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: Capital Research and Management Company
Address: 333 South Hope Street, 55th Floor
Los Angeles, California 90071-1447
Form 13F File Number: 28-157
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: Paul G. Haaga, Jr.
Title: Executive Vice President
Phone: 213/486-9216
Signature, Place, and Date of Signing:
Paul G. Haaga, Jr.* Los Angeles, California 11/14/00
-------------------- --------------------------- ----------
[Signature] [City, State] [Date]
*By: /s/ James P. Ryan
--------------------
James P. Ryan
Attorney-in-fact
Signed pursuant to a Power of Attorney dated January 18, 2000
included as an Exhibit to Schedule 13G filed with the
Securities and Exchange Commission by Capital Research and
Management Company on February 10, 2000 with respect to 3COM
Corporation Information Services, Inc.
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this
report, and all holdings are reported by other reporting
manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the
holdings for this reporting manager are reported in this
report and a portion are reported by other reporting
manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-218 The Capital Group Companies, Inc.
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 962
Form 13F Information Table Value Total: $223975541
-----------
(thousands)
Pursuant to regulation section 240.24b-2, certain confidential
material has been filed with the Secretary of the Securities
and Exchange Commission for non-public treatment.
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed, other than the manager filing this
report.
[If there are no entries in this list, state "NONE" and omit the
column headings and list entries.]
No. Form 13F File Number Name
1 28-218 The Capital Group Companies, Inc.
<PAGE>
<TABLE>
CAPITAL RESEARCH AND MANAGEMENT COMPANY FORM 13F INFORMATION TABLE# SEP 30, 2000
COLUMN 1 & COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7* COLUMN 8
-------------------------------------- --------- --------- --------------------- ---------- --------- -------------------------
NAME OF ISSUER/TITLE OF CLASS CUSIP VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER
(COMMON UNLESS OTHERWISE INDICATED) (x$1000) PRN AMT PRN CALL DISCRETION MGRS SOLE SHARED NONE
-------------------------------------- --------- --------- --------------------- ---------- --------- -------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
21ST CENTURY INSURANCE GROUP 90130N103 $ 76219 4500000 SH DEFINED 1 4500000
3COM CORP 885535104 151861 7914600 SH DEFINED 1 7914600
ABBOTT LABORATORIES 002824100 356719 7500000 SH DEFINED 1 7500000
ABITIBI-CONSOLIDATED INC C$ 003924107 192084 20572755 SH DEFINED 1 20572755
ABOUT.COM INC 003736105 30335 937000 SH DEFINED 1 937000
ACCREDO HEALTH INC 00437V104 9775 200000 SH DEFINED 1 200000
ACME COMMUNICATIONS INC 004631107 2878 319724 SH DEFINED 1 319724
ACTIVE POWER INC 00504W100 2282 36800 SH DEFINED 1 36800
ACXIOM CORP 005125109 123031 3875000 SH DEFINED 1 3875000
ADAPTEC INC 00651F108 182760 9138000 SH DEFINED 1 9138000
ADAPTEC INC CV SUB NT 4.75% 02/01/04 00651FAC2 38484 $46000000 PRN DEFINED 1 $46000000
ADMINISTAFF INC 007094105 10727 141700 SH DEFINED 1 141700
ADVANCED MICRO DEVICES INC 007903107 252788 10700000 SH DEFINED 1 10700000
AETNA INC 008117103 687170 11835000 SH DEFINED 1 11835000
AFFILIATED COMPUTER SVC CL A 008190100 84788 1700000 SH DEFINED 1 1700000
AFFYMETRIX INC REG D PP 00826T108 99750 2000000 SH DEFINED 1 2000000
AGILENT TECHNOLOGIES INC 00846U101 194489 3974227 SH DEFINED 1 3974227
AIR PRODS & CHEMICAL 009158106 237240 6590000 SH DEFINED 1 6590000
AIRGATE PCS INC 009367103 24147 538100 SH DEFINED 1 538100
AKAMAI TECHNOLOGIES INC 00971T101 1586 30200 SH DEFINED 1 30200
ALAMOSA PCS HOLDINGS INC 011593100 3238 200000 SH DEFINED 1 200000
ALBERTSON'S INC 013104104 870933 41472990 SH DEFINED 1 41472990
ALCATEL SA ADR 013904305 50363 801000 SH DEFINED 1 801000
ALCOA INC 013817101 1348964 53292400 SH DEFINED 1 53292400
ALEXANDER & BALDWIN INC 014482103 66950 2575000 SH DEFINED 1 2575000
ALLIANCE ATLANTIS COMM CL B N/V C$ 01853E204 21798 1266450 SH DEFINED 1 1266450
ALLIED WASTE INDS 019589308 246934 26877200 SH DEFINED 1 26877200
ALLMERICA FINANCIAL CORP 019754100 57160 894000 SH DEFINED 1 894000
ALLOY ONLINE 019855105 3740 440000 SH DEFINED 1 440000
ALLSTATE CORP (THE) 020002101 1942918 55911300 SH DEFINED 1 55911300
ALTERA CORP 021441100 181450 3800000 SH DEFINED 1 3800000
ALZA CORP 022615108 184591 2134000 SH DEFINED 1 2134000
AMB PROPERTY CORPORATION 00163T109 101320 4125000 SH DEFINED 1 4125000
AMCV CAPITAL TR I CV PF 7.00% 02/15/15 001648203 14150 400000 SH DEFINED 1 400000
AMER CLASSIC VOYAGES 024928103 19598 1340000 SH DEFINED 1 1340000
AMEREN CORPORATION 023608102 326114 7787800 SH DEFINED 1 7787800
AMERICA ONLINE INC 02364J104 27950 520000 SH DEFINED 1 520000
AMERICAN CAPITAL STRATEGIES 024937104 24682 1042000 SH DEFINED 1 1042000
AMERICAN DENTAL PARTNERS INC 025353103 2443 355400 SH DEFINED 1 355400
AMERICAN EAGLE OUTFITTERS 02553E106 3150 100000 SH DEFINED 1 100000
AMERICAN ELECTRIC POWER CO INC 025537101 822735 21028380 SH DEFINED 1 21028380
AMERICAN GENERAL CORP 026351106 1318707 16906500 SH DEFINED 1 16906500
AMERICAN GREETINGS CORP CL A 026375105 53918 3081000 SH DEFINED 1 3081000
AMERICAN HOME PRODUCTS CORP 026609107 1256423 22213000 SH DEFINED 1 22213000
AMERICAN INTL GROUP 026874107 2371849 24787443 SH DEFINED 1 24787443
AMERICAN TOWER 5.0% CV NT 2/15/10 029912AF9 11960 $13000000 PRN DEFINED 1 $13000000
AMERICAN WATER WORKS CO INC 030411102 59259 2150000 SH DEFINED 1 2150000
AMERISOURCE HEALTH CORP CL A 03071P102 49350 1050000 SH DEFINED 1 1050000
AMF BOWLING CV DEB 0.00% 05/12/18 144A 03113VAA7 480 $47983000 PRN DEFINED 1 $47983000
AMR CORPORATION 001765106 413474 12649300 SH DEFINED 1 12649300
AMSOUTH BANCORP 032165102 50000 4000000 SH DEFINED 1 4000000
AMYLIN PHARMACEUTICALS 144A PP 032346108 51309 4772933 SH DEFINED 1 4772933
ANADARKO PETE CORP 032511107 2260 34000 SH DEFINED 1 34000
ANALOG DEVICES 032654105 654170 7923330 SH DEFINED 1 7923330
ANESTA CORP 034603100 8666 376800 SH DEFINED 1 376800
ANNUITY & LIFE RE HLDGS LTD 036118909 31922 1323200 SH DEFINED 1 1323200
ANTEC CORP 03664P105 4425 150000 SH DEFINED 1 150000
ANTENNA TV SA ADR 03672N100 25403 1154700 SH DEFINED 1 1154700
AON CORP 037389103 620755 15815400 SH DEFINED 1 15815400
APARTMENT INVT & MGMT CO CL A 03748R101 77615 1685000 SH DEFINED 1 1685000
APP FINANCE (VI) MAURITIUS LTD LYON 00202NAA3 15840 $144000000 PRN DEFINED 1 $144000000
0.00% 11-18-12
APPLIED MATERIALS 038222105 402376 6784000 SH DEFINED 1 6784000
APPLIED MICRO CIRCUITS CORP 03822W109 6212 30000 SH DEFINED 1 30000
APPLIED MOLECULAR EVOLUTION INC 03823E108 8787 219000 SH DEFINED 1 219000
APTARGROUP INC 038336103 2394 100000 SH DEFINED 1 100000
ARCH COAL INC 039380100 20000 2000000 SH DEFINED 1 2000000
ARCHER DANIELS MIDLAND CO 039483102 106639 12363950 SH DEFINED 1 12363950
ARCHSTONE COMMUN TR 039581103 131866 5368585 SH DEFINED 1 5368585
ARIBA INC 04033V104 34384 240000 SH DEFINED 1 240000
ARMSTRONG HOLDINGS INC 042384107 5849 490000 SH DEFINED 1 490000
ASAT HLDGS LTD SPON ADR 00208B105 9384 1430000 SH DEFINED 1 1430000
ASHLAND INC 044204105 216570 6428800 SH DEFINED 1 6428800
ASK JEEVES INC 045174109 19188 1000000 SH DEFINED 1 1000000
ASM LITHOGRAPHY NY SHARES 001905918 10017 310000 SH DEFINED 1 310000
ASPECT MEDICAL SYSTEMS 045235108 13823 1117000 SH DEFINED 1 1117000
ASPEN TECHNOLOGY INC 045327103 6769 150000 SH DEFINED 1 150000
ASSOCIATES FIRST CAPITAL CORP CL A 046008108 311053 8185600 SH DEFINED 1 8185600
ASTRAZENECA PLC ADR (NYSE) 046353108 334009 6354516 SH DEFINED 1 6354516
AT&T CORP 001957109 2960633 100787500 SH DEFINED 1 100787500
AT&T CORP LIBERTY MEDIA GROUP CL A 001957208 645847 35880400 SH DEFINED 1 35880400
AURORA BIOSCIENCES CORP 051920106 6800 100000 SH DEFINED 1 100000
AUTODESK INC 052769106 98227 3871000 SH DEFINED 1 3871000
AUTOZONE INC 053332102 184676 8140000 SH DEFINED 1 8140000
AVANEX CORP 05348W109 4911 45600 SH DEFINED 1 45600
AVANT IMMUNOTHERAPEUTICS 053491106 16219 1500000 SH DEFINED 1 1500000
AVERY DENNISON CORP 053611109 37100 800000 SH DEFINED 1 800000
AVIGEN INC 053690103 7966 200400 SH DEFINED 1 200400
