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Previous: EMCON, 10-Q, 1996-11-06 |
Next: MICRONETICS WIRELESS INC, 10QSB, 1996-11-06 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 09/30/96
Institutional Investment Manager:
AMERICAN EXPRESS FINANCIAL CORPORATION
IDS TOWER-10
MINNEAPOLIS MN 55440-0010
I REPRESENT THAT I AM AUTHORIZED TO SUBMIT THIS FORM AND THAT ALL INFORMATION
IN THIS FORM AND THE ATTACHMENTS TO IT IS TRUE, CORRECT AND COMPLETE, AND I
UNDERSTAND THAT ALL REQUIRED ITEMS, STATEMENTS AND SCHEDULES ARE INTEGRAL
PARTS OF THIS FORM AND THAT THE SUBMISSION OF ANY AMENDMENT REPRESENTS THAT
ALL UNAMENDED ITEMS, STATEMENTS AND SCHEDULES REMAIN TRUE, CORRECT AND
COMPLETE AS PREVIOUSLY SUBMITTED.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
Name, Title and Telephone Number of Person Submitting Report:
MATT KARSTETTER V.P.INVESTMENT ACCOUNTING (612) 671-3517
Signature, Place and Date of Signing:
/s/ MATT KARSTETTER MINNEAPOLIS MN 09/30/96
Other Managers on Whose Behalf this Report is Filed:
01 AMERICAN EXPRESS COMPANY 028-00698
03 AMERICAN EXPRESS TRUST COMPANY 028-01151
34 AMERICAN PARTNERS LIFE
02 IDS ADVISORY GROUP, INC. 028-02069
04 IDS BOND FUND, INC. 028-00192
05 IDS CERTIFICATE COMPANY 028-00140
06 IDS DISCOVERY FUND, INC. 028-01075
07 IDS DIVERSIFIED EQUITY INCOME FUND
08 IDS EQUITY SELECT FUND, INC. 028-00196
09 IDS EXTRA INCOME FUND, INC. 028-01411
35 IDS GLOBAL GROWTH FUND
10 IDS GLOBAL SERIES, INC. 028-02589
11 IDS GROWTH FUND, INC. 028-00194
12 IDS INTERNATIONAL FUND, INC. 028-01547
13 IDS INVESTMENT SERIES, INC. 028-00199
14 IDS LIFE AGGRES. GROWTH FUND, INC.
15 IDS LIFE CAPITAL RESOURCE FUND, INC. 028-01131
16 IDS LIFE INSURANCE COMPANY 028-00143
17 IDS LIFE INTL EQUITY FUND, INC.
18 IDS LIFE MANAGED FUND, INC. 028-01837
19 IDS LIFE SERIES FUND, INC.- EQUITY PORTFOLIO 028-01835
<PAGE> PAGE 2
20 IDS LIFE SERIES FUND, INC.-MANAGED PORTFOLIO 028-01835
21 IDS LIFE SPECIAL INCOME FUND, INC. 028-02178
22 IDS LIFE VARIABLE ANNUITY FUND A 028-00144
23 IDS LIFE VARIABLE ANNUITY FUND B 028-00145
24 IDS MANAGED RETIREMENT FUND, INC. 028-01546
25 IDS MARKET ADVANTAGE SERIES, INC. 028-02748
26 IDS NEW DIMENSIONS FUND, INC. 028-00198
27 IDS PRECIOUS METALS FUND, INC. 028-01578
28 IDS PROGRESSIVE FUND, INC. 028-00193
29 IDS SELECTIVE FUND, INC. 028-00197
30 IDS STOCK FUND, INC. 028-00195
31 IDS STRATEGY FUND, INC. 028-01473
32 IDS UTILITIES INCOME FUND, INC. 028-02374
33 SHEARSON INSURANCE - MARKETING REINSURANCE CO.
<PAGE> PAGE 3
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ACE LIMITED COM G0070K103 5288 100000 SH DEFINED 0108 100000
ACE LIMITED COM G0070K103 63450 1200000 SH DEFINED 0126 1200000
ACE LIMITED COM G0070K103 41274 780600 SH DEFINED 011516 780600
ACE LIMITED COM G0070K103 1047 19800 SH DEFINED 011619 19800
ACE LIMITED COM G0070K103 4219 79800 SH DEFINED 011614 79800
ACE LIMITED COM G0070K103 111 2100 SH DEFINED 0102 2100
ACE LIMITED COM G0070K103 6197 117200 SH DEFINED 0131 117200
ACE LIMITED COM G0070K103 333 6300 SH DEFINED 0103 6300
AMWY ASIA COM G0352M108 51938 1500000 SH DEFINED 011516 1500000
CREDICORP COM G2519Y108 6650 350000 SH DEFINED 0135 350000
EXEL LTD COM G3242A102 27800 800000 SH DEFINED 0130 800000
EXEL LTD COM G3242A102 4865 140000 SH DEFINED 01 140000
GEM STAR COM G3788V106 4425 150000 SH DEFINED 0111 150000
LORAL SPACE COMMUNIC COM G56462107 9450 600000 SH DEFINED 011618 600000
MIDOCEAN LTD COM G61061100 10494 246200 SH DEFINED 0107 246200
MIDOCEAN LTD COM G61061100 20179 473400 SH DEFINED 011516 473400
TERRA NOVA COM G87615103 7175 350000 SH DEFINED 0128 350000
TERRA NOVA COM G87615103 6150 300000 SH DEFINED 011516 300000
TOMMY HILFIGER COM G8915Z102 1422 24000 SH DEFINED 011620 24000
MILLICOM INT'L CELL COM L6388F102 20188 500000 SH DEFINED 0130 500000
ORCKIT COMM LTD COM M75316105 548 29800 SH DEFINED 0131 29800
TECNOMATIX TECHNOLOG COM M8743P105 1911 110000 SH DEFINED 011619 110000
BAAN CO THE COM N08044104 4506 135000 SH DEFINED 0108 135000
BAAN CO THE COM N08044104 170 5100 SH DEFINED 0102 5100
BAAN CO THE COM N08044104 9292 278400 SH DEFINED 0131 278400
BAAN CO THE COM N08044104 461 13800 SH DEFINED 0103 13800
ELSAG BAILEY PROCS A COM N2925S101 2031 95000 SH DEFINED 0128 95000
ELSAG BAILEY PROCS A COM N2925S101 6413 300000 SH DEFINED 0106 300000
ELSAG BAILEY PROCS A COM N2925S101 23513 1100000 SH DEFINED 011516 1100000
ELSAG BAILEY PROCS A COM N2925S101 5369 251176 SH DEFINED 01 251176
TRIPLE P NV COM N88795104 2363 600000 SH DEFINED 0135 600000
SUN INTL COM P8797T133 15375 300000 SH DEFINED 0135 300000
SUN INTL COM P8797T133 2563 50000 SH DEFINED 011619 50000
SUN INTL COM P8797T133 10250 200000 SH DEFINED 011614 200000
SUN INTL COM P8797T133 180 3500 SH DEFINED 0102 3500
SUN INTL COM P8797T133 10019 195500 SH DEFINED 0131 195500
SUN INTL COM P8797T133 477 9300 SH DEFINED 0103 9300
TEEKAY SHIPPING COM V89564104 4331 150000 SH DEFINED 0135 150000
AAR CORP COM 000361105 58 2500 SH DEFINED 0124 2500
ADC TELECOM COM 000886101 8000 125000 SH DEFINED 0108 125000
ADC TELECOM COM 000886101 70400 1100000 SH DEFINED 0126 1100000
ADC TELECOM COM 000886101 38400 600000 SH DEFINED 0111 600000
ADC TELECOM COM 000886101 5120 80000 SH DEFINED 011622 80000
ADC TELECOM COM 000886101 11520 180000 SH DEFINED 011623 180000
ADC TELECOM COM 000886101 19200 300000 SH DEFINED 011618 300000
ADC TELECOM COM 000886101 54991 859250 SH DEFINED 0102 859250
ADC TELECOM COM 000886101 1600 25000 SH DEFINED 0103 25000
ADC TELECOM COM 000886101 256 4000 SH DEFINED 01 4000
ADT LTD COM 000915306 1534 80200 SH DEFINED 011619 80200
ADT LTD COM 000915306 5738 300000 SH DEFINED 011614 300000
<PAGE> PAGE 4
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ABM INDUSTRIES INC COM 000957100 257 15200 SH DEFINED 0124 15200
AFLAC CORP COM 001055102 2840 80000 SH DEFINED 011619 80000
AFLAC CORP COM 001055102 11005 310000 SH DEFINED 011614 310000
AGCO CORP COM 001084102 12750 500000 SH DEFINED 0130 500000
AGCO CORP COM 001084102 6375 250000 SH DEFINED 0108 250000
AGCO CORP COM 001084102 311 12200 SH DEFINED 0124 12200
AGCO CORP COM 001084102 25500 1000000 SH DEFINED 011516 1000000
AGCO CORP COM 001084102 1199 47000 SH DEFINED 011620 47000
AGCO CORP COM 001084102 44205 1733275 SH DEFINED 0102 1733275
AGCO CORP COM 001084102 883 34600 SH DEFINED 0103 34600
AGCO CORP COM 001084102 12239 479950 SH DEFINED 01 479950
AES CORP COM 00130H105 2953 75000 SH DEFINED 011619 75000
AES CORP COM 00130H105 11813 300000 SH DEFINED 011614 300000
AMLI COM 001735109 7828 375000 SH DEFINED 0113 375000
AMR CORP DEL COM 001765106 79625 1000000 SH DEFINED 0126 1000000
AMR CORP DEL COM 001765106 49210 617945 SH DEFINED 0102 617945
AMR CORP DEL COM 001765106 1188 14916 SH DEFINED 0103 14916
AMR CORP DEL COM 001765106 6526 81964 SH DEFINED 01 81964
ARCO CHEMICAL CO COM 001920107 28750 575000 SH DEFINED 0113 575000
ARCO CHEMICAL CO COM 001920107 10625 212500 SH DEFINED 0131 212500
ARCO CHEMICAL CO COM 001920107 550 11000 SH DEFINED 0103 11000
AT&T CORP COM 001957109 14630 280000 SH DEFINED 0107 280000
AT&T CORP COM 001957109 10044 192239 SH DEFINED 0103 192239
ATT WI COM 001957117 378 10000 SH DEFINED 0107 10000
AVX COM 002444107 18400 800000 SH DEFINED 0111 800000
AVX COM 002444107 1488 64700 SH DEFINED 011622 64700
AVX COM 002444107 3705 161100 SH DEFINED 011623 161100
ABBOTT LABS COM 002824100 89 1800 SH DEFINED 0125 1800
ABBOTT LABS COM 002824100 49250 1000000 SH DEFINED 011516 1000000
ABBOTT LABS COM 002824100 96 1951 SH DEFINED 0102 1951
ABBOTT LABS COM 002824100 4632 94042 SH DEFINED 0103 94042
ACCUSTAFF COM 004401105 7763 300000 SH DEFINED 0111 300000
ACCUSTAFF COM 004401105 111 4300 SH DEFINED 0102 4300
ACCUSTAFF COM 004401105 6184 239000 SH DEFINED 0131 239000
ACCUSTAFF COM 004401105 282 10900 SH DEFINED 0103 10900
ACXIOM CORP COM 005125109 165 4000 SH DEFINED 0124 4000
ACXIOM CORP COM 005125109 2673 65000 SH DEFINED 011619 65000
ADAC LABS COM 005313200 76 3800 SH DEFINED 0124 3800
ADAPTEC INC COM 00651F108 9000 150000 SH DEFINED 0108 150000
ADAPTEC INC COM 00651F108 10500 175000 SH DEFINED 0106 175000
ADAPTEC INC COM 00651F108 1500 25000 SH DEFINED 01 25000
ADVANCED TISSUE SCI COM 00755F103 250 14200 SH DEFINED 0124 14200
ADVO INC COM 007585102 48 4000 SH DEFINED 0124 4000
ADVANCED MICRO DEV COM 007903107 1475 100000 SH DEFINED 0109 100000
ADVANCED MICRO DEV COM 007903107 235 15947 SH DEFINED 0103 15947
ADV LTD PT TRUST INV COM 007923998 14721 12913890 SH DEFINED 01 12913890
ADVANTA CORP -CL A COM 007942105 20010 435000 SH DEFINED 011516 435000
ADVANTA CORP -CL A COM 007942105 27600 600000 SH DEFINED 011618 600000
ADVANTA B COM 007942204 5985 140000 SH DEFINED 0128 140000
ADVANTA B COM 007942204 18248 426850 SH DEFINED 0102 426850
<PAGE> PAGE 5
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ADVANTA B COM 007942204 3040 71100 SH DEFINED 0131 71100
ADVANTA B COM 007942204 539 12600 SH DEFINED 0103 12600
AETNA INC COM 008117103 1261 17917 SH DEFINED 0103 17917
AFFILIATED COMPUTER COM 008190100 10857 184800 SH DEFINED 0102 184800
AFFILIATED COMPUTER COM 008190100 7267 123700 SH DEFINED 0131 123700
AFFILIATED COMPUTER COM 008190100 676 11500 SH DEFINED 0103 11500
AFL/CIO UNITS OF COM 008270993 499 460 SH DEFINED 0102 460
AHMANSON HF & CO COM 008677106 387 13831 SH DEFINED 0103 13831
AIR EXPRESS INTL COM 009104100 82 2900 SH DEFINED 0124 2900
AIR PROD & CHEM COM 009158106 21844 375000 SH DEFINED 0131 375000
AIR PROD & CHEM COM 009158106 1536 26379 SH DEFINED 0103 26379
AIRGAS INC COM 009363102 13144 518000 SH DEFINED 0102 518000
AIRGAS INC COM 009363102 391 15400 SH DEFINED 0103 15400
AIRTOUCH COMMUN COM 00949T100 13840 501000 SH DEFINED 0130 501000
AIRTOUCH COMMUN COM 00949T100 55250 2000000 SH DEFINED 0126 2000000
AIRTOUCH COMMUN COM 00949T100 24863 900000 SH DEFINED 0111 900000
AIRTOUCH COMMUN COM 00949T100 11050 400000 SH DEFINED 0132 400000
AIRTOUCH COMMUN COM 00949T100 27376 991000 SH DEFINED 0124 991000
AIRTOUCH COMMUN COM 00949T100 15647 566400 SH DEFINED 0125 566400
AIRTOUCH COMMUN COM 00949T100 3674 133000 SH DEFINED 011622 133000
AIRTOUCH COMMUN COM 00949T100 8011 290000 SH DEFINED 011623 290000
AIRTOUCH COMMUN COM 00949T100 1575 57000 SH DEFINED 011620 57000
AIRTOUCH COMMUN COM 00949T100 129498 4687690 SH DEFINED 0102 4687690
AIRTOUCH COMMUN COM 00949T100 4680 169403 SH DEFINED 0103 169403
AIRTOUCH COMMUN COM 00949T100 2486 90000 SH DEFINED 01 90000
AIRTOUCH COM PFD CVT CONV PFD STOCK 00949T209 7125 250000 SH DEFINED 0107 250000
AJL PEPS/TRUST CVT CONV PFD STOCK 009710104 5135 260000 SH DEFINED 0135 260000
AJL PEPS/TRUST CVT CONV PFD STOCK 009710104 20540 1040000 SH DEFINED 011516 1040000
ALAMO GROUP INC COM 011311107 3218 220000 SH DEFINED 0128 220000
ALBANY INTL CORP NEW COM 012348108 841 38900 SH DEFINED 0102 38900
ALBERTA ENERGY CO LT COM 012873105 5466 275000 SH DEFINED 0135 275000
ALBERTA ENERGY CO LT COM 012873105 2484 125000 SH DEFINED 011619 125000
ALBERTO CULVER COM 013068101 147 3388 SH DEFINED 0103 3388
ALBERTSONS INC COM 013104104 12638 300000 SH DEFINED 0108 300000
ALBERTSONS INC COM 013104104 67400 1600000 SH DEFINED 0126 1600000
ALBERTSONS INC COM 013104104 1567 37200 SH DEFINED 0124 37200
ALBERTSONS INC COM 013104104 2275 54000 SH DEFINED 011619 54000
ALBERTSONS INC COM 013104104 1896 45000 SH DEFINED 011620 45000
ALBERTSONS INC COM 013104104 9394 223000 SH DEFINED 011614 223000
ALBERTSONS INC COM 013104104 66660 1582445 SH DEFINED 0102 1582445
ALBERTSONS INC COM 013104104 1584 37590 SH DEFINED 0103 37590
ALCAN ALUMINIUM LTD COM 013716105 811 27027 SH DEFINED 0103 27027
ALCO STANDARD COM 013788104 82294 1650000 SH DEFINED 0126 1650000
ALCO STANDARD COM 013788104 21197 425000 SH DEFINED 0106 425000
ALCO STANDARD COM 013788104 59850 1200000 SH DEFINED 0111 1200000
ALCO STANDARD COM 013788104 7481 150000 SH DEFINED 0124 150000
ALCO STANDARD COM 013788104 5112 102500 SH DEFINED 0125 102500
ALCO STANDARD COM 013788104 7980 160000 SH DEFINED 011622 160000
ALCO STANDARD COM 013788104 17456 350000 SH DEFINED 011623 350000
ALCO STANDARD COM 013788104 17681 354500 SH DEFINED 011516 354500
<PAGE> PAGE 6
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ALCO STANDARD COM 013788104 2823 56600 SH DEFINED 011620 56600
ALCO STANDARD COM 013788104 191028 3830191 SH DEFINED 0102 3830191
ALCO STANDARD COM 013788104 9559 191650 SH DEFINED 0131 191650
ALCO STANDARD COM 013788104 3378 67743 SH DEFINED 0103 67743
ALCO STANDARD COM 013788104 18447 369868 SH DEFINED 01 369868
ALCO STANDARD 6.50 CONV PFD STOCK 013788708 28742 315850 SH DEFINED 0130 315850
ALCO STANDARD 6.50 CONV PFD STOCK 013788708 20930 230000 SH DEFINED 0107 230000
ALCO STANDARD 6.50 CONV PFD STOCK 013788708 11762 129250 SH DEFINED 011618 129250
ALCO STANDARD 6.50 CONV PFD STOCK 013788708 8190 90000 SH DEFINED 01 90000
ALEX BROWN COM 013902101 411 7100 SH DEFINED 0124 7100
ALEXNDR & ALEX SERV COM 014476105 87 5254 SH DEFINED 0103 5254
ALLEGHENY TELEDYNE COM 017415100 471 20820 SH DEFINED 0103 20820
ALLEN GROUP* COM 017634106 126 6800 SH DEFINED 0124 6800
ALLERGAN INC COM 018490102 295 7742 SH DEFINED 0103 7742
ALLIANCE PHARMACEUTI COM 018773101 58 3400 SH DEFINED 0124 3400
ALLIANT TECHSYSTEMS COM 018804104 249 4800 SH DEFINED 0124 4800
ALLIED GROUP INC COM 019220102 8855 230000 SH DEFINED 0128 230000
ALLIED GROUP INC COM 019220102 58 1500 SH DEFINED 0124 1500
ALLIED SIGNAL INC COM 019512102 26350 400000 SH DEFINED 011618 400000
ALLIED SIGNAL INC COM 019512102 76039 1154255 SH DEFINED 0102 1154255
ALLIED SIGNAL INC COM 019512102 2228 33829 SH DEFINED 0103 33829
ALLIED SIGNAL INC COM 019512102 5863 89000 SH DEFINED 01 89000
ALLSTATE CORP COM 020002101 2622 53238 SH DEFINED 0103 53238
ALLSTATE CORP COM 020002101 3201 65000 SH DEFINED 01 65000
ALLTEL CORP COM 020039103 632 22664 SH DEFINED 0103 22664
ALLTEL 7.75 $100 PAR PREFERRED STOCK 0200392*3 2438 24140 SH DEFINED 0105 24140
ALPHARMA INC CL A COM 020813101 148 9500 SH DEFINED 0124 9500
ALUMINUM CO AMERICA COM 022249106 50150 850000 SH DEFINED 0126 850000
ALUMINUM CO AMERICA COM 022249106 1033 17500 SH DEFINED 0125 17500
ALUMINUM CO AMERICA COM 022249106 6195 105000 SH DEFINED 0107 105000
ALUMINUM CO AMERICA COM 022249106 1800 30500 SH DEFINED 011620 30500
ALUMINUM CO AMERICA COM 022249106 143524 2432521 SH DEFINED 0102 2432521
ALUMINUM CO AMERICA COM 022249106 2276 38574 SH DEFINED 0103 38574
ALUMINUM CO AMERICA COM 022249106 10455 177200 SH DEFINED 01 177200
ALZA COM 022615108 10750 400000 SH DEFINED 0130 400000
ALZA COM 022615108 6047 225000 SH DEFINED 0106 225000
ALZA COM 022615108 6130 228100 SH DEFINED 0124 228100
ALZA COM 022615108 1467 54600 SH DEFINED 0125 54600
ALZA COM 022615108 77938 2900000 SH DEFINED 011516 2900000
ALZA COM 022615108 18061 672000 SH DEFINED 0102 672000
ALZA COM 022615108 508 18872 SH DEFINED 0103 18872
AMERADA HESS COM 023551104 11215 212100 SH DEFINED 0124 212100
AMERADA HESS COM 023551104 5964 112800 SH DEFINED 0125 112800
AMERADA HESS COM 023551104 666 12600 SH DEFINED 0102 12600
AMERADA HESS COM 023551104 1534 29026 SH DEFINED 0103 29026
AMDAHL CORP COM 023905102 132 13946 SH DEFINED 0103 13946
AMERICAN BKS INS GRP COM 024456105 160 3200 SH DEFINED 0124 3200
AMERICAN BRANDS INC. COM 024703100 897 21222 SH DEFINED 0103 21222
AMER COMM SVS WTS COM 02520B110 1064 15200 SH DEFINED 0109 15200
AMER COMM SVS WTS COM 02520B110 420 6000 SH DEFINED 011621 6000
<PAGE> PAGE 7
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
AMERICAN ELEC PWR COM 025537101 907 22328 SH DEFINED 0103 22328
AMERICAN EXPRESS COM 025816109 459418 9933356 SH DEFINED 0103 9933356
AMER GENERAL HOSPITA COM 025930108 6175 325000 SH DEFINED 011618 325000
AMERICAN FREIGHTWAYS COM 02629V108 85 9600 SH DEFINED 0124 9600
AMER GENERAL CORP COM 026351106 9815 260000 SH DEFINED 0107 260000
AMER GENERAL CORP COM 026351106 938 24837 SH DEFINED 0103 24837
AMER GENERAL CORP COM 026351106 9312 246670 SH DEFINED 01 246670
AM GREETINGS CL A COM 026375105 256 8938 SH DEFINED 0103 8938
AMERICAN HEALTH COM 02649V104 2338 220000 SH DEFINED 011619 220000
AMER HOME PRODUCTS COM 026609107 38250 600000 SH DEFINED 0130 600000
AMER HOME PRODUCTS COM 026609107 7969 125000 SH DEFINED 0108 125000
AMER HOME PRODUCTS COM 026609107 31875 500000 SH DEFINED 0113 500000
AMER HOME PRODUCTS COM 026609107 32462 509200 SH DEFINED 0124 509200
AMER HOME PRODUCTS COM 026609107 13993 219500 SH DEFINED 0125 219500
AMER HOME PRODUCTS COM 026609107 20400 320000 SH DEFINED 0107 320000
AMER HOME PRODUCTS COM 026609107 34425 540000 SH DEFINED 011618 540000
AMER HOME PRODUCTS COM 026609107 3251 51000 SH DEFINED 011620 51000
AMER HOME PRODUCTS COM 026609107 43784 686734 SH DEFINED 0102 686734
AMER HOME PRODUCTS COM 026609107 8121 127392 SH DEFINED 0103 127392
AMER HOME PRODUCTS COM 026609107 3602 56500 SH DEFINED 01 56500
AMERICAN INTL GROUP COM 026874107 30225 300000 SH DEFINED 0130 300000
AMERICAN INTL GROUP COM 026874107 100750 1000000 SH DEFINED 0126 1000000
AMERICAN INTL GROUP COM 026874107 33537 332758 SH DEFINED 0102 332758
AMERICAN INTL GROUP COM 026874107 6419 63712 SH DEFINED 0103 63712
AMERICAN INTL GROUP COM 026874107 8110 80500 SH DEFINED 01 80500
AMERICAN MANAGEMENT COM 027352103 328 11700 SH DEFINED 0124 11700
AMERICAN MANAGEMENT COM 027352103 18859 673550 SH DEFINED 0102 673550
AMERICAN MANAGEMENT COM 027352103 612 21850 SH DEFINED 0103 21850
AMERICAN MED RESP COM 027446103 176 4900 SH DEFINED 0124 4900
AMER MIN FIELD WTS WARRANT 027502996 0 45000 SH DEFINED 0127 45000
AMER RESIDENTIAL SVC COM 028911105 465 24200 SH DEFINED 0102 24200
AMER RESIDENTIAL SVC COM 028911105 585 30600 SH DEFINED 0131 30600
AMER RESIDENTIAL SVC COM 028911105 38 2000 SH DEFINED 0103 2000
AMER PWR CONVERSION COM 029066107 29981 2050000 SH DEFINED 011618 2050000
AMERICAN RADIO COM 029161106 2675 71800 SH DEFINED 011619 71800
AMERICAN RADIO COM 029161106 10843 291100 SH DEFINED 011614 291100
AMERICAN RADIO COM 029161106 4863 130550 SH DEFINED 0102 130550
AMERICAN RADIO COM 029161106 3002 80600 SH DEFINED 0131 80600
AMERICAN RADIO COM 029161106 306 8200 SH DEFINED 0103 8200
AMERICAN RE COM 029163102 5048 79500 SH DEFINED 01 79500
AMERICAN STD CO COM 029712106 13700 400000 SH DEFINED 011618 400000
AMERICAN STD CO COM 029712106 6864 200405 SH DEFINED 01 200405
AMERICAN STORES CO COM 030096101 6000 150000 SH DEFINED 0108 150000
AMERICAN STORES CO COM 030096101 12000 300000 SH DEFINED 0124 300000
AMERICAN STORES CO COM 030096101 8276 206900 SH DEFINED 0125 206900
AMERICAN STORES CO COM 030096101 2640 66000 SH DEFINED 011619 66000
AMERICAN STORES CO COM 030096101 10800 270000 SH DEFINED 011614 270000
AMERICAN STORES CO COM 030096101 10124 253100 SH DEFINED 0102 253100
AMERICAN STORES CO COM 030096101 1665 41632 SH DEFINED 0103 41632
AMERICAN TELECAST WT WARRANT 030151112 341 85225 SH DEFINED 0109 85225
<PAGE> PAGE 8
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
AMERICAN WATERWORKS COM 030411102 6488 300000 SH DEFINED 0132 300000
AMERICREDIT CORP COM 03060R101 2573 140000 SH DEFINED 011619 140000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 4230 40000 SH DEFINED 0105 40000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 3173 30000 SH DEFINED 01 30000
AMERITECH CORP COM 030954101 10525 200000 SH DEFINED 0132 200000
AMERITECH CORP COM 030954101 11051 210000 SH DEFINED 0107 210000
AMERITECH CORP COM 030954101 3498 66461 SH DEFINED 0103 66461
AMETEK INC COM 031105109 1072 56800 SH DEFINED 0128 56800
AMGEN INC COM 031162100 31563 500000 SH DEFINED 0130 500000
AMGEN INC COM 031162100 6944 110000 SH DEFINED 0108 110000
AMGEN INC COM 031162100 151500 2400000 SH DEFINED 0126 2400000
AMGEN INC COM 031162100 50500 800000 SH DEFINED 0111 800000
AMGEN INC COM 031162100 12057 191000 SH DEFINED 0124 191000
AMGEN INC COM 031162100 4261 67500 SH DEFINED 0125 67500
AMGEN INC COM 031162100 3788 60000 SH DEFINED 011622 60000
AMGEN INC COM 031162100 7575 120000 SH DEFINED 011623 120000
AMGEN INC COM 031162100 18938 300000 SH DEFINED 011618 300000
AMGEN INC COM 031162100 2083 33000 SH DEFINED 011620 33000
AMGEN INC COM 031162100 177587 2813276 SH DEFINED 0102 2813276
AMGEN INC COM 031162100 14822 234800 SH DEFINED 0131 234800
AMGEN INC COM 031162100 4513 71504 SH DEFINED 0103 71504
AMGEN INC COM 031162100 15871 251415 SH DEFINED 01 251415
AMP COM 031897101 31000 800000 SH DEFINED 0113 800000
AMP COM 031897101 17438 450000 SH DEFINED 0131 450000
AMP COM 031897101 1706 44011 SH DEFINED 0103 44011
SBH AMP ELKS CONV PFD STOCK 031897994 12879 325000 SH DEFINED 0107 325000
AMOCO CORP COM 031905102 8813 125000 SH DEFINED 0130 125000
AMOCO CORP COM 031905102 35250 500000 SH DEFINED 0113 500000
AMOCO CORP COM 031905102 17625 250000 SH DEFINED 0107 250000
AMOCO CORP COM 031905102 43710 620000 SH DEFINED 011618 620000
AMOCO CORP COM 031905102 1763 25000 SH DEFINED 011620 25000
AMOCO CORP COM 031905102 62142 881312 SH DEFINED 0102 881312
AMOCO CORP COM 031905102 24675 350000 SH DEFINED 0131 350000
AMOCO CORP COM 031905102 8479 120251 SH DEFINED 0103 120251
AMRESCO COM 031909104 153 6700 SH DEFINED 0124 6700
AMRESCO COM 031909104 6863 300000 SH DEFINED 011516 300000
AMRESCO COM 031909104 4026 176000 SH DEFINED 011619 176000
AMRION INC COM 032160103 2565 120000 SH DEFINED 011619 120000
AMWAY JAPAN ADR COM 03234J100 1732 81500 SH DEFINED 011516 81500
ANALOG DEVICES COM 032654105 8816 325000 SH DEFINED 0106 325000
ANDREW CORP COM 034425108 4988 100000 SH DEFINED 0108 100000
ANDREW CORP COM 034425108 49875 1000000 SH DEFINED 0126 1000000
ANDREW CORP COM 034425108 59850 1200000 SH DEFINED 0111 1200000
ANDREW CORP COM 034425108 10474 210000 SH DEFINED 0132 210000
ANDREW CORP COM 034425108 7097 142300 SH DEFINED 0124 142300
ANDREW CORP COM 034425108 2763 55400 SH DEFINED 0125 55400
ANDREW CORP COM 034425108 7092 142200 SH DEFINED 011622 142200
ANDREW CORP COM 034425108 15209 304950 SH DEFINED 011623 304950
ANDREW CORP COM 034425108 13851 277650 SH DEFINED 0102 277650
ANDREW CORP COM 034425108 813 16308 SH DEFINED 0103 16308
<PAGE> PAGE 9
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ANHEUSER BUSCH CO COM 035229103 26338 700000 SH DEFINED 0130 700000
ANHEUSER BUSCH CO COM 035229103 8278 220000 SH DEFINED 0108 220000
ANHEUSER BUSCH CO COM 035229103 94063 2500000 SH DEFINED 0126 2500000
ANHEUSER BUSCH CO COM 035229103 31981 850000 SH DEFINED 0113 850000
ANHEUSER BUSCH CO COM 035229103 26383 701200 SH DEFINED 0124 701200
ANHEUSER BUSCH CO COM 035229103 13470 358000 SH DEFINED 0125 358000
ANHEUSER BUSCH CO COM 035229103 18436 490000 SH DEFINED 0107 490000
ANHEUSER BUSCH CO COM 035229103 30100 800000 SH DEFINED 011618 800000
ANHEUSER BUSCH CO COM 035229103 9790 260200 SH DEFINED 0102 260200
ANHEUSER BUSCH CO COM 035229103 22575 600000 SH DEFINED 0131 600000
ANHEUSER BUSCH CO COM 035229103 5244 139362 SH DEFINED 0103 139362
ANHEUSER BUSCH CO COM 035229103 3123 83000 SH DEFINED 01 83000
AON CORP COM 037389103 4232 78000 SH DEFINED 0124 78000
AON CORP COM 037389103 2132 39300 SH DEFINED 0125 39300
AON CORP COM 037389103 229 4200 SH DEFINED 0102 4200
AON CORP COM 037389103 1024 18870 SH DEFINED 0103 18870
APOGEE ENTERPRISES COM 037598109 147 4200 SH DEFINED 0124 4200
APOLLO GROUP INC -C COM 037604105 21400 800000 SH DEFINED 0111 800000
APOLLO GROUP INC -C COM 037604105 161 6000 SH DEFINED 0102 6000
APPALACHIAN PWR $100 PREFERRED STOCK 037735834 3154 30000 SH DEFINED 0105 30000
APPALACHIAN PWR $100 PREFERRED STOCK 037735842 954 10000 SH DEFINED 0105 10000
APPLE COMP CVT 144A CONV BOND 037833AC4 50375 50000000 PRN DEFINED 011516 50000000
APPLE COMPUTER COM 037833100 238516 10750000 SH DEFINED 011516 10750000
APPLE COMPUTER COM 037833100 328 14794 SH DEFINED 0103 14794
APPLEBEES INTL INC COM 037899101 265 10000 SH DEFINED 0124 10000
APPLEBEES INTL INC COM 037899101 2136 80600 SH DEFINED 011619 80600
APPLEBEES INTL INC COM 037899101 8994 339400 SH DEFINED 011614 339400
APPLEBEES INTL INC COM 037899101 26220 989500 SH DEFINED 0102 989500
APPLEBEES INTL INC COM 037899101 12238 461800 SH DEFINED 0131 461800
APPLEBEES INTL INC COM 037899101 1247 47050 SH DEFINED 0103 47050
APPLIED MATERIALS COM 038222105 5525 200000 SH DEFINED 0130 200000
APPLIED MATERIALS COM 038222105 22100 800000 SH DEFINED 0111 800000
APPLIED MATERIALS COM 038222105 6837 247500 SH DEFINED 0124 247500
APPLIED MATERIALS COM 038222105 489 17700 SH DEFINED 0125 17700
APPLIED MATERIALS COM 038222105 2702 97800 SH DEFINED 011622 97800
APPLIED MATERIALS COM 038222105 6011 217600 SH DEFINED 011623 217600
APPLIED MATERIALS COM 038222105 50836 1840240 SH DEFINED 0102 1840240
APPLIED MATERIALS COM 038222105 792 28668 SH DEFINED 0103 28668
APPLIED MATERIALS COM 038222105 3122 113000 SH DEFINED 01 113000
APTARGROUP INC COM 038336103 90 2800 SH DEFINED 0124 2800
ARBOUR HEALTH CARE COM 03876L108 9350 400000 SH DEFINED 011516 400000
ARBOR DRUGS INC COM 038760104 159 7300 SH DEFINED 0124 7300
ARBOR DRUGS INC COM 038760104 17400 800000 SH DEFINED 011516 800000
ARCHER DANIELS MDLND COM 039483102 1257 65314 SH DEFINED 0103 65314
ARIZONA PUB SER V PREFERRED STOCK 040555799 796 7500 SH DEFINED 0105 7500
ARIZONA PUB SER V PREFERRED STOCK 040555799 3183 30000 SH DEFINED 01 30000
ARIZONA PUB SVC $100 PREFERRED STOCK 040555815 13043 120400 SH DEFINED 0105 120400
ARIZONA PUB SVC CO PREFERRED STOCK 040555831 3162 38100 SH DEFINED 01 38100
ARMCO INC COM 042170100 180 39997 SH DEFINED 0103 39997
ARMSTRONG WORLD IND COM 042476101 278 4457 SH DEFINED 0103 4457
<PAGE> PAGE 10
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ASARCO INC COM 043413103 137 5140 SH DEFINED 0103 5140
ASCEND COMM COM 043491109 6613 100000 SH DEFINED 0126 100000
ASCEND COMM COM 043491109 37260 563500 SH DEFINED 0102 563500
ASCEND COMM COM 043491109 26490 400600 SH DEFINED 0131 400600
ASCEND COMM COM 043491109 2487 37600 SH DEFINED 0103 37600
ASHANTI GOLDFLDS-GDR COM 043743202 8375 500000 SH DEFINED 0130 500000
ASHANTI GOLDFLDS-GDR COM 043743202 3350 200000 SH DEFINED 0127 200000
ASHANTI GOLDFLDS-GDR COM 043743202 3853 230000 SH DEFINED 0135 230000
ASHLAND INC COM 044204105 304 7658 SH DEFINED 0103 7658
ASPECT TELECOMMUNICA COM 045237104 423 6800 SH DEFINED 0124 6800
ASPEN TECH COM 045327103 2710 40000 SH DEFINED 011619 40000
ASSOC FIRST CORP COM 046008108 20500 500000 SH DEFINED 011516 500000
ASTORIA FINL CORP COM 046265104 168 5800 SH DEFINED 0124 5800
ATLANTIC RICHFIELD COM 048825103 31875 250000 SH DEFINED 0113 250000
ATLANTIC RICHFIELD COM 048825103 16575 130000 SH DEFINED 0107 130000
ATLANTIC RICHFIELD COM 048825103 23588 185000 SH DEFINED 0131 185000
ATLANTIC RICHFIELD COM 048825103 3448 27041 SH DEFINED 0103 27041
AUGAT INC COM 051042109 200 9400 SH DEFINED 0124 9400
AUSPEX COM 052116100 148 9600 SH DEFINED 0124 9600
AUTHENTIC FITNESS COM 052661105 59 4800 SH DEFINED 0124 4800
AUTO DESK COM 052769106 145 5588 SH DEFINED 0103 5588
AUTOMATIC DATA PROC. COM 053015103 1512 34664 SH DEFINED 0103 34664
AUTOMATIC DATA PROC. COM 053015103 3665 84000 SH DEFINED 01 84000
AUTOZONE COM 053332102 19743 680800 SH DEFINED 011516 680800
AUTOZONE COM 053332102 67 2301 SH DEFINED 0102 2301
AUTOZONE COM 053332102 3750 129300 SH DEFINED 01 129300
AVALON COM 053469102 6975 300000 SH DEFINED 0113 300000
AVALON COM 053469102 5813 250000 SH DEFINED 0132 250000
AVERY DENNISON CORP COM 053611109 349 6294 SH DEFINED 0103 6294
AVON PRODUCTS COM 054303102 14888 300000 SH DEFINED 0107 300000
AVON PRODUCTS COM 054303102 2680 54000 SH DEFINED 011620 54000
AVON PRODUCTS COM 054303102 796 16048 SH DEFINED 0103 16048
AVON PRODUCTS COM 054303102 7493 151000 SH DEFINED 01 151000
AZTAR CORP COM 054802103 149 17000 SH DEFINED 0124 17000
BBN CORP COM 055283105 48 2800 SH DEFINED 0124 2800
BCE INC COM 05534B109 17100 400000 SH DEFINED 0132 400000
BCE INC COM 05534B109 5344 125000 SH DEFINED 0135 125000
BCE INC COM 05534B109 42750 1000000 SH DEFINED 011618 1000000
BISYS GROUP COM 055472104 336 8200 SH DEFINED 0124 8200
BISYS GROUP COM 055472104 21525 525000 SH DEFINED 011516 525000
BMC INDUSTRIES COM 055607105 195 6800 SH DEFINED 0124 6800
BTG INC COM 05576J101 1958 135000 SH DEFINED 011619 135000
BMC SOFTWARE INC COM 055921100 11271 141750 SH DEFINED 0102 141750
BMC SOFTWARE INC COM 055921100 5915 74400 SH DEFINED 0131 74400
BMC SOFTWARE INC COM 055921100 608 7650 SH DEFINED 0103 7650
BW/IP INC COM 056044100 164 10600 SH DEFINED 0124 10600
BAJAJ AUTO COM 057100109 1938 60000 SH DEFINED 0135 60000
BAKER HUGHES COM 057224107 699 23000 SH DEFINED 011620 23000
BAKER HUGHES COM 057224107 518 17055 SH DEFINED 0103 17055
BALL CORP COM 058498106 90 3685 SH DEFINED 0103 3685
<PAGE> PAGE 11
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BALLARD MEDICAL PROD COM 058566100 209 10700 SH DEFINED 0124 10700
BALLY ENTERTAINMENT COM 05873C106 171 6011 SH DEFINED 0103 6011
BALTIMORE GAS & ELEC COM 059165100 5225 200000 SH DEFINED 0132 200000
BALTIMORE GAS & ELEC COM 059165100 7838 300000 SH DEFINED 0124 300000
BALTIMORE GAS & ELEC COM 059165100 2652 101500 SH DEFINED 0125 101500
BALTIMORE GAS & ELEC COM 059165100 316 12100 SH DEFINED 0102 12100
BALTIMORE GAS & ELEC COM 059165100 876 33550 SH DEFINED 0103 33550
BANC ONE CORP COM 059438101 32800 800000 SH DEFINED 0113 800000
BANC ONE CORP COM 059438101 767 18700 SH DEFINED 011620 18700
BANC ONE CORP COM 059438101 26650 650000 SH DEFINED 0131 650000
BANC ONE CORP COM 059438101 3324 81073 SH DEFINED 0103 81073
BANCO DE GALICIA CVT CONV BOND 059538AD0 4900 5000000 PRN DEFINED 0135 5000000
BANKTEK COM 059784108 173 8300 SH DEFINED 0124 8300
BANK OF BOSTON COM 060716107 2431 42000 SH DEFINED 011619 42000
BANK OF BOSTON COM 060716107 10012 173000 SH DEFINED 011614 173000
BANK OF BOSTON COM 060716107 1076 18596 SH DEFINED 0103 18596
BANK OF NEW YORK COM 064057102 6897 234800 SH DEFINED 0124 234800
BANK OF NEW YORK COM 064057102 3507 119400 SH DEFINED 0125 119400
BANK OF NEW YORK COM 064057102 2644 90000 SH DEFINED 011619 90000
BANK OF NEW YORK COM 064057102 11016 375000 SH DEFINED 011614 375000
BANK OF NEW YORK COM 064057102 399 13600 SH DEFINED 0102 13600
