-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Lb8EoYGozAKka3zlHAZ0zrIc17EcZeW5vt/IYnyw8zJrHIAQDi0WA4JrDYw0dlyB lb3LEH7h/AXWbYtfZmyG1A== 0000769993-03-000331.txt : 20030401 0000769993-03-000331.hdr.sgml : 20030401 20030401091422 ACCESSION NUMBER: 0000769993-03-000331 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19980630 FILED AS OF DATE: 20030401 EFFECTIVENESS DATE: 20030401 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GOLDMAN SACHS GROUP INC/ CENTRAL INDEX KEY: 0000886982 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 134019460 STATE OF INCORPORATION: DE FISCAL YEAR END: 1128 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-04981 FILM NUMBER: 03632761 BUSINESS ADDRESS: STREET 1: 85 BROAD ST CITY: NEW YORK STATE: NY ZIP: 10004 BUSINESS PHONE: 2129021000 MAIL ADDRESS: STREET 1: 85 BROAD ST CITY: NEW YORK STATE: NY ZIP: 10004 13F-HR/A 1 f13f298x.txt 13F-HF/A FOR 2Q OF 1998 ---------------------------- OMB APPROVAL ---------------------------- OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page THIS FILING LISTS SECURITIES HOLDINGS REPORTED ON THE FORM 13F FILED ON 08/14/98 PURSUANT TO A REQUEST FOR CONFIDENTIAL TREATMENT AND FOR WHICH CONFIDENTIAL TREATMENT EXPIRED ON 8/14/99 DUE TO REQUEST FROM THE SEC, THIS PAST PAPER FILING IS BEING RESUBMITTED INTO ELECTRONIC FORMAT Report for the Calendar Year or Quarter Ended June 30, 1998 If amended report check here: |_| Amendment Number: 1 This Amendment (Check only one): |_| is a restatement |x| adds new holding entries. Goldman Sachs Group, Inc. (The) - -------------------------------------------------------------------------------- Name of Institutional Investment Manager 85 Broad St. New York NY 10004 - -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 28-04981 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, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Roger S. Begelman Vice President, Director of Compliance (212) 902-1469 - -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Roger S. Begelman ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York NY, March 31, 2003 ------------------------------------------ (Place and Date of Signing) Report Type: [ x ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. SUMMARY PAGE Report Summary: 1 Number of Other Included Managers: ____________ 2,114 Form 13F Information Table Entry Total: _____________ 7,097,318,445.76 Form 13F Information Table Value Total: $____________ List of Other Included Managers: Name and 13F file numbers of ALL Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this report): (List in alphabetical order). [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] 13F File Numbers will be assigned to Institutional Investment Managers after they file their first report. 13F File No.: Name: ------------- --------------------- 1. 28-04981 Goldman, Sachs & Co. ------------- --------------------- FORM 13F INFORMATION TABLE PAGE 1
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 VOTING AUTHORITY TITLE FAIR SHARES OR SH/ Put/ Inv Other NAME OF ISSUER OF CUSIP MARKET PRINCIPAL PRN Call Dsc Mana- SOLE SHARED NONE CLASS NUMBER VALUE AMOUNT (A) (B) (C) gers (A) (B) (C) - ------------------------------------------------------------------------------------------------------------------------------------ 360 COMMUNICATIONS CO CMN 885571109 33,125,000.00 1,000,000 SOLE 1 1,000,000 360 COMMUNICATIONS CO CMN 885571109 4,637,500.00 140,000 SOLE 1 140,000 3COM CORP CMN 885535104 1,774,259.19 57,817 SOLE 1 57,817 3COM CORP CMN 885535104 236,293.75 7,700 SOLE 1 7,700 A.H. BELO CORP SER A CMN 080555105 316,875.00 13,000 SOLE 1 13,000 A.O. SMITH CORP (DEL) CMN 831865209 20,675,000.00 400,000 SOLE 1 400,000 ABB AG SPONS ADR CMN 00256R101 211,179.54 1,430 SOLE 1 1,430 ABBOTT LABORATORIES CMN 002824100 442,800.00 10,800 SOLE 1 10,800 ABBOTT LABORATORIES CMN 002824100 7,590,822.00 185,142 SOLE 1 185,142 ABBOTT LABORATORIES CMN 002824100 728,980.00 17,780 SOLE 1 17,780 ACCUSTAFF INC CMN 004401105 206,250.00 6,600 SOLE 1 6,600 ACER COMPUTEC LATINO AMER S A CMN 004431102 819,000.00 52,000 SOLE 1 52,000 ACER INC GDS 144A SHS CMN 004433108 749,375.00 125,000 SOLE 1 125,000 ACXIOM CORP CMN 005125109 3,229,406.25 129,500 SOLE 1 129,500 ADAPTEC INC SUB NT CONV CNV 00651FAC2 1,311,415.00 1,750,000 SOLE 1 1,750,000 ADAPTEC INC SUB NT CONV 144A CNV 00651FAA6 224,814.00 300,000 SOLE 1 300,000 ADC TELECOMMUNICATIONS INC CMN 000886101 67,528,015.63 1,848,500 SOLE 1 1,848,500 ADECCO S.A. SPON ADR CMN 006754105 227,217.00 4,094 SOLE 1 4,094 ADOBE SYSTEMS INC CMN 00724F101 686,808.50 16,184 SOLE 1 16,184 ADOBE SYSTEMS INC CMN 00724F101 14,046,812.50 331,000 SOLE 1 331,000 ADOLPH COORS CO CL B CMN 217016104 261,902.00 7,703 SOLE 1 7,703 ADVANCED MICRO DEVICES CONV BD CNV 007903AC1 19,122,378.21 23,517,000 SOLE 1 23,517,000 ADVANCED MICRO DEVICES INC CMN 007903107 413,100.19 24,211 SOLE 1 24,211 ADVANTAGE LEARNING SYSTEMS CMN 00757K100 238,162.50 8,700 SOLE 1 8,700 ADVANTICA RESTAURANT GROUP CMN 00758B109 109,200.00 11,200 SOLE 1 11,200 AES CORP. CMN 00130H105 583,443.75 11,100 SOLE 1 11,100 AES CORP. CMN 00130H105 367,937.50 7,000 SOLE 1 7,000 AETNA INC CMN 008117103 441,525.00 5,800 SOLE 1 5,800 AETNA INC CMN 008117103 2,131,804.50 28,004 SOLE 1 28,004 AETNA INC CMN 008117103 1,674,750.00 22,000 SOLE 1 22,000 AFFILIATED COMPUTER CNV 008190AC4 6,099,293.75 5,615,000 SOLE 1 5,615,000 AFFILIATED COMPUTER CNV 008190AC4 5,539,875.00 5,100,000 SOLE 1 5,100,000 AFFILIATED MANAGERS GROUP INC CMN 008252108 371,250.00 10,000 SOLE 1 10,000 AFLAC CORPORATION (NEW) CMN 001055102 600,187.50 19,800 SOLE 1 19,800 AFLAC CORPORATION (NEW) CMN 001055102 366,781.25 12,100 SOLE 1 12,100 AGCO CORP CMN 001084102 337,225.00 16,400 SOLE 1 16,400 AGRIBRANDS INTERNATIONAL INC CMN 00849R105 6,431,150.00 212,600 SOLE 1 212,600 AHL SERVICES INC CMN 001296102 228,375.00 5,800 SOLE 1 5,800 AHMANSON H F & CO CMN 008677106 28,400,000.00 400,000 SOLE 1 400,000 AHMANSON H F & CO (DELAWARE) CMN 008677106 383,400.00 5,400 SOLE 1 5,400 AHMANSON H F & CO (DELAWARE) CMN 008677106 1,251,162.00 17,622 SOLE 1 17,622 AIR PRODUCTS & CHEMICALS INC CMN 009158106 1,421,200.00 35,530 SOLE 1 35,530 AIRBORNE FREIGHT CORP CMN 009266107 426,237.50 12,200 SOLE 1 12,200 AIRTOUCH COMMUNICATIONS CONV PFD 00949T209 15,030,174.30 311,100 SOLE 1 311,100 AIRTOUCH COMMUNICATIONS CONV PFD 00949T209 3,485,831.26 72,151 SOLE 1 72,151 AIRTOUCH COMMUNICATIONS INC CMN 00949T100 5,853,976.56 100,175 SOLE 1 100,175 AIRTOUCH COMMUNICATIONS INC CMN 00949T100 383,233.13 6,558 SOLE 1 6,558 AIRTOUCH COMMUNICATIONS INC PFD 00949T308 9,698,962.50 118,100 SOLE 1 118,100 AIRTOUCH COMMUNICATIONS INC PFD 00949T308 454,644.00 5,536 SOLE 1 5,536 ALBERTO CULVER CO CL-B CONV CMN 013068101 292,494.00 10,086 SOLE 1 10,086 ALBERTO-CULVER CNV SB DEB 144A CNV 013068AA9 13,691,434.35 8,745,000 SOLE 1 8,745,000 ALBERTO-CULVER CNV SB DEB 144A CNV 013068AA9 3,436,557.85 2,195,000 SOLE 1 2,195,000 ALBERTSONS INC CMN 013104104 2,567,413.00 49,552 SOLE 1 49,552 ALCAN ALUMINUM LTD (NEW) CMN 013716105 1,349,398.38 48,847 SOLE 1 48,847 ALEXION PHARMACEUTICALS INC CMN 015351109 100,000.00 10,000 SOLE 1 10,000 ALGOMA STEEL CORP INC CMN 01566M105 329,262.50 99,400 SOLE 1 99,400 ALLEGHENY ENERGY, INC. CMN 017361106 292,212.50 9,700 SOLE 1 9,700 ALLEGHENY TELEDYNE INC CMN 017415100 490,851.75 21,458 SOLE 1 21,458 ALLEGHENY TELEDYNE INC CMN 017415100 219,600.00 9,600 SOLE 1 9,600 ALLERGAN INC CMN 018490102 724,748.50 15,628 SOLE 1 15,628 ALLIANCE BANCORP INC CMN 01852J105 358,125.00 15,000 SOLE 1 15,000 ALLIED-SIGNAL INC CMN 019512102 290,922.50 6,556 SOLE 1 6,556 ALLIED-SIGNAL INC CMN 019512102 204,125.00 4,600 SOLE 1 4,600 ALLIED-SIGNAL INC CMN 019512102 13,556,562.50 305,500 SOLE 1 305,500 ALLIED-SIGNAL INC CMN 019512102 3,379,688.75 76,162 SOLE 1 76,162 ALLSTATE CORP 7.125% SENIOR PFD 020002200 252,500.00 10,100 SOLE 1 10,100 ALLSTATE CORPORATION CMN 020002101 5,192,875.63 56,714 SOLE 1 56,714 ALLSTATE CORPORATION CMN 020002101 3,387,812.50 37,000 SOLE 1 37,000 ALLSTATE CORPORATION CMN 020002101 686,718.75 7,500 SOLE 1 7,500 ALLSTATE CORPORATION CMN 020002101 456,347.50 4,984 SOLE 1 4,984 ALLSTATE FINANCING I QUIPS PFD 020013207 2,428,437.50 95,000 SOLE 1 95,000 ALLTEL CORPORATION CMN 020039103 2,790,000.00 60,000 SOLE 1 60,000 ALLTEL CORPORATION CMN 020039103 1,746,307.50 37,555 SOLE 1 37,555 ALLWASTE INC SUB DEB CONV CNV 020047AA4 179,450.00 296,000 SOLE 1 296,000 ALPHA-BETA TECHNOLOGY INC CMN 02071K105 153,075.00 62,800 SOLE 1 62,800 ALTERA CORP CMN 021441100 16,424,925.00 555,600 SOLE 1 555,600 ALTERA CORP CMN 021441100 428,656.25 14,500 SOLE 1 14,500 ALTOS HORNOS DE MEXICO CONV CNV 022069AA6 121,550.00 170,000 SOLE 1 170,000 ALUMAX INC CMN 022197107 16,335,732.88 352,253 SOLE 1 352,253 ALUMINUM CO.OF AMERICA CMN 022249106 1,638,810.63 24,854 SOLE 1 24,854 ALZA CORP CLASS A CMN 022615108 639,191.75 14,779 SOLE 1 14,779 ALZA CORP SUB DEB CONV CNV 022615AD0 26,892,300.00 21,092,000 SOLE 1 21,092,000 ALZA CORP SUB NT CONV CNV 022615AC2 45,892,894.95 78,365,000 SOLE 1 78,365,000 AMDOCS LIMITED CMN G02602103 853,050.00 56,400 SOLE 1 56,400 AMER BANKERS INS GROUP CMN 024456105 901,875.00 15,000 SOLE 1 15,000 AMER HOME PROD CORP CMN 026609107 848,700.00 16,400 SOLE 1 16,400 AMER HOME PROD CORP CMN 026609107 822,825.00 15,900 SOLE 1 15,900 AMER HOME PROD CORP CMN 026609107 781,476.75 15,101 SOLE 1 15,101 AMER HOME PROD CORP CMN 026609107 12,056,663.25 232,979 SOLE 1 232,979 AMER INTL GROUP INC CMN 026874107 598,600.00 4,100 SOLE 1 4,100 AMER INTL GROUP INC CMN 026874107 1,190,338.00 8,153 SOLE 1 8,153 AMER INTL GROUP INC CMN 026874107 608,820.00 4,170 SOLE 1 4,170 AMER INTL GROUP INC CMN 026874107 18,674,714.00 127,909 SOLE 1 127,909 AMER INTL GROUP INC CMN 026874107 15,738,654.00 107,799 SOLE 1 107,799 AMERADA HESS CORP. CMN 023551104 898,328.75 16,540 SOLE 1 16,540 AMEREN CORPORATION CMN 023608102 990,530.25 24,919 SOLE 1 24,919 AMERICA ONLINE INC DEL CMN 02364J104 1,009,200.00 9,600 SOLE 1 9,600 AMERICA ONLINE INC DEL CMN 02364J104 746,387.50 7,100 SOLE 1 7,100 AMERICA ONLINE INC DEL CMN 02364J104 315,375.00 3,000 SOLE 1 3,000 AMERICA ON-LINE INC. CONV NTS CNV 02364JAA2 31,528,200.00 15,000,000 SOLE 1 15,000,000 AMERICA ON-LINE INC. CONV NTS CNV 02364JAA2 23,257,302.20 11,065,000 SOLE 1 11,065,000 AMERICAN ELECTRIC POWER INC CMN 025537101 1,557,406.13 34,323 SOLE 1 34,323 AMERICAN ELECTRIC POWER INC CMN 025537101 276,787.50 6,100 SOLE 1 6,100 AMERICAN EQUINE PRODUCTS INC CMN 02567C104 0.00 54,300 SOLE 1 54,300 AMERICAN EXPRESS CO. CMN 025816109 614,477.50 5,402 SOLE 1 5,402 AMERICAN EXPRESS CO. CMN 025816109 9,716,525.00 85,420 SOLE 1 85,420 AMERICAN EXPRESS CO. CMN 025816109 705,250.00 6,200 SOLE 1 6,200 AMERICAN GENERAL CORP CMN 026351106 3,209,061.31 45,079 SOLE 1 45,079 AMERICAN GENERAL CORP CMN 026351106 210,003.13 2,950 SOLE 1 2,950 AMERICAN GENERAL DELAWARE LLC PFD 02637G200 792,554.40 8,800 SOLE 1 8,800 AMERICAN ITALIAN PASTA CO CMN 027070101 227,225.00 6,100 SOLE 1 6,100 AMERICAN STORES CO (NEW) CMN 030096101 1,489,442.06 61,579 SOLE 1 61,579 AMERITECH CORP CMN 030954101 4,966,002.13 110,663 SOLE 1 110,663 AMERITECH CORP CMN 030954101 888,525.00 19,800 SOLE 1 19,800 AMERITECH CORP CMN 030954101 570,854.88 12,721 SOLE 1 12,721 AMERITECH CORP CMN 030954101 224,375.00 5,000 SOLE 1 5,000 AMGEN INC CMN 031162100 2,755,621.63 42,151 SOLE 1 42,151 AMGEN INC CMN 031162100 495,673.25 7,582 SOLE 1 7,582 AMGEN INC CMN 031162100 200,701.25 3,070 SOLE 1 3,070 AMOCO CORPORATION CMN 031905102 7,540,133.50 180,602 SOLE 1 180,602 AMOCO CORPORATION CMN 031905102 472,568.25 11,319 SOLE 1 11,319 AMP INCORPORATED (PENN) CMN 031897101 1,379,056.25 40,118 SOLE 1 40,118 AMPHENOL CORP CL-A (NEW) CMN 032095101 674,934.00 17,306 SOLE 1 17,306 AMR CORP (DEL) CMN 001765106 1,161,670.50 13,954 SOLE 1 13,954 AMRE INC CMN 032153108 2,000.00 40,000 SOLE 1 40,000 ANADARKO PETROLEUM CORP CMN 032511107 493,559.38 7,346 SOLE 1 7,346 ANALOG DEVICES CONV. CNV 032654AB1 4,383,605.46 3,467,000 SOLE 1 3,467,000 ANALOG DEVICES INC CMN 032654105 1,228,125.00 50,000 SOLE 1 50,000 ANDREW CORP CMN 034425108 299,422.06 16,577 SOLE 1 16,577 ANHEUSER BUSCH COS INC. CMN 035229103 235,937.50 5,000 SOLE 1 5,000 ANHEUSER BUSCH COS INC. CMN 035229103 3,139,431.56 66,531 SOLE 1 66,531 ANHEUSER BUSCH COS INC. CMN 035229103 268,685.63 5,694 SOLE 1 5,694 ANSALDO SIGNAL NV CMN N05515106 542,968.75 125,000 SOLE 1 125,000 AO MOSENERGO SPON ADR CMN 037376308 298,560.00 60,000 SOLE 1 60,000 AO MOSENERGO SPON ADR CMN 037376308 614,212.56 123,435 SOLE 1 123,435 AON CORPORATION CMN 037389103 2,041,675.75 29,063 SOLE 1 29,063 APACHE CORP. CMN 037411105 261,576.00 8,304 SOLE 1 8,304 APL CORP CMN 002024107 1,400.00 140,000 SOLE 1 140,000 APP FIN (VII) MAURITIUS 144A CNV 00202PAA8 7,259,823.75 8,033,000 SOLE 1 8,033,000 APP FIN (VII) REG D CNV 00202PAC4 1,087,211.25 1,203,000 SOLE 1 1,203,000 APP GLOBAL FIN(V) LTD 144A CNV 00202QAA6 0.00 100,000 SOLE 1 100,000 APP GLOBAL FINANCE VI CONV BDS CNV 00202NAA3 8,616,230.00 41,524,000 SOLE 1 41,524,000 APPLE COMPUTER INC CMN 037833100 598,191.75 20,852 SOLE 1 20,852 APPLE COMPUTER INC CNV 037833AE0 52,752,857.24 45,698,000 SOLE 1 45,698,000 APPLE COMPUTER INC CNV 037833AE0 18,635,156.34 16,143,000 SOLE 1 16,143,000 APPLE COMPUTER INC CONV 144A CNV 037833AC4 2,193,322.00 1,900,000 SOLE 1 1,900,000 APPLE COMPUTER INC REG REG S CNV U03783AA2 230,876.00 200,000 SOLE 1 200,000 APPLE COMPUTER INC REG REG S CNV U03783AA2 173,157.00 150,000 SOLE 1 150,000 APPLIED MAGNETICS CORP CMN 038213104 208,925.00 27,400 SOLE 1 27,400 APPLIED MAGNETICS CP SUB CV CNV 038213AA2 219,658.50 450,000 SOLE 1 450,000 APPLIED MATERIALS INC CMN 038222105 1,757,816.50 59,587 SOLE 1 59,587 APRIA HEALTHCARE GROUP CMN 037933108 668,750.00 100,000 SOLE 1 100,000 ARBOR SOFTWARE CORP SUB NT CNV 038918AA6 435,625.00 500,000 SOLE 1 500,000 ARBOR SOFTWARE CORP SUB NT CNV 038918AA6 4,138,437.50 4,750,000 SOLE 1 4,750,000 ARCH COMMUNICATION GROUP INC CMN 039381108 860,737.50 218,600 SOLE 1 218,600 ARCHER DANIELS MIDLAND CO CMN 039483102 1,958,541.25 101,086 SOLE 1 101,086 ARMSTRONG WORLD INDS INC CMN 042476101 626,857.00 9,304 SOLE 1 9,304 ARROW ELECTRONICS INC. CMN 042735100 293,625.00 13,500 SOLE 1 13,500 ARTERIAL VASCULAR ENGINEERING CMN 043013101 536,250.00 15,000 SOLE 1 15,000 ASCEND COMMUNICATIONS INC CMN 043491109 1,491,831.25 30,100 SOLE 1 30,100 ASCNET INC (PVT PLACEMENT) CMN 04363M104 0.00 15,000 SOLE 1 15,000 ASM LITHOGRAPHY HOLDING NV ADR CMN N07059111 8,952,993.75 308,060 SOLE 1 308,060 ASPEN TECHNOLOGY, INC. 144A CNV 045327AA1 1,834,000.00 1,600,000 SOLE 1 1,600,000 ASSOCIATED GROUP INC-CL B CMN 045651205 1,431,000.00 36,000 SOLE 1 36,000 ASSOCIATES FIRST CAPITAL CMN 046008108 222,503.25 2,892 SOLE 1 2,892 ASSOCIATES FIRST CAPITAL CMN 046008108 3,191,059.75 41,476 SOLE 1 41,476 ASSOCIATES FIRST CAPITAL CMN 046008108 349,680.94 4,545 SOLE 1 4,545 ASSOCIATES FIRST CAPITAL CMN 046008108 309,750.38 4,026 SOLE 1 4,026 ASTRA AB "A" SPONS ADR CMN 046298105 2,326,750.00 113,500 SOLE 1 113,500 AT ENTERTAINMENT, INC. CMN 045920105 12,933,206.00 1,175,746 SOLE 1 1,175,746 AT ENTERTAINMENT,INC CMN 045920105 5,475,800.00 497,800 SOLE 1 497,800 AT ENTERTAINMENT,INC CMN 045920105 4,185,500.00 380,500 SOLE 1 380,500 AT&T CORP CMN 001957109 1,622,350.00 28,400 SOLE 1 28,400 AT&T CORP CMN 001957109 1,078,405.75 18,878 SOLE 1 18,878 AT&T CORP CMN 001957109 15,166,687.50 265,500 SOLE 1 265,500 AT&T CORP CMN 001957109 11,947,351.00 209,144 SOLE 1 209,144 AT&T CORP CMN 001957109 8,123,175.00 142,200 SOLE 1 142,200 ATHENA NEUROSCIENCES INC 144A CNV 046854AA3 1,163,750.00 1,000,000 SOLE 1 1,000,000 ATL PRODUCTS INC CMN 00207M102 3,601,837.50 138,200 SOLE 1 138,200 ATLANTIC RICHFIELD CO(DELAWARE CMN 048825103 4,304,531.25 55,098 SOLE 1 55,098 ATLANTIC RICHFIELD CO(DELAWARE CMN 048825103 781,250.00 10,000 SOLE 1 10,000 ATLANTIC RICHFIELD CO(DELAWARE CMN 048825103 291,250.00 3,728 SOLE 1 3,728 ATMEL CORP. CMN 049513104 37,218,050.00 2,731,600 SOLE 1 2,731,600 AUREAL SEMICONDUCTOR INC CMN 051917102 288,562.19 131,884 SOLE 1 131,884 AUSTRIA FUND INCORPORATED CMN 052587102 122,500.00 10,000 SOLE 1 10,000 AUTO CHEK CENTERS INC CMN 05270F108 0.00 50,000 SOLE 1 50,000 AUTODESK INC CMN 052769106 491,155.50 12,716 SOLE 1 12,716 AUTOMATIC COMMON EXCHANGE CNV 05300A202 41,915.44 175,100 SOLE 1 175,100 AUTOMATIC COMMON EXCHANGE CNV 05300A202 33,393.51 139,500 SOLE 1 139,500 AUTOMATIC DATA PROCESSING INC CMN 053015103 3,881,031.00 53,256 SOLE 1 53,256 AUTOMATIC DATA PROCESSING INC CMN 053015103 253,167.75 3,474 SOLE 1 3,474 AUTOMATIC DATA PROCESSING INC CNV 053015AC7 1,062,911.90 1,130,000 SOLE 1 1,130,000 AUTOZONE, INC. CMN 053332102 850,176.25 26,620 SOLE 1 26,620 AVERY DENNISON CORPORATION CMN 053611109 976,315.00 18,164 SOLE 1 18,164 AVIS RENT A CAR, INC. CMN 053790101 396,000.00 16,000 SOLE 1 16,000 AVON PRODUCTS INC. CMN 054303102 348,468.75 4,500 SOLE 1 4,500 AXYS PHARMACEUTICALS INC CMN 054635107 3,380,456.25 474,450 SOLE 1 474,450 AZTAR CORPORATION CMN 054802103 422,375.00 62,000 SOLE 1 62,000 AZTEC TECHNOLOGY PARTNERS INC CMN 05480L101 3,321,076.38 435,551 SOLE 1 435,551 B F GOODRICH CO CMN 382388106 435,856.38 8,783 SOLE 1 8,783 BAAN CO NV SUB CONV CNV 056072AB7 4,492,812.50 2,750,000 SOLE 1 2,750,000 BAAN CO NV SUB CONV 144A CNV 056072AA9 2,450,625.00 1,500,000 SOLE 1 1,500,000 BAAN COMPANY N.V. CMN N08044104 35,068,962.50 980,950 SOLE 1 980,950 BAKER HUGHES INC CMN 057224107 580,650.00 16,800 SOLE 1 16,800 BAKER HUGHES INC CMN 057224107 642,862.50 18,600 SOLE 1 18,600 BAKER HUGHES INC CMN 057224107 821,205.00 23,760 SOLE 1 23,760 BAKERS HUGHES SR LIQ YLD OP NT CNV 057224AH0 3,851,126.40 5,280,000 SOLE 1 5,280,000 BALLY TOTAL FITNESS HLDG CORP CMN 05873K108 396,000.00 11,000 SOLE 1 11,000 BALLY TOTAL FITNESS HLDG CORP CMN 05873K108 907,200.00 25,200 SOLE 1 25,200 BALTIMORE GAS & ELEC.CO. CMN 059165100 963,217.06 31,009 SOLE 1 31,009 BALTIMORE GAS & ELECTRIC 7.16% PFD 055415202 1,051,487.50 42,700 SOLE 1 42,700 BALTIMORE GAS & ELECTRIC 7.16% PFD 055415202 554,062.50 22,500 SOLE 1 22,500 BANC ONE CORP CMN 059438101 418,817.00 7,504 SOLE 1 7,504 BANC ONE CORP CMN 059438101 541,381.25 9,700 SOLE 1 9,700 BANC ONE CORP CMN 059438101 6,954,907.25 124,612 SOLE 1 124,612 BANCO BILBAO VIZCAYA 8% ADS PFD 059456400 1,975,025.00 76,700 SOLE 1 76,700 BANCO DE GALICIA ADR S.A. CMN 059538207 1,389,281.25 76,125 SOLE 1 76,125 BANCO NACIONAL DE MEXICO 144A CNV 059617AA8 108,780.00 111,000 SOLE 1 111,000 BANK NEW YORK INC CMN 064057102 4,546,571.13 74,687 SOLE 1 74,687 BANK NEW YORK INC CMN 064057102 280,025.00 4,600 SOLE 1 4,600 BANK NEW YORK INC CMN 064057102 266,510.75 