AVIRON 053762100 70570 1210200 SH DEFINED 1 1210200
AVOCENT CORP 053893103 36107 655000 SH DEFINED 1 655000
AVON PRODUCTS INC 054303102 891602 21812900 SH DEFINED 1 21812900
BAKER HUGHES 057224107 472497 12727200 SH DEFINED 1 12727200
BALLY TOTAL FITNESS HLDG CORP 05873K108 34013 1360500 SH DEFINED 1 1360500
BALTIMORE TECHNOLOGIES PLC ADR 059284109 9875 500000 SH DEFINED 1 500000
BANCWEST CORP 059790105 27213 1400000 SH DEFINED 1 1400000
BANK OF AMERICA CORP 060505104 3989765 76176900 SH DEFINED 1 76176900
BANK OF NEW YORK 064057102 642196 11455000 SH DEFINED 1 11455000
BANK OF TOKYO-MITSUBISHI LTD SPON ADR 065379109 23667 2025000 SH DEFINED 1 2025000
BANK ONE CORP 06423A103 1861316 48189412 SH DEFINED 1 48189412
BARRICK GOLD CORP US$ 067901108 337025 22100000 SH DEFINED 1 22100000
BCE INC C$ 05534B109 13509 580000 SH DEFINED 1 580000
BEA SYSTEMS INC 073325102 5841 75000 SH DEFINED 1 75000
BECTON DICKINSON CO 075887109 396351 14992000 SH DEFINED 1 14992000
BELL CANADA INTL C$ 077914109 2537 118000 SH DEFINED 1 118000
BELO A H CL A 080555105 55313 3000000 SH DEFINED 1 3000000
BEMA GOLD C$ REG D PP (N/A FOR SALE FOR 08135F107 1790 4400000 SH DEFINED 1 4400000
4 MONTHS)
BERGEN BRUNSWIG CL A 083739102 145802 12475000 SH DEFINED 1 12475000
BERINGER WINE ESTATES HOLDINGS INC CL B 084102102 60785 1094000 SH DEFINED 1 1094000
BERKLEY W R CORP 084423102 36107 1044700 SH DEFINED 1 1044700
BERKSHIRE HATHAWAY INC CL A 084670108 1517071 23557 SH DEFINED 1 23557
BESTFOODS 08658U101 174600 2400000 SH DEFINED 1 2400000
BHC COMM CL A 055448104 63713 404850 SH DEFINED 1 404850
BJ SERVICES 055482103 38509 630000 SH DEFINED 1 630000
BLACK BOX CORPORATION 091826107 80801 1733000 SH DEFINED 1 1733000
BLANCH EW HLDGS INC 093210102 20958 1010000 SH DEFINED 1 1010000
BMC SOFTWARE INC 055921100 95625 5000000 SH DEFINED 1 5000000
BOCA RESORTS INC CL A 09688T106 22167 2026730 SH DEFINED 1 2026730
BOEING CO 097023105 480060 7620000 SH DEFINED 1 7620000
BOSTON PROPERTIES INC 101121101 155545 3622600 SH DEFINED 1 3622600
BOWATER INC 102183100 119809 2580000 SH DEFINED 1 2580000
BOYDS COLLECTION LTD 103354106 7375 1000000 SH DEFINED 1 1000000
BP AMOCO PLC ADS 055622104 240090 4530000 SH DEFINED 1 4530000
BRIGGS & STRATTON 109043109 23788 629100 SH DEFINED 1 629100
BRINKER INTL INC 109641100 134056 4450000 SH DEFINED 1 4450000
BRISTOL-MYERS SQUIBB 110122108 2079287 36398900 SH DEFINED 1 36398900
BROOKFIELD PROPERTIES CORP C$ 112900105 12797 794100 SH DEFINED 1 794100
BURLINGTON NORTHERN SANTA FE CORP 12189T104 391135 18139600 SH DEFINED 1 18139600
BURLINGTON RESOURCES 122014103 78643 2136300 SH DEFINED 1 2136300
C H ROBINSON WORLDWIDE INC 12541W100 17240 305900 SH DEFINED 1 305900
CABOT INDUSTRIAL TRUST 127072106 13857 695000 SH DEFINED 1 695000
CADENCE DESIGNS SYS 127387108 411244 16009500 SH DEFINED 1 16009500
CADIZ INC 127537108 22320 2232000 SH DEFINED 1 2232000
CAL DIVE INTERNATIONAL INC 127914109 9333 163200 SH DEFINED 1 163200
CALIPER TECHNOLOGIES CORP 130876105 15064 260000 SH DEFINED 1 260000
CAMBREX CORP 132011107 94165 2545000 SH DEFINED 1 2545000
CAMPBELL SOUP CO 134429109 95220 3680000 SH DEFINED 1 3680000
CANADIAN NAT RAIL CV PF 5.25% 6/30/29 NY 136375409 27668 620000 SH DEFINED 1 620000
CANADIAN NATIONAL RAILWAY CO US$ 136375102 17588 600000 SH DEFINED 1 600000
CANADIAN OCCIDENTAL PETROLEUM LTD C$ 136420106 55073 2204097 SH DEFINED 1 2204097
CANADIAN PACIFIC LTD NEW US$ 135923100 182260 7010000 SH DEFINED 1 7010000
CANWEST GLOBAL COMMUNICATIONS N/V CLA C$ 138906300 190 14321 SH DEFINED 1 14321
CAPITAL ONE FINANCIAL CORP 14040H105 382758 5463100 SH DEFINED 1 5463100
CAPSTONE TURBINE CORP 14067D102 5360 77400 SH DEFINED 1 77400
CARDINAL HEALTH INC 14149Y108 2064786 23413589 SH DEFINED 1 23413589
CAREER EDUCATION CORP 141665109 29406 660800 SH DEFINED 1 660800
CARNIVAL CORP 143658102 774222 31440500 SH DEFINED 1 31440500
CATERPILLAR INC 149123101 228724 6777000 SH DEFINED 1 6777000
CELERITEK INC 150926103 2261 60000 SH DEFINED 1 60000
CEMEX CPO AMER DEP WTS 0.2:1 @$5.962225 151290871 633 361763 SH DEFINED 1 361763
EXP 12/13/02
CEMEX NEW CPO ADR UNIT(2 A SHS+ 1 B SHR) 151290889 121536 6057865 SH DEFINED 1 6057865
CENDANT CORP RT 3RT+2PRIDES:2 NEW PRIDES 151313111 10858 1720000 SH DEFINED 1 1720000
GRATIS 02/14/01
CENDANT CORPORATION 151313103 689895 63438600 SH DEFINED 1 63438600
CENTERPOINT PROPERTIES CORP 151895109 26716 580000 SH DEFINED 1 580000
CENTILLIUM COMMUNICATIONS INC 152319109 15840 165000 SH DEFINED 1 165000
CENTURYTEL INC 156700106 259819 9534650 SH DEFINED 1 9534650
CEPHALON INC 156708109 81965 1690000 SH DEFINED 1 1690000
CERIDIAN CORP 15677T106 55087 1963000 SH DEFINED 1 1963000
CHARTER ONE FINL INC 160903100 85080 3490460 SH DEFINED 1 3490460
CHASE MANHATTAN NEW 16161A108 559100 12105000 SH DEFINED 1 12105000
CHECK POINT SOFTWARE TECH 162775902 178448 1133000 SH DEFINED 1 1133000
CHEESECAKE FACTORY 163072101 78207 1808250 SH DEFINED 1 1808250
CHESAPEAKE CORP 165159104 22313 1159100 SH DEFINED 1 1159100
CHEVRON CORP 166751107 1380666 16195500 SH DEFINED 1 16195500
CHIEFTAIN INTL INC US$ 16867C101 20067 970000 SH DEFINED 1 970000
CHINA MOBILE (HONG KONG) LTD SPON ADR 16941M109 44842 1382400 SH DEFINED 1 1382400
CHINADOTCOM CORP 169370905 10501 788800 SH DEFINED 1 788800
CHIPPAC INC CL A 169657103 7322 616600 SH DEFINED 1 616600
CHIRON CORP 170040109 67500 1500000 SH DEFINED 1 1500000
CHOICEPOINT INC 170388102 27525 600000 SH DEFINED 1 600000
CHRIS CRAFT INDS INC 170520100 133413 1619581 SH DEFINED 1 1619581
CHUBB CORP 171232101 366665 4634000 SH DEFINED 1 4634000
CIGNA CORP 125509109 27144 260000 SH DEFINED 1 260000
CIMA LABS INC 171796105 32133 617200 SH DEFINED 1 617200
CINCINNATI FINL CORP 172062101 71000 2000000 SH DEFINED 1 2000000
CINERGY CORP 172474108 41328 1250000 SH DEFINED 1 1250000
CINTAS CORP 172908105 132975 3052500 SH DEFINED 1 3052500
CIRCUIT CITY STORES CIRCUIT CITY GROUP 172737108 206425 8975000 SH DEFINED 1 8975000
CISCO SYSTEMS INC 17275R102 1063945 19256918 SH DEFINED 1 19256918
CITIGROUP INC 172967101 582614 10776665 SH DEFINED 1 10776665
CITY NATIONAL CORP 178566105 2490 64473 SH DEFINED 1 64473
CLAIRES STORES 179584107 48600 2700000 SH DEFINED 1 2700000
CLARK/BARDES HOLDINGS INC 180668105 4649 456300 SH DEFINED 1 456300
CLEAR CHANNEL COMM 184502102 1196880 21183718 SH DEFINED 1 21183718
CLICK COMMERCE 18681D109 2770 64800 SH DEFINED 1 64800
CMS ENERGY CORP 125896100 28284 1050000 SH DEFINED 1 1050000
CNET NETWORKS INC 12613R104 175997 7225000 SH DEFINED 1 7225000
CNH GLOBAL NV 189671902 19000 1900000 SH DEFINED 1 1900000
CO ANONIMA NACIONALTELEF VENEZUEL D ADR 204421101 7282 298000 SH DEFINED 1 298000
(CANTV) SPON
CO TELCOMN CHILE ADR 204449300 38866 2236873 SH DEFINED 1 2236873
COCA-COLA CO 191216100 1109523 20127400 SH DEFINED 1 20127400
COCA-COLA ENTERPRISE 191219104 142641 8950000 SH DEFINED 1 8950000
COLGATE-PALMOLIVE CO 194162103 167560 3550000 SH DEFINED 1 3550000
COLT TELECOM GROUP SPON ADR 196877104 2205 20000 SH DEFINED 1 20000
COLUMBIA ENERGY GROUP 197648108 87103 1226800 SH DEFINED 1 1226800
COMCAST CL A SPECIAL N/V 200300200 64149 1567000 SH DEFINED 1 1567000
COMERICA INC 200340107 134406 2300000 SH DEFINED 1 2300000
COMPANHIA DE BEBIDAS DAS AMERS PN ADR 20441W203 72539 3278600 SH DEFINED 1 3278600
COMPAQ COMPUTER CORP 204493100 415975 15082500 SH DEFINED 1 15082500
COMPUTER ASSOC INTL 204912109 504954 20047800 SH DEFINED 1 20047800
COMPUTER MOTION INC 205253107 4132 434900 SH DEFINED 1 434900
COMPUTER SCIENCES 205363104 312793 4212700 SH DEFINED 1 4212700
CONAGRA FOODS INC 205887102 196613 9800000 SH DEFINED 1 9800000
CONCORD EFS INC 206197105 381155 10732050 SH DEFINED 1 10732050
CONECTIV 206829103 44688 2500000 SH DEFINED 1 2500000
CONEXANT SYSTEMS INC 207142100 41875 1000000 SH DEFINED 1 1000000
CONNETICS CORP 208192104 13993 580000 SH DEFINED 1 580000
CONOCO INC CL A 208251306 314893 12053300 SH DEFINED 1 12053300
CONOCO INC CL B 208251405 452633 16803097 SH DEFINED 1 16803097
CONSOL ENERGY INC 20854P109 61038 3800000 SH DEFINED 1 3800000
CONSOLIDATED EDISON 209115104 597826 17518700 SH DEFINED 1 17518700
CONSOLIDATED PRODS 209798107 13750 1718750 SH DEFINED 1 1718750
CONSOLIDATED STORES 210149100 149475 11072187 SH DEFINED 1 11072187
CONSTELLATION ENERGY GROUP INC 210371100 445263 8950000 SH DEFINED 1 8950000
