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<TABLE>
<CAPTION>
13F - 9/30/99 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
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Lernout & Hauspie Speech COM B5628B10 711,450 20,400 20,400
Bell Atlantic Finl CV 144A 4.25% 09/15/05 EC016317 19,378,750 18,500M 18,500M
Deutsche Bank-Allianz CV 2% 12/22/03 EC077253 2,099,308 2,000M 2,000M
Ace Ltd COM G0070K10 106,045,366 6,260,981 6,260,981
Globalstar Telecommunication COM G3930H10 825,700 35,900 35,900
Loral Space & Communications COM G5646210 47,934,982 2,784,270 2,784,270
Tommy Hilfiger Corp COM G8915Z10 400,263 14,200 14,200
XL Capital Ltd. Class A COM G9825510 12,001,500 266,700 266,700
Galileo Technology Ltd. COM M4729810 600,000 24,000 24,000
Core Laboratories N.V. COM N2271710 38,343,291 2,038,835 2,038,835
Orthofix International N.V. COM N6748L10 12,135,111 896,760 896,760
Steiner Leisure COM P8744Y10 10,298,425 414,500 414,500
Fed Realty Investment Trust CVSB 5.25% 10/28/03 U31374AB 11,375,000 12,500M 12,500M
BELL ATLANT FINL CV 5.75% 04/01/03 VV307721 1,001,550 1,000M 1,000M
Nestle Holding CV CV 3% 06/17/02 VV307952 6,018,750 5,000M 5,000M
Nestle Australia CV CV 1.25% 04/27/05 VV308465 24,540,713 25,530M 25,530M
AAR Corp. COM 00036110 10,741,027 599,535 599,535
ABC Rail Products Corp. COM 00075210 2,894,194 202,888 202,888
Acsys Inc. COM 00087X10 7,875 3,000 3,000
A Consulting Team Inc COM 00088110 11,400 2,400 2,400
AHT Corporation COM 00130R10 11,625 4,000 4,000
AMFM Inc COM 00169310 584,400 9,600 9,600
AT&T Corp. COM 00195710 324,880,492 7,468,647 7,468,647
AT&T Corp. Liberty Media A COM 00195720 844,981 22,764 22,764
ASE Test Ltd. CV CV 00207KAA 8,660,000 8,000M 8,000M
ATS Medical Inc. COM 00208310 19,626,181 1,973,785 1,973,785
Abbott Labs COM 00282410 77,044 2,100 2,100
Abitibi-Consolidated Inc COM 00392410 3,526,104 302,692 302,692
Activision COM 00493020 22,577,093 1,282,155 1,282,155
Active Voice Corp. COM 00493810 2,603,475 165,300 165,300
Acrodyne Communications COM 00500E12 27,188 14,500 14,500
Acuson Corp. COM 00511310 7,479,150 586,600 586,600
Axiom Corp COM 00512510 491,405 25,000 25,000
Ashtead Group PLC COM 0053673 5,208,865 1,845,000 1,845,000
Adobe Systems Inc. COM 00724F10 3,824,950 33,700 33,700
Advanced Digital Info Corp COM 00752510 23,848,363 858,720 858,720
Aegis Communications Group COM 00760B10 1,071,623 2,078,400 2,078,400
Aegon COM 00792410 149,943,325 1,734,365 1,734,365
Aetna Inc. COM 00811710 93,025,085 1,884,029 1,884,029
Affiliated Computers Service CV 144A 4% 03/15/05 008190AC 9,901,506 8,725M 8,725M
Affiliated Computers Service CV 4% 3/15/05 008190AD 1,787,378 1,575M 1,575M
Agree Realty Corp COM 00849210 14,963 900 900
Air Products & Chemicals Inc COM 00915810 3,204 110 110
Airnet System Inc. COM 00941710 4,476,104 491,949 491,949
Albany Molecular Research COM 01242310 6,509,888 259,100 259,100
Alcoa Inc. COM 01381710 280,051,448 4,530,309 4,530,309
1,278,420,490*
<PAGE>
13F - 9/30/99 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
Cable & Wireless COM 0162557 40,573 3,654 3,654
Allegheny Energy Inc. COM 01736110 104,130,266 3,273,250 3,273,250
Allied Capital Corp COM 01903Q10 122,509 5,460 5,460
Allied-Signal Inc. COM 01951210 134,993,308 2,252,228 2,252,228
Allstate Corp. COM 02000210 21,533,531 863,500 863,500
Alltel Corp. COM 02003910 286,237,242 4,064,057 4,064,057
Alpharma Inc.-CL A COM 02081310 339,000 9,600 9,600
Alza Corp. CV 5% 05/01/06 022615AD 21,777,031 17,750M 17,750M
Ambac Financial Group COM 02313910 412,163 8,700 8,700
AMDOCS Automatic Co. CV CVPFD 6.75 02342R20 8,650,000 400,000 400,000
Amerada Hess Corp COM 02355110 6,633,375 108,200 108,200
America Online Inc. COM 02364J10 214,755 2,060 2,060
American Axle & Mfg Holdings COM 02406110 6,124,566 428,788 428,788
DBS Management PLC COM 0242620 3,070,166 1,000,000 1,000,000
American Classic Voyages Co COM 02492810 13,072,081 569,900 569,900
American Eagle Outfitters COM 02553E10 581,250 12,000 12,000
American Express Credit CV 1.125% 02/19/03 025818CJ 26,711,333 21,700M 21,700M
American General Corp. COM 02635110 307,010,783 4,859,240 4,859,240
American General Corp. CVPFD C $3.00 02637G20 12,400,000 155,000 155,000
American Home Products Corp. COM 02660910 304,520,185 7,321,390 7,321,390
American International Group CVT 2.25% 07/30/04 02687QAH 32,440,880 24,850M 24,850M
American Intl Group Inc COM 02687410 233,753 2,689 2,689
American Mobile Satelite Cor WTS Warrant WT08 144 02755R11 471,038 11,850 11,850
American National Can Group COM 02771410 4,267,794 269,900 269,900
American Power Conversion Co COM 02906610 418,000 22,000 22,000
American Telecasting WTS Warrant 03015111 9 930 930
American Xtal Technology Inc COM 03051410 27,923,318 1,306,325 1,306,325
Americredit Corp COM 03060R10 530,281 35,500 35,500
AMERUS LIFE HLDG CVPFD 7% 03073420 11,674,906 503,500 503,500
Ames Dept Stores COM 03078950 19,129,963 601,294 601,294
AMF Bowling Inc. CV 0% 05/12/18 03113VAB 1,133,994 11,996M 11,996M
Ampex Corp. COM 03209210 5,886,066 2,031,330 2,031,330
Anadarko Petroleum Corp COM 03251110 12,225 400 400
Anadigics Inc COM 03251510 7,253,644 255,927 255,927
Analogic Corp COM 03265720 16,136,551 512,150 512,150
Analysts International Corp COM 03268110 9,856,467 945,788 945,788
Ancor Communications Inc. COM 03332K10 24,250 1,000 1,000
First Technology PLC COM 0339135 7,160,019 944,500 944,500
Andrew Corp COM 03442510 87,952 5,062 5,062
Anicom Inc COM 03525010 3,380,793 666,388 666,388
Anixter International Inc COM 03529010 1,443,825 62,100 62,100
General Electric Company PLC COM 0365334 7,150,027 749,500 749,500
Aon Corp. COM 03738910 85,320,721 2,902,764 2,902,764
Apple Computer Inc. COM 03783310 11,043,030 177,621 177,621
Apri Healthcare Group Inc COM 03793310 10,225,875 610,500 610,500
Arbor Software Corp. CV 144A 4.5% 03/15/05 038918AA 8,398,242 11,200M 11,200M
1,530,177,740*
<PAGE>
13F - 9/30/99 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
Arbor Software Corp. CV 4.5% 3/15/05 038918AC 5,398,870 7,200M 7,200M
Arch Communications Group COM 03938150 267,596 66,899 66,899
Archer-Daniels-Midland Co. COM 03948310 5,884,922 482,933 482,933
Aris Industries Inc COM 04040110 26,975 8,300 8,300
Hays PLC COM 0416102 129,786 12,000 12,000
Armor Holdings COM 04226010 29,524,860 2,731,020 2,731,020
Arrow International Inc. COM 04276410 36,111,196 1,407,110 1,407,110
Artesyn Tech Inc. COM 04312710 19,246,990 1,014,505 1,014,505
NXT PLC COM 0439756 10,572,752 1,432,000 1,432,000
Associates First Capital Cor COM 04600810 21,096 586 586
Athena Neurosci CV 4.75% 11/15/04 046854AB 30,216,259 26,900M 26,900M
Jarvis PLC COM 0471350 6,231,654 1,393,000 1,393,000
Johnson Matthey PLC COM 0476407 1,150,694 120,000 120,000
Atlantic Richfield Co. COM 04882510 141,870,900 1,600,800 1,600,800
AXA SA CV CNV 2.5% 01/01/14 0492076 4,703,945 2,800M 2,800M
Atmel Corp COM 04951310 8,483,556 250,900 250,900
London Bridge Software Hldgs COM 0526001 2,840,712 74,300 74,300
Automatic Data Processing CVSD 0% 02/20/12 053015AC 22,033,328 19,025M 19,025M
Aztec Technology Partners COM 05480L10 3,797 2,209 2,209
BEI Technologies Inc COM 05538P10 8,389,873 693,654 693,654
BP Amoco PLC Sponsored ADR COM ADR 05562210 2,004,661 1,836M 1,836M
BWAY Corp COM 05603910 4,820,316 494,006 494,006
Baker Michael Corp COM 05714910 3,399,244 611,100 611,100