4,378 SOLE 1 4,378 BANKAMERICA CORP CMN 066050105 697,190.00 8,060 SOLE 1 8,060 BANKAMERICA CORP CMN 066050105 830,400.00 9,600 SOLE 1 9,600 BANKAMERICA CORP CMN 066050105 10,439,858.00 120,692 SOLE 1 120,692 BANKBOSTON CORP CMN 06605R106 2,846,553.75 51,174 SOLE 1 51,174 BANKERS TRUST N.Y.CORP. CMN 066365107 754,406.25 6,500 SOLE 1 6,500 BANKERS TRUST N.Y.CORP. CMN 066365107 1,619,071.88 13,950 SOLE 1 13,950 BANPAIS S.A SPONSORED ADR CMN 066700105 0.00 10,000 SOLE 1 10,000 BARD C R INC N J CMN 067383109 567,473.81 14,909 SOLE 1 14,909 BARNES & NOBLE, INC CMN 067774109 206,937.50 5,500 SOLE 1 5,500 BARRICK GOLD CORP CMN 067901108 1,305,130.75 67,799 SOLE 1 67,799 BARRICK GOLD CORP CMN 067901108 6,171,550.00 320,600 SOLE 1 320,600 BASIX CORP $0.12 CONV PFD PFD 070121306 40,124.26 276,719 SOLE 1 276,719 BASIX CORPORATION (NEW) CMN 070121207 12.17 12,170 SOLE 1 12,170 BATTLE MOUNTAIN GOLD CO CL-A CMN 071593107 302,480.00 50,944 SOLE 1 50,944 BAUSCH & LOMB INC CMN 071707103 472,628.63 9,429 SOLE 1 9,429 BAXTER INTL INC CMN 071813109 753,375.00 14,000 SOLE 1 14,000 BAXTER INTL INC CMN 071813109 2,687,450.06 49,941 SOLE 1 49,941 BAY NETWORKS INC CMN 072510100 916,987.50 28,600 SOLE 1 28,600 BAY NETWORKS INC CMN 072510100 1,136,711.81 35,453 SOLE 1 35,453 BAY NETWORKS INC. CMN 072510100 20,840,625.00 650,000 SOLE 1 650,000 BB&T CORPORATION CMN 054937107 1,632,197.00 24,136 SOLE 1 24,136 BEA SYSTEMS, INC. 144A CNV 073325AA0 11,627,250.00 11,100,000 SOLE 1 11,100,000 BEAR STEARNS 5.49% DEP SHS REP PFD 073902868 2,500,000.00 50,000 SOLE 1 50,000 BEAR STEARNS COMPANIES INC CMN 073902108 284,375.00 5,000 SOLE 1 5,000 BEAR STEARNS COMPANIES INC CMN 073902108 335,562.50 5,900 SOLE 1 5,900 BECTON DICKINSON & CO CMN 075887109 232,875.00 3,000 SOLE 1 3,000 BECTON DICKINSON & CO CMN 075887109 1,673,439.75 21,558 SOLE 1 21,558 BED BATH & BEYOND INC CMN 075896100 202,068.75 3,900 SOLE 1 3,900 BED BATH & BEYOND INC CMN 075896100 339,112.81 6,545 SOLE 1 6,545 BEIJING ENTERPRISES 144A CNV 07725TAA3 2,893,675.00 2,830,000 SOLE 1 2,830,000 BELCO OIL & GAS CORP. CMN 077410108 841,800.00 97,600 SOLE 1 97,600 BELL ATLANTIC CORP CMN 077853109 823,622.50 18,052 SOLE 1 18,052 BELL ATLANTIC CORP CMN 077853109 1,245,562.50 27,300 SOLE 1 27,300 BELL ATLANTIC CORP CMN 077853109 12,000,835.00 263,032 SOLE 1 263,032 BELL ATLANTIC CORP CMN 077853109 44,150,400.00 967,680 SOLE 1 967,680 BELL ATLANTIC FIN SVCS CNV 07785GAB6 2,249,500.00 2,200,000 SOLE 1 2,200,000 BELLSOUTH CORP CMN 079860102 773,615.63 11,525 SOLE 1 11,525 BELLSOUTH CORP CMN 079860102 1,067,287.50 15,900 SOLE 1 15,900 BELLSOUTH CORP CMN 079860102 9,326,951.63 138,949 SOLE 1 138,949 BEMIS COMPANY CMN 081437105 534,849.38 13,085 SOLE 1 13,085 BENEFICIAL CORP CMN 081721102 1,485,612.38 9,698 SOLE 1 9,698 BENTECH INDUSTRIES INC. CMN 08262P100 1,950.00 39,000 SOLE 1 39,000 BERGEN BURNSWIG CORP CL-A CMN 083739102 10,009,125.00 217,000 SOLE 1 217,000 BERINGER WINE ESTATES CMN 084102102 550,781.25 12,500 SOLE 1 12,500 BEST BUY CO INC CMN 086516101 238,425.00 6,600 SOLE 1 6,600 BEST PRODUCTS CO INC CMN 086553104 537.55 53,755 SOLE 1 53,755 BESTFOODS CMN 08658U101 2,834,553.19 48,819 SOLE 1 48,819 BETZDEARBORN INC CMN 087779104 343,412.50 8,300 SOLE 1 8,300 BEV HILLS SVGS&LOAN ASSC CMN 088084108 3,600.00 20,000 SOLE 1 20,000 BIG FLOWER TRUST I 6% CONV PFD 089164206 3,775,299.60 61,700 SOLE 1 61,700 BIG FLOWER TRUST I 6% CONV PFD 089164305 3,977,220.00 65,000 SOLE 1 65,000 BIOMET INC CMN 090613100 834,762.00 25,248 SOLE 1 25,248 BLACK & DECKER CORP CMN 091797100 4,056,500.00 66,500 SOLE 1 66,500 BLACK & DECKER CORP CMN 091797100 973,194.00 15,954 SOLE 1 15,954 BMC SOFTWARE INC CMN 055921100 431,081.25 8,300 SOLE 1 8,300 BMC SOFTWARE INC CMN 055921100 415,500.00 8,000 SOLE 1 8,000 BNY CAPITAL III 7.05% PFD 05563W206 297,000.00 12,000 SOLE 1 12,000 BOEING COMPANY CMN 097023105 517,727.13 11,618 SOLE 1 11,618 BOEING COMPANY CMN 097023105 614,962.50 13,800 SOLE 1 13,800 BOEING COMPANY CMN 097023105 1,265,575.00 28,400 SOLE 1 28,400 BOEING COMPANY CMN 097023105 8,104,938.38 181,878 SOLE 1 181,878 BONNEVILLE PACIFIC CORP CMN 098904105 55,000.00 40,000 SOLE 1 40,000 BORDEN CHEMICALS & PLASTICS CMN 099541203 5,750,000.00 1,000,000 SOLE 1 1,000,000 BORG-WARNER AUTOMOTIVE INC CMN 099724106 307,600.00 6,400 SOLE 1 6,400 BORG-WARNER SECURITY CORP CMN 099733107 15,708,538.00 694,300 SOLE 1 694,300 BOSTON CHICKEN INC CONV CNV 100578AA1 368,281.25 2,357,000 SOLE 1 2,357,000 BOSTON CHICKEN INC CONV NTS CNV 100578AB9 166,048.50 3,450,000 SOLE 1 3,450,000 BOSTON CHICKEN,INC CMN 100578103 48,768.75 30,600 SOLE 1 30,600 BOSTON SCIENTIFIC CORP. CMN 101137107 2,474,142.38 34,543 SOLE 1 34,543 BOULDER BREWING COMPANY CMN 101406106 2,500.00 25,000 SOLE 1 25,000 BOYD GAMING CORP CMN 103304101 402,500.00 70,000 SOLE 1 70,000 BRIGGS & STRATTON CORP. CMN 109043109 282,091.56 7,535 SOLE 1 7,535 BRISTOL MYERS SQUIBB CO CMN 110122108 1,328,217.75 11,556 SOLE 1 11,556 BRISTOL MYERS SQUIBB CO CMN 110122108 1,632,112.50 14,200 SOLE 1 14,200 BRISTOL MYERS SQUIBB CO CMN 110122108 17,664,054.75 153,684 SOLE 1 153,684 BRISTOL MYERS SQUIBB CO CMN 110122108 30,332,006.25 263,900 SOLE 1 263,900 BRITISH AIRWYS PLC ADR CMN 110419306 601,274.38 5,590 SOLE 1 5,590 BRITISH PETROLEUM (ADS) CMN 110889409 532,147.50 6,030 SOLE 1 6,030 BRITISH SKY BROADCASTING GROUP CMN 111013108 10,398,027.75 243,942 SOLE 1 243,942 BRITISH SKY BROADCASTING GROUP CMN 111013108 43,920,331.13 1,030,389 SOLE 1 1,030,389 BRITISH TELECOM FNL INSTMT ADR CMN 111021408 22,155,900.00 179,400 SOLE 1 179,400 BROADBAND TECH CORP CNV 111309AC4 865,687.50 1,350,000 SOLE 1 1,350,000 BROADBAND TECH INC CMN 111309100 829,125.00 201,000 SOLE 1 201,000 BROADBAND TECH INC CMN 111309100 3,562,927.50 863,740 SOLE 1 863,740 BROWN FORMAN CORP CL B CMN 115637209 1,624,882.50 25,290 SOLE 1 25,290 BROWNING-FERRIS IND INC CMN 115885105 312,750.00 9,000 SOLE 1 9,000 BROWNING-FERRIS IND INC CMN 115885105 1,163,881.75 33,493 SOLE 1 33,493 BROWNING-FERRIS INDUSTRIES INC CNV 115885600 166,774.80 473,120 SOLE 1 473,120 BRUNSWICK CORP. CMN 117043109 344,025.00 13,900 SOLE 1 13,900 BRUNSWICK CORP. CMN 117043109 465,572.25 18,811 SOLE 1 18,811 BRYLANE INC (PP) CMN 117991109 4,017,686.40 68,328 SOLE 1 68,328 BTI CAP TRUST CONV PFD PFD 05576M203 9,107,149.80 212,100 SOLE 1 212,100 BUDGET GROUP INC CMN 119003101 2,574,162.50 80,600 SOLE 1 80,600 BUFETE INDL SA SPONSORED ADR CMN 11942H100 2,910,271.00 447,734 SOLE 1 447,734 BURLINGTON NORTHERN SANTA FE CMN 12189T104 1,522,102.63 15,502 SOLE 1 15,502 BURLINGTON NORTHERN SANTA FE CMN 12189T104 10,957,725.00 111,600 SOLE 1 111,600 BURLINGTON RESOURCES INC CMN 122014103 1,196,965.25 27,796 SOLE 1 27,796 C.H. ROBINSON WORLDWIDE, INC. CMN 12541W100 345,762.50 13,900 SOLE 1 13,900 CABLE MICHIGAN INC. CMN 12685T103 9,535,500.00 244,500 SOLE 1 244,500 CABLETRON SYSTEMS, INC. CMN 126920107 365,271.56 27,183 SOLE 1 27,183 CADENCE DESIGN SYSTEMS INC CMN 127387108 243,750.00 7,800 SOLE 1 7,800 CADENCE DESIGN SYSTEMS INC CMN 127387108 415,625.00 13,300 SOLE 1 13,300 CADILLAC FAIRVIEW CORP CMN 126929207 4,218,729.00 183,423 SOLE 1 183,423 CADNETIX CORP SUB DEB CONV CNV 127590AA5 0.00 700,000 SOLE 1 700,000 CALENERGY INC CMN 129466108 270,562.50 9,000 SOLE 1 9,000 CALIFORNIA FEDERAL 9.125% PFD PFD 130214208 10,072,326.25 371,330 SOLE 1 371,330 CALIFORNIA FEDERAL BK-GOODWILL CMN 130209604 1,572,100.00 79,600 SOLE 1 79,600 CALL/ABI(ABIGM) @ CLL 0244569GM 3,125.00 50,000 CALL SOLE 1 50,000 CALL/AET(AETGP) @ CLL 0081179GP 62,625.00 83,500 CALL SOLE 1 83,500 CALL/AFCI(AQFII) @ CLL 0075429II 518,437.50 197,500 CALL SOLE 1 197,500 CALL/ALD(VADAY) @ CLL 0195139AY 850,000.00 50,000 CALL SOLE 1 50,000 CALL/ALL(ALLGR) @ CLL 0200029GR 292,500.00 90,000 CALL SOLE 1 90,000 CALL/AMAT(ANQJZ) @ CLL 0382229JZ 90,000.00 40,000 CALL SOLE 1 40,000 CALL/AMD(AMDGW) @ CLL 0079039GW 26,000.00 32,000 CALL SOLE 1 32,000 CALL/AMFM(EVQJI) @ CLL 1589159JI 209,687.50 27,500 CALL SOLE 1 27,500 CALL/AMGN(AMQGL) @ CLL 0311639GL 908,500.00 158,000 CALL SOLE 1 158,000 CALL/AOL(AOLGQ) @ CLL 02364J9GQ 1,473,250.00 71,000 CALL SOLE 1 71,000 CALL/AOL(AOLGT) @ CLL 02364J9GT 418,750.00 50,000 CALL SOLE 1 50,000 CALL/AOL(AOLJS) @ CLL 02364J9JS 638,750.00 35,000 CALL SOLE 1 35,000 CALL/APC(APCHK) @ CLL 0325119HK 996,437.50 74,500 CALL SOLE 1 74,500 CALL/APC(APCHM) @ CLL 0325119HM 195,000.00 40,000 CALL SOLE 1 40,000 CALL/ATI(ATIGI) @ CLL 00949T9GI 331,250.00 25,000 CALL SOLE 1 25,000 CALL/ATI(ATIJK) @ CLL 00949T9JK 275,625.00 45,000 CALL SOLE 1 45,000 CALL/ATVI(AQVBC) @ CLL 0049309BC 48,750.00 65,000 CALL SOLE 1 65,000 CALL/AVNT(NVQGF) @ CLL 0534879GF 16,550.00 33,100 CALL SOLE 1 33,100 CALL/BA(BAAK) @ CLL 0970279AK 300,000.00 300,000 CALL SOLE 1 300,000 CALL/BA(BAHK) @ CLL 0970239HK 18,750.00 100,000 CALL SOLE 1 100,000 CALL/BAANF(BQFHI) @ CLL N080449HI 96,375.00 128,500 CALL SOLE 1 128,500 CALL/BEL(BELAF) @ CLL 0778539AF 923,000.00 56,800 CALL SOLE 1 56,800 CALL/CCI(CCIAH) @ CLL 1730349AH 300,000.00 15,000 CALL SOLE 1 15,000 CALL/CCI(CCIAT) @ CLL 1430369AT 21,562.50 15,000 CALL SOLE 1 15,000 CALL/CCI(CCIGH) @ CLL 1730349GH 121,000.00 11,000 CALL SOLE 1 11,000 CALL/CCI(CIWAL) @ CLL 1A399W9AL 225,312.50 2,500 CALL SOLE 1 2,500 CALL/CD(LULAC) @ CLL 1265519AC 88,750.00 10,000 CALL SOLE 1 10,000 CALL/CIEN(EUQJK) @ CLL 1717799JK 1,072,500.00 65,000 CALL SOLE 1 65,000 CALL/CIEN(EUQJL) @ CLL 1717799JL 680,625.00 55,000 CALL SOLE 1 55,000 CALL/CIR(CIRIF) @ CLL 1729099IF 32,375.00 518,000 CALL SOLE 1 518,000 CALL/CIR(CIRIY) @ CLL 1729099IY 22,918.75 366,700 CALL SOLE 1 366,700 CALL/CL(CLAL) @ CLL 1941629AL 3,136,875.00 105,000 CALL SOLE 1 105,000 CALL/CMCSK(CQKJZ) @ CLL 2003009JZ 135,000.00 15,000 CALL SOLE 1 15,000 CALL/CMVT(CQVHJ) @ CLL 2058629HJ 52,500.00 12,000 CALL SOLE 1 12,000 CALL/CRUS(LRLAD) @ CLL 1727579AD 22,525.00 21,200 CALL SOLE 1 21,200 CALL/CSCO(CYQHR) @ CLL 17275R9HR 343,750.00 50,000 CALL SOLE 1 50,000 CALL/CTXS(XSQIL) @ CLL 1773769IL 169,000.00 13,000 CALL SOLE 1 13,000 CALL/DD(DDGO) @ CLL 2635359GO 46,875.00 25,000 CALL SOLE 1 25,000 CALL/DDS(DDSKG) @ CLL 2540679KG 382,500.00 51,000 CALL SOLE 1 51,000 CALL/DE(DEIK) @ CLL 2441999IK 24,750.00 12,000 CALL SOLE 1 12,000 CALL/DOSE(XUQGV) @ CLL 7171359GV 37,500.00 100,000 CALL SOLE 1 100,000 CALL/EGR(EGRIK) @ CLL 2703199IK 106,875.00 22,500 CALL SOLE 1 22,500 CALL/ERICY(RQCAV) @ CLL 2948219AV 335,000.00 20,000 CALL SOLE 1 20,000 CALL/EVI(EVIHH) @ CLL 2689399HH 156,250.00 100,000 CALL SOLE 1 100,000 CALL/EVI(EVIHJ) @ CLL 2689399HJ 16,250.00 52,000 CALL SOLE 1 52,000 CALL/FBN(FBNJG) @ CLL 3609219JG 22,343.75 27,500 CALL SOLE 1 27,500 CALL/FLC(FLCIG) @ CLL 74912E9IG 17,500.00 70,000 CALL SOLE 1 70,000 CALL/FLEX PAP AMERSTYLE CLL 5951309GD 0.00 280,000 CALL SOLE 1 280,000 CALL/FLT(FLTGM) @ CLL 3389159GM 1,868,625.00 99,000 CALL SOLE 1 99,000 CALL/FNM(VFNAF) @ CLL 3135899AF 13,652,500.00 430,000 CALL SOLE 1 430,000 CALL/FNM(VFNAH) @ CLL 3135819AH 1,106,250.00 50,000 CALL SOLE 1 50,000 CALL/G(GGY) @ CLL 3757669GY 200,000.00 200,000 CALL SOLE 1 200,000 CALL/G(VZGAJ) @ CLL 3757669AJ 770,000.00 80,000 CALL SOLE 1 80,000 CALL/G(VZGAL) @ CLL 3757679AL 1,085,000.00 280,000 CALL SOLE 1 280,000 CALL/GDT(GDTGN) @ CLL 4016989GN 45,000.00 12,000 CALL SOLE 1 12,000 CALL/GE(GEGQ) @ CLL 3696049GQ 408,000.00 68,000 CALL SOLE 1 68,000 CALL/GE(LGRAT) @ CLL 3696069AT 950,000.00 100,000 CALL SOLE 1 100,000 CALL/GIS(GISGN) @ CLL 3703349GN 26,250.00 30,000 CALL SOLE 1 30,000 CALL/GLW(GLWAG) @ CLL 2193549AG 171,925.00 52,900 CALL SOLE 1 52,900 CALL/HLT(HLTGY) @ CLL 4328489GY 63,375.00 39,000 CALL SOLE 1 39,000 CALL/HTCH(UTQGE) @ CLL 4484079GE 30,000.00 10,000 CALL SOLE 1 10,000 CALL/IBM(IBMAR) @ CLL 4592049AR 2,787,500.00 100,000 CALL SOLE 1 100,000 CALL/ICGX(QIGGG) @ CLL 4492469GG 55,000.00 20,000 CALL SOLE 1 20,000 CALL/ICIX(QIXGH) @ CLL 4588019GH 146,875.00 50,000 CALL SOLE 1 50,000 CALL/INTC(INQAL) @ CLL 4581419AL 1,800,000.00 100,000 CALL SOLE 1 100,000 CALL/INTC(INQAP) @ CLL 4581429AP 937,500.00 150,000 CALL SOLE 1 150,000 CALL/ITWO(JQHG) @ CLL 4657549HG 46,500.00 12,000 CALL SOLE 1 12,000 CALL/JCP(JCPHK) @ CLL 7081609HK 793,125.00 45,000 CALL SOLE 1 45,000 CALL/JPM(JPMGG) @ CLL 6168809GG 9,843.75 31,500 CALL SOLE 1 31,500 CALL/K(KLG) @ CLL 4878369LG 807,187.50 184,500 CALL SOLE 1 184,500 CALL/K(KLI) @ CLL 4878369LI 28,162.50 75,100 CALL SOLE 1 75,100 CALL/KM(KMLX) @ CLL 4825849LX 65,625.00 75,000 CALL SOLE 1 75,000 CALL/KMB(KMBJK) @ CLL 4943689JK 16,143.75 36,900 CALL SOLE 1 36,900 CALL/KO(KOAH) @ CLL 1912169AH 235,000.00 5,000 CALL SOLE 1 5,000 CALL/KO(KOAN) @ CLL 1912109AN 4,050,000.00 225,000 CALL SOLE 1 225,000 CALL/KO(KOAP) @ CLL 1912169AP 815,625.00 75,000 CALL SOLE 1 75,000 CALL/LLY(LLYAM) @ CLL 5324579AM 1,162,500.00 150,000 CALL SOLE 1 150,000 CALL/LMT(LMTIS) @ CLL 5398309IS 1,258,750.00 106,000 CALL SOLE 1 106,000 CALL/LNCR(LQNHG) @ CLL 5327919HG 157,500.00 20,000 CALL SOLE 1 20,000 CALL/MCD(VMDAK) @ CLL 5801389AK 650,000.00 40,000 CALL SOLE 1 40,000 CALL/MCD(VMDAM) @ CLL 5801419AM 418,750.00 50,000 CALL SOLE 1 50,000 CALL/MEL(MELGO) @ CLL 5855099GO 50,000.00 40,000 CALL SOLE 1 40,000 CALL/MER(MERAZ) @ CLL 5901889AZ 3,705,750.00 61,000 CALL SOLE 1 61,000 CALL/MER(MERGR) @ CLL 5901889GR 233,750.00 55,000 CALL SOLE 1 55,000 CALL/MER(MERGT) @ CLL 5901889GT 18,125.00 29,000 CALL SOLE 1 29,000 CALL/MO(MOIH) @ CLL 7181549IH 100,000.00 50,000 CALL SOLE 1 50,000 CALL/MO(VPMAH) @ CLL 7181579AH 2,700,000.00 800,000 CALL SOLE 1 800,000 CALL/MO(VPMAJ) @ CLL 7181579AJ 1,200,000.00 1,600,000 CALL SOLE 1 1,600,000 CALL/MO(VPMAK) @ CLL 7181559AK 21,875.00 50,000 CALL SOLE 1 50,000 CALL/MO(VPMAS) @ CLL 7181559AS 1,115,625.00 850,000 CALL SOLE 1 850,000 CALL/MOT(MOTGK) @ CLL 6200769GK 31,250.00 50,000 CALL SOLE 1 50,000 CALL/MOT(MOTGL) @ CLL 6200769GL 6,250.00 100,000 CALL SOLE 1 100,000 CALL/MRO(MROGU) @ CLL 9029059GU 3,125.00 25,000 CALL SOLE 1 25,000 CALL/MSFT(LMFAQ) @ CLL 5949109AQ 3,500,000.00 100,000 CALL SOLE 1 100,000 CALL/MTC(MTCAJ) @ CLL 6116659AJ 1,575,000.00 168,000 CALL SOLE 1 168,000 CALL/MU(MUGF) @ CLL 5951129GF 4,312.50 23,000 CALL SOLE 1 23,000 CALL/NBTY(NBQIA) @ CLL 6287829IA 10,000.00 10,000 CALL SOLE 1 10,000 CALL/NOKA(NKAGK) @ CLL 6549029GK 326,250.00 18,000 CALL SOLE 1 18,000 CALL/NOKA(NKAJO) @ CLL 6549029JO 312,500.00 50,000 CALL SOLE 1 50,000 CALL/NSS(NSSJC) @ CLL 6289169JC 5,000.00 20,000 CALL SOLE 1 20,000 CALL/ORG(ORGJG) @ CLL 6859069JG 22,500.00 40,000 CALL SOLE 1 40,000 CALL/PAIR(PQGGE) @ CLL 6959349GE 3,750.00 30,000 CALL SOLE 1 30,000 CALL/PFE(LPEAD) @ CLL 7170829AD 3,550,000.00 200,000 CALL SOLE 1 200,000 CALL/PFE(VPEAN) @ CLL 7170829AN 6,112,500.00 150,000 CALL SOLE 1 150,000 CALL/QNTM(QNQHY) @ CLL 7479069HY 7,812.50 25,000 CALL SOLE 1 25,000 CALL/RAD(RADGY) @ CLL 7677549GY 360,000.00 36,000 CALL SOLE 1 36,000 CALL/RLR(RLRJH) @ CLL 75952U9JH 135,000.00 15,000 CALL SOLE 1 15,000 CALL/RLR(RLRJI) @ CLL 75952U9JI 1,192,500.00 265,000 CALL SOLE 1 265,000 CALL/SAFC(SAQHK) @ CLL 7864299HK 8,156.25 43,500 CALL SOLE 1 43,500 CALL/SBC(SBCAE) @ CLL 7838789AE 625,000.00 40,000 CALL SOLE 1 40,000 CALL/SBH(SBHHN) @ CLL 8323789HN 46,875.00 50,000 CALL SOLE 1 50,000 CALL/SGP(SGPAF) @ CLL 8066059AF 251,500.00 4,000 CALL SOLE 1 4,000 CALL/SLB(SLBHM) @ CLL 8068579HM 1,089,812.50 185,500 CALL SOLE 1 185,500 CALL/SLE(SLEAF) @ CLL 8031119AF 2,929,375.00 109,000 CALL SOLE 1 109,000 CALL/SLE(SLEAG) @ CLL 8031119AG 1,683,000.00 76,500 CALL SOLE 1 76,500 CALL/SNE(SNEGA) @ CLL 8356999GA 28,750.00 115,000 CALL SOLE 1 115,000 CALL/SNE(SNEGP) @ CLL 8356999GP 156,250.00 25,000 CALL SOLE 1 25,000 CALL/SNE(SNEGS) @ CLL 8356999GS 10,937.50 35,000 CALL SOLE 1 35,000 CALL/SNE(SNEJP) @ CLL 8356999JP 142,500.00 15,000 CALL SOLE 1 15,000 CALL/SNE(SNEJQ) @ CLL 8356999JQ 828,125.00 125,000 CALL SOLE 1 125,000 CALL/SNE(SNEJR) @ CLL 8356999JR 225,312.50 51,500 CALL SOLE 1 51,500 CALL/SOC(SOCGH) @ CLL 8670719GH 1,250.00 20,000 CALL SOLE 1 20,000 CALL/SOC(SOCGI) @ CLL 8670719GI 3,093.75 49,500 CALL SOLE 1 49,500 CALL/SUNW(SUQAF) @ CLL 8668109AF 750,000.00 50,000 CALL SOLE 1 50,000 CALL/T(TGN) @ CLL 0019599GN 1,181.25 18,900 CALL SOLE 1 18,900 CALL/T(TJM) @ CLL 0019579JM 21,250.00 20,000 CALL SOLE 1 20,000 CALL/TALK(QQKAE) @ CLL 8791769AE 4,375.00 10,000 CALL SOLE 1 10,000 CALL/TALK(QQKGE) @ CLL 8791769GE 1,562.50 25,000 CALL SOLE 1 25,000 CALL/TALK(QQKJE) @ CLL 8791769JE 5,550.00 22,200 CALL SOLE 1 22,200 CALL/TBR(LZRAE) @ CLL 8792809AE 1,348,750.00 65,000 CALL SOLE 1 65,000 CALL/TBR(TBRGG) @ CLL 8792879GG 6,250.00 50,000 CALL SOLE 1 50,000 CALL/TBR(TBRJJ) @ CLL 8792879JJ 33,125.00 26,500 CALL SOLE 1 26,500 CALL/TCAT(TTQIL) @ CLL 8722419IL 87,500.00 25,000 CALL SOLE 1 25,000 CALL/TCOMA(TCQJG) @ CLL 87924V9JG 262,500.00 50,000 CALL SOLE 1 50,000 CALL/TKLC(KQKK) @ CLL 8791019KK 529,562.50 114,500 CALL SOLE 1 114,500 CALL/TXN(TXNGI) @ CLL 8825089GI 309,375.00 22,500 CALL SOLE 1 22,500 CALL/UST(USTHE) @ CLL 9029119HE 101,750.00 37,000 CALL SOLE 1 37,000 CALL/UST(USTKG) @ CLL 9029119KG 8,050.00 32,200 CALL SOLE 1 32,200 CALL/UW(UWGI) @ CLL 9029179GI 601,250.00 130,000 CALL SOLE 1 130,000 CALL/UW(UWJI) @ CLL 9029179JI 117,500.00 20,000 CALL SOLE 1 20,000 CALL/VIP(VIPJL) @ CLL 68370R9JL 42,187.50 15,000 CALL SOLE 1 15,000 CALL/WCOM(LDQGI) @ CLL 98155K9GI 416,875.00 115,000 CALL SOLE 1 115,000 CALL/WFC(WFCJG) @ CLL 9497409JG 84,150.00 15,300 CALL SOLE 1 15,300 CALL/XO(XOJH) @ CLL 8855719JH 30,000.00 60,000 CALL SOLE 1 60,000 CALLAWAY GOLF CMN 131193104 354,375.00 18,000 SOLE 1 18,000 CALTON INC NEW CMN 131380206 924,412.50 1,344,600 SOLE 1 1,344,600 CAMBRIAN SYS INC CMN 132133109 2,961.00 10,500 SOLE 1 10,500 CAMPBELL SOUP CO CMN 134429109 281,828.13 5,305 SOLE 1 5,305 CAMPBELL SOUP CO CMN 134429109 4,284,371.88 80,647 SOLE 1 80,647 CAMPBELL SOUP CO CMN 134429109 780,937.50 14,700 SOLE 1 14,700 CAPITAL ONE FINANCIAL CORP CMN 14040H105 422,237.50 3,400 SOLE 1 3,400 CAPITAL ONE FINANCIAL CORP CMN 14040H105 335,306.25 2,700 SOLE 1 2,700 CARDINAL HEALTH INC CMN 14149Y108 1,762,218.75 18,797 SOLE 1 18,797 CAREER HORIZONS INC BDS CONV CNV 141672AB1 25,865,600.00 9,440,000 SOLE 1 9,440,000 CAROLINA POWER & LT.CO. CMN 144141108 1,488,369.75 34,314 SOLE 1 34,314 CARR AMERICA REALTY CORP 8.55% PFD 144418407 8,081,455.50 329,016 SOLE 1 329,016 CASE CORPORATION CMN 14743R103 375,964.00 7,792 SOLE 1 7,792 CASELLA WASTE SYSTEMS INC CMN 147448104 1,485,999.00 55,037 SOLE 1 55,037 CASELLA WASTE SYSTEMS INC CMN 147448104 1,080,000.00 40,000 SOLE 1 40,000 CATERPILLAR INC (DELAWARE) CMN 149123101 1,737,758.69 32,846 SOLE 1 32,846 CATERPILLAR INC (DELAWARE) CMN 149123101 544,934.38 10,300 SOLE 1 10,300 CATERPILLAR INC (DELAWARE) CMN 149123101 253,950.00 4,800 SOLE 1 4,800 CATERPILLAR INC (DELAWARE) CMN 149123101 228,925.34 4,327 SOLE 1 4,327 CATERPILLAR INC (DELAWARE) CMN 149123101 211,625.00 4,000 SOLE 1 4,000 CBS CORPORATION CMN 12490K107 3,638,200.75 114,589 SOLE 1 114,589 CBS CORPORATION CMN 12490K107 1,212,850.00 38,200 SOLE 1 38,200 CBS CORPORATION CMN 12490K107 292,100.00 9,200 SOLE 1 9,200 CBS CORPORATION CMN 12490K107 262,477.25 8,267 SOLE 1 8,267 CBT GROUP PLC ADRS CMN 124853300 1,644,590.00 30,740 SOLE 1 30,740 CD RADIO INC SER-C CONV PFD PFD 125127407 1,999,285.13 9,337 SOLE 1 9,337 CELLPRO INC CMN 151156106 1,081,675.00 353,200 SOLE 1 353,200 CELLULAR COMMUNICATIONS CMN 150918100 9,448,818.75 189,450 SOLE 1 189,450 CENDANT CORPORATION CMN 151313103 2,050,000.00 100,000 SOLE 1 100,000 CENDANT CORPORATION CMN 151313103 5,608,800.00 273,600 SOLE 1 273,600 CENDANT CORPORATION CMN 151313103 5,125,000.00 250,000 SOLE 1 250,000 CENDANT CORPORATION CMN 151313103 2,895,256.00 141,232 SOLE 1 141,232 CENTENNIAL BANCORP CMN 15133T104 250,200.00 13,900 SOLE 1 13,900 CENTENNIAL CELLULAR CORP CL-A CMN 15133V109 2,022,337.50 54,200 SOLE 1 54,200 CENTENNIAL CELLULAR CORP CL-A CMN 15133V109 746,250.00 20,000 SOLE 1 20,000 CENTEX CORP CMN 152312104 371,648.75 9,845 SOLE 1 9,845 CENTOCOR INC CV BD 144A CNV 152342AC5 7,496,629.04 7,558,000 SOLE 1 7,558,000 CENTOCOR INC. CMN 152342101 246,500.00 6,800 SOLE 1 6,800 CENTOCOR INC. CMN 152342101 271,875.00 7,500 SOLE 1 7,500 CENTRAIS ELETRICAS BRASILEIRAS CMN 15234Q108 597,139.06 39,131 SOLE 1 39,131 CENTRL.