COR THERAPEUTICS INC 217753102 46298 743000 SH DEFINED 1 743000
CORIXA CORP 21887F100 30150 600000 SH DEFINED 1 600000
CORNING INC 219350105 2304898 7760600 SH DEFINED 1 7760600
CORUS ENTERTAINMENT INC CL B C$ N/V 220874101 10001 350000 SH DEFINED 1 350000
COST PLUS INC 221485105 61003 2025000 SH DEFINED 1 2025000
COVAD COMMUNICATIONS GROUP INC 222814204 73228 5475000 SH DEFINED 1 5475000
CP&L ENERGY INC 12614C106 393947 9450000 SH DEFINED 1 9450000
CRITICAL PATH INC 22674V100 13852 231121 SH DEFINED 1 231121
CROMPTON CORP 227116100 91772 11653599 SH DEFINED 1 11653599
CROSS TIMBERS OIL CO 227573102 6620 345000 SH DEFINED 1 345000
CROWN CASTLE INTL CORP 228227104 531161 17099760 SH DEFINED 1 17099760
CROWN CORK & SEAL 228255105 152336 14253700 SH DEFINED 1 14253700
CROWN MEDIA HOLDINGS INC CL A NY US$ 228411104 17025 1200000 SH DEFINED 1 1200000
CSX CORP 126408103 499615 22905000 SH DEFINED 1 22905000
CTS CORP 126501105 75178 1485000 SH DEFINED 1 1485000
CUMMINS ENGINE CO 231021106 50894 1700000 SH DEFINED 1 1700000
CUMULUS MEDIA INC CL A 231082108 12801 2090000 SH DEFINED 1 2090000
CYMER INC 232572107 1074 35000 SH DEFINED 1 35000
CYPRESS COMMUNICATIONS 232743104 2127 800800 SH DEFINED 1 800800
CYPRESS SEMICONDUCTOR CORP 232806109 12469 300000 SH DEFINED 1 300000
DAIMLERCHRYSLER AG NY SHARE 233835909 44390 1000000 SH DEFINED 1 1000000
DALLAS SEMICONDUCTOR 235204104 159464 4850600 SH DEFINED 1 4850600
DANA CORP 235811106 349050 16234900 SH DEFINED 1 16234900
DANAHER CORP 235851102 19900 400000 SH DEFINED 1 400000
DEBEERS CONS MNG ADR 240253302 59094 2134330 SH DEFINED 1 2134330
DEERE & CO 244199105 619780 18640000 SH DEFINED 1 18640000
DELL COMPUTER CORP 247025109 136247 4421800 SH DEFINED 1 4421800
DELPHI AUTOMOTIVE SYSTEMS 247126105 115375 7628071 SH DEFINED 1 7628071
DELTA AIR LINES INC 247361108 281724 6348700 SH DEFINED 1 6348700
DELUXE CORPORATION 248019101 44688 2200000 SH DEFINED 1 2200000
DEVON ENERGY CORP (NEW) 25179M103 210922 3506600 SH DEFINED 1 3506600
DEVRY INC 251893103 13443 357300 SH DEFINED 1 357300
DIAMOND OFFSHORE CV SUB NT 3.75% 2/15/07 25271CAA0 28419 $25200000 PRN DEFINED 1 $25200000
DIANON SYSTEMS INC 252826102 3708 93000 SH DEFINED 1 93000
DIGENE CORP 253752109 28800 800000 SH DEFINED 1 800000
DIGEX INC CL A 253756100 63984 1365000 SH DEFINED 1 1365000
DILLARD'S INC CL A 254067101 109364 10293100 SH DEFINED 1 10293100
DISNEY WALT CO (THE)-DISNEY COMMON 254687106 1984946 51894000 SH DEFINED 1 51894000
DISNEY WALT CO(THE) WALT DISNEY INTERNET 254687205 4358 410205 SH DEFINED 1 410205
DOBSON COMMUNICATIONS CL A 256069105 37095 2525600 SH DEFINED 1 2525600
DOCUMENTUM INC 256159104 101192 1246400 SH DEFINED 1 1246400
DOLE FOOD CO 256605106 79359 5290600 SH DEFINED 1 5290600
DOLLAR GENERAL CORP 256669102 403327 24079250 SH DEFINED 1 24079250
DOMINION RESOURCES NEW 25746U109 652851 11243932 SH DEFINED 1 11243932
DOVER CORP 260003108 210280 4480000 SH DEFINED 1 4480000
DOW CHEMICAL CO 260543103 1334643 53519500 SH DEFINED 1 53519500
DOW JONES & CO INC 260561105 178475 2950000 SH DEFINED 1 2950000
DPL INC 233293109 2586 86936 SH DEFINED 1 86936
DSP GROUP INC 23332B106 45261 1211000 SH DEFINED 1 1211000
DTE ENERGY CO 233331107 315563 8250000 SH DEFINED 1 8250000
DU PONT EI DE NEMOUR 263534109 24863 600000 SH DEFINED 1 600000
DUKE ENERGY CORP 264399106 517090 6030200 SH DEFINED 1 6030200
DURA PHARMACEUTICALS CV SUB NT 3.50% 26632SAA7 10486 $10700000 PRN DEFINED 1 $10700000
07/15/2002
DURA PHARMACEUTICALS INC 26632S109 49879 1410000 SH DEFINED 1 1410000
EASTERN ENTERPRISES 27637F100 19144 300000 SH DEFINED 1 300000
EASTMAN KODAK CO 277461109 174741 4275000 SH DEFINED 1 4275000
EATON CORP 278058102 217099 3522900 SH DEFINED 1 3522900
ECI TELECOM LTD 268258100 101675 3320000 SH DEFINED 1 3320000
ECOLLEGE.COM INC 27887E100 2907 363400 SH DEFINED 1 363400
EDISON INTL 281020107 60545 3135000 SH DEFINED 1 3135000
EFFICIENT NETWORKS INC 282056100 9966 267100 SH DEFINED 1 267100
EL PASO ENERGY CORP 283905107 62494 1014100 SH DEFINED 1 1014100
EL PASO ENERGY CV PF 4.75% 3/31/28 283678209 50781 650000 SH DEFINED 1 650000
ELAN CORP PLC ADR 284131208 1358649 24815500 SH DEFINED 1 24815500
ELCOR CORP 284443108 19213 1325000 SH DEFINED 1 1325000
ELECTRONIC DATA SYSTEMS CORP 285661104 239663 5775000 SH DEFINED 1 5775000
ELECTRONICS FOR IMAGING 286082102 46081 1825000 SH DEFINED 1 1825000
ELOYALTY CORP 290151109 19676 1543200 SH DEFINED 1 1543200
EMBARCADERO TECHNOLOGIES INC 290787100 36476 710000 SH DEFINED 1 710000
EMBRATEL PARTICIPACOES PN ADR 29081N100 74000 4000000 SH DEFINED 1 4000000
EMC CORPORATION 268648102 12391 125000 SH DEFINED 1 125000
EMERSON ELEC CO 291011104 359455 5365000 SH DEFINED 1 5365000
EMPRESA NAC ELEC ADR (CHILE) 29244T101 6583 598487 SH DEFINED 1 598487
ENCAL ENERGY LTD C$ 29250D107 12360 2000000 SH DEFINED 1 2000000
ENHANCE FINL SERV GP 293310108 4775 367306 SH DEFINED 1 367306
ENSCO INTL INC 26874Q100 1951 51000 SH DEFINED 1 51000
ENTERGY CORP NEW 29364G103 96854 2600100 SH DEFINED 1 2600100
ENZON INC 293904108 124080 1880000 SH DEFINED 1 1880000
EOG RESOURCES INC 26875P101 190488 4900000 SH DEFINED 1 4900000
EQUANT NV NY SHRS 294409107 2832 77200 SH DEFINED 1 77200
EQUIFAX INC 294429105 164831 6119000 SH DEFINED 1 6119000
EQUITABLE RESOURCES 294549100 107579 1697500 SH DEFINED 1 1697500
EQUITY OFFICE PROPERTIES TRUST 294741103 16308 525000 SH DEFINED 1 525000
EQUITY RESIDENTIAL PPTYS CV PF G 7.25% 29476L859 13575 600000 SH DEFINED 1 600000
EQUITY RESIDENTIAL PROPERTIES TRUST 29476L107 239760 4995000 SH DEFINED 1 4995000
ERICSSON CL B ADR 294821400 929751 62768000 SH DEFINED 1 62768000
EXAR CORP 300645108 56071 463400 SH DEFINED 1 463400
EXE TECHNOLOGIES INC 301504106 11985 799000 SH DEFINED 1 799000
EXELIXIS INC 30161Q104 19609 625000 SH DEFINED 1 625000
EXELON CORPORATION 30161N101 30281 500000 SH DEFINED 1 500000
EXODUS COMMUNICATIONS INC 302088109 3950 80000 SH DEFINED 1 80000
EXPEDITORS INTL WASH 302130109 20278 450000 SH DEFINED 1 450000
EXTENDED STAY AMERICA INC 30224P101 82018 6190000 SH DEFINED 1 6190000
EXTREME NETWORKS 30226D106 19809 173000 SH DEFINED 1 173000
EXXON MOBIL CORP 30231G102 964467 10821514 SH DEFINED 1 10821514
FAIRCHILD SEMICONDUCTOR CORP CL A 303726103 29531 1050000 SH DEFINED 1 1050000
FED HOME LN MTG CORP 313400301 675149 12488300 SH DEFINED 1 12488300
FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 7931 450000 SH DEFINED 1 450000
FEDERAL MOGUL CORP 313549107 2728 501700 SH DEFINED 1 501700
FEDERAL NATIONAL MTG 313586109 3631707 50793100 SH DEFINED 1 50793100
FEDERATED DEPT STRS 31410H101 62700 2400000 SH DEFINED 1 2400000
FEDEX CORP 31428X106 620317 13990000 SH DEFINED 1 13990000
FELCOR LODGING TRUST 31430F101 15609 675000 SH DEFINED 1 675000
FERRO CORP 315405100 51469 2700000 SH DEFINED 1 2700000
FIDELITY NATL FINL 316326107 42075 1700000 SH DEFINED 1 1700000
FIRST DATA CORP 319963104 187695 4805000 SH DEFINED 1 4805000
FIRST SECURITY CP UT 336294103 46491 2850000 SH DEFINED 1 2850000
FIRST UNION CORP 337358105 1823115 56640478 SH DEFINED 1 56640478
FLAG TELECOM HLDGS LTD 338347909 12517 1137900 SH DEFINED 1 1137900
FLEETBOSTON FINANCIAL CORP 339030108 791103 20284694 SH DEFINED 1 20284694
FLEXTRONICS INTL LTD 339386914 294829 3590000 SH DEFINED 1 3590000
FLORIDA PROGRESS CORP 341109106 282951 5345000 SH DEFINED 1 5345000
FLUOR CORP 343861100 278049 9268300 SH DEFINED 1 9268300
FMC CORP 302491303 84150 1254800 SH DEFINED 1 1254800
FOCAL COMMUNICATIONS CORP 344155106 40798 2642800 SH DEFINED 1 2642800
FOMENTO ECOMOMICO MEXICANO SPON ADR 344419106 17499 448700 SH DEFINED 1 448700
FORBES MEDI-TECH REG S/144 344907100 5064 1200000 SH DEFINED 1 1200000
FORD MOTOR CO 345370860 305491 12068796 SH DEFINED 1 12068796
FOREST LABS INC 345838106 659201 5747800 SH DEFINED 1 5747800
FORT JAMES CORP 347471104 476518 15591599 SH DEFINED 1 15591599
FOSTER WHEELER 350244109 9026 1245000 SH DEFINED 1 1245000
FOUR SEASONS HOTELS INC C$ LTD VTG 35100E104 5758 77500 SH DEFINED 1 77500
FOX ENTERTAINMENT GROUP INC CL A 35138T107 515558 19455000 SH DEFINED 1 19455000
FPL GROUP 302571104 101367 1541700 SH DEFINED 1 1541700
FREEPORT-MCMORAN C&G CV PF SER A DEP SHS 35671D501 17500 1400000 SH DEFINED 1 1400000
$1.75
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 37619 4268800 SH DEFINED 1 4268800
