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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: December 31, 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 January 19, 2001
------------------- [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: 896
Form 13F Information Table Value Total: $ 24,295,884
(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 12/29/2000 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>
AAR Corp. COM 000361105 1,718,540.25 136,122 136,122
Ace Ltd. CV PFD 8.25% 004408209 86,000,000.00 1,000,000 1,000,000
ACE Ltd COM G0070K103 291,396,087.88 6,866,476 6,866,476
Activision COM 004930202 18,507,176.90 1,223,615 1,223,615
Acxiom Corp COM 005125109 66,361,181.25 1,704,300 1,704,300
Advanced Digital Info Corp COM 007525108 62,452,613.00 2,715,331 2,715,331
Advance Paradigm Inc COM 007491103 60,329,178.00 1,325,916 1,325,916
Advo Inc. COM 007585102 843,125.00 19,000 19,000
Aegis Communications Group Inc COM 00760B105 2,615,440.00 3,269,300 3,269,300
Aegon COM 007924103 174,899,441.50 4,220,801 4,220,801
Aegon NV COM 5927375 921,826.36 22,518 22,518
AES Trust VII CV 6.0% 5/15/2008 00103V305 10,798,593.75 157,500 157,500
Aether Systems Inc Cv 6.0% 03/22/2005 00808VAA3 1,162,500.00 2,000,000 2,000,000
Affymetrix Inc. CV 4.75% 02/15/2007 00826TAD0 7,992,000.00 10,800,000 10,800,000
Agilent Technologies Inc COM 00846U101 385,114.65 7,044 7,044
Akorn Inc COM 009728106 3,478,774.71 530,099 530,099
Alaska Airgroup Inc COM 011659109 19,232,482.50 646,470 646,470
Albany Molecular Research COM 012423109 34,966,641.25 567,410 567,410
Albertson's Inc COM 013104104 9,326,277.50 351,935 351,935
Alcatel COM 5975006 13,114,856.95 231,040 231,040
Alcoa Inc. COM 013817101 326,416,730.50 9,743,783 9,743,783
Alexion Pharmaceutical CV 5.75% 03/15/2007 015351AB5 4,043,750.00 5,000,000 5,000,000
ALLEGHENY CNTY-C-48 -PA COM 0172857 1,762,398.69 399,766 399,766
Allegheny Energy Inc. COM 017361106 168,689,981.26 3,500,700 3,500,700
Allergan Inc CV 0% 11/01/2020 018490AA0 3,940,875.00 5,650,000 5,650,000
Alliant Techsystems Inc COM 018804104 8,035,498.50 120,382 120,382
Alloy Online Inc COM 019855105 7,154,410.34 930,655 930,655
Alltel Corp. COM 020039103 188,937,884.76 3,026,032 3,026,032
Alpha Industries Inc COM 020753109 1,332,000.00 36,000 36,000
Alpharma Inc.-CL A COM 020813101 4,203,225.00 95,800 95,800
Alza Corp CV 0% 7/28/2020 02261WAB5 5,900,718.75 8,475,000 8,475,000
AMDOCS Automatic Co. CVPFD 6.75 02342R202 6,844,000.00 118,000 118,000
Ameren Corporation COM 023608102 13,069,989.56 282,213 282,213
American Axle & Mfg Holdings, COM 024061103 4,931,878.32 621,339 621,339
American Classic Voyages Co COM 024928103 7,814,800.00 558,200 558,200
<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 Express Company COM 025816109 582,586.23 10,696 10,696
American General Corp. COM 026351106 278,043,933.00 3,411,582 3,411,582
American Home Products Corp. COM 026609107 404,469,583.00 6,364,621 6,364,621
American Intl Group Inc COM 026874107 2,330,860.91 23,745 23,745
American Intl Group Inc CV 0.5% 5/15/2007 026874AN7 1,744,200.00 1,520,000 1,520,000
American Management Systems COM 027352103 24,646,135.82 1,243,969 1,243,969
America Online Inc. COM 02364J104 1,207,089.48 34,769 34,769
America Online Inc. CV 0% 12/06/2019 02364JAC8 547,687.50 1,150,000 1,150,000
Americredit Corp COM 03060R101 8,886,225.00 326,100 326,100
Amerus Group Co CV 7.0% 03072M207 9,735,000.00 330,000 330,000
Ametek Inc COM 031100100 13,078,543.45 504,233 504,233
AMF Bowling Inc. CV 0% 05/12/18 03113VAB5 119,960.00 11,996,000 11,996,000
Amgen Inc COM 031162100 1,164,941.26 18,220 18,220
Ampex Corp. COM 032092108 287,850.00 767,600 767,600
AMR Corp/Del COM 001765106 134,166,400.60 3,423,704 3,423,704
Anadarko Petroleum Corp. CV 0% 3/7/2020 032511AP2 20,576,250.00 23,250,000 23,250,000
Analog Devices CV 4.75% 10/01/2005 032654AD7 44,125.00 50,000 50,000
Analogic Corp COM 032657207 22,045,425.28 494,708 494,708
AnnTaylor Stores Corp COM 036115103 38,645,818.34 1,549,707 1,549,707
AON Corp. COM 037389103 2,320,232.00 67,744 67,744
APAC Customer Services Inc. COM 00185E106 179,212.50 48,600 48,600
Applebee's Intl Inc COM 037899101 892,825.00 28,400 28,400
Apple Computer Inc. COM 037833100 24,887,526.20 1,673,111 1,673,111
Applied Materials Inc. COM 038222105 356,289.38 9,330 9,330
Apri Healthcare Group Inc COM 037933108 35,838,040.00 1,204,640 1,204,640
Arbor Software Corp. CV 4.5% 3/15/05 038918AC2 7,737,500.00 10,000,000 10,000,000
Archer-Daniels-Midland Co. COM 039483102 109,128,015.00 7,275,201 7,275,201
Ariba Inc COM 04033V104 215,000.00 4,000 4,000
Armor Holdings COM 042260109 36,045,335.27 2,067,116 2,067,116
Arnold Industries Inc COM 042595108 10,800,000.00 600,000 600,000
Arrow International Inc. COM 042764100 33,835,205.37 898,155 898,155
Artesyn Tech Inc. COM 043127109 17,487,534.90 1,101,577 1,101,577
Asahi Kasei Corporation COM 6054603 7,073,846.32 1,229,000 1,229,000
Ashtead Group PLC COM 0053673 6,425,190.67 3,492,500 3,492,500
Aspect Telecommunications COM 04523Q102 292,102.47 36,300 36,300
Aspen Technology Inc COM 045327103 921,025.00 27,700 27,700
Astropower Inc COM 04644A101 470,625.00 15,000 15,000
ATS Medical Inc. COM 002083103 27,402,276.64 1,931,438 1,931,438
AT&T Corp. COM 001957109 11,091,765.26 640,765 640,765
AT&T Corp. (Liberty Media A) COM 001957208 607,654.25 44,804 44,804
Automatic Data Processing CVSD 0% 02/20/12 053015AC7 5,861,937.50 3,550,000 3,550,000
Avid Technology Inc COM 05367P100 1,472,207.36 80,600 80,600
Avon Products Inc. COM 054303102 108,627,417.50 2,268,980 2,268,980
Aware Inc/Mass COM 05453N100 401,150.00 22,600 22,600
AXA SA CNV 2.5% 01/01/14 5617074 201,707.94 120,000 120,000
<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
AXA -UAP- COM 4026927 1,879,978.10 13,000 13,000
AXT Inc COM 00246W103 19,890,267.77 601,596 601,596
Baker Hughes Inc. COM 057224107 51,953,261.19 1,250,003 1,250,003
Baker (Michael) Corp COM 057149106 5,187,850.00 669,400 669,400
Baldor Electric COM 057741100 2,028,000.00 96,000 96,000
Ballard Power Systems Inc. COM 2072717 10,035,234.84 159,006 159,006
Ball Corp COM 058498106 19,699,411.19 427,667 427,667
Bally Total Fitness Hldgs COM 05873K108 17,184,787.50 507,300 507,300
Bank of New York COM 064057102 45,536,976.74 825,132 825,132
Bank One Corp. COM 06423A103 165,305,948.73 4,513,473 4,513,473
Barnes & Noble Inc COM 067774109 2,862,000.00 108,000 108,000
Barra Inc COM 068313105 2,069,258.75 43,910 43,910
Barrett Resources Corp COM 068480201 2,925,843.75 51,500 51,500
Barr Laboratories Inc COM 068306109 34,673,101.84 475,381 475,381
Basin Exploration Inc. COM 070107107 21,239,995.50 832,941 832,941
Baxter International Inc. COM 071813109 167,659,691.74 1,898,482 1,898,482
Bea Systems Inc COM 073325102 2,961,750.00 44,000 44,000
Becton Dickinson & Co. COM 075887109 133,775,314.88 3,863,547 3,863,547
BEI Technologies Inc COM 05538P104 12,423,439.89 1,068,683 1,068,683
Bell Atlantic (NZT) (NZT) CV 5.75% 04/01/2003 07785GAD2 3,271,811.40 3,345,000 3,345,000
Bell Atlantic (NZT) (NZT) CV 5.75% 4/01/2003 5413379 487,050.00 500,000 500,000
Bellsouth Corp. COM 079860102 13,986,501.57 341,655 341,655
Bergen Brunswig Corp COM 083739102 9,376,109.00 592,300 592,300
Berkshire Hathaway CVSNT 1% 12/03/01 084670AF5 2,298,750.00 750,000 750,000
Bindley Western Inds COM 090324104 1,321,687.50 31,800 31,800
