<PAGE>
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: The TCW Group, Inc.
Address: 865 South Figueroa Street
Suite 1800
Los Angeles, CA 90017
13F File Number: 28-2494
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: Karen Stokes
Title: Senior Vice President
Phone: 213-244-0114
Signature, Place, and Date of Signing:
/s/ Karen Stokes
----------------
Los Angeles, CA
August 1, 2000
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 8
Form 13F Information Table Entry Total: 2,157
Form 13F Information Table Value Total (in thousands): 34, 684,019
List of Other Included Managers:
No. 13F File Number Name
01 TCW Special Credits (C)
02 TCW Investment Management Company (I)(1)
03 TCW Advisors, Inc. (J)
04 TCW/Crescent Mezzanine, L.L.C. (K)
05 TCW London International Limited (L)
06 TCW Asset Management Company (M)
07 TCW Capital Investment Corp. (T)
08 Trust Company of the West (S)
09 TCW Americas Development Association, L.P.
(d/b/a TCW Worldwide Opportunities Fund)(2)
------------------------------------
(1) TCW Funds Management, Inc. merged with its affiliate, TCW Investment
Management Company on January 4, 2000 and changed its name on January 10, 2000
to TCW Investment Management Company.
(2) TCW Americas Management, L.P., formerly the general partner of TCW Americas
Development Association, L.P., withdrew its registration as investment adviser
on August 24, 1999. TCW Americas Development Inc., formerly the managing general
partner of TCW Americas Development Association, L.P. merged into TCW Asset
Management Company on November 1, 1999.
2
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<TABLE>
<CAPTION>
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE(K) SH/P AMT S/P P/C INV DSC MANAGERS SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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ABC-NACO INC COMMON 000752105 846 105700 SH SOLE M 105700 0 0
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AMFM INC COMMON 001693100 656 9500 SH SOLE M 9500 0 0
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8
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18
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20
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SILICON IMAGE INC COMMON 82705T102 10 200 SH SOLE T 200 0 0
SIRIUS SATELLITE RADIO I COMMON 82966U103 555 12532 SH SOLE I 12532 0 0
SIRIUS SATELLITE RADIO I COMMON 82966U103 322 7267 SH SOLE M 7267 0 0
SIZZLER INTL INC COMMON 830139101 442 172600 SH SOLE M 172600 0 0
SIZZLER INTL INC COMMON 830139101 1361 531100 SH SOLE S 531100 0 0
SKILLSOFT CORP COMMON 83066P101 326 23100 SH SOLE I 23100 0 0
SKILLSOFT CORP COMMON 83066P101 8681 614600 SH SOLE M 614600 0 0
SKILLSOFT CORP COMMON 83066P101 193 13650 SH SOLE S 13650 0 0
SMARTDISK CORP COMMON 83169Q105 446 16200 SH SOLE I 16200 0 0
