-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, OBZ8KgK1Uv7aMKo3meS9MtN5XH5aUSwR6/mWXMKJFobIaWgQA7WZq/ubG087sUq5 vZppSSSrdwbV1Gv1vxIsBQ== 0000950147-01-501846.txt : 20020410 0000950147-01-501846.hdr.sgml : 20020410 ACCESSION NUMBER: 0000950147-01-501846 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ING PILGRIM INVESTMENTS LLC CENTRAL INDEX KEY: 0001077479 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 954516049 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04547 FILM NUMBER: 1781210 BUSINESS ADDRESS: STREET 1: 7337 EAST DOUBLETREE RANCH ROAD STREET 2: 7337 EAST DOUBLETREE RANCH ROAD CITY: SCOTTSDALE STATE: AZ ZIP: 85258 BUSINESS PHONE: 800-992-0180 MAIL ADDRESS: STREET 1: 7337 EAST DOUBLETREE RANCH ROAD STREET 2: 7337 EAST DOUBLETREE RANCH ROAD CITY: SCOTTSDALE STATE: AZ ZIP: 85258 FORMER COMPANY: FORMER CONFORMED NAME: PILGRIM INVESTMENTS INC DATE OF NAME CHANGE: 19990125 13F-HR 1 e-7703.txt FORM 13F OF ING PILGRIM INVESTMENTS, LLC 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, 2001 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: ING Pilgrim Investments, LLC Address: 7337 East Doubletree Ranch Rd., Scottsdale, Arizona 85258 Form 13F File Number: 28-04547 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 Scottsdale, AZ November 9, 2001 - -------------------- -------------- ----------------- [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. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 843 Form 13F Information Table Value Total: $4,523,920,468 List of Other Included Managers: NONE
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 - -------------- ----- ------ ----- ------- --- ---- ---- ---- ---- ------ ---- ADC TELECOMMUNICATIONS INC COM 000886101 1,342,794 118,700 SH N/A SOLE NONE 118,700 N/A N/A AFLAC INC COM 001055102 7,920,180 293,340 SH N/A SOLE NONE 293,340 N/A N/A AGCO CORP COM 001084102 7,839,110 866,200 SH N/A SOLE NONE 866,200 N/A N/A AMR CORP DEL COM 001765106 139,722 7,300 SH N/A SOLE NONE 7,300 N/A N/A AT + T CORP COM 001957109 8,472,835 439,007 SH N/A SOLE NONE 439,007 N/A N/A ATMI INC COM 00207R101 3,267,675 211,500 SH N/A SOLE NONE 211,500 N/A N/A A T + T WIRELESS SVCS INC COM 00209A106 6,584,058 440,700 SH N/A SOLE NONE 440,700 N/A N/A ABBOTT LABS COM 002824100 6,864,940 132,400 SH N/A SOLE NONE 132,400 N/A N/A ABGENIX INC COM 00339B107 3,264,260 143,800 SH N/A SOLE NONE 143,800 N/A N/A ACTIVISION INC NEW COM NEW 004930202 16,560,648 608,400 SH N/A SOLE NONE 608,400 N/A N/A ADELPHIA BUSINESS SOLUTIONS CL B 006847206 110,275 9,158 SH N/A SOLE NONE 9,158 N/A N/A ADMINISTAFF INC COM 007094105 5,954,000 229,000 SH N/A SOLE NONE 229,000 N/A N/A ADOBE SYS INC COM 00724F101 100,716 4,200 SH N/A SOLE NONE 4,200 N/A N/A ADVANCED FIBRE COMMUNICATIONS COM 00754A105 2,355,132 161,200 SH N/A SOLE NONE 161,200 N/A N/A AEROFLEX INCORPORATED COM 007768104 8,226,900 747,900 SH N/A SOLE NONE 747,900 N/A N/A ADVANCED MICRO DEVICES INC COM 007903107 7,754,236 951,440 SH N/A SOLE NONE 951,440 N/A N/A ADVANCE PCS COM 00790K109 31,669,336 441,200 SH N/A SOLE NONE 441,200 N/A N/A AFFILIATED COMPUTER SVCS INC CL A 008190100 20,352,500 250,000 SH N/A SOLE NONE 250,000 N/A N/A AFFILIATED MANAGERS GROUP INC COM 008252108 5,521,932 97,200 SH N/A SOLE NONE 97,200 N/A N/A AGILENT TECHNOLOGIES INC COM 00846U101 324,078 15,126 SH N/A SOLE NONE 15,126 N/A N/A AGNICO EAGLE MINES LTD COM 008474108 3,294,480 318,000 SH N/A SOLE NONE 318,000 N/A N/A AIR PRODS + CHEMS INC COM 009158106 7,951,338 206,100 SH N/A SOLE NONE 206,100 N/A N/A AIRGATE PCS INC COM 009367103 8,208,816 184,800 SH N/A SOLE NONE 184,800 N/A N/A ALABAMA NATL BANCORPORATION DE COM 010317105 6,850,800 207,600 SH N/A SOLE NONE 207,600 N/A N/A ALAMOSA HOLDINGS INC COM 011589108 7,005,330 505,800 SH N/A SOLE NONE 505,800 N/A N/A ALBERTA ENERGY LTD COM 012873105 336,105 9,900 SH N/A SOLE NONE 9,900 N/A N/A ALBERTO CULVER CO CL B CONV 013068101 15,556 400 SH N/A SOLE NONE 400 N/A N/A ALBERTSONS INC COM 013104104 316,887 9,940 SH N/A SOLE NONE 9,940 N/A N/A ALCAN INC COM 013716105 4,578,000 152,600 SH N/A SOLE NONE 152,600 N/A N/A ALCOA INC COM 013817101 15,757,830 506,150 SH N/A SOLE NONE 506,150 N/A N/A ALCATEL ALSTHOM SPONSORED ADR REPSTG 1/5 SH 013904305 230,656 6,400 SH N/A SOLE NONE 6,400 N/A N/A ALLEGHENY ENERGY INC COM 017361106 124,780 3,400 SH N/A SOLE NONE 3,400 N/A N/A ALLERGAN INC COM 018490102 165,750 2,500 SH N/A SOLE NONE 2,500 N/A N/A ALLIANCE CAP MGMT HLDG LP UNIT LTD PARTNERSHIP INT 01855A101 8,131,858 177,940 SH N/A SOLE NONE 177,940 N/A N/A ALLIANT TECHSYSTEMS INC COM 018804104 22,906,560 267,600 SH N/A SOLE NONE 267,600 N/A N/A ALLIED WASTE INDUSTRIES INC COM PAR $.01NEW 019589308 45,900 3,600 SH N/A SOLE NONE 3,600 N/A N/A ALLOY INC COM 019855105 144,160 12,000 SH N/A SOLE NONE 12,000 N/A N/A ALLSTATE CORP COM 020002101 14,674,815 392,900 SH N/A SOLE NONE 392,900 N/A N/A ALLTEL CORP COM 020039103 7,104,670 122,600 SH N/A SOLE NONE 122,600 N/A N/A ALPHA INDUSTRIES INC COM 020753109 6,965,452 359,600 SH N/A SOLE NONE 359,600 N/A N/A ALTERA CORP COM 021441100 10,148,065 619,540 SH N/A SOLE NONE 619,540 N/A N/A AMAZON COM INC COM 023135106 874,307 146,450 SH N/A SOLE NONE 146,450 N/A N/A AMBAC FINL GROUP INC COM 023139108 158,659 2,900 SH N/A SOLE NONE 2,900 N/A N/A AMERADA HESS CORP COM 023551104 6,228,168 96,700 SH N/A SOLE NONE 96,700 N/A N/A AMEREN CORP COM 023608102 8,196,749 213,457 SH N/A SOLE NONE 213,457 N/A N/A AMERICAN ELEC PWR INC COM 025537101 361,403 8,360 SH N/A SOLE NONE 8,360 N/A N/A AMERICAN EAGLE OUTFITTERS COM 02553E106 2,421,830 121,700 SH N/A SOLE NONE 121,700 N/A N/A AMERICAN HEALTHCORP INC COM 02649V104 9,372,975 265,900 SH N/A SOLE NONE 265,900 N/A N/A AMERICAN INTL GROUP INC COM 026874107 23,939,723 306,857 SH N/A SOLE NONE 306,857 N/A N/A AMERICAN STD COS INC DEL COM 029712106 363,000 6,600 SH N/A SOLE NONE 6,600 N/A N/A AMERICREDIT CORP COM 03060R101 21,182,238 669,900 SH N/A SOLE NONE 669,900 N/A N/A AMERISOURCEBERGEN CORP COM 03073E105 23,924,340 337,200 SH N/A SOLE NONE 337,200 N/A N/A AMGEN INC COM 031162100 5,680,708 96,660 SH N/A SOLE NONE 96,660 N/A N/A AMSOUTH BANCORPORATION COM 032165102 115,829 6,410 SH N/A SOLE NONE 6,410 N/A N/A AMSURG CORP COM 03232P405 3,774,350 137,000 SH N/A SOLE NONE 137,000 N/A N/A ANADARKO PETE CORP COM 032511107 8,797,398 180,075 SH N/A SOLE NONE 180,075 N/A N/A ANALOG DEVICES INC COM 032654105 16,673,403 509,890 SH N/A SOLE NONE 509,890 N/A N/A ANAREN MICROWAVE INC COM 032744104 5,395,500 330,000 SH N/A SOLE NONE 330,000 N/A N/A ANNALY MORTGAGE MANAGEMENT COM 035710409 2,025,890 140,200 SH N/A SOLE NONE 140,200 N/A N/A ANNTAYLOR STORES CORP COM 036115103 2,014,448 91,900 SH N/A SOLE NONE 91,900 N/A N/A AON CORP COM 037389103 1,738,800 41,400 SH N/A SOLE NONE 41,400 N/A N/A APOLLO GROUP INC UNIV PHOENIX ONLINE COM 037604204 7,749,288 250,300 SH N/A SOLE NONE 250,300 N/A N/A APRIA HEALTHCARE GROUP INC COM 037933108 15,107,470 583,300 SH N/A SOLE NONE 583,300 N/A N/A AQUILA INC DEL CL A 03840J106 1,279,660 58,700 SH N/A SOLE NONE 58,700 N/A N/A ARCH CHEMICALS INC COM 03937R102 145,280 6,400 SH N/A SOLE NONE 6,400 N/A N/A ARCH COAL INC COM 039380100 936,000 60,000 SH N/A SOLE NONE 60,000 N/A N/A ARCHER DANIELS MIDLAND CO COM 039483102 144,722 11,495 SH N/A SOLE NONE 11,495 N/A N/A ARMOR HOLDINGS INC COM 042260109 2,126,520 107,400 SH N/A SOLE NONE 107,400 N/A N/A ARROW ELECTRS INC COM 042735100 6,945,218 353,300 SH N/A SOLE NONE 353,300 N/A N/A ARTHROCARE CORP COM 043136100 2,777,320 141,700 SH N/A SOLE NONE 141,700 N/A N/A ASHLAND INC COM 044204105 61,680 1,600 SH N/A SOLE NONE 1,600 N/A N/A ASTORIA FINL CORP COM 046265104 16,586,874 279,900 SH N/A SOLE NONE 279,900 N/A N/A AUTODESK INCORPORATED COM STK NPV 052769106 35,266 1,100 SH N/A SOLE NONE 1,100 N/A N/A AUTOMATIC DATA PROCESSING INC COM 053015103 503,328 10,700 SH N/A SOLE NONE 10,700 N/A N/A AUTOZONE INC COM 053332102 25,675,886 495,100 SH N/A SOLE NONE 495,100 N/A N/A AVENTIS SPONSORED ADR 053561106 285,342 3,800 SH N/A SOLE NONE 3,800 N/A N/A AVERY DENNISON CORP COM 053611109 5,769,455 121,950 SH N/A SOLE NONE 121,950 N/A N/A AVIRON SB NT CV 5.25%08 053762AD2 5,560,000 8,000,000 SH N/A SOLE NONE 8,000,000 N/A N/A AVNET INC COM 053807103 6,224,618 342,200 SH N/A SOLE NONE 342,200 N/A N/A AVON PRODS INC COM 054303102 171,125 3,700 SH N/A SOLE NONE 3,700 N/A N/A AXA SA SPONSORED ADR 054536107 631,904 32,240 SH N/A SOLE NONE 32,240 N/A N/A AXCELIS TECHNOLOGIES INC COM 054540109 85,787 9,078 SH N/A SOLE NONE 9,078 N/A N/A BB+T CORP COM 054937107 7,337,385 201,300 SH N/A SOLE NONE 201,300 N/A N/A BEI TECHNOLOGIES INC COM 05538P104 4,614,375 287,500 SH N/A SOLE NONE 287,500 N/A N/A BISYS GROUP INC COM 055472104 19,124,314 360,700 SH N/A SOLE NONE 360,700 N/A N/A BJ SVCS CO COM 055482103 355,800 20,000 SH N/A SOLE NONE 20,000 N/A N/A BMC SOFTWARE INC COM 055921100 59,690 4,700 SH N/A SOLE NONE 4,700 N/A N/A BAKER HUGHES INC COM 057224107 3,474,000 120,000 SH N/A SOLE NONE 120,000 N/A N/A BALL CORP