UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Pilgrim Investments, Inc.
Address: 40 North Central Ave, 12th Floor, Phoenix, AZ 85004-4424
Form 13F File Number: 28-4547
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: Robyn L. Ichilov
Title: Vice President
Phone: (602) 417-8143
Signature, Place, and Date of Signing:
/s/ Robyn L. Ichilov Phoenix, AZ August 7, 2000
-------------------- ------------- --------------
[Signature] [City, State] [Date]
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).)
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 818
Form 13F Information Table Value Total: $6,485,211,417.93
(thousands)
List of Other Included Managers: NONE
<PAGE>
<TABLE>
<CAPTION>
IN-
VEST-
MENT
DIS- OTHER
TITLE OF CUSIP MARKET SHARES OR SH PUT/ CRE- MANA- VOTING AUTHORITY
NAME OF ISSUER CLASS NUMBER VALUE PRN AMT PRN CALL TION GERS SOLE SHARED NONE
-------------- ----- ------ ----- ------- --- ---- ---- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Adc Telecommunications Inc Common 000886101 7,570,809.12 90,263 SH SOLE PII 90,263
Aflac Inc Common 001055102 11,491,265.62 250,150 SH SOLE PII 250,150
Aes Corp Common 00130H105 6,086,375.00 133,400 SH SOLE PII 133,400
At + T Corp Common 001957109 6,533,946.37 206,607 SH SOLE PII 206,607
At+T Corp Com Lib
Grp A 001957208 31,457,197.00 1,297,204 SH SOLE PII 1,297,204
Atmi Inc Common 00207R101 11,680,800.00 251,200 SH SOLE PII 251,200
Avx Corp New Common 002444107 13,276,225.00 578,800 SH SOLE PII 578,800
Axa Finl Inc Common 002451102 1,322,600.00 38,900 SH SOLE PII 38,900
Abbott Labs Common 002824100 8,662,950.00 194,400 SH SOLE PII 194,400
Abgenix Inc Common 00339B107 11,338,696.87 94,600 SH SOLE PII 94,600
Abitibi-consoldated Inc. Common 003924107 1,971,562.50 210,300 SH SOLE PII 210,300
Aclara Biosciences Inc Common 00461P106 7,610,062.50 149,400 SH SOLE PII 149,400
Administradora De Fondas De Pe Sponsored
ADR 00709P108 232,987.50 10,900 SH SOLE PII 10,900
Adobe Sys Inc Common 00724F101 51,857,000.00 398,900 SH SOLE PII 398,900
Adtran Inc Common 00738A106 11,154,712.50 186,300 SH SOLE PII 186,300
Advanced Fibre Communications Common 00754A105 22,239,375.00 490,800 SH SOLE PII 490,800
Advanced Micro Devices Inc Common 007903107 378,525.00 4,900 SH SOLE PII 4,900
Advanced Energy Inds Inc Common 007973100 9,005,650.00 152,800 SH SOLE PII 152,800
Aether Systems Inc Common 00808V105 35,854,500.00 174,900 SH SOLE PII 174,900
Aetna Inc Common 008117103 28,640,462.50 446,200 SH SOLE PII 446,200
Affiliated Computer Svcs Inc CL A 008190100 1,163,800.00 35,200 SH SOLE PII 35,200
Affymetrix Inc SUB NT CV
144A07 00826TAC2 6,161,531.25 8,015,000 SH SOLE PII 8,015,000
Agilent Technologies Inc Common 00846U101 8,783,920.00 119,104 SH SOLE PII 119,104
Air Prods + Chems Inc Common 009158106 474,512.50 15,400 SH SOLE PII 15,400
Airnet Comm Corp Common 00941P106 201,162.50 7,700 SH SOLE PII 7,700
Alabama Natl Bancorporation De Common 010317105 3,570,212.50 180,200 SH SOLE PII 180,200
Albany Molecular Resh Inc Common 012423109 7,621,250.00 140,000 SH SOLE PII 140,000
Alcan Alum Ltd Common 013716105 319,300.00 10,300 SH SOLE PII 10,300
Alcoa Inc Common 013817101 4,945,697.99 168,972 SH SOLE PII 168,972
Alkermes Inc Common 01642T108 13,336,375.00 283,000 SH SOLE PII 283,000
Allegiance Telecom Inc Common 01747T102 803,200.00 12,550 SH SOLE PII 12,550
Alliance Cap Mgmt Hldg Lp UNIT LTD
PARTN 01855A101 13,020,645.00 274,480 SH SOLE PII 274,480
Allstate Corp Common 020002101 1,021,275.00 45,900 SH SOLE PII 45,900
Alltel Corp Common 020039103 4,552,406.25 73,500 SH SOLE PII 73,500
Alpha Inds Inc Common 020753109 23,168,062.50 525,800 SH SOLE PII 525,800
Alpharma Inc CL A 020813101 7,501,125.00 120,500 SH SOLE PII 120,500
Alpharma Inc SR SB NT
CV 3%06 020813AD3 10,181,560.00 5,296,000 SH SOLE PII 5,296,000
Altera Corp Common 021441100 10,699,971.62 104,966 SH SOLE PII 104,966
Alteon Websystems Inc Common 02145A109 8,086,550.93 80,815 SH SOLE PII 80,815
Alza Corp Common 022615108 7,603,475.00 128,600 SH SOLE PII 128,600
Alza Corp SUB LYON
ZRO 14 022615AC2 3,256,990.00 4,084,000 SH SOLE PII 4,084,000
Ambac Finl Group Inc Common 023139108 230,212.50 4,200 SH SOLE PII 4,200
Amerada Hess Corp Common 023551104 463,125.00 7,500 SH SOLE PII 7,500
America Online Inc Del Common 02364J104 4,235,825.00 80,300 SH SOLE PII 80,300
America Online Inc Del SUB NT CV
ZRO 19 02364JAC8 10,925,330.00 21,688,000 SH SOLE PII 21,688,000
American Cap Strategies Ltd Common 024937104 503,762.50 21,100 SH SOLE PII 21,100
American Express Co Common 025816109 918,442.50 17,620 SH SOLE PII 17,620
American Gen Corp Common 026351106 3,971,100.00 65,100 SH SOLE PII 65,100
American Home Products Corp Common 026609107 2,179,625.00 37,100 SH SOLE PII 37,100
American Intl Group Inc Common 026874107 11,531,920.00 98,144 SH SOLE PII 98,144
American Power Conversion Common 029066107 722,381.25 17,700 SH SOLE PII 17,700
American Tower Corp CL A 029912201 2,155,243.75 51,700 SH SOLE PII 51,700
American Tower Corp NT CV ACRD
5%10 029912AF9 7,148,955.00 7,026,000 SH SOLE PII 7,026,000
Amgen Inc Common 031162100 27,456,791.00 390,844 SH SOLE PII 390,844
Amphenol Corp New CL A 032095101 10,450,741.50 157,896 SH SOLE PII 157,896
Anadarko Pete Corp Common 032511107 6,632,531.25 134,500 SH SOLE PII 134,500
Analog Devices Inc Common 032654105 19,998,260.00 263,135 SH SOLE PII 263,135
Andrew Corp Common 034425108 20,147,568.75 600,300 SH SOLE PII 600,300
Anesta Corp Common 034603100 3,733,737.50 150,100 SH SOLE PII 150,100
Anheuser Busch Cos Inc Common 035229103 8,234,296.87 110,250 SH SOLE PII 110,250
Anntaylor Stores Corp Common 036115103 6,687,937.50 201,900 SH SOLE PII 201,900
Aon Corp Common 037389103 406,918.75 13,100 SH SOLE PII 13,100
Apache Corp Common 037411105 33,066,857.62 562,242 SH SOLE PII 562,242
Apple Computer Common 037833100 555,175.00 10,600 SH SOLE PII 10,600
Applied Materials Inc Common 038222105 41,993,812.50 463,380 SH SOLE PII 463,380
Applied Power Inc-cl A CL A 038225108 636,500.00 19,000 SH SOLE PII 19,000
Applied Micro Circuits Corp Common 03822W109 40,497,375.00 410,100 SH SOLE PII 410,100
Appnet Inc Common 03831Q101 2,905,200.00 80,700 SH SOLE PII 80,700
Arm Holdings Plc Spon-adr Sponsored
ADR 042068106 6,486,237.50 197,300 SH SOLE PII 197,300
Art Technology Group Inc Common 04289L107 5,672,687.50 56,200 SH SOLE PII 56,200
Arthrocare Corp Common 043136100 10,915,131.75 204,979 SH SOLE PII 204,979
Aspect Communications Inc Common 04523Q102 18,755,993.75 477,100 SH SOLE PII 477,100
Associates First Cap Corp CL A 046008108 533,268.75 23,900 SH SOLE PII 23,900
Astoria Finl Corp Common 046265104 6,089,875.00 236,500 SH SOLE PII 236,500
Asyst Technologies Inc Common 04648X107 7,151,400.00 208,800 SH SOLE PII 208,800
Atmel Corp Common 049513104 5,645,562.50 153,100 SH SOLE PII 153,100
Atmel Corp SBDBCV
ZRO144A18 049513AB0 5,403,787.50 4,969,000 SH SOLE PII 4,969,000
Atmel Corp SB DB CV
ZRO 18 049513AC8 665,550.00 612,000 SH SOLE PII 612,000
Atwood Oceanics Inc Common 050095108 9,456,312.50 213,100 SH SOLE PII 213,100
Aurora Bioscience Corp Common 051920106 15,901,325.00 233,200 SH SOLE PII 233,200
Automatic Data Processing Common 053015103 9,169,900.00 171,200 SH SOLE PII 171,200
Automatic Data Processing LYON SUB
ZRO 12 053015AC7 6,020,997.50 4,274,000 SH SOLE PII 4,274,000
Avanex Corp Common 05348W109 9,412,957.50 98,565 SH SOLE PII 98,565
Avery-dennison Corp Common 053611109 6,611,812.50 98,500 SH SOLE PII 98,500
Avon Prods Inc Common 054303102 7,449,300.00 167,400 SH SOLE PII 167,400
Bj Svcs Co Common 055482103 58,611,625.00 937,786 SH SOLE PII 937,786
Bj's Wholesale Club Inc Common 05548J106 561,000.00 17,000 SH SOLE PII 17,000
Bsb Bancorp Inc Common 055652101 7,131,717.18 355,475 SH SOLE PII 355,475
Bmc Software Inc Common 055921100 2,119,742.18 58,100 SH SOLE PII 58,100
Baker Hughes Inc Common 057224107 14,855,648.00 464,239 SH SOLE PII 464,239
