-----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, OYG2Jmh6vU0tkPUc0xIiQcMlkkFnvVFfAyTlCqc+rX8EyfiMVqSl511JkGUXPzRn MyKN0XOicKLTm6OIVntNMw== 0001089355-01-500165.txt : 20010628 0001089355-01-500165.hdr.sgml : 20010628 ACCESSION NUMBER: 0001089355-01-500165 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010331 FILED AS OF DATE: 20010627 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: SEC FILE NUMBER: 028-00413 FILM NUMBER: 1668662 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 FORM 13F 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: MARCH 31, 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 JUNE 26, 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: 943 FORM 13F INFORMATION TABLE VALUE TOTAL: $23,640,417,292.48 (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 03/31/2001 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 Ace Ltd. CV PFD 8.25% 004408209 $ 89,558,400.00 1,178,400 1,178,400 ACE Ltd. COM G0070K103 221,943,767.53 6,037,643 6,037,643 Activision Inc. COM 004930202 28,773,187.45 1,183,473 1,183,473 Acxiom Corp COM 005125109 33,711,037.71 1,614,900 1,614,900 Adelphia Communications Corp COM 006848105 4,641,300.00 114,600 114,600 Administaff inc COM 007094105 697,377.45 38,423 38,423 Advanced Digital Information Corp. 007525108 46,882,094.61 2,707,991 2,707,991 Advanced Micro Devices, Inc. COM 007903107 1,687,944.00 63,600 63,600 AdvancePCS COM 00790K109 54,823,341.73 1,010,278 1,010,278 Advo Inc. COM 007585102 645,750.00 17,500 17,500 Aegis Communications Group, Inc. 00760B105 2,811,598.00 3,269,300 3,269,300 Aegon NV COM 007924103 117,050,907.19 4,003,109 4,003,109 AES Trust VII CV 6.0% 5/15/2008 00103V305 14,573,250.00 229,500 229,500 Affymetrix Inc. CV 4.75% 02/15/2007 00826TAD0 9,175,562.51 14,950,000 14,950,000 Agilent Technologies Inc COM 00846U101 237,758.01 7,737 7,737 Air Products & Chemicals, Inc. COM 009158106 257,280.00 6,700 6,700 Akorn Inc. AKORN INC COM 009728106 1,066,735.11 525,149 525,149 Alaska Air Group, Inc. COM 011659109 18,149,160.10 706,193 706,193 Albany Molecular Research COM 012423109 19,892,600.00 568,360 568,360 Albertson's Inc. COM 013104104 13,612,023.24 427,782 427,782 Alcatel COM 5975006 6,251,615.80 208,290 208,290 Alcoa, Inc. COM 013817101 321,813,399.30 8,951,694 8,951,694 Alexion Pharmaceutical CV 5.75% 03/15/2007 015351AB5 2,184,375.00 3,750,000 3,750,000 ALLEGHENY CNTY-C-48 -PA COM 0172857 3,153,787.56 399,766 399,766 Allegheny Energy, Inc. COM 017361106 138,780,000.00 3,000,000 3,000,000 Allergan Inc CV 0% 11/01/2020 018490AA0 2,863,500.00 4,600,000 4,600,000 Alliant Techsystems Inc COM 018804104 1,072,251.95 12,109 12,109 Alloy Online Inc. COM 019855105 8,586,900.00 981,360 981,360 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 Allstate Corp. COM 020002101 1,333,692.00 31,800 31,800 ALLTEL Corp. COM 020039103 179,656,047.15 3,424,629 3,424,629 Alpha Industries Inc COM 020753109 436,275.00 27,700 27,700 Alpharma Inc.-CL A COM 020813101 6,947,428.00 212,200 212,200 Alza Corp CV 0% 7/28/2020 02261WAB5 3,888,187.50 5,825,000 5,825,000 Ambac Financial Group, Inc. COM 023139108 5,182,231.00 81,700 81,700 AMDOCS Automatic Co. CVPFD 6.75 02342R202 5,992,500.00 141,000 141,000 Amdocs Ltd. COM G02602103 213,202.90 4,451 4,451 Ameren Corporation COM 023608102 22,320,288.90 545,062 545,062 American Axle & Manufacturing Holdings, Inc. 024061103 6,800,572.25 735,197 735,197 American Classic Voyages Co COM 024928103 7,000,000.00 560,000 560,000 American Eagle Outfitters COM 02553E106 6,175,500.00 214,800 214,800 American Express Company COM 025816109 595,773.85 14,507 14,507 American General Corp. COM 026351106 199,375,944.75 5,212,443 5,212,443 American Home Products Corp. COM 026609107 381,791,449.57 6,498,607 6,498,607 American Intl Group Inc COM 026874107 1,966,380.62 24,513 24,513 American Intl Group Inc CV 0.5% 5/15/2007 026874AN7 3,709,250.00 3,700,000 3,700,000 American Management Systems, Inc. 027352103 32,822,391.17 1,792,349 1,792,349 American Standard Companies, Inc. 029712106 3,071,640.00 52,000 52,000 American Tower Corp. CV 5.0% 2/15/2010 029912AF9 1,822,750.00 2,300,000 2,300,000 AmeriCredit Corp. COM 03060R101 5,655,792.00 174,400 174,400 Ametek, Inc. COM 031100100 16,192,174.80 586,673 586,673 AMF Bowling Inc. CV 0% 05/12/18 03113VAB5 119,960.00 11,996,000 11,996,000 Amgen Inc COM 031162100 1,345,491.77 22,355 22,355 Ampex Corp. COM 032092108 208,506.00 672,600 672,600 AMR Corp. COM 001765106 279,164,314.40 7,948,870 7,948,870 Anadarko Petroleum Corp. CV 0% 3/7/2020 032511AP2 18,661,500.00 23,400,000 23,400,000 Analog Devices CV 4.75% 10/01/2005 032654AD7 4,985,156.25 5,625,000 5,625,000 Analogic Corp. COM 032657207 21,931,612.12 488,047 488,047 Anchor Gaming COM 033037102 1,292,375.00 21,100 21,100 Anheuser-Busch Co., Inc. ANHEUSER BUSCH COS INC 035229103 1,746,717.90 38,030 38,030 AnnTaylor Stores Corp COM 036115103 5,085,652.50 191,550 191,550 AOL Time Warner, Inc. COM 00184A105 8,691,564.97 216,733 216,733 AON Corp. AON CORP 037389103 1,989,846.00 56,052 56,052 APAC Customer Services Inc. COM 00185E106 233,100.00 44,400 44,400 Apache Corp. COM 037411105 3,030,286.00 52,600 52,600 Applebee's Intl Inc COM 037899101 9,919,340.81 277,950 277,950 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 037833100 69,935,592.56 3,168,808 3,168,808 Applied Materials Inc. COM 038222105 437,784.00 10,064 10,064 Apria Healthcare Group Inc COM 037933108 25,869,456.60 1,069,870 1,069,870 Arbor Software Corp. CV 4.5% 3/15/05 038918AC2 8,100,000.00 10,000,000 10,000,000 Archer-Daniels-Midland Co. COM 039483102 97,517,244.00 7,415,760 7,415,760 Armor Holdings, Inc. COM 042260109 35,629,651.20 2,024,412 2,024,412 Arnold Industries, Inc. COM 042595108 11,437,500.00 600,000 600,000 Arqule Inc. COM 04269E107 286,200.00 21,600 21,600 Arrow Electronics Inc CV 0% 2/21/2021 042735AY6 2,588,437.50 6,275,000 6,275,000 Arrow International Inc. COM 042764100 32,369,039.50 857,458 857,458 Artesyn Tech Inc. COM 043127109 11,233,517.43 1,038,938 1,038,938 Artprice.Com COM 5869240 38,432.66 5,000 5,000 Asahi Kasei Corp. COM 6054603 4,910,388.86 1,133,000 1,133,000 Ashtead Group Plc COM 0053673 6,106,071.70 4,266,000 4,266,000 Aspen Technology Inc COM 045327103 262,625.00 11,000 11,000 Astropower Inc COM 04644A101 414,000.00 13,800 13,800 Atmel Corp. COM 049513104 1,500,331.25 152,900 152,900 Atmel Corp. CV 0.0% 4/21/2018 049513AC8 697,187.50 1,150,000 1,150,000 ATMI, Inc. COM 00207R101 4,360,801.50 235,719 235,719 ATS Medical, Inc. COM 002083103 18,658,977.34 1,938,595 1,938,595 AT&T Corp. COM 001957109 13,177,613.72 618,744 618,744 AT&T Corp. (Liberty Media A) Liberty Media A 001957208 409,864.00 29,276 29,276 Atwood Oceanics, Inc. COM 050095108 8,970,441.48 219,219 219,219 AVEX, Inc. COM 6129073 3,726,697.00 56,700 56,700 Avid Technology Inc COM 05367P100 4,419,100.01 330,400 330,400 Avon Products, Inc. COM 054303102 66,999,445.95 1,675,405 1,675,405 Aware Inc/Mass COM 05453N100 2,323,475.00 241,400 241,400 Axa COM 4026927 668,509.28 6,037 6,037 AXA SA CNV 2.5% 01/01/14 5617074 177,319.60 120,000 120,000 Axt Inc. COM 00246W103 9,370,950.00 624,730 624,730 Baker Hughes, Inc. COM 057224107 56,023,653.01 1,542,926 1,542,926 Baldor Electric COM 057741100 3,336,425.00 158,500 158,500 Ballard Power Systems, Inc. COM 2072717 5,934,592.04 149,700 149,700 Ball Corp. COM 058498106 20,908,967.97 455,831 455,831 Bally Total Fitness Hldgs COM 05873K108 17,066,275.00 579,500 579,500 Bank of America Corp. COM 060505104 2,232,918.34 40,827 40,827 Bank of Ireland COM 0764403 37,944.42 6,457 6,457 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 New York Co., Inc. COM 064057102 75,495,953.65 1,533,224 1,533,224 Bank One Corp. COM 06423A103 153,763,046.27 4,249,946 4,249,946 Barnes & Noble, Inc. COM 067774109 3,821,610.00 159,900 159,900 Barra Inc. COM 068313105 6,225,120.00 115,280 115,280 Barrett Resources Corp COM 068480201 1,633,360.00 27,200 27,200 Barr Laboratories, Inc. COM 068306109 25,613,474.92 448,023 448,023 Baxter International, Inc. COM 071813109 92,379,761.67 981,420 