0001089355-01-500344.txt : 20011030
0001089355-01-500344.hdr.sgml : 20011030
ACCESSION NUMBER: 0001089355-01-500344
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20010930
FILED AS OF DATE: 20011025
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LORD ABBETT & CO
CENTRAL INDEX KEY: 0000728100
STANDARD INDUSTRIAL CLASSIFICATION: []
IRS NUMBER: 135620131
FILING VALUES:
FORM TYPE: 13F-HR/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-00413
FILM NUMBER: 1765891
BUSINESS ADDRESS:
STREET 1: 767 FIFTH AVE
CITY: NEW YORK
STATE: NY
ZIP: 10153-0203
BUSINESS PHONE: 2128481807
MAIL ADDRESS:
STREET 1: 767 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10153
13F-HR/A
1
file001.txt
AMENDED HOLDINGS REPORT
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, 2001
CHECK HERE IF AMENDMENT [X]; AMENDMENT NUMBER: 1
-------
THIS AMENDMENT (CHECK ONLY ONE.): [X] IS A RESTATEMENT.
[ ] ADDS NEW HOLDINGS ENTRIES.
INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT:
NAME: LORD, ABBETT & CO.
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 24, 2001
[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: 1003
FORM 13F INFORMATION TABLE VALUE TOTAL: $ 24,054,321,963.55 (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
Lord Abbett & Co. * Quarterly 13F Report
As of 9/28/2001 0:00
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
SHARES MENT
OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
AAR Corp. AAR CORP. 361105 746,596.08 93,208 93,208
Abercrombie & Fitch Co-Cl A COM 2896207 9,628,889.13 547,407 547,407
Ace Ltd. CV PFD 8.25% 4408209 76,368,750.00 1,221,900 1,221,900
ACE Ltd. COM G0070K103 116,895,910.53 4,049,188 4,049,188
Activision, Inc. COM 4930202 8,648,692.26 317,733 317,733
Acxiom Corp. COM 5125109 13,218,562.00 1,406,230 1,406,230
Adelphia Communications Corp COM 6848105 2,561,880.00 115,400 115,400
Administaff inc COM 7094105 752,934.00 28,959 28,959
Advanced Digital Information Corp. 7525108 29,108,831.29 2,823,359 2,823,359
AdvancePCS COM 00790K109 22,243,401.74 309,883 309,883
Advo Inc. COM 7585102 710,600.00 20,900 20,900
Aegis Communications Group, Inc. 00760B105 805,875.00 3,223,500 3,223,500
Aegon NV COM 7924103 70,498,710.03 2,701,100 2,701,100
Aeroflex, Inc. COM 7768104 2,792,900.00 253,900 253,900
AES Trust VII CV 6.0% 5/15/2008 00103V305 6,925,018.00 231,200 231,200
Affiliated Computers Services 8190100 1,953,840.00 24,000 24,000
Affiliated Computers Services CV 3.5% 2/15/2006 008190AF7 11,358,750.00 9,750,000 9,750,000
Affymetrix, Inc. CV 4.75% 02/15/2007 00826TAD0 11,039,250.01 17,950,000 17,950,000
Alaska Air Group, Inc. COM 11659109 10,115,703.65 506,545 506,545
Albany Molecular Research COM 12423109 21,529,869.53 867,091 867,091
Albertson's, Inc. COM 13104104 22,927,840.96 719,192 719,192
Alcoa, Inc. COM 13817101 291,612,524.27 9,404,134 9,404,134
Alexandria Real Est Equities COM 15271109 374,775.00 9,500 9,500
Allegheny Energy, Inc. COM 17361106 53,148,940.00 1,448,200 1,448,200
Allergan Inc CV 0% 11/01/2020 018490AA0 9,689,750.00 15,820,000 15,820,000
Alliant Techsystems, Inc. COM 18804104 1,205,333.60 14,081 14,081
Allied Capital Corp COM 01903Q108 360,815.00 15,860 15,860
Alloy Inc. COM 19855105 11,551,757.82 936,123 936,123
Allscripts Healthcare
Solutions, Inc. 01988P108 3,168,240.60 754,343 754,343
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
SHARES MENT
OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
ALLTEL Corp. COM 20039103 6,679,617.58 115,265 115,265
Alpha Industries Inc COM 20753109 584,974.00 30,200 30,200
Alpharma, Inc.-CL A COM 20813101 19,018,569.60 660,367 660,367
Altran Technologies S.A. COM 4907732 2,529,578.32 61,900 61,900
Alza Corp CV 0% 7/28/2020 02261WAB5 9,505,156.25 11,975,000 11,975,000
Ambac Financial Group, Inc. COM 23139108 4,502,633.00 82,300 82,300
AMDOCS Automatic Co. CVPFD 6.75 02342R202 3,366,720.00 133,600 133,600
Ameren Corp. COM 23608102 36,776,601.60 957,724 957,724
American Axle & Mfg Holdings COM 24061103 14,093,811.75 1,105,397 1,105,397
American Classic Voyages Co. COM 24928103 754,392.00 554,700 554,700
American Eagle Outfitters, Inc. 2.55E+109 11,565,482.00 581,180 581,180
American Express Company COM 25816109 505,527.76 17,396 17,396
American Home Products Corp. COM 26609107 294,979,717.10 5,064,245 5,064,245
American Intl. Group, Inc. COM 26874107 165,040,301.91 2,116,151 2,116,151
American Intl. Group, Inc. CV 0.5% 5/15/2007 026874AN7 4,200,000.00 4,200,000 4,200,000
American Management Systems, Inc. 27352103 18,686,683.27 1,555,927 1,555,927
American Standard Companies, Inc. 29712106 9,009,000.00 163,800 163,800
American Tower Corp. CV 5.0% 2/15/2010 029912AF9 1,792,725.00 2,460,000 2,460,000
AmeriCredit Corp. COM 03060R101 4,056,846.00 128,300 128,300
Amerisource Bergen Corp. COM 3.07E+108 7,613,218.80 107,304 107,304
AMETEK, Inc. COM 31100100 14,904,307.80 567,135 567,135
AMF Bowling, Inc. CV 0% 05/12/18 03113VAB5 119,960.00 11,996,000 11,996,000
Amgen, Inc. COM 31162100 2,194,581.01 37,860 37,860
Amkor Technology, Inc. COM 31652100 105,200.00 10,000 10,000
AMR Corp. COM 1765106 264,792,543.41 13,834,871 13,834,871
Anadarko Petroleum Corp COM 32511107 19,232.00 400 400
Anadarko Petroleum Corp. CV 0% 3/7/2020 032511AP2 29,662,500.00 45,200,000 45,200,000
Analog Devices CV 4.75% 10/01/2005 032654AD7 6,480,106.25 7,015,000 7,015,000
Analogic Corp. COM 32657207 19,826,289.00 489,538 489,538
Anchor Gaming COM 33037102 651,550.00 15,700 15,700
Andrx Group. COM 34553107 1,785,300.00 27,500 27,500
Anglo Irish Bank Corp., plc. COM 198789 1,895,761.57 639,000 639,000
Answerthink, Inc. COM 36916104 330,410.00 70,300 70,300
AOL Time Warner, Inc. COM 00184A105 6,375,953.55 192,904 192,904
AON Corp. AON CORP 37389103 258,979.56 6,166 6,166
Apache Corp. COM 37411105 2,278,470.00 53,000 53,000
Applebee's Intl., Inc. COM 37899101 20,420,372.00 692,216 692,216
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
SHARES MENT
OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Apple Computer, Inc. COM 37833100 267,869,351.52 17,271,295 17,271,295
Applied Materials, Inc. COM 38222105 703,122.12 24,723 24,723
Arbor Software Corp. CV 4.5% 3/15/05 038918AC2 8,175,000.00 10,000,000 10,000,000
Archer-Daniels-Midland Co. COM 39483102 97,336,932.26 7,731,548 7,731,548
Argosy Gaming Co. COM 40228108 647,140.00 24,700 24,700
Arkansas Best Corp COM 40790107 1,003,710.15 48,465 48,465
Arm Holdings plc COM 59585 30,452.50 13,000 13,000
Armor Holdings, Inc. COM 42260109 36,309,655.80 1,833,821 1,833,821
Arnold Industries, Inc. COM 42595108 6,982,110.00 337,300 337,300
Arrow International, Inc. COM 42764100 25,133,747.10 673,827 673,827
Arthrocare Corp COM 43136100 358,680.00 18,300 18,300
Asahi Kasei Corp. COM 6054603 1,899,488.31 566,000 566,000
Ashtead Group plc COM 53673 4,879,110.18 4,425,999 4,425,999
Aspect Medical Systems, Inc. COM 45235108 6,025,347.00 550,260 550,260
Aspen Technology Inc COM 45327103 2,879,020.00 287,902 287,902
Assicurazioni Generali COM 4056719 674,280.36 25,500 25,500
Astropower Inc COM 04644A101 555,611.00 16,100 16,100
Atlantic Coast Airlines Holdings, Inc. 48396105 436,240.00 32,800 32,800
Atmel Corp. CV 0.0% 4/21/2018 049513AC8 1,160,900.00 2,470,000 2,470,000
ATS Medical, Inc. COM 2083103 7,702,160.00 1,925,540 1,925,540
AT&T Corp. COM 1957109 621,421.40 32,198 32,198
AT&T Wireless Services Inc COM 00209A106 310,931.28 20,812 20,812
Atwood Oceanics, Inc. COM 50095108 5,696,626.00 219,101 219,101
AVEX, Inc. COM 6129073 2,093,128.73 56,700 56,700
AVEX Inc - New COM 6405740 2,093,128.73 56,700 56,700
Avid Technology Inc COM 05367P100 2,995,060.05 410,845 410,845
Aviron COM 53762100 1,324,148.00 53,200 53,200
Avon Products, Inc. COM 54303102 2,222,867.50 48,062 48,062
Aware, Inc. COM 05453N100 879,802.00 223,300 223,300
AXA SA CNV 2.5% 01/01/14 5617074 165,504.31 120,000 120,000
Axt, Inc. COM 00246W103 6,737,678.00 635,630 635,630
Baker Hughes, Inc. COM 57224107 176,479,788.20 6,096,124 6,096,124
Baldor Electric COM 57741100 2,838,550.00 143,000 143,000
Ballard Power Systems, Inc. COM 2072717 1,323,504.32 67,500 67,500
Ball Corp. COM 58498106 39,758,026.00 663,740 663,740
Bally Total Fitness Hldg Corp. COM 05873K108 11,590,917.00 570,700 570,700
Banco Santander Central Hispano S.A. 5705946 668,027.02 91,027 91,027
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
SHARES MENT
OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Bank of Ireland COM 3060625 53,911.01 10,000 10,000
Bank of New York Co., Inc. COM 64057102 163,744,125.58 4,678,548 4,678,548
Bank One Corp. COM 06423A103 137,623,787.70 4,373,318 4,373,318
Barnes Group Inc COM 67806109 3,524,148.90 165,453 165,453
Barnes & Noble, Inc. COM 67774109 6,129,780.00 169,800 169,800
BARRA, Inc. COM 68313105 867,713.00 20,650 20,650
Barr Laboratories, Inc. COM 68306109 39,487,149.48 499,458 499,458