Ballard Power Systems Inc. Common 05858H104 2,389,012.50 26,600 SH SOLE PII 26,600
Banco Ganadero S A SP ADR
PREF C 059594507 136,631.25 34,700 SH SOLE PII 34,700
Banco Santiago SP ADR
REP COM 05965L105 239,525.00 13,400 SH SOLE PII 13,400
Bank Amer Corp Common 060505104 2,485,400.00 57,800 SH SOLE PII 57,800
Bank Of The Ozarks Inc Common 063904106 2,706,787.50 165,300 SH SOLE PII 165,300
Bank New York Inc Common 064057102 12,165,316.60 270,500 SH SOLE PII 270,500
Bank One Corp Common 06423A103 993,437.50 37,400 SH SOLE PII 37,400
Banknorth Group Inc New Common 06646R107 17,683,946.87 1,154,870 SH SOLE PII 1,154,870
Bausch & Lomb Inc Common 071707103 696,375.00 9,000 SH SOLE PII 9,000
Baxter Intl Inc Common 071813109 15,559,453.12 221,290 SH SOLE PII 221,290
Bay Bancshares Inc Common 07203N109 1,495,750.00 96,500 SH SOLE PII 96,500
Bea Sys Inc Common 073325102 533,925.00 10,800 SH SOLE PII 10,800
Bea Sys Inc SB NT
CV144A4%06 073325AC6 6,710,418.75 4,305,000 SH SOLE PII 4,305,000
Bear Stearns Cos Inc Common 073902108 338,203.12 8,125 SH SOLE PII 8,125
Becton Dickinson + Co Common 075887109 324,168.75 11,300 SH SOLE PII 11,300
Beijing Yanhua Petrochemical SPON ADR
H SHS 07725N108 140,965.00 25,630 SH SOLE PII 25,630
Bell Atlantic Corp Common 077853109 5,820,571.87 114,550 SH SOLE PII 114,550
Bellsouth Corp Common 079860102 2,449,958.71 59,400 SH SOLE PII 59,400
Best Buy Co Inc Common 086516101 7,469,825.00 118,100 SH SOLE PII 118,100
Bestfoods Common 08658U101 775,600.00 11,200 SH SOLE PII 11,200
Biogen Inc Common 090597105 7,357,708.50 114,073 SH SOLE PII 114,073
Biovail Corporation Common 09067J109 3,032,431.25 54,700 SH SOLE PII 54,700
H & R Block Common 093671105 453,250.00 14,000 SH SOLE PII 14,000
Blockbuster Inc CL A 093679108 294,500.00 30,400 SH SOLE PII 30,400
Boeing Co Common 097023105 765,168.75 18,300 SH SOLE PII 18,300
Bookham Technology Plc SPON ADR 09856Q108 651,750.00 11,000 SH SOLE PII 11,000
Bowater Inc Common 102183100 1,105,075.38 19,900 SH SOLE PII 19,900
Bristol Myers Squibb Co Common 110122108 3,710,525.00 63,700 SH SOLE PII 63,700
Broadcom Corp CL A 111320107 20,333,820.31 92,875 SH SOLE PII 92,875
Broadvision Inc Common 111412102 32,804,550.00 645,600 SH SOLE PII 645,600
Broadwing Inc Common 111620100 415,000.00 16,000 SH SOLE PII 16,000
Brocade Communications Sys Common 111621108 18,408,253.40 100,326 SH SOLE PII 100,326
Brooks Automation Inc Common 11434A100 2,538,318.75 39,700 SH SOLE PII 39,700
Burlington Northn Santa Fe Common 12189T104 323,418.75 14,100 SH SOLE PII 14,100
Burlington Res Inc Common 122014103 956,250.00 25,000 SH SOLE PII 25,000
Business Objects S A Sponsored
ADR 12328X107 10,738,031.25 121,850 SH SOLE PII 121,850
C+D Technologies Common 124661109 10,333,850.00 182,900 SH SOLE PII 182,900
Ccbt Finl Cos Inc Common 12500Q102 833,093.75 53,000 SH SOLE PII 53,000
Cdw Computer Ctrs Inc Common 125129106 33,831,250.00 541,300 SH SOLE PII 541,300
Cigna Corp Common 125509109 906,950.00 9,700 SH SOLE PII 9,700
Cit Group Inc CL A 125577106 170,625.00 10,500 SH SOLE PII 10,500
Cnbt Bancshares Inc Common 125972109 1,452,525.00 108,600 SH SOLE PII 108,600
Csx Corp Common 126408103 226,706.25 10,700 SH SOLE PII 10,700
Cablevision Sys Corp CL A 12686C109 26,505,187.50 390,500 SH SOLE PII 390,500
Calpine Corp Common 131347106 7,794,662.50 118,550 SH SOLE PII 118,550
Caminus Corp Common 133766105 1,519,000.00 62,000 SH SOLE PII 62,000
Capital One Finl Corp Common 14040H105 1,992,461.62 44,649 SH SOLE PII 44,649
Cardinal Health Inc Common 14149Y108 7,411,100.00 100,150 SH SOLE PII 100,150
Carnival Corp Common 143658102 3,822,975.00 196,050 SH SOLE PII 196,050
Caterpillar Inc Common 149123101 579,262.50 17,100 SH SOLE PII 17,100
Celgene Corp Common 151020104 27,794,887.50 472,100 SH SOLE PII 472,100
Cendant Corp Common 151313103 604,800.00 43,200 SH SOLE PII 43,200
Centurytel Inc Common 156700106 373,750.00 13,000 SH SOLE PII 13,000
Cephalon Inc Common 156708109 17,661,568.25 294,974 SH SOLE PII 294,974
Cephalon Inc PFD CV
EXCH 156708406 8,670,264.00 51,152 SH SOLE PII 51,152
Certicom Common 156915100 3,484,895.91 50,886 SH SOLE PII 50,886
Charter One Finl Inc Common 160903100 42,410,206.00 1,843,922 SH SOLE PII 1,843,922
Chartered Semiconductor Adr ADR 16133R106 3,384,000.00 37,600 SH SOLE PII 37,600
Chase Manhattan Corp New Common 16161A108 6,293,124.34 141,600 SH SOLE PII 141,600
Chevron Corp Common 166751107 11,882,150.50 140,200 SH SOLE PII 140,200
Choice One Communications Inc Common 17038P104 371,393.75 9,100 SH SOLE PII 9,100
Ciena Corp Common 171779101 51,756,468.75 310,500 SH SOLE PII 310,500
Cinergy Corp Common 172474108 5,682,737.50 223,400 SH SOLE PII 223,400
Circuit City Stores Inc Common 172737108 311,962.50 9,400 SH SOLE PII 9,400
Cisco Sys Inc Common 17275R102 60,432,862.19 965,675 SH SOLE PII 965,675
Citigroup Inc Common 172967101 54,134,455.25 908,425 SH SOLE PII 908,425
Clarent Corp Del Common 180461105 9,590,867.00 134,138 SH SOLE PII 134,138
Clear Channel Communications Common 184502102 850,950.00 11,346 SH SOLE PII 11,346
Clearnet Communications Inc CL A NON-VTG 184902104 1,374,398.43 49,500 SH SOLE PII 49,500
Clorox Co Common 189054109 448,125.00 10,000 SH SOLE PII 10,000
Coca Cola Co Common 191216100 6,725,941.50 117,100 SH SOLE PII 117,100
Coca-cola Femsa Sa Adr Sponsored
ADR REP 191241108 2,429,212.50 128,700 SH SOLE PII 128,700
Cognex Corp Common 192422103 13,030,650.00 251,800 SH SOLE PII 251,800
Cognos, Inc. Common 19244C109 8,763,225.00 211,800 SH SOLE PII 211,800
Columbia Bancorp Common 197227101 270,000.00 30,000 SH SOLE PII 30,000
Comcast Corp CL A SPL 200300200 5,855,568.57 158,900 SH SOLE PII 158,900
Comerica Inc Common 200340107 28,033,412.50 624,700 SH SOLE PII 624,700
Commerce Bancshares Inc Common 200525103 4,057,870.25 136,399 SH SOLE PII 136,399
Commercial Fed Corp Common 201647104 15,791,844.56 1,014,737 SH SOLE PII 1,014,737
Commscope Inc SB NT CV
144A4%06 203372AA5 4,195,218.75 3,678,000 SH SOLE PII 3,678,000
Commscope Inc SB NT CV
4%06 203372AB3 655,859.37 575,000 SH SOLE PII 575,000
Community Bk Sys Inc Common 203607106 4,186,781.25 188,700 SH SOLE PII 188,700
Community Health Sys Inc New Common 203668108 12,612,879.12 779,174 SH SOLE PII 779,174
Community First Bankshares Inc Common 203902101 3,145,441.50 192,824 SH SOLE PII 192,824
Companhia Brasileira De
Distribuica ADR 20440T201 1,326,762.50 41,300 SH SOLE PII 41,300
Companhia Cerveja Ria Brahma SPON ADR
PFD 20440X103 21,093,600.00 1,240,800 SH SOLE PII 1,240,800
Companhia Paranaense De Energ SPON ADR
PFD 20441B407 385,258.12 41,370 SH SOLE PII 41,370
Compania Anon Nacl Tele De Vez SPON ADR D 204421101 21,210,328.12 780,150 SH SOLE PII 780,150
Compaq Computer Corp Common 204493100 6,694,818.75 261,900 SH SOLE PII 261,900
Compucredit Corp Common 20478N100 5,109,000.00 170,300 SH SOLE PII 170,300
Computer Assoc Intl Inc Common 204912109 957,206.25 18,700 SH SOLE PII 18,700
Computer Sciences Corp Common 205363104 7,248,421.87 97,050 SH SOLE PII 97,050
Comverse Technology Inc COM PAR
$0.10 205862402 7,428,747.00 79,879 SH SOLE PII 79,879
Comverse Technology Inc SUB NT CV
144A05 205862AF2 7,878,680.00 1,828,000 SH SOLE PII 1,828,000
Comverse Technology Inc SUB DB CV
4.5%05 205862AG0 836,140.00 194,000 SH SOLE PII 194,000
Conexant Sys Inc Common 207142100 3,535,037.50 72,700 SH SOLE PII 72,700
Conexant Systems Inc SB NT CV
144A 07 207142AD2 4,675,042.50 5,946,000 SH SOLE PII 5,946,000
Conexant Sys Inc SB NT CONV
4%07 207142AF7 272,828.75 347,000 SH SOLE PII 347,000
Conoco Inc CL B 208251405 5,636,659.03 239,714 SH SOLE PII 239,714
Consolidated Edison Inc Common 209115104 245,887.50 8,300 SH SOLE PII 8,300
Consolidated Stores Corp Common 210149100 3,877,272.00 323,106 SH SOLE PII 323,106
Convergys Corp Common 212485106 804,062.50 15,500 SH SOLE PII 15,500
Cooper Cameron Corp Common 216640102 9,788,658.00 148,313 SH SOLE PII 148,313
Coors (adolph) CL B 217016104 605,000.00 10,000 SH SOLE PII 10,000
