-----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, BKBo2rQkS1Qe90UYHAXGMct7lP/uGEXLfbTkfg4d/QTzBTlSGR4pLCj1Jz1PoGIM 68wtrWHU9KdwGzpmHJFccw== 0001047469-03-038537.txt : 20031125 0001047469-03-038537.hdr.sgml : 20031125 20031125132715 ACCESSION NUMBER: 0001047469-03-038537 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031125 EFFECTIVENESS DATE: 20031125 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LORD ABBETT & CO CENTRAL INDEX KEY: 0000728100 IRS NUMBER: 135620131 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-00413 FILM NUMBER: 031022639 BUSINESS ADDRESS: STREET 1: 90 HUDSON STREET STREET 2: 11TH FLOOR CITY: JERSEY CITY STATE: NJ ZIP: 07302 BUSINESS PHONE: 201-395-2000 MAIL ADDRESS: STREET 1: 90 HUDSON STREET STREET 2: 11TH FLOOR CITY: JERSEY CITY STATE: NJ ZIP: 07302 13F-HR/A 1 a2123769z13f-hra.txt 13F-HR/A UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2003 ----------------------- 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: Lord, Abbett & Co. LLC ------------------------------- Address: 90 Hudson Street ------------------------------- Jersey City, NJ 07302 ------------------------------- ------------------------------- Form 13F File Number: 28-413 ----------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Paul A. Hilstad ------------------------------- Title: General Counsel ------------------------------- Phone: (201) 395-2775 ------------------------------- Signature, Place, and Date of Signing: /s/ Paul A. Hilstad Jersey City, New Jersey October 21, 2003 ------------------------------- ----------------------- ---------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 876 -------------------- Form 13F Information Table Value Total: $3,570,906,779.00 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] [Repeat as necessary.] FORM 13F INFORMATION TABLE As of: 9/30/03 13F S.E.C. Use Only
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY (A) SOLE (C) NONE 1-800-FLOWERS.COM, Inc. Cl A 68243Q106 $ 4,285,046 569,820 569,820 3M Co. COM 88579Y101 $ 38,197,649 553,028 553,028 ABOVE ENTRY REPRESENTS PINNACLE ASSOCIATES 723445102 $ 0 15,000 15,000 ACE Ltd. COM G0070K103 $ 6,616,000 200,000 200,000 Advance Auto Parts COM 00751Y106 $ 13,565,652 191,335 191,335 Advance PCS COM 00790K109 $ 924,160 20,280 20,280 Advisory Board Co. COM 00762W107 $ 18,679,041 410,980 410,980 Aeropostale, Inc. COM 7865108 $ 9,153,450 338,390 338,390 Affiliated Computers Services, CV 3.5% 2/15/2006 008190AF7 $ 25,114,050 21,060,000 21,060,000 Affiliated Computers Services, Inc. 8190100 $ 13,566,641 278,633 278,633 Affiliated Managers Group, Inc. 8252108 $ 11,416,852 181,797 181,797 Affymetrix, Inc. COM 00826T108 $ 13,209,448 629,321 629,321 Affymetrix, Inc. CV 5.0% 10/01/2006 00826TAB4 $ 9,950,000 10,000,000 10,000,000 Agere Systems, Inc, CV 6.5% 12/15/2009 00845VAA8 $ 3,568,576 2,753,000 2,753,000 Agilent Technologies, Inc. CV 3.0% 12/01/2021 00846UAB7 $ 22,072,379 21,773,000 21,773,000 Agree Realty Corp. COM 8492100 $ 359,856 14,700 14,700 Aladdin Knowledge Systems COM M0392N101 $ 88,548 14,100 14,100 Alaska Air Grp, Inc. COM 11659109 $ 16,408,013 589,792 589,792 Albertson's, Inc. COM 13104104 $ 937,992 45,600 45,600 Alcoa, Inc. COM 13817101 $ 515,317,158 19,698,668 19,698,668 Allergan, Inc. COM 18490102 $ 2,736,655 34,760 34,760 Allergan, Inc. CV 0% 11/6/2022 018490AE2 $ 15,888,400 16,192,000 16,192,000 Allied Waste Industries, Inc. CV PFD 6.25% 4/1/2006 19589605 $ 3,859,562 62,001 62,001 Allscripts Healthcare Solutions, Inc. 01988P108 $ 630,584 154,555 154,555 Altiris, Inc. COM 02148M100 $ 9,625,917 366,283 366,283 Altria Group, Inc. COM 02209S103 $ 618,675 14,125 14,125
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Alza Corp CV 0% 7/28/2020 02261WAB5 $ 10,617,844 15,305,000 15,305,000 Amazon.com, Inc. COM 23135106 $ 682,311 14,109 14,109 Ambassadors Int'l., Inc. COM 23177108 $ 375,921 22,100 22,100 Amdocs Ltd. COM G02602103 $ 11,974,754 636,955 636,955 Ameren Corp. COM 23608102 $ 203,536,162 4,743,327 4,743,327 American Axle & Mfg Holdings COM 24061103 $ 14,570,102 492,566 492,566 American Dental Partners, Inc. COM 25353103 $ 472,675 51,100 51,100 American Express Co. COM 25816109 $ 1,261,590 27,998 27,998 American Greetings Corp. COM 26375105 $ 9,295,312 478,400 478,400 American Int'l. Group, Inc. COM 26874107 $ 560,673,955 9,717,053 9,717,053 American Italian Pasta Co. COM 27070101 $ 9,109,793 235,456 235,456 Amerigroup Corp. COM 03073T102 $ 14,940,964 334,774 334,774 AmerisourceBergen Corp. COM 3.07E+108 $ 5,062,269 93,659 93,659 AMETEK, Inc. COM 31100100 $ 5,587,658 130,370 130,370 Amgen, Inc. COM 31162100 $ 4,210,739 65,212 65,212 Amgen, Inc. CV 0% 3/1/2032 031162AE0 $ 6,733,039 8,787,000 8,787,000 AMR Corp. COM 1765106 $ 120,940,178 10,562,461 10,562,461 AmSurg Corp. COM 03232P405 $ 2,579,818 78,200 78,200 Anadarko Petroleum Corp. COM 32511107 $ 12,546,249 300,437 300,437 Analog Devices, Inc. COM 32654105 $ 399,210 10,500 10,500 Analogic Corp. COM 32657207 $ 10,410,144 216,878 216,878 Anheuser-Busch Cos., Inc. COM 35229103 $ 744,837 15,096 15,096 Anthem, Inc. COM 03674B104 $ 13,469,173 188,829 188,829 Anthem, Inc. CV PFD 6% 11/15/2004 03674B203 $ 32,753,482 384,160 384,160 Antigenics, Inc. COM 37032109 $ 1,295,640 106,200 106,200 AOL Time Warner, Inc. COM 00184A105 $ 1,028,991 68,100 68,100 AON Corp. CV 3.5% 11/15/2012 037389AT0 $ 4,602,631 3,955,000 3,955,000 Apple Computer, Inc. COM 37833100 $ 719,249,240 34,864,239 34,864,239 Applied Materials, Inc. COM 38222105 $ 838,975 46,250 46,250 Archer-Daniels- Midland Co. COM 39483102 $ 338,921,064 25,852,103 25,852,103 Aristocrat Leisure Ltd CV 5% 5/31/2006 7131710 $ 940,000 1,000,000 1,000,000 Armor Holdings, Inc. COM 42260109 $ 12,025,679 717,951 717,951 Arris Group, Inc. COM 04269Q100 $ 10,850,555 1,887,053 1,887,053 Arrow Electronics Inc CV 0% 2/21/2021 042735AY6 $ 5,753,625 11,450,000 11,450,000 Arthrocare Corp. COM 43136100 $ 3,630,576 203,736 203,736 Ascential Software Corp. COM 04362P207 $ 8,765,061 473,020 473,020 Ase Test Limited COM Y02516105 $ 3,995,045 459,729 459,729
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Askul Corp N V F CO 629449109 $ 0 20,000 20,000 ASML Holding NV CV 5.75% 10/15/2006 2809948 $ 23,312,438 20,955,000 20,955,000 Aspect Medical Systems, Inc. COM 45235108 $ 2,024,440 194,845 194,845 Atwood Oceanics, Inc. COM 50095108 $ 3,517,654 146,630 146,630 Automatic Data Processing,Inc. Inc. 53015103 $ 13,981,500 390,000 390,000 Avaya Inc COM 53499109 $ 9,490,096 870,651 870,651 Avid Technology, Inc. COM 05367P100 $ 9,280,289 175,630 175,630 Avocent Corp. COM 53893103 $ 14,378,784 474,704 474,704 AW COMPUTER SYSTEMS -CL A AW COMPUTER SYS INC CL A 2448108 $ 0 10,000 10,000 Baker Hughes, Inc. COM 57224107 $ 423,329,525 14,306,506 14,306,506 Ball Corp. COM 58498106 $ 161,351,568 2,987,992 2,987,992 Bank Mutual Corp. COM 63748107 $ 2,861,130 67,400 67,400 Bank of America Corp. COM 60505104 $ 106,776,591 1,368,229 1,368,229 Bank of New York Co., Inc. COM 64057102 $ 213,597,118 7,337,586 7,337,586 Bank One Corp. COM 06423A103 $ 322,904,680 8,354,584 8,354,584 Barnes & Noble, Inc. COM 67774109 $ 22,475,882 884,529 884,529 Barnes & Noble, Inc. CV 5.25% 3/15/2009 067774AD1 $ 11,999,625 11,636,000 11,636,000 Barr Laboratories, Inc. COM 68306109 $ 8,135,134 119,266 119,266 Bausch & Lomb, Inc. COM 71707103 $ 212,798,232 4,819,892 4,819,892 Baxter Int'l., Inc. COM 71813109 $ 20,288,181 698,148 698,148 Baxter Int'l., Inc. CV PFD 7% 2/16/2006 71813406 $ 100,267,976 1,904,425 1,904,425 BEA Systems, Inc. COM 73325102 $ 2,506,400 208,000 208,000 BEA Systems, Inc. CV 4% 12/15/2006 073325AD4 $ 30,830,850 31,380,000 31,380,000 Bed Bath & Beyond, Inc. COM 75896100 $ 809,034 21,190 21,190 BEI Technologies, Inc. COM 