Biogen Inc. COM 090597105 270,281.25 4,500 4,500
Bio-Rad COM 090572207 1,548,660.00 48,700 48,700
BJ Services Co COM 055482103 6,997,700.00 101,600 101,600
Blyth Industries, Inc. COM 09643P108 747,875.00 31,000 31,000
Boeing Co. COM 097023105 257,994,368.78 3,909,006 3,909,006
Borg Warner Inc COM 099724106 16,470,080.00 411,752 411,752
Boston Communications Group COM 100582105 14,477,884.76 519,386 519,386
Boston Scientific Corp COM 101137107 17,545,650.38 1,281,874 1,281,874
Bourgues Offshore SA ADR 102112109 333,900.00 14,400 14,400
Bowater Inc COM 102183100 180,340,637.20 3,198,947 3,198,947
BP Amoco PLC- ADR COM 055622104 148,274,907.26 3,097,126 3,097,126
Brady Corporation COM 104674106 892,650.00 26,400 26,400
Briggs & Stratton COM 109043109 13,497,676.89 304,173 304,173
Bristol-Myers Squibb Co. COM 110122108 13,780,299.46 186,437 186,437
British Aerospace PLC COM 0263494 367,485.65 64,318 64,318
Broadcom Corp - Class A 111320107 359,463.00 4,254 4,254
Broadwing Inc. COM 111620100 3,989,906.25 174,900 174,900
Brocade Communications Sys COM 111621108 918,859.50 10,008 10,008
BSquare Corp COM 11776U102 3,796,440.00 632,740 632,740
Buca Inc ADR COM 117769109 13,756,283.13 936,598 936,598
<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
Burlington Northern Santa Fe COM 12189T104 61,969,833.82 2,188,780 2,188,780
Burntsand Inc. COM 2757371 3,342,491.41 1,208,532 1,208,532
Burr-Brown Corp CV 4.25% 2/15/2007 122574AF3 5,857,500.00 4,400,000 4,400,000
Butler International Inc. COM 123649105 5,277,851.17 1,141,157 1,141,157
Cable Design Technologies COM 126924109 14,489,853.14 861,850 861,850
Cadence Design Sys Inc COM 127387108 165,497,667.50 6,018,097 6,018,097
Cal Dive International COM 127914109 2,335,012.50 87,700 87,700
California Federal capital PFD 9 1/8 130214208 11,593,750.00 500,000 500,000
Calpine Corp COM 131347106 7,587,623.76 168,380 168,380
Cambrex Corp COM 132011107 918,575.00 20,300 20,300
Cambridge Technology COM 132524109 796,461.77 303,414 303,414
Canon Inc. COM 6172323 559,832.13 16,000 16,000
Cap Gemini SA COM 4163437 6,213,901.01 38,517 38,517
Cardinal Health Inc. COM 14149Y108 1,085,912.50 10,900 10,900
Caremark Rx Inc. COM 141705103 54,836,266.20 4,043,227 4,043,227
Carlisle Cos Inc COM 142339100 14,750,362.32 343,531 343,531
Carpenter Technology COM 144285103 46,903,080.00 1,340,088 1,340,088
Casey's General Store COM 147528103 875,337.50 58,600 58,600
Catellus Development Corp. COM 149111106 4,928,000.00 281,600 281,600
CBRL Group Inc COM 12489V106 20,127,888.00 1,106,688 1,106,688
C-Cor.Net Corporation COM 125010108 291,564.00 30,000 30,000
C&D Technologies Inc COM 124661109 1,204,931.25 27,900 27,900
Cec Entertainment Inc. COM 125137109 33,017,131.90 967,535 967,535
CellStar Corp. COM 150925105 6,685,858.51 4,651,032 4,651,032
Centocor Inc. CV 4.75% 2/15/05 152342AE1 16,177,525.00 11,830,000 11,830,000
Cephalon Inc COM 156708109 2,868,056.25 45,300 45,300
Ceridian Corp COM 15677T106 253,206.25 12,700 12,700
CeWe Color Holding AG COM 5740806 6,238,872.13 359,125 359,125
Championship Auto Racing COM 158711101 17,706,360.00 843,160 843,160
Charter Communications Inc -A COM 16117M107 4,374,150.00 192,800 192,800
Chase Manhattan Corp. COM 16161A108 189,306,574.44 4,166,307 4,166,307
Checkfree Corp COM 162813109 17,453,231.25 405,300 405,300
Cheesecake Factory COM 163072101 602,487.50 15,700 15,700
Cherokee Inc COM 16444H102 209,875.00 23,000 23,000
Chevron Corp. COM 166751107 170,790,849.87 2,022,715 2,022,715
Children's Place COM 168905107 19,426,412.25 959,329 959,329
Chittenden Corp COM 170228100 797,218.75 26,300 26,300
Chubb Corp. COM 171232101 187,010,405.00 2,161,970 2,161,970
Church & Dwight Co., Inc. COM 171340102 24,566,959.25 1,104,133 1,104,133
Ciena Corp COM 171779101 835,721.25 10,270 10,270
Cigna Corp. COM 125509109 275,354,949.57 2,081,292 2,081,292
CII Financial Inc. CVSDEB 7.5% 09/15/01 12551LAB7 3,360,000.00 6,000,000 6,000,000
Cinar Corp Cl B sub vtg 171905300 3,708,818.75 912,940 912,940
Cincinnati Financial Corp. CV 5.5% 05/01/02 172062AB7 1,999,687.50 750,000 750,000
Cisco Sys Inc COM 17275R102 6,419,685.35 168,051 168,051
<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
Citigroup COM 172967101 770,614.27 15,193 15,193
Clarcor Inc. COM 179895107 11,834,263.69 572,049 572,049
Clear Channel Communications CV 1.5% 12/01/02 184502AE2 4,564,500.00 5,100,000 5,100,000
Clear Channel Communications CV 2.625% 04/01/03 184502AB8 9,198,475.00 9,130,000 9,130,000
CNB Cap Trust I CV PFD 6.0% 6/30/2028 12613G207 45,905,062.50 1,112,850 1,112,850
Coca Cola Co., Inc. COM 191216100 786,739.98 13,015 13,015
Coherent Inc. COM 192479103 32,764,550.00 1,008,140 1,008,140
Coldwater Creek Inc COM 193068103 11,022,025.95 354,834 354,834
Colin Corp. COM 6085108 2,525,542.69 40,100 40,100
Collateral Therapeutics COM 193921103 873,762.50 49,400 49,400
Comerica Inc. COM 200340107 2,900,468.75 48,850 48,850
Commscope Inc. COM 203372107 9,179,434.39 554,230 554,230
Commscope Inc. CV 4% 12/15/2006 203372AB3 6,574,750.00 9,100,000 9,100,000
Compaq Computers Corp COM 204493100 556,503.85 36,977 36,977
Complete Business Solutions COM 20452F107 1,679,647.38 162,867 162,867
Computer Associates Int'l COM 204912109 494,942.62 25,441 25,441
Computer Sciences Corp. COM 205363104 419,672.50 6,980 6,980
Comtech Telecommunications COM 205826209 11,188,503.76 718,940 718,940
Comverse Tech COM 205862402 651,750.00 6,000 6,000
Comverse Tech CV 4.5% 07/01/05 205862AG0 1,014,875.00 200,000 200,000
Conagra Foods Inc COM 205887102 134,852,172.00 5,186,622 5,186,622
Concord Efs Inc. COM 206197105 8,093,287.50 184,200 184,200
Consolidated Stores Corp. COM 210149100 60,251,325.72 5,670,713 5,670,713
Constellation Energy Group Inc COM 210371100 53,505,236.78 1,187,356 1,187,356
Convergys Corp. COM 212485106 6,724,375.00 148,400 148,400
Core Laboratories N.V. COM N22717107 42,190,083.08 1,544,717 1,544,717
Corixa Corp COM 21887F100 20,471,706.65 734,411 734,411
Cornell Companies Inc. COM 219141108 344,709.51 64,132 64,132
Corning Inc. COM 219350105 3,774,436.08 71,574 71,574
Corn Products International COM 219023108 17,882,417.82 615,309 615,309
Corporate Executive Board Co COM 21988R102 52,461,960.76 1,319,280 1,319,280
Costco Companies Inc. CV 0% 08/19/17 22160QAC6 5,904,000.00 6,150,000 6,150,000
Cost Plus Inc COM 221485105 18,614,408.83 633,682 633,682
Cox Communications Inc. CV 0.42589% 4/19/2020 224044AX5 3,355,000.00 8,800,000 8,800,000
Cox Communications Inc. CV 7% 08/16/02 224044305 17,050,000.00 275,000 275,000
Cray Inc. COM 225223106 1,626,150.00 1,084,100 1,084,100
Credit Suisse First Boston (DD) (DD) CV 2.0% 7/24/2003 2254C0AJ6 208,125.00 225,000 225,000
Credit Suisse First Boston (GE) (GE) CV 2% 5/01/2010 2254C0AZ0 16,736,500.00 18,700,000 18,700,000
Credit Suisse First Boston (GIS) (GIS) CV 2.25% 03/16/04 2254C0AL1 10,112,625.00 10,100,000 10,100,000
Credit Suisse First Boston (INTC) (INTC) CV 1.00%
09/05/2010 2254C0BD8 1,425,000.00 2,000,000 2,000,000
Credit Suisse First Boston (LU) (LU) CV 1.5% 02/07/2010 2254C0AV9 2,798,250.00 3,900,000 3,900,000
Critical Path Inc COM 22674V100 3,391,725.00 110,300 110,300
Crompton Corporation COM 227116100 12,074,601.00 1,149,962 1,149,962
Crossland Savings FSB Brooklyn CV PFD $1.8125 SERIES A 227901204 60,000.00 375,000 375,000
Crossman Comntys Inc. COM 22764E109 19,258,365.00 917,065 917,065
