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Previous: GLOBAL IMAGING SYSTEMS INC, 10-Q, 2000-02-14 |
Next: SALEM COMMUNICATIONS CORP /DE/, SC 13G, 2000-02-14 |
<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 2018 2000000 0 0 0
AMC ENTMT INC NOTE 9.500 3/1 001669AG5 5785 6500000 0 0 0
AT&T CORP CLASS A COM LIB GRP A 001957208 10198 179500 SH 0 0 0
ABERCROMBIE & FITCH CO CL A 002896207 5548 207900 SH 0 0 0
ACTIVISION INC NEW COM NEW 004930202 86 5605 SH 0 0 0
ADVANCED GAMING TECHNOLO COM NEW 00753F204 0 909 SH 0 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 155 2000 SH 0 0 0
AHMANSON H F & CO NOTE 7.875 9/0 008677AB2 1078 1065000 0 0 0
AIRTOUCH COMMUNICATIONS NOTE 6.650 5/0 00949TAD2 947 1000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.625 1/0 01958XAL1 6318 7000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.875 1/0 01958XAM9 1768 2000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 10.000 8/0 01958XAN7 5818 6500000 0 0 0
ALPHA INDS INC COMMON 020753109 4637 80900 SH 0 0 0
AMERICA ONLINE INC DEL COMMON 02364J104 622 8200 SH 0 0 0
AMERICAN AXLE & MFG INC NOTE 9.750 3/0 02406PAC4 8181 8100000 0 0 0
AMERICAN EXPRESS CO COMMON 025816109 333 2000 SH 0 0 0
AMERICAN GENERAL FINANCE NOTE 5.875 7/1 02635KCJ1 3204 3250000 0 0 0
AMERICAN HOME PRODS CORP NOTE 7.700 2/1 026609AD9 5939 5928000 0 0 0
AMERICAN INTL GROUP INC COMMON 026874107 7729 71483 SH 0 0 0
AMERICAN MEDIA OPERATION NOTE 10.250 5/0 02744RAE7 5013 5000000 0 0 0
AT&T CORP 0% 1/18/00 COMM 03018AAJ0 4232 4243000 0 0 0
AMERISTAR CASINOS INC NOTE 10.500 8/0 03070QAC5 1015 1000000 0 0 0
AMERIKING INC NOTE 10.750 12/0 03071GAA0 17531 18750000 0 0 0
AMKOR TECHNOLOGY INC COMMON 031652100 113 4000 SH 0 0 0
AMPHENOL CORP NOTE 9.875 5/1 032094AD6 1040 1000000 0 0 0
ASCENT ENTMT GROUP INC NOTE 12/1 043628AC0 4851 6500000 0 0 0
ASSOCIATES CORP NTH AMER MTNF 6.400 10/2 045906KP8 48 49000 0 0 0
AT HOME CORP COM SER A 045919107 107 2500 SH 0 0 0
ASSOCIATES CORP NORTH AM NOTE 5.850 1/1 046003JG5 942 950000 0 0 0
AURA SYS INC COMMON 051526101 3 15000 SH 0 0 0
AUTOMATIC DATA PROCESSIN COMMON 053015103 377 7000 SH 0 0 0
B E AEROSPACE NOTE 8.000 3/0 055381AF4 1750 2000000 0 0 0
BRE PROPERTIES INC NOTE 7.125 2/1 05564EBA3 879 1000000 0 0 0
BMC SOFTWARE INC COMMON 055921100 7011 87700 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 1223 1250000 0 0 0
BANK OF AMERICA CORP COMMON 06605F102 5310 105795 SH 0 0 0
BANKBOSTON NA SUB BK MTN MTNF 6.375 4/1 06606HD87 2450 2650000 0 0 0
BANKERS TR CORP NOTE 7.375 5/0 066365CC9 1218 1250000 0 0 0
BAYOU STL CORP LA PLACE MTG 9.500 5/1 073051AE4 1880 2000000 0 0 0
