13F-HR 1 crmcpublic.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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: 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 8/14/01 -------------------- --------------------------- ---------- [Signature] [City, State] [Date] *By: /s/ James P. Ryan -------------------- James P. Ryan Attorney-in-fact Signed pursuant to a Power of Attorney dated December 19, 2000 included as an Exhibit to Schedule 13G filed with the Securities and Exchange Commission by Capital Research and Management Company on February 9, 2001 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. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 876 Form 13F Information Table Value Total: $225506241 ----------- (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. CAPITAL RESEARCH AND MANAGEMENT COMPANY FORM 13F INFORMATION TABLE# JUN 29, 2001 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 -------------------------------------- --------- --------- --------------------- ---------- --------- ------------------------- 21ST CENTURY INSURANCE GROUP 90130N103 $ 79973 4299600 SH DEFINED 1 4299600 3COM CORP 885535104 6911 1455000 SH DEFINED 1 1455000 ABBOTT LABORATORIES 002824100 350473 7300000 SH DEFINED 1 7300000 ABERCROMBIE & FITCH CO CL A 002896207 6453 145000 SH DEFINED 1 145000 ABITIBI-CONSOLIDATED INC C$ 003924107 165202 21561755 SH DEFINED 1 21561755 ACME COMMUNICATIONS INC 004631107 2625 319724 SH DEFINED 1 319724 ACXIOM CORP 005125109 64141 4900000 SH DEFINED 1 4900000 ADAPTEC INC 00651F108 16908 1701000 SH DEFINED 1 1701000 ADAPTEC INC CV SUB NT 4.75% 02/01/04 00651FAC2 40075 $46000000 PRN DEFINED 1 $46000000 ADELPHIA COMMUNICATIONS CORP CL A 006848105 267377 6521400 SH DEFINED 1 6521400 ADOLOR CORP 00724X102 23741 1099100 SH DEFINED 1 1099100 ADVANCED ENERGY INDUSTRIES 007973100 28889 700000 SH DEFINED 1 700000 ADVANCED FIBER COMMUNICATIONS INC 00754A105 7350 350000 SH DEFINED 1 350000 ADVANCED MICRO DEVICES INC 007903107 328164 11363032 SH DEFINED 1 11363032 AETNA INC 00817Y108 405124 15660000 SH DEFINED 1 15660000 AFFYMETRIX INC REG D PP 00826T108 44100 2000000 SH DEFINED 1 2000000 AGERE SYSTEMS INC CL A 00845V100 412500 55000000 SH DEFINED 1 55000000 AGILENT TECHNOLOGIES INC 00846U101 175627 5403918 SH DEFINED 1 5403918 AIMGLOBAL TECHNOLOGIES INC C$ 00900N100 1309 650000 SH DEFINED 1 650000 AIR PRODS & CHEMICAL 009158106 223718 4890000 SH DEFINED 1 4890000 AIRGATE PCS INC 009367103 10400 200000 SH DEFINED 1 200000 ALBERTSONS INC 013104104 1283203 42787700 SH DEFINED 1 42787700 ALCOA INC 013817101 1462126 37109800 SH DEFINED 1 37109800 ALLERGAN INC 018490102 132012 1544000 SH DEFINED 1 1544000 ALLIANCE ATLANTIS COMM CL B N/V C$ 01853E204 22674 1666450 SH DEFINED 1 1666450 ALLIED WASTE INDS 019589308 502066 26877200 SH DEFINED 1 26877200 ALLMERICA FINANCIAL CORP 019754100 99849 1736500 SH DEFINED 1 1736500 ALLOY ONLINE 019855105 5366 375000 SH DEFINED 1 375000 ALLSTATE CORP (THE) 020002101 1776338 40380500 SH DEFINED 1 40380500 ALLTEL CORP 020039103 597898 9760000 SH DEFINED 1 9760000 ALTERA CORP 021441100 656666 22643650 SH DEFINED 1 22643650 AMB PROPERTY CORPORATION 00163T109 105874 4110000 SH DEFINED 1 4110000 AMCV CAPITAL TR I CV PF 7.00% 02/15/15 001648203 4694 399500 SH DEFINED 1 399500 AMDOCS LTD 002256907 176359 3275000 SH DEFINED 1 3275000 AMER CLASSIC VOYAGES 024928103 4141 1183200 SH DEFINED 1 1183200 AMEREN CORPORATION 023608102 317594 7437800 SH DEFINED 1 7437800 AMERICA MOVIL L ADR 02364W105 581222 27862980 SH DEFINED 1 27862980 AMERICA ONLINE LATIN AMERICA INC CL A 02365B100 47377 5270000 SH DEFINED 1 5270000 AMERICAN CAPITAL STRATEGIES 024937104 31568 1125000 SH DEFINED 1 1125000 AMERICAN ELECTRIC POWER CO INC 025537101 773131 16745300 SH DEFINED 1 16745300 AMERICAN GENERAL CORP 026351106 982459 21150900 SH DEFINED 1 21150900 AMERICAN HEALTHWAYS INC 02649V104 385 10000 SH DEFINED 1 10000 AMERICAN HOME PRODUCTS CORP 026609107 676911 11583000 SH DEFINED 1 11583000 AMERICAN INTL GROUP 026874107 2016848 23451717 SH DEFINED 1 23451717 AMERICAN MEDICAL SYSTEMS HLDGS 02744M108 8443 550000 SH DEFINED 1 550000 AMERICAN TOWER 5.0% CV NT 2/15/10 029912AF9 10004 $13000000 PRN DEFINED 1 $13000000 AMERICAN WATER WORKS CO INC 030411102 70886 2150000 SH DEFINED 1 2150000 AMGEN INC 031162100 151700 2500000 SH DEFINED 1 2500000 AMR CORPORATION 001765106 366358 10140000 SH DEFINED 1 10140000 AMSOUTH BANCORP 032165102 55470 3000000 SH DEFINED 1 3000000 AMSURG CORP 03232P405 8865 300000 SH DEFINED 1 300000 AMYLIN PHARMACEUTICALS INC 032346108 51557 4582833 SH DEFINED 1 4582833 ANALOG DEVICES 032654105 399623 9239830 SH DEFINED 1 9239830 ANDRX GROUP 034553107 155540 2020000 SH DEFINED 1 2020000 ANHEUSER BUSCH COS 035229103 252350 6125000 SH DEFINED 1 6125000 ANNTAYLOR STORES 036115103 10740 300000 SH DEFINED 1 300000 ANTEC CORP 03664P105 1860 150000 SH DEFINED 1 150000 ANTENNA TV SA ADR 03672N100 9302 1154100 SH DEFINED 1 1154100 AOL TIME WARNER INC 00184A105 5129431 96781707 SH DEFINED 1 96781707 AON CORP 037389103 401968 11484800 SH DEFINED 1 11484800 APARTMENT INVT & MGMT CO CL A 03748R101 103630 2150000 SH DEFINED 1 2150000 APOLLO GROUP INC CL A 037604105 95767 2256000 SH DEFINED 1 2256000 APPLERA CORP - APPLIED BIOSYSTEMS GROUP 038020103 292436 10932200 SH DEFINED 1 10932200 APPLERA CORP - CELERA GENOMICS GROUP 038020202 41944 1057600 SH DEFINED 1 1057600 APPLIED MATERIALS 038222105 973043 19817575 SH DEFINED 1 19817575 APPLIED MICRO CIRCUITS CORP 03822W109 252525 14681700 SH DEFINED 1 14681700 ARCHER-DANIELS-MIDLAND CO 039483102 99304 7638750 SH DEFINED 1 7638750 ARCHSTONE COMMUN TR 039581103 140465 5448585 SH DEFINED 1 5448585 ASAT HLDGS LTD SPON ADR 00208B105 13975 3058000 SH DEFINED 1 3058000 ASE TEST LIMITED 002053908 23979 1874800 SH DEFINED 1 1874800 ASHLAND INC 044204105 227720 5678800 SH DEFINED 1 5678800 ASML HOLDING NV NY REG SHS 001905918 89779 4035000 SH DEFINED 1 4035000 ASPECT MEDICAL SYSTEMS 045235108 17314 1117000 SH DEFINED 1 1117000 ASPEN TECHNOLOGY INC 045327103 41745 1725000 SH DEFINED 1 1725000 ASTRAZENECA PLC ADR (NYSE) 046353108 369069 7894516 SH DEFINED 1 7894516 AT COMM CORP 00208K105 38 255611 SH DEFINED 1 255611 AT&T CORP 001957109 3613236 164238000 SH DEFINED 1 164238000 AT&T CORP LIBERTY MEDIA GROUP CL A 001957208 619408 35415000 SH DEFINED 1 35415000 AT&T CORP WIRELESS GROUP 001957406 102515 6270000 SH DEFINED 1 6270000 AUDIOCODES LTD 05069B904 16261 2300000 SH DEFINED 1 2300000 AUTOBYTEL.COM 05275N106 1861 1320000 SH DEFINED 1 1320000 AUTODESK INC 052769106 65312 1751000 SH DEFINED 1 1751000 AUTOZONE INC 053332102 305250 8140000 SH DEFINED 1 8140000 AVANEX CORP 05348W109 20128 2075000 SH DEFINED 1 2075000 AVERY DENNISON CORP 053611109 190927 3740000 SH DEFINED 1 3740000 AVIGEN INC 053690103 22575 1050000 SH DEFINED 1 1050000 AVIRON 053762100 76169 1336300 SH DEFINED 1 1336300 AVON PRODUCTS INC 054303102 1159527 25054600 SH DEFINED 1 25054600 AXCELIS TECHNOLOGIES INC 054540109 20072 1356219 SH DEFINED 1 1356219 BAKER HUGHES 057224107 744973 22238000 SH DEFINED 1 22238000 BALLY TOTAL FITNESS HLDG CORP 05873K108 42348 1430200 SH DEFINED 1 1430200 BALTIMORE TECHNOLOGIES PLC ADR 059284109 435 489000 SH DEFINED 1 489000 BANCWEST CORP 059790105 27520 800000 SH DEFINED 1 800000 BANK OF AMERICA CORP 060505104 5194382 86529765 SH DEFINED 1 86529765 BANK OF MONTREAL C$ 063671101 185428 7180000 SH DEFINED 