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Previous: DREYFUS DISCIPLINED EQUITY INCOME FUND, 485BPOS, 1997-11-03 |
Next: COMPUTER INTEGRATION CORP, SC 13D/A, 1997-11-03 |
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<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 09/30/97
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 09/30/97
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 14570 155000 SH DEFINED 0108 155000
ACE LIMITED COM G0070K103 204920 2180000 SH DEFINED 0126 2180000
ACE LIMITED COM G0070K103 9050 96273 SH DEFINED 0128 96273
ACE LIMITED COM G0070K103 122200 1300000 SH DEFINED 011516 1300000
ACE LIMITED COM G0070K103 3572 38000 SH DEFINED 011619 38000
ACE LIMITED COM G0070K103 921 9800 SH DEFINED 0102 9800
ACE LIMITED COM G0070K103 12446 132400 SH DEFINED 0131 132400
ACE LIMITED COM G0070K103 677 7200 SH DEFINED 0103 7200
CREDICORP COM G2519Y108 2508 132000 SH DEFINED 0128 132000
CREDICORP COM G2519Y108 1235 65000 SH DEFINED 0124 65000
CREDICORP COM G2519Y108 3040 160000 SH DEFINED 0112 160000
CREDICORP COM G2519Y108 4465 235000 SH DEFINED 011617 235000
EXEL LTD COM G3242A102 74453 1250000 SH DEFINED 0130 1250000
EXEL LTD COM G3242A102 17869 300000 SH DEFINED 0107 300000
GLOBALSTAR COM G3930H104 4200 80000 SH DEFINED 0109 80000
LORAL SPACE & COMM COM G56462107 21487 1041800 SH DEFINED 011618 1041800
MIDOCEAN LTD COM G61061100 34223 540000 SH DEFINED 0107 540000
MIDOCEAN LTD COM G61061100 31688 500000 SH DEFINED 011516 500000
SANTA FE INTL CORP COM G7805C108 4817 103600 SH DEFINED 0108 103600
SANTA FE INTL CORP COM G7805C108 9300 200000 SH DEFINED 011619 200000
SANTA FE INTL CORP COM G7805C108 9691 208400 SH DEFINED 011614 208400
TERRA NOVA COM G87615103 9494 350000 SH DEFINED 0128 350000
TERRA NOVA COM G87615103 13563 500000 SH DEFINED 011618 500000
TERRA NOVA COM G87615103 685 25300 SH DEFINED 0102 25300
TERRA NOVA COM G87615103 8196 302150 SH DEFINED 0131 302150
TERRA NOVA COM G87615103 477 17600 SH DEFINED 0103 17600
3D LABS COM G8846W103 8063 250000 SH DEFINED 011619 250000
MILLICOM INT'L CELL COM L6388F102 11913 228000 SH DEFINED 011614 228000
CHECKPOINT SOFTWARE COM M22465104 6200 200000 SH DEFINED 011619 200000
CHECKPOINT SOFTWARE COM M22465104 8324 268500 SH DEFINED 011614 268500
CHECKPOINT SOFTWARE COM M22465104 882 28400 SH DEFINED 0102 28400
CHECKPOINT SOFTWARE COM M22465104 1693 54600 SH DEFINED 0131 54600
CHECKPOINT SOFTWARE COM M22465104 645 20800 SH DEFINED 0103 20800
ESC MEDICAL COM M40868107 365 9669 SH DEFINED 0102 9669
ESC MEDICAL COM M40868107 3574 95000 SH DEFINED 0131 95000
ESC MEDICAL COM M40868107 214 5700 SH DEFINED 0103 5700
ESC MEDICAL COM M40868107 395 10500 SH DEFINED 01 10500
RADCOM LTD COM M81865103 1763 150000 SH DEFINED 011619 150000
TEFRON LTD COM M87482101 4000 200000 SH DEFINED 011614 200000
TELEDATA COMMUNICATI COM M8762U100 11281 250000 SH DEFINED 011614 250000
ASM LITHOGRAPHY COM N07059111 4938 50000 SH DEFINED 011619 50000
ASM LITHOGRAPHY COM N07059111 9875 100000 SH DEFINED 011614 100000
ASM LITHOGRAPHY COM N07059111 43 437 SH DEFINED 0102 437
ASM LITHOGRAPHY COM N07059111 444 4500 SH DEFINED 01 4500
BAAN CO THE COM N08044104 4260 60000 SH DEFINED 0108 60000
BAAN CO THE COM N08044104 21300 300000 SH DEFINED 011516 300000
PANAMERICAN BEV COM P74823108 1953 50000 SH DEFINED 0124 50000
PANAMERICAN BEV COM P74823108 4688 120000 SH DEFINED 0112 120000
PANAMERICAN BEV COM P74823108 7031 180000 SH DEFINED 011617 180000
STEINER LEISURE LTD COM P8744Y102 368 10000 SH DEFINED 011619 10000
<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
STEINER LEISURE LTD COM P8744Y102 16170 440000 SH DEFINED 011614 440000
SUN INTL COM P8797T133 9488 275000 SH DEFINED 0135 275000
ROYAL CARIBBEAN COM V7780T103 7438 170000 SH DEFINED 011619 170000
ROYAL CARIBBEAN COM V7780T103 616 14050 SH DEFINED 0102 14050
ROYAL CARIBBEAN COM V7780T103 7193 164400 SH DEFINED 0131 164400
ROYAL CARIBBEAN COM V7780T103 424 9700 SH DEFINED 0103 9700
CREATIVE TECHNOLOGY COM Y1775U107 14059 550000 SH DEFINED 011614 550000
ABR INFORMATION COM 00077R108 22100 800000 SH DEFINED 0111 800000
ADC TELECOM COM 000886101 7800 240000 SH DEFINED 0108 240000
ADC TELECOM COM 000886101 71500 2200000 SH DEFINED 0126 2200000
ADC TELECOM COM 000886101 39000 1200000 SH DEFINED 0111 1200000
ADC TELECOM COM 000886101 5200 160000 SH DEFINED 011622 160000
ADC TELECOM COM 000886101 11700 360000 SH DEFINED 011623 360000
ADC TELECOM COM 000886101 27625 850000 SH DEFINED 011618 850000
ADC TELECOM COM 000886101 3250 100000 SH DEFINED 011619 100000
ADC TELECOM COM 000886101 11375 350000 SH DEFINED 011614 350000
ADC TELECOM COM 000886101 51282 1577790 SH DEFINED 0102 1577790
ADC TELECOM COM 000886101 13705 421700 SH DEFINED 0131 421700
ADC TELECOM COM 000886101 1661 51110 SH DEFINED 0103 51110
AES TRUST #1 PFD CVT CONV PFD STOCK 001033208 11603 170000 SH DEFINED 0132 170000
AGCO CORP COM 001084102 15844 500000 SH DEFINED 0130 500000
AGCO CORP COM 001084102 9189 290000 SH DEFINED 0108 290000
AGCO CORP COM 001084102 5228 165000 SH DEFINED 0128 165000
AGCO CORP COM 001084102 12612 398000 SH DEFINED 011516 398000
AGCO CORP COM 001084102 1477 46600 SH DEFINED 011620 46600
AGCO CORP COM 001084102 7586 239400 SH DEFINED 011614 239400
AGCO CORP COM 001084102 78 2505 SH DEFINED 0102 2505
AGCO CORP COM 001084102 15636 493450 SH DEFINED 01 493450
AGL RESOURCES INC COM 001204106 4734 250000 SH DEFINED 0132 250000
AMLI COM 001735109 9881 425000 SH DEFINED 0113 425000
AMR CORP DEL COM 001765106 33206 300000 SH DEFINED 0130 300000
AMR CORP DEL COM 001765106 210306 1900000 SH DEFINED 0126 1900000
AMR CORP DEL COM 001765106 13836 125000 SH DEFINED 0135 125000
AMR CORP DEL COM 001765106 1790 16174 SH DEFINED 0103 16174
AMR CORP DEL COM 001765106 10235 92464 SH DEFINED 01 92464
ARCO CHEMICAL CO COM 001920107 26163 575000 SH DEFINED 0113 575000
ARCO CHEMICAL CO COM 001920107 9669 212500 SH DEFINED 0131 212500
ARCO CHEMICAL CO COM 001920107 501 11000 SH DEFINED 0103 11000
ARM FINL GROUP CL A COM 001944107 2977 125000 SH DEFINED 011619 125000
AT&T CORP COM 001957109 8863 200000 SH DEFINED 0132 200000
AT&T CORP COM 001957109 8863 200000 SH DEFINED 011516 200000
AT&T CORP COM 001957109 12632 285069 SH DEFINED 0103 285069
ABBOTT LABS COM 002824100 4147 64862 SH DEFINED 0102 64862
ABBOTT LABS COM 002824100 8636 135070 SH DEFINED 0103 135070
ACCESS HEALTH MARKET COM 00431L102 15249 442000 SH DEFINED 011614 442000
ACCUSTAFF COM 004401105 57154 1814400 SH DEFINED 0126 1814400
ACCUSTAFF COM 004401105 28350 900000 SH DEFINED 0106 900000
ACCUSTAFF COM 004401105 37800 1200000 SH DEFINED 0111 1200000
ACCUSTAFF COM 004401105 5198 165000 SH DEFINED 011620 165000
ACCUSTAFF COM 004401105 653 20716 SH DEFINED 0102 20716
<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
ACCUSTAFF COM 004401105 7075 224600 SH DEFINED 0131 224600
ACCUSTAFF COM 004401105 419 13300 SH DEFINED 0103 13300
ACCUSTAFF COM 004401105 630 20000 SH DEFINED 01 20000
ACTION PERFORMANCE COM 004933107 11068 380000 SH DEFINED 011614 380000
ACTION PERFORMANCE COM 004933107 6835 234700 SH DEFINED 0102 234700
ACTION PERFORMANCE COM 004933107 7363 252800 SH DEFINED 0131 252800
ACTION PERFORMANCE COM 004933107 542 18600 SH DEFINED 0103 18600
ADAPTEC INC 144A CVT CONV BOND 00651FAA6 16913 15000000 PRN DEFINED 0130 15000000
ADAPTEC INC COM 00651F108 15194 325000 SH DEFINED 0108 325000
ADAPTEC INC COM 00651F108 60775 1300000 SH DEFINED 011516 1300000
ADAPTEC INC COM 00651F108 7480 160000 SH DEFINED 011619 160000
ADAPTEC INC COM 00651F108 3273 70000 SH DEFINED 011620 70000
ADAPTEC INC COM 00651F108 12623 270000 SH DEFINED 011614 270000
ADAPTEC INC COM 00651F108 20172 431500 SH DEFINED 0102 431500
ADAPTEC INC COM 00651F108 7223 154500 SH DEFINED 0131 154500
ADAPTEC INC COM 00651F108 425 9100 SH DEFINED 0103 9100
ADOBE SYSTEMS INC COM 00724F101 645 12810 SH DEFINED 0103 12810
ADVANCED FIBRE COMM COM 00754A105 12300 300000 SH DEFINED 0106 300000
ADVANCED FIBRE COMM COM 00754A105 28700 700000 SH DEFINED 0111 700000
ADVANCED FIBRE COMM COM 00754A105 8200 200000 SH DEFINED 011619 200000
ADVANCED FIBRE COMM COM 00754A105 4920 120000 SH DEFINED 011620 120000
ADVANCED FIBRE COMM COM 00754A105 16056 391600 SH DEFINED 0102 391600
ADVANCED FIBRE COMM COM 00754A105 18302 446400 SH DEFINED 0131 446400
ADVANCED FIBRE COMM COM 00754A105 1304 31800 SH DEFINED 0103 31800
AEROQUIP-VICKERS COM 007869100 228 4657 SH DEFINED 0103 4657
ADVANCED MICRO DEV COM 007903107 3256 100000 SH DEFINED 0109 100000
ADVANCED MICRO DEV COM 007903107 806 24745 SH DEFINED 0103 24745
ADV LTD PT TRUST INV COM 007923998 4094 3418044 SH DEFINED 01 3418044
AEGON NV -ADR COM 007924103 1904 23892 SH DEFINED 01 23892
AETNA INC COM 008117103 2142 26307 SH DEFINED 0103 26307
AFL/CIO UNITS OF COM 008270993 499 460 SH DEFINED 0102 460
AHMANSON HF & CO COM 008677106 972 17102 SH DEFINED 0103 17102
AIR EXPRESS INTL COM 009104100 3833 105000 SH DEFINED 011614 105000
AIR PROD & CHEM COM 009158106 26955 325000 SH DEFINED 0131 325000
AIR PROD & CHEM COM 009158106 2675 32254 SH DEFINED 0103 32254
AIRBORNE FREIGHT COR COM 009266107 10901 180000 SH DEFINED 011614 180000
AIRTOUCH COMMUN COM 00949T100 35438 1000000 SH DEFINED 0126 1000000
AIRTOUCH COMMUN COM 00949T100 12403 350000 SH DEFINED 0124 350000
AIRTOUCH COMMUN COM 00949T100 19048 537500 SH DEFINED 0125 537500
AIRTOUCH COMMUN COM 00949T100 12403 350000 SH DEFINED 0135 350000
AIRTOUCH COMMUN COM 00949T100 39743 1121500 SH DEFINED 011618 1121500
AIRTOUCH COMMUN COM 00949T100 173924 4907977 SH DEFINED 0102 4907977
AIRTOUCH COMMUN COM 00949T100 6227 175721 SH DEFINED 0103 175721
AIRTOUCH COMMUN COM 00949T100 7637 215500 SH DEFINED 01 215500
AIRTOUCH COM PFD CVT CONV PFD STOCK 00949T209 9769 300000 SH DEFINED 0132 300000
AIRTOUCH COM PFD CVT CONV PFD STOCK 00949T209 16281 500000 SH DEFINED 0107 500000
ALAMO GROUP INC COM 011311107 5333 230000 SH DEFINED 0128 230000
ALBERTO CULVER COM 013068101 284 9331 SH DEFINED 0103 9331
ALBERTSONS INC COM 013104104 1505 43168 SH DEFINED 0103 43168
ALCAN ALUMINIUM LTD COM 013716105 1385 39862 SH DEFINED 0103 39862
<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
ALEX REAL ESTATE EQU COM 015271109 3428 120000 SH DEFINED 0107 120000
ALLEGHENY PWR SYSTEM COM 017411109 9075 300000 SH DEFINED 0132 300000
ALLEGHENY TELEDYNE COM 017415100 885 30916 SH DEFINED 0103 30916
ALLERGAN INC COM 018490102 394 10897 SH DEFINED 0103 10897
ALLIED GROUP INC COM 019220102 17530 345000 SH DEFINED 0128 345000
ALLIED SIGNAL INC COM 019512102 31875 750000 SH DEFINED 011618 750000
ALLIED SIGNAL INC COM 019512102 39572 930910 SH DEFINED 0102 930910
ALLIED SIGNAL INC COM 019512102 4361 102620 SH DEFINED 0103 102620
ALLIED SIGNAL INC COM 019512102 7863 185000 SH DEFINED 01 185000
ALLIED WASTE IND COM 019589308 9042 472800 SH DEFINED 011619 472800
ALLIED WASTE IND COM 019589308 5675 296800 SH DEFINED 0102 296800
ALLIED WASTE IND COM 019589308 98 5100 SH DEFINED 0103 5100
ALLSTATE CORP COM 020002101 4469 55600 SH DEFINED 0125 55600
ALLSTATE CORP COM 020002101 6523 81155 SH DEFINED 0103 81155
ALLSTATE CORP COM 020002101 8158 101500 SH DEFINED 01 101500
ALLTEL CORP COM 020039103 1133 32831 SH DEFINED 0103 32831
ALLTEL 7.75 $100 PAR PREFERRED STOCK 0200392*3 2145 21234 SH DEFINED 0105 21234
ALTERA CORP COM 021441100 259 5050 SH DEFINED 0102 5050
ALTERA CORP COM 021441100 3003 58600 SH DEFINED 0131 58600
ALTERA CORP COM 021441100 179 3500 SH DEFINED 0103 3500
ALUMINUM CO AMERICA COM 022249106 11513 140400 SH DEFINED 0108 140400
ALUMINUM CO AMERICA COM 022249106 164000 2000000 SH DEFINED 0126 2000000
ALUMINUM CO AMERICA COM 022249106 15289 186450 SH DEFINED 0113 186450
ALUMINUM CO AMERICA COM 022249106 20976 255800 SH DEFINED 0124 255800
ALUMINUM CO AMERICA COM 022249106 23649 288400 SH DEFINED 0125 288400
ALUMINUM CO AMERICA COM 022249106 12710 155000 SH DEFINED 0135 155000
ALUMINUM CO AMERICA COM 022249106 2911 35500 SH DEFINED 011620 35500
ALUMINUM CO AMERICA COM 022249106 272590 3324232 SH DEFINED 0102 3324232
ALUMINUM CO AMERICA COM 022249106 10176 124100 SH DEFINED 0131 124100
ALUMINUM CO AMERICA COM 022249106 6555 79935 SH DEFINED 0103 79935
ALUMINUM CO AMERICA COM 022249106 21500 262200 SH DEFINED 01 262200
ALZA COM 022615108 10121 349000 SH DEFINED 0108 349000
ALZA COM 022615108 3715 128100 SH DEFINED 0124 128100
ALZA COM 022615108 3999 137900 SH DEFINED 0125 137900
ALZA COM 022615108 29000 1000000 SH DEFINED 011516 1000000
ALZA COM 022615108 3077 106100 SH DEFINED 011619 106100
ALZA COM 022615108 8920 307600 SH DEFINED 011614 307600
ALZA COM 022615108 59219 2041913 SH DEFINED 0102 2041913
ALZA COM 022615108 1349 46518 SH DEFINED 0103 46518
ALZA COM 022615108 3582 123500 SH DEFINED 01 123500
AMERADA HESS COM 023551104 996 16140 SH DEFINED 0103 16140
AMER CAP STRATEGIES COM 024937104 4000 200000 SH DEFINED 011619 200000
20TH CENTURY ULTRA COM 025083882 8766 245624 SH DEFINED 0103 245624
AMER COMM SVS WTS COM 02520B110 1634 17200 SH DEFINED 0109 17200
AMER COMM SVS WTS COM 02520B110 570 6000 SH DEFINED 011621 6000
AMERICAN ELEC PWR COM 025537101 4550 100000 SH DEFINED 0132 100000
AMERICAN ELEC PWR COM 025537101 1513 33246 SH DEFINED 0103 33246
AMERICAN EXPRESS COM 025816109 728269 8894887 SH DEFINED 0103 8894887
AMERICAN FREIGHTWAYS COM 02629V108 8797 463000 SH DEFINED 011614 463000
AMER GENERAL CORP COM 026351106 45707 881099 SH DEFINED 0103 881099
<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
AMER GENERAL CORP COM 026351106 12796 246670 SH DEFINED 01 246670
AM GREETINGS CL A COM 026375105 20281 550000 SH DEFINED 0131 550000
AM GREETINGS CL A COM 026375105 1226 33246 SH DEFINED 0103 33246
AMER HOME PRODUCTS COM 026609107 7300 100000 SH DEFINED 0108 100000
AMER HOME PRODUCTS COM 026609107 38325 525000 SH DEFINED 0113 525000
AMER HOME PRODUCTS COM 026609107 3628 49700 SH DEFINED 0125 49700
AMER HOME PRODUCTS COM 026609107 19345 265000 SH DEFINED 0107 265000
AMER HOME PRODUCTS COM 026609107 29200 400000 SH DEFINED 0131 400000
AMER HOME PRODUCTS COM 026609107 9624 131832 SH DEFINED 0103 131832
AMER HOME PRODUCTS COM 026609107 8505 116500 SH DEFINED 01 116500
AMERICAN INTL GROUP COM 026874107 38695 375000 SH DEFINED 0130 375000
AMERICAN INTL GROUP COM 026874107 154781 1500000 SH DEFINED 0126 1500000
AMERICAN INTL GROUP COM 026874107 4251 41200 SH DEFINED 0125 41200
AMERICAN INTL GROUP COM 026874107 56753 550000 SH DEFINED 011516 550000
AMERICAN INTL GROUP COM 026874107 14910 144547 SH DEFINED 0102 144547
AMERICAN INTL GROUP COM 026874107 13391 129766 SH DEFINED 0103 129766
AMERICAN INTL GROUP COM 026874107 12073 117000 SH DEFINED 01 117000
AMERICAN ONCOLOGY COM 028910107 12094 750000 SH DEFINED 011614 750000
AMERICAN ONCOLOGY COM 028910107 349 21693 SH DEFINED 0102 21693
AMERICAN ONCOLOGY COM 028910107 3778 234300 SH DEFINED 0131 234300
AMERICAN ONCOLOGY COM 028910107 226 14000 SH DEFINED 0103 14000
AMERICAN ONCOLOGY COM 028910107 355 22000 SH DEFINED 01 22000
AMER PWR CONVERSION COM 029066107 42188 1500000 SH DEFINED 011618 1500000
AMERICAN RADIO COM 029161106 22877 480350 SH DEFINED 0102 480350
AMERICAN RADIO COM 029161106 314 6600 SH DEFINED 0103 6600
AMERICAN RADIO COM 029161106 4024 84500 SH DEFINED 01 84500
AMER RADIO CVTPFD7% PREFERRED STOCK 029161205 1217 20500 SH DEFINED 011620 20500
AMERICAN STD CO COM 029712106 6416 159905 SH DEFINED 01 159905
AMERICAN STORES CO COM 030096101 26813 1100000 SH DEFINED 0130 1100000
AMERICAN STORES CO COM 030096101 11456 470000 SH DEFINED 0108 470000
AMERICAN STORES CO COM 030096101 10481 430000 SH DEFINED 0124 430000
AMERICAN STORES CO COM 030096101 12227 501600 SH DEFINED 0125 501600
AMERICAN STORES CO COM 030096101 53625 2200000 SH DEFINED 011516 2200000
AMERICAN STORES CO COM 030096101 4212 172800 SH DEFINED 011620 172800
AMERICAN STORES CO COM 030096101 11028 452304 SH DEFINED 0102 452304
AMERICAN STORES CO COM 030096101 2447 100410 SH DEFINED 0103 100410
AMERICAN STORES CO COM 030096101 2681 110000 SH DEFINED 01 110000
AMERICAN TELECAST WT WARRANT 030151112 11 85225 SH DEFINED 0109 85225
AMERICAN WATERWORKS COM 030411102 9071 410000 SH DEFINED 0132 410000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 4200 40000 SH DEFINED 0105 40000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 3150 30000 SH DEFINED 01 30000
AMERISOURCE COM 03071P102 33216 568400 SH DEFINED 011618 568400
AMERISOURCE COM 03071P102 5844 100000 SH DEFINED 011619 100000
AMERISOURCE COM 03071P102 6504 111300 SH DEFINED 011614 111300
AMERISOURCE COM 03071P102 32 545 SH DEFINED 0102 545
AMERISOURCE COM 03071P102 526 9000 SH DEFINED 01 9000
AMERITECH CORP COM 030954101 39900 600000 SH DEFINED 0113 600000
AMERITECH CORP COM 030954101 34913 525000 SH DEFINED 0132 525000
AMERITECH CORP COM 030954101 8645 130000 SH DEFINED 0124 130000
AMERITECH CORP COM 030954101 10906 164000 SH DEFINED 0125 164000
<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
AMERITECH CORP COM 030954101 20615 310000 SH DEFINED 0107 310000
AMERITECH CORP COM 030954101 1230 18500 SH DEFINED 0102 18500
AMERITECH CORP COM 030954101 29925 450000 SH DEFINED 0131 450000
AMERITECH CORP COM 030954101 8748 131542 SH DEFINED 0103 131542
AMETEK INC (NEW) COM 031100100 5523 235000 SH DEFINED 0128 235000
AMGEN INC COM 031162100 67113 1400000 SH DEFINED 0126 1400000
AMGEN INC COM 031162100 38350 800000 SH DEFINED 0111 800000
AMGEN INC COM 031162100 5561 116000 SH DEFINED 0124 116000
AMGEN INC COM 031162100 2656 55400 SH DEFINED 0125 55400
AMGEN INC COM 031162100 9588 200000 SH DEFINED 011618 200000
AMGEN INC COM 031162100 3835 80000 SH DEFINED 011620 80000
AMGEN INC COM 031162100 243617 5081964 SH DEFINED 0102 5081964
AMGEN INC COM 031162100 4284 89360 SH DEFINED 0103 89360
AMGEN INC COM 031162100 14857 309915 SH DEFINED 01 309915
AMP COM 031897101 3931 73400 SH DEFINED 0108 73400
AMP COM 031897101 39101 730000 SH DEFINED 0126 730000
AMP COM 031897101 9373 175000 SH DEFINED 0124 175000
AMP COM 031897101 17408 325000 SH DEFINED 0125 325000
AMP COM 031897101 26781 500000 SH DEFINED 011516 500000
AMP COM 031897101 2678 50000 SH DEFINED 011620 50000
AMP COM 031897101 80653 1505835 SH DEFINED 0102 1505835
AMP COM 031897101 4333 80886 SH DEFINED 0103 80886
AMP COM 031897101 2946 55000 SH DEFINED 01 55000
AMOCO CORP COM 031905102 45778 475000 SH DEFINED 0113 475000
AMOCO CORP COM 031905102 17829 185000 SH DEFINED 0107 185000
AMOCO CORP COM 031905102 86457 897123 SH DEFINED 0102 897123
AMOCO CORP COM 031905102 31322 325000 SH DEFINED 0131 325000
AMOCO CORP COM 031905102 10173 105552 SH DEFINED 0103 105552
AMOCO CORP COM 031905102 5301 55000 SH DEFINED 01 55000
AMSN HOLDINGS COM 03216N103 3225 200000 SH DEFINED 0106 200000
ANADARKO PETRO CORP COM 032511107 43088 600000 SH DEFINED 0111 600000
ANADARKO PETRO CORP COM 032511107 7181 100000 SH DEFINED 0124 100000
ANADARKO PETRO CORP COM 032511107 7181 100000 SH DEFINED 0125 100000
ANADARKO PETRO CORP COM 032511107 35906 500000 SH DEFINED 011516 500000
ANADARKO PETRO CORP COM 032511107 17953 250000 SH DEFINED 011618 250000
ANADARKO PETRO CORP COM 032511107 12969 180600 SH DEFINED 011614 180600
ANADARKO PETRO CORP COM 032511107 574 8020 SH DEFINED 0102 8020
ANADARKO PETRO CORP COM 032511107 3196 44500 SH DEFINED 0131 44500
ANADARKO PETRO CORP COM 032511107 1692 23570 SH DEFINED 0103 23570
ANALOG DEVICES COM 032654105 50250 1500000 SH DEFINED 011516 1500000
ANALOG DEVICES COM 032654105 26800 800000 SH DEFINED 011618 800000
ANALOG DEVICES COM 032654105 3685 110000 SH DEFINED 011620 110000
ANALOG DEVICES COM 032654105 16750 500000 SH DEFINED 011614 500000
ANALOG DEVICES COM 032654105 1066 31849 SH DEFINED 0102 31849
ANALOG DEVICES COM 032654105 12673 378300 SH DEFINED 0131 378300
ANALOG DEVICES COM 032654105 736 21966 SH DEFINED 0103 21966
