-----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, RPr9dSXg6DUt6XnAiivdj0srZ3KIzBqIRk/IIMPEXR1Oi2yKEv063Xzw+5T8+x0s pfK90+n1wMvVWBoOIVnmmg== 0001089355-03-000166.txt : 20030205 0001089355-03-000166.hdr.sgml : 20030205 20030205095429 ACCESSION NUMBER: 0001089355-03-000166 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030205 EFFECTIVENESS DATE: 20030205 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: 03539599 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 lordabbet13f.txt 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: December 31, 2002 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. 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 January 31, 2003 [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 836 Form 13F Information Table Value Total: $ 31,781,260,320.00 (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 13 F S.E.C. Use Only
- ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 7 FAIR SHARES TITLE MARKET OR MANAGERS NAME OF ISSUER OF SIP/SEDOL VALUE PRINCIPAL N.A. CLASS NUMBER AMOUNT SOLE - ------------------------------------------------------------------------------------------------------------------------------------ 3M Co. COM 88579Y101 $213,297,231 1,729,905 1,729,905 Abbott Laboratories COM 2824100 $30,136,000 753,400 753,400 Abercrombie & Fitch Co. COM 2896207 $16,135,799 788,651 788,651 Accenture Ltd. Class A G1150G111 $246,463 13,700 13,700 Ace Ltd. CV PFD 8.25% 05/16/03 4408209 $80,786,344 1,349,250 1,349,250 ACE Ltd. COM G0070K103 $6,785,609 231,275 231,275 Action Performance Co, Inc. COM 4933107 $23,334,584 1,228,136 1,228,136 Activision, Inc. COM 4930202 $5,047,848 345,980 345,980 Acxiom Corp. COM 5125109 $17,855,103 1,160,930 1,160,930 Acxiom Corp. CV 3.75% 2/15/2009 005125AB5 $1,148,543 1,002,000 1,002,000 Adobe Systems Inc. COM 00724F101 $51,370,971 2,062,263 2,062,263 Advance Auto Parts COM 00751Y106 $3,647,940 74,600 74,600 Advanced Digital Information Corp. 7525108 $15,325,754 2,284,017 2,284,017 Advance PCS COM 00790K109 $7,755,732 349,200 349,200 Aegis Communications Group, Inc. 00760B105 $150,745 3,014,900 3,014,900 Aeropostale, Inc. COM 7865108 $7,353,644 695,709 695,709 Aetna, Inc. COM 00817Y108 $50,447,579 1,226,838 1,226,838 Affiliated Computers Services, CV 3.5% 2/15/2006 008190AF7 $31,789,839 23,057,000 23,057,000 Affiliated Computers Services, Inc. 8190100 $9,250,605 175,700 175,700 Affiliated Managers Group, Inc. 8252108 $5,522,940 109,800 109,800 Affymetrix, Inc. CV 5.0% 10/01/2006 00826TAB4 $9,362,500 10,000,000 10,000,000 Agilent Technologies, Inc. COM 00846U101 $89,190,581 4,966,068 4,966,068 Agilent Technologies, Inc. CV 3.0% 12/01/2021 00846UAB7 $11,028,191 11,443,000 11,443,000 Airborne, Inc. COM 9269101 $1,058,862 71,400 71,400 Alaska Air Grp, Inc. COM 11659109 $8,424,989 389,145 389,145 Albany Molecular Research COM 12423109 $15,206,169 1,028,069 1,028,069 Albertson's, Inc. COM 13104104 $54,973,038 2,469,588 2,469,588 Alcoa, Inc. COM 13817101 $396,612,423 17,410,554 17,410,554 Allergan, Inc. COM 18490102 $4,505,884 78,200 78,200 Alloy, Inc. COM 19855105 $16,941,479 1,547,167 1,547,167 Allscripts Healthcare Solutions, Inc. 01988P108 $896,852 375,252 375,252 Allstate Corp. COM 20002101 $4,291,617 116,021 116,021 ALLTEL Corp. COM 20039103 $256,734 5,034 5,034 Alpharma, Inc. COM 20813101 $7,040,144 591,112 591,112 Alza Corp CV 0% 7/28/2020 02261WAB5 $13,693,750 17,500,000 17,500,000 Amazon.com, Inc. COM 23135106 $227,643 12,051 12,051 Amdocs Ltd. COM G02602103 $1,964,000 200,000 200,000 Amdocs Ltd. CV 2.0% 6/01/2008 02342TAB5 $13,950,000 15,000,000 15,000,000 Ameren Corp. COM 23608102 $118,214,355 2,843,742 2,843,742 American Dental Partners, Inc. COM 25353103 $102,240 12,000 12,000 American Express Co. COM 25816109 $709,333 20,066 20,066 American Int'l. Group, Inc. COM 26874107 $466,000,430 8,055,323 8,055,323 American Italian Pasta Co. COM 27070101 $4,652,214 129,300 129,300 Amerigroup Corp. COM 03073T102 $8,386,777 276,700 276,700 Amerisource Bergen Corp. COM 3.07E+108 $7,055,086 129,904 129,904 AMETEK, Inc. COM 31100100 $6,633,174 172,335 172,335 Amgen, Inc. COM 31162100 $1,827,107 37,797 37,797 Amgen, Inc. CV 0% 3/1/2032 031162AE0 $1,853,125 2,500,000 2,500,000 AMR Corp. COM 1765106 $175,349,975 26,568,178 26,568,178 AMsurg Corp. COM 03232P405 $1,571,067 76,900 76,900 Anadarko Petroleum Corp. CV 0% 3/7/2020 032511AP2 $37,276,963 60,490,000 60,490,000 Analog Devices CV 4.75% 10/01/2005 032654AD7 $6,941,313 6,950,000 6,950,000 Analogic Corp. COM 32657207 $49,417,012 982,680 982,680 Anglo American CV 3.375% 4/17/2007 3152867 $11,959,680 11,950,000 11,950,000 Anheuser-Busch Cos., Inc. COM 35229103 $604,806 12,496 12,496 Anthem, Inc. COM 03674B104 $8,994,707 143,000 143,000 Anthem, Inc. CV PFD 6% 11/15/2004 03674B203 $12,036,594 154,951 154,951 Antigenics, Inc. COM 37032109 $549,888 53,700 53,700 AOL Time Warner, Inc. COM 00184A105 $525,310 40,100 40,100 AON Corp. 144A CV 3.5% 11/15/2012 037389AQ6 $4,961,750 4,450,000 4,450,000 Apple Computer, Inc. COM 37833100 $442,623,736 30,887,909 30,887,909 Applied Materials, Inc. COM 38222105 $732,938 56,250 56,250 Arbor Software Corp. CV 4.5% 3/15/05 038918AC2 $9,825,000 10,000,000 10,000,000 Archer-Daniels-Midland Co. COM 39483102 $218,855,666 17,649,651 17,649,651 Armor Holdings, Inc. COM 42260109 $23,557,454 1,710,781 1,710,781 Arrow Electronics Inc CV 0% 2/21/2021 042735AY6 $5,629,250 12,650,000 12,650,000 Arthrocare Corp COM 43136100 $1,323,840 134,400 134,400 Askul Corp N V F CO 629449109 $80 20,000 20,000 ASM Lithography CV REGS 4.25% 11/30/2004 5827312 $2,458,125 2,850,000 2,850,000 Aspect Medical Systems, Inc. COM 45235108 $1,065,992 314,452 314,452 Atmel Corp. CV 0.0% 4/21/2018 049513AC8 $1,514,040 3,552,000 3,552,000 Automatic Data Processing,Inc. Inc. 53015103 $14,102,525 359,300 359,300 Avaya Inc CV 0% 10/31/2021 053499AA7 $1,207,500 3,000,000 3,000,000 Avenue A, Inc. COM 53566105 $1,766,970 609,300 609,300 Baker Hughes, Inc. COM 57224107 $364,077,524 11,310,268 11,310,268 Ball Corp. COM 58498106 $126,915,213 2,479,297 2,479,297 Bank of America Corp. COM 60505104 $9,144,420 131,442 131,442 Bank of New York Co., Inc. COM 64057102 $196,540,180 8,202,846 8,202,846 Bank One Corp. COM 06423A103 $224,135,952 6,132,311 6,132,311 Barnes & Noble, Inc. COM 67774109 $27,451,077 1,519,152 1,519,152 Barnes & Noble, Inc. CV 5.25% 3/15/2009 067774AD1 $1,807,899 1,931,000 1,931,000 Barr Laboratories, Inc. COM 68306109 $18,178,661 279,285 279,285 Bausch & Lomb, Inc. COM 71707103 $75,889,800 2,108,050 2,108,050 Baxter Int'l., Inc. COM 71813109 $2,207,156 78,827 78,827 Baxter Int'l., Inc. CV 1.25% 6/1/2021 071813AR0 $2,487,500 2,500,000 2,500,000 Baxter Int'l., Inc. CV 7% 2/16/20006 71813406 $77,229,952 1,541,516 1,541,516 Beazer Homes USA, Inc. COM 07556Q105 $7,488,221 123,568 123,568 Bed Bath & Beyond, Inc. COM 75896100 $313,740 9,086 9,086 BEI Technologies, Inc. COM 05538P104 $19,418,466 1,735,341 1,735,341 Bel Fuse, Inc. Class A 77347201 $54,300 3,000 3,000 Bell Atlantic (NZT) (NZT) CV 5.75% 