13F-HR 1 a2036951z13f-hr.txt FORM 13F-HR FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2000 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: The TCW Group, Inc. Address: 865 South Figueroa Street Suite 1800 Los Angeles, CA 90017 13F File Number: 28-2494 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: Karen Stokes Title: Senior Vice President Phone: 213-244-0114 Signature, Place, and Date of Signing: /s/ Karen Stokes Los Angeles, CA February 1, 2001 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 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: 8 Form 13F Information Table Entry Total: 2,034 Form 13F Information Table Value Total (in thousands): 30,077,536 List of Other Included Managers: No. 13F File Number Name 01 TCW Special Credits (C) 02 TCW Investment Management Company (I)(1) 03 TCW Advisors, Inc. (J) 04 TCW/Crescent Mezzanine, L.L.C. (K) 05 TCW London International Limited (L) 06 TCW Asset Management Company (M) 07 TCW Capital Investment Corp. (T) 08 Trust Company of the West (S) 09 TCW Americas Development Association, L.P. (d/b/a TCW Worldwide Opportunities Fund)(2) -------- (1) TCW Funds Management, Inc. merged with its affiliate, TCW Investment Management Company on January 4, 2000 and changed its name on January 10, 2000 to TCW Investment Management Company. (2) TCW Americas Management, L.P., formerly the general partner of TCW Americas Development Association, L.P., withdrew its registration as investment adviser on August 24, 1999. TCW Americas Development Inc., formerly the managing general partner of TCW Americas Development Association, L.P. merged into TCW Asset Management Company on November 1, 1999.
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MOBILE TELESYSTEMS OJSC DEPOSITORY RECEI 607409109 120 5000 SH SOLE I 5000 0 0 MOBILE TELESYSTEMS OJSC DEPOSITORY RECEI 607409109 24 1000 SH SOLE M 1000 0 0 MOLDFLOW CORP COMMON 608507109 87 3800 SH SOLE I 3800 0 0 MOLDFLOW CORP COMMON 608507109 8702 380400 SH SOLE M 380400 0 0 MOLDFLOW CORP COMMON 608507109 260 11350 SH SOLE S 11350 0 0 MONTANA POWER CO COMMON 612085100 118 5700 SH SOLE M 5700 0 0 MORGAN STANLEY DEAN WITT COM NEW 617446448 6443 81304 SH SOLE I 81304 0 0 MORGAN STANLEY DEAN WITT COM NEW 617446448 26212 330749 SH SOLE M 330749 0 0 MORGAN STANLEY DEAN WITT COM NEW 617446448 102538 1293850 SH SOLE S 1293850 0 0 MORGAN STANLEY DEAN WITT COM NEW 617446448 130 1635 SH SOLE T 1635 0 0 MOTOROLA INC COMMON 620076109 9732 480615 SH SOLE I 480615 0 0 MOTOROLA INC COMMON 620076109 6738 332740 SH SOLE M 332740 0 0 MOTOROLA INC COMMON 620076109 529 26100 SH SOLE S 26100 0 0 MOTOROLA INC COMMON 620076109 14 675 SH SOLE T 675 0 0 MYRIAD GENETICS INC COMMON 62855J104 11711 141518 SH SOLE I 141518 0 0 MYRIAD GENETICS INC COMMON 62855J104 11065 133710 SH SOLE M 133710 0 0 MYRIAD GENETICS INC COMMON 62855J104 1051 12700 SH SOLE S 12700 0 0 NCO GROUP INC COMMON 628858102 15 500 SH SOLE I 500 0 0 NCO GROUP INC COMMON 628858102 4046 133200 SH SOLE M 133200 0 0 NCO GROUP INC COMMON 628858102 6054 199300 SH SOLE S 199300 0 0 NDS GROUP PLC ADR 628891103 4046 74072 SH SOLE I 74072 0 0 NDS GROUP PLC ADR 628891103 142 2598 SH SOLE L 2598 0 0 NDS GROUP PLC ADR 628891103 1546 28300 SH SOLE M 28300 0 0 NDS GROUP PLC ADR 628891103 246 4500 SH SOLE S 4500 0 0 NYMAGIC INC COMMON 629484106 715 37900 SH SOLE M 37900 0 0 NYMAGIC INC COMMON 629484106 2010 106500 SH SOLE S 106500 0 0 NASDAQ 100 TR UNIT SER 1 631100104 30 507 SH SOLE I 507 0 0 NASDAQ 100 TR UNIT SER 1 631100104 27714 474750 SH SOLE M 474750 0 0 NASDAQ 100 TR UNIT SER 1 631100104 7224 123750 SH SOLE S 123750 0 0 NASHUA CORP COMMON 631226107 582 131100 SH SOLE M 131100 0 0 NASHUA CORP COMMON 631226107 1431 322400 SH SOLE S 322400 0 0 NATIONAL AUSTRALIA BANK CVT PFD $1.96875 632525309 2107 73600 SH SOLE M 73600 0 0 NATIONAL DATA CORP CVT DEB 5.00% 11 635621AA3 38 40000 PRN SOLE T 40000 0 0 NATIONAL SEMICONDUCTOR C COMMON 637640103 1248 61993 SH SOLE I 61993 0 0 NATIONAL SEMICONDUCTOR C COMMON 637640103 1938 96300 SH SOLE M 96300 0 0 NATIONAL SEMICONDUCTOR C COMMON 637640103 85 4200 SH SOLE S 4200 0 0 NATURAL MICROSYSTEMS COR COMMON 638882100 988 100000 SH SOLE I 100000 0 0 NATURAL MICROSYSTEMS COR COMMON 638882100 40 4100 SH SOLE T 4100 0 0
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ONI SYSTEMS CORP NOTE 5.000 10/1 68273FAA1 58 90000 PRN SOLE T 90000 0 0 VIMPEL COMMUNICATIONS COMMON 68370R109 807 54250 SH SOLE M 54250 0 0 OPENWAVE SYS INC COMMON 683718100 53293 1111716 SH SOLE I 1111716 0 0 OPENWAVE SYS INC COMMON 683718100 33558 700027 SH SOLE M 700027 0 0 OPENWAVE SYS INC COMMON 683718100 40582 846563 SH SOLE S 846563 0 0 ORACLE CORP COMMON 68389X105 1403 48282 SH SOLE I 48282 0 0 ORACLE CORP COMMON 68389X105 5959 205030 SH SOLE M 205030 0 0 ORACLE CORP COMMON 68389X105 74452 2561800 SH SOLE S 2561800 0 0 ORIENTAL FINL GROUP INC COMMON 68618W100 153 11500 SH SOLE M 11500 0 0 ORIENTAL FINL GROUP INC COMMON 68618W100 405 30400 SH SOLE S 30400 0 0 OSMONICS INC COMMON 688350107 962 139900 SH SOLE M 139900 0 0 OSMONICS INC COMMON 688350107 2295 333800 SH SOLE S 333800 0 0 P-COM INC COMMON 693262107 65 21234 SH SOLE I 21234 0 0 P-COM INC COMMON 693262107 1469 479700 SH SOLE M 479700 0 0 P-COM INC COMMON 693262107 1576 514600 SH SOLE S 514600 0 0 PFF BANCORP INC COMMON 69331W104 242 11582 SH SOLE I 11582 0 0 P F CHANGS CHINA BISTRO COMMON 69333Y108 60 1900 SH SOLE I 1900 0 0 P F CHANGS CHINA BISTRO COMMON 69333Y108 6212 197600 SH SOLE M 197600 0 0 P F CHANGS CHINA BISTRO COMMON 69333Y108 181 5750 SH SOLE S 5750 0 0 PPG INDS INC COMMON 693506107 14 300 SH SOLE S 300 0 0 PSS WORLD MED INC COMMON 69366A100 1278 255500 SH SOLE M 255500 0 0 PSS WORLD MED INC COMMON 69366A100 3441 688200 SH SOLE S 688200 0 0 PACKAGED ICE INC COMMON 695148106 146 25594 SH SOLE I 25594 0 0 PALL CORP COMMON 696429307 1717 80550 SH SOLE I 80550 0 0 PALL CORP COMMON 696429307 1147 53800 SH SOLE M 53800 0 0 PALL CORP COMMON 696429307 128 6000 SH SOLE S 6000 0 0 PALM INC COMMON 696642107 32 1125 SH SOLE I 1125 0 0 PALM INC COMMON 696642107 756 26701 SH SOLE M 26701 0 0 PALM INC COMMON 696642107 22364 789889 SH SOLE S 789889 0 0 PARK PL ENTMT CORP COMMON 700690100 3999 335000 SH SOLE I 335000 0 0 PARTNER COMMUNICATIONS C ADR 70211M109 19 3260 SH SOLE I 3260 0 0 PAYCHEX INC COMMON 704326107 330377 6794391 SH SOLE I 6794391 0 0 PAYCHEX INC COMMON 704326107 1003 20625 SH SOLE J 20625 0 0 PAYCHEX INC COMMON 704326107 289956 5963101 SH SOLE M 5963101 0 0 PAYCHEX INC COMMON 704326107 44676 918790 SH SOLE S 918790 0 0 PAYLESS SHOESOURCE INC COMMON 704379106 1606 22700 SH SOLE M 22700 0 0 PEARSON PLC DEPOSITORY RECEI 705015105 1890 80217 SH SOLE I 80217 0 0 PEGASUS COMMUNICATIONS C CL A 705904100 11212 435410 SH SOLE I 435410 0 0