FULTON FINL CORP 360271100 16234 819385 SH DEFINED 1 819385
GALILEO INTERNATIONAL INC 363547100 54250 3500000 SH DEFINED 1 3500000
GALILEO TECHNOLOGY 363549908 11113 350000 SH DEFINED 1 350000
GALLAGHER ARTHUR J 363576109 151975 2570400 SH DEFINED 1 2570400
GALLAHER GROUP PLC ADR 363595109 6975 300000 SH DEFINED 1 300000
GANNETT COMPANY INC 364730101 157410 2970000 SH DEFINED 1 2970000
GAP INC 364760108 320088 15905000 SH DEFINED 1 15905000
GATEWAY INC 367626108 138408 2960600 SH DEFINED 1 2960600
GEN MTRS CL H (NEW) 370442832 48626 1307842 SH DEFINED 1 1307842
GENENCOR INTL INC 368709101 8888 300000 SH DEFINED 1 300000
GENENTECH INC 368710406 148327 798800 SH DEFINED 1 798800
GENERAL ELEC CO 369604103 69225 1200000 SH DEFINED 1 1200000
GENERAL MILLS INC 370334104 1142195 32174500 SH DEFINED 1 32174500
GENERAL MTRS CORP 370442105 232363 3574815 SH DEFINED 1 3574815
GENETRONICS BIOMEDICAL LTD C$ 371916107 2904 1900000 SH DEFINED 1 1900000
GENUINE PARTS CO 372460105 246589 12935800 SH DEFINED 1 12935800
GEORGIA GULF NEW 373200203 11438 1000000 SH DEFINED 1 1000000
GEORGIA-PACIFIC CORP (GEORGIA-PAC GROUP) 373298108 361449 15380800 SH DEFINED 1 15380800
GEORGIA-PACIFIC CORP (TIMBER GROUP) 373298702 194172 7225000 SH DEFINED 1 7225000
GILAT SATELLITE NETWORKS 375256906 32288 420000 SH DEFINED 1 420000
GILLETTE CO 375766102 610305 19766960 SH DEFINED 1 19766960
GLAXO WELLCOME PLC SPON ADR 37733W105 63097 1044000 SH DEFINED 1 1044000
GLOBAL CROSSING LTD 379325905 120280 3880000 SH DEFINED 1 3880000
GLOBAL INDUSTRIES LTD 379336100 13563 1085000 SH DEFINED 1 1085000
GLOBAL LIGHT TELECOMMUNICATIONS AMEX US$ 37934X100 7210 1400000 SH DEFINED 1 1400000
GLOBAL TELESYSTEMS INC 37936U104 15499 3397000 SH DEFINED 1 3397000
GLOBESPAN INC 379571102 10370 85000 SH DEFINED 1 85000
GLOBO CABO SPON ADR PN SPON 37957X102 23821 1781000 SH DEFINED 1 1781000
GOODRICH B F CO 382388106 165258 4217100 SH DEFINED 1 4217100
GOODYEAR TIRE & RUBBER COMPANY 382550101 91170 5065000 SH DEFINED 1 5065000
GOTO.COM INC 38348T107 46200 2800000 SH DEFINED 1 2800000
GPU INC 36225X100 213925 6595000 SH DEFINED 1 6595000
GRAINGER (WW) 384802104 51633 1962300 SH DEFINED 1 1962300
GROUPE AB SA SPON ADR 39944Q109 21308 1291400 SH DEFINED 1 1291400
GRUPO CASA SABA ADR SPON 40048P104 5434 543400 SH DEFINED 1 543400
GRUPO FINANCIERO GALICIA B ADR 399909100 7084 472264 SH DEFINED 1 472264
GRUPO IND MASECA ADR SPON B 400488409 1995 420000 SH DEFINED 1 420000
GRUPO IUSACELL SA V ADR 40050B100 53071 4469147 SH DEFINED 1 4469147
GRUPO TELEVISA ADR SPON CPO 40049J206 343841 5960400 SH DEFINED 1 5960400
GSI LUMONICS INC 144A C$ 36229U102 8799 535000 SH DEFINED 1 535000
GTR GROUP INC C$ 362368102 1182 1140100 SH DEFINED 1 1140100
GTS DURATEK INC 36237J107 6906 891100 SH DEFINED 1 891100
GUIDANT CORPORATION 401698105 1172812 16591500 SH DEFINED 1 16591500
GUILFORD PHARMACEUTICALS INC 401829106 25369 1100000 SH DEFINED 1 1100000
GULF INDONESIA RESOURCES 402284103 19847 1825000 SH DEFINED 1 1825000
HAIN CELESTIAL GROUP INC 405217100 23550 670450 SH DEFINED 1 670450
HARLEYSVILLE GRP INC 412824104 22967 1207800 SH DEFINED 1 1207800
HARRAHS ENTMNT INC 413619107 50188 1825000 SH DEFINED 1 1825000
HARRIS CORPORATION 413875105 91569 3220000 SH DEFINED 1 3220000
HARSCO CORP 415864107 52699 2388600 SH DEFINED 1 2388600
HARTE-HANKS INC 416196103 120276 4413800 SH DEFINED 1 4413800
HASBRO INC 418056107 103681 9065000 SH DEFINED 1 9065000
HCA - THE HEALTHCARE COMPANY 404119109 1267046 34129175 SH DEFINED 1 34129175
HCC INSURANCE HOLDINGS INC 404132102 88156 4340000 SH DEFINED 1 4340000
HEALTH CARE PPTY INV 421915109 83925 2832900 SH DEFINED 1 2832900
HEINZ H J CO 423074103 520358 14040000 SH DEFINED 1 14040000
HERCULES INC 427056106 81925 5800000 SH DEFINED 1 5800000
HEWLETT PACKARD CO 428236103 940415 9695000 SH DEFINED 1 9695000
HILB ROGAL & HAMILTN 431294107 28139 675000 SH DEFINED 1 675000
HNC SOFTWARE INC 40425P107 320869 3922000 SH DEFINED 1 3922000
HOLLIS-EDEN PHARMACEUTICALS PP 144A 435902101 2349 261006 SH DEFINED 1 261006
HOMESTAKE MNG CO 437614100 51875 10000000 SH DEFINED 1 10000000
HONEYWELL INTERNATIONAL INC 438516106 733163 20580000 SH DEFINED 1 20580000
HORACE MANN EDUCATRS 440327104 16375 1000000 SH DEFINED 1 1000000
HORIZON OFFSHORE INC 44043J105 6169 350000 SH DEFINED 1 350000
HOTEL RESERVATIONS NETWORK CL A 441451101 43767 1195000 SH DEFINED 1 1195000
HOUSEHOLD INTL 441815107 2692043 47541598 SH DEFINED 1 47541598
HS RESOURCES INC 404297103 6389 190000 SH DEFINED 1 190000
HSB GROUP INC 40428N109 58181 1450000 SH DEFINED 1 1450000
HUBBELL INC CL B 443510201 172305 6875000 SH DEFINED 1 6875000
HUNTINGTON BANCSHRS 446150104 58970 4015000 SH DEFINED 1 4015000
I2 TECHNOLOGIES INC 465754109 60982 326000 SH DEFINED 1 326000
ICICI BANK LTD SPON ADR 45104G104 288 39000 SH DEFINED 1 39000
ICICI LTD ADR (IC) 44926P202 8250 750000 SH DEFINED 1 750000
ICON PLC SPON ADR 45103T107 6694 371900 SH DEFINED 1 371900
IDEXX LABORATORIES INC 45168D104 106104 3966500 SH DEFINED 1 3966500
IKON OFFICE SOLUTION 451713101 70855 17995000 SH DEFINED 1 17995000
ILEX ONCOLOGY INC 451923106 61033 2026000 SH DEFINED 1 2026000
ILLINOIS TOOL WORKS 452308109 282202 5050600 SH DEFINED 1 5050600
ILLUMINA INC 452327109 7147 157500 SH DEFINED 1 157500
IMAX CORP US$ 45245E109 14888 879000 SH DEFINED 1 879000
IMCLONE SYSTEMS INC 45245W109 79017 675000 SH DEFINED 1 675000
IMMUNEX CORP (NEW) 452528102 2001 46000 SH DEFINED 1 46000
IMPERIAL BANCORP 452556103 16061 839808 SH DEFINED 1 839808
IMPERIAL CHEM ADR 452704505 278505 12011000 SH DEFINED 1 12011000
IMPERIAL OIL LTD US$ 453038408 58968 2261900 SH DEFINED 1 2261900
INCO LTD CV 5.750% 07-01-04 453258AK1 15956 $17250000 PRN DEFINED 1 $17250000
INDYMAC BANCORP INC 456607100 26731 1300000 SH DEFINED 1 1300000
INFINITY BROADCASTING CORP CL A NEW 45662S102 556248 16856000 SH DEFINED 1 16856000
INFORMATION HOLDINGS INC 456727106 12403 350000 SH DEFINED 1 350000
INFOSYS TECHNOLOGIES ADR 456788108 8580 65000 SH DEFINED 1 65000
INGERSOLL RAND CO 456866102 167935 4957500 SH DEFINED 1 4957500
INHALE THERAPEUTIC SYSTEMS INC 457191104 146761 2603292 SH DEFINED 1 2603292
INSIGHT COMMUNICATIONS CL A 45768V108 318 20000 SH DEFINED 1 20000
INSITE VISION INC PP 144 PIPES 457660108 6279 915000 SH DEFINED 1 915000
INTEL CORP 458140100 431419 10380000 SH DEFINED 1 10380000
INTERCEPT GROUP INC 45845L107 8159 350000 SH DEFINED 1 350000
INTERMEDIA COMMUNICATIONS INC 458801107 130871 4436300 SH DEFINED 1 4436300
INTERMUNE PHARMACEUTICALS 45885B100 16601 306000 SH DEFINED 1 306000
INTERNET CAPITAL GROUP 46059C106 18309 1050000 SH DEFINED 1 1050000
INTERNET GOLD-GOLDEN LINES 460960909 2876 535000 SH DEFINED 1 535000
INTERNET PICTURES CORP 46059S101 2719 500000 SH DEFINED 1 500000
INTERPUBLIC GROUP 460690100 884457 25965700 SH DEFINED 1 25965700
INTERPUBLIC GROUP CV SUB NT 144A 1.87% 460690AG5 22431 $25168000 PRN DEFINED 1 $25168000
06/01/06
INTERPUBLIC GRP CV SUB NT 1.87% 6/01/06 460690AJ9 4827 $5500000 PRN DEFINED 1 $5500000
INTERTAPE POLYMER GROUP INC US$ 460919103 20344 1500000 SH DEFINED 1 1500000
INTERTRUST TECHNOLOGIES CORP 46113Q109 47225 3915000 SH DEFINED 1 3915000
INTERWOVEN INC 46114T102 29396 260000 SH DEFINED 1 260000
INTL BUS MACH CORP 459200101 1523588 13543000 SH DEFINED 1 13543000
INTL FLAVORS & FRAGR 459506101 45601 2498700 SH DEFINED 1 2498700
INTL PAPER CO 460146103 1052050 36672760 SH DEFINED 1 36672760
INTUIT 461202103 430344 7549900 SH DEFINED 1 7549900
INVITROGEN CORP 46185R100 11380 160000 SH DEFINED 1 160000
IONICS INC (US) 462218108 31692 1487000 SH DEFINED 1 1487000
IRON MOUNTAIN INC NEW 462846106 7400 200000 SH DEFINED 1 200000
IRSA SPON GDR 450047204 8515 370210 SH DEFINED 1 370210
IVANHOE ENERGY INC C$ 465790103 29976 6490400 SH DEFINED 1 6490400
IVAX 5.5% CV SUB NT 144A 5/15/07 465823AB8 43500 $30000000 PRN DEFINED 1 $30000000
IXL ENTERPRISES 450718101 11043 2524000 SH DEFINED 1 2524000
JABIL CIRCUIT INC 466313103 74910 1320000 SH DEFINED 1 1320000
JDS UNIPHASE 46612J101 3314 35000 SH DEFINED 1 35000
JEFFERSON PILOT CORP 475070108 468338 6900000 SH DEFINED 1 6900000
JO-ANN STORES CL A 47758P109 3806 525000 SH DEFINED 1 525000
JO-ANN STORES CL B 47758P208 3380 525000 SH DEFINED 1 525000
JOHNS MANVILLE CORP 478129109 16969 1500000 SH DEFINED 1 1500000
