|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: UNITED SECURITY BANCORPORATION, 10-Q, 1999-08-02 |
Next: HUMMER WAYNE INVESTMENT TRUST, 497J, 1999-08-02 |
<TABLE>
<CAPTION>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
<S> <C> <C> <C> <C> <C> <C> <C> <C>
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Lernout & Hauspie Speech COM B5628B10 439,425 12,400 12,400
Bell Atlantic Finl CV CV EC016317 13,888,125 13,500M 13,500M
Deutsche Bank-Allianz CV 2% 12/22/03 EC077253 2,061,241 2,000M 2,000M
Ace Ltd COM G0070K10 128,848,411 4,562,480 4,562,480
Tommy Hilfiger Corp COM G8915Z10 241,725 3,300 3,300
XL Capital LTD COM G9825510 14,710,623 260,365 260,365
Core Laboratories N.V. COM N2271710 25,299,395 1,782,005 1,782,005
Orthofix International N.V. COM N6748L10 10,642,501 716,495 716,495
Steiner Leisure COM P8744Y10 11,161,278 368,210 368,210
NESTLE CV 1.25% 04/27/05 VV308465 19,298,200 20,530M 20,530M
AAR Corp. COM 00036110 13,551,135 598,783 598,783
ABC Rail Products Corp. COM 00075210 1,158,250 56,500 56,500
Acsys Inc. COM 00087X10 11,438 3,000 3,000
A Consulting Team Inc COM 00088110 19,200 2,400 2,400
AT&T Corp. COM 00195710 537,988,747 9,634,308 9,634,308
AT&T Corp. Liberty Media A COM 00195720 821,436 22,352 22,352
ASE TEST LIMITED CV CV 00207KAA 8,000,000 8,000M 8,000M
ATS Medical Inc. COM 00208310 12,896,373 1,634,090 1,634,090
Abacus Direct Corp. COM 00255310 18,300 200 200
Abbott Labs COM 00282410 614,831 13,550 13,550
Activision COM 00493020 14,759,094 1,013,500 1,013,500
Active Voice Corp. COM 00493810 1,885,000 130,000 130,000
Acrodyne Communications COM 00500E12 162,313 53,000 53,000
Acuson Corp. COM 00511310 9,865,625 574,000 574,000
Axiom Corp COM 00512510 107,231 4,300 4,300
Ashtead Group PLC COM 0053673 5,166,443 1,845,000 1,845,000
Adobe Systems COM 00724F10 8,831,791 107,500 107,500
Advanced Digital Info Corp COM 00752510 17,298,315 423,290 423,290
Advanced Health Corp COM 00756H10 15,000 4,000 4,000
Aegis Communications Group COM 00760B10 1,883,446 2,078,400 2,078,400
Aetna Inc. COM 00811710 178,026,628 1,990,700 1,990,700
Aetna Inc. CV PFD 4.758 00811720 136,597,725 1,839,700 1,839,700
Affiliated Computers CV 144A 4% 03/15/05 008190AC 11,751,485 8,725M 8,725M
Affiliated Computers CV 4% 3/15/05 008190AD 2,121,328 1,575M 1,575M
Agree Realty Corp COM 00849210 11,063 600 600
Airnet System Inc. COM 00941710 5,961,849 447,034 447,034
Albany Molecular Research COM 01242310 7,092,400 238,400 238,400
Alcoa Inc. COM 01381710 269,665,789 4,356,070 4,356,070
Cable & Wireless COM 0162557 40,956 3,215 3,215
Allegheny Energy Inc. COM 01736110 96,187,500 3,000,000 3,000,000
Allied Capital Corp COM 01903Q10 140,640 5,860 5,860
Allied-Signal Inc. COM 01951210 96,103,711 1,524,865 1,524,865
Allstate Corp. COM 02000210 34,707,679 961,061 961,061
Alltel Corp. COM 02003910 294,370,766 4,121,165 4,121,165
Alphanet Solutions, Inc. COM 02078710 482,438 124,500 124,500
Alpharma Inc.-CL A COM 02081310 245,381 6,900 6,900
1,995,152,231*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Alza Corp. CV 5% 05/01/06 022615AD 24,766,875 17,850M 17,850M
Alza Corp. COM 02261510 305,250 6,000 6,000
AMDOCS AUTOMATIC CV CVPFD 6.75 02342R20 8,900,000 400,000 400,000
Amerada Hess Corp COM 02355110 12,738,950 214,100 214,100
America Online Inc. COM 02364J10 226,600 2,060 2,060
American Axle & Mfg Holdings COM 02406110 5,375,934 378,663 378,663
DBS Management PLC COM 0242620 2,894,904 1,000,000 1,000,000
American Classic Voyages Co COM 02492810 10,204,800 425,200 425,200
American Express Credit CV 1.125% 02/19/03 025818CJ 26,365,500 21,700M 21,700M
American General Corp. COM 02635110 360,259,427 4,777,289 4,777,289
AMERICAN GEN DEL CVPFD C $3.00 02637G20 14,361,600 153,600 153,600
American Home Products Corp. COM 02660910 334,018,104 5,805,682 5,805,682
American International Group CVT 2.25% 07/30/04 02687QAH 37,762,143 27,100M 27,100M
American Intl Group Inc COM 02687410 252,205 2,151 2,151
American Mobile Satelite WTS Warrant WT08 144 02755R11 476,963 11,850 11,850
American Power Conversion Co COM 02906610 402,500 20,000 20,000
American Precision Inds Inc COM 02906910 105,284 10,027 10,027
American Telecasting WTS Warrant 03015111 9 930 930
American Xtal Technology Inc COM 03051410 25,037,417 1,044,870 1,044,870
AMERUS LIFE HLDG CVPFD 7% 03073420 13,720,375 503,500 503,500
Ames Dept Stores COM 03078950 27,798,636 608,758 608,758
Ampex Corp. COM 03209210 9,751,296 1,924,565 1,924,565
Anadarko Petroleum Corp COM 03251110 14,725 400 400
Anadigics Inc COM 03251510 16,050,127 441,337 441,337
Analogic Corp COM 03265720 14,740,127 471,690 471,690
Analysts International Corp COM 03268110 13,010,102 901,623 901,623
Ancor Communications Inc. COM 03332K10 45,325 1,400 1,400
First Technology PLC COM 0339135 4,832,851 732,000 732,000
Andrew Corp COM 03442510 95,862 5,062 5,062
Angelica Corp. COM 03466310 14,100 800 800
Anicom Inc COM 03525010 9,016,461 853,508 853,508
General Electric Company PLC COM 0365334 3,769,713 372,200 372,200
AnswerThink Consulting Group COM 03691610 7,355,325 291,300 291,300
Aon Corp. COM 03738910 60,453,841 1,465,357 1,465,357
Apple Computer Inc. COM 03783310 5,648,431 121,970 121,970
Apri Healthcare Group Inc COM 03793310 1,905,700 112,100 112,100
Arbor Software CV 144A 4.5% 03/15/05 038918AA 7,969,494 11,200M 11,200M
Arbor Software CV 4.5% 3/15/05 038918AC 5,123,246 7,200M 7,200M
Hays PLC COM 0416102 125,325 12,000 12,000
Armor Holdings COM 04226010 23,959,846 2,288,570 2,288,570
Arrow International Inc. COM 04276410 33,775,868 1,294,415 1,294,415
Artesyn Tech Inc. COM 04312710 20,530,773 924,645 924,645
NXT PLC COM 0439756 10,569,210 1,430,000 1,430,000
Associates First Capital Cor COM 04600810 25,857 586 586
Athena Neurosci CV 4.75% 11/15/04 046854AB 27,753,000 26,400M 26,400M
Jarvis PLC COM 0471350 3,979,220 845,000 845,000
1,186,489,301*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Johnson Matthey PLC COM 0476407 1,170,895 120,000 120,000
Atlantic Richfield Co. COM 04882510 131,301,756 1,571,300 1,571,300
Atmel Corp COM 04951310 5,054,188 193,000 193,000
@plan.Inc COM 04962Q10 2,250,000 150,000 150,000
London Bridge Software Hldgs COM 0526001 2,320,870 74,300 74,300
Automatic Data Processing CVSD 0% 02/20/12 053015AC 21,784,241 19,075M 19,075M
First Technology COM 0540830 1,402,979 212,500 212,500
Aztec Technology Partners COM 05480L10 4,142 2,209 2,209
BEI Technologies Inc COM 05538P10 6,967,502 659,889 659,889
BP Amoco PLC Sponsored ADR COM ADR 05562210 209,251,666 1,928,584 1,928,584
BWAY Corp COM 05603910 6,895,574 494,281 494,281
Baker Michael Corp COM 05714910 5,284,333 695,223 695,223
Baker Hughes Inc. CVT 0% 05/05/08 057224AH 28,141,344 36,525M 36,525M
Baker Hughes Inc. COM 05722410 33,933,731 1,018,910 1,018,910
Ball Corp COM 05849810 8,855,600 209,600 209,600
Ballantyne of Omaha Inc COM 05851610 13,175 1,700 1,700
BankAmerica Corp. COM 06050510 168,402,912 2,295,307 2,295,307
National Westminster Bank COM 0625395 42,406 2,000 2,000
Bank of New York COM 06405710 758,111 20,664 20,664