Baker Hughes Inc. CVT 0% 05/05/08 057224AH 27,451,864 37,525M 37,525M
Baker Hughes Inc. COM 05722410 36,860,972 1,271,068 1,271,068
Ball Corp COM 05849810 9,821,532 222,900 222,900
Ballantyne of Omaha Inc COM 05851610 10,688 1,900 1,900
Bally Total Fitness Hldgs COM 05873K10 5,042,813 165,000 165,000
BankAmerica Corp. COM 06050510 126,488,169 2,272,236 2,272,236
National Westminster Bank COM 0625395 47,544 2,031 2,031
Bank of New York COM 06405710 690,953 20,664 20,664
Bank One Corp. COM 06423A10 139,240,392 3,999,724 3,999,724
BankBoston Corp. COM 06605R10 17,733,348 408,838 408,838
Pilkington PLC COM 0688462 8,154,255 4,785,875 4,785,875
Precoat International PLC COM 0699204 1,939,224 760,000 760,000
Basin Exploration COM 07010710 10,243,104 426,796 426,796
Baxter International Inc. COM 07181310 86,458,750 1,435,000 1,435,000
Vodafone Group COM 0719210 168,070 7,200 7,200
Regal Hotel Group PLC COM 0727923 1,563,890 5,000,000 5,000,000
Bea Systems Inc COM 07332510 812,188 23,000 23,000
Bel Fuse Inc Cl A COM 07734720 31,050 900 900
Bell Atlantic Financial Svcs CV 5.75% 4/01/03 07785GAB 56,242,644 56,050M 56,050M
Bell Atlantic Financial Svcs CV 144A 07785GAC 315,890 300M 300M
Bell Atlantic Corp. COM 07785310 322,765,695 4,796,380 4,796,380
BellSouth Corp. COM 07986010 1,296,000 28,800 28,800
Mayflower Corp. COM 0800222 10,408,993 2,816,500 2,816,500
1,207,122,008*
<PAGE>
13F - 9/30/99 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
Sage Group Plc (The) COM 0802165 13,482 300 300
Bemis Corp COM 08143710 67,750 2,000 2,000
Benguet Corp COM 08185120 1,016 5,000 5,000
Berkshire Hathaway CVSNT 1% 12/03/01 084670AF 19,495,297 9,850M 9,850M
Best Software Inc. COM 08657910 16,962,624 857,140 857,140
Best Foods COM 08658U10 2,471,325 50,955 50,955
Beyond.com Corp. COM 08860E10 2,628,850 214,600 214,600
Trifast PLC COM 0888392 8,217,830 480,000 480,000
Biopure Corp. COM 09065H10 3,412,500 350,000 350,000
Biosite Diagnostics Inc COM 09094510 18,187 2,000 2,000
Black & Decker Corp COM 09179710 23,606,731 516,700 516,700
UTD Assurance Group COM 0933021 288,085 3,500,000 3,500,000
Blyth Industries, Inc. COM 09643P10 252,563 9,000 9,000
Boeing Co. COM 09702310 28,512,248 668,094 668,094
Boston Biomedica Inc COM 10056010 22,800 5,700 5,700
Boston Communications Group COM 10058210 9,659,811 1,672,865 1,672,865
Bowater Inc COM 10218310 105,000,000 2,000,000 2,000,000
Bradlees Inc COM 10449920 41,600 2,600 2,600
Brightstar Information Tech COM 10947N10 3,021,394 909,802 909,802
Bristol-Myers Squibb Company COM 11012210 4,601,616 68,170 68,170
Broadbase Software Inc COM 11130R10 3,625,781 227,500 227,500
Broadband Technologies, Inc. CVSD 5% 05/15/01 111309AA 1,335,000 3,000M 3,000M
Buca Inc COM 11776910 8,830,850 675,200 675,200
Buckeye Technologies Inc. COM 11825510 5,081,181 323,900 323,900
Businessland Inc. CVSD 5.5% 03/01/07 123300AB 4,480,000 5,600M 5,600M
Butler International Inc. COM 12364910 12,545,549 1,427,146 1,427,146
CBRL Group Inc COM 12489V10 10,631,450 685,900 685,900
CBS Corp. COM 12490K10 204,668,738 4,425,270 4,425,270
CIGNA Corp. COM 12550910 168,577,220 2,166,835 2,166,835
CII Financial Inc. CVSDEB 7.5% 09/15/01 12551LAB 5,734,000 6,100M 6,100M
CKE Restaurants COM 12561E10 2,733 377 377
CK Witco Corp. COM 12562C10 6,237,563 426,500 426,500
CMI Corp Cl A COM 12576130 2,166,687 307,382 307,382
CSG Systems Intl Inc COM 12634910 246,656 9,000 9,000
Cuc International, Inc. CV 144A 3% 02/15/02 126545AB 4,633,590 5,000M 5,000M
Cuc International, Inc. CV 3% 02/15/02 126545AD 35,548,979 38,360M 38,360M
CUNO Inc. COM 12658310 5,793,662 290,379 290,379
CVS AUTO EXCH TR CVPFD 6% 12664520 5,676,563 75,000 75,000
Cabletron Systems Inc. COM 12692010 8,129,262 518,200 518,200
Cable Design Technologies COM 12692410 13,158,250 576,800 576,800
Cadence Design Sys Inc COM 12738710 27,612,688 2,064,500 2,064,500
Caere Corp COM 12764610 13,461,195 1,738,580 1,738,580
Calgon Carbon Corp COM 12960310 3,379,670 491,502 491,502
California Federal capital PFD PFD 9 1/8 13021420 11,750,000 500,000 500,000
Cambridge Technology COM 13252410 27,806,949 1,924,390 1,924,390
Capital Enviro Resource Inc COM 14008M10 14,300 2,600 2,600
819,424,224*
<PAGE>
13F - 9/30/99 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
Carbo Ceramics COM 14078110 19,250 700 700
Cardinal Health Inc. COM 14149Y10 1,362,500 25,000 25,000
Caremark Rx Inc. COM 14170510 16,393,250 2,851,000 2,851,000
Carematrix Corporation COM 14170610 6,118,935 1,176,378 1,176,378
Caribiner International Inc. COM 14188810 21,342,431 2,459,052 2,459,052
Carmike Cinemas Inc cl-a COM 14343610 9,188 700 700
Carolina Power & Light Co. COM 14414110 183,112,560 5,176,307 5,176,307
Catellus Development Corp. COM 14911110 4,056,100 345,200 345,200
Catherines Stores Corp. COM 14916F10 39,375 3,000 3,000
CellStar Corp. COM 15092510 30,805,780 4,037,303 4,037,303
Cendant Corp. COM 15131310 340,348 19,179 19,179
Ceridian Corp COM 15677T10 5,297,998 253,230 253,230
Champion International Corp. COM 15852510 83,209,519 1,619,650 1,619,650
Championship Auto Racing COM 15871110 22,457,760 863,760 863,760
Chartwell Re Corp. COM 16139W10 15,881 1,100 1,100
Chase Manhattan Corp. COM 16161A10 265,522,048 3,525,335 3,525,335
Cheap Tickets Inc. COM 16267210 647,500 20,000 20,000
Checkfree Holdings Corp COM 16281610 11,177,776 271,800 271,800
Cherokee Inc 16444H10 243,200 30,400 30,400
Chevron Corp. COM 16675110 138,295,178 1,559,276 1,559,276
Chiron Corp CV 1.9% 11/17/00 170040AB 38,839,738 36,875M 36,875M
Chubb Corp. COM 17123210 100,748,339 2,022,550 2,022,550
Church & Dwight Co., Inc. COM 17134010 5,779,078 232,595 232,595
Ciber Inc COM 17163B10 8,607,156 562,100 562,100
Cinncinnati Bell Inc COM 17187010 330,438 17,000 17,000
Cinar Corp COM 17190530 16,058,515 530,860 530,860
Cincinnati Financial Corp. CV 5.5% 05/01/02 172062AB 2,620,000 1,000M 1,000M
Cinergy Corp. COM 17247410 1,497,731 52,900 52,900
Cisco Sys Inc COM 17275R10 184,433 2,690 2,690
Citigroup COM 17296710 2,249 52 52
CITIZENS UTIL CO CVPFD 5.0 1/15/2036 17735120 260,000 5,200 5,200
Claire's Stores Inc COM 17958410 165,625 10,000 10,000
Clarcor Inc. COM 17989510 4,912,969 289,795 289,795
Clear Channel Communications CV 2.625% 04/01/03 184502AB 66,890,125 47,800M 47,800M
Clearnet Communications COM 18490210 15,938,350 882,400 882,400
The Coastal Corp. COM 19044110 178,370,340 4,355,681 4,355,681
The Coastal Corp. CV CVPFD 6.625% 19044186 52,125,000 2,000,000 2,000,000
COASTAL FINANCE PFD NCVPFD 19046320 241,250 10,000 10,000
Cobalt Group Inc COM 19074Q10 4,103,885 425,000 425,000
Cognicase Inc. COM 19242310 2,698,800 207,600 207,600
Coherent Inc. COM 19247910 14,059,106 630,100 630,100
ColdWater Creek Inc COM 19306810 9,332,206 467,546 467,546
Kenneth Cole Productions A COM 19329410 27,542,289 737,735 737,735
Coltec Capital Trust CV CVPFD 5.25% 19687840 7,180,460 175,000 175,000
Columbia Energy Group COM 19764810 2,495,198 45,060 45,060
Columbia / HCA Healthcare CP COM 19767710 96,435,436 4,551,525 4,551,525
1,447,885,291*
<PAGE>
13F - 9/30/99 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
Columbia Laboratories Inc. COM 19777910 5,990,805 803,410 803,410
Comair Holdings Inc. COM 19978910 333,750 20,000 20,000
Comerica Inc. COM 20034010 2,133,844 42,150 42,150
Commscope Inc. COM 20337210 18,481,701 563,755 563,755