SMARTDISK CORP COMMON 83169Q105 11855 431100 SH SOLE M 431100 0 0
SMARTDISK CORP COMMON 83169Q105 263 9550 SH SOLE S 9550 0 0
SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 26691 556061 SH SOLE I 556061 0 0
SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 24353 507350 SH SOLE M 507350 0 0
SMARTFORCE PUB LTD CO DEPOSITORY RECEI 83170A206 2218 46200 SH SOLE S 46200 0 0
SMITH INTL INC COMMON 832110100 510 7000 SH SOLE M 7000 0 0
SMITHKLINE BEECHAM PLC ADR 832378301 5089 78060 SH SOLE I 78060 0 0
SOCIEDAD QUIMICA MINERA DEPOSITORY RECEI 833635105 342 15385 SH SOLE I 15385 0 0
SOFTWARE COM INC COMMON 83402P104 34109 262627 SH SOLE I 262627 0 0
SOFTWARE COM INC COMMON 83402P104 47800 368045 SH SOLE M 368045 0 0
SOFTWARE COM INC COMMON 83402P104 34690 267100 SH SOLE S 267100 0 0
SOLUTIA INC COMMON 834376105 375 27300 SH SOLE M 27300 0 0
SOLUTIA INC COMMON 834376105 1000 72700 SH SOLE S 72700 0 0
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SONERA GROUP PLC ADR 835433202 4969 108015 SH SOLE I 108015 0 0
SONIC AUTOMOTIVE INC CL:A 83545G102 2359 209116 SH SOLE I 209116 0 0
SONIC AUTOMOTIVE INC CL:A 83545G102 13725 1216679 SH SOLE K 1216679 0 0
SONIC AUTOMOTIVE INC CL:A 83545G102 1072 95053 SH SOLE M 95053 0 0
SONY CORP DEPOSITORY RECEI 835699307 2388 25317 SH SOLE I 25317 0 0
SOTHEBYS HLDGS INC CL A 835898107 4 200 SH SOLE I 200 0 0
SOTHEBYS HLDGS INC CL A 835898107 3446 196900 SH SOLE M 196900 0 0
SOTHEBYS HLDGS INC CL A 835898107 4480 256000 SH SOLE S 256000 0 0
SONUS NETWORKS INC COMMON 835916107 96870 613585 SH SOLE I 613585 0 0
SONUS NETWORKS INC COMMON 835916107 51891 328685 SH SOLE M 328685 0 0
SONUS NETWORKS INC COMMON 835916107 3823 24215 SH SOLE S 24215 0 0
SOUTHDOWN INC COMMON 841297104 797 13797 SH SOLE I 13797 0 0
SOUTHDOWN INC COMMON 841297104 162 2800 SH SOLE M 2800 0 0
SOUTHDOWN INC COMMON 841297104 29 500 SH SOLE S 500 0 0
SOUTHWEST AIRLS CO COMMON 844741108 182103 9616019 SH SOLE I 9616019 0 0
SOUTHWEST AIRLS CO COMMON 844741108 559 29500 SH SOLE J 29500 0 0
SOUTHWEST AIRLS CO COMMON 844741108 184695 9752865 SH SOLE M 9752865 0 0
SOUTHWEST AIRLS CO COMMON 844741108 40765 2152585 SH SOLE S 2152585 0 0
SOUTHWEST AIRLS CO COMMON 844741108 38 2015 SH SOLE T 2015 0 0
SOVEREIGN BANCORP UNITS 7.5% 1/15/ 845905306 5728 125200 SH SOLE I 125200 0 0
SOVEREIGN BANCORP UNITS 7.5% 1/15/ 845905306 18618 406960 SH SOLE M 406960 0 0
SOVEREIGN BANCORP UNITS 7.5% 1/15/ 845905306 69 1500 SH SOLE T 1500 0 0
SPACELABS MED INC COMMON 846247104 224 19887 SH SOLE I 19887 0 0
SPACELABS MED INC COMMON 846247104 2282 202800 SH SOLE M 202800 0 0
SPACELABS MED INC COMMON 846247104 3482 309500 SH SOLE S 309500 0 0
SPECTRASITE HLDGS INC COMMON 84760T100 82753 2916403 SH SOLE I 2916403 0 0
