UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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: 7337 East Doubletree Ranch Rd., Scottsdale, Arizona 85258
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: (480) 477-2160
Signature, Place, and Date of Signing:
/s/ Robyn L. Ichilov Phoenix, AZ November 14, 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: 700
Form 13F Information Table Value Total: $6,923,655,710.57
(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>
ABBOTT LABS COM NPV 002824100 9,536,281.25 200,500 SH N/A SOLE PII 200,500 N/A N/A
ABERCROMBIE AND FITCH CO COM CL A 002896207 23,153,312.50 1,214,600 SH N/A SOLE PII 1,214,600 N/A N/A
ABGENIX INC COM 00339B107 15,289,725.00 189,200 SH N/A SOLE PII 189,200 N/A N/A
ACLARA BIOSCIENCES INC COM 00461P106 4,538,025.00 149,400 SH N/A SOLE PII 149,400 N/A N/A
ACTUANT CORP CL A 00508X104 74,812.50 19,000 SH N/A SOLE PII 19,000 N/A N/A
ADC TELECOMMUNICATIONS INC COM 000886101 2,057,831.96 76,526 SH N/A SOLE PII 76,526 N/A N/A
ADMINISTRADORA DE FONDAS DE PE SPONSORED ADR 00709P108 228,218.75 10,900 SH N/A SOLE PII 10,900 N/A N/A
ADOBE SYS INC COM 00724F101 84,487,050.00 544,200 SH N/A SOLE PII 544,200 N/A N/A
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 1,416,525.00 37,400 SH N/A SOLE PII 37,400 N/A N/A
ADVANCED MICRO DEVICES INC COM 007903107 1,294,650.00 54,800 SH N/A SOLE PII 54,800 N/A N/A
AES CORP COM 00130H105 51,397,605.00 750,330 SH N/A SOLE PII 750,330 N/A N/A
AFFILIATED COMPUTER SVCS INC CL A 008190100 1,755,600.00 35,200 SH N/A SOLE PII 35,200 N/A N/A
AFLAC INC COM 001055102 13,478,750.00 210,400 SH N/A SOLE PII 210,400 N/A N/A
AIR PRODS + CHEMS INC COM 009158106 554,400.00 15,400 SH N/A SOLE PII 15,400 N/A N/A
ALABAMA NATL BANCORPORATION DE COM 010317105 4,467,725.00 206,600 SH N/A SOLE PII 206,600 N/A N/A
ALBANY MOLECULAR RESH INC COM 012423109 15,732,500.00 280,000 SH N/A SOLE PII 280,000 N/A N/A
ALBERTSONS INC COM 013104104 354,900.00 16,900 SH N/A SOLE PII 16,900 N/A N/A
ALCOA INC COM 013817101 5,521,213.12 218,122 SH N/A SOLE PII 218,122 N/A N/A
ALKERMES INC COM 01642T108 8,721,525.00 225,800 SH N/A SOLE PII 225,800 N/A N/A
ALLIANCE CAP MGMT HLDG LP UNIT LTD
PARTNERSHIP INT 01855A101 10,933,766.25 218,130 SH N/A SOLE PII 218,130 N/A N/A
ALLIANCE PHARMACEUTICAL CORP COM 018773101 4,222,725.00 276,900 SH N/A SOLE PII 276,900 N/A N/A
ALLSTATE CORP COM 020002101 1,164,125.00 33,500 SH N/A SOLE PII 33,500 N/A N/A
ALLTEL CORP COM 020039103 3,655,734.37 70,050 SH N/A SOLE PII 70,050 N/A N/A
ALPHARMA INC CL A 020813101 7,365,562.50 120,500 SH N/A SOLE PII 120,500 N/A N/A
ALTEON WEBSYSTEMS INC COM 02145A109 3,295,075.00 30,400 SH N/A SOLE PII 30,400 N/A N/A
ALTERA CORP COM 021441100 8,284,720.50 173,502 SH N/A SOLE PII 173,502 N/A N/A
ALZA CORP COM 022615108 11,785,625.00 136,250 SH N/A SOLE PII 136,250 N/A N/A
AMBAC FINL GROUP INC COM 023139108 307,650.00 4,200 SH N/A SOLE PII 4,200 N/A N/A
AMERADA HESS CORP COM NPV 023551104 502,031.25 7,500 SH N/A SOLE PII 7,500 N/A N/A
AMEREN CORP COM 023608102 10,415,317.50 248,724 SH N/A SOLE PII 248,724 N/A N/A
AMERICA ONLINE INC DEL COM 02364J104 4,769,157.57 89,200 SH N/A SOLE PII 89,200 N/A N/A
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 28,611,450.00 908,300 SH N/A SOLE PII 908,300 N/A N/A
AMERICAN ELEC PWR INC COM 025537101 504,712.50 12,900 SH N/A SOLE PII 12,900 N/A N/A
AMERICAN EXPRESS CO COM 025816109 4,228,007.12 72,500 SH N/A SOLE PII 72,500 N/A N/A
AMERICAN GEN CORP COM 026351106 4,293,900.00 55,050 SH N/A SOLE PII 55,050 N/A N/A
AMERICAN HOME PRODUCTS CORP COM 026609107 2,030,593.75 35,900 SH N/A SOLE PII 35,900 N/A N/A
AMERICAN INTL GROUP INC COM 026874107 13,409,550.54 140,139 SH N/A SOLE PII 140,139 N/A N/A
AMERICREDIT CORP COM 03060R101 8,859,843.75 307,500 SH N/A SOLE PII 307,500 N/A N/A
AMGEN INC COM 031162100 25,427,911.69 364,150 SH N/A SOLE PII 364,150 N/A N/A
AMR CORP DEL COM 001765106 225,543.75 6,900 SH N/A SOLE PII 6,900 N/A N/A
ANADARKO PETE CORP COM 032511107 7,754,220.49 116,675 SH N/A SOLE PII 116,675 N/A N/A
ANALOG DEVICES INC COM 032654105 825,625.00 10,000 SH N/A SOLE PII 10,000 N/A N/A
ANDREW CORP COM 034425108 2,605,656.25 99,500 SH N/A SOLE PII 99,500 N/A N/A
ANHEUSER BUSCH COS INC COM 035229103 9,960,362.50 235,400 SH N/A SOLE PII 235,400 N/A N/A
ANNTAYLOR STORES CORP COM 036115103 24,292,500.00 632,000 SH N/A SOLE PII 632,000 N/A N/A
AON CORP COM 037389103 431,750.00 11,000 SH N/A SOLE PII 11,000 N/A N/A
APACHE CORP COM 037411105 13,169,620.75 222,742 SH N/A SOLE PII 222,742 N/A N/A
APPLE COMPUTER COM NPV 037833100 283,250.00 11,000 SH N/A SOLE PII 11,000 N/A N/A
APPLIED FILMS CORP COM 038197109 10,299,362.50 379,700 SH N/A SOLE PII 379,700 N/A N/A
APPLIED MATERIALS INC COM 038222105 1,553,987.50 26,200 SH N/A SOLE PII 26,200 N/A N/A
APPLIED MICRO CIRCUITS CORP CDT COM 03822W109 120,510,375.00 582,000 SH N/A SOLE PII 582,000 N/A N/A
APPLIED MOLECULAR EVOLUTION IN COM 03823E108 2,443,612.50 60,900 SH N/A SOLE PII 60,900 N/A N/A
ARACRUZ CELULOSE S A SPONSORED ADR 038496204 1,035,156.25 62,500 SH N/A SOLE PII 62,500 N/A N/A
ARENA PHARMACEUTICALS INC COM 040047102 5,590,000.00 130,000 SH N/A SOLE PII 130,000 N/A N/A
ARGONAUT TECHNOLOGIES INC OC COM 040175101 3,591,843.75 193,500 SH N/A SOLE PII 193,500 N/A N/A
ARIBA INC COM 04033V104 37,019,837.47 258,400 SH N/A SOLE PII 258,400 N/A N/A
ART TECHNOLOGY GROUP INC OC COM 04289L107 22,275,725.00 235,100 SH N/A SOLE PII 235,100 N/A N/A
ASSOCIATES FIRST CAP CORP CL A 046008108 10,970,600.00 288,700 SH N/A SOLE PII 288,700 N/A N/A
ASTORIA FINL CORP COM 046265104 9,134,812.50 236,500 SH N/A SOLE PII 236,500 N/A N/A
AT+T CORP COM LIBERTY MEDIA
GRP CL A 001957208 47,268,225.74 2,227,042 SH N/A SOLE PII 2,227,042 N/A N/A
ATMI INC COM 00207R101 2,409,962.50 103,100 SH N/A SOLE PII 103,100 N/A N/A
AURORA BIOSCIENCE CORP COM 051920106 36,244,000.00 533,000 SH N/A SOLE PII 533,000 N/A N/A
AUTOMATIC DATA PROCESSING COM 053015103 11,920,468.75 178,250 SH N/A SOLE PII 178,250 N/A N/A
AVANEX CORP COM 05348W109 10,215,774.68 94,865 SH N/A SOLE PII 94,865 N/A N/A
AVERY DENNISON CORP COM 053611109 4,574,893.75 98,650 SH N/A SOLE PII 98,650 N/A N/A
AVICI SYS INC COM 05367L109 1,426,875.00 15,000 SH N/A SOLE PII 15,000 N/A N/A
AXA FINL INC COM 002451102 906,687.50 17,800 SH N/A SOLE PII 17,800 N/A N/A
BAKER HUGHES INC COM 057224107 17,179,593.75 462,750 SH N/A SOLE PII 462,750 N/A N/A
BANCO GANADERO S A SPONSORED ADR
REPSTG PREF
CL C 059594507 101,931.25 34,700 SH N/A SOLE PII 34,700 N/A N/A
BANCO SANTIAGO SPONSORED ADR
REPSTG COM 05965L105 261,300.00 13,400 SH N/A SOLE PII 13,400 N/A N/A
BANK AMER CORP COM 060505104 3,642,681.25 69,550 SH N/A SOLE PII 69,550 N/A N/A
BANK NEW YORK INC COM 064057102 14,556,628.12 259,650 SH N/A SOLE PII 259,650 N/A N/A
BANK OF THE OZARKS INC COM 063904106 1,962,937.50 165,300 SH N/A SOLE PII 165,300 N/A N/A
BANK ONE CORP COM 06423A103 1,568,175.00 40,600 SH N/A SOLE PII 40,600 N/A N/A
BANKNORTH GROUP INC NEW COM 06646R107 20,643,301.25 1,154,870 SH N/A SOLE PII 1,154,870 N/A N/A
BARD C R INC COM 067383109 211,250.00 5,000 SH N/A SOLE PII 5,000 N/A N/A
BAXTER INTL INC COM 071813109 20,244,440.62 253,650 SH N/A SOLE PII 253,650 N/A N/A
BAY BANCSHARES INC COM 07203N109 1,809,375.00 96,500 SH N/A SOLE PII 96,500 N/A N/A
BEA SYS INC COM 073325102 9,103,587.50 116,900 SH N/A SOLE PII 116,900 N/A N/A
BEAR STEARNS COS INC COM 073902108 511,875.00 8,125 SH N/A SOLE PII 8,125 N/A N/A
BECTON DICKINSON + CO COM 075887109 391,275.00 14,800 SH N/A SOLE PII 14,800 N/A N/A
BED BATH + BEYOND INC COM 075896100 10,305,039.04 422,500 SH N/A SOLE PII 422,500 N/A N/A