Bank One Corp. COM 06423A10 321,470,256 5,393,939 5,393,939
BankBoston Corp. COM 06605R10 16,908,316 330,725 330,725
Pilkington PLC COM 0688462 5,668,475 4,130,000 4,130,000
Precoat International PLC COM 0699204 1,396,807 760,000 760,000
Basin Exploration COM 07010710 9,365,864 466,851 466,851
Baxter International Inc. COM 07181310 197,093,912 3,253,614 3,253,614
Vodafone Group COM 0719210 128,590 6,500 6,500
Regal Hotel Group PLC COM 0727923 1,498,720 5,000,000 5,000,000
Bea Systems Inc COM 07332510 571,250 20,000 20,000
Bell Atlantic Financial Svce CV 5.75% 4/01/03 07785GAB 56,260,188 56,050M 56,050M
Bell Atlantic Financial Svce CV 144A 07785GAC 304,500 300M 300M
Bell Atlantic Corp. COM 07785310 320,338,646 4,904,026 4,904,026
BellSouth Corp. COM 07986010 1,350,000 28,800 28,800
Mayflower Corp. COM 0800222 9,527,679 2,809,000 2,809,000
Bemis Corp COM 08143710 79,500 2,000 2,000
Benguet Corp COM 08185120 938 5,000 5,000
Berkshire Hathaway CVSNT 1% 12/03/01 084670AF 21,092,849 9,850M 9,850M
Best Software Inc. COM 08657910 10,882,013 674,835 674,835
Best Foods COM 08658U10 2,519,550 50,900 50,900
Beyond.com Corp. COM 08860E10 6,144,863 214,200 214,200
Trifast PLC COM 0888392 6,228,365 480,000 480,000
Biosite Diagnostics Inc COM 09094510 20,250 2,000 2,000
UTD Assurance Group COM 0933021 386,512 3,500,000 3,500,000
Blyth Industries, Inc. COM 09643P10 395,313 11,500 11,500
Boeing Co. COM 09702310 23,996,435 545,200 545,200
Boston Communications Group COM 10058210 16,144,381 1,202,455 1,202,455
Bowater Inc COM 10218310 94,500,000 2,000,000 2,000,000
1,758,109,593*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Bradlees Inc COM 10449920 39,000 2,600 2,600
Brightstar Information Tech COM 10947N10 6,537,451 1,481,112 1,481,112
Bristol-Myers Squibb Company COM 11012210 4,812,290 68,320 68,320
Broadband Technologies, Inc. CVSD 5% 05/15/01 111309AA 1,365,000 3,000M 3,000M
Buca Inc COM 11776910 660,000 40,000 40,000
Buckeye Technology Corp. COM 11825510 4,893,413 322,200 322,200
Businessland Inc. CVSD 5.5% 03/01/07 123300AB 4,480,000 5,600M 5,600M
Butler International Inc. COM 12364910 15,501,973 1,174,715 1,174,715
CBRL Group Inc COM 12489V10 14,661,416 846,425 846,425
CBS Corp. COM 12490K10 196,605,509 4,526,170 4,526,170
CIGNA Corp. COM 12550910 198,319,986 2,226,081 2,226,081
CII Financial Inc. CVSDEB 7.5% 09/15/01 12551LAB 5,734,000 6,100M 6,100M
CKE Restaurants COM 12561E10 6,126 377 377
CMI Corp Cl A COM 12576130 1,556,328 167,367 167,367
CSG Systems Intl Inc COM 12634910 235,688 9,000 9,000
Cuc International, Inc. CV 144A 3% 02/15/02 126545AB 4,767,965 5,000M 5,000M
Cuc International, Inc. CV 3% 02/15/02 126545AD 36,579,712 38,360M 38,360M
CUNO Inc. COM 12658310 5,796,929 300,949 300,949
CVS AUTO EXCH TR CVPFD 6% 12664520 6,834,375 75,000 75,000
Cabletron Systems Inc. COM 12692010 11,713,000 901,000 901,000
Cable Design Technologies COM 12692410 7,271,063 471,000 471,000
Cadence Design Sys Inc COM 12738710 28,917,170 2,277,455 2,277,455
Caere Corp COM 12764610 19,587,950 1,472,960 1,472,960
CALIF FED PFD PFD PFD 9 1/8 13021420 13,095,000 500,000 500,000
Cambridge Technology COM 13252410 19,955,037 1,135,755 1,135,755
Cardinal Health Inc. COM 14149Y10 1,603,125 25,000 25,000
Carematrix Corporation COM 14170610 21,066,047 1,696,153 1,696,153
Caribiner International Inc. COM 14188810 13,179,798 2,186,132 2,186,132
Carmike Cinemas Inc cl-a COM 14343610 11,156 700 700
Carolina Power & Light Co. COM 14414110 215,743,092 5,038,386 5,038,386
Catellus Development Corp. COM 14911110 5,347,500 345,000 345,000
Catherines Stores Corp. COM 14916F10 27,225 2,200 2,200
CellStar Corp. COM 15092510 27,924,493 3,568,991 3,568,991
Cendant Corp. COM 15131310 102,480 4,999 4,999
Champion International Corp. COM 15852510 79,206,794 1,654,450 1,654,450
Championship Auto Racing COM 15871110 23,006,969 768,500 768,500
Chartwell Re Corp. COM 16139W10 2,664,204 141,412 141,412
Chase Manhattan Corp. COM 16161A10 310,286,355 3,584,568 3,584,568
Checkfree Holdings Corp COM 16281610 7,218,618 261,900 261,900
Cherokee Inc 16444H10 219,375 26,000 26,000
Chevron Corp. COM 16675110 147,659,099 1,549,662 1,549,662
Chiron Corp CV 1.9% 11/17/00 170040AB 39,857,598 39,945M 39,945M
Chubb Corp. COM 17123210 169,687,209 2,442,863 2,442,863
Ciber Inc COM 17163B10 12,622,500 660,000 660,000
Cinar Corp COM 17190530 4,655,000 190,000 190,000
Cinergy Corp. COM 17247410 1,692,800 52,900 52,900
1,693,707,816*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Cisco Sys Inc COM 17275R10 173,505 2,690 2,690
Citigroup COM 17296710 2,545 52 52
CITIZENS UTIL CO CVPFD 5.0 1/15/2036 17735120 252,200 5,200 5,200
Clarcor Inc. COM 17989510 6,654,835 347,128 347,128
Clear Channel Communications CV 2.625% 04/01/03 184502AB 56,402,278 44,210M 44,210M
Closure Medical Corporationc COM 18909310 5,166,000 172,200 172,200
The Coastal Corp. COM 19044110 172,334,910 4,303,442 4,303,442
COASTAL FINANCE PFD NCVPFD 19046320 248,750 10,000 10,000
Coca Cola Co., Inc. COM 19121610 47,616 768 768
Cognicase Inc. COM 19242310 8,321,775 508,200 508,200
ColdWater Creek Inc COM 19306810 4,876,488 249,750 249,750
Kenneth Cole Productions A COM 19329410 21,858,026 783,250 783,250
COLTEC CAP TRUST CV CVPFD 5.25% 19687840 8,047,253 175,000 175,000
Coltec Industries Inc. COM 19687910 9,364,663 431,800 431,800
Columbia Energy Group COM 19764810 3,059,150 48,800 48,800
Columbia / HCA Healthcare CP COM 19767710 87,253,250 3,824,800 3,824,800
Columbia Laboratories Inc. COM 19777910 6,075,984 708,455 708,455
Comair Holdings Inc. COM 19978910 187,313 9,000 9,000
Comcast Corp CVPFD 3.35% 2029 20030040 81,976,050 947,700 947,700
Comerica Inc. COM 20034010 9,915,663 164,900 164,900
Commscope Inc. COM 20337210 24,122,580 782,370 782,370
Community First Bankshares COM 20390210 6,517,138 272,500 272,500
Comptek Research Inc. COM 20468210 9,675 1,200 1,200
Computer Associates Int'l COM 20491210 55,407 1,012 1,012
ConAgra Inc. COM 20588710 6,106,366 224,265 224,265
Computer Horizons Corp COM 20590810 7,384,163 534,600 534,600
Conexant Systems CV 4 1/4 05/01/2006 207142AA 783,922 550M 550M
Ballard Power Systems Inc. COM 2072717 16,646,477 520,300 520,300
Consolidated Natural Gas Co. COM 20961510 91,143,225 1,500,300 1,500,300
Consolidated Stores Corp. COM 21014910 34,291,253 1,306,600 1,306,600
CONSTELLATION ENERGY GROUP I COM 21037110 7,444,313 247,702 247,702
Descartes System Group Inc. COM 2141941 2,236,810 443,100 443,100
Corn Products International COM 21902310 14,640,438 481,000 481,000
Cornell Corrections COM 21914110 13,930,336 849,120 849,120
Corning Inc. COM 21935010 56,100 800 800
Cost Plus Inc COM 22148510 25,989,600 571,200 571,200
Costco Companies Inc. CV 0% 8/19/17 22160QAA 19,128,943 20,050M 20,050M
Costco Companies Inc. CV 0% 8/19/17 22160QAC 26,832,938 28,125M 28,125M
Counsel Corp. COM 22226R10 7,855,595 1,232,015 1,232,015
CRED SUIS FB NY CV (MMM) CV 2.625% 04 2254C0AE 27,135,750 29,100M 29,100M
Credit Suisse First Boston CV (MCD) CV 2% 05/08 2254C0AG 5,618,750 5,000M 5,000M
