-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, MjpxYKAvUo1SyEgv0CP49K9BNfTW+kUhRROSlu0j5PC0fHuixvtyzuBwikZpAaqD PXeEPAIyBsY/eeJxGtuHRQ== 0000912057-01-516045.txt : 20010516 0000912057-01-516045.hdr.sgml : 20010516 ACCESSION NUMBER: 0000912057-01-516045 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010331 FILED AS OF DATE: 20010515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TCW GROUP INC CENTRAL INDEX KEY: 0000850401 STANDARD INDUSTRIAL CLASSIFICATION: REAL ESTATE INVESTMENT TRUSTS [6798] FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-02494 FILM NUMBER: 1638625 BUSINESS ADDRESS: STREET 1: 865 SOUTH FIGUEROA ST CITY: LOS ANGELES STATE: CA ZIP: 90017 MAIL ADDRESS: STREET 1: 865 SOUTH FIGUEROA STREET STREET 2: 865 SOUTH FIGUEROA STREET CITY: LOS ANGELES STATE: CA ZIP: 90017 13F-HR 1 a2049748z13f-hr.txt FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 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: 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: Linda Barker Title: Senior Vice President Phone: 213-244-0694 Signature, Place, and Date of Signing: /s/ LINDA D. BARKER --------------------------- Los Angeles, CA May 14, 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. 1 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 8 Form 13F Information Table Entry Total: 1,921 Form 13F Information Table Value Total (in thousands): 25,928,529 List of Other Included Managers: No. 13F File Number Name 01 TCW Special Credits (C) 02 TCW Investment Management Company (I) 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) 2
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE(K) SH/P AMT S/P P/C INV DSC MANAGERS SOLE SHARED NONE AAR CORP COMMON 000361105 344 26975 SH SOLE I 26975 0 0 AAR CORP COMMON 000361105 8661 678800 SH SOLE M 678800 0 0 AAR CORP COMMON 000361105 12581 986000 SH SOLE S 986000 0 0 ABC-NACO INC COMMON 000752105 104 34785 SH SOLE I 34785 0 0 ABC-NACO INC COMMON 000752105 350 116600 SH SOLE M 116600 0 0 ABC-NACO INC COMMON 000752105 872 290800 SH SOLE S 290800 0 0 AGCO CORP COMMON 001084102 3906 406900 SH SOLE I 406900 0 0 AES CORP COMMON 00130H105 3497 70000 SH SOLE I 70000 0 0 AES CORP CVT DEB 4.50% 08 00130HAN5 2254 1210000 PRN SOLE M 1210000 0 0 AK STL HLDG CORP COMMON 001547108 2402 238989 SH SOLE I 238989 0 0 AK STL HLDG CORP COMMON 001547108 5224 519810 SH SOLE M 519810 0 0 AK STL HLDG CORP COMMON 001547108 3096 308050 SH SOLE S 308050 0 0 AMR CORP COMMON 001765106 56 1600 SH SOLE M 1600 0 0 AOL TIME WARNER INC COMMON 00184A105 731 18212 SH SOLE I 18212 0 0 AOL TIME WARNER INC COMMON 00184A105 9041 225190 SH SOLE M 225190 0 0 AOL TIME WARNER INC COMMON 00184A105 648 16150 SH SOLE S 16150 0 0 AT&T CORP COMMON 001957109 1988 93320 SH SOLE I 93320 0 0 AT&T CORP COMMON 001957109 10353 486055 SH SOLE M 486055 0 0 AT&T CORP COMMON 001957109 160 7515 SH SOLE S 7515 0 0 AT&T CORP COM LIB GRP A 001957208 182 13020 SH SOLE I 13020 0 0 AT&T CORP COM LIB GRP A 001957208 1073 76617 SH SOLE M 76617 0 0 AT&T CORP COM LIB GRP A 001957208 36655 2618200 SH SOLE S 2618200 0 0 AT&T CORP COM LIB GRP A 001957208 11 800 SH SOLE T 800 0 0 ABGENIX INC COMMON 00339B107 66023 2787262 SH SOLE I 2787262 0 0 ABGENIX INC COMMON 00339B107 26519 1119535 SH SOLE M 1119535 0 0 ABGENIX INC COMMON 00339B107 16563 699240 SH SOLE S 699240 0 0 ACCREDO HEALTH INC COMMON 00437V104 3050 93300 SH SOLE I 93300 0 0 ACCREDO HEALTH INC COMMON 00437V104 10159 310800 SH SOLE M 310800 0 0 ACCREDO HEALTH INC COMMON 00437V104 393 12037 SH SOLE S 12037 0 0 ACME COMMUNICATION INC COMMON 004631107 12381 1172138 SH SOLE I 1172138 0 0 ACORN PRODS INC COMMON 004857108 2372 3162049 SH SOLE CM 3162049 0 0 ACTIVE POWER INC COMMON 00504W100 19712 970436 SH SOLE I 970436 0 0 ACTIVE POWER INC COMMON 00504W100 18441 907855 SH SOLE M 907855 0 0 ACTIVE POWER INC COMMON 00504W100 1763 86800 SH SOLE S 86800 0 0 ACTUANT CORP CL A NEW 00508X203 388 23880 SH SOLE M 23880 0 0 ACTUANT CORP CL A NEW 00508X203 684 42120 SH SOLE S 42120 0 0 ADAPTEC INC COMMON 00651F108 111 12822 SH SOLE I 12822 0 0
3 ADAPTEC INC COMMON 00651F108 3187 367500 SH SOLE M 367500 0 0 ADAPTEC INC COMMON 00651F108 3850 444000 SH SOLE S 444000 0 0 ADAPTEC INC CVT DEB 4.75% 02 00651FAC2 56 65000 PRN SOLE T 65000 0 0 ADMINISTAFF INC COMMON 007094105 166 9150 SH SOLE I 9150 0 0 ADMINISTAFF INC COMMON 007094105 8067 444450 SH SOLE M 444450 0 0 ADMINISTAFF INC COMMON 007094105 217 11950 SH SOLE S 11950 0 0 ADOBE SYS INC COMMON 00724F101 139 3972 SH SOLE I 3972 0 0 ADOBE SYS INC COMMON 00724F101 822 23515 SH SOLE M 23515 0 0 ADOBE SYS INC COMMON 00724F101 33003 943750 SH SOLE S 943750 0 0 ADVANCED FIBRE COMMUNICA COMMON 00754A105 8151 569475 SH SOLE I 569475 0 0 ADVANCED FIBRE COMMUNICA COMMON 00754A105 6768 472850 SH SOLE M 472850 0 0 ADVANCED FIBRE COMMUNICA COMMON 00754A105 716 50000 SH SOLE S 50000 0 0 AEROFLEX INC COMMON 007768104 105 10150 SH SOLE I 10150 0 0 AEROFLEX INC COMMON 007768104 5054 490125 SH SOLE M 490125 0 0 AEROFLEX INC COMMON 007768104 137 13274 SH SOLE S 13274 0 0 AETHER SYS INC COMMON 00808V105 13823 1063318 SH SOLE I 1063318 0 0 AETHER SYS INC COMMON 00808V105 3509 269920 SH SOLE M 269920 0 0 AETHER SYS INC COMMON 00808V105 82 6325 SH SOLE S 6325 0 0 AFFYMETRIX INC COMMON 00826T108 26445 950828 SH SOLE I 950828 0 0 AFFYMETRIX INC COMMON 00826T108 11107 399345 SH SOLE M 399345 0 0 AFFYMETRIX INC COMMON 00826T108 697 25050 SH SOLE S 25050 0 0 AGILE SOFTWARE CORP DEL COMMON 00846X105 3936 357287 SH SOLE I 357287 0 0 AGILE SOFTWARE CORP DEL COMMON 00846X105 3852 349650 SH SOLE M 349650 0 0 AGILE SOFTWARE CORP DEL COMMON 00846X105 5540 502950 SH SOLE S 502950 0 0 AGRIUM INC COMMON 008916108 275 21788 SH SOLE I 21788 0 0 AGRIUM INC COMMON 008916108 1255 99600 SH SOLE M 99600 0 0 AGRIUM INC COMMON 008916108 3542 281100 SH SOLE S 281100 0 0 AIRBORNE INC COMMON 009269101 199 19545 SH SOLE I 19545 0 0 AIRBORNE INC COMMON 009269101 2343 230400 SH SOLE M 230400 0 0 AIRBORNE INC COMMON 009269101 2487 244500 SH SOLE S 244500 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 82 9608 SH SOLE I 9608 0 0 ALBANY INTL CORP CL A 012348108 266 14441 SH SOLE I 14441 0 0 ALBANY INTL CORP CL A 012348108 7095 385599 SH SOLE M 385599 0 0 ALBANY INTL CORP CL A 012348108 8581 466350 SH SOLE S 466350 0 0 ALCOA INC COMMON 013817101 16909 470346 SH SOLE I 470346 0 0 ALCOA INC COMMON 013817101 36715 1021280 SH SOLE M 1021280 0 0 ALCOA INC COMMON 013817101 54195 1507505 SH SOLE S 1507505 0 0 ALCOA INC COMMON 013817101 34 940 SH SOLE T 940 0 0 ALCATEL DEPOSITORY RECEI 013904305 2478 86161 SH SOLE I 86161 0 0
4 ALKERMES INC COMMON 01642T108 15516 707284 SH SOLE I 707284 0 0 ALKERMES INC COMMON 01642T108 15753 718090 SH SOLE M 718090 0 0 ALKERMES INC COMMON 01642T108 1358 61900 SH SOLE S 61900 0 0 ALLEN TELECOM INC COMMON 018091108 4 300 SH SOLE I 300 0 0 ALLEN TELECOM INC COMMON 018091108 4098 317700 SH SOLE M 317700 0 0 ALLEN TELECOM INC COMMON 018091108 5581 432600 SH SOLE S 432600 0 0 ALLERGAN INC COMMON 018490102 13 175 SH SOLE I 175 0 0 ALLERGAN INC COMMON 018490102 1891 25500 SH SOLE M 25500 0 0 ALLIANCE SEMICONDUCTOR C COMMON 01877H100 1312 112900 SH SOLE M 112900 0 0 ALLIANCE SEMICONDUCTOR C COMMON 01877H100 3619 311300 SH SOLE S 311300 0 0 ALLIED WASTE INDUSTRIES COMMON 019589308 999 108720 SH SOLE K 108720 0 0 ALLIED WASTE INDUSTRIES COMMON 019589308 287 31280 SH SOLE M 31280 0 0 ALLSTATE CORP COMMON 020002101 302 7200 SH SOLE M 7200 0 0 ALPHARMA INC CL A 020813101 1234 37700 SH SOLE M 37700 0 0 ALSTOM DEPOSITORY RECEI 021244108 3170 114428 SH SOLE I 114428 0 0 ALTERA CORP COMMON 021441100 30273 1412163 SH SOLE I 1412163 0 0 ALTERA CORP COMMON 021441100 8000 373195 SH SOLE M 373195 0 0 ALTERA CORP COMMON 021441100 975 45480 SH SOLE S 45480 0 0 ALZA CORP DEL COMMON 022615108 5 120 SH SOLE I 120 0 0 ALZA CORP DEL COMMON 022615108 676 16700 SH SOLE M 16700 0 0 AMAZON COM INC COMMON 023135106 14445 1412063 SH SOLE I 1412063 0 0 AMAZON COM INC COMMON 023135106 4355 425685 SH SOLE M 425685 0 0 AMAZON COM INC COMMON 023135106 12360 1208205 SH SOLE S 1208205 0 0 AMAZON COM INC COMMON 023135106 10 1000 SH SOLE T 1000 0 0 AMERICA MOVEL SER L S.A. DE C.V. 02364W105 5290 361081 SH SOLE I 361081 0 0 AMERICA MOVIL S A DE C V DEPOSITORY RECEI 02364W105 2707 184802 SH SOLE M 184802 0 0 AMERICA ONLINE LATIN AME CL A 02365B100 438 93500 SH SOLE M 93500 0 0 AMERICAN EXPRESS CO COMMON 025816109 5103 123569 SH SOLE I 123569 0 0 AMERICAN EXPRESS CO COMMON 025816109 5248 127070 SH SOLE M 127070 0 0 AMERICAN EXPRESS CO COMMON 025816109 49 1190 SH SOLE S 1190 0 0 AMERICAN FINL HLDGS INC COMMON 026075101 506 23672 SH SOLE I 23672 0 0 AMERICAN FINL HLDGS INC COMMON 026075101 6192 289700 SH SOLE M 289700 0 0 AMERICAN FINL HLDGS INC COMMON 026075101 5856 273950 SH SOLE S 273950 0 0 AMERICAN HOME PRODS CORP COMMON 026609107 19 317 SH SOLE I 317 0 0 AMERICAN HOME PRODS CORP COMMON 026609107 3502 59600 SH SOLE M 59600 0 0 AMERICAN INTL GROUP INC COMMON 026874107 158896 1973862 SH SOLE I 1973862 0 0 AMERICAN INTL GROUP INC COMMON 026874107 371 4612 SH SOLE J 4612 0 0 AMERICAN INTL GROUP INC COMMON 026874107 153106 1901932 SH SOLE M 1901932 0 0 AMERICAN INTL GROUP INC COMMON 026874107 31197 387536 SH SOLE S 387536 0 0
5 AMERICAN INTL GROUP INC COMMON 026874107 68 843 SH SOLE T 843 0 0 AMERICAN PWR CONVERSION COMMON 029066107 2414 187300 SH SOLE I 187300 0 0 AMERICAN PWR CONVERSION COMMON 029066107 8001 620700 SH SOLE M 620700 0 0 AMERICAN PWR CONVERSION COMMON 029066107 4111 318950 SH SOLE S 318950 0 0 AMERICAN RESIDENTIAL INV COMMON 02926T103 350 108800 SH SOLE I 108800 0 0 AMERICAN RESIDENTIAL INV COMMON 02926T103 188 58500 SH SOLE M 58500 0 0 AMERICAN TOWER CORP CL A 029912201 37012 2000668 SH SOLE I 2000668 0 0 AMERICAN TOWER CORP CL A 029912201 10157 549030 SH SOLE M 549030 0 0 AMERICAN TOWER CORP CL A 029912201 236 12735 SH SOLE S 12735 0 0 AMERICAN TOWER 144A CVT DEB 2.25% 10 029912AC6 71 90000 PRN SOLE T 90000 0 0 AMERICAN TOWER CVT DEB 2.25% 10 029912AD4 5543 6940000 PRN SOLE I 6940000 0 0 AMERICAN TOWER CVT DEB 2.25% 10 029912AD4 20712 25930000 PRN SOLE M 25930000 0 0 AMGEN INC COMMON 031162100 261300 4341429 SH SOLE I 4341429 0 0 AMGEN INC COMMON 031162100 614 10200 SH SOLE J 10200 0 0 AMGEN INC COMMON 031162100 247512 4112347 SH SOLE M 4112347 0 0 AMGEN INC COMMON 031162100 49799 827395 SH SOLE S 827395 0 0 ANADIGICS INC COMMON 032515108 404 30518 SH SOLE I 30518 0 0 ANADIGICS INC COMMON 032515108 10609 800700 SH SOLE M 800700 0 0 ANADIGICS INC COMMON 032515108 11378 858700 SH SOLE S 858700 0 0 ANALOG DEVICES INC COMMON 032654105 7 194 SH SOLE I 194 0 0 ANALOG DEVICES INC COMMON 032654105 3372 93050 SH SOLE M 93050 0 0 ANALOG DEVICES INC COMMON 032654105 959 26450 SH SOLE S 26450 0 0 ANDRX GROUP COMMON 034553107 111352 2272493 SH SOLE I 2272493 0 0 ANDRX GROUP COMMON 034553107 53958 1101185 SH SOLE M 1101185 0 0 ANDRX GROUP COMMON 034553107 21891 446765 SH SOLE S 446765 0 0 ANIXTER INTL INC COMMON 035290105 2861 118700 SH SOLE I 118700 0 0 ANIXTER INTL INC COMMON 035290105 8058 334350 SH SOLE M 334350 0 0 ANIXTER INTL INC COMMON 035290105 4327 179550 SH SOLE S 179550 0 0 ANNTAYLOR STORES CORP COMMON 036115103 2529 95250 SH SOLE I 95250 0 0 ANNTAYLOR STORES CORP COMMON 036115103 11401 429400 SH SOLE M 429400 0 0 ANNTAYLOR STORES CORP COMMON 036115103 8973 337950 SH SOLE S 337950 0 0 ANTEC CORP COMMON 03664P105 720 98900 SH SOLE M 98900 0 0 ANTEC CORP COMMON 03664P105 1978 271600 SH SOLE S 271600 0 0 ANTHRACITE CAP INC COMMON 037023108 2622 271700 SH SOLE M 271700 0 0 ANWORTH MORTGAGE ASSET C COMMON 037347101 1053 221600 SH SOLE I 221600 0 0 APEX MORTGAGE CAPITAL COMMON 037564101 2785 294667 SH SOLE T 294667 0 0 APOGENT TECHNOLOGIES INC COMMON 03760A101 1117 55200 SH SOLE I 55200 0 0 APOGENT TECHNOLOGIES INC COMMON 03760A101 1466 72450 SH SOLE M 72450 0 0 APOGENT TECHNOLOGIES INC COMMON 03760A101 87 4300 SH SOLE S 4300 0 0
6 APPLERA CORP APP BIO COM AP BIO GRP 038020103 48 1732 SH SOLE I 1732 0 0 APPLERA CORP APP BIO COM AP BIO GRP 038020103 207 7450 SH SOLE M 7450 0 0 APPLERA CORP APP BIO COM AP BIO GRP 038020103 1 50 SH SOLE S 50 0 0 APPLIED EXTRUSION TECHNO COMMON 038196101 668 227300 SH SOLE M 227300 0 0 APPLIED EXTRUSION TECHNO COMMON 038196101 1132 385400 SH SOLE S 385400 0 0 APPLIED INDL TECHNOLOGIE COMMON 03820C105 290 17679 SH SOLE I 17679 0 0 APPLIED MATLS INC COMMON 038222105 166143 3819388 SH SOLE I 3819388 0 0 APPLIED MATLS INC COMMON 038222105 392 9000 SH SOLE J 9000 0 0 APPLIED MATLS INC COMMON 038222105 193144 4440082 SH SOLE M 4440082 0 0 APPLIED MATLS INC COMMON 038222105 119628 2750065 SH SOLE S 2750065 0 0 APPLIED MATLS INC COMMON 038222105 46 1060 SH SOLE T 1060 0 0 ARCH WIRELESS INC COMMON 039392105 362 594248 SH SOLE I 594248 0 0 ARCH WIRELESS INC COMMON 039392105 1381 2268206 SH SOLE M 2268206 0 0 ARDEN GROUP CL A COMMON 039762109 2191 63519 SH SOLE I 63519 0 0 ARENA PHARMACEUTICALS IN COMMON 040047102 11939 670277 SH SOLE I 670277 0 0 ARENA PHARMACEUTICALS IN COMMON 040047102 14425 809840 SH SOLE M 809840 0 0 ARENA PHARMACEUTICALS IN COMMON 040047102 1150 64550 SH SOLE S 64550 0 0 ARIBA INC COMMON 04033V104 14849 1878146 SH SOLE I 1878146 0 0 ARIBA INC COMMON 04033V104 4141 523750 SH SOLE M 523750 0 0 ARIBA INC COMMON 04033V104 233 29420 SH SOLE S 29420 0 0 ARROW ELECTRS INC COMMON 042735100 1200 53097 SH SOLE I 53097 0 0 ARROW ELECTRS INC COMMON 042735100 5229 231350 SH SOLE M 231350 0 0 ARROW ELECTRS INC COMMON 042735100 6268 277350 SH SOLE S 277350 0 0 ARTHROCARE CORP COMMON 043136100 125 8950 SH SOLE I 8950 0 0 ARTHROCARE CORP COMMON 043136100 6059 432750 SH SOLE M 432750 0 0 ARTHROCARE CORP COMMON 043136100 162 11600 SH SOLE S 11600 0 0 ASPEN TECHNOLOGY INC COMMON 045327103 122 5100 SH SOLE I 5100 0 0 ASPEN TECHNOLOGY INC COMMON 045327103 5923 248100 SH SOLE M 248100 0 0 ASPEN TECHNOLOGY INC COMMON 045327103 159 6650 SH SOLE S 6650 0 0 ASTEC INDS INC COMMON 046224101 639 48898 SH SOLE I 48898 0 0 ASTEC INDS INC COMMON 046224101 3882 297200 SH SOLE M 297200 0 0 ASTEC INDS INC COMMON 046224101 6371 487700 SH SOLE S 487700 0 0 ASTEC INDS INC COMMON 046224101 12 900 SH SOLE T 900 0 0 ASTORIA FINL CORP COMMON 046265104 549 10272 SH SOLE I 10272 0 0 ASTROPOWER INC COMMON 04644A101 122 4050 SH SOLE I 4050 0 0 ASTROPOWER INC COMMON 04644A101 5868 195600 SH SOLE M 195600 0 0 ASTROPOWER INC COMMON 04644A101 158 5250 SH SOLE S 5250 0 0 AURORA BIOSCIENCES CORP COMMON 051920106 88 4900 SH SOLE I 4900 0 0 AURORA BIOSCIENCES CORP COMMON 051920106 4291 240050 SH SOLE M 240050 0 0
