-----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, IZS5QvBoizapX1uYRtJlY0GAWK3tO3BjYbES4TdPjqR+35csCT2eyFbZH6LVfDpo fsyqc4uWH/NUjEBNuHq66w== 0000728889-99-000051.txt : 19991110 0000728889-99-000051.hdr.sgml : 19991110 ACCESSION NUMBER: 0000728889-99-000051 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990930 FILED AS OF DATE: 19991109 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OPPENHEIMER MANAGEMENT CORP CENTRAL INDEX KEY: 0000728889 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] STATE OF INCORPORATION: CO FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-00203 FILM NUMBER: 99744165 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 OPPENHEIMERFUNDS, INC. 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 1999 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: OppenheimerFunds, Inc. Address: 6803 S. Tucson Way Englewood, CO 80112-3924 Form 13F File Number: 28-203 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mark Corns Title: Compliance Manager Phone: (303) 768-2449 Signature, Place, and Date of Signing: Mark Corns Englewood, CO November 9, 1999 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 A CONSULTING TEAM INC COMMON STOCK 000881102 950 200000 SOLE 200000 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 7046 168000 SOLE 168000 ACT MANUFACTURING COMMON STOCK 000973107 218 8700 SOLE 8700 AFLAC CORP. COMMON STOCK 001055102 90417 2159200 SOLE 2159200 AHL SERVICES INC COMMON STOCK 001296102 4551 174600 SOLE 174600 AES CORPORATION COMMON STOCK 00130H105 12 200 SOLE 200 AES CORP CONVERTIBLE BOND 00130HAN5 8943 7000000 SOLE 7000000 AK STEEL HOLDING CORP. COMMON STOCK 001547108 6116 574350 SOLE 574350 AMFM, INC. COMMON STOCK 001693100 194496 3195000 SOLE 3195000 AMR CORPORATION - DEL COMMON STOCK 001765106 68940 1264950 SOLE 1264950 AMERICAN TELE & TELE COMMON STOCK 001957109 312913 7193408 SOLE 7193408 AT&T CORP - LIB MEDIA -A COMMON STOCK 001957208 7314 197000 SOLE 197000 ATMI INC COMMON STOCK 00207R101 23007 616600 SOLE 616600 AVX CORP COMMON STOCK 002444107 8258 235100 SOLE 235100 AXA FINANCIAL, INC. COMMON STOCK 002451102 107908 1933400 SOLE 1933400 ABBOTT LABORATORIES COMMON STOCK 002824100 105359 2866900 SOLE 2866900 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 143186 4203624 SOLE 4203624 ABOUT.COM INC COMMON STOCK 003736105 4096 72500 SOLE 72500 ACCLAIM ENTERTAINMENT COMMON STOCK 004325205 1898 250000 SOLE 250000 ACCRUE SOFTWARE INC COMMON STOCK 00437W102 2318 103000 SOLE 103000 ACTIVISION INC COMMON STOCK 004930202 3754 213000 SOLE 213000 ACTION PERFORMANCE COMMON STOCK 004933107 135 6400 SOLE 6400 ACTIVE SOFTWARE INC COMMON STOCK 00504E100 3471 145000 SOLE 145000 ACTUATE CORPORATION COMMON STOCK 00508B102 298 8800 SOLE 8800 ACUSON CORP COMMON STOCK 005113105 4762 373500 SOLE 373500 ACXIOM CORPORATION COMMON STOCK 005125109 1284 65300 SOLE 65300 ADAPTEC INC. COMMON STOCK 00651F108 21193 534000 SOLE 534000 ADAPTEC INC CONVERTIBLE BOND 00651FAC2 11715 12000000 SOLE 12000000 ADELPHIA COMM CL A COMMON STOCK 006848105 8845 150400 SOLE 150400 ADELPHIA COMM 5.50 NVT CV PREFERRED STOCK 006848402 11973 67500 SOLE 67500 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 18841 166000 SOLE 166000 ADVANCE PARADIGM INC COMMON STOCK 007491103 4829 88200 SOLE 88200 ADVANCED DIGITAL INFO COMMON STOCK 007525108 250 9000 SOLE 9000 ADVANCDED MARKETING SVCS COMMON STOCK 00753T105 119 6000 SOLE 6000 ADVANCED FIBRER COMM COMMON STOCK 00754A105 6675 300000 SOLE 300000 ADVO INC. COMMON STOCK 007585102 2393 120000 SOLE 120000 AEGON NV ADR COMMON STOCK 007924103 553 6390 SOLE 6390 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 3415 110600 SOLE 110600 ADVENT