981,420 Bear Stearns Co., Inc. COM 073902108 205,124.64 4,452 4,452 Beazer Homes USA COM 07556Q105 4,790,670.00 121,900 121,900 Becton Dickinson & Co. COM 075887109 151,139,542.68 4,279,149 4,279,149 BEI Technologies, Inc. COM 05538P104 21,902,086.63 1,379,659 1,379,659 Bell Atlantic (NZT) (NZT) CV 5.75% 04/01/2003 07785GAD2 3,345,000.00 3,345,000 3,345,000 Bell Atlantic (NZT) (NZT) CV 5.75% 04/01/2003 5413379 501,623.00 500,000 500,000 Bellsouth Corp. COM 079860102 12,218,712.00 298,600 298,600 Bergen Brunswig Corp. COM 083739102 7,709,040.00 464,400 464,400 Berkshire Hathaway CVSNT 1% 12/03/01 084670AF5 538,250.00 200,000 200,000 Bio-Rad COM 090572207 1,756,800.00 48,800 48,800 Biospherics Inc COM 090662107 10,781.25 1,500 1,500 BJ Services Co. COM 055482103 2,833,760.00 39,800 39,800 Black & Decker Corp COM 091797100 2,506,350.00 68,200 68,200 BMC Software, Inc. COM 055921100 4,325,800.00 201,200 201,200 Boeing Co. COM 097023105 197,815,156.44 3,550,802 3,550,802 Borg Warner, Inc. COM 099724106 30,077,623.89 750,627 750,627 Boston Communications Group COM 100582105 1,393,978.72 189,014 189,014 Boston Scientific Corp. COM 101137107 39,009,170.98 1,933,061 1,933,061 Bourgues Offshore SA ADR 102112109 579,657.00 23,140 23,140 Bowater, Inc. COM 102183100 183,069,939.00 3,862,235 3,862,235 BP Plc- Spons ADR COM 055622104 109,152,637.01 2,199,771 2,199,771 Bristol-Myers Squibb Co. COM 110122108 6,663,085.35 112,226 112,226 British Aerospace PLC COM 0263494 286,558.92 64,318 64,318 Broadwing, Inc. COM 111620100 2,619,720.00 136,800 136,800 Brocade Communications Sys COM 111621108 241,279.50 11,550 11,550 BSQUARE Corp. COM 11776U102 8,011,429.45 724,197 724,197 Buca, Inc. ADR COM 117769109 12,202,803.20 655,360 655,360 Buhrmann N.V. COM 5516751 874,685.19 34,500 34,500 Burlington Northern Santa Fe Corp. 12189T104 146,179,923.74 4,812,070 4,812,070 Burntsand, Inc. COM 2757371 5,049,674.37 2,580,790 2,580,790 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 Burr-Brown Corp CV 4.25% 2/15/2007 122574AF3 5,748,687.50 5,150,000 5,150,000 Butler International Inc. COM 123649105 2,224,591.56 603,279 603,279 Cable Design Technologies COM 126924109 11,566,210.00 863,150 863,150 Cable & Wireless COM 0162557 527,091.07 82,230 82,230 Cable & Wireless Plc. COM 126830207 675,680.00 32,800 32,800 Cabot Oil & Gas Corp -Class A 127097103 683,100.00 25,300 25,300 Cadence Design Systems, Inc. COM 127387108 131,837,083.67 7,130,183 7,130,183 Cal Dive International COM 127914109 2,901,631.29 114,350 114,350 California Federal capital PFD 9 1/8 130214208 12,500,000.00 500,000 500,000 Calpine Corp. COM 131347106 7,613,427.50 138,250 138,250 Cambrex Corp COM 132011107 3,727,866.00 89,720 89,720 Campbell Soup Co. COM 134429109 2,987,000.00 100,000 100,000 Canadian National Railway CV PFD 5.25% 6/30/2029 136375409 3,705,300.00 69,000 69,000 Canon Inc. COM 6172323 579,987.27 16,000 16,000 Cap Gemini S.A. COM 4163437 4,963,538.38 43,705 43,705 Capita Group Plc COM 5928011 141,333.00 30,000 30,000 Cardinal Health Inc. COM 14149Y108 810,949.65 8,500 8,500 Caremark Rx Inc. COM 141705103 43,174,644.56 3,310,939 3,310,939 Carlisle Cos., Inc. COM 142339100 12,044,086.88 369,224 369,224 Carnival Corp. COM 143658102 1,746,759.19 63,182 63,182 Carpenter Technology Corp. COM 144285103 35,522,520.00 1,266,400 1,266,400 Carreer Education Corp COM 141665109 7,511,169.00 149,476 149,476 Casey's General Store COM 147528103 699,537.50 58,600 58,600 Casino Guichard Perrachon COM 4178419 735,019.97 8,565 8,565 Catellus Development Corp. COM 149111106 4,416,300.00 280,400 280,400 Caterpillar, Inc. COM 149123101 1,828,456.00 41,200 41,200 CBRL Group Inc. COM 12489V106 26,299,725.26 1,446,033 1,446,033 C&D Technologies Inc COM 124661109 833,520.00 30,200 30,200 CEC Entertainment Inc. COM 125137109 23,051,799.50 519,770 519,770 CellStar Corp. COM 150925105 6,730,754.02 4,582,485 4,582,485 Cephalon Inc COM 156708109 1,634,125.02 34,000 34,000 Ceridian Corp COM 15677T106 179,561.00 9,706 9,706 CeWe Color Holding AG COM 5740806 5,950,568.08 360,825 360,825 Championship Auto Racing COM 158711101 12,823,272.00 791,560 791,560 Charter Communications, Inc. Class A 16117M107 4,923,200.00 217,600 217,600 CheckFree Corp. COM 162813109 10,058,793.84 341,700 341,700 Cheesecake Factory COM 163072101 971,850.00 26,400 26,400 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 Chevron Corp. COM 166751107 165,716,215.11 1,887,451 1,887,451 Children's Place COM 168905107 23,076,696.00 961,529 961,529 Chittenden Corp COM 170228100 620,880.00 19,900 19,900 Chubb Corp. COM 171232101 143,965,010.36 1,987,369 1,987,369 Church & Dwight Co., Inc. COM 171340102 21,581,605.83 993,171 993,171 Ciena Corp COM 171779101 527,638.58 12,676 12,676 Ciena Corp CV 02/01/2008 3.75% 171779AA9 2,500,000.00 3,200,000 3,200,000 Cigna Corp. COM 125509109 169,633,753.14 1,580,046 1,580,046 CII Financial Inc. CVSDEB 7.5% 09/15/01 12551LAB7 3,607,500.00 6,000,000 6,000,000 Cinar Corp Cl B sub vtg 171905300 224,000.00 64,000 64,000 Cincinnati Financial Corp. CV 5.5% 05/01/02 172062AB7 1,914,375.00 750,000 750,000 Cirrus Logic, Inc. COM 172755100 1,068,031.25 71,500 71,500 Cisco Sys Inc COM 17275R102 2,781,545.60 175,908 175,908 Citigroup, Inc. COM 172967101 269,405,150.26 5,989,622 5,989,622 Citrix Systems, Inc. COM 177376100 2,256,150.00 106,800 106,800 CLARCOR, Inc. COM 179895107 19,669,904.10 851,511 851,511 Clear Channel Communications CV 2.625% 4/01/2003 184502AB8 14,158,125.00 13,500,000 13,500,000 Clear Channel Communications, Inc. 184502102 67,296,837.36 1,236,108 1,236,108 CNB Capital Trust I CV PFD 6.0% 12613G207 42,804,000.00 1,189,000 1,189,000 Coca Cola Co., Inc. COM 191216100 487,095.89 10,879 10,879 Coherent Inc. COM 192479103 37,286,324.50 1,050,319 1,050,319 Cohu, Inc. COM 192576106 3,238,104.94 208,071 208,071 Colin Corp. COM 6085108 2,894,678.17 37,000 37,000 Collateral Therapeutics COM 193921103 941,151.78 98,100 98,100 Comcast Corp CV 0.0% 12/19/2020 200300BH3 5,705,000.00 7,000,000 7,000,000 Comerica, Inc. COMERICA INC 200340107 2,177,899.50 35,413 35,413 Commonwealth Bank of Australia COM 6215035 796,287.42 57,688 57,688 CommScope, Inc. COM 203372107 14,890,669.68 892,726 892,726 CommScope, Inc. CV 4% 12/15/2006 203372AB3 6,972,875.00 9,100,000 9,100,000 Compaq Computers Corp. COM 204493100 1,407,078.40 77,312 77,312 Compucredit Corp COM 20478N100 4,876,366.04 647,480 647,480 Computer Associates Int'l COM 204912109 599,600.99 22,097 22,097 Comstock Resources Inc COM 205768203 4,369,500.00 388,400 388,400 Comtech Telecommunications COM 205826209 9,201,140.00 707,780 707,780 Comverse Tech COM 205862402 1,751,624.16 29,744 29,744 Comverse Tech CV 4.5% 07/01/05 205862AG0 657,450.00 240,000 240,000 Concord EFS, Inc. COM 206197105 5,929,125.00 145,500 145,500 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 Consolidated Stores Corp. COM 210149100 64,831,926.90 6,450,938 6,450,938 Constellation Brands, Inc. COM 21036P108 3,559,000.00 50,000 50,000 Constellation Energy Group Inc COM 210371100 17,863,196.92 405,061 405,061 Convergys Corp. COM 212485106 2,297,659.00 63,700 63,700 Core Laboratories N.V. COM N22717107 28,086,864.90 1,496,370 1,496,370 Corinthian Colleges Inc. COM 218868107 6,897,763.25 171,373 171,373 Corixa Corp. COM 21887F100 7,892,576.00 986,572 986,572 Corning, Inc. COM 219350105 2,338,303.47 113,110 113,110 Corning, Inc. CV 0% 11/08/2015 219350AJ4 11,800,000.00 20,000,000 20,000,000 Corn Products International COM 219023108 19,656,098.86 766,021 766,021 Corporate Executive Board Co COM 21988R102 38,128,593.68 1,263,059 1,263,059 Cor Therapeutics Inc COM 217753102 2,434,500.00 108,200 108,200 Costco Companies Inc. CV 0% 08/19/17 22160QAC6 5,001,875.02 5,300,000 5,300,000 Cost Plus Inc COM 221485105 14,175,919.40 614,674 614,674 Cox Communications, Inc. CV 0.42589% 4/19/2020 224044AX5 3,542,000.00 8,800,000 8,800,000 Cox Communications, Inc. CV 7% 08/16/02 224044305 13,387,500.00 225,000 225,000 Cray Inc. COM 225223106 3,477,959.97 1,886,300 1,886,300 Credit Suisse First Boston (DD) (DD) CV 2.0% 7/24/2003 