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Previous: ESG RE LTD, 4, 1999-10-06 |
Next: BOC FINANCIAL CORP, 8-K, 1999-10-06 |
<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
ACTV INC COMMON 00088E104 42 3000 SH 0 0 0
AMC ENTMT INC NOTE 9.500 3/1 001669AG5 1425 1500000 0 0 0
AT&T CORP CLASS A COM LIB GRP A 001957208 6240 169800 SH 0 0 0
ABERCROMBIE & FITCH CO CL A 002896207 5016 104500 SH 0 0 0
ACTIVISION INC NEW COM NEW 004930202 96 6620 SH 0 0 0
ADVANCED GAMING TECHNOLO COM NEW 00753F204 1 60000 SH 0 0 0
AHMANSON H F & CO NOTE 7.875 9/0 008677AB2 1109 1065000 0 0 0
AIRTOUCH COMMUNICATIONS NOTE 7.000 10/0 00949TAC4 152 150000 0 0 0
AIRTOUCH COMMUNICATIONS NOTE 6.650 5/0 00949TAD2 987 1000000 0 0 0
ALLIANCE CONSUMER INTL I COMMON 018566109 29 60000 SH 0 0 0
ALPHA INDS INC COMMON 020753109 4210 88400 SH 0 0 0
AMERICA ONLINE INC DEL COMMON 02364J104 231 2100 SH 0 0 0
AMERICAN AXLE & MFG INC NOTE 9.750 3/0 02406PAC4 5521 5500000 0 0 0
AMERICAN EXPRESS CO COMMON 025816109 260 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 3225 3250000 0 0 0
AMERICAN HOME PRODUCTS 0% 8/10/99 COMM 02661BVA6 4038 4070000 0 0 0
AMERICAN INTL GROUP INC COMMON 026874107 6215 53010 SH 0 0 0
AMERISTAR CASINOS INC NOTE 10.500 8/0 03070QAC5 1023 1000000 0 0 0
AMERIKING INC NOTE 10.750 12/0 03071GAA0 15135 14985000 0 0 0
AMERISTEEL CORP NOTE 8.750 4/1 03071VAE9 5975 5975000 0 0 0
AMKOR TECHNOLOGY INC COMMON 031652100 41 4000 SH 0 0 0
AMPHENOL CORP NOTE 9.875 5/1 032094AD6 1020 1000000 0 0 0
ASCENT ENTMT GROUP INC NOTE 12/1 043628AC0 4680 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 86 1600 SH 0 0 0
ASSOCIATES CORP NORTH AM NOTE 5.850 1/1 046003JG5 946 950000 0 0 0
AURA SYS INC COMMON 051526101 3 15000 SH 0 0 0
BRE PROPERTIES INC NOTE 7.125 2/1 05564EBA3 905 1000000 0 0 0
BMC SOFTWARE INC COMMON 055921100 5122 94850 SH 0 0 0
BANKAMERICA CORP NOTE 8.375 3/1 066050BQ7 155 148000 0 0 0
BANKAMERICA CORP NOTE 7.750 7/1 066050BS3 52 50000 0 0 0
BANKAMERICA CORP NOTE 7.125 5/0 066050CK9 101 100000 0 0 0
BANKAMERICA CORP NOTE 5.875 2/1 066050CV5 229 250000 0 0 0
BANK OF AMERICA CORP COMMON 06605F102 4757 64887 SH 0 0 0
BANKBOSTON NA SUB BK MTN MTNF 6.375 3/2 06606H8D2 143 150000 0 0 0
BANKBOSTON NA SUB BK MTN MTNF 6.375 4/1 06606HD87 1144 1200000 0 0 0
BANKERS TR CORP NOTE 7.375 5/0 066365CC9 1246 1250000 0 0 0
BEAR STEARNS COS INC NOTE 6.750 8/1 073902AT5 251 250000 0 0 0
BENEDEK COMMUNICATIONS C NOTE 5/1 08170WAC0 5428 6500000 0 0 0
