|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: GELFAND MAXUS ASSET MANAGEMENT/OH, 13F-HR, 2000-10-26 |
Next: IMAGES OF LIFE INC, 10SB12G/A, 2000-10-26 |
<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 9.375 9/1 00104CAA6 4065 4000000 0 0 0
AES CORP NOTE 8.375 8/1 00130HAG0 2850 3000000 0 0 0
AES CORP NOTE 9.500 6/0 00130HAQ8 3053 3000000 0 0 0
AMC ENTMT INC NOTE 9.500 3/1 001669AG5 2070 4500000 0 0 0
AT&T CORP CLASS A COM LIB GRP A 001957208 5395 299702 SH 0 0 0
ACTIVISION INC NEW COM NEW 004930202 107 7100 SH 0 0 0
ADELPHIA BUSINESS SOLUTI PFD EX12.875%B 006847305 355 439 0 0 0
ADELPHIA COMMUNICATIONS NOTE 9.875 3/0 006848AP0 3760 4000000 0 0 0
ADELPHIA COMMUNICATIONS NOTE 7.875 5/0 006848BD6 3094 3700000 0 0 0
AHMANSON H F & CO NOTE 7.875 9/0 008677AB2 1077 1065000 0 0 0
AINSWORTH LMBR LTD NOTE 12.500 7/1 008914AB9 3740 4000000 0 0 0
AIRTOUCH COMMUNICATIONS NOTE 6.650 5/0 00949TAD2 960 1000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.375 1/0 01958XAK3 465 500000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.625 1/0 01958XAL1 7160 8000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 7.875 1/0 01958XAM9 1745 2000000 0 0 0
ALLIED WASTE NORTH AMER NOTE 10.000 8/0 01958XAQ0 4799 5500000 0 0 0
ALPHA INDS INC COMMON 020753109 3772 110748 SH 0 0 0
AMERICAN AXLE & MFG INC NOTE 9.750 3/0 02406PAC4 9409 9700000 0 0 0
AMERICAN EXPRESS CO COMMON 025816109 365 6000 SH 0 0 0
AMERICAN GENERAL FINANCE NOTE 5.875 7/1 02635KCJ1 3228 3250000 0 0 0
AMERICAN INTL GROUP INC COMMON 026874107 11800 123320 SH 0 0 0
AMERICAN MEDIA OPERATION NOTE 10.250 5/0 02744RAE7 7388 7500000 0 0 0
AT&T CORP. 0% 10/17/00 COMM 03018AKH3 6500 6521000 0 0 0
AMERIKING INC NOTE 10.750 12/0 03071GAA0 6670 11500000 0 0 0
AMGEN INC COMMON 031162100 4410 63150 SH 0 0 0
AMKOR TECHNOLOGY INC COMMON 031652100 39 1500 SH 0 0 0
AMPAL AMERN ISRAEL CORP CL A 032015109 33 2500 SH 0 0 0
ASSOCIATES CORP NTH AMER MTNF 6.400 10/2 045906KP8 49 49000 0 0 0
ASSOCIATES CORP NORTH AM NOTE 5.850 1/1 046003JG5 898 900000 0 0 0
ASSOCIATES CORP NORTH AM NOTE 5.750 11/0 046003JS9 970 1000000 0 0 0
ATMEL CORP COMMON 049513104 46 3000 SH 0 0 0
AURA SYS INC COMMON 051526101 14 15672 SH 0 0 0
AUTOMATIC DATA PROCESSIN COMMON 053015103 468 7000 SH 0 0 0
B E AEROSPACE NOTE 8.000 3/0 055381AF4 5899 6500000 0 0 0
BRE PROPERTIES INC NOTE 7.125 2/1 05564EBA3 889 1000000 0 0 0
BANKAMERICA CORP NOTE 6.625 6/1 066050CW3 793 800000 0 0 0
BANK OF AMERICA CORP COMMON 06605F102 5606 107041 SH 0 0 0
BANKBOSTON NA SUB BK MTN MTNF 6.375 4/1 06606HD87 1906 2025000 0 0 0
BAYOU STL CORP LA PLACE MTG 9.500 5/1 073051AE4 5320 7000000 0 0 0
BEAR STEARNS COS INC NOTE 8.750 3/1 073902AF5 1046 1000000 0 0 0
BEAR STEARNS COS INC NOTE 7.625 12/0 073902BR8 2188 2200000 0 0 0
BELL SOUTH 0% 10/05/00 COMM 07815JK56 7092 7100000 0 0 0
BELLWETHER EXPL CO NOTE 10.875 4/0 079895AA6 5283 5475000 0 0 0
BENEDEK COMMUNICATIONS C FRNT 5/1 08170WAC0 6072 6900000 0 0 0
BERGEN BRUNSWIG CORP NOTE 7.250 6/0 083739AH5 3394 3750000 0 0 0
