-----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, SX97jlNmNfAZrvixKOv/g40v5FdkWZhw+G5lqXed6quenCSHS8aRtwYVX252YyxU Jo9R4M0a9Qwk0R3szPrRSg== 0000728889-01-500196.txt : 20010816 0000728889-01-500196.hdr.sgml : 20010816 ACCESSION NUMBER: 0000728889-01-500196 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010630 FILED AS OF DATE: 20010815 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: 1715397 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 f13f0601.txt OPPENHEIMERFUNDS, INC. 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, 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 Aug 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 4352 254500 SOLE 254500 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 733 111000 SOLE 111000 ABM INDUSTRIES INC COMMON STOCK 000957100 1676 45000 SOLE 45000 AEP INDUSTRIES INC COMMON STOCK 001031103 1255 35500 SOLE 35500 AFC ENTERPRISES INC COMMON STOCK 00104Q107 1609 84000 SOLE 84000 AFLAC INC COMMON STOCK 001055102 91571 2907948 SOLE 2907948 AGL RESOURCES INC COMMON STOCK 001204106 283 11900 SOLE 11900 AES CORPORATION COMMON STOCK 00130H105 151799 3526100 SOLE 3526100 AK STEEL HLDG CORP COMMON STOCK 001547108 6323 504200 SOLE 504200 AMR CORPORATION - DEL COMMON STOCK 001765106 21700 600600 SOLE 600600 AOL TIME WARNER COMMON STOCK 00184A105 812672 15333427 SOLE 15333427 ATI TECHNOLOGIES INC COMMON STOCK 001941103 299 32000 SOLE 32000 AT & T COMMON STOCK 001957109 125829 5719500 SOLE 5719500 AT&T CORP - LIB MEDIA -A COMMON STOCK 001957208 21768 1244600 SOLE 1244600 AT&T WIRELESS GROUP COMMON STOCK 001957406 32367 1979652 SOLE 1979652 ATS MEDICAL INC. COMMON STOCK 002083103 377 25000 SOLE 25000 AVX CORP COMMON STOCK 002444107 13436 639800 SOLE 639800 ABBOTT LABORATORIES COMMON STOCK 002824100 41044 854900 SOLE 854900 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 30331 681600 SOLE 681600 ABGENIX INC COMMON STOCK 00339B107 7503 166740 SOLE 166740 ACCREDO HEALTH COMMON STOCK 00437V104 11852 318700 SOLE 318700 ACTIVISION INC COMMON STOCK 004930202 5291 134800 SOLE 134800 ACTION PERFORMANCE COMMON STOCK 004933107 2432 97275 SOLE 97275 ACTEL CORPORATION COMMON STOCK 004934105 194 7900 SOLE 7900 ACTRADE FINANCIAL TECH COMMON STOCK 00507P102 2139 90500 SOLE 90500 ACTUATE CORPORATION COMMON STOCK 00508B102 4979 521400 SOLE 521400 ACTUANT CORP-CL A COMMON STOCK 00508X203 1349 82000 SOLE 82000 ADELPHIA COMM CL A COMMON STOCK 006848105 76109 1856305 SOLE 1856305 ADMINISTAFF INC COMMON STOCK 007094105 83 3200 SOLE 3200 A.F.P. PROVIDA S.A. ADR AMERICAN DEPOSITORY RECEIPT 00709P108 2640 110000 SOLE 110000 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 34249 728700 SOLE 728700 ADOLOR CORPORATION COMMON STOCK 00724X102 1512 70000 SOLE 70000 ADVANCED DIGITAL INFO COMMON STOCK 007525108 14463 836000 SOLE 836000 ADVANCED NEUROMODUALTION COMMON STOCK 00757T101 159 6100 SOLE 6100 ADVANCED MICRO DEVICES COMMON STOCK 007903107 21622 748700 SOLE 748700 ADVANCEPCS COMMON STOCK 00790K109 13175 205700 SOLE 205700 ADVANCED ENERGY CONVERTIBLE BONDS 007973AA8 6796 6271000 SOLE 6271000 ADVENT SOFTWARE INC COMMON STOCK 007974108 7226 113800 SOLE 113800 AETNA INC-NEW COMMON STOCK 00817Y108 73535 2842500 SOLE 2842500 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 3164 44000 SOLE 44000 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 1431 23270 SOLE 23270 AFFYMETRIX, INC. COMMON STOCK 00826T108 29543 1339800 SOLE 1339800 AFFYMETRIX INC CONVERTIBLE BONDS 00826TAD0 4515 7000000 SOLE 7000000 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 10765 331228 SOLE 331228 AGILE SOFTWARE CORP COMMON STOCK 00846X105 42840 2520000 SOLE 2520000 AGRIUM INC COMMON STOCK 008916108 100 10000 SOLE 10000 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 19009 415500 SOLE 415500 AIRGAS INC COMMON STOCK 009363102 1012 85000 SOLE 85000 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 4843 461200 SOLE 461200 AKSYS LTD COMMON STOCK 010196103 1610 155000 SOLE 155000 ALASKA AIRGROUP COMMON STOCK 011659109 254 8800 SOLE 8800 ALBANY INTL CORP CL A COMMON STOCK 012348108 1236 65400 SOLE 65400 ALBANY MOLECULAR RESEARCH COMMON STOCK 012423109 205 5400 SOLE 5400 ALBERMARLE CORP. COMMON STOCK 012653101 46 2000 SOLE 2000 ALBERTO-CULVER CO CL B COMMON STOCK 013068101 1883 44800 SOLE 44800 ALBERTO-CULVER CO -CL A COMMON STOCK 013068200 1398 39500 SOLE 39500 ALBERTSON'S INC COMMON STOCK 013104104 12 400 SOLE 400 ALCAN INC COMMON STOCK 013716105 196128 4667500 SOLE 4667500 ALCOA INC COMMON STOCK 013817101 160651 4077432 SOLE 4077432 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 48000 2000000 SOLE 2000000 ALFA CORPORATION COMMON STOCK 015385107 380 15400 SOLE 15400 ALKERMES INC COMMON STOCK 01642T108 1650 47000 SOLE 47000 ALKERMES INC CONVERTIBLE BONDS 01642TAB4 7638 10100000 SOLE 10100000 ALLEGHENY ENERGY INC COMMON STOCK 017361106 16342 338700 SOLE 338700 ALLEGIANCE TELECOM INC COMMON STOCK 01747T102 3104 207100 SOLE 207100 ALLERGAN INCORPORATED COMMON STOCK 018490102 57225 669300 SOLE 669300 