMON STOCK 928241108 374 14800 SOLE 14800 VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 38985 2118770 SOLE 2118770 VISTEON CORP COMMON STOCK 92839U107 2709 212500 SOLE 212500 VISUAL NETWORKS INC COMMON STOCK 928444108 295 129500 SOLE 129500 VISX INC COMMON STOCK 92844S105 4 300 SOLE 300 VITAL SIGNS INC COMMON STOCK 928469105 367 12000 SOLE 12000 VITESSE SEMICONDUCTOR COMMON STOCK 928497106 12893 1663550 SOLE 1663550 VITESSE SEMICONDUCTR CONVERTIBLE BONDS 928497AB2 1593 2000000 SOLE 2000000 VODAFONE GROUP PLC AMERICAN DEPOSITORY RECEIPT 92857W100 55556 2529886 SOLE 2529886 VORNADO RLTY TRST 6.5 CV CONVERTIBLE PREFERRED STOCK 929042208 3576 65000 SOLE 65000 VULCAN MATERIALS CO COMMON STOCK 929160109 3266 75600 SOLE 75600 WFS FINANCIAL INC COMMON STOCK 92923B106 1287 72510 SOLE 72510 W-H ENERGY SERVICES INC COMMON STOCK 92925E108 1 100 SOLE 100 WMS INDS. INC. COMMON STOCK 929297109 2977 170200 SOLE 170200 WPP GROUP PLC SPONS ADR AMERICAN DEPOSITORY RECEIPT 929309300 7425 201372 SOLE 201372 WSFS FINANCIAL CORP COMMON STOCK 929328102 181 11000 SOLE 11000 WACKENHUT CORRECTIONS COMMON STOCK 929798106 1474 110000 SOLE 110000 WACHOVIA CORP COMMON STOCK 929903102 142067 4582800 SOLE 4582800 WAL-MART STORES INC. COMMON STOCK 931142103 303791 6137200 SOLE 6137200 WALGREEN COMPANY COMMON STOCK 931422109 80680 2343300 SOLE 2343300 WALLACE COMPUTER COMMON STOCK 932270101 5 300 SOLE 300 WALTER INDUSTRIES INC COMMON STOCK 93317Q105 1792 200200 SOLE 200200 WASHINGTON FEDERAL INC COMMON STOCK 938824109 1931 77100 SOLE 77100 WASHINGTON MUTUAL INC COMMON STOCK 939322103 151940 3948550 SOLE 3948550 WASTE CONECTIONS INC COMMON STOCK 941053100 540 20000 SOLE 20000 WASTE MANAGEMENT INC COMMON STOCK 94106L109 166385 6222316 SOLE 6222316 WATCHGUARD TECHNOLOGIES COMMON STOCK 941105108 306 40000 SOLE 40000 WATERS CORP COMMON STOCK 941848103 79297 2216850 SOLE 2216850 WATSCO INC COMMON STOCK 942622200 393 30000 SOLE 30000 WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 4270 78050 SOLE 78050 WATSON WYATT & CO HOLD COMMON STOCK 942712100 1216 76500 SOLE 76500 WATTS INDUSTRIES CL A COMMON STOCK 942749102 85 6500 SOLE 6500 WAYPOINT FIN CORP COMMON STOCK 946756103 4 300 SOLE 300 WEBEX COMMUNICATIONS INC COMMON STOCK 94767L109 21977 1034700 SOLE 1034700 WEBSENSE INC COMMON STOCK 947684106 1429 131100 SOLE 131100 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 2172 65900 SOLE 65900 WELLPOINT HEALTH NEW COMMON STOCK 94973H108 17027 156000 SOLE 156000 WELLS FARGO COMPANY COMMON STOCK 949746101 360376 8107447 SOLE 8107447 WENDY'S INTERNATIONAL COMMON STOCK 950590109 14681 550900 SOLE 550900 WERNER ENTERPRISES INC COMMON STOCK 950755108 1068 63900 SOLE 63900 WESBANCO INC COMMON STOCK 950810101 507 23600 SOLE 23600 WEST PHARMACEUTICAL SVCS COMMON STOCK 955306105 1358 55200 SOLE 55200 WESTERN GAS