Credit Suisse First Boston CV (WMT) CV 2% 07/02/ 2254C0AH 9,933,000 7,700M 7,700M
Credit Suisse First Boston CV (GIS) CV 2.25% 03/1 2254C0AL 33,016,500 33,350M 33,350M
Crompton & Knowles Corp COM 22711110 8,300,369 424,300 424,300
Crossman Comntys Inc. COM 22764E10 23,455,899 807,088 807,088
CROSSLAND-CANCLD CV PFD $1.8125 SERIES A 22790120 58,500 375,000 375,000
894,912,296*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Cryolife Inc. COM 22890310 24,500 2,000 2,000
Timberwest Forest Corp. COM 2298795 4,942,356 630,000 630,000
Cullen/Frost Bankers COM 22989910 5,925,938 215,000 215,000
Cybershop Intl Inc. COM 23251X10 457,188 66,500 66,500
Dallas Semiconductor Corp. COM 23520410 304,500 6,000 6,000
Dawson Geophysical Co. COM 23935910 412,563 41,000 41,000
Dean Foods Co. COM 24236110 9,779,656 235,300 235,300
Deere & Co COM 24419910 235,685,920 5,952,001 5,952,001
DEL MONTE FOODS COM 24522P10 8,969,625 535,500 535,500
Delia's Inc. COM 24688510 4,261,950 315,700 315,700
Dell Computer Corp COM 24702510 14,800 400 400
Delphi Automotive Systems COM 24712610 423,260 22,871 22,871
Dendrite International Inc COM 24823910 11,560,000 320,000 320,000
Dialogic Corp. COM 25249910 5,208,516 118,618 118,618
Diamond Offshore CVSD 25271CAA 595,687 600M 600M
Diamond Tech Partners, Inc. COM 25276210 7,392,700 330,400 330,400
Diebold Inc. COM 25365110 143,750 5,000 5,000
Dillard Department Stores In COM 25406710 11,324,300 322,400 322,400
Dionex Corp. COM 25454610 4,704,720 113,470 113,470
DLJ Direct COM 25766150 5,789,375 196,250 196,250
Doncasters PLC ADR COM ADR 25769210 7,894,593 448,758 448,758
Doral Financial Corp. COM 25811P10 8,889,407 511,623 511,623
Doubleclick Inc. CV 144A 258609AA 3,763,593 3,000M 3,000M
Dow Chemical Co. COM 26054310 23,265,651 181,550 181,550
Dow Jones & Co. Inc. COM 26056110 170,930,231 3,221,300 3,221,300
Dreyer's Grand Ice Cream COM 26187810 24,343,148 1,598,839 1,598,839
DuPont DeNemours, E.I & Co. COM 26353410 485,019 7,100 7,100
Duke Energy Corp COM 26439910 280,307,910 5,156,312 5,156,312
Dynegy Inc. COM 26816L10 15,823,225 776,600 776,600
EMC Corp. CVSNT 144A 268648AC 68,508,118 14,000M 14,000M
EMC Corp. COM 26864810 5,054,500 91,900 91,900
Ems Technologies Inc COM 26873N10 6,623,600 456,800 456,800
Exco Resources COM 26927920 4,537,350 672,200 672,200
Eagle Geophysical Inc. COM 26952410 18,359 23,567 23,567
Eastern Enterprises COM 27637F10 6,379,875 160,500 160,500
Eastman Kodak Co. COM 27746110 10,596,613 153,023 153,023
Eateries Inc COM 27785110 30,000 8,000 8,000
Eclipse Surgical Tech COM 27884910 22,706 2,100 2,100
Eco Soil Systems Inc COM 27885810 3,889,350 723,600 723,600
Edge Petroleum COM 27986210 6,676,538 1,047,300 1,047,300
Educational Develop Corp COM 28147910 349,125 133,000 133,000
EL PASO ENER CAP CVPFD 4.750 3/31/28 28367820 371,250 7,500 7,500
Elan Intl Fin CV 0% 12/14/18 284129AA 44,214,545 86,325M 86,325M
Elan Corp Plc ADR COM 28413120 166,500 6,000 6,000
Elder-Berrman Stores Corp COM 28447010 7,592,741 1,021,040 1,021,040
Electronics for Imaging COM 28608210 17,182,578 326,644 326,644
1,035,837,828*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Emerson Electric Co COM 29101110 218,148,101 3,469,545 3,469,545
Endocardial Solutions Inc COM 29296210 14,156 1,500 1,500
Equitable Companies Inc. COM 29444G10 67,000 1,000 1,000
EQUITY OFFICE CVPFD 5.250 2/15/2008 29474150 170,500 4,000 4,000
Esenjay Exploration Inc COM 29642610 85,871 38,165 38,165
Evans & Sutherland Computer COM 29909610 5,453,546 423,374 423,374
Evergreen Res Inc COM 29990030 20,289,035 805,520 805,520
Exchange Applications Inc COM 30086710 8,687,900 213,200 213,200
Express Scripts Inc COM 30218210 10,478,643 174,100 174,100
Exxon Corp. COM 30229010 147,091,023 1,900,756 1,900,756
FPL Group COM 30257110 26,010,105 475,555 475,555
Fvc. Com. Inc. COM 30266P10 4,588,350 705,900 705,900
Falcon Products Inc COM 30607510 12,225 1,200 1,200
Family Golf Centers COM 30701A10 10,532,390 1,354,445 1,354,445
Federal Agric Mtg Corp Cl C COM 31314830 9,779,063 142,500 142,500
FNMA COM 31358610 2,118,544 30,980 30,980
FNMA COM 313430 31374GEB 16,196,389 16,404M 16,404M
FNMA COM 380337 31377LPW 8,664 89M 89M
Federated Department Store I COM 31410H10 95,182,048 1,791,913 1,791,913
Financial Federal Corp COM 31749210 12,703,520 578,603 578,603
First Data Corp. COM 31996310 261,785,767 5,343,576 5,343,576
First Sierra Financial Corp COM 33594410 5,710,000 228,400 228,400
First Union Corp. COM 33735810 141,132,731 3,002,825 3,002,825
Firstenergy Corp COM 33793210 46,354,300 1,495,300 1,495,300
Fleet Financial Group, Inc. COM 33891510 152,077,563 3,427,100 3,427,100
Fleetwood Capital Trust CV CVPFD 6% 33907240 4,518,557 110,800 110,800
Florida Progress Corp. COM 34110910 144,593,750 3,500,000 3,500,000
Flow International Corp. COM 34346810 12,246,445 1,130,870 1,130,870
Ford Motor Company PFD 9 12/31/2025 34534320 70,850 2,600 2,600
Ford Motor Co. COM 34537010 115,054,641 2,038,610 2,038,610
Fortune Brands Inc COM 34963110 331,000 8,000 8,000
4front Technologies COM 35104210 10,863 1,100 1,100
Frontier Insurance Group, In CVPFD 6.25% 35907U30 9,203,120 200,000 200,000
G & K Services, Inc. COM 36126810 13,903,177 265,450 265,450
GST Telecommunications Inc. COM INT'L ADR 36194210 10,100,306 765,900 765,900
GNMA COM 449195 36208E7G 1,066,595 1,036M 1,036M
GNMA COM 780977 36225BCN 10,027,610 9,922M 9,922M
Gp Stratergies Corp. COM 36225V10 14,875 1,700 1,700
GS Financial Products CV 3% 08/28/02 362276AA 14,006,200 13,000M 13,000M
Gallaher Group PLC COM ADR 36359510 85,555,688 3,501,000 3,501,000
Gannett Co. Inc. COM 36473010 57,673,020 803,660 803,660
Gap Inc COM 36476010 236,108 4,687 4,687
Garan Inc. COM 36480210 12,171,886 379,164 379,164
Garden Fresh Restaurant Corp COM 36523510 11,250 600 600
Gardner Denver Inc COM 36555810 2,584,838 160,300 160,300
Gene Logic Inc. COM 36868910 723,913 199,700 199,700
1,688,782,124*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
General Cable Inc. COM 36930010 14,532,941 904,531 904,531
General Electric Company COM 36960410 169,500 1,500 1,500
General Motors Corp. COM 37044210 111,988,241 1,693,975 1,693,975
General Nutrition Companies COM 37047F10 17,500,694 750,700 750,700
GenRad Inc. COM 37244710 21,694,230 1,029,615 1,029,615
Gentner Communication COM 37245J10 23,575 4,600 4,600
GEORGIA PACIFIC COM 37329810 26,157,759 548,774 548,774
GEORGIA PACIFIC COM 37329870 75,750,000 3,000,000 3,000,000
Gerber Childrenswear Inc. COM 37370110 6,702,768 997,674 997,674
Giga Information Group COM 37517M10 1,300,000 260,000 260,000
Gillette Co COM 37576610 82,000 2,000 2,000
Gildan Activewear Inc. CL A COM 37591610 6,210,975 371,148 371,148
Gliatech Inc COM 37929C10 8,397,450 329,674 329,674
Goldman Sachs Group Inc COM 38141G10 18,252,156 252,625 252,625
Good Guys Inc COM 38209110 3,141,579 418,990 418,990
Air Liquide COM Redenominated 4011406 37,863 240 240
AXA COM Redenominated 4026927 6,383,411 52,160 52,160
AGF - Assur Gen De France COM Redenominated 4034737 16,426 340 340