<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
Cross Timbers Oil Co. COM 227573102 3,504,825.00 126,300 126,300
Crown Castle Intl Corp COM 228227104 1,163,687.50 43,000 43,000
CSG Systems Intl Inc COM 126349109 6,242,687.50 133,000 133,000
CTS Corp COM 126501105 9,390,672.50 257,720 257,720
Cuisine Solutions Inc COM 229904107 50,531.25 38,500 38,500
Cullen/Frost Bankers Inc. COM 229899109 15,845,181.38 378,958 378,958
Cutter & Buck Inc. COM 232217109 10,032,952.14 1,315,797 1,315,797
CyberSource Corp COM 23251J106 775,912.50 326,700 326,700
Cypress Semicon COM 232806109 1,086,750.00 55,200 55,200
Cypress Semicon CV 3.75% 7/01/2005 232806AF6 4,285,250.00 6,100,000 6,100,000
Cypress Semicon CV 4% 02/01/2005 232806AE9 12,343,187.50 15,850,000 15,850,000
Cytec Industries Inc COM 232820100 10,834,923.95 271,297 271,297
Dallas Semiconductor Corp. COM 235204104 6,877,750.00 268,400 268,400
Datastream Systems Inc COM 238124101 20,009,759.25 2,052,283 2,052,283
Davita Inc COM 23918K108 17,100,990.76 998,598 998,598
DBS Management PLC COM 0242620 1,972,794.88 1,712,958 1,712,958
Dean Foods Co. COM 242361103 9,281,710.56 302,459 302,459
Deere & Co COM 244199105 354,232,511.72 7,732,224 7,732,224
Dell Computer Corp COM 247025109 468,955.36 27,039 27,039
Devon Energy Corporation COM 25179M103 900,831.75 14,775 14,775
Devon Energy Corporation CV 4.95% 08/15/08 25179MAB9 10,477,500.00 11,000,000 11,000,000
Diageo PLC ADR 25243Q205 14,703,212.51 331,340 331,340
Diageo PLC COM 0237400 1,566,492.23 141,500 141,500
Diagnostic Products Corp COM 252450101 17,767,327.50 325,260 325,260
Diamoncluster Intl Inc COM 25278P106 14,731,195.00 482,990 482,990
Diamond Offshore CVSD 3.75% 02/15/07 25271CAA0 275,625.00 250,000 250,000
Digene Corp COM 253752109 625,625.00 14,000 14,000
Dionex Corp. COM 254546104 5,878,800.00 170,400 170,400
Dobson Communication Corp. COM 256069105 2,035,800.00 139,200 139,200
Documentum Inc. COM 256159104 40,424,756.25 813,580 813,580
Dominion Resources Inc. COM 25746U109 462,697,445.67 6,905,994 6,905,994
Dominion Resources Inc. CV PFD 9.5% 11/16/2004 25746U208 2,731,250.00 43,700 43,700
Donaldson Inc COM 257651109 12,686,560.63 456,146 456,146
Doral Financial Corp. COM 25811P100 59,407,571.81 2,456,127 2,456,127
Doubleclick Inc. CV 4.75% 03/15/2006 258609AC0 5,215,062.50 9,050,000 9,050,000
Dow Chemical Co. COM 260543103 57,967,156.70 1,582,721 1,582,721
Dow Jones & Co. Inc. COM 260561105 185,841,664.57 3,281,972 3,281,972
Dreyer's Grand Ice Cream COM 261878102 34,539,072.75 1,070,979 1,070,979
Duke Energy Corp COM 264399106 384,746,587.67 4,513,156 4,513,156
DUSA Pharmaceuticals Inc COM 266898105 324,481.25 19,300 19,300
Dynegy Inc. - Class A 26816Q101 26,266,290.39 468,518 468,518
East-West Bancorp Inc COM 27579R104 20,476,380.75 821,108 821,108
Eaton Corp COM 278058102 4,392,829.69 58,425 58,425
Ebay Inc. COM 278642103 414,661.80 12,596 12,596
Echostar Communications CV 4.875% 1/01/2007 278762AD1 4,945,250.00 6,550,000 6,550,000
<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
Eclipse Surgical Technolgies COM 278849104 22,023.18 26,100 26,100
Ecollege.com Inc COM 27887E100 2,511,437.50 618,200 618,200
Educational Develop Corp COM 281479105 396,000.00 132,000 132,000
Efficient Networks Inc. COM 282056100 1,083,375.00 81,000 81,000
Efficient Networks Inc. CV 5.0% 03/15/2005 282056AB6 5,736,156.25 11,275,000 11,275,000
EGL Inc. COM 268484102 12,752,703.13 532,750 532,750
Eigner & Partner COM 59780B206 2,913,868.00 9,979 9,979
Elan Corp Plc ADR COM 284131208 1,329,475.00 28,400 28,400
Elan Finance Corp CV 0% 12/14/18 284129AC7 27,295,500.00 37,200,000 37,200,000
Elcor Corp COM 284443108 1,785,155.64 105,787 105,787
Electronic Arts Inc COM 285512109 1,832,875.00 43,000 43,000
Electronics for Imaging COM 286082102 3,422,645.82 245,571 245,571
Electro Scientific COM 285229100 2,703,960.00 96,570 96,570
Eloyalty Corporation COM 290151109 15,518,845.26 2,399,030 2,399,030
EL PASO ENER CAP CVPFD 4.75% 03/31/28 283678209 1,984,700.00 22,300 22,300
Elsevier COM 4148810 1,470,552.30 100,000 100,000
EMC Corp. COM 268648102 79,390,119.63 1,194,018 1,194,018
Emerge Interactive Inc COM 29088W103 929,450.00 256,400 256,400
Emerson Electric Co COM 291011104 185,364,162.84 2,351,964 2,351,964
Ems Technologies Inc COM 26873N108 2,927,407.50 251,820 251,820
Emulex Corp COM 292475209 337,016.50 4,216 4,216
Enron Corp COM 293561106 459,313.73 5,568 5,568
Ensco International Inc COM 26874Q100 16,888,596.25 495,812 495,812
Entergy Corp COM 29364G103 17,616,301.69 416,338 416,338
Entravision Communications COM 29382R107 1,850,362.50 100,700 100,700
EOG Resources Inc. COM 26875P101 22,592,335.94 413,117 413,117
EOP Operating LP CV 7.25% 11/15/2008 268766BR2 7,822,500.00 7,450,000 7,450,000
Ericsson LM - B Shares 5959378 2,124,677.50 187,824 187,824
Esco Technologies Inc COM 296315104 837,843.75 40,500 40,500
Esenjay Exploration Inc COM 296426109 84,375.00 18,000 18,000
Estee Lauder Ace Trst CV PFD 6.25% 6/05/2001 518437207 1,900,000.00 25,000 25,000
Everest Re Group Ltd COM G3223R108 12,895,723.13 180,045 180,045
Evergreen Resources Inc COM 299900308 33,489,033.77 867,030 867,030
Exchangeable Certs Corp (GE) CV 1.25% 04/28/2004 30149TAA3 597,000.00 600,000 600,000
Exchange Applications Inc COM 300867108 999,290.49 819,897 819,897
Exco Resources COM 269279204 10,479,687.50 670,700 670,700
Exelon Corp. COM 30161N101 294,201,173.63 4,190,303 4,190,303
Exe Technologies Inc. COM 301504106 6,342,700.00 487,900 487,900
Express Scripts Exch COM 302181201 2,549,625.00 26,000 26,000
Exxon Mobil Corp COM 30231G102 577,484,803.27 6,642,617 6,642,617
Fairchild Semicon Intl -Cl A COM 303726103 9,338,175.00 646,800 646,800
Fair Isaac & Company Inc COM 303250104 9,695,100.00 190,100 190,100
Fannie Mae COM 313586109 347,694,693.87 4,008,033 4,008,033
Federal Agric Mtg Corp Cl C COM 313148306 15,111,937.50 646,500 646,500
Federated Department Store Inc COM 31410H101 971,600.00 27,760 27,760
<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
Ferro Corp COM 315405100 11,941,623.00 519,201 519,201
Fifth Third Bancorp COM 316773100 24,818,357.50 415,370 415,370
Filenet Corp COM 316869106 844,750.00 31,000 31,000
Financial Federal Corp COM 317492106 28,603,014.01 1,198,032 1,198,032
First Consulting Group Inc ADR COM 31986R103 5,247,610.00 1,104,760 1,104,760
First Data Corp. COM 319963104 302,772,009.75 5,746,562 5,746,562
Firstenergy Corp COM 337932107 29,100,625.00 922,000 922,000
First Technology PLC COM 0339135 7,612,872.19 967,650 967,650
First Tennessee National Corp COM 337162101 56,652,120.92 1,957,800 1,957,800
Flag Telecom Holdings Ltd COM G3529L102 673,750.00 107,800 107,800
FleetBoston Financial Corp. COM 339030108 336,279,070.14 8,952,521 8,952,521
Flextronics Intl Ltd COM Y2573F102 356,250.00 12,500 12,500
FLORIDA EXPRESS INC CONV SUB COM 340646AA6 1,850.00 10,000 10,000
DEB 7.25% 04/01
Florida Rock Inds. COM 341140101 6,075,369.14 155,281 155,281
Flow International Corp. COM 343468104 14,493,589.00 1,317,599 1,317,599
Ford Motor Co. COM 345370860 539,601.58 23,023 23,023
Forest Oil Corp COM 346091705 48,844,551.27 1,324,598 1,324,598
Forrester Research Inc COM 346563109 19,647,678.95 392,463 392,463
Fortune Brands Inc COM 349631101 37,293,120.00 1,243,104 1,243,104
Forward Air Corporation COM 349853101 563,418.75 15,100 15,100
FPL Group COM 302571104 39,135,176.50 545,438 545,438