JOHNSON & JOHNSON 478160104 37575 400000 SH DEFINED 1 400000
JOHNSON CONTROLS 478366107 251449 4727600 SH DEFINED 1 4727600
JUNIPER NETWORKS INC 48203R104 700600 3200000 SH DEFINED 1 3200000
K MART FINANCING I TRUST CV PF 7.75% 498778208 6356 204200 SH DEFINED 1 204200
06/15/16
KEEBLER FOODS CO 487256109 107789 2566400 SH DEFINED 1 2566400
KEITHLEY INSTRUMENTS INC 487584104 15750 225000 SH DEFINED 1 225000
KELLOGG CO 487836108 207229 8567600 SH DEFINED 1 8567600
KERR MCGEE CORP 492386107 245059 3699000 SH DEFINED 1 3699000
KEY ENERGY SERVICES INC 492914106 1276 130000 SH DEFINED 1 130000
KEYCORP NEW 493267108 120741 4770000 SH DEFINED 1 4770000
KEYSPAN CORP 49337W100 63558 1584000 SH DEFINED 1 1584000
KIMBERLY CLARK CORP 494368103 978494 17531800 SH DEFINED 1 17531800
KIMCO REALTY CORP 49446R109 25773 610000 SH DEFINED 1 610000
KINDER MORGAN INC 49455P101 22413 547500 SH DEFINED 1 547500
KLA TENCOR CORP 482480100 286418 6954000 SH DEFINED 1 6954000
KNIGHT RIDDER INC 499040103 336887 6630000 SH DEFINED 1 6630000
KNIGHTSBRIDGE TANKERS LTD 499067908 3281 150000 SH DEFINED 1 150000
KOHL'S CORP 500255104 98069 1700000 SH DEFINED 1 1700000
KOPIN CORP 500600101 3600 200000 SH DEFINED 1 200000
KOREA TELECOM CORP ADR 50063P103 73198 2176900 SH DEFINED 1 2176900
KPN NV ADR (SPON) 780641205 2044 94527 SH DEFINED 1 94527
LANIER WORLDWIDE INC 51589L105 534 570000 SH DEFINED 1 570000
LAUNCH MEDIA INC 518567102 2044 300000 SH DEFINED 1 300000
LERNOUT & HAUSPIE SPEECH PRODUCTS 526773908 3413 260000 SH DEFINED 1 260000
LEXMARK INTERNATIONAL INC CL A 529771107 264821 7061900 SH DEFINED 1 7061900
LIFEPOINT HOSPITALS INC 53219L109 23075 650000 SH DEFINED 1 650000
LILLY ELI & CO 532457108 223094 2750000 SH DEFINED 1 2750000
LIMITED INC 532716107 1161657 52652998 SH DEFINED 1 52652998
LINCOLN NATL CORP 534187109 516574 10734000 SH DEFINED 1 10734000
LINEAR TECH CORP 535678106 488066 7537700 SH DEFINED 1 7537700
LIONS GATE ENTERTAINMENT CORP C$ NEW 535919203 5661 2184134 SH DEFINED 1 2184134
LITTELFUSE INC 537008104 29688 1000000 SH DEFINED 1 1000000
LOCKHEED MARTIN CORP 539830109 864271 26221800 SH DEFINED 1 26221800
LOEWS CORP 540424108 16675 200000 SH DEFINED 1 200000
LONE STAR TECH INC 542312103 5769 125000 SH DEFINED 1 125000
LOOKSMART LTD 543442107 30766 2750000 SH DEFINED 1 2750000
LOUIS DREYFUS NATURAL GAS CORP 546011107 79250 2000000 SH DEFINED 1 2000000
LOUISIANA PACIFIC 546347105 84755 9225000 SH DEFINED 1 9225000
LOWES COS INC 548661107 1580174 35212800 SH DEFINED 1 35212800
LSI LOGIC 502161102 352287 12044000 SH DEFINED 1 12044000
LUCENT TECHNOLOGIES 549463107 105104 3439000 SH DEFINED 1 3439000
LUXOTTICA GRP ADR 55068R202 87485 5425400 SH DEFINED 1 5425400
LYCOS INC 550818108 559133 8131000 SH DEFINED 1 8131000
M&T BANK CORP 55261F104 56571 110923 SH DEFINED 1 110923
MALLINCKRODT INC 561232109 9125 200000 SH DEFINED 1 200000
MANDALAY RESORT GROUP 562567107 10724 418500 SH DEFINED 1 418500
MARKETWATCH.COM 570619106 1520 190000 SH DEFINED 1 190000
MARSH & MCLENNAN COS 571748102 1499863 11298400 SH DEFINED 1 11298400
MATAV RT SPON ADR 559776109 49887 2117200 SH DEFINED 1 2117200
MATTEL INC 577081102 18459 1650000 SH DEFINED 1 1650000
MAVERICK TUBE CORP 577914104 6061 225000 SH DEFINED 1 225000
MAXIM INTEGRATED PRODUCTS INC 57772K101 107625 1338000 SH DEFINED 1 1338000
MAXIM PHARMACEUTICALS 57772M107 29069 478500 SH DEFINED 1 478500
MAY DEPT STORES CO 577778103 614968 29998450 SH DEFINED 1 29998450
MBL INTL FIN (BERMUDA) TRUST EXCH NOTE 55262XAA2 9304 $9000000 PRN DEFINED 1 $9000000
3.00% 11-30-02 (MBB*)
MBNA CORP 55262L100 157465 4090000 SH DEFINED 1 4090000
MC DONALDS CORP 580135101 286781 9500000 SH DEFINED 1 9500000
MCDATA CORP CL.B 580031102 4608 37500 SH DEFINED 1 37500
MCK COMMUNICATIONS 581243102 7919 350000 SH DEFINED 1 350000
MCN ENERGY GROUP INC 55267J100 176546 6889600 SH DEFINED 1 6889600
MCSI INC 55270M108 27774 826000 SH DEFINED 1 826000
MDC CORP INC CL A C$ S/V 55267W309 9679 1070933 SH DEFINED 1 1070933
MDU RESOURCES GROUP 552690109 17850 600000 SH DEFINED 1 600000
MEAD CORP 582834107 32725 1400000 SH DEFINED 1 1400000
MEDALLION FINANCIAL CORP 583928106 4623 275000 SH DEFINED 1 275000
MEDAREX INC 583916101 4810 41000 SH DEFINED 1 41000
MEDIA GENERAL CL A 584404107 28053 652400 SH DEFINED 1 652400
MEDICIS PHARMACEUTICAL CL A 584690309 113775 1850000 SH DEFINED 1 1850000
MEDIMMUNE INC 584699102 165701 2145000 SH DEFINED 1 2145000
MEDITRUST CORP PAIRED STOCK REIT 58501T306 7800 2655339 SH DEFINED 1 2655339
MEDTRONIC INC 585055106 275643 5320000 SH DEFINED 1 5320000
MEMBERWORKS INC 586002107 15533 472500 SH DEFINED 1 472500
MENTOR CORP MINN 587188103 2835 180000 SH DEFINED 1 180000
MENTOR GRAPHICS 587200106 21678 920000 SH DEFINED 1 920000
MERCK & CO INC 589331107 543989 7308000 SH DEFINED 1 7308000
MERCURY COMPUTER SYSTEMS INC 589378108 26689 959600 SH DEFINED 1 959600
MERCURY GENERAL CORP 589400100 104479 3690200 SH DEFINED 1 3690200
METALINK LTD 591232905 13017 703600 SH DEFINED 1 703600
METHANEX CORP C$ 59151K108 35653 7250000 SH DEFINED 1 7250000
METRIS COMPANIES INC 591598107 29033 735000 SH DEFINED 1 735000
METROMEDIA INTL GRP 591695101 150 40000 SH DEFINED 1 40000
METRON TECHNOLOGY NV 591919097 4084 510500 SH DEFINED 1 510500
MGIC INVESTMENT CORP 552848103 79463 1300000 SH DEFINED 1 1300000
MGM MIRAGE 552953101 460476 12058300 SH DEFINED 1 12058300
MICHAELS STORES 594087108 147560 3689000 SH DEFINED 1 3689000
MICREL INC 594793101 195372 2916000 SH DEFINED 1 2916000
MICROCHIP TECH INC 595017104 397907 12035000 SH DEFINED 1 12035000
MICROMUSE INC 595094103 4421 22000 SH DEFINED 1 22000
MICRON TECH INC 595112103 1341093 29154200 SH DEFINED 1 29154200
MICROSOFT CORP 594918104 787711 13060500 SH DEFINED 1 13060500
MIDAS INC 595626102 27282 1948700 SH DEFINED 1 1948700
MIH LTD A 553044900 64515 2155000 SH DEFINED 1 2155000
MILLENIUM PHARMACEUTICALS INC 599902103 335944 2300000 SH DEFINED 1 2300000
MILLENNIUM CHEMICALS INC 599903101 119041 8036500 SH DEFINED 1 8036500
MILLIPORE CORP 601073109 29063 600000 SH DEFINED 1 600000
MINN MNG & MFG CO 604059105 275325 3021400 SH DEFINED 1 3021400
MITCHELL ENERGY & DEVELOPMENT CORP CL A 606592202 60613 1300000 SH DEFINED 1 1300000
MMC NETWORKS INC 55308N102 55028 435000 SH DEFINED 1 435000
MODERN TIMES GROUP B SPON ADR 607698107 44463 342022 SH DEFINED 1 342022
MODIS PROFESSIONAL SERVICES INC 607830106 20750 4000000 SH DEFINED 1 4000000
MONDAVI (ROBERT) CORP CL A 609200100 36882 902300 SH DEFINED 1 902300
MONSANTO CO CV PF ACES UNITS 6.50% 611662305 77714 1483800 SH DEFINED 1 1483800
11/30/01
MORGAN J P & CO INC 616880100 187064 1145000 SH DEFINED 1 1145000
MORTONS RESTAURANT GROUP INC 619429103 10429 515000 SH DEFINED 1 515000
MOTOROLA INC 620076109 892774 31602600 SH DEFINED 1 31602600
MSC INDUSTRIAL DIRECT CO INC CL A 553530106 22033 1444800 SH DEFINED 1 1444800
MURPHY OIL CORP 626717102 388784 5998600 SH DEFINED 1 5998600
MUTUAL RISK MGMNT 628351108 52102 2375000 SH DEFINED 1 2375000
MYRIAD GENETICS INC 62855J104 34550 400000 SH DEFINED 1 400000
NABISCO GROUP HOLDINGS 62952P102 1251863 43925000 SH DEFINED 1 43925000
NABORS INDUSTRIES INC 629568106 2201 42000 SH DEFINED 1 42000
NAT AUSTRALIA BANK 7.875% EXCH CAP UNITS 632525309 20250 $800000 PRN DEFINED 1 $800000
PRP
NATIONAL CITY CORP 635405103 240720 10880000 SH DEFINED 1 10880000
NATIONAL INSTRUMENTS CORP 636518102 45228 1025000 SH DEFINED 1 1025000
NATL FUEL GAS CO 636180101 7120 127000 SH DEFINED 1 127000
NDS GROUP PLC A ADS 628891103 11103 144200 SH DEFINED 1 144200
NELVANA LTD SUB VTG US$ 64042V107 8550 300000 SH DEFINED 1 300000
NEOSE TECHNOLOGIES INC 640522108 19350 400000 SH DEFINED 1 400000
NETIQ CORP 64115P102 19706 300000 SH DEFINED 1 300000
NEUROCRINE BIOSCIENCES INC 64125C109 20250 450000 SH DEFINED 1 450000
NEW FOCUS INC 644383101 5092 64400 SH DEFINED 1 64400
NEW JERSEY RESOURCES 646025106 30469 750000 SH DEFINED 1 750000
NEW YORK TIMES CO CL A 650111107 115186 2930000 SH DEFINED 1 2930000
NEWELL RUBBERMAID INC 651229106 555142 24335000 SH DEFINED 1 24335000
NEWFIELD EXPLORATION 651290108 128391 2750000 SH DEFINED 1 2750000
NEWHALL LAND/FARMING 651426108 23520 1000000 SH DEFINED 1 1000000
NEWMONT MINING CORP 651639106 208250 12250000 SH DEFINED 1 12250000
NEWPARK RESOURCES INC 651718504 18593 2010000 SH DEFINED 1 2010000
