-----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, RBD3Yd76/0AiAK30cItKbyRBEJuUYw/Ye9HMsksR7fWwAdrUS9u2SAeqvcsTK8i5 61ZCXWCIeASmG03zMQ88SQ== 0000769993-03-000332.txt : 20030401 0000769993-03-000332.hdr.sgml : 20030401 20030401091553 ACCESSION NUMBER: 0000769993-03-000332 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19980930 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: 03632762 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 f13f0398x.txt 13F-HR/A FOR 3Q 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 11/14/98 PURSUANT TO A REQUEST FOR CONFIDENTIAL TREATMENT AND FOR WHICH CONFIDENTIAL TREATMENT EXPIRED ON 11/14/99 DUE TO REQUEST FROM THE SEC, THIS PAST PAPER FILING IS BEING RESUBMITTED INTO ELECTRONIC FORMAT Report for the Calendar Year or Quarter Ended September 31, 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: ____________ 1,396 Form 13F Information Table Entry Total: _____________ 6,188,229,201.56 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) - ------------------------------------------------------------------------------------------------------------------------------------ 3COM CORP CMN 885535104 2,305,372.88 76,686 SOLE 1 76,686 A.H. BELO CORP SER A CMN 080555105 268,000.00 13,400 SOLE 1 13,400 A.O. SMITH CORP (DEL) CMN 831865209 5,593,125.00 285,000 SOLE 1 285,000 ABBOTT LABORATORIES CMN 002824100 13,374,102.19 307,893 SOLE 1 307,893 ABERCROMBIE & FITCH CO. CMN 002896207 373,912.00 8,498 SOLE 1 8,498 ABN AMRO CAPITAL FUND TRT 7.5% PFD 00371Q202 255,000.00 10,000 SOLE 1 10,000 ACER INC GDS 144A SHS CMN 004433108 138,431.25 28,750 SOLE 1 28,750 ADAPTEC INC SUB NT CONV 144A CNV 00651FAA6 209,814.00 300,000 SOLE 1 300,000 ADC TELECOMMUNICATIONS INC CMN 000886101 38,001,762.50 1,798,900 SOLE 1 1,798,900 ADOBE SYSTEMS INC CMN 00724F101 6,457,390.31 186,159 SOLE 1 186,159 ADOLPH COORS CO CL B CMN 217016104 431,215.31 9,387 SOLE 1 9,387 ADVANCED FIBRE COMMUNICATIONS CMN 00754A105 281,875.00 41,000 SOLE 1 41,000 ADVANCED MICRO DEVICES INC CMN 007903107 431,058.38 23,222 SOLE 1 23,222 ADVANTA CORP CL-B CMN 007942204 651,000.00 62,000 SOLE 1 62,000 AES CORP. CMN 00130H105 941,387.50 25,400 SOLE 1 25,400 AES CORPORATION SUB NOTE CV CNV 00130HAN5 405,898.75 443,000 SOLE 1 443,000 AETNA INC CMN 008117103 3,545,612.00 51,016 SOLE 1 51,016 AFFILIATED COMPUTER CNV 008190AC4 3,980,209.00 4,300,000 SOLE 1 4,300,000 AFLAC CORPORATION (NEW) CMN 001055102 505,556.25 17,700 SOLE 1 17,700 AGCO CORP CMN 001084102 104,000.00 16,000 SOLE 1 16,000 AHMANSON H F & CO (DELAWARE) CMN 008677106 17,714,101.50 319,173 SOLE 1 319,173 AIR PRODUCTS & CHEMICALS INC CMN 009158106 1,652,077.00 55,532 SOLE 1 55,532 AIRTOUCH COMMUNICATIONS CONV PFD 00949T209 39,816,097.00 847,151 SOLE 1 847,151 AIRTOUCH COMMUNICATIONS INC CMN 00949T100 14,870,046.00 260,878 SOLE 1 260,878 AIRTOUCH COMMUNICATIONS INC PFD 00949T308 23,407,735.94 287,872 SOLE 1 287,872 ALBERTO CULVER CO CL-B CONV CMN 013068101 350,671.75 15,002 SOLE 1 15,002 ALBERTSONS INC CMN 013104104 2,911,167.25 53,786 SOLE 1 53,786 ALCAN ALUMINUM LTD (NEW) CMN 013716105 962,320.31 41,059 SOLE 1 41,059 ALCATEL ALSTHOM SPON ADR CMN 013904305 4,372,808.00 257,224 SOLE 1 257,224 ALEXION PHARMACEUTICALS INC CMN 015351109 92,500.00 10,000 SOLE 1 10,000 ALGOMA STEEL CORP INC CMN 01566M105 124,250.00 99,400 SOLE 1 99,400 ALKERMES INC CMN 01642T108 509,687.50 35,000 SOLE 1 35,000 ALLEGHENY ENERGY, INC. CMN 017361106 255,656.25 8,100 SOLE 1 8,100 ALLEGHENY TELEDYNE INC CMN 017415100 655,393.13 36,794 SOLE 1 36,794 ALLEGIANCE CORPORATION CMN 017475104 252,875.00 8,500 SOLE 1 8,500 ALLERGAN INC CMN 018490102 771,308.88 13,213 SOLE 1 13,213 ALLIANCE BANCORP INC CMN 01852J105 275,625.00 15,000 SOLE 1 15,000 ALLIED-SIGNAL INC CMN 019512102 13,498,993.88 381,597 SOLE 1 381,597 ALLSTATE CORPORATION CMN 020002101 6,437,646.00 155,124 SOLE 1 155,124 ALLTEL CORPORATION CMN 020039103 2,443,431.25 51,850 SOLE 1 51,850 ALPHA-BETA TECHNOLOGY INC CMN 02071K105 84,387.50 62,800 SOLE 1 62,800 ALTERA CORP CMN 021441100 15,978,362.50 454,900 SOLE 1 454,900 ALUMINUM CO.OF AMERICA CMN 022249106 19,168,509.00 269,979 SOLE 1 269,979 ALZA CORP CLASS A CMN 022615108 682,722.50 15,740 SOLE 1 15,740 ALZA CORP SUB DEB CONV CNV 022615AD0 7,166,975.00 5,660,000 SOLE 1 5,660,000 ALZA CORP SUB NT CONV CNV 022615AC2 32,557,875.00 55,300,000 SOLE 1 55,300,000 AMBAC FINANCIAL GROUP INC CMN 023139108 225,600.00 4,700 SOLE 1 4,700 AMDOCS LIMITED CMN G02602103 3,506,875.00 310,000 SOLE 1 310,000 AMER EXPRESS CO CAP TR I 7% PFD 02583Y205 3,154,650.00 126,186 SOLE 1 126,186 AMER GREETINGS CORP CL A CMN 026375105 460,626.19 11,643 SOLE 1 11,643 AMER HOME PROD CORP CMN 026609107 14,991,020.63 284,865 SOLE 1 284,865 AMER INTL GROUP INC CMN 026874107 63,282,012.75 807,426 SOLE 1 807,426 AMERADA HESS CORP. CMN 023551104 955,362.69 16,561 SOLE 1 16,561 AMEREN CORPORATION CMN 023608102 1,177,814.69 28,085 SOLE 1 28,085 AMERICA ONLINE INC DEL CMN 02364J104 2,545,050.00 22,800 SOLE 1 22,800 AMERICA ON-LINE INC. CONV NTS CNV 02364JAA2 60,477,314.45 27,265,000 SOLE 1 27,265,000 AMERICAN ELECTRIC POWER INC CMN 025537101 2,010,586.88 41,190 SOLE 1 41,190 AMERICAN EXPRESS CO. CMN 025816109 7,326,558.00 94,384 SOLE 1 94,384 AMERICAN GENERAL CORP CMN 026351106 4,037,922.00 63,216 SOLE 1 63,216 AMERICAN POWER CONVERSION CORP CMN 029066107 233,662.50 6,200 SOLE 1 6,200 AMERICAN STORES CO (NEW) CMN 030096101 1,636,734.38 50,850 SOLE 1 50,850 AMERICAN STORES CO. CMN 030096101 38,174,375.00 1,186,000 SOLE 1 1,186,000 AMERITECH CORP CMN 030954101 10,156,165.00 213,814 SOLE 1 213,814 AMERUS LIFE HOLDINGS/ CNV 030734206 29,148.50 120,200 SOLE 1 120,200 AMGEN INC CMN 031162100 3,729,236.06 49,353 SOLE 1 49,353 AMOCO CORPORATION CMN 031905102 84,550,670.75 1,569,386 SOLE 1 1,569,386 AMP INC. CMN 031897101 28,600,000.00 800,000 SOLE 1 800,000 AMP INCORPORATED (PENN) CMN 031897101 1,733,660.50 48,494 SOLE 1 48,494 AMPHENOL CORP CL-A (NEW) CMN 032095101 603,546.75 17,306 SOLE 1 17,306 AMR CORP (DEL) CMN 001765106 2,012,325.81 36,299 SOLE 1 36,299 AMRE INC CMN 032153108 2,000.00 40,000 SOLE 1 40,000 AMRESCO INC CMN 031909104 427,500.00 57,000 SOLE 1 57,000 ANADARKO PETROLEUM CORP CMN 032511107 2,351,437.88 59,814 SOLE 1 59,814 ANALOG DEVICES CONV. CNV 032654AB1 3,562,502.56 3,512,000 SOLE 1 3,512,000 ANDREW CORP CMN 034425108 277,229.75 20,923 SOLE 1 20,923 ANHEUSER BUSCH COS INC. CMN 035229103 5,133,294.00 95,061 SOLE 1 95,061 ANSALDO SIGNAL NV CMN N05515106 827,750.00 236,500 SOLE 1 236,500 AON CORPORATION CMN 037389103 2,629,923.00 40,774 SOLE 1 40,774 APACHE CORP. CMN 037411105 426,104.25 15,892 SOLE 1 15,892 APL CORP CMN 002024107 1,400.00 140,000 SOLE 1 140,000 APP FIN (VII) MAURITIUS 144A CNV 00202PAA8 4,953,125.00 12,500,000 SOLE 1 12,500,000 APP FIN (VII) REG D CNV 00202PAC4 136,706.25 345,000 SOLE 1 345,000 APP GLOBAL FINANCE VI CONV BDS CNV 00202NAA3 1,772,400.00 17,724,000 SOLE 1 17,724,000 APPALACHIAN POWER PFD 037735826 2,276,662.50 88,200 SOLE 1 88,200 APPALACHIAN POWER CO PFD 037735792 5,746,125.00 231,000 SOLE 1 231,000 APPLE COMPUTER INC CMN 037833100 1,440,476.88 37,783 SOLE 1 37,783 APPLE COMPUTER INC CNV 037833AE0 78,821,562.55 56,885,000 SOLE 1 56,885,000 APPLE COMPUTER INC CONV 144A CNV 037833AC4 2,632,697.00 1,900,000 SOLE 1 1,900,000 APPLE COMPUTER INC REG REG S CNV U03783AA2 623,533.50 450,000 SOLE 1 450,000 APPLIED GRAPHICS TECHNOLOGIES CMN 037937109 432,862.50 34,629 SOLE 1 34,629 APPLIED MAGNETICS CORP CMN 038213104 303,450.00 71,400 SOLE 1 71,400 APPLIED MAGNETICS CP SUB CV CNV 038213AA2 719,250.00 2,100,000 SOLE 1 2,100,000 APPLIED MATERIALS INC CMN 038222105 1,978,160.75 78,343 SOLE 1 78,343 APRIA HEALTHCARE GROUP CMN 037933108 1,084,125.00 247,800 SOLE 1 247,800 ARACRUZ CELULOSE S.A. (NEW) CMN 038496204 476,875.00 70,000 SOLE 1 70,000 ARCH COMMUNICATION GROUP INC CMN 039381108 286,368.75 169,700 SOLE 1 169,700 ARCHER DANIELS MIDLAND CO CMN 039483102 2,091,338.00 124,856 SOLE 1 124,856 ARCHSTONE COMMUNITIES TRUST PFD 039581202 1,512,500.00 55,000 SOLE 1 55,000 ARCHSTONE COMMUNITIES TRUST PFD 039581400 788,900.00 32,200 SOLE 1 32,200 ARMCO INC CMN 042170100 65,260.00 13,052 SOLE 1 13,052 ARMSTRONG WORLD INDS INC CMN 042476101 519,806.00 9,716 SOLE 1 9,716 ARROW ELECTRONICS INC. CMN 042735100 156,187.50 11,900 SOLE 1 11,900 ARTERIAL VASCULAR ENGINEERING CMN 043013101 787,656.00 21,288 SOLE 1 21,288 ASARCO INC CMN 043413103 712,884.38 37,275 SOLE 1 37,275 ASCEND COMMUNICATIONS INC CMN 043491109 2,338,427.00 51,394 SOLE 1 51,394 ASHLAND INC CMN 044204105 345,996.25 7,481 SOLE 1 7,481 ASIA PULP & PAPER CO LTD CMN 04516V100 205,062.50 38,600 SOLE 1 38,600 ASSOCIATED GROUP INC-CL B CMN 045651205 1,004,850.00 31,900 SOLE 1 31,900 ASSOCIATES FIRST CAPITAL CMN 046008108 5,730,255.00 87,820 SOLE 1 87,820 AT ENTERTAINMENT, INC. CMN 045920105 12,933,206.00 1,175,746 SOLE 1 1,175,746 AT ENTERTAINMENT,INC CMN 045920105 4,055,098.00 822,878 SOLE 1 822,878 AT&T CORP CMN 001957109 46,522,678.13 796,110 SOLE 1 796,110 ATHENA NEUROSCIENCES INC 144A CNV 046854AA3 5,998,806.00 4,950,000 SOLE 1 4,950,000 ATLANTIC RICHFIELD CO(DELAWARE CMN 048825103 5,269,592.19 74,285 SOLE 1 74,285 ATMEL CORP. CMN 049513104 29,904,437.50 3,299,800 SOLE 1 3,299,800 AUREAL SEMICONDUCTOR INC CMN 051917102 98,913.00 131,884 SOLE 1 131,884 AUSTRIA FUND INCORPORATED CMN 052587102 88,133.81 10,001 SOLE 1 10,001 AUTODESK INC CMN 052769106 206,272.50 7,858 SOLE 1 7,858 AUTOMATIC COMMON EXCHANGE CNV 05300A202 45,500.00 291,200 SOLE 1 291,200 AUTOMATIC DATA PROCESSING INC CNV 053015AC7 674,625.00 700,000 SOLE 1 700,000 AUTOMATIC DATA PROCESSING INC CMN 053015103 4,778,244.25 63,923 SOLE 1 63,923 AUTOZONE, INC. CMN 053332102 1,120,806.88 45,515 SOLE 1 45,515 AVERY DENNISON CORPORATION CMN 053611109 925,432.31 21,183 SOLE 1 21,183 AVON PRODUCTS INC. CMN 054303102 1,760,136.13 62,722 SOLE 1 62,722 AXYS PHARMACEUTICALS INC CMN 054635107 2,228,843.75 509,450 SOLE 1 509,450 AZTAR CORPORATION CMN 054802103 240,250.00 62,000 SOLE 1 62,000 AZTEC TECHNOLOGY PARTNERS INC CMN 05480L101 4,072,212.88 757,621 SOLE 1 757,621 B F GOODRICH CO CMN 382388106 466,889.06 14,229 SOLE 1 14,229 BAAN CO NV SUB CONV CNV 056072AB7 9,886,446.50 8,050,000 SOLE 1 8,050,000 BAAN CO NV SUB CONV 144A CNV 056072AA9 4,463,024.42 3,634,000 SOLE 1 3,634,000 BAAN COMPANY N.V. CMN N08044104 28,286,670.06 1,106,569 SOLE 1 1,106,569 BAKER HUGHES INC CMN 057224107 6,010,452.00 286,212 SOLE 1 286,212 BALL CORPORATION CMN 058498106 225,282.75 6,391 SOLE 1 6,391 BALTIMORE GAS & ELEC.CO. CMN 059165100 1,106,681.63 33,159 SOLE 1 33,159 BANC ONE CORP CMN 059438101 5,845,426.13 137,742 SOLE 1 137,742 BANCO DE GALICIA ADR S.A. CMN 059538207 513,159.38 32,325 SOLE 1 32,325 BANCO NAC MEXICO 144A CNV 059617AC4 2,170,800.00 3,015,000 SOLE 1 3,015,000 BANCO NACIONAL DE MEXICO 144A CNV 059617AA8 105,300.00 117,000 SOLE 1 117,000 BANK NEW YORK INC CMN 064057102 4,323,744.38 157,945 SOLE 1 157,945 BANK OF IRELAND SPON ADR CMN 46267Q103 353,750.00 5,000 SOLE 1 5,000 BANKAMERICA CORP CMN 066050105 8,029,393.13 133,545 SOLE 1 133,545 BANKBOSTON CORP CMN 06605R106 2,167,308.00 65,676 SOLE 1 65,676 BANKERS TRUST N.Y.CORP. CMN 066365107 2,031,075.00 34,425 SOLE 1 34,425 BARD C R INC N J CMN 067383109 576,245.63 15,627 SOLE 1 15,627 BARRICK GOLD CORP CMN 067901108 8,122,260.00 406,113 SOLE 1 406,113 BASIX CORP $0.12 CONV PFD PFD 070121306 40,124.26 276,719 SOLE 1 276,719 BASIX CORPORATION (NEW) CMN 070121207 608.50 12,170 SOLE 1 12,170 BATTLE MOUNTAIN GOLD CO CL-A CMN 071593107 299,893.69 49,467 SOLE 1 49,467 BAUSCH & LOMB INC CMN 071707103 471,003.75 11,962 SOLE 1 11,962 BAXTER INTL INC CMN 071813109 3,326,861.88 55,738 SOLE 1 55,738 BB&T CORPORATION CMN 054937107 1,547,708.88 51,698 SOLE 1 51,698 BEA SYSTEMS, INC. 144A CNV 073325AA0 12,411,459.90 13,230,000 SOLE 1 13,230,000 BEAR STEARNS COMPANIES 5.72% PFD 073902876 1,157,031.25 25,000 SOLE 1 25,000 BEAR STEARNS COMPANIES INC CMN 073902108 1,040,639.00 33,569 SOLE 1 33,569 BECTON DICKINSON & CO CMN 075887109 1,954,918.00 47,536 SOLE 1 47,536 BED BATH & BEYOND INC CMN 075896100 280,967.50 12,020 SOLE 1 12,020 BELCO OIL & GAS CORP. CMN 077410108 729,000.00 108,000 SOLE 1 108,000 BELL ATLANTIC CORP CMN 077853109 33,635,871.88 694,418 SOLE 1 694,418 BELL ATLANTIC FIN SVCS CNV 07785GAB6 4,215,750.00 4,200,000 SOLE 1 4,200,000 BELLSOUTH CORP CMN 079860102 15,061,889.50 