UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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 November 5, 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).)
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 867
Form 13F Information Table Value Total: $24,402,410
(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
<PAGE>
<TABLE>
<CAPTION>
As of 9/29/2000 12:00:00 AM 13 F S.E.C. Use Only
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
<S> <C> <C> <C> <C> <C> <C> <C> <C>
3do Company COM 88553W105 4,997,568.75 747,300 747,300
4front Technologies COM 351042106 3,998,303.63 219,838 219,838
A Consulting Team Inc COM 000881102 23,400.00 3,600 3,600
AAR Corp. COM 000361105 10,392,432.76 908,628 908,628
Ace Ltd COM G0070K103 196,115,658.83 4,996,577 4,996,577
Ace Ltd. COM 004408209 80,687,500.00 1,000,000 1,000,000
Activision COM 004930202 19,187,490.00 1,279,166 1,279,166
Actrade Financial Tech COM 00507P102 81,168.75 2,700 2,700
Acuson Corp. COM 005113105 16,625,995.75 730,813 730,813
Acxiom Corp COM 005125109 57,026,175.00 1,796,100 1,796,100
Advance Paradigm Inc COM 007491103 58,237,987.50 1,380,456 1,380,456
Advanced Digital Info Corp COM 007525108 41,190,626.26 2,712,140 2,712,140
Advanced Micro Devices COM 007903107 954,450.00 40,400 40,400
Aegis Communications Group COM 00760B105 3,385,654.77 3,282,900 3,282,900
Aegon COM 007924103 135,757,883.36 3,656,778 3,656,778
AES Trust VII CV 6.0% 5/15/2008 00103V305 21,483,562.50 261,000 261,000
Aether Systems Inc Cv 6.0% 03/22/2005 00808VAA3 1,537,500.00 2,000,000 2,000,000
Affiliated Computers Services CV 4% 3/15/05 008190AD2 11,147,750.00 8,600,000 8,600,000
Affymetrix Inc. CV 4.75% 02/15/2007 00826TAD0 4,884,562.50 8,175,000 8,175,000
Agency.Com LTD COM 008447104 2,073,325.00 138,800 138,800
Akorn Inc COM 009728106 4,001,970.01 361,760 361,760
Alaska Airgroup Inc COM 011659109 7,920,288.00 330,012 330,012
Albany Molecular Research COM 012423109 29,386,062.50 523,000 523,000
Albertson's Inc COM 013104104 5,840,646.00 278,126 278,126
Alcatel COM 5975006 17,961,148.25 280,440 280,440
Alcoa Inc. COM 013817101 223,542,256.06 8,831,299 8,831,299
Alexion Pharmaceutical CV 5.75% 03/15/2007 015351AB5 6,175,000.00 5,000,000 5,000,000
ALLEGHENY CNTY-C-48 -PA COM 0172857 6,893,123.79 401,700 401,700
Allegheny Energy Inc. COM 017361106 124,136,106.26 3,250,700 3,250,700
Alliant Techsystems Inc COM 018804104 21,364,490.27 260,146 260,146
Alloy Online Inc COM 019855105 7,723,542.00 908,652 908,652
Alltel Corp. COM 020039103 147,974,013.00 2,835,430 2,835,430
Alpharma Inc.-CL A COM 020813101 7,548,937.50 123,500 123,500
Alza Corp. COM 022615108 4,543,412.50 52,525 52,525
Alza Corp. CV 0% 07/14/14 022615AC2 88,324,687.50 78,250,000 78,250,000
AMDOCS Automatic Co. CVPFD 6.75 02342R202 4,082,812.50 75,000 75,000
Ameren Corporation COM 023608102 9,035,620.00 215,776 215,776
America Online Inc. COM 02364J104 998,584.92 18,659 18,659
America Online Inc. CV 0% 12/06/2019 02364JAC8 2,879,062.50 5,550,000 5,550,000
American Axle & Mfg Holdings, Inc. 024061103 6,334,297.75 589,237 589,237
American Classic Voyages Co COM 024928103 8,717,962.50 596,100 596,100
American Eagle Outfitters COM 02553E106 4,591,219.50 145,753 145,753
American Express Company COM 025816109 565,374.49 9,396 9,396
American General Corp. COM 026351106 317,233,176.00 4,067,092 4,067,092
<PAGE>
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 Home Products Corp. COM 026609107 387,915,409.72 6,858,205 6,858,205
American Intl Group Inc COM 026874107 2,040,125.80 21,415 21,415
American Intl Group Inc CV 0.5% 5/15/2007 026874AN7 1,918,875.00 1,700,000 1,700,000
American Management Systems COM 027352103 11,485,873.44 668,269 668,269
American Woodmark Corp COM 030506109 2,310,750.00 117,000 117,000
Americredit Corp COM 03060R101 11,986,000.00 416,000 416,000
Amerus Group Co CV 7.0% 03072M207 10,342,500.00 420,000 420,000
Ames Dept Stores COM 030789507 3,035,419.53 525,041 525,041
Ametek Inc COM 031100100 2,684,795.47 126,719 126,719
AMF Bowling Inc. CV 0% 05/12/18 03113VAB5 239,920.00 11,996,000 11,996,000
Amgen Inc COM 031162100 1,153,560.21 16,520 16,520
Ampex Corp. COM 032092108 1,232,100.00 1,232,100 1,232,100
AMR Corp/Del COM 001765106 6,062,518.03 185,469 185,469
Anadarko Petroleum Corp. CV 0% 3/7/2020 032511AP2 58,291,937.50 70,550,000 70,550,000
Analogic Corp COM 032657207 22,499,390.64 585,350 585,350
AnnTaylor Stores Corp COM 036115103 69,565,878.78 1,809,844 1,809,844
Antec Corp COM 03664P105 1,725,750.00 58,500 58,500
Aon Corp. COM 037389103 223,670,089.25 5,698,601 5,698,601
APAC Customer Services Inc. COM 00185E106 239,062.50 45,000 45,000
Apple Computer Inc. COM 037833100 68,395,836.75 2,656,149 2,656,149
Applied Materials Inc. COM 038222105 574,145.00 9,680 9,680
Apri Healthcare Group Inc COM 037933108 19,862,888.76 1,425,140 1,425,140
Arbor Software Corp. CV 4.5% 3/15/05 038918AC2 12,249,156.25 14,825,000 14,825,000
Archer-Daniels-Midland Co. COM 039483102 48,708,561.51 5,647,369 5,647,369
Ariba Inc COM 04033V104 436,960.08 3,050 3,050
Armor Holdings COM 042260109 34,128,225.00 2,275,215 2,275,215
Arnold Industries Inc COM 042595108 10,125,000.00 600,000 600,000
Arrow International Inc. COM 042764100 37,577,484.78 1,033,058 1,033,058
Artesyn Tech Inc. COM 043127109 31,685,961.27 1,087,930 1,087,930
Asahi Chemical Industry Co COM 6054603 7,348,365.84 1,229,000 1,229,000
Ashtead Group PLC COM 0053673 3,325,651.32 2,062,500 2,062,500
ASM Lithography CV 4.25% 11/30/2004 5825004 225,000.00 200,000 200,000
Aspect Telecommunications COM 04523Q102 748,687.50 36,300 36,300
AT&T Corp. COM 001957109 91,969,831.24 3,130,972 3,130,972
AT&T Corp. Liberty Media A 001957208 847,872.00 47,104 47,104
ATS Medical Inc. COM 002083103 31,112,075.77 2,065,532 2,065,532
Automatic Data Processing CVSD 0% 02/20/12 053015AC7 33,184,812.50 18,775,000 18,775,000
Avon Products Inc. COM 054303102 92,703,682.50 2,267,980 2,267,980
AXA SA CNV 2.5% 01/01/14 5617074 183,306.24 120,000 120,000
AXA -UAP- COM 4026927 1,700,816.00 13,000 13,000
AXT Inc COM 00246W103 25,450,599.77 608,684 608,684
Baker Hughes Inc. COM 057224107 48,159,599.74 1,297,228 1,297,228
Baker Hughes Inc. CV 0% 05/05/08 057224AH0 29,744,662.50 37,065,000 37,065,000
Baker Michael Corp COM 057149106 5,110,350.00 659,400 659,400
Baldor Electric COM 057741100 1,828,125.00 90,000 90,000
Ball Corp COM 058498106 10,585,462.88 334,058 334,058
Ballard Power Systems Inc. COM 2072717 31,389,608.62 286,700 286,700
Bally Total Fitness Hldgs COM 05873K108 12,487,500.00 499,500 499,500
Bank of New York COM 064057102 43,768,386.33 780,707 780,707
Bank One Corp. COM 06423A103 219,278,373.87 5,677,110 5,677,110
Barr Laboratories Inc COM 068306109 35,228,847.34 531,255 531,255
Barrett Resources Corp COM 068480201 1,932,218.75 51,100 51,100
<PAGE>
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
Basin Exploration Inc. 070107107 18,403,281.00 943,758 943,758
Baxter International Inc. COM 071813109 112,698,203.11 1,412,037 1,412,037
Bea Systems Inc COM 073325102 3,426,500.00 44,000 44,000
Becton Dickinson & Co. COM 075887109 1,345,668.75 50,900 50,900
BEI Technologies Inc COM 05538P104 15,404,121.75 368,961 368,961
Bell Atlantic (NZT) (NZT) CV 5.75%
04/01/2003 07785GAD2 39,298,837.60 40,645,000 40,645,000
Bell Atlantic (NZT) (NZT) CV 5.75%
