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<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 9.500 6/0 00130HAQ8 1920 2000000 0 0 0
AMC ENTMT INC NOTE 9.500 3/1 001669AG5 3315 6500000 0 0 0
AT&T CORP CLASS A COM LIB GRP A 001957208 8986 151501 SH 0 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2818 176100 SH 0 0 0
ABGENIX INC COMMON 00339B107 207 1500 SH 0 0 0
ACTIVISION INC NEW COM NEW 004930202 37 3100 SH 0 0 0
ADELPHIA BUSINESS SOLUTI PFD EX12.875%B 006847305 396 400 0 0 0
ADVANCED GAMING TECHNOLO COM PAR $.005 00753F303 0 909 SH 0 0 0
AETHER SYS INC COMMON 00808V105 272 1500 SH 0 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 208 2000 SH 0 0 0
AHMANSON H F & CO NOTE 7.875 9/0 008677AB2 1069 1065000 0 0 0
AIRTOUCH COMMUNICATIONS NOTE 6.650 5/0 00949TAD2 949 1000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.375 1/0 01958XAK3 428 500000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.625 1/0 01958XAL1 5740 7000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.875 1/0 01958XAM9 1590 2000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 10.000 8/0 01958XAQ0 4560 6000000 0 0 0
ALPHA INDS INC COMMON 020753109 5280 55574 SH 0 0 0
AMERICAN AXLE & MFG INC NOTE 9.750 3/0 02406PAC4 6720 7000000 0 0 0
AMERICAN EXPRESS CO COMMON 025816109 298 2000 SH 0 0 0
AMERICAN GENERAL FINANCE NOTE 5.875 7/1 02635KCJ1 3206 3250000 0 0 0
AMERICAN INTL GROUP INC COMMON 026874107 10595 96754 SH 0 0 0
AMERICAN MEDIA OPERATION NOTE 10.250 5/0 02744RAE7 4838 5000000 0 0 0
AMERIKING INC NOTE 10.750 12/0 03071GAA0 12750 15000000 0 0 0
AMKOR TECHNOLOGY INC COMMON 031652100 212 4000 SH 0 0 0
AMPAL AMERN ISRAEL CORP CL A 032015109 48 2500 SH 0 0 0
ASCENT ENTMT GROUP INC FRNT 12/1 043628AC0 1963 2500000 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 943 950000 0 0 0
ATMEL CORP COMMON 049513104 176 3400 SH 0 0 0
AURA SYS INC COMMON 051526101 6 15000 SH 0 0 0
AUTOMATIC DATA PROCESSIN COMMON 053015103 338 7000 SH 0 0 0
B E AEROSPACE NOTE 8.000 3/0 055381AF4 1585 2000000 0 0 0
BRE PROPERTIES INC NOTE 7.125 2/1 05564EBA3 872 1000000 0 0 0
BMC SOFTWARE INC COMMON 055921100 6478 131200 SH 0 0 0
BANKAMERICA CORP NOTE 7.125 5/0 066050CK9 98 100000 0 0 0
BANKAMERICA CORP NOTE 5.875 2/1 066050CV5 223 250000 0 0 0
BANKAMERICA CORP NOTE 6.625 6/1 066050CW3 1217 1250000 0 0 0
BANK OF AMERICA CORP COMMON 06605F102 6993 133363 SH 0 0 0
BANKBOSTON NA SUB BK MTN MTNF 6.375 4/1 06606HD87 2479 2650000 0 0 0
BANKERS TR CORP NOTE 7.375 5/0 066365CC9 1233 1250000 0 0 0
BAYOU STL CORP LA PLACE MTG 9.500 5/1 073051AE4 2954 3300000 0 0 0
BEAR STEARNS COS INC NOTE 8.750 3/1 073902AF5 1038 1000000 0 0 0