Freddie Mac COM 313400301 139,199,654.41 2,021,096 2,021,096
Frontier Airlines Inc. COM 359065109 28,088,589.38 907,914 907,914
Furniture Brands Intl Inc. COM 360921100 17,391,938.13 825,730 825,730
Gallagher (Arthur J.) & Co. COM 363576109 687,150.00 10,800 10,800
Gameplay PLC COM 0801225 1,783,176.52 1,034,000 1,034,000
Gannett Co. Inc. COM 364730101 258,369.11 4,160 4,160
GBC Bancorp/California COM 361475106 759,825.00 19,800 19,800
Genentech Inc-Special Common COM 368710406 390,711.00 4,794 4,794
General Dynamics Corp COM 369550108 8,467,602.00 108,559 108,559
General Electric Company COM 369604103 7,561,585.09 157,983 157,983
General Mills, Inc. COM 370334104 8,524,806.25 191,300 191,300
General Motors Corp. COM 370442105 5,985,054.41 117,498 117,498
General Motors Corp. - Class H COM 370442832 13,771,858.36 598,776 598,776
Genesco Inc COM 371532102 745,343.75 30,500 30,500
Gentex Corp COM 371901109 3,762,250.00 202,000 202,000
Genuine Parts Company COM 372460105 15,320,120.50 585,051 585,051
Genzyme Corp. - GENL Division COM 372917104 4,146,118.75 46,100 46,100
Georgia-Pacific COM 373298108 20,517,662.27 659,202 659,202
Georgia-Pacific CVPFD 7.5% 373298801 46,665,000.00 1,360,000 1,360,000
Georgia-Pacific COM 373298702 89,812,500.00 3,000,000 3,000,000
Getronics NV COM 5971424 3,010,150.04 512,065 512,065
Getty Images Inc. CV 5.0% 03/15/2007 374276AE3 2,642,575.00 3,460,000 3,460,000
G & K Services, Inc. COM 361268105 34,890,496.89 1,240,551 1,240,551
Glaxosmithkline Plc - ADR COM 37733W105 3,230,976.00 57,696 57,696
<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
Glaxosmithline PLC COM 0925288 1,757,427.66 63,254 63,254
Global Industries Ltd. COM 379336100 7,225,631.25 527,900 527,900
Globespan COM 379571102 734,250.00 26,700 26,700
GNMA ( 202646) COM 36217TFP9 0 25,000 25,000
Goldman Sachs (ENE) CV 1.0% 5/25/2007 38141GAP9 300,750.00 300,000 300,000
Goldman Sachs Group Inc COM 38141G104 374,281.25 3,500 3,500
Good Guys Inc COM 3820911 430,056.41 387,500 387,500
Good Guys Inc COM 382091106 6,752,898.00 2,250,966 2,250,966
Graco Inc COM 384109104 1,162,637.50 28,100 28,100
Grainger Inc COM 384802104 1,825,000.00 50,000 50,000
Granite Construction Inc COM 387328107 17,852,730.19 616,941 616,941
Grant Prideco Inc COM 38821G101 6,835,725.00 311,600 311,600
Great Plains Software Inc COM 39119E105 658,875.00 14,000 14,000
GST Telecommunications Inc. COM 361942105 759 138,000 138,000
Guess Inc. COM 401617105 6,688,017.81 1,258,921 1,258,921
Guillemot Corp. COM 5916425 7,048,156.22 183,064 183,064
Hain Celestial Group Inc. COM 405217100 747,500.00 23,000 23,000
Hanger Orthopedic Group Inc COM 41043F208 1,660,018.51 1,264,776 1,264,776
Harman International COM 413086109 1,191,360.00 32,640 32,640
Harrah's Entertainment Inc. COM 413619107 8,936,351.14 338,819 338,819
Harvard Bioscience Inc COM 416906105 197,500.00 20,000 20,000
Hays PLC COM 0416102 9,769,081.15 1,692,084 1,692,084
Hca The Healthcare Company COM 404119109 267,467,122.17 6,077,417 6,077,417
Healthcare Realty Trust Inc. COM 421946104 34,100,788.75 1,604,743 1,604,743
Health Care Service Group, I COM 421906108 10,981,473.01 1,722,584 1,722,584
Health Net Inc COM 42222G108 20,367,432.88 777,754 777,754
Healthsouth Corp. COM 421924101 4,730,625.00 290,000 290,000
Healthsouth Corp. CV 3.25% 04/01/03 421924AF8 5,355,000.00 5,950,000 5,950,000
Heartland Express Inc COM 422347104 9,357,687.50 410,200 410,200
Heinz (H.J.) Co. COM 423074103 48,367,654.60 1,019,608 1,019,608
Helix Technology Corp COM 423319102 3,711,753.92 156,800 156,800
Helmerich & Payne COM 423452101 28,389,406.52 647,052 647,052
Herman Miller Inc. COM 600544100 4,140,000.00 144,000 144,000
Hershey Foods Corp COM 427866108 119,942,470.08 1,863,184 1,863,184
Hewlett-Packard Co. COM 428236103 526,198.51 16,724 16,724
Hexcel Corp COM 428291108 7,461,319.94 834,833 834,833
Hilton Hotel Corp CV 5% 05/15/06 432848AL3 8,597,625.00 10,100,000 10,100,000
Hispanic Broadcasting Corp COM 43357B104 816,000.00 32,000 32,000
Hitachi Ltd. COM 6429104 611,482.43 69,000 69,000
Home Depot Inc. COM 437076102 1,930,006.25 42,354 42,354
Honda Tsushin Kogyo Co Ltd. COM 6174631 3,117,425.20 137,600 137,600
Honeywell International Inc. COM 438516106 732,492.12 15,482 15,482
Hooper Holmes COM 439104100 35,560,886.20 3,215,270 3,215,270
Horizon Organic COM 44043T103 3,634,676.39 819,082 819,082
HSBC Bank PLC Series B 10.25%
Call 2/24/00 44328M609 496,375.00 19,000 19,000
<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
Hughes Supply Inc. COM 444482103 13,291,028.40 740,860 740,860
Humana Inc. COM 444859102 3,534,965.25 231,801 231,801
Hyseq Inc. COM 449163302 1,375,687.50 95,700 95,700
IBM Credit Corp CV 2% 2/4/2003 0241962 17,043,750.00 15,150,000 15,150,000
IBP Inc. COM 449223106 13,541,839.75 506,237 506,237
ICN Pharmaceuticals Inc. COM 448924100 4,532,543.75 147,700 147,700
Icos Corp. COM 449295104 44,080,862.46 848,729 848,729
ICU Medical Inc. COM 44930G107 17,797,277.64 590,781 590,781
Identix Inc COM 451906101 1,568,853.90 199,854 199,854
Idex Corp COM 45167R104 20,074,511.88 606,023 606,023
IDEXX Laboratories COM 45168D104 645,750.00 28,700 28,700
Igate Capital Corp. COM 45169U105 1,489,037.27 517,926 517,926
Ilex Oncology Inc. COM 451923106 11,390,023.44 432,875 432,875
Imc Global Incorporated COM 449669100 20,130,825.18 1,293,547 1,293,547
Immunex Inc COM 452528102 2,299,375.00 56,600 56,600
Impath Inc COM 45255G101 924,350.00 13,900 13,900
IMR Global Corp. COM 45321W106 6,678,614.89 1,242,533 1,242,533
Infocus Corporation COM 45665B106 10,437,586.75 707,633 707,633
Information holdings Inc. COM 456727106 2,674,687.51 114,120 114,120
Ingersoll-Rand Co. CVPFD 6.75% 456867209 4,795,312.50 225,000 225,000
Insight Enterprises Inc COM 45765U103 24,522,679.21 1,367,118 1,367,118
Insituform Technologies COM 457667103 1,064,662.50 26,700 26,700
Integrated Circuit Systems COM 45811K208 2,930,734.38 176,950 176,950
Integrated Device Tech. Inc. COM 458118106 1,262,062.50 38,100 38,100
Integrated Information Systems COM 45817B103 14,504.23 22,100 22,100
Intel Corp. COM 458140100 5,602,510.90 185,374 185,374
Interactive Objects Inc. COM 45839B107 12,496.00 16,000 16,000
Interlink Electronics Inc COM 458751104 2,537,500.00 200,000 200,000
Intermedia Comm COM 458801107 168,424.69 23,433 23,433
International Paper Cap CVPFD 5.25% 460137300 6,712,500.00 150,000 150,000
International Paper Co. COM 460146103 185,682,402.36 4,549,645 4,549,645
Interpublic Group of Companies COM 460690100 275,805.00 6,480 6,480
Interpublic Group of Companies CV 1.8% 09/16/04 460690AF7 20,467,687.50 17,550,000 17,550,000
Interpublic Group of Companies CV 1.87 % 6/01/06 460690AJ9 4,260,468.75 4,575,000 4,575,000
Intl Business Machines Co COM 459200101 98,243,648.16 1,155,858 1,155,858
Intl Flavor & Fragrance COM 459506101 1,117,187.50 55,000 55,000
Intuit Inc. COM 461202103 2,985,418.75 75,700 75,700
Invacare Corp. COM 461203101 48,584,960.75 1,418,539 1,418,539
Investment Technology Group COM 46145F105 8,749,547.50 209,570 209,570
Invitrogen Corp COM 46185R100 8,447,475.00 97,800 97,800
Ionics Inc COM 462218108 40,428,019.01 1,424,776 1,424,776
Ipalco Enterprises Inc. COM 462613100 9,897,162.19 409,185 409,185
Iron Mountain Inc. COM 462846106 52,964,566.90 1,426,655 1,426,655
Ito Yokado Co. COM 6467944 598,320.59 12,000 12,000
ITT Industries Inc. COM 450911102 9,676,843.75 249,725 249,725