BERRY PLASTICS CORP NOTE 12.250 4/1 085790AA1 2880 3000000 0 0 0
BERRY PLASTICS CORP NOTE 11.000 7/1 085790AE3 905 1000000 0 0 0
BIG V SUPERMARKETS INC NOTE 11.000 2/1 089698AB0 4544 6400000 0 0 0
BLUEGREEN CORP NOTE 10.500 4/0 096231AC9 6270 11000000 0 0 0
BOEING CAP CORP SR MTN B MTNF 6.040 7/1 09700WAT0 49 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 5610 6000000 0 0 0
BROADCOM CORP CL A 111320107 146 600 SH 0 0 0
BROADVISION INC COMMON 111412102 3351 130465 SH 0 0 0
CIT GROUP INC NOTE 7.375 3/1 125577AF3 1008 1000000 0 0 0
CMGI INC COMMON 125750109 67 2400 SH 0 0 0
CSC HOLDINGS INC 11.125% SERIES M 126304401 5747 54218 0 0 0
CSC HOLDINGS, INC. DEB 8.125 8/1 126304AD6 1975 2000000 0 0 0
CSK AUTO INC NOTE 11.000 11/0 12637KAB7 5850 13000000 0 0 0
CVS CORP COMMON 126650100 9 200 SH 0 0 0
CAITHNESS COSO FDG CORP NOTE 6.800 12/1 128017AC4 415 410500 0 0 0
CAITHNESS COSO FDG CORP NOTE 9.050 12/1 128017AF7 15150 15000000 0 0 0
CAPROCK COMMUNICATIONS C NOTE 11.500 5/0 140667AD8 7200 12000000 0 0 0
CARDINAL HEALTH INC COMMON 14149Y108 5247 59500 SH 0 0 0
CARPENTER W R NORTH AMER NOTE 10.625 6/1 144269AC1 2925 6500000 0 0 0
CARROLS CORP NOTE 9.500 12/0 145744AD0 10380 12000000 0 0 0
CATERPILLAR FINL SVCS MT MTNF 5.470 9/1 14912LZV6 3213 3250000 0 0 0
CENTRAL GARDEN & PET CO NOTE 6.000 11/1 153527AC0 7389 11500000 PRN 0 0 0
ADELPHIA COMMUNICATIONS NOTE 9.750 2/1 156503AD6 500 500000 0 0 0
ADELPHIA COMMUNICATIONS NOTE 8.750 10/0 156503AJ3 4488 5000000 0 0 0
CHARTER COMMUNICATIONS H NOTE 8.250 4/0 16117PAD2 455 500000 0 0 0
CHARTER COMMUNICATIONS H FRNT 4/0 16117PAF7 4406 7500000 0 0 0
CHARTER COMMUNICATIONS H FRNT 11.750 1/1 16117PAM2 2320 4000000 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 7990 8500000 0 0 0
CHICAGO PIZZA & BREWERY COMMON 167889104 37 12500 SH 0 0 0
CHICAGO PIZZA & BREWERY *W EXP 10/09/02 167889104 81 27500 0 0 0
CHILDRENS WONDERLAND SERIES B 168990208 2 1807 SH 0 0 0
CHIQUITA BRANDS INTL INC NOTE 10.000 6/1 170032AM8 5270 8500000 0 0 0
CHIRON CORP COMMON 170040109 90 2000 SH 0 0 0
CIENA CORP COMMON 171779101 295 2400 SH 0 0 0
CISCO SYS INC COMMON 17275R102 9420 170499 SH 0 0 0
CITADEL BROADCASTING CO NOTE 9.250 11/1 17285EAE9 4190 4200000 0 0 0
CIRCUS CIRCUS ENTERPRISE NOTE 6.450 2/0 172909AG8 1013 1150000 0 0 0
MANDALAY RESORT GROUP NOTE 9.250 12/0 172909AK9 11088 11200000 0 0 0
CITIGROUP INC NOTE 5.800 3/1 172967AW1 924 950000 0 0 0
CITICORP NOTE 8.000 2/0 173034GF0 1023 1000000 0 0 0
CLARK MATL HANDLING CO NOTE 10.750 11/1 181475AF1 15 100000 0 0 0
COAST HOTELS & CASINOS I NOTE 9.500 4/0 19035CAF9 1975 2000000 0 0 0
COCA COLA CO COMMON 191216100 193 3500 SH 0 0 0
CODMAN GROUP, INC. COMMON 191990100 333 2469101 SH 0 0 0
COINMACH CORP NOTE 11.750 11/1 192596AE4 14762 14725000 0 0 0
COLGATE PALMOLIVE CO COMMON 194162103 3843 81427 SH 0 0 0
COMERICA INC COMMON 200340107 88 1500 SH 0 0 0
COMPUTER ASSOC INTL INC COMMON 204912109 3028 120200 SH 0 0 0
COMSTOCK RES INC NOTE 11.250 5/0 205768AE4 1579 1500000 0 0 0