ALLERGAN INC. CONVERTIBLE BONDS 018490AA0 5110 8000000 SOLE 8000000 ALLETE COMMON STOCK 018522102 1427 63400 SOLE 63400 ALLIANCE CAP MGMT HLDG - COMMON STOCK 01855A101 80 1500 SOLE 1500 ALLIANCE GAMING CORP COMMON STOCK 01859P609 1512 38500 SOLE 38500 ALLIANT TECHSYSTEMS INC. COMMON STOCK 018804104 2850 31700 SOLE 31700 ALLIED CAPITAL CORP COMMON STOCK 01903Q108 984 42500 SOLE 42500 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 1313 70300 SOLE 70300 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 17014 295900 SOLE 295900 ALLSTATE CORPORATION COMMON STOCK 020002101 235333 5349700 SOLE 5349700 ALPHA INDUSTRIES INC COMMON STOCK 020753109 10978 371500 SOLE 371500 ALPHARMA INC - CL A COMMON STOCK 020813101 308 11300 SOLE 11300 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 57472 987500 SOLE 987500 AMBASSADORS INTL COMMON STOCK 023178106 1887 76400 SOLE 76400 AMERADA HESS CORP. COMMON STOCK 023551104 126899 1570530 SOLE 1570530 AMEREN CORP COMMON STOCK 023608102 13711 321100 SOLE 321100 AMERICAN AXLE & MFG HLDGS COMMON STOCK 024061103 340 20000 SOLE 20000 AMERICAN CAPITAL STRATEGY COMMON STOCK 024937104 3384 120600 SOLE 120600 AMERICAN ELEC POWER COMMON STOCK 025537101 59582 1290500 SOLE 1290500 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 6671 189300 SOLE 189300 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 166805 4299110 SOLE 4299110 AMERICAN FINANCIAL HLDGS COMMON STOCK 026075101 2690 114000 SOLE 114000 AMERICAN GENERAL COMMON STOCK 026351106 148547 3198000 SOLE 3198000 AMER GREETINGS CORP COMMON STOCK 026375105 4 400 SOLE 400 AMERICAN HEALTHWAYS INC COMMON STOCK 02649V104 578 15000 SOLE 15000 AMERICAN HOME PRODUCTS COMMON STOCK 026609107 354657 6068745 SOLE 6068745 AMERICAN HOME MTG HLDG COMMON STOCK 02660M108 1363 114500 SOLE 114500 AMERICAN INTERNATIONAL GP COMMON STOCK 026874107 537297 6247637 SOLE 6247637 AMERICAN ITALIAN PASTA CO COMMON STOCK 027070101 11744 253100 SOLE 253100 AMER MANAGEMENT SYSTEMS COMMON STOCK 027352103 1031 43700 SOLE 43700 AMERICAN MEDICAL SYS COMMON STOCK 02744M108 31 2000 SOLE 2000 AMERICAN STANDARD COS INC COMMON STOCK 029712106 33277 553700 SOLE 553700 AMERICAN TOWER CORP COMMON STOCK 029912201 54 2600 SOLE 2600 AMERICAN TOWER CORP 144A CONVERTIBLE BONDS 029912AE2 9510 12000000 SOLE 12000000 AMERICAN TOWER CORP CONVERTIBLE BONDS 029912AF9 4359 5500000 SOLE 5500000 AMERICAN WOODMARK COMMON STOCK 030506109 826 21500 SOLE 21500 AMERICREDIT CORP COMMON STOCK 03060R101 17788 342400 SOLE 342400 AMERON INTL CORP COMMON STOCK 030710107 1155 17300 SOLE 17300 AMERIPATH INC COMMON STOCK 03071D109 3153 107600 SOLE 107600 AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 114927 2078240 SOLE 2078240 AMERUS GROUP CO COMMON STOCK 03072M108 2880 81200 SOLE 81200 AMETEK INC COMMON STOCK 031100100 458 15000 SOLE 15000 AMGEN INCORPORATED COMMON STOCK 031162100 396711 6537760 SOLE 6537760 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 373 16900 SOLE 16900 AMSOUTH BANCORPORATION COMMON STOCK 032165102 7461 403500 SOLE 403500 AMSURG CORP- CL A COMMON STOCK 03232P108 5648 191150 SOLE 191150 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 84068 1555950 SOLE 1555950 ANALOG DEVICES INC. COMMON STOCK 032654105 119374 2760090 SOLE 2760090 ANALOGIC CORP COMMON STOCK 032657207 424 9300 SOLE 9300 ANCHOR GAMING COMMON STOCK 033037102 3961 61300 SOLE 61300 ANDOVER BANCORP INC COMMON STOCK 034258103 603 12000 SOLE 12000 ANDRX GROUP COMMON STOCK 034553107 30099 390900 SOLE 390900 ANGLOGOLD LTD- SPON ADR AMERICAN DEPOSITORY RECEIPT 035128206 860 48000 SOLE 48000 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 205606 4990430 SOLE 4990430 ANIXTER INTL INC COMMON STOCK 035290105 801 26100 SOLE 26100 ANNALY MORTGAGE MANAGEMEN COMMON STOCK 035710409 14814 1080500 SOLE 1080500 ANNTAYLOR STORES CORP COMMON STOCK 036115103 3505 97900 SOLE 97900 ANSOFT CORP COMMON STOCK 036384105 2387 140400 SOLE 140400 ANSYS, INC. COMMON STOCK 03662Q105 1250 66800 SOLE 66800 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 9393 850000 SOLE 850000 AON CORP COMMON STOCK 037389103 15505 443000 SOLE 443000 APACHE CORPORATION COMMON STOCK 037411105 3304 65100 SOLE 65100 APACHE CORP 6.5 CV ACES CONVERTIBLE PREFERRED STOCK 037411600 4382 100000 SOLE 100000 APOGEE ENTERPRISES INC COMMON STOCK 037598109 1276 102200 SOLE 102200 APOLLO GROUP INC -CL A COMMON STOCK 037604105 8583 202200 SOLE 202200 APOGENT TECHNOLOGIES INC COMMON STOCK 03760A101 6226 253100 SOLE 253100 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 5452 170600 SOLE 170600 APPLIED INNOVATION INC COMMON STOCK 037916103 626 75000 SOLE 75000 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 17186 595700 SOLE 595700 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 28273 1056920 SOLE 1056920 APPLICA INC COMMON STOCK 03815A106 796 100000 SOLE 100000 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 19 1000 SOLE 1000 APPLIED MATERIALS INC. COMMON STOCK 038222105 33840 689200 SOLE 689200 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 