<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
Ivax Corp COM 465823102 5,034,535.00 131,450 131,450
Ivax Corp CV 5.5% 05/15/07 465823AD4 20,790,937.50 16,550,000 16,550,000
Ivex Packaging Corp COM 465855104 28,401,231.26 2,596,684 2,596,684
Jabil Circuit Inc. COM 466313103 1,669,776.50 65,804 65,804
Jack in the Box Inc. COM 466367109 1,232,842.50 41,880 41,880
Jacobs Engineering Group Inc COM 469814107 28,660,637.01 620,528 620,528
Jacor Communications Inc. CV 0% 02/09/18 469858AB0 3,740,625.00 7,500,000 7,500,000
Japan Asia Investment Co Ltd. COM 6481472 1,715,316.89 769,000 769,000
Jarvis PLC COM 0471350 9,178,662.19 2,815,000 2,815,000
Jds Uniphase Corp COM 46612J101 839,169.40 20,130 20,130
Jefferies Group Inc COM 472319102 743,799.30 23,000 23,000
Jefferson Pilot COM 475070108 28,375,100.00 379,600 379,600
JLG Industries, Inc. COM 466210101 1,737,580.65 163,537 163,537
Johnson Controls Inc, COM 478366107 6,985,940.00 134,345 134,345
Johnson & Johnson COM 478160104 11,726,721.03 111,666 111,666
Juniper Networks Inc. COM 48203R104 1,116,913.75 8,860 8,860
Jupiter Media Metrix Inc COM 48206U104 3,491,666.00 374,944 374,944
Kansas City Southern Inds COM 485170302 603,450.00 59,600 59,600
Katokichi Co. Ltd. COM 6484244 8,371,239.79 319,000 319,000
Kaydon Corp COM 486587108 11,950,994.77 480,442 480,442
Keane Inc COM 486665102 5,904,658.50 605,606 605,606
Kenneth Cole Productions A COM 193294105 21,189,532.00 526,448 526,448
Kent Electronics COM 490553104 6,109,026.00 370,244 370,244
Kerr-Mcgee Corp. COM 492386107 16,880,031.00 252,176 252,176
Kerr-Mcgee Corp. CV 5.25% 02/15/2010 492386AP2 7,561,375.00 6,025,000 6,025,000
Kerr-Mcgee Corp. CVPFD. 5.5% 492386305 13,891,500.00 252,000 252,000
Kinder Morgan Inc. COM 49455P101 4,702,093.75 90,100 90,100
Knight Transportation COM 499064103 1,609,300.00 83,600 83,600
Kopin Corp COM 500600101 763,312.50 69,000 69,000
KOS Pharmaceuticals COM 500648100 10,306,113.03 584,744 584,744
Kroger Co. COM 501044101 108,250,027.06 4,000,001 4,000,001
Kronos Inc COM 501052104 16,867,465.33 545,211 545,211
KV Pharmaceutical Co-CL COM 482740206 9,212,500.00 368,500 368,500
Labor Ready COM 505401208 1,852,704.45 559,307 559,307
Lattice Semiconductor Co CV 4.75% 11/01/2006 518415AC8 3,371,093.75 3,125,000 3,125,000
LeCroy Corp. COM 52324W109 10,488,010.52 847,516 847,516
Lehman Brothers Holding COM 524908100 525,446.25 7,770 7,770
Lennar Corp. CV 0% 07/29/18 526057AA2 2,541,500.00 4,600,000 4,600,000
Lexent Inc. COM 52886Q102 4,495,518.00 262,512 262,512
Liberty Media CV 4% 11/15/2029 530715AG6 10,519,000.00 15,700,000 15,700,000
Lightbridge Inc COM 532226107 9,826,228.14 748,665 748,665
Lilly, Eli & Co. COM 532457108 2,866,325.00 30,800 30,800
Lionbridge Technologies Inc COM 536252109 3,183,434.76 885,813 885,813
Lockheed Martin Corp. COM 539830109 159,970,125.35 4,711,933 4,711,933
Loews Corp COM 540424108 13,581,911.24 131,147 131,147
<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
Loews Corp CV 3.125% 09/15/07 540424AL2 4,431,250.00 5,000,000 5,000,000
Lomak Financing Trust CV PFD 5.75% 11/01/2027 541505400 1,635,787.50 54,300 54,300
London Bridge Software Hldgs COM 0379829 2,078,649.08 408,750 408,750
Louis Dreyfus Natural Gas COM 546011107 45,336,050.00 989,600 989,600
LSI Logic Corp. CV 4% 2/15/2005 502161AE2 11,404,250.00 15,950,000 15,950,000
Lucent Technologies Inc. COM 549463107 282,584.39 21,020 21,020
Luminent Inc COM 55027R103 3,007,800.00 500,000 500,000
Lydall Inc. COM 550819106 6,884,843.75 792,500 792,500
Macdermid Inc COM 554273102 4,301,220.00 226,380 226,380
Magna Intl. CV 4.875% 02/15/05 559222AG9 5,318,850.00 6,010,000 6,010,000
Mail-Well Inc. CV 5% 11/01/2002 560321AD3 5,587,500.00 7,500,000 7,500,000
Management Network Group Inc COM 561693102 4,291,625.00 361,400 361,400
Manhattan Associates Inc COM 562750109 17,167,687.63 402,761 402,761
Manitowoc Co. COM 563571108 5,481,000.00 189,000 189,000
Manor Care Inc COM 564055101 27,311,666.26 1,324,202 1,324,202
Manugistics Group Inc COM 565011103 19,847,400.00 348,200 348,200
Marchfirst Inc COM 566244109 1,239,688.50 826,459 826,459
Marconi PLC COM 0877431 1,621,253.29 150,757 150,757
Marine Drilling Co Inc COM 568240204 24,527,904.25 916,931 916,931
Markel Corp COM 570535104 9,755,900.00 53,900 53,900
Marsh McLennan Cos Inc COM 571748102 130,878,437.78 1,118,641 1,118,641
Mastec Inc. COM 576323109 627,000.00 31,350 31,350
Mathews International Corp. COM 577128101 26,647,114.08 844,265 844,265
Matria Healthcare Inc. COM 576817209 9,972,934.27 1,036,149 1,036,149
Matsushita Electric Industri COM 6572707 549,247.80 23,000 23,000
Maverick Tube Corp COM 577914104 34,406,244.77 1,520,718 1,520,718
Maxim Pharmaceuticals Inc COM 57772M107 1,442,025.00 226,200 226,200
Maximus COM 577933104 279,387.20 8,000 8,000
May Department Stores Co. COM 577778103 9,961,338.25 304,163 304,163
Mayflower Corp. COM 0800222 3,538,996.34 3,072,875 3,072,875
Maytag Corp COM 578592107 1,615,625.00 50,000 50,000
MBNA Corp COM 55262L100 227,462,196.27 6,158,029 6,158,029
McDonald's Corp. COM 580135101 253,912.00 7,468 7,468
McGrath Rent Corp. COM 580589109 3,036,740.66 156,735 156,735
McKessen HBOC Inc. COM 58155Q103 114,484,218.96 3,189,864 3,189,864
McKesson Financing Trust CVPFD 5% 06/01/27 58155P501 1,092,000.00 21,000 21,000
Meade Instruments Corp COM 583062104 806,850.41 122,958 122,958
Mediaone Group CVPFD 7% 11/15/02 58440J500 6,946,875.00 195,000 195,000
Medicines Company COM 584688105 7,863,800.00 383,600 383,600
Medicis Pharmaceutical- CL A COM 584690309 1,951,125.00 33,000 33,000
Medtronic Inc COM 585055106 845,250.00 14,000 14,000
Mellon Financial Corp COM 58551A108 209,525,184.74 4,259,724 4,259,724
Memberworks Inc COM 586002107 396,333.75 18,651 18,651
Mentor Graphics Corp COM 587200106 13,941,515.16 508,119 508,119
Merck & Co., Inc. COM 589331107 9,893,200.94 105,732 105,732
<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
Mercury Computer Systems Inc COM 589378108 1,160,937.50 25,000 25,000
Mercury Interactive Corp CV 4.75% 07/01/2007 589405AB5 6,788,625.00 6,450,000 6,450,000
MERRILL LYNCH INTL EQUITY FDCL C COM 59019A300 721,066.36 75,982 75,982
Merrill Lynch (SX5E) (SX5E) CV 1.5% 12/15/2005 59018SU36 21,681,000.00 21,900,000 21,900,000
Merrill Lynch (TWX) (TWX) CV 0.25% 5/10/2006 590188JV1 1,087,500.00 1,250,000 1,250,000
Metasolv Software COM 591393103 1,696,027.25 185,866 185,866
Metlife Inc. Cap Trust I CVPFD 8%
5/15/2003 59156R207 102,409,875.00 935,250 935,250
Metlife Inc. COM 59156R108 98,653,765.00 2,818,679 2,818,679
Metris Companies Inc. COM 591598107 24,844,262.50 944,200 944,200
Michaels Stores Inc COM 594087108 3,047,500.00 115,000 115,000
Microsoft Corp COM 594918104 3,287,642.30 75,691 75,691
Micros Systems Inc. COM 594901100 31,288,785.50 1,714,454 1,714,454
Micro Touch Sys COM 595145103 240,241.90 11,500 11,500
Midwest Express Holdings COM 597911106 1,373,281.25 93,500 93,500
Minnesota Mining & Mfg. Co. COM 604059105 300,310,433.88 2,492,203 2,492,203
Mitsubishi Electric Corp COM 6597045 1,113,042.49 181,000 181,000
MLP AG COM 5720284 11,208,945.43 102,459 102,459
Molex, Inc. Class A COM 608554101 668,713.50 18,837 18,837
Montana Power Co COM 612085100 1,043,725.00 50,300 50,300
Moog Inc. Class A COM 615394202 29,893,954.00 1,030,826 1,030,826
Morgan Stanley Dean Witter COM 617446448 197,256,265.72 2,489,105 2,489,105
