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Previous: BENSON ASSOCIATES LLC, 13F-HR, 2000-08-01 |
Next: SPARKLING SPRING WATER GROUP LTD, 6-K, 2000-08-01 |
<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 NOTE 8.375 8/1 00130HAG0 2275 2500000 0 0 0
AES CORP NOTE 9.500 6/0 00130HAQ8 1965 2000000 0 0 0
AMC ENTMT INC NOTE 9.500 3/1 001669AG5 3055 6500000 0 0 0
AT&T CORP CLASS A COM LIB GRP A 001957208 6982 287934 SH 0 0 0
ABERCROMBIE & FITCH CO CL A 002896207 18 1500 SH 0 0 0
ACTIVISION INC NEW COM NEW 004930202 72 11100 SH 0 0 0
ADELPHIA BUSINESS SOLUTI PFD EX12.875%B 006847305 404 425 0 0 0
ADELPHIA COMMUNICATIONS NOTE 7.875 5/0 006848BD6 2949 3500000 0 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 2608 35365 SH 0 0 0
AHMANSON H F & CO NOTE 7.875 9/0 008677AB2 1068 1065000 0 0 0
AIRTOUCH COMMUNICATIONS NOTE 6.650 5/0 00949TAD2 937 1000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.375 1/0 01958XAK3 453 500000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.625 1/0 01958XAL1 6125 7000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.875 1/0 01958XAM9 1705 2000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 10.000 8/0 01958XAQ0 4465 5300000 0 0 0
ALPHA INDS INC COMMON 020753109 4607 104548 SH 0 0 0
AMERICAN AXLE & MFG INC NOTE 9.750 3/0 02406PAC4 6094 6500000 0 0 0
AMERICAN EXPRESS CO COMMON 025816109 313 6000 SH 0 0 0
AMERICAN GENERAL FINANCE NOTE 5.875 7/1 02635KCJ1 3200 3250000 0 0 0
AMERICAN INTL GROUP INC COMMON 026874107 9568 81431 SH 0 0 0
AMERICAN MEDIA OPERATION NOTE 10.250 5/0 02744RAE7 4925 5000000 0 0 0
AMERIKING INC NOTE 10.750 12/0 03071GAA0 10936 13000000 0 0 0
AMKOR TECHNOLOGY INC COMMON 031652100 88 2500 SH 0 0 0
AMPAL AMERN ISRAEL CORP CL A 032015109 38 2500 SH 0 0 0
APHTON CORP CALL OPT AUG 3 03759P101 52 2000 SH CALL 0 0 0
ASSOCIATES CORP NTH AMER MTNF 6.400 10/2 045906KP8 48 49000 0 0 0
ASSOCIATES CORP NORTH AM NOTE 5.850 1/1 046003JG5 944 950000 0 0 0
ATMEL CORP COMMON 049513104 92 2500 SH 0 0 0
AURA SYS INC COMMON 051526101 4 15672 SH 0 0 0
AUTOMATIC DATA PROCESSIN COMMON 053015103 375 7000 SH 0 0 0
B E AEROSPACE NOTE 8.000 3/0 055381AF4 5100 6000000 0 0 0
BRE PROPERTIES INC NOTE 7.125 2/1 05564EBA3 879 1000000 0 0 0
BMC SOFTWARE INC COMMON 055921100 354 9700 SH 0 0 0
BALLARD PWR SYS INC COMMON 05858H104 108 1200 SH 0 0 0
BANKAMERICA CORP NOTE 5.875 2/1 066050CV5 221 250000 0 0 0