Baxter International, Inc. 144A CV 1.25% 6/1/2021 071813AQ2 9,189,375.00 8,700,000 8,700,000
Baxter International, Inc. COM 71813109 1,171,965.32 21,545 21,545
BE Aerospace, Inc. COM 73302101 139,840.00 18,400 18,400
BEA Systems, Inc. COM 73325102 189,469.63 19,757 19,757
Beazer Homes USA, Inc. COM 07556Q105 8,083,978.20 166,337 166,337
Becton Dickinson & Co. COM 75887109 131,893,790.95 3,564,825 3,564,825
Bed Bath & Beyond, Inc. COM 75896100 1,599,855.48 62,838 62,838
BEI Technologies, Inc. COM 05538P104 15,388,996.80 958,816 958,816
Bell Atlantic (NZT) (NZT) CV 5.75% 04/01/2003 07785GAD2 3,411,900.00 3,345,000 3,345,000
Bell Atlantic (NZT) (NZT) CV 5.75% 4/01/2003 5413379 512,440.99 500,000 500,000
Bellsouth Corp. COM 79860102 7,224,630.90 173,878 173,878
Berkshire Hathaway CVSNT 1% 12/03/01 084670AF5 484,250.00 200,000 200,000
Best Buy Company, Inc. COM 86516101 2,227,186.35 49,003 49,003
Big Lots, Inc. COM 89302103 70,544,177.79 8,509,551 8,509,551
Biogen, Inc. COM 90597105 279,789.72 5,034 5,034
Bio-Rad Laboratories, Inc. COM 90572207 2,312,400.00 49,200 49,200
Bio-Technology General Corp. COM 90578105 8,573,553.56 1,146,197 1,146,197
Biovail Corp. COM 09067J109 3,364,000.00 72,500 72,500
Bisys Group, Inc. CV 4.0% 3/15/2006 055472AB0 16,386,718.75 15,625,000 15,625,000
BJ Services Co. COM 55482103 1,209,720.00 68,000 68,000
Black & Decker Corp COM 91797100 2,063,100.00 66,125 66,125
BMC Software, Inc. COM 55921100 1,230,630.00 96,900 96,900
Boeing Co. COM 97023105 110,287,765.48 3,292,212 3,292,212
Borg Warner, Inc. COM 99724106 6,010,100.20 149,134 149,134
Boston Scientific Corp. COM 101137107 92,629,434.50 4,518,509 4,518,509
Bowater, Inc. COM 102183100 205,396,267.05 4,666,168 4,666,168
BP plc COM 798059 763,340.43 93,969 93,969
BP Plc- Spons ADR COM 55622104 6,344,454.28 129,031 129,031
Brambles Industries Ltd. COM 6120009 690,748.62 137,899 137,899
Bristol-Myers Squibb Co. COM 110122108 9,286,795.10 167,149 167,149
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
SHARES MENT
OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Broadwing, Inc. COM 111620100 3,232,080.00 201,000 201,000
Brocade Communications Sys, Inc. 111621108 291,010.26 20,742 20,742
Brunswick Corp COM 117043109 12,899,386.35 783,205 783,205
BSQUARE Corp. COM 11776U102 1,139,248.25 429,905 429,905
Buca, Inc. COM 117769109 11,737,432.74 1,046,117 1,046,117
Bulgari S.P.A. COM 5256477 562,246.23 78,400 78,400
Burlington Northern Santa Fe COM 12189T104 184,231,533.59 6,887,480 6,887,480
Burr-Brown Corp. CV 4.25% 2/15/2007 122574AF3 4,404,062.50 4,250,000 4,250,000
Butler International, Inc. COM 123649105 799,183.80 443,991 443,991
Cable Design Technologies Corp. 126924109 14,448,823.50 1,219,310 1,219,310
Cabot Microelectronics Corp. COM 12709P103 3,717,937.60 76,960 76,960
Cabot Oil & Gas Corp. #NAME? 127097103 544,914.30 27,314 27,314
Cadence Design Systems, Inc. COM 127387108 29,688,982.06 1,783,234 1,783,234
Cal Dive International COM 127914109 11,992,767.64 719,854 719,854
Calgon Carbon Corp. COM 129603106 2,576,570.97 338,577 338,577
California Federal Capital PFD 9 1/8 130214208 12,450,000.00 500,000 500,000
Calpine Corp. COM 131347106 3,269,608.21 143,341 143,341
Cambrex Corp COM 132011107 2,267,566.84 67,628 67,628
Campbell Soup Co. COM 134429109 2,713,200.00 96,900 96,900
Canadian National Railway CV PFD 5.25% 6/30/2029 136375409 9,311,449.50 171,450 171,450
Candela Corp. COM 136907102 28,280.00 5,600 5,600
Canon, Inc. COM 6172323 540,805.75 20,000 20,000
Cap Gemini S.A. COM 4163437 2,743,399.19 51,575 51,575
Capita Group Plc COM 173474 81,180.00 22,000 22,000
Capital One Financial Corp. COM 14040H105 18,412.00 400 400
Cardinal Health, Inc. COM 14149Y108 1,023,926.48 14,326 14,326
Cardiogenesis Corp. COM 14159W109 21,924.00 26,100 26,100
Caremark Rx Inc. COM 141705103 58,651,550.40 3,516,280 3,516,280
Carpenter Technology Corp. COM 144285103 3,516,412.25 158,041 158,041
Carreer Education Corp. COM 141665109 12,501,500.00 227,300 227,300
Carrefour S.A. COM 5641567 729,645.68 15,700 15,700
Casey's General Store COM 147528103 5,852,293.67 492,203 492,203
Casino Guichard Perrachon COM 4178419 650,930.22 8,565 8,565
Catellus Development Corp. COM 149111106 4,974,808.00 284,600 284,600
CBRL Group, Inc. COM 12489V106 47,199,798.75 2,148,375 2,148,375
C&D Technologies Inc COM 124661109 653,200.00 35,500 35,500
CDW Computer Centers, Inc. COM 125129106 1,136,052.00 31,400 31,400
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
SHARES MENT
OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
CEC Entertainment Inc. COM 125137109 2,227,821.20 65,332 65,332
Cedar Fair, L.P. COM 150185106 156,400.00 8,000 8,000
Celestica, Inc. COM 15101Q108 1,899,015.30 69,561 69,561
Celgene Corp. COM 151020104 24,221,879.22 916,454 916,454
CellStar Corp. COM 150925105 4,972,576.64 4,286,704 4,286,704
Cell Therapeutics, Inc. 144A CV 5.75% 6/15/2008 150934AA5 13,424,937.50 13,325,000 13,325,000
Cell Therapeutics, Inc. COM 150934107 11,073,822.50 460,450 460,450
Central Garden & Pet Co. CV 6.0% 11/15/2003 153527AC0 5,257,812.50 6,250,000 6,250,000
Cephalon Inc COM 156708109 2,753,376.00 55,200 55,200
Championship Auto Racing COM 158711101 8,800,785.00 633,150 633,150
Charles River Laboratories COM 159864107 7,264,998.00 205,400 205,400
Charter Communications, Inc. Class A 16117M107 3,288,598.44 265,638 265,638
CheckFree Corp. COM 162813109 1,172,627.00 69,100 69,100
Check Point Software Technologies Ltd. M22465104 681,915.36 30,968 30,968
Cheesecake Factory, Inc. COM 163072101 17,739,477.61 740,688 740,688
Chevron Corp. COM 166751107 11,697,623.27 138,153 138,153
Children's Place Retail Stores, Inc. 168905107 12,962,636.94 722,958 722,958
Chittenden Corp COM 170228100 802,005.00 31,575 31,575
Christopher & Bank Corp. COM 171046105 572,090.00 19,000 19,000
Chubb Corp. COM 171232101 148,946,763.77 2,085,797 2,085,797
Church & Dwight Co., Inc. COM 171340102 19,186,878.15 742,239 742,239
CIBER, Inc. COM 17163B102 147,420.00 23,400 23,400
Ciena Corp. COM 171779101 162,376.20 15,780 15,780
Cigna Corp. COM 125509109 67,374,727.90 812,249 812,249
Cinar Corp Cl B sub vtg 171905300 167,040.00 57,600 57,600
Cincinnati Financial Corp. CV 5.5% 05/01/02 172062AB7 2,099,062.50 750,000 750,000
Cisco System, Inc. COM 17275R102 2,646,860.16 217,312 217,312
Citigroup, Inc. COM 172967101 307,212,166.52 7,585,997 7,585,997
Citrix Systems, Inc. COM 177376100 3,694,680.00 186,600 186,600
CLARCOR, Inc. COM 179895107 17,924,020.10 749,959 749,959
Clear Channel Communications CV 2.625% 4/01/2003 184502AB8 8,210,675.00 8,180,000 8,180,000
Clear Channel Communications ,Inc. 184502102 122,728,687.17 3,087,858 3,087,858
Close Brothers Group Plc COM 766807 1,782,524.08 188,400 188,400
CNB Capital Trust I CV PFD 6.0% 12613G207 42,132,240.00 1,077,000 1,077,000
Coastal Corp. CV PFD 6.625 8/16/2002 28335P309 71,250,000.00 2,500,000 2,500,000
Cochlear Limited COM 6211798 2,114,602.91 91,700 91,700
Coherent, Inc. COM 192479103 39,561,001.20 1,392,993 1,392,993
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
SHARES MENT
OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Colgate Palmolive COM 194162103 145,275.50 2,494 2,494
Colin Corp. COM 6085108 2,972,061.58 36,900 36,900
Collateral Therapeutics, Inc. COM 193921103 684,960.00 142,700 142,700
Comcast Corp COM 200300200 1,052,031.23 29,329 29,329
Commerce Bancshares Inc. COM 200525103 6,583,500.00 175,000 175,000
Commonwealth Bank of Australia COM 6215035 735,625.89 57,688 57,688
CommScope, Inc. COM 203372107 23,781,556.83 1,330,809 1,330,809
Compaq Computers Corp. COM 204493100 98,498.43 11,853 11,853
Compass Group Plc. COM 533153 719,019.15 107,700 107,700
Compucredit Corp. COM 20478N100 8,604,117.27 1,180,263 1,180,263
Computer Associates Intl., Inc. 204912109 972,152.10 38,120 38,120
Compuware Corp. COM 205638109 52,732,349.42 6,330,630 6,330,630
Comstock Resources, Inc. COM 205768203 744,282.00 125,300 125,300
Comtech Telecommunications Corp. 205826209 10,486,728.90 711,930 711,930
Comverse Technology, Inc. CV 1.5% 12/1/2005 205862AJ4 12,476,625.00 17,150,000 17,150,000
Concord EFS, Inc. COM 206197105 5,464,204.31 112,300 112,300
Constellation Brands, Inc. COM 21036P108 3,779,228.56 90,716 90,716
Constellation Energy Group Inc Inc. 210371100 26,365,561.20 1,089,486 1,089,486
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Cooper Cameron Corp. CV 1.75% 5/17/2021 216640AB8 8,098,750.00 9,500,000 9,500,000
Cooper Companies Inc. COM 216648402 403,340.00 8,600 8,600
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Corixa Corp. COM 21887F100 10,869,718.24 1,035,300 1,035,300
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Corn Products Intl., Inc. COM 219023108 24,924,510.39 867,543 867,543