Motient Corporation -Wt 08 144A 619908114 169,500.00 12,000 12,000
Motorola Inc COM 620076109 425,520.74 21,077 21,077
MPower Communications Corp COM 62473J106 2,995,306.25 584,450 584,450
Msc Industrial Direct Co-A COM 553530106 49,503,135.13 2,740,658 2,740,658
M&T Bank Corporation COM 55261F104 80,964,268.00 1,190,651 1,190,651
Multex . Com Inc COM 625367107 6,362,650.00 480,200 480,200
Nabors Industries COM 629568106 8,753,608.50 147,990 147,990
Name Inc. COM 2114534 536,821.09 3,222,000 3,222,000
National Data Corp. COM 635621105 1,087,762.50 29,700 29,700
National Data Corp. CVNT 5% 11/01/03 635621AA3 13,687,500.00 15,000,000 15,000,000
National Instruments Corp. COM 636518102 16,656,937.51 343,000 343,000
National-Oilwell Inc. COM 637071101 22,051,758.94 569,997 569,997
Nco Group Inc COM 628858102 31,145,674.52 1,025,372 1,025,372
Nestle Holding Inc. CV 3.0% 5/09/2005 5948213 8,764,274.00 7,730,000 7,730,000
Net.B@nk, Inc. COM 640933107 917,853.19 139,874 139,874
Netopia Inc. COM 64114K104 1,178,175.00 273,200 273,200
Network Appliance Inc. COM 64120L104 624,294.14 9,719 9,719
NextCard Inc COM 65332K107 629,888.00 78,736 78,736
Nextel Communications Inc. COM 65332V103 1,173,645.00 47,420 47,420
Nextel Communications Inc. CV 5.25% 1/15/2010 65332VAY9 8,220,750.00 11,300,000 11,300,000
Niagara Mohawk Holdings Inc. COM 653520106 11,190,253.69 670,577 670,577
Nicor Inc. COM 654086107 3,122,456.25 72,300 72,300
Nippon Telephone & Telegraph COM 6641373 472,754.12 66 66
Nisource Inc COM 65473P105 1,640,451.00 53,348 53,348
<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
Nokia Corp -Spon ADR COM 654902204 1,387,911.00 31,906 31,906
Nomura Securities Co LTD COM 6643108 5,896,081.99 328,000 328,000
Nordson Corp COM 655663102 16,511,097.00 647,494 647,494
Nortel Networks Corp COM 656568102 529,109.30 16,578 16,578
North Amer Palladium Ltd COM 656912102 7,143,300.00 793,700 793,700
Northeast Utilities COM 664397106 15,509,402.75 639,563 639,563
Noven Pharmaceuticals Inc. COM 670009109 12,211,870.13 326,739 326,739
Novogen Ltd. COM 6648244 6,713,665.17 4,219,350 4,219,350
Nucor Corp COM 670346105 39,687,500.00 1,000,000 1,000,000
Numico NV COM 5402601 2,055,602.99 40,840 40,840
Nvidia COM 67066G104 21,477,850.80 655,500 655,500
NVR Inc. COM 62944T105 642,720.00 5,200 5,200
NXT PLC COM 0439756 8,572,959.78 836,750 836,750
Oak Technology COM 671802106 5,693,526.88 655,370 655,370
Octel COM 675727101 195,500.00 17,000 17,000
Ogden Corp CV 6% 6/1/2002 4655978 1,770,000.00 2,000,000 2,000,000
OM Group Inc COM 670872100 83,591,818.14 1,530,285 1,530,285
Omron Corp COM 6659428 5,796,230.68 279,000 279,000
On Assigment Inc COM 682159108 18,713,100.00 656,600 656,600
Opticnet Inc COM 683868103 17,402.48 217,531 217,531
Oracle Corp COM 68389X105 2,803,462.83 96,676 96,676
Orbital Imaging Corp Warrants - 3/01/05 68556F119 111,781.25 12,250 12,250
Orbital Sciences Corp. COM 685564106 13,282,603.14 3,220,025 3,220,025
Orbital Sciences Corp. CV 5% 10/01/2002 685564AC0 3,380,000.00 8,000,000 8,000,000
Orthofix International N.V. COM N6748L102 23,919,694.89 1,250,703 1,250,703
Oshkosh Truck Corp COM 688239201 36,697,540.00 834,035 834,035
Owens & Minor Inc COM 690732102 1,207,000.00 68,000 68,000
Oxford Health Plans COM 691471106 18,809,742.00 476,196 476,196
Pacific Sunwear of California COM 694873100 51,692,056.89 2,017,251 2,017,251
Packaging Corp COM 695156109 8,618,812.50 534,500 534,500
Pactiv Corporation COM 695257105 24,152,250.38 1,951,697 1,951,697
Palm Inc COM 696642107 364,098.75 12,860 12,860
Park24 Co Ltd COM 6667733 8,083,232.40 99,900 99,900
Parker Drilling CO CV 5.5% 08/01/04 701081AD3 7,049,750.00 8,150,000 8,150,000
Parlex Corp COM 701630105 1,898,750.00 140,000 140,000
Partnerre Ltd. COM G6852T105 18,525,395.00 303,695 303,695
Pegasus Solutions Inc. COM 705906105 14,147,428.82 2,039,269 2,039,269
Penney, J.C. Co., Inc. COM 708160106 23,925,021.75 2,200,002 2,200,002
Peoplesoft Inc COM 712713106 115,414,790.38 3,103,591 3,103,591
Pepsico Inc. COM 713448108 151,634,436.80 3,059,459 3,059,459
Performance Food Group Company COM 713755106 789,490.24 15,400 15,400
Performance Technolgies Inc COM 71376K102 455,075.00 33,400 33,400
Perkinelmer Inc. CV 0% 8/07/2020 714046AA7 3,756,375.00 5,300,000 5,300,000
PF CHANGS CHINA BISTRO INC COM 69333Y108 10,188,893.75 324,100 324,100
Pfizer Inc COM 717081103 5,027,264.54 109,523 109,523
<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
PG&E Corp. COM 69331C108 62,864,000.00 3,143,200 3,143,200
Pharmaceutical Product Devel COM 717124101 33,703,130.63 678,302 678,302
Pharmacia Corp. COM 71713U102 274,075,880.62 4,493,047 4,493,047
Pharmacia Corp. CV PFD 6.5% 11/30/2001 71713U201 12,305,468.75 237,500 237,500
Philip Morris Inc COM 718154107 7,395,300.00 168,075 168,075
Phillips-Van Heusen Corp COM 718592108 22,840,545.00 1,756,965 1,756,965
Phoenix Tech Ltd. COM 719153108 11,146,879.26 826,650 826,650
Pilkington PLC COM 0688462 7,493,296.77 4,513,417 4,513,417
Pinnacle Systems Inc COM 723481107 867,595.00 117,640 117,640
Pioneer Standard Electronics COM 723877106 2,378,200.00 216,200 216,200
Pirelli Spa COM 4689900 36,981.56 15,545 15,545
Plantronics, Inc. COM 727493108 154,927,463.00 3,296,329 3,296,329
PMC-Sierra Inc. COM 69344F106 457,440.25 5,818 5,818
Polymer Group Inc. COM 731745105 7,625,673.76 1,418,730 1,418,730
Potash Corp of Saskatchewan COM 73755L107 75,551,592.94 964,745 964,745
Potomac Elec Pwr CV 5% 09/01/02 737679BT6 2,199,375.00 2,250,000 2,250,000
Praxair COM 74005P104 10,709,373.75 241,338 241,338
Precision Castparts Corp. COM 740189105 30,917,115.26 735,028 735,028
Precoat International PLC COM 0699204 1,031,584.29 760,000 760,000
Primus Knowledge Solutions COM 74163Q100 1,185,600.00 182,400 182,400
Priority Healthcare Corp COM 74264T102 6,195,337.50 151,800 151,800
Procter & Gamble COM 742718109 10,733,893.72 136,932 136,932
Progress Energy Inc COM 743263105 172,833,365.13 3,513,766 3,513,766
Progress Energy Inc -CVO 743263AA3 1,400,000.00 3,500,000 3,500,000
Project Software & Development COM 74339P101 3,314,782.72 308,800 308,800
Prosofttraining.com COM 743477101 9,481,798.51 782,004 782,004
Protein Design Labs Inc CV 5.5% 2/152007 74369LAB9 3,975,000.00 3,000,000 3,000,000
Providian Corp COM 74406A102 4,588,500.00 79,800 79,800
Providian Corp CV 3.25% 08/15/2005 74406AAA0 11,953,687.50 11,850,000 11,850,000
Proxicom Inc COM 744282104 669,075.00 162,200 162,200
Proxim Inc COM 744284100 892,347.12 20,200 20,200
Public Service Enterprise Gp COM 744573106 126,318,803.01 2,597,816 2,597,816
Qlt Inc. COM 746927102 2,214,800.00 79,100 79,100
Qualcomm Inc COM 747525103 111,205,933.82 1,353,076 1,353,076
Quicksilver, Inc. COM 74838C106 49,048,703.77 2,531,546 2,531,546
Qwest Communications Intl COM 749121109 333,330.00 8,130 8,130
Radiance Medical Systems Inc. COM 750241101 2,997,000.00 599,400 599,400
Radio One Inc. CV PFD 6.5% 7/15/2005 75040P603 2,392,500.00 3,000 3,000
Radioshack Corp COM 750438103 5,848,615.62 136,610 136,610
Radisys Corp COM 750459109 36,658,587.41 1,416,757 1,416,757
Railworks Corp COM 750789109 1,141,430.60 487,000 487,000
Ralston Purina Group COM 751277302 1,946,835.00 74,520 74,520
Rational Software Corp CV 5.0% 2/01/2007 75409PAC7 10,547,250.00 8,200,000 8,200,000
Raymond James Financial Inc COM 754730109 10,527,367.50 301,860 301,860
R & B Falcon Corp. COM 74912E101 19,381,591.12 844,974 844,974