BANKAMERICA CORP NOTE 6.625 6/1 066050CW3 778 800000 0 0 0
BANK OF AMERICA CORP COMMON 06605F102 4646 108045 SH 0 0 0
BANKBOSTON NA SUB BK MTN MTNF 6.375 4/1 06606HD87 1867 2025000 0 0 0
BANKERS TR CORP NOTE 7.375 5/0 066365CC9 1214 1250000 0 0 0
BAYOU STL CORP LA PLACE MTG 9.500 5/1 073051AE4 4100 5000000 0 0 0
BEAR STEARNS COS INC NOTE 8.750 3/1 073902AF5 1030 1000000 0 0 0
BELLWETHER EXPL CO NOTE 10.875 4/0 079895AA6 5092 5475000 0 0 0
BENEDEK COMMUNICATIONS C FRNT 5/1 08170WAC0 3675 4900000 0 0 0
BIG V SUPERMARKETS INC NOTE 11.000 2/1 089698AB0 5120 6400000 0 0 0
BLUEGREEN CORP NOTE 10.500 4/0 096231AC9 6820 11000000 0 0 0
BOEING CAP CORP SR MTN B MTNF 6.040 7/1 09700WAT0 48 50000 0 0 0
BOSTON CHICKEN INC COMMON 100578103 0 2500 SH 0 0 0
BOYD GAMING CORP NOTE 9.250 10/0 103304AB7 495 500000 0 0 0
BOYD GAMING CORP NOTE 9.500 7/1 103304AE1 960 1000000 0 0 0
BROADCOM CORP CL A 111320107 131 600 SH 0 0 0
BROADVISION INC COMMON 111412102 6639 130665 SH 0 0 0
CMGI INC COMMON 125750109 110 2400 SH 0 0 0
CSC HOLDINGS INC 11.125% SERIES M 126304401 4569 43261 0 0 0
CABLEVISION SYS CORP DEB 8.125 8/1 126304AD6 1943 2000000 0 0 0
CSK AUTO INC NOTE 11.000 11/0 12637KAB7 11440 13000000 0 0 0
CVS CORP COMMON 126650100 8 200 SH 0 0 0
CAITHNESS COSO FDG CORP NOTE 6.800 12/1 128017AC4 404 410500 0 0 0
CAITHNESS COSO FDG CORP NOTE 9.050 12/1 128017AF7 14813 15000000 0 0 0
CAPROCK COMMUNICATIONS C NOTE 11.500 5/0 140667AD8 6750 7500000 0 0 0
CARDINAL HEALTH INC COMMON 14149Y108 5580 75400 SH 0 0 0
CARMIKE CINEMAS INC NOTE 9.375 2/0 143436AD5 4654 8500000 0 0 0
CARPENTER W R NORTH AMER NOTE 10.625 6/1 144269AC1 2200 11000000 0 0 0
CARROLS CORP NOTE 9.500 12/0 145744AD0 4175 5000000 0 0 0
CATERPILLAR FINL SVCS MT MTNF 5.470 9/1 14912LZV6 3191 3250000 0 0 0
CENTRAL GARDEN & PET CO NOTE 6.000 11/1 153527AC0 7763 11500000 PRN 0 0 0
CENTURY COMMUNICATIONS C NOTE 9.750 2/1 156503AD6 500 500000 0 0 0
CENTURY COMMUNICATIONS C ZERO CPN 3/1 156503AF1 736 1000000 0 0 0
CENTURY COMMUNICATIONS C NOTE 8.750 10/0 156503AJ3 1820 2000000 0 0 0
CHANCELLOR MEDIA CORP LA NOTE 9.000 10/0 158916AJ5 6695 6500000 0 0 0
CHARTER COMMUNICATIONS H NOTE 8.250 4/0 16117PAD2 1071 1200000 0 0 0
CHARTER COMMUNICATIONS H FRNT 4/0 16117PAF7 4275 7500000 0 0 0
CHATWINS GRP INC DEB 13.000 05/0 162468AE2 1620 1653100 0 0 0