BELL ATLANTIC 0% 1/12/00 COMM 07785EAC9 3038 3043000 0 0 0
BELLWETHER EXPL CO NOTE 10.875 4/0 079895AA6 4450 5000000 0 0 0
BENEDEK COMMUNICATIONS C NOTE 5/1 08170WAC0 5850 6500000 0 0 0
BIG V SUPERMARKETS INC NOTE 11.000 2/1 089698AB0 6304 6400000 0 0 0
BLUEGREEN CORP NOTE 10.500 4/0 096231AC9 5100 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 51 50000 0 0 0
BOSTON CHICKEN INC COMMON 100578103 0 2500 SH 0 0 0
BOYD GAMING CORP NOTE 9.500 7/1 103304AE1 990 1000000 0 0 0
BROADCOM CORP CL A 111320107 82 300 SH 0 0 0
BROADVISION INC COMMON 111412102 12976 76300 SH 0 0 0
BURLINGTON COAT FACTORY COMMON 121579106 42 3000 SH 0 0 0
CIT GROUP 0% 1/6/00 COMM P 12556SA68 3871 3874000 0 0 0
CMGI INC COMMON 125750109 332 1200 SH 0 0 0
CSC HOLDINGS INC 11.125% SERIES M 126304401 6706 60964 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 13847 13575000 0 0 0
CVS CORP COMMON 126650100 8 200 SH 0 0 0
CACHEFLOW INC COMMON 126946102 261 2000 SH 0 0 0
CAITHNESS COSO FDG CORP NOTE 6.800 12/1 128017AC4 524 521230 0 0 0
CAITHNESS COSO FDG CORP NOTE 9.050 12/1 128017AF7 17150 17150000 0 0 0
CAPROCK COMMUNICATIONS C NOTE 11.500 5/0 140667AD8 4085 4000000 0 0 0
CAPSTAR BROADCASTING PAR FRNT 2/0 14066PAC0 801 900000 0 0 0
CARDINAL HEALTH INC COMMON 14149Y108 4893 102200 SH 0 0 0
CARMIKE CINEMAS INC NOTE 9.375 2/0 143436AD5 4338 5000000 0 0 0
CARNIVAL CORP NOTE 6.150 10/0 143658AE2 94 97000 0 0 0
CAROLINA POWER & LIGHT 0% 1/18/00 COMM 14414GAJ4 8977 9000000 0 0 0
CARPENTER W R NORTH AMER NOTE 10.625 6/1 144269AC1 8700 15000000 0 0 0
CARROLS CORP NOTE 9.500 12/0 145744AD0 3660 4000000 0 0 0
CATERPILLAR FINL SVCS MT MTNF 5.470 9/1 14912LZV6 3177 3250000 0 0 0
CENTRAL GARDEN & PET CO NOTE 6.000 11/1 153527AC0 7380 10250000 PRN 0 0 0
CENTURY COMMUNICATIONS C ZERO CPN 3/1 156503AF1 715 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 2/1 158916AA4 3125 3005000 0 0 0
CHANCELLOR MEDIA CORP LA NOTE 9.000 10/0 158916AJ5 9282 8925000 0 0 0
CHANNELL COML CORP COMMON 159186105 944 82500 SH 0 0 0
CHARTER COMMUNICATIONS I CL A 16117M107 5480 250500 SH 0 0 0
CHARTER COMMUNICATIONS H NOTE 8.250 4/0 16117PAD2 1568 1700000 0 0 0
CHARTER COMMUNICATIONS H FRNT 4/0 16117PAF7 6229 10625000 0 0 0
CHATWINS GRP INC DEB 13.000 05/0 162468AE2 3430 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 3929 4125000 0 0 0
CHEVY CHASE SVGS BK F S SDEB 9.250 12/0 166784AF5 4673 5025000 0 0 0
CHICAGO PIZZA & BREWERY COMMON 167889104 14 12500 SH 0 0 0
CHICAGO PIZZA & BREWERY *W EXP 10/09/02 167889104 32 27500 0 0 0
CHIQUITA BRANDS INTL INC NOTE 10.000 6/1 170032AM8 6864 9500000 0 0 0