05538P104 $ 30,506,237 1,955,528 1,955,528 Bel Fuse, Inc. Class A 77347201 $ 427,800 18,600 18,600 Bellsouth Corp. COM 79860102 $ 81,744,994 3,452,069 3,452,069 Berkley Corp.. COM 84423102 $ 12,660,612 369,545 369,545 Best Buy Co., Inc. COM 86516101 $ 689,040 14,500 14,500 Best Buy Co., Inc. CV 2.25% 1/15/2022 086516AF8 $ 7,954,540 7,612,000 7,612,000 Best Buy Co., Inc. CV .684% 6/27/2021 086516AD3 $ 8,250,875 11,075,000 11,075,000 Big Lots, Inc. COM 89302103 $ 172,625,722 10,918,768 10,918,768 Biomet, Inc. COM 90613100 $ 418,445 12,450 12,450 Bio-Rad Laboratories, Inc. COM 90572207 $ 17,498,304 343,104 343,104 BioSource Int'l., Inc. COM 09066H104 $ 125,425 17,300 17,300 Biovail Corp. COM 09067J109 $ 7,921,643 213,234 213,234 Bisys Group, Inc. CV 4.0% 3/15/2006 055472AB0 $ 21,413,350 22,190,000 22,190,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY BJ Services Co. COM 55482103 $ 4,795,110 140,331 140,331 Blyth, Inc. COM 09643P108 $ 13,034,524 483,118 483,118 BMC Software, Inc. COM 55921100 $ 110,252,384 7,914,744 7,914,744 Borg Warner, Inc. COM 99724106 $ 12,573,487 185,313 185,313 Borland Software Corp. COM 99849101 $ 9,255,516 1,004,942 1,004,942 Boston Scientific Corp. COM 101137107 $ 9,903,483 155,227 155,227 Bowater, Inc. COM 102183100 $ 124,374,447 2,957,072 2,957,072 BP plc- Spons ADR COM 55622104 $ 85,434,877 2,029,332 2,029,332 Bradley Pharm, Inc. COM 104576103 $ 14,887,411 546,327 546,327 Brandywine Realty Trust COM 105368203 $ 7,655,620 298,000 298,000 Briggs & Stratton Corp. COM 109043109 $ 49,293,823 838,901 838,901 Bristol-Myers Squibb Co. COM 110122108 $ 27,570,515 1,074,455 1,074,455 Brookline Bancorp, Inc. COM 11373M107 $ 2,867,338 194,792 194,792 Brookstone, Inc. COM 114537103 $ 5,193,477 261,900 261,900 Bunge Ltd Finance Corp CV 3.75 % 11/15/2022 120568AE0 $ 19,334,913 17,882,000 17,882,000 Burlington Northern Santa Fe Corp. 12189T104 $ 418,644 14,501 14,501 Business Objects S.A. ADR COM 12328X107 $ 4,953,698 198,545 198,545 Cablevision Systems #NAME? 12686C109 $ 4,237,192 234,099 234,099 Cabot Microelectronics Corp. COM 12709P103 $ 26,554,369 476,397 476,397 Cadence Design Systems, Inc. COM 127387108 $ 85,720,671 6,397,065 6,397,065 Call-Net Enterprises Inc. COM 130910508 $ 43,913 16,571 16,571 Canadian National Railway COM 136375102 $ 54,122,128 1,040,410 1,040,410 Capitalsource, Inc. COM 14055X102 $ 1,342,985 76,742 76,742 Cardinal Health, Inc. COM 14149Y108 $ 62,229,726 1,065,760 1,065,760 Caremark Rx, Inc. COM 141705103 $ 178,624,953 7,903,759 7,903,759 Carnival Corp. COM 143658300 $ 278,151 8,457 8,457 Carnival Corp. CV 2.0% 4/15/2021 143658AN2 $ 17,893,575 16,230,000 16,230,000 Carriage Services, Inc. COM 143905107 $ 426,218 126,100 126,100 Casella Waste Systems Inc COM 147448104 $ 10,781,976 868,114 868,114 Casey's General Stores, Inc. COM 147528103 $ 24,430,327 1,741,292 1,741,292 Casual Male Retail Group Inc COM 148711104 $ 101,982 13,800 13,800 Caterpillar, Inc. (d) COM 149123101 $ 134,136,117 1,948,520 1,948,520 CBRL Group, Inc. COM 12489V106 $ 4,666,046 131,512 131,512 C-Cor.Net Corp. COM 125010108 $ 21,919,438 3,321,127 3,321,127 CellStar Corp. COM 150925204 $ 97,293 12,300 12,300 Cell Therapeutics, Inc. COM 150934107 $ 12,632,445 1,111,033 1,111,033 Cell Therapeutics, Inc. CV 5.75% 6/15/2008 150934AD9 $ 5,322,080 3,968,000 3,968,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Cendant Corp. CVPFD 7.75% 8/17/2004 151313889 $ 22,071,820 482,128 482,128 Centene Corp. COM 15135B101 $ 14,952,488 492,020 492,020 Centex Corp. COM 152312104 $ 3,940,728 50,600 50,600 Cephalon, Inc. COM 156708109 $ 6,742,617 146,834 146,834 Cephalon, Inc. CV 2.5% 12/15/2006 156708AE9 $ 13,495,969 14,225,000 14,225,000 Cerner Corp. COM 156782104 $ 8,425,102 272,922 272,922 Charles River Accociates, Inc. COM 159852102 $ 6,000,430 210,320 210,320 Charles River Laboratories COM 159864107 $ 2,041,560 66,522 66,522 Chartered SemiConductor CV 2.5% 4/02/2006 16133RAA4 $ 6,450,000 6,000,000 6,000,000 Chesapeake Energy Corp. COM 165167107 $ 10,565,845 980,134 980,134 Chesapeake Utilities Corp. COM 165303108 $ 410,268 17,900 17,900 ChevronTexaco Corp. COM 166764100 $ 29,555,592 413,654 413,654 Chiron Corp. COM 170040109 $ 547,914 10,600 10,600 Christopher & Banks Corp. COM 171046105 $ 16,122,560 675,715 675,715 Chubb Corp. PFD 7.0% 8/16/2006 171232507 $ 7,495,275 270,100 270,100 Cimarex Energy Co. COM 171798101 $ 4,332,443 221,043 221,043 Cisco Systems, Inc. COM 17275R102 $ 3,789,920 193,957 193,957 Citigroup, Inc. COM 172967101 $ 766,842,926 16,849,987 16,849,987 CKE Restaurants COM 1.26E+109 $ 9,610,216 1,489,956 1,489,956 CLARCOR, Inc. COM 179895107 $ 12,938,913 331,767 331,767 Clear Channel Comm, Inc. COM 184502102 $ 316,493,582 8,263,540 8,263,540 CMS Energy Corp. COM 125896100 $ 107,440,442 14,578,079 14,578,079 CNF Transportation, Inc. COM 12612W104 $ 7,971,188 248,711 248,711 CNH Global N.V. COM N20935206 $ 50,623,296 3,948,775 3,948,775 Coach, Inc. COM 189754104 $ 360,360 6,600 6,600 Coastal Bancorp Inc COM 19041P105 $ 263,525 8,300 8,300 Cobiz, Inc. COM 190897108 $ 504,945 31,500 31,500 Cognizant Tech Solutions Corp. COM 192446102 $ 16,267,589 446,054 446,054 Cognos, Inc. COM 19244C109 $ 6,166,125 198,779 198,779 Colgate-Palmolive Co. COM 194162103 $ 2,204,868 39,450 39,450 Comcast Corp. COM 20030N101 $ 628,439 20,351 20,351 Comcast Corp. COM 20030N200 $ 466,113,181 15,779,052 15,779,052 Commercial Metals Co. COM 201723103 $ 3,288,010 178,988 178,988 Computer Associates Int'l., CV 5.0% 3/15/2007 204912AR0 $ 21,038,336 16,293,000 16,293,000 ConAgra Foods, Inc. COM 205887102 $ 6,372,000 300,000 300,000 Concurrent Computer Corp COM 206710204 $ 6,523,496 1,721,239 1,721,239 Concur Technologies, Inc. COM 206708109 $ 8,643,165 728,766 728,766
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Consolidated Edison, Inc. COM 209115104 $ 73,368,000 1,800,000 1,800,000 Constar Int'l, Inc. COM 21036U107 $ 258,780 45,400 45,400 Constellation Energy Group, Inc. 210371100 $ 28,716,992 802,599 802,599 Continental Airlines, Inc. CV 4.5% 2/1/2007 210795PD6 $ 2,291,288 2,790,000 2,790,000 Cooper Cameron Corp. CV 1.75% 5/17/2021 216640AB8 $ 5,698,225 5,785,000 5,785,000 Corixa Corp. COM 21887F100 $ 11,972,071 1,504,029 1,504,029 Corning, Inc. COM 219350105 $ 95,253,081 10,111,792 10,111,792 Corning, Inc. CV 3.5% 11/1/2008 219350AK1 $ 55,522,529 47,203,000 47,203,000 Corporate Executive Board Co. COM 21988R102 $ 28,654,571 610,321 610,321 Corus Bankshares Inc COM 220873103 $ 2,247,000 42,000 42,000 Costco Cos., Inc. CV 0% 08/19/17 22160QAC6 $ 46,925,191 64,613,000 64,613,000 Costco Wholesale Corp. COM 22160K105 $ 410,256 13,200 13,200 Cost Plus, Inc. COM 221485105 $ 15,152,263 410,408 410,408 Countrywide Financial Corp CV 0% 2/8/2031 222372AE4 $ 5,223,953 5,317,000 5,317,000 Covance Inc. COM 222816100 $ 29,609,590 1,323,038 1,323,038 Covenant Transport, Inc. COM 22284P105 $ 425,040 23,100 23,100 Craftmade Int'l., Inc. COM 2.24E+108 $ 550,134 23,400 23,400 Credit Suisse First Boston (INTC) (INTC) CV 1.00% 09/05/2010 2254C0BD8 $ 2,282,123 2,625,000 2,625,000 Credit Suisse First Boston (LU) (LU) CV 1.5% 02/07/2010 2254C0AV9 $ 2,295,000 2,550,000 2,550,000 Cree, Inc. COM 225447101 $ 15,776,595 851,868 851,868 Crompton Corp. COM 227116100 $ 78,302,253 13,477,152 13,477,152 CSC Holdings, Inc. PFD 11.125% 126304401 $ 15,712,500 150,000 150,000 CSC Holdings, Inc. PFD 11.75% 4/01/2008 126304609 $ 6,285,000 60,000 60,000 CSX Corp. COM 126408103 $ 268,737,705 9,187,614 9,187,614 Cullen/Frost Bankers, Inc. COM 229899109 $ 44,076,634 1,183,901 1,183,901 Cummins, Inc. COM 231021106 $ 123,148,230 2,771,736 2,771,736 Cutter & Buck, Inc. COM 232217109 $ 787,752 104,200 104,200 Cymer, Inc. COM 232572107 $ 9,569,524 232,270 232,270 Dana Corp. COM 235811106 $ 182,921,770 11,854,943 11,854,943 Danaher Corp. COM 235851102 $ 9,872,866 133,670 133,670 Danaher Corp. CV 0% 1/22/2021 235851AF9 $ 5,386,781 8,025,000 8,025,000 Datastream Systems, Inc. COM 238124101 $ 10,438,863 1,346,950 1,346,950 Dean Foods Co. COM 242370104 $ 8,936,640 288,000 288,000 Deere & Co. COM 244199105 $ 738,332,511 13,849,794 13,849,794 Dell, Inc. COM 24702R101 $ 3,371,288 100,967 100,967 Delta Air Lines, Inc. COM 247361108 $ 113,028,614 8,498,392 8,498,392 Delta & Pine Land Co. COM 247357106 $ 37,785,802 1,642,147 1,642,147