703 40900 SOLE 40900 APTARGROUP INC. COMMON STOCK 038336103 2419 74600 SOLE 74600 AQUILA INC COMMON STOCK 03840J106 1233 50000 SOLE 50000 ARCH CHEMICALS INC COMMON STOCK 03937R102 1201 55000 SOLE 55000 ARCH COAL INC COMMON STOCK 039380100 6313 244030 SOLE 244030 ARCHER-DANIELS MIDLAND COMMON STOCK 039483102 15566 1197400 SOLE 1197400 ARCHSTONE COMM TRUST COMMON STOCK 039581103 17257 669400 SOLE 669400 ARCTIC CAT INC COMMON STOCK 039670104 290 20000 SOLE 20000 AREA BANCSHARES CORP COMMON STOCK 039872106 413 25000 SOLE 25000 AREMISSOFT CORP COMMON STOCK 040026106 460 28400 SOLE 28400 ARENA PHARMACEUTICALS COMMON STOCK 040047102 1525 50000 SOLE 50000 ARGOSY GAMING COMPANY COMMON STOCK 040228108 2571 92600 SOLE 92600 ARNOLD INDUSTRIES INC COMMON STOCK 042595108 2825 145900 SOLE 145900 ARQULE INC COMMON STOCK 04269E107 4878 225200 SOLE 225200 ARROW ELECTRONICS INC COMMON STOCK 042735100 3478 143200 SOLE 143200 ARROW FINANCIAL CORP COMMON STOCK 042744102 154 6100 SOLE 6100 ART TECHNOLOGY GROUP INC COMMON STOCK 04289L107 272 46900 SOLE 46900 ASHANTI GOLDFIELDS GDR GLOBAL DEPOSITORY RECEIPT 043743202 1218 406120 SOLE 406120 ASHLAND INC COMMON STOCK 044204105 1564 39000 SOLE 39000 ASPECT MEDICAL SYSTEMS COMMON STOCK 045235108 3241 209100 SOLE 209100 ASSOCIATED BANC-CORP COMMON STOCK 045487105 1299 36100 SOLE 36100 AT HOME CORP CONVERTIBLE BONDS 045919AF4 2018 6000000 SOLE 6000000 ASTORIA FINL CORP COMMON STOCK 046265104 2508 45600 SOLE 45600 ASTRONICS CORP COMMON STOCK 046433108 871 57200 SOLE 57200 ASTROPOWER COMMON STOCK 04644A101 574 11000 SOLE 11000 ATLANTIC COAST AIRLINES COMMON STOCK 048396105 8289 276400 SOLE 276400 ATMEL CORP COMMON STOCK 049513104 59378 4401600 SOLE 4401600 ATWOOD OCEANICS COMMON STOCK 050095108 84 2400 SOLE 2400 AURORA FOODS INC/DE COMMON STOCK 05164B106 12 2656 SOLE 2656 AUTOMATIC DATA PROC COMMON STOCK 053015103 32578 655500 SOLE 655500 AUTONATION INC. COMMON STOCK 05329W102 6467 557500 SOLE 557500 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 14030 300100 SOLE 300100 AVAYA INC COMMON STOCK 053499109 2526 184400 SOLE 184400 AVERY-DENNISON CORP COMMON STOCK 053611109 28603 560300 SOLE 560300 AVIALL COMMON STOCK 05366B102 1404 128000 SOLE 128000 AVID TECHNOLOGY INC COMMON STOCK 05367P100 17246 1098500 SOLE 1098500 AVON PRODUCTS INC COMMON STOCK 054303102 20544 443900 SOLE 443900 AXA -SPON ADR AMERICAN DEPOSITORY RECEIPT 054536107 12296 436510 SOLE 436510 AXCELIS TECHNOLOGIES COMMON STOCK 054540109 4042 273100 SOLE 273100 AZTAR CORP COMMON STOCK 054802103 449 37100 SOLE 37100 BB&T CORPORATION COMMON STOCK 054937107 27437 747612 SOLE 747612 BEI TECHNOLOGIES INC COMMON STOCK 05538P104 3719 137700 SOLE 137700 THE BISYS GROUP INC COMMON STOCK 055472104 2543 43100 SOLE 43100 BJ SERVICES CO COMMON STOCK 055482103 68144 2401130 SOLE 2401130 BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 174011 3267200 SOLE 3267200 BOK FINANCIAL CORP COMMON STOCK 05561Q201 1235 45900 SOLE 45900 BP PLC - ADR AMERICAN DEPOSITORY RECEIPT 055622104 128550 2578736 SOLE 2578736 BMC SOFTWARE INC. COMMON STOCK 055921100 68 3000 SOLE 3000 BAKER HUGHES INC COMMON STOCK 057224107 8050 240300 SOLE 240300 BALL CORP COMMON STOCK 058498106 4257 89500 SOLE 89500 BALLY TOTAL FITNESS HLDGS COMMON STOCK 05873K108 11675 394300 SOLE 394300 BANCFIRST CORP COMMON STOCK 05945F103 431 10700 SOLE 10700 BNDES (ERJ) CV 144A CONVERTIBLE BONDS 059614AG2 11193 11000000 SOLE 11000000 BANCORPSOUTH INC COMMON STOCK 059692103 1020 60000 SOLE 60000 BANCWEST CORP COMMON STOCK 059790105 103 3000 SOLE 3000 BANDAG INC COMMON STOCK 059815100 377 13800 SOLE 13800 BANK OF AMERICA CORP. COMMON STOCK 060505104 241020 4015000 SOLE 4015000 BANK OF N Y CO COMMON STOCK 064057102 49838 1038300 SOLE 1038300 BANK ONE CORP COMMON STOCK 06423A103 211501 5907850 SOLE 5907850 BANKATLANTIC BANCORP INC COMMON STOCK 065908501 7148 822500 SOLE 822500 BANKNORTH GROUP INC COMMON STOCK 06646R107 367 16200 SOLE 16200 BANKUNITED FINANCIAL -A COMMON STOCK 06652B103 913 65000 SOLE 65000 BANNER CORPORATION COMMON STOCK 06652V109 1430 65000 SOLE 65000 BANTA CORP COMMON STOCK 066821109 2742 93600 SOLE 93600 BARNES & NOBLE INC. 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BERKLEY COMMON STOCK 084423102 79 1900 SOLE 1900 BEST BUY COMPANY INC. COMMON STOCK 086516101 121533 1913300 SOLE 1913300 BEVERLY ENTERPRISES COMMON STOCK 087851309 2983 278800 SOLE 278800 BHP BILLITON LTD ADR AMERICAN DEPOSITORY RECEIPT 088606108 622 28600 SOLE 28600 BIG LOTS INC COMMON STOCK 089302103 335 24500 SOLE 24500 BIO-RAD LABS -CL A COMMON STOCK 090572207 583 11700 SOLE 11700 BIO-TECHNOLOGY GEN'L COMMON STOCK 090578105 207 15800 SOLE 15800 BIOGEN INC. COMMON STOCK 090597105 15123 278200 SOLE 278200 BIOJECT MEDICAL TECH COMMON STOCK 09059T206 402 34000 SOLE 34000 BIOMET INC. 