SPECTRASITE HLDGS INC COMMON 84760T100 39894 1405950 SH SOLE M 1405950 0 0
SPECTRASITE HLDGS INC COMMON 84760T100 2244 79100 SH SOLE S 79100 0 0
SPEEDWAY MOTORSPORTS INC SDCV 5.750 9/3 847788AC0 7309 7880000 PRN SOLE M 7880000 0 0
SPRINT CORP COM FON GROUP 852061100 3967 77780 SH SOLE I 77780 0 0
SPRINT CORP COM FON GROUP 852061100 4131 81005 SH SOLE M 81005 0 0
SPRINT CORP COM FON GROUP 852061100 115 2250 SH SOLE S 2250 0 0
SPRINT CORP PCS COM SER 1 852061506 370 6211 SH SOLE I 6211 0 0
SPRINT CORP PCS COM SER 1 852061506 1781 29940 SH SOLE M 29940 0 0
SPRINT CORP PCS COM SER 1 852061506 33227 558440 SH SOLE S 558440 0 0
STANDARD MICROSYSTEMS CO COMMON 853626109 6 400 SH SOLE I 400 0 0
STANDARD MICROSYSTEMS CO COMMON 853626109 5552 361100 SH SOLE M 361100 0 0
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STANDARD MICROSYSTEMS CO COMMON 853626109 5615 365200 SH SOLE S 365200 0 0
STARBUCKS CORP COMMON 855244109 489 12800 SH SOLE M 12800 0 0
STARMEDIA NETWORK INC COMMON 855546107 20960 1110469 SH SOLE I 1110469 0 0
STARMEDIA NETWORK INC COMMON 855546107 6564 347775 SH SOLE M 347775 0 0
STARMEDIA NETWORK INC COMMON 855546107 197 10450 SH SOLE S 10450 0 0
STERICYCLE INC COMMON 858912108 876 36500 SH SOLE I 36500 0 0
STERICYCLE INC COMMON 858912108 23827 992800 SH SOLE M 992800 0 0
STERICYCLE INC COMMON 858912108 2786 116100 SH SOLE S 116100 0 0
STERLING BANCORP COMMON 859158107 2 100 SH SOLE I 100 0 0
STERLING BANCORP COMMON 859158107 1714 108805 SH SOLE M 108805 0 0
STERLING BANCORP COMMON 859158107 2629 166915 SH SOLE S 166915 0 0
STEWART & STEVENSON SVCS COMMON 860342104 30 2000 SH SOLE S 2000 0 0
STMICROELECTRONICS N V COMMON 861012102 4903 76380 SH SOLE I 76380 0 0
ST MICROELECTRONICS CVT "LYON" 0% 09/22/ 861012AB8 11439 6665000 PRN SOLE I 6665000 0 0
ST MICROELECTRONICS CVT "LYON" 0% 09/22/ 861012AB8 38307 22320000 PRN SOLE M 22320000 0 0
SUN MICROSYSTEMS INC COMMON 866810104 948 10428 SH SOLE I 10428 0 0
SUN MICROSYSTEMS INC COMMON 866810104 3779 41555 SH SOLE M 41555 0 0
SUN MICROSYSTEMS INC COMMON 866810104 56229 618330 SH SOLE S 618330 0 0
SUNRISE ASSISTD LVG 144A CVT DEB 5.50% 06 86768KAA4 686 800000 PRN SOLE M 800000 0 0
SUNRISE ASSISTED LIVING CVT DEB 5.50% 06 86768KAC0 12717 14830000 PRN SOLE M 14830000 0 0
SUNRISE ASSISTED LIVING CVT DEB 5.50% 06 86768KAC0 39 45000 PRN SOLE T 45000 0 0
SUNRISE MED INC COMMON 867910101 680 139400 SH SOLE M 139400 0 0
SUNRISE MED INC COMMON 867910101 1884 386400 SH SOLE S 386400 0 0
SUPERIOR TELECOM INC COMMON 868365107 201 20220 SH SOLE I 20220 0 0
SUPERIOR TELECOM INC COMMON 868365107 927 93247 SH SOLE M 93247 0 0
SUPERIOR TELECOM INC COMMON 868365107 2461 247632 SH SOLE S 247632 0 0
SYBRON INTL CORP COMMON 87114F106 634 32000 SH SOLE I 32000 0 0
SYBRON INTL CORP COMMON 87114F106 206 10400 SH SOLE M 10400 0 0
