-----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, CefXUvHxyj0b3wjSGJngOYjBN2oFkXcXmmZhYVVoMwJSblkCJGg3bC9DNA1YRIdC NVMfjORICycNGbXjY0nX/w== 0000728889-99-000044.txt : 19990510 0000728889-99-000044.hdr.sgml : 19990510 ACCESSION NUMBER: 0000728889-99-000044 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990331 FILED AS OF DATE: 19990507 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/A SEC ACT: SEC FILE NUMBER: 028-00203 FILM NUMBER: 99613757 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/A 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: March 31, 1999 Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one.): [ ] is a restatement. [X] 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 May 7, 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 ABR INFORMATION SERVICES COMMON STOCK 00077R108 4344 250000 SOLE 250000 A CONSULTING TEAM INC COMMON STOCK 000881102 700 100000 SOLE 100000 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 20 400 SOLE 400 AFLAC CORP. COMMON STOCK 001055102 107901 1982100 SOLE 1982100 AHL SERVICES INC COMMON STOCK 001296102 4364 212900 SOLE 212900 AES CORP CONVERTIBLE BOND 00130HAN5 7344 7700000 SOLE 7700000 AMR CORPORATION - DEL COMMON STOCK 001765106 91169 1556750 SOLE 1556750 ARM FINANCIAL GROUP- A COMMON STOCK 001944107 5118 342600 SOLE 342600 AMERICAN TELE & TELE COMMON STOCK 001957109 625538 7837606 SOLE 7837606 AT&T CORP - LIB MEDIA -A COMMON STOCK 001957208 16640 316200 SOLE 316200 ATMI INC COMMON STOCK 00207R101 7400 370000 SOLE 370000 ABACUS DIRECT CORP COMMON STOCK 002553105 9799 119500 SOLE 119500 ABBOTT LABORATORIES COMMON STOCK 002824100 215169 4596400 SOLE 4596400 ABERCROMBIE & FITCH CL A COMMON STOCK 002896207 121690 1322712 SOLE 1322712 ACTIVISION INC COMMON STOCK 004930202 1609 130000 SOLE 130000 ACTION PERFORMANCE COMMON STOCK 004933107 6497 215700 SOLE 215700 ACTUATE SOFTWARE CORP COMMON STOCK 00508B102 290 8800 SOLE 8800 ACUSON CORP COMMON STOCK 005113105 3596 240750 SOLE 240750 ACXIOM CORPORATION COMMON STOCK 005125109 6103 230300 SOLE 230300 ADAPTEC INC. COMMON STOCK 00651F108 23960 1050300 SOLE 1050300 ADAPTEC INC CONVERTIBLE BOND 00651FAC2 11603 14000000 SOLE 14000000 ADELPHIA COMM CL A COMMON STOCK 006848105 2016 32000 SOLE 32000 A.F.P. PROVIDA S.A. ADR COMMON STOCK 00709P108 1875 100000 SOLE 100000 ADOBE SYSTEMS INC. COMMON STOCK 00724F101 5017 88400 SOLE 88400 ADVANCE PARADIGM INC COMMON STOCK 007491103 6875 108800 SOLE 108800 ADVO INC. COMMON STOCK 007585102 2358 122100 SOLE 122100 AEROQUIP-VICKERS INC COMMON STOCK 007869100 12236 213500 SOLE 213500 ADVANCED MICRO DEVICES COMMON STOCK 007903107 53452 3448500 SOLE 3448500 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 21503 470000 SOLE 470000 AFFILIATED COMP CONV 144A CONVERTIBLE BOND 008190AC4 6281 5000000 SOLE 5000000 AGRIBRANDS INTL INC COMMON STOCK 00849R105 5702 173460 SOLE 173460 AIR EXPRESS INTL CP COMMON STOCK 009104100 5720 378200 SOLE 378200 AIRBORNE FREIGHT CORP COMMON STOCK 009266107 31293 1005400 SOLE 1005400 AIRTOUCH COMMUNICATIONS COMMON STOCK 00949T100 5846 60500 SOLE 60500 ALASKA AIRGROUP COMMON STOCK 011659109 34200 720000 SOLE 720000 ALBANY INTL CORP - CL A COMMON STOCK 012348108 7972 425178 SOLE 425178 ALBANY MOLECULAR RESEARCH COMMON STOCK 012423109 695 27800 SOLE 27800 ALBERTSON'S INC COMMON STOCK 013104104 75288 1386200 SOLE 1386200 ALCOA INC COMMON STOCK 013817101 1236 30000 SOLE 30000 ALCATEL ALSTHOM ADR COMMON STOCK 013904305 13688 600000 SOLE 600000 ALLAIRE CORP COMMON STOCK 016714107 2033 29900 SOLE 29900 ALLEGHENY ENERGY INC COMMON STOCK 017361106 35784 1213000 SOLE 1213000 ALLIEDSIGNAL INC COMMON STOCK 019512102 147056 2989700 SOLE 2989700 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 5519 382500 SOLE 382500 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 38825 705100 SOLE 705100 ALLSTATE CORPORATION COMMON STOCK 020002101 213338 5756200 SOLE 5756200 ALLTEL CORP COMMON STOCK 020039103 37774 605600 SOLE 605600 ALTERNATIVE LIVING SVCS COMMON STOCK 02145K107 3340 167000 SOLE 167000 ALZA CORP CONV CONVERTIBLE BOND 022615AD0 3473 3000000 SOLE 3000000 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 17366 321600 SOLE 321600 AMCOL INT'L CORP COMMON STOCK 02341W103 3050 305000 SOLE 305000 AMERICA ONLINE INC. COMMON STOCK 02364J104 79658 545600 SOLE 545600 AMERICAN ELEC POWER COMMON STOCK 025537101 99 2500 SOLE 2500 INACTIVE! USE 02553E106 COMMON STOCK 02553D108 8710 121500 SOLE 121500 AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 489636 4167100 SOLE 4167100 AMERICAN GENERAL COMMON STOCK 026351106 143954 2041900 SOLE 2041900 AMER GEN 6.0 NVT CV SR A PREFERRED STOCK 02637G200 6713 75000 SOLE 75000 AMERICAN HOME PRODUCTS COMMON STOCK 026609107 222984 3417380 SOLE 3417380 AMERICAN INTERNATIONAL GP COMMON STOCK 026874107 214472 1778004 SOLE 1778004 AMER MANAGEMENT SYSTEMS COMMON STOCK 027352103 11944 350000 SOLE 350000 AMERICAN MEDICAL SECURITY COMMON STOCK 02744P101 7389 527800 SOLE 527800 AMERICAN STANDARD COS INC COMMON STOCK 029712106 42385 1233000 SOLE 1233000 AMERICAN STORES CO COMMON STOCK 030096101 16995 515000 SOLE 515000 AMERICREDIT CORP COMMON STOCK 03060R101 1071 81600 SOLE 81600 AMERIN CORP COMMON STOCK 03070X106 2078 102300 SOLE 102300 AMERISOURCE HEALTH CORP COMMON STOCK 03071P102 10885 318400 SOLE 318400 AMERITECH CORP