HMH Properties Inc. COM NCV 7.875% 08/01/ 40423QAF 13,921,775 15,010M 15,010M
Haemonetics Corp/Mass COM 40502410 2,029,589 102,179 102,179
Hall Kinion & Assocs. Inc. COM 40606910 21,000 3,000 3,000
Danone COM Redenominated 4070236 20,690 80 80
Hanger Orthopedic Group Inc COM 41043F20 17,756,468 1,251,750 1,251,750
Happy Kids Inc. COM 41139110 22,588 2,600 2,600
Harken Energy Corp. COM 41255210 8,149,490 4,944,265 4,944,265
Harsco COM 41586410 24,576 768 768
Thomson CSF COM Redenominated 4162791 4,549,576 130,500 130,500
Cap Gemini SA 4163437 4,729,734 30,000 30,000
Hartford Financial Group Inc COM 41651510 24,491 420 420
Harvey Entertainment Co. COM 41766210 901,863 187,400 187,400
Hasbro Inc. COM 41805610 6,710,588 240,200 240,200
CeWe Color Holding AG COM 4185668 1,050,018 5,000 5,000
Hawk Corp - Class A COM 42008910 11,456 1,300 1,300
Alcatel COM Redenominated 4216825 7,955,729 56,340 56,340
Health Care Service Group, I COM 42190610 17,168,423 1,763,818 1,763,818
Healthsouth Corp. CV 3.25% 4/01/03 421924AF 20,290,129 23,950M 23,950M
Healthsouth Corp. COM 42192410 461,125 31,000 31,000
Health Management Associates COM 42193310 303,750 27,000 27,000
Health Risk Management Inc. COM 42193510 14,813 1,500 1,500
Healthcare Realty Trust Inc. COM 42194610 19,238,254 909,606 909,606
Healthworld Corp. COM 42222E10 10,125 900 900
Heinz H.J. Co. COM 42307410 316,944,627 6,331,900 6,331,900
Helix Technology Corp COM 42331910 2,393,750 100,000 100,000
Credit Suisse Group COM 4245614 24,317 140 140
Hercules Inc. CV 8% 08/15/10 427056AK 263,840 100M 100M
Hewlett-Packard Co. CV 0% 10/14/17 428236AA 12,671,860 20,000M 20,000M
776,006,210*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Hewlett-Packard Co. CV 0% 10/14/17 428236AC 32,517,467 51,325M 51,325M
Hewlett-Packard Co. COM 42823610 80,400 800 800
ECIA Equipment & Composants COM Redenominated 4295158 1,121,346 9,500 9,500
Ericsson (L.M.) COM 4321558 2,154,862 67,000 67,000
Hilton Hotel Corp CV 5% 05/15/06 432848AL 43,737,000 47,800M 47,800M
Hitachi Ltd COM 43357850 49,957 529 529
Depfa Deutsche Pfandbriefban COM 4355063 135,002 1,500 1,500
Hollinger International Inc. COM 43556910 486,875 41,000 41,000
Home Depot Inc. CVSD 3.25% 10/01/01 437076AE 21,369,057 7,600M 7,600M
Home Depot Inc. COM 43707610 777,890 12,072 12,072
Honeywell Inc COM 43850610 163,974,713 1,415,100 1,415,100
Hooper Holmes COM 43910410 37,605,089 1,845,605 1,845,605
Horizon Organic COM 44043T10 11,418,320 780,695 780,695
Heineken COM Redenominated 4419301 20,545 400 400
HOUSTON INDS INC CVPFD 7.0% 44216120 151,781,400 1,272,800 1,272,800
Hub Group Ind-Cl A COM 44332010 17,950 800 800
Hughes Supply Inc. COM 44448210 16,226,321 549,512 549,512
Karlstadt AG COM Redenominated 4484105 19,283 40 40
Koninklijke Pakhoed NV COM Redenominated 4492067 713,805 30,000 30,000
IBP Inc. COM 44922310 5,099,125 214,700 214,700
Icos Corp. COM 44929510 28,177,383 690,195 690,195
ICU Medical Inc. COM 44930G10 9,939,912 560,132 560,132
IMCO Recycling Inc. COM 44968110 13,234,639 775,485 775,485
Ims Health Inc. COM 44993410 12,500 400 400
IXC COMMUNICATNS CVPFD 6.75% 45071384 1,644,750 43,000 43,000
IXC COMMUNICATNS CVPFD 6.75% 45071387 8,988,750 235,000 235,000
Ixl Enterprises Inc COM 45071810 4,031,250 150,000 150,000
Identix Inc COM 45190610 9,863,014 1,008,265 1,008,265
Illinova Corp. COM 45231710 9,635,600 353,600 353,600
Imperial Bancorp COM 45255610 327,402 16,525 16,525
In Focus Systems COM 45291910 20,379,801 1,372,145 1,372,145
IMR Global Corp. COM 45321W10 43,857,395 2,281,953 2,281,953
Inco Ltd CV 7.75% 03/15/16 453258AH 4,072,500 4,500M 4,500M
Independent Energy COM 45384X10 8,053,738 591,100 591,100
Suez Lyonnaise des Eaux COM Redenominated 4540438 1,809,340 10,000 10,000
Infinity Inc COM 45663L30 544,500 242,000 242,000
Infonow Corporation COM 45666430 12,788 3,100 3,100
ING Groep N.V. ADR COM ADR 45683710 8,305 151 151
INGERSOLL-RAND CVPFD 6.75% 45686720 7,695,000 256,500 256,500
Innovex, Inc. COM 45764710 3,678,517 261,233 261,233
Insight Enterprises Inc COM 45765U10 14,123,460 566,310 566,310
Inprise Corporation COM 45766C10 731,250 150,000 150,000
Intel Corp. COM 45814010 3,462,900 58,200 58,200
Interim Services CV 4.5% 06/01/05 45868PAA 6,471,018 7,450M 7,450M
Interim Services COM 45868P10 179,438 8,700 8,700
INTERMEDIA COMM WTS Warrants Private pl 45880111 349,088 5,350 5,350
690,590,640*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
International Bus. Machines COM 45920010 464,467,479 3,589,907 3,589,907
International Network Servic COM 46005310 323,000 8,000 8,000
INTL PAPER CAP CV PFD 2.625 46013730 10,635,883 200,500 200,500
International Paper Co. COM 46014610 151,643,551 3,000,838 3,000,838
Interpore International COM 46062W10 14,850 3,600 3,600
Interpublic Group Cos Inc CV 144A 1.8% 09/16/04 460690AD 27,332,163 22,650M 22,650M
Interpublic Group Cos Inc CV 1.8% 09/16/04 460690AF 47,755,869 39,575M 39,575M
Interpublic Group Cos Inc CV 144A 460690AG 10,535,910 11,550M 11,550M
Interpublic Group Cos Inc COM 46069010 280,665 3,240 3,240
Invacare Corp. COM 46120310 12,228,100 483,062 483,062
Ipalco Enterprises Inc. COM 46261310 6,555,413 309,400 309,400
Iron Mountain COM 46284P10 23,093,970 801,600 801,600
Iturf Inc. CL- A COM 46575Q10 1,174,063 65,000 65,000
Ivex Packaging Corp COM 46585510 15,562,900 705,491 705,491
IWERKS Entertainment Inc. COM 46591610 543,204 511,251 511,251
IWERKS Entertainment Inc. COM 46591611 2,656 2,500 2,500
JLG Industries, Inc. COM 46621010 12,043,998 593,150 593,150
Pohjola COM Redenominated 4691949 5,146,638 100,000 100,000
Jacor Communications CV 0% 02/09/18 469858AB 7,248,919 12,700M 12,700M
Javelin Sys. Inc. COM 47189610 9,800 800 800
Jefferson-Pilot Corp. COM 47507010 27,004,500 408,000 408,000
JEFFERSON-PILOT CVPFD 7.25% 47507020 30,566,250 247,500 247,500
Johnson & Johnson COM 47816010 771,260 7,870 7,870
Jones Apparel Group Inc. COM 48007410 4,580,443 133,492 133,492
Jostens Inc. COM 48108810 6,725,256 319,300 319,300
K N ENERGY INC CVPFD 8.25% 48262050 7,128,563 275,500 275,500
Saurer AG COM 4829513 678,795 1,250 1,250
SAP Ord COM Redenominated 4846288 5,293,330 15,600 15,600
SAP AG Non Vtg Pref Dem COM Redenominated 4846868 200,434 500 500
Keane Inc COM 48666510 203,625 9,000 9,000
SKW Trostberg AG COM Redenominated 4878117 3,566,542 156,000 156,000
Total SA 'B' Shares COM Redenominated 4905413 51,766 400 400
Kerr-Mcgee Corp. COM 49238610 10,238,250 204,000 204,000
Stork NV COM Redenominated 4925701 2,857,807 125,000 125,000
Viag AG COM Redenominated 4929242 3,932,548 8,300 8,300
KeyCorp COM 49326710 1,092,250 34,000 34,000
Veba COM Redenominated 4942904 280,091 4,750 4,750
Kimberly Clark Corp COM 49436810 399,000 7,000 7,000
VNU COM Redenominated 4970950 1,627,527 40,600 40,600
Wolters Kluwer CVA COM Redenominated 4977111 31,945 800 800
Klamath First Bancorp Inc COM 49842P10 12,000 800 800
KOALA CORP COM 49986610 18,725 700 700
Kollmorgen Corp COM 50044010 12,117,200 805,259 805,259
KOS Pharmaceuticals COM 50064810 4,648,412 910,225 910,225
