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Previous: WYOMING TRUST & MANAGEMENT CO, 13F-NT, 1999-11-12 |
Next: PROTECTIVE LIFE & ANNUITY INSURANCE CO, 10-Q, 1999-11-12 |
<TABLE> <C> <C>
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE(K) SH/P AMT S/P P/C INV DSC MANAGERS SOLE SHARED NONE
AES CORP COMMON 00130H105 30 500 SH 0 0 0
AMC ENTMT INC NOTE 9.500 3/1 001669AG5 4593 5500000 0 0 0
AT&T CORP CLASS A COM LIB GRP A 001957208 6612 177200 SH 0 0 0
ABBOTT LABS COMMON 002824100 55 1500 SH 0 0 0
ABERCROMBIE & FITCH CO CL A 002896207 4656 136700 SH 0 0 0
ACTIVISION INC NEW COM NEW 004930202 99 5605 SH 0 0 0
ADVANCED GAMING TECHNOLO COM NEW 00753F204 0 909 SH 0 0 0
AHMANSON H F & CO NOTE 7.875 9/0 008677AB2 1093 1065000 0 0 0
AIRTOUCH COMMUNICATIONS NOTE 7.000 10/0 00949TAC4 151 150000 0 0 0
AIRTOUCH COMMUNICATIONS NOTE 6.650 5/0 00949TAD2 959 1000000 0 0 0
ALBERTSONS INC COMMON 013104104 32 800 SH 0 0 0
ALLIANCE CONSUMER INTL I COMMON 018566109 4 60000 SH 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.625 1/0 01958XAL1 6265 7000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.875 1/0 01958XAM9 1750 2000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 10.000 8/0 01958XAN7 5980 6500000 0 0 0
ALPHA INDS INC COMMON 020753109 4518 80100 SH 0 0 0
AMERICA ONLINE INC DEL COMMON 02364J104 447 4300 SH 0 0 0
AMERICAN AXLE & MFG INC NOTE 9.750 3/0 02406PAC4 8098 8200000 0 0 0
AMERICAN EXPRESS CO COMMON 025816109 270 2000 SH 0 0 0
AMERICAN GENERAL CORP NOTE 7.700 10/1 026351AP1 49 49000 0 0 0
AMERICAN GENERAL FINANCE NOTE 5.875 7/1 02635KCJ1 3215 3250000 0 0 0
AMERICAN HOME PRODS CORP NOTE 7.700 2/1 026609AD9 5967 5928000 0 0 0
AMERICAN INTL GROUP INC COMMON 026874107 5895 67803 SH 0 0 0
AMERICAN MEDIA OPERATION NOTE 10.250 5/0 02744RAE7 4869 5000000 0 0 0
AT&T CORP 0% 10/07/99 COMM 03018BX79 6994 7000000 0 0 0
AMERISTAR CASINOS INC NOTE 10.500 8/0 03070QAC5 1003 1000000 0 0 0
AMERIKING INC NOTE 10.750 12/0 03071GAA0 17275 19410000 0 0 0
AMERISTEEL CORP NOTE 8.750 4/1 03071VAE9 6005 5975000 0 0 0
AMKOR TECHNOLOGY INC COMMON 031652100 65 4000 SH 0 0 0
AMPHENOL CORP NOTE 9.875 5/1 032094AD6 3518 3500000 0 0 0
ASCENT ENTMT GROUP INC NOTE 12/1 043628AC0 4810 6500000 0 0 0
ASSOCIATES CORP N A SR M MTNF 6.125 11/0 045903Q95 65 65000 0 0 0
ASSOCIATES CORP NTH AMER MTNF 6.400 10/2 045906KP8 49 49000 0 0 0
AT HOME CORP COM SER A 045919107 66 1600 SH 0 0 0