200,158 SOLE 1 200,158 BEMIS COMPANY CMN 081437105 433,302.38 12,358 SOLE 1 12,358 BENTECH INDUSTRIES INC. CMN 08262P100 1,950.00 39,000 SOLE 1 39,000 BEST BUY CO INC CMN 086516101 503,662.50 12,100 SOLE 1 12,100 BEST PRODUCTS CO INC CMN 086553104 537.55 53,755 SOLE 1 53,755 BESTFOODS CMN 08658U101 3,431,796.88 70,850 SOLE 1 70,850 BETHLEHEM STEEL CORP CMN 087509105 277,860.00 33,680 SOLE 1 33,680 BEV HILLS SVGS&LOAN ASSC CMN 088084108 3,600.00 20,000 SOLE 1 20,000 BEVERLY ENTERPRISES INC CMN 087851309 813,600.00 101,700 SOLE 1 101,700 BHF BANK AG SPON ADR CMN 054917109 726,952.50 22,500 SOLE 1 22,500 BIG FLOWER HOLDINGS INC CMN 089159107 336,600.00 14,400 SOLE 1 14,400 BIOGEN INC CMN 090597105 381,712.50 5,800 SOLE 1 5,800 BIOMET INC CMN 090613100 520,416.56 15,003 SOLE 1 15,003 BLACK & DECKER CORP CMN 091797100 1,444,470.75 34,702 SOLE 1 34,702 BMC SOFTWARE INC CMN 055921100 738,768.75 12,300 SOLE 1 12,300 BOEING COMPANY CMN 097023105 8,851,629.94 257,971 SOLE 1 257,971 BOISE CASCADE CORP. CMN 097383103 217,080.00 8,576 SOLE 1 8,576 BONNEVILLE PACIFIC CORP CMN 098904105 55,000.00 40,000 SOLE 1 40,000 BORDEN CHEMICALS & PLASTICS CMN 099541203 3,375,000.00 1,000,000 SOLE 1 1,000,000 BOSTON CHICKEN INC CONV CNV 100578AA1 176,775.00 2,357,000 SOLE 1 2,357,000 BOSTON SCIENTIFIC CORP. CMN 101137107 2,182,512.75 42,482 SOLE 1 42,482 BOULDER BREWING COMPANY CMN 101406106 6,250.00 25,000 SOLE 1 25,000 BOYD GAMING CORP CMN 103304101 181,250.00 50,000 SOLE 1 50,000 BRIGGS & STRATTON CORP. CMN 109043109 261,760.63 6,365 SOLE 1 6,365 BRISTOL MYERS SQUIBB CO CMN 110122108 48,498,718.13 466,895 SOLE 1 466,895 BRITISH AIRWYS PLC ADR CMN 110419306 343,785.00 5,590 SOLE 1 5,590 BRITISH PETROLEUM (ADS) CMN 110889409 525,740.63 6,030 SOLE 1 6,030 BRITISH SKY BROADCASTING GROUP CMN 111013108 63,628,617.81 1,219,231 SOLE 1 1,219,231 BRITISH TELECOM FNL INSTMT ADR CMN 111021408 23,871,412.50 179,400 SOLE 1 179,400 BROADBAND TECH CORP CNV 111309AC4 821,976.00 1,450,000 SOLE 1 1,450,000 BROADBAND TECH INC CMN 111309100 3,053,539.69 1,085,703 SOLE 1 1,085,703 BROWN FORMAN CORP CL B CMN 115637209 1,200,060.00 20,001 SOLE 1 20,001 BROWNING-FERRIS IND INC CMN 115885105 1,070,366.00 35,384 SOLE 1 35,384 BRUNSWICK CORP. CMN 117043109 409,422.00 31,494 SOLE 1 31,494 BSES LTD SPON GDR 144A CMN 117764100 712,926.24 63,535 SOLE 1 63,535 BTI CAP TRUST CONV PFD PFD 05576M203 5,373,050.00 262,100 SOLE 1 262,100 BUFETE INDL SA SPONSORED ADR CMN 11942H100 1,551,511.50 326,634 SOLE 1 326,634 BURLINGTON NORTHERN SANTA FE CMN 12189T104 27,783,536.25 861,505 SOLE 1 861,505 BURLINGTON RESOURCES INC CMN 122014103 1,303,677.38 34,881 SOLE 1 34,881 CABLE MICHIGAN INC. CMN 12685T103 7,596,350.00 218,600 SOLE 1 218,600 CABLETRON SYSTEMS, INC. CMN 126920107 335,767.50 29,846 SOLE 1 29,846 CADENCE DESIGN SYSTEMS INC CMN 127387108 357,875.00 14,000 SOLE 1 14,000 CADILLAC FAIRVIEW CORP CMN 126929207 3,255,758.25 183,423 SOLE 1 183,423 CALIFORNIA FEDERAL BK-GOODWILL CMN 130209604 641,250.00 45,000 SOLE 1 45,000 CALL/ABTX(QXQJC) @ CLL 0084949JC 2,500.00 10,000 CALL SOLE 1 10,000 CALL/ABX(ABXAX) @ CLL 0679019AX 261,950.00 161,200 CALL SOLE 1 161,200 CALL/AFCI(AQFLF) @ CLL 0075429LF 1,875.00 10,000 CALL SOLE 1 10,000 CALL/ALD(ALDAY) @ CLL 0195129AY 431,250.00 50,000 CALL SOLE 1 50,000 CALL/AMAT(ANQJZ) @ CLL 0382229JZ 7,500.00 40,000 CALL SOLE 1 40,000 CALL/AMFM(EVQJI) @ CLL 1589159JI 8,593.75 27,500 CALL SOLE 1 27,500 CALL/AMR(AMRAL) @ CLL 0017669AL 157,500.00 35,000 CALL SOLE 1 35,000 CALL/AOL(AOLAD) @ CLL 0236469AD 2,195,325.00 177,400 CALL SOLE 1 177,400 CALL/AOL(AOLJD) @ CLL 02364J9JD 44,625.00 17,000 CALL SOLE 1 17,000 CALL/AOL(AOLJS) @ CLL 02364J9JS 621,250.00 35,000 CALL SOLE 1 35,000 CALL/AOL(AOLJT) @ CLL 02364J9JT 204,375.00 15,000 CALL SOLE 1 15,000 CALL/AOL(AOLJW) @ CLL 0236429JW 4,031.25 21,500 CALL SOLE 1 21,500 CALL/ASND(QQACL) @ CLL 0434919CL 75,000.00 20,000 CALL SOLE 1 20,000 CALL/ATVI(AQVBC) @ CLL 0049309BC 69,062.50 65,000 CALL SOLE 1 65,000 CALL/AVEI(GQZJJ) @ CLL 0430139JJ 5,000.00 20,000 CALL SOLE 1 20,000 CALL/BA(BAAG) @ CLL 0970259AG 562,500.00 200,000 CALL SOLE 1 200,000 CALL/BA(BAAK) @ CLL 0970279AK 75,000.00 300,000 CALL SOLE 1 300,000 CALL/BDT(BDTJC) @ CLL 1067029JC 1,875.00 10,000 CALL SOLE 1 10,000 CALL/BEAS(BRQKE) @ CLL 0733259KE 0.00 25,000 CALL SOLE 1 25,000 CALL/BEL(BELAF) @ CLL 0778539AF 1,079,200.00 56,800 CALL SOLE 1 56,800 CALL/BKX(BKVJE) @ CLL 6929279JE 897,500.00 20,000 CALL SOLE 1 20,000 CALL/BKX(BKVJF) @ CLL 6929279JF 2,068,750.00 50,000 CALL SOLE 1 50,000 CALL/BKX(BKVJL) @ CLL 6929279JL 417,500.00 20,000 CALL SOLE 1 20,000 CALL/BKX(BKVJN) @ CLL 6929289JN 481,250.00 25,000 CALL SOLE 1 25,000 CALL/BKX(BKXJM) @ CLL 6929279JM 35,000.00 35,000 CALL SOLE 1 35,000 CALL/CCI(CCIAH) @ CLL 1730349AH 442,000.00 272,000 CALL SOLE 1 272,000 CALL/CCI(CCIAU) @ CLL 1730349AU 3,750.00 15,000 CALL SOLE 1 15,000 CALL/CD(LULAC) @ CLL 1265519AC 30,000.00 10,000 CALL SOLE 1 10,000 CALL/CDD(CDDJW) @ CLL 2184129JW 26,250.00 35,000 CALL SOLE 1 35,000 CALL/CIEN(EUQJD) @ CLL 1717799JD 18,750.00 75,000 CALL SOLE 1 75,000 CALL/CIEN(EUQJK) @ CLL 1717799JK 4,062.50 65,000 CALL SOLE 1 65,000 CALL/CIEN(EUQJL) @ CLL 1717799JL 3,437.50 55,000 CALL SOLE 1 55,000 CALL/CL(CLAL) @ CLL 1941629AL 1,616,000.00 128,000 CALL SOLE 1 128,000 CALL/CLST(EQLBD) @ CLL 1509259BD 12,500.00 50,000 CALL SOLE 1 50,000 CALL/CMB(CMBAH) @ CLL 1616139AH 789,037.50 119,100 CALL SOLE 1 119,100 CALL/CMCSK(CQKJZ) @ CLL 2003009JZ 226,875.00 15,000 CALL SOLE 1 15,000 CALL/COF(COFKC) @ CLL 14040H9KC 690,250.00 125,500 CALL SOLE 1 125,500 CALL/CPB(LLSAL) @ CLL 1344239AL 54,375.00 15,000 CALL SOLE 1 15,000 CALL/CPB(ZCPAU) @ CLL 1344209AU 2,469,600.00 156,800 CALL SOLE 1 156,800 CALL/CPQ(CPQJG) @ CLL 2044939JG 36,900.00 98,400 CALL SOLE 1 98,400 CALL/CPQ(CPQKG) @ CLL 2044939KG 37,500.00 30,000 CALL SOLE 1 30,000 CALL/CQ(CQJF) @ CLL 20564D9JF 215,000.00 40,000 CALL SOLE 1 40,000 CALL/CRUS(LRLAD) @ CLL 1727579AD 7,950.00 21,200 CALL SOLE 1 21,200 CALL/CSCO(CYYAP 150SHS)@ CLL 1727519AP 59,375.00 50,000 CALL SOLE 1 50,000 CALL/CTXS(XSQLP) @ CLL 1773769LP 108,000.00 24,000 CALL SOLE 1 24,000 CALL/DDS(DDSKG) @ CLL 2540679KG 22,312.50 51,000 CALL SOLE 1 51,000 CALL/DIS($LWDAB) @ CLL 2546909AB 92,625.00 13,000 CALL SOLE 1 13,000 CALL/EFII(EFQAE) @ CLL 2860829AE 48,750.00 30,000 CALL SOLE 1 30,000 CALL/EMC(EMCAM) @ CLL 2686489AM 116,250.00 31,000 CALL SOLE 1 31,000 CALL/ERICY(RQCAV) @ CLL 2948219AV 130,000.00 20,000 CALL SOLE 1 20,000 CALL/FBN(FBNJG) @ CLL 3609219JG 3,437.50 27,500 CALL SOLE 1 27,500 CALL/FLEX PAP AMERSTYLE CLL 5951309GD 0.00 280,000 CALL SOLE 1 280,000 CALL/FNM(FNMAF) @ CLL 3135869AF 15,265,000.00 430,000 CALL SOLE 1 430,000 CALL/FNM(FNMAH) @ CLL 3135869AH 1,237,500.00 50,000 CALL SOLE 1 50,000 CALL/FNM(FNMLM) @ CLL 3135869LM 570,000.00 120,000 CALL SOLE 1 120,000 CALL/FP(FPJE) @ CLL 33763B9JE 2,875.00 23,000 CALL SOLE 1 23,000 CALL/G(GAJ) @ CLL 3757689AJ 60,000.00 80,000 CALL SOLE 1 80,000 CALL/G(GAL) @ CLL 3757709AL 99,375.00 530,000 CALL SOLE 1 530,000 CALL/G(LZGAL) @ CLL 3757689AL 337,500.00 180,000 CALL SOLE 1 180,000 CALL/GE(LGRAT) @ CLL 3696069AT 725,000.00 100,000 CALL SOLE 1 100,000 CALL/GIS(GISJN) @ CLL 3703349JN 15,812.50 11,000 CALL SOLE 1 11,000 CALL/GLW(GLWAG) @ CLL 2193549AG 52,900.00 52,900 CALL SOLE 1 52,900 CALL/GPS(GPSJK) @ CLL 3647609JK 96,000.00 48,000 CALL SOLE 1 48,000 CALL/GYMB(GMQAC) @ CLL 4037779AC 2,500.00 10,000 CALL SOLE 1 10,000 CALL/IBM(IBMAR) @ CLL 4592049AR 4,012,500.00 100,000 CALL SOLE 1 100,000 CALL/INTC(INQAL) @ CLL 4581419AL 2,800,000.00 100,000 CALL SOLE 1 100,000 CALL/INTC(INQAP) @ CLL 4581429AP 1,687,500.00 150,000 CALL SOLE 1 150,000 CALL/INTC(INQJQ) @ CLL 4581409JQ 362,500.00 100,000 CALL SOLE 1 100,000 CALL/INTC(INQJR) @ CLL 4581409JR 15,000.00 10,000 CALL SOLE 1 10,000 CALL/INTC(INQJS) @ CLL 4581409JS 50,000.00 100,000 CALL SOLE 1 100,000 CALL/K(KLG) @ CLL 4878369LG 288,281.25 184,500 CALL SOLE 1 184,500 CALL/K(KLH) @ CLL 4878369LH 3,750.00 10,000 CALL SOLE 1 10,000 CALL/K(KLI) @ CLL 4878369LI 14,081.25 75,100 CALL SOLE 1 75,100 CALL/KM(KMLX) @ CLL 4825849LX 4,687.50 75,000 CALL SOLE 1 75,000 CALL/KMB(KMBJK) @ CLL 4943689JK 2,306.25 36,900 CALL SOLE 1 36,900 CALL/KO(KOAN) @ CLL 1912109AN 267,187.50 225,000 CALL SOLE 1 225,000 CALL/KO(KOAP) @ CLL 1912169AP 37,500.00 75,000 CALL SOLE 1 75,000 CALL/LGTO(EQNLK) @ CLL 5246519LK 69,375.00 15,000 CALL SOLE 1 15,000 CALL/LLY(LLYAM) @ CLL 5324579AM 2,381,250.00 150,000 CALL SOLE 1 150,000 CALL/LRCX(LMQLD) @ CLL 5128079LD 2,500.00 10,000 CALL SOLE 1 10,000 CALL/LU(LUAB) @ CLL 5494639AB 175,043.75 400,100 CALL SOLE 1 400,100 CALL/MCD(MCDAK) @ CLL 5801399AK 330,000.00 40,000 CALL SOLE 1 40,000 CALL/MCD(MCDAM) @ CLL 5801399AM 156,250.00 50,000 CALL SOLE 1 50,000 CALL/MEL(MELLN) @ CLL 5855099LN 102,437.50 149,000 CALL SOLE 1 149,000 CALL/MER(MERAZ) @ CLL 5901889AZ 1,014,125.00 61,000 CALL SOLE 1 61,000 CALL/MER(MERJM) @ CLL 5901889JM 6,400.00 51,200 CALL SOLE 1 51,200 CALL/MER(MERJO) @ CLL 5901889JO 2,500.00 40,000 CALL SOLE 1 40,000 CALL/MO(MOAH) @ CLL 7181589AH 5,800,000.00 800,000 CALL SOLE 1 800,000 CALL/MO(MOAJ) @ CLL 7181569AJ 2,800,000.00 1,600,000 CALL SOLE 1 1,600,000 CALL/MO(MOAK) @ CLL 7181579AK 31,250.00 50,000 CALL SOLE 1 50,000 CALL/MO(MOAS) @ CLL 7181599AS 2,656,250.00 850,000 CALL SOLE 1 850,000 CALL/MO(MOLW) @ CLL 7181549LW 46,250.00 20,000 CALL SOLE 1 20,000 CALL/MOB(MOBJP) @ CLL 6070599JP 18,750.00 25,000 CALL SOLE 1 25,000 CALL/MRK(MRKAO) @ CLL 5893349AO 6,336,225.00 113,400 CALL SOLE 1 113,400 CALL/MSFT(LMFAQ) @ CLL 5949109AQ 3,637,500.00 100,000 CALL SOLE 1 100,000 CALL/MTC(MTCAJ) @ CLL 6116659AJ 1,596,000.00 168,000 CALL SOLE 1 168,000 CALL/MWL(MWLAX) @ CLL 5603219AX 5,000.00 20,000 CALL SOLE 1 20,000 CALL/NOKA(NKAAE) @ CLL 6549049AE 1,350,000.00 25,000 CALL SOLE 1 25,000 CALL/NOKA(NKAJO) @ CLL 6549029JO 325,000.00 50,000 CALL SOLE 1 50,000 CALL/NSS(NSSJC) @ CLL 6289169JC 3,750.00 20,000 CALL SOLE 1 20,000 CALL/ORG(ORGJG) @ CLL 6859069JG 2,500.00 40,000 CALL SOLE 1 40,000 CALL/PFE(LPEAD) @ CLL 7170829AD 7,750,000.00 500,000 CALL SOLE 1 500,000 CALL/PFE(PFEAN) @ CLL 7170859AN 5,700,000.00 150,000 CALL SOLE 1 150,000 CALL/PFE(PFEAP) @ CLL 7170859AP 1,400,437.50 48,500 CALL SOLE 1 48,500 CALL/PVN(PVNKP) @ CLL 74406A9KP 495,937.50 57,500 CALL SOLE 1 57,500 CALL/QHGI(HQGKC) @ CLL 7490849KC 168,750.00 90,000 CALL SOLE 1 90,000 CALL/QNTM(QNQBD) @ CLL 7479069BD 64,625.00 47,000 CALL SOLE 1 47,000 CALL/RII(RIIKW) @ CLL 7605169KW 30,937.50 55,000 CALL SOLE 1 55,000 CALL/RLR(RLRJI) @ CLL 75952U9JI 66,250.00 265,000 CALL SOLE 1 265,000 CALL/RUT(RUZLJ) @ CLL 12484L9LJ 1,602,000.00 48,000 CALL SOLE 1 48,000 CALL/SBC(SBCAE) @ CLL 7838789AE 790,000.00 40,000 CALL SOLE 1 40,000 CALL/SEG(SEGLF) @ CLL 8118049LF 30,000.00 30,000 CALL SOLE 1 30,000 CALL/SGP(SGPAF) @ CLL 8066059AF 298,000.00 4,000 CALL SOLE 1 4,000 CALL/SLE(SLEAF) @ CLL 8031119AF 2,697,750.00 109,000 CALL SOLE 1 109,000 CALL/SLE(SLEAG) @ CLL 8031119AG 1,510,875.00 76,500 CALL SOLE 1 76,500 CALL/SNE(SNEJP) @ CLL 8356999JP 3,750.00 15,000 CALL SOLE 1 15,000 CALL/SNE(SNEJQ) @ CLL 8356999JQ 15,625.00 125,000 CALL SOLE 1 125,000 CALL/SNE(SNEJR) @ CLL 8356999JR 6,437.50 51,500 CALL SOLE 1 51,500 CALL/SOC(SOCAB) @ CLL 8670719AB 18,750.00 37,500 CALL SOLE 1 37,500 CALL/SUNW(SUQAF) @ CLL 8668109AF 1,062,500.00 50,000 CALL SOLE 1 50,000 CALL/T(TJM) @ CLL 0019579JM 6,250.00 20,000 CALL SOLE 1 20,000 CALL/TALK(QQKAE) @ CLL 8791769AE 1,875.00 10,000 CALL SOLE 1 10,000 CALL/TALK(QQKJE) @ CLL 8791769JE 1,387.50 22,200 CALL SOLE 1 22,200 CALL/TBH(TBHAR) @ CLL 8792879AR 88,687.50 21,500 CALL SOLE 1 21,500 CALL/TBH(TBHDE) @ CLL 93199W9DE 62,500.00 50,000 CALL SOLE 1 50,000 CALL/TBR(LZRAE) @ CLL 8792809AE 284,375.00 65,000 CALL SOLE 1 65,000 CALL/TBR(TBRAG) @ CLL 8792889AG 18,750.00 50,000 CALL SOLE 1 50,000 CALL/TBR(TBRJJ) @ CLL 8792879JJ 1,656.25 26,500 CALL SOLE 1 26,500 CALL/TBR(TBRJQ) @ CLL 8792889JQ 53,125.00 50,000 CALL SOLE 1 50,000 CALL/TBR(TBRJR) @ CLL 8792879JR 71,875.00 115,000 CALL SOLE 1 115,000 CALL/TBR(TBRJS) @ CLL 8792879JS 14,062.50 45,000 CALL SOLE 1 45,000 CALL/TCOMA(TCQJG) @ CLL 87924V9JG 237,500.00 50,000 CALL SOLE 1 50,000 CALL/TKLC(KQKY) @ CLL 8791019KY 57,250.00 229,000 CALL SOLE 1 229,000 CALL/TMX(TMXKL) @ CLL 8794039KL 31,250.00 100,000 CALL SOLE 1 100,000 CALL/TRV(TRVJI) @ CLL 8941919JI 12,500.00 40,000 CALL SOLE 1 40,000 