SOFTWARE INC COMMON STOCK 007974108 13368 214750 SOLE 214750 AETNA INC COMMON STOCK 008117103 43202 877200 SOLE 877200 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 8125 200000 SOLE 200000 AFFILIATED COMP CONV 144A CONVERTIBLE BOND 008190AC4 5694 5000000 SOLE 5000000 AFFYMETRIX, INC. COMMON STOCK 00826T108 86645 880200 SOLE 880200 AGILE SOFTWARE CORP COMMON STOCK 00846X105 1338 20900 SOLE 20900 AGRIBRANDS INTL INC COMMON STOCK 00849R105 9695 195360 SOLE 195360 AIR EXPRESS INTL CP COMMON STOCK 009104100 12356 544600 SOLE 544600 AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 29 1000 SOLE 1000 ALASKA AIRGROUP COMMON STOCK 011659109 29954 736200 SOLE 736200 ALBANY INTL CORP - CL A COMMON STOCK 012348108 3406 225178 SOLE 225178 ALBERTO-CULVER CO CL B COMMON STOCK 013068101 1179 51000 SOLE 51000 ALBERTSON'S INC COMMON STOCK 013104104 79167 2001050 SOLE 2001050 ALCOA INC COMMON STOCK 013817101 32173 518400 SOLE 518400 ALCATEL ALSTHOM ADR COMMON STOCK 013904305 16789 605000 SOLE 605000 ALEXANDER & BALDWIN INC. COMMON STOCK 014482103 377 15800 SOLE 15800 ALLAIRE CORP COMMON STOCK 016714107 3024 54000 SOLE 54000 ALLEGHENY ENERGY INC COMMON STOCK 017361106 45225 1421600 SOLE 1421600 ALLEGHENY TELEDYNE INC COMMON STOCK 017415100 3 200 SOLE 200 ALLERGAN INCORPORATED COMMON STOCK 018490102 22671 206100 SOLE 206100 ALLIEDSIGNAL INC COMMON STOCK 019512102 170163 2839000 SOLE 2839000 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 13704 1172500 SOLE 1172500 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 34352 721300 SOLE 721300 ALLSTATE CORPORATION COMMON STOCK 020002101 42668 1711004 SOLE 1711004 ALLTEL CORP COMMON STOCK 020039103 109419 1554800 SOLE 1554800 ALPHA INDUSTRIES INC COMMON STOCK 020753109 7897 140000 SOLE 140000 ALPHARMA INC - CL A COMMON STOCK 020813101 7200 203900 SOLE 203900 ALTERRA HEALTHCARE CORP COMMON STOCK 02146C104 2086 235000 SOLE 235000 ALZA CORP CONV CONVERTIBLE BOND 022615AD0 7230 6000000 SOLE 6000000 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 26805 565800 SOLE 565800 AMCOL INT'L CORP COMMON STOCK 02341W103 4323 293100 SOLE 293100 AMERADA HESS CORP. COMMON STOCK 023551104 34913 570000 SOLE 570000 AMERICA ONLINE INC. COMMON STOCK 02364J104 38085 366200 SOLE 366200 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 22548 465500 SOLE 465500 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 107458 798200 SOLE 798200 AMERICAN FREIGHTWAYS CORP COMMON STOCK 02629V108 216 11900 SOLE 11900 AMERICAN GENERAL COMMON STOCK 026351106 94029 1488100 SOLE 1488100 AMER GEN MIPS 6.0 NVT CV PREFERRED STOCK 02637G200 6000 75000 SOLE 75000 AMERICAN HOME PRODUCTS COMMON STOCK 026609107 259648 6256580 SOLE 6256580 AMERICAN INTERNATIONAL GP COMMON STOCK 026874107 175338 2016832 SOLE 2016832 AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 3405 523900 SOLE 523900 AMERICAN POWER CONVERSION COMMON STOCK 029066107 80 4200 SOLE 4200 AMERICAN STANDARD COS INC COMMON STOCK 029712106 43943 1145100 SOLE 1145100 AMERICAN TOWER CORP 144A CONVERTIBLE BOND 029912AC6 0 0 SOLE 0 AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 8473 357700 SOLE 357700 AMERITRADE HLDG CORP 144A CONVERTIBLE BOND 03072HAA7 2209 3000000 SOLE 3000000 AMERITECH CORP COMMON STOCK 030954101 320928 4776600 SOLE 4776600 AMGEN INCORPORATED COMMON STOCK 031162100 446885 5483250 SOLE 5483250 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 3225 200000 SOLE 200000 ANADARKO PETROLEM COMMON STOCK 032511107 4832 158100 SOLE 158100 ANADIGICS INC COMMON STOCK 032515108 211 7500 SOLE 7500 ANALOG DEVICES INC. COMMON STOCK 032654105 73887 1441700 SOLE 1441700 ANALYSTS INTL CORP COMMON STOCK 032681108 1361 131200 SOLE 131200 