PEGASUS COMMUNICATIONS C CL A 705904100 9824 381510 SH SOLE M 381510 0 0 PEGASUS COMMUNICATIONS C CL A 705904100 914 35500 SH SOLE S 35500 0 0 PEGASUS SOLUTIONS INC COMMON 705906105 30 4300 SH SOLE I 4300 0 0 PEGASUS SOLUTIONS INC COMMON 705906105 3722 536500 SH SOLE M 536500 0 0 PEGASUS SOLUTIONS INC COMMON 705906105 94 13550 SH SOLE S 13550 0 0 PENN ENGR & MFG CORP COM NON VTG 707389300 3567 101200 SH SOLE M 101200 0 0 PENN ENGR & MFG CORP COM NON VTG 707389300 4315 122400 SH SOLE S 122400 0 0 PENN NATL GAMING INC COMMON 707569109 10 1000 SH SOLE I 1000 0 0 PENTAIR INC COMMON 709631105 2138 88393 SH SOLE I 88393 0 0 PENTAIR INC COMMON 709631105 5834 241200 SH SOLE M 241200 0 0 PENTAIR INC COMMON 709631105 6982 288650 SH SOLE S 288650 0 0 PEOPLESOFT INC COMMON 712713106 483 13000 SH SOLE I 13000 0 0 PEOPLESOFT INC COMMON 712713106 379 10200 SH SOLE M 10200 0 0 PEOPLESOFT INC COMMON 712713106 33 900 SH SOLE S 900 0 0 PEP BOYS LYON 0.0% 09/20/ 713278AJ8 52 90000 PRN SOLE T 90000 0 0 PEPSICO INC COMMON 713448108 937 18905 SH SOLE I 18905 0 0 PEPSICO INC COMMON 713448108 3427 69145 SH SOLE M 69145 0 0 PEPSICO INC COMMON 713448108 19057 384507 SH SOLE S 384507 0 0 PER-SE TECHNOLOGIES INC COM NEW 713569309 126 36300 SH SOLE M 36300 0 0 PER-SE TECHNOLOGIES INC COM NEW 713569309 336 96300 SH SOLE S 96300 0 0 PEREGRINE SYSTEMS INC COMMON 71366Q101 31767 1608435 SH SOLE I 1608435 0 0 PEREGRINE SYSTEMS INC COMMON 71366Q101 30766 1557775 SH SOLE M 1557775 0 0 PEREGRINE SYSTEMS INC COMMON 71366Q101 2840 143800 SH SOLE S 143800 0 0 PEREZ COMPANC SA ADR 71367B103 1708 109300 SH SOLE I 109300 0 0 PEREZ COMPANC SA ADR 71367B103 293 18783 SH SOLE M 18783 0 0 PETROLEO BRASILEIRO SA DEPOSITORY RECEI 71654V408 3629 144420 SH SOLE I 144420 0 0 PHARMACYCLICS INC COMMON 716933106 51 1500 SH SOLE I 1500 0 0 PHARMACYCLICS INC COMMON 716933106 6470 188900 SH SOLE M 188900 0 0 PHARMACYCLICS INC COMMON 716933106 158 4600 SH SOLE S 4600 0 0 PFIZER INC COMMON 717081103 290167 6307980 SH SOLE I 6307980 0 0 PFIZER INC COMMON 717081103 795 17275 SH SOLE J 17275 0 0 PFIZER INC COMMON 717081103 277046 6022740 SH SOLE M 6022740 0 0 PFIZER INC COMMON 717081103 130454 2835948 SH SOLE S 2835948 0 0 PHARMACIA CORP COMMON 71713U102 8869 145401 SH SOLE I 145401 0 0 PHARMACIA CORP COMMON 71713U102 13035 213691 SH SOLE M 213691 0 0 PHARMACIA CORP COMMON 71713U102 21412 351013 SH SOLE S 351013 0 0 PHILIP MORRIS COS INC COMMON 718154107 2232 50718 SH SOLE I 50718 0 0 PHILIP MORRIS COS INC COMMON 718154107 7443 169165 SH SOLE M 169165 0 0
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QUAKER CHEM CORP COMMON 747316107 2632 139900 SH SOLE M 139900 0 0 QUAKER CHEM CORP COMMON 747316107 3574 190000 SH SOLE S 190000 0 0 QUALCOMM INC COMMON 747525103 144447 1757524 SH SOLE I 1757524 0 0 QUALCOMM INC COMMON 747525103 238 2900 SH SOLE J 2900 0 0 QUALCOMM INC COMMON 747525103 84218 1024710 SH SOLE M 1024710 0 0 QUALCOMM INC COMMON 747525103 65007 790960 SH SOLE S 790960 0 0 QUANTA SERVICES COMMON 74762E102 26712 829876 SH SOLE K 829876 0 0 QUANTA SVCS INC NOTE 4.000 7/0 74762EAA0 6281 7455000 PRN SOLE I 7455000 0 0 QUANTA SVCS INC NOTE 4.000 7/0 74762EAA0 23485 27875000 PRN SOLE M 27875000 0 0 QUANTUM CORP COM DSSG 747906204 235 17740 SH SOLE I 17740 0 0 QUANTUM CORP COM DSSG 747906204 1917 144700 SH SOLE M 144700 0 0 QUANTUM CORP COM DSSG 747906204 5234 395000 SH SOLE S 395000 0 0 QUEST DIAGNOSTICS INC COMMON 74834L100 12 85 SH SOLE I 85 0 0 QUEST SOFTWARE INC COMMON 74834T103 17355 618447 SH SOLE I 618447 0 0 QUEST SOFTWARE INC COMMON 74834T103 15531 553460 SH SOLE M 553460 0 0 QUEST SOFTWARE INC COMMON 74834T103 1630 58100 SH SOLE S 58100 0 0 QUICKSILVER RESOURCES IN COMMON 74837R104 12776 1327405 SH SOLE M 1327405 0 0 QUILMES INDL QUINSA SOCI DEPOSITORY RECEI 74838Y108 581 64600 SH SOLE I 64600 0 0 R & B FALCON CORP COMMON 74912E101 713 31100 SH SOLE M 31100 0 0 RADIANT SYSTEMS INC COMMON 75025N102 63 3050 SH SOLE I 3050 0 0 RADIANT SYSTEMS INC COMMON 75025N102 7587 370100 SH SOLE M 370100 0 0 RADIANT SYSTEMS INC COMMON 75025N102 189 9200 SH SOLE S 9200 0 0 RADIO ONE INC CL A 75040P108 9783 915374 SH SOLE I 915374 0 0 RADIO ONE INC CL A 75040P108 9218 862490 SH SOLE M 862490 0 0 RADIO ONE INC CL A 75040P108 781 73100 SH SOLE S 73100 0 0 RADIO ONE INC CL D NON VTG 75040P405 16291 1481012 SH SOLE I 1481012 0 0 RADIO ONE INC CL D NON VTG 75040P405 17459 1587140 SH SOLE M 1587140 0 0 RADIO ONE INC CL D NON VTG 75040P405 1712 155600 SH SOLE S 155600 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 53350 1370149 SH SOLE I 1370149 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 11342 291285 SH SOLE M 291285 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 334 8585 SH SOLE S 8585 0 0 RATIONAL SOFTWARE CORP NOTE 5.000 2/0 75409PAA1 5396 4175000 PRN SOLE I 4175000 0 0 RATIONAL SOFTWARE CORP NOTE 5.000 2/0 75409PAA1 7148 5530000 PRN SOLE M 5530000 0 0 RATIONAL SOFTWARE CVT. DEB 5.00% 2 75409PAC7 252 195000 PRN SOLE I 195000 0 0 RATIONAL SOFTWARE CVT. DEB 5.00% 2 75409PAC7 1002 775000 PRN SOLE M 775000 0 0 RAYTHEON CO CL B 755111408 12 400 SH SOLE M 400 0 0 READ-RITE CORP COMMON 755246105 7769 1927164 SH SOLE I 1927164 0 0 READ-RITE CORP COMMON 755246105 11756 2916275 SH SOLE M 2916275 0 0