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Deutsche Bank Financial CV 2.75% 2/8/2008 251526BE8 $ 13,664,063 13,750,000 13,750,000 DeVry, Inc. COM 251893103 $ 10,216,861 431,820 431,820 Diageo plc COM 25243Q205 $ 61,740,199 1,398,419 1,398,419 Diagnostic Products Corp. COM 252450101 $ 15,746,984 433,443 433,443 Diamond Offshore CV 1.5% 4/15/2031 25271CAE2 $ 7,307,888 7,965,000 7,965,000 Digimarc Corp. COM 253807101 $ 1,360,190 92,467 92,467 Digital River, Inc. COM 25388B104 $ 16,934,026 619,160 619,160 Digital Theater Systems, Inc. COM 25389G102 $ 4,995,283 175,390 175,390 Digitas, Inc. COM 25388K104 $ 104,544 14,400 14,400 Dimon, Inc. COM 254394109 $ 217,350 31,500 31,500 Dionex Corp. COM 254546104 $ 26,222,459 666,221 666,221 D&K Healthcare Resources, Inc. COM 232861104 $ 7,011,694 498,698 498,698 Documentum, Inc. COM 256159104 $ 10,669,981 500,703 500,703 Documentum, Inc. CV 4.5% 4/1/2007 256159AB0 $ 21,925,594 20,325,000 20,325,000 Dollar Tree Stores, Inc. COM 256747106 $ 11,763,726 351,156 351,156 Dominion Resources, Inc. CV 8.75% 5/16/2006 25746U406 $ 3,189,000 60,000 60,000 Dominion Resources, Inc. CV PFD 9.5% 11/16/2004 25746U208 $ 48,863,889 861,949 861,949 Donegal Group, Inc. COM 257701201 $ 379,010 25,100 25,100 Doral Financial Corp. COM 25811P100 $ 63,719,592 1,355,736 1,355,736 Dover Corp. COM 260003108 $ 39,012,473 1,102,982 1,102,982 Dow Chemical Co. COM 260543103 $ 2,593,438 79,700 79,700 Drexler Tech Corp. COM 261876106 $ 3,648,845 260,260 260,260 Duke Energy Corp. COM 264399106 $ 353,564 19,852 19,852 Duke Energy Corp. CV PFD 8.0% 11/18/2004 264399544 $ 45,888,000 3,200,000 3,200,000 Dupont Photomask CV 0% 7/24/2004 26613XAC5 $ 8,606,700 8,760,000 8,760,000 Dycom Industries Inc COM 267475101 $ 3,708,635 181,885 181,885 EastGrp Properties, Inc. COM 277276101 $ 13,358,013 480,850 480,850 Eastman Chemical Co. COM 277432100 $ 228,761,383 6,828,698 6,828,698 East-West Bancorp. Inc. COM 27579R104 $ 4,510,937 105,519 105,519 Eaton Corp. COM 278058102 $ 388,243,334 4,380,990 4,380,990 eBay, Inc. COM 278642103 $ 2,180,396 40,908 40,908 EchoStar Communications Corp. COM 278762109 $ 14,108,618 368,660 368,660 eCollege.com, Inc. COM 2.79E+104 $ 7,679,382 381,300 381,300 EDO Corp. CV 5.25% 4/15/2007 281347AD6 $ 19,734,800 19,160,000 19,160,000 Education Management Corp. COM 28139T101 $ 15,254,926 264,521 264,521 EGL, Inc. COM 268484102 $ 18,549,509 1,020,325 1,020,325 E.I. du Pont de Nemours & Co. COM 263534109 $ 377,129,590 9,425,883 9,425,883
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Eigner US COM 59780B206 $ 0 997,900 997,900 Electronic Arts, Inc. COM 285512109 $ 737,840 8,000 8,000 Electronic Data Systems Corp. CV 7.625% 8/17/2004 285661203 $ 7,866,870 384,500 384,500 Electronics Boutique Hldgs Corp. 286045109 $ 10,119,723 354,208 354,208 Electronics for Imaging, Inc. COM 286082102 $ 29,342,413 1,258,251 1,258,251 Eli Lilly & Co. COM 532457108 $ 2,863,085 48,200 48,200 ElkCorp COM 287456107 $ 5,579,008 236,800 236,800 El Paso Corp. COM 28336L109 $ 91,250 12,500 12,500 El Paso Corp. CV 0% 2/28/2021 28336LAC3 $ 8,403,920 19,544,000 19,544,000 El Paso Corp. CV PFD 9% 8/16/2005 28336L208 $ 1,955,868 67,467 67,467 Embarcadero Technologies Inc COM 290787100 $ 6,938,062 691,042 691,042 EMC Corp. COM 268648102 $ 560,193,300 44,354,181 44,354,181 EMCOR Group, Inc. COM 29084Q100 $ 4,425,200 104,000 104,000 eMerge Interactive, Inc. COM 29088W103 $ 2,368,753 2,345,300 2,345,300 Emerson Electric Co. COM 291011104 $ 168,196,751 3,194,620 3,194,620 Endo Pharm Hldgs., Inc. COM 29264F205 $ 19,334,309 945,443 945,443 Engineered Support Systems COM 292866100 $ 10,739,053 177,505 177,505 Entegris, Inc. COM 29362U104 $ 6,232,560 551,554 551,554 Entercom Communications Corp COM 293639100 $ 8,619,693 192,318 192,318 Entergy Corp. COM 29364G103 $ 741,862 13,700 13,700 Entravision Communications COM 29382R107 $ 1,687,200 177,600 177,600 Enzon Pharmaceuticals, Inc. COM 293904108 $ 8,341,573 716,630 716,630 Enzon Pharmaceuticals, Inc. CV 4.5% 7/1/2008 293904AB4 $ 12,562,500 15,000,000 15,000,000 EOG Resources, Inc. COM 26875P101 $ 164,442,995 3,939,698 3,939,698 EOP Operating LP CV 7.25% 11/15/2008 268766BR2 $ 42,814,038 40,534,000 40,534,000 Equity Secs Trust I (CVC) CV PFD 6.5 11/15/2004 29477R103 $ 484,640 23,300 23,300 Equity Secs Trust II (RMG) CV 6.25 12/14/2004 29477Q204 $ 6,715,674 319,794 319,794 Euniverse, Inc. COM 298412107 $ 74,970 35,700 35,700 Everest Re Group Ltd. COM G3223R108 $ 234,842,835 3,124,572 3,124,572 Exponent, Inc. COM 30214U102 $ 660,820 38,000 38,000 Exult, Inc. COM 302284104 $ 10,547,169 1,311,837 1,311,837 Exxon Mobil Corp. COM 30231G102 $ 1,345,087,605 36,751,027 36,751,027 Factory 2-U Stores, Inc. COM 303072102 $ 46,965 15,500 15,500 Factset Research Systems, Inc. COM 303075105 $ 11,828,589 266,710 266,710 Fargo Electronics COM 30744P102 $ 10,574,033 839,209 839,209 Financial Federal Corp. COM 317492106 $ 15,588,932 510,945 510,945 Findwhat.com COM 317794105 $ 7,071,339 409,221 409,221
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY First American Corp. CV 4.5% 4/15/2008 318522AD1 $ 26,409,563 25,455,000 25,455,000 First Consulting Group, Inc. COM 31986R103 $ 3,758,018 754,622 754,622 First Data Corp. COM 319963104 $ 1,875,044 46,923 46,923 First Data Corp. CV 2.0% 3/1/2008 319963AD6 $ 59,631,600 54,960,000 54,960,000 Fiserv, Inc. COM 337738108 $ 9,650,005 266,354 266,354 FleetBoston Financial Corp. COM 339030108 $ 291,979,412 9,684,226 9,684,226 Flir Systems, Inc. COM 302445101 $ 6,436,743 251,239 251,239 FNMA Assoc. 313586109 $ 1,863,950 26,552 26,552 Foot Locker, Inc. COM 344849104 $ 195,475,372 12,066,381 12,066,381 Ford Motor Co. Cap Tr CV PFD 6.5% 1/30/2032 345395206 $ 80,831,099 1,866,338 1,866,338 Forest Laboratories, Inc. COM 345838106 $ 473,340 9,200 9,200 Fortune Brands, Inc. COM 349631101 $ 868,275 15,300 15,300 Fossil, Inc. COM 349882100 $ 16,700,964 689,268 689,268 FPL Group, Inc. COM 302571104 $ 78,670,665 1,244,789 1,244,789 FPL Group, Inc. CVPFD 8.0% 2/16/2006 302571401 $ 33,936,960 614,800 614,800 Franklin Resources COM 354613101 $ 6,642,862 150,257 150,257 Frontier Airlines, Inc. COM 359065109 $ 544,826 33,100 33,100 FTI Consulting, Inc. COM 302941109 $ 13,786,570 794,615 794,615 Gallagher (Arthur J.) & Co. COM 363576109 $ 56,796,138 2,008,350 2,008,350 GameStop Corp. COM 36466R101 $ 18,394,487 1,156,886 1,156,886 Gannett Co., Inc. COM 364730101 $ 93,685,034 1,207,904 1,207,904 GATX Financial Corp. CV 7.5% 2/1/2007 361448AC7 $ 21,111,338 20,130,000 20,130,000 Genentech, Inc. COM 368710406 $ 809,414 10,100 10,100 General Electric Co. COM 369604103 $ 6,184,830 207,475 207,475 General Growth Properties, Inc. 370021107 $ 1,068,330 14,900 14,900 General Mills, Inc. COM 370334104 $ 350,595,741 7,448,391 7,448,391 General Mills, Inc. CV 0% 10/28/2022 370334AU8 $ 18,494,634 26,003,000 26,003,000 Genesco, Inc. COM 371532102 $ 19,347,064 1,204,674 1,204,674 Genesee & Wyoming, Inc. Class A 371559105 $ 491,390 20,725 20,725 Genuine Parts Co. COM 372460105 $ 218,908,696 6,845,175 6,845,175 Genzyme Corp. COM 372917104 $ 5,668,539 122,563 122,563 Georgia-Pacific Corp. COM 373298108 $ 265,257,544 10,942,968 10,942,968 Getty Images, Inc. COM 374276103 $ 713,748 20,300 20,300 Gilead Sciences, Inc. COM 375558103 $ 3,393,609 60,676 60,676 Gilead Sciences, Inc. CV 2% 12/15/2007 375558AD5 $ 3,290,760 2,493,000 2,493,000 Gillette Co. COM 375766102 $ 389,251,517 12,171,717 12,171,717 G & K Services, Inc. COM 361268105 $ 10,126,375 289,325 289,325