CALL/TSAI(TQRJG) @ CLL 8934169JG 15,625.00 12,500 CALL SOLE 1 12,500 CALL/USB(USBCI) @ CLL 9029739CI 35,937.50 25,000 CALL SOLE 1 25,000 CALL/UST(USTKG) @ CLL 9029119KG 10,062.50 32,200 CALL SOLE 1 32,200 CALL/VNT(VNTDD) @ CLL 2044219DD 300,000.00 100,000 CALL SOLE 1 100,000 CALL/WFC(WFCJG) @ CLL 9497409JG 3,825.00 15,300 CALL SOLE 1 15,300 CALL/WMI(WMIAL) @ CLL 94106L9AL 121,875.00 150,000 CALL SOLE 1 150,000 CALL/WMI(WMIJI) @ CLL 94106L9JI 75,000.00 20,000 CALL SOLE 1 20,000 CALL/XBD(XBGJR) @ CLL 0019589JR 193,750.00 50,000 CALL SOLE 1 50,000 CALL/XOI(XVIJR) @ CLL 08899W9JR 12,500.00 40,000 CALL SOLE 1 40,000 CALL/XRS B(XRSJH) @ CLL 0200309JH 5,000.00 20,000 CALL SOLE 1 20,000 CALL/YBTVA(YQDAN) @ CLL 9874349AN 7,187.50 23,000 CALL SOLE 1 23,000 CALL/YBTVA(YQDJN) @ CLL 9874359JN 2,500.00 10,000 CALL SOLE 1 10,000 CALL/YHOO(YHQJO) @ CLL 9843329JO 550,000.00 10,000 CALL SOLE 1 10,000 CALLAWAY GOLF CMN 131193104 110,906.25 10,500 SOLE 1 10,500 CALTON INC NEW CMN 131380206 1,176,525.00 1,344,600 SOLE 1 1,344,600 CAMBRIAN SYS INC CMN 132133109 2,299.50 10,500 SOLE 1 10,500 CAMPBELL SOUP CO CMN 134429109 5,175,184.44 103,117 SOLE 1 103,117 CANADIAN IMPERIAL BK COMM (ONT CMN 136069101 3,417,750.00 186,000 SOLE 1 186,000 CAPITAL ONE FINANCIAL CORP CMN 14040H105 1,326,723.56 12,873 SOLE 1 12,873 CARDINAL HEALTH INC CMN 14149Y108 2,444,030.75 23,671 SOLE 1 23,671 CAREER HORIZONS INC BDS CONV CNV 141672AB1 12,224,800.00 9,440,000 SOLE 1 9,440,000 CAROLINA POWER & LT.CO. CMN 144141108 1,413,984.13 30,614 SOLE 1 30,614 CARR AMERICA REALTY CORP 8.55% PFD 144418407 4,860,875.00 210,200 SOLE 1 210,200 CARSO GLOBAL TELECOM SPON ADR CMN 14574P101 27,765,450.00 5,895,000 SOLE 1 5,895,000 CASE CORPORATION CMN 14743R103 332,079.00 15,268 SOLE 1 15,268 CATERPILLAR INC (DELAWARE) CMN 149123101 3,597,825.00 80,850 SOLE 1 80,850 CBS CORPORATION CMN 12490K107 5,262,395.50 217,006 SOLE 1 217,006 CBT GROUP PLC ADRS CMN 124853300 1,607,148.00 119,048 SOLE 1 119,048 CELLPRO INC CMN 151156106 22,387.50 358,200 SOLE 1 358,200 CELLULAR COMMUNICATIONS OF CMN 15116N108 4,461,675.00 383,800 SOLE 1 383,800 CENDANT CORPORATION CMN 151313103 6,576,157.88 565,691 SOLE 1 565,691 CENTENNIAL CELLULAR CORP CL-A CMN 15133V109 870,400.00 27,200 SOLE 1 27,200 CENTEX CORP CMN 152312104 631,798.50 18,313 SOLE 1 18,313 CENTOCOR INC CV BD 144A CNV 152342AC5 8,768,857.04 8,908,000 SOLE 1 8,908,000 CENTRAIS ELETRICAS BRASILEIRAS CMN 15234Q207 156,930.00 15,000 SOLE 1 15,000 CENTRAIS ELETRICAS BRASILEIRAS CMN 15234Q108 506,042.95 45,610 SOLE 1 45,610 CENTRL.& SOUTH WEST CORP CMN 152357109 1,278,678.75 44,670 SOLE 1 44,670 CENTURY TELE ENTPS INC CMN 156686107 363,825.00 7,700 SOLE 1 7,700 CERIDIAN CORPORATION CMN 15677T106 801,299.25 13,966 SOLE 1 13,966 CHAMPION INTL CORP CMN 158525105 766,436.06 24,477 SOLE 1 24,477 CHANCELLOR MEDIA CORP PFD 158915306 7,634,125.00 78,500 SOLE 1 78,500 CHANCELLOR MEDIA CORP CONV PFD PFD 158915405 6,205,720.40 86,415 SOLE 1 86,415 CHARLES SCHWAB CORPORATION CMN 808513105 2,001,116.25 50,822 SOLE 1 50,822 CHASE MANHATTAN CORP (NEW) CMN 16161A108 7,583,531.25 175,850 SOLE 1 175,850 CHEMFIRST INC CMN 16361A106 31,725,000.00 1,800,000 SOLE 1 1,800,000 CHERNOGORNEFT JSC SPON ADR CMN 46625D109 16,040.00 10,000 SOLE 1 10,000 CHESAPEAKE ENERGY CORP CMN 165167107 945,250.00 796,000 SOLE 1 796,000 CHESAPEAKE ENERGY CORP PFD 165167206 960,000.00 60,000 SOLE 1 60,000 CHESAPEAKE ENERGY CORP 7% PFD 165167305 648,000.00 40,500 SOLE 1 40,500 CHEVRON CORP CMN 166751107 12,169,896.25 144,772 SOLE 1 144,772 CHINA TELECOM (HONG KONG) LTD CMN 169428109 222,000.00 7,400 SOLE 1 7,400 CHIRON CORP CMN 170040109 484,194.75 24,362 SOLE 1 24,362 CHIRON CORP CONV SUB NT CNV 170040AB5 23,742,180.00 25,124,000 SOLE 1 25,124,000 CHRYSLER CORP. CMN 171196108 12,893,982.25 269,326 SOLE 1 269,326 CHUBB CORP CMN 171232101 2,124,738.00 33,726 SOLE 1 33,726 CIA ANONIMA NACIONAL TELEFONOS CMN 204421101 1,586,100.00 93,300 SOLE 1 93,300 CIBA SPECIALTY CHEMICALS ADR CMN 17162W206 207,685.00 5,000 SOLE 1 5,000 CIFRA S.A. DE C.V. SPONS ADR CMN 171785405 4,426,911.83 363,786 SOLE 1 363,786 CIGNA CORP CMN 125509109 2,111,966.38 31,939 SOLE 1 31,939 CINCINATI MILACRON (DEL) CMN 172172108 178,087.00 11,536 SOLE 1 11,536 CINCINNATI BELL INC (HOLDNG CO CMN 171870108 296,400.00 11,400 SOLE 1 11,400 CINCINNATI FINANCIAL CRP CMN 172062101 963,274.50 31,326 SOLE 1 31,326 CINERGY CORP CMN 172474108 1,193,744.25 31,209 SOLE 1 31,209 CINTAS CORP CMN 172908105 240,600.00 4,800 SOLE 1 4,800 CIRCON CORP CMN 172736100 1,706,250.00 175,000 SOLE 1 175,000 CIRCUIT CITY STORES INC CMN 172737108 807,694.88 24,246 SOLE 1 24,246 CIRRUS LOGIC INC 144A CNV 172755AA8 1,133,386.16 1,732,000 SOLE 1 1,732,000 CIRRUS LOGIC INC CONV CNV 172755AC4 1,120,952.94 1,713,000 SOLE 1 1,713,000 CISCO SYSTEMS, INC. CMN 17275R102 26,657,382.38 431,262 SOLE 1 431,262 CITICORP CMN 173034109 31,871,100.00 342,700 SOLE 1 342,700 CITIZENS UTILITIES B CMN 177342201 11,258,430.63 1,385,653 SOLE 1 1,385,653 CITY INVESTING CO LIQ TR UBI CMN 177900107 16,578,800.44 12,631,467 SOLE 1 12,631,467 CITYSCAPE FINANCIAL CORP CONV CNV 178778AC0 247,275.00 7,065,000 SOLE 1 7,065,000 CITYSCAPE FINANCIAL CORP CONV CNV 178778AA4 42,665.00 1,219,000 SOLE 1 1,219,000 CKS GROUP INC. CMN 12561L109 1,480,001.56 83,675 SOLE 1 83,675 CLARK USA INC PFD 181581307 1,216,098.50 11,527 SOLE 1 11,527 CLEAR CHANNEL COMMUNCIATIONS CNV 184502AB8 537,637.50 531,000 SOLE 1 531,000 CLEAR CHANNEL COMMUNICATIONS CMN 184502102 1,952,297.50 41,101 SOLE 1 41,101 CLOROX CO (THE) (DELAWARE) CMN 189054109 1,634,077.50 19,807 SOLE 1 19,807 CLOSURE MEDICAL CORP CMN 189093107 241,500.00 11,500 SOLE 1 11,500 CMS ENERGY CORPORATION CMN 125896100 448,693.75 10,300 SOLE 1 10,300 COASTAL CORPORATION CMN 190441105 1,197,956.25 35,495 SOLE 1 35,495 COCA COLA CO CMN 191216100 34,551,316.13 599,589 SOLE 1 599,589 COCA-COLA ENTERPRISES INC CMN 191219104 630,240.00 24,960 SOLE 1 24,960 COLGATE-PALMOLIVE CO CMN 194162103 4,494,668.75 65,377 SOLE 1 65,377 COLUMBIA ENERGY GROUP CMN 197648108 567,548.63 9,681 SOLE 1 9,681 COLUMBIA/HCA HEALTHCARE CORP CMN 197677107 4,758,784.88 237,198 SOLE 1 237,198 COLUMBUS SOUTHERN PWR PFD 199575812 2,269,531.25 87,500 SOLE 1 87,500 COMCAST CP NEW CL-A SPECIAL CMN 200300200 40,039,705.81 853,043 SOLE 1 853,043 COMCAST UK CABLE PARTNERS LTD CMN G22984101 2,348,250.00 151,500 SOLE 1 151,500 COMDISCO INC CMN 200336105 159,412.50 11,700 SOLE 1 11,700 COMERICA INC CMN 200340107 1,489,420.06 27,173 SOLE 1 27,173 COMMONWEALTH TELEPHONE ENTRP CMN 203349105 3,191,610.81 133,331 SOLE 1 133,331 COMPANHIA CERVEJARIA BRAHMA CMN 20440X103 390,625.00 50,000 SOLE 1 50,000 COMPANHIA ENERGETICA DE MINAS PFD 204409700 663,928.62 30,023 SOLE 1 30,023 COMPANHIA VALE DO RIO DOCE CMN 204412100 2,395,281.00 167,000 SOLE 1 167,000 COMPANIA DE TELECOM CMN 204449300 193,564.13 10,121 SOLE 1 10,121 COMPAQ COMPUTER CORP CMN 204493100 21,063,736.38 666,047 SOLE 1 666,047 COMPUSONICS CORP CMN 204918106 175.50 11,700 SOLE 1 11,700 COMPUTER ASSOC INTL INC. CMN 204912109 4,106,926.00 110,998 SOLE 1 110,998 COMPUTER SCIENCE CORP CMN 205363104 1,837,413.00 33,714 SOLE 1 33,714 COMPUWARE CORP. CMN 205638109 618,187.50 10,500 SOLE 1 10,500 CONAGRA INC CMN 205887102 2,576,841.25 95,660 SOLE 1 95,660 CONSECO INC CMN 208464107 1,952,026.88 63,870 SOLE 1 63,870 CONSOLIDATED EDISON INC CMN 209115104 1,587,352.00 30,526 SOLE 1 30,526 CONSOLIDATED FREIGHTWAYS CORP CMN 209232107 1,208,839.50 146,526 SOLE 1 146,526 CONSOLIDATED NATURAL GAS CO CMN 209615103 53,257,400.00 977,200 SOLE 1 977,200 CONSOLIDATED STORES CORP CMN 210149100 520,474.63 26,521 SOLE 1 26,521 CONSORCIO G GRUPO DINA CONV CNV 210306AB2 60,500.00 121,000 SOLE 1 121,000 CONSORCIO G GRUPO DINA-ADR L CMN 210306205 1,199,700.00 1,199,700 SOLE 1 1,199,700 CONTINENTAL AIR CNV U21105AA6 507,718.75 385,000 SOLE 1 385,000 CONTINENTAL AIR (PUBLIC) CNV 210795AS9 516,950.00 392,000 SOLE 1 392,000 CONTINENTAL AIRLINES FINANCE PFD 210800405 18,882,537.23 238,829 SOLE 1 238,829 CONTINENTAL AIRLINES INC CMN 210795308 302,000.00 8,000 SOLE 1 8,000 CONTINUING CARE ASSOC INC CMN 212175103 4,694.50 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 CAMERON CORP CMN 216640102 6,654,750.00 233,500 SOLE 1 233,500 COOPER INDUSTRIES EXCH NTS CNV 216669606 36,252.28 280,200 SOLE 1 280,200 COOPER INDUSTRIES INC. CMN 216669101 1,152,613.75 28,285 SOLE 1 28,285 COOPER TIRE & RUBBER CO. CMN 216831107 287,712.00 15,984 SOLE 1 15,984 CORECOMM LIMITED CMN G2422R109 4,751,287.50 436,900 SOLE 1 436,900 CORNING INCORPORATED CMN 219350105 1,285,830.00 43,680 SOLE 1 43,680 CORPORATE EXPRESS CMN 219888104 282,321.88 23,650 SOLE 1 23,650 COSTCO COMPANIES INC CMN 22160Q102 2,594,965.63 54,775 SOLE 1 54,775 COSTCO COMPANIES INC SUB CONV CNV 22160QAA0 92,625.00 150,000 SOLE 1 150,000 COSTCO COMPANIES INC SUB NT CV CNV 22160QAC6 1,235,000.00 2,000,000 SOLE 1 2,000,000 COUNTRYWIDE CR INDS INC CMN 222372104 841,824.00 20,224 SOLE 1 20,224 COX COMMUNICATIONS CONV PFD CNV 590188777 47,343.13 105,500 SOLE 1 105,500 CRANE CO (DELAWARE) CMN 224399105 410,145.50 17,453 SOLE 1 17,453 CREDIT SUISSE GROUP SPON ADR CMN 225401108 9,618,986.61 348,123 SOLE 1 348,123 CRESTAR FINANCIAL CORP CMN 226091106 368,875.00 6,500 SOLE 1 6,500 CRESTAR FINANCIAL CORP CMN 226091106 19,295,000.00 340,000 SOLE 1 340,000 CROSS TIMBERS OIL SER-A PFD 227573201 1,765,372.50 50,620 SOLE 1 50,620 CROWN CORK & SEAL CONV PFD PFD 228255303 5,766,487.50 220,200 SOLE 1 220,200 CROWN CORK & SEAL INC CMN 228255105 833,663.75 31,165 SOLE 1 31,165 CRYSTAL BRANDS INC CMN 229070107 150.40 15,040 SOLE 1 15,040 CSX CORP CMN 126408103 1,769,821.75 42,076 SOLE 1 42,076 CUC INTERNATIONAL INC 144A CNV 126545AB8 21,712,556.25 25,065,000 SOLE 1 25,065,000 CUC INTL INC SUB NT CONV CNV 126545AD4 35,082,258.75 40,499,000 SOLE 1 40,499,000 CUMMINS-ENGINE INC CMN 231021106 378,420.00 12,720 SOLE 1 12,720 CVS CORP. A.C.E.S TRUST CNV 126645209 217,808.75 267,250 SOLE 1 267,250 CVS CORPORATION (DEL) CMN 126650100 3,340,966.00 76,256 SOLE 1 76,256 CYPRUS AMAX MINERALS CO PFD PFD 232809202 14,503,328.13 357,005 SOLE 1 357,005 CYPRUS AMAX MINERALS COMPANY CMN 232809103 209,535.50 15,814 SOLE 1 15,814 CYTON INDS INC (NEW) CMN 232826206 1,562.50 12,500 SOLE 1 12,500 DAIMLER-BENZ ADN REP 5 3/4 PFD 233829407 3,282,500.00 40,000 SOLE 1 40,000 DAISY SYSTEM CORP CONV SUB DEB CNV 234050AA0 17,410.00 1,741,000 SOLE 1 1,741,000 DANA CORPORATION CMN 235811106 1,413,621.38 37,886 SOLE 1 37,886 DANAHER CORPORATION (DELAWARE) CMN 235851102 213,000.00 7,100 SOLE 1 7,100 DARDEN RESTAURANTS INC CMN 237194105 435,536.00 27,221 SOLE 1 27,221 DARLING INTERNATIONAL INC CMN 237266101 1,164,975.00 332,850 SOLE 1 332,850 DATA GENERAL CORP SUB NTS CV CNV 237688AE6 201,095.00 250,000 SOLE 1 250,000 DAYTON HUDSON CORP. CMN 239753106 3,355,352.00 93,856 SOLE 1 93,856 DBL LIQUIDATING TR (PVT PL) CMN 233038108 2,223,808.00 138,988 SOLE 1 138,988 DE RIGO S.P.A. ADS CMN 245334107 43,200.00 10,800 SOLE 1 10,800 DEAN FOODS CO. CMN 242361103 203,262.50 4,600 SOLE 1 4,600 DECISIONONE HOLDINGS CORP CMN 243458106 541,778.25 55,567 SOLE 1 55,567 DEERE & COMPANY CMN 244199105 1,613,051.00 53,324 SOLE 1 53,324 DELL COMPUTER CORPORATION CMN 247025109 17,423,750.00 265,000 SOLE 1 265,000 DELTA AIR LINES INC DEL CMN 247361108 2,100,113.75 21,595 SOLE 1 21,595 DELUXE CORP CMN 248019101 399,290.94 14,041 SOLE 1 14,041 DEUTSCHE BANK AG SPON ADR CMN 251525309 1,474,179.25 28,550 SOLE 1 28,550 DIAMOND OFFSHORE DRILLING INC CMN 25271C102 781,875.00 30,000 SOLE 1 30,000 DII GROUP INC (THE) CMN 232949107 30,555,000.00 2,520,000 SOLE 1 2,520,000 DILLARDS CAP TRUST I 7.5% PFD PFD 25406P200 623,437.50 25,000 SOLE 1 25,000 DILLARDS INC CL-A CMN 254067101 561,436.88 19,830 SOLE 1 19,830 DIME BANCORP INC (NEW) CMN 25429Q102 377,156.25 14,900 SOLE 1 14,900 DISNEY WALT CO (HOLDING CO) CMN 254687106 11,256,629.13 443,611 SOLE 1 443,611 DOLE FOOD A.C.E.S.TRUST CNV 256601204 81,973.80 227,705 SOLE 1 227,705 DOLE FOOD CO. INC CMN 256605106 2,716,600.00 75,200 SOLE 1 75,200 DOLLAR GENERAL STRYPES TRUST CNV 256678103 57,704.40 160,290 SOLE 1 160,290 DOLLAR GENL CORP CMN 256669102 668,659.00 25,352 SOLE 1 25,352 DOMINION RES INC (VA) CMN 257470104 1,918,785.75 42,998 SOLE 1 42,998 DOVER CORPORATION CMN 260003108 1,417,687.38 45,917 SOLE 1 45,917 DOW CHEMICAL CO CMN 260543103 4,129,963.31 48,339 SOLE 1 48,339 