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COR Therapeutics, Inc. COM 217753102 8,124,848.90 359,030 359,030
Costco Companies Inc. CV 0% 08/19/17 22160QAC6 6,368,175.01 7,470,000 7,470,000
Cost Plus, Inc. COM 221485105 9,340,998.84 508,769 508,769
Cox Communications, Inc. CV 7% 08/16/02 224044305 12,278,250.00 225,000 225,000
Cox Communications, Inc. (PCS) CV PFD 7.75% 11/15/2029 224044503 17,696,875.00 283,150 283,150
Cray, Inc. COM 225223106 4,758,255.00 2,321,100 2,321,100
Credit Suisse First Boston (DD) CV 2.0% 7/24/2003 2254C0AJ6 708,238.00 725,000 725,000
Credit Suisse First Boston (GE) CV 2% 5/01/2010 2254C0AZ0 19,777,250.00 23,900,000 23,900,000
Credit Suisse First Boston (INTC) CV 1.00% 09/05/2010 2254C0BD8 1,423,760.00 2,000,000 2,000,000
Credit Suisse First Boston (LU) CV 1.5% 02/07/2010 2254C0AV9 1,540,000.00 2,000,000 2,000,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
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NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Credit Suisse First Boston (SUNW) CV 1.0% 01/26/2010 2254C0AU1 3,589,250.00 4,900,000 4,900,000
Critical Path, Inc. COM 22674V100 128,702.00 221,900 221,900
Crompton Corp. COM 227116100 32,275,317.69 4,657,333 4,657,333
Crossland Savings FSB Brooklyn CV PFD $1.8125 SERIES A 227901204 60,000.00 375,000 375,000
Crossman Communities, Inc. COM 2.28E+113 23,374,940.92 889,796 889,796
Crown Castle Intl. Corp. COM 228227104 1,452,645.00 161,405 161,405
CSC Holdings, Inc. PFD 11.125% 126304401 10,225,000.00 100,000 100,000
CSC Holdings, Inc. PFD 11.75% 4/01/2008 126304609 6,195,000.00 60,000 60,000
CSG Systems International, Inc. 126349109 2,447,700.00 59,700 59,700
CSX Corp. COM 126408103 16,695,693.63 530,070 530,070
CTS Corp. COM 126501105 21,031,446.10 1,423,930 1,423,930
Cuc Intil, Inc. CV 3.0% 02/15/2002 126545AD4 2,241,562.50 2,250,000 2,250,000
Cuisine Solutions, Inc. COM 229904107 25,025.00 38,500 38,500
Cullen/Frost Bankers, Inc. COM 229899109 27,506,113.25 1,020,635 1,020,635
Cutter & Buck, Inc. COM 232217109 4,081,804.20 1,106,180 1,106,180
CyberSource Corp. COM 23251J106 364,336.00 325,300 325,300
Cypress Semiconductor Corp. CV 3.75% 7/01/2005 232806AF6 195,312.50 250,000 250,000
Cytyc Corp. COM 232946103 4,083,163.00 152,300 152,300
Daktronics, Inc. COM 234264109 384,560.00 43,700 43,700
Datastream Systems, Inc. COM 238124101 6,432,768.00 2,144,256 2,144,256
Davide Campari-Milano Spa COM 7156724 2,063,265.36 83,200 83,200
Deere & Co. COM 244199105 260,864,543.22 6,936,290 6,936,290
Dell Computer Corp. COM 247025109 1,612,267.37 88,192 88,192
Delphi Automotive Systems COM 247126105 66,039,524.94 5,620,625 5,620,625
Dendrite International Inc COM 248239105 292,192.00 36,800 36,800
Deutsche Bank Financial CV 2.75% 2/8/2008 251526BE8 15,844,875.00 17,400,000 17,400,000
Devon Energy Corp. CV 0% 6/27/2020 25179MAD5 10,780,625.00 23,500,000 23,500,000
Devon Energy Corp. CV 4.95% 08/15/08 25179MAB9 598,500.00 600,000 600,000
Diageo plc COM 237400 792,944.45 76,600 76,600
Diageo plc ADR COM 25243Q205 148,315,067.70 3,573,985 3,573,985
Diagnostic Products Corp. COM 252450101 10,775,219.52 255,216 255,216
Diamoncluster Intl, Inc. COM 25278P106 7,874,681.00 799,460 799,460
Digene Corp COM 253752109 480,000.00 19,200 19,200
Digitalthink, Inc. COM 25388M100 188,975.31 24,447 24,447
Dionex Corp. COM 254546104 4,310,098.00 170,900 170,900
Dobson Communications Corp. COM 256069105 1,144,710.00 110,600 110,600
Docent, Inc. COM 25608L106 63,079.11 30,473 30,473
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
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NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Documentum, Inc. COM 256159104 8,215,880.40 1,003,160 1,003,160
Dominion Resources, Inc. COM 25746U109 263,438,984.74 4,438,864 4,438,864
Dominion Resources, Inc. CV PFD 9.5% 11/16/2004 25746U208 25,724,431.00 440,600 440,600
Donaldson Co., Inc. COM 257651109 20,020,562.32 694,676 694,676
Donnelly Corp. COM 257870105 1,619,215.80 114,838 114,838
Doral Financial Corp. COM 25811P100 46,235,050.00 1,191,625 1,191,625
DoubleClick, Inc. CV 4.75% 03/15/2006 258609AC0 10,705,499.99 15,600,000 15,600,000
Dow Chemical Co. COM 260543103 68,370,550.66 2,087,117 2,087,117
Dow Jones & Co., Inc. COM 260561105 132,136,382.79 2,908,691 2,908,691
Drexler Technology Corp. COM 261876106 1,401,200.00 90,400 90,400
Duke Energy Corp. COM 264399106 167,808,660.20 4,433,646 4,433,646
du Pont E.I. de Nemours & Co. 263534109 177,047,991.19 4,718,979 4,718,979
Dupont Photomask CV 0% 7/24/2004 26613XAC5 5,287,500.00 6,000,000 6,000,000
DUSA Pharmaceuticals Inc COM 266898105 201,096.00 19,600 19,600
Dynegy, Inc. 0 26816Q101 41,845,107.16 1,207,651 1,207,651
Earthlink, Inc. COM 270321102 4,113,623.00 270,100 270,100
Earthshell Container Corp COM 27032B100 22,000.00 10,000 10,000
Eastman Chemical Company COM 277432100 11,852,603.40 326,518 326,518
East-West Bancorp. Inc. COM 27579R104 15,497,348.57 662,563 662,563
Eaton Corp COM 278058102 41,401,467.51 699,231 699,231
eBay Inc. COM 278642103 1,369,032.14 30,404 30,404
eCollege.com, Inc. COM 2.79E+104 2,242,440.00 622,900 622,900
Edison Schools, Inc. COM 281033100 2,243,860.00 148,600 148,600
Educational Development Corp. COM 281479105 673,200.00 132,000 132,000
eFunds Corp. COM 28224R101 14,624,877.15 878,371 878,371
EGL, Inc. COM 268484102 3,915,883.25 441,475 441,475
Eigner & Partner COM 59780B206 1,220,631.28 9,979 9,979
Elan Corporation Plc. COM 307295 664,024.92 13,900 13,900
Elan Finance Corp CV 0% 12/14/18 284129AC7 19,044,625.00 25,100,000 25,100,000
Elcor Corp COM 284443108 195,923.00 9,100 9,100
Electronic Arts, Inc. COM 285512109 2,504,040.43 54,829 54,829
Electronics for Imaging Inc. 286082102 8,921,765.60 548,020 548,020
Electro Scientific Industries, Inc. 285229100 5,995,774.20 273,156 273,156
Eli Lilly, & Co. COM 532457108 998,016.90 12,367 12,367
Elite Pharmaceuticals, Inc COM 28659T200 62,800.00 10,000 10,000
eLoyalty Corp. COM 290151109 26,712.00 47,700 47,700
El Paso Corp. COM 28336L109 115,357,891.95 2,776,427 2,776,427
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
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NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
El Paso Corp. CV 0% 2/28/2021 28336LAC3 2,905,000.00 7,000,000 7,000,000
El Paso Ener Cap CVPFD 4.75% 03/31/28 283678209 2,201,352.00 40,200 40,200
EMC Corp. COM 268648102 91,281,227.87 7,768,943 7,768,943
Emcore Corp CV 5.0% 5/15/2006 290846AB0 1,282,500.00 2,000,000 2,000,000
EMCOR Group, Inc. COM 29084Q100 204,160.00 6,400 6,400
eMerge Interactive, Inc. COM 29088W103 1,110,450.00 673,000 673,000
Emerson Electric Co. COM 291011104 3,038,287.72 64,562 64,562
Ems Technologies Inc COM 26873N108 2,983,567.00 215,420 215,420
Endo Pharmaceut Holdings, Inc. COM 29264F205 4,229,178.10 389,786 389,786
Engelhard Corp COM 292845104 3,465,000.00 150,000 150,000
Entergy Corp. COM 29364G103 735,385.54 21,000 21,000
Entravision Communications COM 29382R107 159,030.00 18,600 18,600
Enzo Biochem Inc COM 294100102 10,440,135.04 615,574 615,574
Enzon, Inc. COM 293904108 2,218,500.00 43,500 43,500
EOG Resources Inc. COM 26875P101 32,069,396.81 1,108,517 1,108,517
EOP Operating LP CV 7.25% 11/15/2008 268766BR2 21,251,375.02 19,700,000 19,700,000
ESCO Technologies, Inc. COM 296315104 12,477,788.40 501,116 501,116
Estee Lauder Aces Tr II CV PFD 6.25% 2/23/2002 518438205 19,997,562.50 301,850 301,850
Ethan Allen Interiors Inc. COM 297602104 387,750.00 14,100 14,100
Everest Re Group Ltd. COM G3223R108 30,957,850.10 478,483 478,483
Evergreen Resources, Inc. COM 299900308 26,880,082.25 791,755 791,755
Exco Resources, Inc. COM 269279204 12,672,900.00 844,860 844,860
Exco Resources, Inc. CV PFD 5.0% 269279303 11,154,000.00 676,000 676,000
Exelon Corp. COM 30161N101 154,296,528.93 3,459,691 3,459,691
Exe Technologies, Inc. COM 301504106 1,003,068.00 491,700 491,700
Express Scripts Exch COM 302181201 2,572,693.75 25,300 25,300
Exxon Mobil Corp. COM 30231G102 719,936,209.52 18,273,375 18,273,375
Fairchild Semiconductor Corp. 303726103 8,095,620.00 504,400 504,400
Fair Isaac & Co., Inc. COM 303250104 6,409,111.00 135,700 135,700
Fancl Corp COM 6131261 330,027.70 6,600 6,600
Federal Agric Mtg Corp. Cl C COM 313148306 8,788,954.00 263,300 263,300
Federal Home Loan Mortgage Corp. 313400301 778,202.94 12,147 12,147
Federal National Mortgage Assoc. 313586109 142,883,817.42 1,784,709 1,784,709
Federal Signal Corp. 313855108 1,443,445.92 81,828 81,828
FEDERATED MUN SECS INCOME
TRPA MUN INCOME A 313923104 154,227.23 14,059 14,059
Ferro Corp. COM 315405100 14,809,122.50 638,875 638,875
Fifth Third Bancorp COM 316773100 79,879,334.78 1,299,801 1,299,801
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
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NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Financial Federal Corp. COM 317492106 33,652,146.50 1,373,557 1,373,557