Copene Petroq Do Nordeste Sa SPON ADR
PFD A 217252105 192,701.67 10,300 SH SOLE PII 10,300
Cor Therapeutics Inc Common 217753102 37,382,743.12 438,186 SH SOLE PII 438,186
Corning Inc Common 219350105 43,719,750.00 162,000 SH SOLE PII 162,000
Coventry Helath Care Inc Common 222862104 2,265,781.24 170,000 SH SOLE PII 170,000
Cox Communications Inc New CL A 224044107 829,069.20 36,000 SH SOLE PII 36,000
Credence Systems Corp Common 225302108 15,614,696.06 282,939 SH SOLE PII 282,939
Credence Sys Corp Del NT CV
5.25%02 225302AC2 6,099,262.50 3,967,000 SH SOLE PII 3,967,000
Cross Timbers Oil Co Common 227573102 12,524,962.50 566,100 SH SOLE PII 566,100
Crown Castle Intl Corp Common 228227104 6,267,050.00 171,700 SH SOLE PII 171,700
Cubist Pharmaceuticals Inc Common 229678107 7,658,375.00 155,500 SH SOLE PII 155,500
Curagen Corp Common 23126R101 20,980,050.00 551,200 SH SOLE PII 551,200
Cymer Inc SB NT CV
STEP 4 232572AC1 4,419,357.50 3,898,000 SH SOLE PII 3,898,000
Cypress Semiconductor Corp Common 232806109 10,361,474.50 245,242 SH SOLE PII 245,242
Cypress Semiconductor Corp SUB NT CV
4%05 232806AE9 7,171,136.25 6,229,000 SH SOLE PII 6,229,000
Cytyc Corp Common 232946103 25,225,025.00 472,600 SH SOLE PII 472,600
D.R.Horton Inc Common 23331A109 8,888,523.43 655,375 SH SOLE PII 655,375
Dsp Group Inc Common 23332B106 20,647,200.00 368,700 SH SOLE PII 368,700
Dte Energy Co Common 233331107 287,287.50 9,400 SH SOLE PII 9,400
Dain Rauscher Corp Common 233856103 3,801,600.00 57,600 SH SOLE PII 57,600
Danaher Corp Common 235851102 1,023,767.00 27,300 SH SOLE PII 27,300
Deere + Co Common 244199105 1,002,700.00 27,100 SH SOLE PII 27,100
Dell Computer Corp Common 247025109 34,089,731.25 691,300 SH SOLE PII 691,300
Delphi Automotive Sys Corp Common 247126105 715,018.75 49,100 SH SOLE PII 49,100
Delta Air Lines Inc De Common 247361108 288,206.25 5,700 SH SOLE PII 5,700
Devon Energy Corporation New Common 25179M103 8,304,512.50 147,800 SH SOLE PII 147,800
Diacrin Inc Common 25243N103 2,401,875.00 305,000 SH SOLE PII 305,000
Dial Corp Common 25247D101 300,875.00 29,000 SH SOLE PII 29,000
Diamond Offshore Drilling Inc SB NT CV
3.75%07 25271CAA0 6,564,682.50 6,267,000 SH SOLE PII 6,267,000
Diamond Offshore Drilling Inc DEB ZRO
CV144A20 25271CAB8 1,255,881.25 2,665,000 SH SOLE PII 2,665,000
Diamond Technology Partner Inc CL A 252762109 28,635,200.00 325,400 SH SOLE PII 325,400
Digital Lightwave Inc Common 253855100 56,375,776.50 560,953 SH SOLE PII 560,953
Digital Microwave Corp Common 253859102 324,062.50 8,500 SH SOLE PII 8,500
Digital Insight Corp Common 25385P106 873,800.00 25,700 SH SOLE PII 25,700
Disney Walt Co COM DISNEY 254687106 13,547,503.13 349,050 SH SOLE PII 349,050
Ditech Communications Corp Common 25500M103 14,590,048.12 154,290 SH SOLE PII 154,290
Documentum Inc Common 256159104 4,468,750.00 50,000 SH SOLE PII 50,000
Dollar Tree Stores Inc Common 256747106 5,198,512.50 131,400 SH SOLE PII 131,400
Dominion Res Inc Va New Common 25746U109 377,300.00 8,800 SH SOLE PII 8,800
Donaldson Co Inc Common 257651109 454,250.00 23,000 SH SOLE PII 23,000
Dover Corp. Common 260003108 4,867,500.00 120,000 SH SOLE PII 120,000
Dow Chem Co Common 260543103 938,831.25 31,100 SH SOLE PII 31,100
Dril Quip Inc Common 262037104 10,906,775.00 233,300 SH SOLE PII 233,300
Du Pont E I De Nemours + Co Common 263534109 3,829,831.25 87,539 SH SOLE PII 87,539
Duke Energy Co Common 264399106 13,865,431.25 245,950 SH SOLE PII 245,950
Dun + Bradstreet Corp Del Common 26483B106 883,581.72 29,400 SH SOLE PII 29,400
Dycom Inds Inc Common 267475101 1,611,150.00 35,025 SH SOLE PII 35,025
Dynegy Inc New CL A 26816Q101 9,645,668.17 141,191 SH SOLE PII 141,191
Eci Telecom Ltd ORD 268258100 380,380.00 10,640 SH SOLE PII 10,640
E M C Corp Mass Common 268648102 8,742,627.50 139,096 SH SOLE PII 139,096
Ensco Intl Inc Common 26874Q100 19,093,492.13 533,150 SH SOLE PII 533,150
Eog Resources Inc Common 26875P101 17,543,950.00 523,700 SH SOLE PII 523,700
E Tek Dynamics Inc Common 269240107 1,662,018.75 6,300 SH SOLE PII 6,300
E Trade Group Inc Common 269246104 234,300.00 14,200 SH SOLE PII 14,200
Eastman Kodak Co Common 277461109 1,172,150.00 19,700 SH SOLE PII 19,700
Eaton Corp Common 278058102 241,200.00 3,600 SH SOLE PII 3,600
Echostar Communications Corp N CL A 278762109 2,642,128.12 79,800 SH SOLE PII 79,800
Edison Intl Common 281020107 266,500.00 13,000 SH SOLE PII 13,000
Edwards Lifesciences Corp Common 28176E108 7,682,237.50 407,300 SH SOLE PII 407,300
Efficient Networks Inc SB NT CV
144A 05 282056AA8 3,581,138.75 4,931,000 SH SOLE PII 4,931,000
El Paso Energy Corp Del Common 283905107 19,873,757.57 402,497 SH SOLE PII 402,497
Electro Scientific Inds Inc Common 285229100 5,446,665.62 123,700 SH SOLE PII 123,700
Electronic Data Sys Corp New Common 285661104 1,932,286.50 40,800 SH SOLE PII 40,800
Embratel Participacoes Adr SPON ADR
PFD 29081N100 4,715,550.00 199,600 SH SOLE PII 199,600
Emerson Elec Co Common 291011104 603,750.00 10,000 SH SOLE PII 10,000
Emmis Communications Corp CL A 291525103 6,125,460.28 150,400 SH SOLE PII 150,400
Emmis Communications Corp PFD CV
SER A 291525202 2,042,238.00 35,211 SH SOLE PII 35,211
Emulex Corp COM NEW 292475209 16,145,987.50 245,800 SH SOLE PII 245,800
Enron Corp Common 293561106 38,393,318.48 620,850 SH SOLE PII 620,850
Entergy Corp Common 29364G103 353,437.50 13,000 SH SOLE PII 13,000
Enzon Inc Common 293904108 2,728,500.00 64,200 SH SOLE PII 64,200
Equifax Common 294429105 5,906,250.00 225,000 SH SOLE PII 225,000
Equitable Res Inc Common 294549100 10,033,527.88 207,950 SH SOLE PII 207,950
Equity Residential Pptys Tr SH BEN INT 29476L107 481,530.44 10,600 SH SOLE PII 10,600
Ericsson (lm) Tel-sp Adr ADR CL B
SEK10 294821400 8,250,000.00 412,500 SH SOLE PII 412,500
Exar Corp Common 300645108 15,554,250.00 178,400 SH SOLE PII 178,400
Exchange Applications Inc Common 300867108 4,989,525.00 187,400 SH SOLE PII 187,400
Expeditores Intl Wash Inc Common 302130109 1,985,500.00 41,800 SH SOLE PII 41,800
Extensity Inc Common 302255104 5,908,125.00 172,500 SH SOLE PII 172,500
Extreme Networks Inc Common 30226D106 5,000,700.00 47,400 SH SOLE PII 47,400
Exxon Mobil Corp Common 30231G102 12,076,139.78 162,677 SH SOLE PII 162,677
Fpl Group Inc Common 302571104 346,500.00 7,000 SH SOLE PII 7,000
Factory 2 U Inc Common 303072102 6,458,375.00 170,800 SH SOLE PII 170,800
Fairchild Semiconductor Intl CL A 303726103 4,430,700.00 109,400 SH SOLE PII 109,400
Fastenal Co. Common 311900104 486,000.00 9,600 SH SOLE PII 9,600
Federal Home Ln Mtg Corp Common 313400301 4,680,585.00 115,570 SH SOLE PII 115,570
Federal Natl Mtg Assn Common 313586109 5,628,421.87 107,850 SH SOLE PII 107,850
Federated Dept Stores Inc Del Common 31410H101 394,875.00 11,700 SH SOLE PII 11,700
Fedex Corp Common 31428X106 999,400.00 26,300 SH SOLE PII 26,300
Fifth Third Bancorp Common 316773100 2,530,000.00 40,000 SH SOLE PII 40,000
Financial Instns Inc Common 317585404 2,625,000.00 187,500 SH SOLE PII 187,500
First Data Corp Common 319963104 1,521,965.77 34,600 SH SOLE PII 34,600
First Health Group Corp Common 320960107 4,685,625.00 142,800 SH SOLE PII 142,800
First Mut Bancshares Inc Common 32190E102 1,441,000.00 144,100 SH SOLE PII 144,100
First Un Corp Common 337358105 994,981.25 40,100 SH SOLE PII 40,100
Firstar Corp Wis Common 33763V109 661,362.50 31,400 SH SOLE PII 31,400
Fleetboston Finl Corp Common 339030108 26,896,040.00 791,060 SH SOLE PII 791,060
Focal Communications Corp Common 344155106 858,000.00 24,000 SH SOLE PII 24,000
Fomento Economico SPON ADR
UNITS 344419106 1,210,056.25 28,100 SH SOLE PII 28,100
Ford Mtr Co Del Common 345370100 3,177,700.00 73,900 SH SOLE PII 73,900
Forest Labs Inc Common 345838106 7,567,728.00 74,928 SH SOLE PII 74,928
Forrester Resh Inc Common 346563109 1,438,046.87 19,750 SH SOLE PII 19,750
Fort James Corp Common 347471104 233,562.50 10,100 SH SOLE PII 10,100
Fortune Brands Inc. Common 349631101 484,312.50 21,000 SH SOLE PII 21,000