CISCO SYS INC COMMON 17275R102 14656 136812 SH 0 0 0
CITADEL BROADCASTING CO NOTE 10.250 7/0 17285EAC3 523 497000 0 0 0
CITADEL BROADCASTING CO NOTE 9.250 11/1 17285EAE9 7183 7165000 0 0 0
CIRCUS CIRCUS ENTERPRISE NOTE 6.450 2/0 172909AG8 1009 1150000 0 0 0
CIRCUS CIRCUS ENTERPRISE NOTE 9.250 12/0 172909AK9 8181 8050000 0 0 0
CITIGROUP INC NOTE 5.800 3/1 172967AW1 998 1050000 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 5033 15250000 0 0 0
CLIFFS DRILLING CO NOTE 10.250 5/1 18682CAF7 3030 3000000 0 0 0
COBALT NETWORKS INC COMMON 19074R101 623 5750 SH 0 0 0
COCA COLA CO COMMON 191216100 280 4800 SH 0 0 0
CODMAN GROUP, INC. COMMON 191990100 1089 3630090 SH 0 0 0
COINMACH CORP NOTE 11.750 11/1 192596AE4 13672 13210000 0 0 0
COLGATE PALMOLIVE CO COMMON 194162103 5525 85000 SH 0 0 0
COLUMBIA ENERGY GROUP DEB 6.800 11/2 197648CA4 241 250000 0 0 0
COMERICA INC COMMON 200340107 70 1500 SH 0 0 0
COMMERCIAL CREDIT CO NOTE 6.000 4/1 201615CR0 6995 7000000 0 0 0
COMPUTERIZED THERMAL IMA COMMON 20557C108 141 36413 SH 0 0 0
CONEXANT SYSTEMS INC COMMON 207142100 66 1000 SH 0 0 0
CONTINENTAL CABLEVISION NOTE 8.300 5/1 211177AM2 103 100000 0 0 0
COVAD COMMUNICATIONS GRO NOTE 12.500 2/1 222814AJ4 5213 5000000 0 0 0
CROSSROADS SYS INC COMMON 22765D100 85 1000 SH 0 0 0
DEAN WITTER DISCOVER & C NOTE 6.875 3/0 24240VAC5 64 65000 0 0 0
DEL MONTE CORP NOTE 12.250 4/1 245217AH7 2754 2492000 0 0 0
DEL MONTE FOODS CO FRNT 12/1 24522PAC7 4131 5365000 0 0 0
DELL COMPUTER CORP COMMON 247025109 6114 119890 SH 0 0 0
DIGITAL VIDEO SYS INC COM NEW 25387R407 12 1230 SH 0 0 0
DISNEY WALT CO COM DISNEY 254687106 6766 231324 SH 0 0 0
DOUBLECLICK INC COMMON 258609304 380 1500 SH 0 0 0
DRYPERS CORP NOTE 10.250 6/1 262497AG5 9394 11670000 0 0 0
DUKE ENERGY 0% 1/14/00 COMM 26440AAE0 2994 3000000 0 0 0
E M C CORP MASS COMMON 268648102 33 300 SH 0 0 0
E TRADE GROUP INC COMMON 269246104 3890 148900 SH 0 0 0
ECHOSTAR DBS CORP NOTE 9.250 2/0 27876GAE8 1005 1000000 0 0 0
ECHOSTAR DBS CORP NOTE 9.375 2/0 27876GAG3 8819 8775000 0 0 0
EMMIS COMMUNICATIONS COR CL A 291525103 5023 40300 SH 0 0 0
ENGLE HOMES INC NOTE 9.250 2/0 292896AH0 12218 13500000 0 0 0
EOTT ENERGY PARTNERS L P NOTE 11.000 10/0 29410YAA6 7263 7000000 0 0 0
EXIDE CORP NOTE 10.000 4/1 302051AE7 12415 13000000 0 0 0
EXXON MOBIL CORP COMMON 30231G102 161 2000 SH 0 0 0
FMA CBO FUNDING II LTD 3% 3/25/2011 INC 302472AB1 12316 11800000 0 0 0
F M C CORP DEB 7.750 7/0 302491AL9 72 75000 0 0 0
FAIRFIELD MANUFACTURING NOTE 9.625 10/1 304530AD0 8550 9000000 0 0 0
FELCOR SUITES L P NOTE 7.625 10/0 313917AF3 87 100000 0 0 0
FIFTH THIRD BANCORP COMMON 316773100 238 3250 SH 0 0 0