READ-RITE CORP COMMON 755246105 6415 1591300 SH SOLE S 1591300 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 1272 32500 SH SOLE I 32500 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 1041 26600 SH SOLE M 26600 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 88 2250 SH SOLE S 2250 0 0 REDBACK NETWORKS INC COMMON 757209101 41 1000 SH SOLE T 1000 0 0 REDBACK NETWORKS CVT DEB 5.00% 04/01/200 757209AB7 511 950000 PRN SOLE I 950000 0 0 REDBACK NETWORKS CVT DEB 5.00% 04/01/200 757209AB7 11812 21950000 PRN SOLE M 21950000 0 0 RELIANCE GROUP HOLDINGS COMMON 759464100 0 1000 SH SOLE I 1000 0 0 RELIANT ENERGY INC COMMON 75952J108 136 3142 SH SOLE I 3142 0 0 RESEARCH IN MOTION LTD COMMON 760975102 53145 664313 SH SOLE I 664313 0 0 RESEARCH IN MOTION LTD COMMON 760975102 14614 182680 SH SOLE M 182680 0 0 RESEARCH IN MOTION LTD COMMON 760975102 4772 59645 SH SOLE S 59645 0 0 RESONATE INC COMMON 76115Q104 24 2550 SH SOLE I 2550 0 0 RESONATE INC COMMON 76115Q104 2670 281000 SH SOLE M 281000 0 0 RESONATE INC COMMON 76115Q104 76 7950 SH SOLE S 7950 0 0 RESPIRONICS INC COMMON 761230101 29 1000 SH SOLE I 1000 0 0 RETEK INC COMMON 76128Q109 66226 2716945 SH SOLE I 2716945 0 0 RETEK INC COMMON 76128Q109 65992 2707373 SH SOLE M 2707373 0 0 RETEK INC COMMON 76128Q109 7047 289118 SH SOLE S 289118 0 0 REYNOLDS & REYNOLDS CO CL A 761695105 960 47400 SH SOLE I 47400 0 0 REYNOLDS & REYNOLDS CO CL A 761695105 2485 122700 SH SOLE M 122700 0 0 REYNOLDS & REYNOLDS CO CL A 761695105 4654 229850 SH SOLE S 229850 0 0 RITA MED SYS INC DEL COMMON 76774E103 41 4850 SH SOLE I 4850 0 0 RITA MED SYS INC DEL COMMON 76774E103 5275 620600 SH SOLE M 620600 0 0 RITA MED SYS INC DEL COMMON 76774E103 125 14650 SH SOLE S 14650 0 0 ROBERT HALF INTL INC COMMON 770323103 11 400 SH SOLE I 400 0 0 ROBERT HALF INTL INC COMMON 770323103 1110 41900 SH SOLE M 41900 0 0 ROBOTIC VISION SYS INC COMMON 771074101 952 346100 SH SOLE M 346100 0 0 ROBOTIC VISION SYS INC COMMON 771074101 1221 444000 SH SOLE S 444000 0 0 ROSLYN BANCORP INC COMMON 778162107 5 200 SH SOLE I 200 0 0 ROSLYN BANCORP INC COMMON 778162107 5430 198800 SH SOLE M 198800 0 0 ROSLYN BANCORP INC COMMON 778162107 4351 159300 SH SOLE S 159300 0 0 ROSTELECOM OPEN JT STK L ADR 778529107 59 11325 SH SOLE I 11325 0 0 ROSTELECOM OPEN JT STK L ADR 778529107 33 6450 SH SOLE M 6450 0 0 ROYAL DUTCH PETE CO NY SHARES 780257804 12034 198700 SH SOLE I 198700 0 0 ROYAL DUTCH PETE CO NY SHARES 780257804 13345 220354 SH SOLE M 220354 0 0 ROYAL DUTCH PETE CO NY SHARES 780257804 1166 19250 SH SOLE S 19250 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 8873 185814 SH SOLE I 185814 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 25880 541990 SH SOLE M 541990 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 1657 34700 SH SOLE S 34700 0 0 SCI SYS INC COMMON 783890106 4062 154000 SH SOLE I 154000 0 0
SCI SYS INC COMMON 783890106 4062 154000 SH SOLE I 154000 0 0 SCI SYS INC CVT DEB 3.00% 03 783890AF3 8 10000 PRN SOLE I 10000 0 0 SCI SYS INC CVT DEB 3.00% 03 783890AF3 25011 31215000 PRN SOLE M 31215000 0 0 SDL INC COMMON 784076101 18 121 SH SOLE I 121 0 0 SED INTERNATIONAL HLDGS COMMON 784109100 120 101000 SH SOLE M 101000 0 0 SED INTERNATIONAL HLDGS COMMON 784109100 333 280500 SH SOLE S 280500 0 0 SOUTHERN ENERGY CVT PFD 78411Y104 5847 94310 SH SOLE I 94310 0 0 SOUTHERN ENERGY CVT PFD 78411Y104 20011 322750 SH SOLE M 322750 0 0 SLI INC COMMON 78442T108 95 14694 SH SOLE I 14694 0 0 SLI INC COMMON 78442T108 1591 247100 SH SOLE M 247100 0 0 SLI INC COMMON 78442T108 2517 391000 SH SOLE S 391000 0 0 SPDR TR UNIT SER 1 78462F103 68 515 SH SOLE T 515 0 0 SABRE HLDGS CORP CL A 785905100 50 1156 SH SOLE M 1156 0 0 SAFEGUARD SCIENT CVT DEB 5.00% 06/15/200 786449AE8 9411 16805000 PRN SOLE M 16805000 0 0 SAFEWAY INC COM NEW 786514208 284 4550 SH SOLE I 4550 0 0 SAFEWAY INC COM NEW 786514208 181 2900 SH SOLE M 2900 0 0 SAFEWAY INC COM NEW 786514208 22175 354800 SH SOLE S 354800 0 0 ST PAUL COS INC COMMON 792860108 196 3600 SH SOLE M 3600 0 0 SALIENT 3 COMMUNICATIONS CL A 794721100 147 61700 SH SOLE M 61700 0 0 SALIENT 3 COMMUNICATIONS CL A 794721100 423 178300 SH SOLE S 178300 0 0 SAN PAOLO-IMI S P A DEPOSITORY RECEI 799175104 4000 123300 SH SOLE I 123300 0 0 SANGAMO BIOSCIENCES INC COMMON 800677106 46 2350 SH SOLE I 2350 0 0 SANGAMO BIOSCIENCES INC COMMON 800677106 5641 289300 SH SOLE M 289300 0 0 SANGAMO BIOSCIENCES INC COMMON 800677106 137 7000 SH SOLE S 7000 0 0 SANMINA CORP COMMON 800907107 111 1450 SH SOLE M 1450 0 0 SANMINA CORP 144A CVT 0.00% 09/12/ 800907AC1 4248 11180000 PRN SOLE I 11180000 0 0 SANMINA CORP 144A CVT 0.00% 09/12/ 800907AC1 7216 18990000 PRN SOLE M 18990000 0 0 SAP AKTIENGESELLSCHAFT DEPOSITORY RECEI 803054204 3771 111937 SH SOLE I 111937 0 0 SAPPI LTD ADR 803069202 834 117000 SH SOLE M 117000 0 0 SCHEIN HENRY INC COMMON 806407102 2587 74708 SH SOLE I 74708 0 0 SCHEIN HENRY INC COMMON 806407102 9582 276750 SH SOLE M 276750 0 0 SCHEIN HENRY INC COMMON 806407102 8158 235600 SH SOLE S 235600 0 0 SCHERING PLOUGH CORP COMMON 806605101 9912 174656 SH SOLE I 174656 0 0 SCHERING PLOUGH CORP COMMON 806605101 3640 64140 SH SOLE M 64140 0 0 SCHERING PLOUGH CORP COMMON 806605101 115 2035 SH SOLE S 2035 0 0 SCHLUMBERGER LTD COMMON 806857108 1316 16457 SH SOLE I 16457 0 0 SCHLUMBERGER LTD COMMON 806857108 8407 105170 SH SOLE M 105170 0 0 SCHLUMBERGER LTD COMMON 806857108 13184 164933 SH SOLE S 164933 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 232982 8210802 SH SOLE I 8210802 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 733 25850 SH SOLE J 25850 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 247981 8739404 SH SOLE M 8739404 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 59473 2095976 SH SOLE S 2095976 0 0 SCIENT CORP COMMON 