BANK OF NEW YORK COM 064057102 1933 65813 SH DEFINED 0103 65813
BANK AMERICA CORP COM 066050105 1068 13000 SH DEFINED 011620 13000
BANK AMERICA CORP COM 066050105 525 6390 SH DEFINED 0102 6390
BANK AMERICA CORP COM 066050105 3595 43777 SH DEFINED 0103 43777
BANKERS TRUST NY COM 066365107 748 9511 SH DEFINED 0103 9511
BAR TECH WTS COM 067016113 550 10000 SH DEFINED 0109 10000
BAR TECH WTS COM 067016113 165 3000 SH DEFINED 0124 3000
BAR TECH WTS COM 067016113 248 4500 SH DEFINED 011621 4500
BAR TECH WTS COM 067016113 28 500 SH DEFINED 011620 500
C R BARD INC COM 067383109 213 6834 SH DEFINED 0103 6834
BARNES & NOBLE COM 067774109 1581 46000 SH DEFINED 011620 46000
BARRICK GOLD INC COM 067901108 3769 150000 SH DEFINED 0127 150000
BARRICK GOLD INC COM 067901108 1074 42734 SH DEFINED 0103 42734
BARNETT BKS INC COM 068055102 27000 800000 SH DEFINED 0130 800000
BARNETT BKS INC COM 068055102 27000 800000 SH DEFINED 0126 800000
BARNETT BKS INC COM 068055102 33750 1000000 SH DEFINED 0113 1000000
BARNETT BKS INC COM 068055102 6750 200000 SH DEFINED 0132 200000
BARNETT BKS INC COM 068055102 4286 127000 SH DEFINED 0124 127000
BARNETT BKS INC COM 068055102 2464 73000 SH DEFINED 0125 73000
BARNETT BKS INC COM 068055102 2700 80000 SH DEFINED 011619 80000
BARNETT BKS INC COM 068055102 11475 340000 SH DEFINED 011614 340000
BARNETT BKS INC COM 068055102 270 8000 SH DEFINED 0102 8000
BARNETT BKS INC COM 068055102 23625 700000 SH DEFINED 0131 700000
BARNETT BKS INC COM 068055102 2085 61780 SH DEFINED 0103 61780
BARNETT COM 068062108 8269 350000 SH DEFINED 011516 350000
BARRETT RESOURCES CO COM 068480201 264 7500 SH DEFINED 0124 7500
BARRETT RESOURCES CO COM 068480201 2644 75000 SH DEFINED 011619 75000
BARRETT RESOURCES CO COM 068480201 11280 320000 SH DEFINED 011614 320000
BASSETT FURN IND. COM 070203104 19 800 SH DEFINED 0124 800
<PAGE> PAGE 12
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BASSETT FURN IND. COM 070203104 802 33781 SH DEFINED 0102 33781
BATTLE MT GOLD CO COM 071593107 206 26562 SH DEFINED 0103 26562
BAUSCH & LOMB COM 071707103 252 6855 SH DEFINED 0103 6855
BAXTER INTL INC COM 071813109 37400 800000 SH DEFINED 0130 800000
BAXTER INTL INC COM 071813109 9350 200000 SH DEFINED 0108 200000
BAXTER INTL INC COM 071813109 23375 500000 SH DEFINED 0126 500000
BAXTER INTL INC COM 071813109 37400 800000 SH DEFINED 0113 800000
BAXTER INTL INC COM 071813109 17531 375000 SH DEFINED 0124 375000
BAXTER INTL INC COM 071813109 12721 272100 SH DEFINED 0125 272100
BAXTER INTL INC COM 071813109 18466 395000 SH DEFINED 0107 395000
BAXTER INTL INC COM 071813109 51425 1100000 SH DEFINED 011516 1100000
BAXTER INTL INC COM 071813109 1590 34000 SH DEFINED 011620 34000
BAXTER INTL INC COM 071813109 8867 189694 SH DEFINED 0102 189694
BAXTER INTL INC COM 071813109 25713 550000 SH DEFINED 0131 550000
BAXTER INTL INC COM 071813109 4045 86521 SH DEFINED 0103 86521
BAXTER INTL INC COM 071813109 5083 108720 SH DEFINED 01 108720
BAY APARTMENT COM 072012107 5700 200000 SH DEFINED 011618 200000
BAY NETWORKS INC COM 072510100 612 22471 SH DEFINED 0103 22471
BEACON OFFICE PROP COM 073678104 4524 156000 SH DEFINED 0132 156000
BS-ARROW ELECTRONICS CONV PFD STOCK 07383PAH9 14847 330000 SH DEFINED 0107 330000
BS MEDTRONIC COM 07383P999 17119 275000 SH DEFINED 0130 275000
BECKMAN INSTRUMENTS COM 075816108 8747 225000 SH DEFINED 0108 225000
BECKMAN INSTRUMENTS COM 075816108 4859 125000 SH DEFINED 0128 125000
BECKMAN INSTRUMENTS COM 075816108 11569 297570 SH DEFINED 0102 297570
BECKMAN INSTRUMENTS COM 075816108 8242 212000 SH DEFINED 0131 212000
BECKMAN INSTRUMENTS COM 075816108 694 17850 SH DEFINED 0103 17850
BECTON DICKINSON COM 075887109 678 15315 SH DEFINED 0103 15315
BELDEN INC COM 077459105 6960 240000 SH DEFINED 0128 240000
BELL ATLANTIC COM 077853109 35925 600000 SH DEFINED 0113 600000
BELL ATLANTIC COM 077853109 11676 195000 SH DEFINED 0107 195000
BELL ATLANTIC COM 077853109 26944 450000 SH DEFINED 0131 450000
BELL ATLANTIC COM 077853109 4155 69393 SH DEFINED 0103 69393
BELL SOUTH COM 079860102 25900 700000 SH DEFINED 0130 700000
BELL SOUTH COM 079860102 31450 850000 SH DEFINED 0113 850000
BELL SOUTH COM 079860102 11100 300000 SH DEFINED 0132 300000
BELL SOUTH COM 079860102 13690 370000 SH DEFINED 0107 370000
BELL SOUTH COM 079860102 1544 41675 SH DEFINED 0102 41675
BELL SOUTH COM 079860102 22200 600000 SH DEFINED 0131 600000
BELL SOUTH COM 079860102 6791 183540 SH DEFINED 0103 183540
BELL SOUTH COM 079860102 9899 267530 SH DEFINED 01 267530
A.H BELO SER A COM 080555105 7763 225000 SH DEFINED 0108 225000
A.H BELO SER A COM 080555105 24150 700000 SH DEFINED 0126 700000
A.H BELO SER A COM 080555105 2760 80000 SH DEFINED 011619 80000
A.H BELO SER A COM 080555105 11382 329900 SH DEFINED 011614 329900
A.H BELO SER A COM 080555105 33619 974483 SH DEFINED 0102 974483
A.H BELO SER A COM 080555105 938 27200 SH DEFINED 0103 27200
A.H BELO SER A COM 080555105 173 5000 SH DEFINED 01 5000
BEMIS CO. COM 081437105 688 20300 SH DEFINED 0124 20300
BEMIS CO. COM 081437105 215 6352 SH DEFINED 0103 6352
BENEFICIAL CORP COM 081721102 427 7423 SH DEFINED 0103 7423
<PAGE> PAGE 13
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BENTON OIL & GAS CO COM 083288100 115 5300 SH DEFINED 0124 5300
BERGEN BRUNSWIG CL A COM 083739102 2699 85000 SH DEFINED 011619 85000
BEST PRODUCTS COM 086553104 61 178611 SH DEFINED 0103 178611
BETHLEHEM STEEL COM 087509105 130 12999 SH DEFINED 0103 12999
BETZ LABORATORIES COM 087779104 11813 225000 SH DEFINED 0108 225000
BETZ LABORATORIES COM 087779104 12080 230100 SH DEFINED 011516 230100
BETZ LABORATORIES COM 087779104 18375 350000 SH DEFINED 0131 350000
BETZ LABORATORIES COM 087779104 735 14000 SH DEFINED 0103 14000
BEVERLY ENTERPRISES COM 087851101 125 11519 SH DEFINED 0103 11519
BIOMET COM 090613100 224 13670 SH DEFINED 0103 13670
BIOSOURCE INTL COM 09066H104 1350 150000 SH DEFINED 011619 150000
BIOVAIL CORP INTERNA COM 09067K106 10725 300000 SH DEFINED 0135 300000
BIRMINGHAM STEEL COR COM 091250100 17463 1100000 SH DEFINED 0111 1100000
BIRMINGHAM STEEL COR COM 091250100 148 9300 SH DEFINED 0124 9300
BIRMINGHAM STEEL COR COM 091250100 2394 150800 SH DEFINED 011622 150800
BIRMINGHAM STEEL COR COM 091250100 5043 317700 SH DEFINED 011623 317700
BIRMINGHAM STEEL COR COM 091250100 57 3600 SH DEFINED 0102 3600
BLACK & DECKER COM 091797100 29050 700000 SH DEFINED 011618 700000
BLACK & DECKER COM 091797100 434 10457 SH DEFINED 0103 10457
BLOCK H&R INC COM 093671105 17850 600000 SH DEFINED 0130 600000
BLOCK H&R INC COM 093671105 430 14460 SH DEFINED 0103 14460
BOATMEN'S BANCSHARES COM 096650106 1057 18913 SH DEFINED 0103 18913
BOEING COM 097023105 33075 350000 SH DEFINED 0130 350000
BOEING COM 097023105 11813 125000 SH DEFINED 0108 125000
BOEING COM 097023105 198450 2100000 SH DEFINED 0126 2100000
BOEING COM 097023105 44481 470700 SH DEFINED 011618 470700
BOEING COM 097023105 4064 43000 SH DEFINED 011620 43000
BOEING COM 097023105 63134 668070 SH DEFINED 0102 668070
BOEING COM 097023105 3913 41405 SH DEFINED 0103 41405
BOEING COM 097023105 6213 65740 SH DEFINED 01 65740
BOISE CASCADE COM 097383103 197 5799 SH DEFINED 0103 5799
BOISE CASCADE OFFICE COM 097403109 7438 425000 SH DEFINED 0106 425000
BOISE CASCADE OFFICE COM 097403109 8750 500000 SH DEFINED 011516 500000
BOMBAY INC COM 097924104 45 8000 SH DEFINED 0124 8000
BOMBAY INC COM 097924104 22 3830 SH DEFINED 01 3830
BOSTON CHICKENPUT/00 CONV BOND 100578AB9 19425 60000000 PRN DEFINED 0106 60000000
BOSTON CHICKEN COM 100578103 1234 35000 SH DEFINED 011620 35000
BOSTON CHICKEN COM 100578103 1921 54500 SH DEFINED 01 54500
BOSTON SCIENTIFIC COM 101137107 57500 1000000 SH DEFINED 0126 1000000
BOSTON SCIENTIFIC COM 101137107 6325 110000 SH DEFINED 0128 110000
BOSTON SCIENTIFIC COM 101137107 69000 1200000 SH DEFINED 0111 1200000
BOSTON SCIENTIFIC COM 101137107 9361 162800 SH DEFINED 0124 162800
BOSTON SCIENTIFIC COM 101137107 3858 67100 SH DEFINED 0125 67100
BOSTON SCIENTIFIC COM 101137107 6900 120000 SH DEFINED 011622 120000
BOSTON SCIENTIFIC COM 101137107 14950 260000 SH DEFINED 011623 260000
BOSTON SCIENTIFIC COM 101137107 48875 850000 SH DEFINED 011618 850000
BOSTON SCIENTIFIC COM 101137107 2588 45000 SH DEFINED 011619 45000
BOSTON SCIENTIFIC COM 101137107 11500 200000 SH DEFINED 011614 200000
BOSTON SCIENTIFIC COM 101137107 82942 1442240 SH DEFINED 0102 1442240
BOSTON SCIENTIFIC COM 101137107 24006 417500 SH DEFINED 0131 417500
<PAGE> PAGE 14
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BOSTON SCIENTIFIC COM 101137107 4824 83895 SH DEFINED 0103 83895
BOSTON SCIENTIFIC COM 101137107 8435 146700 SH DEFINED 01 146700
BOWNE & CO COM 103043105 98 4300 SH DEFINED 0124 4300
BRADY (WH) CO COM 104674106 1445 57500 SH DEFINED 0128 57500
BREED TECH COM 106702103 201 7200 SH DEFINED 0124 7200
BRIGGS & STRATTON COM 109043109 157 3527 SH DEFINED 0103 3527
BRIGHT POINT COM 109473108 8444 350000 SH DEFINED 011516 350000
BRINKER INT'L INC COM 109641100 4505 265000 SH DEFINED 0128 265000
BRINKER INT'L INC COM 109641100 25500 1500000 SH DEFINED 011516 1500000
BRISTOL MYERS SQUIBB COM 110122108 36141 375000 SH DEFINED 0113 375000
BRISTOL MYERS SQUIBB COM 110122108 18793 195000 SH DEFINED 0107 195000
BRISTOL MYERS SQUIBB COM 110122108 24094 250000 SH DEFINED 0131 250000
BRISTOL MYERS SQUIBB COM 110122108 6762 70163 SH DEFINED 0103 70163
BRITISH PETRO ADR COM 110889409 11875 95000 SH DEFINED 0107 95000
BRITISH TELECOMM COM 111021408 7370 131900 SH DEFINED 0132 131900
BROADBAND TECH COM 111309100 59 2900 SH DEFINED 0124 2900
BROADWAY & SEYMOUR I COM 111433108 1201 94200 SH DEFINED 011619 94200
BROADWAY & SEYMOUR I COM 111433108 4141 324800 SH DEFINED 011614 324800
BRODER BUND SOFTWARE COM 112014105 139 4800 SH DEFINED 0124 4800
BROWN FORMAN CL B COM 115637209 324 8276 SH DEFINED 0103 8276
BROWN (TOM) INC COM 115660201 5191 275000 SH DEFINED 011614 275000
BROWNING FERRIS IND COM 115885105 636 25443 SH DEFINED 0103 25443
BROWNING FERRIS35.62 CONV PFD STOCK 115885600 6983 245000 SH DEFINED 0107 245000
BROWNING FERRIS35.62 CONV PFD STOCK 115885600 23558 826600 SH DEFINED 011516 826600
BROWNING FERRIS35.62 CONV PFD STOCK 115885600 6242 219000 SH DEFINED 01 219000
BRUNSWICK CORP COM 117043109 282 11758 SH DEFINED 0103 11758
BUFETE ADS COM 11942H100 3500 200000 SH DEFINED 0135 200000
BUFETE ADS COM 11942H100 1225 70000 SH DEFINED 011619 70000
BUFETE ADS COM 11942H100 4550 260000 SH DEFINED 011614 260000
BUFFETS INC COM 119882108 5250 500000 SH DEFINED 0128 500000
BURLINGTON N SANTA COM 12189T104 1105 13100 SH DEFINED 0124 13100
BURLINGTON N SANTA COM 12189T104 675 8000 SH DEFINED 0125 8000
BURLINGTON N SANTA COM 12189T104 72 850 SH DEFINED 0102 850
BURLINGTON N SANTA COM 12189T104 1636 19398 SH DEFINED 0103 19398
BURLINGTON RESOURCES COM 122014103 672 15143 SH DEFINED 0103 15143
BUSINESS OBJECTS ADS COM 12328X107 9625 500000 SH DEFINED 0106 500000
CBI INDUSTRIES 100 PREFERRED STOCK 124800301 7035 70000 SH DEFINED 0105 70000
CBL & ASSOCIATES COM 124830100 10350 450000 SH DEFINED 0113 450000
CBL & ASSOCIATES COM 124830100 460 20000 SH DEFINED 0103 20000
CCB FINANCIAL COM 124875105 77 1400 SH DEFINED 0124 1400
CDI CORP COM 125071100 205 8100 SH DEFINED 0124 8100
CIGNA CORP COM 125509109 1096 9147 SH DEFINED 0103 9147
CKE RESTAURANTS INC. COM 12561E105 5531 179864 SH DEFINED 0103 179864
CMAC INVESTMENT CORP COM 125662106 222 3500 SH DEFINED 0124 3500
CMG INFORMATION SVCS COM 125750109 1175 81000 SH DEFINED 011619 81000
CMS ENERGY CORP COM 125896100 13556 450000 SH DEFINED 0132 450000
CMS ENERGY CORP COM 125896100 12050 400000 SH DEFINED 011618 400000
CMS ENERGY CORP COM 125896100 1536 51000 SH DEFINED 011620 51000
CMS ENERGY CORP COM 125896100 5 160 SH DEFINED 0102 160
CPC INTL COM 126149103 1304 17411 SH DEFINED 0103 17411
<PAGE> PAGE 15
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CSG SYSTEMS COM 126349109 1025 50600 SH DEFINED 0111 50600
CSX CORP COM 126408103 41 810 SH DEFINED 0102 810
CSX CORP COM 126408103 1278 25304 SH DEFINED 0103 25304
CUC INT'L INC COM 126545102 153 3825 SH DEFINED 0124 3825
CUC INT'L INC COM 126545102 39875 1000000 SH DEFINED 011618 1000000
CUC INT'L INC COM 126545102 1175 29461 SH DEFINED 0103 29461
CABLEVISION SYS PREFERRED STOCK 12686C869 10312 107140 SH DEFINED 0104 107140
CABLEVISION SYS PREFERRED STOCK 12686C869 29699 308562 SH DEFINED 0109 308562
CABLEVISION SYS PREFERRED STOCK 12686C869 516 5356 SH DEFINED 011620 5356
CABLETRON SYSTEMS COM 126920107 620 9070 SH DEFINED 0103 9070
CALFED INC COM 128026101 188 8100 SH DEFINED 0124 8100
CALIBER SYSTEM INC COM 129894101 75 4627 SH DEFINED 0103 4627
CALIF MICROWAVE INC COM 130442106 45 3400 SH DEFINED 0124 3400
CAMCO COM 132632100 262 7000 SH DEFINED 0124 7000
CAMCO COM 132632100 3177 85000 SH DEFINED 011619 85000
CAMCO COM 132632100 440 11773 SH DEFINED 0103 11773
CAMDEN PROPERTY TRST CONV BOND 133131AA0 3150 3000000 PRN DEFINED 0104 3000000
CAMECO PARTLY PAID COM 13321L207 10061 442250 SH DEFINED 0130 442250
CAMERON ASHLEY BLDG COM 133290106 3156 250000 SH DEFINED 0128 250000
CAMPBELL RESOURCE WT COM 134422161 92 250000 SH DEFINED 0127 250000
CAMPBELL SOUP COM 134429109 2327 29839 SH DEFINED 0103 29839
CANADIAN NT RAILWAY COM 136375201 7521 366900 SH DEFINED 0130 366900
CAPEX GDR COM 139612105 6200 400000 SH DEFINED 0135 400000
CAPITAL ONE FINL COR COM 14040H105 9209 306968 SH DEFINED 0103 306968
CAPITAL RE CORP COM 140432105 8 200 SH DEFINED 0124 200
CAPITOL AMERICAN FIN COM 14055J103 158 4400 SH DEFINED 0124 4400
CAPSTONE PHARM SVC COM 14066N101 2784 225000 SH DEFINED 011619 225000
CARAUSTAR COM 140909102 175 5900 SH DEFINED 0124 5900
CAPSTAR HOTEL COM 140918103 2363 140000 SH DEFINED 011619 140000
CAPSTAR HOTEL COM 140918103 9450 560000 SH DEFINED 011614 560000
CARDINAL HEALTH COM 14149Y108 57838 700000 SH DEFINED 0126 700000
CARDINAL HEALTH COM 14149Y108 20656 250000 SH DEFINED 0106 250000
CARDINAL HEALTH COM 14149Y108 20656 250000 SH DEFINED 011618 250000
CARDINAL HEALTH COM 14149Y108 3305 40000 SH DEFINED 011619 40000
CARDINAL HEALTH COM 14149Y108 13220 160000 SH DEFINED 011614 160000
CARDINAL HEALTH COM 14149Y108 202 2450 SH DEFINED 0102 2450
CARDINAL HEALTH COM 14149Y108 11890 143900 SH DEFINED 0131 143900
CARDINAL HEALTH COM 14149Y108 545 6600 SH DEFINED 0103 6600
CAREER HORIZON COM 141672105 22531 579575 SH DEFINED 0106 579575
CAREER HORIZON COM 141672105 1944 50000 SH DEFINED 01 50000
CARMIKE CINEMAS INC COM 143436103 42 1800 SH DEFINED 0124 1800
CARNIVAL CORP COM 143658102 5599 180600 SH DEFINED 0108 180600
CARNIVAL CORP COM 143658102 52303 1687200 SH DEFINED 011516 1687200
CAROLINA POWER & LT COM 144141108 5175 150000 SH DEFINED 0132 150000
CAROLINA POWER & LT COM 144141108 628 18195 SH DEFINED 0103 18195
CASCADE COMM COM 147184105 8150 100000 SH DEFINED 0126 100000
CASCADE COMM COM 147184105 1630 20000 SH DEFINED 011619 20000
CASCADE COMM COM 147184105 8150 100000 SH DEFINED 011614 100000
CASCADE COMM COM 147184105 49726 610150 SH DEFINED 0102 610150
CASCADE COMM COM 147184105 26210 321600 SH DEFINED 0131 321600
<PAGE> PAGE 16
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CASCADE COMM COM 147184105 2869 35200 SH DEFINED 0103 35200
CASE CORP COM 14743R103 29250 600000 SH DEFINED 0126 600000
CASE CORP COM 14743R103 157 3205 SH DEFINED 0102 3205
CASE CORP COM 14743R103 7790 159800 SH DEFINED 0131 159800
CASE CORP COM 14743R103 773 15862 SH DEFINED 0103 15862
CASE CORP COM 14743R103 2584 53000 SH DEFINED 01 53000
CASEY'S GENERAL STOR COM 147528103 285 16300 SH DEFINED 0124 16300
CATALINA MKTG COM 148867104 181 3400 SH DEFINED 0124 3400
CATERPILLAR INC COM 149123101 16959 225000 SH DEFINED 0130 225000
CATERPILLAR INC COM 149123101 30150 400000 SH DEFINED 0111 400000
CATERPILLAR INC COM 149123101 6030 80000 SH DEFINED 011622 80000
CATERPILLAR INC COM 149123101 13568 180000 SH DEFINED 011623 180000
CATERPILLAR INC COM 149123101 541 7170 SH DEFINED 0102 7170
CATERPILLAR INC COM 149123101 1748 23193 SH DEFINED 0103 23193
CATERPILLAR INC COM 149123101 5264 69835 SH DEFINED 01 69835
CEDAR FAIR LP COM 150185106 5531 150000 SH DEFINED 0135 150000
CELCARIBE 144A COM 150898104 872 528450 SH DEFINED 0104 528450
CELCARIBE 144A COM 150898104 1972 1195110 SH DEFINED 0109 1195110
CELCARIBE 144A COM 150898104 456 276420 SH DEFINED 011621 276420
CELLPRO INC COM 151156106 5 400 SH DEFINED 0124 400
CEMEX 144A CONV BOND 151290AK9 24000 25000000 PRN DEFINED 011516 25000000
CEMEX ADR B** COM 151290202 3438 420000 SH DEFINED 0124 420000
CEMEX ADR B** COM 151290202 6916 845000 SH DEFINED 0112 845000
CEMEX ADR B** COM 151290202 9003 1100000 SH DEFINED 011617 1100000
CENTER FINL CORP COM COM 15146R103 161 6400 SH DEFINED 0124 6400
CENTEX CORPORATION COM 152312104 113 3451 SH DEFINED 0103 3451
CENTRAL & S W COM 152357109 5200 200000 SH DEFINED 0132 200000
CENTRAL & S W COM 152357109 3900 150000 SH DEFINED 0124 150000
CENTRAL & S W COM 152357109 2257 86800 SH DEFINED 0125 86800
CENTRAL & S W COM 152357109 252 9700 SH DEFINED 0102 9700
CENTRAL & S W COM 152357109 1007 38737 SH DEFINED 0103 38737
CENTRAL HUDSON G &E COM 153609102 62 2100 SH DEFINED 0124 2100
CENTRAL VT PUB SRV COM 155771108 4884 390703 SH DEFINED 0103 390703
CENTURY ALUMINUM COM 156431108 5900 400000 SH DEFINED 0135 400000
CENTURY TELEPHONE EN COM 156686107 7219 210000 SH DEFINED 0128 210000
CENTURY TELEPHONE EN COM 156686107 14324 416700 SH DEFINED 0132 416700
CEPHALON INC COM 156708109 111 4600 SH DEFINED 0124 4600
CERIDIAN CORP COM 15677T106 8750 175000 SH DEFINED 0108 175000
CERIDIAN CORP COM 15677T106 110000 2200000 SH DEFINED 0126 2200000
CERIDIAN CORP COM 15677T106 15000 300000 SH DEFINED 0124 300000
CERIDIAN CORP COM 15677T106 5070 101400 SH DEFINED 0125 101400
CERIDIAN CORP COM 15677T106 30000 600000 SH DEFINED 011516 600000
CERIDIAN CORP COM 15677T106 32300 646000 SH DEFINED 0102 646000
CERIDIAN CORP COM 15677T106 9435 188700 SH DEFINED 0131 188700
CERIDIAN CORP COM 15677T106 1657 33130 SH DEFINED 0103 33130
CERIDIAN CORP $50 CONV PFD STOCK 15677T403 30044 275000 SH DEFINED 0130 275000
CERNER CORP COM 156782104 84 5400 SH DEFINED 0124 5400
CHAMPION ENTERPRISES COM 158496109 81 3600 SH DEFINED 0124 3600
CHAMPION INTL COM 158525105 390 8500 SH DEFINED 0124 8500
CHAMPION INTL COM 158525105 358 7800 SH DEFINED 0125 7800
<PAGE> PAGE 17
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CHAMPION INTL COM 158525105 32113 700000 SH DEFINED 011516 700000
CHAMPION INTL COM 158525105 41 900 SH DEFINED 0102 900
CHAMPION INTL COM 158525105 580 12644 SH DEFINED 0103 12644
CHANNEL COM 159186105 2244 179500 SH DEFINED 0128 179500
CHARTER ONE FINL INC COM 160903100 546 13650 SH DEFINED 0124 13650
CHARMING SHOPPES COM 161133103 72 12080 SH DEFINED 0103 12080
CHASE MAHATTAN NEW COM 16161A108 4181 52179 SH DEFINED 0103 52179
CHASE MAHATTAN NEW COM 16161A108 3846 48000 SH DEFINED 01 48000
CHECKFREE COM 162812101 32000 1600000 SH DEFINED 011516 1600000
CHECKFREE COM 162812101 1626 81300 SH DEFINED 011620 81300
CHEESECAKE FACTORY COM 163072101 114 5000 SH DEFINED 0124 5000
CHEMED CORP COM 163596109 175 4600 SH DEFINED 0124 4600
CHEVRON CORP COM 166751107 3131 50000 SH DEFINED 0132 50000
CHEVRON CORP COM 166751107 11273 180000 SH DEFINED 0107 180000
CHEVRON CORP COM 166751107 4890 78079 SH DEFINED 0103 78079
CHICAGO MINIATU LAMP COM 167781103 1513 50000 SH DEFINED 011619 50000
CHIQUITA BRANDS INTL COM 170032106 244 19900 SH DEFINED 0124 19900
CHRYSLER COM 171196108 97325 3400000 SH DEFINED 0126 3400000
CHRYSLER COM 171196108 17559 613400 SH DEFINED 0124 613400
CHRYSLER COM 171196108 8061 281600 SH DEFINED 0125 281600
CHRYSLER COM 171196108 15458 540000 SH DEFINED 0107 540000
CHRYSLER COM 171196108 50557 1766400 SH DEFINED 0102 1766400
CHRYSLER COM 171196108 4248 148385 SH DEFINED 0103 148385
CHRYSLER COM 171196108 6298 220000 SH DEFINED 01 220000
CHUBB CORP COM 171232101 967 21013 SH DEFINED 0103 21013
CILCORP COM 171794100 44 1100 SH DEFINED 0124 1100
CINCINNATI BELL INC COM 171870108 15900 300000 SH DEFINED 0132 300000
CINCINNATI MILACRON COM 172172108 45290 2399445 SH DEFINED 0102 2399445
CINCINNATI MILACRON COM 172172108 471 24947 SH DEFINED 0103 24947
CINCINNATI MILACRON COM 172172108 6216 329300 SH DEFINED 01 329300
CINERGY CORP COM 172474108 6175 200000 SH DEFINED 0132 200000
CINERGY CORP COM 172474108 582 18864 SH DEFINED 0103 18864
CIRCUIT CITY COM 172737108 25288 700000 SH DEFINED 0126 700000
CIRCUIT CITY COM 172737108 10090 279300 SH DEFINED 0124 279300
CIRCUIT CITY COM 172737108 4588 127000 SH DEFINED 0125 127000
CIRCUIT CITY COM 172737108 5419 150000 SH DEFINED 0135 150000
CIRCUIT CITY COM 172737108 2565 71000 SH DEFINED 011619 71000
CIRCUIT CITY COM 172737108 10332 286000 SH DEFINED 011614 286000
CIRCUIT CITY COM 172737108 51593 1428208 SH DEFINED 0102 1428208
CIRCUIT CITY COM 172737108 1738 48124 SH DEFINED 0103 48124
CIRCUIT CITY COM 172737108 4315 119455 SH DEFINED 01 119455
CISCO SYSTEMS COM 17275R102 37238 600000 SH DEFINED 0130 600000
CISCO SYSTEMS COM 17275R102 9309 150000 SH DEFINED 0108 150000
CISCO SYSTEMS COM 17275R102 372375 6000000 SH DEFINED 0126 6000000
CISCO SYSTEMS COM 17275R102 99300 1600000 SH DEFINED 0111 1600000
CISCO SYSTEMS COM 17275R102 4146 66800 SH DEFINED 0124 66800
CISCO SYSTEMS COM 17275R102 2998 48300 SH DEFINED 0125 48300
CISCO SYSTEMS COM 17275R102 13654 220000 SH DEFINED 011622 220000
CISCO SYSTEMS COM 17275R102 27308 440000 SH DEFINED 011623 440000
CISCO SYSTEMS COM 17275R102 9930 160000 SH DEFINED 011619 160000
<PAGE> PAGE 18
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CISCO SYSTEMS COM 17275R102 1862 30000 SH DEFINED 011620 30000
CISCO SYSTEMS COM 17275R102 46547 750000 SH DEFINED 011614 750000
CISCO SYSTEMS COM 17275R102 241630 3893384 SH DEFINED 0102 3893384
CISCO SYSTEMS COM 17275R102 46075 742400 SH DEFINED 0131 742400
CISCO SYSTEMS COM 17275R102 11062 178243 SH DEFINED 0103 178243
CISCO SYSTEMS COM 17275R102 24416 393410 SH DEFINED 01 393410
CITICORP COM 173034109 290000 3200000 SH DEFINED 0126 3200000
CITICORP COM 173034109 18125 200000 SH DEFINED 011618 200000
CITICORP COM 173034109 2701 29800 SH DEFINED 011620 29800
CITICORP COM 173034109 118019 1302251 SH DEFINED 0102 1302251
CITICORP COM 173034109 6173 68116 SH DEFINED 0103 68116
CITICORP COM 173034109 1631 18000 SH DEFINED 01 18000
CLAYTON HOMES INC COM 184190106 9900 450000 SH DEFINED 0108 450000
CLAYTON HOMES INC COM 184190106 22746 1033900 SH DEFINED 0111 1033900
CLAYTON HOMES INC COM 184190106 24200 1100000 SH DEFINED 011618 1100000
CLAYTON HOMES INC COM 184190106 70888 3222077 SH DEFINED 0102 3222077
CLEAR CHANNEL COMMUN COM 184502102 3098 35000 SH DEFINED 011619 35000
CLEAR CHANNEL COMMUN COM 184502102 11948 135000 SH DEFINED 011614 135000
CLEAR CHANNEL COMMUN COM 184502102 42353 478550 SH DEFINED 0102 478550
CLEAR CHANNEL COMMUN COM 184502102 9770 110400 SH DEFINED 0131 110400
CLEAR CHANNEL COMMUN COM 184502102 1903 21500 SH DEFINED 0103 21500
CLEARNET COM WARRANT WARRANT 184902112 258 35640 SH DEFINED 0109 35640
CLEARNET COM WARRANT WARRANT 184902112 45 6270 SH DEFINED 011618 6270
CLEARNET COM WARRANT WARRANT 184902112 7 990 SH DEFINED 011620 990
CLOROX CO. COM 189054109 3413 35600 SH DEFINED 0124 35600
CLOROX CO. COM 189054109 336 3500 SH DEFINED 0125 3500
CLOROX CO. COM 189054109 14861 155000 SH DEFINED 0107 155000
CLOROX CO. COM 189054109 959 10000 SH DEFINED 011620 10000
CLOROX CO. COM 189054109 39 400 SH DEFINED 0102 400
CLOROX CO. COM 189054109 657 6844 SH DEFINED 0103 6844
COAST SAVINGS FIN'L COM 19039M106 198 6200 SH DEFINED 0124 6200
COASTAL CORP COM 190441105 10313 250000 SH DEFINED 0132 250000
COASTAL CORP COM 190441105 520 12617 SH DEFINED 0103 12617
COCA-COLA COM 191216100 30525 600000 SH DEFINED 0130 600000
COCA-COLA COM 191216100 162800 3200000 SH DEFINED 0126 3200000
COCA-COLA COM 191216100 61391 1206700 SH DEFINED 0111 1206700
COCA-COLA COM 191216100 24893 489300 SH DEFINED 0124 489300
COCA-COLA COM 191216100 14504 285100 SH DEFINED 0125 285100
COCA-COLA COM 191216100 10134 199200 SH DEFINED 011622 199200
COCA-COLA COM 191216100 20309 399200 SH DEFINED 011623 399200
COCA-COLA COM 191216100 36630 720000 SH DEFINED 011618 720000
COCA-COLA COM 191216100 1363 26800 SH DEFINED 011620 26800
COCA-COLA COM 191216100 22855 449260 SH DEFINED 0102 449260
COCA-COLA COM 191216100 17522 344419 SH DEFINED 0103 344419
COCA COLA ENTERPRISE COM 191219104 979 21632 SH DEFINED 0102 21632
COEURD'ARLENE MINES COM 192108108 197 13700 SH DEFINED 0124 13700
COGNEX CORP COM 192422103 236 14500 SH DEFINED 0124 14500
COHERENT INC COM 192479103 60 1700 SH DEFINED 0124 1700
COLLECTIVE BANCORP I COM 193901105 262 9200 SH DEFINED 0124 9200
COLGATE-PALMOLIVE COM 194162103 34750 400000 SH DEFINED 0130 400000
<PAGE> PAGE 19
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
COLGATE-PALMOLIVE COM 194162103 4344 50000 SH DEFINED 0124 50000
COLGATE-PALMOLIVE COM 194162103 3067 35300 SH DEFINED 0125 35300
COLGATE-PALMOLIVE COM 194162103 349 4000 SH DEFINED 0102 4000
COLGATE-PALMOLIVE COM 194162103 2000 23019 SH DEFINED 0103 23019
COLLABORATIVE CLINIC COM 194190104 1890 140000 SH DEFINED 011619 140000
COLUMBIA GAS SYSTEM COM 197648108 33600 600000 SH DEFINED 0130 600000
COLUMBIA GAS SYSTEM COM 197648108 16800 300000 SH DEFINED 0132 300000
COLUMBIA GAS SYSTEM COM 197648108 370 6614 SH DEFINED 0103 6614
COLUMBIA HEALTHCARE COM 197677107 21186 372500 SH DEFINED 0130 372500
COLUMBIA HEALTHCARE COM 197677107 2275 40000 SH DEFINED 011620 40000
COLUMBIA HEALTHCARE COM 197677107 3046 53558 SH DEFINED 0103 53558
COMAIR HLDGS INC COM 199789108 268 11400 SH DEFINED 0124 11400
COMCAST CORP CLA SPL COM 200300200 435 28315 SH DEFINED 0103 28315
COMERICA INC COM 200340107 719 13958 SH DEFINED 0103 13958
COMMERCIAL FED CORP COM 201647104 185 4300 SH DEFINED 0124 4300
COMMNET CELLULAR INC COM 202604104 193 6700 SH DEFINED 0124 6700
COMMWLTH ED $100 PVT PREFERRED STOCK 20279K2*7 7579 73580 SH DEFINED 0105 73580
COMMWLTH ED $100 PVT PREFERRED STOCK 20279K2*7 4317 41914 SH DEFINED 01 41914
COMMONWEALTH EDISON PREFERRED STOCK 2027953*9 7030 68250 SH DEFINED 0105 68250
COMMONWEALTH ALUM COM 202904108 7172 425000 SH DEFINED 0106 425000
COMMONWEALTH EDISON PREFERRED STOCK 202990925 3008 29203 SH DEFINED 01 29203
COMM&PWR IND 144A COM 20338A108 381 3500 SH DEFINED 0109 3500
COMMUNITY PSYCH CNTR COM 204015101 47 5059 SH DEFINED 0103 5059
BUENAVENTURA ADR COM 204448104 3531 184000 SH DEFINED 0135 184000
CHILE TELEPHONE CO COM 204449201 2416 25000 SH DEFINED 0135 25000
COMPAQ COMPUTER CORP COM 204493100 29818 465000 SH DEFINED 0130 465000
COMPAQ COMPUTER CORP COM 204493100 8016 125000 SH DEFINED 0108 125000
COMPAQ COMPUTER CORP COM 204493100 83363 1300000 SH DEFINED 0126 1300000
COMPAQ COMPUTER CORP COM 204493100 44888 700000 SH DEFINED 0111 700000
COMPAQ COMPUTER CORP COM 204493100 19590 305500 SH DEFINED 0124 305500
COMPAQ COMPUTER CORP COM 204493100 7009 109300 SH DEFINED 0125 109300
COMPAQ COMPUTER CORP COM 204493100 6413 100000 SH DEFINED 011622 100000
COMPAQ COMPUTER CORP COM 204493100 12825 200000 SH DEFINED 011623 200000
COMPAQ COMPUTER CORP COM 204493100 43284 675000 SH DEFINED 011618 675000
COMPAQ COMPUTER CORP COM 204493100 1860 29000 SH DEFINED 011620 29000
COMPAQ COMPUTER CORP COM 204493100 397715 6202187 SH DEFINED 0102 6202187
COMPAQ COMPUTER CORP COM 204493100 5419 84486 SH DEFINED 0103 84486
COMPAQ COMPUTER CORP COM 204493100 30461 475040 SH DEFINED 01 475040
COMPUTER ASSOC COM 204912109 17925 300000 SH DEFINED 0130 300000
COMPUTER ASSOC COM 204912109 7469 125000 SH DEFINED 0108 125000
COMPUTER ASSOC COM 204912109 125475 2100000 SH DEFINED 0126 2100000
COMPUTER ASSOC COM 204912109 16760 280500 SH DEFINED 0124 280500
COMPUTER ASSOC COM 204912109 6254 104675 SH DEFINED 0125 104675
COMPUTER ASSOC COM 204912109 13444 225000 SH DEFINED 011622 225000
COMPUTER ASSOC COM 204912109 33475 560250 SH DEFINED 011623 560250
COMPUTER ASSOC COM 204912109 37643 630000 SH DEFINED 011618 630000
COMPUTER ASSOC COM 204912109 253931 4249976 SH DEFINED 0102 4249976
COMPUTER ASSOC COM 204912109 8287 138700 SH DEFINED 0131 138700
COMPUTER ASSOC COM 204912109 5791 96914 SH DEFINED 0103 96914
COMPUTER ASSOC COM 204912109 24091 403200 SH DEFINED 01 403200
<PAGE> PAGE 20
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
COMP USA COM 204932107 11 200 SH DEFINED 0124 200
COMPUTER PRODUCTS COM 205300106 3172 145000 SH DEFINED 011619 145000
COMPUTER PRODUCTS COM 205300106 12906 590000 SH DEFINED 011614 590000
COMPUTER SCIENCES COM 205363104 99938 1300000 SH DEFINED 0126 1300000
COMPUTER SCIENCES COM 205363104 425 5530 SH DEFINED 0124 5530
COMPUTER SCIENCES COM 205363104 2998 39000 SH DEFINED 011620 39000
COMPUTER SCIENCES COM 205363104 242 3150 SH DEFINED 0102 3150
COMPUTER SCIENCES COM 205363104 13553 176300 SH DEFINED 0131 176300
COMPUTER SCIENCES COM 205363104 1298 16893 SH DEFINED 0103 16893
COMPUTER SCIENCES COM 205363104 5766 75000 SH DEFINED 01 75000
COMPUTER TASK GROUP COM 205477102 10427 335000 SH DEFINED 011614 335000
CONVERSE TECH INC COM 205862402 245 6300 SH DEFINED 0124 6300
CONAGRA COM 205887102 19700 400000 SH DEFINED 0130 400000
CONAGRA COM 205887102 13051 265000 SH DEFINED 0108 265000
CONAGRA COM 205887102 197000 4000000 SH DEFINED 0126 4000000
CONAGRA COM 205887102 7407 150400 SH DEFINED 0124 150400
CONAGRA COM 205887102 4098 83200 SH DEFINED 0125 83200
CONAGRA COM 205887102 19700 400000 SH DEFINED 011618 400000
CONAGRA COM 205887102 468 9500 SH DEFINED 0102 9500
CONAGRA COM 205887102 2087 42381 SH DEFINED 0103 42381
CONAGRA COM 205887102 7423 150730 SH DEFINED 01 150730
CONCORDIA PAPER COM 206575102 428 90000 SH DEFINED 0128 90000
CONE MLS CORP NC COM 206814105 83 10500 SH DEFINED 0124 10500
CONRAIL INC. COM 208368100 616 8525 SH DEFINED 0102 8525
CONRAIL INC. COM 208368100 678 9372 SH DEFINED 0103 9372
CONRAIL INC. COM 208368100 1109 15325 SH DEFINED 01 15325
CONSECO INC COM 208464107 394 7991 SH DEFINED 0124 7991
CONSOLIDATED EDISON COM 209111103 9158 330000 SH DEFINED 0124 330000