ANAREN MICROWAVE INC COMMON STOCK 032744104 294 10400 SOLE 10400 ANCHOR GAMING COMMON STOCK 033037102 1874 31500 SOLE 31500 ANDRX CORP COMMON STOCK 034551101 9974 170400 SOLE 170400 ANGLOGOLD LTD- SPON ADR COMMON STOCK 035128206 1509 48000 SOLE 48000 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 162237 2315600 SOLE 2315600 ANIXTER INTL INC COMMON STOCK 035290105 558 24000 SOLE 24000 ANNTAYLOR STORES INC. COMMON STOCK 036115103 21259 520100 SOLE 520100 ANTEC CORPORATION COMMON STOCK 03664P105 18248 343500 SOLE 343500 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 6975 1014600 SOLE 1014600 APACHE CORPORATION COMMON STOCK 037411105 8542 197800 SOLE 197800 APPLE COMPUTER INC COMMON STOCK 037833100 87072 1375300 SOLE 1375300 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 246 7300 SOLE 7300 APPLIED POWER CL A COMMON STOCK 038225108 6379 210000 SOLE 210000 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 650 11400 SOLE 11400 APPNET INC COMMON STOCK 03831Q101 3011 110000 SOLE 110000 ARCH CHEMICALS INC COMMON STOCK 03937R102 147 9100 SOLE 9100 ARCHSTONE COMM TRUST COMMON STOCK 039581103 10970 568000 SOLE 568000 ARDENT SOFTWARE INC COMMON STOCK 039794102 1772 65800 SOLE 65800 ARGOSY EDUCATION GRP CL A COMMON STOCK 040222101 1950 400000 SOLE 400000 ARMCO, INC. COMMON STOCK 042170100 10500 1500000 SOLE 1500000 AK STEEL HOLDING PREFERRED STOCK 042170407 10300 200000 SOLE 200000 ARMOR HOLDINGS INC COMMON STOCK 042260109 2719 250000 SOLE 250000 ARROW ELECTRONICS INC COMMON STOCK 042735100 2820 160000 SOLE 160000 ARTHROCARE CORP COMMON STOCK 043136100 492 9000 SOLE 9000 ARVIN INDUSTRIES COMMON STOCK 043339100 11865 383500 SOLE 383500 ASHANTI GOLDFIELDS GDR COMMON STOCK 043743202 2726 346120 SOLE 346120 ASHLAND INC COMMON STOCK 044204105 1695 50400 SOLE 50400 ASPECT DEVELOPMENT INC COMMON STOCK 045234101 4430 175000 SOLE 175000 ASPECT TELECOMMUNICATIONS COMMON STOCK 045237104 2970 175000 SOLE 175000 ASPECT TELECOMM CONVERTIBLE BOND 045237AE4 4528 17500000 SOLE 17500000 AT HOME CORP COMMON STOCK 045919107 20607 497308 SOLE 497308 AT HOME CORP CONVERTIBLE BOND 045919AC1 1931 3000000 SOLE 3000000 ASSOCIATES FIRST CAP COMMON STOCK 046008108 33475 929850 SOLE 929850 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 157 6500 SOLE 6500 ASTROPOWER COMMON STOCK 04644A101 2400 200000 SOLE 200000 ASYST TECHNOLOGIES,INC. COMMON STOCK 04648X107 3567 108100 SOLE 108100 ATLANTIC RICHFIELD CORP COMMON STOCK 048825103 35627 402000 SOLE 402000 ATMEL CORP COMMON STOCK 049513104 25698 760000 SOLE 760000 ATMEL CORP 144A CONVERTIBLE BOND 049513AB0 3188 6000000 SOLE 6000000 AURORA BIOSCIENCES CORP COMMON STOCK 051920106 2725 200000 SOLE 200000 AUTODESK INC. COMMON STOCK 052769106 35 1600 SOLE 1600 AUTOMATIC DATA PROC COMMON STOCK 053015103 88331 1979400 SOLE 1979400 AUTONATION INC. COMMON STOCK 05329W102 32757 2607500 SOLE 2607500 AUTOZONE INC. COMMON STOCK 053332102 20093 716000 SOLE 716000 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 13778 406732 SOLE 406732 AVERY-DENNISON CORP COMMON STOCK 053611109 121314 2299800 SOLE 2299800 AVIS RENT A CAR COMMON STOCK 053790101 16126 772500 SOLE 772500 AVNET INCORPORATED COMMON STOCK 053807103 8950 213100 SOLE 213100 AVON PRODUCTS INC COMMON STOCK 054303102 38038 1533000 SOLE 1533000 AWARE INC/MASS COMMON STOCK 05453N100 0 0 SOLE 0 BB&T CORPORATION COMMON STOCK 054937107 26243 810600 SOLE 810600 THE BISYS GROUP INC COMMON STOCK 055472104 8546 182200 SOLE 182200 BJ SERVICES CO COMMON STOCK 055482103 1829 57500 SOLE 57500 BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 8981 303800 SOLE 303800 BMC INDUSTRIES INC. COMMON STOCK 055607105 8695 706200 SOLE 706200 BP AMOCO PLC - ADR