-----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, HOJWYIZOBpmLJGNlpJOPkif3kAy4SKMXN9clYQdvZ6q8t6bhl+v6MAS0P5HD9Tme r+KLQGKgQZcf9NSNV2HaMQ== 0001047469-04-004199.txt : 20040212 0001047469-04-004199.hdr.sgml : 20040212 20040212120340 ACCESSION NUMBER: 0001047469-04-004199 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040212 EFFECTIVENESS DATE: 20040212 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LORD ABBETT & CO CENTRAL INDEX KEY: 0000728100 IRS NUMBER: 135620131 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00413 FILM NUMBER: 04589191 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 1 a2128632z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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 February 11, 2004 ------------------------------- ----------------------- ----------------- [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).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- --------------- ------------------------------------ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 955 -------------------- Form 13F Information Table Value Total: 3,852,592,613.00 -------------------- (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.] NONE FORM 13F INFORMATION TABLE As of: 12/31/03 13F S.E.C. Use Only
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- 1-800-FLOWERS.COM, Inc. Cl A 68243Q106 $ 5,730,518 518,130 518,130 3M Co. COM 88579Y101 $ 34,222,194 402,472 402,472 3M Co. CV 0% 11/21/2032 88579YAB7 $ 7,364,600 8,005,000 8,005,000 Aaron Rents Inc. COM 002535201 $ 1,126,274 55,950 55,950 Abbott Laboratories COM 002824100 $ 196,277,988 4,211,974 4,211,974 Abgenix Inc. CV 3.5 03/15/2007 00339BAB3 $ 10,644,750 11,400,000 11,400,000 ABOVE ENTRY PINNACLE REPRESENTS..... ASSOCIATES 723445102 $ 0 15,000 15,000 Activision, Inc. COM 004930202 $ 8,303,386 456,230 456,230 Administaff inc COM 007094105 $ 11,750,097 676,070 676,070 Advance Auto Parts COM 00751Y106 $ 11,552,695 141,925 141,925 Advanced Digital Information Corp. 007525108 $ 19,498,528 1,392,752 1,392,752 Advance PCS COM 00790K109 $ 979,476 18,600 18,600 Advisory Board Co. COM 00762W107 $ 10,992,531 314,882 314,882 Aeropostale, Inc. COM 007865108 $ 7,685,497 280,288 280,288 Aetna, Inc. COM 00817Y108 $ 213,182,597 3,154,522 3,154,522 Affiliated Computers CV 3.5% Services, 2/15/2006 008190AF7 $ 26,746,200 21,060,000 21,060,000 Affiliated Computers Services, Inc. 008190100 $ 15,920,074 292,326 292,326 Affiliated Managers Group, Inc. 008252108 $ 12,324,389 177,100 177,100 Affymetrix, Inc. COM 00826T108 $ 14,500,138 589,197 589,197 Agere Systems, Inc, COM 00845V209 $ 5,142,251 1,773,190 1,773,190 Agere Systems, Inc, CV 6.5% 12/15/2009 00845VAA8 $ 5,831,375 4,241,000 4,241,000 Agilent Technologies, Inc. COM 00846U101 $ 137,411,918 4,699,450 4,699,450 Agilent Technologies, Inc. CV 3.0% 12/01/2021 00846UAB7 $ 30,697,075 27,970,000 27,970,000 Agree Realty Corp. COM 008492100 $ 415,716 14,700 14,700 Aladdin Knowledge Systems COM M0392N101 $ 182,172 20,400 20,400 Alamosa Holdings CV PFD 7.5% 7/31/2013 011589207 $ 12,949,750 37,400 37,400 Alaska Air Grp, Inc. COM 011659109 $ 3,989,962 146,206 146,206 Albertson's, Inc. COM 013104104 $ 1,925,250 85,000 85,000 Alcoa, Inc. COM 013817101 $ 694,681,615 18,281,095 18,281,095 Allergan, Inc. COM 018490102 $ 652,885 8,500 8,500 Allergan, Inc. CV 0% 11/6/2022 018490AE2 $ 19,612,473 20,483,000 20,483,000 Alliance Data Systems Corp. COM 018581108 $ 7,016,050 253,470 253,470 Allied Defense Group, Inc. COM 019118108 $ 239,100 10,000 10,000 Allied Waste Industries, CV PFD 6.25% Inc. 4/1/2006 019589605 $ 7,692,764 100,559 100,559 Alloy, Inc. COM 019855105 $ 121,362 23,294 23,294 Allstate Corp. COM 020002101 $ 53,539,767 1,244,532 1,244,532 Altiris, Inc. COM 02148M100 $ 9,431,904 258,550 258,550 Altria Group, Inc. COM 02209S103 $ 766,234 14,080 14,080 Alza Corp CV 0% 7/28/2020 02261WAB5 $ 11,157,163 15,310,000 15,310,000 Amazon.com, Inc. COM 023135106 $ 742,698 14,109 14,109 Ambassadors Int'l., Inc. COM 023177108 $ 519,129 22,100 22,100 Amdocs Ltd. COM G02602103 $ 13,944,636 620,313 620,313 Ameren Corp. COM 023608102 $ 233,962,241 5,086,136 5,086,136
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- American Axle & Mfg Holdings COM 024061103 $ 32,491,698 803,852 803,852 American Dental Partners, Inc. COM 025353103 $ 648,085 57,100 57,100 American Eagle Outfitters, Inc COM 02553E106 $ 7,576,636 461,990 461,990 American Express Co. COM 025816109 $ 1,398,574 28,998 28,998 American Greetings Corp. COM 026375105 $ 42,143,403 1,926,996 1,926,996 American Int'l. Group, Inc. COM 026874107 $ 701,758,444 10,587,786 10,587,786 American Int'l. Group, CV 0% Inc. 11/9/2031 026874AP2 $ 6,319,381 9,485,000 9,485,000 American Management Systems, COM 027352103 $ 7,887,668 523,402 523,402 Amerigroup Corp. COM 03073T102 $ 16,308,763 382,386 382,386 AMETEK, Inc. COM 031100100 $ 6,225,926 129,008 129,008 Amgen, Inc. COM 031162100 $ 4,351,492 70,413 70,413 Amgen, Inc. CV 0% 3/1/2032 031162AE0 $ 18,426,244 24,285,000 24,285,000 AMR Corp. COM 001765106 $ 129,234,978 9,979,535 9,979,535 Anadarko Petroleum Corp. COM 032511107 $ 10,229,392 200,537 200,437 Analog Devices, Inc. COM 032654105 $ 762,355 16,700 16,700 Analogic Corp. COM 032657207 $ 4,263,877 103,997 103,997 Anglo American CV 3.375% 4/17/2007 3152867 $ 5,026,594 4,390,000 4,390,000 Anheuser-Busch Cos., Inc. COM 035229103 $ 874,277 16,596 16,596 AnnTaylor Stores Corp COM 036115103 $ 16,957,590 434,810 434,810 ANNUITY SEC ANNUITY SEC 909994261 $ 0 10,788 10,788 Anthem, Inc. CV PFD 6% 11/15/2004 03674B203 $ 39,192,825 444,212 444,212 Antigenics, Inc. COM 037032109 $ 1,549,708 136,900 136,900 AON Corp. CV 3.5% 11/15/2012 037389AT0 $ 5,307,200 4,280,000 4,280,000 Apple Computer, Inc. COM 037833100 $ 787,964,246 36,872,450 36,872,450 Applied Films Corp COM 038197109 $ 12,160,407 368,274 368,274 Applied Materials, Inc. COM 038222105 $ 1,038,313 46,250 46,250 Archer-Daniels-Midland Co. COM 039483102 $ 401,789,160 26,398,762 26,398,762 Aristocrat Leisure Ltd CV 5% 5/31/2006 7131710 $ 955,000 1,000,000 1,000,000 Armor Holdings, Inc. COM 042260109 $ 12,573,628 477,903 477,903 Arris Group, Inc. COM 04269Q100 $ 10,260,919 1,417,254 1,417,254 Arrow Electronics Inc CV 0% 2/21/2021 042735AY6 $ 6,011,250 11,450,000 11,450,000 Artesyn Tech, Inc. CV 5.5% 8/15/2010 043127AB5 $ 15,348,563 11,265,000 11,265,000 Arthrocare Corp. COM 043136100 $ 2,359,914 96,323 96,323 Ascential Software Corp. COM 04362P207 $ 8,665,417 334,185 334,185 Ase Test Limited COM Y02516105 $ 7,874,190 525,998 525,998 Askul Corp N V F CO 629449109 $ 0 20,000 20,000 ASML Holding NV CV 5.75% 10/15/2006 2809948 $ 29,265,325 22,255,000 22,255,000 Aspen Technology Inc COM 045327103 $ 7,012,505 683,480 683,480 ATMI, Inc. COM 00207R101 $ 3,908,346 168,900 168,900 Atwood Oceanics, Inc. COM 050095108 $ 12,122,859 379,551 379,551 Automatic Data Processing,Inc. Inc. 053015103 $ 14,854,265 375,013 375,013 Avaya, Inc. COM 053499109 $ 44,277,510 3,421,755 3,421,755 Avid Technology, Inc. COM 05367P100 $ 7,932,960 165,270 165,270
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Avocent Corp. COM 053893103 $ 15,869,839 434,552 434,552 AW COMPUTER SYSTEMS -CL A AW COMPUTER SYS INC CL A 002448108 $ 0 10,000 10,000 Baker Hughes, Inc. COM 057224107 $ 569,946,390 17,722,214 17,722,214 Ball Corp. COM 058498106 $ 182,327,865 3,060,733 3,060,733 Bank Mutual Corp COM 063750103 $ 8,329,222 731,275 731,275 Bank of America Corp. COM 060505104 $ 4,870,278 60,553 60,553 Bank of New York Co., Inc. COM 064057102 $ 304,181,557 9,184,226 9,184,226 Bank One Corp. COM 06423A103 $ 704,855,214 15,460,742 15,460,742 Barnes & Noble, Inc. COM 067774109 $ 34,505,804 1,050,405 1,050,405 Barnes & Noble, Inc. CV 5.25% 3/15/2009 067774AD1 $ 15,836,439 14,579,000 14,579,000 Barrick Gold Corp COM 067901108 $ 83,806,758 3,690,302 3,690,302 Barr Pharmaceuticals Inc. COM 068306109 $ 5,654,055 73,477 73,477 Bausch & Lomb, Inc. COM 071707103 $ 253,305,016 4,880,636 4,880,636 Baxter Int'l., Inc. COM 071813109 $ 59,507,499 1,949,787 1,949,787 Baxter Int'l., Inc. CV PFD 7% 2/16/2006 071813406 $ 104,390,731 1,889,425 1,889,425 BEA Systems, Inc. COM 073325102 $ 3,886,800 316,000 316,000 BEA Systems, Inc. CV 4% 12/15/2006 073325AD4 $ 16,644,375 16,500,000 16,500,000 Bed Bath & Beyond, Inc. COM 075896100 $ 1,157,445 26,700 26,700 