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COMMON STOCK 483007100 271 68000 SOLE 68000 KANSAS CITY LIFE INS CO COMMON STOCK 484836101 432 10800 SOLE 10800 KAYDON CORP COMMON STOCK 486587108 1267 49400 SOLE 49400 KB HOME COMMON STOCK 48666K109 7244 240100 SOLE 240100 KEITH COS INC COMMON STOCK 487539108 270 15500 SOLE 15500 KELLWOOD COMPANY COMMON STOCK 488044108 1707 73900 SOLE 73900 KENNAMETAL INC COMMON STOCK 489170100 2321 62900 SOLE 62900 KERR-MCGEE CORP COMMON STOCK 492386107 49033 739900 SOLE 739900 KERR-MCGEE CORP CONVERTIBLE BONDS 492386AP2 6144 5000000 SOLE 5000000 KEY ENERGY SERVICES COMMON STOCK 492914106 16585 1530000 SOLE 1530000 KEY PRODUCTION COMPANY COMMON STOCK 493138101 130 7800 SOLE 7800 KEYCORP COMMON STOCK 493267108 17146 658200 SOLE 658200 KEYNOTE SYSTEMS INC COMMON STOCK 493308100 5232 477800 SOLE 477800 KEYSPAN CORPORATION COMMON STOCK 49337W100 1175 32200 SOLE 32200 KIMBERLY-CLARK CORP. COMMON STOCK 494368103 26021 465500 SOLE 465500 KINDER MORGAN, INC. 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OF AMERICA COMMON STOCK 50540R409 14319 186200 SOLE 186200 LADISH COMPANY INC COMMON STOCK 505754200 1821 136200 SOLE 136200 LAFARGE CORPORATION COMMON STOCK 505862102 1984 59200 SOLE 59200 LAM RESEARCH CORPORATION COMMON STOCK 512807108 6108 206000 SOLE 206000 LAMAR ADVERTISING CO COMMON STOCK 512815101 7520 170900 SOLE 170900 LANCASTER COLONY CORP COMMON STOCK 513847103 1844 55900 SOLE 55900 LANCE, INC. COMMON STOCK 514606102 2194 162500 SOLE 162500 LANDAUER INC COMMON STOCK 51476K103 660 22000 SOLE 22000 LANDAMERICA FINANCIAL GP COMMON STOCK 514936103 1057 33200 SOLE 33200 LANDS' END INC. COMMON STOCK 515086106 1205 30000 SOLE 30000 LANDRY'S RESTAURANTS INC COMMON STOCK 51508L103 1324 77900 SOLE 77900 LANDSTAR SYSTEMS INC COMMON STOCK 515098101 95 1400 SOLE 1400 LATITUDE COMMUNICATIONS COMMON STOCK 518292107 12 5800 SOLE 5800 LATTICE SEMICONDUCTOR COMMON STOCK 518415104 13745 563300 SOLE 563300 LEAP WIRELESS INTL INC COMMON STOCK 521863100 43662 1441000 SOLE 1441000 LEAR CORP. COMMON STOCK 521865105 5769 165300 SOLE 165300 LEARNING TREE INTL COMMON STOCK 522015106 317 13800 SOLE 13800 LECROY CORP COMMON STOCK 52324W109 586 23000 SOLE 23000 LEE ENTERPRISES COMMON STOCK 523768109 1155 35000 SOLE 35000 LEGATO SYSTEMS INC COMMON STOCK 524651106 4002 250900 SOLE 250900 LEGGETT & PLATT INC COMMON STOCK 524660107 110 5000 SOLE 5000 LEGG MASON INC COMMON STOCK 524901105 3682 74000 SOLE 74000 LEHMAN BROTHERS HLDNGS IN COMMON STOCK 524908100 139569 1795100 SOLE 1795100 LENNOX INTERNATIONAL INC COMMON STOCK 526107107 358 32700 SOLE 32700 LEUCADIA NATIONAL CORP COMMON STOCK 527288104 487 15000 SOLE 15000 LEXMARK INTERNATIONAL INC COMMON STOCK 529771107 2542 37800 SOLE 37800 LIBERTY FINANCIAL COS INC COMMON STOCK 530512102 84 2600 SOLE 2600 LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 2520 56900 SOLE 56900 LIGAND PHARMACEUTICAL -B COMMON STOCK 53220K207 78 6900 SOLE 6900 LIGHTBRIDGE INC COMMON STOCK 532226107 8071 416022 SOLE 416022 LILLY (ELI) & CO COMMON STOCK 532457108 166248 2246600 SOLE 2246600 THE LIMITED INC. 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COMMON STOCK 564055101 8658 272700 SOLE 272700 MANPOWER INC. COMMON STOCK 56418H100 57885 1935950 SOLE 1935950 MANUGISTICS GROUP INC COMMON STOCK 565011103 20830 829900 SOLE 829900 MAPINFO CORPORATION COMMON STOCK 565105103 513 23300 SOLE 23300 MARIMBA INC COMMON STOCK 56781Q109 1447 685600 SOLE 685600 MARINE DRILLING CO COMMON STOCK 568240204 4 200 SOLE 200 MARSH & MCLENNAN COMMON STOCK 571748102 41188 407800 SOLE 407800 MARRIOTT INTL -A COMMON STOCK 571903202 32139 678900 SOLE 678900 MARTHA STEWART LIVING CLA COMMON STOCK 573083102 236 10200 SOLE 10200 MASCO CORP COMMON STOCK 574599106 87 3500 SOLE 3500 MASSEY ENERGY COMPANY COMMON STOCK 576206106 2525 127800 SOLE 127800 MASTEC INC COMMON STOCK 576323109 9 700 SOLE 700 MATRIX PHARMACEUTICALS COMMON STOCK 576844104 417 40000 SOLE 40000 MATTEL INC COMMON STOCK 577081102 56696 2996600 SOLE 2996600 MATTHEWS INTL CP CL A COMMON STOCK 577128101 2018 45900 SOLE 45900 MAXIM INTERGATED PRODUCTS COMMON STOCK 57772K101 15474 350000 SOLE 350000 MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 41216 1203050 SOLE 1203050 MAVERICK TUBE CORP COMMON STOCK 577914104 922 54400 SOLE 54400 MCCORMICK & CO. COMMON STOCK 579780206 210 5000 SOLE 5000 MCDATA CORPORATION - A COMMON STOCK 580031201 12651 720836 SOLE 720836 MC DERMOTT INTERNATIONAL COMMON STOCK 580037109 6110 524500 SOLE 524500 MCDONALD'S CORPORATION COMMON STOCK 580135101 329448 12174737 SOLE 12174737 MCGRAW-HILL COMPANIES COMMON STOCK 580645109 95274 1440270 SOLE 1440270 MCKESSON HBOC INC. 