First Consulting Group, Inc. COM 31986R103 10,987,263.35 1,222,165 1,222,165
First Data Corp. COM 319963104 252,471,389.40 4,333,865 4,333,865
First Data Corp. CV 2.0% 3/1/2008 319963AD6 12,102,500.00 11,750,000 11,750,000
First Technology plc COM 339135 4,742,354.05 1,005,100 1,005,100
First Tennessee National Corp. COM 337162101 464,757.00 12,561 12,561
FleetBoston Financial Corp. COM 339030108 268,262,365.86 7,400,637 7,400,637
Fleming Companies Inc. COM 339130106 528,050.00 17,900 17,900
Flextronics Intl., Ltd. COM Y2573F102 175,588.64 10,616 10,616
Flow International Corp. COM 343468104 11,889,914.96 1,228,297 1,228,297
Flowserve Corporation COM 34354P105 181,700.00 9,200 9,200
Fluor Corp. COM 343412102 6,949,365.50 180,503 180,503
Ford Motor Co. COM 345370860 308,639.15 17,789 17,789
Forest Oil Corp. COM 346091705 26,358,915.60 1,062,860 1,062,860
Forrester Research, Inc. COM 346563109 9,863,948.16 593,856 593,856
Fortune Brands, Inc. COM 349631101 21,171,468.91 632,336 632,336
FPL Group Inc. COM 302571104 373,243.50 6,970 6,970
Frontier Airlines, Inc. COM 359065109 11,863,998.00 1,432,850 1,432,850
FTI Consulting, Inc. COM 302941109 49,980.00 1,700 1,700
Fuelcell Energy, Inc. COM 35952H106 740,500.00 50,000 50,000
Fugro NV COM 4332895 2,382,269.74 47,900 47,900
Galen Holdings COM 363240102 4,775,000.00 125,000 125,000
Galen Holdings Plc. COM 40448 3,820,433.50 406,500 406,500
Gallagher (Arthur J.) & Co. COM 363576109 5,358,455.00 158,300 158,300
Gannett Co., Inc. COM 364730101 1,008,590.49 16,971 16,971
Gap Inc COM 364760108 91,974,108.78 7,696,914 7,696,914
Gartner Group Inc CL A COM 366651107 16,292,859.80 1,800,316 1,800,316
GBC Bancorp/California COM 361475106 743,036.00 23,800 23,800
Gemstar - TV Guide
International, Inc. 36866W106 1,328,454.00 67,400 67,400
General Dynamics Corp COM 369550108 9,971,857.92 112,906 112,906
General Electric Co. COM 369604103 5,934,647.07 159,802 159,802
General Mills, Inc. COM 370334104 18,686,076.50 410,683 410,683
General Motors Corp. COM 370442105 155,527,130.61 3,625,437 3,625,437
Genesco Inc COM 371532102 11,045,580.00 679,728 679,728
Genesis Microchip, Inc. COM 371933102 10,918,939.08 388,022 388,022
Genuine Parts Co. COM 372460105 44,709,711.48 1,403,318 1,403,318
Genzyme Corp. COM 372917104 4,387,572.00 96,600 96,600
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
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NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Georgia-Pacific Group COM 373298108 47,641,116.20 1,654,780 1,654,780
Georgia-Pacific Group CV PFD 7.5% 373298801 51,035,425.00 1,534,900 1,534,900
Georgia-Pacific Group (Timber Group) 373298702 134,350,846.00 3,709,300 3,709,300
Getronics N.V. COM 5971424 2,868,295.60 1,236,000 1,236,000
Getty Images, Inc. CV 5.0% 03/15/2007 374276AE3 11,265,937.50 15,250,000 15,250,000
Gildan Activewear Inc. CL A SUB VTG SHS A 375916103 3,871,628.85 321,297 321,297
Gillette Co COM 375766102 3,872,837.80 129,961 129,961
Gjensidige NOR Sparebank COM 4848820 778,454.53 29,800 29,800
G & K Services, Inc. COM 361268105 32,402,177.55 1,220,421 1,220,421
Glaxosmithline plc COM 925288 927,996.63 34,290 34,290
Global Industries, Ltd. COM 379336100 4,402,804.30 807,854 807,854
Global Payments Inc COM 37940X102 805,560.00 27,400 27,400
Goldman Sachs (ENE) CV 1.0% 5/25/2007 38141GAP9 241,125.00 300,000 300,000
Goldman Sachs Group Inc COM 38141G104 251,722.80 3,528 3,528
Good Guys, Inc.- Warrents COM 3820911 54,632.88 387,500 387,500
Good Guys, Inc.- Warrents COM 382091106 4,166,034.22 1,537,282 1,537,282
Graco Inc COM 384109104 717,250.00 23,750 23,750
Granite Construction, Inc. COM 387328107 20,101,336.94 783,984 783,984
Grey Wolf, Inc. COM 397888108 1,472,400.00 818,000 818,000
Grupo Dragados, S.A. COM 5687000 2,410,089.96 196,900 196,900
Guess, Inc. COM 401617105 1,264,477.35 196,043 196,043
Guidant corp COM 401698105 3,088,970.50 80,233 80,233
GUS PLC COM 384704 771,704.28 98,700 98,700
Gymboree Corp. COM 403777105 18,051,202.00 2,777,108 2,777,108
Halma Plc COM 405207 171,294.46 104,811 104,811
Hanger Orthopedic Group, Inc. COM 41043F208 4,504,417.00 1,217,410 1,217,410
Hanmi Financial Corp. COM 410495105 230,520.00 16,950 16,950
Hanover Compressor Co. CV 4.75% 3/15/2008 410768AC9 3,892,500.00 4,500,000 4,500,000
Harman International
Industries, Inc. 413086109 3,015,000.00 90,000 90,000
Harrah's Entertainment, Inc. COM 413619107 20,388,930.66 754,866 754,866
Harvard Bioscience, Inc. COM 416906105 7,643,220.00 764,322 764,322
Hays plc COM 416102 2,614,712.15 1,172,340 1,172,340
HCA- The Healthcare Co. COM 404119109 101,716,885.58 2,295,662 2,295,662
HCC Insurance Holdings, Inc. COM 404132102 7,385,040.00 280,800 280,800
Health Care Properties COM 421915109 261,460.00 6,800 6,800
Healthcare Realty Trust, Inc. COM 421946104 60,734,242.51 2,381,735 2,381,735
Healthcare Service Group, Inc. COM 421906108 12,650,401.80 1,561,778 1,561,778
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
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NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Health Net, Inc. COM 42222G108 54,308,877.68 2,825,644 2,825,644
Healthsouth Corp. CV 3.25% 04/01/03 421924AF8 8,350,500.00 8,790,000 8,790,000
Heinz (H.J.) Co. COM 423074103 51,979,211.40 1,233,196 1,233,196
Helix Technology Corp. COM 423319102 2,539,936.00 156,400 156,400
Helmerich & Payne, Inc. COM 423452101 24,356,050.20 933,182 933,182
Hershey Foods Corp. COM 427866108 39,031,250.34 597,082 597,082
Hewlett-Packard Co. COM 428236103 442,605.10 27,491 27,491
Hisamitsu Pharmaceutical Co. COM 6428907 730,933.84 44,000 44,000
Hitachi Ltd. COM 6429104 465,995.80 71,000 71,000
HIT Entertainment plc COM 935340 29,205.00 11,800 11,800
Honeywell International Inc. COM 438516106 47,437,501.24 1,796,987 1,796,987
Hooper Holmes, Inc. COM 439104100 19,242,019.68 3,083,657 3,083,657
Horizon Offshore, Inc. COM 44043J105 1,821,252.60 298,566 298,566
Hot Topic, Inc. COM 441339108 559,730.00 22,300 22,300
H & R Block, Inc. COM 93671105 4,713,111.68 122,228 122,228
Hubbell, Inc. 443510201 33,005,008.44 1,131,859 1,131,859
Hudson United Bancorp COM 444165104 1,087,408.00 39,200 39,200
Hughes Supply, Inc. COM 444482103 16,576,526.60 743,342 743,342
Humana Inc. COM 444859102 9,227,431.62 765,127 765,127
ICN Pharmaceuticals, Inc. COM 448924100 2,861,610.00 108,600 108,600
ICOS Corp. COM 449295104 3,119,914.00 63,400 63,400
ICU Medical, Inc. COM 44930G107 24,043,680.00 601,092 601,092
IDEC Pharmaceuticals Corp COM 449370105 2,042,284.00 41,200 41,200
IDEX Corp. COM 45167R104 16,631,392.05 601,497 601,497
ILEX Oncology, Inc. COM 451923106 11,912,376.32 453,632 453,632
Illinois Tool Works, Inc. COM 452308109 326,714,889.98 6,038,360 6,038,360
Illuminet Holdings, Inc. CDT-COM 452334105 3,377,179.92 88,131 88,131
IMC Global, Inc. COM 449669100 33,080,562.00 3,675,618 3,675,618
Imclone Systems COM 45245W109 1,724,775.00 30,500 30,500
Indymac Bancorp, Inc. COM 456607100 7,378,338.93 272,163 272,163
InFocus Corp. COM 45665B106 12,874,555.80 986,556 986,556
Information Holdings, Inc. COM 456727106 11,375,429.08 579,197 579,197
Insight Enterprises, Inc. COM 45765U103 19,187,485.10 1,356,965 1,356,965
Insituform Technologies COM 457667103 434,775.00 25,500 25,500
Integral Technologies, Inc. COM 45810J103 19,624.50 26,700 26,700
Integrated Device Technology, Inc. 458118106 778,644.00 38,700 38,700
Intel Corp. COM 458140100 66,342,565.81 3,255,137 3,255,137
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
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NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Interactive Objects, Inc. COM 45839B107 7,200.00 16,000 16,000
Intergraph Corp. COM 458683109 6,842,633.00 764,540 764,540
Interlink Electronics, Inc. COM 458751104 433,440.00 201,600 201,600
International Business Machines Cor 459200101 77,601,045.33 840,876 840,876
International Game Technology COM 459902102 2,061,250.00 48,500 48,500
International Paper Capital Trust CVPFD 5.25% 460137300 6,600,000.00 150,000 150,000
International Paper Co. COM 460146103 222,098,072.29 6,382,440 6,382,440
Interpublic Group of Cos. CV 1.8% 09/16/04 460690AF7 5,217,550.00 5,980,000 5,980,000
Intersil Holding Corp COM 46069S109 2,303,400.00 82,500 82,500
Intimate Brands, Inc. COM 461156101 519,303.00 58,500 58,500
Intl. Flavors & Fragrances Inc. 459506101 21,341,873.67 770,743 770,743
Intrado, Inc. COM 46117A100 5,686,256.00 221,600 221,600
Intuit, Inc. COM 461202103 4,148,539.80 115,881 115,881
Invacare Corp. COM 461203101 50,547,685.50 1,248,091 1,248,091
Invitrogen Corp. COM 46185R100 6,181,440.00 94,000 94,000
Ionics, Inc. COM 462218108 2,584,592.67 116,897 116,897
IPSOS COM 5711114 2,125,317.13 40,300 40,300