1 7180000 BANK OF NEW YORK 064057102 326400 6800000 SH DEFINED 1 6800000 BANK ONE CORP 06423A103 1615286 45119712 SH DEFINED 1 45119712 BARNES & NOBLE 067774109 122150 3104200 SH DEFINED 1 3104200 BARRICK GOLD CORP US$ 067901108 356025 23500000 SH DEFINED 1 23500000 BCE INC C$ 05534B109 27003 1004478 SH DEFINED 1 1004478 BEA SYSTEMS INC 073325102 164759 5365000 SH DEFINED 1 5365000 BECTON DICKINSON & CO 075887109 407004 11372000 SH DEFINED 1 11372000 BERGEN BRUNSWIG CL A 083739102 96071 4998500 SH DEFINED 1 4998500 BERKSHIRE HATHAWAY INC CL A 084670108 1701619 24519 SH DEFINED 1 24519 BEST BUY CO INC 086516101 6987 110000 SH DEFINED 1 110000 BHC COMM CL A 055448104 18048 129850 SH DEFINED 1 129850 BIG LOTS INC 089302103 118182 8639062 SH DEFINED 1 8639062 BLACK BOX CORPORATION 091826107 97268 1444000 SH DEFINED 1 1444000 BMC SOFTWARE INC 055921100 18032 800000 SH DEFINED 1 800000 BOCA RESORTS INC CL A 09688T106 29854 2026730 SH DEFINED 1 2026730 BOEING CO 097023105 328040 5900000 SH DEFINED 1 5900000 BOSTON PROPERTIES INC 101121101 97465 2383000 SH DEFINED 1 2383000 BOWATER INC 102183100 115429 2580000 SH DEFINED 1 2580000 BP PLC ADS 055622104 275571 5528000 SH DEFINED 1 5528000 BRIGGS & STRATTON 109043109 25239 599500 SH DEFINED 1 599500 BRINKER INTL INC 109641100 44591 1725000 SH DEFINED 1 1725000 BRISTOL-MYERS SQUIBB 110122108 2398640 45863100 SH DEFINED 1 45863100 BRITESMILE INC 110415106 12565 1195500 SH DEFINED 1 1195500 BROOKFIELD PROPERTIES CORP C$ 112900105 23731 1238900 SH DEFINED 1 1238900 BROOKS AUTOMATION INC 11434A100 19823 430000 SH DEFINED 1 430000 BUCKLE INC 118440106 3780 200000 SH DEFINED 1 200000 BURLINGTON NORTHERN SANTA FE CORP 12189T104 524572 17387200 SH DEFINED 1 17387200 BURLINGTON RESOURCES 122014103 23163 579800 SH DEFINED 1 579800 C H ROBINSON WORLDWIDE INC 12541W100 5578 200000 SH DEFINED 1 200000 CABLEVISION SYS CORP--NY GROUP CL A 12686C109 122850 2100000 SH DEFINED 1 2100000 CABOT INDUSTRIAL TRUST 127072106 11235 535000 SH DEFINED 1 535000 CADENCE DESIGNS SYS 127387108 399628 21450800 SH DEFINED 1 21450800 CADIZ INC 127537108 20557 2232000 SH DEFINED 1 2232000 CALIPER TECHNOLOGIES CORP 130876105 32596 1548500 SH DEFINED 1 1548500 CALPINE CORP 131347106 17766 470000 SH DEFINED 1 470000 CAMBREX CORP 132011107 127158 2514000 SH DEFINED 1 2514000 CAMPBELL SOUP CO 134429109 75633 2937200 SH DEFINED 1 2937200 CANADIAN NAT RAIL CV PF 5.25% 6/30/29 NY 136375409 21957 390000 SH DEFINED 1 390000 CANADIAN NATIONAL RAILWAY CO US$ 136375102 12150 300000 SH DEFINED 1 300000 CANADIAN PACIFIC LTD NEW US$ 135923100 550948 14218000 SH DEFINED 1 14218000 CANWEST GLOBAL COMMUNICATIONS N/V CLA C$ 138906300 139 14321 SH DEFINED 1 14321 CAPITAL ONE FINANCIAL CORP 14040H105 260286 4338100 SH DEFINED 1 4338100 CARDINAL HEALTH INC 14149Y108 1065833 15446858 SH DEFINED 1 15446858 CAREER EDUCATION CORP 141665109 27782 463800 SH DEFINED 1 463800 CARNIVAL CORP 143658102 944350 30760575 SH DEFINED 1 30760575 CATERPILLAR INC 149123101 478478 9560000 SH DEFINED 1 9560000 CATHAY BANCORP INC 149150104 3757 68700 SH DEFINED 1 68700 CELESTICA CV NT (P) 0% 8/01/20 15101QAA6 90967 $208400000 PRN DEFINED 1 $208400000 CELESTICA INC US$ 15101Q108 13648 265000 SH DEFINED 1 265000 CELL THERAPEUTICS INC 150934107 39940 1445000 SH DEFINED 1 1445000 CELLEGY PHARM INC PIPES 15115L103 5676 825000 SH DEFINED 1 825000 CEMEX CPO AMER DEP WTS 0.2:1 @$5.701508 151290871 833 354495 SH DEFINED 1 354495 EXP 12/13/02 CEMEX NEW CPO ADR UNIT(2 A SHS+ 1 B SHR) 151290889 76327 2880260 SH DEFINED 1 2880260 CENDANT CORPORATION 151313103 717908 36815788 SH DEFINED 1 36815788 CENTERPOINT PROPERTIES CORP 151895109 29116 580000 SH DEFINED 1 580000 CENTURYTEL INC 156700106 423155 13965500 SH DEFINED 1 13965500 CEPHALON INC 156708109 131803 1869545 SH DEFINED 1 1869545 CERIDIAN CORP NEW 156779100 315214 16443100 SH DEFINED 1 16443100 CHARTER ONE FINL INC 160903100 111346 3490460 SH DEFINED 1 3490460 CHECK POINT SOFTWARE TECH 162775902 40125 793460 SH DEFINED 1 793460 CHEESECAKE FACTORY 163072101 68270 2412375 SH DEFINED 1 2412375 CHESAPEAKE CORP 165159104 28688 1159100 SH DEFINED 1 1159100 CHEVRON CORP 166751107 1773393 19595500 SH DEFINED 1 19595500 CHICOS FAS INC 168615102 7475 251250 SH DEFINED 1 251250 CHINA MOBILE (HONG KONG) LTD SPON ADR 16941M109 33366 1245475 SH DEFINED 1 1245475 CHINA MOBILE LTD CV NT 2.25% 11-03-05 16941MAA7 17002 $16960000 PRN DEFINED 1 $16960000 CHINA PETROLEUM & CHEM H ADS 16941R108 3573 180000 SH DEFINED 1 180000 CHINADOTCOM CORP A 169370905 1428 532800 SH DEFINED 1 532800 CHOICEPOINT INC 170388102 37845 900000 SH DEFINED 1 900000 CHRIS CRAFT INDS INC 170520100 15802 221315 SH DEFINED 1 221315 CHUBB CORP 171232101 327142 4225000 SH DEFINED 1 4225000 CIENA CORP 171779101 3800 100000 SH DEFINED 1 100000 CIGNA CORP 125509109 66116 690000 SH DEFINED 1 690000 CIMA LABS INC 171796105 48450 617200 SH DEFINED 1 617200 CINERGY CORP 172474108 43688 1250000 SH DEFINED 1 1250000 CIRCUIT CITY STORES CIRCUIT CITY GROUP 172737108 406980 22610000 SH DEFINED 1 22610000 CISCO SYSTEMS INC 17275R102 1192823 65539725 SH DEFINED 1 65539725 CITIGROUP INC 172967101 465303 8805888 SH DEFINED 1 8805888 CITY NATIONAL CORP 178566105 2856 64473 SH DEFINED 1 64473 CLAIRES STORES 179584107 21296 1100000 SH DEFINED 1 1100000 CLEAR CHANNEL COMM 184502102 2480472 39560951 SH DEFINED 1 39560951 CLOROX CO 189054109 18673 550000 SH DEFINED 1 550000 CMS ENERGY CORP 125896100 97475 3500000 SH DEFINED 1 3500000 CNET NETWORKS INC 12613R104 208246 16018947 SH DEFINED 1 16018947 CNH GLOBAL NV 189671902 11267 1900000 SH DEFINED 1 1900000 CO TELCOMN CHILE ADR 204449300 32098 2279673 SH DEFINED 1 2279673 COCA-COLA CO 191216100 869733 19327400 SH DEFINED 1 19327400 COCA-COLA ENTERPRISE 191219104 146333 8950000 SH DEFINED 1 8950000 COLGATE-PALMOLIVE CO 194162103 185819 3150000 SH DEFINED 1 3150000 COLT TELECOM GROUP SPON ADR 196877104 560 20000 SH DEFINED 1 20000 COMCAST CL A SPECIAL N/V 200300200 782285 18025000 SH DEFINED 1 18025000 COMERICA INC 200340107 197932 3436311 SH DEFINED 1 3436311 COMPANHIA DE BEBIDAS DAS AMERS PN ADR 20441W203 63663 2750000 SH DEFINED 1 2750000 COMPAQ COMPUTER CORP 204493100 535920 34597800 SH DEFINED 1 34597800 COMPUTER ACCESS TECHNOLOGY CORP 204853105 7200 1200000 SH DEFINED 1 1200000 COMPUTER ASSOC INTL 204912109 421380 11705000 SH DEFINED 1 11705000 COMPUTER MOTION INC 205253107 631 170000 SH DEFINED 1 170000 COMPUTER SCIENCES 205363104 285796 8260000 SH DEFINED 1 8260000 COMVERSE TECHNOLOGY INC 205862402 4854 85000 SH DEFINED 1 85000 CONAGRA FOODS INC 205887102 399172 20150000 SH DEFINED 1 20150000 CONCORD CAMERA CORP 206156101 9440 1600000 SH DEFINED 1 1600000 CONCORD EFS INC 206197105 347552 6682400 SH DEFINED 1 6682400 CONECTIV 206829103 54000 2500000 SH DEFINED 1 2500000 CONEXANT SYSTEMS CV NT 4% 2/1/2007 207142AF7 35131 $77000000 PRN DEFINED 1 $77000000 CONEXANT SYSTEMS INC 207142100 23449 2620000 SH DEFINED 1 2620000 CONOCO INC CL A 208251306 251806 8929300 SH DEFINED 1 8929300 CONOCO INC CL B 208251405 262882 9096252 SH DEFINED 1 9096252 CONSOL ENERGY INC 20854P109 14011 553800 SH DEFINED 1 553800 CONSOLIDATED EDISON 209115104 821182 20632700 SH DEFINED 1 20632700 CONSTELLATION ENERGY GROUP INC 210371100 354023 8310400 SH DEFINED 1 8310400 CONTINENTAL AIR CL B 210795308 165539 3361200 SH DEFINED 1 3361200 COOPER CAMERON CORP 216640102 6138 110000 SH DEFINED 1 110000 COORS ADOLPH