Forward Air Corp Common 349853101 918,000.00 22,950 SH SOLE PII 22,950
Foundry Networks Inc Common 35063R100 9,569,300.00 86,600 SH SOLE PII 86,600
Fox Entmt Group Inc CL A 35138T107 297,675.00 9,800 SH SOLE PII 9,800
Franklin Res Inc Common 354613101 218,700.00 7,200 SH SOLE PII 7,200
Gte Corp Common 362320103 6,098,549.31 99,000 SH SOLE PII 99,000
Gannett Inc Common 364730101 1,746,525.00 29,200 SH SOLE PII 29,200
Gap Inc Common 364760108 1,325,000.00 42,400 SH SOLE PII 42,400
Gasonics Intl Corp Common 367278108 883,400.00 22,400 SH SOLE PII 22,400
Genentech Inc COM NEW 368710406 35,397,600.00 205,800 SH SOLE PII 205,800
General Elec Co Common 369604103 23,738,700.00 447,900 SH SOLE PII 447,900
General Mls Inc Common 370334104 501,075.00 13,100 SH SOLE PII 13,100
General Mtrs Corp Common 370442105 1,602,922.65 27,500 SH SOLE PII 27,500
General Mtrs Corp CL H NEW 370442832 29,510,325.00 336,300 SH SOLE PII 336,300
Genome Therapeutics Corp Common 372430108 2,648,062.50 87,000 SH SOLE PII 87,000
Getty Images Inc Common 374276103 1,504,737.50 40,600 SH SOLE PII 40,600
Gillette Co Common 375766102 1,565,200.00 44,800 SH SOLE PII 44,800
Glenayre Technologies Inc Common 377899109 432,006.25 40,900 SH SOLE PII 40,900
Global Industries Inc Common 379336100 4,416,750.00 234,000 SH SOLE PII 234,000
Global Marine Inc Common 379352404 7,720,189.81 273,887 SH SOLE PII 273,887
Globespan Semiconductor Inc Common 379571102 19,877,370.69 162,825 SH SOLE PII 162,825
Globix Corp Common 37957F101 926,275.00 31,600 SH SOLE PII 31,600
Globo Cabo Sa SPONSORED
ADR 37957X102 604,950.00 43,600 SH SOLE PII 43,600
Golden Telecom Inc. Common 38122G107 773,500.00 26,000 SH SOLE PII 26,000
Golden West Finl Corp Del Common 381317106 14,500,681.25 355,300 SH SOLE PII 355,300
Goldman Sachs Group Inc Common 38141G104 1,508,512.50 15,900 SH SOLE PII 15,900
Goodrich B F Co Common 382388106 292,937.50 8,600 SH SOLE PII 8,600
Grainger W W Inc Common 384802104 591,600.00 19,200 SH SOLE PII 19,200
Grant Pride Inc Common 38821G101 5,160,000.00 206,400 SH SOLE PII 206,400
Grupo Radio Centro Adr SPONSORED
ADR 40049C102 1,446,900.00 127,200 SH SOLE PII 127,200
Grupo Televisa Sa-spon Gdr SP ADR REP
ORD 40049J206 3,081,506.25 44,700 SH SOLE PII 44,700
Hca Healthcare Co Common 404119109 4,049,333.00 133,300 SH SOLE PII 133,300
H S Res Inc Common 404297103 7,206,000.00 240,200 SH SOLE PII 240,200
Hain Celestial Group Inc Common 405217100 1,093,287.50 29,800 SH SOLE PII 29,800
Halliburton Co Common 406216101 3,935,437.50 83,400 SH SOLE PII 83,400
John Hancock Financial Srvcs Common 41014S106 395,581.25 16,700 SH SOLE PII 16,700
Hartford Financial Svcs Grp Common 416515104 682,437.50 12,200 SH SOLE PII 12,200
Health Mgmt Assoc CL A 421933102 1,136,306.87 86,990 SH SOLE PII 86,990
Heidrick + Struggles Intl Inc Common 422819102 17,693,937.50 280,300 SH SOLE PII 280,300
Heinz H J Co Common 423074103 5,110,000.00 116,800 SH SOLE PII 116,800
Helix Technology Corp Common 423319102 1,595,100.00 40,900 SH SOLE PII 40,900
Hellenic Telecommunications SPONSORED
ADR 423325307 171,843.75 14,100 SH SOLE PII 14,100
Helmerich & Payne Inc Common 423452101 504,562.50 13,500 SH SOLE PII 13,500
Hewlett Packard Co Common 428236103 10,127,362.50 81,100 SH SOLE PII 81,100
Hewlett Packard Co SB LYON
ZERO 17 428236AC7 9,683,415.00 10,247,000 SH SOLE PII 10,247,000
Highland Bancorp Inc Common 429879109 4,826,250.00 198,000 SH SOLE PII 198,000
Hispanic Broadcasting Corp CL A 43357B104 2,477,750.00 74,800 SH SOLE PII 74,800
Home Depot Inc Common 437076102 6,082,387.50 121,800 SH SOLE PII 121,800
Honeywell Intl Inc Common 438516106 7,315,124.36 213,450 SH SOLE PII 213,450
Household Intl Inc Common 441815107 507,062.50 12,200 SH SOLE PII 12,200
Hudson Utd Bancorp Common 444165104 7,239,392.06 322,647 SH SOLE PII 322,647
Human Genome Sciences Inc Common 444903108 3,861,206.25 28,950 SH SOLE PII 28,950
Idec Pharmaceuticals Corp Common 449370105 8,387,843.75 71,500 SH SOLE PII 71,500
Iss Group Inc Common 450306105 6,397,987.50 64,800 SH SOLE PII 64,800
Itt Inds Inc Common 450911102 315,900.00 10,400 SH SOLE PII 10,400
Ilex Oncology Inc Common 451923106 6,619,950.00 187,800 SH SOLE PII 187,800
Imclone Sys Inc Common 45245W109 1,368,231.25 17,900 SH SOLE PII 17,900
Immersion Corp Common 452521107 1,227,000.00 40,900 SH SOLE PII 40,900
Immunex Corp New Common 452528102 7,334,053.13 148,350 SH SOLE PII 148,350
Incyte Genomics Inc Common 45337C102 21,142,159.06 257,243 SH SOLE PII 257,243
Independent Bk Corp Mi Common 453838104 2,218,879.25 163,604 SH SOLE PII 163,604
Infineon Technologies Ag SPONSORED
ADR 45662N103 4,414,360.25 55,700 SH SOLE PII 55,700
Infinity Broadcasting Corp New Common 45662S102 21,742,256.25 596,700 SH SOLE PII 596,700
Inet Technologies Inc Common 45662V105 2,934,925.00 54,100 SH SOLE PII 54,100
Infospace Inc Common 45678T102 3,824,239.25 69,217 SH SOLE PII 69,217
Ingersoll Rand Co Common 456866102 1,598,421.11 34,600 SH SOLE PII 34,600
Inhale Therapeutic Sys Common 457191104 5,215,493.74 51,400 SH SOLE PII 51,400
Insight Enterprises Inc Common 45765U103 2,225,701.56 37,525 SH SOLE PII 37,525
Integrated Device Technology Common 458118106 15,139,034.50 252,844 SH SOLE PII 252,844
Intel Corp Common 458140100 76,208,559.38 570,050 SH SOLE PII 570,050
Intermedia Communications Inc Common 458801107 639,666.72 18,900 SH SOLE PII 18,900
International Aircraft Invs Common 458860103 2,039,062.50 375,000 SH SOLE PII 375,000
International Business Machs Common 459200101 3,801,818.75 34,700 SH SOLE PII 34,700
International Paper Co Common 460146103 2,562,720.27 70,900 SH SOLE PII 70,900
International Rectifier Corp Common 460254105 2,256,800.00 40,300 SH SOLE PII 40,300
Interpublic Group Cos Inc SB NT CV
144A 06 460690AG5 2,974,095.00 3,074,000 SH SOLE PII 3,074,000
Interpublic Group SUBNT CV
1.87%06 460690AJ9 3,862,260.00 3,992,000 SH SOLE PII 3,992,000
Intersil Hldg Corp CL A 46069S109 11,021,992.19 203,875 SH SOLE PII 203,875
Intimate Brands Inc CL A 461156101 5,917,266.00 299,600 SH SOLE PII 299,600
Intrabiotics Pharmaceuticals Common 46116T100 10,952,550.00 410,400 SH SOLE PII 410,400
Invitrogen Corp Common 46185R100 7,806,084.36 103,800 SH SOLE PII 103,800
I3 Mobile Inc Common 465713105 6,780,375.00 369,000 SH SOLE PII 369,000
I2 Technologies Inc Common 465754109 17,224,681.25 165,200 SH SOLE PII 165,200
I2 Technologies SUB NT
CV 25%06 465754AF6 6,795,687.50 4,438,000 SH SOLE PII 4,438,000
Ivax Corp Common 465823102 1,157,850.00 27,900 SH SOLE PII 27,900
Jds Uniphase Corp Common 46612J101 64,735,496.88 540,025 SH SOLE PII 540,025
Jack In The Box Inc Common 466367109 933,287.50 37,900 SH SOLE PII 37,900
Jo Ann Stores Inc CL A 47758P109 756,000.00 108,000 SH SOLE PII 108,000
Jo Ann Stores Inc CL B NON
VTG 47758P208 606,950.00 79,600 SH SOLE PII 79,600
Johnson + Johnson Common 478160104 23,573,875.00 231,400 SH SOLE PII 231,400
Johnson Ctls Inc Common 478366107 656,800.00 12,800 SH SOLE PII 12,800
Jones Apparel Group Inc Common 480074103 965,850.00 41,100 SH SOLE PII 41,100
Jones Pharma Inc Common 480236108 5,384,573.43 134,825 SH SOLE PII 134,825
Juniper Networks Inc Common 48203R104 12,481,256.56 85,745 SH SOLE PII 85,745
Juniper Networks Inc SB NT CV
4.75%07 48203RAA2 8,589,218.75 7,853,000 SH SOLE PII 7,853,000
Kla Tencor Corp Common 482480100 8,339,300.00 142,400 SH SOLE PII 142,400
Kansas City Pwr + Lt Co Common 485134100 8,433,000.00 374,800 SH SOLE PII 374,800
Keebler Foods Co Common 487256109 3,449,432.25 92,914 SH SOLE PII 92,914
Kellogg Co Common 487836108 520,625.00 17,500 SH SOLE PII 17,500
Kemet Corp Common 488360108 17,967,306.25 716,900 SH SOLE PII 716,900
Kensey Nash Corp Common 490057106 2,390,762.50 214,900 SH SOLE PII 214,900
Kent Electrs Corp Common 490553104 8,305,762.50 278,600 SH SOLE PII 278,600
Kerr Mcgee Corp SB DB CV \
5.25%10 492386AP2 6,418,343.75 5,551,000 SH SOLE PII 5,551,000
Key Energy Svcs Inc Common 492914106 7,264,950.00 754,800 SH SOLE PII 754,800