7 AURORA BIOSCIENCES CORP COMMON 051920106 115 6450 SH SOLE S 6450 0 0 AXA ADR 054536107 5659 103353 SH SOLE I 103353 0 0 AXCELIS TECHNOLOGIES INC COMMON 054540109 1184 102400 SH SOLE M 102400 0 0 AXCELIS TECHNOLOGIES INC COMMON 054540109 3315 286700 SH SOLE S 286700 0 0 BHA GROUP HLDGS INC COMMON 055446108 773 45490 SH SOLE M 45490 0 0 BHA GROUP HLDGS INC COMMON 055446108 2180 128239 SH SOLE S 128239 0 0 BP AMOCO P L C ADR 055622104 7 145 SH SOLE I 145 0 0 BP AMOCO P L C ADR 055622104 248 5004 SH SOLE M 5004 0 0 BP AMOCO P L C ADR 055622104 144 2911 SH SOLE S 2911 0 0 BAKER HUGHES INC COMMON 057224107 78 2155 SH SOLE M 2155 0 0 BAKER HUGHES INC COMMON 057224107 7077 194900 SH SOLE S 194900 0 0 BALDOR ELEC CO COMMON 057741100 1278 60700 SH SOLE M 60700 0 0 BALDOR ELEC CO COMMON 057741100 3421 162500 SH SOLE S 162500 0 0 BALDWIN TECHNOLOGY INC CL A 058264102 194 148000 SH SOLE M 148000 0 0 BALDWIN TECHNOLOGY INC CL A 058264102 467 356300 SH SOLE S 356300 0 0 BANCORPSOUTH INC COMMON 059692103 246 16695 SH SOLE I 16695 0 0 BANK OF AMERICA CORP COMMON 060505104 2439 44546 SH SOLE I 44546 0 0 BANK OF AMERICA CORP COMMON 060505104 12551 229238 SH SOLE M 229238 0 0 BANK OF AMERICA CORP COMMON 060505104 199 3635 SH SOLE S 3635 0 0 BANK TOKYO-MITSUBISHI LT ADR 065379109 2166 226066 SH SOLE I 226066 0 0 BANKNORTH GROUP INC NEW COMMON 06646R107 1967 98972 SH SOLE I 98972 0 0 BANKNORTH GROUP INC NEW COMMON 06646R107 17784 894810 SH SOLE M 894810 0 0 BANKNORTH GROUP INC NEW COMMON 06646R107 22652 1139700 SH SOLE S 1139700 0 0 BANTA CORP COMMON 066821109 512 21119 SH SOLE I 21119 0 0 BANTA CORP COMMON 066821109 1744 71900 SH SOLE M 71900 0 0 BANTA CORP COMMON 066821109 4598 189600 SH SOLE S 189600 0 0 BARNES GROUP INC COMMON 067806109 228 11996 SH SOLE I 11996 0 0 BARNES GROUP INC COMMON 067806109 1098 57800 SH SOLE M 57800 0 0 BARNES GROUP INC COMMON 067806109 3044 160200 SH SOLE S 160200 0 0 BBVA BANCO FRANCES SA ADR 07329M100 418 16002 SH SOLE I 16002 0 0 BEA SYS INC COMMON 073325102 1 30 SH SOLE I 30 0 0 BEA SYS INC COMMON 073325102 2910 99050 SH SOLE M 99050 0 0 BEA SYS INC COMMON 073325102 1488 50650 SH SOLE S 50650 0 0 BEA SYSTEMS 144A CVT DEB 4.00% 12 073325AC6 4991 4550000 PRN SOLE I 4550000 0 0 BEA SYSTEMS 144A CVT DEB 4.00% 12 073325AC6 8556 7800000 PRN SOLE M 7800000 0 0 BEA SYSTEMS 144A CVT DEB 4.00% 12 073325AC6 93 85000 PRN SOLE T 85000 0 0 BEA SYSTEMS CVT DEB 4.00% 12/15/2006 073325AD4 1810 1650000 PRN SOLE I 1650000 0 0 BEA SYSTEMS CVT DEB 4.00% 12/15/2006 073325AD4 19157 17465000 PRN SOLE M 17465000 0 0 BEA SYSTEMS CVT DEB 4.00% 12/15/2006 073325AD4 22 20000 PRN SOLE T 20000 0 0
8 BED BATH & BEYOND INC COMMON 075896100 98465 4008744 SH SOLE I 4008744 0 0 BED BATH & BEYOND INC COMMON 075896100 27035 1100680 SH SOLE M 1100680 0 0 BED BATH & BEYOND INC COMMON 075896100 609 24795 SH SOLE S 24795 0 0 BELL INDS INC COMMON 078107109 330 113700 SH SOLE M 113700 0 0 BELL INDS INC COMMON 078107109 803 276952 SH SOLE S 276952 0 0 BELL MICROPRODUCTS INC COMMON 078137106 1046 92500 SH SOLE M 92500 0 0 BELL MICROPRODUCTS INC COMMON 078137106 4114 363700 SH SOLE S 363700 0 0 BELLSOUTH CORP COMMON 079860102 1432 34995 SH SOLE I 34995 0 0 BELLSOUTH CORP COMMON 079860102 7144 174575 SH SOLE M 174575 0 0 BELLSOUTH CORP COMMON 079860102 110 2690 SH SOLE S 2690 0 0 BELO CORP COM SER A 080555105 2481 150666 SH SOLE I 150666 0 0 BELO CORP COM SER A 080555105 14696 892300 SH SOLE M 892300 0 0 BELO CORP COM SER A 080555105 14818 899700 SH SOLE S 899700 0 0 BEST BUY INC COMMON 086516101 13427 373400 SH SOLE I 373400 0 0 BEST BUY INC COMMON 086516101 24969 694365 SH SOLE M 694365 0 0 BEST BUY INC COMMON 086516101 38686 1075805 SH SOLE S 1075805 0 0 BEST BUY INC COMMON 086516101 57 1585 SH SOLE T 1585 0 0 BEVERLY ENTERPRISES INC COM NEW 087851309 1641 205100 SH SOLE M 205100 0 0 BEVERLY ENTERPRISES INC COM NEW 087851309 1493 186600 SH SOLE S 186600 0 0 BIO RAD LABS INC CL A 090572207 318 8824 SH SOLE I 8824 0 0 BIO RAD LABS INC CL A 090572207 4424 122900 SH SOLE M 122900 0 0 BIO RAD LABS INC CL A 090572207 5432 150900 SH SOLE S 150900 0 0 BIOGEN INC COMMON 090597105 207155 3271942 SH SOLE I 3271942 0 0 BIOGEN INC COMMON 090597105 525 8300 SH SOLE J 8300 0 0 BIOGEN INC COMMON 090597105 197151 3113929 SH SOLE M 3113929 0 0 BIOGEN INC COMMON 090597105 19509 308145 SH SOLE S 308145 0 0 BLOCK H & R INC COMMON 093671105 1802 36000 SH SOLE I 36000 0 0 BLOCK H & R INC COMMON 093671105 3089 61700 SH SOLE M 61700 0 0 BLOCK H & R INC COMMON 093671105 125 2500 SH SOLE S 2500 0 0 BOEING CO COMMON 097023105 7921 142186 SH SOLE I 142186 0 0 BOEING CO COMMON 097023105 11037 198111 SH SOLE M 198111 0 0 BOEING CO COMMON 097023105 44215 793655 SH SOLE S 793655 0 0 BOWNE & CO INC COMMON 103043105 14 1300 SH SOLE I 1300 0 0 BOWNE & CO INC COMMON 103043105 5669 513000 SH SOLE M 513000 0 0 BOWNE & CO INC COMMON 103043105 5656 511900 SH SOLE S 511900 0 0 BRASIL TELECOM PART S.A ADR 105530109 1484 37909 SH SOLE I 37909 0 0 BRASIL TELECOM PART S.A ADR 105530109 1335 34100 SH SOLE M 34100 0 0 BRITISH AWYS PLC DEPOSITORY RECEI 110419306 5838 127611 SH SOLE I 127611 0 0 BROADCOM CORP CL A 111320107 63 2181 SH SOLE I 2181 0 0
9 BROADCOM CORP CL A 111320107 206 7140 SH SOLE M 7140 0 0 BROADCOM CORP CL A 111320107 11678 404100 SH SOLE S 404100 0 0 BROADWING INC COMMON 111620100 347 18100 SH SOLE M 18100 0 0 BUCA INC COMMON 117769109 142 7600 SH SOLE I 7600 0 0 BUCA INC COMMON 117769109 6863 368600 SH SOLE M 368600 0 0 BUCA INC COMMON 117769109 184 9900 SH SOLE S 9900 0 0 BUSH INDS INC CL A 123164105 3 200 SH SOLE I 200 0 0 BUSH INDS INC CL A 123164105 3371 234100 SH SOLE M 234100 0 0 BUSH INDS INC CL A 123164105 3627 251900 SH SOLE S 251900 0 0 C COR NET CORP COMMON 125010108 766 114500 SH SOLE M 114500 0 0 C COR NET CORP COMMON 125010108 2148 321200 SH SOLE S 321200 0 0 CSG SYS INTL INC COMMON 126349109 85021 2064236 SH SOLE I 2064236 0 0 CSG SYS INTL INC COMMON 126349109 78094 1896052 SH SOLE M 1896052 0 0 CSG SYS INTL INC COMMON 126349109 7265 176400 SH SOLE S 176400 0 0 CTS CORP COMMON 126501105 8 400 SH SOLE I 400 0 0 CTS CORP COMMON 126501105 3210 154700 SH SOLE M 154700 0 0 CTS CORP COMMON 126501105 1946 93800 SH SOLE S 93800 0 0 CVS CORP COMMON 126650100 11 190 SH SOLE I 190 0 0 CVS CORP COMMON 126650100 1702 29100 SH SOLE M 29100 0 0 CV THERAPEUTICS INC COMMON 126667104 5967 180812 SH SOLE I 180812 0 0 CV THERAPEUTICS INC COMMON 126667104 5890 178495 SH SOLE M 178495 0 0 CV THERAPEUTICS INC COMMON 126667104 554 16800 SH SOLE S 16800 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 98848 1404888 SH SOLE I 1404888 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 29950 425670 SH SOLE M 425670 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 693 9850 SH SOLE S 9850 0 0 CABLEVISION SYS CORP CL A RAINB MED 12686C844 14715 565962 SH SOLE I 565962 0 0 CABLEVISION SYS CORP CL A RAINB MED 12686C844 5581 214635 SH SOLE M 214635 0 0 CABLEVISION SYS CORP CL A RAINB MED 12686C844 128 4925 SH SOLE S 4925 0 0 CALGON CARBON CORP COMMON 129603106 778 104000 SH SOLE M 104000 0 0 CALGON CARBON CORP COMMON 129603106 2156 288300 SH SOLE S 288300 0 0 CALIFORNIA PIZZA KITCHEN COMMON 13054D109 11512 405721 SH SOLE I 405721 0 0 CALIFORNIA PIZZA KITCHEN COMMON 13054D109 10983 387075 SH SOLE M 387075 0 0 CALIFORNIA PIZZA KITCHEN COMMON 13054D109 1022 36000 SH SOLE S 36000 0 0 CALIPER TECHNOLOGIES COR COMMON 130876105 81 5000 SH SOLE I 5000 0 0 CALIPER TECHNOLOGIES COR COMMON 130876105 3926 243450 SH SOLE M 243450 0 0 CALIPER TECHNOLOGIES COR COMMON 130876105 106 6550 SH SOLE S 6550 0 0 CALPINE CORP COMMON 131347106 18 329 SH SOLE I 329 0 0 CALPINE CORP COMMON 131347106 2335 42400 SH SOLE M 42400 0 0 CAMINUS CORP COMMON 133766105 134 6550 SH SOLE I 6550 0 0
10 CAMINUS CORP COMMON 133766105 6564 321150 SH SOLE M 321150 0 0 CAMINUS CORP COMMON 133766105 178 8700 SH SOLE S 8700 0 0 CANON INC ADR 138006309 2111 57765 SH SOLE I 57765 0 0 CAPITAL ONE FINL CORP COMMON 14040H105 16943 305287 SH SOLE I 305287 0 0 CAPITAL ONE FINL CORP COMMON 14040H105 25071 451725 SH SOLE M 451725 0 0 CAPITAL ONE FINL CORP COMMON 14040H105 13771 248125 SH SOLE S 248125 0 0 CAPITAL ONE FINL CORP COMMON 14040H105 25 445 SH SOLE T 445 0 0 CAPSTONE TURBINE CORP COMMON 14067D102 19827 698739 SH SOLE I 698739 0 0 CAPSTONE TURBINE CORP COMMON 14067D102 16389 577600 SH SOLE M 577600 0 0 CAPSTONE TURBINE CORP COMMON 14067D102 1521 53600 SH SOLE S 53600 0 0 CAPSTEAD MTG CORP PFD B CV $1.26 14067E308 6110 520000 SH SOLE I 520000 0 0 CARDINAL HEALTH INC COMMON 14149Y108 7740 80000 SH SOLE I 80000 0 0 CAREER EDUCATION CORP COMMON 141665109 384 7650 SH SOLE I 7650 0 0 CAREER EDUCATION CORP COMMON 141665109 18585 369850 SH SOLE M 369850 0 0 CAREER EDUCATION CORP COMMON 141665109 503 10000 SH SOLE S 10000 0 0 CASUAL MALE CORP MASS COMMON 148710106 1112 370500 SH SOLE M 370500 0 0 CASUAL MALE CORP MASS COMMON 148710106 1169 389700 SH SOLE S 389700 0 0 CELL THERAPEUTICS INC COMMON 150934107 5077 283039 SH SOLE I 283039 0 0 CELL THERAPEUTICS INC COMMON 150934107 8076 450255 SH SOLE M 450255 0 0 CELL THERAPEUTICS INC COMMON 150934107 542 30200 SH SOLE S 30200 0 0 CELESTICA INC CVT DB LYN 0.00% 08/01/202 15101QAA6 7268 20400000 PRN SOLE I 20400000 0 0 CELESTICA INC CVT DB LYN 0.00% 08/01/202 15101QAA6 29535 82905000 PRN SOLE M 82905000 0 0 CELGENE CORP COMMON 151020104 8791 351650 SH SOLE I 351650 0 0 CELGENE CORP COMMON 151020104 8736 349425 SH SOLE M 349425 0 0 CELGENE CORP COMMON 151020104 803 32100 SH SOLE S 32100 0 0 CEMEX S A DEPOSITORY RECEI 151290889 1233 57350 SH SOLE I 57350 0 0 CERIDIAN CORP NEW COMMON 156779100 3279 177269 SH SOLE I 177269 0 0 CERIDIAN CORP NEW COMMON 156779100 3084 166700 SH SOLE M 166700 0 0 CERIDIAN CORP NEW COMMON 156779100 117 6350 SH SOLE S 6350 0 0 CHART HOUSE ENTERPRISES COMMON 160902102 1 400 SH SOLE I 400 0 0 CHART HOUSE ENTERPRISES COMMON 160902102 938 366500 SH SOLE M 366500 0 0 CHART HOUSE ENTERPRISES COMMON 160902102 1024 399900 SH SOLE S 399900 0 0 CHARLOTTE RUSSE HLDG INC COMMON 161048103 226 7600 SH SOLE I 7600 0 0 CHARLOTTE RUSSE HLDG INC COMMON 161048103 10894 366200 SH SOLE M 366200 0 0 CHARLOTTE RUSSE HLDG INC COMMON 161048103 295 9900 SH SOLE S 9900 0 0 CHARTER COMMUNICATIONS 144A 5.75% 10/1 16117MAA5 5229 4185000 PRN SOLE I 4185000 0 0 CHARTER COMMUNICATIONS 144A 5.75% 10/1 16117MAA5 6890 5515000 PRN SOLE M 5515000 0 0 CHARTER COMMUNICATIONS CVT DEB 5.75% 10 16117MAB3 6303 5045000 PRN SOLE M 5045000 0 0 CHARTERED SEMICONDUCTOR ADR 16133R106 1510 62796 SH SOLE I 62796 0 0
11 CHECKFREE CORP NEW COMMON 162813109 39751 1350366 SH SOLE I 1350366 0 0 CHECKFREE CORP NEW COMMON 162813109 16530 561545 SH SOLE M 561545 0 0 CHECKFREE CORP NEW COMMON 162813109 11931 405300 SH SOLE S 405300 0 0 CHEROKEE INC DEL NEW COMMON 16444H102 777 87900 SH SOLE I 87900 0 0 CHEROKEE INC DEL NEW COMMON 16444H102 811 91700 SH SOLE M 91700 0 0 CHEVRON CORPORATION COMMON 166751107 6823 77716 SH SOLE I 77716 0 0 CHEVRON CORPORATION COMMON 166751107 4771 54335 SH SOLE M 54335 0 0 CHEVRON CORPORATION COMMON 166751107 12503 142405 SH SOLE S 142405 0 0 CHICAGO BRIDGE & IRON CO DEPOSITORY RECEI 167250109 334 14079 SH SOLE I 14079 0 0 CHICAGO BRIDGE & IRON CO DEPOSITORY RECEI 167250109 1119 47100 SH SOLE M 47100 0 0 CHICAGO BRIDGE & IRON CO DEPOSITORY RECEI 167250109 3104 130700 SH SOLE S 130700 0 0 CHILES OFFSHORE INC COMMON 16888M104 117 5750 SH SOLE I 5750 0 0 CHILES OFFSHORE INC COMMON 16888M104 5695 279600 SH SOLE M 279600 0 0 CHILES OFFSHORE INC COMMON 16888M104 155 7600 SH SOLE S 7600 0 0 CHINA MOBILE HONG KONG L DEPOSITORY RECEI 16941M109 2128 96700 SH SOLE M 96700 0 0 CHINA MOBILE HONG KONG L NOTE 2.250 11/0 16941MAA7 5443 5685000 PRN SOLE I 5685000 0 0 CHINA MOBILE HONG KONG L NOTE 2.250 11/0 16941MAA7 23411 24450000 PRN SOLE M 24450000 0 0 CIENA CORP COMMON 171779101 4 85 SH SOLE I 85 0 0 CIENA CORP COMMON 171779101 1298 31100 SH SOLE M 31100 0 0 CIENA CORP NOTE 3.750 2/0 171779AA9 5321 6955000 PRN SOLE I 6955000 0 0 CIENA CORP NOTE 3.750 2/0 171779AA9 21497 28100000 PRN SOLE M 28100000 0 0 CIENA CORP NOTE 3.750 2/0 171779AA9 77 100000 PRN SOLE T 100000 0 0 CIRCOR INTL INC COMMON 17273K109 1677 113300 SH SOLE M 113300 0 0 CIRCOR INTL INC COMMON 17273K109 4382 296100 SH SOLE S 296100 0 0 CIRRUS LOGIC CORP COMMON 172755100 2 140 SH SOLE I 140 0 0 CIRRUS LOGIC CORP COMMON 172755100 953 63800 SH SOLE M 63800 0 0 CIRRUS LOGIC CORP COMMON 172755100 1344 90000 SH SOLE S 90000 0 0 CISCO SYS INC COMMON 17275R102 103507 6545896 SH SOLE I 6545896 0 0 CISCO SYS INC COMMON 17275R102 223 14100 SH SOLE J 14100 0 0 CISCO SYS INC COMMON 17275R102 99167 6271412 SH SOLE M 6271412 0 0 CISCO SYS INC COMMON 17275R102 39053 2469781 SH SOLE S 2469781 0 0 CITADEL COMMUNICATIONS C COMMON 172853202 234 9405 SH SOLE I 9405 0 0 CITIGROUP INC COMMON 172967101 32846 730241 SH SOLE I 730241 0 0 CITIGROUP INC COMMON 172967101 88067 1957924 SH SOLE M 1957924 0 0 CITIGROUP INC COMMON 172967101 107601 2392191 SH SOLE S 2392191 0 0 CITIGROUP INC COMMON 172967101 71 1585 SH SOLE T 1585 0 0 CLEAR CHANNEL COMMUNICAT COMMON 184502102 37414 687129 SH SOLE I 687129 0 0 CLEAR CHANNEL COMMUNICAT COMMON 184502102 19445 357110 SH SOLE M 357110 0 0 CLEAR CHANNEL COMMUNICAT COMMON 184502102 39677 728695 SH SOLE S 728695 0 0