CL B 217016104 146024 2910000 SH DEFINED 1 2910000 CORILLIAN CORP 218725109 3200 800000 SH DEFINED 1 800000 CORIXA CORP 21887F100 10242 600000 SH DEFINED 1 600000 CORNING INC 219350105 1045503 62567500 SH DEFINED 1 62567500 CORUS ENTERTAINMENT INC CL B C$ N/V 220874101 12377 540000 SH DEFINED 1 540000 COSINE COMMUNICATIONS INC 221222102 10644 4751618 SH DEFINED 1 4751618 COST PLUS INC 221485105 6300 210000 SH DEFINED 1 210000 COX COMMUNICATIONS INC CL A 224044107 248758 5615300 SH DEFINED 1 5615300 CROMPTON CORP 227116100 129696 11898701 SH DEFINED 1 11898701 CROWN CASTLE INTL CORP 228227104 348461 21247644 SH DEFINED 1 21247644 CROWN CORK & SEAL 228255105 14673 3912800 SH DEFINED 1 3912800 CROWN MEDIA HOLDINGS INC CL A NY US$ 228411104 19606 1056900 SH DEFINED 1 1056900 CSX CORP 126408103 695264 19185000 SH DEFINED 1 19185000 CTS CORP 126501105 29471 1437600 SH DEFINED 1 1437600 CUMMINS INC 231021106 65790 1700000 SH DEFINED 1 1700000 CUMULUS MEDIA INC CL A 231082108 28382 2090000 SH DEFINED 1 2090000 CURAGEN CORP 23126R101 80990 2225000 SH DEFINED 1 2225000 CV THERAPEUTICS 126667104 11400 200000 SH DEFINED 1 200000 CYMER INC 232572107 35659 1410000 SH DEFINED 1 1410000 CYPRESS SEMICONDUCTOR CORP 232806109 137138 5750000 SH DEFINED 1 5750000 DAIMLERCHRYSLER AG NY SHARE 233835909 14291 310000 SH DEFINED 1 310000 DANA CORP 235811106 270858 11604900 SH DEFINED 1 11604900 DDI CORP 233162106 111200 5560000 SH DEFINED 1 5560000 DDI CORPORATION CV NT 5.25% 3/1/08 233162AA4 18350 $20000000 PRN DEFINED 1 $20000000 DEERE & CO 244199105 747083 19738000 SH DEFINED 1 19738000 DELL COMPUTER CORP 247025109 453964 17360000 SH DEFINED 1 17360000 DELPHI AUTOMOTIVE SYSTEMS 247126105 147784 9277071 SH DEFINED 1 9277071 DELTA AIR LINES INC 247361108 301600 6842100 SH DEFINED 1 6842100 DELUXE CORPORATION 248019101 63580 2200000 SH DEFINED 1 2200000 DEVON ENERGY CORP (NEW) 25179M103 169029 3219600 SH DEFINED 1 3219600 DEVRY INC 251893103 48943 1355000 SH DEFINED 1 1355000 DIGENE CORP 253752109 32640 800000 SH DEFINED 1 800000 DIGEX INC CL A 253756100 10855 835000 SH DEFINED 1 835000 DIGITAL LIGHTWAVE INC 253855100 1848 50000 SH DEFINED 1 50000 DIGITALTHINK INC 25388M100 6317 899900 SH DEFINED 1 899900 DIGITAS INC 25388K104 5764 1310000 SH DEFINED 1 1310000 DILLARDS INC CL A 254067101 32623 2136400 SH DEFINED 1 2136400 DISNEY WALT CO (THE)-DISNEY COMMON 254687106 1692521 58585000 SH DEFINED 1 58585000 DOBSON COMMUNICATIONS CL A 256069105 50809 2980000 SH DEFINED 1 2980000 DOCUMENTUM INC 256159104 52674 4076900 SH DEFINED 1 4076900 DOLE FOOD CO 256605106 42173 2213800 SH DEFINED 1 2213800 DOLLAR GENERAL CORP 256669102 611606 31364400 SH DEFINED 1 31364400 DOMINION RESOURCES NEW 25746U109 637013 10593932 SH DEFINED 1 10593932 DOUBLECLICK INC 258609304 125431 8985000 SH DEFINED 1 8985000 DOVER CORP 260003108 180946 4806000 SH DEFINED 1 4806000 DOW CHEMICAL CO 260543103 1997909 60087500 SH DEFINED 1 60087500 DOW JONES & CO INC 260561105 353191 5915100 SH DEFINED 1 5915100 DSP GROUP INC 23332B106 35629 1661000 SH DEFINED 1 1661000 DTE ENERGY CO 233331107 376861 8115000 SH DEFINED 1 8115000 DUKE ENERGY CORP 264399106 291600 7475000 SH DEFINED 1 7475000 DUKE ENERGY CORP UNITS 8.25% 5/18/04 264399585 86712 3380600 SH DEFINED 1 3380600 DUPONT EI DE NEMOUR 263534109 139896 2900000 SH DEFINED 1 2900000 DUPONT PHOTOMASKS INC 26613X101 5308 110000 SH DEFINED 1 110000 DURATEK INC 26658Q102 4366 891100 SH DEFINED 1 891100 EASTMAN KODAK CO 277461109 156378 3350000 SH DEFINED 1 3350000 EATON CORP 278058102 102549 1462900 SH DEFINED 1 1462900 ECI TELECOM LTD 268258100 14675 2935000 SH DEFINED 1 2935000 ECLIPSYS CORP 278856109 11521 410000 SH DEFINED 1 410000 ECOLLEGE.COM INC 27887E100 744 236800 SH DEFINED 1 236800 EDISON INTL 281020107 278665 24992400 SH DEFINED 1 24992400 EDWARDS (J D) 281667105 3535 250000 SH DEFINED 1 250000 ELAN CORP PLC ADR 284131208 1439679 23601300 SH DEFINED 1 23601300 ELANTEC SEMICONDUCTOR INC 284155108 43927 1300000 SH DEFINED 1 1300000 ELCOR CORP 284443108 7088 350000 SH DEFINED 1 350000 ELECTRONIC DATA SYSTEMS CORP 285661104 521672 8346750 SH DEFINED 1 8346750 ELECTRONICS FOR IMAGING 286082102 15488 525000 SH DEFINED 1 525000 EMBARCADERO TECHNOLOGIES INC 290787100 18134 812800 SH DEFINED 1 812800 EMBRAER EMPRESA BRASIL DE AERONAUT PNADR 29081M102 3710 95000 SH DEFINED 1 95000 EMC CORPORATION 268648102 137988 4750000 SH DEFINED 1 4750000 EMERSON ELEC CO 291011104 167888 2775000 SH DEFINED 1 2775000 EMMIS COMMUNICATIONS CORP CL A 291525103 33210 1080000 SH DEFINED 1 1080000 ENCORE ACQUISITION CO 29255W100 8223 715000 SH DEFINED 1 715000 ENTERGY CORP NEW 29364G103 99818 2600100 SH DEFINED 1 2600100 ENVOY COMM GROUP REG S PP 293986105 2013 996000 SH DEFINED 1 996000 ENZON INC 293904108 117500 1880000 SH DEFINED 1 1880000 EOG RESOURCES INC 26875P101 174195 4900000 SH DEFINED 1 4900000 EQUIFAX INC 294429105 38514 1050000 SH DEFINED 1 1050000 EQUINIX INC PP 144 (15% DISCOUNT) 29444U106 1294 1315649 SH DEFINED 1 1315649 EQUITY OFFICE PROPERTIES TRUST 294741103 69586 2200000 SH DEFINED 1 2200000 EQUITY RESIDENTIAL PPTYS CV PF G 7.25% 29476L859 15144 600000 SH DEFINED 1 600000 EQUITY RESIDENTIAL PROPERTIES TRUST 29476L107 286426 5065000 SH DEFINED 1 5065000 ERICSSON CL B ADR 294821400 678736 125228000 SH DEFINED 1 125228000 EXAR CORP 300645108 59181 2995000 SH DEFINED 1 2995000 EXE TECHNOLOGIES INC 301504106 6645 1134000 SH DEFINED 1 1134000 EXPEDIA INC CL A 302125109 16813 360800 SH DEFINED 1 360800 EXTENDED STAY AMERICA INC 30224P101 92850 6190000 SH DEFINED 1 6190000 EXXON MOBIL CORP 30231G102 945259 10821514 SH DEFINED 1 10821514 FAIRCHILD SEMICONDUCTOR CORP CL A 303726103 11500 500000 SH DEFINED 1 500000 FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 19380 606000 SH DEFINED 1 606000 FEDERAL HOME LOAN MORTGAGE CORP 313400301 760391 10862725 SH DEFINED 1 10862725 FEDERAL NATIONAL MTG 313586109 3246970 38132350 SH DEFINED 1 38132350 FEDERATED DEPT STRS 31410H101 155125 3650000 SH DEFINED 1 3650000 FEDEX CORP 31428X106 562398 13990000 SH DEFINED 1 13990000 FELCOR LODGING TRUST 31430F101 10530 450000 SH DEFINED 1 450000 FERRO CORP 315405100 21810 1000000 SH DEFINED 1 1000000 FINISAR CORP 31787A101 41531 2223300 SH DEFINED 1 2223300 FINLAY ENTERPRISES INC 317884203 3038 270000 SH DEFINED 1 270000 FIRST DATA CORP 319963104 44975 700000 SH DEFINED 1 700000 FIRST REPUBLIC BANK 336158100 8636 352500 SH DEFINED 1 352500 FIRST UNION CORP 337358105 1585129 45367172 SH DEFINED 1 45367172 FIRSTFED FINL CORP 337907109 8940 300000 SH DEFINED 1 300000 FLEETBOSTON FINANCIAL CORP 339030108 206371 5231203 SH DEFINED 1 5231203 FLEXTRONICS INTL LTD 339386914 230520 8828800 SH DEFINED 1 8828800 FLUOR CORP (NEW) 343412102 209347 4636700 SH DEFINED 1 4636700 FOCAL COMMUNICATIONS CORP 344155106 1831 775800 SH DEFINED 1 775800 FOMENTO ECOMOMICO MEXICANO SPON ADR 344419106 40905 955500 SH DEFINED 1 955500 FORBES MEDI-TECH REG S/144 344907100 2142 1252000 SH DEFINED 1 1252000 FORD MOTOR CO 345370860 198129 8070438 SH DEFINED 1 8070438 FOREST LABS INC 345838106 738230 10397600 SH DEFINED 1 10397600 FOX ENTERTAINMENT GROUP INC CL A 35138T107 537912 19280000 SH DEFINED 1 19280000 FPL GROUP 302571104 389107 6462500 SH DEFINED 1 6462500 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 56508 5113800 SH DEFINED 1 5113800 FULTON FINL CORP 360271100 24632 1203918 SH DEFINED 1 1203918 GALLAGHER ARTHUR J 