80864H109 1000 307700 SH SOLE I 307700 0 0 SCIENT CORP COMMON 80864H109 1459 448930 SH SOLE M 448930 0 0 SCIENT CORP COMMON 80864H109 133 40800 SH SOLE S 40800 0 0 SEA CONTAINERS LTD CL A 811371707 2 100 SH SOLE I 100 0 0 SEA CONTAINERS LTD CL A 811371707 2049 94200 SH SOLE M 94200 0 0 SEA CONTAINERS LTD CL A 811371707 2912 133900 SH SOLE S 133900 0 0 SELECTICA INC COMMON 816288104 32103 1327254 SH SOLE I 1327254 0 0 SELECTICA INC COMMON 816288104 29554 1221865 SH SOLE M 1221865 0 0 SELECTICA INC COMMON 816288104 2871 118700 SH SOLE S 118700 0 0 SEMTECH CORP COMMON 816850101 35770 1621290 SH SOLE I 1621290 0 0 SEMTECH CORP COMMON 816850101 42291 1916850 SH SOLE M 1916850 0 0 SEMTECH CORP COMMON 816850101 3442 156000 SH SOLE S 156000 0 0 SEPRACOR INC COMMON 817315104 62805 783839 SH SOLE I 783839 0 0 SEPRACOR INC COMMON 817315104 17988 224500 SH SOLE M 224500 0 0 SEPRACOR INC COMMON 817315104 500 6240 SH SOLE S 6240 0 0 SEPRACOR INC 144A CVT DEB 5.00% 02 817315AJ3 5636 5400000 PRN SOLE M 5400000 0 0 SEPRACOR INC SDCV 5.000 2/1 817315AL8 10 10000 PRN SOLE I 10000 0 0 SEPRACOR INC SDCV 5.000 2/1 817315AL8 8185 7880000 PRN SOLE M 7880000 0 0 SERONO SA-ADR DEPOSITORY RECEI 81752M101 4062 169675 SH SOLE I 169675 0 0 SHELL TRANS & TRADING PL DEPOSITORY RECEI 822703609 3713 75201 SH SOLE I 75201 0 0 SIEBEL SYS INC COMMON 826170102 787493 11644992 SH SOLE I 11644992 0 0 SIEBEL SYS INC COMMON 826170102 886 13100 SH SOLE J 13100 0 0 SIEBEL SYS INC COMMON 826170102 470364 6955469 SH SOLE M 6955469 0 0 SIEBEL SYS INC COMMON 826170102 89569 1324490 SH SOLE S 1324490 0 0 SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 9876 3275000 PRN SOLE I 3275000 0 0 SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 7087 2350000 PRN SOLE M 2350000 0 0 SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 106 35000 PRN SOLE T 35000 0 0 SIEBEL SYSTEMS CVT DEB 5.50% 09 826170AC6 15 5000 PRN SOLE I 5000 0 0 SIEBEL SYSTEMS CVT DEB 5.50% 09 826170AC6 18621 6175000 PRN SOLE M 6175000 0 0 SILICON IMAGE INC COMMON 82705T102 4889 899153 SH SOLE I 899153 0 0 SILICON IMAGE INC COMMON 82705T102 6361 1169835 SH SOLE M 1169835 0 0 SILICON IMAGE INC COMMON 82705T102 562 103400 SH SOLE S 103400 0 0 SIRIUS SATELLITE RADIO I COMMON 82966U103 296 9883 SH SOLE I 9883 0 0 SIRIUS SATELLITE RADIO I COMMON 82966U103 218 7267 SH SOLE M 7267 0 0 SIZZLER INTL INC COMMON 830139101 259 172600 SH SOLE M 172600 0 0 SIZZLER INTL INC COMMON 830139101 797 531100 SH SOLE S 531100 0 0 SKECHERS U S A INC CL A 830566105 16 1000 SH SOLE I 1000 0 0
SKILLSOFT CORP COMMON 83066P101 92 4900 SH SOLE I 4900 0 0 SKILLSOFT CORP COMMON 83066P101 11578 617500 SH SOLE M 617500 0 0 SKILLSOFT CORP COMMON 83066P101 278 14800 SH SOLE S 14800 0 0 SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 26032 693026 SH SOLE I 693026 0 0 SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 22507 599190 SH SOLE M 599190 0 0 SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 2633 70100 SH SOLE S 70100 0 0 SMURFIT-STONE CONTAINER COMMON 832727101 1892 126650 SH SOLE M 126650 0 0 SMURFIT-STONE CONTAINER COMMON 832727101 2026 135600 SH SOLE S 135600 0 0 SOLECTRON CORP COMMON 834182107 620 18300 SH SOLE I 18300 0 0 SOLECTRON CORP COMMON 834182107 3089 91125 SH SOLE M 91125 0 0 SOLECTRON CORP COMMON 834182107 193 5700 SH SOLE S 5700 0 0 SOLUTIA INC COMMON 834376105 1883 156937 SH SOLE I 156937 0 0 SOLUTIA INC COMMON 834376105 5125 427100 SH SOLE M 427100 0 0 SOLUTIA INC COMMON 834376105 5389 449100 SH SOLE S 449100 0 0 SONERA GROUP PLC ADR 835433202 1702 97971 SH SOLE I 97971 0 0 SONIC AUTOMOTIVE INC CL:A 83545G102 1425 209116 SH SOLE I 209116 0 0 SONIC AUTOMOTIVE INC CL:A 83545G102 8289 1216679 SH SOLE K 1216679 0 0 SONIC AUTOMOTIVE INC CL:A 83545G102 648 95053 SH SOLE M 95053 0 0 SONY CORP DEPOSITORY RECEI 835699307 1756 25273 SH SOLE I 25273 0 0 SOTHEBYS HLDGS INC CL A 835898107 12 500 SH SOLE I 500 0 0 SOTHEBYS HLDGS INC CL A 835898107 5662 244200 SH SOLE M 244200 0 0 SOTHEBYS HLDGS INC CL A 835898107 6845 295200 SH SOLE S 295200 0 0 SONUS NETWORKS INC COMMON 835916107 56253 2227831 SH SOLE I 2227831 0 0 SONUS NETWORKS INC COMMON 835916107 25916 1026385 SH SOLE M 1026385 0 0 SONUS NETWORKS INC COMMON 835916107 19422 769170 SH SOLE S 769170 0 0 SOUTHERN ENERGY INC DEL COMMON 842816100 16115 569200 SH SOLE S 569200 0 0 SOUTHWEST AIRLS CO COMMON 844741108 173895 5186242 SH SOLE I 5186242 0 0 SOUTHWEST AIRLS CO COMMON 844741108 412 12300 SH SOLE J 12300 0 0 SOUTHWEST AIRLS CO COMMON 844741108 162569 4848465 SH SOLE M 4848465 0 0 SOUTHWEST AIRLS CO COMMON 844741108 66274 1976547 SH SOLE S 1976547 0 0 SOUTHWEST AIRLS CO COMMON 844741108 53 1590 SH SOLE T 1590 0 0 SPACELABS MED INC COMMON 846247104 309 23794 SH SOLE I 23794 0 0 SPACELABS MED INC COMMON 846247104 1594 122600 SH SOLE M 122600 0 0 SPACELABS MED INC COMMON 846247104 2331 179300 SH SOLE S 179300 0 0 SPANISH BROADCASTING SYS CL A 846425882 4340 868090 SH SOLE I 868090 0 0 SPANISH BROADCASTING SYS CL A 846425882 9322 1864350 SH SOLE M 1864350 0 0 SPANISH BROADCASTING SYS CL A 846425882 941 188100 SH SOLE S 188100 0 0 SPECTRASITE HLDGS INC COMMON 84760T100 50081 3779690 SH SOLE I 3779690 0 0 SPECTRASITE HLDGS INC COMMON 84760T100 24420 1842995 SH SOLE M 1842995 0 0