CONSOLIDATED EDISON COM 209111103 4487 161700 SH DEFINED 0125 161700
CONSOLIDATED EDISON COM 209111103 496 17900 SH DEFINED 0102 17900
CONSOLIDATED EDISON COM 209111103 1479 53311 SH DEFINED 0103 53311
CON FREIGHTWAYS COM 209237106 126 5150 SH DEFINED 0103 5150
CONSOLIDATED NAT GAS COM 209615103 2681 50000 SH DEFINED 0132 50000
CONSOLIDATED NAT GAS COM 209615103 600 11197 SH DEFINED 0103 11197
COOPER CAMERON COM 216640102 2582 45000 SH DEFINED 011619 45000
COOPER CAMERON COM 216640102 10614 185000 SH DEFINED 011614 185000
COOPER INDUSTRIES COM 216669101 559 12921 SH DEFINED 0103 12921
COOPER TIRE & RUBBER COM 216831107 214 9894 SH DEFINED 0103 9894
COORS ADOLPH COM 217016104 99 4503 SH DEFINED 0103 4503
CORAM HEALTHCARE COR COM 218103109 15641 4036400 SH DEFINED 011516 4036400
CORESTATES FINANCIAL COM 218695104 1147 26509 SH DEFINED 0103 26509
CORNING (DEL) MIPS PREFERRED STOCK 219319209 12430 220000 SH DEFINED 0107 220000
CORNING INC COM 219350105 1077 27617 SH DEFINED 0103 27617
CORPORATE EXPRESS COM 219888104 30040 772750 SH DEFINED 0102 772750
CORPORATE EXPRESS COM 219888104 15274 392900 SH DEFINED 0131 392900
CORPORATE EXPRESS COM 219888104 1645 42300 SH DEFINED 0103 42300
CORRECTIONS CORP COM 220256101 238 7600 SH DEFINED 0124 7600
COVENTRY CORPORATION COM 222853103 98 8200 SH DEFINED 0124 8200
COX RADIO INC COM 224051102 550 25000 SH DEFINED 0102 25000
COX RADIO INC COM 224051102 673 30600 SH DEFINED 0131 30600
<PAGE> PAGE 21
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CRANE CO. COM 224399105 163 3666 SH DEFINED 0103 3666
CREDITT LYON CAP COM 225386101 0 1 SH DEFINED 0103 1
CRESTAR FINANCIAL CO COM 226091106 8 133 SH DEFINED 0102 133
CROSS CONT AUTO RETL COM 227480100 585 25400 SH DEFINED 0102 25400
CROSS CONT AUTO RETL COM 227480100 637 27700 SH DEFINED 0131 27700
CROSS CONT AUTO RETL COM 227480100 41 1800 SH DEFINED 0103 1800
CROSS TIMBER COM 227573102 166 6900 SH DEFINED 0124 6900
CROWN CORK & SEAL COM 228255105 27675 600000 SH DEFINED 0130 600000
CROWN CORK & SEAL COM 228255105 13146 285000 SH DEFINED 0108 285000
CROWN CORK & SEAL COM 228255105 6767 146700 SH DEFINED 0126 146700
CROWN CORK & SEAL COM 228255105 17980 389800 SH DEFINED 0124 389800
CROWN CORK & SEAL COM 228255105 10300 223300 SH DEFINED 0125 223300
CROWN CORK & SEAL COM 228255105 36900 800000 SH DEFINED 011516 800000
CROWN CORK & SEAL COM 228255105 35747 775000 SH DEFINED 011618 775000
CROWN CORK & SEAL COM 228255105 2191 47500 SH DEFINED 011620 47500
CROWN CORK & SEAL COM 228255105 175936 3814307 SH DEFINED 0102 3814307
CROWN CORK & SEAL COM 228255105 3307 71677 SH DEFINED 0103 71677
CROWN CORK & SEAL COM 228255105 13814 299500 SH DEFINED 01 299500
CROWN PKG WTS WARRANT 228443115 50 10000 SH DEFINED 0109 10000
CULLEN FROST BANKERS COM 229899109 175 5800 SH DEFINED 0124 5800
CULLIGAN WATER COM 230029100 19687 519750 SH DEFINED 0102 519750
CULLIGAN WATER COM 230029100 7018 185300 SH DEFINED 0131 185300
CULLIGAN WATER COM 230029100 890 23500 SH DEFINED 0103 23500
CUMMINS ENGINE COM 231021106 191 4845 SH DEFINED 0103 4845
CYGNUS INC COM COM 232560102 75 4400 SH DEFINED 0124 4400
CYLINK COM 232565101 7202 501000 SH DEFINED 011516 501000
CYMER INC COM 232572107 170 9500 SH DEFINED 0102 9500
CYMER INC COM 232572107 193 10900 SH DEFINED 0131 10900
CYMER INC COM 232572107 20 1100 SH DEFINED 0103 1100
CYPRUS AMAX MINERALS COM 232809103 237 11007 SH DEFINED 0103 11007
CYRIX CORP COM 232815100 75 4600 SH DEFINED 0124 4600
CYTEC INDUSTRIES COM 232820100 583 15000 SH DEFINED 0124 15000
DQE COM 23329J104 8363 300000 SH DEFINED 0132 300000
DPL INC COM 233293109 12856 550000 SH DEFINED 0132 550000
DPL INC COM 233293109 12883 551155 SH DEFINED 0103 551155
DSC COMMUNICATIONS COM 233311109 347 13860 SH DEFINED 0103 13860
DST SYSTEMS COM 233326107 18311 572250 SH DEFINED 0102 572250
DST SYSTEMS COM 233326107 538 16800 SH DEFINED 0103 16800
DTE ENERGY COMPANY COM 233331107 486 17362 SH DEFINED 0103 17362
DAILEY PETRO SVCS COM 23380G106 2188 250000 SH DEFINED 011619 250000
DAIMLER-BENZ AG ADR COM 233829308 4144 75000 SH DEFINED 0135 75000
DAIRY MART WARRANTS WARRANT 2338602*5 155 51666 SH DEFINED 0104 51666
DAIRY MART WARRANTS WARRANT 2338602*5 934 311333 SH DEFINED 0109 311333
DAIRY MART WARRANTS WARRANT 2338602*5 30 10000 SH DEFINED 011621 10000
DALLAS SEMICONDUCTOR COM 235204104 75 4100 SH DEFINED 0124 4100
DANA CORP COM 235811106 368 12159 SH DEFINED 0103 12159
DANAHER CORP COM 235851102 9309 225000 SH DEFINED 0108 225000
DANAHER CORP COM 235851102 6206 150000 SH DEFINED 0128 150000
DANKA BUSINESS SYS P COM 236277109 59625 1500000 SH DEFINED 0111 1500000
DANKA BUSINESS SYS P COM 236277109 5366 135000 SH DEFINED 011622 135000
<PAGE> PAGE 22
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
DANKA BUSINESS SYS P COM 236277109 11925 300000 SH DEFINED 011623 300000
DANKA BUSINESS SYS P COM 236277109 240 6000 SH DEFINED 0102 6000
DARDEN RESTAURANT COM 237194105 163 18850 SH DEFINED 0103 18850
DASSAULT ADS COM 237545108 151 3600 SH DEFINED 01 3600
DATA GENERAL COM 237688106 64 4537 SH DEFINED 0103 4537
DATA I/O COM 237690102 0 1 SH DEFINED 0103 1
DATA PROCESSING RES COM 237823109 7755 352500 SH DEFINED 011516 352500
DAYTON HUDSON CORP COM 239753106 853 25848 SH DEFINED 0103 25848
DEBEERS CONS MINES COM 240253302 6200 200000 SH DEFINED 0128 200000
DEAN WITTER COM 24240V101 30250 550000 SH DEFINED 0113 550000
DEAN WITTER COM 24240V101 3366 61200 SH DEFINED 0124 61200
DEAN WITTER COM 24240V101 688 12500 SH DEFINED 0125 12500
DEAN WITTER COM 24240V101 22000 400000 SH DEFINED 011618 400000
DEAN WITTER COM 24240V101 238 4300 SH DEFINED 0102 4300
DEAN WITTER COM 24240V101 28122 511300 SH DEFINED 0131 511300
DEAN WITTER COM 24240V101 2683 48769 SH DEFINED 0103 48769
DEERE & COMPANY COM 244199105 42000 1000000 SH DEFINED 0130 1000000
DEERE & COMPANY COM 244199105 5250 125000 SH DEFINED 0108 125000
DEERE & COMPANY COM 244199105 126000 3000000 SH DEFINED 0126 3000000
DEERE & COMPANY COM 244199105 50400 1200000 SH DEFINED 0111 1200000
DEERE & COMPANY COM 244199105 15847 377300 SH DEFINED 0124 377300
DEERE & COMPANY COM 244199105 8287 197300 SH DEFINED 0125 197300
DEERE & COMPANY COM 244199105 7182 171000 SH DEFINED 011622 171000
DEERE & COMPANY COM 244199105 12348 294000 SH DEFINED 011623 294000
DEERE & COMPANY COM 244199105 11802 281000 SH DEFINED 011516 281000
DEERE & COMPANY COM 244199105 36960 880000 SH DEFINED 011618 880000
DEERE & COMPANY COM 244199105 63553 1512901 SH DEFINED 0102 1512901
DEERE & COMPANY COM 244199105 3307 78765 SH DEFINED 0103 78765
DEERE & COMPANY COM 244199105 9489 225940 SH DEFINED 01 225940
DEKALB GNETICS CL B COM 244878203 92 2700 SH DEFINED 0124 2700
DELL COMPUTER CORP COM 247025109 8 100 SH DEFINED 0125 100
DELL COMPUTER CORP COM 247025109 839 10797 SH DEFINED 0103 10797
DELTA AIR LINES COM 247361108 681 9457 SH DEFINED 0103 9457
DELUXE CORPORATION COM 248019101 1748 46300 SH DEFINED 0124 46300
DELUXE CORPORATION COM 248019101 95 2500 SH DEFINED 0102 2500
DELUXE CORPORATION COM 248019101 513 13575 SH DEFINED 0103 13575
DEPARTMENT 56 COM 249509100 4975 200000 SH DEFINED 0128 200000
DEPOSIT GTY CORP COM 249555103 154 3200 SH DEFINED 0124 3200
DESC SOCIEDAD INDUST COM 250309101 4339 195000 SH DEFINED 0135 195000
DESC SOCIEDAD INDUST COM 250309101 2797 125700 SH DEFINED 011619 125700
DESK TOP DATA COM 25057H101 1305 45000 SH DEFINED 011619 45000
DEVELOPERS DIV RLTY CONV BOND 251591AA1 3579 3500000 PRN DEFINED 0104 3500000
DEVELOPERS DIV RLTY CONV BOND 251591AA1 1534 1500000 PRN DEFINED 011621 1500000
DEVELOPERS DIV COM 251591103 9638 300000 SH DEFINED 0113 300000
DEVELOPERS DIV COM 251591103 9638 300000 SH DEFINED 0131 300000
DEVON ENERGY COM 251799102 6375 250000 SH DEFINED 0106 250000
DEVON ENERGY COM 251799102 89 3500 SH DEFINED 0124 3500
DEVON ENERGY COM 251799102 9621 377300 SH DEFINED 0102 377300
DEVON ENERGY COM 251799102 339 13300 SH DEFINED 0103 13300
DEVRY INC. COM 251893103 378 8300 SH DEFINED 0124 8300
<PAGE> PAGE 23
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
DIAGNOSTIC PRODUCTS COM 252450101 10369 275600 SH DEFINED 011516 275600
DIAMOND OFFSHORE DRI COM 25271C102 6875 125000 SH DEFINED 011614 125000
DIEBOLD INC. COM 253651103 4261 73000 SH DEFINED 0128 73000
DIGI INTL INC COM COM 253798102 104 7300 SH DEFINED 0124 7300
DIGITAL EQUIPMENT COM 253849103 655 18322 SH DEFINED 0103 18322
DIGITAL MICROWAVE COM 253859102 55 2400 SH DEFINED 0124 2400
DIGITAL GENERATION S COM 253921100 4813 500000 SH DEFINED 011516 500000
DILLARD DEPT CLASS A COM 254063100 437 13553 SH DEFINED 0103 13553
DIME BANCORP INC COM 25429Q102 3076 230000 SH DEFINED 011619 230000
DIME BANCORP INC COM 25429Q102 12038 900000 SH DEFINED 011614 900000
DIMON INC COM 254394109 1109 58000 SH DEFINED 011620 58000
DIONEX COM 254546104 76 2000 SH DEFINED 0124 2000
DISCOUNT AUTO PARTS COM 254642101 156 6100 SH DEFINED 0124 6100
DISNEY WALT CO COM 254687106 19013 300000 SH DEFINED 0130 300000
DISNEY WALT CO COM 254687106 31688 500000 SH DEFINED 0111 500000
DISNEY WALT CO COM 254687106 5704 90000 SH DEFINED 011622 90000
DISNEY WALT CO COM 254687106 12675 200000 SH DEFINED 011623 200000
DISNEY WALT CO COM 254687106 12675 200000 SH DEFINED 011618 200000
DISNEY WALT CO COM 254687106 228 3600 SH DEFINED 0102 3600
DISNEY WALT CO COM 254687106 5143 81146 SH DEFINED 0103 81146
DISNEY WALT CO COM 254687106 2028 32000 SH DEFINED 01 32000
DOLLAR GENERAL COM 256669102 22569 725100 SH DEFINED 011618 725100
DOLLAR GENERAL COM 256669102 3891 125000 SH DEFINED 011619 125000
DOLLAR GENERAL COM 256669102 311 10000 SH DEFINED 011620 10000
DOLLAR GENERAL COM 256669102 16341 525000 SH DEFINED 011614 525000
DOLLAR GENERAL COM 256669102 79 2550 SH DEFINED 0102 2550
DOLLAR GENERAL COM 256669102 4379 140700 SH DEFINED 0131 140700
DOLLAR GENERAL COM 256669102 205 6600 SH DEFINED 0103 6600
DOMINION RES INC VA COM 257470104 7739 205000 SH DEFINED 0124 205000
DOMINION RES INC VA COM 257470104 3835 101600 SH DEFINED 0125 101600
DOMINION RES INC VA COM 257470104 435 11500 SH DEFINED 0102 11500
DOMINION RES INC VA COM 257470104 1412 37402 SH DEFINED 0103 37402
DONNELLEY (RR)&SONS COM 257867101 594 18420 SH DEFINED 0103 18420
DOVER CORP COM 260003108 124802 2613651 SH DEFINED 0103 2613651
DOW CHEMICAL COM 260543103 36113 450000 SH DEFINED 0113 450000
DOW CHEMICAL COM 260543103 10834 135000 SH DEFINED 0107 135000
DOW CHEMICAL COM 260543103 28088 350000 SH DEFINED 0131 350000
DOW CHEMICAL COM 260543103 3604 44911 SH DEFINED 0103 44911
DOW CHEMICAL COM 260543103 6741 84000 SH DEFINED 01 84000
DOW JONES & CO COM 260561105 430 11635 SH DEFINED 0103 11635
THE DRESS BARN COM 261570105 80 7400 SH DEFINED 0124 7400
DRESSER INDUSTRIES COM 261597108 646 21726 SH DEFINED 0103 21726
DRIEFONTEIN CON ADR COM 262026503 1040 100000 SH DEFINED 0127 100000
DREYFUS MONEY MARKET COM 262904204 4 3813 SH DEFINED 01 3813
E I DUPONT COM 263534109 26475 300000 SH DEFINED 0130 300000
E I DUPONT COM 263534109 18974 215000 SH DEFINED 0107 215000
E I DUPONT COM 263534109 74 840 SH DEFINED 0102 840
E I DUPONT COM 263534109 5917 67053 SH DEFINED 0103 67053
DUKE POWER COMPANY COM 264399106 9325 200000 SH DEFINED 0132 200000
DUKE POWER COMPANY COM 264399106 9791 210000 SH DEFINED 0107 210000
<PAGE> PAGE 24
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
DUKE POWER COMPANY COM 264399106 1143 24509 SH DEFINED 0103 24509
DUKE POWER COMPANY COM 264399106 2098 45000 SH DEFINED 01 45000
DUKE REALTY COM 264411505 4894 150000 SH DEFINED 0132 150000
DUKE REALTY COM 264411505 5546 170000 SH DEFINED 0107 170000
DUKE REALTY COM 264411505 7178 220000 SH DEFINED 011618 220000
DUN & BRADSTREET CP COM 264830100 1212 20330 SH DEFINED 0103 20330
DURA AUTOMOTIVE SYST COM 265903104 3939 211500 SH DEFINED 0128 211500
DUPONT PHOTO COM 26613X101 630 22500 SH DEFINED 0111 22500
DURACELL COM 26633L103 12825 200000 SH DEFINED 0130 200000
DURACELL COM 26633L103 9574 149305 SH DEFINED 01 149305
DYNATECH, CORP COM 268138104 329 7200 SH DEFINED 0124 7200
DYNATECH, CORP COM 268138104 2974 65000 SH DEFINED 011619 65000
DYNATECH, CORP COM 268138104 11895 260000 SH DEFINED 011614 260000
E G & G INC COM 268457108 100 5576 SH DEFINED 0103 5576
EMC CORPORATION COM 268648102 617 27285 SH DEFINED 0103 27285
ENSCO INTL INC COM 26874Q100 16282 500900 SH DEFINED 0102 500900
ENSCO INTL INC COM 26874Q100 429 13200 SH DEFINED 0103 13200
E TRADE COM 269246104 104 7900 SH DEFINED 01 7900
EAGLE HARDWARE & GAR COM 26959B101 1671 61900 SH DEFINED 011619 61900
EAGLE HARDWARE & GAR COM 26959B101 6947 257300 SH DEFINED 011614 257300
EAGLE HARDWARE & GAR COM 26959B101 3114 115300 SH DEFINED 0102 115300
EAGLE HARDWARE & GAR COM 26959B101 4244 157200 SH DEFINED 0131 157200
EAGLE HARDWARE & GAR COM 26959B101 305 11300 SH DEFINED 0103 11300
EARTHGRAINS COM 270319106 62 1600 SH DEFINED 0124 1600
EASTERN ENTERPRISES COM 27637F100 94 2487 SH DEFINED 0103 2487
EASTERN UTILS ASSOC COM 277173100 189 11200 SH DEFINED 0124 11200
EASTMAN CHEMICAL CO COM 277432100 554 9489 SH DEFINED 0103 9489
EASTMAN KODAK COM 277461109 3248 41380 SH DEFINED 0103 41380
EATON CORP COM 278058102 562 9308 SH DEFINED 0103 9308
EATON VANCE COM 278265103 202 5200 SH DEFINED 0124 5200
ECHLIN INC COM 278749106 231 7350 SH DEFINED 0103 7350
ECHO BAY MINES LTD COM 278751102 136 15433 SH DEFINED 0103 15433
ECHOSTAR COMMUN CORP COM 278762109 2725 100000 SH DEFINED 0109 100000
ECOLAB, INC. COM 278865100 6345 188000 SH DEFINED 0128 188000
ECOLAB, INC. COM 278865100 187 5550 SH DEFINED 0102 5550
ECOLAB, INC. COM 278865100 10719 317600 SH DEFINED 0131 317600
ECOLAB, INC. COM 278865100 707 20927 SH DEFINED 0103 20927
EDISON INTL COM 281020107 28600 1600000 SH DEFINED 0113 1600000
EDISON INTL COM 281020107 9831 550000 SH DEFINED 0132 550000
EDISON INTL COM 281020107 13245 741000 SH DEFINED 0124 741000
EDISON INTL COM 281020107 7493 419200 SH DEFINED 0125 419200
EDISON INTL COM 281020107 856 47900 SH DEFINED 0102 47900
EDISON INTL COM 281020107 17875 1000000 SH DEFINED 0131 1000000
EDISON INTL COM 281020107 2938 164354 SH DEFINED 0103 164354
EL PASO NATURAL GAS COM 283695872 4400 100000 SH DEFINED 0132 100000
ELECTRONIC ARTS INC COM 285512109 2616 70000 SH DEFINED 011619 70000
ELECTRONIC ARTS INC COM 285512109 10428 279000 SH DEFINED 011614 279000
ELECTRONIC ARTS INC COM 285512109 312 8321 SH DEFINED 0102 8321
ELECTRONIC ARTS INC COM 285512109 411 11000 SH DEFINED 01 11000
ELECTRONIC DATA SYST COM 285661104 21481 350000 SH DEFINED 0130 350000
<PAGE> PAGE 25
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ANDINA COM 29081P105 70 2011 SH DEFINED 0102 2011
EMCOR Z WTS COM 29084Q134 0 3168 SH DEFINED 0103 3168
EMERSON ELECTRIC COM 291011104 27038 300000 SH DEFINED 0130 300000
EMERSON ELECTRIC COM 291011104 12167 135000 SH DEFINED 0108 135000
EMERSON ELECTRIC COM 291011104 148706 1650000 SH DEFINED 0126 1650000
EMERSON ELECTRIC COM 291011104 38303 425000 SH DEFINED 0113 425000
EMERSON ELECTRIC COM 291011104 41800 463800 SH DEFINED 0124 463800
EMERSON ELECTRIC COM 291011104 22594 250700 SH DEFINED 0125 250700
EMERSON ELECTRIC COM 291011104 17205 190900 SH DEFINED 0107 190900
EMERSON ELECTRIC COM 291011104 45063 500000 SH DEFINED 011516 500000
EMERSON ELECTRIC COM 291011104 45063 500000 SH DEFINED 011618 500000
EMERSON ELECTRIC COM 291011104 4236 47000 SH DEFINED 011620 47000
EMERSON ELECTRIC COM 291011104 202284 2244452 SH DEFINED 0102 2244452
EMERSON ELECTRIC COM 291011104 27038 300000 SH DEFINED 0131 300000
EMERSON ELECTRIC COM 291011104 7320 81207 SH DEFINED 0103 81207
EMERSON ELECTRIC COM 291011104 10843 120305 SH DEFINED 01 120305
EMISPERE COM 291345106 521 31800 SH DEFINED 011619 31800
EMISPERE COM 291345106 2099 128200 SH DEFINED 011614 128200
EMMIS BROADCASTING C COM 291525103 2544 55000 SH DEFINED 011619 55000
EMMIS BROADCASTING C COM 291525103 10638 230000 SH DEFINED 011614 230000
EMMIS BROADCASTING C COM 291525103 199 4300 SH DEFINED 0102 4300
EMMIS BROADCASTING C COM 291525103 11507 248800 SH DEFINED 0131 248800
EMMIS BROADCASTING C COM 291525103 541 11700 SH DEFINED 0103 11700
EMPIRE DISTRICT ELEC COM 291641108 9227 492084 SH DEFINED 0103 492084
ENDESA ADS COM 29244T101 1587 84100 SH DEFINED 011617 84100
EMPRESAS ICA S COM 292448107 3050 200000 SH DEFINED 0128 200000
EMPRESAS ICA S COM 292448107 6100 400000 SH DEFINED 0135 400000
EMPRESAS ICA S COM 292448107 3736 245000 SH DEFINED 011619 245000
EMPRESAS ICA S COM 292448107 13725 900000 SH DEFINED 011614 900000
EMPRESAS ICA S COM 292448107 470 30788 SH DEFINED 0102 30788
ENERGY BIO 144A $50 CONV PFD STOCK 29265L201 1400 35000 SH DEFINED 011614 35000
ENERGY AFRICA GDS COM 29266E107 1387 98200 SH DEFINED 0135 98200
ENERSIS -SPON ADR COM 29274F104 6450 200000 SH DEFINED 0132 200000
ENERSIS -SPON ADR COM 29274F104 5805 180000 SH DEFINED 0135 180000
ENGELHARD CORP COM 292845104 37 1600 SH DEFINED 0125 1600
ENGELHARD CORP COM 292845104 391 16994 SH DEFINED 0103 16994
ENHANCE FINANCIAL SV COM 293310108 251 7600 SH DEFINED 0124 7600
ENRON CORP COM 293561106 10188 250000 SH DEFINED 0132 250000
ENRON CORP COM 293561106 1225 30058 SH DEFINED 0103 30058
ENRON OIL & GAS CO COM 293562104 8084 325000 SH DEFINED 0108 325000
ENRON OIL & GAS CO COM 293562104 36945 1485136 SH DEFINED 0102 1485136
ENRON OIL & GAS CO COM 293562104 11970 481200 SH DEFINED 0131 481200
ENRON OIL & GAS CO COM 293562104 1883 75700 SH DEFINED 0103 75700
ENSERCH CORP COM 293567103 169 8112 SH DEFINED 0103 8112
ENTERGY CORP COM 29364G103 4050 150000 SH DEFINED 0132 150000
ENTERGY CORP COM 29364G103 736 27277 SH DEFINED 0103 27277
ENVOY CORP COM 293982104 70 1800 SH DEFINED 0124 1800
ENZO BIOCHEM COM 294100102 166 9300 SH DEFINED 0124 9300
EPIC VS LARGE CO COM 294299995 539 31250 SH DEFINED 0102 31250
EQUIFAX INC COM 294429105 2506 95000 SH DEFINED 011619 95000
<PAGE> PAGE 26
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
EQUIFAX INC COM 294429105 11209 425000 SH DEFINED 011614 425000
EQUITABLE COS INC COM 29444G107 1 22 SH DEFINED 0116 22
EQUITY RESIDENTIAL COM 29476L107 16088 450000 SH DEFINED 0113 450000
EQUITY RESIDENTIAL COM 29476L107 3575 100000 SH DEFINED 0132 100000
EQUITY RESIDENTIAL COM 29476L107 9831 275000 SH DEFINED 011618 275000
EQUITY RESIDENTIAL COM 29476L107 787 22000 SH DEFINED 0103 22000
ERICSSON LM 'B' ADR COM 294821400 96425 3800000 SH DEFINED 0126 3800000
ERICSSON LM 'B' ADR COM 294821400 38063 1500000 SH DEFINED 0111 1500000
ERICSSON LM 'B' ADR COM 294821400 7613 300000 SH DEFINED 0132 300000
ERICSSON LM 'B' ADR COM 294821400 6344 250000 SH DEFINED 011622 250000
ERICSSON LM 'B' ADR COM 294821400 15225 600000 SH DEFINED 011623 600000
ERICSSON LM 'B' ADR COM 294821400 36794 1450000 SH DEFINED 011618 1450000
ERICSSON LM 'B' ADR COM 294821400 32102 1265022 SH DEFINED 0102 1265022
ERICSSON LM 'B' ADR COM 294821400 897 35350 SH DEFINED 0103 35350
ERICSSON LM 'B' ADR COM 294821400 11114 438000 SH DEFINED 01 438000
ERICSSON LM ADR'S COM 294821509 30938 9000000 SH DEFINED 0130 9000000
ETHAN ALLEN COM 297602104 255 8200 SH DEFINED 0124 8200
EVEREST REINSURANCE COM 299808105 13281 536600 SH DEFINED 0130 536600
EVEREST REINSURANCE COM 299808105 7425 300000 SH DEFINED 011516 300000
EVEREST REINSURANCE COM 299808105 2475 100000 SH DEFINED 011619 100000
EVEREST REINSURANCE COM 299808105 6188 250000 SH DEFINED 011614 250000
EVEREST REINSURANCE COM 299808105 46938 1896445 SH DEFINED 0102 1896445
EVEREST REINSURANCE COM 299808105 4886 197400 SH DEFINED 0131 197400
EVEREST REINSURANCE COM 299808105 252 10200 SH DEFINED 0103 10200
EXABYTE CORP COM 300615101 4650 310000 SH DEFINED 0128 310000
EXABYTE CORP COM 300615101 6750 450000 SH DEFINED 0106 450000
EXECUTIVE RISK COM 301586103 5001 129900 SH DEFINED 0128 129900
EXPEDITORS INTL WASH COM 302130109 67 1900 SH DEFINED 0124 1900
EXPRESS SCRIPT COM 302182100 127 3500 SH DEFINED 0124 3500
EXPRESS SCRIPT COM 302182100 254 7001 SH DEFINED 0102 7001
EXXON COM 302290101 83250 1000000 SH DEFINED 0126 1000000
EXXON COM 302290101 20813 250000 SH DEFINED 0113 250000
EXXON COM 302290101 12904 155000 SH DEFINED 0107 155000
EXXON COM 302290101 20813 250000 SH DEFINED 0131 250000
EXXON COM 302290101 12871 154595 SH DEFINED 0103 154595
EYE CARE CTR WTS'03 WARRANT 302294137 45 3000 SH DEFINED 011621 3000
F & M BANCORPORATION COM 302371109 1420 45810 SH DEFINED 0128 45810
FMC CORP COM 302491303 302 4447 SH DEFINED 0103 4447
FPL GROUP INC. COM 302571104 12975 300000 SH DEFINED 0132 300000
FPL GROUP INC. COM 302571104 9515 220000 SH DEFINED 0107 220000
FPL GROUP INC. COM 302571104 2163 50000 SH DEFINED 011618 50000
FPL GROUP INC. COM 302571104 779 18000 SH DEFINED 011620 18000
FPL GROUP INC. COM 302571104 951 21984 SH DEFINED 0103 21984
FAIR ISAAC & CO INC COM 303250104 74 1900 SH DEFINED 0124 1900
FALCON BUILDING COM 305916108 2860 220000 SH DEFINED 011619 220000
FEDERAL EXPRESS COM 313309106 540 6814 SH DEFINED 0103 6814
FED HOME LOAN MTG CP COM 313400301 7448 76100 SH DEFINED 0124 76100
FED HOME LOAN MTG CP COM 313400301 4532 46300 SH DEFINED 0125 46300
FED HOME LOAN MTG CP COM 313400301 519 5300 SH DEFINED 0102 5300
FED HOME LOAN MTG CP COM 313400301 3175 32438 SH DEFINED 0103 32438
<PAGE> PAGE 27
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
FEDERAL NATL MTGE COM 313586109 16043 460000 SH DEFINED 0107 460000
FEDERAL NATL MTGE COM 313586109 20925 600000 SH DEFINED 011618 600000
FEDERAL NATL MTGE COM 313586109 57116 1637844 SH DEFINED 0102 1637844
FEDERAL NATL MTGE COM 313586109 5579 159959 SH DEFINED 0103 159959
FEDERAL SIGNAL CORP COM 313855108 2171 90000 SH DEFINED 011620 90000
FEDERATED DPT STORES COM 31410H101 6700 200000 SH DEFINED 0108 200000
FEDERATED DPT STORES COM 31410H101 53600 1600000 SH DEFINED 0126 1600000
FEDERATED DPT STORES COM 31410H101 11283 336800 SH DEFINED 0124 336800
FEDERATED DPT STORES COM 31410H101 6204 185200 SH DEFINED 0125 185200
FEDERATED DPT STORES COM 31410H101 33500 1000000 SH DEFINED 011516 1000000
FEDERATED DPT STORES COM 31410H101 70538 2105547 SH DEFINED 0102 2105547
FEDERATED DPT STORES COM 31410H101 2576 76870 SH DEFINED 0103 76870
FEDERATED DPT STORES COM 31410H101 7103 212000 SH DEFINED 01 212000
FELCOR HOTEL COM 314305103 7256 225000 SH DEFINED 0107 225000
FIDELITY MAGELLAN FD COM 316184100 5 62 SH DEFINED 01 62
FIFTH THIRD BANCORP COM 316773100 711 12238 SH DEFINED 0103 12238
FILENET CORP COM 316869106 84 3300 SH DEFINED 0124 3300
FINOVA GROUP INC. COM 317928109 19500 325000 SH DEFINED 0106 325000
FINOVA GROUP INC. COM 317928109 1770 29500 SH DEFINED 01 29500
FIRST AMER FINL CP C COM 318522307 91 2600 SH DEFINED 0124 2600
FIRST AMERICAN PRIME COM 318901998 0 1 SH DEFINED 0102 1
FIRST BANK SYSTEM COM 319279105 201 3000 SH DEFINED 0102 3000
FIRST BANK SYSTEM COM 319279105 1129 16879 SH DEFINED 0103 16879
FIRST CHICAGO NBD COM 31945A100 18100 400000 SH DEFINED 0130 400000
FIRST CHICAGO NBD COM 31945A100 8380 185200 SH DEFINED 0124 185200
FIRST CHICAGO NBD COM 31945A100 4273 94431 SH DEFINED 0125 94431
FIRST CHICAGO NBD COM 31945A100 7919 175000 SH DEFINED 0107 175000
FIRST CHICAGO NBD COM 31945A100 2 50 SH DEFINED 011623 50
FIRST CHICAGO NBD COM 31945A100 31675 700000 SH DEFINED 011516 700000
FIRST CHICAGO NBD COM 31945A100 662 14629 SH DEFINED 0102 14629
FIRST CHICAGO NBD COM 31945A100 2401 53046 SH DEFINED 0103 53046
FIRST CHI SRV 50 NBD CONV PFD STOCK 31945A407 9806 129450 SH DEFINED 01 129450
FIRST COMMERCIAL COR COM 319825105 35 1000 SH DEFINED 0124 1000
FIRST DATA CORP COM 319963104 187738 2300000 SH DEFINED 0126 2300000
FIRST DATA CORP COM 319963104 76267 934360 SH DEFINED 0111 934360
FIRST DATA CORP COM 319963104 931 11400 SH DEFINED 0124 11400
FIRST DATA CORP COM 319963104 441 5400 SH DEFINED 0125 5400
FIRST DATA CORP COM 319963104 8181 100228 SH DEFINED 011622 100228
FIRST DATA CORP COM 319963104 18226 223294 SH DEFINED 011623 223294
FIRST DATA CORP COM 319963104 32650 400000 SH DEFINED 011618 400000
FIRST DATA CORP COM 319963104 3265 40000 SH DEFINED 011619 40000
FIRST DATA CORP COM 319963104 1633 20000 SH DEFINED 011620 20000
FIRST DATA CORP COM 319963104 20406 250000 SH DEFINED 011614 250000
FIRST DATA CORP COM 319963104 30569 374580 SH DEFINED 0102 374580
FIRST DATA CORP COM 319963104 9709 118942 SH DEFINED 0131 118942
FIRST DATA CORP COM 319963104 2453 30055 SH DEFINED 0103 30055
FIRST DATA CORP COM 319963104 6857 84000 SH DEFINED 01 84000
FIRST FINL CORP WIS COM 320227101 110 4600 SH DEFINED 0124 4600
FIRST MICHIGAN BANK COM 320859101 20 800 SH DEFINED 0124 800
FIRST MISS CORP COM 320891104 86 3200 SH DEFINED 0124 3200
<PAGE> PAGE 28
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
FIRST UNION CORP COM 337358105 26700 400000 SH DEFINED 0130 400000
FIRST UNION CORP COM 337358105 10013 150000 SH DEFINED 0108 150000
FIRST UNION CORP COM 337358105 35044 525000 SH DEFINED 0113 525000
FIRST UNION CORP COM 337358105 6481 97100 SH DEFINED 0124 97100
FIRST UNION CORP COM 337358105 4305 64500 SH DEFINED 0125 64500
FIRST UNION CORP COM 337358105 22028 330000 SH DEFINED 0107 330000
FIRST UNION CORP COM 337358105 1902 28500 SH DEFINED 011620 28500
FIRST UNION CORP COM 337358105 570 8530 SH DEFINED 0102 8530
FIRST UNION CORP COM 337358105 26700 400000 SH DEFINED 0131 400000
FIRST UNION CORP COM 337358105 4092 61296 SH DEFINED 0103 61296
FIRST VIRGINIA BANK COM 337477103 7047 162000 SH DEFINED 0128 162000
FISERV INC COM 337738108 9563 250000 SH DEFINED 0106 250000
FISERV INC COM 337738108 43988 1150000 SH DEFINED 011516 1150000
FISERV INC COM 337738108 3071 80300 SH DEFINED 011619 80300
FISERV INC COM 337738108 13464 352000 SH DEFINED 011614 352000
FISERV INC COM 337738108 601 15694 SH DEFINED 0102 15694
FISERV INC COM 337738108 1301 34000 SH DEFINED 01 34000
FIRSTMERIT CORP COM 337915102 90 2800 SH DEFINED 0124 2800
FISHER SCIENTIFIC IN COM 338032105 6188 150000 SH DEFINED 0106 150000
FISHER SCIENTIFIC IN COM 338032105 210 5100 SH DEFINED 0124 5100
FISHER SCIENTIFIC IN COM 338032105 24750 600000 SH DEFINED 011516 600000
FLAGSTAR COMPANIES COM 338471105 1990 964734 SH DEFINED 0103 964734
FLEET FINANCIAL GRP COM 338915101 15746 353850 SH DEFINED 0113 353850
FLEET FINANCIAL GRP COM 338915101 9839 221100 SH DEFINED 0131 221100
FLEET FINANCIAL GRP COM 338915101 1793 40281 SH DEFINED 0103 40281
FLEETWOOD ENTERPRISE COM 339099103 127 4144 SH DEFINED 0103 4144
FLEMING CO COM 339130106 78 4463 SH DEFINED 0103 4463
FLORIDA PROGRESS COM 341109106 1190 35000 SH DEFINED 01 35000
JOHN FLUKE MFG COM 343856100 133 3600 SH DEFINED 0124 3600
FLUOR CORP COM 343861100 12300 200000 SH DEFINED 0108 200000
FLUOR CORP COM 343861100 98400 1600000 SH DEFINED 0126 1600000
FLUOR CORP COM 343861100 46125 750000 SH DEFINED 0111 750000
FLUOR CORP COM 343861100 523 8500 SH DEFINED 0124 8500
FLUOR CORP COM 343861100 541 8800 SH DEFINED 0125 8800
FLUOR CORP COM 343861100 6150 100000 SH DEFINED 011622 100000
FLUOR CORP COM 343861100 12300 200000 SH DEFINED 011623 200000
FLUOR CORP COM 343861100 72824 1184125 SH DEFINED 0102 1184125
FLUOR CORP COM 343861100 4852 78900 SH DEFINED 0131 78900
FLUOR CORP COM 343861100 1441 23439 SH DEFINED 0103 23439
FLUOR CORP COM 343861100 5012 81500 SH DEFINED 01 81500
FOOD LION INC CL A COM 344775200 31500 3500000 SH DEFINED 011516 3500000
FOODMAKER INC WARRANT 344839113 189 7000 SH DEFINED 0109 7000
FORCENERGY COM 345206106 2723 110000 SH DEFINED 011619 110000
FORD MOTOR COM 345370100 25000 800000 SH DEFINED 0113 800000
FORD MOTOR COM 345370100 8428 269700 SH DEFINED 0124 269700
FORD MOTOR COM 345370100 5234 167500 SH DEFINED 0125 167500
FORD MOTOR COM 345370100 13125 420000 SH DEFINED 0107 420000
FORD MOTOR COM 345370100 2500 80000 SH DEFINED 011622 80000
FORD MOTOR COM 345370100 5625 180000 SH DEFINED 011623 180000
FORD MOTOR COM 345370100 640 20500 SH DEFINED 0102 20500
<PAGE> PAGE 29
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
FORD MOTOR COM 345370100 18750 600000 SH DEFINED 0131 600000
FORD MOTOR COM 345370100 6108 195439 SH DEFINED 0103 195439
FORD MOTOR COM 345370100 281 9000 SH DEFINED 01 9000
FORD MOTOR CO $50 CONV PFD STOCK 345370209 31 300 SH DEFINED 0102 300
FORE SYSTEMS COM 345449102 9309 225000 SH DEFINED 0106 225000
FORE SYSTEMS COM 345449102 17878 432100 SH DEFINED 0102 432100
FORE SYSTEMS COM 345449102 7671 185400 SH DEFINED 0131 185400
FORE SYSTEMS COM 345449102 794 19200 SH DEFINED 0103 19200
FOREST LABS COM 345838106 50575 1400000 SH DEFINED 011516 1400000
FORT HOWARD COM 347461105 98 4000 SH DEFINED 01 4000
FOSTER WHEELER COM 350244109 212 4847 SH DEFINED 0103 4847
FOUNDATION HEALTH CO COM 350401105 16938 500000 SH DEFINED 0106 500000
FRAMLINGTON MAGHREB COM 351689997 2566 47400 SH DEFINED 0112 47400
FRAMLINGTON MAGHREB COM 351689997 2706 50000 SH DEFINED 011617 50000
FRANKLIN CUSTODY FD COM 353496607 0 32 SH DEFINED 01 32
FRANKLIN QUEST CO COM 354596108 137 7300 SH DEFINED 0124 7300
FRANKLIN RESOURCES COM 354613101 2987 45000 SH DEFINED 011619 45000
FRANKLIN RESOURCES COM 354613101 11948 180000 SH DEFINED 011614 180000
FREEPORT COPPER 'B' COM 35671D857 31250 1000000 SH DEFINED 0130 1000000
FREEPORT COPPER 'B' COM 35671D857 3125 100000 SH DEFINED 0124 100000
FREEPORT COPPER 'B' COM 35671D857 5469 175000 SH DEFINED 0127 175000
FREEPORT COPPER 'B' COM 35671D857 1909 61100 SH DEFINED 0125 61100
FREEPORT COPPER 'B' COM 35671D857 15625 500000 SH DEFINED 011618 500000
FREEPORT COPPER 'B' COM 35671D857 210 6700 SH DEFINED 0102 6700
FREEPORT COPPER 'B' COM 35671D857 1023 32715 SH DEFINED 0103 32715
FREMONT GENERAL CORP COM 357288109 233 7900 SH DEFINED 0124 7900
FRITZ COM 358846103 5075 350000 SH DEFINED 0106 350000
FRONTIER INS GROUP COM 359081106 215 5390 SH DEFINED 0124 5390
FRUIT OF THE LOOM A COM 359416104 15500 500000 SH DEFINED 0126 500000
FRUIT OF THE LOOM A COM 359416104 2728 88000 SH DEFINED 011619 88000
FRUIT OF THE LOOM A COM 359416104 10943 353000 SH DEFINED 011614 353000
FRUIT OF THE LOOM A COM 359416104 582 18758 SH DEFINED 0102 18758
FRUIT OF THE LOOM A COM 359416104 282 9103 SH DEFINED 0103 9103