NEWS CORP LTD PFD ADR 652487802 998712 21305850 SH DEFINED 1 21305850
NEWS CORP NEW ADR 652487703 1343246 23959800 SH DEFINED 1 23959800
NEXTEL COMM CL A 65332V103 10753 230000 SH DEFINED 1 230000
NIAGARA MOHAWK HOLDINGS INC 653520106 44888 2850000 SH DEFINED 1 2850000
NICE SYSTEMS LTD SPON ADR 653656108 16560 230000 SH DEFINED 1 230000
NICOR INC 654086107 6333 175000 SH DEFINED 1 175000
NIKE INC CL B 654106103 871136 21744425 SH DEFINED 1 21744425
NISOURCE INC 65473P105 153836 6311200 SH DEFINED 1 6311200
NOBLE AFFILIATES 654894104 12771 344000 SH DEFINED 1 344000
NOKIA A SPON ADR 654902204 1332286 33464000 SH DEFINED 1 33464000
NORFOLK SOTHN CORP 655844108 439702 30065100 SH DEFINED 1 30065100
NORSK HYDRO SPON ADR 656531605 206231 4874000 SH DEFINED 1 4874000
NORTEL NETWORKS CORP HLDG CO C$ 656568102 676474 11350063 SH DEFINED 1 11350063
NORTEL PFD B ADR (NY) 656567401 27404 1834600 SH DEFINED 1 1834600
NORTHEAST UTILITIES 664397106 178666 8238200 SH DEFINED 1 8238200
NORTHERN TRUST CORP 665859104 79988 900000 SH DEFINED 1 900000
NORTHPOINT COMMUNICATIONS GROUP INC 666610100 72552 8174900 SH DEFINED 1 8174900
NORTHROP GRUMMAN 666807102 263083 2895000 SH DEFINED 1 2895000
NOVOSTE CORPORATION 67010C100 9244 217500 SH DEFINED 1 217500
NRG ENERGY INC 629377102 43800 1200000 SH DEFINED 1 1200000
NSTAR 67019E107 725 18000 SH DEFINED 1 18000
NTL INC 629407107 862 18609 SH DEFINED 1 18609
NUMERICAL TECHNOLOGIES INC 67053T101 21517 746800 SH DEFINED 1 746800
O2MICRO INTL LTD 689804904 21504 1250000 SH DEFINED 1 1250000
OCCIDENTAL PETE 674599105 54531 2500000 SH DEFINED 1 2500000
OGE ENERGY CORP 670837103 59888 2810000 SH DEFINED 1 2810000
OHIO CASUALTY CORP 677240103 9020 1421900 SH DEFINED 1 1421900
OM GROUP INC 670872100 46330 1062000 SH DEFINED 1 1062000
OMNICARE 681904108 16125 1000000 SH DEFINED 1 1000000
OMNICARE INC CV 5.0% 12/01/07 681904AD0 19645 $26150000 PRN DEFINED 1 $26150000
OMNICOM GROUP 681919106 10941 150000 SH DEFINED 1 150000
OPENTV A 683477905 4618 138900 SH DEFINED 1 138900
ORACLE CORP 68389X105 484313 6150000 SH DEFINED 1 6150000
ORBOTECH LTD 68389P904 68291 1248750 SH DEFINED 1 1248750
ORIX CORP ADR 686330101 13247 226440 SH DEFINED 1 226440
ORIX CORP CV NT 0.375% 03-31-05 686330AA9 11739 $1000000000 PRN DEFINED 1 $1000000000
ORTHOLOGIC CORP 68750J107 3482 1160700 SH DEFINED 1 1160700
OSI PHARMACEUTICALS 144A PP 671040103 78750 1125000 SH DEFINED 1 1125000
OWENS-ILLINOIS CV PF 4.75% 12/31/49 690768502 5865 340000 SH DEFINED 1 340000
OWENS-ILLINOIS INC 690768403 67525 7300000 SH DEFINED 1 7300000
PACCAR INC 693718108 159132 4293600 SH DEFINED 1 4293600
PALL CORP 696429307 179438 9000000 SH DEFINED 1 9000000
PALM HARBOR HOMES INC 696639103 8923 648906 SH DEFINED 1 648906
PALM INC 696642107 1562886 29523228 SH DEFINED 1 29523228
PANAMERICAN BEV A 69829W905 17145 1008500 SH DEFINED 1 1008500
PAPA JOHN'S INTL INC 698813102 17293 690000 SH DEFINED 1 690000
PARK ELECTROCHEMICAL 700416209 10413 187200 SH DEFINED 1 187200
PARKER-HANNIFIN CORP 701094104 151875 4500000 SH DEFINED 1 4500000
PARTNERRE HLDGS LTD 702122904 148755 3135800 SH DEFINED 1 3135800
PATTERSON ENERGY INC 703414102 19078 555000 SH DEFINED 1 555000
PAYCHEX INC 704326107 211050 4020000 SH DEFINED 1 4020000
PAYLESS SHOESOURCE INC 704379106 45640 815000 SH DEFINED 1 815000
PE CORPORATION-CELERA GENOMICS GROUP 69332S201 155176 1557600 SH DEFINED 1 1557600
PE CORPORATION-PE BIOSYSTEMS GROUP 69332S102 1047358 8990200 SH DEFINED 1 8990200
PENNEY J C INC 708160106 334223 28294000 SH DEFINED 1 28294000
PENNZOIL-QUAKER STATE 709323109 113620 10820900 SH DEFINED 1 10820900
PEOPLESOFT INC 712713106 386678 13840828 SH DEFINED 1 13840828
PEPSICO INC 713448108 1667840 36257400 SH DEFINED 1 36257400
PERFORMANCE FOOD GROUP CO 713755106 20694 550000 SH DEFINED 1 550000
PETRO-CANADA C$ 71644E102 155835 7000000 SH DEFINED 1 7000000
PETROLEO BRASIL ON ADR (PETROBRAS) 71654V408 230880 7680000 SH DEFINED 1 7680000
PETSMART INC CV SUB NT 6.75% 144A 716768AA4 13563 $17500000 PRN DEFINED 1 $17500000
11/01/04
PFIZER INC 717081103 5224013 116250625 SH DEFINED 1 116250625
PHARMACIA CORPORATION 71713U102 4471937 74300095 SH DEFINED 1 74300095
PHARMACYCLICS INC 716933106 47144 950000 SH DEFINED 1 950000
PHELPS DODGE CORP 717265102 314789 7539861 SH DEFINED 1 7539861
PHILIP MORRIS CO INC 718154107 2827322 96044900 SH DEFINED 1 96044900
PHILIPPINE LDTEL ADR SPON 718252604 107632 6285094 SH DEFINED 1 6285094
PHILLIPS PETE CO 718507106 1776747 28314700 SH DEFINED 1 28314700
PHILLIPS VAN HEUSEN 718592108 6127 594100 SH DEFINED 1 594100
PINNACLE SYSTEMS INC 723481107 4500 400000 SH DEFINED 1 400000
PINNACLE WEST CAP 723484101 291504 5729800 SH DEFINED 1 5729800
PITNEY BOWES INC 724479100 697571 17688000 SH DEFINED 1 17688000
PIXAR INC 725811103 64250 2000000 SH DEFINED 1 2000000
PLACER DOME INC US$ 725906101 149113 15800000 SH DEFINED 1 15800000
PLANTRONICS INC 727493108 13585 357500 SH DEFINED 1 357500
PMC-SIERRA INC 69344F106 1047880 4868200 SH DEFINED 1 4868200
POGO PRODUCING CO 730448107 128047 5046200 SH DEFINED 1 5046200
POGO TRUST I CV PF SER A QUIPS 6.50% 73044P208 12200 200000 SH DEFINED 1 200000
06/01/29
POLAROID CORP 731095105 20425 1520000 SH DEFINED 1 1520000
POLYMEDICA CORP 731738100 1814 42300 SH DEFINED 1 42300
POTLATCH CORP 737628107 90065 2847900 SH DEFINED 1 2847900
POWER INTEGRATIONS INC 739276103 16896 1212300 SH DEFINED 1 1212300
PPG INDUSTRIES INC 693506107 383500 9663000 SH DEFINED 1 9663000
PPL CORPORATION 69351T106 83500 2000000 SH DEFINED 1 2000000
PRAXAIR INC 74005P104 76619 2050000 SH DEFINED 1 2050000
PREPAID LEGAL SERVICES INC 740065107 3231 100000 SH DEFINED 1 100000
PRICE COMMUNICATIONS CORP 741437305 44698 2284895 SH DEFINED 1 2284895
PRICELINE.COM INC 741503106 41768 3517300 SH DEFINED 1 3517300
PRIMEDIA INC 74157K101 19206 1172900 SH DEFINED 1 1172900
PROBUSINESS SERVICES INC 742674104 25226 833900 SH DEFINED 1 833900
PROCTER & GAMBLE CO 742718109 40200 600000 SH DEFINED 1 600000
PROFIT RECOVERY GROUP INTL 743168106 11864 1201400 SH DEFINED 1 1201400
PROGRESSIVE CORP OH 743315103 244397 2985000 SH DEFINED 1 2985000
PROLOGIS TRUST SBI 743410102 28289 1191114 SH DEFINED 1 1191114
PROTECTION ONE ALARM CV SUB NT 6.75% 743659AL8 2950 $5000000 PRN DEFINED 1 $5000000
09/15/03
PROTECTIVE LIFE CORP 743674103 82563 2763600 SH DEFINED 1 2763600
PROTEIN DESIGN LABS 74369L103 67480 560000 SH DEFINED 1 560000
PROVIDIAN FINANCIAL CORP 74406A102 651789 5132200 SH DEFINED 1 5132200
PROXIM INC 744284100 6675 150000 SH DEFINED 1 150000
PSINET INC 74437C101 85322 8864640 SH DEFINED 1 8864640
PUB SVC ENTRPR GRP 744573106 90269 2020000 SH DEFINED 1 2020000
PUBLIC SVC CO N MEX 744499104 31050 1200000 SH DEFINED 1 1200000
PUERTO RICAN CEMENT 745075101 7844 250000 SH DEFINED 1 250000
PUGET SOUND ENERGY INC 745332106 96425 3800000 SH DEFINED 1 3800000
QLT INC 746927102 3544 50000 SH DEFINED 1 50000
QUANTUM CORP - DLT & STORAGE 747906204 30125 2000000 SH DEFINED 1 2000000
QUANTUM CORP - HARD DISK DRIVE 747906303 30806 3100000 SH DEFINED 1 3100000
QUANTUM CORP CV SUB 7.00% 08/01/04 747906AC9 5705 $7000000 PRN DEFINED 1 $7000000
QUESTAR CORP 748356102 164789 5925000 SH DEFINED 1 5925000
QUICKLOGIC CORP 74837P108 23678 1435000 SH DEFINED 1 1435000
QUILMES INDUSTRIAL N/V PFD SPON ADR 74838Y108 11445 1090000 SH DEFINED 1 1090000
QUINTILES TRANSNATIONAL CORP 748767100 104037 6527800 SH DEFINED 1 6527800
QWEST COMMUNICATIONS INTL 749121109 1064197 22141943 SH DEFINED 1 22141943
R J REYNOLDS TOBACCO HOLDINGS 76182K105 494339 15328332 SH DEFINED 1 15328332
R&B FALCON CORP 74912E101 2369 85000 SH DEFINED 1 85000
RADIANT SYSTEMS INC 75025N102 17588 822850 SH DEFINED 1 822850
RADIO ONE CL A 75040P108 1987 239000 SH DEFINED 1 239000
RADIO ONE CL D N/V 75040P405 3376 478000 SH DEFINED 1 478000
RADISYS CORP 750459109 30590 605000 SH DEFINED 1 605000
RADVISION LTD 750612905 6201 220000 SH DEFINED 1 220000
RADWARE LTD 75061R900 12600 420000 SH DEFINED 1 420000
RALSTON-RALSTON PURINA GROUP 751277302 45006 1900000 SH DEFINED 1 1900000
RAYONIER INC 754907103 38295 1065600 SH DEFINED 1 1065600
RAYTHEON COMPANY (NEW) CL A 755111309 195791 7152167 SH DEFINED 1 7152167
RAYTHEON COMPANY CL B 755111408 263348 9260600 SH DEFINED 1 9260600
RAZORFISH INC CL A 755236106 2376 230000 SH DEFINED 1 230000
REDBACK NETWORKS 757209101 138170 842500 SH DEFINED 1 842500