FIRST DATA CORP COMMON 319963104 25 500 SH 0 0 0
FIRST INTST BANCORP NOTE 9.125 2/0 320548BK5 52 49000 0 0 0
FIRST UN CORP NOTE 6.875 9/1 337358BC8 194 200000 0 0 0
FORD MOTOR CR CO NOTE 5.800 1/1 345397SG9 2721 3060000 0 0 0
FORD MOTOR CREDIT 0% 01/07/00 COMM 34539TA70 5145 5150000 0 0 0
FORD MOTOR 0% 1/14/00 COMM 34539TAE5 1148 1150000 0 0 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 7159 134450 SH 0 0 0
FOX FAMILY WORLDWIDE INC FRNT 11/0 35138BAB2 3288 5000000 0 0 0
FRIENDLY ICE CREAM CORP NOTE 10.500 12/0 358497AA3 10105 11750000 0 0 0
GTE HAWAIIAN TELEPHONE C MTG 6.750 2/1 362335AB7 97 100000 0 0 0
GENERAL ELECTRIC 0% 1/18/00 COMM 36959HAJ6 9974 10000000 0 0 0
GENERAL ELECTRIC CO. COMMON 369604103 11348 73330 SH 0 0 0
GENERAL ELEC CAP CORP NOTE 7.875 12/0 369622DG7 313 305000 0 0 0
GENERAL MTRS ACCEP CORP NOTE 5.850 1/1 370425RD4 579 650000 0 0 0
GENERAL MTRS ACCEP CORP MTNF 6.750 7/1 37042R4A7 64 65000 0 0 0
GENERAL MTRS ACCEP CORP MTNF 5.900 3/0 37042WFB2 6202 6200000 0 0 0
GENESIS HEALTH VENTURES NOTE 9.750 6/1 371912AC0 1100 2500000 0 0 0
GENESIS HEALTH VENTURES NOTE 9.250 10/0 371912AF3 3960 9000000 0 0 0
GENESIS HEALTH VENTURES NOTE 9.875 1/1 371912AJ5 1025 2500000 0 0 0
GERON CORP COMMON 374163103 21 1700 SH 0 0 0
GLENOIT CORP NOTE 11.000 4/1 378762AC2 6144 16385000 0 0 0
GLOBAL CROSSING HLDGS LT NOTE 9.625 5/1 37931KAB7 5000 5000000 0 0 0
GOODRICH B F CO COMMON 382388106 11 400 SH 0 0 0
GRANITE BROADCASTING COR NOTE 10.375 5/1 387241AE2 1018 1000000 0 0 0
GRANITE BROADCASTING COR NOTE 8.875 5/1 387241AK8 5669 5905000 0 0 0
GUESS INC NOTE 9.500 8/1 401617AB1 3566 3500000 0 0 0
HMH PPTYS INC NOTE 7.875 8/0 40423QAF4 3119 3500000 0 0 0
HMH PPTYS INC NOTE 8.450 12/0 40423QAG2 11100 12000000 0 0 0
HS RES INC NOTE 9.250 11/1 404297AD5 6791 6860000 0 0 0
HS RES INC NOTE 9.250 11/1 404297AE3 1040 1050000 0 0 0
HALLIBURTON 0% 01/04/00 COMM 40621RA47 4997 5000000 0 0 0
HARRAHS OPER INC NOTE 7.875 12/1 413627AD2 2903 3000000 0 0 0
HAWK CORP NOTE 10.250 12/0 420089AC8 8730 9000000 0 0 0
HEWLETT PACKARD CO COMMON 428236103 6939 61000 SH 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 2/0 435572AA0 9428 9475000 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 3/1 435572AB8 1980 2000000 0 0 0
HOME DEPOT INC COMMON 437076102 12 180 SH 0 0 0
HOST MARRIOTT TRAVEL PLA NOTE 9.500 5/1 441081AC0 3105 3000000 0 0 0
HOUSEHOLD FIN CORP NOTE 7.625 1/1 441812EU4 1009 1000000 0 0 0
HOUSEHOLD FIN CORP NOTE 8.000 8/0 441812FG4 204 200000 0 0 0
HOUSEHOLD FIN CORP NOTE 5.875 11/0 441812GC2 1691 1750000 0 0 0