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COMMON STOCK 584949101 2903 97800 SOLE 97800 MEDTRONIC, INCORPORATED COMMON STOCK 585055106 70270 1527280 SOLE 1527280 MELLON FINANCIAL CORP COMMON STOCK 58551A108 117102 2545700 SOLE 2545700 THE MEN'S WEARHOUSE COMMON STOCK 587118100 3751 135900 SOLE 135900 MENTOR GRAPHICS CORP COMMON STOCK 587200106 51263 2929300 SOLE 2929300 MERCANTILE BANKSHARES COR COMMON STOCK 587405101 239 6100 SOLE 6100 MERCK & COMPANY COMMON STOCK 589331107 286212 4478362 SOLE 4478362 MERCURY COMPUTER SYSTEMS COMMON STOCK 589378108 1103 25000 SOLE 25000 MERCURY INTERACTIVE COMMON STOCK 589405109 31501 525900 SOLE 525900 MERCURY INTERACT 144A CONVERTIBLE BONDS 589405AA7 4356 5000000 SOLE 5000000 MERCURY INTERACT CONVERTIBLE BONDS 589405AB5 871 1000000 SOLE 1000000 MERRILL LYNCH COMMON STOCK 590188108 74305 1254100 SOLE 1254100 METLIFE INC COMMON STOCK 59156R108 89799 2898600 SOLE 2898600 METRO ONE TELECOMM COMMON STOCK 59163F105 4534 69900 SOLE 69900 METTLER TOLEDO COMMON STOCK 592688105 19327 446920 SOLE 446920 MICHAELS STORES INC. COMMON STOCK 594087108 2038 49700 SOLE 49700 MICROS SYSTEMS COMMON STOCK 594901100 154 7000 SOLE 7000 MICROSOFT CORPORATION COMMON STOCK 594918104 953517 13062210 SOLE 13062210 MICROMUSE INC COMMON STOCK 595094103 27223 972600 SOLE 972600 MICRON TECHNOLOGY INC. COMMON STOCK 595112103 97020 2360580 SOLE 2360580 MICROSEMI CORP COMMON STOCK 595137100 2954 41600 SOLE 41600 MICROTUNE INC. 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COMMON STOCK 62936P103 13853 344600 SOLE 344600 NRG ENERGY INC COMMON STOCK 629377102 4685 212200 SOLE 212200 NRG ENERGY INC/UNITS NOVT PREFERRED STOCK 629377201 5198 225000 SOLE 225000 NTL INC COMMON STOCK 629407107 2117 175700 SOLE 175700 NVR INC COMMON STOCK 62944T105 20750 140200 SOLE 140200 NABORS INDUSTRIES, INC. COMMON STOCK 629568106 6791 182560 SOLE 182560 NACCO INDUSTRIES CL A COMMON STOCK 629579103 2184 28000 SOLE 28000 NASH FINCH CO COMMON STOCK 631158102 1617 68500 SOLE 68500 NTL AUSTRAL BK 7.875 CV CONVERTIBLE PREFERRED STOCK 632525309 20248 650000 SOLE 650000 NATIONAL CITY CORP COMMON STOCK 635405103 25304 822100 SOLE 822100 NATL COMMERCE FINANCIAL COMMON STOCK 63545P104 124 5100 SOLE 5100 NATIONAL DATA CORP COMMON STOCK 635621105 2430 75000 SOLE 75000 NATIONAL FUEL GAS CO COMMON STOCK 636180101 104 2000 SOLE 2000 NATIONAL-OILWELL INC COMMON STOCK 637071101 962 35900 SOLE 35900 NATIONAL PROCESSING INC COMMON STOCK 637229105 2713 96900 SOLE 96900 NATL. 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COMMON STOCK 681904108 3398 168200 SOLE 168200 OMNICOM GROUP COMMON STOCK 681919106 118593 1378990 SOLE 1378990 1-800 CONTACTS INC COMMON STOCK 681977104 407 16400 SOLE 16400 ON ASSIGNMENT INC COMMON STOCK 682159108 308 17100 SOLE 17100 1-800-FLOWERS.COM INC COMMON STOCK 68243Q106 26223 1767050 SOLE 1767050 ONEOK INC COMMON STOCK 682680103 24 1200 SOLE 1200 ONI SYSTEMS CORP COMMON STOCK 68273F103 66709 2391000 SOLE 2391000 OPEN TEXT CORP COMMON STOCK 683715106 2392 101900 SOLE 101900 OPENWAVE SYSTEMS INC COMMON STOCK 683718100 6073 175000 SOLE 175000 OPNET TECHNOLOGIES COMMON STOCK 683757108 125 7000 SOLE 7000 OPTICAL COMMUNICATION PRD COMMON STOCK 68382T101 213 20000 SOLE 20000 OPTIMAL ROBOTICS CORP COMMON STOCK 68388R208 4693 123500 SOLE 123500 ORACLE CORPORATION COMMON STOCK 68389X105 211079 11109410 SOLE 11109410 OPTION CARE INC. COMMON STOCK 683948103 1403 92300 SOLE 92300 ORBITAL SCIENCES CORP CONVERTIBLE BONDS 685564AC0 3810 6000000 SOLE 6000000 O'REILLY AUTOMOTIVE INC. 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COMMON STOCK 874161102 24684 564200 SOLE 564200 TALX CORP COMMON STOCK 874918105 3596 90000 SOLE 90000 TANOX INC COMMON STOCK 87588Q109 7165 227100 SOLE 227100 TARGET CORP COMMON STOCK 87612E106 276269 7984640 SOLE 7984640 TECHNE CORP COMMON STOCK 878377100 3725 114600 SOLE 114600 TECUMSEH PRODUCTS CO-CL B COMMON STOCK 878895101 103 2300 SOLE 2300 TECUMSEH PRODUCTS CO COMMON STOCK 878895200 629 12700 SOLE 12700 TEKELEC COMMON STOCK 879101103 136 5000 SOLE 5000 TEKTRONIX INC COMMON STOCK 879131100 13770 507200 SOLE 507200 TELENORTE LESTE -ADR AMERICAN DEPOSITORY RECEIPT 879246106 3689 241736 SOLE 241736 TELEDYNE TECH INC COMMON STOCK 879360105 196 12900 SOLE 12900 TELEPHONE AND DATA SYSTMS COMMON STOCK 879433100 54 500 SOLE 500 TELESP CELULAR PARTIC-ADR AMERICAN DEPOSITORY RECEIPT 87952L108 42546 2808300 SOLE 2808300 TELIK INC COMMON STOCK 87959M109 985 100000 SOLE 100000 TELLABS INC COMMON STOCK 879664100 1527 78800 SOLE 78800 TELLIUM INC COMMON STOCK 87967E107 11484 631000 SOLE 631000 TEMPLE-INLAND INC COMMON STOCK 879868107 469 8800 SOLE 8800 TENET HEALTHCARE COMMON STOCK 88033G100 89859 1741782 SOLE 1741782 TENNANT COMPANY COMMON STOCK 880345103 828 20700 SOLE 20700 TERADYNE INCORPORATED COMMON STOCK 880770102 6263 189200 SOLE 189200 TESORO PETROLEUM CORP. COMMON STOCK 881609101 1121 89000 SOLE 89000 TESORO PETROL 7.25 NVT CV CONVERTIBLE PREFERRED STOCK 881609408 14158 1100000 SOLE 1100000 TEVA PHARM ADR AMERICAN DEPOSITORY RECEIPT 881624209 6180 99200 SOLE 99200 TETRA TECHNOLOGIES INC. COMMON STOCK 88162F105 6589 269500 SOLE 269500 TEXACO INC COMMON STOCK 881694103 277154 4161472 SOLE 4161472 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 76946 2442720 SOLE 2442720 TEXTRON INC COMMON STOCK 883203101 16512 300000 SOLE 300000 THERAGENICS CORP COMMON STOCK 883375107 1343 120200 SOLE 120200 THERMA WAVE INC. COMMON STOCK 88343A108 4933 258700 SOLE 258700 THERMO ELECTRON COMMON STOCK 883556102 13382 607700 SOLE 607700 THERMO ELECTRON CORP CONVERTIBLE BONDS 883556AH5 7450 