BIG V SUPERMARKETS INC NOTE 11.000 2/1 089698AB0 2065 2000000 0 0 0
BOEING CO NOTE 8.100 11/1 097023AF2 53 50000 0 0 0
BOSTON CHICKEN INC COMMON 100578103 2 2500 SH 0 0 0
BRISTOL MYERS SQUIBB CO COMMON 110122108 141 2000 SH 0 0 0
BROADVISION INC COMMON 111412102 4421 59940 SH 0 0 0
BROADVISION INC CALL OPT JUL 7 111412102 3171 43000 SH CALL 0 0 0
CMGI INC COMMON 125750109 240 2100 SH 0 0 0
CSC HOLDINGS INC 11.125% SERIES M 126304401 8674 79487 0 0 0
CSK AUTO INC NOTE 11.000 11/0 12637KAB7 11877 11475000 0 0 0
CSX CORP NOTE 6.250 10/1 126408BR3 233 250000 0 0 0
CVS CORP COMMON 126650100 10 200 SH 0 0 0
CAITHNESS COSO FDG CORP NOTE 9.050 12/1 128017AD2 15362 15400000 0 0 0
CAPSTAR BROADCASTING PAR NOTE 2/0 14066PAC0 761 900000 0 0 0
CARDINAL HEALTH INC COMMON 14149Y108 4312 67250 SH 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 10569 11125000 0 0 0
CATERPILLAR FINL SVCS MT MTNF 5.470 9/1 14912LZV6 3190 3250000 0 0 0
CENTURY COMMUNICATIONS C ZERO CPN 3/1 156503AF1 705 1000000 0 0 0
CHANCELLOR MEDIA CORP LA NOTE 9.375 10/0 158916AA4 4105 4005000 0 0 0
CHANCELLOR MEDIA CORP LA NOTE 9.000 10/0 158916AJ5 9461 9275000 0 0 0
CHANNELL COML CORP COMMON 159186105 1030 103000 SH 0 0 0
CHARTER COMMUNICATIONS H NOTE 8.250 4/0 16117PAA8 2013 2100000 0 0 0
CHARTER COMMUNICATIONS H NOTE 4/0 16117PAC4 7126 11425000 0 0 0
CHASE MANHATTAN CORP NEW NOTE 6.500 1/1 16161ABK3 191 200000 0 0 0
CHATWINS GRP INC DEB 13.000 05/0 162468AE2 3500 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 4106 4025000 0 0 0
CHEVY CHASE SVGS BK F S SDEB 9.250 12/0 166784AF5 5075 4975000 0 0 0
CHICAGO PIZZA & BREWERY COMMON 167889104 24 12500 SH 0 0 0
CHICAGO PIZZA & BREWERY *W EXP 10/09/02 167889104 53 27500 0 0 0
CISCO SYS INC COMMON 17275R102 8920 138436 SH 0 0 0
CITADEL BROADCASTING CO NOTE 10.250 7/0 17285EAC3 537 497000 0 0 0
CITADEL BROADCASTING CO NOTE 9.250 11/1 17285EAE9 7830 7565000 0 0 0
CIRCUS CIRCUS ENTERPRISE NOTE 6.450 2/0 172909AG8 1143 1250000 0 0 0
CIRCUS CIRCUS ENTERPRISE NOTE 9.250 12/0 172909AK9 3119 3050000 0 0 0
CRS BOND PORTFOLIO UNITS COMMON 172992109 19 225 SH 0 0 0
CITICORP NOTE 7.125 9/0 173034GP8 82 81000 0 0 0
CLARK MATL HANDLING CO NOTE 10.750 11/1 181475AD6 5655 6500000 0 0 0
CLIFFS DRILLING CO NOTE 10.250 5/1 18682CAF7 2940 3000000 0 0 0
COCA COLA CO COMMON 191216100 50 800 SH 0 0 0
COCA COLA 0% 7/13/99 COMM 19121EUD3 2011 2015000 0 0 0
CODMAN GROUP, INC. COMMON 191990100 973 2630090 SH 0 0 0