COM 058498106 41,930 700 SH N/A SOLE NONE 700 N/A N/A BANCO BRADESCO S A SPON ADR REPSTG PFD SHS 059460105 19,148,201 4,847,640 SH N/A SOLE NONE 4,847,640 N/A N/A BANK AMER CORP COM 060505104 2,770,496 47,440 SH N/A SOLE NONE 47,440 N/A N/A BANK NEW YORK INC COM 064057102 6,996,500 199,900 SH N/A SOLE NONE 199,900 N/A N/A BANK ONE CORP COM 06423A103 641,988 20,400 SH N/A SOLE NONE 20,400 N/A N/A BANKNORTH GROUP INC NEW COM 06646R107 12,753,648 571,400 SH N/A SOLE NONE 571,400 N/A N/A BARD C R INC COM 067383109 51,410 1,000 SH N/A SOLE NONE 1,000 N/A N/A BARNES + NOBLE INC COM 067774109 10,631,450 294,500 SH N/A SOLE NONE 294,500 N/A N/A BARRICK GOLD CORP COM 067901108 3,208,015 184,900 SH N/A SOLE NONE 184,900 N/A N/A BARR LABS INC COM 068306109 3,233,554 40,900 SH N/A SOLE NONE 40,900 N/A N/A BAUSCH + LOMB INC COM 071707103 50,940 1,800 SH N/A SOLE NONE 1,800 N/A N/A BAXTER INTL INC COM 071813109 14,351,535 260,700 SH N/A SOLE NONE 260,700 N/A N/A BEA SYS INC COM 073325102 522,655 54,500 SH N/A SOLE NONE 54,500 N/A N/A BEAR STEARNS COS INC COM 073902108 4,185,837 83,700 SH N/A SOLE NONE 83,700 N/A N/A BECTON DICKINSON + CO COM 075887109 3,444,700 93,100 SH N/A SOLE NONE 93,100 N/A N/A BED BATH + BEYOND INC COM 075896100 7,194,996 282,600 SH N/A SOLE NONE 282,600 N/A N/A BELLSOUTH CORP COM 079860102 2,109,078 50,760 SH N/A SOLE NONE 50,760 N/A N/A BEMIS INC COM 081437105 15,940 400 SH N/A SOLE NONE 400 N/A N/A BEST BUY CO INC COM STK USD0.10 086516101 1,604,385 35,300 SH N/A SOLE NONE 35,300 N/A N/A BEVERLY ENTERPRISES INC. COM 087851309 1,125,060 110,300 SH N/A SOLE NONE 110,300 N/A N/A BIOGEN INC COM 090597105 5,718,070 102,880 SH N/A SOLE NONE 102,880 N/A N/A BIOMET INC COM 090613100 136,013 4,650 SH N/A SOLE NONE 4,650 N/A N/A BIOVAIL CORP COM 09067J109 14,230,880 306,700 SH N/A SOLE NONE 306,700 N/A N/A BIOSITE INC COM 090945106 5,207,571 215,100 SH N/A SOLE NONE 215,100 N/A N/A BLACK + DECKER CORPORATION COM 091797100 436,800 14,000 SH N/A SOLE NONE 14,000 N/A N/A BLOCK H + R INC COM 093671105 24,217,222 628,040 SH N/A SOLE NONE 628,040 N/A N/A BOISE CASCADE CORP COM 097383103 53,100 1,800 SH N/A SOLE NONE 1,800 N/A N/A BORLAND SOFTWARE CORP COM 099849101 6,638,760 819,600 SH N/A SOLE NONE 819,600 N/A N/A BOSTON SCIENTIFIC CORP COM 101137107 20,493,850 999,700 SH N/A SOLE NONE 999,700 N/A N/A BOWATER INC COM 102183100 915,616 20,800 SH N/A SOLE NONE 20,800 N/A N/A BRASIL TELECOM PARTICIPACOES SPONSORED ADR REPSTG PFD SHS 105530109 683,373 25,124 SH N/A SOLE NONE 25,124 N/A N/A BRISTOL MYERS SQUIBB CO COM 110122108 14,030,011 252,520 SH N/A SOLE NONE 252,520 N/A N/A BRITISH TELECOMMUNICATIONS ADR FINAL INSTALLMENT 111021408 434,775 8,500 SH N/A SOLE NONE 8,500 N/A N/A BROADCOM CORP CL A 111320107 663,688 32,694 SH N/A SOLE NONE 32,694 N/A N/A BROADWING INC COM 111620100 426,120 26,500 SH N/A SOLE NONE 26,500 N/A N/A BROCADE COMMUNICATIONS SYS INC COM 111621108 2,786,358 198,600 SH N/A SOLE NONE 198,600 N/A N/A BROWN FORMAN CORP CLASS B 115637209 25,272 400 SH N/A SOLE NONE 400 N/A N/A BRUNSWICK CORP COM 117043109 26,352 1,600 SH N/A SOLE NONE 1,600 N/A N/A BURLINGTON NORTHN SANTA FE COM 12189T104 16,174,174 604,642 SH N/A SOLE NONE 604,642 N/A N/A CMS ENERGY CORP COM 125896100 84,400 4,220 SH N/A SOLE NONE 4,220 N/A N/A C MAC INDS INC COM 125920108 568,290 28,500 SH N/A SOLE NONE 28,500 N/A N/A CNF INC COM 12612W104 394,959 17,300 SH N/A SOLE NONE 17,300 N/A N/A CSG SYS INTL INC COM 126349109 411,640 10,040 SH N/A SOLE NONE 10,040 N/A N/A CSX CORP COM 126408103 111,825 3,550 SH N/A SOLE NONE 3,550 N/A N/A CVS CORP COM 126650100 212,480 6,400 SH N/A SOLE NONE 6,400 N/A N/A CV THERAPEUTICS INC COM 126667104 5,937,808 152,800 SH N/A SOLE NONE 152,800 N/A N/A CABOT CORP COM 127055101 9,348,570 234,300 SH N/A SOLE NONE 234,300 N/A N/A CABOT MICROELECTRONICS CORP COM 12709P103 9,884,226 204,600 SH N/A SOLE NONE 204,600 N/A N/A CACI INTERNATIONAL INC COM 127190304 1,044,006 19,100 SH N/A SOLE NONE 19,100 N/A N/A CALIPER TECHNOLOGIES CORP OC COM 130876105 69,750 4,500 SH N/A SOLE NONE 4,500 N/A N/A CALPINE CORP COM 131347106 442,514 19,400 SH N/A SOLE NONE 19,400 N/A N/A CAMECO CORP COM 13321L108 2,599,192 114,200 SH N/A SOLE NONE 114,200 N/A N/A CAMPBELL SOUP CO COM 134429109 193,200 6,900 SH N/A SOLE NONE 6,900 N/A N/A CAPITAL ONE FINL CORP COM 14040H105 264,673 5,750 SH N/A SOLE NONE 5,750 N/A N/A CARDINAL HEALTH INC COM 14149Y108 665,550 9,000 SH N/A SOLE NONE 9,000 N/A N/A CAREMARK RX INC COM 141705103 20,494,716 1,228,700 SH N/A SOLE NONE 1,228,700 N/A N/A CARDIODYNAMICS PRIVATE PLACEMENT 14199D996 835,680 174,100 SH N/A SOLE NONE 174,100 N/A N/A CARNIVAL CORP COM 143658102 8,050,512 365,600 SH N/A SOLE NONE 365,600 N/A N/A CATERPILLAR INC COM 149123101 4,117,120 91,900 SH N/A SOLE NONE 91,900 N/A N/A CELESTICA INC SUB VTG SHS 15101Q108 1,307,670 47,900 SH N/A SOLE NONE 47,900 N/A N/A CELGENE CORP COM 151020104 17,055,279 645,300 SH N/A SOLE NONE 645,300 N/A N/A CEMEX S A SPONSORED ADR NEW REP ORD PART 151290889 1,198,201 58,335 SH N/A SOLE NONE 58,335 N/A N/A CENDANT CORP COM 151313103 184,320 14,400 SH N/A SOLE NONE 14,400 N/A N/A CENTEX CORP COM 152312104 11,221,971 332,700 SH N/A SOLE NONE 332,700 N/A N/A CENTILLIUM COMMUNICATIONS INC COM 152319109 1,561,662 257,700 SH N/A SOLE NONE 257,700 N/A N/A CENTURYTEL INC COM 156700106 73,700 2,200 SH N/A SOLE NONE 2,200 N/A N/A CERNER CORP COM 156782104 21,111,750 426,500 SH N/A SOLE NONE 426,500 N/A N/A CERTEGY INC COM 156880106 259,600 10,000 SH N/A SOLE NONE 10,000 N/A N/A CHARTER ONE FINL INC COM 160903100 14,154,905 501,226 SH N/A SOLE NONE 501,226 N/A N/A CHARMING SHOPS COM 161133103 233,225 47,500 SH N/A SOLE NONE 47,500 N/A N/A CHARTER COMMUNICATIONS INC DEL CL A 16117M107 80,470 6,500 SH N/A SOLE NONE 6,500 N/A N/A CHEVRON CORP COM 166751107 43,042,576 507,877 SH N/A SOLE NONE 507,877 N/A N/A CHICOS FAS INC COM 168615102 2,943,750 125,000 SH N/A SOLE NONE 125,000 N/A N/A CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 2,252,826 140,363 SH N/A SOLE NONE 140,363 N/A N/A CHIRON CORP COM STK 170040109 141,984 3,200 SH N/A SOLE NONE 3,200 N/A N/A CHUBB CORP COM 171232101 7,141,000 100,000 SH N/A SOLE NONE 100,000 N/A N/A CIENA CORP COM 171779101 695,583 67,598 SH N/A SOLE NONE 67,598 N/A N/A CINCINNATI FINL CORP COM 172062101 166,480 4,000 SH N/A SOLE NONE 4,000 N/A N/A CINERGY CORP COM 172474108 169,785 5,500 SH N/A SOLE NONE 5,500 N/A N/A CISCO SYS INC COM 17275R102 16,067,210 1,319,147 SH N/A SOLE NONE 1,319,147 N/A N/A CINTAS CORP COM 172908105 110,019 2,730 SH N/A SOLE NONE 2,730 N/A N/A CITIGROUP INC COM 172967101 50,761,769 1,253,377 SH N/A SOLE NONE 1,253,377 N/A N/A CITRIX SYS INC COM 177376100 26,880,480 1,357,600 SH N/A SOLE NONE 1,357,600 N/A N/A CLOROX CO COM 189054109 129,500 3,500 SH N/A SOLE NONE 3,500 N/A N/A COACH INC COM 189754104 10,725,946 404,600 SH N/A SOLE NONE 404,600 N/A N/A COCA COLA CO COM 191216100 21,715,912 463,520 SH N/A SOLE NONE 463,520 N/A N/A COCA COLA ENTERPRISES INC COM STK 191219104 1,534 100 SH N/A SOLE NONE 100 N/A N/A COCA COLA FEMSA S A CV ADR 191241108 1,142,044 57,825 SH N/A SOLE NONE 57,825 N/A N/A COINSTAR INC COM 19259P300 991,916 50,300 SH N/A SOLE NONE 50,300 N/A N/A COLGATE PALMOLIVE CO COM 194162103 920,350 15,800 SH N/A SOLE NONE 15,800 N/A N/A COMCAST CORP CL A SPL 200300200 482,452 13,450 SH N/A SOLE NONE 13,450 N/A N/A COMERICA INC COM 200340107 10,719,900 193,500 SH N/A SOLE NONE 193,500 N/A N/A COMMERCE BANCSHARES INC COM 200525103 5,680,093 150,986 SH N/A SOLE NONE 150,986 N/A N/A COMPANHIA SIDERURGICA NATL SPONSORED ADR REPSTG ORD SHS 20440W105 502,000 50,200 SH N/A SOLE NONE 50,200 N/A N/A COMPANHIA PARANAENSE DE ENERG SPONSORED ADR REPSTG PFD SHS 20441B407 780,402 133,402 SH N/A SOLE NONE 133,402 N/A N/A COMPANHIA DE BEBIDAS DAS AMERS SPONSORED ADR REPSTG PFD SHD 20441W203 20,177,003 1,260,275 SH N/A SOLE NONE 1,260,275 N/A N/A COMPANIA ANON NACL TELE DE VEZ SPON ADR REPST 7 CL D SHRS 204421101 17,713,234 768,470 SH N/A SOLE NONE 768,470 N/A N/A COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 4,325,400 204,000 SH N/A SOLE NONE 204,000 N/A N/A COMPANIA DE TELECOM DE CHILE SPONSORED ADR NEW 204449300 477,233 48,450 SH N/A SOLE NONE 48,450 N/A N/A COMPAQ COMPUTER CORP COM 204493100 6,295,864 757,625 SH N/A SOLE NONE 757,625 N/A N/A COMPASS BANCSHARES INC COM 20449H109 4,555,250 175,000 SH N/A SOLE NONE 175,000 N/A N/A COMPUTER ASSOC INTL INC COM 204912109 376,319 14,620 SH N/A SOLE NONE 14,620 N/A N/A COMPUTER SCIENCES CORP COM 205363104 1,064,525 32,093 SH N/A SOLE NONE 32,093 N/A N/A COMPUWARE CORP COM 205638109 117,453 14,100 SH N/A SOLE NONE 14,100 N/A N/A COMVERSE TECHNOLOGY INC COM 205862402 4,227,072 206,400 SH N/A SOLE NONE 206,400 N/A N/A CONAGRA INC COM 205887102 208,785 9,300 SH N/A SOLE NONE 9,300 N/A N/A CONCORD EFS INC COM 206197105 44,746,664 914,130 SH N/A SOLE NONE 914,130 N/A N/A CONCURRENT COMPUTER CORP COM 206710204 4,836,916 532,700 SH N/A SOLE NONE 532,700 N/A N/A CONEXANT SYS INC COM 