ASSOCIATES CORP NORTH AM NOTE 5.850 1/1 046003JG5 945 950000 0 0 0
AURA SYS INC COMMON 051526101 3 15000 SH 0 0 0
B E AEROSPACE NOTE 8.000 3/0 055381AF4 1815 2000000 0 0 0
BRE PROPERTIES INC NOTE 7.125 2/1 05564EBA3 877 1000000 0 0 0
BMC SOFTWARE INC COMMON 055921100 6133 85705 SH 0 0 0
BANKAMERICA CORP NOTE 7.125 5/0 066050CK9 100 100000 0 0 0
BANKAMERICA CORP NOTE 5.875 2/1 066050CV5 228 250000 0 0 0
BANKAMERICA CORP NOTE 6.625 6/1 066050CW3 644 648000 0 0 0
BANK OF AMERICA CORP COMMON 06605F102 4588 82395 SH 0 0 0
BANKBOSTON NA SUB BK MTN MTNF 6.375 4/1 06606HD87 2497 2650000 0 0 0
BANKERS TR CORP NOTE 7.375 5/0 066365CC9 1260 1250000 0 0 0
BAYOU STL CORP LA PLACE MTG 9.500 5/1 073051AE4 1890 2000000 0 0 0
BEAR STEARNS COS INC NOTE 6.750 8/1 073902AT5 251 250000 0 0 0
BELDEN INC COMMON 077459105 21 1000 SH 0 0 0
BELL SOUTH TELEPHONE 0% 10/06/99 COMM 07815KX67 6994 7000000 0 0 0
BELLWETHER EXPL CO NOTE 10.875 4/0 079895AA6 2790 3000000 0 0 0
BENEDEK COMMUNICATIONS C NOTE 5/1 08170WAC0 5663 6500000 0 0 0
BIG V SUPERMARKETS INC NOTE 11.000 2/1 089698AB0 6464 6400000 0 0 0
BLUEGREEN CORP NOTE 10.500 4/0 096231AC9 5040 6000000 0 0 0
BOEING CAP CORP SR MTN B MTNF 6.040 7/1 09700WAT0 48 50000 0 0 0
BOEING CO NOTE 8.100 11/1 097023AF2 53 50000 0 0 0
BOSTON CHICKEN INC COMMON 100578103 1 2500 SH 0 0 0
BROADVISION INC COMMON 111412102 6878 51690 SH 0 0 0
BURLINGTON COAT FACTORY COMMON 121579106 59 3000 SH 0 0 0
CIT GROUP HLDGS INC MTN MTNF 6.250 11/2 12560PAK7 50 50000 0 0 0
CMGI INC COMMON 125750109 123 1200 SH 0 0 0
CSC HOLDINGS INC 11.125% SERIES M 126304401 8517 79602 0 0 0
CABLEVISION SYS CORP DEB 8.125 8/1 126304AD6 2010 2000000 0 0 0
CSK AUTO INC NOTE 11.000 11/0 12637KAB7 14050 13575000 0 0 0
CSX CORP NOTE 6.250 10/1 126408BR3 231 250000 0 0 0
CVS CORP COMMON 126650100 8 200 SH 0 0 0
CAITHNESS COSO FDG CORP NOTE 6.800 12/1 128017AA8 1000 1000000 0 0 0
CAITHNESS COSO FDG CORP NOTE 9.050 12/1 128017AD2 17940 18400000 0 0 0
CAPSTAR BROADCASTING PAR NOTE 2/0 14066PAC0 756 900000 0 0 0
CARDINAL HEALTH INC COMMON 14149Y108 5660 103850 SH 0 0 0
CARMIKE CINEMAS INC NOTE 9.375 2/0 143436AD5 3700 4000000 0 0 0
CARNIVAL CORP NOTE 6.150 10/0 143658AE2 95 97000 0 0 0
CARPENTER W R NORTH AMER NOTE 10.625 6/1 144269AC1 12810 15250000 0 0 0
CARROLS CORP NOTE 9.500 12/0 145744AD0 3420 4000000 0 0 0
CATERPILLAR FINL SVCS MT MTNF 5.470 9/1 14912LZV6 3186 3250000 0 0 0