4/01/2003 5413379 4,061,786.00 4,190,000 4,190,000
BellSouth Corp. COM 079860102 13,362,718.25 331,993 331,993
Bergen Brunswig Corp COM 083739102 6,293,718.75 538,500 538,500
Berkshire Hathaway CVSNT 1% 12/03/01 084670AF5 27,571,875.00 8,500,000 8,500,000
Best Buy Company Inc. COM 086516101 206,781.25 3,250 3,250
Best Foods COM 08658U101 49,203,844.13 676,342 676,342
Biogen Inc. COM 090597105 265,350.00 4,350 4,350
Bio-Technology General Corp COM 090578105 1,188,356.25 103,900 103,900
BJ Services Co COM 055482103 6,210,300.00 101,600 101,600
Black & Decker Corp COM 091797100 9,169,087.50 268,200 268,200
Boeing Co. COM 097023105 249,151,807.01 3,954,791 3,954,791
Borg Warner Inc COM 099724106 3,770,353.76 113,822 113,822
Boston Communications Group COM 100582105 17,380,748.00 902,896 902,896
Boston Scientific Corp COM 101137107 12,439,752.07 756,791 756,791
Bowater Inc COM 102183100 142,747,946.34 3,073,980 3,073,980
BP Amoco PLC-Sponsored ADR COM 055622104 213,533,873.00 4,028,941 4,028,941
Brady Corporation COM 104674106 707,850.00 23,400 23,400
Bristol-Myers Squibb Company COM 110122108 3,817,149.76 66,879 66,879
British Aerospace PLC COM 0263494 347,281.50 64,318 64,318
Broadcom Corp - Class A 111320107 573,300.00 2,352 2,352
Broadwing Inc. COM 111620100 4,470,881.25 174,900 174,900
Brocade Communications Sys COM 111621108 614,072.00 2,602 2,602
BSquare Corp COM 11776U102 5,642,000.00 364,000 364,000
Buca Inc COM 117769109 10,698,185.02 1,006,888 1,006,888
Burntsand Inc. COM 2757371 4,121,625.19 1,027,000 1,027,000
Burr-Brown Corp CV 4.25% 2/15/2007 122574AF3 5,868,500.00 4,400,000 4,400,000
Butler International Inc. COM 123649105 7,621,777.40 1,434,688 1,434,688
Cable Design Technologies COM 126924109 21,838,703.14 898,250 898,250
Cadence Design Sys Inc COM 127387108 36,970,117.93 1,439,226 1,439,226
Cal Dive International COM 127914109 245,906.25 4,300 4,300
California Federal capital PFD 9 1/8 130214208 11,312,500.00 500,000 500,000
Calpine Corp COM 131347106 4,499,606.26 43,110 43,110
Cambrex Corp COM 132011107 603,100.00 16,300 16,300
Cambridge Technology Partners Inc. 132524109 17,338,155.65 3,963,007 3,963,007
Canon Inc. COM 6172323 710,451.88 16,000 16,000
Cap Gemini SA COM 4163437 8,737,690.26 46,405 46,405
Cardinal Health Inc. COM 14149Y108 2,204,687.50 25,000 25,000
Caremark Rx Inc. COM 141705103 42,961,927.50 3,818,838 3,818,838
Carlisle Cos Inc COM 142339100 18,465,840.00 444,960 444,960
Carpenter Technology COM 144285103 31,690,912.51 1,088,100 1,088,100
Casey's General Store COM 147528103 761,800.00 58,600 58,600
Catellus Development Corp. COM 149111106 8,088,500.00 462,200 462,200
CBRL Group Inc COM 12489V106 16,642,009.38 1,157,705 1,157,705
CDI Corp COM 125071100 4,302,400.00 268,900 268,900
Cec Entertainment Inc. COM 125137109 26,680,704.00 833,772 833,772
CellStar Corp. COM 150925105 16,140,175.62 5,113,638 5,113,638
<PAGE>
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
Centex Corp COM 152312104 11,951,174.64 372,021 372,021
Centocor Inc. CV 4.75% 2/15/05 152342AE1 56,269,862.50 44,090,000 44,090,000
Cephalon Inc COM 156708109 1,770,250.00 36,500 36,500
Ceridian Corp COM 15677T106 426,550.00 15,200 15,200
CeWe Color Holding AG COM 5740806 6,653,337.60 358,400 358,400
Championship Auto Racing COM 158711101 20,690,962.50 848,860 848,860
Chase Manhattan Corp. COM 16161A108 280,696,679.51 6,077,330 6,077,330
Checkfree Corp COM 162813109 18,230,789.12 435,200 435,200
Cherokee Inc COM 16444H102 288,225.00 24,400 24,400
Chevron Corp. COM 166751107 169,691,756.61 1,990,544 1,990,544
Children's Place COM 168905107 25,368,900.00 985,200 985,200
Chubb Corp. COM 171232101 171,958,327.22 2,173,249 2,173,249
Church & Dwight Co., Inc. COM 171340102 17,080,389.39 929,545 929,545
Ciber Inc COM 17163B102 6,224,047.50 754,430 754,430
Ciena Corp COM 171779101 891,864.39 7,262 7,262
CIGNA Corp. COM 125509109 223,067,735.78 2,136,664 2,136,664
CII Financial Inc. CVSDEB 7.5% 09/15/01 12551LAB7 3,277,500.00 6,000,000 6,000,000
Cinar Corp Cl B sub vtg 171905300 2,699,670.00 899,890 899,890
Cincinnati Financial Corp. CV 5.5% 05/01/02 172062AB7 1,795,312.50 750,000 750,000
Cisco Sys Inc COM 17275R102 8,004,937.80 145,097 145,097
Citigroup COM 172967101 486,068.08 9,090 9,090
Clarcor Inc. COM 179895107 5,367,336.00 275,248 275,248
Clear Channel Communications CV 1.5% 12/01/02 184502AE2 39,864,450.00 42,865,000 42,865,000
Clear Channel Communications CV 2.625% 04/01/03 184502AB8 46,259,625.00 42,150,000 42,150,000
CMS Energy CVPFD 7.25% 8/18/2003 125896605 4,843,125.00 189,000 189,000
CNB Cap Trust I CV PFD 6.0% 6/30/2028 12613G207 18,894,750.00 495,600 495,600
Coca Cola Co., Inc. COM 191216100 706,313.16 12,915 12,915
Coherent Inc. COM 192479103 59,240,240.00 871,180 871,180
ColdWater Creek Inc COM 193068103 9,093,433.50 336,794 336,794
Colin Corporation COM 6085108 2,243,337.09 40,000 40,000
Collateral Therapeutics COM 193921103 674,243.75 23,300 23,300
Columbia Energy Group COLUMBIA GAS SYS INC 197648108 3,199,260.00 45,060 45,060
Columbia Laboratories Inc. COM 197779101 1,203,496.65 207,071 207,071
Comerica Inc. COM 200340107 2,761,171.88 47,250 47,250
Commscope Inc. COM 203372107 17,449,218.50 712,213 712,213
Commscope Inc. CV 4% 12/15/2006 203372AB3 7,791,875.00 9,100,000 9,100,000
Compaq Computers Corp COM 204493100 170,308,687.92 6,175,079 6,175,079
Complete Business Solutions COM 20452F107 2,618,811.00 193,986 193,986
Computer Associates Int'l COM 204912109 688,223.40 27,382 27,382
Computer Sciences Corp. COM 205363104 89,031,690.00 1,199,080 1,199,080
Comtech Telecommunications COM 205826209 11,088,165.00 751,740 751,740
Comverse Tech COM 205862402 502,200.00 4,650 4,650
Comverse Tech CV 4.5% 07/01/05 205862AG0 507,410.00 100,000 100,000
ConAgra Foods Inc COM 205887102 98,306,691.38 4,900,022 4,900,022
Concord Efs Inc. COM 206197105 6,787,031.16 191,100 191,100
Consolidated Stores Corp. COM 210149100 62,641,876.50 4,640,139 4,640,139
Constellation Energy Group Inc COM 210371100 52,008,508.45 1,045,397 1,045,397
Convergys Corp. COM 212485106 5,769,050.00 148,400 148,400
Cor Therapeutics Inc COM 217753102 2,455,112.50 39,400 39,400
Core Laboratories N.V. COM N22717107 38,590,561.33 1,571,117 1,571,117
Corixa Corp COM 21887F100 34,142,664.00 679,456 679,456
Corn Products International COM 219023108 12,287,934.75 540,129 540,129
<PAGE>
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
Cornell Companies Inc. COM 219141108 11,513,488.58 1,344,641 1,344,641
Corning Inc. COM 219350105 5,989,496.73 20,201 20,201
Corporate Executive Board Co COM 21988R102 53,732,945.00 1,334,980 1,334,980
Cost Plus Inc COM 221485105 22,079,004.20 732,913 732,913
Costco Companies Inc. CV 0% 08/19/17 22160QAC6 51,911,718.75 61,525,000 61,525,000
Cox Communications Inc. CV 0.42589% 4/19/2020 224044AX5 22,230,600.00 52,930,000 52,930,000
Cox Communications Inc. CV 7% 08/16/02 224044305 14,712,500.00 275,000 275,000
CP&L Energy Inc. COM 12614C106 146,303,115.00 3,509,520 3,509,520
Cray Inc. COM 225223106 4,361,101.92 975,900 975,900
Credit Suisse First Boston (DD) (DD) CV 2.0% 7/24/2003 2254C0AJ6 201,375.00 225,000 225,000
Credit Suisse First Boston (GE) (GE) CV 2% 5/01/2010 2254C0AZ0 53,553,375.00 54,300,000 54,300,000
Credit Suisse First Boston (GIS) (GIS) CV 2.25% 03/16/04 2254C0AL1 21,771,000.00 23,600,000 23,600,000
Credit Suisse First Boston (INTC) (INTC) CV 1.00%
