-----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, VDlUV2ZvqrvDmo7PR6k/ikB6twRIXTR8O1wvYsS8NC1YCPhi/5533i6qYJgRp8GQ drUsS3QUV6FwLFrpB9XAhw== /in/edgar/work/20000811/0001089355-00-000425/0001089355-00-000425.txt : 20000921 0001089355-00-000425.hdr.sgml : 20000921 ACCESSION NUMBER: 0001089355-00-000425 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20000630 FILED AS OF DATE: 20000811 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 SEC ACT: SEC FILE NUMBER: 028-00413 FILM NUMBER: 693510 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 1 0001.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2000 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) 395-2270 Signature, Place, and Date of Signing: /s/ Paul A. Hilstad Jersey City, New Jersey July 20, 2000 ------------------- [City, State] ------------- [Signature] [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: 847 Form 13F Information Table Value Total: $22,513,646 (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 As of 6/30/2000
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 3do Company COM 88553W105 5,861,671.74 747,300 747,300 4front Technologies COM 351042106 6,041,772.00 523,281 523,281 AAR Corp. COM 000361105 14,657,868.00 1,221,489 1,221,489 Ace Ltd COM G0070K103 109,355,316.00 4,107,252 4,107,252 Ace Ltd. COM 004408209 62,562,500.00 1,000,000 1,000,000 Activision COM 004930202 8,342,379.50 1,301,543 1,301,543 Acuson Corp. COM 005113105 9,730,800.00 720,800 720,800 Acxiom Corp COM 005125109 41,553,525.00 1,524,900 1,524,900 Adc Telecommunications Inc. COM 000886101 4,731,892.02 56,416 56,416 Advance Paradigm Inc COM 007491103 27,754,191.50 1,416,363 1,416,363 Advanced Digital Info Corp COM 007525108 42,996,761.26 2,726,836 2,726,836 Advo Inc. COM 007585102 655,200.00 15,600 15,600 Aegis Communications Group COM 00760B105 3,298,559.00 3,265,900 3,265,900 Aegon COM 007924103 129,422,881.97 3,632,971 3,632,971 AES Trust VII 144A CVPFD 6% 5/15/2008 00103V206 15,505,031.25 261,000 261,000 Affiliated Computers Services CV 4% 3/15/05 008190AD2 10,094,000.00 10,300,000 10,300,000 Agilent Technologies Inc COM 00846U101 2,587,358.87 35,104 35,104 Albany Molecular Research COM 012423109 14,382,387.50 264,200 264,200 Alcatel COM 5975006 18,376,501.79 280,440 280,440 Alcoa Inc. COM 013817101 251,949,361.00 8,699,899 8,699,899 Allegheny Energy Inc. COM 017361106 90,407,196.77 3,306,591 3,306,591 Alliant Techsystems Inc COM 018804104 14,493,262.88 214,914 214,914 Alloy Online Inc COM 019855105 11,830,241.25 1,097,477 1,097,477 Alltel Corp. COM 020039103 167,487,485.45 2,705,032 2,705,032 Alpharma Inc.-CL A COM 020813101 6,635,850.00 106,600 106,600 Alza Corp. COM 022615108 22,351,319.39 384,900 384,900 Alza Corp. CV 0% 07/14/14 022615AC2 77,222,250.00 98,060,000 98,060,000 AMDOCS Automatic Co. CVPFD 6.75 02342R202 4,734,375.00 75,000 75,000 Amerada Hess Corp COM 023551104 6,823,375.00 110,500 110,500 America Online Inc. COM 02364J104 824,461.63 15,809 15,809 America Online Inc. CV 0% 12/06/2019 02364JAC8 2,809,687.50 5,550,000 5,550,000 American Axle & Mfg Holdings, Inc. 024061103 7,063,970.44 497,901 497,901 American Classic Voyages Co COM 024928103 12,364,687.50 599,500 599,500
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 American Express Company COM 025816109 410,560.16 8,030 8,030 American General Corp. COM 026351106 289,560,046.00 4,749,586 4,749,586 American General Corp. CVPFD C $3.00 02637G200 11,700,000.00 150,000 150,000 American Home Products Corp. COM 026609107 396,450,763.80 6,759,172 6,759,172 American Intl Group Inc COM 026874107 1,472,069.14 12,644 12,644 American Management Systems COM 027352103 17,614,245.34 536,560 536,560 American National Can Group COM 027714104 7,944,750.00 470,800 470,800 American Power Conversion Co. COM 029066107 2,856,875.00 70,000 70,000 American Woodmark Corp COM 030506109 1,547,750.00 75,500 75,500 American Xtal Technology Inc COM 030514103 25,082,361.75 617,099 617,099 Americredit Corp COM 03060R101 5,836,100.00 343,300 343,300 Amerus Life Hldg CVPFD 7% 030734206 9,271,875.00 430,000 430,000 Ames Dept Stores COM 030789507 4,867,410.75 636,053 636,053 AMF Bowling Inc. CV 0% 05/12/18 03113VAB5 359,880.00 11,996,000 11,996,000 Amgen Inc COM 031162100 818,061.25 12,090 12,090 Ampex Corp. COM 032092108 3,718,117.69 2,203,329 2,203,329 AMR Corp/Del COM 001765106 4,642,425.00 175,600 175,600 Anadarko Petroleum Corp. CV 0% 3/7/2020 032511AP2 37,424,735.00 57,137,000 57,137,000 Analog Devices COM 032654105 5,251,600.00 70,000 70,000 Analogic Corp COM 032657207 23,064,880.00 591,922 591,922 Analysts International Corp COM 032681108 4,755,027.69 510,607 510,607 Anixter International Inc COM 035290105 5,145,028.00 194,152 194,152 AnnTaylor Stores Corp COM 036115103 67,256,701.88 2,059,091 2,059,091 Antec Corp COM 03664P105 3,345,781.25 80,500 80,500 Aon Corp. COM 037389103 173,908,811.17 5,605,794 5,605,794 APAC Customer Services Inc. COM 00185E106 438,075.00 45,000 45,000 Apple Computer Inc. COM 037833100 145,783,193.75 2,812,010 2,812,010 Applied Materials Inc. COM 038222105 529,250.00 5,880 5,880 Apri Healthcare Group Inc COM 037933108 17,176,582.50 1,423,640 1,423,640 Arbor Software Corp. CV 4.5% 3/15/05 038918AC2 13,046,000.00 14,825,000 14,825,000 Archer-Daniels-Midland Co. COM 039483102 59,428,680.13 6,056,426 6,056,426 Aris Industries Inc COM 040401101 11,368.75 10,700 10,700 Armor Holdings COM 042260109 30,297,332.00 2,341,164 2,341,164 Arnold Industries Inc COM 042595108 7,237,500.00 600,000 600,000 Arrow Electronics Inc COM 042735100 4,299,700.00 138,700 138,700 Arrow International Inc. COM 042764100 34,456,257.50 1,047,245 1,047,245 Artesyn Tech Inc. COM 043127109 30,705,945.64 1,130,134 1,130,134 Asahi Chemical Industry Co COM 6054603 5,850,488.20 828,000 828,000 Ashtead Group PLC COM 0053673 2,984,254.56 2,055,000 2,055,000 ASM Lithography CV 4.25% 11/30/2004 5825004 267,500.00 200,000 200,000 Aspect Telecommunications COM 04523Q102 1,427,043.75 36,300 36,300 Astec Industries Inc COM 046224101 3,039,823.50 119,796 119,796