363576109 113560 4367700 SH DEFINED 1 4367700 GANNETT COMPANY INC 364730101 235243 3569700 SH DEFINED 1 3569700 GAP INC 364760108 857683 29575275 SH DEFINED 1 29575275 GATEWAY INC 367626108 8225 500000 SH DEFINED 1 500000 GEN MTRS CL H (NEW) 370442832 34425 1700000 SH DEFINED 1 1700000 GENENTECH INC 368710406 88953 1614400 SH DEFINED 1 1614400 GENERAL ELECTRIC CO 369604103 744656 15275000 SH DEFINED 1 15275000 GENERAL MILLS INC 370334104 1074615 24545800 SH DEFINED 1 24545800 GENERAL MTRS CORP 370442105 718597 11167000 SH DEFINED 1 11167000 GENEREX BIOTECHNOLOGY PP 144 PIPES 371485103 10693 1079000 SH DEFINED 1 1079000 GENETRONICS BIOMEDICAL CORP C$ 371916107 2873 2900000 SH DEFINED 1 2900000 GENUINE PARTS CO 372460105 413778 13135800 SH DEFINED 1 13135800 GEORGIA GULF NEW 373200203 15500 1000000 SH DEFINED 1 1000000 GEORGIA-PACIFIC CORP (GEORGIA-PAC GROUP) 373298108 581460 17177558 SH DEFINED 1 17177558 GEORGIA-PACIFIC CORP (TIMBER GROUP) 373298702 258294 7225000 SH DEFINED 1 7225000 GILAT SATELLITE NETWORKS 375256906 5040 420000 SH DEFINED 1 420000 GILEAD SCIENCES INC 375558103 31132 535000 SH DEFINED 1 535000 GILLETTE CO 375766102 185536 6400000 SH DEFINED 1 6400000 GLOBAL CROSSING CV PF 7.00% REG'D 37932J913 2383 25000 SH DEFINED 1 25000 GLOBAL LIGHT TELECOMMUNICATIONS AMEX US$ 37934X100 2319 1040000 SH DEFINED 1 1040000 GLOBESPAN INC 379571102 8760 600000 SH DEFINED 1 600000 GLOBO CABO SPON ADR PN SPON 37957X102 26724 5661900 SH DEFINED 1 5661900 GOODYEAR TIRE & RUBBER COMPANY 382550101 118020 4215000 SH DEFINED 1 4215000 GOTO.COM INC 38348T107 36696 1886700 SH DEFINED 1 1886700 GPU INC 36225X100 243238 6920000 SH DEFINED 1 6920000 GROUPE AB SA SPON ADR 39944Q109 24160 1380550 SH DEFINED 1 1380550 GRUPO AEROPORTUARIO DEL SURESTE B ADR 40051E202 18513 990000 SH DEFINED 1 990000 GRUPO CASA SABA ADR SPON 40048P104 2542 430900 SH DEFINED 1 430900 GRUPO FINANCIERO GALICIA B ADR 399909100 5729 389181 SH DEFINED 1 389181 GRUPO IUSACELL SA V ADR 40050B100 20573 2977200 SH DEFINED 1 2977200 GRUPO TELEVISA ADR SPON CPO 40049J206 239276 5980400 SH DEFINED 1 5980400 GUIDANT CORPORATION 401698105 106470 2957500 SH DEFINED 1 2957500 GUILFORD PHARMACEUTICALS INC 401829106 37400 1100000 SH DEFINED 1 1100000 GULF CANADA RES C$ 40218L305 73519 9064100 SH DEFINED 1 9064100 GULF INDONESIA RESOURCES 402284103 3302 325000 SH DEFINED 1 325000 HAIN CELESTIAL GROUP INC 405217100 14750 670450 SH DEFINED 1 670450 HALLIBURTON CO 406216101 161624 4540000 SH DEFINED 1 4540000 HARRIS CORPORATION 413875105 87616 3220000 SH DEFINED 1 3220000 HARSCO CORP 415864107 38573 1421800 SH DEFINED 1 1421800 HARTE-HANKS INC 416196103 90191 3642600 SH DEFINED 1 3642600 HARTFORD FINANCIAL SERVICES GROUP 416515104 171000 2500000 SH DEFINED 1 2500000 HCA INC 404119109 708760 15684000 SH DEFINED 1 15684000 HCC INSURANCE HOLDINGS INC 404132102 24500 1000000 SH DEFINED 1 1000000 HEALTH CARE PPTY INV 421915109 121704 3537900 SH DEFINED 1 3537900 HEINZ H J CO 423074103 961500 23514300 SH DEFINED 1 23514300 HEWLETT PACKARD CO 428236103 1559271 54519950 SH DEFINED 1 54519950 HNC SOFTWARE INC 40425P107 89486 4589000 SH DEFINED 1 4589000 HOME DEPOT 437076102 81928 1760000 SH DEFINED 1 1760000 HOMESTAKE MNG CO 437614100 77500 10000000 SH DEFINED 1 10000000 HOMESTORE.COM 437852106 304152 8700000 SH DEFINED 1 8700000 HONEYWELL INTERNATIONAL INC 438516106 970931 27748800 SH DEFINED 1 27748800 HOTEL RESERVATIONS NETWORK CL A 441451101 56767 1220000 SH DEFINED 1 1220000 HOTJOBS.COM LTD 441474103 24525 2725000 SH DEFINED 1 2725000 HOUSEHOLD INTL 441815107 2190449 32840318 SH DEFINED 1 32840318 HS RESOURCES INC 404297103 12312 190000 SH DEFINED 1 190000 HUBBELL INC CL B 443510201 199375 6875000 SH DEFINED 1 6875000 HUNTINGTON BANCSHRS 446150104 18149 1110000 SH DEFINED 1 1110000 HYDRIL COMPANY 448774109 7230 317500 SH DEFINED 1 317500 I-MANY INC 44973Q103 8775 650000 SH DEFINED 1 650000 I2 TECHNOLOGIES INC 465754109 217503 10985000 SH DEFINED 1 10985000 ICICI BANK LTD SPON ADR 45104G104 196 39000 SH DEFINED 1 39000 ICICI LTD ADR (IC) 44926P202 4656 506100 SH DEFINED 1 506100 ICON PLC SPON ADR 45103T107 15236 505000 SH DEFINED 1 505000 IDEC PHARMACEUTICALS 449370105 117232 1731900 SH DEFINED 1 1731900 IDEXX LABORATORIES INC 45168D104 127188 4070000 SH DEFINED 1 4070000 IKON OFFICE SOLUTION 451713101 186151 18995000 SH DEFINED 1 18995000 ILEX ONCOLOGY INC 451923106 64225 2148000 SH DEFINED 1 2148000 ILLINOIS TOOL WORKS 452308109 348530 5506000 SH DEFINED 1 5506000 IMAGICTV INC US$ 45247E107 395 481800 SH DEFINED 1 481800 IMAX CORP US$ 45245E109 2862 1460000 SH DEFINED 1 1460000 IMCLONE SYSTEMS INC 45245W109 52800 1000000 SH DEFINED 1 1000000 IMPERIAL OIL LTD US$ 453038408 115409 4481900 SH DEFINED 1 4481900 IMS HEALTH INC 449934108 156750 5500000 SH DEFINED 1 5500000 INCO LTD CV 5.750% 07-01-04 453258AK1 16848 $17250000 PRN DEFINED 1 $17250000 INDOSAT SPON ADR PERUSAHAAN PERSEROAN 715680104 7608 850000 SH DEFINED 1 850000 INDYMAC BANCORP INC 456607100 21440 800000 SH DEFINED 1 800000 INFORMATION HOLDINGS INC 456727106 13728 425000 SH DEFINED 1 425000 INGERSOLL RAND CO 456866102 239599 5815500 SH DEFINED 1 5815500 INKTOMI CORP 457277101 19660 2050000 SH DEFINED 1 2050000 INSIGHT COMMUNICATIONS CL A 45768V108 500 20000 SH DEFINED 1 20000 INSITE VISION INC PP 144 PIPES 457660108 933 915000 SH DEFINED 1 915000 INSPIRE PHARMACEUTICALS INC 457733103 18739 1338500 SH DEFINED 1 1338500 INTEL CORP 458140100 347139 11868000 SH DEFINED 1 11868000 INTERCEPT GROUP INC 45845L107 3800 100000 SH DEFINED 1 100000 INTERMUNE INC 45884X103 28710 806000 SH DEFINED 1 806000 INTERNATIONAL BUSINESS MACHINES CORP 459200101 1626409 14393000 SH DEFINED 1 14393000 INTERNATIONAL FLAVORS & FRAGRANCES INC 459506101 20481 815000 SH DEFINED 1 815000 INTERNATIONAL PAPER CO 460146103 1432272 40119660 SH DEFINED 1 40119660 INTERPUBLIC GROUP 460690100 1072690 36548200 SH DEFINED 1 36548200 INTERPUBLIC GROUP CV SUB NT 144A 1.87% 460690AG5 20114 $25168000 PRN DEFINED 1 $25168000 06/01/06 INTERTAPE POLYMER GROUP INC US$ 460919103 23103 1700000 SH DEFINED 1 1700000 INTERTRUST TECHNOLOGIES CORP 46113Q109 6427 5355500 SH DEFINED 1 5355500 INTUIT 461202103 466072 11654700 SH DEFINED 1 11654700 INVITROGEN CORP 46185R100 10052 140000 SH DEFINED 1 140000 IONICS INC (US) 462218108 37800 1200000 SH DEFINED 1 1200000 IVANHOE ENERGY INC C$ 465790103 38036 10192200 SH DEFINED 1 10192200 IVAX CORP 465823102 20670 530000 SH DEFINED 1 530000 IXIA 45071R109 43700 2300000 SH DEFINED 1 2300000 IXL ENTERPRISES 450718101 850 702200 SH DEFINED 1 702200 JABIL CIRCUIT INC 466313103 378004 12249000 SH DEFINED 1 12249000 JDS UNIPHASE 46612J101 308750 24700000 SH DEFINED 1 24700000 JEFFERSON PILOT CORP 475070108 507360 10500000 SH DEFINED 1 10500000 JO-ANN STORES CL B 47758P208 625 283900 SH DEFINED 1 283900 JOHNSON & JOHNSON 478160104 230330 4606600 SH DEFINED 1 4606600 JOHNSON CONTROLS 478366107 184849 2550700 SH DEFINED 1 2550700 JP MORGAN CHASE & CO 46625H100 897397 20121000 SH DEFINED 1 20121000 JUNIPER NETWORKS INC 48203R104 73962 2378200 SH DEFINED 1 2378200 KEITHLEY INSTRUMENTS INC 487584104 21300 1000000 SH DEFINED 1 1000000 KELLOGG CO 487836108 322976 11137100 SH DEFINED 1 11137100 KERR-MCGEE CORP 492386107 140678 2122800 SH DEFINED 1 2122800 KEY3MEDIA GROUP INC 49326R104 20445 1760950 SH DEFINED 1 1760950 KEYCORP NEW 493267108 132855 5100000 SH DEFINED 1 5100000 KEYSPAN CORP 49337W100 