COSMETIC LASER EYE CENTE COMMON 221990104 1250 208333 SH 0 0 0
COUNTRYWIDE FUNDING NOTE 8.250 7/1 222373AC6 1015 1000000 0 0 0
COVAD COMMUNICATIONS GRO FRNT 3/1 222814AC9 3525 7500000 0 0 0
COVAD COMMUNICATIONS GRO NOTE 12.500 2/1 222814AJ4 6200 8000000 0 0 0
COVAD COMMUNICATIONS GRO NOTE 12.000 2/1 222814AM7 2643 3500000 0 0 0
CROSSROADS SYS INC COMMON 22765D100 60 7000 SH 0 0 0
D R HORTON INC NOTE 9.750 9/1 23331AAF6 4365 4500000 0 0 0
JOHN DEERE 0% 10/26/00 COMM 2442A0KS8 4976 5000000 0 0 0
DEL MONTE CORP NOTE 12.250 4/1 245217AH7 4793 4500000 0 0 0
DEL MONTE FOODS CO FRNT 12/1 24522PAC7 3825 5000000 0 0 0
DELL COMPUTER CORP COMMON 247025109 274 8900 SH 0 0 0
DEUTSCHE TELEKOM INTL FI NOTE 8.000 6/1 25156PAB9 2171 2100000 0 0 0
DIGITAL VIDEO SYS INC COM NEW 25387R407 8 1230 SH 0 0 0
DISNEY WALT CO COM DISNEY 254687106 5055 132149 SH 0 0 0
DISNEY WALT COMPANY CALL OPT JAN 4 254687106 191 5000 SH CALL 0 0 0
DRYPERS CORP NOTE 10.250 6/1 262497AG5 160 1000000 0 0 0
E M C CORP MASS COMMON 268648102 8683 87600 SH 0 0 0
ECHOSTAR DBS CORP NOTE 9.250 2/0 27876GAE8 493 500000 0 0 0
ECHOSTAR DBS CORP NOTE 9.375 2/0 27876GAG3 7840 8000000 0 0 0
ECONNECT COMMON 27889S107 920 2000000 SH 0 0 0
EMERSON ELEC CO COMMON 291011104 5749 85800 SH 0 0 0
EMMIS COMMUNICATIONS COR CL A 291525103 2272 91800 SH 0 0 0
ENERGIZER HLDGS INC COMMON 29266R108 4376 178600 SH 0 0 0
ENGLE HOMES INC NOTE 9.250 2/0 292896AH0 15640 17000000 0 0 0
ENRON CORP NOTE 6.625 10/1 293561BN5 988 1000000 0 0 0
EOTT ENERGY PARTNERS L P NOTE 11.000 10/0 29410YAA6 10650 10000000 0 0 0
ESPORTSENTERTAINMENT, IN COMMON 296990104 0 20000 SH 0 0 0
EXIDE CORP NOTE 10.000 4/1 302051AE7 13452 17700000 0 0 0
EXODUS COMMUNICATIONS IN COMMON 302088109 6478 131200 SH 0 0 0
EXODUS COMMUNICATIONS IN NOTE 11.250 7/0 302088AB5 3970 4000000 0 0 0
EXXON MOBIL CORP COMMON 30231G102 89 1000 SH 0 0 0
FMA CBO FUNDING II LTD 3% 3/25/2011 INC 302472AB1 9358 9300000 0 0 0
FAIRFIELD MANUFACTURING NOTE 9.625 10/1 304530AD0 7268 8500000 0 0 0
FIFTH THIRD BANCORP COMMON 316773100 263 4875 SH 0 0 0
FIREARMS TRAINING SYS IN CL A 318120102 1 3179 SH 0 0 0
FLAG LTD NOTE 8.250 1/3 338332AC3 435 500000 0 0 0
FLEMING COS INC NOTE 10.625 12/1 339130AD8 3448 3500000 0 0 0
FLEXTRONICS INTL LTD NOTE 8.750 10/1 33938EAC1 489 500000 0 0 0
FORD MOTOR CR CO NOTE 5.800 1/1 345397SG9 1869 2105000 0 0 0
FORD MOTOR CR CO NOTE 7.500 6/1 345397SS3 1011 1000000 0 0 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 5346 73050 SH 0 0 0
FOX FAMILY WORLDWIDE INC NOTE 9.250 11/0 35138BAA4 1421 1500000 0 0 0
FOX FAMILY WORLDWIDE INC FRNT 11/0 35138BAB2 3588 5000000 0 0 0
FRIENDLY ICE CREAM CORP NOTE 10.500 12/0 358497AA3 9600 12000000 0 0 0
GEMSTAR-TV GUIDE INTL IN COMMON 36866W106 10820 124100 SH 0 0 0
GENERAL ELECTRIC CAP COR 0% 10/26/00 COMM 36959HKS5 3981 4000000 0 0 0
GENERAL ELECTRIC CO. COMMON 369604103 12331 213747 SH 0 0 0
GENERAL ELEC CAP CORP NOTE 7.875 12/0 369622DG7 321 305000 0 0 0
GENERAL MTRS ACCEP CORP NOTE 5.850 1/1 370425RD4 583 650000 0 0 0