HYPERION TELECOMMUNICATI NOTE 12.250 9/0 44914KAH1 4310 4000000 0 0 0
ICO INC NOTE 10.375 6/0 449294AE7 6975 7500000 0 0 0
IMPAC GROUP INC NOTE 10.125 3/1 449694AB4 11863 13000000 0 0 0
IMCLONE SYS INC COMMON 45245W109 159 4000 SH 0 0 0
IMPERIAL SUGAR CO. NOTE 9.750 12/1 452835AD3 10143 13800000 0 0 0
IMATRON INC COMMON 452906100 31 12270 SH 0 0 0
INSIGNIA SOLUTIONS PLC DEPOSITORY RECEI 45766J107 31 6600 SH 0 0 0
INSIGHT MIDWEST L P / IN NOTE 9.750 10/0 45768YAA0 2588 2500000 0 0 0
INTEL CORP COMMON 458140100 156 1900 SH 0 0 0
INTERMEDIA COMMUNICATION COMMON 458801107 7370 189900 SH 0 0 0
INTERMEDIA COMMUNICATION NOTE 5/1 458801AF4 352 400000 0 0 0
INTERMEDIA COMMUNICATION FRNT 7/1 458801AL1 9528 12875000 0 0 0
INTERMEDIA COMMUNICATION NOTE 8.500 1/1 458801AR8 4575 5000000 0 0 0
INTERMEDIA COMMUNICATION NOTE 8.875 11/0 458801AS6 1175 1250000 0 0 0
INTERACTIVE DISTRIBUTORS COMMON 458990108 6 2000 SH 0 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 6440 59700 SH 0 0 0
INTERNATIONAL BUSINESS M NOTE 6.375 6/1 459200AK7 150 150000 0 0 0
INTERNATIONAL LEASE FIN NOTE 6.375 1/1 459745DR3 3820 3820000 0 0 0
INTERNATIONAL GAME TECHN NOTE 7.875 5/1 459902AF9 679 700000 0 0 0
INTERNATIONAL GAME TECHN NOTE 8.375 5/1 459902AJ1 10608 11050000 0 0 0
INTRAWEST CORPORATION NOTE 9.750 8/1 460915AB7 4925 5000000 0 0 0
ISLE OF CAPRI CASINOS IN NOTE 8.750 4/1 464592AB0 9292 10100000 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 5100 5000000 0 0 0
JO-ANN STORES INC NOTE 10.375 5/0 47758PAB5 5035 5300000 0 0 0
JITNEY-JUNGLE STORES AME NOTE 10.375 9/1 47758RAD7 19 2500000 0 0 0
JOHNSON & JOHNSON COMMON 478160104 727 7800 SH 0 0 0
JUNO LTG INC NOTE 11.875 7/0 482047AB3 6919 7400000 0 0 0
K MART CORP NOTE 8.125 12/0 482584AL3 968 1000000 0 0 0
KAISER ALUM & CHEM CORP NOTE 12.750 2/0 483008AD0 10827 10800000 0 0 0
KAPPA BEHEER B V NOTE 10.625 7/1 485598AC0 1990 1900000 0 0 0
KEY COMPONENTS LLC / KEY NOTE 10.500 6/0 49308AAC7 11127 11900000 0 0 0
KEYSTONE CONS INDS INC NOTE 9.625 8/0 493422AC3 2625 3000000 0 0 0
LABRANCHE & CO INC NOTE 9.500 8/1 505447AA0 5820 6000000 0 0 0
LADY LUCK GAMING FIN COR MTG 11.875 3/0 505903AC8 9571 9500000 0 0 0
LEHMAN BROS HLDGS INC NOTE 8.500 8/0 524908BF6 1361 1325000 0 0 0
LEHMAN BROS HLDGS INC NOTE 7.250 10/1 524908BJ8 993 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 494 500000 0 0 0
LESLIES POOLMART NOTE 10.375 7/1 527069AC2 6928 8150000 0 0 0
LEVEL 3 COMMUNICATIONS I NOTE 9.125 5/0 52729NAC4 5225 5500000 0 0 0
LEVEL 3 COMMUNICATIONS I FRNT 12/0 52729NAE0 6005 9925000 0 0 0
LINENS N THINGS INC COMMON 535679104 148 5000 SH 0 0 0
LIONBRIDGE TECHNOLOGIES COMMON 536252109 37 2000 SH 0 0 0