RESOURCES INC COMMON STOCK 958259103 14509 557400 SOLE 557400 WESTPORT RESOURCES COMMON STOCK 961418100 2715 184700 SOLE 184700 WESTVACO CORPORATION COMMON STOCK 961548104 388 15100 SOLE 15100 WEYERHAEUSER CO COMMON STOCK 962166104 10760 220900 SOLE 220900 WHIRLPOOL CORP COMMON STOCK 963320106 3232 58400 SOLE 58400 WHOLE FOODS MARKET INC. COMMON STOCK 966837106 2076 66100 SOLE 66100 WILEY (JOHN) & SONS -CL A COMMON STOCK 968223206 58464 2800000 SOLE 2800000 ***WILLAMETTE INDUSTRIES COMMON STOCK 969133107 111643 2481500 SOLE 2481500 WILLIAMS COMPANIES INC COMMON STOCK 969457100 107994 3955810 SOLE 3955810 WILMINGTON TRUST CORP COMMON STOCK 971807102 182 3300 SOLE 3300 WILSON GREATBATCH TECH IN COMMON STOCK 972232102 176 6000 SOLE 6000 WINN-DIXIE STORES INC COMMON STOCK 974280109 2642 230700 SOLE 230700 WINNEBAGO INDUSTRIES COMMON STOCK 974637100 429 20000 SOLE 20000 WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 93 3000 SOLE 3000 WOLVERIN WORLD WIDE INC COMMON STOCK 978097103 1095 81500 SOLE 81500 WOODWARD GOVERNOR CO COMMON STOCK 980745103 1870 38600 SOLE 38600 WORLD ACCEPTANCE CORP COMMON STOCK 981419104 169 24200 SOLE 24200 WORLDCOM INC-WORLDCOM COMMON STOCK 98157D106 471437 31345521 SOLE 31345521 WORLDCOM INC-MCI GROUP COMMON STOCK 98157D304 9438 619691 SOLE 619691 WORTHINGTON INDUSTRIES COMMON STOCK 981811102 1266 112500 SOLE 112500 WM. WRIGLEY JR. CO COMMON STOCK 982526105 41815 815100 SOLE 815100 XM SATELLITE RADIO COMMON STOCK 983759101 30218 5766800 SOLE 5766800 XO COMMUNICATIONS 144A CONVERTIBLE BONDS 983764AA9 56 405000 SOLE 405000 XTO ENERGY INC COMMON STOCK 98385X106 5996 429785 SOLE 429785 XCEL ENERGY INC COMMON STOCK 98389B100 31635 1123800 SOLE 1123800 XILINX INCORPORATED COMMON STOCK 983919101 29951 1272900 SOLE 1272900 XEROX CORP. COMMON STOCK 984121103 684 88200 SOLE 88200 YPF SOCIEDAD ANONIMA ADR AMERICAN DEPOSITORY RECEIPT 984245100 2299 139327 SOLE 139327 YAHOO! INC COMMON STOCK 984332106 275 31200 SOLE 31200 YANKEE CANDLE INC COMMON STOCK 984757104 53 3100 SOLE 3100 YELLOW CORP COMMON STOCK 985509108 4719 232000 SOLE 232000 YORK INTERNATIONAL CORP COMMON STOCK 986670107 4179 145900 SOLE 145900 YOUNG INNOVATIONS INC COMMON STOCK 987520103 162 8300 SOLE 8300 ZEBRA TECH CORP CL A COMMON STOCK 989207105 1386 37000 SOLE 37000 ZENITH NATIONAL INSURANCE COMMON STOCK 989390109 278 11300 SOLE 11300 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 10414 375280 SOLE 375280 ZIONS BANCORPORATION COMMON STOCK 989701107 4320 80500 SOLE 80500 ZORAN CORP COMMON STOCK 98975F101 4931 203600 SOLE 203600 ZYGO CORP COMMON STOCK 989855101 124 12000 SOLE 12000 ZOLL MEDICAL CORP COMMON STOCK 989922109 135 3800 SOLE 3800 ACE LTD COMMON STOCK G0070K103 78316 2712700 SOLE 2712700 AMDOCS LTD COMMON STOCK G02602103 11742 440600 SOLE 440600 ANNUITY AND LIFE RE HLDNG