12 CLOROX CO DEL COMMON 189054109 1286 40900 SH SOLE I 40900 0 0 CLOROX CO DEL COMMON 189054109 2352 74800 SH SOLE M 74800 0 0 CLOROX CO DEL COMMON 189054109 86 2750 SH SOLE S 2750 0 0 COCA COLA CO COMMON 191216100 500 11067 SH SOLE I 11067 0 0 COCA COLA CO COMMON 191216100 2235 49480 SH SOLE M 49480 0 0 COCA COLA CO COMMON 191216100 23508 520550 SH SOLE S 520550 0 0 COCA-COLA FEMSA S.A.DE C DEPOSITORY RECEI 191241108 736 38440 SH SOLE I 38440 0 0 COMMERCE ONE INC DEL COMMON 200693109 11565 1239555 SH SOLE I 1239555 0 0 COMMERCE ONE INC DEL COMMON 200693109 2302 246755 SH SOLE M 246755 0 0 COMMERCE ONE INC DEL COMMON 200693109 169 18125 SH SOLE S 18125 0 0 COMMSCOPE INC COMMON 203372107 2058 123372 SH SOLE I 123372 0 0 COMMSCOPE INC COMMON 203372107 10828 649150 SH SOLE M 649150 0 0 COMMSCOPE INC COMMON 203372107 8933 535550 SH SOLE S 535550 0 0 COMPANHIA BRASILEIRA DE ADR 20440T201 2701 86860 SH SOLE I 86860 0 0 COMPANHIA SIDERURGICA NA DEPOSITORY RECEI 20440W105 623 28700 SH SOLE M 28700 0 0 COMPANHIA VALE DO RIO DO ADR 204412100 1190 48355 SH SOLE I 48355 0 0 COMPANHIA VALE DO RIO DO ADR 204412100 2460 100000 SH SOLE M 100000 0 0 COMPANHIA DE BEBIDAS DAS DEPOSITORY RECEI 20441W203 5257 225118 SH SOLE I 225118 0 0 COMPANHIA DE BEBIDAS DAS DEPOSITORY RECEI 20441W203 619 26490 SH SOLE M 26490 0 0 COMPANIA ANONIMA NACIONL DEPOSITORY RECEI 204421101 869 44675 SH SOLE I 44675 0 0 COMPANIA CERVECERIAS UNI ADR 204429104 1053 40663 SH SOLE I 40663 0 0 COMPANIA DE TELECOMUNICS ADR NEW 204449300 1391 107025 SH SOLE I 107025 0 0 COMPAQ COMPUTER CORP COMMON 204493100 28443 1562792 SH SOLE I 1562792 0 0 COMPAQ COMPUTER CORP COMMON 204493100 61417 3374585 SH SOLE M 3374585 0 0 COMPAQ COMPUTER CORP COMMON 204493100 66582 3658330 SH SOLE S 3658330 0 0 COMPAQ COMPUTER CORP COMMON 204493100 105 5780 SH SOLE T 5780 0 0 COMPLETE BUSINESS SOLUTI COMMON 20452F107 6 700 SH SOLE I 700 0 0 COMPLETE BUSINESS SOLUTI COMMON 20452F107 2422 261300 SH SOLE M 261300 0 0 COMPLETE BUSINESS SOLUTI COMMON 20452F107 3282 354000 SH SOLE S 354000 0 0 COMPUTER ACCESS TECHNOLO COMMON 204853105 38 7800 SH SOLE I 7800 0 0 COMPUTER ACCESS TECHNOLO COMMON 204853105 1835 381200 SH SOLE M 381200 0 0 COMPUTER ACCESS TECHNOLO COMMON 204853105 50 10300 SH SOLE S 10300 0 0 COMPUTER SCIENCES CORP COMMON 205363104 2374 73400 SH SOLE I 73400 0 0 COMPUTER SCIENCES CORP COMMON 205363104 2549 78800 SH SOLE M 78800 0 0 COMPUTER SCIENCES CORP COMMON 205363104 301 9300 SH SOLE S 9300 0 0 COMPUTER TASK GROUP INC COMMON 205477102 5 1000 SH SOLE I 1000 0 0 COMPUTER TASK GROUP INC COMMON 205477102 2413 518900 SH SOLE M 518900 0 0 COMPUTER TASK GROUP INC COMMON 205477102 2902 624000 SH SOLE S 624000 0 0 COMVERSE TECHNOLOGY INC SDCV 4.500 7/0 205862AG0 69 25000 PRN SOLE T 25000 0 0
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22 HARKEN ENERGY CORP COM NEW 412552309 128 32164 SH SOLE S 32164 0 0 HARMONIC INC COMMON 413160102 695 123500 SH SOLE M 123500 0 0 HARMONIC INC COMMON 413160102 1912 339900 SH SOLE S 339900 0 0 HARRAHS ENTMT INC COMMON 413619107 8550 290514 SH SOLE I 290514 0 0 HARRAHS ENTMT INC COMMON 413619107 16386 556795 SH SOLE M 556795 0 0 HARRAHS ENTMT INC COMMON 413619107 93 3145 SH SOLE S 3145 0 0 HARRAHS ENTMT INC COMMON 413619107 12 420 SH SOLE T 420 0 0 HAVERTY FURNITURE INC COMMON 419596101 600 43800 SH SOLE M 43800 0 0 HAVERTY FURNITURE INC COMMON 419596101 1626 118700 SH SOLE S 118700 0 0 HAYES LEMMERZ INTL INC COMMON 420781106 136 24250 SH SOLE I 24250 0 0 HAYES LEMMERZ INTL INC COMMON 420781106 576 103044 SH SOLE M 103044 0 0 HEALTHCARE SVCS GRP INC COMMON 421906108 528 71550 SH SOLE M 71550 0 0 HEALTHCARE SVCS GRP INC COMMON 421906108 1532 207700 SH SOLE S 207700 0 0 HEALTH MGMT ASSOC INC NE CL A 421933102 5397 347100 SH SOLE I 347100 0 0 HEALTH MGMT ASSOC INC NE CL A 421933102 4082 262535 SH SOLE M 262535 0 0 HEALTH MGMT ASSOC INC NE CL A 421933102 86 5535 SH SOLE S 5535 0 0 HERLEY INDS INC DEL COMMON 427398102 524 36600 SH SOLE M 36600 0 0 HERLEY INDS INC DEL COMMON 427398102 1360 95000 SH SOLE S 95000 0 0 HEWLETT PACKARD CO COMMON 428236103 195 6245 SH SOLE M 6245 0 0 HEWLETT PACKARD CO NOTE 10/1 428236AC7 1391 2500000 PRN SOLE M 2500000 0 0 HEXCEL CORP NEW COMMON 428291108 680 68300 SH SOLE M 68300 0 0 HEXCEL CORP NEW COMMON 428291108 1865 187400 SH SOLE S 187400 0 0 HISPANIC BROADCASTING CO CL A 43357B104 25734 1282965 SH SOLE I 1282965 0 0 HISPANIC BROADCASTING CO CL A 43357B104 7695 402885 SH SOLE M 402885 0 0 HISPANIC BROADCASTING CO CL A 43357B104 176 9205 SH SOLE S 9205 0 0 HOME DEPOT INC COMMON 437076102 236420 5485388 SH SOLE I 5485388 0 0 HOME DEPOT INC COMMON 437076102 573 13300 SH SOLE J 13300 0 0 HOME DEPOT INC COMMON 437076102 237745 5516118 SH SOLE M 5516118 0 0 HOME DEPOT INC COMMON 437076102 49907 1157944 SH SOLE S 1157944 0 0 HOMESTORE COM INC COMMON 437852106 28747 1210392 SH SOLE I 1210392 0 0 HOMESTORE COM INC COMMON 437852106 6842 288100 SH SOLE M 288100 0 0 HOMESTORE COM INC COMMON 437852106 486 20460 SH SOLE S 20460 0 0 HONDA MOTOR LTD DEPOSITORY RECEI 438128308 2216 26986 SH SOLE I 26986 0 0 HOTJOBS COM INC COMMON 441474103 9118 1801023 SH SOLE I 1801023 0 0 HOTJOBS COM INC COMMON 441474103 9147 1806755 SH SOLE M 1806755 0 0 HOTJOBS COM INC COMMON 441474103 823 162600 SH SOLE S 162600 0 0 HOUGHTON MIFFLIN CO COMMON 441560109 1822 39600 SH SOLE I 39600 0 0 HOUGHTON MIFFLIN CO COMMON 441560109 8549 185800 SH SOLE M 185800 0 0 HOUGHTON MIFFLIN CO COMMON 441560109 6076 132050 SH SOLE S 132050 0 0
23 HUBBELL INC CL B 443510201 12 500 SH SOLE I 500 0 0 HUBBELL INC CL B 443510201 5954 255550 SH SOLE M 255550 0 0 HUBBELL INC CL B 443510201 8115 348300 SH SOLE S 348300 0 0 HUMAN GENOME SCIENCES IN COMMON 444903108 78303 1702231 SH SOLE I 1702231 0 0 HUMAN GENOME SCIENCES IN COMMON 444903108 18706 406645 SH SOLE M 406645 0 0 HUMAN GENOME SCIENCES IN COMMON 444903108 12574 273340 SH SOLE S 273340 0 0 HUMAN GENOME SCIENCES IN NOTE 3.750 3/1 444903AH1 7281 10000000 PRN SOLE M 10000000 0 0 HURCO COMPANIES INC COMMON 447324104 275 78700 SH SOLE M 78700 0 0 HURCO COMPANIES INC COMMON 447324104 817 233300 SH SOLE S 233300 0 0 HUTCHINSON TECHNOLOGY IN COMMON 448407106 368 24652 SH SOLE I 24652 0 0 HUTCHINSON TECHNOLOGY IN COMMON 448407106 5561 372300 SH SOLE M 372300 0 0 HUTCHINSON TECHNOLOGY IN COMMON 448407106 6009 402300 SH SOLE S 402300 0 0 HYPERION SOLUTIONS CORP COMMON 44914M104 10 600 SH SOLE I 600 0 0 HYPERION SOLUTIONS CORP COMMON 44914M104 3145 195020 SH SOLE M 195020 0 0 HYPERION SOLUTIONS CORP COMMON 44914M104 4939 306300 SH SOLE S 306300 0 0 IDEC PHARMACEUTICALS COR COMMON 449370105 16 392 SH SOLE I 392 0 0 IDEC PHARMACEUTICALS COR COMMON 449370105 1932 48300 SH SOLE M 48300 0 0 I-MANY INC COMMON 44973Q103 66 5800 SH SOLE I 5800 0 0 I-MANY INC COMMON 44973Q103 3203 281600 SH SOLE M 281600 0 0 I-MANY INC COMMON 44973Q103 86 7600 SH SOLE S 7600 0 0 ITT INDS INC IND COMMON 450911102 1736 44800 SH SOLE I 44800 0 0 ITT INDS INC IND COMMON 450911102 2961 76400 SH SOLE M 76400 0 0 ITT INDS INC IND COMMON 450911102 112 2900 SH SOLE S 2900 0 0 IDEX CORP COMMON 45167R104 1159 40000 SH SOLE M 40000 0 0 IDEX CORP COMMON 45167R104 2918 100700 SH SOLE S 100700 0 0 IMCLONE SYS INC COMMON 45245W109 46214 1392507 SH SOLE I 1392507 0 0 IMCLONE SYS INC COMMON 45245W109 44282 1334305 SH SOLE M 1334305 0 0 IMCLONE SYS INC COMMON 45245W109 3956 119200 SH SOLE S 119200 0 0 IMMUNOGEN INC COMMON 45253H101 10 715 SH SOLE I 715 0 0 IMMUNOGEN INC COMMON 45253H101 86 6450 SH SOLE M 6450 0 0 IMPAC MTG HLDGS INC COMMON 45254P102 1319 314800 SH SOLE M 314800 0 0 INCO LTD SDCV 7.75% 3/1 453258AH8 990 1030000 PRN SOLE M 1030000 0 0 INFORMATICA CORP COMMON 45666Q102 14612 1097581 SH SOLE I 1097581 0 0 INFORMATICA CORP COMMON 45666Q102 18833 1414680 SH SOLE M 1414680 0 0 INFORMATICA CORP COMMON 45666Q102 1535 115300 SH SOLE S 115300 0 0 INFOSYS TECHNOLOGIES ADR ADR 456788108 974 14869 SH SOLE I 14869 0 0 INFORMATION RES INC COMMON 456905108 572 88000 SH SOLE M 88000 0 0 INFORMATION RES INC COMMON 456905108 1515 233000 SH SOLE S 233000 0 0 INSIGHT ENTERPRISES INC COMMON 45765U103 118 5600 SH SOLE I 5600 0 0
24 INSIGHT ENTERPRISES INC COMMON 45765U103 5691 269387 SH SOLE M 269387 0 0 INSIGHT ENTERPRISES INC COMMON 45765U103 154 7300 SH SOLE S 7300 0 0 INNOVATIVE SOLUTIONS & S COMMON 45769N105 87 6700 SH SOLE I 6700 0 0 INNOVATIVE SOLUTIONS & S COMMON 45769N105 4251 327000 SH SOLE M 327000 0 0 INNOVATIVE SOLUTIONS & S COMMON 45769N105 116 8950 SH SOLE S 8950 0 0 INTEL CORP COMMON 458140100 176935 6724357 SH SOLE I 6724357 0 0 INTEL CORP COMMON 458140100 374 14200 SH SOLE J 14200 0 0 INTEL CORP COMMON 458140100 194594 7395492 SH SOLE M 7395492 0 0 INTEL CORP COMMON 458140100 104604 3975441 SH SOLE S 3975441 0 0 INTEL CORP COMMON 458140100 130 4929 SH SOLE T 4929 0 0 INTERGRAPH CORP COMMON 458683109 8 800 SH SOLE I 800 0 0 INTERGRAPH CORP COMMON 458683109 2346 242200 SH SOLE M 242200 0 0 INTERGRAPH CORP COMMON 458683109 3227 333100 SH SOLE S 333100 0 0 INTERPOOL INC COMMON 46062R108 9 600 SH SOLE I 600 0 0 INTERPOOL INC COMMON 46062R108 4883 335600 SH SOLE M 335600 0 0 INTERPOOL INC COMMON 46062R108 6144 422300 SH SOLE S 422300 0 0 INTERPUBLIC GROUP 144A NOTE 1.870 6/0 460690AG5 5608 6530000 PRN SOLE I 6530000 0 0 INTERPUBLIC GROUP 144A NOTE 1.870 6/0 460690AG5 7690 8955000 PRN SOLE M 8955000 0 0 INTERPUBLIC GROUP OF COS CVT DEB 1.87% 06 460690AJ9 271 315000 PRN SOLE I 315000 0 0 INTERPUBLIC GROUP OF COS CVT DEB 1.87% 06 460690AJ9 24814 28895000 PRN SOLE M 28895000 0 0 INTRANET SOLUTIONS INC COM NEW 460939309 57 2400 SH SOLE I 2400 0 0 INTRANET SOLUTIONS INC COM NEW 460939309 2755 115100 SH SOLE M 115100 0 0 INTRANET SOLUTIONS INC COM NEW 460939309 74 3100 SH SOLE S 3100 0 0 INTERWOVEN INC COMMON 46114T102 17685 1757467 SH SOLE I 1757467 0 0 INTERWOVEN INC COMMON 46114T102 20166 2004060 SH SOLE M 2004060 0 0 INTERWOVEN INC COMMON 46114T102 14259 1417000 SH SOLE S 1417000 0 0 INVERNESS MED TECHNOLOGY COMMON 461268104 8958 343875 SH SOLE I 343875 0 0 INVERNESS MED TECHNOLOGY COMMON 461268104 16187 621390 SH SOLE M 621390 0 0 INVERNESS MED TECHNOLOGY COMMON 461268104 968 37150 SH SOLE S 37150 0 0 I2 TECHNOLOGIES INC COMMON 465754109 0 30 SH SOLE I 30 0 0 I2 TECHNOLOGIES INC COMMON 465754109 1282 88400 SH SOLE M 88400 0 0 I2 TECHNOLOGIES INC COMMON 465754109 10352 713900 SH SOLE S 713900 0 0 I2 TECHNOLOGIES CVT DEB 5.25% 12/15/200 465754AF6 39 50000 PRN SOLE T 50000 0 0 JDS UNIPHASE CORP COMMON 46612J101 154478 8378490 SH SOLE I 8378490 0 0 JDS UNIPHASE CORP COMMON 46612J101 334 18100 SH SOLE J 18100 0 0 JDS UNIPHASE CORP COMMON 46612J101 133734 7253355 SH SOLE M 7253355 0 0 JDS UNIPHASE CORP COMMON 46612J101 32691 1773055 SH SOLE S 1773055 0 0 JLG INDS INC COMMON 466210101 9 700 SH SOLE I 700 0 0 JLG INDS INC COMMON 466210101 3637 279800 SH SOLE M 279800 0 0
25 JLG INDS INC COMMON 466210101 4364 335700 SH SOLE S 335700 0 0 J P MORGAN CHASE & CO COMMON 46625H100 2976 66276 SH SOLE I 66276 0 0 J P MORGAN CHASE & CO COMMON 46625H100 12846 286101 SH SOLE M 286101 0 0 J P MORGAN CHASE & CO COMMON 46625H100 215 4794 SH SOLE S 4794 0 0 J2 GLOBAL COMMUNICATIONS COM NEW 46626E205 176 76232 SH SOLE I 76232 0 0 J2 GLOBAL COMMUNICATIONS COM NEW 46626E205 100 43237 SH SOLE M 43237 0 0 JACOBS ENGR GROUP INC DE COMMON 469814107 2564 44200 SH SOLE I 44200 0 0 JACOBS ENGR GROUP INC DE COMMON 469814107 2935 50600 SH SOLE M 50600 0 0 JACOBS ENGR GROUP INC DE COMMON 469814107 136 2350 SH SOLE S 2350 0 0 JOHNSON & JOHNSON COMMON 478160104 280 3199 SH SOLE I 3199 0 0 JOHNSON & JOHNSON COMMON 478160104 1491 17050 SH SOLE M 17050 0 0 JOHNSON & JOHNSON COMMON 478160104 491 5616 SH SOLE S 5616 0 0 JUNIPER NETWORKS INC COMMON 48203R104 125828 3314757 SH SOLE I 3314757 0 0 JUNIPER NETWORKS INC COMMON 48203R104 121 3200 SH SOLE J 3200 0 0 JUNIPER NETWORKS INC COMMON 48203R104 69598 1833445 SH SOLE M 1833445 0 0 JUNIPER NETWORKS INC COMMON 48203R104 21492 566170 SH SOLE S 566170 0 0 JUNIPER NETWORKS CVT DEB 4.75% 03/15/2007 48203RAA2 11763 16225000 PRN SOLE I 16225000 0 0 JUNIPER NETWORKS CVT DEB 4.75% 03/15/2007 48203RAA2 42579 58730000 PRN SOLE M 58730000 0 0 JUNIPER NETWORKS CVT DEB 4.75% 03/15/2007 48203RAA2 105 145000 PRN SOLE T 145000 0 0 KLA-TENCOR CORP COMMON 482480100 1433 36400 SH SOLE I 36400 0 0 KLA-TENCOR CORP COMMON 482480100 3313 84150 SH SOLE M 84150 0 0 KLA-TENCOR CORP COMMON 482480100 126 3200 SH SOLE S 3200 0 0 K2 INC COMMON 482732104 8 900 SH SOLE I 900 0 0 K2 INC COMMON 482732104 3323 379800 SH SOLE M 379800 0 0 K2 INC COMMON 482732104 3697 422500 SH SOLE S 422500 0 0 KAMAN CORP CL A 483548103 16 1000 SH SOLE I 1000 0 0 KAMAN CORP CL A 483548103 3293 201100 SH SOLE M 201100 0 0 KAMAN CORP CL A 483548103 4446 271500 SH SOLE S 271500 0 0 KANA COMMUNICATIONS COMMON 483600102 3 1314 SH SOLE I 1314 0 0 KANA COMMUNICATIONS COMMON 483600102 390 201200 SH SOLE M 201200 0 0 KANA COMMUNICATIONS COMMON 483600102 993 512300 SH SOLE S 512300 0 0 KEMET CORP COMMON 488360108 28 1680 SH SOLE I 1680 0 0 KEMET CORP COMMON 488360108 10232 604000 SH SOLE M 604000 0 0 KEMET CORP COMMON 488360108 12322 727400 SH SOLE S 727400 0 0 KERR-MCGEE CORP CVT DEB 5.25% 02 492386AP2 3929 3165000 PRN SOLE I 3165000 0 0 KERR-MCGEE CORP CVT DEB 5.25% 02 492386AP2 18482 14890000 PRN SOLE M 14890000 0 0 KIMBERLY CLARK CORP COMMON 494368103 2113 31150 SH SOLE I 31150 0 0 KIMBERLY CLARK CORP COMMON 494368103 11570 170570 SH SOLE M 170570 0 0 KIMBERLY CLARK CORP COMMON 494368103 166 2445 SH SOLE S 2445 0 0