CHEROKEE INC DEL NEW COMMON 16444H102 0 2 SH 0 0 0
CHEVY CHASE SVGS BK F S SDEB 9.250 12/0 166784AF5 6962 7800000 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 6588 8500000 0 0 0
CHIRON CORP COMMON 170040109 95 2000 SH 0 0 0
CIENA CORP COMMON 171779101 200 1200 SH 0 0 0
CISCO SYS INC COMMON 17275R102 13121 206424 SH 0 0 0
CITADEL BROADCASTING CO NOTE 9.250 11/1 17285EAE9 3880 4000000 0 0 0
CIRCUS CIRCUS ENTERPRISE NOTE 6.450 2/0 172909AG8 988 1150000 0 0 0
CIRCUS CIRCUS ENTERPRISE NOTE 9.250 12/0 172909AK9 7518 7750000 0 0 0
CITIGROUP INC NOTE 5.800 3/1 172967AW1 907 950000 0 0 0
CRS BOND PORTFOLIO UNITS COMMON 172992109 19 225 SH 0 0 0
CITICORP NOTE 8.000 2/0 173034GF0 1014 1000000 0 0 0
CLARK MATL HANDLING CO NOTE 10.750 11/1 181475AF1 1343 7900000 0 0 0
CLIFFS DRILLING CO NOTE 10.250 5/1 18682CAF7 1003 1000000 0 0 0
COCA COLA CO COMMON 191216100 230 4000 SH 0 0 0
COCA COLA 0% 08/08/00 COMM 19121DH81 6652 6700000 0 0 0
CODMAN GROUP, INC. COMMON 191990100 726 3630090 SH 0 0 0
COINMACH CORP NOTE 11.750 11/1 192596AE4 11315 11725000 0 0 0
COLGATE PALMOLIVE CO COMMON 194162103 5516 92127 SH 0 0 0
COMERICA INC COMMON 200340107 67 1500 SH 0 0 0
COMPUTERIZED THERMAL IMA COMMON 20557C108 21 2900 SH 0 0 0
COSMETIC LASER EYE CENTE COMMON 221990104 1250 208333 SH 0 0 0
COUNTRYWIDE FUNDING NOTE 8.250 7/1 222373AC6 1008 1000000 0 0 0
COVAD COMMUNICATIONS GRO FRNT 3/1 222814AC9 3788 7500000 0 0 0
COVAD COMMUNICATIONS GRO NOTE 12.500 2/1 222814AJ4 4100 5000000 0 0 0
COVAD COMMUNICATIONS GRO NOTE 12.000 2/1 222814AM7 2765 3500000 0 0 0
CROSSROADS SYS INC COMMON 22765D100 38 1500 SH 0 0 0
CURAGEN CORP COMMON 23126R101 95 2500 SH 0 0 0
DEL MONTE CORP NOTE 12.250 4/1 245217AH7 1050 1000000 0 0 0
DEL MONTE FOODS CO FRNT 12/1 24522PAC7 3713 5000000 0 0 0
DELL COMPUTER CORP COMMON 247025109 439 8900 SH 0 0 0
DIGITAL VIDEO SYS INC COM NEW 25387R407 8 1230 SH 0 0 0
DISNEY WALT CO COM DISNEY 254687106 5141 132450 SH 0 0 0
DISNEY WALT COMPANY CALL OPT JAN 4 25469G9A5 246 5000 SH CALL 0 0 0
DOBSON COMMUNICATIONS 10.875% 7/1/10 S 256069AD7 503 500000 0 0 0
DOUBLECLICK INC COMMON 258609304 76 2000 SH 0 0 0
DRYPERS CORP NOTE 10.250 6/1 262497AG5 5805 9000000 0 0 0
DUKE CAP CORP NOTE 7.250 10/0 26439RAG1 993 1000000 0 0 0
E M C CORP MASS COMMON 268648102 6840 88900 SH 0 0 0
ECHELON CORP COMMON 27874N105 58 1000 SH 0 0 0
ECHELON CORP CALL OPT AUG 7 27874N105 87 1500 SH CALL 0 0 0