207142100 27,813 2,500 SH N/A SOLE NONE 2,500 N/A N/A CONOCO INC CL B 208251405 6,631,478 261,700 SH N/A SOLE NONE 261,700 N/A N/A CONSECO INC COM STK 208464107 40,656 5,600 SH N/A SOLE NONE 5,600 N/A N/A CONSOL ENERGY INC COM 20854P109 467,174 21,800 SH N/A SOLE NONE 21,800 N/A N/A CONSOLIDATED EDISON INC COM 209115104 8,732,689 214,457 SH N/A SOLE NONE 214,457 N/A N/A CONSTELLATION ENERGY GROUP INC COM 210371100 108,900 4,500 SH N/A SOLE NONE 4,500 N/A N/A CONVERGYS CORP COM 212485106 1,649,710 59,449 SH N/A SOLE NONE 59,449 N/A N/A COOPER INDS INC COM 216669101 138,925 3,350 SH N/A SOLE NONE 3,350 N/A N/A COOPER TIRE + RUBR CO COM 216831107 59,808 4,200 SH N/A SOLE NONE 4,200 N/A N/A COORS ADOLPH CO CLASS B COM 217016104 31,500 700 SH N/A SOLE NONE 700 N/A N/A COPART INC COM 217204106 1,025,166 36,600 SH N/A SOLE NONE 36,600 N/A N/A COR THERAPEUTICS INC SUB NT CV 5% 2007 217753AD4 2,888,438 3,250,000 SH N/A SOLE NONE 3,250,000 N/A N/A CORNING INC COM 219350105 1,422,931 161,330 SH N/A SOLE NONE 161,330 N/A N/A COSTCO WHSL CORP NEW COM 22160K105 504,952 14,200 SH N/A SOLE NONE 14,200 N/A N/A COUNTRYWIDE CR INDS INC COM 222372104 8,219,303 187,100 SH N/A SOLE NONE 187,100 N/A N/A COVENTRY HEALTH CARE INC COM 222862104 17,743,527 752,800 SH N/A SOLE NONE 752,800 N/A N/A CRANE CO COM 224399105 24,112 1,100 SH N/A SOLE NONE 1,100 N/A N/A CUBIST PHARMACEUTICALS INC COM 229678107 11,187,678 341,400 SH N/A SOLE NONE 341,400 N/A N/A CUMULUS MEDIA INC CL A COM 231082108 2,898,845 417,100 SH N/A SOLE NONE 417,100 N/A N/A CYPRESS SEMICONDUCTOR CORP COM 232806109 780,150 52,500 SH N/A SOLE NONE 52,500 N/A N/A CYPRESS SEMICONDUCTOR CORP SUB NT CV 4% 2005 232806AE9 8,346,685 10,466,000 SH N/A SOLE NONE 10,466,000 N/A N/A D AND K HEALTHCARE RESOURCES INC COM 232861104 1,585,490 33,100 SH N/A SOLE NONE 33,100 N/A N/A CYTYC CORP COM 232946103 21,134,323 788,300 SH N/A SOLE NONE 788,300 N/A N/A D.R.HORTON INC COM 23331A109 9,641,492 462,200 SH N/A SOLE NONE 462,200 N/A N/A DTE ENERGY CO COM 233331107 210,945 4,900 SH N/A SOLE NONE 4,900 N/A N/A DAL TILE INTL INC COM 23426R108 2,136,132 138,800 SH N/A SOLE NONE 138,800 N/A N/A DANAHER CORP COM 235851102 5,354,930 113,500 SH N/A SOLE NONE 113,500 N/A N/A DARDEN RESTAURANTS INC COM 237194105 6,200,250 236,200 SH N/A SOLE NONE 236,200 N/A N/A DEERE + CO COM 244199105 7,927,812 210,790 SH N/A SOLE NONE 210,790 N/A N/A DELL COMPUTER CORP COM 247025109 4,038,428 217,940 SH N/A SOLE NONE 217,940 N/A N/A DELPHI AUTOMOTIVE SYSTEMS COM 247126105 1,051,625 89,500 SH N/A SOLE NONE 89,500 N/A N/A DELTA AIR LINES INC DE COM 247361108 79,050 3,000 SH N/A SOLE NONE 3,000 N/A N/A DELUXE CORP COM 248019101 7,574,622 219,300 SH N/A SOLE NONE 219,300 N/A N/A DEVON ENERGY CORPORATION NEW COM 25179M103 447,200 13,000 SH N/A SOLE NONE 13,000 N/A N/A DIAGNOSTIC PRODUCTS GROUP COM 252450101 3,542,258 83,900 SH N/A SOLE NONE 83,900 N/A N/A DIAMOND OFFSHORE DRILLING INC COM 25271C102 2,653,144 105,200 SH N/A SOLE NONE 105,200 N/A N/A DIGENE CORP COM 253752109 5,300,000 212,000 SH N/A SOLE NONE 212,000 N/A N/A DIGITAL INSIGHT CORP COM 25385P106 1,522,600 132,400 SH N/A SOLE NONE 132,400 N/A N/A DISNEY WALT CO DISNEY COM 254687106 559,903 30,070 SH N/A SOLE NONE 30,070 N/A N/A DOMINION RES INC VA NEW COM 25746U109 251,644 4,240 SH N/A SOLE NONE 4,240 N/A N/A DONNELLEY R R + SONS CO COM 257867101 81,150 3,000 SH N/A SOLE NONE 3,000 N/A N/A DORAL FINL CORP COM 25811P100 15,776,080 406,600 SH N/A SOLE NONE 406,600 N/A N/A DOVER CORP COM 260003108 66,242 2,200 SH N/A SOLE NONE 2,200 N/A N/A DOW CHEM CO COM 260543103 19,428,777 593,064 SH N/A SOLE NONE 593,064 N/A N/A DOW JONES + CO INC COM 260561105 54,516 1,200 SH N/A SOLE NONE 1,200 N/A N/A DRIL-QUIP INC COM 262037104 919,150 59,300 SH N/A SOLE NONE 59,300 N/A N/A DU PONT E I DE NEMOURS + CO COM 263534109 8,575,459 228,557 SH N/A SOLE NONE 228,557 N/A N/A DUKE ENERGY CO COM STK NPV 264399106 10,677,107 282,090 SH N/A SOLE NONE 282,090 N/A N/A E M C CORP MASS COM 268648102 8,961,725 762,700 SH N/A SOLE NONE 762,700 N/A N/A ENSCO INTL INC COM 26874Q100 292,400 20,000 SH N/A SOLE NONE 20,000 N/A N/A EOG RESOURCES INC COM 26875P101 503,961 17,420 SH N/A SOLE NONE 17,420 N/A N/A EPIQ SYSTEMS INC COM 26882D109 10,222,950 400,900 SH N/A SOLE NONE 400,900 N/A N/A ESS TECHNOLOGY INC COM 269151106 7,164,220 701,000 SH N/A SOLE NONE 701,000 N/A N/A EASTMAN CHEM CO COM 277432100 12,044,740 370,057 SH N/A SOLE NONE 370,057 N/A N/A EATON CORP COM 278058102 378,944 6,400 SH N/A SOLE NONE 6,400 N/A N/A EBAY INC COM 278642103 5,779,826 126,335 SH N/A SOLE NONE 126,335 N/A N/A ECLIPSYS CORPORATION COM 278856109 5,250,840 394,800 SH N/A SOLE NONE 394,800 N/A N/A ECOLAB INC COM 278865100 72,660 2,000 SH N/A SOLE NONE 2,000 N/A N/A EDO CORP COM 281347104 2,251,125 78,300 SH N/A SOLE NONE 78,300 N/A N/A EDUCATION MGMT CORP COM 28139T101 6,664,020 219,500 SH N/A SOLE NONE 219,500 N/A N/A EDWARDS LIFESCIENCES CORP COM 28176E108 1,621,760 72,400 SH N/A SOLE NONE 72,400 N/A N/A EL PASO CORP COM 28336L109 1,549,815 37,300 SH N/A SOLE NONE 37,300 N/A N/A ELAN PLC ADR 284131208 1,610,963 33,250 SH N/A SOLE NONE 33,250 N/A N/A ELECTRONIC ARTS COM 285512109 5,330,092 115,600 SH N/A SOLE NONE 115,600 N/A N/A ELECTRONIC DATA SYS CORP NEW COM 285661104 2,585,342 44,900 SH N/A SOLE NONE 44,900 N/A N/A ELECTRONICS BOUTIQUE HLDGS COR COM 286045109 5,697,230 211,400 SH N/A SOLE NONE 211,400 N/A N/A EMBRAER EMPRESA BRASILEIRA DE SPNSRD ADR REPSTG PFD SHS 29081M102 579,615 45,460 SH N/A SOLE NONE 45,460 N/A N/A EMERSON ELEC CO COM 291011104 6,066,034 128,900 SH N/A SOLE NONE 128,900 N/A N/A EMPRESA NACIONAL DE ELEC SPONSORED ADR 29244T101 627,850 72,500 SH N/A SOLE NONE 72,500 N/A N/A EMULEX CORP COM NEW 292475209 3,314,235 348,500 SH N/A SOLE NONE 348,500 N/A N/A ENGELHARD CORP COM 292845104 25,410 1,100 SH N/A SOLE NONE 1,100 N/A N/A ENGINEERED SUPPORT SYSTEMS COM 292866100 4,888,980 103,800 SH N/A SOLE NONE 103,800 N/A N/A ENRON CORP COM 293561106 2,045,518 75,120 SH N/A SOLE NONE 75,120 N/A N/A ENTERGY CORP COM 29364G103 5,568,696 156,600 SH N/A SOLE NONE 156,600 N/A N/A ENTRUST INC COM 293848107 46,069 6,300 SH N/A SOLE NONE 6,300 N/A N/A ENZON INC COM COM 293904108 6,803,400 133,400 SH N/A SOLE NONE 133,400 N/A N/A EQUIFAX INC COM 294429105 7,143,780 326,200 SH N/A SOLE NONE 326,200 N/A N/A EQUITABLE RES INC COM 294549100 438,146 14,600 SH N/A SOLE NONE 14,600 N/A N/A EXELON CORP COM 30161N101 370,626 8,310 SH N/A SOLE NONE 8,310 N/A N/A EXTREME NETWORKS INC COM 30226D106 174,132 25,200 SH N/A SOLE NONE 25,200 N/A N/A EXXON MOBIL CORP COM 30231G102 47,374,993 1,202,411 SH N/A SOLE NONE 1,202,411 N/A N/A FEI CO COM 30241L109 7,843,050 360,600 SH N/A SOLE NONE 360,600 N/A N/A FLIR SYSTEMS INC COM 302445101 16,617,150 405,000 SH N/A SOLE NONE 405,000 N/A N/A FMC CORP COM NEW 302491303 53,889 1,100 SH N/A SOLE NONE 1,100 N/A N/A FPL GROUP INC COM 302571104 243,653 4,550 SH N/A SOLE NONE 4,550 N/A N/A FAMILY DLR STORES INC COM 307000109 71,552 2,600 SH N/A SOLE NONE 2,600 N/A N/A FEDERAL HOME LN MTG CORP COM FORMERLY SR PART PFD 313400301 26,999,050 415,370 SH N/A SOLE NONE 415,370 N/A N/A FEDERAL NATL MTG ASSN COM 313586109 12,214,754 152,570 SH N/A SOLE NONE 152,570 N/A N/A FEDERATED DEPT STORES INC DEL COM 31410H101 193,170 6,850 SH N/A SOLE NONE 6,850 N/A N/A FEDEX CORP COM 31428X106 948,150 25,800 SH N/A SOLE NONE 25,800 N/A N/A FIFTH THIRD BANCORP COM STK 316773100 590,208 9,600 SH N/A SOLE NONE 9,600 N/A N/A FIRST DATA CORP COM 319963104 2,774,924 47,630 SH N/A SOLE NONE 47,630 N/A N/A FIRST HORIZON PHARMACEUTICAL COM 32051K106 7,285,797 279,900 SH N/A SOLE NONE 279,900 N/A N/A FIRST TENNESSEE NATL CORP COM 337162101 7,540,600 203,800 SH N/A SOLE NONE 203,800 N/A N/A FISERV INC COM 337738108 235,980 6,900 SH N/A SOLE NONE 6,900 N/A N/A FIRSTENERGY CORP COM 337932107 143,800 4,000 SH N/A SOLE NONE 4,000 N/A N/A FLEETBOSTON FINL CORP COM 339030108 21,553,655 586,494 SH N/A SOLE NONE 586,494 N/A N/A FLUOR CORP NEW COM 343412102 42,350 1,100 SH N/A SOLE NONE 1,100 N/A N/A FOMENTO ECONOMICO MEXICANO SPONSADR RPSTG UNIT 1 SER B 344419106 849,830 29,850 SH N/A SOLE NONE 29,850 N/A N/A FORD MTR CO DEL COM PAR USD0.01 345370860 796,747 45,922 SH N/A SOLE NONE 45,922 N/A N/A FOREST LABS INC COM 345838106 230,848 3,200 SH N/A SOLE NONE 3,200 N/A N/A FORTUNE BRANDS INC COM 349631101 11,261,260 336,157 SH N/A SOLE NONE 336,157 N/A N/A FRANKLIN RES INC COM 354613101 162,949 4,700 SH N/A SOLE NONE 4,700 N/A N/A FREDS INC CL A 356108100 5,711,600 218,000 SH N/A SOLE NONE 218,000 N/A N/A FREEPORT MCMORAN COPPER + GOLD CL A 35671D105 2,023,494 204,600 SH N/A SOLE NONE 204,600 N/A N/A FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 3,139,294 285,650 SH N/A SOLE NONE 285,650 N/A N/A GPU INC COM 36225X100 171,530 4,250 SH N/A SOLE NONE 4,250 N/A N/A GALLAHER GROUP PLC SPONSORED ADR 363595109 5,609,670 210,100 SH N/A SOLE NONE 210,100 N/A N/A GANNETT INC COM 364730101 276,506 4,600 SH N/A SOLE NONE 4,600 N/A N/A GAP INC COM 364760108 