BEI Technologies, Inc. COM 05538P104 $ 36,621,920 1,831,096 1,831,096 Bel Fuse, Inc. Cla B 077347300 $ 3,674,138 112,600 112,600 Bel Fuse, Inc. Class A 077347201 $ 795,340 26,600 26,600 Bellsouth Corp. COM 079860102 $ 85,825,552 3,032,705 3,032,705 Bennett Environment Inc. COM 081906109 $ 8,273,359 400,453 400,453 Best Buy Co., Inc. COM 086516101 $ 757,480 14,500 14,500 Best Buy Co., Inc. CV 2.25% 1/15/2022 086516AF8 $ 14,044,088 12,855,000 12,855,000 Best Buy Co., Inc. CV .684% 6/27/2021 086516AD3 $ 9,037,188 11,950,000 11,950,000 Beverly Enterprises Inc. CV 2.75% 11/1/2033 087851AR2 $ 14,121,700 9,980,000 9,980,000 Big Lots, Inc. COM 089302103 $ 143,773,128 10,117,743 10,117,743 Biogen Idec, Inc. COM 09062X103 $ 6,393,578 173,833 173,833 Biomet, Inc. COM 090613100 $ 489,715 13,450 13,450 Bio-Rad Laboratories, Inc. COM 090572207 $ 14,326,439 248,421 248,421 BioSource Int'l., Inc. COM 09066H104 $ 117,121 17,300 17,300 Blyth, Inc. COM 09643P108 $ 12,739,272 395,384 395,384 BMC Software, Inc. COM 055921100 $ 50,742,323 2,720,768 2,720,768 Borg Warner, Inc. COM 099724106 $ 29,028,776 341,234 341,234 Boston Scientific Corp. COM 101137107 $ 10,296,733 280,107 280,107 Bowater, Inc. COM 102183100 $ 41,736,285 901,237 901,237 BP plc- Spons ADR 055622104 $ 178,240,109 3,611,755 3,611,755 Bradley Pharm, Inc. COM 104576103 $ 13,018,354 511,929 511,929 Brandywine Realty Trust COM 105368203 $ 8,031,000 300,000 300,000 Briggs & Stratton Corp. COM 109043109 $ 55,643,283 825,568 825,568 Bright Horizons Family Solut COM 109195107 $ 8,855,238 210,839 210,839 Bristol-Myers Squibb Co. COM 110122108 $ 4,968,535 173,725 173,725
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Broadcom Corp. COM 111320107 $ 221,585 6,500 6,500 Brocade Comm Sys, Inc. CV 2% 1/1/2007 111621AB4 $ 809,281 893,000 893,000 Brookline Bancorp, Inc. COM 11373M107 $ 4,252,248 277,200 277,200 Brookstone, Inc. COM 114537103 $ 9,647,037 452,700 452,700 Bunge Ltd Finance Corp CV 3.75 % 11/15/2022 120568AE0 $ 31,319,225 26,740,000 26,740,000 Burlington Northern Santa Fe Corp. 12189T104 $ 472,278 14,599 14,599 Business Objects S.A. ADR 12328X107 $ 6,216,262 179,298 179,298 Cabot Microelectronics Corp. COM 12709P103 $ 27,537,363 561,987 561,987 Cadence Design Systems, Inc. COM 127387108 $ 117,831,858 6,553,496 6,553,496 Cal Dive Int'l, Inc. COM 127914109 $ 13,409,620 556,185 556,185 Call-Net Enterprises Inc. COM 130910508 $ 66,284 16,571 16,571 Canadian National Railway COM 136375102 $ 66,209,737 1,046,298 1,046,298 Carbo Ceramics, Inc. COM 140781105 $ 8,562,338 167,070 167,070 Cardinal Health, Inc. COM 14149Y108 $ 253,127,540 4,138,776 4,138,776 Caremark Rx, Inc. COM 141705103 $ 219,064,377 8,648,416 8,648,416 Carnival Corp. COM 143658300 $ 346,644 8,725 8,725 Carnival Corp. CV 2.0% 4/15/2021 143658AN2 $ 26,650,181 22,561,000 22,561,000 Carriage Services, Inc. COM 143905107 $ 509,120 137,600 137,600 Casella Waste Systems Inc COM 147448104 $ 15,555,085 1,136,237 1,136,237 Casey's General Stores, Inc. COM 147528103 $ 28,940,890 1,638,782 1,638,782 Casual Male Retail Group Inc COM 148711104 $ 128,390 18,500 18,500 Caterpillar, Inc. (d) COM 149123101 $ 163,233,509 1,966,195 1,966,195 C-Cor.Net Corp. COM 125010108 $ 26,699,145 2,398,845 2,398,845 CD DISCOVER BANK GREENWOOD 6.000%20031229 TRUST NOTES 25467BAX6 $ 1,025,250 10,000 10,000 CD GREENWOOD TRUST CO 6.150%20011001 DISCOVER CD 39739CAL3 $ 1,066,500 10,000 10,000 Cell Therapeutics, Inc. COM 150934107 $ 10,366,946 1,191,603 1,191,603 Cell Therapeutics, Inc. CV 5.75% 6/15/2008 150934AD9 $ 4,096,960 3,968,000 3,968,000 Cendant Corp. CVPFD 7.75% 8/17/2004 151313889 $ 32,105,180 641,334 641,334 Centene Corp. COM 15135B101 $ 11,931,896 425,987 425,987 Centex Corp. COM 152312104 $ 5,856,160 54,400 54,400 Central Freight Lines Inc. COM 153491105 $ 1,331,250 75,000 75,000 Cephalon, Inc. COM 156708109 $ 11,442,962 236,376 236,376 Cephalon, Inc. CV 2.5% 12/15/2006 156708AE9 $ 14,117,594 14,725,000 14,725,000 Cerner Corp. COM 156782104 $ 10,582,482 279,590 279,590 Charles River Accociates, Inc. COM 159852102 $ 7,488,219 234,080 234,080 Chartered SemiConductor CV 2.5% 4/02/2006 16133RAA4 $ 8,650,000 8,000,000 8,000,000 Chesapeake Energy Corp. COM 165167107 $ 18,049,368 1,329,114 1,329,114 Chesapeake Energy Corp. CVPFD 6% 12/31/2049 165167701 $ 10,680,750 141,000 141,000 Chesapeake Utilities Corp. COM 165303108 $ 466,295 17,900 17,900 ChevronTexaco Corp. COM 166764100 $ 40,884,931 473,260 473,260 China Life Insurance Co ADR 16939P106 $ 7,266,588 220,400 220,400 Chiron Corp. COM 170040109 $ 604,094 10,600 10,600 Christopher & Banks Corp. COM 171046105 $ 5,837,674 298,908 298,908
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Chubb Corp. PFD 7.0% 8/16/2006 171232507 $ 7,784,282 270,100 270,100 Cigna Corp. COM 125509109 $ 100,888,177 1,754,577 1,754,577 Cisco Systems, Inc. COM 17275R102 $ 5,063,421 208,457 208,457 CIT Group, Inc. COM 125581108 $ 4,687,521 130,390 130,390 Citigroup, Inc. COM 172967101 $ 809,329,242 16,673,450 16,673,450 CKE Restaurants COM 12561E105 $ 1,262,364 197,553 197,553 CLARCOR, Inc. COM 179895107 $ 17,989,581 407,927 407,927 Clean Harbors Inc COM 184496107 $ 1,585,980 178,000 178,000 Clear Channel Comm, Inc. COM 184502102 $ 412,151,630 8,801,017 8,801,017 Clorox Company COM 189054109 $ 5,064,808 104,300 104,300 CMS Energy Corp. COM 125896100 $ 126,200,515 14,812,267 14,812,267 CNF Transportation, Inc. COM 12612W104 $ 10,366,993 305,811 305,811 CNH Global N.V. COM N20935206 $ 65,710,536 3,958,466 3,958,466 Coach, Inc. COM 189754104 $ 577,575 15,300 15,300 Coastal Bancorp Inc COM 19041P105 $ 341,213 8,300 8,300 Cobiz, Inc. COM 190897108 $ 657,594 35,700 35,700 Cognos, Inc. COM 19244C109 $ 6,098,187 199,157 199,157 Colgate-Palmolive Co. COM 194162103 $ 1,756,755 35,100 35,100 Comcast Corp. COM 20030N101 $ 871,844 26,524 26,524 Comcast Corp. COM 20030N200 $ 589,391,382 18,842,436 18,842,436 Commerce Cap II CV PFD 5.95% 3/10/2032 20057R308 $ 1,500,000 25,000 25,000 Commercial Metals Co. COM 201723103 $ 5,127,173 168,657 168,657 Computer Associates CV 5.0% Int'l., 3/15/2007 204912AR0 $ 31,596,705 24,399,000 24,399,000 Computer Programs & Systems COM 205306103 $ 1,318,987 65,556 65,556 Comverse Technology, Inc. CV 0% 5/15/2023 205862AL9 $ 4,231,480 3,586,000 3,586,000 ConAgra Foods, Inc. COM 205887102 $ 6,597,500 250,000 250,000 Concurrent Computer Corp COM 206710204 $ 6,677,268 1,527,979 1,527,979 Consolidated Edison, Inc. COM 209115104 $ 77,418,000 1,800,000 1,800,000 Constellation Brands, Inc. CVPFD 5.75% 09/01/06 21036P306 $ 6,693,049 217,448 217,448 Constellation Energy Group, Inc. 210371100 $ 52,158,222 1,331,926 1,331,926 Continental Airlines, Inc. COM 210795308 $ 195,240 12,000 12,000 Continental Airlines, Inc. CV 4.5% 2/1/2007 210795PD6 $ 2,479,613 2,790,000 2,790,000 Cooper Cameron Corp. CV 1.75% 5/17/2021 216640AB8 $ 5,690,994 5,785,000 5,785,000 Corixa Corp. COM 21887F100 $ 8,847,042 1,464,742 1,464,742 Corning, Inc. COM 219350105 $ 106,665,461 10,226,794 10,226,594 Corning, Inc. CV 3.5% 11/1/2008 219350AK1 $ 64,942,406 52,215,000 52,215,000 Corporate Executive Board Co. COM 21988R102 $ 23,985,066 513,929 513,929 Corus Bankshares Inc COM 220873103 $ 10,546,311 334,167 334,167 Costar Group, Inc. COM 22160N109 $ 8,949,113 214,710 214,710 Costco Cos., Inc. CV 0% 08/19/17 22160QAC6 $ 63,275,115 74,332,000 74,332,000 Costco Wholesale Corp. COM 22160K105 $ 799,370 21,500 21,500 Cost Plus, Inc. COM 221485105 $ 13,643,939 332,779 332,779 Countrywide Financial Corp CV 0% 2/8/2031 222372AE4 $ 3,160,881 2,615,000 2,615,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Covance Inc. COM 222816100 $ 37,974,769 1,416,969 1,416,969 Covenant Transport, Inc. COM 22284P105 $ 439,131 23,100 23,100 Cox Communications, Inc. COM 224044107 $ 89,777,458 2,606,022 2,606,022 Craftmade Int'l., Inc. COM 22413E104 $ 614,016 23,400 23,400 Credit Suisse First Boston (INTC) CV (INTC) 1.00% 09/05/2010 2254C0BD8 $ 2,211,563 2,625,000 2,625,000 Credit Suisse First Boston (LU) CV 1.5% (LU) 02/07/2010 2254C0AV9 $ 2,295,000 2,550,000 2,550,000 Cree, Inc. COM 225447101 $ 14,270,470 806,697 806,697 Crompton Corp. COM 227116100 $ 96,658,634 13,480,981 13,480,981 CSC Holdings, Inc. PFD 11.125% 126304401 $ 15,787,500 150,000 150,000 CSC Holdings, Inc. PFD 11.75% 4/01/2008 126304609 $ 6,255,000 60,000 60,000 CSX Corp. COM 