LOCKHEED MARTIN CORP NOTE 7.700 6/1 539830AJ8 73 75000 0 0 0
LODGIAN INC COMMON 54021P106 75 15000 SH 0 0 0
LOEWS CINEPLEX ENTMT COR NOTE 8.875 8/0 540423AB6 9735 11000000 0 0 0
LOMAK PETE INC SDEB 6.000 2/0 541509AF2 3355 5500000 0 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 6833 91100 SH 0 0 0
LYONDELL CHEMICAL CO NOTE 9.625 5/0 552078AL1 5113 5000000 0 0 0
LYONDELL CHEMICAL CO NOTE 9.875 5/0 552078AM9 7140 7000000 0 0 0
MCI WORLDCOM INC COMMON 55268B106 6945 130890 SH 0 0 0
MALLINCKRODT GROUP INC NOTE 6.500 11/1 561226AB7 392 435000 0 0 0
MANUFACTURED HOME CMNTYS COMMON 564682102 1255 51607 SH 0 0 0
MARINER POST-ACUTE NETWO NOTE 11/0 568459AB7 60 6000000 0 0 0
MCDONALDS CORP COMMON 580135101 24 600 SH 0 0 0
MERCK & CO INC COMMON 589331107 5352 79664 SH 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 3/0 590188FT0 992 1000000 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 11/1 590188JM1 261 275000 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 2/1 590188JP4 562 625000 0 0 0
MERRILL LYNCH 0% 1/18/00 COMM 59018JAJ3 5427 5441000 0 0 0
METROCALL INC COMMON 591647102 8 5000 SH 0 0 0
MICROSOFT CORP COMMON 594918104 8263 70774 SH 0 0 0
MICROVISION INC WASH COMMON 594960106 61 2000 SH 0 0 0
MIGRATEC INC COMMON 598622108 7 25000 SH 0 0 0
MOHEGAN TRIBAL GAMING 8.125% 1/1/06 SR 608328AB6 978 1000000 0 0 0
MOHEGAN TRIBAL GAMING 8.75% 1/1/09 SR 608328AD2 9986 10100000 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 57 400 SH 0 0 0
MOTOROLA INC COMMON 620076109 44 300 SH 0 0 0
NABISCO INC NOTE 6.850 6/1 629527AS1 96 100000 0 0 0
NABISCO INC NOTE 7.050 7/1 629527AT9 1563 1631000 0 0 0
NATIONAL STL CORP MTG 9.875 3/0 637844AM3 5088 5000000 0 0 0
VISTA EYE CARE,INC. NOTE 12.750 10/1 638459AC1 6869 15975000 0 0 0
NATIONSBANK CORP SR MTN MTNF 5.700 2/1 63858RDJ7 4945 5000000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AE6 11401 12325000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AF3 2659 2875000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AJ5 925 1000000 0 0 0
NETWORKS ASSOCS INC COMMON 640938106 5271 197500 SH 0 0 0
NEWCOR INC NOTE 9.875 3/0 651186AC2 8965 16300000 0 0 0
NEXTERA ENTERPRISES INC CL A 65332E101 193 15000 SH 0 0 0
NEXTEL COMMUNICATIONS IN FRNT 9.750 2/1 65332VAB9 2070 2000000 0 0 0
NEXTLINK COMMUNICATIONS NOTE 12.500 4/1 65333AAC2 1509 1400000 0 0 0
NEXTLINK COMMUNICATIONS FRNT 4/1 65333HAG8 10110 15675000 0 0 0
NOKIA CORP DEPOSITORY RECEI 654902204 10336 54100 SH 0 0 0
NUEVO ENERGY CO NOTE 9.500 6/0 670509AF5 1985 2000000 0 0 0
OASIS RESIDENTIAL INC NOTE 7.250 11/1 674216AC0 1887 2000000 0 0 0