Keycorp New Common 493267108 9,591,525.00 544,200 SH SOLE PII 544,200
Keynote Sys Inc Common 493308100 691,512.50 9,800 SH SOLE PII 9,800
Keyspan Corp Common 49337W100 5,916,300.00 192,400 SH SOLE PII 192,400
Keystone Automotive Inds Inc Common 49338N109 3,859,331.25 556,300 SH SOLE PII 556,300
Kimberly Clark Corp Common 494368103 2,297,685.77 46,810 SH SOLE PII 46,810
Kinder Morgan Inc Kans Common 49455P101 9,469,818.14 301,773 SH SOLE PII 301,773
King Pharmaceuticals Inc Common 495582108 3,463,097.62 78,931 SH SOLE PII 78,931
Knight Ridder Inc Common 499040103 249,981.25 4,700 SH SOLE PII 4,700
Kohls Corp Common 500255104 11,681,250.00 210,000 SH SOLE PII 210,000
Koninkluke Phillips Electronics SPONSORED
ADR NEW 500472204 7,006,250.00 147,500 SH SOLE PII 147,500
Koors Inds Ltd SPONSORED
ADR 500507108 331,712.50 15,610 SH SOLE PII 15,610
Kopin Corp Common 500600101 24,313,675.00 351,100 SH SOLE PII 351,100
Korea Elec Pwr Corp SPONSORED
ADR 500631106 19,940,709.37 1,081,530 SH SOLE PII 1,081,530
Korea Telecom SPONSORED
ADR 50063P103 7,178,850.00 148,400 SH SOLE PII 148,400
Korn / Ferry Intl COM NEW 500643200 11,540,587.50 364,200 SH SOLE PII 364,200
Krispy Kreme Doughnuts Inc Common 501014104 4,711,350.00 64,100 SH SOLE PII 64,100
Kroger Co Common 501044101 904,562.50 41,000 SH SOLE PII 41,000
Kulicke + Soffa Inds Inc Common 501242101 10,580,625.00 178,200 SH SOLE PII 178,200
Lsi Logic Corp Common 502161102 13,729,222.75 284,595 SH SOLE PII 284,595
Lsi Logic Corp SB NT NV
4%05 502161AE2 9,258,880.00 8,704,000 SH SOLE PII 8,704,000
Ltx Corp Common 502392103 14,939,275.00 427,600 SH SOLE PII 427,600
Laboratory Corp Amer Hldgs COM NEW 50540R409 12,918,437.50 167,500 SH SOLE PII 167,500
Lam Resh Corp Common 512807108 22,231,350.00 592,836 SH SOLE PII 592,836
Lamar Advertising Co NT CV
5.25%06 512815AF8 3,502,125.00 3,113,000 SH SOLE PII 3,113,000
Lamar Cap Corp Common 51282P106 1,637,500.00 200,000 SH SOLE PII 200,000
Lattice Semiconductor Corp Common 518415104 663,600.00 9,600 SH SOLE PII 9,600
Leap Wireless Intl Inc Common 521863100 756,700.00 16,100 SH SOLE PII 16,100
Lehman Brothers Hldgs Inc Common 524908100 7,290,935.25 77,100 SH SOLE PII 77,100
Lexmark Intl Group Inc CL A 529771107 262,275.00 3,900 SH SOLE PII 3,900
Liberty Finl Cos Inc Common 530512102 7,917,243.75 360,900 SH SOLE PII 360,900
Lifepoint Hosps Inc Common 53219L109 12,793,750.00 575,000 SH SOLE PII 575,000
Lilly Eli + Co Common 532457108 11,716,036.62 117,307 SH SOLE PII 117,307
Limited Inc Common 532716107 6,617,316.00 306,000 SH SOLE PII 306,000
Lincoln Natl Corp In Common 534187109 375,700.00 10,400 SH SOLE PII 10,400
Linens N Things Inc Common 535679104 1,019,900.00 37,600 SH SOLE PII 37,600
Littelfuse Inc Common 537008104 3,273,200.00 66,800 SH SOLE PII 66,800
London Pac Group Ltd SPONSORED
ADR 542073101 462,800.00 35,600 SH SOLE PII 35,600
Louis Dreyfus Nat Gas Corp Common 546011107 3,986,081.25 127,300 SH SOLE PII 127,300
Lowes Cos Inc Common 548661107 3,227,512.50 78,600 SH SOLE PII 78,600
Lucent Technologies Inc Common 549463107 4,183,050.00 70,600 SH SOLE PII 70,600
Mbia Inc Common 55262C100 284,306.25 5,900 SH SOLE PII 5,900
Mgm Grand Inc Common 552953101 41,846,025.00 1,302,600 SH SOLE PII 1,302,600
Mrv Communications Inc Common 553477100 23,624,925.00 351,300 SH SOLE PII 351,300
Msc Indl Direct Inc Common 553530106 11,737,562.50 560,600 SH SOLE PII 560,600
Macrovision Corp Common 555904101 18,856,953.11 295,000 SH SOLE PII 295,000
Macromedia Inc Common 556100105 18,775,358.87 194,186 SH SOLE PII 194,186
Macronix Intl Co Ltd-sp Adr SPONSORED
ADR 556103109 3,784,137.12 148,035 SH SOLE PII 148,035
Matav Rt - Adr SPONSORED
ADR 559776109 1,856,181.25 53,900 SH SOLE PII 53,900
Mail Well Inc SUB NT
CONV 5%02 560321AD3 1,434,723.75 1,747,000 SH SOLE PII 1,747,000
Mallinckrodt Inc Common 561232109 868,750.00 20,000 SH SOLE PII 20,000
Manhattan Assocs Inc Common 562750109 8,035,000.00 321,400 SH SOLE PII 321,400
Manugistics Group Inc Common 565011103 10,715,100.00 229,200 SH SOLE PII 229,200
Marine Drilling Cos Inc COM PAR
$0.01 568240204 7,190,400.00 256,800 SH SOLE PII 256,800
Marsh + Mclennan Cos Inc Common 571748102 5,874,609.37 56,250 SH SOLE PII 56,250
Marriott Intl Inc New CL A 571903202 400,293.75 11,100 SH SOLE PII 11,100
Mattel Inc Common 577081102 259,793.75 19,700 SH SOLE PII 19,700
Mattson Technology Inc Common 577223100 11,888,500.00 365,800 SH SOLE PII 365,800
Maxim Integrated Prods Inc Common 57772K101 5,883,387.50 86,600 SH SOLE PII 86,600
Maxygen Inc Common 577776107 5,761,710.92 101,500 SH SOLE PII 101,500
May Dept Stores Co Common 577778103 429,600.00 17,900 SH SOLE PII 17,900
Maverick Tube Corp Common 577914104 250,824.50 8,612 SH SOLE PII 8,612
Maytag Corp Common 578592107 479,375.00 13,000 SH SOLE PII 13,000
Mcdonalds Corp Common 580135101 10,533,412.50 319,800 SH SOLE PII 319,800
Mck Communications Inc Common 581243102 333,000.00 14,400 SH SOLE PII 14,400
Mcleodusa Inc Common 582266102 4,077,506.25 197,100 SH SOLE PII 197,100
Mcleodusa Inc PFD CONV
6.75% 582266201 6,352,513.50 11,516 SH SOLE PII 11,516
Mead Corporation Common 582834107 401,475.00 15,900 SH SOLE PII 15,900
Mediaone Group Inc Common 58440J104 2,413,829.60 36,400 SH SOLE PII 36,400
Medimmune Inc Common 584699102 29,485,226.00 398,449 SH SOLE PII 398,449
Medtronic Inc Common 585055106 981,306.25 19,700 SH SOLE PII 19,700
Mentor Graphics Corp Common 587200106 19,087,950.00 960,400 SH SOLE PII 960,400
Merck + Co Inc Common 589331107 18,716,805.63 244,265 SH SOLE PII 244,265
Mercury Interactive Corp Common 589405109 59,617,350.00 616,200 SH SOLE PII 616,200
Merrill Lynch + Co Inc Common 590188108 7,015,690.00 61,006 SH SOLE PII 61,006
Metasolv Software Inc Common 591393103 303,600.00 6,900 SH SOLE PII 6,900
Metlife Inc Common 59156R108 676,106.25 32,100 SH SOLE PII 32,100
Metris Cos Inc Common 591598107 1,337,906.25 53,250 SH SOLE PII 53,250
Metromedia Fiber Network Inc CL A 591689104 6,167,437.50 155,400 SH SOLE PII 155,400
Michaels Stores Inc Common 594087108 13,281,043.75 289,900 SH SOLE PII 289,900
Micrel Inc Common 594793101 14,595,000.00 336,000 SH SOLE PII 336,000
Microsoft Corp Common 594918104 11,600,000.00 145,000 SH SOLE PII 145,000
Microchip Technology Inc Common 595017104 2,138,348.43 36,700 SH SOLE PII 36,700
Micromuse Inc Common 595094103 25,241,000.72 152,528 SH SOLE PII 152,528
Micron Technology Inc Common 595112103 10,847,098.44 123,175 SH SOLE PII 123,175
Millennium Pharmaceuticals Common 599902103 17,880,421.87 159,825 SH SOLE PII 159,825
Millennium Pharmaceuticals SUB NT
CV 144A07 599902AA1 4,130,218.75 2,765,000 SH SOLE PII 2,765,000
Millennium Pharmaceuticals SUB NT
CV 5.5%07 599902AB9 3,832,962.50 2,566,000 SH SOLE PII 2,566,000
Millipore Corp Common 601073109 5,027,512.50 66,700 SH SOLE PII 66,700
Molecular Devices Corp Common 60851C107 2,276,268.75 32,900 SH SOLE PII 32,900
Montana Pwr Co Common 612085100 2,240,615.58 74,856 SH SOLE PII 74,856
Morgan J P + Co Inc Common 616880100 1,805,046.46 16,500 SH SOLE PII 16,500
Morgan Stanley Dean Witter+Co COM NEW 617446448 10,410,412.50 125,050 SH SOLE PII 125,050
Motorola Inc Common 620076109 2,400,446.25 82,596 SH SOLE PII 82,596
Murphy Oil Corp Common 626717102 332,850.00 5,600 SH SOLE PII 5,600
Nrg Energy Inc Common 629377102 4,109,900.00 225,200 SH SOLE PII 225,200
Nabors Industries Inc Common 629568106 8,674,259.99 208,704 SH SOLE PII 208,704
National City Bancorporation Common 635312101 3,031,950.00 209,100 SH SOLE PII 209,100
National City Corp Common 635405103 13,162,012.50 771,400 SH SOLE PII 771,400
National Disc Brokers Group Common 635646102 1,517,250.00 47,600 SH SOLE PII 47,600
National Oilwell Inc Common 637071101 10,628,487.50 323,300 SH SOLE PII 323,300
National Semiconductor Corp Common 637640103 6,294,880.25 110,923 SH SOLE PII 110,923
Nationwide Financial Services CL A 638612101 493,125.00 15,000 SH SOLE PII 15,000