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 AT&T Corp. COM 001957109 83,700,661.03 2,646,909 2,646,909 AT&T Corp. Liberty Media A COM 001957208 1,046,630.00 47,104 47,104 Athena Neurosci CV 4.75% 11/15/04 046854AB1 44,392,550.00 31,540,000 31,540,000 ATS Medical Inc. COM 002083103 30,532,349.25 2,099,982 2,099,982 Automatic Data Processing COM 053015103 98,552.69 1,883 1,883 Automatic Data Processing CVSD 0% 02/20/12 053015AC7 27,086,843.75 19,025,000 19,025,000 Avon Products Inc. COM 054303102 67,759,260.00 1,522,680 1,522,680 AXA SA CNV 2.5% 01/01/14 5617074 208,176.45 120,000 120,000 AXA -UAP- COM 4026927 2,047,402.50 13,000 13,000 Baker Hughes Inc. COM 057224107 42,275,680.00 1,327,245 1,327,245 Baker Hughes Inc. CV 0% 05/05/08 057224AH0 28,784,181.25 38,065,000 38,065,000 Baker Michael Corp COM 057149106 4,286,100.00 659,400 659,400 Ball Corp COM 058498106 10,612,218.75 329,700 329,700 Ballard Power Systems Inc. COM 2072717 27,508,317.34 303,700 303,700 Bally Total Fitness Hldgs COM 05873K108 12,621,525.00 497,400 497,400 Bank of New York COM 064057102 49,282,560.00 1,068,765 1,068,765 Bank One Corp. COM 06423A103 148,674,589.13 5,604,355 5,604,355 Barr Laboratories Inc COM 068306109 22,351,713.28 533,583 533,583 Basin Exploration COM 070107107 17,085,157.38 955,813 955,813 Baxter International Inc. COM 071813109 78,497,156.28 1,123,214 1,123,214 Bea Systems Inc COM 073325102 2,175,250.00 44,000 44,000 Beckman Coulter Inc COM 075811109 3,934,475.00 67,400 67,400 BEI Technologies Inc COM 05538P104 22,823,401.44 892,847 892,847 BELL ATLANT FINL 5.75% 04/01/03 VV3077219 3,712,684.00 4,040,000 4,040,000 Bell Atlantic Corp. COM 077853109 217,030,959.79 4,276,322 4,276,322 Bell Atlantic Financial Svcs CV 5.75% 04/01/2003 07785GAD2 39,122,362.00 42,600,000 42,600,000 BellSouth Corp. COM 079860102 41,604,514.90 1,006,229 1,006,229 Berkshire Hathaway CVSNT 1% 12/03/01 084670AF5 23,130,625.00 8,500,000 8,500,000 Best Foods COM 08658U101 47,565,055.00 692,115 692,115 Biogen Inc. COM 090597105 122,550.00 1,900 1,900 Biomatrix Inc COM 09060P102 975,137.50 43,100 43,100 Black & Decker Corp COM 091797100 10,421,743.75 265,100 265,100 BMC Software inc COM 055921100 1,678,282.40 46,000 46,000 Boeing Co. COM 097023105 155,367,807.42 3,719,852 3,719,852 Boston Communications Group COM 100582105 18,601,170.00 1,354,365 1,354,365 Boston Scientific Corp COM 101137107 8,691,637.50 396,200 396,200 Bowater Inc COM 102183100 129,474,663.78 2,941,560 2,941,560 BP Amoco PLC Sponsored ADR COM 055622104 305,438,122.21 5,415,031 5,415,031 Bristol-Myers Squibb Company COM 110122108 3,957,407.75 68,049 68,049 British Aerospace PLC COM 0263494 400,850.62 64,318 64,318 Broadwing Inc. COM 111620100 3,934,718.75 151,700 151,700 Buca Inc COM 117769109 9,729,203.13 622,669 622,669
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 Burntsand Inc. COM 2757371 4,676,727.58 1,025,000 1,025,000 Burr-Brown Corp COM 122574106 1,716,412.50 19,800 19,800 Butler International Inc. COM 123649105 12,684,188.75 1,533,558 1,533,558 C.I.T. Group Inc-A COM 125577106 7,863,375.00 483,900 483,900 Cable Design Technologies COM 126924109 19,701,350.00 588,100 588,100 Cadence Design Sys Inc COM 127387108 31,064,866.03 1,538,001 1,538,001 California Federal capital PFD 9 1/8 130214208 10,593,750.00 500,000 500,000 Cambridge Technology Partners Inc. COM 132524109 36,668,029.41 4,215,528 4,215,528 Canon Inc. COM 6172323 795,892.50 16,000 16,000 Cap Gemini SA COM 4163437 6,841,688.97 38,850 38,850 Cardinal Health Inc. COM 14149Y108 1,857,030.00 25,095 25,095 Caremark Rx Inc. COM 141705103 29,223,581.25 4,289,700 4,289,700 Carlisle Cos Inc COM 142339100 25,800,975.00 573,355 573,355 Carpenter Technology COM 144285103 7,718,906.00 365,392 365,392 Catalina Marketing Corp COM 148867104 1,387,200.00 13,600 13,600 Catellus Development Corp. COM 149111106 6,933,000.00 462,200 462,200 Caterpillar Inc. COM 149123101 1,062,489.38 31,365 31,365 CBRL Group Inc COM 12489V106 15,311,718.75 1,042,500 1,042,500 CDI Corp COM 125071100 5,474,762.50 268,700 268,700 Cec Entertainment Inc. COM 125137109 10,528,543.75 433,970 433,970 CellStar Corp. COM 150925105 14,030,643.33 5,152,335 5,152,335 Centocor Inc. CV 4.75% 2/15/05 152342AE1 59,849,287.50 44,210,000 44,210,000 Cephalon Inc COM 156708109 1,916,000.00 32,000 32,000 Ceridian Corp COM 15677T106 3,994,567.50 166,008 166,008 CeWe Color Holding AG COM 5740806 7,387,843.45 327,135 327,135 Championship Auto Racing COM 158711101 21,643,380.00 851,460 851,460 Chase Manhattan Corp. COM 16161A108 248,541,181.70 5,403,653 5,403,653 Checkfree Holdings Corp COM 162816102 22,146,093.75 429,500 429,500 Cherokee Inc COM 16444H102 210,031.25 26,500 26,500 Chevron Corp. COM 166751107 251,985,533.66 2,992,224 2,992,224 Children's Place COM 168905107 20,112,550.00 981,100 981,100 Chirex Inc COM 170038103 11,554,360.00 577,718 577,718 Chubb Corp. COM 171232101 117,390,031.50 1,915,331 1,915,331 Church & Dwight Co., Inc. COM 171340102 13,838,580.00 768,810 768,810 Ciber Inc COM 17163B102 20,143,749.75 1,553,083 1,553,083 Ciena Corp COM 171779101 159,353.25 956 956 CIGNA Corp. COM 125509109 208,047,130.50 2,240,068 2,240,068 CII Financial Inc. CVSDEB 7.5% 09/15/01 12551LAB7 4,109,875.00 6,100,000 6,100,000 Cinar Corp Cl B sub vtg 171905300 4,324,708.70 852,590 852,590 Cincinnati Financial Corp. CV 5.5% 05/01/02 172062AB7 1,740,000.00 750,000 750,000 Cisco Sys Inc COM 17275R102 7,626,611.08 120,407 120,407 Citigroup COM 172967101 361,743.67 6,172 6,172
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 City of London I.T COM 0199049 65,294.89 27,263 27,263 Clear Channel Communications CV 1.5% 12/01/02 184502AE2 45,908,100.00 46,845,000 46,845,000 Clear Channel Communications CV 2.625% 04/01/03 184502AB8 58,162,737.50 44,870,000 44,870,000 Clearnet Communications COM 184902104 26,058,015.60 938,500 938,500 COASTAL FINANCE NCVPFD 190463208 226,875.00 10,000 10,000 Cobalt Group Inc COM 19074Q103 2,074,875.00 301,800 301,800 Coca Cola Co., Inc. COM 191216100 764,966.18 13,535 13,535 Coherent Inc. COM 192479103 72,663,428.75 910,540 910,540 ColdWater Creek Inc COM 193068103 13,422,133.50 445,548 445,548 Colin Corporation COM 6085108 3,843,799.01 40,000 40,000 Columbia Energy Group COM 197648108 2,957,062.50 45,060 45,060 Columbia Laboratories Inc. COM 197779101 3,067,159.25 533,419 533,419 Comerica Inc. COM 200340107 1,891,481.25 42,150 42,150 Commscope Inc. COM 203372107 25,166,292.00 613,812 613,812 Commscope Inc. CV 4% 12/15/2006 203372AB3 16,296,875.00 15,500,000 15,500,000 Compaq Computers Corp COM 204493100 163,281,312.35 6,396,098 6,396,098 Complete Business Solutions COM 20452F107 0 219,270 219,270 Computer Associates Int'l COM 204912109 5,703,072.38 112,886 112,886 Computer Sciences Corp. COM 205363104 87,961,111.88 1,179,242 1,179,242 Compuware Corp. COM 205638109 794,725.00 76,600 76,600 Comtech Telecommunications COM 205826209 11,991,705.00 751,940 751,940 Comverse Tech COM 205862402 173,910.00 1,870 1,870 ConAgra Inc. COM 205887102 95,313,834.38 5,000,070 5,000,070 Concord Efs Inc. COM 206197105 842,400.00 32,400 32,400 Consolidated Stores Corp. COM 210149100 47,555,652.00 3,965,691 3,965,691 Constellation Energy Group Inc COM 210371100 27,543,283.71 845,939 845,939 Convergys Corp. COM 212485106 5,187,500.00 100,000 100,000 Cor Therapeutics Inc COM 217753102 1,680,656.25 19,700 19,700 Core Laboratories N.V COM N22717107 45,479,830.00 1,584,570 1,584,570 Corillian Corp COM 218725109 5,236,875.00 315,000 315,000 Corixa Corp COM 21887F100 24,221,258.44 564,105 564,105 Corn Products International COM 219023108 8,032,150.00 303,100 303,100 Cornell Companies Inc. COM 219141108 9,816,144.00 1,255,418 1,255,418 Corning Inc. COM 219350105 5,245,339.14 19,756 19,756 Corporate Executive Board Co COM 21988R102 41,375,421.25 719,330 719,330 Cost Plus Inc COM 221485105 20,805,351.28 745,941 745,941 Costco Companies Inc. CV 0% 08/19/17 22160QAC6 42,843,237.50 52,010,000 52,010,000 Cox Communications Inc. CV 0.42589% 4/19/2020 224044AX5 23,121,000.00 44,080,000 44,080,000 Cox Communications Inc. CV 7% 08/16/02 224044305 14,376,375.00 254,000 254,000 CP&L Energy Inc. COM 12614C106 112,085,295.00 3,509,520 3,509,520 Cray Inc. COM 225223106 2,091,031.25 608,300 608,300 Credit Suisse FB (GIS) (GIS) CV 2.25% 03/16/04 2254C0AL1 33,355,800.00 36,000,000 36,000,000