Irish Life & Permanent plc COM 4455253 751,564.25 77,565 77,565
Iron Mountain, Inc. COM 462846106 45,948,858.65 1,108,537 1,108,537
ITG Group plc COM 489104 463,840.44 137,600 137,600
ITT Educational Services, Inc. COM 45068B109 11,815,232.00 369,226 369,226
ITT Industries, Inc. COM 450911102 6,649,086.97 148,705 148,705
IVAX Corp. COM 465823102 4,428,169.30 199,737 199,737
IVAX Corp. CV 5.5% 05/15/07 465823AD4 4,035,000.00 4,000,000 4,000,000
Ivex Packaging Corp. COM 465855104 35,006,616.70 2,053,174 2,053,174
Jack in the Box, Inc. COM 466367109 21,231,812.00 758,279 758,279
Jacobs Engineering Group, Inc. COM 469814107 32,684,870.40 523,796 523,796
Jardine Lloyd Thompson Group COM 520337 1,603,962.48 228,100 228,100
Jarvis plc COM 471350 9,917,247.80 1,611,754 1,611,754
J.C. Penney Company, Inc. COM 708160106 38,552,103.00 1,760,370 1,760,370
Jds Uniphase Corp. COM 46612J101 254,070.33 40,201 40,201
J.D. Wetherspoon plc COM 163895 2,104,582.73 418,800 418,800
Jefferies Group Inc COM 472319102 696,300.00 21,100 21,100
Jefferson-Pilot Corp. COM 475070108 28,525,024.00 641,300 641,300
Johnson Controls, Inc, COM 478366107 7,510,363.56 115,119 115,119
Johnson & Johnson COM 478160104 2,918,750.77 52,685 52,685
Johnson Matthey PLC COM 476407 123,525.00 13,500 13,500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
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SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Jones Apparel Group CV 0% 2/1/2021 480081AD0 7,621,968.75 15,675,000 15,675,000
Jones Apparel Group Inc. COM 480074103 1,055,286.00 41,400 41,400
Journal Register Co. COM 481138105 257,400.00 15,600 15,600
J.P. Morgan Chase & Co. COM 46625H100 115,965,414.84 3,395,870 3,395,870
Julius Baer Holding AG-B COM 7194177 643,035.04 2,190 2,190
Juniper Networks, Inc. COM 48203R104 153,298.80 15,804 15,804
Juniper Networks, Inc. CV 4.75% 3/15/07 48203RAA2 9,930,937.50 16,050,000 16,050,000
Katokichi Co. Ltd. COM 6484244 7,065,190.37 320,800 320,800
Kaydon Corp. COM 486587108 11,560,245.97 552,329 552,329
Keane, Inc. COM 486665102 19,905,863.25 1,458,305 1,458,305
Keithley Instruments, Inc. COM 487584104 216,685.00 15,100 15,100
Kerr-McGee Corp. COM 492386107 33,382,853.81 643,091 643,091
Kerr-McGee Corp. CV 5.25% 02/15/2010 492386AP2 10,234,250.00 9,400,000 9,400,000
Kerr-McGee Corp. CVPFD. 5.5% 492386305 6,555,000.00 190,000 190,000
Kimberly Clark Corp. COM 494368103 4,845,920.00 78,160 78,160
Kinder Morgan, Inc. COM 49455P101 5,442,626.00 110,600 110,600
Kmart Corp. COM 482584109 25,847,321.43 3,697,757 3,697,757
Knight Ridder Inc. COM 499040103 3,250,470.00 58,200 58,200
Kohl's Corp. COM 500255104 300,576.00 6,262 6,262
Kopin Corp COM 500600101 705,068.00 67,600 67,600
Kos Pharmaceuticals, Inc. COM 500648100 5,084,212.45 182,557 182,557
Kraft Food, Inc. COM 50075N104 4,615,203.60 134,280 134,280
Kronos, Inc. COM 501052104 21,590,411.70 525,954 525,954
KV Pharmaceutical Co-CL COM 482740206 16,578,034.72 613,093 613,093
L-3 Communications Hldgs COM 502424104 5,579,310.00 63,800 63,800
L-3 Communications Hldgs CV 5.25% 6/1/2009 502424AB0 19,507,031.25 15,225,000 15,225,000
Laboratory Corp. of America Holdings 50540R409 8,175,228.60 101,116 101,116
Labor Ready, Inc. COM 505401208 1,508,870.00 473,000 473,000
Lamar Advertising Co. COM 512815101 2,183,040.00 72,000 72,000
Lam Research Corp CV 5.0% 9/01/2002 512807AC2 2,103,718.75 2,065,000 2,065,000
Lantronix, Inc. COM 516548104 3,050,610.00 500,100 500,100
Le Croy Corp. COM 52324W109 8,072,912.38 416,774 416,774
Leggett & Platt, Inc. COM 524660107 3,865,036.50 198,207 198,207
Lehman Brothers Holdings, Inc. COM 524908100 589,591.35 10,371 10,371
Lexent, Inc. COM 52886Q102 1,671,125.00 230,500 230,500
Liberty Media Corp.-A COM 530718105 16,340,213.70 1,286,631 1,286,631
Liberty Media (MOT) CV 3.5% 1/15/2031 530715AN1 2,494,375.00 3,250,000 3,250,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Liberty Media (VIA) 144A CV 3.25% 3/15/2031 530715AP6 2,177,968.75 2,650,000 2,650,000
Lightbridge, Inc. COM 532226107 3,372,250.00 329,000 329,000
Lockheed Martin Corp. COM 539830109 175,893,158.56 4,020,543 4,020,543
Loews Corp. COM 540424108 2,693,496.00 58,200 58,200
Loews Corp. CV 3.125% 09/15/07 540424AL2 2,508,750.00 3,000,000 3,000,000
Lojack Corp. COM 539451104 165,500.00 33,100 33,100
Lomak Financing Trust CV PFD 5.75% 11/01/2027 541505400 1,608,637.50 54,300 54,300
London Bridge Software
Holdings plc 379829 1,888,666.57 1,291,000 1,291,000
Lord Abbett Affiliated
Fund, Inc. 544001506 58,966,190.43 4,599,547 4,599,547
Lord Abbett Bond
Debenture Fund 544004401 45,433,739.71 5,931,298 5,931,298
Lord Abbett Developing
Growth Fund, Inc. 544006505 42,368,530.47 3,455,834 3,455,834
Lord Abbett International Series 543915813 61,484,305.07 8,079,409 8,079,409
Lord Abbett Investment
Trust - Total Return 54400U106 12,557,655.71 1,200,541 1,200,541
Lord Abbett Research
Fund, Inc. Small-Cap 543913800 43,387,916.64 2,154,316 2,154,316
Loudeye Technologies, Inc. COM 545754103 15,600.00 30,000 30,000
Louis Dreyfus Natural Gas Corp. 546011107 1,629,910.00 41,900 41,900
Lowes Co., Inc. CV 0% 2/16/2021 548661CF2 4,136,687.50 6,050,000 6,050,000
LSI Logic Corp. CV 4% 2/15/2005 502161AE2 13,830,750.00 17,075,000 17,075,000
Lucent Technologies, Inc. COM 549463107 177,811,179.15 31,032,563 31,032,563
Lucent Technologies, Inc. CV 8.0% 8/1/2031 549463206 29,540,625.00 28,750 28,750
Lydall, Inc. COM 550819106 2,375,089.20 359,862 359,862
Mack-Cali Realty Corp COM 554489104 11,729,904.00 378,384 378,384
Magna Intl. CV 4.875% 02/15/05 559222AG9 9,016,000.00 8,960,000 8,960,000
Mail-Well, Inc. CV 5% 11/01/2002 560321AD3 8,736,172.50 9,350,000 9,350,000
Management Network Group, Inc. COM 561693102 1,860,375.00 307,500 307,500
Manhattan Associates, Inc. COM 562750109 3,784,624.00 223,150 223,150
Manitowoc Co., Inc. COM 563571108 501,768.00 20,700 20,700
Manor Care, Inc. COM 564055101 40,989,273.30 1,458,693 1,458,693
Manugistics Group, Inc. CV 5% 11/1/2007 565011AB9 12,427,187.50 21,850,000 21,850,000
Mapinfo Corp COM 565105103 111,690.00 15,300 15,300
Marcus Corp. COM 566330106 21,164,772.00 1,763,731 1,763,731
Marionnaud Parfumeries COM 5495463 692,223.39 18,219 18,219
Markel Corp. COM 570535104 21,635,835.00 110,953 110,953
Matria Healthcare, Inc. COM 576817209 21,592,916.94 894,487 894,487
Matthews International Corp. COM 577128101 26,967,666.14 1,222,469 1,222,469
Maverick Tube Corp. COM 577914104 14,368,552.98 1,585,933 1,585,933
Maxim Pharmaceuticals, Inc. COM 57772M107 908,895.00 230,100 230,100
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Maximus COM 577933104 1,402,469.00 35,300 35,300
May Department Stores Co. COM 577778103 18,636,498.90 642,195 642,195
MBNA Corp. COM 55262L100 248,771.77 8,213 8,213
McDonald's Corp. COM 580135101 3,419,015.78 125,977 125,977
McKessen Corp. COM 58155Q103 29,171,199.22 772,073 772,073
McLeod USA, Inc. COM 582266102 14,399.77 18,701 18,701
M.D.C. Holdings, Inc. COM 552676108 15,420,109.32 556,281 556,281
Mediacom Communications Corp. COM 58446K105 3,041,202.00 233,400 233,400
Mediaone Group CVPFD 7% 11/15/02 58440J500 9,828,975.00 385,450 385,450
Medicines Company COM 584688105 1,764,785.00 291,700 291,700
Medtronic, Inc. COM 585055106 442,917.00 10,182 10,182
Mellon Financial Corp. COM 58551A108 394,104,053.13 12,190,426 12,190,426
Mentor Corp COM 587188103 427,570.00 16,900 16,900
Merck & Co., Inc. COM 589331107 44,511,377.40 668,339 668,339
Mercury Computer Systems Inc COM 589378108 4,712,525.00 125,500 125,500
Mercury Interactive Corp. CV 4.75% 07/01/2007 589405AB5 11,974,812.51 17,675,000 17,675,000
Merrill Lynch & Co. CV 0% 5/23/2031 590188A65 492,812.50 1,000,000 1,000,000
MERRILL LYNCH INTL EQUITY FDCL C 59019A300 304,099.01 42,651 42,651
MERRILL LYNCH LATIN AMER FD CL D 59019Q404 1,907.74 181 181
Merrill Lynch (SX5E) CV 1.5% 12/15/2005 59018SU36 16,900,125.00 18,700,000 18,700,000
Mesa Air Group Inc COM 590479101 1,630,622.66 500,191 500,191
MetLife, Inc. COM 59156R108 1,219,185.00 41,050 41,050
MetLife, Inc. CV PFD 8% 5/15/2003 59156R207 84,784,700.00 910,000 910,000
Metris Companies, Inc. COM 591598107 10,694,475.00 432,100 432,100
Metro One Telecommunications COM 59163F105 519,680.00 22,400 22,400
Metwave Comunications Corp. COM 591409107 886,410.00 328,300 328,300
Michael Baker Corp. COM 57149106 8,454,777.98 689,623 689,623
Michaels Stores, Inc. COM 594087108 4,275,180.00 117,000 117,000
Microchip Technology Inc. COM 595017104 2,174,418.00 81,135 81,135
Microsoft Corp. COM 594918104 10,747,233.34 210,235 210,235
MICROS Systems, Inc. COM 594901100 28,975,228.90 1,630,570 1,630,570
Mid Atlantic Medical Services COM 59523C107 14,276,010.00 679,810 679,810
Midwest Express Holdings, Inc. Inc. 597911106 4,916,311.80 463,803 463,803
Minnesota Mining &