Community First Bankshares COM 20390210 6,347,532 377,135 377,135
Comptek Research Inc. COM 20468210 9,600 1,200 1,200
Computer Associates Int'l COM 20491210 49,634 812 812
Computer Task Group Inc. COM 20547710 491,175 33,300 33,300
ConAgra Inc. COM 20588710 1,218,781 54,020 54,020
Computer Horizons Corp COM 20590810 2,171,550 186,800 186,800
Concord Efs Inc. COM 20619710 1,082,813 52,500 52,500
Conexant Systems CV 4 1/4 05/01/2006 207142AA 385,945 225M 225M
Ballard Power Systems Inc. COM 2072717 10,956,597 377,700 377,700
Consolidated Natural Gas Co. COM 20961510 93,581,213 1,500,300 1,500,300
Consolidated Stores Corp. COM 21014910 97,647,122 4,433,411 4,433,411
Constellation Energy Group I COM 21037110 8,266,495 287,426 287,426
Descartes System Group Inc. COM 2141941 1,978,665 443,100 443,100
Corixa Corp 21887F10 4,031,250 300,000 300,000
Corn Products International COM 21902310 14,384,763 472,300 472,300
Cornell Corrections COM 21914110 18,877,382 1,152,795 1,152,795
Corning Inc. COM 21935010 54,850 800 800
Cost Plus Inc COM 22148510 27,115,380 559,080 559,080
Costco Companies Inc. CV 0% 8/19/17 22160QAA 17,493,625 20,050M 20,050M
Costco Companies Inc. CV 0% 8/19/17 22160QAC 33,133,188 37,975M 37,975M
Counsel Corp. COM 22226R10 5,216,928 1,536,350 1,536,350
Cox Communications Inc. CV 7 08/16/2002 22404430 8,662,500 150,000 150,000
Credit Suisse First Boston CV (MMM) CV 2.625% 04 2254C0AE 27,535,875 29,100M 29,100M
Credit Suisse First Boston CV (GE) CV 2.25% 05/ 2254C0AF 1,728,750 1,500M 1,500M
Credit Suisse First Boston CV (MCD) CV 2% 05/08 2254C0AG 5,750,000 5,000M 5,000M
Credit Suisse First Boston CV (WMT) CV 2% 07/02/ 2254C0AH 10,951,125 8,700M 8,700M
Credit Suisse First Boston CV (GIS) CV 2.25% 03/1 2254C0AL 32,641,313 33,350M 33,350M
Crossman Comntys Inc. COM 22764E10 14,561,612 891,348 891,348
Crossland Savings FSB Brookl CV PFD $1.8125 SERIES A 22790120 60,000 375,000 375,000
Cryolife Inc. COM 22890310 25,000 2,000 2,000
Timberwest Forest Corp. COM 2298795 5,808,563 800,000 800,000
Cullen/Frost Bankers Inc. COM 22989910 5,400,000 216,000 216,000
Cuisine Solutions Inc COM 22990410 18,750 15,000 15,000
Cutter & Buck Inc. COM 23221710 15,237,904 971,935 971,935
CyberSource Corp COM 23251J10 4,524,138 81,700 81,700
Cyberonics COM 23251P10 3,945,013 220,700 220,700
Dsc Communications Corp CV 7% 08/01/04 233311AC 30,705,450 30,275M 30,275M
Dallas Semiconductor Corp. COM 23520410 320,625 6,000 6,000
Dawson Geophysical Co. COM 23935910 9,875 1,000 1,000
Dean Foods Co. COM 24236110 10,350,450 237,300 237,300
Debs Shops Inc COM 24272810 39,000 2,000 2,000
Deere & Co COM 24419910 233,511,226 6,040,058 6,040,058
783,221,754*
<PAGE>
13F - 9/30/99 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
DEL MONTE FOODS COM 24522P10 8,387,425 593,800 593,800
Delia's Inc. COM 24688510 628,120 100,000 100,000
Dell Computer Corp COM 24702510 16,725 400 400
Delphi Automotive Systems COM 24712610 338,837 21,098 21,098
Dendrite International Inc COM 24823910 15,205,050 321,800 321,800
Devon Energy 4.95% CV 4.95 8/15/08 25179MAB 64,360,500 64,200M 64,200M
Diamond Offshore CVSD 25271CAA 636,375 600M 600M
Diamond Tech Partners, Inc. COM 25276210 19,745,000 440,000 440,000
Diebold Inc. COM 25365110 277,500 12,000 12,000
Dillard Department Stores In COM 25406710 4,063
Dionex Corp. COM 25454610 5,256,726 123,315 123,315
DLJ Direct COM 25766150 81,588 5,350 5,350
Doncasters PLC ADR COM ADR 25769210 1,361,436 110,680M 110,680M
Doral Financial Corp. COM 25811P10 9,870,990 740,236 740,236
Doubleclick Inc. CV 144A 258609AA 9,353,436 6,000M 6,000M
Dow Chemical Co. COM 26054310 180,502,352 1,588,585 1,588,585
Dow Jones & Co. Inc. COM 26056110 172,289,163 3,227,900 3,227,900
Dreyer's Grand Ice Cream COM 26187810 27,312,363 1,574,504 1,574,504
DuPont DeNemours, E.I & Co. COM 26353410 191,200 3,200 3,200
Duke Energy Corp COM 26439910 292,289,545 5,299,701 5,299,701
Dynegy Inc. COM 26816L10 15,358,400 742,400 742,400
EMC Corp. CVSNT 144A 268648AC 88,385,934 14,000M 14,000M
EMC Corp. COM 26864810 18,476,400 255,438 255,438
Ems Technologies Inc COM 26873N10 5,504,400 458,700 458,700
Eog Resources Inc. COM 26875P10 8,123,875 382,300 382,300
Epl Technologies Inc COM 26892020 4,000 4,000 4,000
Exco Resources COM 26927920 4,550,000 650,000 650,000
Eagle Geophysical Inc. COM 26952410 127 333 333
East West Bancorp Inc COM 27579R10 24,938 2,100 2,100
Eastern Enterprises COM 27637F10 7,522,875 161,800 161,800
Eastman Kodak Co. COM 27746110 19,753,427 262,068 262,068
Eclipse Surgical Tech COM 27884910 42,900 2,600 2,600
Eco Soil Systems Inc COM 27885810 4,856,250 700,000 700,000
Edge Petroleum COM 27986210 7,127,890 1,118,100 1,118,100
Educational Develop Corp COM 28147910 635,850 141,300 141,300
EL PASO ENER CAP CVPFD 4.750 3/31/28 28367820 392,813 7,500 7,500
Elan Finance Corp. CV 0% 12/14/18 284129AA 48,456,847 85,575M 85,575M
Elan Corp Plc ADR COM 28413120 208,088 6,200 6,200
Electro Scientific COM 28522910 3,058,341 57,400 57,400
Electronics for Imaging COM 28608210 7,752,997 149,699 149,699
Emerson Electric Co COM 29101110 230,381,850 3,645,429 3,645,429
Endocardial Solutions Inc COM 29296210 15,000 1,500 1,500
EQUITY OFFICE CVPFD 5.250 2/15/2008 29474150 158,000 4,000 4,000
Esenjay Exploration Inc COM 29642610 133,392 56,165 56,165
Evans & Sutherland Computer COM 29909610 1,187,155 95,893 95,893
Evergreen Res Inc COM 29990030 21,359,559 887,670 887,670
1,301,579,697*
<PAGE>
13F - 9/30/99 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
Exchange Applications Inc COM 30086710 9,948,675 342,320 342,320
Express Scripts Inc COM 30218210 13,654,625 174,500 174,500
Exxon Corp. COM 30229010 144,046,583 1,900,754 1,900,754
FPL Group COM 30257110 32,812,571 648,746 648,746
Fvc. Com. Inc. COM 30266P10 9,929,531 706,100 706,100
Fairchild Semicon Intl -Cl COM 30372610 5,172,750 217,800 217,800
Falcon Products Inc COM 30607510 15,750 1,800 1,800
Family Golf Centers COM 30701A10 792,891 313,240 313,240
FDX Corp COM 31304N10 1,555,000 40,000 40,000
Federal Agric Mtg Corp Cl C COM 31314830 12,859,688 645,000 645,000
FNMA COM 31358610 10,807,701 172,406 172,406
Federated Department Store I COM 31410H10 52,642,413 1,200,735 1,200,735
Financial Federal Corp COM 31749210 13,017,159 691,753 691,753
First Consulting Group Inc. COM 31986R10 820,000 82,000 82,000
First Data Corp. COM 31996310 211,507,347 4,819,570 4,819,570
First Security Corp/Del COM 33629410 8,058,854 338,875 338,875
Firstenergy Corp COM 33793210 40,634,250 1,593,500 1,593,500
Fleet Financial Group, Inc. COM 33891510 165,411,319 4,516,350 4,516,350
Fleet Financial Group, Inc. COM 33901A10 6,148,771 166,183 166,183
Florida Progress Corp. COM 34110910 161,875,000 3,500,000 3,500,000
Flow International Corp. COM 34346810 14,092,609 1,359,880 1,359,880
Ford Motor Company PFD 9 12/31/2025 34534320 68,088 2,600 2,600
Ford Motor Co. COM 34537010 101,531,373 2,023,040 2,023,040
Foundry Network Inc. COM 35063R10 1,260,000 10,000 10,000
4front Technologies COM 35104210 15,538 1,100 1,100
Frontier Airlines Inc. COM 35906510 2,972,550 312,900 312,900
G & K Services, Inc. COM 36126810 12,494,545 309,360 309,360
GST Telecommunications Inc. COM ADR 36194210 6,920,810 984,300 984,300
Gp Stratergies Corp. COM 36225V10 19,125 1,700 1,700
Gadzooks Inc COM 36255310 19,875 3,000 3,000
Gallaher Group PLC COM ADR 36359510 951,563 3,500M 3,500M