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 Crompton Corporation COM 227116100 10,094,000.00 824,000 824,000 Crossland Savings FSB Brooklyn CV PFD $1.8125 SERIES A 227901204 60,000.00 375,000 375,000 Crossman Comntys Inc. COM 22764E109 15,122,695.50 940,927 940,927 Crown Media Holdings COM 228411104 2,313,718.75 151,100 151,100 CSFB (GE) CV 2% 5/01/2010 2254C0AZ0 15,025,687.50 15,800,000 15,800,000 CSFB (LU) (LU) CV 1.5% 02/07/2010 2254C0AV9 18,888,750.00 19,750,000 19,750,000 CSFB (MMM) CV 2.625% 04/20/03 2254C0AE7 8,858,750.00 9,500,000 9,500,000 CSG Systems Intl Inc COM 126349109 4,417,725.00 78,800 78,800 Cuisine Solutions Inc COM 229904107 29,094.70 19,000 19,000 Cullen/Frost Bankers Inc. COM 229899109 0 79,019 79,019 Cutter & Buck Inc. COM 232217109 8,814,442.94 1,147,791 1,147,791 CVS Auto Exch Tr CVPFD 6% 126645209 4,248,750.00 60,000 60,000 Cyberian Outpost Inc COM 231914102 3,722,950.00 773,600 773,600 CyberSource Corp COM 23251J106 5,200,406.25 376,500 376,500 Cypress Semicon CV 3.75% 7/01/2005 232806AF6 6,753,375.00 7,000,000 7,000,000 Cypress Semicon CV 4% 02/01/2005 232806AE9 17,709,062.50 15,250,000 15,250,000 Dallas Semiconductor Corp. COM 235204104 6,703,375.00 164,500 164,500 Datastream Systems Inc COM 238124101 17,590,600.00 1,407,248 1,407,248 DBS Management PLC COM 0242620 4,558,887.27 1,702,679 1,702,679 Dean Foods Co. COM 242361103 7,902,862.50 249,400 249,400 Deere & Co COM 244199105 264,277,384.00 7,146,057 7,146,057 Del Monte Foods COM 24522P103 1,600,937.50 235,000 235,000 Delhaize America Inc. COM 246688105 8,090,262.50 457,400 457,400 Dell Computer Corp COM 247025109 1,511,438.46 30,959 30,959 Delphi Automotive Systems COM 247126105 306,351.31 21,037 21,037 Dendrite International Inc COM 248239105 18,554,729.39 580,390 580,390 Devon Energy CV 4.95% 08/15/08 25179MAB9 73,368,343.75 79,025,000 79,025,000 Devon Energy Corporation COM 25179M103 5,916,543.79 121,150 121,150 Diamond Offshore CVSD 3.75% 02/15/07 25271CAA0 625,500.00 600,000 600,000 Diamond Tech Partners, Inc. COM 252762109 41,809,680.00 492,840 492,840 Diedrich Coffee Inc COM 253675102 20,625.00 10,000 10,000 Dionex Corp. COM 254546104 5,094,270.00 190,440 190,440 Dobson Communication Corp. COM 256069105 2,107,875.00 109,500 109,500 Dominion Resources Inc. COM 25746U109 291,555,300.19 6,869,022 6,869,022 Doral Financial Corp. COM 25811P100 20,563,481.25 1,797,900 1,797,900 Doubleclick Inc. CV 4.75% 03/15/2006 258609AC0 4,290,000.00 4,000,000 4,000,000 Dow Chemical Co. COM 260543103 228,830,245.93 7,602,933 7,602,933 Dow Jones & Co. Inc. COM 260561105 257,018,354.75 3,514,123 3,514,123 Dreyer's Grand Ice Cream Inc. 261878102 35,645,547.00 1,697,407 1,697,407 Dsc Communications Corp CV 7% 08/01/04 233311AC3 28,107,656.25 26,575,000 26,575,000 Duke Energy Corp COM 264399106 293,606,750.27 5,218,832 5,218,832 Dynegy Inc. COM 26816Q101 16,015,045.87 234,438 234,438
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 East West Bancorp Inc COM 27579R104 8,679,783.13 603,811 603,811 Eastern Enterprises COM 27637F100 8,933,400.00 141,800 141,800 Eaton Corp COM 278058102 32,953,682.00 519,926 519,926 Ebay Inc. COM 278642103 227,505.17 4,220 4,220 Eco Soil Systems Inc COM 278858105 1,268,750.00 700,000 700,000 Ecollege.com Inc COM 27887E100 3,065,562.50 700,700 700,700 EcomPark Inc. COM 2114534 2,315,898.59 3,202,000 3,202,000 Edge Petroleum COM 279862106 1,424,687.50 485,000 485,000 Educational Develop Corp COM 281479105 299,250.00 133,000 133,000 Eigner & Partner COM 59780B206 2,694,330.00 9,979 9,979 Elan Corp Plc ADR COM 284131208 2,712,500.00 56,000 56,000 Elan Corp. CV 0% 12/14/18 284129AC7 67,866,225.00 92,335,000 92,335,000 Elcor Corp COM 284443108 22,322,673.00 994,881 994,881 Electronics for Imaging Inc. 286082102 6,331,618.17 256,388 256,388 Eloyalty Corporation COM 290151109 3,728,100.00 292,400 292,400 Elsevier COM 4148810 1,211,260.50 100,000 100,000 EMC Corp. COM 268648102 130,241,128.39 1,693,403 1,693,403 Emerge Interactive Inc COM 29088W103 4,676,306.25 260,700 260,700 Emerson Electric Co COM 291011104 2,013,506.25 33,350 33,350 Emmis Communication COM 291525103 4,580,212.50 110,700 110,700 Ems Technologies Inc COM 26873N108 4,989,960.00 277,220 277,220 Energizer Holdings Inc COM 29266R108 440,500.25 24,137 24,137 Enron Corp Domestic 293561106 222,758.29 3,517 3,517 Ensco International Inc COM 26874Q100 9,200,231.25 256,900 256,900 Enzo Biochem Inc COM 294100102 1,483,500.00 21,500 21,500 EOG Resources Inc. COM 26875P101 20,394,800.00 608,800 608,800 ePresence Inc. COM 294348107 1,507,275.00 207,900 207,900 Ericsson LM COM 5959378 3,687,868.93 187,824 187,824 Esenjay Exploration Inc COM 296426109 196,028.07 63,165 63,165 Etinuum Inc. COM 297664104 2,179,125.00 387,400 387,400 Evergreen Res Inc COM 299900308 36,522,144.38 1,260,515 1,260,515 Exchange Applications Inc COM 300867108 19,790,335.88 771,019 771,019 Exco Resources COM 269279204 6,591,000.00 659,100 659,100 Exodus Communications CV 4.75% 7/15/2008 302088AJ8 6,660,062.50 4,550,000 4,550,000 Exxon Mobil Corp COM 30231G102 507,386,987.70 6,463,689 6,463,689 Fannie Mae COM 313586109 170,636,124.54 3,302,865 3,302,865 Fastnet Corporation COM 311877104 568,875.00 151,700 151,700 Fatbrain . Com Inc COM 311889109 3,887,045.10 589,500 589,500 Fed Realty Investment Trust CVSB 5.25% 10/28/03 U31374AB4 10,875,000.00 12,500,000 12,500,000 Federal Agric Mtg Corp Cl C COM 313148306 9,742,312.50 669,000 669,000 Federal Home Loan Mtg. Corp. COM 313400301 81,849,548.86 2,021,051 2,021,051 Federated Department Store Inc COM 31410H101 135,995,220.00 4,037,358 4,037,358
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 Financial Federal Corp COM 317492106 14,671,554.25 844,406 844,406 First Consulting Group Inc. COM 31986R103 6,882,625.88 1,248,326 1,248,326 First Data Corp. COM 319963104 228,468,785.67 4,608,815 4,608,815 First Technology PLC COM 0339135 7,827,901.05 967,250 967,250 First Tennessee Natl Corp COM 337162101 32,463,052.09 1,969,064 1,969,064 Firstenergy Corp COM 337932107 27,629,250.00 1,182,000 1,182,000 Flag Telecom Holdings Ltd COM G3529L102 1,603,525.00 107,800 107,800 Fleet Boston Financial Corp. COM 339030108 223,842,536.00 6,586,263 6,586,263 Florida Progress Corp. COM 341109106 164,062,500.00 3,500,000 3,500,000 Florida Rock Inds COM 341140101 7,827,881.25 219,730 219,730 Flow International Corp. COM 343468104 14,687,990.00 1,468,799 1,468,799 Ford Motor Co. COM 345370100 2,761,718.00 64,226 64,226 Forest Oil Corp COM 346091606 11,655,316.88 731,314 731,314 FPL Group COM 302571104 17,610,862.50 355,775 355,775 Frontier Airlines Inc. COM 359065109 14,739,012.50 1,036,600 1,036,600 Frontline Capital Group COM 35921N101 2,141,906.25 100,500 100,500 Furniture Brands Intl Inc. COM 360921100 9,008,344.13 595,593 595,593 Fvc. Com. Inc. COM 30266P100 