8000000 SOLE 8000000 3COM CORPORATION COMMON STOCK 885535104 1045 219900 SOLE 219900 3D SYSTEMS CORP COMMON STOCK 88554D205 2380 140000 SOLE 140000 THREE-FIVE SYSTEMS INC COMMON STOCK 88554L108 55738 3100000 SOLE 3100000 3TEC ENERGY CORPORATION COMMON STOCK 88575R308 42 2600 SOLE 2600 TIDEWATER INCORPORATED COMMON STOCK 886423102 26707 708400 SOLE 708400 TIFFANY & CO COMMON STOCK 886547108 64845 1790300 SOLE 1790300 TIMBERLAND COMPANY CL A COMMON STOCK 887100105 1612 40800 SOLE 40800 TIMKEN COMPANY COMMON STOCK 887389104 8 500 SOLE 500 TITAN CORP COMMON STOCK 888266103 126284 5514600 SOLE 5514600 TITANIUM METALS CORP COMMON STOCK 888339108 1850 185000 SOLE 185000 TOLL BROTHERS INC COMMON STOCK 889478103 13157 334700 SOLE 334700 TOO INC COMMON STOCK 890333107 11631 424501 SOLE 424501 TORCH OFFSHORE INC COMMON STOCK 891019101 1027 103200 SOLE 103200 TORCHMARK CORPORATION COMMON STOCK 891027104 1524 37900 SOLE 37900 TORO CO COMMON STOCK 891092108 3187 70900 SOLE 70900 TOSCO CORP COMMON STOCK 891490302 73793 1675200 SOLE 1675200 TOTAL FINA ELF SA ADR AMERICAN DEPOSITORY RECEIPT 89151E109 108133 1540360 SOLE 1540360 TRAVELOCITY.COM INC COMMON STOCK 893953109 3991 130000 SOLE 130000 TRANSWITCH CORP 144A CONVERTIBLE BONDS 894065AA9 3738 5000000 SOLE 5000000 TREX COMP COMMON STOCK 89531P105 6 300 SOLE 300 TRIAD HOSPITALS INC COMMON STOCK 89579K109 12342 418800 SOLE 418800 TRIAD GUARANTY INC COMMON STOCK 895925105 1716 42900 SOLE 42900 TRIARC COMPANIES COMMON STOCK 895927101 917 35000 SOLE 35000 TRIBUNE CO COMMON STOCK 896047107 9142 228500 SOLE 228500 TRIGON HEALTHCARE INC COMMON STOCK 89618L100 36290 559600 SOLE 559600 TRIMERIS INC COMMON STOCK 896263100 451 9000 SOLE 9000 TRINITY INDUSTRIES COMMON STOCK 896522109 1661 81000 SOLE 81000 TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 1969 87500 SOLE 87500 TRIQUINT SEMICONDUCTOR CONVERTIBLE BONDS 89674KAB9 4380 6000000 SOLE 6000000 TUESDAY MORNING CORP COMMON STOCK 899035505 986 74400 SOLE 74400 TYCO INTL LTD COMMON STOCK 902124106 609790 11188811 SOLE 11188811 TYCO INT 144A 11/17/20 CONVERTIBLE BONDS 902124AA4 49247 64500000 SOLE 64500000 TYCO INTL LTD CONVERTIBLE BONDS 902124AC0 7638 10000000 SOLE 10000000 UCAR INTERNATIONAL COMMON STOCK 90262K109 3348 280200 SOLE 280200 UCBH HOLDINGS INC COMMON STOCK 90262T308 5417 178500 SOLE 178500 UGI CORP. COMMON STOCK 902681105 548 20300 SOLE 20300 USX-MARATHON GROUP COMMON STOCK 902905827 62735 2125900 SOLE 2125900 UST, INC. COMMON STOCK 902911106 11345 393100 SOLE 393100 US BANCORP COMMON STOCK 902973304 47470 2082923 SOLE 2082923 URS CORP COMMON STOCK 903236107 1858 68800 SOLE 68800 U.S. PHYSICAL THERAPY INC COMMON STOCK 90337L108 1940 121500 SOLE 121500 USX-US STEEL GROUP INC COMMON STOCK 90337T101 7996 396820 SOLE 396820 US ONCOLOGY INC COMMON STOCK 90338W103 142 16000 SOLE 16000 ULTICOM INC COMMON STOCK 903844108 558 16500 SOLE 16500 USA EDUCATION COMMON STOCK 90390U102 376143 5152650 SOLE 5152650 ULTRAMAR DIAMOND SHA COMMON STOCK 904000106 6634 140400 SOLE 140400 UMPQUA HLDGS CORP COMMON STOCK 904214103 190 14800 SOLE 14800 UNIBANCO GDR GLOBAL DEPOSITORY RECEIPT 90458E107 28504 1120000 SOLE 1120000 UNIFIRST CORP COMMON STOCK 904708104 1425 75000 SOLE 75000 UNILAB CORPORATION COMMON STOCK 904763208 869 34500 SOLE 34500 UNILEVER NV - NY SHARES COMMON STOCK 904784709 66945 1123800 SOLE 1123800 UNIGRAPHICS SOLUTIONS INC COMMON STOCK 904928108 318 10000 SOLE 10000 UNION PACIFIC COMMON STOCK 907818108 52126 949300 SOLE 949300 UNION PLANTERS CORP COMMON STOCK 908068109 14388 330000 SOLE 330000 UNISOURCE ENERGY CORP COMMON STOCK 909205106 1270 55300 SOLE 55300 UNISYS CORPORATION COMMON STOCK 909214108 2485 168900 SOLE 168900 UNIT CORP COMMON STOCK 909218109 7335 462800 SOLE 462800 UNITED BANKSHARES INC/WV COMMON STOCK 909907107 2286 85300 SOLE 85300 UNITED NATIONAL BANCORP/N COMMON STOCK 910909100 259 11400 SOLE 11400 UNITED PARCEL SERVICE CLB COMMON STOCK 911312106 112139 1940120 SOLE 1940120 UNITED RENTALS INC COMMON STOCK 911363109 65 2500 SOLE 2500 UNITED STATIONERS INC COMMON STOCK 913004107 145 4600 SOLE 4600 UNITED SURGICAL PARTNERS COMMON STOCK 913016309 5712 238000 SOLE 238000 UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 76358 1042290 SOLE 1042290 UNITEDGLOBALCOM, INC. A COMMON STOCK 913247508 92 10600 SOLE 10600 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 84480 1368100 SOLE 1368100 UNIVERSAL CORP COMMON STOCK 913456109 4196 105800 SOLE 105800 UNIVERSAL ELECTRONICS INC COMMON STOCK 913483103 1332 74000 SOLE 74000 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 716 31800 SOLE 31800 UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 22554 495700 SOLE 495700 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 49732 1162500 SOLE 1162500 UNOCAL CORP. COMMON STOCK 915289102 89288 2614579 SOLE 2614579 UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 4230 131700 SOLE 131700 UROLOGIX INC COMMON STOCK 917273104 1007 55000 SOLE 55000 UROCOR, INC. COMMON STOCK 91727P105 313 20000 SOLE 20000 V.I. TECHHOLOGIES INC