COMMON STOCK 055622104 55443 500330 SOLE 500330 BMC SOFTWARE INC. COMMON STOCK 055921100 102420 1431200 SOLE 1431200 BALANCE BAR COMPANY COMMON STOCK 057623100 2100 300000 SOLE 300000 BALDOR ELECTRIC COMMON STOCK 057741100 4636 244800 SOLE 244800 BALL CORP COMMON STOCK 058498106 14166 321500 SOLE 321500 BALLY TOTAL FITNESS HLDGS COMMON STOCK 05873K108 9178 300300 SOLE 300300 BANCO BHIF COMMON STOCK 05946H108 988 73500 SOLE 73500 BANDAG INC COMMON STOCK 059815100 4042 126300 SOLE 126300 BANK OF AMERICA CORP. COMMON STOCK 060505104 159377 2861987 SOLE 2861987 BANK OF N Y CO COMMON STOCK 064057102 30094 900000 SOLE 900000 BANK ONE CORP COMMON STOCK 06423A103 66039 1897000 SOLE 1897000 BANK UNITED CORP -CL A COMMON STOCK 065412108 2554 78900 SOLE 78900 BANKBOSTON CORP. COMMON STOCK 06605R106 94839 2186500 SOLE 2186500 C R BARD, INCORPORATED COMMON STOCK 067383109 37278 792100 SOLE 792100 BARNESANDNOBLE.COM INC COMMON STOCK 067846105 1808 93600 SOLE 93600 BARRICK GOLD CORP COMMON STOCK 067901108 6351 292000 SOLE 292000 BASIN EXPLORATION INC. COMMON STOCK 070107107 154 6400 SOLE 6400 BATTLE MT GLD 6.5 NVT CV PREFERRED STOCK 071593305 1187 33900 SOLE 33900 BAUSCH & LOMB INC COMMON STOCK 071707103 13188 200000 SOLE 200000 BAXTER INTERNATIONAL COMMON STOCK 071813109 26510 440000 SOLE 440000 BE AEROSPACE INC COMMON STOCK 073302101 1349 113000 SOLE 113000 BEA SYSTEMS INC 144A CONVERTIBLE BOND 073325AA0 4309 3000000 SOLE 3000000 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 23051 821400 SOLE 821400 BED BATH & BEYOND INC. COMMON STOCK 075896100 45279 1296000 SOLE 1296000 BELL ATLANTIC CORPORATION COMMON STOCK 077853109 396020 5883300 SOLE 5883300 BELLSOUTH CORPORATION COMMON STOCK 079860102 358376 7963900 SOLE 7963900 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 5449 154300 SOLE 154300 BERKSHIRE HATHAWAY- A COMMON STOCK 084670108 30030 546 SOLE 546 BEST BUY COMPANY INC. COMMON STOCK 086516101 273205 4402100 SOLE 4402100 BINDVIEW DEVELOPMENT CORP COMMON STOCK 090327107 7493 380600 SOLE 380600 BIOGEN INC. COMMON STOCK 090597105 239637 3040600 SOLE 3040600 BIOMET INC. COMMON STOCK 090613100 8120 308600 SOLE 308600 BLACK & DECKER CORPORATIO COMMON STOCK 091797100 23 500 SOLE 500 BLANCH E W/HOLDINGS INC COMMON STOCK 093210102 3621 55600 SOLE 55600 H & R BLOCK INCORPORATED COMMON STOCK 093671105 50700 1167200 SOLE 1167200 BLOCKBUSTER INC- CL A COMMON STOCK 093679108 956 75000 SOLE 75000 BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 216 7700 SOLE 7700 BOEING CO. COMMON STOCK 097023105 184792 4335300 SOLE 4335300 BOISE CASCADE CORP COMMON STOCK 097383103 7288 200000 SOLE 200000 BORDERS GROUP COMMON STOCK 099709107 2644 180000 SOLE 180000 BOSTON PROPERTIES COMMON STOCK 101121101 34217 1115000 SOLE 1115000 BRADY CORP - CL A COMMON STOCK 104674106 304 9500 SOLE 9500 BRANDYWINE REALTY TRUST COMMON STOCK 105368203 2616 161000 SOLE 161000 BRAUN CONSULTING COMMON STOCK 105651103 6607 397400 SOLE 397400 BRAUNS FASHIONS CORP COMMON STOCK 105658108 91 5000 SOLE 5000 BRIGGS & STRATTON CORP COMMON STOCK 109043109 22743 389600 SOLE 389600 BRINKER INTL INC. COMMON STOCK 109641100 45765 1687200 SOLE 1687200 BRIO TECHNOLOGY INC COMMON STOCK 109704106 4673 210000 SOLE 210000 BRISTOL-MYERS COMMON STOCK 110122108 330521 4896600 SOLE 4896600 BROADCOM CORP COMMON STOCK 111320107 1690 15500 SOLE 15500 BROADVISION INC COMMON STOCK 111412102 466 3500 SOLE 3500 BROCADE COMM SYSTEMS COMMON STOCK 111621108 6678 31800 SOLE 31800 BROWN-FORMAN CORP COMMON STOCK 115637209 1915 30700 SOLE 30700 TOM BROWN INC COMMON STOCK 115660201 207 14000 SOLE 14000 BROWN SHOE COMPANY INC COMMON STOCK 115736100 440 24000 SOLE 24000 BRUNSWICK CORPORATION COMMON