26 KINDER MORGAN ENERGY PAR UT LTD PARTNER 494550106 175 2780 SH SOLE S 2780 0 0 KOHLS CORP COMMON 500255104 109 1774 SH SOLE I 1774 0 0 KOHLS CORP COMMON 500255104 1688 27355 SH SOLE M 27355 0 0 KOHLS CORP COMMON 500255104 3 50 SH SOLE S 50 0 0 KOMAG INC COMMON 500453105 7 7000 SH SOLE I 7000 0 0 KOMAG INC COMMON 500453105 568 568100 SH SOLE M 568100 0 0 KOMAG INC COMMON 500453105 1569 1568900 SH SOLE S 1568900 0 0 KONINKLIJKE PHILIPS ELEC ADR 500472303 4834 181046 SH SOLE I 181046 0 0 KOREA ELECTRIC PWR DEPOSITORY RECEI 500631106 1277 123050 SH SOLE I 123050 0 0 KOREA TELECOM ADS (2419875) 50063P103 2137 92038 SH SOLE I 92038 0 0 KOREA TELECOM ADS (2419875) 50063P103 1115 48000 SH SOLE L 48000 0 0 KRISPY KREME DOUGHNUTS I COMMON 501014104 1877 52140 SH SOLE I 52140 0 0 KRISPY KREME DOUGHNUTS I COMMON 501014104 3126 86830 SH SOLE M 86830 0 0 KRISPY KREME DOUGHNUTS I COMMON 501014104 310 8600 SH SOLE S 8600 0 0 KULICKE & SOFFA INDS INC COMMON 501242101 220 16242 SH SOLE I 16242 0 0 KULICKE & SOFFA INDS INC COMMON 501242101 5756 424400 SH SOLE M 424400 0 0 KULICKE & SOFFA INDS INC COMMON 501242101 4842 357000 SH SOLE S 357000 0 0 KYOCERA CORP DEPOSITORY RECEI 501556203 2627 28401 SH SOLE I 28401 0 0 LSI LOGIC CORP COMMON 502161102 2021 128500 SH SOLE I 128500 0 0 LSI LOGIC CORP COMMON 502161102 2361 150100 SH SOLE M 150100 0 0 LSI LOGIC CORP COMMON 502161102 94 5950 SH SOLE S 5950 0 0 LSI LOGIC CORP NOTE 4.250 3/1 502161AC6 48 40000 PRN SOLE T 40000 0 0 LSI LOGIC CORP NOTE 4.250 3/1 502161AD4 4548 3770000 PRN SOLE I 3770000 0 0 LSI LOGIC CORP NOTE 4.250 3/1 502161AD4 20374 16890000 PRN SOLE M 16890000 0 0 LSI LOGIC CORP CVT DEB 4.00% 02 502161AE2 52 65000 PRN SOLE T 65000 0 0 LTX CORP COMMON 502392103 2091 111900 SH SOLE M 111900 0 0 LTX CORP COMMON 502392103 2930 156800 SH SOLE S 156800 0 0 LADISH INC COM NEW 505754200 212 18842 SH SOLE I 18842 0 0 LADISH INC COM NEW 505754200 495 44000 SH SOLE M 44000 0 0 LADISH INC COM NEW 505754200 1445 128400 SH SOLE S 128400 0 0 LAM RESEARCH CORP COMMON 512807108 296 12465 SH SOLE I 12465 0 0 LAM RESEARCH CORP COMMON 512807108 13970 588200 SH SOLE M 588200 0 0 LAM RESEARCH CORP COMMON 512807108 17176 723200 SH SOLE S 723200 0 0 LAMAR ADVERTISING CO CL A 512815101 8269 225000 SH SOLE I 225000 0 0 LAMAR ADVERTISING CO CL A 512815101 379 10300 SH SOLE M 10300 0 0 LAMAR ADVERTISING CO NOTE 5.250 9/1 512815AF8 5543 5495000 PRN SOLE I 5495000 0 0 LAMAR ADVERTISING CO NOTE 5.250 9/1 512815AF8 18470 18310000 PRN SOLE M 18310000 0 0 LAMSON & SESSIONS CO COMMON 513696104 1308 178700 SH SOLE M 178700 0 0 LAMSON & SESSIONS CO COMMON 513696104 1670 228200 SH SOLE S 228200 0 0
27 LANDS END INC COMMON 515086106 3676 133900 SH SOLE M 133900 0 0 LANDS END INC COMMON 515086106 4266 155400 SH SOLE S 155400 0 0 LECROY CORP COMMON 52324W109 14 800 SH SOLE I 800 0 0 LECROY CORP COMMON 52324W109 3957 231900 SH SOLE M 231900 0 0 LECROY CORP COMMON 52324W109 6028 353300 SH SOLE S 353300 0 0 LEVEL 3 COMMUNICATIONS COMMON 52729N100 3883 223500 SH SOLE S 223500 0 0 LEXICON GENETICS INC COMMON 528872104 4898 746392 SH SOLE I 746392 0 0 LEXICON GENETICS INC COMMON 528872104 4538 691445 SH SOLE M 691445 0 0 LEXICON GENETICS INC COMMON 528872104 429 65300 SH SOLE S 65300 0 0 LIBERATE TECHNOLOGIES COMMON 530129105 27757 3339195 SH SOLE I 3339195 0 0 LIBERATE TECHNOLOGIES COMMON 530129105 7162 861585 SH SOLE M 861585 0 0 LIBERATE TECHNOLOGIES COMMON 530129105 164 19710 SH SOLE S 19710 0 0 LILLY ELI & CO COMMON 532457108 31310 408422 SH SOLE I 408422 0 0 LILLY ELI & CO COMMON 532457108 4814 62794 SH SOLE M 62794 0 0 LILLY ELI & CO COMMON 532457108 34363 448250 SH SOLE S 448250 0 0 LINENS N THINGS INC COMMON 535679104 38758 1409369 SH SOLE I 1409369 0 0 LINENS N THINGS INC COMMON 535679104 20681 752045 SH SOLE M 752045 0 0 LINENS N THINGS INC COMMON 535679104 2602 94600 SH SOLE S 94600 0 0 LITTELFUSE INC COMMON 537008104 1972 78484 SH SOLE M 78484 0 0 LOWES COS INC COMMON 548661107 1849 31635 SH SOLE I 31635 0 0 LOWES COS INC COMMON 548661107 12037 205930 SH SOLE M 205930 0 0 LOWES COS INC COMMON 548661107 127 2175 SH SOLE S 2175 0 0 LOWES COS INC COMMON 548661107 23 400 SH SOLE T 400 0 0 LUCENT TECHNOLOGIES INC COMMON 549463107 7 706 SH SOLE I 706 0 0 LUCENT TECHNOLOGIES INC COMMON 549463107 234 23500 SH SOLE S 23500 0 0 LYDALL INC DEL COMMON 550819106 1649 158600 SH SOLE M 158600 0 0 LYDALL INC DEL COMMON 550819106 4208 404600 SH SOLE S 404600 0 0 MBIA INC COMMON 55262C100 4437 55000 SH SOLE I 55000 0 0 MKS INSTRUMENT INC COMMON 55306N104 26 1400 SH SOLE I 1400 0 0 MKS INSTRUMENT INC COMMON 55306N104 10335 552400 SH SOLE M 552400 0 0 MKS INSTRUMENT INC COMMON 55306N104 12268 655700 SH SOLE S 655700 0 0 MACDERMID INC COMMON 554273102 209 11581 SH SOLE I 11581 0 0 MACDERMID INC COMMON 554273102 7040 389400 SH SOLE M 389400 0 0 MACDERMID INC COMMON 554273102 8528 471700 SH SOLE S 471700 0 0 MACROVISION CORP COMMON 555904101 51654 1185756 SH SOLE I 1185756 0 0 MACROVISION CORP COMMON 555904101 64782 1487100 SH SOLE M 1487100 0 0 MACROVISION CORP COMMON 555904101 4918 112900 SH SOLE S 112900 0 0 MAGNA INTL INC SDCV 4.875 2/1 559222AG9 95 100000 PRN SOLE M 100000 0 0 MAGNETEK INC COMMON 559424106 963 102100 SH SOLE M 102100 0 0
28 MAGNETEK INC COMMON 559424106 2314 245400 SH SOLE S 245400 0 0 MAGYAR TAVKOZLESI RT ADR (MATAV RT) 559776109 47 3200 SH SOLE I 3200 0 0 MAGYAR TAVKOZLESI RT ADR (MATAV RT) 559776109 963 66000 SH SOLE M 66000 0 0 MANAGEMENT NETWORK GROUP COMMON 561693102 57 11350 SH SOLE I 11350 0 0 MANAGEMENT NETWORK GROUP COMMON 561693102 2788 550750 SH SOLE M 550750 0 0 MANAGEMENT NETWORK GROUP COMMON 561693102 75 14800 SH SOLE S 14800 0 0 MAPICS INC COMMON 564910107 747 170800 SH SOLE M 170800 0 0 MAPICS INC COMMON 564910107 2129 486600 SH SOLE S 486600 0 0 MANUGISTICS GROUP INC COMMON 565011103 7656 418061 SH SOLE I 418061 0 0 MANUGISTICS GROUP INC COMMON 565011103 7226 394620 SH SOLE M 394620 0 0 MANUGISTICS GROUP INC COMMON 565011103 692 37800 SH SOLE S 37800 0 0 MARCONI PLC DEPOSITORY RECEI 566306205 713 71326 SH SOLE I 71326 0 0 MARSH & MCLENNAN COS INC COMMON 571748102 11170 117544 SH SOLE I 117544 0 0 MARSH & MCLENNAN COS INC COMMON 571748102 37386 393415 SH SOLE M 393415 0 0 MARSH & MCLENNAN COS INC COMMON 571748102 61119 643155 SH SOLE S 643155 0 0 MARSH & MCLENNAN COS INC COMMON 571748102 40 420 SH SOLE T 420 0 0 MARTIN MARIETTA MATLS IN COMMON 573284106 1405 32900 SH SOLE I 32900 0 0 MARTIN MARIETTA MATLS IN COMMON 573284106 2205 51650 SH SOLE M 51650 0 0 MARTIN MARIETTA MATLS IN COMMON 573284106 85 2000 SH SOLE S 2000 0 0 MATERIAL SCIENCIES CORP COMMON 576674105 638 79200 SH SOLE M 79200 0 0 MATERIAL SCIENCIES CORP COMMON 576674105 1743 216500 SH SOLE S 216500 0 0 MATRIXONE INC COMMON 57685P304 280 16410 SH SOLE M 16410 0 0 MATSUSHITA ELEC INDL ADR 576879209 1175 63712 SH SOLE I 63712 0 0 MAXTOR CORP COM NEW 577729205 3046 435200 SH SOLE I 435200 0 0 MAXTOR CORP COM NEW 577729205 10217 1459500 SH SOLE M 1459500 0 0 MAXTOR CORP COM NEW 577729205 7281 1040200 SH SOLE S 1040200 0 0 MAXIM INTEGRATED PRODS I COMMON 57772K101 417781 10045225 SH SOLE I 10045225 0 0 MAXIM INTEGRATED PRODS I COMMON 57772K101 640 15400 SH SOLE J 15400 0 0 MAXIM INTEGRATED PRODS I COMMON 57772K101 318603 7660556 SH SOLE M 7660556 0 0 MAXIM INTEGRATED PRODS I COMMON 57772K101 72308 1738590 SH SOLE S 1738590 0 0 MAXWELL TECHNOLOGIES INC COMMON 577767106 13 700 SH SOLE I 700 0 0 MAXWELL TECHNOLOGIES INC COMMON 577767106 1990 103400 SH SOLE M 103400 0 0 MAXWELL TECHNOLOGIES INC COMMON 577767106 2395 124400 SH SOLE S 124400 0 0 MCDATA CORP CL B 580031102 5962 262972 SH SOLE I 262972 0 0 MCDATA CORP CL B 580031102 5014 221145 SH SOLE M 221145 0 0 MCDATA CORP CL B 580031102 555 24500 SH SOLE S 24500 0 0 MCDONALDS CORP COMMON 580135101 15723 592189 SH SOLE I 592189 0 0 MCDONALDS CORP COMMON 580135101 49855 1877786 SH SOLE M 1877786 0 0 MCDONALDS CORP COMMON 580135101 60750 2288120 SH SOLE S 2288120 0 0
29 MCDONALDS CORP COMMON 580135101 68 2560 SH SOLE T 2560 0 0 MCLEODUSA INC CL A 582266102 31508 3626805 SH SOLE I 3626805 0 0 MCLEODUSA INC CL A 582266102 10590 1218960 SH SOLE M 1218960 0 0 MCLEODUSA INC CL A 582266102 206 23670 SH SOLE S 23670 0 0 MEAD CORP COMMON 582834107 1395 55600 SH SOLE I 55600 0 0 MEAD CORP COMMON 582834107 1425 56800 SH SOLE M 56800 0 0 MEAD CORP COMMON 582834107 58 2300 SH SOLE S 2300 0 0 MEDAREX INC COMMON 583916101 12 739 SH SOLE I 739 0 0 MEDAREX INC COMMON 583916101 190 11400 SH SOLE M 11400 0 0 MEDAREX INC COMMON 583916101 834 50000 SH SOLE S 50000 0 0 MEDIACOM COMMUNICATIONS CL A 58446K105 73007 3731964 SH SOLE I 3731964 0 0 MEDIACOM COMMUNICATIONS CL A 58446K105 39476 2017930 SH SOLE M 2017930 0 0 MEDIACOM COMMUNICATIONS CL A 58446K105 2542 129955 SH SOLE S 129955 0 0 MEDTRONIC INC COMMON 585055106 413 9024 SH SOLE I 9024 0 0 MEDTRONIC INC COMMON 585055106 2135 46675 SH SOLE M 46675 0 0 MEDTRONIC INC COMMON 585055106 27998 612115 SH SOLE S 612115 0 0 MERCK & CO INC COMMON 589331107 11821 155750 SH SOLE I 155750 0 0 MERCK & CO INC COMMON 589331107 1550 20420 SH SOLE M 20420 0 0 MERCK & CO INC COMMON 589331107 83 1100 SH SOLE S 1100 0 0 MERCURY INTERACTIVE CORP COMMON 589405109 24502 585128 SH SOLE I 585128 0 0 MERCURY INTERACTIVE CORP COMMON 589405109 25400 606575 SH SOLE M 606575 0 0 MERCURY INTERACTIVE CORP COMMON 589405109 3390 80950 SH SOLE S 80950 0 0 MERCURY INTERACTIVE CORP 144A 4.750 7/0 589405AA7 3823 5175000 PRN SOLE I 5175000 0 0 MERCURY INTERACTIVE CORP 144A 4.750 7/0 589405AA7 6686 9050000 PRN SOLE M 9050000 0 0 MERCURY INTERACTIVE CORP 144A 4.750 7/0 589405AA7 52 70000 PRN SOLE T 70000 0 0 MERCURY INTERACTIVE CVT DEB 4.75% 07 589405AB5 572 770000 PRN SOLE I 770000 0 0 MERCURY INTERACTIVE CVT DEB 4.75% 07 589405AB5 10110 13605000 PRN SOLE M 13605000 0 0 MEREDITH CORP COMMON 589433101 1701 48737 SH SOLE I 48737 0 0 MEREDITH CORP COMMON 589433101 11086 317550 SH SOLE M 317550 0 0 MEREDITH CORP COMMON 589433101 11180 320250 SH SOLE S 320250 0 0 MERIX CORP COMMON 590049102 400 29800 SH SOLE M 29800 0 0 MERIX CORP COMMON 590049102 1571 116900 SH SOLE S 116900 0 0 MERRILL LYNCH & CO INC COMMON 590188108 15731 283957 SH SOLE I 283957 0 0 MERRILL LYNCH & CO INC COMMON 590188108 19966 360395 SH SOLE M 360395 0 0 MERRILL LYNCH & CO INC COMMON 590188108 31656 571405 SH SOLE S 571405 0 0 MERRILL LYNCH & CO INC COMMON 590188108 23 410 SH SOLE T 410 0 0 METRO GOLDWYN MAYER INC COMMON 591610100 3068 179000 SH SOLE I 179000 0 0 METRO GOLDWYN MAYER INC COMMON 591610100 3534 206200 SH SOLE M 206200 0 0 METRO GOLDWYN MAYER INC COMMON 591610100 139 8100 SH SOLE S 8100 0 0
30 METROMEDIA FIBER NETWORK CL A 591689104 21485 3920666 SH SOLE I 3920666 0 0 METROMEDIA FIBER NETWORK CL A 591689104 5763 1051690 SH SOLE M 1051690 0 0 METROMEDIA FIBER NETWORK CL A 591689104 126 22940 SH SOLE S 22940 0 0 METROMEDIA INTL GROUP IN COMMON 591695101 366 117010 SH SOLE M 117010 0 0 METROMEDIA INTL GROUP IN COMMON 591695101 915 292400 SH SOLE S 292400 0 0 MICREL INC COMMON 594793101 32664 1169185 SH SOLE I 1169185 0 0 MICREL INC COMMON 594793101 33384 1194965 SH SOLE M 1194965 0 0 MICREL INC COMMON 594793101 2995 107200 SH SOLE S 107200 0 0 MICROSOFT CORP COMMON 594918104 242539 4434998 SH SOLE I 4434998 0 0 MICROSOFT CORP COMMON 594918104 503 9200 SH SOLE J 9200 0 0 MICROSOFT CORP COMMON 594918104 221256 4045820 SH SOLE M 4045820 0 0 MICROSOFT CORP COMMON 594918104 20761 379633 SH SOLE S 379633 0 0 MICROMUSE INC COMMON 595094103 34437 911267 SH SOLE I 911267 0 0 MICROMUSE INC COMMON 595094103 39260 1038900 SH SOLE M 1038900 0 0 MICROMUSE INC COMMON 595094103 3768 99700 SH SOLE S 99700 0 0 MIDWAY GAMES INC COMMON 598148104 201 27489 SH SOLE I 27489 0 0 MIDWAY GAMES INC COMMON 598148104 2534 347106 SH SOLE M 347106 0 0 MIDWAY GAMES INC COMMON 598148104 3557 487300 SH SOLE S 487300 0 0 MILLENNIUM PHARMACEUTICA COMMON 599902103 570 18700 SH SOLE M 18700 0 0 MINERALS TECHNOLOGIES IN COMMON 603158106 1111 31800 SH SOLE I 31800 0 0 MINERALS TECHNOLOGIES IN COMMON 603158106 3839 109850 SH SOLE M 109850 0 0 MINERALS TECHNOLOGIES IN COMMON 603158106 1533 43850 SH SOLE S 43850 0 0 MINIMED INC COMMON 60365K108 27972 962474 SH SOLE I 962474 0 0 MINIMED INC COMMON 60365K108 8278 284840 SH SOLE M 284840 0 0 MINIMED INC COMMON 60365K108 197 6785 SH SOLE S 6785 0 0 MIRANT CORP COMMON 604675108 6788 191200 SH SOLE S 191200 0 0 MIRANT TR I CVT PFD 60467Q102 6129 82410 SH SOLE I 82410 0 0 MIRANT TR I CVT PFD 60467Q102 24361 327540 SH SOLE M 327540 0 0 MOBILE MINI INC COMMON 60740F105 41 1500 SH SOLE I 1500 0 0 MOBILE MINI INC COMMON 60740F105 1975 71650 SH SOLE M 71650 0 0 MOBILE MINI INC COMMON 60740F105 51 1850 SH SOLE S 1850 0 0 MODTECH HLDGS INC COMMON 60783C100 326 42700 SH SOLE M 42700 0 0 MODTECH HLDGS INC COMMON 60783C100 841 110300 SH SOLE S 110300 0 0 MOLDFLOW CORP COMMON 608507109 146 7800 SH SOLE I 7800 0 0 MOLDFLOW CORP COMMON 608507109 7066 376200 SH SOLE M 376200 0 0 MOLDFLOW CORP COMMON 608507109 192 10200 SH SOLE S 10200 0 0 MORGAN STANLEY DEAN WITT COM NEW 617446448 4445 83083 SH SOLE I 83083 0 0 MORGAN STANLEY DEAN WITT COM NEW 617446448 47723 892014 SH SOLE M 892014 0 0 MORGAN STANLEY DEAN WITT COM NEW 617446448 71071 1328425 SH SOLE S 1328425 0 0