Gannett Co. Inc. COM 36473010 54,785,405 791,263 791,263
Gap Inc COM 36476010 149,984 4,687 4,687
Garan Inc. COM 36480210 12,537,073 384,884 384,884
Garden Fresh Restaurant Corp COM 36523510 9,188 600 600
Gardner Denver Inc COM 36555810 2,424,538 160,300 160,300
General Cable Inc. COM 36930010 4,736,213 395,563 395,563
General Electric Company COM 36960410 177,844 1,500 1,500
General Motors Corp. COM 37044210 109,297,852 1,737,462 1,737,462
Genesys Telecom Labs Inc COM 37193110 16,223,631 355,100 355,100
GenRad Inc. COM 37244710 24,745,242 1,307,316 1,307,316
Gentner Communication COM 37245J10 36,800 4,600 4,600
Georgia Pacific COM 37329810 8,620,439 216,815 216,815
Georgia Pacific COM 37329870 68,625,000 3,000,000 3,000,000
Georgia Pacific CV CVPFD 7.5 37329880 62,857,125 1,420,500 1,420,500
Gerald Stevens Inc COM 37369G10 3,500,000 250,000 250,000
1,410,783,285*
<PAGE>
13F - 9/30/99 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
Gerber Childrenswear Inc. COM 37370110 2,978,386 639,969 639,969
Giga Information Group COM 37517M10 1,072,500 260,000 260,000
Gildan Activewear Inc. CL A COM 37591610 1,642,696 95,656M 95,656M
Gliatech Inc COM 37929C10 7,694,068 447,284 447,284
Goldman Sachs Group Inc COM 38141G10 15,352,968 251,688 251,688
Good Guys Inc COM 3820911 4,625,200 775,000 775,000
Good Guys Inc COM 38209110 8,699,023 1,369,575 1,369,575
Goodrich ( B. F.) Co. COM 38238810 7,021,132 241,808 241,808
AXA -UAP- COM Redenominated 4026927 6,374,268 52,200 52,200
Haemonetics Corp/Mass COM 40502410 10,427,423 529,629 529,629
Hall Kinion & Assocs. Inc. COM 40606910 35,250 3,000 3,000
Danone COM Redenominated 4070236 19,598 80 80
Hanger Orthopedic Group Inc COM 41043F20 21,219,511 1,464,515 1,464,515
Happy Kids Inc. COM 41139110 26,000 2,600 2,600
Harken Energy Corp. COM 41255210 6,855,869 6,088,285 6,088,285
Elsevier COM 4148810 1,083,627 103,500 103,500
Harsco COM 41586410 21,216 768 768
Thomson CSF COM Redenominated 4162791 2,653,781 80,000 80,000
Cap Gemini SA COM 4163437 7,212,431 39,250 39,250
Hartford Financial Group Inc COM 41651510 17,168 420 420
Harvey Entertainment Co. COM 41766210 969,000 182,400 182,400
Hasbro Inc. COM 41805610 5,882,400 273,600 273,600
Hawk Corp - Class A COM 42008910 6,825 1,300 1,300
Alcatel COM Redenominated 4216825 7,760,310 56,440 56,440
Health Care Service Group, I COM 42190610 16,062,932 1,965,601 1,965,601
Healthsouth Corp. CV 3.25% 4/01/03 421924AF 6,603,438 8,500M 8,500M
Health Risk Management Inc. COM 42193510 18,750 3,000 3,000
Healthcare Realty Trust Inc. COM 42194610 18,935,391 1,009,196 1,009,196
Healthworld Corp. COM 42222E10 16,800 1,200 1,200
Heinz H.J. Co. COM 42307410 194,177,164 4,515,748 4,515,748
Helix Technology Corp COM 42331910 3,325,000 100,000 100,000
Credit Suisse Group COM 4245614 25,209 140 140
Hewlett-Packard Co. CV 0% 10/14/17 428236AA 12,228,120 20,000M 20,000M
Hewlett-Packard Co. CV 0% 10/14/17 428236AC 37,953,276 62,075M 62,075M
Hewlett-Packard Co. COM 42823610 72,900 800 800
Ericsson (L.M.) Series B COM 4321558 2,109,687 67,000 67,000
Hilton Hotel Corp CV 5% 05/15/06 432848AL 38,957,000 47,800M 47,800M
Hitachi Ltd COM 43357850 57,727 529 529
Depfa Deutsche Pfandbriefban COM 4355063 147,641 1,850 1,850
Hollinger International Inc. COM 43556910 486,875 41,000 41,000
Home Depot Inc. CVSD 3.25% 10/01/01 437076AE 23,907,496 8,000M 8,000M
Home Depot Inc. COM 43707610 828,441 12,072 12,072
Honeywell Inc COM 43850610 156,894,969 1,409,500 1,409,500
Hooper Holmes COM 43910410 44,624,782 1,736,985 1,736,985
Faurecia COM Redenominated 4400446 1,372,442 21,375 21,375
Horizon Organic COM 44043T10 10,088,601 921,620 921,620
688,545,289*
<PAGE>
13F - 9/30/99 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
HOUSTON INDS INC CVPFD 7.0% 44216120 130,804,800 1,282,400 1,282,400
Hub Group Ind-Cl A COM 44332010 16,350 800 800
Hughes Supply Inc. COM 44448210 13,217,626 608,097 608,097
Karlstadt AG COM Redenominated 4484105 17,478 40 40
Hyseq Inc. COM 44916330 16,788 3,400 3,400
IBP Inc. COM 44922310 5,330,031 215,900 215,900
Icos Corp. COM 44929510 16,849,402 571,070 571,070
ICU Medical Inc. COM 44930G10 9,262,280 623,417 623,417
IMCO Recycling Inc. COM 44968110 13,935,113 929,916 929,916
Ims Health Inc. COM 44993410 10,266 450 450
IXC Communications Inc. CVPFD 6.75% 45071384 1,728,063 43,000 43,000
IXC Communications Inc. CVPFD 6.75% 45071387 9,444,063 235,000 235,000
Ixl Enterprises Inc COM 45071810 5,315,625 150,000 150,000
Identix Inc COM 45190610 9,093,148 1,060,805 1,060,805
Illinova Corp. COM 45231710 11,028,563 393,000 393,000
Immunex Inc COM 45252810 173,500 4,000 4,000
Imperial Bancorp COM 45255610 351,156 16,525 16,525
In Focus Systems COM 45291910 27,215,435 1,603,370 1,603,370
IMR Global Corp. COM 45321W10 17,952,289 2,181,521 2,181,521
Inco Ltd CV 7.75% 03/15/16 453258AH 4,044,375 4,500M 4,500M
Independent Energy COM 45384X10 16,414,906 855,500 855,500
Suez Lyonnaise des Eaux COM Redenominated 4540438 1,638,849 10,000 10,000
Infinity Inc COM 45663L40 215,250 84,000 84,000
Infonow Corporation COM 45666430 17,825 3,100 3,100
Ingersoll-Rand Co. CVPFD 6.75% 45686720 6,733,125 256,500 256,500
Innovex, Inc. COM 45764710 640,891 71,688 71,688
Insight Enterprises Inc COM 45765U10 24,496,289 756,520 756,520
Inprise Corporation COM 45766C10 798,272 195,000 195,000
Intel Corp. COM 45814010 3,492,688 47,000 47,000
Interactive Pictures Corp COM 45839N10 3,010,000 140,000 140,000
Interim Services Inc. CV 4.5% 06/01/05 45868PAA 3,997,655 5,000M 5,000M
Interliant Inc COM 45874210 1,193,750 100,000 100,000
INTERMEDIA COMM WTS Warrants Private pl 45880111 484,175 5,350 5,350
International Bus. Machines COM 45920010 381,180,919 3,145,367 3,145,367
International Paper Cap CV PFD 2.625 46013730 10,156,766 198,000 198,000
International Paper Co. COM 46014610 197,600,931 4,116,162 4,116,162
Internet Capital Group Inc COM 46059C10 421,800 4,800 4,800
Interpore International COM 46062W10 26,500 4,000 4,000
Interpublic Group of Compani CV 144A 1.8% 09/16/04 460690AD 26,051,033 22,650M 22,650M
Interpublic Group of Compani CV 1.8% 09/16/04 460690AF 45,517,431 39,575M 39,575M
Interpublic Group of Compani CV 144A 460690AG 11,663,657 12,550M 12,550M
Interpublic Group of Compani CV 1.87 % 6/01/06 460690AJ 4,414,555 4,750M 4,750M
Interpublic Group of Compani COM 46069010 267,301 6,500 6,500
Invacare Corp. COM 46120310 12,220,545 629,472 629,472
Ipalco Enterprises Inc. COM 46261310 6,297,750 324,000 324,000
Iron Mountain Inc. COM 46284P10 32,617,184 963,390 963,390
1,067,376,397*
<PAGE>
13F - 9/30/99 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
Ivex Packaging Corp COM 46585510 10,010,860 1,001,086 1,001,086
IWERKS Entertainment Inc. COM 46591610 511,251 511,251 511,251
IWERKS Entertainment Inc. COM 46591611 2,500 2,500 2,500
JLG Industries, Inc. COM 46621010 10,340,458 685,090 685,090
Pohjola COM Redenominated 4691949 4,700,740 100,000 100,000
Jacor Communications Inc. CV 0% 02/09/18 469858AB 10,180,679 16,200M 16,200M
Jason Inc. COM 47117110 1,202,513 152,700 152,700
Javelin Sys. Inc. COM 47189610 7,900 800 800
Jefferson Pilot CVPFD 7.25% 47507020 23,506,000 255,500 255,500
Johnson & Johnson COM 47816010 723,056 7,870 7,870
Jones Apparel Group Inc. COM 48007410 279,725 9,400 9,400
KN Energy Inc. CVPFD 8.25% 48262050 6,252,450 171,300 171,300