ECHOSTAR DBS CORP NOTE 9.250 2/0 27876GAE8 486 500000 0 0 0
ECHOSTAR DBS CORP NOTE 9.375 2/0 27876GAG3 6063 6250000 0 0 0
EMMIS COMMUNICATIONS COR CL A 291525103 5813 140500 SH 0 0 0
ENGLE HOMES INC NOTE 9.250 2/0 292896AH0 11830 14000000 0 0 0
ENRON CORP NOTE 6.625 10/1 293561BN5 978 1000000 0 0 0
EOTT ENERGY PARTNERS L P NOTE 11.000 10/0 29410YAA6 8628 8500000 0 0 0
EXIDE CORP NOTE 10.000 4/1 302051AE7 12015 13500000 0 0 0
EXODUS COMMUNICATIONS IN COMMON 302088109 6094 132300 SH 0 0 0
EXXON MOBIL CORP COMMON 30231G102 79 1000 SH 0 0 0
FMA CBO FUNDING II LTD 3% 3/25/2011 INC 302472AB1 9680 9300000 0 0 0
FAIRFIELD MANUFACTURING NOTE 9.625 10/1 304530AD0 7055 8500000 0 0 0
FIFTH THIRD BANCORP COMMON 316773100 206 3250 SH 0 0 0
FIRST UN CORP NOTE 6.950 11/0 337358DD4 975 1000000 0 0 0
FORD MOTOR CR CO NOTE 5.800 1/1 345397SG9 1845 2105000 0 0 0
FORD MOTOR CREDIT 0% 07/18/00 COMM 34539TGJ8 6180 6200000 0 0 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 6471 103750 SH 0 0 0
FOX FAMILY WORLDWIDE INC FRNT 11/0 35138BAB2 3113 5000000 0 0 0
FRIENDLY ICE CREAM CORP NOTE 10.500 12/0 358497AA3 9429 11750000 0 0 0
GEMSTAR-TV GUIDE INTL IN COMMON 36866W106 9255 150600 SH 0 0 0
GENERAL ELECTRIC CO. COMMON 369604103 11611 219070 SH 0 0 0
GENERAL ELEC CAP CORP NOTE 7.875 12/0 369622DG7 314 305000 0 0 0
GENERAL MTRS ACCEP CORP NOTE 5.850 1/1 370425RD4 571 650000 0 0 0
GMAC 0% 08/08/00 COMM 37042DH89 7807 7863000 0 0 0
GENERAL MTRS ACCEP CORP MTNF 6.750 12/1 37042WYX3 987 1000000 0 0 0
GENESIS HEALTH VENTURES NOTE 9.750 6/1 371912AC0 33 300000 0 0 0
GENESIS HEALTH VENTURES NOTE 9.250 10/0 371912AF3 660 6000000 0 0 0
GERON CORP COMMON 374163103 32 1000 SH 0 0 0
GLENOIT CORP NOTE 11.000 4/1 378762AC2 2233 15950000 0 0 0
GLOBAL CROSSING HLDGS LT NOTE 9.625 5/1 37931KAB7 9251 9500000 0 0 0
GLOBAL CROSSING HLDGS LT NOTE 9.125 11/1 37931KAG6 2880 3000000 0 0 0
GOLDEN ST BANCORP INC COMMON 381197102 180 10000 SH 0 0 0
GRANITE BROADCASTING COR NOTE 10.375 5/1 387241AE2 878 914900 0 0 0
GRANITE BROADCASTING COR NOTE 8.875 5/1 387241AK8 3374 3900000 0 0 0
GUESS INC NOTE 9.500 8/1 401617AB1 4000 4000000 0 0 0
GUIDANT CORP COMMON 401698105 3987 80550 SH 0 0 0
GULF CDA RES LTD SDEB 9.250 1/1 40218LAD9 503 500000 0 0 0
HMH PPTYS INC NOTE 7.875 8/0 40423QAF4 3865 4300000 0 0 0
HMH PPTYS INC NOTE 8.450 12/0 40423QAG2 11145 12000000 0 0 0