REINSURANCE GROUP OF AMERICA INC 759351109 87238 2547100 SH DEFINED 1 2547100
REMEC INC 759543101 8390 285000 SH DEFINED 1 285000
RENAISSANCERE HLDGS LTD 759676901 10345 161800 SH DEFINED 1 161800
RENT-WAY INC 76009U104 24084 792900 SH DEFINED 1 792900
RESEARCH IN MOTION LTD C$ 760975102 174764 1765000 SH DEFINED 1 1765000
ROBERT HALF INTL 770323103 374625 10800000 SH DEFINED 1 10800000
ROCKWELL INTL CORP NEW 773903109 134613 4450000 SH DEFINED 1 4450000
ROGERS COMMUNICATIONS INC CL B C$ N/V 775109200 2961 125000 SH DEFINED 1 125000
ROGERS CORP 775133101 6907 218400 SH DEFINED 1 218400
ROPER INDUSTRIES NEW 776696106 4978 150000 SH DEFINED 1 150000
ROWAN COMPANIES INC 779382100 26889 927200 SH DEFINED 1 927200
ROYAL BANK OF CANADA C$ 780087102 594747 20021800 SH DEFINED 1 20021800
ROYAL DUTCH PETE 1.25 GUILDER NY SHR 780257804 1458699 24337000 SH DEFINED 1 24337000
RPM INC OHIO 749685103 30813 3400000 SH DEFINED 1 3400000
RUBY TUESDAY INC 781182100 22316 1983600 SH DEFINED 1 1983600
SABRE HOLDINGS CORP CL A 785905100 517153 17871363 SH DEFINED 1 17871363
SAFECO CORP 786429100 185028 6790000 SH DEFINED 1 6790000
SANMINA CORP 800907107 176483 1885000 SH DEFINED 1 1885000
SANTA ISABEL SPON ADR 802233106 3926 698000 SH DEFINED 1 698000
SAPIENS INTERNATIONAL CORP USD 803059906 4321 1115000 SH DEFINED 1 1115000
SARA LEE CORP 803111103 1386539 68260400 SH DEFINED 1 68260400
SAVVIS COMMUNICATIONS 805423100 42933 4770300 SH DEFINED 1 4770300
SBC COMMUNICATIONS 78387G103 1919104 38382075 SH DEFINED 1 38382075
SBC COMMUNICATNS DECS(TMX) 7.75% 3-15-01 78387G202 41959 463000 SH DEFINED 1 463000
SBS BROADCASTING SA 783939901 71416 1793800 SH DEFINED 1 1793800
SCHERING-PLOUGH 806605101 229245 4930000 SH DEFINED 1 4930000
SCHLUMBERGER LTD 806857108 965652 11731532 SH DEFINED 1 11731532
SCHOOL SPECIALTY INC 807863105 32608 1530000 SH DEFINED 1 1530000
SCHULMAN A 808194104 10622 965625 SH DEFINED 1 965625
SCI SYSTEMS CV SUB NT 3.00% 03/15/07 783890AF3 25625 $25000000 PRN DEFINED 1 $25000000
SCI SYSTEMS INC 783890106 324320 7910252 SH DEFINED 1 7910252
SCIENT CORP 144 RESTRICTED 80864H109 9785 467322 SH DEFINED 1 467322
SCRIPPS CO (THE E.W.) CL A NEW 811054204 58104 1076000 SH DEFINED 1 1076000
SDL INC 784076101 6496 21000 SH DEFINED 1 21000
SEAGATE TECHNOLOGY 811804103 186300 2700000 SH DEFINED 1 2700000
SEAGRAM CO ACES 7.5% CV PFD UNTS 6/21/02 811850205 198529 3808700 SH DEFINED 1 3808700
SEAGRAM COMPANY (THE) LTD US$ 811850106 1363199 23733600 SH DEFINED 1 23733600
SEALED AIR CORP NEW 81211K100 142764 3155000 SH DEFINED 1 3155000
SEMINIS INC CL A 816658108 685 547700 SH DEFINED 1 547700
SEMTECH CORP 816850101 38813 900000 SH DEFINED 1 900000
SEMTECH CORP CV 144A SUB NT 4.5% 2/01/07 816850AB7 33163 $26530000 PRN DEFINED 1 $26530000
SEPRACOR CV SUB DEB 7.0% 12/15/05 817315AH7 5150 $2500000 PRN DEFINED 1 $2500000
SEPRACOR INC 817315104 277225 2259600 SH DEFINED 1 2259600
SEPRACOR INC CV NT 7.00% 144A 12/15/05 817315AF1 30900 $15000000 PRN DEFINED 1 $15000000
SEPRACOR INC CV SUB DEB 5.00% 2/15/07 817315AL8 15690 $10530000 PRN DEFINED 1 $10530000
SEPRACOR INC CV SUB DEB 6.25% 02-15-05 817315AE4 2068 $400000 PRN DEFINED 1 $400000
SEPRACOR INC CV SUB NT 144A 6.25% 2/15/5 817315AC8 44979 $8700000 PRN DEFINED 1 $8700000
SERVICE CORPORATION INTERNATIONAL 817565104 57654 23652800 SH DEFINED 1 23652800
SERVICEMASTER CO (THE) 81760N109 133510 13520000 SH DEFINED 1 13520000
SHARPER IMAGE CORP 820013100 17361 985000 SH DEFINED 1 985000
SHAW COMMUNICATIONS INC CL B C$ 82028K200 22927 1000000 SH DEFINED 1 1000000
SHELL TRANS/TRADING (NY SHARES NEW) 822703609 550195 11242800 SH DEFINED 1 11242800
SHERWIN WILLIAMS CO 824348106 12227 572000 SH DEFINED 1 572000
SHOP AT HOME INC 825066301 1414 580000 SH DEFINED 1 580000
SICOR INC 825846108 17371 1694702 SH DEFINED 1 1694702
SIERRA PACIFIC RESOURCES NEW 826428104 5713 317400 SH DEFINED 1 317400
SILICON GRAPHICS INC 827056102 1238 300000 SH DEFINED 1 300000
SINCLAIR BROADCAST GROUP CL A 829226109 8354 763800 SH DEFINED 1 763800
SKILLSOFT CORP 83066P101 1338 72800 SH DEFINED 1 72800
SKYWEST INC 830879102 37156 725000 SH DEFINED 1 725000
SMARTFORCE PLC SPON ADR 83170A206 8291 175000 SH DEFINED 1 175000
SMITHKLINE BEECHAM ADR 832378301 17156 250000 SH DEFINED 1 250000
SMURFIT-STONE CONTAINER CORP 832727101 107124 8927000 SH DEFINED 1 8927000
SNYDER COMMUNICATIONS CIRCLE.COM INC 832914204 1535 522500 SH DEFINED 1 522500
SO JERSEY INDUSTRIES 838518108 14594 500000 SH DEFINED 1 500000
SOLECTRON CORP 834182107 457007 9908000 SH DEFINED 1 9908000
SONOCO PRODS CO 835495102 55994 3100000 SH DEFINED 1 3100000
SOUTHERN CO 842587107 1039379 32042500 SH DEFINED 1 32042500
SOUTHWEST AIRLINES 844741108 706694 29142005 SH DEFINED 1 29142005
SPARTECH CORP 847220209 17897 1150000 SH DEFINED 1 1150000
SPIEKER PROPERTIES INC 848497103 131415 2283000 SH DEFINED 1 2283000
SPORTSLINE.COM INC 848934105 2417 175000 SH DEFINED 1 175000
SPRINT CORP (FON GROUP) 852061100 1491382 50878700 SH DEFINED 1 50878700
ST PAUL COS INC 792860108 358300 7265900 SH DEFINED 1 7265900
STANLEY WORKS 854616109 184500 8000000 SH DEFINED 1 8000000
STAPLES INC 855030102 95766 6750000 SH DEFINED 1 6750000
STARBUCKS CORP 855244109 618164 15430000 SH DEFINED 1 15430000
STERICYCLE INC 858912108 27563 1125000 SH DEFINED 1 1125000
STET HELLAS TELECOMMUNICATIONS ADR 859823106 1975 132800 SH DEFINED 1 132800
STEWART ENTERPRISES CL A 860370105 1938 1000000 SH DEFINED 1 1000000
STOLT-NIELSEN B ADR 861565109 64774 3364900 SH DEFINED 1 3364900
STORAGE TECHNOLOGY 862111200 81036 5975000 SH DEFINED 1 5975000
STRUCTURAL DYNAMICS RESEARCH CORP 863555108 2456 150000 SH DEFINED 1 150000
STRYKER CORP 863667101 20610 480000 SH DEFINED 1 480000
SUN TRUST BANKS INC 867914103 160894 3230000 SH DEFINED 1 3230000
SUNCOR ENERGY INC C$ 867229106 311247 14107377 SH DEFINED 1 14107377
SUNGLASS HUT INTL 86736F106 40664 6226000 SH DEFINED 1 6226000
SUNOCO INC 86764P109 134472 4992000 SH DEFINED 1 4992000
SUNRISE TELECOM INC 86769Y105 7143 247900 SH DEFINED 1 247900
SYBRON INTERNATIONAL CORP (WISCONSIN) 87114F106 12600 525000 SH DEFINED 1 525000
SYCAMORE NETWORKS INC 871206108 4752 44000 SH DEFINED 1 44000
TALISMAN ENERGY INC C$ 87425E103 53035 1512900 SH DEFINED 1 1512900
TECH DATA CORP 878237106 18169 425000 SH DEFINED 1 425000
TECNOMATIX TECHNOLOGIES LTD 878756907 6752 537500 SH DEFINED 1 537500
TECO ENERGY 872375100 124838 4342200 SH DEFINED 1 4342200
TELE CELULAR SUL PARTICIPACOES PN ADR 879238103 69717 2323900 SH DEFINED 1 2323900
TELE CENTRO OESTE CELULAR PARTIC PN ADR 87923P105 57906 5450000 SH DEFINED 1 5450000
TELE DANMARK B ADR SPON 879242105 70560 2508800 SH DEFINED 1 2508800
TELE LESTE CELULAR PARTICIPACOES PN ADR 87943B102 13642 338400 SH DEFINED 1 338400
TELE NORDESTE CELULAR PARTICIPACO PN ADR 87924W109 50455 1073500 SH DEFINED 1 1073500
TELE NORTE CELULAR PARTICIPACOES PN ADR 87924Y105 13056 326400 SH DEFINED 1 326400
TELECOM ARGENTINA B SPON ADR 879273209 51898 2399900 SH DEFINED 1 2399900
TELECOM NEW ZEAL ADR SPON 879278208 14414 720700 SH DEFINED 1 720700
TELECORP PCS INC CL A 879299105 13300 700000 SH DEFINED 1 700000
TELEFONICA SPON ADR 879382208 135025 2271708 SH DEFINED 1 2271708
TELEFONOS DE MEX CV NT 4.25% 06-15-04 879403AD5 64197 $50000000 PRN DEFINED 1 $50000000
TELEFONOS DE MEXICO L ADR 879403780 1603623 30150380 SH DEFINED 1 30150380
TELEGLOBE INC C$ 87941V100 9635 458100 SH DEFINED 1 458100
TELEMIG CELULAR PARTICIPACOES PN ADR 87944E105 42054 794400 SH DEFINED 1 794400
TELESYSTEM INTL WIRELESS INC C$ 879946101 1130 80000 SH DEFINED 1 80000
TELSCAPE INTERNATIONAL INC 87971Q104 560 194800 SH DEFINED 1 194800
TERADYNE 880770102 74375 2125000 SH DEFINED 1 2125000
TETRA TECH INC 88162G103 15709 550000 SH DEFINED 1 550000
TEVA PHARM ADR 881624209 241226 3296000 SH DEFINED 1 3296000
TEXACO INC 881694103 1731534 32981600 SH DEFINED 1 32981600
TEXAS INSTRS INC 882508104 2940717 62319824 SH DEFINED 1 62319824
TEXTRON INC 883203101 18450 400000 SH DEFINED 1 400000
THERMO ELECTRON 144A CV SUB DEB 4.25% 883556AF9 12350 $13000000 PRN DEFINED 1 $13000000
01-01-03
THERMO ELECTRON CORP 883556102 130000 5000000 SH DEFINED 1 5000000
THERMO ELECTRON CV SUB DEB 4.00% 883556AH5 8775 $10000000 PRN DEFINED 1 $10000000
01-15-05
THOMAS & BETTS CORP 884315102 83498 4788400 SH DEFINED 1 4788400