Saurer AG COM 4829513 542,861 1,250 1,250
SAP Ag COM Redenominated 4846288 5,987,995 15,700 15,700
SAP AG Non Vtg Pref Dem COM Redenominated 4846868 222,217 500 500
Keane Inc COM 48666510 205,313 9,000 9,000
SKW Trostberg AG COM Redenominated 4878117 3,379,533 156,600 156,600
Total SA 'B' Shares COM Redenominated 4905413 50,469 400 400
Kent Electronics COM 49055310 2,585,471 140,340 140,340
Kerr-Mcgee Corp. COM 49238610 11,298,825 205,200 205,200
Kerr-Mcgee Corp. CV CVPFD. 5.5% 49238630 11,700,000 300,000 300,000
Stork NV COM Redenominated 4925701 4,358,334 205,000 205,000
KeyCorp COM 49326710 877,625 34,000 34,000
Veba COM Redenominated 4942904 205,924 3,750 3,750
Klamath First Bancorp Inc COM 49842P10 10,100 800 800
KOALA CORP COM 49986610 24,600 800 800
Kollmorgen Corp COM 50044010 10,217,909 853,734 853,734
KOS Pharmaceuticals COM 50064810 5,440,869 1,124,765 1,124,765
Kroll-O'Gara Company COM 50105010 30,854,614 1,848,185 1,848,185
Kronos Inc COM 50105210 6,204,222 168,910 168,910
LSI Industries Inc COM 50216C10 4,696,238 205,300 205,300
LSI Logic Corp. COM 50216110 780,000 15,000 15,000
Getronics COM 5022009 3,243,511 60,000 60,000
Labor Ready COM 50540120 11,592,802 1,153,763 1,153,763
UBI Soft Entertainment SA COM Redenominated 5085585 4,722,278 36,350 36,350
Vossloh AG COM Redenominated 5092336 4,426,003 205,600 205,600
Gehe AG COM Redenominated 5105182 3,849,826 104,450 104,450
Landmark Systems Corp COM 51506S10 16,302,653 2,006,300 2,006,300
LHS Group Inc. COM 5176735 4,606,725 154,000 154,000
Lason Inc COM 51808R10 890,624 20,000 20,000
LeCroy Corp. COM 52324W10 18,742,649 1,048,560 1,048,560
SAI Automotive AG COM Redenominated 5245903 2,196,047 245,000 245,000
Legato Systems Inc COM 52465110 700,088 16,063 16,063
Lennar Corp. CV 0% 07/29/18 526057AA 10,210,625 26,350M 26,350M
Lennar Corp. COM 52605710 191,250 12,000 12,000
Leslie Fay Company Inc COM 52701610 76,299 15,453 15,453
249,112,630*
<PAGE>
13F - 9/30/99 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
Hunter Douglas NV COM Redenominated 5291810 1,277,907 47,000 47,000
Leibert Corp. CV 8% 11/15/10 531735AA 943,281 200M 200M
Baloise Holding Ltd. COM 5319660 3,119,363 3,750 3,750
Lilly, Eli & Co. COM 53245710 1,280,000 20,000 20,000
Lincoln Natl Crp CVPFD 7.75% 53418760 11,226,688 536,200 536,200
Lionbridge Technologies Inc COM 53625210 5,446,875 350,000 350,000
Numico NV COM 5402601 7,184,774 170,256 170,256
Loews Corp CV 3.125% 09/15/07 540424AL 61,821,762 72,785M 72,785M
LOMAK FIN TRUST CVPFD 144A 54150520 1,302,347 54,300 54,300
Lord Abbett Research Fund - FUND 54391330 46,524,508 3,023,035 3,023,035
Lord Abbett Securities Trust FUND 54391585 63,819,349 4,617,898 4,617,898
Lord Abbett Affiliated Fund, FUND 54400110 45,493,688 2,927,522 2,927,522
Lord Abbett Bond-Debenture F FUND 54400410 47,046,797 5,286,157 5,286,157
Lord Abbett Developing Growt FUND 54400610 49,483,909 2,979,164 2,979,164
W.E.T. Automotive Systems A COM Redenominated 5446999 3,503,515 92,900 92,900
Heineken COM 5455821 50,747 1,000 1,000
Electolux B COM 5466782 22,686 1,200 1,200
UBS Ag COM 5485958 42,093 150 150
Lowes Cos Inc. COM 54866110 53,625 1,100 1,100
Lucent Technologies Inc. COM 54946310 155,700 2,400 2,400
Luminant Worldwide Corp COM 55026010 1,537,500 50,000 50,000
GEA AG - Ord COM Redenominated 5509773 2,999,927 90,000 90,000
M & T Bank Corporation COM 55261F10 50,490 110 110
Mdc Communications Corp COM 55267W30 20,875 2,000 2,000
MCI WorldCom Inc. COM 55268B10 237,787,886 3,309,815 3,309,815
MDU Resources Group Inc 55269010 3,930,750 174,700 174,700
MGC Communications Inc COM 55276330 8,847,800 426,400 426,400
DaimlerChrysler Ag COM Redenominated 5529027 2,779,847 40,000 40,000
M/A/R/C Inc. COM 55291410 13,602,520 882,825 882,825
IWKA AG COM Redenominated 5529191 3,589,656 200,000 200,000
Mac Gray Corp COM 55415310 11,050 1,700 1,700
Steve Madden Ltd COM 55626910 276,863 21,400 21,400
Made2manage Sys. Inc. COM 55646610 6,500 800 800
Guillemot Corp. COM Redenominated 5573927 944,849 13,400 13,400
Magna Intl. CV 4.875% 02/15/05 559222AF 8,619,759 9,500M 9,500M
Magna Intl. CV 4.875% 02/15/05 559222AG 30,214,522 33,300M 33,300M
TR Services COM 5606588 940,639 66,200 66,200
Mallon Resources Corp COM 56124020 103,500 12,000 12,000
Manning (Greg) Auctions Inc. COM 56382310 19,688 1,400 1,400
Mapinfo Corp COM 56510510 13,300 700 700
Preussag COM 5666292 3,330,247 65,625 65,625
Wolters Kluwer CVA COM 5671519 28,204 800 800
Sanofi-Synthelabo SA COM 5671735 6,803,688 159,250 159,250
Marine Drilling Co Inc COM 56824020 14,390,953 910,135 910,135
MobilCom AG COM Redenominated 5685833 2,397,377 46,750 46,750
Vectron Systems AG COM 5696330 3,499,915 140,000 140,000
696,547,916*
<PAGE>
13F - 9/30/99 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
Marsh Mclennan Cos Inc COM 57174810 106,310,982 1,552,005 1,552,005
Marriott Intl CV 144A 0% 3/25/11 571900AH 38,626,479 58,650M 58,650M
MLP AG COM Redenominated 5720273 5,001,801 30,600 30,600
Marschollek Laut Und Part COM 5720284 17,628 100 100
Siemans AG COM COM 5727973 1,540,641 18,500 18,500
Drillisch AG COM 5734672 3,061,416 372,150 372,150
CeWe Color Holding AG COM 5740806 1,097,730 50,000 50,000
MascoTech Inc. CVSD 574670AB 6,651,563 8,250M 8,250M
Mastech Corporation COM 57632N10 10,402,391 771,225 771,225
Material Sciences Corp. COM 57667410 30,619 2,300 2,300
Matria Healthcare Inc. COM 57681710 26,671,704 4,572,001 4,572,001
TAKKT AG COM 5769470 658,376 104,450 104,450
Mathews International Corp. COM 57712810 34,396,395 1,143,720 1,143,720
Maxxim Medical Inc. COM 57777G10 26,931,753 1,126,890 1,126,890
May Department Stores Co. COM 57777810 1,366,406 37,500 37,500
McDonald's Corp. COM 58013510 147,785 3,417 3,417
McGrath Rent Corp. COM 58058910 13,059,390 732,880 732,880
McNaughton Apparel Group Inc COM 58252410 33,250 3,800 3,800
Meade Instruments Corp COM 58306210 4,812,500 200,000 200,000
Measurement Specialties Inc COM 58342110 33,075 1,800 1,800
Medco Containment CV 6% 09/01/01 583905AC 2,253,000 600M 600M
Medallion Financial Corp. COM 58392810 18,225 900 900
Mediaone Group COM 58440J10 105,230,710 1,543,978 1,543,978
MEDIAONE GROUP CVPFD 4.5 11/15/2016 58440J20 326,402 2,400 2,400
Mediaone Group CVPFD 6.25% 58440J40 23,506,000 224,000 224,000
Media Metrix Inc. COM 58440X10 1,048,125 15,000 15,000
Medialink Worldwide Inc COM 58445P10 1,245,300 118,600 118,600
Medimmune Inc COM 58469910 298,969 3,000 3,000
Meditrust Corp CVD 7.5% 03/01/01 58501TAC 4,797,500 5,050M 5,050M
Mellon Bank Corp COM 58550910 34,343,333 1,021,642 1,021,642
Mentor Corp COM 58718810 16,978,693 607,324 607,324
Mercantile Bankshares COM 58740510 125,297 4,050 4,050
Merck & Co., Inc. COM 58933110 589,794 9,100 9,100
Mercury Interactive Corp COM 58940510 15,268,097 235,545 235,545
Meridian Diagnostics Inc. COM 58960210 19,200 2,400 2,400
Meridian Resource Corp. COM 58977Q10 1,756,037 369,692 369,692
Merrill Lynch & Co., Inc. CV (STOXX) CV 1.5% 12 59018SU3 35,638,875 35,550M 35,550M
Merrill Lynch CV (CB) CV 3.125% 01/ 59018SZQ 7,000,000 8,000M 8,000M
Merrill Lynch CV .25% 05/10/06 590188JV 17,568,389 19,025M 19,025M
Merrill Lynch CV 1% 7/20/06 590188JY 12,615,000 14,500M 14,500M
Mesa Air Group Inc COM 59047910 15,313 2,500 2,500
Metamor Worldwide Inc. CVSD 2.94% 8/15/04 59133PAA 18,817,969 27,750M 27,750M
Methode Electronics Inc COM 59152020 24,428,555 1,291,395 1,291,395