& SOUTH WEST CORP CMN 152357109 1,078,843.13 40,143 SOLE 1 40,143 CENTURY TELE ENTPS INC CMN 156686107 206,437.50 4,500 SOLE 1 4,500 CERIDIAN CORPORATION CMN 15677T106 930,365.00 15,836 SOLE 1 15,836 CESKE RADIOKOMUNKACE GDR CMN 157991571 555,322.50 25,650 SOLE 1 25,650 CHAMPION INTL CORP CMN 158525105 1,050,694.19 21,361 SOLE 1 21,361 CHANCELLOR MEDIA CORP PFD 158915306 11,073,445.50 78,500 SOLE 1 78,500 CHANCELLOR MEDIA CORP CONV PFD PFD 158915405 10,581,681.88 103,615 SOLE 1 103,615 CHARLES SCHWAB CORPORATION CMN 808513105 1,239,293.25 37,986 SOLE 1 37,986 CHARLES SCHWAB CORPORATION CMN 808513105 499,162.50 15,300 SOLE 1 15,300 CHARTER ONE FINL INC CMN 160903100 269,500.00 8,000 SOLE 1 8,000 CHASE MANHATTAN CORP (NEW) CMN 16161A108 739,598.00 9,796 SOLE 1 9,796 CHASE MANHATTAN CORP (NEW) CMN 16161A108 6,604,740.00 87,480 SOLE 1 87,480 CHEMFIRST INC CMN 16361A106 45,450,000.00 1,800,000 SOLE 1 1,800,000 CHERNOGORNEFT JSC SPON ADR CMN 46625D109 32,340.00 10,000 SOLE 1 10,000 CHESAPEAKE ENERGY CORP CMN 165167107 3,939,200.00 984,800 SOLE 1 984,800 CHEVRON CORP CMN 166751107 639,263.75 7,633 SOLE 1 7,633 CHEVRON CORP CMN 166751107 9,859,552.50 117,726 SOLE 1 117,726 CHINA TELECOM (HONG KONG) LTD CMN 169428109 2,661,312.50 77,000 SOLE 1 77,000 CHIQUITA BRANDS CONV PFD PFD 170032502 876,487.50 15,900 SOLE 1 15,900 CHIQUITA BRANDS INTL INC CMN 170032106 20,444,062.50 1,453,800 SOLE 1 1,453,800 CHIRON CORP CMN 170040109 222,762.50 14,200 SOLE 1 14,200 CHIRON CORP CONV SUB NT 144A CNV 170040AB5 25,582,774.32 27,864,000 SOLE 1 27,864,000 CHRYSLER CORP. CMN 171196108 5,930,650.00 105,200 SOLE 1 105,200 CHRYSLER CORP. CMN 171196108 4,863,640.38 86,273 SOLE 1 86,273 CHRYSLER CORP. CMN 171196108 958,375.00 17,000 SOLE 1 17,000 CHRYSLER CORP. CMN 171196108 490,462.50 8,700 SOLE 1 8,700 CHRYSLER CORP. CMN 171196108 424,842.00 7,536 SOLE 1 7,536 CHRYSLER CORP. CMN 171196108 394,625.00 7,000 SOLE 1 7,000 CHUBB CORP CMN 171232101 3,103,278.75 38,610 SOLE 1 38,610 CIA ANONIMA NACIONAL TELEFONOS CMN 204421101 862,500.00 34,500 SOLE 1 34,500 CIA ANONIMA NACIONAL TELEFONOS CMN 204421101 225,000.00 9,000 SOLE 1 9,000 CIGNA CORP CMN 125509109 1,734,315.00 25,135 SOLE 1 25,135 CIGNA CORP CMN 125509109 207,000.00 3,000 SOLE 1 3,000 CINCINATI MILACRON (DEL) CMN 172172108 243,489.69 10,015 SOLE 1 10,015 CINCINNATI BELL INC (HOLDNG CO CMN 171870108 354,950.00 12,400 SOLE 1 12,400 CINCINNATI FINANCIAL CRP CMN 172062101 1,181,105.75 30,778 SOLE 1 30,778 CINERGY CORP CMN 172474108 705,390.00 20,154 SOLE 1 20,154 CINTAS CORP CMN 172908105 234,600.00 4,600 SOLE 1 4,600 CIRCON CORP CMN 172736100 4,518,250.00 291,500 SOLE 1 291,500 CIRCUIT CITY STORES INC CMN 172737108 739,828.13 15,783 SOLE 1 15,783 CIRCUS CIRCUS ENTERPRISES INC CMN 172909103 669,031.25 39,500 SOLE 1 39,500 CIRRUS LOGIC INC 144A CNV 172755AA8 1,380,196.16 1,732,000 SOLE 1 1,732,000 CISCO SYSTEMS, INC. CMN 17275R102 14,271,068.44 155,015 SOLE 1 155,015 CISCO SYSTEMS, INC. CMN 17275R102 8,276,418.75 89,900 SOLE 1 89,900 CISCO SYSTEMS, INC. CMN 17275R102 1,173,796.88 12,750 SOLE 1 12,750 CISCO SYSTEMS, INC. CMN 17275R102 1,092,781.88 11,870 SOLE 1 11,870 CITICORP CMN 173034109 561,180.00 3,760 SOLE 1 3,760 CITICORP CMN 173034109 716,400.00 4,800 SOLE 1 4,800 CITICORP CMN 173034109 792,517.50 5,310 SOLE 1 5,310 CITICORP CMN 173034109 1,940,250.00 13,000 SOLE 1 13,000 CITICORP CMN 173034109 10,473,917.25 70,177 SOLE 1 70,177 CITIZENS UTILITIES B CMN 177342201 13,139,087.50 1,365,100 SOLE 1 1,365,100 CITY HOLDING CO CMN 177835105 255,750.00 5,500 SOLE 1 5,500 CITY INVESTING CO LIQ TR UBI CMN 177900107 11,447,173.63 12,631,364 SOLE 1 12,631,364 CITYSCAPE FINANCIAL CORP CONV CNV 178778AC0 177,275.00 5,065,000 SOLE 1 5,065,000 CITYSCAPE FINANCIAL CORP CONV CNV 178778AC0 70,000.00 2,000,000 SOLE 1 2,000,000 CITYSCAPE FINANCIAL CORP CONV CNV 178778AA4 42,665.00 1,219,000 SOLE 1 1,219,000 CKS GROUP INC. CMN 12561L109 1,842,750.00 102,375 SOLE 1 102,375 CLARK USA INC PFD 181581307 1,216,098.50 11,527 SOLE 1 11,527 CLEAR CHANNEL COMMUNICATIONS CMN 184502102 250,987.50 2,300 SOLE 1 2,300 CLEAR CHANNEL COMMUNICATIONS CMN 184502102 1,910,342.25 17,506 SOLE 1 17,506 CLEAR CHANNEL COMMUNICATIONS CMN 184502102 938,475.00 8,600 SOLE 1 8,600 CLIFFS DRILLING CO CMN 18682C100 5,755,312.50 175,400 SOLE 1 175,400 CLOROX CO (THE) (DELAWARE) CMN 189054109 1,888,593.75 19,750 SOLE 1 19,750 CMG INFORMATION SVCS INC CMN 125750109 261,775.00 3,700 SOLE 1 3,700 CMS ENERGY CORPORATION CMN 125896100 1,536,084.00 34,911 SOLE 1 34,911 CMS ENERGY CORPORATION CMN 125896100 409,200.00 9,300 SOLE 1 9,300 COAST FEDERAL LITIGATION CMN 19034Q110 1,512,500.00 100,000 SOLE 1 100,000 COASTAL FINANCE I 8.375% TOPRS PFD 190463208 5,136,018.75 209,100 SOLE 1 209,100 COCA COLA CO CMN 191216100 35,321,332.50 413,115 SOLE 1 413,115 COCA COLA CO CMN 191216100 3,086,550.00 36,100 SOLE 1 36,100 COCA COLA CO CMN 191216100 2,457,697.50 28,745 SOLE 1 28,745 COCA COLA CO CMN 191216100 780,615.00 9,130 SOLE 1 9,130 COCA COLA CO CMN 191216100 598,500.00 7,000 SOLE 1 7,000 COCA-COLA ENTERPRISES INC CMN 191219104 837,275.00 21,400 SOLE 1 21,400 COCA-COLA ENTERPRISES INC CMN 191219104 434,287.50 11,100 SOLE 1 11,100 COGNIZANT CORPORATION CMN 192441103 1,823,472.00 28,944 SOLE 1 28,944 COLGATE-PALMOLIVE CO CMN 194162103 4,688,904.00 53,283 SOLE 1 53,283 COLGATE-PALMOLIVE CO CMN 194162103 756,800.00 8,600 SOLE 1 8,600 COLGATE-PALMOLIVE CO CMN 194162103 302,544.00 3,438 SOLE 1 3,438 COLLECTING BK NATL ASSOC CL-A CMN 193905106 0.00 38,701 SOLE 1 38,701 COLUMBIA BKG SYS INC CMN 197236102 222,600.00 11,200 SOLE 1 11,200 COLUMBIA/HCA HEALTHCARE CORP CMN 197677107 2,912,500.00 100,000 SOLE 1 100,000 COLUMBIA/HCA HEALTHCARE CORP CMN 197677107 905,787.50 31,100 SOLE 1 31,100 COLUMBIA/HCA HEALTHCARE CORP CMN 197677107 748,512.50 25,700 SOLE 1 25,700 COLUMBIA/HCA HEALTHCARE CORP CMN 197677107 219,194.75 7,526 SOLE 1 7,526 COLUMBIA/HCA HEALTHCARE CORP CMN 197677107 10,193,750.00 350,000 SOLE 1 350,000 COLUMBIA/HCA HEALTHCARE CORP CMN 197677107 3,380,364.00 116,064 SOLE 1 116,064 COMCAST CP NEW CL-A SPECIAL CMN 200300200 2,268,581.72 55,885 SOLE 1 55,885 COMCAST CP NEW CL-A SPECIAL CMN 200300200 5,252,831.25 129,400 SOLE 1 129,400 COMCAST UK CABLE PARTNERS LTD CMN G22984101 4,416,031.25 281,500 SOLE 1 281,500 COMDISCO INC CMN 200336105 286,900.00 15,100 SOLE 1 15,100 COMFORT SYSTEMS USA INC CMN 199908104 286,928.13 12,275 SOLE 1 12,275 COMFORT SYSTEMS USA INC CMN 199908104 205,700.00 8,800 SOLE 1 8,800 COMMONWEALTH TELEPHONE ENTRP CMN 203349105 3,516,605.13 133,331 SOLE 1 133,331 COMPANHIA ENERGETICA DE MINAS PFD 204409700 520,488.83 16,816 SOLE 1 16,816 COMPANHIA VALE DO RIO DOCE CMN 204412100 3,393,106.00 167,000 SOLE 1 167,000 COMPANIA DE TELECOM CMN 204449300 337,187.50 16,600 SOLE 1 16,600 COMPAQ COMPUTER CORP CMN 204493100 21,226,883.50 748,084 SOLE 1 748,084 COMPAQ COMPUTER CORP CMN 204493100 7,821,143.13 275,635 SOLE 1 275,635 COMPAQ COMPUTER CORP CMN 204493100 4,142,750.00 146,000 SOLE 1 146,000 COMPAQ COMPUTER CORP CMN 204493100 547,807.75 19,306 SOLE 1 19,306 COMPAQ COMPUTER CORP CMN 204493100 545,027.00 19,208 SOLE 1 19,208 COMPUSA INC CMN 204932107 561,875.00 31,000 SOLE 1 31,000 COMPUSONICS CORP CMN 204918106 175.50 11,700 SOLE 1 11,700 COMPUTER ASSOC INTL INC. CMN 204912109 2,671,500.56 48,081 SOLE 1 48,081 COMPUTER ASSOC INTL INC. CMN 204912109 497,284.38 8,950 SOLE 1 8,950 COMPUTER ASSOC INTL INC. CMN 204912109 352,599.63 6,346 SOLE 1 6,346 COMPUTER SCIENCE CORP CMN 205363104 1,510,272.00 23,598 SOLE 1 23,598 COMPUWARE CORP. CMN 205638109 373,212.50 7,300 SOLE 1 7,300 COMPUWARE CORP. CMN 205638109 664,625.00 13,000 SOLE 1 13,000 COMPUWARE CORP. CMN 205638109 383,437.50 7,500 SOLE 1 7,500 COMSAT CORP CMN 20564D107 339,750.00 12,000 SOLE 1 12,000 CON.EDISON $5 CUM PFD A PFD 209111707 635,550.00 7,600 SOLE 1 7,600 CONAGRA INC CMN 205887102 3,010,851.19 95,017 SOLE 1 95,017 CONSECO INC CMN 208464107 419,578.13 8,951 SOLE 1 8,951 CONSOLIDATED EDISON INC CMN 209115104 1,151,562.50 25,000 SOLE 1 25,000 CONSOLIDATED EDISON INC CMN 209115104 411,153.88 8,926 SOLE 1 8,926 CONSOLIDATED FREIGHTWAYS CORP CMN 209232107 8,933,937.50 641,000 SOLE 1 641,000 CONSOLIDATED FREIGHTWAYS CORP CMN 209232107 198,233.06 14,223 SOLE 1 14,223 CONSOLIDATED NATURAL GAS CO CMN 209615103 88,572,433.13 1,504,415 SOLE 1 1,504,415 CONSOLIDATED NATURAL GAS CO CMN 209615103 1,056,511.88 17,945 SOLE 1 17,945 CONSOLIDATED NATURAL GAS CO CMN 209615103 294,375.00 5,000 SOLE 1 5,000 CONSOLIDATED STORES CORP CMN 210149100 538,711.25 14,861 SOLE 1 14,861 CONSORCIO G GRUPO DINA CONV CNV 210306AB2 961,500.00 1,200,000 SOLE 1 1,200,000 CONSORCIO G GRUPO DINA CONV CNV 210306AB2 96,951.25 121,000 SOLE 1 121,000 CONSORCIO G GRUPO DINA-ADR L CMN 210306205 875,250.00 389,000 SOLE 1 389,000 CONSORCIO G GRUPO DINA-ADR L CMN 210306205 181,575.00 80,700 SOLE 1 80,700 CONTINENTAL AIR CNV U21105AA6 797,673.80 385,000 SOLE 1 385,000 CONTINENTAL AIR (PUBLIC) CNV 210795AS9 3,764,605.96 1,817,000 SOLE 1 1,817,000 CONTINENTAL AIR 144A CNV 210795AQ3 1,877,123.28 906,000 SOLE 1 906,000 CONTINENTAL AIRLINES FINANCE PFD 210800405 33,671,176.13 263,829 SOLE 1 263,829 CONTINENTAL AIRLINES INC CMN 210795308 243,500.00 4,000 SOLE 1 4,000 CONTINUING CARE ASSOC INC CMN 212175103 0.00 18,778 SOLE 1 18,778 CONTL AIRLINES HLDGS INC 6 1/2 PFD 210802302 1,609.28 40,232 SOLE 1 40,232 COOPER INDUSTRIES EXCH NTS CNV 216669606 48,511.03 280,200 SOLE 1 280,200 COOPER INDUSTRIES INC. CMN 216669101 1,205,383.69 21,941 SOLE 1 21,941 COOPER INDUSTRIES INC. CMN 216669101 258,206.25 4,700 SOLE 1 4,700 COOPER TIRE & RUBBER CO. CMN 216831107 568,487.75 27,397 SOLE 1 27,397 CORECOMM INC CMN 21868N106 9,943,500.00 378,800 SOLE 1 378,800 CORNING INCORPORATED CMN 219350105 1,579,908.75 45,465 SOLE 1 45,465 CORRECTIONS CORP AMERICA CMN 220256101 230,300.00 9,800 SOLE 1 9,800 COSTCO COMPANIES INC CMN 22160Q102 2,094,053.38 33,206 SOLE 1 33,206 COSTCO COMPANIES INC CMN 22160Q102 201,800.00 3,200 SOLE 1 3,200 COSTCO COMPANIES INC SUB CONV CNV 22160QAA0 75,813.00 100,000 SOLE 1 100,000 COSTCO COMPANIES INC SUB NT CV CNV 22160QAC6 1,516,260.00 2,000,000 SOLE 1 2,000,000 COUNTRYWIDE CR INDS INC CMN 222372104 991,249.00 19,532 SOLE 1 19,532 COX COMMUNICATIONS CONV PFD CNV 590188777 42,727.50 105,500 SOLE 1 105,500 CRANE CO (DELAWARE) CMN 224399105 519,084.56 10,689 SOLE 1 10,689 CREDICORP LTD CMN G2519Y108 199,456.25 13,580 SOLE 1 13,580 CRESTAR FINANCIAL CORP CMN 226091106 218,250.00 4,000 SOLE 1 4,000 CRESTAR FINANCIAL CORP CMN 226091106 441,956.25 8,100 SOLE 1 8,100 CROSS TIMBERS OIL SER-A PFD 227573201 535,156.25 12,500 SOLE 1 12,500 CROWN CORK & SEAL CONV PFD PFD 228255303 2,308,901.20 52,400 SOLE 1 52,400 CROWN CORK & SEAL INC CMN 228255105 1,096,395.00 23,082 SOLE 1 23,082 CROWN CORK & SEAL INC CMN 228255105 251,750.00 5,300 SOLE 1 5,300 CRYSTAL BRANDS INC CMN 229070107 150.30 15,030 SOLE 1 15,030 CSC HOLDINGS INC 144A PFD 126304401 5,906,515.00 51,361 SOLE 1 51,361 CSX CORP CMN 126408103 1,938,618.50 42,607 SOLE 1 42,607 CSX CORP CMN 126408103 268,450.00 5,900 SOLE 1 5,900 CUC INTERNATIONAL INC 144A CNV 126545AB8 3,553,550.00 3,640,000 SOLE 1 3,640,000 CUC INTL INC SUB NT CONV CNV 126545AD4 2,353,738.75 2,411,000 SOLE 1 2,411,000 CUC INTL INC SUB NT CONV CNV 126545AD4 21,262,725.00 21,780,000 SOLE 1 21,780,000 CUMMINS-ENGINE INC CMN 231021106 532,795.00 10,396 SOLE 1 10,396 CVS CORP. A.C.E.S TRUST CNV 126645209 116,984.78 153,296 SOLE 1 153,296 CVS CORPORATION (DEL) CMN 126650100 2,131,049.38 54,730 SOLE 1 54,730 CYPRUS AMAX MINERALS CO PFD PFD 232809202 17,523,513.13 384,077 SOLE 1 384,077 CYPRUS AMAX MINERALS COMPANY CMN 232809103 234,869.50 17,726 SOLE 1 17,726 CYTON INDS INC (NEW) CMN 232826206 1,562.50 12,500 SOLE 1 12,500 DAIMLER-BENZ ADN REP 5 3/4 PFD 233829407 4,868,750.00 50,000 SOLE 1 50,000 DAISY SYSTEM CORP CONV SUB DEB CNV 234050AA0 17,410.00 1,741,000 SOLE 1 1,741,000 DANA CORPORATION CMN 235811106 1,003,767.00 18,762 SOLE 1 18,762 DARDEN RESTAURANTS INC CMN 237194105 425,640.50 26,812 SOLE 1 26,812 DARLING INTERNATIONAL INC CMN 237266101 2,454,768.75 332,850 SOLE 1 332,850 DATA GENERAL CORP SUB NTS CV CNV 237688AE6 229,532.50 250,000 SOLE 1 250,000 DAYTON HUDSON CORP. CMN 239753106 246,380.00 5,080 SOLE 1 5,080 DAYTON HUDSON CORP. CMN 239753106 3,765,928.00 77,648 SOLE 1 77,648 DAYTON HUDSON CORP. CMN 239753106 344,350.00 7,100 SOLE 1 7,100 DBL LIQUIDATING TR (PVT PL) CMN 233038108 2,107,664.00 131,729 SOLE 1 131,729 DE RIGO S.P.A. ADS CMN 245334107 64,125.00 10,800 SOLE 1 10,800 DECISIONONE HOLDINGS CORP CMN 243458106 1,114,812.94 55,567 SOLE 1 55,567 DEERE & COMPANY CMN 244199105 930,895.50 17,616 SOLE 1 17,616 DELL COMPUTER CORPORATION CMN 247025109 677,531.25 7,300 SOLE 1 7,300 DELL COMPUTER CORPORATION CMN 247025109 706,767.19 7,615 SOLE 1 7,615 DELL COMPUTER CORPORATION CMN 247025109 2,165,872.50 23,336 SOLE 1 23,336 DELL COMPUTER CORPORATION CMN 247025109 9,426,965.63 101,570 SOLE 1 101,570 DELL COMPUTER CORPORATION CMN 247025109 147,048,226.88 1,584,358 SOLE 1 1,584,358 DELTA AIR LINES INC DEL CMN 247361108 517,000.00 4,000 SOLE 1 4,000 DELTA AIR LINES INC DEL CMN 247361108 1,520,884.75 11,767 SOLE 1 11,767 DELTA AIR LINES INC DEL CMN 247361108 6,876,100.00 53,200 SOLE 1 53,200 DELUXE CORP CMN 248019101 278,599.75 7,793 SOLE 1 7,793 DENDRITE INTERNATIONAL CMN 248239105 458,272.50 12,180 SOLE 1 12,180 DETROIT EDISION 7.54% "QUIDS" PFD 250847696 3,580,989.50 140,776 SOLE 1 140,776 DEUTSCHE BANK FINANCE BV CV CNV 251546AB3 561,925.00 1,330,000 SOLE 1 1,330,000 DEXTER CORP CMN 252165105 795,312.50 25,000 SOLE 1 25,000 DIAMOND OFFSHORE DRILLING INC CMN 25271C102 604,687.50 15,000 SOLE 1 15,000 DIAMOND OFFSHORE DRILLING INC CMN 25271C102 6,393,562.50 158,600 SOLE 1 158,600 DIAMONDS TRUST SERIES I CMN 252787106 403,593.75 4,500 SOLE 1 4,500 DIEBOLD INCORPORATED CMN 253651103 242,550.00 8,400 SOLE 1 8,400 DII GROUP INC (THE) CMN 232949107 42,997,500.00 2,520,000 SOLE 1 2,520,000 DILLARDS INC CL-A CMN 254067101 849,593.06 20,503 SOLE 1 20,503 DIME BANCORP INC (NEW) CMN 25429Q102 359,250.00 12,000 SOLE 1 12,000 DISNEY WALT CO (HOLDING CO) CMN 254687106 12,528,913.25 119,252 SOLE 1 119,252 DISNEY WALT CO (HOLDING CO) CMN 254687106 2,101,250.00 20,000 SOLE 1 20,000 DISNEY WALT CO (HOLDING CO) CMN 254687106 1,092,650.00 10,400 SOLE 1 10,400 DISNEY WALT CO (HOLDING CO) CMN 254687106 824,425.44 7,847 SOLE 1 7,847 DISNEY WALT CO (HOLDING CO) CMN 254687106 644,033.13 6,130 SOLE 1 6,130 DOLLAR GENERAL STRYPES TRUST CNV 256678103 64,165.63 162,700 SOLE 1 162,700 DOLLAR GENL CORP CMN 256669102 410,460.94 10,375 SOLE 1 10,375 DOLLAR GENL CORP CMN 256669102 233,418.75 5,900 SOLE 1 5,900 DOMINION RES INC (VA) CMN 257470104 1,114,431.00 27,348 SOLE 1 27,348 DONNA KARAN INTERNATIONAL INC CMN 257826107 3,671,875.00 250,000 SOLE 1 250,000 DOUBLECLICK, INC. CMN 258609304 268,312.50 5,400 SOLE 1 5,400 DOVER CORPORATION CMN 260003108 1,601,598.50 46,762 SOLE 1 46,762 DOW CHEMICAL CO CMN 260543103 254,771.56 2,635 SOLE 1 2,635 DOW CHEMICAL CO CMN 260543103 2,278,440.94 23,565 SOLE 1 23,565 DOW-JONES & CO INC CMN 260561105 962,189.25 17,259 SOLE 1 17,259 DRESSER INDUSTRIES INC. CMN 261597108 1,405,373.44 31,895 SOLE 1 31,895 DSC COMMUNICATIONS CORP CMN 233311109 651,150.00 21,705 SOLE 1 21,705 DSC COMMUNICATIONS SUB CONV BD CNV 233311AC3 1,066,606.32 1,014,000 SOLE 1 1,014,000 DTE ENERGY COMPANY CMN 233331107 1,084,674.38 26,865 SOLE 1 26,865 DTE ENERGY COMPANY CMN 233331107 323,000.00 8,000 SOLE 1 8,000 DU PONT E I DE NEMOURS & CO CMN 263534109 631,856.25 8,460 SOLE 1 8,460 DU PONT E I DE NEMOURS & CO CMN 263534109 14,937,425.31 199,999 SOLE 1 199,999 DU PONT E I DE NEMOURS & CO CMN 263534109 1,150,187.50 15,400 SOLE 1 15,400 DU PONT E I DE NEMOURS & CO CMN 263534109 982,290.00 13,152 SOLE 1 13,152 DUFF & PHELPS CREDIT RATING CO CMN 26432F109 200,700.00 3,600 SOLE 1 3,600 DUKE CAP FINANCE TRUST 7.375% PFD 264393208 1,840,000.00 73,600 SOLE 1 73,600 DUKE ENERGY CORPORATION CMN 264399106 247,783.50 4,182 SOLE 1 4,182 DUKE ENERGY CORPORATION CMN 264399106 1,590,566.25 26,845 SOLE 1 26,845 DUKE ENERGY CORPORATION CMN 264399106 349,575.00 5,900 SOLE 1 5,900 DUKE ENERGY CORPORATION CMN 264399106 73,414,482.75 1,239,063 SOLE 1 1,239,063 DUKE ENERGY CORPORATION CMN 264399106 3,511,332.75 59,263 SOLE 1 59,263 DUN & BRADSTREET CORP CMN 264830100 1,130,796.00 31,411 SOLE 1 31,411 DURA PHARMACEUTICALS SUB NT CV CNV 26632SAA7 153,435.30 185,000 SOLE 1 185,000 DYNASTY CLASSICS CORP. CMN 268127107 0.00 18,900 SOLE 1 18,900 DYNATECH CORP CMN 268140100 625,000.00 200,000 SOLE 1 200,000 E*TRADE GROUP INC CMN 269246104 1,619,387.50 70,600 SOLE 1 70,600 EASTERN ENTERPRISES CMN 27637F100 355,862.50 8,300 SOLE 1 8,300 EASTMAN CHEM CO CMN 277432100 852,825.00 13,700 SOLE 1 13,700 EASTMAN KODAK CO CMN 277461109 416,456.25 5,700 SOLE 1 5,700 EASTMAN KODAK CO CMN 277461109 275,884.00 3,776 SOLE 1 3,776 EASTMAN KODAK CO CMN 277461109 4,158,863.63 56,922 SOLE 1 56,922 EASTMAN KODAK CO CMN 277461109 3,653,125.00 50,000 SOLE 1 50,000 EASTMAN KODAK CO CMN 277461109 637,835.63 8,730 SOLE 1 8,730 EASTRN AIR LINES DEPO PFD$2.84 PFD 276191848 4,880.25 78,084 SOLE 1 78,084 EATON CORP CMN 278058102 338,212.50 4,350 SOLE 1 4,350 ECHLIN INC CMN 