BELLWETHER EXPL CO NOTE 10.875 4/0 079895AA6 4703 5225000 0 0 0
BENEDEK COMMUNICATIONS C FRNT 5/1 08170WAC0 6141 6900000 0 0 0
BIG V SUPERMARKETS INC NOTE 11.000 2/1 089698AB0 5568 6400000 0 0 0
BLUEGREEN CORP NOTE 10.500 4/0 096231AC9 8415 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 493 500000 0 0 0
BOYD GAMING CORP NOTE 9.500 7/1 103304AE1 925 1000000 0 0 0
BROADCOM CORP CL A 111320107 146 600 SH 0 0 0
BROADVISION INC COMMON 111412102 6645 148071 SH 0 0 0
BURLINGTON COAT FACTORY COMMON 121579106 52 3000 SH 0 0 0
CMGI INC COMMON 125750109 272 2400 SH 0 0 0
CSC HOLDINGS INC 11.125% SERIES M 126304401 5616 52361 0 0 0
CABLEVISION SYS CORP DEB 8.125 8/1 126304AD6 1965 2000000 0 0 0
CSK AUTO INC NOTE 11.000 11/0 12637KAB7 12495 12750000 0 0 0
CVS CORP COMMON 126650100 8 200 SH 0 0 0
CAITHNESS COSO FDG CORP NOTE 6.800 12/1 128017AC4 515 521230 0 0 0
CAITHNESS COSO FDG CORP NOTE 9.050 12/1 128017AF7 15280 16000000 0 0 0
CAPROCK COMMUNICATIONS C NOTE 11.500 5/0 140667AD8 7350 7500000 0 0 0
CARDINAL HEALTH INC COMMON 14149Y108 4505 98200 SH 0 0 0
CARMIKE CINEMAS INC NOTE 9.375 2/0 143436AD5 5120 8000000 0 0 0
CARPENTER W R NORTH AMER NOTE 10.625 6/1 144269AC1 3638 14550000 0 0 0
CARROLS CORP NOTE 9.500 12/0 145744AD0 3460 4000000 0 0 0
CATERPILLAR FINL SVCS MT MTNF 5.470 9/1 14912LZV6 3182 3250000 0 0 0
CENTRAL GARDEN & PET CO NOTE 6.000 11/1 153527AC0 8183 10965000 PRN 0 0 0
CENTURY COMMUNICATIONS C NOTE 9.750 2/1 156503AD6 501 500000 0 0 0
CENTURY COMMUNICATIONS C ZERO CPN 3/1 156503AF1 735 1000000 0 0 0
CENTURY COMMUNICATIONS C NOTE 8.750 10/0 156503AJ3 1840 2000000 0 0 0
CHANCELLOR MEDIA CORP LA NOTE 9.000 10/0 158916AJ5 7018 7000000 0 0 0
CHARTER COMMUNICATIONS I CL A 16117M107 2649 184863 SH 0 0 0
CHARTER COMMUNICATIONS H NOTE 8.250 4/0 16117PAD2 1341 1500000 0 0 0
CHARTER COMMUNICATIONS H FRNT 4/0 16117PAF7 4440 8000000 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 NOTE 9.250 12/0 166784AE8 3255 3500000 0 0 0
CHEVY CHASE SVGS BK F S SDEB 9.250 12/0 166784AF5 4005 4500000 0 0 0
CHICAGO PIZZA & BREWERY COMMON 167889104 19 12500 SH 0 0 0
CHICAGO PIZZA & BREWERY *W EXP 10/09/02 167889104 41 27500 0 0 0
CHIQUITA BRANDS INTL INC NOTE 10.000 6/1 170032AM8 7363 9500000 0 0 0
CHIRON CORP COMMON 170040109 100 2000 SH 0 0 0
CIENA CORP COMMON 171779101 151 1200 SH 0 0 0
CISCO SYS INC COMMON 17275R102 17575 227324 SH 0 0 0
CITADEL BROADCASTING CO NOTE 9.250 11/1 17285EAE9 4650 5000000 0 0 0
CIRCUS CIRCUS ENTERPRISE NOTE 6.450 2/0 172909AG8 964 1150000 0 0 0
CIRCUS CIRCUS ENTERPRISE NOTE 9.250 12/0 172909AK9 7648 8050000 0 0 0
CITIGROUP INC NOTE 5.800 3/1 172967AW1 1000 1050000 0 0 0
CRS BOND PORTFOLIO UNITS COMMON 172992109 19 225 SH 0 0 0