Metro Information Svcs Inc COM 59162P10 3,672,807 284,079 284,079
Michael Foods Inc COM 59407910 12,204,496 464,030 464,030
Michaels Stores Inc COM 59408710 531,000 18,000 18,000
621,148,968*
<PAGE>
13F - 9/30/99 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
Micros Systems Inc. COM 59490110 39,137,349 967,755 967,755
Microsoft Corp CVPFD 2.1960 12/15/1999 59491820 302,250 3,000 3,000
Microvision Inc COM 59496010 1,350,875 101,000 101,000
Microfinancial Inc COM 59507210 19,575 1,800 1,800
Micro Touch Sys COM 59514510 19,802,337 1,172,187 1,172,187
Midland Bank Plc PFD'S 10 1/4 59743360 502,313 19,000 19,000
Eigner & Partner COM 59780B20 2,165,443 9,979 9,979
Midwest Express Holdings COM 59791110 381,110 14,766 14,766
Midwest Grain Products COM 59832G10 1,892,400 199,200 199,200
Milacron Inc. COM 59870910 5,453,388 309,185 309,185
MINDSPRING ENTER CV INT'L 5% 04/15/06 602683AA 5,514,653 5,900M 5,900M
Minnesota Mining & Mfg. Co. COM 60405910 140,835,790 1,466,085 1,466,085
Mobius Management Sys. Inc. COM 60692510 3,500 800 800
Mobil Corp. COM 60705910 429,752,248 4,268,015 4,268,015
Biota Holdings Ltd COM 6100313 104,766 30,000 30,000
Monsanto Co. COM 61166210 13,383 375 375
Monsanto Co. CVPFD 6.5% 61166230 6,156,000 171,000 171,000
Montana Power Co COM 61208510 280,025 9,200 9,200
Bridgestone Corp COM 6132101 600,075 22,000 22,000
MONY Group Inc. COM 61533710 7,915,215 273,820 273,820
Moog Inc. Class A COM 61539420 19,982,173 693,302 693,302
Canon Inc. COM 6172323 460,497 16,000 16,000
Morgan Stanley Dean Witter, CV (NKY) CVSNT 1.25% 617446CK 2,838,750 3,000M 3,000M
Morgan Stanley CV (GE) CVSDB 1.5% 7/ 617446CN 16,081,125 11,400M 11,400M
Morgan Stanley Dean Witter, COM 61744644 148,086,925 1,660,400 1,660,400
Citizen Watch COM 6197304 204,298 29,000 29,000
Motive Power Ind. COM 61980K10 22,149,415 2,017,406 2,017,406
Motor Cargo Industries Inc COM 61990710 13,750 2,000 2,000
Motorola Inc CVSD 0% 9/27/13 620076AJ 12,676,050 12,240M 12,240M
Mylan Laboratories Inc. COM 62853010 7,726,688 420,500 420,500
NBTY Inc COM 62878210 4,069,334 532,450 532,450
NS Group Inc COM 62891610 7,247,316 669,756 669,756
NFO WORLDWIDE INC COM 62910N10 16,603,653 1,297,440 1,297,440
Ntl Inc. WTS Warrant 62940712 26,165 522 522
East Japan Railway COM 6298542 250,941 40 40
National Australia Bank Ltd. PFD NCVPFD 7.8750 63252530 5,475,000 200,000 200,000
National Commerce COM 63544910 329,531 15,000 15,000
National Computer System Inc COM 63551910 13,282,258 346,400 346,400
National Data Corp. CV NT 5% 11/01/03 635621AA 22,633,875 26,550M 26,550M
Fuji Photo Film Co. COM 6356525 416,479 12,000 12,000
National Info Consortium COM 63649110 4,937,500 200,000 200,000
National Instruments Corp. COM 63651810 14,600,483 413,100 413,100
National-Oilwell Inc. COM 63707110 14,994,806 918,475 918,475
Nat'l Westminster Bk PLC PFD Series A 7.875% Cal 63853980 122,188 5,000 5,000
Navigant Consulting Co. COM 63935N10 28,984,375 625,000 625,000
Navigant International Inc COM 63935R10 8,004 1,104 1,104
1,026,384,272*
<PAGE>
13F - 9/30/99 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
Net.B@nk, Inc. COM 64093310 16,854,650 766,172 766,172
Net Perceptions Inc. COM 64107U10 25,688 1,500 1,500
Netro Corp COM 64114R10 3,917,363 143,100 143,100
Network Solutions Inc COM 64121Q10 826,875 9,000 9,000
Neutral Posture Ergonomics COM 64125E10 528,500 302,000 302,000
Honda Motor Co. COM 6435145 406,321 10,000 10,000
Ito Yokado Co. COM 6467944 466,140 6,000 6,000
Newmark Homes Corp COM 65157810 1,260,000 180,000 180,000
Newmont Mining Corp COM 65163910 26,000,565 999,231 999,231
Newpark Resources Inc COM 65171850 13,654,941 1,758,224 1,758,224
Nextel Communications Inc. COM 65332V10 1,365,744 20,140 20,140
Niagara Mohawk Holdings Inc. COM 65352010 9,049,463 586,200 586,200
Nielsen Media Research Inc. COM 65392930 32,881,188 884,200 884,200
Nicor Inc. COM 65408610 8,766,981 237,427 237,427
Matsushita Electric Industri COM 6572707 473,759 23,000 23,000
North Face Inc COM 65931710 5,422,124 910,476 910,476
Nichiei Co COM 6638892 293,454 3,900 3,900
Nippon Telephone & Telegraph COM 6641373 132,543 65 65
Northeast Utilities COM 66439710 11,409,038 620,900 620,900
Novogen Limited COM 6648244 6,742,583 3,650,000 3,650,000
Northland Cranberries Class COM 66649910 4,995,019 765,475 765,475
Polartechnics Limited COM 6688284 138,448 70,000 70,000
OM Group Inc COM 67087210 42,527,129 1,108,320 1,108,320
Oceaneering Intl Inc. COM 67523210 8,959,660 529,510 529,510
Officemax Inc. COM 67622M10 6,765,169 1,163,900 1,163,900
Office Depot Inc. CVNTS 0 11/01/2008 676220AB 16,914,897 25,550M 25,550M
Office Depot Inc. COM 67622010 2,269,050 216,100 216,100
Offshore Logistics Inc. COM 67625510 9,281 900 900
Ogden Corporation CVSD 6% 06/01/02 676346AC 11,600,000 14,500M 14,500M
Sankyo Co COM 6775283 297,216 10,000 10,000
Secom Co. COM 6791591 1,079,007 12,000 12,000
Old Dominion Freight Line COM 67958010 17,700 1,200 1,200
Shiseido Co. COM 6805265 376,223 25,000 25,000
Omnicom Group CV 144A 2.25% 01/06/1 681919AF 18,043,422 10,650M 10,650M
Omnicom Group CV 2.25% 01/06/13 681919AG 15,417,402 9,100M 9,100M
Sony Corp. COM 6821506 599,699 4,000 4,000
Oracle Corporation COM 68389X10 150,880,207 3,316,766 3,316,766
Orbital Imaging Corp WTS Warrants 68556F11 265,000 13,250 13,250
Orbital Sciences Corp. CV 144A 5% 10/01/02 685564AB 9,017,401 10,100M 10,100M
Orbital Sciences Corp. CV 5% 10/01/02 685564AC 2,901,639 3,250M 3,250M
Orbital Sciences Corp. COM 68556410 36,997,975 2,114,170 2,114,170
Sumitomo Electric Industries COM 6858708 570,344 41,000 41,000
Taisho Pharmaceuticals Co. COM 6870144 533,108 13,000 13,000
Takefuji Corp. COM 6876067 517,824 3,500 3,500
Oshkosh Truck Corp COM 68823920 17,988,202 683,828 683,828
Terumo Corp COM 6885074 391,272 13,000 13,000
490,550,212*
<PAGE>
13F - 9/30/99 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
Tokyo Electric Power COM 6895404 338,601 15,000 15,000
Toyota Motor COM 6900643 402,276 13,000 13,000
Owens Illinois Inc. CVPFD 4.75% 69076850 91,146,525 2,783,100 2,783,100
PF CHANGS CHINA BISTRO INC COM 69333Y10 6,487,500 300,000 300,000
PSC Inc COM 69361E10 564,000 70,500 70,500
Pacific Sunwear of Californi COM 69487310 61,215,843 2,184,475 2,184,475
Pairgain Tech Inc. COM 69593410 23,168,985 1,802,565 1,802,565
Papa Johns COM 69881310 420,750 10,200 10,200
Parametic Technology Corp COM 69917310 5,400 400 400
Park-Ohio Holdings Corp. COM 70066610 6,786,803 550,850 550,850
Parker Drilling CO CV 5.5% 08/01/04 701081AD 12,560,625 16,500M 16,500M
Party City Corp COM 70214510 940,248 470,124 470,124
Pathogenesis COM 70321E10 7,687,500 500,000 500,000
Paxar Corp. COM 70422710 9,712,379 1,023,905 1,023,905
Pegasus Systems Inc COM 70590610 26,612,441 709,905 709,905
Pentacon COM 70962010 6,769 1,900 1,900
Peoplesoft Inc COM 71271310 232,044 13,700 13,700
Pep Boys CVT 0% 09/20/11 713278AJ 2,463,750 4,500M 4,500M
Perkin-Elmer Corp. COM 71404110 6,318 55 55
Pharmacia & Upjohn Inc COM 71694110 257,155,151 5,182,379 5,182,379
Pfizer Inc COM 71708110 319,288 8,900 8,900
Pharmaceutical Product Devel COM 71712410 38,477 2,837 2,837
Phelps Dodge Corp. COM 71726510 115,777,246 2,106,605 2,106,605
Philip Morris Inc COM 71815410 3,230 95 95
Phillips Van Heusen Corp COM 71859210 10,800,331 1,225,016 1,225,016
Phoenix Tech Ltd. COM 71915310 8,590,071 767,706 767,706