COMMON STOCK 030954101 179268 3097500 SOLE 3097500 AMGEN INCORPORATED COMMON STOCK 031162100 283252 3783000 SOLE 3783000 AMP, INC. COMMON STOCK 031897101 43645 812937 SOLE 812937 AMSOUTH BANCORPORATION COMMON STOCK 032165102 46956 1032000 SOLE 1032000 ANADARKO PETROLEM COMMON STOCK 032511107 7120 188600 SOLE 188600 ANALOG DEVICES INC. COMMON STOCK 032654105 6991 235000 SOLE 235000 ANCHOR GAMING COMMON STOCK 033037102 4375 100000 SOLE 100000 ANGLOGOLD LTD- SPON ADR COMMON STOCK 035128206 966 48000 SOLE 48000 ANHEUSER-BUSCH COS INC COMMON STOCK 035229103 172382 2262600 SOLE 2262600 ANNTAYLOR STORES INC. COMMON STOCK 036115103 318 7200 SOLE 7200 ANTENNA TV SA ADR COMMON STOCK 03672N100 356 27375 SOLE 27375 ANTHRACITE CAPITAL INC COMMON STOCK 037023108 7688 1025000 SOLE 1025000 APACHE CORPORATION COMMON STOCK 037411105 26063 1000000 SOLE 1000000 APPLE COMPUTER INC COMMON STOCK 037833100 29889 831700 SOLE 831700 APPLEBEE'S INTERNATIONAL COMMON STOCK 037899101 3722 150000 SOLE 150000 APEX PC SOLUTIONS INC COMMON STOCK 037945102 2245 161100 SOLE 161100 APPLIED MATERIALS INC. COMMON STOCK 038222105 10795 175000 SOLE 175000 APPLIED POWER CL A COMMON STOCK 038225108 5995 220000 SOLE 220000 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 453 10600 SOLE 10600 ARCHSTONE COMM TRUST COMMON STOCK 039581103 2958 147000 SOLE 147000 ARGOSY EDUCATION GRP - A COMMON STOCK 040222101 2588 300000 SOLE 300000 ARMCO INC COMMON STOCK 042170100 6656 1500000 SOLE 1500000 ARMCO 7.25 VT CV PREFERRED STOCK 042170407 8800 200000 SOLE 200000 ARMOR HOLDINGS INC COMMON STOCK 042260109 2738 200000 SOLE 200000 ARMSTRONG WORLD INDS INC COMMON STOCK 042476101 5423 120000 SOLE 120000 ARROW ELECTRONICS INC COMMON STOCK 042735100 10050 670000 SOLE 670000 ARTESYN TECHNOLOGIES INC COMMON STOCK 043127109 1491 120500 SOLE 120500 ARVIN INDUSTRIES COMMON STOCK 043339100 14708 436600 SOLE 436600 ASHANTI GOLDFIELDS GDR COMMON STOCK 043743202 3029 346120 SOLE 346120 ASHLAND INC COMMON STOCK 044204105 12347 301600 SOLE 301600 ASPECT TELECOMM 144A CONVERTIBLE BOND 045237AB0 3391 17500000 SOLE 17500000 ASPEN TECHNOLOGY INC. COMMON STOCK 045327103 4085 287900 SOLE 287900 AT HOME CORP COMMON STOCK 045919107 3938 25000 SOLE 25000 ASSOCIATES *** FIRST CAP COMMON STOCK 046008108 173598 3857750 SOLE 3857750 ASTROPOWER COMMON STOCK 04644A101 1175 100000 SOLE 100000 ATLANTIC RICHFIELD CORP COMMON STOCK 048825103 8103 111000 SOLE 111000 ATMEL CORP COMMON STOCK 049513104 8862 583500 SOLE 583500 ATMEL CORP 144A CONVERTIBLE BOND 049513AB0 4538 15000000 SOLE 15000000 AURORA BIOSCIENCES CORP COMMON STOCK 051920106 941 140000 SOLE 140000 AUTO COM(RII) 6.5 TRACES PREFERRED STOCK 05300A202 2030 140000 SOLE 140000 AUTOMATIC DATA PROC COMMON STOCK 053015103 65017 1571400 SOLE 1571400 AUTOZONE INC. COMMON STOCK 053332102 22647 745550 SOLE 745550 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 2869 90732 SOLE 90732 AVERY-DENNISON CORP COMMON STOCK 053611109 193401 3363500 SOLE 3363500 AVIATION SALES COMPANY COMMON STOCK 053672101 196 4400 SOLE 4400 AVID TECHNOLOGY INC COMMON STOCK 05367P100 1133 65000 SOLE 65000 AVIS RENT A CAR COMMON STOCK 053790101 20885 754300 SOLE 754300 AVNET INCORPORATED COMMON STOCK 053807103 22389 611300 SOLE 611300 AVON PRODUCTS INC COMMON STOCK 054303102 76665 1629000 SOLE 1629000 AVONDALE COMMON STOCK 054350103 8260 280000 SOLE 280000 AWARE INC/MASS COMMON STOCK 05453N100 4235 90100 SOLE 90100 AXENT TECHNOLOGIES INC COMMON STOCK 05459C108 3609 150000 SOLE 150000 BB&T CORPORATION COMMON STOCK 054937107 25078 693000 SOLE 693000 BEC ENERGY COMMON STOCK 05538M101 5513 150000 SOLE 150000 BG PLC - SPON ADR COMMON STOCK 055434104 29 1000 SOLE 1000 BJ SERVICES CO COMMON STOCK 055482103 6328 270000 SOLE 270000 BP AMOCO PLC - ADR COMMON STOCK 055622104 27559 273030 SOLE 273030 BMC SOFTWARE INC. COMMON STOCK 055921100 110543 2982600 SOLE 2982600 BALANCE BAR COMPANY COMMON STOCK 057623100 1472 150000 SOLE 150000 BALDOR ELECTRIC COMMON STOCK 057741100 4232 210300 SOLE 210300 BALDWIN TECHNOLOGY INC A COMMON STOCK 058264102 1584 551000 SOLE 551000 BALL CORP COMMON STOCK 058498106 981 20900 SOLE 20900 BALLY TOTAL FITNESS HLDGS COMMON STOCK 05873K108 7282 305000 SOLE 305000 BANCO BHIF ADR COMMON STOCK 05946H108 753 73500 SOLE 73500 BANCO DE GAL ADR *** COMMON STOCK 059538207 3182 198132 SOLE 198132 BANCO FRANCES ADR COMMON STOCK 059591107 33645 1895505 SOLE 1895505 BANCTEC INC. COMMON STOCK 059784108 2481 201500 SOLE 201500 BANDAG INC COMMON STOCK 059815100 2849 101300 SOLE 101300 BANK OF N Y CO COMMON STOCK 064057102 61166 1702000 SOLE 1702000 BANK ONE CORP COMMON STOCK 06423A103 211313 3837712 SOLE 3837712 BANKAMERICA CORP COMMON STOCK 06605F102 166213 2353465 SOLE 2353465 BANKBOSTON CORPORATION COMMON STOCK 06605R106 181501 4190500 SOLE 4190500 BANKERS TRUST CORPORATION COMMON STOCK 066365107 8825 100000 SOLE 100000 C R BARD, INCORPORATED COMMON STOCK 067383109 43931 871000 SOLE 871000 BARNES & NOBLE INC. COMMON STOCK 067774109 9959 310000 SOLE 310000 BARRICK GOLD CORP COMMON STOCK 067901108 4982 292000 SOLE 292000 BARRETT RESOURCES CORP COMMON STOCK 068480201 5263 210000 SOLE 210000 BASIN EXPLORATION INC. COMMON STOCK 070107107 2622 189000 SOLE 189000 BATTLE MT GLD 6.5 NVT CV PREFERRED STOCK 071593305 1131 33900 SOLE 33900 BAUSCH & LOMB INC COMMON STOCK 071707103 13000 200000 SOLE 