SYBRON INTL CORP COMMON 87114F106 42 2100 SH SOLE S 2100 0 0
SYCAMORE NETWORKS INC COMMON 871206108 75754 686330 SH SOLE I 686330 0 0
SYCAMORE NETWORKS INC COMMON 871206108 18537 167950 SH SOLE M 167950 0 0
SYCAMORE NETWORKS INC COMMON 871206108 535 4850 SH SOLE S 4850 0 0
SYMMETRICOM INC COMMON 871543104 3098 122700 SH SOLE M 122700 0 0
SYMMETRICOM INC COMMON 871543104 7262 287600 SH SOLE S 287600 0 0
SYNTEL INC COMMON 87162H103 935 93500 SH SOLE M 93500 0 0
SYNTEL INC COMMON 87162H103 2321 232100 SH SOLE S 232100 0 0
SYNTROLEUM CORP COMMON 871630109 1942 113400 SH SOLE S 113400 0 0
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SYSTEMS & COMPUTER TECHN COMMON 871873105 281 14052 SH SOLE I 14052 0 0
SYSTEMS & COMPUTER TECHN COMMON 871873105 3988 199400 SH SOLE M 199400 0 0
SYSTEMS & COMPUTER TECHN COMMON 871873105 6186 309300 SH SOLE S 309300 0 0
TDK CORP DEPOSITORY RECEI 872351408 1697 11849 SH SOLE I 11849 0 0
TAIWAN SEMICONDUCTOR ADR ADR 874039100 1076 27762 SH SOLE I 27762 0 0
TAIWAN SEMICONDUCTOR ADR ADR 874039100 582 15016 SH SOLE M 15016 0 0
TAIWAN SEMICONDUCTOR MFG DEPOSITORY RECEI 874039209 427 11000 SH SOLE M 11000 0 0
TALBOTS INC COMMON 874161102 17576 319929 SH SOLE I 319929 0 0
TALBOTS INC COMMON 874161102 6128 111545 SH SOLE M 111545 0 0
TALBOTS INC COMMON 874161102 168 3050 SH SOLE S 3050 0 0
TALISMAN ENERGY INC COMMON 87425E103 384 11598 SH SOLE I 11598 0 0
TANOX INC COMMON 87588Q109 136 2875 SH SOLE M 2875 0 0
TARGET CORP COMMON 87612E106 215 3700 SH SOLE M 3700 0 0
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 11 1800 SH SOLE I 1800 0 0
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 2003 323700 SH SOLE M 323700 0 0
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 3159 510600 SH SOLE S 510600 0 0
TELE CELULAR SUL PART S ADR 879238103 930 29300 SH SOLE M 29300 0 0
TELE NORTE LESTE PART S ADR 879246106 5366 227136 SH SOLE I 227136 0 0
TELE NORTE LESTE PART S ADR 879246106 6922 293000 SH SOLE M 293000 0 0
TELESUDESTE CELULAR PART ADR PREF 879252104 17 551 SH SOLE I 551 0 0
TELECOM ARGENTINA ADR 879273209 4221 153480 SH SOLE I 153480 0 0
TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 6635 68311 SH SOLE I 68311 0 0
TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 1889 19450 SH SOLE L 19450 0 0
TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 721 7423 SH SOLE M 7423 0 0
TELECOMUNICACOES DE SAO SPONS SDR PFD 87929A102 89 4820 SH SOLE I 4820 0 0
TELECOMUNICACOES DE SAO SPONS SDR PFD 87929A102 1748 94500 SH SOLE M 94500 0 0
TELEFONICA S A ADR 879382208 5503 85897 SH SOLE I 85897 0 0
TELEFONOS DE MEXICO ADS REP ORD L 879403780 23797 416578 SH SOLE I 416578 0 0
TELEFONOS DE MEXICO ADS REP ORD L 879403780 937 16402 SH SOLE M 16402 0 0
TELEMEX CVT DEB 4.25% 06 879403AD5 13038 9730000 PRN SOLE I 9730000 0 0