HS RES INC NOTE 9.250 11/1 404297AD5 3890 4000000 0 0 0
HARRAHS OPER INC NOTE 7.875 12/1 413627AD2 5184 5500000 0 0 0
HAWAIIAN AIRLS INC NEW COMMON 419849104 21 8000 SH 0 0 0
HAWK CORP NOTE 10.250 12/0 420089AC8 8640 9000000 0 0 0
HEALTHEON WEBMD CORP COMMON 422209106 3187 215150 SH 0 0 0
HEWLETT PACKARD CO COMMON 428236103 7123 57041 SH 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 2/0 435572AA0 8098 8200000 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 3/1 435572AB8 1975 2000000 0 0 0
HOME DEPOT INC COMMON 437076102 20 400 SH 0 0 0
HOME TOWN AMERICA SR A PFD OPERATI 437990104 412 4116 SH 0 0 0
HOUSEHOLD FIN CORP NOTE 7.625 1/1 441812EU4 998 1000000 0 0 0
HOUSEHOLD FIN CORP NOTE 8.000 8/0 441812FG4 202 200000 0 0 0
HOUSEHOLD FIN CORP NOTE 5.875 11/0 441812GC2 1690 1750000 0 0 0
REALNETWORKS INC CALL OPT AUG 5 44499W9H0 150 2500 SH CALL 0 0 0
HYPERION TELECOMMUNICATI NOTE 4/1 44914KAE8 2790 3000000 0 0 0
HYPERION TELECOMMUNICATI NOTE 12.250 9/0 44914KAH1 4545 4500000 0 0 0
ICO INC NOTE 10.375 6/0 449294AE7 7238 7500000 0 0 0
IMPAC GROUP INC NOTE 10.125 3/1 449694AB4 8448 7750000 0 0 0
IMCLONE SYS INC COMMON 45245W109 153 2000 SH 0 0 0
IMPERIAL SUGAR CO. NOTE 9.750 12/1 452835AD3 2266 11850000 0 0 0
INSIGNIA SOLUTIONS PLC DEPOSITORY RECEI 45766J107 59 6600 SH 0 0 0
INSIGHT MIDWEST L P / IN NOTE 9.750 10/0 45768YAC6 2940 3000000 0 0 0
INTEL CORP COMMON 458140100 254 1900 SH 0 0 0
INTERMEDIA COMMUNICATION COMMON 458801107 3529 118606 SH 0 0 0
INTERMEDIA COMMUNICATION FRNT 7/1 458801AL1 7458 9500000 0 0 0
INTERMEDIA COMMUNICATION NOTE 8.500 1/1 458801AR8 5060 5500000 0 0 0
INTERMEDIA COMMUNICATION NOTE 8.875 11/0 458801AS6 468 500000 0 0 0
INTERACTIVE DISTRIBUTORS COMMON 458990108 3 1000 SH 0 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 7142 65191 SH 0 0 0
INTERNATIONAL GAME TECHN NOTE 7.875 5/1 459902AF9 674 700000 0 0 0
INTERNATIONAL GAME TECHN NOTE 8.375 5/1 459902AJ1 8622 9100000 0 0 0
CISCO SYSTEMS INC CALL OPT JUL 6 45999W9G4 335 5000 SH CALL 0 0 0
INTRAWEST CORPORATION NOTE 9.750 8/1 460915AB7 4950 5000000 0 0 0
ISLE OF CAPRI CASINOS IN NOTE 8.750 4/1 464592AB0 5920 6400000 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
ITRONICS INC COMMON 465743102 3 5000 SH 0 0 0
J L FRENCH AUTOMOTIVE CA NOTE 11.500 6/0 46620QAB1 4550 5000000 0 0 0
JO-ANN STORES INC NOTE 10.375 5/0 47758PAB5 6679 7400000 0 0 0