09/05/2010 2254C0BD8 7,425,000.00 10,000,000 10,000,000
Credit Suisse First Boston (LU) (LU) CV 1.5% 02/07/2010 2254C0AV9 15,974,375.00 20,950,000 20,950,000
Credit Suisse First Boston (MMM) (MMM) CV 2.625% 04/20/03 2254C0AE7 9,287,750.00 9,700,000 9,700,000
Crompton Corporation COM 227116100 7,630,914.38 969,005 969,005
Cross Timbers Oil Co. COM 227573102 285,893.75 14,900 14,900
Crossland Savings FSB Brooklyn CV PFD $1.8125 SERIES A 227901204 60,000.00 375,000 375,000
Crossman Comntys Inc. COM 22764E109 18,429,752.00 933,152 933,152
Crown Media Holdings - Class A 228411104 2,143,731.25 151,100 151,100
CSG Systems Intl Inc COM 126349109 2,285,200.00 78,800 78,800
Cuisine Solutions Inc COM 229904107 31,162.50 27,700 27,700
Cullen/Frost Bankers Inc. COM 229899109 8,483,897.50 261,043 261,043
Cutter & Buck Inc. COM 232217109 16,903,420.70 1,359,069 1,359,069
CyberSource Corp COM 23251J106 4,261,418.75 376,700 376,700
Cypress Semicon COM 232806109 4,684,093.75 112,700 112,700
Cypress Semicon CV 3.75% 7/01/2005 232806AF6 6,632,500.00 7,000,000 7,000,000
Cypress Semicon CV 4% 02/01/2005 232806AE9 18,041,625.00 15,800,000 15,800,000
Cytec Industries Inc COM 232820100 2,454,312.50 73,400 73,400
Dallas Semiconductor Corp. COM 235204104 5,407,937.50 164,500 164,500
Datastream Systems Inc COM 238124101 22,638,666.14 1,758,343 1,758,343
DBS Management PLC COM 0242620 3,868,434.40 1,709,179 1,709,179
Dean Foods Co. COM 242361103 8,405,234.25 252,789 252,789
Deere & Co COM 244199105 264,948,587.13 7,968,379 7,968,379
Delhaize America Inc. COM 246688105 11,606,661.57 665,615 665,615
Dell Computer Corp COM 247025109 1,048,141.43 34,159 34,159
Delphi Automotive Systems COM 247126105 318,184.63 21,037 21,037
Dendrite International Inc COM 248239105 9,643,115.64 359,650 359,650
Devon Energy Corporation COM 25179M103 15,059,394.60 250,364 250,364
Devon Energy Corporation CV 4.95% 08/15/08 25179MAB9 66,383,593.75 68,525,000 68,525,000
Diageo PLC COM 0237400 1,249,119.88 141,500 141,500
Diagnostic Products Corp COM 252450101 15,063,262.50 280,900 280,900
Diamond Offshore CVSD 3.75% 02/15/07 25271CAA0 620,125.00 550,000 550,000
Diamond Tech Partners, Inc. COM 252762109 34,627,230.00 466,360 466,360
Dionex Corp. COM 254546104 5,259,800.00 190,400 190,400
Dobson Communication Corp. COM 256069105 1,608,281.25 109,500 109,500
Documentum Inc. COM 256159104 40,066,031.25 493,500 493,500
Dominion Resources Inc. COM 25746U109 401,513,185.30 6,915,250 6,915,250
Donaldson Inc COM 257651109 5,140,762.00 233,671 233,671
Doral Financial Corp. COM 25811P100 36,778,469.44 2,272,029 2,272,029
Doubleclick Inc. COM 258609304 289,664.00 9,052 9,052
Doubleclick Inc. CV 4.75% 03/15/2006 258609AC0 4,843,750.00 5,000,000 5,000,000
<PAGE>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Dow Chemical Co. COM 260543103 33,021,988.20 1,324,190 1,324,190
Dow Jones & Co. Inc. COM 260561105 197,564,504.50 3,265,529 3,265,529
Dreyer's Grand Ice Cream Inc. 261878102 36,644,735.63 1,699,466 1,699,466
Duke Energy Corp COM 264399106 443,044,992.65 5,166,705 5,166,705
Dynegy Inc. - Class A 26816Q101 20,242,296.00 355,128 355,128
East West Bancorp Inc COM 27579R104 17,372,478.13 888,050 888,050
Eastern Enterprises COM 27637F100 9,170,302.94 143,707 143,707
Eaton Corp COM 278058102 3,631,253.14 58,925 58,925
Ebay Inc. COM 278642103 416,017.88 6,092 6,092
Echostar Communications CV 4.875% 1/01/2007 278762AD1 18,748,750.00 14,150,000 14,150,000
Eco Soil Systems Inc COM 278858105 621,562.50 585,000 585,000
Ecollege.com Inc COM 27887E100 5,605,600.00 700,700 700,700
Educational Develop Corp COM 281479105 437,937.50 143,000 143,000
Efficient Networks Inc. COM 282056100 1,074,600.00 28,800 28,800
Eigner & Partner COM 59780B206 2,464,813.00 9,979 9,979
EL PASO ENER CAP CVPFD 4.75% 03/31/28 283678209 1,742,187.50 22,300 22,300
Elan Corp Plc ADR COM 284131208 1,554,900.00 28,400 28,400
Elan Finance Corp CV 0% 12/14/18 284129AC7 86,718,600.00 107,060,000 107,060,000
Elcor Corp COM 284443108 5,657,320.00 390,160 390,160
Electronics for Imaging Inc. 286082102 10,482,310.25 415,141 415,141
Elite Pharmaceuticals Inc COM 28659T200 33,250.00 2,800 2,800
Eloyalty Corporation COM 290151109 15,631,500.00 1,226,000 1,226,000
Elsevier COM 4148810 1,122,680.00 100,000 100,000
EMC Corp. COM 268648102 135,759,661.63 1,369,758 1,369,758
Emerge Interactive Inc COM 29088W103 4,138,612.50 260,700 260,700
Emerson Electric Co COM 291011104 141,950,153.00 2,118,659 2,118,659
Ems Technologies Inc COM 26873N108 4,158,300.00 277,220 277,220
Energizer Holdings Inc COM 29266R108 589,282.16 24,052 24,052
Enron Corp Domestic 293561106 381,302.58 4,393 4,393
Ensco International Inc COM 26874Q100 11,057,233.50 289,078 289,078
Entergy Corp COM 29364G103 14,318,266.75 384,383 384,383
Entravision Communications COM 29382R107 1,676,687.50 96,500 96,500
EOG Resources Inc. COM 26875P101 19,822,712.38 509,909 509,909
EQUITY OFFICE CVPFD 5.25% 02/15/08
Series B 294741509 3,174,000.00 69,000 69,000
Equity Residential Props Tr. COM 29476L107 408,000.00 8,500 8,500
Ericsson LM - B Shares 5959378 2,842,037.39 187,824 187,824
Esenjay Exploration Inc COM 296426109 164,332.13 45,333 45,333
Everest Re Group Ltd COM G3223R108 2,132,757.00 43,086 43,086
Evergreen Resources Inc COM 299900308 30,528,048.75 878,505 878,505
Exchange Applications Inc COM 300867108 3,419,803.83 754,707 754,707
Exco Resources COM 269279204 9,934,743.75 670,700 670,700
Exe Technologies Inc. COM 301504106 7,518,000.00 501,200 501,200
Exodus Communications COM 302088109 185,551.25 3,758 3,758
Expeditors Intl Wash Inc COM 302130109 1,793,487.50 39,800 39,800
Exxon Mobil Corp COM 30231G102 581,000,729.73 6,519,029 6,519,029
Fair Isaac & Company Inc COM 303250104 3,286,937.50 77,000 77,000
Fannie Mae COM 313586109 285,302,915.16 3,990,275 3,990,275
Federal Agric Mtg Corp Cl C COM 313148306 11,822,850.00 670,800 670,800
Federal Home Loan Mtg. Corp. COM 313400301 109,235,913.84 2,020,596 2,020,596
Federated Department Store Inc COM 31410H101 778,263.75 29,790 29,790
Financial Federal Corp COM 317492106 26,393,956.31 1,091,223 1,091,223
First Consulting Group Inc. COM 31986R103 6,929,840.38 1,245,814 1,245,814
<PAGE>
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
First Data Corp. COM 319963104 212,201,580.58 5,432,360 5,432,360
First Technology PLC COM 0339135 8,301,091.95 967,500 967,500
First Tennessee Natl Corp COM 337162101 41,933,458.37 2,051,848 2,051,848
Firstenergy Corp COM 337932107 22,312,277.38 828,298 828,298
Flag Telecom Holdings Ltd COM G3529L102 1,185,800.00 107,800 107,800
Fleet Boston Financial Corp. COM 339030108 302,955,237.00 7,768,083 7,768,083
Flextronics Intl Ltd COM 2353058 488,643.75 5,950 5,950
Florida Progress Corp. COM 341109106 185,281,250.00 3,500,000 3,500,000
Florida Rock Inds. COM 341140101 7,784,489.26 197,388 197,388
Flow International Corp. COM 343468104 15,730,296.02 1,446,464 1,446,464
Ford Motor Co. COM 345370860 2,766,504.37 109,294 109,294
Forest Oil Corp COM 346091606 30,494,967.57 1,883,859 1,883,859
Foundation Health Systems In COM 350404109 11,154,394.13 670,941 670,941
FPL Group COM 302571104 33,222,949.00 505,292 505,292
Frontier Airlines Inc. COM 359065109 19,941,203.38 1,025,914 1,025,914
Furniture Brands Intl Inc. COM 360921100 14,804,496.01 890,496 890,496