GENERAL MTRS ACCEP CORP MTNF 6.750 12/1 37042WYX3 997 1000000 0 0 0
GENESIS HEALTH VENTURES NOTE 9.250 10/0 371912AF3 510 6000000 0 0 0
GERON CORP COMMON 374163103 28 1000 SH 0 0 0
GLENOIT CORP NOTE 11.000 4/1 378762AC2 2508 15200000 0 0 0
GLOBAL CROSSING HLDGS LT NOTE 9.625 5/1 37931KAB7 10000 10000000 0 0 0
GLOBAL CROSSING HLDGS LT NOTE 9.125 11/1 37931KAG6 3168 3200000 0 0 0
GOLDEN ST BANCORP INC COMMON 381197102 236 10000 SH 0 0 0
GOLDMAN SACHS GROUP INC NOTE 7.350 10/0 38141GAD6 1586 1600000 0 0 0
GRANITE BROADCASTING COR NOTE 10.375 5/1 387241AE2 405 500000 0 0 0
GRANITE BROADCASTING COR NOTE 8.875 5/1 387241AK8 2100 3000000 0 0 0
GUESS INC NOTE 9.500 8/1 401617AB1 7930 8000000 0 0 0
GUIDANT CORP COMMON 401698105 5786 81850 SH 0 0 0
GULF CDA RES LTD SDEB 9.250 1/1 40218LAD9 1523 1500000 0 0 0
HMH PPTYS INC NOTE 7.875 8/0 40423QAF4 4174 4500000 0 0 0
HMH PPTYS INC NOTE 8.450 12/0 40423QAG2 13370 14000000 0 0 0
HS RES INC NOTE 9.250 11/1 404297AD5 4000 4000000 0 0 0
HARRAHS OPER INC NOTE 7.875 12/1 413627AD2 6930 7200000 0 0 0
HAWK CORP NOTE 10.250 12/0 420089AC8 8730 9000000 0 0 0
HEALTHSOUTH CORP SDCV 3.250 4/0 421924AF8 3330 4000000 PRN 0 0 0
HEWLETT PACKARD CO COMMON 428236103 4738 48841 SH 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 2/0 435572AA0 8967 8900000 0 0 0
HOLLINGER INTL PUBG INC NOTE 9.250 3/1 435572AB8 2015 2000000 0 0 0
HOME DEPOT INC COMMON 437076102 21 400 SH 0 0 0
HOME TOWN AMERICA SR A PFD OPERATI 437990104 412 4116 SH 0 0 0
HORSESHOE GAMING LLC NOTE 8.625 5/1 44075LAH4 2450 2500000 0 0 0
HOUSEHOLD FIN CORP NOTE 7.625 1/1 441812EU4 1012 1000000 0 0 0
HOUSEHOLD FIN CORP NOTE 5.875 11/0 441812GC2 1715 1750000 0 0 0
HOUSEHOLD FIN CORP NOTE 8.000 7/1 441812GM0 1546 1500000 0 0 0
HOVNANIAN K ENTERPRISES NOTE 10.500 10/0 442488AF9 1950 2000000 0 0 0
HYPERION TELECOMMUNICATI NOTE 4/1 44914KAE8 2664 3200000 0 0 0
HYPERION TELECOMMUNICATI NOTE 12.250 9/0 44914KAH1 5460 6000000 0 0 0
ICO INC NOTE 10.375 6/0 449294AE7 11328 11500000 0 0 0
IMPERIAL SUGAR CO. NOTE 9.750 12/1 452835AD3 1260 7000000 0 0 0
INSIGNIA SOLUTIONS PLC DEPOSITORY RECEI 45766J107 42 6600 SH 0 0 0
INSIGHT MIDWEST L P / IN NOTE 9.750 10/0 45768YAC6 3746 3700000 0 0 0
INTEL CORP COMMON 458140100 158 3800 SH 0 0 0
INTERMEDIA COMMUNICATION FRNT 7/1 458801AL1 6640 8000000 0 0 0
INTERMEDIA COMMUNICATION NOTE 8.500 1/1 458801AR8 5280 5500000 0 0 0
INTERMEDIA COMMUNICATION NOTE 8.875 11/0 458801AS6 479 500000 0 0 0
INTERACTIVE DISTRIBUTORS COMMON 458990108 3 1000 SH 0 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 7379 65591 SH 0 0 0
INTERNATIONAL GAME TECHN NOTE 7.875 5/1 459902AF9 490 500000 0 0 0
INTERNATIONAL GAME TECHN NOTE 8.375 5/1 459902AJ1 9016 9200000 0 0 0
INTRAWEST CORPORATION NOTE 9.750 8/1 460915AB7 8532 8500000 0 0 0
ISLE OF CAPRI CASINOS IN NOTE 8.750 4/1 464592AB0 8099 8650000 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
IT GROUP INC NOTE 11.250 4/0 465266AC8 2655 3000000 0 0 0
ITRONICS INC COMMON 465743102 2 5000 SH 0 0 0