04/01/200307785GAD2 $1,869,908 1,845,000 1,845,000 Bellsouth Corp. COM 79860102 $93,231,703 3,603,854 3,603,854 Best Buy Co., Inc. COM 86516101 $350,175 14,500 14,500 Big Lots, Inc. COM 89302103 $136,730,079 10,334,851 10,334,851 Biomet, Inc. COM 90613100 $328,157 11,450 11,450 Bio-Rad Laboratories, Inc. COM 90572207 $13,505,333 348,975 348,975 Bio-Reference Labs, Inc. COM 09057G602 $66,636 10,800 10,800 BioSource Int'l., Inc. COM 09066H104 $92,830 15,500 15,500 Biovail Corp. COM 09067J109 $4,875,286 184,600 184,600 Bisys Group, Inc. CV 4.0% 3/15/2006 055472AB0 $43,837,188 46,450,000 46,450,000 BJ Services Co. COM 55482103 $7,925,643 245,300 245,300 Blyth, Inc. COM 09643P108 $22,571,980 843,497 843,497 BMC Software, Inc. COM 55921100 $34,829,458 2,035,620 2,035,620 Borders Group, Inc. COM 99709107 $20,675,459 1,284,190 1,284,190 Boston Scientific Corp. COM 101137107 $112,688,162 2,650,239 2,650,239 Bouygues S.A. COM 4002121 $1,542,014 55,200 55,200 Bowater, Inc. COM 102183100 $208,279,593 4,964,949 4,964,949 BP plc- Spons ADR COM 55622104 $1,783,234 43,868 43,868 Bradley Pharmaceuticals, Inc. COM 104576103 $4,602,587 353,230 353,230 Briggs & Stratton Corp. COM 109043109 $11,956,919 281,538 281,538 Bristol-Myers Squibb Co. COM 110122108 $130,820,969 5,651,014 5,651,014 Broadcom Corp. Class A 111320107 $210,840 14,000 14,000 Brocade Communications Sys, Inc. 111621108 $134,550 32,500 32,500 Brookline Bancorp, Inc. COM 11373M107 $1,234,804 103,765 103,765 Brookstone, Inc. COM 114537103 $3,286,758 227,300 227,300 Brunswick Corp. COM 117043109 $2,954,691 148,776 148,776 BSQUARE Corp. COM 11776U102 $192,050 152,300 152,300 Buca, Inc. COM 117769109 $8,078,479 970,971 970,971 Bunge Ltd Finance Corp 144A CV 3.75% 11/15/2022 120568AD2 $8,263,155 8,042,000 8,042,000 Burlington Northern Santa Fe Corp. 12189T104 $358,028 13,765 13,765 Burr-Brown Corp. CV 4.25% 2/15/2007 122574AF3 $1,260,938 1,250,000 1,250,000 Cable Design Technologies COM 126924109 $3,367,053 570,687 570,687 Cal Dive Int'l, Inc. COM 127914109 $12,099,022 514,852 514,852 California Federal Capital PFD 9 1/8 130214208 $13,005,000 500,000 500,000 Call-Net Enterprises Inc. COM 130910508 $10,274 16,571 16,571 Campbell Soup Co. COM 134429109 $234,700 10,000 10,000 Canadian National Railway COM 136375102 $3,878,379 93,320 93,320 CAPITAL ONE BANK C/D DTD 6/5/02 C/D DTD 6/5/02 2339905O4 $0 100,000 100,000 Capital One Financial Corp. COM 14040H105 $1,854,528 62,400 62,400 Cardinal Health, Inc. COM 14149Y108 $1,464,953 24,750 24,750 Career Education Corp. COM 141665109 $10,969,960 274,249 274,249 Caremark Rx, Inc. COM 141705103 $151,135,969 9,300,675 9,300,675 Carnival Corp. COM 143658102 $105,089,749 4,212,014 4,212,014 Carnival Corp. CV 2.0% 4/15/2021 143658AN2 $1,056,710 1,004,000 1,004,000 CARRIAGE SVCS INC COM 143905107 $75,620 19,000 19,000 Casey's General Stores, Inc. COM 147528103 $22,129,099 1,812,375 1,812,375 Caterpillar, Inc. (d) COM 149123101 $97,881,242 2,140,885 2,140,885 CBRL Group, Inc. COM 12489V106 $124,402,040 4,128,843 4,128,843 CellStar Corp. COM 150925204 $4,425,013 776,318 776,318 Cell Therapeutics, Inc. COM 150934107 $9,127,485 1,255,500 1,255,500 Cell Therapeutics, Inc. CV 5.75% 6/15/2008 150934AD9 $6,050,658 6,262,000 6,262,000 Cendant Corp. CV 0% 2/13/2021 151313AF0 $7,635,000 12,000,000 12,000,000 Centene Corp. COM 15135B101 $16,735,680 498,234 498,234 Centex Corp. COM 152312104 $1,822,260 36,300 36,300 Central Garden & Pet Co. CV 6.0% 11/15/2003 153527AC0 $5,520,000 5,750,000 5,750,000 Cephalon, Inc. COM 156708109 $535,348 11,000 11,000 Cephalon, Inc. CV 2.5% 12/15/2006 156708AE9 $3,752,150 4,040,000 4,040,000 Cerner Corp. COM 156782104 $3,466,734 110,900 110,900 Champps Entertainment, Inc. COM 158787101 $2,206,415 232,010 232,010 Chartered SemiConductor CV 2.5% 4/02/2006 16133RAA4 $2,823,750 3,000,000 3,000,000 Check Point Software Technologies Ltd. M22465104 $278,855 21,500 21,500 Chesapeake Energy Corp. COM 165167107 $6,655,417 859,873 859,873 ChevronTexaco Corp. COM 166764100 $26,512,756 398,808 398,808 Chiquita Brands Intl COM 170032809 $2,574,376 194,146 194,146 Chiron Corp COM 170040109 $206,800 5,500 5,500 Chittenden Corp. COM 170228100 $8,862,505 347,822 347,822 Christopher & Bank Corp. COM 171046105 $14,771,946 711,901 711,901 Chubb Corp. COM 171232101 $25,663,295 491,634 491,634 Cisco Systems, Inc. COM 17275R102 $2,370,524 180,956 180,956 Citigroup, Inc. COM 172967101 $580,041,813 16,483,143 16,483,143 CLARCOR, Inc. COM 179895107 $15,962,452 494,653 494,653 Clear Channel Comm, Inc. COM 184502102 $247,705,724 6,642,685 6,642,685 Clear Channel Comm, Inc. CV 2.625% 4/01/2003 184502AB8 $6,069,787 6,085,000 6,085,000 CMS Energy Corp. COM 125896100 $97,281,607 10,305,255 10,305,255 CNF Transportation, Inc. COM 12612W104 $5,870,184 176,600 176,600 CNH Global N.V. COM N20935107 $62,482,328 16,442,718 16,442,718 Cognizant Tech Solutions Corp. COM 192446102 $7,470,460 103,426 103,426 Coherent, Inc. COM 192479103 $13,905,549 697,020 697,020 Coldwater Creek Inc COM 193068103 $499,200 26,000 26,000 Colgate Palmolive Co., Inc. COM 194162103 $1,570,279 29,950 29,950 Comcast Corp. COM 20030N200 $232,712,624 10,301,577 10,301,577 Commerce Bancorp, Inc. COM 200519106 $8,973,845 207,776 207,776 Commerce Bancshares, Inc. COM 200525103 $3,833,132 97,560 97,560 Compuware Corp. COM 205638109 $19,077,926 3,974,568 3,974,568 Comtech Telecommunications Corp. 205826209 $6,986,532 643,920 643,920 Comverse Technology, Inc. CV 1.5% 12/1/2005 205862AJ4 $2,784,163 3,290,000 3,290,000 ConAgra Foods, Inc. COM 205887102 $3,901,578 156,001 156,001 Concord EFS, Inc. COM 206197105 $1,004,212 63,800 63,800 Conocophillips COM 20825C104 $183,901 3,800 3,800 Consolidatad Graphics, Inc. COM 209341106 $2,124,875 95,500 95,500 Consolidated Edison, Inc. COM 209115104 $428,200 10,000 10,000 Consorcio G Gruppo Ro C 8.000% 08/08/04 210306AB2 $2,400 20,000 20,000 Constellation Energy Group, Inc. 210371100 $1,722,058 61,900 61,900 Cooper Cameron Corp. CV 1.75% 5/17/2021 216640AB8 $27,728,955 27,591,000 27,591,000 Corixa Corp. COM 21887F100 $11,362,334 1,778,143 1,778,143 Corporate Executive Board Co. COM 21988R102 $23,151,161 725,287 725,287 Costco Cos., Inc. CV 0% 08/19/17 22160QAC6 $16,495,875 23,650,000 23,650,000 Cost Plus, Inc. COM 221485105 $12,746,367 444,589 444,589 Coventry Health Care, Inc. COM 222862104 $10,821,513 372,770 372,770 Cox Communications, Inc. COM 224044107 $2,840,000 100,000 100,000 Cray, Inc. COM 225223106 $17,642,442 2,300,188 2,300,188 Credit Suisse First Boston (GE) CV 2% 5/01/2010 2254C0AZ0 $4,998,000 5,600,000 5,600,000 Credit Suisse First Boston (INTC) CV 1.00% 09/05/2010 2254C0BD8 $1,635,000 2,000,000 2,000,000 Credit Suisse First Boston (LU) CV 1.5% 02/07/2010 2254C0AV9 $1,730,000 2,000,000 2,000,000 Credit Suisse First Boston (SUNW) CV 1.0% 01/26/2010 2254C0AU1 $5,302,250 6,350,000 6,350,000 Cree, Inc. COM 225447101 $1,824,660 111,600 111,600 Crompton Corp. COM 227116100 $66,194,779 11,125,173 11,125,173 Cross Country, Inc. COM 22748P105 $1,448,010 103,800 