Fvc. Com. Inc. COM 30266P100 3,464,500.00 692,900 692,900
G & K Services, Inc. COM 361268105 36,145,762.84 1,288,045 1,288,045
Gameplay.com Plc COM 0801225 3,288,631.84 1,034,000 1,034,000
General Dynamics Corp COM 369550108 6,820,432.56 108,584 108,584
General Electric Company COM 369604103 9,017,933.73 156,563 156,563
General Mills, Inc. COM 370334104 6,709,500.00 189,000 189,000
General Motors Corp. COM 370442105 99,359,715.00 1,528,611 1,528,611
General Motors Corp. - Class H COM 370442832 45,809,074.97 1,232,089 1,232,089
Genuine Parts Company COM 372460105 5,406,531.08 283,655 283,655
Georgia Pacific (Timber Group) 373298702 80,625,000.00 3,000,000 3,000,000
Georgia Pacific CVPFD 7.5% 373298801 69,620,000.00 2,360,000 2,360,000
Getronics NV COM 5971424 5,151,332.93 512,065 512,065
Getty Images Inc. CV 5.0% 03/15/2007 374276AE3 2,647,750.00 3,400,000 3,400,000
Global Industries Ltd. COM 379336100 875,000.00 70,000 70,000
Goldman Sachs (ENE) CV 1.0% 5/25/2007 38141GAP9 317,250.00 300,000 300,000
Goldman Sachs Group Inc COM 38141G104 398,781.25 3,500 3,500
Good Guys Inc COM 3820911 1,579,866.56 387,500 387,500
Good Guys Inc COM 382091106 17,105,872.00 2,443,696 2,443,696
Granite Construction Inc COM 387328107 14,282,837.75 588,983 588,983
Great Plains Software Inc COM 39119E105 393,750.00 14,000 14,000
GST Telecommunications Inc. COM 361942105 4,692.00 138,000 138,000
Guess Inc. COM 401617105 12,192,930.00 1,083,816 1,083,816
Guillemot Corporation COM 5916425 8,721,367.20 182,700 182,700
H. B. Fuller Co. COM 359694106 3,726,028.75 129,601 129,601
Hanger Orthopedic Group Inc COM 41043F208 7,301,966.25 1,947,191 1,947,191
Harris Corp. COM 413875105 1,777,343.75 62,500 62,500
Harvey Entertainment Co. COM 417662103 121,406.25 92,500 92,500
Hays PLC COM 0416102 9,753,161.74 1,675,500 1,675,500
Hca The Healthcare Company COM 404119109 226,811,178.11 6,109,392 6,109,392
Health Care Service Group, I COM 421906108 9,892,019.62 2,003,447 2,003,447
Healthcare Realty Trust Inc. COM 421946104 28,156,836.53 1,332,868 1,332,868
Heartland Express Inc COM 422347104 4,828,512.50 277,900 277,900
Heinz H.J. Co. COM 423074103 40,292,052.24 1,087,138 1,087,138
Helix Technology Corp COM 423319102 4,606,725.00 154,200 154,200
Helmerich & Payne COM 423452101 33,552,033.01 928,776 928,776
Henry (Jack) & Associates COM 426281101 290,612.50 6,700 6,700
<PAGE>
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
Hewlett-Packard Co. COM 428236103 1,000,400.19 10,339 10,339
Hewlett-Packard Co. CV 0% 10/14/17 428236AC7 55,504,800.00 74,880,000 74,880,000
Hexcel Corp COM 428291108 7,599,220.25 568,166 568,166
Hilton Hotel Corp CV 5% 05/15/06 432848AL3 36,220,687.50 42,550,000 42,550,000
Hitachi Ltd. COM 6429104 798,328.42 69,000 69,000
Hnc Software COM 40425P107 1,366,268.75 16,700 16,700
Hollywood.com Inc. COM 436137103 300,358.74 49,800 49,800
Home Depot Inc. COM 437076102 2,045,618.09 38,659 38,659
Honda Tsushin Kogyo Co Ltd. COM 6174631 5,863,267.41 137,500 137,500
Honeywell International Inc. COM 438516106 5,116,783.15 143,629 143,629
Hooper Holmes COM 439104100 30,964,949.91 3,256,041 3,256,041
Horizon Organic COM 44043T103 7,904,821.69 980,443 980,443
Houghton Mifflin Co. COM 441560109 12,546,851.25 319,665 319,665
HSB Group Inc COM 40428N109 20,633,880.01 514,240 514,240
HSBC Bank PLC Series B 10.25% Call
2/24/00 44328M609 501,125.00 19,000 19,000
Hughes Supply Inc. COM 444482103 15,508,413.18 790,439 790,439
Human Genome Sciences COM 444903108 3,625,583.75 20,942 20,942
Hyperion Solutions Corp COM 44914M104 525,262.50 20,300 20,300
Hyseq Inc. COM 449163302 3,473,437.50 95,000 95,000
IBM Credit Corp CV 2% 2/4/2003 0241962 23,963,700.00 21,160,000 21,160,000
IBP Inc. COM 449223106 9,259,843.82 505,657 505,657
Icos Corp. COM 449295104 49,473,389.28 914,058 914,058
ICU Medical Inc. COM 44930G107 14,371,803.01 555,432 555,432
Identix Inc COM 451906101 7,018,034.40 577,616 577,616
Idex Corp COM 45167R104 10,079,850.00 360,800 360,800
Igate Capital Corp. COM 45169U105 6,546,647.89 1,217,981 1,217,981
IGO Corporation COM 449592104 3,415,678.75 1,242,065 1,242,065
Ilex Oncology Inc. COM 451923106 11,847,740.77 393,286 393,286
Imc Global Incorporated COM 449669100 11,988,890.00 826,820 826,820
Immunex Inc COM 452528102 2,109,750.00 48,500 48,500
IMR Global Corp. COM 45321W106 15,747,341.28 1,354,610 1,354,610
Inco Ltd CV 7.75% 03/15/16 453258AH8 4,066,875.00 4,500,000 4,500,000
Independent Energy COM 45384X108 1,159,200.00 1,159,200 1,159,200
Infocus Corporation COM 45665B106 45,908,971.00 866,207 866,207
Information holdings Inc. COM 456727106 4,015,777.51 113,320 113,320
Ingersoll-Rand Co. CVPFD 6.75% 456867209 4,050,000.00 225,000 225,000
Insight Enterprises Inc COM 45765U103 37,974,264.75 1,393,551 1,393,551
Integrated Device Tech. Inc. COM 458118106 11,692,600.00 129,200 129,200
Integrated Information Systems COM 45817B103 1,456,350.00 306,600 306,600
Intel Corp. COM 458140100 7,059,212.81 169,754 169,754
Interactive Objects Inc. COM 45839B107 49,000.00 16,000 16,000
Intermedia Comm COM 458801107 691,273.50 23,433 23,433
International Bus. Machines Co COM 459200101 129,244,809.45 1,148,892 1,148,892
International Paper Cap CVPFD 5.25% 460137300 5,906,250.00 150,000 150,000
International Paper Co. COM 460146103 104,795,219.14 3,652,992 3,652,992
International Series Class A COM 543915854 84,095,941.19 5,404,623 5,404,623
Internet Pictures Corp. COM 46059S101 1,358,314.69 249,805 249,805
Interpublic Group of Companies CV 1.8% 09/16/04 460690AF7 58,925,000.00 58,925,000 58,925,000
Interpublic Group of Companies CV 1.87 % 6/01/06 460690AJ9 15,060,937.50 16,875,000 16,875,000
Invacare Corp. COM 461203101 39,135,927.88 1,218,239 1,218,239
Invitrogen Corp COM 46185R100 7,069,825.00 99,400 99,400
Ionics Inc COM 462218108 16,935,573.20 794,631 794,631
<PAGE>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Ipalco Enterprises Inc. COM 462613100 9,118,432.50 398,620 398,620
Iron Mountain Inc. COM 462846106 52,937,861.00 1,430,753 1,430,753
Ito Yokado Co. COM 6467944 626,280.39 12,000 12,000
Ivax Corp COM 465823102 4,478,100.00 97,350 97,350
Ivex Packaging Corp COM 465855104 25,250,741.75 2,573,324 2,573,324
Jack in the Box Inc. COM 466367109 833,918.75 38,900 38,900
Jacobs Engineering Group Inc COM 469814107 19,107,076.88 473,974 473,974
Jacor Communications Inc. CV 0% 02/09/18 469858AB0 3,825,000.00 7,500,000 7,500,000
Japan Asia Investment Co COM 6481472 3,891,244.33 766,000 766,000
Jarvis PLC COM 0471350 6,710,400.66 3,065,000 3,065,000
Jds Uniphase Corp COM 46612J101 1,266,918.77 13,380 13,380
Jefferson Pilot COM 475070108 24,876,187.50 366,500 366,500
JLG Industries, Inc. COM 466210101 5,254,384.71 431,129 431,129
Johnson & Johnson COM 478160104 10,359,307.53 110,327 110,327
Juniper Networks Inc. COM 48203R104 1,222,328.06 5,583 5,583
Juniper Networks Inc. CV 4.75% 3/15/07 48203RAA2 152,250.00 100,000 100,000
Jupiter Media Metrix Inc COM 48206U104 5,934,232.51 372,344 372,344
Kansai Electric Power COM 6483489 854,915.37 52,400 52,400
Katokichi COM 6484244 8,068,597.56 320,000 320,000
Keane Inc COM 486665102 3,571,489.20 205,258 205,258
Kemet Corp. COM 488360108 1,945,021.00 70,408 70,408
Kenneth Cole Productions A COM 193294105 27,720,630.40 785,009 785,009
Kent Electronics COM 490553104 9,582,111.88 401,345 401,345
Kerr-Mcgee Corp. COM 492386107 12,355,293.75 186,495 186,495