5,369,975.00 692,900 692,900 G & K Services, Inc. COM 361268105 32,096,165.32 1,306,275 1,306,275 Gameplay.com Plc COM 0801225 3,976,963.94 1,031,000 1,031,000 Gannett Co. Inc. COM 364730101 565,981.93 9,652 9,652 Gardner Denver Inc COM 365558105 8,085,827.75 452,354 452,354 General Electric Company COM 369604103 7,106,127.31 134,568 134,568 General Mills, Inc. COM 370334104 7,229,250.00 189,000 189,000 General Motors Corp. COM 370442105 120,590,819.17 2,076,914 2,076,914 General Motors Corp. - Class H COM 370442832 63,442,197.00 723,111 723,111 Gentex Corp COM 371901109 628,125.00 25,000 25,000 Genuine Parts Company COM 372460105 4,761,374.98 238,104 238,104 Georgia Pacific (Timber Group) 373298702 64,875,000.00 3,000,000 3,000,000 Georgia Pacific CVPFD 7.5% 373298801 59,520,000.00 1,860,000 1,860,000 Gerald Stevens Inc COM 37369G101 359,375.00 250,000 250,000 Getronics NV COM 5971424 3,882,666.38 251,873 251,873 Goldman Sachs Group Inc COM 38141G104 332,062.50 3,500 3,500 Good Guys Inc COM 3820911 456,249.09 387,500 387,500 Good Guys Inc COM 382091106 7,845,580.25 2,164,298 2,164,298 Granite Construction Inc COM 387328107 11,279,285.50 460,379 460,379 Grant Prideco Inc COM 38821G101 1,877,500.00 75,100 75,100 Great Plains Software Inc COM 39119E105 274,750.00 14,000 14,000 GST Telecommunications Inc. COM 361942105 302,093.75 690,500 690,500 GTE Corporation COM 362320103 491,775.00 7,900 7,900 Guillemot Corporation COM 5916425 7,776,693.30 146,800 146,800 H. B. Fuller Co. COM 359694106 25,918,683.75 609,860 609,860
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 Hanger Orthopedic Group Inc COM 41043F208 10,345,069.76 2,156,604 2,156,604 Harken Energy Corp. COM 412552101 468,750.00 750,000 750,000 Harris Corp. COM 413875105 4,765,125.00 145,500 145,500 Harvey Entertainment Co. COM 417662103 438,125.00 140,200 140,200 Hays PLC COM 0416102 5,708,082.69 1,024,000 1,024,000 Hca The Healthcare Company COM 404119109 185,624,632.19 6,186,444 6,186,444 Health Care Service Group, I COM 421906108 9,133,839.00 2,059,842 2,059,842 Healthcare Realty Trust Inc. COM 421946104 23,074,779.01 1,352,368 1,352,368 Heartland Express Inc COM 422347104 2,821,856.25 170,900 170,900 Heinz H.J. Co. COM 423074103 56,281,093.75 1,343,345 1,343,345 Helix Technology Corp COM 423319102 5,038,800.00 129,200 129,200 Helmerich & Payne COM 423452101 37,947,697.13 1,015,323 1,015,323 Hewlett-Packard Co. COM 428236103 1,084,317.66 8,740 8,740 Hewlett-Packard Co. COM 428236111 0 2,150 2,150 Hewlett-Packard Co. CV 0% 10/14/17 428236AC7 73,368,500.00 77,230,000 77,230,000 Hilton Hotel Corp CV 5% 05/15/06 432848AL3 31,847,812.50 40,250,000 40,250,000 Hitachi Ltd. COM 6429104 989,697.75 69,000 69,000 Hnc Software COM 40425P107 1,031,225.00 16,700 16,700 Hollywood.com Inc. COM 436137103 1,851,475.00 238,900 238,900 Home Depot Inc. COM 437076102 1,472,763.50 29,705 29,705 Honda Tsushin Kogyo Co Ltd. COM 6174631 5,129,775.89 110,000 110,000 Honeywell International Inc. COM 438516106 184,168,956.18 5,467,062 5,467,062 Hooper Holmes COM 439104100 25,848,136.00 3,325,017 3,325,017 Horizon Organic COM 44043T103 10,646,324.38 1,039,207 1,039,207 Houghton Mifflin Co. COM 441560109 13,094,769.94 280,477 280,477 Houston Inds Inc CVPFD 7% 07/01/00 442161204 133,529,050.00 1,083,400 1,083,400 HSB Group Inc COM 40428N109 8,683,875.00 279,000 279,000 HSBC Bank PLC Series B 10.25% Call 2/24/00 44328M609 488,062.50 19,000 19,000 Hughes Supply Inc. COM 444482103 12,572,178.50 636,566 636,566 Human Genome Sciences COM 444903108 2,793,139.25 20,942 20,942 Hyperion Solutions Corp COM 44914M104 658,481.25 20,300 20,300 IBM Credit Corp CV 2% 2/4/2003 0241962 10,113,725.00 10,000,000 10,000,000 IBP Inc. COM 449223106 7,562,831.25 489,900 489,900 Icg Communications Inc COM 449246107 3,973,456.25 180,100 180,100 Icos Corp. COM 449295104 40,925,192.00 963,318 963,318 ICU Medical Inc. COM 44930G107 15,854,994.00 587,222 587,222 Identix Inc COM 451906101 9,549,200.88 608,714 608,714 Igate Capital Corp. COM 45169U105 25,628,075.00 1,898,130 1,898,130 IGO Corporation COM 449592104 5,266,373.00 1,359,064 1,359,064 Ilex Oncology Inc. COM 451923106 11,209,500.00 318,000 318,000 Imc Global Incorporated COM 449669100 9,444,500.00 726,500 726,500 Immunex Inc COM 452528102 3,005,800.00 60,800 60,800
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 IMR Global Corp. COM 45321W106 18,283,620.47 1,431,903 1,431,903 Inco Ltd CV 7.75% 03/15/16 453258AH8 3,802,500.00 4,500,000 4,500,000 Independent Energy COM 45384X108 9,288,387.50 1,117,400 1,117,400 Infocure Corp COM 45665A108 3,784,668.75 706,160 706,160 Infocus Corporation COM 45665B106 34,844,996.57 1,091,163 1,091,163 Information holdings Inc. COM 456727106 3,356,270.00 115,220 115,220 Ingersoll-Rand Co. CVPFD 6.75% 456867209 4,788,125.00 235,000 235,000 Insight Enterprises Inc COM 45765U103 56,235,782.69 975,827 975,827 Integrated Device Tech. Inc. COM 458118106 9,621,912.50 160,700 160,700 Integrated Information Systems COM 45817B103 2,361,275.02 312,000 312,000 Intel Corp. COM 458140100 11,911,768.82 90,072 90,072 Interactive Objects Inc. COM 45839B107 55,000.00 16,000 16,000 Intermedia Comm COM 458801107 697,131.75 23,433 23,433 International Bus. Machines Co COM 459200101 148,338,912.81 1,354,027 1,354,027 International Paper Cap CVPFD 5.25% 460137300 7,272,000.00 192,000 192,000 International Paper Co. COM 460146103 91,242,044.15 3,071,210 3,071,210 International Series Class A COM 543915854 85,336,977.18 5,463,315 5,463,315 Internet Pictures Corp. COM 46059S101 3,778,300.63 249,805 249,805 Interpublic Group of Companies COM 460690100 278,640.00 6,480 6,480 Interpublic Group of Companies CV 1.8% 09/16/04 460690AF7 72,788,625.00 61,425,000 61,425,000 Interpublic Group of Companies CV 1.87 % 6/01/06 460690AJ9 17,799,500.00 18,350,000 18,350,000 Invacare Corp. COM 461203101 29,688,566.25 1,130,993 1,130,993 Ionics Inc COM 462218108 11,459,875.00 374,200 374,200 Ipalco Enterprises Inc. COM 462613100 7,917,175.00 393,400 393,400 Iron Mountain Inc. COM 462846106 47,555,936.00 1,441,804 1,441,804 Ito Yokado Co. COM 6467944 721,277.58 12,000 12,000 Ivax Corp COM 465823102 2,064,625.00 49,750 49,750 Ivex Packaging Corp COM 465855104 26,249,682.25 2,359,522 2,359,522 Jack in the Box Inc. COM 466367109 957,912.50 38,900 38,900 Jacor Communications Inc. CV 0% 02/09/18 469858AB0 8,449,000.00 14,200,000 14,200,000 Japan Asia Investment Co COM 6481472 5,773,235.37 766,000 766,000 Jarvis PLC COM 0471350 7,658,043.75 2,812,500 2,812,500 Jds Uniphase Corp COM 46612J101 859,503.75 7,420 7,420 Jefferson Pilot COM 475070108 19,820,850.00 351,200 351,200 JLG Industries, Inc. COM 466210101 5,315,843.75 447,650 447,650 Johnson & Johnson COM 478160104 11,340,368.30 111,815 111,815 Juniper Networks Inc. CV 4.75% 3/15/07 48203RAA2 15,595,500.00 14,050,000 14,050,000 Jupiter Communications Inc COM 482050101 9,027,500.00 392,500 392,500 Kansai Electric Power COM 6483489 936,975.00 52,400 52,400 Katokichi COM 6484244 8,094,588.50 320,000 320,000 Kemet Corp. COM 488360108 624,056.25 24,900 24,900 Kenneth Cole Productions A COM 193294105 31,484,800.00 807,670 807,670