COMMON STOCK G03910109 4414 130000 SOLE 130000 APW LIMITED COMMON STOCK G04397108 742 177600 SOLE 177600 BUNGE LIMITED COMMON STOCK G16962105 2615 153800 SOLE 153800 EVEREST RE GROUP LTD COMMON STOCK G3223R108 66197 1023140 SOLE 1023140 FRESH DEL MONTE PRODUCE I COMMON STOCK G36738105 2103 162300 SOLE 162300 GLOBAL CROSSING LTD COMMON STOCK G3921A100 24812 13784500 SOLE 13784500 GLOBAL CROSSING 7%CV CONVERTIBLE PREFERRED STOCK G3921A142 10500 240000 SOLE 240000 HELEN OF TROY LTD COMMON STOCK G4388N106 959 91800 SOLE 91800 MARVELL TECHNOLOGY COMMON STOCK G5876H105 3229 225000 SOLE 225000 NOVEL DENIM HOLDINGS LTD COMMON STOCK G6674P109 115 15000 SOLE 15000 O2MICRO INTERNATIONAL LTD COMMON STOCK G6797E106 11830 899600 SOLE 899600 PARTNERRE HOLDINGS LTD COMMON STOCK G6852T105 85 1800 SOLE 1800 RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 9780 110000 SOLE 110000 SANTA FE INTL CORP COMMON STOCK G7805C108 37262 1753500 SOLE 1753500 UTI WORLDWIDE COMMON STOCK G87210103 9 600 SOLE 600 TOMMY HILFIGER CORP COMMON STOCK G8915Z102 2461 275000 SOLE 275000 TRANSOCEAN SEDCO FOREX COMMON STOCK G90078109 89162 3377330 SOLE 3377330 TRENWICK GROUP LTD COMMON STOCK G9032C109 227 28000 SOLE 28000 WILLIS GROUP HOLDINGS LTD COMMON STOCK G96655108 22502 962030 SOLE 962030 XL CAPITAL LIMITED COMMON STOCK G98255105 176260 2231140 SOLE 2231140 XOMA LTD COMMON STOCK G9825R107 14843 1760700 SOLE 1760700 MILLICOM INTL CELLULAR SA COMMON STOCK L6388F102 5229 493300 SOLE 493300 CHECK POINT SOFTWARE COMMON STOCK M22465104 28014 1272200 SOLE 1272200 ECTEL LTD ADR AMERICAN DEPOSITORY RECEIPT M29925100 90 7500 SOLE 7500 PRECISE SOFTWARE COMMON STOCK M41450103 3955 357900 SOLE 357900 GILAT SATELLITE NETWORKS COMMON STOCK M51474100 667 127000 SOLE 127000 TARO PHARMACEUTICAL INDUS COMMON STOCK M8737E108 9149 260200 SOLE 260200 ASM INTL N.V. COMMON STOCK N07045102 14131 1228800 SOLE 1228800 ASML HOLDING NV COMMON STOCK N07059111 1659 148000 SOLE 148000 CORE LAB. N.V. COMMON STOCK N22717107 5613 436500 SOLE 436500 ICTS INTERNATIONAL NV COMMON STOCK N43837108 5960 583200 SOLE 583200 QIAGEN NV COMMON STOCK N72482107 119 8100 SOLE 8100 PANAMERICAN BEVERAGES COMMON STOCK P74823108 1180 70000 SOLE 70000 STEINER LEISURE LTD COMMON STOCK P8744Y102 114 7100 SOLE 7100 ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 39678 3697840 SOLE 3697840 STELMAR SHIPPING LTD COMMON STOCK V8726M103 1674 120000 SOLE 120000 FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 42413 2564280 SOLE 2564280 OMI CORP COMMON STOCK Y6476W104 537 127000 SOLE 127000 TEEKAY SHIPPING CORP COMMON STOCK Y8564W103 3165 101500 SOLE 101500
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 1,872 Form 13F Information Table Value Total: $43,991,109 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 -----END PRIVACY-ENHANCED MESSAGE-----