174,470 14,600 SH N/A SOLE NONE 14,600 N/A N/A GENENTECH INC COM 368710406 8,707,600 197,900 SH N/A SOLE NONE 197,900 N/A N/A GENERAL DYNAMICS CORP COM 369550108 14,438,554 163,480 SH N/A SOLE NONE 163,480 N/A N/A GENERAL ELEC CO COM 369604103 51,978,704 1,397,277 SH N/A SOLE NONE 1,397,277 N/A N/A GENERAL MLS INC COM 370334104 204,750 4,500 SH N/A SOLE NONE 4,500 N/A N/A GENERAL MTRS CORP COM 370442105 680,909 15,872 SH N/A SOLE NONE 15,872 N/A N/A GENESIS MICROCHIP INC COM 371933102 7,867,944 279,600 SH N/A SOLE NONE 279,600 N/A N/A GENUINE PARTS CO COM 372460105 82,836 2,600 SH N/A SOLE NONE 2,600 N/A N/A GENZYME CORP COM 372917104 17,610,242 387,720 SH N/A SOLE NONE 387,720 N/A N/A GEORGIA PAC CORP COM 373298108 3,477,832 120,800 SH N/A SOLE NONE 120,800 N/A N/A GERDAU S A SPONSORED ADR 373737105 237,800 47,560 SH N/A SOLE NONE 47,560 N/A N/A GILEAD SCIENCES INC COM 375558103 8,470,436 150,800 SH N/A SOLE NONE 150,800 N/A N/A GILLETTE CO COM 375766102 536,400 18,000 SH N/A SOLE NONE 18,000 N/A N/A GLADSTONE CAPITAL CORP COM 376535100 1,646,280 102,000 SH N/A SOLE NONE 102,000 N/A N/A GLAMIS GOLD LTD COM 376775102 1,320,576 343,900 SH N/A SOLE NONE 343,900 N/A N/A GLOBAL SPORTS INC COM 37937A107 2,067,875 177,500 SH N/A SOLE NONE 177,500 N/A N/A GLOBAL PWR EQUIP GROUP INC COM 37941P108 148,960 9,800 SH N/A SOLE NONE 9,800 N/A N/A GOLDFIELDS LTD NEW SPONSORED ADR 38059T106 888,000 200,000 SH N/A SOLE NONE 200,000 N/A N/A GOLDCORP INC NEW COM 380956409 3,496,240 301,400 SH N/A SOLE NONE 301,400 N/A N/A GOLDEN TELECOM INC COM 38122G107 943,488 129,600 SH N/A SOLE NONE 129,600 N/A N/A GOLDEN WEST FINL CORP DEL COM 381317106 4,067,000 70,000 SH N/A SOLE NONE 70,000 N/A N/A GOLDMAN SACHS GROUP INC COM 38141G104 21,230,193 297,550 SH N/A SOLE NONE 297,550 N/A N/A GOODRICH CORP COM 382388106 105,387 5,410 SH N/A SOLE NONE 5,410 N/A N/A GOODYEAR TIRE AND RUBBER COM 382550101 5,529 300 SH N/A SOLE NONE 300 N/A N/A GRAINGER W W INC COM 384802104 2,299,920 59,200 SH N/A SOLE NONE 59,200 N/A N/A GRANT PRIDE INC COM 38821G101 1,281,945 210,500 SH N/A SOLE NONE 210,500 N/A N/A GRUPO TELEVISION SA DE CV SPONSORED ADR REPSTG ORD PARTN 40049J206 904,050 31,500 SH N/A SOLE NONE 31,500 N/A N/A GRUPO AEROPORTUARIO DEL SPONSORED ADR SER B 40051E202 391,980 41,700 SH N/A SOLE NONE 41,700 N/A N/A GUIDANT CORP COM 401698105 8,462,300 219,800 SH N/A SOLE NONE 219,800 N/A N/A HCA INC COM 404119109 12,934,089 291,900 SH N/A SOLE NONE 291,900 N/A N/A HPL TECHNOLOGIES INC COM 40426C105 2,820,195 639,500 SH N/A SOLE NONE 639,500 N/A N/A HALLIBURTON CO COM 406216101 7,753,818 343,850 SH N/A SOLE NONE 343,850 N/A N/A JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 2,173,280 54,400 SH N/A SOLE NONE 54,400 N/A N/A HARLEY DAVIDSON INC COM 412822108 2,817,585 69,570 SH N/A SOLE NONE 69,570 N/A N/A HARMONIC INC COM 413160102 8,235,270 1,016,700 SH N/A SOLE NONE 1,016,700 N/A N/A HARMONY GOLD MNG LTD WRT PUR SPOND ADR EXP 29JUN02 413216110 57,000 30,000 SH N/A SOLE NONE 30,000 N/A N/A HARMONY GOLD MNG LTD SPONSERED ADR 413216300 1,539,900 290,000 SH N/A SOLE NONE 290,000 N/A N/A HARRAHS ENTMT INC COM 413619107 62,123 2,300 SH N/A SOLE NONE 2,300 N/A N/A HARTFORD FINANCIAL SVCS GRP COM 416515104 10,088,595 171,750 SH N/A SOLE NONE 171,750 N/A N/A HEALTHSOUTH CORP COM 421924101 40,329,841 2,480,310 SH N/A SOLE NONE 2,480,310 N/A N/A HEINZ H J CO COM 423074103 244,470 5,800 SH N/A SOLE NONE 5,800 N/A N/A HENRY JACK + ASSOC INC COM 426281101 2,470,941 108,900 SH N/A SOLE NONE 108,900 N/A N/A HERSHEY FOODS CORP COM 427866108 117,666 1,800 SH N/A SOLE NONE 1,800 N/A N/A HEWLETT PACKARD CO COM 428236103 4,479,503 278,230 SH N/A SOLE NONE 278,230 N/A N/A HILTON HOTELS CORP COM 432848109 36,110 4,600 SH N/A SOLE NONE 4,600 N/A N/A HOME DEPOT INC COM 437076102 12,901,913 336,250 SH N/A SOLE NONE 336,250 N/A N/A HOMESTAKE MNG CO COM 437614100 2,297,751 247,070 SH N/A SOLE NONE 247,070 N/A N/A HONEYWELL INTL INC COM 438516106 21,139,985 800,757 SH N/A SOLE NONE 800,757 N/A N/A HOUSEHOLD INTL INC COM 441815107 1,110,686 19,700 SH N/A SOLE NONE 19,700 N/A N/A HUDSON UTD BANCORP COM 444165104 4,297,231 154,911 SH N/A SOLE NONE 154,911 N/A N/A HUMANA INC COM 444859102 48,240 4,000 SH N/A SOLE NONE 4,000 N/A N/A HUNTINGTON BANCSHARES INC COM 446150104 70,971 4,100 SH N/A SOLE NONE 4,100 N/A N/A HYDRIL COMPANY COM 448774109 912,415 65,500 SH N/A SOLE NONE 65,500 N/A N/A IDEC PHARMACEUTICALS CORP COM 449370105 8,907,429 179,700 SH N/A SOLE NONE 179,700 N/A N/A IMS HEALTH INC COM 449934108 14,734,410 588,200 SH N/A SOLE NONE 588,200 N/A N/A ITT INDS INC COM 450911102 269,082 6,000 SH N/A SOLE NONE 6,000 N/A N/A IAMGOLD CORP COM 450913108 2,974,848 1,423,600 SH N/A SOLE NONE 1,423,600 N/A N/A ILLINOIS TOOL WKS INC COM 452308109 286,783 5,300 SH N/A SOLE NONE 5,300 N/A N/A IMCLONE SYS INC COM 45245W109 10,015,005 177,100 SH N/A SOLE NONE 177,100 N/A N/A IMCLONE SYS INC SUB NT CV 5.5%05 45245WAD1 8,959,189 7,247,000 SH N/A SOLE NONE 7,247,000 N/A N/A IMMUNEX CORP NEW COM 452528102 11,215,472 600,400 SH N/A SOLE NONE 600,400 N/A N/A INCO LTD COM 453258402 433,109 34,900 SH N/A SOLE NONE 34,900 N/A N/A INDEPENDENT BK CORP MI COM 453838104 1,174,500 45,000 SH N/A SOLE NONE 45,000 N/A N/A INGERSOLL RAND CO COM 456866102 378,560 11,200 SH N/A SOLE NONE 11,200 N/A N/A INTEGRA LIFESCIENCES CORP COM 457985208 13,768,570 498,500 SH N/A SOLE NONE 498,500 N/A N/A INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,551,216 126,800 SH N/A SOLE NONE 126,800 N/A N/A INTEL CORP COM 458140100 16,895,259 828,356 SH N/A SOLE NONE 828,356 N/A N/A INTERCHANGE FINL SVCS CORP COM 458447109 4,437,450 246,525 SH N/A SOLE NONE 246,525 N/A N/A INTERMUNE PHARMACEUTICALS INC COM 45884X103 7,814,475 204,300 SH N/A SOLE NONE 204,300 N/A N/A INTERNATIONAL BUSINESS MACHS COM 459200101 22,216,979 240,704 SH N/A SOLE NONE 240,704 N/A N/A INTERNATIONAL FLAVOURS COM 459506101 49,842 1,800 SH N/A SOLE NONE 1,800 N/A N/A INTERNATIONAL PAPER CO COM 460146103 1,146,730 32,952 SH N/A SOLE NONE 32,952 N/A N/A INTERNET SEC SYS INC COM 46060X107 313,566 34,420 SH N/A SOLE NONE 34,420 N/A N/A INTERPUBLIC GROUP COS INC COM 460690100 91,800 4,500 SH N/A SOLE NONE 4,500 N/A N/A INTERSIL CORP CL A 46069S109 17,491,880 626,500 SH N/A SOLE NONE 626,500 N/A N/A INTUIT COM 461202103 128,880 3,600 SH N/A SOLE NONE 3,600 N/A N/A ISHARES INC MSCI UNITED KINGDOM INDEX FD 464286699 3,122,000 223,000 SH N/A SOLE NONE 223,000 N/A N/A ISHARES INC MSCI GERMANY INDEX FD 464286806 1,989,156 159,900 SH N/A SOLE NONE 159,900 N/A N/A ISHARES INC MSCI JAPAN INDEX FD 464286848 1,732,920 206,300 SH N/A SOLE NONE 206,300 N/A N/A ISIS PHARMACEUTICALS INC COM 464330109 7,766,275 455,500 SH N/A SOLE NONE 455,500 N/A N/A JDS UNIPHASE CORP COM 46612J101 1,049,423 166,048 SH N/A SOLE NONE 166,048 N/A N/A J P MORGAN CHASE + CO COM 46625H100 8,652,927 253,380 SH N/A SOLE NONE 253,380 N/A N/A JABIL CIRCUIT INC COM 466313103 1,143,810 63,900 SH N/A SOLE NONE 63,900 N/A N/A JEFFERSON PILOT CORP COM 475070108 13,877,760 312,000 SH N/A SOLE NONE 312,000 N/A N/A JOHNSON + JOHNSON COM 478160104 11,087,756 200,140 SH N/A SOLE NONE 200,140 N/A N/A JOHNSON CTLS INC COM 478366107 11,488,764 176,100 SH N/A SOLE NONE 176,100 N/A N/A JONES APPAREL GROUP INC COM 480074103 11,159,522 437,800 SH N/A SOLE NONE 437,800 N/A N/A JOY GLOBAL INC COM 481165108 297,000 20,000 SH N/A SOLE NONE 20,000 N/A N/A JUNIPER NETWORKS INC COM 48203R104 351,237 36,210 SH N/A SOLE NONE 36,210 N/A N/A JUNIPER NETWORKS INC SB NT CV 4.75%07 48203RAA2 1,516,576 2,471,000 SH N/A SOLE NONE 2,471,000 N/A N/A KLA TENCOR CORP COM 482480100 107,372 3,400 SH N/A SOLE NONE 3,400 N/A N/A KB HOME COM 48666K109 34,092 1,200 SH N/A SOLE NONE 1,200 N/A N/A KELLOGG CO COM 487836108 357,300 11,910 SH N/A SOLE NONE 11,910 N/A N/A KENNAMETAL INC COM 489170100 344,736 10,800 SH N/A SOLE NONE 10,800 N/A N/A KENSEY NASH CORP COM 490057106 6,318,639 330,300 SH N/A SOLE NONE 330,300 N/A N/A KERR MCGEE CORP COM 492386107 5,736,055 110,500 SH N/A SOLE NONE 110,500 N/A N/A KERR MCGEE CORP SB DB CV 5.25%10 492386AP2 8,309,701 7,703,000 SH N/A SOLE NONE 7,703,000 N/A N/A KEY ENERGY SERVICES INC COM 492914106 3,466,200 545,000 SH N/A SOLE NONE 545,000 N/A N/A KEYCORP NEW COM 493267108 7,999,996 331,400 SH N/A SOLE NONE 331,400 N/A N/A KEYSPAN CORP COM 49337W100 698,040 21,000 SH N/A SOLE NONE 21,000 N/A N/A KIMBERLY CLARK CORP COM 494368103 8,859,800 142,900 SH N/A SOLE NONE 142,900 N/A N/A KINDER MORGAN INC KANS COM 49455P101 93,499 1,900 SH N/A SOLE NONE 1,900 N/A N/A KING PHARMACEUTICALS INC COM 495582108 17,871,287 426,014 SH N/A SOLE NONE 426,014 N/A N/A KINROSS GOLD CORP COM 496902107 727,500 750,000 SH N/A SOLE NONE 750,000 N/A N/A KOHLS CORP COM 500255104 278,400 5,800 SH N/A SOLE NONE 5,800 N/A N/A KOREA ELEC PWR CORP SPONSORED ADR 500631106 33,227,148 3,754,480 SH N/A SOLE NONE 3,754,480 N/A N/A KOREA TELECOM SPONSORED ADR 50063P103 25,373,717 1,387,300 SH N/A SOLE NONE 1,387,300 N/A N/A KRISPY KREME DOUGHNUTS INC COM 