Kroll-O'Gara Company COM 50105010 36,179,393 1,641,355 1,641,355
LSI Industries Inc COM 50216C10 2,072,338 85,900 85,900
958,877,278*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
LSI Logic Corp. CV CV 144A 4.25% 03/1 502161AB 9,889,625 6,100M 6,100M
LSI Logic Corp. COM 50216110 691,875 15,000 15,000
LTX Corp. COM 50239210 13,313 1,000 1,000
Siemans AG COM COM 5047734 1,431,541 18,500 18,500
Labor Ready COM 50540120 21,039,167 652,742 652,742
ING COM Redenominated 5058877 1,678,381 30,903 30,903
UBI Soft Entertainment SA COM Redenominated 5085585 3,089,948 25,100 25,100
Vossloh AG COM Redenominated 5092336 4,665,595 205,000 205,000
Gehe AG COM Redenominated 5105182 4,743,058 102,800 102,800
Landmark Systems Corp COM 51506S10 18,934,816 1,829,825 1,829,825
LHS Group Inc. COM 5176735 5,034,291 154,000 154,000
LeCroy Corp. COM 52324W10 21,683,094 915,090 915,090
SAI Automotive AG COM Redenominated 5245903 2,090,983 245,000 245,000
Legato Systems Inc COM 52465110 577,500 10,000 10,000
Ahold (kon) COM Redenominated 5252602 1,206,048 34,905 34,905
Lennar Corp. CV 0% 07/29/18 526057AA 11,495,188 26,350M 26,350M
Lennar Corp. COM 52605710 288,000 12,000 12,000
Leslie Fay Company Inc COM 52701610 323,163 50,200 50,200
Level One Communications CV 4.00 9/01/2004 527295AC 394,031 200M 200M
Hunter Douglas NV COM Redenominated 5291810 1,033,466 30,000 30,000
Baloise Holding Ltd. COM 5319660 3,070,317 3,750 3,750
Lilly, Eli & Co. COM 53245710 1,432,500 20,000 20,000
LINCOLN NATL CRP CVPFD 7.75% 53418760 14,577,938 536,200 536,200
Loews Corp CV 3.125% 09/15/07 540424AL 56,133,312 69,785M 69,785M
LOMAK FIN TRUST CVPFD 144A 54150520 1,384,650 54,300 54,300
Lord Abbett Research Fund - FUND 54391330 50,647,970 3,012,967 3,012,967
Lord Abbett Securities Trust FUND 54391585 60,933,099 4,282,017 4,282,017
Lord Abbett Affiliated Fund, FUND 54400110 50,481,844 3,021,056 3,021,056
Lord Abbett Bond-Debenture F FUND 54400410 37,020,063 4,015,191 4,015,191
Lord Abbett Developing Growt FUND 54400610 51,093,165 2,956,780 2,956,780
Drillisch AG COM Redenominated 5446405 3,704,027 31,000 31,000
Raisio Group PLC COM Redenominated 5446632 4,781,873 513,600 513,600
W.E.T. Automotive Systems A COM Redenominated 5446999 3,779,805 92,500 92,500
Aegon NV 5462304 14,555 200 200
Electolux B COM 5466782 25,210 1,200 1,200
Union Bank Of Switzerland COM 5485958 1,375,192 4,590 4,590
Lowes Cos Inc. COM 54866110 62,356 1,100 1,100
Zurich Verischerun COM 5486779 1,712,404 3,000 3,000
Lucent Technologies Inc. COM 54946310 161,850 2,400 2,400
Volkswagen Ag COM Redenominated 5497102 1,927,274 30,000 30,000
GEA AG - Ord COM Redenominated 5509773 2,718,666 90,000 90,000
Mdc Communications Corp COM 55267W30 24,250 2,000 2,000
MCI WorldCom Inc. COM 55268B10 281,664,016 3,269,800 3,269,800
DaimlerChrysler AG- world's COM Redenominated 5529027 4,996,635 57,500 57,500
M/A/R/C Inc. COM 55291410 11,759,714 809,600 809,600
IWKA AG COM Redenominated 5529191 4,551,800 200,000 200,000
760,337,565*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Mac Gray Corp COM 55415310 14,875 1,700 1,700
Steve Madden Ltd COM 55626910 298,375 22,000 22,000
Made2manage Sys. Inc. COM 55646610 6,450 800 800
Guillemot Corp. COM Redenominated 5573927 887,187 13,400 13,400
Magna Intl. CV 4.875% 02/15/05 559222AF 9,345,625 9,500M 9,500M
Magna Intl. CV 4.875% 02/15/05 559222AG 32,758,875 33,300M 33,300M
TR Services COM 5606588 814,274 66,200 66,200
Mallon Resources Corp COM 56124020 41,625 6,000 6,000
Manning (Greg) Auctions Inc. COM 56382310 28,000 1,400 1,400
Mapinfo Corp COM 56510510 13,300 700 700
Preussag COM 5666292 3,537,020 65,625 65,625
Marine Drilling Co Inc COM 56824020 3,635,080 265,645 265,645
MobilCom AG COM Redenominated 5685833 4,175,449 46,500 46,500
Vectron Systems AG COM 5696330 3,331,090 140,000 140,000
Marsh Mclennan Cos Inc COM 57174810 75,687,500 1,000,000 1,000,000
Marriott Intl CV 144A 0% 3/25/11 571900AH 41,522,323 58,650M 58,650M
MLP AG COM Redenominated 5720273 4,874,978 10,200 10,200
MascoTech Inc. CVSD 574670AB 6,847,500 8,250M 8,250M
Mastech Corporation COM 57632N10 16,068,524 865,985 865,985
Material Sciences Corp. COM 57667410 34,500 2,300 2,300
Matria Healthcare Inc. COM 57681710 25,491,425 3,527,025 3,527,025
Mathews International Corp. COM 57712810 28,301,905 952,420 952,420
Maxxim Medical Inc. COM 57777G10 23,093,434 990,200 990,200
May Department Stores Co. COM 57777810 1,532,813 37,500 37,500
McDonald's Corp. COM 58013510 140,524 3,417 3,417
McGrath Rent Corp. COM 58058910 13,668,793 685,430 685,430
Meadowcraft Inc. COM 58320410 2,902,834 292,065 292,065
Measurement Specialties Inc COM 58342110 21,825 1,800 1,800
Medco Containment CV 6% 09/01/01 583905AC 2,520,000 600M 600M
Medarex Inc COM 58391610 20,625 5,000 5,000
Medallion Financial Corp. COM 58392810 11,438 600 600
Mediaone Group COM 58440J10 422,078 5,675 5,675
MEDIAONE GROUP CVPFD 4.5 11/15/2016 58440J20 354,787 2,400 2,400
MEDIAONE GROUP CVPFD 6.25% 58440J40 20,769,750 229,500 229,500
Medialink Worldwide Inc COM 58445P10 2,017,600 126,100 126,100
MediaConsult.com Inc COM 58469J10 1,043,750 100,000 100,000
Meditrust Corp CVD 7.5% 03/01/01 58501TAC 4,822,750 5,050M 5,050M
Med Partners Inc COM 58503X10 22,112,750 2,924,000 2,924,000
Mellon Bank Corp COM 58550910 33,670,445 924,024 924,024
Mentor Corp COM 58718810 8,373,167 450,584 450,584
Mentor Graphics Corp COM 58720010 8,006,881 629,258 629,258
Mercantile Bankshares COM 58740510 143,269 4,050 4,050
Merck & Co., Inc. COM 58933110 843,006 11,450 11,450
Mercury Interactive Corp COM 58940510 11,049,708 308,290 308,290
Meridian Diagnostics Inc. COM 58960210 17,100 2,400 2,400
Meridian Resource Corp. COM 58977Q10 8,366,265 2,093,267 2,093,267
423,641,469*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Merrill Lynch CV (STOXX) CV 1.5% 12 59018SU3 36,083,250 35,550M 35,550M
Merrill Lynch CV (CB) CV 3.125% 01/ 59018SZQ 7,520,000 8,000M 8,000M
Metamor Worldwide Inc. CVSD 2.94% 8/15/04 59133PAA 22,464,485 27,750M 27,750M
Methode Electronics Inc COM 59152020 25,863,071 1,126,074 1,126,074
Metro Information Svcs Inc COM 59162P10 39,809 2,350 2,350
Mettler-Toledo Intl. COM 59268810 119,850 4,700 4,700
Metzler Group, Inc. COM 59290310 8,011,250 290,000 290,000
Michael Foods Inc COM 59407910 5,882,755 250,330 250,330
Michaels Stores Inc COM 59408710 275,625 9,000 9,000
Micros Systems Inc. COM 59490110 30,527,523 896,480 896,480
MICROSOFT CORP CVPFD 2.1960 12/15/1999 59491820 300,003 3,000 3,000
Microvision Inc COM 59496010 2,285,125 101,000 101,000
Micro Touch Sys COM 59514510 14,601,324 975,787 975,787
Midland Bank Plc PFD'S 10 1/4 59743360 510,625 19,000 19,000
Eigner & Partner COM 59780B20 2,135,506 9,979 9,979
Midwest Express Holdings COM 59791110 2,826,203 84,281 84,281
Midwest Grain Products COM 59832G10 2,663,325 239,400 239,400
Milacron Inc. COM 59870910 5,486,049 297,765 297,765
MINDSPRING ENTER CV INT'L 5% 04/15/06 602683AA 3,829,781 4,050M 4,050M
Mobius Management Sys. Inc. COM 60692510 2,571,525 311,700 311,700
Mobil Corp. COM 60705910 425,388,823 4,293,899 4,293,899