TELEMEX CVT DEB 4.25% 06 879403AD5 49004 36570000 PRN SOLE M 36570000 0 0
TELEPHONE & DATA SYS INC COMMON 879433100 862 8600 SH SOLE M 8600 0 0
TELESCAN INC COMMON 879516102 173 23700 SH SOLE I 23700 0 0
TELESCAN INC COMMON 879516102 4789 654900 SH SOLE M 654900 0 0
TELESCAN INC COMMON 879516102 107 14600 SH SOLE S 14600 0 0
TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 3717 82600 SH SOLE I 82600 0 0
TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 5274 117200 SH SOLE M 117200 0 0
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TELLABS INC COMMON 879664100 55 800 SH SOLE M 800 0 0
TELSTRA CORP LTD ADR 87969N204 950 45918 SH SOLE I 45918 0 0
TELXON CORP COMMON 879700102 226 12619 SH SOLE I 12619 0 0
TELXON CORP COMMON 879700102 4195 234700 SH SOLE M 234700 0 0
TELXON CORP COMMON 879700102 8013 448300 SH SOLE S 448300 0 0
TERADYNE INC COMMON 880770102 74 1000 SH SOLE S 1000 0 0
TERRA NETWORKS S A ADR 88100W103 335 9200 SH SOLE I 9200 0 0
TERRA NETWORKS S A ADR 88100W103 182 5000 SH SOLE M 5000 0 0
TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 679 12250 SH SOLE I 12250 0 0
TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 327 5896 SH SOLE M 5896 0 0
TETRA TECHNOLOGIES INC D COMMON 88162F105 377 26567 SH SOLE I 26567 0 0
TETRA TECHNOLOGIES INC D COMMON 88162F105 1031 72700 SH SOLE M 72700 0 0
TETRA TECHNOLOGIES INC D COMMON 88162F105 2558 180300 SH SOLE S 180300 0 0
TEXACO INC COMMON 881694103 8803 165312 SH SOLE I 165312 0 0
TEXACO INC COMMON 881694103 7768 145879 SH SOLE M 145879 0 0
TEXACO INC COMMON 881694103 15900 298600 SH SOLE S 298600 0 0
TEXACO INC COMMON 881694103 21 395 SH SOLE T 395 0 0
TEXAS INDS INC COMMON 882491103 286 9909 SH SOLE I 9909 0 0
TEXAS INSTRS INC COMMON 882508104 16997 247448 SH SOLE I 247448 0 0
TEXAS INSTRS INC COMMON 882508104 15003 218420 SH SOLE M 218420 0 0
TEXAS INSTRS INC COMMON 882508104 24118 351130 SH SOLE S 351130 0 0
TEXAS INSTRS INC COMMON 882508104 31 455 SH SOLE T 455 0 0
THERMO ELECTRON CRP 144A CVNT 4.25% 01/01 883556AF9 1003 1095000 PRN SOLE M 1095000 0 0
THOMAS & BETTS CORP COMMON 884315102 152 7934 SH SOLE I 7934 0 0
3COM CORP COMMON 885535104 352 6100 SH SOLE M 6100 0 0
3COM CORP COMMON 885535104 1199 20800 SH SOLE S 20800 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 133581 1245695 SH SOLE I 1245695 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 121465 1132705 SH SOLE M 1132705 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 10788 100600 SH SOLE S 100600 0 0
TIER TECHNOLOGIES INC CL B 88650Q100 299 57000 SH SOLE M 57000 0 0
TIER TECHNOLOGIES INC CL B 88650Q100 782 148900 SH SOLE S 148900 0 0
TIFFANY & CO NEW COMMON 886547108 925 13700 SH SOLE M 13700 0 0
TIME WARNER INC COMMON 887315109 2440 32100 SH SOLE M 32100 0 0