200000 BAXTER INTERNATIONAL COMMON STOCK 071813109 29040 440000 SOLE 440000 BAYCORP HOLDINGS LTD COMMON STOCK 072728108 48 16133 SOLE 16133 BEA SYSTEMS INC 144A CONVERTIBLE BOND 073325AA0 5416 7000000 SOLE 7000000 BECTON DICKINSON & COMPAN COMMON STOCK 075887109 62963 1643400 SOLE 1643400 BED BATH & BEYOND INC. COMMON STOCK 075896100 33215 910000 SOLE 910000 BELL ATLANTIC CORPORATION COMMON STOCK 077853109 217306 4204226 SOLE 4204226 BELLSOUTH CORPORATION COMMON STOCK 079860102 234682 5857900 SOLE 5857900 BERGEN BRUNSWIG CL A COMMON STOCK 083739102 2864 143200 SOLE 143200 W.R. BERKLEY COMMON STOCK 084423102 1103 45000 SOLE 45000 BERKSHIRE *** HATHAWAY- A COMMON STOCK 084670108 38984 546 SOLE 546 BERKSHIRE *** HATH- B COMMON STOCK 084670207 15799 6720 SOLE 6720 BEST BUY COMPANY INC. COMMON STOCK 086516101 162417 3123400 SOLE 3123400 BEST SOFTWARE INC COMMON STOCK 086579109 136 10100 SOLE 10100 BEVERLY ENTERPRISES COMMON STOCK 087851309 8754 1708000 SOLE 1708000 BILLING CONCEPTS CORP COMMON STOCK 090063108 2494 210000 SOLE 210000 BINDVIEW DEVELOPMENT CORP COMMON STOCK 090327107 12767 410200 SOLE 410200 BIOCHEM PHARMA INC. COMMON STOCK 09058T108 5631 264200 SOLE 264200 BIOGEN INC. COMMON STOCK 090597105 101064 884100 SOLE 884100 BIOMET INC. COMMON STOCK 090613100 16196 386200 SOLE 386200 BLANCH E W/HOLDINGS INC COMMON STOCK 093210102 2919 55600 SOLE 55600 H & R BLOCK INCORPORATED COMMON STOCK 093671105 49332 1041300 SOLE 1041300 BLUE RHINO CORP COMMON STOCK 095811105 2756 210000 SOLE 210000 BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 182 7700 SOLE 7700 BOEING CO. COMMON STOCK 097023105 189199 5544300 SOLE 5544300 BORDERS GROUP COMMON STOCK 099709107 2095 149000 SOLE 149000 BORG-WARNER AUTOMOTIVE COMMON STOCK 099724106 11351 237400 SOLE 237400 BORG-WARNER SECURITY CORP COMMON STOCK 099733107 4188 250000 SOLE 250000 BOSTON PROPERTIES COMMON STOCK 101121101 18975 600000 SOLE 600000 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 16225 400000 SOLE 400000 BOYDS COLLECTION LTD COMMON STOCK 103354106 4680 260000 SOLE 260000 BRANDYWINE REALTY TRUST COMMON STOCK 105368203 2616 161000 SOLE 161000 BRIGGS & STRATTON CORP COMMON STOCK 109043109 15302 310300 SOLE 310300 BRINKER INTL INC. COMMON STOCK 109641100 20605 798300 SOLE 798300 BRIO TECHNOLOGY INC COMMON STOCK 109704106 2113 100000 SOLE 100000 BRISTOL-MYERS COMMON STOCK 110122108 420268 6534800 SOLE 6534800 BROADVISION INC COMMON STOCK 111412102 341 5700 SOLE 5700 BROOKS AUTOMATION INC COMMON STOCK 11434A100 204 9100 SOLE 9100 BROWN GROUP, INC. COMMON STOCK 115657108 317 24000 SOLE 24000 BROWNING-FERRIS IND. COMMON STOCK 115885105 8947 232000 SOLE 232000 BRUNSWICK CORPORATION COMMON STOCK 117043109 21794 1143300 SOLE 1143300 BRUSH WELLMAN COMMON STOCK 117421107 145 10000 SOLE 10000 THE BUCKLE INC COMMON STOCK 118440106 923 41000 SOLE 41000 BUDGET GROUP INC COMMON STOCK 119003101 30245 2468950 SOLE 2468950 BURLINGTON INDS INC COMMON STOCK 121693105 3843 580000 SOLE 580000 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 27599 839500 SOLE 839500 BUSINESS OBJECTS SA ADR COMMON STOCK 12328X107 36 1200 SOLE 1200 CBT GROUP PLC ADR COMMON STOCK 124853300 801 70000 SOLE 70000 CCB FINANCIAL CORP COMMON STOCK 124875105 2703 50000 SOLE 50000 CBRL GROUP INC. COMMON STOCK 12489V106 8676 482000 SOLE 482000 CBS CORPORATION COMMON STOCK 12490K107 113483 2772200 SOLE 2772200 CDI CORP COMMON STOCK 125071100 3188 132500 SOLE 132500 CEC ENTERTAINMENT INC COMMON STOCK 125137109 6296 175500 SOLE 175500 CHS ELECTRONICS INC COMMON STOCK 12542A206 3846 1206500 SOLE 1206500 CIGNA CORP COMMON STOCK 125509109 98963 1180750 SOLE 1180750 C.I.T. GROUP COMMON STOCK 125577106 2507 82000 SOLE 82000 CKE RESTAURANTS COMMON STOCK 12561E105 14092 713500 SOLE 713500 CMGI INC COMMON STOCK 125750109 3661 20000 SOLE 20000 CSK AUTO CORP COMMON STOCK 125965103 22699 758400 SOLE 758400 CNA SURETY CORP COMMON STOCK 12612L108 1351 109200 SOLE 109200 CNF TRUST I 5.0 NVT CV PREFERRED STOCK 12612V205 7215 130000 SOLE 130000 CNF TRANSPORTATION INC COMMON STOCK 12612W104 9453 250000 SOLE 250000 CSG SYSTEMS INTL INC COMMON STOCK 126349109 1972 50000 SOLE 50000 CTS CORP COMMON STOCK 126501105 4069 82300 SOLE 82300 CUNO INC. COMMON STOCK 126583103 2450 175000 SOLE 175000 CVS CORP COMMON STOCK 126650100 323739 6815564 SOLE 6815564 CABLEVISION SYSTEMS CL A COMMON STOCK 12686C109 2965 40000 SOLE 40000 CABLE DESIGN TECHNOLOGIES COMMON STOCK 126924109 3328 302500 SOLE 302500 CABOT CORP COMMON STOCK 127055101 289 13600 SOLE 13600 CABOT OIL & GAS CORP CL A COMMON STOCK 127097103 8238 570600 SOLE 570600 CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 43682 1696400 SOLE 1696400 CAL DIVE INTL INC COMMON STOCK 127914109 104 5000 SOLE 5000 CALGON CARBON CORP. COMMON STOCK 129603106 1556 300000 SOLE 300000 CALIFORNIA MICROWAVE CONVERTIBLE BOND 130442AA4 6245 9645000 SOLE 9645000 CALLAWAY GOLF CO. COMMON STOCK 131193104 7956 781000 SOLE 781000 CALPINE CORP COMMON STOCK 131347106 10090 276900 SOLE 276900 CAMBREX CORP COMMON STOCK 132011107 5892 266300 SOLE 266300 CAMDEN PROPERTY TRUST COMMON STOCK 133131102 3029 122400 SOLE 122400 CANADIAN PACIFIC LTD NEW COMMON STOCK 135923100 35522 1827500 SOLE 1827500 CAPITAL ONE FINANCIAL CP COMMON STOCK 14040H105 47837 316800 SOLE 316800 CAPSTAR BROADCASTING CORP COMMON STOCK 14067G105 7340 320000 