CITICORP NOTE 8.000 2/0 173034GF0 1017 1000000 0 0 0
CLARK MATL HANDLING CO NOTE 10.750 11/1 181475AF1 1395 13950000 0 0 0
CLIFFS DRILLING CO NOTE 10.250 5/1 18682CAF7 2955 3000000 0 0 0
COCA COLA CO COMMON 191216100 188 4000 SH 0 0 0
COCA COLA 0% 04/18/00 COMM 19121DDJ1 7477 7500000 0 0 0
CODMAN GROUP, INC. COMMON 191990100 980 3630090 SH 0 0 0
COINMACH CORP NOTE 11.750 11/1 192596AE4 11875 12500000 0 0 0
COLGATE PALMOLIVE CO COMMON 194162103 6084 107921 SH 0 0 0
COLUMBIA ENERGY GROUP DEB 6.800 11/2 197648CA4 239 250000 0 0 0
COMERICA INC COMMON 200340107 63 1500 SH 0 0 0
COMMERCIAL CREDIT CO NOTE 6.000 4/1 201615CR0 6998 7000000 0 0 0
COMPUTERIZED THERMAL IMA COMMON 20557C108 448 32900 SH 0 0 0
CONEXANT SYSTEMS INC COMMON 207142100 3589 50550 SH 0 0 0
CONTINENTAL CABLEVISION NOTE 8.300 5/1 211177AM2 103 100000 0 0 0
COSMETIC LASER EYE CENTE COMMON 221990104 1250 208333 SH 0 0 0
COUNTRYWIDE FUNDING NOTE 8.250 7/1 222373AC6 1017 1000000 0 0 0
COVAD COMMUNICATIONS GRO NOTE 12.500 2/1 222814AJ4 4650 5000000 0 0 0
COVAD COMMUNICATIONS GRO NOTE 12.000 2/1 222814AK1 4450 5000000 0 0 0
CROSSROADS SYS INC COMMON 22765D100 103 1000 SH 0 0 0
DEL MONTE CORP NOTE 12.250 4/1 245217AH7 2604 2492000 0 0 0
DEL MONTE FOODS CO FRNT 12/1 24522PAC7 3725 5000000 0 0 0
DELL COMPUTER CORP COMMON 247025109 496 9200 SH 0 0 0
DIGITAL VIDEO SYS INC COM NEW 25387R407 17 1230 SH 0 0 0
DISNEY WALT CO COM DISNEY 254687106 6911 167536 SH 0 0 0
DISNEY WALT COMPANY CALL OPT JAN 4 25469G9A5 234 5000 SH CALL 0 0 0
DOUBLECLICK INC COMMON 258609304 131 1400 SH 0 0 0
DRYPERS CORP NOTE 10.250 6/1 262497AG5 6162 10270000 0 0 0
DUKE CAP CORP NOTE 7.250 10/0 26439RAG1 991 1000000 0 0 0
E M C CORP MASS COMMON 268648102 38 300 SH 0 0 0
EARTHSHELL CORP COMMON 27032B100 103 25000 SH 0 0 0
ECHOSTAR DBS CORP NOTE 9.250 2/0 27876GAE8 965 1000000 0 0 0
ECHOSTAR DBS CORP NOTE 9.375 2/0 27876GAG3 6773 7000000 0 0 0
EMMIS COMMUNICATIONS COR CL A 291525103 7747 166600 SH 0 0 0
ENGLE HOMES INC NOTE 9.250 2/0 292896AH0 9258 11500000 0 0 0
ENRON CORP NOTE 6.625 10/1 293561BN5 973 1000000 0 0 0
EOTT ENERGY PARTNERS L P NOTE 11.000 10/0 29410YAA6 7000 7000000 0 0 0
EXIDE CORP NOTE 10.000 4/1 302051AE7 12545 13000000 0 0 0
EXODUS COMMUNICATIONS IN COMMON 302088109 5634 40100 SH 0 0 0
EXXON MOBIL CORP COMMON 30231G102 156 2000 SH 0 0 0
FMA CBO FUNDING II LTD 3% 3/25/2011 INC 302472AB1 9300 9300000 0 0 0
FAIRFIELD MANUFACTURING NOTE 9.625 10/1 304530AD0 7605 9000000 0 0 0
FIFTH THIRD BANCORP COMMON 316773100 205 3250 SH 0 0 0
FIRST INTST BANCORP NOTE 9.125 2/0 320548BK5 51 49000 0 0 0
FIRST UN CORP NOTE 6.875 9/1 337358BC8 194 200000 0 0 0