278749106 46,118,750.00 940,000 SOLE 1 940,000 ECHLIN INC. CMN 278749106 553,474.06 11,281 SOLE 1 11,281 ECHOSTAR COMMUNICATIONS CORP CMN 278762109 3,070,375.00 127,600 SOLE 1 127,600 ECHOSTAR COMMUNICATIONS CORP CMN 278762109 2,285,937.50 95,000 SOLE 1 95,000 ECHOSTAR COMMUNICATIONS CORP PFD 278762307 8,207,500.00 140,000 SOLE 1 140,000 ECOLAB INC CMN 278865100 1,032,579.00 33,309 SOLE 1 33,309 EDIFY CORPORATION CMN 280599101 2,223,004.50 219,556 SOLE 1 219,556 EDISON INTERNATIONAL CMN 281020107 1,683,022.69 56,931 SOLE 1 56,931 EDISON INTERNATIONAL CMN 281020107 2,022,488.88 68,414 SOLE 1 68,414 EDWARDS A G INC CMN 281760108 281,737.50 6,600 SOLE 1 6,600 EEX CORPORATION CMN 26842V108 16,810,500.00 1,793,120 SOLE 1 1,793,120 EG & G INC. CMN 268457108 260,550.00 8,685 SOLE 1 8,685 EL PASO ELECTRIC (NEW) CMN 283677854 4,265,756.25 464,300 SOLE 1 464,300 EL PASO ELECTRIC (NEW) CMN 283677854 8,673,000.00 944,000 SOLE 1 944,000 EL PASO ENERGY CAPITAL TR I PFD 283678209 7,669,100.00 144,700 SOLE 1 144,700 EL PASO REFINERY, L.P. PFD 283712206 0.00 20,800 SOLE 1 20,800 ELAMEX, S.A. DE C.V. CMN P36209107 750,387.19 126,381 SOLE 1 126,381 ELF AQUITANE (SPONSORED ADR) CMN 286269105 5,112,000.00 72,000 SOLE 1 72,000 ELI LILLY & CO CMN 532457108 11,002,667.50 166,078 SOLE 1 166,078 ELI LILLY & CO CMN 532457108 1,007,000.00 15,200 SOLE 1 15,200 ELI LILLY & CO CMN 532457108 854,161.25 12,893 SOLE 1 12,893 ELI LILLY & CO CMN 532457108 324,625.00 4,900 SOLE 1 4,900 ELRON ELECTR INDS LTD CMN 290160100 504,920.25 28,956 SOLE 1 28,956 ELSAG BAILEY PROCESS AUTOMATION CMN N2925S101 8,809,281.00 366,100 SOLE 1 366,100 EMC CORP SUB NT CONV CNV 26865YAA2 41,093,507.00 20,150,000 SOLE 1 20,150,000 EMC CORP SUB NT CONV CNV 26865YAA2 11,877,349.12 5,824,000 SOLE 1 5,824,000 EMC CORPORATION MASS CMN 268648102 2,496,907.69 55,719 SOLE 1 55,719 EMC CORPORATION MASS CMN 268648102 268,875.00 6,000 SOLE 1 6,000 EMC CORPORATION MASS CMN 268648102 258,299.25 5,764 SOLE 1 5,764 EMERGENT GROUP INC CMN 290916303 990,062.50 255,500 SOLE 1 255,500 EMERSON ELECTRIC CO. CMN 291011104 525,262.50 8,700 SOLE 1 8,700 EMERSON ELECTRIC CO. CMN 291011104 311,112.38 5,153 SOLE 1 5,153 EMERSON ELECTRIC CO. CMN 291011104 4,785,865.88 79,269 SOLE 1 79,269 EMPRESA NACIONAL DE ELECTRCDAD CMN 29244T101 334,875.00 23,500 SOLE 1 23,500 EMPRESSA ICA CNV 292448AC1 8,685,000.00 12,000,000 SOLE 1 12,000,000 EMPRESSA ICA CNV 292448AC1 6,817,725.00 9,420,000 SOLE 1 9,420,000 ENERSIS S.A ADR CMN 29274F104 359,231.25 14,700 SOLE 1 14,700 ENGELHARD CORP CMN 292845104 520,020.00 25,680 SOLE 1 25,680 ENI S.P.A SPON ADR CMN 26874R108 617,500.00 9,500 SOLE 1 9,500 ENRON CORP CMN 293561106 206,410.63 3,818 SOLE 1 3,818 ENRON CORP CMN 293561106 302,750.00 5,600 SOLE 1 5,600 ENRON CORP CMN 293561106 2,328,796.25 43,076 SOLE 1 43,076 ENSCO INTERNATIONAL INC CMN 26874Q100 175,000.00 10,000 SOLE 1 10,000 ENTERGY CORPORATION CMN 29364G103 316,250.00 11,000 SOLE 1 11,000 ENTERGY CORPORATION CMN 29364G103 1,308,268.75 45,505 SOLE 1 45,505 ENTERGY GULF STATES CAP I 8.75 PFD 29364H200 310,337.50 12,200 SOLE 1 12,200 EQUIFAX INC CMN 294429105 1,258,228.13 34,650 SOLE 1 34,650 ERICSSON L M TEL CO. ADR CL-B CMN 294821400 9,460,562.50 330,500 SOLE 1 330,500 ESC MEDICAL SYSTEMS LTD CMN M40868107 607,500.00 18,000 SOLE 1 18,000 ESC MEDICAL SYSTEMS LTD 144A CNV 269025AA0 1,456,226.10 1,470,000 SOLE 1 1,470,000 ESCRO MEDIA TECH CV (&) CNV 58445H9A3 0.00 1,732,000 SOLE 1 1,732,000 ESTEE LAUDER T.R.A.C.E.S. CNV 518437207 329,426.87 491,220 SOLE 1 491,220 EVERGREEN MEDIA CORP 144A PFD 300248408 2,042,500.00 20,000 SOLE 1 20,000 EVI WEATHERFORD INC CMN 26926D107 529,100.00 14,300 SOLE 1 14,300 EXCEL REALTY TRUST INC PFD 30067R404 18,335,331.75 744,582 SOLE 1 744,582 EXODUS COMMUNICATIONS, INC CMN 302088109 1,183,458.50 26,446 SOLE 1 26,446 EXXON CORP CMN 302290101 27,073,536.75 379,314 SOLE 1 379,314 EXXON CORP CMN 302290101 7,087,537.50 99,300 SOLE 1 99,300 EXXON CORP CMN 302290101 2,091,287.50 29,300 SOLE 1 29,300 EXXON CORP CMN 302290101 2,045,607.50 28,660 SOLE 1 28,660 FAMILY DOLLAR STORES INC CMN 307000109 299,700.00 16,200 SOLE 1 16,200 FAMILY GOLF CENTERS INC SUB NT CNV 30701AAC0 16,170,187.50 13,350,000 SOLE 1 13,350,000 FANNIE MAE COMMON STOCK CMN 313586109 10,376,221.50 170,802 SOLE 1 170,802 FANNIE MAE COMMON STOCK CMN 313586109 749,108.25 12,331 SOLE 1 12,331 FANNIE MAE COMMON STOCK CMN 313586109 680,400.00 11,200 SOLE 1 11,200 FARMERS CAPITAL BANK CORP CMN 309562106 321,750.00 3,300 SOLE 1 3,300 FD HMN LN MTG CORP VOTING COM CMN 313400301 5,900,178.56 125,369 SOLE 1 125,369 FD HMN LN MTG CORP VOTING COM CMN 313400301 658,875.00 14,000 SOLE 1 14,000 FD HMN LN MTG CORP VOTING COM CMN 313400301 380,170.88 8,078 SOLE 1 8,078 FDC CAPITAL (CAYMAN ISLANDS) CNV 313044AA7 2,421,000.00 2,421,000 SOLE 1 2,421,000 FDX CORPORATION CMN 31304N107 1,468,726.50 23,406 SOLE 1 23,406 FDX CORPORATION CMN 31304N107 459,330.00 7,320 SOLE 1 7,320 FEC SHAREHOLDER TRUST CMN 320135999 4,657.12 4,657,118 SOLE 1 4,657,118 FEC SHAREHOLDER TRUST DEP PREF PFD 320135957 11,595.12 144,939 SOLE 1 144,939 FED REALTY INVESTMENT TR 7.95% PFD 313747404 406,018.75 16,700 SOLE 1 16,700 FEDERAL HOME LOAN MTGE CORP 5% PFD 313400863 8,711,000.00 174,220 SOLE 1 174,220 FEDERATED DEPT STORES INC DEL CMN 31410H101 699,562.50 13,000 SOLE 1 13,000 FEDERATED DEPT. STORES PFD STK PFD 556990109 0.00 19,559 SOLE 1 19,559 FIFTH THIRD BANCORP CMN 316773100 3,090,591.00 49,057 SOLE 1 49,057 FILA HOLDING S.P.A. CMN 316850106 762,000.00 50,800 SOLE 1 50,800 FINALCO GROUP INC CMN 317347102 0.00 14,000 SOLE 1 14,000 FINCL.CORP.SANTA BARBARA CMN 317441103 601.20 20,040 SOLE 1 20,040 FINGERHUT COMPANIES INC. CMN 317867109 50,985,000.00 1,545,000 SOLE 1 1,545,000 FINOVA GROUP INC CMN 317928109 277,462.50 4,900 SOLE 1 4,900 FIRST CHICAGO NBD CORP CMN 31945A100 299,641.13 3,381 SOLE 1 3,381 FIRST CHICAGO NBD CORP CMN 31945A100 314,618.75 3,550 SOLE 1 3,550 FIRST CHICAGO NBD CORP CMN 31945A100 567,200.00 6,400 SOLE 1 6,400 FIRST CHICAGO NBD CORP CMN 31945A100 2,779,723.13 31,365 SOLE 1 31,365 FIRST DATA CORP CMN 319963104 542,993.75 16,300 SOLE 1 16,300 FIRST DATA CORP CMN 319963104 2,490,176.00 74,752 SOLE 1 74,752 FIRST INDUSTRIAL REALTY TR INC PFD 32054K202 1,204,743.75 46,900 SOLE 1 46,900 FIRST INDUSTRIAL RLTY TR 8.75% PFD 32054K400 2,721,950.00 107,800 SOLE 1 107,800 FIRST LIBERTY FINANCIAL CORP CMN 320691108 347,900.00 14,200 SOLE 1 14,200 FIRST MERCHANTS CORPORATION CMN 320817109 274,500.00 6,000 SOLE 1 6,000 FIRST PACIFIC NETWORK INC CMN 335933107 4,250.00 850,000 SOLE 1 850,000 FIRST SECURITY CORP DEL CMN 336294103 259,015.63 12,100 SOLE 1 12,100 FIRST TENN NATL CORP CMN 337162101 230,406.25 7,300 SOLE 1 7,300 FIRST UNION CORP CMN 337358105 654,730.00 11,240 SOLE 1 11,240 FIRST UNION CORP CMN 337358105 786,375.00 13,500 SOLE 1 13,500 FIRST UNION CORP CMN 337358105 873,633.50 14,998 SOLE 1 14,998 FIRST UNION CORP CMN 337358105 8,298,644.50 142,466 SOLE 1 142,466 FIRST UNION REAL ESTATE PFD 337400303 730,325.00 22,300 SOLE 1 22,300 FIRSTAR CORPORATION NEW CMN 33761C103 221,487.50 5,800 SOLE 1 5,800 FIRSTAR CORPORATION NEW CMN 33761C103 492,618.75 12,900 SOLE 1 12,900 FIRSTPLUS FINANCIAL GROUP INC CMN 33763B103 4,827,600.00 134,100 SOLE 1 134,100 FLEET FINL GROUP INC NEW CMN 338915101 264,528.00 3,168 SOLE 1 3,168 FLEET FINL GROUP INC NEW CMN 338915101 292,250.00 3,500 SOLE 1 3,500 FLEET FINL GROUP INC NEW CMN 338915101 3,973,848.50 47,591 SOLE 1 47,591 FLEETWOOD ENTRPRISES INC CMN 339099103 237,780.75 5,926 SOLE 1 5,926 FLORIDA PROGRESS CORP CMN 341109106 209,737.50 5,100 SOLE 1 5,100 FLUOR CORP CMN 343861100 769,845.00 15,095 SOLE 1 15,095 FMC CORP (NEW) CMN 302491303 672,328.75 9,860 SOLE 1 9,860 FONOROLA INC CMN 34459W104 17,514,072.95 383,000 SOLE 1 383,000 FORCENERGY INC CMN 345206106 356,250.00 20,000 SOLE 1 20,000 FORD HOLDINGS 5.75% SER-E 144A PFD 345277578 25,000,000.00 250 SOLE 1 250 FORD MOTOR COMPANY (DEL) CMN 345370100 822,873.00 13,947 SOLE 1 13,947 FORD MOTOR COMPANY (DEL) CMN 345370100 955,800.00 16,200 SOLE 1 16,200 FORD MOTOR COMPANY (DEL) CMN 345370100 10,442,351.00 176,989 SOLE 1 176,989 FORE SYSTEMS CMN 345449102 2,377,447.50 89,715 SOLE 1 89,715 FOREST LABORATORIES INC CMN 345838106 293,150.00 8,200 SOLE 1 8,200 FORMULA SYSTEMS (1985) LTD. CMN 346414105 447,585.75 12,834 SOLE 1 12,834 FORRESTER RESEARCH INC. CMN 346563109 293,832.00 7,392 SOLE 1 7,392 FORT JAMES CORPORATION CMN 347471104 325,762.50 7,300 SOLE 1 7,300 FORTUNE BRANDS INC CMN 349631101 1,601,921.25 41,676 SOLE 1 41,676 FOSTER WHEELER CORP CMN 350244109 267,432.81 12,475 SOLE 1 12,475 FOUNDATION HEALTH SYSTEMS INC CMN 350404109 8,136,423.75 308,490 SOLE 1 308,490 FOUNDATION HEALTH SYSTEMS INC CMN 350404109 266,387.50 10,100 SOLE 1 10,100 FPL GROUP INC CMN 302571104 498,267.00 7,909 SOLE 1 7,909 FPL GROUP INC CMN 302571104 201,600.00 3,200 SOLE 1 3,200 FRANKLIN RESOURCES INC CMN 354613101 2,329,290.00 43,135 SOLE 1 43,135 FRANKLIN RESOURCES INC CMN 354613101 237,600.00 4,400 SOLE 1 4,400 FRED MEYER INC (NEW) CMN 592907109 527,000.00 12,400 SOLE 1 12,400 FRED MEYER INC (NEW) CMN 592907109 221,000.00 5,200 SOLE 1 5,200 FREEPORT-MCMORAN COPPER & GOLD CMN 35671D857 515,828.25 33,964 SOLE 1 33,964 FREEPORT-MCMORAN COPPER & GOLD PFD 35671D881 1,443,037.50 76,200 SOLE 1 76,200 FRESENIUS MEDICAL HOLDINGS INC PFD 358030203 157,650.09 2,425,386 SOLE 1 2,425,386 FRONTIER CORP CMN 35906P105 1,037,421.00 32,934 SOLE 1 32,934 FRUEHAUF TRAILER CORP (PP) CMN 359990199 0.00 20,000 SOLE 1 20,000 FRUIT OF THE LOOM INC CLASS A CMN 359416104 58,924,406.25 1,775,500 SOLE 1 1,775,500 FRUIT OF THE LOOM INC CLASS A CMN 359416104 432,897.75 13,044 SOLE 1 13,044 GABLES RESIDENTIAL 8.3% CUM PFD 362418204 1,607,396.88 65,275 SOLE 1 65,275 GANNETT CO.INC. CMN 364730101 234,293.06 3,297 SOLE 1 3,297 GANNETT CO.INC. CMN 364730101 2,961,316.50 41,672 SOLE 1 41,672 GAP INC CMN 364760108 282,551.06 4,599 SOLE 1 4,599 GAP INC CMN 364760108 3,111,932.25 50,652 SOLE 1 50,652 GAP INC CMN 364760108 297,971.88 4,850 SOLE 1 4,850 GATEWAY 2000,INC. CMN 367833100 1,135,450.00 22,709 SOLE 1 22,709 GAZPROM ADS CMN 753317205 2,459,189.08 230,369 SOLE 1 230,369 GENENTECH INC SPECIAL COMMON CMN 368710307 271,500.00 4,000 SOLE 1 4,000 GENENTECH INC SPECIAL COMMON CMN 368710307 5,884,762.50 86,700 SOLE 1 86,700 GENERAL DYNAMICS CORP. CMN 369550108 1,359,799.50 29,243 SOLE 1 29,243 GENERAL ELECTRIC CO CMN 369604103 566,151.25 6,230 SOLE 1 6,230 GENERAL ELECTRIC CO CMN 369604103 3,456,612.38 38,037 SOLE 1 38,037 GENERAL ELECTRIC CO CMN 369604103 3,807,662.50 41,900 SOLE 1 41,900 GENERAL ELECTRIC CO CMN 369604103 11,677,437.50 128,500 SOLE 1 128,500 GENERAL ELECTRIC CO CMN 369604103 49,064,321.25 539,910 SOLE 1 539,910 GENERAL INSTRUMENT CORP CMN 370120107 579,909.38 21,330 SOLE 1 21,330 GENERAL INSTRUMENT CORP CMN 370120107 1,005,937.50 37,000 SOLE 1 37,000 GENERAL MILLS INC CMN 370334104 654,176.25 9,585 SOLE 1 9,585 GENERAL MILLS INC CMN 370334104 1,672,125.00 24,500 SOLE 1 24,500 GENERAL MOTORS CORP. CMN 370442105 549,198.75 8,220 SOLE 1 8,220 GENERAL MOTORS CORP. CMN 370442105 688,168.75 10,300 SOLE 1 10,300 GENERAL MOTORS CORP. CMN 370442105 6,953,778.19 104,079 SOLE 1 104,079 GENERAL NUTRITION COMPANIES CMN 37047F103 233,437.50 7,500 SOLE 1 7,500 GENERAL RE CORP CMN 370563108 231,192.00 912 SOLE 1 912 GENERAL RE CORP CMN 370563108 4,181,482.50 16,495 SOLE 1 16,495 GENERAL SIGNAL CORP CMN 370838104 218,484.00 6,069 SOLE 1 6,069 GENERAL SURGICAL INNOVATIONS CMN 371013103 909,562.50 220,500 SOLE 1 220,500 GENESCO INC. CNV 371532AK8 297,581.25 295,000 SOLE 1 295,000 GENESIS HEALTH VENTURES INC CMN 371912106 1,250,000.00 50,000 SOLE 1 50,000 GENESYS TELECOMMUNICATIONS CMN 371931106 469,289.13 14,194 SOLE 1 14,194 GENESYS TELECOMMUNICATIONS CMN 371931106 1,653,125.00 50,000 SOLE 1 50,000 GENEVA STEEL 14% SER-B PFD PFD 372252403 0.00 20,500 SOLE 1 20,500 GENOME THERAPEUTICS CORP CMN 372430108 90,000.00 20,000 SOLE 1 20,000 GENSIA PHARMACEUTICALS INC PFD 372450205 1,618,787.50 67,100 SOLE 1 67,100 GENUINE PARTS CO. CMN 372460105 1,287,453.13 37,250 SOLE 1 37,250 GENZYME CORP CMN 372917104 209,612.50 8,200 SOLE 1 8,200 GEORGIA-PACIFIC CORP CMN 373298108 1,058,458.56 17,959 SOLE 1 17,959 GEOTEK COMMUNICATIONS INC CMN 373654102 34,113.91 218,329 SOLE 1 218,329 GETCHELL GOLD CORPORATION CMN 374265106 18,119,437.50 1,178,500 SOLE 1 1,178,500 GIANT FOOD INC. A CMN 374478105 683,042.40 15,947 SOLE 1 15,947 GILEAD SCIENCES CMN 375558103 320,625.00 10,000 SOLE 1 10,000 GILLETTE CO CMN 375766102 11,103,876.88 195,233 SOLE 1 195,233 GILLETTE CO CMN 375766102 10,442,250.00 183,600 SOLE 1 183,600 GILLETTE CO CMN 375766102 5,744,375.00 101,000 SOLE 1 101,000 GILLETTE CO CMN 375766102 904,312.50 15,900 SOLE 1 15,900 GILLETTE CO CMN 375766102 740,398.75 13,018 SOLE 1 13,018 GLOBAL MARINE INC (NEW) CMN 379352404 201,293.75 10,700 SOLE 1 10,700 GLOBAL MARINE INC (NEW) CMN 379352404 291,593.75 15,500 SOLE 1 15,500 GLOBAL TELE-SYSTEMS LTD BD CV CNV 37936UAA2 13,187,089.00 5,300,000 SOLE 1 5,300,000 GOLD KING CON INC CMN 380609107 115.88 14,485 SOLE 1 14,485 GOLDEN WEST FINL NEW CMN 381317106 212,625.00 2,000 SOLE 1 2,000 GOODYEAR TIRE & RUBBER CO CMN 382550101 1,506,355.44 23,377 SOLE 1 23,377 GOODYEAR TIRE & RUBBER CO CMN 382550101 476,837.50 7,400 SOLE 1 7,400 GPU INC CMN 36225X100 700,590.00 18,528 SOLE 1 18,528 GPU INC CMN 36225X100 287,375.00 7,600 SOLE 1 7,600 GRAINGER W W INC CMN 384802104 1,217,716.38 24,446 SOLE 1 24,446 GREAT A&P TEA CO.INC. CMN 390064103 566,347.25 17,033 SOLE 1 17,033 GREAT A&P TEA CO.INC. CMN 390064103 1,320,025.00 39,700 SOLE 1 39,700 GREAT LAKES CHEMICAL CMN 390568103 337,072.31 8,547 SOLE 1 8,547 GREEN TREE FINANCIAL CORP. CMN 393505102 1,192,585.00 27,856 SOLE 1 27,856 GREEN TREE FINANCIAL CORP. CMN 393505102 31,980,937.50 747,000 SOLE 1 747,000 GREENPOINT FINL CORP CMN 395384100 225,750.00 6,000 SOLE 1 6,000 GRUPO ELEKTRA S.A. GDR CMN 40050A102 711,750.00 73,000 SOLE 1 73,000 GRUPO FINANC BANCOMER SPON ADR CMN 400486304 522,998.06 70,992 SOLE 1 70,992 GRUPO FINANCIERO GBM ATLANTICO CMN 40048F106 110,510.00 43,000 SOLE 1 43,000 GRUPO IUSACELL S.A. DE C.V. CMN 40049W207 1,660,375.00 179,500 SOLE 1 179,500 GRUPO RADIO CENTRO SA ADS CMN 40049C102 257,121.00 23,112 SOLE 1 23,112 GRUPO SIDEK S.A. DE C.V. ADR CMN 400490306 31,337.55 208,917 SOLE 1 208,917 GRUPO SIDEK S.A.DE C.V. ADR CMN 400490108 13,725.99 457,533 SOLE 1 457,533 GRUPO TRIBASA S A DE C V CMN 40049F105 207,577.81 40,015 SOLE 1 40,015 GS FINL PRODS USLP CNV 362276206 84,803.55 346,703 SOLE 1 346,703 GSFP U.S. CCI SYNTHETIC CNVT CNV 362276AA5 60,716,150.00 60,115,000 SOLE 1 60,115,000 GSTRF CALL AMER WTS 379364128 270,147.50 25,130 SOLE 1 25,130 GTE CORPORATION CMN 362320103 9,285,536.88 166,931 SOLE 1 166,931 GTE CORPORATION CMN 362320103 1,062,437.50 19,100 SOLE 1 19,100 GTE CORPORATION CMN 362320103 619,050.63 11,129 SOLE 1 11,129 GUARDIAN BANCORP CMN 401321104 0.00 40,000 SOLE 1 40,000 GUCCI GROUP NV NY REG SHRS CMN 401566104 5,653,987.00 106,679 SOLE 1 106,679 GUIDANT CORPORATION CMN 401698105 1,014,990.81 14,233 SOLE 1 14,233 GUILFORD PHARMACEUTICALS INC. CMN 401829106 352,500.00 20,000 SOLE 1 20,000 GULF INDONESIA RESOURCES LTD. CMN 402284103 1,082,150.00 94,100 SOLE 1 94,100 H & R BLOCK INC. CMN 093671105 1,071,702.13 25,441 SOLE 1 25,441 H.J.HEINZ CO. CMN 423074103 3,656,599.88 65,151 SOLE 1 65,151 H.J.HEINZ CO. CMN 423074103 238,419.00 4,248 SOLE 1 4,248 H.J.HEINZ CO. CMN 423074103 218,887.50 3,900 SOLE 1 3,900 HALLIBURTON CO CMN 406216101 591,018.75 13,300 SOLE 1 13,300 HALLIBURTON CO CMN 406216101 1,302,018.75 29,300 SOLE 1 29,300 HALLIBURTON CO CMN 406216101 2,077,675.31 46,755 SOLE 1 46,755 HARCOURT GEN INC CMN 41163G101 1,015,724.50 17,071 SOLE 1 17,071 HARLEY-DAVIDSON INC CMN 412822108 244,125.00 6,300 SOLE 1 6,300 HARNISCHFEGER INDUSTRIES INC CMN 413345109 226,500.00 8,000 SOLE 1 8,000 HARNISCHFEGER INDUSTRIES INC CMN 413345109 297,932.44 10,523 SOLE 1 10,523 HARRAHS ENTMT INC CMN 413619107 488,133.75 20,995 SOLE 1 20,995 HARRIS CORP CMN 413875105 402,187.50 9,000 SOLE 1 9,000 HARRIS CORP CMN 413875105 343,155.31 7,679 SOLE 1 7,679 HARTFORD FINANCIAL SERVICES CMN 416515104 2,199,660.00 19,232 SOLE 1 19,232 HARTFORD FINANCIAL SERVICES CMN 416515104 766,312.50 6,700 SOLE 1 6,700 HARTFORD LIFE CAP I 7.2% TRUPS PFD 416590206 2,550,000.00 102,000 SOLE 1 102,000 HASBRO INC CMN 418056107 854,771.69 21,743 SOLE 1 21,743 HBO & COMPANY CMN 404100109 2,402,358.00 68,152 SOLE 1 68,152 HBO & COMPANY CMN 404100109 341,925.00 9,700 SOLE 1 9,700 HEALTH MANAGEMENT ASSOC. CL A CMN 421933102 354,437.50 10,600 SOLE 1 10,600 HEALTHSOUTH CORP CMN 421924101 296,845.06 11,123 SOLE 1 11,123 HEALTHSOUTH CORP CMN 421924101 208,162.50 7,800 SOLE 1 7,800 HEALTHSOUTH CORP CONV BD 144A CNV 421924AD3 3,613,500.00 3,650,000 SOLE 1 3,650,000 HEARTPORT INC SUB NT CONV CNV 421969AC0 2,001,830.55 2,985,000 SOLE 1 2,985,000 HEARTPORT INC SUB NT CONV CNV 421969AC0 5,365,040.00 8,000,000 SOLE 1 8,000,000 HERCULES INC. CMN 427056106 1,215,079.25 29,546 SOLE 1 29,546 HERSHEY FOODS CORP. CMN 427866108 2,039,019.00 29,551 SOLE 1 29,551 HEWLETT PACKARD CO SUB LIQ CNV 428236AA1 2,665,650.00 5,000,000 SOLE 1 5,000,000 HEWLETT PACKARD CO SUB LIQ CNV 428236AA1 11,017,131.45 20,665,000 SOLE 1 20,665,000 HEWLETT PACKARD CO SUB NT CV CNV 428236AC7 51,260,449.50 96,150,000 SOLE 1 96,150,000 HEWLETT-PACKARD CO. CMN 428236103 11,251,111.25 187,910 SOLE 1 187,910 HEWLETT-PACKARD CO. CMN 428236103 1,143,612.50 19,100 SOLE 1 19,100 HEWLETT-PACKARD CO. CMN 428236103 723,828.88 12,089 SOLE 1 12,089 HEXCEL CORP SUB NT CONV CNV 428291AA6 241,875.00 150,000 SOLE 1 150,000 HILTON HOTELS CORP CMN 432848109 22,900,000.00 800,000 SOLE 1 800,000 HILTON HOTELS CORP CMN 432848109 1,015,357.38 35,471 SOLE 1 35,471 HILTON HOTELS CORP SUB NT CV CNV 432848AL3 6,216,262.50 5,970,000 SOLE 1 5,970,000 HINDALCO INDUSTRIES GDR CMN 433064102 508,789.60 32,300 SOLE 1 32,300 HINES EDWARD LUMBER CO CMN 433236106 0.00 57,176 SOLE 1 57,176 HMT TECHNOLOGY CORP SUB NT CV CNV 403917AD9 2,969,636.25 4,089,000 SOLE 1 4,089,000 HMT TECHNOLOGY CORP SUB NT CV CNV 403917AB3 2,233,945.00 3,076,000 SOLE 1 3,076,000 HOLLINGER INTL CONV PFD PFD 435569207 363,950.00 25,100 SOLE 1 25,100 HOME DEPOT INC CMN 437076102 706,197.38 8,502 SOLE 1 8,502 HOME DEPOT INC CMN 437076102 755,868.75 9,100 SOLE 1 9,100 HOME DEPOT INC CMN 437076102 10,947,554.44 131,799 SOLE 1 131,799 HOME DEPOT INC SUB NT CONV CNV 437076AE2 28,573,492.50 15,582,000 SOLE 1 15,582,000 HOMESTAKE MINING COMPANY CNV 437614AA8 1,656,475.00 1,730,000 SOLE 1 1,730,000 HONEYWELL INC CMN 438506107 1,181,406.63 14,138 SOLE 1 14,138 HORMEL FOODS CORP CMN 440452100 