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 Kent Electronics COM 490553104 23,185,896.75 777,724 777,724 Kerr-Mcgee Corp. COM 492386107 13,025,187.50 221,000 221,000 Kerr-Mcgee Corp. CV 5.25% 02/15/2010 492386AP2 47,585,468.75 43,155,000 43,155,000 Kerr-Mcgee Corp. CVPFD. 5.5% 492386305 14,029,500.00 282,000 282,000 Knight Trading Group Inc. COM 499063105 1,957,637.81 65,665 65,665 KOS Pharmaceuticals COM 500648100 10,128,000.56 630,537 630,537 Kroger Co. COM 501044101 44,125,000.00 2,000,000 2,000,000 Kroll-O'Gara Company COM 501050108 3,794,153.14 607,350 607,350 Kronos Inc COM 501052104 10,029,240.00 385,740 385,740 Labor Ready COM 505401208 9,633,790.13 1,488,657 1,488,657 Landmark Systems Corp COM 51506S100 3,408,300.00 568,050 568,050 Landstar System Inc. COM 515098101 452,675.00 7,600 7,600 Lattice Semiconductor Co COM 518415104 5,778,850.00 83,600 83,600 Lattice Semiconductor Co CV 4.75% 11/01/2006 518415AC8 5,652,343.75 3,125,000 3,125,000 LeCroy Corp. COM 52324W109 10,910,581.38 1,131,169 1,131,169 Leibert Corp. CV 8% 11/15/10 531735AA6 915,480.00 200,000 200,000 Lennar Corp. CV 0% 07/29/18 526057AA2 1,346,831.25 3,295,000 3,295,000 Level One Communications CV 4% 09/01/04 527295AC3 10,353,000.00 2,400,000 2,400,000 LHS Group Inc. COM 5176735 5,471,146.28 154,500 154,500 Liberty Media CV 4% 11/15/2029 530715AG6 82,929,375.00 57,690,000 57,690,000 Lightbridge Inc COM 532226107 19,027,420.00 823,660 823,660 Lilly, Eli & Co. COM 532457108 2,375,127.38 23,781 23,781 Lionbridge Technologies Inc COM 536252109 7,895,667.00 809,812 809,812 Loews Corp CV 3.125% 09/15/07 540424AL2 71,254,725.00 85,335,000 85,335,000 London Bridge Software Hldgs COM 0379829 3,029,749.02 408,750 408,750 Lord Abbett Affiliated Fund, COM 544001100 51,609,046.44 3,466,021 3,466,021 Lord Abbett Bond-Debenture F COM 544004104 51,393,818.28 5,893,787 5,893,787 Lord Abbett Developing Growth COM 544006109 62,554,864.20 3,496,639 3,496,639 Lord Abbett Small Cap Resear COM 543913305 66,119,580.92 3,562,477 3,562,477 Louis Dreyfus Natural Gas COM 546011107 32,489,850.00 1,037,600 1,037,600 LSI Logic Corp. CV 4% 2/15/2005 502161AE2 5,281,250.00 5,000,000 5,000,000 Lucent Technologies Inc. COM 549463107 12,656,995.77 219,075 219,075 Lycos Inc COM 550818108 1,733,400.00 32,100 32,100 Lydall Inc. COM 550819106 4,839,687.50 455,500 455,500 M & T Bank Corporation COM 55261F104 46,427,400.00 113,402 113,402 Macromedia Inc. COM 556100105 3,016,650.00 31,200 31,200 Magna Intl CV 4.875% 02/15/05 559222AG9 41,280,855.00 45,854,000 45,854,000 Mail-Well Inc. CV 5% 11/01/2002 560321AD3 6,225,000.00 7,500,000 7,500,000 Management Network Group Inc COM 561693102 3,773,000.00 107,800 107,800 Manhattan Associates Inc COM 562750109 12,529,250.00 523,140 523,140 Manitowoc Company Inc. COM 563571108 5,055,750.00 189,000 189,000 Manugistics Group Inc COM 565011103 11,000,275.00 235,300 235,300
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 Marchfirst Inc COM 566244109 14,687,107.25 810,481 810,481 Marconi PLC COM 0877431 1,955,142.66 150,289 150,289 Marine Drilling Co Inc COM 568240204 22,919,764.00 818,563 818,563 Marschollek Laut Und Part COM 5720284 15,337,345.07 30,665 30,665 Marsh Mclennan Cos Inc COM 571748102 118,059,871.18 1,135,913 1,135,913 Mastec Inc. COM 576323109 4,557,678.13 119,350 119,350 Mathews International Corp. COM 577128101 32,776,351.00 1,164,119 1,164,119 Matria Healthcare Inc. COM 576817100 19,660,853.02 4,411,367 4,411,367 Matsushita Electric Industri COM 6572707 595,883.06 23,000 23,000 Maxim Pharmaceuticals Inc COM 57772M107 12,766,687.50 248,500 248,500 Mayflower Corp. COM 0800222 6,073,074.51 2,807,500 2,807,500 Maytag Corp COM 578592107 1,843,750.00 50,000 50,000 McDonald's Corp. COM 580135101 211,359.94 6,417 6,417 McGrath Rent Corp. COM 580589109 10,948,068.00 644,004 644,004 Meade Instruments Corp COM 583062104 10,565,062.50 420,500 420,500 Mediaone Group COM 58440J104 0 543,619 543,619 Mediaone Group CVPFD 7% 11/15/02 58440J500 5,973,750.00 147,500 147,500 Medimmune Inc COM 584699102 1,776,000.00 24,000 24,000 MedQuist Inc. COM 584949101 19,416,380.00 588,670 588,670 Medtronic Inc COM 585055106 576,579.69 12,575 12,575 Mellon Financial Corp COM 58551A108 55,060,560.53 1,521,056 1,521,056 Memberworks Inc COM 586002107 21,296,797.25 633,362 633,362 Mentor Corp COM 587188103 19,173,549.38 705,234 705,234 Merck & Co., Inc. COM 589331107 2,327,861.70 30,525 30,525 Mercury Interactive Corp COM 589405109 4,092,525.00 42,300 42,300 Merrill Lynch (CB) CV 3.125% 01/22/05 59018SZQ0 7,280,000.00 8,000,000 8,000,000 Merrill Lynch CV 0.25% 05/10/2006 (TWX) 590188JV1 20,095,156.25 19,025,000 19,025,000 Merrill Lynch & Co., Inc. (STOXX) CV 1.5% 12/15/2005 59018SU36 23,452,687.50 35,550,000 35,550,000 Metlife Inc. Cap Trust I CVPFD 8% 5/15/2003 59156R207 58,518,787.50 860,400 860,400 Metlife Inc. COM 59156R108 91,290,098.57 4,344,148 4,344,148 Metris Companies Inc. COM 591598107 1,175,850.00 46,800 46,800 Metro Information Svcs Inc COM 59162P104 4,795,210.00 479,521 479,521 MGC Communications Inc COM 552763302 25,629,275.00 427,600 427,600 Michaels Stores Inc COM 594087108 6,917,687.50 151,000 151,000 Micro Touch Sys COM 595145103 9,869,113.13 1,168,945 1,168,945 Micros Systems Inc. COM 594901100 28,182,849.76 1,545,568 1,545,568 Microsoft Corp COM 594918104 4,226,034.13 53,061 53,061 Microvision Inc COM 594960106 2,205,000.00 45,000 45,000 Miller (Herman) Inc COM 600544100 3,726,000.00 144,000 144,000 Minnesota Mining & Mfg. Co. COM 604059105 259,033,912.50 3,149,500 3,149,500 Mitsubishi Electric Corp COM 6597045 1,957,586.54 181,000 181,000 MobilCom AG COM 5685833 4,664,519.81 46,675 46,675
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 Modis Professional Services COM 607830106 9,827,607.00 1,121,636 1,121,636 Molex, Inc. Class A COM 608554101 834,343.15 18,837 18,837 Monsanto Co. CVPFD 6.5% 611662305 6,470,750.00 143,000 143,000 Montana Power Co COM 612085100 42,375.00 1,200 1,200 Moog Inc. Class A COM 615394202 28,874,189.50 1,094,756 1,094,756 Morgan Stanley Dean Witter Discover & Co. 617446448 212,011,820.62 2,555,437 2,555,437 Motient Corporation -Wt 08 144A 619908114 481,500.00 12,000 12,000 Motorola Inc COM 620076109 2,330,432.45 80,927 80,927 Motorola Inc. CVSD 0% 9/27/13 620076AJ8 11,940,000.00 12,000,000 12,000,000 Msc Industrial Direct Co-A COM 553530106 52,285,795.00 2,527,432 2,527,432 Multex . Com Inc COM 625367107 11,885,981.25 471,900 471,900 Nabors Industries COM 629568106 15,186,314.07 365,480 365,480 National Computer System Inc. COM 635519101 46,501,357.50 967,380 967,380 National Data Corp. CVNT 5% 11/01/03 635621AA3 16,185,000.00 19,500,000 19,500,000 National Instruments Corp. COM 636518102 20,660,800.00 473,600 473,600 National Semiconductor Corp COM 637640103 5,442,325.00 97,150 97,150 National-Oilwell Inc. COM 637071101 40,647,176.00 1,236,416 1,236,416 NBC Internet Inc. COM 62873D105 864,750.00 90,060 90,060 NBC Internet Inc. CVPFD 7.25% 62873C206 813,750.00 35,000 35,000 Nco Group Inc COM 