TIME WARNER INC COMMON 887315109 4659 61300 SH SOLE S 61300 0 0
TITAN PHARMACEUTICALS IN COMMON 888314101 25072 583061 SH SOLE I 583061 0 0
TITAN PHARMACEUTICALS IN COMMON 888314101 36454 847760 SH SOLE M 847760 0 0
TITAN PHARMACEUTICALS IN COMMON 888314101 2442 56800 SH SOLE S 56800 0 0
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TOTAL RENAL CARE HLDGS I COMMON 89151A107 4 600 SH SOLE I 600 0 0
TOTAL RENAL CARE HLDGS I COMMON 89151A107 3516 586000 SH SOLE M 586000 0 0
TOTAL RENAL CARE HLDGS I COMMON 89151A107 5407 901200 SH SOLE S 901200 0 0
TOTAL FINA ELF S A ADR 89151E109 6896 89780 SH SOLE I 89780 0 0
TOWER AUTOMOTIVE 144A CVT DEB 5.0% 08/ 891707AA9 200 260000 PRN SOLE M 260000 0 0
TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 3174 4135000 PRN SOLE I 4135000 0 0
TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 9943 12955000 PRN SOLE M 12955000 0 0
TRANSACTION SYS ARCHITEC CL A 893416107 3 200 SH SOLE I 200 0 0
TRANSACTION SYS ARCHITEC CL A 893416107 2832 165400 SH SOLE M 165400 0 0
TRANSACTION SYS ARCHITEC CL A 893416107 3127 182600 SH SOLE S 182600 0 0
TRANSWITCH CORP COMMON 894065101 23303 301898 SH SOLE I 301898 0 0
TRANSWITCH CORP COMMON 894065101 21769 282025 SH SOLE M 282025 0 0
TRANSWITCH CORP COMMON 894065101 1833 23750 SH SOLE S 23750 0 0
TRIAD HOSPITALS HOLDINGS COMMON 89579K109 45 1833 SH SOLE M 1833 0 0
TRICON GLOBAL RESTAURANT COMMON 895953107 2653 93920 SH SOLE I 93920 0 0
TRICON GLOBAL RESTAURANT COMMON 895953107 3425 121240 SH SOLE M 121240 0 0
TRICON GLOBAL RESTAURANT COMMON 895953107 107 3793 SH SOLE S 3793 0 0
TRICON GLOBAL RESTAURANT COMMON 895953107 14 478 SH SOLE T 478 0 0
TRINITY INDS INC COMMON 896522109 4 200 SH SOLE I 200 0 0
TRINITY INDS INC COMMON 896522109 4251 229800 SH SOLE M 229800 0 0
TRINITY INDS INC COMMON 896522109 6751 364900 SH SOLE S 364900 0 0
TRIZETTO GROUP INC COMMON 896882107 9141 564680 SH SOLE I 564680 0 0
TRIZETTO GROUP INC COMMON 896882107 9167 566300 SH SOLE M 566300 0 0
TRIZETTO GROUP INC COMMON 896882107 657 40600 SH SOLE S 40600 0 0
TRIZEC HAHN CORP SUB VTG 896938107 902 50483 SH SOLE I 50483 0 0
TUBOS DE ACERO DE MEXICO ADR NEW PP 898592506 2574 185500 SH SOLE M 185500 0 0
TUT SYSTEMS COMMON 901103101 476 8300 SH SOLE I 8300 0 0
TUT SYSTEMS COMMON 901103101 12663 220700 SH SOLE M 220700 0 0
TUT SYSTEMS COMMON 901103101 284 4950 SH SOLE S 4950 0 0
TV AZTECA S A DE C V DEPOSITORY RECEI 901145102 45 3400 SH SOLE I 3400 0 0
U S CONCRETE INC COMMON 90333L102 228 28492 SH SOLE I 28492 0 0
U S CONCRETE INC COMMON 90333L102 413 51600 SH SOLE M 51600 0 0
U S CONCRETE INC COMMON 90333L102 1771 221400 SH SOLE S 221400 0 0
U S AGGREGATES INC COMMON 90334D109 214 11800 SH SOLE M 11800 0 0
U S AGGREGATES INC COMMON 90334D109 580 32000 SH SOLE S 32000 0 0
US UNWIRED INC CL A 90338R104 4055 276054 SH SOLE I 276054 0 0