ANDREW CORP COM 034425108 41900 1600000 SH DEFINED 0111 1600000
ANDREW CORP COM 034425108 4276 163300 SH DEFINED 011622 163300
ANDREW CORP COM 034425108 9360 357425 SH DEFINED 011623 357425
ANDREW CORP COM 034425108 3143 120000 SH DEFINED 011620 120000
<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
ANDREW CORP COM 034425108 45496 1737525 SH DEFINED 0102 1737525
ANDREW CORP COM 034425108 756 28853 SH DEFINED 0103 28853
ANDREW CORP COM 034425108 3077 117500 SH DEFINED 01 117500
ANHEUSER BUSCH CO COM 035229103 42869 950000 SH DEFINED 0113 950000
ANHEUSER BUSCH CO COM 035229103 21660 480000 SH DEFINED 0107 480000
ANHEUSER BUSCH CO COM 035229103 2 45 SH DEFINED 0102 45
ANHEUSER BUSCH CO COM 035229103 30459 675000 SH DEFINED 0131 675000
ANHEUSER BUSCH CO COM 035229103 5250 116334 SH DEFINED 0103 116334
ANNTAYLOR STORES COR COM 036115103 18 1210 SH DEFINED 0102 1210
ANNTAYLOR STORES COR COM 036115103 260 17474 SH DEFINED 0103 17474
MOSENEGRO.SPON ADR COM 037376100 3889 80000 SH DEFINED 0124 80000
MOSENEGRO.SPON ADR COM 037376100 8993 185000 SH DEFINED 0112 185000
MOSENEGRO.SPON ADR COM 037376100 13368 275000 SH DEFINED 011617 275000
AON CORP COM 037389103 5438 102850 SH DEFINED 0124 102850
AON CORP COM 037389103 5443 102950 SH DEFINED 0125 102950
AON CORP COM 037389103 611 11550 SH DEFINED 0102 11550
AON CORP COM 037389103 1958 37034 SH DEFINED 0103 37034
APACHE CORP COM 037411105 18865 440000 SH DEFINED 011618 440000
APACHE CORP COM 037411105 680 15870 SH DEFINED 0103 15870
APAM HIGH PERF CAP COM 037461993 10122 10000 SH DEFINED 0116 10000
APOGEE ENTERPRISES COM 037598109 11638 475000 SH DEFINED 0106 475000
APOLLO GROUP INC -C COM 037604105 38138 900000 SH DEFINED 0111 900000
APOLLO GROUP INC -C COM 037604105 255 6000 SH DEFINED 0102 6000
APPALACHIAN PWR $100 PREFERRED STOCK 037735834 3188 30000 SH DEFINED 0105 30000
APPALACHIAN PWR $100 PREFERRED STOCK 037735842 1030 10000 SH DEFINED 0105 10000
APPLE COMPUTER COM 037833100 485 22370 SH DEFINED 0103 22370
APPLEBEES INTL INC COM 037899101 6250 250000 SH DEFINED 0106 250000
APPLEBEES INTL INC COM 037899101 625 25000 SH DEFINED 011614 25000
APPLEBEES INTL INC COM 037899101 9452 378040 SH DEFINED 0102 378040
APPLEBEES INTL INC COM 037899101 160 6410 SH DEFINED 0103 6410
APPLIED MATERIALS COM 038222105 38100 400000 SH DEFINED 0126 400000
APPLIED MATERIALS COM 038222105 114300 1200000 SH DEFINED 0111 1200000
APPLIED MATERIALS COM 038222105 9315 97800 SH DEFINED 011622 97800
APPLIED MATERIALS COM 038222105 20726 217600 SH DEFINED 011623 217600
APPLIED MATERIALS COM 038222105 13335 140000 SH DEFINED 011614 140000
APPLIED MATERIALS COM 038222105 342 3600 SH DEFINED 0102 3600
APPLIED MATERIALS COM 038222105 3050 32024 SH DEFINED 0103 32024
APPLIED MATERIALS COM 038222105 6953 73000 SH DEFINED 01 73000
APTARGROUP INC COM 038336103 3356 60000 SH DEFINED 0128 60000
ARCHER DANIELS MDLND COM 039483102 2353 98316 SH DEFINED 0103 98316
ARENA BRANDS HLD CRP COM 039888995 2389 111111 SH DEFINED 0109 111111
ARIZONA PUB SVC $100 PREFERRED STOCK 040555815 9758 91034 SH DEFINED 0105 91034
ARIZONA PUB SVC CO PREFERRED STOCK 040555831 3524 38100 SH DEFINED 01 38100
ARMCO INC COM 042170100 248 41372 SH DEFINED 0103 41372
ARMSTRONG WORLD IND COM 042476101 482 7192 SH DEFINED 0103 7192
ARTERIAL VASCULAR EN COM 043013101 13875 250000 SH DEFINED 011614 250000
ASARCO INC COM 043413103 219 6849 SH DEFINED 0103 6849
ASCEND COMM COM 043491109 1845 57000 SH DEFINED 01 57000
ASHLAND INC COM 044204105 713 13108 SH DEFINED 0103 13108
ASSOC FIRST CORP COM 046008108 43575 700000 SH DEFINED 0126 700000
<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
ASSOC FIRST CORP COM 046008108 6225 100000 SH DEFINED 011622 100000
ASSOC FIRST CORP COM 046008108 12450 200000 SH DEFINED 011623 200000
ASSOC FIRST CORP COM 046008108 28013 450000 SH DEFINED 011516 450000
ASSOC FIRST CORP COM 046008108 13981 224600 SH DEFINED 011614 224600
ASSOC FIRST CORP COM 046008108 3 48 SH DEFINED 0102 48
ASSOC FIRST CORP COM 046008108 5260 84500 SH DEFINED 01 84500
ATLANTIC RICHFIELD COM 048825103 29903 350000 SH DEFINED 0130 350000
ATLANTIC RICHFIELD COM 048825103 38447 450000 SH DEFINED 0113 450000
ATLANTIC RICHFIELD COM 048825103 20505 240000 SH DEFINED 0107 240000
ATLANTIC RICHFIELD COM 048825103 27340 320000 SH DEFINED 0131 320000
ATLANTIC RICHFIELD COM 048825103 5974 69918 SH DEFINED 0103 69918
ATRIA COMMUNITY COM 049905102 5400 300000 SH DEFINED 011619 300000
ATRIA COMMUNITY COM 049905102 6422 356700 SH DEFINED 0102 356700
ATRIA COMMUNITY COM 049905102 7324 406900 SH DEFINED 0131 406900
ATRIA COMMUNITY COM 049905102 329 18300 SH DEFINED 0103 18300
ATWOOD OCENAICS COM 050095108 11263 100000 SH DEFINED 0106 100000
ATWOOD OCENAICS COM 050095108 2253 20000 SH DEFINED 011619 20000
AUSTRALIS HLDING WTS COM 05258A113 0 13400 SH DEFINED 0109 13400
AUTO DESK COM 052769106 383 8450 SH DEFINED 0103 8450
AUTOMATIC DATA PROC. COM 053015103 2571 51413 SH DEFINED 0103 51413
AUTOZONE COM 053332102 5700 190000 SH DEFINED 0124 190000
AUTOZONE COM 053332102 7170 239000 SH DEFINED 0125 239000
AUTOZONE COM 053332102 30000 1000000 SH DEFINED 011516 1000000
AUTOZONE COM 053332102 100668 3355212 SH DEFINED 0102 3355212
AUTOZONE COM 053332102 2231 74348 SH DEFINED 0103 74348
AUTOZONE COM 053332102 13125 437500 SH DEFINED 01 437500
AVERY DENNISON CORP COM 053611109 725 18119 SH DEFINED 0103 18119
AVIATION SALES CO COM 053672101 10588 350000 SH DEFINED 0106 350000
AVIS RENT A CAR COM 053790101 821 34400 SH DEFINED 0102 34400
AVIS RENT A CAR COM 053790101 993 41600 SH DEFINED 0131 41600
AVIS RENT A CAR COM 053790101 568 23800 SH DEFINED 0103 23800
AVON PRODUCTS COM 054303102 11284 182000 SH DEFINED 0108 182000
AVON PRODUCTS COM 054303102 1443 23272 SH DEFINED 0103 23272
AVON PRODUCTS COM 054303102 9362 151000 SH DEFINED 01 151000
BCE INC COM 05534B109 35850 1200000 SH DEFINED 0132 1200000
BCE INC COM 05534B109 13987 468200 SH DEFINED 0135 468200
BCE INC COM 05534B109 38838 1300000 SH DEFINED 011618 1300000
BJ'S WHOLESALE CLUB COM 05548J106 1444 49480 SH DEFINED 0103 49480
BJ SERVICES CO COM 055482103 5569 75000 SH DEFINED 011619 75000
BMC INDUSTRIES COM 055607105 5154 162000 SH DEFINED 011614 162000
BMC SOFTWARE INC COM 055921100 38850 600000 SH DEFINED 0126 600000
BMC SOFTWARE INC COM 055921100 7252 112000 SH DEFINED 011619 112000
BMC SOFTWARE INC COM 055921100 15540 240000 SH DEFINED 011614 240000
BMC SOFTWARE INC COM 055921100 57087 881650 SH DEFINED 0102 881650
BMC SOFTWARE INC COM 055921100 17638 272400 SH DEFINED 0131 272400
BMC SOFTWARE INC COM 055921100 1874 28940 SH DEFINED 0103 28940
BMC SOFTWARE INC COM 055921100 5666 87500 SH DEFINED 01 87500
BAKER HUGHES COM 057224107 37188 850000 SH DEFINED 0126 850000
BAKER HUGHES COM 057224107 6563 150000 SH DEFINED 0124 150000
BAKER HUGHES COM 057224107 8750 200000 SH DEFINED 0125 200000
<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
BAKER HUGHES COM 057224107 6563 150000 SH DEFINED 011619 150000
BAKER HUGHES COM 057224107 4813 110000 SH DEFINED 011620 110000
BAKER HUGHES COM 057224107 15750 360000 SH DEFINED 011614 360000
BAKER HUGHES COM 057224107 693 15850 SH DEFINED 0102 15850
BAKER HUGHES COM 057224107 2547 58228 SH DEFINED 0103 58228
BALL CORP COM 058498106 168 4825 SH DEFINED 0103 4825
BALTIMORE GAS & ELEC COM 059165100 13875 500000 SH DEFINED 0113 500000
BALTIMORE GAS & ELEC COM 059165100 11100 400000 SH DEFINED 0132 400000
BALTIMORE GAS & ELEC COM 059165100 13875 500000 SH DEFINED 0131 500000
BALTIMORE GAS & ELEC COM 059165100 1274 45920 SH DEFINED 0103 45920
BANC ONE CORP COM 059438101 19534 350000 SH DEFINED 0113 350000
BANC ONE CORP COM 059438101 11163 200000 SH DEFINED 0131 200000
BANC ONE CORP COM 059438101 6323 113281 SH DEFINED 0103 113281
BANK OF NEW YORK COM 064057102 3199 66639 SH DEFINED 0103 66639
BANKBOSTON CORP COM 06605R106 29030 328250 SH DEFINED 0130 328250
BANKBOSTON CORP COM 06605R106 5306 60000 SH DEFINED 0108 60000
BANKBOSTON CORP COM 06605R106 19898 225000 SH DEFINED 0124 225000
BANKBOSTON CORP COM 06605R106 29609 334800 SH DEFINED 0125 334800
BANKBOSTON CORP COM 06605R106 20341 230000 SH DEFINED 0135 230000
BANKBOSTON CORP COM 06605R106 23436 265000 SH DEFINED 0107 265000
BANKBOSTON CORP COM 06605R106 75172 850000 SH DEFINED 011516 850000
BANKBOSTON CORP COM 06605R106 4422 50000 SH DEFINED 011619 50000
BANKBOSTON CORP COM 06605R106 5748 65000 SH DEFINED 011620 65000
BANKBOSTON CORP COM 06605R106 240053 2714397 SH DEFINED 0102 2714397
BANKBOSTON CORP COM 06605R106 5893 66636 SH DEFINED 0103 66636
BANKBOSTON CORP COM 06605R106 5881 66500 SH DEFINED 01 66500
BANK AMERICA CORP COM 066050105 36656 500000 SH DEFINED 0130 500000
BANK AMERICA CORP COM 066050105 84309 1150000 SH DEFINED 0126 1150000
BANK AMERICA CORP COM 066050105 26107 356100 SH DEFINED 0124 356100
BANK AMERICA CORP COM 066050105 48907 667100 SH DEFINED 0125 667100
BANK AMERICA CORP COM 066050105 183076 2497066 SH DEFINED 0102 2497066
BANK AMERICA CORP COM 066050105 12776 174274 SH DEFINED 0103 174274
BANK AMERICA CORP COM 066050105 183 2500 SH DEFINED 01 2500
BANKERS TRUST NY COM 066365107 2141 17481 SH DEFINED 0103 17481
BAR TECH WTS COM 067016113 500 10000 SH DEFINED 0109 10000
BAR TECH WTS COM 067016113 150 3000 SH DEFINED 0124 3000
BAR TECH WTS COM 067016113 225 4500 SH DEFINED 011621 4500
BAR TECH WTS COM 067016113 25 500 SH DEFINED 011620 500
C R BARD INC COM 067383109 343 10101 SH DEFINED 0103 10101
BARRICK GOLD INC COM 067901108 743 30000 SH DEFINED 0127 30000
BARRICK GOLD INC COM 067901108 1619 65411 SH DEFINED 0103 65411
BARNETT BKS INC COM 068055102 387 5451 SH DEFINED 0102 5451
BARNETT BKS INC COM 068055102 2471 34926 SH DEFINED 0103 34926
BASSETT FURN IND. COM 070203104 555 19481 SH DEFINED 0102 19481
BATTLE MT GOLD CO COM 071593107 290 40340 SH DEFINED 0103 40340
BAUSCH & LOMB COM 071707103 395 9746 SH DEFINED 0103 9746
BAXTER INTL INC COM 071813109 39188 750000 SH DEFINED 0130 750000
BAXTER INTL INC COM 071813109 11495 220000 SH DEFINED 0108 220000
BAXTER INTL INC COM 071813109 32656 625000 SH DEFINED 0113 625000
BAXTER INTL INC COM 071813109 4441 85000 SH DEFINED 0124 85000
<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
BAXTER INTL INC COM 071813109 3767 72100 SH DEFINED 0125 72100
BAXTER INTL INC COM 071813109 22729 435000 SH DEFINED 0107 435000
BAXTER INTL INC COM 071813109 62700 1200000 SH DEFINED 011516 1200000
BAXTER INTL INC COM 071813109 209898 4017155 SH DEFINED 0102 4017155
BAXTER INTL INC COM 071813109 30044 575000 SH DEFINED 0131 575000
BAXTER INTL INC COM 071813109 5178 99092 SH DEFINED 0103 99092
BAXTER INTL INC COM 071813109 5748 110000 SH DEFINED 01 110000
BAY NETWORKS INC COM 072510100 15450 400000 SH DEFINED 011614 400000
BAY NETWORKS INC COM 072510100 92 2374 SH DEFINED 0102 2374
BAY NETWORKS INC COM 072510100 1349 34934 SH DEFINED 0103 34934
BAY NETWORKS INC COM 072510100 792 20500 SH DEFINED 01 20500
GREAT BAY POWER CORP COM 072728108 0 28 SH DEFINED 011621 28
BEA SYSTEMS INC COM 073325102 3218 180000 SH DEFINED 011619 180000
BEA SYSTEMS INC COM 073325102 6435 360000 SH DEFINED 011614 360000
BECKMAN INSTRUMENTS COM 075816108 18089 425000 SH DEFINED 0131 425000
BECKMAN INSTRUMENTS COM 075816108 809 19000 SH DEFINED 0103 19000
BECTON DICKINSON COM 075887109 1027 21461 SH DEFINED 0103 21461
BED BATH & BEYOND IN COM 075896100 11416 325000 SH DEFINED 011614 325000
BELDEN INC COM 077459105 9045 240000 SH DEFINED 0128 240000
BELL ATLANTIC COM 077853109 37066 460800 SH DEFINED 0130 460800
BELL ATLANTIC COM 077853109 29762 370000 SH DEFINED 0113 370000
BELL ATLANTIC COM 077853109 36197 450000 SH DEFINED 0132 450000
BELL ATLANTIC COM 077853109 41026 510040 SH DEFINED 0107 510040
BELL ATLANTIC COM 077853109 21316 265000 SH DEFINED 0131 265000
BELL ATLANTIC COM 077853109 11898 147920 SH DEFINED 0103 147920
BELL CANADA INTL INC COM 077914109 347 18400 SH DEFINED 0132 18400
BELL SOUTH COM 079860102 32375 700000 SH DEFINED 0130 700000
BELL SOUTH COM 079860102 12488 270000 SH DEFINED 0108 270000
BELL SOUTH COM 079860102 185000 4000000 SH DEFINED 0126 4000000
BELL SOUTH COM 079860102 43938 950000 SH DEFINED 0113 950000
BELL SOUTH COM 079860102 34688 750000 SH DEFINED 0132 750000
BELL SOUTH COM 079860102 9713 210000 SH DEFINED 0124 210000
BELL SOUTH COM 079860102 11868 256600 SH DEFINED 0125 256600
BELL SOUTH COM 079860102 22663 490000 SH DEFINED 0107 490000
BELL SOUTH COM 079860102 36371 786370 SH DEFINED 0102 786370
BELL SOUTH COM 079860102 30063 650000 SH DEFINED 0131 650000
BELL SOUTH COM 079860102 10671 230703 SH DEFINED 0103 230703
BELL SOUTH COM 079860102 12373 267530 SH DEFINED 01 267530
A.H. BELO SER A COM 080555105 12125 250000 SH DEFINED 0108 250000
A.H. BELO SER A COM 080555105 13095 270000 SH DEFINED 0126 270000
A.H. BELO SER A COM 080555105 28823 594275 SH DEFINED 0102 594275
A.H. BELO SER A COM 080555105 479 9875 SH DEFINED 0103 9875
BEMIS CO. COM 081437105 9762 218150 SH DEFINED 0124 218150
BEMIS CO. COM 081437105 12978 290000 SH DEFINED 0125 290000
BEMIS CO. COM 081437105 3133 70000 SH DEFINED 011620 70000
BEMIS CO. COM 081437105 7831 174950 SH DEFINED 0102 174950
BEMIS CO. COM 081437105 1889 42219 SH DEFINED 0103 42219
BENEDEK COM WARRANTS WARRANT 08170W114 140 70000 SH DEFINED 0109 70000
BENEFICIAL CORP COM 081721102 856 11233 SH DEFINED 0103 11233
BEST SOFTWARE COM 086579109 975 75000 SH DEFINED 011619 75000
<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
BETHLEHEM STEEL COM 087509105 204 19790 SH DEFINED 0103 19790
BETZ LABORATORIES COM 087779104 15384 225000 SH DEFINED 0108 225000
BETZ LABORATORIES COM 087779104 75213 1100000 SH DEFINED 011516 1100000
BEVERLY ENTERPRISES COM 087851101 46 2660 SH DEFINED 0102 2660
BEVERLY ENTERPRISES COM 087851101 319 18345 SH DEFINED 0103 18345
BIG DOG HOLDINGS INC COM 089128102 210 15100 SH DEFINED 0102 15100
BIG DOG HOLDINGS INC COM 089128102 4 300 SH DEFINED 0103 300
BIOCHEM PHARMA INC COM 09058T108 9450 300000 SH DEFINED 011619 300000
BIOCHEM PHARMA INC COM 09058T108 14175 450000 SH DEFINED 011614 450000
BIOCHEM PHARMA INC COM 09058T108 642 20350 SH DEFINED 0102 20350
BIOCHEM PHARMA INC COM 09058T108 11327 359600 SH DEFINED 0131 359600
BIOCHEM PHARMA INC COM 09058T108 561 17800 SH DEFINED 0103 17800
BIOGEN INC COM 090597105 24156 744700 SH DEFINED 0102 744700
BIOGEN INC COM 090597105 176 5420 SH DEFINED 0103 5420
BIOMET COM 090613100 469 19560 SH DEFINED 0103 19560
BIOVAIL CORP INTERNA COM 09067K106 7266 250000 SH DEFINED 0135 250000
BIORELIANCE CORP COM 090951104 2100 80000 SH DEFINED 011619 80000
BLACK & DECKER COM 091797100 619 16612 SH DEFINED 0103 16612
BLACK BOX CORP COM 091826107 6125 140000 SH DEFINED 0128 140000
BLACK BOX CORP COM 091826107 2188 50000 SH DEFINED 0106 50000
BLACK BOX CORP COM 091826107 3679 84100 SH DEFINED 011614 84100
BLACK HILLS CORP COM 092113109 2931 100000 SH DEFINED 0132 100000
BLOCK H&R INC COM 093671105 847 21929 SH DEFINED 0103 21929
BOEING COM 097023105 43550 800000 SH DEFINED 0130 800000
BOEING COM 097023105 261300 4800000 SH DEFINED 0126 4800000
BOEING COM 097023105 12746 234132 SH DEFINED 0124 234132
BOEING COM 097023105 19126 351344 SH DEFINED 0125 351344
BOEING COM 097023105 10888 200000 SH DEFINED 0135 200000
BOEING COM 097023105 6533 120000 SH DEFINED 011622 120000
BOEING COM 097023105 9799 180000 SH DEFINED 011623 180000
BOEING COM 097023105 54438 1000000 SH DEFINED 011516 1000000
BOEING COM 097023105 61787 1135000 SH DEFINED 011618 1135000
BOEING COM 097023105 3593 66000 SH DEFINED 011620 66000
BOEING COM 097023105 157723 2897308 SH DEFINED 0102 2897308
BOEING COM 097023105 12496 229533 SH DEFINED 0103 229533
BOEING COM 097023105 6097 112000 SH DEFINED 01 112000
BOISE CASCADE COM 097383103 411 9782 SH DEFINED 0103 9782
BORON LEPORE & ASSOC COM 10001P102 2393 103500 SH DEFINED 011619 103500
BOSTON SCIENTIFIC COM 101137107 60706 1100000 SH DEFINED 0126 1100000
BOSTON SCIENTIFIC COM 101137107 66225 1200000 SH DEFINED 0111 1200000
BOSTON SCIENTIFIC COM 101137107 5044 91400 SH DEFINED 0124 91400
BOSTON SCIENTIFIC COM 101137107 9062 164200 SH DEFINED 0125 164200
BOSTON SCIENTIFIC COM 101137107 11038 200000 SH DEFINED 0135 200000
BOSTON SCIENTIFIC COM 101137107 6623 120000 SH DEFINED 011622 120000
BOSTON SCIENTIFIC COM 101137107 14349 260000 SH DEFINED 011623 260000
BOSTON SCIENTIFIC COM 101137107 33113 600000 SH DEFINED 011516 600000
BOSTON SCIENTIFIC COM 101137107 26683 483500 SH DEFINED 011618 483500
BOSTON SCIENTIFIC COM 101137107 6898 125000 SH DEFINED 011619 125000
BOSTON SCIENTIFIC COM 101137107 3311 60000 SH DEFINED 011620 60000
BOSTON SCIENTIFIC COM 101137107 75385 1365945 SH DEFINED 0102 1365945
<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 3098 56156 SH DEFINED 0103 56156
BOSTON SCIENTIFIC COM 101137107 5889 106700 SH DEFINED 01 106700
BRADY (WH) CO COM 104674106 6250 200000 SH DEFINED 0128 200000
BRIGGS & STRATTON COM 109043109 212 4289 SH DEFINED 0103 4289
BRIGHT POINT COM 109473108 10796 232800 SH DEFINED 011614 232800
BRIGHT POINT COM 109473108 16821 362700 SH DEFINED 0102 362700
BRIGHT POINT COM 109473108 10328 222700 SH DEFINED 0131 222700
BRIGHT POINT COM 109473108 742 16000 SH DEFINED 0103 16000
BRISTOL MYERS SQUIBB COM 110122108 41375 500000 SH DEFINED 0130 500000
BRISTOL MYERS SQUIBB COM 110122108 21714 262400 SH DEFINED 0124 262400
BRISTOL MYERS SQUIBB COM 110122108 27390 331000 SH DEFINED 0125 331000
BRISTOL MYERS SQUIBB COM 110122108 49650 600000 SH DEFINED 011516 600000
BRISTOL MYERS SQUIBB COM 110122108 18205 220000 SH DEFINED 011618 220000
BRISTOL MYERS SQUIBB COM 110122108 58179 703069 SH DEFINED 0102 703069
BRISTOL MYERS SQUIBB COM 110122108 17404 210322 SH DEFINED 0103 210322
BRISTOL MYERS SQUIBB COM 110122108 4841 58500 SH DEFINED 01 58500
BRITISH PETRO ADR COM 110889409 47677 525000 SH DEFINED 0113 525000
BRITISH PETRO ADR COM 110889409 24519 270000 SH DEFINED 0107 270000
BRITISH PETRO ADR COM 110889409 34055 375000 SH DEFINED 0131 375000
BRITISH PETRO ADR COM 110889409 1453 16000 SH DEFINED 0103 16000
BRITISH PETRO ADR COM 110889409 3088 34000 SH DEFINED 01 34000
BROOKS FIBER PROP COM 114399108 11672 250000 SH DEFINED 0132 250000
BROOKS FIBER PROP COM 114399108 16341 350000 SH DEFINED 011614 350000
BROWN FORMAN CL B COM 115637209 603 12135 SH DEFINED 0103 12135
BROWNING FERRIS IND COM 115885105 1422 37350 SH DEFINED 0103 37350
BROWNING FERRIS35.62 CONV PFD STOCK 115885600 7720 219000 SH DEFINED 01 219000
BRUNSWICK CORP COM 117043109 2119 60100 SH DEFINED 0108 60100
BRUNSWICK CORP COM 117043109 15570 441700 SH DEFINED 011516 441700
BRUNSWICK CORP COM 117043109 2337 66300 SH DEFINED 011620 66300
BRUNSWICK CORP COM 117043109 6807 193100 SH DEFINED 011614 193100
BRUNSWICK CORP COM 117043109 615 17433 SH DEFINED 0103 17433
BUDGET GROUP INC COM 119003101 10890 330000 SH DEFINED 011614 330000
BUDGET GROUP INC COM 119003101 805 24400 SH DEFINED 0102 24400
BUDGET GROUP INC COM 119003101 4571 138500 SH DEFINED 0131 138500
BUDGET GROUP INC COM 119003101 551 16700 SH DEFINED 0103 16700
BURLINGTON N SANTA COM 12189T104 2642 27343 SH DEFINED 0103 27343
BURLINGTON N SANTA COM 12189T104 2947 30500 SH DEFINED 01 30500
BURLINGTON RESOURCES COM 122014103 1115 21727 SH DEFINED 0103 21727
CBL & ASSOCIATES COM 124830100 14266 550000 SH DEFINED 0113 550000
CBL & ASSOCIATES COM 124830100 519 20000 SH DEFINED 0103 20000
CBT GROUPS COM 124853102 4013 50000 SH DEFINED 0106 50000
CBT GROUPS COM 124853102 8025 100000 SH DEFINED 011614 100000
CBT GROUPS COM 124853102 755 9400 SH DEFINED 0102 9400
CBT GROUPS COM 124853102 11355 141500 SH DEFINED 0131 141500
CBT GROUPS COM 124853102 658 8200 SH DEFINED 0103 8200
CCA PRISON RLTY TST COM 12486R108 1095 29000 SH DEFINED 0108 29000
C-CUBE MICROSYSTEMS COM 125015107 6800 200000 SH DEFINED 011614 200000
