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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).)
<PAGE>
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
<PAGE>
13 F S.E.C. Use Only
As of 6/30/2000
<TABLE>
<CAPTION>
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 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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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
</TABLE>
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<TABLE>
<CAPTION>
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>
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
</TABLE>
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<TABLE>
<CAPTION>
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>
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
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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
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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
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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
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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
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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>
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
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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>
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
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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>
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
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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>
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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
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>
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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