11,032,350.00 319,200 SOLE 1 319,200 HOST MARRIOTT FIN TRUST CV PFD CNV 441079407 104,396.25 198,850 SOLE 1 198,850 HOUSEHOLD INTL INC. CMN 441815107 2,724,658.25 54,767 SOLE 1 54,767 HOUSING & COMMERCIAL BK KOREA CMN 44182P102 2,128,750.00 650,000 SOLE 1 650,000 HOUSTON INDUSTRIES INC CMN 442161105 1,669,143.94 54,171 SOLE 1 54,171 HOUSTON INDUSTRIES INC CMN 442161105 1,623,849.56 52,701 SOLE 1 52,701 HUMANA INC CMN 444859102 912,140.81 29,247 SOLE 1 29,247 HUNTINGTON BANCSHARES INC CMN 446150104 721,221.50 21,529 SOLE 1 21,529 HYUNDAI MOTOR CO GDR 144A CMN 449187103 73,750.00 50,000 SOLE 1 50,000 IBAH INC CMN 450731104 2,648,125.00 446,000 SOLE 1 446,000 ICG COMMUNICATIONS CMN 449246107 3,089,531.25 84,500 SOLE 1 84,500 ICG COMMUNICATIONS INC PFD 44924Q202 4,585,625.00 55,000 SOLE 1 55,000 ICN PHARMACEUTICALS INC. CMN 448924100 255,850.00 5,600 SOLE 1 5,600 ICON PLC INC ADS CMN 45103T107 1,233,134.25 48,837 SOLE 1 48,837 IKON OFFICE SOLUTIONS DEPOS PFD 451713200 8,984,950.00 240,400 SOLE 1 240,400 IKON OFFICE SOLUTIONS INC CMN 451713101 435,768.25 29,924 SOLE 1 29,924 ILEX ONCOLOGY INC CMN 451923106 999,350.00 101,200 SOLE 1 101,200 ILLINOIS TOOL WORKS CMN 452308109 3,125,109.63 46,862 SOLE 1 46,862 ILLUSTRATED WORLD ENCYCL CMN 452344104 1,081,553.00 11,000 SOLE 1 11,000 IMAX CORP CNV SUB DEBS 144A CNV 45245EAC3 1,039,893.75 855,000 SOLE 1 855,000 IMC GLOBAL INC CMN 449669100 283,175.00 9,400 SOLE 1 9,400 IMC MORTGAGE CO. CMN 449923101 1,814,637.50 171,800 SOLE 1 171,800 IMPERIAL CORP OF AMERICA (DEL) CMN 452722101 0.00 54,460 SOLE 1 54,460 IMPERIAL CREDIT INDS INC CMN 452729106 3,506,200.00 149,200 SOLE 1 149,200 INACOM CORP CVT SUB DEBS CNV 45323GAC3 4,246,108.20 4,140,000 SOLE 1 4,140,000 INCO LIMITED CMN 453258402 510,351.63 37,457 SOLE 1 37,457 INDIAN PETROCHEMICALS CORP LTD CNV 454347AA3 972,500.00 1,000,000 SOLE 1 1,000,000 INDOSUEZ HOLDINGS S.C.A. PFD 45578A104 298,350.00 10,800 SOLE 1 10,800 INDUSTRIE NATUZZI S P A (ADR) CMN 456478106 231,400.00 8,900 SOLE 1 8,900 INFORMIX CORP CMN 456779107 4,229,843.75 535,000 SOLE 1 535,000 INFOSEEK CORP CMN 45678M107 200,900.00 5,600 SOLE 1 5,600 INGERSOLL-RAND CO (PRIDES) CV CNV 456867209 60,096.46 253,700 SOLE 1 253,700 INGRAM MICRO INC CONV DEB CNV 457153AA2 633,290.00 1,750,000 SOLE 1 1,750,000 INLAND STL INDS INC CMN 457472108 363,308.69 12,889 SOLE 1 12,889 INTEL CORP CMN 458140100 919,150.00 12,400 SOLE 1 12,400 INTEL CORP CMN 458140100 633,768.75 8,550 SOLE 1 8,550 INTEL CORP CMN 458140100 36,598,477.50 493,740 SOLE 1 493,740 INTEL CORP CMN 458140100 18,785,128.13 253,425 SOLE 1 253,425 INTEL CORP CMN 458140100 1,414,379.13 19,081 SOLE 1 19,081 INTERIM SERVICES INC CMN 45868P100 642,500.00 20,000 SOLE 1 20,000 INTERMEDIA COMM PIK PFD 458801404 808,867.50 6,603 SOLE 1 6,603 INTERMEDIA COMMUNICATION PFD 458801701 13,051,887.50 235,700 SOLE 1 235,700 INTERMEDIA COMMUNICATION PFD 458801503 830,625.00 15,000 SOLE 1 15,000 INTERMEDIA COMMUNICATION PFD 458801867 6,445,196.88 174,785 SOLE 1 174,785 INTERMEDIA COMMUNICATION PFD 458801834 2,381,250.00 50,000 SOLE 1 50,000 INTERMEDIA COMMUNICATIONS INC CMN 458801107 1,048,437.50 25,000 SOLE 1 25,000 INTERNATIONAL BRIQUETTES HLDG CMN G4821Q104 60,318.50 10,967 SOLE 1 10,967 INTERNATIONAL BUSINESS MACHS CMN 459200101 1,297,266.44 11,299 SOLE 1 11,299 INTERNATIONAL BUSINESS MACHS CMN 459200101 585,543.75 5,100 SOLE 1 5,100 INTERNATIONAL BUSINESS MACHS CMN 459200101 42,186,705.00 367,440 SOLE 1 367,440 INTERNATIONAL BUSINESS MACHS CMN 459200101 17,406,608.31 151,609 SOLE 1 151,609 INTERNATIONAL BUSINESS MACHS CMN 459200101 1,492,562.50 13,000 SOLE 1 13,000 INTERNATIONAL PAPER CO. CMN 460146103 7,034,800.00 163,600 SOLE 1 163,600 INTERNATIONAL PAPER CO. CMN 460146103 2,564,864.00 59,648 SOLE 1 59,648 INTERNATIONAL PAPER CO. CMN 460146103 296,700.00 6,900 SOLE 1 6,900 INTERPUBLIC GROUP COS CMN 460690100 1,106,697.25 18,236 SOLE 1 18,236 INTERPUBLIC GROUP COS CMN 460690100 849,625.00 14,000 SOLE 1 14,000 INTERPUBLIC GROUP COS CMN 460690100 206,337.50 3,400 SOLE 1 3,400 INTL FAST FOOD SUB DEB CONV CNV 45950QAA5 4,938.00 100,000 SOLE 1 100,000 INTL.FLAVORS & FRAGRANCE CMN 459506101 1,038,981.56 23,919 SOLE 1 23,919 INTL.FLAVORS & FRAGRANCE CMN 459506101 243,250.00 5,600 SOLE 1 5,600 INTRAWEST CORPORATION CMN 460915200 667,906.25 33,500 SOLE 1 33,500 IOMEGA CORP SUB NT CONV CNV 462030AA5 4,592,881.25 3,209,000 SOLE 1 3,209,000 IONA TECHNOLOGIES PLC ADR CMN 46206P109 2,015,690.00 56,780 SOLE 1 56,780 IRI INTERNATIONAL CORP CMN 45004F107 212,850.00 19,800 SOLE 1 19,800 IRI INTERNATIONAL CORP CMN 45004F107 160,175.00 14,900 SOLE 1 14,900 IRKUTSKENERGO SPON ADR CMN 462714106 243,600.00 50,000 SOLE 1 50,000 IRKUTSKENERGO SPON ADR CMN 462714106 189,730.30 38,943 SOLE 1 38,943 IRKUTSKENERGO SPON ADR CMN 462714106 170,520.00 35,000 SOLE 1 35,000 IRSA INVERSIONES Y REPRESENTA CNV 450047AC9 13,762,685.85 12,795,000 SOLE 1 12,795,000 ISPAT INTERNATIONAL NV CMN 464899103 1,970,625.00 105,100 SOLE 1 105,100 ISS GROUP, INC. CMN 450306105 283,316.25 7,530 SOLE 1 7,530 ITT INDUSTRIES INC (INDIANA) CMN 450911102 298,476.75 7,986 SOLE 1 7,986 IVEX PACKAGING CORP CMN 465855104 367,350.00 15,800 SOLE 1 15,800 IXC COMMUNICATIONS CONV PFD PFD 450713508 1,142,134.56 5,370 SOLE 1 5,370 IXC COMMUNICATIONS, INC. CMN 450713102 3,365,900.00 69,400 SOLE 1 69,400 IXC COMMUNICATIONS, INC. CMN 450713102 2,143,700.00 44,200 SOLE 1 44,200 IXC COMMUNICATIONS,INC 144A PFD 450713870 2,384,400.00 50,000 SOLE 1 50,000 J P MORGAN ADJ RT PFD A PFD 616880209 2,164,500.00 22,200 SOLE 1 22,200 JACOR COMM LIQUID YLD OPT NT CNV 469858AA2 2,807,595.00 3,375,000 SOLE 1 3,375,000 JACOR COMMUNICATIONS INC CMN 469858401 2,360,000.00 40,000 SOLE 1 40,000 JACOR COMMUNICATIONS INC CV NT CNV 469858AB0 5,331,675.57 12,239,000 SOLE 1 12,239,000 JEFFERSON-PILOT CORP. CMN 475070108 1,248,437.25 21,548 SOLE 1 21,548 JG SUMMIT CAYMAN 144A CNV 466149AA9 168,750.00 250,000 SOLE 1 250,000 JOHNSON & JOHNSON CMN 478160104 589,040.00 7,960 SOLE 1 7,960 JOHNSON & JOHNSON CMN 478160104 1,250,600.00 16,900 SOLE 1 16,900 JOHNSON & JOHNSON CMN 478160104 1,156,620.00 15,630 SOLE 1 15,630 JOHNSON & JOHNSON CMN 478160104 14,859,940.00 200,810 SOLE 1 200,810 JOHNSON CONTROLS INC CMN 478366107 342,667.50 5,992 SOLE 1 5,992 JOSTENS INC. CMN 481088102 244,360.63 10,235 SOLE 1 10,235 JSC SURGUTNEFTEGAZ SPON ADR CMN 46625F104 367,890.81 90,770 SOLE 1 90,770 JTS CORPORATION CMN 465940104 312,000.00 2,496,000 SOLE 1 2,496,000 K MART CORP CMN 482584109 1,490,412.00 77,424 SOLE 1 77,424 KANSAS CITY SOUTHERN IND CMN 485170104 322,562.50 6,500 SOLE 1 6,500 KAUFMAN AND BROAD HOME CORP CMN 486168107 222,798.13 7,045 SOLE 1 7,045 KEANE INC. CMN 486665102 313,600.00 5,600 SOLE 1 5,600 KELLOGG COMPANY CMN 487836108 365,568.75 9,700 SOLE 1 9,700 KELLOGG COMPANY CMN 487836108 3,152,672.44 83,653 SOLE 1 83,653 KERR-MCGEE CORPORATION CMN 492386107 272,012.50 4,700 SOLE 1 4,700 KERR-MCGEE CORPORATION CMN 492386107 537,022.13 9,279 SOLE 1 9,279 KEYCORP NEW CMN 493267108 263,625.00 7,400 SOLE 1 7,400 KEYCORP NEW CMN 493267108 3,028,980.00 85,024 SOLE 1 85,024 KIMBERLY CLARK CORP CMN 494368103 296,352.50 6,460 SOLE 1 6,460 KIMBERLY CLARK CORP CMN 494368103 568,850.00 12,400 SOLE 1 12,400 KIMBERLY CLARK CORP CMN 494368103 4,929,039.38 107,445 SOLE 1 107,445 KINDER MORGAN ENERGY PARTNERS CMN 494550106 9,562,287.50 264,700 SOLE 1 264,700 KINDER MORGAN ENERGY PARTNERS CMN 494550106 14,450,000.00 400,000 SOLE 1 400,000 KINDER MORGAN ENERGY PARTNERS CMN 494550106 17,022,714.13 471,217 SOLE 1 471,217 KING WORLD PRODUCTIONS INC CMN 495667107 311,329.50 12,209 SOLE 1 12,209 KLA-TENCOR CORPORATION CMN 482480100 1,661,250.00 60,000 SOLE 1 60,000 KLA-TENCOR CORPORATION CMN 482480100 286,454.88 10,346 SOLE 1 10,346 KMART FINANCING I TRUST CONV PFD 498778208 1,092,175.00 15,800 SOLE 1 15,800 KNIGHT RIDDER INC CMN 499040103 495,562.50 9,000 SOLE 1 9,000 KNIGHT RIDDER INC CMN 499040103 961,115.94 17,455 SOLE 1 17,455 KNIGHTSBRIDGE TANKERS, LTD. CMN G5299G106 519,859.50 19,434 SOLE 1 19,434 KOHL'S CORP (WISCONSIN) CMN 500255104 259,375.00 5,000 SOLE 1 5,000 KOHL'S CORP (WISCONSIN) CMN 500255104 332,000.00 6,400 SOLE 1 6,400 KROGER COMPANY CMN 501044101 1,659,091.00 38,696 SOLE 1 38,696 LADISH COMPANY (NEW) CMN 505754200 887,500.00 71,000 SOLE 1 71,000 LAIDLAW ENVIRONMENTAL SVCS INC CMN 50730L105 842,812.50 232,500 SOLE 1 232,500 LAIDLAW INC CMN 50730K503 711,871.88 58,410 SOLE 1 58,410 LASALLE NATIONAL 6.46%PFD 144A PFD 518028758 2,000,000.00 2,000 SOLE 1 2,000 LASALLE PARTNERS INC CMN 51802H105 311,500.00 7,000 SOLE 1 7,000 LEARNING COMPANY INC CMN 522008101 237,000.00 8,000 SOLE 1 8,000 LEGGETT & PLATT INC CMN 524660107 265,000.00 10,600 SOLE 1 10,600 LEHMAN BROTHERS HOLDINGS INC CMN 524908100 1,149,243.56 14,817 SOLE 1 14,817 LEHMAN BROTHERS HOLDINGS INC CMN 524908100 698,062.50 9,000 SOLE 1 9,000 LEXMARK INTL GROUP, INC. CMN 529771107 250,100.00 4,100 SOLE 1 4,100 LHS GROUP INC CMN 501938104 2,463,725.00 37,400 SOLE 1 37,400 LIFE RE CORP CMN 532160108 546,975.00 6,600 SOLE 1 6,600 LIFECELL CORP CMN 531927101 428,750.00 70,000 SOLE 1 70,000 LIMITED INC. CMN 532716107 1,509,009.38 45,555 SOLE 1 45,555 LINCOLN NATL.CORP.INC. CMN 534187109 219,300.00 2,400 SOLE 1 2,400 LINCOLN NATL.CORP.INC. CMN 534187109 1,811,783.50 19,828 SOLE 1 19,828 LINEAR TECHNOLOGY CORP CMN 535678106 422,187.50 7,000 SOLE 1 7,000 LINEAR TECHNOLOGY CORP CMN 535678106 1,809,375.00 30,000 SOLE 1 30,000 LIZ CLAIBORNE INC. CMN 539320101 744,092.25 14,241 SOLE 1 14,241 LNR PROPERTY CORP CMN 501940100 39,565,000.00 1,544,000 SOLE 1 1,544,000 LOCKHEED MARTIN CORP CMN 539830109 239,171.63 2,259 SOLE 1 2,259 LOCKHEED MARTIN CORP CMN 539830109 423,500.00 4,000 SOLE 1 4,000 LOCKHEED MARTIN CORP CMN 539830109 3,662,322.13 34,591 SOLE 1 34,591 LOEWS CORP CMN 540424108 357,212.50 4,100 SOLE 1 4,100 LOEWS CORP CMN 540424108 1,950,903.00 22,392 SOLE 1 22,392 LOMAS FINANCIAL CORP (NEW) CMN 541535100 1,567.24 120,557 SOLE 1 120,557 LONG BEACH FINANCIAL CORP CMN 542446109 1,785,300.00 162,300 SOLE 1 162,300 LONG DRUG STORES CP (MARYLAND) CMN 543162101 390,043.50 13,508 SOLE 1 13,508 LONG ISLAND BANCORP INC. CMN 542662101 19,014,750.00 313,000 SOLE 1 313,000 LORAL SPACE & COMM LTD CV C PF PFD 543885404 499,687.50 6,500 SOLE 1 6,500 LOUISIANA PACIFIC CORP CMN 546347105 473,934.25 25,969 SOLE 1 25,969 LOWES COMPANIES INC CMN 548661107 2,231,221.44 55,007 SOLE 1 55,007 LSI LOGIC CORP CMN 502161102 420,452.44 18,231 SOLE 1 18,231 LTC PPTYS INC CONV SUB DEB CNV 502175AF9 283,437.50 250,000 SOLE 1 250,000 LUCENT TECHNOLOGIES INC CMN 549463107 1,258,127.75 15,124 SOLE 1 15,124 LUCENT TECHNOLOGIES INC CMN 549463107 19,163,072.50 230,360 SOLE 1 230,360 LUCENT TECHNOLOGIES INC CMN 549463107 1,331,000.00 16,000 SOLE 1 16,000 LUKOIL OIL CO SPONS ADR CMN 677862104 1,036,330.00 31,000 SOLE 1 31,000 LUKOIL OIL CO SPONS ADR CMN 677862104 250,725.00 7,500 SOLE 1 7,500 MADGE NETWORK N.V. CMN N5424G106 52,444.75 11,041 SOLE 1 11,041 MAGAININ PHARMACEUTICALS INC CMN 559036108 584,375.00 110,000 SOLE 1 110,000 MAGNA INTL INC 144A/REG S CNV 559222AF1 45,612,765.65 41,255,000 SOLE 1 41,255,000 MAGNA INTL INC 144A/REG S CNV 559222AF1 464,364.60 420,000 SOLE 1 420,000 MAGNA INTL INC CL A-SUB VOTING CMN 559222401 6,203,700.00 90,400 SOLE 1 90,400 MAGNA INTL INC CL A-SUB VOTING CMN 559222401 2,058,750.00 30,000 SOLE 1 30,000 MAGNA INTL INC CL A-SUB VOTING CMN 559222401 1,818,562.50 26,500 SOLE 1 26,500 MAGNA INTL INC CONV DEB CNV 559222AG9 4,588,364.50 4,150,000 SOLE 1 4,150,000 MALLINCKRODT INC CMN 561232109 440,028.13 14,822 SOLE 1 14,822 MALLINCKRODT INC CMN 561232109 213,750.00 7,200 SOLE 1 7,200 MANOR CARE INC CMN 564054104 576,831.56 15,007 SOLE 1 15,007 MARRIOTT INTERNATIONAL INC CMN 571903202 1,628,494.88 50,301 SOLE 1 50,301 MARRIOTT INTL CONV NTS CNV 571900AH2 7,691,845.58 11,491,000 SOLE 1 11,491,000 MARRIOTT INTL CONV NTS CNV 571900AH2 2,342,830.00 3,500,000 SOLE 1 3,500,000 MARSH & MCLENNAN CO INC CMN 571748102 2,326,662.44 38,497 SOLE 1 38,497 MARSH & MCLENNAN CO INC CMN 571748102 320,318.75 5,300 SOLE 1 5,300 MARSHALL & ILSLEY CORP CMN 571834100 321,693.75 6,300 SOLE 1 6,300 MASCO CORPORATION CMN 574599106 1,691,156.50 27,953 SOLE 1 27,953 MASCOTECH INC CMN 574670105 15,081,600.00 628,400 SOLE 1 628,400 MATRIX PHARMACEUTICAL INC CMN 576844104 1,202,250.00 274,800 SOLE 1 274,800 MATTEL INC CMN 577081102 1,057,812.50 25,000 SOLE 1 25,000 MATTEL INC CMN 577081102 2,189,375.69 51,743 SOLE 1 51,743 MAY & SPEH INC. CMN 57777105 5,859,150.00 294,800 SOLE 1 294,800 MAY DEPT.STORES CO. CMN 577778103 209,600.00 3,200 SOLE 1 3,200 MAY DEPT.STORES CO. CMN 577778103 2,702,071.50 41,253 SOLE 1 41,253 MAYTAG CORPORATION CMN 578592107 848,657.50 17,188 SOLE 1 17,188 MBIA INC CMN 55262C100 943,799.38 12,605 SOLE 1 12,605 MBNA CORP CMN 55262L100 472,793.75 14,300 SOLE 1 14,300 MBNA CORP CMN 55262L100 2,959,622.75 89,516 SOLE 1 89,516 MBO PROPERTIES INC CMN 55263L109 191,711.00 29,494 SOLE 1 29,494 MC DONALDS CORP CMN 580135101 8,453,259.00 122,511 SOLE 1 122,511 MC DONALDS CORP CMN 580135101 6,486,000.00 94,000 SOLE 1 94,000 MC DONALDS CORP CMN 580135101 792,810.00 11,490 SOLE 1 11,490 MC DONALDS CORP CMN 580135101 696,900.00 10,100 SOLE 1 10,100 MC DONALDS CORP CMN 580135101 552,345.00 8,005 SOLE 1 8,005 MCDERMOTT INTL CMN 580037109 206,625.00 6,000 SOLE 1 6,000 MCGRAW-HILL COMPANIES INC CMN 580645109 1,193,567.50 14,645 SOLE 1 14,645 MCI COMMUNICATIONS CMN 552673105 73,394,437.50 1,262,700 SOLE 1 1,262,700 MCI COMMUNICATIONS CMN 552673105 58,125,000.00 1,000,000 SOLE 1 1,000,000 MCI COMMUNICATIONS CMN 552673105 6,912,922.50 118,932 SOLE 1 118,932 MCI COMMUNICATIONS CMN 552673105 3,865,312.50 66,500 SOLE 1 66,500 MCI COMMUNICATIONS CMN 552673105 472,149.38 8,123 SOLE 1 8,123 MCKESSON CORP (NEW) CMN 581557105 317,850.00 3,900 SOLE 1 3,900 MCKESSON CORP (NEW) CMN 581557105 309,700.00 3,800 SOLE 1 3,800 MCKESSON CORP CONV PFD CNV 58155P204 236,940.15 217,500 SOLE 1 217,500 MCN ENERGY GROUP INC CMN 55267J100 280,000.00 11,200 SOLE 1 11,200 MCORP CMN 55267M103 12.80 12,800 SOLE 1 12,800 MEAD CORPORATION CMN 582834107 466,502.75 14,693 SOLE 1 14,693 MEDIAONE GROUP INC CMN 58440J104 309,979.06 7,055 SOLE 1 7,055 MEDIAONE GROUP INC CMN 58440J104 5,210,811.75 118,596 SOLE 1 118,596 MEDPARTNERS INC CMN 58503X107 3,200,000.00 400,000 SOLE 1 400,000 MEDPARTNERS INC CMN 58503X107 14,608,800.00 1,826,100 SOLE 1 1,826,100 MEDPARTNERS INC CONV PFD CNV 58503X206 34,403.75 323,800 SOLE 1 323,800 MEDTRONIC INC CMN 585055106 347,246.25 5,447 SOLE 1 5,447 MEDTRONIC INC CMN 585055106 5,312,160.00 83,328 SOLE 1 83,328 MELLON BANK CORP CMN 585509102 206,205.31 2,959 SOLE 1 2,959 MELLON BANK CORP CMN 585509102 3,220,259.38 46,210 SOLE 1 46,210 MEMCO SOFTWARE LTD CMN M69065106 741,000.00 39,000 SOLE 1 39,000 MEMOREX TELEX N.V. (NEW) CMN 586014102 1,958.64 195,864 SOLE 1 195,864 MEMOREX TELEX N.V. (NEW) CMN 586014102 7,240.93 724,093 SOLE 1 724,093 MERCANTILE BANCORP INC CMN 587342106 1,096,462.25 21,766 SOLE 1 21,766 MERCANTILE BANCORP INC CMN 587342106 10,064,925.00 199,800 SOLE 1 199,800 MERCANTILE STORES CO CMN 587533100 643,103.81 8,147 SOLE 1 8,147 MERCHANTS CAP CORP CL-B CONV CMN 588530204 4,800.00 96,000 SOLE 1 96,000 MERCK & CO.INC. CMN 589331107 1,862,736.25 13,927 SOLE 1 13,927 MERCK & CO.INC. CMN 589331107 2,113,250.00 15,800 SOLE 1 15,800 MERCK & CO.INC. CMN 589331107 27,327,800.00 204,320 SOLE 1 204,320 MEREDITH CORP. CMN 589433101 334,946.00 7,136 SOLE 1 7,136 MERISEL INC CMN 589849108 157,550.00 54,800 SOLE 1 54,800 MERRILL LY "MTG" (STRYPES) CNV 590188793 203,387.19 213,250 SOLE 1 213,250 MERRILL LYNCH CO INC CMN 590188108 5,354,097.75 58,039 SOLE 1 58,039 MERRILL LYNCH CO INC CMN 590188108 415,125.00 4,500 SOLE 1 4,500 MERRILL LYNCH CO INC CMN 590188108 357,192.00 3,872 SOLE 1 3,872 MERRY LAND & INVESTMENT PFD 590438701 1,449,650.00 63,200 SOLE 1 63,200 MERRY-GO-ROUND ENTERPRISES INC CMN 590436101 798.44 51,100 SOLE 1 51,100 METRA BIOSYSTEMS INC CMN 591591102 120,000.00 60,000 SOLE 1 60,000 METROMEDIA INTL GROUP INC PFD 591695200 6,490,638.40 126,800 SOLE 1 126,800 METSA SERLA 144A CNV 59267KAA7 309,560.00 284,000 SOLE 1 284,000 MFS GOVT MKTS INCOME TRUST CMN 552939100 165,625.00 25,000 SOLE 1 25,000 MGIC INVESTMENT CORP CMN 552848103 463,975.19 8,131 SOLE 1 8,131 MGIC INVESTMENT CORP CMN 552848103 656,218.75 11,500 SOLE 1 11,500 MGM GRAND CMN 552953101 15,781,250.00 500,000 SOLE 1 500,000 MICRON TECHNOLOGY INC CMN 595112103 983,964.50 39,656 SOLE 1 39,656 MICRON TECHNOLOGY INC CNV 595112AB9 8,358,029.10 8,945,000 SOLE 1 8,945,000 MICRON TECHNOLOGY INC CNV 595112AB9 4,734,503.46 5,067,000 SOLE 1 5,067,000 MICROPROSE INC (NEW) CMN 59513V206 88,750.00 20,000 SOLE 1 20,000 MICROSCIENCE INTL CORP CMN 59513U109 5,022.00 81,000 SOLE 1 81,000 MICROSOFT CORP 2.75% CNV EXC PFD 594918203 4,197,620.63 44,715 SOLE 1 44,715 MICROSOFT CORP. CMN 594918104 293,035,162.50 2,703,900 SOLE 1 2,703,900 MICROSOFT CORP. CMN 594918104 41,004,006.38 378,353 SOLE 1 378,353 MICROSOFT CORP. CMN 594918104 3,077,633.25 28,398 SOLE 1 28,398 MICROSOFT CORP. CMN 594918104 2,145,825.00 19,800 SOLE 1 19,800 MICROSOFT CORP. CMN 594918104 1,083,750.00 10,000 SOLE 1 10,000 MICROSOFT CORP. CMN 594918104 890,842.50 8,220 SOLE 1 8,220 MICROSOFT CORP. CMN 594918104 867,000.00 8,000 SOLE 1 8,000 MIDLAND WALWYN INC. CMN 597801109 11,845,015.00 544,000 SOLE 1 544,000 MIDWAY GAMES INC CMN 598148104 15,625,000.00 1,000,000 SOLE 1 1,000,000 MILLENIUM CHEMS INC CMN 599903101 406,500.00 12,000 SOLE 1 12,000 MILLENNIUM PHARMACEUTICALS INC CMN 599902103 494,375.00 35,000 SOLE 1 35,000 MILLIPORE CORP. CMN 601073109 16,742,400.00 614,400 SOLE 1 614,400 MILLIPORE CORP. CMN 601073109 681,250.00 25,000 SOLE 1 25,000 MILLIPORE CORP. CMN 601073109 275,225.00 10,100 SOLE 1 10,100 MILLIPORE CORP. CMN 601073109 223,995.00 8,220 SOLE 1 8,220 MINNESOTA MNG. & MFG.CO. CMN 604059105 6,188,636.56 75,299 SOLE 1 75,299 MINNESOTA MNG. & MFG.CO. CMN 604059105 1,134,187.50 13,800 SOLE 1 13,800 MINNESOTA MNG. & MFG.CO. CMN 604059105 390,390.63 4,750 SOLE 1 4,750 MIRAGE RESORTS INC CMN 60462E104 471,581.69 22,127 SOLE 1 22,127 MOBIL CORPORATION CMN 607059102 698,590.13 9,117 SOLE 1 9,117 MOBIL CORPORATION CMN 607059102 796,900.00 10,400 SOLE 1 10,400 MOBIL CORPORATION CMN 607059102 7,890,229.50 102,972 SOLE 1 102,972 MOBILEMEDIA CORPORATION CMN 607415106 3,000.00 30,000 SOLE 1 30,000 MOBILEMEDIA CORPORATION CMN 607415106 4,400.00 44,000 SOLE 1 44,000 MOBIUS MANAGEMENT SYSTEMS,INC CMN 606925105 436,755.00 29,117 SOLE 1 29,117 MOL MAGYAR OLAJ-ES GAZIPARI RT CMN 608464103 2,696,800.00 100,000 SOLE 1 100,000 MOLECULAR BIOSYSTEMS INC CMN 608513107 346,987.50 48,700 SOLE 1 48,700 MOLEX INC CMN 608554101 