STOCK 117043109 29390 1181500 SOLE 1181500 BRUSH WELLMAN COMMON STOCK 117421107 1539 104800 SOLE 104800 BUCA INC COMMON STOCK 117769109 3419 263000 SOLE 263000 BUDGET GROUP INC COMMON STOCK 119003101 9045 1280750 SOLE 1280750 BURLINGTON INDS INC COMMON STOCK 121693105 2574 580000 SOLE 580000 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 23554 856500 SOLE 856500 BURLINGTON RESOURCES INC. COMMON STOCK 122014103 5795 157700 SOLE 157700 BURR-BROWN CORP COMMON STOCK 122574106 356 9000 SOLE 9000 CBRL GROUP INC. COMMON STOCK 12489V106 2953 190500 SOLE 190500 CBS CORPORATION COMMON STOCK 12490K107 91834 1985600 SOLE 1985600 CDI CORP COMMON STOCK 125071100 3892 142500 SOLE 142500 CD RADIO INC COMMON STOCK 125127100 2550 100000 SOLE 100000 CEC ENTERTAINMENT INC COMMON STOCK 125137109 5962 166200 SOLE 166200 CIGNA CORP COMMON STOCK 125509109 89634 1152850 SOLE 1152850 C.I.T. GROUP COMMON STOCK 125577106 9381 456200 SOLE 456200 CSK AUTO CORP COMMON STOCK 125965103 23073 1057800 SOLE 1057800 CNF TRANSPORTATION INC COMMON STOCK 12612W104 9737 261400 SOLE 261400 CSG SYSTEMS INTL INC COMMON STOCK 126349109 41 1500 SOLE 1500 CTS CORP COMMON STOCK 126501105 782 13600 SOLE 13600 CUNO INC. COMMON STOCK 126583103 1988 100000 SOLE 100000 CVS CORP COMMON STOCK 126650100 171057 4191300 SOLE 4191300 CABLEVISION SYSTEMS CL A COMMON STOCK 12686C109 509 7000 SOLE 7000 CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 9327 540700 SOLE 540700 CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 101554 7664300 SOLE 7664300 CALLAWAY GOLF CO. COMMON STOCK 131193104 11761 965000 SOLE 965000 CALPINE CORP COMMON STOCK 131347106 12402 145800 SOLE 145800 CAMBREX CORP COMMON STOCK 132011107 8357 316100 SOLE 316100 CAMDEN PROPERTY TRUST COMMON STOCK 133131102 3290 122400 SOLE 122400 CANADIAN 88 ENERGY CORP COMMON STOCK 13566G509 15 7000 SOLE 7000 CANADIAN PACIFIC LTD NEW COMMON STOCK 135923100 69270 3036500 SOLE 3036500 CANANDAIGUA WINE CO CL A COMMON STOCK 137219200 3585 60000 SOLE 60000 CAPITAL ONE FINANCIAL CP COMMON STOCK 14040H105 16988 435600 SOLE 435600 CARDINAL HEALTH INC COMMON STOCK 14149Y108 90170 1654489 SOLE 1654489 CAREER EDUCATION CORP COMMON STOCK 141665109 4186 144800 SOLE 144800 CARLISLE COS INC COMMON STOCK 142339100 1947 49300 SOLE 49300 CARNIVAL CORP CL A COMMON STOCK 143658102 105488 2425000 SOLE 2425000 CAROLINA PWR & LIGHT COMMON STOCK 144141108 10209 288600 SOLE 288600 CARPENTER TECHNOLOGY COMMON STOCK 144285103 270 11000 SOLE 11000 CARRAMERICA REALTY GROUP COMMON STOCK 144418100 2698 123000 SOLE 123000 CARRIER ACCESS CORP COMMON STOCK 144460102 518 12400 SOLE 12400 CASE CORP COMMON STOCK 14743R103 373 7485 SOLE 7485 CASELLA WASTE INC A COMMON STOCK 147448104 155 9300 SOLE 9300 CATALINA MARKETING CORP COMMON STOCK 148867104 5555 65500 SOLE 65500 CATALYTICA INC. COMMON STOCK 148885106 264 17600 SOLE 17600 CATAPULT COMMUNICATIONS COMMON STOCK 149016107 2325 150000 SOLE 150000 CATERPILLAR INC COMMON STOCK 149123101 129549 2363500 SOLE 2363500 CELL GENESYS INC. COMMON STOCK 150921104 1969 250000 SOLE 250000 CELESTIAL SEASONINGS INC COMMON STOCK 151016102 3465 180000 SOLE 180000 CELGENE CORPORATION COMMON STOCK 151020104 2706 100000 SOLE 100000 CENTEX CORP COMMON STOCK 152312104 22113 748000 SOLE 748000 CENTEX CONSTRUCTION INC COMMON STOCK 15231R109 9166 246900 SOLE 246900 JOHNSON & JOHNSON COMMON STOCK 152342101 7262 124000 SOLE 124000 JOHNSON & JOHNSON CV CONVERTIBLE BOND 152342AE1 7890 6000000 SOLE 6000000 CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 13034 617000 SOLE 617000 CENTRAL GARDEN & PET CO COMMON STOCK 153527106 0 0 SOLE 0 CENTRAL NEWSPAPERS - CL A COMMON STOCK 154647101 12447 279700 SOLE 279700 CENTURYTEL INC. 