57784 1584000 SH DEFINED 1 1584000 KIMBERLY CLARK CORP 494368103 958214 17141580 SH DEFINED 1 17141580 KIMCO REALTY CORP 49446R109 56839 1200400 SH DEFINED 1 1200400 KLA -TENCOR CORP 482480100 477641 8169000 SH DEFINED 1 8169000 KNIGHT-RIDDER INC 499040103 327140 5516700 SH DEFINED 1 5516700 KOHLS CORP 500255104 376769 6006200 SH DEFINED 1 6006200 KOREA TELECOM CORP ADR 50063P103 21587 982100 SH DEFINED 1 982100 LAUDER (ESTEE) COS INC (THE) CL A 518439104 58185 1350000 SH DEFINED 1 1350000 LEXMARK INTERNATIONAL INC CL A 529771107 359900 5351675 SH DEFINED 1 5351675 LIFEMINDERS INC 53220Q105 308 195100 SH DEFINED 1 195100 LIFEPOINT HOSPITALS INC 53219L109 28782 650000 SH DEFINED 1 650000 LILLY ELI & CO 532457108 1036000 14000000 SH DEFINED 1 14000000 LIMITED INC 532716107 914547 55359998 SH DEFINED 1 55359998 LINCOLN NATL CORP 534187109 472255 9125700 SH DEFINED 1 9125700 LINEAR TECH CORP 535678106 615764 13925000 SH DEFINED 1 13925000 LIONS GATE ENTERTAINMENT CORP C$ NEW 535919203 5390 2066000 SH DEFINED 1 2066000 LITTELFUSE INC 537008104 21432 800000 SH DEFINED 1 800000 LOCKHEED MARTIN CORP 539830109 1026700 27711200 SH DEFINED 1 27711200 LOOKSMART LTD 543442107 1306 1244100 SH DEFINED 1 1244100 LOUDCLOUD 144 PP 545735102 6203 2400400 SH DEFINED 1 2400400 LOUISIANA PACIFIC 546347105 29912 2550000 SH DEFINED 1 2550000 LOWES COMPANIES INC 548661107 3247853 44767100 SH DEFINED 1 44767100 LSI LOGIC 502161102 335580 17850000 SH DEFINED 1 17850000 LTX CORP 502392103 10224 400000 SH DEFINED 1 400000 LUCENT TECHNOLOGIES 549463107 64697 10435000 SH DEFINED 1 10435000 LUXOTTICA GRP ADR 55068R202 67606 4225400 SH DEFINED 1 4225400 M&T BANK CORP 55261F104 91297 1209230 SH DEFINED 1 1209230 MACROMEDIA INC 556100105 140400 7800000 SH DEFINED 1 7800000 MACROVISION CORP 555904101 13700 200000 SH DEFINED 1 200000 MAF BANCORP INC 55261R108 6140 200000 SH DEFINED 1 200000 MANDALAY RESORT GROUP 562567107 11467 418500 SH DEFINED 1 418500 MANUGISTICS GROUP INC 565011103 19578 780000 SH DEFINED 1 780000 MANULIFE FINANCIAL CORP C$ 56501R106 345867 12392225 SH DEFINED 1 12392225 MARKETWATCH.COM 570619106 99 40000 SH DEFINED 1 40000 MARSH & MCLENNAN COS 571748102 821201 8130700 SH DEFINED 1 8130700 MARVELL TECHNOLOGY GROUP LTD 5876H1917 20175 750000 SH DEFINED 1 750000 MASSEY ENERGY COMPANY 576206106 44697 2262000 SH DEFINED 1 2262000 MATRIX PHARMACEUTICAL PP 144 PIPES 576844104 15645 1500000 SH DEFINED 1 1500000 MATRIXONE INC 57685P304 94743 4085500 SH DEFINED 1 4085500 MATTEL INC 577081102 11352 600000 SH DEFINED 1 600000 MAXIM INTEGRATED PRODUCTS INC 57772K101 589474 13333501 SH DEFINED 1 13333501 MAXTOR CORP 577729205 24738 4712000 SH DEFINED 1 4712000 MAY DEPT STORES CO 577778103 830195 24232200 SH DEFINED 1 24232200 MBL INTL FIN (BERMUDA) TRUST EXCH NOTE 55262XAA2 9000 $9000000 PRN DEFINED 1 $9000000 3.00% 11-30-02 (MBB*) MBNA CORP 55262L100 64253 1950000 SH DEFINED 1 1950000 MCDONALDS CORP 580135101 1323088 48894600 SH DEFINED 1 48894600 MCSI INC 55270M108 11776 777300 SH DEFINED 1 777300 MDC CORP INC CL A C$ S/V 55267W309 9762 1070933 SH DEFINED 1 1070933 MEAD CORP 582834107 132308 4875000 SH DEFINED 1 4875000 MEDALLION FINANCIAL CORP 583928106 2819 275000 SH DEFINED 1 275000 MEDAREX INC 583916101 5875 250000 SH DEFINED 1 250000 MEDICIS PHARMACEUTICAL CL A 584690309 81885 1545000 SH DEFINED 1 1545000 MEDIMMUNE INC 584699102 47200 1000000 SH DEFINED 1 1000000 MEDTRONIC INC 585055106 244773 5320000 SH DEFINED 1 5320000 MEMBERWORKS INC 586002107 24760 1070000 SH DEFINED 1 1070000 MENTOR CORP MINN 587188103 5130 180000 SH DEFINED 1 180000 MENTOR GRAPHICS 587200106 37573 2147000 SH DEFINED 1 2147000 MERCK & CO INC 589331107 689142 10783000 SH DEFINED 1 10783000 MERCURY COMPUTER SYSTEMS INC 589378108 49929 1132175 SH DEFINED 1 1132175 MERCURY GENERAL CORP 589400100 66968 1915000 SH DEFINED 1 1915000 METALINK LTD 591232905 1708 245000 SH DEFINED 1 245000 METHANEX CORP C$ 59151K108 39937 7250000 SH DEFINED 1 7250000 METRIS COMPANIES INC 591598107 24777 735000 SH DEFINED 1 735000 METRO INTL A USD 591625922 753 143400 SH DEFINED 1 143400 METRO INTL B USD 59162S914 5226 985977 SH DEFINED 1 985977 MGIC INVESTMENT CORP 552848103 154360 2125000 SH DEFINED 1 2125000 MGM MIRAGE 552953101 358010 11949600 SH DEFINED 1 11949600 MICHAELS STORES 594087108 222835 5435000 SH DEFINED 1 5435000 MICREL INC 594793101 127677 3869000 SH DEFINED 1 3869000 MICROCHIP TECH INC 595017104 447651 13390700 SH DEFINED 1 13390700 MICROMUSE INC 595094103 2799 100000 SH DEFINED 1 100000 MICRON TECH INC 595112103 903995 21995000 SH DEFINED 1 21995000 MICROSOFT CORP 594918104 2495098 34179425 SH DEFINED 1 34179425 MIDAS INC 595626102 23310 1850000 SH DEFINED 1 1850000 MIH LTD A 553044900 25764 1808000 SH DEFINED 1 1808000 MILLENIUM PHARMACEUTICALS INC 599902103 165892 4662500 SH DEFINED 1 4662500 MILLENNIUM CHEMICALS INC 599903101 110779 7360700 SH DEFINED 1 7360700 MINNESOTA MINING & MANUFACTURING CO 604059105 858032 7520000 SH DEFINED 1 7520000 MIPS TECHNOLOGIES INC CL A 604567107 18771 1085000 SH DEFINED 1 1085000 MIPS TECHNOLOGIES INC CL B 604567206 15759 1641574 SH DEFINED 1 1641574 MIRANT CORP 604675108 34400 1000000 SH DEFINED 1 1000000 MITSUBISHI TOKYO FINANCIAL GROUP ADR 606816106 17132 2025000 SH DEFINED 1 2025000 MODERN TIMES GROUP B SPON ADR 607698107 34574 307322 SH DEFINED 1 307322 MODIS PROFESSIONAL SERVICES INC 607830106 27600 4000000 SH DEFINED 1 4000000 MONDAVI (ROBERT) CORP CL A 609200100 35136 866700 SH DEFINED 1 866700 MOODYS CORP 615369105 152382 4548700 SH DEFINED 1 4548700 MORTONS RESTAURANT GROUP INC 619429103 7817 396000 SH DEFINED 1 396000 MOTOROLA INC 620076109 900245 54362600 SH DEFINED 1 54362600 MURPHY OIL CORP 626717102 397337 5398600 SH DEFINED 1 5398600 NABORS INDUSTRIES INC 629568106 4873 131000 SH DEFINED 1 131000 NAT AUSTRALIA BANK 7.875% EXCH CAP UNITS 632525309 24888 $800000 PRN DEFINED 1 $800000 PRP NATIONAL CITY CORP 635405103 374202 12157300 SH DEFINED 1 12157300 NATIONAL INSTRUMENTS CORP 636518102 84808 2613500 SH DEFINED 1 2613500 NATIONAL SEMICONDUCTOR CORP 637640103 132496 4550000 SH DEFINED 1 4550000 NDS GROUP PLC A ADS 628891103 2305 68000 SH DEFINED 1 68000 NEORX CORP PP (PURCHASED 8/00) 144 PIPES 640520300 1460 485000 SH DEFINED 1 485000 NETIQ CORP 64115P102 12673 405000 SH DEFINED 1 405000 NETRATINGS INC 64116M108 12096 840000 SH DEFINED 1 840000 NEUROBIOLOGICAL TECHNOLOGIES INC PP 64124W106 2835 900000 SH DEFINED 1 900000 NEUROCRINE BIOSCIENCES INC 64125C109 21995 550000 SH DEFINED 1 550000 NEW FOCUS INC 644383101 41910 5080000 SH DEFINED 1 5080000 NEW JERSEY RESOURCES 646025106 33900 750000 SH DEFINED 1 750000 NEW YORK TIMES CO CL A 650111107 39060 930000 SH DEFINED 1 930000 NEWELL RUBBERMAID INC 651229106 512040 20400000 SH DEFINED 1 20400000 NEWFIELD EXPLORATION 651290108 25648 800000 SH DEFINED 1 800000 NEWHALL LAND/FARMING 651426108 27500 1000000 SH DEFINED 1 1000000 NEWMONT MINING CORP 651639106 223320 12000000 SH DEFINED 1 12000000 NEWPARK RESOURCES INC 651718504 30525 2750000 SH DEFINED 1 2750000 NEWPORT CORP 651824104 34185 1290000 SH DEFINED 1 1290000 NEWS CORP LTD PFD ADR 652487802 647649 19989150 SH DEFINED 1 19989150 NEWS CORP NEW ADR 652487703 837877 22553900 SH DEFINED 1 22553900 NEXEN INC 65334H102 27818 1105400 SH DEFINED 1 1105400 NEXMED 144 PP PIPES 652903105 4752 1100000 SH DEFINED 1 1100000 NEXTEL COMM CL A 65332V103 124338 7105000 SH DEFINED 1 