103,800 CSC Holdings, Inc. PFD 11.125% 126304401 $13,987,500 150,000 150,000 CSC Holdings, Inc. PFD 11.75% 4/01/2008 126304609 $5,715,000 60,000 60,000 CSX Corp. COM 126408103 $249,295,138 8,805,904 8,805,904 Cullen/Frost Bankers, Inc. COM 229899109 $39,004,397 1,192,795 1,192,795 Cummins Capital Trust I CV 7.0% 6/15/2031 231029307 $1,570,625 35,000 35,000 Cummins, Inc. COM 231021106 $31,568,330 1,122,230 1,122,230 Cutter & Buck, Inc. COM 232217109 $1,928,025 514,140 514,140 Cypress Semiconductor Corp. CV 3.75% 7/01/2005 232806AF6 $838,613 1,045,000 1,045,000 Dana Corp. COM 235811106 $97,660,426 8,304,458 8,304,458 Danaher Corp. CV 0% 1/22/2021 235851AF9 $46,198,019 68,315,000 68,315,000 Datastream Systems, Inc. COM 238124101 $18,499,872 2,890,605 2,890,605 Dean Foods Co. COM 242370104 $478,590 12,900 12,900 Deere & Co. COM 244199105 $541,329,430 11,806,531 11,806,531 Dell Computer Corp. COM 247025109 $2,068,794 77,367 77,367 Delta Air Lines, Inc. COM 247361108 $55,027,727 4,547,746 4,547,746 Delta & Pine Land Co. COM 247357106 $17,351,215 850,133 850,133 Department 56, Inc. COM 249509100 $5,878,685 455,712 455,712 Deutsche Bank Financial CV 2.75% 2/8/2008 251526BE8 $16,362,500 17,000,000 17,000,000 Diageo plc COM 25243Q205 $44,653,268 1,019,481 1,019,481 Diagnostic Products Corp. COM 252450101 $19,734,550 510,993 510,993 Diamond Offshore CV 1.5% 4/15/2031 25271CAE2 $2,760,000 3,000,000 3,000,000 Dimon, Inc. COM 254394109 $85,800 14,300 14,300 Dionex Corp. COM 254546104 $20,952,294 705,227 705,227 Documentum, Inc. COM 256159104 $14,417,849 920,680 920,680 Dollar Tree Stores, Inc. COM 256747106 $4,847,661 197,300 197,300 Dominion Homes, Inc. COM 257386102 $2,180,250 153,000 153,000 Dominion Resources, Inc. COM 25746U109 $215,921,774 3,933,001 3,933,001 Dominion Resources, Inc. CV PFD 9.5% 11/16/2004 25746U208 $35,941,518 663,250 663,250 Doral Financial Corp. COM 25811P100 $70,328,687 2,459,045 2,459,045 DoubleClick, Inc. COM 258609304 $1,171,620 207,000 207,000 Dover Corp. COM 260003108 $102,628,678 3,519,502 3,519,502 DOV Pharmaceutical, Inc. COM 259858108 $3,160,640 464,800 464,800 Dow Chemical Co. COM 260543103 $1,080,486 36,380 36,380 Drexler Technology Corp. COM 261876106 $3,709,944 294,440 294,440 DRS Technologies, Inc. COM 23330X100 $6,078,333 194,010 194,010 DST Systems, Inc. COM 233326107 $1,301,130 36,600 36,600 Duke Energy Corp. COM 264399106 $122,314,000 6,259,672 6,259,672 Duke Energy Corp. CV PFD 8.0% 11/18/2004 264399544 $50,848,000 3,200,000 3,200,000 Dupont Photomask CV 0% 7/24/2004 26613XAC5 $10,624,375 11,125,000 11,125,000 EastGrp Properties, Inc. COM 277276101 $10,323,777 404,854 404,854 Eastman Chemical Co. COM 277432100 $137,828,889 3,748,406 3,748,406 East-West Bancorp. Inc. COM 27579R104 $23,882,362 661,928 661,928 Eaton Corp. COM 278058102 $112,253,365 1,437,119 1,437,119 eBay, Inc. COM 278642103 $1,898,621 27,995 27,995 Echelon Corp. COM 27874N105 $7,403,073 660,399 660,399 EchoStar Communications Corp. COM 278762109 $5,444,729 244,597 244,597 eCollege.com, Inc. COM 2.79E+104 $4,550,895 1,319,100 1,319,100 EDO Corp. CV 5.25% 4/15/2007 281347AD6 $18,688,250 18,100,000 18,100,000 Education Management Corp. COM 28139T101 $15,954,695 424,327 424,327 EGL, Inc. COM 268484102 $10,714,418 751,889 751,889 E.I. du Pont de Nemours & Co. COM 263534109 $258,352,443 6,093,218 6,093,218 Eigner US COM 59780B206 $0 997,900 997,900 Electronic Arts, Inc. COM 285512109 $298,620 6,000 6,000 Electronic Data Systems Corp. CV 7.625% 8/17/2004 285661203 $8,501,080 388,000 388,000 Electronics Boutique Hldgs COM 286045109 $7,146,183 452,004 452,004 Electronics for Imaging, Inc. COM 286082102 $11,565,685 711,253 711,253 Eli Lilly, & Co. COM 532457108 $2,787,650 43,900 43,900 Elk Corp COM 287456107 $9,799,654 566,454 566,454 EMC Corp. COM 268648102 $201,897,242 32,882,287 32,882,287 EMCOR Group, Inc. COM 29084Q100 $1,749,330 33,000 33,000 eMerge Interactive, Inc. COM 29088W103 $770,042 2,961,700 2,961,700 Emerson Electric Co. COM 291011104 $65,627,315 1,290,606 1,290,606 Endologix, Inc. COM 29266S106 $498,610 586,600 586,600 Endo Pharmaceut Holdings, Inc. COM 29264F205 $16,456,535 2,137,490 2,137,490 ENSCO Int'l., Inc. COM 26874Q100 $6,920,750 235,000 235,000 Entergy Corp. COM 29364G103 $624,583 13,700 13,700 Entravision Communications COM 29382R107 $1,609,774 161,300 161,300 Enzo Biochem, Inc. COM 294100102 $6,063,414 433,101 433,101 EOG Resources, Inc. COM 26875P101 $133,391,961 3,341,482 3,341,482 EOP Operating LP CV 7.25% 11/15/2008 268766BR2 $28,430,798 27,174,000 27,174,000 Equity Office Properties Trust COM 294741103 $25,564,532 1,023,400 1,023,400 Equity Secs Trust II (RMG) CV 6.25 12/14/2004 29477Q204 $2,400,755 119,500 119,500 ESCO Technologies, Inc. COM 296315104 $12,080,759 326,507 326,507 E*Trade Grp, Inc. COM 269246104 $8,066,633 1,659,801 1,659,801 Everest Re Group Ltd. COM G3223R108 $126,407,284 2,285,846 2,285,846 Exco Resources, Inc. COM 269279204 $15,122,298 865,120 865,120 Exco Resources, Inc. CV PFD 5.0% 05/23/2003 269279303 $12,077,940 675,500 675,500 Exelon Corp. COM 30161N101 $344,516 6,529 6,529 Expedia, Inc. COM 302125109 $4,431,649 66,213 66,213 Express Scripts Exch COM 302181201 $6,329,600 73,600 73,600 Exxon Mobil Corp. COM 30231G102 $873,185,753 24,991,006 24,991,006 Fargo Electronics COM 30744P102 $5,411,466 620,581 620,581 Ferro Corp. COM 315405100 $3,662,057 149,900 149,900 FHLMC Corp. 313400301 $631,717 10,698 10,698 Fifth Third Bancorp COM 316773100 $1,421,594 24,280 24,280 Financial Federal Corp. COM 317492106 $28,026,132 1,115,246 1,115,246 First American Corp. CV 4.5% 4/15/2008 318522AD1 $25,142,975 23,804,000 23,804,000 First Consulting Group, Inc. COM 31986R103 $7,791,034 1,352,610 1,352,610 First Data Corp. COM 319963104 $57,514,695 1,624,250 1,624,250 First Data Corp. CV 2.0% 3/1/2008 319963AD6 $46,337,910 41,007,000 41,007,000 Fiserv, Inc. COM 337738108 $6,905,430 203,400 203,400 FleetBoston Financial Corp. COM 339030108 $237,669,667 9,780,645 9,780,645 Flir Systems, Inc. COM 302445101 $6,289,832 128,890 128,890 Flow International Corp. COM 343468104 $1,405,739 551,270 551,270 Fluor Corp. COM 343412102 $1,836,800 65,600 65,600 FNMA Assoc. 