Natural Microsystems Corp Common 638882100 27,831,382.87 247,529 SH SOLE PII 247,529
Navisite Inc Common 63935M109 2,107,350.00 50,400 SH SOLE PII 50,400
Networks Assocs Inc Common 640938106 344,337.50 16,900 SH SOLE PII 16,900
Netopia Inc Common 64114K104 1,364,475.00 33,900 SH SOLE PII 33,900
New York Times Co CL A 650111107 3,420,700.00 86,600 SH SOLE PII 86,600
Newfield Expl Co Common 651290108 6,263,912.50 160,100 SH SOLE PII 160,100
Newport Corp Common 651824104 23,933,887.50 222,900 SH SOLE PII 222,900
The News Corporation Ltd. ADR NEW 652487703 2,741,350.00 50,300 SH SOLE PII 50,300
Nextel Communications Inc CL A 65332V103 44,728,062.50 731,000 SH SOLE PII 731,000
Nextlink Communications Inc CL A 65333H707 5,140,942.49 135,511 SH SOLE PII 135,511
Nice Systems Ltd. SPONSORED
ADR 653656108 4,816,500.00 62,400 SH SOLE PII 62,400
Nike Inc Common 654106103 226,931.25 5,700 SH SOLE PII 5,700
Nisource Inc Common 65473P105 3,557,375.00 191,000 SH SOLE PII 191,000
Nokia Corp SPONSORED
ADR 654902204 45,488,068.75 910,900 SH SOLE PII 910,900
Noble Drilling Corp Common 655042109 2,753,933.23 93,200 SH SOLE PII 93,200
Nordstrom Inc Common 655664100 5,784,049.75 239,750 SH SOLE PII 239,750
Norfolk Southn Corp Common 655844108 269,237.50 18,100 SH SOLE PII 18,100
Nortel Networks Corp Common 656568102 61,820,850.00 905,800 SH SOLE PII 905,800
North Fork Bancorporation Inc Common 659424105 5,196,647.50 343,580 SH SOLE PII 343,580
North Vy Bancorp Common 66304M105 885,150.00 84,300 SH SOLE PII 84,300
Novellus Sys Inc Common 670008101 9,095,250.00 160,800 SH SOLE PII 160,800
Numerical Technologies Inc Common 67053T101 6,287,212.50 129,300 SH SOLE PII 129,300
Otg Software Inc Common 671059103 6,832,150.00 239,200 SH SOLE PII 239,200
Oak Hill Finl Inc Common 671337103 616,000.00 44,000 SH SOLE PII 44,000
Omnicare Inc Common 681904108 628,031.25 69,300 SH SOLE PII 69,300
On Assignment Inc Common 682159108 1,116,300.00 36,600 SH SOLE PII 36,600
Oni Sys Corp Common 68273F103 597,735.93 5,100 SH SOLE PII 5,100
Open Mkt Inc Common 68370M100 4,589,893.75 332,300 SH SOLE PII 332,300
Oracle Corp Common 68389X105 48,926,326.18 582,025 SH SOLE PII 582,025
Orchid Biosciences Inc Common 68571P100 1,830,093.74 48,200 SH SOLE PII 48,200
Oxford Health Plans Inc Common 691471106 6,343,650.00 266,400 SH SOLE PII 266,400
Pc Tel Inc Common 69325Q105 4,582,800.00 120,600 SH SOLE PII 120,600
Peco Energy Co Common 693304107 4,430,839.25 109,900 SH SOLE PII 109,900
Pg+E Corp Common 69331C108 374,300.00 15,200 SH SOLE PII 15,200
Pe Corp COM PE
BIO GRP 69332S102 7,353,889.75 111,634 SH SOLE PII 111,634
Pe Corp CELERA
GEN GRP 69332S201 8,015,287.50 85,725 SH SOLE PII 85,725
Pmc Sierra Inc Common 69344F106 13,227,768.25 74,444 SH SOLE PII 74,444
Pnc Finl Svcs Group Inc Common 693475105 534,375.00 11,400 SH SOLE PII 11,400
Ppg Inds Inc Common 693506107 518,456.25 11,700 SH SOLE PII 11,700
Pri Automation Inc Common 69357H106 8,095,359.36 123,800 SH SOLE PII 123,800
Pac West Telecomm Inc Common 69371Y101 225,000.00 11,250 SH SOLE PII 11,250
Pacific Centy Finl Corp Common 694058108 12,985,537.50 887,900 SH SOLE PII 887,900
Pacific Sunwear Of Calif Common 694873100 6,086,250.00 324,600 SH SOLE PII 324,600
Packard Bioscience Co Common 695172205 3,481,600.00 204,800 SH SOLE PII 204,800
Paine Webber Group Inc Common 695629105 18,172,700.00 399,400 SH SOLE PII 399,400
Panamsat Corporation Common 697933109 567,937.50 13,000 SH SOLE PII 13,000
Parker Hannifin Corp Common 701094104 4,086,025.00 119,300 SH SOLE PII 119,300
Pegasus Communications Corp CL A 705904100 3,395,125.00 69,200 SH SOLE PII 69,200
Pepsico Inc Common 713448108 9,287,437.50 209,000 SH SOLE PII 209,000
Pfizer Inc Common 717081103 14,166,000.00 295,125 SH SOLE PII 295,125
Pharmacopeia Inc Common 71713B104 7,610,137.50 164,100 SH SOLE PII 164,100
Pharmacia Corp Common 71713U102 1,793,556.25 34,700 SH SOLE PII 34,700
Philip Morris Cos Inc Common 718154107 8,607,578.12 324,050 SH SOLE PII 324,050
Philippine Long Dist Tel Co SPONSORED
ADR 718252604 177,500.00 10,000 SH SOLE PII 10,000
Phillips Pete Co Common 718507106 862,954.69 17,025 SH SOLE PII 17,025
Photon Dynamics Inc Common 719364101 1,023,218.75 13,700 SH SOLE PII 13,700
Pilgrim Prime Rate Tr New SH BEN
INT 72146W103 4,370,937.50 492,500 SH SOLE PII 492,500
Pinnacle Hldgs Inc Common 72346N101 2,862,000.00 53,000 SH SOLE PII 53,000
Pohang Iron & Steel Co Adr SPONSORED
ADR 730450103 2,952,000.00 123,000 SH SOLE PII 123,000
Portal Software Inc Common 736126103 383,250.00 6,000 SH SOLE PII 6,000
Power One Inc Common 739308104 41,205,155.04 361,647 SH SOLE PII 361,647
Powerwave Technologies Inc Common 739363109 29,040,000.00 660,000 SH SOLE PII 660,000
Powertel Inc Common 73936C109 17,131,406.25 241,500 SH SOLE PII 241,500
Praxair Inc Common 74005P104 6,589,000.00 176,000 SH SOLE PII 176,000
Precision Drilling Corp Common 74022D100 17,578,237.50 455,100 SH SOLE PII 455,100
Pride Intl Inc Common 741932107 10,133,887.50 409,450 SH SOLE PII 409,450
Priority Healthcare Corp CL B 74264T102 5,030,956.25 67,700 SH SOLE PII 67,700
Procter + Gamble Co Common 742718109 2,639,225.00 46,100 SH SOLE PII 46,100
Prosperity Bancshares Inc Common 743606105 3,870,000.00 240,000 SH SOLE PII 240,000
Protein Design Labs Inc Common 74369L103 27,707,011.42 167,969 SH SOLE PII 167,969
Province Healthcare Co Common 743977100 11,715,337.50 324,300 SH SOLE PII 324,300
Providian Finl Corp Common 74406A102 423,000.00 4,700 SH SOLE PII 4,700
Proxim Inc Common 744284100 1,999,168.75 20,200 SH SOLE PII 20,200
Psinet Inc PFD C CV
6 3/4 74437C309 1,039,571.25 21,270 SH SOLE PII 21,270
Qlt, Inc. Common 746927102 11,009,300.00 142,400 SH SOLE PII 142,400
Qlogic Corp Common 747277101 10,840,856.25 164,100 SH SOLE PII 164,100
Quaker Oats Co Common 747402105 435,725.00 5,800 SH SOLE PII 5,800
Qualcomm Inc Common 747525103 342,000.00 5,700 SH SOLE PII 5,700
Quanta Services Inc Common 74762E102 3,129,500.00 56,900 SH SOLE PII 56,900
Quantum Effect Devices Inc Common 74764T107 205,200.00 3,600 SH SOLE PII 3,600
Quest Diagnostics Inc Common 74834L100 19,300,406.25 269,700 SH SOLE PII 269,700
Quest Software Inc Common 74834T103 243,650.00 4,400 SH SOLE PII 4,400
Quicklogic Corp Common 74837P108 7,736,325.00 347,700 SH SOLE PII 347,700
Quilmes Indl Quinsa Societe An SP ADR
NV PFD 74838Y108 343,317.50 30,860 SH SOLE PII 30,860
Quinenco Sa SPONSORED
ADR 748718103 343,200.00 35,200 SH SOLE PII 35,200
Qwest Communications Intl Inc Common 749121109 35,484,914.53 722,325 SH SOLE PII 722,325
Rcn Corp Common 749361101 581,392.00 22,912 SH SOLE PII 22,912
Radian Group Inc Common 750236101 12,435,525.00 240,300 SH SOLE PII 240,300
Ralston Purina Co COM RAL-
PUR GP 751277302 233,268.75 11,700 SH SOLE PII 11,700
Rational Software Corp COM NEW 75409P202 1,644,993.75 17,700 SH SOLE PII 17,700
Rational Software Corp SUB NT CV
144A07 75409PAA1 6,955,190.00 4,664,000 SH SOLE PII 4,664,000
Readers Digest Assn Inc CL A 755267101 1,049,400.00 26,400 SH SOLE PII 26,400
Redback Networks Inc Common 757209101 16,491,166.00 92,647 SH SOLE PII 92,647
Redback Networks Inc SB NT CV
144A 07 757209AA9 4,264,548.75 3,829,000 SH SOLE PII 3,829,000
Reliance Group Hldgs Inc Common 759464100 567,375.00 756,500 SH SOLE PII 756,500
Reliant Energy Inc Common 75952J108 6,205,649.50 209,900 SH SOLE PII 209,900
Republic Services Inc Common 760759100 779,200.00 48,700 SH SOLE PII 48,700
Resmed Inc Common 761152107 1,059,300.00 39,600 SH SOLE PII 39,600
Retek Inc Common 76128Q109 233,600.00 7,300 SH SOLE PII 7,300
Reuters Group Plc SPONSORED
ADR 76132M102 3,837,600.00 38,400 SH SOLE PII 38,400
Reynolds + Reynolds Co CL A 761695105 972,725.00 53,300 SH SOLE PII 53,300
Rhythms Netconnections Inc Common 762430AC0 200,000.00 500,000 SH SOLE PII 500,000
Robert Half Intl Inc Common 770323103 6,273,505.50 220,123 SH SOLE PII 220,123
Rockwell Intl Corp New Common 773903109 289,800.00 9,200 SH SOLE PII 9,200