DOW-JONES & CO INC CMN 260561105 1,054,294.50 22,673 SOLE 1 22,673 DSC COMMUNICATIONS SUB CONV BD CNV 233311AC3 7,724,390.92 7,559,000 SOLE 1 7,559,000 DTE ENERGY COMPANY CMN 233331107 1,404,201.56 31,075 SOLE 1 31,075 DU PONT E I DE NEMOURS & CO CMN 263534109 13,833,618.75 245,931 SOLE 1 245,931 DUKE ENERGY CORPORATION CMN 264399106 39,551,399.63 597,566 SOLE 1 597,566 DUN & BRADSTREET CORPORATION CMN 26483B106 1,083,078.00 40,114 SOLE 1 40,114 DYNATECH CORP CMN 268140100 587,600.00 200,000 SOLE 1 200,000 E.SPIRE COMMUNICATIONS INC CMN 269153102 1,525,500.00 169,500 SOLE 1 169,500 EARTHGRAINS CO CMN 270319106 340,312.50 11,000 SOLE 1 11,000 EASTERN ENTERPRISES CMN 27637F100 301,025.25 7,146 SOLE 1 7,146 EASTMAN CHEM CO CMN 277432100 757,722.56 15,023 SOLE 1 15,023 EASTMAN KODAK CO CMN 277461109 6,374,859.38 82,925 SOLE 1 82,925 EASTRN AIR LINES DEPO PFD$2.84 PFD 276191848 4,880.25 78,084 SOLE 1 78,084 EATON CORP CMN 278058102 792,244.63 12,638 SOLE 1 12,638 EBAY, INC. CMN 278642103 786,340.63 17,450 SOLE 1 17,450 ECHOSTAR COMMUNICATIONS CORP CMN 278762109 4,226,400.00 176,100 SOLE 1 176,100 ECHOSTAR COMMUNICATIONS CORP PFD 278762307 11,684,825.00 205,900 SOLE 1 205,900 ECOLAB INC CMN 278865100 709,686.25 24,956 SOLE 1 24,956 EDIFY CORPORATION CMN 280599101 1,085,420.25 160,803 SOLE 1 160,803 EDISON INTERNATIONAL CMN 281020107 2,172,391.88 84,570 SOLE 1 84,570 EEX CORPORATION CMN 26842V108 5,213,812.50 1,069,500 SOLE 1 1,069,500 EG & G INC. CMN 268457108 220,774.75 9,758 SOLE 1 9,758 EL PASO ELECTRIC (NEW) CMN 283677854 13,642,906.25 1,408,300 SOLE 1 1,408,300 EL PASO ENERGY CAPITAL TR I PFD 283678209 1,126,987.20 24,400 SOLE 1 24,400 EL PASO ENERGY CORPORATION CMN 283905107 301,668.75 9,300 SOLE 1 9,300 ELAMEX, S.A. DE C.V. CMN P36209107 687,865.50 131,022 SOLE 1 131,022 ELAN CORP PLC (ADR) CMN 284131208 461,200.00 6,400 SOLE 1 6,400 ELECTRONIC DATA SYSTEMS CORP CMN 285661104 2,527,692.75 76,164 SOLE 1 76,164 ELI LILLY & CO CMN 532457108 19,607,100.63 250,370 SOLE 1 250,370 ELSAG BAILEY PROCESS CMN N2925S101 6,853,737.50 325,400 SOLE 1 325,400 EMC CORP SUB NT CONV CNV 26865YAA2 38,109,868.01 14,854,000 SOLE 1 14,854,000 EMC CORP SUB NTS CONV 144A CNV 268648AC6 5,131,260.00 2,000,000 SOLE 1 2,000,000 EMC CORPORATION MASS CMN 268648102 6,021,391.50 104,948 SOLE 1 104,948 EMERSON ELECTRIC CO. CMN 291011104 6,147,063.00 98,748 SOLE 1 98,748 EMPRESA NACIONAL DE ELECTRCDAD CMN 29244T101 140,250.00 16,500 SOLE 1 16,500 EMPRESSA ICA CNV 292448AC1 8,205,000.00 12,000,000 SOLE 1 12,000,000 ENAMELON INC CMN 292499100 49,212.50 12,700 SOLE 1 12,700 ENGELHARD CORP CMN 292845104 484,266.06 27,379 SOLE 1 27,379 ENRON CORP CMN 293561106 3,402,760.50 63,603 SOLE 1 63,603 ENRON CORP 6.25% CNV 293561809 52,998.09 305,025 SOLE 1 305,025 ENTERGY CORPORATION CMN 29364G103 1,906,315.50 61,994 SOLE 1 61,994 EQUIFAX INC CMN 294429105 1,032,332.31 28,927 SOLE 1 28,927 ERICSSON L M TEL CO. ADR CL-B CMN 294821400 3,535,350.00 192,400 SOLE 1 192,400 ESC MEDICAL SYSTEMS CV SUB NT CNV 269025AB8 903,383.76 1,752,000 SOLE 1 1,752,000 ESC MEDICAL SYSTEMS LTD CMN M40868107 533,355.47 75,855 SOLE 1 75,855 ESC MEDICAL SYSTEMS LTD 144A CNV 269025AA0 1,397,357.30 2,710,000 SOLE 1 2,710,000 EURONET SERVICES INC CMN 298736109 406,250.00 130,000 SOLE 1 130,000 EVOLVING SYSTEMS CMN 30049R100 413,268.75 146,940 SOLE 1 146,940 EXXON CORP CMN 302290101 34,973,923.75 495,206 SOLE 1 495,206 FANNIE MAE COMMON STOCK CMN 313586109 13,013,966.00 202,552 SOLE 1 202,552 FD HMN LN MTG CORP VOTING COM CMN 313400301 7,171,755.38 144,519 SOLE 1 144,519 FDC CAPITAL (CAYMAN ISLANDS) CNV 313044AA7 1,506,000.00 1,506,000 SOLE 1 1,506,000 FDX CORPORATION CMN 31304N107 1,358,983.88 30,326 SOLE 1 30,326 FEC SHAREHOLDER TRUST CMN 320135999 46,571.18 4,657,118 SOLE 1 4,657,118 FEC SHAREHOLDER TRUST DEP PREF PFD 320135957 11,595.12 144,939 SOLE 1 144,939 FEDERAL-MOGUL CORP. CMN 313549107 243,100.00 5,200 SOLE 1 5,200 FEDERATED DEPT STORES INC DEL CMN 31410H101 5,792,136.75 159,234 SOLE 1 159,234 FIFTH THIRD BANCORP CMN 316773100 2,910,707.50 50,621 SOLE 1 50,621 FINCL.CORP.SANTA BARBARA CMN 317441103 601.20 20,040 SOLE 1 20,040 FINGERHUT COMPANIES INC. CMN 317867109 13,414,500.00 1,219,500 SOLE 1 1,219,500 FINLAY ENTERPRISES, INC. CMN 317884203 437,007.50 52,180 SOLE 1 52,180 FIRST CHICAGO NBD CORP CMN 31945A100 3,961,697.50 57,835 SOLE 1 57,835 FIRST DATA CORP CMN 319963104 2,275,058.50 96,811 SOLE 1 96,811 FIRST PACIFIC NETWORK INC CMN 335933107 4,250.00 850,000 SOLE 1 850,000 FIRST SECURITY CORP DEL CMN 336294103 189,275.00 11,300 SOLE 1 11,300 FIRST TENN NATL CORP CMN 337162101 211,972.31 7,761 SOLE 1 7,761 FIRST UNION CORP CMN 337358105 10,401,658.31 203,207 SOLE 1 203,207 FIRSTAR CORP CMN 33761C103 21,009,375.00 415,000 SOLE 1 415,000 FIRSTENERGY CORP CMN 337932107 554,900.50 17,864 SOLE 1 17,864 FIRSTPLUS FINANCIAL GROUP INC CMN 33763B103 1,092,750.00 93,000 SOLE 1 93,000 FLEET FINL GROUP INC NEW CMN 338915101 3,476,090.63 47,334 SOLE 1 47,334 FLORIDA PROGRESS CORP CMN 341109106 259,875.00 6,000 SOLE 1 6,000 FLUOR CORP CMN 343861100 862,887.38 21,014 SOLE 1 21,014 FMC CORP (NEW) CMN 302491303 446,531.25 8,660 SOLE 1 8,660 FORD HOLDINGS 5.75% SER-E 144A PFD 345277578 25,000,000.00 250 SOLE 1 250 FORD MOTOR COMPANY (DEL) CMN 345370100 10,431,227.00 221,941 SOLE 1 221,941 FORE SYSTEMS CMN 345449102 257,637.63 15,497 SOLE 1 15,497 FOREST LABORATORIES INC CMN 345838106 642,812.50 18,700 SOLE 1 18,700 FORMULA SYSTEMS (1985) LTD. CMN 346414105 279,680.00 13,984 SOLE 1 13,984 FORT JAMES CORPORATION CMN 347471104 1,141,678.13 34,794 SOLE 1 34,794 FORTUNE BRANDS INC CMN 349631101 1,267,890.75 42,798 SOLE 1 42,798 FOSTER WHEELER CORP CMN 350244109 203,087.50 14,770 SOLE 1 14,770 FPL GROUP INC CMN 302571104 1,713,755.00 24,592 SOLE 1 24,592 FRANKLIN RESOURCES INC CMN 354613101 1,473,285.63 49,315 SOLE 1 49,315 FRED MEYER INC (NEW) CMN 592907109 1,098,141.00 28,248 SOLE 1 28,248 FREDDIE MAC VARIABLE RATE PFD PFD 313400848 50,000,000.00 1,000,000 SOLE 1 1,000,000 FREEPORT-MCMORAN COPPER & GOLD PFD 35671D881 811,200.00 50,700 SOLE 1 50,700 FREEPORT-MCMORAN COPPER & GOLD CMN 35671D857 632,448.75 52,980 SOLE 1 52,980 FRESENIUS MEDICAL HOLDINGS INC PFD 358030203 97,375.44 2,434,386 SOLE 1 2,434,386 FRONTIER CORP CMN 35906P105 948,023.63 34,631 SOLE 1 34,631 FRUIT OF THE LOOM INC CLASS A CMN 359416104 4,213,192.13 279,714 SOLE 1 279,714 GANNETT CO.INC. CMN 364730101 2,672,929.44 49,903 SOLE 1 49,903 GAP INC CMN 364760108 17,736,132.50 336,230 SOLE 1 336,230 GATEWAY 2000,INC. CMN 367833100 1,762,355.81 33,689 SOLE 1 33,689 GAZPROM ADS CMN 753317205 257,310.68 36,369 SOLE 1 36,369 GENENTECH INC SPECIAL COMMON CMN 368710307 287,500.00 4,000 SOLE 1 4,000 GENERAL DYNAMICS CORP. CMN 369550108 1,333,635.00 26,540 SOLE 1 26,540 GENERAL ELECTRIC CO CMN 369604103 66,176,427.63 831,754 SOLE 1 831,754 GENERAL GROWTH PROP(REP1/40 PFD 370021206 1,138,810.80 46,600 SOLE 1 46,600 GENERAL INSTRUMENT CORP CMN 370120107 644,576.38 29,807 SOLE 1 29,807 GENERAL MAGIC, INC. CMN 370253106 129,991.50 19,258 SOLE 1 19,258 GENERAL MILLS INC CMN 370334104 1,534,960.00 21,928 SOLE 1 21,928 GENERAL MOTORS CAP TRUST PFD 370440208 575,718.75 20,700 SOLE 1 20,700 GENERAL MOTORS CORP. CMN 370442105 7,729,527.88 140,857 SOLE 1 140,857 GENERAL NUTRITION COMPANIES CMN 37047F103 142,725.00 13,200 SOLE 1 13,200 GENERAL RE CORP CMN 370563108 3,409,385.00 16,795 SOLE 1 16,795 GENERAL SIGNAL CORP CMN 370838104 340,834.31 10,043 SOLE 1 10,043 GENERAL SURGICAL INNOVATIONS CMN 371013103 441,000.00 220,500 SOLE 1 220,500 GENESCO INC. CNV 371532AK8 174,235.85 295,000 SOLE 1 295,000 GENESIS HEALTH VENTURES INC CMN 371912106 612,500.00 50,000 SOLE 1 50,000 GENOME THERAPEUTICS CORP CMN 372430108 42,500.00 20,000 SOLE 1 20,000 GENSIA PHARMACEUTICALS INC PFD 372450205 2,071,712.50 67,100 SOLE 1 67,100 GENUINE PARTS CO. CMN 372460105 1,230,758.75 40,940 SOLE 1 40,940 GENZYME CORP CONV BD 144A CNV 372917AE4 487,687.50 450,000 SOLE 1 450,000 GEORGIA-PACIFIC CORP CMN 373298108 911,131.25 19,970 SOLE 1 19,970 GEOTEK COMMUNICATIONS INC CMN 373654102 7,641.52 218,329 SOLE 1 218,329 GETCHELL GOLD CORPORATION CMN 374265106 24,822,156.25 1,178,500 SOLE 1 1,178,500 GILEAD SCIENCES CMN 375558103 216,250.00 10,000 SOLE 1 10,000 GILLETTE CO CMN 375766102 20,709,659.25 541,429 SOLE 1 541,429 GLAXO WELLCOME PLC SPONS ADR CMN 37733W105 3,713,125.00 65,000 SOLE 1 65,000 GLOBAL INDS LTD CMN 379336100 2,775,000.00 240,000 SOLE 1 240,000 GLOBAL MARINE INC (NEW) CMN 379352404 2,481,987.50 223,100 SOLE 1 223,100 GLOBAL TELESYSTEMS GROUP CNV 37936UAE4 24,805,275.00 30,910,000 SOLE 1 30,910,000 GLOBAL TELE-SYSTEMS LTD BD CV CNV 37936UAA2 9,152,464.00 5,300,000 SOLE 1 5,300,000 GLOBO CABO SA SPON ADR CMN 37957X102 3,454,644.38 1,579,266 SOLE 1 1,579,266 GOLD KING CON INC CMN 380609107 86.91 14,485 SOLE 1 14,485 GOLDEN STATE VINTNERS, INC CMN 38121K208 4,276,601.50 423,500 SOLE 1 423,500 GOLDEN WEST FINL NEW CMN 381317106 911,718.50 11,144 SOLE 1 11,144 GOODYEAR TIRE & RUBBER CO CMN 382550101 1,783,290.50 34,627 SOLE 1 34,627 GPU INC CMN 36225X100 1,010,820.00 23,784 SOLE 1 23,784 GRAINGER W W INC CMN 384802104 992,128.00 23,552 SOLE 1 23,552 GRAND CASINOS INC CMN 385269105 801,687.50 101,000 SOLE 1 101,000 GRANITE BROADCASTING CMN 387241102 1,275,000.00 200,000 SOLE 1 200,000 GRANITE BROADCASTING PFD 387241508 4,296,600.00 3,960 SOLE 1 3,960 GREAT LAKES CHEMICAL CMN 390568103 351,235.63 9,035 SOLE 1 9,035 GREAT WESTERN FINANCIAL TR-I PFD 39141F203 217,687.50 8,600 SOLE 1 8,600 GRUPO FINANCIERO GBM ATLANTICO CMN 40048F106 110,510.00 43,000 SOLE 1 43,000 GRUPO IUSACELL S.A. DE C.V. CMN 40049W207 589,015.63 126,500 SOLE 1 126,500 GRUPO RADIO CENTRO SA ADS CMN 40049C102 4,781,103.38 749,977 SOLE 1 749,977 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 13,731.99 457,733 SOLE 1 457,733 GSFP U.S. CCI SYNTHETIC CNVT CNV 362276AA5 70,522,527.00 75,945,000 SOLE 1 75,945,000 GSTRF CALL AMER WTS 379364128 270,147.50 25,130 SOLE 1 25,130 GTE CORPORATION CMN 362320103 11,232,540.00 204,228 SOLE 1 204,228 GUCCI GROUP NV NY REG SHRS CMN 401566104 3,637,028.88 100,679 SOLE 1 100,679 GUIDANT CORPORATION CMN 401698105 3,343,774.50 45,034 SOLE 1 45,034 GUILFORD PHARMACEUTICALS INC. CMN 401829106 490,000.00 35,000 SOLE 1 35,000 GUITAR CENTER, INC. CMN 402040109 449,887.50 23,994 SOLE 1 23,994 GULF INDONESIA RESOURCES LTD. CMN 402284103 782,206.25 94,100 SOLE 1 94,100 H & R BLOCK INC. CMN 093671105 998,378.75 24,130 SOLE 1 24,130 H.J.HEINZ CO. CMN 423074103 4,324,628.75 84,383 SOLE 1 84,383 HALLIBURTON CO CMN 406216101 15,418,740.00 536,304 SOLE 1 536,304 HARCOURT GEN INC CMN 41163G101 817,731.00 16,904 SOLE 1 16,904 HARLEY-DAVIDSON INC CMN 412822108 266,625.00 9,000 SOLE 1 9,000 HARNISCHFEGER INDUSTRIES INC CMN 413345109 182,216.25 16,197 SOLE 1 16,197 HARRAHS ENTMT INC CMN 413619107 264,878.50 19,804 SOLE 1 19,804 HARRIS CORP CMN 413875105 511,872.00 15,996 SOLE 1 15,996 HARTFORD CAPITAL I 7.70% QUIPS PFD 416315208 732,600.00 28,800 SOLE 1 28,800 HARTFORD FINANCIAL SERVICES CMN 416515104 2,585,960.44 54,513 SOLE 1 54,513 HASBRO INC CMN 418056107 935,860.06 31,657 SOLE 1 31,657 HBO & COMPANY CMN 404100109 2,222,595.38 76,973 SOLE 1 76,973 HCR MANOR CARE CMN 404134108 253,230.69 8,639 SOLE 1 8,639 HEALTH MANAGEMENT ASSOC. CL A CMN 421933102 260,062.50 14,250 SOLE 1 14,250 HEALTHSOUTH CORP CMN 421924101 763,948.50 72,757 SOLE 1 72,757 HEALTHSOUTH CORP CONV BD 144A CNV 421924AD3 775,000.00 1,000,000 SOLE 1 1,000,000 HEARTPORT INC SUB NT CONV CNV 421969AC0 7,514,471.80 12,485,000 SOLE 1 12,485,000 HELLENIC TELE GDR OTE CMN 423325208 726,765.93 60,670 SOLE 1 60,670 HELLER FINANCIAL CLASS A CMN 423328103 1,608,000.00 67,000 SOLE 1 67,000 HERCULES INC. CMN 427056106 601,971.50 20,024 SOLE 1 20,024 HERSHEY FOODS CORP. CMN 427866108 1,854,108.75 27,092 SOLE 1 27,092 HEWLETT PACKARD CO SUB LIQ CNV 428236AA1 1,828,635.90 3,430,000 SOLE 1 3,430,000 HEWLETT PACKARD CO SUB NT CV CNV 428236AC7 8,839,295.40 16,580,000 SOLE 1 16,580,000 HEWLETT-PACKARD CO. CMN 428236103 11,122,645.19 210,109 SOLE 1 210,109 HEXCEL CORP SUB NT CONV CNV 428291AA6 140,250.00 150,000 SOLE 1 150,000 HILLENBRAND INDUST INC CMN 431573104 245,000.00 5,000 SOLE 1 5,000 HILTON HOTELS CORP CMN 432848109 13,059,774.00 768,222 SOLE 1 768,222 HILTON HOTELS CORP SUB NT CV CNV 432848AL3 16,624,841.25 19,027,000 SOLE 1 19,027,000 HINES EDWARD