Biota Holdings Ltd COM 6100313 140,456 30,000 30,000
MONSANTO CO COM 61166210 14,836 375 375
MONSANTO CO CVPFD 6.5% 61166230 7,784,250 194,000 194,000
Montana Power Co COM 61208510 324,300 4,600 4,600
Bridgestone Corp COM 6132101 664,354 22,000 22,000
Mony Group Inc COM 61533710 8,871,390 271,920 271,920
Moog Inc. Class A COM 61539420 23,343,820 670,842 670,842
Canon Inc. COM 6172323 459,405 16,000 16,000
Morgan Stanley Dean Witter, CV (NKY) CVSNT 1.25% 617446CK 2,820,000 3,000M 3,000M
Morgan Stanley CV (GE) CVSDB 1.5% 7/ 617446CN 14,919,750 11,400M 11,400M
Morgan Stanley Dean Witter, COM 61744644 170,580,500 1,664,200 1,664,200
Citizen Watch COM 6197304 251,237 29,000 29,000
Motive Power Ind. COM 61980K10 28,672,160 1,580,003 1,580,003
Motor Cargo Industries Inc COM 61990710 17,000 2,000 2,000
Motorola Inc CVSD 0% 9/27/13 620076AJ 13,219,200 12,240M 12,240M
Mylan Laboratories COM 62853010 7,388,200 278,800 278,800
NS Group Inc COM 62891610 2,096,050 226,600 226,600
NFO WORLDWIDE INC COM 62910N10 16,510,991 1,175,835 1,175,835
Ntl Inc. WTS Warrant 62940712 26,165 522 522
Nabors Industries CVSNTS 5 5/15/2006 629568AA 269,969 200M 200M
East Japan Railway COM 6298542 214,521 40 40
NATL AUSTRALIABK PFD NCVPFD 7.8750 63252530 6,075,000 200,000 200,000
National Commerce COM 63544910 218,750 10,000 10,000
National Computer System Inc COM 63551910 7,198,875 213,300 213,300
National Data Corp. CV NT 5% 11/01/03 635621AA 27,693,970 26,450M 26,450M
939,161,054*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Fuji Photo Film COM 6356525 453,464 12,000 12,000
National Education Corp CVSD 635771AB 36,000 40M 40M
National Instruments Corp. COM 63651810 9,076,300 224,800 224,800
National-Oilwell Inc. COM 63707110 9,887,945 713,170 713,170
Nat'l Westminster Bk PLC PFD Series A 7.875% Cal 63853980 126,250 5,000 5,000
Navigant International Inc COM 63935R10 8,694 1,104 1,104
Net.B@nk, Inc. COM 64093310 30,907,011 811,577 811,577
Net Perceptions Inc. COM 64107U10 32,719 1,500 1,500
Neutral Posture Ergonomics COM 64125E10 646,000 304,000 304,000
Honda Motor COM 6435145 423,266 10,000 10,000
Ito Yokado Co. COM 6467944 400,989 6,000 6,000
Newmark Homes Corp COM 65157810 1,002,975 186,600 186,600
Newpark Resources Inc COM 65171850 14,440,393 1,580,449 1,580,449
NEXTEL COMMUNIC COM 65332V10 1,111,151 22,140 22,140
Niagara Mohawk Holdings Inc. COM 65352010 10,313,732 642,100 642,100
Nielsen Media Research Inc. COM 65392930 25,748,775 880,300 880,300
Nicor Inc. COM 65408610 9,009,351 237,977 237,977
Matsushita Electric Industri COM 6572707 445,956 23,000 23,000
North Face Inc COM 65931710 9,581,371 972,656 972,656
Nichiei Co COM 6638892 341,088 3,900 3,900
Nippon Telephone & Telegraph COM 6641373 106,186 65 65
Northeast Utilities COM 66439710 11,877,156 671,500 671,500
Novogen Limited COM 6648244 7,216,521 3,650,000 3,650,000
Northern Sts Pwr Co Minn COM 66577210 19,834 820 820
Northland Cranberries Class COM 66649910 6,142,613 724,245 724,245
Polartechnics Limited COM 6688284 170,086 70,000 70,000
Nu Skin Asia Pacific Inc. COM 67018T10 239,250 12,000 12,000
OM Group Inc COM 67087210 29,056,423 842,830 842,830
Oceaneering Intl Inc. COM 67523210 7,643,581 465,325 465,325
Officemax Inc. COM 67622M10 13,308,000 1,109,000 1,109,000
Office Depot Inc. CVNTS 0 11/01/2008 676220AB 21,004,224 25,075M 25,075M
Offshore Logistics Inc. COM 67625510 941,007 87,006 87,006
Ogden Corporation CVSD 6% 06/01/02 676346AC 13,775,000 14,500M 14,500M
Sankyo Co COM 6775283 251,649 10,000 10,000
Secom Yen COM 6791591 623,760 6,000 6,000
Old Dominion Freight Line COM 67958010 14,250 1,200 1,200
Shiseido COM 6805265 374,174 25,000 25,000
Omnicare Inc COM 68190410 757,500 60,000 60,000
Omnicom Group CV 144A 2.25% 01/06/1 681919AF 18,475,752 10,775M 10,775M
Omnicom Group CV 2.25% 01/06/13 681919AG 12,174,796 7,100M 7,100M
Sony Corp. COM 6821506 430,692 4,000 4,000
One Price Clothing Store COM 68241110 10,450 2,200 2,200
Oracle Corporation COM 68389X10 86,486,891 2,325,234 2,325,234
Orbital Imaging Corp COM WTS 68556F11 397,500 13,250 13,250
Orbital Sciences Corp. CV 144A 5% 10/01/02 685564AB 10,794,375 10,100M 10,100M
Orbital Sciences Corp. COM 68556410 54,436,725 2,304,200 2,304,200
420,721,825*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Sumitomo Electric Industries COM 6858708 465,477 41,000 41,000
Taisho Pharmaceuticals COM 6870144 429,042 13,000 13,000
Takefuji COM 6876067 361,261 3,500 3,500
Oshkosh Truck Corp COM 68823920 36,658,473 721,318 721,318
Terumo Corp COM 6885074 289,067 13,000 13,000
Tokyo Electric COM 6895404 316,212 15,000 15,000
Toyota Motor COM 6900643 410,807 13,000 13,000
OWENS-ILL INC CVPFD 4.75% 69076850 122,016,400 2,773,100 2,773,100
PF CHANGS CHINA BISTRO INC COM 69333Y10 2,054,375 95,000 95,000
P P & L Resources Inc. COM 69349910 7,226 235 235
Pacific Sunwear of Californi COM 69487310 49,076,138 2,012,196 2,012,196
Pairgain Tech Inc. COM 69593410 18,383,348 1,596,090 1,596,090
Papa Johns COM 69881310 102,781 2,300 2,300
Parametic Technology Corp COM 69917310 5,550 400 400
Park-Ohio Holdings Corp. COM 70066610 8,695,807 510,200 510,200
Parker Drilling CO CV 5.5% 08/01/04 701081AD 11,816,250 17,250M 17,250M
Party City Corp COM 70214510 1,250,426 489,621 489,621
Paxar Corp. COM 70422710 4,176,138 473,800 473,800
Pegasus Systems Inc COM 70590610 20,258,761 540,890 540,890
Pennzenergy Co. CV 4.95 8/15/08 70931QAB 44,133,375 42,900M 42,900M
Pentacon COM 70962010 9,381 1,900 1,900
Peoplesoft Inc COM 71271310 236,325 13,700 13,700
Pep Boys CVSD 4% 09/01/99 713278AG 15,325,770 15,000M 15,000M
Pep Boys CVT 0% 09/20/11 713278AJ 2,463,750 4,500M 4,500M
Pepsi Bottling Group Inc. COM 71340910 13,751,281 594,650 594,650
Perkin-Elmer Corp. COM 71404110 8,042 70 70
Pharmacia & Upjohn Inc COM 71694110 288,649,051 5,079,374 5,079,374
Pfizer Inc COM 71708110 337,900 3,100 3,100
Pharmaceutical Product Devel COM 71712410 77,663 2,837 2,837
Phelps Dodge Corp. COM 71726510 7,141,394 115,300 115,300
Philadelphia Cons Holding Co COM 71752810 867,300 35,400 35,400
Philip Morris Inc COM 71815410 9,225 225 225
Phillips Van Heusen Corp COM 71859210 11,416,487 1,151,789 1,151,789
Phoenix Tech Ltd. COM 71915310 12,611,653 712,835 712,835
Photronics CVSNTS 6 6/01/2004 719405AA 5,288,770 4,850M 4,850M
Pioneer Fin Svc (Conseco) CVBD 6.5 4/01/2003 723672AE 81,148 50M 50M
Planet Entertainment Corp COM 72702410 12,994 3,300 3,300
Plantronics, Inc. COM 72749310 90,350,540 1,378,260 1,378,260
Platinum Tech CV 6.25% 12/02 72764TAD 11,350,000 11,350M 11,350M
Play by Play Toy & Novelties COM 72811K10 6,717 1,603 1,603
Polymer Group Inc. COM 73174510 17,540,400 1,492,800 1,492,800
POTOMAC ELEC PWR CV 5% 09/01/02 737679BT 9,432,500 9,625M 9,625M
Powell Industries Inc. COM 73912810 11,100 1,200 1,200
Prison Realty Corp. COM 74264N10 92,846 9,462 9,462
Professional Staff COM Sponsored ADR 74315R10 2,210,000 340,000 340,000
Proxicom Inc COM 74428210 5,779,688 225,000 225,000
815,968,837*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Qualcomm Inc COM 74752510 326,386,704 2,273,960 2,273,960