COMMON STOCK 917920100 2493 194000 SOLE 194000 UTSTARCOM INC COMMON STOCK 918076100 2 100 SOLE 100 VF CORPORATION COMMON STOCK 918204108 2441 67100 SOLE 67100 VAIL RESORTS INC COMMON STOCK 91879Q109 67 3600 SOLE 3600 VALERO ENERGY CORP COMMON STOCK 91913Y100 18390 500000 SOLE 500000 VALLEY NATIONAL BANCORP COMMON STOCK 919794107 149 5250 SOLE 5250 VALUE CITY DEPT STORES COMMON STOCK 920387107 416 36200 SOLE 36200 VANS INC COMMON STOCK 921930103 7297 310500 SOLE 310500 VARCO INTERNATIONAL INC COMMON STOCK 922122106 25835 1388250 SOLE 1388250 VARIAN INC. COMMON STOCK 922206107 4157 128700 SOLE 128700 VARIAN SEMICONDUCTORS COMMON STOCK 922207105 63 1500 SOLE 1500 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 42643 596400 SOLE 596400 VECTREN CORP COMMON STOCK 92240G101 371 17900 SOLE 17900 VEECO INSTRUMENTS INC COMMON STOCK 922417100 2186 55000 SOLE 55000 VENTIV HEALTH INC WI COMMON STOCK 922793104 1938 93900 SOLE 93900 VENATOR GROUP INC. COMMON STOCK 922944103 0 800 SOLE 800 VERADO HOLDINGS INC WTS WARRANTS UNIT 92335X118 58 7750 SOLE 7750 VERITAS SOFTWARE COMMON STOCK 923436109 191457 2877758 SOLE 2877758 VERITY INC COMMON STOCK 92343C106 100 5000 SOLE 5000 VERISIGN INC COMMON STOCK 92343E102 3301 55000 SOLE 55000 VERIZON COMMUNICATION COMMON STOCK 92343V104 354577 6627615 SOLE 6627615 VESTA INSURANCE GROUP INC COMMON STOCK 925391104 1393 127200 SOLE 127200 VIACOM INC. CL B. COMMON STOCK 925524308 284651 5500510 SOLE 5500510 VIATEL INC COMMON STOCK 925529208 0 401 SOLE 401 VIAD CORP COMMON STOCK 92552R109 1869 70800 SOLE 70800 VIANT CORP COMMON STOCK 92553N107 28 14900 SOLE 14900 VIDESH SANCH NIGAM ADR AMERICAN DEPOSITORY RECEIPT 92659G600 18582 1386715 SOLE 1386715 VIGNETTE CORP COMMON STOCK 926734104 3974 448000 SOLE 448000 VIRATA CORP COMMON STOCK 927646109 2715 229100 SOLE 229100 VIROPHARMA INC COMMON STOCK 928241108 707 20800 SOLE 20800 VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 48069 2089970 SOLE 2089970 VISTEON CORP COMMON STOCK 92839U107 5339 290500 SOLE 290500 VISUAL NETWORKS INC COMMON STOCK 928444108 5094 582200 SOLE 582200 VITAL SIGNS INC COMMON STOCK 928469105 2578 78000 SOLE 78000 VITESSE SEMICONDUCTOR COMMON STOCK 928497106 28543 1356600 SOLE 1356600 VITESSE SEMICONDUCTR CONVERTIBLE BONDS 928497AB2 4830 6000000 SOLE 6000000 VODAFONE GROUP PLC AMERICAN DEPOSITORY RECEIPT 92857W100 51331 2296670 SOLE 2296670 VORNADO RLTY TRST 6.5 CV CONVERTIBLE PREFERRED STOCK 929042208 5510 100000 SOLE 100000 VULCAN MATERIALS CO COMMON STOCK 929160109 4064 75600 SOLE 75600 WFS FINANCIAL INC COMMON STOCK 92923B106 1922 62510 SOLE 62510 WMS INDS. INC. COMMON STOCK 929297109 5890 183100 SOLE 183100 WPP GROUP PLC SPONS ADR AMERICAN DEPOSITORY RECEIPT 929309300 7139 142072 SOLE 142072 WACHOVIA CORP. COMMON STOCK 929771103 3878 54500 SOLE 54500 WACKENHUT CORRECTIONS COMMON STOCK 929798106 1310 100000 SOLE 100000 WAL-MART STORES INC. COMMON STOCK 931142103 283484 5809100 SOLE 5809100 WALGREEN COMPANY COMMON STOCK 931422109 79522 2328600 SOLE 2328600 WALLACE COMPUTER COMMON STOCK 932270101 5 300 SOLE 300 WALTER INDUSTRIES INC COMMON STOCK 93317Q105 2559 215000 SOLE 215000 WASHINGTON FEDERAL INC COMMON STOCK 938824109 2111 86100 SOLE 86100 WASHINGTON MUTUAL INC COMMON STOCK 939322103 184220 4906000 SOLE 4906000 WASTE CONECTIONS INC COMMON STOCK 941053100 720 20000 SOLE 20000 WASTE MANAGEMENT INC COMMON STOCK 94106L109 192382 6242126 SOLE 6242126 WASTE MANAGEMENT CONVERTIBLE BONDS 94106LAA7 7930 8000000 SOLE 8000000 WATERS CORP COMMON STOCK 941848103 44619 1616030 SOLE 1616030 WATSCO INC COMMON STOCK 942622200 564 40000 SOLE 40000 WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 12599 204400 SOLE 204400 WATSON WYATT & CO HOLD COMMON STOCK 942712100 1438 61500 SOLE 61500 WATTS INDUSTRIES CL A COMMON STOCK 942749102 1017 60000 SOLE 60000 WEATHERFORD INTL COMMON STOCK 947074100 5578 116200 SOLE 116200 DELL WEBB CORPORATION COMMON STOCK 947423109 3250 84000 SOLE 84000 WEBEX COMMUNICATIONS INC COMMON STOCK 94767L109 27372 1026700 SOLE 1026700 WEBSENSE INC COMMON STOCK 947684106 2122 106100 SOLE 106100 WEBMETHODS INC COMMON STOCK 94768C108 2503 118200 SOLE 118200 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 2160 65900 SOLE 65900 WELLPOINT HEALTH NEW COMMON STOCK 94973H108 18179 192900 SOLE 192900 WELLS FARGO COMPANY COMMON STOCK 949746101 319682 6885247 SOLE 6885247 WENDY'S TECONS 5.0 CV NVT CONVERTIBLE PREFERRED STOCK 950588202 5298 100000 SOLE 100000 WENDY'S INTERNATIONAL COMMON STOCK 950590109 12607 493600 SOLE 493600 WERNER ENTERPRISES INC COMMON STOCK 950755108 1065 43900 SOLE 43900 WESBANCO INC COMMON STOCK 950810101 38 1500 SOLE 1500 WEST PHARMACEUTICAL SVCS COMMON STOCK 955306105 1490 55200 SOLE 55200 WESTERN GAS RESOURCES INC COMMON STOCK 958259103 18445 565800 SOLE 565800 WESTPORT RESOURCES CORP COMMON STOCK 961415106 4301 204800 SOLE 204800 WESTVACO CORPORATION COMMON STOCK 961548104 1197 49300 SOLE 49300 WET SEAL INC CL A COMMON STOCK 961840105 523 15100 SOLE 15100 WEYERHAEUSER CO COMMON STOCK 962166104 18327 