CDW COMPUTER CENTERS COM 125129106 9713 150000 SH DEFINED 0106 150000
CDW COMPUTER CENTERS COM 125129106 6475 100000 SH DEFINED 011619 100000
CDW COMPUTER CENTERS COM 125129106 945 14600 SH DEFINED 0102 14600
<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
CDW COMPUTER CENTERS COM 125129106 11163 172400 SH DEFINED 0131 172400
CDW COMPUTER CENTERS COM 125129106 660 10200 SH DEFINED 0103 10200
CFM MAJESTIC COM 12525R101 13 700 SH DEFINED 0103 700
CIGNA CORP COM 125509109 2424 13017 SH DEFINED 0103 13017
CKE RESTAURANTS INC. COM 12561E105 10290 245003 SH DEFINED 0103 245003
CMAC INVESTMENT CORP COM 125662106 10725 200000 SH DEFINED 0106 200000
CMP MEDIA INC COM 125891101 3125 125000 SH DEFINED 011619 125000
CMS ENERGY CORP COM 125896100 103600 2800000 SH DEFINED 0126 2800000
CMS ENERGY CORP COM 125896100 16650 450000 SH DEFINED 0132 450000
CMS ENERGY CORP COM 125896100 4440 120000 SH DEFINED 011622 120000
CMS ENERGY CORP COM 125896100 3700 100000 SH DEFINED 011620 100000
CMS ENERGY CORP COM 125896100 3182 86000 SH DEFINED 01 86000
CNF TRANSPORTATION COM 12612W104 6970 160000 SH DEFINED 0126 160000
CNF TRANSPORTATION COM 12612W104 19603 450000 SH DEFINED 011614 450000
CNF TRANSPORTATION COM 12612W104 513 11750 SH DEFINED 0102 11750
CNF TRANSPORTATION COM 12612W104 6073 139400 SH DEFINED 0131 139400
CNF TRANSPORTATION COM 12612W104 353 8100 SH DEFINED 0103 8100
CPC INTL COM 126149103 23156 250000 SH DEFINED 0130 250000
CPC INTL COM 126149103 17136 185000 SH DEFINED 0124 185000
CPC INTL COM 126149103 24666 266300 SH DEFINED 0125 266300
CPC INTL COM 126149103 117137 1264639 SH DEFINED 0102 1264639
CPC INTL COM 126149103 23156 250000 SH DEFINED 0131 250000
CPC INTL COM 126149103 5400 58306 SH DEFINED 0103 58306
CPC INTL COM 126149103 7040 76000 SH DEFINED 01 76000
CSG SYSTEMS * COM 126349109 3781 100000 SH DEFINED 011619 100000
CSX CORP COM 126408103 2925 50000 SH DEFINED 0124 50000
CSX CORP COM 126408103 2925 50000 SH DEFINED 0125 50000
CSX CORP COM 126408103 340 5800 SH DEFINED 0102 5800
CSX CORP COM 126408103 2823 48263 SH DEFINED 0103 48263
CUC INT'L INC COM 126545102 43400 1400000 SH DEFINED 0126 1400000
CUC INT'L INC COM 126545102 20150 650000 SH DEFINED 011618 650000
CUC INT'L INC COM 126545102 14942 481852 SH DEFINED 0102 481852
CUC INT'L INC COM 126545102 2229 71895 SH DEFINED 0103 71895
CVS CORP COM 126650100 4766 83800 SH DEFINED 0108 83800
CVS CORP COM 126650100 73938 1300000 SH DEFINED 0126 1300000
CVS CORP COM 126650100 28438 500000 SH DEFINED 011516 500000
CVS CORP COM 126650100 5688 100000 SH DEFINED 011619 100000
CVS CORP COM 126650100 4834 85000 SH DEFINED 011620 85000
CVS CORP COM 126650100 36192 636321 SH DEFINED 0102 636321
CVS CORP COM 126650100 1718 30215 SH DEFINED 0103 30215
CVS CORP COM 126650100 4664 82000 SH DEFINED 01 82000
CABLEVISION SYS PREFERRED STOCK 12686C869 37356 340762 SH DEFINED 0109 340762
CABLETRON SYSTEMS COM 126920107 886 27678 SH DEFINED 0103 27678
CADENCE DESIGN SYS COM 127387108 14499 271000 SH DEFINED 011614 271000
CADENCE DESIGN SYS COM 127387108 1792 33500 SH DEFINED 0102 33500
CADENCE DESIGN SYS COM 127387108 21330 398700 SH DEFINED 0131 398700
CADENCE DESIGN SYS COM 127387108 1252 23400 SH DEFINED 0103 23400
CADENCE DESIGN SYS COM 127387108 4280 80000 SH DEFINED 01 80000
CALIBER SYSTEM INC COM 129894101 16275 300000 SH DEFINED 011614 300000
CALIBER SYSTEM INC COM 129894101 115 2127 SH DEFINED 0102 2127
<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
CALIBER SYSTEM INC COM 129894101 373 6881 SH DEFINED 0103 6881
CALIBER SYSTEM INC COM 129894101 814 15000 SH DEFINED 01 15000
CAMBRDG TECH PRTNS COM 132524109 7163 200000 SH DEFINED 011622 200000
CAMBRDG TECH PRTNS COM 132524109 7163 200000 SH DEFINED 011623 200000
CAMBRDG TECH PRTNS COM 132524109 25069 700000 SH DEFINED 011516 700000
CAMBRDG TECH PRTNS COM 132524109 8953 250000 SH DEFINED 011614 250000
CAMBRDG TECH PRTNS COM 132524109 22567 630220 SH DEFINED 0102 630220
CAMBRDG TECH PRTNS COM 132524109 280 7830 SH DEFINED 0103 7830
CAMCO COM 132632100 24413 350000 SH DEFINED 0106 350000
CAMCO COM 132632100 7673 110000 SH DEFINED 0135 110000
CAMCO COM 132632100 13950 200000 SH DEFINED 011614 200000
CAMCO COM 132632100 35163 504122 SH DEFINED 0102 504122
CAMCO COM 132632100 3570 51183 SH DEFINED 0103 51183
CAMCO COM 132632100 642 9200 SH DEFINED 01 9200
CAMPBELL RESOURCE WT COM 134422161 43 250000 SH DEFINED 0127 250000
CAMPBELL SOUP COM 134429109 3957 80754 SH DEFINED 0103 80754
CAPITAL ONE FINL COR COM 14040H105 17279 377683 SH DEFINED 0103 377683
CARBIDE GRAPHITE COM 140777103 14810 435550 SH DEFINED 0102 435550
CARBIDE GRAPHITE COM 140777103 252 7400 SH DEFINED 0103 7400
CAPSTAR HOTEL COM 140918103 20138 600000 SH DEFINED 011614 600000
CAPSTAR HOTEL COM 140918103 87 2602 SH DEFINED 0102 2602
CAPSTAR HOTEL COM 140918103 671 20000 SH DEFINED 01 20000
CARDINAL HEALTH COM 14149Y108 120700 1700000 SH DEFINED 0126 1700000
CARDINAL HEALTH COM 14149Y108 17218 242500 SH DEFINED 011618 242500
CARDINAL HEALTH COM 14149Y108 103349 1455535 SH DEFINED 0102 1455535
CARDINAL HEALTH COM 14149Y108 15325 215850 SH DEFINED 0131 215850
CARDINAL HEALTH COM 14149Y108 3374 47510 SH DEFINED 0103 47510
CARDINAL HEALTH COM 14149Y108 2130 30000 SH DEFINED 01 30000
CARIBINER INT'L COM 141888107 9283 227800 SH DEFINED 0102 227800
CARIBINER INT'L COM 141888107 159 3900 SH DEFINED 0103 3900
CARNIVAL CORP COM 143658102 8788 190000 SH DEFINED 0108 190000
CARNIVAL CORP COM 143658102 83250 1800000 SH DEFINED 011516 1800000
CARNIVAL CORP COM 143658102 3469 75000 SH DEFINED 011620 75000
CARNIVAL CORP COM 143658102 11100 240000 SH DEFINED 011614 240000
CARNIVAL CORP COM 143658102 1345 29104 SH DEFINED 0102 29104
CARNIVAL CORP COM 143658102 10124 218900 SH DEFINED 0131 218900
CARNIVAL CORP COM 143658102 592 12800 SH DEFINED 0103 12800
CARNIVAL CORP COM 143658102 6845 148000 SH DEFINED 01 148000
CAROLINA POWER & LT COM 144141108 10781 300000 SH DEFINED 0130 300000
CAROLINA POWER & LT COM 144141108 12578 350000 SH DEFINED 0132 350000
CAROLINA POWER & LT COM 144141108 3594 100000 SH DEFINED 0125 100000
CAROLINA POWER & LT COM 144141108 955 26580 SH DEFINED 0103 26580
CASE CORP COM 14743R103 3331 50000 SH DEFINED 0124 50000
CASE CORP COM 14743R103 2818 42300 SH DEFINED 0125 42300
CASE CORP COM 14743R103 100 1500 SH DEFINED 0102 1500
CASE CORP COM 14743R103 1226 18406 SH DEFINED 0103 18406
CATERPILLAR INC COM 149123101 43150 800000 SH DEFINED 0111 800000
CATERPILLAR INC COM 149123101 8630 160000 SH DEFINED 011622 160000
CATERPILLAR INC COM 149123101 19418 360000 SH DEFINED 011623 360000
CATERPILLAR INC COM 149123101 519 9600 SH DEFINED 0102 9600
<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
CATERPILLAR INC COM 149123101 3565 66096 SH DEFINED 0103 66096
CELCARIBE 144A COM 150898104 2114 528450 SH DEFINED 0104 528450
CELCARIBE 144A COM 150898104 4780 1195110 SH DEFINED 0109 1195110
CELCARIBE 144A COM 150898104 1106 276420 SH DEFINED 011621 276420
CENTEX CORPORATION COM 152312104 281 4809 SH DEFINED 0103 4809
ELECTROBRAS ADR COM 15234Q207 2672 102000 SH DEFINED 0124 102000
ELECTROBRAS ADR COM 15234Q207 6444 246000 SH DEFINED 0112 246000
ELECTROBRAS ADR COM 15234Q207 9588 366000 SH DEFINED 011617 366000
CENTOCOR INC COM 152342101 8799 185000 SH DEFINED 011619 185000
CENTOCOR INC COM 152342101 9513 200000 SH DEFINED 011614 200000
CENTOCOR INC COM 152342101 18882 396935 SH DEFINED 0102 396935
CENTOCOR INC COM 152342101 12014 252600 SH DEFINED 0131 252600
CENTOCOR INC COM 152342101 846 17800 SH DEFINED 0103 17800
CENTOCOR INC COM 152342101 3948 83000 SH DEFINED 01 83000
CENTRAL & S W COM 152357109 827 37263 SH DEFINED 0103 37263
CENTRAL VT PUB SRV COM 155771108 4628 349246 SH DEFINED 0103 349246
CENTURY TELEPHONE EN COM 156686107 9240 210000 SH DEFINED 0128 210000
CENTURY TELEPHONE EN COM 156686107 8800 200000 SH DEFINED 0132 200000
CERIDIAN CORP COM 15677T106 1077 29100 SH DEFINED 0102 29100
CERIDIAN CORP COM 15677T106 524 14172 SH DEFINED 0103 14172
CHAMPION INTL COM 158525105 1028 16867 SH DEFINED 0103 16867
CHANCELLOR MEDIA COM 158915108 10525 200000 SH DEFINED 0108 200000
CHANCELLOR MEDIA COM 158915108 18419 350000 SH DEFINED 011614 350000
CHANCELLOR MEDIA COM 158915108 668 12700 SH DEFINED 0102 12700
CHANCELLOR MEDIA COM 158915108 7804 148300 SH DEFINED 0131 148300
CHANCELLOR MEDIA COM 158915108 468 8900 SH DEFINED 0103 8900
CHARMING SHOPPES COM 161133103 104 16827 SH DEFINED 0103 16827
CHASE MAHATTAN NEW COM 16161A108 8770 74319 SH DEFINED 0103 74319
CHATEAU COMMUNITIES COM 161726104 11800 400000 SH DEFINED 0131 400000
CHESAPEAKE ENERGY COM 165167107 6825 600000 SH DEFINED 011614 600000
CHEVRON CORP COM 166751107 43673 525000 SH DEFINED 0113 525000
CHEVRON CORP COM 166751107 15806 190000 SH DEFINED 0107 190000
CHEVRON CORP COM 166751107 29116 350000 SH DEFINED 0131 350000
CHEVRON CORP COM 166751107 10890 130908 SH DEFINED 0103 130908
CHEVRON CORP COM 166751107 2496 30000 SH DEFINED 01 30000
CHILECTRA ADR 144A COM 168884104 4104 130000 SH DEFINED 0132 130000
CHIREX INC COM 170038103 19125 750000 SH DEFINED 0106 750000
CHIREX INC COM 170038103 9639 378000 SH DEFINED 011614 378000
CHOICEPOINT INC COM 170388102 5 135 SH DEFINED 0102 135
CHRYSLER COM 171196108 13989 380000 SH DEFINED 0126 380000
CHRYSLER COM 171196108 16890 458800 SH DEFINED 0124 458800
CHRYSLER COM 171196108 21557 585600 SH DEFINED 0125 585600
CHRYSLER COM 171196108 18590 505000 SH DEFINED 0107 505000
CHRYSLER COM 171196108 25769 700000 SH DEFINED 011516 700000
CHRYSLER COM 171196108 69083 1876525 SH DEFINED 0102 1876525
CHRYSLER COM 171196108 6497 176490 SH DEFINED 0103 176490
CHRYSLER COM 171196108 8669 235500 SH DEFINED 01 235500
CHUBB CORP COM 171232101 2152 30290 SH DEFINED 0103 30290
CIENA CORPORATION COM 171779101 12383 250000 SH DEFINED 011619 250000
CIENA CORPORATION COM 171779101 14859 300000 SH DEFINED 011614 300000
<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
CIENA CORPORATION COM 171779101 14723 297235 SH DEFINED 0102 297235
CIENA CORPORATION COM 171779101 12135 245000 SH DEFINED 0131 245000
CIENA CORPORATION COM 171779101 736 14850 SH DEFINED 0103 14850
CIENA CORPORATION COM 171779101 347 7000 SH DEFINED 01 7000
CINCINNATI BELL INC COM 171870108 5688 200000 SH DEFINED 0128 200000
CINCINNATI BELL INC COM 171870108 5688 200000 SH DEFINED 0132 200000
CINCINNATI BELL INC COM 171870108 5403 190000 SH DEFINED 011620 190000
CINAR FILMS INC COM 171905300 3813 100000 SH DEFINED 011619 100000
CINCINNATI MILACRON COM 172172108 171 6359 SH DEFINED 0103 6359
CINERGY CORP COM 172474108 926 27679 SH DEFINED 0103 27679
CIRCUIT CITY COM 172737108 8063 200000 SH DEFINED 0135 200000
CIRCUIT CITY COM 172737108 80625 2000000 SH DEFINED 011516 2000000
CIRCUIT CITY COM 172737108 47234 1171652 SH DEFINED 0102 1171652
CIRCUIT CITY COM 172737108 1418 35157 SH DEFINED 0103 35157
CIRCUIT CITY COM 172737108 3808 94455 SH DEFINED 01 94455
CISCO SYSTEMS COM 17275R102 10229 140000 SH DEFINED 0108 140000
CISCO SYSTEMS COM 17275R102 277638 3800000 SH DEFINED 0126 3800000
CISCO SYSTEMS COM 17275R102 87675 1200000 SH DEFINED 0111 1200000
CISCO SYSTEMS COM 17275R102 7445 101900 SH DEFINED 0124 101900
CISCO SYSTEMS COM 17275R102 9454 129400 SH DEFINED 0125 129400
CISCO SYSTEMS COM 17275R102 8768 120000 SH DEFINED 011622 120000
CISCO SYSTEMS COM 17275R102 17535 240000 SH DEFINED 011623 240000
CISCO SYSTEMS COM 17275R102 18266 250000 SH DEFINED 011516 250000
CISCO SYSTEMS COM 17275R102 21919 300000 SH DEFINED 011618 300000
CISCO SYSTEMS COM 17275R102 5114 70000 SH DEFINED 011619 70000
CISCO SYSTEMS COM 17275R102 2557 35000 SH DEFINED 011620 35000
CISCO SYSTEMS COM 17275R102 10959 150000 SH DEFINED 011614 150000
CISCO SYSTEMS COM 17275R102 253623 3471378 SH DEFINED 0102 3471378
CISCO SYSTEMS COM 17275R102 28619 391700 SH DEFINED 0131 391700
CISCO SYSTEMS COM 17275R102 13407 183513 SH DEFINED 0103 183513
CISCO SYSTEMS COM 17275R102 19684 269410 SH DEFINED 01 269410
CITICORP COM 173034109 401813 3000000 SH DEFINED 0126 3000000
CITICORP COM 173034109 11385 85000 SH DEFINED 0124 85000
CITICORP COM 173034109 17144 128000 SH DEFINED 0125 128000
CITICORP COM 173034109 38842 290000 SH DEFINED 011618 290000
CITICORP COM 173034109 61628 460173 SH DEFINED 0102 460173
CITICORP COM 173034109 12564 93805 SH DEFINED 0103 93805
CITRIX COM 177376100 5034 100000 SH DEFINED 011619 100000
CLAYTON HOMES INC COM 184190106 18446 993750 SH DEFINED 011618 993750
CLEAR CHANNEL COMMUN COM 184502102 32438 500000 SH DEFINED 0130 500000
CLEAR CHANNEL COMMUN COM 184502102 1622 25000 SH DEFINED 0124 25000
CLEAR CHANNEL COMMUN COM 184502102 3244 50000 SH DEFINED 0125 50000
CLEAR CHANNEL COMMUN COM 184502102 19463 300000 SH DEFINED 011516 300000
CLEAR CHANNEL COMMUN COM 184502102 13364 206000 SH DEFINED 011614 206000
CLEAR CHANNEL COMMUN COM 184502102 66600 1026600 SH DEFINED 0102 1026600
CLEAR CHANNEL COMMUN COM 184502102 15113 232950 SH DEFINED 0131 232950
CLEAR CHANNEL COMMUN COM 184502102 3637 56060 SH DEFINED 0103 56060
CLEARNET COM WARRANT WARRANT 184902112 338 42240 SH DEFINED 0109 42240
CLEARNET COM WARRANT WARRANT 184902112 8 990 SH DEFINED 011620 990
CLOROX CO. COM 189054109 1346 18156 SH DEFINED 0103 18156
<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
COASTAL CORP COM 190441105 15313 250000 SH DEFINED 0132 250000
COASTAL CORP COM 190441105 1140 18614 SH DEFINED 0103 18614
COCA-COLA COM 191216100 33516 550000 SH DEFINED 0130 550000
COCA-COLA COM 191216100 6094 100000 SH DEFINED 0108 100000
COCA-COLA COM 191216100 182813 3000000 SH DEFINED 0126 3000000
COCA-COLA COM 191216100 91815 1506700 SH DEFINED 0111 1506700
COCA-COLA COM 191216100 32864 539300 SH DEFINED 0124 539300
COCA-COLA COM 191216100 33473 549300 SH DEFINED 0125 549300
COCA-COLA COM 191216100 12139 199200 SH DEFINED 011622 199200
COCA-COLA COM 191216100 24326 399200 SH DEFINED 011623 399200
COCA-COLA COM 191216100 44484 730000 SH DEFINED 011618 730000
COCA-COLA COM 191216100 114290 1875507 SH DEFINED 0102 1875507
COCA-COLA COM 191216100 30199 495566 SH DEFINED 0103 495566
COFLEXIP -SPON ADR COM 192384105 12656 225000 SH DEFINED 011614 225000
COGNOS COM 19244C109 8313 350000 SH DEFINED 011619 350000
COGNIZANT CORP COM 192441103 1176 28859 SH DEFINED 0103 28859
COLGATE-PALMOLIVE COM 194162103 69688 1000000 SH DEFINED 0130 1000000
COLGATE-PALMOLIVE COM 194162103 11150 160000 SH DEFINED 0124 160000
COLGATE-PALMOLIVE COM 194162103 25624 367700 SH DEFINED 0125 367700
COLGATE-PALMOLIVE COM 194162103 22034 316135 SH DEFINED 0102 316135
COLGATE-PALMOLIVE COM 194162103 5739 82353 SH DEFINED 0103 82353
COLT TELECOM ADR COM 196877104 114 3600 SH DEFINED 0102 3600
COLT TELECOM ADR COM 196877104 1659 52250 SH DEFINED 0131 52250
COLT TELECOM ADR COM 196877104 95 3000 SH DEFINED 0103 3000
COLUMBIA GAS SYSTEM COM 197648108 684 9766 SH DEFINED 0103 9766
COLUMBIA HEALTHCARE COM 197677107 3300 114784 SH DEFINED 0103 114784
COLUMBIA LABORATORIE COM 197779101 1850 100000 SH DEFINED 011619 100000
COMAIR HLDGS INC COM 199789108 10904 405650 SH DEFINED 0102 405650
COMAIR HLDGS INC COM 199789108 3373 125500 SH DEFINED 0131 125500
COMAIR HLDGS INC COM 199789108 382 14200 SH DEFINED 0103 14200
COMCAST CORP CLA SPL COM 200300200 7468 290000 SH DEFINED 0108 290000
COMCAST CORP CLA SPL COM 200300200 1577 61259 SH DEFINED 0103 61259
COMERICA INC COM 200340107 1462 18526 SH DEFINED 0103 18526
COMERICA FRAP PREFERRED STOCK 200340503 7908 150000 SH DEFINED 0105 150000
COMMWLTH ED $100 PVT PREFERRED STOCK 20279K2*7 6370 63068 SH DEFINED 0105 63068
COMMWLTH ED $100 PVT PREFERRED STOCK 20279K2*7 3282 32496 SH DEFINED 01 32496
COMMONWEALTH EDISON PREFERRED STOCK 2027953*9 6026 58500 SH DEFINED 0105 58500
COMMONWEALTH EDISON PREFERRED STOCK 202990925 2619 25553 SH DEFINED 01 25553
COMMONWEALTH IND COM 203004106 11069 575000 SH DEFINED 0106 575000
COMM&PWR IND 144A COM 20338A108 525 3500 SH DEFINED 0109 3500
COMMUNICATION&POWER COM 20338C997 9119 91186 SH DEFINED 0109 91186
COPEL ADS COM 20441B407 4275 247800 SH DEFINED 0135 247800
COPEL ADS COM 20441B407 13800 800000 SH DEFINED 011618 800000
COMPANIA DE TELECOMM COM 204449300 1295 40000 SH DEFINED 0124 40000
COMPANIA DE TELECOMM COM 204449300 3238 100000 SH DEFINED 0112 100000
COMPANIA DE TELECOMM COM 204449300 4856 150000 SH DEFINED 011617 150000
COMPAQ COMPUTER CORP COM 204493100 74750 1000000 SH DEFINED 0130 1000000
COMPAQ COMPUTER CORP COM 204493100 25228 337500 SH DEFINED 0108 337500
COMPAQ COMPUTER CORP COM 204493100 411125 5500000 SH DEFINED 0126 5500000
COMPAQ COMPUTER CORP COM 204493100 149500 2000000 SH DEFINED 0111 2000000
<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
COMPAQ COMPUTER CORP COM 204493100 14502 194000 SH DEFINED 0124 194000
COMPAQ COMPUTER CORP COM 204493100 20803 278300 SH DEFINED 0125 278300
COMPAQ COMPUTER CORP COM 204493100 16819 225000 SH DEFINED 0135 225000
COMPAQ COMPUTER CORP COM 204493100 14016 187500 SH DEFINED 011622 187500
COMPAQ COMPUTER CORP COM 204493100 28031 375000 SH DEFINED 011623 375000
COMPAQ COMPUTER CORP COM 204493100 97175 1300000 SH DEFINED 011516 1300000
COMPAQ COMPUTER CORP COM 204493100 121843 1630000 SH DEFINED 011618 1630000
COMPAQ COMPUTER CORP COM 204493100 2616 35000 SH DEFINED 011620 35000
COMPAQ COMPUTER CORP COM 204493100 566546 7579235 SH DEFINED 0102 7579235
COMPAQ COMPUTER CORP COM 204493100 15029 201051 SH DEFINED 0103 201051
COMPAQ COMPUTER CORP COM 204493100 43934 587750 SH DEFINED 01 587750
COMPUTER ASSOC COM 204912109 7899 110000 SH DEFINED 0108 110000
COMPUTER ASSOC COM 204912109 114900 1600000 SH DEFINED 0126 1600000
COMPUTER ASSOC COM 204912109 11885 165500 SH DEFINED 0124 165500
COMPUTER ASSOC COM 204912109 12975 180675 SH DEFINED 0125 180675
COMPUTER ASSOC COM 204912109 46678 650000 SH DEFINED 011618 650000
COMPUTER ASSOC COM 204912109 371353 5171248 SH DEFINED 0102 5171248
COMPUTER ASSOC COM 204912109 7515 104653 SH DEFINED 0103 104653
COMPUTER ASSOC COM 204912109 16155 224950 SH DEFINED 01 224950
COMPUTER SCIENCES COM 205363104 70750 1000000 SH DEFINED 0126 1000000
COMPUTER SCIENCES COM 205363104 1769 25000 SH DEFINED 0125 25000
COMPUTER SCIENCES COM 205363104 199829 2824355 SH DEFINED 0102 2824355
COMPUTER SCIENCES COM 205363104 2217 31327 SH DEFINED 0103 31327
CONAGRA COM 205887102 26400 400000 SH DEFINED 0130 400000
CONAGRA COM 205887102 9570 145000 SH DEFINED 0108 145000
CONAGRA COM 205887102 283800 4300000 SH DEFINED 0126 4300000
CONAGRA COM 205887102 3300 50000 SH DEFINED 0124 50000
CONAGRA COM 205887102 3854 58400 SH DEFINED 0125 58400
CONAGRA COM 205887102 52800 800000 SH DEFINED 011516 800000
CONAGRA COM 205887102 15180 230000 SH DEFINED 011618 230000
CONAGRA COM 205887102 342 5175 SH DEFINED 0102 5175
CONAGRA COM 205887102 2814 42632 SH DEFINED 0103 42632
CONAGRA COM 205887102 7209 109230 SH DEFINED 01 109230
CONCORDIA PAPER COM 206575102 315 90000 SH DEFINED 0128 90000
CONSECO INC COM 208464107 1610 32978 SH DEFINED 0103 32978
CONSOLIDATED EDISON COM 209111103 5100 150000 SH DEFINED 0132 150000
CONSOLIDATED EDISON COM 209111103 1402 41247 SH DEFINED 0103 41247
CON EDISON $100 SR J PREFERRED STOCK 209111863 15300 150000 SH DEFINED 0105 150000
CON EDISON $100 SR J PREFERRED STOCK 209111863 2550 25000 SH DEFINED 01 25000
CON EDISON 7.2 SER I PREFERRED STOCK 209111871 3495 32550 SH DEFINED 0105 32550
CON EDISON 7.2 SER I PREFERRED STOCK 209111871 3275 30500 SH DEFINED 01 30500
CONSOLIDATED NAT GAS COM 209615103 975 16761 SH DEFINED 0103 16761
CONSOLIDATED STORES COM 210149100 16059 383500 SH DEFINED 0111 383500
CONSOLIDATED STORES COM 210149100 5863 140000 SH DEFINED 011619 140000
COOPER CAMERON COM 216640102 9874 137500 SH DEFINED 0130 137500
COOPER CAMERON COM 216640102 5745 80000 SH DEFINED 011619 80000
COOPER CAMERON COM 216640102 3591 50000 SH DEFINED 011620 50000