OCWEN FINL CORP NOTE 11.875 10/0 675746AA9 14100 15000000 0 0 0
OCWEN FED BK FSB FT LEE SDEB 12.000 6/1 67574NBM5 2174 2300000 0 0 0
ORACLE CORP COMMON 68389X105 112 1000 SH 0 0 0
P&L COAL HLDGS CORP NOTE 9.625 5/1 693682AD8 13895 14000000 0 0 0
PAINE WEBBER GROUP INC NOTE 6.500 11/0 695629AP0 94 100000 0 0 0
PANAMER BEVERAGE 7.25% 7/1/09 SR 69829VAD7 2209 2525000 0 0 0
PARK OHIO INDS INC-OHIO NOTE 9.250 12/0 700677AH0 1935 2000000 0 0 0
PARKER DRILLING CO NOTE 5.500 8/0 701081AD3 1216 1750000 PRN 0 0 0
PARKER DRILLING CO NOTE 9.750 11/1 701081AG6 10808 11000000 0 0 0
PAYCHEX INC COMMON 704326107 53 1318 SH 0 0 0
PEN-TAB INDS INC NOTE 10.875 2/0 706589AB4 1200 4000000 0 0 0
PERKINS FAMILY RESTAURAN NOTE 10.125 12/1 714065AC3 6120 6000000 0 0 0
PFIZER INC COMMON 717081103 3829 118048 SH 0 0 0
PHILADELPHIA ELEC CO MTG 5.625 11/0 717537DL5 73 75000 0 0 0
PHILLIPS VAN HEUSEN CORP NOTE 9.500 5/0 718592AD0 9533 10250000 0 0 0
PLAINS RES INC NOTE 10.250 3/1 726540AE7 3718 3775000 0 0 0
PLAINS RES INC NOTE 10.250 3/1 726540AH0 6821 6925000 0 0 0
PROCTER & GAMBLE CO COMMON 742718109 88 800 SH 0 0 0
PROJECT ORANGE FUNDING 10.5 9/15/2007 S 743389AA6 2488 2500000 0 0 0
PSINET INC NOTE 11.500 11/0 74437CAD3 5225 5000000 0 0 0
PSINET INC. 10.50% 12/1/06 S 74437CAE1 406 400000 0 0 0
FMA CBO FUNDING II LTD 3% 3/25/2011 PRI 74437FAD6 513 500000 0 0 0
PULTE CORP NOTE 7.000 12/1 745867AA9 1055 1111000 0 0 0
PULTE CORP NOTE 7.300 10/2 745867AC5 233 250000 0 0 0
QUALCOMM INC COMMON 747525103 352 2000 SH 0 0 0
R & B FALCON CORP COMMON 74912E101 4137 312200 SH 0 0 0
R & B FALCON CORP NOTE 6.750 4/1 74912EAF8 5911 6550000 0 0 0
R & B FALCON CORP NOTE 6.950 4/1 74912EAG6 5220 6000000 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 1003 1000000 0 0 0
RBF FIN CO NOTE 11.375 3/1 74925LAF7 3763 3500000 0 0 0
REALNETWORKS INC COMMON 75605L104 4530 37650 SH 0 0 0
RED HAT INC COMMON 756577102 296 1400 SH 0 0 0
REGAL CINEMAS INC NOTE 9.500 6/0 758754AE5 7173 9500000 0 0 0
REPAP NEW BRUNSWICK INC NOTE 10.625 4/1 76026QAC6 837 900000 0 0 0
REPAP NEW BRUNSWICK INC NOTE 11.500 6/0 76026QAJ1 2065 2000000 0 0 0
RITE AID CORP NOTE 7.625 4/1 767754AF1 6715 8500000 0 0 0
RITE AID CORP NOTE 7.125 1/1 767754AH7 2066 2700000 0 0 0
RITE AID CORP NOTE 5.250 9/1 767754AL8 2040 3000000 PRN 0 0 0
ROYAL CARIBBEAN CRUISES NOTE 8.250 4/0 780153AC6 501 494000 0 0 0
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ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 121 2000 SH 0 0 0
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</TABLE>
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