SPECTRASITE HLDGS INC COMMON 84760T100 1439 108605 SH SOLE S 108605 0 0 SPIEGEL INC CL A 848457107 895 207500 SH SOLE M 207500 0 0 SPIEGEL INC CL A 848457107 1123 260400 SH SOLE S 260400 0 0 SPRINT CORP PCS COM SER 1 852061506 329 16091 SH SOLE I 16091 0 0 SPRINT CORP PCS COM SER 1 852061506 765 37445 SH SOLE M 37445 0 0 SPRINT CORP PCS COM SER 1 852061506 10152 496710 SH SOLE S 496710 0 0 SPRINT CORP PCS COM SER 1 852061506 30 1470 SH SOLE T 1470 0 0 STANDARD MICROSYSTEMS CO COMMON 853626109 2 100 SH SOLE I 100 0 0 STANDARD MICROSYSTEMS CO COMMON 853626109 4356 215100 SH SOLE M 215100 0 0 STANDARD MICROSYSTEMS CO COMMON 853626109 3066 151400 SH SOLE S 151400 0 0 STANLEY WKS COMMON 854616109 20 654 SH SOLE M 654 0 0 STARBUCKS CORP COMMON 855244109 513 11600 SH SOLE M 11600 0 0 STERICYCLE INC COMMON 858912108 223 5850 SH SOLE I 5850 0 0 STERICYCLE INC COMMON 858912108 23211 608800 SH SOLE M 608800 0 0 STERICYCLE INC COMMON 858912108 675 17700 SH SOLE S 17700 0 0 STERLING BANCORP COMMON 859158107 24 1100 SH SOLE I 1100 0 0 STERLING BANCORP COMMON 859158107 2848 130185 SH SOLE M 130185 0 0 STERLING BANCORP COMMON 859158107 4016 183606 SH SOLE S 183606 0 0 STILWELL FINL INC COMMON 860831106 301863 7654215 SH SOLE I 7654215 0 0 STILWELL FINL INC COMMON 860831106 899 22800 SH SOLE J 22800 0 0 STILWELL FINL INC COMMON 860831106 287257 7283865 SH SOLE M 7283865 0 0 STILWELL FINL INC COMMON 860831106 47711 1209795 SH SOLE S 1209795 0 0 STMICROELECTRONICS N V COMMON 861012102 3103 72481 SH SOLE I 72481 0 0 STORAGENETWORKS INC COMMON 86211E103 19132 771050 SH SOLE I 771050 0 0 STORAGENETWORKS INC COMMON 86211E103 6343 255620 SH SOLE M 255620 0 0 STORAGENETWORKS INC COMMON 86211E103 20822 839170 SH SOLE S 839170 0 0 SUN MICROSYSTEMS INC COMMON 866810104 16338 586109 SH SOLE I 586109 0 0 SUN MICROSYSTEMS INC COMMON 866810104 4244 152268 SH SOLE M 152268 0 0 SUN MICROSYSTEMS INC COMMON 866810104 40487 1452460 SH SOLE S 1452460 0 0 SUNGARD DATA SYS INC COMMON 867363103 8954 190000 SH SOLE I 190000 0 0 SUNRISE ASSISTD LVG 144A CVT DEB 5.50% 06 86768KAA4 698 765000 PRN SOLE M 765000 0 0 SUNRISE ASSISTED LIVING CVT DEB 5.50% 06 86768KAC0 14 15000 PRN SOLE I 15000 0 0 SUNRISE ASSISTED LIVING CVT DEB 5.50% 06 86768KAC0 14194 15555000 PRN SOLE M 15555000 0 0 SUPPORT COM INC COMMON 868587106 19621 968953 SH SOLE I 968953 0 0 SUPPORT COM INC COMMON 868587106 17605 869395 SH SOLE M 869395 0 0 SUPPORT COM INC COMMON 868587106 1760 86900 SH SOLE S 86900 0 0 SYBRON DENTAL SPECIALTIE COMMON 871142105 1067 63249 SH SOLE I 63249 0 0 SYBRON DENTAL SPECIALTIE COMMON 871142105 839 49718 SH SOLE M 49718 0 0 SYBRON DENTAL SPECIALTIE COMMON 871142105 812 48114 SH SOLE S 48114 0 0
SYCAMORE NETWORKS INC COMMON 871206108 33906 910231 SH SOLE I 910231 0 0 SYCAMORE NETWORKS INC COMMON 871206108 10105 271285 SH SOLE M 271285 0 0 SYCAMORE NETWORKS INC COMMON 871206108 14207 381395 SH SOLE S 381395 0 0 SYKES ENTERPRISES INC COMMON 871237103 227 51100 SH SOLE M 51100 0 0 SYKES ENTERPRISES INC COMMON 871237103 603 135800 SH SOLE S 135800 0 0 SYMANTEC CORP COMMON 871503108 1694 50750 SH SOLE I 50750 0 0 SYMANTEC CORP COMMON 871503108 1068 32000 SH SOLE M 32000 0 0 SYMANTEC CORP COMMON 871503108 125 3750 SH SOLE S 3750 0 0 SYMBOL TECHNOLOGIES INC COMMON 871508107 291 8080 SH SOLE I 8080 0 0 SYMMETRICOM INC COMMON 871543104 1235 126650 SH SOLE M 126650 0 0 SYMMETRICOM INC COMMON 871543104 3089 316800 SH SOLE S 316800 0 0 SYNPLICITY INC COMMON 87160Y108 47 3250 SH SOLE I 3250 0 0 SYNPLICITY INC COMMON 87160Y108 6460 445500 SH SOLE M 445500 0 0 SYNPLICITY INC COMMON 87160Y108 151 10400 SH SOLE S 10400 0 0 SYNTEL INC COMMON 87162H103 554 96400 SH SOLE M 96400 0 0 SYNTEL INC COMMON 87162H103 1378 239700 SH SOLE S 239700 0 0 SYNTROLEUM CORP COMMON 871630109 1928 113400 SH SOLE S 113400 0 0 SYSCO CORP COMMON 871829107 3 100 SH SOLE I 100 0 0 SYSCO CORP COMMON 871829107 1866 62200 SH SOLE M 62200 0 0 SYSTEMS & COMPUTER TECHN COMMON 871873105 305 24765 SH SOLE I 24765 0 0 SYSTEMS & COMPUTER TECHN COMMON 871873105 4662 378600 SH SOLE M 378600 0 0 SYSTEMS & COMPUTER TECHN COMMON 871873105 5105 414600 SH SOLE S 414600 0 0 TDK CORP DEPOSITORY RECEI 872351408 98 1007 SH SOLE I 1007 0 0 TAIWAN SEMICONDUCTOR ADR ADR 874039100 950 55262 SH SOLE I 55262 0 0 TAIWAN SEMICONDUCTOR ADR ADR 874039100 602 35016 SH SOLE M 35016 0 0 TALBOTS INC COMMON 874161102 44902 984147 SH SOLE I 984147 0 0 TALBOTS INC COMMON 874161102 12291 269390 SH SOLE M 269390 0 0 TALBOTS INC COMMON 874161102 350 7670 SH SOLE S 7670 0 0 TANOX INC COMMON 87588Q109 13 320 SH SOLE I 320 0 0 TANOX INC COMMON 87588Q109 113 2875 SH SOLE M 2875 0 0 TARGET CORP COMMON 87612E106 9482 294027 SH SOLE I 294027 0 0 TARGET CORP COMMON 87612E106 6935 215025 SH SOLE M 215025 0 0 TARGET CORP COMMON 87612E106 39889 1236883 SH SOLE S 1236883 0 0 TARGET CORP COMMON 87612E106 48 1490 SH SOLE T 1490 0 0 TECHNOLOGY SOLUTIONS CO COMMON 87872T108 12 5800 SH SOLE I 5800 0 0 TECHNOLOGY SOLUTIONS CO COMMON 87872T108 1736 816800 SH SOLE M 816800 0 0 TECHNOLOGY SOLUTIONS CO COMMON 87872T108 1903 895600 SH SOLE S 895600 0 0 TELE NORTE LESTE PART S ADR 879246106 3923 172418 SH SOLE I 172418 0 0 TELE NORTE LESTE PART S ADR 879246106 10492 461193 SH SOLE M 461193 0 0
TELECOM ARGENTINA ADR 879273209 1182 75320 SH SOLE I 75320 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 6194 84993 SH SOLE I 84993 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 1417 19450 SH SOLE L 19450 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 541 7423 SH SOLE M 7423 0 0 TELEFONICA S A ADR 879382208 5827 118867 SH SOLE I 118867 0 0 TELEFONOS DE MEXICO ADS REP ORD L 879403780 17011 376968 SH SOLE I 376968 0 0 TELEFONOS DE MEXICO ADS REP ORD L 879403780 740 16402 SH SOLE M 16402 0 0 TELEMEX CVT DEB 4.25% 06 879403AD5 7815 7145000 PRN SOLE I 7145000 0 0 TELEMEX CVT DEB 4.25% 06 879403AD5 25375 23200000 PRN SOLE M 23200000 0 0 TELEPHONE & DATA SYS INC COMMON 879433100 702 7800 SH SOLE M 7800 0 0 TELEMIG CELULAR PART S A DEPOSITORY RECEI 87944E105 1369 23000 SH SOLE M 23000 0 0 TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 981 36350 SH SOLE I 36350 0 0 TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 1949 72200 SH SOLE M 72200 0 0 TELLABS INC COMMON 879664100 45 800 SH SOLE M 800 0 0 TELSTRA CORP LTD ADR 87969N204 975 54941 SH SOLE I 54941 0 0 TERADYNE INC COMMON 880770102 1118 30000 SH SOLE I 30000 0 0 TERADYNE INC COMMON 880770102 790 21200 SH SOLE M 21200 0 0 TERADYNE INC COMMON 880770102 78 2100 SH SOLE S 2100 0 0 TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 681 9300 SH SOLE I 9300 0 0 TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 268 3656 SH SOLE M 3656 0 0 TETRA TECHNOLOGIES INC D COMMON 88162F105 391 25249 SH SOLE I 25249 0 0 TEXACO INC COMMON 881694103 19703 317157 SH SOLE I 317157 0 0 TEXACO INC COMMON 881694103 14438 232400 SH SOLE M 232400 0 0 TEXACO INC COMMON 881694103 27369 440550 SH SOLE S 440550 0 0 TEXACO INC COMMON 881694103 53 850 SH SOLE T 850 0 0 TEXAS INDS INC COMMON 882491103 262 8721 SH SOLE I 8721 0 0 TEXAS INSTRS INC COMMON 882508104 5557 117304 SH SOLE I 117304 0 0 TEXAS INSTRS INC COMMON 882508104 3757 79305 SH SOLE M 79305 0 0 TEXAS INSTRS INC COMMON 882508104 94016 1984500 SH SOLE S 1984500 0 0 TEXAS INSTRS INC COMMON 882508104 70 1475 SH SOLE T 1475 0 0 TIBCO SOFTWARE INC COMMON 88632Q103 59138 1233649 SH SOLE I 1233649 0 0 TIBCO SOFTWARE INC COMMON 88632Q103 57263 1194530 SH SOLE M 1194530 0 0 TIBCO SOFTWARE INC COMMON 88632Q103 6395 133400 SH SOLE S 133400 0 0 TIER TECHNOLOGIES INC CL B 88650Q100 363 63800 SH SOLE M 63800 0 0 TIER TECHNOLOGIES INC CL B 88650Q100 847 148900 SH SOLE S 148900 0 0 TIFFANY & CO NEW COMMON 886547108 781 24700 SH SOLE M 24700 0 0 TIME WARNER INC COMMON 887315109 105 2004 SH SOLE I 2004 0 0 TIME WARNER INC COMMON 887315109 468 8950 SH SOLE M 8950 0 0 TIME WARNER INC COMMON 887315109 563 10785 SH SOLE S 10785 0 0
TIME WARNER INC COMMON 887315109 80 1537 SH SOLE T 1537 0 0 TITAN PHARMACEUTICALS IN COMMON 888314101 20301 573963 SH SOLE I 573963 0 0 TITAN PHARMACEUTICALS IN COMMON 888314101 29250 826960 SH SOLE M 826960 0 0 TITAN PHARMACEUTICALS IN COMMON 888314101 2030 57400 SH SOLE S 57400 0 0 TOO INC COMMON 890333107 855 68400 SH SOLE M 68400 0 0 TOO INC COMMON 890333107 2268 181400 SH SOLE S 181400 0 0 TOTAL FINA ELF S A ADR 89151E109 7466 102711 SH SOLE I 102711 0 0 TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 8319 12100000 PRN SOLE M 12100000 0 0 TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 48 70000 PRN SOLE T 70000 0 0 TRANSMETA CORP DEL COMMON 89376R109 34381 1463038 SH SOLE I 1463038 0 0 TRANSMETA CORP DEL COMMON 89376R109 15702 668185 SH SOLE M 668185 0 0 TRANSMETA CORP DEL COMMON 89376R109 1101 46830 SH SOLE S 46830 0 0 TRANSWITCH CORP COMMON 894065101 23441 599126 SH SOLE I 599126 0 0 TRANSWITCH CORP COMMON 894065101 21771 556450 SH SOLE M 556450 0 0 TRANSWITCH CORP COMMON 894065101 1858 47500 SH SOLE S 47500 0 0 TRANSWITCH CORP NOTE 4.500 9/1 894065AA9 6799 7765000 PRN SOLE I 7765000 0 0 TRANSWITCH CORP NOTE 4.500 9/1 894065AA9 10481 11970000 PRN SOLE M 11970000 0 0 TRANSWITCH CORP NOTE 4.500 9/1 894065AA9 74 85000 PRN SOLE T 85000 0 0 TRIAD HOSPITALS HOLDINGS COMMON 89579K109 60 1833 SH SOLE M 1833 0 0 TRICON GLOBAL RESTAURANT COMMON 895953107 13 380 SH SOLE M 380 0 0 TRICON GLOBAL RESTAURANT COMMON 895953107 6 193 SH SOLE S 193 0 0 TRINITY INDS INC COMMON 896522109 20 800 SH SOLE I 800 0 0 TRINITY INDS INC COMMON 896522109 2963 118500 SH SOLE M 118500 0 0 TRINITY INDS INC COMMON 896522109 4406 176250 SH SOLE S 176250 0 0 TRUE NORTH COMMUNICATION COMMON 897844106 1706 40146 SH SOLE I 40146 0 0 TRUE NORTH COMMUNICATION COMMON 897844106 4616 108600 SH SOLE M 108600 0 0 TRUE NORTH COMMUNICATION COMMON 897844106 4645 109300 SH SOLE S 109300 0 0 TUBOS DE ACERO DE MEXICO ADR NEW PP 898592506 3924 274400 SH SOLE M 274400 0 0 TURKCELL ILETISIM HIZMET DEPOSITORY RECEI 900111105 71 10180 SH SOLE I 10180 0 0 TURKCELL ILETISIM HIZMET DEPOSITORY RECEI 900111105 631 90180 SH SOLE M 90180 0 0 TV AZTECA S A DE C V DEPOSITORY RECEI 901145102 23 2320 SH SOLE I 2320 0 0 TV AZTECA S A DE C V DEPOSITORY RECEI 901145102 1431 144000 SH SOLE M 144000 0 0 TYCO INTL LTD NEW COMMON 902124106 22 398 SH SOLE I 398 0 0 TYCO INTL LTD NEW COMMON 902124106 11 200 SH SOLE S 200 0 0 U S CONCRETE INC COMMON 90333L102 219 35066 SH SOLE I 35066 0 0 US UNWIRED INC CL A 90338R104 4055 276054 SH SOLE I 276054 0 0 US UNWIRED INC CL A 90338R104 6143 418267 SH SOLE K 418267 0 0 US UNWIRED INC CL A 90338R104 4423 301152 SH SOLE M 301152 0 0 ULTRAMAR DIAMOND SHAMROC COMMON 904000106 4323 140000 SH SOLE I 140000 0 0
UNIBANCO-UNIAO DE BANCOS DEPOSITORY RECEI 90458E107 2540 86300 SH SOLE I 86300 0 0 UNIBANCO-UNIAO DE BANCOS DEPOSITORY RECEI 90458E107 683 23200 SH SOLE M 23200 0 0 UNION PAC CORP COMMON 907818108 51 1000 SH SOLE T 1000 0 0 UNISYS CORP COMMON 909214108 1399 95640 SH SOLE I 95640 0 0 UNISYS CORP COMMON 909214108 936 64000 SH SOLE M 64000 0 0 UNISYS CORP COMMON 909214108 101 6900 SH SOLE S 6900 0 0 UNITED PARCEL SERVICE IN CL B 911312106 62 1050 SH SOLE M 1050 0 0 UNITED RETAIL GROUP INC COMMON 911380103 1005 167500 SH SOLE M 167500 0 0 UNITED RETAIL GROUP INC COMMON 911380103 2537 422900 SH SOLE S 422900 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 2800 35617 SH SOLE I 35617 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 13918 177020 SH SOLE M 177020 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 2162 27500 SH SOLE S 27500 0 0 UNITED WIS SVCS INC NEW COMMON 913238101 402 119100 SH SOLE M 119100 0 0 UNITED WIS SVCS INC NEW COMMON 913238101 928 274900 SH SOLE S 274900 0 0 UNIVISION COMMUNICATIONS CL A 914906102 85122 2079309 SH SOLE I 2079309 0 0 UNIVISION COMMUNICATIONS CL A 914906102 30975 756633 SH SOLE M 756633 0 0 UNIVISION COMMUNICATIONS CL A 914906102 1510 36890 SH SOLE S 36890 0 0 URBAN OUTFITTERS INC COMMON 917047102 598 75300 SH SOLE M 75300 0 0 URBAN OUTFITTERS INC COMMON 917047102 1585 199700 SH SOLE S 199700 0 0 VALASSIS COMMUNICATIONS COMMON 918866104 1821 57700 SH SOLE I 57700 0 0 VALASSIS COMMUNICATIONS COMMON 918866104 8737 276800 SH SOLE M 276800 0 0 VALASSIS COMMUNICATIONS COMMON 918866104 5243 166100 SH SOLE S 166100 0 0 VALLEY NATL BANCORP COMMON 919794107 1316 39500 SH SOLE I 39500 0 0 VALLEY NATL BANCORP COMMON 919794107 13333 400240 SH SOLE M 400240 0 0 VALLEY NATL BANCORP COMMON 919794107 20940 628585 SH SOLE S 628585 0 0 VARCO INTL INC DEL COMMON 922122106 110 5052 SH SOLE I 5052 0 0 VARCO INTL INC DEL COMMON 922122106 11644 535374 SH SOLE M 535374 0 0 VARCO INTL INC DEL COMMON 922122106 342 15734 SH SOLE S 15734 0 0 VARCO INTL INC DEL COMMON 922122106 43 1995 SH SOLE T 1995 0 0 VARIAN SEMICONDUCTOR EQU COMMON 922207105 12702 534834 SH SOLE I 534834 0 0 VARIAN SEMICONDUCTOR EQU COMMON 922207105 14729 620170 SH SOLE M 620170 0 0 VARIAN SEMICONDUCTOR EQU COMMON 922207105 3510 147800 SH SOLE S 147800 0 0 VEECO INSTRS INC DEL COMMON 922417100 522 13000 SH SOLE M 13000 0 0 VEECO INSTRS INC DEL COMMON 922417100 1384 34500 SH SOLE S 34500 0 0 VENTANA MED SYS INC COMMON 92276H106 45 2450 SH SOLE I 2450 0 0 VENTANA MED SYS INC COMMON 92276H106 5576 301400 SH SOLE M 301400 0 0 VENTANA MED SYS INC COMMON 92276H106 136 7350 SH SOLE S 7350 0 0 VENTIV HEALTH INC COMMON 922793104 21149 1683469 SH SOLE I 1683469 0 0 VENTIV HEALTH INC COMMON 922793104 18559 1477335 SH SOLE M 1477335 0 0