US UNWIRED INC CL A 90338R104 6143 418267 SH SOLE K 418267 0 0
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US UNWIRED INC CL A 90338R104 4423 301152 SH SOLE M 301152 0 0
UNIBANCO-UNIAO DE BANCOS DEPOSITORY RECEI 90458E107 1627 56600 SH SOLE I 56600 0 0
UNITED PARCEL SERVICE IN CL B 911312106 885 15000 SH SOLE I 15000 0 0
UNITED PARCEL SERVICE IN CL B 911312106 148 2500 SH SOLE M 2500 0 0
UNITED RETAIL GROUP INC COMMON 911380103 733 86200 SH SOLE M 86200 0 0
UNITED RETAIL GROUP INC COMMON 911380103 2016 237200 SH SOLE S 237200 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 1290 21909 SH SOLE I 21909 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 6233 105865 SH SOLE M 105865 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 1154 19600 SH SOLE S 19600 0 0
UNITED THERAPEUTICS CORP COMMON 91307C102 11330 104544 SH SOLE I 104544 0 0
UNITED THERAPEUTICS CORP COMMON 91307C102 9851 90900 SH SOLE M 90900 0 0
UNITED THERAPEUTICS CORP COMMON 91307C102 921 8500 SH SOLE S 8500 0 0
UNITED WIS SVCS INC NEW COMMON 913238101 1 100 SH SOLE I 100 0 0
UNITED WIS SVCS INC NEW COMMON 913238101 932 175500 SH SOLE M 175500 0 0
UNITED WIS SVCS INC NEW COMMON 913238101 1460 274900 SH SOLE S 274900 0 0
UNIVISION COMMUNICATIONS CL A 914906102 81958 791867 SH SOLE I 791867 0 0
UNIVISION COMMUNICATIONS CL A 914906102 33869 327239 SH SOLE M 327239 0 0
UNIVISION COMMUNICATIONS CL A 914906102 1744 16850 SH SOLE S 16850 0 0
UNOVA INC COM PAR .01 91529B106 773 105751 SH SOLE I 105751 0 0
UNOVA INC COM PAR .01 91529B106 1258 172000 SH SOLE M 172000 0 0
UNOVA INC COM PAR .01 91529B106 2760 377500 SH SOLE S 377500 0 0
URBAN OUTFITTERS INC COMMON 917047102 292 33100 SH SOLE M 33100 0 0
URBAN OUTFITTERS INC COMMON 917047102 744 84400 SH SOLE S 84400 0 0
VALLEY NATL BANCORP COMMON 919794107 7 300 SH SOLE I 300 0 0
VALLEY NATL BANCORP COMMON 919794107 7837 322340 SH SOLE M 322340 0 0
VALLEY NATL BANCORP COMMON 919794107 13773 566485 SH SOLE S 566485 0 0
VARCO INTL INC DEL COMMON 922122106 618 26602 SH SOLE I 26602 0 0
VARCO INTL INC DEL COMMON 922122106 16454 707705 SH SOLE M 707705 0 0
VARCO INTL INC DEL COMMON 922122106 366 15734 SH SOLE S 15734 0 0
VARCO INTL INC DEL COMMON 922122106 93 3990 SH SOLE T 3990 0 0
VARIAN SEMICONDUCTOR EQU COMMON 922207105 31449 500674 SH SOLE I 500674 0 0
VARIAN SEMICONDUCTOR EQU COMMON 922207105 30156 480100 SH SOLE M 480100 0 0
VARIAN SEMICONDUCTOR EQU COMMON 922207105 2670 42500 SH SOLE S 42500 0 0
VEECO INSTRS INC DEL COMMON 922417100 285 3884 SH SOLE I 3884 0 0
VENTANA MED SYS INC COMMON 92276H106 256 10900 SH SOLE I 10900 0 0
VENTANA MED SYS INC COMMON 92276H106 7205 306600 SH SOLE M 306600 0 0
VENTANA MED SYS INC COMMON 92276H106 162 6900 SH SOLE S 6900 0 0