COINMACH CORP NOTE 11.750 11/1 192596AE4 13677 12635000 0 0 0
COLGATE PALMOLIVE CO COMMON 194162103 3743 38000 SH 0 0 0
COLUMBIA ENERGY GROUP DEB 6.800 11/2 197648CA4 250 250000 0 0 0
COMERICA INC COMMON 200340107 89 1500 SH 0 0 0
COMMONWEALTH EDISON CO MTG 7.000 7/0 202795FL9 252 250000 0 0 0
COMPUSA INC CALL OPT JUL 204932107 264 35500 SH CALL 0 0 0
CONSOLIDATED EDISON CO N DEB 6.150 7/0 209111CZ4 260 250000 0 0 0
CONTINENTAL CABLEVISION NOTE 8.300 5/1 211177AM2 110 100000 0 0 0
DEAN WITTER DISCOVER & C NOTE 6.875 3/0 24240VAC5 66 65000 0 0 0
DEL MONTE CORP NOTE 12.250 4/1 245217AH7 2841 2492000 0 0 0
DEL MONTE FOODS CO NOTE 12/1 24522PAC7 3591 4853000 0 0 0
DELL COMPUTER CORP COMMON 247025109 3807 102884 SH 0 0 0
DIGITAL VIDEO SYS INC COMMON 25387R100 7 8612 SH 0 0 0
DISNEY WALT COMPANY COMMON 254687106 4011 130174 SH 0 0 0
DOUBLECLICK INC COMMON 258609304 119 1300 SH 0 0 0
DRYPERS CORP NOTE 10.250 6/1 262497AG5 10723 13320000 0 0 0
E M C CORP MASS COMMON 268648102 47 850 SH 0 0 0
E TRADE GROUP INC COMMON 269246104 3035 76000 SH 0 0 0
EARTHSHELL CORP COMMON 27032B100 298 42516 SH 0 0 0
EARTHSHELL CORP CALL OPT JUL 1 27032B100 70 10000 SH CALL 0 0 0
EBAY INC COMMON 278642103 48 315 SH 0 0 0
ECHOSTAR DBS CORP NOTE 9.250 2/0 27876GAD0 1015 1000000 0 0 0
ECHOSTAR DBS CORP NOTE 9.375 2/0 27876GAF5 7752 7600000 0 0 0
ENGLE HOMES INC NOTE 9.250 2/0 292896AH0 10655 11275000 0 0 0
ENGLE HOMES, INC 9.25 2/1/2008 292896AJ6 1418 1500000 0 0 0
ENTERTAINMENT INTERNET I COMMON 29380Q101 10 10000 SH 0 0 0
ENTERTAINMENT BOULEVARD COMMON 29381A105 41 17500 SH 0 0 0
EXIDE CORP NOTE 10.000 4/1 302051AE7 5583 5500000 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 304530AB4 7900 8000000 0 0 0
FELCOR SUITES L P NOTE 7.625 10/0 313917AF3 89 100000 0 0 0
FIRST INTST BANCORP NOTE 9.125 2/0 320548BK5 54 49000 0 0 0
FIRST INTST BANCORP MTN MTNF 9.375 1/2 32055CAF7 35 33000 0 0 0
FIRST UN CORP NOTE 6.875 9/1 337358BC8 200 200000 0 0 0
FORD MOTOR CR CO NOTE 6.375 11/0 345397GZ0 239 250000 0 0 0
FORD MOTOR CR CO NOTE 6.500 2/1 345397HD8 99 100000 0 0 0
FORD MOTOR CR CO NOTE 6.250 12/0 345397NJ8 971 995000 0 0 0
FORD MOTOR CR CO NOTE 6.550 9/1 345397RS4 200 200000 0 0 0
FORD MOTOR CR CO NOTE 5.800 1/1 345397SG9 319 350000 0 0 0
FORD MOTER CREDIT 0% 7/28/99 COMM 34539UUU4 5467 5490000 0 0 0
4 KIDS ENTMT INC COMMON 350865101 27 1500 SH 0 0 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 4837 109770 SH 0 0 0