FULCRUM COM 359613106 8622 775000 SH DEFINED 011516 775000
FUSION SYSTEMS COM 361129109 5850 325000 SH DEFINED 0106 325000
G&K SERVICES CL A COM 361268105 135 4600 SH DEFINED 0124 4600
GATX CORP COM 361448103 18700 400000 SH DEFINED 0113 400000
GC COMPANIES COM 36155Q109 36 1000 SH DEFINED 0124 1000
GST 13.875CVT 12/00 CONV BOND 361942AA3 888 1045000 PRN DEFINED 0104 1045000
GST 13.875CVT 12/00 CONV BOND 361942AA3 1972 2320000 PRN DEFINED 0109 2320000
GST 13.875CVT 12/00 CONV BOND 361942AA3 850 1000000 PRN DEFINED 0124 1000000
GST 13.875CVT 12/00 CONV BOND 361942AA3 1483 1745000 PRN DEFINED 011621 1745000
GST 13.875CVT 12/00 CONV BOND 361942AA3 468 550000 PRN DEFINED 011618 550000
GST 13.875CVT 12/00 CONV BOND 361942AA3 43 50000 PRN DEFINED 011620 50000
GPU INC COM 36225X100 24600 800000 SH DEFINED 0113 800000
GPU INC COM 36225X100 9225 300000 SH DEFINED 0132 300000
GPU INC COM 36225X100 15375 500000 SH DEFINED 0131 500000
GPU INC COM 36225X100 1181 38413 SH DEFINED 0103 38413
GTE CORP COM 362320103 19250 500000 SH DEFINED 0130 500000
GTE CORP COM 362320103 32725 850000 SH DEFINED 0113 850000
<PAGE> PAGE 30
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
GTE CORP COM 362320103 15400 400000 SH DEFINED 0132 400000
GTE CORP COM 362320103 15208 395000 SH DEFINED 0107 395000
GTE CORP COM 362320103 25410 660000 SH DEFINED 011618 660000
GTE CORP COM 362320103 1197 31100 SH DEFINED 0102 31100
GTE CORP COM 362320103 7110 184679 SH DEFINED 0103 184679
GABLE RESIDENTIAL COM 362418105 10359 425000 SH DEFINED 0113 425000
GABLE RESIDENTIAL COM 362418105 4388 180000 SH DEFINED 0107 180000
GABLE RESIDENTIAL COM 362418105 536 22000 SH DEFINED 0103 22000
GALLAGHER ARTHUR J COM 363576109 258 7500 SH DEFINED 0124 7500
GALOOB (LEWIS) TOYS COM 364091108 35249 1205100 SH DEFINED 0102 1205100
GALOOB (LEWIS) TOYS COM 364091108 1053 36000 SH DEFINED 0103 36000
GANNETT CO INC COM 364730101 5278 75000 SH DEFINED 0108 75000
GANNETT CO INC COM 364730101 36947 525000 SH DEFINED 0113 525000
GANNETT CO INC COM 364730101 120 1700 SH DEFINED 0125 1700
GANNETT CO INC COM 364730101 28150 400000 SH DEFINED 0131 400000
GANNETT CO INC COM 364730101 2311 32845 SH DEFINED 0103 32845
GANNETT CO INC COM 364730101 4926 70000 SH DEFINED 01 70000
GAP INC., THE COM 364760108 20213 700000 SH DEFINED 0130 700000
GAP INC., THE COM 364760108 52 1800 SH DEFINED 0124 1800
GAP INC., THE COM 364760108 6109 211580 SH DEFINED 0102 211580
GAP INC., THE COM 364760108 996 34500 SH DEFINED 0103 34500
GART GROUP COM 366651107 40224 1183050 SH DEFINED 0102 1183050
GART GROUP COM 366651107 9282 273000 SH DEFINED 0131 273000
GART GROUP COM 366651107 1724 50700 SH DEFINED 0103 50700
GAYLORD ENTERTAINMEN COM 367901105 19231 850000 SH DEFINED 011516 850000
GAYLORD ENTERTAINMEN COM 367901105 13495 596535 SH DEFINED 0102 596535
GAYLORD ENTERTAINMEN COM 367901105 6919 305815 SH DEFINED 0131 305815
GAYLORD ENTERTAINMEN COM 367901105 606 26745 SH DEFINED 0103 26745
GAYLORD ENTERTAINMEN COM 367901105 3037 134250 SH DEFINED 01 134250
GAYLORD CONTAINER COM 368145108 3227 437500 SH DEFINED 0109 437500
GAYLORD CONTAIN WTS WARRANT 368145116 4113 562500 SH DEFINED 0109 562500
GENENTECH SPEC COM COM 368710307 6892 130305 SH DEFINED 0102 130305
GENERAL DYNAMICS COM 369550108 19271 279800 SH DEFINED 0124 279800
GENERAL DYNAMICS COM 369550108 12274 178200 SH DEFINED 0125 178200
GENERAL DYNAMICS COM 369550108 18741 272100 SH DEFINED 0102 272100
GENERAL DYNAMICS COM 369550108 1816 26361 SH DEFINED 0103 26361
GENERAL ELECTRIC COM 369604103 52325 575000 SH DEFINED 0130 575000
GENERAL ELECTRIC COM 369604103 327600 3600000 SH DEFINED 0126 3600000
GENERAL ELECTRIC COM 369604103 38675 425000 SH DEFINED 0113 425000
GENERAL ELECTRIC COM 369604103 34334 377300 SH DEFINED 0124 377300
GENERAL ELECTRIC COM 369604103 20502 225300 SH DEFINED 0125 225300
GENERAL ELECTRIC COM 369604103 17745 195000 SH DEFINED 0107 195000
GENERAL ELECTRIC COM 369604103 67340 740000 SH DEFINED 011618 740000
GENERAL ELECTRIC COM 369604103 299633 3292635 SH DEFINED 0102 3292635
GENERAL ELECTRIC COM 369604103 29575 325000 SH DEFINED 0131 325000
GENERAL ELECTRIC COM 369604103 24118 265045 SH DEFINED 0103 265045
GENERAL ELECTRIC COM 369604103 25594 281255 SH DEFINED 01 281255
GENERAL INSTRUMENT C COM 370121105 373 15081 SH DEFINED 0103 15081
GENERAL MILLS COM 370334104 34716 575000 SH DEFINED 0113 575000
GENERAL MILLS COM 370334104 2117 35070 SH DEFINED 0103 35070
<PAGE> PAGE 31
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
GENERAL MOTORS COM 370442105 32400 675000 SH DEFINED 0113 675000
GENERAL MOTORS COM 370442105 22834 475700 SH DEFINED 0124 475700
GENERAL MOTORS COM 370442105 12149 253100 SH DEFINED 0125 253100
GENERAL MOTORS COM 370442105 28800 600000 SH DEFINED 011516 600000
GENERAL MOTORS COM 370442105 105550 2199127 SH DEFINED 0102 2199127
GENERAL MOTORS COM 370442105 25200 525000 SH DEFINED 0131 525000
GENERAL MOTORS COM 370442105 7821 162940 SH DEFINED 0103 162940
GENERAL MOTORS COM 370442105 4512 94000 SH DEFINED 01 94000
GENERAL MOTORS CL H COM 370442501 28875 500000 SH DEFINED 0130 500000
GENERAL MOTORS CL H COM 370442501 2021 35000 SH DEFINED 011620 35000
GENERAL NUTRITION IN COM 37047F103 17563 1000000 SH DEFINED 011516 1000000
GENERAL NUTRITION IN COM 37047F103 116 6600 SH DEFINED 0102 6600
GENERAL NUTRITION IN COM 37047F103 88 5000 SH DEFINED 01 5000
GENERAL RE CORP COM 370563108 1376 9706 SH DEFINED 0103 9706
GENERAL SIGNAL COM 370838104 4840 110000 SH DEFINED 0128 110000
GENERAL SIGNAL COM 370838104 21261 483200 SH DEFINED 0124 483200
GENERAL SIGNAL COM 370838104 7924 180100 SH DEFINED 0125 180100
GENERAL SIGNAL COM 370838104 16280 370000 SH DEFINED 0107 370000
GENERAL SIGNAL COM 370838104 88000 2000000 SH DEFINED 011516 2000000
GENERAL SIGNAL COM 370838104 17600 400000 SH DEFINED 011618 400000
GENERAL SIGNAL COM 370838104 46130 1048350 SH DEFINED 0102 1048350
GENERAL SIGNAL COM 370838104 11000 250000 SH DEFINED 0131 250000
GENERAL SIGNAL COM 370838104 1578 35865 SH DEFINED 0103 35865
GENERAL SIGNAL COM 370838104 4356 99000 SH DEFINED 01 99000
GENTEX CORP COM 371901109 11375 500000 SH DEFINED 0111 500000
GENTEX CORP COM 371901109 223 9800 SH DEFINED 0124 9800
GENTEX CORP COM 371901109 637 28000 SH DEFINED 011619 28000
GENTEX CORP COM 371901109 2548 112000 SH DEFINED 011614 112000
GENTEX CORP COM 371901109 11447 503150 SH DEFINED 0102 503150
GENTEX CORP COM 371901109 300 13200 SH DEFINED 0103 13200
GENESIS HEALTH VENT COM 371912106 7031 250000 SH DEFINED 0106 250000
GENESIS HEALTH VENT COM 371912106 284 10100 SH DEFINED 0124 10100
GENSIA PHARMACEUTICS COM 372450106 1 161 SH DEFINED 0111 161
GEON COMPANY COM 37246W105 174 7500 SH DEFINED 0124 7500
GENUINE PARTS COM 372460105 26250 600000 SH DEFINED 0130 600000
GENUINE PARTS COM 372460105 28438 650000 SH DEFINED 0113 650000
GENUINE PARTS COM 372460105 22969 525000 SH DEFINED 0131 525000
GENUINE PARTS COM 372460105 1556 35567 SH DEFINED 0103 35567
GENUINE PARTS COM 372460105 6973 159375 SH DEFINED 01 159375
GENZYME CORP COM 372917104 20 800 SH DEFINED 0102 800
GENZYME CORP COM 372917104 5539 217200 SH DEFINED 0131 217200
GENZYME CORP COM 372917104 260 10200 SH DEFINED 0103 10200
GEORGIA PACIFIC COM 373298108 1044 13200 SH DEFINED 0124 13200
GEORGIA PACIFIC COM 373298108 1306 16500 SH DEFINED 0125 16500
GEORGIA PACIFIC COM 373298108 151 1900 SH DEFINED 0102 1900
GEORGIA PACIFIC COM 373298108 1079 13627 SH DEFINED 0103 13627
GEOTEK CORP CONV BOND 373654AH5 5750 5000000 PRN DEFINED 0104 5000000
GEOTEK CORP CONV BOND 373654AH5 5750 5000000 PRN DEFINED 0109 5000000
GEOTEK CORP CONV BOND 373654AH5 3450 3000000 PRN DEFINED 0124 3000000
GEOTEK CORP CONV BOND 373654AH5 5750 5000000 PRN DEFINED 011621 5000000
<PAGE> PAGE 32
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
GEOTEK CORP CONV BOND 373654AH5 2300 2000000 PRN DEFINED 011618 2000000
GEOTEK CORP CONV BOND 373654AH5 288 250000 PRN DEFINED 011620 250000
GEOTEK COMMUNICATION COM 373654102 6281 750000 SH DEFINED 0106 750000
GEOTEK COMMUNICATION COM 373654102 118 14100 SH DEFINED 0124 14100
GEOTEK COMMUNICATION COM 373654102 2513 300000 SH DEFINED 011516 300000
GEOTEK COMM WTS COM 373654136 3054 872500 SH DEFINED 0109 872500
GEOTEK COMM WTS COM 373654136 875 250000 SH DEFINED 011621 250000
GERBER SCIENTIFIC COM 373730100 20 1400 SH DEFINED 0124 1400
GETCHELL GOLD CORP COM 374265106 37815 798200 SH DEFINED 0130 798200
GETCHELL GOLD CORP COM 374265106 133 2800 SH DEFINED 0124 2800
GETCHELL GOLD CORP COM 374265106 5770 121800 SH DEFINED 0127 121800
GETCHELL GOLD CORP COM 374265106 4264 90000 SH DEFINED 0135 90000
GETCHELL GOLD CORP COM 374265106 1184 25000 SH DEFINED 011619 25000
GETCHELL GOLD CORP COM 374265106 4832 102000 SH DEFINED 011614 102000
GIANT FOOD CL A COM 374478105 242 7131 SH DEFINED 0103 7131
GIDDINGS & LEWIS WIS COM 375048105 22859 1925000 SH DEFINED 011516 1925000
GIDDINGS & LEWIS WIS COM 375048105 48 4061 SH DEFINED 0103 4061
GILEAD SCIENCES COM 375558103 31075 1100000 SH DEFINED 011516 1100000
GILLETTE CO COM 375766102 43275 600000 SH DEFINED 0130 600000
GILLETTE CO COM 375766102 151463 2100000 SH DEFINED 0126 2100000
GILLETTE CO COM 375766102 8424 116800 SH DEFINED 0124 116800
GILLETTE CO COM 375766102 4508 62500 SH DEFINED 0125 62500
GILLETTE CO COM 375766102 10819 150000 SH DEFINED 011618 150000
GILLETTE CO COM 375766102 74666 1035262 SH DEFINED 0102 1035262
GILLETTE CO COM 375766102 5137 71231 SH DEFINED 0103 71231
GLOBAL INDL TECH COM COM 379335102 66 3600 SH DEFINED 0124 3600
GLOBAL MARINE COM 379352404 4095 260000 SH DEFINED 011619 260000
GLOBAL MARINE COM 379352404 18900 1200000 SH DEFINED 011614 1200000
GLOBAL NATURAL RESOU COM 379355100 6950 400000 SH DEFINED 0106 400000
GOLD FIELDS SO AFRIC COM 380597500 286 10000 SH DEFINED 0127 10000
GOLDEN WEST FIN COM 381317106 411 7046 SH DEFINED 0103 7046
GS-CIRCUIT CITY PERC PREFERRED STOCK 38141MBL4 18087 535715 SH DEFINED 0130 535715
GS-CIRCUIT CITY PERC PREFERRED STOCK 38141MBL4 12058 357143 SH DEFINED 0107 357143
GOODRICH B.F. COM 382388106 144 3200 SH DEFINED 0124 3200
GOODRICH B.F. COM 382388106 286 6343 SH DEFINED 0103 6343
GOODYEAR COM 382550101 8072 175000 SH DEFINED 0108 175000
GOODYEAR COM 382550101 1720 37300 SH DEFINED 0124 37300
GOODYEAR COM 382550101 208 4485 SH DEFINED 0102 4485
GOODYEAR COM 382550101 976 21150 SH DEFINED 0103 21150
W R GRACE COM 383883105 880 11729 SH DEFINED 0103 11729
GRAINGER (W.W.) COM 384802104 430 6120 SH DEFINED 0103 6120
GRANCARE INV CVT COM 385188107 133 6900 SH DEFINED 0124 6900
GRAND CASINOS INC COM 385269105 140 9500 SH DEFINED 0124 9500
GRAND MET PLC -ADR COM 386090302 24397 796628 SH DEFINED 0103 796628
GRAND MET PLC 144A CONV BOND 386098AA5 17438 15000000 PRN DEFINED 0130 15000000
GRAND MET PLC 144A CONV BOND 386098AA5 23250 20000000 PRN DEFINED 0113 20000000
GREAT A. & P. TEA COM 390064103 120 4625 SH DEFINED 0103 4625
GREAT BAY POWER CORP COM 390139103 0 28 SH DEFINED 011621 28
GREAT LAKES CHEM CO COM 390568103 442 7752 SH DEFINED 0103 7752
GREAT WESTERN FIN CP COM 391442100 1773 66900 SH DEFINED 0124 66900
<PAGE> PAGE 33
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
GREAT WESTERN FIN CP COM 391442100 1571 59300 SH DEFINED 0125 59300
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GRNFLD IND 144A $50 CONV PFD STOCK 394858203 1050 25000 SH DEFINED 011620 25000
GREENFIELDS COM 395058100 6600 275000 SH DEFINED 0106 275000
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GP FINANCIAL CORP COM 395384100 2631 69000 SH DEFINED 011619 69000
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GRIFFON CORP COM 398433102 103 10400 SH DEFINED 0124 10400
G-CASA AUTREY COM 40048P104 7719 345000 SH DEFINED 011516 345000
G-TELEVISA COM 40049J206 5775 200000 SH DEFINED 0135 200000
G-TECH HOLDINGS CORP COM 400518106 36944 1150000 SH DEFINED 011516 1150000
GUIDANT CORP COM 401698105 44200 800000 SH DEFINED 0126 800000
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GUIDANT CORP COM 401698105 11183 202400 SH DEFINED 011614 202400
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GULF SOUTH MEDICAL COM 40252G105 7725 300000 SH DEFINED 011516 300000
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<PAGE> PAGE 34
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
HANDY & HARMAN COM 410306104 32 1800 SH DEFINED 0124 1800
HANNA MA CO. COM 410522106 10294 450000 SH DEFINED 0108 450000
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HARCOR EGY WTS 144A WARRANT 411628118 234 110000 SH DEFINED 0109 110000
HARCOR ENERGY COM 411628209 3300 600000 SH DEFINED 0132 600000
HARCOR ENERGY COM 411628209 550 100000 SH DEFINED 0109 100000
HARCOURT GENERAL CRP COM 41163G101 14641 265000 SH DEFINED 0108 265000
HARCOURT GENERAL CRP COM 41163G101 3868 70000 SH DEFINED 011619 70000
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HARLEY DAVIDSON COM 412822108 379 8816 SH DEFINED 0102 8816
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HARMAN INTERNATIONAL COM 413086109 9750 200000 SH DEFINED 011614 200000
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HARNISCHFEGER IND COM 413345109 17931 475000 SH DEFINED 0106 475000
HARNISCHFEGER IND COM 413345109 2643 70000 SH DEFINED 011619 70000
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HARNISCHFEGER IND COM 413345109 599 15875 SH DEFINED 0102 15875
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HARRIS CORP COM 413875105 301 4625 SH DEFINED 0103 4625
HASBRO INC COM 418056107 387 10414 SH DEFINED 0103 10414
HAT BRANDS WTS8/2002 WARRANT 4187309X7 0 90345 SH DEFINED 0109 90345
HAWAII ELEC $100 PREFERRED STOCK 419990197 5238 50000 SH DEFINED 0105 50000
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<PAGE> PAGE 35
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
HEALTHCARE COMPARE COM 421928102 14213 300000 SH DEFINED 011623 300000
HEALTH MGMT ASSOC COM 421933102 28714 1154372 SH DEFINED 0102 1154372
HEALTH MGMT ASSOC COM 421933102 16210 651650 SH DEFINED 0131 651650
HEALTH MGMT ASSOC COM 421933102 1401 56337 SH DEFINED 0103 56337
HEALTHSOURC CVT144A CONV BOND 42221EAA2 12150 15000000 PRN DEFINED 0130 15000000
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HEARTLAND EXPRESS IN COM 422347104 164 5800 SH DEFINED 0124 5800
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HECLA NMINING CO COM 422704106 53 8000 SH DEFINED 0124 8000
HEFTEL BROADCASTING COM 422799106 4755 109000 SH DEFINED 011619 109000
HEFTEL BROADCASTING COM 422799106 19937 457000 SH DEFINED 011614 457000
HEINZ H.J. COM 423074103 30375 900000 SH DEFINED 0113 900000
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HEM EN 144A WTS WARRANT 42368R116 0 36000 SH DEFINED 0109 36000
HERCULES INC COM 427056106 21900 400000 SH DEFINED 0130 400000
HERCULES INC COM 427056106 711 12978 SH DEFINED 0103 12978
HERSHEY FOODS COM 427866108 156869 3121772 SH DEFINED 0103 3121772
HEWLETT PACKARD COM 428236103 9750 200000 SH DEFINED 0130 200000
HEWLETT PACKARD COM 428236103 162338 3330000 SH DEFINED 0126 3330000
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HILTON HOTELS COM 432848109 11350 400000 SH DEFINED 0130 400000
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HOME DEPOT INC CVT CONV BOND 437076AE2 15319 15000000 PRN DEFINED 0130 15000000
HOME DEPOT INC CVT CONV BOND 437076AE2 3064 3000000 PRN DEFINED 0129 3000000
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HOME DEPOT INC COM 437076102 34125 600000 SH DEFINED 0130 600000
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HOME DEPOT INC COM 437076102 10880 191300 SH DEFINED 0125 191300
HOME DEPOT INC COM 437076102 30144 530000 SH DEFINED 011618 530000
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<PAGE> PAGE 36
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
HOME SHOPPING CVT CONV BOND 437351AB5 4110 4000000 PRN DEFINED 011516 4000000
HOME SHOPPING NETWRK COM 437351109 18846 1816500 SH DEFINED 011516 1816500
HOMESTAKE MINING COM 437614100 253 17322 SH DEFINED 0103 17322
HON INDUSTRIES COM 438092108 2783 70000 SH DEFINED 011619 70000
HONEYWELL COM 438506107 958 15172 SH DEFINED 0103 15172
HORACE MANN EDUCATOR COM 440327104 6575 200000 SH DEFINED 0128 200000
HOSIERY CORP "A"144A WARRANT 441016102 50 10000 SH DEFINED 0109 10000
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HOUSTON EXPLOR COM 442120101 350 20600 SH DEFINED 0131 20600
HOUSTON INDUSTRIES COM 442161105 6638 300000 SH DEFINED 0132 300000
HOUSTON INDUSTRIES COM 442161105 6638 300000 SH DEFINED 0124 300000
HOUSTON INDUSTRIES COM 442161105 1991 90000 SH DEFINED 0125 90000
HOUSTON INDUSTRIES COM 442161105 228 10300 SH DEFINED 0102 10300
HOUSTON INDUSTRIES COM 442161105 1020 46133 SH DEFINED 0103 46133
HUBBELL INC C/B COM 443510201 4440 120000 SH DEFINED 0128 120000
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IDS CA TAX EXEMPT COM 449428101 1 209 SH DEFINED 01 209
EQUITY SELECT FD INC COM 44943G102 2 117 SH DEFINED 01 117
RESEARCH OPPORT CL A COM 449434406 1 200 SH DEFINED 01 200
RESEARCH OPPORT CL B COM 449437508 1 200 SH DEFINED 01 200
RESEARCH OPPORT CL Y COM 449437607 1 200 SH DEFINED 01 200
SMALL CO INDEX A COM 44944F400 4171 799600 SH DEFINED 01 799600
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NEW DIMENSIONS "Y" COM 449444306 1133 55195 SH DEFINED 0103 55195
IDS PRECIOUS METALS COM 449455104 2 122 SH DEFINED 01 122
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IES INDUSTRIES INC COM 44949M103 12040 396375 SH DEFINED 0103 396375
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<PAGE> PAGE 37
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
IMC GLOBAL INC COM 449669100 56731 1450000 SH DEFINED 0126 1450000
IMC GLOBAL INC COM 449669100 3130 80000 SH DEFINED 011619 80000
IMC GLOBAL INC COM 449669100 783 20000 SH DEFINED 011620 20000
IMC GLOBAL INC COM 449669100 12911 330000 SH DEFINED 011614 330000
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IMC GLOBAL INC COM 449669100 413 10550 SH DEFINED 0103 10550
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IMC MORTGAGE COM 449923101 3642 113800 SH DEFINED 011619 113800
ITI TECH COM 450564109 2644 75000 SH DEFINED 0128 75000
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ITT CORP-WI COM 450912100 612 14018 SH DEFINED 0103 14018
IFINT DVSD HLDGS COM 45099C100 891 42418 SH DEFINED 0109 42418
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IL CENTRAL TRANS COM 451841100 79 2500 SH DEFINED 01 2500
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IMATION CORP COM 45245A107 244 9950 SH DEFINED 01 9950
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<PAGE> PAGE 38
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
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INPUT/OUTPUT INC COM 457652105 1934 65000 SH DEFINED 011620 65000
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<PAGE> PAGE 39
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
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IONICS COM 462218108 254 5400 SH DEFINED 0124 5400
ITRON INC COM 465741106 87 3300 SH DEFINED 0124 3300
JSB FINANCIAL INC COM 46624M100 108 3000 SH DEFINED 0124 3000
JAMES RIVER COM 470349101 10199 369200 SH DEFINED 0124 369200
JAMES RIVER COM 470349101 5710 206700 SH DEFINED 0125 206700
JAMES RIVER COM 470349101 19338 700000 SH DEFINED 011516 700000
JAMES RIVER COM 470349101 1961 71000 SH DEFINED 011620 71000
JAMES RIVER COM 470349101 13526 489600 SH DEFINED 0102 489600
JAMES RIVER COM 470349101 1190 43065 SH DEFINED 0103 43065
JAN BELL WARRANTS WARRANT 470760117 0 2473 SH DEFINED 0131 2473
JEFFERSON PILOT COM 475070108 441 8528 SH DEFINED 0103 8528
JOHN NUVEEN COM 478035108 1958 72504 SH DEFINED 0103 72504
JOHNSON & JOHNSON COM 478160104 35875 700000 SH DEFINED 0130 700000
JOHNSON & JOHNSON COM 478160104 184500 3600000 SH DEFINED 0126 3600000
JOHNSON & JOHNSON COM 478160104 35875 700000 SH DEFINED 0111 700000
JOHNSON & JOHNSON COM 478160104 40795 796000 SH DEFINED 0124 796000
JOHNSON & JOHNSON COM 478160104 20813 406100 SH DEFINED 0125 406100
JOHNSON & JOHNSON COM 478160104 4100 80000 SH DEFINED 011622 80000
JOHNSON & JOHNSON COM 478160104 8713 170000 SH DEFINED 011623 170000
JOHNSON & JOHNSON COM 478160104 2327 45400 SH DEFINED 011620 45400
JOHNSON & JOHNSON COM 478160104 235493 4594892 SH DEFINED 0102 4594892
JOHNSON & JOHNSON COM 478160104 12752 248814 SH DEFINED 0103 248814
JOHNSON & JOHNSON COM 478160104 8867 173000 SH DEFINED 01 173000
JOHNSON CONTROLS COM 478366107 373 4967 SH DEFINED 0103 4967
JOSTENS A. INC. COM 481088102 5242 251100 SH DEFINED 0113 251100
JOSTENS A. INC. COM 481088102 95 4560 SH DEFINED 0103 4560
JUNO LIGHTING INC COM 482047107 3408 205000 SH DEFINED 0128 205000
JUNO LIGHTING INC COM 482047107 33 2000 SH DEFINED 0124 2000
K-MART CORPORATION COM 482584109 7175 700000 SH DEFINED 0108 700000
K-MART CORPORATION COM 482584109 44075 4300000 SH DEFINED 011516 4300000
K-MART CORPORATION COM 482584109 29058 2835030 SH DEFINED 0102 2835030
K-MART CORPORATION COM 482584109 675 65733 SH DEFINED 0103 65733
KN ENERGY COM 482620101 10575 300000 SH DEFINED 0132 300000
K2 INC COM 482732104 73 2800 SH DEFINED 0124 2800
KAISER ALUM PRIDE PREFERRED STOCK 483007407 3094 275000 SH DEFINED 0132 275000
KASH & KARRY FOOD COM 48577P106 3674 149570 SH DEFINED 0104 149570
KASH & KARRY FOOD COM 48577P106 20201 822430 SH DEFINED 0109 822430
KAUFMAN & BROAD HOME COM 486168107 60 4612 SH DEFINED 0103 4612
KAYDON CORP COM 486587108 5160 120000 SH DEFINED 0128 120000
KEANE INC COM 486665102 9600 200000 SH DEFINED 0111 200000
KEANE INC COM 486665102 226 4700 SH DEFINED 0124 4700
KELLEY OIL & GAS CVT CONV BOND 487736AB6 830 900000 PRN DEFINED 011620 900000
KELLOGG CO. COM 487836108 1752 25440 SH DEFINED 0103 25440
KELLEY OIL & GAS $25 PREFERRED STOCK 487906208 2475 100000 SH DEFINED 0109 100000
<PAGE> PAGE 40
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
KELLWOOD COM 488044108 55 3300 SH DEFINED 0124 3300
KEMET CORP COM 488360108 7044 350000 SH DEFINED 0106 350000
KEMET CORP COM 488360108 181 9000 SH DEFINED 0124 9000
KENT ELECTRONICS COM 490553104 128 5900 SH DEFINED 0124 5900
KERR MCGEE COM 492386107 363 5965 SH DEFINED 0103 5965
KEYCORP NEW COM 493267108 26400 600000 SH DEFINED 0130 600000
KEYCORP NEW COM 493267108 8800 200000 SH DEFINED 0108 200000
KEYCORP NEW COM 493267108 7735 175800 SH DEFINED 0124 175800
KEYCORP NEW COM 493267108 4030 91600 SH DEFINED 0125 91600
KEYCORP NEW COM 493267108 19140 435000 SH DEFINED 0107 435000
KEYCORP NEW COM 493267108 445 10100 SH DEFINED 0102 10100
KEYCORP NEW COM 493267108 22000 500000 SH DEFINED 0131 500000
KEYCORP NEW COM 493267108 2861 65036 SH DEFINED 0103 65036
KEYCORP NEW COM 493267108 4356 99000 SH DEFINED 01 99000
KEYSTONE FINL INC COM 493482103 188 7500 SH DEFINED 0124 7500
KIMBERLY CLARK COM 494368103 44063 500000 SH DEFINED 0130 500000
KIMBERLY CLARK COM 494368103 37453 425000 SH DEFINED 0113 425000
KIMBERLY CLARK COM 494368103 5102 57900 SH DEFINED 0124 57900
KIMBERLY CLARK COM 494368103 2600 29500 SH DEFINED 0125 29500
KIMBERLY CLARK COM 494368103 19828 225000 SH DEFINED 0107 225000
KIMBERLY CLARK COM 494368103 54638 620000 SH DEFINED 011516 620000
KIMBERLY CLARK COM 494368103 39656 450000 SH DEFINED 011618 450000
KIMBERLY CLARK COM 494368103 2115 24000 SH DEFINED 011620 24000
KIMBERLY CLARK COM 494368103 318971 3619535 SH DEFINED 0102 3619535
KIMBERLY CLARK COM 494368103 26438 300000 SH DEFINED 0131 300000
KIMBERLY CLARK COM 494368103 6592 74791 SH DEFINED 0103 74791
KIMBERLY CLARK COM 494368103 21059 238970 SH DEFINED 01 238970
KINGWORLD PRODUCTION COM 495667107 167 4542 SH DEFINED 0103 4542
KIRBY CORP COM 497266106 72 4100 SH DEFINED 0124 4100
KNIGHT-RIDDER INC. COM 499040103 25900 700000 SH DEFINED 0113 700000
KNIGHT-RIDDER INC. COM 499040103 433 11702 SH DEFINED 0103 11702
KOHLS CORP COM 500255104 9900 275000 SH DEFINED 0108 275000
KOHLS CORP COM 500255104 1332 37000 SH DEFINED 011620 37000
KOHLS CORP COM 500255104 182 5050 SH DEFINED 0102 5050
KOHLS CORP COM 500255104 9500 263900 SH DEFINED 0131 263900
KOHLS CORP COM 500255104 432 12000 SH DEFINED 0103 12000
KOHLS CORP COM 500255104 2 45 SH DEFINED 01 45
KOMAG COM 500453105 355 16900 SH DEFINED 0124 16900
KEPCO ADR COM 500631106 4530 240000 SH DEFINED 0112 240000
KEPCO ADR COM 500631106 5663 300000 SH DEFINED 011617 300000
KROGER CO. COM 501044101 22375 500000 SH DEFINED 0126 500000
KROGER CO. COM 501044101 13228 295600 SH DEFINED 0124 295600
KROGER CO. COM 501044101 7218 161300 SH DEFINED 0125 161300
KROGER CO. COM 501044101 184049 4112700 SH DEFINED 0102 4112700
KROGER CO. COM 501044101 3066 68509 SH DEFINED 0103 68509
KROGER CO. COM 501044101 6466 144500 SH DEFINED 01 144500
KUHLMAN COM 501206106 56 3800 SH DEFINED 0124 3800
LCI INTL COM 501813109 25624 813450 SH DEFINED 0102 813450
LCI INTL COM 501813109 12606 400200 SH DEFINED 0131 400200
LCI INTL COM 501813109 1268 40250 SH DEFINED 0103 40250
<PAGE> PAGE 41
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
LG AND E ENERGY CORP COM 501917108 4005 180000 SH DEFINED 0128 180000
LG AND E ENERGY CORP COM 501917108 9568 430000 SH DEFINED 0132 430000
LTV CORP NEW COM 501921100 4559 392159 SH DEFINED 01 392159
LSI LOGIC COM 502161102 12713 546800 SH DEFINED 0124 546800
LSI LOGIC COM 502161102 1616 69500 SH DEFINED 0125 69500
LSI LOGIC COM 502161102 37781 1625000 SH DEFINED 0102 1625000
LSI LOGIC COM 502161102 608 26169 SH DEFINED 0103 26169
LSI LOGIC COM 502161102 4093 176030 SH DEFINED 01 176030
LTC PROPERTIES COM 502175102 5731 350000 SH DEFINED 0113 350000
LTC PROPERTIES COM 502175102 4913 300000 SH DEFINED 0132 300000
LTC PROPERTIES COM 502175102 3439 210000 SH DEFINED 0107 210000
LA QUINTA INNS INC COM 504195108 19500 1000000 SH DEFINED 0106 1000000
LA QUINTA INNS INC COM 504195108 1736 89000 SH DEFINED 011620 89000
LA-Z-BOY CHAIR CO COM 505336107 54 1800 SH DEFINED 0124 1800
LADY LUCK GAMING COR COM 505820100 538 200000 SH DEFINED 0109 200000
LAIDLAW INC COM 50730K206 412 37440 SH DEFINED 0103 37440
LAMAR ADVERTISING COM 512815101 166 4000 SH DEFINED 01 4000
LANCASTER COLONY COR COM 513847103 8606 225000 SH DEFINED 0128 225000
LANDMARK GRAPHICS CO COM 514913102 88 3000 SH DEFINED 0124 3000
LANDS END INC COM 515086106 6450 300000 SH DEFINED 0108 300000
LANDS END INC COM 515086106 6450 300000 SH DEFINED 0128 300000
LANDS END INC COM 515086106 74 3457 SH DEFINED 0103 3457
LANDSTAR SYSTEM INC COM 515098101 6019 225000 SH DEFINED 0106 225000
LANDSTAR SYSTEM INC COM 515098101 177 6600 SH DEFINED 0124 6600
LARSEN TOUBRO NEWGDR COM 51729V203 3967 275000 SH DEFINED 0135 275000
LASALLE NATL $50 PREFERRED STOCK 5180283*4 8025 150000 SH DEFINED 01 150000
LASALLE NATL $50 PREFERRED STOCK 5180283*4 3210 60000 SH DEFINED 0116 60000
LATTICE SEMICONDUCTR COM 518415104 5053 175000 SH DEFINED 0128 175000
LATTICE SEMICONDUCTR COM 518415104 9384 325000 SH DEFINED 0106 325000
LATTICE SEMICONDUCTR COM 518415104 225 7800 SH DEFINED 0124 7800
LATTICE SEMICONDUCTR COM 518415104 1357 47000 SH DEFINED 01 47000
ESTE' LAUDER COM 518439104 2917 65000 SH DEFINED 011619 65000
ESTE' LAUDER COM 518439104 12341 275000 SH DEFINED 011614 275000
LAYNE INCORPORATED COM 521050104 279 21455 SH DEFINED 0103 21455
LAZARD SM CAP VALUE COM 52106N509 6714 370679 SH DEFINED 0103 370679
LEAP COM 521862102 1812 179000 SH DEFINED 011614 179000
LEGGETT & PLATT COM 524660107 2791 95000 SH DEFINED 011619 95000
LEGGETT & PLATT COM 524660107 10869 370000 SH DEFINED 011614 370000
LEGG MASON INC COM 524901105 253 7900 SH DEFINED 0124 7900
LENNAR CORP COM 526057104 6453 290000 SH DEFINED 0108 290000
LEVEL ONE COM 527295109 9419 275000 SH DEFINED 0106 275000
LIBBEY COM 529898108 4204 159400 SH DEFINED 0128 159400
LIBERTY BANCORP INC COM 530175108 53 1400 SH DEFINED 0124 1400
LIB LIFE IN CVT 144A CONV BOND 531596AA2 7920 6000000 PRN DEFINED 0135 6000000
LIFE RE CORP COM 532160108 115 3200 SH DEFINED 0124 3200
LIFE TECHNOLOGIES IN COM 532177201 1988 88350 SH DEFINED 0128 88350
LIGHTBRIDGE INC COM 532226107 1528 130000 SH DEFINED 011619 130000
ELI LILLY COM 532457108 909 14100 SH DEFINED 0124 14100
ELI LILLY COM 532457108 58 900 SH DEFINED 0125 900
ELI LILLY COM 532457108 46920 727495 SH DEFINED 0102 727495
<PAGE> PAGE 42
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ELI LILLY COM 532457108 5150 79839 SH DEFINED 0103 79839
ELI LILLY COM 532457108 1935 30000 SH DEFINED 01 30000
LILLY INDS INC -CL COM 532491107 86 5200 SH DEFINED 0124 5200
THE LIMITED INC COM 532716107 30600 1600000 SH DEFINED 0113 1600000
THE LIMITED INC COM 532716107 22950 1200000 SH DEFINED 0131 1200000
THE LIMITED INC COM 532716107 1568 82013 SH DEFINED 0103 82013
LINCARE HOLDINGS INC COM 532791100 304 7600 SH DEFINED 0124 7600
LINCOLN NAT COM 534187109 29616 675000 SH DEFINED 0113 675000
LINCOLN NAT COM 534187109 9433 215000 SH DEFINED 0107 215000
LINCOLN NAT COM 534187109 1468 33474 SH DEFINED 0103 33474
LINEAR TECHNOLOGY COM 535678106 0 1 SH DEFINED 0102 1
LIPOSOME COMPANY INC COM 536310105 111 5900 SH DEFINED 0124 5900
LITTON INDUSTRIES COM 538021106 26053 529000 SH DEFINED 011618 529000
LIVING CENTERS OF AM COM 538388109 5500 220000 SH DEFINED 0128 220000
LIVING CENTERS OF AM COM 538388109 135 5400 SH DEFINED 0124 5400
LIZ CLAIBORNE COM 539320101 9953 267201 SH DEFINED 0103 267201
LOCKHEED MARTIN CORP COM 539830109 27038 300000 SH DEFINED 0130 300000
LOCKHEED MARTIN CORP COM 539830109 99138 1100000 SH DEFINED 0126 1100000
LOCKHEED MARTIN CORP COM 539830109 45 500 SH DEFINED 0125 500
LOCKHEED MARTIN CORP COM 539830109 4957 55000 SH DEFINED 0135 55000
LOCKHEED MARTIN CORP COM 539830109 24784 275000 SH DEFINED 011618 275000
LOCKHEED MARTIN CORP COM 539830109 3695 41000 SH DEFINED 011620 41000
LOCKHEED MARTIN CORP COM 539830109 50152 556440 SH DEFINED 0102 556440
LOCKHEED MARTIN CORP COM 539830109 2593 28778 SH DEFINED 0103 28778
LOCKHEED MARTIN CORP COM 539830109 7841 87000 SH DEFINED 01 87000
LOCTITE CORP COM 540137106 0 1 SH DEFINED 0102 1
LOEWS CORP COM 540424108 1091 14097 SH DEFINED 0103 14097