FIRST UN CORP NOTE 6.950 11/0 337358DD4 979 1000000 0 0 0
FLEET MTG GROUP INC NOTE 6.500 6/1 339012AC0 1370 1370000 0 0 0
FORD MOTOR CR CO NOTE 5.800 1/1 345397SG9 2711 3060000 0 0 0
FORD MOTOR CREDIT 0% 04/18/00 COMM 34579TDJ2 5095 5110000 0 0 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 5362 118990 SH 0 0 0
4FRONT TECHNOLOGIES INC COMMON 351042106 42 2000 SH 0 0 0
FOX FAMILY WORLDWIDE INC FRNT 11/0 35138BAB2 3100 5000000 0 0 0
FRIENDLY ICE CREAM CORP NOTE 10.500 12/0 358497AA3 8343 11750000 0 0 0
GTE HAWAIIAN TELEPHONE C MTG 6.750 2/1 362335AB7 96 100000 0 0 0
GENERAL ELECTRIC CO. COMMON 369604103 11486 73805 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 581 650000 0 0 0
GENERAL MTRS ACCEP CORP MTNF 6.750 7/1 37042R4A7 64 65000 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 30 300000 0 0 0
GENESIS HEALTH VENTURES NOTE 9.250 10/0 371912AF3 600 6000000 0 0 0
GERON CORP COMMON 374163103 28 1000 SH 0 0 0
GLENOIT CORP NOTE 11.000 4/1 378762AC2 4214 15050000 0 0 0
GLOBAL CROSSING HLDGS LT NOTE 9.625 5/1 37931KAB7 8685 9000000 0 0 0
GOLDEN ST BANCORP INC COMMON 381197102 149 10000 SH 0 0 0
GRANITE BROADCASTING COR NOTE 10.375 5/1 387241AE2 945 1000000 0 0 0
GRANITE BROADCASTING COR NOTE 8.875 5/1 387241AK8 4250 5000000 0 0 0
GRUPO TELEVISA SA DE CV NOTE 11.375 5/1 40049JAK3 554 500000 0 0 0
GUESS INC NOTE 9.500 8/1 401617AB1 4030 4000000 0 0 0
GULF CDA RES LTD SDEB 9.250 1/1 40218LAD9 500 500000 0 0 0
HMH PPTYS INC NOTE 7.875 8/0 40423QAF4 3380 4000000 0 0 0
HMH PPTYS INC NOTE 8.450 12/0 40423QAG2 10425 12000000 0 0 0
HS RES INC NOTE 9.250 11/1 404297AD5 4825 5000000 0 0 0
HARRAHS OPER INC NOTE 7.875 12/1 413627AD2 2790 3000000 0 0 0
HAWAIIAN AIRLS INC NEW COMMON 419849104 19 8000 SH 0 0 0
HAWK CORP NOTE 10.250 12/0 420089AC8 8370 9000000 0 0 0
HEALTHEON WEBMD CORP COMMON 422209106 4447 193350 SH 0 0 0
HEWLETT PACKARD CO COMMON 428236103 8682 65341 SH 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 2/0 435572AA0 8483 9000000 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 3/1 435572AB8 1885 2000000 0 0 0
HOME DEPOT INC COMMON 437076102 26 400 SH 0 0 0
HOUSEHOLD FIN CORP NOTE 7.625 1/1 441812EU4 1005 1000000 0 0 0
HOUSEHOLD FIN CORP NOTE 8.000 8/0 441812FG4 203 200000 0 0 0
HOUSEHOLD FIN CORP NOTE 5.875 11/0 441812GC2 1689 1750000 0 0 0
HYPERION TELECOMMUNICATI NOTE 4/1 44914KAE8 2730 3000000 0 0 0
HYPERION TELECOMMUNICATI NOTE 12.250 9/0 44914KAH1 4140 4000000 0 0 0
ICO INC NOTE 10.375 6/0 449294AE7 7013 7500000 0 0 0
IMPAC GROUP INC NOTE 10.125 3/1 449694AB4 10790 13000000 0 0 0
IMCLONE SYS INC COMMON 45245W109 392 5100 SH 0 0 0
IMPERIAL SUGAR CO. NOTE 9.750 12/1 452835AD3 3283 12875000 0 0 0