313586109 $1,585,670 24,649 24,649 Foot Locker, Inc. COM 344849104 $123,330,900 11,745,800 11,745,800 Ford Motor Co. COM 345370860 $99,696 10,720 10,720 Ford Motor Co. Cap Tr CV PFD 6.5% 1/30/2032 345395206 $77,141,140 1,888,400 1,888,400 Forest Laboratories Inc. COM 345838106 $550,032 5,600 5,600 Forest Oil Corp. (c) COM 346091705 $16,547,658 600,423 600,423 Fortune Brands, Inc. COM 349631101 $900,108 19,353 19,353 FPL Group Inc. COM 302571104 $966,409 16,072 16,072 FRANKLIN FLOATING RATE TR COM COM 353531106 $87,775 10,823 10,823 Frontier Airlines, Inc. COM 359065109 $70,980 10,500 10,500 FTI Consulting, Inc. COM 302941109 $11,697,181 291,337 291,337 Fuelcell Energy, Inc. COM 35952H106 $1,073,873 163,900 163,900 Fuel-Tech N.V. COM 359523107 $1,508,400 360,000 360,000 Fulton Financial Corp. COM 360271100 $1,121,410 63,500 63,500 GameStop Corp. COM 36466R101 $11,061,613 1,128,736 1,128,736 Gannett Co., Inc. COM 364730101 $141,195,059 1,966,505 1,966,505 Gartner Grp, Inc. Class A 366651107 $12,357,615 1,343,219 1,343,219 Genentech, Inc. COM 368710406 $249,794 7,533 7,533 General Dynamics Corp COM 369550108 $406,771 5,125 5,125 General Electric Co. COM 369604103 $3,323,166 136,475 136,475 General Growth Properties, Inc. 370021107 $951,600 18,300 18,300 General Growth Properties, Inc. CV 7.25% 07/15/2008 370021206 $6,591,420 198,000 198,000 General Mills, Inc. COM 370334104 $1,004,802 21,402 21,402 General Mills, Inc. CV 0% 10/28/2022 370334AT1 $2,895,000 4,000,000 4,000,000 Genesco, Inc. COM 371532102 $33,370,429 1,791,220 1,791,220 Genuine Parts Co. COM 372460105 $148,957,917 4,836,296 4,836,296 Georgia-Pacific Corp. COM 373298108 $134,799,723 8,341,567 8,341,567 Getty Images, Inc. COM 374276103 $867,620 28,400 28,400 Getty Images, Inc. CV 5.0% 03/15/2007 374276AE3 $8,433,050 9,080,000 9,080,000 Gildan Activewear Inc. COM 375916103 $1,496,297 63,917 63,917 Gilead Sciences, Inc. 144A CV 2% 12/15/2007 375558AC7 $2,632,875 2,550,000 2,550,000 Gilead Sciences, Inc. COM 375558103 $1,375,674 40,461 40,461 Gillette Co. COM 375766102 $301,828,433 9,941,648 9,941,648 G & K Services, Inc. COM 361268105 $14,566,981 411,485 411,485 Glenborough Realty Trust, Inc. COM 37803P105 $17,440,862 978,724 978,724 GlobalSantaFe Corp. G3930E101 $5,929,216 243,800 243,800 Goldman Sachs (ENE) CV 1.0% 5/25/2007 38141GAP9 $272,625 300,000 300,000 Goodyear Tire & Rubber Co. COM 382550101 $663,417 97,418 97,418 Grey Wolf, Inc. COM 397888108 $16,946,775 4,247,312 4,247,312 Group 1 Automotive, Inc. COM 398905109 $12,018,350 503,281 503,281 Guilford Pharmaceuticals, Inc. COM 401829106 $324,370 81,500 81,500 Gymboree Corp. COM 403777105 $4,886,323 308,091 308,091 Halliburton Co. COM 406216101 $162,391,387 8,679,390 8,679,390 Hancock Holding Co. COM 410120109 $743,423 16,650 16,650 Hanger Orthopedic Group, Inc. COM 41043F208 $4,573,833 347,820 347,820 Hanmi Financial Corp. COM 410495105 $1,367,510 81,545 81,545 Hanover Compressor Co. COM 410768105 $3,566,246 388,480 388,480 Hanover Compressor Co. CV 4.75% 3/15/2008 410768AC9 $10,049,906 12,465,000 12,465,000 Harley-Davidson, Inc. COM 412822108 $226,380 4,900 4,900 Harleysville Grp, Inc. COM 412824104 $12,625,585 477,699 477,699 Harman International Industries, Inc. 413086109 $8,627,500 145,000 145,000 Harris Corp. COM 413875105 $19,127,569 727,284 727,284 Harris Corp. CV 3.5% 8/15/2022 413875AH8 $1,992,500 2,000,000 2,000,000 Harvard Bioscience, Inc. COM 416906105 $2,742,656 831,612 831,612 Hasbro, Inc. COM 418056107 $14,643,090 1,267,800 1,267,800 Havas Advertising S.A. COM 5980958 $608,432 156,700 156,700 Haverty Furniture Cos., Inc. COM 419596101 $2,081,150 149,723 149,723 HCA, Inc. COM 404119109 $785,678 18,932 18,932 HCC Insurance Holdings, Inc. COM 404132102 $7,579,260 308,100 308,100 Healthcare Realty Trust, Inc. COM 421946104 $99,993,143 3,418,569 3,418,569 Healthcare Service Group, Inc. COM 421906108 $17,202,485 1,319,209 1,319,209 Health Net, Inc. COM 42222G108 $134,667,456 5,101,040 5,101,040 Helmerich & Payne, Inc. COM 423452101 $8,349,584 299,161 299,161 Henry Schein, Inc. COM 806407102 $6,673,500 148,300 148,300 Hewlett-Packard Co. CV 0% 10/14/17 428236AC7 $6,836,186 14,821,000 14,821,000 Hilb, Rogal & Hamilton Co. COM 431294107 $2,331,300 57,000 57,000 Hilton Hotels Corp. CV 5.0% 5/15/2006 432848AL3 $3,481,363 3,617,000 3,617,000 Hollywood Entertainment Corp. COM 436141105 $5,105,310 338,100 338,100 Hooper Holmes, Inc. COM 439104100 $18,533,903 3,018,551 3,018,551 Horizon Natural Resources Co. COM 44043W106 $6,418 641,779 641,779 Host Marriott Corp. COM 44107P104 $84,719,475 9,572,822 9,572,822 Hot Topic, Inc. COM 441339108 $16,851,555 736,519 736,519 Household Int'l., Inc. CV 8.875% 11/15/2005 441815677 $61,620,000 2,000,000 2,000,000 Hubbell, Inc. COM 443510201 $171,776,935 4,888,359 4,888,359 Hughes Supply, Inc. COM 444482103 $7,744,564 283,476 283,476 Humana Inc. COM 444859102 $1,329,370 132,937 132,937 Human Genome Sciences, Inc. CV 3.75% 3/15/2007 444903AH1 $635,350 970,000 970,000 Hutchison Whampoa Int'l REGS CV 2.0% 1/12/2004 7016992 $8,273,547 8,350,000 8,350,000 ICN Pharmaceuticals, Inc. COM 448924100 $112,657 10,326 10,326 IDEC Pharmaceuticals Corp COM 449370105 $1,449,529 43,700 43,700 ILEX Oncology, Inc. COM 451923106 $4,341,596 614,957 614,957 Illinois Tool Works, Inc. COM 452308109 $319,722,281 4,929,422 4,929,422 IMC Global, Inc. COM 449669100 $115,773,821 10,850,405 10,850,405 Information Holdings, Inc. COM 456727106 $9,290,520 598,616 598,616 Insituform Technologies, Inc. COM 457667103 $5,361,219 314,441 314,441 Integral Technologies, Inc. COM 45810J103 $100,330 127,000 127,000 Integrated Circuit Systems, Inc. 45811K208 $9,356,228 512,670 512,670 Intel Corp. COM 458140100 $3,258,645 209,290 209,290 Intergraph Corp. COM 458683109 $30,637,989 1,725,112 1,725,112 Interim Services Inc. CV 4.5% 6/1/2005 45868PAA8 $1,275,750 1,400,000 1,400,000 Intermagnetics General Corp. COM 458771102 $5,269,039 268,281 268,281 International Business Machines Corp. 459200101 $3,237,563 41,775 41,775 International Paper Capital Tr CVPFD 5.25% 460137300 $6,993,750 150,000 150,000 International Paper Co. COM 460146103 $403,059,928 11,525,877 11,525,877 Internet Security Systems COM 46060X107 $7,358,670 401,455 401,455 Interpool, Inc. COM 46062R108 $4,076,028 253,800 253,800 Interpublic Group of Cos., CV 1.8% 09/16/04 460690AF7 $5,091,013 5,810,000 5,810,000 Interpublic Group of Cos., CV 1.87 % 6/1/2006 460690AJ9 $38,358,115 49,978,000 49,978,000 Intuit, Inc. COM 461202103 $1,919,028 40,900 40,900 Ionics, Inc. COM 462218108 $1,648,440 72,300 72,300 Iron Mountain, Inc. COM 462846106 $26,786,823 811,476 811,476 IShares Russell 2000 Value COM 464287630 $904,823 8,115 8,115 IShares Russell 2000 Value TR RSSLL 1000 VALU 464287598 $29,213,003 637,004 637,004 IShares Russell 2000 Value TR RUSSELL 2000 GR 464287648 $231,329 5,805 5,805 IShares Russell 2000 Value TR IJJ S&P MIDCAP 400/ 464287705 $3,177,843 39,728 39,728 ITT Educational Services, Inc. COM 45068B109 $14,412,977 612,016 612,016 ITT Industries, Inc. COM 450911102 $667,590 11,000 11,000 IVAX Corp. CV 5.5% 05/15/07 465823AD4 $26,682,906 29,855,000 29,855,000 Jack in the Box, Inc. COM 466367109 $25,192,619 1,457,063 1,457,063 Jacobs Engineering Group, Inc. COM 469814107 $4,073,744 114,431 114,431 J.C. Penney Co., Inc. COM 708160106 $112,338,225 4,882,148 4,882,148 J.D. Edwards & Co. COM 281667105 $5,601,648 496,600 496,600 Jo-Ann Stores, Inc. COM 47758P208 $1,347,921 69,696 69,696 Johnson & Johnson COM 478160104 $4,028,787 75,010 75,010 Jones Apparel Group CV 0% 2/1/2021 480081AD0 $12,581,200 22,720,000 22,720,000 Journal Register Co. COM 481138105 $16,458,839 925,694 925,694 J.P. Morgan Chase & Co. COM 46625H100 $297,323,993 12,388,500 12,388,500 Juniper Networks, Inc. CV 4.75% 3/15/07 48203RAA2 $11,115,000 14,250,000 14,250,000 Kellogg Co. COM 487836108 $149,099,791 4,350,738 4,350,738 Kennametal Inc. COM 489170100 $7,139,877 207,073 207,073 Kenneth Cole Productions COM 193294105 $8,872,480 437,068 437,068 Kerr-McGee Corp. COM 492386107 $122,410,690 2,763,221 2,763,221 Kerr-McGee Corp. CV 5.25% 02/15/2010 492386AP2 $33,428,980 30,704,000 30,704,000 Kerr-McGee Corp. CVPFD. 