VENTIV HEALTH INC COMMON 922793104 1716 136600 SH SOLE S 136600 0 0 VERITAS HOLDINGS COMMON 923436109 6 12164 SH SOLE M 12164 0 0 VERITAS SOFTWARE CO COMMON 923436109 31 40503 SH SOLE I 40503 0 0 VERISIGN INC COMMON 92343E102 193537 2608759 SH SOLE I 2608759 0 0 VERISIGN INC COMMON 92343E102 90574 1220880 SH SOLE M 1220880 0 0 VERISIGN INC COMMON 92343E102 44277 596820 SH SOLE S 596820 0 0 VERITAS DGC INC COMMON 92343P107 63 1950 SH SOLE I 1950 0 0 VERITAS DGC INC COMMON 92343P107 8521 263800 SH SOLE M 263800 0 0 VERITAS DGC INC COMMON 92343P107 197 6100 SH SOLE S 6100 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 4606 91899 SH SOLE I 91899 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 23856 475935 SH SOLE M 475935 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 1480 29519 SH SOLE S 29519 0 0 VERSATA INC COMMON 925298101 13554 1516492 SH SOLE I 1516492 0 0 VERSATA INC COMMON 925298101 14604 1634050 SH SOLE M 1634050 0 0 VERSATA INC COMMON 925298101 2372 265400 SH SOLE S 265400 0 0 VERTEX PHARMACEUTICALS I COMMON 92532F100 17765 248465 SH SOLE I 248465 0 0 VERTEX PHARMACEUTICALS I COMMON 92532F100 7954 111250 SH SOLE M 111250 0 0 VERTEX PHARMACEUTICALS I COMMON 92532F100 224 3130 SH SOLE S 3130 0 0 VIANT CORP COMMON 92553N107 0 35 SH SOLE I 35 0 0 VIANT CORP COMMON 92553N107 4 1050 SH SOLE M 1050 0 0 VIDESH SANCHAR NIGAM SP ADR 92659G600 1609 128689 SH SOLE I 128689 0 0 VIDESH SANCHAR NIGAM SP ADR 92659G600 339 27098 SH SOLE M 27098 0 0 VIGNETTE CORP COMMON 926734104 68777 3820965 SH SOLE I 3820965 0 0 VIGNETTE CORP COMMON 926734104 20434 1135230 SH SOLE M 1135230 0 0 VIGNETTE CORP COMMON 926734104 940 52235 SH SOLE S 52235 0 0 VINA CONCHA Y TORO S A DEPOSITORY RECEI 927191106 942 24166 SH SOLE I 24166 0 0 VIRAGE INC COMMON 92763Q106 26 4850 SH SOLE I 4850 0 0 VIRAGE INC COMMON 92763Q106 3083 573500 SH SOLE M 573500 0 0 VIRAGE INC COMMON 92763Q106 84 15650 SH SOLE S 15650 0 0 VIRATA CORP COMMON 927646109 4049 372338 SH SOLE I 372338 0 0 VIRATA CORP COMMON 927646109 4362 401140 SH SOLE M 401140 0 0 VIRATA CORP COMMON 927646109 318 29200 SH SOLE S 29200 0 0 VISHAY INTERTECHNOLOGY I COMMON 928298108 818 54100 SH SOLE I 54100 0 0 VISHAY INTERTECHNOLOGY I COMMON 928298108 30 2000 SH SOLE M 2000 0 0 VITAL SIGNS INC COMMON 928469105 50 1550 SH SOLE I 1550 0 0 VITAL SIGNS INC COMMON 928469105 5863 182500 SH SOLE M 182500 0 0 VITAL SIGNS INC COMMON 928469105 151 4700 SH SOLE S 4700 0 0 VITESSE SEMICONDUCTOR CO COMMON 928497106 176 3175 SH SOLE T 3175 0 0 VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 14455 18125000 PRN SOLE I 18125000 0 0
VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 17122 21470000 PRN SOLE M 21470000 0 0 VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 48 60000 PRN SOLE T 60000 0 0 VITESSE SEMICONDUCTOR CO SDCV 4.000 3/1 928497AB2 347 435000 PRN SOLE I 435000 0 0 VITESSE SEMICONDUCTOR CO SDCV 4.000 3/1 928497AB2 26034 32645000 PRN SOLE M 32645000 0 0 VIVENDI UNIVERSAL ADR 92851S204 3654 55945 SH SOLE I 55945 0 0 VODAFONE GROUP PLC NEW ADR 92857W100 12679 354034 SH SOLE I 354034 0 0 VODAFONE GROUP PLC NEW ADR 92857W100 543 15155 SH SOLE M 15155 0 0 VODAFONE GROUP PLC NEW ADR 92857W100 3600 100525 SH SOLE S 100525 0 0 VOLT INFORMATION SCIENCE COMMON 928703107 160 7729 SH SOLE I 7729 0 0 VOLT INFORMATION SCIENCE COMMON 928703107 2314 111500 SH SOLE M 111500 0 0 VOLT INFORMATION SCIENCE COMMON 928703107 3000 144600 SH SOLE S 144600 0 0 WMC LTD ADR 928947100 1324 78460 SH SOLE I 78460 0 0 VOTORANTIM CELULOSE E PA DEPOSITORY RECEI 92906P106 1324 95000 SH SOLE M 95000 0 0 WABASH NATL CORP COMMON 929566107 1559 180700 SH SOLE M 180700 0 0 WABASH NATL CORP COMMON 929566107 2255 261500 SH SOLE S 261500 0 0 WABTEC CORP COMMON 929740108 1116 94954 SH SOLE M 94954 0 0 WABTEC CORP COMMON 929740108 2582 219768 SH SOLE S 219768 0 0 WAL MART STORES INC COMMON 931142103 212212 3994576 SH SOLE I 3994576 0 0 WAL MART STORES INC COMMON 931142103 622 11700 SH SOLE J 11700 0 0 WAL MART STORES INC COMMON 931142103 220397 4148653 SH SOLE M 4148653 0 0 WAL MART STORES INC COMMON 931142103 59336 1116915 SH SOLE S 1116915 0 0 WALGREEN CO COMMON 931422109 272 6500 SH SOLE M 6500 0 0 WALLACE COMPUTER SERVICE COMMON 932270101 17 1000 SH SOLE I 1000 0 0 WALLACE COMPUTER SERVICE COMMON 932270101 2627 154500 SH SOLE M 154500 0 0 WALLACE COMPUTER SERVICE COMMON 932270101 3577 210400 SH SOLE S 210400 0 0 WASHINGTON TR BANCORP COMMON 940610108 3 200 SH SOLE I 200 0 0 WASHINGTON TR BANCORP COMMON 940610108 1729 123500 SH SOLE M 123500 0 0 WASHINGTON TR BANCORP COMMON 940610108 1844 131700 SH SOLE S 131700 0 0 WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 187 5650 SH SOLE I 5650 0 0 WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 23375 707000 SH SOLE M 707000 0 0 WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 562 17000 SH SOLE S 17000 0 0 WATSCO INC COMMON 942622200 810 70300 SH SOLE M 70300 0 0 WATSCO INC COMMON 942622200 1953 169500 SH SOLE S 169500 0 0 WATTS INDS INC CL A 942749102 917 66100 SH SOLE M 66100 0 0 WATTS INDS INC CL A 942749102 2367 170600 SH SOLE S 170600 0 0 WEATHERFORD INTL INC COMMON 947074100 2 50 SH SOLE I 50 0 0 WEATHERFORD INTL INC COMMON 947074100 1016 21500 SH SOLE M 21500 0 0 WEBEX INC COMMON 94767L109 26672 1277683 SH SOLE I 1277683 0 0 WEBEX INC COMMON 94767L109 25168 1205675 SH SOLE M 1205675 0 0