Manufacturing Co. 604059105 273,920,926.97 2,783,861 2,783,861
Mitsubishi Pharma Corp COM 6987505 1,751,321.50 147,000 147,000
MLP AG COM 5720273 5,188,701.91 86,931 86,931
ML SENIOR FLOATING RT FD 59019R105 112,640.00 11,264 11,264
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Modtech Holdings, Inc. COM 60783C100 163,009.55 20,900 20,900
Mohawk Industries, Inc. COM 608190104 202,125.00 5,500 5,500
Molecular Devices Corp. COM 60851C107 9,621,651.12 516,183 516,183
Molex, Inc. Class A COM 608554101 346,793.07 12,337 12,337
Moog Inc.-Class A COM 615394202 13,247,281.09 586,942 586,942
Morgan Stanley Dean Witter & Co. 617446448 118,707,080.46 2,561,246 2,561,246
Morgan St Dean Witter CV PFD 8.0% 4/30/2002 61744Y835 242,812.50 37,500 37,500
Motorola, Inc. COM 620076109 4,923,063.60 315,581 315,581
MSC Industrial Direct Co. COM 553530106 41,559,553.98 2,608,886 2,608,886
M&T Bank Corp. COM 55261F104 80,000,216.00 1,081,084 1,081,084
Multilink Technology Corp. COM 62544T109 873,213.00 168,900 168,900
Mylan Laboratories, Inc. COM 628530107 64,809,546.48 1,986,804 1,986,804
Nabors Industries, Inc. COM 629568106 1,270,782.00 60,600 60,600
National Data Corp. COM 635621105 15,069,384.00 418,594 418,594
National Instruments Corp. COM 636518102 2,889,168.00 110,400 110,400
National-Oilwell Inc. COM 637071101 8,109,038.00 559,244 559,244
NCI Building Systems, Inc. COM 628852105 3,508,316.50 305,071 305,071
NCO Group, Inc. COM 628858102 13,333,239.36 974,652 974,652
Nestle Holding Inc. CV 3.0% 5/09/2005 5948213 11,090,064.00 10,280,000 10,280,000
Nestor Healthcare Group plc COM 631303 1,675,076.01 229,000 229,000
Net.B@nk Inc. COM 640933107 1,106,405.19 134,586 134,586
Network Associaties, Inc. 144A CV 5.25% 8/15/2006 64123LAA9 2,183,250.00 2,050,000 2,050,000
Newell Rubbermaid, Inc. COM 651229106 36,647,717.46 1,613,726 1,613,726
New York Community Bancorp COM 649445103 1,411,051.96 60,795 60,795
NextCard, Inc. COM 65332K107 2,727,863.32 428,236 428,236
Nextel Communications, Inc. COM 65332V103 348,824.80 40,280 40,280
Nextel Communications, Inc. CV 5.25% 1/15/2010 65332VAY9 5,791,250.00 11,300,000 11,300,000
Niagara Mohawk Holdings Inc. COM 653520106 17,701,390.03 1,043,099 1,043,099
NIKE, Inc. 654106103 121,217,025.44 2,589,690 2,589,690
Nintendo Co Ltd COM 6639550 593,736.21 4,200 4,200
Nokia Oyj COM 654902204 443,301.90 28,326 28,326
Nokia Qyj COM 5902941 452,878.19 28,137 28,137
Nordson Corp. COM 655663102 16,320,267.55 746,923 746,923
Norfolk Southern Corp COM 655844108 3,416,311.60 211,930 211,930
North Amer Palladium Ltd. COM 656912102 4,964,572.00 907,600 907,600
Northeast Utilities COM 664397106 42,032,124.11 2,244,107 2,244,107
Novellus Systems, Inc. COM 670008101 87,422,447.06 3,061,130 3,061,130
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
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SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Noven Pharmaceuticals, Inc. COM 670009109 13,435,973.90 742,319 742,319
Novogen Ltd. COM 6648244 1,794,375.59 3,357,500 3,357,500
Novoste Corp. COM 67010C100 3,896,377.66 657,062 657,062
NRG Energy, Inc. CV PFD 6.5% 5/15/2004 629377201 6,014,000.00 310,000 310,000
NTT DoCoMo, Inc. COM 6129277 585,703.78 44 44
Numerical Technologies, Inc. COM 67053T101 10,137,221.60 610,676 610,676
NVR Inc. COM 62944T105 913,315.00 6,500 6,500
NXT plc COM 439756 1,273,400.26 1,246,161 1,246,161
Oak Technology, Inc. COM 671802106 8,626,698.60 1,105,987 1,105,987
Occidental Petroleum OCCIDENTAL PETE CORP 674599105 236,098.00 9,700 9,700
O'Charleys, Inc. COM 670823103 8,622,008.15 502,741 502,741
Octel COM 675727101 423,400.00 23,200 23,200
Ocular Sciences, Inc. COM 675744106 9,793,062.00 483,608 483,608
Ocwen Financial Corp. COM 675746101 194,670.00 27,000 27,000
Odyssey Re Holdings Corp. COM 67612W108 23,082,143.28 1,673,832 1,673,832
Office Depot, Inc. COM 676220106 28,291,957.60 2,080,291 2,080,291
Office Depot, Inc. CV 0% 12/11/2007 676220AA4 5,278,687.50 7,050,000 7,050,000
Ogden Corp CV 6% 6/1/2002 4655978 1,970,000.00 2,000,000 2,000,000
Ohio Casualty Corp. COM 677240103 198,747.00 15,300 15,300
OM Group, Inc. COM 670872100 24,717,110.00 449,402 449,402
Omnicare, Inc. COM 681904108 222,666.00 10,200 10,200
Omron Corp. COM 6659428 2,170,341.57 167,000 167,000
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Online Resources Corp. COM 68273G101 15,795.00 13,500 13,500
Open Text Corp. COM 683715106 6,036,360.00 280,500 280,500
OpticNet, Inc. COM 683868103 12,951.64 161,896 161,896
Oracle Corp. COM 68389X105 1,406,708.18 111,821 111,821
Orbital Sciences Corp. COM 685564106 4,729,923.38 2,598,859 2,598,859
Orbital Sciences Corp. CV 5% 10/01/2002 685564AC0 4,065,000.00 6,000,000 6,000,000
Orthofix International N.V. COM N6748L102 29,796,208.50 1,045,481 1,045,481
Osh Kosh B'Gosh Inc- Class A COM 688222207 1,157,000.00 44,500 44,500
Outback Steakhouse Inc. COM 689899102 3,321,617.00 129,700 129,700
Pace Micro Technology COM 667278 23,664.00 10,200 10,200
Pacific Sunwear of California, Inc. 694873100 15,077,507.51 1,096,546 1,096,546
Packaging Corp. of America COM 695156109 1,447,665.00 93,700 93,700
Pactiv Corp. COM 695257105 58,804,332.30 4,058,270 4,058,270
Palm, Inc. COM 696642107 9,736,741.65 6,669,425 6,669,425
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
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SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Paramount Bed Co. Ltd. COM 6699349 4,797,953.07 180,400 180,400
Park24 Co. Ltd COM 6667733 4,536,756.66 76,160 76,160
Parker Drilling Co. CV 5.5% 08/01/04 701081AD3 19,691,150.00 21,940,000 21,940,000
PartnerRe Holdings Ltd. COM G6852T105 38,743,565.10 822,581 822,581
Pathmark Stores, Inc. COM 70322A101 4,817,405.60 202,412 202,412
Patina Oil & Gas Corp. COM 703224105 11,856,339.00 515,493 515,493
PATTERSON-UTI ENERGY INC COM 703481101 410,920.56 33,246 33,246
Paxar Corp. COM 704227107 177,225.00 13,900 13,900
Pegasus Solutions, Inc. COM 705906105 8,551,588.88 1,020,476 1,020,476
PeopleSoft, Inc. COM 712713106 135,814,611.01 7,528,790 7,528,790
PepsiCo, Inc. COM 713448108 346,548,918.83 7,145,658 7,145,658
Peregrine Systems, Inc. COM 71366Q101 2,056,176.63 162,801 162,801
Performance Food Group Co. COM 713755106 16,703,402.04 585,468 585,468
Performance Technolgies, Inc. COM 71376K102 2,738,525.88 333,154 333,154
Perkinelmer Inc. CV 0% 8/07/2020 714046AA7 1,813,950.00 3,480,000 3,480,000
P.F. Changes China's Bistro, Inc. 69333Y108 14,819,873.60 412,580 412,580
Pfizer, Inc. COM 717081103 5,574,787.74 139,342 139,342
Pharmaceutical Product
Development, Inc. 717124101 28,998,915.98 990,062 990,062
Pharmacia Corp. COM 71713U102 71,062,093.97 1,752,128 1,752,128
Pharmacia Corp. CV PFD 6.5% 11/30/2001 71713U201 5,505,450.00 144,500 144,500
Phelps Dodge Corp. COM 717265102 1,334,437.50 48,525 48,525
Philip Morris Co., Inc. COM 718154107 5,980,625.66 124,136 124,136
Phillips Petroleum Co 718507106 207,366.94 3,844 3,844
Phillips-Van Heusen Corp. COM 718592108 13,362,039.90 1,349,701 1,349,701
Phoenix Technologies Ltd. COM 719153108 9,360,016.06 933,202 933,202
Pilkington plc COM 688462 6,005,737.86 3,765,026 3,765,026
Plantronics, Inc. COM 727493108 30,965,954.25 1,816,185 1,816,185
Potash Corp. of Saskatchewan Inc. 73755L107 81,100,734.41 1,456,289 1,456,289
Practiceworks Inc COM 739419109 61,200.00 10,200 10,200
Praxair, Inc. COM 74005P104 158,718,254.66 3,779,158 3,779,158
Precision Castparts Corp. COM 740189105 1,665,000.00 75,000 75,000
Prentiss Properties Trust COM 740706106 10,478,737.50 381,045 381,045
Pride International, Inc. COM 74153Q102 10,676,640.00 1,026,600 1,026,600
Prima Energy Corp. COM 741901201 6,572,436.60 296,724 296,724
Priority Healthcare Corp. COM 74264T102 436,800.00 18,200 18,200
Progress Energy, Inc. COM 743263105 129,217,622.40 3,005,760 3,005,760
ProsoftTraining.com COM 743477101 288,959.36 451,499 451,499
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Protein Design Labs, Inc CV 5.5% 2/152007 74369LAB9 3,750,000.00 4,000,000 4,000,000
Providian Financial Corp. CV 3.25% 08/15/2005 74406AAA0 7,273,750.00 11,000,000 11,000,000
Province Healthcare Co. COM 743977100 30,598,982.48 832,852 832,852
PSS World Medical, Inc. COM 69366A100 1,383,986.88 145,072 145,072
Public Service
Enterprise Group, Inc. 744573106 113,202,404.62 2,660,560 2,660,560
Pulte Homes, Inc. COM 745867101 4,652,363.50 151,790 151,790
Qlt Inc. COM 746927102 4,951,641.30 320,910 320,910
Quaker Fabric Corp. COM 747399103 29,200.00 4,000 4,000
QUALCOMM, Inc. COM 747525103 56,725,062.06 1,193,271 1,193,271
Quicksilver, Inc. COM 74838C106 21,152,511.92 1,712,754 1,712,754
Quintiles Transnational Corp COM 748767100 4,808,364.00 329,340 329,340
Qwest Communications Intl, Inc. 749121109 188,693.30 11,299 11,299
Radiance Medical Systems, Inc. COM 750241101 735,750.00 545,000 545,000