628858102 12,388,964.38 552,599 552,599 Nestle CV 1.25% 04/27/05 VV3084652 31,311,412.50 33,090,000 33,090,000 Net.B@nk, Inc. COM 640933107 3,463,520.38 278,474 278,474 Net2phone Inc. COM 64108N106 2,151,956.25 60,300 60,300 Netcreations Inc COM 64110N102 7,076,198.75 176,260 176,260 Netopia Inc. COM 64114K104 10,235,575.00 254,300 254,300 Netro Corp COM 64114R109 7,682,512.50 133,900 133,900 Network Appliance Inc. COM 64120L104 485,012.50 6,025 6,025 News America Holdings NCP CV 0% 3/11/13 652478AS7 56,736,256.00 51,200,000 51,200,000 Nextel Communications Inc. COM 65332V103 2,710,606.25 44,320 44,320 Nextlink Communications Inc. COM 65333H707 2,010,687.50 53,000 53,000 Niagara Mohawk Holdings Inc. COM 653520106 8,355,531.25 599,500 599,500 Nicor Inc. COM 654086107 2,297,648.25 70,426 70,426 Nippon Telephone & Telegraph COM 6641373 872,223.08 66 66 Nokia Corp -Spon ADR COM 654902204 1,871,158.13 38,000 38,000 Nomura Securities Co LTD COM 6643108 8,067,738.43 330,000 330,000 Nordson Corp COM 655663102 9,355,500.00 184,800 184,800 Norfolk & Southern Corp COM 655844108 803,250.00 54,000 54,000 Nortel Networks Corp COM 656568102 347,441.90 5,243 5,243 Northeast Utilities COM 664397106 8,736,975.00 401,700 401,700 Northland Cranberries Class COM 666499108 3,219,334.50 830,796 830,796 Novell Inc. COM 670006105 0 20 20 Noven Pharmaceuticals Inc. COM 670009109 11,522,655.63 397,860 397,860
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 Novogen Limited COM 6648244 10,071,321.00 4,215,000 4,215,000 Nucor Corp COM 670346105 33,187,500.00 1,000,000 1,000,000 Numico NV COM 5402601 1,925,392.49 40,587 40,587 Nvidia Corp COM 67066G104 49,405,860.00 820,880 820,880 NXT PLC COM 0439756 12,986,605.14 833,500 833,500 Oceaneering Intl Inc. COM 675232102 9,585,082.00 514,478 514,478 Office Depot Inc. CV 0% 11/01/08 676220AB2 497,000.00 700,000 700,000 Ogden Corp CV 6% 6/1/2002 4655978 11,340,000.00 13,500,000 13,500,000 OM Group Inc COM 670872100 66,474,760.00 1,575,390 1,575,390 Omnicom Group CV 2.25% 01/06/13 681919AG1 31,934,062.50 17,250,000 17,250,000 Omron Corporation COM 6659428 7,542,890.29 278,000 278,000 On Assigment Inc COM 682159108 19,571,850.00 641,700 641,700 Oni Systems Corp COM 68273F103 1,172,031.00 10,000 10,000 Optio Software Inc. COM 68389J106 1,053,852.84 176,100 176,100 Oracle Corporation COM 68389X105 229,612,784.88 2,736,117 2,736,117 Orbital Imaging Corp Warrants 68556F119 266,656.25 13,250 13,250 Orbital Sciences Corp. COM 685564106 40,402,805.64 3,361,202 3,361,202 Orbital Sciences Corp. CV 5% 10/01/2002 685564AC0 5,410,000.00 8,000,000 8,000,000 Orthofix International N.V COM N6748L102 24,162,835.13 1,377,067 1,377,067 Oshkosh Truck Corp COM 688239201 33,873,446.75 947,509 947,509 Owens Illinois Inc. CVPFD 4.75% 690768502 4,450,000.00 200,000 200,000 Oxford Health Plans COM 691471106 22,633,376.48 952,233 952,233 Pacific Sunwear of California COM 694873100 41,005,012.50 2,196,734 2,196,734 Packaging Corp COM 695156109 5,642,662.50 557,300 557,300 Pactiv Corporation COM 695257105 9,784,687.50 1,242,500 1,242,500 Pall Corp COM 696429307 13,987,924.00 765,684 765,684 Park24 Co Ltd COM 6667733 9,655,378.16 77,000 77,000 Parker Drilling CO CV 5.5% 08/01/04 701081AD3 13,385,937.50 16,250,000 16,250,000 Partnerre Ltd. COM G6852T105 6,711,862.50 189,400 189,400 Pathogenesis COM 70321E104 24,178,180.00 946,530 946,530 Pegasus Communications COM 705904100 4,489,218.75 91,500 91,500 Pegasus Solutions Inc. COM 705906105 20,493,056.64 1,884,419 1,884,419 Penney, J.C. Co., Inc. COM 708160106 10,444,843.75 566,500 566,500 Pepsico Inc. COM 713448108 18,400,857.76 414,224 414,224 PF CHANGS CHINA BISTRO INC COM 69333Y108 10,251,937.50 321,000 321,000 Pfizer Inc COM 717081103 4,051,825.55 84,880 84,880 Pharmaceutical Product Devel COM 717124101 8,359,617.00 425,417 425,417 Pharmacia & Upjohn Inc COM 716941109 0 55 55 Pharmacia Corporation COM 71713U102 237,439,719.34 4,594,185 4,594,185 Phelps Dodge Corp. COM 717265102 0 92 92 Philip Morris Inc COM 718154107 405,078.13 15,250 15,250 Phillips Van Heusen Corp COM 718592108 14,187,984.00 1,493,472 1,493,472
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 Phoenix Tech Ltd. COM 719153108 9,112,162.50 558,600 558,600 Pilkington PLC COM 0688462 7,404,264.36 5,207,164 5,207,164 Pioneer Group Inc. COM 723684106 1,254,300.00 29,600 29,600 Pioneer Standard Electronics COM 723877106 3,199,275.00 216,900 216,900 Pirelli Spa COM 4689900 27,017.21 15,545 15,545 Plantronics, Inc. COM 727493108 173,411,353.50 1,531,187 1,531,187 Polymer Group Inc. COM 731745105 11,513,475.00 1,244,700 1,244,700 Potash Corp of Saskatchewan COM 73755L107 14,361,884.66 266,723 266,723 Potomac Elec Pwr CV 5% 09/01/02 737679BT6 9,023,437.50 9,625,000 9,625,000 Precision Castparts Corp. COM 740189105 18,010,767.00 398,028 398,028 Precoat International PLC COM 0699204 1,350,841.10 760,000 760,000 Prime Response Inc COM 74158B100 653,125.00 95,000 95,000 Primus Knowledge Solutions COM 74163Q100 7,960,500.00 176,900 176,900 Priority Healthcare Corp COM 74264T102 6,011,881.25 80,900 80,900 Procter & Gamble COM 742718109 409,172.01 7,241 7,241 Professional Staff Sponsored ADR 74315R105 1,538,100.00 341,800 341,800 Project Software & Development COM 74339P101 6,561,000.00 364,500 364,500 Prosofttraining . Com COM 743477101 7,595,837.06 497,777 497,777 Protein Design Labs Inc COM 74369L103 1,286,634.18 7,800 7,800 Protein Design Labs Inc CV 5.5% 2/152007 74369LAB9 3,757,500.00 3,000,000 3,000,000 Proxicom Inc COM 744282104 10,259,612.50 214,300 214,300 Public Service Enterprise Gp COM 744573106 2,617,650.00 75,600 75,600 Qlt Inc. COM 746927102 3,680,075.00 47,600 47,600 Qualcomm Inc COM 747525103 20,945,880.00 349,421 349,421 Quicksilver, Inc. COM 74838C106 40,673,636.49 2,668,867 2,668,867 Qwest Communications Intl COM 749121109 160,490.63 3,235 3,235 R & B Falcon Corp. COM 74912E101 15,866,987.50 673,400 673,400 R.H. Donnelley Corp COM 74955W307 0 66,941 66,941 Radioshack Corp COM 750438103 5,225,462.50 110,300 110,300 Radisys Corp COM 750459109 80,502,201.75 1,442,541 1,442,541 Railworks Corp COM 750789109 5,973,500.00 735,200 735,200 Ralston Purina Co COM 751277302 1,437,892.50 72,120 72,120 Ramsay Youth Services Inc COM 75158K206 20,250.00 10,800 10,800 Ravisent Technologies Inc COM 754440105 3,637,893.75 515,100 515,100 Raytheon Co. Class B 755111408 0 160 160 Reader's Digest Association COM 755267101 2,241,900.00 56,400 56,400 Regal Hotel Group PLC COM 0727923 1,815,240.00 5,000,000 5,000,000 Regent Communications Inc COM 758865109 10,096,855.62 1,174,900 1,174,900 Regis Corp COM 758932107 0 102,607 102,607 Reliant Energy Inc. COM 75952J108 84,518,684.96 2,860,983 2,860,983 Renaissance Worldwide Inc COM 75968A109 4,662,618.76 3,009,276 3,009,276 Renal Care Group Inc. COM 759930100 2,345,052.29 95,900 95,900