WEBEX INC COMMON 94767L109 2411 115500 SH SOLE S 115500 0 0 WEBSENSE INC COMMON 947684106 43 2950 SH SOLE I 2950 0 0 WEBSENSE INC COMMON 947684106 5424 374100 SH SOLE M 374100 0 0 WEBSENSE INC COMMON 947684106 128 8850 SH SOLE S 8850 0 0 WEBMETHODS INC COMMON 94768C108 70091 788097 SH SOLE I 788097 0 0 WEBMETHODS INC COMMON 94768C108 35439 398471 SH SOLE M 398471 0 0 WEBMETHODS INC COMMON 94768C108 2630 29574 SH SOLE S 29574 0 0 WEBSTER FINL CORP CONN COMMON 947890109 23 800 SH SOLE I 800 0 0 WEBSTER FINL CORP CONN COMMON 947890109 14807 523000 SH SOLE M 523000 0 0 WEBSTER FINL CORP CONN COMMON 947890109 20600 727600 SH SOLE S 727600 0 0 WELLS FARGO & COMPANY COMMON 949746101 1867 33529 SH SOLE I 33529 0 0 WELLS FARGO & COMPANY COMMON 949746101 10876 195296 SH SOLE M 195296 0 0 WELLS FARGO & COMPANY COMMON 949746101 674 12100 SH SOLE S 12100 0 0 WESTON ROY F INC CL A 961137106 940 208800 SH SOLE M 208800 0 0 WESTON ROY F INC CL A 961137106 1307 290400 SH SOLE S 290400 0 0 WESTWOOD ONE INC COMMON 961815107 64883 3359628 SH SOLE I 3359628 0 0 WESTWOOD ONE INC COMMON 961815107 28635 1482735 SH SOLE M 1482735 0 0 WESTWOOD ONE INC COMMON 961815107 1689 87440 SH SOLE S 87440 0 0 WET SEAL INC CL A 961840105 10 500 SH SOLE I 500 0 0 WET SEAL INC CL A 961840105 4740 230500 SH SOLE M 230500 0 0 WET SEAL INC CL A 961840105 7008 340800 SH SOLE S 340800 0 0 WEYERHAEUSER CO COMMON 962166104 71 1400 SH SOLE M 1400 0 0 WEYERHAEUSER CO COMMON 962166104 10 200 SH SOLE S 200 0 0 WHITEHALL JEWELLERS INC COMMON 965063100 453 64200 SH SOLE M 64200 0 0 WHITEHALL JEWELLERS INC COMMON 965063100 1221 172900 SH SOLE S 172900 0 0 WILEY JOHN & SONS INC CL A 968223206 346 16100 SH SOLE I 16100 0 0 WILEY JOHN & SONS INC CL A 968223206 5472 254500 SH SOLE M 254500 0 0 WILEY JOHN & SONS INC CL A 968223206 5574 259250 SH SOLE S 259250 0 0 WILLIAMS COMMUNICATIONS CL A 969455104 1 100 SH SOLE I 100 0 0 WILLIAMS COMMUNICATIONS CL A 969455104 75 6400 SH SOLE M 6400 0 0 WILLIAMS SONOMA INC COMMON 969904101 4 200 SH SOLE I 200 0 0 WILLIAMS SONOMA INC COMMON 969904101 5162 258100 SH SOLE M 258100 0 0 WILLIAMS SONOMA INC COMMON 969904101 6632 331600 SH SOLE S 331600 0 0 WOODHEAD INDS INC COMMON 979438108 989 50400 SH SOLE M 50400 0 0 WOODHEAD INDS INC COMMON 979438108 2536 129200 SH SOLE S 129200 0 0 WORLDCOM INC GA NEW COMMON 98157D106 14 967 SH SOLE I 967 0 0 WORLDCOM INC GA NEW COMMON 98157D106 5 375 SH SOLE S 375 0 0 XCEL ENERGY INC COMMON 98389B100 21 736 SH SOLE I 736 0 0 XILINX INC COMMON 983919101 336852 7303018 SH SOLE I 7303018 0 0
XILINX INC COMMON 983919101 475 10300 SH SOLE J 10300 0 0 XILINX INC COMMON 983919101 210485 4563355 SH SOLE M 4563355 0 0 XILINX INC COMMON 983919101 20941 454000 SH SOLE S 454000 0 0 XIRCOM INC COMMON 983922105 408 26300 SH SOLE M 26300 0 0 XIRCOM INC COMMON 983922105 1083 69900 SH SOLE S 69900 0 0 XEROX CORP COMMON 984121103 11 2400 SH SOLE S 2400 0 0 YAHOO INC COMMON 984332106 156251 5197528 SH SOLE I 5197528 0 0 YAHOO INC COMMON 984332106 244 8100 SH SOLE J 8100 0 0 YAHOO INC COMMON 984332106 102784 3419006 SH SOLE M 3419006 0 0 YAHOO INC COMMON 984332106 74501 2478216 SH SOLE S 2478216 0 0 XICOR INC COMMON 984903104 5 1600 SH SOLE I 1600 0 0 XICOR INC COMMON 984903104 1865 552500 SH SOLE M 552500 0 0 XICOR INC COMMON 984903104 1567 464300 SH SOLE S 464300 0 0 YELLOW CORP COMMON 985509108 1537 75500 SH SOLE M 75500 0 0 YELLOW CORP COMMON 985509108 4170 204800 SH SOLE S 204800 0 0 YORK INTL CORP NEW COMMON 986670107 1163 37900 SH SOLE I 37900 0 0 YORK INTL CORP NEW COMMON 986670107 8082 263350 SH SOLE M 263350 0 0 YORK INTL CORP NEW COMMON 986670107 10299 335600 SH SOLE S 335600 0 0 ZIONS BANCORPORATION COMMON 989701107 1011 16200 SH SOLE M 16200 0 0 DAIMLERCHRYSLER AG ORD D1668R123 2055 49880 SH SOLE I 49880 0 0 AMDOCS LTD ORD G02602103 18 272 SH SOLE I 272 0 0 APW LTD COMMON G04397108 312 9234 SH SOLE I 9234 0 0 GLOBAL CROSSING LTD COMMON G3921A100 1636 114289 SH SOLE M 114289 0 0 GLOBAL CROSSING COMMON G3921A100 10749 1110580 SH SOLE I 1110580 0 0 GLOBAL CROSSING CVT PFD $16.875 G3921A134 12 80 SH SOLE I 80 0 0 GLOBAL CROSSING CVT PFD $16.875 G3921A134 25314 173980 SH SOLE M 173980 0 0 GLOBAL CROSSING LTD PFD CONV 7% G3921A142 3752 30200 SH SOLE I 30200 0 0 SANTA FE INTL CORP ORD G7805C108 5666 176714 SH SOLE I 176714 0 0 SANTA FE INTL CORP ORD G7805C108 7088 221065 SH SOLE M 221065 0 0 SANTA FE INTL CORP ORD G7805C108 502 15650 SH SOLE S 15650 0 0 SANTA FE INTL CORP ORD G7805C108 22 700 SH SOLE T 700 0 0 STEWART W P & CO LTD COMMON G84922106 1063 40900 SH SOLE M 40900 0 0 STEWART W P & CO LTD COMMON G84922106 2837 109100 SH SOLE S 109100 0 0 TRANSOCEAN SEDCO FOREX I ORD G90078109 31503 684858 SH SOLE I 684858 0 0 TRANSOCEAN SEDCO FOREX I ORD G90078109 3951 85895 SH SOLE M 85895 0 0 TRANSOCEAN SEDCO FOREX I ORD G90078109 31858 692567 SH SOLE S 692567 0 0 TRANSOCEAN SEDCO FOREX I ORD G90078109 34 737 SH SOLE T 737 0 0 SBS BROADCASTING SA ORD L8137F102 1718 65600 SH SOLE I 65600 0 0 SBS BROADCASTING SA ORD L8137F102 736 28100 SH SOLE M 28100 0 0
SBS BROADCASTING SA ORD L8137F102 126 4800 SH SOLE S 4800 0 0 CHECK POINT SOFTWARE TEC ORD M22465104 325 2430 SH SOLE I 2430 0 0 CHECK POINT SOFTWARE TEC ORD M22465104 156 1170 SH SOLE M 1170 0 0 RADVISION LTD ORD M81869105 369 30000 SH SOLE M 30000 0 0 ASM LITHOGRAPHY HLDG N V ADR N07059111 3124 138472 SH SOLE I 138472 0 0 CHICAGO BRIDGE & IRON CO COMMON N19808109 246 13699 SH SOLE I 13699 0 0 CHICAGO BRIDGE & IRON CO COMMON N19808109 1065 59400 SH SOLE M 59400 0 0 CHICAGO BRIDGE & IRON CO COMMON N19808109 3057 170400 SH SOLE S 170400 0 0 30077536 1818191382 1818191382 0 0