Rohm + Haas Co Common 775371107 952,200.00 27,600 SH SOLE PII 27,600
Ross Stores Inc Common 778296103 4,308,281.25 252,500 SH SOLE PII 252,500
Rowan Cos Inc Common 779382100 5,197,162.50 171,100 SH SOLE PII 171,100
Royal Dutch Pete Co NY REG
GLD1.25 780257804 4,777,250.00 77,600 SH SOLE PII 77,600
Rudolph Technologies Inc Common 781270103 2,212,625.00 57,100 SH SOLE PII 57,100
Russell Corp Common 782352108 2,942,000.00 147,100 SH SOLE PII 147,100
Sbc Communications Inc Common 78387G103 12,859,437.88 298,736 SH SOLE PII 298,736
Sdl Inc Common 784076101 63,274,550.63 221,870 SH SOLE PII 221,870
Safeway Inc COM NEW 786514208 7,760,668.62 171,989 SH SOLE PII 171,989
Saga Communications CL A 786598102 1,185,140.00 53,870 SH SOLE PII 53,870
Sandisk Corp Common 80004C101 26,545,401.43 433,837 SH SOLE PII 433,837
Sanmina Corp Common 800907107 7,703,617.50 90,100 SH SOLE PII 90,100
Sanmina Corp SB DB CV
144A 04 800907AA5 6,640,000.00 3,320,000 SH SOLE PII 3,320,000
Sanmina Corp SUB NTCV
4.25%04 800907AB3 1,144,000.00 572,000 SH SOLE PII 572,000
Sapient Corp Common 803062108 6,897,468.75 64,500 SH SOLE PII 64,500
Sara Lee Common 803111103 4,828,125.00 250,000 SH SOLE PII 250,000
Schering Plough Corp Common 806605101 19,498,050.00 386,100 SH SOLE PII 386,100
Schlumberger Ltd Common 806857108 12,136,263.75 162,630 SH SOLE PII 162,630
Schuff Stl Co Common 808156103 1,113,125.00 342,500 SH SOLE PII 342,500
Schwab Charles Corp Common 808513105 5,994,138.76 178,264 SH SOLE PII 178,264
Scient Corp Common 80864H109 202,975.00 4,600 SH SOLE PII 4,600
Scientific Atlanta Inc Common 808655104 32,973,700.00 442,600 SH SOLE PII 442,600
Sea Containers Ltd CL A 811371707 6,433,618.75 304,550 SH SOLE PII 304,550
Seacoast Finl Svcs Corp Common 81170Q106 4,631,250.00 487,500 SH SOLE PII 487,500
Seagate Technology Common 811804103 1,171,500.00 21,300 SH SOLE PII 21,300
Seagram Ltd Common 811850106 2,844,537.50 51,800 SH SOLE PII 51,800
Sealed Air Corp New PFD CV
A $2 81211K209 3,505,376.25 69,242 SH SOLE PII 69,242
Sears Roebuck + Co Common 812387108 1,181,025.00 36,200 SH SOLE PII 36,200
Semtech Corp Common 816850101 9,116,937.49 119,200 SH SOLE PII 119,200
Semitool Inc Common 816909105 311,625.00 18,000 SH SOLE PII 18,000
Sepracor Inc Common 817315104 25,779,251.25 213,714 SH SOLE PII 213,714
Sequenom Inc Common 817337108 4,083,750.00 90,000 SH SOLE PII 90,000
Serena Software Inc Common 817492101 16,795,771.87 369,900 SH SOLE PII 369,900
Shandong Huaneng Pwr Dev Ltd SPON ADR
N 819419102 299,490.00 71,520 SH SOLE PII 71,520
Shopko Stores Inc Common 824911101 349,012.50 22,700 SH SOLE PII 22,700
Siebel Sys Inc Common 826170102 25,456,213.25 155,636 SH SOLE PII 155,636
Siebel Sys Inc SB NT CV
144A 06 826170AA0 10,407,585.00 2,892,000 SH SOLE PII 2,892,000
Siebel Sys Inc SB NT CV
5.5%06 826170AC6 133,153.75 37,000 SH SOLE PII 37,000
Sigma Aldrich Corp Common 826552101 546,975.00 18,700 SH SOLE PII 18,700
Silicon Laboratories Common 826919102 690,625.00 13,000 SH SOLE PII 13,000
Silicon Storage Technology Inc Common 827057100 43,343,214.40 490,793 SH SOLE PII 490,793
Silicon Image Inc Common 82705T102 1,705,725.00 34,200 SH SOLE PII 34,200
Siliconware Precision Inds Ltd SPON ADR
2000 827084872 491,175.00 53,100 SH SOLE PII 53,100
Six Rivs Natl Bk Eureka Ca Common 830059101 272,850.00 20,400 SH SOLE PII 20,400
Skywest Inc Common 830879102 526,287.50 14,200 SH SOLE PII 14,200
Smartforce Plc SPONSORED
ADR 83170A206 2,558,400.00 53,300 SH SOLE PII 53,300
Smith Intl Inc Common 832110100 7,157,468.75 98,300 SH SOLE PII 98,300
Smurfit Stone Container Corp Common 832727101 136,346.25 10,590 SH SOLE PII 10,590
Snap-on Inc Common 833034101 511,200.00 19,200 SH SOLE PII 19,200
Software Com Inc Common 83402P104 2,292,293.75 17,650 SH SOLE PII 17,650
Solectron Corp Common 834182107 7,956,250.00 190,000 SH SOLE PII 190,000
Sony Corp ADR NEW 835699307 1,254,356.25 13,300 SH SOLE PII 13,300
Southern Co Common 842587107 4,259,193.75 182,700 SH SOLE PII 182,700
Southwest Bancorp Inc Okla Common 844767103 3,225,000.00 200,000 SH SOLE PII 200,000
Sovereign Bancorp Inc. Common 845905108 217,968.75 31,000 SH SOLE PII 31,000
Spartech Corp COM NEW 847220209 450,900.00 16,700 SH SOLE PII 16,700
Spinnaker Expl Co Common 84855W109 6,162,812.50 240,500 SH SOLE PII 240,500
Sprint Corp COM FON
GROUP 852061100 6,589,200.00 129,200 SH SOLE PII 129,200
Sprint Corp PCS COM
SER 1 852061506 380,800.00 6,400 SH SOLE PII 6,400
Starbucks Corp Common 855244109 6,094,725.00 159,600 SH SOLE PII 159,600
Starwood Hotels + Resorts PAIRED CTF 85590A203 924,775.00 28,400 SH SOLE PII 28,400
Stewart + Stevenson Svcs Inc Common 860342104 4,801,925.00 318,800 SH SOLE PII 318,800
St Microelectronics Common 861012102 5,160,675.00 80,400 SH SOLE PII 80,400
Stmicroelectronics N V SUB LYON
ZERO 08 861012AA0 3,580,500.00 1,050,000 SH SOLE PII 1,050,000
Stmicroelectronics N V SUB LYON
ZERO 09 861012AB8 4,277,390.00 2,531,000 SH SOLE PII 2,531,000
Stone Energy Corp Common 861642106 4,325,900.00 72,400 SH SOLE PII 72,400
Summit Bancorp Common 866005101 3,230,800.00 131,200 SH SOLE PII 131,200
Summit Bankshares Inc Ft Worth Common 866011109 2,879,025.00 166,900 SH SOLE PII 166,900
Sun Life Finl Svcs Cda Inc Common 866796105 54,023,625.00 3,201,400 SH SOLE PII 3,201,400
Sun Microsystems Inc Common 866810104 49,028,953.12 539,150 SH SOLE PII 539,150
Swift Transn Inc Common 870756103 443,800.00 31,700 SH SOLE PII 31,700
Sycamore Networks Inc Common 871206108 8,631,325.00 78,200 SH SOLE PII 78,200
Symantec Corp Common 871503108 2,793,962.50 51,800 SH SOLE PII 51,800
Symbol Technologies Inc Common 871508107 1,044,900.00 19,350 SH SOLE PII 19,350
Syncor Intl Corp New Common 87157J106 14,198,400.00 197,200 SH SOLE PII 197,200
Td Waterhouse Group Inc Common 872362108 370,487.50 21,400 SH SOLE PII 21,400
Tjx Cos Inc New Common 872540109 14,278,377.08 761,508 SH SOLE PII 761,508
Txu Corp Common 873168108 442,500.00 15,000 SH SOLE PII 15,000
Taiwan Semicndctr Mfg Co Ltd SPONSORED
ADR 874039100 4,038,307.79 126,657 SH SOLE PII 126,657
Talbots Inc Common 874161102 14,065,648.12 256,030 SH SOLE PII 256,030
Target Corp Common 87612E106 5,995,880.50 110,050 SH SOLE PII 110,050
Techne Corp Common 878377100 10,010,000.00 77,000 SH SOLE PII 77,000
Technology Solutions Co Common 87872T108 199,856.25 32,300 SH SOLE PII 32,300
Tektronix Inc Common 879131100 6,319,600.00 85,400 SH SOLE PII 85,400
Tele Celular Sul Participacoes SPONSORED
ADR PFD 879238103 1,506,644.00 33,296 SH SOLE PII 33,296
Tele Centro Sul Participacoes SPONSORED
ADR PFD 879239101 583,623.25 7,988 SH SOLE PII 7,988
Tele Centro Oeste Celular Part SPON ADR
PFD 87923P105 163,836.00 13,653 SH SOLE PII 13,653
Tele Norte Leste Participacoes SPONSORED
ADR PFD 879246106 17,779,056.26 752,553 SH SOLE PII 752,553
Telecom Argentina Stet France SPONSORED
ADR REP 879273209 383,075.00 13,930 SH SOLE PII 13,930
Telecomunicacoes Brasileiras SPONSORED
Sa Adr ADR 879287308 4,662,000.00 48,000 SH SOLE PII 48,000
Telecorp Pcs Inc CL A 879299105 233,812.50 5,800 SH SOLE PII 5,800
Telefonica S A SPONSORED
ADR 879382208 1,787,811.38 27,907 SH SOLE PII 27,907
Telefonos De Mexico S A SPON ADR
ORD L 879403780 45,505,260.88 796,591 SH SOLE PII 796,591
Telesp Celular Participacoes SPON ADR
PFD 87952L108 2,866,794.50 63,884 SH SOLE PII 63,884
Tellabs Inc Common 879664100 10,645,453.12 155,550 SH SOLE PII 155,550
Teletech Hldgs Inc Common 879939106 708,225.00 22,800 SH SOLE PII 22,800
Tenet Healthcare Corp Common 88033G100 558,900.00 20,700 SH SOLE PII 20,700
Teradyne Inc Common 880770102 11,627,700.00 158,200 SH SOLE PII 158,200
Teva Pharmaceutical Industries ADR 881624209 10,599,650.00 191,200 SH SOLE PII 191,200
Texaco Inc Common 881694103 1,744,091.04 31,200 SH SOLE PII 31,200
Texas Biotechnology Corp Common 88221T104 12,165,700.00 640,300 SH SOLE PII 640,300
Texas Instrs Inc Common 882508104 36,775,930.45 535,405 SH SOLE PII 535,405
Therma Wave Inc Common 88343A108 8,708,568.75 390,300 SH SOLE PII 390,300