2254C0AJ6 685,125.00 725,000 725,000 Credit Suisse First Boston (GE) (GE) CV 2% 5/01/2010 2254C0AZ0 18,770,500.00 21,700,000 21,700,000 Credit Suisse First Boston (INTC) (INTC) CV 1.00% 09/05/2010 2254C0BD8 1,420,000.00 2,000,000 2,000,000 Credit Suisse First Boston (LU) (LU) CV 1.5% 02/07/2010 2254C0AV9 2,827,500.00 3,900,000 3,900,000 Credit Suisse First Boston (SUNW) (SUNW) CV 1.0% 01/26/2010 2254C0AU1 2,990,000.00 4,000,000 4,000,000 Critical Path Inc COM 22674V100 450,745.47 221,900 221,900 Crompton Corporation COM 227116100 20,518,993.60 1,832,053 1,832,053 Crossland Savings FSB Brooklyn CV PFD $1.8125 SERIES A 227901204 60,000.00 375,000 375,000 Crossman Communities Inc. COM 22764E109 23,399,121.15 897,808 897,808 Cross Timbers Oil Co. COM 227573102 11,712,195.00 473,220 473,220 Crown Castle Intl. Corp. Corp. 228227104 882,825.00 59,600 59,600 CSG Systems International, Inc. 126349109 2,438,300.00 59,200 59,200 CSX Corp. COM 126408103 1,388,440.00 41,200 41,200 CTS Corp. COM 126501105 6,297,147.75 303,477 303,477 Cuisine Solutions, Inc. COM 229904107 48,125.00 38,500 38,500 Cullen/Frost Bankers, Inc. COM 229899109 18,131,367.75 529,383 529,383 Cutter & Buck Inc. COM 232217109 6,784,533.15 1,142,658 1,142,658 CyberSource Corp COM 23251J106 568,750.00 325,000 325,000 Cypress Semiconductor Corp. CV 3.75% 7/01/2005 232806AF6 4,890,625.00 6,250,000 6,250,000 Cypress Semiconductor Corp. CV 4% 02/01/2005 232806AE9 13,440,000.00 16,000,000 16,000,000 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 Cytec Industries, Inc. COM 232820100 10,959,837.62 342,281 342,281 Cytyc Corp. COM 232946103 2,077,350.00 125,900 125,900 Datastream Systems, Inc. COM 238124101 21,345,179.50 2,246,861 2,246,861 Davita Inc DAVITA INC 23918K108 8,136,816.00 479,200 479,200 DBS Management Plc COM 0242620 1,519,875.36 1,748,840 1,748,840 Dean Foods Co. DEAN FOODS CO. 242361103 11,303,212.92 333,822 333,822 Deere & Co. COM 244199105 302,730,624.10 8,330,507 8,330,507 Dell Computer Corp COM 247025109 1,195,943.21 46,687 46,687 Deutsche Bank Financial CV 2.75% 02/08/2008 25153EBR1 16,910,625.00 17,400,000 17,400,000 Devon Energy Corporation COM 25179M103 791,520.00 13,600 13,600 Devon Energy Corporation CV 0% 6/27/2020 25179MAD5 4,975,000.00 10,000,000 10,000,000 Devon Energy Corporation CV 4.95% 08/15/08 25179MAB9 10,903,750.00 11,000,000 11,000,000 Diageo ADR - ADR 25243Q205 86,921,063.40 2,148,852 2,148,852 Diageo PLC COM 0237400 1,402,889.57 141,500 141,500 Diagnostic Products Corp COM 252450101 17,166,215.50 329,170 329,170 Diamoncluster Intl Inc COM 25278P106 6,945,569.73 799,490 799,490 Digene Corp COM 253752109 259,250.00 17,000 17,000 Dionex Corp. COM 254546104 5,206,050.02 165,600 165,600 Dobson Communications Corp. COM 256069105 2,817,281.25 170,100 170,100 Documentum Inc. COM 256159104 8,957,080.00 814,280 814,280 Dominion Resources, Inc. COM 25746U109 408,942,157.94 6,343,194 6,343,194 Dominion Resources, Inc. CV PFD 9.5% 11/16/2004 25746U208 4,358,900.00 70,000 70,000 Donaldson Co., Inc. COM 257651109 12,670,303.49 474,721 474,721 Doral Financial Corp. COM 25811P100 73,753,260.00 2,458,442 2,458,442 Doubleclick Inc. CV 4.75% 03/15/2006 258609AC0 10,916,687.51 15,850,000 15,850,000 Dover Corp. COM 260003108 1,548,288.00 43,200 43,200 Dow Chemical Co. COM 260543103 181,096,509.59 5,736,348 5,736,348 Dow Jones & Co., Inc. COM 260561105 175,376,164.50 3,350,070 3,350,070 Duke Energy Corp. COM 264399106 266,481,292.86 6,234,939 6,234,939 Du Pont (E.I.) De Nemours & Co. 263534109 1,335,407.70 32,811 32,811 DUSA Pharmaceuticals Inc COM 266898105 232,968.75 17,500 17,500 Dynegy Inc. - Class A 26816Q101 29,420,374.59 576,757 576,757 Easier Plc COM 0044600 17,720.00 110,750 110,750 East-West Bancorp. Inc. COM 27579R104 13,353,089.75 693,667 693,667 Eaton Corp COM 278058102 16,755,442.50 244,605 244,605 Ebay Inc. COM 278642103 520,406.84 14,408 14,408 Echostar Communications CV 4.875% 1/01/2007 278762AD1 5,716,312.50 6,450,000 6,450,000 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 Eclipse Surgical COM 278849104 28,548.18 26,100 26,100 Ecollege.com Inc COM 27887E100 1,859,400.00 619,800 619,800 Edison Schools COM 281033100 3,003,075.00 148,300 148,300 Educational Development Corp. COM 281479105 408,381.60 132,000 132,000 EGL Inc. COM 268484102 13,865,231.36 568,830 568,830 Eigner & Partner COM 59780B206 2,145,485.00 9,979 9,979 Elan Finance Corp CV 0% 12/14/18 284129AC7 28,744,624.99 36,100,000 36,100,000 Electronic Arts, Inc. COM 285512109 2,858,975.00 52,700 52,700 Electronic Data Systems Corp. COM 285661104 1,295,952.00 23,200 23,200 Electro Scientific COM 285229100 2,414,497.54 86,040 86,040 Eloyalty Corporation COM 290151109 5,882,565.25 2,413,360 2,413,360 El Paso Corp. COM 28336L109 240,094,323.05 3,676,789 3,676,789 El Paso Ener Cap CVPFD 4.75% 03/31/28 283678209 996,300.00 12,300 12,300 Elsevier COM 4148810 1,289,420.30 100,000 100,000 EMC Corp. COM 268648102 20,169,141.31 686,187 686,187 Emerge Interactive Inc COM 29088W103 933,675.01 253,200 253,200 Emerson Electric Co. COM 291011104 73,991,702.60 1,194,185 1,194,185 Ems Technologies Inc COM 26873N108 3,851,875.09 246,520 246,520 Enron Corp Domestic 293561106 414,149.04 7,166 7,166 ENSCO International Inc. COM 26874Q100 22,496,775.00 642,765 642,765 Entergy Corp. COM 29364G103 17,258,194.00 454,163 454,163 EOG Resources Inc. COM 26875P101 17,054,871.96 413,652 413,652 EOP Operating LP CV 7.25% 11/15/2008 268766BR2 8,099,062.52 7,950,000 7,950,000 Ericsson LM - B Shares 5959378 1,017,132.33 187,824 187,824 ESCO Technologies, Inc. COM 296315104 12,215,424.00 489,400 489,400 Estee Lauder Ace Trst CV PFD 6.25% 6/05/2001 518437207 1,856,000.00 29,000 29,000 Estee Lauder Tr II CV PFD 6.25% 2/23/2002 518438205 16,414,380.00 226,000 226,000 Everest Re Group Ltd. COM G3223R108 14,696,729.24 220,937 220,937 Evergreen Resources Inc. COM 299900308 30,465,520.93 805,753 805,753 Exchange Applications Inc. COM 300867108 1,249,600.50 833,067 833,067 Exco Resources, Inc. COM 269279204 13,078,650.00 670,700 670,700 Exelon Corp. COM 30161N101 269,003,927.40 4,100,670 4,100,670 Exe Technologies Inc. COM 301504106 3,288,600.00 487,200 487,200 Express Scripts Exch COM 302181201 1,935,107.50 23,500 23,500 Exxon Mobil Corp. COM 30231G102 516,993,674.04 6,382,717 6,382,717 Fairchild Semicon Intl -Cl A COM 303726103 8,506,152.00 638,600 638,600 Fair Isaac & Co., Inc. COM 303250104 12,193,484.00 208,400 208,400 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 Federal Agric Mtg Corp Cl C COM 313148306 12,244,590.00 513,400 513,400 Federal Home Loan Mortgage Corp. 313400301 3,355,010.63 51,794 51,794 Federal National Mortgage Association 313586109 193,103,007.99 2,425,917 2,425,917 Federal Signal Corp. COM 313855108 19,882,789.92 1,018,064 1,018,064 Federated Department Store, Inc. 31410H101 1,715,184.00 41,280 41,280 Ferro Corp. COM 315405100 14,622,637.12 719,264 719,264 Fifth Third Bancorp COM 316773100 51,087,051.60 956,015 956,015 Filenet Corp COM 316869106 396,893.75 25,300 25,300 Financial Federal Corp. COM 317492106 30,308,264.00 1,237,072 1,237,072 First Consulting Group, Inc. COM 31986R103 11,595,382.49 1,181,695 1,181,695 First Data Corp. COM 319963104 313,106,011.86 5,243,778 5,243,778 Firstenergy Corp FIRSTENERGY CORP COM 337932107 3,316,896.00 118,800 118,800 Firstfed Financial Corp COM 337907109 492,800.00 17,600 17,600 First Technology Plc COM 0339135 5,447,013.20 995,400 995,400 First Tennessee National Corp. COM 337162101 8,509,056.60 275,374 275,374 First Union Corp. COM 337358105 58,662,756.71 1,777,925 1,777,925 FleetBoston Financial Corp. COM 339030108 350,150,615.91 9,275,513 9,275,513 Florida Rock Industries, Inc. COM 341140101 4,926,423.16 124,846 124,846 Flow International Corp. COM 343468104 13,366,353.00 1,272,986 1,272,986 Ford Motor Co. COM 345370860 4,678,268.16 166,368 166,368 Forest Oil Corp. COM 346091705 49,700,766.70 1,662,233 1,662,233 Forrester Research Inc. COM 346563109 9,306,615.61 390,829 390,829 Fortune Brands, Inc. COM 349631101 60,287,135.20 1,752,533 1,752,533 FPL Group