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 Republic Technology - Warrant COM 760805119 51 10,200 10,200 Research In Motion COM 760975102 963,825.00 21,300 21,300 Rexall Sundown Inc. COM 761648104 0 45,215 45,215 Rite Aid Corp CV 5.25% 09/15/02 767754AL8 5,086,593.75 8,425,000 8,425,000 RLM Finance EDS Shares COM 1518182 264,722.50 3,500,000 3,500,000 Robbins & Myers Inc COM 770196103 10,307,873.75 451,852 451,852 Robert Mondavi Corp-Cl A COM 609200100 18,223,434.31 593,839 593,839 Rockwell International Corp. COM 773903109 1,282,050.00 40,700 40,700 Rogers Corp COM 775133101 71,171,695.00 2,033,477 2,033,477 Rohm & Haas Co. COM 775371107 154,767,145.87 4,530,561 4,530,561 Royal Bank Scotland Series C 9.5% Call 6/17/99 780097408 121,562.50 5,000 5,000 Royal Bank Scotland Series F 8.5% Call 3/31/07 780097804 87,750.00 4,000 4,000 Royal Bank Scotland Series G 7.4% Call 3/31/03 780097887 165,000.00 8,000 8,000 Royal Group Technologies Ltd. 779915107 2,029,375.00 85,000 85,000 Rsa Security Inc Technologies , Inc. 749719100 4,155,000.00 60,000 60,000 RTI International Metals Inc. COM 74973W107 2,943,850.00 258,800 258,800 Rudolph Technologies Inc COM 781270103 4,002,875.00 103,300 103,300 Russell Corp COM 782352108 3,584,000.00 179,200 179,200 S1 Corporation COM 78463B101 31,074,676.64 1,391,262 1,391,262 Safeguard Scient COM 786449108 1,218,375.00 38,000 38,000 Safeway Inc. COM 786514208 24,230,590.77 545,706 545,706 SAI Automotive AG COM 5245903 1,048,041.00 120,000 120,000 Salem Communications -Cl A COM 794093104 8,411,642.19 906,300 906,300 Sanofi-Synthelabo SA COM 5671735 1,428,886.50 30,000 30,000 Santa Fe Snyder Corp COM 80218K105 12,874,225.00 1,131,800 1,131,800 SAP Ag COM 4846288 8,037,350.55 53,805 53,805 Sara Lee Corp COM 803111103 1,998,843.75 103,500 103,500 Satyam Infoway Limited-ADR COM 804099109 467,250.00 21,000 21,000 Sawtek Inc COM 805468105 49,106,568.75 853,100 853,100 SBC Communication Inc. COM 78387G103 138,050,342.76 3,192,365 3,192,365 SBC Jersey CV 2.5% 7/7/2002 87083QAB5 8,064,375.00 8,500,000 8,500,000 SCANA Corp. COM 80589M102 6,663,059.64 276,189 276,189 Scansoft Inc. COM 80603P107 4,993,875.01 1,775,600 1,775,600 SCB Computer Technology Inc. COM 78388N107 966,080.72 1,662,133 1,662,133 Schlumberger Ltd. COM 806857108 314,157,668.30 4,216,603 4,216,603 Scholastic Corp. COM 807066105 42,827,903.63 700,661 700,661 Schwab (Charles) Corp. COM 808513105 616,667.69 18,592 18,592 Sci Systems Inc COM 783890106 3,099,731.25 79,100 79,100 Sci Systems Inc CV 3% 3/15/2007 783890AF3 20,589,800.00 21,660,000 21,660,000 Scientific Games Holdings Inc COM 808747109 0 40 40 Seacor Holdings CV 5.375% 11/15/06 811904AE1 106,575.00 105,000 105,000 Seagram Co. Ltd. COM 811850106 12,217,120.00 215,455 215,455
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 Seagram Co. Ltd. CVPFD 7.5 ACES 06/21/02 811850205 101,146,750.00 1,881,800 1,881,800 Secom Co. COM 6791591 876,160.07 12,000 12,000 Seitel Inc. COM 816074306 6,974,581.25 886,710 886,710 Semco Energy Inc. CV 11.0% 8/16/2003 78412D307 8,350,000.00 800,000 800,000 Semitool Inc. COM 816909105 14,240,916.25 852,780 852,780 Sensormatic Electronics Corp COM 817265101 42,176,791.94 2,667,307 2,667,307 Sepracor Inc. COM 817315104 1,387,187.50 11,500 11,500 Shaw Group Inc COM 820280105 5,618,195.38 119,819 119,819 Shiseido Co. COM 6805265 386,264.12 25,000 25,000 Shoe Carnival Inc COM 824889109 10,874,687.50 1,774,950 1,774,950 Shopko Stores Inc COM 824911101 12,486,544.88 812,133 812,133 Siemans AG COM 5727973 2,741,685.28 18,359 18,359 Sigma-Aldrich Corp COM 826552101 239,850.00 8,200 8,200 Silicon Storage Technology COM 827057100 4,415,625.00 50,000 50,000 Simpson Manufacturing Co Inc. COM 829073105 27,335,219.06 571,717 571,717 Sinclair Broadcasting Group CVPFD 6% 829226505 5,487,000.00 177,000 177,000 Sirena Apparel Group, Inc COM 82966Q102 1,650.00 330,000 330,000 SKW Trostberg AG COM 5784677 2,470,494.17 407,600 407,600 Skywest Inc COM 830879102 27,328,775.63 755,770 755,770 SLI, Inc. COM 78442T108 20,746,275.13 1,747,433 1,747,433 Small WorldWide PLC - ADR 83168P108 0 270 270 Smithfield Foods Inc. COM 832248108 34,872,230.44 1,242,663 1,242,663 SmithKline Beecham PLC ADR COM 832378301 3,305,006.25 50,700 50,700 Smurfit-Stone Container Corp COM 832727101 1,608,087.50 127,300 127,300 Snap-on, Inc. COM 833034101 10,018,987.50 376,300 376,300 Solectron Corp. COM 834182107 3,813,556.25 91,140 91,140 Solectron Corp. CV 0% 01/27/2019 834182AJ6 22,975,687.50 33,850,000 33,850,000 Solectron Corp. CV 0% 5/8/2020 834182AK3 83,915,250.00 132,150,000 132,150,000 Sonoco Products Co. COM 835495102 1,028,125.00 50,000 50,000 Sonosite Inc COM 83568G104 13,861,693.75 481,100 481,100 Sony Corp. COM 6821506 746,149.22 8,000 8,000 SOS Staffing Services COM 78462X104 3,347,343.13 1,093,010 1,093,010 Southwest Gas Corp COM 844895102 6,882,750.00 393,300 393,300 Spanish Broadcasting System COM 846425882 3,653,956.25 177,700 177,700 Splitrock Services Inc Warrant 848636114 512,875.00 2,750 2,750 Sprint (FON Group) 852061100 3,325,710.00 65,210 65,210 Sprint (PCS Group) 852061506 1,190,000.00 20,000 20,000 SPS Technologies Inc. COM 784626103 16,543,917.00 402,896 402,896 St. Jude Medical, Inc. COM 790849103 18,455,512.50 402,300 402,300 St. Paul Companies Inc. COM 792860108 145,747,875.01 4,271,000 4,271,000 Stage Stores COM 85254C107 388,241.70 2,588,278 2,588,278 Starbucks Corp COM 855244109 1,191,870.06 31,211 31,211
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 State Street Corp COM 857477103 2,874,293.75 27,100 27,100 Steiner Leisure COM P8744Y102 30,288,947.25 1,377,238 1,377,238 Steve Madden Ltd COM 556269108 1,912,830.94 294,179 294,179 Stillwater Mining Co. COM 86074Q102 47,007,898.25 1,710,682 1,710,682 Stmicroelectronics CV 0% 9/22/09 861012AB8 23,520,156.25 13,625,000 13,625,000 Stone Energy Corp. COM 861642106 32,377,867.75 561,289 561,289 Storagenetworks Inc. COM 86211E103 676,875.00 7,500 7,500 Strategic Distribution Inc COM 862701208 2,627,056.25 1,355,900 1,355,900 Student Advantage Inc COM 86386Q105 17,315,985.38 2,422,098 2,422,098 Suez Lyonnaise des Eaux COM 4540438 1,751,507.50 10,000 10,000 Sun Microsystems Inc COM 866810104 86,930,884.70 956,316 956,316 Sunrise Assisted Living Inc COM 86768K106 0 90 90 Superior Energy Services COM 868157108 13,137,240.00 1,284,740 1,284,740 Superior Industries Intl COM 868168105 22,761,043.00 883,924 883,924 Surmodics Inc COM 868873100 1,830,400.00 70,400 70,400 Swift Energy Co. CVT 6.25% 11/15/06 870738AB7 12,458,062.50 12,350,000 12,350,000 Swift Transportation Co Inc COM 870756103 8,234,730.00 588,195 588,195 Swiss Life Finance CV 2% 5/20/2003 5446494 2,992,500.00 3,000,000 3,000,000 Switchboard Inc COM 871045100 2,353,000.00 235,300 235,300 Sykes Enterprises Inc COM 871237103 19,784,896.63 1,560,661 1,560,661 Symantec Corp COM 871503108 3,414,243.75 63,300 63,300 Systems & Computer Tech Corp. COM 871873105 29,963,540.00 1,498,177 1,498,177 Taisho Pharmaceuticals Co. COM 6870144 465,401.15 13,000 13,000 Take-Two Interactive Software COM 874054109 9,665,686.25 812,190 812,190 Talk.Com Inc. COM 874264104 12,230,953.13 2,148,750 2,148,750 Tanning Technology Corp COM 87588P101 436,975.00 22,700 22,700 Tarrant Apparel COM 876289109 16,821,402.82 1,885,915 1,885,915 Tech Data Corp COM 878237106 5,349,475.00 122,800 122,800 Technitrol Inc. COM 878555101 36,211,875.00 398,000 398,000 Technology Solutions COM 87872T108 2,038,781.25 329,500 329,500 Teco Energy Inc. COM 872375100 7,429,143.75 370,300 370,300 TeleCorp PCS Inc COM 879299105 4,152,187.50 103,000 103,000 Teleflex Inc. COM 879369106 11,112,523.50 299,832 299,832 Teletech Holdings COM 879939106 74,989,720.76 2,454,856 2,454,856 Telocity Inc. COM 87971D103 1,032,493.75 226,300 226,300 Temple-Inland, Inc. COM 879868107 1,680,000.00 40,000 40,000 Tenet Healthcare Corporation COM 88033G100 9,678,609.00 361,447 361,447 Teva Pharmaceutical -SP COM 881624209 5,499,400.00 99,200 99,200 Texaco Capital CV 3.5% 8/05/2004 5291058 26,138,350.00 27,370,000 27,370,000 Texaco Inc COM 881694103 316,837.50 5,950 5,950 Texas Instruments Inc. COM 882508104 148,309,706.56 2,160,195 2,160,195 The Coastal Corp. COM 190441105 207,801,439.03 3,446,361 3,446,361