31 MORGAN STANLEY DEAN WITT COM NEW 617446448 77 1430 SH SOLE T 1430 0 0 MOTOROLA INC COMMON 620076109 57 4015 SH SOLE I 4015 0 0 MOTOROLA INC COMMON 620076109 132 9265 SH SOLE M 9265 0 0 MOTOROLA INC COMMON 620076109 30 2100 SH SOLE S 2100 0 0 MPOWER COMM CORP COMMON 62473J106 115 26286 SH SOLE I 26286 0 0 MYRIAD GENETICS INC COMMON 62855J104 5726 141175 SH SOLE I 141175 0 0 MYRIAD GENETICS INC COMMON 62855J104 5542 136630 SH SOLE M 136630 0 0 MYRIAD GENETICS INC COMMON 62855J104 515 12700 SH SOLE S 12700 0 0 NCO GROUP INC COMMON 628858102 5 200 SH SOLE I 200 0 0 NCO GROUP INC COMMON 628858102 2129 83300 SH SOLE M 83300 0 0 NCO GROUP INC COMMON 628858102 2766 108200 SH SOLE S 108200 0 0 NYMAGIC INC COMMON 629484106 653 36200 SH SOLE M 36200 0 0 NYMAGIC INC COMMON 629484106 1890 104700 SH SOLE S 104700 0 0 NABORS INDS INC COMMON 629568106 5 100 SH SOLE I 100 0 0 NASHUA CORP COMMON 631226107 554 125800 SH SOLE M 125800 0 0 NASHUA CORP COMMON 631226107 1394 316800 SH SOLE S 316800 0 0 NATIONAL AUSTRALIA BANK CVT PFD $1.96875 632525309 2080 76900 SH SOLE M 76900 0 0 NATIONAL DATA CORP CVT DEB 5.00% 11 635621AA3 36 40000 PRN SOLE T 40000 0 0 NATIONAL SEMICONDUCTOR C COMMON 637640103 2866 107147 SH SOLE I 107147 0 0 NATIONAL SEMICONDUCTOR C COMMON 637640103 4676 174800 SH SOLE M 174800 0 0 NATIONAL SEMICONDUCTOR C COMMON 637640103 131 4900 SH SOLE S 4900 0 0 NATURAL MICROSYSTEMS COR COMMON 638882100 888 100000 SH SOLE I 100000 0 0 NATURAL MICROSYSTEMS COR NOTE 5.000 10/1 638882AA8 399 725000 PRN SOLE I 725000 0 0 NATURAL MICROSYSTEMS COR NOTE 5.000 10/1 638882AA8 2910 5285000 PRN SOLE M 5285000 0 0 NAVISTAR INTL CORP NEW COMMON 63934E108 1636 71741 SH SOLE I 71741 0 0 NAVISTAR INTL CORP NEW COMMON 63934E108 5917 259500 SH SOLE M 259500 0 0 NAVISTAR INTL CORP NEW COMMON 63934E108 7165 314250 SH SOLE S 314250 0 0 THOMAS NELSON INC COMMON 640376109 6 1000 SH SOLE I 1000 0 0 THOMAS NELSON INC COMMON 640376109 1348 208400 SH SOLE M 208400 0 0 THOMAS NELSON INC COMMON 640376109 1994 308200 SH SOLE S 308200 0 0 NETWORKS ASSOCS INC COMMON 640938106 4193 508300 SH SOLE I 508300 0 0 NETWORKS ASSOCS INC COMMON 640938106 7699 933250 SH SOLE M 933250 0 0 NETWORKS ASSOCS INC COMMON 640938106 4948 599800 SH SOLE S 599800 0 0 NETRO CORP COMMON 64114R109 4915 983025 SH SOLE I 983025 0 0 NETRO CORP COMMON 64114R109 4609 921725 SH SOLE M 921725 0 0 NETRO CORP COMMON 64114R109 434 86700 SH SOLE S 86700 0 0 NETIQ CORP COMMON 64115P102 89 4700 SH SOLE I 4700 0 0 NETIQ CORP COMMON 64115P102 4304 228050 SH SOLE M 228050 0 0 NETIQ CORP COMMON 64115P102 115 6100 SH SOLE S 6100 0 0
32 NETWORK APPLIANCE INC COMMON 64120L104 135197 8041462 SH SOLE I 8041462 0 0 NETWORK APPLIANCE INC COMMON 64120L104 319 19000 SH SOLE J 19000 0 0 NETWORK APPLIANCE INC COMMON 64120L104 129864 7724265 SH SOLE M 7724265 0 0 NETWORK APPLIANCE INC COMMON 64120L104 19110 1136665 SH SOLE S 1136665 0 0 NEW BRUNSWICK SCIENTIFIC COMMON 642876106 223 63667 SH SOLE M 63667 0 0 NEW BRUNSWICK SCIENTIFIC COMMON 642876106 654 186885 SH SOLE S 186885 0 0 NEW FOCUS INC COMMON 644383101 7600 607537 SH SOLE I 607537 0 0 NEW FOCUS INC COMMON 644383101 1738 138920 SH SOLE M 138920 0 0 NEW FOCUS INC COMMON 644383101 41 3265 SH SOLE S 3265 0 0 NEXTEL PTNERS CL A COMMON STOCK 65333F107 19817 1442887 SH SOLE I 1442887 0 0 NEXTEL PTNERS CL A COMMON STOCK 65333F107 35037 2551048 SH SOLE K 2551048 0 0 NEXTEL PTNERS CL A COMMON STOCK 65333F107 14453 1052289 SH SOLE M 1052289 0 0 NICE SYS LTD DEPOSITORY RECEI 653656108 46 4564 SH SOLE I 4564 0 0 NICE SYS LTD DEPOSITORY RECEI 653656108 21 2063 SH SOLE M 2063 0 0 NIKU CORP COMMON 654113109 570 212005 SH SOLE I 212005 0 0 NIKU CORP COMMON 654113109 1409 524200 SH SOLE M 524200 0 0 NIKU CORP COMMON 654113109 38 14250 SH SOLE S 14250 0 0 99 CENTS ONLY STORES COMMON 65440K106 227 9823 SH SOLE I 9823 0 0 99 CENTS ONLY STORES COMMON 65440K106 10994 475721 SH SOLE M 475721 0 0 99 CENTS ONLY STORES COMMON 65440K106 294 12724 SH SOLE S 12724 0 0 NIPPON TELEG & TEL CORP DEPOSITORY RECEI 654624105 4704 145717 SH SOLE I 145717 0 0 NOKIA CORP ADR 654902204 7900 329158 SH SOLE I 329158 0 0 NOKIA CORP ADR 654902204 94 3900 SH SOLE M 3900 0 0 NORTEL NETWORKS CORP NEW COMMON 656568102 594 42265 SH SOLE I 42265 0 0 NORTEL NETWORKS CORP NEW COMMON 656568102 173 12320 SH SOLE M 12320 0 0 NORTEL NETWORKS CORP NEW COMMON 656568102 7 480 SH SOLE T 480 0 0 NORTH FORK BANCORPORATIO COMMON 659424105 281 10843 SH SOLE I 10843 0 0 NORTH FORK BANCORPORATIO COMMON 659424105 7359 283600 SH SOLE M 283600 0 0 NORTH FORK BANCORPORATIO COMMON 659424105 9075 349700 SH SOLE S 349700 0 0 NORTHROP GRUMMAN CORP COMMON 666807102 1897 21800 SH SOLE M 21800 0 0 NOVELLUS SYS INC COMMON 670008101 14233 350900 SH SOLE I 350900 0 0 NOVELLUS SYS INC COMMON 670008101 19016 468805 SH SOLE M 468805 0 0 NOVELLUS SYS INC COMMON 670008101 23482 578915 SH SOLE S 578915 0 0 NOVELLUS SYS INC COMMON 670008101 39 970 SH SOLE T 970 0 0 NOVEN PHARMACEUTICALS IN COMMON 670009109 65 2300 SH SOLE I 2300 0 0 NOVEN PHARMACEUTICALS IN COMMON 670009109 3175 112150 SH SOLE M 112150 0 0 NOVEN PHARMACEUTICALS IN COMMON 670009109 86 3050 SH SOLE S 3050 0 0 NUCENTRIX BROADBAND NETW COMMON 670198100 1730 139800 SH SOLE I 139800 0 0 NUCENTRIX BROADBAND NETW COMMON 670198100 650 52550 SH SOLE M 52550 0 0
33 NUEVO ENERGY CO COMMON 670509108 84 4750 SH SOLE I 4750 0 0 NUEVO ENERGY CO COMMON 670509108 4099 231300 SH SOLE M 231300 0 0 NUEVO ENERGY CO COMMON 670509108 110 6200 SH SOLE S 6200 0 0 OAKLEY INC COMMON 673662102 5499 309444 SH SOLE I 309444 0 0 OAKLEY INC COMMON 673662102 4371 245970 SH SOLE M 245970 0 0 OAKLEY INC COMMON 673662102 307 17300 SH SOLE S 17300 0 0 OCEANEERING INTL INC COMMON 675232102 813 37796 SH SOLE I 37796 0 0 OCEANEERING INTL INC COMMON 675232102 6914 321600 SH SOLE M 321600 0 0 OCEANEERING INTL INC COMMON 675232102 9903 460600 SH SOLE S 460600 0 0 OIL STS INTL INC COMMON 678026105 520 46200 SH SOLE M 46200 0 0 OIL STS INTL INC COMMON 678026105 1401 124500 SH SOLE S 124500 0 0 OMNICARE INC COMMON 681904108 689 32116 SH SOLE I 32116 0 0 OMNICARE INC 144A CVT DEB 5.0% 12/ 681904AB4 906 1035000 PRN SOLE M 1035000 0 0 OMNICARE INC SDCV 5.000 12/0 681904AD0 9 10000 PRN SOLE I 10000 0 0 OMNICARE INC SDCV 5.000 12/0 681904AD0 18944 21775000 PRN SOLE M 21775000 0 0 OMNICOM GROUP INC COMMON 681919106 144 1739 SH SOLE I 1739 0 0 OMNICOM GROUP INC COMMON 681919106 864 10430 SH SOLE M 10430 0 0 OMNICOM GROUP INC COMMON 681919106 4 50 SH SOLE S 50 0 0 ONEIDA LTD COMMON 682505102 8 500 SH SOLE I 500 0 0 ONEIDA LTD COMMON 682505102 1094 68600 SH SOLE M 68600 0 0 ONEIDA LTD COMMON 682505102 2703 169450 SH SOLE S 169450 0 0 ONI SYSTEMS CORP COMMON 68273F103 4021 206180 SH SOLE I 206180 0 0 ONI SYSTEMS CORP COMMON 68273F103 564 28910 SH SOLE M 28910 0 0 ONI SYSTEMS CORP COMMON 68273F103 11 575 SH SOLE S 575 0 0 ONI SYSTEMS CORP NOTE 5.000 10/1 68273FAA1 3498 5525000 PRN SOLE I 5525000 0 0 ONI SYSTEMS CORP NOTE 5.000 10/1 68273FAA1 11184 17665000 PRN SOLE M 17665000 0 0 ONI SYSTEMS CORP NOTE 5.000 10/1 68273FAA1 32 50000 PRN SOLE T 50000 0 0 VIMPEL COMMUNICATIONS COMMON 68370R109 744 54250 SH SOLE M 54250 0 0 OPENWAVE SYS INC COMMON 683718100 23301 1174452 SH SOLE I 1174452 0 0 OPENWAVE SYS INC COMMON 683718100 14475 729576 SH SOLE M 729576 0 0 OPENWAVE SYS INC COMMON 683718100 16777 845623 SH SOLE S 845623 0 0 ORACLE CORP COMMON 68389X105 1261 84184 SH SOLE I 84184 0 0 ORACLE CORP COMMON 68389X105 4323 288610 SH SOLE M 288610 0 0 ORACLE CORP COMMON 68389X105 39660 2647500 SH SOLE S 2647500 0 0 OSMONICS INC COMMON 688350107 967 134300 SH SOLE M 134300 0 0 OSMONICS INC COMMON 688350107 2362 328000 SH SOLE S 328000 0 0 PC-TEL INC COMMON 69325Q105 526 70100 SH SOLE M 70100 0 0 PC-TEL INC COMMON 69325Q105 1449 193200 SH SOLE S 193200 0 0 P-COM INC COMMON 693262107 31 23826 SH SOLE I 23826 0 0
34 P-COM INC COMMON 693262107 737 575600 SH SOLE M 575600 0 0 P-COM INC COMMON 693262107 854 666400 SH SOLE S 666400 0 0 PFF BANCORP INC COMMON 69331W104 277 12068 SH SOLE I 12068 0 0 P F CHANGS CHINA BISTRO COMMON 69333Y108 154 4400 SH SOLE I 4400 0 0 P F CHANGS CHINA BISTRO COMMON 69333Y108 7523 214950 SH SOLE M 214950 0 0 P F CHANGS CHINA BISTRO COMMON 69333Y108 201 5750 SH SOLE S 5750 0 0 PSS WORLD MED INC COMMON 69366A100 13 3000 SH SOLE I 3000 0 0 PSS WORLD MED INC COMMON 69366A100 5024 1124200 SH SOLE M 1124200 0 0 PSS WORLD MED INC COMMON 69366A100 6364 1424200 SH SOLE S 1424200 0 0 PACKAGED ICE INC COMMON 695148106 44 25594 SH SOLE I 25594 0 0 PALL CORP COMMON 696429307 2550 116350 SH SOLE I 116350 0 0 PALL CORP COMMON 696429307 3590 163800 SH SOLE M 163800 0 0 PALL CORP COMMON 696429307 156 7100 SH SOLE S 7100 0 0 PALM INC COMMON 696642107 10 1190 SH SOLE I 1190 0 0 PALM INC COMMON 696642107 658 78300 SH SOLE M 78300 0 0 PALM INC COMMON 696642107 0 3 SH SOLE S 3 0 0 PARK PL ENTMT CORP COMMON 700690100 3434 335000 SH SOLE I 335000 0 0 PAYCHEX INC COMMON 704326107 260417 7026433 SH SOLE I 7026433 0 0 PAYCHEX INC COMMON 704326107 516 13925 SH SOLE J 13925 0 0 PAYCHEX INC COMMON 704326107 216059 5829597 SH SOLE M 5829597 0 0 PAYCHEX INC COMMON 704326107 32932 888555 SH SOLE S 888555 0 0 PEARSON PLC DEPOSITORY RECEI 705015105 2461 140233 SH SOLE I 140233 0 0 PEETS COFFEE & TEA INC COMMON 705560100 2534 358800 SH SOLE I 358800 0 0 PEETS COFFEE & TEA INC COMMON 705560100 4183 592315 SH SOLE M 592315 0 0 PEETS COFFEE & TEA INC COMMON 705560100 404 57200 SH SOLE S 57200 0 0 PEGASUS COMMUNICATIONS C CL A 705904100 10194 443217 SH SOLE I 443217 0 0 PEGASUS COMMUNICATIONS C CL A 705904100 9027 392470 SH SOLE M 392470 0 0 PEGASUS COMMUNICATIONS C CL A 705904100 817 35500 SH SOLE S 35500 0 0 PENN ENGR & MFG CORP COM NON VTG 707389300 3873 100200 SH SOLE M 100200 0 0 PENN ENGR & MFG CORP COM NON VTG 707389300 4657 120500 SH SOLE S 120500 0 0 PENNEY J C INC COMMON 708160106 1906 119200 SH SOLE I 119200 0 0 PENNEY J C INC COMMON 708160106 2813 175900 SH SOLE M 175900 0 0 PENNEY J C INC COMMON 708160106 112 7000 SH SOLE S 7000 0 0 PENTAIR INC COMMON 709631105 2270 89097 SH SOLE I 89097 0 0 PENTAIR INC COMMON 709631105 8862 347800 SH SOLE M 347800 0 0 PENTAIR INC COMMON 709631105 7748 304100 SH SOLE S 304100 0 0 PEP BOYS LYON 0.0% 09/20/ 713278AJ8 55 90000 PRN SOLE T 90000 0 0 PEPSICO INC COMMON 713448108 243 5518 SH SOLE I 5518 0 0 PEPSICO INC COMMON 713448108 700 15930 SH SOLE M 15930 0 0
35 PEPSICO INC COMMON 713448108 16813 382542 SH SOLE S 382542 0 0 PEREGRINE SYSTEMS INC COMMON 71366Q101 25880 1327183 SH SOLE I 1327183 0 0 PEREGRINE SYSTEMS INC COMMON 71366Q101 23751 1218015 SH SOLE M 1218015 0 0 PEREGRINE SYSTEMS INC COMMON 71366Q101 2246 115200 SH SOLE S 115200 0 0 PEREZ COMPANC SA ADR 71367B103 1735 108770 SH SOLE I 108770 0 0 PETROLEO BRASILEIRO SA DEPOSITORY RECEI 71654V408 4646 195220 SH SOLE I 195220 0 0 PETROLEO BRASILEIRO SA DEPOSITORY RECEI 71654V408 766 32170 SH SOLE M 32170 0 0 PHARMACYCLICS INC COMMON 716933106 79 3500 SH SOLE I 3500 0 0 PHARMACYCLICS INC COMMON 716933106 3861 171600 SH SOLE M 171600 0 0 PHARMACYCLICS INC COMMON 716933106 104 4600 SH SOLE S 4600 0 0 PFIZER INC COMMON 717081103 212561 5190736 SH SOLE I 5190736 0 0 PFIZER INC COMMON 717081103 466 11375 SH SOLE J 11375 0 0 PFIZER INC COMMON 717081103 200267 4890535 SH SOLE M 4890535 0 0 PFIZER INC COMMON 717081103 109147 2665368 SH SOLE S 2665368 0 0 PHARMACIA CORP COMMON 71713U102 7235 143646 SH SOLE I 143646 0 0 PHARMACIA CORP COMMON 71713U102 14939 296588 SH SOLE M 296588 0 0 PHARMACIA CORP COMMON 71713U102 17154 340568 SH SOLE S 340568 0 0 PHILIP MORRIS COS INC COMMON 718154107 18407 387917 SH SOLE I 387917 0 0 PHILIP MORRIS COS INC COMMON 718154107 36823 776045 SH SOLE M 776045 0 0 PHILIP MORRIS COS INC COMMON 718154107 2011 42385 SH SOLE S 42385 0 0 PHILIP MORRIS COS INC COMMON 718154107 31 655 SH SOLE T 655 0 0 PHYSIOMETRIX INC COMMON 718928104 57 10550 SH SOLE I 10550 0 0 PHYSIOMETRIX INC COMMON 718928104 2636 490350 SH SOLE M 490350 0 0 PHYSIOMETRIX INC COMMON 718928104 71 13300 SH SOLE S 13300 0 0 PHOENIX TECHNOLOGY LTD COMMON 719153108 1959 141200 SH SOLE M 141200 0 0 PHOENIX TECHNOLOGY LTD COMMON 719153108 2373 171000 SH SOLE S 171000 0 0 PHOTON DYNAMICS INC COMMON 719364101 17 800 SH SOLE I 800 0 0 PHOTON DYNAMICS INC COMMON 719364101 2907 137600 SH SOLE M 137600 0 0 PHOTON DYNAMICS INC COMMON 719364101 3188 150900 SH SOLE S 150900 0 0 PIONEER STD ELECTRS INC COMMON 723877106 323 26375 SH SOLE I 26375 0 0 PIONEER STD ELECTRS INC COMMON 723877106 3598 293700 SH SOLE M 293700 0 0 PIONEER STD ELECTRS INC COMMON 723877106 5701 465400 SH SOLE S 465400 0 0 PITTSTON BRINKS GROUP COM 725701106 531 24447 SH SOLE I 24447 0 0 PITTSTON BRINKS GROUP COM 725701106 1046 48197 SH SOLE M 48197 0 0 PITTSTON BRINKS GROUP COM 725701106 2664 122777 SH SOLE S 122777 0 0 PIXAR COMMON 725811103 107426 3493538 SH SOLE I 3493538 0 0 PIXAR COMMON 725811103 75191 2445247 SH SOLE M 2445247 0 0 PIXAR COMMON 725811103 2522 82000 SH SOLE S 82000 0 0 PIXELWORKS INC COMMON 72581M107 73 7250 SH SOLE I 7250 0 0