5.5% 492386305 $12,840,000 300,000 300,000 Kimberly Clark Corp. COM 494368103 $474,700 10,000 10,000 Kinder Morgan, Inc. COM 49455P101 $5,972,751 141,300 141,300 King Pharmaceuticals, Inc. COM 495582108 $3,140,613 182,700 182,700 Kirby Corp. COM 497266106 $24,108,103 880,179 880,179 Kohl's Corp. COM 500255104 $822,465 14,700 14,700 Kraft Foods, Inc. Class A 50075N104 $2,699,796 69,350 69,350 Kronos, Inc. COM 501052104 $5,520,388 149,240 149,240 Kulicke & Soffa Industries COM 501242101 $5,333,728 932,470 932,470 KV Pharmaceutical Co.CL COM 482740206 $17,672,136 761,730 761,730 L-3 Comm Hldgs. Corp. CV 4.0% 9/15/2011 502424AD6 $30,825,463 27,370,000 27,370,000 L-3 Comm Hldgs. Corp. CV 5.25% 6/1/2009 502424AB0 $2,036,825 1,582,000 1,582,000 Labor Ready, Inc. COM 505401208 $11,362,289 1,769,827 1,769,827 Lamar Advertising Co. COM 512815101 $5,690,215 169,100 169,100 Lam Research Corp CV 4% 6/1/2006 512807AE8 $4,987,500 5,700,000 5,700,000 La Quinta Corp. COM 50419U202 $1,184,040 269,100 269,100 La-Z-Boy Inc COM 505336107 $5,763,833 240,360 240,360 Leggett & Platt, Inc. COM 524660107 $89,013,489 3,966,733 3,966,733 Lehman Brothers Holdings, Inc. COM 524908100 $412,998 7,750 7,750 Lennar Corp. COM 526057104 $374,100 7,250 7,250 Lesco, Inc. COM 526872106 $153,230 11,000 11,000 Libbey, Inc. COM 529898108 $1,460,290 56,165 56,165 Liberty Media (VIA) CV 3.25% 3/15/2031 530715AR2 $39,204,230 41,596,000 41,596,000 Lifepoint Hospitals Holdings COM 53219L109 $11,857,674 396,167 396,167 Lifepoint Hospitals Holdings CV 4.5% 6/1/2009 53219LAE9 $1,982,500 2,000,000 2,000,000 Ligand Pharmaceuticals, Inc. COM 53220K207 $5,384,601 1,002,719 1,002,719 Limited Brands, Inc. COM 532716107 $288,785,849 20,731,217 20,731,217 Lockheed Martin Corp. COM 539830109 $51,926,733 899,164 899,164 Loews Corp. CV 3.125% 09/15/07 540424AL2 $2,700,000 3,000,000 3,000,000 Lojack Corp. COM 539451104 $1,877,244 380,009 380,009 Lomak Financing Trust CV PFD 5.75% 11/01/2027 541505400 $1,574,700 54,300 54,300 Lord Abbett Affiliated Fund 544001506 $121,567,919 11,523,026 11,523,026 Lord Abbett Bond Debenture Fund 544004401 $64,913,246 9,040,842 9,040,842 Lord Abbett Developing Growth Fund 544006505 $32,785,383 3,005,076 3,005,076 Lord Abbett High Yield Fund 54400N409 $575,635 78,424 78,424 Lord Abbett International Series 543915813 $44,971,469 7,093,292 7,093,292 Lord Abbett Investment Trust Total Return Fund 54400U106 $17,882,102 1,685,401 1,685,401 Lord Abbett Research Fund, Inc. Small-Cap Value Series 543913800 $32,936,306 1,775,542 1,775,542 Lowes Co., Inc. COM 548661107 $690,000 18,400 18,400 LSI Logic Corp. CV 4.0% 11/1/2006 502161AG7 $20,500,000 25,000,000 25,000,000 LSI Logic Corp. CV 4% 2/15/2005 502161AE2 $895,000 1,000,000 1,000,000 Lucent Technologies, Inc. COM 549463107 $11,830,964 9,389,654 9,389,654 Macromedia Inc. COM 556100105 $5,405,088 507,520 507,520 Macrovision Corp COM 555904101 $10,376,051 646,886 646,886 Magnum Hunter Resources Corp. COM 55972F203 $13,325,519 2,239,583 2,239,583 Manhattan Associates, Inc. COM 562750109 $4,961,502 209,700 209,700 Manor Care, Inc. COM 564055101 $27,689,298 1,487,872 1,487,872 Manpower, Inc. CV 0% 8/17/2021 56418HAC4 $10,384,275 16,885,000 16,885,000 ManTech International Corp. COM 564563104 $9,289,378 487,120 487,120 Manugistics Group, Inc. CV 5% 11/1/2007 565011AB9 $14,176,969 28,425,000 28,425,000 Markel Corp. COM 570535104 $29,039,411 141,311 141,311 Marsh & McLennan Co., Inc. COM 571748102 $323,470 7,000 7,000 Martek Biosciences Corp COM 572901106 $1,187,552 47,200 47,200 MascoTech Inc. CV 4.5% 12/15/03 574670AB1 $1,168,750 1,250,000 1,250,000 Matthews International Corp. COM 577128101 $26,498,210 1,186,611 1,186,611 Maverick Tube Corp. COM 577914104 $17,854,423 1,370,255 1,370,255 May Department Stores Co. COM 577778103 $317,124 13,800 13,800 MBNA Corp. COM 55262L100 $135,368,754 7,117,180 7,117,180 McKesson Corp. COM 58155Q103 $41,914,799 1,550,677 1,550,677 M.D.C. Holdings, Inc. COM 552676108 $22,964,035 600,210 600,210 MeadWestvaco Corp. COM 583334107 $84,481,217 3,418,908 3,418,908 Medicines Co. COM 584688105 $4,258,116 265,800 265,800 Medicis Pharmaceutical Corp. COM 584690309 $26,655,207 536,646 536,646 MedImmune, Inc. COM 584699102 $2,948,706 108,528 108,528 Medion AG COM 5623822 $2,037,295 58,300 58,300 Medtronic, Inc. COM 585055106 $1,244,880 27,300 27,300 Medtronic, Inc. CV 1.25% 9/15/2021 585055AB2 $12,019,550 11,420,000 11,420,000 Mellon Financial Corp. COM 58551A108 $461,652,140 17,681,047 17,681,047 Mentor Graphics Corp. CV 6.875% 6/15/2007 587200AB2 $5,289,375 6,500,000 6,500,000 Mercantile Bankshares Corp. COM 587405101 $1,696,031 43,950 43,950 Merck & Co., Inc. COM 589331107 $156,906,544 2,771,711 2,771,711 Mercury Computer Systems, Inc. COM 589378108 $5,348,325 175,240 175,240 Mercury Interactive Corp. COM 589405109 $601,895 20,300 20,300 Mercury Interactive Corp. CV 4.75% 07/01/2007 589405AB5 $22,345,900 24,760,000 24,760,000 Merrill Lynch & Co., Inc. COM 590188108 $255,172,979 6,723,926 6,723,926 MERRILL LYNCH INTL EQUITY FDCL C C 59019A300 $115,385 17,917 17,917 Merrill Lynch (SX5E) CV 1.5% 12/15/2005 59018SU36 $17,978,180 18,700,000 18,700,000 MetLife Cap Tr COM 59156R108 $18,458,559 682,639 682,639 MetLife Cap Tr CV PFD 8% 5/15/2003 59156R207 $77,197,524 938,800 938,800 Metro One Telecommunications COM 59163F105 $7,708,156 1,195,063 1,195,063 Michael Baker Corp. COM 57149106 $583,635 53,300 53,300 Michaels Stores, Inc. COM 594087108 $7,599,640 242,800 242,800 Microsoft Corp. COM 594918104 $5,422,399 104,882 104,882 MICROS Systems, Inc. COM 594901100 $29,892,048 1,333,276 1,333,276 Millipore Corp. COM 601073109 $5,836,372 171,658 171,658 Modtech Holdings, Inc. COM 60783C100 $2,132,099 219,804 219,804 Mohawk Industries, Inc. COM 608190104 $233,495 4,100 4,100 Molecular Devices Corp. COM 60851C107 $19,763,028 1,199,941 1,199,941 Monolithic System Technology COM 609842109 $5,786,320 479,000 479,000 Monsanto Co. COM 61166W101 $201,181,293 10,450,976 10,450,976 Moog, Inc. Class A COM 615394202 $12,671,770 408,240 408,240 Morgan Stanley COM 617446448 $460,078 11,525 11,525 Motorola, Inc. COM 620076109 $270,809,401 31,307,445 31,307,445 Motorola, Inc. CV PFD 7.0% 11/16/2004 620076208 $18,144,000 567,000 567,000 MSC Industrial Direct Co. COM 553530106 $33,012,746 1,859,873 1,859,873 Mueller Industries, Inc. COM 624756102 $20,654,546 757,965 757,965 Mylan Laboratories, Inc. COM 628530107 $141,208,297 4,046,083 4,046,083 National City Corp. COM 635405103 $1,739,492 63,671 63,671 National Comm Financial Corp. COM 63545P104 $4,939,335 207,100 207,100 National Processing, Inc. COM 637229105 $1,325,730 82,600 82,600 NBTY, Inc. COM 628782104 $25,165,067 1,431,460 1,431,460 NCI Building Systems, Inc. COM 628852105 $2,443,775 111,997 