126408103 $ 268,998,280 7,484,649 7,484,649 Cullen/Frost Bankers, Inc. COM 229899109 $ 51,064,729 1,258,682 1,258,682 Cummins, Inc. COM 231021106 $ 143,034,393 2,922,648 2,922,648 Curtiss- Wright Corp COM 231561101 $ 13,172,627 292,660 292,660 Cutter & Buck, Inc. COM 232217109 $ 977,396 104,200 104,200 Cymer, Inc. COM 232572107 $ 7,999,646 173,190 173,190 Cytec Industries, Inc. COM 232820100 $ 1,823,525 47,500 47,500 Dana Corp. COM 235811106 $ 236,091,118 12,866,001 12,866,001 Danaher Corp. COM 235851102 $ 10,388,853 113,230 113,230 Danaher Corp. CV 0% 1/22/2021 235851AF9 $ 6,322,500 9,000,000 9,000,000 Datastream Systems, Inc. COM 238124101 $ 6,174,834 786,603 786,603 Dean Foods Co. COM 242370104 $ 54,254,039 1,650,564 1,650,564 Deere & Co. COM 244199105 $ 937,303,327 14,408,967 14,408,967 Dell, Inc. COM 24702R101 $ 3,602,052 106,068 106,068 Delta Air Lines, Inc. COM 247361108 $ 118,745,570 10,054,663 10,054,663 Delta & Pine Land Co. COM 247357106 $ 41,087,294 1,617,610 1,617,610 Deutsche Bank Financial (AUTO) CV 2.75% 2/8/2008 251526BE8 $ 13,681,250 13,750,000 13,750,000 Diageo plc ADR 25243Q205 $ 88,937,584 1,682,512 1,682,512 Diagnostic Products Corp. COM 252450101 $ 10,529,550 229,352 229,352 Diamond Offshore CV 1.5% 4/15/2031 25271CAE2 $ 7,327,800 7,965,000 7,965,000 Digital Insight Corp COM 25385P106 $ 11,662,064 468,356 468,356 Digital River, Inc. COM 25388B104 $ 13,291,824 601,440 601,440 Digital Theater Systems, Inc. COM 25389G102 $ 7,765,746 314,530 314,530 Digitas, Inc. COM 25388K104 $ 157,508 16,900 16,900 Dimon, Inc. COM 254394109 $ 212,625 31,500 31,500 Dionex Corp. COM 254546104 $ 33,585,672 729,806 729,806 D&K Healthcare Resources, Inc. COM 232861104 $ 185,772 13,700 13,700 Documentum, Inc. CV 4.5% 4/1/2007 256159AB0 $ 36,282,263 30,330,000 30,330,000 Dollar Tree Stores, Inc. COM 256747106 $ 12,066,715 401,421 401,421 Dominion Resources, Inc. CV 8.75% 5/16/2006 25746U406 $ 3,297,000 60,000 60,000 Dominion Resources, Inc. CV PFD 9.5% 11/16/2004 25746U208 $ 54,438,338 950,888 950,888 Donegal Group, Inc. COM 257701201 $ 651,792 29,600 29,600 Doral Financial Corp. COM 25811P100 $ 58,196,595 1,802,869 1,802,869
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Dover Corp. COM 260003108 $ 1,249,343 31,430 31,430 Dow Chemical Co. COM 260543103 $ 4,755,608 114,400 114,400 Duke Energy Corp. COM 264399106 $ 405,973 19,852 19,852 Duke Energy Corp. CV PFD 8.0% 11/18/2004 264399544 $ 46,080,000 3,200,000 3,200,000 Dupont Photomask CV 0% 7/24/2004 26613XAC5 $ 6,510,494 6,535,000 6,535,000 EastGrp Properties, Inc. COM 277276101 $ 26,910,144 831,073 831,073 Eastman Chemical Co. COM 277432100 $ 297,807,195 7,533,701 7,533,701 Eaton Corp. COM 278058102 $ 458,326,725 4,244,552 4,244,552 eBay, Inc. COM 278642103 $ 2,130,695 32,988 32,988 EchoStar Communications Corp. COM 278762109 $ 12,514,550 368,075 368,075 eCollege.com, Inc. COM 27887E100 $ 4,502,837 243,924 243,924 EDO Corp. CV 5.25% 4/15/2007 281347AD6 $ 22,043,775 19,660,000 19,660,000 EGL, Inc. COM 268484102 $ 12,690,226 722,678 722,678 E.I. du Pont de Nemours & Co. COM 263534109 $ 394,075,408 8,587,392 8,587,392 Electronic Arts, Inc. COM 285512109 $ 567,149 11,870 11,870 Electronic Clearing House COM 285562500 $ 211,316 19,300 19,300 Electronic Data Systems CV 7.625% Corp. 8/17/2004 285661203 $ 8,541,425 372,500 372,500 Electronics Boutique Hldgs Corp. 286045109 $ 7,204,490 314,744 314,744 Electronics for Imaging, Inc. COM 286082102 $ 58,275,719 2,239,651 2,239,651 Eli Lilly & Co. COM 532457108 $ 3,614,962 51,400 51,400 ElkCorp COM 287456107 $ 6,245,130 233,900 233,900 El Paso Corp. COM 28336L109 $ 540,096 65,946 65,946 El Paso Corp. CV 0% 2/28/2021 28336LAC3 $ 14,309,445 30,773,000 30,773,000 Embarcadero Technologies Inc COM 290787100 $ 10,328,742 647,570 647,570 EMC Corp. COM 268648102 $ 656,809,299 50,836,633 50,836,633 Emerson Electric Co. COM 291011104 $ 234,723,638 3,625,075 3,625,075 Emmis Communication CVPFD 6.25% 12/31/2049 291525202 $ 2,270,000 45,400 45,400 Engineered Support Systems COM 292866100 $ 18,003,739 326,984 326,984 Enpro Industries Inc COM 29355X107 $ 509,175 36,500 36,500 Entercom Communications Corp COM 293639100 $ 14,273,091 269,507 269,507 Entergy Corp. COM 29364G103 $ 885,515 15,500 15,500 Entravision Communications COM 29382R107 $ 2,406,480 216,800 216,800 Enzon Pharmaceuticals, Inc. COM 293904108 $ 4,394,400 366,200 366,200 Enzon Pharmaceuticals, CV 4.5% Inc. 7/1/2008 293904AB4 $ 13,237,500 15,000,000 15,000,000 EOG Resources, Inc. COM 26875P101 $ 211,505,878 4,581,024 4,581,024 EOP Operating LP CV 7.25% 11/15/2008 268766BR2 $ 49,478,500 46,568,000 46,568,000 Equity Secs Trust I (CVC) CV PFD 6.5 11/15/2004 29477R103 $ 581,801 23,300 23,300 Equity Secs Trust II (RMG) CV 6.25 12/14/2004 29477Q204 $ 10,040,723 389,931 389,931 Euniverse, Inc. COM 298412107 $ 57,120 35,700 35,700 Everest Re Group Ltd. COM G3223R108 $ 267,883,450 3,166,471 3,166,471 Evergreen Resources, Inc. COM 299900308 $ 12,483,840 384,000 384,000 Exponent, Inc. COM 30214U102 $ 813,200 38,000 38,000 Exult, Inc. 144A CV 2.5% 10/1/2010 302284AA2 $ 1,206,250 1,250,000 1,250,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Exult, Inc. COM 302284104 $ 12,184,036 1,711,241 1,711,241 Exxon Mobil Corp. COM 30231G102 $ 1,838,395,688 44,838,919 44,838,919 Factset Research Systems, Inc. COM 303075105 $ 9,067,615 237,310 237,310 Fairchild Semiconductor Corp. -Cl A 303726103 $ 5,115,854 204,880 204,880 Fargo Electronics COM 30744P102 $ 683,064 53,700 53,700 Federal Signal Corp. COM 313855108 $ 3,338,191 190,536 190,536 Federated Department Store, Inc. 31410H101 $ 48,019,956 1,018,883 1,018,883 Financial Federal Corp. COM 317492106 $ 372,710 12,200 12,200 Findwhat.com COM 317794105 $ 7,124,250 379,960 379,960 First American Corp. CV 4.5% 4/15/2008 318522AD1 $ 19,606,708 17,467,000 17,467,000 First Consulting Group, Inc. COM 31986R103 $ 5,143,517 913,591 913,591 First Data Corp. COM 319963104 $ 2,380,056 57,923 57,923 First Data Corp. CV 2.0% 3/1/2008 319963AD6 $ 65,645,850 60,364,000 60,364,000 Fiserv, Inc. COM 337738108 $ 12,524,828 317,004 317,004 FleetBoston Financial Corp. COM 339030108 $ 386,636,087 8,857,642 8,857,642 Flir Systems, Inc. COM 302445101 $ 8,242,905 225,833 225,833 FNMA Assoc. 313586109 $ 1,842,873 24,552 24,552 Foot Locker, Inc. COM 344849104 $ 207,553,699 8,850,904 8,850,904 Ford Motor Co. Cap Tr CV PFD 6.5% 1/30/2032 345395206 $ 18,195,483 325,792 325,792 Forest Laboratories, Inc. COM 345838106 $ 568,560 9,200 9,200 Forrester Research, Inc. COM 346563109 $ 6,425,158 359,550 359,550 Fortune Brands, Inc. COM 349631101 $ 1,236,777 17,300 17,300 Fossil, Inc. COM 349882100 $ 18,374,168 655,986 655,986 FPL Group, Inc. COM 302571104 $ 118,521,479 1,811,701 1,811,701 FPL Group, Inc. CVPFD 8.0% 2/16/2006 302571401 $ 46,592,952 824,800 824,800 Franklin Bank Corp COM 352451108 $ 475,000 25,000 25,000 Franklin Resources COM 354613101 $ 11,672,529 224,213 224,213 Fred's, Inc. COM 356108100 $ 10,342,983 333,860 333,860 Frontier Airlines, Inc. COM 359065109 $ 472,006 33,100 33,100 Gallagher (Arthur J.) & Co. COM 363576109 $ 100,350,693 3,088,664 3,088,664 GameStop Corp. COM 36466R101 $ 9,881,123 641,215 641,215 Gannett Co., Inc. COM 364730101 $ 76,058,295 853,054 853,054 GATX Financial Corp. CV 7.5% 2/1/2007 361448AC7 $ 26,278,165 22,436,000 22,436,000 Genentech, Inc. COM 368710406 $ 851,487 9,100 9,100 General Electric Co. COM 369604103 $ 5,650,504 182,392 182,392 General Growth Properties, Inc. 370021107 $ 1,407,924 50,736 50,736 General Mills, Inc. COM 370334104 $ 321,466,852 7,096,399 7,096,399 General Mills, Inc. CV 0% 10/28/2022 370334AU8 $ 7,755,000 11,000,000 11,000,000 Genesee & Wyoming, Inc. Class A 371559105 $ 11,972,583 380,082 380,082 Genuine Parts Co. COM 372460105 $ 240,359,455 7,239,743 7,239,743 Genzyme Corp. COM 372917104 $ 13,371,091 270,999 270,999 Georgia-Pacific Corp. COM 373298108 $ 289,930,288 9,453,221 9,453,221 Getty Images, Inc. COM 374276103 $ 1,152,990 23,000 23,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Gevity HR, Inc. COM 374393106 $ 9,498,482 427,090 427,090 Gilead Sciences, Inc. COM 375558103 $ 13,476,968 231,802 231,802 Gilead Sciences, Inc. CV 2% 12/15/2007 375558AD5 $ 21,677,510 15,823,000 15,823,000 Gillette Co. COM 375766102 $ 252,568,882 6,876,365 6,876,365 G & K Services, Inc. COM 361268105 $ 7,445,660 