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COMMON STOCK 887315109 298896 4920100 SOLE 4920100 TIMES MIRROR CO - CL A COMMON STOCK 887364107 6667 101300 SOLE 101300 TOLL BROTHERS INC COMMON STOCK 889478103 18533 972200 SOLE 972200 TOO INC COMMON STOCK 890333107 16983 946801 SOLE 946801 TORO CO COMMON STOCK 891092108 441 11800 SOLE 11800 TOSCO CORP COMMON STOCK 891490302 17852 707000 SOLE 707000 TOTAL FINA SA ADR COMMON STOCK 89151E109 47356 746500 SOLE 746500 TOWER AOTOMOTIVE INC COMMON STOCK 891707101 5145 259700 SOLE 259700 TOWER REALTY TRUST INC COMMON STOCK 89185E109 0 0 SOLE 0 TRAVELERS PROP CASUALTY-A COMMON STOCK 893939108 7145 242200 SOLE 242200 TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 29315 716100 SOLE 716100 TRIBUNE CO COMMON STOCK 896047107 46078 926200 SOLE 926200 TRIGON HEALTHCARE INC COMMON STOCK 89618L100 9153 317000 SOLE 317000 TRUE NORTH COMMUNICATIONS COMMON STOCK 897844106 25463 700000 SOLE 700000 TWEETER HOME ENTERTAINMNT COMMON STOCK 901167106 4724 126400 SOLE 126400 24/7 MEDIA INC COMMON STOCK 901314104 2367 62500 SOLE 62500 TYCO INTL LTD COMMON STOCK 902124106 495926 4803159 SOLE 4803159 UAL CORPORATION COMMON STOCK 902549500 78950 1208800 SOLE 1208800 USX-MARATHON GROUP COMMON STOCK 902905827 43185 1476400 SOLE 1476400 UST, INC. COMMON STOCK 902911106 24600 814900 SOLE 814900 US BANCORP COMMON STOCK 902973106 21795 722000 SOLE 722000 USA NETWORKS INC COMMON STOCK 902984103 31147 803800 SOLE 803800 URS CORP COMMON STOCK 903236107 74 3000 SOLE 3000 USG CORP COMMON STOCK 903293405 39686 835500 SOLE 835500 US FOODSERVICE INC COMMON STOCK 90331R101 11610 645000 SOLE 645000 ULTRAMAR DIAMOND SHA COMMON STOCK 904000106 10886 426900 SOLE 426900 UNIBANCO GDR COMMON STOCK 90458E107 16877 954200 SOLE 954200 UNIFI INC COMMON STOCK 904677101 8311 755500 SOLE 755500 UNICOM CORP. COMMON STOCK 904911104 68198 1846300 SOLE 1846300 UNIGRAPHICS SOLUTIONS INC COMMON STOCK 904928108 5493 202500 SOLE 202500 UNION CARBIDE CORPORATION COMMON STOCK 905581104 67124 1181500 SOLE 1181500 UNION PACIFIC COMMON STOCK 907818108 55108 1146600 SOLE 1146600 UNION PACIFIC RESOUR COMMON STOCK 907834105 0 0 SOLE 0 UNION PLANTERS CORP COMMON STOCK 908068109 16334 400824 SOLE 400824 UNIONBANCAL CORP COMMON STOCK 908906100 11731 323600 SOLE 323600 UNISYS CORPORATION COMMON STOCK 909214108 113772 2521274 SOLE 2521274 UNITED HEALTHCARE CORP COMMON STOCK 910581107 32460 666700 SOLE 666700 UNITED RENTALS INC COMMON STOCK 911363109 15669 720393 SOLE 720393 UNITED ROAD SERVICES INC COMMON STOCK 911384105 1214 335000 SOLE 335000 US CELLULAR CORP COMMON STOCK 911684108 2890 42500 SOLE 42500 US CELLULAR CORP 0% LYON CONVERTIBLE BOND 911684AA6 12825 20000000 SOLE 20000000 US WEST INC COMMON STOCK 91273H101 41114 720500 SOLE 720500 UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 133246 2246500 SOLE 2246500 UNITRODE CORP COMMON STOCK 913283107 35700 850000 SOLE 850000 UNIVERSAL CORP COMMON STOCK 913456109 2613 100000 SOLE 100000 UNOCAL CORP. COMMON STOCK 915289102 38323 1034000 SOLE 1034000 US FREIGHTWAYS COMMON STOCK 916906100 5259 111000 SOLE 111000 URBAN OUTFITTERS INC COMMON STOCK 917047102 288 13000 SOLE 13000 USWEB CORP COMMON STOCK 917327108 6348 185000 SOLE 185000 UTILICORP UNITED INC COMMON STOCK 918005109 2633 125000 SOLE 125000 VF CORPORATION COMMON STOCK 918204108 10701 345200 SOLE 345200 VAIL RESORTS INC COMMON STOCK 91879Q109 3838 165500 SOLE 165500 VALASSIS COMMUNICATIONS COMMON STOCK 918866104 20989 477700 SOLE 477700 VALERO ENERGY CORP COMMON STOCK 91913Y100 11877 617000 SOLE 617000 VARCO INTERNATIONAL INC. COMMON STOCK 922126107 11210 919800 SOLE 919800 VARIAN INC. COMMON STOCK 922206107 289 16300 