501014104 7,932,800 268,000 SH N/A SOLE NONE 268,000 N/A N/A KROGER CO COM 501044101 4,282,432 173,800 SH N/A SOLE NONE 173,800 N/A N/A KULICKE & SOFFA INDUSTRIES INC COM 501242101 1,157,580 106,200 SH N/A SOLE NONE 106,200 N/A N/A LSI LOGIC CORP COM 502161102 6,766,238 575,850 SH N/A SOLE NONE 575,850 N/A N/A L 3 COMMUNICATIONS HLDG CORP COM 502424104 13,729,650 157,000 SH N/A SOLE NONE 157,000 N/A N/A LABORATORY CORP AMER HLDGS COM NEW 50540R409 8,747,970 108,200 SH N/A SOLE NONE 108,200 N/A N/A LAM RESEARCH CORP COM 512807108 9,636,075 568,500 SH N/A SOLE NONE 568,500 N/A N/A LEGGETT + PLATT INC COM 524660107 68,250 3,500 SH N/A SOLE NONE 3,500 N/A N/A LEHMAN BROTHERS HLDGS INC COM 524908100 11,665,620 205,200 SH N/A SOLE NONE 205,200 N/A N/A LENNAR CORP COM 526057104 19,937,328 553,200 SH N/A SOLE NONE 553,200 N/A N/A LEXMARK INTL INC CL A 529771107 93,891 2,100 SH N/A SOLE NONE 2,100 N/A N/A LIBERATE TECHNOLOGIES COM 530129105 4,980,000 500,000 SH N/A SOLE NONE 500,000 N/A N/A LILLY ELI + CO COM 532457108 9,670,281 119,830 SH N/A SOLE NONE 119,830 N/A N/A LIMITED INC COM 532716107 59,850 6,300 SH N/A SOLE NONE 6,300 N/A N/A LINCOLN NATL CORP IN COM 534187109 3,119,547 66,900 SH N/A SOLE NONE 66,900 N/A N/A LINEAR TECHNOLOGY CORP COM 535678106 146,288 4,460 SH N/A SOLE NONE 4,460 N/A N/A LIZ CLAIBORNE INC COM 539320101 45,240 1,200 SH N/A SOLE NONE 1,200 N/A N/A LOCKHEED MARTIN CORP COM 539830109 15,092,875 344,980 SH N/A SOLE NONE 344,980 N/A N/A LOEWS CORP COM 540424108 8,742,755 188,910 SH N/A SOLE NONE 188,910 N/A N/A LOWES COS INC COM 548661107 3,804,330 120,200 SH N/A SOLE NONE 120,200 N/A N/A LUCENT TECHNOLOGIES INC COM 549463107 1,511,789 257,670 SH N/A SOLE NONE 257,670 N/A N/A MBIA INC COM 55262C100 215,000 4,300 SH N/A SOLE NONE 4,300 N/A N/A MBNA CORP COM 55262L100 457,379 15,100 SH N/A SOLE NONE 15,100 N/A N/A MGIC INVT CORP WIS COM 552848103 113,038 1,730 SH N/A SOLE NONE 1,730 N/A N/A MSC.SOFTWARE CORP COM 553531104 5,090,820 316,200 SH N/A SOLE NONE 316,200 N/A N/A MANOR CARE INC NEW COM 564055101 10,815,690 384,900 SH N/A SOLE NONE 384,900 N/A N/A MANUGISTICS GROUP INC COM 565011103 601,206 103,300 SH N/A SOLE NONE 103,300 N/A N/A MARSH + MCLENNAN COS INC COM 571748102 22,347,370 231,100 SH N/A SOLE NONE 231,100 N/A N/A MARSHALL + ILSLEY CORP COM 571834100 5,460,948 96,330 SH N/A SOLE NONE 96,330 N/A N/A MARRIOTT INTL INC NEW CL A 571903202 140,280 4,200 SH N/A SOLE NONE 4,200 N/A N/A MARTEK BIOSCIENCES CORP COM 572901106 182,000 10,000 SH N/A SOLE NONE 10,000 N/A N/A MARTIN MARIETTA MATLS INC COM 573284106 508,430 13,000 SH N/A SOLE NONE 13,000 N/A N/A MASCO CORP COM 574599106 161,476 7,900 SH N/A SOLE NONE 7,900 N/A N/A MASSEY ENERGY CORP COM 576206106 703,200 48,000 SH N/A SOLE NONE 48,000 N/A N/A MATTEL INC COM 577081102 22,528,085 1,438,575 SH N/A SOLE NONE 1,438,575 N/A N/A MAXTOR CORP COM 577729205 725,424 203,200 SH N/A SOLE NONE 203,200 N/A N/A MAXIM INTEGRATED PRODS INC COM 57772K101 6,870,951 196,650 SH N/A SOLE NONE 196,650 N/A N/A MAXWELL SHOE INC CL A COM 577766108 1,015,000 72,500 SH N/A SOLE NONE 72,500 N/A N/A MAY DEPT STORES CO COM 577778103 6,203,025 213,750 SH N/A SOLE NONE 213,750 N/A N/A MAYTAG CORP COM 578592107 22,176 900 SH N/A SOLE NONE 900 N/A N/A MCDONALDS CORP COM 580135101 10,685,018 393,700 SH N/A SOLE NONE 393,700 N/A N/A MCGRAW HILL COS INC COM 580645109 174,600 3,000 SH N/A SOLE NONE 3,000 N/A N/A MCKESSON CORP COM 58155Q103 24,557,076 649,830 SH N/A SOLE NONE 649,830 N/A N/A MEAD CORP COM 582834107 3,047,568 110,100 SH N/A SOLE NONE 110,100 N/A N/A MED-DESIGN CORP COM 583926100 5,222,880 362,700 SH N/A SOLE NONE 362,700 N/A N/A MEDICINES COMPANY COM 584688105 621,940 102,800 SH N/A SOLE NONE 102,800 N/A N/A MEDIMMUNE INC COM 584699102 5,504,835 154,500 SH N/A SOLE NONE 154,500 N/A N/A MEDTRONIC INC COM 585055106 922,200 21,200 SH N/A SOLE NONE 21,200 N/A N/A MELLON FINL CORP COM 58551A108 4,089,745 126,500 SH N/A SOLE NONE 126,500 N/A N/A MERCK + CO INC COM 589331107 17,922,726 269,110 SH N/A SOLE NONE 269,110 N/A N/A MERCURY COMPUTER SYS COM 589378108 9,049,550 241,000 SH N/A SOLE NONE 241,000 N/A N/A MERCURY INTERACTIVE CORP COM 589405109 39,984 2,100 SH N/A SOLE NONE 2,100 N/A N/A MERIDIAN GOLD INC COM 589975101 4,178,530 383,000 SH N/A SOLE NONE 383,000 N/A N/A MERRILL LYNCH + CO INC COM 590188108 7,352,660 181,100 SH N/A SOLE NONE 181,100 N/A N/A MERRILL LYNCH + CO INC LYON '0% 2031 590188A65 2,115,200 4,500,000 SH N/A SOLE NONE 4,500,000 N/A N/A METLIFE INC COM 59156R108 400,950 13,500 SH N/A SOLE NONE 13,500 N/A N/A METRIS COS INC COM 591598107 915,750 37,000 SH N/A SOLE NONE 37,000 N/A N/A MICHAELS STORES INC COM 594087108 4,066,902 111,300 SH N/A SOLE NONE 111,300 N/A N/A MICREL INC COM 594793101 823,522 41,300 SH N/A SOLE NONE 41,300 N/A N/A MICROSOFT CORP COM 594918104 7,295,512 142,574 SH N/A SOLE NONE 142,574 N/A N/A MICROCHIP TECHNOLOGY INC COM 595017104 7,804,160 291,200 SH N/A SOLE NONE 291,200 N/A N/A MICROMUSE INC COM 595094103 437,928 77,100 SH N/A SOLE NONE 77,100 N/A N/A MICRON TECHNOLOGY INC COM 595112103 322,746 17,140 SH N/A SOLE NONE 17,140 N/A N/A MICROSEMI CORP COM 595137100 11,435,950 439,000 SH N/A SOLE NONE 439,000 N/A N/A MICROTUNE INC DEL COM 59514P109 2,563,860 224,900 SH N/A SOLE NONE 224,900 N/A N/A MICROTUNE INC COM 59514P109 1,004,340 88,100 SH N/A SOLE NONE 88,100 N/A N/A MID ATLANTIC MED SVCS INC COM 59523C107 11,873,400 565,400 SH N/A SOLE NONE 565,400 N/A N/A MIDWAY GAMES INC COM 598148104 8,370,432 691,200 SH N/A SOLE NONE 691,200 N/A N/A MILLENNIUM PHARMACEUTICALS COM 599902103 1,482,960 83,500 SH N/A SOLE NONE 83,500 N/A N/A MILLENNIUM PHARMACEUTICALS SUB NT CV 5.5%07 599902AB9 7,509,725 9,536,000 SH N/A SOLE NONE 9,536,000 N/A N/A MILLIPORE CORP COM 601073109 7,771,592 146,800 SH N/A SOLE NONE 146,800 N/A N/A MINNESOTA MNG + MFG CO COM 604059105 668,136 6,790 SH N/A SOLE NONE 6,790 N/A N/A MIRANT CORP COM 604675108 221,190 10,100 SH N/A SOLE NONE 10,100 N/A N/A MOBILE TELESYSTEMS SPONSORED ADR 607409109 882,000 36,000 SH N/A SOLE NONE 36,000 N/A N/A MOHAWK INDS INC COM 608190104 3,608,850 98,200 SH N/A SOLE NONE 98,200 N/A N/A MOLEX INC COM 608554101 81,519 2,900 SH N/A SOLE NONE 2,900 N/A N/A MONSANTO CO NEW COM 61166W101 4,189,266 124,200 SH N/A SOLE NONE 124,200 N/A N/A MOODYS CORP COM 615369105 196,100 5,300 SH N/A SOLE NONE 5,300 N/A N/A MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 12,190,050 263,000 SH N/A SOLE NONE 263,000 N/A N/A MOTIENT CORP COM 619908106 19,969 9,000 SH N/A SOLE NONE 9,000 N/A N/A MOTOROLA INC COM 620076109 22,303,320 1,429,700 SH N/A SOLE NONE 1,429,700 N/A N/A MYKROLIS CORP COM 62852P103 229,632 25,600 SH N/A SOLE NONE 25,600 N/A N/A NBTY INC COM 628782104 7,813,092 593,700 SH N/A SOLE NONE 593,700 N/A N/A NCR CORP NEW COM 62886E108 53,370 1,800 SH N/A SOLE NONE 1,800 N/A N/A NABORS INDUSTRIES INC COM 629568106 1,740,298 82,800 SH N/A SOLE NONE 82,800 N/A N/A NATIONAL CITY CORP COM 635405103 8,511,191 284,180 SH N/A SOLE NONE 284,180 N/A N/A NATIONAL DATA CORP COM 635621105 12,222,000 339,500 SH N/A SOLE NONE 339,500 N/A N/A NATIONAL OILWELL INC COM 637071101 239,250 16,500 SH N/A SOLE NONE 16,500 N/A N/A NATIONAL SEMICONDUCTOR CORP COM 637640103 5,478,323 248,450 SH N/A SOLE NONE 248,450 N/A N/A NATIONAL SVC INDS INC COM 637657107 8,260 400 SH N/A SOLE NONE 400 N/A N/A NATIONWIDE FINL SVCS INC CL A 638612101 9,268,974 249,300 SH N/A SOLE NONE 249,300 N/A N/A NATUS MEDICAL INC COM 639050103 2,867,220 374,800 SH N/A SOLE NONE 374,800 N/A N/A NAVISTAR INTL CORP INC COM 63934E108 48,025 1,700 SH N/A SOLE NONE 1,700 N/A N/A NETWORK ASSOC COM 640938106 1,488,795 115,500 SH N/A SOLE NONE 115,500 N/A N/A NETWORK APPLIANCE INC COM 64120L104 38,080 5,600 SH N/A SOLE NONE 5,600 N/A N/A NEUROCRINE BIOSCIENCES INC COM 64125C109 5,071,968 158,400 SH N/A SOLE NONE 158,400 N/A N/A NEW FOCUS INC COM 644383101 8,938 500 SH N/A SOLE NONE 500 N/A N/A NEW YORK TIMES CO CL A 650111107 136,605 3,500 SH N/A SOLE NONE 3,500 N/A N/A NEWELL RUBBERMAID INC COM 651229106 104,466 4,600 SH N/A SOLE NONE 4,600 N/A N/A NEWFIELD EXPL CO COM 651290108 475,960 16,300 SH N/A SOLE NONE 16,300 N/A N/A NEWMONT MNG CORP COM 651639106 1,770,000 75,000 SH N/A SOLE NONE 75,000 N/A N/A NEWPORT CORP COM 651824104 48,081 3,410 SH N/A SOLE NONE 3,410 N/A N/A NEXTEL COMMUNICATIONS INC CL A 65332V103 196,582 22,700 SH N/A SOLE NONE 22,700 N/A N/A NIAGARA MOHAWK HLDGS INC COM 653520106 49,213 2,900 SH N/A SOLE NONE 2,900 N/A N/A NICOR INC COM 654086107 34,875 900 SH N/A SOLE NONE 900 N/A N/A NIKE INC CL B 654106103 229,369 4,900 SH N/A SOLE NONE 4,900 N/A N/A 99 CENTS ONLY STORES COM 65440K106 10,604,330 327,800 SH N/A SOLE NONE 327,800 N/A N/A NISOURCE INC COM 65473P105 11,459,243 491,602 SH N/A SOLE NONE 491,602 N/A N/A NOBLE AFFILIATES INC COM 654894104 7,431,402 239,800 SH N/A SOLE NONE 239,800 N/A N/A NOKIA CORP SPONSORED ADR 654902204 4,014,225 256,500 SH N/A SOLE NONE 256,500 N/A N/A NOBLE DRILLING CORP COM 655042109 96,000 4,000 SH N/A SOLE