202,603 202,603 GlobalSantaFe Corp. COM G3930E101 $ 204,115,996 8,220,540 8,220,540 Graftech International Ltd COM 384313102 $ 71,034,665 5,261,827 5,261,827 Granite Construction, Inc. COM 387328107 $ 13,101,007 557,727 557,727 Grant Prideco, Inc. COM 38821G101 $ 31,020,749 2,382,546 2,382,546 Greater Bay Bancorp COM 391648102 $ 10,742,656 377,200 377,200 Greater Bay Bancorp CV 0% 4/24/2022 391648AJ1 $ 3,003,750 4,500,000 4,500,000 Grey Wolf, Inc. COM 397888108 $ 38,021,121 10,166,075 10,166,075 Group 1 Automotive, Inc. COM 398905109 $ 12,568,678 347,297 347,297 Guess, Inc. COM 401617105 $ 9,740,937 807,037 807,037 Haemonetics Corp/Mass COM 405024100 $ 27,062,640 1,132,802 1,132,802 Halliburton Co. COM 406216101 $ 249,345,264 9,590,202 9,590,202 Hanmi Financial Corp. COM 410495105 $ 4,312,015 218,109 218,109 Harley-Davidson, Inc. COM 412822108 $ 399,252 8,400 8,400 Harman International Industries, Inc. 413086109 $ 1,239,757 16,758 16,758 Harris Corp. CV 3.5% 8/15/2022 413875AH8 $ 279,375 250,000 250,000 Hartford Financial Group Inc. COM 416515104 $ 110,894,703 1,878,616 1,878,616 Hartford Financial Group Inc. CV PFD 7.0% 8/16/2006 416515500 $ 72,792,000 1,200,000 1,200,000 Harvard Bioscience, Inc. COM 416906105 $ 2,030,446 228,140 228,140 Hasbro, Inc. COM 418056107 $ 34,817,442 1,636,158 1,636,158 Haverty Furniture Cos., Inc. COM 419596101 $ 274,068 13,800 13,800 HCA, Inc. COM 404119109 $ 390,807 9,097 9,097 HCC Insurance Hldgs., Inc. COM 404132102 $ 7,876,860 247,700 247,700 Headwaters, Inc. COM 42210P102 $ 565,056 28,800 28,800 Health Care Properties COM 421915109 $ 32,044,640 630,800 630,800 Healthcare Realty Trust, Inc. COM 421946104 $ 141,871,158 3,968,424 3,968,424 Healthcare Service Group, Inc. COM 421906108 $ 12,724,861 659,661 659,661 HealthExtras, Inc. COM 422211102 $ 1,285,489 95,932 95,932 Health Net, Inc. COM 42222G108 $ 181,517,635 5,550,998 5,550,998 Heartland Express, Inc. COM 422347104 $ 6,604,233 273,015 273,015 Heidrick & Struggles Intl. COM 422819102 $ 8,966,318 411,299 411,299 Heinz (H.J.) Co. COM 423074103 $ 26,569,091 729,319 729,319 Helix Technology Corp. COM 423319102 $ 6,606,180 321,000 321,000 Helmerich & Payne, Inc. COM 423452101 $ 26,438,315 946,592 946,592 Hershey Foods Corp. COM 427866108 $ 203,100 2,638 2,638 Hewlett-Packard Co. COM 428236103 $ 367,520 16,000 16,000 Hewlett-Packard Co. CV 0% 10/14/17 428236AC7 $ 5,157,749 9,149,000 9,149,000 Hexcel Corp. COM 428291108 $ 1,205,607 162,700 162,700 Hibbett Sporting Goods, Inc. COM 428565105 $ 10,657,493 357,634 357,634
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Hilb, Rogal & Hamilton Co. COM 431294107 $ 10,438,785 325,500 325,500 Hilton Hotels Corp. CV 3.375% 4/15/2023 432848AZ2 $ 18,364,143 16,906,000 16,906,000 Hon Industries, Inc. COM 438092108 $ 623,808 14,400 14,400 Host Marriott Corp. COM 44107P104 $ 178,556,360 14,493,211 14,493,211 Hubbell, Inc. COM 443510201 $ 243,004,318 5,510,302 5,510,302 Hughes Supply, Inc. COM 444482103 $ 26,218,712 528,390 528,390 Human Genome Sciences, Inc. CV 3.75% 3/15/2007 444903AH1 $ 896,038 970,000 970,000 Hutchinson Tech, Inc. COM 448407106 $ 9,650,208 313,930 313,930 Hutchison Whampoa Int'l REGS CV 2.0% 1/12/2004 7016992 $ 8,149,984 8,150,000 8,150,000 Icici Bank Ltd. Spon ADR 45104G104 $ 2,544,358 148,100 148,100 Icon Plc. Sponsored ADR 45103T107 $ 233,870 5,364 5,364 ICOS Corp. COM 449295104 $ 4,666,085 113,035 113,035 ICU Medical, Inc. COM 44930G107 $ 30,014,608 875,572 875,572 IDEX Corp. COM 45167R104 $ 16,721,176 402,048 402,048 II-VI, Inc. COM 902104108 $ 7,657,053 296,785 296,785 ILEX Oncology, Inc. COM 451923106 $ 14,769,579 695,039 695,039 Illinois Tool Works, Inc. COM 452308109 $ 425,903,826 5,075,722 5,075,722 IMC Global, Inc. COM 449669100 $ 147,624,747 14,866,541 14,866,541 Immucor, Inc. COM 452526106 $ 1,363,072 66,850 66,850 Inco Ltd CV 1% 3/14/2023 453258AT2 $ 7,665,625 5,500,000 5,500,000 Informatica Corp. COM 45666Q102 $ 20,726,051 2,012,238 2,012,238 Infosys Technologies Sp ADR 456788108 $ 813,450 8,500 8,500 Ingersoll- Rand Co. COM G4776G101 $ 14,427,826 212,549 212,549 Ingram Micro, Inc. COM 457153104 $ 9,782,189 615,232 615,232 Integrated Circuit Systems, Inc. 45811K208 $ 15,573,546 546,632 546,632 Integrated Device Technology, Inc. 458118106 $ 1,680,943 97,900 97,900 Intel Corp. COM 458140100 $ 5,990,144 186,029 186,029 InterActiveCorp. COM 45840Q101 $ 13,663,916 402,709 402,709 Intergra Lifesciences Holdings COM 457985208 $ 10,720,217 374,440 374,440 Interland Inc COM 458727203 $ 1,635,112 250,400 250,400 Intermagnetics General Corp. COM 458771102 $ 38,910,367 1,755,883 1,755,883 International Business Machines Corp. 459200101 $ 3,879,399 41,858 41,858 International Game Technology CV 0% 1/29/2033 459902AL6 $ 6,410,000 8,000,000 8,000,000 International Paper Co. COM 460146103 $ 705,172,336 16,357,512 16,357,512 International Steel Group COM 460377104 $ 1,558,000 40,000 40,000 Interpublic Group of Cos., CV 1.87 % 6/1/2006 460690AJ9 $ 27,680,310 29,844,000 29,844,000 Interpublic Group of Cos., CV PFD 5.625% 12/15/2006 460690308 $ 9,290,700 162,000 162,000 Interpublic Group of Cos., Inc. 460690100 $ 126,219,538 8,090,996 8,090,996 Intuit, Inc. COM 461202103 $ 10,688,296 202,009 202,009 Investment Technology Group COM 46145F105 $ 13,468,777 833,980 833,980 Invitrogen Corp. COM 46185R100 $ 3,920,000 56,000 56,000 Iron Mountain, Inc. COM 462846106 $ 12,990,748 328,547 328,547 Ishares MSCI Japan Index Fund COM 464286848 $ 39,426,636 4,089,900 4,089,900
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- IShares Russell 2000 Value COM 464287655 $ 3,146,720 28,400 28,400 IShares Russell 2000 Value ISHARES TR RSSLL 1000 VALU 464287598 $ 9,292,446 159,199 159,199 IShares Russell 2000 Value ISHARES TR RUSSELL IJJ S&P MIDCAP 400/ 464287705 $ 926,724 8,395 8,395 ITT Educational Services, Inc. COM 45068B109 $ 14,382,120 306,198 306,198 ITT Industries, Inc. COM 450911102 $ 8,885,163 119,730 119,730 Jabil Circuit, Inc. COM 466313103 $ 11,452,840 404,694 404,694 Jack Henry & Associates, Inc. COM 426281101 $ 7,748,164 376,490 376,490 Jacobs Engineering Group, Inc. COM 469814107 $ 10,739,405 223,691 223,691 J.C. Penney Co., Inc. COM 708160106 $ 215,220,480 8,189,516 8,189,516 Jefferson Bancshares Inc. TN 472375104 $ 439,901 31,900 31,900 J & J Snack Foods Corp. COM 466032109 $ 5,154,164 136,498 136,498 JLG Industries, Inc. COM 466210101 $ 24,807,477 1,628,856 1,628,856 Johnson & Johnson COM 478160104 $ 3,561,208 68,936 68,936 Journal Register Co. COM 481138105 $ 35,336,515 1,707,078 1,707,078 J.P. Morgan Chase & Co. COM 46625H100 $ 228,418,286 6,218,848 6,218,848 Juniper Networks, Inc. COM 48203R104 $ 401,620 21,500 21,500 Kellogg Co. COM 487836108 $ 227,565,814 5,975,993 5,975,993 Kelly Services, Inc. Cl. A 488152208 $ 6,093,005 213,490 213,490 Kenneth Cole Prod, Inc. COM 193294105 $ 9,209,609 313,252 313,252 Kensey Nash Corp. COM 490057106 $ 4,022,483 173,010 173,010 Kerr-McGee Corp. COM 492386107 $ 2,030,172 43,669 43,669 Kerr-McGee Corp. CV 5.25% 02/15/2010 492386AP2 $ 31,418,406 29,675,000 29,675,000 Kerr-McGee Corp. CVPFD. 5.5% 492386305 $ 37,915,417 759,828 759,828 Key Energy Services, Inc. COM 492914106 $ 6,777,794 657,400 657,400 Keynote Systems Inc COM 493308100 $ 1,132,297 95,151 95,151 Keystone Automotive Industries , Inc. 49338N109 $ 14,130,871 557,211 557,211 Kimberly Clark Corp. COM 494368103 $ 60,663,980 1,026,637 1,026,637 King Pharmaceuticals, Inc. COM 495582108 $ 58,931,022 3,861,797 3,861,797 Kirby Corp. COM 497266106 $ 35,835,224 1,027,386 1,027,386 KLA-Tencor Corp. COM 482480100 $ 557,365 9,500 9,500 KNBT Bancorp, Inc COM 482921103 $ 12,217,239 694,951 694,951 Kohl's Corp. COM 500255104 $ 496,902 11,057 11,057 Korn/ Ferry International COM 500643200 $ 4,752,642 356,270 356,270 Kos Pharmaceuticals, Inc. COM 500648100 $ 13,473,715 313,051 313,051 Kraft Foods, Inc. Class A 50075N104 $ 478,349,969 14,846,368 14,846,368 Kroll, Inc. COM 501049100 $ 8,525,504 327,904 327,904 Kronos, Inc. COM 501052104 $ 25,508,563 643,993 643,993 KVH Industries, Inc. COM 482738101 $ 9,006,644 327,872 327,872 KV Pharm Co., Class A COM 482740206 $ 13,850,580 543,160 543,160 L-3 Comm Hldgs. Corp. CV 4.0% 9/15/2011 502424AD6 $ 36,115,913 32,870,000 32,870,000 Lamar Advertising Co. COM 512815101 $ 8,520,156 228,300 228,300 Lamar Advertising Co. CV 2.875% 12/31/2010 512815AG6 $ 44,763,800 43,460,000 43,460,000 Lam Research Corp CV 4% 6/1/2006 512807AE8 $ 6,865,980 6,666,000 6,666,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- La Quinta Corp. COM 50419U202 $ 5,244,026 818,101 818,101 Lasalle Hotel Properties COM 517942108 $ 1,790,075 96,500 96,500 Leapfrog Enterprises Inc COM 52186N106 $ 660,597 24,900 24,900 Leggett & Platt, Inc. COM 524660107 $ 130,343,937 6,026,072 6,026,072 Lehman Brothers Holdings (BSK) CV .25% (BSK) 05/27/2008 524908FR6 $ 31,560,000 31,560,000 31,560,000 Lehman Brothers Holdings, Inc. COM 524908100 $ 907,335 11,750 11,750 Lehman Brothers Holdings (RDG) CV 0.25% (RDG) 6/24/2008 52517PUS8 $ 35,208,750 34,350,000 34,350,000 Lehman Brothers Holdings (WFT) CVPFD 6% (WFT) 1/8/2005 524908746 $ 10,443,219 273,741 273,741 Lennar Corp. Class A 526057104 $ 648,000 6,750 6,750 Level 3 Communications, CV 2.875% Inc. 7/15/2010 52729NBA7 $ 628,500 600,000 600,000 Level 3 Communications, CV 6.0% Inc. 9/15/2009 52729NAG5 $ 1,970,775 2,766,000 2,766,000 Lexar Media Inc COM 52886P104 $ 16,509,661 947,198 947,198 Libbey, Inc. COM 529898108 $ 1,937,751 68,039 68,039 Liberty Media Corp. LIBERTY MEDIA CORP 0.750% 03/30/23 530718AF2 $ 14,160 12,000 12,000 Liberty Media (VIA) (VIA) CV 3.25% 3/15/2031 530715AR2 $ 74,708,095 71,491,000 71,491,000 Lifepoint Hospitals Holdings COM 53219L109 $ 945,345 32,100 32,100 Lifepoint Hospitals Holdings CV 4.5% 6/1/2009 53219LAE9 $ 36,779,025 36,460,000 36,460,000 Ligand Pharm, Inc. COM 53220K207 $ 11,592,966 789,174 789,174 Limited Brands, Inc. COM 532716107 $ 350,241,793 19,425,502 19,425,502 Lincare Holdings Inc CV 3% 6/15/2033 532791AB6 $ 8,510,625 8,500,000 8,500,000 Linear Technology Corp. COM 535678106 $ 374,423 8,900 8,900 Linens 'N Things COM 535679104 $ 32,409,786 1,077,453 1,077,453 Lin TV Corp Cl A 532774106 $ 650,412 25,200 25,200 LJ International, Inc. COM G55312105 $ 109,077 30,900 30,900 Lockheed Martin Corp. COM 539830109 $ 1,656,262 32,223 32,223 Loews Corp. CV 3.125% 09/15/07 540424AL2 $ 10,440,938 10,750,000 10,750,000 LoJack Corp. COM 539451104 $ 3,658,458 453,903 453,903 Lone Star Steakhouse & Saloon COM 542307103 $ 5,711,622 246,403 246,403 Lord Abbett Affiliated Lord Abbett Fund, Inc. Affiliated Fund, Inc. 544001506 $ 323,498,216 23,909,698 23,909,698 Lord Abbett Bond Debenture Lord Abbett Fund Bond Debenture Fund 544004401 $ 168,544,108 20,963,197 20,963,197 Lord Abbett Developing Lord Abbett Growth Fund, Inc. Developing Growth Fund, Inc. 544006505 $ 40,305,278 2,598,664 2,598,664 Lord Abbett High Yield Lord Abbett Fund High Yield Fund 54400N409 $ 703,471 85,894 85,894 Lord Abbett International Lord Abbett Series International Series 543915813 $ 56,312,396 6,355,801 6,355,801 Lord Abbett Investment Lord Abbett Trust - Total Return Fund Investment Trust - Total Return Fund 54400U106 $ 41,634,049 3,938,888 3,938,888 Lord Abbett Research Fund, Lord Abbett Inc. Small-Cap Value Research Fund, Series Inc. Small-Cap Value Se 543913800 $ 43,623,318 1,700,051 1,700,051 Lowe's Cos., Inc. COM 548661107 $ 1,301,665 23,500 23,500 LSI Logic Corp. CV 4.0% 11/1/2006 502161AG7 $ 4,912,500 5,000,000 5,000,000 LSI Logic Corp. CV 4% 5/15/2010 502161AJ1 $ 42,584,938 38,150,000 38,150,000 Lufkin Industries, Inc. COM 549764108 $ 529,736 18,400 18,400 Macromedia, Inc. COM 556100105 $ 10,739,912 602,013 602,013 Macrovision Corp. COM 555904101 $ 26,529,086 1,174,373 1,174,373 Magma Design Automation, Inc. COM 559181102 $ 11,689,489 500,835 500,835 Manhattan Associates, Inc. COM 562750109 $ 11,018,741 398,652 398,652
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Manor Care, Inc. COM 564055101 $ 32,170,047 930,577 930,577 Manpower, Inc. CV 0% 8/17/2021 56418HAC4 $ 32,626,734 46,693,000 46,693,000 ManTech Int'l Corp. COM 564563104 $ 8,139,214 326,221 326,221 Manugistics Group, Inc. CV 5% 11/1/2007 565011AB9 $ 28,715,602 31,002,000 31,002,000 Marinemax, Inc. COM 567908108 $ 6,336,123 326,100 326,100 Markel Corp. COM 570535104 $ 23,994,975 94,651 94,651 Marsh & McLennan Cos., Inc. COM 571748102 $ 641,151 13,388 13,388 Massey Energy Co COM 576206106 $ 1,100,320 52,900 52,900 Matthews Int'l Corp. COM 577128101 $ 8,192,287 276,860 276,860 Maverick Tube Corp. COM 577914104 $ 9,919,313 515,289 515,289 Maximus COM 577933104 $ 10,619,099 271,380 271,380 Max Re Capital Ltd. COM G6052F103 $ 1,252,152 55,800 55,800 Maxtor Corp. CV 6.8% 4/30/2010 577729AC0 $ 15,126,063 10,550,000 10,550,000 May Department Stores Co. COM 577778103 $ 50,063,540 1,722,172 1,722,172 MBNA Corp. COM 55262L100 $ 11,311,795 455,203 455,203 McDonald's Corp. COM 580135101 $ 6,211,746 250,171 250,171 McGrath Rent Corp. COM 580589109 $ 765,725 28,100 28,100 MeadWestvaco Corp. COM 583334107 $ 202,213,844 6,797,104 6,797,104 Measurement Specialties Inc COM 583421102 $ 212,472 10,400 10,400 Mediacom Communications CV 5.25% Corp. 7/1/2006 58446KAA3 $ 10,697,500 11,000,000 11,000,000 Medical Staffing Network Hol COM 58463F104 $ 1,695,060 154,800 154,800 Medicines Co. COM 584688105 $ 8,873,352 301,200 301,200 Medicis Pharm Corp. COM 584690309 $ 11,704,608 164,160 164,160 Medtronic, Inc. COM 585055106 $ 1,616,283 33,250 33,250 Medtronic, Inc. CV 1.25% 9/15/2021 585055AB2 $ 23,460,644 22,805,000 22,805,000 Mellon Financial Corp. COM 58551A108 $ 572,856,598 17,840,442 17,840,442 Mentor Graphics Corp. COM 587200106 $ 3,635,000 250,000 250,000 Mentor Graphics Corp. CV 6.875% 6/15/2007 587200AB2 $ 51,568,256 48,251,000 48,251,000 Merck & Co., Inc. COM 589331107 $ 374,230,387 8,100,225 8,100,225 Mercury Computer Systems, Inc. COM 589378108 $ 20,784,777 834,730 834,730 Mercury Interactive Corp. COM 589405109 $ 1,118,720 23,000 23,000 Mercury Interactive Corp. CV 4.75% 07/01/2007 589405AB5 $ 23,422,834 23,511,000 23,511,000 Meristar Hospitality Corp COM 58984Y103 $ 1,598,856 245,600 245,600 Merit Medical Systems, Inc. COM 589889104 $ 2,277,710 102,323 102,323 Merrill Lynch & Co., Inc. COM 590188108 $ 359,174,692 6,124,036 6,124,036 MERRILL LYNCH INTL EQUITY MERRILL LYNCH FDCL C INTL EQUITY FDCL C 59019A300 $ 112,753 13,784 13,784 MetLife, Inc. COM 59156R108 $ 15,371,500 456,534 456,534 MGE Energy COM 55277P104 $ 617,596 19,600 19,600 Michaels Stores, Inc. COM 594087108 $ 6,764,324 153,039 153,039 Micron Technology, Inc. CV 2.5% 2/1/2010 595112AG8 $ 29,835,563 22,475,000 22,475,000 Microsemi Corp. COM 595137100 $ 13,974,713 568,540 568,540 Microsoft Corp. COM 594918104 $ 12,044,771 437,356 437,356 MICROS Systems, Inc. COM 594901100 $ 40,230,622 927,828 927,828
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- MicroStrategy, Inc. COM 594972408 $ 11,415,502 217,521 217,521 Mikohn Gaming Corp COM 59862K108 $ 94,500 21,000 21,000 Minerals Technologies, Inc. COM 603158106 $ 23,529,953 397,130 397,130 MISC SECURITY MISC SECURITY 454990805 $ 0 85,000 85,000 MKS Instruments, Inc. COM 55306N104 $ 10,412,102 359,038 359,038 Mobile Mini, Inc. COM 60740F105 $ 487,084 24,700 24,700 Modem Media Poppe Tyson Inc COM 607533106 $ 138,073 16,900 16,900 Modtech Holdings, Inc. COM 60783C100 $ 5,531,106 657,682 657,682 Moldflow Corp COM 608507109 $ 315,530 27,800 27,800 Molecular Devices Corp. COM 60851C107 $ 29,985,229 1,579,001 1,579,001 Molex, Inc. COM 608554101 $ 10,991,746 315,040 315,040 Molina Healthcare, Inc. COM 60855R100 $ 10,925,599 433,040 433,040 Monro Muffler Brake, Inc. COM 610236101 $ 1,029,515 51,450 51,450 Monsanto Co. COM 61166W101 $ 460,287,852 15,993,324 15,993,324 Moog, Inc. Class A COM 615394202 $ 26,893,953 544,412 544,412 Morgan Stanley COM 617446448 $ 3,408,485 58,899 58,899 Mothers Work, Inc. COM 619903107 $ 522,160 21,400 21,400 Motorola, Inc. COM 620076109 $ 701,292,369 49,843,097 49,843,097 Motorola, Inc. CV PFD 7.0% 11/16/2004 620076208 $ 38,392,120 884,000 884,000 MSC Industrial Direct Co., Inc. 553530106 $ 10,770,375 391,650 391,650 Mueller Industries, Inc. COM 624756102 $ 36,074,908 1,049,910 1,049,910 Mykrolis Corp. COM 62852P103 $ 7,845,432 487,900 487,900 Mylan Laboratories, Inc. COM 628530107 $ 134,295,334 5,316,522 5,316,522 Nara Bancorp Inc COM 63080P105 $ 5,292,651 193,870 193,870 National City Corp. COM 635405103 $ 1,391,540 41,000 41,000 National Financial Partners COM 63607P208 $ 8,439,943 306,350 306,350 National Fuel Gas Co. COM 636180101 $ 7,332,000 300,000 300,000 National Processing, Inc. COM 637229105 $ 998,520 42,400 42,400 Nationwide Health Properties COM 638620104 $ 27,432,795 1,403,212 1,403,212 Navigant Consulting Co. COM 63935N107 $ 10,111,600 536,140 536,140 Navistar Int'l. Corp. CV 2.5% 12/15/2007 63934EAG3 $ 3,867,150 2,540,000 2,540,000 NBTY, Inc. COM 628782104 $ 6,848,843 254,983 254,983 NCI Building Systems, Inc. COM 628852105 $ 15,029,874 628,865 628,865 NDC Health Corp. COM 639480102 $ 1,210,929 47,265 47,265 Nestle Hldgs., Inc. CV 3.0% 5/09/2005 5948213 $ 60,375,200 52,160,000 52,160,000 Netflix, Inc. COM 64110L106 $ 20,163,711 368,691 368,691 NetIQ Corp COM 64115P102 $ 625,400 47,200 47,200 Newell Rubbermaid, Inc. COM 651229106 $ 266,628,332 11,709,633 11,709,633 Newmont Mining Corp. COM 651639106 $ 506,909,629 10,428,094 10,428,094 New York Community Bancorp, Inc. 649445103 $ 18,289,532 480,671 480,671 Nextel Communications, Inc. COM 65332V103 $ 1,943,997 69,280 69,280 Nextel Communications, CV 5.25% Inc. 1/15/2010 65332VAY9 $ 21,063,000 20,650,000 20,650,000 Nextel Partners, Inc. Cl . A 65333F107 $ 13,492,973 1,003,195 1,003,195