JITNEY-JUNGLE STORES AME NOTE 10.375 9/1 47758RAD7 63 2500000 0 0 0
JOHNSON & JOHNSON COMMON 478160104 611 6000 SH 0 0 0
JUNO LTG INC NOTE 11.875 7/0 482047AB3 6972 8400000 0 0 0
K MART CORP NOTE 8.125 12/0 482584AL3 924 1000000 0 0 0
KAISER ALUM & CHEM CORP NOTE 12.750 2/0 483008AD0 9828 10800000 0 0 0
KAPPA BEHEER B V NOTE 10.625 7/1 485598AE6 3553 3500000 0 0 0
KEY COMPONENTS LLC / KEY NOTE 10.500 6/0 49308AAC7 9180 10200000 0 0 0
LTV CORP NEW NOTE 8.200 9/1 501921AC4 5475 7500000 0 0 0
LTV CORP NOTE 11.750 11/1 502210BA4 2520 3000000 0 0 0
LABRANCHE & CO INC NOTE 9.500 8/1 505447AB8 5760 6000000 0 0 0
LABRANCHE & CO INC NOTE 12.000 3/0 505447AC6 3990 4000000 0 0 0
LEGATO SYS INC COMMON 524651106 47 3100 SH 0 0 0
LEHMAN BROS HLDGS INC NOTE 8.500 8/0 524908BF6 1344 1325000 0 0 0
LEHMAN BROS HLDGS INC NOTE 6.625 11/1 524908BH2 3960 3965000 0 0 0
LEHMAN BROS HLDGS INC NOTE 7.250 10/1 524908BJ8 981 1000000 0 0 0
LESLIES POOLMART NOTE 10.375 7/1 527069AC2 5774 7750000 0 0 0
LEVEL 3 COMMUNICATIONS I NOTE 9.125 5/0 52729NAC4 2250 2500000 0 0 0
LEVEL 3 COMMUNICATIONS I FRNT 12/0 52729NAE0 4860 8000000 0 0 0
LEVI STRAUSS & CO NEW NOTE 7.000 11/0 52736RAF9 2280 3000000 0 0 0
LOEWS CINEPLEX ENTMT COR NOTE 8.875 8/0 540423AB6 2375 5000000 0 0 0
LOMAK PETE INC SDCV 6.000 2/0 541509AF2 4500 7500000 PRN 0 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 5688 96000 SH 0 0 0
LYONDELL CHEMICAL CO NOTE 9.625 5/0 552078AL1 4950 5000000 0 0 0
LYONDELL CHEMICAL CO NOTE 9.875 5/0 552078AM9 6930 7000000 0 0 0
MGC COMMUNICATIONS INC NOTE 13.000 4/0 552763AF1 1880 2000000 0 0 0
MPTV INC COMMON 553424102 1 36000 SH 0 0 0
MALLINCKRODT GROUP INC NOTE 6.500 11/1 561226AB7 404 435000 0 0 0
MANUFACTURED HOME CMNTYS COMMON 564682102 1235 51607 SH 0 0 0
MARINER POST-ACUTE NETWO NOTE 11/0 568459AB7 60 6000000 0 0 0
MCDONALDS CORP COMMON 580135101 20 600 SH 0 0 0
MCLEODUSA INC FRNT 3/0 582266AC6 2475 3000000 0 0 0
MCLEODUSA INC NOTE 8.125 2/1 582266AP7 3168 3500000 0 0 0
MERCK & CO INC COMMON 589331107 6871 89675 SH 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 3/0 590188FT0 994 1000000 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 11/1 590188JM1 24 25000 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 2/1 590188JP4 1514 1710000 0 0 0
METRICOM INC / METRICOM NOTE 13.000 2/1 59159PAA7 7878 11500000 0 0 0