COOPER CAMERON COM 216640102 23698 330000 SH DEFINED 011614 330000
COOPER CAMERON COM 216640102 1556 21670 SH DEFINED 0102 21670
COOPER CAMERON COM 216640102 17196 239450 SH DEFINED 0131 239450
<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
COOPER CAMERON COM 216640102 1023 14250 SH DEFINED 0103 14250
COOPER CAMERON COM 216640102 826 11500 SH DEFINED 01 11500
COOPER INDUSTRIES COM 216669101 1159 21439 SH DEFINED 0103 21439
COOPER TIRE & RUBBER COM 216831107 368 13839 SH DEFINED 0103 13839
COORS ADOLPH COM 217016104 247 6513 SH DEFINED 0103 6513
CORAM HLTH WT 071199 WARRANT 218103117 0 1277 SH DEFINED 0103 1277
CORESTAFF COM 218690105 11945 369000 SH DEFINED 0102 369000
CORESTAFF COM 218690105 4889 151000 SH DEFINED 0131 151000
CORESTAFF COM 218690105 492 15200 SH DEFINED 0103 15200
CORESTATES FINANCIAL COM 218695104 2353 35550 SH DEFINED 0103 35550
CORNING INC COM 219350105 1915 40521 SH DEFINED 0103 40521
CORPORATE EXPRESS COM 219888104 12675 600000 SH DEFINED 011614 600000
CORPORATE EXPRESS COM 219888104 875 41400 SH DEFINED 0102 41400
CORPORATE EXPRESS COM 219888104 9956 471300 SH DEFINED 0131 471300
CORPORATE EXPRESS COM 219888104 604 28600 SH DEFINED 0103 28600
PRICE COSTCO COM 22160Q102 22575 600000 SH DEFINED 011614 600000
PRICE COSTCO COM 22160Q102 1404 37328 SH DEFINED 0103 37328
COUNTRYWIDE CREDIT COM 222372104 823 22573 SH DEFINED 0103 22573
CRANE CO. COM 224399105 6333 154000 SH DEFINED 011614 154000
CRANE CO. COM 224399105 332 8068 SH DEFINED 0103 8068
CREDENCE SYSTEMS COR COM 225302108 18281 375000 SH DEFINED 011614 375000
CRESTAR FINANCIAL CO COM 226091106 916 19550 SH DEFINED 0102 19550
CRESTAR FINANCIAL CO COM 226091106 12591 268600 SH DEFINED 0131 268600
CRESTAR FINANCIAL CO COM 226091106 628 13400 SH DEFINED 0103 13400
CROMPTON & KNOWLES COM 227111101 13813 520000 SH DEFINED 011614 520000
CROWN CORK & SEAL COM 228255105 3109 67400 SH DEFINED 0125 67400
CROWN CORK & SEAL COM 228255105 9225 200000 SH DEFINED 0135 200000
CROWN CORK & SEAL COM 228255105 55350 1200000 SH DEFINED 011516 1200000
CROWN CORK & SEAL COM 228255105 87630 1899658 SH DEFINED 0102 1899658
CROWN CORK & SEAL COM 228255105 1697 36788 SH DEFINED 0103 36788
CROWN CORK & SEAL COM 228255105 14437 313000 SH DEFINED 01 313000
CROWN CORK CVT PFD CONV PFD STOCK 228255303 10013 225000 SH DEFINED 0130 225000
CROWN CORK CVT PFD CONV PFD STOCK 228255303 31150 700000 SH DEFINED 0107 700000
CROWN CORK CVT PFD CONV PFD STOCK 228255303 3115 70000 SH DEFINED 01 70000
CROWN PKG WTS WARRANT 228443115 1 10000 SH DEFINED 0109 10000
CS WIRELESS SYS 144A COM 22942T101 0 3163 SH DEFINED 0109 3163
CS WIRELESS SYS 144A COM 22942T101 0 2255 SH DEFINED 0124 2255
CS WIRELESS SYS 144A COM 22942T101 0 550 SH DEFINED 011618 550
CULLIGAN WATER COM 230029100 6440 140000 SH DEFINED 0108 140000
CULLIGAN WATER COM 230029100 27600 600000 SH DEFINED 0111 600000
CULLIGAN WATER COM 230029100 4600 100000 SH DEFINED 011620 100000
CULLIGAN WATER COM 230029100 51192 1112880 SH DEFINED 0102 1112880
CULLIGAN WATER COM 230029100 20866 453600 SH DEFINED 0131 453600
CULLIGAN WATER COM 230029100 2023 43970 SH DEFINED 0103 43970
CUMMINS ENGINE COM 231021106 10929 140000 SH DEFINED 011614 140000
CUMMINS ENGINE COM 231021106 525 6722 SH DEFINED 0103 6722
CYPRESS SEMICONDCTR COM 232806109 11083 715000 SH DEFINED 011614 715000
CYPRUS AMAX MINERALS COM 232809103 394 16429 SH DEFINED 0103 16429
CYTYC CORP COM 232946103 264 10500 SH DEFINED 0102 10500
DQE COM 23329J104 10125 300000 SH DEFINED 0132 300000
<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
DPL INC COM 233293109 17150 700000 SH DEFINED 0132 700000
DPL INC COM 233293109 14455 590000 SH DEFINED 0107 590000
DSC COMMUNICATIONS COM 233311109 556 20624 SH DEFINED 0103 20624
DSP COMMUNICATIONS I COM 23332K106 3381 161500 SH DEFINED 01 161500
DST SYSTEMS COM 233326107 22124 597940 SH DEFINED 0102 597940
DST SYSTEMS COM 233326107 298 8060 SH DEFINED 0103 8060
DT INDUSTRIES INC. COM 23333J108 13200 400000 SH DEFINED 0106 400000
DTE ENERGY COMPANY COM 233331107 9892 325000 SH DEFINED 0130 325000
DTE ENERGY COMPANY COM 233331107 21306 700000 SH DEFINED 0113 700000
DTE ENERGY COMPANY COM 233331107 10653 350000 SH DEFINED 0132 350000
DTE ENERGY COMPANY COM 233331107 776 25492 SH DEFINED 0103 25492
DALLAS SEMICONDUCTOR COM 235204104 3365 75200 SH DEFINED 0102 75200
DAMES & MOORE COM 235713104 66 5000 SH DEFINED 0103 5000
DANA CORP COM 235811106 3703 75000 SH DEFINED 0124 75000
DANA CORP COM 235811106 3950 80000 SH DEFINED 0125 80000
DANA CORP COM 235811106 341 6900 SH DEFINED 0102 6900
DANA CORP COM 235811106 1297 26263 SH DEFINED 0103 26263
DANAHER CORP COM 235851102 13050 225000 SH DEFINED 0108 225000
DANAHER CORP COM 235851102 8700 150000 SH DEFINED 0128 150000
DANAHER CORP COM 235851102 4930 85000 SH DEFINED 011620 85000
DANKA BUSINESS SYS P COM 236277109 66750 1500000 SH DEFINED 0111 1500000
DANKA BUSINESS SYS P COM 236277109 7120 160000 SH DEFINED 011622 160000
DANKA BUSINESS SYS P COM 236277109 15575 350000 SH DEFINED 011623 350000
DANKA BUSINESS SYS P COM 236277109 4228 95000 SH DEFINED 011620 95000
DANKA BUSINESS SYS P COM 236277109 267 6000 SH DEFINED 0102 6000
DAOU SYSTEMS COM 237015102 5672 181500 SH DEFINED 011619 181500
DARDEN RESTAURANT COM 237194105 102 8800 SH DEFINED 0102 8800
DARDEN RESTAURANT COM 237194105 29752 2573091 SH DEFINED 0103 2573091
DASSAULT ADS COM 237545108 6400 100000 SH DEFINED 011619 100000
DATA GENERAL COM 237688106 224 8423 SH DEFINED 0103 8423
DAVE AND BUSTERS COM 23833N104 14104 567000 SH DEFINED 011614 567000
DAYTON HUDSON CORP COM 239753106 29969 500000 SH DEFINED 0130 500000
DAYTON HUDSON CORP COM 239753106 10189 170000 SH DEFINED 0124 170000
DAYTON HUDSON CORP COM 239753106 14559 242900 SH DEFINED 0125 242900
DAYTON HUDSON CORP COM 239753106 17981 300000 SH DEFINED 011516 300000
DAYTON HUDSON CORP COM 239753106 11988 200000 SH DEFINED 011614 200000
DAYTON HUDSON CORP COM 239753106 18324 305645 SH DEFINED 0102 305645
DAYTON HUDSON CORP COM 239753106 3341 55733 SH DEFINED 0103 55733
DAYTON MINING 144A CONV BOND 239902AB5 1740 2000000 PRN DEFINED 0127 2000000
DEERE & COMPANY COM 244199105 51063 950000 SH DEFINED 0130 950000
DEERE & COMPANY COM 244199105 8869 165000 SH DEFINED 0108 165000
DEERE & COMPANY COM 244199105 296700 5520000 SH DEFINED 0126 5520000
DEERE & COMPANY COM 244199105 64500 1200000 SH DEFINED 0111 1200000
DEERE & COMPANY COM 244199105 3349 62300 SH DEFINED 0124 62300
DEERE & COMPANY COM 244199105 5450 101400 SH DEFINED 0125 101400
DEERE & COMPANY COM 244199105 9191 171000 SH DEFINED 011622 171000
DEERE & COMPANY COM 244199105 15803 294000 SH DEFINED 011623 294000
DEERE & COMPANY COM 244199105 80625 1500000 SH DEFINED 011516 1500000
DEERE & COMPANY COM 244199105 37625 700000 SH DEFINED 011618 700000
DEERE & COMPANY COM 244199105 219425 4082204 SH DEFINED 0102 4082204
<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
DEERE & COMPANY COM 244199105 3871 72020 SH DEFINED 0103 72020
DEERE & COMPANY COM 244199105 15157 282000 SH DEFINED 01 282000
DELL COMPUTER CORP COM 247025109 486 5000 SH DEFINED 0102 5000
DELL COMPUTER CORP COM 247025109 5626 58070 SH DEFINED 0103 58070
DELTA & PINE LAND CO COM 247357106 21460 666733 SH DEFINED 0111 666733
DELTA & PINE LAND CO COM 247357106 34 1066 SH DEFINED 0102 1066
DELTA & PINE LAND CO COM 247357106 2017 62666 SH DEFINED 01 62666
DELTA AIR LINES COM 247361108 1218 12930 SH DEFINED 0103 12930
DELUXE CORPORATION COM 248019101 23494 700000 SH DEFINED 0131 700000
DELUXE CORPORATION COM 248019101 989 29483 SH DEFINED 0103 29483
DENTSPLY INTERNATL I COM 249030107 5320 95000 SH DEFINED 0128 95000
DEPARTMENT 56 COM 249509100 5788 200000 SH DEFINED 0128 200000
DEVELOPERS DIV COM 251591103 13000 325000 SH DEFINED 0113 325000
DEVELOPERS DIV COM 251591103 12000 300000 SH DEFINED 0131 300000
DEVON ENERGY COM 251799102 11000 250000 SH DEFINED 0106 250000
DEVON ENERGY COM 251799102 18133 412085 SH DEFINED 0102 412085
DEVON ENERGY COM 251799102 302 6865 SH DEFINED 0103 6865
DIAL CORP COM 25247D101 3836 220000 SH DEFINED 011620 220000
DIAMOND OFFSHORE DRI COM 25271C102 13797 250000 SH DEFINED 011614 250000
DIGITAL EQUIPMENT COM 253849103 1162 26827 SH DEFINED 0103 26827
DILLARDS INC-CL A COM 254067101 861 19650 SH DEFINED 0103 19650
DISNEY WALT CO COM 254687106 22172 275000 SH DEFINED 0130 275000
DISNEY WALT CO COM 254687106 28219 350000 SH DEFINED 011618 350000
DISNEY WALT CO COM 254687106 9554 118505 SH DEFINED 0103 118505
DODGE & COX STOCK COM 256219106 1496 14618 SH DEFINED 0103 14618
DOLLAR GENERAL COM 256669102 6813 200000 SH DEFINED 0108 200000
DOLLAR GENERAL COM 256669102 10022 294218 SH DEFINED 011618 294218
DOLLAR GENERAL COM 256669102 8516 250000 SH DEFINED 011619 250000
DOLLAR GENERAL COM 256669102 3193 93750 SH DEFINED 011620 93750
DOMAIN ENERGY COM 257027102 12488 675000 SH DEFINED 0106 675000
DOMINICKS SUPERMKTS COM 257159103 7849 260000 SH DEFINED 011619 260000
DOMINION RES INC VA COM 257470104 22725 600000 SH DEFINED 0113 600000
DOMINION RES INC VA COM 257470104 7575 200000 SH DEFINED 0132 200000
DOMINION RES INC VA COM 257470104 1236 32639 SH DEFINED 0103 32639
DONNELLEY (RR)&SONS COM 257867101 917 25702 SH DEFINED 0103 25702
DOVER CORP COM 260003108 3394 50000 SH DEFINED 0124 50000
DOVER CORP COM 260003108 234 3448 SH DEFINED 0102 3448
DOVER CORP COM 260003108 181998 2681372 SH DEFINED 0103 2681372
DOW CHEMICAL COM 260543103 45344 500000 SH DEFINED 0113 500000
DOW CHEMICAL COM 260543103 10883 120000 SH DEFINED 0107 120000
DOW CHEMICAL COM 260543103 34008 375000 SH DEFINED 0131 375000
DOW CHEMICAL COM 260543103 5079 56008 SH DEFINED 0103 56008
DOW CHEMICAL COM 260543103 7618 84000 SH DEFINED 01 84000
DOW JONES & CO COM 260561105 789 16883 SH DEFINED 0103 16883
DRESSER INDUSTRIES COM 261597108 17200 400000 SH DEFINED 0135 400000
DRESSER INDUSTRIES COM 261597108 1323 30769 SH DEFINED 0103 30769
DREYFUS MONEY MARKET COM 262904204 4 3989 SH DEFINED 01 3989
E I DUPONT COM 263534109 30781 500000 SH DEFINED 0130 500000
E I DUPONT COM 263534109 12313 200000 SH DEFINED 0124 200000
E I DUPONT COM 263534109 16930 275000 SH DEFINED 0125 275000
<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
E I DUPONT COM 263534109 1632 26500 SH DEFINED 0102 26500
E I DUPONT COM 263534109 13882 225492 SH DEFINED 0103 225492
E I DUPONT COM 263534109 3324 54000 SH DEFINED 01 54000
D & P UTLY INCOME FD COM 264324104 4631 475000 SH DEFINED 0128 475000
DUKE ENERGY CORP COM 264399106 19775 400000 SH DEFINED 0132 400000
DUKE ENERGY CORP COM 264399106 13595 275000 SH DEFINED 0107 275000
DUKE ENERGY CORP COM 264399106 3124 63183 SH DEFINED 0103 63183
DUKE ENERGY CORP COM 264399106 1483 30000 SH DEFINED 01 30000
DUKE REALTY COM 264411505 6844 300000 SH DEFINED 0107 300000
DUN & BRADSTREET CP COM 264830100 33341 1175000 SH DEFINED 0113 1175000
DUN & BRADSTREET CP COM 264830100 24119 850000 SH DEFINED 0107 850000
DUN & BRADSTREET CP COM 264830100 1843 64959 SH DEFINED 0103 64959
DURA AUTOMOTIVE SYST COM 265903104 6930 220000 SH DEFINED 0128 220000
DURA AUTOMOTIVE SYST COM 265903104 10238 325000 SH DEFINED 0106 325000
DURA COM 26632S109 4363 100000 SH DEFINED 011619 100000
DURA COM 26632S109 3272 75000 SH DEFINED 011620 75000
DURA COM 26632S109 13960 320000 SH DEFINED 011614 320000
DURA COM 26632S109 12941 296650 SH DEFINED 0102 296650
DURA COM 26632S109 7593 174050 SH DEFINED 0131 174050
DURA COM 26632S109 668 15300 SH DEFINED 0103 15300
E G & G INC COM 268457108 154 7459 SH DEFINED 0103 7459
EMC CORPORATION COM 268648102 2528 43302 SH DEFINED 0103 43302
ENSCO INTL INC COM 26874Q100 43476 1102400 SH DEFINED 011618 1102400
ENSCO INTL INC COM 26874Q100 55409 1405000 SH DEFINED 0102 1405000
ENSCO INTL INC COM 26874Q100 749 19000 SH DEFINED 0103 19000
EVI INC COM 268939105 16000 250000 SH DEFINED 011614 250000
EVI INC COM 268939105 59 929 SH DEFINED 0102 929
EVI INC COM 268939105 864 13500 SH DEFINED 01 13500
E TRADE COM 269246104 6110 130000 SH DEFINED 011619 130000
E TRADE COM 269246104 14100 300000 SH DEFINED 011614 300000
EASTERN ENTERPRISES COM 27637F100 121 3251 SH DEFINED 0103 3251
EASTMAN CHEMICAL CO COM 277432100 855 13790 SH DEFINED 0103 13790
EASTMAN KODAK COM 277461109 34092 525000 SH DEFINED 0113 525000
EASTMAN KODAK COM 277461109 4156 64000 SH DEFINED 0124 64000
EASTMAN KODAK COM 277461109 3247 50000 SH DEFINED 0125 50000
EASTMAN KODAK COM 277461109 25975 400000 SH DEFINED 0131 400000
EASTMAN KODAK COM 277461109 5272 81180 SH DEFINED 0103 81180
EATON CORP COM 278058102 35675 386200 SH DEFINED 0130 386200
EATON CORP COM 278058102 1256 13597 SH DEFINED 0103 13597
ECHLIN INC COM 278749106 389 11087 SH DEFINED 0103 11087
ECHO BAY MINES LTD COM 278751102 126 22227 SH DEFINED 0103 22227
ECOLAB, INC. COM 278865100 9130 188000 SH DEFINED 0128 188000
ECOLAB, INC. COM 278865100 1288 26530 SH DEFINED 0102 26530
ECOLAB, INC. COM 278865100 15423 317600 SH DEFINED 0131 317600
ECOLAB, INC. COM 278865100 1496 30800 SH DEFINED 0103 30800
E.C. SOFT GROUP PLC COM 279240105 2556 145000 SH DEFINED 0106 145000
EDISON INTL COM 281020107 10100 400000 SH DEFINED 0132 400000
EDISON INTL COM 281020107 1759 69674 SH DEFINED 0103 69674
J D EDWARDS & CO COM 281667105 551 16450 SH DEFINED 011619 16450
J D EDWARDS & CO COM 281667105 1074 32100 SH DEFINED 0102 32100
<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
J D EDWARDS & CO COM 281667105 660 19700 SH DEFINED 0131 19700
J D EDWARDS & CO COM 281667105 60 1800 SH DEFINED 0103 1800
JR CIGAR COM 282491109 3500 100000 SH DEFINED 0106 100000
JR CIGAR COM 282491109 10850 310000 SH DEFINED 011614 310000
EL PASO NATURAL GAS COM 283695872 86302 1425000 SH DEFINED 0126 1425000
EL PASO NATURAL GAS COM 283695872 9084 150000 SH DEFINED 0132 150000
EL PASO NATURAL GAS COM 283695872 3937 65000 SH DEFINED 011620 65000
ELAN CORP PLC ADR COM 284131208 50063 1000000 SH DEFINED 0126 1000000
ELAN CORP PLC ADR COM 284131208 26894 537200 SH DEFINED 011618 537200
ELAN CORP PLC ADR COM 284131208 15019 300000 SH DEFINED 011614 300000
ELAN CORP PLC ADR COM 284131208 839 16734 SH DEFINED 0102 16734
ELAN CORP PLC ADR COM 284131208 8471 169200 SH DEFINED 0131 169200
ELAN CORP PLC ADR COM 284131208 506 10100 SH DEFINED 0103 10100
ELAN CORP PLC ADR COM 284131208 726 14500 SH DEFINED 01 14500
ELECTRONIC ARTS INC COM 285512109 19313 500000 SH DEFINED 011516 500000
ELECTRONIC ARTS INC COM 285512109 3476 90000 SH DEFINED 011620 90000
ELECTRONIC ARTS INC COM 285512109 345 8950 SH DEFINED 0102 8950
ELECTRONIC ARTS INC COM 285512109 4002 103600 SH DEFINED 0131 103600
ELECTRONIC ARTS INC COM 285512109 239 6200 SH DEFINED 0103 6200
ELECTRONIC IMAGING COM 286082102 11985 235000 SH DEFINED 011614 235000
ELECTRONIC IMAGING COM 286082102 10757 210950 SH DEFINED 0102 210950
ELECTRONIC IMAGING COM 286082102 6365 124800 SH DEFINED 0131 124800
ELECTRONIC IMAGING COM 286082102 545 10700 SH DEFINED 0103 10700
EMBOTELLADORA ANDINA COM 29081P204 1983 76998 SH DEFINED 0102 76998
EMBOTELLADORA ANDINA COM 29081P303 1743 71868 SH DEFINED 0102 71868
EMERSON ELECTRIC COM 291011104 23050 400000 SH DEFINED 0130 400000
EMERSON ELECTRIC COM 291011104 6051 105000 SH DEFINED 0108 105000
EMERSON ELECTRIC COM 291011104 218975 3800000 SH DEFINED 0126 3800000
EMERSON ELECTRIC COM 291011104 48981 850000 SH DEFINED 0113 850000
EMERSON ELECTRIC COM 291011104 5048 87600 SH DEFINED 0124 87600
EMERSON ELECTRIC COM 291011104 7169 124400 SH DEFINED 0125 124400
EMERSON ELECTRIC COM 291011104 46100 800000 SH DEFINED 011516 800000
EMERSON ELECTRIC COM 291011104 27372 475000 SH DEFINED 011618 475000
EMERSON ELECTRIC COM 291011104 3746 65000 SH DEFINED 011620 65000
EMERSON ELECTRIC COM 291011104 133934 2324186 SH DEFINED 0102 2324186
EMERSON ELECTRIC COM 291011104 34575 600000 SH DEFINED 0131 600000
EMERSON ELECTRIC COM 291011104 7091 123069 SH DEFINED 0103 123069
EMERSON ELECTRIC COM 291011104 7895 137000 SH DEFINED 01 137000
SBH EMERSON5%2/27/97 CONV PFD STOCK 291011997 34032 615380 SH DEFINED 0130 615380
SBH EMERSON5%2/27/97 CONV PFD STOCK 291011997 18786 339700 SH DEFINED 0107 339700
EMPIRE DISTRICT ELEC COM 291641108 9502 539103 SH DEFINED 0103 539103
EMPRESAS ICA S COM 292448107 3513 200000 SH DEFINED 0128 200000
EMPRESAS ICA S COM 292448107 8781 500000 SH DEFINED 0135 500000
ENERGEN COM 29265N108 7113 200000 SH DEFINED 0132 200000
ENGELHARD CORP COM 292845104 632 29300 SH DEFINED 0102 29300
ENGELHARD CORP COM 292845104 1272 58949 SH DEFINED 0103 58949
ENRON CORP COM 293561106 7700 200000 SH DEFINED 0132 200000
ENRON CORP COM 293561106 28298 735000 SH DEFINED 0107 735000
ENRON CORP COM 293561106 196 5100 SH DEFINED 0102 5100
ENRON CORP COM 293561106 2069 53746 SH DEFINED 0103 53746
<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
ENRON CORP COM 293561106 712 18500 SH DEFINED 01 18500
ENRON OIL & GAS CO COM 293562104 26665 1198396 SH DEFINED 0102 1198396
ENRON OIL & GAS CO COM 293562104 413 18555 SH DEFINED 0103 18555
ENTERGY ARKANSAS $25 PREFERRED STOCK 29364D878 2053 77285 SH DEFINED 0105 77285
ENTERGY CORP COM 29364G103 26063 1000000 SH DEFINED 0113 1000000
ENTERGY CORP COM 29364G103 7819 300000 SH DEFINED 0132 300000
ENTERGY CORP COM 29364G103 18895 725000 SH DEFINED 0131 725000
ENTERGY CORP COM 29364G103 1938 74343 SH DEFINED 0103 74343
ENTERGY LA INC PFD PREFERRED STOCK 29364M878 7311 70000 SH DEFINED 0105 70000
ENTERGY LA INC PFD PREFERRED STOCK 29364M878 2089 20000 SH DEFINED 01 20000
ENTERGY LA $100 PREFERRED STOCK 29364M886 8155 80000 SH DEFINED 0105 80000
ENVOY CORP COM 293982104 8569 300000 SH DEFINED 0106 300000
ENVOY CORP COM 293982104 6855 240000 SH DEFINED 011619 240000
EPIC VS LARGE CO COM 294299995 539 31250 SH DEFINED 0102 31250
EQUIFAX INC COM 294429105 42 1350 SH DEFINED 0102 1350
EQUIFAX INC COM 294429105 833 26490 SH DEFINED 0103 26490
EQUITABLE COS INC COM 29444G107 1 22 SH DEFINED 0116 22
EQUITY CORP INT'L COM 294644109 10491 450000 SH DEFINED 0106 450000
EQUITY RESIDENTIAL COM 29476L107 5729 105000 SH DEFINED 0107 105000
ERICSSON LM 'B' ADR COM 294821400 206131 4300000 SH DEFINED 0126 4300000
ERICSSON LM 'B' ADR COM 294821400 71906 1500000 SH DEFINED 0111 1500000
ERICSSON LM 'B' ADR COM 294821400 9588 200000 SH DEFINED 0135 200000
ERICSSON LM 'B' ADR COM 294821400 11984 250000 SH DEFINED 011622 250000
ERICSSON LM 'B' ADR COM 294821400 28763 600000 SH DEFINED 011623 600000
ERICSSON LM 'B' ADR COM 294821400 56327 1175000 SH DEFINED 011618 1175000
ERICSSON LM 'B' ADR COM 294821400 3835 80000 SH DEFINED 011620 80000
ERICSSON LM 'B' ADR COM 294821400 31003 646784 SH DEFINED 0102 646784
ERICSSON LM 'B' ADR COM 294821400 508 10600 SH DEFINED 0103 10600
ERICSSON LM 'B' ADR COM 294821400 15388 321000 SH DEFINED 01 321000
ERICSSON LM ADR'S COM 294821509 46375 7000000 SH DEFINED 0130 7000000
ETHAN ALLEN COM 297602104 15624 504000 SH DEFINED 0111 504000
EXECUTIVE RISK COM 301586103 8882 129900 SH DEFINED 0128 129900
EXPEDITORS INTL WASH COM 302130109 14656 350000 SH DEFINED 011614 350000
EXPRESS SCRIPT COM 302182100 10775 200000 SH DEFINED 0106 200000
EXTENDED STAY AMERIC COM 30224P101 31500 2100000 SH DEFINED 011618 2100000
EXXON COM 302290101 25625 400000 SH DEFINED 0130 400000
EXXON COM 302290101 128125 2000000 SH DEFINED 0126 2000000
EXXON COM 302290101 57656 900000 SH DEFINED 011516 900000
EXXON COM 302290101 27818 434234 SH DEFINED 0103 434234
EYE CARE CTR WTS'03 WARRANT 302294137 12 3000 SH DEFINED 011621 3000
F & M BANCORPORATION COM 302371109 1927 50391 SH DEFINED 0128 50391
FMC CORP COM 302491303 581 6548 SH DEFINED 0103 6548
FPA CAPITAL COM 302539101 8429 228003 SH DEFINED 0103 228003
FPA MEDICAL MGMT INC COM 302543103 15816 460100 SH DEFINED 011614 460100
FPA MEDICAL MGMT INC COM 302543103 13896 404200 SH DEFINED 0102 404200