BEIJING YANHUA PETROCHEMICAL SPONSORED ADR
REPSTG CL H SHS 07725N108 148,974.37 25,630 SH N/A SOLE PII 25,630 N/A N/A
BELLSOUTH CORP COM 079860102 1,203,475.00 29,900 SH N/A SOLE PII 29,900 N/A N/A
BEST BUY CO INC COM STK USD0.10 086516101 8,462,125.00 133,000 SH N/A SOLE PII 133,000 N/A N/A
BESTFOODS COM 08658U101 414,675.00 5,700 SH N/A SOLE PII 5,700 N/A N/A
BJ SVCS CO COM 055482103 60,727,687.50 993,500 SH N/A SOLE PII 993,500 N/A N/A
BJS WHSL CLUB INC COM 05548J106 634,725.00 18,600 SH N/A SOLE PII 18,600 N/A N/A
BLOCK H + R INC COM 093671105 518,875.00 14,000 SH N/A SOLE PII 14,000 N/A N/A
BLOCKBUSTER INC CL A 093679108 267,900.00 30,400 SH N/A SOLE PII 30,400 N/A N/A
BMC SOFTWARE INC COM 055921100 956,250.00 50,000 SH N/A SOLE PII 50,000 N/A N/A
BOEING CO COM 097023105 592,200.00 9,400 SH N/A SOLE PII 9,400 N/A N/A
BOOKHAM TECHNOLOGY PLC SPONSORED ADR 09856Q108 471,625.00 11,000 SH N/A SOLE PII 11,000 N/A N/A
BOSTON SCIENTIFIC CORP COM 101137107 363,268.75 22,100 SH N/A SOLE PII 22,100 N/A N/A
BP AMOCO PLC SPONSORED ADR 055622104 7,695,600.00 145,200 SH N/A SOLE PII 145,200 N/A N/A
BRAELAN CORP CL A 104990965 6,198.60 12,764 SH N/A SOLE PII 12,764 N/A N/A
BRISTOL MYERS SQUIBB CO COM 110122108 8,357,387.50 146,300 SH N/A SOLE PII 146,300 N/A N/A
BROADCOM CORP CL A 111320107 23,125,781.25 94,875 SH N/A SOLE PII 94,875 N/A N/A
BROADVISION INC COM 111412102 2,060,337.50 80,600 SH N/A SOLE PII 80,600 N/A N/A
BROADWING INC COM 111620100 460,125.00 18,000 SH N/A SOLE PII 18,000 N/A N/A
BROCADE COMMUNICATIONS SYS COM 111621108 24,794,396.00 105,061 SH N/A SOLE PII 105,061 N/A N/A
BRUKER DALTONICS INC COM 116795105 3,603,250.00 81,200 SH N/A SOLE PII 81,200 N/A N/A
BSB BANCORP INC COM 055652101 9,383,515.62 419,375 SH N/A SOLE PII 419,375 N/A N/A
BURLINGTON NORTHN SANTA FE COM 12189T104 13,953,999.37 647,142 SH N/A SOLE PII 647,142 N/A N/A
BURLINGTON RES INC COM 122014103 1,398,875.00 38,000 SH N/A SOLE PII 38,000 N/A N/A
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 21,193,565.62 187,450 SH N/A SOLE PII 187,450 N/A N/A
C+D TECHNOLOGIES COM 124661109 11,906,150.00 209,800 SH N/A SOLE PII 209,800 N/A N/A
CALIFORNIA PIZZA KITCHEN COM 13054D109 1,853,600.00 66,200 SH N/A SOLE PII 66,200 N/A N/A
CALPINE CORP COM 131347106 30,341,812.50 290,700 SH N/A SOLE PII 290,700 N/A N/A
CAMINUS CORP COM 133766105 2,035,200.00 51,200 SH N/A SOLE PII 51,200 N/A N/A
CAPITAL ONE FINL CORP COM 14040H105 25,804,018.75 368,300 SH N/A SOLE PII 368,300 N/A N/A
CAPSTONE TURBINE CORP COM 14067D102 12,305,725.00 177,700 SH N/A SOLE PII 177,700 N/A N/A
CARDINAL HEALTH INC COM 14149Y108 6,653,746.87 75,450 SH N/A SOLE PII 75,450 N/A N/A
CATERPILLAR INC COM 149123101 641,250.00 19,000 SH N/A SOLE PII 19,000 N/A N/A
CCBT FINL COS INC COM 12500Q102 1,300,406.25 71,500 SH N/A SOLE PII 71,500 N/A N/A
CDW COMPUTER CTRS INC COM 125129106 46,119,600.00 668,400 SH N/A SOLE PII 668,400 N/A N/A
CELGENE CORP COM 151020104 51,589,475.00 867,050 SH N/A SOLE PII 867,050 N/A N/A
CEMEX S A SPONSORED ADR NEW
REP ORD PART 151290889 963,000.00 48,000 SH N/A SOLE PII 48,000 N/A N/A
CENDANT CORP COM 151313103 469,800.00 43,200 SH N/A SOLE PII 43,200 N/A N/A
CENTURYTEL INC COM 156700106 354,250.00 13,000 SH N/A SOLE PII 13,000 N/A N/A
CHARLES RIV LABORATORIES INTL COM 159864107 7,599,000.00 223,500 SH N/A SOLE PII 223,500 N/A N/A
CHARTER ONE FINL INC COM 160903100 44,075,498.99 1,808,226 SH N/A SOLE PII 1,808,226 N/A N/A
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 2,281,850.00 37,600 SH N/A SOLE PII 37,600 N/A N/A
CHASE MANHATTAN CORP NEW COM 16161A108 6,055,181.24 131,100 SH N/A SOLE PII 131,100 N/A N/A
CHEVRON CORP COM 166751107 31,619,139.75 370,899 SH N/A SOLE PII 370,899 N/A N/A
CHILDRENS PL RETAIL STORES COM 168905107 9,766,975.00 379,300 SH N/A SOLE PII 379,300 N/A N/A
CHINA UNICOM SPONSORED ADR 16945R104 1,592,312.50 73,000 SH N/A SOLE PII 73,000 N/A N/A
CHRISTOPHER + BANKS CORP COM 171046105 10,986,075.00 282,600 SH N/A SOLE PII 282,600 N/A N/A
CIENA CORP COM 171779101 47,884,593.75 389,900 SH N/A SOLE PII 389,900 N/A N/A
CIGNA CORP COM 125509109 876,960.00 8,400 SH N/A SOLE PII 8,400 N/A N/A
CINERGY CORP COM 172474108 7,320,037.50 221,400 SH N/A SOLE PII 221,400 N/A N/A
CIRRUS LOGIC INC COM 172755100 7,123,218.75 176,700 SH N/A SOLE PII 176,700 N/A N/A
CISCO SYS INC COM 17275R102 60,504,030.14 1,095,988 SH N/A SOLE PII 1,095,988 N/A N/A
CITIGROUP INC COM 172967101 83,550,323.57 1,552,541 SH N/A SOLE PII 1,552,541 N/A N/A
CLARENT CORP DEL COM 180461105 2,831,062.50 71,900 SH N/A SOLE PII 71,900 N/A N/A
CLEAR CHANNEL COMMUNICATIONS COM 184502102 641,049.00 11,346 SH N/A SOLE PII 11,346 N/A N/A
CLOROX CO COM 189054109 443,100.00 11,200 SH N/A SOLE PII 11,200 N/A N/A
CMS ENERGY CORP COM 125896100 212,806.25 7,900 SH N/A SOLE PII 7,900 N/A N/A
CNBT BANCSHARES INC COM 125972109 1,927,650.00 108,600 SH N/A SOLE PII 108,600 N/A N/A
COCA COLA CO COM 191216100 3,476,931.80 67,550 SH N/A SOLE PII 67,550 N/A N/A
COCA COLA FEMSA S A CV ADR 191241108 6,012,000.00 300,600 SH N/A SOLE PII 300,600 N/A N/A
COEUR D ALENE MINES CORP IDAHO COM 192108108 313,250.00 250,600 SH N/A SOLE PII 250,600 N/A N/A
COLDWATER CREEK INC COM 193068103 2,721,600.00 100,800 SH N/A SOLE PII 100,800 N/A N/A
COLGATE PALMOLIVE CO COM 194162103 598,416.20 14,920 SH N/A SOLE PII 14,920 N/A N/A
COLUMBIA BANCORP COM 197227101 364,000.00 28,000 SH N/A SOLE PII 28,000 N/A N/A
COLUMBIA ENERGY GROUP COM 197648108 30,741,154.00 432,974 SH N/A SOLE PII 432,974 N/A N/A
COMCAST CORP CL A SPL 200300200 2,861,531.25 69,900 SH N/A SOLE PII 69,900 N/A N/A
COMERICA INC COM 200340107 33,005,500.00 564,800 SH N/A SOLE PII 564,800 N/A N/A
COMMERCE BANCSHARES INC COM 200525103 5,021,188.18 136,399 SH N/A SOLE PII 136,399 N/A N/A
COMMERCE ONE INC DEL COM 200693109 13,121,275.00 167,150 SH N/A SOLE PII 167,150 N/A N/A
COMMERCIAL FED CORP COM 201647104 13,338,482.62 697,437 SH N/A SOLE PII 697,437 N/A N/A
COMMUNITY BK SYS INC COM 203607106 4,894,878.00 188,700 SH N/A SOLE PII 188,700 N/A N/A
COMMUNITY HEALTH SYS INC NEW COM 203668108 41,985,768.75 1,306,950 SH N/A SOLE PII 1,306,950 N/A N/A
COMPANHIA BRASILEIRA DE DISTR SPONSORED ADR
REPSTG PFD 20440T201 2,677,500.00 72,000 SH N/A SOLE PII 72,000 N/A N/A
COMPANHIA DE BEBIDAS DAS AMERS SPONSORED ADR
REPSTG PFD SHD 20441W203 27,452,700.00 1,240,800 SH N/A SOLE PII 1,240,800 N/A N/A
COMPANHIA ENERGETICA DE MINAS SPON ADR PAR .01
REP NON VTG 204409601 295,056.04 17,790 SH N/A SOLE PII 17,790 N/A N/A
COMPANHIA PARANAENSE DE ENERG SPONSORED ADR
REPSTG PFD SHS 20441B407 367,158.75 41,370 SH N/A SOLE PII 41,370 N/A N/A
COMPANIA ANON NACL TELE DE VEZ SPON ADR REPST 7
CL D SHRS 204421101 19,064,915.62 780,150 SH N/A SOLE PII 780,150 N/A N/A
COMPAQ COMPUTER CORP COM 204493100 11,924,819.76 434,900 SH N/A SOLE PII 434,900 N/A N/A
COMPASS BANCSHARES INC COM 20449H109 3,428,100.00 175,800 SH N/A SOLE PII 175,800 N/A N/A
COMPUCREDIT CORP COM 20478N100 9,552,765.62 170,300 SH N/A SOLE PII 170,300 N/A N/A
COMPUTER SCIENCES CORP COM 205363104 7,213,387.50 97,150 SH N/A SOLE PII 97,150 N/A N/A
COMVERSE TECHNOLOGY INC COM NEW 205862402 12,992,400.00 120,300 SH N/A SOLE PII 120,300 N/A N/A
CONOCO INC CL B 208251405 6,481,106.43 240,613 SH N/A SOLE PII 240,613 N/A N/A
CONSOLIDATED EDISON INC COM 209115104 8,549,131.50 250,524 SH N/A SOLE PII 250,524 N/A N/A
CONSOLIDATED STORES CORP COM 210149100 4,361,931.00 323,106 SH N/A SOLE PII 323,106 N/A N/A
CONVERGYS CORP COM 212485106 408,187.50 10,500 SH N/A SOLE PII 10,500 N/A N/A
COOPER CAMERON CORP COM 216640102 11,443,668.75 155,300 SH N/A SOLE PII 155,300 N/A N/A