FOX FAMILY WORLDWIDE INC NOTE 11/0 35138BAB2 3200 5000000 0 0 0
FOX ENTMT GROUP INC CL A 35138T107 2233 82900 SH 0 0 0
FRIENDLY ICE CREAM CORP NOTE 10.500 12/0 358497AA3 6008 6750000 0 0 0
GTE HAWAIIAN TELEPHONE C MTG 6.750 2/1 362335AB7 100 100000 0 0 0
GENERAL ELECTRIC CO. COMMON 369604103 6964 61630 SH 0 0 0
GENERAL ELEC CAP CORP NOTE 7.875 12/0 369622DG7 328 305000 0 0 0
GENERAL MTRS ACCEP CORP NOTE 5.850 1/1 370425RD4 229 250000 0 0 0
GENERAL MOTORS ACCEP COR NOTE 6.750 3/1 370426AA6 81 80000 0 0 0
GENERAL MOTOR ACCP CORP 0% 7/21/99 COMM 37042EUM1 2046 2050000 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 1618 1562000 0 0 0
GENESIS HEALTH VENTURES NOTE 9.250 10/0 371912AF3 2800 3500000 0 0 0
GLENOIT CORP NOTE 11.000 4/1 378762AC2 9157 11150000 0 0 0
GRANITE BROADCASTING COR NOTE 10.375 5/1 387241AE2 1020 1000000 0 0 0
GRANITE BROADCASTING COR NOTE 8.875 5/1 387241AK8 5698 5905000 0 0 0
GUESS INC NOTE 9.500 8/1 401617AB1 5555 5500000 0 0 0
HMH PPTYS INC NOTE 8.450 12/0 40423QAG2 8573 9000000 0 0 0
HS RES INC NOTE 9.250 11/1 404297AD5 7138 7210000 0 0 0
HS RES INC NOTE 9.250 11/1 404297AE3 1040 1050000 0 0 0
HAWK CORP NOTE 10.250 12/0 420089AC8 7201 7000000 0 0 0
HELLER FINANCIAL INC CL A 423328103 2158 77600 SH 0 0 0
HEWLETT PACKARD CO COMMON 428236103 4339 43170 SH 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 2/0 435572AA0 8196 8025000 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 3/1 435572AB8 2050 2000000 0 0 0
HOUSEHOLD FIN CORP NOTE 8.000 8/0 441812FG4 51 49000 0 0 0
HOUSEHOLD FIN CORP NOTE 5.875 11/0 441812GC2 1715 1750000 0 0 0
ICO INC NOTE 10.375 6/0 449294AE7 4070 5500000 0 0 0
IMPAC GROUP INC NOTE 10.125 3/1 449694AB4 10028 10500000 0 0 0
IMALL INC COM PAR $0.001 45244X306 96 5000 SH 0 0 0
IMCLONE SYSTEMS INC COMMON 45245W109 127 5000 SH 0 0 0
IMPERIAL HOLLY CORP NOTE 9.750 12/1 452835AD3 9774 10025000 0 0 0
IMATRON INC COMMON 452906100 162 112858 SH 0 0 0
INSIGNIA SOLUTIONS PLC DEPOSITORY RECEI 45766J107 44 6600 SH 0 0 0
INTEL CORP COMMON 458140100 60 1000 SH 0 0 0
INTERMEDIA COMMUNICATION COMMON 458801107 5345 178180 SH 0 0 0
INTERMEDIA COMMUNCATNS CALL OPT SEP 3 458801107 1050 35000 SH CALL 0 0 0
INTERMEDIA COMMUNICATION NOTE 7/1 458801AL1 9530 13375000 0 0 0
INTERMEDIA COMMUNICATION NOTE 8.875 11/0 458801AS6 1188 1250000 0 0 0
INTERACTIVE DISTRIBUTORS COMMON 458990108 6 2000 SH 0 0 0
INTERNATIONAL BUS MACH COMMON 459200101 6980 54000 SH 0 0 0