IMATRON INC COMMON 452906100 273 76520 SH 0 0 0
INSIGNIA SOLUTIONS PLC DEPOSITORY RECEI 45766J107 90 6600 SH 0 0 0
INSIGHT MIDWEST L P / IN NOTE 9.750 10/0 45768YAA0 1000 1000000 0 0 0
INTEL CORP COMMON 458140100 251 1900 SH 0 0 0
INTERMEDIA COMMUNICATION COMMON 458801107 5334 110407 SH 0 0 0
INTERMEDIA COMMUNICATION NOTE 5/1 458801AF4 378 400000 0 0 0
INTERMEDIA COMMUNICATION FRNT 7/1 458801AL1 9009 11700000 0 0 0
INTERMEDIA COMMUNICATION NOTE 8.500 1/1 458801AR8 4350 5000000 0 0 0
INTERMEDIA COMMUNICATION NOTE 8.875 11/0 458801AS6 1169 1250000 0 0 0
INTERACTIVE DISTRIBUTORS COMMON 458990108 6 2000 SH 0 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 7982 67641 SH 0 0 0
INTERNATIONAL BUSINESS M NOTE 6.375 6/1 459200AK7 3500 3500000 0 0 0
INTERNATIONAL GAME TECHN NOTE 7.875 5/1 459902AF9 653 700000 0 0 0
INTERNATIONAL GAME TECHN NOTE 8.375 5/1 459902AJ1 9100 10000000 0 0 0
INTRAWEST CORPORATION NOTE 9.750 8/1 460915AB7 4750 5000000 0 0 0
ISLE OF CAPRI CASINOS IN NOTE 8.750 4/1 464592AB0 7000 8000000 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 7 5000 SH 0 0 0
J L FRENCH AUTOMOTIVE CA NOTE 11.500 6/0 46620QAB1 4900 5000000 0 0 0
JO-ANN STORES INC NOTE 10.375 5/0 47758PAB5 5632 6400000 0 0 0
JITNEY-JUNGLE STORES AME NOTE 10.375 9/1 47758RAD7 50 2500000 0 0 0
JOHNSON & JOHNSON COMMON 478160104 422 6000 SH 0 0 0
JUNO LTG INC NOTE 11.875 7/0 482047AB3 7098 8400000 0 0 0
K MART CORP NOTE 8.125 12/0 482584AL3 959 1000000 0 0 0
KAISER ALUM & CHEM CORP NOTE 12.750 2/0 483008AD0 10044 10800000 0 0 0
KAPPA BEHEER B V NOTE 10.625 7/1 485598AE6 1919 1900000 0 0 0
KEY COMPONENTS LLC / KEY NOTE 10.500 6/0 49308AAC7 9900 11000000 0 0 0
LTV CORP NEW NOTE 8.200 9/1 501921AC4 2505 3000000 0 0 0
LABRANCHE & CO INC NOTE 9.500 8/1 505447AB8 5685 6000000 0 0 0
LABRANCHE & CO INC NOTE 12.000 3/0 505447AC6 3940 4000000 0 0 0
LEGATO SYS INC COMMON 524651106 4922 110300 SH 0 0 0
LEHMAN BROS HLDGS INC NOTE 8.500 8/0 524908BF6 1382 1325000 0 0 0
LEHMAN BROS HLDGS INC NOTE 6.625 11/1 524908BH2 3963 3965000 0 0 0
LEHMAN BROS HLDGS INC NOTE 7.250 10/1 524908BJ8 987 1000000 0 0 0
LEHMAN BROS INC NOTE 7.250 4/1 524909AU2 99 100000 0 0 0
LEHMAN BROS INC NOTE 7.625 6/0 524909AV0 491 500000 0 0 0
LESLIES POOLMART NOTE 10.375 7/1 527069AC2 5542 8150000 0 0 0
LEVEL 3 COMMUNICATIONS I NOTE 9.125 5/0 52729NAC4 4226 4900000 0 0 0
LEVEL 3 COMMUNICATIONS I FRNT 12/0 52729NAE0 4654 8500000 0 0 0
LINENS N THINGS INC COMMON 535679104 171 5000 SH 0 0 0
LIONBRIDGE TECHNOLOGIES COMMON 536252109 76 5000 SH 0 0 0
LOEWS CINEPLEX ENTMT COR NOTE 8.875 8/0 540423AB6 3465 5500000 0 0 0
LOMAK PETE INC SDEB 6.000 2/0 541509AF2 3388 6500000 0 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 6744 110100 SH 0 0 0