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Glenborough Realty Trust, Inc. COM 37803P105 $ 10,840,087 574,766 574,766 GlobalSantaFe Corp. COM G3930E101 $ 28,184,360 1,176,800 1,176,800 Globespan Virata, Inc. COM 37957V106 $ 8,604,464 1,191,754 1,191,754 Graftech International Ltd COM 384313102 $ 19,764,856 2,470,607 2,470,607 Grant Prideco, Inc. COM 38821G101 $ 19,410,218 1,904,830 1,904,830 Greater Bay Bancorp COM 391648102 $ 8,939,632 429,790 429,790 Greater Bay Bancorp CV 0% 4/24/2022 391648AJ1 $ 2,936,250 4,500,000 4,500,000 Grey Wolf, Inc. COM 397888108 $ 29,274,738 8,412,281 8,412,281 Group 1 Automotive, Inc. COM 398905109 $ 14,719,705 426,164 426,164 Haemonetics Corp/Mass COM 405024100 $ 32,832,042 1,390,599 1,390,599 Halliburton Co. COM 406216101 $ 220,380,835 9,087,869 9,087,869 Hanmi Financial Corp. COM 410495105 $ 3,498,812 175,467 175,467 Hanover Compressor Co. CV 4.75% 3/15/2008 410768AC9 $ 25,490,269 28,205,000 28,205,000 Harley-Davidson, Inc. COM 412822108 $ 404,880 8,400 8,400 Harman International Industries, Inc. 413086109 $ 7,492,598 76,183 76,183 Harris Corp. CV 3.5% 8/15/2022 413875AH8 $ 269,688 250,000 250,000 Hartford Financial Group Inc. COM 416515104 $ 90,199,193 1,713,836 1,713,836 Hartford Financial Group Inc. CV PFD 7.0% 8/16/2006 416515500 $ 67,116,000 1,200,000 1,200,000 Harvard Bioscience, Inc. COM 416906105 $ 3,469,533 467,592 467,592 Hasbro, Inc. COM 418056107 $ 29,303,708 1,568,721 1,568,721 Haverty Furniture Cos., Inc. COM 419596101 $ 252,264 13,800 13,800 HCA, Inc. COM 404119109 $ 335,315 9,097 9,097 HCC Insurance Hldgs., Inc. COM 404132102 $ 5,182,056 178,200 178,200 Headwaters, Inc. COM 42210P102 $ 207,690 12,900 12,900 Health Care Properties COM 421915109 $ 28,809,230 616,900 616,900 Healthcare Realty Trust, Inc. COM 421946104 $ 127,066,006 3,973,296 3,973,296 Healthcare Service Group, Inc. COM 421906108 $ 13,126,608 795,552 795,552 HealthExtras, Inc. COM 422211102 $ 1,635,315 189,932 189,932 Health Net, Inc. COM 42222G108 $ 168,304,008 5,314,304 5,314,304 Heartland Express, Inc. COM 422347104 $ 4,529,908 188,589 188,589 Heinz (H.J.) Co. COM 423074103 $ 2,377,352 69,351 69,351 Helmerich & Payne, Inc. COM 423452101 $ 23,490,293 898,634 898,634 Hewlett-Packard Co. COM 428236103 $ 251,680 13,000 13,000 Hewlett-Packard Co. CV 0% 10/14/17 428236AC7 $ 6,645,083 12,249,000 12,249,000 Hibbett Sporting Goods, Inc. COM 428565105 $ 368,368 15,400 15,400 Hilb, Rogal & Hamilton Co. COM 431294107 $ 6,763,616 217,900 217,900 Hilton Hotels Corp. CV 3.375% 4/15/2023 432848AZ2 $ 9,699,390 9,172,000 9,172,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Hollywood Entertainment Corp. COM 436141105 $ 4,444,463 261,439 261,439 Hon Industries, Inc. COM 438092108 $ 779,856 21,100 21,100 Hooper Holmes, Inc. COM 439104100 $ 9,185,160 1,381,227 1,381,227 Host Marriott Corp. COM 44107P104 $ 143,049,495 13,331,733 13,331,733 Hot Topic, Inc. COM 441339108 $ 8,059,560 357,567 357,567 Hubbell, Inc. COM 443510201 $ 204,141,225 5,594,443 5,594,443 Hughes Supply, Inc. COM 444482103 $ 18,289,469 563,620 563,620 Human Genome Sciences, Inc. CV 3.75% 3/15/2007 444903AH1 $ 840,263 970,000 970,000 Hutchinson Tech, Inc. COM 448407106 $ 11,109,022 335,620 335,620 Hutchison Whampoa Int'l REGS CV 2.0% 1/12/2004 7016992 $ 8,146,911 8,150,000 8,150,000 Icon Plc. #NAME? 45103T107 $ 203,188 5,364 5,364 ICU Medical, Inc. COM 44930G107 $ 26,555,518 975,947 975,947 IDEC Pharmaceuticals Corp COM 449370105 $ 2,968,881 89,559 89,559 IDEX Corp. COM 45167R104 $ 23,480,333 644,356 644,356 iDine Rewards Network, Inc. COM 45168A100 $ 10,247,510 630,616 630,616 II-VI, Inc. COM 902104108 $ 6,553,522 327,840 327,840 ILEX Oncology, Inc. COM 451923106 $ 11,452,147 689,473 689,473 Illinois Tool Works, Inc. COM 452308109 $ 328,852,212 4,963,058 4,963,058 IMC Global, Inc. COM 449669100 $ 93,521,144 14,589,882 14,589,882 IMC Global, Inc. CV PFD 7.5% 7/1/2006 449669209 $ 1,250,129 24,450 24,450 Immucor, Inc. COM 452526106 $ 2,156,000 80,000 80,000 Informatica Corp. COM 45666Q102 $ 4,364,128 585,789 585,789 Ingersoll- Rand Co. COM G4776G101 $ 8,970,064 167,853 167,853 Ingram Micro, Inc. COM 457153104 $ 6,583,203 504,460 504,460 Insignia Systems, Inc. COM 45765Y105 $ 62,225 13,100 13,100 Insituform Technologies, Inc. COM 457667103 $ 18,155,071 1,022,245 1,022,245 Integrated Circuit Systems, Inc. 45811K208 $ 18,491,392 615,559 615,559 Intel Corp. COM 458140100 $ 5,722,146 208,002 208,002 InterActiveCorp. COM 45840Q101 $ 13,004,646 393,484 393,484 Intermagnetics General Corp. COM 458771102 $ 37,333,441 1,669,653 1,669,653 International Business Machines Corp. 459200101 $ 5,016,086 56,788 56,788 International Paper Capital Tr CVPFD 5.25% 460137300 $ 7,368,750 150,000 150,000 International Paper Co. COM 460146103 $ 516,596,11 13,239,265 13,239,265 Interpool, Inc. COM 46062R108 $ 6,437,186 404,600 404,600 Interpublic Group of Cos., CV 1.87 % 6/1/2006 460690AJ9 $ 34,019,423 38,117,000 38,117,000 Interpublic Group of Cos., Inc. 460690100 $ 108,618,848 7,692,553 7,692,553 Intuit, Inc. COM 461202103 $ 7,650,382 158,590 158,590
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Investment Technology Group COM 46145F105 $ 18,288,820 953,536 953,536 Iron Mountain, Inc. COM 462846106 $ 9,079,038 252,898 252,898 IShares Russell 2000 RSSLL Value ISHARES TR 1000464287598 $ 406,447 7,906 7,906 ITT Educational Services, Inc. COM 45068B109 $ 25,548,069 533,140 533,140 ITT Industries, Inc. COM 450911102 $ 661,232 11,050 11,050 Jabil Circuit, Inc. COM 466313103 $ 4,336,674 166,475 166,475 Jack Henry & Associates, Inc. COM 426281101 $ 9,295,355 534,523 534,523 Jack in the Box, Inc. COM 466367109 $ 225,526 12,670 12,670 Jacobs Engineering Group, Inc. COM 469814107 $ 10,014,004 222,040 222,040 J.C. Penney Co., Inc. COM 708160106 $ 207,490,070 9,709,409 9,709,409 J & J Snack Foods Corp. COM 466032109 $ 3,416,246 98,168 98,168 JLG Industries, Inc. COM 466210101 $ 9,376,773 813,956 813,956 Jo-Ann Stores, Inc. COM 47758P208 $ 1,186,743 48,637 48,637 Johnson & Johnson COM 478160104 $ 3,222,514 65,075 65,075 Journal Register Co. COM 481138105 $ 30,014,044 1,600,749 1,600,749 J.P. Morgan Chase & Co. COM 46625H100 $ 279,183,970 8,132,362 8,132,362 Kellogg Co. COM 487836108 $ 154,407,432 4,629,908 4,629,908 Kenneth Cole Prod, Inc. COM 193294105 $ 9,892,426 378,875 378,875 Kerr-McGee Corp. COM 492386107 $ 184,098,172 4,124,063 4,124,063 Kerr-McGee Corp. CV 5.25% 02/15/2010 492386AP2 $ 34,204,018 32,653,000 32,653,000 Kerr-McGee Corp. CVPFD. 