NONE 4,000 N/A N/A NORFOLK SOUTHN CORP COM 655844108 96,720 6,000 SH N/A SOLE NONE 6,000 N/A N/A NORTEL NETWORKS CORP COM 656568102 779,253 141,300 SH N/A SOLE NONE 141,300 N/A N/A NORTH FORK BANCORPORATION INC COM 659424105 11,467,744 385,600 SH N/A SOLE NONE 385,600 N/A N/A NORTHERN TRUST CORP COM 665859104 199,424 3,800 SH N/A SOLE NONE 3,800 N/A N/A NORTHROP GRUMMAN CORP COM 666807102 146,450 1,450 SH N/A SOLE NONE 1,450 N/A N/A NOVARTIS AG SPONSORED ADR 66987V109 1,127,902 28,980 SH N/A SOLE NONE 28,980 N/A N/A NOVAVAX INC COM 670002104 1,676,490 118,900 SH N/A SOLE NONE 118,900 N/A N/A NOVELLUS SYS INC COM 670008101 48,552 1,700 SH N/A SOLE NONE 1,700 N/A N/A NOVO NORDISK A S ADR 670100205 327,600 7,800 SH N/A SOLE NONE 7,800 N/A N/A NUCOR CORP COM 670346105 79,400 2,000 SH N/A SOLE NONE 2,000 N/A N/A NUMERICAL TECHNOLOGIES INC COM 67053T101 7,026,780 423,300 SH N/A SOLE NONE 423,300 N/A N/A NVIDIA CORP COM 67066G104 22,827,570 831,000 SH N/A SOLE NONE 831,000 N/A N/A NVIDIA CORP 4.75% 15 Oct 2007 67066GAA2 5,914,263 6,517,000 SH N/A SOLE NONE 6,517,000 N/A N/A OCCIDENTAL PETE CORP COM 674599105 265,306 10,900 SH N/A SOLE NONE 10,900 N/A N/A OCULAR SCIENCES INC COM 675744106 1,241,325 61,300 SH N/A SOLE NONE 61,300 N/A N/A OFFICE DEPOT INC COM 676220106 8,051,200 592,000 SH N/A SOLE NONE 592,000 N/A N/A OLD REP INTL CORP COM 680223104 6,327,094 241,400 SH N/A SOLE NONE 241,400 N/A N/A OMNICOM GROUP COM 681919106 188,210 2,900 SH N/A SOLE NONE 2,900 N/A N/A OPEN JT STK CO VIMPEL COMMN SPONSORED ADR 68370R109 1,974,132 120,964 SH N/A SOLE NONE 120,964 N/A N/A OPENWAVE SYS INC COM 683718100 1,469,017 115,217 SH N/A SOLE NONE 115,217 N/A N/A OPNET TECHNOLOGIES INC COM 683757108 224,438 38,300 SH N/A SOLE NONE 38,300 N/A N/A OPTIMAL ROBOTICS CORP CL A NEW 68388R208 5,568,850 227,300 SH N/A SOLE NONE 227,300 N/A N/A ORACLE CORP COM 68389X105 7,407,129 588,802 SH N/A SOLE NONE 588,802 N/A N/A PDF SOLUTIONS INC COM 693282105 1,774,275 173,100 SH N/A SOLE NONE 173,100 N/A N/A PG+E CORP COM 69331C108 3,312,946 217,957 SH N/A SOLE NONE 217,957 N/A N/A PMC SIERRA INC COM 69344F106 2,138,577 207,140 SH N/A SOLE NONE 207,140 N/A N/A PMI GROUP INC COM 69344M101 6,451,126 103,400 SH N/A SOLE NONE 103,400 N/A N/A PNC FINL SVCS GROUP INC COM 693475105 303,425 5,300 SH N/A SOLE NONE 5,300 N/A N/A PPG INDS INC COM 693506107 7,068,375 154,500 SH N/A SOLE NONE 154,500 N/A N/A PPL CORP COM 69351T106 163,000 5,000 SH N/A SOLE NONE 5,000 N/A N/A PSS WORLD MEDICAL INC COM 69366A100 599,112 62,800 SH N/A SOLE NONE 62,800 N/A N/A PACCAR INC COM 693718108 93,233 1,900 SH N/A SOLE NONE 1,900 N/A N/A PACIFIC CENTY FINL CORP COM 694058108 626,316 26,800 SH N/A SOLE NONE 26,800 N/A N/A PACKAGING CORPORATION OF AMERICA COM 695156109 1,333,335 86,300 SH N/A SOLE NONE 86,300 N/A N/A PACTIV CORP COM 695257105 73,899 5,100 SH N/A SOLE NONE 5,100 N/A N/A PARKER HANNIFIN CORP COM 701094104 370,440 10,800 SH N/A SOLE NONE 10,800 N/A N/A PAYCHEX INC COM 704326107 3,165,180 100,450 SH N/A SOLE NONE 100,450 N/A N/A PEABODY ENERGY CORP COM 704549104 361,500 15,000 SH N/A SOLE NONE 15,000 N/A N/A PEC SOLUTIONS COM 705107100 1,383,648 81,200 SH N/A SOLE NONE 81,200 N/A N/A PEDIATRIX MEDICAL GROUP COM 705324101 29,144,455 714,500 SH N/A SOLE NONE 714,500 N/A N/A PENNEY J C INC COM 708160106 9,552,452 436,185 SH N/A SOLE NONE 436,185 N/A N/A PEOPLES ENERGY CORP COM 711030106 31,808 800 SH N/A SOLE NONE 800 N/A N/A PEOPLESOFT INC COM 712713106 1,555,048 86,200 SH N/A SOLE NONE 86,200 N/A N/A PEP BOYS COM 713278109 1,046,435 94,700 SH N/A SOLE NONE 94,700 N/A N/A PEPSI BOTTLING GROUP INC COM 713409100 110,568 2,400 SH N/A SOLE NONE 2,400 N/A N/A PEPSICO INC COM 713448108 1,644,150 33,900 SH N/A SOLE NONE 33,900 N/A N/A PEREGRINE SYS INC COM 71366Q101 11,420,046 904,200 SH N/A SOLE NONE 904,200 N/A N/A PEREZ COMPANC SA NEW SPONSORED ADR REPSTG SHS B 71367B103 203,600 20,000 SH N/A SOLE NONE 20,000 N/A N/A PERKINELMER INC COM 714046109 73,472 2,800 SH N/A SOLE NONE 2,800 N/A N/A PERRIGO CO COM 714290103 14,663,685 967,900 SH N/A SOLE NONE 967,900 N/A N/A PETROCHINA CO LTD SPONSORED ADR 71646E100 95,900 5,000 SH N/A SOLE NONE 5,000 N/A N/A PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 50,725,670 2,640,760 SH N/A SOLE NONE 2,640,760 N/A N/A PFIZER INC COM 717081103 12,528,243 312,425 SH N/A SOLE NONE 312,425 N/A N/A PHARMACEUTICAL PRODUCT DEVELOPMENT COM 717124101 33,083,055 1,129,500 SH N/A SOLE NONE 1,129,500 N/A N/A PHARMACEUTICAL RES INC COM 717125108 6,256,250 175,000 SH N/A SOLE NONE 175,000 N/A N/A PHARMACIA CORP COM 71713U102 7,296,744 179,900 SH N/A SOLE NONE 179,900 N/A N/A PHILIP MORRIS COS INC COM 718154107 20,593,995 426,465 SH N/A SOLE NONE 426,465 N/A N/A PHILLIPS PETE CO COM 718507106 7,182,111 133,150 SH N/A SOLE NONE 133,150 N/A N/A PHOTON DYNAMICS INC COM COM 719364101 6,801,470 293,800 SH N/A SOLE NONE 293,800 N/A N/A PINNACLE WEST CAP CORP COM 723484101 103,220 2,600 SH N/A SOLE NONE 2,600 N/A N/A PITNEY BOWES INC COM 724479100 152,800 4,000 SH N/A SOLE NONE 4,000 N/A N/A PLACER DOME INC COM 725906101 5,671,086 443,400 SH N/A SOLE NONE 443,400 N/A N/A POHANG IRON + STEEL LTD SPONSORED ADR 730450103 32,017,010 2,039,300 SH N/A SOLE NONE 2,039,300 N/A N/A POLYCOM INC COM 73172K104 7,250,075 297,500 SH N/A SOLE NONE 297,500 N/A N/A POTASH CORP SASK INC COM 73755L107 556,900 10,000 SH N/A SOLE NONE 10,000 N/A N/A POWER INTEGRATIONS INC COM 739276103 4,236,150 232,500 SH N/A SOLE NONE 232,500 N/A N/A PRAXAIR INC COM 74005P104 8,981,994 213,857 SH N/A SOLE NONE 213,857 N/A N/A PRICE T ROWE GROUP INC COM 74144T108 99,620 3,400 SH N/A SOLE NONE 3,400 N/A N/A PRIDE INTERNATIONAL INC COM 74153Q102 208,000 20,000 SH N/A SOLE NONE 20,000 N/A N/A PROCTER + GAMBLE CO COM 742718109 34,150,666 469,167 SH N/A SOLE NONE 469,167 N/A N/A PROFIT RECOVERY GROUP INTL COM 743168106 5,752,596 588,200 SH N/A SOLE NONE 588,200 N/A N/A PROGRESS ENERGY INC COM 743263105 257,940 6,000 SH N/A SOLE NONE 6,000 N/A N/A PROGRESSIVE CORP OHIO COM 743315103 281,190 2,100 SH N/A SOLE NONE 2,100 N/A N/A PROSPERITY BANCSHARES INC COM 743606105 6,168,000 240,000 SH N/A SOLE NONE 240,000 N/A N/A PROVIDIAN FINL CORP COM 74406A102 102,765 5,100 SH N/A SOLE NONE 5,100 N/A N/A PUBLIC SVC ENTERPRISE GROUP COM 744573106 157,435 3,700 SH N/A SOLE NONE 3,700 N/A N/A PULTE HOMES INC COM 745867101 33,715 1,100 SH N/A SOLE NONE 1,100 N/A N/A QUALCOMM INC COM 747525103 23,393,721 492,085 SH N/A SOLE NONE 492,085 N/A N/A QUINTILES TRANSNATIONAL CORP COM 748767100 2,595,880 177,800 SH N/A SOLE NONE 177,800 N/A N/A QWEST COMMUNICATIONS INTL INC COM 749121109 810,785 48,550 SH N/A SOLE NONE 48,550 N/A N/A RF MICRO DEVICES INC COM 749941100 6,688,088 402,642 SH N/A SOLE NONE 402,642 N/A N/A RADIOSHACK CORP COM 750438103 6,193,450 255,400 SH N/A SOLE NONE 255,400 N/A N/A RALSTON PURINA CO COM 751277302 144,320 4,400 SH N/A SOLE NONE 4,400 N/A N/A RATIONAL SOFTWARE CORP COM NEW COM 75409p202 821,834 94,900 SH N/A SOLE NONE 94,900 N/A N/A RAYTHEON CO COM NEW 755111507 9,333,850 268,600 SH N/A SOLE NONE 268,600 N/A N/A REEBOK INTL LTD COM 758110100 807,300 39,000 SH N/A SOLE NONE 39,000 N/A N/A REGIONS FINL CORP COM 758940100 112,554 3,900 SH N/A SOLE NONE 3,900 N/A N/A RELIANT RES INC COM 75952B105 10,246,500 632,500 SH N/A SOLE NONE 632,500 N/A N/A RELIANT ENERGY INC COM 75952J108 250,040 9,500 SH N/A SOLE NONE 9,500 N/A N/A REPUBLIC SVCS INC CL A 760759100 853,740 52,700 SH N/A SOLE NONE 52,700 N/A N/A RESPIRONICS INC COM 761230101 22,399,244 629,900 SH N/A SOLE NONE 629,900 N/A N/A RETEK INC COM 76128Q109 267,544 21,200 SH N/A SOLE NONE 21,200 N/A N/A RIGHTCHOICE MANAGE CARE INC COM 76657T102 15,650,635 312,700 SH N/A SOLE NONE 312,700 N/A N/A RIO TINTO PLC SPONSORED ADR 767204100 1,033,200 16,400 SH N/A SOLE NONE 16,400 N/A N/A RITE AID CORP COM 767754104 6,257,060 810,500 SH N/A SOLE NONE 810,500 N/A N/A RIVERSTONE NETWORKS INC COM 769320102 2,331,525 444,100 SH N/A SOLE NONE 444,100 N/A N/A ROCKWELL INTL CORP NEW COM 773903109 48,444 3,300 SH N/A SOLE NONE 3,300 N/A N/A ROCKWELL COLLINS INC COM 774341101 46,860 300 SH N/A SOLE NONE 300 N/A N/A ROHM + HAAS CO COM 775371107 121,212 3,700 SH N/A SOLE NONE 3,700 N/A N/A ROSS STORES INC COM 778296103 8,371,350 286,200 SH N/A SOLE NONE 286,200 N/A N/A ROSTELECOM SPONSORED ADR 778529107 60,000 20,000 SH N/A SOLE NONE 20,000 N/A N/A ROWAN COS INC COM 779382100 27,236 2,200 SH N/A SOLE NONE 2,200 N/A N/A ROYAL DUTCH PETE CO NY REGISTRY SH PAR N GLDR 1.25 780257804 3,768,248 74,990 SH N/A SOLE NONE 74,990 N/A N/A RUDOLPH TECHNOLOGIES INC COM 781270103 2,219,400 90,000 SH N/A SOLE NONE 90,000 N/A N/A SBC COMMUNICATIONS INC COM 78387G103 14,771,696 313,491 SH N/A SOLE NONE 313,491 N/A N/A S1 CORP COM 78463B101 7,086,096 837,600 SH N/A SOLE NONE 837,600 N/A N/A SABRE HLDGS CORP CL A 785905100 125,143 4,680 SH N/A SOLE NONE 4,680 N/A N/A SAFECO CORP COM 786429100 66,726 2,200 SH N/A SOLE NONE 2,200 N/A N/A SAFEWAY INC COM NEW 786514208 1,493,472 37,600 SH N/A SOLE NONE 