LUMBER CO CMN 433236106 5,717.60 57,176 SOLE 1 57,176 HMT TECHNOLOGY CORP SUB NT CV CNV 403917AD9 5,604,322.50 8,589,000 SOLE 1 8,589,000 HMT TECHNOLOGY CORP SUB NT CV CNV 403917AB3 2,007,090.00 3,076,000 SOLE 1 3,076,000 HOLDERBANK FIN GLARIS SPON ADR CMN 434864104 371,339.60 18,100 SOLE 1 18,100 HOME DEPOT INC CMN 437076102 11,669,366.50 295,427 SOLE 1 295,427 HOME DEPOT INC SUB NT CONV CNV 437076AE2 14,483,117.02 8,279,000 SOLE 1 8,279,000 HOMEGOLD FINANCIAL INC CMN 43740E104 106,200.00 53,100 SOLE 1 53,100 HOMESTAKE MINING CO (DELAWARE) CMN 437614100 483,375.25 39,866 SOLE 1 39,866 HONEYWELL INC CMN 438506107 1,796,889.06 28,049 SOLE 1 28,049 HORMEL FOODS CORP CMN 440452100 7,049,781.25 260,500 SOLE 1 260,500 HOST MARRIOTT FIN TRUST CV PFD CNV 441079407 118,680.86 302,850 SOLE 1 302,850 HOST MARRIOTT FINANCIAL TRUST CNV 441079209 85,312.28 217,700 SOLE 1 217,700 HOUSEHOLD INTL INC. CMN 441815107 3,899,662.50 103,991 SOLE 1 103,991 HOUSING & COMMERCIAL BK KOREA CMN 44182P102 92,000.00 40,000 SOLE 1 40,000 HOUSTON INDUSTRIES INC CMN 442161105 2,055,463.88 66,039 SOLE 1 66,039 HSBC HLDS PLC SPONSORED ADR CMN 404280307 1,324,920.00 7,240 SOLE 1 7,240 HUMANA INC CMN 444859102 510,850.88 31,197 SOLE 1 31,197 HUNTINGTON BANCSHARES INC CMN 446150104 1,052,134.50 41,876 SOLE 1 41,876 ICG COMMUNICATIONS INC PFD 44924Q202 2,310,000.00 55,000 SOLE 1 55,000 ICG COMMUNICATIONS INC PFD 44924Q400 2,226,000.00 53,000 SOLE 1 53,000 IKON OFFICE SOLUTIONS DEPOS PFD 451713200 6,203,975.00 335,350 SOLE 1 335,350 IKON OFFICE SOLUTIONS INC CMN 451713101 193,156.88 26,874 SOLE 1 26,874 ILLINOIS TOOL WORKS CMN 452308109 2,883,758.50 52,913 SOLE 1 52,913 ILLINOVA CORP CMN 452317100 281,137.50 9,800 SOLE 1 9,800 ILLUSTRATED WORLD ENCYCL CMN 452344104 1,081,553.00 11,000 SOLE 1 11,000 IMAX CORP CNV SUB DEBS 144A CNV 45245EAC3 933,018.75 855,000 SOLE 1 855,000 IMC MORTGAGE CO. CMN 449923101 39,375.00 20,000 SOLE 1 20,000 IMPERIAL CREDIT INDS INC CMN 452729106 445,000.00 71,200 SOLE 1 71,200 IMS HEALTH INC CMN 449934108 1,955,986.25 31,580 SOLE 1 31,580 INACOM CORP CVT SUB DEBS CNV 45323GAC3 4,671,090.00 6,106,000 SOLE 1 6,106,000 INCO LIMITED CMN 453258402 321,809.00 31,396 SOLE 1 31,396 INDIAN PETROCHEMICALS CORP LTD CNV 454347AA3 1,002,500.00 1,000,000 SOLE 1 1,000,000 INDIANA MICHIGAN PWR CO 8% PFD 454889817 1,012,537.50 40,200 SOLE 1 40,200 INDOSUEZ HOLDINGS S.C.A. PFD 45578A104 14,154,955.00 65,837 SOLE 1 65,837 INDUSTRIE NATUZZI S P A (ADR) CMN 456478106 511,525.00 25,900 SOLE 1 25,900 INGERSOLL-RAND CO CMN 456866102 763,833.63 20,134 SOLE 1 20,134 INTEGRATED HEALTH SVCS SUB DEB CNV 45812CAE6 2,119,393.80 2,510,000 SOLE 1 2,510,000 INTEL CORP CMN 458140100 46,262,296.50 539,502 SOLE 1 539,502 INTERIM SERVICES INC CNV CNV 45868PAA8 267,223.75 313,000 SOLE 1 313,000 INTERMEDIA COMM PIK PFD 458801404 991,025.00 8,090 SOLE 1 8,090 INTERMEDIA COMMUNICATION PFD 458801503 511,875.00 15,000 SOLE 1 15,000 INTERMEDIA COMMUNICATION PFD 458801826 300,945.00 15,000 SOLE 1 15,000 INTERMEDIA COMMUNICATION PFD 458801701 7,531,387.50 220,700 SOLE 1 220,700 INTERMEDIA COMMUNICATION PFD 458801867 4,769,866.88 199,785 SOLE 1 199,785 INTERMEDIA COMMUNICATION PFD 458801834 2,019,562.38 84,589 SOLE 1 84,589 INTERNATIONAL BRIQUETTES HLDG CMN G4821Q104 43,868.00 10,967 SOLE 1 10,967 INTERNATIONAL BUSINESS MACHS CMN 459200101 26,835,554.50 208,837 SOLE 1 208,837 INTERNATIONAL PAPER CO. CMN 460146103 4,450,216.38 95,447 SOLE 1 95,447 INTERNATIONAL UTIL EXCH PFD PFD 460934300 342,062.00 3,227 SOLE 1 3,227 INTERPUBLIC GROUP COS CMN 460690100 1,826,809.19 33,869 SOLE 1 33,869 INTERPUBLIC GROUP COS SUB DEB CNV 460690AD2 283,511.25 319,000 SOLE 1 319,000 INTL FAST FOOD SUB DEB CONV CNV 45950QAA5 4,938.00 100,000 SOLE 1 100,000 INTL.FLAVORS & FRAGRANCE CMN 459506101 805,926.00 24,422 SOLE 1 24,422 IOMEGA CORP SUB NT CONV CNV 462030AA5 2,912,167.50 3,209,000 SOLE 1 3,209,000 IONA TECHNOLOGIES PLC ADR CMN 46206P109 295,875.00 15,780 SOLE 1 15,780 IRKUTSKENERGO SPON ADR CMN 462714106 78,003.01 88,943 SOLE 1 88,943 IRSA INVERSIONES Y REPRESENTA CNV 450047AC9 12,059,287.50 12,795,000 SOLE 1 12,795,000 ISPAT INTERNATIONAL NV CMN 464899103 1,487,250.00 198,300 SOLE 1 198,300 ITT INDUSTRIES INC (INDIANA) CMN 450911102 736,713.50 21,748 SOLE 1 21,748 IXC COMMUNICATIONS CONV PFD PFD 450713508 718,575.81 5,370 SOLE 1 5,370 IXC COMMUNICATIONS,INC 144A PFD 450713870 4,204,683.49 120,347 SOLE 1 120,347 JACK HENRY & ASSOC INC CMN 426281101 7,111,168.75 148,925 SOLE 1 148,925 JACOR COMMUNICATIONS INC CMN 469858401 222,750.00 4,400 SOLE 1 4,400 JEFFERSON-PILOT CORP. CMN 475070108 1,402,390.00 23,180 SOLE 1 23,180 JG SUMMIT CAYMAN 144A CNV 466149AA9 168,750.00 250,000 SOLE 1 250,000 JLK DIRECT DISTRIBUTION INC CMN 46621C105 733,150.00 68,200 SOLE 1 68,200 JOHNSON & JOHNSON CMN 478160104 21,733,781.00 277,748 SOLE 1 277,748 JOHNSON CONTROLS INC CMN 478366107 801,846.00 17,244 SOLE 1 17,244 JONES APPAREL GROUP, INC. CMN 480074103 245,431.25 10,700 SOLE 1 10,700 JONES PHARMA INC CMN 480236108 3,967,500.00 138,000 SOLE 1 138,000 JSC SURGUTNEFTEGAZ SPON ADR CMN 46625F104 37,743.94 23,270 SOLE 1 23,270 JTS CORPORATION CMN 465940104 312,000.00 2,496,000 SOLE 1 2,496,000 K MART CORP CMN 482584109 1,871,556.00 155,963 SOLE 1 155,963 KANSAS CITY SOUTHERN IND CMN 485170104 280,000.00 8,000 SOLE 1 8,000 KAO CORP (ADR) CMN 485537203 1,151,820.38 7,192 SOLE 1 7,192 KAUFMAN & BROAD HOME (PRIDES) CNV 486168503 51,640.25 616,600 SOLE 1 616,600 KAUFMAN AND BROAD HOME CORP CMN 486168107 418,664.06 17,863 SOLE 1 17,863 KELLOGG COMPANY CMN 487836108 2,728,311.94 82,833 SOLE 1 82,833 KERR-MCGEE CORPORATION CMN 492386107 521,111.50 11,453 SOLE 1 11,453 KEYCORP NEW CMN 493267108 2,602,821.38 90,141 SOLE 1 90,141 KIMBERLY CLARK CORP CMN 494368103 4,835,700.00 119,400 SOLE 1 119,400 KINDER MORGAN ENERGY PARTNERS CMN 494550106 28,716,625.63 866,917 SOLE 1 866,917 KING WORLD PRODUCTIONS INC CMN 495667107 385,317.63 14,749 SOLE 1 14,749 KLA-TENCOR CORPORATION CMN 482480100 476,704.50 19,164 SOLE 1 19,164 KNIGHT RIDDER INC CMN 499040103 1,087,891.50 24,447 SOLE 1 24,447 KOHL'S CORP (WISCONSIN) CMN 500255104 983,970.00 25,230 SOLE 1 25,230 KOMAG INC CMN 500453105 222,469.19 72,643 SOLE 1 72,643 KONINKLIJKE AHOLD NV CMN 500467303 15,025,312.50 517,000 SOLE 1 517,000 KOOKMIN BANK GDR 144A CMN 500498100 342,463.10 14,329 SOLE 1 14,329 KOOKMIN BANK GDS CMN 500498209 303,381.50 131,905 SOLE 1 131,905 KROGER COMPANY CMN 501044101 2,770,150.00 55,403 SOLE 1 55,403 LADISH COMPANY (NEW) CMN 505754200 308,437.50 35,000 SOLE 1 35,000 LAM RESEARCH CORP CMN 512807108 907,300.00 90,730 SOLE 1 90,730 LANCASTER COLONY CORP CMN 513847103 216,480.00 7,040 SOLE 1 7,040 LEGGETT & PLATT INC CMN 524660107 224,100.00 10,800 SOLE 1 10,800 LEHMAN BROTHERS HOLDINGS INC CMN 524908100 736,161.00 25,944 SOLE 1 25,944 LEXMARK INTL GROUP, INC. CMN 529771107 3,077,475.00 44,400 SOLE 1 44,400 LHS GROUP INC CMN 501938104 6,623,925.00 136,400 SOLE 1 136,400 LIFE RE CAPITAL TRUST II CNV 532163300 107,109.34 144,255 SOLE 1 144,255 LIFECELL CORP CMN 531927101 275,625.00 70,000 SOLE 1 70,000 LIMITED INC. CMN 532716107 891,869.06 40,655 SOLE 1 40,655 LINCOLN NATL.CORP.INC. CMN 534187109 1,923,005.00 23,380 SOLE 1 23,380 LIZ CLAIBORNE INC. CMN 539320101 583,667.00 22,288 SOLE 1 22,288 LNR PROPERTY CORP CMN 501940100 31,145,268.75 1,612,700 SOLE 1 1,612,700 LOCKHEED MARTIN CORP CMN 539830109 12,141,051.00 120,432 SOLE 1 120,432 LOEWS CORP CMN 540424108 2,457,168.75 29,122 SOLE 1 29,122 LOEWS CORPORATION CNV 540424AL2 962,275.00 1,220,000 SOLE 1 1,220,000 LOMAS FINANCIAL CORP (NEW) CMN 541535100 1,567.24 120,557 SOLE 1 120,557 LONG DRUG STORES CP (MARYLAND) CMN 543162101 463,763.75 11,540 SOLE 1 11,540 LONG IS BANCORP INC CMN 542662101 3,469,812.50 72,100 SOLE 1 72,100 LORAL SPACE & COMM LTD CV C PF PFD 543885404 294,534.50 6,500 SOLE 1 6,500 LOUISIANA PACIFIC CORP CMN 546347105 485,862.25 23,846 SOLE 1 23,846 LOWES COMPANIES INC CMN 548661107 2,541,850.56 79,901 SOLE 1 79,901 LSI LOGIC CORP CMN 502161102 389,430.75 30,846 SOLE 1 30,846 LTC PPTYS INC CONV SUB DEB CNV 502175AF9 252,187.50 250,000 SOLE 1 250,000 LUCENT TECHNOLOGIES INC CMN 549463107 18,384,005.25 265,473 SOLE 1 265,473 MAGAININ PHARMACEUTICALS INC CMN 559036108 357,500.00 110,000 SOLE 1 110,000 MAGNA INTL INC 144A/REG S CNV 559222AF1 30,430,951.68 30,336,000 SOLE 1 30,336,000 MAGNA INTL INC CL A-SUB VOTING CMN 559222401 1,743,750.00 30,000 SOLE 1 30,000 MAGNA INTL INC CONV DEB CNV 559222AG9 1,121,499.34 1,118,000 SOLE 1 1,118,000 MALLINCKRODT INC CMN 561232109 449,210.94 22,115 SOLE 1 22,115 MARKETSPAN CORPORATION CMN 57061V107 209,418.75 7,300 SOLE 1 7,300 MARRIOTT INTERNATIONAL INC CMN 571903202 1,329,169.00 55,672 SOLE 1 55,672 MARRIOTT INTL CONV NTS CNV 571900AH2 9,656,377.50 15,994,000 SOLE 1 15,994,000 MARSH & MCLENNAN CO INC CMN 571748102 2,715,454.50 54,582 SOLE 1 54,582 MARSHALL & ILSLEY CORP CMN 571834100 420,200.00 8,800 SOLE 1 8,800 MASCO CORPORATION CMN 574599106 2,031,777.00 82,092 SOLE 1 82,092 MATRIX PHARMACEUTICAL INC CMN 576844104 790,050.00 274,800 SOLE 1 274,800 MATTEL INC CMN 577081102 1,963,500.00 70,125 SOLE 1 70,125 MAY DEPT.STORES CO. CMN 577778103 2,515,929.50 48,853 SOLE 1 48,853 MAYTAG CORPORATION CMN 578592107 786,012.75 16,461 SOLE 1 16,461 MBIA INC CMN 55262C100 905,117.56 16,859 SOLE 1 16,859 MBNA CORP CMN 55262L100 2,934,406.00 102,512 SOLE 1 102,512 MBO PROPERTIES INC CMN 55263L109 191,711.00 29,494 SOLE 1 29,494 MC DONALDS CORP CMN 580135101 11,966,567.81 200,487 SOLE 1 200,487 MCDERMOTT INTL CMN 580037109 434,070.88 16,114 SOLE 1 16,114 MCGRAW-HILL COMPANIES INC CMN 580645109 1,599,899.00 20,188 SOLE 1 20,188 MCI CAPITAL I QUIPS PFD 55267Y206 280,500.00 11,000 SOLE 1 11,000 MCI WORLDCOM INC CMN 55268B106 20,961,803.25 428,886 SOLE 1 428,886 MCKESSON CORP (NEW) CMN 581557105 339,012.50 3,700 SOLE 1 3,700 MCKESSON CORP CONV PFD CNV 58155P204 248,500.00 200,000 SOLE 1 200,000 MCORP CMN 55267M103 12.80 12,800 SOLE 1 12,800 MEAD CORPORATION CMN 582834107 746,564.44 25,361 SOLE 1 25,361 MEDIAONE GROUP INC CMN 58440J104 5,800,515.75 130,532 SOLE 1 130,532 MEDPARTNERS INC CMN 58503X107 7,397,325.00 2,276,100 SOLE 1 2,276,100 MEDTRONIC INC CMN 585055106 5,936,010.00 102,345 SOLE 1 102,345 MELLON BANK CORP CMN 585509102 3,111,570.00 56,574 SOLE 1 56,574 MEMCO SOFTWARE LTD CMN M69065106 453,138.00 32,367 SOLE 1 32,367 MEMOREX TELEX N.V. (NEW) CMN 586014102 9,199.57 919,957 SOLE 1 919,957 MERCANTILE BANCORP INC CMN 587342106 1,320,444.00 27,296 SOLE 1 27,296 MERCHANTS CAP CORP CL-B CONV CMN 588530204 4,800.00 96,000 SOLE 1 96,000 MERCK & CO.INC. CMN 589331107 32,730,985.69 252,627 SOLE 1 252,627 MEREDITH CORP. CMN 589433101 373,216.00 11,663 SOLE 1 11,663 MERIDIAN INDUSTRIAL TR 8.75% PFD 589643204 3,236,284.00 140,708 SOLE 1 140,708 MERRILL LYNCH CO INC CMN 590188108 6,970,631.88 147,722 SOLE 1 147,722 MERRY LAND & INVESTMENT PFD 590438701 6,869,362.50 300,300 SOLE 1 300,300 MERRY-GO-ROUND ENTERPRISES INC CMN 590436101 798.44 51,100 SOLE 1 51,100 METRA BIOSYSTEMS INC CMN 591591102 45,000.00 60,000 SOLE 1 60,000 METRIS CO. INC. CMN 591598107 18,101,177.13 388,229 SOLE 1 388,229 METROMEDIA INTL GROUP INC PFD 591695200 497,992.60 22,700 SOLE 1 22,700 METSA SERLA 144A CNV 59267KAA7 5,733,400.00 5,260,000 SOLE 1 5,260,000 MFS GOVT MKTS INCOME TRUST CMN 552939100 168,750.00 25,000 SOLE 1 25,000 MGIC INVESTMENT CORP CMN 552848103 647,045.63 17,547 SOLE 1 17,547 MICRO WAREHOUSE INC CMN 59501B105 317,818.75 21,100 SOLE 1 21,100 MICRON TECHNOLOGY INC CNV 595112AB9 12,978,615.00 14,012,000 SOLE 1 14,012,000 MICRON TECHNOLOGY INC CMN 595112103 1,264,130.25 41,532 SOLE 1 41,532 MICROSCIENCE INTL CORP CMN 59513U109 5,022.00 81,000 SOLE 1 81,000 MICROSOFT CORP 2.75% CNV EXC PFD 594918203 8,943,118.13 92,795 SOLE 1 92,795 MICROSOFT CORP. CMN 594918104 373,798,885.13 3,396,242 SOLE 1 3,396,242 MIDWAY GAMES INC CMN 598148104 11,687,500.00 1,000,000 SOLE 1 1,000,000 MILLENIUM CHEMS INC CMN 599903101 186,250.00 10,000 SOLE 1 10,000 MILLENNIUM PHARMACEUTICALS INC CMN 599902103 785,784.38 45,225 SOLE 1 45,225 MILLIPORE CORP. CMN 601073109 207,952.81 10,909 SOLE 1 10,909 MINNESOTA MNG. & MFG.CO. CMN 604059105 6,588,325.69 89,409 SOLE 1 89,409 MIRAGE RESORTS INC CMN 60462E104 576,518.25 34,419 SOLE 1 34,419 MOBIL CORPORATION CMN 607059102 13,311,767.81 175,299 SOLE 1 175,299 MOBILEMEDIA CORPORATION