COORS ADOLPH CO CLASS B COM 217016104 505,500.00 8,000 SH N/A SOLE PII 8,000 N/A N/A
COPENE PETROQ DO NORDESTE SA SPON ADR PFD A 217252105 207,118.58 10,300 SH N/A SOLE PII 10,300 N/A N/A
COR THERAPEUTICS INC COM 217753102 55,028,168.75 883,100 SH N/A SOLE PII 883,100 N/A N/A
CORNING INC COM 219350105 31,521,501.00 106,133 SH N/A SOLE PII 106,133 N/A N/A
CORVIS CORP COM 221009103 22,370,627.31 366,450 SH N/A SOLE PII 366,450 N/A N/A
COSINE COMMUNICATIONS INC COM 221222102 3,055,937.49 55,000 SH N/A SOLE PII 55,000 N/A N/A
COSTCO WHSL CORP NEW COM 22160K105 9,080,256.25 259,900 SH N/A SOLE PII 259,900 N/A N/A
COVENTRY HELATH CARE INC COM 222862104 2,571,250.00 170,000 SH N/A SOLE PII 170,000 N/A N/A
CP + L ENERGY INC COM 12614C106 742,037.50 17,800 SH N/A SOLE PII 17,800 N/A N/A
CROSS TIMBERS OIL CO COM 227573102 16,293,065.62 849,150 SH N/A SOLE PII 849,150 N/A N/A
CROWN CASTLE INTL CORP PFD CONV 228227401 7,083,456.25 207,500 SH N/A SOLE PII 207,500 N/A N/A
CUBIST PHARMACEUTICALS INC COM 229678107 8,095,718.75 155,500 SH N/A SOLE PII 155,500 N/A N/A
CURAGEN CORP COM 23126R101 17,843,890.62 334,900 SH N/A SOLE PII 334,900 N/A N/A
CURON MED INC COM 231292103 2,703,650.00 235,100 SH N/A SOLE PII 235,100 N/A N/A
CYTYC CORP COM 232946103 6,059,062.50 140,500 SH N/A SOLE PII 140,500 N/A N/A
D.R.HORTON INC COM 23331A109 12,278,041.01 714,359 SH N/A SOLE PII 714,359 N/A N/A
DAIN RAUSCHER CORP COM 233856103 5,721,360.00 61,520 SH N/A SOLE PII 61,520 N/A N/A
DAIRY MART CONVIENCE STORES WTS 1DEC2001 233860998 14,179.20 23,632 SH N/A SOLE PII 23,632 N/A N/A
DE BEERS CONS MINES LTD ADR DEFD 240253302 1,898,734.37 68,500 SH N/A SOLE PII 68,500 N/A N/A
DECODE GENETICS INC COM 243586104 2,281,050.00 88,800 SH N/A SOLE PII 88,800 N/A N/A
DEERE + CO COM 244199105 1,349,950.00 40,600 SH N/A SOLE PII 40,600 N/A N/A
DELL COMPUTER CORP COM 247025109 3,504,349.00 115,550 SH N/A SOLE PII 115,550 N/A N/A
DELPHI AUTOMOTIVE SYS CORP COM 247126105 405,350.00 26,800 SH N/A SOLE PII 26,800 N/A N/A
DELTA AIR LINES INC DE COM 247361108 208,562.50 4,700 SH N/A SOLE PII 4,700 N/A N/A
DEVON ENERGY CORPORATION NEW COM 25179M103 649,620.00 10,800 SH N/A SOLE PII 10,800 N/A N/A
DIACRIN INC COM 25243N103 1,960,800.00 275,200 SH N/A SOLE PII 275,200 N/A N/A
DIAL CORP NEW COM 25247D101 337,125.00 29,000 SH N/A SOLE PII 29,000 N/A N/A
DIAMOND TECHNOLOGY PARTNER INC CL A 252762109 27,056,700.00 364,400 SH N/A SOLE PII 364,400 N/A N/A
DIGITAL LIGHTWAVE INC COM 253855100 38,222,247.00 526,296 SH N/A SOLE PII 526,296 N/A N/A
DISCOVERY PARTNERS INTL INC COM 254675101 2,465,937.50 121,400 SH N/A SOLE PII 121,400 N/A N/A
DISNEY WALT CO DISNEY COM 254687106 7,721,297.25 205,700 SH N/A SOLE PII 205,700 N/A N/A
DOLLAR GEN CORP COM 256669102 5,443,750.00 325,000 SH N/A SOLE PII 325,000 N/A N/A
DOLLAR TREE STORES INC COM 256747106 11,168,884.37 275,350 SH N/A SOLE PII 275,350 N/A N/A
DONALDSON INC COM 257651109 506,000.00 23,000 SH N/A SOLE PII 23,000 N/A N/A
DOVER CORP COM 260003108 5,641,887.50 120,200 SH N/A SOLE PII 120,200 N/A N/A
DOW CHEM CO COM 260543103 775,556.25 31,100 SH N/A SOLE PII 31,100 N/A N/A
DRIL QUIP INC COM 262037104 9,027,700.00 226,400 SH N/A SOLE PII 226,400 N/A N/A
DTE ENERGY CO COM 233331107 359,550.00 9,400 SH N/A SOLE PII 9,400 N/A N/A
DU PONT E I DE NEMOURS + CO COM 263534109 14,120,118.17 340,757 SH N/A SOLE PII 340,757 N/A N/A
DUKE ENERGY CO COM STK NPV 264399106 23,581,250.00 275,000 SH N/A SOLE PII 275,000 N/A N/A
DYCOM INDS INC COM 267475101 1,457,915.62 35,025 SH N/A SOLE PII 35,025 N/A N/A
DYNEGY INC NEW CL A 26816Q101 17,381,124.00 304,932 SH N/A SOLE PII 304,932 N/A N/A
E M C CORP MASS COM 268648102 39,100,847.50 394,460 SH N/A SOLE PII 394,460 N/A N/A
E TRADE GROUP INC COM 269246104 233,412.50 14,200 SH N/A SOLE PII 14,200 N/A N/A
EASTMAN KODAK CO COM 277461109 10,150,243.50 248,324 SH N/A SOLE PII 248,324 N/A N/A
EATON CORP COM 278058102 264,987.50 4,300 SH N/A SOLE PII 4,300 N/A N/A
ECHOSTAR COMMUNICATIONS CORP N CL A 278762109 6,140,100.00 116,400 SH N/A SOLE PII 116,400 N/A N/A
EDEN BIOSCIENCE CORP COM 279445100 2,240,700.00 67,900 SH N/A SOLE PII 67,900 N/A N/A
EDISON INTL COM 281020107 251,062.50 13,000 SH N/A SOLE PII 13,000 N/A N/A
EDWARDS LIFESCIENCES CORP COM 28176E108 8,286,568.75 379,900 SH N/A SOLE PII 379,900 N/A N/A
EL PASO ENERGY CORP DEL COM 283905107 22,496,206.25 365,050 SH N/A SOLE PII 365,050 N/A N/A
ELAN PLC ADR 284131208 4,462,125.00 81,500 SH N/A SOLE PII 81,500 N/A N/A
ELECTRONIC DATA SYS CORP NEW COM 285661104 543,650.00 13,100 SH N/A SOLE PII 13,100 N/A N/A
EMBRAER EMPRESA BRASILEIRA DE SPNSRD ADR REPSTG
PFD SHS 29081M102 7,247,800.00 233,800 SH N/A SOLE PII 233,800 N/A N/A
EMBRATEL PARTICIPACOES S A SPONSORED ADR
REPSTG PFD 29081N100 5,329,850.00 288,100 SH N/A SOLE PII 288,100 N/A N/A
EMERSON ELEC CO COM 291011104 8,435,300.00 125,900 SH N/A SOLE PII 125,900 N/A N/A
EMULEX CORP COM NEW 292475209 36,125,250.00 294,900 SH N/A SOLE PII 294,900 N/A N/A
ENERGY EAST CORP COM 29266M109 10,258,175.00 453,400 SH N/A SOLE PII 453,400 N/A N/A
ENRON CORP COM 293561106 52,721,333.75 601,670 SH N/A SOLE PII 601,670 N/A N/A
ENSCO INTL INC COM 26874Q100 20,957,175.00 547,900 SH N/A SOLE PII 547,900 N/A N/A
ENTERGY CORP COM 29364G103 484,250.00 13,000 SH N/A SOLE PII 13,000 N/A N/A
ENTRAVISION COM CORP COM 29382R107 5,295,900.00 304,800 SH N/A SOLE PII 304,800 N/A N/A
ENZON INC COM 293904108 16,287,150.00 246,775 SH N/A SOLE PII 246,775 N/A N/A
EOG RESOURCES INC COM 26875P101 18,207,106.25 468,350 SH N/A SOLE PII 468,350 N/A N/A
EQUIFAX INC COM 294429105 6,069,018.75 225,300 SH N/A SOLE PII 225,300 N/A N/A
EQUITABLE RES INC COM 294549100 15,986,343.75 252,250 SH N/A SOLE PII 252,250 N/A N/A
EQUITY OFFICE PPTYS TR PFD COVN SER B 5.25 294741509 2,436,344.00 52,964 SH N/A SOLE PII 52,964 N/A N/A
ERICSSON L M TEL CO ADR CL B SEK 10 294821400 4,889,606.25 330,100 SH N/A SOLE PII 330,100 N/A N/A
ESPERION THERAPEUTICS COM 29664R106 4,912,800.00 284,800 SH N/A SOLE PII 284,800 N/A N/A
EXAR CORP COM 300645108 12,511,400.00 103,400 SH N/A SOLE PII 103,400 N/A N/A
EXCHANGE APPLICATIONS INC COM 300867108 621,234.37 137,100 SH N/A SOLE PII 137,100 N/A N/A
EXTREME NETWORKS INC COM 30226D106 27,343,745.00 238,810 SH N/A SOLE PII 238,810 N/A N/A
EXXON MOBIL CORP COM 30231G102 63,169,482.48 708,774 SH N/A SOLE PII 708,774 N/A N/A
FACTORY 2 U INC COM 303072102 5,220,075.00 170,800 SH N/A SOLE PII 170,800 N/A N/A
FASTENAL CO COM 311900104 478,287.50 8,300 SH N/A SOLE PII 8,300 N/A N/A
FEDERAL HOME LN MTG CORP COM FORMERLY SR
PART PFD 313400301 6,845,393.74 126,620 SH N/A SOLE PII 126,620 N/A N/A
FEDERAL NATL MTG ASSN COM 313586109 12,923,625.00 180,750 SH N/A SOLE PII 180,750 N/A N/A
FEDERATED DEPT STORES INC DEL COM 31410H101 305,662.50 11,700 SH N/A SOLE PII 11,700 N/A N/A
FEDEX CORP COM 31428X106 1,631,712.00 36,800 SH N/A SOLE PII 36,800 N/A N/A
FIFTH THIRD BANCORP COM STK 316773100 3,235,193.75 60,050 SH N/A SOLE PII 60,050 N/A N/A
FINANCIAL INSTNS INC COM 317585404 2,937,812.50 197,500 SH N/A SOLE PII 197,500 N/A N/A
FIRST DATA CORP COM 319963104 570,312.50 14,600 SH N/A SOLE PII 14,600 N/A N/A
FIRST HEALTH GROUP CORP COM 320960107 2,857,350.00 88,600 SH N/A SOLE PII 88,600 N/A N/A
FIRST MUT BANCSHARES INC COM 32190E102 1,422,987.50 144,100 SH N/A SOLE PII 144,100 N/A N/A
FIRST UN CORP COM 337358105 1,290,718.75 40,100 SH N/A SOLE PII 40,100 N/A N/A
FLAG TELECOM HOLDINGS LTD COM G3529L102 1,615,718.75 149,000 SH N/A SOLE PII 149,000 N/A N/A
FLEETBOSTON FINL CORP COM 339030108 23,942,490.00 613,910 SH N/A SOLE PII 613,910 N/A N/A
FLEXTRONICS INTERNATIONAL COM Y2573F102 4,984,987.50 60,700 SH N/A SOLE PII 60,700 N/A N/A