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- NIC INC COM 62914B100 $ 9,394,963 1,169,983 1,169,983 NIKE, Inc. Class B 654106103 $ 441,971,395 6,455,907 6,455,907 NiSource, Inc. COM 65473P105 $ 127,467,473 5,809,821 5,809,821 NN, Inc. COM 629337106 $ 377,700 30,000 30,000 Norfolk Southern Corp COM 655844108 $ 257,951 10,907 10,907 Nortel Networks Corp. COM 656568102 $ 253,801 60,000 60,000 Nortel Networks Corp. CV 4.25% 9/1/2008 656568AB8 $ 17,057,815 17,932,000 17,932,000 Northeast Utilities COM 664397106 $ 178,633,100 8,856,376 8,856,376 North Fork Bancorp, Inc. COM 659424105 $ 960,353 23,730 23,730 Northrop Grumman Corp. CV PFD 7.25% 11/16/2004 666807409 $ 11,707,937 112,902 112,902 Novartis Ag ADR 66987V109 $ 375,016,682 8,172,079 8,172,079 Noven Pharm, Inc. COM 670009109 $ 20,761,741 1,365,006 1,365,006 NPS Pharmaceuticals, Inc. COM 62936P103 $ 1,344,260 43,730 43,730 NuCo2, Inc. COM 629428103 $ 927,444 73,200 73,200 O2Micro International Ltd COM G6797E106 $ 12,464,547 556,453 556,453 Odyssey Healthcare, Inc. COM 67611V101 $ 9,486,092 324,200 324,200 Odyssey Re Holdings Corp. COM 67612W108 $ 53,527,747 2,373,736 2,373,736 Office Depot, Inc. COM 676220106 $ 208,924,813 12,502,981 12,502,981 Offshore Logistics, Inc. COM 676255102 $ 9,294,429 379,055 379,055 Ohio Casualty Corp. COM 677240103 $ 9,193,856 529,600 529,600 Olin Corp COM 680665205 $ 2,525,554 125,900 125,900 OM Group, Inc. COM 670872100 $ 44,838,878 1,712,061 1,712,061 Omnicare Inc CVPFD 4% 6/15/2033 68214L201 $ 28,400,753 445,502 445,502 Omnicare, Inc. COM 681904108 $ 12,095,391 299,465 299,465 Omnicom Group COM 681919106 $ 349,320 4,000 4,000 Oneok, Inc. CV 8.5% 2/16/2006 682680202 $ 12,911,830 419,624 419,624 Online Resources Corp. COM 68273G101 $ 89,222 13,500 13,500 Opinion Research Corp. COM 683755102 $ 74,763 11,700 11,700 Option Care Inc. COM 683948103 $ 5,099,956 477,524 477,524 Oracle Corp. COM 68389X105 $ 1,634,807 123,849 123,849 Orbital Sciences Corp. COM 685564106 $ 30,829,605 2,564,859 2,564,859 Orbitz Inc COM 68556Y100 $ 580,000 25,000 25,000 Orthologic Corp. COM 68750J107 $ 2,344,057 382,391 382,391 Overstock.com Inc. COM 690370101 $ 7,640,400 384,713 384,713 Owens Illinois Inc. CVPFD 4.75% 690768502 $ 21,642,011 679,498 679,498 Paccar, Inc. COM 693718108 $ 10,393,152 122,100 122,100 Packeteer Inc. COM 695210104 $ 11,240,811 662,003 662,003 Pactiv Corp. COM 695257105 $ 262,462,056 10,981,676 10,981,676 Palomar Medical Technologies COM 697529303 $ 125,188 11,900 11,900 P.A.M. Transportation Svcs COM 693149106 $ 12,605,006 590,952 590,952 Parexel Int'l Corp. COM 699462107 $ 13,126,893 807,312 807,312 Park Electrochemical Corp COM 700416209 $ 1,348,341 50,900 50,900 Parker Drilling Co. CV 5.5% 08/01/04 701081AD3 $ 21,520,400 21,440,000 21,440,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Parker - Hannifin Corp. COM 701094104 $ 108,581,849 1,824,905 1,824,905 Park Place Entertainment Corp. COM 700690100 $ 144,659,245 13,357,271 13,357,271 Partner Re Ltd. COM G6852T105 $ 213,176,493 3,672,291 3,672,291 Patina Oil & Gas Corp. COM 703224105 $ 39,399,571 804,237 804,237 Patterson-UTI Energy, Inc. COM 703481101 $ 12,294,797 373,475 373,475 Paychex, Inc. COM 704326107 $ 249,240 6,700 6,700 Payless ShoeSource, Inc. COM 704379106 $ 92,635,808 6,913,120 6,913,120 Penford Corp COM 707051108 $ 2,925,863 213,100 213,100 PepsiCo, Inc. COM 713448108 $ 587,836,682 12,609,109 12,609,109 Perry Ellis Int'l, Inc. COM 288853104 $ 14,321,486 555,527 555,527 Petco Animal Supplies, Inc.COM 716016209 $ 9,983,885 327,878 327,878 P.F. Chang's China Bistro, Inc. 69333Y108 $ 17,489,084 343,732 343,732 Pfizer, Inc. COM 717081103 $ 11,297,103 319,760 319,760 Pharm Product Development, Inc. 717124101 $ 32,033,105 1,187,731 1,187,731 Phelps Dodge Corp. COM 717265102 $ 1,445,710 19,000 19,000 Phelps Dodge Corp. CVPFD 6.75% 8/15/2002 717265508 $ 58,051,166 343,092 343,092 Philadelphia Con Holding Corp. COM 717528103 $ 12,218,829 250,232 250,232 Philadelphia Suburban Corp. COM 718009608 $ 57,589,970 2,605,881 2,605,881 Phillips-Van Heusen Corp. COM 718592108 $ 557,036 31,400 31,400 Pier 1 Imports, Inc. COM 720279108 $ 60,502,272 2,767,716 2,767,716 Pioneer Drilling Co. COM 723655106 $ 523,315 107,900 107,900 Pitney Bowes, Inc. COM 724479100 $ 847,333 20,860 20,860 Placer Dome Inc COM 725906101 $ 4,477,500 250,000 250,000 Plum Creek Timber Co., Inc. COM 729251108 $ 3,048,045 100,100 100,100 PMI Group, Inc. COM 69344M101 $ 79,178,046 2,126,727 2,126,727 PMI Group, Inc. CV 2.5% 7/15/2021 69344MAE1 $ 22,958,764 20,943,000 20,943,000 PMI Group, Inc. CV PFD 5.875% 11/15/2006 69344M200 $ 4,890,600 190,000 190,000 PNC Fianancial Services Group COM 693475105 $ 366,363 6,694 6,694 Pope & Talbot Inc. COM 732827100 $ 762,513 43,300 43,300 Potash Corp. of Saskatchewan, COM 73755L107 $ 412,100,848 4,765,273 4,765,273 Powell Industries, Inc. COM 739128106 $ 1,014,950 53,000 53,000 Power Intergrations, Inc. COM 739276103 $ 13,158,446 393,259 393,259 Powerwave Technologies Inc. COM 739363109 $ 503,370 65,800 65,800 Praecis Pharmaceuticals Inc COM 739421105 $ 1,964,200 305,000 305,000 Praxair, Inc. COM 74005P104 $ 423,154,931 11,077,354 11,077,354 Prentiss Properties Trust COM 740706106 $ 16,206,370 491,251 491,251 Pride Int'l., Inc. COM 74153Q102 $ 214,923,413 11,530,226 11,530,226 Priority Healthcare Corp. COM 74264T102 $ 15,726,398 652,277 652,277 Progress Energy, Inc. COM 743263105 $ 330,593,546 7,304,321 7,304,321 Provident Financial Services COM 74386T105 $ 899,640 47,600 47,600 Providian Financial Corp. COM 74406A102 $ 10,532,873 904,886 904,886 Province Healthcare Co. COM 743977100 $ 16,478,608 1,029,913 1,029,913 Prudential Financial, Inc. CV PFD 6.75% 11/15/2004 744320201 $ 69,210,479 1,063,141 1,063,141
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- PSS World Medical, Inc. COM 69366A100 $ 3,047,429 252,689 252,689 Psychiatric Solutions, Inc. COM 74439H108 $ 223,630 10,700 10,700 Public Service Enterprise CV 10.25% 11/16/2005 744573304 $ 26,986,390 435,124 435,124 Public Service Enterprise Group, Inc. 744573106 $ 77,913,017 1,778,836 1,778,836 Puget Energy, Inc. COM 745310102 $ 39,061,241 1,643,300 1,643,300 Pulte Homes, Inc. COM 745867101 $ 8,932,565 95,413 95,413 QLT, Inc. COM 746927102 $ 13,165,933 698,458 698,458 Quaker Chemical Corp. COM 747316107 $ 13,881,842 451,442 451,442 Quaker Fabric Corp. COM 747399103 $ 521,550 54,900 54,900 QUALCOMM, Inc. COM 747525103 $ 1,053,415 19,533 19,533 Quanex Corp. COM 747620102 $ 72,474,686 1,572,119 1,572,119 Quanta Capital Holdings COM 74763S100 $ 6,727,500 585,000 585,000 Quanta Services Inc COM 74762E102 $ 3,486,480 477,600 477,600 Quest Diagnostics, Inc. CV 1.75% 11/30/2021 74834LAF7 $ 6,187,500 6,000,000 6,000,000 Quest Software, Inc. COM 74834T103 $ 14,077,411 991,367 991,367 Quipp, Inc. COM 748802105 $ 405,915 35,300 35,300 Qwest Communications Int'l., Inc. 749121109 $ 79,320,005 18,361,112 18,361,112 Radian Group, Inc. COM 750236101 $ 7,302,945 149,804 149,804 Radio One Inc. Cl A 75040P108 $ 1,483,845 75,900 75,900 Radio One Inc. COM 75040P405 $ 692,870 35,900 35,900 Rare Hospitality Intl Inc COM 753820109 $ 1,323,426 54,150 54,150 Raytheon Co. PFDCV 8.25% 5/15/2004 755111606 $ 20,734,960 382,000 382,000 Regent Communications, Inc. COM 758865109 $ 6,732,207 1,060,190 1,060,190 Renal Care Group, Inc. COM 759930100 $ 13,256,800 321,767 321,767 Resources Connection, Inc. COM 76122Q105 $ 9,403,379 344,320 344,320 Retek, Inc. COM 76128Q109 $ 10,822,336 1,166,200 1,166,200 Reynolds & Reynolds COM 761695105 $ 23,228,351 799,599 799,599 RF Micro Devices, Inc. CV 1.5% 7/1/2010 749941AE0 $ 30,812,838 20,305,000 20,305,000 Rita Medical Systems, Inc. COM 76774E103 $ 102,350 23,000 23,000 @ Road, Inc. COM 04648K105 $ 7,583,660 570,200 570,200 Robbins & Myers, Inc. COM 770196103 $ 214,587 11,300 11,300 Robert Half Int'l., Inc. COM 770323103 $ 6,502,034 278,579 278,579 Rock of Ages Corp. COM 772632105 $ 346,200 60,000 60,000 Rogers Corp. COM 775133101 $ 58,942,379 1,335,956 1,335,956 Rohm & Haas Co. COM 775371107 $ 295,892,296 6,927,940 6,927,940 Rowan Cos. Inc. COM 779382100 $ 10,009,672 432,010 432,010 Royal Caribbean Cruises COM V7780T103 $ 4,585,322 131,800 131,800 Royal Dutch Petroleum Co. ADR COM 780257804 $ 1,791,738 34,200 34,200 R.R. Donnelley & Sons Co. COM 257867101 $ 2,870,280 95,200 95,200 Ryanair Holdings plc. ADR 783513104 $ 1,585,032 31,300 31,300 Ryland Group, Inc. COM 783764103 $ 4,033,120 45,500 45,500 S1 Corp. COM 78463B101 $ 9,187,554 1,141,311 1,141,311 Safeco Corp. COM 786429100 $ 261,286,870 6,711,710 6,711,710