Kerr-Mcgee Corp. CV 5.25% 02/15/2010 492386AP2 59,574,362.50 47,755,000 47,755,000
Kerr-Mcgee Corp. CVPFD. 5.5% 492386305 13,671,000.00 252,000 252,000
King Pharmaceuticals Inc COM 495582108 1,922,221.57 57,487 57,487
Knight Trading Group Inc. COM 499063105 2,325,600.00 64,600 64,600
KOS Pharmaceuticals COM 500648100 11,850,869.00 600,044 600,044
Kroger Co. COM 501044101 67,687,522.56 3,000,001 3,000,001
Kronos Inc COM 501052104 15,372,270.00 512,409 512,409
K-Swiss Inc COM 482686102 4,828,500.00 214,600 214,600
KV Pharmaceutical Co-CL COM 482740206 11,060,862.50 314,900 314,900
Labor Ready COM 505401208 6,235,568.62 1,489,091 1,489,091
Landmark Systems Corp COM 51506S100 227,287.50 55,100 55,100
Lattice Semiconductor Co COM 518415104 3,655,000.00 68,000 68,000
Lattice Semiconductor Co CV 4.75% 11/01/2006 518415AC8 4,542,968.75 3,125,000 3,125,000
LeCroy Corp. COM 52324W109 18,059,438.64 1,024,649 1,024,649
Lehman Brothers Holding COM 524908100 569,724.00 3,856 3,856
Leibert Corp. CV 8% 11/15/10 531735AA6 1,007,214.00 200,000 200,000
Lennar Corp. CV 0% 07/29/18 526057AA2 5,987,825.00 12,410,000 12,410,000
Lexent Inc. COM 52886Q102 7,633,850.00 256,600 256,600
Liberty Media CV 4% 11/15/2029 530715AG6 65,524,750.00 69,800,000 69,800,000
Lifepoint Hospitals Inc. COM 53219L109 4,039,900.00 113,800 113,800
Lightbridge Inc COM 532226107 9,338,908.88 803,347 803,347
Lilly, Eli & Co. COM 532457108 1,874,149.76 23,102 23,102
Lionbridge Technologies Inc COM 536252109 7,973,725.39 931,238 931,238
Lockheed Martin Corporation COM 539830109 64,043,982.72 1,943,082 1,943,082
Loews Corp COM 540424108 16,752,705.53 200,932 200,932
Loews Corp CV 3.125% 09/15/07 540424AL2 50,912,043.75 57,285,000 57,285,000
Lomak Financing Trust CV PFD 5.75% 11/01/2027 541505400 1,181,025.00 54,300 54,300
London Bridge Software Hldgs COM 0379829 4,474,512.68 408,750 408,750
<PAGE>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Louis Dreyfus Natural Gas COM 546011107 41,313,025.00 1,042,600 1,042,600
LSI Logic Corp. CV 4% 2/15/2005 502161AE2 14,054,906.25 17,325,000 17,325,000
Lucent Technologies Inc. COM 549463107 1,034,055.84 33,920 33,920
Lydall Inc. COM 550819106 8,645,606.25 755,900 755,900
M & T Bank Corporation COM 55261F104 65,600,790.00 128,629 128,629
Macromedia Inc. COM 556100105 2,521,350.00 31,200 31,200
Magna Intl. CV 4.875% 02/15/05 559222AG9 50,374,000.00 56,600,000 56,600,000
Mail-Well Inc. CV 5% 11/01/2002 560321AD3 5,934,375.00 7,500,000 7,500,000
Management Network Group Inc COM 561693102 7,537,962.50 361,100 361,100
Manhattan Associates Inc COM 562750109 25,353,825.00 413,940 413,940
Manitowoc Company Inc. COM 563571108 3,638,250.00 189,000 189,000
Manor Care Inc COM 564055101 14,825,409.13 945,046 945,046
Manugistics Group Inc COM 565011103 18,172,750.00 185,200 185,200
Marchfirst Inc COM 566244109 12,744,227.02 812,381 812,381
Marconi PLC COM 0877431 2,062,887.18 150,757 150,757
Marine Drilling Co Inc COM 568240204 24,909,299.13 872,098 872,098
Marschollek Laut Und Part COM 5720284 18,379,129.08 122,660 122,660
Marsh Mclennan Cos Inc COM 571748102 150,930,061.46 1,136,971 1,136,971
Mastec Inc. COM 576323109 4,145,312.50 132,650 132,650
Mathews International Corp. COM 577128101 32,962,216.27 1,122,118 1,122,118
Matria Healthcare Inc. COM 576817100 15,112,846.00 4,317,956 4,317,956
Matsushita Electric Industri COM 6572707 603,383.52 23,000 23,000
Maxim Pharmaceuticals Inc COM 57772M107 15,157,125.00 249,500 249,500
Mayflower Corp. COM 0800222 3,613,752.38 2,816,000 2,816,000
Maytag Corp COM 578592107 1,553,125.00 50,000 50,000
MBNA Corp COM 55262L100 267,922,193.00 6,959,018 6,959,018
McGrath Rent Corp. COM 580589109 11,897,135.00 626,165 626,165
Mckessen Hbo Inc. COM 58155Q103 6,842,760.45 223,894 223,894
McKesson Financing Trust CVPFD 5% 06/01/27 58155P501 1,497,687.50 31,000 31,000
Meade Instruments Corp COM 583062104 11,093,495.58 549,523 549,523
Mediaone Group CVPFD 7% 11/15/02 58440J500 7,263,750.00 195,000 195,000
Medicines Company COM 584688105 11,196,406.25 327,500 327,500
Medicis Pharmaceutical- CL A COM 584690309 1,408,350.00 22,900 22,900
MedQuist Inc. COM 584949101 3,966,944.76 196,505 196,505
Medtronic Inc COM 585055106 712,421.88 13,750 13,750
Mellon Financial Corp COM 58551A108 71,750,343.28 1,547,177 1,547,177
Memberworks Inc COM 586002107 4,417,183.64 134,363 134,363
Mentor Corp COM 587188103 11,342,898.00 720,184 720,184
Mentor Graphics Corp COM 587200106 9,447,478.68 400,954 400,954
Mercator Software Inc. COM 587587106 2,073,625.00 125,200 125,200
Merck & Co., Inc. COM 589331107 2,223,060.32 29,927 29,927
Merrill Lynch (CB) (CB) CV 3.125% 1/22/2005 59018SZQ0 9,048,375.00 9,450,000 9,450,000
Merrill Lynch (SX5E) (SX5E) CV 1.5% 12/15/2005 59018SU36 36,438,750.00 35,550,000 35,550,000
Merrill Lynch (TWX) (TWX) CV 0.25% 5/10/2006 590188JV1 20,285,406.25 19,025,000 19,025,000
MERRILL LYNCH INTL EQUITY FDCL C MERRILL LYNCH INTL
EQUITY FDCL 59019A300 1,071,456.49 104,126 104,126
Metlife Inc. Cap Trust I CVPFD 8%
5/15/2003 59156R207 86,156,000.00 1,013,600 1,013,600
Metlife Inc. COM 59156R108 110,244,687.58 4,209,821 4,209,821
Metris Companies Inc. COM 591598107 30,537,450.00 773,100 773,100
Michaels Stores Inc COM 594087108 6,040,000.00 151,000 151,000
Micro Touch Sys COM 595145103 5,890,045.01 961,640 961,640
Micros Systems Inc. COM 594901100 29,030,016.54 1,927,304 1,927,304
Microsoft Corp COM 594918104 4,135,289.84 68,746 68,746
<PAGE>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Microvision Inc COM 594960106 1,718,437.50 45,000 45,000
Millenium Pharmaceutica CV 5.5% 1/15/2007 599902AB9 379,250.00 200,000 200,000
Miller (Herman) Inc COM 600544100 4,617,000.00 144,000 144,000
Minnesota Mining & Mfg. Co. COM 604059105 263,385,401.08 2,890,375 2,890,375
Mitsubishi Electric Corp COM 6597045 1,501,691.71 181,000 181,000
MobilCom AG COM 5685833 3,246,251.32 46,780 46,780
Modis Professional Services COM 607830106 2,510,241.64 483,902 483,902
Molex, Inc. Class A COM 608554101 1,025,439.21 18,837 18,837
Monsanto Co. CVPFD 6.5% 611662305 11,941,500.00 228,000 228,000
Moog Inc. Class A COM 615394202 36,363,857.39 1,207,099 1,207,099
Morgan Stanley Dean Witter Discover & Co. 617446448 227,529,833.65 2,488,430 2,488,430
Motient Corporation -Wt 08 144A 619908114 481,500.00 12,000 12,000
Motorola Inc COM 620076109 2,997,742.87 106,177 106,177
Motorola Inc. CVSD 0% 9/27/13 620076AJ8 11,445,000.00 12,000,000 12,000,000
MPower Communications Corp COM 62473J106 5,614,471.26 643,950 643,950
Msc Industrial Direct Co-A COM 553530106 40,119,852.50 2,630,810 2,630,810
Multex . Com Inc COM 625367107 8,201,162.50 478,900 478,900
Mutual Risk Management Ltd. COM 628351108 6,218,140.50 283,448 283,448
Nabors Industries COM 629568106 8,235,184.00 157,160 157,160
Name Inc. COM 2114534 1,731,223.87 3,222,000 3,222,000
National Data Corp. CVNT 5% 11/01/03 635621AA3 14,643,750.00 16,500,000 16,500,000
National Instruments Corp. COM 636518102 20,994,675.00 475,800 475,800
National-Oilwell Inc. COM 637071101 24,878,875.00 796,124 796,124
NBC Internet Inc. CVPFD 7.25% 62873C206 665,000.00 35,000 35,000
Nco Group Inc COM 628858102 12,336,284.40 1,038,845 1,038,845
Nestle Holding Inc. CV 3.0% 5/09/2005 5948213 40,469,092.00 37,340,000 37,340,000
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Net2phone Inc. COM 64108N106 1,356,750.00 60,300 60,300