INTERNATIONAL BUS MACH NOTE 6.375 6/1 459200AK7 151 150000 0 0 0
INTERNATIONAL INTERNET I COMMON 459700100 9 60000 SH 0 0 0
INTERNATIONL GAME TECH NOTE 7.875 5/1 459902AD4 689 700000 0 0 0
INTERNATIONL GAME TECH NOTE 8.375 5/1 459902AG7 7181 7300000 0 0 0
ISLE OF CAPRI CASINOS IN NOTE 8.750 4/1 464592AA2 9375 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
JITNEY-JUNGLE STORES AME NOTE 10.375 9/1 47758RAD7 954 2650000 0 0 0
JOHNSON & JOHNSON COMMON 478160104 59 600 SH 0 0 0
KAISER ALUM & CHEM CORP NOTE 12.750 2/0 483008AD0 5610 5500000 0 0 0
KANEB SERVICES INC COMMON 484170105 13 3000 SH 0 0 0
KEY COMPONENTS LLC / KEY NOTE 10.500 6/0 49308AAC7 11789 12575000 0 0 0
KEYCORP NEW NOTE 7.500 6/1 493267AB4 257 250000 0 0 0
KEYSTONE CONS INDS INC NOTE 9.625 8/0 493422AC3 2910 3000000 0 0 0
KNIGHT/TRIMARK GROUP INC CL A 499067106 92 1500 SH 0 0 0
LADY LUCK GAMING FIN COR MTG 11.875 3/0 505903AC8 4556 4500000 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 101 100000 0 0 0
LEHMAN BROS INC NOTE 7.625 6/0 524909AV0 509 500000 0 0 0
LESLIES POOLMART NOTE 10.375 7/1 527069AC2 3788 3750000 0 0 0
LEVEL 3 COMMUNICATIONS I NOTE 9.125 5/0 52729NAC4 3469 3500000 0 0 0
LEVEL 3 COMMUNICATIONS I NOTE 12/0 52729NAD2 6956 11175000 0 0 0
LILLY ELI & CO NOTE 8.125 12/0 532457AK4 39 37000 0 0 0
LINENS N THINGS INC COMMON 535679104 219 5000 SH 0 0 0
LOCKHEED MARTIN CORP NOTE 7.700 6/1 539830AJ8 78 75000 0 0 0
LOEWS CINEPLEX ENTMT NOTE 8.875 8/0 540423AB6 7306 7650000 0 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 5881 87200 SH 0 0 0
LYONDELL CHEMICAL CO NOTE 9.875 5/0 552078AJ6 7158 7000000 0 0 0
MCI WORLDCOM INC COMMON 55268B106 6057 70384 SH 0 0 0
MALLINCKRODT GROUP INC NOTE 6.500 11/1 561226AB7 404 435000 0 0 0
MANUFACTURED HOME CMNTYS COMMON 564682102 1342 51607 SH 0 0 0
MARINER POST-ACUTE NETWO NOTE 11/0 568459AB7 690 6000000 0 0 0
MARKETING SVCS GROUP INC COMMON 570907105 26 1000 SH 0 0 0
MAXXIM MED INC COMMON 57777G105 5460 234200 SH 0 0 0
MERCK & CO INC COMMON 589331107 4979 67626 SH 0 0 0
MERRILL LYNCH & CO INC NOTE 8.000 6/0 590188EF1 113 100000 0 0 0
MERRILL LYNCH & CO INC NOTE 6.250 10/1 590188EZ7 275 275000 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 3/0 590188FT0 995 1000000 0 0 0
MERRILL LYNCH & CO INC NOTE 7.000 3/1 590188FV5 263 250000 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 11/1 590188JM1 268 275000 0 0 0
MICROSOFT CORP COMMON 594918104 5914 65574 SH 0 0 0
MIGRATEC INC COMMON 598622108 4 25000 SH 0 0 0