FPA MEDICAL MGMT INC COM 302543103 234 6800 SH DEFINED 0103 6800
FPL GROUP INC. COM 302571104 30750 600000 SH DEFINED 0130 600000
FPL GROUP INC. COM 302571104 20500 400000 SH DEFINED 0132 400000
FPL GROUP INC. COM 302571104 2563 50000 SH DEFINED 0124 50000
FPL GROUP INC. COM 302571104 5125 100000 SH DEFINED 0125 100000
<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
FPL GROUP INC. COM 302571104 14863 290000 SH DEFINED 0107 290000
FPL GROUP INC. COM 302571104 256 5000 SH DEFINED 0102 5000
FPL GROUP INC. COM 302571104 2409 46998 SH DEFINED 0103 46998
FAIRFIELD COMMUNITIE COM 304231301 1878 50000 SH DEFINED 011619 50000
FALCON DRILLING COM 305914103 15891 450000 SH DEFINED 011614 450000
FALCON DRILLING COM 305914103 530 15000 SH DEFINED 01 15000
FAMILY DLR STORES COM 307000109 22813 1000000 SH DEFINED 011614 1000000
FAMILY DLR STORES COM 307000109 126 5522 SH DEFINED 0102 5522
FAMILY DLR STORES COM 307000109 753 33000 SH DEFINED 01 33000
FARO TECHNOLOGIES COM 311642102 1638 100000 SH DEFINED 011619 100000
FEDERAL EXPRESS COM 313309106 1615 20189 SH DEFINED 0103 20189
FREDDIE MAC COM 313400301 5155 146235 SH DEFINED 0103 146235
FEDERAL NATL MTGE COM 313586109 14100 300000 SH DEFINED 0107 300000
FEDERAL NATL MTGE COM 313586109 27730 590000 SH DEFINED 011618 590000
FEDERAL NATL MTGE COM 313586109 4255 90530 SH DEFINED 0102 90530
FEDERAL NATL MTGE COM 313586109 10492 223232 SH DEFINED 0103 223232
FEDERATED DPT STORES COM 31410H101 15525 360000 SH DEFINED 0108 360000
FEDERATED DPT STORES COM 31410H101 4101 95100 SH DEFINED 0125 95100
FEDERATED DPT STORES COM 31410H101 1585 36747 SH DEFINED 0103 36747
FEDERATED DPT STORES COM 31410H101 6490 150500 SH DEFINED 01 150500
FELCOR HOTEL COM 314305103 12319 300000 SH DEFINED 0113 300000
FELCOR HOTEL COM 314305103 24638 600000 SH DEFINED 0106 600000
FELCOR HOTEL COM 314305103 8213 200000 SH DEFINED 0107 200000
FIDELITY MAGELLAN FD COM 316184100 218 2182 SH DEFINED 0103 2182
FIDELITY MAGELLAN FD COM 316184100 6 64 SH DEFINED 01 64
FIDELITY LOW STOCK COM 316345305 1473 57196 SH DEFINED 0103 57196
FIFTH THIRD BANCORP COM 316773100 1770 27076 SH DEFINED 0103 27076
FINOVA GROUP INC. COM 317928109 2839 30000 SH DEFINED 011619 30000
FINOVA GROUP INC. COM 317928109 25568 270200 SH DEFINED 0102 270200
FINOVA GROUP INC. COM 317928109 17525 185200 SH DEFINED 0131 185200
FINOVA GROUP INC. COM 317928109 1353 14300 SH DEFINED 0103 14300
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 13175 200000 SH DEFINED 0130 200000
FIRST AMERICAN PRIME COM 318901998 0 1 SH DEFINED 0102 1
FIRST BRANDS CORP COM 319356101 1442 53900 SH DEFINED 0128 53900
FIRST CHICAGO NBD COM 31945A100 4 50 SH DEFINED 011623 50
FIRST CHICAGO NBD COM 31945A100 3910 51963 SH DEFINED 0103 51963
FIRST DATA CORP COM 319963104 10934 291100 SH DEFINED 0108 291100
FIRST DATA CORP COM 319963104 52588 1400000 SH DEFINED 0126 1400000
FIRST DATA CORP COM 319963104 58925 1568720 SH DEFINED 0111 1568720
FIRST DATA CORP COM 319963104 13147 350000 SH DEFINED 0124 350000
FIRST DATA CORP COM 319963104 16809 447500 SH DEFINED 0125 447500
FIRST DATA CORP COM 319963104 10330 275000 SH DEFINED 0135 275000
FIRST DATA CORP COM 319963104 5652 150456 SH DEFINED 011622 150456
FIRST DATA CORP COM 319963104 13019 346588 SH DEFINED 011623 346588
FIRST DATA CORP COM 319963104 26294 700000 SH DEFINED 011516 700000
FIRST DATA CORP COM 319963104 27796 740000 SH DEFINED 011618 740000
FIRST DATA CORP COM 319963104 2254 60000 SH DEFINED 011620 60000
FIRST DATA CORP COM 319963104 38681 1029822 SH DEFINED 0102 1029822
FIRST DATA CORP COM 319963104 4395 116990 SH DEFINED 0103 116990
1ST USA PAYMENTECH COM 336912100 5926 361900 SH DEFINED 011618 361900
<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 50063 1000000 SH DEFINED 0130 1000000
FIRST UNION CORP COM 337358105 14018 280000 SH DEFINED 0108 280000
FIRST UNION CORP COM 337358105 40050 800000 SH DEFINED 0113 800000
FIRST UNION CORP COM 337358105 27581 550928 SH DEFINED 0124 550928
FIRST UNION CORP COM 337358105 39219 783400 SH DEFINED 0125 783400
FIRST UNION CORP COM 337358105 30538 610000 SH DEFINED 0107 610000
FIRST UNION CORP COM 337358105 55069 1100000 SH DEFINED 011516 1100000
FIRST UNION CORP COM 337358105 39442 787850 SH DEFINED 011618 787850
FIRST UNION CORP COM 337358105 4005 80000 SH DEFINED 011620 80000
FIRST UNION CORP COM 337358105 38344 765925 SH DEFINED 0102 765925
FIRST UNION CORP COM 337358105 28536 570000 SH DEFINED 0131 570000
FIRST UNION CORP COM 337358105 9628 192316 SH DEFINED 0103 192316
FIRST VIRGINIA BANK COM 337477103 11770 243000 SH DEFINED 0128 243000
FIRST VIRTUAL INC COM 337486104 575 100000 SH DEFINED 0111 100000
FIRSTAR CORP COM 33761C103 305 8400 SH DEFINED 0102 8400
FIRSTAR CORP COM 33761C103 3545 97800 SH DEFINED 0131 97800
FIRSTAR CORP COM 33761C103 210 5800 SH DEFINED 0103 5800
FISERV INC COM 337738108 20841 475000 SH DEFINED 0106 475000
FISERV INC COM 337738108 13163 300000 SH DEFINED 011614 300000
FISERV INC COM 337738108 779 17750 SH DEFINED 0102 17750
FISERV INC COM 337738108 9157 208700 SH DEFINED 0131 208700
FISERV INC COM 337738108 542 12350 SH DEFINED 0103 12350
FLEET FINANCIAL GRP COM 338915101 2878 43890 SH DEFINED 0103 43890
FLEETWOOD ENTERPRISE COM 339099103 212 6328 SH DEFINED 0103 6328
FLEMING CO COM 339130106 110 6034 SH DEFINED 0103 6034
FLUOR CORP COM 343861100 791 14748 SH DEFINED 0103 14748
FLUOR CORP COM 343861100 3995 74500 SH DEFINED 01 74500
FOODMAKER INC WARRANT 344839113 378 7000 SH DEFINED 0109 7000
FORD MOTOR COM 345370100 8512 188100 SH DEFINED 0124 188100
FORD MOTOR COM 345370100 11204 247600 SH DEFINED 0125 247600
FORD MOTOR COM 345370100 19005 420000 SH DEFINED 0107 420000
FORD MOTOR COM 345370100 11715 258881 SH DEFINED 0102 258881
FORD MOTOR COM 345370100 10552 233202 SH DEFINED 0103 233202
FORD MOTOR COM 345370100 5679 125500 SH DEFINED 01 125500
FORD MOTOR CO $50 CONV PFD STOCK 345370209 45 300 SH DEFINED 0102 300
FORT JAMES CORP COM 347471104 8475 185000 SH DEFINED 0108 185000
FORT JAMES CORP COM 347471104 1521 33202 SH DEFINED 0103 33202
FORTUNE BRANDS COM 349631101 1014 30108 SH DEFINED 0103 30108
FOSTER WHEELER COM 350244109 297 6766 SH DEFINED 0103 6766
FRANKLIN CUSTODY FD COM 353496607 0 35 SH DEFINED 01 35
FRANKLIN RESOURCES COM 354613101 11175 120000 SH DEFINED 0108 120000
FRANKLIN RESOURCES COM 354613101 9313 100000 SH DEFINED 011622 100000
FRANKLIN RESOURCES COM 354613101 18625 200000 SH DEFINED 011623 200000
FRANKLIN RESOURCES COM 354613101 46563 500000 SH DEFINED 011516 500000
FRANKLIN RESOURCES COM 354613101 8623 92600 SH DEFINED 011619 92600
FRANKLIN RESOURCES COM 354613101 14900 160000 SH DEFINED 011614 160000
FRANKLIN RESOURCES COM 354613101 6053 65000 SH DEFINED 01 65000
FREEPORT COPPER 'B' COM 35671D857 14406 500000 SH DEFINED 0130 500000
FREEPORT COPPER 'B' COM 35671D857 4322 150000 SH DEFINED 0127 150000
FREEPORT COPPER 'B' COM 35671D857 1006 34908 SH DEFINED 0103 34908
<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
FRONTIER COMM COM 35906P105 663 28805 SH DEFINED 0103 28805
FRONTIER INS GROUP COM 359081106 19000 500000 SH DEFINED 0111 500000
FRONTIER INS GROUP COM 359081106 4560 120000 SH DEFINED 011620 120000
FRONTIER INS GROUP COM 359081106 13680 360000 SH DEFINED 011614 360000
FRONTIER INS GROUP COM 359081106 6499 171093 SH DEFINED 0102 171093
FRONTIER INS GROUP COM 359081106 3811 100300 SH DEFINED 0131 100300
FRONTIER INS GROUP COM 359081106 330 8700 SH DEFINED 0103 8700
FRONTIER INS GROUP COM 359081106 646 17000 SH DEFINED 01 17000
FRUIT OF THE LOOM A COM 359416104 357 12684 SH DEFINED 0103 12684
FRUIT OF THE LOOM A COM 359416104 4148 147500 SH DEFINED 01 147500
FURNITURE BRAND INTL COM 360921100 10740 569000 SH DEFINED 011614 569000
FURNITURE BRAND INTL COM 360921100 101 5358 SH DEFINED 0102 5358
FURNITURE BRAND INTL COM 360921100 755 40000 SH DEFINED 01 40000
GPU INC COM 36225X100 29597 825000 SH DEFINED 0113 825000
GPU INC COM 36225X100 11659 325000 SH DEFINED 0132 325000
GPU INC COM 36225X100 18834 525000 SH DEFINED 0131 525000
GPU INC COM 36225X100 1657 46196 SH DEFINED 0103 46196
GTE CORP COM 362320103 39703 875000 SH DEFINED 0113 875000
GTE CORP COM 362320103 14747 325000 SH DEFINED 0132 325000
GTE CORP COM 362320103 12251 270000 SH DEFINED 0124 270000
GTE CORP COM 362320103 10958 241500 SH DEFINED 0125 241500
GTE CORP COM 362320103 11344 250000 SH DEFINED 0135 250000
GTE CORP COM 362320103 26544 585000 SH DEFINED 0107 585000
GTE CORP COM 362320103 1458 32100 SH DEFINED 0102 32100
GTE CORP COM 362320103 26091 575000 SH DEFINED 0131 575000
GTE CORP COM 362320103 10237 225601 SH DEFINED 0103 225601
GABLE RESIDENTIAL COM 362418105 12884 475000 SH DEFINED 0113 475000
GABLE RESIDENTIAL COM 362418105 5968 220000 SH DEFINED 0107 220000
GABLE RESIDENTIAL COM 362418105 597 22000 SH DEFINED 0103 22000
GALLAHER GROUP ADR COM 363595109 14391 750000 SH DEFINED 0113 750000
GALLAHER GROUP ADR COM 363595109 480 25000 SH DEFINED 0103 25000
GANNETT CO INC COM 364730101 7016 65000 SH DEFINED 0108 65000
GANNETT CO INC COM 364730101 70159 650000 SH DEFINED 0126 650000
GANNETT CO INC COM 364730101 40477 375000 SH DEFINED 0113 375000
GANNETT CO INC COM 364730101 355 3300 SH DEFINED 0102 3300
GANNETT CO INC COM 364730101 37778 350000 SH DEFINED 0131 350000
GANNETT CO INC COM 364730101 4091 37900 SH DEFINED 0103 37900
GAP INC., THE COM 364760108 44872 895874 SH DEFINED 0102 895874
GAP INC., THE COM 364760108 2660 53128 SH DEFINED 0103 53128
GAP INC., THE COM 364760108 1782 35600 SH DEFINED 01 35600
GAYLORD CONTAINER COM 368145108 8500 1000000 SH DEFINED 0109 1000000
GENCORP INC COM 368682100 6882 242000 SH DEFINED 01 242000
GENERAL CABLE CORP COM 369300108 12993 366000 SH DEFINED 011614 366000
GENERAL DYNAMICS COM 369550108 958 10997 SH DEFINED 0103 10997
GENERAL ELECTRIC COM 369604103 74869 1100000 SH DEFINED 0130 1100000
GENERAL ELECTRIC COM 369604103 517275 7600000 SH DEFINED 0126 7600000
GENERAL ELECTRIC COM 369604103 36046 529600 SH DEFINED 0124 529600
GENERAL ELECTRIC COM 369604103 49073 721000 SH DEFINED 0125 721000
GENERAL ELECTRIC COM 369604103 102094 1500000 SH DEFINED 011516 1500000
GENERAL ELECTRIC COM 369604103 81675 1200000 SH DEFINED 011618 1200000
<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
GENERAL ELECTRIC COM 369604103 229465 3371344 SH DEFINED 0102 3371344
GENERAL ELECTRIC COM 369604103 44800 658213 SH DEFINED 0103 658213
GENERAL ELECTRIC COM 369604103 29098 427510 SH DEFINED 01 427510
GENERAL MILLS COM 370334104 18958 275000 SH DEFINED 0113 275000
GENERAL MILLS COM 370334104 1935 28063 SH DEFINED 0103 28063
GENERAL MOTORS COM 370442105 6741 100700 SH DEFINED 0124 100700
GENERAL MOTORS COM 370442105 14057 210000 SH DEFINED 0125 210000
GENERAL MOTORS COM 370442105 30122 450000 SH DEFINED 011516 450000
GENERAL MOTORS COM 370442105 28719 429055 SH DEFINED 0102 429055
GENERAL MOTORS COM 370442105 9588 143240 SH DEFINED 0103 143240
GENERAL MOTORS COM 370442105 6493 97000 SH DEFINED 01 97000
GENERAL MOTORS CL H COM 370442501 29756 450000 SH DEFINED 0130 450000
GENERAL MOTORS CL H COM 370442501 4298 65000 SH DEFINED 011620 65000
GENERAL NUTRITION IN COM 37047F103 472 16200 SH DEFINED 0102 16200
GENERAL RE CORP COM 370563108 4149 20900 SH DEFINED 0125 20900
GENERAL RE CORP COM 370563108 3160 15920 SH DEFINED 0103 15920
GENERAL SIGNAL COM 370838104 3166 73200 SH DEFINED 0124 73200
GENERAL SIGNAL COM 370838104 15138 350000 SH DEFINED 0107 350000
GENERAL SIGNAL COM 370838104 18118 418886 SH DEFINED 0102 418886
GENERAL SIGNAL COM 370838104 383 8859 SH DEFINED 0103 8859
GENERAL SIGNAL COM 370838104 5601 129500 SH DEFINED 01 129500
GENTEX CORP COM 371901109 12406 500000 SH DEFINED 0111 500000
GENTEX CORP COM 371901109 20918 843083 SH DEFINED 0102 843083
GENTEX CORP COM 371901109 269 10850 SH DEFINED 0103 10850
GENESIS HEALTH VENT COM 371912106 10708 275000 SH DEFINED 0106 275000
GENESYS TELECOMM INC COM 371931106 3638 100000 SH DEFINED 011619 100000
GENSIA PHARMACEUTICS COM 372450106 1 161 SH DEFINED 0111 161
GEON COMPANY COM 37246W105 9738 475000 SH DEFINED 0131 475000
GENUINE PARTS COM 372460105 32353 1050000 SH DEFINED 0113 1050000
GENUINE PARTS COM 372460105 25420 825000 SH DEFINED 0131 825000
GENUINE PARTS COM 372460105 2084 67652 SH DEFINED 0103 67652
GENUINE PARTS COM 372460105 7366 239062 SH DEFINED 01 239062
GEORGIA PACIFIC COM 373298108 2609 25000 SH DEFINED 0124 25000
GEORGIA PACIFIC COM 373298108 2200 21075 SH DEFINED 0103 21075
GEOTEK CORP CONV BOND 373654AH5 3515 4135000 PRN DEFINED 0104 4135000
GEOTEK CORP CONV BOND 373654AH5 3515 4135000 PRN DEFINED 0109 4135000
GEOTEK CORP CONV BOND 373654AH5 2112 2485000 PRN DEFINED 0124 2485000
GEOTEK CORP CONV BOND 373654AH5 3515 4135000 PRN DEFINED 011621 4135000
GEOTEK CORP CONV BOND 373654AH5 1407 1655000 PRN DEFINED 011618 1655000
GEOTEK CORP CONV BOND 373654AH5 174 205000 PRN DEFINED 011620 205000
GEOTEK COMM WTS COM 373654136 873 872500 SH DEFINED 0109 872500
GEOTEK COMM WTS COM 373654136 250 250000 SH DEFINED 011621 250000
GETCHELL GOLD CORP COM 374265106 41000 1000000 SH DEFINED 0130 1000000
GETCHELL GOLD CORP COM 374265106 7175 175000 SH DEFINED 0127 175000
GETCHELL GOLD CORP COM 374265106 5125 125000 SH DEFINED 0135 125000
GIANT FOOD CL A COM 374478105 344 10562 SH DEFINED 0103 10562
GILLETTE CO COM 375766102 47472 550000 SH DEFINED 0130 550000
GILLETTE CO COM 375766102 10358 120000 SH DEFINED 0108 120000
GILLETTE CO COM 375766102 155363 1800000 SH DEFINED 0126 1800000
GILLETTE CO COM 375766102 20007 231800 SH DEFINED 0124 231800
<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
GILLETTE CO COM 375766102 26058 301900 SH DEFINED 0125 301900
GILLETTE CO COM 375766102 64734 750000 SH DEFINED 011516 750000
GILLETTE CO COM 375766102 28052 325000 SH DEFINED 011618 325000
GILLETTE CO COM 375766102 186742 2163611 SH DEFINED 0102 2163611
GILLETTE CO COM 375766102 11690 135429 SH DEFINED 0103 135429
GLOBAL DIRECTMAIL COM 379321102 11747 525000 SH DEFINED 0106 525000
GLOBALSTAR WTS 02/04 WARRANT 379364128 1485 13500 SH DEFINED 0109 13500
GLOBALSTAR TELPFDCVT CONV PFD STOCK 379364409 14790 170000 SH DEFINED 011618 170000
GOLDEN WEST FIN COM 381317106 897 9992 SH DEFINED 0103 9992
GS-CIRCUIT CITY PERC PREFERRED STOCK 38141MBL4 19955 535715 SH DEFINED 0130 535715
GS-CIRCUIT CITY PERC PREFERRED STOCK 38141MBL4 13304 357143 SH DEFINED 0107 357143
GOODRICH B.F. COM 382388106 431 9530 SH DEFINED 0103 9530
GOODYEAR COM 382550101 3438 50000 SH DEFINED 0124 50000
GOODYEAR COM 382550101 3438 50000 SH DEFINED 0125 50000
GOODYEAR COM 382550101 2228 32401 SH DEFINED 0103 32401
W R GRACE COM 383911104 939 12758 SH DEFINED 0103 12758
GRAINGER (W.W.) COM 384802104 766 8604 SH DEFINED 0103 8604
GRAND MET PLC -ADR COM 386090302 32406 830914 SH DEFINED 0103 830914
GRAND MET PLC 144A CONV BOND 386098AA5 27750 20000000 PRN DEFINED 0113 20000000
GREAT A. & P. TEA COM 390064103 194 6103 SH DEFINED 0103 6103
GREAT LAKES CHEM CO COM 390568103 518 10511 SH DEFINED 0103 10511
GREEN TREE FINL CORP COM 393505102 18800 400000 SH DEFINED 011618 400000
GREEN TREE FINL CORP COM 393505102 1344 28597 SH DEFINED 0103 28597
GRIFFON CORP COM 398433102 9750 600000 SH DEFINED 0128 600000
G-IUSACELL L'S ADR COM 40049W306 5381 300000 SH DEFINED 0132 300000
GUARANTEE LIFE COS I COM 400740106 1732 59992 SH DEFINED 0103 59992
GUIDANT CORP COM 401698105 56000 1000000 SH DEFINED 0130 1000000
GUIDANT CORP COM 401698105 18480 330000 SH DEFINED 0108 330000
GUIDANT CORP COM 401698105 6138 109600 SH DEFINED 0124 109600
GUIDANT CORP COM 401698105 8030 143400 SH DEFINED 0125 143400
GUIDANT CORP COM 401698105 11200 200000 SH DEFINED 011622 200000
GUIDANT CORP COM 401698105 22400 400000 SH DEFINED 011623 400000
GUIDANT CORP COM 401698105 72800 1300000 SH DEFINED 011516 1300000
GUIDANT CORP COM 401698105 8960 160000 SH DEFINED 011619 160000
GUIDANT CORP COM 401698105 4480 80000 SH DEFINED 011620 80000
GUIDANT CORP COM 401698105 22400 400000 SH DEFINED 011614 400000
GUIDANT CORP COM 401698105 46509 830534 SH DEFINED 0102 830534
GUIDANT CORP COM 401698105 16251 290200 SH DEFINED 0131 290200
GUIDANT CORP COM 401698105 3371 60206 SH DEFINED 0103 60206
GULF CANADA LTD COM 40218L305 27375 3000000 SH DEFINED 011516 3000000
GULF INDONESIA RES COM 402284103 2804 126000 SH DEFINED 0130 126000
GULF INDONESIA RES COM 402284103 523 23500 SH DEFINED 0108 23500
GULF INDONESIA RES COM 402284103 283 12700 SH DEFINED 0128 12700
GULF INDONESIA RES COM 402284103 1667 74900 SH DEFINED 011618 74900
GULF INDONESIA RES COM 402284103 1319 59300 SH DEFINED 011614 59300
GULF SOUTH MEDICAL COM 40252G105 26750 1000000 SH DEFINED 0106 1000000
GULF SOUTH MEDICAL COM 40252G105 6688 250000 SH DEFINED 011619 250000
GULF SOUTH MEDICAL COM 40252G105 46 1706 SH DEFINED 0102 1706
GULF SOUTH MEDICAL COM 40252G105 682 25500 SH DEFINED 01 25500
GULFSTREAM AEROSPACE COM 402734107 3611 124500 SH DEFINED 01 124500
<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
HPR INC COM 403912108 2188 100000 SH DEFINED 011619 100000
HBO COMPANY COM 404100109 105700 2800000 SH DEFINED 0126 2800000
HBO COMPANY COM 404100109 11325 300000 SH DEFINED 0135 300000
HBO COMPANY COM 404100109 16006 424000 SH DEFINED 011619 424000
HBO COMPANY COM 404100109 55040 1458000 SH DEFINED 011614 1458000
HBO COMPANY COM 404100109 125417 3322300 SH DEFINED 0102 3322300
HBO COMPANY COM 404100109 48056 1273000 SH DEFINED 0131 1273000
HBO COMPANY COM 404100109 4958 131320 SH DEFINED 0103 131320
HBO COMPANY COM 404100109 6229 165000 SH DEFINED 01 165000
HFS INC COM 404181109 13399 180000 SH DEFINED 0108 180000
HFS INC COM 404181109 74438 1000000 SH DEFINED 0126 1000000
HFS INC COM 404181109 14207 190850 SH DEFINED 0102 190850
HFS INC COM 404181109 2313 31069 SH DEFINED 0103 31069
HALLIBURTON COM 406216101 2315 44528 SH DEFINED 0103 44528
HALTER MARINE CVT CONV BOND 40642YAA3 4575 4000000 PRN DEFINED 0104 4000000
HALTER MARINE CVT CONV BOND 40642YAA3 2288 2000000 PRN DEFINED 011621 2000000
HANCOCK FABRICS COM 409900107 3359 250000 SH DEFINED 0128 250000
HANOVER COMPRESSOR COM 410768105 9188 375000 SH DEFINED 0106 375000
HARCOR EGY WTS 144A WARRANT 411628118 275 110000 SH DEFINED 0109 110000
HARCOR ENERGY COM 411628209 488 100000 SH DEFINED 0109 100000
HARCOURT GENERAL CRP COM 41163G101 616 12425 SH DEFINED 0103 12425
HARLAND JOHN H COM 412693103 114 4938 SH DEFINED 0103 4938
HARLEY DAVIDSON COM 412822108 17513 600000 SH DEFINED 0111 600000
HARLEY DAVIDSON COM 412822108 4086 140000 SH DEFINED 011620 140000
HARLEY DAVIDSON COM 412822108 4541 155600 SH DEFINED 0102 155600
HARNISCHFEGER IND COM 413345109 373 8716 SH DEFINED 0103 8716
HARRAH'S ENT COM 413619107 384 17097 SH DEFINED 0103 17097
HARRIS CORP COM 413875105 27450 600000 SH DEFINED 0130 600000
HARRIS CORP COM 413875105 9150 200000 SH DEFINED 011619 200000
HARRIS CORP COM 413875105 5033 110000 SH DEFINED 011620 110000
HARRIS CORP COM 413875105 1455 31800 SH DEFINED 0102 31800
HARRIS CORP COM 413875105 643 14056 SH DEFINED 0103 14056
HARTFORD FINL SVCS COM 416515104 1782 20710 SH DEFINED 0103 20710
HASBRO INC COM 418056107 627 22306 SH DEFINED 0103 22306
HAWAII ELEC $100 PREFERRED STOCK 419990197 5238 50000 SH DEFINED 0105 50000
MAUI ELEC $100 PREFERRED STOCK 419990205 5238 50000 SH DEFINED 0105 50000
HAYES WHEELS INTL COM 421124108 3038 90000 SH DEFINED 011620 90000
HEALTHSOUTH CORP COM 421924101 58713 2200000 SH DEFINED 0126 2200000
HEALTHSOUTH CORP COM 421924101 128100 4800000 SH DEFINED 0111 4800000
HEALTHSOUTH CORP COM 421924101 13056 489200 SH DEFINED 011622 489200
HEALTHSOUTH CORP COM 421924101 28684 1074800 SH DEFINED 011623 1074800
HEALTHSOUTH CORP COM 421924101 36028 1350000 SH DEFINED 011618 1350000
HEALTHSOUTH CORP COM 421924101 3736 140000 SH DEFINED 011619 140000
HEALTHSOUTH CORP COM 421924101 6672 250000 SH DEFINED 011614 250000