TIBCO SOFTWARE INC 88632Q103 3715 44000 SH DEFINED 1 44000
TIDEWATER INC 886423102 2548 56000 SH DEFINED 1 56000
TIME WARNER INC 887315109 4589204 58647970 SH DEFINED 1 58647970
TJX COS INC NEW 872540109 36781 1634700 SH DEFINED 1 1634700
TOLLGRADE COMMUNICATIONS INC 889542106 13881 100000 SH DEFINED 1 100000
TOO INC 890333107 60800 2560000 SH DEFINED 1 2560000
TORONTO DOMINION BANK (THE) C$ 891160509 268396 9137600 SH DEFINED 1 9137600
TOTAL FINA ELF SPON ADS 89151E109 574246 7819524 SH DEFINED 1 7819524
TOWER AUTOMOTIVE INC 891707101 27707 2955400 SH DEFINED 1 2955400
TRANSWITCH CORP 894065101 47813 750000 SH DEFINED 1 750000
TRAVELOCITY.COM INC 893953109 11180 788000 SH DEFINED 1 788000
TRENWICK GROUP LTD 895290104 380 20000 SH DEFINED 1 20000
TRIAD HOSPITALS INC 89579K109 44063 1500000 SH DEFINED 1 1500000
TRIARC COMPANIES 895927101 23394 950000 SH DEFINED 1 950000
TRIBUNE COMPANY 896047107 31340 718400 SH DEFINED 1 718400
TRIGON HEALTHCARE INC 89618L100 41540 790300 SH DEFINED 1 790300
TRIMBLE NAVIGATION LTD 896239100 57448 2567500 SH DEFINED 1 2567500
TRIPATH IMAGING INC 896942109 6868 981078 SH DEFINED 1 981078
TRITEL INC CL A 89675X104 14313 1000000 SH DEFINED 1 1000000
TRITON PCS HOLDINGS INC CL A 89677M106 20130 732000 SH DEFINED 1 732000
TRW INC 872649108 269588 6636000 SH DEFINED 1 6636000
TUBOS DE ACERO ADR NEW 898592506 75094 4483247 SH DEFINED 1 4483247
TUPPERWARE CORP 899896104 9000 500000 SH DEFINED 1 500000
TXU CORP 873168108 4787 120800 SH DEFINED 1 120800
U S BANCORP 902973106 56875 2500000 SH DEFINED 1 2500000
ULTRAMAR DIAMOND SHAMROCK CORP 904000106 197986 7802400 SH DEFINED 1 7802400
UNIBANCO UNIT GDS (REP 500 UNITS) UNIT=1 90458E107 149579 4532700 SH DEFINED 1 4532700
UBB4 +1 UBH6
UNICOM CORPORATION 904911104 132041 2350000 SH DEFINED 1 2350000
UNILEVER NV NY SHRS 904784709 154400 3200000 SH DEFINED 1 3200000
UNION PACIFIC 907818108 122456 3150000 SH DEFINED 1 3150000
UNITED BANKSHRS INC 909907107 34834 1775000 SH DEFINED 1 1775000
UNITED PARCEL SERVICE INC CL B 911312106 515510 9144300 SH DEFINED 1 9144300
UNITED RENTALS INC 911363109 82025 3400000 SH DEFINED 1 3400000
UNITED TECHNOLOGIES 913017109 1268432 18316700 SH DEFINED 1 18316700
UNITED TELEVISION 913066106 52332 356000 SH DEFINED 1 356000
UNITED THERAPEUTICS CORP PP PIPES 91307C102 68153 780000 SH DEFINED 1 780000
UNITEDGLOBALCOM 7.0% CV PFD SER D 913247805 16500 500000 SH DEFINED 1 500000
UNITEDGLOBALCOM CV PF SER C 7% 12/31/49 913247201 3225 75000 SH DEFINED 1 75000
UNITEDGLOBALCOM CV PF SER C 7.00% 144A 913247102 30100 700000 SH DEFINED 1 700000
12/31/49
UNITEDGLOBALCOM INC CL A 913247508 301815 10060500 SH DEFINED 1 10060500
UNITEDHEALTH GROUP INC 91324P102 63694 645000 SH DEFINED 1 645000
UNIV HEALTH SVS CL B 913903100 177663 2074900 SH DEFINED 1 2074900
UNIVERSAL ACCESS INC 913363107 8225 700000 SH DEFINED 1 700000
UNIVISION COMMUNICATIONS INC CL A 914906102 2616 70000 SH DEFINED 1 70000
UNOCAL CORP 915289102 755712 21325200 SH DEFINED 1 21325200
USA EDUCATION INC 90390U102 681468 14142000 SH DEFINED 1 14142000
USA NETWORKS INC 902984103 477206 21753000 SH DEFINED 1 21753000
UST INC 902911106 65194 2850000 SH DEFINED 1 2850000
USX-MARATHON GROUP 902905827 476700 16800000 SH DEFINED 1 16800000
USX-U S STEEL GROUP 90337T101 11492 756700 SH DEFINED 1 756700
UTI ENERGY CORP 903387108 7363 165000 SH DEFINED 1 165000
VA LINUX 144 RESTRICTED 180 DAYS (N/A 91819B105 18038 390000 SH DEFINED 1 390000
FOR SALE UNTIL 6/06/00*)
VAIL RESORTS INC 91879Q109 45386 2241300 SH DEFINED 1 2241300
VALERO ENERGY CORP NEW 91913Y100 27999 795700 SH DEFINED 1 795700
VALLEY NATL BANCRP 919794107 17207 630000 SH DEFINED 1 630000
VALSPAR CORP 920355104 61551 2677300 SH DEFINED 1 2677300
VALUEVISION INTL INC CL A 92047K107 1884 75000 SH DEFINED 1 75000
VARIAN SEMICONDUCTOR EQUIP 922207105 26203 699900 SH DEFINED 1 699900
VENTIV HEALTH 922793104 25040 1983333 SH DEFINED 1 1983333
VERISIGN INC 92343E102 7295 36012 SH DEFINED 1 36012
VERIZON COMMUNICATIONS 92343V104 2061695 42564026 SH DEFINED 1 42564026
VERSATA INC 925298101 28827 1087800 SH DEFINED 1 1087800
VERSICOR INC 925314106 6833 455500 SH DEFINED 1 455500
VERTEX PHARMACEUTCLS 92532F100 95485 1130000 SH DEFINED 1 1130000
VERTICAL NET 92532L107 68494 1950000 SH DEFINED 1 1950000
VF CORP 918204108 133313 5400000 SH DEFINED 1 5400000
VIACOM INC CL A 925524100 482730 8251800 SH DEFINED 1 8251800
VIACOM INC CL B N/V 925524308 4959935 84785219 SH DEFINED 1 84785219
VIATEL INC 925529208 1048 102237 SH DEFINED 1 102237
VICAL INC 925602104 19277 745000 SH DEFINED 1 745000
VIMPEL COMMUNICATIONS ADS OPEN JOINT 68370R109 13519 700000 SH DEFINED 1 700000
STOCK COMPANY
VINA CONCHA Y TORO SA SPON ADR 927191106 1073 29000 SH DEFINED 1 29000
VIRATA CORP 927646109 2777 42000 SH DEFINED 1 42000
VIROPHARMA INC 928241108 20441 790000 SH DEFINED 1 790000
VISION-SCIENCES INC 927912105 1354 984500 SH DEFINED 1 984500
VITESSE SEMICONDUCTR 928497106 95341 1072000 SH DEFINED 1 1072000
VODAFONE GROUP PLC ADR 92857W100 482850 13050000 SH DEFINED 1 13050000
VOICESTREAM WIRELESS CORP 928615103 12097 104226 SH DEFINED 1 104226
WACHOVIA CORPORATION 929771103 218247 3850000 SH DEFINED 1 3850000
WAL MART STORES INC 931142103 233406 4850000 SH DEFINED 1 4850000
WALGREEN CO 931422109 567207 14951100 SH DEFINED 1 14951100
WASHINGTON MUTL INC 939322103 1010095 25371300 SH DEFINED 1 25371300
WASHINGTON POST CL B 939640108 1056 2000 SH DEFINED 1 2000
WASHINGTON REIT SBI 939653101 6019 300000 SH DEFINED 1 300000
WASTE MANAGEMENT INC CV SUB 94106LAA7 94658 $100700000 PRN DEFINED 1 $100700000
4.00%02-01-02
WASTE MANAGEMENT INC NEW 94106L109 463742 26594500 SH DEFINED 1 26594500
WATCHGUARD TECHNOLOGIES INC 941105108 10200 170000 SH DEFINED 1 170000
WATSON PHARMACEUTICAL INC 942683103 19463 300000 SH DEFINED 1 300000
WD-40 COMPANY 929236107 3276 154150 SH DEFINED 1 154150
WEBEX COMMUNICATIONS INC 94767L109 1936 52500 SH DEFINED 1 52500
WEBLINK WIRELESS INC 94769A101 3844 500000 SH DEFINED 1 500000
WEBMETHODS INC 94768C108 12134 105400 SH DEFINED 1 105400
WEBVAN GROUP 144 PP 94845V103 4976 2151900 SH DEFINED 1 2151900
WEINGARTEN RLTY INVS 948741103 105339 2585000 SH DEFINED 1 2585000
WELLPOINT HLTH NETWK 94973H108 249130 2595100 SH DEFINED 1 2595100
WELLS FARGO & CO (NEW) 949746101 2090868 45515500 SH DEFINED 1 45515500
WESTERN GAS RESOURCES 958259103 40195 1603800 SH DEFINED 1 1603800
WESTERN WIRELESS CORP CL A 95988E204 143074 4016100 SH DEFINED 1 4016100
WESTVACO CORP 961548104 282815 10597300 SH DEFINED 1 10597300
WESTWOOD ONE INC 961815107 73338 3421000 SH DEFINED 1 3421000
WEYERHAEUSER CO 962166104 912310 22595900 SH DEFINED 1 22595900
WHITEHALL JEWELLERS INC 965063100 6688 842600 SH DEFINED 1 842600
WILLAMETTE INDUSTRIES INC 969133107 132958 4748500 SH DEFINED 1 4748500
WILLIAMS COS INC 969457100 1374078 32522550 SH DEFINED 1 32522550
WILLIAMS-SONOMA INC 969904101 69264 1993198 SH DEFINED 1 1993198
WILMINGTON TR CORP 971807102 43742 815700 SH DEFINED 1 815700
WISCONSIN CENT TRANS 976592105 24366 2306800 SH DEFINED 1 2306800
WISCONSIN ENERGY 976657106 71576 3590000 SH DEFINED 1 3590000
WITNESS SYSTEMS INC 977424100 17649 977100 SH DEFINED 1 977100
WJ COMMUNICATIONS INC 929284107 1480 40000 SH DEFINED 1 40000
WOMEN FIRST HEALHCARE 978150100 578 1155100 SH DEFINED 1 1155100
WORLDCOM INC 98157D106 730370 24045091 SH DEFINED 1 24045091
WORTHINGTON INDS 981811102 14063 1500000 SH DEFINED 1 1500000
WRIGLEY WM JR CO 982526105 78873 1053400 SH DEFINED 1 1053400
XCEL ENERGY INC 98389B100 261869 9522500 SH DEFINED 1 9522500
XEROX CORP 984121103 600552 39870700 SH DEFINED 1 39870700
XL CAPITAL LTD CL A 983940909 649248 8833300 SH DEFINED 1 8833300
YAHOO! INC 984332106 280043 3077400 SH DEFINED 1 3077400
YORK INTL CORP 986670107 122940 4942300 SH DEFINED 1 4942300
ZENITH NATL INS CORP 989390109 11813 540000 SH DEFINED 1 540000
ZIFF-DAVIS INC - ZD 989511100 35369 4353100 SH DEFINED 1 4353100
ZIFF-DAVIS INC - ZDNET VAR VTG SHS 989511209 17578 1250000 SH DEFINED 1 1250000
-----------------
GRAND $ 223975541
# PURSUANT TO REG. SEC. 240.24B-2 CERTAIN CONFIDENTIAL MATERIAL HAS BEEN FILED WITH THE SECRETARY OF THE SEC FOR NON-PUBLIC
TREATMENT
* INVESTMENT DISCRETION IS DISCLAIMED BY THE CAPITAL GROUP COMPANIES, INC FOR ALL PURPOSES OTHER THAN FORM 13F
</TABLE>