LOJAS ARAPUA ADR COM 541462107 6907 410000 SH DEFINED 0135 410000
LONE STAR TECHNOLOG COM 542312103 2369 162000 SH DEFINED 011619 162000
LONE STAR TECHNOLOG COM 542312103 9813 671000 SH DEFINED 011614 671000
LONGTERM CAPITAL LTD COM 542900998 39327 25000 SH DEFINED 0116 25000
LONGS DRUG STORES COM 543162101 103 2358 SH DEFINED 0103 2358
LONGVIEW FIBRE WASH COM 543213102 4725 300000 SH DEFINED 0128 300000
LOUISIANA LAND/EXP COM 546268103 214 4059 SH DEFINED 0103 4059
LOUISIANA PAC. COM 546347105 2443 107400 SH DEFINED 0124 107400
LOUISIANA PAC. COM 546347105 921 40500 SH DEFINED 0125 40500
LOUISIANA PAC. COM 546347105 108 4700 SH DEFINED 0102 4700
LOUISIANA PAC. COM 546347105 445 19563 SH DEFINED 0103 19563
LOWE'S CO'S COM 548661107 9401 230000 SH DEFINED 0124 230000
LOWE'S CO'S COM 548661107 4819 117900 SH DEFINED 0125 117900
LOWE'S CO'S COM 548661107 4088 100000 SH DEFINED 011619 100000
LOWE'S CO'S COM 548661107 17985 440000 SH DEFINED 011614 440000
LOWE'S CO'S COM 548661107 57664 1410846 SH DEFINED 0102 1410846
LOWE'S CO'S COM 548661107 6593 161300 SH DEFINED 0131 161300
LOWE'S CO'S COM 548661107 2659 65043 SH DEFINED 0103 65043
LOWE'S CO'S COM 548661107 4088 100000 SH DEFINED 01 100000
LUBRIZOL CORP COM 549271104 24438 850000 SH DEFINED 0113 850000
LUBRIZOL CORP COM 549271104 15094 525000 SH DEFINED 0131 525000
LUBRIZOL CORP COM 549271104 863 30000 SH DEFINED 0103 30000
LUBY'S CAFETERIES COM 549282101 2254 93900 SH DEFINED 0124 93900
<PAGE> PAGE 43
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
LUBY'S CAFETERIES COM 549282101 69 2866 SH DEFINED 0103 2866
LUCASVARIETY PLC-ADR COM 549395101 6792 172500 SH DEFINED 0135 172500
LUCENT COM 549463107 541 11788 SH DEFINED 0103 11788
LYDALL INC COM 550819106 183 7500 SH DEFINED 0124 7500
MBNA COM 55262L100 69500 2000000 SH DEFINED 0126 2000000
MBNA COM 55262L100 34750 1000000 SH DEFINED 0111 1000000
MBNA COM 55262L100 19113 550000 SH DEFINED 0124 550000
MBNA COM 55262L100 4493 129300 SH DEFINED 0125 129300
MBNA COM 55262L100 20850 600000 SH DEFINED 011618 600000
MBNA COM 55262L100 3058 88000 SH DEFINED 011619 88000
MBNA COM 55262L100 12858 370000 SH DEFINED 011614 370000
MBNA COM 55262L100 68216 1963050 SH DEFINED 0102 1963050
MBNA COM 55262L100 8171 235150 SH DEFINED 0131 235150
MBNA COM 55262L100 2323 66844 SH DEFINED 0103 66844
MBNA COM 55262L100 4344 125000 SH DEFINED 01 125000
MCN CORP COM 55267J100 2209 82200 SH DEFINED 0132 82200
MCI COMMUNICATIONS COM 552673105 3331 130000 SH DEFINED 0132 130000
MCI COMMUNICATIONS COM 552673105 710 27696 SH DEFINED 0102 27696
MCI COMMUNICATIONS COM 552673105 3001 117084 SH DEFINED 0103 117084
MCN FINANCING $23 PREFERRED STOCK 55268J208 5695 218000 SH DEFINED 0132 218000
MDU RESOURCES GROUP COM 552690109 5644 262500 SH DEFINED 0132 262500
MEMC ELECTRONIC MAT COM 552715104 2544 110000 SH DEFINED 0128 110000
MEMC ELECTRONIC MAT COM 552715104 1973 85300 SH DEFINED 01 85300
MFS COMM COM 55272T101 39263 900000 SH DEFINED 0111 900000
MFS COMM COM 55272T101 4363 100000 SH DEFINED 011622 100000
MFS COMM COM 55272T101 10906 250000 SH DEFINED 011623 250000
MFS COMM COM 55272T101 393 9000 SH DEFINED 0102 9000
MFS COMM COM 55272T101 262 6000 SH DEFINED 01 6000
MGIC INVESTMENT CORP COM 552848103 549 8144 SH DEFINED 0103 8144
MAGNA GROUP INC COM 559214101 288 10300 SH DEFINED 0124 10300
MAGNA GROUP INC COM 559214101 1389 49600 SH DEFINED 011619 49600
MAGNA GROUP INC COM 559214101 5611 200400 SH DEFINED 011614 200400
MAGNA INTL COM 559222401 2909 60300 SH DEFINED 011622 60300
MAGNA INTL COM 559222401 6461 133900 SH DEFINED 011623 133900
MAHINDRA & MAHINDRA COM 559832100 2828 277550 SH DEFINED 0135 277550
MAINSTREET BANKGROUP COM 560633109 165 8860 SH DEFINED 0102 8860
MALAN REALTY INV CVT CONV BOND 561063AA6 3782 4050000 PRN DEFINED 0104 4050000
MALAN REALTY INV CVT CONV BOND 561063AA6 2148 2300000 PRN DEFINED 0109 2300000
MALAN REALTY INV CVT CONV BOND 561063AA6 2148 2300000 PRN DEFINED 011621 2300000
MALLINCKRODT GROUP COM 561226101 370 8882 SH DEFINED 0103 8882
MANOR CARE INC COM 564054104 11513 300000 SH DEFINED 011618 300000
MANOR CARE INC COM 564054104 288 7498 SH DEFINED 0103 7498
MANPOWER INC-WIS COM 56418H100 6650 200000 SH DEFINED 0111 200000
MANPOWER INC-WIS COM 56418H100 2278 68500 SH DEFINED 011622 68500
MANPOWER INC-WIS COM 56418H100 5017 150900 SH DEFINED 011623 150900
MANPOWER INC-WIS COM 56418H100 652 19582 SH DEFINED 0102 19582
MANPOWER INC-WIS COM 56418H100 5869 176500 SH DEFINED 0131 176500
MANPOWER INC-WIS COM 56418H100 253 7600 SH DEFINED 0103 7600
MANUGISTICS GROUP IN COM 565011103 8050 200000 SH DEFINED 0108 200000
MARINE DRILLING CO I COM 568240204 2647 275000 SH DEFINED 011619 275000
<PAGE> PAGE 44
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
MARINE DRILLING CO I COM 568240204 11117 1155000 SH DEFINED 011614 1155000
MARINER HEALTH GROUP COM 56845J109 149 9700 SH DEFINED 0124 9700
MARSH MCLENNAN CO COM 571748102 29138 300000 SH DEFINED 0113 300000
MARSH MCLENNAN CO COM 571748102 10198 105000 SH DEFINED 0107 105000
MARSH MCLENNAN CO COM 571748102 19425 200000 SH DEFINED 0131 200000
MARSH MCLENNAN CO COM 571748102 1721 17723 SH DEFINED 0103 17723
MARRIOTT INTERNATION COM 571900109 121275 2200000 SH DEFINED 0126 2200000
MARRIOTT INTERNATION COM 571900109 33075 600000 SH DEFINED 0111 600000
MARRIOTT INTERNATION COM 571900109 1521 27600 SH DEFINED 0124 27600
MARRIOTT INTERNATION COM 571900109 4245 77000 SH DEFINED 011619 77000
MARRIOTT INTERNATION COM 571900109 18191 330000 SH DEFINED 011614 330000
MARRIOTT INTERNATION COM 571900109 842 15275 SH DEFINED 0103 15275
MARSHALL INDUSTRIES COM 572393106 81 2700 SH DEFINED 0124 2700
MARTIN MARIETTA MATE COM 573284106 9619 450000 SH DEFINED 0108 450000
MARTIN MARIETTA MATE COM 573284106 5572 260700 SH DEFINED 0128 260700
MASCO CORP COM 574599106 2946 98200 SH DEFINED 0124 98200
MASCO CORP COM 574599106 1404 46800 SH DEFINED 0125 46800
MASCO CORP COM 574599106 156 5200 SH DEFINED 0102 5200
MASCO CORP COM 574599106 795 26488 SH DEFINED 0103 26488
MASCOTECH INC CONV BOND 574670AB1 5103 6500000 PRN DEFINED 0104 6500000
MASCOTECH INC CONV BOND 574670AB1 2748 3500000 PRN DEFINED 011621 3500000
MASCOTECH 6% $1.20 CONV PFD STOCK 574670303 3996 280400 SH DEFINED 0130 280400
MASTEC INC. COM 576323109 3425 100000 SH DEFINED 0111 100000
MASTEC INC. COM 576323109 224 6500 SH DEFINED 0102 6500
MATTEL INC. COM 577081102 25875 1000000 SH DEFINED 0126 1000000
MATTEL INC. COM 577081102 38813 1500000 SH DEFINED 0111 1500000
MATTEL INC. COM 577081102 8167 315625 SH DEFINED 0124 315625
MATTEL INC. COM 577081102 4148 160300 SH DEFINED 0125 160300
MATTEL INC. COM 577081102 5498 212500 SH DEFINED 011622 212500
MATTEL INC. COM 577081102 11644 450000 SH DEFINED 011623 450000
MATTEL INC. COM 577081102 1294 50000 SH DEFINED 011619 50000
MATTEL INC. COM 577081102 6469 250000 SH DEFINED 011614 250000
MATTEL INC. COM 577081102 7187 277626 SH DEFINED 0102 277626
MATTEL INC. COM 577081102 1510 58386 SH DEFINED 0103 58386
MATTEL INC. COM 577081102 6003 232000 SH DEFINED 01 232000
MAXIM INTEGRATED COM 57772K101 35375 1000000 SH DEFINED 0111 1000000
MAXIM INTEGRATED COM 57772K101 2476 70000 SH DEFINED 011622 70000
MAXIM INTEGRATED COM 57772K101 5660 160000 SH DEFINED 011623 160000
MAXIM INTEGRATED COM 57772K101 318 8950 SH DEFINED 0102 8950
MAXIM INTEGRATED COM 57772K101 5876 166100 SH DEFINED 0131 166100
MAXIM INTEGRATED COM 57772K101 279 7900 SH DEFINED 0103 7900
MAY DEPT STORES COM 577778103 9725 200000 SH DEFINED 0130 200000
MAY DEPT STORES COM 577778103 36469 750000 SH DEFINED 0113 750000
MAY DEPT STORES COM 577778103 2183 44900 SH DEFINED 0124 44900
MAY DEPT STORES COM 577778103 1575 32400 SH DEFINED 0125 32400
MAY DEPT STORES COM 577778103 19450 400000 SH DEFINED 0107 400000
MAY DEPT STORES COM 577778103 73 1500 SH DEFINED 0102 1500
MAY DEPT STORES COM 577778103 24313 500000 SH DEFINED 0131 500000
MAY DEPT STORES COM 577778103 2683 55190 SH DEFINED 0103 55190
MAYTAG CO COM 578592107 13163 675000 SH DEFINED 0113 675000
<PAGE> PAGE 45
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
MAYTAG CO COM 578592107 8775 450000 SH DEFINED 0131 450000
MAYTAG CO COM 578592107 574 29427 SH DEFINED 0103 29427
MCDERMOTT INTL COM 580037109 140 6441 SH DEFINED 0103 6441
MCDONALDS COM 580135101 94750 2000000 SH DEFINED 0126 2000000
MCDONALDS COM 580135101 4003 84500 SH DEFINED 011622 84500
MCDONALDS COM 580135101 8883 187500 SH DEFINED 011623 187500
MCDONALDS COM 580135101 19636 414435 SH DEFINED 0102 414435
MCDONALDS COM 580135101 4155 87696 SH DEFINED 0103 87696
MCDONNELL DOUGLASS COM 580169100 1394 26548 SH DEFINED 0103 26548
MCGRAW-HILL COS INC COM 580645109 21313 500000 SH DEFINED 0130 500000
MCGRAW-HILL COS INC COM 580645109 25575 600000 SH DEFINED 0113 600000
MCGRAW-HILL COS INC COM 580645109 16411 385000 SH DEFINED 0107 385000
MCGRAW-HILL COS INC COM 580645109 21313 500000 SH DEFINED 0131 500000
MCGRAW-HILL COS INC COM 580645109 1451 34025 SH DEFINED 0103 34025
MEAD CORP COM 582834107 2480 42300 SH DEFINED 0124 42300
MEAD CORP COM 582834107 885 15100 SH DEFINED 0125 15100
MEAD CORP COM 582834107 94 1600 SH DEFINED 0102 1600
MEAD CORP COM 582834107 503 8580 SH DEFINED 0103 8580
MEDIMMUNE INC COM 584699102 78 5500 SH DEFINED 0124 5500
MEDITRUST COM 58501T108 17313 500000 SH DEFINED 0113 500000
MEDITRUST COM 58501T108 13850 400000 SH DEFINED 0131 400000
MEDITRUST COM 58501T108 519 15000 SH DEFINED 0103 15000
MEDTRONIC COM 585055106 25650 400000 SH DEFINED 0130 400000
MEDTRONIC COM 585055106 109013 1700000 SH DEFINED 0126 1700000
MEDTRONIC COM 585055106 38475 600000 SH DEFINED 0111 600000
MEDTRONIC COM 585055106 13595 212000 SH DEFINED 0124 212000
MEDTRONIC COM 585055106 6701 104500 SH DEFINED 0125 104500
MEDTRONIC COM 585055106 11543 180000 SH DEFINED 011622 180000
MEDTRONIC COM 585055106 25650 400000 SH DEFINED 011623 400000
MEDTRONIC COM 585055106 19238 300000 SH DEFINED 011618 300000
MEDTRONIC COM 585055106 111855 1744213 SH DEFINED 0102 1744213
MEDTRONIC COM 585055106 20616 321500 SH DEFINED 0131 321500
MEDTRONIC COM 585055106 4873 76011 SH DEFINED 0103 76011
MEDTRONIC COM 585055106 15582 243000 SH DEFINED 01 243000
MEDUSA CORP NEW COM 585072309 301 9800 SH DEFINED 0124 9800
MELLON BANK CORP COM 585509102 34069 575000 SH DEFINED 0113 575000
MELLON BANK CORP COM 585509102 5226 88200 SH DEFINED 0124 88200
MELLON BANK CORP COM 585509102 1700 28700 SH DEFINED 0125 28700
MELLON BANK CORP COM 585509102 18664 315000 SH DEFINED 0107 315000
MELLON BANK CORP COM 585509102 44438 750000 SH DEFINED 011516 750000
MELLON BANK CORP COM 585509102 195 3300 SH DEFINED 0102 3300
MELLON BANK CORP COM 585509102 1228 20722 SH DEFINED 0103 20722
MELVILLE CORP COM 585745102 2603 59000 SH DEFINED 011619 59000
MELVILLE CORP COM 585745102 10590 240000 SH DEFINED 011614 240000
MELVILLE CORP COM 585745102 600 13590 SH DEFINED 0102 13590
MELVILLE CORP COM 585745102 555 12588 SH DEFINED 0103 12588
MENS WEARHOUSE INC COM 587118100 1853 74118 SH DEFINED 0103 74118
MENTOR CORP MN COM 587188103 107 3900 SH DEFINED 0124 3900
MENTOR CORP MN COM 587188103 2613 95000 SH DEFINED 011619 95000
MENTOR CORP MN COM 587188103 11688 425000 SH DEFINED 011614 425000
<PAGE> PAGE 46
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
MERCANTILE STORES COM 587533100 241 4466 SH DEFINED 0103 4466
MERCK COM 589331107 22346 317526 SH DEFINED 0130 317526
MERCK COM 589331107 10556 150000 SH DEFINED 0108 150000
MERCK COM 589331107 126675 1800000 SH DEFINED 0126 1800000
MERCK COM 589331107 37489 532700 SH DEFINED 0124 532700
MERCK COM 589331107 20071 285200 SH DEFINED 0125 285200
MERCK COM 589331107 31669 450000 SH DEFINED 011618 450000
MERCK COM 589331107 3800 54000 SH DEFINED 011620 54000
MERCK COM 589331107 230578 3276477 SH DEFINED 0102 3276477
MERCK COM 589331107 15019 213412 SH DEFINED 0103 213412
MERCK COM 589331107 11015 156516 SH DEFINED 01 156516
MEREDITH CORP COM 589433101 166 3369 SH DEFINED 0103 3369
MERRILL LYNCH & CO COM 590188108 52500 800000 SH DEFINED 0111 800000
MERRILL LYNCH & CO COM 590188108 315 4800 SH DEFINED 0102 4800
MERRILL LYNCH & CO COM 590188108 1569 23911 SH DEFINED 0103 23911
MERRY LAND & INVT CO COM 590438107 7481 350000 SH DEFINED 0113 350000
MESA AIRLINES COM 590481107 61 6700 SH DEFINED 0124 6700
METHANEX CORP COM 59151K108 1575 200000 SH DEFINED 011621 200000
METHODE ELEC COM 591520200 6519 350000 SH DEFINED 0106 350000
METHODE ELEC COM 591520200 2608 140000 SH DEFINED 011619 140000
METHODE ELEC COM 591520200 1527 82000 SH DEFINED 01 82000
MICHAELS STORES INC COM 594087108 137 9300 SH DEFINED 0124 9300
MICROSOFT COM 594918104 158250 1200000 SH DEFINED 0126 1200000
MICROSOFT COM 594918104 26375 200000 SH DEFINED 0111 200000
MICROSOFT COM 594918104 14203 107700 SH DEFINED 0124 107700
MICROSOFT COM 594918104 8335 63200 SH DEFINED 0125 63200
MICROSOFT COM 594918104 4616 35000 SH DEFINED 011622 35000
MICROSOFT COM 594918104 10550 80000 SH DEFINED 011623 80000
MICROSOFT COM 594918104 29672 225000 SH DEFINED 011618 225000
MICROSOFT COM 594918104 32308 244957 SH DEFINED 0102 244957
MICROSOFT COM 594918104 9825 74500 SH DEFINED 0131 74500
MICROSOFT COM 594918104 11130 84403 SH DEFINED 0103 84403
MICROSOFT COM 594918104 10880 82500 SH DEFINED 01 82500
MICROAGE INC COM 594928103 2476 131200 SH DEFINED 011619 131200
MICROAGE INC COM 594928103 9981 528800 SH DEFINED 011614 528800
MICRO-CHIP COM 595017104 10278 275000 SH DEFINED 0106 275000
MICRO-CHIP COM 595017104 355 9500 SH DEFINED 0124 9500
MICRO-CHIP COM 595017104 37375 1000000 SH DEFINED 011516 1000000
MICRON TECHNOLOGY COM 595112103 758 24861 SH DEFINED 0103 24861
MID-AMERICA APT COM 59522J103 4397 175000 SH DEFINED 0107 175000
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 7880 73300 SH DEFINED 0105 73300
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 3763 35000 SH DEFINED 01 35000
HERMAN MILLER COM 600544100 6075 150000 SH DEFINED 0128 150000
HERMAN MILLER COM 600544100 2835 70000 SH DEFINED 011619 70000
HERMAN MILLER COM 600544100 11745 290000 SH DEFINED 011614 290000
MILLER INDUS COM 600551105 4740 120000 SH DEFINED 011619 120000
MILLER INDUS COM 600551105 18960 480000 SH DEFINED 011614 480000
MILLIPORE CORP COM 601073109 19750 500000 SH DEFINED 0106 500000
MILLIPORE CORP COM 601073109 212 5379 SH DEFINED 0103 5379
MN MINING & MFG CO COM 604059105 17818 255000 SH DEFINED 0107 255000
<PAGE> PAGE 47
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
MN MINING & MFG CO COM 604059105 336 4800 SH DEFINED 0102 4800
MN MINING & MFG CO COM 604059105 3964 56737 SH DEFINED 0103 56737
MN MINING & MFG CO COM 604059105 6953 99500 SH DEFINED 01 99500
MN P & L 144A $100 PREFERRED STOCK 6041103#1 4958 50000 SH DEFINED 0105 50000
MN P & L 144A $100 PREFERRED STOCK 6041103#1 2975 30000 SH DEFINED 01 30000
MN P&L 144A 6.70 PREFERRED STOCK 604110999 10025 100000 SH DEFINED 0105 100000
MIRAGE RESORTS INC COM 60462E104 51250 2000000 SH DEFINED 0126 2000000
MRS FIELDS COM 60650*990 605 20176717 SH DEFINED 0105 20176717
MOBIL COM 607059102 115750 1000000 SH DEFINED 0126 1000000
MOBIL COM 607059102 31831 275000 SH DEFINED 0113 275000
MOBIL COM 607059102 23150 200000 SH DEFINED 0111 200000
MOBIL COM 607059102 13890 120000 SH DEFINED 0107 120000
MOBIL COM 607059102 4630 40000 SH DEFINED 011622 40000
MOBIL COM 607059102 9260 80000 SH DEFINED 011623 80000
MOBIL COM 607059102 68766 594061 SH DEFINED 0102 594061
MOBIL COM 607059102 24886 215000 SH DEFINED 0131 215000
MOBIL COM 607059102 6769 58478 SH DEFINED 0103 58478
MOBIL COM 607059102 4630 40000 SH DEFINED 01 40000
MOHAWK INDUSTRIES COM 608190104 236 9200 SH DEFINED 0124 9200
MOLEX INC COM 608554101 559 15000 SH DEFINED 0108 15000
MOLEX INC COM 608554101 18625 500000 SH DEFINED 011516 500000
MOLEX INC COM 608554101 1614 43483 SH DEFINED 0102 43483
MOLEX INC CL A COM 608554200 23 685 SH DEFINED 0102 685
MONSANTO COMPANY COM 611662107 21900 600000 SH DEFINED 0130 600000
MONSANTO COMPANY COM 611662107 255500 7000000 SH DEFINED 0126 7000000
MONSANTO COMPANY COM 611662107 36500 1000000 SH DEFINED 0111 1000000
MONSANTO COMPANY COM 611662107 23159 634500 SH DEFINED 0124 634500
MONSANTO COMPANY COM 611662107 11618 318300 SH DEFINED 0125 318300
MONSANTO COMPANY COM 611662107 14568 399100 SH DEFINED 0102 399100
MONSANTO COMPANY COM 611662107 4434 121474 SH DEFINED 0103 121474
MONSANTO COMPANY COM 611662107 6534 179000 SH DEFINED 01 179000
MOORE CORP COM 615785102 217 11803 SH DEFINED 0103 11803
JP MORGAN & CO INC COM 616880100 17775 200000 SH DEFINED 0130 200000
JP MORGAN & CO INC COM 616880100 28884 325000 SH DEFINED 0113 325000
JP MORGAN & CO INC COM 616880100 18664 210000 SH DEFINED 0107 210000
JP MORGAN & CO INC COM 616880100 24441 275000 SH DEFINED 0131 275000
JP MORGAN & CO INC COM 616880100 3241 36469 SH DEFINED 0103 36469
JP MORGAN & CO INC COM 616880100 8177 92000 SH DEFINED 01 92000
JPMS-GANNETT MEDS CONV PFD STOCK 616880878 13750 200000 SH DEFINED 0107 200000
RUSSIA & NOW EUROPE COM 616911103 4844 250000 SH DEFINED 0135 250000
MORGAN STANLEY GROUP COM 617446109 6219 125000 SH DEFINED 0108 125000
MORGAN STANLEY GROUP COM 617446109 69650 1400000 SH DEFINED 0126 1400000
MORGAN STANLEY GROUP COM 617446109 159 3200 SH DEFINED 0102 3200
MORGAN STANLEY GROUP COM 617446109 8373 168300 SH DEFINED 0131 168300
MORGAN STANLEY GROUP COM 617446109 1343 26997 SH DEFINED 0103 26997
MS-AES CORP PEPS CONV PFD STOCK 617446596 7549 247500 SH DEFINED 0132 247500
MS-CONAGRA PEPS CONV PFD STOCK 617446612 16231 350000 SH DEFINED 0130 350000
MS-CONAGRA PEPS CONV PFD STOCK 617446612 15072 325000 SH DEFINED 0107 325000
MS-MERCK PEPS CONV PFD STOCK 617446620 15188 225000 SH DEFINED 0130 225000
MS-MERCK PEPS CONV PFD STOCK 617446620 14175 210000 SH DEFINED 0107 210000
<PAGE> PAGE 48
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
MS-CITICORP CVT CONV PFD STOCK 617446638 21313 250000 SH DEFINED 0130 250000
MS-AIRTOUCH DEC CVT CONV PFD STOCK 617446653 14306 525000 SH DEFINED 0130 525000
MS-AIRTOUCH DEC CVT CONV PFD STOCK 617446653 12263 450000 SH DEFINED 0107 450000
MS-VISHAY INTER CVT PREFERRED STOCK 617446661 8491 325000 SH DEFINED 0130 325000
MS-VISHAY INTER CVT PREFERRED STOCK 617446661 9274 355000 SH DEFINED 0107 355000
MS-DURACELL DEC CVT CONV PFD STOCK 617446679 11359 195000 SH DEFINED 0130 195000
MORRISON KNUDSEN CRP COM 61844A109 8 800 SH DEFINED 0124 800
MORTON INTERNATIONAL COM 619331101 1749 44000 SH DEFINED 011620 44000
MORTON INTERNATIONAL COM 619331101 15276 384180 SH DEFINED 0102 384180
MORTON INTERNATIONAL COM 619331101 699 17591 SH DEFINED 0103 17591
MORTON INTERNATIONAL COM 619331101 1193 30000 SH DEFINED 01 30000
MOSINEE PAPER CORP COM 619600109 78 2800 SH DEFINED 0124 2800
MOTOROLA COM 620076109 125 2441 SH DEFINED 0102 2441
MOTOROLA COM 620076109 3656 70825 SH DEFINED 0103 70825
MUELLER INDS COM 624756102 171 4200 SH DEFINED 0124 4200
MURPHY OIL COM 626717102 4825 100000 SH DEFINED 0128 100000
MUTL RISKMGMTCVT/PUT CONV BOND 628351AA6 18125 50000000 PRN DEFINED 0106 50000000
MUTUAL RISK COM 628351108 15467 533333 SH DEFINED 0130 533333
MUTUAL RISK COM 628351108 128 4400 SH DEFINED 0124 4400
MUTUAL RISK COM 628351108 1779 61333 SH DEFINED 011620 61333
MYCOGEN CORP COM 628452104 91 6400 SH DEFINED 0124 6400
MYERS IND INC COM 628464109 111 7400 SH DEFINED 0124 7400
MYLAN LABS COM 628530107 0 1 SH DEFINED 0102 1
NCS HEALTH CARE INC COM 628874109 1412 45000 SH DEFINED 011619 45000
NCS HEALTH CARE INC COM 628874109 5651 180100 SH DEFINED 011614 180100
NIPSCO COM 629140104 12513 350000 SH DEFINED 0132 350000
NACCO IND CL A COM 629579103 51 1062 SH DEFINED 0103 1062
NALCO CHEMICAL COM 629853102 14500 400000 SH DEFINED 0130 400000
NALCO CHEMICAL COM 629853102 29000 800000 SH DEFINED 0113 800000
NALCO CHEMICAL COM 629853102 11419 315000 SH DEFINED 0107 315000
NALCO CHEMICAL COM 629853102 292 8052 SH DEFINED 0103 8052
NASHAU CORP COM 631226107 45 3400 SH DEFINED 0124 3400
NAT'L AUTO CR HLDG COM 632900106 44 3800 SH DEFINED 0124 3800
NATIONAL CITY CORP COM 635405103 31594 750000 SH DEFINED 0113 750000
NATIONAL CITY CORP COM 635405103 1114 26440 SH DEFINED 0103 26440
NATL DATA CORP COM 635621105 380 8700 SH DEFINED 0124 8700
NATIONAL EDUCATION COM 635771108 3443 180000 SH DEFINED 011619 180000
NATIONAL EDUCATION COM 635771108 15204 795000 SH DEFINED 011614 795000
NATL ENT 4.75 5/1/96 CONV BOND 635819AA3 1 20000 PRN DEFINED 0102 20000
NATIONAL FUEL GAS CO COM 636180101 5513 150000 SH DEFINED 0132 150000
NATIONAL POWER PLC COM 637194408 23096 928500 SH DEFINED 0130 928500
NATIONAL PROCESSING COM 637229105 7800 400000 SH DEFINED 011516 400000
NATIONAL PROCESSING COM 637229105 84 4300 SH DEFINED 011620 4300
NATL SEMICONDUCTOR COM 637640103 32200 1600000 SH DEFINED 011516 1600000
NATL SEMICONDUCTOR COM 637640103 322 16009 SH DEFINED 0103 16009
NATL SERVICES IND COM 637657107 204 5825 SH DEFINED 0103 5825
NAT CORP HOUSING COM 637995994 100 500 SH DEFINED 01 500
NATIONS BANK COM 638585109 43438 500000 SH DEFINED 0130 500000
NATIONS BANK COM 638585109 28234 325000 SH DEFINED 0113 325000
NATIONS BANK COM 638585109 50648 583000 SH DEFINED 0124 583000
<PAGE> PAGE 49
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
NATIONS BANK COM 638585109 27852 320600 SH DEFINED 0125 320600
NATIONS BANK COM 638585109 20416 235000 SH DEFINED 0107 235000
NATIONS BANK COM 638585109 206611 2378185 SH DEFINED 0102 2378185
NATIONS BANK COM 638585109 21719 250000 SH DEFINED 0131 250000
NATIONS BANK COM 638585109 8065 92828 SH DEFINED 0103 92828
NATIONS BANK COM 638585109 869 10000 SH DEFINED 01 10000
NATIONWIDE HEALTH COM 638620104 8800 400000 SH DEFINED 011618 400000
NATURES SUNSHINE PRO COM 639027101 68 3900 SH DEFINED 0124 3900
NAUTICA ENTERPRISES COM 639089101 271 8400 SH DEFINED 0124 8400
NAVISTAR INTL CORP COM 63934E108 842 98987 SH DEFINED 0103 98987
NEUBERGER & BERMAN COM 640917506 1135 72859 SH DEFINED 0103 72859
NETCOM ONLINE COM 641081104 6850 400000 SH DEFINED 0111 400000
NETWORK EQUIP TECH COM 641208103 74 5400 SH DEFINED 0124 5400
NETWORK GENERAL COM 641210109 10866 475000 SH DEFINED 0106 475000
NETWORK GENERAL COM 641210109 55 2400 SH DEFINED 0124 2400
NETWORK GENERAL COM 641210109 14869 650000 SH DEFINED 011516 650000
NEW ENGLAND BUS SERV COM 643872104 94 5200 SH DEFINED 0124 5200
NEW ENGLAND BUS SERV COM 643872104 16311 899900 SH DEFINED 011516 899900
NJ NATL GAS 100 144A PREFERRED STOCK 645869207 21300 200000 SH DEFINED 0105 200000
NEW JERSEY RESOURCES COM 646025106 4309 153900 SH DEFINED 0128 153900
NEW JERSEY RESOURCES COM 646025106 8400 300000 SH DEFINED 0132 300000
NEW YORK TIMES CLA COM 650111107 394 11683 SH DEFINED 0103 11683
NEWELL CO COM 651192106 570 18990 SH DEFINED 0103 18990
NEWFIELD EXPLORATION COM 651290108 63 1400 SH DEFINED 0124 1400
NEWFIELD EXPLORATION COM 651290108 14556 323400 SH DEFINED 0102 323400
NEWFIELD EXPLORATION COM 651290108 414 9200 SH DEFINED 0103 9200
NEWMONT MINING COM 651639106 1947 41200 SH DEFINED 0125 41200
NEWMONT MINING COM 651639106 222 4700 SH DEFINED 0102 4700
NEWMONT MINING COM 651639106 874 18484 SH DEFINED 0103 18484
NEWS CORP LTD ADR COM 652487703 1002 48000 SH DEFINED 01 48000
NEXTEL COMM WTS WARRANT 65332V111 0 18902 SH DEFINED 0109 18902
NIAGARA MOHAWK POWER COM 653522102 135 16878 SH DEFINED 0103 16878
NICOR COM 654086107 7594 225000 SH DEFINED 0132 225000
NICOR COM 654086107 205 6064 SH DEFINED 0103 6064
NIKE INC CL B COM 654106103 72900 600000 SH DEFINED 0126 600000
NIKE INC CL B COM 654106103 60750 500000 SH DEFINED 0111 500000
NIKE INC CL B COM 654106103 693 5700 SH DEFINED 0124 5700
NIKE INC CL B COM 654106103 61 500 SH DEFINED 0125 500
NIKE INC CL B COM 654106103 6075 50000 SH DEFINED 011622 50000
NIKE INC CL B COM 654106103 13365 110000 SH DEFINED 011623 110000
NIKE INC CL B COM 654106103 280 2300 SH DEFINED 0102 2300
NIKE INC CL B COM 654106103 15528 127800 SH DEFINED 0131 127800
NIKE INC CL B COM 654106103 2764 22755 SH DEFINED 0103 22755
NOBLE AFFILIATES COM 654894104 2746 65000 SH DEFINED 011619 65000
NOBLE AFFILIATES COM 654894104 11619 275000 SH DEFINED 011614 275000
NOBLE AFFILIATES COM 654894104 13604 322000 SH DEFINED 0102 322000
NOBLE AFFILIATES COM 654894104 9080 214900 SH DEFINED 0131 214900
NOBLE AFFILIATES COM 654894104 769 18200 SH DEFINED 0103 18200
NOKIA PREFERRED COM 654902204 17700 400000 SH DEFINED 0130 400000
NOKIA PREFERRED COM 654902204 6638 150000 SH DEFINED 0135 150000
<PAGE> PAGE 50
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
NOBLE DRILLING CORP COM 655042109 520 34400 SH DEFINED 0124 34400
NORAM ENERGY CORP COM 655419109 4463 300000 SH DEFINED 0132 300000
NORAM ENERGY CORP COM 655419109 95473 6418376 SH DEFINED 0103 6418376
NORDSTROM INC COM 655664100 369 9707 SH DEFINED 0103 9707
NORDSTROM INC COM 655664100 760 20000 SH DEFINED 01 20000
NORFOLK SOUTHERN CO COM 655844108 18275 200000 SH DEFINED 0130 200000
NORFOLK SOUTHERN CO COM 655844108 777 8500 SH DEFINED 0125 8500
NORFOLK SOUTHERN CO COM 655844108 82 900 SH DEFINED 0102 900
NORFOLK SOUTHERN CO COM 655844108 1503 16441 SH DEFINED 0103 16441
NORTH AMERICAN MTG C COM 657037107 97 5100 SH DEFINED 0124 5100
NORTH AMER VACCINE COM 657201109 238 8500 SH DEFINED 0124 8500
NORTHRN ST PWR CO MN COM 665772109 20981 450000 SH DEFINED 0113 450000
NORTHRN ST PWR CO MN COM 665772109 9325 200000 SH DEFINED 0132 200000
NORTHRN ST PWR CO MN COM 665772109 15433 331000 SH DEFINED 0124 331000
NORTHRN ST PWR CO MN COM 665772109 8085 173400 SH DEFINED 0125 173400
NORTHRN ST PWR CO MN COM 665772109 13988 300000 SH DEFINED 0107 300000
NORTHRN ST PWR CO MN COM 665772109 914 19600 SH DEFINED 0102 19600
NORTHRN ST PWR CO MN COM 665772109 1677 35966 SH DEFINED 0103 35966
NORTHRN ST PWR CO MN COM 665772109 2961 63500 SH DEFINED 01 63500
NORTHRN TELECOM COM 665815106 34650 600000 SH DEFINED 0130 600000
NORTHRN TELECOM COM 665815106 11550 200000 SH DEFINED 0132 200000
NORTHRN TELECOM COM 665815106 20663 357800 SH DEFINED 0124 357800
NORTHRN TELECOM COM 665815106 8749 151500 SH DEFINED 0125 151500
NORTHRN TELECOM COM 665815106 4909 85000 SH DEFINED 0135 85000
NORTHRN TELECOM COM 665815106 39559 685000 SH DEFINED 011618 685000
NORTHRN TELECOM COM 665815106 11550 200000 SH DEFINED 011614 200000
NORTHRN TELECOM COM 665815106 9978 172809 SH DEFINED 0102 172809
NORTHRN TELECOM COM 665815106 3191 55260 SH DEFINED 0103 55260
NORTHRN TELECOM COM 665815106 6917 119770 SH DEFINED 01 119770
NORTHROP GRUMMAN COR COM 666807102 545 6797 SH DEFINED 0103 6797
NWA COM 667280101 21225 600000 SH DEFINED 0111 600000
NWA COM 667280101 2653 75000 SH DEFINED 011622 75000
NWA COM 667280101 5306 150000 SH DEFINED 011623 150000
NWA COM 667280101 195 5500 SH DEFINED 0102 5500
NORTHWEST NATURAL GA COM 667655104 6038 262500 SH DEFINED 0132 262500
NORTHWEST NATURAL GA COM 667655104 279 12150 SH DEFINED 0124 12150
NORWEST CORP COM 669380107 16350 400000 SH DEFINED 0130 400000
NORWEST CORP COM 669380107 171675 4200000 SH DEFINED 0126 4200000
NORWEST CORP COM 669380107 32700 800000 SH DEFINED 0113 800000
NORWEST CORP COM 669380107 45731 1118800 SH DEFINED 0124 1118800
NORWEST CORP COM 669380107 22052 539500 SH DEFINED 0125 539500
NORWEST CORP COM 669380107 20029 490000 SH DEFINED 0107 490000
NORWEST CORP COM 669380107 28613 700000 SH DEFINED 011516 700000
NORWEST CORP COM 669380107 32700 800000 SH DEFINED 011618 800000
NORWEST CORP COM 669380107 183853 4497950 SH DEFINED 0102 4497950
NORWEST CORP COM 669380107 26569 650000 SH DEFINED 0131 650000
NORWEST CORP COM 669380107 6270 153375 SH DEFINED 0103 153375
NORWEST CORP COM 669380107 6629 162185 SH DEFINED 01 162185
NOVELL INC COM 670006105 195250 17750000 SH DEFINED 011516 17750000
NOVELL INC COM 670006105 476 43243 SH DEFINED 0103 43243
<PAGE> PAGE 51
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
NOVELLUS SYSTEMS INC COM 670008101 286 6700 SH DEFINED 0124 6700
NOVEN PHARMACEUTICAL COM 670009109 48 3800 SH DEFINED 0124 3800
NUCOR CORP COM 670346105 60900 1200000 SH DEFINED 0111 1200000
NUCOR CORP COM 670346105 6090 120000 SH DEFINED 011622 120000
NUCOR CORP COM 670346105 13550 267000 SH DEFINED 011623 267000
NUCOR CORP COM 670346105 77954 1535871 SH DEFINED 0102 1535871
NUCOR CORP COM 670346105 986 19430 SH DEFINED 0103 19430
NUCOR CORP COM 670346105 11826 233024 SH DEFINED 01 233024
NUEVO ENERGY CO COM 670509108 6094 150000 SH DEFINED 0106 150000
NYNEX COM 670768100 8700 200000 SH DEFINED 0107 200000
NYNEX COM 670768100 2273 52254 SH DEFINED 0103 52254
OAK INDUSTRIES COM 671400505 209 6300 SH DEFINED 0124 6300
OAKWOOD HOMES COM 674098108 168 6100 SH DEFINED 0124 6100
OASIS COM 674216106 3555 162500 SH DEFINED 0107 162500
OCCIDENTAL PETROLEUM COM 674599105 893 38186 SH DEFINED 0103 38186
OCEANEERING INT'L COM 675232102 71 4200 SH DEFINED 0124 4200
OCEANEERING INT'L COM 675232102 1445 85000 SH DEFINED 011619 85000
OFFICE MAX COM 67622M108 28000 2000000 SH DEFINED 0106 2000000
OFFICE MAX COM 67622M108 157 11250 SH DEFINED 0102 11250
OFFICE MAX COM 67622M108 9090 649300 SH DEFINED 0131 649300
OFFICE MAX COM 67622M108 417 29800 SH DEFINED 0103 29800
OFFICE MAX COM 67622M108 1610 115000 SH DEFINED 01 115000
OFFICE DEPOT INC COM 676220106 5087 215310 SH DEFINED 01 215310
OFFSHORE LOGISTICS COM 676255102 181 12600 SH DEFINED 0124 12600
OGDEN CORP COM 676346109 14300 710538 SH DEFINED 0103 710538
OHIO EDISON COM 677347106 3875 200000 SH DEFINED 0132 200000
OHIO EDISON COM 677347106 350 18041 SH DEFINED 0103 18041
OHIO POWER CO $100 PREFERRED STOCK 677415796 3398 36000 SH DEFINED 0105 36000
OLSTEN CORP COM 681385100 19900 800000 SH DEFINED 0111 800000
OLSTEN CORP COM 681385100 9 348 SH DEFINED 0124 348
OLSTEN CORP COM 681385100 17413 700000 SH DEFINED 011618 700000
OLSTEN CORP COM 681385100 260 10450 SH DEFINED 0102 10450
OLSTEN CORP COM 681385100 4888 196500 SH DEFINED 0131 196500
OLSTEN CORP COM 681385100 230 9250 SH DEFINED 0103 9250
OLYMPIC FINANCIAL LT COM 681593109 10466 425000 SH DEFINED 011614 425000
OMNICARE, INC. COM 681904108 519 17000 SH DEFINED 0124 17000
OMNICARE, INC. COM 681904108 16290 534000 SH DEFINED 0102 534000