LYONDELL CHEMICAL CO NOTE 9.625 5/0 552078AL1 4750 5000000 0 0 0
LYONDELL CHEMICAL CO NOTE 9.875 5/0 552078AM9 6668 7000000 0 0 0
MCI WORLDCOM INC COMMON 55268B106 6269 138361 SH 0 0 0
MGC COMMUNICATIONS INC NOTE 13.000 4/0 552763AF1 1900 2000000 0 0 0
MALLINCKRODT GROUP INC NOTE 6.500 11/1 561226AB7 397 435000 0 0 0
MANUFACTURED HOME CMNTYS COMMON 564682102 1193 51607 SH 0 0 0
MARINER POST-ACUTE NETWO NOTE 11/0 568459AB7 60 6000000 0 0 0
MCDONALDS CORP COMMON 580135101 22 600 SH 0 0 0
MCLEODUSA INC NOTE 8.125 2/1 582266AP7 1760 2000000 0 0 0
MERCK & CO INC COMMON 589331107 4985 80245 SH 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 3/0 590188FT0 993 1000000 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 11/1 590188JM1 260 275000 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 2/1 590188JP4 1939 2160000 0 0 0
MERRILL LYNCH 0% 4/12/00 COMM 59018JDC5 6382 6395000 0 0 0
METRICOM INC / METRICOM NOTE 13.000 2/1 59159PAA7 5530 7000000 0 0 0
METROCALL INC COMMON 591647102 50 5000 SH 0 0 0
MICROSOFT CORP COMMON 594918104 9589 90250 SH 0 0 0
MICROVISION INC WASH COMMON 594960106 223 4000 SH 0 0 0
MIGRATEC INC COMMON 598622108 46 20000 SH 0 0 0
MILLENNIUM CHEMICALS INC COMMON 599903101 4 200 SH 0 0 0
MOHEGAN TRIBAL GAMING 8.125% 1/1/06 SR 608328AB6 940 1000000 0 0 0
MOHEGAN TRIBAL GAMING 8.75% 1/1/09 SR 608328AD2 8505 9000000 0 0 0
MORGAN J P & CO INC NOTE 6.875 1/1 616880BF6 1257 1300000 0 0 0
MORGAN STANLEY DEAN WITT COM NEW 617446448 66 800 SH 0 0 0
MOTOROLA INC COMMON 620076109 44 300 SH 0 0 0
NABISCO INC NOTE 6.850 6/1 629527AS1 95 100000 0 0 0
NABISCO INC NOTE 7.050 7/1 629527AT9 1552 1631000 0 0 0
NABISCO INC NOTE 6.125 2/0 629527CA8 964 1000000 0 0 0
NATIONAL STL CORP MTG 9.875 3/0 637844AM3 4888 5000000 0 0 0
VISTA EYE CARE,INC. NOTE 12.750 10/1 638459AC1 5680 15350000 0 0 0
NATIONSBANK CORP SR MTN MTNF 5.700 2/1 63858RDJ7 4952 5000000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AE6 10019 11650000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AF3 2817 3275000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AJ5 860 1000000 0 0 0
NETWORKS ASSOCS INC COMMON 640938106 4812 149200 SH 0 0 0
NEW VISUAL ENTERTAINMENT COMMON 649099108 38 8000 SH 0 0 0
NEWCOR INC NOTE 9.875 3/0 651186AC2 5184 14400000 0 0 0
NEXTERA ENTERPRISES INC CL A 65332E101 119 15000 SH 0 0 0
NEXTEL COMMUNICATIONS IN FRNT 2/1 65332VAM5 4050 6000000 0 0 0
NEXTEL COMMUNICATIONS IN NOTE 9.375 11/1 65332VAV5 368 400000 0 0 0
NEXTLINK COMMUNICATIONS NOTE 12.500 4/1 65333AAC2 1484 1400000 0 0 0
NEXTLINK COMMUNICATIONS FRNT 4/1 65333HAG8 7800 13000000 0 0 0
NEXTLINK COMMUNICATIONS FRNT 6/0 65333HAL7 833 1500000 0 0 0