Photronics Inc. CVSNTS 6 6/01/2004 719405AA 5,604,704 5,425M 5,425M
Planet Entertainment Corp COM 72702410 7,838 3,300 3,300
Plantronics, Inc. COM 72749310 66,617,327 1,339,770 1,339,770
Polymer Group Inc. COM 73174510 22,004,050 1,491,800 1,491,800
Potomac Elec Pwr CV 5% 09/01/02 737679BT 9,191,875 9,625M 9,625M
Powell Industries Inc. COM 73912810 10,350 1,200 1,200
Primus Knowledge Solutions COM 74163Q10 7,000,875 254,000 254,000
Professional Staff COM Sponsored ADR 74315R10 19,550 340M 340M
Promedco Management Company COM 74342L10 11,594 3,500 3,500
Proxicom Inc COM 74428210 13,735,800 234,800 234,800
Purchasepro.com Inc COM 74614410 2,606,250 75,000 75,000
Qualcomm Inc COM 74752510 350,919,849 1,855,841 1,855,841
Quicksilver, Inc. COM 74838C10 31,984,877 1,752,596 1,752,596
Quokka Sports Inc COM 74907710 815,156 117,500 117,500
Rsa Security Inc COM 74971910 9,069,866 337,867 337,867
Radisys Corp COM 75045910 47,513,593 1,211,495 1,211,495
Railworks Corp COM 75078910 4,905,000 545,000 545,000
Ralston Purina Co COM 75127730 59,604,299 2,144,427 2,144,427
Ramsay Youth Services Inc COM 75158K20 13,250 4,000 4,000
Ravisent Technologies Inc COM 75444010 4,759,563 331,100 331,100
1,279,838,216*
<PAGE>
13F - 9/30/99 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
Rawlings Sporting Goods Co. COM 75445910 8,381 900 900
Raytheon Co. COM 75511140 109,631,550 2,209,200 2,209,200
Remedytemp Inc COM 75954910 24,438 1,700 1,700
Renaissance Worldwide Inc COM 75968A10 3,976,913 1,026,300 1,026,300
Republic Services Inc. COM 76075910 4,418,513 406,300 406,300
Right Management Consultants COM 76657310 4,124,639 365,393 365,393
Rite Aid Corp CV 144A 767754AK 9,283,747 11,200M 11,200M
Rite Aid Corp CV 5.25% 09/15/02 767754AL 32,949,173 39,750M 39,750M
Rite Aid Corp COM 76775410 1,035,938 75,000 75,000
Roche Holdings Inc. CVNTS 144A 0% 04/20/1 771196AC 86,309,438 143,550M 143,550M
Rockwell International Corp. COM 77390310 102,935,387 1,960,942 1,960,942
Rogers Corp COM 77513310 39,781,781 1,084,134 1,084,134
Rohm & Haas Co. COM 77537110 153,612,192 4,252,806 4,252,806
Royal Group Technologies COM 77991510 343,000 16,000 16,000
ROYAL BK SCOTLND PFD NCVPFD 9.5 78009740 125,625 5,000 5,000
ROYAL BK SCOTLND PFD Series F 8.5% Call 78009780 87,250 4,000 4,000
ROYAL BK SCOTLND PFD Series G 7.4% Call 78009788 174,500 8,000 8,000
Ruddick Corp COM 78125810 7,230,051 452,914 452,914
SBC Communication Inc. COM 78387G10 251,475,091 4,924,423 4,924,423
Sbs Technology Inc. COM 78387P10 5,646,515 221,469 221,469
SBA COMMUNICATIO COM 78388J10 10,832,588 996,100 996,100
SCB Computer Technology Inc. COM 78388N10 10,583,030 2,091,178 2,091,178
SFX Entertainment Inc COM 78417810 350,750 11,500 11,500
SLI, Inc. COM 78442T10 31,193,897 1,464,493 1,464,493
Spss Inc COM 78462K10 11,663 600 600
SOS Staffing Services COM 78462X10 5,496,726 929,932 929,932
SPS Technologies Inc. COM 78462610 10,487,905 278,144 278,144
SAFEGUARD SCIENT CV 5 06/15/2006 786449AD 9,470,750 8,600M 8,600M
SAFEGUARD SCIENT COM 78644910 204,000 3,000 3,000
Safety-Kleen Corp COM 78648R20 7,252,277 601,225 601,225
St. Jude Medical, Inc. COM 79084910 9,220,050 292,400 292,400
ST PAUL CAPITAL CVPFD 3.00 79285620 141,700 2,600 2,600
St. Paul Companies Inc. COM 79286010 90,750,000 3,300,000 3,300,000
Salem Communications -Cl A COM 79409310 1,173,000 46,000 46,000
Sanderson Farms Inc COM 80001310 3,523,341 352,259 352,259
Sanmina Corp CV CV 144A 800907AA 15,097,625 13,450M 13,450M
Santa Fe Snyder Corp COM 80218K10 4,218,300 468,700 468,700
Sara Lee Corp COM 80311110 1,125,000 48,000 48,000
Saucony Inc Cl B COM 80412020 23,625 1,500 1,500
Savoir Technolgy Group Inc COM 80533W10 10,125 1,200 1,200
Sawtek Inc COM 80546810 32,116,000 917,600 917,600
SCANA Corp. COM 80589810 22,346,831 923,700 923,700
Schlumberger Ltd. COM 80685710 158,068,119 2,536,700 2,536,700
Scholastic Corp. CVSD 144A 5% 08/15/05 807066AA 36,323,359 37,880M 37,880M
Scholastic Corp. COM 80706610 24,603,934 494,866 494,866
School Specialty Inc COM 80786310 20,706 1,227 1,227
1,297,819,419*
<PAGE>
13F - 9/30/99 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
Schwab (Charles) Corp. COM 80851310 10,031 300 300
Scientific Games Holdings In COM 80874710 1,683,925 85,262 85,262
Seagram Co. Ltd. CV CVPFD 7.5 81185020 55,725,000 1,200,000 1,200,000
Seacor Holdings CVSNTS 5.375 11/15/2006 811904AE 102,408 105M 105M
Sealed Air Corp COM 81211K10 82,100 1,600 1,600
Security First Technologies COM 81427910 59,780,585 1,540,535 1,540,535
Segue Software Inc COM 81580710 35,588 2,600 2,600
Seitel Inc. COM 81607430 12,266,755 1,256,920 1,256,920
Sensormatic Electronics Corp COM 81726510 17,939,243 1,421,750 1,421,750
Shared Medical Systems Corp COM 81948610 467,500 10,000 10,000
Shaw Group Inc COM 82028010 9,965,386 445,078 445,078
Shoe Carnival Inc COM 82488910 17,031,601 1,543,401 1,543,401
Shopko Stores Inc COM 82491110 8,399,825 294,700 294,700
Shop at Home Inc. COM 82506630 8,100 900 900
Siebel Systems Inc CV 144A 826170AA 2,465,625 2,500M 2,500M
Sierra Health Services Inc. COM 82632210 10,330,377 1,036,168 1,036,168
Sierra Pacific Resources COM 82642810 4,323,798 194,328 194,328
Sigma-Aldrich Corp COM 82655210 301,625 9,500 9,500
Signal Technology Corp COM 82667510 19,000 3,800 3,800
Simpson Manufacturing Co Inc COM 82907310 20,986,232 449,133 449,133
Sinclair Broadcasting Group CVPFD 6% 82922650 5,874,188 177,000 177,000
Sirena Apparel Group, Inc COM 82966Q10 5,148 330,000 330,000
Skechers USA Inc -Cl A COM 83056610 1,766,050 371,800 371,800
Skywest Inc COM 83087910 2,428,481 110,700 110,700
Small WorldWide COM PLC - ADR 83168P10 597,975 95,676M 95,676M
Smithfield Foods Inc. COM 83224810 12,132,062 452,980 452,980
SmithKline Beecham PLC ADR COM 83237830 29,216 51M 51M
Smithway Motor express COM 83265310 5,140,119 683,520 683,520
Smurfit-Stone Container Corp COM 83272710 3,319,438 153,500 153,500
Snap-on, Inc. COM 83303410 3,861,000 118,700 118,700
Softworks Inc COM 83404P10 2,233,705 434,300 434,300
Solectron Corp. CV 0% 01/27/19 834182AG 56,732,813 91,875M 91,875M
Solectron Corp. CV 0% 01/27/19 834182AJ 7,873,125 12,750M 12,750M
Sonoco Products Co. COM 83549510 1,140,625 50,000 50,000
Sonosite Inc COM 83568G10 12,265,688 469,500 469,500
Sotheby's Holdings Inc. Cl-A COM 83589810 129,063 5,000 5,000
Southwest Gas Corp COM 84489510 5,818,500 216,000 216,000
Splitrock Services Inc WTS Warrant 84863611 198,000 2,750 2,750
Sprint COM 85206110 2,176,270 40,110 40,110
Sprint COM 85206150 745,625 10,000 10,000
Stage Stores COM 85254C10 14,251,156 2,265,775 2,265,775
Stamps.Com Inc COM 85285710 5,768,500 166,000 166,000
Starbucks Corp COM 85524410 346,937 14,000 14,000
State Street Corp COM 85747710 1,751,338 27,100 27,100
Sterling Bancshares Inc/Tx COM 85890710 3,940,082 346,930 346,930
Stewart Enterprises, Inc. COM 86037010 61,838 10,200 10,200
372,511,640*
<PAGE>
13F - 9/30/99 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
Stillwater Mining Co. COM 86074Q10 29,730,469 1,106,250 1,106,250
Stmicroelectronics CV 0% 9/22/09 861012AB 34,476,775 43,350M 43,350M
Stone Energy Corp. COM 86164210 23,785,892 468,433 468,433
Strategic Distribution Inc COM 86270120 4,214,063 1,348,500 1,348,500
Stride Rite Corp COM 86331410 3,549,427 507,061 507,061
Student Advantage Inc COM 86386Q10 8,165,000 710,000 710,000