242,500.00 9,700 SOLE 1 9,700 MOLTEN METAL TECH SUB NT CV CNV 608712AA3 328,250.00 5,050,000 SOLE 1 5,050,000 MOLTEN METAL TECHNOLOGY SUB NT CNV 608712AB1 75,400.00 1,160,000 SOLE 1 1,160,000 MONSANTO COMPANY CMN 611662107 6,042,937.13 108,151 SOLE 1 108,151 MONSANTO COMPANY CMN 611662107 2,302,050.00 41,200 SOLE 1 41,200 MONSANTO COMPANY CMN 611662107 385,090.50 6,892 SOLE 1 6,892 MOORE LTD. CMN 615785102 371,781.75 28,059 SOLE 1 28,059 MORGAN J P & CO INC CMN 616880100 34,135,425.00 291,600 SOLE 1 291,600 MORGAN J P & CO INC CMN 616880100 3,741,200.44 31,959 SOLE 1 31,959 MORGAN J P & CO INC CMN 616880100 678,962.50 5,800 SOLE 1 5,800 MORGAN J P & CO INC CMN 616880100 241,734.06 2,065 SOLE 1 2,065 MORGAN STANLEY DEAN WITTER CMN 617446448 9,181,816.88 100,485 SOLE 1 100,485 MORGAN STANLEY DEAN WITTER CMN 617446448 629,116.88 6,885 SOLE 1 6,885 MORGAN STANLEY DEAN WITTER CMN 617446448 283,262.50 3,100 SOLE 1 3,100 MORTON INTERNATIONAL INC (NEW) CMN 619335102 604,175.00 24,167 SOLE 1 24,167 MOTOROLA INC CMN 620076109 5,592,282.06 106,393 SOLE 1 106,393 MOTOROLA INC CMN 620076109 2,102,500.00 40,000 SOLE 1 40,000 MOTOROLA INC CMN 620076109 525,625.00 10,000 SOLE 1 10,000 MOTOROLA INC CMN 620076109 364,678.63 6,938 SOLE 1 6,938 MOTOROLA INC SUB LIQ YLD OP NT CNV 620076AJ8 5,090,835.20 7,040,000 SOLE 1 7,040,000 MOTOROLA INC ZERO LIQ YLD OPT CNV 620076AE9 96,000.00 100,000 SOLE 1 100,000 MULTICANAL PARTICIPACOES S A CMN 62544D104 2,851,900.00 577,600 SOLE 1 577,600 MULTICANAL PARTICIPACOES S A CMN 62544D104 3,719,502.69 753,317 SOLE 1 753,317 MUTUAL RISK MANAGEMENT LTD CNV 628351AA6 25,556,500.00 32,350,000 SOLE 1 32,350,000 NAB ASSET CORP LIQUIDATING CMN 628712986 332.15 33,215 SOLE 1 33,215 NAB ASSET CORPORATION CMN 628712200 66,169.84 24,911 SOLE 1 24,911 NABI INC CMN 628716102 1,667,187.50 550,000 SOLE 1 550,000 NABISCO HOLDINGS CORP. CMN 629526104 252,437.50 7,000 SOLE 1 7,000 NABISCO HOLDINGS CORP. CMN 629526104 4,507,596.13 124,994 SOLE 1 124,994 NABORS INDUSTRIES INC CMN 629568106 1,170,000.00 58,500 SOLE 1 58,500 NACCO INDS INC CL-A (COM) CMN 629579103 207,963.25 1,609 SOLE 1 1,609 NALCO CHEMICAL CO. CMN 629853102 795,651.50 22,652 SOLE 1 22,652 NATIONAL CITY CORP CMN 635405103 4,124,603.00 58,093 SOLE 1 58,093 NATIONAL CITY CORP CMN 635405103 271,078.00 3,818 SOLE 1 3,818 NATIONAL DATA CORP CONV CNV 635621AA3 3,457,710.00 3,357,000 SOLE 1 3,357,000 NATIONAL SERVICE IND.INC CMN 637657107 456,704.88 8,977 SOLE 1 8,977 NATIONSBANK CORP CMN 638585109 460,125.00 6,000 SOLE 1 6,000 NATIONSBANK CORP CMN 638585109 1,109,591.44 14,469 SOLE 1 14,469 NATIONSBANK CORP CMN 638585109 837,964.31 10,927 SOLE 1 10,927 NATIONSBANK CORP CMN 638585109 9,073,434.94 118,317 SOLE 1 118,317 NATL SEMICONDUCTOR CORP CMN 637640103 317,887.50 24,220 SOLE 1 24,220 NAVIGANT INTERNATIONAL INC CMN 63935R108 1,851,087.50 217,775 SOLE 1 217,775 NAVISTAR INTL CORP (NEW) CMN 63934E108 548,625.00 19,000 SOLE 1 19,000 NAVISTAR INTL CORP (NEW) CMN 63934E108 439,333.13 15,215 SOLE 1 15,215 NB CAPITAL CORP PFD 62874N607 4,791,200.00 180,800 SOLE 1 180,800 NCR CORPORATION CMN 62886E108 214,500.00 6,600 SOLE 1 6,600 NESTLE SA SPONSORED ADR CMN 641069406 2,238,674.92 20,922 SOLE 1 20,922 NETSCAPE COMMUNICATIONS CORP CMN 641149109 1,039,903.63 38,426 SOLE 1 38,426 NETWORK ASSOCIATES SUB CONV CNV 640938AA4 2,327,300.40 5,080,000 SOLE 1 5,080,000 NETWORKS ASSOCIATES INC CMN 640938106 371,031.25 7,750 SOLE 1 7,750 NEW CENTURY ENERGIES INC CMN 64352U103 327,150.00 7,200 SOLE 1 7,200 NEW HOLLAND N.V. CMN N62648105 406,237.50 20,700 SOLE 1 20,700 NEWELL CO (HOLDING CO) CMN 651192106 263,807.00 5,296 SOLE 1 5,296 NEWELL CO (HOLDING CO) CMN 651192106 204,231.25 4,100 SOLE 1 4,100 NEWMONT MINING CORP CMN 651639106 733,816.13 31,061 SOLE 1 31,061 NEWS AMER HLDGS LIQ YLD OPT NT CNV 652478AS7 40,145,172.20 61,940,000 SOLE 1 61,940,000 NEWS AMER HLDGS LIQ YLD OPT NT CNV 652478AS7 5,120,227.00 7,900,000 SOLE 1 7,900,000 NEWS AMERICA HOLDINGS INC CNV 652478AC2 9,518,862.35 6,845,000 SOLE 1 6,845,000 NEWS AMERICA HOLDINGS INC CNV 652478AC2 4,036,998.89 2,903,000 SOLE 1 2,903,000 NEXSTAR PHARMACEUTICALS INC CMN 65333B106 398,750.00 40,000 SOLE 1 40,000 NEXTEL COMMUNICATIONS 144A PP PFD 65332V509 617,238.00 5,823 SOLE 1 5,823 NEXTEL COMMUNICATIONS CL A CMN 65332V103 1,060,794.38 42,645 SOLE 1 42,645 NEXTLINK COMMUNICATIONS 144A CNV 65333H806 58,075.00 115,000 SOLE 1 115,000 NEXTLINK COMMUNICATIONS INC CMN 65333H707 219,675.00 5,800 SOLE 1 5,800 NIAGARA MOHAWK POWER CMN 653522102 395,201.44 26,457 SOLE 1 26,457 NICOR INC CMN 654086107 394,188.00 9,824 SOLE 1 9,824 NIKE CLASS-B CMN 654106103 2,535,498.94 52,077 SOLE 1 52,077 NISSAN MOTOR CO LTD SPONSORED CMN 654744408 177,964.50 27,916 SOLE 1 27,916 NOBLE DRILLING CORP CMN 655042109 320,031.25 13,300 SOLE 1 13,300 NOBLE DRILLING CORP CMN 655042109 601,562.50 25,000 SOLE 1 25,000 NOKIA CORP ADR "A" CMN 654902204 19,871,080.50 273,142 SOLE 1 273,142 NOKIA CORP ADR "A" CMN 654902204 2,960,925.00 40,700 SOLE 1 40,700 NOKIA CORP ADR "A" CMN 654902204 1,448,452.50 19,910 SOLE 1 19,910 NORDSTROM INC CMN 655664100 1,320,434.25 17,093 SOLE 1 17,093 NORFOLK SOUTHERN CORP CMN 655844108 420,356.25 14,100 SOLE 1 14,100 NORFOLK SOUTHERN CORP CMN 655844108 2,350,715.63 78,850 SOLE 1 78,850 NORTEL INVERSORA ADR CMN 656567401 16,031,937.50 644,500 SOLE 1 644,500 NORTHERN STATES POWER CO MINN CMN 665772109 675,979.38 23,615 SOLE 1 23,615 NORTHERN STATES POWER CO MINN CMN 665772109 2,360,303.00 82,456 SOLE 1 82,456 NORTHERN TELECOM LTD CMN 665815106 343,337.50 6,050 SOLE 1 6,050 NORTHERN TELECOM LTD CMN 665815106 550,475.00 9,700 SOLE 1 9,700 NORTHERN TELECOM LTD CMN 665815106 737,750.00 13,000 SOLE 1 13,000 NORTHERN TELECOM LTD CMN 665815106 5,545,326.25 97,715 SOLE 1 97,715 NORTHERN TRUST CORP CMN 665859104 1,638,688.75 21,491 SOLE 1 21,491 NORTHROP GRUMMAN CORP.COMMON CMN 666807102 278,437.50 2,700 SOLE 1 2,700 NORTHROP GRUMMAN CORP.COMMON CMN 666807102 1,112,925.00 10,792 SOLE 1 10,792 NORTHWEST AIRLINES CL-A CMN 667280101 479,756.06 12,441 SOLE 1 12,441 NORWEST CORP CMN 669380107 5,079,150.00 135,444 SOLE 1 135,444 NORWEST CORP CMN 669380107 768,750.00 20,500 SOLE 1 20,500 NORWEST CORP CMN 669380107 329,212.50 8,779 SOLE 1 8,779 NOVA CORPORATION CMN 669943102 27,750,000.00 2,400,000 SOLE 1 2,400,000 NOVARTIS AG-ADR CMN 66987V109 46,188,535.94 555,144 SOLE 1 555,144 NOVELL INC CMN 670006105 667,360.50 52,342 SOLE 1 52,342 NOVELL INC CMN 670006105 89,313,750.00 7,005,000 SOLE 1 7,005,000 NOVELL INC CMN 670006105 964,818.00 75,672 SOLE 1 75,672 NS GROUP INC CMN 628916108 101,250.00 10,000 SOLE 1 10,000 NUCOR CORP CMN 670346105 759,184.00 16,504 SOLE 1 16,504 OCCIDENTAL PETROLEUM CORP CMN 674599105 27,097,200.00 1,003,600 SOLE 1 1,003,600 OCCIDENTAL PETROLEUM CORP CMN 674599105 1,738,881.00 64,403 SOLE 1 64,403 OFFICE DEPOT INC CMN 676220106 400,843.75 12,700 SOLE 1 12,700 OFFICE DEPOT INC CONV NTS CNV 676220AB2 4,309,209.30 5,610,000 SOLE 1 5,610,000 OFFICE DEPOT LIQ YIELD OPT NTS CNV 676220AA4 23,846,230.86 25,797,000 SOLE 1 25,797,000 OLD KENT FINCL CORP CMN 679833103 205,021.88 5,700 SOLE 1 5,700 OLIN CORP NEW $1 PAR CMN 680665205 625,312.50 15,000 SOLE 1 15,000 OLYMPIA BROADCASTING CORP CMN 681455101 0.00 10,182 SOLE 1 10,182 OMNICARE INC SUB DEB CONV 144A CNV 681904AB4 1,012,812.50 875,000 SOLE 1 875,000 OMNICARE INC. CMN 681904108 1,489,600.00 39,200 SOLE 1 39,200 OMNICOM GROUP CMN 681919106 249,375.00 5,000 SOLE 1 5,000 OMNICOM GROUP CMN 681919106 1,387,173.38 27,813 SOLE 1 27,813 OMNICOM GROUP SUB DEB CONV CNV 681919AE6 19,304,823.75 11,625,000 SOLE 1 11,625,000 OMNIPOINT CORP CMN 68212D102 7,294,125.00 318,000 SOLE 1 318,000 OMNIPOINT CORP PFD CONV 144A PFD 68212D300 2,381,250.00 50,000 SOLE 1 50,000 OMNIPOINT CORP PFD CONV 144A PFD 68212D300 12,620,625.00 265,000 SOLE 1 265,000 ONEOK INC CMN 682680103 241,004.50 6,044 SOLE 1 6,044 OPEN JT STK CO-VIMPEL CMN 68370R109 447,500.00 10,000 SOLE 1 10,000 OPEN JT STK CO-VIMPEL CMN 68370R109 3,445,750.00 77,000 SOLE 1 77,000 OPTICAL CABLE CORP CMN 683827109 373,360.00 37,336 SOLE 1 37,336 ORACLE CORPORATION CMN 68389X105 281,879.25 11,476 SOLE 1 11,476 ORACLE CORPORATION CMN 68389X105 343,875.00 14,000 SOLE 1 14,000 ORACLE CORPORATION CMN 68389X105 1,045,846.69 42,579 SOLE 1 42,579 ORACLE CORPORATION CMN 68389X105 2,301,506.25 93,700 SOLE 1 93,700 ORACLE CORPORATION CMN 68389X105 2,751,736.88 112,030 SOLE 1 112,030 ORACLE CORPORATION CMN 68389X105 41,879,062.50 1,705,000 SOLE 1 1,705,000 ORFA CORP AMERICA CMN 686165101 0.00 1,135,851 SOLE 1 1,135,851 OWENS-ILLINOIS INC CMN 690768403 1,074,492.25 24,011 SOLE 1 24,011 OXFORD HEALTH PLANS INC CMN 691471106 367,500.00 24,000 SOLE 1 24,000 P G & E CORPORATION CMN 69331C108 2,234,688.13 70,802 SOLE 1 70,802 P G & E CORPORATION CMN 69331C108 2,548,419.38 80,742 SOLE 1 80,742 P P & L RESOURCES INC CMN 693499105 625,675.88 27,578 SOLE 1 27,578 P.T. TELEKOMUNIKASI INDONESIA CMN 715684106 11,786,587.50 2,027,800 SOLE 1 2,027,800 P.T. TELEKOMUNIKASI INDONESIA CMN 715684106 4,940,625.00 850,000 SOLE 1 850,000 PACCAR INC CMN 693718108 231,728.75 4,435 SOLE 1 4,435 PACCAR INC CMN 693718108 513,460.75 9,827 SOLE 1 9,827 PACIFIC COAST MEDICAL CMN 694096108 0.00 68,330 SOLE 1 68,330 PACIFIC ENTERPRISES CMN 694232109 1,099,723.50 27,666 SOLE 1 27,666 PACIFIC GATEWAY EXCHANGE INC CMN 694327107 1,161,331.75 28,988 SOLE 1 28,988 PACIFICARE HEALTH SYSTEMS INC CMN 695112201 265,125.00 3,000 SOLE 1 3,000 PACIFICORP CMN 695114108 321,275.00 14,200 SOLE 1 14,200 PACIFICORP CMN 695114108 1,256,298.38 55,527 SOLE 1 55,527 PAGEMART WIRELESS CLASS A CMN 69553J104 1,180,843.75 130,300 SOLE 1 130,300 PAGEMART WIRELESS CLASS A CMN 69553J104 1,794,375.00 198,000 SOLE 1 198,000 PAGING NETWORK INC CMN 695542100 4,235,000.00 302,500 SOLE 1 302,500 PAIN SUPRESSION LABS INC CMN 695624106 150.00 15,000 SOLE 1 15,000 PAINE WEBBER GROUP INC CMN 695629105 240,100.00 5,600 SOLE 1 5,600 PAINE WEBBER GROUP INC CMN 695629105 392,306.25 9,150 SOLE 1 9,150 PAIRGAIN TECHNOLOGIES INC CMN 695934109 236,714.06 13,575 SOLE 1 13,575 PALL CORP CMN 696429307 548,559.50 26,759 SOLE 1 26,759 PAN AM CORP SR CNV SUB DEB CNV 698057AS5 0.00 100,000 SOLE 1 100,000 PAN PACIFIC RETAIL PPTYS INC CMN 69806L104 292,562.50 15,100 SOLE 1 15,100 PANDA PROJECT INC CMN 69833F104 110,700.00 32,800 SOLE 1 32,800 PANEX LIQ TR INDUSTRIES SBI CMN 698405990 0.00 242,203 SOLE 1 242,203 PARACELSUS HEALTHCARE CORP CMN 698891108 1,033,437.50 330,700 SOLE 1 330,700 PARAMETRIC TECHNOLOGY CORP CMN 699173100 1,107,595.13 40,833 SOLE 1 40,833 PARKER DRILLING CO. CMN 701081101 185,743.75 26,300 SOLE 1 26,300 PAYCHEX INC CMN 704326107 299,053.13 7,350 SOLE 1 7,350 PAYCHEX INC CMN 704326107 268,537.50 6,600 SOLE 1 6,600 PECO ENERGY COMPANY CMN 693304107 1,163,793.19 39,873 SOLE 1 39,873 PENNEY J C INC CMN 708160106 210,067.81 2,905 SOLE 1 2,905 PENNEY J C INC CMN 708160106 2,919,111.00 40,368 SOLE 1 40,368 PENNEY J C INC CMN 708160106 361,562.50 5,000 SOLE 1 5,000 PENNZOIL CO CMN 709903108 223,575.00 4,400 SOLE 1 4,400 PENNZOIL CO CMN 709903108 409,345.50 8,056 SOLE 1 8,056 PENNZOIL CO CONV CNV 709903BD9 40,817,250.38 20,326,000 SOLE 1 20,326,000 PENNZOIL CO DEB CONV CNV 709903BE7 7,463,325.00 5,210,000 SOLE 1 5,210,000 PEOPLES ENERGY CORP CMN 711030106 350,367.38 9,071 SOLE 1 9,071 PEOPLESOFT INC CMN 712713106 5,546,000.00 118,000 SOLE 1 118,000 PEP BOYS MANNY-MOE &JACK CMN 713278109 242,210.63 12,790 SOLE 1 12,790 PEPSICO INC (NORTH CAROLINA) CMN 713448108 726,218.00 17,632 SOLE 1 17,632 PEPSICO INC (NORTH CAROLINA) CMN 713448108 864,937.50 21,000 SOLE 1 21,000 PEPSICO INC (NORTH CAROLINA) CMN 713448108 1,054,400.00 25,600 SOLE 1 25,600 PEPSICO INC (NORTH CAROLINA) CMN 713448108 8,718,116.94 211,669 SOLE 1 211,669 PERKIN-ELMER CORP CMN 714041100 319,705.94 5,141 SOLE 1 5,141 PERKIN-ELMER CORP CMN 714041100 391,781.25 6,300 SOLE 1 6,300 PETE'S BREWING COMPANY CMN 716378104 133,453.13 21,900 SOLE 1 21,900 PETRIE STORES LIQUIDATING CMN 716437108 5,329,610.00 1,863,500 SOLE 1 1,863,500 PETROLEO BRASILEIR SA ADR 144A CMN 71654V200 418,326.86 22,504 SOLE 1 22,504 PETSMART DEB CV 144A CNV 716768AA4 1,103,742.50 826,000 SOLE 1 826,000 PFIZER INC. CMN 717081103 24,878,894.81 228,903 SOLE 1 228,903 PFIZER INC. CMN 717081103 3,010,643.75 27,700 SOLE 1 27,700 PFIZER INC. CMN 717081103 1,633,681.81 15,031 SOLE 1 15,031 PFIZER INC. CMN 717081103 767,333.75 7,060 SOLE 1 7,060 PHARMACIA & UPJOHN INC CMN 716941109 271,999.13 5,897 SOLE 1 5,897 PHARMACIA & UPJOHN INC CMN 716941109 290,587.50 6,300 SOLE 1 6,300 PHARMACIA & UPJOHN INC CMN 716941109 1,199,250.00 26,000 SOLE 1 26,000 PHARMACIA & UPJOHN INC CMN 716941109 4,350,002.63 94,309 SOLE 1 94,309 PHARMERICA INC CMN 717135107 301,562.50 25,000 SOLE 1 25,000 PHARMERICA INC CMN 717135107 1,138,519.06 94,385 SOLE 1 94,385 PHELPS DODGE CORP CMN 717265102 592,462.50 10,360 SOLE 1 10,360 PHILIP MORRIS CO INC (HLDG CO) CMN 718154107 14,641,436.25 371,846 SOLE 1 371,846 PHILIP MORRIS CO INC (HLDG CO) CMN 718154107 1,109,469.38 28,177 SOLE 1 28,177 PHILIP MORRIS CO INC (HLDG CO) CMN 718154107 897,750.00 22,800 SOLE 1 22,800 PHILLIPS PETROLEUM CO. CMN 718507106 436,048.69 9,049 SOLE 1 9,049 PHOTRONICS INC CMN 719405102 805,281.25 36,500 SOLE 1 36,500 PHOTRONICS INC CMN 719405102 252,880.38 11,462 SOLE 1 11,462 PHOTRONICS INC CNV 719405AA0 108,000.00 100,000 SOLE 1 100,000 PHYCOR INC CMN 71940F100 3,067,010.63 185,178 SOLE 1 185,178 PHYCOR INC SUB DEB CONV CNV 71940FAB6 334,000.00 400,000 SOLE 1 400,000 PINNACLE WEST CAPITAL CORP CMN 723484101 1,484,685.00 32,993 SOLE 1 32,993 PIONEER FINL SERVICES SUB NT CNV 723672AE1 25,273,832.50 14,966,000 SOLE 1 14,966,000 PIONEER HI BRED INTL INC CMN 723686101 1,685,410.63 40,735 SOLE 1 40,735 PIONEER HI BRED INTL INC CMN 723686101 310,312.50 7,500 SOLE 1 7,500 PITNEY-BOWES INC CMN 724479100 2,627,336.25 54,594 SOLE 1 54,594 PITNEY-BOWES INC CMN 724479100 1,106,875.00 23,000 SOLE 1 23,000 PLACER DOME INC CMN 725906101 352,500.00 30,000 SOLE 1 30,000 PLACER DOME INC CMN 725906101 411,543.75 35,025 SOLE 1 35,025 PLAYERS INTERNATIONAL INC. CMN 727903106 2,262,768.75 455,400 SOLE 1 455,400 PMI GROUP, INC. CMN 69344M101 271,834.38 3,700 SOLE 1 3,700 PNC BANK CORP CMN 693475105 2,317,702.50 43,020 SOLE 1 43,020 PNC BANK CORP CMN 693475105 948,200.00 17,600 SOLE 1 17,600 PNC BANK CORP CMN 693475105 425,612.50 7,900 SOLE 1 7,900 PNP PRIME CORP 17% EXCH PFD PFD 69347R206 0.00 286,032 SOLE 1 286,032 PNP PRIME CORP 17% EXCH PFD PFD 69347R206 0.00 262,862 SOLE 1 262,862 POGO PRODUCING CO CMN 730448107 5,025,000.00 200,000 SOLE 1 200,000 POGO PRODUCING CO (REGISTERED) CNV 730448AE7 1,018,098.16 1,132,000 SOLE 1 1,132,000 POGO PRODUCING CO. CONV 144A CNV 730448AC1 665,541.20 740,000 SOLE 1 740,000 POHANG IRON & STEEL CO.,LTD CMN 730450103 347,520.00 28,960 SOLE 1 28,960 POLAROID CORP. CMN 731095105 380,127.56 10,689 SOLE 1 10,689 POLLY PECK INTL PLC SPON ADR CMN 731649406 9,210.00 460,500 SOLE 1 460,500 PORTUGAL TELECOM S.A. ADR CMN 737273102 1,598,712.50 30,200 SOLE 1 30,200 POTLATCH CORP CMN 737628107 275,394.00 6,557 SOLE 1 6,557 PPG INDUSTRIES INC. CMN 693506107 760,109.44 10,927 SOLE 1 10,927 PPG INDUSTRIES INC. CMN 693506107 215,643.75 3,100 SOLE 1 3,100 PRAXAIR INC CMN 74005P104 229,381.25 4,900 SOLE 1 4,900 PRAXAIR INC CMN 74005P104 1,137,403.31 24,297 SOLE 1 24,297 PREMIERE TECHNOLOGIES SUB NT CNV 74058FAC6 1,265,000.00 2,000,000 SOLE 1 2,000,000 PRIMARK CORP. CMN 741903108 13,283,036.94 425,909 SOLE 1 425,909 PROCTER & GAMBLE CO CMN 742718109 1,122,800.63 12,330 SOLE 1 12,330 PROCTER & GAMBLE CO CMN 742718109 1,420,757.13 15,602 SOLE 1 15,602 PROCTER & GAMBLE CO CMN 742718109 1,457,000.00 16,000 SOLE 1 16,000 PROCTER & GAMBLE CO CMN 742718109 19,509,321.06 214,241 SOLE 1 214,241 PROGRESSIVE CORP OF OHIO CMN 743315103 1,476,129.00 10,469 SOLE 1 10,469 PROMUS HOTEL CORPORATION CMN 74342P106 373,240.00 9,632 SOLE 1 9,632 PROTECTIVE LIFE CORP CMN 743674103 326,518.75 8,900 SOLE 1 8,900 PROTEIN DESIGN LABS CMN 74369L103 783,046.88 32,500 SOLE 1 32,500 PROVIDENT COMPANIES INC CMN 743862104 400,200.00 11,600 SOLE 1 11,600 PROVIDIAN FINANCIAL CORP CMN 74406A102 3,959,550.00 50,400 SOLE 1 50,400 PROVIDIAN FINANCIAL CORP CMN 74406A102 1,279,783.13 16,290 SOLE 1 16,290 PSCO CAPITAL TRUST I PFD 69360R208 1,050,600.00 41,200 SOLE 1 41,200 PUBLIC-SVC ENTERPRISE GROUP CMN 744573106 278,943.75 8,100 SOLE 1 8,100 PUBLIC-SVC ENTERPRISE GROUP CMN 744573106 1,162,300.06 33,751 SOLE 1 33,751 PUT ELITE_USD OTC EURO PUT 9ED186798 62,345,316.00 16,363,600 PUT SOLE 1 16,363,600 PUT/AAPL(AAQMB) @ PUT 0378339MB 6,250.00 100,000 PUT SOLE 1 100,000 PUT/AAPL(LAAMB) @ PUT 0378349MB 12,500.00 100,000 PUT SOLE 1 100,000 PUT/AG(AGTG) @ PUT 0010849TG 237,800.00 16,400 PUT SOLE 1 16,400 PUT/AMP(AMPTH) @ PUT 0318979TH 275,000.00 50,000 PUT SOLE 1 50,000 PUT/AOL(AOLMJ) @ PUT 02364J9MJ 7,875.00 18,000 PUT SOLE 1 18,000 PUT/ASND(QQASJ) @ PUT 0434919SJ 62,500.00 25,000 PUT SOLE 1 25,000 PUT/BA(BAMI) @ PUT 0970279MI 157,187.50 50,300 PUT SOLE 1 50,300 PUT/BAY(BAYSF) @ PUT 0725109SF 22,500.00 90,000 PUT SOLE 1 90,000 PUT/BFI(BFIUF) @ PUT 1158859UF 18,750.00 50,000 PUT SOLE 1 50,000 PUT/BHI(BHISU) @ PUT 0572259SU 105,000.00 35,000 PUT SOLE 1 35,000 PUT/BOST(BQNMU) @ PUT 1005789MU 60,000.00 10,000 PUT SOLE 1 10,000 PUT/BTK(BTKVL) @ PUT 09066D9VL 357,500.00 20,000 PUT SOLE 1 20,000 PUT/CCI(CCIMB) @ PUT 1730349MB 156,250.00 100,000 PUT SOLE 1 100,000 PUT/CCI(CCISN) @ PUT 1730349SN 1,911,875.00 95,000 PUT SOLE 1 95,000 PUT/CIR(CIRUY) @ PUT 1729099UY 430,000.00 40,000 PUT SOLE 1 40,000 PUT/CNTO(COQSF) @ PUT 1523439SF 22,500.00 60,000 PUT SOLE 1 60,000 PUT/CPU(CPUWW) @ PUT 2049329WW 107,250.00 52,000 PUT SOLE 1 52,000 PUT/CSCO(CYQSO) @ PUT 17275R9SO 9,375.00 50,000 PUT SOLE 1 50,000 PUT/CSCO(CYQSP) @ PUT 17275R9SP 3,750.00 20,000 PUT SOLE 1 20,000 PUT/DEY(DEYSH) @ PUT 2044949SH 9,875.00 79,000 PUT SOLE 1 79,000 PUT/DO(DOUI) @ PUT 25271C9UI 150,000.00 25,000 PUT SOLE 1 25,000 PUT/EGRP(QGRSD) @ PUT 2692469SD 7,812.50 25,000 PUT SOLE 1 25,000 PUT/EK(EKML) @ PUT 2774619ML 98,437.50 105,000 PUT SOLE 1 105,000 PUT/EK(EKMN) @ PUT 2774619MN 193,750.00 50,000 PUT SOLE 1 50,000 PUT/FLH(FLHSW) @ PUT 3168509SW 49,500.00 19,800 PUT SOLE 1 19,800 PUT/FP(FPVI) @ PUT 33763B9VI 97,500.00 10,000 PUT SOLE 1 10,000 PUT/FTU(FTUML) @ PUT 3373589ML 112,500.00 25,000 PUT SOLE 1 25,000 PUT/GE(VGEMO) @ PUT 3696069MO 151,875.00 135,000 PUT SOLE 1 135,000 PUT/GNT(GNTUG) @ PUT 3935059UG 92,093.75 210,500 PUT SOLE 1 210,500 PUT/GPS(GPSSL) @ PUT 3647609SL 12,500.00 12,500 PUT SOLE 1 12,500 PUT/IBM(IBMMQ) @ PUT 4592059MQ 61,875.00 55,000 PUT SOLE 1 55,000 PUT/IBM(IBMMS) @ PUT 4592059MS 23,750.00 10,000 PUT SOLE 1 10,000 PUT/IBM(IBMSC) @ PUT 