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Safeway, Inc. COM 786514208 $ 49,943,012 2,279,462 2,279,462 SAP AG SPONSORED ADR 803054204 $ 623,400 15,000 15,000 SBC Communications, Inc. COM 78387G103 $ 359,346,858 13,783,922 13,783,922 Scansource, Inc. COM 806037107 $ 61,010,044 1,337,353 1,337,353 Schering-Plough Corp. COM 806605101 $ 488,459,016 28,088,500 28,088,500 Schlumberger Ltd. COM 806857108 $ 459,183,004 8,391,502 8,391,502 Schlumberger Ltd. CV 1.5% 6/1/2023 806857AC2 $ 6,049,688 5,975,000 5,975,000 Schnitzer Steel Inds Inc A 806882106 $ 6,030,640 99,680 99,680 Scholastic Corp. COM 807066105 $ 934,738 27,460 27,460 School Specialty Inc. COM 807863105 $ 14,746,872 433,604 433,604 Sci Systems, Inc. CV 3% 3/15/2007 783890AF3 $ 1,976,000 2,080,000 2,080,000 Scripps Co. COM 811054204 $ 423,630 4,500 4,500 Seachange Int'l, Inc. COM 811699107 $ 10,050,687 652,642 652,642 Seagate Technology COM G7945J104 $ 425,250 22,500 22,500 SeeBeyond Tech Corp. COM 815704101 $ 122,694 28,600 28,600 Selective Insurance Group, Inc. 816300107 $ 25,541,521 789,293 789,293 Semco Energy, Inc. COM 78412D109 $ 2,395,027 488,781 488,781 Sempra Energy CV PFD 8.5% 5/17/2005 816851208 $ 14,958,064 525,582 525,582 Sequenom Inc. COM 817337108 $ 100,806 31,700 31,700 Service Corp International COM 817565104 $ 2,245,593 416,622 416,622 SFBC Int'l., Inc. COM 784121105 $ 7,570,291 285,026 285,026 Sharper Image Corp. COM 820013100 $ 486,485 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 $ 77,903 78,000 78,000 Shuffle Master, Inc. COM 825549108 $ 12,629,618 364,807 364,807 Sierra Health Services, Inc. COM 826322109 $ 55,271,481 2,013,533 2,013,533 Sierra Wireless Inc. COM 826516106 $ 10,772,629 700,431 700,431 Silicon Laboratories, Inc. COM 826919102 $ 9,607,374 222,290 222,290 Silicon Valley Bancshares COM 827064106 $ 10,414,491 288,730 288,730 Simon Property Group, Inc. COM 828806109 $ 35,999,322 776,852 776,852 Simpson Manufacturing Co., Inc. 829073105 $ 23,130,416 454,786 454,786 Sinclair Bcst Grp, Inc. COM 829226109 $ 1,248,804 83,700 83,700 Sinclair Bcst Grp, Inc. CV 4.875% 7/15/2018 829226AU3 $ 12,069,506 10,935,000 10,935,000 Sinclair Bcst Grp, Inc. Inc. CVPFD 6.00% 829226505 $ 22,047,113 446,750 446,750 SINO LD LTD ORD SINO LD LTD ORD Y80267126 $ 7,280 13,000 13,000 Six Flags, Inc. COM 83001P109 $ 3,264,733 434,140 434,140 Six Flags, Inc. CV PFD 7.25% 8/15/2009 83001P505 $ 4,328,100 189,000 189,000 Skechers USA Inc -Cl A COM 830566105 $ 10,679,222 1,310,334 1,310,334 SK Telecom Co Ltd. ADR 78440P108 $ 1,361,450 73,000 73,000 Skywest, Inc. COM 830879102 $ 15,149,172 836,047 836,047 SLM Corp. COM 78442P106 $ 576,504 15,300 15,300 SM&A COM 78465D105 $ 7,356,398 628,752 628,752 Smithfield Foods, Inc. COM 832248108 $ 105,538,888 5,098,497 5,098,497
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Snap-on, Inc. COM 833034101 $ 219,994,476 6,823,650 6,823,650 Sohu.com, Inc. COM 83408W103 $ 15,091,879 502,895 502,895 Solectron Corp. COM 834182107 $ 62,610,694 10,594,026 10,594,026 Solectron Corp. CV PFD 7.25% 11/15/2004 834182206 $ 15,392,971 922,840 922,840 Southwest Airlines Co. COM 844741108 $ 3,948,312 244,629 244,629 Southwest Bancorp of Texas, Inc. 84476R109 $ 13,780,989 354,723 354,723 Southwest Gas Corp. COM 844895102 $ 76,481,178 3,406,734 3,406,734 Spanish Broadcasting System COM 846425882 $ 1,840,650 175,300 175,300 SPIKE NETWORKS LTD ORD SPIKE NETWORKS LTD ORD Q8693H109 $ 0 10,780 10,780 Sprint Corp. CV 7.125% 8/17/2004 852061605 $ 7,295,250 1,027,500 1,027,500 SRA Int'l, Inc. COM 78464R105 $ 19,647,609 455,861 455,861 Standard Commercial Corp. COM 853258101 $ 293,704 14,634 14,634 Standard Motor Products, Inc. COM 853666105 $ 454,410 37,400 37,400 Staples, Inc. COM 855030102 $ 133,364,649 4,885,152 4,885,152 Starbucks Corp. COM 855244109 $ 1,897,644 57,400 57,400 Steiner Leisure Ltd. COM P8744Y102 $ 6,737,802 471,175 471,175 Stewart Enterprises, Inc. COM 860370105 $ 23,444,654 4,127,580 4,127,580 St. Jude Medical, Inc. COM 790849103 $ 515,340 8,400 8,400 STMicroelectronics NV SHS NY 861012102 $ 413,253 15,300 15,300 St Microelectronics NV REGS CV 0% 7/5/2013 7647433 $ 37,592,697 35,100,000 35,100,000 STMICROELECTRS REGCP STMICRO 0.00 0 ELECTRON 0.00 07/05/13 N8357EAE6 $ 14,388,832 13,109,000 13,109,000 Stone Energy Corp. COM 861642106 $ 1,447,545 34,100 34,100 St. Paul Companies, Inc. COM 792860108 $ 477,584 12,045 12,045 Sun Microsystems, Inc. COM 866810104 $ 104,168 23,200 23,200 Supervalu Inc. CV 0% 11/2/2031 868536AP8 $ 9,450,000 28,000,000 28,000,000 Surmodics Inc COM 868873100 $ 2,345,689 98,146 98,146 Swift Transportation Co., Inc. COM 870756103 $ 9,474,828 450,753 450,753 Swiss Life Finance (RD) REG S (RD) CV 2.0% 5/20/2005 5446546 $ 12,499,150 11,210,000 11,210,000 Swiss Re America CV 2.25% 06/10/2004 5685899 $ 2,719,913 2,700,000 2,700,000 Sybase, Inc. COM 871130100 $ 168,491,465 8,187,146 8,187,146 Sylvan Learning Systems, Inc. COM 871399101 $ 1,079,827 37,507 37,507 Symantec Corp. COM 871503108 $ 350,519 10,116 10,116 Symbol Technologies, Inc. COM 871508107 $ 5,351,157 316,824 316,824 Synopsys Inc, COM 871607107 $ 5,922,821 175,439 175,439 Take-Two Interactive Software, Inc. 874054109 $ 46,477,761 1,613,251 1,613,251 Target Corp. COM 87612E106 $ 437,609,414 11,396,078 11,396,078 Taser International Inc. COM 87651B104 $ 768,512 9,330 9,330 Tasty Baking Co. COM 876553306 $ 486,797 48,150 48,150 TBC Corp. COM 872180104 $ 11,880,059 460,289 460,289 Team, Inc. COM 878155100 $ 610,470 59,500 59,500 Techne Corp. COM 878377100 $ 12,937,005 342,430 342,430 Technitrol, Inc. COM 878555101 $ 18,803,568 906,633 906,633 Teledyne Technologies, Inc. COM 879360105 $ 1,053,715 55,900 55,900
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Telefonos De Mexico, S. A CV 4.25% 6/15/2004 879403AD5 $ 9,983,281 8,825,000 8,825,000 Temple-Inland, Inc. CV PFD 7.50% 5/17/2005 879868206 $ 53,782,039 925,362 925,362 Tenet Healthcare Corp. COM 88033G100 $ 37,320,150 2,325,243 2,325,243 Tennant Co. COM 880345103 $ 30,288,177 699,496 699,496 Teradyne, Inc. COM 880770102 $ 168,032,480 6,602,455 6,602,455 Teradyne, Inc. CV 3.75% 10/15/2006 880770AD4 $ 31,185,000 27,000,000 27,000,000 Tessera Technologies Inc COM 88164L100 $ 3,126,222 166,200 166,200 Tetra Tech, Inc. COM 88162G103 $ 5,490,331 220,850 220,850 Teva Pharmaceutical Industries Ltd. ADR 881624209 $ 9,923,343 174,984 174,984 Teva Pharmaceutical CV 0.375% Industries 11/15/2022 88164MAB4 $ 60,605,778 43,523,000 43,523,000 Texas Instruments, Inc. COM 882508104 $ 89,473,382 3,045,384 3,045,384 Texas Regl Bancshares, Inc. COM 882673106 $ 14,572,006 393,838 393,838 The Coca-Cola Co. COM 191216100 $ 2,994,250 59,000 59,000 The Cooper Cos., Inc. COM 216648402 $ 12,415,550 263,432 263,432 The Estee Lauder Cos., Inc. COM 518439104 $ 942,240 24,000 24,000 The Gap, Inc. COM 364760108 $ 466,957,978 20,118,827 20,118,827 The Gap, Inc. CV 5.75% 3/15/2009 364760AJ7 $ 23,081,250 15,000,000 15,000,000 The Goldman Sachs Group, Inc. COM 38141G104 $ 68,470,835 693,516 693,516 The Home Depot, Inc. COM 437076102 $ 2,620,511 73,838 73,838 The Keith Cos., Inc. COM 