36 PIXELWORKS INC COMMON 72581M107 3539 353850 SH SOLE M 353850 0 0 PIXELWORKS INC COMMON 72581M107 96 9550 SH SOLE S 9550 0 0 POLO RALPH LAUREN CORP CL A 731572103 11 400 SH SOLE I 400 0 0 POLO RALPH LAUREN CORP CL A 731572103 3845 139800 SH SOLE M 139800 0 0 POLO RALPH LAUREN CORP CL A 731572103 5055 183800 SH SOLE S 183800 0 0 POLYCOM INC COMMON 73172K104 11435 924073 SH SOLE I 924073 0 0 POLYCOM INC COMMON 73172K104 11725 947480 SH SOLE M 947480 0 0 POLYCOM INC COMMON 73172K104 6609 534100 SH SOLE S 534100 0 0 POLYMEDICA CORP COMMON 731738100 109 4800 SH SOLE I 4800 0 0 POLYMEDICA CORP COMMON 731738100 5346 235000 SH SOLE M 235000 0 0 POLYMEDICA CORP COMMON 731738100 143 6300 SH SOLE S 6300 0 0 POLYMER GROUP INC COMMON 731745105 39 22000 SH SOLE I 22000 0 0 POLYONE CORP COMMON 73179P106 244 26787 SH SOLE I 26787 0 0 POLYONE CORP COMMON 73179P106 5412 594700 SH SOLE M 594700 0 0 POLYONE CORP COMMON 73179P106 7301 802300 SH SOLE S 802300 0 0 POTLATCH CORP COMMON 737628107 116 3617 SH SOLE S 3617 0 0 POWER INTEGRATIONS INC COMMON 739276103 6491 376300 SH SOLE I 376300 0 0 POWER INTEGRATIONS INC COMMON 739276103 31 1800 SH SOLE M 1800 0 0 POWER INTEGRATIONS INC COMMON 739276103 49 2840 SH SOLE T 2840 0 0 PRAECIS PHARMACEUTICALS COMMON 739421105 9225 462678 SH SOLE I 462678 0 0 PRAECIS PHARMACEUTICALS COMMON 739421105 10309 517070 SH SOLE M 517070 0 0 PRAECIS PHARMACEUTICALS COMMON 739421105 848 42550 SH SOLE S 42550 0 0 PRAXAIR INC COMMON 74005P104 3262 73050 SH SOLE I 73050 0 0 PRAXAIR INC COMMON 74005P104 17342 388405 SH SOLE M 388405 0 0 PRAXAIR INC COMMON 74005P104 261 5855 SH SOLE S 5855 0 0 PREDICTIVE SYS INC COMMON 74036W102 1555 765439 SH SOLE I 765439 0 0 PREDICTIVE SYS INC COMMON 74036W102 1708 841055 SH SOLE M 841055 0 0 PREDICTIVE SYS INC COMMON 74036W102 156 76700 SH SOLE S 76700 0 0 PRICE T ROWE GROUP INC COMMON 74144T108 36618 1169438 SH SOLE I 1169438 0 0 PRICE T ROWE GROUP INC COMMON 74144T108 10474 334500 SH SOLE M 334500 0 0 PRICE T ROWE GROUP INC COMMON 74144T108 203 6475 SH SOLE S 6475 0 0 PRIMEDIA INC COMMON 74157K101 6617 1050263 SH SOLE I 1050263 0 0 PRIMEDIA INC COMMON 74157K101 11282 1790800 SH SOLE M 1790800 0 0 PRIMEDIA INC COMMON 74157K101 1009 160116 SH SOLE S 160116 0 0 PRIDE INTL INC COMMON 741932107 1129 47536 SH SOLE I 47536 0 0 PRIDE INTL INC COMMON 741932107 7144 300680 SH SOLE M 300680 0 0 PRIDE INTL INC COMMON 741932107 9047 380770 SH SOLE S 380770 0 0 PRINTRONIX INC COMMON 742578107 100 17600 SH SOLE M 17600 0 0 PRINTRONIX INC COMMON 742578107 271 47900 SH SOLE S 47900 0 0
37 PRIORITY HEALTHCARE CORP CL B 74264T102 2016 53400 SH SOLE I 53400 0 0 PROCTER & GAMBLE CO COMMON 742718109 125 2000 SH SOLE M 2000 0 0 PROCTER & GAMBLE CO COMMON 742718109 263 4200 SH SOLE S 4200 0 0 PROFIT RECOVERY GROUP IN COMMON 743168106 9 1500 SH SOLE I 1500 0 0 PROFIT RECOVERY GROUP IN COMMON 743168106 2767 442700 SH SOLE M 442700 0 0 PROFIT RECOVERY GROUP IN COMMON 743168106 3279 524700 SH SOLE S 524700 0 0 PROGRESSIVE CORP OHIO COMMON 743315103 512161 5277287 SH SOLE I 5277287 0 0 PROGRESSIVE CORP OHIO COMMON 743315103 1349 13900 SH SOLE J 13900 0 0 PROGRESSIVE CORP OHIO COMMON 743315103 545982 5625777 SH SOLE M 5625777 0 0 PROGRESSIVE CORP OHIO COMMON 743315103 119087 1227070 SH SOLE S 1227070 0 0 PROGRESSIVE CORP OHIO COMMON 743315103 38 395 SH SOLE T 395 0 0 PROTEIN DESIGN LABS INC COMMON 74369L103 5493 123435 SH SOLE I 123435 0 0 PROTEIN DESIGN LABS INC COMMON 74369L103 5192 116675 SH SOLE M 116675 0 0 PROTEIN DESIGN LABS INC COMMON 74369L103 507 11400 SH SOLE S 11400 0 0 PROVIDIAN FINL CORP COMMON 74406A102 235548 4802206 SH SOLE I 4802206 0 0 PROVIDIAN FINL CORP COMMON 74406A102 618 12600 SH SOLE J 12600 0 0 PROVIDIAN FINL CORP COMMON 74406A102 264239 5387137 SH SOLE M 5387137 0 0 PROVIDIAN FINL CORP COMMON 74406A102 74073 1510155 SH SOLE S 1510155 0 0 PROVIDIAN FINL CORP COMMON 74406A102 27 555 SH SOLE T 555 0 0 PROVIDIAN FINL CORP NOTE 3.250 8/1 74406AAA0 6827 7130000 PRN SOLE I 7130000 0 0 PROVIDIAN FINL CORP NOTE 3.250 8/1 74406AAA0 27002 28200000 PRN SOLE M 28200000 0 0 PROVIDIAN FINL CORP NOTE 3.250 8/1 74406AAA0 43 45000 PRN SOLE T 45000 0 0 PROXICOM INC COMMON 744282104 2358 802635 SH SOLE I 802635 0 0 PROXICOM INC COMMON 744282104 2272 773535 SH SOLE M 773535 0 0 PROXICOM INC COMMON 744282104 206 70100 SH SOLE S 70100 0 0 PRUDENTIAL PLC ADR 74435K204 2646 122221 SH SOLE I 122221 0 0 QLOGIC CORP COMMON 747277101 3 135 SH SOLE I 135 0 0 QLOGIC CORP COMMON 747277101 734 32600 SH SOLE M 32600 0 0 QUAKER CHEM CORP COMMON 747316107 2 100 SH SOLE I 100 0 0 QUAKER CHEM CORP COMMON 747316107 2450 138500 SH SOLE M 138500 0 0 QUAKER CHEM CORP COMMON 747316107 3304 186800 SH SOLE S 186800 0 0 QUALCOMM INC COMMON 747525103 297864 5260294 SH SOLE I 5260294 0 0 QUALCOMM INC COMMON 747525103 612 10800 SH SOLE J 10800 0 0 QUALCOMM INC COMMON 747525103 242648 4285175 SH SOLE M 4285175 0 0 QUALCOMM INC COMMON 747525103 65024 1148325 SH SOLE S 1148325 0 0 QUANTA SERVICES COMMON 74762E102 18523 829876 SH SOLE K 829876 0 0 QUANTA SVCS INC NOTE 4.000 7/0 74762EAA0 5202 7225000 PRN SOLE I 7225000 0 0 QUANTA SVCS INC NOTE 4.000 7/0 74762EAA0 20344 28255000 PRN SOLE M 28255000 0 0 QUANTUM CORP COM DSSG 747906204 213 18357 SH SOLE I 18357 0 0
38 QUANTUM CORP COM DSSG 747906204 1687 145400 SH SOLE M 145400 0 0 QUANTUM CORP COM DSSG 747906204 4728 407600 SH SOLE S 407600 0 0 QUEST SOFTWARE INC COMMON 74834T103 18281 1029939 SH SOLE I 1029939 0 0 QUEST SOFTWARE INC COMMON 74834T103 16574 933735 SH SOLE M 933735 0 0 QUEST SOFTWARE INC COMMON 74834T103 1660 93500 SH SOLE S 93500 0 0 QUICKSILVER RESOURCES IN COMMON 74837R104 15597 1327405 SH SOLE M 1327405 0 0 QUILMES INDL QUINSA SOCI DEPOSITORY RECEI 74838Y108 603 64600 SH SOLE I 64600 0 0 QWEST COMMUNICATIONS INT COMMON 749121109 1419 40480 SH SOLE I 40480 0 0 QWEST COMMUNICATIONS INT COMMON 749121109 7378 210510 SH SOLE M 210510 0 0 QWEST COMMUNICATIONS INT COMMON 749121109 115 3275 SH SOLE S 3275 0 0 RADIAN GROUP INC COMMON 750236101 4229 62414 SH SOLE I 62414 0 0 RADIANT SYSTEMS INC COMMON 75025N102 97 7050 SH SOLE I 7050 0 0 RADIANT SYSTEMS INC COMMON 75025N102 4687 339300 SH SOLE M 339300 0 0 RADIANT SYSTEMS INC COMMON 75025N102 127 9200 SH SOLE S 9200 0 0 RADIO ONE INC CL A 75040P108 16800 956593 SH SOLE I 956593 0 0 RADIO ONE INC CL A 75040P108 15524 883905 SH SOLE M 883905 0 0 RADIO ONE INC CL A 75040P108 1284 73100 SH SOLE S 73100 0 0 RADIO ONE INC CL D NON VTG 75040P405 22663 1474029 SH SOLE I 1474029 0 0 RADIO ONE INC CL D NON VTG 75040P405 25022 1627465 SH SOLE M 1627465 0 0 RADIO ONE INC CL D NON VTG 75040P405 2392 155600 SH SOLE S 155600 0 0 RALSTON PURINA CO COMMON 751277302 65 2100 SH SOLE I 2100 0 0 RALSTON PURINA CO COMMON 751277302 218 6990 SH SOLE M 6990 0 0 RALSTON PURINA CO COMMON 751277302 5 150 SH SOLE S 150 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 20373 1147758 SH SOLE I 1147758 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 5339 300810 SH SOLE M 300810 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 127 7150 SH SOLE S 7150 0 0 RATIONAL SOFTWARE CORP 144A 5.000 2/0 75409PAA1 2520 3020000 PRN SOLE I 3020000 0 0 RATIONAL SOFTWARE CORP 144A 5.000 2/0 75409PAA1 4531 5430000 PRN SOLE M 5430000 0 0 RATIONAL SOFTWARE CVT. DEB 5.00% 2 75409PAC7 167 200000 PRN SOLE I 200000 0 0 RATIONAL SOFTWARE CVT. DEB 5.00% 2 75409PAC7 4097 4910000 PRN SOLE M 4910000 0 0 RATIONAL SOFTWARE CVT. DEB 5.00% 2 75409PAC7 50 60000 PRN SOLE T 60000 0 0 READ-RITE CORP COMMON 755246105 15688 1892346 SH SOLE I 1892346 0 0 READ-RITE CORP COMMON 755246105 25969 3132580 SH SOLE M 3132580 0 0 READ-RITE CORP COMMON 755246105 13342 1609450 SH SOLE S 1609450 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 2582 93964 SH SOLE I 93964 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 2671 97200 SH SOLE M 97200 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 93 3400 SH SOLE S 3400 0 0 REDBACK NETWORKS CVT DEB 5.00% 04/01/200 757209AB7 434 745000 PRN SOLE I 745000 0 0 REDBACK NETWORKS CVT DEB 5.00% 04/01/200 757209AB7 12792 21960000 PRN SOLE M 21960000 0 0
39 REDBACK NETWORKS CVT DEB 5.00% 04/01/200 757209AB7 32 55000 PRN SOLE T 55000 0 0 REMEC INC COMMON 759543101 960 96000 SH SOLE M 96000 0 0 REMEC INC COMMON 759543101 3162 316200 SH SOLE S 316200 0 0 RESEARCH IN MOTION LTD COMMON 760975102 19260 876634 SH SOLE I 876634 0 0 RESEARCH IN MOTION LTD COMMON 760975102 3625 164990 SH SOLE M 164990 0 0 RESEARCH IN MOTION LTD COMMON 760975102 764 34765 SH SOLE S 34765 0 0 RESOURCES CONNECTION INC COMMON 76122Q105 33 1500 SH SOLE I 1500 0 0 RESOURCES CONNECTION INC COMMON 76122Q105 1583 71550 SH SOLE M 71550 0 0 RESOURCES CONNECTION INC COMMON 76122Q105 43 1950 SH SOLE S 1950 0 0 RETEK INC COMMON 76128Q109 50687 2694330 SH SOLE I 2694330 0 0 RETEK INC COMMON 76128Q109 51092 2715833 SH SOLE M 2715833 0 0 RETEK INC COMMON 76128Q109 4456 236849 SH SOLE S 236849 0 0 REYNOLDS & REYNOLDS CO CL A 761695105 1783 92600 SH SOLE M 92600 0 0 REYNOLDS & REYNOLDS CO CL A 761695105 4560 236900 SH SOLE S 236900 0 0 RIGGS NATL CORP WASH DC COMMON 766570105 718 45200 SH SOLE M 45200 0 0 RIGGS NATL CORP WASH DC COMMON 766570105 1989 125300 SH SOLE S 125300 0 0 ROBERT HALF INTL INC COMMON 770323103 9 400 SH SOLE I 400 0 0 ROBERT HALF INTL INC COMMON 770323103 606 27100 SH SOLE M 27100 0 0 ROBOTIC VISION SYS INC COMMON 771074101 925 379300 SH SOLE M 379300 0 0 ROBOTIC VISION SYS INC COMMON 771074101 1307 536300 SH SOLE S 536300 0 0 ROHM & HAAS CO COMMON 775371107 2092 67900 SH SOLE I 67900 0 0 ROHM & HAAS CO COMMON 775371107 2588 84000 SH SOLE M 84000 0 0 ROHM & HAAS CO COMMON 775371107 100 3250 SH SOLE S 3250 0 0 ROSTELECOM OPEN JT STK L ADR 778529107 52 11325 SH SOLE I 11325 0 0 ROSTELECOM OPEN JT STK L ADR 778529107 30 6450 SH SOLE M 6450 0 0 ROYAL DUTCH PETE CO NY SHARES 780257804 2833 51100 SH SOLE I 51100 0 0 ROYAL DUTCH PETE CO NY SHARES 780257804 9371 169024 SH SOLE M 169024 0 0 ROYAL DUTCH PETE CO NY SHARES 780257804 172 3100 SH SOLE S 3100 0 0 RUDOLPH TECHNOLOGIES INC COMMON 781270103 42 1200 SH SOLE I 1200 0 0 RUDOLPH TECHNOLOGIES INC COMMON 781270103 1951 56250 SH SOLE M 56250 0 0 RUDOLPH TECHNOLOGIES INC COMMON 781270103 52 1500 SH SOLE S 1500 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 18932 424190 SH SOLE I 424190 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 30888 692100 SH SOLE M 692100 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 496 11120 SH SOLE S 11120 0 0 SCI SYS INC COMMON 783890106 2470 135700 SH SOLE I 135700 0 0 SCI SYS INC CVT DEB 3.00% 03 783890AF3 7054 9405000 PRN SOLE M 9405000 0 0 SLI INC COMMON 78442T108 123 14772 SH SOLE I 14772 0 0 SLI INC COMMON 78442T108 2038 244100 SH SOLE M 244100 0 0 SLI INC COMMON 78442T108 3207 384100 SH SOLE S 384100 0 0
40 SPX CORP 144A CVT DEB 0.00% 02/06/202 784635AC8 6025 10905000 PRN SOLE I 10905000 0 0 SPX CORP 144A CVT DEB 0.00% 02/06/202 784635AC8 11837 21425000 PRN SOLE M 21425000 0 0 SAFEGUARD SCIENT CVT DEB 5.00% 06/15/200 786449AE8 9067 16790000 PRN SOLE M 16790000 0 0 SAFEWAY INC COM NEW 786514208 14 245 SH SOLE I 245 0 0 SAFEWAY INC COM NEW 786514208 2868 52000 SH SOLE M 52000 0 0 SAFEWAY INC COM NEW 786514208 61 1100 SH SOLE S 1100 0 0 SALIENT 3 COMMUNICATIONS CL A 794721100 114 58900 SH SOLE M 58900 0 0 SALIENT 3 COMMUNICATIONS CL A 794721100 340 175300 SH SOLE S 175300 0 0 SAN PAOLO-IMI S P A DEPOSITORY RECEI 799175104 6510 240228 SH SOLE I 240228 0 0 SANGAMO BIOSCIENCES INC COMMON 800677106 75 6950 SH SOLE I 6950 0 0 SANGAMO BIOSCIENCES INC COMMON 800677106 3610 335850 SH SOLE M 335850 0 0 SANGAMO BIOSCIENCES INC COMMON 800677106 96 8950 SH SOLE S 8950 0 0 SANMINA CORP COMMON 800907107 57 2900 SH SOLE M 2900 0 0 SANMINA CORP NOTE 4.250 5/0 800907AB3 6340 5705000 PRN SOLE I 5705000 0 0 SANMINA CORP NOTE 4.250 5/0 800907AB3 28515 25660000 PRN SOLE M 25660000 0 0 SANMINA CORP NOTE 4.250 5/0 800907AB3 33 30000 PRN SOLE T 30000 0 0 SANMINA CORP CVT DEB 0.00% 09/12/202 800907AD9 32 95000 PRN SOLE T 95000 0 0 SAP AKTIENGESELLSCHAFT DEPOSITORY RECEI 803054204 2746 94718 SH SOLE I 94718 0 0 SAPIENT CORP COMMON 803062108 16415 2283802 SH SOLE I 2283802 0 0 SAPIENT CORP COMMON 803062108 8271 1150795 SH SOLE M 1150795 0 0 SAPIENT CORP COMMON 803062108 713 99170 SH SOLE S 99170 0 0 SCHEIN HENRY INC COMMON 806407102 2756 74995 SH SOLE I 74995 0 0 SCHEIN HENRY INC COMMON 806407102 2828 76950 SH SOLE M 76950 0 0 SCHEIN HENRY INC COMMON 806407102 112 3050 SH SOLE S 3050 0 0 SCHERING PLOUGH CORP COMMON 806605101 513 14053 SH SOLE I 14053 0 0 SCHERING PLOUGH CORP COMMON 806605101 3014 82500 SH SOLE M 82500 0 0 SCHERING PLOUGH CORP COMMON 806605101 24 650 SH SOLE S 650 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 173596 11257849 SH SOLE I 11257849 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 399 25850 SH SOLE J 25850 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 162747 10554299 SH SOLE M 10554299 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 35028 2271571 SH SOLE S 2271571 0 0 SCHWAB CHARLES CORP NEW COMMON 808513105 15 1000 SH SOLE T 1000 0 0 SEEBEYOND TECHNOLOGIES C COMMON 815704101 10993 862217 SH SOLE I 862217 0 0 SEEBEYOND TECHNOLOGIES C COMMON 815704101 10424 817540 SH SOLE M 817540 0 0 SEEBEYOND TECHNOLOGIES C COMMON 815704101 1001 78500 SH SOLE S 78500 0 0 SELECTICA INC COMMON 816288104 7429 1428741 SH SOLE I 1428741 0 0 SELECTICA INC COMMON 816288104 7340 1411580 SH SOLE M 1411580 0 0 SELECTICA INC COMMON 816288104 698 134300 SH SOLE S 134300 0 0 SEMTECH CORP COMMON 816850101 48009 1630890 SH SOLE I 1630890 0 0