7105000 NIAGARA MOHAWK HOLDINGS INC 653520106 50417 2850000 SH DEFINED 1 2850000 NICOR INC 654086107 6822 175000 SH DEFINED 1 175000 NIKE INC CL B 654106103 796006 18957025 SH DEFINED 1 18957025 NISOURCE INC 65473P105 283910 10388198 SH DEFINED 1 10388198 NOKIA A SPON ADR 654902204 999653 45356300 SH DEFINED 1 45356300 NORDSTROM INC 655664100 18550 1000000 SH DEFINED 1 1000000 NORFOLK SOTHN CORP 655844108 421349 20355000 SH DEFINED 1 20355000 NORSK HYDRO SPON ADR 656531605 292879 6859000 SH DEFINED 1 6859000 NORTEL NETWORKS CORP HLDG CO US$ 656568102 51486 5664000 SH DEFINED 1 5664000 NORTEL PFD B ADR (NY) 656567401 6779 655000 SH DEFINED 1 655000 NORTHEAST UTILITIES 664397106 116136 5596900 SH DEFINED 1 5596900 NORTHROP GRUMMAN 666807102 3605 45000 SH DEFINED 1 45000 NOVA CORP GA 669784100 12580 400000 SH DEFINED 1 400000 NOVARTIS AG NAM SPON ADR 66987V109 138592 3833800 SH DEFINED 1 3833800 NOVATEL WIRELESS RSTRCTD PP (DISCOUNTED) 66987M109 4853 2565660 SH DEFINED 1 2565660 INC NPS PHARMACEUTICALS INC 62936P103 36417 905900 SH DEFINED 1 905900 NRG ENERGY CORPORATE UNITS 6.5% 5/18/04 629377201 13629 590000 SH DEFINED 1 590000 NRG ENERGY INC 629377102 4416 200000 SH DEFINED 1 200000 NSTAR 67019E107 766 18000 SH DEFINED 1 18000 NTL INC 629407107 167832 13928000 SH DEFINED 1 13928000 NUMERICAL TECHNOLOGIES INC 67053T101 5618 267500 SH DEFINED 1 267500 O2MICRO INTL LTD 689804904 14850 1350000 SH DEFINED 1 1350000 OCCIDENTAL PETE 674599105 66475 2500000 SH DEFINED 1 2500000 OFFICE DEPOT INC 676220106 11678 1125000 SH DEFINED 1 1125000 OGE ENERGY CORP 670837103 63534 2810000 SH DEFINED 1 2810000 OM GROUP INC 670872100 59738 1062000 SH DEFINED 1 1062000 OMNICARE 681904108 20200 1000000 SH DEFINED 1 1000000 OMNICARE INC CV 5.0% 12/01/07 681904AD0 9660 $11000000 PRN DEFINED 1 $11000000 OMNICOM GROUP 681919106 17200 200000 SH DEFINED 1 200000 ON SEMICONDUCTOR CORP 682189105 52429 11522800 SH DEFINED 1 11522800 ONI SYSTEMS CORP 68273F103 3510 125800 SH DEFINED 1 125800 ONYX SOFTWARE CORP 683402101 9640 1205000 SH DEFINED 1 1205000 OPENTV A 683477905 323 23000 SH DEFINED 1 23000 OPNET TECHNOLOGIES INC 683757108 18683 1045500 SH DEFINED 1 1045500 OPTICAL COMMUNICATION PRODUCTS CL A 68382T101 17218 1618200 SH DEFINED 1 1618200 ORACLE CORP 68389X105 1067287 56173000 SH DEFINED 1 56173000 ORBOTECH LTD 68389P904 116080 3358800 SH DEFINED 1 3358800 ORIENT-EXPRESS HOTELS CL A 68618D904 36669 1663000 SH DEFINED 1 1663000 ORIX CORP ADR 686330101 11050 226440 SH DEFINED 1 226440 ORIX CORP CV NT 0.375% 03-31-05 686330AA9 9859 $1000000000 PRN DEFINED 1 $1000000000 OSI PHARMACEUTICALS INC 671040103 123639 2351000 SH DEFINED 1 2351000 OTG SOFTWARE INC 671059103 2800 400000 SH DEFINED 1 400000 OWENS-ILLINOIS INC 690768403 81380 12002900 SH DEFINED 1 12002900 P F CHANGS CHINA BISTRO INC 69333Y108 31192 823000 SH DEFINED 1 823000 PACCAR INC 693718108 220777 4293600 SH DEFINED 1 4293600 PACIFIC CAPITAL BANCORP 69404P101 5329 175000 SH DEFINED 1 175000 PACIFIC CENTURY FINANCIAL CORP 694058108 22582 875600 SH DEFINED 1 875600 PALL CORP 696429307 200080 8503200 SH DEFINED 1 8503200 PALM HARBOR HOMES INC 696639103 14440 663906 SH DEFINED 1 663906 PANAMERICAN BEV A 69829W905 6090 300000 SH DEFINED 1 300000 PAPA JOHNS INTL INC 698813102 21801 860000 SH DEFINED 1 860000 PARK ELECTROCHEMICAL 700416209 7413 280800 SH DEFINED 1 280800 PARKER-HANNIFIN CORP 701094104 310236 7310000 SH DEFINED 1 7310000 PARTNERRE HLDGS LTD 702122904 125996 2274300 SH DEFINED 1 2274300 PATTERSON DENTAL CO 703412106 18000 600000 SH DEFINED 1 600000 PAYCHEX INC 704326107 141080 3527000 SH DEFINED 1 3527000 PAYLESS SHOESOURCE INC 704379106 23939 370000 SH DEFINED 1 370000 PENNEY J C INC 708160106 678462 25738300 SH DEFINED 1 25738300 PENNZOIL-QUAKER STATE 709323109 122818 10965900 SH DEFINED 1 10965900 PEOPLESOFT INC 712713106 576770 11715828 SH DEFINED 1 11715828 PEPSICO INC 713448108 1262679 28567400 SH DEFINED 1 28567400 PERFORMANCE FOOD GROUP CO 713755106 44136 1460000 SH DEFINED 1 1460000 PETRO-CANADA C$ 71644E102 171297 7200000 SH DEFINED 1 7200000 PETROLEO BRASIL ON ADR (PETROBRAS) 71654V408 633318 24358400 SH DEFINED 1 24358400 PETSMART INC CV SUB NT 6.75% 144A 716768AA4 16352 $17500000 PRN DEFINED 1 $17500000 11/01/04 PFIZER INC 717081103 3267896 81595400 SH DEFINED 1 81595400 PG&E CORP 69331C108 36400 3250000 SH DEFINED 1 3250000 PHARMACIA CORP CV PF ACES UNITS 6.50% 71713U201 58936 1458800 SH DEFINED 1 1458800 11/30/01 PHARMACIA CORPORATION 71713U102 2568035 55887595 SH DEFINED 1 55887595 PHELPS DODGE CORP 717265102 251094 6050461 SH DEFINED 1 6050461 PHILIP MORRIS CO INC 718154107 4662869 91879200 SH DEFINED 1 91879200 PHILIPPINE LDTEL ADR SPON 718252604 96244 6850094 SH DEFINED 1 6850094 PHILLIPS PETE CO 718507106 755119 13247700 SH DEFINED 1 13247700 PHILLIPS VAN HEUSEN 718592108 17280 1200000 SH DEFINED 1 1200000 PHOTRONICS INC 719405102 3464 135000 SH DEFINED 1 135000 PINNACLE SYSTEMS INC 723481107 16033 2650000 SH DEFINED 1 2650000 PINNACLE WEST CAP 723484101 292923 6179800 SH DEFINED 1 6179800 PITNEY BOWES INC 724479100 1188639 28220300 SH DEFINED 1 28220300 PLACER DOME INC US$ 725906101 143080 14600000 SH DEFINED 1 14600000 PMC-SIERRA INC 69344F106 703356 22637775 SH DEFINED 1 22637775 PNC FINANCIAL SERVICES GROUP 693475105 141120 2145000 SH DEFINED 1 2145000 POGO PRODUCING CO 730448107 97949 4081200 SH DEFINED 1 4081200 POTLATCH CORP 737628107 101437 2947900 SH DEFINED 1 2947900 POWER INTEGRATIONS INC 739276103 36376 2331800 SH DEFINED 1 2331800 PPG INDUSTRIES INC 693506107 223354 4248700 SH DEFINED 1 4248700 PPL CORPORATION 69351T106 110000 2000000 SH DEFINED 1 2000000 PRAXAIR INC 74005P104 32900 700000 SH DEFINED 1 700000 PRICE COMMUNICATIONS CORP 741437305 46132 2284895 SH DEFINED 1 2284895 PRIMEDIA INC 74157K101 28603 4212558 SH DEFINED 1 4212558 PROCTER & GAMBLE CO 742718109 38280 600000 SH DEFINED 1 600000 PROGRESS ENERGY INC 743263105 516461 11497342 SH DEFINED 1 11497342 PROGRESSIVE CORP OH 743315103 430580 3185000 SH DEFINED 1 3185000 PROLOGIS TRUST SBI 743410102 17321 762346 SH DEFINED 1 762346 PROTECTION ONE ALARM CV SUB NT 6.75% 743659AL8 3256 $5000000 PRN DEFINED 1 $5000000 09/15/03 PROTECTIVE LIFE CORP 743674103 51555 1500000 SH DEFINED 1 1500000 PROTEIN DESIGN LABS 74369L103 43727 504000 SH DEFINED 1 504000 PROVIDIAN CV NT 3.25% 8/15/05 74406AAA0 13341 $13000000 PRN DEFINED 1 $13000000 PROVIDIAN FINANCIAL CORP 74406A102 861005 14544000 SH DEFINED 1 14544000 PUBLIC SERVICES ENTERPRISE GROUP 744573106 98778 2020000 SH DEFINED 1 2020000 PUERTO RICAN CEMENT 745075101 5938 250000 SH DEFINED 1 250000 PUGET ENERGY INC 745310102 99560 3800000 SH DEFINED 1 3800000 QUANTUM CORP - DLT & STORAGE 747906204 15135 1500000 SH DEFINED 1 1500000 QUEST SOFTWARE INC 74834T103 26048 690000 SH DEFINED 1 690000 QUESTAR CORP 748356102 146703 5925000 SH DEFINED 1 5925000 QUILMES INDUSTRIAL B SPON ADR 74838Y207 11445 545000 SH DEFINED 1 545000 QUINTILES TRANSNATIONAL CORP 748767100 93450 3701000 SH DEFINED 1 3701000 QWEST COMMUNICATIONS INTL 749121109 243276 7633396 SH DEFINED 1 7633396 R J REYNOLDS TOBACCO HOLDINGS INC 76182K105 782327 14328332 SH DEFINED 1 14328332 RADIANT SYSTEMS INC 75025N102 13264 822850 SH DEFINED 1 822850 RADIO ONE CL A 75040P108 897 39000 SH DEFINED 1 39000 RADIO ONE CL D N/V 75040P405 1720 78000 SH DEFINED 1 78000 RADWARE LTD 75061R900 7581 420000 SH DEFINED 1 420000 RAYONIER INC 754907103 61110 