METROCALL INC COMMON 591647102 45 5000 SH 0 0 0
MICROSOFT CORP COMMON 594918104 5756 71950 SH 0 0 0
MICROSOFT CORP CALL OPT OCT 8 594918104 440 5500 SH CALL 0 0 0
MICROVISION INC WASH COMMON 594960106 196 4000 SH 0 0 0
MIGRATEC INC COMMON 598622108 29 20000 SH 0 0 0
MOHEGAN TRIBAL GAMING 8.125% 1/1/06 SR 608328AB6 950 1000000 0 0 0
MOHEGAN TRIBAL GAMING 8.75% 1/1/09 SR 608328AD2 7620 8000000 0 0 0
MORGAN J P & CO INC NOTE 6.875 1/1 616880BF6 1247 1300000 0 0 0
MORGAN STANLEY DEAN WITT COM NEW 617446448 42 500 SH 0 0 0
MOTOROLA INC COMMON 620076109 26 900 SH 0 0 0
NABISCO INC NOTE 7.050 7/1 629527AT9 1493 1631000 0 0 0
NABISCO INC NOTE 6.125 2/0 629527CA8 950 1000000 0 0 0
NATIONAL DISC BROKERS GR COMMON 635646102 159 5000 SH 0 0 0
NATIONAL STL CORP MTG 9.875 3/0 637844AM3 4238 5000000 0 0 0
VISTA EYE CARE,INC. NOTE 12.750 10/1 638459AC1 5900 15325000 0 0 0
NATIONSBANK CORP SR MTN MTNF 5.700 2/1 63858RDJ7 4961 5000000 0 0 0
NAVISITE INC COMMON 63935M109 105 2500 SH 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AE6 8415 11000000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AF3 2295 3000000 0 0 0
NEW VISUAL ENTERTAINMENT COM NEW 649099207 10 2000 SH 0 0 0
NEWCOR INC NOTE 9.875 3/0 651186AC2 4340 14000000 0 0 0
NEXTERA ENTERPRISES INC CL A 65332E101 72 15000 SH 0 0 0
NEXTEL COMMUNICATIONS IN FRNT 2/1 65332VAM5 4029 5500000 0 0 0
NEXTEL COMMUNICATIONS IN NOTE 9.375 11/1 65332VAV5 863 900000 0 0 0
NEXTLINK COMMUNICATIONS NOTE 12.500 4/1 65333AAC2 941 900000 0 0 0
NEXTLINK COMMUNICATIONS FRNT 4/1 65333HAG8 6405 10500000 0 0 0
NEXTLINK COMMUNICATIONS FRNT 6/0 65333HAL7 923 1500000 0 0 0
NOKIA CORP DEPOSITORY RECEI 654902204 10231 204872 SH 0 0 0
NUEVO ENERGY CO NOTE 9.500 6/0 670509AG3 1975 2000000 0 0 0
OASIS RESIDENTIAL INC NOTE 7.250 11/1 674216AC0 1823 2000000 0 0 0
OCWEN FINL CORP NOTE 11.875 10/0 675746AA9 12580 13600000 0 0 0
OCWEN FED BK FSB FT LEE SDEB 12.000 6/1 67574NBM5 1830 2000000 0 0 0
ORACLE CORP COMMON 68389X105 168 2000 SH 0 0 0
OREGON STL MLS INC MTG 11.000 6/1 686079AA2 3685 5500000 0 0 0
PCSUPPORT COM INC COMMON 69325X100 66 34000 SH 0 0 0
P&L COAL HLDGS CORP NOTE 9.625 5/1 693682AD8 12881 13850000 0 0 0
PANAMERICAN BEVERAGES IN NOTE 7.250 7/0 69829VAD7 1987 2265000 0 0 0
PARK OHIO INDS INC-OHIO NOTE 9.250 12/0 700677AH0 1765 2000000 0 0 0
PARKER DRILLING CO NOTE 5.500 8/0 701081AD3 1433 1750000 PRN 0 0 0