5.5% 492386305 $ 26,578,806 614,681 614,681 Key Energy Services, Inc. COM 492914106 $ 4,856,845 503,300 503,300 Keystone Automotive Industries , Inc. 49338N109 $ 11,088,244 510,979 510,979 Kimberly Clark Corp. COM 494368103 $ 513,200 10,000 10,000 Kirby Corp. COM 497266106 $ 28,605,462 996,706 996,706 KLA-Tencor Corp. COM 482480100 $ 488,300 9,500 9,500 Kohl's Corp. COM 500255104 $ 778,800 14,557 14,557 Kos Pharmaceuticals, Inc. COM 500648100 $ 13,911,842 404,414 404,414 Kraft Foods, Inc. Class A 50075N104 $ 339,457,238 11,507,025 11,507,025 Kroll, Inc. COM 501049100 $ 4,030,732 216,706 216,706 Kronos, Inc. COM 501052104 $ 23,114,950 436,873 436,873 KVH Industries, Inc. COM 482738101 $ 7,287,177 289,059 289,059 KV Pharm Co., Class A COM 482740206 $ 14,437,350 641,660 641,660 L-3 Comm Hldgs. Corp. CV 4.0% 9/15/2011 502424AD6 $ 33,179,250 32,370,000 32,370,000 Lamar Advertising Co. COM 512815101 $ 4,823,496 164,400 164,400 Lamar Advertising Co. CV 2.875% 12/31/2010 512815AG6 $ 33,154,650 35,940,000 35,940,000 Lam Research Corp CV 4% 6/1/2006 512807AE8 $ 4,941,781 5,075,000 5,075,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY La Quinta Corp. COM 50419U202 $ 2,607,255 418,500 418,500 Lasalle Hotel Properties COM 517942108 $ 412,454 23,800 23,800 Leapfrog Enterprises Inc COM 52186N106 $ 836,000 22,000 22,000 Leggett & Platt, Inc. COM 524660107 $ 130,197,459 6,019,300 6,019,300 Lehman Brothers Holdings (BSK) (BSK) CV .25% 05/27/2008 524908FR6 $ 30,145,250 29,410,000 29,410,000 Lehman Brothers Holdings, Inc. COM 524908100 $ 535,370 7,750 7,750 Lehman Brothers Holdings (RDG) (RDG) CV 0.25% 6/24/2008 52517PUS8 $ 34,435,875 34,350,000 34,350,000 Lehman Brothers Holdings (WFT) (WFT) CVPFD 6% 1/8/2005 524908746 $ 10,812,770 273,741 273,741 Lennar Corp. Class A 526057104 $ 525,083 6,750 6,750 Level 3 Communications, Inc. CV 2.875% 7/15/2010 52729NBA7 $ 593,250 600,000 600,000 Level 3 Communications, Inc. CV 6.0% 9/15/2009 52729NAG5 $ 1,222,035 1,902,000 1,902,000 Libbey, Inc. COM 529898108 $ 10,058,988 361,704 361,704 Liberty Media (VIA) (VIA) CV 3.25% 3/15/2031 530715AR2 $ 59,518,875 61,045,000 61,045,000 Lifepoint Hospitals Holdings CV 4.5% 6/1/2009 53219LAE9 $ 37,339,025 39,460,000 39,460,000 Ligand Pharm, Inc. COM 53220K207 $ 10,760,598 834,802 834,802 Limited Brands, Inc. COM 532716107 $ 305,820,157 20,279,851 20,279,851 Linear Technology Corp. COM 535678106 $ 264,994 7,400 7,400 Linens 'N Things COM 535679104 $ 22,806,114 959,046 959,046 LJ International, Inc. COM G55312105 $ 78,784 20,300 20,300 Lockheed Martin Corp. COM 539830109 $ 1,445,556 31,323 31,323 Loews Corp. CV 3.125% 09/15/07 540424AL2 $ 9,957,188 10,750,000 10,750,000 LoJack Corp. COM 539451104 $ 3,790,815 564,950 564,950 Looksmart, Ltd. COM 543442107 $ 7,209,757 2,296,101 2,296,101 Lord Abbett Lord Abbett Affiliated Affiliated Fund, Inc. Fund, Inc. 544001506 $ 220,776,964 18,382,761 18,382,761 Lord Abbett Bond Lord Abbett Bond Debenture Fund Debenture Fund 544004401 $ 122,407,841 15,835,426 15,835,426 Lord Abbett Lord Abbett Developing Developing Growth Fund, Inc. Growth Fund, Inc. 544006505 $ 37,030,962 2,598,664 2,598,664 Lord Abbett High Lord Abbett Yield Fund High Yield Fund 54400N409 $ 669,944 84,164 84,164 Lord Abbett Lord Abbett International International Series Series 543915813 $ 49,391,180 6,236,260 6,236,260 Lord Abbett Lord Abbett Investment Trust Investment Trust - Total Return - Total Return Fund Fund 54400U106 $ 30,933,468 2,874,858 2,874,858 Lord Abbett Lord Abbett Research Fund, Research Fund, Inc. Small-Cap Inc. Small-Cap Value Series Value Se 543913800 $ 36,404,295 1,594,581 1,594,581 Lowe's Cos., Inc. COM 548661107 $ 1,219,650 23,500 23,500 LSI Logic Corp. CV 4.0% 11/1/2006 502161AG7 $ 13,553,625 14,100,000 14,100,000 LSI Logic Corp. CV 4% 2/15/2005 502161AE2 $ 1,024,260 1,032,000 1,032,000 Lucent Technologies, Inc. CV 2.75% 6/15/2023 549463AG2 $ 471,875 500,000 500,000 Lufkin Industries, Inc. COM 549764108 $ 412,800 17,200 17,200 Macromedia, Inc. COM 556100105 $ 15,587,363 630,047 630,047 Macrovision Corp. COM 555904101 $ 15,243,402 825,306 825,306
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Magma Design Automation, Inc. COM 559181102 $ 10,953,728 558,294 558,294 Manhattan Associates, Inc. COM 562750109 $ 11,512,480 444,669 444,669 Manor Care, Inc. COM 564055101 $ 33,839,700 1,127,990 1,127,990 Manpower, Inc. CV 0% 8/17/2021 56418HAC4 $ 21,699,563 34,650,000 34,650,000 ManTech Int'l Corp. COM 564563104 $ 8,914,852 358,314 358,314 Manugistics Group, Inc. CV 5% 11/1/2007 565011AB9 $ 24,930,920 30,128,000 30,128,000 Markel Corp. COM 570535104 $ 42,668,469 159,807 159,807 Marsh & McLennan Cos., Inc. COM 571748102 $ 595,125 12,500 12,500 MascoTech Inc. CV 4.5% 12/15/03 574670AB1 $ 1,231,250 1,250,000 1,250,000 Matthews Int'l Corp. COM 577128101 $ 8,232,261 311,710 311,710 Maverick Tube Corp. COM 577914104 $ 7,957,601 512,732 512,732 Maxim Integrated Products COM 57772K101 $ 308,100 7,800 7,800 Max Re Capital Ltd. COM G6052F103 $ 756,945 44,500 44,500 May Department Stores Co. COM 577778103 $ 761,067 30,900 30,900 MBNA Corp. COM 55262L100 $ 158,430,428 6,948,703 6,948,703 McDonald's Corp. COM 580135101 $ 16,077,938 683,005 683,005 McGrath Rent Corp. COM 580589109 $ 737,880 26,400 26,400 M.D.C. Holdings, Inc. COM 552676108 $ 15,404,094 285,261 285,261 MeadWestvaco Corp. COM 583334107 $ 166,606,902 6,533,604 6,533,604 Measurement Specialties Inc COM 583421102 $ 157,950 11,700 11,700 Medicines Co. COM 584688105 $ 8,480,680 326,180 326,180 Medicis Pharm Corp. COM 584690309 $ 29,509,261 503,571 503,571 MedImmune, Inc. COM 584699102 $ 4,097,465 124,128 124,128 Medtronic, Inc. COM 585055106 $ 1,333,701 28,425 28,425 Medtronic, Inc. CV 1.25% 9/15/2021 585055AB2 $ 36,960,930 35,928,000 35,928,000 Mellon Financial Corp. COM 58551A108 $ 525,368,658 17,430,944 17,430,944 Mentor Graphics Corp. COM 587200106 $ 4,382,500 250,000 250,000 Mentor Graphics Corp. CV 6.875% 6/15/2007 587200AB2 $ 45,329,210 40,654,000 40,654,000 Merck & Co., Inc. COM 589331107 $ 362,387,518 7,158,979 7,158,979 Mercury Computer Systems, Inc. COM 589378108 $ 15,495,370 726,459 726,459 Mercury Interactive Corp. COM 589405109 $ 921,823 20,300 20,300 Mercury Interactive Corp. CV 4.75% 07/01/2007 589405AB5 $ 24,096,841 24,127,000 24,127,000 Merit Medical Systems, Inc. COM 589889104 $ 4,165,916 188,503 188,503 Merrill Lynch & Co., Inc. COM 590188108 $ 325,535,642 6,081,368 6,081,368 MERRILL LYNCH INTL MERRILL LYNCH INTL EQUITY EQUITY FDCL C FDCL C 59019A300 $ 97,866 13,784 13,784 Methode Electronics Inc COM 591520200 $ 11,539,197 977,070 977,070 MetLife Inc COM 59156R108 $ 14,208,279 506,534 506,534
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Michaels Stores, Inc. COM 594087108 $ 12,010,871 294,673 294,673 Micron Technology, Inc. CV 2.5% 2/1/2010 595112AG8 $ 22,928,625 17,175,000 17,175,000 Microsemi Corp. COM 595137100 $ 9,503,207 623,570 623,570 Microsoft Corp. COM 594918104 $ 11,893,787 427,988 427,988 MICROS Systems, Inc. COM 594901100 $ 29,748,987 871,127 871,127 MicroStrategy, Inc. COM 594972408 $ 9,477,140 205,980 205,980 Mikohn Gaming Corp COM 59862K108 $ 95,944 17,900 17,900 Minerals Technologies, Inc. COM 603158106 $ 14,670,194 288,216 288,216 MKS Instruments, Inc. COM 55306N104 $ 8,595,316 396,829 396,829 Mobile Mini, Inc. COM 60740F105 $ 331,788 17,200 17,200 Modtech Holdings, Inc. COM 60783C100 $ 4,228,423 532,547 532,547 Molecular Devices Corp. COM 60851C107 $ 27,710,621 1,590,736 1,590,736 Molex, Inc. COM 608554101 $ 6,674,936 233,471 233,471 Molina Healthcare, Inc. COM 60855R100 $ 9,352,305 337,020 337,020 Monro Muffler Brake, Inc. COM 610236101 $ 1,015,280 34,300 34,300 Monsanto Co. COM 61166W101 $ 360,017,170 15,038,311 15,038,311 Moog, Inc. Class A COM 615394202 $ 20,127,789 513,464 513,464 Morgan Stanley COM 617446448 $ 2,559,584 50,725 50,725 Mothers Work, Inc. COM 619903107 $ 573,615 18,900 18,900 Motorola, Inc. COM 620076109 $ 500,383,231 41,803,110 41,803,110 Motorola, Inc. CV PFD 7.0% 11/16/2004 620076208 $ 29,350,080 774,000 774,000 MSC Industrial Direct Co., Inc. 553530106 $ 15,058,350 722,223 722,223 Mueller Industries, Inc. COM 624756102 $ 25,119,481 987,013 987,013 MuniHoldings Fla MUNIHOLDINGS FLA Insured Fund INSD FD COM 62624W105 $ 189,024 13,200 13,200 Mykrolis Corp. COM 62852P103 $ 8,454,417 696,410 696,410 Mylan Laboratories, Inc. COM 628530107 $ 148,917,485 3,852,975 3,852,975 National City Corp. COM 635405103 $ 1,708,680 58,000 58,000 National Financial Partners COM 63607P208 $ 7,773,300 287,900 287,900 National Fuel Gas Co. COM 636180101 $ 5,712,500 250,000 250,000 Nationwide Health Properties COM 