SOLE 320000 CARDINAL HEALTH INC COMMON STOCK 14149Y108 266849 4043163 SOLE 4043163 CAREER EDUCATION CORP COMMON STOCK 141665109 5329 153900 SOLE 153900 CARLISLE COS INC COMMON STOCK 142339100 6765 144700 SOLE 144700 CARNIVAL CORP CL A COMMON STOCK 143658102 125048 2575000 SOLE 2575000 CAROLINA PWR & LIGHT COMMON STOCK 144141108 4159 110000 SOLE 110000 CARPENTER TECHNOLOGY COMMON STOCK 144285103 285 11000 SOLE 11000 CARRAMERICA REALTY GROUP COMMON STOCK 144418100 2714 123000 SOLE 123000 CARRIER ACCESS CORP COMMON STOCK 144460102 441 5700 SOLE 5700 CASELLA WASTE INC A COMMON STOCK 147448104 5004 221800 SOLE 221800 CATAPULT COMMUNICATIONS COMMON STOCK 149016107 2081 150000 SOLE 150000 CATERPILLAR INC COMMON STOCK 149123101 108224 2355900 SOLE 2355900 CELESTIAL SEASONINGS INC COMMON STOCK 151016102 3893 180000 SOLE 180000 CENDANT CORPORATION COMMON STOCK 151313103 4174 265000 SOLE 265000 CENTEX CORP COMMON STOCK 152312104 22652 678700 SOLE 678700 CENTEX CONSTRUCTION INC COMMON STOCK 15231R109 7760 222900 SOLE 222900 CENTOCOR INC. COMMON STOCK 152342101 10963 296700 SOLE 296700 CENTOCOR INC CONVERTIBLE BOND 152342AE1 3900 4000000 SOLE 4000000 CENTRAL & SOUTH WEST CORP COMMON STOCK 152357109 14391 614000 SOLE 614000 CENTRAL GARDEN & PET CO COMMON STOCK 153527106 16622 985000 SOLE 985000 CENTURY TELEPHONE ENTERP COMMON STOCK 156686107 62512 889850 SOLE 889850 CERIDIAN CORP COMMON STOCK 15677T106 38244 1046000 SOLE 1046000 CERNER CORPORATION COMMON STOCK 156782104 3293 205000 SOLE 205000 CHAMPION ENTERPRISES INC COMMON STOCK 158496109 15736 812200 SOLE 812200 CHAMPION INTL CORP COMMON STOCK 158525105 95540 2326700 SOLE 2326700 CHANCELLOR MEDIA CORP- A COMMON STOCK 158915108 30089 638500 SOLE 638500 CHARTWELL RE CORPORATION COMMON STOCK 16139W109 4747 275200 SOLE 275200 CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 220361 2710080 SOLE 2710080 CHASTAIN CAPITAL CORP COMMON STOCK 161697107 1709 318000 SOLE 318000 CHECKPOINT SYSTEMS 144A CONVERTIBLE BOND 162825AB9 3855 5200000 SOLE 5200000 CHELSA GCA REALTY COMMON STOCK 163262108 2704 97000 SOLE 97000 CHESAPEAKE CORP. COMMON STOCK 165159104 5425 200000 SOLE 200000 CHEVRON CORPORATION COMMON STOCK 166751107 761 8600 SOLE 8600 CHICAGO TITLE CORP COMMON STOCK 168228104 7726 212400 SOLE 212400 CHICO'S FAS INC. COMMON STOCK 168615102 2438 113400 SOLE 113400 CHIEFTAIN INTL INC COMMON STOCK 16867C101 11312 923400 SOLE 923400 CHIQUITA 7.5 NVT CV SR B PREFERRED STOCK 170032502 8267 185000 SOLE 185000 CHIRON CORP COMMON STOCK 170040109 2194 100000 SOLE 100000 CHIRON 144A CONVERTIBLE BOND 170040AB5 14494 15000000 SOLE 15000000 CHOICEPOINT INC COMMON STOCK 170388102 5486 110000 SOLE 110000 CHUBB CORPORATION COMMON STOCK 171232101 76178 1300790 SOLE 1300790 CIBER INC. COMMON STOCK 17163B102 6716 350000 SOLE 350000 CIENA CORP COMMON STOCK 171779101 16875 750000 SOLE 750000 CINAR CORP CLASS B COMMON STOCK 171905300 19697 856400 SOLE 856400 CINERGY CORP COMMON STOCK 172474108 3707 134800 SOLE 134800 CIRCUIT CITY STORES- CIR COMMON STOCK 172737108 91682 1196500 SOLE 1196500 CIRRUS LOGIC INC 144A CONVERTIBLE BOND 172755AA8 7535 11000000 SOLE 11000000 CIRRUS LOGIC INC CONVERTIBLE BOND 172755AC4 3425 5000000 SOLE 5000000 CISCO COMMON STOCK 17275R102 529006 4828350 SOLE 4828350 CITADEL COMMUNICATIONS COMMON STOCK 172853202 266 8000 SOLE 8000 CIRCUS CIRCUS COMMON STOCK 172909103 204 11600 SOLE 11600 CITIGROUP INC. COMMON STOCK 172967101 638745 9999899 SOLE 9999899 CITRIX SYSTEMS COMMON STOCK 177376100 35075 920000 SOLE 920000 CLEVELAND-CLIFFS INC COMMON STOCK 185896107 1703 50000 SOLE 50000 CLINICHEM DEVELOPMENT INC COMMON STOCK 186906103 0 1 SOLE 1 CLOROX CO. 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COMMON STOCK 72764T101 24565 963300 SOLE 963300 PLATINUM TECHNOLOGY INTL. CONVERTIBLE BOND 72764TAA9 926 500000 SOLE 500000 PLATINUM TECH INTL. 144A CONVERTIBLE BOND 72764TAB7 1910 2000000 SOLE 2000000 PLATINUM TECH INTL. CONV CONVERTIBLE BOND 72764TAD3 5730 6000000 SOLE 6000000 POLICY MGMT SYSTEMS COMMON STOCK 731108106 3390 110700 SOLE 110700 POLO RALPH LAUREN CORP COMMON STOCK 731572103 5963 300000 SOLE 300000 PORTUGAL TELECOM SA ADR COMMON STOCK 737273102 22 500 SOLE 500 POST PPTYS INC COMMON STOCK 737464107 2808 78000 SOLE 78000 POTASH CORP OF SASKATCHEW COMMON STOCK 73755L107 5323 99500 SOLE 99500 POTOMAC ELECTRIC POWER COMMON STOCK 737679100 11849 511000 SOLE 511000 PRAXAIR INC. COMMON STOCK 74005P104 2200 61000 SOLE 61000 PRECISION CASTPARTS CORP COMMON STOCK 740189105 17738 440700 SOLE 440700 PREMARK INTERNATIONAL INC COMMON STOCK 740459102 38352 1164400 SOLE 1164400 PREMIERE TECHNOLOGIES CONVERTIBLE BOND 74058FAC6 2319 3500000 SOLE 3500000 T. ROWE PRICE ASSOCIATES COMMON STOCK 741477103 10203 296800 SOLE 296800 PRIME RETAIL COMMON STOCK 741570105 5425 620000 SOLE 620000 PRIME HOSPITALITY CORP COMMON STOCK 741917108 11974 1204900 SOLE 1204900 PRIDE INTL INC CONVERTIBLE BOND 741932AB3 2575 10000000 SOLE 10000000 PRIORITY HEALTHCARE CORP COMMON STOCK 74264T102 4525 100000 SOLE 100000 PROBUSINESS SERVICES INC COMMON STOCK 742674104 7560 180000 SOLE 180000 PROCTER AND GAMBLE CO COMMON STOCK 742718109 214062 2185700 SOLE 2185700 PROFESSIONAL DETAILING COMMON STOCK 74312N107 3360 128300 SOLE 128300 PROGRESS SOFTWARE CORP COMMON STOCK 743312100 4266 125000 SOLE 125000 PROGRESSIVE CORP COMMON STOCK 