CENTRAL GARDEN & PET NOTE 6.000 11/1 153527AC0 2605 3450000 PRN 0 0 0
CENTURY COMMUNICATIONS C ZERO CPN 3/1 156503AF1 708 1000000 0 0 0
CENTURY COMMUNICATIONS C NOTE 8.750 10/0 156503AJ3 1930 2000000 0 0 0
CHANCELLOR MEDIA CORP LA NOTE 9.375 10/0 158916AA4 4025 4005000 0 0 0
CHANCELLOR MEDIA CORP LA NOTE 9.000 10/0 158916AJ5 11011 10875000 0 0 0
CHANNELL COML CORP COMMON 159186105 942 93000 SH 0 0 0
CHARTER COMMUNICATIONS H NOTE 8.250 4/0 16117PAA8 1969 2100000 0 0 0
CHARTER COMMUNICATIONS H NOTE 4/0 16117PAC4 6603 11075000 0 0 0
CHASE MANHATTAN CORP NEW NOTE 6.500 1/1 16161ABK3 190 200000 0 0 0
CHATWINS GRP INC DEB 13.000 05/0 162468AE2 3220 3500000 0 0 0
CHEROKEE INC DEL NEW COMMON 16444H102 0 2 SH 0 0 0
CHEVY CHASE SVGS BK F S NOTE 9.250 12/0 166784AE8 4166 4125000 0 0 0
CHEVY CHASE SVGS BK F S SDEB 9.250 12/0 166784AF5 5176 5125000 0 0 0
CHICAGO PIZZA & BREWERY COMMON 167889104 20 12500 SH 0 0 0
CHICAGO PIZZA & BREWERY *W EXP 10/09/02 167889104 43 27500 0 0 0
CHIQUITA BRANDS INTL INC NOTE 10.000 6/1 170032AM8 4150 5000000 0 0 0
CHUBB CORP COMMON 171232101 45 900 SH 0 0 0
CISCO SYS INC COMMON 17275R102 9675 141108 SH 0 0 0
CITADEL BROADCASTING CO NOTE 10.250 7/0 17285EAC3 513 497000 0 0 0
CITADEL BROADCASTING CO NOTE 9.250 11/1 17285EAE9 7657 7715000 0 0 0
CIRCUS CIRCUS ENTERPRISE NOTE 6.450 2/0 172909AG8 1040 1150000 0 0 0
CIRCUS CIRCUS ENTERPRISE NOTE 9.250 12/0 172909AK9 8090 8050000 0 0 0
CITIGROUP INC NOTE 5.800 3/1 172967AW1 1060 1100000 0 0 0
CRS BOND PORTFOLIO UNITS COMMON 172992109 19 225 SH 0 0 0
CLARK MATL HANDLING CO NOTE 10.750 11/1 181475AF1 9520 11900000 0 0 0
CLIFFS DRILLING CO NOTE 10.250 5/1 18682CAF7 2985 3000000 0 0 0
COCA COLA CO COMMON 191216100 39 800 SH 0 0 0
COCA COLA 0% 10/07/99 COMM 19121EX73 1998 2000000 0 0 0
CODMAN GROUP, INC. COMMON 191990100 1343 3630090 SH 0 0 0
COINMACH CORP NOTE 11.750 11/1 192596AE4 14135 13210000 0 0 0
COLE NATL GROUP INC NOTE 9.875 12/3 193292AD1 2565 3000000 0 0 0
COLGATE PALMOLIVE CO COMMON 194162103 3784 82700 SH 0 0 0
COLUMBIA ENERGY GROUP DEB 6.800 11/2 197648CA4 246 250000 0 0 0
COMDIAL CORP COM NEW 200332302 58 8000 SH 0 0 0
COMDISCO INC COMMON 200336105 39 2000 SH 0 0 0
COMERICA INC COMMON 200340107 76 1500 SH 0 0 0
COMMERCIAL CREDIT CO NOTE 6.000 4/1 201615CR0 7016 7000000 0 0 0
COMMONWEALTH EDISON CO MTG 7.000 7/0 202795FL9 251 250000 0 0 0
CONSOLIDATED EDISON CO N DEB 6.150 7/0 209111CZ4 235 250000 0 0 0