Netcreations Inc COM 64110N102 1,797,958.13 168,230 168,230
Netopia Inc. COM 64114K104 2,822,600.00 256,600 256,600
Netro Corp COM 64114R109 7,951,350.00 134,200 134,200
Network Appliance Inc. COM 64120L104 1,210,826.76 9,506 9,506
News America Holdings NCP CV 0% 3/11/13 652478AS7 14,052,290.20 12,415,000 12,415,000
Nextel Communications Inc. COM 65332V103 2,177,147.50 46,570 46,570
Nextel Communications Inc. CV 5.25% 1/15/2010 65332VAY9 8,765,250.00 9,300,000 9,300,000
Nextlink Communications Inc. - A 65333H707 2,505,350.00 71,200 71,200
Niagara Mohawk Holdings Inc. COM 653520106 9,569,605.50 607,594 607,594
Nicor Inc. COM 654086107 2,533,125.00 70,000 70,000
Nippon Telephone & Telegraph COM 6641373 645,344.63 66 66
NN Inc. COM 629337106 23,400.00 2,600 2,600
Nokia Corp -Spon ADR COM 654902204 1,110,768.76 27,900 27,900
Nomura Securities Co LTD COM 6643108 7,188,875.70 330,000 330,000
Nordson Corp COM 655663102 14,391,706.88 506,082 506,082
Norfolk & Southern Corp COM 655844108 789,750.00 54,000 54,000
Nortel Networks Corp COM 656568102 732,864.57 12,378 12,378
Northeast Utilities COM 664397106 12,004,486.69 553,521 553,521
Noven Pharmaceuticals Inc. COM 670009109 12,332,904.75 288,489 288,489
Novogen Limited COM 6648244 8,219,317.05 4,217,500 4,217,500
NTL Inc CV 5.75% 12/15/2009 62940TAA7 9,197,500.00 13,000,000 13,000,000
Nucor Corp COM 670346105 30,125,000.00 1,000,000 1,000,000
Numico NV COM 5402601 2,099,363.86 40,840 40,840
Nvidia COM 67066G104 66,233,518.13 808,959 808,959
<PAGE>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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OR DIS
CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
NXT PLC COM 0439756 15,600,213.33 833,650 833,650
Office Depot Inc. CV 0% 11/01/08 676220AB2 2,304,000.00 3,200,000 3,200,000
Offshore Logistics Inc. COM 676255102 2,788,500.00 156,000 156,000
Ogden Corp CV 6% 6/1/2002 4655978 11,880,000.00 13,500,000 13,500,000
OM Group Inc COM 670872100 68,253,144.77 1,564,542 1,564,542
Omnicom Group CV 2.25% 01/06/13 681919AG1 26,216,125.00 16,900,000 16,900,000
Omnivision Technologies COM 682128103 904,687.50 25,000 25,000
Omron Corporation COM 6659428 7,331,726.20 278,000 278,000
On Assigment Inc COM 682159108 20,230,600.00 644,800 644,800
Oracle Corporation COM 68389X105 157,633,717.19 2,001,802 2,001,802
Orbital Imaging Corp Warrants 68556F119 62,781.25 12,250 12,250
Orbital Sciences Corp. COM 685564106 28,395,713.89 3,390,533 3,390,533
Orbital Sciences Corp. CV 5% 10/01/2002 685564AC0 4,620,000.00 8,000,000 8,000,000
Orthofix International N.V. COM N6748L102 33,303,278.25 1,345,587 1,345,587
Oshkosh Truck Corp COM 688239201 29,622,205.00 764,444 764,444
Owens & Minor Inc COM 690732102 1,031,625.00 65,500 65,500
Oxford Health Plans COM 691471106 22,096,404.69 718,947 718,947
Pacific Sunwear of California COM 694873100 48,971,531.25 2,611,815 2,611,815
Packaging Corp COM 695156109 6,165,131.25 557,300 557,300
Pactiv Corporation COM 695257105 15,812,781.69 1,413,433 1,413,433
Palm Inc COM 696642107 476,861.00 9,008 9,008
Park24 Co Ltd COM 6667733 9,993,047.07 77,000 77,000
Parker Drilling CO CV 5.5% 08/01/04 701081AD3 12,489,125.00 14,650,000 14,650,000
Parlex Corp COM 701630105 2,254,156.25 136,100 136,100
Partnerre Ltd. COM G6852T105 13,118,271.38 276,538 276,538
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Pegasus Solutions Inc. COM 705906105 37,056,735.25 1,894,274 1,894,274
Penney, J.C. Co., Inc. COM 708160106 11,997,743.63 1,015,682 1,015,682
Peoplesoft Inc COM 712713106 15,236,861.15 545,391 545,391
Pepsico Inc. COM 713448108 27,191,290.00 591,115 591,115
Perkinelmer Inc. CV 0% 8/07/2020 714046AA7 14,385,000.00 21,000,000 21,000,000
PF CHANGS CHINA BISTRO INC COM 69333Y108 11,125,668.75 321,900 321,900
Pfizer Inc COM 717081103 4,012,642.92 89,523 89,523
Pharmaceutical Product Devel COM 717124101 21,320,045.31 802,637 802,637
Pharmacia Corporation COM 71713U102 280,974,042.03 4,668,312 4,668,312
Philip Morris Inc COM 718154107 448,921.88 15,250 15,250
Phillips Van Heusen Corp COM 718592108 17,995,725.01 1,745,040 1,745,040
Phoenix Tech Ltd. COM 719153108 8,939,343.75 560,900 560,900
Pilkington PLC COM 0688462 6,260,212.04 5,208,461 5,208,461
Pioneer Standard Electronics COM 723877106 2,941,706.25 216,900 216,900
Pirelli Spa COM 4689900 30,934.55 15,545 15,545
Plantronics, Inc. COM 727493108 148,088,736.00 3,897,072 3,897,072
PMC-Sierra Inc. COM 69344F106 533,174.25 2,477 2,477
Polymer Group Inc. COM 731745105 9,275,183.50 1,257,652 1,257,652
Potash Corp of Saskatchewan COM 73755L107 28,638,896.72 547,458 547,458
Potomac Elec Pwr CV 5% 09/01/02 737679BT6 9,840,000.00 10,250,000 10,250,000
Precision Castparts Corp. COM 740189105 32,153,491.51 837,876 837,876
Precoat International PLC COM 0699204 1,194,534.75 760,000 760,000
Primus Knowledge Solutions COM 74163Q100 2,726,981.25 184,100 184,100
Priority Healthcare Corp COM 74264T102 6,824,375.00 89,500 89,500
Procter & Gamble COM 742718109 215,631.06 3,302 3,302
Project Software & Development COM 74339P101 5,781,892.11 371,900 371,900
<PAGE>
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
Prosofttraining . Com COM 743477101 8,339,570.25 585,233 585,233
Protein Design Labs Inc COM 74369L103 915,800.00 7,600 7,600
Protein Design Labs Inc CV 5.5% 2/152007 74369LAB9 5,268,750.00 3,000,000 3,000,000
Providian Corp COM 74406A102 5,067,300.00 39,900 39,900
Providian Corp CV 3.25% 08/15/2005 74406AAA0 13,878,312.50 12,350,000 12,350,000
Proxicom Inc COM 744282104 3,162,900.00 162,200 162,200
Public Service Enterprise Gp COM 744573106 4,182,750.00 93,600 93,600
Qlt Inc. COM 746927102 5,606,212.50 79,100 79,100
Qualcomm Inc COM 747525103 22,818,240.00 320,256 320,256
Quicksilver, Inc. COM 74838C106 49,544,899.25 2,573,761 2,573,761
Qwest Communications Intl COM 749121109 216,761.87 4,510 4,510
R & B Falcon Corp. COM 74912E101 15,313,744.50 549,372 549,372
R.H. Donnelley Corp COM 74955W307 3,294,781.76 155,966 155,966
Radio One Inc. 144A CV 6.5% 7/15/2005 75040P504 1,800,000.00 3,000 3,000
Radioshack Corp COM 750438103 9,538,650.00 147,600 147,600
Radisys Corp COM 750459109 71,867,161.15 1,421,353 1,421,353
Railworks Corp COM 750789109 2,055,625.00 598,000 598,000
Ralston Purina Co COM 751277302 1,708,342.50 72,120 72,120
Rational Software Corp CV 5.0% 2/01/2007 75409PAC7 18,052,500.00 8,700,000 8,700,000
Ravisent Technologies Inc COM 754440105 42,187.50 15,000 15,000
Reader's Digest Association - Class A 755267101 1,991,625.00 56,400 56,400
Regeneron Pharmaceuticals COM 75886F107 897,187.50 27,500 27,500
Regent Communications Inc COM 758865109 7,063,262.50 1,269,800 1,269,800
Reliant Energy Inc. COM 75952J108 137,419,032.00 2,955,248 2,955,248
Renaissance Worldwide Inc COM 75968A109 2,872,435.97 1,838,359 1,838,359
Renal Care Group Inc. COM 759930100 17,240,939.01 925,688 925,688
Research In Motion COM 760975102 2,099,381.25 21,300 21,300
Rite Aid Corp CV 5.25% 09/15/02 767754AL8 2,691,562.50 7,425,000 7,425,000
Robbins & Myers Inc COM 770196103 13,367,781.01 565,832 565,832
Robert Mondavi Corp-Cl A COM 609200100 28,740,806.63 703,139 703,139
Rockwell International Corp. COM 773903109 892,375.00 29,500 29,500
Rogers Corp COM 775133101 68,315,787.39 2,160,183 2,160,183
Rohm & Haas Co. COM 775371107 132,102,846.59 4,545,519 4,545,519