<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
Reader's Digest Association - Class A 755267101 2,946,112.50 75,300 75,300
Regent Communications Inc COM 758865109 7,252,062.50 1,221,400 1,221,400
Reliant Energy Inc. 2.0% 9/15/2029 75952J207 1,052,500.00 20,000 20,000
Reliant Energy Inc. COM 75952J108 108,605,097.63 2,507,477 2,507,477
Renaissance Worldwide Inc COM 75968A109 18,126.16 23,200 23,200
Renal Care Group Inc. COM 759930100 40,346,609.28 1,471,328 1,471,328
Republic Technology - Warrant COM 760805119 102 10,200 10,200
R.H. Donnelley Corp COM 74955W307 5,893,179.82 242,393 242,393
Robbins & Myers Inc COM 770196103 19,657,677.27 814,826 814,826
Robert Mondavi Corp-Cl A COM 609200100 18,944,237.13 350,009 350,009
Rockwell International Corp. COM 773903109 1,452,562.50 30,500 30,500
Rogers Corp COM 775133101 79,395,206.07 1,933,521 1,933,521
Rohm & Haas Co. COM 775371107 107,998,649.94 2,974,191 2,974,191
Rosetta Inpharmatics COM 777777103 1,211,200.00 75,700 75,700
Rsa Security Inc COM 749719100 11,035,012.50 208,700 208,700
RTI International Metals Inc. COM 74973W107 13,486,454.07 942,285 942,285
Rudolph Technologies Inc COM 781270103 4,845,093.76 160,500 160,500
Russell Corp COM 782352108 2,766,400.00 179,200 179,200
S1 Corporation COM 78463B101 9,216,432.75 1,755,511 1,755,511
Sabre Holdings Corp COM 785905100 18,678,515.63 433,125 433,125
Safeway Inc. COM 786514208 57,930,812.50 926,893 926,893
Salem Communications -Cl A COM 794093104 4,003,250.00 268,000 268,000
Sanofi-Synthelabo SA COM 5671735 2,000,176.50 30,000 30,000
SAP AG COM 4846288 6,860,752.83 59,015 59,015
Sara Lee Corp COM 803111103 2,628,187.50 107,000 107,000
Sawtek Inc COM 805468105 44,612,460.08 965,899 965,899
SBC Communication Inc. COM 78387G103 225,651,560.22 4,725,799 4,725,799
SCANA Corp. COM 80589M102 8,247,346.26 278,980 278,980
SCB Computer Technology Inc. COM 78388N107 132,138.00 440,460 440,460
Schering Plough Corp. COM 806605101 19,433,186.25 342,435 342,435
Schlumberger Ltd. COM 806857108 326,578,021.58 4,085,417 4,085,417
Scholastic Corp. COM 807066105 19,398,949.01 218,888 218,888
Schwab (Charles) Corp. COM 808513105 522,208.78 18,548 18,548
Scientific- Atlanta Inc COM 808655104 1,383,906.25 42,500 42,500
SCIOS Inc COM 808905103 7,240,150.00 325,400 325,400
Scripps Co COM 811054204 730,607.51 11,620 11,620
SDL Inc. COM 784076101 243,916.63 1,646 1,646
Seagram Co. Ltd. CVPFD 7.5 ACES 06/21/02 811850205 114,799,375.00 2,213,000 2,213,000
Secom Co. COM 6791591 782,015.50 12,000 12,000
Seitel Inc. COM 816074306 16,027,423.77 869,284 869,284
SEI Trust I CV 6.25% 10/01/2030 78411Y104 2,542,000.00 41,000 41,000
Semco Energy Inc. CV 11.0% 8/16/2003 78412D307 11,475,000.00 900,000 900,000
Semitool Inc. COM 816909105 14,893,368.75 1,537,380 1,537,380
Semtech Corp. CV 4.5% 2/01/2007 816850AD3 7,512,500.00 10,000,000 10,000,000
Sensient Technologies Corp COM 81725T100 18,414,487.00 809,428 809,428
<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
Sensormatic Electronics Corp COM 817265101 73,170,866.63 3,647,146 3,647,146
Serologicals Corp. COM 817523103 504,593.75 33,500 33,500
Shaw Group Inc COM 820280105 1,035,256.68 21,300 21,300
Shiseido Co. COM 6805265 278,822.64 25,000 25,000
Sicor Inc COM 825846108 26,885,194.90 1,862,178 1,862,178
Siebel Systems Inc COM 826170102 509,480.00 7,520 7,520
Siemans AG COM 5727973 2,385,114.76 18,359 18,359
Silicon Storage Technology COM 827057100 6,263,105.63 530,210 530,210
Simpson Manufacturing Co Inc. COM 829073105 29,587,089.00 580,139 580,139
Sinclair Broadcasting Group CVPFD 6% 829226505 3,827,875.00 135,500 135,500
Sirena Apparel Group, Inc COM 82966Q102 825 330,000 330,000
Skillsoft Corp COM 83066P101 774,937.50 41,330 41,330
Skywest Inc COM 830879102 50,356,775.00 1,751,540 1,751,540
SLI, Inc. COM 78442T108 10,852,672.28 1,685,852 1,685,852
Smithfield Foods Inc. COM 832248108 35,466,524.80 1,166,662 1,166,662
Smurfit-Stone Container Corp COM 832727101 500,406.25 33,500 33,500
Snap-on, Inc. COM 833034101 18,106,317.76 649,554 649,554
Solectron Corp. COM 834182107 11,184,118.50 329,915 329,915
Solectron Corp. CV 0% 11/20/2020 834182AL1 5,150,000.00 10,000,000 10,000,000
Sonosite Inc COM 83568G104 5,283,600.00 414,400 414,400
Sony Corp. COM 6821506 829,251.34 12,000 12,000
SOS Staffing Services COM 78462X104 1,739,498.25 993,999 993,999
Southern Energy Inc. COM 842816100 249,150.00 8,800 8,800
Southwest Airlines COM 844741108 14,929,903.10 445,270 445,270
Southwest Gas Corp COM 844895102 16,899,815.64 772,563 772,563
Spacelabs Medical Inc. COM 846247104 717,600.00 55,200 55,200
Splitrock Services Inc Warrant - 7/15/08 848636114 294,750.00 2,250 2,250
SPS Technologies Inc. COM 784626103 24,435,851.01 445,808 445,808
Stage Stores COM 85254C107 13,097.60 1,309,760 1,309,760
Startek Inc COM 85569C107 166,050.00 10,800 10,800
State Street Corp COM 857477103 1,341,468.00 10,800 10,800
Steiner Leisure COM P8744Y102 18,274,396.00 1,305,314 1,305,314
Steris Corp. Com COM 859152100 14,555,231.26 902,650 902,650
Sterling Bancshares Inc/Tx COM 858907108 493,750.00 25,000 25,000
Steve Madden Ltd COM 556269108 1,875,559.39 245,975 245,975
Stillwater Mining Co. COM 86074Q102 69,404,113.40 1,763,764 1,763,764
St. Jude Medical, Inc. COM 790849103 24,104,511.62 392,342 392,342
St Mary Land & Exploration COM 792228108 966,062.50 29,000 29,000
Stmicroelectronics CV 0% 9/22/09 861012AB8 10,221,250.00 8,500,000 8,500,000
Stone Energy Corp. COM 861642106 28,287,359.20 438,224 438,224
St. Paul Companies Inc. COM 792860108 148,117,791.26 2,727,140 2,727,140
Student Advantage Inc COM 86386Q105 11,157,639.75 2,625,327 2,625,327
Suez Lyonnaise des Eaux COM 4540438 1,826,452.25 10,000 10,000
Sungard Data Systems COM 867363103 7,997,112.50 169,700 169,700
Sun Microsystems Inc COM 866810104 2,722,272.50 97,660 97,660
<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
Supergen Inc COM 868059106 4,265,175.00 307,400 307,400
Superior Energy Services COM 868157108 13,746,985.00 1,195,390 1,195,390
Superior Industries Intl. COM 868168105 36,130,193.43 1,144,719 1,144,719
Swift Energy Co. COM 870738101 5,643,750.00 150,000 150,000
Swift Transportation Co Inc COM 870756103 29,187,893.88 1,473,206 1,473,206
Swiss Life (GLXO) (GLXO) CV 2.0% 5/20/2003 5446494 19,030,000.00 19,030,000 19,030,000
Swiss Life (RD) (RD) CV 2.0% 5/20/2005 5446546 20,782,125.00 20,300,000 20,300,000
Swiss Re America CV 2.25% 06/10/2004 5685899 919,170.00 900,000 900,000
Sybase Inc COM 871130100 1,168,937.50 59,000 59,000
Sycamore Networks Inc. COM 871206108 294,424.00 7,904 7,904
Sykes Enterprises Inc COM 871237103 511,732.52 115,320 115,320
Symantec Corp COM 871503108 323,737.50 9,700 9,700
Syncor Intl Corp COM 87157J106 960,300.00 26,400 26,400
Sysco Corp COM 871829107 268,200.00 8,940 8,940
Systems & Computer Tech Corp. COM 871873105 25,812,257.44 2,096,427 2,096,427
Taisho Pharmaceuticals Co. COM 6870144 351,382.13 13,000 13,000
Take-Two Interactive Software COM 874054109 4,943,160.00 429,840 429,840
Talk.Com Inc. COM 874264104 2,258,671.88 1,571,250 1,571,250
Target Corp COM 87612E106 87,904,792.50 2,725,730 2,725,730
Tarrant Apparel COM 876289109 4,446,287.27 1,226,562 1,226,562
Techne Corp COM 878377100 1,355,950.00 37,600 37,600
Technitrol Inc. COM 878555101 23,864,015.00 580,280 580,280
Teco Energy Inc. COM 872375100 22,314,630.63 689,255 689,255
Telcom Semiconductor Inc. COM 87921P107 1,284,578.75 112,930 112,930