CONSOLIDATED PAPERS INC COMMON 209759109 19 700 SH 0 0 0
CONTINENTAL CABLEVISION NOTE 8.300 5/1 211177AM2 104 100000 0 0 0
COVAD COMMUNICATIONS GRO NOTE 12.500 2/1 222814AJ4 4725 5000000 0 0 0
DEAN WITTER DISCOVER & C NOTE 6.875 3/0 24240VAC5 65 65000 0 0 0
DEL MONTE CORP NOTE 12.250 4/1 245217AH7 2754 2492000 0 0 0
DEL MONTE FOODS CO NOTE 12/1 24522PAC7 4042 5353000 0 0 0
DELL COMPUTER CORP COMMON 247025109 4256 101784 SH 0 0 0
DIGITAL VIDEO SYS INC COM NEW 25387R407 5 1231 SH 0 0 0
DISNEY WALT COMPANY COMMON 254687106 4553 175124 SH 0 0 0
DONALDSON LUFKIN JENRE M MTNF 6.110 5/1 25766CAL8 50 50000 0 0 0
DOUBLECLICK INC COMMON 258609304 179 1500 SH 0 0 0
DRYPERS CORP NOTE 10.250 6/1 262497AG5 11407 13420000 0 0 0
DUKE ENERGY 0% 10/07/99 COMM 26440BX78 5395 5400000 0 0 0
DUN & BRADSTREET CORP COMMON 26483B106 45 1500 SH 0 0 0
E M C CORP MASS COMMON 268648102 21 300 SH 0 0 0
E TRADE GROUP INC COMMON 269246104 3831 163000 SH 0 0 0
EARTHSHELL CORP COMMON 27032B100 157 40516 SH 0 0 0
ECHOSTAR DBS CORP NOTE 9.250 2/0 27876GAE8 988 1000000 0 0 0
ECHOSTAR DBS CORP NOTE 9.375 2/0 27876GAG3 9009 9100000 0 0 0
ENGLE HOMES INC NOTE 9.250 2/0 292896AH0 13552 14975000 0 0 0
ENRON CORP COMMON 293561106 33 800 SH 0 0 0
ENTERTAINMENT INTERNET I COMMON 29380Q101 4 10000 SH 0 0 0
EOTT ENERGY PARTNERS L P NOTE 11.000 10/0 29410YAA6 5069 5000000 0 0 0
EQUIFAX INC COMMON 294429105 37 1300 SH 0 0 0
EQUIFAX INC NOTE 6.300 7/0 294429AB1 48 50000 0 0 0
EXIDE CORP NOTE 10.000 4/1 302051AE7 10553 10500000 0 0 0
FMA CBO FUNDING II LTD 3% 3/25/2011 INC 302472AB1 11884 11800000 0 0 0
F M C CORP DEB 7.750 7/0 302491AL9 74 75000 0 0 0
FAIRFIELD MANUFACTURING NOTE 9.625 10/1 304530AD0 9021 9300000 0 0 0
FELCOR SUITES L P NOTE 7.625 10/0 313917AF3 86 100000 0 0 0
FIRST DATA CORP COMMON 319963104 31 700 SH 0 0 0
FIRST INTST BANCORP NOTE 9.125 2/0 320548BK5 53 49000 0 0 0
FIRST UN CORP NOTE 6.875 9/1 337358BC8 197 200000 0 0 0
FORD MOTOR CR CO NOTE 6.550 9/1 345397RS4 199 200000 0 0 0
FORD MOTOR CR CO NOTE 5.800 1/1 345397SG9 1649 1810000 0 0 0
FORD MOTOR CREDIT 0% 10/6/99 COMM 34539UX64 6324 6330000 0 0 0
4 KIDS ENTMT INC COMMON 350865101 94 3000 SH 0 0 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 4016 109850 SH 0 0 0
FOX FAMILY WORLDWIDE INC NOTE 11/0 35138BAB2 3250 5000000 0 0 0
FRIENDLY ICE CREAM CORP NOTE 10.500 12/0 358497AA3 10722 11750000 0 0 0