OMNICARE, INC. COM 681904108 439 14400 SH DEFINED 0103 14400
OMEGA HEALTH CARE CONV BOND 681936AG5 4215 4000000 PRN DEFINED 0104 4000000
OMEGA HEALTH CARE COM 681936100 6000 200000 SH DEFINED 0130 200000
OMEGA HEALTH CARE COM 681936100 9000 300000 SH DEFINED 0113 300000
OMEGA HEALTH CARE COM 681936100 4800 160000 SH DEFINED 0107 160000
OMEGA HEALTH CARE COM 681936100 450 15000 SH DEFINED 0103 15000
ONBANCORP INC COM 682303102 132 3800 SH DEFINED 0124 3800
ONEOK INC COM 682678107 91 3313 SH DEFINED 0103 3313
OPEN MARKET COM 68370M100 6163 425000 SH DEFINED 011516 425000
ORACLE CORP COM COM 68389X105 31922 750000 SH DEFINED 0130 750000
ORACLE CORP COM COM 68389X105 170250 4000000 SH DEFINED 0126 4000000
ORACLE CORP COM COM 68389X105 57459 1350000 SH DEFINED 0111 1350000
ORACLE CORP COM COM 68389X105 23731 557550 SH DEFINED 0124 557550
<PAGE> PAGE 52
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ORACLE CORP COM COM 68389X105 8302 195050 SH DEFINED 0125 195050
ORACLE CORP COM COM 68389X105 8513 200000 SH DEFINED 0135 200000
ORACLE CORP COM COM 68389X105 12769 300000 SH DEFINED 011622 300000
ORACLE CORP COM COM 68389X105 28985 681000 SH DEFINED 011623 681000
ORACLE CORP COM COM 68389X105 36178 850000 SH DEFINED 011618 850000
ORACLE CORP COM COM 68389X105 2767 65000 SH DEFINED 011619 65000
ORACLE CORP COM COM 68389X105 1915 45000 SH DEFINED 011620 45000
ORACLE CORP COM COM 68389X105 27283 641000 SH DEFINED 011614 641000
ORACLE CORP COM COM 68389X105 112340 2639377 SH DEFINED 0102 2639377
ORACLE CORP COM COM 68389X105 20253 475850 SH DEFINED 0131 475850
ORACLE CORP COM COM 68389X105 6226 146318 SH DEFINED 0103 146318
ORACLE CORP COM COM 68389X105 13535 317990 SH DEFINED 01 317990
ORANGE & ROCKLAND COM 684065105 56 1600 SH DEFINED 0124 1600
ORANGE ROCKLAND$100 PREFERRED STOCK 6840654*3 1323 13098 SH DEFINED 0105 13098
ORBITAL SCIENCES COR COM 685564106 146 8200 SH DEFINED 0124 8200
O'REILLY AUTOMOTIVE COM 686091109 55 1600 SH DEFINED 0124 1600
ORION CAPITAL CORP COM 686268103 83 1600 SH DEFINED 0124 1600
ORION NETWORK SYS COM 68628K104 2647 275000 SH DEFINED 0135 275000
ORNDA HEALTH COM 686857103 90 3300 SH DEFINED 01 3300
ORYX ENERGY CO COM 68763F100 219 12365 SH DEFINED 0103 12365
OUTDOOR SYSTEM COM 690057104 3055 65000 SH DEFINED 011619 65000
OUTDOOR SYSTEM COM 690057104 12690 270000 SH DEFINED 011614 270000
OWENS CORNIG FIB NEW COM 69073F103 228 6179 SH DEFINED 0103 6179
OWENS & MINOR INC COM 690732102 114 12000 SH DEFINED 0124 12000
OWENS & MINOR INC COM 690732102 19000 2000000 SH DEFINED 011516 2000000
OXFORD RESOURCES COR COM 691808109 8550 400000 SH DEFINED 0111 400000
OXFORD RESOURCES COR COM 691808109 129 6000 SH DEFINED 0102 6000
PECO ENERGY COM 693304107 22563 950000 SH DEFINED 0113 950000
PECO ENERGY COM 693304107 8313 350000 SH DEFINED 0124 350000
PECO ENERGY COM 693304107 2784 117200 SH DEFINED 0125 117200
PECO ENERGY COM 693304107 324 13600 SH DEFINED 0102 13600
PECO ENERGY COM 693304107 17813 750000 SH DEFINED 0131 750000
PECO ENERGY COM 693304107 1857 78180 SH DEFINED 0103 78180
PNC FINL CORP COM 693475105 1361 40779 SH DEFINED 0103 40779
PP & L RESOURCES COM 693499105 417 19070 SH DEFINED 0103 19070
PPG INDUSTRIES INC COM 693506107 25828 475000 SH DEFINED 0131 475000
PPG INDUSTRIES INC COM 693506107 2318 42619 SH DEFINED 0103 42619
PRI AUTOMATION INC COM 69357H106 6550 200000 SH DEFINED 0106 200000
PACCAR INC COM 693718108 257 4700 SH DEFINED 0103 4700
PACIFIC ENTERPRISES COM 694232109 6050 200000 SH DEFINED 0132 200000
PACIFIC ENTERPRISES COM 694232109 298 9864 SH DEFINED 0103 9864
PACIFIC GAS & ELEC COM 694308107 1084 49854 SH DEFINED 0103 49854
PACIFIC GAS & ELEC PREFERRED STOCK 694308651 2604 108200 SH DEFINED 0105 108200
PACIFIC GAS & ELEC PREFERRED STOCK 694308693 13265 567500 SH DEFINED 0105 567500
PACIFIC SCIENTIFIC C COM 694806100 40 3100 SH DEFINED 0124 3100
PACIFIC TELESIS COM 694890104 1723 51256 SH DEFINED 0103 51256
PACIFICARE HEALTHCLB COM 695110205 81526 942500 SH DEFINED 011516 942500
PACIFICARE HEALTHCLB COM 695110205 24220 280000 SH DEFINED 011618 280000
PACIFICORP COM 695114108 716 34719 SH DEFINED 0103 34719
PACIFICORP $100 PAR PREFERRED STOCK 695114678 16350 150000 SH DEFINED 0105 150000
<PAGE> PAGE 53
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PACIFICORP $100 PAR PREFERRED STOCK 695114678 1090 10000 SH DEFINED 0116 10000
PAGEMART NATIONWIDE COM 69553Q108 482 50750 SH DEFINED 0109 50750
PAGING NETWORK INC. COM 695542100 5000 250000 SH DEFINED 0132 250000
PAIN WEBBER GLOBAL COM 695910877 1 141 SH DEFINED 01 141
PALL CORP COM 696429307 10594 375000 SH DEFINED 0108 375000
PALL CORP COM 696429307 1130 40000 SH DEFINED 011620 40000
PALL CORP COM 696429307 389 13763 SH DEFINED 0103 13763
PANERGY CORP COM 697926103 11253 325000 SH DEFINED 0132 325000
PANERGY CORP COM 697926103 625 18046 SH DEFINED 0103 18046
PANAMSAT CORP COM 69830X108 4172 150000 SH DEFINED 0109 150000
PARAGON COM 69912K107 145 6200 SH DEFINED 0124 6200
PARAMETRIC TECH CORP COM 699173100 11109 225000 SH DEFINED 0108 225000
PARAMETRIC TECH CORP COM 699173100 123438 2500000 SH DEFINED 0126 2500000
PARAMETRIC TECH CORP COM 699173100 6794 137600 SH DEFINED 011622 137600
PARAMETRIC TECH CORP COM 699173100 14990 303600 SH DEFINED 011623 303600
PARAMETRIC TECH CORP COM 699173100 4444 90000 SH DEFINED 011619 90000
PARAMETRIC TECH CORP COM 699173100 21231 430000 SH DEFINED 011614 430000
PARAMETRIC TECH CORP COM 699173100 75944 1538108 SH DEFINED 0102 1538108
PARAMETRIC TECH CORP COM 699173100 39544 800900 SH DEFINED 0131 800900
PARAMETRIC TECH CORP COM 699173100 4404 89200 SH DEFINED 0103 89200
PAREXEL COM 699462107 7875 125000 SH DEFINED 0106 125000
PARK ELECTROCHEMICAL CONV BOND 700416AB6 3729 4500000 PRN DEFINED 011614 4500000
PARKER-HANNIFIN COM 701094104 373 8878 SH DEFINED 0103 8878
PATRIOT AMERN HOSP COM 703353102 5884 175000 SH DEFINED 0107 175000
PATTERSON DENTAL COM 703412106 190 7100 SH DEFINED 0124 7100
PAXAR CORPORATION COM 704227107 143 8750 SH DEFINED 0124 8750
PAYCHEX INC COM 704326107 28275 487500 SH DEFINED 011614 487500
PAYCHEX INC COM 704326107 60033 1035078 SH DEFINED 0102 1035078
PAYCHEX INC COM 704326107 14468 249450 SH DEFINED 0131 249450
PAYCHEX INC COM 704326107 4084 70400 SH DEFINED 0103 70400
PEGASUS MED COMM COM 70557G104 244 750 SH DEFINED 0109 750
PENNCORP FINANCIAL G COM 708094107 6450 200000 SH DEFINED 0128 200000
PENNCORP FINANCIAL G COM 708094107 7256 225000 SH DEFINED 0106 225000
PENNCORP FINANCIAL G COM 708094107 22898 710000 SH DEFINED 011618 710000
PENNCORP FINANCIAL G COM 708094107 30265 938500 SH DEFINED 0102 938500
PENNCORP FINANCIAL G COM 708094107 13000 403100 SH DEFINED 0131 403100
PENNCORP FINANCIAL G COM 708094107 1379 42750 SH DEFINED 0103 42750
PENNEY J C COM 708160106 29769 550000 SH DEFINED 0130 550000
PENNEY J C COM 708160106 33828 625000 SH DEFINED 0113 625000
PENNEY J C COM 708160106 19214 355000 SH DEFINED 0107 355000
PENNEY J C COM 708160106 23511 434360 SH DEFINED 0102 434360
PENNEY J C COM 708160106 23003 425000 SH DEFINED 0131 425000
PENNEY J C COM 708160106 2990 55224 SH DEFINED 0103 55224
PENNEY J C COM 708160106 3789 70000 SH DEFINED 01 70000
PENN P&L PFD $100 PREFERRED STOCK 709051643 2807 28000 SH DEFINED 0105 28000
PENN P&L $100 PAR PREFERRED STOCK 709051684 5956 60000 SH DEFINED 0105 60000
PENTAIR INC COM 709631105 1749 66000 SH DEFINED 011620 66000
PENTAIR INC COM 709631105 2342 88378 SH DEFINED 0103 88378
PENNZOIL COM 709903108 295 5585 SH DEFINED 0103 5585
PEOPLES ENERGY CORP COM 711030106 144 4232 SH DEFINED 0103 4232
<PAGE> PAGE 54
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PEOPLE SOFT COM 712713106 2498 30000 SH DEFINED 011619 30000
PEOPLE SOFT COM 712713106 9990 120000 SH DEFINED 011614 120000
PEOPLE SOFT COM 712713106 22437 269500 SH DEFINED 0102 269500
PEOPLE SOFT COM 712713106 16109 193500 SH DEFINED 0131 193500
PEOPLE SOFT COM 712713106 1399 16800 SH DEFINED 0103 16800
PEP BOYS COM 713278109 21375 600000 SH DEFINED 0130 600000
PEP BOYS COM 713278109 16031 450000 SH DEFINED 0108 450000
PEP BOYS COM 713278109 14250 400000 SH DEFINED 011618 400000
PEP BOYS COM 713278109 2494 70000 SH DEFINED 011619 70000
PEP BOYS COM 713278109 10331 290000 SH DEFINED 011614 290000
PEP BOYS COM 713278109 22058 619205 SH DEFINED 0102 619205
PEP BOYS COM 713278109 404 11342 SH DEFINED 0103 11342
PEP BOYS COM 713278109 1069 30000 SH DEFINED 01 30000
PEPSICO COM 713448108 25425 900000 SH DEFINED 0130 900000
PEPSICO COM 713448108 87575 3100000 SH DEFINED 0126 3100000
PEPSICO COM 713448108 34454 1219600 SH DEFINED 0124 1219600
PEPSICO COM 713448108 13422 475100 SH DEFINED 0125 475100
PEPSICO COM 713448108 9888 350000 SH DEFINED 011618 350000
PEPSICO COM 713448108 96914 3430757 SH DEFINED 0102 3430757
PEPSICO COM 713448108 7796 275960 SH DEFINED 0103 275960
PEPSICO COM 713448108 1836 65000 SH DEFINED 01 65000
PERCLOSE COM 71361C107 774 34800 SH DEFINED 0111 34800
PERCLOSE COM 71361C107 134 6000 SH DEFINED 011622 6000
PERCLOSE COM 71361C107 294 13200 SH DEFINED 011623 13200
PEREZ COMPANC SA ADR COM 713665107 83 6550 SH DEFINED 0102 6550
PEREZ COMPANC SA ADR COM 713665107 4825 381150 SH DEFINED 0131 381150
PEREZ COMPANC SA ADR COM 713665107 219 17300 SH DEFINED 0103 17300
PERKIN ELMER COM 714041100 301 5195 SH DEFINED 0103 5195
PERKIN ELMER COM 714041100 3704 64000 SH DEFINED 01 64000
PETROLEUM GEO SERV COM 716597109 0 1 SH DEFINED 0102 1
PETSMART COM 716768106 44023 1701400 SH DEFINED 0102 1701400
PETSMART COM 716768106 10058 388700 SH DEFINED 0131 388700
PETSMART COM 716768106 1988 76800 SH DEFINED 0103 76800
PHARMACIA & UPJOHN COM 716941109 545 13200 SH DEFINED 0124 13200
PHARMACIA & UPJOHN COM 716941109 29 700 SH DEFINED 0125 700
PHARMACIA & UPJOHN COM 716941109 15469 375000 SH DEFINED 0107 375000
PHARMACIA & UPJOHN COM 716941109 1856 45000 SH DEFINED 011620 45000
PHARMACIA & UPJOHN COM 716941109 2514 60944 SH DEFINED 0103 60944
PFIZER COM 717081103 43519 550000 SH DEFINED 0130 550000
PFIZER COM 717081103 269025 3400000 SH DEFINED 0126 3400000
PFIZER COM 717081103 63300 800000 SH DEFINED 0111 800000
PFIZER COM 717081103 30708 388100 SH DEFINED 0124 388100
PFIZER COM 717081103 14417 182200 SH DEFINED 0125 182200
PFIZER COM 717081103 11299 142800 SH DEFINED 011622 142800
PFIZER COM 717081103 25019 316200 SH DEFINED 011623 316200
PFIZER COM 717081103 31650 400000 SH DEFINED 011618 400000
PFIZER COM 717081103 1939 24500 SH DEFINED 011620 24500
PFIZER COM 717081103 115322 1457486 SH DEFINED 0102 1457486
PFIZER COM 717081103 18412 232700 SH DEFINED 0131 232700
PFIZER COM 717081103 8730 110339 SH DEFINED 0103 110339
<PAGE> PAGE 55
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PFIZER COM 717081103 2532 32000 SH DEFINED 01 32000
PHELPS DODGE COM 717265102 6733 105000 SH DEFINED 0107 105000
PHELPS DODGE COM 717265102 511 7971 SH DEFINED 0103 7971
PHILIP ENVIRONMENTAL COM 717906101 2613 275000 SH DEFINED 011619 275000
PHILIP MORRIS COM 718154107 40388 450000 SH DEFINED 0130 450000
PHILIP MORRIS COM 718154107 31413 350000 SH DEFINED 0113 350000
PHILIP MORRIS COM 718154107 14360 160000 SH DEFINED 0107 160000
PHILIP MORRIS COM 718154107 35003 390000 SH DEFINED 011618 390000
PHILIP MORRIS COM 718154107 1077 12000 SH DEFINED 011620 12000
PHILIP MORRIS COM 718154107 27 300 SH DEFINED 0102 300
PHILIP MORRIS COM 718154107 23784 265000 SH DEFINED 0131 265000
PHILIP MORRIS COM 718154107 9905 110367 SH DEFINED 0103 110367
PHILIP MORRIS COM 718154107 631 7030 SH DEFINED 01 7030
PHILIPPINE LONG DIST COM 718252604 6563 105000 SH DEFINED 0112 105000
PHILIPPINE LONG DIST COM 718252604 8244 131900 SH DEFINED 011617 131900
PHILLIPS PETROLEUM COM 718507106 1340 31353 SH DEFINED 0103 31353
PHILLIPS-VAN HEUSEN COM 718592108 76 6800 SH DEFINED 0124 6800
PHOENIX DUFF & PHELP COM 718924103 3750 600000 SH DEFINED 0128 600000
PHOENIX DUFF & PHELP COM 718924103 1875 300000 SH DEFINED 011619 300000
PHOENIX SHANNON 144A CONV BOND 719138AA7 1540 2000000 PRN DEFINED 0104 2000000
PHYCOR COM 71940F100 548 14400 SH DEFINED 0124 14400
PHYCOR COM 71940F100 64165 1685723 SH DEFINED 0102 1685723
PHYCOR COM 71940F100 8518 223800 SH DEFINED 0131 223800
PHYCOR COM 71940F100 2459 64625 SH DEFINED 0103 64625
PHY RELIANCE NETWORK COM 71940G108 6100 400000 SH DEFINED 0106 400000
PHYSICIAN SALES &SER COM 71940L107 7638 325000 SH DEFINED 0106 325000
PHYSICIAN SALES &SER COM 71940L107 4844 206100 SH DEFINED 0102 206100
PHYSICIAN SALES &SER COM 71940L107 167 7100 SH DEFINED 0103 7100
PHYSICIAN SALES &SER COM 71940L107 1833 78000 SH DEFINED 01 78000
PHYSICIAN SUPPORT SY COM 71940V105 7275 300000 SH DEFINED 0106 300000
PHYSIO CONTROL INTL COM 719431108 10100 400000 SH DEFINED 0111 400000
PHYSIO CONTROL INTL COM 719431108 512 20300 SH DEFINED 0102 20300
PHYSIO CONTROL INTL COM 719431108 18 700 SH DEFINED 0103 700
PICTURETEL CORP COM 720035302 314 8900 SH DEFINED 0124 8900
PIEDMONT NATURAL GAS COM 720186105 5 200 SH DEFINED 0124 200
PIER 1 IMPORT CVT CONV BOND 720279AF5 2675 2500000 PRN DEFINED 0104 2500000
PIER ONE IMPORTS INC COM 720279108 190 11800 SH DEFINED 0124 11800
PINNACLE WEST CAPITA COM 723484101 11109 375000 SH DEFINED 0132 375000
PINNACLE WEST CAPITA COM 723484101 8888 300000 SH DEFINED 011618 300000
PIONEER GROUP COM 723684106 223 8500 SH DEFINED 0124 8500
PIONEER HI-BRED COM 723686101 9378 155000 SH DEFINED 0108 155000
PIONEER HI-BRED COM 723686101 24200 400000 SH DEFINED 0126 400000
PIONEER HI-BRED COM 723686101 91 1500 SH DEFINED 0125 1500
PIONEER HI-BRED COM 723686101 18150 300000 SH DEFINED 011618 300000
PIONEER HI-BRED COM 723686101 9718 160611 SH DEFINED 0102 160611
PIONEER HI-BRED COM 723686101 866 14325 SH DEFINED 0103 14325
PIONEER STANDARD ELE COM 723877106 4500 400000 SH DEFINED 0128 400000
PIONEER STANDARD ELE COM 723877106 45 4000 SH DEFINED 0124 4000
PITNEY BOWES COM 724479100 18419 350000 SH DEFINED 0130 350000
PITNEY BOWES COM 724479100 479 9100 SH DEFINED 0124 9100
<PAGE> PAGE 56
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PITNEY BOWES COM 724479100 1237 23500 SH DEFINED 0125 23500
PITNEY BOWES COM 724479100 14209 270000 SH DEFINED 0107 270000
PITNEY BOWES COM 724479100 143 2700 SH DEFINED 0102 2700
PITNEY BOWES COM 724479100 1142 21709 SH DEFINED 0103 21709
PITTSTON BRINKS GRP COM 725701106 132 4200 SH DEFINED 0102 4200
PITTSTON BRINKS GRP COM 725701106 7097 226200 SH DEFINED 0131 226200
PITTSTON BRINKS GRP COM 725701106 377 12000 SH DEFINED 0103 12000
PITTSTON BURLINGTON COM 725701882 60 3300 SH DEFINED 0124 3300
PLACER DOME INC COM 725906101 676 28604 SH DEFINED 0103 28604
PLATINUM TECH INC COM 72764T101 9469 750000 SH DEFINED 0106 750000
PLATINUM TECH INC COM 72764T101 141 11200 SH DEFINED 0124 11200
PLATINUM TECH INC COM 72764T101 1390 110070 SH DEFINED 01 110070
PLAYERS INTERNATIONA COM 727903106 26 3400 SH DEFINED 0124 3400
POGO PRODUCING CO COM 730448107 7150 200000 SH DEFINED 0106 200000
POGO PRODUCING CO COM 730448107 311 8700 SH DEFINED 0124 8700
POGO PRODUCING CO COM 730448107 2503 70000 SH DEFINED 011619 70000
POGO PRODUCING CO COM 730448107 11619 325000 SH DEFINED 011614 325000
POGO PRODUCING CO COM 730448107 45557 1274350 SH DEFINED 0102 1274350
POGO PRODUCING CO COM 730448107 12666 354300 SH DEFINED 0131 354300
POGO PRODUCING CO COM 730448107 2053 57400 SH DEFINED 0103 57400
POGO PRODUCING CO COM 730448107 1430 40000 SH DEFINED 01 40000
POLAROID COM 731095105 241 5485 SH DEFINED 0103 5485
POLICY MGMT SYSTEMS COM 731108106 7208 212000 SH DEFINED 011516 212000
POPE & TALBOT COM 732827100 83 5400 SH DEFINED 0124 5400
PORTLAND GENERAL COR COM 736506106 7675 200000 SH DEFINED 0132 200000
POTASH CORP SASK INC COM 73755L107 4812 65800 SH DEFINED 01 65800
POTLATCH CORP COM 737628107 138 3549 SH DEFINED 0103 3549
POWERGEN PLC ADR COM 738905405 23928 775000 SH DEFINED 0130 775000
PRAXAIR COM 74005P104 21500 500000 SH DEFINED 0130 500000
PRAXAIR COM 74005P104 11825 275000 SH DEFINED 0108 275000
PRAXAIR COM 74005P104 30100 700000 SH DEFINED 0126 700000
PRAXAIR COM 74005P104 19350 450000 SH DEFINED 0106 450000
PRAXAIR COM 74005P104 15265 355000 SH DEFINED 0124 355000
PRAXAIR COM 74005P104 7271 169100 SH DEFINED 0125 169100
PRAXAIR COM 74005P104 2580 60000 SH DEFINED 011619 60000
PRAXAIR COM 74005P104 4085 95000 SH DEFINED 011620 95000
PRAXAIR COM 74005P104 11825 275000 SH DEFINED 011614 275000
PRAXAIR COM 74005P104 19382 450701 SH DEFINED 0102 450701
PRAXAIR COM 74005P104 16181 376300 SH DEFINED 0131 376300
PRAXAIR COM 74005P104 2723 63313 SH DEFINED 0103 63313
PRAXAIR COM 74005P104 5375 125000 SH DEFINED 01 125000
PRECISION CASTPARTS COM 740189105 1601 33000 SH DEFINED 011620 33000
PRECISION CASTPARTS COM 740189105 10756 221800 SH DEFINED 0102 221800
PRECISION CASTPARTS COM 740189105 335 6900 SH DEFINED 0103 6900
PREMARK INTL INC COM 740459102 181 9600 SH DEFINED 0124 9600
PRICE COSTCO COM 74143W102 2870 140000 SH DEFINED 011619 140000
PRICE COSTCO COM 74143W102 11993 585000 SH DEFINED 011614 585000
PRICE COSTCO COM 74143W102 474 23131 SH DEFINED 0103 23131
PRIDE PETROLEUM SVCS COM 741541106 6003 425000 SH DEFINED 0106 425000
PRIDE PETROLEUM SVCS COM 741541106 66 4700 SH DEFINED 0124 4700
<PAGE> PAGE 57
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PRIDE PETROLEUM SVCS COM 741541106 2260 160000 SH DEFINED 011619 160000
PRIMADONNA COM 741548101 6844 375000 SH DEFINED 011516 375000
PRIMARK CORP COM 741903108 167 6100 SH DEFINED 0124 6100
PRIME HOSPITALITY CO COM 741917108 157 9500 SH DEFINED 0124 9500
PRIME HOSPITALITY CO COM 741917108 345 20900 SH DEFINED 011619 20900
PRIME HOSPITALITY CO COM 741917108 1395 84550 SH DEFINED 011614 84550
PRIME HOSPITALITY CO COM 741917108 14 850 SH DEFINED 0102 850
PRIME HOSPITALITY CO COM 741917108 797 48300 SH DEFINED 0131 48300
PRIME HOSPITALITY CO COM 741917108 38 2300 SH DEFINED 0103 2300
PROCTER & GAMBLE COM 742718109 14196 145600 SH DEFINED 0130 145600
PROCTER & GAMBLE COM 742718109 136500 1400000 SH DEFINED 0126 1400000
PROCTER & GAMBLE COM 742718109 14869 152500 SH DEFINED 0124 152500
PROCTER & GAMBLE COM 742718109 9204 94400 SH DEFINED 0125 94400
PROCTER & GAMBLE COM 742718109 36418 373515 SH DEFINED 011618 373515
PROCTER & GAMBLE COM 742718109 90920 932443 SH DEFINED 0102 932443
PROCTER & GAMBLE COM 742718109 9692 99410 SH DEFINED 0103 99410
PROCTER & GAMBLE COM 742718109 3023 31000 SH DEFINED 01 31000
PROFITTS INC COM 742925100 166 4200 SH DEFINED 0124 4200
PRODUCTION OPERATORS COM 743080103 6570 180000 SH DEFINED 0128 180000
PRODUCTION OPERATORS COM 743080103 58 1600 SH DEFINED 0124 1600
PROGRESSIVE CORP OH COM 743315103 8588 150000 SH DEFINED 0108 150000
PROGRESSIVE CORP OH COM 743315103 20038 350000 SH DEFINED 0106 350000
PROGRESSIVE CORP OH COM 743315103 18 320 SH DEFINED 0102 320
PROMUS HOTEL CORP COM 74342H104 28250 1000000 SH DEFINED 0126 1000000
PROMUS HOTEL CORP COM 74342H104 25790 912900 SH DEFINED 0102 912900
PROMUS HOTEL CORP COM 74342H104 13091 463400 SH DEFINED 0131 463400
PROMUS HOTEL CORP COM 74342H104 24432 864831 SH DEFINED 0103 864831
PROTECTIVE LIFE CORP COM 743674103 445 11800 SH DEFINED 0124 11800
PROTEIN DESIGN COM 74369L103 162 6400 SH DEFINED 0124 6400
PROVIDENT BANCORP COM 743834202 79 1800 SH DEFINED 0124 1800
PRUDENTIAL UTIL CL A COM 743911208 2 181 SH DEFINED 01 181
PROVIDIAN CORP COM 744061102 26875 625000 SH DEFINED 0113 625000
PROVIDIAN CORP COM 744061102 17200 400000 SH DEFINED 0131 400000
PROVIDIAN CORP COM 744061102 1257 29228 SH DEFINED 0103 29228
PUBLIC SERV CO COLO COM 744448101 5325 150000 SH DEFINED 0132 150000
PUBLIC SERV CO COLO COM 744448101 12958 365000 SH DEFINED 0107 365000
PUB SERV ENTERPRISES COM 744573106 783 29275 SH DEFINED 0103 29275
PUBLIC STORAGE COM 74460D109 5317 235000 SH DEFINED 0107 235000
PULTE CORP. COM 745867101 82 3196 SH DEFINED 0103 3196
PURE ATRIA CORP COM 746217108 93 2450 SH DEFINED 0102 2450
PURE ATRIA CORP COM 746217108 5179 137200 SH DEFINED 0131 137200
PURE ATRIA CORP COM 746217108 245 6500 SH DEFINED 0103 6500
PUTNAM HIGH YIELD COM 74678J104 2 222 SH DEFINED 01 222
QUAKER OATS COM 747402105 592 16176 SH DEFINED 0103 16176
QUALITY FOOD CENTERS COM 747565109 28669 825000 SH DEFINED 011516 825000
QUANEX CORP COM 747620102 223 8300 SH DEFINED 0124 8300
QUICK & REILLY GROUP COM 748376100 263 10000 SH DEFINED 0124 10000
QUILMES INDUSTRIAL COM 74838Y108 5188 500000 SH DEFINED 0135 500000
QUORUM HEALTH COM 749084109 6806 275000 SH DEFINED 0106 275000
RCSB FINL INC COM COM 749371100 227 8500 SH DEFINED 0124 8500
<PAGE> PAGE 58
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
RFS HOTEL COM 74955J108 6875 440000 SH DEFINED 0107 440000
RFS HOTEL COM 74955J108 5367 343500 SH DEFINED 01 343500
ROC COMMUNITIES COM 749650107 7313 300000 SH DEFINED 011618 300000
RPM INC OHIO COM 749685103 0 1 SH DEFINED 0102 1
RAINBOW TECHNOLOGIES COM 750862104 0 1 SH DEFINED 0103 1
RALSTON PURINA GP COM 751277302 2398 35000 SH DEFINED 0124 35000
RALSTON PURINA GP COM 751277302 1877 27400 SH DEFINED 0125 27400
RALSTON PURINA GP COM 751277302 206 3000 SH DEFINED 0102 3000
RALSTON PURINA GP COM 751277302 1169 17076 SH DEFINED 0103 17076
RAYCHEM COM 754603108 18986 253070 SH DEFINED 0102 253070
RAYCHEM COM 754603108 804 10726 SH DEFINED 0103 10726
RAYCHEM COM 754603108 6474 86320 SH DEFINED 01 86320
RAYMOND JAMES FIN COM 754730109 165 6800 SH DEFINED 0124 6800
RAYONIER COM 754907103 6559 165000 SH DEFINED 0128 165000
RAYTHEON COM 755111101 27813 500000 SH DEFINED 0130 500000
RAYTHEON COM 755111101 100125 1800000 SH DEFINED 0126 1800000
RAYTHEON COM 755111101 36156 650000 SH DEFINED 0113 650000
RAYTHEON COM 755111101 2787 50100 SH DEFINED 0124 50100
RAYTHEON COM 755111101 979 17600 SH DEFINED 0125 17600
RAYTHEON COM 755111101 38938 700000 SH DEFINED 011618 700000
RAYTHEON COM 755111101 111 2000 SH DEFINED 0102 2000
RAYTHEON COM 755111101 25031 450000 SH DEFINED 0131 450000
RAYTHEON COM 755111101 2862 51431 SH DEFINED 0103 51431
RAYTHEON COM 755111101 1391 25000 SH DEFINED 01 25000
READ RITE COM 755246105 258 16400 SH DEFINED 0124 16400
READING & BATES CORP COM 755281805 678 25000 SH DEFINED 011620 25000
READING & BATES CORP COM 755281805 487 17919 SH DEFINED 0102 17919
RECKSON COM 75621K106 5012 135000 SH DEFINED 0107 135000
REEBOK INTERNATIONAL COM 758110100 301 8664 SH DEFINED 0103 8664
REED INTL PLC -SP A COM 758212872 22538 600000 SH DEFINED 011516 600000
REGAL BELOIT COM 758750103 4156 250000 SH DEFINED 0128 250000
REGAL BELOIT COM 758750103 53 3200 SH DEFINED 0124 3200
REGAL CINEMAS COM 758754105 6875 275000 SH DEFINED 0106 275000
REGAL CINEMAS COM 758754105 161 6450 SH DEFINED 0124 6450
REGENERON PHARMACEUT COM 75886F107 127 6300 SH DEFINED 0124 6300
REGIS CORP MINN COM 758932107 74 2850 SH DEFINED 0124 2850
RELIANCE GP HDS WRTS WARRANT 759464118 671 277791 SH DEFINED 0109 277791
RENONG 144A CONV BOND 759883AA9 6160 5500000 PRN DEFINED 0112 5500000
RENONG 144A CONV BOND 759883AA9 6720 6000000 PRN DEFINED 011617 6000000
RENAISSANCE SOLUTION COM 759924103 7416 175000 SH DEFINED 0106 175000
RENTAL SERVICE COM 76009V102 424 19600 SH DEFINED 0131 19600
REPSOL S.A. ADR COM 76026T205 19875 600000 SH DEFINED 0130 600000
REPSOL S.A. ADR COM 76026T205 26500 800000 SH DEFINED 0113 800000
REPSOL S.A. ADR COM 76026T205 18219 550000 SH DEFINED 0131 550000
REPSOL S.A. ADR COM 76026T205 828 25000 SH DEFINED 0103 25000
REPUBLIC NY COM 760719104 458 6630 SH DEFINED 0103 6630
RESPIRONICS INC COM 761230101 146 6000 SH DEFINED 0124 6000
RESPIRONICS INC COM 761230101 0 1 SH DEFINED 0102 1
RESTRAC INC COM 76126W108 1125 60000 SH DEFINED 011619 60000
REUTERS HLDS PLC ADR COM 761324201 48475 700000 SH DEFINED 0126 700000
<PAGE> PAGE 59
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
REUTERS HLDS PLC ADR COM 761324201 34625 500000 SH DEFINED 011516 500000
REUTERS HLDS PLC ADR COM 761324201 111 1600 SH DEFINED 0102 1600
REUTERS HLDS PLC ADR COM 761324201 6724 97100 SH DEFINED 0131 97100
REUTERS HLDS PLC ADR COM 761324201 319 4600 SH DEFINED 0103 4600
REVCO D.S. INC COM 761339100 4230 144000 SH DEFINED 0108 144000
REVCO D.S. INC COM 761339100 1149 39100 SH DEFINED 011619 39100
REVCO D.S. INC COM 761339100 4637 157850 SH DEFINED 011614 157850
REVCO D.S. INC COM 761339100 18638 634470 SH DEFINED 0102 634470
REVCO D.S. INC COM 761339100 26 900 SH DEFINED 0103 900
REVLON COM 761525500 2387 77000 SH DEFINED 011620 77000
REXEL INC COM 761680107 214 13600 SH DEFINED 0124 13600
REYNOLDS & REYNOLDS COM 761695105 148390 5680000 SH DEFINED 0126 5680000
REYNOLDS & REYNOLDS COM 761695105 131 5000 SH DEFINED 0102 5000
REYNOLDS & REYNOLDS COM 761695105 7341 281000 SH DEFINED 0131 281000
REYNOLDS & REYNOLDS COM 761695105 374 14300 SH DEFINED 0103 14300
REYNOLDS & REYNOLDS COM 761695105 3135 120000 SH DEFINED 01 120000
REYNOLDS METALS COM 761763101 1927 37700 SH DEFINED 0124 37700
REYNOLDS METALS COM 761763101 1324 25900 SH DEFINED 0125 25900
REYNOLDS METALS COM 761763101 133 2600 SH DEFINED 0102 2600
REYNOLDS METALS COM 761763101 20450 400000 SH DEFINED 0131 400000
REYNOLDS METALS COM 761763101 1504 29433 SH DEFINED 0103 29433
REYNOLDS MET $47.25 CONV PFD STOCK 761763507 13838 300000 SH DEFINED 0113 300000
RHONE POULENC RORER COM 76242T104 103078 1400036 SH DEFINED 0103 1400036
RICHEY ELECTRON 144A CONV BOND 763302AA4 2679 3000000 PRN DEFINED 011614 3000000
RICHFOOD HLDG CL A COM 763408101 6891 185000 SH DEFINED 0108 185000
RICHFOOD HLDG CL A COM 763408101 354 9500 SH DEFINED 0124 9500
RICHFOOD HLDG CL A COM 763408101 2794 75000 SH DEFINED 011619 75000
RICHFOOD HLDG CL A COM 763408101 10058 270000 SH DEFINED 011614 270000
RICHFOOD HLDG CL A COM 763408101 127 3400 SH DEFINED 0102 3400
RICHFOOD HLDG CL A COM 763408101 6940 186300 SH DEFINED 0131 186300
RICHFOOD HLDG CL A COM 763408101 324 8700 SH DEFINED 0103 8700
RIGGS NATL CORP WASH COM 766570105 200 12000 SH DEFINED 0124 12000
RIGGS SER B PFD COM 766570303 2112 72825 SH DEFINED 0109 72825
RISK CAPITAL RE COM 767711104 6650 350000 SH DEFINED 0106 350000
RISK CAPITAL RE COM 767711104 16783 883300 SH DEFINED 0111 883300
RISK CAPITAL RE COM 767711104 1429 75200 SH DEFINED 011622 75200
RISK CAPITAL RE COM 767711104 3279 172600 SH DEFINED 011623 172600
RISK CAPITAL RE COM 767711104 1034 54400 SH DEFINED 011620 54400
RITE AID COM 767754104 32625 900000 SH DEFINED 0113 900000
RITE AID COM 767754104 1494 41200 SH DEFINED 0124 41200
RITE AID COM 767754104 16496 455050 SH DEFINED 011516 455050
RITE AID COM 767754104 2411 66500 SH DEFINED 011620 66500
RITE AID COM 767754104 34937 963700 SH DEFINED 0102 963700
RITE AID COM 767754104 21750 600000 SH DEFINED 0131 600000
RITE AID COM 767754104 1500 41371 SH DEFINED 0103 41371
RITE AID COM 767754104 1834 50600 SH DEFINED 01 50600
ROBERT HALF INTL INC COM 770323103 32176 872500 SH DEFINED 0102 872500
ROBERT HALF INTL INC COM 770323103 18954 514000 SH DEFINED 0131 514000
ROBERT HALF INTL INC COM 770323103 1655 44900 SH DEFINED 0103 44900
ROBERTS PHARMACEUTIC COM 770491108 108 5700 SH DEFINED 0124 5700
<PAGE> PAGE 60
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ROCKWELL INT CORP COM 774347108 27773 492650 SH DEFINED 0113 492650
ROCKWELL INT CORP COM 774347108 24213 429500 SH DEFINED 0124 429500
ROCKWELL INT CORP COM 774347108 12081 214300 SH DEFINED 0125 214300
ROCKWELL INT CORP COM 774347108 18556 329100 SH DEFINED 0102 329100
ROCKWELL INT CORP COM 774347108 22550 400000 SH DEFINED 0131 400000
ROCKWELL INT CORP COM 774347108 4268 75709 SH DEFINED 0103 75709
ROCKWELL INT CORP COM 774347108 5807 103000 SH DEFINED 01 103000
ROFIN SINAR TECH INC COM 775043102 4459 410000 SH DEFINED 0135 410000
ROGERS COM LY PUT/98 CONV BOND 775109AD3 23888 65000000 PRN DEFINED 011516 65000000
ROHM & HAAS CO COM 775371107 18013 275000 SH DEFINED 0113 275000
ROHM & HAAS CO COM 775371107 520 7946 SH DEFINED 0103 7946
ROHR INDUSTRIES INC COM 775422108 1963 100000 SH DEFINED 0128 100000
ROHR INDUSTRIES INC COM 775422108 118 6000 SH DEFINED 0102 6000
ROHR INDUSTRIES INC COM 775422108 5909 301100 SH DEFINED 0131 301100
ROHR INDUSTRIES INC COM 775422108 351 17900 SH DEFINED 0103 17900
ROHR INDUSTRIES INC COM 775422108 4800 244600 SH DEFINED 01 244600
ROOSEVELT FINANCIAL COM 776493108 5566 325000 SH DEFINED 0128 325000
ROOSEVELT FINANCIAL COM 776493108 354 20700 SH DEFINED 0124 20700
ROPER INC NEW COM 776696106 109 2300 SH DEFINED 0124 2300
ROSS STORES COM 778296103 238 6600 SH DEFINED 0124 6600
ROWAN COMPANIES INC COM 779382100 2259 121300 SH DEFINED 011619 121300
ROWAN COMPANIES INC COM 779382100 9121 489700 SH DEFINED 011614 489700
ROWAN COMPANIES INC COM 779382100 187 10053 SH DEFINED 0103 10053
PRICE ROWE INT'L FD COM 77956H203 4 309 SH DEFINED 01 309
ROYAL DUTCH PETE NEW COM 780257705 46838 300000 SH DEFINED 0126 300000
ROYAL DUTCH PETE NEW COM 780257705 35128 225000 SH DEFINED 0113 225000
ROYAL DUTCH PETE NEW COM 780257705 18735 120000 SH DEFINED 0107 120000
ROYAL DUTCH PETE NEW COM 780257705 18542 118742 SH DEFINED 0102 118742
ROYAL DUTCH PETE NEW COM 780257705 27322 175000 SH DEFINED 0131 175000
ROYAL DUTCH PETE NEW COM 780257705 11676 74783 SH DEFINED 0103 74783
ROYAL DUTCH PETE NEW COM 780257705 13614 87200 SH DEFINED 01 87200
KPN ADR COM 780641205 29325 850000 SH DEFINED 0113 850000
KPN ADR COM 780641205 19838 575000 SH DEFINED 0131 575000
KPN ADR COM 780641205 794 23000 SH DEFINED 0103 23000
RUBBERMAID COM 781088109 0 1 SH DEFINED 0102 1
RUBBERMAID COM 781088109 444 18123 SH DEFINED 0103 18123
RUBY TUESDAY INC COM COM 781182100 95 5000 SH DEFINED 0124 5000
RUSS BERRIE & CO COM 782233100 94 5800 SH DEFINED 0124 5800
RUSSELL CORP COM 782352108 152 4722 SH DEFINED 0103 4722
RUTHERFORD MORAN COM 783286107 3000 100000 SH DEFINED 0135 100000
RYANS FAMILY STEAK COM 783519101 47 6110 SH DEFINED 0103 6110
RYDER SYSTEM COM 783549108 281 9489 SH DEFINED 0103 9489
RYKOFF S E & CO COM 783759103 53 3700 SH DEFINED 0124 3700
RYLAND GROUP INC COM 783764103 51 3400 SH DEFINED 0124 3400
SBC COMMUNICATIONS COM 78387G103 34891 725000 SH DEFINED 0113 725000
SBC COMMUNICATIONS COM 78387G103 24063 500000 SH DEFINED 0131 500000