RadiSys Corp. COM 750459109 16,669,200.00 1,389,100 1,389,100
Range Resources Corp. CV 6.0% 2/1/2007 541509AF2 3,566,125.00 4,700,000 4,700,000
Rational Software Corp CV 5.0% 2/01/2007 75409PAC7 5,512,500.00 7,500,000 7,500,000
Raytheon Co. COM 755111507 3,372,869.75 97,061 97,061
Read-Rite Corp. COM 755246105 7,085,133.00 2,401,740 2,401,740
RealNetworks, Inc. COM 75605L104 2,018,358.00 415,300 415,300
Reckitt Benckiser plc COM 727871 875,776.51 61,800 61,800
Regent Communications, Inc. COM 758865109 6,827,282.00 1,134,100 1,134,100
Reliant Energy, Inc. COM 75952J108 7,708,180.48 292,864 292,864
Remington Oil & Gas Corp. COM 759594302 5,614,314.09 428,901 428,901
Renaissancere Holdings Ltd COM G7496G103 4,836,704.00 54,400 54,400
Renal Care Group, Inc. COM 759930100 49,620,932.80 1,612,640 1,612,640
Res-Care, Inc. COM 760943100 1,465,200.00 162,800 162,800
RF Micro Devices, Inc. COM 749941100 2,418,210.00 145,500 145,500
RF Micro Devices, Inc. CV 3.75% 8/15/2005 749941AB6 999,375.00 1,300,000 1,300,000
R.H. Donnelley Corp. COM 74955W307 9,893,211.20 378,760 378,760
Riverdeep Group plc ADR 76870Q109 3,654,574.00 249,800 249,800
Roadway Express Inc COM 769742107 6,834,043.92 283,688 283,688
Robbins & Myers, Inc. COM 770196103 24,301,621.55 985,867 985,867
Rogers Corp. COM 775133101 49,763,020.56 1,770,296 1,770,296
Rohm & Haas Co. COM 775371107 2,700,668.88 82,438 82,438
Royal Bank of Scotland plc 754783 826,749.20 39,200 39,200
Rsa Security Inc COM 749719100 3,970,955.75 295,019 295,019
RTI International Metals, Inc. RTI INTL METALS INC COM 74973W107 5,620,042.65 673,059 673,059
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
SHARES MENT
OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Ruby Tuesday Inc COM 781182100 962,410.00 61,300 61,300
Rudolph Technologies, Inc. COM 781270103 6,778,540.80 274,880 274,880
Russ Berrie & Co., Inc. COM 782233100 10,555,199.20 396,812 396,812
Ryan's Family Stk Houses, Inc. COM 783519101 3,782,304.48 220,929 220,929
S1 Corp. COM 78463B101 16,448,879.52 1,944,312 1,944,312
Saba Software, Inc. COM 784932105 1,234,124.10 623,295 623,295
Sabre Holdings Corp. COM 785905100 3,729,026.70 139,455 139,455
Safelite Glass Corp (A)-Warrant -
(Result of Reorg) 786450965 13,757.24 173,922 173,922
Safelite Glass Corp (B)-Warrant -
(Result of Reorg) 786450973 13,751.44 115,948 115,948
Safelite Glass Corp Class B -
(Result of Reorg) 786450981 13,753.60 70,968 70,968
Sage Group Plc (The) COM 802165 32,700.00 20,000 20,000
Salem Communications Corp. 0 794093104 2,971,800.00 152,400 152,400
Sap AG COM 4846288 5,692,433.10 54,115 54,115
SBC Communications, Inc. COM 78387G103 240,752,021.62 5,109,762 5,109,762
Schering-Plough Corp. COM 806605101 328,808,368.68 8,863,111 8,863,111
Schlumberger Ltd. COM 806857108 93,882,620.24 2,054,508 2,054,508
Scios, Inc. COM 808905103 8,789,070.96 530,741 530,741
Sci Systems, Inc. CV 3% 3/15/2007 783890AF3 3,092,250.00 4,200,000 4,200,000
Sears, Roebuck & Co. COM 812387108 27,416,729.24 791,516 791,516
Seattle Genetics, Inc. COM 812578102 1,511,000.00 302,200 302,200
Seitel, Inc. COM 816074306 11,716,712.10 1,165,842 1,165,842
Selfridges Plc COM 291978 35,634.50 12,100 12,100
Semco Energy, Inc. CV 11.0% 8/16/2003 78412D307 11,376,000.00 960,000 960,000
Semitool, Inc. COM 816909105 16,102,797.08 1,684,393 1,684,393
Semtech Corp. COM 816850101 2,415,138.00 85,100 85,100
Sensient Technologies Corp. COM 81725T100 31,833,602.64 1,708,728 1,708,728
Shaw Group Inc. COM 820280105 876,087.00 31,100 31,100
Shire Finance Ltd 144A CV 2.0% 8/21/2011 82481UAA7 1,932,500.00 2,000,000 2,000,000
SICOR, Inc. COM 825846108 35,181,944.96 1,862,464 1,862,464
Siebel Systems, Inc. COM 826170102 242,246.20 18,620 18,620
Sierra Health Services Inc. Inc. 826322109 18,868,987.60 2,273,372 2,273,372
Signal Technology Corp. COM 826675100 265,290.00 37,000 37,000
Silicon Storage Technology, Inc. 827057100 4,733,633.29 1,022,383 1,022,383
Silicon Valley Bancshares COM 827064106 10,459,277.20 517,786 517,786
Simon Property Group, Inc. CV PFD 6.5% 9/24/2003 828806406 5,880,937.50 76,500 76,500
Simpson Manufacturing Co., Inc. 829073105 19,897,048.00 375,416 375,416
Sinclair Broadcasting Group, Inc. CVPFD 6% 829226505 3,489,125.00 135,500 135,500
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Sirena Apparel Group, Inc. COM 82966Q102 330 330,000 330,000
Six Flags, Inc. CV PFD 7.25% 8/15/2009 83001P505 3,945,375.00 189,000 189,000
SkillSoft Corp. COM 83066P101 1,699,265.26 106,337 106,337
Skywest, Inc. COM 830879102 17,810,478.40 1,065,220 1,065,220
SL Green Realty Corp COM 78440X101 10,614,296.96 336,748 336,748
SLI, Inc. COM 78442T108 4,324,587.75 1,669,725 1,669,725
Smartforce plc 83170A206 9,057,893.96 553,661 553,661
Smithfield Foods, Inc. COM 832248108 14,580,766.65 692,673 692,673
Smurfit-Stone Container Corp COM 832727101 474,957.00 35,900 35,900
Snap-on, Inc. COM 833034101 33,109,896.82 1,482,754 1,482,754
Sogecable S.A. COM 5730669 2,048,795.57 94,000 94,000
Solutia, Inc. COM 834376105 39,265,269.60 3,166,554 3,166,554
Sonic Corp. COM 835451105 679,168.00 22,400 22,400
Sonosite, Inc. COM 83568G104 8,525,160.00 417,900 417,900
Southcorp Limited COM 6764689 896,479.45 243,500 243,500
Southwest Airlines Co. COM 844741108 117,008,771.66 7,884,968 7,884,968
Southwest Bancorp of Texas COM 84476R109 838,950.00 28,200 28,200
Southwest Gas Corp. COM 844895102 33,679,146.80 1,588,639 1,588,639
Spacelabs Medical, Inc. COM 846247104 492,880.00 40,400 40,400
Sprint Corp. (PCS Group) 852061506 336,222.81 12,789 12,789
SPS Technologies Inc. COM 784626103 12,814,109.28 423,747 423,747
Standard Pacific Corp. COM 85375C101 15,166,937.43 777,393 777,393
Staples, Inc. COM 855030102 164,575,714.91 12,355,918 12,355,918
Startek, Inc. COM 85569C107 535,963.56 30,644 30,644
Starwood Hotels &
Resorts Worldwide Inc. 85590A203 3,733,752.00 169,716 169,716
Steiner Leisure Ltd. COM P8744Y102 17,784,432.00 1,111,527 1,111,527
STERIS Corp. COM 859152100 23,778,357.14 1,209,479 1,209,479
Sterling Bancshares Inc/Tx COM 858907108 1,017,940.00 77,000 77,000
Stillwater Mining Co. COM 86074Q102 39,125,673.92 1,944,616 1,944,616
St. Jude Medical, Inc. COM 790849103 42,416,206.15 619,667 619,667
STMicroelectronics CV 0% 9/22/09 861012AB8 6,700,000.00 8,000,000 8,000,000
Stockeryale, Inc. COM 86126T203 781,860.00 94,200 94,200
Stone Energy Corp. COM 861642106 31,941,820.39 991,982 991,982
Student Advantage, Inc. COM 86386Q105 2,767,903.84 2,661,446 2,661,446
Sumitomo Realty & Development COM 6858902 1,640,406.16 235,000 235,000
Sungard Data Systems, Inc. COM 867363103 3,732,189.00 159,700 159,700
Sun Microsystems, Inc. COM 866810104 867,390.68 104,884 104,884
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Sunrise Assisted Living Inc COM 86768K106 9,421,724.97 364,759 364,759
SuperGen, Inc. COM 868059106 3,840,840.00 544,800 544,800
Superior Energy Services, Inc. COM 868157108 367,741.10 62,329 62,329
Superior Industries Int'l, Inc. 868168105 47,817,352.08 1,439,848 1,439,848
Surmodics Inc COM 868873100 239,700.00 6,000 6,000
Swift Transportation Co., Inc. COM 870756103 32,571,327.60 1,840,188 1,840,188
Swiss Life (GLXO) REG S (GLXO) CV 2.0%
5/20/2003 5446494 11,544,228.00 11,120,000 11,120,000
Swiss Life (RD) REG S (RD) CV 2.0%
5/20/2005 5446546 12,983,752.25 12,590,000 12,590,000
Swiss Re America CV 2.25% 06/10/2004 5685899 1,884,562.50 1,900,000 1,900,000
Sybase, Inc. COM 871130100 19,863,200.40 2,135,828 2,135,828
Sybron Dental Specialties, Inc. 871142105 215,760.00 11,600 11,600
Symantec Corp. COM 871503108 1,230,785.00 35,500 35,500
Syncor Intl Corp COM 87157J106 1,518,291.00 47,700 47,700
Sysco Corp COM 871829107 229,962.16 9,004 9,004
Systems Union Group Plc COM 934875 13,625.00 25,000 25,000
Take-Two Interactive Software COM 874054109 177,457.00 25,100 25,100
TALK America Holdings, Inc. COM 87426R103 559,080.00 1,242,400 1,242,400
Target Corp. COM 8.76E+110 365,137,368.42 11,498,032 11,498,032
Tarrant Apparel Group COM 876289109 5,291,757.00 1,175,946 1,175,946
Techne Corp. COM 878377100 19,490,046.93 662,251 662,251
Technitrol, Inc. COM 878555101 14,936,071.70 669,779 669,779
TECO Energy, Inc. COM 872375100 41,195,495.90 1,520,129 1,520,129
Teleflex, Inc. COM 879369106 26,636,822.95 712,405 712,405
Telefonica S.A. COM 5732524 577,348.57 53,038 53,038
TeleTech Holdings, Inc. COM 879939106 22,220,395.01 2,845,121 2,845,121
Tennant Co. COM 880345103 15,236,900.00 435,340 435,340
Tetra Tech Inc. COM 88162G103 1,248,650.00 56,500 56,500
Teva Pharmaceutical
Industries Ltd. ADR 881624209 5,525,130.00 91,400 91,400
Teva Pharmaceutical Industries CV 1.5% 10/15/2005 88163VAB5 7,293,350.00 7,330,000 7,330,000
Texas Instruments, Inc. COM 882508104 58,019,923.29 2,322,791 2,322,791
Texas Regional Bancshares COM 882673106 403,206.00 11,800 11,800