638620104 $ 11,570,737 661,563 661,563 NBTY, Inc. COM 628782104 $ 6,435,540 275,612 275,612 NCI Building Systems, Inc. COM 628852105 $ 3,721,638 187,017 187,017 NDC Health Corp. COM 639480102 $ 9,441,222 450,655 450,655 Nestle Hldgs., Inc. CV 3.0% 5/09/2005 5948213 $ 55,492,747 49,880,000 49,880,000 Netflix, Inc. COM 64110L106 $ 13,238,643 393,890 393,890 NetScreen Technologies, Inc. COM 64117V107 $ 6,451,591 290,220 290,220 Network Appliance, Inc. COM 64120L104 $ 246,360 12,000 12,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Newell Rubbermaid, Inc. COM 651229106 $ 281,433,068 12,987,221 12,987,221 Newmont Mining Corp. COM 651639106 $ 412,140,278 10,543,369 10,543,369 New York Community Bancorp, Inc. 649445103 $ 14,939,490 474,119 474,119 Nextel Communications, Inc. COM 65332V103 $ 1,324,743 67,280 67,280 Nextel Communications, Inc. CV 5.25% 1/15/2010 65332VAY9 $ 19,359,375 20,650,000 20,650,000 Nextel Partners, Inc. Cl A 65333F107 $ 4,622,959 588,912 588,912 NIKE, Inc. Class B 654106103 $ 395,663,506 6,505,483 6,505,483 NiSource, Inc. COM 65473P105 $ 87,072,101 4,357,963 4,357,963 NN, Inc. COM 629337106 $ 385,800 30,000 30,000 Norfolk Southern Corp COM 655844108 $ 201,780 10,907 10,907 Nortel Networks Corp. COM 656568102 $ 123,000 30,000 30,000 Nortel Networks Corp. CV 4.25% 9/1/2008 656568AB8 $ 10,593,200 11,936,000 11,936,000 Northeast Utilities COM 664397106 $ 162,502,879 9,068,241 9,068,241 North Fork Bancorp, Inc. COM 659424105 $ 727,317 20,930 20,930 Northrop Grumman Corp. CV PFD 7.25% 11/16/2004 666807409 $ 7,591,138 77,619 77,619 Novartis Ag-ADR COM 66987V109 $ 292,536,180 7,531,828 7,531,828 Noven Pharm, Inc. COM 670009109 $ 15,532,420 1,362,493 1,362,493 Novoste Corp. COM 67010C100 $ 83,658 18,970 18,970 NuCo2, Inc. COM 629428103 $ 806,664 73,200 73,200 O2Micro International Ltd COM G6797E106 $ 7,810,948 540,550 540,550 Odyssey Re Holdings Corp. COM 67612W108 $ 49,070,561 2,384,381 2,384,381 Office Depot, Inc. COM 676220106 $ 173,350,586 12,338,120 12,338,120 Offshore Logistics, Inc. COM 676255102 $ 7,630,242 375,874 375,874 Ohio Casualty Corp. COM 677240103 $ 6,691,750 461,500 461,500 OM Group, Inc. COM 670872100 $ 28,090,588 1,918,756 1,918,756 Omnicare Inc CVPFD 4% 6/15/2033 68214L201 $ 20,445,300 363,472 363,472 Omnicare, Inc. COM 681904108 $ 11,005,800 305,208 305,208 Oneok, Inc. CV 8.5% 2/16/2006 682680202 $ 5,765,899 200,553 200,553 Online Resources Corp. COM 68273G101 $ 95,175 13,500 13,500 Opinion Research Corp. COM 683755102 $ 71,370 11,700 11,700 OpticNet, Inc. COM 683868103 $ 1,136 113,552 113,552 Oracle Corp. COM 68389X105 $ 1,072,060 95,549 95,549 Orbital Sciences Corp. COM 685564106 $ 7,700,999 829,849 829,849 O'Reilly Automovtive, Inc. COM 686091109 $ 10,637,193 289,290 289,290 Orthofix Int'l N.V. COM N6748L102 $ 236,473 6,461 6,461 Orthologic Corp. COM 68750J107 $ 2,497,073 464,140 464,140 Overture Services, Inc. COM 69039R100 $ 11,750,699 443,590 443,590
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Owens Illinois Inc. CVPFD 4.75% 690768502 $ 12,114,817 423,595 423,595 Pacific Sunwear of California, Inc. 694873100 $ 22,365,669 1,082,559 1,082,559 Packeteer Inc. COM 695210104 $ 5,636,231 467,737 467,737 Pactiv Corp. COM 695257105 $ 208,327,983 10,272,583 10,272,583 P.A.M. Transportation Svcs COM 693149106 $ 262,656 12,800 12,800 Parexel Int'l Corp. COM 699462107 $ 11,910,687 777,460 777,460 Parker Drilling Co. CV 5.5% 08/01/04 701081AD3 $ 21,830,300 21,940,000 21,940,000 Parker - Hannifin Corp. COM 701094104 $ 132,299,843 2,959,728 2,959,728 Park Place Entertainment Corp. COM 700690100 $ 120,907,749 13,419,284 13,419,284 Partner Re Ltd. COM G6852T105 $ 178,544,562 3,523,674 3,523,674 Patina Oil & Gas Corp. COM 703224105 $ 32,529,894 897,624 897,624 Patterson-UTI Energy, Inc. COM 703481101 $ 10,551,290 389,778 389,778 Paychex, Inc. COM 704326107 $ 227,331 6,700 6,700 Payless ShoeSource, Inc. COM 704379106 $ 107,539,048 8,310,591 8,310,591 Pegasus Solutions, Inc. COM 705906105 $ 7,206,025 521,043 521,043 PeopleSoft, Inc. COM 712713106 $ 104,538,730 5,747,044 5,747,044 Pepsi Bottling Group, Inc. COM 713409100 $ 220,206 10,700 10,700 PepsiCo, Inc. COM 713448108 $ 500,286,574 10,916,137 10,916,137 Perry Ellis Int'l, Inc. COM 288853104 $ 8,300,342 290,730 290,730 Petco Animal Supplies, Inc. COM 716016209 $ 10,557,300 338,375 338,375 P.F. Chang's China Bistro, Inc. 69333Y108 $ 12,373,974 272,855 272,855 Pfizer, Inc. COM 717081103 $ 9,760,988 321,297 321,297 Pharm Product Development, Inc. 717124101 $ 28,426,687 1,184,939 1,184,939 Phelps Dodge Corp. CVPFD 6.75% 8/15/2002 717265508 $ 37,500,632 331,864 331,864 Philadelphia Con Holding Corp. COM 717528103 $ 12,919,830 279,650 279,650 Philadelphia Suburban Corp. COM 718009608 $ 42,766,754 1,776,028 1,776,028 Phillips-Van Heusen Corp. COM 718592108 $ 471,314 31,400 31,400 Pier 1 Imports, Inc. COM 720279108 $ 60,959,708 3,168,384 3,168,384 Pinnacle Systems, Inc. COM 723481107 $ 6,018,767 713,970 713,970 Pioneer Drilling Co. COM 723655106 $ 403,546 107,900 107,900 Pitney Bowes, Inc. COM 724479100 $ 707,387 18,460 18,460 Plantronics, Inc. COM 727493108 $ 403,403 16,900 16,900 Plum Creek Timber Co., Inc. COM 729251108 $ 2,544,000 100,000 100,000 PMI Group Inc CV 2.5% 7/15/2021 69344MAE1 $ 14,088,750 13,260,000 13,260,000 PNC Fianancial Services Group COM 693475105 $ 248,653 5,226 5,226 Pope & Talbot Inc. COM 732827100 $ 654,696 43,300 43,300 Potash Corp. of Saskatchewan, COM 73755L107 $ 330,940,205 4,690,860 4,690,860
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Powell Industries, Inc. COM 739128106 $ 431,760 25,700 25,700 Power Intergrations, Inc. COM 739276103 $ 15,054,496 452,903 452,903 Praecis Pharmaceuticals Inc COM 739421105 $ 842,105 125,500 125,500 Praxair, Inc. COM 74005P104 $ 337,092,451 5,441,363 5,441,363 Prentiss Properties Trust COM 740706106 $ 15,279,962 492,902 492,902 Priceline.com, Inc. COM 741503403 $ 8,545,527 294,775 294,775 Pride Int'l., Inc. COM 74153Q102 $ 184,466,070 10,882,954 10,882,954 Priority Healthcare Corp. COM 74264T102 $ 14,865,086 723,714 723,714 Progress Energy, Inc. COM 743263105 $ 278,863,813 6,272,241 6,272,241 Providian Financial Corp. COM 74406A102 $ 6,133,417 520,222 520,222 Province Healthcare Co. COM 743977100 $ 12,518,053 966,645 966,645 Prudential Financial, Inc. CV PFD 6.75% 11/15/2004 744320201 $ 56,333,697 937,957 937,957 PSS World Medical, Inc. COM 69366A100 $ 3,562,230 405,721 405,721 Public Service Enterprise CV 10.25% 11/16/2005 744573304 $ 19,627,429 328,163 328,163 Public Service Enterprise Group, Inc. 744573106 $ 74,037,012 1,762,786 1,762,786 Puget Energy, Inc. COM 745310102 $ 32,211,723 1,436,100 1,436,100 Pulte Homes, Inc. COM 745867101 $ 7,030,806 103,379 103,379 QLT, Inc. COM 746927102 $ 10,962,766 686,460 686,460 Quaker Chemical Corp. COM 747316107 $ 8,380,578 360,300 360,300 Quaker Fabric Corp. COM 747399103 $ 255,606 37,700 37,700 QUALCOMM, Inc. COM 747525103 $ 813,354 19,533 19,533 Quanex Corp. COM 747620102 $ 40,712,011 1,211,667 1,211,667 Quanta Capital Holdings COM 74763S100 $ 5,908,500 585,000 585,000 Quanta Services Inc COM 7.48E+106 $ 3,943,136 476,800 476,800 Quest Diagnostics, Inc. CV 1.75% 11/30/2021 74834LAF7 $ 6,084,528 6,002,000 6,002,000 Quest Software, Inc. COM 74834T103 $ 10,399,043 859,425 859,425 Quiksilver, Inc. COM 74838C106 $ 15,084,457 945,734 945,734 Quipp, Inc. COM 748802105 $ 433,484 35,300 35,300 Qwest Communications Int'l., Inc. 749121109 $ 53,135,071 15,627,962 15,627,962 Radian Group Inc COM 750236101 $ 8,276,293 186,403 186,403 Raindance Comm, Inc. COM 75086X106 $ 1,933,794 700,650 700,650 Raytheon Co. PFDCV 8.25% 5/15/2004 755111606 $ 20,229,548 382,050 382,050 Regal-Beloit Corp. COM 758750103 $ 2,866,200 140,500 140,500 Regent Communications, Inc. COM 758865109 $ 5,681,894 931,458 931,458 Renal Care Group, Inc. COM 759930100 $ 24,785,968 725,797 725,797 Retek, Inc. COM 76128Q109 $ 7,832,430 1,160,360 1,160,360 Reynolds & Reynolds COM 761695105 $ 25,891,132 939,787 939,787