4592009SC 625,218.75 256,500 PUT SOLE 1 256,500 PUT/IBM(IBMSD) @ PUT 4592009SD 849,375.00 151,000 PUT SOLE 1 151,000 PUT/IMCC(IQWVC) @ PUT 4499239VC 95,000.00 20,000 PUT SOLE 1 20,000 PUT/IP(IPMH) @ PUT 4601469MH 431,375.00 238,000 PUT SOLE 1 238,000 PUT/IP(IPSJ) @ PUT 4601469SJ 737,500.00 100,000 PUT SOLE 1 100,000 PUT/ITWO(JQTY) @ PUT 4657549TY 95,000.00 80,000 PUT SOLE 1 80,000 PUT/KM(KMXW) @ PUT 4825849XW 60,937.50 75,000 PUT SOLE 1 75,000 PUT/MEL(MELUM) @ PUT 5855099UM 57,500.00 20,000 PUT SOLE 1 20,000 PUT/NDX(NDZST) @ PUT 1249639ST 547,187.50 42,500 PUT SOLE 1 42,500 PUT/NT(NTSM) @ PUT 6658159SM 215,625.00 25,000 PUT SOLE 1 25,000 PUT/ORG(ORGVF) @ PUT 6859069VF 222,500.00 20,000 PUT SOLE 1 20,000 PUT/OXY(OXYTE) @ PUT 6745999TE 37,500.00 200,000 PUT SOLE 1 200,000 PUT/PAP(PAPUB) @ PUT 04516V9UB 83,562.50 95,500 PUT SOLE 1 95,500 PUT/PFE(PFETA) @ PUT 7170819TA 103,125.00 25,000 PUT SOLE 1 25,000 PUT/PFE(PFETS) @ PUT 7170819TS 20,625.00 15,000 PUT SOLE 1 15,000 PUT/REGI(QRGSD) @ PUT 75968A9SD 13,000.00 26,000 PUT SOLE 1 26,000 PUT/RUT(RUZXN) @ PUT 12484L9XN 161,200.00 49,600 PUT SOLE 1 49,600 PUT/SLR(SLRSI) @ PUT 8341829SI 435,000.00 120,000 PUT SOLE 1 120,000 PUT/SLR(SLRSV) @ PUT 8341829SV 96,875.00 50,000 PUT SOLE 1 50,000 PUT/SNE(SNESP) @ PUT 8356999SP 15,625.00 25,000 PUT SOLE 1 25,000 PUT/SNE(SNESS) @ PUT 8356999SS 328,125.00 35,000 PUT SOLE 1 35,000 PUT/SNE(SNEVP) @ PUT 8356999VP 43,125.00 15,000 PUT SOLE 1 15,000 PUT/SNE(SNEVQ) @ PUT 8356999VQ 625,000.00 125,000 PUT SOLE 1 125,000 PUT/SNE(SNEVR) @ PUT 8356999VR 366,937.50 51,500 PUT SOLE 1 51,500 PUT/STLD(RQLSD) @ PUT 8581199SD 186,000.00 31,000 PUT SOLE 1 31,000 PUT/T(TML) @ PUT 0019579ML 1,581,250.00 275,000 PUT SOLE 1 275,000 PUT/T(TVM) @ PUT 0019579VM 165,000.00 20,000 PUT SOLE 1 20,000 PUT/TALK(QQKVE) @ PUT 8791769VE 106,250.00 10,000 PUT SOLE 1 10,000 PUT/TAR(TARSF) @ PUT 8793789SF 14,062.50 25,000 PUT SOLE 1 25,000 PUT/TMX(TMXSI) @ PUT 8794039SI 20,281.25 29,500 PUT SOLE 1 29,500 PUT/TXN(TXNSJ) @ PUT 8825089SJ 10,000.00 40,000 PUT SOLE 1 40,000 PUT/TXN(TXNSL) @ PUT 8825089SL 45,000.00 18,000 PUT SOLE 1 18,000 PUT/UC(UCTW) @ PUT 9098719TW 21,875.00 10,000 PUT SOLE 1 10,000 PUT/VNT(VNTSF) @ PUT 2044219SF 210,000.00 40,000 PUT SOLE 1 40,000 PUT/VVUS(VVQTA) @ PUT 9285519TA 18,056.25 32,100 PUT SOLE 1 32,100 PUT/WCOM(LDQSV) @ PUT 9815539SV 45,000.00 180,000 PUT SOLE 1 180,000 PUT/WCOM(VQMMI) @ PUT 9815549MI 207,187.50 85,000 PUT SOLE 1 85,000 PUT/XCIT(KQBTE) @ PUT 3009049TE 8,750.00 35,000 PUT SOLE 1 35,000 PUT/XON(XONSK) @ PUT 3022909SK 75,000.00 400,000 PUT SOLE 1 400,000 PUT/XON(XONSL) @ PUT 3022909SL 12,500.00 200,000 PUT SOLE 1 200,000 PUT/XRX(XRXMP) @ PUT 9841219MP 206,250.00 150,000 PUT SOLE 1 150,000 PUT/YHOO(YHZSN) @ PUT 9843339SN 18,750.00 100,000 PUT SOLE 1 100,000 QAD INC CMN 74727D108 157,500.00 17,500 SOLE 1 17,500 QAD INC CMN 74727D108 328,500.00 36,500 SOLE 1 36,500 QUAKER OATS CO. CMN 747402105 208,762.50 3,800 SOLE 1 3,800 QUAKER OATS CO. CMN 747402105 439,500.00 8,000 SOLE 1 8,000 QUAKER OATS CO. CMN 747402105 1,357,285.88 24,706 SOLE 1 24,706 QUALCOMM FINL TR I TR PFD PFD 74752R402 5,541,620.00 115,000 SOLE 1 115,000 QUALCOMM FINL TR I TR PFD PFD 74752R402 6,601,756.00 137,000 SOLE 1 137,000 QUANTUM CORP CMN 747906105 329,925.00 15,900 SOLE 1 15,900 QUANTUM CORP CMN 747906105 404,625.00 19,500 SOLE 1 19,500 QUANTUM CORP CMN 747906105 2,075,000.00 100,000 SOLE 1 100,000 QUINENCO S.A. ADR CMN 748718103 3,375,000.00 375,000 SOLE 1 375,000 QUINTILES TRANSNATIONAL 4.25% CNV U74896AA6 769,411.08 591,000 SOLE 1 591,000 QUINTILES TRANSNATIONAL CNV CNV 748767AA8 1,499,765.76 1,152,000 SOLE 1 1,152,000 QUINTILES TRANSNATIONAL CONV CNV 748767AC4 6,974,171.16 5,357,000 SOLE 1 5,357,000 QUINTILES TRANSNATIONAL CORP CMN 748767100 201,668.75 4,100 SOLE 1 4,100 QWEST COMMUNICATIONS INT'L INC CMN 749121109 329,394.38 9,445 SOLE 1 9,445 QWEST COMMUNICATIONS INT'L INC CMN 749121109 29,325,899.25 840,886 SOLE 1 840,886 QWEST COMMUNICATIONS INT'L INC CMN 749121109 1,081,125.00 31,000 SOLE 1 31,000 R & B FALCON CORPORATION CMN 74912E101 2,647,125.00 117,000 SOLE 1 117,000 R R DONNELLEY & SONS CO CMN 257867101 1,441,170.75 31,501 SOLE 1 31,501 RAC FINANCIAL GROUP SUB NT CV CNV 749207AD8 16,963,200.00 7,680,000 SOLE 1 7,680,000 RAC FINANCIAL GROUP SUB NT CV CNV 749207AD8 496,968.75 225,000 SOLE 1 225,000 RAO GAZPROM SPONS ADR 144A CMN 753317106 157,990.00 14,800 SOLE 1 14,800 RAYCHEM CO CMN 754603108 251,281.25 8,500 SOLE 1 8,500 RAYCHEM CO CMN 754603108 484,529.38 16,390 SOLE 1 16,390 RAYTHEON COMPANY CL-B (NEW) CMN 755111408 212,850.00 3,600 SOLE 1 3,600 RAYTHEON COMPANY CL-B (NEW) CMN 755111408 2,175,445.25 36,794 SOLE 1 36,794 RAYTHEON COMPANY CL-B (NEW) CMN 755111408 232,834.25 3,938 SOLE 1 3,938 READER'S DIGEST A.C.E.S TRUST CNV 755271202 73,947.09 279,700 SOLE 1 279,700 READ-RITE CORP CONV SUB NTS CNV 755246AA3 1,483,672.53 2,381,000 SOLE 1 2,381,000 REDDI BRAKE SUPPLY CORP CMN 757275102 1,666.00 238,000 SOLE 1 238,000 REGAL COMMUN NEW CMN 758756308 0.00 257,800 SOLE 1 257,800 REGIONS FINANCIAL CORP CMN 758940100 250,481.25 6,100 SOLE 1 6,100 REGIONS FINANCIAL CORP CMN 758940100 342,543.38 8,342 SOLE 1 8,342 REGIONS FINANCIAL CORP CMN 758940100 328,500.00 8,000 SOLE 1 8,000 REMEDY CORP CMN 759548100 459,000.00 27,000 SOLE 1 27,000 RENAISSANCE WORLDWIDE INC CMN 75968A109 462,709.50 21,274 SOLE 1 21,274 RENAL TREATMENT CENTERS CV CNV 759671AC4 6,877,851.75 4,725,000 SOLE 1 4,725,000 REPSOL INT'L CAPITAL LTD 7.45% PFD G7513K103 1,850,343.75 73,100 SOLE 1 73,100 REPUBLIC N.Y. CORP. CMN 760719104 232,868.75 3,700 SOLE 1 3,700 REPUBLIC N.Y. CORP. CMN 760719104 245,078.63 3,894 SOLE 1 3,894 RES-CARE INC 144A CONV SUB NT CNV 760943AA8 1,764,375.00 1,500,000 SOLE 1 1,500,000 REYNOLDS METALS CO CMN 761763101 476,502.00 8,528 SOLE 1 8,528 REYNOLDS METALS CO CMN 761763101 223,500.00 4,000 SOLE 1 4,000 RHODIA ADS CMN 762397107 2,725,000.00 100,000 SOLE 1 100,000 RIO HOTEL & CASINO INC CMN 767147101 13,133,225.00 695,800 SOLE 1 695,800 RITE AID CORP CMN 767754104 1,951,033.81 51,941 SOLE 1 51,941 RITE-AID CORP CONV NTS 144A CNV 767754AK0 11,439,000.00 9,300,000 SOLE 1 9,300,000 RITE-AID CORP CONV NTS 144A CNV 767754AK0 3,114,360.00 2,532,000 SOLE 1 2,532,000 RJR NABISCO HOLDINGS CORP CMN 74960K876 5,305,750.00 223,400 SOLE 1 223,400 ROBERT HALF INTL INC CMN 770323103 268,200.00 4,800 SOLE 1 4,800 ROBERT HALF INTL INC CMN 770323103 201,150.00 3,600 SOLE 1 3,600 ROCHE HLDGS INC NTS CONV (PP) CNV 771196AE2 893,971.80 1,860,000 SOLE 1 1,860,000 ROCHE HLDGS INC NTS CONV (PP) CNV 771196AE2 591,174.90 1,230,000 SOLE 1 1,230,000 ROCHE HOLDINGS INC CNV 771196AA0 1,901,143.70 1,865,000 SOLE 1 1,865,000 ROCHE HOLDINGS INC CNV 771196AA0 709,488.48 696,000 SOLE 1 696,000 ROCHE LA HOFFMAN 144A CNV 771196AC6 1,890,341.60 3,320,000 SOLE 1 3,320,000 ROCKWELL INTERNATIONAL CORP CMN 773903109 1,928,304.00 40,173 SOLE 1 40,173 ROCKWELL INTERNATIONAL CORP CMN 773903109 604,800.00 12,600 SOLE 1 12,600 ROGERS COMMUNICATIONS INC CL-B CMN 775109200 11,376,900.00 1,264,100 SOLE 1 1,264,100 ROHM AND HAAS CO CMN 775371107 202,036.88 1,945 SOLE 1 1,945 ROHM AND HAAS CO CMN 775371107 238,912.50 2,300 SOLE 1 2,300 ROSTELECOM SPON ADR CMN 778529107 342,400.00 25,600 SOLE 1 25,600 ROWAN COMPANIES INC CMN 779382100 456,781.25 23,500 SOLE 1 23,500 ROWAN COMPANIES INC CMN 779382100 201,411.38 10,362 SOLE 1 10,362 ROYAL CARIBBEAN CRUISES LTD CMN V7780T103 5,453,700.00 68,600 SOLE 1 68,600 ROYAL DUTCH PETROLEUM COMPANY CMN 780257804 21,311,374.06 388,805 SOLE 1 388,805 ROYAL DUTCH PETROLEUM COMPANY CMN 780257804 2,466,562.50 45,000 SOLE 1 45,000 ROYAL DUTCH PETROLEUM COMPANY CMN 780257804 1,934,881.25 35,300 SOLE 1 35,300 ROYAL DUTCH PETROLEUM COMPANY CMN 780257804 1,366,037.13 24,922 SOLE 1 24,922 RUBBERMAID INC CMN 781088109 948,156.00 28,732 SOLE 1 28,732 RUSS BERRIE AND COMPANY INC CMN 782233100 1,697,500.00 67,900 SOLE 1 67,900 RYDER SYSTEM INC CMN 783549108 459,550.00 14,560 SOLE 1 14,560 RYDER SYSTEM INC CMN 783549108 214,625.00 6,800 SOLE 1 6,800 S R TELECOM INC CMN 78464P109 34,075.00 10,000 SOLE 1 10,000 SAFECO CORP CMN 786429100 431,062.50 9,500 SOLE 1 9,500 SAFECO CORP CMN 786429100 626,311.13 13,803 SOLE 1 13,803 SAFEWAY INC CMN 786514208 16,803,937.50 413,000 SOLE 1 413,000 SAMSUNG ELECTRONICS CO LTD GDS CMN 796050888 239,775.00 15,000 SOLE 1 15,000 SANIFILL INC SUB DEB CONV CNV 801018AB8 7,112,520.00 4,000,000 SOLE 1 4,000,000 SANTA CRUZ OPERATION, INC. CMN 801833104 50,825.00 10,700 SOLE 1 10,700 SANTA FE ENERGY RESOURCES, INC CMN 802012104 36,818,750.00 3,425,000 SOLE 1 3,425,000 SANTA FE INTERNATIONAL CORP CMN G7805C108 202,675.00 6,700 SOLE 1 6,700 SAPIENT CORP. CMN 803062108 274,194.50 5,198 SOLE 1 5,198 SARA LEE CORP CMN 803111103 307,600.31 5,499 SOLE 1 5,499 SARA LEE CORP CMN 803111103 4,507,611.56 80,583 SOLE 1 80,583 SARA LEE CORP CMN 803111103 922,968.75 16,500 SOLE 1 16,500 SBC COMMUNICATIONS INC CMN 78387G103 12,779,840.00 319,496 SOLE 1 319,496 SBC COMMUNICATIONS INC CMN 78387G103 1,124,000.00 28,100 SOLE 1 28,100 SBC COMMUNICATIONS INC CMN 78387G103 852,240.00 21,306 SOLE 1 21,306 SCE&G TRUST I 7.55% PFD SER A PFD 78389A203 2,512,500.00 100,000 SOLE 1 100,000 SCHEIN PHARMACEUTICAL INC CMN 806416103 386,062.50 14,500 SOLE 1 14,500 SCHERING-PLOUGH CORP CMN 806605101 779,637.13 8,509 SOLE 1 8,509 SCHERING-PLOUGH CORP CMN 806605101 8,886,067.38 96,983 SOLE 1 96,983 SCHERING-PLOUGH CORP CMN 806605101 1,026,200.00 11,200 SOLE 1 11,200 SCHLUMBERGER LTD CMN 806857108 1,304,768.75 19,100 SOLE 1 19,100 SCHLUMBERGER LTD CMN 806857108 648,968.75 9,500 SOLE 1 9,500 SCHLUMBERGER LTD CMN 806857108 642,137.50 9,400 SOLE 1 9,400 SCHLUMBERGER LTD CMN 806857108 395,187.81 5,785 SOLE 1 5,785 SCHLUMBERGER LTD CMN 806857108 8,026,718.75 117,500 SOLE 1 117,500 SCHLUMBERGER LTD CMN 806857108 6,071,751.63 88,882 SOLE 1 88,882 SCHNITZER STEEL INDUSTRIES,INC CMN 806882106 204,946.88 8,675 SOLE 1 8,675 SCHOLASTIC CORPORATION 144A CNV 807066AA3 719,256.25 785,000 SOLE 1 785,000 SCHOOL SPECIALTY, INC. CMN 807863105 3,962,291.50 241,972 SOLE 1 241,972 SCHOOL SPECIALTY, INC. CMN 807863105 762,501.88 46,565 SOLE 1 46,565 SCI SYSTEMS INC SUB NT CV CNV 783890AD8 5,735,486.50 3,550,000 SOLE 1 3,550,000 SCI SYSTEMS INC SUB NT CV CNV 783890AD8 4,846,890.00 3,000,000 SOLE 1 3,000,000 SCIENTIFIC-ATLANTA INC. CMN 808655104 761,250.00 30,000 SOLE 1 30,000 SCIENTIFIC-ATLANTA INC. CMN 808655104 440,205.50 17,348 SOLE 1 17,348 SEAGATE TECHNOLOGY INC CMN 811804103 5,491,250.00 230,000 SOLE 1 230,000 SEAGATE TECHNOLOGY INC CMN 811804103 1,064,395.25 44,582 SOLE 1 44,582 SEALED AIR CORP CONV PFD 81211K209 8,745,063.68 204,860 SOLE 1 204,860 SEALED AIR CORPORATION (NEW) CMN 81211K100 703,652.25 19,147 SOLE 1 19,147 SEARS ROEBUCK & CO CMN 812387108 2,908,467.94 47,631 SOLE 1 47,631 SEARS ROEBUCK & CO CMN 812387108 384,693.75 6,300 SOLE 1 6,300 SEARS ROEBUCK & CO CMN 812387108 278,200.75 4,556 SOLE 1 4,556 SECURITY CAP INDUSTRIAL 7.92% PFD 814138509 4,518,271.88 183,950 SOLE 1 183,950 SECURITY CAPITAL GROUP INC CMN 81413P204 234,300.00 8,800 SOLE 1 8,800 SECURITY CAPITAL PACIFIC TRUST PFD 814141206 1,653,465.00 55,000 SOLE 1 55,000 SECURITY CAPITAL PACIFIC TRUST PFD 814141305 601,188.00 23,576 SOLE 1 23,576 SECURITY CAPITAL PACIFIC TRUST PFD 814141206 4,281,121.52 142,405 SOLE 1 142,405 SEMI-TECH CORP CL A CMN 81662E108 184,005.00 1,000,000 SOLE 1 1,000,000 SERAGEN INC CMN 817474109 114,400.00 220,000 SOLE 1 220,000 SERVICE CORP INTERNATL CMN 817565104 1,919,985.38 44,781 SOLE 1 44,781 SERVICE CORP INTERNATL CMN 817565104 514,500.00 12,000 SOLE 1 12,000 SFX ENTERTAINMENT CL-A CMN 784178105 10,422,249.50 227,188 SOLE 1 227,188 SFX ENTERTAINMENT CL-A CMN 784178105 291,673.25 6,358 SOLE 1 6,358 SHAW COMMUNICATIONS INC PFD 82028K606 423,810.00 16,620 SOLE 1 16,620 SHERIDAN ENERGY INC CMN 823764105 1,445,798.63 398,841 SOLE 1 398,841 SHERWIN-WILLIAMS CO CMN 824348106 1,267,263.13 38,257 SOLE 1 38,257 SHORELINE FINCL CORP CMN 825190101 243,000.00 8,000 SOLE 1 8,000 SIBIA NEUROSCIENCES INC CMN 825732100 539,500.00 104,000 SOLE 1 104,000 SIGMA ALDRICH CORP CMN 826552101 834,394.38 23,755 SOLE 1 23,755 SIGNATURE RESORTS, INC. CONV CNV 82668BAA4 2,643,300.00 3,204,000 SOLE 1 3,204,000 SILGAN HOLDINGS INC CMN 827048109 249,424.00 8,908 SOLE 1 8,908 SILICON GRAPHICS INC CMN 827056102 283,518.88 23,383 SOLE 1 23,383 SKYTEL COMMUNICATIONS INC PFD 83087Q302 12,153,081.25 343,550 SOLE 1 343,550 SKYTEL COMMUNICATIONS INC PFD 83087Q302 1,996,918.75 56,450 SOLE 1 56,450 SMITH CORONA CORPORATION CMN 831858204 74,250.00 13,500 SOLE 1 13,500 SMITH INTERNATIONAL(CALF CMN 832110100 403,825.00 11,600 SOLE 1 11,600 SMITH INTERNATIONAL(CALF CMN 832110100 4,351,562.50 125,000 SOLE 1 125,000 SMITH INTERNATIONAL(CALF CMN 832110100 4,351,562.50 125,000 SOLE 1 125,000 SNAP-ON INC CMN 833034101 397,408.75 10,963 SOLE 1 10,963 SNYDER COMMUNICATIONS INC CMN 832914105 4,323,000.00 98,250 SOLE 1 98,250 SNYDER STRYPES TRUST CNV 833502107 63,162.75 158,900 SOLE 1 158,900 SOFTWARE AG SYSTEMS INC CMN 834025108 394,875.00 13,500 SOLE 1 13,500 SOLECTRON CORPORATION CMN 834182107 264,993.75 6,300 SOLE 1 6,300 SOLECTRON CORPORATION CMN 834182107 5,292,556.13 125,826 SOLE 1 125,826 SOLECTRON CORPORATION CMN 834182107 36,855,162.50 876,200 SOLE 1 876,200 SOLUTIA INC CMN 834376105 949,556.25 33,100 SOLE 1 33,100 SONAT INC CMN 835415100 493,975.13 12,789 SOLE 1 12,789 SONAT INC CMN 835415100 9,196,612.50 238,100 SOLE 1 238,100 SONY CORP AMER SHS NEW CMN 835699307 450,106.88 5,230 SOLE 1 5,230 SOUTHEAST BKG CONV SUB CAP NTS CNV 841338AG1 1,239,000.00 2,100,000 SOLE 1 2,100,000 SOUTHERN NEW ENGLAND CMN 843485103 242,350.00 3,700 SOLE 1 3,700 SOUTHERN NEW ENGLAND TELECOM CMN 843485103 43,374,100.00 662,200 SOLE 1 662,200 SOUTHERN PERU COPPER CORP CMN 843611104 211,900.00 16,300 SOLE 1 16,300 SOUTHTRUST CORP CMN 844730101 204,450.00 4,700 SOLE 1 4,700 SOUTHTRUST CORP CMN 844730101 365,400.00 8,400 SOLE 1 8,400 SOUTHWEST AIRLINES CO CMN 844741108 1,349,084.69 45,635 SOLE 1 45,635 SPIEKER PROPERTIES 8% CUM PFD PFD 848497400 3,519,432.00 146,643 SOLE 1 146,643 SPIEKER PROPERTIES 8% CUM PFD PFD 848497400 6,600,000.00 275,000 SOLE 1 275,000 SPORTS AUTHORITY INC SUB NT CV CNV 849176AC6 9,643,245.00 9,993,000 SOLE 1 9,993,000 SPORTS HEROES INC CMN 848914107 160.00 20,000 SOLE 1 20,000 SPRINT CORP CMN 852061100 352,147.50 4,995 SOLE 1 4,995 SPRINT CORP CMN 852061100 5,377,246.50 76,273 SOLE 1 76,273 SPRINT CORP CMN 852061100 415,950.00 5,900 SOLE 1 5,900 ST JUDE MEDICAL INC CMN 790849103 686,810.81 18,657 SOLE 1 18,657 ST PAUL CAPITAL LLC PFD 792856205 13,226,731.27 183,544 SOLE 1 183,544 ST.PAUL COMPANIES INC CMN 792860108 1,863,789.38 44,310 SOLE 1 44,310 ST.PAUL COMPANIES INC CMN 792860108 346,847.38 8,246 SOLE 1 8,246 STANLEY WORKS CMN 854616109 260,555.31 6,269 SOLE 1 6,269 STAPLES INC CNV SUB DEB 144A CNV 855030AC6 13,851,536.25 7,009,000 SOLE 1 7,009,000 STAPLES INC REGISTERED REG S CNV U85440AA0 1,225,275.00 620,000 SOLE 1 620,000 STAPLES, INC. CMN 855030102 312,525.00 10,800 SOLE 1 10,800 STARBUCKS CORP. CMN 855244109 486,281.25 9,100 SOLE 1 9,100 STARWOOD HOTELS & RESORTS CMN 855905204 448,001.81 9,273 SOLE 1 9,273 STARWOOD HOTELS & RESORTS CMN 855905204 244,026.44 5,051 SOLE 1 5,051 STATE STREET CORPORATION (NEW) CMN 857477103 2,006,048.00 28,864 SOLE 1 28,864 STATE STREET CORPORATION (NEW) CMN 857477103 215,450.00 3,100 SOLE 1 3,100 STEEL DYNAMICS INC CMN 858119100 725,523.75 52,290 SOLE 1 52,290 STEEL DYNAMICS INC CMN 858119100 360,750.00 26,000 SOLE 1 26,000 STONE CONTAINER CORP CMN 861589109 296,000.00 18,944 SOLE 1 18,944 STONE CONTAINER CORP CNV 861589AL3 14,261,904.93 10,861,000 SOLE 1 10,861,000 STONE CONTAINER CP CV PFD S-E PFD 861589307 6,472,437.50 357,100 SOLE 1 357,100 STORAGE TECHNOLOGY CORP CMN 862111200 328,125.00 7,500 SOLE 1 7,500 STRATUS PROPERTIES INC CMN 863167102 2,885,750.00 679,000 SOLE 1 679,000 STRATUS PROPERTIES INC CMN 863167102 150,025.00 35,300 SOLE 1 35,300 STRYKER CORP CMN 863667101 414,450.00 10,800 SOLE 1 10,800 STUD LN MKTG ADJ PF SR-A PFD 863871208 6,580,000.00 131,600 SOLE 1 131,600 SUBSTANCE ABUSE TECHNOLOGIES CMN 864325105 150.00 50,000 SOLE 1 50,000 SUMMIT BANCORP CMN 866005101 213,750.00 4,500 SOLE 1 4,500 SUMMIT BANCORP CMN 866005101 1,641,837.50 34,565 SOLE 1 34,565 SUN COMPANY INC CMN 866762107 349,312.50 9,000 SOLE 1 9,000 SUN MICROSYSTEMS,INC CMN 866810104 2,132,433.75 49,092 SOLE 1 49,092 SUN MICROSYSTEMS,INC CMN 866810104 230,218.75 5,300 SOLE 1 5,300 SUNAMERICA 8.5% PERCS UNITS CNV 866930860 64,535.63 134,100 SOLE 1 134,100 SUNAMERICA INC CMN 866930100 1,872,807.13 32,606 SOLE 1 32,606 SUNAMERICA INC DEP SHRS REPR CNV 866930878 444,951.68 273,500 SOLE 1 273,500 SUNBEAM CORP SUB DEB NT CONV CNV 867071AA0 49,322.50 218,000 SOLE 1 218,000 SUNDSTRAND CORP.DEL. CMN 867323107 520,975.00 9,100 SOLE 1 9,100 SUNGARD DATA SYSTEMS,INC CMN 867363103 264,787.50 6,900 SOLE 1 6,900 SUNTRUST BANKS INC $1.00 PAR CMN 867914103 3,582,303.50 44,056 SOLE 1 44,056 SUPER COMPUTING SOLUTION, INC. CMN 868047101 750.00 25,000 SOLE 1 25,000 SUPERMKTS GEN HLDGS CP PFD PFD 868446204 2,994,600.00 99,820 SOLE 1 99,820 SUPERMKTS GEN HLDGS CP PFD PFD 868446204 6,095,340.00 203,178 SOLE 1 203,178 SUPERVALU INC CMN 868536103 607,405.00 13,688 SOLE 1 13,688 SWISS LIFE/ROYAL DUTCH GEMMS CNV 870883AB1 771,562.50 750,000 SOLE 1 750,000 SYBRON INTERNATIONAL CORP CMN 87114F106 217,150.00 8,600 SOLE 1 8,600 SYNOPSYS INC CMN 871607107 233,325.00 5,100 SOLE 1 5,100 SYNOPTICS COMM INC 144A CNV 871609AA1 3,343,066.56 3,312,000 SOLE 1 3,312,000 SYNOVUS FINANCIAL CORPORATION CMN 87161C105 982,157.50 41,354 SOLE 1 41,354 SYSCO CORP CMN 871829107 1,740,296.25 67,914 SOLE 1 67,914 T J INTERNATIONAL CMN 872534102 879,288.50 29,188 SOLE 1 29,188 T ROWE PRICE ASSOCIATES,INC CMN 741477103 270,450.00 7,200 SOLE 1 7,200 TAIWAN SEMICONDUCTOR MFG CO CMN 874039100 1,873,125.00 111,000 SOLE 1 111,000 TAIWAN SEMICONDUCTOR MFG CO CMN 874039100 405,000.00 24,000 SOLE 1 24,000 TANDY CORP CMN 875382103 1,168,117.88 22,014 SOLE 1 22,014 TATNEFT SPONS ADR CMN 03737P306 374,325.00 48,300 SOLE 1 48,300 TCI CL A COMMUNICATIONS INC PFD 872294202 1,427,368.75 6,850 SOLE 1 6,850 TCI COMMUNICATIONS INC PFD 872287206 5,963,224.00 73,000 SOLE 1 73,000 TDK CORPORATION (ADR) CMN 872351408 216,050.00 2,900 SOLE 1 2,900 TDS CAPITAL I 8.50% TOPRS PFD 87235W202 313,785.94 12,775 SOLE 1 12,775 TECUMSEH PRODUCTS CO CL-A CMN 878895200 377,345.31 7,145 SOLE 1 7,145 TEECO PPTYS LP UT PARTNR CMN 879002103 0.00 1,017,256 SOLE 1 1,017,256 TEKTRONIX INC. CMN 879131100 315,191.25 8,910 SOLE 1 8,910 TELE DE MEXICO (ADR NOM) CMN 879403400 344,261.72 146,885 SOLE 1 146,885 TELECOM ARGENTINA STET-FRANCE CMN 879273209 