743315103 19947 139000 SOLE 139000 PROSPERITY BANCSHARES COMMON STOCK 743606105 1313 106900 SOLE 106900 PROTECTION ONE ALARM CONVERTIBLE BOND 743659AL8 16357 17565000 SOLE 17565000 PROTECTION ONE INC. COMMON STOCK 743663304 344 55000 SOLE 55000 PROTEIN DESIGN LABS INC. COMMON STOCK 74369L103 2033 135000 SOLE 135000 PROVINCE HEALTHCARE COMMON STOCK 743977100 161 8700 SOLE 8700 PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 173888 1580800 SOLE 1580800 PROXIM INC COMMON STOCK 744284100 2536 88200 SOLE 88200 PSINET INC. COMMON STOCK 74437C101 2979 70000 SOLE 70000 PUBLIC SERVICE ENTER COMMON STOCK 744573106 34499 903400 SOLE 903400 PULTE CORP COMMON STOCK 745867101 8308 399200 SOLE 399200 QLOGIC CORP COMMON STOCK 747277101 1980 29500 SOLE 29500 QUADRAMED CORP COMMON STOCK 74730W101 95 12500 SOLE 12500 QUALCOM INC. COMMON STOCK 747525103 332231 2671200 SOLE 2671200 QUANTA SERVICES INC COMMON STOCK 74762E102 2798 110000 SOLE 110000 QUANTUM CORP. COMMON STOCK 747906105 3092 171800 SOLE 171800 QUANTUM CORP WI CONVERTIBLE BOND 747906AC9 3098 3500000 SOLE 3500000 QUESTAR CORP COMMON STOCK 748356102 440 26000 SOLE 26000 QUICKSILVER INC COMMON STOCK 74838C106 4225 100000 SOLE 100000 QUINTILES TRANSNAT REGD COMMON STOCK 748767100 40128 1063000 SOLE 1063000 QUINTILES TRANSNTL CONVERTIBLE BOND 748767AC4 6398 6000000 SOLE 6000000 QUORUM HEALTH GROUP INC. COMMON STOCK 749084109 16219 1621900 SOLE 1621900 QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 87146 1208782 SOLE 1208782 RCN CORPORATION COMMON STOCK 749361101 17778 529500 SOLE 529500 RH DONNELLEY CORP COMMON STOCK 74955W307 6118 396300 SOLE 396300 RJR NABISCO COMMON STOCK 74960K876 58568 2342750 SOLE 2342750 RF MICRO DEVICES INC COMMON STOCK 749941100 632 6600 SOLE 6600 RAINBOW RENTALS INC COMMON STOCK 750857104 1800 180000 SOLE 180000 RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 7910 295000 SOLE 295000 RAYCHEM CORP COMMON STOCK 754603108 914 40500 SOLE 40500 RAYONIER INC. COMMON STOCK 754907103 7616 190100 SOLE 190100 RAYTHEON CO- CL A COMMON STOCK 755111309 748 12945 SOLE 12945 RECYCLING INDUSTRIES INC COMMON STOCK 756285102 109 500000 SOLE 500000 REGIONS FINANCIAL CORP COMMON STOCK 758940100 9349 270000 SOLE 270000 RELIANCE GROUP HOLDINGS COMMON STOCK 759464100 16498 2181500 SOLE 2181500 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 3509 121800 SOLE 121800 RELIANT ENERGY INC. COMMON STOCK 75952J108 24142 926300 SOLE 926300 RENAL CARE GROUP INC COMMON STOCK 759930100 15001 764400 SOLE 764400 RENT-A-CENTER INC. COMMON STOCK 76009N100 9375 326100 SOLE 326100 RENT-WAY INC COMMON STOCK 76009U104 2239 93300 SOLE 93300 RENTAL SERVICE CORP COMMON STOCK 76009V102 7875 450000 SOLE 450000 REPUBLIC INDUSTRIES INC COMMON STOCK 760516104 60809 4913500 SOLE 4913500 REPUBLIC SERVICES INC COMMON STOCK 760759100 20085 1240800 SOLE 1240800 RESTORATION HARDWARE INC COMMON STOCK 760981100 262 11900 SOLE 11900 RESOURCE AMERICA INC COMMON STOCK 761195205 1553 180000 SOLE 180000 RESOURCE BANCSHARES MTG COMMON STOCK 761197102 3863 300000 SOLE 300000 REXALL SUNDOWN INC. COMMON STOCK 761648104 4528 236000 SOLE 236000 REYNOLDS & REYNOLDS CO A COMMON STOCK 761695105 2833 149100 SOLE 149100 REYNOLDS METALS COMPANY COMMON STOCK 761763101 30413 629500 SOLE 629500 RICHFOOD HOLDINGS INC COMMON STOCK 763408101 5714 265000 SOLE 265000 RITE AID CORP COMMON STOCK 767754104 8 300 SOLE 300 ROADWAY EXPRESS INC COMMON STOCK 769742107 1792 105000 SOLE 105000 ROBBINS & MEYERS INC CONVERTIBLE BOND 770196AA1 3150 3500000 SOLE 3500000 ROBERTS PHARMACEUTICAL CP COMMON STOCK 770491108 3523 169800 SOLE 169800 ROCK FINANCIAL CORP COMMON STOCK 772150108 1980 110000 SOLE 110000 ROCKWELL INTL CORP COMMON STOCK 773903109 61428 1447500 SOLE 1447500 ROGUE WAVE SOFTWARE COMMON STOCK 775369101 2400 300000 SOLE 300000 ROHM & HAAS CO COMMON STOCK 775371107 12485 372000 SOLE 372000 ROHN INDUSTRIES INC COMMON STOCK 775381106 80 36000 SOLE 36000 ROLLINS TRUCK LSWY COMMON STOCK 775741101 2681 284100 SOLE 284100 ROSS STORES, INC. COMMON STOCK 778296103 49285 1124900 SOLE 1124900 ROWECOM INC COMMON STOCK 77957X108 4406 101000 SOLE 101000 ROYAL DUTCH PETROL- NY COMMON STOCK 780257804 5408 104000 SOLE 104000 RUSSELL CORP COMMON STOCK 782352108 3192 158600 SOLE 158600 RYANAIR HLDGS PLC - ADR COMMON STOCK 783513104 29 700 SOLE 700 RYAN'S FAMILY STK HOUSES COMMON STOCK 783519101 1255 104000 SOLE 104000 RYERSON TULL INC COMMON STOCK 78375P107 7422 505300 SOLE 505300 RYLAND GROUP INC COMMON STOCK 783764103 3848 152000 SOLE 152000 SBC COMMUNICATIONS INC COMMON STOCK 78387G103 77756 1650000 SOLE 1650000 SCI SYSTEMS INC. COMMON STOCK 783890106 17479 590000 SOLE 590000 SCM MICROSYSTEMS INC COMMON STOCK 784018103 6008 98900 SOLE 98900 SFX ENTERTAINMNT,INC CL A COMMON STOCK 784178105 35053 543000 SOLE 543000 SK TELECOM CO LTD ADR COMMON STOCK 78440P108 31752 2605320 SOLE 2605320 SLI INC COMMON STOCK 78442T108 3087 147000 SOLE 147000 SPX CORPORATION COMMON STOCK 784635104 1513 30000 SOLE 30000 SABRE GROUP HOLDINGS COMMON STOCK 785905100 19434 428300 SOLE 428300 SAFECO CORPORATION COMMON STOCK 786429100 40510 1001800 SOLE 1001800 SAFESKIN COMMON STOCK 786454108 5838 785000 SOLE 785000 SAFEWAY INC. COMMON STOCK 786514208 131057 2554100 SOLE 2554100 ST MARY LAND & EXPLOR COMMON STOCK 792228108 5065 291500 SOLE 291500 ST. PAUL COS. COMMON