J L FRENCH AUTOMOTIVE CA NOTE 11.500 6/0 46620QAB1 8436 11400000 0 0 0
JO-ANN STORES INC NOTE 10.375 5/0 47758PAB5 10965 12900000 0 0 0
JITNEY-JUNGLE STORES AME NOTE 10.375 9/1 47758RAD7 50 2500000 0 0 0
JOHNSON & JOHNSON COMMON 478160104 564 6000 SH 0 0 0
JUNO LTG INC NOTE 11.875 7/0 482047AB3 7990 9400000 0 0 0
K MART CORP NOTE 8.125 12/0 482584AL3 5190 6000000 0 0 0
KAISER ALUM & CHEM CORP NOTE 12.750 2/0 483008AD0 13616 14800000 0 0 0
KANA COMMUNICATIONS COMMON 483600102 89 4000 SH 0 0 0
KANSAS CITY SOUTHN RY CO NOTE 9.500 10/0 485188AB2 1511 1500000 0 0 0
KAPPA BEHEER B V NOTE 10.625 7/1 485598AE6 7763 7500000 0 0 0
KEEBLER FOODS CO COMMON 487256109 3629 86400 SH 0 0 0
KEY COMPONENTS LLC / KEY NOTE 10.500 6/0 49308AAC7 9540 10600000 0 0 0
LTV CORP NEW NOTE 8.200 9/1 501921AC4 7523 14750000 0 0 0
LTV CORP NOTE 11.750 11/1 502210BA4 1530 3000000 0 0 0
LABRANCHE & CO INC NOTE 9.500 8/1 505447AB8 6030 6000000 0 0 0
LABRANCHE & CO INC NOTE 12.000 3/0 505447AD4 3225 3000000 0 0 0
LEHMAN BROS HLDGS INC NOTE 8.500 8/0 524908BF6 1411 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 1005 1000000 0 0 0
LEHMAN BROS HLDGS INC NOTE 8.250 6/1 524908CK4 2074 2000000 0 0 0
LESLIES POOLMART NOTE 10.375 7/1 527069AC2 6400 8000000 0 0 0
LEVEL 3 COMMUNICATIONS I COMMON 52729N100 4122 53450 SH 0 0 0
LEVEL 3 COMMUNICATIONS I NOTE 9.125 5/0 52729NAC4 3893 4500000 0 0 0
LEVEL 3 COMMUNICATIONS I FRNT 12/0 52729NAE0 3540 6000000 0 0 0
LEVI STRAUSS & CO NEW NOTE 7.000 11/0 52736RAF9 9480 12000000 0 0 0
LOEWS CINEPLEX ENTMT COR NOTE 8.875 8/0 540423AB6 760 2000000 0 0 0
RANGE RESOURCES CORP SDCV 6.000 2/0 541509AF2 5138 7500000 PRN 0 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 61 2000 SH 0 0 0
LYONDELL CHEMICAL CO NOTE 9.625 5/0 552078AL1 7840 8000000 0 0 0
LYONDELL CHEMICAL CO NOTE 9.875 5/0 552078AM9 6860 7000000 0 0 0
MGC COMMUNICATIONS INC NOTE 13.000 4/0 552763AH7 6365 9500000 0 0 0
MPTV INC COMMON 553424102 1 36000 SH 0 0 0
MALLINCKRODT GROUP INC NOTE 6.500 11/1 561226AB7 408 435000 0 0 0
MANUFACTURED HOME CMNTYS COMMON 564682102 1290 51607 SH 0 0 0
MARINER POST-ACUTE NETWO NOTE 11/0 568459AB7 60 6000000 0 0 0
MCLEODUSA INC FRNT 3/0 582266AC6 3690 4500000 0 0 0
MCLEODUSA INC NOTE 8.125 2/1 582266AP7 3201 3700000 0 0 0
MEDI-JECT CORP COM NEW 583930300 3 800 SH 0 0 0
MERCK & CO INC COMMON 589331107 5636 75710 SH 0 0 0
MERRILL LYNCH & CO INC NOTE 6.000 3/0 590188FT0 997 1000000 0 0 0
METRICOM INC CALL OPT OCT 4 591596101 64 2500 SH CALL 0 0 0
METRICOM INC / METRICOM NOTE 13.000 2/1 59159PAA7 7590 11500000 0 0 0
METROCALL INC COMMON 591647102 15 5000 SH 0 0 0
METROMEDIA FIBER NETWORK NOTE 10.000 12/1 591689AE4 468 500000 0 0 0
MICROSOFT CORP COMMON 594918104 4551 75450 SH 0 0 0
MICROVISION INC WASH COMMON 594960106 153 4000 SH 0 0 0
MIGRATEC INC COMMON 598622108 19 20000 SH 0 0 0
MOHEGAN TRIBAL GAMING 8.125% 1/1/06 SR 608328AB6 490 500000 0 0 0
MOHEGAN TRIBAL GAMING 8.75% 1/1/09 SR 608328AD2 9120 9200000 0 0 0
MORGAN J P & CO INC NOTE 6.875 1/1 616880BF6 1277 1300000 0 0 0