SBC COMMUNICATIONS COM 78387G103 4373 90876 SH DEFINED 0103 90876
SERVICE CORP $50 CONV PFD STOCK 783888209 9225 90000 SH DEFINED 0107 90000
SCI SYSTEMS 144A LIQ CONV BOND 783890AD8 6613 5000000 PRN DEFINED 0130 5000000
SCI SYSTEMS 144A LIQ CONV BOND 783890AD8 33063 25000000 PRN DEFINED 011516 25000000
<PAGE> PAGE 61
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SCI SYSTEMS INC COM 783890106 692 12300 SH DEFINED 0124 12300
SCI SYSTEMS INC COM 783890106 30938 550000 SH DEFINED 011516 550000
SEI CORPORATION COM 784117103 67 2900 SH DEFINED 0124 2900
SGL CARBON COM 784188203 3134 80100 SH DEFINED 0135 80100
SGL CARBON COM 784188203 11867 303300 SH DEFINED 011618 303300
SGL CARBON COM 784188203 12190 311540 SH DEFINED 0102 311540
SGL CARBON COM 784188203 135 3450 SH DEFINED 0103 3450
SGL CARBON COM 784188203 2934 75000 SH DEFINED 01 75000
SGS-THOMSON MICROELE COM 784213100 14213 300000 SH DEFINED 0111 300000
SGS-THOMSON MICROELE COM 784213100 7106 150000 SH DEFINED 0135 150000
SGS-THOMSON MICROELE COM 784213100 75800 1600000 SH DEFINED 011516 1600000
SGS-THOMSON MICROELE COM 784213100 81071 1711235 SH DEFINED 0102 1711235
SGS-THOMSON MICROELE COM 784213100 4603 97160 SH DEFINED 0131 97160
SGS-THOMSON MICROELE COM 784213100 787 16600 SH DEFINED 0103 16600
SGS-THOMSON MICROELE COM 784213100 16823 355100 SH DEFINED 01 355100
SALOMON INC TRT PFD PREFERRED STOCK 784252207 8670 340000 SH DEFINED 0129 340000
SALOMON INC TRT PFD PREFERRED STOCK 784252207 10200 400000 SH DEFINED 0104 400000
S3 INCORPORATED COM 784849101 448 22700 SH DEFINED 0124 22700
S3 INCORPORATED COM 784849101 290 14700 SH DEFINED 011619 14700
S3 INCORPORATED COM 784849101 1171 59300 SH DEFINED 011614 59300
SAFECO CORP COM 786429100 10500 300000 SH DEFINED 0113 300000
SAFECO CORP COM 786429100 11200 320000 SH DEFINED 0107 320000
SAFECO CORP COM 786429100 16625 475000 SH DEFINED 0131 475000
SAFECO CORP COM 786429100 1193 34078 SH DEFINED 0103 34078
SAFETY-KLEEN COM 786484105 10106 612500 SH DEFINED 011516 612500
SAFETY-KLEEN COM 786484105 2492 151000 SH DEFINED 011619 151000
SAFETY-KLEEN COM 786484105 10395 630000 SH DEFINED 011614 630000
SAFETY-KLEEN COM 786484105 113 6840 SH DEFINED 0103 6840
SAFEWAY INC* COM 786514208 12788 300000 SH DEFINED 0108 300000
SAFEWAY INC* COM 786514208 85250 2000000 SH DEFINED 0126 2000000
SAFEWAY INC* COM 786514208 3197 75000 SH DEFINED 011619 75000
SAFEWAY INC* COM 786514208 12788 300000 SH DEFINED 011614 300000
SAFEWAY INC* COM 786514208 57621 1351730 SH DEFINED 0102 1351730
SAFEWAY INC* COM 786514208 1053 24700 SH DEFINED 0103 24700
SAFEWAY INC* COM 786514208 11978 281000 SH DEFINED 01 281000
ST JOHN KNITS INC COM 790289102 15038 300000 SH DEFINED 0111 300000
ST JOHN KNITS INC COM 790289102 351 7000 SH DEFINED 0124 7000
ST JUDE MEDICAL COM 790849103 6 150 SH DEFINED 0102 150
ST JUDE MEDICAL COM 790849103 386 9568 SH DEFINED 0103 9568
ST PAUL BANCORP COM 792848103 76 2900 SH DEFINED 0124 2900
ST PAUL COMPANIES COM 792860108 33300 600000 SH DEFINED 0113 600000
ST PAUL COMPANIES COM 792860108 24975 450000 SH DEFINED 0131 450000
ST PAUL COMPANIES COM 792860108 4502 81122 SH DEFINED 0103 81122
SAKS HOLDINGS CVT CONV BOND 79377RAA7 5135 4850000 PRN DEFINED 0130 4850000
SAKS HOLDINGS CVT CONV BOND 79377RAA7 5400 5100000 PRN DEFINED 0104 5100000
SAKS HOLDINGS CVT CONV BOND 79377RAA7 4023 3800000 PRN DEFINED 0109 3800000
SAKS HOLDINGS CVT CONV BOND 79377RAA7 2912 2750000 PRN DEFINED 011621 2750000
SAKS FIFTH AVENUE COM 79377R109 2450 70000 SH DEFINED 011619 70000
SAKS FIFTH AVENUE COM 79377R109 1159 33100 SH DEFINED 011620 33100
SAKS FIFTH AVENUE COM 79377R109 10500 300000 SH DEFINED 011614 300000
<PAGE> PAGE 62
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SBH-APPLIED MAT ELK CONV PFD STOCK 7954QBN38 16292 515000 SH DEFINED 0130 515000
SALOMON INC. COM 79549B107 11406 250000 SH DEFINED 0108 250000
SALOMON INC. COM 79549B107 668 14650 SH DEFINED 0103 14650
SALOMON ELK 2 3019 CONV PFD STOCK 79549B412 9811 199200 SH DEFINED 011618 199200
SBH-HEWLETT ELK76 37 CONV PFD STOCK 79549B446 10550 100000 SH DEFINED 011618 100000
SBH-COMPAQ COMPUTER CONV PFD STOCK 79549QBU7 21340 380000 SH DEFINED 0130 380000
SAN DIEGO G&E $25 PREFERRED STOCK 797440831 1562 59500 SH DEFINED 0105 59500
SANMINA CORP COM 800907107 8050 200000 SH DEFINED 0106 200000
SANMINA CORP COM 800907107 258 6400 SH DEFINED 0124 6400
SANTA FE ENERGY RES COM 802012104 2280 160000 SH DEFINED 011619 160000
SANTA FE ENERGY RES COM 802012104 8835 620000 SH DEFINED 011614 620000
SANTA FE ENERGY RES COM 802012104 151 10592 SH DEFINED 0103 10592
SANTA FE PAC GOLD CO COM 802176107 194 15544 SH DEFINED 0103 15544
SAP 144-A ADS COM 803054303 16511 294300 SH DEFINED 0130 294300
SAP 144-A ADS COM 803054303 5442 97000 SH DEFINED 0135 97000
SAP 144-A ADS COM 803054303 2356 42000 SH DEFINED 0131 42000
SAP 144-A ADS COM 803054303 118 2100 SH DEFINED 0103 2100
SARA LEE CORP COM 803111103 1466 41000 SH DEFINED 011620 41000
SARA LEE CORP COM 803111103 2070 57909 SH DEFINED 0103 57909
SASOL LTD ADR COM 803866300 0 1 SH DEFINED 0102 1
SCANDINAVIAN BROAD CONV BOND 805906AA2 15206 15000000 PRN DEFINED 0130 15000000
SCANDINAVIAN BROAD CONV BOND 805906AA2 5677 5600000 PRN DEFINED 0104 5600000
SCANDINAVIAN BROAD CONV BOND 805906AA2 3781 3730000 PRN DEFINED 0109 3730000
SCANDINAVIAN BROAD CONV BOND 805906AA2 4562 4500000 PRN DEFINED 0135 4500000
SCANDINAVIAN BROAD CONV BOND 805906AA2 4734 4670000 PRN DEFINED 011621 4670000
SCHERING PLOUGH COM 806605101 33825 550000 SH DEFINED 0130 550000
SCHERING PLOUGH COM 806605101 35363 575000 SH DEFINED 0113 575000
SCHERING PLOUGH COM 806605101 21254 345600 SH DEFINED 0124 345600
SCHERING PLOUGH COM 806605101 10338 168100 SH DEFINED 0125 168100
SCHERING PLOUGH COM 806605101 14760 240000 SH DEFINED 0107 240000
SCHERING PLOUGH COM 806605101 1574 25600 SH DEFINED 011620 25600
SCHERING PLOUGH COM 806605101 100838 1639630 SH DEFINED 0102 1639630
SCHERING PLOUGH COM 806605101 26138 425000 SH DEFINED 0131 425000
SCHERING PLOUGH COM 806605101 5448 88577 SH DEFINED 0103 88577
SCHERING PLOUGH COM 806605101 5228 85000 SH DEFINED 01 85000
SCHLUMBERGER LTD COM 806857108 42250 500000 SH DEFINED 0130 500000
SCHLUMBERGER LTD COM 806857108 8450 100000 SH DEFINED 0108 100000
SCHLUMBERGER LTD COM 806857108 59150 700000 SH DEFINED 0126 700000
SCHLUMBERGER LTD COM 806857108 33800 400000 SH DEFINED 0111 400000
SCHLUMBERGER LTD COM 806857108 4225 50000 SH DEFINED 0135 50000
SCHLUMBERGER LTD COM 806857108 4225 50000 SH DEFINED 011622 50000
SCHLUMBERGER LTD COM 806857108 8450 100000 SH DEFINED 011623 100000
SCHLUMBERGER LTD COM 806857108 5915 70000 SH DEFINED 011614 70000
SCHLUMBERGER LTD COM 806857108 672 7947 SH DEFINED 0102 7947
SCHLUMBERGER LTD COM 806857108 2458 29088 SH DEFINED 0103 29088
SCHWAB CHARLES CORP COM 808513105 1272 55000 SH DEFINED 011620 55000
SCIENTIFIC ATLANTA COM 808655104 144 9053 SH DEFINED 0103 9053
SCOTTS CO CLA COM 810186106 85 4400 SH DEFINED 0124 4400
SEAGATE TECHNOLOGY COM 811804103 11 200 SH DEFINED 0125 200
SEAGATE TECHNOLOGY COM 811804103 701 12541 SH DEFINED 0103 12541
<PAGE> PAGE 63
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SEAGRAM LTD COM 811850106 1671 44714 SH DEFINED 0103 44714
SEALED AIR CORP COM 812115103 7450 200000 SH DEFINED 0106 200000
SEALED AIR CORP COM 812115103 2421 65000 SH DEFINED 011619 65000
SEALED AIR CORP COM 812115103 10058 270000 SH DEFINED 011614 270000
SEALED AIR CORP COM 812115103 1546 41500 SH DEFINED 01 41500
SEARS ROEBUCK & CO COM 812387108 54824 1225030 SH DEFINED 0102 1225030
SEARS ROEBUCK & CO COM 812387108 2100 46926 SH DEFINED 0103 46926
SEATRAIN LINES COM 812557205 19 621353 SH DEFINED 0102 621353
2ND GLASTONBURY PROP COM 813200995 0 99 SH DEFINED 0102 99
SECURE CO COM 813705100 2114 190000 SH DEFINED 011516 190000
SECURITY CAPITAL IND COM 814138103 3954 216666 SH DEFINED 0132 216666
SECURITY CAPITAL IND COM 814138103 3385 185500 SH DEFINED 0107 185500
SECURITY PACIFIC TRT CONV PFD STOCK 814141206 3566 136500 SH DEFINED 0104 136500
SECURITY PACIFIC TRT CONV PFD STOCK 814141206 1920 73500 SH DEFINED 011621 73500
SEITEL INC COM 816074306 45 1200 SH DEFINED 0124 1200
SELECTIVE INS GROUP COM 816300107 74 2200 SH DEFINED 0124 2200
SENSORMATIC ELECT COM 817265101 57200 3200000 SH DEFINED 011516 3200000
SEQUES PHARMACEUTICA COM 817471105 110 7000 SH DEFINED 0124 7000
SERVICE CORP INTL COM 817565104 24200 800000 SH DEFINED 0130 800000
SERVICE CORP INTL COM 817565104 60500 2000000 SH DEFINED 0111 2000000
SERVICE CORP INTL COM 817565104 18102 598400 SH DEFINED 0124 598400
SERVICE CORP INTL COM 817565104 9868 326200 SH DEFINED 0125 326200
SERVICE CORP INTL COM 817565104 3933 130000 SH DEFINED 011622 130000
SERVICE CORP INTL COM 817565104 8773 290000 SH DEFINED 011623 290000
SERVICE CORP INTL COM 817565104 18150 600000 SH DEFINED 011618 600000
SERVICE CORP INTL COM 817565104 2481 82000 SH DEFINED 011620 82000
SERVICE CORP INTL COM 817565104 8229 272100 SH DEFINED 0102 272100
SERVICE CORP INTL COM 817565104 12732 420900 SH DEFINED 0131 420900
SERVICE CORP INTL COM 817565104 3154 104260 SH DEFINED 0103 104260
SERVICE EXPERTS COM 817567100 2430 120000 SH DEFINED 011619 120000
SHARED MED SYSTEMS COM 819486101 157 2752 SH DEFINED 0103 2752
SHAW INDUSTRIES INC COM 820286102 2274 170000 SH DEFINED 011619 170000
SHAW INDUSTRIES INC COM 820286102 9496 710000 SH DEFINED 011614 710000
SHELL TRANSPORT & COM 822703609 3710 40000 SH DEFINED 0132 40000
SHELL TRANSPORT & COM 822703609 25043 270000 SH DEFINED 011618 270000
SHERWIN WILLIAMS COM 824348106 15072 325000 SH DEFINED 0108 325000
SHERWIN WILLIAMS COM 824348106 1048 22600 SH DEFINED 0124 22600
SHERWIN WILLIAMS COM 824348106 376 8100 SH DEFINED 0125 8100
SHERWIN WILLIAMS COM 824348106 1391 30000 SH DEFINED 011620 30000
SHERWIN WILLIAMS COM 824348106 63341 1365915 SH DEFINED 0102 1365915
SHERWIN WILLIAMS COM 824348106 535 11545 SH DEFINED 0103 11545
SHERWIN WILLIAMS COM 824348106 46 1000 SH DEFINED 01 1000
SHIVA CORP COM 824851109 10041 175000 SH DEFINED 0106 175000
SHIVA CORP COM 824851109 1205 21000 SH DEFINED 01 21000
SHOPKO STORES COM 824911101 21366 1345913 SH DEFINED 0103 1345913
SHONEYS INC COM 825039100 45 4914 SH DEFINED 0103 4914
SHOREWOOD PACKAGING COM 825229107 20 1200 SH DEFINED 0124 1200
SHOWBOAT INC COM 825390107 108 4900 SH DEFINED 0124 4900
SIDERAR ADR 144A COM 825862105 4300 200000 SH DEFINED 0135 200000
SIERRA HEALTH SERVIC COM 826322109 309 9000 SH DEFINED 0124 9000
<PAGE> PAGE 64
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SIERRA PACIFIC RES COM 826425100 4140 160000 SH DEFINED 0128 160000
SIERRA PACIFIC RES COM 826425100 7763 300000 SH DEFINED 0132 300000
SIERRA PACIFIC RES COM 826425100 70 2700 SH DEFINED 0124 2700
SIGMA-ALDRICH COM 826552101 16093 282211 SH DEFINED 0102 282211
SIGMA-ALDRICH COM 826552101 547 9604 SH DEFINED 0103 9604
SIGNET BANKING CORP COM 826681108 2464 92112 SH DEFINED 0103 92112
SIG CORP COM 826912107 3413 100000 SH DEFINED 0132 100000
SILICON GRAPHICS INC COM 827056102 19913 900000 SH DEFINED 0130 900000
SILICON GRAPHICS INC COM 827056102 22125 1000000 SH DEFINED 0111 1000000
SILICON GRAPHICS INC COM 827056102 8582 387900 SH DEFINED 0124 387900
SILICON GRAPHICS INC COM 827056102 2945 133100 SH DEFINED 0125 133100
SILICON GRAPHICS INC COM 827056102 103793 4691580 SH DEFINED 0102 4691580
SILICON GRAPHICS INC COM 827056102 1221 55255 SH DEFINED 0103 55255
SILICON GRAPHICS INC COM 827056102 1315 59450 SH DEFINED 01 59450
SIMON DEBARTOLO GRP COM 828781104 12750 500000 SH DEFINED 0130 500000
SIMON DEBARTOLO GRP COM 828781104 17850 700000 SH DEFINED 0113 700000
SIMON DEBARTOLO GRP COM 828781104 4590 180000 SH DEFINED 0128 180000
SIMON DEBARTOLO GRP COM 828781104 6375 250000 SH DEFINED 0132 250000
SIMON DEBARTOLO GRP COM 828781104 5228 205000 SH DEFINED 0107 205000
SIMON DEBARTOLO GRP COM 828781104 13413 526000 SH DEFINED 0131 526000
SIMON DEBARTOLO GRP COM 828781104 765 30000 SH DEFINED 0103 30000
SINCLAIR BROADCASTIN COM 829226109 857 21500 SH DEFINED 011620 21500
SMITH (A O) CORP COM 831865209 351 14100 SH DEFINED 0124 14100
SMITH INTL COM 832110100 2740 78000 SH DEFINED 011619 78000
SMITH INTL COM 832110100 11240 320000 SH DEFINED 011614 320000
SMITH INTL COM 832110100 65 1850 SH DEFINED 0102 1850
SMITH INTL COM 832110100 3551 101100 SH DEFINED 0131 101100
SMITH INTL COM 832110100 204 5800 SH DEFINED 0103 5800
SMITHFIELD FOODS INC COM 832248108 84 2700 SH DEFINED 0124 2700
SMITHKLN BCHM PLCADR COM 832378301 30438 500000 SH DEFINED 0130 500000
SMITHKLN BCHM PLCADR COM 832378301 13697 225000 SH DEFINED 0108 225000
SMITHKLN BCHM PLCADR COM 832378301 98618 1620000 SH DEFINED 0126 1620000
SMITHKLN BCHM PLCADR COM 832378301 36525 600000 SH DEFINED 0113 600000
SMITHKLN BCHM PLCADR COM 832378301 7609 125000 SH DEFINED 0135 125000
SMITHKLN BCHM PLCADR COM 832378301 16741 275000 SH DEFINED 0107 275000
SMITHKLN BCHM PLCADR COM 832378301 42613 700000 SH DEFINED 011516 700000
SMITHKLN BCHM PLCADR COM 832378301 26176 430000 SH DEFINED 011618 430000
SMITHKLN BCHM PLCADR COM 832378301 183 3000 SH DEFINED 0102 3000
SMITHKLN BCHM PLCADR COM 832378301 27394 450000 SH DEFINED 0131 450000
SMITHKLN BCHM PLCADR COM 832378301 1096 18000 SH DEFINED 0103 18000
SMITH'S FOOD & DRUG COM 832388102 178 6700 SH DEFINED 0124 6700
SNAP ON INC COM 833034101 2699 84000 SH DEFINED 011620 84000
SNAP ON INC COM 833034101 235 7301 SH DEFINED 0103 7301
SNYDER OIL CORP COM 833482102 40 3400 SH DEFINED 0124 3400
SOCIEDAD QUINICA COM 833635105 8381 150000 SH DEFINED 0135 150000
SOFTKEY CONV BOND 83402NAA7 12281 15000000 PRN DEFINED 0130 15000000
SOFTKEY CONV BOND 83402NAA7 9825 12000000 PRN DEFINED 0104 12000000
SOFTKEY CONV BOND 83402NAA7 8188 10000000 PRN DEFINED 0106 10000000
SOFTKEY CONV BOND 83402NAA7 2047 2500000 PRN DEFINED 0109 2500000
SOFTKEY CONV BOND 83402NAA7 7369 9000000 PRN DEFINED 0107 9000000
<PAGE> PAGE 65
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SOFTKEY CONV BOND 83402NAA7 4094 5000000 PRN DEFINED 011621 5000000
SOFTKEY CONV BOND 83402NAA7 6550 8000000 PRN DEFINED 011618 8000000
SOFTKEY INTL INC COM 83402N109 5038 260000 SH DEFINED 0128 260000
SOFTKEY INTL INC COM 83402N109 13563 700000 SH DEFINED 0106 700000
SOFTBRIDGE MICRO SYS COM 834020992 135 13500 SH DEFINED 01 13500
SOLA INTL COM 834092108 7450 200000 SH DEFINED 0111 200000
SOLA INTL COM 834092108 104 2800 SH DEFINED 0124 2800
SOLA INTL COM 834092108 1118 30000 SH DEFINED 011622 30000
SOLA INTL COM 834092108 2608 70000 SH DEFINED 011623 70000
SOLA INTL COM 834092108 15763 423100 SH DEFINED 0102 423100
SOLA INTL COM 834092108 350 9400 SH DEFINED 0103 9400
SOLECTRON CORP COM 834182107 12250 250000 SH DEFINED 0108 250000
SOLECTRON CORP COM 834182107 4165 85000 SH DEFINED 0128 85000
SOLECTRON CORP COM 834182107 19600 400000 SH DEFINED 0106 400000
SOLECTRON CORP COM 834182107 39200 800000 SH DEFINED 0111 800000
SOLECTRON CORP COM 834182107 3920 80000 SH DEFINED 011622 80000
SOLECTRON CORP COM 834182107 7840 160000 SH DEFINED 011623 160000
SOLECTRON CORP COM 834182107 24500 500000 SH DEFINED 011516 500000
SOLECTRON CORP COM 834182107 222 4500 SH DEFINED 0102 4500
SOLECTRON CORP COM 834182107 1666 34000 SH DEFINED 01 34000
SONAT INC COM 835415100 6638 150000 SH DEFINED 0132 150000
SONAT INC COM 835415100 2522 57000 SH DEFINED 011619 57000
SONAT INC COM 835415100 10753 243000 SH DEFINED 011614 243000
SONAT INC COM 835415100 456 10304 SH DEFINED 0103 10304
SONIC CORP COM 835451105 173 6800 SH DEFINED 0124 6800
SONIC CORP COM 835451105 2791 110000 SH DEFINED 011619 110000
SONIC CORP COM 835451105 10911 430000 SH DEFINED 011614 430000
SONY CORP ADRS COM 835699307 4498 70700 SH DEFINED 0135 70700
SOTHEBYS HLD CL-A COM 835898107 2587 158000 SH DEFINED 011619 158000
SOUTH WEST PRPRTY TR COM 840649107 3885 280000 SH DEFINED 0107 280000
SOUTHDOWN WARRANTS WARRANT 841297997 425 50000 SH DEFINED 0109 50000
SOUTHDOWN WARRANTS WARRANT 841297997 255 30000 SH DEFINED 011621 30000
SE ASIA FRONTIER PPD COM 841335995 1288 250000 SH DEFINED 0135 250000
SO CA EDISON $100 PREFERRED STOCK 842400772 1911 20000 SH DEFINED 0105 20000
SO CA EDISON $100 PREFERRED STOCK 842400780 20731 202250 SH DEFINED 0105 202250
SO CA EDISON $100 PREFERRED STOCK 842400780 2050 20000 SH DEFINED 01 20000
SO CA EDISON $100 PREFERRED STOCK 842400780 513 5000 SH DEFINED 0116 5000
SOUTHERN CO. COM 842587107 4525 200000 SH DEFINED 0132 200000
SOUTHERN CO. COM 842587107 10973 485000 SH DEFINED 0107 485000
SOUTHERN CO. COM 842587107 1815 80240 SH DEFINED 0103 80240
SO INDIANA G&E 100 PREFERRED STOCK 8431634@2 7168 75000 SH DEFINED 0105 75000
SOUTHERN NEW ENG TEL COM 843485103 11063 300000 SH DEFINED 0132 300000
SOUTHTRUST CORP COM 844730101 30500 1000000 SH DEFINED 011516 1000000
SOUTHTRUST CORP COM 844730101 2593 85000 SH DEFINED 011619 85000
SOUTHTRUST CORP COM 844730101 9913 325000 SH DEFINED 011614 325000
SOUTHWEST AIRLINES COM 844741108 13725 600000 SH DEFINED 011618 600000
SOUTHWEST AIRLINES COM 844741108 846 37000 SH DEFINED 011620 37000
SOUTHWEST AIRLINES COM 844741108 138 6000 SH DEFINED 0102 6000
SOUTHWEST AIRLINES COM 844741108 395 17276 SH DEFINED 0103 17276
SOUTHWEST GAS CORP COM 844895102 131 7500 SH DEFINED 0124 7500
<PAGE> PAGE 66
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SOUTHWESTERN ENERGY COM 845467109 260 17500 SH DEFINED 0124 17500
SOVEREIGN BANCORP IN COM 845905108 83 7500 SH DEFINED 0124 7500
SPECIALTY FOODS ACQ COM 847498102 188 300000 SH DEFINED 0109 300000
SPECIALTY FOODS ACQ COM 847498102 9 15000 SH DEFINED 011621 15000
SPECTRALINK COM 847580107 2939 427500 SH DEFINED 0106 427500
SPINE TECH COM 848927109 7700 275000 SH DEFINED 0106 275000
SPINE TECH COM 848927109 2324 83000 SH DEFINED 01 83000
SPORTS AUTHORITY CVT CONV BOND 849176AA0 10475 10000000 PRN DEFINED 0130 10000000
SPORTS AUTHORITY CVT CONV BOND 849176AA0 3928 3750000 PRN DEFINED 0104 3750000
SPORTS AUTHORITY CVT CONV BOND 849176AA0 2881 2750000 PRN DEFINED 0109 2750000
SPORTS AUTHORITY CVT CONV BOND 849176AA0 2095 2000000 PRN DEFINED 011621 2000000
SPORTS AUTHORITY COM 849176102 244 9150 SH DEFINED 0124 9150
SPORTS AUTHORITY COM 849176102 2663 100000 SH DEFINED 011619 100000
SPORTS AUTHORITY COM 849176102 10916 410000 SH DEFINED 011614 410000
SPRINGS INDS INC COM 851783100 110 2480 SH DEFINED 0103 2480
SPRINT CORP COM 852061100 2031 52233 SH DEFINED 0103 52233
STABLE CAPITAL FUND COM 852300987 1083471 87908380 SH DEFINED 0103 87908380
STANDARD PRODUCTS CO COM 853836104 152 6000 SH DEFINED 0124 6000
STANDEX INTERNATIONA COM 854231107 1635 54500 SH DEFINED 0128 54500
STANDEX INTERNATIONA COM 854231107 108 3600 SH DEFINED 0124 3600
STANHOME INC COM 854425105 2501 86600 SH DEFINED 0128 86600
STANLEY WORKS THE COM 854616109 298 10579 SH DEFINED 0103 10579
STARWOOD LODGING TR COM 855905204 6281 150000 SH DEFINED 0132 150000
STATE STREET BOSTON COM 857473102 68850 1200000 SH DEFINED 0126 1200000
STATE STREET BOSTON COM 857473102 109013 1900000 SH DEFINED 011516 1900000
STATION CASINO COM 857689103 3960 330000 SH DEFINED 0128 330000
STATION CASINO COM 857689103 6174 514500 SH DEFINED 011516 514500
STATION CASINOS $50 CONV PFD STOCK 857689202 5803 110000 SH DEFINED 0130 110000
STATION CASINOS $50 CONV PFD STOCK 857689202 1583 30000 SH DEFINED 0104 30000
STATION CASINOS $50 CONV PFD STOCK 857689202 2638 50000 SH DEFINED 0109 50000
STATION CASINOS $50 CONV PFD STOCK 857689202 791 15000 SH DEFINED 0124 15000
STATION CASINOS $50 CONV PFD STOCK 857689202 791 15000 SH DEFINED 011621 15000
STEIN MART INC COM 858375108 215 9700 SH DEFINED 0124 9700
STEIN MART INC COM 858375108 3374 152500 SH DEFINED 011619 152500
STERIS CORP COM 859152100 390 11500 SH DEFINED 0124 11500
STERIS CORP COM 859152100 37263 1100000 SH DEFINED 011516 1100000
STERLING COMMERCE COM 859205106 9588 325000 SH DEFINED 0106 325000
STERLING COMMERCE COM 859205106 14750 500000 SH DEFINED 011516 500000
STERLING COMMERCE COM 859205106 1167 39550 SH DEFINED 0102 39550
STERLING COMMERCE COM 859205106 35 1200 SH DEFINED 0103 1200
STERLING SOFTWARE IN COM 859547101 15275 200000 SH DEFINED 0130 200000
STERLING SOFTWARE IN COM 859547101 764 10000 SH DEFINED 0124 10000
STERLING SOFTWARE IN COM 859547101 2062 27000 SH DEFINED 011620 27000
STERLING SOFTWARE IN COM 859547101 11842 155050 SH DEFINED 0102 155050
STERLING SOFTWARE IN COM 859547101 382 5000 SH DEFINED 0103 5000
STEWART ENTERPRISES COM 860370105 158 4700 SH DEFINED 0102 4700
STEWART ENTERPRISES COM 860370105 7719 228700 SH DEFINED 0131 228700
STEWART ENTERPRISES COM 860370105 365 10800 SH DEFINED 0103 10800
STILLWATER MINING COM 860490994 3196 170454 SH DEFINED 0127 170454
STILLWATER MINING CO COM 86074Q102 9375 500000 SH DEFINED 0130 500000
<PAGE> PAGE 67
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
STILLWATER MINING CO COM 86074Q102 7031 375000 SH DEFINED 0106 375000
STILLWATER MINING CO COM 86074Q102 7500 400000 SH DEFINED 0111 400000
STILLWATER MINING CO COM 86074Q102 2569 137000 SH DEFINED 0135 137000
STILLWATER MINING CO COM 86074Q102 8813 470000 SH DEFINED 011516 470000
STILLWATER MINING CO COM 86074Q102 1875 100000 SH DEFINED 011619 100000
STILLWATER MINING CO COM 86074Q102 1294 69000 SH DEFINED 01 69000
STILLWATER MINING COM 86074Q904 8438 450000 SH DEFINED 0135 450000
STONE CONTAINER COM 861589109 62500 4000000 SH DEFINED 011516 4000000
STONE CONTAINER COM 861589109 182 11632 SH DEFINED 0103 11632
STORAGE USA COM 861907103 2993 90000 SH DEFINED 0107 90000
STORAGE USA COM 861907103 6633 199500 SH DEFINED 011618 199500
STORAGE TRUST REALTY COM 861909109 3698 170000 SH DEFINED 0107 170000
STRATEGIST GRWTH COM 86278W103 52 1966 SH DEFINED 01 1966
STRATEGIST GRTH TRND COM 86278W202 54 2631 SH DEFINED 01 2631
STRATEGIST SPEC GROW COM 86278W301 519 100000 SH DEFINED 01 100000
STRATEGIST HIGH YLD COM 86278X101 522 118623 SH DEFINED 01 118623
STRATEGIST GVT INC COM 86278X200 513 103061 SH DEFINED 01 103061
STRATEGIST QLTY INC COM 86278X309 516 56254 SH DEFINED 01 56254
STRATEGIST EQTY INC COM 862788106 526 59187 SH DEFINED 01 59187
STRATEGIST TOTAL RET COM 862788205 524 42916 SH DEFINED 01 42916
STRATEGIST BAL FND COM 862788304 519 38322 SH DEFINED 01 38322
STRATEGIST EQTY FND COM 862788403 527 23601 SH DEFINED 01 23601
STRATEGIST TAX FREE COM 862789104 519 114996 SH DEFINED 01 114996
STRATEGIST WORLD INC COM 862790102 524 83841 SH DEFINED 01 83841
STRATEGIST WLD GRTH COM 862790201 502 68728 SH DEFINED 01 68728
STRIDE RITE CORP COM 863314100 53 5849 SH DEFINED 0103 5849
STURM RUGER & CO INC COM 864159108 173 8800 SH DEFINED 0124 8800
SUMMIT PROPERTIES COM 866239106 5925 300000 SH DEFINED 0132 300000
SUMMIT COM 86627E101 70 11400 SH DEFINED 0124 11400
SUN COMMUNITIES INC COM 866674104 5130 180000 SH DEFINED 0128 180000
SUN COMMUNITIES INC COM 866674104 4703 165000 SH DEFINED 0107 165000
SUN COM 866762107 11500 500000 SH DEFINED 0130 500000
SUN COM 866762107 203 8836 SH DEFINED 0103 8836
SUN MICROSYSTEMS INC COM 866810104 24850 400000 SH DEFINED 011516 400000
SUN MICROSYSTEMS INC COM 866810104 1362 21930 SH DEFINED 0103 21930
SUNBEAM-OSTER INC COM 867071102 2132 92215 SH DEFINED 0103 92215
SUNDSTRAND CORP COM 867323107 5577 143000 SH DEFINED 01 143000
SUNGARD DATA COM 867363103 468 10400 SH DEFINED 0124 10400
SUNGARD DATA COM 867363103 3960 88000 SH DEFINED 011619 88000
SUNGARD DATA COM 867363103 17325 385000 SH DEFINED 011614 385000
SUNSHINE MNG & REFNG COM 867833105 2 1800 SH DEFINED 0124 1800
SUNRISE MEDICAL COM 867910101 160 10100 SH DEFINED 0124 10100
SUNRISE MEDICAL COM 867910101 4293 270448 SH DEFINED 0103 270448
SUNTRUST BANKS INC COM 867914103 1112 27129 SH DEFINED 0103 27129
SUPERIOR SERVICES COM 868316100 5600 350000 SH DEFINED 011516 350000
SUPERVALU INC COM 868536103 223 8102 SH DEFINED 0103 8102
SWIFT ENERGY CO COM 870738101 2880 120000 SH DEFINED 011619 120000
SWIFT ENERGY CO COM 870738101 11760 490000 SH DEFINED 011614 490000
SYBRON CORP COM 87114F106 19575 675000 SH DEFINED 0106 675000
SYBRON CORP COM 87114F106 412 14200 SH DEFINED 0124 14200
<PAGE> PAGE 68
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SYBRON CORP COM 87114F106 27323 942200 SH DEFINED 0102 942200
SYBRON CORP COM 87114F106 4893 168750 SH DEFINED 0103 168750
SYBRON CORP COM 87114F106 1885 65000 SH DEFINED 01 65000
SYMBOL TECHNOLOGIES COM 871508107 18400 400000 SH DEFINED 011516 400000
SYNOPSYS INC COM 871607107 185 4000 SH DEFINED 011619 4000
SYNOPSYS INC COM 871607107 738 16000 SH DEFINED 011614 16000
SYNOPSYS INC COM 871607107 23643 512600 SH DEFINED 0102 512600
SYNOPSYS INC COM 871607107 14829 321500 SH DEFINED 0131 321500
SYNOPSYS INC COM 871607107 1490 32300 SH DEFINED 0103 32300
SYSCO CORPORATION COM 871829107 11769 350000 SH DEFINED 0108 350000
SYSCO CORPORATION COM 871829107 72 2131 SH DEFINED 0102 2131
SYSCO CORPORATION COM 871829107 731 21748 SH DEFINED 0103 21748
SYSTEM SOFTWARE ASSC COM 871839106 7288 550000 SH DEFINED 0106 550000
SYSTEM SOFTWARE ASSC COM 871839106 154 11600 SH DEFINED 0124 11600
SYSTEM SOFTWARE ASSC COM 871839106 1723 130000 SH DEFINED 01 130000
TCF FINL CORP MPLS COM 872275102 6208 165000 SH DEFINED 0128 165000
TCF FINL CORP MPLS COM 872275102 365 9700 SH DEFINED 0124 9700
TECO ENERGY COM 872375100 10094 425000 SH DEFINED 0132 425000
TIG HOLDINGS COM 872469101 9000 300000 SH DEFINED 0108 300000
TIG HOLDINGS COM 872469101 94804 3159532 SH DEFINED 0102 3159532
TIG HOLDINGS COM 872469101 239 7950 SH DEFINED 0103 7950
TJX COS COM 872540109 4520 126000 SH DEFINED 011619 126000
TJX COS COM 872540109 19731 550000 SH DEFINED 011614 550000
TJX COS COM 872540109 311 8678 SH DEFINED 0103 8678
TNP ENTERPRISES INC COM 872594106 87 3500 SH DEFINED 0124 3500
TRW COM 872649108 730 7845 SH DEFINED 0103 7845
TRW COM 872649108 5720 61500 SH DEFINED 01 61500
TSL HOLDINGS INC COM 872918107 0 15 SH DEFINED 0102 15
TSL HOLDINGS INC COM 872918107 0 2 SH DEFINED 0103 2
TVX GOLD INC COM 87308K101 3090 450000 SH DEFINED 0127 450000
TAIWAN FUND COM 874036106 6475 280000 SH DEFINED 0112 280000
TAIWAN FUND COM 874036106 3469 150000 SH DEFINED 0135 150000
TAIWAN FUND COM 874036106 7465 322800 SH DEFINED 011617 322800
TAMBRANDS INC COM 875080103 421 10000 SH DEFINED 011620 10000
TANDEM COMPUTERS COM 875370108 148 13777 SH DEFINED 0103 13777
TANDY CORP COM 875382103 295 7301 SH DEFINED 0103 7301
TATA ENGINEERING NEW COM 876568304 4840 372000 SH DEFINED 0135 372000
TAUBMAN CENTERS INC COM 876664103 12238 1100000 SH DEFINED 0113 1100000
TEAM RENTAL GROUP - COM 878156108 2974 156500 SH DEFINED 011619 156500
TEAM RENTAL GROUP - COM 878156108 47 2500 SH DEFINED 0102 2500
TEAM RENTAL GROUP - COM 878156108 2793 147000 SH DEFINED 0131 147000
TEAM RENTAL GROUP - COM 878156108 133 7000 SH DEFINED 0103 7000
TECH DATA CORP COM 878237106 11150 400000 SH DEFINED 0106 400000
TECH DATA CORP COM 878237106 340 12200 SH DEFINED 0124 12200
TECH DATA CORP COM 878237106 1436 51530 SH DEFINED 01 51530
TECHNE CORP COM 878377100 877 37500 SH DEFINED 011619 37500
TECH MODELING COM 87872R102 148 11450 SH DEFINED 0102 11450
TECH MODELING COM 87872R102 166 12800 SH DEFINED 0131 12800
TECH MODELING COM 87872R102 14 1050 SH DEFINED 0103 1050
TECNOL MEDICAL PRODU COM 878755107 4313 300000 SH DEFINED 0128 300000
<PAGE> PAGE 69
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
TECNOL MEDICAL PRODU COM 878755107 50 3500 SH DEFINED 0124 3500
TEKTRONIX COM 879131100 160 3922 SH DEFINED 0103 3922
TEL-SAVE HOLDINGS COM 879176105 3450 120000 SH DEFINED 011619 120000
TEL-SAVE HOLDINGS COM 879176105 13513 470000 SH DEFINED 011614 470000
TELE COMMUN INTL INC CONV BOND 87924HAA0 8163 10000000 PRN DEFINED 0130 10000000
TELE COMMUN INTL INC CONV BOND 87924HAA0 3877 4750000 PRN DEFINED 0135 4750000
TELE COMMUN INTL INC CONV BOND 87924HAA0 204 250000 PRN DEFINED 011620 250000
TELE-COMMUNICATION A COM 87924V101 22 1475 SH DEFINED 0102 1475
TELE-COMMUNICATION A COM 87924V101 1167 78098 SH DEFINED 0103 78098
LIBERTY MEDIA CL A COM 87924V507 1181 41250 SH DEFINED 011620 41250
TELE DANMARK ADS COM 879242105 24806 1050000 SH DEFINED 0113 1050000
TELE DANMARK ADS COM 879242105 18900 800000 SH DEFINED 0131 800000
TELE DANMARK ADS COM 879242105 780 33000 SH DEFINED 0103 33000
TELE DANMARK ADS COM 879242105 881 37285 SH DEFINED 01 37285
TELEBRAS ADR COM 879287100 11775 150000 SH DEFINED 0132 150000
TELEBRAS ADR COM 879287100 3219 41000 SH DEFINED 0124 41000
TELEBRAS ADR COM 879287100 6516 83000 SH DEFINED 0112 83000
TELEBRAS ADR COM 879287100 9813 125000 SH DEFINED 0135 125000
TELEBRAS ADR COM 879287100 2316 29500 SH DEFINED 011620 29500
TELEBRAS ADR COM 879287100 8635 110000 SH DEFINED 011617 110000
TELEFLEX INC COM 879369106 10669 215000 SH DEFINED 0108 215000
TELEFONICA DE ESPANA COM 879382208 16131 290000 SH DEFINED 0132 290000
TELEFONICA DE ESPANA COM 879382208 8344 150000 SH DEFINED 0135 150000
TELEFONICA DE ESPANA COM 879382208 2726 49000 SH DEFINED 011620 49000
TELEFONICA DEL PERU COM 879384105 3134 137000 SH DEFINED 0124 137000
TELEFONICA DEL PERU COM 879384105 6291 275000 SH DEFINED 0112 275000
TELEFONICA DEL PERU COM 879384105 5147 225000 SH DEFINED 0135 225000
TELEFONICA DEL PERU COM 879384105 22875 1000000 SH DEFINED 011516 1000000
TELEFONICA DEL PERU COM 879384105 8006 350000 SH DEFINED 011617 350000
TELEFONICA DEL PERU COM 879384105 170 7400 SH DEFINED 0102 7400
TELEFONICA DEL PERU COM 879384105 4570 199800 SH DEFINED 0131 199800
TELEFONICA DEL PERU COM 879384105 460 20100 SH DEFINED 0103 20100
TELEFONICA DEL PERU COM 879384105 458 20000 SH DEFINED 01 20000
TELLABS COM 879664100 70625 1000000 SH DEFINED 0126 1000000
TELLABS COM 879664100 84750 1200000 SH DEFINED 0111 1200000
TELLABS COM 879664100 10594 150000 SH DEFINED 011622 150000
TELLABS COM 879664100 21188 300000 SH DEFINED 011623 300000
TELLABS COM 879664100 2825 40000 SH DEFINED 011619 40000
TELLABS COM 879664100 12006 170000 SH DEFINED 011614 170000
TELLABS COM 879664100 58181 823782 SH DEFINED 0102 823782
TELLABS COM 879664100 19690 278800 SH DEFINED 0131 278800