487539108 $ 173,791 12,760 12,760 The Marcus Corp. COM 566330106 $ 18,187,600 1,109,000 1,109,000 The Navigators Group, Inc. COM 638904102 $ 10,898,993 353,061 353,061 The Procter & Gamble Co. COM 742718109 $ 3,742,304 37,468 37,468 Theragenics Corp. COM 883375107 $ 5,547,674 1,014,200 1,014,200 The Timken Co. COM 887389104 $ 186,936,633 9,318,875 9,318,875 The Walt Disney Co. CV 2..125% 04/15/2023 254687AU0 $ 60,749,699 57,109,000 57,109,000 Thor Industries, Inc. COM 885160101 $ 4,172,030 74,209 74,209 Tibco Software, Inc. COM 88632Q103 $ 16,266,015 2,402,661 2,402,661 Tiffany & Co. COM 886547108 $ 406,800 9,000 9,000 Timberland Co. COM 887100105 $ 10,866,384 208,688 208,688 Time Warner Inc. COM 887317105 $ 1,322,274 73,501 73,501 TJX Cos., Inc. COM 872540109 $ 661,500 30,000 30,000 TMBR/Sharp Drilling, Inc. COM 87257P101 $ 495,208 25,900 25,900 Tom Brown Inc COM 115660201 $ 1,586,700 49,200 49,200 Tommy Hilfiger Corp. COM G8915Z102 $ 153,263,847 10,348,673 10,348,673 Too, Inc. COM 890333107 $ 2,427,344 143,800 143,800 Total S.A. ADR 89151E109 $ 10,509,136 113,600 113,600 Transatlantic Holdings, Inc. COM 893521104 $ 24,068,785 297,881 297,881 Transocean Sedco Forex CV 1.5% 5/15/2021 893830AD1 $ 12,921,300 13,185,000 13,185,000 Travelers Property CV PFD 4.5% Casaulty 4/15/2032 89420G307 $ 14,789,842 603,667 603,667 Travelers Property Casualty A shares Corp. A Shares 89420G109 $ 1,911,628 113,923 113,923 Travelers Property Casualty B shares Corp. B Shares 89420G406 $ 45,864,836 2,702,701 2,702,701 Tribune Co. COM 896047107 $ 605,253,239 11,729,714 11,729,714
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Tribune Co. NCV 2.0% 5/15/2029 896047305 $ 12,290,980 149,890 149,890 Trico Marine Services, Inc. COM 896106101 $ 84,867 47,412 47,412 Trimble Navigation Ltd. COM 896239100 $ 14,109,826 378,889 378,889 Trinity Industries, Inc. COM 896522109 $ 39,971,446 1,296,091 1,296,091 Tupperware Corporation COM 899896104 $ 3,908,436 225,400 225,400 Twin Disc, Inc. COM 901476101 $ 586,124 30,800 30,800 Tyco Int'l. Group CV 2.75% 1/15/2018 902118BF4 $ 50,501,750 39,416,000 39,416,000 Tyco Int'l., Ltd. COM 902124106 $ 512,984,283 19,357,897 19,357,897 UICI COM 902737105 $ 5,300,048 399,100 399,100 Ultimate Electronics Inc COM 903849107 $ 106,057 13,900 13,900 Ultralife Batteries Inc COM 903899102 $ 169,606 13,700 13,700 Union Pacific Corp. COM 907818108 $ 110,684,497 1,593,041 1,593,041 Unit Corp. COM 909218109 $ 14,251,377 605,154 605,154 UnitedHealth Group, Inc. COM 91324P102 $ 1,047,240 18,000 18,000 United Natural Foods, Inc. COM 911163103 $ 7,836,639 218,230 218,230 United Online, Inc. COM 911268100 $ 16,101,728 959,007 959,007 United Parcel Service, Inc. Class B 911312106 $ 4,316,445 57,900 57,900 United Rentals CV PFD 6.5% 8/1/2028 91136H306 $ 6,952,307 155,794 155,794 United Rentals Inc. COM 911363109 $ 6,859,776 356,167 356,167 United States Steel Corp. COM 912909108 $ 1,544,382 44,100 44,100 United Technologies Corp. COM 913017109 $ 3,212,513 33,898 33,898 Universal Compression Hldgs. , Inc. 913431102 $ 227,200 8,685 8,685 Universal Electronics, Inc. COM 913483103 $ 5,104,523 400,669 400,669 Universal Forest Products COM 913543104 $ 11,150,434 346,502 346,502 Universal Hlth Services, CV .0.426% Inc. 06/23/2020 913903AL4 $ 58,552,043 88,214,000 88,214,000 Universal Technical Institut COM 913915104 $ 3,750,000 125,000 125,000 Univision Communications, Inc. COM 914906102 $ 12,155,261 306,255 306,255 Urban Outfitters, Inc. COM 917047102 $ 15,024,627 405,523 405,523 URS Corp. COM 903236107 $ 20,416,788 816,345 816,345 U.S. Bancorp COM 902973304 $ 221,314,448 7,431,647 7,431,647 USF Corp. COM 91729Q101 $ 5,897,672 172,497 172,497 USI Holdings Corp COM 90333H101 $ 5,371,889 411,639 411,639 UTStarcom, Inc. COM 918076100 $ 370,700 10,000 10,000 Valero Energy Corp. CVPFD 2% 7/1/2006 91913Y407 $ 3,464,019 134,525 134,525 Vans, Inc. COM 921930103 $ 473,515 41,500 41,500 Varian, Inc. COM 922206107 $ 55,179,287 1,322,293 1,322,293 Varian Medical Systems Inc. COM 92220P105 $ 877,570 12,700 12,700 Varian Semi Equip Assoc, Inc. COM 922207105 $ 13,295,391 304,312 304,312 Veeco Instrument Inc. COM 922417100 $ 1,274,640 45,200 45,200 Verizon Communications Inc. COM 92343V104 $ 738,977,459 21,065,492 21,065,492 Verizon Global Funding CV 0% Corp. 5/15/2021 92344GAN6 $ 7,353,700 12,080,000 12,080,000 Vertex Pharmaceuticals, CV 5.0% Inc. 9/19/2007 92532FAD2 $ 14,163,083 15,869,000 15,869,000 Vertias Software Corp. COM 923436109 $ 774,303 20,837 20,837
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- V.F. Corp. COM 918204108 $ 87,182,251 2,016,241 2,016,241 Viacom, Inc. COM 925524308 $ 638,338,688 14,383,477 14,383,477 Viacom, Inc. VIACOM INC CL A 925524100 $ 14,475,892 326,991 326,991 Vimpelcom - SP ADR 68370R109 $ 5,200,125 70,750 70,750 Vintage Petroleum, Inc. COM 927460105 $ 860,145 71,500 71,500 Vion Pharmaceuticals, Inc. COM 927624106 $ 119,290 75,500 75,500 Vishay Intertechnology Inc COM 928298108 $ 36,635,054 1,599,784 1,599,784 Vistacare Inc COM 92839Y109 $ 11,722,314 333,494 333,494 Vitran Corp Inc. COM 92850E107 $ 707,500 50,000 50,000 Wabash National Corp. COM 929566107 $ 8,105,845 276,650 276,650 Wabtec COM 929740108 $ 322,056 18,900 18,900 Wachovia Corp. COM 929903102 $ 595,222,955 12,775,766 12,775,766 Walgreen Co. COM 931422109 $ 1,764,430 48,500 48,500 Wal-Mart Stores, Inc. COM 931142103 $ 7,534,161 142,020 142,020 Walt Disney Company COM 254687106 $ 752,566,781 32,257,470 32,257,470 Warnaco Group, Inc. COM 934390402 $ 14,447,000 905,768 905,768 Washington Mutual, Inc. COM 939322103 $ 587,557 14,645 14,645 Waste Industries USA, Inc. COM 941057101 $ 583,050 50,700 50,700 Waste Management, Inc. COM 94106L109 $ 307,757,507 10,397,213 10,397,213 Watchguard Tech, Inc. COM 941105108 $ 64,602 11,100 11,100 Watsco, Inc. COM 942622200 $ 4,941,502 217,400 217,400 Watson Pharmaceutical Inc. COM 942683103 $ 8,182,848 177,888 177,888 Watson Pharmaceutical Inc. CV 1.75% 3/15/2023 942683AC7 $ 21,540,339 16,303,000 16,303,000 Websense, Inc. COM 947684106 $ 8,824,632 301,800 301,800 Webster Financial Corp. COM 947890109 $ 24,110,070 525,732 525,732 WellPoint Hlth Networks, Inc. COM 94973H108 $ 669,231 6,900 6,900 Wells Fargo & Co. COM 949746101 $ 440,914,417 7,487,085 7,487,085 Werner Enterprises, Inc. COM 950755108 $ 8,686,908 445,711 445,711 West Corp. COM 952355105 $ 10,748,660 462,706 462,706 Western Digital Corp. COM 958102105 $ 6,163,812 522,800 522,800 Westport Resources Corp. COM 961418100 $ 56,247,401 1,883,704 1,883,704 Weyerhaeuser Co. (c) COM 962166104 $ 192,583,872 3,009,123 3,009,123 W Holding Company, Inc. COM 929251106 $ 13,422,509 721,253 721,253 Wilson Greatbatch Technologies COM 972232102 $ 15,531,689 367,440 367,440 Wind River Systems, Inc. CV 3.75% 12/15/2006 973149AE7 $ 26,928,750 28,724,000 28,724,000 Winn-Dixie Stores Inc. COM 974280109 $ 5,798,860 582,800 582,800 Wireless Facilities, Inc. COM 97653A103 $ 14,607,588 983,014 983,014 Woodward Governor Co. COM 980745103 $ 37,840,596 665,856 665,856 WorldCom, Inc.- WorldCom Group COM 98157D106 $ 265 20,406 20,406 World Fuel Services COM 981475106 $ 621,285 18,300 18,300 Wright Medical Group Inc COM 98235T107 $ 16,656,494 547,191 547,191 W.W. Grainger, Inc. COM 384802104 $ 166,454,769 3,512,445 3,512,445 Wyeth COM 983024100 $ 622,087,641 14,654,597 14,654,597
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - -------------------------- -------------- --------- ---------------- ---------------------- ---------- ---------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- -------------- --------- ---------------- ------------- --- ---- ---------- ---------- ---- ------ ---- Xerox Corp. COM 984121103 $ 612,919,286 44,414,441 44,414,441 XL Capital Ltd. Class A COM G98255105 $ 266,465,456 3,436,047 3,436,047 XTO Energy, Inc. COM 98385X106 $ 10,274,513 363,057 363,057 Yahoo!, Inc. COM 984332106 $ 666,258 14,750 14,750 Yankee Candle, Co. COM 984757104 $ 41,809,079 1,529,787 1,529,787 Young & Rubicam, Inc. CV 3.0% 1/15/2005 987425AC9 $ 30,448,665 30,222,000 30,222,000 Yum! Brands, Inc. COM 988498101 $ 48,600,182 1,412,796 1,412,796 Zebra Technologies Corp. Class A 989207105 $ 34,680,781 522,537 522,537 Zimmer Holdings, Inc. COM 98956P102 $ 598,400 8,500 8,500 955 51,558,421,541 3,852,592,613
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