GTE HAWAIIAN TELEPHONE C MTG 6.750 2/1 362335AB7 99 100000 0 0 0
GARTNER GROUP INC NEW COMMON 366651107 5 300 SH 0 0 0
GARTNER GROUP INC NEW CL B 366651206 3 195 SH 0 0 0
GENERAL ELECTRIC CORP 0% 10/12/99 COMM 36959JXC2 3169 3175000 0 0 0
GENERAL ELECTRIC CO. COMMON 369604103 8007 67530 SH 0 0 0
GENERAL ELEC CAP CORP NOTE 7.875 12/0 369622DG7 320 305000 0 0 0
GENERAL MTRS ACCEP CORP NOTE 5.850 1/1 370425RD4 228 250000 0 0 0
GENERAL MTRS ACCEP CORP MTNF 6.750 7/1 37042R4A7 65 65000 0 0 0
GENERAL MTRS ACCEP CORP MTNF 7.500 5/1 37042RS52 1332 1300000 0 0 0
GENERAL MTRS ACCEP CORP MTNF 5.900 3/0 37042WFB2 6208 6200000 0 0 0
GENERAL MTRS CORP CL H NEW 370442832 29 500 SH 0 0 0
GENESIS HEALTH VENTURES NOTE 9.250 10/0 371912AF3 3840 8000000 0 0 0
GLENOIT CORP NOTE 11.000 4/1 378762AC2 7248 11150000 0 0 0
GLOBAL CROSSING HLDGS LT NOTE 9.625 5/1 37931KAB7 5138 5000000 0 0 0
GRANITE BROADCASTING COR NOTE 10.375 5/1 387241AE2 1025 1000000 0 0 0
GRANITE BROADCASTING COR NOTE 8.875 5/1 387241AK8 5757 5905000 0 0 0
GUARANTEE LIFE COS INC COMMON 400740106 31 1000 SH 0 0 0
GUESS INC NOTE 9.500 8/1 401617AB1 3553 3500000 0 0 0
HMH PPTYS INC NOTE 8.450 12/0 40423QAG2 12058 13000000 0 0 0
HS RES INC NOTE 9.250 11/1 404297AD5 7305 7360000 0 0 0
HS RES INC NOTE 9.250 11/1 404297AE3 1042 1050000 0 0 0
HARD ROCK HOTEL INC NOTE 9.250 4/0 41163WAC0 4200 5000000 0 0 0
HARRAHS OPER INC NOTE 7.875 12/1 413627AD2 2873 3000000 0 0 0
HAWK CORP NOTE 10.250 12/0 420089AC8 9000 9000000 0 0 0
HEALTHEON CORP COMMON 422209106 370 10000 SH 0 0 0
HEWLETT PACKARD CO COMMON 428236103 3827 42170 SH 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 2/0 435572AA0 9652 9725000 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 3/1 435572AB8 1985 2000000 0 0 0
HOUSEHOLD FIN CORP NOTE 8.000 8/0 441812FG4 207 200000 0 0 0
HOUSEHOLD FIN CORP NOTE 5.875 11/0 441812GC2 1705 1750000 0 0 0
HUBBELL INC NOTE 6.625 10/0 443510AA0 99 100000 0 0 0
HUNT CORP COMMON 445591100 29 3500 SH 0 0 0
HYPERION TELECOMMUNICATI NOTE 12.250 9/0 44914KAH1 4210 4000000 0 0 0
ICO INC NOTE 10.375 6/0 449294AE7 4703 5500000 0 0 0
IMPAC GROUP INC NOTE 10.125 3/1 449694AB4 11700 13000000 0 0 0
IMS HEALTH INC COMMON 449934108 34 1500 SH 0 0 0
IMCLONE SYSTEMS INC COMMON 45245W109 366 11000 SH 0 0 0
IMPERIAL SUGAR CO. NOTE 9.750 12/1 452835AD3 12552 14025000 0 0 0
IMATRON INC COMMON 452906100 89 72858 SH 0 0 0