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Rita Medical Systems, Inc. COM 7.68E+107 $ 71,300 23,000 23,000 @ Road, Inc. COM 04648K105 $ 10,359,863 770,250 770,250 Robbins & Myers, Inc. COM 770196103 $ 251,312 11,300 11,300 Robert Half Int'l., Inc. COM 770323103 $ 2,523,749 129,423 129,423 Rock of Ages Corp. COM 772632105 $ 333,000 60,000 60,000 Rogers Corp. COM 775133101 $ 46,613,258 1,502,684 1,502,684 Rohm & Haas Co. COM 775371107 $ 217,523,861 6,502,956 6,502,956 Rowan Cos. Inc. COM 779382100 $ 9,059,303 368,564 368,564 Royal Dutch Petroleum Co. ADR COM 780257804 $ 1,511,640 34,200 34,200 R.R. Donnelley & Sons Co. COM 257867101 $ 1,365,363 54,900 54,900 Ryanair Holdings plc. ADR 783513104 $ 1,267,650 31,300 31,300 Ryland Group, Inc. COM 783764103 $ 2,960,955 40,500 40,500 S1 Corp. COM 78463B101 $ 8,047,402 1,593,545 1,593,545 Safeco Corp. COM 786429100 $ 201,404,344 5,711,978 5,711,978 Sanderson Farms Inc COM 800013104 $ 468,754 14,900 14,900 SAP AG-SPONSORED ADR COM 803054204 $ 456,150 15,000 15,000 SBC Communications, Inc. COM 78387G103 $ 236,693,375 10,637,904 10,637,904 Scansource, Inc. COM 806037107 $ 50,780,953 1,389,736 1,389,736 Schering-Plough Corp. COM 806605101 $ 368,575,660 24,184,755 24,184,755 Schlumberger Ltd. COM 806857108 $ 330,872,282 6,836,204 6,836,204 Sci Systems, Inc. CV 3% 3/15/2007 783890AF3 $ 3,385,294 3,715,000 3,715,000 Scripps Co. COM 811054204 $ 297,850 3,500 3,500 Seachange Int'l, Inc. COM 811699107 $ 8,099,342 646,396 646,396 Seagate Technology COM G7945J104 $ 353,600 13,000 13,000 SeeBeyond Tech Corp. COM 815704101 $ 73,216 28,600 28,600 Selective Insurance Group, Inc. 816300107 $ 24,330,645 817,562 817,562 Semco Energy, Inc. COM 78412D109 $ 2,248,393 488,781 488,781 Sempra Energy CV PFD 8.5% 5/17/2005 816851208 $ 12,825,416 464,689 464,689 Sequenom Inc. COM 817337108 $ 102,391 31,700 31,700 Serologicals Corp. COM 817523103 $ 1,587,074 120,690 120,690 Service Corp International COM 817565104 $ 1,635,772 357,937 357,937 SFBC Int'l., Inc. COM 784121105 $ 926,883 32,600 32,600 Sharper Image Corp. COM 820013100 $ 343,594 14,900 14,900 SHELTER PROPERTIES 02 SHELTER PROPERTIES 02 822897203 $ 25,000 25,000 25,000 Shire Finance Ltd CV 2.0% 8/21/2011 82481UAB5 $ 8,541,720 8,628,000 8,628,000 Shuffle Master, Inc. COM 825549108 $ 2,772,713 102,013 102,013 SICOR, Inc. COM 825846108 $ 8,304,667 430,740 430,740
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Sierra Health Services, Inc. COM 826322109 $ 52,898,413 2,574,132 2,574,132 Silicon Laboratories, Inc. COM 826919102 $ 16,643,637 370,270 370,270 Silicon Valley Bancshares COM 827064106 $ 16,137,495 584,057 584,057 Simon Property Group, Inc. CV PFD 6.5% 9/24/2003 828806406 $ 38,692,389 343,322 343,322 Simpson Manufacturing Co., Inc. 829073105 $ 18,514,992 452,800 452,800 Sinclair Bcst Grp, Inc. CV 4.875% 7/15/2018 829226AU3 $ 10,101,206 10,935,000 10,935,000 Sinclair Bcst Grp, Inc. Inc. CVPFD 6.00% 829226505 $ 13,903,213 326,750 326,750 SINO LD LTD ORD SINO LD LTD ORD Y80267126 $ 7,020 13,000 13,000 Sitel Corp. COM 82980K107 $ 418,858 265,100 265,100 Six Flags, Inc. CV PFD 7.25% 8/15/2009 83001P505 $ 3,704,400 189,000 189,000 Skywest, Inc. COM 830879102 $ 15,516,330 895,862 895,862 SL Green Realty Corp. COM 78440X101 $ 18,918,607 523,916 523,916 SLM Corp. COM 78442P106 $ 4,132,098 106,060 106,060 SM&A COM 78465D105 $ 5,479,359 476,052 476,052 Smithfield Foods, Inc.COM 832248108 $ 109,870,003 5,722,396 5,722,396 Snap-on, Inc. COM 833034101 $ 186,566,771 6,747,442 6,747,442 Sohu.com, Inc. COM 83408W103 $ 11,569,604 372,013 372,013 Solectron Corp. COM 834182107 $ 43,243,867 7,392,114 7,392,114 Solectron Corp. CV PFD 7.25% 11/15/2004 834182206 $ 4,093,352 245,552 245,552 Solutia, Inc. COM 834376105 $ 66,128,899 16,573,659 16,573,659 Southwest Airlines Co. COM 844741108 $ 80,054,374 4,522,846 4,522,846 Southwest Bancorp of Texas, Inc. 84476R109 $ 18,615,573 509,876 509,876 Southwest Gas Corp. COM 844895102 $ 78,067,071 3,439,078 3,439,078 SPIKE NETWORKS LTD ORD SPIKE NETWORKS LTD ORD Q8693H109 $ 205 10,780 10,780 Sprint Corp. CV 7.125% 8/17/2004 852061605 $ 17,241,679 2,259,722 2,259,722 SPX Corp COM 784635104 $ 8,453,097 186,685 186,685 SRA Int'l, Inc. COM 78464R105 $ 16,997,000 454,101 454,101 Standard Commercial Corp. COM 853258101 $ 269,266 14,634 14,634 Standard Motor Products, Inc. COM 853666105 $ 1,205,940 119,400 119,400 Staples, Inc. COM 855030102 $ 217,468,609 9,156,573 9,156,573 Starbucks Corp. COM 855244109 $ 1,512,000 52,500 52,500 Steiner Leisure Ltd. COM P8744Y102 $ 10,618,913 554,223 554,223 Stewart Enterprises, Inc. COM 860370105 $ 15,023,091 3,953,445 3,953,445 St. Jude Medical, Inc. COM 790849103 $ 521,569 9,700 9,700 STMicroelectronics CV 0% 9/22/09 861012AB8 $ 42,205,556 47,223,000 47,223,000 STMicroelectronics NV SHS NY 861012102 $ 367,965 15,300 15,300 St. Paul Companies, Inc. COM 792860108 $ 84,327,864 2,277,285 2,277,285
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Strayer Education, Inc. COM 863236105 $ 17,386,330 179,778 179,778 Summa Industries, Inc. COM 86562T105 $ 204,006 28,100 28,100 Sun Microsystems, Inc. COM 866810104 $ 91,687 27,700 27,700 Superior Industries Int'l., Inc. 868168105 $ 6,688,439 164,943 164,943 Supervalu Inc. CV 0% 11/2/2031 868536AP8 $ 13,403,250 42,550,000 42,550,000 Swift Transportation Co., Inc. COM 870756103 $ 8,972,919 395,457 395,457 Swiss Life Finance (RD) REG S (RD) CV 2.0% 5/20/2005 5446546 $ 10,057,575 9,185,000 9,185,000 Swiss Re America CV 2.25% 06/10/2004 5685899 $ 2,275,571 2,250,000 2,250,000 Sybase, Inc. COM 871130100 $ 139,635,039 8,208,997 8,208,997 Sylvan Learning Systems, Inc. COM 871399101 $ 13,789,549 505,482 505,482 Symantec Corp. COM 871503108 $ 316,865 5,028 5,028 Symbol Technologies, Inc. COM 871508107 $ 3,270,643 273,694 273,694 Synopsys Inc, COM 871607107 $ 9,093,920 295,545 295,545 Take-Two Interactive Software, Inc. 874054109 $ 53,964,066 1,579,282 1,579,282 TALX Corp. COM 874918105 $ 1,730,860 70,303 70,303 Target Corp. COM 8.76E+110 $ 481,206,813 12,787,850 12,787,850 Tasty Baking Co. COM 876553306 $ 255,955 25,750 25,750 TBC Corp. COM 872180104 $ 13,537,772 540,430 540,430 Team, Inc. COM 878155100 $ 484,925 59,500 59,500 Techne Corp. COM 878377100 $ 12,028,382 378,370 378,370 Technitrol, Inc. COM 878555101 $ 21,503,027 1,168,008 1,168,008 Telefonos De Mexico, S. A CV 4.25% 6/15/2004 879403AD5 $ 9,687,633 8,827,000 8,827,000 Temple-Inland, Inc. CV PFD 7.50% 5/17/2005 879868206 $ 42,818,735 876,535 876,535 Tenet Healthcare Corp. COM 88033G100 $ 45,476,786 3,140,662 3,140,662 Tennant Co. COM 880345103 $ 26,390,408 716,352 716,352 Teradyne, Inc. COM 880770102 $ 142,474,624 7,659,926 7,659,926 Teradyne, Inc. CV 3.75% 10/15/2006 880770AD4 $ 31,903,875 30,825,000 30,825,000 Teva Pharmaceutical Industries Ltd. ADR 881624209 $ 9,664,637 169,110 169,110 Teva Pharmaceutical Industries CV 0.375% 11/15/2022 88164MAB4 $ 37,295,910 26,451,000 26,451,000 Teva Pharmaceutical Industries CV 1.5% 10/15/2005 88163VAB5 $ 12,422,730 9,483,000 9,483,000 Texas Instruments, Inc. COM 882508104 $ 85,121,954 3,733,419 3,733,419 Texas Regl Bancshares, Inc. COM 882673106 $ 8,022,996 237,437 237,437 The Coca-Cola Co. COM 191216100 $ 2,835,363 66,000 66,000 The Cooper Cos., Inc. COM 216648402 $ 12,707,847 311,849 311,849 The Estee Lauder Cos., Inc. COM 518439104 $ 546,453 16,025 16,025 The Gap, Inc. COM 364760108 $ 327,122,634 19,107,631 19,107,631 The Gap, Inc. CV 5.75% 3/15/2009 364760AJ7 $ 18,865,015 15,002,000 