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VENTIV HEALTH INC COMMON 922793104 14727 1323792 SH SOLE I 1323792 0 0
VENTIV HEALTH INC COMMON 922793104 8564 769800 SH SOLE M 769800 0 0
VENTIV HEALTH INC COMMON 922793104 703 63200 SH SOLE S 63200 0 0
TENDERED VERIO INC. COMMON 923433106 27448 494701 SH SOLE I 494701 0 0
TENDERED VERIO INC. COMMON 923433106 21711 391300 SH SOLE M 391300 0 0
TENDERED VERIO INC. COMMON 923433106 2186 39400 SH SOLE S 39400 0 0
VERITAS HOLDINGS COMMON 923436109 20 40376 SH SOLE I 40376 0 0
VERITAS HOLDINGS COMMON 923436109 6 12164 SH SOLE M 12164 0 0
VERITAS SOFTWARE CVT DEB 5.25% 11/01/2004 923436AB5 177 15000 PRN SOLE T 15000 0 0
VERISIGN INC COMMON 92343E102 385210 2182492 SH SOLE I 2182492 0 0
VERISIGN INC COMMON 92343E102 193772 1097860 SH SOLE M 1097860 0 0
VERISIGN INC COMMON 92343E102 76545 433685 SH SOLE S 433685 0 0
VERITAS DGC INC COMMON 92343P107 268 10300 SH SOLE I 10300 0 0
VERITAS DGC INC COMMON 92343P107 7121 273900 SH SOLE M 273900 0 0
VERITAS DGC INC COMMON 92343P107 159 6100 SH SOLE S 6100 0 0
VERSATA INC COMMON 925298101 23695 587794 SH SOLE I 587794 0 0
VERSATA INC COMMON 925298101 22208 550900 SH SOLE M 550900 0 0
VERSATA INC COMMON 925298101 10207 253200 SH SOLE S 253200 0 0
VERTICALNET INC COMMON 92532L107 3709 100400 SH SOLE M 100400 0 0
VETERINARY CENTERS CVT DEB 5.25% 05 925514AB7 14 15000 PRN SOLE T 15000 0 0
VIACOM INC CL B NON-VOTING 925524308 48 700 SH SOLE S 700 0 0
VIANT CORP COMMON 92553N107 53003 1789143 SH SOLE I 1789143 0 0
VIANT CORP COMMON 92553N107 30291 1022495 SH SOLE M 1022495 0 0
VIANT CORP COMMON 92553N107 2053 69300 SH SOLE S 69300 0 0
VIGNETTE CORP COMMON 926734104 178727 3436026 SH SOLE I 3436026 0 0
VIGNETTE CORP COMMON 926734104 80837 1554085 SH SOLE M 1554085 0 0
VIGNETTE CORP COMMON 926734104 7506 144310 SH SOLE S 144310 0 0
VINA CONCHA Y TORO S A DEPOSITORY RECEI 927191106 1066 29266 SH SOLE I 29266 0 0
VINA CONCHA Y TORO S A DEPOSITORY RECEI 927191106 534 14664 SH SOLE M 14664 0 0
VISTEON CORP COMMON 92839U107 36 2933 SH SOLE I 2933 0 0
VISTEON CORP COMMON 92839U107 173 14302 SH SOLE M 14302 0 0
VISTEON CORP COMMON 92839U107 80 6569 SH SOLE S 6569 0 0
VITESSE SEMICONDUCTOR CO COMMON 928497106 9982 135700 SH SOLE I 135700 0 0
VITESSE SEMICONDUCTOR CO COMMON 928497106 530 7200 SH SOLE M 7200 0 0
VITESSE SEMICONDUCTOR CO COMMON 928497106 2244 30500 SH SOLE S 30500 0 0
VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 6877 7395000 PRN SOLE I 7395000 0 0
VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 22106 23770000 PRN SOLE M 23770000 0 0
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VITESSE SEMICONDCTR 144A CVT DEB 4.00% 03 928497AA4 140 150000 PRN SOLE T 150000 0 0
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</TABLE>
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