41 SEMTECH CORP COMMON 816850101 57141 1941095 SH SOLE M 1941095 0 0 SEMTECH CORP COMMON 816850101 4592 156000 SH SOLE S 156000 0 0 SEPRACOR INC COMMON 817315104 26748 835880 SH SOLE I 835880 0 0 SEPRACOR INC COMMON 817315104 7497 234270 SH SOLE M 234270 0 0 SEPRACOR INC COMMON 817315104 168 5265 SH SOLE S 5265 0 0 SERONO SA-ADR DEPOSITORY RECEI 81752M101 746 36908 SH SOLE I 36908 0 0 SHELL TRANS & TRADING PL DEPOSITORY RECEI 822703609 3458 73989 SH SOLE I 73989 0 0 SIEBEL SYS INC COMMON 826170102 337838 12420528 SH SOLE I 12420528 0 0 SIEBEL SYS INC COMMON 826170102 416 15300 SH SOLE J 15300 0 0 SIEBEL SYS INC COMMON 826170102 236153 8682079 SH SOLE M 8682079 0 0 SIEBEL SYS INC COMMON 826170102 38937 1431506 SH SOLE S 1431506 0 0 SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 3786 2710000 PRN SOLE I 2710000 0 0 SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 2933 2100000 PRN SOLE M 2100000 0 0 SIEBEL SYSTEMS 144A CVT DEB 5.50% 09 826170AA0 49 35000 PRN SOLE T 35000 0 0 SIEBEL SYSTEMS CVT DEB 5.50% 09 826170AC6 3332 2385000 PRN SOLE I 2385000 0 0 SIEBEL SYSTEMS CVT DEB 5.50% 09 826170AC6 26052 18650000 PRN SOLE M 18650000 0 0 SIEBEL SYSTEMS CVT DEB 5.50% 09 826170AC6 70 50000 PRN SOLE T 50000 0 0 SIEMENS A G ADR 826197501 2936 28707 SH SOLE I 28707 0 0 SILICON IMAGE INC COMMON 82705T102 1953 529663 SH SOLE I 529663 0 0 SILICON IMAGE INC COMMON 82705T102 4391 1190905 SH SOLE M 1190905 0 0 SILICON IMAGE INC COMMON 82705T102 381 103400 SH SOLE S 103400 0 0 SILICON VY BANCSHARES COMMON 827064106 2366 100670 SH SOLE I 100670 0 0 SILICON VY BANCSHARES COMMON 827064106 7572 322200 SH SOLE M 322200 0 0 SILICON VY BANCSHARES COMMON 827064106 5242 223050 SH SOLE S 223050 0 0 SIRIUS SATELLITE RADIO I COMMON 82966U103 123 9883 SH SOLE I 9883 0 0 SIRIUS SATELLITE RADIO I COMMON 82966U103 90 7267 SH SOLE M 7267 0 0 SIZZLER INTL INC COMMON 830139101 229 163700 SH SOLE M 163700 0 0 SIZZLER INTL INC COMMON 830139101 730 521700 SH SOLE S 521700 0 0 SKILLSOFT CORP COMMON 83066P101 266 11300 SH SOLE I 11300 0 0 SKILLSOFT CORP COMMON 83066P101 12920 548350 SH SOLE M 548350 0 0 SKILLSOFT CORP COMMON 83066P101 349 14800 SH SOLE S 14800 0 0 SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 15326 690743 SH SOLE I 690743 0 0 SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 13653 615335 SH SOLE M 615335 0 0 SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 1555 70100 SH SOLE S 70100 0 0 SMURFIT-STONE CONTAINER COMMON 832727101 897 67400 SH SOLE M 67400 0 0 SOLECTRON CORP COMMON 834182107 45 2385 SH SOLE M 2385 0 0 SOLECTRON CORP NOTE 5/0 834182AK3 698 1400000 PRN SOLE M 1400000 0 0 SOLECTRON CORP CVT DEB "LYON" O% 05/08/ 834182AK3 32 65000 PRN SOLE T 65000 0 0 SOLUTIA INC COMMON 834376105 2540 208167 SH SOLE I 208167 0 0
42 SOLUTIA INC COMMON 834376105 8707 713700 SH SOLE M 713700 0 0 SOLUTIA INC COMMON 834376105 6834 560200 SH SOLE S 560200 0 0 SONERA GROUP PLC ADR 835433202 603 80056 SH SOLE I 80056 0 0 SONIC AUTOMOTIVE INC CL:A 83545G102 1622 209116 SH SOLE I 209116 0 0 SONIC AUTOMOTIVE INC CL:A 83545G102 9435 1216679 SH SOLE K 1216679 0 0 SONIC AUTOMOTIVE INC CL:A 83545G102 737 95053 SH SOLE M 95053 0 0 SONY CORP DEPOSITORY RECEI 835699307 1762 24383 SH SOLE I 24383 0 0 SOTHEBYS HLDGS INC CL A 835898107 9 500 SH SOLE I 500 0 0 SOTHEBYS HLDGS INC CL A 835898107 4484 244100 SH SOLE M 244100 0 0 SOTHEBYS HLDGS INC CL A 835898107 5327 290000 SH SOLE S 290000 0 0 SONUS NETWORKS INC COMMON 835916107 46807 2345850 SH SOLE I 2345850 0 0 SONUS NETWORKS INC COMMON 835916107 21541 1079585 SH SOLE M 1079585 0 0 SONUS NETWORKS INC COMMON 835916107 15303 766935 SH SOLE S 766935 0 0 SOUTHWEST AIRLS CO COMMON 844741108 122907 6924338 SH SOLE I 6924338 0 0 SOUTHWEST AIRLS CO COMMON 844741108 285 16050 SH SOLE J 16050 0 0 SOUTHWEST AIRLS CO COMMON 844741108 133017 7493906 SH SOLE M 7493906 0 0 SOUTHWEST AIRLS CO COMMON 844741108 46481 2618637 SH SOLE S 2618637 0 0 SOUTHWEST AIRLS CO COMMON 844741108 43 2422 SH SOLE T 2422 0 0 SPACELABS MED INC COMMON 846247104 276 24530 SH SOLE I 24530 0 0 SPACELABS MED INC COMMON 846247104 951 84500 SH SOLE M 84500 0 0 SPACELABS MED INC COMMON 846247104 1349 119900 SH SOLE S 119900 0 0 SPANISH BROADCASTING SYS CL A 846425882 11166 1717864 SH SOLE I 1717864 0 0 SPANISH BROADCASTING SYS CL A 846425882 13018 2002790 SH SOLE M 2002790 0 0 SPANISH BROADCASTING SYS CL A 846425882 2848 438100 SH SOLE S 438100 0 0 SPECTRASITE HLDGS INC COMMON 84760T100 17281 4007216 SH SOLE I 4007216 0 0 SPECTRASITE HLDGS INC COMMON 84760T100 8202 1901930 SH SOLE M 1901930 0 0 SPECTRASITE HLDGS INC COMMON 84760T100 450 104295 SH SOLE S 104295 0 0 SPIEGEL INC CL A 848457107 1497 213900 SH SOLE M 213900 0 0 SPIEGEL INC CL A 848457107 1932 276000 SH SOLE S 276000 0 0 SPRINT CORP PCS COM SER 1 852061506 198 10441 SH SOLE I 10441 0 0 SPRINT CORP PCS COM SER 1 852061506 1167 61400 SH SOLE M 61400 0 0 SPRINT CORP PCS COM SER 1 852061506 10 500 SH SOLE S 500 0 0 SPRINT CORP PCS COM SER 1 852061506 28 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 2485 165000 SH SOLE M 165000 0 0 STANDARD MICROSYSTEMS CO COMMON 853626109 1485 98600 SH SOLE S 98600 0 0 STARBUCKS CORP COMMON 855244109 416 9800 SH SOLE M 9800 0 0 STERICYCLE INC COMMON 858912108 408 9150 SH SOLE I 9150 0 0 STERICYCLE INC COMMON 858912108 19887 445650 SH SOLE M 445650 0 0
43 STERICYCLE INC COMMON 858912108 533 11950 SH SOLE S 11950 0 0 STERLING BANCORP COMMON 859158107 24 1100 SH SOLE I 1100 0 0 STERLING BANCORP COMMON 859158107 2762 129085 SH SOLE M 129085 0 0 STERLING BANCORP COMMON 859158107 3863 180506 SH SOLE S 180506 0 0 STILWELL FINL INC COMMON 860831106 234880 8757645 SH SOLE I 8757645 0 0 STILWELL FINL INC COMMON 860831106 611 22800 SH SOLE J 22800 0 0 STILWELL FINL INC COMMON 860831106 255459 9524940 SH SOLE M 9524940 0 0 STILWELL FINL INC COMMON 860831106 41109 1532770 SH SOLE S 1532770 0 0 STILWELL FINL INC COMMON 860831106 50 1850 SH SOLE T 1850 0 0 ST MICROELECTRONICS CVT "LYON" 0% 09/22/ 861012AB8 1592 950000 PRN SOLE M 950000 0 0 STORAGENETWORKS INC COMMON 86211E103 47635 4330486 SH SOLE I 4330486 0 0 STORAGENETWORKS INC COMMON 86211E103 3006 273275 SH SOLE M 273275 0 0 STORAGENETWORKS INC COMMON 86211E103 9215 837765 SH SOLE S 837765 0 0 SUN MICROSYSTEMS INC COMMON 866810104 3677 239253 SH SOLE I 239253 0 0 SUN MICROSYSTEMS INC COMMON 866810104 5009 325888 SH SOLE M 325888 0 0 SUN MICROSYSTEMS INC COMMON 866810104 22565 1468150 SH SOLE S 1468150 0 0 SUNGARD DATA SYS INC COMMON 867363103 9354 190000 SH SOLE I 190000 0 0 SUNRISE ASSISTD LVG 144A CVT DEB 5.50% 06 86768KAA4 710 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 14349 15450000 PRN SOLE M 15450000 0 0 SUPPORT COM INC COMMON 868587106 4908 972532 SH SOLE I 972532 0 0 SUPPORT COM INC COMMON 868587106 6385 1265215 SH SOLE M 1265215 0 0 SUPPORT COM INC COMMON 868587106 489 96800 SH SOLE S 96800 0 0 SYBRON DENTAL SPECIALTIE COMMON 871142105 1591 75750 SH SOLE I 75750 0 0 SYBRON DENTAL SPECIALTIE COMMON 871142105 2456 116952 SH SOLE M 116952 0 0 SYBRON DENTAL SPECIALTIE COMMON 871142105 125 5930 SH SOLE S 5930 0 0 SYCAMORE NETWORKS INC COMMON 871206108 9792 979185 SH SOLE I 979185 0 0 SYCAMORE NETWORKS INC COMMON 871206108 2664 266425 SH SOLE M 266425 0 0 SYCAMORE NETWORKS INC COMMON 871206108 5792 579170 SH SOLE S 579170 0 0 SYKES ENTERPRISES INC COMMON 871237103 267 48800 SH SOLE M 48800 0 0 SYKES ENTERPRISES INC COMMON 871237103 730 133500 SH SOLE S 133500 0 0 SYMANTEC CORP COMMON 871503108 1574 37650 SH SOLE I 37650 0 0 SYMANTEC CORP COMMON 871503108 2764 66100 SH SOLE M 66100 0 0 SYMANTEC CORP COMMON 871503108 119 2850 SH SOLE S 2850 0 0 SYMBOL TECHNOLOGIES INC COMMON 871508107 292 8365 SH SOLE I 8365 0 0 SYMMETRICOM INC COMMON 871543104 1015 83750 SH SOLE M 83750 0 0 SYMMETRICOM INC COMMON 871543104 2675 220600 SH SOLE S 220600 0 0 SYNPLICITY INC COMMON 87160Y108 110 7950 SH SOLE I 7950 0 0 SYNPLICITY INC COMMON 87160Y108 5376 389200 SH SOLE M 389200 0 0
44 SYNPLICITY INC COMMON 87160Y108 144 10400 SH SOLE S 10400 0 0 SYNTEL INC COMMON 87162H103 693 92400 SH SOLE M 92400 0 0 SYNTEL INC COMMON 87162H103 1766 235500 SH SOLE S 235500 0 0 SYNTROLEUM CORP COMMON 871630109 1637 113400 SH SOLE S 113400 0 0 SYSCO CORP COMMON 871829107 2309 87100 SH SOLE M 87100 0 0 SYSTEMS & COMPUTER TECHN COMMON 871873105 256 27892 SH SOLE I 27892 0 0 SYSTEMS & COMPUTER TECHN COMMON 871873105 4270 464800 SH SOLE M 464800 0 0 SYSTEMS & COMPUTER TECHN COMMON 871873105 4982 542300 SH SOLE S 542300 0 0 TAIWAN SEMICONDUCTOR ADR ADR 874039100 1078 55262 SH SOLE I 55262 0 0 TAIWAN SEMICONDUCTOR ADR ADR 874039100 981 50316 SH SOLE M 50316 0 0 TALBOTS INC COMMON 874161102 43708 1028901 SH SOLE I 1028901 0 0 TALBOTS INC COMMON 874161102 11998 282430 SH SOLE M 282430 0 0 TALBOTS INC COMMON 874161102 275 6475 SH SOLE S 6475 0 0 TANOX INC COMMON 87588Q109 6 320 SH SOLE I 320 0 0 TANOX INC COMMON 87588Q109 56 2875 SH SOLE M 2875 0 0 TARGET CORP COMMON 87612E106 766 21232 SH SOLE I 21232 0 0 TARGET CORP COMMON 87612E106 3965 109905 SH SOLE M 109905 0 0 TARGET CORP COMMON 87612E106 139 3853 SH SOLE S 3853 0 0 TECHNITROL INC COMMON 878555101 334 13400 SH SOLE M 13400 0 0 TECHNITROL INC COMMON 878555101 896 36000 SH SOLE S 36000 0 0 TECHNOLOGY SOLUTIONS CO COMMON 87872T108 13 5800 SH SOLE I 5800 0 0 TECHNOLOGY SOLUTIONS CO COMMON 87872T108 1825 822400 SH SOLE M 822400 0 0 TECHNOLOGY SOLUTIONS CO COMMON 87872T108 1952 879600 SH SOLE S 879600 0 0 TELE CENTRO OESTE CELULA DEPOSITORY RECEI 87923P105 532 65730 SH SOLE I 65730 0 0 TELE NORTE LESTE PART S ADR 879246106 2882 177048 SH SOLE I 177048 0 0 TELE NORTE LESTE PART S ADR 879246106 6531 401193 SH SOLE M 401193 0 0 TELECOM ARGENTINA ADR 879273209 1149 73625 SH SOLE I 73625 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 3708 76701 SH SOLE I 76701 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 1186 24525 SH SOLE L 24525 0 0 TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 515 10653 SH SOLE M 10653 0 0 TELEDYNE TECHNOLOGIES IN COMMON 879360105 2974 212436 SH SOLE I 212436 0 0 TELEDYNE TECHNOLOGIES IN COMMON 879360105 5376 384000 SH SOLE M 384000 0 0 TELEDYNE TECHNOLOGIES IN COMMON 879360105 2729 194900 SH SOLE S 194900 0 0 TELEFONICA S A ADR 879382208 4690 97906 SH SOLE I 97906 0 0 TELEFONOS DE MEXICO ADS REP ORD L 879403780 11535 365728 SH SOLE I 365728 0 0 TELEFONOS DE MEXICO ADS REP ORD L 879403780 595 18852 SH SOLE M 18852 0 0 TELEMEX CVT DEB 4.25% 06 879403AD5 7558 6285000 PRN SOLE I 6285000 0 0 TELEMEX CVT DEB 4.25% 06 879403AD5 27982 23270000 PRN SOLE M 23270000 0 0 TELEPHONE & DATA SYS INC COMMON 879433100 626 6700 SH SOLE M 6700 0 0
45 TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 534 36025 SH SOLE I 36025 0 0 TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 1019 68800 SH SOLE M 68800 0 0 TELLABS INC COMMON 879664100 3 62 SH SOLE I 62 0 0 TELSTRA CORP LTD ADR 87969N204 857 54925 SH SOLE I 54925 0 0 TERADYNE INC COMMON 880770102 8036 243500 SH SOLE I 243500 0 0 TERADYNE INC COMMON 880770102 18020 546070 SH SOLE M 546070 0 0 TERADYNE INC COMMON 880770102 15830 479710 SH SOLE S 479710 0 0 TERADYNE INC COMMON 880770102 29 880 SH SOLE T 880 0 0 TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 508 9300 SH SOLE I 9300 0 0 TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 200 3656 SH SOLE M 3656 0 0 TETRA TECHNOLOGIES INC D COMMON 88162F105 531 26222 SH SOLE I 26222 0 0 TEXACO INC COMMON 881694103 1033 15557 SH SOLE I 15557 0 0 TEXACO INC COMMON 881694103 5612 84515 SH SOLE M 84515 0 0 TEXACO INC COMMON 881694103 79 1190 SH SOLE S 1190 0 0 TEXAS INDS INC COMMON 882491103 261 8990 SH SOLE I 8990 0 0 TEXAS INSTRS INC COMMON 882508104 14473 467183 SH SOLE I 467183 0 0 TEXAS INSTRS INC COMMON 882508104 27815 897850 SH SOLE M 897850 0 0 TEXAS INSTRS INC COMMON 882508104 67898 2191670 SH SOLE S 2191670 0 0 TEXAS INSTRS INC COMMON 882508104 69 2220 SH SOLE T 2220 0 0 TIBCO SOFTWARE INC COMMON 88632Q103 10391 1222453 SH SOLE I 1222453 0 0 TIBCO SOFTWARE INC COMMON 88632Q103 10380 1221235 SH SOLE M 1221235 0 0 TIBCO SOFTWARE INC COMMON 88632Q103 1134 133400 SH SOLE S 133400 0 0 TIFFANY & CO NEW COMMON 886547108 570 20900 SH SOLE M 20900 0 0 TIME WARNER INC COMMON 887315109 178 2500 SH SOLE I 2500 0 0 TIME WARNER TELECOM INC CL A 887319101 11616 319344 SH SOLE I 319344 0 0 TIME WARNER TELECOM INC CL A 887319101 2768 76100 SH SOLE M 76100 0 0 TIME WARNER TELECOM INC CL A 887319101 61 1690 SH SOLE S 1690 0 0 TITAN PHARMACEUTICALS IN COMMON 888314101 12848 578725 SH SOLE I 578725 0 0 TITAN PHARMACEUTICALS IN COMMON 888314101 16531 744660 SH SOLE M 744660 0 0 TITAN PHARMACEUTICALS IN COMMON 888314101 1201 54100 SH SOLE S 54100 0 0 TOO INC COMMON 890333107 1797 95900 SH SOLE M 95900 0 0 TOO INC COMMON 890333107 5015 267600 SH SOLE S 267600 0 0 TOTAL FINA ELF S A ADR 89151E109 6833 100552 SH SOLE I 100552 0 0 TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 9681 12045000 PRN SOLE M 12045000 0 0 TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 56 70000 PRN SOLE T 70000 0 0 TRANSMETA CORP DEL COMMON 89376R109 34511 1792790 SH SOLE I 1792790 0 0 TRANSMETA CORP DEL COMMON 89376R109 14350 745450 SH SOLE M 745450 0 0 TRANSMETA CORP DEL COMMON 89376R109 901 46805 SH SOLE S 46805 0 0 TRANSWITCH CORP COMMON 894065101 7800 594306 SH SOLE I 594306 0 0