15,002,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY The Goldman Sachs Group, Inc. COM 38141G104 $ 65,439,147 779,966 779,966 The Home Depot, Inc. COM 437076102 $ 2,313,520 72,638 72,638 The Marcus Corp. COM 566330106 $ 17,892,350 1,172,500 1,172,500 The Navigators Group, Inc. COM 638904102 $ 735,975 22,500 22,500 The Procter & Gamble Co. COM 742718109 $ 3,195,152 34,423 34,423 Theragenics Corp. COM 883375107 $ 4,368,480 766,400 766,400 The Timken Co. COM 887389104 $ 150,747,054 9,891,539 9,891,539 Thor Industries, Inc. COM 885160101 $ 10,003,478 185,181 185,181 Tibco Software, Inc. COM 88632Q103 $ 11,762,007 2,198,506 2,198,506 Timberland Co. COM 887100105 $ 9,544,407 223,732 223,732 Titan Corp. COM 888266103 $ 5,445,492 261,300 261,300 TJX Cos., Inc. COM 872540109 $ 534,050 27,500 27,500 TMBR/Sharp Drilling, Inc. COM 87257P101 $ 450,660 25,900 25,900 Tommy Hilfiger Corp. COM G8915Z102 $ 127,192,893 10,679,504 10,679,504 Total S.A. ADR COM 8.92E+113 $ 8,383,480 110,600 110,600 Toys R Us Inc. CV 6.25% 8/16/2005 892335209 $ 1,965,000 50,000 50,000 Transatlantic Holdings, Inc. COM 893521104 $ 28,843,285 405,558 405,558 Transocean Sedco Forex CV 1.5% 5/15/2021 893830AD1 $ 12,756,488 13,185,000 13,185,000 Travelers Property Casaulty CV PFD 4.5% 4/15/2032 89420G307 $ 11,299,854 492,583 492,583 Travelers Property Casualty A shares Corp. A Shares 89420G109 $ 958,077 60,332 60,332 Tribune Co. COM 896047107 $ 369,394,889 8,047,819 8,047,819 Tribune Co. NCV 2.0% 5/15/2029 896047305 $ 13,467,773 169,140 169,140 Trico Marine Services, Inc. COM 896106101 $ 100,039 47,412 47,412 Trimble Navigation Ltd. COM 896239100 $ 9,349,776 403,878 403,878 Trinity Industries, Inc. COM 896522109 $ 7,754,897 299,996 299,996 Twin Disc, Inc. COM 901476101 $ 466,460 28,100 28,100 Tyco Int'l. Group CV 2.75% 1/15/2018 902118BF4 $ 25,136,031 22,825,000 22,825,000 Tyco Int'l., Ltd. COM 902124106 $ 353,699,516 17,312,752 17,312,752 Tyco Int'l., Ltd. CV 0% 11/17/2020 902124AC0 $ 105,832,500 137,000,000 137,000,000 UICI COM 902737105 $ 4,353,888 347,200 347,200 Ultimate Electronics Inc COM 903849107 $ 269,516 28,400 28,400 Ultralife Batteries Inc COM 903899102 $ 153,545 10,700 10,700 Union Pacific Corp. COM 907818108 $ 67,645,397 1,162,891 1,162,891 UnitedHealth Group, Inc. COM 91324P102 $ 905,760 18,000 18,000 United Natural Foods, Inc. COM 911163103 $ 7,468,082 225,010 225,010 United Online, Inc. COM 911268100 $ 17,636,128 507,953 507,953 United Parcel Service, Inc. Class B 911312106 $ 976,140 15,300 15,300
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY United Parcel Service, Inc. CV 1.75% 09/27/2007 911312AB2 $ 2,400,000 2,400,000 2,400,000 United Rentals CV PFD 6.5% 8/1/2028 91136H306 $ 4,113,042 110,789 110,789 United Rentals Inc. COM 911363109 $ 4,803,782 298,557 298,557 United Technologies Corp. COM 913017109 $ 2,279,610 29,498 29,498 Universal Electronics, Inc. COM 913483103 $ 3,366,177 292,711 292,711 Universal Forest Products COM 913543104 $ 4,231,450 174,349 174,349 Universal Hlth Services, Inc. CV .0.426% 06/23/2020 913903AL4 $ 54,137,894 85,763,000 85,763,000 Univision Communications, Inc. COM 914906102 $ 10,132,251 317,327 317,327 Unova, Inc. COM 91529B106 $ 5,597,765 382,100 382,100 Unumprovident Corp CV 8.25% 5/15/2006 91529Y403 $ 1,110,210 34,500 34,500 URS Corp. COM 903236107 $ 10,113,918 521,336 521,336 U.S. Bancorp COM 902973304 $ 135,025,844 5,628,422 5,628,422 USI Holdings Corp COM 90333H101 $ 3,600,934 276,782 276,782 UTStarcom, Inc. COM 918076100 $ 318,100 10,000 10,000 Vans, Inc. COM 921930103 $ 452,350 41,500 41,500 Varian, Inc. COM 922206107 $ 12,878,158 411,180 411,180 Varian Medical Systems Inc. COM 92220P105 $ 643,776 11,200 11,200 Varian Semi Equip Assoc, Inc. COM 922207105 $ 12,810,072 342,058 342,058 Verity, Inc. COM 92343C106 $ 183,764 14,060 14,060 Verizon Communications Inc. COM 92343V104 $ 544,996,304 16,800,133 16,800,133 Verizon Global Funding Corp. CV 0% 5/15/2021 92344GAN6 $ 6,525,075 10,830,000 10,830,000 Vertex Pharmaceuticals, Inc. CV 5.0% 9/19/2007 92532FAD2 $ 8,420,100 9,906,000 9,906,000 Vertias Software Corp. COM 923436109 $ 361,100 11,500 11,500 V.F. Corp. COM 918204108 $ 80,439,529 2,067,323 2,067,323 Viacom, Inc. COM 925524308 $ 371,672,852 9,704,252 9,704,252 Viacom, Inc. VIACOM INC CL A 925524100 $ 10,596,941 275,962 275,962 Vimpelcom - SP ADR COM 68370R109 $ 4,283,935 70,390 70,390 Vion Pharmaceuticals, Inc. COM 927624106 $ 117,780 75,500 75,500 Vishay Intertechnology Inc COM 928298108 $ 27,350,770 1,561,117 1,561,117 Vitalworks, Inc. COM 928483106 $ 74,025 14,100 14,100 Wabash National Corp. COM 929566107 $ 3,910,143 245,150 245,150 Wachovia Corp. COM 929903102 $ 527,766,991 12,812,988 12,812,988 Walgreen Co. COM 931422109 $ 1,486,040 48,500 48,500 Wal-Mart Stores, Inc. COM 931142103 $ 7,511,866 134,501 134,501 Walt Disney Company COM 254687106 $ 620,466,380 30,761,843 30,761,843 Warnaco Group, Inc. COM 934390402 $ 6,505,473 417,285 417,285 Washington Mutual, Inc. COM 939322103 $ 477,322 12,124 12,124
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 CUSIP/ FAIR SHARES OR INVESTMENT SEDOL MARKET PRINCIPAL DISCRETION MANAGERS VOTING NAME OF ISSUE TITLE OF CLASS NUMBERS VALUE AMOUNT SOLE N.A. AUTHORITY Waste Industries USA, Inc. COM 941057101 $ 454,272 50,700 50,700 Waste Management, Inc. COM 94106L109 $ 241,401,542 9,224,362 9,224,362 Watchguard Tech, Inc. COM 941105108 $ 59,385 11,100 11,100 Watsco, Inc. COM 942622200 $ 3,176,082 166,200 166,200 Watson Pharmaceutical Inc. COM 942683103 $ 9,101,969 218,325 218,325 Watson Pharmaceutical Inc. CV 1.75% 3/15/2023 942683AC7 $ 12,112,908 9,949,000 9,949,000 WebEx Comm, Inc. COM 94767L109 $ 8,466,445 445,837 445,837 Websense, Inc. COM 947684106 $ 6,232,110 293,000 293,000 Webster Financial Corp. COM 947890109 $ 20,574,730 515,916 515,916 WellPoint Hlth Networks, Inc. COM 94973H108 $ 531,852 6,900 6,900 Wells Fargo & Co. COM 949746101 $ 380,646,168 7,391,188 7,391,188 Werner Enterprises, Inc. COM 950755108 $ 9,983,720 435,780 435,780 West Corp. COM 952355105 $ 14,010,002 588,903 588,903 Westport Resources Corp. COM 961418100 $ 34,128,786 1,449,821 1,449,821 Weyerhaeuser Co. (c) COM 962166104 $ 165,449,271 2,830,612 2,830,612 W-H Energy Services Inc. COM 9.29E+112 $ 4,480,260 251,700 251,700 Wilson Greatbatch Technologies COM 972232102 $ 8,039,258 223,003 223,003 Wind River Systems, Inc. CV 3.75% 12/15/2006 973149AE7 $ 24,117,905 27,524,000 27,524,000 Winnebago Industries COM 974637100 $ 5,390,881 120,926 120,926 Wireless Facilities, Inc. COM 97653A103 $ 5,869,675 493,250 493,250 Woodward Governor Co. COM 980745103 $ 17,278,388 395,296 395,296 WorldCom, Inc.- WorldCom Group COM 98157D106 $ 1,435 22,429 22,429 World Fuel Services COM 981475106 $ 513,681 18,300 18,300 Worthington Industries, Inc. COM 981811102 $ 5,666,394 451,146 451,146 Wright Medical Group Inc COM 98235T107 $ 9,107,120 360,250 360,250 W.W. Grainger, Inc. COM 384802104 $ 128,061,898 2,693,205 2,693,205 Wyeth COM 983024100 $ 392,474,890 8,513,555 8,513,555 Xerox Corp. COM 984121103 $ 497,061,798 48,446,569 48,446,569 Xilinx, Inc. COM 983919101 $ 256,590 9,000 9,000 XL Capital Ltd. Class A COM G98255105 $ 212,762,141 2,747,445 2,747,445 XTO Energy, Inc. COM 98385X106 $ 7,984,701 380,405 380,405 Yahoo!, Inc. COM 984332106 $ 769,515 21,750 21,750 Yankee Candle, Co. COM 984757104 $ 35,713,278 1,401,620 1,401,620 Young & Rubicam, Inc. CV 3.0% 1/15/2005 987425AC9 $ 26,111,000 26,111,000 26,111,000 Yum! Brands, Inc. COM 988498101 $ 35,216,817 1,188,954 1,188,954 Zebra Technologies Corp. Class A 989207105 $ 35,314,208 684,782 684,782 Zimmer Holdings, Inc. COM 98956P102 $ 413,250 7,500 7,500 876 $ 41,767,426,493.00 3,570,906,779.00
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