Inc. COM 302571104 22,841,544.70 372,619 372,619 Frontier Airlines Inc. COM 359065109 13,332,162.24 1,093,921 1,093,921 Furniture Brands Inernational, Inc. 360921100 5,831,100.60 246,038 246,038 Gameplay Plc COM 0801225 1,374,942.66 3,742,500 3,742,500 Gannett Co., Inc. COM 364730101 1,598,340.50 26,820 26,820 GBC Bancorp/California COM 361475106 578,550.00 20,300 20,300 Genentech Inc-Special Common COM 368710406 240,733.50 4,767 4,767 General Dynamics Corp COM 369550108 6,622,771.66 105,559 105,559 General Electric Co. COM 369604103 8,118,375.33 194,159 194,159 General Mills, Inc. COM 370334104 12,872,893.00 299,300 299,300 General Motors Corp. COM 370442105 36,740,547.05 708,593 708,593 Genesco Inc COM 371532102 509,640.00 18,600 18,600 Genesis Microchip Inc. COM 371933102 4,295,504.36 432,252 432,252 Genuine Parts Company COM 372460105 21,994,014.42 848,862 848,862 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 Genzyme Corp. COM 372917104 5,672,724.00 62,800 62,800 Georgia-Pacific COM 373298108 26,902,264.20 915,043 915,043 Georgia-Pacific CV PFD 7.5% 373298801 50,660,025.00 1,449,500 1,449,500 Georgia-Pacific (Timber Group) 373298702 86,100,000.00 3,000,000 3,000,000 Getronics N.V. COM 5971424 4,605,077.54 1,084,000 1,084,000 Getty Images, Inc. CV 5.0% 03/15/2007 374276AE3 2,901,300.00 4,560,000 4,560,000 Gillette Co COM 375766102 3,727,289.39 119,665 119,665 Gjensidige Nor Sparebank COM 4848820 794,362.55 29,300 29,300 G & K Services, Inc. COM 361268105 24,595,259.14 1,233,618 1,233,618 Glaxosmithline PLC COM 0925288 1,288,680.88 49,999 49,999 Global Industries, Ltd. COM 379336100 24,812,985.51 1,703,896 1,703,896 Global Payments Inc COM 37940X102 661,190.00 35,740 35,740 Globespan, Inc. COM 379571102 1,039,062.50 47,500 47,500 Goldman Sachs (ENE) CV 1.0% 5/25/2007 38141GAP9 255,750.00 300,000 300,000 Goldman Sachs Group Inc COM 38141G104 404,650.50 4,755 4,755 Good Guys, Inc.- Warrents COM 3820911 873,764.13 387,500 387,500 Good Guys, Inc.- Warrents COM 382091106 8,830,511.58 1,788,458 1,788,458 Graco Inc COM 384109104 1,065,400.00 38,050 38,050 Granite Construction, Inc. COM 387328107 23,885,935.18 702,941 702,941 Great Plains Software Inc COM 39119E105 858,375.00 14,000 14,000 GST Telecommunications Inc. COM 361942105 1,794.00 138,000 138,000 Guess Inc. GUESS INC COM 401617105 1,367,692.88 220,952 220,952 Guillemot Corp. COM 5916425 5,269,326.33 188,250 188,250 Hain Celestial Group Inc. COM 405217100 539,400.00 18,600 18,600 Halliburton Co. COM 406216101 1,363,425.00 37,100 37,100 Halma Plc COM 0405207 152,168.63 118,650 118,650 Hanger Orthopedic Group Inc COM 41043F208 1,854,120.24 1,244,376 1,244,376 Harman International Industries, Inc. 413086109 1,862,952.00 72,800 72,800 Harrah's Entertainment Inc. COM 413619107 13,559,401.62 460,734 460,734 Harvard Bioscience, Inc. COM 416906105 1,125,200.00 185,600 185,600 Haverty Furniture Cos., Inc. COM 419596101 2,000,200.00 146,000 146,000 Hays Plc COM 0416102 6,299,915.87 1,576,728 1,576,728 HCA- The Healthcare Co. COM 404119109 204,558,592.79 5,079,677 5,079,677 Healthcare Realty Trust Inc. COM 421946104 43,517,032.60 1,805,686 1,805,686 Healthcare Service Group Inc. COM 421906108 11,895,742.70 1,612,982 1,612,982 Health Net Inc. COM 42222G108 30,626,830.98 1,486,018 1,486,018 Healthsouth Corp. CV 3.25% 04/01/03 421924AF8 5,740,875.00 6,300,000 6,300,000 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 Heartland Express, Inc. COM 422347104 10,294,425.00 407,700 407,700 Heidrick & Struggles Intl. COM 422819102 298,056.27 10,300 10,300 Heinz (H.J.) Co. COM 423074103 35,076,670.80 872,554 872,554 Helix Technology Corp. COM 423319102 3,567,280.35 151,900 151,900 Helmerich & Payne, Inc. COM 423452101 28,958,335.00 625,450 625,450 Hershey Foods Corp. COM 427866108 152,965,671.20 2,206,660 2,206,660 Hewlett-Packard Co. COM 428236103 663,966.98 21,280 21,280 Hexcel Corp. HEXCEL CORP NEW COM 428291108 9,295,608.40 934,232 934,232 Hilton Hotel Corp. CV 5% 05/15/06 432848AL3 3,023,125.00 3,500,000 3,500,000 Hitachi Ltd. COM 6429104 587,318.52 69,000 69,000 Honda Tsushin Kogyo Co Ltd. COM 6174631 2,061,663.51 136,200 136,200 Honeywell International Inc. COM 438516106 333,866.40 8,183 8,183 Hooper Holmes Inc. COM 439104100 27,192,143.22 3,165,558 3,165,558 Horizon Offshore, Inc. COM 44043J105 7,729,425.00 312,300 312,300 Horizon Organic COM 44043T103 1,834,723.00 333,586 333,586 Household International, Inc. COM 441815107 1,232,192.00 20,800 20,800 H & R Block Inc. COM 093671105 3,003,600.00 60,000 60,000 HSBC Bank PLC Series B 10.25% Call 2/24/00 44328M609 501,220.00 19,000 19,000 Hughes Supply, Inc. COM 444482103 10,834,618.84 741,082 741,082 Humana Inc. COM 444859102 4,252,909.76 405,812 405,812 ICN Pharmaceuticals, Inc. COM 448924100 1,635,149.00 64,300 64,300 ICOS Corp. COM 449295104 14,418,387.50 303,545 303,545 ICU Medical, Inc. COM 44930G107 25,160,940.00 718,884 718,884 IDEX Corp. COM 45167R104 19,398,487.50 669,375 669,375 IDEXX Laboratories COM 45168D104 596,700.00 27,200 27,200 IGATE Capital Corp. COM 45169U105 914,329.09 487,642 487,642 ILEX Oncology Inc. COM 451923106 6,646,087.25 435,809 435,809 Illinois Tool Works, Inc. COM 452308109 149,837,231.32 2,636,123 2,636,123 Illuminet Holdings Inc COM 452334105 6,547,100.23 318,400 318,400 IMC Global Inc. COM 449669100 20,765,979.30 1,688,291 1,688,291 Impath Inc COM 45255G101 653,887.51 14,100 14,100 IMRglobal Corp. COM 45321W106 5,412,555.25 962,232 962,232 InFocus Corporation COM 45665B106 10,285,694.63 628,134 628,134 Information holdings Inc. COM 456727106 2,333,028.00 109,020 109,020 Ingersoll-Rand Co. CVPFD 6.75% 456867209 4,702,500.00 225,000 225,000 Insight Enterprises Inc. COM 45765U103 28,497,625.25 1,349,000 1,349,000 Insituform Technologies COM 457667103 636,187.51 19,500 19,500 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 Integrated Circuit Systems COM 45811K208 2,799,200.00 174,950 174,950 Integrated Device Technology, Inc. 458118106 1,139,985.00 38,500 38,500 Intel Corp. COM 458140100 8,821,510.38 336,589 336,589 Intergraph Corp COM 458683109 4,501,781.25 464,700 464,700 Interlink Electronics Inc COM 458751104 741,925.02 201,200 201,200 Intermedia Comm COM 458801107 407,148.38 23,433 23,433 International Business Machines Corp. 459200101 119,744,689.13 1,245,051 1,245,051 International Game Technology COM 459902102 1,933,440.00 38,400 38,400 International Paper Cap CVPFD 5.25% 460137300 6,487,500.00 150,000 150,000 International Paper Co. COM 460146103 187,375,071.57 5,193,322 5,193,322 International Rectifier Corp. COM 460254105 1,308,150.00 32,300 32,300 Interpublic Group of Companies COM 460690100 222,588.00 6,480 6,480 Interpublic Group of Companies CV 1.8% 09/16/04 460690AF7 17,462,250.00 17,550,000 17,550,000 Interpublic Group of Companies CV 1.87 % 6/01/06 460690AJ9 3,911,625.00 4,575,000 4,575,000 Intl. Flavors & Fragrance & Fragrances, Inc. 459506101 5,845,900.00 265,000 265,000 Intuit, Inc. COM 461202103 2,120,100.00 76,400 76,400 Invacare Corp. COM 461203101 57,799,738.88 1,462,544 1,462,544 Investment Technology Group COM 46145F105 6,326,272.00 123,560 123,560 Invitrogen Corp COM 46185R100 5,347,875.00 97,500 97,500 Ionics, Inc. COM 462218108 29,493,594.00 1,134,369 1,134,369 Irish Life & Permanent Plc COM 0467865 800,946.70 74,134 74,134 Iron Mountain Inc. COM 462846106 54,282,579.20 1,416,560 1,416,560 IShares Russell 2000 Value COM 464287630 1,882,440.00 16,200 16,200 Ito Yokado Co. Ltd COM 6467944 581,261.96 12,000 12,000 ITT Educational Services Inc. COM 45068B109 5,394,526.00 199,060 199,060 ITT Industries, Inc. COM 450911102 10,960,011.25 282,839 282,839 IVAX Corp. COM 465823102 4,178,475.00 132,650 132,650 IVAX Corp. CV 5.5% 05/15/07 465823AD4 19,061,250.00 17,250,000 17,250,000 Ivex Packaging Corp. COM 465855104 38,208,197.50 2,778,778 2,778,778 Jabil Circuit Inc. COM 466313103 183,986.20 8,510 8,510 Jack in the Box Inc. COM 466367109 6,672,860.00 222,800 222,800 Jacobs Engineering Group, Inc. COM 469814107 53,558,418.00 923,421 923,421 Japan Asia Investment Co Ltd. COM 6481472 1,886,966.25 