Quantum Hlth (OLS) CVD 4.75% 10/01/00 74763LAA 1,005,468 1,100M 1,100M
Quicksilver, Inc. COM 74838C10 36,496,503 1,400,540 1,400,540
Quintiles Transnational Corp COM 74876710 336,000 8,000 8,000
RCN Corporation COM 74936110 1,249 30 30
Radisys Corp COM 75045910 41,415,575 1,057,830 1,057,830
Railworks Corp COM 75078910 3,145,000 340,000 340,000
Ralston Purina Co COM 75127730 41,997,663 1,379,800 1,379,800
Ramsay Youth Services Inc COM 75158K20 15,750 3,000 3,000
Range Resources Corp. COM 75281A10 533,618 82,860 82,860
Rare Medium Group Inc COM 75382N10 2,487,500 200,000 200,000
Rational Software Corp COM 75409P20 98,813 3,000 3,000
Rawlings Sporting Goods Co. COM 75445910 8,888 900 900
Raytheon Co. COM 75511140 705,000 10,000 10,000
Reebok Int'l Ltd COM 75811010 1,992,875 107,000 107,000
ReliaStar Financial Corp. COM 75952U10 9,056,250 207,000 207,000
Remedytemp Inc COM 75954910 22,950 1,700 1,700
Renaissance Worldwide Inc COM 75968A10 7,377,422 925,800 925,800
Republic Services COM 76075910 5,175,225 209,100 209,100
Rexall Sundown Inc. COM 76164810 2,084,063 171,000 171,000
Right Management Consultants COM 76657310 7,443,988 476,913 476,913
Rite Aid Corp CV 144A 767754AK 11,310,242 11,200M 11,200M
Rite Aid Corp CV 5.25% 09/15/02 767754AL 39,740,674 39,500M 39,500M
Rite Aid Corp COM 76775410 1,846,875 75,000 75,000
Roche Holdings Inc. CVNTS 144A 0% 04/20/1 771196AC 79,904,000 140,800M 140,800M
Rockwell International Corp. COM 77390310 132,645,832 2,181,986 2,181,986
Rogers Corp COM 77513310 31,018,648 1,048,424 1,048,424
Rohm & Haas Co. COM 77537110 160,624,123 3,737,765 3,737,765
Rouse Company CV 5.750 7/23/2002 779273AA 50,258 50M 50M
Royal Group Technologies COM 77991510 323,813 11,000 11,000
ROYAL BK SCOTLND PFD NCVPFD 9.5 78009740 130,313 5,000 5,000
ROYAL BK SCOTLND PFD Series F 8.5% Call 78009780 94,500 4,000 4,000
ROYAL BK SCOTLND PFD Series G 7.4% Call 78009788 189,000 8,000 8,000
Ruddick Corp COM 78125810 7,735,907 389,794 389,794
SBC Communication Inc. COM 78387G10 300,107,321 5,180,109 5,180,109
Sbs Technology Inc. COM 78387P10 14,175 700 700
SBA COMMUNICATIO COM 78388J10 9,649,719 996,100 996,100
SCB Computer Technology Inc. COM 78388N10 9,293,433 1,773,278 1,773,278
SFX Entertainment Inc COM 78417810 166,400 2,600 2,600
SLI, Inc. COM 78442T10 33,326,103 1,233,922 1,233,922
Spss Inc COM 78462K10 15,413 600 600
SOS Staffing Services COM 78462X10 2,674,735 490,035 490,035
SPS Technologies Inc. COM 78462610 9,709,834 259,704 259,704
SAFEGUARD SCIENT CV 5 06/15/2006 786449AD 5,128,905 5,000M 5,000M
SAFEGUARD SCIENT COM 78644910 189,188 3,000 3,000
Safeskin Corp. COM 78645410 85,200 7,100 7,100
1,323,761,110*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Safety-Kleen Corp COM 78648R20 12,651,703 698,025 698,025
St John Knits COM 79028910 10,130,445 346,340 346,340
St. Jude Medical, Inc. COM 79084910 10,117,500 284,000 284,000
ST PAUL CAPITAL CVPFD 3.00 79285620 151,450 2,600 2,600
St. Paul Companies Inc. COM 79286010 132,203,206 4,155,700 4,155,700
Sanderson Farms Inc COM 80001310 6,510,156 458,809 458,809
Sanmina Corp CV CV 144A 800907AA 9,746,063 8,850M 8,850M
Sara Lee Corp COM 80311110 1,089,000 48,000 48,000
Saucony Inc Cl B COM 80412020 22,625 1,000 1,000
Savoir Technolgy Group Inc COM 80533W10 11,250 1,200 1,200
Sawtek Inc COM 80546810 16,409,488 357,700 357,700
SCANA Corp. COM 80589810 20,644,800 883,200 883,200
Schlumberger Ltd. COM 80685710 99,855,631 1,567,900 1,567,900
Scholastic Corp. CVSD 144A 5% 08/15/05 807066AA 38,035,550 39,880M 39,880M
Scholastic Corp. COM 80706610 7,975,917 157,751 157,751
School Specialty Inc COM 80786310 19,709 1,227 1,227
Schwab (Charles) Corp. COM 80851310 141,700 1,300 1,300
Scientific Games Holdings In COM 80874710 1,043,451 54,027 54,027
Seagate Technology Inc. COM 81180410 217,813 8,500 8,500
SEAGRAM CO LTD CV CVPFD 7.5 81185020 59,475,000 1,200,000 1,200,000
Seacor Holdings CVSNTS 5.375 11/15/2006 811904AE 103,474 105M 105M
Sealed Air Corp COM 81211K10 103,800 1,600 1,600
Security Dynamics COM 81420810 6,804,104 318,707 318,707
Security First Technologies COM 81427910 49,700,405 1,097,715 1,097,715
Seitel Inc. COM 81607430 18,510,578 1,150,105 1,150,105
Sensormatic Electronics Corp COM 81726510 5,494,406 393,590 393,590
Sequent Computer Systems COM 81733810 17,755,932 1,006,495 1,006,495
Shared Medical Systems Corp COM 81948610 326,250 5,000 5,000
Shaw Group Inc COM 82028010 1,635,125 103,000 103,000
Shoe Carnival Inc COM 82488910 22,508,239 1,329,521 1,329,521
Shop at Home Inc. COM 82506630 8,016 900 900
Sierra Health Services COM 82632210 16,763,592 1,173,145 1,173,145
Sierra Pacific Resources COM 82642510 4,863,338 133,700 133,700
Sigma-Aldrich Corp COM 82655210 327,156 9,500 9,500
Signal Technology Corp COM 82667510 20,900 3,800 3,800
Simpson Manufacturing Co Inc COM 82907310 21,724,980 455,603 455,603
SINCLAIR BROAD CVPFD 6% 82922650 7,871,500 182,000 182,000
Sirena Apparel Group, Inc COM 82966Q10 274,989 330,000 330,000
Skechers USA Inc -Cl A COM 83056610 8,326,500 793,000 793,000
Skywest Inc COM 83087910 2,144,625 86,000 86,000
Small WorldWide COM PLC - ADR 83168P10 2,867,135 388,680 388,680
Smithfield Foods Inc. COM 83224810 14,831,017 443,445 443,445
SmithKline Beecham PLC ADR COM 83237830 3,349,369 50,700 50,700
Smithway Motor express COM 83265310 6,385,124 634,990 634,990
Smurfit-Stone Container Corp COM 83272710 4,219,425 205,200 205,200
Snap-on, Inc. COM 83303410 4,277,363 118,200 118,200
647,649,798*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Softworks Inc COM 83404P10 3,382,738 306,410 306,410
Solectron Corp. CV 0% 01/27/19 834182AG 53,287,500 91,875M 91,875M
Sonoco Products Co. COM 83549510 1,496,875 50,000 50,000
Sotheby's Holdings Inc. Cl-A COM 83589810 190,625 5,000 5,000
Southwest Gas Corp COM 84489510 6,059,913 211,700 211,700
SpecTran Corp COM 84759810 22,500 2,000 2,000
Splitrock Services WTS Warrant 84863611 192,500 2,750 2,750
Sprint COM 85206110 2,112,500 40,000 40,000
Sprint COM 85206150 571,250 10,000 10,000
Stage Stores COM 85254C10 13,806,169 2,110,765 2,110,765
Standard Products Co. COM 85383610 2,050,000 80,000 80,000
State Street Corp COM 85747710 2,313,663 27,100 27,100
Sterling Bancshares Inc/Tx COM 85890710 2,123,363 158,755 158,755
Stewart Enterprises, Inc. COM 86037010 527,163 36,200 36,200
Stillwater Mining Co. COM 86074Q10 27,288,625 839,650 839,650
Stone Energy Corp. COM 86164210 20,255,986 477,438 477,438
Strategic Distribution Inc COM 86270120 3,221,081 1,392,900 1,392,900
Stride Rite Corp COM 86331410 28,274,981 2,726,966 2,726,966
Student Advantage Inc COM 86386Q10 4,750,000 500,000 500,000
Summit Bancorp. COM 86600510 27,178 650 650
Sun Microsystems Inc COM 86681010 335,619,047 4,870,528 4,870,528
Sunrise Assisted Living Inc COM 86768K10 21,661,270 626,665 626,665
Superior Energy Services COM 86815710 8,347,662 1,630,543 1,630,543
Surmodics Inc COM 86887310 1,146,250 70,000 70,000
Swift Energy Co. CVT 6.25% 11/15/06 870738AB 7,759,125 9,900M 9,900M