STOCK 792860108 44264 1425000 SOLE 1425000 SAKS INCORPORATED COMMON STOCK 79377W108 10559 406120 SOLE 406120 SAN ANTONIO TX ELEC & GAS PREFERRED STOCK 796253EV0 20000 20000000 SOLE 20000000 SANCHEZ COMPUTER ASSOC COMMON STOCK 799702105 2906 125000 SOLE 125000 SANMINA CORPORATION COMMON STOCK 800907107 62150 974900 SOLE 974900 SANGSTAT MEDICAL CORP. COMMON STOCK 801003104 3094 250000 SOLE 250000 SAPIENT CORP COMMON STOCK 803062108 1806 25300 SOLE 25300 SARA LEE CORPORATION COMMON STOCK 803111103 22275 900000 SOLE 900000 SAUER INC COMMON STOCK 804137107 1556 150000 SOLE 150000 SAVILLE SYST IRELAND ADR COMMON STOCK 805174109 3063 250000 SOLE 250000 SCANA CORPORATION COMMON STOCK 805898103 10562 487000 SOLE 487000 SCANDINAVIAN BROADCASTING CONVERTIBLE BOND 805906AA2 3390 3000000 SOLE 3000000 HENRY SCHEIN INC. COMMON STOCK 806407102 5956 235862 SOLE 235862 SCHERING-PLOUGH CORPORATI COMMON STOCK 806605101 272298 4922900 SOLE 4922900 SCHLUMBERGER, LTD. COMMON STOCK 806857108 18785 312100 SOLE 312100 SCHOOL SPECIALTY INC COMMON STOCK 807863105 4435 226700 SOLE 226700 SCHULMAN (A.) INC COMMON STOCK 808194104 6500 477100 SOLE 477100 CHARLES SCHWAB CORP. COMMON STOCK 808513105 250204 2602900 SOLE 2602900 SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 81306 2983700 SOLE 2983700 SCIENTIFIC GAMES HLDGS COMMON STOCK 808747109 3550 200000 SOLE 200000 SEAGATE TECHNOLOGY COMMON STOCK 811804103 83630 2828900 SOLE 2828900 SEACOR HOLDINGS INC COMMON STOCK 811904101 16364 304100 SOLE 304100 SEALED AIR SR-A 4.0 VT CV PREFERRED STOCK 81211K209 7425 150000 SOLE 150000 SEARS ROEBUCK COMMON STOCK 812387108 46394 1026700 SOLE 1026700 SECURITY CAPITAL- A COMMON STOCK 81413P105 32337 48627 SOLE 48627 SECURITY DYNAMICS TECH COMMON STOCK 814208104 652 35000 SOLE 35000 SELECT COMFORT CORP COMMON STOCK 81616X103 1673 60000 SOLE 60000 SENSRMTC ELEC 6.5 CV 144A PREFERRED STOCK 817265200 5647 325000 SOLE 325000 SERENA SOFTWARE INC COMMON STOCK 817492101 2100 150000 SOLE 150000 SEROLOGICALS CORPORATION COMMON STOCK 817523103 12022 886400 SOLE 886400 SERVICE CORP INT'L COMMON STOCK 817565104 18710 1313200 SOLE 1313200 SERVICE EXPERTS INC COMMON STOCK 817567100 1523 112800 SOLE 112800 SHARED MEDICAL SYSTEMS COMMON STOCK 819486101 11260 202200 SOLE 202200 SHAW INDUST INC COMMON STOCK 820286102 37838 2045300 SOLE 2045300 SHERIDAN ENERGY INC COMMON STOCK 823764105 1183 394283 SOLE 394283 SHERWIN-WILLIAMS CO COMMON STOCK 824348106 8499 302200 SOLE 302200 SHIRE PHARMACEUTICALS ADR COMMON STOCK 82481R106 41 1800 SOLE 1800 SHOPKO STORES, INC. COMMON STOCK 824911101 6304 211000 SOLE 211000 SHURGARD STORAGE COMMON STOCK 82567D104 1111 44000 SOLE 44000 SILVER DINER INC COMMON STOCK 827655101 75 80000 SOLE 80000 SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1029 37500 SOLE 37500 SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 6389 438700 SOLE 438700 SKYTEL COMM 4.5 NVT CV PREFERRED STOCK 83087Q302 4898 171100 SOLE 171100 SMARTALK TEL 144A CONVERTIBLE BOND 83169AAA8 500 2000000 SOLE 2000000 SMITH-GARDNER & ASSOC COMMON STOCK 832059109 1158 82000 SOLE 82000 SMITHKLINE BEECHAM ADR COMMON STOCK 832378301 4576 64000 SOLE 64000 SMURFIT-STONE CONTAINER COMMON STOCK 832727101 5159 267142 SOLE 267142 SNAP-ON TOOLS CORP. COMMON STOCK 833034101 19894 686000 SOLE 686000 QUIMICA Y MINERA ADR COMMON STOCK 833635105 960 30000 SOLE 30000 SODAK GAMING INC COMMON STOCK 833777105 3284 370000 SOLE 370000 SOFTWARE AG SYSTEMS COMMON STOCK 834025108 4631 553000 SOLE 553000 BEYOND.COM 144A CONVERTIBLE BOND 83403EAA6 3741 2425000 SOLE 2425000 SOFTWORKS INC COMMON STOCK 83404P102 4275 300000 SOLE 300000 SOLECTRON CORPORATION COMMON STOCK 834182107 18663 384300 SOLE 384300 SOLUTIA INC COMMON STOCK 834376105 28855 1660700 SOLE 1660700 SONIC AUTOMOTIVE INC COMMON STOCK 83545G102 239 15400 SOLE 15400 SONOCO *** PROD CO COMMON STOCK 835495102 23138 1006000 SOLE 1006000 SOUTHDOWN INC COMMON STOCK 841297104 27799 517800 SOLE 517800 SOUTHERN CO COMMON STOCK 842587107 11808 506500 SOLE 506500 SOVEREIGN BANCORP INC COMMON STOCK 845905108 5920 483216 SOLE 483216 SPACEHAB INC CONVERTIBLE BOND 846243AC7 748 1000000 SOLE 1000000 SPECTRIAN COMMON STOCK 847608106 1175 100000 SOLE 100000 SPEEDWAY MOTORSPORTS INC COMMON STOCK 847788106 4125 100000 SOLE 100000 SPRINGS INDUSTRIES COMMON STOCK 851783100 1461 54000 SOLE 54000 SPRINT CORP (FON GROUP) COMMON STOCK 852061100 313765 3197600 SOLE 3197600 SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 4431 100000 SOLE 100000 SS&C TECHNOLOGIES INC COMMON STOCK 85227Q100 137 11100 SOLE 11100 STANDARD COMMERCIAL CONVERTIBLE BOND 853258AA9 3537 6098000 SOLE 6098000 STANDARD PRODUCTS CO COMMON STOCK 853836104 1666 102500 SOLE 102500 STARBUCKS CORP COMMON STOCK 855244109 41583 1481800 SOLE 1481800 STATION CASINOS INC COMMON STOCK 857689103 574 45000 SOLE 45000 STEINWAY MUSICAL INST COMMON STOCK 858495104 2995 135000 SOLE 135000 STERICYCLE INC COMMON STOCK 858912108 3498 260300 SOLE 260300 STERIS CORP COMMON STOCK 859152100 2870 107800 SOLE 107800 STERLING SOFTWARE INC. 