769,000 769,000 Jarvis Plc COM 0471350 12,329,686.63 2,890,000 2,890,000 J.C. Penney Co., Inc. COM 708160106 46,275,267.87 2,894,013 2,894,013 Jds Uniphase Corp COM 46612J101 638,841.20 34,649 34,649 Jefferies Group Inc COM 472319102 602,965.00 20,900 20,900 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 Jefferson-Pilot Corp. COM 475070108 28,936,415.25 426,225 426,225 Johnson Controls, Inc, COM 478366107 13,831,704.54 221,449 221,449 Johnson & Johnson COM 478160104 14,602,155.29 166,983 166,983 Johnson Matthey PLC COM 0476407 128,925.00 13,500 13,500 J.P. Morgan Chase & Co. COM 46625H100 117,968,284.40 2,627,356 2,627,356 Julius Baer Holding Ag-B COM 4116958 822,591.46 186 186 Juniper Networks Inc. COM 48203R104 452,483.20 11,920 11,920 Jupiter Media Metrix Inc COM 48206U104 1,137,597.50 350,030 350,030 Kaman Corp. - Class A 483548103 31,112.50 1,900 1,900 Katokichi Co. Ltd. COM 6484244 7,186,185.58 321,000 321,000 Kaydon Corp. COM 486587108 20,270,262.86 751,307 751,307 KB Home CV PFD 8.25% 8/16/2001 48666K505 1,512,060.00 158,000 158,000 Keane, Inc. COM 486665102 15,813,967.00 1,216,459 1,216,459 Kenneth Cole Productions COM 193294105 12,537,075.77 502,488 502,488 Kent Electronics Corp. COM 490553104 5,331,852.00 296,214 296,214 Kerr-McGee Corp. COM 492386107 22,145,697.20 341,228 341,228 Kerr-McGee Corp. CV 5.25% 02/15/2010 492386AP2 8,530,125.00 6,900,000 6,900,000 Kerr-McGee Corp. CVPFD. 5.5% 492386305 10,720,000.00 200,000 200,000 Kimberly Clark Corp. COM 494368103 7,675,642.80 113,160 113,160 Kinder Morgan, Inc. COM 49455P101 5,836,040.00 109,700 109,700 Kmart Corp. COM 482584109 24,351,329.80 2,590,567 2,590,567 Knight Ridder Inc. COM 499040103 3,222,600.00 60,000 60,000 Knight Transportation, Inc. COM 499064103 11,431,875.00 469,000 469,000 Kopin Corp COM 500600101 294,975.00 51,300 51,300 Kos Pharmaceuticals Inc. COM 500648100 10,127,152.20 576,635 576,635 Kroger Co. COM 501044101 103,160,025.79 4,000,001 4,000,001 Kronos, Inc. COM 501052104 18,917,610.06 601,753 601,753 KV Pharmaceutical Co-CL COM 482740206 7,257,734.00 368,600 368,600 Laboratory Corp. of America Holdings 50540R409 4,437,225.00 36,900 36,900 Labor Ready COM 505401208 1,476,405.00 468,700 468,700 Lam Research Corp CV 5.0% 9/01/2002 512807AC2 1,579,968.75 1,425,000 1,425,000 Lattice Semiconductor Co CV 4.75% 11/01/2006 518415AC8 3,457,031.25 3,125,000 3,125,000 Le Croy Corp. COM 52324W109 8,296,112.00 486,219 486,219 Legato Systems, Inc. COM 524651106 1,252,087.51 103,800 103,800 Lehman Brothers Holding COM 524908100 572,388.30 9,129 9,129 Lennar Corp. CV 0% 07/29/18 526057AA2 2,719,750.00 4,600,000 4,600,000 Lexent Inc. COM 52886Q102 964,536.90 239,262 239,262 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 Liberty Media (PCS) (PCS) CV 4% 11/15/2029 530715AG6 10,803,500.00 16,400,000 16,400,000 Lightbridge Inc. COM 532226107 8,674,577.52 758,433 758,433 Lilly, Eli & Co. COM 532457108 1,909,907.24 24,914 24,914 Lionbridge Technologies Inc. LIONBRIDGE TECHNOLOGIES INC COM 536252109 2,619,521.72 855,354 855,354 LNR Property Corp COM 501940100 2,741,445.00 96,700 96,700 Lockheed Martin Corp. COM 539830109 180,380,693.55 5,059,767 5,059,767 Loews Corp. COM 540424108 7,331,194.00 123,400 123,400 Loews Corp. CV 3.125% 09/15/07 540424AL2 2,726,250.00 3,000,000 3,000,000 Lomak Financing Trust CV PFD 5.75% 11/01/2027 541505400 1,513,612.50 54,300 54,300 London Bridge Software Holdings Plc 0379829 4,560,847.59 1,403,450 1,403,450 Lone Star Technologies Inc. COM 542312103 863,550.00 20,200 20,200 Lord Abbett Affiliated Fund, Inc.-Class Y 544001506 66,203,269.31 4,642,586 4,642,586 Lord Abbett Bond-Debenture Fund, Inc.-Class Y 544004401 45,171,402.58 5,422,737 5,422,737 Lord Abbett Developing Growth Fund, Inc.-Class Y 544006505 47,137,582.03 3,455,834 3,455,834 Lord Abbett Research Fund Small-Cap Value Series-Class Y 543913800 67,948,575.99 3,157,462 3,157,462 Lord Abbett Securities Trust International Series-Class Y 543915813 59,913,263.16 6,273,640 6,273,640 Louis Dreyfus Natural Gas COM 546011107 36,870,500.00 996,500 996,500 LSI Logic Corp. CV 4% 2/15/2005 502161AE2 13,838,343.75 17,325,000 17,325,000 Lucent Technologies Inc. COM 549463107 523,315.33 52,489 52,489 Luminent Inc COM 55027R103 1,338,243.94 503,800 503,800 Lydall, Inc. COM 550819106 8,599,760.00 826,900 826,900 Magna Intl. CV 4.875% 02/15/05 559222AG9 6,924,225.00 7,260,000 7,260,000 Mail-Well Inc. CV 5% 11/01/2002 560321AD3 8,163,125.00 9,250,000 9,250,000 Management Network Group Inc COM 561693102 1,789,087.52 353,400 353,400 Manhattan Associates Inc COM 562750109 6,194,233.09 398,023 398,023 Manor Care, Inc. COM 564055101 37,526,310.00 1,839,525 1,839,525 Manugistics Group Inc COM 565011103 5,477,268.81 299,100 299,100 Manugistics Group Inc CV 5% 11/1/2007 565011AB9 6,767,062.50 9,350,000 9,350,000 Marconi PLC COM 0877431 780,500.46 166,215 166,215 Marine Drilling Co., Inc. COM 568240204 24,419,261.75 916,295 916,295 Markel Corp. COM 570535104 19,726,817.00 105,491 105,491 Marsh & McLennan Co., Inc. COM 571748102 1,225,887.00 12,900 12,900 Matria Healthcare, Inc. COM 576817209 13,779,995.62 1,030,280 1,030,280 Matthews International Corp. COM 577128101 25,911,719.03 791,952 791,952 Maverick Tube Corp. COM 577914104 33,357,559.40 1,619,299 1,619,299 Maxim Pharmaceuticals Inc COM 57772M107 1,520,064.00 226,200 226,200 Maximus COM 577933104 796,509.00 26,900 26,900 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 May Department Stores Co. COM 577778103 13,120,291.12 369,794 369,794 Mayflower Corp. COM 0800222 6,478,992.85 5,655,376 5,655,376 Maytag Corp COM 578592107 1,612,500.00 50,000 50,000 MBNA Corp. COM 55262L100 142,651,665.80 4,309,718 4,309,718 Mcgraw-Hill Companies, Inc. COM 580645109 2,827,410.00 47,400 47,400 McKessen HBOC, Inc. COM 58155Q103 12,806,963.75 478,765 478,765 MDC Holdings Inc. COM 552676108 12,069,432.00 306,720 306,720 Mediaone Group CVPFD 7% 11/15/02 58440J500 5,949,450.00 195,000 195,000 Medicines Company COM 584688105 4,264,212.54 383,300 383,300 Medicis Pharmaceutical- CL A COM 584690309 9,418,385.16 210,138 210,138 Medtronic Inc COM 585055106 397,526.34 8,691 8,691 Mellon Financial Corp. COM 58551A108 282,188,136.46 6,964,169 6,964,169 Mentor Graphics Corp COM 587200106 2,885,437.50 139,900 139,900 Merck & Co., Inc. COM 589331107 33,351,674.40 439,416 439,416 Mercury Computer Systems Inc COM 589378108 521,900.02 13,600 13,600 Mercury Interactive Corp CV 4.75% 07/01/2007 589405AB5 5,801,250.00 7,800,000 7,800,000 MERRILL LYNCH INTL EQUITY FDCL C MERRILL LYNCH INTL EQUITY FDCL C 59019A300 468,263.64 55,679 55,679 MERRILL LYNCH LATIN AMER FD CL D MERRILL LYNCH LATIN AMER FD CL D 59019Q404 2,392.82 181 181 MERRILL LYNCH PRIME RATE PORTFOLIO MERRILL LYNCH PRIME RATE PORTFOLIO 59099F914 378,060.48 38,304 38,304 Merrill Lynch (SX5E) (SX5E) CV 1.5% 12/15/2005 59018SU36 16,923,500.00 18,700,000 18,700,000 Metasolv Inc COM 59139P104 2,338,619.76 165,566 165,566 MetLife, Inc. COM 59156R108 80,109,093.00 2,665,860 2,665,860 MetLife, Inc. CV PFD 8% 5/15/2003 59156R207 85,995,000.00 910,000 910,000 Metris Companies Inc. COM 591598107 19,585,150.00 942,500 942,500 Metwave Comunications Corp COM 591409107 1,215,843.75 196,500 196,500 Michael Baker Corp. COM 057149106 5,984,436.00 669,400 669,400 Michaels Stores, Inc. COM 594087108 3,475,743.75 116,100 116,100 Microchip Technology Inc. COM 595017104 1,497,586.34 59,164 59,164 Micron Technology COM 595112103 6,314,636.50 152,050 152,050 Microsoft Corp COM 594918104 10,581,033.94 193,671 193,671 MICROS Systems, Inc. COM 594901100 33,052,414.50 1,632,218 1,632,218 Midwest Express Holdings, Inc. Inc. 597911106 3,285,586.77 207,817 207,817 Minnesota Mining & Manufacturing., Co. 604059105 316,178,377.89 3,043,103 3,043,103 Mitsubishi Electric Corp COM 6597045 1,023,820.92 181,000 181,000 MLP AG COM 5720284 7,824,834.86 78,781 78,781 ML SENIOR FLOATING RT FD ML SENIOR FLOATING RT FD 59019R105 100,470.00 10,047 10,047 Molex, Inc. Class A COM 608554101 435,265.41 12,337 12,337 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 Moog Inc.