111,997 NCO Group, Inc. COM 628858102 $13,054,852 818,486 818,486 NDC Health Corp. COM 639480102 $14,499,220 728,604 728,604 Neoware Systems, Inc, COM 64065P102 $2,931,306 196,600 196,600 Nestle Hldgs., Inc. CV 3.0% 5/09/2005 5948213 $46,633,275 41,730,000 41,730,000 Net.B@nk Inc. COM 640933107 $566,541 58,527 58,527 Network Appliance, Inc. COM 64120L104 $180,630 18,063 18,063 Network Associates, Inc. COM 640938106 $6,929,963 430,700 430,700 Newell Rubbermaid, Inc. COM 651229106 $186,836,076 6,160,108 6,160,108 Newmont Mining Corp. COM 651639106 $179,135,307 6,170,696 6,170,696 New York Community Bancorp, Inc. 649445103 $9,715,232 336,400 336,400 Nextel Communications, Inc. COM 65332V103 $546,084 47,280 47,280 Nextel Communications, Inc. CV 5.25% 1/15/2010 65332VAY9 $8,164,250 11,300,000 11,300,000 NIKE, Inc. Class B 654106103 $324,183,864 7,289,945 7,289,945 Nokia Oyj COM 654902204 $158,100 10,200 10,200 Norfolk Southern Corp COM 655844108 $212,694 10,640 10,640 Nortel Networks Corp CV 4.25% 9/1/2008 656568AB8 $3,785,925 7,060,000 7,060,000 North Amer Palladium Ltd. COM 656912102 $2,886,312 829,400 829,400 Northeast Utilities COM 664397106 $117,134,897 7,721,483 7,721,483 North Fork Bancorp, Inc. COM 659424105 $695,044 20,600 20,600 Northrop Grumman Corp. COM 666807102 $5,096,186 52,538 52,538 Northrop Grumman Corp. CV PFD 7.25% 11/16/2004 666807409 $5,925,700 55,000 55,000 Noven Pharmaceuticals, Inc. COM 670009109 $10,813,185 1,171,526 1,171,526 Novoste Corp. COM 67010C100 $10,712,430 1,483,716 1,483,716 NRG Energy, Inc. CV PFD 6.5% 5/15/2004 629377201 $4,132,500 750,000 750,000 Nu Skin Enterprises, Inc. COM 67018T105 $3,167,023 264,580 264,580 Oak Technology, Inc. COM 671802106 $4,154,270 1,567,649 1,567,649 Odyssey Re Holdings Corp. COM 67612W108 $38,005,953 2,147,229 2,147,229 Office Depot, Inc. COM 676220106 $94,139,708 6,378,029 6,378,029 Offshore Logistics, Inc. COM 676255102 $5,486,116 250,279 250,279 Ohio Casualty Corp. COM 677240103 $1,511,265 116,700 116,700 OM Group, Inc. COM 670872100 $281,117 40,860 40,860 On Assignment, Inc. COM 682159108 $666,298 78,204 78,204 Online Resources Corp. COM 68273G101 $37,922 13,500 13,500 OpticNet, Inc. COM 683868103 $1,539 153,895 153,895 Oracle Corp. COM 68389X105 $651,769 60,349 60,349 Orasure Technologies, Inc. COM 68554V108 $640,375 117,500 117,500 Orthofix International N.V. COM N6748L102 $19,950,170 711,236 711,236 OshKosh B'Gosh, Inc. Class A COM 688222207 $3,172,820 113,113 113,113 Owens Illinois Inc. CVPFD 4.75% 690768502 $2,522,058 95,172 95,172 Oxford Health Plans, Inc. COM 691471106 $111,355 3,055 3,055 Pacific Sunwear of California, COM 694873100 $30,518,718 1,725,196 1,725,196 Pactiv Corp. COM 695257105 $148,687,545 6,801,809 6,801,809 Parexel International Corp COM 699462107 $7,125,575 648,369 648,369 Parker Drilling Co. CV 5.5% 08/01/04 701081AD3 $20,376,775 21,940,000 21,940,000 Parker - Hannifin Corp. COM 701094104 $184,703,160 4,003,971 4,003,971 Park Place Entertainment Corp. COM 700690100 $84,668,825 10,079,622 10,079,622 Partner Re Ltd. COM G6852T105 $145,194,406 2,801,899 2,801,899 Patina Oil & Gas Corp. COM 703224105 $16,683,601 527,128 527,128 Patterson-UTI Energy, Inc. COM 703481101 $6,758,080 224,000 224,000 Paxar Corp. COM 704227107 $13,355,697 905,471 905,471 Payless ShoeSource, Inc. COM 704379106 $103,043,352 2,002,008 2,002,008 PEC SOLUTIONS INC COM 705107100 $4,443,469 148,611 148,611 Pegasus Solutions, Inc. COM 705906105 $5,917,951 590,025 590,025 PeopleSoft, Inc. COM 712713106 $211,679,925 11,567,209 11,567,209 Pep Boys CV 4.25% 6/1/2007 713278AP4 $876,250 1,000,000 1,000,000 Pepsi Bottling Group, Inc. COM 713409100 $5,229,950 203,500 203,500 PepsiCo, Inc. COM 713448108 $239,702,059 5,677,453 5,677,453 Performance Food Group Co. CV 5.5% 10/16/2008 713755AA4 $640,000 500,000 500,000 PetroQuest Energy, Inc. COM 716748108 $91,300 22,000 22,000 Pfizer, Inc. COM 717081103 $8,438,849 276,050 276,050 Pharmaceutical Product Development, Inc. 717124101 $39,866,647 1,362,031 1,362,031 Pharmacia Corp. COM 71713U102 $35,268,959 843,755 843,755 Phelps Dodge Corp. CVPFD 6.75% 8/15/2002 717265508 $26,962,630 315,500 315,500 Philadelphia Con Holding Corp. COM 717528103 $6,228,736 175,953 175,953 Philadelphia Suburban Corp. COM 718009608 $28,951,776 1,405,426 1,405,426 Philip Morris Co., Inc. COM 718154107 $1,273,696 31,426 31,426 Phillips-Van Heusen Corp. COM 718592108 $1,928,566 166,831 166,831 Phoenix Technologies Ltd. COM 719153108 $4,677,745 810,701 810,701 Pier 1 Imports, Inc. COM 720279108 $14,237,953 752,137 752,137 Pioneer Natural Resources Co. COM 723787107 $6,499,350 257,400 257,400 Pitney Bowes, Inc. COM 724479100 $561,099 17,180 17,180 Planar Systems, Inc, COM 726900103 $9,025,254 437,482 437,482 Plantronics, Inc. COM 727493108 $6,951,539 459,454 459,454 Plum Creek Timber Co., Inc. COM 729251108 $79,756,200 3,379,500 3,379,500 PMI Group Inc CV 2.5% 7/15/2021 69344MAE1 $12,278,331 11,435,000 11,435,000 Potash Corp. of Saskatchewan, ADR 73755L107 $251,635,122 3,957,149 3,957,149 PracticeWorks, Inc. COM 739419109 $199,870 25,300 25,300 Praxair, Inc. COM 74005P104 $350,391,527 6,065,285 6,065,285 Prentiss Properties Trust COM 740706106 $11,022,017 389,746 389,746 PRG - Schultz International COM 69357C107 $5,756,244 646,769 646,769 Pride Int'l., Inc. COM 74153Q102 $152,832,414 10,257,209 10,257,209 Progress Energy, Inc. COM 743263105 $227,845,996 5,255,963 5,255,963 ProQuest Co. COM 74346P102 $7,373,246 376,186 376,186 Protein Design Labs, Inc CV 5.5% 2/152007 74369LAB9 $3,275,000 4,000,000 4,000,000 Province Healthcare Co. COM 743977100 $3,940,781 405,014 405,014 PSS World Medical, Inc. COM 69366A100 $1,469,704 214,869 214,869 Public Service Enterprise Group, Inc. 744573106 $71,496,876 2,227,317 2,227,317 Pulte Homes, Inc. COM 745867101 $6,175,230 129,000 129,000 QLT, Inc. COM 746927102 $5,047,495 591,180 591,180 Quaker Chemical Corp. COM 747316107 $1,501,040 64,700 64,700 QUALCOMM, Inc. COM 747525103 $1,260,295 34,633 34,633 Quanex Corp. COM 747620102 $26,995,205 805,827 805,827 Quantum Corp CV 7.0% 8/1/2004 747906AC9 $956,750 1,075,000 1,075,000 Quest Diagnostics, Inc. COM 74834L100 $5,980,190 105,100 105,100 Quiksilver, Inc. COM 74838C106 $37,753,066 1,416,094 1,416,094 Qwest Communications Int'l., Inc. 749121109 $29,252,500 5,850,500 5,850,500 RadioShack Corp. COM 750438103 $24,079,982 1,284,951 1,284,951 RadiSys Corp. COM 750459109 $11,432,834 1,432,686 1,432,686 Raindance Communications, Inc. COM 75086X106 $3,378,515 1,045,980 1,045,980 Range Resources Corp. CV 6.0% 2/1/2007 541509AF2 $3,736,500 4,700,000 4,700,000 Rational Software Corp. CV 5.0% 2/01/2007 75409PAC7 $23,999,375 23,500,000 23,500,000 Rayovac Corp. COM 755081106 $12,474,214 935,800 935,800 Raytheon Co. PFDCV 8.25% 5/15/2004 755111606 $23,243,220 425,700 425,700 Red Robin Gourmet Burgers COM 75689M101 $5,898,620 463,000 463,000 Regal-Beloit Corp. COM 758750103 $1,109,520 53,600 53,600 Regent Communications, Inc. COM 758865109 $415,769 70,350 70,350 Reinsurance Group of America CV 