FORD MTR CO DEL COM PAR USD0.01 345370860 3,272,325.95 130,389 SH N/A SOLE PII 130,389 N/A N/A
FOREST LABS INC COM 345838106 4,014,062.50 35,000 SH N/A SOLE PII 35,000 N/A N/A
FORTUNE BRANDS INC COM 349631101 6,999,286.00 264,124 SH N/A SOLE PII 264,124 N/A N/A
FORWARD AIR CORP COM 349853101 807,553.12 22,950 SH N/A SOLE PII 22,950 N/A N/A
FPL GROUP INC COM 302571104 460,250.00 7,000 SH N/A SOLE PII 7,000 N/A N/A
FRANKLIN RES INC COM 354613101 355,440.00 8,000 SH N/A SOLE PII 8,000 N/A N/A
FREEPORT MCMORAN COPPER + GOLD DEPOSITARY SH REP
0.025 SILVER 35671D865 2,325,262.50 276,600 SH N/A SOLE PII 276,600 N/A N/A
GALLAHER GROUP PLC SPONSORED ADR 363595109 5,628,825.00 242,100 SH N/A SOLE PII 242,100 N/A N/A
GANNETT INC COM 364730101 1,955,700.00 279,000 SH N/A SOLE PII 279,000 N/A N/A
GAP INC COM 364760108 853,300.00 42,400 SH N/A SOLE PII 42,400 N/A N/A
GEMSTAR TV GUIDE INTL INC COM 36866W106 2,310,468.75 26,500 SH N/A SOLE PII 26,500 N/A N/A
GENAISSANCE PHARMACEUTICALS COM 36867W105 1,655,000.00 80,000 SH N/A SOLE PII 80,000 N/A N/A
GENENTECH INC COM 368710406 55,418,434.37 298,450 SH N/A SOLE PII 298,450 N/A N/A
GENERAL ELEC CO COM 369604103 68,263,003.25 1,183,324 SH N/A SOLE PII 1,183,324 N/A N/A
GENERAL MLS INC COM 370334104 426,000.00 12,000 SH N/A SOLE PII 12,000 N/A N/A
GENERAL MTRS CORP COM 370442105 1,807,000.00 27,800 SH N/A SOLE PII 27,800 N/A N/A
GENOME THERAPEUTICS CORP COM 372430108 1,102,150.00 53,600 SH N/A SOLE PII 53,600 N/A N/A
GETTY IMAGES INC COM 374276103 8,169,425.00 268,400 SH N/A SOLE PII 268,400 N/A N/A
GILEAD SCIENCES INC COM 375558103 14,061,937.50 128,200 SH N/A SOLE PII 128,200 N/A N/A
GILLETTE CO COM 375766102 1,755,052.04 60,175 SH N/A SOLE PII 60,175 N/A N/A
GLENAYRE TECHNOLOGIES INC COM 377899109 444,787.50 40,900 SH N/A SOLE PII 40,900 N/A N/A
GLOBAL MARINE INC COM NEW 379352404 16,817,211.12 544,687 SH N/A SOLE PII 544,687 N/A N/A
GLOBESPAN SEMICONDUCTOR INC COM 379571102 15,863,050.00 130,025 SH N/A SOLE PII 130,025 N/A N/A
GLOBIX CORP COM 37957F101 2,463,198.75 105,660 SH N/A SOLE PII 105,660 N/A N/A
GLOBO CABO SA SPONSORED ADR
REPSTG PFD 37957X102 1,179,675.00 88,200 SH N/A SOLE PII 88,200 N/A N/A
GOLDEN WEST FINL CORP DEL COM 381317106 6,381,375.00 119,000 SH N/A SOLE PII 119,000 N/A N/A
GOLDFIELDS LTD NEW SPONSORED ADR 38059T106 625,000.00 200,000 SH N/A SOLE PII 200,000 N/A N/A
GOLDMAN SACHS GROUP INC COM 38141G104 1,424,218.75 12,500 SH N/A SOLE PII 12,500 N/A N/A
GOODRICH B F CO COM 382388106 337,012.50 8,600 SH N/A SOLE PII 8,600 N/A N/A
GPU INC COM 36225X100 214,087.50 6,600 SH N/A SOLE PII 6,600 N/A N/A
GRAINGER W W INC COM 384802104 523,618.75 19,900 SH N/A SOLE PII 19,900 N/A N/A
GRANT PRIDE INC COM 38821G101 8,137,715.62 370,950 SH N/A SOLE PII 370,950 N/A N/A
GRUPO FINANCIERO INBURSA SA DE SPONSORED ADR 40048D101 312,565.02 14,470 SH N/A SOLE PII 14,470 N/A N/A
GRUPO IUSACELL S A DE C V NEW SPONSORED ADR
REPSTG SER V SHS 40050B100 613,937.50 51,700 SH N/A SOLE PII 51,700 N/A N/A
GRUPO TELEVISION SA DE CV SPONSORED ADR
REPSTG ORD PARTN 40049J206 2,082,518.75 36,100 SH N/A SOLE PII 36,100 N/A N/A
GUIDANT CORP COM 401698105 643,256.25 9,100 SH N/A SOLE PII 9,100 N/A N/A
H PWR CORP CDT COM 40427A108 7,667,218.75 229,300 SH N/A SOLE PII 229,300 N/A N/A
H S RES INC COM 404297103 8,076,725.00 240,200 SH N/A SOLE PII 240,200 N/A N/A
HAIN CELESTIAL GROUP INC COM 405217100 1,046,725.00 29,800 SH N/A SOLE PII 29,800 N/A N/A
HALLIBURTON CO COM 406216101 3,707,015.62 75,750 SH N/A SOLE PII 75,750 N/A N/A
HARTFORD FINANCIAL SVCS GRP COM 416515104 882,543.75 12,100 SH N/A SOLE PII 12,100 N/A N/A
HCA HEALTHCARE CO COM 404119109 10,287,337.50 277,100 SH N/A SOLE PII 277,100 N/A N/A
HEALTH MGMT ASSOC CL A 421933102 9,013,893.75 433,100 SH N/A SOLE PII 433,100 N/A N/A
HEINZ H J CO COM 423074103 3,595,062.50 97,000 SH N/A SOLE PII 97,000 N/A N/A
HELLENIC TELECOMMUNICATIONS SPONSORED ADR 423325307 130,425.00 14,100 SH N/A SOLE PII 14,100 N/A N/A
HELLER FINL INC CL A 423328103 6,655,062.50 233,000 SH N/A SOLE PII 233,000 N/A N/A
HELMERICH AND PAYNE INC COM 423452101 487,687.50 13,500 SH N/A SOLE PII 13,500 N/A N/A
HEWLETT PACKARD CO COM 428236103 7,345,325.00 75,725 SH N/A SOLE PII 75,725 N/A N/A
HIGHLAND BANCORP INC COM 429879109 5,011,875.00 198,000 SH N/A SOLE PII 198,000 N/A N/A
HISPANIC BROADCASTING CORP COM 43357B104 362,375.00 13,000 SH N/A SOLE PII 13,000 N/A N/A
HOME DEPOT INC COM 437076102 6,842,409.37 128,950 SH N/A SOLE PII 128,950 N/A N/A
HOMESTAKE MNG CO COM 437614100 3,097,300.62 597,070 SH N/A SOLE PII 597,070 N/A N/A
HOUSEHOLD INTL INC COM 441815107 8,895,787.50 157,100 SH N/A SOLE PII 157,100 N/A N/A
HUDSON UTD BANCORP COM 444165104 8,913,123.37 322,647 SH N/A SOLE PII 322,647 N/A N/A
HUMAN GENOME SCIENCES INC COM 444903108 6,180,562.50 35,700 SH N/A SOLE PII 35,700 N/A N/A
HYDRIL COMPANY COM 448774109 1,983,800.00 87,200 SH N/A SOLE PII 87,200 N/A N/A
I2 TECHNOLOGIES INC COM 465754109 62,104,750.00 332,000 SH N/A SOLE PII 332,000 N/A N/A
IDEC PHARMACEUTICALS CORP COM 449370105 18,351,358.56 104,650 SH N/A SOLE PII 104,650 N/A N/A
ILEX ONCOLOGY INC COM 451923106 5,657,475.00 187,800 SH N/A SOLE PII 187,800 N/A N/A
ILLINOIS TOOL WKS INC COM 452308109 715,200.00 12,800 SH N/A SOLE PII 12,800 N/A N/A
ILLUMINA INC COM 452327109 2,395,800.00 52,800 SH N/A SOLE PII 52,800 N/A N/A
IMMUNEX CORP NEW COM 452528102 5,670,225.00 130,350 SH N/A SOLE PII 130,350 N/A N/A
INCYTE GENOMICS INC COM 45337C102 13,992,781.25 340,250 SH N/A SOLE PII 340,250 N/A N/A
INDEPENDENT BK CORP MI COM 453838104 2,832,394.25 163,604 SH N/A SOLE PII 163,604 N/A N/A
INET TECHNOLOGIES INC COM 45662V105 722,475.00 24,700 SH N/A SOLE PII 24,700 N/A N/A
INGERSOLL RAND CO COM 456866102 267,612.50 7,900 SH N/A SOLE PII 7,900 N/A N/A
INHALE THERAPEUTIC SYS COM 457191104 5,795,350.00 102,800 SH N/A SOLE PII 102,800 N/A N/A
INSIGHT ENTERPRISES INC COM 45765U103 1,533,834.37 56,288 SH N/A SOLE PII 56,288 N/A N/A
INSPIRE PHAMACEUTICAL INC COM 457733103 8,532,000.00 284,400 SH N/A SOLE PII 284,400 N/A N/A
INTEL CORP COM 458140100 37,881,460.78 914,600 SH N/A SOLE PII 914,600 N/A N/A
INTERCHANGE FINL SVCS CORP COM 458447109 303,875.00 22,100 SH N/A SOLE PII 22,100 N/A N/A
INTERNATIONAL AIRCRAFT INVS COM 458860103 2,085,937.50 375,000 SH N/A SOLE PII 375,000 N/A N/A
INTERNATIONAL BUSINESS MACHS COM 459200101 6,637,500.00 59,000 SH N/A SOLE PII 59,000 N/A N/A
INTERNATIONAL FASTFOOD CORP SER B CNV PFD 45950Q990 239,693.18 171,146 SH N/A SOLE PII 171,146 N/A N/A
INTERNATIONAL PAPER CO COM 460146103 763,087.50 26,600 SH N/A SOLE PII 26,600 N/A N/A
INTERNATIONAL PAPER CO COM 460146103 433,181.25 15,100 SH N/A SOLE PII 15,100 N/A N/A
INTERNATIONAL PAPER CO COM 460146103 1,683,956.25 58,700 SH N/A SOLE PII 58,700 N/A N/A
INTERNATIONAL RECTIFIER CORP COM 460254105 21,893,562.50 433,000 SH N/A SOLE PII 433,000 N/A N/A
INTERNET SEC SYS INC COM 46060X107 4,868,100.00 64,800 SH N/A SOLE PII 64,800 N/A N/A
INTERPUBLIC GROUP COS INC COM 460690100 313,375.00 9,200 SH N/A SOLE PII 9,200 N/A N/A
INTRABIOTICS PHARMACEUTICALS COM 46116T100 6,669,000.00 410,400 SH N/A SOLE PII 410,400 N/A N/A
INTRACEL CORP COMMON 461994949 25,783.10 184,165 SH N/A SOLE PII 184,165 N/A N/A
INVITROGEN CORP COM 46185R100 12,845,175.00 180,600 SH N/A SOLE PII 180,600 N/A N/A
ITT INDS INC COM 450911102 337,350.00 10,400 SH N/A SOLE PII 10,400 N/A N/A
IVAX CORP COM 465823102 26,560,400.00 577,400 SH N/A SOLE PII 577,400 N/A N/A
JDS UNIPHASE CORP COM 46612J101 31,420,626.56 331,835 SH N/A SOLE PII 331,835 N/A N/A
JO ANN STORES INC CL A 47758P109 783,000.00 108,000 SH N/A SOLE PII 108,000 N/A N/A