1315600 SH DEFINED 1 1315600 RAYTHEON COMPANY 755111507 770693 29027967 SH DEFINED 1 29027967 REDBACK NETWORKS 757209101 53673 6017100 SH DEFINED 1 6017100 REINSURANCE GROUP OF AMERICA INC 759351109 32791 865200 SH DEFINED 1 865200 RENT-WAY INC 76009U104 7760 711900 SH DEFINED 1 711900 RESEARCH IN MOTION LTD C$ 760975102 3235 100000 SH DEFINED 1 100000 RESTORATION HARDWARE INC 760981100 4650 856300 SH DEFINED 1 856300 RETEK INC 76128Q109 161560 3370049 SH DEFINED 1 3370049 ROBERT HALF INTL 770323103 287728 11560000 SH DEFINED 1 11560000 ROCKWELL INTL CORP NEW 773903109 99108 2599900 SH DEFINED 1 2599900 ROGERS COMMUNICATIONS INC CL B C$ N/V 775109200 1871 125000 SH DEFINED 1 125000 ROGERS CORP 775133101 43497 1641400 SH DEFINED 1 1641400 ROWAN COMPANIES INC 779382100 18237 825200 SH DEFINED 1 825200 ROXIO INC 780008108 3640 279984 SH DEFINED 1 279984 ROYAL BANK OF CANADA C$ 780087102 603173 18801800 SH DEFINED 1 18801800 ROYAL CARIBBEAN CV NT LYON (P) 0% 780153AK8 10926 $30000000 PRN DEFINED 1 $30000000 02/02/21 ROYAL DUTCH PETE 1.25 GUILDER NY SHR 780257804 1682080 28867000 SH DEFINED 1 28867000 RSA SECURITY INC 749719100 64410 2081100 SH DEFINED 1 2081100 RUBY TUESDAY INC 781182100 22230 1300000 SH DEFINED 1 1300000 SABRE HOLDINGS CORP CL A 785905100 938568 18771363 SH DEFINED 1 18771363 SAFECO CORP 786429100 153400 5200000 SH DEFINED 1 5200000 SANMINA CORP 800907107 419986 17940448 SH DEFINED 1 17940448 SANMINA CORP CV SUB DEB (P) 0% 800907AD9 116510 $327000000 PRN DEFINED 1 $327000000 9-12-20/05 SARA LEE CORP 803111103 1125333 59415700 SH DEFINED 1 59415700 SBC COMMUNICATIONS 78387G103 1474520 36807783 SH DEFINED 1 36807783 SBS BROADCASTING SA 783939901 46190 1793800 SH DEFINED 1 1793800 SCHERING-PLOUGH 806605101 807608 22285000 SH DEFINED 1 22285000 SCHLUMBERGER LTD 806857108 496990 9439500 SH DEFINED 1 9439500 SCHOOL SPECIALTY INC 807863105 40326 1560000 SH DEFINED 1 1560000 SCI SYSTEMS CV SUB NT 3.00% 03/15/07 783890AF3 23733 $30000000 PRN DEFINED 1 $30000000 SCI SYSTEMS INC 783890106 275695 10811552 SH DEFINED 1 10811552 SCIOS INC 808905103 145356 5811900 SH DEFINED 1 5811900 SCRIPPS CO (THE E.W.) CL A NEW 811054204 48300 700000 SH DEFINED 1 700000 SEALED AIR CORP NEW 81211K100 232440 6240000 SH DEFINED 1 6240000 SELECTICA INC 816288104 8186 1912500 SH DEFINED 1 1912500 SEMTECH CORP 816850101 117450 3915000 SH DEFINED 1 3915000 SEMTECH CORP CV 144A SUB NT 4.5% 2/01/07 816850AB7 26196 $26530000 PRN DEFINED 1 $26530000 SEMTECH CORP CV SUB NT 4.5% 02/01/07 816850AD3 9874 $10000000 PRN DEFINED 1 $10000000 SEPRACOR CV SUB DEB 7.0% 12/15/05 817315AH7 7600 $9000000 PRN DEFINED 1 $9000000 SEPRACOR INC 817315104 105224 2643816 SH DEFINED 1 2643816 SEPRACOR INC CV NT 7.00% 144A 12/15/05 817315AF1 11399 $13500000 PRN DEFINED 1 $13500000 SEPRACOR INC CV SUB DEB 5.00% 2/15/07 817315AL8 7048 $10530000 PRN DEFINED 1 $10530000 SERVICE CORPORATION INTERNATIONAL 817565104 163029 25633425 SH DEFINED 1 25633425 SERVICEMASTER CO (THE) 81760N109 236503 19708600 SH DEFINED 1 19708600 SHARPER IMAGE CORP 820013100 9161 875000 SH DEFINED 1 875000 SHAW COMMUNICATIONS INC CL B C$ 82028K200 47371 2000000 SH DEFINED 1 2000000 SHELL TRANS/TRADING (NY SHARES NEW) 822703609 599268 11904400 SH DEFINED 1 11904400 SHIRE PHARMACEUTICALS GRP ADR 82481R106 67643 1218800 SH DEFINED 1 1218800 SIEBEL SYSTEMS INC 826170102 213630 4555000 SH DEFINED 1 4555000 SIERRA PACIFIC RESOURCES NEW 826428104 5075 317400 SH DEFINED 1 317400 SILICON GRAPHICS INC 827056102 417 300000 SH DEFINED 1 300000 SILICON LABORATORIES 826919102 10608 480000 SH DEFINED 1 480000 SINCLAIR BROADCAST GROUP CL A 829226109 4262 413800 SH DEFINED 1 413800 SKYWEST INC 830879102 19460 695000 SH DEFINED 1 695000 SMARTFORCE PLC SPON ADR 83170A206 103175 2928600 SH DEFINED 1 2928600 SMURFIT-STONE CONTAINER CORP 832727101 136564 8429900 SH DEFINED 1 8429900 SO JERSEY INDUSTRIES 838518108 15575 500000 SH DEFINED 1 500000 SOLECTRON CORP 834182107 246001 13442700 SH DEFINED 1 13442700 SONOCO PRODS CO 835495102 77128 3100000 SH DEFINED 1 3100000 SOUTHERN CO 842587107 879283 37818600 SH DEFINED 1 37818600 SOUTHWEST AIRLINES 844741108 747237 40413007 SH DEFINED 1 40413007 SPARTECH CORP 847220209 27773 1150000 SH DEFINED 1 1150000 SPIEKER PROPERTIES INC 848497103 57252 955000 SH DEFINED 1 955000 SPORTSLINE.COM INC 848934105 2024 880000 SH DEFINED 1 880000 SPRINT CORP (FON GROUP) 852061100 606917 28413700 SH DEFINED 1 28413700 SPRINT CORP (PCS GROUP) 852061506 198875 8235000 SH DEFINED 1 8235000 ST PAUL COMPANIES INC 792860108 324416 6400000 SH DEFINED 1 6400000 STANLEY WORKS 854616109 290228 6930000 SH DEFINED 1 6930000 STAPLES INC 855030102 108732 6800000 SH DEFINED 1 6800000 STARBUCKS CORP 855244109 879980 38260000 SH DEFINED 1 38260000 STATE STREET CORP 857477103 3959 80000 SH DEFINED 1 80000 STEAK N SHAKE COMPANY 857873103 15898 1718750 SH DEFINED 1 1718750 STERICYCLE INC 858912108 7043 150000 SH DEFINED 1 150000 STORA ENSO OYJ ADR 86210M106 28760 2715750 SH DEFINED 1 2715750 STORAGE TECHNOLOGY 862111200 54696 3975000 SH DEFINED 1 3975000 STRATOS LIGHTWAVE INC 863100103 49725 3825000 SH DEFINED 1 3825000 STRUCTURAL DYNAMICS RESEARCH CORP 863555108 3675 150000 SH DEFINED 1 150000 SUN MICROSYSTEMS 866810104 512158 32580000 SH DEFINED 1 32580000 SUNCOR ENERGY INC C$ 867229106 361963 14197182 SH DEFINED 1 14197182 SUNOCO INC 86764P109 36630 1000000 SH DEFINED 1 1000000 SUNTRUST BANKS INC 867914103 209239 3230000 SH DEFINED 1 3230000 SUPERVALU INC 868536103 26325 1500000 SH DEFINED 1 1500000 SYNGENTA AG ADR 87160A100 1444 133740 SH DEFINED 1 133740 SYNOPSYS INC 871607107 104039 2150000 SH DEFINED 1 2150000 TAIWAN SEMICONDUCTOR MFG CO SPON ADR 874039100 179 11760 SH DEFINED 1 11760 TAKE-TWO INTERACTIVE SOFTWARE 144 PP 874054109 12521 675000 SH DEFINED 1 675000 PIPES TALISMAN ENERGY INC C$ 87425E103 30515 800000 SH DEFINED 1 800000 TARGET CORP 87612E106 43250 1250000 SH DEFINED 1 1250000 TECH DATA CORP 878237106 16680 500000 SH DEFINED 1 500000 TECNOMATIX TECHNOLOGIES LTD 878756907 2174 241600 SH DEFINED 1 241600 TECO ENERGY 872375100 105225 3450000 SH DEFINED 1 3450000 TELE CELULAR SUL PARTICIPACOES PN ADR 879238103 27450 1358900 SH DEFINED 1 1358900 TELE CENTRO OESTE CELULAR PARTIC PN ADR 87923P105 42385 4900000 SH DEFINED 1 4900000 TELE LESTE CELULAR PARTICIPACOES PN ADR 87943B102 15075 375000 SH DEFINED 1 375000 TELE NORDESTE CELULAR PARTICIPACO PN ADR 87924W109 31192 956800 SH DEFINED 1 956800 TELE NORTE CELULAR PARTICIPACOES PN ADR 87924Y105 8057 298400 SH DEFINED 1 298400 TELECOM ARGENTINA B SPON ADR 879273209 15450 1000000 SH DEFINED 1 1000000 TELEFONOS DE MEX CV NT 4.25% 06-15-04 879403AD5 28745 $22340000 PRN DEFINED 1 $22340000 TELEFONOS DE MEXICO L ADR 879403780 501752 14299000 SH DEFINED 1 14299000 TELEMIG CELULAR PARTICIPACOES PN ADR 87944E105 10172 246300 SH DEFINED 1 246300 TELUS CORPORATION N/V NEW C$ 87971M202 62802 2884755 SH DEFINED 1 2884755 TERADYNE 880770102 40548 1225000 SH DEFINED 1 1225000 TERRA NETWORKS SA SPONSERED ADR 88100W103 286 37625 SH DEFINED 1 37625 TETRA TECH INC 88162G103 9139 336000 SH DEFINED 1 336000 TEVA PHARM ADR 881624209 132699 2130000 SH DEFINED 1 2130000 TEXACO INC 881694103 2449708 36782400 SH DEFINED 1 36782400 TEXAS INSTRS INC 882508104 2852645 90560149 SH DEFINED 1 90560149 THERMO ELECTRON 144A CV SUB DEB 4.25% 883556AF9 12375 $13000000 PRN DEFINED 1 $13000000 01-01-03 THERMO ELECTRON CORP 883556102 