5.75 12/15/2050 759351307 $4,587,500 100,000 100,000 Remington Oil & Gas Corp. COM 759594302 $11,377,447 693,324 693,324 RenaissanceRe Holdings Ltd. COM G7496G103 $9,504,000 240,000 240,000 Renal Care Group, Inc. COM 759930100 $29,882,778 944,462 944,462 Republic Technology Int'l., LLC 760805119 $102 10,200 10,200 Res-Care, Inc. COM 760943100 $1,460,673 402,500 402,500 RF Micro Devices, Inc. CV 3.75% 8/15/2005 749941AB6 $28,520,340 32,782,000 32,782,000 @ Road, Inc. COM 04648K105 $1,138,228 275,600 275,600 Robert Half Int'l., Inc. COM 770323103 $1,899,578 117,913 117,913 Rock of Ages Corp. COM 772632105 $76,275 13,500 13,500 Rogers Corp. COM 775133101 $31,292,689 1,406,413 1,406,413 Rohm & Haas Co. COM 775371107 $174,940,144 5,386,088 5,386,088 Royal Caribbean Cruises, Ltd. CV 0% 2/2/2021 780153AK8 $11,550,000 30,000,000 30,000,000 Royal Dutch Petroleum Co. ADR COM 780257804 $1,756,398 39,900 39,900 Rudolph Technologies, Inc. COM 781270103 $8,573,391 447,463 447,463 Russ Berrie & Co., Inc. COM 782233100 $9,425,735 279,033 279,033 Russell Corp. COM 782352108 $20,846,439 1,245,307 1,245,307 S1 Corp. COM 78463B101 $10,791,751 2,419,675 2,419,675 Safeco Corp. COM 786429100 $149,676,596 4,317,179 4,317,179 Safenet Inc COM 78645R107 $2,107,092 83,120 83,120 Safeway, Inc. COM 786514208 $33,545,567 1,436,026 1,436,026 Sandisk Corp. CV 4.5% 11/15/2006 80004CAB7 $3,116,325 2,220,000 2,220,000 Sangstat Medical Corp. COM 801003104 $14,081,698 1,246,168 1,246,168 Sanmina Corp. CV 0% 9/12/2020 800907AD9 $8,250,000 20,000,000 20,000,000 Sanmina Corp. CV 4.25% 5/1/2004 800907AB3 $2,028,313 2,075,000 2,075,000 Sara Lee Corp COM 803111103 $453,802 20,160 20,160 SBC Communications, Inc. COM 78387G103 $156,498,826 5,772,734 5,772,734 Scansource, Inc. COM 806037107 $18,476,999 374,787 374,787 Schering-Plough Corp. COM 806605101 $426,354,820 19,205,172 19,205,172 Schlumberger Ltd. COM 806857108 $287,413,558 6,828,547 6,828,547 Sci Systems, Inc. CV 3% 3/15/2007 783890AF3 $6,834,156 9,575,000 9,575,000 Seattle Genetics, Inc. COM 812578102 $936,820 302,200 302,200 SeeBeyond Technology Corp. COM 815704101 $4,471,637 1,840,180 1,840,180 Select Comfort Corp. COM 81616X103 $96,820 10,300 10,300 Selective Insurance Group, Inc. 816300107 $19,617,486 779,090 779,090 Semco Energy, Inc. CV 11.0% 8/16/2003 78412D307 $5,606,560 1,046,000 1,046,000 Semitool, Inc. COM 816909105 $6,424,568 1,034,552 1,034,552 Sempra Energy CV PFD 8.5% 5/17/2005 816851208 $962,000 40,000 40,000 Sensient Technologies Corp. COM 81725T100 $3,576,640 159,174 159,174 SERVICE CORP INTERNA 817565104 $3,155,142 950,344 950,344 SFBC Int'l., Inc. COM 784121105 $162,250 12,500 12,500 Shire Finance Ltd CV 2.0% 8/21/2011 82481UAB5 $11,068,819 12,015,000 12,015,000 Shuffle Master, Inc. COM 825549108 $13,114,505 686,264 686,264 SICOR, Inc. COM 825846108 $32,417,133 2,045,245 2,045,245 Sierra Health Services, Inc. COM 826322109 $22,541,737 1,876,914 1,876,914 SI International Inc. COM 78427V102 $3,329,480 308,000 308,000 Silicon Storage Technology, COM 827057100 $4,165,119 1,030,970 1,030,970 Silicon Valley Bancshares COM 827064106 $8,049,345 441,060 441,060 Simon Property Group, Inc. CV PFD 6.5% 9/24/2003 828806406 $37,142,805 399,385 399,385 Simpson Manufacturing Co., Inc. 829073105 $8,310,211 252,590 252,590 Sinclair Bcst Grp, Inc. CVPFD 6.00% 829226505 $7,303,354 187,800 187,800 SINO LD LTD ORD SINO LD LTD ORD Y80267126 $4,160 13,000 13,000 Six Flags, Inc. CV PFD 7.25% 8/15/2009 83001P505 $3,071,250 189,000 189,000 Skillsoft plc - ADR COM 830928107 $10,401,796 3,782,471 3,782,471 Skywest, Inc. COM 830879102 $14,379,340 1,100,179 1,100,179 Skyworks Solutions COM 83088M102 $1,117,152 129,600 129,600 SL Green Realty Corp. COM 78440X101 $17,697,359 560,043 560,043 SLM Corp. COM 78442P106 $4,465,980 43,000 43,000 Smithfield Foods, Inc. COM 832248108 $41,434,650 2,088,440 2,088,440 Snap-on, Inc. COM 833034101 $141,097,161 5,019,465 5,019,465 Solutia, Inc. COM 834376105 $55,051,306 15,165,649 15,165,649 Sonosite, Inc. COM 83568G104 $4,818,909 368,700 368,700 Southwest Airlines Co. COM 844741108 $156,497,681 11,258,826 11,258,826 Southwest Bancorp of Texas, Inc. 84476R109 $16,354,602 567,671 567,671 Southwest Gas Corp. COM 844895102 $71,843,132 3,063,673 3,063,673 SpectraLink Corp. COM 847580107 $1,540,002 214,485 214,485 Spinnaker Exploration Co. COM 84855W109 $10,389,210 471,166 471,166 Sprint Corp. CV 7.125% 8/17/2004 852061605 $9,015,058 1,233,250 1,233,250 SPX Corp COM 784635104 $4,194,400 112,000 112,000 SRA Int'l, Inc. COM 78464R105 $6,573,118 242,640 242,640 Standard Pacific Corp. COM 85375C101 $24,184,487 977,151 977,151 Staples, Inc. COM 855030102 $241,601,943 13,202,292 13,202,292 Starbucks Corp. COM 855244109 $783,611 38,450 38,450 Steiner Leisure Ltd. COM P8744Y102 $12,366,021 887,089 887,089 STERIS Corp. COM 859152100 $3,441,560 141,920 141,920 Stewart Enterprises, Inc. COM 860370105 $3,105,030 557,356 557,356 Stillwater Mining Co. COM 86074Q102 $5,807,002 1,085,421 1,085,421 St. Jude Medical, Inc. COM 790849103 $3,245,124 81,700 81,700 STMicroelectronics CV 0% 9/22/09 861012AB8 $23,559,600 27,080,000 27,080,000 Stone Energy Corp. COM 861642106 $17,480,573 523,998 523,998 St. Paul Companies, Inc. COM 792860108 $43,408,847 1,274,856 1,274,856 Stryker Corp. COM 863667101 $543,672 8,100 8,100 Summa Industries, Inc. COM 86562T105 $105,380 11,000 11,000 Sungard Data Systems, Inc. COM 867363103 $1,995,532 84,700 84,700 SunTrust Banks, Inc. COM 867914103 $2,476,020 43,500 43,500 SuperGen, Inc. COM 868059106 $1,984,521 546,700 546,700 Superior Industries Int'l., Inc. 868168105 $30,339,587 733,549 733,549 Swift Transportation Co., Inc. COM 870756103 $10,041,890 501,643 501,643 Swiss Life Finance (RD) REG S (RD) CV 2.0% 5/20/2 5446546 $16,545,263 15,795,000 15,795,000 Swiss Re America CV 2.25% 06/10/2004 5685899 $1,926,125 1,900,000 1,900,000 Sybase, Inc. COM 871130100 $84,071,989 6,274,029 6,274,029 Sylvan Learning Systems, Inc. COM 871399101 $15,212,033 927,563 927,563 Symantec Corp. COM 871503108 $345,645 8,545 8,545 Symantec Corp. CV 3.0% 11/1/2006 871503AB4 $20,502,203 14,502,000 14,502,000 Symbol Technologies, Inc. COM 871508107 $40,184,892 4,888,673 4,888,673 Sypris Solutions, Inc. COM 871655106 $2,483,072 243,200 243,200 Take-Two Interactive Software COM 874054109 $5,459,076 232,400 232,400 TALX Corp. COM 874918105 $3,110,400 240,743 240,743 Target Corp. COM 8.76E+110 $514,359,866 17,145,329 17,145,329 Tarrant Apparel Group, Inc. COM 876289109 $2,064,845 504,852 504,852 TBC Corp. COM 872180104 $10,971,808 913,556 913,556 Team, Inc. COM 878155100 $89,125 11,500 11,500 Teleflex, Inc. COM 879369106 $3,385,093 78,925 78,925 TeleTech Holdings, Inc. COM 879939106 $6,747,596 929,421 929,421 Temple-Inland, Inc. CV PFD 7.50% 5/17/2005 879868206 $30,237,547 666,172 666,172 Tennant Co. COM 880345103 $20,119,090 617,150 617,150 Teradyne, Inc. COM 880770102 $170,471,500 13,103,113 13,103,113 Terex Corp. COM 880779103 $140,442 12,607 12,607 Teva PharmaceuticalIndustries ADR 881624209 $8,687,250 225,000 