SOLE 16300 VARIAN SEMICONDUCTORS COMMON STOCK 922207105 600 28500 SOLE 28500 VASTAR RESOURCES INC COMMON STOCK 922380100 118694 1897200 SOLE 1897200 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 2686 158000 SOLE 158000 VERITAS SOFTWARE CORP COMMON STOCK 923436109 113625 1496300 SOLE 1496300 VERITY INC COMMON STOCK 92343C106 5643 82000 SOLE 82000 VERISIGN INC COMMON STOCK 92343E102 6390 60000 SOLE 60000 VERITAS DGC INC COMMON STOCK 92343P107 2791 145000 SOLE 145000 VIATEL INC COMMON STOCK 925529208 140 4741 SOLE 4741 VIANT CORP COMMON STOCK 92553N107 4925 101800 SOLE 101800 VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 37288 1570000 SOLE 1570000 VISUAL NETWORKS INC COMMON STOCK 928444108 208 4900 SOLE 4900 VISX INC COMMON STOCK 92844S105 29312 370600 SOLE 370600 VITAL SIGNS INC COMMON STOCK 928469105 2889 141800 SOLE 141800 VITESSE SEMICONDUCTOR COMMON STOCK 928497106 207914 2435300 SOLE 2435300 VULCAN MATERIALS CO COMMON STOCK 929160109 20250 552900 SOLE 552900 WPP CROUP PLC SPONS ADR COMMON STOCK 929309300 35972 386800 SOLE 386800 WACHOVIA CORP. COMMON STOCK 929771103 76251 969800 SOLE 969800 WAL-MART STORES INC. COMMON STOCK 931142103 805913 16944300 SOLE 16944300 WALDEN SR B 9.16 NVT CV PREFERRED STOCK 931210306 8116 327900 SOLE 327900 WALGREEN COMPANY COMMON STOCK 931422109 32625 1285700 SOLE 1285700 WALLACE COMPUTER COMMON STOCK 932270101 6928 342100 SOLE 342100 WALTER INDUSTRIES INC COMMON STOCK 93317Q105 1614 119583 SOLE 119583 WARNACO GROUP INC. COMMON STOCK 934390105 8213 450000 SOLE 450000 WARNER-LAMBERT COMMON STOCK 934488107 372 5600 SOLE 5600 WASHINGTON FEDERAL INC COMMON STOCK 938824109 7700 332090 SOLE 332090 WASHINGTON MUTUAL SAV BNK COMMON STOCK 939322103 31663 1082500 SOLE 1082500 WASTE CONECTIONS INC COMMON STOCK 941053100 4863 236500 SOLE 236500 WASTE MANAGEMENT INC COMMON STOCK 94106L109 144850 7524700 SOLE 7524700 WASTE MANAGEMENT CONVERTIBLE BOND 94106LAA7 7518 8400000 SOLE 8400000 WATCHGUARD TECHNOLOGIES COMMON STOCK 941105108 2100 140000 SOLE 140000 WATERS CORP COMMON STOCK 941848103 154023 2543200 SOLE 2543200 WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 134 4400 SOLE 4400 WASAU-MOSINEE PAPER CORP COMMON STOCK 943315101 2668 220000 SOLE 220000 WEATHERFORD INTL COMMON STOCK 947074100 6816 213004 SOLE 213004 DELL WEBB CORPORATION COMMON STOCK 947423109 2838 129000 SOLE 129000 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 3996 156700 SOLE 156700 WEBTRENDS CORP COMMON STOCK 94844D104 3044 68300 SOLE 68300 WELLS FARGO COMPANY COMMON STOCK 949746101 425337 10734060 SOLE 10734060 WENDY'S INTERNATIONAL COMMON STOCK 950590109 30384 1152000 SOLE 1152000 WERNER ENTERPRISES INC COMMON STOCK 950755108 2027 115000 SOLE 115000 WEST PHARMACEUTICAL SVCS COMMON STOCK 955306105 368 9700 SOLE 9700 WEST TELESERVICES CORP COMMON STOCK 956188106 2260 217800 SOLE 217800 WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AH8 1413 10000000 SOLE 10000000 WESTERN GAS RESOURCES INC COMMON STOCK 958259103 4859 260000 SOLE 260000 WESTERN RESOURCES INC COMMON STOCK 959425109 289 13500 SOLE 13500 WESTERN WIRELESS CLASS A COMMON STOCK 95988E204 10314 230000 SOLE 230000 WESTPOINT STEVENS INC COMMON STOCK 961238102 13419 568000 SOLE 568000 WESTVACO CORPORATION COMMON STOCK 961548104 9841 384050 SOLE 384050 WEYERHAEUSER COMPANY COMMON STOCK 962166104 36010 624900 SOLE 624900 WHIRLPOOL CORP COMMON STOCK 963320106 15100 231200 SOLE 231200 WHITTMAN-HART INC COMMON STOCK 966834103 570 14700 SOLE 14700 WHOLE FOODS MARKET INC. COMMON STOCK 966837106 137 4200 SOLE 4200 WHOLE FOODS MARKET INC. CONVERTIBLE BOND 966837AC0 5025 15000000 SOLE 15000000 WILD OATS MARKETS INC COMMON STOCK 96808B107 3160 80000 