TELLABS COM 879664100 3498 49524 SH DEFINED 0103 49524
TEMPEST REINS PRIVAT COM 8798009A0 15838 80000 SH DEFINED 0108 80000
TEMPEST REINS PRIVAT COM 8798009A0 5939 30000 SH DEFINED 0128 30000
TEMPEST REINS PRIVAT COM 8798009A0 15838 80000 SH DEFINED 0124 80000
TEMPEST REINS PRIVAT COM 8798009A0 15244 77000 SH DEFINED 0131 77000
TEMPEST REINS PRIVAT COM 8798009A0 594 3000 SH DEFINED 0103 3000
TEMPLE INLAND COM 879868107 1809 34300 SH DEFINED 0124 34300
TEMPLE INLAND COM 879868107 533 10100 SH DEFINED 0125 10100
TEMPLE INLAND COM 879868107 58 1100 SH DEFINED 0102 1100
<PAGE> PAGE 70
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
TEMPLE INLAND COM 879868107 444 8402 SH DEFINED 0103 8402
TEMPLETON FOREIGN COM 880196209 4289 425574 SH DEFINED 0103 425574
TENCOR INSTRUMENTS COM 880323100 5870 325000 SH DEFINED 0106 325000
TENET HEALTHCARE COR COM 88033G100 15575 700000 SH DEFINED 0130 700000
TENET HEALTHCARE COR COM 88033G100 11125 500000 SH DEFINED 0108 500000
TENET HEALTHCARE COR COM 88033G100 35600 1600000 SH DEFINED 011516 1600000
TENET HEALTHCARE COR COM 88033G100 567 25472 SH DEFINED 0103 25472
TENET HEALTHCARE COR COM 88033G100 111 5000 SH DEFINED 01 5000
TENNECO INC COM 880370101 3108 62000 SH DEFINED 0124 62000
TENNECO INC COM 880370101 2170 43300 SH DEFINED 0125 43300
TENNECO INC COM 880370101 240 4800 SH DEFINED 0102 4800
TENNECO INC COM 880370101 1388 27690 SH DEFINED 0103 27690
TENNECO SRS B $100 PREFERRED STOCK 880370721 3816 37973 SH DEFINED 0105 37973
TENNECO SRS B $100 PREFERRED STOCK 880370721 767 7634 SH DEFINED 01 7634
TENNECO SRS B $100 PREFERRED STOCK 880370721 194 1926 SH DEFINED 01 1926
TESORO PETROLEUM COM 881609101 1416 110000 SH DEFINED 011619 110000
TETRA TECHNOLOGIES COM 88162F105 74 4000 SH DEFINED 0124 4000
TEXACO COM 881694103 27600 300000 SH DEFINED 0113 300000
TEXACO COM 881694103 14334 155800 SH DEFINED 0107 155800
TEXACO COM 881694103 16100 175000 SH DEFINED 0131 175000
TEXACO COM 881694103 3552 38607 SH DEFINED 0103 38607
TEXAS INDUSTRIES COM 882491103 192 3200 SH DEFINED 0124 3200
TEXAS INSTRUMENTS COM 882508104 16538 300000 SH DEFINED 0111 300000
TEXAS INSTRUMENTS COM 882508104 1250 22669 SH DEFINED 0103 22669
TEXAS UTILITIES COM 882848104 4953 125000 SH DEFINED 0132 125000
TEXAS UTILITIES COM 882848104 1071 27019 SH DEFINED 0103 27019
TEXAS UTILITIES PREFERRED STOCK 882850431 5299 54000 SH DEFINED 0105 54000
TEXTRON INC COM 883203101 21701 255300 SH DEFINED 0113 255300
TEXTRON INC COM 883203101 17 200 SH DEFINED 0125 200
TEXTRON INC COM 883203101 15504 182400 SH DEFINED 0131 182400
TEXTRON INC COM 883203101 1476 17359 SH DEFINED 0103 17359
THERATECH INC UTAH COM 883383101 37 3600 SH DEFINED 0124 3600
THERMO ELECTRON CVT CONV BOND 883556AF9 1958 1600000 PRN DEFINED 011619 1600000
THERMO ELECTRON CVT CONV BOND 883556AF9 9178 7500000 PRN DEFINED 011614 7500000
THERMEDICS INC COM 883901100 9662 366450 SH DEFINED 0102 366450
THERMEDICS INC COM 883901100 309 11700 SH DEFINED 0103 11700
THIOKOL CORP COM 884103102 9375 200000 SH DEFINED 0108 200000
THOMAS & BETTS COM 884315102 15375 375000 SH DEFINED 0107 375000
THOMAS & BETTS COM 884315102 22550 550000 SH DEFINED 0131 550000
THOMAS & BETTS COM 884315102 1224 29843 SH DEFINED 0103 29843
THOMAS & BETTS COM 884315102 3280 80000 SH DEFINED 01 80000
3 COM CORP COM 885535104 114119 1900000 SH DEFINED 0126 1900000
3 COM CORP COM 885535104 21022 350000 SH DEFINED 0106 350000
3 COM CORP COM 885535104 11142 185500 SH DEFINED 0124 185500
3 COM CORP COM 885535104 4463 74300 SH DEFINED 0125 74300
3 COM CORP COM 885535104 23713 394800 SH DEFINED 011516 394800
3 COM CORP COM 885535104 37839 630000 SH DEFINED 011618 630000
3 COM CORP COM 885535104 3009 50100 SH DEFINED 011619 50100
3 COM CORP COM 885535104 12079 201100 SH DEFINED 011614 201100
3 COM CORP COM 885535104 259341 4318066 SH DEFINED 0102 4318066
<PAGE> PAGE 71
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
3 COM CORP COM 885535104 26998 449500 SH DEFINED 0131 449500
3 COM CORP COM 885535104 5918 98539 SH DEFINED 0103 98539
3 COM CORP COM 885535104 22313 371500 SH DEFINED 01 371500
THRIFTY PAYLESS COM 885871202 139 7450 SH DEFINED 0102 7450
THRIFTY PAYLESS COM 885871202 7960 427400 SH DEFINED 0131 427400
THRIFTY PAYLESS COM 885871202 441 23700 SH DEFINED 0103 23700
TIMBERLAND CO -CL A COM 887100105 55 2700 SH DEFINED 0124 2700
TIME WARNER INC COM 887315109 25106 650000 SH DEFINED 0130 650000
TIME WARNER INC COM 887315109 26138 676700 SH DEFINED 0124 676700
TIME WARNER INC COM 887315109 12928 334700 SH DEFINED 0125 334700
TIME WARNER INC COM 887315109 166088 4300000 SH DEFINED 011516 4300000
TIME WARNER INC COM 887315109 19313 500000 SH DEFINED 011618 500000
TIME WARNER INC COM 887315109 3785 98000 SH DEFINED 011620 98000
TIME WARNER INC COM 887315109 37427 968953 SH DEFINED 0102 968953
TIME WARNER INC COM 887315109 3919 101455 SH DEFINED 0103 101455
TIME WARNER INC COM 887315109 6364 164770 SH DEFINED 01 164770
TIMES MIRROR CL A COM 887364107 557 12524 SH DEFINED 0103 12524
TIMKEN CO. COM 887389104 135078 3441479 SH DEFINED 0103 3441479
TOLL BROTHERS COM 889478103 196 11800 SH DEFINED 0124 11800
TOOTSIE ROLL INDS COM 890516107 44219 1249999 SH DEFINED 011516 1249999
TORCHMARK CORP COM 891027104 394 8591 SH DEFINED 0103 8591
TORO CO COM 891092108 166 5000 SH DEFINED 0124 5000
TOSCO CORP COM 891490302 8231 150000 SH DEFINED 0108 150000
TOTAL COM 89151E109 27388 700000 SH DEFINED 0130 700000
TOTAL COM 89151E109 37169 950000 SH DEFINED 011618 950000
TOWER AUTO COM 891707101 5766 225000 SH DEFINED 0128 225000
TOYOTA ADR COM 892331307 1333 26000 SH DEFINED 011620 26000
TOYS R US COM 892335100 14250 489266 SH DEFINED 0103 489266
TRANSACTION NETWORK COM 893414102 8625 600000 SH DEFINED 0106 600000
TRANSACTION NETWORK COM 893414102 906 63000 SH DEFINED 01 63000
TRANSAMERICA CORP COM 893485102 570 8158 SH DEFINED 0103 8158
TRANSOCEAN OFFSHORE COM 893817106 10719 175000 SH DEFINED 0108 175000
TRANSOCEAN OFFSHORE COM 893817106 55125 900000 SH DEFINED 0126 900000
TRANSOCEAN OFFSHORE COM 893817106 619 10100 SH DEFINED 0124 10100
TRANSOCEAN OFFSHORE COM 893817106 3063 50000 SH DEFINED 011619 50000
TRANSOCEAN OFFSHORE COM 893817106 919 15000 SH DEFINED 011620 15000
TRANSOCEAN OFFSHORE COM 893817106 12863 210000 SH DEFINED 011614 210000
TRANSOCEAN OFFSHORE COM 893817106 17002 277550 SH DEFINED 0102 277550
TRANSOCEAN OFFSHORE COM 893817106 6346 103600 SH DEFINED 0131 103600
TRANSOCEAN OFFSHORE COM 893817106 680 11100 SH DEFINED 0103 11100
TRANSPORT DE GAS COM 893870204 4900 400000 SH DEFINED 0132 400000
TRANSDIGM WARRANTS WARRANT 893900993 546 3989 SH DEFINED 0104 3989
TRANSDIGM WARRANTS WARRANT 893900993 1534 11194 SH DEFINED 0109 11194
TRANZRAIL ADS COM 894116102 3463 238800 SH DEFINED 01 238800
TRAVEL/AETNA PROP COM 894175108 27500 1000000 SH DEFINED 0130 1000000
TRAVEL/AETNA PROP COM 894175108 19250 700000 SH DEFINED 011618 700000
TRAVEL/AETNA PROP COM 894175108 1980 72000 SH DEFINED 011620 72000
TRAVEL/AETNA PROP COM 894175108 75483 2744319 SH DEFINED 0102 2744319
TRAVEL/AETNA PROP COM 894175108 5902 214600 SH DEFINED 0131 214600
TRAVEL/AETNA PROP COM 894175108 763 27700 SH DEFINED 0103 27700
<PAGE> PAGE 72
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
TRAVEL/AETNA PROP COM 894175108 6174 224500 SH DEFINED 01 224500
TRAVELERS INC NEW COM 894190107 58950 1200000 SH DEFINED 0111 1200000
TRAVELERS INC NEW COM 894190107 6042 123000 SH DEFINED 0124 123000
TRAVELERS INC NEW COM 894190107 2351 47850 SH DEFINED 0125 47850
TRAVELERS INC NEW COM 894190107 36844 750000 SH DEFINED 011618 750000
TRAVELERS INC NEW COM 894190107 2505 51000 SH DEFINED 011620 51000
TRAVELERS INC NEW COM 894190107 40438 823196 SH DEFINED 0102 823196
TRAVELERS INC NEW COM 894190107 4418 89939 SH DEFINED 0103 89939
TRAVELERS INC NEW COM 894190107 7166 145867 SH DEFINED 01 145867
TRAVIS BOATS & MOTOR COM 894363100 1547 125000 SH DEFINED 011619 125000
TRIARC COS INC CL A COM 895927101 50 4200 SH DEFINED 0124 4200
TRIANGLE WIRE & CABL COM 895929107 211 211111 SH DEFINED 0104 211111
TRIANGLE WIRE & CABL COM 895929107 549 548889 SH DEFINED 0109 548889
TRIANGLE WIRE & CABL COM 895929107 84 84444 SH DEFINED 011621 84444
TRIBUNE CO COM 896047107 571 7324 SH DEFINED 0103 7324
TRICO MARINE SVCS COM 896106101 2135 70000 SH DEFINED 011619 70000
TRINOVA CORP COM 896678109 108 3436 SH DEFINED 0103 3436
TRUE NORTH COMM COM COM 897844106 183 7900 SH DEFINED 0124 7900
TUBOSCOPE COM 898600101 86 5500 SH DEFINED 0124 5500
TUPPERWARE CORP COM 899896104 2646 54000 SH DEFINED 011619 54000
TUPPERWARE CORP COM 899896104 10633 217000 SH DEFINED 011614 217000
TUPPERWARE CORP COM 899896104 364 7422 SH DEFINED 0103 7422
TULTEX CORP COM 899900104 310 57668 SH DEFINED 0102 57668
TYCO INTERNATIONAL COM 902120104 16172 375000 SH DEFINED 0108 375000
TYCO INTERNATIONAL COM 902120104 56063 1300000 SH DEFINED 0126 1300000
TYCO INTERNATIONAL COM 902120104 25875 600000 SH DEFINED 0111 600000
TYCO INTERNATIONAL COM 902120104 16633 385700 SH DEFINED 0124 385700
TYCO INTERNATIONAL COM 902120104 6628 153700 SH DEFINED 0125 153700
TYCO INTERNATIONAL COM 902120104 3881 90000 SH DEFINED 011622 90000
TYCO INTERNATIONAL COM 902120104 8625 200000 SH DEFINED 011623 200000
TYCO INTERNATIONAL COM 902120104 43125 1000000 SH DEFINED 011618 1000000
TYCO INTERNATIONAL COM 902120104 4744 110000 SH DEFINED 011619 110000
TYCO INTERNATIONAL COM 902120104 4670 108300 SH DEFINED 011620 108300
TYCO INTERNATIONAL COM 902120104 20700 480000 SH DEFINED 011614 480000
TYCO INTERNATIONAL COM 902120104 30023 696144 SH DEFINED 0102 696144
TYCO INTERNATIONAL COM 902120104 5951 138000 SH DEFINED 0131 138000
TYCO INTERNATIONAL COM 902120104 6741 156312 SH DEFINED 0103 156312
TYCO INTERNATIONAL COM 902120104 7870 182500 SH DEFINED 01 182500
UCAR INTERNATIONAL COM 90262K109 24579 606900 SH DEFINED 0130 606900
UCAR INTERNATIONAL COM 90262K109 8100 200000 SH DEFINED 0108 200000
UCAR INTERNATIONAL COM 90262K109 11138 275000 SH DEFINED 0135 275000
UCAR INTERNATIONAL COM 90262K109 3410 84200 SH DEFINED 011619 84200
UCAR INTERNATIONAL COM 90262K109 3686 91000 SH DEFINED 011620 91000
UCAR INTERNATIONAL COM 90262K109 14207 350800 SH DEFINED 011614 350800
UCAR INTERNATIONAL COM 90262K109 6237 154000 SH DEFINED 01 154000
USX MARATHON GROUP COM 902905827 735 33988 SH DEFINED 0103 33988
UST INC COM 902911106 29625 1000000 SH DEFINED 0113 1000000
UST INC COM 902911106 10813 365000 SH DEFINED 0107 365000
UST INC COM 902911106 20738 700000 SH DEFINED 0131 700000
UST INC COM 902911106 1567 52896 SH DEFINED 0103 52896
<PAGE> PAGE 73
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
UST INC COM 902911106 6186 208800 SH DEFINED 01 208800
USA WASTE SERVICES I COM 902917103 7875 250000 SH DEFINED 0108 250000
USA WASTE SERVICES I COM 902917103 31500 1000000 SH DEFINED 0126 1000000
USA WASTE SERVICES I COM 902917103 40163 1275000 SH DEFINED 0111 1275000
USA WASTE SERVICES I COM 902917103 514 16320 SH DEFINED 0124 16320
USA WASTE SERVICES I COM 902917103 4820 153000 SH DEFINED 011622 153000
USA WASTE SERVICES I COM 902917103 10710 340000 SH DEFINED 011623 340000
USA WASTE SERVICES I COM 902917103 31500 1000000 SH DEFINED 011516 1000000
USA WASTE SERVICES I COM 902917103 3058 97070 SH DEFINED 011619 97070
USA WASTE SERVICES I COM 902917103 1323 42000 SH DEFINED 011620 42000
USA WASTE SERVICES I COM 902917103 13902 441320 SH DEFINED 011614 441320
USA WASTE SERVICES I COM 902917103 47013 1492475 SH DEFINED 0102 1492475
USA WASTE SERVICES I COM 902917103 8349 265050 SH DEFINED 0131 265050
USA WASTE SERVICES I COM 902917103 2026 64310 SH DEFINED 0103 64310
UNUM CORP COM 903192102 8016 125000 SH DEFINED 0108 125000
UNUM CORP COM 903192102 53865 840000 SH DEFINED 0126 840000
UNUM CORP COM 903192102 9452 147400 SH DEFINED 0125 147400
UNUM CORP COM 903192102 2244 35000 SH DEFINED 011619 35000
UNUM CORP COM 903192102 3835 59800 SH DEFINED 011620 59800
UNUM CORP COM 903192102 9298 145000 SH DEFINED 011614 145000
UNUM CORP COM 903192102 326431 5090581 SH DEFINED 0102 5090581
UNUM CORP COM 903192102 17237 268800 SH DEFINED 0131 268800
UNUM CORP COM 903192102 4665 72764 SH DEFINED 0103 72764
UNUM CORP COM 903192102 19168 298920 SH DEFINED 01 298920
U S F & G CORP COM 903290104 261 14118 SH DEFINED 0103 14118
USX-US STEEL GROUP COM 90337T101 285 9989 SH DEFINED 0103 9989
US ROBOTICS COM 90338F100 9694 150000 SH DEFINED 0106 150000
US ROBOTICS COM 90338F100 1293 20000 SH DEFINED 011622 20000
US ROBOTICS COM 90338F100 2585 40000 SH DEFINED 011623 40000
US ROBOTICS COM 90338F100 4755 73579 SH DEFINED 0103 73579
ULTRAMAR COM 903912103 21175 700000 SH DEFINED 0113 700000
UNIFI, INC. COM 904677101 7563 275000 SH DEFINED 0108 275000
UNILEVER NV NY SHRS COM 904784501 3018 19147 SH DEFINED 0103 19147
UNICOM CORP COM 904911104 20100 800000 SH DEFINED 0113 800000
UNICOM CORP COM 904911104 646 25700 SH DEFINED 0103 25700
UNION CAMP CORP COM 905530101 25659 525000 SH DEFINED 0113 525000
UNION CAMP CORP COM 905530101 5 100 SH DEFINED 0125 100
UNION CAMP CORP COM 905530101 10997 225000 SH DEFINED 0107 225000
UNION CAMP CORP COM 905530101 18328 375000 SH DEFINED 0131 375000
UNION CAMP CORP COM 905530101 1285 26283 SH DEFINED 0103 26283
UNION CARBIDE CORP COM 905581104 727 15925 SH DEFINED 0103 15925
UNION ELECTRIC COM 906548102 451 12218 SH DEFINED 0103 12218
UNION PACIFIC CORP COM 907818108 25638 350000 SH DEFINED 0130 350000
UNION PACIFIC CORP COM 907818108 7325 100000 SH DEFINED 0108 100000
UNION PACIFIC CORP COM 907818108 32963 450000 SH DEFINED 0113 450000
UNION PACIFIC CORP COM 907818108 5215 71200 SH DEFINED 0124 71200
UNION PACIFIC CORP COM 907818108 3633 49600 SH DEFINED 0125 49600
UNION PACIFIC CORP COM 907818108 14650 200000 SH DEFINED 0107 200000
UNION PACIFIC CORP COM 907818108 30523 416700 SH DEFINED 011618 416700
UNION PACIFIC CORP COM 907818108 46049 628580 SH DEFINED 0102 628580
<PAGE> PAGE 74
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
UNION PACIFIC CORP COM 907818108 23806 325000 SH DEFINED 0131 325000
UNION PACIFIC CORP COM 907818108 4314 58901 SH DEFINED 0103 58901
UNION PACIFIC CORP COM 907818108 13368 182500 SH DEFINED 01 182500
UNION PLANTERS CORP COM 908068109 717 20200 SH DEFINED 0124 20200
UNISYS CORP COM 909214108 123 20075 SH DEFINED 0103 20075
UNITED CO COM 909870107 6625 200000 SH DEFINED 0106 200000
UTD DOMINION IND LTD COM 909914103 4166 208324 SH DEFINED 0103 208324
UNITED DOMINION REAL COM 910197102 3324 237400 SH DEFINED 0113 237400
UNITED HEALTHCARE COM 910581107 8208 197200 SH DEFINED 0124 197200
UNITED HEALTHCARE COM 910581107 2547 61200 SH DEFINED 0125 61200
UNITED HEALTHCARE COM 910581107 83250 2000000 SH DEFINED 011516 2000000
UNITED HEALTHCARE COM 910581107 24975 600000 SH DEFINED 011618 600000
UNITED HEALTHCARE COM 910581107 97307 2337751 SH DEFINED 0102 2337751
UNITED HEALTHCARE COM 910581107 1320 31709 SH DEFINED 0103 31709
UNITED ILLUM CO COM 910637107 488 14200 SH DEFINED 0124 14200
UNITED MERIDIAN CORP COM 910865104 6825 150000 SH DEFINED 0106 150000
UNITED MERIDIAN CORP COM 910865104 560 12300 SH DEFINED 0124 12300
UNITED MERIDIAN CORP COM 910865104 1583 34800 SH DEFINED 011619 34800
UNITED MERIDIAN CORP COM 910865104 8672 190600 SH DEFINED 011614 190600
UNITED MERIDIAN CORP COM 910865104 187 4100 SH DEFINED 0102 4100
UNITED MERIDIAN CORP COM 910865104 10451 229700 SH DEFINED 0131 229700
UNITED MERIDIAN CORP COM 910865104 496 10900 SH DEFINED 0103 10900
U.S. BANCORP COM 911596104 762 19279 SH DEFINED 0103 19279
U S FILTER CORP COM 911843209 333 9750 SH DEFINED 0124 9750
U S FILTER CORP COM 911843209 21500 630050 SH DEFINED 0102 630050
U S FILTER CORP COM 911843209 9594 281150 SH DEFINED 0131 281150
U S FILTER CORP COM 911843209 1214 35600 SH DEFINED 0103 35600
US AIR GROUP INC. COM 911905107 122 7402 SH DEFINED 0103 7402
U S HOME CORP COM 911920106 146 7100 SH DEFINED 0124 7100
U. S. SURGICAL CORP COM 912707106 68000 1600000 SH DEFINED 011516 1600000
U. S. SURGICAL CORP COM 912707106 314 7398 SH DEFINED 0103 7398
U S WEST COM 912889102 1688 56739 SH DEFINED 0103 56739
US WEST MEDIA COM 912889201 954 56505 SH DEFINED 0103 56505
UNITED TECHNOLOGIES COM 913017109 10211 85000 SH DEFINED 0108 85000
UNITED TECHNOLOGIES COM 913017109 120125 1000000 SH DEFINED 0126 1000000
UNITED TECHNOLOGIES COM 913017109 7208 60000 SH DEFINED 0107 60000
UNITED TECHNOLOGIES COM 913017109 34236 285000 SH DEFINED 011618 285000
UNITED TECHNOLOGIES COM 913017109 1538 12800 SH DEFINED 011620 12800
UNITED TECHNOLOGIES COM 913017109 21 175 SH DEFINED 0102 175
UNITED TECHNOLOGIES COM 913017109 1749 14563 SH DEFINED 0103 14563
UNITED TECHNOLOGIES COM 913017109 8430 70175 SH DEFINED 01 70175
UNITED WASTE 144ACVT CONV BOND 913174AB4 12150 10000000 PRN DEFINED 0106 10000000
UNITED WASTE SYS INC COM 913174108 7819 225000 SH DEFINED 0106 225000
UNITED WASTE SYS INC COM 913174108 12163 350000 SH DEFINED 011614 350000
UNITED WASTE SYS INC COM 913174108 21709 624700 SH DEFINED 0102 624700
UNITED WASTE SYS INC COM 913174108 518 14900 SH DEFINED 0103 14900
UNITED WASTE SYS INC COM 913174108 1807 52000 SH DEFINED 01 52000
UNITED WISCONSIN SVC COM 913236105 4902 167600 SH DEFINED 0128 167600
UNITED WISCONSIN SVC COM 913236105 4830 165143 SH DEFINED 0103 165143
UNIVERSAL HLTH CR-B COM 913903100 253 9300 SH DEFINED 0124 9300
<PAGE> PAGE 75
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
UNIVISION COM 914906102 3350 100000 SH DEFINED 0106 100000
UNIVISION COM 914906102 245 7300 SH DEFINED 011619 7300
UNIVISION COM 914906102 107 3200 SH DEFINED 011620 3200
UNIVISION COM 914906102 1028 30700 SH DEFINED 011614 30700
UNIVISION COM 914906102 664 19800 SH DEFINED 0102 19800
UNIVISION COM 914906102 623 18600 SH DEFINED 0131 18600
UNIVISION COM 914906102 50 1500 SH DEFINED 0103 1500
UNOCAL CORP COM 915289102 1065 29587 SH DEFINED 0103 29587
USFREIGHTWAYS COM 916906100 68 3300 SH DEFINED 0124 3300
USLIFE CORP COM 917318107 26283 876120 SH DEFINED 0103 876120
V. F. CORP COM 918204108 1545 25700 SH DEFINED 0124 25700
V. F. CORP COM 918204108 1022 17000 SH DEFINED 0125 17000
V. F. CORP COM 918204108 114 1900 SH DEFINED 0102 1900
V. F. CORP COM 918204108 622 10344 SH DEFINED 0103 10344
VLSI TECHNOLOGY INC COM 918270109 236 14500 SH DEFINED 0124 14500
VLSI TECHNOLOGY INC COM 918270109 1584 97500 SH DEFINED 011619 97500
VLSI TECHNOLOGY INC COM 918270109 6411 394500 SH DEFINED 011614 394500
VAALREEFS EXP & MNG COM 918506403 800 100000 SH DEFINED 0127 100000
VALASSIS COMMUNICATI COM 918866104 1670 106900 SH DEFINED 0128 106900
VALASSIS COMMUNICATI COM 918866104 113 7200 SH DEFINED 0124 7200
VALMONT INDUSTRIES COM 920253101 113 3300 SH DEFINED 0124 3300
STAR PORTFOLIO COM 921909107 2 112 SH DEFINED 01 112
VAUGHAN BASSETT FURN COM 922272117 33 1080 SH DEFINED 0102 1080
VERTEX PHARM COM 92532F100 115 3900 SH DEFINED 0124 3900
VESSEL CHARTERS INC COM 925400996 0 25000 SH DEFINED 0102 25000
VIACOM INC WTS C '97 WARRANT 925524126 88 350000 SH DEFINED 011516 350000
VIACOM INC CL B COM 925524308 1571 44259 SH DEFINED 0103 44259
VICOR CORP COM 925815102 306 12300 SH DEFINED 0124 12300
VIEW LOGIC COM 926721101 6684 575000 SH DEFINED 0106 575000
VIEW LOGIC COM 926721101 37 3200 SH DEFINED 0124 3200
VIKING OFFICE PRODS COM 926913104 38781 1292700 SH DEFINED 0102 1292700
VIKING OFFICE PRODS COM 926913104 8868 295600 SH DEFINED 0131 295600
VIKING OFFICE PRODS COM 926913104 1629 54300 SH DEFINED 0103 54300
VINTAGE PETE INC COM 927460105 191 6500 SH DEFINED 0124 6500
VIRGINIA-AMER WTR CO PREFERRED STOCK 927990200 192 2200 SH DEFINED 0113 2200
VISHAY INTRTECHNOLOG COM 928298108 14569 630000 SH DEFINED 0111 630000
VISHAY INTRTECHNOLOG COM 928298108 86498 3740735 SH DEFINED 0102 3740735
VISHAY INTRTECHNOLOG COM 928298108 463 20002 SH DEFINED 0103 20002
VISHAY INTRTECHNOLOG COM 928298108 4953 214180 SH DEFINED 01 214180
VISX INC/DEL COM 92844S105 38 1400 SH DEFINED 0124 1400
VITESSE CORP COM 928497106 2781 72000 SH DEFINED 011619 72000
VITESSE CORP COM 928497106 11588 300000 SH DEFINED 011614 300000
VIVRA COM 92855M104 398 12200 SH DEFINED 0124 12200
VIVRA COM 92855M104 2610 80000 SH DEFINED 011619 80000
VIVRA COM 92855M104 10929 335000 SH DEFINED 011614 335000
VIVRA COM 92855M104 649 19887 SH DEFINED 0102 19887
VIVRA COM 92855M104 6010 184200 SH DEFINED 0131 184200
VIVRA COM 92855M104 305 9350 SH DEFINED 0103 9350
VIVUS INC COM 928551100 2470 65000 SH DEFINED 011619 65000
VIVUS INC COM 928551100 10640 280000 SH DEFINED 011614 280000
<PAGE> PAGE 76
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
VONS COMPANIES INC COM 928869106 2401 56000 SH DEFINED 011619 56000
VONS COMPANIES INC COM 928869106 9904 231000 SH DEFINED 011614 231000
VONS COMPANIES INC COM 928869106 455 10590 SH DEFINED 0102 10590
VONS COMPANIES INC COM 928869106 300 7005 SH DEFINED 01 7005
WHX CORPORATION COM 929248102 1667 164668 SH DEFINED 0103 164668
WICOR INC COM 929253102 7275 200000 SH DEFINED 0132 200000
WICOR INC COM 929253102 65 1800 SH DEFINED 0124 1800
WMX TECHNOLOGIES INC COM 92929Q107 12097 367946 SH DEFINED 0102 367946
WMX TECHNOLOGIES INC COM 92929Q107 1945 59159 SH DEFINED 0103 59159
WMS INDUSTRIES INC COM 929297109 224 8300 SH DEFINED 0124 8300
WMS INDUSTRIES INC COM 929297109 10800 400000 SH DEFINED 011516 400000
WMS INDUSTRIES INC COM 929297109 3267 121000 SH DEFINED 011619 121000
WMS INDUSTRIES INC COM 929297109 12150 450000 SH DEFINED 011614 450000
WPP GROUP PLC -ADR COM 929309300 6487 177122 SH DEFINED 0103 177122
WABAN INC COM 929394104 1657 72422 SH DEFINED 0103 72422
WABASH NATL COM 929566107 140 8900 SH DEFINED 0124 8900
WACHOVIA CORP COM 929771103 1001 20215 SH DEFINED 0103 20215
WAL MART STORES COM 931142103 126 4780 SH DEFINED 0102 4780
WAL MART STORES COM 931142103 7237 274386 SH DEFINED 0103 274386
WAL MART STORES COM 931142103 844 32000 SH DEFINED 01 32000
WALBRO CORP COM 931154108 3568 187764 SH DEFINED 0103 187764
WALGREEN CO. COM 931422109 17179 464300 SH DEFINED 011516 464300
WALGREEN CO. COM 931422109 2590 70000 SH DEFINED 011619 70000
WALGREEN CO. COM 931422109 10434 282000 SH DEFINED 011614 282000
WALGREEN CO. COM 931422109 676 18291 SH DEFINED 0102 18291
WALGREEN CO. COM 931422109 1090 29447 SH DEFINED 0103 29447
WALL DATA COM 932045107 2275 100000 SH DEFINED 011619 100000
WALL DATA COM 932045107 10124 445000 SH DEFINED 011614 445000
WALLACE COMPUTER SVC COM 932270101 6356 225000 SH DEFINED 0106 225000
WALLACE COMPUTER SVC COM 932270101 28250 1000000 SH DEFINED 011516 1000000
WARNACO COM 934390105 19000 800000 SH DEFINED 0130 800000
WARNACO COM 934390105 950 40000 SH DEFINED 01 40000
WARNER LAMBERT CO COM 934488107 14190 215000 SH DEFINED 0107 215000
WARNER LAMBERT CO COM 934488107 2141 32445 SH DEFINED 0103 32445
WASHINGTON ENERGY CO COM 938815107 143 7700 SH DEFINED 0124 7700
WASHINGTON MUT INC COM 939322103 9313 250000 SH DEFINED 0108 250000
WASHINGTON MUT INC COM 939322103 4470 120000 SH DEFINED 011622 120000
WASHINGTON MUT INC COM 939322103 7450 200000 SH DEFINED 011623 200000
WASHINGTON MUT INC COM 939322103 17694 475000 SH DEFINED 011618 475000
WASHINGTON MUT INC COM 939322103 3144 84400 SH DEFINED 011619 84400
WASHINGTON MUT INC COM 939322103 2719 73000 SH DEFINED 011620 73000
WASHINGTON MUT INC COM 939322103 13406 359900 SH DEFINED 011614 359900
WASHINGTON MUT INC COM 939322103 31318 840708 SH DEFINED 0102 840708
WASHINGTON MUT INC COM 939322103 8396 225400 SH DEFINED 0131 225400
WASHINGTON MUT INC COM 939322103 750 20150 SH DEFINED 0103 20150
WASHINGTON MUT INC COM 939322103 1915 51400 SH DEFINED 01 51400
WASHINGTON NATIONAL COM 939339107 162 5600 SH DEFINED 0124 5600
WATERHOUSE INVESTORS COM 941547101 201 5300 SH DEFINED 0124 5300
WATSON PHARMACEUTICA COM 942683103 8438 225000 SH DEFINED 0106 225000
WATSON PHARMACEUTICA COM 942683103 51390 1370400 SH DEFINED 011516 1370400
<PAGE> PAGE 77
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
WATSON PHARMACEUTICA COM 942683103 1118 29800 SH DEFINED 011619 29800
WATSON PHARMACEUTICA COM 942683103 4493 119800 SH DEFINED 011614 119800
WEBCRAFT TECH COM 947625992 0 32502 SH DEFINED 0104 32502
WEBCRAFT TECH COM 947625992 0 32502 SH DEFINED 0109 32502
WEEKS CORP COM 94856P102 5700 200000 SH DEFINED 011618 200000
WELLS FARGO & CO COM 949740104 3036 11676 SH DEFINED 0103 11676
WELLSFORD RES PROP COM 950241109 11000 500000 SH DEFINED 0113 500000
WELLSFORD RES PROP COM 950241109 4070 185000 SH DEFINED 0107 185000
WENDYS INTL INC COM 950590109 322 14999 SH DEFINED 0103 14999
WERNER ENTERPRISES COM 950755108 146 9150 SH DEFINED 0124 9150
WEST COMPANY COM 953348109 9947 384439 SH DEFINED 0103 384439
WESTERN AREA COM 957654205 1106 76611 SH DEFINED 0127 76611
WESTERN ATLAS INC COM 957674104 398 6399 SH DEFINED 0103 6399
WESTERN DIGITAL COM 958102105 7022 175000 SH DEFINED 0106 175000
WESTERN RES COM 959425109 7281 250000 SH DEFINED 0132 250000
WESTERN RESOURCE INC PREFERRED STOCK 959425406 563 10000 SH DEFINED 0113 10000
WESTINGHOUSE ELEC COM 960402105 10244 550000 SH DEFINED 0108 550000
WESTINGHOUSE ELEC COM 960402105 22 1200 SH DEFINED 0125 1200
WESTINGHOUSE ELEC COM 960402105 83813 4500000 SH DEFINED 011516 4500000
WESTINGHOUSE ELEC COM 960402105 13038 700000 SH DEFINED 011618 700000
WESTINGHOUSE ELEC COM 960402105 7421 398454 SH DEFINED 0103 398454
WESTVACO CORP COM 961548104 11850 400000 SH DEFINED 0113 400000
WESTVACO CORP COM 961548104 360 12156 SH DEFINED 0103 12156
WEYERHAUESER COM 962166104 3187 69100 SH DEFINED 0124 69100
WEYERHAUESER COM 962166104 1960 42500 SH DEFINED 0125 42500
WEYERHAUESER COM 962166104 16605 360000 SH DEFINED 0107 360000
WEYERHAUESER COM 962166104 9225 200000 SH DEFINED 011516 200000
WEYERHAUESER COM 962166104 323 7000 SH DEFINED 011620 7000
WEYERHAUESER COM 962166104 247 5360 SH DEFINED 0102 5360
WEYERHAUESER COM 962166104 1409 30541 SH DEFINED 0103 30541
WEYERHAUESER COM 962166104 4566 99000 SH DEFINED 01 99000
WHIRLPOOL CORP COM 963320106 449 8876 SH DEFINED 0103 8876
WHITMAN CORP COM 96647K102 292 12616 SH DEFINED 0103 12616
WHITNEY HOLDING CORP COM 966612103 46 1400 SH DEFINED 0124 1400
WHITTAKER COM 966680407 46 3400 SH DEFINED 0124 3400
WHOLE FOODS MARKET COM 966837106 106 4000 SH DEFINED 0124 4000
WILLAMETTE IND INC COM 969133107 429 6548 SH DEFINED 0103 6548
WILLIAM COMPANIES COM 969457100 639 12533 SH DEFINED 0103 12533
WILLIAMS SONOMA COM 969904101 270 9500 SH DEFINED 0124 9500
WINN-DIXIE COM 974280109 634 18185 SH DEFINED 0103 18185
WINNEBAGO IND INC COM 974637100 98 12200 SH DEFINED 0124 12200
WINSTAR SR SUB DIS CONV BOND 975515AB3 6200 10000000 PRN DEFINED 0109 10000000
WINSTAR COM SR DIS CONV BOND 975515AD9 11000 20000000 PRN DEFINED 0109 20000000
WINTHROP RES CORP COM 976396101 2700 100000 SH DEFINED 011619 100000
WINTHROP RES CORP COM 976396101 5400 200000 SH DEFINED 011614 200000
WIRELESS ONE COM 97652H109 369 25000 SH DEFINED 0109 25000
WIRELESS ONE WTS COM 97652H117 163 23250 SH DEFINED 0109 23250
WISCONSIN CENTRAL TR COM 976592105 32288 900000 SH DEFINED 0111 900000
WOLVERINE TUBE INC COM 978093102 19350 450000 SH DEFINED 0106 450000
WOLVERINE TUBE INC COM 978093102 189 4400 SH DEFINED 0124 4400
<PAGE> PAGE 78
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
WOLVERINE TUBE INC COM 978093102 7525 175000 SH DEFINED 0135 175000
WOLVERINE TUBE INC COM 978093102 1978 46000 SH DEFINED 01 46000
WOLVERINE COM 978097103 275 9900 SH DEFINED 0124 9900
WOOLWORTH CORP COM 980883102 324 15732 SH DEFINED 0103 15732
WORLDCOM INC COM 98155K102 981 45890 SH DEFINED 0103 45890
WORTHINGTON IND COM 981811102 11000 550000 SH DEFINED 0108 550000
WORTHINGTON IND COM 981811102 215 10739 SH DEFINED 0103 10739
WRIGLEY WM JR CO COM 982526105 837 13900 SH DEFINED 0103 13900
WYLE ELECTRONICS COM 983051103 125 3900 SH DEFINED 0124 3900
WYMAN-GORDON COM 983085101 2745 120000 SH DEFINED 011619 120000
WYMAN-GORDON COM 983085101 458 20000 SH DEFINED 011614 20000
WYNDHAM COM 983100108 431 23600 SH DEFINED 011620 23600
XIRCOM INC COM 983922105 52 3200 SH DEFINED 0124 3200
XIONICS DOC TECH INC COM 98412X103 1710 114000 SH DEFINED 011619 114000
XEROX COM 984121103 32175 600000 SH DEFINED 0113 600000
XEROX COM 984121103 13138 245000 SH DEFINED 0107 245000
XEROX COM 984121103 16088 300000 SH DEFINED 011618 300000
XEROX COM 984121103 22791 425000 SH DEFINED 0131 425000
XEROX COM 984121103 3149 58709 SH DEFINED 0103 58709
YELLOW CORPORATION COM 985509108 43 3323 SH DEFINED 0103 3323
YORK INTL CORP NEW COM 986670107 64 1325 SH DEFINED 0102 1325
YORK INTL CORP NEW COM 986670107 5631 116400 SH DEFINED 01 116400
ZEBRA TECH COM 989207105 174 6800 SH DEFINED 0124 6800
ZENITH NATIONAL COM 989390109 169 6200 SH DEFINED 0124 6200
ZERO CORP COM 989484100 4750 250000 SH DEFINED 0128 250000
ZERO CORP COM 989484100 53 2800 SH DEFINED 0124 2800
ZERO CORP COM 989484100 283 14897 SH DEFINED 0103 14897
ZILOG INC COM 989524103 151 7900 SH DEFINED 0124 7900
ZIONS BANCORPORATION COM 989701107 319 3600 SH DEFINED 0124 3600
FLAGSTAR STABLE VALU COM 9900072E5 8083 802557 SH DEFINED 0103 802557
SIEBE STABLE VALUE COM 990007742 36041 3400978 SH DEFINED 0103 3400978
EMERGING GROWTH 2 COM 990007916 6689 632354 SH DEFINED 0103 632354
STABLE CAPITAL II COM 990007940 1698 146344 SH DEFINED 0103 146344
AM EXP RESEARCH 839 COM 990008393 10808 423005 SH DEFINED 0103 423005
FEDERAL INCOME FUND COM 990008443 105074 7640630 SH DEFINED 0103 7640630
EQY BASE INDEX COM 990008450 552214 28680481 SH DEFINED 0103 28680481
EQUITY INDEX 2 COM 990008484 3077 170707 SH DEFINED 0103 170707
AM EXP TST BND 831 COM 990009086 14840 323653 SH DEFINED 0103 323653
AM EXP TST EMERG 837 COM 990009300 10326 128000 SH DEFINED 0103 128000
AM EXP TST CORE 838 COM 990009318 8866 88146 SH DEFINED 0103 88146
MANAGED GIC FUND COM 990009326 122408 4732039 SH DEFINED 0103 4732039
INTERNATION COM 990009995 1519 139382 SH DEFINED 0103 139382
EQUITY INDEX 3 COM 990018509 2500 150970 SH DEFINED 0103 150970
REPORT SUMMARY 3793 DATA RECORDS 51435049 35 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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