NOKIA CORP DEPOSITORY RECEI 654902204 12575 56643 SH 0 0 0
NUEVO ENERGY CO NOTE 9.500 6/0 670509AG3 1925 2000000 0 0 0
OASIS RESIDENTIAL INC NOTE 7.250 11/1 674216AC0 1875 2000000 0 0 0
OCWEN FINL CORP NOTE 11.875 10/0 675746AA9 12880 14000000 0 0 0
OCWEN FED BK FSB FT LEE SDEB 12.000 6/1 67574NBM5 1890 2000000 0 0 0
ORACLE CORP COMMON 68389X105 156 2000 SH 0 0 0
OREGON STL MLS INC MTG 11.000 6/1 686079AA2 5445 5500000 0 0 0
P&L COAL HLDGS CORP NOTE 9.625 5/1 693682AD8 12495 14000000 0 0 0
PAINE WEBBER GROUP INC NOTE 6.500 11/0 695629AP0 94 100000 0 0 0
PALM INC COMMON 696642107 162 3600 SH 0 0 0
PANAMERICAN BEVERAGES IN NOTE 7.250 7/0 69829VAD7 2211 2525000 0 0 0
PARK OHIO INDS INC-OHIO NOTE 9.250 12/0 700677AH0 1790 2000000 0 0 0
PARKER DRILLING CO NOTE 5.500 8/0 701081AD3 1315 1750000 PRN 0 0 0
PARKER DRILLING CO NOTE 9.750 11/1 701081AG6 10423 11000000 0 0 0
PAYCHEX INC COMMON 704326107 69 1318 SH 0 0 0
PEN-TAB INDS INC NOTE 10.875 2/0 706589AB4 633 4217500 0 0 0
PERKINS FAMILY RESTAURAN NOTE 10.125 12/1 714065AC3 8775 9000000 0 0 0
PFIZER INC COMMON 717081103 6956 190261 SH 0 0 0
PHILLIPS VAN HEUSEN CORP NOTE 9.500 5/0 718592AD0 9430 10250000 0 0 0
PLAINS RES INC NOTE 10.250 3/1 726540AE7 3168 3300000 0 0 0
PLAINS RES INC NOTE 10.250 3/1 726540AH0 6432 6700000 0 0 0
PROCTER & GAMBLE CO COMMON 742718109 45 800 SH 0 0 0
PROJECT ORANGE FUNDING 10.5 9/15/2007 S 743389AA6 2463 2500000 0 0 0
PSINET INC PFD C CV 6 3/4 74437C309 83 1300 SH 0 0 0
PSINET INC NOTE 10.000 2/1 74437CAB7 2820 3000000 0 0 0
PSINET INC NOTE 11.500 11/0 74437CAD3 5000 5000000 0 0 0
PSINET INC. 10.50% 12/1/06 S 74437CAE1 290 300000 0 0 0
FMA CBO FUNDING II LTD 3% 3/25/2011 PRI 74437FAD6 500 500000 0 0 0
PULTE CORP NOTE 7.300 10/2 745867AC5 234 250000 0 0 0
QUALCOMM INC COMMON 747525103 926 6200 SH 0 0 0
R & B FALCON CORP COMMON 74912E101 5411 274855 SH 0 0 0
R & B FALCON CORP NOTE 6.750 4/1 74912EAF8 4089 4700000 0 0 0
R & B FALCON CORP NOTE 6.950 4/1 74912EAG6 5330 6500000 0 0 0
R & B FALCON CORP NOTE 9.125 12/1 74912EAK7 290 300000 0 0 0
R & B FALCON CORP NOTE 9.500 12/1 74912EAM3 965 1000000 0 0 0
RBF FIN CO NOTE 11.375 3/1 74925LAF7 3736 3500000 0 0 0
REALNETWORKS INC COMMON 75605L104 4282 75200 SH 0 0 0
RED HAT INC COMMON 756577102 195 4600 SH 0 0 0
REGAL CINEMAS INC NOTE 9.500 6/0 758754AE5 3780 9000000 0 0 0
REPAP NEW BRUNSWICK INC NOTE 10.625 4/1 76026QAC6 448 500000 0 0 0
REPAP NEW BRUNSWICK INC NOTE 11.500 6/0 76026QAJ1 2030 2000000 0 0 0
RITE AID CORP NOTE 7.625 4/1 767754AF1 4760 8500000 0 0 0
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</TABLE>
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