JO ANN STORES INC CL B NON VTG 47758P208 1,295,425.00 187,600 SH N/A SOLE PII 187,600 N/A N/A
JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 448,812.50 16,700 SH N/A SOLE PII 16,700 N/A N/A
JOHNSON + JOHNSON COM 478160104 21,265,375.24 228,380 SH N/A SOLE PII 228,380 N/A N/A
JOHNSON CTLS INC COM 478366107 680,800.00 12,800 SH N/A SOLE PII 12,800 N/A N/A
JUNIPER NETWORKS INC COM 48203R104 48,025,035.30 219,355 SH N/A SOLE PII 219,355 N/A N/A
KANSAS CITY PWR + LT CO COM 485134100 10,002,475.00 374,800 SH N/A SOLE PII 374,800 N/A N/A
KEEBLER FOODS CO COM 487256109 3,903,900.00 92,950 SH N/A SOLE PII 92,950 N/A N/A
KELLOGG CO COM 487836108 478,912.50 19,800 SH N/A SOLE PII 19,800 N/A N/A
KEMET CORP COM 488360108 23,199,475.00 839,800 SH N/A SOLE PII 839,800 N/A N/A
KENSEY NASH CORP COM 490057106 2,793,700.00 214,900 SH N/A SOLE PII 214,900 N/A N/A
KENT ELECTRS CORP COM 490553104 6,651,575.00 278,600 SH N/A SOLE PII 278,600 N/A N/A
KEY ENERGY SVCS INC COM 492914106 4,609,912.50 469,800 SH N/A SOLE PII 469,800 N/A N/A
KEYCORP NEW COM 493267108 13,775,062.50 544,200 SH N/A SOLE PII 544,200 N/A N/A
KEYSPAN CORP COM 49337W100 8,283,806.25 206,450 SH N/A SOLE PII 206,450 N/A N/A
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 2,637,250.00 548,000 SH N/A SOLE PII 548,000 N/A N/A
KIMBERLY CLARK CORP COM 494368103 1,984,413.43 35,555 SH N/A SOLE PII 35,555 N/A N/A
KINDER MORGAN INC KANS COM 49455P101 10,891,421.87 266,050 SH N/A SOLE PII 266,050 N/A N/A
KING PHARMACEUTICALS INC COM 495582108 5,071,733.12 151,678 SH N/A SOLE PII 151,678 N/A N/A
KNIGHT RIDDER INC COM 499040103 238,818.75 4,700 SH N/A SOLE PII 4,700 N/A N/A
KOHLS CORP COM 500255104 8,805,420.00 152,640 SH N/A SOLE PII 152,640 N/A N/A
KOORS INDS LTD SPONSORED ADR 500507108 306,346.25 15,610 SH N/A SOLE PII 15,610 N/A N/A
KOPIN CORP COM 500600101 13,107,600.00 728,200 SH N/A SOLE PII 728,200 N/A N/A
KOREA ELEC PWR CORP SPONSORED ADR 500631106 14,166,673.12 1,084,530 SH N/A SOLE PII 1,084,530 N/A N/A
KOREA TELECOM SPONSORED ADR 50063P103 6,839,325.00 203,400 SH N/A SOLE PII 203,400 N/A N/A
KORN / FERRY INTL COM NEW 500643200 13,771,312.50 364,200 SH N/A SOLE PII 364,200 N/A N/A
KRISPY KREME DOUGHNUTS INC COM 501014104 5,368,375.00 64,100 SH N/A SOLE PII 64,100 N/A N/A
KROGER CO COM 501044101 925,062.50 41,000 SH N/A SOLE PII 41,000 N/A N/A
LABORATORY CORP AMER HLDGS COM NEW 50540R409 35,098,725.00 293,100 SH N/A SOLE PII 293,100 N/A N/A
LAMAR CAP CORP COM 51282P106 1,596,875.00 200,000 SH N/A SOLE PII 200,000 N/A N/A
LATTICE SEMICONDUCTOR CORP COM 518415104 516,000.00 9,600 SH N/A SOLE PII 9,600 N/A N/A
LEHMAN BROTHERS HLDGS INC COM 524908100 12,068,220.00 81,680 SH N/A SOLE PII 81,680 N/A N/A
LEVEL 3 COMMUNICATIONS INC COM 52729N100 933,212.50 12,100 SH N/A SOLE PII 12,100 N/A N/A
LIBERTY FINL COS INC COM 530512102 8,481,150.00 360,900 SH N/A SOLE PII 360,900 N/A N/A
LIFEPOINT HOSPS INC COM 53219L109 20,412,500.00 575,000 SH N/A SOLE PII 575,000 N/A N/A
LILLY ELI + CO COM 532457108 2,928,612.50 36,100 SH N/A SOLE PII 36,100 N/A N/A
LIMITED INC COM 532716107 383,887.50 17,400 SH N/A SOLE PII 17,400 N/A N/A
LINCOLN NATL CORP IN COM 534187109 264,687.50 5,500 SH N/A SOLE PII 5,500 N/A N/A
LINEAR TECHNOLOGY CORP COM 535678106 375,550.00 5,800 SH N/A SOLE PII 5,800 N/A N/A
LINENS N THINGS INC COM 535679104 958,800.00 37,600 SH N/A SOLE PII 37,600 N/A N/A
LITTELFUSE INC COM 537008104 7,632,656.25 257,100 SH N/A SOLE PII 257,100 N/A N/A
LOUIS DREYFUS NAT GAS CORP COM 546011107 5,044,262.50 127,300 SH N/A SOLE PII 127,300 N/A N/A
LOWES COS INC COM 548661107 10,305,543.75 229,650 SH N/A SOLE PII 229,650 N/A N/A
LSI LOGIC CORP COM 502161102 485,550.00 16,600 SH N/A SOLE PII 16,600 N/A N/A
LUCENT TECHNOLOGIES INC COM 549463107 9,316,061.25 304,820 SH N/A SOLE PII 304,820 N/A N/A
MACROVISION CORP COM 555904101 41,982,300.00 518,300 SH N/A SOLE PII 518,300 N/A N/A
MALLINCKRODT INC NEW COM 561232109 501,875.00 11,000 SH N/A SOLE PII 11,000 N/A N/A
MANHATTAN ASSOCS INC COM 562750109 19,685,750.00 321,400 SH N/A SOLE PII 321,400 N/A N/A
MANUGISTICS GROUP INC COM 565011103 22,490,250.00 229,200 SH N/A SOLE PII 229,200 N/A N/A
MARINE DRILLING COS INC COM PAR 0.01 568240204 7,334,850.00 256,800 SH N/A SOLE PII 256,800 N/A N/A
MARRIOTT INTL INC NEW CL A 571903202 404,456.25 11,100 SH N/A SOLE PII 11,100 N/A N/A
MARSH + MCLENNAN COS INC COM 571748102 18,193,387.50 137,050 SH N/A SOLE PII 137,050 N/A N/A
MATTEL INC COM 577081102 220,393.75 19,700 SH N/A SOLE PII 19,700 N/A N/A
MAXIM INTEGRATED PRODS INC COM 57772K101 8,574,637.50 106,600 SH N/A SOLE PII 106,600 N/A N/A
MAXYGEN INC COM 577776107 5,265,312.50 101,500 SH N/A SOLE PII 101,500 N/A N/A
MAY DEPT STORES CO COM 577778103 366,950.00 17,900 SH N/A SOLE PII 17,900 N/A N/A
MBIA INC COM 55262C100 419,637.50 5,900 SH N/A SOLE PII 5,900 N/A N/A
MBNA CORP COM 55262L100 662,200.00 17,200 SH N/A SOLE PII 17,200 N/A N/A
MCDONALDS CORP COM 580135101 10,413,444.93 349,600 SH N/A SOLE PII 349,600 N/A N/A
MCK COMMUNICATIONS INC COM 581243102 325,800.00 14,400 SH N/A SOLE PII 14,400 N/A N/A
MCLEODUSA INC PFD CONV SER A
PCT 582266201 3,551,325.49 21,053 SH N/A SOLE PII 21,053 N/A N/A
MEAD CORP COM 582834107 371,662.50 15,900 SH N/A SOLE PII 15,900 N/A N/A
MEDIMMUNE INC COM 584699102 37,968,375.00 491,500 SH N/A SOLE PII 491,500 N/A N/A
MEDTRONIC INC COM 585055106 699,468.75 13,500 SH N/A SOLE PII 13,500 N/A N/A
MENS WEARHOUSE INC COM 587118100 19,968,806.25 705,300 SH N/A SOLE PII 705,300 N/A N/A
MERCK + CO INC COM 589331107 10,969,482.18 147,365 SH N/A SOLE PII 147,365 N/A N/A
MERCURY INTERACTIVE CORP COM 589405109 110,156,062.50 702,750 SH N/A SOLE PII 702,750 N/A N/A
MERRILL LYNCH + CO INC COM 590188108 12,771,000.00 193,500 SH N/A SOLE PII 193,500 N/A N/A
METLIFE INC COM 59156R108 16,262,437.50 621,000 SH N/A SOLE PII 621,000 N/A N/A
METRIS COS INC COM 591598107 12,104,775.00 306,450 SH N/A SOLE PII 306,450 N/A N/A
METROMEDIA FIBER NETWORK INC CL A 591689104 3,107,137.50 127,800 SH N/A SOLE PII 127,800 N/A N/A
MICHAELS STORES INC COM 594087108 6,768,000.00 169,200 SH N/A SOLE PII 169,200 N/A N/A
MICREL INC COM 594793101 19,972,700.00 298,100 SH N/A SOLE PII 298,100 N/A N/A
MICROCHIP TECHNOLOGY INC COM 595017104 1,820,090.62 55,050 SH N/A SOLE PII 55,050 N/A N/A
MICROMUSE INC COM 595094103 32,768,485.62 163,078 SH N/A SOLE PII 163,078 N/A N/A
MICRON TECHNOLOGY INC COM 595112103 924,600.00 20,100 SH N/A SOLE PII 20,100 N/A N/A
MICROSOFT CORP COM 594918104 9,536,657.51 161,000 SH N/A SOLE PII 161,000 N/A N/A
MILLENNIUM PHARMACEUTICALS COM 599902103 37,040,865.75 253,596 SH N/A SOLE PII 253,596 N/A N/A
MILLIPORE CORP COM 601073109 3,230,781.25 66,700 SH N/A SOLE PII 66,700 N/A N/A
MOLECULAR DEVICES CORP COM 60851C107 3,232,425.00 32,900 SH N/A SOLE PII 32,900 N/A N/A
MORGAN J P + CO INC COM 616880100 980,250.00 6,000 SH N/A SOLE PII 6,000 N/A N/A
MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 11,543,984.37 126,250 SH N/A SOLE PII 126,250 N/A N/A
MOTOROLA INC COM 620076109 11,448,609.86 406,296 SH N/A SOLE PII 406,296 N/A N/A
MSC INDL DIRECT INC CL A 553530106 1,041,575.00 68,300 SH N/A SOLE PII 68,300 N/A N/A
MSC INDL DIRECT INC CL A 553530106 3,451,075.00 226,300 SH N/A SOLE PII 226,300 N/A N/A
MSC INDL DIRECT INC CL A 553530106 8,549,150.00 560,600 SH N/A SOLE PII 560,600 N/A N/A
NABORS INDUSTRIES INC COM 629568106 10,951,442.80 208,997 SH N/A SOLE PII 208,997 N/A N/A
NANOMETRICS INC COM 630077105 12,466,968.75 233,300 SH N/A SOLE PII 233,300 N/A N/A
NATIONAL CITY BANCORPORATION COM 635312101 3,907,556.25 209,100 SH N/A SOLE PII 209,100 N/A N/A
NATIONAL CITY CORP COM 635405103 21,182,475.00 957,400 SH N/A SOLE PII 957,400 N/A N/A