Rosetta Inpharmatics COM 777777103 2,105,740.30 75,500 75,500
Rsa Security Inc Technologies , Inc. 749719100 2,829,000.00 65,600 65,600
RTI International Metals Inc. COM 74973W107 11,102,148.75 768,980 768,980
Rudolph Technologies Inc COM 781270103 3,454,093.75 103,300 103,300
Russell Corp COM 782352108 2,844,800.00 179,200 179,200
S1 Corporation COM 78463B101 20,768,110.46 1,739,737 1,739,737
Safeguard Scient COM 786449108 757,625.00 38,000 38,000
Safeway Inc. COM 786514208 47,173,657.01 1,010,413 1,010,413
SAI Automotive AG COM 5245903 997,152.00 120,000 120,000
Salem Communications -Cl A COM 794093104 11,591,300.00 913,600 913,600
Sanofi-Synthelabo SA COM 5671735 1,615,068.00 30,000 30,000
SAP Ag COM 4846288 12,782,586.96 66,330 66,330
Sara Lee Corp COM 803111103 2,102,343.75 103,500 103,500
Sawtek Inc COM 805468105 33,011,720.76 857,100 857,100
SBC Communication Inc. COM 78387G103 196,548,999.68 3,931,090 3,931,090
SCANA Corp. COM 80589M102 8,589,147.15 278,191 278,191
Scansoft Inc. COM 80603P107 1,244,213.97 780,659 780,659
SCB Computer Technology Inc. COM 78388N107 337,215.45 518,793 518,793
Schering Plough Corp. COM 806605101 7,731,090.00 166,260 166,260
<PAGE>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Schlumberger Ltd. COM 806857108 352,102,666.42 4,277,633 4,277,633
Scholastic Corp. COM 807066105 35,191,925.89 442,318 442,318
Schwab (Charles) Corp. COM 808513105 715,575.63 20,298 20,298
Sci Systems Inc CV 3% 3/15/2007 783890AF3 7,759,687.50 7,750,000 7,750,000
Scripps Co COM 811054204 467,640.00 8,660 8,660
SDL Inc. COM 784076101 495,880.00 1,610 1,610
Seacor Holdings CV 5.375% 11/15/06 811904AE1 116,550.00 105,000 105,000
Seagram Co. Ltd. COM 811850106 366,164.06 6,375 6,375
Seagram Co. Ltd. CVPFD 7.5 ACES 06/21/02 811850205 115,352,625.00 2,213,000 2,213,000
Sealed Air Corp COM 81211K100 72,400.00 1,600 1,600
Secom Co. COM 6791591 966,674.35 12,000 12,000
SEI Investments Company COM 784117103 1,464,525.00 20,700 20,700
SEI Trust I CV 6.25% 10/01/2030 78411Y104 3,647,187.50 55,000 55,000
Seitel Inc. COM 816074306 11,250,018.75 782,610 782,610
Semco Energy Inc. CV 11.0% 8/16/2003 78412D307 9,900,000.00 900,000 900,000
Semitool Inc. COM 816909105 19,966,743.75 1,558,380 1,558,380
Semtech Corp. CV 4.5% 2/01/2007 816850AD3 11,925,000.00 10,000,000 10,000,000
Sensormatic Electronics Corp COM 817265101 54,082,350.00 3,605,490 3,605,490
Shiseido Co. COM 6805265 311,008.10 25,000 25,000
Shoe Carnival Inc COM 824889109 6,142,778.25 1,170,053 1,170,053
Shopko Stores Inc COM 824911101 4,648,840.39 448,081 448,081
Sicor Inc COM 825846108 13,182,115.00 1,286,060 1,286,060
Siebel Systems Inc COM 826170102 484,654.64 4,354 4,354
Siemans AG COM 5727973 2,350,441.82 18,359 18,359
Sigma-Aldrich Corp COM 826552101 270,600.00 8,200 8,200
Silicon Storage Technology COM 827057100 3,316,875.00 122,000 122,000
Silicon Valley Group Inc COM 827066101 620,975.00 23,600 23,600
Simpson Manufacturing Co Inc. COM 829073105 25,999,366.25 581,804 581,804
Sinclair Broadcasting Group CVPFD 6% 829226505 4,208,968.75 135,500 135,500
Sirena Apparel Group, Inc COM 82966Q102 1,650.00 330,000 330,000
SKW Trostberg AG COM 5784677 2,492,296.56 408,600 408,600
Skywest Inc COM 830879102 42,141,337.50 822,270 822,270
SLI, Inc. COM 78442T108 12,881,985.23 1,761,639 1,761,639
Smithfield Foods Inc. COM 832248108 36,645,708.75 1,396,027 1,396,027
SmithKline Beecham PLC ADR COM 832378301 3,479,287.50 50,700 50,700
Smurfit-Stone Container Corp COM 832727101 1,527,600.00 127,300 127,300
Snap-on, Inc. COM 833034101 11,772,319.82 499,621 499,621
Solectron Corp. COM 834182107 16,572,712.50 359,300 359,300
Solectron Corp. CV 0% 01/27/2019 834182AJ6 15,936,875.00 21,500,000 21,500,000
Solectron Corp. CV 0% 5/8/2020 834182AK3 88,188,750.00 130,650,000 130,650,000
Sonoco Products Co. COM 835495102 903,125.00 50,000 50,000
Sonosite Inc COM 83568G104 9,037,275.00 483,600 483,600
Sony Corp. COM 6821506 812,792.55 8,000 8,000
SOS Staffing Services COM 78462X104 2,611,417.50 1,044,567 1,044,567
Southern Energy Inc. COM 842816100 9,710,562.51 309,500 309,500
Southwest Gas Corp COM 844895102 12,266,004.07 585,839 585,839
Splitrock Services Inc Warrant 848636114 372,968.75 2,750 2,750
Sprint (PCS Group) 852061506 701,250.00 20,000 20,000
Sprint SPRINT CORP COM 852061100 1,175,724.38 40,110 40,110
SPS Technologies Inc. COM 784626103 23,268,602.50 479,765 479,765
St. Jude Medical, Inc. COM 790849103 20,582,835.00 403,585 403,585
St. Paul Companies Inc. COM 792860108 210,965,778.76 4,278,140 4,278,140
<PAGE>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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CUSIP/ PRIN- CRE- MANA- VOTING
SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Stage Stores COM 85254C107 247,998.30 2,479,983 2,479,983
Startek Inc COM 85569C107 313,200.00 10,800 10,800
State Street Corp COM 857477103 3,523,000.00 27,100 27,100
Steiner Leisure COM P8744Y102 31,290,520.15 1,398,459 1,398,459
Steris Corp. Com COM 859152100 9,694,956.00 807,913 807,913
Steve Madden Ltd COM 556269108 2,370,124.15 274,797 274,797
Stillwater Mining Co. COM 86074Q102 47,353,469.79 1,749,297 1,749,297
Stmicroelectronics CV 0% 9/22/09 861012AB8 11,124,375.00 8,500,000 8,500,000
Stone Energy Corp. COM 861642106 30,464,115.00 553,893 553,893
Strategic Distribution Inc COM 862701208 2,288,081.25 1,355,900 1,355,900
Student Advantage Inc COM 86386Q105 18,130,854.90 2,458,421 2,458,421
Suez Lyonnaise des Eaux COM 4540438 1,553,188.00 10,000 10,000
Sun Microsystems Inc COM 866810104 101,672,905.00 870,860 870,860
Sungard Data Systems COM 867363103 5,475,718.75 127,900 127,900
Superior Energy Services COM 868157108 13,042,995.00 1,242,190 1,242,190
Superior Industries Intl. COM 868168105 33,639,120.00 1,121,304 1,121,304
Surmodics Inc COM 868873100 3,854,400.00 70,400 70,400
Swift Energy Co. CVT 6.25% 11/15/06 870738AB7 16,271,125.00 12,350,000 12,350,000
Swift Transportation Co Inc COM 870756103 13,395,228.01 1,025,472 1,025,472
Swiss Life (GLXO) (GLXO) CV 2.0% 5/20/2003 5446494 5,728,725.00 5,750,000 5,750,000
Swiss Life (RD) (RD) CV 2.0% 5/20/2005 5446546 34,968,105.75 34,365,000 34,365,000
Swiss Re America CV 2.25% 06/10/2004 5685899 879,750.00 900,000 900,000
Sybase Inc COM 871130100 1,357,000.00 59,000 59,000
Sykes Enterprises Inc COM 871237103 574,920.77 106,962 106,962
Symantec Corp COM 871503108 4,620,000.00 105,000 105,000
Systems & Computer Tech Corp. COM 871873105 34,905,732.20 1,987,515 1,987,515
Taisho Pharmaceuticals Co. COM 6870144 402,502.88 13,000 13,000
Take-Two Interactive Software COM 874054109 5,362,365.94 426,855 426,855
Talk.Com Inc. COM 874264104 8,608,368.00 1,953,650 1,953,650
Tarrant Apparel COM 876289109 13,877,857.50 1,850,381 1,850,381
Tech Data Corp COM 878237106 5,249,700.00 122,800 122,800
Technitrol Inc. COM 878555101 28,172,940.00 278,940 278,940
Technology Solutions COM 87872T108 823,750.00 329,500 329,500
Teco Energy Inc. COM 872375100 17,951,183.75 624,389 624,389
TeleCorp PCS Inc COM 879299105 1,957,000.00 103,000 103,000
Teleflex Inc. COM 879369106 17,763,934.39 516,769 516,769
Teletech Holdings COM 879939106 61,528,871.25 2,486,015 2,486,015
Tellabs Inc. COM 879664100 6,301,472.00 131,968 131,968
Temple-Inland, Inc. COM 879868107 1,515,000.00 40,000 40,000
Tenet Healthcare Corporation COM 88033G100 13,043,165.65 358,575 358,575