NTL COMMUNICATIONS CORP NOTE 11.500 10/0 62940NAA0 3378 3500000 0 0 0
NABISCO INC NOTE 7.050 7/1 629527AT9 1526 1631000 0 0 0
NABISCO INC NOTE 6.125 2/0 629527CA8 961 1000000 0 0 0
NATIONAL STL CORP MTG 9.875 3/0 637844AM3 5400 9000000 0 0 0
VISTA EYE CARE,INC. NOTE 12.750 10/1 638459AC1 6090 15225000 0 0 0
NATIONSBANK CORP SR MTN MTNF 5.700 2/1 63858RDJ7 4982 5000000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AE6 8800 11000000 0 0 0
NEENAH CORP NOTE 11.125 5/0 640071AF3 5600 7000000 0 0 0
NEW VISUAL ENTERTAINMENT COM NEW 649099207 18 2000 SH 0 0 0
NEWCOR INC NOTE 9.875 3/0 651186AC2 4797 13325000 0 0 0
NEXTERA ENTERPRISES INC CL A 65332E101 55 15000 SH 0 0 0
NEXTEL COMMUNICATIONS IN DEB 9/1 65332VAJ2 1230 1500000 0 0 0
NEXTEL COMMUNICATIONS IN FRNT 2/1 65332VAM5 3060 4000000 0 0 0
NEXTEL COMMUNICATIONS IN NOTE 9.375 11/1 65332VAV5 882 900000 0 0 0
NEXTLINK COMMUNICATIONS NOTE 12.500 4/1 65333AAC2 883 900000 0 0 0
NEXTLINK COMMUNICATIONS FRNT 4/1 65333HAG8 6195 10500000 0 0 0
NEXTLINK COMMUNICATIONS FRNT 6/0 65333HAL7 844 1500000 0 0 0
NOKIA CORP DEPOSITORY RECEI 654902204 7786 195560 SH 0 0 0
NUEVO ENERGY CO NOTE 9.500 6/0 670509AG3 4000 4000000 0 0 0
OCEAN ENERGY INC NOTE 8.375 7/0 674812AF9 1000 1000000 0 0 0
OCWEN FINL CORP NOTE 11.875 10/0 675746AA9 12376 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 158 2000 SH 0 0 0
OREGON STL MLS INC MTG 11.000 6/1 686079AA2 6715 8500000 0 0 0
PCSUPPORT COM INC COMMON 69325X100 57 34000 SH 0 0 0
P&L COAL HLDGS CORP NOTE 9.625 5/1 693682AD8 14460 14850000 0 0 0
PALM INC COMMON 696642107 5516 104201 SH 0 0 0
PARK OHIO INDS INC-OHIO NOTE 9.250 12/0 700677AH0 3115 3500000 0 0 0
PARK PL ENTMT CORP NOTE 7.875 12/1 700690AB6 1928 2000000 0 0 0
PARKER DRILLING CO NOTE 5.500 8/0 701081AD3 4073 4750000 PRN 0 0 0
PARKER DRILLING CO NOTE 9.750 11/1 701081AG6 11970 12000000 0 0 0
PAYCHEX INC COMMON 704326107 104 1977 SH 0 0 0
PEN-TAB INDS INC NOTE 10.875 2/0 706589AB4 520 4000000 0 0 0
PEN TAB INDUDSTRIES INC 10 7/8% 1/15/200 7069902A5 28 217500 0 0 0
PERKINS FAMILY RESTAURAN NOTE 10.125 12/1 714065AC3 13195 14000000 0 0 0
PFIZER INC COMMON 717081103 7723 171850 SH 0 0 0
PHARMERICA INC NOTE 8.375 4/0 717135AB3 4500 6000000 0 0 0
PHILLIPS VAN HEUSEN CORP NOTE 9.500 5/0 718592AD0 11520 12000000 0 0 0
PLAINS RES INC NOTE 10.250 3/1 726540AE7 2030 2000000 0 0 0
PLAINS RES INC-SERIES D NOTE 10.250 3/1 726540AH0 7123 7000000 0 0 0
PRENTISS,BERNSTEIN,JONES SERIES A 740990205 50 28571 0 0 0
PROCTER & GAMBLE CO COMMON 742718109 54 800 SH 0 0 0
PSINET INC PFD C CV 6 3/4 74437C309 32 1300 SH 0 0 0
PSINET INC NOTE 10.000 2/1 74437CAB7 1914 2900000 0 0 0
PSINET INC NOTE 11.500 11/0 74437CAD3 6120 9000000 0 0 0
PSINET INC NOTE 10.500 12/0 74437CAG6 264 400000 0 0 0
R & B FALCON CORP COMMON 74912E101 4546 163100 SH 0 0 0
R & B FALCON CORP NOTE 6.750 4/1 74912EAF8 3530 3775000 0 0 0
R & B FALCON CORP NOTE 6.950 4/1 74912EAG6 5580 6000000 0 0 0
R & B FALCON CORP NOTE 9.125 12/1 74912EAK7 305 300000 0 0 0