INSIGNIA SOLUTIONS PLC DEPOSITORY RECEI 45766J107 35 6600 SH 0 0 0
INSIGHT MIDWEST L P / IN NOTE 9.750 10/0 45768YAA0 2525 2500000 0 0 0
INTEL CORP COMMON 458140100 386 5200 SH 0 0 0
INTERMEDIA COMMUNICATION COMMON 458801107 4222 194100 SH 0 0 0
INTERMEDIA COMMUNICATION NOTE 5/1 458801AF4 326 400000 0 0 0
INTERMEDIA COMMUNICATION NOTE 7/1 458801AL1 8961 13375000 0 0 0
INTERMEDIA COMMUNICATION NOTE 8.500 1/1 458801AR8 4275 5000000 0 0 0
INTERMEDIA COMMUNICATION NOTE 8.875 11/0 458801AS6 1097 1250000 0 0 0
INTERACTIVE DISTRIBUTORS COMMON 458990108 6 2000 SH 0 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 6486 53600 SH 0 0 0
INTERNATIONAL BUSINESS M NOTE 6.375 6/1 459200AK7 151 150000 0 0 0
INTERNATIONAL LEASE FIN NOTE 6.375 1/1 459745DR3 3826 3820000 0 0 0
INTERNATIONAL GAME TECHN NOTE 7.875 5/1 459902AD4 672 700000 0 0 0
INTERNATIONAL GAME TECHN NOTE 8.375 5/1 459902AJ1 10944 11400000 0 0 0
INTRAWEST CORPORATION NOTE 9.750 8/1 460915AB7 4850 5000000 0 0 0
ISLE OF CAPRI CASINOS IN NOTE 8.750 4/1 464592AB0 9175 10000000 0 0 0
ISRAEL (STATE OF) 6TH DEV ISSUE DE 465137PD3 1 1000 0 0 0
ISRAEL STATE OF DEB 4.000 11/0 465138CR4 1 1000 0 0 0
ISRAEL (STATE OF) 7TH DEV ISS 4% 1 465138KU8 1 1000 0 0 0
J L FRENCH AUTOMOTIVE CA NOTE 11.500 6/0 46620QAA3 5024 5075000 0 0 0
JO-ANN STORES INC NOTE 10.375 5/0 47758PAB5 5373 5400000 0 0 0
JITNEY-JUNGLE STORES AME NOTE 10.375 9/1 47758RAD7 575 2500000 0 0 0
JOHNSON & JOHNSON COMMON 478160104 257 2800 SH 0 0 0
JUNO LTG INC NOTE 11.875 7/0 482047AA5 5049 5400000 0 0 0
K MART CORP NOTE 8.125 12/0 482584AL3 1001 1000000 0 0 0
KAISER ALUM & CHEM CORP NOTE 12.750 2/0 483008AD0 10955 10900000 0 0 0
KAPPA BEHEER B V NOTE 10.625 7/1 485598AC0 2065 2000000 0 0 0
KEY COMPONENTS LLC / KEY NOTE 10.500 6/0 49308AAC7 13679 14475000 0 0 0
KEYCORP NEW NOTE 7.500 6/1 493267AB4 251 250000 0 0 0
KEYSTONE CONS INDS INC NOTE 9.625 8/0 493422AC3 2820 3000000 0 0 0
KIMBERLY CLARK CORP COMMON 494368103 58 1100 SH 0 0 0
KNIGHT/TRIMARK GROUP INC CL A 499067106 30 1000 SH 0 0 0
LABRANCHE & CO INC NOTE 9.500 8/1 505447AA0 6030 6000000 0 0 0
LADY LUCK GAMING FIN COR MTG 11.875 3/0 505903AC8 9500 9500000 0 0 0
LEHMAN BROS HLDGS INC NOTE 8.500 8/0 524908BF6 1374 1325000 0 0 0
LEHMAN BROS INC NOTE 7.250 4/1 524909AU2 100 100000 0 0 0
LEHMAN BROS INC NOTE 7.625 6/0 524909AV0 500 500000 0 0 0
LESLIES POOLMART NOTE 10.375 7/1 527069AC2 7987 8150000 0 0 0