-Class A COM 615394202 23,467,168.50 661,047 661,047 Morgan Stanley Dean Witter & Co. 617446448 164,724,039.00 3,078,954 3,078,954 Morgan St Dean Witter CV PFD 8.0% 4/30/2002 61744Y835 482,850.00 33,300 33,300 Motorola Inc COM 620076109 1,719,617.91 120,647 120,647 MPower Communications Corp COM 62473J106 1,480,430.86 584,850 584,850 MSC Industrial Direct Co. COM 553530106 45,034,801.17 2,812,917 2,812,917 M&T Bank Corp. COM 55261F104 65,881,449.00 942,510 942,510 Multex . Com Inc COM 625367107 7,430,700.00 479,400 479,400 Mylan Laboratories, Inc. COM 628530107 29,133,467.00 1,127,020 1,127,020 Nabors Industries, Inc. COM 629568106 6,080,832.00 117,300 117,300 Name, Inc. COM 2114534 810,299.14 3,422,000 3,422,000 NASDAQ - 100 Index Trckng Stck COM 631100104 107,466,750.00 2,745,000 2,745,000 National Data Corp. COM 635621105 987,705.00 42,300 42,300 National Data Corp. CVNT 5% 11/01/03 635621AA3 14,940,960.00 16,000,000 16,000,000 National Instruments Corp. COM 636518102 4,077,798.84 124,990 124,990 National-Oilwell Inc. COM 637071101 21,687,937.88 626,276 626,276 NCO Group Inc. COM 628858102 26,123,188.04 1,021,934 1,021,934 Nestle Holding Inc. CV 3.0% 5/09/2005 5948213 8,919,674.00 8,230,000 8,230,000 Net.B@nk Inc. COM 640933107 1,387,371.87 160,771 160,771 Network Appliance Inc. COM 64120L104 176,110.99 10,475 10,475 Newell Rubbermaid, Inc. COM 651229106 26,846,063.50 1,013,059 1,013,059 Newfield Exploration Company COM 651290108 691,020.00 19,800 19,800 New York Community Bancorp COM 649445103 1,157,100.00 39,900 39,900 NextCard Inc COM 65332K107 2,939,433.77 285,036 285,036 Nextel Communications, Inc. COM 65332V103 678,097.54 47,172 47,172 Nextel Communications, Inc. CV 5.25% 1/15/2010 65332VAY9 7,359,125.00 11,300,000 11,300,000 Niagara Mohawk Holdings Inc. COM 653520106 13,778,671.40 815,306 815,306 NIKE, Inc. - Class B 654106103 742,065.00 18,300 18,300 Nippon Telephone & Telegraph COM 6641373 787,277.62 125 125 NiSource, Inc. COM 65473P105 1,411,229.76 45,348 45,348 Nokia Corp -Spon ADR COM 654902204 633,168.00 26,382 26,382 Nomura Securities Co. Ltd. COM 6643108 5,915,392.06 330,000 330,000 Nordson Corp. COM 655663102 23,068,864.00 887,264 887,264 Norfolk Southern Corp COM 655844108 3,348,000.00 200,000 200,000 Nortel Networks Corp COM 656568102 263,901.15 18,783 18,783 North Amer Palladium Ltd COM 656912102 6,945,400.00 902,000 902,000 Northeast Utilities COM 664397106 21,527,493.68 1,238,636 1,238,636 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 Northrop Grumman Corp. COM 666807102 1,465,950.00 16,850 16,850 Novellus Systems, Inc. COM 670008101 2,834,101.91 69,870 69,870 Noven Pharmaceuticals Inc. COM 670009109 13,249,486.13 467,973 467,973 Novogen Ltd. COM 6648244 6,033,418.79 4,319,350 4,319,350 NRG Energy Inc. CV PFD 6.5% 5/15/2004 629377201 3,795,000.00 115,000 115,000 Nucor Corp. NUCOR CORP 670346105 36,587,917.00 913,100 913,100 Numico NV COM 5402601 1,664,930.10 40,840 40,840 Nvidia COM 67066G104 21,969,570.98 338,400 338,400 NVR Inc. COM 62944T105 863,900.00 5,300 5,300 NXT Plc COM 0439756 4,663,553.67 1,085,000 1,085,000 Oak Technology Inc. COM 671802106 6,791,731.17 1,149,913 1,149,913 Octel COM 675727101 269,120.00 23,200 23,200 Ogden Corp CV 6% 6/1/2002 4655978 1,880,000.00 2,000,000 2,000,000 OM Group Inc. COM 670872100 73,526,055.75 1,380,771 1,380,771 Omron Corp. COM 6659428 4,498,924.54 267,000 267,000 On Assigment Inc COM 682159108 13,696,087.54 656,100 656,100 Onyx Software Corp COM 683402101 4,476,662.66 557,402 557,402 OpticNet, Inc. COM 683868103 14,673.48 183,419 183,419 Oracle Corp COM 68389X105 1,526,888.38 102,118 102,118 Orbital Sciences Corp. COM 685564106 19,108,218.00 3,184,703 3,184,703 Orbital Sciences Corp. CV 5% 10/01/2002 685564AC0 3,390,000.00 6,000,000 6,000,000 Orthofix International N.V. COM N6748L102 27,379,007.30 1,213,474 1,213,474 Osh Kosh B'Gosh Inc- Class A COM 688222207 344,250.00 13,500 13,500 Oshkosh Truck Corp. COM 688239201 31,013,723.00 873,626 873,626 Owens & Minor Inc COM 690732102 1,206,690.00 73,000 73,000 Oxford Health Plans Inc. COM 691471106 11,521,626.25 430,715 430,715 Pacific Sunwear of California COM 694873100 43,705,255.00 1,589,282 1,589,282 Packaging Corp. of America COM 695156109 3,838,560.00 290,800 290,800 Pactiv Corp. COM 695257105 29,734,252.17 2,455,347 2,455,347 Palm, Inc. COM 696642107 730,591.51 86,910 86,910 Parametic Technology Corp. COM 699173100 2,000,093.75 220,700 220,700 Paramount Bed Co. Ltd. COM 6699349 4,667,065.08 169,800 169,800 Park24 Co. Ltd COM 6667733 6,583,174.12 100,160 100,160 Parker Drilling Co. CV 5.5% 08/01/04 701081AD3 7,070,000.00 8,000,000 8,000,000 PartnerRe Holdings Ltd. COM G6852T105 19,668,781.08 399,204 399,204 Patina Oil & Gas Corp. COM 703224105 10,914,105.60 408,768 408,768 Pegasus Solutions, Inc. COM 705906105 16,951,111.43 1,903,272 1,903,272 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 PeopleSoft, Inc. COM 712713106 190,227,376.66 8,116,368 8,116,368 PepsiCo, Inc. COM 713448108 207,582,882.00 4,723,160 4,723,160 Peregrine Systems, Inc. COM 71366Q101 2,355,600.00 120,800 120,800 Performance Food Group Company COM 713755106 4,264,050.00 81,220 81,220 Performance Technolgies, Inc. COM 71376K102 1,988,881.25 142,700 142,700 Perkinelmer Inc. CV 0% 8/07/2020 714046AA7 3,709,750.00 7,100,000 7,100,000 PF Changes China Bistro, Inc. COM 69333Y108 11,238,500.00 321,100 321,100 Pfizer Inc COM 717081103 4,921,042.60 120,381 120,381 Pharmaceutical Product Develop COM 717124101 29,827,830.08 708,079 708,079 Pharmacia Corp. COM 71713U102 110,432,382.93 2,192,424 2,192,424 Pharmacia Corp. CV PFD 6.5% 11/30/2001 71713U201 10,068,575.00 225,500 225,500 Phelps Dodge Corp. COM 717265102 2,010,004.50 50,025 50,025 Philip Morris Inc COM 718154107 12,608,667.38 265,932 265,932 Phillips-Van Heusen Corp. COM 718592108 19,688,146.40 1,305,580 1,305,580 Phoenix Technologies Ltd. COM 719153108 13,319,792.13 959,985 959,985 Photronics, Inc. COM 719405102 2,088,562.50 84,600 84,600 Pilkington Plc COM 0688462 7,245,656.40 4,862,495 4,862,495 Pinnacle Systems Inc COM 723481107 981,956.31 116,380 116,380 Pioneer Standard Electronics COM 723877106 2,641,100.00 215,600 215,600 Pirelli Spa COM 4689900 36,038.86 15,545 15,545 Pitney Bowes, Inc. COM 724479100 1,442,125.00 41,500 41,500 Pixelworks, Inc. COM 72581M107 542,000.00 54,200 54,200 Plantronics, Inc. COM 727493108 56,119,579.16 3,158,108 3,158,108 PMC-Sierra Inc. COM 69344F106 158,394.40 6,236 6,236 PNC Fianancial Services Group PNC BK CORP COM 693475105 1,853,030.25 27,351 27,351 Polymer Group Inc. POLYMER GROUP INC COM 731745105 2,535,214.59 1,416,321 1,416,321 Potash Corp of Saskatchewan Inc. 73755L107 64,775,068.19 1,116,619 1,116,619 Praxair, Inc. COM 74005P104 126,379,190.65 2,830,441 2,830,441 Precision Castparts Corp. COM 740189105 9,639,561.30 291,666 291,666 Precoat International Plc COM 0699204 803,381.19 760,000 760,000 Prima Energy Corp COM 741901201 7,293,187.65 240,600 240,600 Primus Knowledge Solutions COM 74163Q100 677,250.00 180,600 180,600 Priority Healthcare Corp. COM 74264T102 4,005,275.00 106,100 106,100 Procter & Gamble COM 742718109 7,994,259.49 127,780 127,780 Progress Energy, Inc. COM 743263105 129,458,083.20 3,005,760 3,005,760 Progress Energy, Inc. -CVO 743263AA3 1,505,000.00 3,500,000 3,500,000 ProsoftTraining.com COM 743477101 6,852,785.89 870,195 870,195 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 Protein Design Labs Inc CV 5.5% 2/152007 74369LAB9 6,317,500.00 7,000,000 7,000,000 Providian Financial Corp. COM 74406A102 5,904,589.95 120,379 120,379 Providian Financial Corp. CV 3.25% 08/15/2005 74406AAA0 7,700,000.00 8,000,000 8,000,000 Province Healthcare COM 743977100 395,687.50 13,000 13,000 Public Service Enterprise Group, Inc. 744573106 118,936,443.60 2,755,710 2,755,710 QUALCOMM, Inc. COM 747525103 122,387,350.73 2,161,366 2,161,366 Quicksilver, Inc. COM 74838C106 58,563,671.42 2,205,788 2,205,788 Qwest Communications Intl COM 749121109 3,649,629.82 104,274 104,274 Radiance Medical Systems Inc. COM 750241101 1,953,230.30 543,500 543,500 Radio One Inc. CV