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COMMON STOCK 88162F105 3226 477900 SOLE 477900 TETRA TECH INC COMMON STOCK 88162G103 11810 560722 SOLE 560722 TEXACO INC COMMON STOCK 881694103 6753 119000 SOLE 119000 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 60 600 SOLE 600 TEXAS UTILITIES COMPANY COMMON STOCK 882848104 41796 1002600 SOLE 1002600 TEXTRON INC COMMON STOCK 883203101 184447 2383800 SOLE 2383800 THERMO ELECTRON CORP 144A CONVERTIBLE BOND 883556AF9 9384 10500000 SOLE 10500000 THERMO INSTRUMENT CONV CONVERTIBLE BOND 883559AE6 3250 4000000 SOLE 4000000 THERMO ECOTEK 144A CONVERTIBLE BOND 88355RAB2 4044 5000000 SOLE 5000000 THERMO FIBERTEK 144A CONVERTIBLE BOND 88355WAA3 4131 5000000 SOLE 5000000 THERMO OPTEK 144A CONVERTIBLE BOND 883582AA6 9297 9535000 SOLE 9535000 THERMOQUEST 144A CONVERTIBLE BOND 883655AA0 9567 9775000 SOLE 9775000 3COM CORPORATION COMMON STOCK 885535104 1632 70000 SOLE 70000 TIDEWATER INCORPORATED COMMON STOCK 886423102 38944 1505100 SOLE 1505100 TIER TECHNOLOGIES INC COMMON STOCK 88650Q100 2750 316500 SOLE 316500 TIFFANY & CO COMMON STOCK 886547108 23187 310200 SOLE 310200 TIME WARNER, INCORP. 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COMMON STOCK 902911106 10450 400000 SOLE 400000 US LIQUIDS COMMON STOCK 902974104 2273 105700 SOLE 105700 USA NETWORKS INC COMMON STOCK 902984103 21624 603800 SOLE 603800 UNUM CORPORATION COMMON STOCK 903192102 2235 47000 SOLE 47000 USG CORP COMMON STOCK 903293405 58264 1134100 SOLE 1134100 US FOODSERVICE INC COMMON STOCK 90331R101 65746 1413900 SOLE 1413900 USX-US STEEL GROUP INC COMMON STOCK 90337T101 830 35300 SOLE 35300 ULTRAMAR DIAMOND SHA COMMON STOCK 904000106 8866 410000 SOLE 410000 UNIBANCO GDR COMMON STOCK 90458E107 17571 912800 SOLE 912800 UNICAPITAL CORP COMMON STOCK 90459D108 1434 225000 SOLE 225000 UNIFI INC COMMON STOCK 904677101 9633 755500 SOLE 755500 UNILEVER NV- NY SHRS COMMON STOCK 904784501 997 15000 SOLE 15000 UNICOM CORP. COMMON STOCK 904911104 25996 711000 SOLE 711000 UNIGRAPHICS SOLUTIONS INC COMMON STOCK 904928108 3814 215000 SOLE 215000 UNION CAMP CORPORATION COMMON STOCK 905530101 34536 514500 SOLE 514500 UNION PACIFIC COMMON STOCK 907818108 32143 601500 SOLE 601500 UNION PACIFIC RESOUR COMMON STOCK 907834105 11975 1008400 SOLE 1008400 UNION PLANTERS CORP COMMON STOCK 908068109 17517 398690 SOLE 398690 UNIONBANCAL CORP COMMON STOCK 908906100 12831 376700 SOLE 376700 UNIPHASE CORP COMMON STOCK 909149106 132739 1153000 SOLE 1153000 UNISOURCE WORLDWIDE INC COMMON STOCK 909208100 169 23700 SOLE 23700 UNISYS CORPORATION COMMON STOCK 909214108 58073 2097432 SOLE 2097432 UNISYS SR A 3.75 NVT CV PREFERRED STOCK 909214207 1441 27782 SOLE 27782 UNITED HEALTH CARE CP COMMON STOCK 910581107 9173 174300 SOLE 174300 UNITED NATURAL FOODS INC COMMON STOCK 911163103 8064 345000 SOLE 345000 UNITED RENTALS INC COMMON STOCK 911363109 28254 991330 SOLE 991330 UNITED ROAD SERVICES INC COMMON STOCK 911384105 1724 332500 SOLE 332500 US CELLULAR CORP 0% LYON CONVERTIBLE BOND 911684AA6 13838 30000000 SOLE 30000000 U.S. FILTER CORP CONVERTIBLE BOND 911843AF7 7880 8000000 SOLE 8000000 US AIRWAYS GROUP INC COMMON STOCK 911905107 24992 512000 SOLE 512000 US WEST INC COMMON STOCK 91273H101 115934 2105500 SOLE 2105500 UNITED TECHNOLOGIES CORP. COMMON STOCK 913017109 197861 1460900 SOLE 1460900 UNITED WISCONSIN SVCS COMMON STOCK 913238101 822 112400 SOLE 112400 UNITRODE CORP COMMON STOCK 913283107 44123 3110000 SOLE 3110000 UNIVERSAL CORP COMMON STOCK 913456109 2556 100000 SOLE 100000 UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 939 21700 SOLE 21700 UNOCAL CORP. COMMON STOCK 915289102 36150 982000 SOLE 982000 USWEB CORP COMMON STOCK 917327108 1526 37000 SOLE 37000 VF CORPORATION COMMON STOCK 918204108 23759 503500 SOLE 503500 VLSI TECHNOLOGY CONVERTIBLE BOND 918270AB5 10050 10100000 SOLE 10100000 VAIL RESORTS INC COMMON STOCK 91879Q109 2945 185500 SOLE 185500 VALHI (HAL) CONVERTIBLE BOND 918905AC4 3510 6000000 SOLE 6000000 VALERO ENERGY CORP COMMON STOCK 91913Y100 24868 999700 SOLE 999700 VANGUARD CELLULAR SYSTEMS COMMON STOCK 922022108 4643 170000 SOLE 170000 VARCO INTERNATIONAL INC. COMMON STOCK 922126107 20802 1869800 SOLE 1869800 INACTIVE! SEE 92220P105 COMMON STOCK 922204102 19375 500000 SOLE 500000 VASTAR RESOURCES INC COMMON STOCK 922380100 88199 1847100 SOLE 1847100 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 11277 504000 SOLE 504000 VERIO INC COMMON STOCK 923433106 1153 25000 SOLE 25000 VERITAS SOFTWARE CORP COMMON STOCK 923436109 48680 602849 SOLE 602849 VERITY INC COMMON STOCK 92343C106 2680 80000 SOLE 80000 VERISIGN INC COMMON STOCK 92343E102 4620 30000 SOLE 30000 VETERINARY CTRS OF AMER CONVERTIBLE BOND 925514AB7 3139 4050000 SOLE 4050000 VIACOM INC. CL B. COMMON STOCK 925524308 80488 958900 SOLE 958900 VIAD CORP COMMON STOCK 92552R109 27454 987100 SOLE 987100 VIGNETTE CORP COMMON STOCK 926734104 1949 25900 SOLE 25900 VIDEOSERVER INC COMMON STOCK 926918103 1163 150000 SOLE 150000 VISIO CORP. COMMON STOCK 927914101 17058 606500 SOLE 606500 VISX INC COMMON STOCK 92844S105 17318 161000 SOLE 161000 VITAL SIGNS INC COMMON STOCK 928469105 2552 141800 SOLE 141800 VITESSE SEMICONDUCTOR COMMON STOCK 928497106 112418 2220600 SOLE 2220600 VOLT INFO SCIENCES INC COMMON STOCK 928703107 3230 196500 SOLE 196500 VULCAN MATERIALS CO COMMON STOCK 929160109 12580 304500 SOLE 304500 WMX TECHNOLOGIES CONVERTIBLE BOND 92929QAF4 13812 14350000 SOLE 14350000 WPP CROUP PLC SPONS ADR COMMON STOCK 929309300 48959 566000 SOLE 566000 WACHOVIA CORP. COMMON STOCK 929771103 46732 575600 SOLE 575600 WAL-MART STORES INC. COMMON STOCK 931142103 