R & B FALCON CORP NOTE 9.500 12/1 74912EAM3 1078 1000000 0 0 0
RBF FIN CO NOTE 11.375 3/1 74925LAF7 576 500000 0 0 0
REALNETWORKS INC COMMON 75605L104 4142 104200 SH 0 0 0
REUNION INDS INC NOTE 13.000 5/0 761312AB3 1620 1653000 0 0 0
RHYTHMS NETCONNECTIONS I FRNT 5/1 762430AC0 950 2500000 0 0 0
RHYTHMS NETCONNECTIONS I NOTE 12.750 4/1 762430AE6 4550 7000000 0 0 0
RHYTHMS NETCONNECTIONS I NOTE 14.000 2/1 762430AG1 2310 3500000 0 0 0
RITE AID CORP COMMON 767754104 60 15000 SH 0 0 0
RITE AID CORP NOTE 7.625 4/1 767754AF1 3145 8500000 0 0 0
RITE AID CORP NOTE 7.125 1/1 767754AH7 680 2000000 0 0 0
RITE AID CORP NOTE 5.250 9/1 767754AL8 419 1075000 PRN 0 0 0
RITE AID CORP NOTE 10.500 9/1 767754AS3 341 500000 0 0 0
ROGERS CABLESYSTEMS LTD NOTE 9.625 8/0 775100AA8 511 500000 0 0 0
ROYAL CARIBBEAN CRUISES NOTE 8.250 4/0 780153AC6 481 494000 0 0 0
RUSSEL METALS 10% 6/1/09 UNITS - DEBT 782295AA7 5253 5500000 0 0 0
RYLAND GROUP INC NOTE 8.250 4/0 783764AE3 6713 7500000 0 0 0
RYLAND GROUP INC NOTE 9.750 9/0 783764AF0 2985 3000000 0 0 0
S1 CORPORATION COMMON 78463B101 2087 174800 SH 0 0 0
SABRELINER CORP NOTE 11.000 6/1 78571LAC2 3240 4000000 0 0 0
ST JOHN KNITS INTL INC NOTE 12.500 7/0 79025QAC1 3850 4000000 0 0 0
SBARRO INC NOTE 11.000 9/1 805844AC1 8755 8500000 0 0 0
SCHERING PLOUGH CORP COMMON 806605101 376 8084 SH 0 0 0
SCHLUMBERGER LTD COMMON 806857108 5700 69250 SH 0 0 0
SCHULER HOMES INC DBCV 6.500 1/1 808188AA4 3432 3900000 PRN 0 0 0
SCHULER HOMES INC NOTE 9.000 4/1 808188AD8 7735 8500000 0 0 0
SCIENTIFIC ATLANTA INC COMMON 808655104 95 1500 SH 0 0 0
SEA CONTAINERS LTD NOTE 10.500 7/0 811371AE3 425 500000 0 0 0
SEA CONTAINERS LTD NOTE 7.875 2/1 811371AH6 2040 3000000 0 0 0
SEAGULL ENERGY CORP NOTE 7.875 8/0 812007AC6 498 500000 0 0 0
SEARS ROEBUCK ACCEP CORP NOTE 6.950 5/1 812404AU5 997 1000000 0 0 0
SECURED RESTAURANTS TR DEB 10.250 11/1 813906AA2 712 709999 0 0 0
SEPRACOR INC COMMON 817315104 982 8000 SH 0 0 0
SIEBEL SYS INC COMMON 826170102 9345 83950 SH 0 0 0
SIERRA HEALTH SVCS INC COMMON 826322109 23 5000 SH 0 0 0
SILICON VY BANCSHARES COMMON 827064106 175 3000 SH 0 0 0
SIMONDS INDS INC NOTE 10.250 7/0 82881PAC0 7850 10000000 0 0 0
PREMIER PARKS, INC. NOTE 8.875 4/0 829903AC7 756 800000 0 0 0
SOUTHTRUST CORP NOTE 8.625 5/1 844730AB7 1039 1000000 0 0 0
SOVEREIGN BANCORP INC NOTE 10.250 5/1 845905AK4 510 500000 0 0 0
SOVEREIGN BANCORP INC NOTE 10.500 11/1 845905AL2 5610 5500000 0 0 0
SPANISH BROADCASTING SYS NOTE 9.625 11/0 846425AH9 2978 3000000 0 0 0
STATE STR CORP COMMON 857477103 390 3000 SH 0 0 0
STATION CASINOS INC COMMON 857689103 71 5000 SH 0 0 0
STATION CASINOS INC NOTE 10.125 3/1 857689AC7 252 250000 0 0 0
STATION CASINOS INC NOTE 8.875 12/0 857689AH6 4337 4500000 0 0 0
STEMCELLS INC COMMON 85857R105 3 500 SH 0 0 0
STROUDS INC COMMON 863451100 25 50000 SH 0 0 0
SUNTRUST BKS INC NOTE 6.250 6/0 867914AQ6 1170 1250000 0 0 0
SUZY SHIER LTD SUB VTG SH 86958K106 0 100 SH 0 0 0
SYCAMORE CBO LTD 13.992% 2/10/11 871148AF9 6600 6600000 0 0 0