Telecorp PCS Inc COM 879300101 3,217,525.00 143,800 143,800
Teleflex Inc. COM 879369106 34,877,989.13 789,318 789,318
Teletech Holdings COM 879939106 49,072,238.28 2,670,598 2,670,598
Tenet Healthcare Corporation COM 88033G100 15,409,369.75 346,765 346,765
Tennant Co COM 880345103 18,321,600.00 381,700 381,700
Tetra Tech Inc. COM 88162G103 1,405,687.50 44,100 44,100
Teva Pharmaceutical -SP COM 881624209 5,039,600.00 68,800 68,800
Texaco Capital CV 3.5% 8/05/2004 5291058 9,555,000.00 9,800,000 9,800,000
Texaco Inc COM 881694103 323,050.00 5,200 5,200
Texas Instruments Inc. COM 882508104 108,224,871.25 2,284,430 2,284,430
The Bisys Group Inc COM 055472104 11,251,285.50 215,852 215,852
The Coastal Corp. COM 190441105 304,896,254.71 3,452,470 3,452,470
The Coastal Corp. CVPFD 6.625% 190441865 124,062,500.00 2,500,000 2,500,000
Theragenics Corp COM 883375107 6,520,425.00 1,304,085 1,304,085
Therma-Wave Inc COM 88343A108 1,472,800.00 105,200 105,200
The Times Mirror Company CV 0% 04/15/17 887364AE7 4,649,062.50 7,125,000 7,125,000
THQ INC COM 872443403 19,718,180.66 808,951 808,951
Three- Five Systems Inc. COM 88554L108 11,504,376.00 639,132 639,132
Timberland Company COM 887100105 130,508,635.64 1,951,531 1,951,531
Timberwest Forest Corp. COM 2298795 3,517,844.44 486,500 486,500
Time Warner Inc. COM 887315109 78,113,408.29 1,495,305 1,495,305
<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
Tokyo Electric Power COM 6895404 917,556.11 37,000 37,000
Tosco Corp COM 891490302 121,397,661.70 3,577,095 3,577,095
Total Fina Elf S.A. ADR COM 89151E109 250,294,681.56 3,443,435 3,443,435
Total Fina SA 'B' Shares COM 4905413 809,178.89 5,559 5,559
Toyoda Gosei Co Ltd COM 6900557 5,661,477.33 268,000 268,000
Transatlantic Holdings Inc. COM 893521104 12,308,498.13 116,255 116,255
Transmedia Network Inc COM 893767301 34,200.00 11,400 11,400
Transocean Sedco Forex CV 0% 5/24/2020 893830AA7 5,534,250.00 9,420,000 9,420,000
Transocean Sedco Forex Inc. COM G90078109 130,667,830.00 2,840,605 2,840,605
Transwitch Corp COM 894065AB7 1,777,500.00 2,000,000 2,000,000
TRC Companies , Inc. COM 872625108 759,500.00 39,200 39,200
Trega Biosciences Inc COM 894699107 10,800.64 12,800 12,800
Trenwick Group Ltd COM G9032C109 24,966,536.02 1,006,208 1,006,208
Triad Hospitals Inc COM 89579K109 4,499,649.06 138,185 138,185
Tribune Co. COM 896047107 23,589,997.64 558,419 558,419
Trifast PLC COM 0888392 6,073,437.17 2,053,400 2,053,400
Trigon Healthcare Inc. Class A COM 89618L100 9,070,914.39 116,574 116,574
Tropical Sportswear Intl COM 89708P102 15,965,199.40 1,150,645 1,150,645
Turbo Genset COM 0687715 1,752,199.46 61,625 61,625
Turbo Genset Inc Class A 2775663 3,266,036.69 110,750 110,750
TXU Corp CV PFD 9.25% 8/16/2002 873168207 118,729,875.00 2,354,000 2,354,000
Tyco Intl. Ltd. COM 902124106 43,868,199.00 790,418 790,418
Tycom Ltd COM G9144B106 223,750.00 10,000 10,000
UBI Soft Entertaiment SA COM 5871836 9,671,522.46 248,175 248,175
UBI Soft Entertainment COM 5807002 422,065.41 13,620 13,620
Ubs Ag Stamford (T) (T) CV 1.5% 07/12/2006 90261AAA0 1,579,687.50 1,875,000 1,875,000
UCBH Holdings Inc COM 90262T308 7,944,900.00 170,400 170,400
Union Carbide Corp COM 905581104 136,020,197.19 2,527,669 2,527,669
Union Pacific Corp COM 907818108 44,639,598.50 879,598 879,598
Unisource Energy Corp Hld Co COM 909205106 697,943.75 37,100 37,100
Unisys Corp. COM 909214108 3,410,550.00 233,200 233,200
Unitedglobalcom CVPFD 7% 12/31/2049 913247201 2,546,750.00 122,000 122,000
UnitedHealth Group Inc. COM 91324P102 189,175,794.25 3,082,294 3,082,294
United Natural Foods Inc COM 911163103 9,018,712.50 511,700 511,700
United Parcel Service Inc. Class B 911312106 215,536,344.12 3,664,805 3,664,805
United Parcel Service Inc. CV 1.75% 09/27/2007 911312AB2 15,750,000.00 15,000,000 15,000,000
United Technologies Corp COM 913017109 251,229,719.46 3,195,328 3,195,328
Universal Compression Hldgs COM 913431102 17,981,573.07 477,123 477,123
Universal Electronics Inc. COM 913483103 2,987,156.25 193,500 193,500
Universal Health Services CV .0.426% 06/23/2020 913903AL4 7,372,575.00 10,570,000 10,570,000
Univision Communications COM 914906102 2,337,531.25 57,100 57,100
USA Networks Inc. COM 902984103 353,762.50 18,200 18,200
Usinternetworking Inc CV 7% 11/01/2004 917311AH5 1,515,000.00 3,000,000 3,000,000
US Liquids Inc COM 902974104 624,544.89 285,441 285,441
U S WIRELESS CORP COM 90339C106 875,000.00 200,000 200,000
<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
Valspar Corp COM 920355104 31,448,001.54 977,253 977,253
Valuevision Intl Inc-Cl A COM 92047K107 11,511,475.00 911,800 911,800
Vans Inc COM 921930103 19,271,402.84 1,137,795 1,137,795
Varian Medical Systems Inc. COM 92220P105 27,754,371.01 408,528 408,528
Varian Semiconductor Equip. COM 922207105 840,750.00 35,400 35,400
Verisign Inc. COM 92343E102 926,082.56 12,483 12,483
Veritas DGC Inc COM 92343P107 2,511,325.00 77,750 77,750
Verity Inc COM 92343C106 7,751,012.50 322,120 322,120
Verizon Communications COM 92343V104 206,169,847.91 4,113,114 4,113,114
Vertias Software Inc COM 923436109 547,575.00 6,258 6,258
VF Corp. COM 918204108 25,935,721.12 715,827 715,827
Viacom Inc. COM 925524308 132,366,454.00 2,831,368 2,831,368
Vintage Petroleum Inc. COM 927460105 49,038,683.50 2,280,869 2,280,869
Virage Inc. COM 92763Q106 561,687.50 104,500 104,500
Vitesse Semiconductor Corp CV 4.0% 3/15/2005 928497AB2 9,164,550.00 11,420,000 11,420,000
Vivendi Universal ADR 92851S204 313,500.00 4,800 4,800
Vivendi Universal COM 4834777 279,109.57 4,359 4,359
Vodafone Group COM 0719210 32,064.76 13,061 13,061
Vodafone Group PLC COM 92857W100 277,546.88 7,750 7,750
Wal-Mart Stores Inc COM 931142103 3,217,495.04 60,671 60,671
Waste Management Inc. COM 94106L109 261,748,818.65 9,432,655 9,432,655
Watchguard Technologies Inc COM 941105108 5,219,010.50 165,028 165,028
Weatherford International COM 947074100 6,232,275.00 131,900 131,900
Webster Financial Corp COM 947890109 19,114,051.89 675,110 675,110
Wellpoint Health CV 0% 07/02/19 94973HAA6 6,188,000.00 6,800,000 6,800,000
Wells Fargo Co. COM 949746101 386,879,764.84 6,947,336 6,947,336
Western Wireless Corp. COM 95988E204 1,418,587.50 36,200 36,200
West Teleservices Corp COM 956188106 6,747,187.50 239,900 239,900
W.E.T. Automotive Systems AG COM 5446999 1,693,030.15 69,343 69,343
Whirlpool Corp. COM 963320106 9,739,027.38 204,226 204,226
Whole Foods Market Inc. COM 966837106 47,305,860.00 773,920 773,920
Whole Foods Market Inc. CV Zero 03/02/2018 966837AC0 11,897,812.50 27,750,000 27,750,000
Wild Oats Markets COM 96808B107 701,354.13 165,025 165,025
Wind River Systems COM 973149107 3,832,237.50 112,300 112,300
Woodhead Industries Inc COM 979438108 10,726,436.26 546,570 546,570
WorldCom Inc. COM 98157D106 3,995,572.00 285,398 285,398
Xerox Corp CV .57% 04/21/18 984121BB8 679,725.00 2,565,000 2,565,000
Xircom Inc COM 983922105 10,326,100.00 666,200 666,200
XL Capital Ltd. Class A COM G98255105 19,990,089.38 228,785 228,785
Yahoo Inc COM 984332106 379,224.22 12,590 12,590
Yellow Corporation COM 985509108 584,559.09 28,712 28,712
Young & Rubicam CV 3.0% 1/15/2005 987425AC9 5,295,675.00 5,390,000 5,390,000
Zebra Technologies Corp Cl. A 989207105 17,528,796.06 429,660 429,660
Zions Bancorporation COM 989701107 2,678,568.75 42,900 42,900
24,295,883,736.90
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