Summit Bancorp. COM 86600510 21,084 650 650
Sun Microsystems Inc COM 86681010 410,535,938 4,416,083 4,416,083
Sunrise Assisted Living Inc COM 86768K10 20,503,849 775,585 775,585
Superior Energy Services COM 86815710 12,374,440 1,950,783 1,950,783
Superior Industries Intl. COM 86816810 2,132,411 76,125 76,125
Surmodics Inc COM 86887310 1,041,250 70,000 70,000
Swift Energy Co. CVT 6.25% 11/15/06 870738AB 10,188,750 12,350M 12,350M
Swiss Bank Corp. (novartis) CV 2.5% 07/07/02 87083PAB 25,506,250 26,500M 26,500M
Swiss Life Finance Ltd CV 2% 05/20/03 870883AA 48,281,938 50,425M 50,425M
Sykes Enterprises Inc COM 87123710 7,776,563 315,000 315,000
Sysco Corp COM 87182910 49,088 1,400 1,400
TCF Financial inc. COM 87227510 79,975 2,800 2,800
TCI PACIFIC COMM CVPFD 5.000 7/31/2006 87229420 208,400 800 800
THQ INC COM 87244340 30,351,839 704,305 704,305
TJX Companies COM 87254010 3,073 110 110
Tag-It Pacific inc. COM 87377410 16,856 3,100 3,100
Take-Two Interactive Softwar COM 87405410 6,401,537 578,670 578,670
Talk.Com Inc. COM 87426410 18,064,808 1,399,700 1,399,700
Tanning Technology Corp COM 87588P10 12,397,613 472,290 472,290
Tarrant Apparel COM 87628910 19,025,378 1,677,755 1,677,755
Technitrol Inc. COM 87855510 24,913,804 706,648 706,648
Technology Solutions 87872T10 257,076 18,200 18,200
Template Software Inc COM 87978810 9,300 2,400 2,400
Teletech Holdings COM 87993910 52,638,730 3,704,920 3,704,920
Tenneco Inc COM 88037E10 2,839,000 167,000 167,000
Terayon Communication Sys COM 88077510 684,250 14,000 14,000
Teva Pharmaceutical -SP COM 88162420 246,531 4,900 4,900
Texaco Capital Inc. CV CVT 3.5% 08/05/04 88168522 42,350,000 42,350M 42,350M
Texaco Inc COM 88169410 219,740,961 3,479,673 3,479,673
Texas Instruments Inc. COM 88250810 389,681,436 4,732,207 4,732,207
Texas Utilities CVPFD 9.25% 88284820 89,452,875 1,814,000 1,814,000
Textron, Inc. COM 88320310 61,900,000 800,000 800,000
Theragenics Corp COM 88337510 17,254,533 1,357,240 1,357,240
Thermadics Detection Inc COM 88355E10 2,411,006 258,900 258,900
Thermo Cardio Systems CV 4.75% 05/15/04 88355KAA 827,500 1,000M 1,000M
Thermo Ecotek CV 144A 4.875% 04/15/ 88355RAB 1,297,500 1,500M 1,500M
Thermo Fibertek CV 144A 88355WAA 249,515 300M 300M
Thermo Electron Corp. CV 4.25% 01/01/03 883556AF 875,000 1,000M 1,000M
Thermo Instrument System Inc CVT 144A 4.5% 10/15/0 883559AC 39,819,965 45,050M 45,050M
Thermo Instrument System Inc CVT 4 1/15/05 883559AE 3,175,624 4,000M 4,000M
1,679,507,271*
<PAGE>
13F - 9/30/99 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
Thermedics Inc. COM 88390110 744,875 101,000 101,000
Three- Five Systems Inc. COM 88554L10 14,027,250 634,000 634,000
TicketMaster Online-City COM 88633P20 241,875 10,000 10,000
Timberland Company COM 88710010 17,269,579 444,615 444,615
Time Warner Inc. COM 88731510 28,813,692 476,012 476,012
The Times Mirror Company CV 0% 04/15/17 887364AE 62,511,750 127,575M 127,575M
Tivo Inc. COM 88870610 120,000 7,500 7,500
Total Fina S.A. COM 89151E10 8,476,225 106,412M 106,412M
Transaction Systems Archit-A COM 89341610 17,016,419 631,700 631,700
Transatlantic Holdings Inc. COM 89352110 6,828,300 97,200 97,200
Transcoastal Marine Svcs COM 89353710 18,400 3,200 3,200
Transmontaigne Oil Co. COM 89393410 8,970,000 598,000 598,000
Tribune Co. COM 89604710 34,009,991 683,046 683,046
Trigon Healthcare Inc. Class COM 89618L10 5,301,450 183,600 183,600
Trinitech Systems Inc. COM 89640610 25,875 1,000 1,000
Tropical Sportswear Intl COM 89708P10 16,835,019 903,017 903,017
Tuesday Morning Corp COM 89903550 6,436,225 254,900 254,900
Twinlab Corporation COM 90177410 6,368,700 717,600 717,600
Tyson Foods COM 90249410 136,431 8,300 8,300
US Bancorp COM 90297310 54,338 1,800 1,800
US Liquids Inc COM 90297410 1,913,415 273,345 273,345
Usa Floral Product Inc COM 90331T10 2,394,371 1,112,485 1,112,485
Usx - Us Steel Group COM 90337T10 875,500 34,000 34,000
Us Oncology Inc COM 90338W10 9,893,531 1,091,700 1,091,700
USX CAPITAL TRST CVPFD 6.75 3/31/3037 90339E20 235,200 5,600 5,600
Ultramar Diamond Shamrock Co COM 90400010 7,708,650 302,000 302,000
Unicom Corporation COM 90491110 8,192,184 221,785 221,785
Union Carbide Corp COM 90558110 7,567,849 134,805 134,805
UNION PAC CAP TR CVPFD 6.250 4/01/2028 90782440 478,734 10,500 10,500
Unysis Corp. COM 90921410 290,470,040 6,440,097 6,440,097
United Natural Foods Inc COM 91116310 4,137,701 471,200 471,200
United Retail Group Inc. COM 91138010 7,086,118 608,580 608,580
US Cellular CVSD 0% 06/15/15 911684AA 69,283,627 105,025M 105,025M
U.S. Office Products, Co. COM 91232530 9,664 2,761 2,761
US Trust Company COM 91288L10 208,975 2,600 2,600
United Technologies Corp COM 91301710 6,373 110 110
UNITEDGLOBALCOM CV CVPFD 7% 91324710 14,764,500 289,500 289,500
Universal Foods Corp. COM 91353810 10,225,538 445,800 445,800
UNOCAL CORP CVPFD 3.125 91528T20 464,844 8,500 8,500
UroHealth Sys Inc WTS Warrant 91727214 656 250 250
US Web Corp COM 91732710 37,833,746 1,103,210 1,103,210
Vdi Media COM 91791610 33,906 3,500 3,500
VF Corp. COM 91820410 806,000 26,000 26,000
Valero Energy Corp. COM 91913Y10 8,566,250 445,000 445,000
Vans Inc COM 92193010 15,930,305 1,342,770 1,342,770
Vari-L Company Inc. COM 92215010 35,438 3,500 3,500
733,329,507*
<PAGE>
13F - 9/30/99 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
Varian Medical Systems Inc. COM 92220P10 11,245,938 514,100 514,100
Varian Semiconductor Equip. COM 92220710 7,620,413 361,800 361,800
Ventana Medical Systems COM 92276H10 5,298,054 322,865 322,865
Verdant Brands Inc. COM 92336620 13,656 4,370 4,370
Verisign Inc. COM 92343E10 213,000 2,000 2,000
VERIO INC CV CVPFD 6.75% 144A 92343330 2,700,600 64,300 64,300
Viasat Inc. COM 92552V10 3,147,788 176,100 176,100
Viatel Inc. COM 92552920 1,067,975 36,126 36,126
Vintage Petroleum Inc. COM 92746010 39,940,965 2,958,590 2,958,590
Visio Corp COM 92791410 9,816,425 250,100 250,100
WBK STRYPES TRST CVPFD 10% 92922910 8,925,000 300,000 300,000
WMX Technologies Inc. CV 2% 01/24/05 92929QAF 11,745,300 14,280M 14,280M
Wal Mart Stores Inc COM 93114210 89,864,588 1,889,400 1,889,400
Walden Residential Propertie COM CVPFD 93121011 80,000 400,000 400,000
Walden Residential Propertie PFD PFD W/WTS 2.30 93121040 6,200,000 400,000 400,000
Warner-Lambert Co. COM 93448810 471,133 7,095 7,095
Waste Management Inc. CVSNT 4% 02/01/02 94106LAA 16,779,000 18,800M 18,800M
Waste Management Inc. COM 94106L10 11,037,623 573,383 573,383
Wellpoint Health CV CV 0% 07/02/19 94973HAA 21,776,028 36,850M 36,850M
Wells Fargo Co. COM 94974610 228,888,066 5,778,563 5,778,563
Wild Oats Markets COM 96808B10 24,753,446 626,125 626,125
Workflow Management Inc COM 98137N10 2,619,136 201,472 201,472
World Access Inc COM 98141A10 279,688 25,000 25,000
World Color Press CVSNT 6 10/01/2007 981443AA 6,345,936 6,000M 6,000M
Xceed Inc /DE COM 98388N10 8,701,481 405,900 405,900
Xircom Inc COM 98392210 42,166,713 987,800 987,800
Xerox Corp CV 144A .57% 04/21/18 984121AY 3,387,186 6,000M 6,000M
Xerox Corp CV .57% 04/21/18 984121BB 47,406,407 83,975M 83,975M
Xerox Corp COM 98412110 1,729,266 41,230 41,230
Xoom.Com Inc COM 98413F10 13,254,838 267,100 267,100
Zany Brainy Inc COM 98906Q10 6,849,725 771,800 771,800
Zebra Technologies Corp COM 98920710 5,436,360 120,056 120,056
639,761,731*
20,621,047,956**
</TABLE>
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