MOHEGAN TRIBAL GAMING 8.125% 1/1/06 SR 608328AB6 990 1000000 0 0 0
MOHEGAN TRIBAL GAMING 8.75% 1/1/09 SR 608328AD2 7550 7550000 0 0 0
MORGAN J P & CO INC NOTE 6.875 1/1 616880BF6 1291 1300000 0 0 0
MORGAN STAN DEAN WITTR COM NEW 617446448 51 500 SH 0 0 0
MORGAN STAN DEAN WITTR DEB 8.330 1/1 617446AL3 161 150000 0 0 0
NABISCO INC NOTE 6.850 6/1 629527AS1 98 100000 0 0 0
NABISCO INC NOTE 7.050 7/1 629527AT9 1703 1731000 0 0 0
NATIONAL DISC BROKERS GR COMMON 635646102 58 1000 SH 0 0 0
NATIONAL RURAL ELEC 0% 7/7/99 COMM P 63743DU74 1023 1025000 0 0 0
VISTA EYE CARE,INC. NOTE 12.750 10/1 638459AC1 14502 14575000 0 0 0
NATIONSBANK CORP NOTE 6.500 8/1 638585AF6 451 450000 0 0 0
NATIONSBANK CORP SR MTN MTNF 5.700 2/1 63858RDJ7 4950 5000000 0 0 0
NAVARRE CORP COMMON 639208107 59 6000 SH 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AE6 8613 8700000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AF3 2896 2925000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AG1 990 1000000 0 0 0
NETWORK ASSOCIATES INC COMMON 640938106 3253 221500 SH 0 0 0
NEWCOR INC COMMON 651186108 29 6000 SH 0 0 0
NEWCOR INC NOTE 9.875 3/0 651186AC2 10941 12225000 0 0 0
NEWELL RUBBERMAID INC COMMON 651229106 2 52 SH 0 0 0
NEXTLINK COMMUNICATIONS NOTE 12.500 4/1 65333AAC2 1073 1000000 0 0 0
NEXTLINK COMMUNICATNS NOTE 4/1 65333HAG8 9483 15675000 0 0 0
NOKIA CORP DEPOSITORY RECEI 654902204 5431 59316 SH 0 0 0
OASIS RESIDENTIAL INC NOTE 7.250 11/1 674216AC0 1891 2000000 0 0 0
OCWEN FINL CORP NOTE 11.875 10/0 675746AA9 10457 10950000 0 0 0
OCWEN FED BK FSB FT LEE SDEB 12.000 6/1 67574NBM5 2231 2300000 0 0 0
P&L COAL HLDGS CORP NOTE 9.625 5/1 693682AD8 5000 5000000 0 0 0
PAGING NETWORK INC NOTE 8.875 2/0 695542AB6 3000 4000000 0 0 0
PAGING NETWORK INC NOTE 10.000 10/1 695542AG5 3080 4000000 0 0 0
PAINE WEBBER GROUP INC NOTE 6.500 11/0 695629AP0 97 100000 0 0 0
PANAMER BEVERAGE 7.25% 7/1/09 SR 69829VAD7 2207 2525000 0 0 0
PARKER DRILLING CO NOTE 9.750 11/1 701081AG6 5580 6000000 0 0 0
PAYCHEX INC COMMON 704326107 52 1618 SH 0 0 0
PEN-TAB INDS INC NOTE 10.875 2/0 706589AB4 3420 4000000 0 0 0
PENNEY JC INC MTN BE MTNF 6.500 6/1 70816FAB9 52 53000 0 0 0
PERKINS FAMILY RESTAURAN NOTE 10.125 12/1 714065AC3 2080 2000000 0 0 0
PETROLEOS MEXICANOS NOTE 8.850 9/1 71654QAL6 408 450000 0 0 0
PFIZER INC COMMON 717081103 4393 40300 SH 0 0 0
PHILADELPHIA ELEC CO MTG 5.625 11/0 717537DL5 74 75000 0 0 0