709899 7700600 SOLE 7700600 WALDEN SR B 9.16 NVT CV PREFERRED STOCK 931210306 7050 327900 SOLE 327900 WALGREEN COMPANY COMMON STOCK 931422109 74275 2629200 SOLE 2629200 WALLACE COMPUTER COMMON STOCK 932270101 6778 342100 SOLE 342100 WALTER INDUSTRIES INC COMMON STOCK 93317Q105 1345 119583 SOLE 119583 WANG LABORATORIES INC COMMON STOCK 93369N109 9765 497600 SOLE 497600 WARNACO GROUP INC. COMMON STOCK 934390105 24194 980000 SOLE 980000 WARNER-LAMBERT COMMON STOCK 934488107 127689 1929200 SOLE 1929200 WASHINGTON FEDERAL INC COMMON STOCK 938824109 6974 332090 SOLE 332090 WASHINGTON MUTUAL SAV BNK COMMON STOCK 939322103 44245 1082500 SOLE 1082500 WASTE CONECTIONS INC COMMON STOCK 941053100 4610 193100 SOLE 193100 WASTE MANAGEMENT INC COMMON STOCK 94106L109 10424 234750 SOLE 234750 WATERS CORP COMMON STOCK 941848103 124037 1180600 SOLE 1180600 WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 35 800 SOLE 800 WASAU-MOSINEE PAPER CORP COMMON STOCK 943315101 2814 201000 SOLE 201000 WEATHERFORD INTL COMMON STOCK 947074100 1215 46500 SOLE 46500 DELL WEBB CORPORATION COMMON STOCK 947423109 2581 119000 SOLE 119000 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 4380 151700 SOLE 151700 WEBTRENDS CORP COMMON STOCK 94844D104 3146 64700 SOLE 64700 WELLPOINT HEALTH NEW COMMON STOCK 94973H108 21576 284600 SOLE 284600 WELLS FARGO COMPANY COMMON STOCK 949746101 313643 8945260 SOLE 8945260 WERNER ENTERPRISES INC COMMON STOCK 950755108 1418 90000 SOLE 90000 WEST TELESERVICES CORP COMMON STOCK 956188106 4614 542800 SOLE 542800 WESTERN DIGITAL CORP CONVERTIBLE BOND 958102AH8 2088 10000000 SOLE 10000000 WESTERN GAS RESOURCES INC COMMON STOCK 958259103 1950 260000 SOLE 260000 WESTERN RESOURCES INC COMMON STOCK 959425109 360 13500 SOLE 13500 WESTPOINT STEVENS INC COMMON STOCK 961238102 659 23800 SOLE 23800 WESTVACO CORPORATION COMMON STOCK 961548104 8085 385000 SOLE 385000 WHITMAN CORP COMMON STOCK 96647K102 2664 155000 SOLE 155000 WHITTMAN-HART INC COMMON STOCK 966834103 299 13900 SOLE 13900 WHOLE FOODS MARKET INC. COMMON STOCK 966837106 162 4700 SOLE 4700 WHOLE FOODS MKT INC CONVERTIBLE BOND 966837AC0 5119 15000000 SOLE 15000000 WILLIAMS COS COMMON STOCK 969457100 29625 750000 SOLE 750000 WILLIAMS-SONOMA INC COMMON STOCK 969904101 2678 94800 SOLE 94800 WILMAR INDUSTRIES INC COMMON STOCK 971426101 3666 247500 SOLE 247500 WILSHIRE REAL ESTATE INV COMMON STOCK 971892104 1247 350000 SOLE 350000 WINSTAR COMMUNICATIONS COMMON STOCK 975515107 363 10000 SOLE 10000 WORLD ACCESS INC CONVERTIBLE BOND 98141AAC5 1098 2000000 SOLE 2000000 WORLD COLOR PRESS CNV CONVERTIBLE BOND 981443AA2 3610 4000000 SOLE 4000000 WORTHINGTON FOODS INC COMMON STOCK 981809106 3014 265000 SOLE 265000 WORTHINGTON INDUSTRIES COMMON STOCK 981811102 1528 130000 SOLE 130000 WYMAN-GORDON CO COMMON STOCK 983085101 3376 365000 SOLE 365000 XIRCOM INC COMMON STOCK 983922105 5055 201200 SOLE 201200 XEROX CORP. COMMON STOCK 984121103 35895 672500 SOLE 672500 XOMED SURGICAL PRODUCTS COMMON STOCK 98412V107 192 4900 SOLE 4900 XTRA CORP COMMON STOCK 984138107 7754 202400 SOLE 202400 YPF SOCIEDAD ANONIMA ADR COMMON STOCK 984245100 3945 125000 SOLE 125000 YAHOO! INC COMMON STOCK 984332106 4092 24300 SOLE 24300 YELLOW CORP COMMON STOCK 985509108 3475 200000 SOLE 200000 YOUNG & RUBICAM INC COMMON STOCK 987425105 43260 1061600 SOLE 1061600 ZALE CORP COMMON STOCK 988858106 17196 503000 SOLE 503000 LERNOUT & HAUSPIE SPEECH COMMON STOCK B5628B104 49272 1642400 SOLE 1642400 ACE LTD COMMON STOCK G0070K103 152232 4881200 SOLE 4881200 ANNUITY AND LIFE RE HLDNG COMMON STOCK G03910109 19201 839400 SOLE 839400 GLOBAL CROSSING LTD COMMON STOCK G3921A100 59774 1292400 SOLE 1292400 IPC HOLDINGS LTD COMMON STOCK G4933P101 7244 364500 SOLE 364500 LORAL SPACE&COMM 6.00 CV PREFERRED STOCK G56462149 3343 70000 SOLE 70000 RENAISSANCERE HOLDINGS COMMON STOCK G7496G103 9377 268400 SOLE 268400 RSL COMMUNICATIONS LTD A COMMON STOCK G7702U102 8373 233000 SOLE 233000 SANTA FE INTL CORP COMMON STOCK G7805C108 43141 2308600 SOLE 2308600 SCOTTISH ANNUITY & LIFE COMMON STOCK G7885T104 5338 547500 SOLE 547500 TOMMY HILFIGER CORP COMMON STOCK G8915Z102 37881 550000 SOLE 550000 XL CAPITAL LIMITED COMMON STOCK G98255105 159766 2629891 SOLE 2629891 MILLICOM INTL CELLULAR SA COMMON STOCK L6388F102 1170 45000 SOLE 45000 STOLT COMEX SEAWAY COMMON STOCK L8873E103 9530 990100 SOLE 990100 STOLT-NEILSEN SA COMMON STOCK L88742108 2671 247000 SOLE 247000 ASM LITHOGRAPHY HOLDING COMMON STOCK N07059111 4838 107500 SOLE 107500 CORE LAB. N.V.*T* COMMON STOCK N22717107 3685 209800 SOLE 209800 ICTS INTERNATIONAL NV COMMON STOCK N43837108 743 165000 SOLE 165000 BANCO LATINOAMERICANO COMMON STOCK P16994132 3983 153200 SOLE 153200 PANAMERICAN BEVERAGES COMMON STOCK P74823108 703 40000 SOLE 40000 ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 41301 1059000 SOLE 1059000 FLEXTRONICS INTERNATIONAL COMMON STOCK Y2573F102 6120 120000 SOLE 120000
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: None Form 13F Information Table Entry Total: 1309 Form 13F Information Table Value Total: $40,488,287 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional to which this report is filed, other than the manager filing this investment managers with respect report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE -----END PRIVACY-ENHANCED MESSAGE-----