SOLE 80000 WILLIAMS COMPANIES INC COMMON STOCK 969457100 26955 720000 SOLE 720000 WILLIAMS-SONOMA INC COMMON STOCK 969904101 2006 41300 SOLE 41300 WIND RIVER SYSTEMS CONVERTIBLE BOND 973149AC1 4581 5000000 SOLE 5000000 WINK COMMUNICATIONS INC COMMON STOCK 974168106 970 22200 SOLE 22200 WINNEBAGO INDUSTRIES COMMON STOCK 974637100 287 12000 SOLE 12000 WINSTAR COMMUNICATIONS COMMON STOCK 975515107 8399 215003 SOLE 215003 WOLVERINE TUBE INC. COMMON STOCK 978093102 1752 113000 SOLE 113000 WORKFLOW MGMT INC COMMON STOCK 98137N109 195 15000 SOLE 15000 WORLD ACCESS INC CONVERTIBLE BOND 98141AAC5 1310 2000000 SOLE 2000000 WORTHINGTON FOODS INC COMMON STOCK 981809106 2372 165000 SOLE 165000 WM. WRIGLEY JR. 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COMMON STOCK 984121103 8564 204200 SOLE 204200 XTRA CORP COMMON STOCK 984138107 9127 229600 SOLE 229600 YANKEE CANDLE INC COMMON STOCK 984757104 2908 150600 SOLE 150600 YELLOW CORP COMMON STOCK 985509108 3313 200000 SOLE 200000 YORK INTERNATIONAL CORP COMMON STOCK 986670107 6487 180500 SOLE 180500 YOUNG & RUBICAM INC COMMON STOCK 987425105 78808 1791100 SOLE 1791100 ZALE CORP COMMON STOCK 988858106 42937 1120700 SOLE 1120700 ZEBRA TECH CORP CL A COMMON STOCK 989207105 396 8700 SOLE 8700 ZIFF-DAVIS INC - ZDNET COMMON STOCK 989511209 128 6000 SOLE 6000 ZIONS BANCORPORATION COMMON STOCK 989701107 5733 104000 SOLE 104000 ZOLL MEDICAL CORP COMMON STOCK 989922109 3364 111200 SOLE 111200 ZOMAX INC COMMON STOCK 989929104 207 8000 SOLE 8000 LERNOUT & HAUSPIE SPEECH COMMON STOCK B5628B104 69923 2004950 SOLE 2004950 ACE LTD COMMON STOCK G0070K103 74435 4394661 SOLE 4394661 ANNUITY AND LIFE RE HLDNG COMMON STOCK G03910109 14293 574600 SOLE 574600 GEMSTAR INTL GROUP INC COMMON STOCK G3788V106 11875 152000 SOLE 152000 GLOBAL CROSSING LTD COMMON STOCK G3921A100 21906 826648 SOLE 826648 IPC HOLDINGS LTD COMMON STOCK G4933P101 6727 358764 SOLE 358764 LORAL SPACE&COMM 6.00 CV PREFERRED STOCK G56462149 7406 150000 SOLE 150000 RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 10052 289800 SOLE 289800 RSL COMMUNICATIONS LTD A COMMON STOCK G7702U102 91 5000 SOLE 5000 SANTA FE INTL CORP COMMON STOCK G7805C108 50060 2321600 SOLE 2321600 SCOTTISH ANNUITY & LIFE COMMON STOCK G7885T104 3413 350000 SOLE 350000 TOMMY HILFIGER CORP COMMON STOCK G8915Z102 29597 1050000 SOLE 1050000 TRANSOCEAN OFFSHORE INC COMMON STOCK G90076103 85159 2780700 SOLE 2780700 XL CAPITAL LIMITED COMMON STOCK G98255105 139745 3105455 SOLE 3105455 MILLICOM INTL CELLULAR SA COMMON STOCK L6388F102 427 15000 SOLE 15000 SBS BROADCASTING SA COMMON STOCK L8137F102 504 13000 SOLE 13000 STOLT COMEX SEAWAY COMMON STOCK L8873E103 6455 570600 SOLE 570600 STOLT-NEILSEN SA COMMON STOCK L88742108 3690 247000 SOLE 247000 AUDIOCODES LTD COMMON STOCK M15342104 5467 145300 SOLE 145300 BACKWEB TECHNOLOGIES LTD COMMON STOCK M15633106 972 57200 SOLE 57200 GALILEO TECHNOLOGY LTD COMMON STOCK M47298100 385 15400 SOLE 15400 GILAT SATELLITE NETWORKS COMMON STOCK M51474100 3754 70000 SOLE 70000 ORCKIT COMMUNICATIONS LTD COMMON STOCK M7531S107 8136 230000 SOLE 230000 ASM LITHOGRAPHY HOLDING COMMON STOCK N07059111 3554 53000 SOLE 53000 CORE LAB. N.V. COMMON STOCK N22717107 3763 200000 SOLE 200000 ICTS INTERNATIONAL NV COMMON STOCK N43837108 2101 410000 SOLE 410000 PANAMERICAN BEVERAGES COMMON STOCK P74823108 663 40000 SOLE 40000 ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 89010 1978000 SOLE 1978000 FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 48412 832000 SOLE 832000
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 1,393 Form 13F Information Table Value Total: $42,696,305 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-----