225,000 Teva Pharmaceutical Industries 144A CV 0.375%11/15/2022 88164MAA6 $14,259,375 13,500,000 13,500,000 Teva Pharmaceutical Industries CV 1.5% 10/15/2005 88163VAB5 $13,007,500 12,100,000 12,100,000 Texas Instruments, Inc. COM 882508104 $65,812,351 4,384,567 4,384,567 Texas Regional Bancshares COM 882673106 $11,627,594 327,160 327,160 The Coca Cola Co. COM 191216100 $2,629,200 60,000 60,000 The Cooper Companies, Inc. COM 216648402 $14,120,487 564,368 564,368 The Estee Lauder Cos., Inc. COM 518439104 $89,675,150 3,396,786 3,396,786 The Gap, Inc. COM 364760108 $202,727,502 13,062,339 13,062,339 The Gap, Inc. CV 5.75% 3/15/2009 364760AJ7 $18,787,500 15,000,000 15,000,000 The Goldman Sachs Group, Inc. COM 38141G104 $63,061,553 926,014 926,014 The Home Depot, Inc. COM 437076102 $1,373,579 57,328 57,328 The Keith Co., Inc. COM 487539108 $2,903,265 222,132 222,132 The Marcus Corp. COM 566330106 $21,626,600 1,523,000 1,523,000 The Procter & Gamble Co. COM 742718109 $3,688,975 42,925 42,925 Theragenics Corp. COM 883375107 $473,122 117,400 117,400 Thermedics, Inc. CV 0% 6/1/2003 5070729 $96,534 100,000 100,000 Thermo Electron Corp. CV 4.0% 1/15/2005 883556AH5 $19,904,588 20,055,000 20,055,000 The Times Mirror Company CV 0% 04/15/17 887364AE7 $15,759,289 22,881,000 22,881,000 The Timken Co. COM 887389104 $97,795,381 5,120,177 5,120,177 The TJX Cos., Inc. COM 872540109 $390,400 20,000 20,000 The Valspar Corp. COM 920355104 $5,456,628 123,509 123,509 Thomas Industries, Inc. COM 884425109 $909,494 34,900 34,900 Tibco Software Inc. COM 88632Q103 $7,065,038 1,143,210 1,143,210 Ticketmaster Class B COM 88633P203 $2,253,564 106,200 106,200 Timberland Co. COM 887100105 $35,839,649 1,006,449 1,006,449 TITAN Corp. COM 888266103 $14,908,223 1,433,483 1,433,483 Tommy Hilfiger Corp. ADR G8915Z102 $63,824,839 9,183,430 9,183,430 Total Fina Elf SA ADR COM 8.92E+113 $85,586,644 1,197,016 1,197,016 Tower Automotive, Inc. CV 5.0% 8/1/2004 891707AE1 $15,236,250 17,000,000 17,000,000 Toys R Us Inc. CV 6.25% 8/16/2005 892335209 $1,682,500 50,000 50,000 Transatlantic Holdings, Inc. COM 893521104 $25,898,009 388,276 388,276 Transocean Sedco Forex CV 1.5% 5/15/2021 893830AD1 $10,715,500 11,600,000 11,600,000 Travelers Property Casualty A shares Corp. A Shares 89420G109 $53,771,801 3,670,430 3,670,430 Travelers Property Casualty B shares Corp. B Shares 89420G406 $1,088,959 74,332 74,332 Triad Hospitals, Inc. COM 89579K109 $7,546,990 253,000 253,000 Tribune Co. COM 896047107 $284,955,961 6,268,279 6,268,279 Trico Marine Services, Inc. COM 896106101 $157,882 47,412 47,412 Trizetto Group, Inc. COM 896882107 $1,922,790 313,158 313,158 Tropical Sportswear Int'l. COM 89708P102 $10,873,237 1,212,178 1,212,178 Tweeter Home Entertainment Grp, Inc. 901167106 $4,067,132 703,656 703,656 Tyco Int'l., Ltd. COM 902124106 $10,694,747 626,156 626,156 Tyco Int'l., Ltd. CV 0% 11/17/2020 902124AC0 $57,700,000 80,000,000 80,000,000 Ubs Ag Stamford (T) CV 1.5% 07/12/2006 90261AAA0 $1,903,125 1,875,000 1,875,000 UICI COM 902737105 $853,695 54,900 54,900 Union Pac Cap Tr CVPFD 6.25% 4/1/28 907824403 $25,559,450 496,300 496,300 Union Pacific Corp. COM 907818108 $238,280,641 3,979,967 3,979,967 UnitedHealth Group, Inc. COM 91324P102 $876,750 10,500 10,500 United Natural Foods, Inc. COM 911163103 $9,755,136 384,818 384,818 United Parcel Service, Inc. CV 1.75% 09/27/2007 911312AB2 $2,556,000 2,400,000 2,400,000 United Retail Group Inc. COM 911380103 $64,400 23,000 23,000 United States Steel Corp. COM 912909108 $17,679,029 1,347,487 1,347,487 United Technologies Corp. COM 913017109 $157,683,812 2,545,751 2,545,751 Universal Compression Hldgs., Inc. 913431102 $4,202,306 219,671 219,671 Universal Hlth Services, Inc. CV .0.426% 06/23/2020 913903AL4 $38,176,000 59,650,000 59,650,000 Univision Communications, Inc. COM 914906102 $4,059,087 165,677 165,677 USA Networks, Inc. COM 902984103 $5,218,938 228,300 228,300 U.S. Bancorp COM 902973304 $50,733,391 2,390,829 2,390,829 USFreightways Corp. COM 916906100 $830,875 28,900 28,900 Vans, Inc. COM 921930103 $56,800 10,000 10,000 Varian Semiconductor Equip. COM 922207105 $6,701,648 282,044 282,044 Verint Systems Inc COM 92343X100 $5,590,667 277,040 277,040 Verity, Inc. COM 92343C106 $4,280,433 319,650 319,650 Verizon Communications Inc. COM 92343V104 $403,580,371 10,414,977 10,414,977 V.F. Corp. COM 918204108 $58,694,814 1,628,150 1,628,150 Viacom, Inc. Class B 925524308 $275,864,332 6,768,016 6,768,016 Viacom, Inc. CL A 925524100 $7,774,060 190,494 190,494 VIP COMLINK COM 918239104 $525 175,000 175,000 Vitalworks, Inc. COM 928483106 $43,505 11,300 11,300 Vitesse Semiconductor Corp. CV 4.0% 3/15/2005 928497AB2 $14,658,000 17,450,000 17,450,000 Wabash National Corp. COM 929566107 $132,404 15,800 15,800 Wachovia Corp. COM 929903102 $449,524,892 12,336,029 12,336,029 Walgreen Co. COM 931422109 $1,663,830 57,000 57,000 Wal-Mart Stores, Inc. COM 931142103 $4,014,570 79,481 79,481 Walt Disney Company COM 254687106 $456,070,927 27,962,656 27,962,656 Washington Mutual, Inc. COM 939322103 $894,327 25,900 25,900 Washington Mutual, Inc. CV PFD 5.375% 5/1/2041 939322848 $14,675,438 282,900 282,900 Waste Connections Inc. CV 5.5% 4/15/2006 941053AB6 $1,717,000 1,360,000 1,360,000 Waste Management, Inc. COM 94106L109 $230,241,349 10,045,434 10,045,434 Watchguard Technologies, Inc. COM 941105108 $5,752,070 901,437 901,437 Weatherford Intl Inc CV PFD 5.0% 11/01/2027 268939402 $8,626,250 167,500 167,500 WebEx Communications, Inc. COM 94767L109 $9,226,950 615,130 615,130 Websense, Inc. COM 947684106 $4,455,712 208,591 208,591 Webster Financial Corp. COM 947890109 $17,883,337 513,889 513,889 WellChoice, Inc. COM 949475107 $1,015,480 42,400 42,400 Wellpoint Health Network, Inc. COM 94973H108 $633,324 8,900 8,900 Wells Fargo & Co. COM 949746101 $437,040,643 9,324,528 9,324,528 West Marine, Inc. COM 954235107 $7,250,895 529,649 529,649 Westport Resources Corp. COM 961418100 $13,058,053 627,791 627,791 Whole Foods Market, Inc. CV Zero 03/02/2018 966837AC0 $2,168,925 3,630,000 3,630,000 Willis Group Holdings Ltd. COM G96655108 $8,675,542 302,600 302,600 Willow Grove Bancorp., Inc. COM 97111W101 $920,180 66,200 66,200 Wind River Systems, Inc. CV 3.75% 12/15/2006 973149AE7 $11,146,875 14,500,000 14,500,000 WorldCom, Inc.- WorldCom Group COM 98157D106 $689,975 5,609,549 5,609,549 W.W. Grainger, Inc. COM 384802104 $72,982,634 1,415,764 1,415,764 Wyeth COM 983024100 $222,341,799 5,944,968 5,944,968 Xerox Corp. COM 984121103 $418,419,293 51,977,552 51,977,552 XL Capital Ltd. Class A COM G98255105 $148,862,063 1,927,017 1,927,017 XTO Energy, Inc. COM 98385X106 $6,536,855 264,650 264,650 Yahoo!, Inc. COM 984332106 $563,045 34,437 34,437 Young & Rubicam CV 3.0% 1/15/2005 987425AC9 $18,002,705 18,851,000 18,851,000 Yum! Brands, Inc. COM 988498101 $639,408 26,400 26,400 Zebra Technologies Corp. Class A 989207105 $36,532,303 637,562 637,562 Zoll Medical Corp COM 989922109 $1,366,161 38,300 38,300 31,781,260,320.00 3,008,890,066.00 3,008,890,066.00
-----END PRIVACY-ENHANCED MESSAGE-----