TCI COMMUNICATIONS INC NOTE 8.000 8/0 872287AB3 1364 1320000 0 0 0
TRYLON CORP. RESTRICTED 872990106 0 154 SH 0 0 0
TELEWEST COMMUNICATIONS FRNT 11.375 2/0 87956PAM7 2130 4000000 0 0 0
TELEWEST PLC DEB 9.625 10/0 87956RAA9 4600 5000000 0 0 0
TELEWEST PLC DEB 11.000 10/0 87956RAB7 479 500000 0 0 0
TENNECO PACKAGING INC NOTE 8.000 4/1 880394AC5 761 800000 0 0 0
TIME WARNER INC COMMON 887315109 23 300 SH 0 0 0
TIME WARNER TELECOM LLC NOTE 9.750 7/1 887321AA5 3185 3500000 0 0 0
TOMS FOODS INC NOTE 10.500 11/0 890124AB6 3400 5000000 0 0 0
TRANS RES INC NOTE 10.750 3/1 893320AF8 700 5000000 0 0 0
TRANS RES INC NOTE 3/1 893320AH4 330 5500000 0 0 0
MOTOR COACH IND INTL INC NOTE 11.250 5/0 89388KAC4 3650 5000000 0 0 0
TRICO MARINE SERVICES IN NOTE 8.500 8/0 896106AK7 5280 5500000 0 0 0
TRIPATH IMAGING INC COMMON 896942109 28 4000 SH 0 0 0
TROPICAL SPORTSWEAR INTL NOTE 11.000 6/1 89708PAC6 9400 10000000 0 0 0
TYCO INTL LTD NEW COMMON 902124106 6032 116281 SH 0 0 0
VAIL RESORTS INC NOTE 8.750 5/1 91879QAC3 6703 7000000 0 0 0
VALENCE TECHNOLOGY INC COMMON 918914102 69 4000 SH 0 0 0
VENETIAN CASINO RESORT L MTG 12.250 11/1 92264NAC1 2575 2500000 0 0 0
VERISIGN INC COMMON 92343E102 6371 31450 SH 0 0 0
VERITAS DGC INC NOTE 9.750 10/1 92343PAA5 2035 2000000 0 0 0
VERITAS DGC INC NOTE 9.750 10/1 92343PAC1 10277 10100000 0 0 0
VERIZON COMMUNICATIONS COMMON 92343V104 5987 123600 SH 0 0 0
VERTICAL COMPUTER SYS IN COM NEW 92532R203 20 105000 SH 0 0 0
VIACOM INC CL B 925524308 4 74 SH 0 0 0
VIATEL INC NOTE 11.250 4/1 925529AG4 2325 5000000 0 0 0
VIATEL INC FRNT 4/1 925529AW9 1890 7000000 0 0 0
VIATEL INC NOTE 11.500 3/1 925529BN8 1840 4000000 0 0 0
VIGNETTE CORP COMMON 926734104 90 3000 SH 0 0 0
VISX INC DEL COMMON 92844S105 40 1500 SH 0 0 0
WCI STL INC NOTE 10.000 12/0 92923JAF6 9293 10500000 0 0 0
WEBMD CORP COMMON 94769M105 4666 305950 SH 0 0 0
WEBMD CORP CALL OPT OCT 1 94769M105 38 2500 SH CALL 0 0 0
WEIRTON STL CORP NOTE 10.750 6/0 948774AD6 5160 6000000 0 0 0
WEIRTON STL CORP NOTE 11.375 7/0 948774AG9 418 500000 0 0 0
WESTERN GAS RES INC NOTE 10.000 6/1 958259AB9 9637 9200000 0 0 0
WESTERN NATL CORP NOTE 7.125 2/1 958845AA7 1125 1126000 0 0 0
WICKES INC NOTE 11.625 12/1 967446AA3 198 300000 0 0 0
WILLIAMS COMMUNICATIONS NOTE 10.875 10/0 969455AB0 8924 9700000 0 0 0
WORLDCOM INC GA NOTE 7.550 4/0 98155KAA0 1419 1400000 0 0 0
WORLDCOM INC GA NOTE 6.125 8/1 98155KAF9 6964 7000000 0 0 0
WORLDCOM INC GA NEW COMMON 98157D106 152 5000 SH 0 0 0
WORLDCOM INC GA NEW NOTE 8.250 5/1 98157DAD8 1059 1000000 0 0 0
XEROX CORP COMMON 984121103 55 3668 SH 0 0 0
XEROX CORP CALL OPT JAN 2 984121103 75 5000 SH CALL 0 0 0
XEROX CORP NOTE 5.500 11/1 984121AW3 1489 1596000 0 0 0
YAHOO INC COMMON 984332106 118 1300 SH 0 0 0
FMA CBO FUNDING II LTD 3% 3/25/2011 INC G3602TAF2 2616 2600000 0 0 0
GLOBAL CROSSING LTD COMMON G3921A100 31 1000 SH 0 0 0
TRANSOCEAN SEDCO FOREX I ORD G90078109 4678 79800 SH 0 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 82 1000 SH 0 0 0
</TABLE>
|
|