46 TRANSWITCH CORP COMMON 894065101 7428 565930 SH SOLE M 565930 0 0 TRANSWITCH CORP COMMON 894065101 623 47500 SH SOLE S 47500 0 0 TRANSWITCH CORP 144A NOTE 4.500 9/1 894065AA9 5052 7540000 PRN SOLE I 7540000 0 0 TRANSWITCH CORP 144A NOTE 4.500 9/1 894065AA9 7899 11790000 PRN SOLE M 11790000 0 0 TRANSWITCH CORP 144A NOTE 4.500 9/1 894065AA9 57 85000 PRN SOLE T 85000 0 0 TRANSWITCH CORP CVT DEB 4.50% 09 894065AB7 7333 10945000 PRN SOLE M 10945000 0 0 TRANSWITCH CORP CVT DEB 4.50% 09 894065AB7 37 55000 PRN SOLE T 55000 0 0 TRIQUINT SEMICONDUCTOR I NOTE 4.000 3/0 89674KAA1 628 1000000 PRN SOLE M 1000000 0 0 TRUE NORTH COMMUNICATION COMMON 897844106 2228 59013 SH SOLE I 59013 0 0 TRUE NORTH COMMUNICATION COMMON 897844106 2911 77100 SH SOLE M 77100 0 0 TRUE NORTH COMMUNICATION COMMON 897844106 115 3050 SH SOLE S 3050 0 0 TUBOS DE ACERO DE MEXICO ADR NEW PP 898592506 3848 351400 SH SOLE M 351400 0 0 TURKCELL ILETISIM HIZMET DEPOSITORY RECEI 900111105 32 10180 SH SOLE I 10180 0 0 TURKCELL ILETISIM HIZMET DEPOSITORY RECEI 900111105 13 4180 SH SOLE M 4180 0 0 TV AZTECA S A DE C V DEPOSITORY RECEI 901145102 1066 144000 SH SOLE M 144000 0 0 TYCO INTL LTD NEW COMMON 902124106 14366 332325 SH SOLE I 332325 0 0 TYCO INTL LTD NEW COMMON 902124106 22111 511475 SH SOLE M 511475 0 0 TYCO INTL LTD NEW COMMON 902124106 220 5080 SH SOLE S 5080 0 0 TYCO INTL LTD NEW COMMON 902124106 18 410 SH SOLE T 410 0 0 UST INC COMMON 902911106 66 2200 SH SOLE I 2200 0 0 UST INC COMMON 902911106 202 6725 SH SOLE M 6725 0 0 UST INC COMMON 902911106 5 150 SH SOLE S 150 0 0 U S CONCRETE INC COMMON 90333L102 317 36204 SH SOLE I 36204 0 0 US UNWIRED INC CL A 90338R104 1863 276054 SH SOLE I 276054 0 0 US UNWIRED INC CL A 90338R104 2823 418267 SH SOLE K 418267 0 0 US UNWIRED INC CL A 90338R104 2033 301152 SH SOLE M 301152 0 0 UNIBANCO-UNIAO DE BANCOS DEPOSITORY RECEI 90458E107 1757 85930 SH SOLE I 85930 0 0 UNISYS CORP COMMON 909214108 1339 95640 SH SOLE I 95640 0 0 UNISYS CORP COMMON 909214108 2321 165800 SH SOLE M 165800 0 0 UNISYS CORP COMMON 909214108 98 7000 SH SOLE S 7000 0 0 UNITED RETAIL GROUP INC COMMON 911380103 1338 159800 SH SOLE M 159800 0 0 UNITED RETAIL GROUP INC COMMON 911380103 3475 414900 SH SOLE S 414900 0 0 US CELLULAR CORP LYON 0.0% 06/15/ 911684AA6 736 1240000 PRN SOLE M 1240000 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 2675 36492 SH SOLE I 36492 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 14601 199200 SH SOLE M 199200 0 0 UNITED TECHNOLOGIES CORP COMMON 913017109 1442 19675 SH SOLE S 19675 0 0 UNIVISION COMMUNICATIONS CL A 914906102 84097 2203793 SH SOLE I 2203793 0 0 UNIVISION COMMUNICATIONS CL A 914906102 25352 664373 SH SOLE M 664373 0 0 UNIVISION COMMUNICATIONS CL A 914906102 1307 34240 SH SOLE S 34240 0 0
47 URBAN OUTFITTERS INC COMMON 917047102 826 77300 SH SOLE M 77300 0 0 URBAN OUTFITTERS INC COMMON 917047102 2252 210700 SH SOLE S 210700 0 0 VALASSIS COMMUNICATIONS COMMON 918866104 1673 57700 SH SOLE I 57700 0 0 VALASSIS COMMUNICATIONS COMMON 918866104 10240 353100 SH SOLE M 353100 0 0 VALASSIS COMMUNICATIONS COMMON 918866104 5149 177550 SH SOLE S 177550 0 0 VALLEY NATL BANCORP COMMON 919794107 1214 44800 SH SOLE I 44800 0 0 VALLEY NATL BANCORP COMMON 919794107 11902 439340 SH SOLE M 439340 0 0 VALLEY NATL BANCORP COMMON 919794107 16709 616785 SH SOLE S 616785 0 0 VARCO INTL INC DEL COMMON 922122106 166 8052 SH SOLE I 8052 0 0 VARCO INTL INC DEL COMMON 922122106 9057 438574 SH SOLE M 438574 0 0 VARCO INTL INC DEL COMMON 922122106 218 10534 SH SOLE S 10534 0 0 VARCO INTL INC DEL COMMON 922122106 41 1995 SH SOLE T 1995 0 0 VARIAN INC COMMON 922206107 1168 45700 SH SOLE M 45700 0 0 VARIAN INC COMMON 922206107 1644 64300 SH SOLE S 64300 0 0 VARIAN SEMICONDUCTOR EQU COMMON 922207105 17221 539213 SH SOLE I 539213 0 0 VARIAN SEMICONDUCTOR EQU COMMON 922207105 22143 693320 SH SOLE M 693320 0 0 VARIAN SEMICONDUCTOR EQU COMMON 922207105 7419 232300 SH SOLE S 232300 0 0 VASTERA INC COMMON 92239N109 55 7100 SH SOLE I 7100 0 0 VASTERA INC COMMON 92239N109 2679 345700 SH SOLE M 345700 0 0 VASTERA INC COMMON 92239N109 72 9300 SH SOLE S 9300 0 0 VEECO INSTRS INC DEL COMMON 922417100 5794 139400 SH SOLE M 139400 0 0 VEECO INSTRS INC DEL COMMON 922417100 7739 186200 SH SOLE S 186200 0 0 VENTANA MED SYS INC COMMON 92276H106 162 6950 SH SOLE I 6950 0 0 VENTANA MED SYS INC COMMON 92276H106 7836 337050 SH SOLE M 337050 0 0 VENTANA MED SYS INC COMMON 92276H106 212 9100 SH SOLE S 9100 0 0 VENTIV HEALTH INC COMMON 922793104 24471 1591581 SH SOLE I 1591581 0 0 VENTIV HEALTH INC COMMON 922793104 23223 1510465 SH SOLE M 1510465 0 0 VENTIV HEALTH INC COMMON 922793104 2100 136600 SH SOLE S 136600 0 0 VERITAS SOFTWARE CO COMMON 923436109 26 40496 SH SOLE I 40496 0 0 VERITAS HOLDINGS COMMON 923436109 6 12164 SH SOLE M 12164 0 0 VERISIGN INC COMMON 92343E102 98023 2766085 SH SOLE I 2766085 0 0 VERISIGN INC COMMON 92343E102 43508 1227735 SH SOLE M 1227735 0 0 VERISIGN INC COMMON 92343E102 21044 593825 SH SOLE S 593825 0 0 VERITAS DGC INC COMMON 92343P107 149 4650 SH SOLE I 4650 0 0 VERITAS DGC INC COMMON 92343P107 7197 225250 SH SOLE M 225250 0 0 VERITAS DGC INC COMMON 92343P107 195 6100 SH SOLE S 6100 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 5832 118294 SH SOLE I 118294 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 29881 606113 SH SOLE M 606113 0 0 VERIZON COMMUNICATIONS COMMON 92343V104 462 9377 SH SOLE S 9377 0 0
48 VERSATA INC COMMON 925298101 20 72204 SH SOLE I 72204 0 0 VERSATA INC COMMON 925298101 3 9385 SH SOLE M 9385 0 0 VERTEX PHARMACEUTICALS I COMMON 92532F100 26231 716214 SH SOLE I 716214 0 0 VERTEX PHARMACEUTICALS I COMMON 92532F100 10317 281680 SH SOLE M 281680 0 0 VERTEX PHARMACEUTICALS I COMMON 92532F100 576 15725 SH SOLE S 15725 0 0 VIACOM INC CL B NON-VOTING 925524308 1712 38926 SH SOLE I 38926 0 0 VIACOM INC CL B NON-VOTING 925524308 11111 252695 SH SOLE M 252695 0 0 VIACOM INC CL B NON-VOTING 925524308 48924 1112678 SH SOLE S 1112678 0 0 VIASYSTEMS GROUP INC COMMON 92553H100 727 242300 SH SOLE M 242300 0 0 VIASYSTEMS GROUP INC COMMON 92553H100 731 243700 SH SOLE S 243700 0 0 VIDESH SANCHAR NIGAM SP ADR 92659G600 1564 128689 SH SOLE I 128689 0 0 VINA CONCHA Y TORO S A DEPOSITORY RECEI 927191106 986 23816 SH SOLE I 23816 0 0 VIRAGE INC COMMON 92763Q106 16 7650 SH SOLE I 7650 0 0 VIRAGE INC COMMON 92763Q106 720 348850 SH SOLE M 348850 0 0 VIRAGE INC COMMON 92763Q106 20 9900 SH SOLE S 9900 0 0 VIRATA CORP COMMON 927646109 5078 388742 SH SOLE I 388742 0 0 VIRATA CORP COMMON 927646109 5057 387135 SH SOLE M 387135 0 0 VIRATA CORP COMMON 927646109 381 29200 SH SOLE S 29200 0 0 VISHAY INTERTECHNOLOGY I COMMON 928298108 2792 140287 SH SOLE I 140287 0 0 VISHAY INTERTECHNOLOGY I COMMON 928298108 16658 837100 SH SOLE M 837100 0 0 VISHAY INTERTECHNOLOGY I COMMON 928298108 10858 545650 SH SOLE S 545650 0 0 VITAL SIGNS INC COMMON 928469105 79 2450 SH SOLE I 2450 0 0 VITAL SIGNS INC COMMON 928469105 3826 119100 SH SOLE M 119100 0 0 VITAL SIGNS INC COMMON 928469105 103 3200 SH SOLE S 3200 0 0 VITESSE SEMICONDUCTOR CO COMMON 928497106 43 1800 SH SOLE T 1800 0 0 VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 9492 12870000 PRN SOLE I 12870000 0 0 VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 15547 21080000 PRN SOLE M 21080000 0 0 VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 44 60000 PRN SOLE T 60000 0 0 VITESSE SEMICONDUCTOR CO SDCV 4.000 3/1 928497AB2 962 1305000 PRN SOLE I 1305000 0 0 VITESSE SEMICONDUCTOR CO SDCV 4.000 3/1 928497AB2 25064 33985000 PRN SOLE M 33985000 0 0 VIVENDI UNIVERSAL ADR 92851S204 3832 63184 SH SOLE I 63184 0 0 VODAFONE GROUP PLC NEW ADR 92857W100 9543 351485 SH SOLE I 351485 0 0 VODAFONE GROUP PLC NEW ADR 92857W100 579 21310 SH SOLE M 21310 0 0 VODAFONE GROUP PLC NEW ADR 92857W100 4 150 SH SOLE S 150 0 0 VOLT INFORMATION SCIENCE COMMON 928703107 145 8036 SH SOLE I 8036 0 0 VOLT INFORMATION SCIENCE COMMON 928703107 2826 157100 SH SOLE M 157100 0 0 VOLT INFORMATION SCIENCE COMMON 928703107 4141 230200 SH SOLE S 230200 0 0 WMC LTD ADR 928947100 1239 78045 SH SOLE I 78045 0 0 VOTORANTIM CELULOSE E PA DEPOSITORY RECEI 92906P106 1164 95000 SH SOLE M 95000 0 0
49 WABASH NATL CORP COMMON 929566107 2139 208700 SH SOLE M 208700 0 0 WABASH NATL CORP COMMON 929566107 3473 338800 SH SOLE S 338800 0 0 WABTEC CORP COMMON 929740108 1156 91054 SH SOLE M 91054 0 0 WABTEC CORP COMMON 929740108 2742 215868 SH SOLE S 215868 0 0 WAL MART STORES INC COMMON 931142103 216279 4282757 SH SOLE I 4282757 0 0 WAL MART STORES INC COMMON 931142103 505 10000 SH SOLE J 10000 0 0 WAL MART STORES INC COMMON 931142103 204309 4045718 SH SOLE M 4045718 0 0 WAL MART STORES INC COMMON 931142103 59461 1177450 SH SOLE S 1177450 0 0 WASHINGTON MUT INC COMMON 939322103 346 6317 SH SOLE I 6317 0 0 WASHINGTON TR BANCORP COMMON 940610108 4 200 SH SOLE I 200 0 0 WASHINGTON TR BANCORP COMMON 940610108 2205 124200 SH SOLE M 124200 0 0 WASHINGTON TR BANCORP COMMON 940610108 2295 129300 SH SOLE S 129300 0 0 WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 327 11350 SH SOLE I 11350 0 0 WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 15856 550300 SH SOLE M 550300 0 0 WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 426 14800 SH SOLE S 14800 0 0 WATSCO INC COMMON 942622200 778 67200 SH SOLE M 67200 0 0 WATSCO INC COMMON 942622200 1927 166400 SH SOLE S 166400 0 0 WATTS INDS INC CL A 942749102 1057 63300 SH SOLE M 63300 0 0 WATTS INDS INC CL A 942749102 2799 167600 SH SOLE S 167600 0 0 WEATHERFORD INTL INC COMMON 947074100 883 17900 SH SOLE M 17900 0 0 WEBEX INC COMMON 94767L109 15619 1403960 SH SOLE I 1403960 0 0 WEBEX INC COMMON 94767L109 14199 1276355 SH SOLE M 1276355 0 0 WEBEX INC COMMON 94767L109 1336 120100 SH SOLE S 120100 0 0 WEBSENSE INC COMMON 947684106 148 12450 SH SOLE I 12450 0 0 WEBSENSE INC COMMON 947684106 7129 600300 SH SOLE M 600300 0 0 WEBSENSE INC COMMON 947684106 191 16100 SH SOLE S 16100 0 0 WEBMETHODS INC COMMON 94768C108 17227 825237 SH SOLE I 825237 0 0 WEBMETHODS INC COMMON 94768C108 8536 408898 SH SOLE M 408898 0 0 WEBMETHODS INC COMMON 94768C108 605 28989 SH SOLE S 28989 0 0 WEBSTER FINL CORP CONN COMMON 947890109 21 700 SH SOLE I 700 0 0 WEBSTER FINL CORP CONN COMMON 947890109 14882 507700 SH SOLE M 507700 0 0 WEBSTER FINL CORP CONN COMMON 947890109 19437 663100 SH SOLE S 663100 0 0 WELLS FARGO & COMPANY COMMON 949746101 2058 41608 SH SOLE I 41608 0 0 WELLS FARGO & COMPANY COMMON 949746101 10510 212445 SH SOLE M 212445 0 0 WELLS FARGO & COMPANY COMMON 949746101 160 3235 SH SOLE S 3235 0 0 WESTWOOD ONE INC COMMON 961815107 82575 3587082 SH SOLE I 3587082 0 0 WESTWOOD ONE INC COMMON 961815107 40759 1770605 SH SOLE M 1770605 0 0 WESTWOOD ONE INC COMMON 961815107 2462 106935 SH SOLE S 106935 0 0 WEYERHAEUSER CO COMMON 962166104 71 1400 SH SOLE M 1400 0 0
50 WEYERHAEUSER CO COMMON 962166104 10 200 SH SOLE S 200 0 0 WILEY JOHN & SONS INC CL A 968223206 9 500 SH SOLE I 500 0 0 WILEY JOHN & SONS INC CL A 968223206 4530 239700 SH SOLE M 239700 0 0 WILEY JOHN & SONS INC CL A 968223206 4787 253300 SH SOLE S 253300 0 0 WILLIAMS SONOMA INC COMMON 969904101 5 200 SH SOLE I 200 0 0 WILLIAMS SONOMA INC COMMON 969904101 6641 253000 SH SOLE M 253000 0 0 WILLIAMS SONOMA INC COMMON 969904101 8033 306000 SH SOLE S 306000 0 0 WOODHEAD INDS INC COMMON 979438108 842 48300 SH SOLE M 48300 0 0 WOODHEAD INDS INC COMMON 979438108 2215 127000 SH SOLE S 127000 0 0 WORLDCOM INC COMMON 98157D106 179 8972 SH SOLE I 8972 0 0 WORLDCOM INC COMMON 98157D106 1961 104650 SH SOLE M 104650 0 0 WORLDCOM INC GA NEW COMMON 98157D106 582 31150 SH SOLE S 31150 0 0 XILINX INC COMMON 983919101 317733 9045791 SH SOLE I 9045791 0 0 XILINX INC COMMON 983919101 467 13300 SH SOLE J 13300 0 0 XILINX INC COMMON 983919101 224139 6381175 SH SOLE M 6381175 0 0 XILINX INC COMMON 983919101 26325 749475 SH SOLE S 749475 0 0 YAHOO INC COMMON 984332106 87147 5533152 SH SOLE I 5533152 0 0 YAHOO INC COMMON 984332106 128 8100 SH SOLE J 8100 0 0 YAHOO INC COMMON 984332106 63810 4051400 SH SOLE M 4051400 0 0 YAHOO INC COMMON 984332106 41385 2627631 SH SOLE S 2627631 0 0 XICOR INC COMMON 984903104 6 1600 SH SOLE I 1600 0 0 XICOR INC COMMON 984903104 2048 574800 SH SOLE M 574800 0 0 XICOR INC COMMON 984903104 1823 511600 SH SOLE S 511600 0 0 YELLOW CORP COMMON 985509108 1236 72200 SH SOLE M 72200 0 0 YELLOW CORP COMMON 985509108 3447 201300 SH SOLE S 201300 0 0 YORK INTL CORP NEW COMMON 986670107 1049 37900 SH SOLE I 37900 0 0 YORK INTL CORP NEW COMMON 986670107 8422 304250 SH SOLE M 304250 0 0 YORK INTL CORP NEW COMMON 986670107 9118 329400 SH SOLE S 329400 0 0 ZIONS BANCORPORATION COMMON 989701107 719 13800 SH SOLE M 13800 0 0 ZORAN CORP COMMON 98975F101 3056 199600 SH SOLE M 199600 0 0 ZORAN CORP COMMON 98975F101 4252 277700 SH SOLE S 277700 0 0 APW LTD COMMON G04397108 82 9607 SH SOLE I 9607 0 0 APW LTD COMMON G04397108 457 53300 SH SOLE M 53300 0 0 APW LTD COMMON G04397108 1242 144800 SH SOLE S 144800 0 0 GLOBAL CROSSING RESTRICTED COMMO G3921A100 10160 1069405 SH SOLE I 1069405 0 0 GLOBAL CROSSING LTD COMMON G3921A100 867 64289 SH SOLE M 64289 0 0 GLOBAL CROSSING CVT PFD $16.875 G3921A134 7475 49180 SH SOLE I 49180 0 0 GLOBAL CROSSING CVT PFD $16.875 G3921A134 33842 222645 SH SOLE M 222645 0 0
51 GLOBAL CROSSING LTD PFD CONV 7% G3921A142 1226 8500 SH SOLE M 8500 0 0 SANTA FE INTL CORP ORD G7805C108 4251 130814 SH SOLE I 130814 0 0 SANTA FE INTL CORP ORD G7805C108 25215 775860 SH SOLE M 775860 0 0 SANTA FE INTL CORP ORD G7805C108 166 5105 SH SOLE S 5105 0 0 SANTA FE INTL CORP ORD G7805C108 30 915 SH SOLE T 915 0 0 TRANSOCEAN SEDCO FOREX I ORD G90078109 30331 699683 SH SOLE I 699683 0 0 TRANSOCEAN SEDCO FOREX I ORD G90078109 36757 847905 SH SOLE M 847905 0 0 TRANSOCEAN SEDCO FOREX I ORD G90078109 55765 1286395 SH SOLE S 1286395 0 0 TRANSOCEAN SEDCO FOREX I ORD G90078109 41 952 SH SOLE T 952 0 0 CHECK POINT SOFTWARE TEC ORD M22465104 176 3700 SH SOLE I 3700 0 0 CHECK POINT SOFTWARE TEC ORD M22465104 867 18255 SH SOLE M 18255 0 0 RADVISION LTD ORD M81869105 208 30000 SH SOLE M 30000 0 0 ASM LITHOGRAPHY HLDG N V ADR N07059111 2970 136924 SH SOLE I 136924 0 0 25928529 1959810060 1959810060
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