PHILLIPS VAN HEUSEN CP NOTE 9.500 5/0 718592AD0 6250 6250000 0 0 0
PIER 1 IMPORTS INC COMMON 720279108 3640 323550 SH 0 0 0
PIER 1 IMPORTS INC CALL OPT SEP 1 720279108 225 20000 SH CALL 0 0 0
PLAINS RES INC NOTE 10.250 3/1 726540AE7 3851 3775000 0 0 0
PLAINS RES INC NOTE 10.250 3/1 726540AH0 6656 6525000 0 0 0
PROCTER & GAMBLE CO COMMON 742718109 71 800 SH 0 0 0
PULTE CORP NOTE 7.000 12/1 745867AA9 1080 1111000 0 0 0
PULTE CORP NOTE 7.300 10/2 745867AC5 237 250000 0 0 0
QWEST COMMUNICATIONS INT COMMON 749121109 66 2000 SH 0 0 0
R & B FALCON CORP NOTE 6.750 4/1 74912EAF8 5933 7000000 0 0 0
R & B FALCON CORP NOTE 9.500 12/1 74912EAL5 950 1000000 0 0 0
RBF FIN CO NOTE 11.375 3/1 74925LAC4 4140 4000000 0 0 0
REALNETWORKS INC COMMON 75605L104 3027 43950 SH 0 0 0
REGAL CINEMAS INC NOTE 9.500 6/0 758754AE5 9565 10175000 0 0 0
RENTAL SERVICE CORP NOTE 9.000 5/1 76009VAC6 1616 1500000 0 0 0
RITE AID CORP COMMON 767754104 4455 180900 SH 0 0 0
RITE-AID CORP CALL OPT JUL 3 767754104 887 36000 SH CALL 0 0 0
RITE AID CORP NOTE 7.125 1/1 767754AH7 1947 2000000 0 0 0
ROHM & HAAS COMPANY CALL OPT JUL 5 775371107 1887 44000 SH CALL 0 0 0
ROYAL CARIBBEAN CRUISES NOTE 8.250 4/0 780153AC6 513 494000 0 0 0
ROYAL CARIBBEAN CRUISES NOTE 7.250 8/1 780153AE2 98 100000 0 0 0
RYLAND GROUP INC NOTE 8.250 4/0 783764AE3 4253 4500000 0 0 0
SABRELINER CORP NOTE 11.000 6/1 78571LAC2 8347 9650000 0 0 0
SALOMON SMITH BARNEY HLD NOTE 6.750 8/1 79549BAT4 151 150000 0 0 0
SALOMON SMITH BARNEY HLD NOTE 6.750 1/1 79549BAV9 360 350000 0 0 0
SALOMON SMITH BARNEY HLD NOTE 6.750 2/1 79549BAZ0 952 950000 0 0 0
SALOMON SMITH BARNEY HLD NOTE 6.700 7/0 79549BBK2 1851 1840000 0 0 0
SCHERING PLOUGH CORP COMMON 806605101 161 3068 SH 0 0 0
SCHLUMBERGER LTD COMMON 806857108 4348 68264 SH 0 0 0
SCHULER HOMES INC DBCV 6.500 1/1 808188AA4 855 1100000 PRN 0 0 0
SEA CONTAINERS LTD NOTE 10.500 7/0 811371AE3 318 300000 0 0 0
SEA CONTAINERS LTD NOTE 7.875 2/1 811371AH6 4925 5000000 0 0 0
SEARS ROEBUCK & CO COMMON 812387108 63 1412 SH 0 0 0
SEARS ROEBUCK ACCEP CORP MTNF 6.500 10/0 81240QBF8 65 65000 0 0 0
SECURED RESTAURANTS TR DEB 10.250 11/1 813906AA2 821 778633 0 0 0
SENSORMATIC ELECTRS CP COMMON 817265101 28 2000 SH 0 0 0
SEPRACOR INC COMMON 817315104 488 6000 SH 0 0 0
SILICON VY BANCSHARES COMMON 827064106 4886 197400 SH 0 0 0
SILICON VALLEY BANCSHS CALL OPT AUG 2 827064106 619 25000 SH CALL 0 0 0
SIMON PPTY GROUP LP NOTE 6.750 2/0 828807AA5 2266 2325000 0 0 0