PARKER DRILLING CO NOTE 9.750 11/1 701081AG6 10643 11000000 0 0 0
PAYCHEX INC COMMON 704326107 83 1977 SH 0 0 0
PEN-TAB INDS INC NOTE 10.875 2/0 706589AB4 600 4000000 0 0 0
PEN TAB INDUDSTRIES INC 10 7/8% 1/15/200 7069902A5 33 217500 0 0 0
PERKINS FAMILY RESTAURAN NOTE 10.125 12/1 714065AC3 8640 9000000 0 0 0
PFIZER INC COMMON 717081103 8525 177600 SH 0 0 0
PHILLIPS VAN HEUSEN CORP NOTE 9.500 5/0 718592AD0 9328 10250000 0 0 0
PLAINS RES INC NOTE 10.250 3/1 726540AE7 2020 2000000 0 0 0
PLAINS RES INC NOTE 10.250 3/1 726540AH0 5050 5000000 0 0 0
PROCTER & GAMBLE CO COMMON 742718109 46 800 SH 0 0 0
PROJECT ORANGE FUNDING 10.5 9/15/2007 S 743389AA6 2588 2418750 0 0 0
PSINET INC PFD C CV 6 3/4 74437C309 64 1300 SH 0 0 0
PSINET INC NOTE 10.000 2/1 74437CAB7 3312 3600000 0 0 0
PSINET INC NOTE 11.500 11/0 74437CAD3 4763 5000000 0 0 0
PSINET INC NOTE 10.500 12/0 74437CAG6 372 400000 0 0 0
QUALCOMM INC COMMON 747525103 240 4000 SH 0 0 0
R & B FALCON CORP COMMON 74912E101 5233 222100 SH 0 0 0
R & B FALCON CORP NOTE 6.750 4/1 74912EAF8 3398 3775000 0 0 0
R & B FALCON CORP NOTE 6.950 4/1 74912EAG6 5985 7000000 0 0 0
R & B FALCON CORP NOTE 9.125 12/1 74912EAK7 297 300000 0 0 0
R & B FALCON CORP NOTE 9.500 12/1 74912EAM3 1005 1000000 0 0 0
RBF FIN CO NOTE 11.375 3/1 74925LAF7 544 500000 0 0 0
REALNETWORKS INC COMMON 75605L104 5289 104600 SH 0 0 0
REGAL CINEMAS INC NOTE 9.500 6/0 758754AE5 500 2000000 0 0 0
REPAP NEW BRUNSWICK INC NOTE 10.625 4/1 76026QAC6 441 500000 0 0 0
REPAP NEW BRUNSWICK INC NOTE 11.500 6/0 76026QAJ1 2020 2000000 0 0 0
RHYTHMS NETCONNECTIONS I NOTE 12.750 4/1 762430AE6 3525 5000000 0 0 0
RHYTHMS NETCONNECTIONS I NOTE 14.000 2/1 762430AF3 1450 2000000 0 0 0
RITE AID CORP NOTE 7.625 4/1 767754AF1 4888 8500000 0 0 0
RITE AID CORP NOTE 7.125 1/1 767754AH7 1140 2150000 0 0 0
RITE AID CORP NOTE 5.250 9/1 767754AL8 1326 2200000 PRN 0 0 0
RITE AID CORP NOTE 10.500 9/1 767754AS3 415 500000 0 0 0
ROGERS CABLESYSTEMS LTD NOTE 9.625 8/0 775100AA8 503 500000 0 0 0
ROYAL CARIBBEAN CRUISES NOTE 8.250 4/0 780153AC6 486 494000 0 0 0
RUSSEL METALS 10% 6/1/09 DEBT 782295AA7 5232 5500000 0 0 0
RYLAND GROUP INC NOTE 8.250 4/0 783764AE3 5379 6500000 0 0 0
S1 CORPORATION COMMON 78463B101 3877 166300 SH 0 0 0
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</TABLE>
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