PFD 6.5% 7/15/2005 75040P603 2,955,000.00 3,000 3,000 RadioShack Corp. COM 750438103 4,885,090.05 133,145 133,145 RadiSys Corp. COM 750459109 23,841,361.00 1,402,433 1,402,433 Railworks Corp COM 750789109 1,045,843.75 478,100 478,100 Ralston Purina Group RALSTON PURINA CO COM-RLSTN PR GP 751277302 3,118,738.00 100,120 100,120 Rational Software Corp CV 5.0% 2/01/2007 75409PAC7 6,290,625.00 7,500,000 7,500,000 Raymond James Financial Inc COM 754730109 4,722,942.00 169,890 169,890 Raytheon Co. Class B 755111408 3,941,620.80 134,160 134,160 Read-Rite Corp COM 755246105 1,803,904.00 217,600 217,600 Regent Communications Inc COM 758865109 7,890,772.20 1,132,300 1,132,300 Reliant Energy Inc. 2.0% 9/15/2029 75952J207 814,944.00 13,000 13,000 Reliant Energy Inc. COM 75952J108 17,992,305.00 397,620 397,620 Renal Care Group, Inc. COM 759930100 42,948,126.54 1,601,347 1,601,347 RF Micro Devices, Inc. CV 3.75% 8/15/2005 749941AB6 1,094,375.00 1,700,000 1,700,000 R.H. Donnelley Corp. COM 74955W307 7,473,909.00 257,721 257,721 Riverdeep Group PLC ADR 76870Q109 5,109,781.27 248,500 248,500 Robbins & Myers, Inc. COM 770196103 24,132,377.60 942,671 942,671 Robert Mondavi Corp. MONDAVI ROBERT CORP CL A 609200100 876,138.97 19,551 19,551 Rogers Corp. COM 775133101 70,117,619.88 1,974,588 1,974,588 Rohm & Haas Co. COM 775371107 56,350,350.03 1,828,963 1,828,963 Rosetta Inpharmatics COM 777777103 708,300.00 78,700 78,700 Rsa Security Inc COM 749719100 7,391,437.56 299,400 299,400 RTI International Metals, Inc. COM 74973W107 13,641,675.95 1,014,251 1,014,251 Ruby Tuesday Inc COM 781182100 519,665.00 26,500 26,500 Rudolph Technologies Inc COM 781270103 8,498,784.39 245,010 245,010 S1 Corporation COM 78463B101 12,841,787.25 1,771,281 1,771,281 Saba Software, Inc. COM 784932105 1,680,939.88 312,733 312,733 Sabre Holdings Corp. COM 785905100 17,722,077.48 383,844 383,844 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 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 Safeway Inc. COM 786514208 228,651.90 4,146 4,146 Sage Group Plc (The) COM 0802165 79,657.50 32,250 32,250 Salem Communications - Class A 794093104 4,371,250.00 269,000 269,000 Sap AG COM 4846288 6,721,910.31 59,015 59,015 Sawtek Inc. COM 805468105 16,684,844.22 936,693 936,693 SBC Communications, Inc. COM 78387G103 248,513,200.23 5,568,399 5,568,399 SCANA Corp. SCANA CORP NEW COM 80589M102 8,049,296.25 296,475 296,475 Schering-Plough Corp. COM 806605101 215,280,203.32 5,893,244 5,893,244 Schlumberger Ltd. COM 806857108 303,976,860.60 5,276,460 5,276,460 Scholastic Corp. COM 807066105 7,006,294.74 194,282 194,282 Schwab (Charles) Corp. COM 808513105 262,988.10 17,055 17,055 Scientific-Atlanta, Inc. COM 808655104 2,341,517.00 56,300 56,300 SCIOS Inc COM 808905103 7,498,000.00 326,000 326,000 Seattle Genetics Inc COM 812578102 1,497,500.00 299,500 299,500 Secom Co. COM 6791591 678,776.30 12,000 12,000 Seitel Inc. COM 816074306 18,037,015.20 969,732 969,732 Semco Energy Inc. CV 11.0% 8/16/2003 78412D307 10,782,000.00 900,000 900,000 Semitool, Inc. COM 816909105 14,620,104.00 1,624,456 1,624,456 Semtech Corp. CV 4.5% 2/01/2007 816850AD3 9,350,000.00 10,000,000 10,000,000 Sensient Technologies Corp. COM 81725T100 23,059,351.14 1,012,263 1,012,263 Sensormatic Electronics Corp. COM 817265101 71,369,776.00 3,756,304 3,756,304 Serologicals Corp. COM 817523103 2,432,700.00 180,200 180,200 Shaw Group Inc. COM 820280105 1,153,737.00 24,700 24,700 SICOR, Inc. COM 825846108 25,771,176.39 1,849,053 1,849,053 Siebel Systems Inc. COM 826170102 237,483.20 8,731 8,731 Siemans AG COM 5727973 1,260,925.09 12,359 12,359 Sierra Health Services Inc. Inc. 826322109 8,189,573.04 1,795,959 1,795,959 Silicon Storage Technology Inc COM 827057100 7,702,727.48 887,411 887,411 Silicon Valley Bancshares SILICON VY BANCSHARES COM 827064106 3,174,850.00 135,100 135,100 Simpson Manufacturing Co., Inc. 829073105 17,381,898.20 352,574 352,574 Sinclair Broadcasting Group, CVPFD 6% 829226505 3,252,000.00 135,500 135,500 Six Flags, Inc. COM 83001P109 4,057,695.00 209,700 209,700 Six Flags, Inc. CV PFD 7.25% 8/15/2009 83001P505 7,523,840.00 256,000 256,000 SkillSoft Corp. COM 83066P101 5,362,377.32 227,581 227,581 Skywest, Inc. COM 830879102 40,672,155.00 1,749,340 1,749,340 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 SLI, Inc. COM 78442T108 14,106,247.85 1,689,371 1,689,371 Smartforce PLC -Spnsored ADR 83170A206 3,528,921.88 159,050 159,050 Smithfield Foods, Inc. COM 832248108 23,679,987.50 728,615 728,615 Smurfit-Stone Container Corp COM 832727101 445,885.00 33,500 33,500 Snap-on, Inc. COM 833034101 22,922,128.32 787,161 787,161 Solutia Inc. COM 834376105 12,803,863.40 1,049,497 1,049,497 Sonosite Inc COM 83568G104 4,704,868.76 415,900 415,900 Sony Corporation COM 6821506 850,860.43 12,000 12,000 Southwest Airlines Co. COM 844741108 19,870,219.82 1,119,449 1,119,449 Southwest Bancorp of Texas COM 84476R109 759,275.02 24,200 24,200 Southwest Gas Corp. COM 844895102 19,679,877.15 943,879 943,879 Spacelabs Medical, Inc. COM 846247104 529,875.00 47,100 47,100 SPS Technologies Inc. COM 784626103 19,079,260.14 423,419 423,419 Stage Stores COM 85254C107 52,159.80 1,303,995 1,303,995 Standard Pacific Corp COM 85375C101 8,682,861.00 411,510 411,510 Staples Inc. COM 855030102 36,401,103.63 2,447,133 2,447,133 Startek, Inc. COM 85569C107 371,218.56 26,216 26,216 Starwood Hotels & Resorts Worldwide Inc. 85590A203 6,723,777.00 197,700 197,700 Steiner Leisure Ltd. COM P8744Y102 20,814,280.73 1,266,268 1,266,268 STERIS Corp. COM 859152100 16,744,384.50 1,187,545 1,187,545 Sterling Bancshares Inc/Tx COM 858907108 372,750.00 21,300 21,300 Steve Madden Ltd STEVEN MADDEN, LTD COM 556269108 3,279,125.37 223,252 223,252 Stillwater Mining Co. COM 86074Q102 48,416,281.05 1,789,881 1,789,881 St. Jude Medical, Inc. COM 790849103 27,404,749.65 508,909 508,909 Stmicroelectronics CV 0% 9/22/09 861012AB8 9,020,625.00 8,500,000 8,500,000 Stone Energy Corp. COM 861642106 54,243,855.74 1,100,951 1,100,951 St. Paul Companies, Inc. COM 792860108 21,322,006.05 484,041 484,041 Student Advantage Inc. COM 86386Q105 6,084,457.41 2,667,101 2,667,101 Suez Lyonnaise des Eaux COM 4540438 728,108.20 4,957 4,957 Sungard Data Systems, Inc. COM 867363103 3,657,789.00 74,300 74,300 Sun Microsystems Inc COM 866810104 1,414,040.00 92,000 92,000 SunTrust Banks, Inc. COM 867914103 848,880.00 13,100 13,100 Supergen Inc COM 868059106 4,699,406.25 455,700 455,700 Superior Energy Services COM 868157108 6,598,493.73 606,758 606,758 Superior Industries International, Inc. 868168105 45,286,423.44 1,309,992 1,309,992 Swift Energy Co. COM 870738101 3,204,000.00 100,000 100,000 Swift Transportation Co., Inc. COM 870756103 31,888,450.00 1,723,700 1,723,700 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 Swiss Life (GLXO) (GLXO) CV 2.0% 5/20/2003 5446494 8,862,312.51 8,780,000 8,780,000 Swiss Life (RD) (RD) CV 2.0% 5/20/2005 5446546 21,501,562.50 20,850,000 20,850,000 Swiss Re America CV 2.25% 06/10/2004 5685899 1,935,625.00 1,900,000 1,900,000 Sybase, Inc. COM 871130100 914,500.00 59,000 59,000 Sycamore Networks Inc. COM 871206108 105,850.00 10,585 10,585 Symantec Corp. COM 871503108 1,923,375.00 46,000 46,000 Syncor Intl Corp COM 87157J106 664,350.00 20,600 20,600 Sysco Corp COM 871829107 233,261.49 8,799 8,799 Systems & Computer Tech Corp. SYSTEMS & COMPUTER TECH C871873105 7,011,587.80 763,166 763,166 Systems Union Group Plc COM 0934875 50,250.00 75,000 75,000 Take-Two Interactive Software COM 874054109 4,180,676.70 293,060 293,060 Talk.Com Inc. COM 874264104 3,501,337.50 1,556,150 1,556,150 Target Corp. COM 87612E106 232,031,720.63 6,431,182 6,431,182 Tarrant Apparel Group COM 876289109 5,780,235.87 1,266,901 1,266,901 Techne Corp COM 878377100 950,950.02 36,400 36,400 Technitrol Inc. COM 878555101 15,491,511.11 622,399 622,399 TECO Energy Inc. COM 872375100 28,238,468.44 942,539 942,539 Teleflex, Inc. COM 879369106 37,320,519.60 911,368 911,368 Telefonica S.A. COM 5732524 837,500.33 53,038 53,038 TeleTech Holdings Inc. COM 879939106 21,792,678.09 2,767,324 2,767,324 Tellabs, Inc. TELLABS