LEVEL 3 COMMUNICATIONS I NOTE 9.125 5/0 52729NAC4 3168 3500000 0 0 0
LEVEL 3 COMMUNICATIONS I FRNT 12/0 52729NAE0 6427 11375000 0 0 0
LINENS N THINGS INC COMMON 535679104 169 5000 SH 0 0 0
LIONBRIDGE TECHNOLOGIES COMMON 536252109 59 3800 SH 0 0 0
LOCKHEED MARTIN CORP NOTE 7.700 6/1 539830AJ8 75 75000 0 0 0
LOEWS CINEPLEX ENTMT COR NOTE 8.875 8/0 540423AB6 10488 11525000 0 0 0
LOMAK PETE INC SDEB 6.000 2/0 541509AF2 308 500000 0 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 5715 88100 SH 0 0 0
LYONDELL CHEMICAL CO NOTE 9.625 5/0 552078AH0 5113 5000000 0 0 0
LYONDELL CHEMICAL CO NOTE 9.875 5/0 552078AM9 6930 7000000 0 0 0
MCI WORLDCOM INC COMMON 55268B106 5217 72584 SH 0 0 0
MALLINCKRODT GROUP INC NOTE 6.500 11/1 561226AB7 406 435000 0 0 0
MANUFACTURED HOME CMNTYS COMMON 564682102 1206 51607 SH 0 0 0
MARINER POST-ACUTE NETWO FRNT 11/0 568459AB7 360 6000000 0 0 0
MARTIN MARIETTA MATLS IN NOTE 6.900 8/1 573284AB2 50 50000 0 0 0
MAXXIM MED INC COMMON 57777G105 4232 176800 SH 0 0 0
MCDONALDS CORP COMMON 580135101 43 1000 SH 0 0 0
MCGRAW HILL COS INC COMMON 580645109 19 400 SH 0 0 0
MERCK & CO INC COMMON 589331107 4872 75164 SH 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 3/0 590188FT0 995 1000000 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 11/1 590188JM1 265 275000 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 2/1 590188JP4 574 625000 0 0 0
MERRILL LYNCH 0% 10/19/99 COMM 59018KXK2 3171 3180000 0 0 0
METROCALL INC COMMON 591647102 6 5000 SH 0 0 0
MICROSOFT CORP COMMON 594918104 6111 67474 SH 0 0 0
MIGRATEC INC COMMON 598622108 6 25000 SH 0 0 0
MOHEGAN TRIBAL GAMING 8.125% 1/1/06 SR 608328AB6 975 1000000 0 0 0
MOHEGAN TRIBAL GAMING 8.75% 1/1/09 SR 608328AD2 10367 10525000 0 0 0
MORGAN J P & CO INC NOTE 6.875 1/1 616880BF6 1284 1300000 0 0 0
MORGAN STANLEY DEAN WITT COM NEW 617446448 45 500 SH 0 0 0
MORGAN STANLEY DEAN WITT DEB 8.330 1/1 617446AL3 159 150000 0 0 0
MOTOROLA INC COMMON 620076109 26 300 SH 0 0 0
MYLAN LABS INC COMMON 628530107 15 800 SH 0 0 0
NABISCO INC NOTE 6.850 6/1 629527AS1 97 100000 0 0 0
NABISCO INC NOTE 7.050 7/1 629527AT9 1666 1731000 0 0 0
NATIONAL STL CORP MTG 9.875 3/0 637844AM3 4925 5000000 0 0 0
VISTA EYE CARE,INC. NOTE 12.750 10/1 638459AC1 16682 19175000 0 0 0
NATIONSBANK CORP SR MTN MTNF 5.700 2/1 63858RDJ7 4955 5000000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AE6 11997 12900000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AF3 2720 2925000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AJ5 930 1000000 0 0 0