NATIONAL DISC BROKERS GROUP COM 635646102 1,472,625.00 47,600 SH N/A SOLE PII 47,600 N/A N/A
NATIONAL OILWELL INC COM 637071101 10,118,750.00 323,800 SH N/A SOLE PII 323,800 N/A N/A
NATIONAL SEMICONDUCTOR CORP COM 637640103 591,675.00 14,700 SH N/A SOLE PII 14,700 N/A N/A
NATIONWIDE FINL SVCS INC CL A 638612101 560,625.00 15,000 SH N/A SOLE PII 15,000 N/A N/A
NATURAL MICROSYSTEMS CORP COM 638882100 26,294,836.54 488,780 SH N/A SOLE PII 488,780 N/A N/A
NEOPHARM INC COM 640919106 7,698,550.00 194,900 SH N/A SOLE PII 194,900 N/A N/A
NETWORK APPLIANCE INC COM 64120L104 26,863,387.50 210,900 SH N/A SOLE PII 210,900 N/A N/A
NEW FOCUS INC COM 644383101 8,180,201.56 103,465 SH N/A SOLE PII 103,465 N/A N/A
NEW YORK TIMES CO CL A 650111107 3,406,428.12 86,650 SH N/A SOLE PII 86,650 N/A N/A
NEWFIELD EXPL CO COM 651290108 6,933,093.75 148,500 SH N/A SOLE PII 148,500 N/A N/A
NEWMONT MNG CORP COM 651639106 2,382,890.00 140,170 SH N/A SOLE PII 140,170 N/A N/A
NEWPORT CORP COM 651824104 43,479,515.62 273,000 SH N/A SOLE PII 273,000 N/A N/A
NEXTEL COMMUNICATIONS INC CL A 65332V103 22,524,150.00 481,800 SH N/A SOLE PII 481,800 N/A N/A
NEXTLINK COMMUNICATIONS INC CL A PAR 0.02 65333H707 4,768,258.12 135,510 SH N/A SOLE PII 135,510 N/A N/A
NICE SYS LTD SPONSORED ADR 653656108 4,492,800.00 62,400 SH N/A SOLE PII 62,400 N/A N/A
NISOURCE INC COM 65473P105 5,144,343.75 211,050 SH N/A SOLE PII 211,050 N/A N/A
NOBLE DRILLING CORP COM 655042109 2,184,367.50 43,470 SH N/A SOLE PII 43,470 N/A N/A
NOKIA CORP SPONSORED ADR 654902204 10,361,203.12 260,250 SH N/A SOLE PII 260,250 N/A N/A
NORFOLK SOUTHN CORP COM 655844108 264,712.50 18,100 SH N/A SOLE PII 18,100 N/A N/A
NORTH FORK BANCORPORATION INC COM 659424105 8,727,417.50 403,580 SH N/A SOLE PII 403,580 N/A N/A
NORTH VY BANCORP CMT CAP STK 66304M105 1,103,700.00 84,900 SH N/A SOLE PII 84,900 N/A N/A
NORTHERN EMPIRE BANCSHARES COM 665112108 616,400.00 36,800 SH N/A SOLE PII 36,800 N/A N/A
NOVARTIS AG SPONSORED ADR 66987V109 526,150.00 13,600 SH N/A SOLE PII 13,600 N/A N/A
NOVELLUS SYS INC COM 670008101 875,375.00 18,800 SH N/A SOLE PII 18,800 N/A N/A
NUMERICAL TECHNOLOGIES INC COM 67053T101 3,725,456.25 129,300 SH N/A SOLE PII 129,300 N/A N/A
OAK HILL FINL INC COM 671337103 709,500.00 44,000 SH N/A SOLE PII 44,000 N/A N/A
OAK TECHNOLOGY COM 671802106 11,023,912.50 402,700 SH N/A SOLE PII 402,700 N/A N/A
OAKLEY INC COM 673662102 11,557,881.25 658,100 SH N/A SOLE PII 658,100 N/A N/A
OFFICE DEPOT INC COM 676220106 664,062.50 85,000 SH N/A SOLE PII 85,000 N/A N/A
OMNICARE INC COM 681904108 794,962.50 49,300 SH N/A SOLE PII 49,300 N/A N/A
ON ASSIGNMENT INC COM 682159108 1,148,325.00 36,600 SH N/A SOLE PII 36,600 N/A N/A
ONI SYS CORP COM 68273F103 638,712.50 7,400 SH N/A SOLE PII 7,400 N/A N/A
OPNET TECHNOLOGIES INC COM 683757108 1,397,950.00 38,300 SH N/A SOLE PII 38,300 N/A N/A
ORACLE CORP COM 68389X105 45,521,437.50 578,050 SH N/A SOLE PII 578,050 N/A N/A
ORCHID BIOSCIENCES INC COM 68571P100 8,282,400.00 243,600 SH N/A SOLE PII 243,600 N/A N/A
OSI PHARMACEUTICALS INC COM 671040103 7,301,000.00 104,300 SH N/A SOLE PII 104,300 N/A N/A
OTG SOFTWARE INC COM 671059103 13,574,587.50 332,100 SH N/A SOLE PII 332,100 N/A N/A
OXFORD HEALTH PLANS INC COM 691471106 27,300,115.90 888,260 SH N/A SOLE PII 888,260 N/A N/A
PAC WEST TELECOMM INC COM 69371Y101 102,656.25 11,250 SH N/A SOLE PII 11,250 N/A N/A
PACIFIC CENTY FINL CORP COM 694058108 15,205,287.50 887,900 SH N/A SOLE PII 887,900 N/A N/A
PACKARD BIOSCIENCE CO COM 695172205 8,143,200.00 417,600 SH N/A SOLE PII 417,600 N/A N/A
PANAMSAT CORP NEW COM 697933109 415,187.50 13,000 SH N/A SOLE PII 13,000 N/A N/A
PARKER HANNIFIN CORP COM 701094104 2,293,312.50 67,950 SH N/A SOLE PII 67,950 N/A N/A
PE CORP COM PE BIOSYSTEMS
GROUP 69332S102 15,599,350.00 133,900 SH N/A SOLE PII 133,900 N/A N/A
PECO ENERGY CO COM 693304107 10,325,906.25 170,500 SH N/A SOLE PII 170,500 N/A N/A
PECO II INC COM 705221109 3,847,987.50 82,200 SH N/A SOLE PII 82,200 N/A N/A
PEGASUS COMMUNICATIONS CORP CL A 705904100 3,343,225.00 69,200 SH N/A SOLE PII 69,200 N/A N/A
PEPSICO INC COM 713448108 10,248,273.37 226,830 SH N/A SOLE PII 226,830 N/A N/A
PERUSAHAAN PERSEROAN INDO SAT SPONSORED ADR 715680104 144,000.00 18,000 SH N/A SOLE PII 18,000 N/A N/A
PETROCHINA CO LTD SPONSORED ADR 71646E100 3,630,050.00 183,800 SH N/A SOLE PII 183,800 N/A N/A
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 56,625,933.41 1,955,630 SH N/A SOLE PII 1,955,630 N/A N/A
PFIZER INC COM 717081103 39,847,204.68 886,725 SH N/A SOLE PII 886,725 N/A N/A
PG+E CORP COM 69331C108 6,260,305.50 258,824 SH N/A SOLE PII 258,824 N/A N/A
PHARMACIA CORP COM 71713U102 2,088,506.25 34,700 SH N/A SOLE PII 34,700 N/A N/A
PHARMACOPEIA INC COM 71713B104 2,394,450.00 93,900 SH N/A SOLE PII 93,900 N/A N/A
PHARSIGHT CORP COM 71721Q101 2,260,700.00 244,400 SH N/A SOLE PII 244,400 N/A N/A
PHILIP MORRIS COS INC COM 718154107 9,997,823.36 340,850 SH N/A SOLE PII 340,850 N/A N/A
PHILIPPINE LONG DIST TEL CO SPONSORED ADR 718252604 171,250.00 10,000 SH N/A SOLE PII 10,000 N/A N/A
PHOTON DYNAMICS INC COM 719364101 517,175.00 13,700 SH N/A SOLE PII 13,700 N/A N/A
PIER 1 IMPORTS INC COM 720279108 9,641,581.25 710,900 SH N/A SOLE PII 710,900 N/A N/A
PILGRIM PRIME RATE TR NEW SH BEN INT 72146W103 3,718,250.00 428,000 SH N/A SOLE PII 428,000 N/A N/A
PINNACLE WEST CAP CORP COM 723484101 264,550.00 5,200 SH N/A SOLE PII 5,200 N/A N/A
PLEXUS CORP COM 729132100 14,297,400.00 202,800 SH N/A SOLE PII 202,800 N/A N/A
PMI GROUP INC COM 69344M101 7,774,312.50 114,750 SH N/A SOLE PII 114,750 N/A N/A
PNC FINL SVCS GROUP INC COM 693475105 604,500.00 9,300 SH N/A SOLE PII 9,300 N/A N/A
POHANG IRON + STEEL LTD SPONSORED ADR 730450103 329,662.50 17,700 SH N/A SOLE PII 17,700 N/A N/A
POWER ONE INC COM 739308104 25,404,459.37 419,800 SH N/A SOLE PII 419,800 N/A N/A
POWERTEL INC COM 73936C109 10,549,868.75 138,700 SH N/A SOLE PII 138,700 N/A N/A
POWERWAVE TECHNOLOGIES INC COM 739363109 24,618,937.50 648,400 SH N/A SOLE PII 648,400 N/A N/A
PPG INDS INC COM 693506107 464,343.75 11,700 SH N/A SOLE PII 11,700 N/A N/A
PPL CORP COM 69351T106 10,738,100.00 257,200 SH N/A SOLE PII 257,200 N/A N/A
PRAXAIR INC COM 74005P104 15,674,103.25 419,374 SH N/A SOLE PII 419,374 N/A N/A
PRIDE INTL INC COM 741932107 10,850,425.00 409,450 SH N/A SOLE PII 409,450 N/A N/A
PRIORITY HEALTHCARE CORP CL B 74264T102 5,162,125.00 67,700 SH N/A SOLE PII 67,700 N/A N/A
PROCTER + GAMBLE CO COM 742718109 19,343,924.25 288,824 SH N/A SOLE PII 288,824 N/A N/A
PROSPERITY BANCSHARES INC COM 743606105 4,410,000.00 240,000 SH N/A SOLE PII 240,000 N/A N/A
PROTEIN DESIGN LABS INC COM 74369L103 44,196,749.00 366,778 SH N/A SOLE PII 366,778 N/A N/A
PROVIDIAN FINL CORP COM 74406A102 4,584,700.00 36,100 SH N/A SOLE PII 36,100 N/A N/A
PROVINCE HEALTHCARE CO COM 743977100 19,427,596.87 486,450 SH N/A SOLE PII 486,450 N/A N/A
PROXIM INC COM 744284100 1,797,800.00 40,400 SH N/A SOLE PII 40,400 N/A N/A
PUBLIC SVC ENTERPRISE GROUP COM 744573106 294,937.50 6,600 SH N/A SOLE PII 6,600 N/A N/A
QLOGIC CORP COM 747277101 14,440,800.00 164,100 SH N/A SOLE PII 164,100 N/A N/A
QUAKER OATS CO COM 747402105 514,312.50 6,500 SH N/A SOLE PII 6,500 N/A N/A
QUALCOMM INC COM 747525103 9,932,250.00 139,400 SH N/A SOLE PII 139,400 N/A N/A
QUEST DIAGNOSTICS INC COM 74834L100 53,136,823.50 463,066 SH N/A SOLE PII 463,066 N/A N/A
QUEST SOFTWARE INC COM 74834T103 273,281.25 4,400 SH N/A SOLE PII 4,400 N/A N/A
QUESTAR CORP COM 748356102 7,106,093.75 255,500 SH N/A SOLE PII 255,500 N/A N/A
QUICKLOGIC CORP CDT COM 74837P108 5,737,050.00 347,700 SH N/A SOLE PII 347,700 N/A N/A