Swiss Bank (novartis) CV 2.5% 07/07/02 87083PAB 25,340,624 26,500M 26,500M
Swiss Life Finance Ltd CV 2% 05/20/03 870883AA 51,309,656 52,025M 52,025M
Sykes Enterprises Inc COM 87123710 233,625 7,000 7,000
Sysco Corp COM 87182910 41,738 1,400 1,400
TCF Financial inc. COM 87227510 78,050 2,800 2,800
TCI PACIFIC COMM CVPFD 5.000 7/31/2006 87229420 248,400 800 800
THQ INC COM 87244340 8,478,375 294,900 294,900
Tag-It Pacific inc. COM 87377410 17,825 3,100 3,100
Take-Two Interactive Softwar COM 87405410 2,287,500 300,000 300,000
Talk.Com Inc. COM 87426410 8,596,125 764,100 764,100
Tarrant Apparel COM 87628910 22,121,756 974,395 974,395
Technitrol Inc. COM 87855510 24,902,699 768,841 768,841
Template Software Inc COM 87978810 8,313 1,900 1,900
Teletech Holdings COM 87993910 29,206,165 2,882,660 2,882,660
Tenneco Inc COM 88037E10 8,981,775 376,200 376,200
Texaco Capital Inc. CVT 3.5% 08/05/04 88168522 48,696,250 47,800M 47,800M
Texaco Inc COM 88169410 191,194,969 3,065,250 3,065,250
Texas Instruments Inc. COM 88250810 373,692,820 2,578,542 2,578,542
Texas Micro Inc. COM 88255T10 390,000 52,000 52,000
TEXAS UTILITIES CVPFD 9.25% 88284820 66,077,000 1,201,400 1,201,400
Textron, Inc. COM 88320310 65,850,000 800,000 800,000
1,474,241,627*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
Theragenics Corp COM 88337510 8,547,086 1,212,215 1,212,215
Thermadics Detection Inc COM 88355E10 2,605,181 258,900 258,900
Thermo Ecotek CV 144A 4.875% 04/15/ 88355RAB 1,282,500 1,500M 1,500M
Thermo Fibertek CV 144A 88355WAA 253,500 300M 300M
Thermo Electron Corp. CV 4.25% 01/01/03 883556AF 779,329 870M 870M
Thermo Instrument System CVT 144A 4.5% 10/15/0 883559AC 38,321,216 43,050M 43,050M
Thermo Instrument System CVT 4 1/15/05 883559AE 3,260,624 4,000M 4,000M
Thermolase Corp CV 144A 883624AA 272,147 330M 330M
Thermedics Inc. COM 88390110 1,499,313 161,000 161,000
TicketMaster Online-City COM 88633P20 181,500 6,000 6,000
Timberland Company COM 88710010 27,175,538 398,795 398,795
Time Warner Inc. COM 88731510 45,333,802 616,688 616,688
The Times Mirror Company CV 0% 04/15/17 887364AE 58,959,730 126,075M 126,075M
Total Renal Care Holdings In CV 7% 05/15/09 144A 89151AAA 5,518,125 6,750M 6,750M
Total Fina S.A. COM 89151E10 246,949,335 3,830,391 3,830,391
Toymax International Inc COM 89226810 1,803,750 370,000 370,000
Transaction Systems Archit-A COM 89341610 16,754,400 429,600 429,600
Transamerica Corp. COM 89348510 172,212,613 2,294,803 2,294,803
Transatlantic Holdings Inc. COM 89352110 7,186,506 95,900 95,900
Transcrypt International Inc COM 89363A10 207,625 151,000 151,000
Transmontaigne Oil Co. COM 89393410 7,494,788 596,600 596,600
Tribune Co. COM 89604710 27,592,773 315,655 315,655
Trigon Healthcare Inc. COM 89618L10 6,612,975 181,800 181,800
Trinitech Systems Inc. COM 89640610 15,375 1,000 1,000
Tropical Sportswear Intl COM 89708P10 16,218,000 508,800 508,800
Tuesday Morning Corp COM 89903550 6,471,900 253,800 253,800
Twinlab Corporation COM 90177410 4,705,051 547,500 547,500
Tyson Foods COM 90249410 184,500 8,200 8,200
Usx - Marathon Group Inc COM 90290582 9,769 300 300
US Bancorp COM 90297310 60,075 1,800 1,800
US Liquids Inc COM 90297410 12,284,938 588,500 588,500
Usa Floral Product Inc COM 90331T10 8,458,104 1,136,800 1,136,800
Us Oncology Inc COM 90338W10 4,800,000 400,000 400,000
USX CAPITAL TRST CVPFD 6.75 3/31/3037 90339E20 255,864 5,600 5,600
Ultramar Diamond Shamrock Co COM 90400010 6,541,569 299,900 299,900
Union Carbide Corp COM 90558110 765,375 15,700 15,700
UNION PAC CAP TR CVPFD 6.250 4/01/2028 90782440 544,851 10,500 10,500
Unisource Worldwide Inc. COM 90920810 6,178,413 512,200 512,200
UNISYS-CALL99 COM 90921410 132,009,189 3,373,845 3,373,845
UNISYS-CALL99 CVPFD 3.750 90921420 87,993,383 1,351,146 1,351,146
United Natural Foods Inc COM 91116310 9,286,200 375,200 375,200
United Retail Group Inc. COM 91138010 5,656,171 378,084 378,084
US Cellular CVSD 0% 06/15/15 911684AA 53,857,324 101,200M 101,200M
U.S. Office Products, Co. COM 91232510 14,840 2,761 2,761
US Trust Company COM 91288L10 74,000 800 800
United Technologies Corp COM 91301710 530,170 7,367 7,367
1,037,719,416*
<PAGE>
13F - 6/30/99 S.E.C. USE ONLY (RSR600)
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
SHARES OR INVESTMENT
CUSIP FAIR MARKET PRINCIPAL DISCRETION MANAGERS VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE AMOUNT SOLE N.A. (A)SOLE (C)NONE
UNITEDGLOBALCOM CV CVPFD 7% 91324710 15,000,000 300,000 300,000
Universal Foods Corp. COM 91353810 9,073,188 429,500 429,500
UNOCAL CORP CVPFD 3.125 91528T20 474,406 8,500 8,500
UroHealth Sys Inc WTS Warrant 91727214 656 250 250
US Web Corp COM Jan 17.5 Call 917327 88 10 10
US Web Corp COM 91732710 15,374,367 686,530 686,530
Vdi Media COM 91791610 20,150 3,100 3,100
VF Corp. COM 91820410 115,484,777 2,699,670 2,699,670
Vlsi Technology CVSD 8 1/4 10/01/2005 918270AB 51,125 50M 50M
Valero Energy Corp. COM 91913Y10 8,092,656 377,500 377,500
Value America Inc COM 92038N10 617,500 32,500 32,500
Vans Inc COM 92193010 10,174,240 887,650 887,650
Vari-L Company Inc. COM 92215010 18,838 2,200 2,200
Varian Medical Systems COM 92220P10 12,751,250 505,000 505,000
Varian Semiconductor Equip. COM 92220710 2,748,900 161,700 161,700
Varlen Corp COM 92224810 4,783,457 118,625 118,625
Verdant Brands Inc. COM 92336610 21,166 21,850 21,850
Verisign Inc. COM 92343E10 172,500 2,000 2,000
Viasat Inc. COM 92552V10 2,685,525 176,100 176,100
Viatel Inc. COM 92552920 2,002,091 35,672 35,672
Viant Corp COM 92553N10 1,575,000 45,000 45,000
Vintage Petroleum Inc. COM 92746010 30,769,790 2,836,995 2,836,995
Visio Corp COM 92791410 9,797,288 257,400 257,400
WBK STRYPES TRST CVPFD 10% 92922910 9,768,750 300,000 300,000
WMX Technologies Inc. CV 2% 01/24/05 92929QAF 22,840,892 20,445M 20,445M
Wal Mart Stores Inc COM 93114210 91,163,550 1,889,400 1,889,400
WALDEN RES PROP COM CVPFD 93121011 40,000 400,000 400,000
WALDEN RES PROP PFD PFD W/WTS 2.30 93121040 8,650,000 400,000 400,000
Warnaco Group Inc. COM 93439010 187,250 7,000 7,000
Warner Lambert Co. COM 93448810 485,625 7,000 7,000
Waste Management Inc. CVSNT 4% 02/01/02 94106LAA 16,662,650 12,300M 12,300M
Waste Management Inc. COM 94106L10 351,206,948 6,528,804 6,528,804
WELLPOINT HEALTH CV CV 0% 07/02/19 94973HAA 10,593,750 15,000M 15,000M
Wells Fargo Co. COM 94974610 186,563,426 4,359,025 4,359,025
Wild Oats Markets COM 96808B10 15,714,016 518,500 518,500
Workflow Management Inc COM 98137N10 2,870,976 201,472 201,472
World Access Inc COM 98141A10 3,531,250 250,000 250,000
Xceed Inc /DE COM 98388N10 6,660,938 304,500 304,500
Xircom Inc COM 98392210 21,491,681 714,900 714,900
Xerox Corp CV 144A .57% 04/21/18 984121AY 3,810,936 6,000M 6,000M
Xerox Credit Into Xerox Corp CV .57% 04/21/18 984121BB 48,002,217 75,575M 75,575M
Xerox Corp COM 98412110 223,818,298 3,789,002 3,789,002
Xicor Inc. COM 98490310 23,415 5,900 5,900
Zany Brainy Inc COM 98906Q10 4,281,875 442,000 442,000
Zebra Technologies Corp COM 98920710 12,125,642 314,127 314,127
1,282,183,043*
21,803,851,061**
</TABLE>
|
|