INC COM 879664100 119,746,405.55 2,943,076 2,943,076 Tennant Co. COM 880345103 20,258,875.00 479,500 479,500 Tetra Tech Inc. COM 88162G103 911,250.00 45,000 45,000 Teva Pharmaceutical Industries Ltd. ADR 881624209 4,954,487.50 90,700 90,700 Texaco Inc COM 881694103 235,720.00 3,550 3,550 Texas Instruments, Inc. COM 882508104 73,962,953.16 2,387,442 2,387,442 The Coastal Corp. CV PFD 6.625% 190441865 112,000,000.00 2,500,000 2,500,000 The Home Depot, Inc. COM 437076102 93,920,187.89 2,179,221 2,179,221 The Limited, Inc. COM 532716107 76,791,366.84 4,884,947 4,884,947 Theragenics Corp. COM 883375107 8,027,808.12 1,256,308 1,256,308 Therma-Wave Inc. COM 88343A108 1,329,412.50 105,300 105,300 Thermo Electron Corp. COM 883556102 3,635,016.00 161,700 161,700 The Stanley Works COM 854616109 9,390,750.00 285,000 285,000 The Times Mirror Company CV 0% 04/15/17 887364AE7 4,818,468.75 7,725,000 7,725,000 The Valspar Corp. COM 920355104 31,843,346.59 1,109,911 1,109,911 The Williams Cos., Inc. COM 969457100 4,248,663.20 99,152 99,152 THQ Inc. COM 872443403 26,484,024.00 696,948 696,948 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 Three- Five Systems Inc. COM 88554L108 7,882,505.40 646,107 646,107 Timberland Co. COM 887100105 83,995,056.80 1,653,446 1,653,446 Timberwest Forest Corp. COM 2298795 1,719,900.05 248,849 248,849 TJX Companies COM 872540109 11,823,424.00 369,482 369,482 Tokyo Electric Power COM 6895404 822,418.75 37,000 37,000 Tosco Corp TOSCO CORP 891490302 159,882.80 3,938 3,938 Total Fina Elf SA ADR COM 89151E109 173,031,957.00 2,546,460 2,546,460 Total Fina SA 'B' Shares COM 4905413 736,216.32 5,559 5,559 Toyoda Gosei Co. Ltd. COM 6900557 5,429,015.38 295,000 295,000 Toyota Motor Corporation COM 6900643 735,892.14 21,500 21,500 Toys R Us Inc. COM 892335100 6,275,000.00 250,000 250,000 Transatlantic Holdings Inc. COM 893521104 14,642,630.91 142,841 142,841 Transocean Sedco Forex CV 0% 5/24/2020 893830AA7 12,613,625.00 21,470,000 21,470,000 Transocean Sedco Forex, Inc. COM G90078109 146,863,962.61 3,388,072 3,388,072 TRC Companies , Inc. COM 872625108 681,450.00 23,100 23,100 Trenwick Group, Ltd. COM G9032C109 23,570,247.20 1,194,640 1,194,640 Triad Hospitals, Inc. COM 89579K109 5,248,482.75 185,787 185,787 Tribune Co. COM 896047107 208,756,340.18 5,124,180 5,124,180 Tribune Co. CV PFD 6.25% 8/15/2001 896047206 2,111,200.00 101,500 101,500 Trifast Plc COM 0888392 5,661,891.31 2,380,256 2,380,256 Trigon Healthcare Inc. COM 89618L100 10,691,348.50 207,599 207,599 Tropical Sportswear Int'l Corp COM 89708P102 20,710,050.00 1,104,536 1,104,536 Turbo Genset, Inc. -Class A 2720403 2,410,645.74 477,000 477,000 Turbo Genset, Inc. COM 3001226 2,227,781.90 482,904 482,904 TXU Corp. CV PFD 9.25% 8/16/2002 873168207 111,052,600.00 2,378,000 2,378,000 Tyco International Ltd. COM 902124106 39,421,653.15 911,905 911,905 Tyson Foods COM 902494103 10,902,631.47 809,401 809,401 UBI Soft Entertaiment S.A. COM 5871836 7,853,641.58 252,925 252,925 UBI Soft Entertainment S.A. Warrants 5807002 341,414.95 13,620 13,620 Ubs Ag Stamford (T) (T) CV 1.5% 07/12/2006 90261AAA0 1,664,062.50 1,875,000 1,875,000 UCBH Holding, Inc. COM 90262T308 3,057,575.11 62,800 62,800 Union Pacific Corp. COM 907818108 71,638,875.00 1,273,580 1,273,580 Unisource Energy Corp Hld Co COM 909205106 640,500.00 30,500 30,500 Unisys Corp. COM 909214108 2,800,000.00 200,000 200,000 UnitedGlobalCom, Inc. COM 913247508 136,053.76 10,366 10,366 UnitedGlobalCom, Inc. CVPFD 7% 12/31/2049 913247201 2,699,250.00 122,000 122,000 UnitedHealth Group, Inc. COM 91324P102 10,427,211.82 175,957 175,957 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 United Natural Foods Inc COM 911163103 3,610,608.00 256,800 256,800 United Parcel Service, Inc. Class B 911312106 233,981,733.30 4,112,157 4,112,157 United Parcel Service, Inc. CV 1.75% 09/27/2007 911312AB2 16,933,000.00 16,400,000 16,400,000 United Technologies Corp. COM 913017109 200,456,855.35 2,734,779 2,734,779 Universal Compression Holdings, Inc. 913431102 19,505,220.00 557,292 557,292 Universal Electronics Inc. COM 913483103 3,194,400.00 193,600 193,600 Universal Health Services CV .0.426% 06/23/2020 913903AL4 3,696,750.01 6,200,000 6,200,000 Unocal Corp COM 915289102 4,321,250.00 125,000 125,000 Unumprovident Corp COM 91529Y106 3,652,500.00 125,000 125,000 Urban Outfitters, Inc. COM 917047102 2,464,537.50 230,600 230,600 USA Networks Inc. COM 902984103 201,075.00 8,400 8,400 U.S. Bancorp COM 902973304 5,897,184.80 254,189 254,189 Usinternetworking Inc CV 7% 11/01/2004 917311AH5 1,065,000.00 3,000,000 3,000,000 US Oncology Inc. COM 90338W103 28,040,000.63 3,451,077 3,451,077 U S WIRELESS CORP COM 90339C106 587,500.00 200,000 200,000 UTStarcom, Inc. COM 918076100 1,810,462.50 108,900 108,900 Vans Inc. COM 921930103 24,900,381.54 1,103,618 1,103,618 Varian Medical Systems Inc. COM 92220P105 27,178,694.40 447,018 447,018 Varian Semiconductor Equip. COM 922207105 648,331.26 20,300 20,300 Veritas DGC Inc COM 92343P107 2,452,162.50 76,750 76,750 Verity Inc COM 92343C106 6,579,828.81 290,020 290,020 Verizon Communications COM 92343V104 230,178,109.54 4,668,927 4,668,927 Vertex Pharmaceuticals Inc CV 5.0% 9/19/2007 92532FAD2 3,228,750.00 4,500,000 4,500,000 Vertias Software Inc COM 923436109 318,917.28 6,897 6,897 VF Corp. COM 918204108 12,381,187.83 353,892 353,892 Viacom, Inc. - Class B 925524308 182,158,124.56 4,142,782 4,142,782 Vintage Petroleum Inc. COM 927460105 45,151,033.40 2,218,724 2,218,724 Virage Inc. COM 92763Q106 215,531.25 104,500 104,500 Vital Signs Inc. COM 928469105 311,612.50 9,700 9,700 Vitesse Semiconductor Corp CV 4.0% 3/15/2005 928497AB2 8,518,125.00 11,550,000 11,550,000 Vivendi Universal COM 4834777 257,549.78 4,359 4,359 Vivendi Universal S.A. ADR 92851S204 73,006,891.66 1,203,741 1,203,741 Vodafone Group Plc COM 0719210 122,201.81 63,317 63,317 Vodafone Group PLC COM 92857W100 232,729.80 8,572 8,572 Wachovia Corp. COM 929771103 132,050,068.74 2,191,850 2,191,850 Walgreen Co. COM 931422109 210,568.80 5,161 5,161 Wal-Mart Stores Inc COM 931142103 1,174,944.70 23,361 23,361 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 Walt Disney Company COM 254687106 74,092,177.43 2,590,733 2,590,733 Washington Mutual COM 939322103 6,570,000.00 120,000 120,000 Washington Mutual CV 8.0% 8/16/2004 939322871 3,612,400.00 44,000 44,000 Waste Management, Inc. COM 94106L109 276,727,309.98 11,203,771 11,203,771 Watchguard Technologies Inc. COM 941105108 8,795,605.50 1,066,134 1,066,134 Weatherford International, Inc. 947074100 5,482,785.00 111,100 111,100 Webster Financial Corp. COM 947890109 19,004,114.63 648,328 648,328 Wellpoint Health Network CV 0% 07/02/19 94973HAA6 17,423,750.01 21,200,000 21,200,000 Wells Fargo & Co. COM 949746101 378,260,375.49 7,646,258 7,646,258 Western Wireless Corp. COM 95988E204 3,185,000.00 78,400 78,400 Westport Innovations Inc. COM 2956811 42,900.29 12,000 12,000 West Teleservices Corp. COM 952355105 1,995,850.00 89,200 89,200 Whirlpool Corp. WHIRLPOOL CORP 963320106 12,394,020.70 247,930 247,930 Whole Foods Market, Inc. COM 966837106 24,916,517.46 591,490 591,490 Whole Foods Market, Inc. CV Zero 03/02/2018 966837AC0 13,353,625.00 33,700,000 33,700,000 Wind River Systems, Inc. COM 973149107 1,304,325.00 56,100 56,100 Woodhead Industries, Inc. COM 979438108 9,821,549.91 563,243 563,243 WorldCom, Inc - WorldCom Group COM 98157D106 111,186,229.69 5,950,060 5,950,060 W.W.Grainger, Inc. COM 384802104 6,600,750.00 195,000 195,000 Xerox Corp CV .57% 04/21/18 984121BB8 897,750.00 2,565,000 2,565,000 XL Capital Ltd. Class A -Class A G98255105 27,510,259.08 361,644 361,644 Yahoo Inc COM 984332106 229,981.50 14,602 14,602 Yellow Corporation YELLOW CORP COM 985509108 491,693.00 28,712 28,712 Young & Rubicam CV 3.0% 1/15/2005 987425AC9 7,416,599.99 7,890,000 7,890,000 Zebra Technologies Corp. - Class A 989207105 20,582,696.26 539,874 539,874 Zions Bancorp. COM 989701107 2,255,497.00 43,300 43,300 Zoll Medical Corp COM 989922109 2,585,981.26 74,150 74,150 TOTAL: $ 23,640,417,292.48
-----END PRIVACY-ENHANCED MESSAGE-----