QUILMES INDL QUINSA SOCIETE AN SPONS ADR REPSTG
NON VTG PFD 74838Y108 324,030.00 30,860 SH N/A SOLE PII 30,860 N/A N/A
QUINENCO SA SPONSORED ADR 748718103 303,600.00 35,200 SH N/A SOLE PII 35,200 N/A N/A
QWEST COMMUNICATIONS INTL INC COM 749121109 38,042,910.62 791,530 SH N/A SOLE PII 791,530 N/A N/A
RADIAN GROUP INC COM 750236101 24,141,375.00 357,650 SH N/A SOLE PII 357,650 N/A N/A
RADIOSHACK CORP COM 750438103 10,790,113.12 166,965 SH N/A SOLE PII 166,965 N/A N/A
RATIONAL SOFTWARE CORP COM NEW 75409P202 3482625 50200 SH N/A SOLE PII 50,200 N/A N/A
RCN CORP COM 749361101 551867 26596 SH N/A SOLE PII 26,596 N/A N/A
REDBACK NETWORKS INC COM 757209101 10901024.05 66495 SH N/A SOLE PII 66,495 N/A N/A
RELIANT ENERGY INC COM 75952J108 10362525 222850 SH N/A SOLE PII 222,850 N/A N/A
REPUBLIC SVCS INC CL A 760759100 573562.5 43700 SH N/A SOLE PII 43,700 N/A N/A
RETEK INC COM 76128Q109 386900 7300 SH N/A SOLE PII 7,300 N/A N/A
REUTERS GROUP PLC SPONSORED ADR 76132M102 3213925 28600 SH N/A SOLE PII 28,600 N/A N/A
RIO TINTO PLC SPONSORED ADR 767204100 535500 9000 SH N/A SOLE PII 9,000 N/A N/A
ROBERT HALF INTL INC COM 770323103 7648593.75 220500 SH N/A SOLE PII 220,500 N/A N/A
ROCKWELL INTL CORP NEW COM 773903109 296450 9800 SH N/A SOLE PII 9,800 N/A N/A
ROHM + HAAS CO COM 775371107 889312.5 30600 SH N/A SOLE PII 30,600 N/A N/A
ROSETTA INPHARMATICS INC OC COM 777777103 2261929.67 81100 SH N/A SOLE PII 81,100 N/A N/A
ROSS STORES INC COM 778296103 3572187.5 248500 SH N/A SOLE PII 248,500 N/A N/A
RUDOLPH TECHNOLOGIES INC COM 781270103 1909281.25 57100 SH N/A SOLE PII 57,100 N/A N/A
SAFEWAY INC COM NEW 786514208 2012231.25 43100 SH N/A SOLE PII 43,100 N/A N/A
SALTON INC COM 795757103 8423868.75 260700 SH N/A SOLE PII 260,700 N/A N/A
SARA LEE CORP COM 803111103 4577421.87 225350 SH N/A SOLE PII 225,350 N/A N/A
SBC COMMUNICATIONS INC COM 78387G103 11751100 235022 SH N/A SOLE PII 235,022 N/A N/A
SCHERING PLOUGH CORP COM 806605101 7225170 155380 SH N/A SOLE PII 155,380 N/A N/A
SCHLUMBERGER LTD COM 806857108 10221566.25 124180 SH N/A SOLE PII 124,180 N/A N/A
SCHUFF STL CO COM 808156103 1070312.5 342500 SH N/A SOLE PII 342,500 N/A N/A
SCHWAB CHARLES CORP NEW COM STK 808513105 669672 18864 SH N/A SOLE PII 18,864 N/A N/A
SCIENTIFIC ATLANTA INC COM 808655104 31392575 493400 SH N/A SOLE PII 493,400 N/A N/A
SDL INC COM 784076101 20548220 66715 SH N/A SOLE PII 66,715 N/A N/A
SEACOAST FINL SVCS CORP COM 81170Q106 5362500 487500 SH N/A SOLE PII 487,500 N/A N/A
SEAGATE TECHNOLOGY COM 811804103 1469700 21300 SH N/A SOLE PII 21,300 N/A N/A
SEALED AIR CORP NEW PFD CONV SER
A 2.00 81211K209 4358025 96845 SH N/A SOLE PII 96,845 N/A N/A
SEARS ROEBUCK + CO COM 812387108 9613308.08 296524 SH N/A SOLE PII 296,524 N/A N/A
SEMTECH CORP COM 816850101 15067875 349400 SH N/A SOLE PII 349,400 N/A N/A
SEQUENOM INC COM 817337108 6162887.5 146300 SH N/A SOLE PII 146,300 N/A N/A
SERENA SOFTWARE INC COM 817492101 17038518.75 369900 SH N/A SOLE PII 369,900 N/A N/A
SERONO SA SPONSORED ADR 81752M101 21223400 701600 SH N/A SOLE PII 701,600 N/A N/A
SHANDONG HUANENG PWR DEV LTD SPONSORED ADR
REPSTG SER N SHS 819419102 377342.4 49520 SH N/A SOLE PII 49,520 N/A N/A
SHIRE PHARMACEUTICALS GROUP PL SPONSORED ADR 82481R106 851812.5 16500 SH N/A SOLE PII 16,500 N/A N/A
SHOPKO STORES INC COM 824911101 235512.5 22700 SH N/A SOLE PII 22,700 N/A N/A
SIEBEL SYS INC COM 826170102 86498272.24 777076 SH N/A SOLE PII 777,076 N/A N/A
SIGMA ALDRICH COM 826552101 617100 18700 SH N/A SOLE PII 18,700 N/A N/A
SILICON IMAGE INC COM 82705T102 1697175 68400 SH N/A SOLE PII 68,400 N/A N/A
SILICON STORAGE TECHNOLOGY INC COM 827057100 31605468.75 1162500 SH N/A SOLE PII 1,162,500 N/A N/A
SILICON VY BANCSHARES COM 827064106 4198698.42 72100 SH N/A SOLE PII 72,100 N/A N/A
SILICONWARE PRECISION INDS LTD SPONSORED ADR
SPIL 827084864 262181.25 53100 SH N/A SOLE PII 53,100 N/A N/A
SIX RIVS NATL BK EUREKA CA CMT CAP STK 830059101 345525 20400 SH N/A SOLE PII 20,400 N/A N/A
SKYWEST INC COM 830879102 727750 14200 SH N/A SOLE PII 14,200 N/A N/A
SMITH INTL INC COM 832110100 8017593.75 98300 SH N/A SOLE PII 98,300 N/A N/A
SMURFIT STONE CONTAINER CORP COM 832727101 127080 10590 SH N/A SOLE PII 10,590 N/A N/A
SOFTWARE COM INC OC COM 83402P104 3202371.87 17650 SH N/A SOLE PII 17,650 N/A N/A
SOLECTRON CORP COM 834182107 9407193.75 203950 SH N/A SOLE PII 203,950 N/A N/A
SOUTHERN CO COM 842587107 11536396.87 355650 SH N/A SOLE PII 355,650 N/A N/A
SOUTHERN ENERGY INC COM 842816100 3752450 119600 SH N/A SOLE PII 119,600 N/A N/A
SOUTHWEST AIRLS CO COM 844741108 327375 13500 SH N/A SOLE PII 13,500 N/A N/A
SOUTHWEST BANCORP INC OKLA COM 844767103 2987500 200000 SH N/A SOLE PII 200,000 N/A N/A
SOVEREIGN BANCORP INC COM 845905108 148000 16000 SH N/A SOLE PII 16,000 N/A N/A
SPINNAKER EXPL CO COM 84855W109 22274662.5 638700 SH N/A SOLE PII 638,700 N/A N/A
SPRINT CORP PCS COM SER 1 852061506 515293.75 15500 SH N/A SOLE PII 15,500 N/A N/A
ST ASSEMBLY TEST SVCS LTD ADR 85227G102 1738125 90000 SH N/A SOLE PII 90,000 N/A N/A
ST JUDE MED INC COM 790849103 331500 6500 SH N/A SOLE PII 6,500 N/A N/A
STAPLES INC COM 855030102 2860200 201600 SH N/A SOLE PII 201,600 N/A N/A
STARBUCKS CORP COM 855244109 6472014.07 161650 SH N/A SOLE PII 161,650 N/A N/A
STARWOOD HOTELS + RESORTS PAIRED CTF 1 CL
B SH BEN INT 85590A203 887500 28400 SH N/A SOLE PII 28,400 N/A N/A
STEWART + STEVENSON SVCS INC COM 860342104 5559075 318800 SH N/A SOLE PII 318,800 N/A N/A
STRATOS LIGHTWAVE INC COM 863100103 7912537.5 245350 SH N/A SOLE PII 245,350 N/A N/A
SUMMIT BANCORP COM 866005101 7020750 203500 SH N/A SOLE PII 203,500 N/A N/A
SUMMIT BANKSHARES INC FT WORTH COM 866011109 2470325 138200 SH N/A SOLE PII 138,200 N/A N/A
SUN MICROSYSTEMS INC COM 866810104 57324250 491000 SH N/A SOLE PII 491,000 N/A N/A
SUNRISE TELECOM INC COM 86769Y105 2912943.75 101100 SH N/A SOLE PII 101,100 N/A N/A
SURGUTNEFTEGAZ JSC SPONSORED ADR 868861204 7123347 486900 SH N/A SOLE PII 486,900 N/A N/A
SYCAMORE NETWORKS INC COM 871206108 8959140 82955 SH N/A SOLE PII 82,955 N/A N/A
SYMBOL TECHNOLOGIES INC COM 871508107 695390.62 19350 SH N/A SOLE PII 19,350 N/A N/A
SYNCOR INTL CORP NEW COM 87157J106 14518850 394400 SH N/A SOLE PII 394,400 N/A N/A
TAIWAN SEMICNDCTR MFG CO LTD SPONSORED ADR 874039100 1294167.02 63517.4 SH N/A SOLE PII 63,517 N/A N/A
TALBOTS INC COM 874161102 20872062.5 315050 SH N/A SOLE PII 315,050 N/A N/A
TARGET CORP COM 87612E106 5026343.75 196150 SH N/A SOLE PII 196,150 N/A N/A
TCF FINANCIAL CORP COM 872275102 12357931.25 328450 SH N/A SOLE PII 328,450 N/A N/A
TD WATERHOUSE GROUP INC COM 872362108 398575 21400 SH N/A SOLE PII 21,400 N/A N/A
TECHNE CORP COM 878377100 32289600 288300 SH N/A SOLE PII 288,300 N/A N/A
TECHNITROL INC COM 878555101 10605000 105000 SH N/A SOLE PII 105,000 N/A N/A
TEKTRONIX INC COM 879131100 6571309.37 85550 SH N/A SOLE PII 85,550 N/A N/A
TELE CELULAR SUL PARTICIPACOES SPONSORED ADR
REPSTG PFD 879238103 879060 29302 SH N/A SOLE PII 29,302 N/A N/A
TELE NORTE LESTE PARTICIPACOES SPONSORED ADR
REPSTG PFD 879246106 34010389.84 1486793 SH N/A SOLE PII 1,486,793 N/A N/A
TELECOM ARGENTINA STET FRANCE SPONSORED ADR
REPSTG CL B SHS 879273209 301236.25 13930 SH N/A SOLE PII 13,930 N/A N/A
TELECOMMUNICATION SYS INC CL A 87929J103 2956725 154600 SH N/A SOLE PII 154,600 N/A N/A
TELECOMUNICACOES BRASILEIRAS SPNSD ADR REPSTG
ADR FOR PFD 879287308 16639987.5 210300 SH N/A SOLE PII 210,300 N/A N/A
TELEFONOS DE MEXICO S A SPONSORED ADR
REPSTG SH ORD L 879403780 37767965.06 710091 SH N/A SOLE PII 710,091 N/A N/A
TELESP CELULAR PARTICIPACOES SPONSORED ADR
REPSTG PFD 87952L108 2108263.5 64008 SH N/A SOLE PII 64,008 N/A N/A