110100 5000000 SH DEFINED 1 5000000 THERMO ELECTRON CV SUB DEB 4.00% 883556AH5 9300 $10000000 PRN DEFINED 1 $10000000 01-15-05 TIBCO SOFTWARE INC 88632Q103 5108 400000 SH DEFINED 1 400000 TICKETMASTER CL B 88633P203 73408 4960000 SH DEFINED 1 4960000 TIOGA TECH LTD 887497907 26 35000 SH DEFINED 1 35000 TJX COMPANIES INC NEW 872540109 269302 8450000 SH DEFINED 1 8450000 TMP WORLDWIDE 872941109 213000 3550000 SH DEFINED 1 3550000 TOO INC 890333107 24249 885000 SH DEFINED 1 885000 TORONTO DOMINION BANK (THE) C$ 891160509 233476 9148100 SH DEFINED 1 9148100 TOSCO CORP NEW 891490302 31936 725000 SH DEFINED 1 725000 TOTAL FINA ELF SPON ADS 89151E109 170502 2428807 SH DEFINED 1 2428807 TOWER AUTOMOTIVE CV 5.0% 08-01-04 891707AE1 9062 $11000000 PRN DEFINED 1 $11000000 TRANSGENOMIC INC 89365K206 16625 875000 SH DEFINED 1 875000 TRANSWITCH CORP 894065101 61875 5625000 SH DEFINED 1 5625000 TRANSWITCH CORP CV NT 4.50% 9/12/05 894065AB7 31404 $45500000 PRN DEFINED 1 $45500000 TRAVELOCITY.COM INC 893953109 30912 1006900 SH DEFINED 1 1006900 TRIAD HOSPITALS INC 89579K109 79002 2680770 SH DEFINED 1 2680770 TRIARC COMPANIES CL A 895927101 24890 950000 SH DEFINED 1 950000 TRIBUNE COMPANY 896047107 28743 718400 SH DEFINED 1 718400 TRIMBLE NAVIGATION LTD 896239100 51908 2663300 SH DEFINED 1 2663300 TRIPATH IMAGING INC 896942109 9723 981078 SH DEFINED 1 981078 TRIQUINT SEMICON CV SUB NT 4.00% 3/1/07 89674KAB9 30152 $42745000 PRN DEFINED 1 $42745000 TRIQUINT SEMICONDCTR 89674K103 75375 3350000 SH DEFINED 1 3350000 TRITON PCS HOLDINGS INC CL A 89677M106 4797 117000 SH DEFINED 1 117000 TRW INC 872649108 502808 12263600 SH DEFINED 1 12263600 TTI TEAM TELECOM INTL 87287N902 14509 746350 SH DEFINED 1 746350 TUBOS DE ACERO ADR NEW 898592506 12983 1026347 SH DEFINED 1 1026347 TUPPERWARE CORP 899896104 11715 500000 SH DEFINED 1 500000 TXU CORP 873168108 723766 15019000 SH DEFINED 1 15019000 U S BANCORP NEW 902973304 72073 3162500 SH DEFINED 1 3162500 UAL CORPORATION NEW 902549500 35150 1000000 SH DEFINED 1 1000000 ULTRAMAR DIAMOND SHAMROCK CORP 904000106 140682 2977400 SH DEFINED 1 2977400 UMB FINANCIAL CORP 902788108 11610 270000 SH DEFINED 1 270000 UNIBANCO UNIT GDS (REP 500 UNITS) UNIT=1 90458E107 124104 4876400 SH DEFINED 1 4876400 UBB4 +1 UBH6 UNILEVER NV NY SHRS 904784709 208495 3500000 SH DEFINED 1 3500000 UNION PACIFIC 907818108 225131 4100000 SH DEFINED 1 4100000 UNITED BANKSHRS INC 909907107 47570 1775000 SH DEFINED 1 1775000 UNITED PARCEL SERVICE INC CL B 911312106 676701 11707625 SH DEFINED 1 11707625 UNITED RENTALS INC 911363109 80445 3100000 SH DEFINED 1 3100000 UNITED TECHNOLOGIES 913017109 940739 12841100 SH DEFINED 1 12841100 UNITED THERAPEUTICS CORP 91307C102 17422 1305000 SH DEFINED 1 1305000 UNITEDGLOBALCOM CV PF SER C 7% 12/31/49 913247201 1200 75000 SH DEFINED 1 75000 UNITEDGLOBALCOM CV PF SER C 7.00% 144A 913247102 11200 700000 SH DEFINED 1 700000 12/31/49 UNITEDGLOBALCOM INC CL A 913247508 90756 10491988 SH DEFINED 1 10491988 UNIV HEALTH SVS CL B 913903100 101324 2226900 SH DEFINED 1 2226900 UNIVISION COMMUNICATIONS INC CL A 914906102 12791 299000 SH DEFINED 1 299000 UNOCAL CORP 915289102 707902 20729200 SH DEFINED 1 20729200 USA EDUCATION INC 90390U102 946226 12962000 SH DEFINED 1 12962000 USA NETWORKS INC 902984103 614307 21939525 SH DEFINED 1 21939525 UST INC 902911106 59163 2050000 SH DEFINED 1 2050000 USX-MARATHON GROUP 902905827 392483 13300000 SH DEFINED 1 13300000 VAIL RESORTS INC 91879Q109 32244 1724300 SH DEFINED 1 1724300 VALLEY NATL BANCRP 919794107 18754 661500 SH DEFINED 1 661500 VALSPAR CORP 920355104 95044 2677300 SH DEFINED 1 2677300 VARIAN SEMICONDUCTOR EQUIP 922207105 24780 590000 SH DEFINED 1 590000 VERISIGN INC 92343E102 105039 1750350 SH DEFINED 1 1750350 VERITAS SOFTWARE 923436109 137385 2065000 SH DEFINED 1 2065000 VERIZON COMMUNICATIONS 92343V104 1336217 24976026 SH DEFINED 1 24976026 VERSATA INC 925298101 2358 3519500 SH DEFINED 1 3519500 VF CORP 918204108 196452 5400000 SH DEFINED 1 5400000 VIA NET.WORKS INC 925912107 6752 4392100 SH DEFINED 1 4392100 VIACOM INC CL A 925524100 464196 8751800 SH DEFINED 1 8751800 VIACOM INC CL B N/V 925524308 5169696 99897513 SH DEFINED 1 99897513 VICAL INC 925602104 10415 745000 SH DEFINED 1 745000 VIDESH SANCHAR NIGAM SPON ADR 92659G600 46924 3501767 SH DEFINED 1 3501767 VIGNETTE CORP 926734104 66747 7525000 SH DEFINED 1 7525000 VIMPEL COMMUNICATIONS ADS OPEN JOINT 68370R109 2790 170000 SH DEFINED 1 170000 STOCK COMPANY VISION-SCIENCES INC 927912105 1231 984500 SH DEFINED 1 984500 VITESSE SEMICONDUCTOR CV SUB DEB 4.00% 928497AB2 86962 $109180000 PRN DEFINED 1 $109180000 3/15/05 VITESSE SEMICONDUCTR 928497106 23986 1140000 SH DEFINED 1 1140000 VIVENDI UNIVERSAL ADR 92851S204 146592 2527442 SH DEFINED 1 2527442 VODAFONE GROUP PLC ADR 92857W100 288029 12887200 SH DEFINED 1 12887200 VOTORANTIM CELULOSE PAPEL SPON ADR 92906P106 12684 840000 SH DEFINED 1 840000 WACHOVIA CORPORATION 929771103 373538 5250000 SH DEFINED 1 5250000 WAL-MART STORES INC 931142103 236680 4850000 SH DEFINED 1 4850000 WALGREEN CO 931422109 479384 14037600 SH DEFINED 1 14037600 WASHINGTON MUTL INC 939322103 950484 25312500 SH DEFINED 1 25312500 WASHINGTON POST CL B 939640108 1148 2000 SH DEFINED 1 2000 WASHINGTON REIT SBI 939653101 12196 515900 SH DEFINED 1 515900 WASTE MANAGEMENT INC CV SUB 94106LAA7 79522 $80700000 PRN DEFINED 1 $80700000 4.00%02-01-02 WASTE MANAGEMENT INC NEW 94106L109 408458 13253000 SH DEFINED 1 13253000 WD-40 COMPANY 929236107 29805 1141950 SH DEFINED 1 1141950 WEBMETHODS INC 94768C108 47145 2225900 SH DEFINED 1 2225900 WEINGARTEN RLTY INVS 948741103 113352 2585000 SH DEFINED 1 2585000 WELLPOINT HLTH NETWK 94973H108 77286 820100 SH DEFINED 1 820100 WELLS FARGO & CO (NEW) 949746101 2138050 46048900 SH DEFINED 1 46048900 WESTERN WIRELESS CORP CL A 95988E204 223457 5196675 SH DEFINED 1 5196675 WESTVACO CORP 961548104 275626 11347300 SH DEFINED 1 11347300 WESTWOOD ONE INC 961815107 126064 3421000 SH DEFINED 1 3421000 WEYERHAEUSER CO 962166104 1299815 23645900 SH DEFINED 1 23645900 WHITEHALL JEWELLERS INC 965063100 6376 696100 SH DEFINED 1 696100 WILLAMETTE INDUSTRIES INC 969133107 29700 600000 SH DEFINED 1 600000 WILLIAMS COS INC 969457100 1087395 33001350 SH DEFINED 1 33001350 WILLIAMS-SONOMA INC 969904101 10481 270000 SH DEFINED 1 270000 WILLIS GROUP HOLDINGS LTD 970625901 9345 526500 SH DEFINED 1 526500 WILSON GREATBATCH TECH 972232102 3625 125000 SH DEFINED 1 125000 WISCONSIN CENT TRANS 976592105 3346 200000 SH DEFINED 1 200000 WISCONSIN ENERGY 976657106 21393 900000 SH DEFINED 1 900000 WORLDCOM INC - WORLDCOM GROUP 98157D106 280061 19722600 SH DEFINED 1 19722600 WORTHINGTON INDS 981811102 28001 2058900 SH DEFINED 1 2058900 WRIGLEY WM JR CO 982526105 98704 2106800 SH DEFINED 1 2106800 XCEL ENERGY INC 98389B100 330305 11610000 SH DEFINED 1 11610000 XEROX CORP 984121103 377320 39427400 SH DEFINED 1 39427400 XILINX INC 983919101 567508 13761100 SH DEFINED 1 13761100 XL CAPITAL LTD CL A 983940909 648450 7898300 SH DEFINED 1 7898300 XOMA LTD (BERMUDA) PP 144 983907906 58345 3420000 SH DEFINED 1 3420000 YAHOO! INC 984332106 757795 37908700 SH DEFINED 1 37908700 ZALE CORP 988858106 24830 736800 SH DEFINED 1 736800 ZEBRA TECH CORP CL A 989207105 52558 1070000 SH DEFINED 1 1070000 ZENITH NATL INS CORP 989390109 508 18800 SH DEFINED 1 18800 ----------------- GRAND $ 225506241 # 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