The Coca Cola Co. COM 191216100 467,620.05 9,981 9,981
The Home Depot, Inc. COM 437076102 136,472,534.40 3,557,159 3,557,159
The Limited, Inc. COM 532716107 98,350,508.73 10,353,005 10,353,005
The Mayflower Corp. COM 800222 9,190,017.50 5,161,693 5,161,693
The Medicis Pharmaceutica
Corp - Class A 584690309 21,930,524.28 438,786 438,786
The Pmi Group Inc 144A CV 2.5% 7/15/2021 69344MAC5 2,012,500.00 2,000,000 2,000,000
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
The Procter & Gamble Co. COM 742718109 875,466.44 12,027 12,027
Theragenics Corp. COM 883375107 11,238,658.20 1,216,305 1,216,305
Therma-Wave, Inc. COM 88343A108 1,097,863.00 106,900 106,900
Thermo Electron Corp. COM 883556102 2,247,225.00 124,500 124,500
The Stanley Works COM 854616109 7,690,120.00 210,400 210,400
The Times Mirror Company CV 0% 04/15/17 887364AE7 4,741,687.50 9,075,000 9,075,000
The TJX Cos., Inc. COM 872540109 142,510,662.65 4,331,831 4,331,831
The Valspar Corp. COM 920355104 47,243,196.00 1,412,775 1,412,775
The Williams Co., Inc. COM 969457100 3,305,484.00 121,080 121,080
Thoratec Corp. COM 885175307 1,149,530.00 69,500 69,500
THQ Inc. COM 872443403 8,209,244.41 190,249 190,249
TicketMaster Online-City COM 88633P203 1,653,930.00 159,800 159,800
Timberland Co. COM 887100105 43,179,080.40 1,593,324 1,593,324
Timberwest Forest Corp. COM 2298795 953,824.88 129,319 129,319
Timken Co. COM 887389104 4,713,334.30 344,039 344,039
TITAN CORP COM 888266103 482,160.00 24,600 24,600
Tobu Railway Co., Ltd. COM 6895169 416,810.35 133,000 133,000
Tohoku Electric Power COM 6895266 2,326,944.49 129,300 129,300
Tokyo Electric Power COM 6895404 772,967.53 31,500 31,500
Tommy Hilfiger Corp. COM G8915Z102 33,046,532.50 3,692,350 3,692,350
Total Fina Elf SA ADR COM 8.92E+113 170,260,251.46 2,520,635 2,520,635
Total Fina S.A. Class B COM 4905413 730,783.58 5,559 5,559
Toyoda Gosei Co. Ltd. COM 6900557 2,970,047.95 295,000 295,000
Toyota Motor Corp. COM 6900643 544,585.04 21,500 21,500
Toys R Us Inc. COM 892335100 4,176,552.00 242,400 242,400
Transatlantic Holdings, Inc. COM 893521104 22,710,449.40 268,890 268,890
Transmedia Network, Inc. COM 893767301 34,200.00 11,400 11,400
Transocean Sedco Forex CV 0% 5/24/2020 893830AA7 11,664,300.00 19,770,000 19,770,000
Transocean Sedco Forex, Inc. COM G90078109 69,982,788.56 2,651,023 2,651,023
TRC Companies , Inc. COM 872625108 408,382.00 11,300 11,300
Trenwick Group, Ltd. TRENWICK GROUP LTD G9032C109 972,776.00 119,800 119,800
Triad Hospitals, Inc. COM 89579K109 4,013,121.00 113,365 113,365
Tribune Co. COM 896047107 272,519,092.96 8,679,561 8,679,561
Trigon Healthcare Inc. COM 89618L100 39,128,848.50 597,387 597,387
Triquint Semiconductor Inc. COM 89674K103 8,552,253.26 534,850 534,850
Trizetto Group, Inc. COM 896882107 7,875,586.40 894,953 894,953
Tropical Sportswear Intl. Corp. 89708P102 18,419,141.25 1,086,675 1,086,675
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Turbo Genset, Inc. COM 3001226 700,333.32 416,000 416,000
TXU Corp. COM 873168108 19,714,950.00 425,625 425,625
TXU Corp. CV PFD 9.25% 8/16/2002 873168207 51,960,000.00 2,000,000 2,000,000
Tyco International Ltd. COM 902124106 5,205,109.00 114,398 114,398
UBI Soft Entertaiment S.A. COM 5871836 3,598,159.63 150,550 150,550
Ubs Ag Stamford (T) (T) CV 1.5% 07/12/2006 90261AAA0 1,682,812.50 1,875,000 1,875,000
UCBH Holding, Inc. COM 90262T308 621,534.00 21,300 21,300
UICI COM 902737105 171,738.00 12,600 12,600
Union Pacific Corp. COM 907818108 133,546,157.63 2,847,578 2,847,578
Unit Corp. COM 909218109 3,090,062.40 347,980 347,980
UnitedGlobalCom, Inc.-Class A COM 913247508 61,932.40 26,695 26,695
UnitedGlobalCom, Inc.-Class A CVPFD 7% 12/31/2049 913247201 637,560.00 120,000 120,000
UnitedHealth Group, Inc. COM 91324P102 7,038,160.50 105,837 105,837
United Natural Foods, Inc. COM 911163103 6,502,440.60 357,670 357,670
United Parcel Service, Inc. Class B 911312106 323,847,057.78 6,230,648 6,230,648
United Parcel Service, Inc. CV 1.75% 09/27/2007 911312AB2 14,995,750.00 15,400,000 15,400,000
United Stationers, Inc. COM 913004107 19,381,866.38 648,874 648,874
United Technologies Corp. COM 913017109 183,045,950.58 3,936,608 3,936,608
Universal Compression Holdings, Inc. 913431102 12,958,087.50 575,915 575,915
Universal Electronics, Inc. COM 913483103 2,960,204.00 196,300 196,300
Universal Health Services COM 913903100 3,294,000.00 67,500 67,500
Universal Health Services CV .0.426% 06/23/2020 913903AL4 5,522,000.00 8,800,000 8,800,000
Unocal Corp COM 915289102 3,939,942.50 121,229 121,229
Unumprovident Corp COM 91529Y106 3,063,001.75 121,307 121,307
Urban Outfitters, Inc. COM 917047102 2,979,782.40 266,052 266,052
URS Corp. COM 903236107 46,000.00 2,000 2,000
USA Networks Inc. COM 902984103 686,630.07 39,500 39,500
U.S. Bancorp COM 902973304 12,936,107.94 583,233 583,233
USinternetworking, Inc. CV 7% 11/01/2004 917311AH5 525,000.00 3,000,000 3,000,000
US Oncology Inc. COM 90338W103 26,201,508.45 3,516,981 3,516,981
US Unwired, Inc. COM 90338R104 247,450.00 24,500 24,500
UTStarcom, Inc. COM 918076100 1,883,375.00 115,900 115,900
Vans, Inc. COM 921930103 12,418,702.23 1,080,827 1,080,827
Varian Medical Systems Inc. COM 92220P105 1,067,071.10 16,634 16,634
Varian Semiconductor Equip. COM 922207105 555,775.00 21,500 21,500
Verisign Inc. COM 9.23E+106 3,698,345.40 88,266 88,266
Veritas DGC Inc. COM 92343P107 337,220.60 30,244 30,244
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Verity, Inc. COM 92343C106 2,678,974.50 265,245 265,245
Verizon Communications Inc. COM 92343V104 377,395,350.83 6,974,867 6,974,867
Vertex Pharmaceuticals, Inc. CV 5.0% 9/19/2007 92532FAD2 3,521,000.00 5,600,000 5,600,000
V.F. Corp. COM 918204108 47,843,637.49 1,634,814 1,634,814
Viacom, Inc. - Class B 925524308 258,521,682.75 7,493,638 7,493,638
Viacom, Inc. VIACOM INC CL A 925524100 357,189.00 10,220 10,220
Vintage Petroleum, Inc. COM 927460105 32,746,210.95 2,066,007 2,066,007
Virage, Inc. COM 92763Q106 403,115.00 217,900 217,900
Vital Signs Inc. COM 928469105 351,900.00 11,500 11,500
Vitesse Semiconductor Corp. CV 4.0% 3/15/2005 928497AB2 13,177,937.50 16,550,000 16,550,000
Vivendi Universal COM 4834777 611,965.48 13,800 13,800
Vodafone Group plc COM 719210 669,067.95 328,000 328,000
Wachovia Corp. COM 929903102 307,747,677.02 9,928,352 9,928,352
Walgreen Co. COM 931422109 368,676.44 10,708 10,708
Wal-Mart Stores, Inc. COM 931142103 2,374,827.98 48,079 48,079
Walt Disney Company COM 254687106 291,174,446.92 15,638,205 15,638,205
Washington Mutual COM 939322103 6,750,700.32 175,434 175,434
Washington Mutual CV PFD 5.375% 5/1/2041 939322848 14,842,240.00 265,040 265,040
Waste Connections Inc. CV 5.5% 4/15/2006 941053AB6 1,106,437.50 1,050,000 1,050,000
Waste Management, Inc. COM 94106L109 307,578,836.54 11,503,270 11,503,270
Watchguard Technologies, Inc. COM 941105108 9,819,997.44 1,281,984 1,281,984
Weatherford International, Inc. 947074100 1,704,068.00 66,800 66,800
Webster Financial Corp. COM 947890109 17,049,779.52 517,287 517,287
Wellpoint Health Network CV 0% 07/02/19 94973HAA6 5,519,125.00 6,700,000 6,700,000
Wells Fargo & Co. COM 949746101 416,614,687.10 9,373,011 9,373,011
Westamerican Bank Corp. COM 957090103 147,805.00 4,100 4,100
West Corp. COM 952355105 4,980,690.00 251,550 251,550
Western Wireless Corp. COM 9.60E+208 3,831,061.41 113,700 113,700
Whole Foods Market, Inc. COM 966837106 24,530,110.65 780,965 780,965
Whole Foods Market, Inc. CV Zero 03/02/2018 966837AC0 14,908,500.00 33,130,000 33,130,000
Williams-Sonoma, Inc. COM 969904101 3,533,404.00 148,400 148,400
Willis Group Holdings Ltd. COM G96655108 4,678,000.00 200,000 200,000
Wilmington Trust Corporation COM 971807102 215,280.00 3,900 3,900
Wind River Systems, Inc. COM 973149107 2,039,100.00 194,200 194,200
Woodhead Industries, Inc. COM 979438108 4,378,911.68 292,708 292,708
World Co. COM 6977971 2,228,794.47 75,900 75,900
WorldCom, Inc.-WorldCom Group COM 98157D106 240,408,808.67 15,985,196 15,985,196
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
W.W.Grainger, Inc. COM 384802104 27,412,443.45 705,597 705,597
Xansa plc COM 330417 1,851,459.62 564,300 564,300
Xcel Energy, Inc. COM 98389B100 783,841.25 28,229 28,229
Xerox Corp. COM 984121103 191,944,399.87 24,767,819 24,767,819
Xerox Corp. CV .57% 04/21/18 984121BB8 1,295,325.00 2,565,000 2,565,000
XL Capital Ltd. Class A COM G98255105 44,959,848.00 569,112 569,112
XM Satellite Radio Hold-Cl A COM 983759101 725,216.00 138,400 138,400
XTO Enerrgy, Inc. COM 98385X106 15,994,442.33 1,146,555 1,146,555
Yahoo!, Inc. COM 984332106 178,147.01 20,221 20,221
Young & Rubicam CV 3.0% 1/15/2005 987425AC9 11,321,949.99 12,340,000 12,340,000
Zebra Technologies Corp. 989207105 31,565,706.46 842,651 842,651
Zions Bancorp. COM 989701107 2,403,968.00 44,800 44,800
24,054,321,963.55 1,850,636,321