CMN 607415106 4,201.00 84,020 SOLE 1 84,020 MOLECULAR BIOSYSTEMS INC CMN 608513107 210,018.75 48,700 SOLE 1 48,700 MOLTEN METAL TECH SUB NT CV CNV 608712AA3 101,000.00 5,050,000 SOLE 1 5,050,000 MOLTEN METAL TECHNOLOGY SUB NT CNV 608712AB1 23,200.00 1,160,000 SOLE 1 1,160,000 MONSANTO COMPANY CMN 611662107 8,642,306.25 153,641 SOLE 1 153,641 MORGAN J P & CO INC CMN 616880100 49,273,160.13 582,253 SOLE 1 582,253 MORGAN STANLEY DEAN WITTER CMN 617446448 6,255,065.63 145,045 SOLE 1 145,045 MORTON INTERNATIONAL INC (NEW) CMN 619335102 560,262.50 25,612 SOLE 1 25,612 MOSTOSTAL EXPORT SPONS ADR CMN 619716103 10,626.00 11,500 SOLE 1 11,500 MOTOROLA INC CMN 620076109 5,216,344.00 121,664 SOLE 1 121,664 MOTOROLA INC ZERO LIQ YLD OPT CNV 620076AE9 81,125.00 100,000 SOLE 1 100,000 MYLAN LABS INC CMN 628530107 271,400.00 9,200 SOLE 1 9,200 NAB ASSET CORP LIQUIDATING CMN 628712986 332.15 33,215 SOLE 1 33,215 NAB ASSET CORPORATION CMN 628712200 46,708.13 24,911 SOLE 1 24,911 NABI INC CMN 628716102 1,041,250.00 476,000 SOLE 1 476,000 NABISCO HOLDINGS CORP. CMN 629526104 4,635,721.88 128,994 SOLE 1 128,994 NABORS INDUSTRIES INC CMN 629568106 3,198,487.50 210,600 SOLE 1 210,600 NALCO CHEMICAL CO. CMN 629853102 462,914.00 15,692 SOLE 1 15,692 NATIONAL CITY CORP CMN 635405103 4,728,312.19 71,709 SOLE 1 71,709 NATIONAL DATA CORP CONV CNV 635621AA3 2,329,950.00 2,536,000 SOLE 1 2,536,000 NATIONAL SEMICONDUCTOR IND CNV 637640AB9 195,963.72 244,000 SOLE 1 244,000 NATIONAL SERVICE IND.INC CMN 637657107 387,217.50 12,148 SOLE 1 12,148 NATIONAL WESTMINSTER BK PLC PFD 638539809 217,812.50 8,500 SOLE 1 8,500 NATIONSBANK CORP CMN 638585109 10,425,384.50 194,867 SOLE 1 194,867 NATL SEMICONDUCTOR CORP CMN 637640103 303,596.56 31,339 SOLE 1 31,339 NAVIGANT INTERNATIONAL INC CMN 63935R108 2,899,451.25 478,260 SOLE 1 478,260 NAVISTAR INTL CORP (NEW) CMN 63934E108 1,926,088.88 85,131 SOLE 1 85,131 NCR CORPORATION CMN 63934E108 218,500.00 7,600 SOLE 1 7,600 NESTLE SA SPONSORED ADR CMN 641069406 3,322,066.38 33,397 SOLE 1 33,397 NETWORK ASSOCIATES INC SUB NT CNV 640938AB2 6,283,300.00 16,535,000 SOLE 1 16,535,000 NETWORK ASSOCIATES SUB CONV CNV 640938AA4 1,930,400.00 5,080,000 SOLE 1 5,080,000 NETWORKS ASSOCIATES INC CMN 640938106 362,987.50 10,225 SOLE 1 10,225 NEW CENTURY ENERGIES INC CMN 64352U103 287,256.25 5,900 SOLE 1 5,900 NEW ENGLAND ELEC.SYSTEM CMN 644001109 215,800.00 5,200 SOLE 1 5,200 NEW HOLLAND N.V. CMN N62648105 457,875.00 40,700 SOLE 1 40,700 NEW PLAN EXCEL REALTY TRUST PFD 648053502 18,522,123.75 759,882 SOLE 1 759,882 NEW WORLD COMPUTERS INC. CMN 649270105 0.00 10,000 SOLE 1 10,000 NEW YORK TIMES CO.A CMN 650111107 1,233,045.00 44,838 SOLE 1 44,838 NEWELL CO (HOLDING CO) CMN 651192106 971,366.00 21,088 SOLE 1 21,088 NEWFIELD EXPLORATION CO. CMN 651290108 27,198,000.00 1,208,800 SOLE 1 1,208,800 NEWMONT MINING CORP CMN 651639106 820,474.50 33,834 SOLE 1 33,834 NEWS AMER HLDGS LIQ YLD OPT NT CNV 652478AS7 34,301,383.80 63,010,000 SOLE 1 63,010,000 NEXSTAR PHARMACEUTICALS INC CMN 65333B106 410,000.00 40,000 SOLE 1 40,000 NEXTEL COMMUNICATIONS CL A CMN 65332V103 1,229,479.31 60,903 SOLE 1 60,903 NEXTLINK COMMUNICATIONS PFD 65333H608 5,450,287.50 103,815 SOLE 1 103,815 NIAGARA MOHAWK 4.85% PFD PFD 653522607 899,020.00 11,380 SOLE 1 11,380 NIAGARA MOHAWK POWER CMN 653522102 453,101.25 29,470 SOLE 1 29,470 NICE SYSTEMS LTD ADR CMN 653656108 217,356.00 14,736 SOLE 1 14,736 NICOR INC CMN 654086107 472,304.63 11,398 SOLE 1 11,398 NIKE CLASS-B CMN 654106103 2,079,648.56 56,493 SOLE 1 56,493 NIPPON DENRO ISPAT 144A CNV 654554AA2 315,000.00 700,000 SOLE 1 700,000 NOBLE DRILLING CORP CMN 655042109 35,863,150.00 2,431,400 SOLE 1 2,431,400 NORDSTROM INC CMN 655664100 1,038,980.25 41,979 SOLE 1 41,979 NORFOLK SOUTHERN CORP CMN 655844108 2,336,537.81 80,397 SOLE 1 80,397 NORTEL INVERSORA ADR CMN 656567401 13,937,312.50 644,500 SOLE 1 644,500 NORTH AMERICAN VACCINE INC. CMN 657201109 154,000.00 14,000 SOLE 1 14,000 NORTH AMERICAN VACCINE, INC. CNV 657201AC3 348,328.75 539,000 SOLE 1 539,000 NORTHERN STATES POWER CO MINN CMN 665772109 964,985.19 34,387 SOLE 1 34,387 NORTHERN TELECOM LTD CMN 665815106 4,369,766.06 136,289 SOLE 1 136,289 NORTHERN TRUST CORP CMN 665859104 1,433,045.25 20,997 SOLE 1 20,997 NORTHROP GRUMMAN CORP.COMMON CMN 666807102 957,103.00 13,111 SOLE 1 13,111 NORWEST CORP CMN 669380107 5,084,460.00 141,235 SOLE 1 141,235 NOVARTIS AG-ADR CMN 66987V109 56,377,866.46 703,422 SOLE 1 703,422 NOVELL INC CMN 670006105 136,384,578.75 11,133,435 SOLE 1 11,133,435 NUCOR CORP CMN 670346105 693,834.38 17,079 SOLE 1 17,079 OAKWOOD HOMES CORP CMN 674098108 879,375.00 67,000 SOLE 1 67,000 OCCIDENTAL PETROLEUM CORP CMN 674599105 39,182,137.50 1,822,425 SOLE 1 1,822,425 OCWEN FINANCIAL CORP CMN 675746101 560,000.00 64,000 SOLE 1 64,000 OFFICE DEPOT INC CMN 676220106 373,100.00 16,400 SOLE 1 16,400 OFFICE DEPOT LIQ YIELD OPT NTS CNV 676220AA4 2,759,009.76 3,952,000 SOLE 1 3,952,000 OLD REPUBLIC INTL CORP CMN 680223104 216,125.00 9,500 SOLE 1 9,500 OLYMPIA BROADCASTING CORP CMN 681455101 0.00 10,182 SOLE 1 10,182 OMNICARE INC SUB DEB CONV 144A CNV 681904AB4 963,051.25 875,000 SOLE 1 875,000 OMNICARE INC. CMN 681904108 2,467,500.00 70,000 SOLE 1 70,000 OMNICOM GROUP CMN 681919106 1,732,995.00 38,511 SOLE 1 38,511 OMNICOM GROUP SUB DEB CONV CNV 681919AE6 17,320,228.50 11,325,000 SOLE 1 11,325,000 OMNICOM GROUP SUB DEB CONV CNV 681919AC0 5,352,830.00 3,500,000 SOLE 1 3,500,000 OMNIPOINT CORP CMN 68212D102 3,060,531.25 411,500 SOLE 1 411,500 OMNIPOINT CORP CONV PFD PFD 68212D607 1,096,875.00 45,000 SOLE 1 45,000 OMNIPOINT CORP PFD CONV 144A PFD 68212D300 7,401,250.00 310,000 SOLE 1 310,000 ONCORMED INC CMN 68231D109 578,625.00 308,600 SOLE 1 308,600 ONEOK INC CMN 682680103 207,094.00 6,091 SOLE 1 6,091 OPEN JT STK CO-VIMPEL CMN 68370R109 85,050.00 16,200 SOLE 1 16,200 OPTICAL CABLE CORP CMN 683827109 327,554.00 26,336 SOLE 1 26,336 ORACLE CORPORATION CMN 68389X105 79,970,143.50 2,745,756 SOLE 1 2,745,756 ORFA CORP AMERICA CMN 686165101 0.00 1,135,851 SOLE 1 1,135,851 ORGANOGENESIS INC CMN 685906109 208,125.00 20,000 SOLE 1 20,000 ORYX ENERGY COMPANY CMN 68763F100 292,245.19 22,589 SOLE 1 22,589 OWENS CORNING CMN 69073F103 266,165.88 8,174 SOLE 1 8,174 OWENS CORNING CAPITAL PFD 690733209 6,189,750.00 126,000 SOLE 1 126,000 OWENS-ILLINOIS INC CMN 690768403 983,325.00 39,333 SOLE 1 39,333 OXFORD HEALTH PLANS INC CMN 691471106 145,250.00 14,000 SOLE 1 14,000 P G & E CORPORATION CMN 69331C108 2,609,478.75 81,866 SOLE 1 81,866 P P & L RESOURCES INC CMN 693499105 885,209.63 34,211 SOLE 1 34,211 P.T. TELEKOMUNIKASI INDONESIA CMN 715684106 81,662.50 27,800 SOLE 1 27,800 PACCAR INC CMN 693718108 487,454.06 11,835 SOLE 1 11,835 PACIFIC COAST MEDICAL CMN 694096108 0.00 68,330 SOLE 1 68,330 PACIFICORP CMN 695114108 1,441,016.50 74,858 SOLE 1 74,858 PACIFICORP $7.48 NO PAR PFD 695114652 9,833,381.25 80,850 SOLE 1 80,850 PAGEMART WIRELESS CLASS A CMN 69553J104 1,503,225.00 235,800 SOLE 1 235,800 PAGING NETWORK INC CMN 695542100 3,793,656.25 629,000 SOLE 1 629,000 PAIN SUPRESSION LABS INC CMN 695624106 150.00 15,000 SOLE 1 15,000 PAINE WEBBER GROUP INC CMN 695629105 331,500.00 11,050 SOLE 1 11,050 PALL CORP CMN 696429307 599,062.50 27,000 SOLE 1 27,000 PAN AM CORP SR CNV SUB DEB CNV 698057AS5 0.00 100,000 SOLE 1 100,000 PANEX LIQ TR INDUSTRIES SBI CMN 698405990 0.00 247,203 SOLE 1 247,203 PARACELSUS HEALTHCARE CORP CMN 698891108 702,737.50 330,700 SOLE 1 330,700 PARAMETRIC TECHNOLOGY CORP CMN 699173100 10,664,207.31 1,059,797 SOLE 1 1,059,797 PARKER-HANNIFIN CORP. CMN 701094104 869,784.38 29,298 SOLE 1 29,298 PAYCHEX INC CMN 704326107 1,324,950.00 25,696 SOLE 1 25,696 PECO ENERGY COMPANY CMN 693304107 2,112,463.50 57,482 SOLE 1 57,482 PENNEY J C INC CMN 708160106 2,540,451.69 56,533 SOLE 1 56,533 PENNZOIL CO CMN 709903108 397,223.06 11,329 SOLE 1 11,329 PENNZOIL CO CONV DEB CNV 709903BG2 23,218,595.54 23,233,000 SOLE 1 23,233,000 PENNZOIL CO DEB CONV CNV 709903BE7 3,839,810.92 2,684,000 SOLE 1 2,684,000 PENNZOIL CO DEB CONV CNV 709903BH0 3,786,650.82 3,789,000 SOLE 1 3,789,000 PEOPLES BANK OF BRIDEPORT CT CMN 710198102 1,531,250.00 62,500 SOLE 1 62,500 PEOPLES ENERGY CORP CMN 711030106 320,364.00 8,899 SOLE 1 8,899 PEOPLESOFT INC CMN 712713106 843,421.50 25,852 SOLE 1 25,852 PEP BOYS MANNY-MOE &JACK CMN 713278109 243,233.50 17,852 SOLE 1 17,852 PEPSICO INC (NORTH CAROLINA) CMN 713448108 8,797,249.69 298,845 SOLE 1 298,845 PERKIN-ELMER CORP CMN 714041100 605,480.31 8,815 SOLE 1 8,815 PETRIE STORES LIQUIDATING CMN 716437108 4,192,875.00 1,863,500 SOLE 1 1,863,500 PETROLEO BRASILEIR SA ADR 144A CMN 71654V200 230,688.50 22,504 SOLE 1 22,504 PETROLEO BRASILEIRO(PETROBRAS) CMN 71654V101 968,719.50 94,500 SOLE 1 94,500 PFIZER INC. CMN 717081103 29,336,213.25 277,411 SOLE 1 277,411 PHARMACIA & UPJOHN INC CMN 716941109 5,828,174.00 116,128 SOLE 1 116,128 PHARMERICA INC CMN 717135107 2,302,781.25 423,500 SOLE 1 423,500 PHELPS DODGE CORP CMN 717265102 534,765.31 10,247 SOLE 1 10,247 PHILIP MORRIS CO INC (HLDG CO) CMN 718154107 47,592,036.25 1,029,017 SOLE 1 1,029,017 PHILLIPS PETROLEUM CO. CMN 718507106 2,672,122.00 59,216 SOLE 1 59,216 PHOTRONICS INC CNV 719405AA0 663,625.90 805,000 SOLE 1 805,000 PIONEER FINL SERVICES SUB NT CNV 723672AE1 18,456,690.00 15,036,000 SOLE 1 15,036,000 PIONEER HI BRED INTL INC CMN 723686101 1,367,995.31 51,501 SOLE 1 51,501 PIONEER NATURAL RESOURCES CO CMN 723787107 215,156.25 15,300 SOLE 1 15,300 PITNEY-BOWES INC CMN 724479100 2,340,923.50 44,536 SOLE 1 44,536 PLATNINUM TECHNOLOGY INC CNV 72764TAD3 875,000.00 1,000,000 SOLE 1 1,000,000 PLAYERS INTERNATIONAL INC. CMN 727903106 2,163,150.00 455,400 SOLE 1 455,400 PNC BANK CORP CMN 693475105 2,633,175.00 58,515 SOLE 1 58,515 PNP PRIME CORP 17% EXCH PFD PFD 69347R206 0.00 548,894 SOLE 1 548,894 POGO PRODUCING CO CMN 730448107 3,286,250.00 220,000 SOLE 1 220,000 POGO PRODUCING CO (REGISTERED) CNV 730448AE7 12,966,250.00 18,040,000 SOLE 1 18,040,000 POGO PRODUCING CO. CONV 144A CNV 730448AC1 531,875.00 740,000 SOLE 1 740,000 POHANG IRON & STEEL CO.,LTD CMN 730450103 400,010.00 28,960 SOLE 1 28,960 POLAROID CORP. CMN 731095105 327,369.00 13,328 SOLE 1 13,328 POLLY PECK INTL PLC SPON ADR CMN 731649406 0.00 460,500 SOLE 1 460,500 POTLATCH CORP CMN 737628107 243,001.88 7,134 SOLE 1 7,134 PPG INDUSTRIES INC. CMN 693506107 1,473,624.00 27,008 SOLE 1 27,008 PRAXAIR INC CMN 74005P104 1,226,925.31 37,535 SOLE 1 37,535 PREMIERE TECHNOLOGIES SUB NT CNV 74058FAC6 3,141,500.00 6,100,000 SOLE 1 6,100,000 PREMISYS COMMUNICATIONS CMN 740584107 12,270,741.00 1,752,963 SOLE 1 1,752,963 PRIMUS TELECOMMUNICATIONS GP CMN 741929103 586,406.25 67,500 SOLE 1 67,500 PROCTER & GAMBLE CO CMN 742718109 18,773,230.38 263,947 SOLE 1 263,947 PROGRESSIVE CORP OF OHIO CMN 743315103 11,835,705.75 104,973 SOLE 1 104,973 PROLOGIS TRUST 7.92% PFD 743410508 2,011,125.00 86,500 SOLE 1 86,500 PROTEIN DESIGN LABS CMN 74369L103 960,000.00 40,000 SOLE 1 40,000 PROVIDENT COMPANIES INC CMN 743862104 1,063,057.50 31,498 SOLE 1 31,498 PROVIDIAN FINANCIAL CORP CMN 74406A102 4,258,181.19 50,207 SOLE 1 50,207 PUBLIC SVC CO N H PFD SER-A PFD 744482837 9,692,552.50 355,690 SOLE 1 355,690 PUBLIC-SVC ENTERPRISE GROUP CMN 744573106 2,145,204.50 54,568 SOLE 1 54,568 PULTE CORP CMN 745867101 246,183.75 9,972 SOLE 1 9,972 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/AAPL(LAAMC) @ PUT 0378349MC 22,500.00 90,000 PUT SOLE 1 90,000 PUT/AFCI(AQFXV) @ PUT 00754A9XV 140,625.00 25,000 PUT SOLE 1 25,000 PUT/AOL(AOLMJ) @ PUT 02364J9MJ 18,000.00 18,000 PUT SOLE 1 18,000 PUT/APM(APMVB) @ PUT 0382139VB 250,312.50 44,500 PUT SOLE 1 44,500 PUT/ASD(ASDMH) @ PUT 0297129MH 170,312.50 12,500 PUT SOLE 1 12,500 PUT/AVP(AVPVZ) @ PUT 0543039VZ 58,500.00 12,000 PUT SOLE 1 12,000 PUT/AZO(AZOXF) @ PUT 0533329XF 61,812.50 11,500 PUT SOLE 1 11,500 PUT/BA(BAMI) @ PUT 0970279MI 534,437.50 50,300 PUT SOLE 1 50,300 PUT/BKX(BKVVD) @ PUT 6929279VD 696,000.00 58,000 PUT SOLE 1 58,000 PUT/BKX(BKVVN) @ PUT 6929279VN 784,375.00 25,000 PUT SOLE 1 25,000 PUT/BKX(BKXVT) @ PUT 6929289VT 2,413,125.00 45,000 PUT SOLE 1 45,000 PUT/BOST(BQNMU) @ PUT 1005789MU 70,000.00 10,000 PUT SOLE 1 10,000 PUT/BTK(BTKVL) @ PUT 09066D9VL 400,000.00 20,000 PUT SOLE 1 20,000 PUT/CAT(CATVJ) @ PUT 1491239VJ 420,000.00 70,000 PUT SOLE 1 70,000 PUT/CBTSY(QAGNM) @ PUT 1248539NM 572,000.00 11,000 PUT SOLE 1 11,000 PUT/CCI(CCIMA) @ PUT 1730349MA 1,093,312.50 59,500 PUT SOLE 1 59,500 PUT/CCI(CCIMB) @ PUT 1730349MB 8,396,437.50 379,500 PUT SOLE 1 379,500 PUT/CIEN(EUQVD) @ PUT 1717799VD 587,500.00 100,000 PUT SOLE 1 100,000 PUT/CPQ(CPQWF) @ PUT 2044939WF 325,000.00 200,000 PUT SOLE 1 200,000 PUT/EK(EKML) @ PUT 2774619ML 91,875.00 105,000 PUT SOLE 1 105,000 PUT/EK(EKMN) @ PUT 2774619MN 146,875.00 50,000 PUT SOLE 1 50,000 PUT/FCXA(FXAXV) @ PUT 35671D9XV 23,750.00 20,000 PUT SOLE 1 20,000 PUT/FNM(FNMXM) @ PUT 3135869XM 555,000.00 120,000 PUT SOLE 1 120,000 PUT/FP(FPVI) @ PUT 33763B9VI 335,000.00 10,000 PUT SOLE 1 10,000 PUT/FTU(FTUML) @ PUT 3373589ML 243,750.00 25,000 PUT SOLE 1 25,000 PUT/G(GVI) @ PUT 3757669VI 833,750.00 115,000 PUT SOLE 1 115,000 PUT/GE(GEMO) @ PUT 3696049MO 624,375.00 135,000 PUT SOLE 1 135,000 PUT/GPS(GPSXK) @ PUT 3647609XK 78,000.00 12,000 PUT SOLE 1 12,000 PUT/GSTRF(YVQXE) @ PUT G3930H9XE 265,000.00 20,000 PUT SOLE 1 20,000 PUT/IBM(IBMMQ) @ PUT 4592059MQ 34,375.00 55,000 PUT SOLE 1 55,000 PUT/IBM(IBMMS) @ PUT 4592059MS 15,625.00 10,000 PUT SOLE 1 10,000 PUT/IBM(LIBMB) @ PUT 4592019MB 1,184,812.50 133,500 PUT SOLE 1 133,500 PUT/IMCC(IQWVC) @ PUT 4499239VC 252,500.00 20,000 PUT SOLE 1 20,000 PUT/INTC(INQVQ) @ PUT 4581409VQ 256,250.00 100,000 PUT SOLE 1 100,000 PUT/INTC(INQVS) @ PUT 4581409VS 925,000.00 100,000 PUT SOLE 1 100,000 PUT/INTC(LNLMN) @ PUT 4581449MN 6,125,000.00 1,000,000 PUT SOLE 1 1,000,000 PUT/IP(IPMH) @ PUT 4601469MH 238,000.00 238,000 PUT SOLE 1 238,000 PUT/K(KXH) @ PUT 4878369XH 67,500.00 10,000 PUT SOLE 1 10,000 PUT/KM(KMXW) @ PUT 4825849XW 421,875.00 75,000 PUT SOLE 1 75,000 PUT/LEH(LEHVK) @ PUT 5249089VK 527,500.00 20,000 PUT SOLE 1 20,000 PUT/LGTO(EQNVK) @ PUT 5246529VK 87,875.00 18,500 PUT SOLE 1 18,500 PUT/LHSG(QLHVJ) @ PUT 5019309VJ 75,000.00 15,000 PUT SOLE 1 15,000 PUT/MSFT(LMFMQ) @ PUT 5949199MQ 892,500.00 170,000 PUT SOLE 1 170,000 PUT/NDX(NDYVH) @ PUT 12486W9VH 346,875.00 25,000 PUT SOLE 1 25,000 PUT/OEX(OEWXT) @ PUT 7837909XT 660,000.00 20,000 PUT SOLE 1 20,000 PUT/OEX(OEXVQ) @ PUT 7837909VQ 144,000.00 12,000 PUT SOLE 1 12,000 PUT/ORG(ORGVF) @ PUT 6859069VF 380,000.00 20,000 PUT SOLE 1 20,000 PUT/OSX(OSXVL) @ PUT 69333V9VL 87,500.00 25,000 PUT SOLE 1 25,000 PUT/OSX(OSXVM) @ PUT 69333V9VM 368,750.00 50,000 PUT SOLE 1 50,000 PUT/RUT(RUZXN) @ PUT 12484L9XN 1,184,200.00 49,600 PUT SOLE 1 49,600 PUT/SEG(SEGXE) @ PUT 8118049XE 73,125.00 30,000 PUT SOLE 1 30,000 PUT/SNE(SNEVP) @ PUT 8356999VP 166,875.00 15,000 PUT SOLE 1 15,000 PUT/SNE(SNEVQ) @ PUT 8356999VQ 2,000,000.00 125,000 PUT SOLE 1 125,000 PUT/SNE(SNEVR) @ PUT 8356999VR 1,075,062.50 51,500 PUT SOLE 1 51,500 PUT/SOC(SOCMA) @ PUT 8670719MA 46,875.00 75,000 PUT SOLE 1 75,000 PUT/SOC(SOCMU) @ PUT 8670719MU 52,500.00 30,000 PUT SOLE 1 30,000 PUT/T(TML) @ PUT 0019579ML 1,375,000.00 275,000 PUT SOLE 1 275,000 PUT/T(TVM) @ PUT 0019579VM 132,500.00 20,000 PUT SOLE 1 20,000 PUT/TALK(QQKVE) @ PUT 8791769VE 135,000.00 10,000 PUT SOLE 1 10,000 PUT/TBH(TBHMR) @ PUT 8792889MR 481,062.50 21,500 PUT SOLE 1 21,500 PUT/TBH(TBHVP) @ PUT 8792879VP 1,743,750.00 155,000 PUT SOLE 1 155,000 PUT/TBR(TBRMQ) @ PUT 8792879MQ 2,800,000.00 140,000 PUT SOLE 1 140,000 PUT/TBR(TBRVA) @ PUT 8792879VA 10,598,750.00 305,000 PUT SOLE 1 305,000 PUT/TBR(TBRVB) @ PUT 8792879VB 6,358,500.00 157,000 PUT SOLE 1 157,000 PUT/TBR(TYRMI) @ PUT 8792879MI 90,625.00 50,000 PUT SOLE 1 50,000 PUT/TBR(TYRMM) @ PUT 8792879MM 648,125.00 85,000 PUT SOLE 1 85,000 PUT/TBR(TYRMO) @ PUT 8792889MO 1,416,250.00 110,000 PUT SOLE 1 110,000 PUT/TBR(TYRVL) @ PUT 92999W9VL 46,250.00 20,000 PUT SOLE 1 20,000 PUT/TBR(TYRVN) @ PUT 8792889VN 293,750.00 50,000 PUT SOLE 1 50,000 PUT/TDP(TDPVD) @ PUT 8793849VD 3,100,000.00 400,000 PUT SOLE 1 400,000 PUT/TMX(TMXME) @ PUT 8794039ME 14,062.50 25,000 PUT SOLE 1 25,000 PUT/TMX(TMXMG) @ PUT 8794039MG 469,437.50 203,000 PUT SOLE 1 203,000 PUT/TMX(TMXMH) @ PUT 8794039MH 135,625.00 35,000 PUT SOLE 1 35,000 PUT/TMX(TMXMI) @ PUT 8794069MI 1,150,000.00 200,000 PUT SOLE 1 200,000 PUT/TMX(TMXVG) @ PUT 8794039VG 5,000.00 20,000 PUT SOLE 1 20,000 PUT/TMX(TMXWI) @ PUT 8794039WI 53,625.00 13,000 PUT SOLE 1 13,000 PUT/UMG(UMGMH) @ PUT 58440J9MH 75,000.00 50,000 PUT SOLE 1 50,000 PUT/VNT(VNTMX) @ PUT 2044219MX 675,000.00 100,000 PUT SOLE 1 100,000 PUT/VNT(VNTPD) @ PUT 2044219PD 293,750.00 50,000 PUT SOLE 1 50,000 PUT/WAMU(WAQVH) @ PUT 9393229VH 376,125.00 59,000 PUT SOLE 1 59,000 PUT/XRS B(XRSVE) @ PUT 0200399VE 3,200.00 25,600 PUT SOLE 1 25,600 PUT/XRX(LXXMR) @ PUT 9841239MR 151,250.00 10,000 PUT SOLE 1 10,000 PUT/XRX(XRXMP) @ PUT 9841219MP 843,750.00 150,000 PUT SOLE 1 150,000 PUT/YHOO(YHQVT) @ PUT 9843349VT 325,000.00 200,000 PUT SOLE 1 200,000 QAD INC CMN 74727D108 124,775.00 32,200 SOLE 1 32,200 QINGLING MOTORS LTD 144A CNV 747273AA8 542,767.50 1,683,000 SOLE 1 1,683,000 QUAKER OATS CO. CMN 747402105 1,932,132.00 32,748 SOLE 1 32,748 QUALCOMM FINL TR I TR PFD PFD 74752R402 9,996,446.60 236,950 SOLE 1 236,950 QUANTUM CORP CMN 747906105 7,309,310.38 460,429 SOLE 1 460,429 QUINENCO S.A. ADR CMN 748718103 2,601,562.50 375,000 SOLE 1 375,000 QUINTILES TRANSNATIONAL 4.25% CNV U74896AA6 704,028.75 591,000 SOLE 1 591,000 QUINTILES TRANSNATIONAL CNV CNV 748767AA8 1,372,320.00 1,152,000 SOLE 1 1,152,000 QUINTILES TRANSNATIONAL CONV CNV 748767AC4 1,436,647.50 1,206,000 SOLE 1 1,206,000 QUINTILES TRANSNATIONAL CORP CMN 748767100 551,250.00 12,600 SOLE 1 12,600 QWEST COMMUNICATIONS INT'L INC CMN 749121109 1,026,862.13 32,794 SOLE 1 32,794 R & B FALCON CORPORATION CMN 74912E101 2,524,198.75 209,260 SOLE 1 209,260 R R DONNELLEY & SONS CO CMN 257867101 989,542.88 28,122 SOLE 1 28,122 RAC FINANCIAL GROUP SUB NT CV CNV 749207AD8 3,210,985.40 3,955,000 SOLE 1 3,955,000 RAINFOREST CAFE INC CMN 75086K104 638,656.25 95,500 SOLE 1 95,500 RALSTON-RALSTON PURINA GROUP CMN 751277302 1,442,902.50 49,330 SOLE 1 49,330 RAYCHEM CO CMN 754603108 489,279.38 20,073 SOLE 1 20,073 RAYTHEON COMPANY CL-B (NEW) CMN 755111408 3,909,012.44 72,473 SOLE 1 72,473 READ RITE CORP CMN 755246105 932,484.38 119,358 SOLE 1 119,358 READER'S DIGEST A.C.E.S TRUST CNV 755271202 46,137.00 219,700 SOLE 1 219,700 READ-RITE CORP CONV SUB NTS CNV 755246AA3 1,387,843.75 2,495,000 SOLE 1 2,495,000 REDDI BRAKE SUPPLY CORP CMN 757275102 714.00 238,000 SOLE 1 238,000 REEBOK INTERNATIONAL LTD CMN 758110100 143,613.31 10,589 SOLE 1 10,589 REGAL COMMUN NEW CMN 758756308 0.00 257,800 SOLE 1 257,800 REGIONS FINANCIAL CORP CMN 758940100 1,563,607.50 43,134 SOLE 1 43,134 REPUBLIC N.Y. CORP. CMN 760719104 1,326,844.50 33,591 SOLE 1 33,591 RESOURCE AMERICA INC CL-A CMN 761195205 673,181.25 66,900 SOLE 1 66,900 REYNOLDS METALS CO CMN 761763101 606,430.50 11,804 SOLE 1 11,804 RIO HOTEL & CASINO INC CMN 767147101 6,612,043.75 478,700 SOLE 1 478,700 RITE AID CORP CMN 767754104 2,701,940.50 76,111 SOLE 1 76,111 RITE-AID CORP CONV NTS 144A CNV 767754AK0 2,385,000.00 2,000,000 SOLE 1 2,000,000 RJR NABISCO HOLDINGS CORP CMN 74960K876 7,583,956.25 301,100 SOLE 1 301,100 ROBERT HALF INTL INC CMN 770323103 405,962.50 9,400 SOLE 1 9,400 ROCHE HLDGS INC NTS CONV (PP) CNV 771196AE2 961,396.80 1,860,000 SOLE 1 1,860,000 ROCHE HOLDING AG CMN 771195104 2,370,230.34 22,021 SOLE 1 22,021 ROCHE HOLDINGS INC CNV 771196AA0 779,520.00 696,000 SOLE 1 696,000 ROCKWELL INTERNATIONAL CORP CMN 773903109 1,478,093.75 40,775 SOLE 1 40,775 ROHM AND HAAS CO CMN 775371107 639,770.94 23,003 SOLE 1 23,003 ROSLYN BANCORP INC CMN 778162107 169,312.50 10,500 SOLE 1 10,500 ROWAN COMPANIES INC CMN 779382100 2,793,011.00 246,896 SOLE 1 246,896 ROYAL DUTCH PETROLEUM COMPANY CMN 780257804 29,466,016.13 618,709 SOLE 1 618,709 RUBBERMAID INC CMN 781088109 748,046.88 31,250 SOLE 1 31,250 RYDER SYSTEM INC CMN 783549108 442,003.88 17,769 SOLE 1 17,769 S C I SYSTEMS INC CMN 783890106 6,219,868.75 230,900 SOLE 1 230,900 S R TELECOM INC CMN 78464P109 62,242.95 30,000 SOLE 1 30,000 SAFECO CORP CMN 786429100 1,145,572.50 27,480 SOLE 1 27,480 SAMSONITE CORP CMN 79604V105 76,106.88 12,818 SOLE 1 12,818 SAMSUNG ELECTRONICS CO LTD GDS CMN 796050888 243,880.00 20,800 SOLE 1 20,800 SANMINA CORP CMN 800907107 618,750.00 22,000 SOLE 1 22,000 SANTA FE ENERGY RESOURCES, INC CMN 802012104 21,614,706.25 2,290,300 SOLE 1 2,290,300 SANTANDER FIN LTD 8.125% PFD PFD G7804A210 555,550.00 21,680 SOLE 1 21,680 SAP AKTIENGESELLSCHAFT CMN 803054204 1,542,041.81 39,603 SOLE 1 39,603 SARA LEE CORP CMN 803111103 4,580,928.00 84,832 SOLE 1 84,832 SBC COMMUNICATIONS INC CMN 78387G103 16,919,788.13 381,291 SOLE 1 381,291 SCHERING-PLOUGH CORP CMN 806605101 15,671,536.13 151,142 SOLE 1 151,142 SCHLUMBERGER LTD CMN 806857108 27,557,206.88 541,665 SOLE 1 541,665 SCHOLASTIC CORPORATION 144A CNV 807066AA3 165,713.40 180,000 SOLE 1 180,000 SCHOOL SPECIALTY, INC. CMN 807863105 5,865,731.63 381,511 SOLE 1 381,511 SCI SYSTEMS INC SUB NT CV CNV 783890AD8 2,837,625.00 2,350,000 SOLE 1 2,350,000 SCIENTIFIC-ATLANTA INC. CMN 808655104 371,504.25 17,586 SOLE 1 17,586 SEACOR SMIT INC CMN 811904101 365,200.00 8,800 SOLE 1 8,800 SEAGATE TECHNOLOGY INC CMN 811804103 10,503,894.25 419,108 SOLE 1 419,108 SEALED AIR CORP CONV PFD 81211K209 12,516,146.25 345,273 SOLE 1 345,273 SEALED AIR CORPORATION (NEW) CMN 81211K100 489,504.38 15,357 SOLE 1 15,357 SEARS ROEBUCK & CO CMN 812387108 3,556,033.25 80,476 SOLE 1 80,476 SEMPRA ENERGY CMN 816851109 1,099,003.50 42,168 SOLE 1 42,168 SERVICE CORP INTERNATL CMN 817565104 1,805,846.25 56,654 SOLE 1 56,654 SFX ENTERTAINMENT CL-A CMN 784178105 311,250.00 10,000 SOLE 1 10,000 SHANGHAI INDUSTRIAL INV TR CNV 81943BAA3 1,436,850.00 1,395,000 SOLE 1 1,395,000 SHARED MEDICAL SYS CORP CMN 819486101 243,279.63 4,574 SOLE 1 4,574 SHERIDAN ENERGY INC CMN 823764105 997,102.50 398,841 SOLE 1 398,841 SHERWIN-WILLIAMS CO CMN 824348106 1,204,906.50 55,398 SOLE 1 55,398 SIBIA NEUROSCIENCES INC CMN 825732100 446,250.00 119,000 SOLE 1 119,000 SIGMA ALDRICH CORP CMN 826552101 661,699.50 22,916 SOLE 1 22,916 SIGNATURE RESORTS, INC. CONV CNV 82668BAA4 1,517,179.86 3,847,000 SOLE 1 3,847,000 SILICON GRAPHICS INC CMN 827056102 308,896.88 32,949 SOLE 1 32,949 SILICON GRAPHICS SENIOR NOTES CNV 827056AC6 1,097,235.00 1,332,000 SOLE 1 1,332,000 SKYTEL COMMUNICATIONS INC PFD 83087Q302 12,927,118.75 467,950 SOLE 1 467,950 SLM HOLDING CORP CMN 78442A109 1,326,531.56 40,895 SOLE 1 40,895 SMITH CORONA CORPORATION CMN 831858204 37,125.00 13,500 SOLE 1 13,500 SMITH INTERNATIONAL INC CMN 832110100 7,819,687.50 285,000 SOLE 1 285,000 SMITHFIELD FOODS INC. CMN 832248108 292,905.00 16,560 SOLE 1 16,560 SNAP-ON INC CMN 833034101 355,206.50 11,528 SOLE 1 11,528 SNYDER STRYPES TRUST CNV 833502107 40,051.00 132,400 SOLE 1 132,400 SOLECTRON CORPORATION CMN 834182107 26,589,062.50 552,500 SOLE 1 552,500 SOLUTIA INC CMN 834376105 971,425.00 42,700 SOLE 1 42,700 SONAT INC CMN 835415100 994,329.63 33,283 SOLE 1 33,283 SONY CORP AMER SHS NEW CMN 835699307 1,932,179.38 28,130 SOLE 1 28,130 SOUTHEAST BKG CONV SUB CAP NTS CNV 841338AG1 1,239,000.00 2,100,000 SOLE 1 2,100,000 SOUTHERN COMP CAP 7.125% TOPRS PFD 842636201 248,118.75 9,900 SOLE 1 9,900 SOUTHERN NEW ENGLAND CMN 843485103 51,844,025.00 665,200 SOLE 1 665,200 SOUTHTRUST CORP CMN 844730101 3,023,176.81 86,531 SOLE 1 86,531 SOUTHWEST AIRLINES CO CMN 844741108 1,234,703.25 60,973 SOLE 1 60,973 SPIEKER PROPERTIES 8% CUM PFD PFD 848497400 880,800.00 36,700 SOLE 1 36,700 SPORTS AUTHORITY INC SUB NT CV CNV 849176AC6 7,753,306.25 10,355,000 SOLE 1 10,355,000 SPORTS HEROES INC CMN 848914107 200.00 20,000 SOLE 1 20,000 SPRINT CORP CMN 852061100 6,443,064.00 89,487 SOLE 1 89,487 ST JUDE MEDICAL INC CMN 790849103 530,788.13 22,953 SOLE 1 22,953 ST PAUL CAPITAL LLC PFD 792856205 2,129,729.00 35,644 SOLE 1 35,644 ST.PAUL COMPANIES INC CMN 792860108 1,519,895.00 46,766 SOLE 1 46,766 STANLEY WORKS CMN 854616109 593,215.00 19,940 SOLE 1 19,940 STAPLES INC CNV SUB DEB 144A CNV 855030AC6 25,798,311.27 12,879,000 SOLE 1 12,879,000 STAPLES INC REGISTERED REG S CNV U85440AA0 801,252.00 400,000 SOLE 1 400,000 STAPLES, INC. CMN 855030102 1,263,330.63 43,007 SOLE 1 43,007 STARWOOD HOTELS & RESORTS CMN 855905204 218,912.63 7,207 SOLE 1 7,207 STATE STREET CORPORATION (NEW) CMN 857477103 1,851,251.06 33,929 SOLE 1 33,929 STEEL DYNAMICS INC CMN 858119100 487,500.00 37,500 SOLE 1 37,500 STERLING COMMERCE, INC. CMN 859205106 322,012.50 9,300 SOLE 1 9,300 STEWART & STEVENSON SVCS CMN 860342104 381,522.50 32,470 SOLE 1 32,470 STEWART ENTERPRISES