37,600 N/A N/A SAFLINK CORP COM 786578104 25,469 50,000 SH N/A SOLE NONE 50,000 N/A N/A ST JUDE MED INC COM 790849103 34,687,722 506,760 SH N/A SOLE NONE 506,760 N/A N/A ST PAUL COS INC COM 792860108 15,146,289 367,450 SH N/A SOLE NONE 367,450 N/A N/A SANMINA CORP COM 800907107 1,523,676 112,200 SH N/A SOLE NONE 112,200 N/A N/A SANMINA CORP SB DB CV 0%20 800907AD9 1,750,000 5,000,000 SH N/A SOLE NONE 5,000,000 N/A N/A SANGSTAT MEDICAL CORP COM 801003104 8,393,022 455,400 SH N/A SOLE NONE 455,400 N/A N/A SARA LEE CORP COM 803111103 8,287,830 389,100 SH N/A SOLE NONE 389,100 N/A N/A SATYAM COMPUTER SERVICES COM 804098101 204,750 35,000 SH N/A SOLE NONE 35,000 N/A N/A SCHEIN HENRY INC COM 806407102 19,809,520 513,200 SH N/A SOLE NONE 513,200 N/A N/A SCHERING PLOUGH CORP COM 806605101 3,691,265 99,495 SH N/A SOLE NONE 99,495 N/A N/A SCHLUMBERGER LTD COM 806857108 1,156,210 25,300 SH N/A SOLE NONE 25,300 N/A N/A SCIENTIFIC ATLANTA INC COM 808655104 326,430 18,600 SH N/A SOLE NONE 18,600 N/A N/A SEACHANGE INTL INC COM 811699107 10,712,604 613,200 SH N/A SOLE NONE 613,200 N/A N/A SEACOAST FINL SVCS CORP COM 81170Q106 5,906,364 397,200 SH N/A SOLE NONE 397,200 N/A N/A SEARS ROEBUCK + CO COM 812387108 19,384,786 559,607 SH N/A SOLE NONE 559,607 N/A N/A SELECT MEDICAL CORP COM 816196109 1,004,850 63,800 SH N/A SOLE NONE 63,800 N/A N/A SEMTECH CORP COM 816850101 4,254,162 149,900 SH N/A SOLE NONE 149,900 N/A N/A SEMPRA ENERGY COM 816851109 141,075 5,700 SH N/A SOLE NONE 5,700 N/A N/A SEPRACOR INC COM 817315104 7,205,130 200,700 SH N/A SOLE NONE 200,700 N/A N/A SHERWIN WILLIAMS CO COM 824348106 159,762 7,190 SH N/A SOLE NONE 7,190 N/A N/A SIEBEL SYS INC COM 826170102 55,943 4,300 SH N/A SOLE NONE 4,300 N/A N/A SIGMA ALDRICH COM 826552101 81,360 1,800 SH N/A SOLE NONE 1,800 N/A N/A SILICON LABORATORIES INC COM 826919102 6,249,628 453,200 SH N/A SOLE NONE 453,200 N/A N/A SILVER STD RES INC COM 82823L106 600,000 300,000 SH N/A SOLE NONE 300,000 N/A N/A SIMPLEX SOLUTIONS INC COM 828854109 7,050,456 466,300 SH N/A SOLE NONE 466,300 N/A N/A SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 531,782 32,505 SH N/A SOLE NONE 32,505 N/A N/A SMITH INTL INC COM 832110100 298,480 8,200 SH N/A SOLE NONE 8,200 N/A N/A SMURFIT-STONE CONTAINER CORP COM 832727101 3,512,733 265,100 SH N/A SOLE NONE 265,100 N/A N/A SOLECTRON CORP COM 834182107 4,808,538 412,750 SH N/A SOLE NONE 412,750 N/A N/A SOLECTRON CORP SR LYON ZERO 20 834182AK3 9,611,820 19,128,000 SH N/A SOLE NONE 19,128,000 N/A N/A SONY CORP AMER SH NEW 835699307 441,560 13,300 SH N/A SOLE NONE 13,300 N/A N/A SOUTHERN CO COM 842587107 11,226,237 468,150 SH N/A SOLE NONE 468,150 N/A N/A SOUTHTRUST CORP COM 844730101 15,671,691 615,300 SH N/A SOLE NONE 615,300 N/A N/A SOUTHWEST AIRLS CO COM 844741108 184,016 12,400 SH N/A SOLE NONE 12,400 N/A N/A SOUTHWEST BANCORP INC OKLA COM 844767103 2,352,375 153,750 SH N/A SOLE NONE 153,750 N/A N/A SOVEREIGN BANCORP INC COM 845905108 2,978,250 313,500 SH N/A SOLE NONE 313,500 N/A N/A SOVEREIGN BANCORP INC TR PFD INCOME EQUITY EX 111229 845905306 14,954,063 254,000 SH N/A SOLE NONE 254,000 N/A N/A SPECIALTY LABORATORIES INC COM 84749R100 7,603,750 276,500 SH N/A SOLE NONE 276,500 N/A N/A SPINNAKER EXPL CO COM 84855W109 12,694,344 358,800 SH N/A SOLE NONE 358,800 N/A N/A SPRINT CORP COM FON GROUP 852061100 8,393,896 349,600 SH N/A SOLE NONE 349,600 N/A N/A SPRINT CORP PCS COM SER 1 852061506 36,762,359 1,398,340 SH N/A SOLE NONE 1,398,340 N/A N/A STANLEY WORKS COM 854616109 126,098 3,450 SH N/A SOLE NONE 3,450 N/A N/A STAPLES INC COM 855030102 7,098,228 532,900 SH N/A SOLE NONE 532,900 N/A N/A STARBUCKS CORP COM 855244109 132,006 8,840 SH N/A SOLE NONE 8,840 N/A N/A STARWOOD HOTELS + RESORTS PAIRD 1 CL B SH BEN + 1 COM 85590A203 103,400 4,700 SH N/A SOLE NONE 4,700 N/A N/A STATE STREET CORPORATION COM 857477103 2,984,800 65,600 SH N/A SOLE NONE 65,600 N/A N/A STERICYCLE INC COM 858912108 9,694,768 232,600 SH N/A SOLE NONE 232,600 N/A N/A STERIS CORP COM 859152100 6,812,190 346,500 SH N/A SOLE NONE 346,500 N/A N/A STEWART AND STEVENSON SERVICES INC COM 860342104 16,817,472 698,400 SH N/A SOLE NONE 698,400 N/A N/A STILLWATER MNG CO COM 86074Q102 7,176,804 356,700 SH N/A SOLE NONE 356,700 N/A N/A STILWELL FINANCIAL INC COM 860831106 78,000 4,000 SH N/A SOLE NONE 4,000 N/A N/A STRYKER CORP COM 863667101 227,470 4,300 SH N/A SOLE NONE 4,300 N/A N/A SUMMIT BANKSHARES INC FT WORTH COM 866011109 1,554,720 82,000 SH N/A SOLE NONE 82,000 N/A N/A SUN MICROSYSTEMS INC COM 866810104 2,414,724 291,986 SH N/A SOLE NONE 291,986 N/A N/A SUNGARD DATA SYS INC COM 867363103 836,646 35,800 SH N/A SOLE NONE 35,800 N/A N/A SUNOCO INC COM 86764P109 67,640 1,900 SH N/A SOLE NONE 1,900 N/A N/A SUNTRUST BKS INC COM 867914103 333,000 5,000 SH N/A SOLE NONE 5,000 N/A N/A SUPERVALU INC COM 868536103 50,575 2,500 SH N/A SOLE NONE 2,500 N/A N/A SYCAMORE NETWORKS INC COM 871206108 99,737 28,660 SH N/A SOLE NONE 28,660 N/A N/A SYLVAN LEARNING SYS COM 871399101 14,181,970 619,300 SH N/A SOLE NONE 619,300 N/A N/A SYMANTEC CORP COM 871503108 5,828,027 168,100 SH N/A SOLE NONE 168,100 N/A N/A SYNOVUS FINL CORP COM 87161C105 8,895,480 322,300 SH N/A SOLE NONE 322,300 N/A N/A SYSCO CORP COM 871829107 298,818 11,700 SH N/A SOLE NONE 11,700 N/A N/A SYSTEMS & COMPTR TECH COM 871873105 813,600 90,400 SH N/A SOLE NONE 90,400 N/A N/A TCF FINANCIAL CORP COM 872275102 405,328 8,800 SH N/A SOLE NONE 8,800 N/A N/A THQ INC COM 872443403 23,464,970 543,800 SH N/A SOLE NONE 543,800 N/A N/A TJX COS INC NEW COM 872540109 16,565,150 503,500 SH N/A SOLE NONE 503,500 N/A N/A TRC COMPANIES INC COM 872625108 3,375,476 93,400 SH N/A SOLE NONE 93,400 N/A N/A TRW INC COM 872649108 80,514 2,700 SH N/A SOLE NONE 2,700 N/A N/A TMP WORLDWIDE INC COM 872941109 479,791 16,900 SH N/A SOLE NONE 16,900 N/A N/A TXU CORP COM 873168108 203,808 4,400 SH N/A SOLE NONE 4,400 N/A N/A TAIWAN SEMICNDCTR MFG CO LTD SPONSORED ADR 874039100 4,174,892 439,925 SH N/A SOLE NONE 439,925 N/A N/A TALISMAN ENERGY INC COM 87425E103 510,150 15,000 SH N/A SOLE NONE 15,000 N/A N/A TANOX INC COM 87588Q109 2,081,093 140,900 SH N/A SOLE NONE 140,900 N/A N/A TARGET CORP COM 87612E106 473,710 14,920 SH N/A SOLE NONE 14,920 N/A N/A TEKTRONIX INC COM 879131100 29,733 1,700 SH N/A SOLE NONE 1,700 N/A N/A TELE CELULAR SUL PARTICIPACOES SPONSORED ADR REPSTG PFD 879238103 1,061 102 SH N/A SOLE NONE 102 N/A N/A TELE CENTRO OESTE CELULAR PART SPONSORED ADR REPSTG PFD 87923P105 1,683 340 SH N/A SOLE NONE 340 N/A N/A TELE NORTE LESTE PARTICIPACOES SPONSORED ADR REPSTG PFD 879246106 5,619,000 620,884 SH N/A SOLE NONE 620,884 N/A N/A TELE NORDESTE CELULAR PARTICIP SPONSORED ADR REPSTG PFD 87924W109 918 51 SH N/A SOLE NONE 51 N/A N/A TELE NORTE CELULAR PARTS SPONSORED ADR REPSTG PFD 87924Y105 408 20 SH N/A SOLE NONE 20 N/A N/A TELECOMUNICACOES BRASILEIRAS SPNSD ADR REPSTG ADR FOR PFD 879287308 24,034,376 949,600 SH N/A SOLE NONE 949,600 N/A N/A TELECORP PCS INC NEW CL A 879300101 85,660 7,752 SH N/A SOLE NONE 7,752 N/A N/A TELEFONICA S A SPONSORED ADR 879382208 15,515 457 SH N/A SOLE NONE 457 N/A N/A TELEFONOS DE MEXICO S A SPONSORED ADR REPSTG SH ORD L 879403780 75,594,765 2,341,120 SH N/A SOLE NONE 2,341,120 N/A N/A TELELESTE CELULAR PARTICIPACOE SPONSORED ADR REPSTG PFD 87943B102 246 20 SH N/A SOLE NONE 20 N/A N/A TELEMIG CELULAR PARTICIPACOES SPONSORED ADR REPSTG PFD 87944E105 431,663 19,016 SH N/A SOLE NONE 19,016 N/A N/A TELESP CELULAR PARTICIPACOES SPONSORED ADR REPSTG PFD 87952L108 39,114 7,408 SH N/A SOLE NONE 7,408 N/A N/A TELLABS INC COM 879664100 6,078,176 615,200 SH N/A SOLE NONE 615,200 N/A N/A TEMPLE INLAND INC COM 879868107 3,110,595 65,500 SH N/A SOLE NONE 65,500 N/A N/A TENET HEALTHCARE CORP COM 88033G100 20,316,194 340,590 SH N/A SOLE NONE 340,590 N/A N/A TERADYNE INC COM 880770102 342,615 17,570 SH N/A SOLE NONE 17,570 N/A N/A TERAYON COMMUNICATION SYSTEMS COM 880775101 3,390,904 474,800 SH N/A SOLE NONE 474,800 N/A N/A TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6,174,968 102,150 SH N/A SOLE NONE 102,150 N/A N/A TEXACO INC COM 881694103 1,375,400 21,160 SH N/A SOLE NONE 21,160 N/A N/A TEXAS INSTRS INC COM 882508104 23,104,502 924,920 SH N/A SOLE NONE 924,920 N/A N/A TEXTRON INC COM 883203101 90,747 2,700 SH N/A SOLE NONE 2,700 N/A N/A THERMO ELECTRON CORP COM 883556102 46,930 2,600 SH N/A SOLE NONE 2,600 N/A N/A THORATEC CORPORATION COM 885175307 4,647,740 281,000 SH N/A SOLE NONE 281,000 N/A N/A TIBCO SOFTWARE INC COM 88632Q103 245,560 33,455 SH N/A SOLE NONE 33,455 N/A N/A TIER TECHNOLOGIES INC CL B COM 88650Q100 1,143,600 95,300 SH N/A SOLE NONE 95,300 N/A N/A TORCH OFFSHORE INC COM 891019101 2,317,088 391,400 SH N/A SOLE NONE 391,400 N/A N/A TORCHMARK INC COM 891027104 13,825,500 354,500 SH N/A SOLE NONE 354,500 N/A N/A TOTAL FINA SA SPONSORED ADR 89151E109 415,027 6,144 SH N/A SOLE NONE 6,144 N/A N/A TOYS R US INC COM 892335100 2,346,726 136,200 SH N/A SOLE NONE 136,200 N/A N/A TRIAD HOSPS INC COM 89579K109 14,060,880 397,200 SH N/A SOLE NONE 397,200 