1,141,818.75 38,300 SOLE 1 38,300 TELECOM ARGENTINA STET-FRANCE CMN 879273209 333,900.00 11,200 SOLE 1 11,200 TELECOM ITALIA SPA SPON ADR CMN 87927W106 1,220,100.00 16,600 SOLE 1 16,600 TELE-COMMUNICATIONS INC (NEW) CMN 87924V101 227,357.81 5,915 SOLE 1 5,915 TELE-COMMUNICATIONS INC (NEW) CMN 87924V101 3,649,525.31 94,947 SOLE 1 94,947 TELECOMUNICACOES BRASILEIRAS CMN 879287100 3,433,500.00 31,500 SOLE 1 31,500 TELECOMUNICACOES BRASILEIRAS CMN 879287100 915,600.00 8,400 SOLE 1 8,400 TELEFONICA DEL PERU (ADR) CMN 879384105 18,205,725.00 890,800 SOLE 1 890,800 TELEFONICA DEL PERU (ADR) CMN 879384105 868,593.75 42,500 SOLE 1 42,500 TELEFONICA EUROPE BV CNV 879385AA0 1,688,400.00 1,120,000 SOLE 1 1,120,000 TELEFONICA OF ARGENTINA S.A. CMN 879378206 1,657,556.25 51,100 SOLE 1 51,100 TELEFONICA S.A. ADR CMN 879382208 933,387.50 6,712 SOLE 1 6,712 TELEFONICA S.A. ADR CMN 879382208 2,169,375.00 15,600 SOLE 1 15,600 TELEPHONE & DATA SYS INC CMN 879433100 941,062.50 23,900 SOLE 1 23,900 TELESYSTEMS INTL WIRELESS INC CMN 879946101 6,374,471.25 332,220 SOLE 1 332,220 TEL-SAVE HOLDINGS INC SUB NT CNV 879176AA3 799,726.26 1,002,000 SOLE 1 1,002,000 TEL-SAVE HOLDINGS INC SUB NT CNV 879176AD7 5,091,219.00 6,300,000 SOLE 1 6,300,000 TEL-SAVE HOLDINGS SUB NT CONV CNV 879176AC9 11,596,828.90 14,530,000 SOLE 1 14,530,000 TEMPLE INLAND INC CMN 879868107 684,374.13 12,703 SOLE 1 12,703 TENET HEALTHCARE CORPORATION CMN 88033G100 1,399,562.50 44,786 SOLE 1 44,786 TENET HEALTHCARE CORPORATION CMN 88033G100 596,875.00 19,100 SOLE 1 19,100 TENNECO INC (NEW) CMN 88037E101 1,475,302.50 38,760 SOLE 1 38,760 TEXACO INC CMN 881694103 380,149.69 6,369 SOLE 1 6,369 TEXACO INC CMN 881694103 5,157,895.31 86,415 SOLE 1 86,415 TEXAS INSTRUMENTS INC. CMN 882508104 264,505.50 4,536 SOLE 1 4,536 TEXAS INSTRUMENTS INC. CMN 882508104 4,069,512.75 69,788 SOLE 1 69,788 TEXAS INSTRUMENTS INC. CMN 882508104 268,237.50 4,600 SOLE 1 4,600 TEXAS UTILITIES CO CMN 882848104 10,406,250.00 250,000 SOLE 1 250,000 TEXAS UTILITIES CO CMN 882848104 2,129,326.88 51,155 SOLE 1 51,155 TEXTRON INC.DEL. CMN 883203101 1,959,147.69 27,329 SOLE 1 27,329 TEXTRON INC.DEL. CMN 883203101 215,062.50 3,000 SOLE 1 3,000 THE CIT GROUP CMN 125577106 405,000.00 10,800 SOLE 1 10,800 THE CIT GROUP CMN 125577106 221,250.00 5,900 SOLE 1 5,900 THE SOUTHERN CO. CMN 842587107 224,268.75 8,100 SOLE 1 8,100 THE SOUTHERN CO. CMN 842587107 222,081.44 8,021 SOLE 1 8,021 THE SOUTHERN CO. CMN 842587107 3,344,871.50 120,808 SOLE 1 120,808 THE SOUTHERN CO. CMN 842587107 1,469,652.50 53,080 SOLE 1 53,080 THE TRAVELERS GROUP INC CMN 894190107 10,151,353.13 167,445 SOLE 1 167,445 THE TRAVELERS GROUP INC CMN 894190107 4,061,875.00 67,000 SOLE 1 67,000 THE TRAVELERS GROUP INC CMN 894190107 1,091,250.00 18,000 SOLE 1 18,000 THE TRAVELERS GROUP INC CMN 894190107 808,010.00 13,328 SOLE 1 13,328 THERMO ELECTRON CONV 144A CNV 883556AF9 4,374,779.95 4,115,000 SOLE 1 4,115,000 THERMO ELECTRON CONV 144A CNV 883556AF9 2,126,260.00 2,000,000 SOLE 1 2,000,000 THERMO ELECTRON CORP. CMN 883556102 683,476.50 19,992 SOLE 1 19,992 THERMO ELECTRON CORP. CMN 883556102 321,362.50 9,400 SOLE 1 9,400 THERMO INSTRUMENT SYS (REGSTR) CNV 883559AE6 2,795,987.88 2,826,000 SOLE 1 2,826,000 THERMO INSTRUMENT SYSTEM 144A CNV 883559AC0 693,875.00 700,000 SOLE 1 700,000 THOMAS & BETTS CO. CMN 884315102 206,850.00 4,200 SOLE 1 4,200 TIDEWATER INC CMN 886423102 676,500.00 20,500 SOLE 1 20,500 TIME WARNER INC PFD 887315836 2,263,593.75 20,625 SOLE 1 20,625 TIME WARNER INC. CMN 887315109 8,710,694.88 101,954 SOLE 1 101,954 TIME WARNER INC. CMN 887315109 574,310.88 6,722 SOLE 1 6,722 TIMES MIRROR CO 4.25% PFD PFD 887364503 571,650.00 22,200 SOLE 1 22,200 TIMES MIRROR CO CL-A (NEW) CMN 887364107 1,720,574.38 27,365 SOLE 1 27,365 TIMKEN CO CMN 887389104 395,064.00 12,744 SOLE 1 12,744 TOFRUZEN INC CMN 888900107 500.00 25,000 SOLE 1 25,000 TORCHMARK CORP CMN 891027104 1,143,795.75 25,001 SOLE 1 25,001 TOSCO CORP (NEW) CMN 891490302 333,350.00 11,300 SOLE 1 11,300 TOY BIZ INC CMN 892261108 1,334,775.00 144,300 SOLE 1 144,300 TOYS R US INC. (HOLDING CO) CMN 892335100 1,350,304.69 57,613 SOLE 1 57,613 TOYS R US INC. (HOLDING CO) CMN 892335100 440,625.00 18,800 SOLE 1 18,800 TRADITIONAL INDS SUB DEB CONV CNV 892682AA3 10,500.00 1,200,000 SOLE 1 1,200,000 TRAMMELL CROW COMPANY CMN 89288R106 220,687.50 6,600 SOLE 1 6,600 TRAMMELL CROW COMPANY CMN 89288R106 214,000.00 6,400 SOLE 1 6,400 TRANS WORLD AIRLINES INC CMN 893349837 394,250.00 38,000 SOLE 1 38,000 TRANS WORLD AIRLINES PFD CV PFD 893349811 750,000.00 20,000 SOLE 1 20,000 TRANSAMERICA CORP CMN 893485102 1,192,925.25 10,362 SOLE 1 10,362 TRANSOCEAN OFFSHORE INC CMN 893817106 262,550.00 5,900 SOLE 1 5,900 TRANSOCEAN OFFSHORE INC CMN 893817106 329,300.00 7,400 SOLE 1 7,400 TRANSPORTACION MARITIMA CMN 893868307 2,141,325.00 368,400 SOLE 1 368,400 TRAVELERS GROUP INC PFD 894190859 5,581,250.00 100,000 SOLE 1 100,000 TRAVELERS PROPERTY CASUALTY CMN 893939108 385,875.00 9,000 SOLE 1 9,000 TRENDWEST RESORTS INC CMN 894917103 158,593.75 12,500 SOLE 1 12,500 TRIBUNE CO NEW CMN 896047107 877,772.25 12,756 SOLE 1 12,756 TRICON GLOBAL RESTAURANTS CMN 895953107 1,160,934.94 36,637 SOLE 1 36,637 TRINITY INDUSTRIES INC (DEL) CMN 896522109 340,300.00 8,200 SOLE 1 8,200 TRW INC. CMN 872649108 1,208,468.88 22,123 SOLE 1 22,123 TSL HOLDINGS CMN 872918107 0.00 25,073 SOLE 1 25,073 TUBOS DE ACERO DE MEX ADR (NEW CMN 898592506 3,925,750.00 306,400 SOLE 1 306,400 TUBOS DE ACERO DE MEX ADR (NEW CMN 898592506 538,125.00 42,000 SOLE 1 42,000 TUBOS DE ACERO DE MEX ADR (NEW CMN 898592506 231,906.25 18,100 SOLE 1 18,100 TUPPERWARE CORPORATION CMN 899896104 253,603.13 9,017 SOLE 1 9,017 TURBODYNE TECHNOLOGIES INC CMN 899905103 149,812.50 17,000 SOLE 1 17,000 TYCO INTERNATIONAL LTD (NEW) CMN 902124106 2,744,280.00 43,560 SOLE 1 43,560 TYCO INTERNATIONAL LTD (NEW) CMN 902124106 418,950.00 6,650 SOLE 1 6,650 TYCO INTERNATIONAL LTD (NEW) CMN 902124106 201,600.00 3,200 SOLE 1 3,200 TYSON FOODS INC CL-A CMN 902494103 208,200.00 9,600 SOLE 1 9,600 U S OFFICE PRODUCTS COMPANY CMN 912325305 10,616,560.50 544,439 SOLE 1 544,439 U S OFFICE PRODUCTS COMPANY CMN 912325305 2,043,054.00 104,772 SOLE 1 104,772 U S OFFICE PRODUCTS SUB NT CV CNV 912325AA5 2,203,886.25 2,589,000 SOLE 1 2,589,000 U S WEST INC (NEW) CMN 91273H101 2,481,764.69 53,015 SOLE 1 53,015 U S WEST INC (NEW) CMN 91273H101 897,910.56 19,181 SOLE 1 19,181 U S WEST INC (NEW) CMN 91273H101 374,500.00 8,000 SOLE 1 8,000 U S WEST INC (NEW) CMN 91273H101 271,840.19 5,807 SOLE 1 5,807 U.S. BANCORP (NEW) CMN 902973106 368,037.00 8,559 SOLE 1 8,559 U.S. BANCORP (NEW) CMN 902973106 5,673,119.00 131,933 SOLE 1 131,933 U.S. DIAGNOSTIC LABS 144A CONV CNV 90328QAA6 2,757,087.50 3,670,000 SOLE 1 3,670,000 U.S. FILTER CORP SUB NT CONV CNV 911843AE0 6,904,710.00 4,500,000 SOLE 1 4,500,000 U.S. FILTER CORP SUB NT CONV CNV 911843AE0 2,731,196.40 1,780,000 SOLE 1 1,780,000 U.S. SURGICAL CORP CMN 912707106 618,461.25 13,630 SOLE 1 13,630 U.S. SURGICAL CORP CMN 912707106 11,616,000.00 256,000 SOLE 1 256,000 UAL CORP (NEW) CMN 902549500 234,000.00 3,000 SOLE 1 3,000 UGLY DUCKLING CORP CMN 903512101 1,519,968.75 156,900 SOLE 1 156,900 ULTRAK INC CMN 903898401 1,272,450.00 149,700 SOLE 1 149,700 UNICOM CORPORATION CMN 904911104 340,106.25 9,700 SOLE 1 9,700 UNICOM CORPORATION CMN 904911104 1,137,883.31 32,453 SOLE 1 32,453 UNIFIED ENERGY SYS SPONS ADR CMN 904688108 544,292.70 41,300 SOLE 1 41,300 UNILEVER N V (N Y SHRS) CMN 904784501 7,490,221.50 94,888 SOLE 1 94,888 UNILEVER N V (N Y SHRS) CMN 904784501 1,263,000.00 16,000 SOLE 1 16,000 UNILEVER N V (N Y SHRS) CMN 904784501 623,606.25 7,900 SOLE 1 7,900 UNILEVER N V (N Y SHRS) CMN 904784501 587,295.00 7,440 SOLE 1 7,440 UNILEVER PLC (AMER SHARES) CMN 904767605 668,311.88 15,430 SOLE 1 15,430 UNION CAMP CORP. CMN 905530101 716,138.38 14,431 SOLE 1 14,431 UNION CARBIDE CORP(HLDG CO ) CMN 905581104 213,500.00 4,000 SOLE 1 4,000 UNION CARBIDE CORP(HLDG CO ) CMN 905581104 1,244,011.13 23,307 SOLE 1 23,307 UNION PACIFIC CORP. CMN 907818108 413,600.00 9,400 SOLE 1 9,400 UNION PACIFIC CORP. CMN 907818108 800,800.00 18,200 SOLE 1 18,200 UNION PACIFIC CORP. CMN 907818108 2,155,560.00 48,990 SOLE 1 48,990 UNION PACIFIC RESOURCES GROUP CMN 907834105 963,461.19 54,859 SOLE 1 54,859 UNION PACIFIC RESOURCES GROUP CMN 907834105 3,512,500.00 200,000 SOLE 1 200,000 UNION PACIFIC RESOURCES GROUP CMN 907834105 10,537,500.00 600,000 SOLE 1 600,000 UNION PLANTERS CORP CMN 908068109 435,212.50 7,400 SOLE 1 7,400 UNISYS CORPORATION CMN 909214108 959,539.50 33,966 SOLE 1 33,966 UNITED HEALTHCARE CORPORATION CMN 910581107 638,976.69 10,033 SOLE 1 10,033 UNITED HEALTHCARE CORPORATION CMN 910581107 643,243.75 10,100 SOLE 1 10,100 UNITED INTL HLDGS INC CL A CMN 910734102 8,920,000.00 557,500 SOLE 1 557,500 UNITED NATIONAL BANCORP (N.J.) CMN 910909100 280,800.00 9,600 SOLE 1 9,600 UNITED RENTALS INC CMN 911363109 201,600.00 4,800 SOLE 1 4,800 UNITED STATES FILTER CORP CMN 911843209 570,829.54 20,401 SOLE 1 20,401 UNITED TECHNOLOGIES CORP CMN 913017109 2,719,500.00 29,400 SOLE 1 29,400 UNITED TECHNOLOGIES CORP CMN 913017109 1,682,390.00 18,188 SOLE 1 18,188 UNITED TECHNOLOGIES CORP CMN 913017109 643,800.00 6,960 SOLE 1 6,960 UNITED TECHNOLOGIES CORP CMN 913017109 601,250.00 6,500 SOLE 1 6,500 UNITED TECHNOLOGIES CORP CMN 913017109 250,490.00 2,708 SOLE 1 2,708 UNITED WASTE SYSTEMS CONV CNV U91376AA8 2,200,165.95 1,315,000 SOLE 1 1,315,000 UNOCAL CORP CMN 915289102 1,967,751.50 55,042 SOLE 1 55,042 UNOCAL CORP CMN 915289102 11,618,750.00 325,000 SOLE 1 325,000 UNOCAL CORP CMN 915289102 7,807,800.00 218,400 SOLE 1 218,400 UNUM CORPORATION CMN 903192102 1,649,793.00 29,726 SOLE 1 29,726 UROMED CORP CONV 144A CNV 917274AA0 516,412.50 1,250,000 SOLE 1 1,250,000 UROMED CORPORATION CMN 917274300 88,593.94 15,927 SOLE 1 15,927 URS CORPORATION (NEW) CMN 903236107 209,100.00 12,300 SOLE 1 12,300 US AIRWAYS GROUP INC CMN 911905107 1,141,754.75 14,407 SOLE 1 14,407 US CELLULAR CORP CONV NTS CNV 911684AA6 32,298,616.00 85,700,000 SOLE 1 85,700,000 US DIAGNOSTIC LABS INC SUB DEB CNV 90328QAB4 75,125.00 100,000 SOLE 1 100,000 USA WASTE SERVICES INC CMN 902917103 18,515,625.00 375,000 SOLE 1 375,000 USA WASTE SERVICES INC CMN 902917103 967,750.00 19,600 SOLE 1 19,600 USA WASTE SERVICES INC CMN 902917103 395,000.00 8,000 SOLE 1 8,000 USA WASTE SERVICES, INC CONV CNV 902917AB9 30,371,995.42 24,334,000 SOLE 1 24,334,000 USB CAPITAL II 7.20% "TOPRS" PFD 90332M200 275,100.00 11,200 SOLE 1 11,200 USF&G CORP SUB DEB CNV CNV 903290AD6 7,779,700.76 10,777,000 SOLE 1 10,777,000 USINAS SIDERURGICAS DE MINAS CMN 917302101 285,314.40 56,700 SOLE 1 56,700 USINAS SIDERURGICAS DE MINAS CMN 917302101 65,164.40 12,950 SOLE 1 12,950 UST INC CMN 902911106 686,070.00 25,410 SOLE 1 25,410 USX-MARATHON GROUP CMN 902905827 1,448,159.06 42,205 SOLE 1 42,205 USX-U S STEEL GROUP CMN 90337T101 495,000.00 15,000 SOLE 1 15,000 VANGUARD CELLULAR SYSTEM CMN 922022108 3,624,000.00 192,000 SOLE 1 192,000 VARIAN ASSOCIATES INC CMN 922204102 218,400.00 5,600 SOLE 1 5,600 VENATOR GROUP INC CMN 922944103 246,712.50 12,900 SOLE 1 12,900 VENATOR GROUP INC CMN 922944103 316,557.00 16,552 SOLE 1 16,552 VF CORP CMN 918204108 270,186.75 5,221 SOLE 1 5,221 VF CORP CMN 918204108 1,020,924.00 19,728 SOLE 1 19,728 VIACOM INC CL-B COMMON CMN 925524308 239,116.25 4,105 SOLE 1 4,105 VIACOM INC CL-B COMMON CMN 925524308 466,000.00 8,000 SOLE 1 8,000 VIACOM INC CL-B COMMON CMN 925524308 483,475.00 8,300 SOLE 1 8,300 VIACOM INC CL-B COMMON CMN 925524308 3,571,249.25 61,309 SOLE 1 61,309 VIDESH SANCHAR GDR 144A CMN 92659G105 6,089,978.25 466,665 SOLE 1 466,665 VIKING OFFICE PRODUCTS CMN 926913104 10,196,875.00 325,000 SOLE 1 325,000 VIRCO MFG CORP (DELAWARE) CMN 927651109 432,000.00 19,200 SOLE 1 19,200 VITESSE SEMICONDUCTOR CORP CMN 928497106 771,875.00 25,000 SOLE 1 25,000 VIVUS INC CMN 928551100 193,603.13 32,100 SOLE 1 32,100 VLSI TECHNOLOGY SUB NTS CONV CNV 918270AB5 957,390.00 987,000 SOLE 1 987,000 VODAFONE GROUP PLC SPON ADR CMN 92857T107 264,731.25 2,100 SOLE 1 2,100 VORNADO REALTY TRUST CMN 929042109 9,417,843.75 237,300 SOLE 1 237,300 VORNADO REALTY TRUST PFD 929042208 19,905,254.26 351,137 SOLE 1 351,137 W.R. GRACE & CO (NEW) CMN 38388F108 332,718.75 19,500 SOLE 1 19,500 WACHOVIA CORP NEW CMN 929771103 202,208.50 2,393 SOLE 1 2,393 WACHOVIA CORP NEW CMN 929771103 219,700.00 2,600 SOLE 1 2,600 WACHOVIA CORP NEW CMN 929771103 2,576,658.50 30,493 SOLE 1 30,493 WADDELL & REED FIN., INC. CMN 930059100 201,075.00 8,400 SOLE 1 8,400 WADDELL & REED FIN., INC. CMN 930059100 344,700.00 14,400 SOLE 1 14,400 WAL MART STORES INC CMN 931142103 1,585,757.25 26,103 SOLE 1 26,103 WAL MART STORES INC CMN 931142103 1,737,450.00 28,600 SOLE 1 28,600 WAL MART STORES INC CMN 931142103 21,065,548.50 346,758 SOLE 1 346,758 WALGREEN CO CMN 931422109 237,753.44 5,755 SOLE 1 5,755 WALGREEN CO CMN 931422109 3,747,291.63 90,706 SOLE 1 90,706 WALLACE COMPUTER SVCS. CMN 932270101 218,500.00 9,200 SOLE 1 9,200 WANG LABORATORIES INC CMN 93369N109 432,437.50 17,000 SOLE 1 17,000 WARNER CHILCOTT LABS SPON ADR CMN 934435207 1,975,000.00 200,000 SOLE 1 200,000 WARNER LAMBERT CO CMN 934488107 8,731,884.38 125,865 SOLE 1 125,865 WARNER LAMBERT CO CMN 934488107 1,207,125.00 17,400 SOLE 1 17,400 WARNER LAMBERT CO CMN 934488107 832,500.00 12,000 SOLE 1 12,000 WARNER LAMBERT CO CMN 934488107 658,646.25 9,494 SOLE 1 9,494 WASHINGTON MUTUAL INC CMN 939322103 2,634,918.75 60,660 SOLE 1 60,660 WASHINGTON MUTUAL INC CMN 939322103 1,038,156.25 23,900 SOLE 1 23,900 WASHINGTON MUTUAL INC CMN 939322103 494,840.00 11,392 SOLE 1 11,392 WASHINGTON POST CO CL B CMN 939640108 347,400.00 600 SOLE 1 600 WASHINGTON POST CO CL B CMN 939640108 347,400.00 600 SOLE 1 600 WASTE MANAGEMENT INC CMN 94106K101 2,706,725.00 77,335 SOLE 1 77,335 WASTE MANAGEMENT INC CMN 94106K101 6,709,500.00 191,700 SOLE 1 191,700 WATERPOINT SYSTEMS INC CMN 940910102 0.00 325,900 SOLE 1 325,900 WEEKS CORPORATION 8% SERIES A PFD 94856P201 3,369,843.75 136,500 SOLE 1 136,500 WELLS FARGO & CO CMN 949740104 371,952.00 1,008 SOLE 1 1,008 WELLS FARGO & CO CMN 949740104 479,700.00 1,300 SOLE 1 1,300 WELLS FARGO & CO CMN 949740104 5,914,332.00 16,028 SOLE 1 16,028 WELLS FARGO & CO ADJ RT PFD B PFD 949740302 1,017,537.50 20,300 SOLE 1 20,300 WENDYS INTL INC CMN 950590109 552,767.00 23,522 SOLE 1 23,522 WEST TELESERVICES CORP CMN 956188106 185,767.13 15,321 SOLE 1 15,321 WESTERN ATLAS INC CMN 957674104 601,254.50 7,084 SOLE 1 7,084 WESTERN DIGITAL 144A CNV 958102AF2 4,169,557.96 15,846,000 SOLE 1 15,846,000 WESTVACO CMN 961548104 503,810.50 17,834 SOLE 1 17,834 WEYERHAEUSER CO CMN 962166104 1,494,119.44 32,349 SOLE 1 32,349 WEYERHAEUSER CO CMN 962166104 337,168.75 7,300 SOLE 1 7,300 WFS FINANCIAL INC CMN 92923B106 1,790,950.00 255,850 SOLE 1 255,850 WHEREHOUSE ENTERTAINMENT INC CMN 963281100 1,057,187.50 85,000 SOLE 1 85,000 WHIRLPOOL CORP. CMN 963320106 1,132,793.75 16,477 SOLE 1 16,477 WILLAMETTE INDUSTRIES CMN 969133107 527,392.00 16,481 SOLE 1 16,481 WILLIAMS COMPANIES CMN 969457100 2,197,361.25 65,107 SOLE 1 65,107 WILLIAMS COMPANIES CMN 969457100 330,513.75 9,793 SOLE 1 9,793 WILLIAMS-SONOMA INC CMN 969904101 972,380.88 30,566 SOLE 1 30,566 WILLIAMS-SONOMA INC CMN 969904101 426,542.00 13,408 SOLE 1 13,408 WINN-DIXIE STORES INC. CMN 974280109 1,577,685.00 30,935 SOLE 1 30,935 WISCONSIN CENTRAL TRANSPORTATN CMN 976592105 271,096.88 12,393 SOLE 1 12,393 WM WRIGLEY JR CO DEL CMN 982526105 2,224,306.00 22,697 SOLE 1 22,697 WMS INDS INC CMN 929297109 2,303,125.00 550,000 SOLE 1 550,000 WMX TECHNOLOGIES SUB NT CONV CNV 92929QAF4 33,515,577.90 33,705,000 SOLE 1 33,705,000 WOLVERINE WORLD WIDE CMN 978097103 297,000.00 13,500 SOLE 1 13,500 WORKFLOW MANAGEMENT INC CMN 98137N109 2,341,075.88 290,366 SOLE 1 290,366 WORLD COLOR COMPANY CMN 981443104 206,500.00 5,900 SOLE 1 5,900 WORLDCOM INC CMN 98155K102 7,430,651.56 153,407 SOLE 1 153,407 WORLDCOM INC CMN 98155K102 620,000.00 12,800 SOLE 1 12,800 WORLDCOM INC CMN 98155K102 572,289.06 11,815 SOLE 1 11,815 WORTHINGTON INDUSTRIES CMN 981811102 354,074.19 23,507 SOLE 1 23,507 WTS/ALZA CORP WTS 022615157 127,144.50 254,289 SOLE 1 254,289 WTS/AMERICAN TELECASTING WTS 030151120 270,000.00 9,000 SOLE 1 9,000 WTS/BASIX CORP (0.40) WTS 070121116 0.00 13,419 SOLE 1 13,419 WTS/BASIX CORP EXCH $0.15 WTS 070121124 0.00 13,419 SOLE 1 13,419 WTS/BENEDEK COMMUNICATION WTS 08170W114 35,000.00 35,000 SOLE 1 35,000 WTS/CRYSTAL OIL CO($.125)1/99 WTS 229385133 0.00 73,978 SOLE 1 73,978 WTS/CRYSTAL OIL CO($.15) 1/99 WTS 229385141 73.98 73,978 SOLE 1 73,978 WTS/CRYSTAL OIL CO($.25) 1/99 WTS 229385158 0.00 73,978 SOLE 1 73,978 WTS/EOP OPERATING L.P. 144A WTS 268766110 360,000.00 45,000 SOLE 1 45,000 WTS/FEDERATED DEPT STORES CL C WTS 31410H119 1,097,665.19 37,447 SOLE 1 37,447 WTS/FEDERATED DEPT STORES CL D WTS 31410H127 1,071,920.38 37,447 SOLE 1 37,447 WTS/FLEET FINANCIAL GROUP WTS 338915119 1,499,715.00 34,776 SOLE 1 34,776 WTS/FOOD INTEGRATED TECH INC WTS 344770110 350.00 10,000 SOLE 1 10,000 WTS/INSIGHT COMM LP 15%'98 PP WTS 457984110 0.00 254,897 SOLE 1 254,897 WTS/IRIDIUM WORLD COM 144A WTS 46268L111 3,575,680.00 16,000 SOLE 1 16,000 WTS/LABORATORY CRP OF AMERICA WTS 50540R110 10,292.19 658,700 SOLE 1 658,700 WTS/LIGAND PHARMACEUTICALS INC WTS 53220K116 773,561.25 108,570 SOLE 1 108,570 WTS/LTV CORP SER-A WTS 501921126 52.36 13,404 SOLE 1 13,404 WTS/MICROCELL TELECOM 144A WTS 59501T114 408,000.00 16,000 SOLE 1 16,000 WTS/SPORTS SUPPLY GROUP WTS 848915120 1,912.50 30,600 SOLE 1 30,600 WTS/TRANS WORLD AIRLINES INC WTS 893349134 462,362.50 78,700 SOLE 1 78,700 WUNDIES INDS INC CMN 982587107 269,101.25 39,142 SOLE 1 39,142 WYATT CAFETERIAS INC CMN 982863102 0.00 2,036,873 SOLE 1 2,036,873 XEROX CORP CONV 144A CNV 984121AY9 622,193.00 1,100,000 SOLE 1 1,100,000 XEROX CORPORATION CMN 984121103 6,402,375.00 63,000 SOLE 1 63,000 XEROX CORPORATION CMN 984121103 5,096,290.50 50,148 SOLE 1 50,148 XEROX CORPORATION CMN 984121103 384,955.50 3,788 SOLE 1 3,788 XEROX CORPORATION CMN 984121103 294,712.50 2,900 SOLE 1 2,900 XILINX INC SUB NT CONV CNV 983919AB7 1,262,119.20 1,340,000 SOLE 1 1,340,000 XILINX INCORPORATED CMN 983919101 741,472.00 21,808 SOLE 1 21,808 XILINX INCORPORATED CMN 983919101 241,400.00 7,100 SOLE 1 7,100 XRC CORP CMN 983803107 28,761.00 115,044 SOLE 1 115,044 XRC CORP CMN 983803107 17,824.00 71,296 SOLE 1 71,296 XRC CORP CMN 983803107 16,832.00 67,328 SOLE 1 67,328 YAHOO INC. CMN 984332106 4,047,750.00 25,700 SOLE 1 25,700 YPF SOCIEDAD ANONIMA CMN 984245100 1,668,468.75 55,500 SOLE 1 55,500 ZETEK INC CMN 98950C107 300.00 10,000 SOLE 1 10,000
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