HEALTHSOUTH CORP COM 421924101 69737 2612912 SH DEFINED 0102 2612912
HEALTHSOUTH CORP COM 421924101 13098 490800 SH DEFINED 0131 490800
HEALTHSOUTH CORP COM 421924101 3403 127495 SH DEFINED 0103 127495
HEALTHSOUTH CORP COM 421924101 894 33500 SH DEFINED 01 33500
HEALTHCARE COMPARE COM 421928102 63875 1000000 SH DEFINED 0111 1000000
HEALTHCARE COMPARE COM 421928102 9581 150000 SH DEFINED 011622 150000
<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
HEALTHCARE COMPARE COM 421928102 19163 300000 SH DEFINED 011623 300000
HEALTH MGMT ASSOC COM 421933102 5060 160000 SH DEFINED 011619 160000
HEALTH MGMT ASSOC COM 421933102 18975 600000 SH DEFINED 011614 600000
HEALTH MGMT ASSOC COM 421933102 46453 1468910 SH DEFINED 0102 1468910
HEALTH MGMT ASSOC COM 421933102 20608 651650 SH DEFINED 0131 651650
HEALTH MGMT ASSOC COM 421933102 1657 52417 SH DEFINED 0103 52417
HEALTH MGMT ASSOC COM 421933102 743 23500 SH DEFINED 01 23500
HLTHCARE RECOVERIES COM 42220K101 3375 150000 SH DEFINED 011619 150000
HEARTLAND EXPRESS IN COM 422347104 4146 150068 SH DEFINED 0102 150068
HEARTLAND VALUE COM 422359109 9130 220378 SH DEFINED 0103 220378
HEINZ H.J. COM 423074103 35795 775000 SH DEFINED 0113 775000
HEINZ H.J. COM 423074103 14087 305000 SH DEFINED 0107 305000
HEINZ H.J. COM 423074103 19630 425000 SH DEFINED 0131 425000
HEINZ H.J. COM 423074103 3917 84807 SH DEFINED 0103 84807
HEINZ H.J. COM 423074103 4526 98000 SH DEFINED 01 98000
OTE HELLENIC TELE COM 423325109 4302 370042 SH DEFINED 0132 370042
HELMERICH & PAYNE COM 423452101 348 4350 SH DEFINED 0103 4350
HEM EN 144A WTS WARRANT 42368R116 0 36000 SH DEFINED 0109 36000
HERCULES INC COM 427056106 866 17407 SH DEFINED 0103 17407
HERSHEY FOODS COM 427866108 181314 3209100 SH DEFINED 0103 3209100
HEWLETT PACKARD COM 428236103 45216 650000 SH DEFINED 0130 650000
HEWLETT PACKARD COM 428236103 8695 125000 SH DEFINED 0108 125000
HEWLETT PACKARD COM 428236103 236513 3400000 SH DEFINED 0126 3400000
HEWLETT PACKARD COM 428236103 125213 1800000 SH DEFINED 0111 1800000
HEWLETT PACKARD COM 428236103 10434 150000 SH DEFINED 0124 150000
HEWLETT PACKARD COM 428236103 15241 219100 SH DEFINED 0125 219100
HEWLETT PACKARD COM 428236103 6956 100000 SH DEFINED 011622 100000
HEWLETT PACKARD COM 428236103 13913 200000 SH DEFINED 011623 200000
HEWLETT PACKARD COM 428236103 34781 500000 SH DEFINED 011516 500000
HEWLETT PACKARD COM 428236103 53911 775000 SH DEFINED 011618 775000
HEWLETT PACKARD COM 428236103 134209 1929420 SH DEFINED 0102 1929420
HEWLETT PACKARD COM 428236103 15133 217536 SH DEFINED 0103 217536
HEWLETT PACKARD COM 428236103 12382 178000 SH DEFINED 01 178000
HEXCEL CORP COM 428291108 14344 500000 SH DEFINED 0135 500000
HEXCEL CORP COM 428291108 12237 426550 SH DEFINED 011614 426550
HEXCEL CORP COM 428291108 586 20400 SH DEFINED 0102 20400
HEXCEL CORP COM 428291108 6799 237000 SH DEFINED 0131 237000
HEXCEL CORP COM 428291108 404 14100 SH DEFINED 0103 14100
HILTON HOTELS COM 432848109 26950 800000 SH DEFINED 0130 800000
HILTON HOTELS COM 432848109 9433 280000 SH DEFINED 0124 280000
HILTON HOTELS COM 432848109 12026 357000 SH DEFINED 0125 357000
HILTON HOTELS COM 432848109 53900 1600000 SH DEFINED 011516 1600000
HILTON HOTELS COM 432848109 5053 150000 SH DEFINED 011620 150000
HILTON HOTELS COM 432848109 37323 1107875 SH DEFINED 0102 1107875
HILTON HOTELS COM 432848109 2624 77894 SH DEFINED 0103 77894
HILTON HOTEL PRIDE CONV PFD STOCK 432848208 18600 600000 SH DEFINED 0130 600000
HOME DEPOT INC COM 437076102 46913 900000 SH DEFINED 0111 900000
HOME DEPOT INC COM 437076102 4347 83400 SH DEFINED 0125 83400
HOME DEPOT INC COM 437076102 36357 697500 SH DEFINED 011618 697500
HOME DEPOT INC COM 437076102 104127 1997698 SH DEFINED 0102 1997698
<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
HOME DEPOT INC COM 437076102 7447 142853 SH DEFINED 0103 142853
HOME DEPOT INC COM 437076102 5369 102999 SH DEFINED 01 102999
HOMEBASE INC COM 43738E108 1546 171798 SH DEFINED 0103 171798
HOMESTAKE MINING COM 437614100 374 24447 SH DEFINED 0103 24447
HONEYWELL COM 438506107 1505 22404 SH DEFINED 0103 22404
HORMEL COM 440452100 5771 180000 SH DEFINED 0128 180000
HORMEL COM 440452100 3206 100000 SH DEFINED 011619 100000
HOSIERY CORP "A"144A WARRANT 441016102 65 10000 SH DEFINED 0109 10000
HOSPITALITY WORLDWI COM 44106N100 2625 200000 SH DEFINED 011619 200000
HOST MARRIOT FIN CONV PFD STOCK 441079209 19875 300000 SH DEFINED 0130 300000
HOUSEHOLD INTL COM 441815107 2547 22505 SH DEFINED 0103 22505
HOUSTON INDUSTRIES COM 442161105 79037 3633918 SH DEFINED 0103 3633918
HUBBELL INC C/B COM 443510201 5550 120000 SH DEFINED 0128 120000
HUBBELL INC C/B COM 443510201 1018 22000 SH DEFINED 0103 22000
HUMANA COM 444859102 685 28758 SH DEFINED 0103 28758
HUNTINGTON BANCSHARE COM 446150104 1008 27940 SH DEFINED 0103 27940
HVIDE MARINE INC COM 448515106 9600 300000 SH DEFINED 011614 300000
HYPERION SOFTWARE CO COM 44914Q105 12475 400000 SH DEFINED 0106 400000
ICG COMMUNICATIONS COM 449246107 12863 525000 SH DEFINED 0106 525000
ICG COMMUNICATIONS COM 449246107 1103 45000 SH DEFINED 011614 45000
IDEC PHARM COM 449370105 6382 152400 SH DEFINED 011619 152400
IDS CA TAX EXEMPT COM 449428101 1 223 SH DEFINED 01 223
EQUITY SELECT FD INC COM 44943G102 2 131 SH DEFINED 01 131
RESEARCH OPPORT CL A COM 449434406 3 399 SH DEFINED 01 399
GLOBAL BAL FD A COM 449435700 2 404 SH DEFINED 01 404
IDS INNOVATIONS FD Y COM 449435825 112 20000 SH DEFINED 01 20000
IDS INNOVATIONS FD B COM 449435833 111 20000 SH DEFINED 01 20000
IDS INNOVATIONS FD A COM 449435841 3699 660000 SH DEFINED 01 660000
IDS EMERGING MKTS Y COM 449435858 1 200 SH DEFINED 01 200
IDS EMERGING MKTS A COM 449435874 2 399 SH DEFINED 01 399
GLOBAL BAL FD Y COM 449435882 1 203 SH DEFINED 01 203
RESEARCH OPPORT CL Y COM 449437607 1 200 SH DEFINED 01 200
NEW DIMENSIONS "Y" COM 449444306 3136 123366 SH DEFINED 0103 123366
IDS PRECIOUS METALS COM 449455104 1 129 SH DEFINED 01 129
IDS INS TAX EXEMPT COM 44947T100 1 211 SH DEFINED 01 211
IDS MN TAX EXEMPT COM 44947T308 1 222 SH DEFINED 01 222
IDS NY TAX EXEMPT COM 44947T407 1 224 SH DEFINED 01 224
IDS MASS TAX-EXEMPT COM 44947T506 1 216 SH DEFINED 01 216
IDS MICH TAX-EXEMPT COM 44947T605 1 214 SH DEFINED 01 214
IDS OHIO TAX-EXEMPT COM 44947T704 1 216 SH DEFINED 01 216
INT TAX-EXEMPT FD A COM 449482405 2 411 SH DEFINED 01 411
INT TAX-EXEMPT FD Y COM 449482603 1 206 SH DEFINED 01 206
IES INDUSTRIES INC COM 44949M103 12416 389533 SH DEFINED 0103 389533
IDSTC INCOME FUND II COM 449496108 152376 8890553 SH DEFINED 0103 8890553
IDS TRUST INT'L FUND COM 449500990 6194 63622 SH DEFINED 0103 63622
IRSA COM 450047204 6638 150000 SH DEFINED 0135 150000
ITT INDUSTRIES-WI COM 450911102 690 20805 SH DEFINED 0103 20805
ITT CORP COM 450912100 1388 20481 SH DEFINED 0103 20481
ITT CORP COM 450912100 3862 57000 SH DEFINED 01 57000
IFINT DVSD HLDGS COM 45099C100 679 42418 SH DEFINED 0109 42418
<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
IDEXX LABS INC COM 45168D104 6256 373500 SH DEFINED 0128 373500
IDEXX LABS INC COM 45168D104 4188 250000 SH DEFINED 011620 250000
IDEXX LABS INC COM 45168D104 14422 861000 SH DEFINED 011614 861000
IDEXX LABS INC COM 45168D104 35 2035 SH DEFINED 0102 2035
IDEXX LABS INC COM 45168D104 477 28500 SH DEFINED 01 28500
IKON OFFICE SOLUTION COM 451713101 25563 1000000 SH DEFINED 0111 1000000
IKON OFFICE SOLUTION COM 451713101 3068 120000 SH DEFINED 011622 120000
IKON OFFICE SOLUTION COM 451713101 7669 300000 SH DEFINED 011623 300000
IKON OFFICE SOLUTION COM 451713101 26 1000 SH DEFINED 011618 1000
IKON OFFICE SOLUTION COM 451713101 87709 3431252 SH DEFINED 0102 3431252
IKON OFFICE SOLUTION COM 451713101 1289 50451 SH DEFINED 0103 50451
IKON OFFICE SOLUTION COM 451713101 6116 239268 SH DEFINED 01 239268
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 30816 475000 SH DEFINED 0107 475000
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 22658 349250 SH DEFINED 011618 349250
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 5839 90000 SH DEFINED 01 90000
IL PWR SER A PREFERRED STOCK 452092851 2797 55250 SH DEFINED 01 55250
ILLINOIS TOOL WORKS COM 452308109 40000 800000 SH DEFINED 0130 800000
ILLINOIS TOOL WORKS COM 452308109 14500 290000 SH DEFINED 0108 290000
ILLINOIS TOOL WORKS COM 452308109 75000 1500000 SH DEFINED 0126 1500000
ILLINOIS TOOL WORKS COM 452308109 2750 55000 SH DEFINED 0124 55000
ILLINOIS TOOL WORKS COM 452308109 75000 1500000 SH DEFINED 011516 1500000
ILLINOIS TOOL WORKS COM 452308109 33000 660000 SH DEFINED 011618 660000
ILLINOIS TOOL WORKS COM 452308109 192507 3849388 SH DEFINED 0102 3849388
ILLINOIS TOOL WORKS COM 452308109 3680 73608 SH DEFINED 0103 73608
ILLINOIS TOOL WORKS COM 452308109 700 14000 SH DEFINED 01 14000
IMATION CORP COM 45245A107 266 9950 SH DEFINED 01 9950
IMAX CORP COM 45245E109 4572 175000 SH DEFINED 011614 175000
IMMULOGIC PHARMACEUT COM 45252R100 153 46124 SH DEFINED 0103 46124
IMMUNEX CORP COM 452528102 9751 145000 SH DEFINED 0108 145000
IMPERIAL CHEM IN ADR COM 452704505 24797 375000 SH DEFINED 0107 375000
IMPERIAL CREDIT INDS COM 452729106 393 14800 SH DEFINED 0102 14800
IMPERIAL CREDIT INDS COM 452729106 4513 170300 SH DEFINED 0131 170300
IMPERIAL CREDIT INDS COM 452729106 270 10200 SH DEFINED 0103 10200
IMPERIAL TOBACCO ADR COM 453142101 141 11875 SH DEFINED 01 11875
INACOMP COMP CENTERS COM 45323G109 6359 171000 SH DEFINED 011614 171000
INACOMP COMP CENTERS COM 45323G109 314 8450 SH DEFINED 0102 8450
INACOMP COMP CENTERS COM 45323G109 3700 99500 SH DEFINED 0131 99500
INACOMP COMP CENTERS COM 45323G109 219 5900 SH DEFINED 0103 5900
INCO LIMITED COM 453258402 735 29340 SH DEFINED 0103 29340
ING GROEP NV ADR COM 456837103 27563 600000 SH DEFINED 0130 600000
ING GROEP NV ADR COM 456837103 10469 227900 SH DEFINED 0135 227900
INGERSOLL-RAND CO COM 456866102 1255 29153 SH DEFINED 0103 29153
INFINITY FIN TECH COM 456921105 3825 300000 SH DEFINED 011619 300000
INFORMATION MGMT COM 456923101 2083 170000 SH DEFINED 011619 170000
INGRAM MICRO COM 457153104 7442 275000 SH DEFINED 0135 275000
INLAND STEEL IND INC COM 457472108 171 7805 SH DEFINED 0103 7805
INNKEEPERS USA TRUST COM 4576J0104 7906 460000 SH DEFINED 0107 460000
INPUT/OUTPUT INC COM 457652105 13331 450000 SH DEFINED 0106 450000
INTEGRATED PROCESS E COM 45812K108 15672 425000 SH DEFINED 0106 425000
INTEGRATED PROCESS E COM 45812K108 9219 250000 SH DEFINED 011614 250000
<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
INTEL COM 458140100 41541 450000 SH DEFINED 0130 450000
INTEL COM 458140100 12001 130000 SH DEFINED 0108 130000
INTEL COM 458140100 406175 4400000 SH DEFINED 0126 4400000
INTEL COM 458140100 138469 1500000 SH DEFINED 0111 1500000
INTEL COM 458140100 24371 264000 SH DEFINED 0124 264000
INTEL COM 458140100 29540 320000 SH DEFINED 0125 320000
INTEL COM 458140100 11078 120000 SH DEFINED 011622 120000
INTEL COM 458140100 23078 250000 SH DEFINED 011623 250000
INTEL COM 458140100 60003 650000 SH DEFINED 011516 650000
INTEL COM 458140100 114468 1240000 SH DEFINED 011618 1240000
INTEL COM 458140100 1846 20000 SH DEFINED 011620 20000
INTEL COM 458140100 422435 4576146 SH DEFINED 0102 4576146
INTEL COM 458140100 32076 347476 SH DEFINED 0103 347476
INTEL COM 458140100 40433 438000 SH DEFINED 01 438000
INTERIM SERVICES COM 45868P100 3938 140000 SH DEFINED 011620 140000
INTERIM SERVICES COM 45868P100 812 28900 SH DEFINED 0102 28900
INTERIM SERVICES COM 45868P100 9543 339300 SH DEFINED 0131 339300
INTERIM SERVICES COM 45868P100 560 19900 SH DEFINED 0103 19900
INTERMEDIA COMM FL COM 458801107 23469 500000 SH DEFINED 0106 500000
INTERMEDIA COMM FL COM 458801107 8009 170600 SH DEFINED 0102 170600
INTERMEDIA COMM FL COM 458801107 4736 100900 SH DEFINED 0131 100900
INTERMEDIA COMM FL COM 458801107 408 8700 SH DEFINED 0103 8700
INTERMEDIA COM WTS WARRANT 458801115 1706 22750 SH DEFINED 0109 22750
INTERMEDIA PERP PFD CONV PFD STOCK 458801503 6675 200000 SH DEFINED 0106 200000
INTL BUSINESS MACH COM 459200101 21188 200000 SH DEFINED 0130 200000
INTL BUSINESS MACH COM 459200101 90047 850000 SH DEFINED 0126 850000
INTL BUSINESS MACH COM 459200101 18539 175000 SH DEFINED 0124 175000
INTL BUSINESS MACH COM 459200101 26198 247300 SH DEFINED 0125 247300
INTL BUSINESS MACH COM 459200101 2151 20300 SH DEFINED 0102 20300
INTL BUSINESS MACH COM 459200101 20172 190410 SH DEFINED 0103 190410
INT'L CABLETEL INC CONV BOND 459216AB3 15914 14500000 PRN DEFINED 0124 14500000
INTL FLAVORS & FRAG COM 459506101 941 19208 SH DEFINED 0103 19208
INTL IMAGING MAT COM 45968C108 8338 287500 SH DEFINED 0128 287500
INTERNATIONAL PAPER COM 460146103 2753 50000 SH DEFINED 0124 50000
INTERNATIONAL PAPER COM 460146103 4130 75000 SH DEFINED 0125 75000
INTERNATIONAL PAPER COM 460146103 10737 195000 SH DEFINED 0107 195000
INTERNATIONAL PAPER COM 460146103 38544 700000 SH DEFINED 011516 700000
INTERNATIONAL PAPER COM 460146103 93586 1699600 SH DEFINED 0102 1699600
INTERNATIONAL PAPER COM 460146103 4144 75249 SH DEFINED 0103 75249
INTERNATIONAL PAPER COM 460146103 16684 303000 SH DEFINED 01 303000
INT'L WIRELESS WTS WARRANT 46058G116 1106 14750 SH DEFINED 0109 14750
INTERPUBLIC GROUP COM 460690100 1123 21891 SH DEFINED 0103 21891
INTUIT COM 461202103 7379 230600 SH DEFINED 011614 230600
INTUIT COM 461202103 9231 288450 SH DEFINED 0102 288450
INTUIT COM 461202103 5514 172300 SH DEFINED 0131 172300
INTUIT COM 461202103 476 14900 SH DEFINED 0103 14900
IRIDIUM WT EX 071505 WARRANT 46268L111 2573 17150 SH DEFINED 0109 17150
ISPAT ADR COM 464899103 1145 40000 SH DEFINED 0108 40000
JP FOODSERVICE INC COM 466232105 7088 225000 SH DEFINED 011618 225000
JP FOODSERVICE INC COM 466232105 3150 100000 SH DEFINED 011619 100000
<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
JP FOODSERVICE INC COM 466232105 11692 371150 SH DEFINED 0102 371150
JP FOODSERVICE INC COM 466232105 206 6550 SH DEFINED 0103 6550
JAN BELL WARRANTS WARRANT 470760117 0 2473 SH DEFINED 0131 2473
JEFFERSON PILOT COM 475070108 982 12425 SH DEFINED 0103 12425
JEFFERSON SMURFIT COM 475087102 9000 450000 SH DEFINED 0135 450000
JOHN NUVEEN COM 478035108 2229 64253 SH DEFINED 0103 64253
JOHNSON & JOHNSON COM 478160104 36016 625000 SH DEFINED 0130 625000
JOHNSON & JOHNSON COM 478160104 6339 110000 SH DEFINED 0108 110000
JOHNSON & JOHNSON COM 478160104 207450 3600000 SH DEFINED 0126 3600000
JOHNSON & JOHNSON COM 478160104 40338 700000 SH DEFINED 0111 700000
JOHNSON & JOHNSON COM 478160104 21264 369000 SH DEFINED 0124 369000
JOHNSON & JOHNSON COM 478160104 17288 300000 SH DEFINED 0125 300000
JOHNSON & JOHNSON COM 478160104 4610 80000 SH DEFINED 011622 80000
JOHNSON & JOHNSON COM 478160104 9796 170000 SH DEFINED 011623 170000
JOHNSON & JOHNSON COM 478160104 2881 50000 SH DEFINED 011620 50000
JOHNSON & JOHNSON COM 478160104 121074 2101051 SH DEFINED 0102 2101051
JOHNSON & JOHNSON COM 478160104 16315 283149 SH DEFINED 0103 283149
JOHNSON & JOHNSON COM 478160104 5446 94500 SH DEFINED 01 94500
JOHNSON CONTROLS COM 478366107 730 14736 SH DEFINED 0103 14736
JONES APPAREL GROUP COM 480074103 12150 225000 SH DEFINED 011614 225000
JOSTENS A. INC. COM 481088102 21700 800000 SH DEFINED 0113 800000
JOSTENS A. INC. COM 481088102 5968 220000 SH DEFINED 0128 220000
JOSTENS A. INC. COM 481088102 4069 150000 SH DEFINED 0124 150000
JOSTENS A. INC. COM 481088102 3662 135000 SH DEFINED 0125 135000
JOSTENS A. INC. COM 481088102 13049 480947 SH DEFINED 0102 480947
JOSTENS A. INC. COM 481088102 420 15488 SH DEFINED 0103 15488
JOURNAL REGISTER CO COM 481138105 12500 636950 SH DEFINED 0102 636950
JOURNAL REGISTER CO COM 481138105 216 11000 SH DEFINED 0103 11000
JUNO LIGHTING INC COM 482047107 3511 205000 SH DEFINED 0128 205000
KCS GROUP COM 482434206 12538 425000 SH DEFINED 0106 425000
KLA-TENCOR CORP COM 482480100 4013 59400 SH DEFINED 0125 59400
KLA-TENCOR CORP COM 482480100 47294 700000 SH DEFINED 011516 700000
KLA-TENCOR CORP COM 482480100 20269 300000 SH DEFINED 011618 300000
KLA-TENCOR CORP COM 482480100 13513 200000 SH DEFINED 011619 200000
KLA-TENCOR CORP COM 482480100 33781 500000 SH DEFINED 011614 500000
KLA-TENCOR CORP COM 482480100 29227 432586 SH DEFINED 0102 432586
KLA-TENCOR CORP COM 482480100 24262 359100 SH DEFINED 0131 359100
KLA-TENCOR CORP COM 482480100 2791 41300 SH DEFINED 0103 41300
KLA-TENCOR CORP COM 482480100 4831 71500 SH DEFINED 01 71500
K-MART CORPORATION COM 482584109 1197 85485 SH DEFINED 0103 85485
KN ENERGY COM 482620101 6863 150000 SH DEFINED 0132 150000
KU ENERGY CORP COM 482734100 5550 160000 SH DEFINED 0128 160000
KU ENERGY CORP COM 482734100 6938 200000 SH DEFINED 0132 200000
KANSAS CITY SO IND COM 485170104 15497 450000 SH DEFINED 011614 450000
KANSAS CITY SO IND COM 485170104 772 22450 SH DEFINED 0102 22450
KANSAS CITY SO IND COM 485170104 8871 257600 SH DEFINED 0131 257600
KANSAS CITY SO IND COM 485170104 529 15350 SH DEFINED 0103 15350
KAUFMAN & BROAD HOME COM 486168107 134 6199 SH DEFINED 0103 6199
KAYDON CORP COM 486587108 7200 120000 SH DEFINED 0128 120000
KEANE INC COM 486665102 38100 1200000 SH DEFINED 0111 1200000
<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
KEANE INC COM 486665102 6160 194000 SH DEFINED 011614 194000
KELLOGG CO. COM 487836108 3051 72432 SH DEFINED 0103 72432
KELLY SERVICES COM 488152208 5360 160000 SH DEFINED 0128 160000
KEMET CORP COM 488360108 10631 350000 SH DEFINED 0106 350000
KENT ELECTRONICS COM 490553104 1975 50000 SH DEFINED 0106 50000
KENT ELECTRONICS COM 490553104 5925 150000 SH DEFINED 011619 150000
KENT ELECTRONICS COM 490553104 3555 90000 SH DEFINED 011620 90000
KENT ELECTRONICS COM 490553104 15800 400000 SH DEFINED 011614 400000
KENT ELECTRONICS COM 490553104 20612 521775 SH DEFINED 0102 521775
KENT ELECTRONICS COM 490553104 280 7100 SH DEFINED 0103 7100
KENT ELECTRONICS COM 490553104 395 10000 SH DEFINED 01 10000
KERR MCGEE COM 492386107 577 8378 SH DEFINED 0103 8378
KEY ENERGY GROUP COM 492914106 15630 480000 SH DEFINED 011614 480000
KEY ENERGY GROUP COM 492914106 5911 181550 SH DEFINED 0102 181550
KEY ENERGY GROUP COM 492914106 3468 106500 SH DEFINED 0131 106500
KEY ENERGY GROUP COM 492914106 309 9500 SH DEFINED 0103 9500
KEYCORP NEW COM 493267108 36584 575000 SH DEFINED 0130 575000
KEYCORP NEW COM 493267108 13679 215000 SH DEFINED 0108 215000
KEYCORP NEW COM 493267108 22002 345800 SH DEFINED 0124 345800
KEYCORP NEW COM 493267108 28510 448100 SH DEFINED 0125 448100
KEYCORP NEW COM 493267108 26086 410000 SH DEFINED 0107 410000
KEYCORP NEW COM 493267108 50900 800000 SH DEFINED 011516 800000
KEYCORP NEW COM 493267108 42947 675000 SH DEFINED 011618 675000
KEYCORP NEW COM 493267108 56998 895864 SH DEFINED 0102 895864
KEYCORP NEW COM 493267108 28631 450000 SH DEFINED 0131 450000
KEYCORP NEW COM 493267108 6765 106325 SH DEFINED 0103 106325
KILROY REALTY COM 49427F108 12150 450000 SH DEFINED 0106 450000
KILROY REALTY COM 49427F108 4590 170000 SH DEFINED 0107 170000
KIMBERLY CLARK COM 494368103 29363 600000 SH DEFINED 0113 600000
KIMBERLY CLARK COM 494368103 19575 400000 SH DEFINED 0107 400000
KIMBERLY CLARK COM 494368103 16883 345000 SH DEFINED 011618 345000
KIMBERLY CLARK COM 494368103 164677 3365070 SH DEFINED 0102 3365070
KIMBERLY CLARK COM 494368103 23245 475000 SH DEFINED 0131 475000
KIMBERLY CLARK COM 494368103 6737 137653 SH DEFINED 0103 137653
KIMBERLY CLARK COM 494368103 21334 435940 SH DEFINED 01 435940
KINGWORLD PRODUCTION COM 495667107 270 6232 SH DEFINED 0103 6232
KNIGHT-RIDDER INC. COM 499040103 32775 600000 SH DEFINED 0113 600000
KNIGHT-RIDDER INC. COM 499040103 828 15154 SH DEFINED 0103 15154
KOHLS CORP COM 500255104 17395 245000 SH DEFINED 0108 245000
KOHLS CORP COM 500255104 59583 839200 SH DEFINED 011516 839200
KOHLS CORP COM 500255104 6163 86800 SH DEFINED 011619 86800
KOHLS CORP COM 500255104 2272 32000 SH DEFINED 011620 32000