N/A N/A TRICON GLOBAL RESTAURANTS INC COM 895953107 70,596 1,800 SH N/A SOLE NONE 1,800 N/A N/A TRIBUNE CO NEW COM 896047107 106,760 3,400 SH N/A SOLE NONE 3,400 N/A N/A TRIMERIS INC COM 896263100 7,521,930 214,300 SH N/A SOLE NONE 214,300 N/A N/A TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 549,270 61,030 SH N/A SOLE NONE 61,030 N/A N/A TUPPERWARE CORP COM 899896104 21,934 1,100 SH N/A SOLE NONE 1,100 N/A N/A TV AZTECA S A DE C V SPONSORED ADR 901145102 61,254 15,910 SH N/A SOLE NONE 15,910 N/A N/A TYCO INTL LTD NEW COM 902124106 15,206,282 334,204 SH N/A SOLE NONE 334,204 N/A N/A UCBH HLDGS INC COM 90262T308 5,774,722 197,900 SH N/A SOLE NONE 197,900 N/A N/A USX MARATHON GROUP COM NEW 902905827 9,851,945 368,297 SH N/A SOLE NONE 368,297 N/A N/A UST INC COM 902911106 204,512 6,160 SH N/A SOLE NONE 6,160 N/A N/A US BANCORP DEL COM NEW 902973304 1,294,092 58,345 SH N/A SOLE NONE 58,345 N/A N/A UBIQUITEL INC COM 903474302 4,360,221 540,300 SH N/A SOLE NONE 540,300 N/A N/A USA ED INC COM 90390U102 8,075,434 97,400 SH N/A SOLE NONE 97,400 N/A N/A UNILAB CORP COM 904763208 20,226,262 729,400 SH N/A SOLE NONE 729,400 N/A N/A UNILEVER N V NY SHS NEW 904784709 529,396 9,800 SH N/A SOLE NONE 9,800 N/A N/A UNION PAC CORP COM 907818108 10,114,313 215,657 SH N/A SOLE NONE 215,657 N/A N/A UNION PLANTERS CORP COM 908068109 175,890 4,100 SH N/A SOLE NONE 4,100 N/A N/A UNIONBANCAL CORP COM 908906100 4,510,872 133,300 SH N/A SOLE NONE 133,300 N/A N/A UNISYS CORP COM 909214108 117,343 13,550 SH N/A SOLE NONE 13,550 N/A N/A UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 512,236 96,285 SH N/A SOLE NONE 96,285 N/A N/A UNITED PARCEL SVC INC CL B 911312106 5,499,484 105,800 SH N/A SOLE NONE 105,800 N/A N/A UNITED TECHNOLOGIES CORP COM 913017109 562,371 12,094 SH N/A SOLE NONE 12,094 N/A N/A UNITEDHEALTH GROUP INC COM 91324P102 7,776,510 116,940 SH N/A SOLE NONE 116,940 N/A N/A UNIVERSAL COMPRESSION HOLDINGS INC COM 913431102 1,102,500 49,000 SH N/A SOLE NONE 49,000 N/A N/A UNIVERSAL HEALTH SVCS INC CL B 913903100 8,496,080 174,100 SH N/A SOLE NONE 174,100 N/A N/A UNOCAL CORP COM 915289102 938,925 28,890 SH N/A SOLE NONE 28,890 N/A N/A UNUMPROVIDENT CORP COM 91529Y106 181,800 7,200 SH N/A SOLE NONE 7,200 N/A N/A UTSTARCOM INC COM 918076100 4,439,500 273,200 SH N/A SOLE NONE 273,200 N/A N/A V F CORP COM 918204108 146,935 5,020 SH N/A SOLE NONE 5,020 N/A N/A VALERO ENERGY CORP COM 91913Y100 526,500 15,000 SH N/A SOLE NONE 15,000 N/A N/A VARIAN MED SYS INC COM 92220P105 1,770,540 27,600 SH N/A SOLE NONE 27,600 N/A N/A VENATOR GROUP INC COM 922944103 3,221,669 211,257 SH N/A SOLE NONE 211,257 N/A N/A VERITAS SOFTWARE CORP COM 923436109 2,527,018 137,040 SH N/A SOLE NONE 137,040 N/A N/A VERISIGN INC COM 92343E102 10,070,246 240,340 SH N/A SOLE NONE 240,340 N/A N/A VERIZON COMMUNICATIONS COM 92343V104 5,437,081 100,482 SH N/A SOLE NONE 100,482 N/A N/A VERIZON COMMUNICATIONS DB CV ZERO 144A21 92343VAA2 1,964,900 3,540,000 SH N/A SOLE NONE 3,540,000 N/A N/A VERTEX PHARMACEUTICALS INC COM 92532F100 492,492 27,300 SH N/A SOLE NONE 27,300 N/A N/A VIACOM INC CL B FORMERLY COM NON VTG 925524308 11,213,432 325,027 SH N/A SOLE NONE 325,027 N/A N/A VINTAGE PETE INC COM 927460105 317,000 20,000 SH N/A SOLE NONE 20,000 N/A N/A VISIBLE GENETICS INC COM 92829S104 3,710,520 187,400 SH N/A SOLE NONE 187,400 N/A N/A VISTEON CORP COM 92839U107 103,785 8,140 SH N/A SOLE NONE 8,140 N/A N/A VITESSE SEMICONDUCTOR CORP COM 928497106 846,455 109,220 SH N/A SOLE NONE 109,220 N/A N/A VIVENDI UNIVERSAL SPONSORED ADR NEW 92851S204 1,101,276 23,760 SH N/A SOLE NONE 23,760 N/A N/A VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 283,284 12,900 SH N/A SOLE NONE 12,900 N/A N/A VOTORANTIM CELULOSE E PAPEL SA SPONSORED ADR 92906P106 481,545 36,900 SH N/A SOLE NONE 36,900 N/A N/A VULCAN MATLS CO COM 929160109 86,400 2,000 SH N/A SOLE NONE 2,000 N/A N/A WACHOVIA CORP 2ND NEW COM 929903102 1,242,480 40,080 SH N/A SOLE NONE 40,080 N/A N/A WAL MART STORES INC COM 931142103 3,931,785 79,430 SH N/A SOLE NONE 79,430 N/A N/A WALGREEN CO COM 931422109 495,448 14,390 SH N/A SOLE NONE 14,390 N/A N/A WASHINGTON MUT INC COM 939322103 22,248,559 578,185 SH N/A SOLE NONE 578,185 N/A N/A WASTE MGMT INC DEL COM 94106L109 294,140 11,000 SH N/A SOLE NONE 11,000 N/A N/A WATERS CORPORATION COM 941848103 4,807,488 134,400 SH N/A SOLE NONE 134,400 N/A N/A WATSON WYATT AND COMPANY HOLDINGS COM 942712100 556,500 35,000 SH N/A SOLE NONE 35,000 N/A N/A WEATHERFORD INTL INC NEW COM 947074100 331,630 13,000 SH N/A SOLE NONE 13,000 N/A N/A WEBEX COMMUNICATIONS COM 94767L109 6,344,388 298,700 SH N/A SOLE NONE 298,700 N/A N/A WEBMETHODS INC COM 94768C108 170,677 24,700 SH N/A SOLE NONE 24,700 N/A N/A WELLPOINT HEALTH NETWORKS INC COM 94973H108 7,553,180 69,200 SH N/A SOLE NONE 69,200 N/A N/A WELLPOINT HEALTH NETWORKS INC SB DB CV0%19 94973HAA6 13,180,688 16,025,000 SH N/A SOLE NONE 16,025,000 N/A N/A WELLS FARGO + CO NEW COM 949746101 13,434,790 302,245 SH N/A SOLE NONE 302,245 N/A N/A WENDYS FING I TECONS SER A 950588202 2,942,329 53,500 SH N/A SOLE NONE 53,500 N/A N/A WENDYS INTL INC COM 950590109 12,890,605 483,700 SH N/A SOLE NONE 483,700 N/A N/A WESTPORT RESOURCES CORP COM 961415106 335,160 22,800 SH N/A SOLE NONE 22,800 N/A N/A WESTVACO CORP COM 961548104 647,640 25,200 SH N/A SOLE NONE 25,200 N/A N/A WEYERHAEUSER CO COM 962166104 180,227 3,700 SH N/A SOLE NONE 3,700 N/A N/A WHIRLPOOL CORP COM 963320106 10,848,600 196,000 SH N/A SOLE NONE 196,000 N/A N/A WHOLE FOODS MARKET INC COM 966837106 18,324,594 583,400 SH N/A SOLE NONE 583,400 N/A N/A WILLAMETTE INDS INC COM 969133107 98,978 2,200 SH N/A SOLE NONE 2,200 N/A N/A WILLIAMS COS INC COM 969457100 232,050 8,500 SH N/A SOLE NONE 8,500 N/A N/A WILSON GREATBATCH TECH INC COM 972232102 13,228,950 451,500 SH N/A SOLE NONE 451,500 N/A N/A WINN DIXIE STORES INC COM 974280109 29,770 2,600 SH N/A SOLE NONE 2,600 N/A N/A WIPRO LTD SPONSORED ADR REPSTG 1 SH 97651M109 84,800 4,000 SH N/A SOLE NONE 4,000 N/A N/A WORLDCOM INC/WORLDCOM GRP COM 98157D106 18,986,797 1,262,420 SH N/A SOLE NONE 1,262,420 N/A N/A WRIGHT MED GROUP INC COM 98235T107 9,225,524 544,600 SH N/A SOLE NONE 544,600 N/A N/A WRIGLEY WM JR CO COM 982526105 153,900 3,000 SH N/A SOLE NONE 3,000 N/A N/A XO COMMUNICATIONS INC SR EXCHANGEABLE PFD 13.5 SER B 983764705 81,806 6,678 SH N/A SOLE NONE 6,678 N/A N/A XCEL ENERGY INC COM 98389B100 275,870 9,800 SH N/A SOLE NONE 9,800 N/A N/A XILINX INC COM 983919101 321,185 13,650 SH N/A SOLE NONE 13,650 N/A N/A XEROX CORP COM 984121103 10,401,818 1,342,170 SH N/A SOLE NONE 1,342,170 N/A N/A YAHOO INC COM 984332106 555,206 63,020 SH N/A SOLE NONE 63,020 N/A N/A ZIMMER HOLDINGS INC COM 98956P102 93,240 3,360 SH N/A SOLE NONE 3,360 N/A N/A ZIONS BANCORP COM 989701107 85,856 1,600 SH N/A SOLE NONE 1,600 N/A N/A ZORAN CORP COM 98975F101 13,773,914 568,700 SH N/A SOLE NONE 568,700 N/A N/A ZOLL MEDICAL CORP. COM 989922109 5,468,160 153,600 SH N/A SOLE NONE 153,600 N/A N/A ACE LTD COM G0070K103 7,436,912 257,600 SH N/A SOLE NONE 257,600 N/A N/A AMDOCS LIMITED SHS G02602103 1,818,596 68,240 SH N/A SOLE NONE 68,240 N/A N/A APEX SILVER MINES LTD COM G04074103 869,250 95,000 SH N/A SOLE NONE 95,000 N/A N/A ASIA GLOBAL CROSSING LTD CL A G05330108 141,750 63,000 SH N/A SOLE NONE 63,000 N/A N/A EVEREST REINSURANCE GROUP LTD SHS COM G3223R108 9,277,980 143,400 SH N/A SOLE NONE 143,400 N/A N/A FLAG TELECOM HOLDINGS LTD COM G3529L102 156,813 26,000 SH N/A SOLE NONE 26,000 N/A N/A GLOBAL CROSSING LTD SHS COM G3921A100 311,625 173,125 SH N/A SOLE NONE 173,125 N/A N/A GLOBAL CROSSING LTD PFD CV 6.75PCT G3921A134 566,615 13,411 SH N/A SOLE NONE 13,411 N/A N/A MARVELL TECHNOLOGY GROUP LTD SHS G5876H105 8,222,681 565,200 SH N/A SOLE NONE 565,200 N/A N/A 02MICRO INTERNATIONAL LIMITED SHS ORD G6797E106 6,941,885 527,900 SH N/A SOLE NONE 527,900 N/A N/A RENAISSANCERE HOLDINGS COM G7496G103 8,179,720 92,000 SH N/A SOLE NONE 92,000 N/A N/A SANTA FE INTERNATIONAL CORP SHS G7805C108 637,500 30,000 SH N/A SOLE NONE 30,000 N/A N/A TRANSOCEAN SEDCO FOREX INC SHS ORD G90078109 2,463,120 93,300 SH N/A SOLE NONE 93,300 N/A N/A TYCOM LTD COM SHS G9144B106 793,243 101,050 SH N/A SOLE NONE 101,050 N/A N/A XL CAPITAL LTD SHS A G98255105 6,493,800 82,200 SH N/A SOLE NONE 82,200 N/A N/A CHECK POINT SOFTWARE SHS ORD M22465104 3,861,868 175,380 SH N/A SOLE NONE 175,380 N/A N/A ORCKIT COMMUNICATIONS LTD COM M7531S107 3,516 2,500 SH N/A SOLE NONE 2,500 N/A N/A TARO PHARMACEUTICAL INDUSTRIES LTD A SHS M8737E108 2,858,508 81,300 SH N/A SOLE NONE 81,300 N/A N/A TIOGA TECHNOLOGIES LTD ORD SHS M8789G100 2,891 2,500 SH N/A SOLE NONE 2,500 N/A N/A ASM INTERNATIONAL N V COM SHS N07045102 7,126,550 619,700 SH N/A SOLE NONE 619,700 N/A N/A ROYAL CARIBBEAN CRUISES LTD COM SHS V7780T103 85,840 8,000 SH N/A SOLE NONE 8,000 N/A N/A FLEXTRONICS INTERNATIONAL ORD SHS Y2573F102 4,659,318 281,700 SH N/A SOLE NONE 281,700 N/A N/A ------------- 4,523,920,468 =============
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