333400 SOLE 333400 WHIRLPOOL CORP COMMON STOCK 963320106 94 1500 SOLE 1500 WHOLE FOODS MARKET INC. COMMON STOCK 966837106 1385 51100 SOLE 51100 WILEY (JOHN) & SONS -CL A COMMON STOCK 968223206 66220 2800000 SOLE 2800000 ***WILLAMETTE INDUSTRIES COMMON STOCK 969133107 124136 2507800 SOLE 2507800 WILLIAMS COMMUN GRP COMMON STOCK 969455104 369 125000 SOLE 125000 WILLIAMS COMPANIES INC COMMON STOCK 969457100 130265 3953410 SOLE 3953410 WILLIAMS-SONOMA INC COMMON STOCK 969904101 19 500 SOLE 500 WILMINGTON TRUST CORP COMMON STOCK 971807102 244 3900 SOLE 3900 WILSON GREATBATCH TECH IN COMMON STOCK 972232102 345 11900 SOLE 11900 WINN-DIXIE STORES INC COMMON STOCK 974280109 2461 94200 SOLE 94200 WOLVERIN WORLD WIDE INC COMMON STOCK 978097103 1099 61500 SOLE 61500 WOODWARD GOVERNOR CO COMMON STOCK 980745103 4184 49600 SOLE 49600 WORLDCOM INC-WORLDCOM COMMON STOCK 98157D106 361539 25455055 SOLE 25455055 WORLDCOM INC-MCI GROUP COMMON STOCK 98157D304 10901 676974 SOLE 676974 WORTHINGTON INDUSTRIES COMMON STOCK 981811102 5 400 SOLE 400 WM. WRIGLEY JR. CO COMMON STOCK 982526105 21626 461600 SOLE 461600 XM SATELLITE RADIO COMMON STOCK 983759101 90992 5616800 SOLE 5616800 XO COMMUNICATIONS 144A CONVERTIBLE BONDS 983764AA9 42 215000 SOLE 215000 XTO ENERGY INC COMMON STOCK 98385X106 10749 749085 SOLE 749085 XCEL ENERGY INC COMMON STOCK 98389B100 33571 1180000 SOLE 1180000 XILINX INCORPORATED COMMON STOCK 983919101 20030 485700 SOLE 485700 XEROX CORP. COMMON STOCK 984121103 2469 258000 SOLE 258000 XTRA CORP COMMON STOCK 984138107 14067 283600 SOLE 283600 YPF SOCIEDAD ANONIMA ADR AMERICAN DEPOSITORY RECEIPT 984245100 184 183737 SOLE 183737 YAHOO! INC COMMON STOCK 984332106 1023 51200 SOLE 51200 YANKEE CANDLE INC COMMON STOCK 984757104 59 3100 SOLE 3100 YELLOW CORP COMMON STOCK 985509108 3115 164100 SOLE 164100 YORK INTERNATIONAL CORP COMMON STOCK 986670107 3463 98900 SOLE 98900 YOUNG INNOVATIONS INC COMMON STOCK 987520103 101 4500 SOLE 4500 ZEBRA TECH CORP CL A COMMON STOCK 989207105 4146 84400 SOLE 84400 ZIONS BANCORPORATION COMMON STOCK 989701107 4738 80300 SOLE 80300 ZORAN CORP COMMON STOCK 98975F101 14545 489400 SOLE 489400 ZYGO CORP COMMON STOCK 989855101 890 40000 SOLE 40000 ZOLL MEDICAL CORP COMMON STOCK 989922109 393 14300 SOLE 14300 ACE LTD COMMON STOCK G0070K103 111762 2859100 SOLE 2859100 AMDOCS LTD COMMON STOCK G02602103 57138 1061050 SOLE 1061050 ANNUITY AND LIFE RE HLDNG COMMON STOCK G03910109 5566 155700 SOLE 155700 APW LIMITED COMMON STOCK G04397108 1803 177600 SOLE 177600 EVEREST RE GROUP LTD COMMON STOCK G3223R108 58290 779280 SOLE 779280 FRESH DEL MONTE PRODUCE I COMMON STOCK G36738105 1379 125000 SOLE 125000 GLOBAL CROSSING LTD COMMON STOCK G3921A100 62440 7226800 SOLE 7226800 GLOBAL CRSSNG 6.75 CV NVT CONVERTIBLE PREFERRED STOCK G3921A134 10949 95000 SOLE 95000 GLOBAL CROSSING 7%CV CONVERTIBLE PREFERRED STOCK G3921A142 6240 65000 SOLE 65000 O2MICRO INTERNATIONAL LTD COMMON STOCK G6797E106 3355 305000 SOLE 305000 RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 4172 56300 SOLE 56300 SALIX PHARMACEUTICALS COMMON STOCK G77770108 752 30500 SOLE 30500 SANTA FE INTL CORP COMMON STOCK G7805C108 56408 1945100 SOLE 1945100 TOMMY HILFIGER CORP COMMON STOCK G8915Z102 4970 355000 SOLE 355000 TRANSOCEAN SEDCO FOREX COMMON STOCK G90078109 28849 699380 SOLE 699380 TRENWICK GROUP LTD COMMON STOCK G9032C109 1914 83500 SOLE 83500 TYCOM LTD COMMON STOCK G9144B106 5504 320000 SOLE 320000 WILLIS GROUP HOLDINGS LTD COMMON STOCK G96655108 4035 227300 SOLE 227300 XL CAPITAL LIMITED COMMON STOCK G98255105 162955 1984830 SOLE 1984830 XOMA LTD COMMON STOCK G9825R107 27837 1631700 SOLE 1631700 MILLICOM INTL CELLULAR SA COMMON STOCK L6388F102 7844 312500 SOLE 312500 CHECK POINT SOFTWARE COMMON STOCK M22465104 62363 1233200 SOLE 1233200 ESC MEDICAL SYSTEMS LTD COMMON STOCK M40868107 1154 40000 SOLE 40000 PRECISE SOFTWARE COMMON STOCK M41450103 4872 158700 SOLE 158700 GILAT SATELLITE NETWORKS COMMON STOCK M51474100 4596 383000 SOLE 383000 TARO PHARMACEUTICAL INDUS COMMON STOCK M8737E108 11033 126000 SOLE 126000 VIRYANET LTD COMMON STOCK M97540104 49 65400 SOLE 65400 ASM INTL N.V. COMMON STOCK N07045102 16001 806100 SOLE 806100 ASML HOLDING NV COMMON STOCK N07059111 2646 118900 SOLE 118900 CORE LAB. N.V. COMMON STOCK N22717107 3904 208200 SOLE 208200 ICTS INTERNATIONAL NV COMMON STOCK N43837108 4403 583200 SOLE 583200 PANAMERICAN BEVERAGES COMMON STOCK P74823108 2842 140000 SOLE 140000 STEINER LEISURE LTD COMMON STOCK P8744Y102 80 4000 SOLE 4000 ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 80644 3647420 SOLE 3647420 STELMAR SHIPPING LTD COMMON STOCK V8726M103 1392 80000 SOLE 80000 FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 66050 2529680 SOLE 2529680 OMI CORP COMMON STOCK Y6476W104 1464 260900 SOLE 260900 TEEKAY SHIPPING CORP COMMON STOCK Y8564W103 3802 95000 SOLE 95000
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 1,779 Form 13F Information Table Value Total: $51,598,403 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-----