KOHLS CORP COM 500255104 23075 325000 SH DEFINED 011614 325000
KOHLS CORP COM 500255104 1652 23268 SH DEFINED 0102 23268
KOHLS CORP COM 500255104 18737 263900 SH DEFINED 0131 263900
KOHLS CORP COM 500255104 1058 14900 SH DEFINED 0103 14900
KOHLS CORP COM 500255104 852 12000 SH DEFINED 01 12000
KROGER CO. COM 501044101 36225 1200000 SH DEFINED 0126 1200000
KROGER CO. COM 501044101 8151 270000 SH DEFINED 0124 270000
KROGER CO. COM 501044101 10868 360000 SH DEFINED 0125 360000
<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
KROGER CO. COM 501044101 186512 6178491 SH DEFINED 0102 6178491
KROGER CO. COM 501044101 3599 119210 SH DEFINED 0103 119210
KROGER CO. COM 501044101 10475 347000 SH DEFINED 01 347000
KULICKE &SOFFA IND COM 501242101 3242 70000 SH DEFINED 011619 70000
LCI INTL COM 501813109 26625 1000000 SH DEFINED 0106 1000000
LCI INTL COM 501813109 5325 200000 SH DEFINED 011619 200000
LCI INTL COM 501813109 19969 750000 SH DEFINED 011614 750000
LG AND E ENERGY CORP COM 501917108 7322 330000 SH DEFINED 0132 330000
LSI LOGIC COM 502161102 1687 52500 SH DEFINED 0124 52500
LSI LOGIC COM 502161102 3743 116500 SH DEFINED 0125 116500
LSI LOGIC COM 502161102 245 7600 SH DEFINED 0102 7600
LSI LOGIC COM 502161102 1406 43752 SH DEFINED 0103 43752
LTC PROPERTIES COM 502175102 10121 532700 SH DEFINED 0113 532700
LTC PROPERTIES COM 502175102 3990 210000 SH DEFINED 0107 210000
LA QUINTA INNS INC COM 504195108 25919 1100000 SH DEFINED 0106 1100000
LADY LUCK GAMING COR COM 505820100 263 200000 SH DEFINED 0109 200000
LAIDLAW INC COM 50730K503 862 57723 SH DEFINED 0103 57723
LANCASTER COLONY COR COM 513847103 11953 225000 SH DEFINED 0128 225000
LANDRY'S SEAFOOD COM 51508L103 12484 425000 SH DEFINED 0106 425000
LANDS END INC COM 515086106 9244 300000 SH DEFINED 0128 300000
LANDS END INC COM 515086106 323 10490 SH DEFINED 0103 10490
LASALLE NATL $50 PREFERRED STOCK 5180283*4 8194 150000 SH DEFINED 01 150000
LASALLE NATL $50 PREFERRED STOCK 5180283*4 3278 60000 SH DEFINED 0116 60000
LATTICE SEMICONDUCTR COM 518415104 6513 100000 SH DEFINED 0128 100000
LATTICE SEMICONDUCTR COM 518415104 11397 175000 SH DEFINED 0106 175000
LATTICE SEMICONDUCTR COM 518415104 8141 125000 SH DEFINED 0135 125000
LATTICE SEMICONDUCTR COM 518415104 8623 132400 SH DEFINED 011614 132400
LATTICE SEMICONDUCTR COM 518415104 20566 315786 SH DEFINED 0102 315786
LATTICE SEMICONDUCTR COM 518415104 10153 155900 SH DEFINED 0131 155900
LATTICE SEMICONDUCTR COM 518415104 860 13200 SH DEFINED 0103 13200
LATTICE SEMICONDUCTR COM 518415104 4331 66500 SH DEFINED 01 66500
ESTE' LAUDER COM 518439104 3469 75000 SH DEFINED 011620 75000
LAYNE INCORPORATED COM 521050104 1227 58429 SH DEFINED 0103 58429
LAZARD SM CAP VALUE COM 52106N509 7887 333892 SH DEFINED 0103 333892
LEAR SEATING CORP COM 521865105 49250 1000000 SH DEFINED 011516 1000000
LEARNING COMPANY INC COM 522008101 7375 500000 SH DEFINED 0128 500000
LEARNING COMPANY INC COM 522008101 15775 1069500 SH DEFINED 011618 1069500
LEARNING COMPANY INC COM 522008101 7375 500000 SH DEFINED 011614 500000
LEE ENTERPRISES INC COM 523768109 2838 100000 SH DEFINED 0128 100000
LEGATO * COM 524651106 6213 175000 SH DEFINED 011614 175000
LEGGETT & PLATT COM 524660107 16711 375000 SH DEFINED 011614 375000
LEGGETT & PLATT COM 524660107 36 820 SH DEFINED 0102 820
LEGGETT & PLATT COM 524660107 490 11000 SH DEFINED 01 11000
LEGG MASON INC COM 524901105 12301 233191 SH DEFINED 0102 233191
LEGG MASON INC COM 524901105 215 4066 SH DEFINED 0103 4066
LEVEL ONE COMM 144A CONV BOND 527295AA7 6353 5500000 PRN DEFINED 011614 5500000
LIBERTY PROPERTY TRU COM 531172104 15489 575000 SH DEFINED 0113 575000
LIBERTY PROPERTY TRU COM 531172104 539 20000 SH DEFINED 0103 20000
LIFE TECHNOLOGIES IN COM 532177201 2673 88350 SH DEFINED 0128 88350
ELI LILLY COM 532457108 78284 650000 SH DEFINED 0126 650000
<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
ELI LILLY COM 532457108 18559 154100 SH DEFINED 0124 154100
ELI LILLY COM 532457108 23232 192900 SH DEFINED 0125 192900
ELI LILLY COM 532457108 42153 350000 SH DEFINED 011516 350000
ELI LILLY COM 532457108 135392 1124155 SH DEFINED 0102 1124155
ELI LILLY COM 532457108 15087 125265 SH DEFINED 0103 125265
THE LIMITED INC COM 532716107 1165 47690 SH DEFINED 0103 47690
LINCOLN NAT COM 534187109 13925 200000 SH DEFINED 0107 200000
LINCOLN NAT COM 534187109 1248 17922 SH DEFINED 0103 17922
LINEAR TECHNOLOGY COM 535678106 8938 130000 SH DEFINED 011614 130000
LINEAR TECHNOLOGY COM 535678106 4760 69233 SH DEFINED 0102 69233
LIZ CLAIBORNE COM 539320101 13450 244820 SH DEFINED 0103 244820
LOCKHEED MARTIN CORP COM 539830109 32636 306084 SH DEFINED 0130 306084
LOCKHEED MARTIN CORP COM 539830109 14928 140000 SH DEFINED 0124 140000
LOCKHEED MARTIN CORP COM 539830109 18659 175000 SH DEFINED 0125 175000
LOCKHEED MARTIN CORP COM 539830109 14160 132802 SH DEFINED 011618 132802
LOCKHEED MARTIN CORP COM 539830109 14107 132319 SH DEFINED 0102 132319
LOCKHEED MARTIN CORP COM 539830109 5425 50882 SH DEFINED 0103 50882
LOCKHEED MARTIN CORP COM 539830109 7837 73500 SH DEFINED 01 73500
DIAMOND OFFSHORE CONV BOND 540424AL2 16452 15800000 PRN DEFINED 0130 15800000
DIAMOND OFFSHORE CONV BOND 540424AL2 3957 3800000 PRN DEFINED 0108 3800000
DIAMOND OFFSHORE CONV BOND 540424AL2 3644 3500000 PRN DEFINED 0132 3500000
DIAMOND OFFSHORE CONV BOND 540424AL2 5623 5400000 PRN DEFINED 011614 5400000
DIAMOND OFFSHORE CONV BOND 540424AL2 921 885000 PRN DEFINED 0102 885000
DIAMOND OFFSHORE CONV BOND 540424AL2 10413 10000000 PRN DEFINED 0131 10000000
DIAMOND OFFSHORE CONV BOND 540424AL2 640 615000 PRN DEFINED 0103 615000
LOEWS CORP COM 540424108 2280 20186 SH DEFINED 0103 20186
LONE STAR TECHNOLOG COM 542312103 26094 500000 SH DEFINED 011614 500000
LONG ISLAND BANC COM 542662101 13301 283000 SH DEFINED 011614 283000
LONG ISLAND LIGHTING COM 542671102 7688 300000 SH DEFINED 0132 300000
LONG ISL LGT SER AA PREFERRED STOCK 542671771 7131 273600 SH DEFINED 0105 273600
LONG ISL LGT SER AA PREFERRED STOCK 542671771 1462 56100 SH DEFINED 01 56100
LONGTERM CAPITAL LTD COM 542900998 47716 25000 SH DEFINED 0116 25000
LONGS DRUG STORES COM 543162101 166 6220 SH DEFINED 0103 6220
LONGVIEW FIBRE WASH COM 543213102 32521 1636300 SH DEFINED 0130 1636300
LORAL SP&COM CVT PFD CONV PFD STOCK 543885404 24200 400000 SH DEFINED 011618 400000
LOUISIANA LAND/EXP COM 546268103 474 6058 SH DEFINED 0103 6058
LOUISIANA PAC. COM 546347105 480 19183 SH DEFINED 0103 19183
LOWE'S CO'S COM 548661107 13981 359487 SH DEFINED 0102 359487
LOWE'S CO'S COM 548661107 1222 31440 SH DEFINED 0103 31440
LUBRIZOL CORP COM 549271104 35700 850000 SH DEFINED 0113 850000
LUBRIZOL CORP COM 549271104 22050 525000 SH DEFINED 0131 525000
LUBRIZOL CORP COM 549271104 1260 30000 SH DEFINED 0103 30000
LUCENT TECHNOLOGIES COM 549463107 9167 112654 SH DEFINED 0103 112654
LYCOS COM 550818108 3871 113900 SH DEFINED 0102 113900
LYCOS COM 550818108 65 1900 SH DEFINED 0103 1900
LYDALL INC COM 550819106 4688 200000 SH DEFINED 0128 200000
MBIA INC COM 55262C100 25 200 SH DEFINED 0102 200
MBIA INC COM 55262C100 1184 9435 SH DEFINED 0103 9435
MBNA COM 55262L100 145800 3600000 SH DEFINED 0126 3600000
MBNA COM 55262L100 18225 450000 SH DEFINED 0111 450000
<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
MBNA COM 55262L100 3645 90000 SH DEFINED 011619 90000
MBNA COM 55262L100 2848 70320 SH DEFINED 0103 70320
MCN ENERGY GROUP COM 55267J100 6080 190000 SH DEFINED 0132 190000
MCN FINANCING $23 PREFERRED STOCK 55267J209 6649 218000 SH DEFINED 0132 218000
MCI COMMUNICATIONS COM 552673105 17625 600000 SH DEFINED 011618 600000
MCI COMMUNICATIONS COM 552673105 3567 121438 SH DEFINED 0103 121438
MDU RESOURCES GROUP COM 552690109 8213 300000 SH DEFINED 0132 300000
MGIC INVESTMENT CORP COM 552848103 1365 23812 SH DEFINED 0103 23812
MSC COM 553530106 2300 50000 SH DEFINED 0106 50000
MACRO MEDIA COM 556100105 6634 550000 SH DEFINED 011614 550000
MAINSTREET BANKGROUP COM 560633109 256 8860 SH DEFINED 0102 8860
MALLINCKRODT INC COM 561232109 40062 1112828 SH DEFINED 0103 1112828
MANOR CARE INC COM 564054104 372 11198 SH DEFINED 0103 11198
MARINE DRILLING CO I COM 568240204 18750 600000 SH DEFINED 011614 600000
MARINE DRILLING CO I COM 568240204 34 1065 SH DEFINED 0102 1065
MARINE DRILLING CO I COM 568240204 453 14500 SH DEFINED 01 14500
MARQUETTE MED CL A COM 571490101 6200 200000 SH DEFINED 0128 200000
MARSH MCLENNAN CO COM 571748102 24520 320000 SH DEFINED 0113 320000
MARSH MCLENNAN CO COM 571748102 18390 240000 SH DEFINED 0131 240000
MARSH MCLENNAN CO COM 571748102 3155 41178 SH DEFINED 0103 41178
MARRIOTT INTERNATION COM 571900109 8314 117000 SH DEFINED 0108 117000
MARRIOTT INTERNATION COM 571900109 191869 2700000 SH DEFINED 0126 2700000
MARRIOTT INTERNATION COM 571900109 71063 1000000 SH DEFINED 0111 1000000
MARRIOTT INTERNATION COM 571900109 50 700 SH DEFINED 0102 700
MARRIOTT INTERNATION COM 571900109 1589 22366 SH DEFINED 0103 22366
MARTIN MARIETTA MATE COM 573284106 36000 1000000 SH DEFINED 0130 1000000
MARTIN MARIETTA MATE COM 573284106 18000 500000 SH DEFINED 0108 500000
MARTIN MARIETTA MATE COM 573284106 9385 260700 SH DEFINED 0128 260700
MARTIN MARIETTA MATE COM 573284106 14220 395000 SH DEFINED 0107 395000
MARTIN MARIETTA MATE COM 573284106 43546 1209622 SH DEFINED 011618 1209622
MARTIN MARIETTA MATE COM 573284106 641 17800 SH DEFINED 0102 17800
MARTIN MARIETTA MATE COM 573284106 22075 613200 SH DEFINED 0131 613200
MARTIN MARIETTA MATE COM 573284106 450 12500 SH DEFINED 0103 12500
MASCO CORP CONV BOND 574599AG1 57 50000 PRN DEFINED 0102 50000
MASCO CORP COM 574599106 3436 75000 SH DEFINED 0124 75000
MASCO CORP COM 574599106 7426 162100 SH DEFINED 0125 162100
MASCO CORP COM 574599106 358 7800 SH DEFINED 0102 7800
MASCO CORP COM 574599106 1675 36576 SH DEFINED 0103 36576
MASCOTECH INC CONV BOND 574670AB1 5883 6500000 PRN DEFINED 0104 6500000
MASCOTECH INC CONV BOND 574670AB1 3168 3500000 PRN DEFINED 011621 3500000
MASTEC INC. COM 576323109 78750 1800000 SH DEFINED 0111 1800000
MASTEC INC. COM 576323109 2188 50000 SH DEFINED 0132 50000
MASTEC INC. COM 576323109 5250 120000 SH DEFINED 011622 120000
MASTEC INC. COM 576323109 10938 250000 SH DEFINED 011623 250000
MASTEC INC. COM 576323109 426 9750 SH DEFINED 0102 9750
MATTEL INC. COM 577081102 19875 600000 SH DEFINED 0111 600000
MATTEL INC. COM 577081102 7039 212500 SH DEFINED 011622 212500
MATTEL INC. COM 577081102 14906 450000 SH DEFINED 011623 450000
MATTEL INC. COM 577081102 29813 900000 SH DEFINED 011618 900000
MATTEL INC. COM 577081102 249 7500 SH DEFINED 0102 7500
<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
MATTEL INC. COM 577081102 1689 51001 SH DEFINED 0103 51001
MAXIM INTEGRATED COM 57772K101 85725 1200000 SH DEFINED 0111 1200000
MAXIM INTEGRATED COM 57772K101 5001 70000 SH DEFINED 011622 70000
MAXIM INTEGRATED COM 57772K101 11430 160000 SH DEFINED 011623 160000
MAXIM INTEGRATED COM 57772K101 21431 300000 SH DEFINED 011618 300000
MAXIM INTEGRATED COM 57772K101 3929 55000 SH DEFINED 011619 55000
MAXIM INTEGRATED COM 57772K101 21431 300000 SH DEFINED 011614 300000
MAXIM INTEGRATED COM 57772K101 712 9950 SH DEFINED 0102 9950
MAXIM INTEGRATED COM 57772K101 3315 46400 SH DEFINED 0131 46400
MAXIM INTEGRATED COM 57772K101 196 2750 SH DEFINED 0103 2750
MAY DEPT STORES COM 577778103 43600 800000 SH DEFINED 0113 800000
MAY DEPT STORES COM 577778103 20165 370000 SH DEFINED 0107 370000
MAY DEPT STORES COM 577778103 31338 575000 SH DEFINED 0131 575000
MAY DEPT STORES COM 577778103 3642 66827 SH DEFINED 0103 66827
MAXIMUS INC COM 577933104 2460 85000 SH DEFINED 011619 85000
MAYTAG CO COM 578592107 34125 1000000 SH DEFINED 0130 1000000
MAYTAG CO COM 578592107 7678 225000 SH DEFINED 0124 225000
MAYTAG CO COM 578592107 13650 400000 SH DEFINED 0125 400000
MAYTAG CO COM 578592107 2730 80000 SH DEFINED 011620 80000
MAYTAG CO COM 578592107 11944 350000 SH DEFINED 011614 350000
MAYTAG CO COM 578592107 5399 158150 SH DEFINED 0102 158150
MAYTAG CO COM 578592107 3962 116100 SH DEFINED 0131 116100
MAYTAG CO COM 578592107 2359 69143 SH DEFINED 0103 69143
MCAFEE ASSOCIATES IN COM 579057100 13250 250000 SH DEFINED 011619 250000
MCAFEE ASSOCIATES IN COM 579057100 11925 225000 SH DEFINED 011614 225000
MCAFEE ASSOCIATES IN COM 579057100 26130 492991 SH DEFINED 0102 492991
MCAFEE ASSOCIATES IN COM 579057100 9378 176950 SH DEFINED 0131 176950
MCAFEE ASSOCIATES IN COM 579057100 880 16600 SH DEFINED 0103 16600
MCAFEE ASSOCIATES IN COM 579057100 451 8500 SH DEFINED 01 8500
MCCLATCHY NEWSPAPERS COM 579489105 3438 100000 SH DEFINED 011620 100000
MCDERMOTT INTL COM 580037109 357 9794 SH DEFINED 0103 9794
MCDONALDS COM 580135101 32147 675000 SH DEFINED 0113 675000
MCDONALDS COM 580135101 300 6288 SH DEFINED 0102 6288
MCDONALDS COM 580135101 25003 525000 SH DEFINED 0131 525000
MCDONALDS COM 580135101 6751 141748 SH DEFINED 0103 141748
MCGRAW-HILL COS INC COM 580645109 21998 325000 SH DEFINED 0113 325000
MCGRAW-HILL COS INC COM 580645109 17937 265000 SH DEFINED 0107 265000
MCGRAW-HILL COS INC COM 580645109 13538 200000 SH DEFINED 0131 200000
MCGRAW-HILL COS INC COM 580645109 1786 26393 SH DEFINED 0103 26393
MCKESSON 144A CVTPF CONV PFD STOCK 58155P204 14650 200000 SH DEFINED 0130 200000
MEAD CORP COM 582834107 4191 58000 SH DEFINED 0125 58000
MEAD CORP COM 582834107 116 1600 SH DEFINED 0102 1600
MEAD CORP COM 582834107 1054 14592 SH DEFINED 0103 14592
MEDITRUST COM 58501T108 20750 500000 SH DEFINED 0113 500000
MEDITRUST COM 58501T108 16600 400000 SH DEFINED 0131 400000
MEDITRUST COM 58501T108 623 15000 SH DEFINED 0103 15000
MEDTRONIC COM 585055106 49350 1050000 SH DEFINED 0130 1050000
MEDTRONIC COM 585055106 164500 3500000 SH DEFINED 0126 3500000
MEDTRONIC COM 585055106 94000 2000000 SH DEFINED 0111 2000000
MEDTRONIC COM 585055106 9522 202600 SH DEFINED 0124 202600
<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
MEDTRONIC COM 585055106 12041 256200 SH DEFINED 0125 256200
MEDTRONIC COM 585055106 9400 200000 SH DEFINED 0135 200000
MEDTRONIC COM 585055106 16920 360000 SH DEFINED 011622 360000
MEDTRONIC COM 585055106 37600 800000 SH DEFINED 011623 800000
MEDTRONIC COM 585055106 17155 365000 SH DEFINED 011618 365000
MEDTRONIC COM 585055106 3760 80000 SH DEFINED 011620 80000
MEDTRONIC COM 585055106 171685 3652894 SH DEFINED 0102 3652894
MEDTRONIC COM 585055106 20426 434600 SH DEFINED 0131 434600
MEDTRONIC COM 585055106 7168 152508 SH DEFINED 0103 152508
MEDTRONIC COM 585055106 20116 428000 SH DEFINED 01 428000
MELLON BANK CORP COM 585509102 38325 700000 SH DEFINED 0130 700000
MELLON BANK CORP COM 585509102 11957 218400 SH DEFINED 0126 218400
MELLON BANK CORP COM 585509102 3362 61400 SH DEFINED 0124 61400
MELLON BANK CORP COM 585509102 18889 345000 SH DEFINED 0107 345000
MELLON BANK CORP COM 585509102 4380 80000 SH DEFINED 011620 80000
MELLON BANK CORP COM 585509102 340 6200 SH DEFINED 0102 6200
MELLON BANK CORP COM 585509102 2418 44156 SH DEFINED 0103 44156
MENS WEARHOUSE INC COM 587118100 11138 299000 SH DEFINED 011614 299000
MENS WEARHOUSE INC COM 587118100 1479 39700 SH DEFINED 0102 39700
MENS WEARHOUSE INC COM 587118100 2240 60137 SH DEFINED 0103 60137
MERCANTILE BANCORPOR COM 587342106 7057 92701 SH DEFINED 0128 92701
MERCANTILE STORES COM 587533100 408 6483 SH DEFINED 0103 6483
MERCK COM 589331107 19988 200000 SH DEFINED 0130 200000
MERCK COM 589331107 6996 70000 SH DEFINED 0108 70000
MERCK COM 589331107 199875 2000000 SH DEFINED 0126 2000000
MERCK COM 589331107 25344 253600 SH DEFINED 0124 253600
MERCK COM 589331107 36367 363900 SH DEFINED 0125 363900
MERCK COM 589331107 39975 400000 SH DEFINED 011516 400000
MERCK COM 589331107 79950 800000 SH DEFINED 011618 800000
MERCK COM 589331107 1899 19000 SH DEFINED 011620 19000
MERCK COM 589331107 248152 2483214 SH DEFINED 0102 2483214
MERCK COM 589331107 26254 262697 SH DEFINED 0103 262697
MERCK COM 589331107 17111 171216 SH DEFINED 01 171216
MEREDITH CORP COM 589433101 295 8912 SH DEFINED 0103 8912
MERRILL LYNCH & CO COM 590188108 118700 1600000 SH DEFINED 0111 1600000
MERRILL LYNCH & CO COM 590188108 4800 64700 SH DEFINED 0125 64700
MERRILL LYNCH & CO COM 590188108 11870 160000 SH DEFINED 011622 160000
MERRILL LYNCH & CO COM 590188108 23740 320000 SH DEFINED 011623 320000
MERRILL LYNCH & CO COM 590188108 711 9600 SH DEFINED 0102 9600
MERRILL LYNCH & CO COM 590188108 4315 58160 SH DEFINED 0103 58160
MERRY LAND & INVT CO COM 590438107 12134 550000 SH DEFINED 0113 550000
MERRY LAND & INVT CO COM 590438107 5405 245000 SH DEFINED 0107 245000
MERRY LAND & INVT CO COM 590438107 6619 300000 SH DEFINED 0131 300000
MERRY LAND & INVT CO COM 590438107 485 22000 SH DEFINED 0103 22000
METHANEX CORP COM 59151K108 1675 200000 SH DEFINED 011621 200000
MICHAELS STORES INC COM 594087108 12225 400000 SH DEFINED 011614 400000
MICROSOFT COM 594918104 19847 150000 SH DEFINED 0130 150000
MICROSOFT COM 594918104 291088 2200000 SH DEFINED 0126 2200000
MICROSOFT COM 594918104 52925 400000 SH DEFINED 0111 400000
MICROSOFT COM 594918104 22943 173400 SH DEFINED 0124 173400
<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
MICROSOFT COM 594918104 26449 199900 SH DEFINED 0125 199900
MICROSOFT COM 594918104 9262 70000 SH DEFINED 011622 70000
MICROSOFT COM 594918104 21170 160000 SH DEFINED 011623 160000
MICROSOFT COM 594918104 72772 550000 SH DEFINED 011516 550000
MICROSOFT COM 594918104 49617 375000 SH DEFINED 011618 375000
MICROSOFT COM 594918104 4785 36170 SH DEFINED 0102 36170
MICROSOFT COM 594918104 31085 234933 SH DEFINED 0103 234933
MICROSOFT COM 594918104 2382 18000 SH DEFINED 01 18000
MICRO-CHIP COM 595017104 15805 350000 SH DEFINED 011618 350000
MICRO-CHIP COM 595017104 709 15700 SH DEFINED 0102 15700
MICRO-CHIP COM 595017104 8449 187100 SH DEFINED 0131 187100
MICRO-CHIP COM 595017104 488 10800 SH DEFINED 0103 10800
MICRO-CHIP COM 595017104 1698 37600 SH DEFINED 01 37600
MICRON TECHNOLOGY COM 595112103 24 700 SH DEFINED 0102 700
MICRON TECHNOLOGY COM 595112103 1284 37018 SH DEFINED 0103 37018
MID-AMERICA APT COM 59522J103 8164 275000 SH DEFINED 0107 275000
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 8191 73300 SH DEFINED 0105 73300
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 3911 35000 SH DEFINED 01 35000
MILLENIUM CHEM INC COM 599903101 75 3392 SH DEFINED 01 3392
MILLIPORE CORP COM 601073109 23334 475000 SH DEFINED 0106 475000
MILLIPORE CORP COM 601073109 378 7692 SH DEFINED 0103 7692
MILLIPORE CORP COM 601073109 3537 72000 SH DEFINED 01 72000
MINERALS TECHNOLOGIE COM 603158106 5793 130000 SH DEFINED 0128 130000
MN MINING & MFG CO COM 604059105 111000 1200000 SH DEFINED 0126 1200000
MN MINING & MFG CO COM 604059105 5393 58300 SH DEFINED 0124 58300
MN MINING & MFG CO COM 604059105 8519 92100 SH DEFINED 0125 92100
MN MINING & MFG CO COM 604059105 55500 600000 SH DEFINED 011516 600000
MN MINING & MFG CO COM 604059105 632 6827 SH DEFINED 0102 6827
MN MINING & MFG CO COM 604059105 7348 79440 SH DEFINED 0103 79440
MN MINING & MFG CO COM 604059105 9204 99500 SH DEFINED 01 99500
MN P & L 144A $100 PREFERRED STOCK 6041103#1 5053 50000 SH DEFINED 0105 50000
MN P & L 144A $100 PREFERRED STOCK 6041103#1 3032 30000 SH DEFINED 01 30000
MN P&L 144A 6.70 PREFERRED STOCK 604110999 10350 100000 SH DEFINED 0105 100000
MIRAGE RESORTS INC COM 60462E104 60250 2000000 SH DEFINED 0126 2000000
MIRAGE RESORTS INC COM 60462E104 946 31390 SH DEFINED 0103 31390
MRS FIELDS COM 60650*990 605 20176717 SH DEFINED 0105 20176717
MOBIL COM 607059102 5920 80000 SH DEFINED 0108 80000
MOBIL COM 607059102 148000 2000000 SH DEFINED 0126 2000000
MOBIL COM 607059102 44400 600000 SH DEFINED 0113 600000
MOBIL COM 607059102 18500 250000 SH DEFINED 0124 250000
MOBIL COM 607059102 24050 325000 SH DEFINED 0125 325000
MOBIL COM 607059102 16650 225000 SH DEFINED 0107 225000