INC CMN 860370105 195,975.00 11,700 SOLE 1 11,700 STONE CONTAINER CORP CMN 861589109 595,935.75 69,094 SOLE 1 69,094 STONE CONTAINER CP CV PFD S-E PFD 861589307 5,685,812.50 313,700 SOLE 1 313,700 STRATUS PROPERTIES INC CMN 863167102 2,400,926.50 724,808 SOLE 1 724,808 STUD LN MKTG ADJ PF SR-A PFD 863871208 286,375.00 5,800 SOLE 1 5,800 SUMMIT BANCORP CMN 866005101 1,372,350.00 36,596 SOLE 1 36,596 SUN COMPANY INC CMN 866762107 693,344.00 21,667 SOLE 1 21,667 SUN MICROSYSTEMS,INC CMN 866810104 3,867,741.38 77,646 SOLE 1 77,646 SUNAMERICA 8.5% PERCS UNITS CNV 866930860 84,203.81 164,100 SOLE 1 164,100 SUNAMERICA INC CMN 866930100 2,221,864.00 36,424 SOLE 1 36,424 SUNAMERICA INC DEP SHRS REPR PFD 866930878 46,939,500.00 274,500 SOLE 1 274,500 SUNBEAM CORP SUB DEB NT CONV CNV 867071AA0 1,620,894.60 10,170,000 SOLE 1 10,170,000 SUNTRUST BANKS INC $1.00 PAR CMN 867914103 1,896,022.00 30,581 SOLE 1 30,581 SUPERMKTS GEN HLDGS CP PFD PFD 868446204 7,752,879.75 268,498 SOLE 1 268,498 SUPERVALU INC CMN 868536103 594,398.81 25,497 SOLE 1 25,497 SWISS LIFE/ROYAL DUTCH GEMMS CNV 870883AB1 771,562.50 750,000 SOLE 1 750,000 SYNOVUS FINANCIAL CORPORATION CMN 87161C105 1,071,556.00 54,256 SOLE 1 54,256 SYSCO CORP CMN 871829107 1,514,621.06 64,281 SOLE 1 64,281 T ROWE PRICE ASSOCIATES,INC CMN 741477103 208,562.50 7,100 SOLE 1 7,100 TAIWAN SEMICONDUCTOR MFG CO CMN 874039100 9,542,529.50 778,982 SOLE 1 778,982 TANDY CORP CMN 875382103 1,340,549.50 25,057 SOLE 1 25,057 TATA ENGR & LOCOMO GDS 144A CMN 876568106 211,575.00 65,000 SOLE 1 65,000 TCI CL A COMMUNICATIONS INC PFD 872294202 1,445,350.00 6,850 SOLE 1 6,850 TCI COMMUNICATIONS INC PFD 872287206 6,022,500.00 73,000 SOLE 1 73,000 TECHNICAL CHEMICAL & PRODUCTS CMN 87840Q103 496,650.00 120,400 SOLE 1 120,400 TECHNOLOGY SOLUTIONS CMN 87872T108 228,678.75 20,327 SOLE 1 20,327 TECO ENERGY INC. CMN 872375100 211,362.50 7,400 SOLE 1 7,400 TEECO PPTYS LP UT PARTNR CMN 879002103 254,314.00 1,017,256 SOLE 1 1,017,256 TEKTRONIX INC. CMN 879131100 266,073.00 17,166 SOLE 1 17,166 TELE DE MEXICO (ADR NOM) CMN 879403400 326,064.38 149,058 SOLE 1 149,058 TELE-COMMUNICATIONS INC (NEW) CMN 87924V101 4,497,144.88 114,943 SOLE 1 114,943 TELECOMUNICACOES BRASILEIRAS CMN 879287100 98,930,203.75 1,428,595 SOLE 1 1,428,595 TELEFONICA DEL PERU (ADR) CMN 879384105 15,063,200.25 1,229,649 SOLE 1 1,229,649 TELEFONICA EUROPE BV CNV 879385AA0 1,416,800.00 1,120,000 SOLE 1 1,120,000 TELEFONICA OF ARGENTINA S.A. CMN 879378206 883,125.00 30,000 SOLE 1 30,000 TELEFONOS DE MEXICO SA CMN 879403780 1,729,200.00 39,300 SOLE 1 39,300 TELEPHONE & DATA SYS INC CMN 879433100 8,558,325.00 245,400 SOLE 1 245,400 TELLABS INC. CMN 879664100 1,659,862.75 41,692 SOLE 1 41,692 TEL-SAVE HOLDINGS INC CMN 879176105 223,750.00 20,000 SOLE 1 20,000 TEL-SAVE HOLDINGS INC SUB NT CNV 879176AF2 1,833,562.50 3,850,000 SOLE 1 3,850,000 TEL-SAVE HOLDINGS SUB NT CONV CNV 879176AC9 4,289,595.00 8,732,000 SOLE 1 8,732,000 TEMPLE INLAND INC CMN 879868107 576,798.00 12,048 SOLE 1 12,048 TENET HEALTHCARE CORPORATION CMN 88033G100 1,869,037.50 65,010 SOLE 1 65,010 TENNECO INC (NEW) CMN 88037E101 1,038,587.00 31,592 SOLE 1 31,592 TERA COMPUTER CO CMN 88076P108 313,100.00 40,400 SOLE 1 40,400 TEXACO INC CMN 881694103 7,328,758.94 117,143 SOLE 1 117,143 TEXAS INSTRUMENTS INC. CMN 882508104 4,454,014.00 84,038 SOLE 1 84,038 TEXAS UTILITIES CO CMN 882848104 2,586,360.63 55,546 SOLE 1 55,546 TEXTRON INC.DEL. CMN 883203101 2,384,805.63 39,337 SOLE 1 39,337 THE SOUTHERN CO. CMN 842587107 4,499,463.00 152,848 SOLE 1 152,848 THE TRAVELERS GROUP INC CMN 894190107 8,468,437.50 225,825 SOLE 1 225,825 THERMO ELECTRON CONV 144A CNV 883556AF9 6,181,473.00 7,100,000 SOLE 1 7,100,000 THERMO ELECTRON CORP. CMN 883556102 1,860,279.00 123,504 SOLE 1 123,504 THERMO INSTRUMENT SYS (REGSTR) CNV 883559AE6 1,253,117.25 1,575,000 SOLE 1 1,575,000 THOMAS & BETTS CO. CMN 884315102 389,493.56 10,233 SOLE 1 10,233 TIDEWATER INC CMN 886423102 4,372,025.00 210,700 SOLE 1 210,700 TIME WARNER INC PFD 887315836 1,097,500.00 10,000 SOLE 1 10,000 TIME WARNER INC. CMN 887315109 15,580,258.31 177,933 SOLE 1 177,933 TIMES MIRROR CO 4.25% PFD PFD 887364503 481,473.60 22,200 SOLE 1 22,200 TIMES MIRROR CO CL-A (NEW) CMN 887364107 1,352,456.25 25,458 SOLE 1 25,458 TIMKEN CO CMN 887389104 330,027.50 21,820 SOLE 1 21,820 TINGYI (CI) HLDG 144A CNV 887495AA7 800,000.00 2,000,000 SOLE 1 2,000,000 TJX COMPANIES INC (NEW) CMN 872540109 1,202,397.19 67,503 SOLE 1 67,503 TORCHMARK CORP CMN 891027104 1,076,400.00 29,952 SOLE 1 29,952 TOSCO CORP (NEW) CMN 891490302 548,250.00 25,500 SOLE 1 25,500 TOY BIZ INC CMN 892261108 985,187.50 143,300 SOLE 1 143,300 TOYS R US INC. (HOLDING CO) CMN 892335100 866,419.75 53,524 SOLE 1 53,524 TRADE HOUSE GUM SPON ADR CMN 037379104 17,885.60 28,300 SOLE 1 28,300 TRADITIONAL INDS SUB DEB CONV CNV 892682AA3 10,500.00 1,200,000 SOLE 1 1,200,000 TRANS WORLD AIRLINES PFD CV PFD 893349811 570,000.00 20,000 SOLE 1 20,000 TRANSAMERICA CORP CMN 893485102 1,639,820.00 15,470 SOLE 1 15,470 TRANSOCEAN OFFSHORE INC CMN 893817106 7,627,781.25 219,900 SOLE 1 219,900 TRANSPORTACION MARITIMA CMN 893868307 879,243.75 223,300 SOLE 1 223,300 TRANZ RAIL HOLDINGS LIMITED CMN 894116102 240,604.00 60,151 SOLE 1 60,151 TRAVELERS GROUP INC PFD 894190859 8,852,156.25 164,500 SOLE 1 164,500 TRAVELERS GROUP INC CONV PFD CNV 79549B800 100,000.00 250,000 SOLE 1 250,000 TRIBUNE CO NEW CMN 896047107 1,020,991.56 20,293 SOLE 1 20,293 TRICON GLOBAL RESTAURANTS CMN 895953107 1,370,783.50 35,036 SOLE 1 35,036 TRW INC. CMN 872649108 1,209,928.75 27,266 SOLE 1 27,266 TUPPERWARE CORPORATION CMN 899896104 145,958.50 12,422 SOLE 1 12,422 TYCO INTERNATIONAL LTD (NEW) CMN 902124106 9,061,773.50 164,014 SOLE 1 164,014 TYSON FOODS INC CL-A CMN 902494103 234,525.00 11,800 SOLE 1 11,800 U S OFFICE PRODUCTS COMPANY CMN 912325305 4,799,234.38 590,675 SOLE 1 590,675 U S OFFICE PRODUCTS SUB NT CV CNV 912325AA5 2,156,973.57 2,589,000 SOLE 1 2,589,000 U S WEST INC (NEW) CMN 91273H101 5,350,117.50 101,907 SOLE 1 101,907 U.S. BANCORP (NEW) CMN 902973106 5,901,530.63 165,657 SOLE 1 165,657 U.S. DIAGNOSTIC LABS 144A CONV CNV 90328QAA6 2,509,362.50 3,670,000 SOLE 1 3,670,000 U.S. SURGICAL CORP CMN 912707106 30,921,994.94 741,757 SOLE 1 741,757 U.S.FILTER CORP SUB NTS CONV CNV 911843AF7 10,387,800.00 11,542,000 SOLE 1 11,542,000 UNICOM CORPORATION CMN 904911104 2,268,513.00 60,696 SOLE 1 60,696 UNILEVER N V (N Y SHRS) CMN 904784501 19,581,135.00 319,692 SOLE 1 319,692 UNILEVER PLC (AMER SHARES) CMN 904767605 524,620.00 15,430 SOLE 1 15,430 UNION CAMP CORP. CMN 905530101 598,775.63 15,207 SOLE 1 15,207 UNION CARBIDE CORP(HLDG CO ) CMN 905581104 1,770,281.25 41,050 SOLE 1 41,050 UNION PACIFIC CORP. CMN 907818108 2,804,341.38 65,791 SOLE 1 65,791 UNION PACIFIC RESOURCES GROUP CMN 907834105 10,437,146.19 847,687 SOLE 1 847,687 UNION PLANTERS CORP CMN 908068109 472,350.00 9,400 SOLE 1 9,400 UNISYS CORPORATION CMN 909214108 1,173,103.75 51,565 SOLE 1 51,565 UNITED HEALTHCARE CORPORATION CMN 910581107 1,386,245.00 39,607 SOLE 1 39,607 UNITED INTL HLDGS INC CL A CMN 910734102 5,046,335.00 520,912 SOLE 1 520,912 UNITED RENTAL TRUST I CNV 91136H207 166,608.00 462,800 SOLE 1 462,800 UNITED STATES FILTER CORP CMN 911843209 4,243,374.38 263,155 SOLE 1 263,155 UNITED TECHNOLOGIES CORP CMN 913017109 5,260,428.75 68,820 SOLE 1 68,820 UNOCAL CORP CMN 915289102 16,705,341.25 460,837 SOLE 1 460,837 UNUM CORPORATION CMN 903192102 1,405,659.38 28,290 SOLE 1 28,290 US AIRWAYS GROUP INC CMN 911905107 1,304,454.38 25,767 SOLE 1 25,767 US CELLULAR CORP CONV NTS CNV 911684AA6 29,850,940.47 79,469,000 SOLE 1 79,469,000 US DIAGNOSTIC LABS INC SUB DEB CNV 90328QAB4 68,375.00 100,000 SOLE 1 100,000 US_INTERNET CALL AMER WTS 9ED213931 34,009,300.00 10,000,000 SOLE 1 10,000,000 USCS INTERNATIONAL INC CMN 90330X109 2,336,130.00 72,720 SOLE 1 72,720 USF&G CORP SUB DEB CNV CNV 903290AD6 1,717,917.08 2,666,000 SOLE 1 2,666,000 UST INC CMN 902911106 1,522,261.81 51,493 SOLE 1 51,493 USX-MARATHON GROUP CMN 902905827 1,904,163.19 53,733 SOLE 1 53,733 USX-U S STEEL GROUP CMN 90337T101 386,894.38 16,205 SOLE 1 16,205 VANGUARD CELLULAR SYSTEM CMN 922022108 4,037,595.00 212,505 SOLE 1 212,505 VARCO INTL CO CMN 922126107 1,734,462.50 207,100 SOLE 1 207,100 VENATOR GROUP INC CMN 922944103 192,749.56 22,187 SOLE 1 22,187 VENTAS INC CMN 92276F100 10,763,500.00 906,400 SOLE 1 906,400 VF CORP CMN 918204108 1,065,937.50 28,425 SOLE 1 28,425 VIACOM INC CL-B COMMON CMN 925524308 4,950,474.00 85,353 SOLE 1 85,353 VIDESH SANCHAR GDR 144A CMN 92659G105 2,322,143.10 177,942 SOLE 1 177,942 VLSI TECHNOLOGY SUB NTS CONV CNV 918270AB5 431,250.00 500,000 SOLE 1 500,000 VORNADO REALTY TRUST PFD 929042208 15,177,027.38 313,737 SOLE 1 313,737 VULCAN MATERIALS CO CMN 929160109 202,375.00 2,000 SOLE 1 2,000 W.R. GRACE & CO (NEW) CMN 38388F108 254,570.75 20,468 SOLE 1 20,468 WACHOVIA CORP NEW CMN 929771103 3,747,163.75 43,955 SOLE 1 43,955 WADE COOK FINANCIAL CORP CMN 930128103 15,774.30 15,300 SOLE 1 15,300 WAL MART STORES INC CMN 931142103 28,656,384.25 524,602 SOLE 1 524,602 WALGREEN CO CMN 931422109 4,267,276.88 96,846 SOLE 1 96,846 WARNACO GROP INC CL-A CMN 934390105 238,187.50 10,300 SOLE 1 10,300 WARNER CHILCOTT LABS SPON ADR CMN 934435207 1,200,000.00 200,000 SOLE 1 200,000 WARNER LAMBERT CO CMN 934488107 24,599,183.50 325,817 SOLE 1 325,817 WASHINGTON MUTUAL INC CMN 939322103 7,175,655.00 212,612 SOLE 1 212,612 WASHINGTON POST CO CL B CMN 939640108 306,600.00 600 SOLE 1 600 WASTE MANAGEMENT INC CMN 94106L109 5,047,764.06 105,025 SOLE 1 105,025 WASTE MANAGEMENT INC SUB NT CNV 94106LAA7 29,956,899.96 24,492,000 SOLE 1 24,492,000 WATSON PHARMACEUTICALS INC CMN 942683103 1,020,100.00 20,200 SOLE 1 20,200 WEATHERFORD INTERNATIONAL INC CMN 947074100 200,788.13 9,285 SOLE 1 9,285 WEEKS CORPORATION 8% SERIES A PFD 94856P201 607,950.00 25,200 SOLE 1 25,200 WELLS FARGO & CO CMN 949740104 6,216,405.00 17,511 SOLE 1 17,511 WELLS FARGO & CO ADJ RT PFD B PFD 949740302 1,022,612.50 20,300 SOLE 1 20,300 WENDYS INTL INC CMN 950590109 555,153.44 25,021 SOLE 1 25,021 WEST TELESERVICES CORP CMN 956188106 137,406.50 14,276 SOLE 1 14,276 WESTERN DIGITAL 144A CNV 958102AF2 8,407,957.84 38,326,000 SOLE 1 38,326,000 WESTVACO CMN 961548104 473,904.00 19,746 SOLE 1 19,746 WEYERHAEUSER CO CMN 962166104 1,568,278.13 37,174 SOLE 1 37,174 WHIRLPOOL CORP. CMN 963320106 663,358.00 14,114 SOLE 1 14,114 WILLAMETTE INDUSTRIES CMN 969133107 451,828.13 15,750 SOLE 1 15,750 WILLIAMS COMPANIES CMN 969457100 2,556,277.50 88,914 SOLE 1 88,914 WILLIS CORROON GROUP PLC ADR CMN 970624201 1,222,750.00 73,000 SOLE 1 73,000 WINN-DIXIE STORES INC. CMN 974280109 1,237,488.44 33,277 SOLE 1 33,277 WISCONSIN CENTRAL TRANSPORTATN CMN 976592105 406,658.00 29,047 SOLE 1 29,047 WM WRIGLEY JR CO DEL CMN 982526105 1,914,668.00 25,193 SOLE 1 25,193 WMS INDS INC CMN 929297109 299,243.75 37,700 SOLE 1 37,700 WMX TECHNOLOGIES SUB NT CONV CNV 92929QAF4 5,954,863.03 5,981,000 SOLE 1 5,981,000 WORKFLOW MANAGEMENT INC CMN 98137N109 698,455.94 120,814 SOLE 1 120,814 WORLD COLOR PRESS INC SR SUB CNV 981443AA2 499,187.50 490,000 SOLE 1 490,000 WORTHINGTON INDUSTRIES CMN 981811102 289,850.00 23,188 SOLE 1 23,188 WTS/FEDERATED DEPT STORES CL C WTS 31410H119 458,725.75 37,447 SOLE 1 37,447 WTS/FEDERATED DEPT STORES CL D WTS 31410H127 468,087.50 37,447 SOLE 1 37,447 WTS/FLEET FINANCIAL GROUP WTS 338915119 1,156,302.00 34,776 SOLE 1 34,776 WTS/LABORATORY CRP OF AMERICA WTS 50540R110 10,292.19 658,700 SOLE 1 658,700 WTS/LIGAND PHARMACEUTICALS INC WTS 53220K116 359,988.75 87,270 SOLE 1 87,270 WTS/OLICOM A/S WTS K7514Y123 117,187.50 75,000 SOLE 1 75,000 WTS/SPORTS SUPPLY GROUP WTS 848915120 1,912.50 30,600 SOLE 1 30,600 WTS/TRANS WORLD AIRLINES INC WTS 893349134 236,100.00 78,700 SOLE 1 78,700 WUNDIES INDS INC CMN 982587107 315,601.95 39,142 SOLE 1 39,142 XEROX CORPORATION CMN 984121103 11,531,254.50 136,062 SOLE 1 136,062 XILINX INC SUB NT CONV CNV 983919AB7 4,462,643.75 4,805,000 SOLE 1 4,805,000 XILINX INCORPORATED CMN 983919101 4,804,905.00 137,283 SOLE 1 137,283 XRC CORP CMN 983803107 63,417.00 253,668 SOLE 1 253,668 YAHOO INC. CMN 984332106 4,892,380.50 37,779 SOLE 1 37,779 YPF SOCIEDAD ANONIMA CMN 984245100 234,026.00 9,001 SOLE 1 9,001 ZALAKERAMIA GDR REG S CMN 988991352 92,927.25 47,655 SOLE 1 47,655
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