Tennant Co COM 880345103 13,027,200.00 294,400 294,400
Teva Pharmaceutical -SP COM 881624209 7,260,200.00 99,200 99,200
Texaco Capital CV 3.5% 8/05/2004 5291058 9,359,000.00 9,800,000 9,800,000
Texaco Inc COM 881694103 273,000.00 5,200 5,200
Texas Instruments Inc. COM 882508104 99,503,337.50 2,108,680 2,108,680
The Bisys Group Inc COM 055472104 6,797,778.93 87,926 87,926
The Coastal Corp. COM 190441105 256,725,931.55 3,463,419 3,463,419
The Coastal Corp. CVPFD 6.625% 190441865 104,062,500.00 2,500,000 2,500,000
The Times Mirror Company CV 0% 04/15/17 887364AE7 55,927,875.00 84,900,000 84,900,000
Theragenics Corp COM 883375107 11,631,249.50 1,789,423 1,789,423
Therma-Wave Inc COM 88343A108 3,516,125.00 122,300 122,300
Thermo Electron Corp. CV 4.0% 1/15/2005 883556AH5 3,520,000.00 4,000,000 4,000,000
<PAGE>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVEST-
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SEDOL FAIR MARKET CIPAL TION GERS AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
THQ INC COM 872443403 19,593,821.25 842,745 842,745
Three- Five Systems Inc. COM 88554L108 14,837,033.25 507,249 507,249
Timberland Company COM 887100105 81,358,801.00 1,984,361 1,984,361
Timberwest Forest Corp. COM 2298795 3,485,373.13 486,500 486,500
Time Warner Inc. COM 887315109 190,404,176.91 2,433,305 2,433,305
Tokyo Electric Power COM 6895404 471,842.39 20,000 20,000
Tosco Corp COM 891490302 112,482,552.90 3,606,655 3,606,655
Total Fina Elf S.A. - ADR COM 89151E109 245,239,757.81 3,339,435 3,339,435
Total Renal Care Holdings Inc COM 89151A107 1,273,207.50 169,761 169,761
Toyoda Gosei Co LTD COM 6900557 7,437,311.38 113,000 113,000
Transatlantic Holdings Inc. COM 893521104 9,194,130.00 99,396 99,396
Transmontaigne Oil Co. COM 893934109 2,826,225.00 572,400 572,400
Transocean Sedco Forex COM G90078109 75,726,205.63 1,291,705 1,291,705
Transocean Sedco Forex CV 0% 5/24/2020 893830AA7 41,132,825.00 65,420,000 65,420,000
Trega Biosciences Inc COM 894699107 42,400.00 12,800 12,800
Trenwick Group Ltd COM G9032C109 14,496,126.00 762,954 762,954
Tribune Co. COM 896047107 22,088,857.14 506,409 506,409
Trifast PLC COM 0888392 9,309,671.29 2,046,600 2,046,600
Trigon Healthcare Inc. Class A COM 89618L100 5,033,279.88 95,758 95,758
Tropical Sportswear Intl COM 89708P102 20,963,958.00 1,233,174 1,233,174
True North Comm Inc COM 897844106 1,379,950.00 38,600 38,600
TRW Inc. COM 872649108 18,291,406.25 450,250 450,250
Tuesday Morning Corp COM 899035505 3,766,406.25 482,100 482,100
Turbo Genset COM 0687715 2,045,672.20 61,625 61,625
Turbo Genset Inc Cl A COM 2775663 1,114,427.86 35,000 35,000
TXU Corp CVPFD 9.25% 8/16/2002 873168207 109,248,750.00 2,340,000 2,340,000
Tyco Intl. Ltd. COM 902124106 27,762,618.17 535,183 535,183
Tycom Ltd COM G9144B106 1,262,537.50 32,900 32,900
U.S. Wireless Data Inc. - CL A 912899101 16,406.25 10,500 10,500
UBI Soft Entertaiment COM 5871836 11,737,188.45 248,175 248,175
UBI Soft Entertainment Warrants 5807002 734,444.88 13,620 13,620
Ubs Ag Stamford (T) (T) CV 1.5% 07/12/2006 90261AAA0 1,563,281.25 1,875,000 1,875,000
UCBH Holdings Inc COM 90262T308 6,603,825.00 184,400 184,400
Unicom Corporation COM 904911104 259,776,458.68 4,623,385 4,623,385
Union Carbide Corp COM 905581104 171,423,511.40 4,541,020 4,541,020
Union Pacific Corp COM 907818108 24,388,814.42 627,365 627,365
Unisys Corp. COM 909214108 2,544,412.50 226,170 226,170
United Natural Foods Inc COM 911163103 295,762.50 23,900 23,900
United Parcel Service -Cl B COM 911312106 169,086,777.82 2,999,322 2,999,322
United Parcel Service -Cl B CV 1.75% 09/27/2007 911312AB2 15,281,250.00 15,000,000 15,000,000
United Technologies Corp COM 913017109 172,369,232.37 2,489,123 2,489,123
Unitedglobalcom CVPFD 7% 12/31/2049 913247201 5,192,625.00 122,000 122,000
Unitedhealth Group Inc. COM 91324P102 286,058,210.00 2,896,792 2,896,792
Universal Compression Hldgs COM 913431102 15,640,081.87 505,538 505,538
Universal Electronics Inc. COM 913483103 5,161,612.50 213,400 213,400
Universal Foods Corp. COM 913538104 12,187,795.25 598,174 598,174
US Cellular CVSD 0% 06/15/15 911684AA6 64,888,500.00 95,600,000 95,600,000
US Liquids Inc COM 902974104 1,188,206.25 316,855 316,855
USA Networks Inc. COM 902984103 399,262.50 18,200 18,200
Usinternetworking Inc CV 7% 11/01/2004 917311AH5 1,901,250.00 3,000,000 3,000,000
Usx - Us Steel Group COM 90337T101 4,881,262.50 321,400 321,400
Valspar Corp COM 920355104 7,525,000.00 350,000 350,000
<PAGE>
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
Valuevision Intl Inc-Cl A COM 92047K107 23,137,612.50 920,900 920,900
Vans Inc COM 921930103 19,936,531.89 1,296,685 1,296,685
Varian Medical Systems Inc. COM 92220P105 16,672,063.69 368,953 368,953
Vectron Systems AG COM 5696330 5,771,857.00 143,500 143,500
Verisign Inc. COM 92343E102 2,132,375.44 10,527 10,527
Verity Inc COM 92343C106 10,067,443.75 282,100 282,100
Verizon Communications COM 92343V104 209,921,755.47 4,333,868 4,333,868
Vertias Software Inc COM 923436109 331,002.00 2,331 2,331
Via Net . Works Inc COM 925912107 962,500.00 100,000 100,000
Viacom Inc. COM 925524308 164,035,696.50 2,804,029 2,804,029
Viatel Inc. COM 925529208 370,291.50 36,126 36,126
Vintage Petroleum Inc. COM 927460105 52,822,997.50 2,321,890 2,321,890
Virage Inc. COM 92763Q106 1,763,437.50 104,500 104,500
Vitesse Semiconductor Corp CV 4.0% 3/15/2005 928497AB2 11,495,000.00 11,000,000 11,000,000
Vivendi (Ex-Gen Des Eaux) COM 5687237 315,794.64 4,359 4,359
Vodafone Group COM 0719210 32,910.85 13,034 13,034
Vodafone Group PLC COM 92857W100 262,700.00 7,100 7,100
Vossloh AG COM 5092336 3,031,731.04 206,600 206,600
W.E.T. Automotive Systems AG COM 5446999 2,960,555.78 92,900 92,900
Wabtec COM 929740108 8,419,210.94 831,527 831,527
Wal Mart Stores Inc COM 931142103 2,788,699.03 58,051 58,051
Waste Management Inc. COM 94106L109 140,817,190.69 8,075,797 8,075,797
Waste Management Inc. CVSNT 4% 02/01/02 94106LAA7 1,215,500.00 1,300,000 1,300,000
Watson Pharmaceutical Inc. COM 942683103 6,331,800.00 97,600 97,600
WBK Strypes Trst CVPFD 10% 929229102 9,581,250.00 300,000 300,000
Weatherford International COM 947074100 5,671,700.00 131,900 131,900
Webster Financial Corp COM 947890109 12,911,009.06 479,295 479,295
Wellpoint Health CV 0% 07/02/19 94973HAA6 30,071,350.00 38,065,000 38,065,000
Wells Fargo Co. COM 949746101 298,039,810.15 6,487,941 6,487,941
West Teleservices Corp COM 956188106 5,231,600.00 237,800 237,800
Whole Foods Market Inc. COM 966837106 62,148,650.01 1,157,600 1,157,600
Wild Oats Markets COM 96808B107 12,608,601.88 1,073,073 1,073,073
Wilmington Trust Corporation COM 971807102 429,000.00 8,000 8,000
Wind River Systems COM 973149107 5,987,393.75 124,900 124,900
Woodhead Industries Inc COM 979438108 14,495,614.88 696,486 696,486
World Color Press CV 6.00% 10/01/07 981443AA2 6,157,500.00 6,000,000 6,000,000
Worldcom Inc. COM 98157D106 125,300,064.46 4,125,105 4,125,105
Xerox Corp COM 984121103 2,348,575.13 155,922 155,922
Xerox Corp CV .57% 04/21/18 984121BB8 1,700,926.50 3,315,000 3,315,000
Xircom Inc COM 983922105 18,589,050.00 736,200 736,200
XL Capital Ltd. Class A COM G98255105 18,163,173.00 247,118 247,118
Yahoo Inc COM 984332106 436,187.02 4,814 4,814
Young & Rubicam CV 3.0% 1/15/2005 987425AC9 18,288,500.00 18,520,000 18,520,000
Zale Corp NEW 988858106 2,076,000.00 64,000 64,000
</TABLE>