Thermo Electron Corp Common 883556102 667,681.25 31,700 SH SOLE PII 31,700
Three Five Sys Inc Common 88554L108 18,393,191.00 311,749 SH SOLE PII 311,749
Three Rivs Bancorp Inc Common 88562Q107 410,156.25 62,500 SH SOLE PII 62,500
Tibco Software Inc Common 88632Q103 589,789.05 5,500 SH SOLE PII 5,500
Tiffany + Co New Common 886547108 2,099,250.00 31,100 SH SOLE PII 31,100
Timberland Bancorp Inc Common 887098101 1,648,906.25 152,500 SH SOLE PII 152,500
Timberland Co CL A 887100105 2,322,650.00 32,800 SH SOLE PII 32,800
Time Warner Inc Common 887315109 3,587,200.00 47,200 SH SOLE PII 47,200
Time Warner Telecom Inc CL A 887319101 3,482,687.50 54,100 SH SOLE PII 54,100
Titan Corp Common 888266103 6,179,975.00 138,100 SH SOLE PII 138,100
Too Inc Common 890333107 6,911,368.75 271,700 SH SOLE PII 271,700
Total Fina SPONSORED
ADR 89151E109 7,829,728.56 101,933 SH SOLE PII 101,933
Transwitch Corp Common 894065101 15,068,929.68 195,225 SH SOLE PII 195,225
Triad Hosps Inc Common 89579K109 15,267,150.00 631,200 SH SOLE PII 631,200
Tricon Global Rest Common 895953107 4,576,500.00 162,000 SH SOLE PII 162,000
Trico Bancshares Common 896095106 627,000.00 38,000 SH SOLE PII 38,000
Tricom Sa Adr SPON ADR
REP A 89612A100 2,627,625.00 171,600 SH SOLE PII 171,600
Trigon Healthcare Inc Common 89618L100 12,627,656.25 244,900 SH SOLE PII 244,900
Trimeris Inc Common 896263100 11,357,850.00 162,400 SH SOLE PII 162,400
Triquint Semiconductor Inc Common 89674K103 58,481,999.18 611,177 SH SOLE PII 611,177
Tritel Inc CL A 89675X104 302,812.50 10,200 SH SOLE PII 10,200
Triton Pcs Hldgs Inc CL A 89677M106 415,800.00 7,200 SH SOLE PII 7,200
Tucker Anthony Sutro Common 898647102 10,321,200.00 573,400 SH SOLE PII 573,400
Turnstone Sys Inc Common 900423104 9,307,280.26 56,179 SH SOLE PII 56,179
Tv Azteca Sa De Cv SPONSORED
ADR 901145102 4,285,937.50 325,000 SH SOLE PII 325,000
Tweeter Home Entmt Group Inc Common 901167106 7,353,787.50 242,100 SH SOLE PII 242,100
21St Centy Hldg Co Common 90136Q100 885,000.00 177,000 SH SOLE PII 177,000
Tyco Intl Ltd New Common 902124106 11,161,550.00 235,600 SH SOLE PII 235,600
Ucbh Hldgs Inc Common 90262T308 8,179,718.75 306,500 SH SOLE PII 306,500
Us Bancorp Del Common 902973106 513,975.00 26,700 SH SOLE PII 26,700
Uti Energy Corp Common 903387108 746,325.00 18,600 SH SOLE PII 18,600
Ugly Duckling Corp Common 903512101 3,686,625.00 522,000 SH SOLE PII 522,000
Unibanco Uniao De Barncos Bras GR REP
PFD UT 90458E107 2,219,787.50 77,210 SH SOLE PII 77,210
Unilever N V NY SHRS
NEW 904784709 989,000.00 23,000 SH SOLE PII 23,000
Union Carbide Corp Common 905581104 1,109,052.36 23,400 SH SOLE PII 23,400
Union Pac Corp Common 907818108 360,718.75 9,700 SH SOLE PII 9,700
Union Pacific Res Group Inc Common 907834105 301,400.00 13,700 SH SOLE PII 13,700
Unionbancal Corp Common 908906100 15,937,762.50 858,600 SH SOLE PII 858,600
United Auto Group Inc Common 909440109 2,198,212.50 240,900 SH SOLE PII 240,900
U S West Inc New Common 91273H101 8,772,225.00 102,300 SH SOLE PII 102,300
United Therapeutics Corp Del Common 91307C102 10,772,475.00 99,400 SH SOLE PII 99,400
Unitedglobalcom CV PFD
1/20DSR 913247201 932,363.25 15,099 SH SOLE PII 15,099
United Global Com PFD D
DEP1/20 913247805 3,577,666.50 80,397 SH SOLE PII 80,397
Unitedhealth Group Inc Common 91324P102 9,556,921.67 111,448 SH SOLE PII 111,448
Universal Access Inc Common 913363107 3,775,450.00 154,100 SH SOLE PII 154,100
Universal Compression Hldgs Common 913431102 5,839,050.00 174,300 SH SOLE PII 174,300
Univision Communications Inc CL A 914906102 4,721,877.00 45,622 SH SOLE PII 45,622
Varian Inc Common 922206107 1,978,762.50 42,900 SH SOLE PII 42,900
Varian Semiconductor Equip Inc Common 922207105 11,042,437.50 175,800 SH SOLE PII 175,800
Veritas Software Corp Common 923436109 53,334,898.81 471,925 SH SOLE PII 471,925
Veritas Software Corp SB NT CV
5.25%04 923436AB5 7,303,737.50 617,000 SH SOLE PII 617,000
Verisign Inc Common 92343E102 57,672,257.50 326,755 SH SOLE PII 326,755
Vertex Pharmaceuticals Inc Common 92532F100 10,486,182.37 99,513 SH SOLE PII 99,513
Viacom Inc CL A 925524100 30,009,787.50 438,900 SH SOLE PII 438,900
Viacom Inc CL B 925524308 8,483,616.00 124,416 SH SOLE PII 124,416
Viasat Inc Common 92552V100 477,400.00 8,800 SH SOLE PII 8,800
Vignette Corp Common 926734104 3,765,931.25 72,400 SH SOLE PII 72,400
Virata Corp Common 927646109 14,840,662.50 248,900 SH SOLE PII 248,900
Vishay Intertechnology Inc Common 928298108 27,808,187.49 733,000 SH SOLE PII 733,000
Visible Genetics Inc Common 92829S104 9,049,818.75 200,550 SH SOLE PII 200,550
Vitesse Semiconductor Corp Common 928497106 9,923,581.25 134,900 SH SOLE PII 134,900
Vitria Technology Inc Common 92849Q104 2,405,696.62 39,357 SH SOLE PII 39,357
Wal Mart Stores Inc Common 931142103 49,246,325.00 854,600 SH SOLE PII 854,600
Walgreen Co Common 931422109 872,281.25 27,100 SH SOLE PII 27,100
Washington Gas Lt Co Common 938837101 411,468.75 17,100 SH SOLE PII 17,100
Washington Mut Inc Common 939322103 28,300,965.00 980,120 SH SOLE PII 980,120
Waste Connections Inc Common 941053100 296,250.00 15,000 SH SOLE PII 15,000
Waters Corp Common 941848103 18,097,812.50 145,000 SH SOLE PII 145,000
Watson Pharmaceuticals Inc Common 942683103 1,617,875.00 30,100 SH SOLE PII 30,100
Wavecom Sa Adr SPONSORED
ADR 943531103 5,599,000.00 50,900 SH SOLE PII 50,900
Weatherford Intl Inc New Common 947074100 46,616,639.25 1,170,900 SH SOLE PII 1,170,900
Websense Inc Common 947684106 4,369,237.50 173,900 SH SOLE PII 173,900
Webmethods Inc Common 94768C108 5,815,937.50 37,000 SH SOLE PII 37,000
Wellpoint Health Networks Inc Common 94973H108 3,728,213.25 51,468 SH SOLE PII 51,468
Wells Fargo Company Common 949746101 3,681,250.00 95,000 SH SOLE PII 95,000
Western Gas Res Inc Common 958259103 577,500.00 27,500 SH SOLE PII 27,500
Western Wireless Corp CL A 95988E204 1,144,500.00 21,000 SH SOLE PII 21,000
Willamette Industries Common 969133107 436,000.00 16,000 SH SOLE PII 16,000
Williams Cos Inc Common 969457100 479,406.25 11,500 SH SOLE PII 11,500
World Access Inc Common 98141A101 742,293.75 67,100 SH SOLE PII 67,100
Worldcom Inc Common 98157D106 20,429,559.63 445,331 SH SOLE PII 445,331
Xilinx Inc Common 983919101 6,043,575.00 73,200 SH SOLE PII 73,200
Yahoo Inc Common 984332106 693,700.00 5,600 SH SOLE PII 5,600
Zoll Med Corp Common 989922109 490,000.00 10,000 SH SOLE PII 10,000
Lernout & Hauspie Speech Products Common B5628B104 2,273,625.00 51,600 SH SOLE PII 51,600
Ace Ltd ORD G0070K103 1,139,208.00 40,686 SH SOLE PII 40,686
Amdocs Limited ORD G02602103 7,153,100.00 93,200 SH SOLE PII 93,200
American Safety Insurance Grp ORD G02995101 655,343.75 156,500 SH SOLE PII 156,500
Gemstar Intl Group Ltd ORD G3788V106 1,800,576.56 29,300 SH SOLE PII 29,300
Global Crossing Ltd Common G3921A100 2,353,051.27 100,850 SH SOLE PII 100,850
Global Crossing Ltd PFD CV
6.75% G3921A134 2,482,626.69 11,291 SH SOLE PII 11,291
Opentv Corporation CL A G67543101 4,976,637.50 110,900 SH SOLE PII 110,900
Partnerre Ltd Common G6852T105 2,023,481.25 57,100 SH SOLE PII 57,100
Santa Fe International Corp Common G7805C108 26,175,175.00 749,200 SH SOLE PII 749,200
Check Point Software Technologies ORD M22465104 5,103,175.00 24,100 SH SOLE PII 24,100
Gilat Satellite Networks ORD M51474100 1,130,812.50 16,300 SH SOLE PII 16,300
M Sys Flash Disk Pioneers Ltd ORD M7061C100 3,917,112.50 50,300 SH SOLE PII 50,300
Orckit Communications Ltd Common M7531S107 942,912.50 31,300 SH SOLE PII 31,300
Asm Int'l Nv Common N07045102 6,179,800.00 233,200 SH SOLE PII 233,200
Asm Lithography Hldg N V N Y SHS N07059111 8,405,812.50 190,500 SH SOLE PII 190,500
Banco Latinoamericano De Exp CL E P16994132 354,400.00 12,800 SH SOLE PII 12,800
Panamerican Beverages Inc CL A P74823108 359,246.87 24,050 SH SOLE PII 24,050
Flextronics International ORD Y2573F102 5,688,973.50 82,824 SH SOLE PII 82,824
----------------
6,485,211,417.93
================
</TABLE>