SIMONDS INDS INC NOTE 10.250 7/0 82881PAC0 10805 11025000 0 0 0
SKECHERS U S A INC CL A 830566105 49 4700 SH 0 0 0
SOUTHTRUST CORP NOTE 8.625 5/1 844730AB7 1068 1000000 0 0 0
SPIEKER PPTYS L P NOTE 6.875 2/0 848503AJ7 1074 1100000 0 0 0
SPRINT SPECTRUM LP/SPRIN NOTE 8/1 85207FAB4 1830 2000000 0 0 0
STATIONS CASINOS INC NOTE 10.125 3/1 857689AC7 1038 1000000 0 0 0
STATIONS CASINOS INC NOTE 8.875 12/0 857689AH6 7326 7475000 0 0 0
SUMMIT TECHNOLOGY INC COMMON 86627E101 110 5000 SH 0 0 0
SUNTRUST BKS INC NOTE 6.250 6/0 867914AQ6 1527 1600000 0 0 0
SUZY SHIER LTD SUB VTG SH 86958K106 1 100 SH 0 0 0
TCI COMMUNICATIONS INC NOTE 8.000 8/0 872287AB3 1384 1300000 0 0 0
TRYLON CORP. RESTRICTED 872990106 0 154 SH 0 0 0
TARRANT APPAREL GROUP COMMON 876289109 4420 194275 SH 0 0 0
TELEWEST PLC DEB 10/0 87956RAB7 2685 3000000 0 0 0
TENNECO INC NOTE 7.875 10/0 880370BK6 128 125000 0 0 0
TENNECO INC NOTE 7.500 4/1 880370BQ3 997 1000000 0 0 0
360 COMMUNICATIONS CO NOTE 7.500 3/0 885571AB5 311 300000 0 0 0
TIME WARNER PASS THRU 4.9% 7/2 88731YAB2 999 1000000 0 0 0
TIME WARNER TELECOM LLC NOTE 9.750 7/1 887321AA5 4120 4000000 0 0 0
TRANS RES INC NOTE 3/1 893320AH4 2778 5500000 0 0 0
TRICO MARINE SERVICES IN NOTE 8.500 8/0 896106AK7 4978 5500000 0 0 0
TROPICAL SPORTSWEAR INTL NOTE 11.000 6/1 89708PAC6 12418 11940000 0 0 0
UNITED STATES LEASING IN NOTE 8.750 12/0 912129AC7 105 100000 0 0 0
VENETIAN CASINO RESORT L MTG 12.250 11/1 92264NAC1 6500 6500000 0 0 0
VERISIGN INC COMMON 92343E102 134 1550 SH 0 0 0
VERITAS DGC INC NOTE 9.750 10/1 92343PAA5 564 550000 0 0 0
VERITAS DGC INC 9.75% 10/15/03 S 92343PAC1 9097 8875000 0 0 0
VIACOM INC CL B 925524308 3 74 SH 0 0 0
VISX INC DEL COMMON 92844S105 87 1100 SH 0 0 0
WCI STL INC NOTE 10.000 12/0 92923JAF6 5088 5000000 0 0 0
NOKIA CORP CALL OPT JUL 9 93799W9G6 3760 40000 SH CALL 0 0 0
WEBB DEL E CORP SDEB 9.750 1/1 947423AG4 3865 4000000 0 0 0
WEIRTON STL CORP NOTE 10.750 6/0 948774AD6 4253 4500000 0 0 0
WELLS FARGO & CO NEW NOTE 6.875 4/0 949740BZ6 200 200000 0 0 0
WESTERN GAS RES INC NOTE 10.000 6/1 958259AA1 4110 4000000 0 0 0
WESTERN NATL CORP NOTE 7.125 2/1 958845AA7 1154 1126000 0 0 0
WINFIELD CAP CORP COMMON 973859101 135 5850 SH 0 0 0
WORLDCOM INC GA NOTE 7.550 4/0 98155KAA0 259 250000 0 0 0
XEROX CORP COMMON 984121103 226 3825 SH 0 0 0
YAHOO INC COMMON 984332106 60 350 SH 0 0 0
GEMSTAR INTL GROUP LTD ORD G3788V106 4228 64800 SH 0 0 0
</TABLE>
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