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 The Coastal Corp. CVPFD 6.625% 190441865 87,500,000.00 2,500,000 2,500,000 The Times Mirror Company CV 0% 04/15/17 887364AE7 47,734,312.50 85,050,000 85,050,000 Theragenics Corp COM 883375107 15,177,313.82 1,785,433 1,785,433 Therma-Wave Inc COM 88343A108 2,728,818.75 122,300 122,300 Thermo Instrument System Inc CVT 4 1/15/05 883559AE6 3,455,000.00 4,000,000 4,000,000 THQ INC COM 872443403 10,306,968.82 859,050 859,050 Three- Five Systems Inc. COM 88554L108 29,791,991.00 504,949 504,949 Timberland Company COM 887100105 66,311,232.63 963,234 963,234 Timberwest Forest Corp. COM 2298795 4,217,926.67 600,000 600,000 Time Warner Inc. COM 887315109 63,195,334.80 835,824 835,824 TJX Companies COM 872540109 0 110 110 Tokyo Electric Power COM 6895404 487,069.63 20,000 20,000 Tosco Corp COM 891490302 102,160,871.48 3,615,261 3,615,261 Total Fina Elf S.A. - ADR COM 89151E109 256,103,244.69 3,334,135 3,334,135 Toyoda Gosei Co LTD COM 6900557 7,164,634.08 113,000 113,000 Transatlantic Holdings Inc. COM 893521104 8,215,875.00 98,100 98,100 Transmontaigne Oil Co. COM 893934109 3,505,950.00 572,400 572,400 Transocean Sedco Forex COM G90078109 69,442,298.44 1,299,505 1,299,505 Transocean Sedco Forex CV 0% 5/24/2020 893830AA7 12,840,000.00 21,400,000 21,400,000 Trega Biosciences Inc COM 894699107 40,800.00 12,800 12,800 Tribune Co. COM 896047107 16,253,488.37 464,638 464,638 Trifast PLC COM 0888392 7,753,556.57 476,250 476,250 Trigon Healthcare Inc. Class A COM 89618L100 5,429,531.25 105,300 105,300 Tropical Sportswear Intl COM 89708P102 21,023,870.00 1,201,364 1,201,364 TRW Inc. COM 872649108 55,258,752.39 1,292,412 1,292,412 Tuesday Morning Corp COM 899035505 5,047,350.00 480,700 480,700 Twinlab Corporation COM 901774109 4,208,137.50 660,100 660,100 TXU Corp CVPFD 9.25% 8/16/2002 873168207 89,276,437.50 2,336,500 2,336,500 Tyco Intl. Ltd. COM 902124106 3,698,092.50 78,220 78,220 U.S. West Media Group COM 912889201 0 450 450 U.S. Wireless Data Inc. COM 912899101 25,922.40 10,500 10,500 UBI Soft Entertaiment COM 5871836 9,491,354.74 247,975 247,975 UBI Soft Entertainment Warrants 5807002 487,510.88 13,620 13,620 UCBH Holdings Inc COM 90262T308 2,642,062.50 99,000 99,000 Unicom Corporation COM 904911104 180,314,081.05 4,671,044 4,671,044 Union Carbide Corp COM 905581104 19,697,337.00 398,006 398,006 Union Pacific Corp COM 907818108 1,278,506.25 34,380 34,380 United Natural Foods Inc COM 911163103 292,875.00 23,700 23,700 United Parcel Service -Cl B COM 911312106 97,394,899.00 1,659,381 1,659,381 United Technologies Corp COM 913017109 127,922,699.21 2,172,823 2,172,823 Unitedglobalcom CVPFD 7% 12/31/2049 913247201 7,594,500.00 122,000 122,000 Unitedhealth Group Inc. COM 91324P102 251,242,269.25 2,935,374 2,935,374
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 Universal Compression Hldgs COM 913431102 14,125,074.00 421,644 421,644 Universal Electronics Inc. COM 913483103 5,241,637.50 213,400 213,400 Universal Foods Corp. COM 913538104 10,920,550.00 590,300 590,300 US Cellular CVSD 0% 06/15/15 911684AA6 66,636,500.00 112,600,000 112,600,000 US Liquids Inc COM 902974104 1,936,737.00 352,134 352,134 Us Oncology Inc COM 90338W103 2,559,000.00 511,800 511,800 USA Networks Inc. COM 902984103 393,575.00 18,200 18,200 Usinternetworking Inc CV 7% 11/01/2004 917311AH5 4,215,000.00 3,000,000 3,000,000 Usx - Us Steel Group COM 90337T101 5,928,862.50 319,400 319,400 Valassis Communication Inc COM 918866104 1,136,125.00 29,800 29,800 Valero Energy Corp. COM 91913Y100 8,274,050.00 260,600 260,600 Valuevision Intl Inc-Cl A COM 92047K107 21,681,600.00 903,400 903,400 Vans Inc COM 921930103 19,645,689.38 1,394,795 1,394,795 Varian Medical Systems Inc. COM 92220P105 12,582,600.00 321,600 321,600 Vectron Systems AG COM 5696330 6,433,139.10 143,400 143,400 Ventana Medical Systems COM 92276H106 0 40 40 Verisign Inc. COM 92343E102 1,531,490.50 8,677 8,677 Verity Inc COM 92343C106 10,719,800.00 282,100 282,100 VF Corp. COM 918204108 2,334,994.55 98,087 98,087 Via Net . Works Inc COM 925912107 1,543,750.00 100,000 100,000 Viacom Inc. COM 925524308 205,876,882.26 3,019,321 3,019,321 Viatel Inc. COM 925529208 2,285,742.63 80,026 80,026 Vicinity Corp COM 925653107 1,646,537.50 83,900 83,900 Vintage Petroleum Inc. COM 927460105 52,270,363.26 2,362,692 2,362,692 Virage Inc. COM 92763Q106 1,309,531.25 72,500 72,500 Vivendi (Ex-Gen Des Eaux) COM 5687237 373,916.37 4,359 4,359 Vodafone Airtouch PLC_SP ADR COM 92857T107 288,819.38 6,970 6,970 Vodafone Group COM 0719210 34,800.78 13,034 13,034 Vossloh AG COM 5092336 3,372,114.87 206,600 206,600 W.E.T. Automotive Systems AG COM 5446999 3,192,229.80 92,900 92,900 Wabtec COM 929740108 8,671,705.19 835,827 835,827 Wal Mart Stores Inc COM 931142103 4,289,386.18 74,660 74,660 Waste Management Inc. COM 94106L109 30,426,885.00 1,611,540 1,611,540 Waste Management Inc. CVSNT 4% 02/01/02 94106LAA7 1,217,125.00 1,300,000 1,300,000 Watson Pharmaceutical Inc. COM 942683103 3,816,250.00 71,000 71,000 WBK Strypes Trst CVPFD 10% 929229102 9,900,000.00 300,000 300,000 Weatherford International COM 947074100 3,810,056.25 95,700 95,700 Wellpoint Health CV 0% 07/02/19 94973HAA6 22,973,531.25 33,115,000 33,115,000 Wells Fargo Co. COM 949746101 235,448,720.00 6,101,771 6,101,771 West Teleservices Corp COM 956188106 4,935,937.50 195,000 195,000 Whole Foods Market Inc. COM 966837106 48,319,100.01 1,202,400 1,202,400
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 Wild Oats Markets COM 96808B107 13,926,222.28 1,121,005 1,121,005 Wind River Systems COM 973149107 4,041,262.50 106,700 106,700 Woodhead Industries Inc COM 979438108 9,602,821.50 526,182 526,182 World Color Press CV 6.00% 10/01/07 981443AA2 6,420,000.00 6,000,000 6,000,000 Worldcom Inc. COM 98157D106 186,866,445.16 4,080,098 4,080,098 Xerox Corp COM 984121103 292,035.50 14,074 14,074 Xerox Corp CV .57% 04/21/18 984121BB8 46,693,000.00 88,100,000 88,100,000 Xircom Inc COM 983922105 33,520,750.00 738,400 738,400 XL Capital Ltd. Class A COM G98255105 13,202,711.25 243,930 243,930 Zany Brainy Inc COM 98906Q101 2,161,162.50 823,300 823,300
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