NETWORK ASSOCIATES INC COMMON 640938106 4554 238100 SH 0 0 0
NEWCOR INC NOTE 9.875 3/0 651186AC2 12078 16775000 0 0 0
NEWELL RUBBERMAID INC COMMON 651229106 1 52 SH 0 0 0
NEXTEL COMMUNICATIONS IN NOTE 9.750 8/1 65332VAB9 2018 2000000 0 0 0
NEXTLINK COMMUNICATIONS NOTE 12.500 4/1 65333AAC2 1477 1400000 0 0 0
NEXTLINK COMMUNICATIONS NOTE 4/1 65333HAG8 9786 16175000 0 0 0
NOKIA CORP DEPOSITORY RECEI 654902204 6031 67100 SH 0 0 0
NORTHERN TR CORP COMMON 665859104 70 834 SH 0 0 0
OASIS RESIDENTIAL INC NOTE 7.250 11/1 674216AC0 1899 2000000 0 0 0
OCWEN FINL CORP NOTE 11.875 10/0 675746AA9 14782 15725000 0 0 0
OCWEN FED BK FSB FT LEE SDEB 12.000 6/1 67574NBM5 2208 2300000 0 0 0
P&L COAL HLDGS CORP NOTE 9.625 5/1 693682AD8 11610 12000000 0 0 0
PAINE WEBBER GROUP INC NOTE 6.500 11/0 695629AP0 95 100000 0 0 0
PANAMER BEVERAGE 7.25% 7/1/09 SR 69829VAD7 2169 2525000 0 0 0
PARK OHIO INDS INC-OHIO NOTE 9.250 12/0 700677AH0 1895 2000000 0 0 0
PARKER DRILLING CO NOTE 9.750 11/1 701081AG6 10961 11300000 0 0 0
PAYCHEX INC COMMON 704326107 45 1318 SH 0 0 0
PEN-TAB INDS INC NOTE 10.875 2/0 706589AB4 3420 4000000 0 0 0
PEPSICO INC COMMON 713448108 46 1500 SH 0 0 0
PERKINS FAMILY RESTAURAN NOTE 10.125 12/1 714065AC3 6000 6000000 0 0 0
PETROLEOS MEXICANOS NOTE 8.850 9/1 71654QAL6 408 450000 0 0 0
PFIZER INC COMMON 717081103 4766 132850 SH 0 0 0
PHILADELPHIA ELEC CO MTG 5.625 11/0 717537DL5 74 75000 0 0 0
PHILLIPS VAN HEUSEN CORP NOTE 9.500 5/0 718592AD0 9545 10250000 0 0 0
PIER 1 IMPORTS INC COMMON 720279108 1746 266000 SH 0 0 0
PLAINS RES INC NOTE 10.250 3/1 726540AE7 3813 3775000 0 0 0
PLAINS RES INC NOTE 10.250 3/1 726540AH0 6994 6925000 0 0 0
PROCTER & GAMBLE CO COMMON 742718109 75 800 SH 0 0 0
PSINET INC NOTE 11.500 11/0 74437CAD3 5063 5000000 0 0 0
FMA CBO FUNDING II LTD 3% 3/25/2011 PRI 74437FAD6 504 500000 0 0 0
PULTE CORP NOTE 7.000 12/1 745867AA9 1081 1111000 0 0 0
PULTE CORP NOTE 7.300 10/2 745867AC5 238 250000 0 0 0
QUALCOMM INC COMMON 747525103 151 800 SH 0 0 0
R & B FALCON CORP COMMON 74912E101 2700 205700 SH 0 0 0
R & B FALCON CORP NOTE 6.750 4/1 74912EAF8 6278 7300000 0 0 0
R & B FALCON CORP NOTE 6.950 4/1 74912EAG6 5010 6000000 0 0 0
R & B FALCON CORP NOTE 9.125 12/1 74912EAK7 385 400000 0 0 0
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