TELESP CEULUAR PARTICIACOES SA RTS(PUR ADR REP
PFD EXP 02 OCT 00 87952L116 2108263.5 69548.8 SH N/A SOLE PII 69,549 N/A N/A
TELLABS INC COM 879664100 7487200 156800 SH N/A SOLE PII 156,800 N/A N/A
TENET HEALTHCARE CORP COM 88033G100 11866070.62 326215 SH N/A SOLE PII 326,215 N/A N/A
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 13246937.5 181000 SH N/A SOLE PII 181,000 N/A N/A
TEXACO INC COM 881694103 771750 14700 SH N/A SOLE PII 14,700 N/A N/A
TEXAS BIOTECHNOLOGY CORP COM 88221T104 10436890 640300 SH N/A SOLE PII 640,300 N/A N/A
TEXAS INSTRS INC COM 882508104 6982210.24 147505 SH N/A SOLE PII 147,505 N/A N/A
THERMO ELECTRON CORP COM 883556102 824200 31700 SH N/A SOLE PII 31,700 N/A N/A
3COM CORP COM 885535104 5,101,956.25 265,900 SH N/A SOLE PII 265,900 N/A N/A
TIBCO SOFTWARE INC COM 88632Q103 464406.25 5500 SH N/A SOLE PII 5,500 N/A N/A
TIFFANY + CO NEW COM 886547108 8433618.75 218700 SH N/A SOLE PII 218,700 N/A N/A
TIMBERLAND BANCORP INC COM 887098101 1830000 152500 SH N/A SOLE PII 152,500 N/A N/A
TIMBERLAND CO CL A 887100105 2689600 65600 SH N/A SOLE PII 65,600 N/A N/A
TIME WARNER INC COM 887315109 4346456.96 58660 SH N/A SOLE PII 58,660 N/A N/A
TIME WARNER TELECOM INC CL A 887319101 2613706.25 54100 SH N/A SOLE PII 54,100 N/A N/A
TJX COS INC NEW COM 872540109 17514045 778402 SH N/A SOLE PII 778,402 N/A N/A
TOLLGRADE COMMUNICATIONS INC COM 889542106 22487625 162000 SH N/A SOLE PII 162,000 N/A N/A
TOO INC COM 890333107 4305875 181300 SH N/A SOLE PII 181,300 N/A N/A
TORCHMARK INC COM 891027104 208593.75 7500 SH N/A SOLE PII 7,500 N/A N/A
TOTAL FINA SA SPONSORED ADR 89151E109 5660782.8 77083 SH N/A SOLE PII 77,083 N/A N/A
TRANSGENOMIC INC COM 89365K206 2021456.25 89100 SH N/A SOLE PII 89,100 N/A N/A
TRANSWITCH CORP COM 894065101 33331687.5 522850 SH N/A SOLE PII 522,850 N/A N/A
TRIAD HOSPS INC COM 89579K109 18541500 631200 SH N/A SOLE PII 631,200 N/A N/A
TRICOM SA SPONSORED ADR
REPSTG CL A 89612A100 2616900 171600 SH N/A SOLE PII 171,600 N/A N/A
TRICON GLOBAL RESTAURANTS INC COM 895953107 367500 12000 SH N/A SOLE PII 12,000 N/A N/A
TRIGON HEALTHCARE INC COM 89618L100 12872556.25 244900 SH N/A SOLE PII 244,900 N/A N/A
TRIMERIS INC COM 896263100 12308999.99 176000 SH N/A SOLE PII 176,000 N/A N/A
TRIQUINT SEMICONDUCTOR INC COM 89674K103 35074737.5 962600 SH N/A SOLE PII 962,600 N/A N/A
TRITEL INC CL A 89675X104 145987.5 10200 SH N/A SOLE PII 10,200 N/A N/A
TUCKER ANTHONY SUTRO COM 898647102 12715412.5 501100 SH N/A SOLE PII 501,100 N/A N/A
TURNSTONE SYS INC COM 900423104 853300 18400 SH N/A SOLE PII 18,400 N/A N/A
TV AZTECA S A DE C V SPONSORED ADR 901145102 8407503.75 653010 SH N/A SOLE PII 653,010 N/A N/A
TWEETER HOME ENTMT GROUP INC COM 901167106 8791256.25 242100 SH N/A SOLE PII 242,100 N/A N/A
21ST CENTY HLDG CO COM 90136Q100 708,000.00 177,000 SH N/A SOLE PII 177,000 N/A N/A
TXU CORP COM 873168108 594375 15000 SH N/A SOLE PII 15,000 N/A N/A
TYCOM LTD COM SHS G9144B106 27937000 728000 SH N/A SOLE PII 728,000 N/A N/A
UCBH HLDGS INC COM 90262T308 10976531.25 306500 SH N/A SOLE PII 306,500 N/A N/A
UGLY DUCKLING CORP COM 903512101 1110768.75 191100 SH N/A SOLE PII 191,100 N/A N/A
UNIBANCO UNIAO DE BARNCOS BRAS GLOBAL DEP
RCPT REPSTG 90458E107 2610630 79110 SH N/A SOLE PII 79,110 N/A N/A
UNION CARBIDE CORP COM 905581104 9177931 243124 SH N/A SOLE PII 243,124 N/A N/A
UNION PAC CORP COM 907818108 9863520.5 253724 SH N/A SOLE PII 253,724 N/A N/A
UNIONBANCAL CORP COM 908906100 20983581.25 900100 SH N/A SOLE PII 900,100 N/A N/A
UNITED AUTO GROUP INC COM 909440109 4877400 591200 SH N/A SOLE PII 591,200 N/A N/A
UNITED GLOBAL COM DEPOSITORY SHS
REP STG SER D 913247805 5668377 171769 SH N/A SOLE PII 171,769 N/A N/A
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 463125 39000 SH N/A SOLE PII 39,000 N/A N/A
UNITED TECHNOLOGIES CORP COM 913017109 5248457.5 75790 SH N/A SOLE PII 75,790 N/A N/A
UNITED THERAPEUTICS CORP DEL COM 91307C102 8685075 99400 SH N/A SOLE PII 99,400 N/A N/A
UNITEDGLOBALCOM SER C SR PFD
CONV STK 913247201 431067.93 10128 SH N/A SOLE PII 10,128 N/A N/A
UNITEDHEALTH GROUP INC COM 91324P102 10875140 110128 SH N/A SOLE PII 110,128 N/A N/A
UNIVERSAL ACCESS INC COM 913363107 1890575 160900 SH N/A SOLE PII 160,900 N/A N/A
UNIVERSAL COMPRESSION HLDGS COM 913431102 5392406.25 174300 SH N/A SOLE PII 174,300 N/A N/A
US BANCORP DEL COM 902973106 607425 26700 SH N/A SOLE PII 26,700 N/A N/A
USINAS SIDERURGICAS DE MINAS SPONSORED ADR
REG S 917302200 210521.85 36300 SH N/A SOLE PII 36,300 N/A N/A
USX MARATHON GROUP COM NEW 902905827 6898643.5 243124 SH N/A SOLE PII 243,124 N/A N/A
VALERO ENERGY CORP COM 91913Y100 7878481.25 223900 SH N/A SOLE PII 223,900 N/A N/A
VARIAN INC COM 922206107 13379518.75 310700 SH N/A SOLE PII 310,700 N/A N/A
VASTERA INC COM 92239N109 220000 10000 SH N/A SOLE PII 10,000 N/A N/A
VEECO INSTRS INC DEL COM 922417100 9049049.28 85155 SH N/A SOLE PII 85,155 N/A N/A
VENATOR GROUP INC COM 922944103 3008659.5 243124 SH N/A SOLE PII 243,124 N/A N/A
VERISIGN INC COM 92343E102 81567664.92 402679 SH N/A SOLE PII 402,679 N/A N/A
VERITAS SOFTWARE CORP COM 923436109 61347550 432025 SH N/A SOLE PII 432,025 N/A N/A
VERIZON COMMUNICATIONS COM 92343V104 12306418.75 254068 SH N/A SOLE PII 254,068 N/A N/A
VERTEX PHARMACEUTICALS INC COM 92532F100 55373357 655306 SH N/A SOLE PII 655,306 N/A N/A
VIACOM INC CL B 925524308 50943204 870824 SH N/A SOLE PII 870,824 N/A N/A
VIASAT INC COM 92552V100 393800 17600 SH N/A SOLE PII 17,600 N/A N/A
VIDESH SANCHAR NIGAM LTD SPSRD ADR 92659G402 164000 20500 SH N/A SOLE PII 20,500 N/A N/A
VIGNETTE CORP COM 926734104 1081475 36200 SH N/A SOLE PII 36,200 N/A N/A
VIRATA CORP COM 927646109 16458512.5 248900 SH N/A SOLE PII 248,900 N/A N/A
VISHAY INTERTECHNOLOGY INC COM 928298108 24332475 791300 SH N/A SOLE PII 791,300 N/A N/A
VITESSE SEMICONDUCTOR CORP COM 928497106 12660253.12 142350 SH N/A SOLE PII 142,350 N/A N/A
VITRIA TECHNOLOGY INC COM 92849Q104 5527393.75 118550 SH N/A SOLE PII 118,550 N/A N/A
WAL MART STORES INC COM 931142103 39845093.75 827950 SH N/A SOLE PII 827,950 N/A N/A
WALGREEN CO COM 931422109 1600962.5 42200 SH N/A SOLE PII 42,200 N/A N/A
WASHINGTON MUT INC COM 939322103 39721727.49 997720 SH N/A SOLE PII 997,720 N/A N/A
WASTE CONNECTIONS INC COM 941053100 7900187.5 308300 SH N/A SOLE PII 308,300 N/A N/A
WATERS CORP COM 941848103 26012030 292270 SH N/A SOLE PII 292,270 N/A N/A
WAVECOM S A SPONSORED ADR 943531103 7163200 59200 SH N/A SOLE PII 59,200 N/A N/A
WEATHERFORD INTL INC NEW COM 947074100 35161100 817700 SH N/A SOLE PII 817,700 N/A N/A
WEBMETHODS INC COM 94768C108 4259625 37000 SH N/A SOLE PII 37,000 N/A N/A
WEBSENSE INC COM 947684106 4140993.75 173900 SH N/A SOLE PII 173,900 N/A N/A
WELLPOINT HEALTH NETWORKS INC COM 94973H108 393600 4100 SH N/A SOLE PII 4,100 N/A N/A
WELLS FARGO + CO NEW COM 949746101 4460531.25 97100 SH N/A SOLE PII 97,100 N/A N/A
WILLAMETTE INDS INC COM 969133107 448000 16000 SH N/A SOLE PII 16,000 N/A N/A
WILLIAMS COS INC COM 969457100 2082925 65300 SH N/A SOLE PII 65,300 N/A N/A
WILLIAMS SONOMA INC COM 969904101 21600600 621600 SH N/A SOLE PII 621,600 N/A N/A
WINSTAR COMMUNICATIONS INC COM 975515107 1735876.76 59395.256 SH N/A SOLE PII 59,395 N/A N/A
WJ COMMUNICATION INC COM 929284107 3700000 100000 SH N/A SOLE PII 100,000 N/A N/A
WORLDCOM INC COM 98157D106 9092756.25 299350 SH N/A SOLE PII 299,350 N/A N/A
XILINX INC COM 983919101 368187.5 4300 SH N/A SOLE PII 4,300 N/A N/A
YAHOO INC COM 984332106 959745.76 11150 SH N/A SOLE PII 11,150 N/A N/A
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6,923,655,710.57
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</TABLE>