MOBIL COM 607059102 44400 600000 SH DEFINED 011516 600000
MOBIL COM 607059102 107727 1455698 SH DEFINED 0102 1455698
MOBIL COM 607059102 33300 450000 SH DEFINED 0131 450000
MOBIL COM 607059102 14437 195084 SH DEFINED 0103 195084
MOBIL COM 607059102 9028 122000 SH DEFINED 01 122000
MOBILE TELE TECH CP COM 607406105 6475 400000 SH DEFINED 011614 400000
MOLEX INC COM 608554101 66563 1500000 SH DEFINED 011516 1500000
MOLEX INC COM 608554101 3661 82500 SH DEFINED 011619 82500
<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
MOLEX INC COM 608554101 4438 100000 SH DEFINED 011620 100000
MOLEX INC COM 608554101 108 2448 SH DEFINED 0102 2448
MOLEX INC COM 608554101 821 18500 SH DEFINED 01 18500
MONSANTO COMPANY COM 611662107 156000 4000000 SH DEFINED 0126 4000000
MONSANTO COMPANY COM 611662107 46800 1200000 SH DEFINED 0111 1200000
MONSANTO COMPANY COM 611662107 4035 103464 SH DEFINED 0103 103464
MOORE CORP COM 615785102 287 15099 SH DEFINED 0103 15099
JP MORGAN & CO INC COM 616880100 39769 350000 SH DEFINED 0113 350000
JP MORGAN & CO INC COM 616880100 18180 160000 SH DEFINED 0107 160000
JP MORGAN & CO INC COM 616880100 28406 250000 SH DEFINED 0131 250000
JP MORGAN & CO INC COM 616880100 4932 43400 SH DEFINED 0103 43400
JP MORGAN & CO INC COM 616880100 10454 92000 SH DEFINED 01 92000
JPMS-GANNETT MEDS CONV PFD STOCK 616880878 19038 200000 SH DEFINED 0107 200000
MORGAN ST DEAN WITTE COM 617446448 7136 132000 SH DEFINED 0108 132000
MORGAN ST DEAN WITTE COM 617446448 162188 3000000 SH DEFINED 0126 3000000
MORGAN ST DEAN WITTE COM 617446448 64875 1200000 SH DEFINED 011516 1200000
MORGAN ST DEAN WITTE COM 617446448 70281 1300000 SH DEFINED 011618 1300000
MORGAN ST DEAN WITTE COM 617446448 5570 103025 SH DEFINED 0103 103025
MS-UNUM PREFERRED STOCK 617446570 55088 650000 SH DEFINED 0130 650000
MS-UNUM PREFERRED STOCK 617446570 46613 550000 SH DEFINED 0124 550000
MS-UNUM PREFERRED STOCK 617446570 38138 450000 SH DEFINED 011618 450000
MS-CONAGRA PEPS CONV PFD STOCK 617446612 21219 350000 SH DEFINED 0130 350000
MS-CONAGRA PEPS CONV PFD STOCK 617446612 19703 325000 SH DEFINED 0107 325000
MS-MERCK PEPS CONV PFD STOCK 617446620 20194 225000 SH DEFINED 0130 225000
MS-CITICORP CVT CONV PFD STOCK 617446638 29781 250000 SH DEFINED 0130 250000
MS-AIRTOUCH DEC CVT CONV PFD STOCK 617446653 16275 525000 SH DEFINED 0130 525000
MS-AIRTOUCH DEC CVT CONV PFD STOCK 617446653 13950 450000 SH DEFINED 0107 450000
MS-GILLETTE DEC CVT CONV PFD STOCK 617446679 13065 195000 SH DEFINED 0130 195000
MORTON INTERNATIONAL COM 619335102 13490 380000 SH DEFINED 011614 380000
MORTON INTERNATIONAL COM 619335102 873 24602 SH DEFINED 0103 24602
MOTOROLA COM 620076109 8266 115000 SH DEFINED 0108 115000
MOTOROLA COM 620076109 43125 600000 SH DEFINED 0126 600000
MOTOROLA COM 620076109 12578 175000 SH DEFINED 0124 175000
MOTOROLA COM 620076109 17897 249000 SH DEFINED 0125 249000
MOTOROLA COM 620076109 10781 150000 SH DEFINED 0135 150000
MOTOROLA COM 620076109 46719 650000 SH DEFINED 011516 650000
MOTOROLA COM 620076109 124643 1734312 SH DEFINED 0102 1734312
MOTOROLA COM 620076109 10095 140452 SH DEFINED 0103 140452
MOTOROLA COM 620076109 3594 50000 SH DEFINED 01 50000
MURPHY OIL COM 626717102 5713 100000 SH DEFINED 0128 100000
MUTL RISKMGMTCVT/PUT CONV BOND 628351AA6 8306 15000000 PRN DEFINED 0106 15000000
MUTUAL RISK COM 628351108 50813 1000000 SH DEFINED 0130 1000000
MUTUAL RISK COM 628351108 15244 300000 SH DEFINED 0106 300000
MUTUAL RISK COM 628351108 3472 68333 SH DEFINED 011620 68333
MUTUAL RISK COM 628351108 538 10600 SH DEFINED 0102 10600
MUTUAL RISK COM 628351108 6268 123350 SH DEFINED 0131 123350
MUTUAL RISK COM 628351108 368 7250 SH DEFINED 0103 7250
NCO GROUP COM 628858102 8603 232500 SH DEFINED 011614 232500
NIPSCO COM 629140104 10531 250000 SH DEFINED 0132 250000
NABORS INDUSTRIES IN COM 629568106 4009 102970 SH DEFINED 0102 102970
<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
NACCO IND CL A COM 629579103 157 1339 SH DEFINED 0103 1339
NALCO CHEMICAL COM 629853102 38059 950000 SH DEFINED 0113 950000
NALCO CHEMICAL COM 629853102 4006 100000 SH DEFINED 011620 100000
NALCO CHEMICAL COM 629853102 16025 400000 SH DEFINED 0131 400000
NALCO CHEMICAL COM 629853102 1272 31757 SH DEFINED 0103 31757
NATIONAL AUS BK PFD CONV PFD STOCK 632525309 6418 218500 SH DEFINED 0104 218500
NATIONAL AUS BK PFD CONV PFD STOCK 632525309 5243 178500 SH DEFINED 0109 178500
NATIONAL AUS BK PFD CONV PFD STOCK 632525309 3319 113000 SH DEFINED 011621 113000
NATIONAL CITY CORP COM 635405103 43094 700000 SH DEFINED 0113 700000
NATIONAL CITY CORP COM 635405103 2327 37803 SH DEFINED 0103 37803
NATL SEMICONDUCTOR COM 637640103 12300 300000 SH DEFINED 011614 300000
NATL SEMICONDUCTOR COM 637640103 497 12100 SH DEFINED 0102 12100
NATL SEMICONDUCTOR COM 637640103 1046 25514 SH DEFINED 0103 25514
NATL SERVICES IND COM 637657107 350 7960 SH DEFINED 0103 7960
NAT CORP HOUSING COM 637995994 100 500 SH DEFINED 01 500
NATIONS BANK COM 638585109 24750 400000 SH DEFINED 0113 400000
NATIONS BANK COM 638585109 17944 290000 SH DEFINED 0107 290000
NATIONS BANK COM 638585109 153040 2473407 SH DEFINED 0102 2473407
NATIONS BANK COM 638585109 18563 300000 SH DEFINED 0131 300000
NATIONS BANK COM 638585109 9620 155480 SH DEFINED 0103 155480
NATIONS BANK COM 638585109 30628 495000 SH DEFINED 01 495000
NATIONWIDE HEALTH COM 638620104 13234 550000 SH DEFINED 0113 550000
NATIONWIDE HEALTH COM 638620104 6016 250000 SH DEFINED 0131 250000
NATIONWIDE HEALTH COM 638620104 481 20000 SH DEFINED 0103 20000
NAVISTAR INTL CORP COM 63934E108 6097 220704 SH DEFINED 0103 220704
NEUBERGER & BERMAN COM 640917506 1677 75323 SH DEFINED 0103 75323
NETSCAPE COM 641149109 7200 200000 SH DEFINED 011614 200000
NETWORK SOLUTIONS COM 64121Q102 111 5200 SH DEFINED 0102 5200
NETWORK SOLUTIONS COM 64121Q102 146 6700 SH DEFINED 0131 6700
NETWORK SOLUTIONS COM 64121Q102 6 300 SH DEFINED 0103 300
NETWORK GENERAL COM 641210109 28094 1450000 SH DEFINED 0106 1450000
NETWORK GENERAL COM 641210109 4263 220000 SH DEFINED 011619 220000
NEW CENTURY ENERGIES COM 64352U103 16625 400000 SH DEFINED 0132 400000
NEW CENTURY ENERGIES COM 64352U103 16002 385000 SH DEFINED 0107 385000
NEW ERA OF NETWORKS COM 644312100 2750 200000 SH DEFINED 011619 200000
NJ NATL GAS 100 144A PREFERRED STOCK 645869207 20800 200000 SH DEFINED 0105 200000
NEW JERSEY RESOURCES COM 646025106 4983 153900 SH DEFINED 0128 153900
NEW JERSEY RESOURCES COM 646025106 9713 300000 SH DEFINED 0132 300000
NEW YORK TIMES CLA COM 650111107 886 16869 SH DEFINED 0103 16869
NEW BRIDGE NETWORKS COM 650901101 16765 280000 SH DEFINED 011614 280000
NEWELL CO COM 651192106 1119 27964 SH DEFINED 0103 27964
NEWELL CO COM 651192106 3820 95500 SH DEFINED 01 95500
NEWFIELD EXPLORATION COM 651290108 1664 59300 SH DEFINED 0128 59300
NEWFIELD EXPLORATION COM 651290108 3929 140000 SH DEFINED 011619 140000
NEWFIELD EXPLORATION COM 651290108 4136 147400 SH DEFINED 011620 147400
NEWFIELD EXPLORATION COM 651290108 5613 200000 SH DEFINED 011614 200000
NEWFIELD EXPLORATION COM 651290108 22449 800030 SH DEFINED 0102 800030
NEWFIELD EXPLORATION COM 651290108 6830 243400 SH DEFINED 0131 243400
NEWFIELD EXPLORATION COM 651290108 698 24870 SH DEFINED 0103 24870
NEWMONT MINING COM 651639106 2247 50000 SH DEFINED 0127 50000
<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
NEWMONT MINING COM 651639106 1234 27471 SH DEFINED 0103 27471
NEXTLEVEL SYSTEMS COM 652907106 433 25880 SH DEFINED 0103 25880
NEXTEL COMMUNICATION COM 65332V103 15881 550000 SH DEFINED 011614 550000
NEXTEL COMMUNICATION COM 65332V103 1507 52200 SH DEFINED 0102 52200
NEXTEL COMM WTS WARRANT 65332V111 0 18902 SH DEFINED 0109 18902
NEXSTAR PHARM COM 65333B106 3550 200000 SH DEFINED 011619 200000
NEXTLINK COMM COM 65333H707 497 20700 SH DEFINED 0108 20700
NEXTLINK COMM COM 65333H707 7200 300000 SH DEFINED 0106 300000
NEXTLINK COMM COM 65333H707 1800 75000 SH DEFINED 011619 75000
NEXTLINK COMM COM 65333H707 3000 125000 SH DEFINED 011614 125000
NEXTLINK COMM COM 65333H707 902 37550 SH DEFINED 0102 37550
NEXTLINK COMM COM 65333H707 655 27300 SH DEFINED 0131 27300
NEXTLINK COMM COM 65333H707 50 2050 SH DEFINED 0103 2050
NIAGARA MOHAWK POWER COM 653522102 243 25385 SH DEFINED 0103 25385
NICOR COM 654086107 7688 205000 SH DEFINED 0132 205000
NICOR COM 654086107 305 8141 SH DEFINED 0103 8141
NIKE INC CL B COM 654106103 42400 800000 SH DEFINED 0111 800000
NIKE INC CL B COM 654106103 4770 90000 SH DEFINED 011622 90000
NIKE INC CL B COM 654106103 10600 200000 SH DEFINED 011623 200000
NIKE INC CL B COM 654106103 2686 50685 SH DEFINED 0103 50685
NOBLE AFFILIATES COM 654894104 49225 1100000 SH DEFINED 011516 1100000
NOBLE AFFILIATES COM 654894104 4028 90000 SH DEFINED 011620 90000
NOBLE AFFILIATES COM 654894104 4931 110200 SH DEFINED 011614 110200
NOBLE AFFILIATES COM 654894104 23364 522100 SH DEFINED 0102 522100
NOBLE AFFILIATES COM 654894104 11948 267000 SH DEFINED 0131 267000
NOBLE AFFILIATES COM 654894104 1057 23625 SH DEFINED 0103 23625
NOKIA ADR A COM 654902204 12196 130000 SH DEFINED 011618 130000
NOKIA ADR A COM 654902204 43525 463960 SH DEFINED 0102 463960
NOKIA ADR A COM 654902204 6759 72054 SH DEFINED 0103 72054
NOKIA ADR A COM 654902204 10319 110000 SH DEFINED 01 110000
NOBLE DRILLING CORP COM 655042109 6450 200000 SH DEFINED 011619 200000
NOBLE DRILLING CORP COM 655042109 14513 450000 SH DEFINED 011614 450000
NORDSTROM INC COM 655664100 864 13556 SH DEFINED 0103 13556
NORFOLK SOUTHERN CO COM 655844108 2279 22072 SH DEFINED 0103 22072
NORFOLK SO RAILWAY PREFERRED STOCK 655855203 3 80 SH DEFINED 0102 80
NORSTAN, INC COM 656535101 753 35000 SH DEFINED 0128 35000
NORTH ATLANTIC TR WT WARRANT 657337119 0 145 SH DEFINED 0109 145
NORTHEAST UTILITIES COM 664397106 3850 400000 SH DEFINED 0132 400000
NORTHRN ST PWR CO MN COM 665772109 14179 285000 SH DEFINED 0130 285000
NORTHRN ST PWR CO MN COM 665772109 27363 550000 SH DEFINED 0113 550000
NORTHRN ST PWR CO MN COM 665772109 15273 307000 SH DEFINED 0132 307000
NORTHRN ST PWR CO MN COM 665772109 15671 315000 SH DEFINED 0107 315000
NORTHRN ST PWR CO MN COM 665772109 14925 300000 SH DEFINED 0131 300000
NORTHRN ST PWR CO MN COM 665772109 1543 30995 SH DEFINED 0103 30995
NORTHRN ST PWR CO MN COM 665772109 3159 63500 SH DEFINED 01 63500
NORTHRN TELECOM COM 665815106 46772 450000 SH DEFINED 0130 450000
NORTHRN TELECOM COM 665815106 218269 2100000 SH DEFINED 0126 2100000
NORTHRN TELECOM COM 665815106 103938 1000000 SH DEFINED 0111 1000000
NORTHRN TELECOM COM 665815106 12992 125000 SH DEFINED 0132 125000
NORTHRN TELECOM COM 665815106 12348 118800 SH DEFINED 0124 118800
<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
NORTHRN TELECOM COM 665815106 20943 201500 SH DEFINED 0112 201500
NORTHRN TELECOM COM 665815106 16266 156500 SH DEFINED 0125 156500
NORTHRN TELECOM COM 665815106 10394 100000 SH DEFINED 0135 100000
NORTHRN TELECOM COM 665815106 53008 510000 SH DEFINED 011618 510000
NORTHRN TELECOM COM 665815106 4158 40000 SH DEFINED 011620 40000
NORTHRN TELECOM COM 665815106 25984 250000 SH DEFINED 011617 250000
NORTHRN TELECOM COM 665815106 93325 897899 SH DEFINED 0102 897899
NORTHRN TELECOM COM 665815106 6220 59850 SH DEFINED 0103 59850
NORTHROP GRUMMAN COR COM 666807102 7889 65000 SH DEFINED 0124 65000
NORTHROP GRUMMAN COR COM 666807102 9103 75000 SH DEFINED 0125 75000
NORTHROP GRUMMAN COR COM 666807102 11563 95250 SH DEFINED 0102 95250
NORTHROP GRUMMAN COR COM 666807102 1898 15640 SH DEFINED 0103 15640
NWA COM 667280101 24900 600000 SH DEFINED 0111 600000
NWA COM 667280101 3113 75000 SH DEFINED 011622 75000
NWA COM 667280101 6225 150000 SH DEFINED 011623 150000
NWA COM 667280101 228 5500 SH DEFINED 0102 5500
NORTHWEST NATURAL GA COM 667655104 6759 262500 SH DEFINED 0132 262500
NORWEST CORP COM 669380107 24500 400000 SH DEFINED 0130 400000
NORWEST CORP COM 669380107 11687 190800 SH DEFINED 0108 190800
NORWEST CORP COM 669380107 312375 5100000 SH DEFINED 0126 5100000
NORWEST CORP COM 669380107 9659 157700 SH DEFINED 0113 157700
NORWEST CORP COM 669380107 3050 49800 SH DEFINED 0124 49800
NORWEST CORP COM 669380107 10658 174000 SH DEFINED 0125 174000
NORWEST CORP COM 669380107 17150 280000 SH DEFINED 0107 280000
NORWEST CORP COM 669380107 49000 800000 SH DEFINED 011516 800000
NORWEST CORP COM 669380107 40425 660000 SH DEFINED 011618 660000
NORWEST CORP COM 669380107 126847 2070729 SH DEFINED 0102 2070729
NORWEST CORP COM 669380107 10351 169000 SH DEFINED 0131 169000
NORWEST CORP COM 669380107 5640 92103 SH DEFINED 0103 92103
NORWEST CORP COM 669380107 7300 119185 SH DEFINED 01 119185
NOVARTIS AG ADR COM 66987V109 4863 63000 SH DEFINED 01 63000
NOVACARE CORP CONV BOND 669930AA7 6711 7000000 PRN DEFINED 0104 7000000
NOVACARE CORP CONV BOND 669930AA7 2876 3000000 PRN DEFINED 011621 3000000
NOVACARE INC COM 669930109 4658 270000 SH DEFINED 011619 270000
NOVELL INC COM 670006105 550 61304 SH DEFINED 0103 61304
NUCOR CORP COM 670346105 15806 300000 SH DEFINED 0111 300000
NUCOR CORP COM 670346105 1581 30000 SH DEFINED 011622 30000
NUCOR CORP COM 670346105 3425 65000 SH DEFINED 011623 65000
NUCOR CORP COM 670346105 184 3500 SH DEFINED 0102 3500
NUCOR CORP COM 670346105 812 15421 SH DEFINED 0103 15421
NUCOR CORP COM 670346105 10697 203024 SH DEFINED 01 203024
NUEVO ENERGY CO COM 670509108 9575 200000 SH DEFINED 0106 200000
OASIS COM 674216106 3961 162500 SH DEFINED 0107 162500
OCCIDENTAL PETROLEUM COM 674599105 1509 58161 SH DEFINED 0103 58161
OCWEN ASSET INVEST COM 67574M106 2185 95000 SH DEFINED 0109 95000
OFFICE MAX COM 67622M108 26578 1750000 SH DEFINED 0106 1750000
OFFICE MAX COM 67622M108 19551 1287300 SH DEFINED 011618 1287300
OFFICE DEPOT INC COM 676220106 54506 2700000 SH DEFINED 011516 2700000
OFFICE DEPOT INC COM 676220106 5653 280000 SH DEFINED 011619 280000
OFFICE DEPOT INC COM 676220106 14313 709000 SH DEFINED 011614 709000
<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
OFFICE DEPOT INC COM 676220106 14459 716250 SH DEFINED 0102 716250
OFFICE DEPOT INC COM 676220106 10350 512700 SH DEFINED 0131 512700
OFFICE DEPOT INC COM 676220106 608 30100 SH DEFINED 0103 30100
OGDEN CORP COM 676346109 10497 444316 SH DEFINED 0103 444316
OHIO EDISON COM 677347106 11719 500000 SH DEFINED 0132 500000
OHIO EDISON COM 677347106 628 26786 SH DEFINED 0103 26786
OHIO POWER CO $100 PREFERRED STOCK 677415796 3677 36000 SH DEFINED 0105 36000
OHI PWR CO $100 PREFERRED STOCK 677415812 1031 10000 SH DEFINED 0105 10000
OHIO PWR CO $100 PREFERRED STOCK 677415820 529 5000 SH DEFINED 0105 5000
OLSTEN CORP COM 681385100 84 4500 SH DEFINED 0102 4500
OMNICARE, INC. COM 681904108 14615 449575 SH DEFINED 0102 449575
OMNICARE, INC. COM 681904108 238 7325 SH DEFINED 0103 7325
OMEGA HEALTH CARE COM 681936100 10800 300000 SH DEFINED 0113 300000
OMEGA HEALTH CARE COM 681936100 4500 125000 SH DEFINED 0107 125000
OMEGA HEALTH CARE COM 681936100 540 15000 SH DEFINED 0103 15000
OMNIPOINT CORP COM 68212D102 10938 500000 SH DEFINED 011614 500000
OMNIPOINT CORP COM 68212D102 46 2127 SH DEFINED 0102 2127
OMNIPOINT CORP COM 68212D102 613 28000 SH DEFINED 01 28000
ONEOK INC COM 682678107 7341 225000 SH DEFINED 0132 225000
ONEOK INC COM 682678107 145 4439 SH DEFINED 0103 4439
ONSALE INC COM 682838107 2338 72500 SH DEFINED 011619 72500
OPTEL INC NON-VTG CM COM 683817100 0 17000 SH DEFINED 0109 17000
OPTEL INC NON-VTG CM COM 683817100 0 500 SH DEFINED 011620 500
ORACLE CORP COM COM 68389X105 163969 4500000 SH DEFINED 0126 4500000
ORACLE CORP COM COM 68389X105 81073 2225000 SH DEFINED 0111 2225000
ORACLE CORP COM COM 68389X105 12705 348675 SH DEFINED 0124 348675
ORACLE CORP COM COM 68389X105 17281 474275 SH DEFINED 0125 474275
ORACLE CORP COM COM 68389X105 10931 300000 SH DEFINED 011622 300000
ORACLE CORP COM COM 68389X105 26290 721500 SH DEFINED 011623 721500
ORACLE CORP COM COM 68389X105 15030 412500 SH DEFINED 011618 412500
ORACLE CORP COM COM 68389X105 2915 80000 SH DEFINED 011620 80000
ORACLE CORP COM COM 68389X105 12753 350000 SH DEFINED 011614 350000
ORACLE CORP COM COM 68389X105 125011 3430802 SH DEFINED 0102 3430802
ORACLE CORP COM COM 68389X105 24711 678175 SH DEFINED 0131 678175
ORACLE CORP COM COM 68389X105 9259 254111 SH DEFINED 0103 254111
ORACLE CORP COM COM 68389X105 7433 204000 SH DEFINED 01 204000
ORYX ENERGY CO COM 68763F100 471 18529 SH DEFINED 0103 18529
OUTDOOR SYSTEM COM 690057104 10500 400000 SH DEFINED 011619 400000
OUTDOOR SYSTEM COM 690057104 23625 900000 SH DEFINED 011614 900000
OUTDOOR SYSTEM COM 690057104 33542 1277753 SH DEFINED 0102 1277753
OUTDOOR SYSTEM COM 690057104 9411 358500 SH DEFINED 0131 358500
OUTDOOR SYSTEM COM 690057104 976 37200 SH DEFINED 0103 37200
OUTDOOR SYSTEM COM 690057104 433 16500 SH DEFINED 01 16500
OWENS-CORNING COM 69073F103 323 8863 SH DEFINED 0103 8863
OWENS & MINOR INC COM 690732102 2458 172469 SH DEFINED 0103 172469
OWENS ILLINOIS INC COM 690768403 17138 505000 SH DEFINED 011618 505000
OWENS ILLINOIS INC COM 690768403 3733 110000 SH DEFINED 011620 110000
OWENS ILLINOIS INC COM 690768403 836 24640 SH DEFINED 0103 24640
OXFORD HEALTH COM 691471106 15724 210000 SH DEFINED 011618 210000
PILGRIM BAXTER GRWTH COM 693163107 9284 334178 SH DEFINED 0103 334178
<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
PECO ENERGY COM 693304107 916 39075 SH DEFINED 0103 39075
PACIFIC GAS & ELEC COM 69331C108 1784 76943 SH DEFINED 0103 76943
PIMCO TOTAL RET FUND COM 693390726 0 10 SH DEFINED 0103 10
PMT SERVICES COM 693457103 2790 180000 SH DEFINED 011619 180000
PMT SERVICES COM 693457103 10664 688000 SH DEFINED 011614 688000
PNC FINL CORP COM 693475105 2613 53526 SH DEFINED 0103 53526
PP & L RESOURCES COM 693499105 635 29016 SH DEFINED 0103 29016
PPG INDUSTRIES INC COM 693506107 20373 325000 SH DEFINED 0131 325000
PPG INDUSTRIES INC COM 693506107 1974 31492 SH DEFINED 0103 31492
PRI AUTOMATION INC COM 69357H106 5850 100000 SH DEFINED 011619 100000
PRI AUTOMATION INC COM 69357H106 11700 200000 SH DEFINED 011614 200000
PRI AUTOMATION INC COM 69357H106 17516 299400 SH DEFINED 0102 299400
PRI AUTOMATION INC COM 69357H106 181 3100 SH DEFINED 0103 3100
PSW TECHNOLOGIES COM 69364J103 1506 117000 SH DEFINED 011619 117000
PACCAR INC COM 693718108 767 13689 SH DEFINED 0103 13689
PACIFIC ENTERPRISES COM 694232109 495 14620 SH DEFINED 0103 14620
PACIFIC GAS & ELEC PREFERRED STOCK 694308651 2875 112200 SH DEFINED 0105 112200
PACIFIC GAS & ELEC PREFERRED STOCK 694308693 18745 717500 SH DEFINED 0105 717500
PACIFICORP COM 695114108 4475 200000 SH DEFINED 0132 200000
PACIFICORP COM 695114108 1163 51985 SH DEFINED 0103 51985
PACIFICORP $100 PAR PREFERRED STOCK 695114678 16116 150000 SH DEFINED 0105 150000
PACIFICORP $100 PAR PREFERRED STOCK 695114678 1074 10000 SH DEFINED 0116 10000
PAGEMART NATIONWIDE COM 69553Q108 330 50750 SH DEFINED 0109 50750
PAIN WEBBER GLOBAL COM 695910877 2 151 SH DEFINED 01 151
PAIR GAIN TECH COM 695934109 27075 950000 SH DEFINED 0106 950000
PALL CORP COM 696429307 482 22337 SH DEFINED 0103 22337
PAPA JOHN COM 698813102 7244 211900 SH DEFINED 011619 211900
PAPA JOHN COM 698813102 13675 400000 SH DEFINED 011614 400000
PAPA JOHN COM 698813102 6619 193600 SH DEFINED 0102 193600
PAPA JOHN COM 698813102 3822 111800 SH DEFINED 0131 111800
PAPA JOHN COM 698813102 340 9950 SH DEFINED 0103 9950
PARAMETRIC TECH CORP COM 699173100 9394 212900 SH DEFINED 0108 212900
PARAMETRIC TECH CORP COM 699173100 70600 1600000 SH DEFINED 0126 1600000
PARAMETRIC TECH CORP COM 699173100 2206 50000 SH DEFINED 0124 50000
PARAMETRIC TECH CORP COM 699173100 3530 80000 SH DEFINED 0125 80000
PARAMETRIC TECH CORP COM 699173100 6072 137600 SH DEFINED 011622 137600
PARAMETRIC TECH CORP COM 699173100 13396 303600 SH DEFINED 011623 303600
PARAMETRIC TECH CORP COM 699173100 35300 800000 SH DEFINED 011516 800000
PARAMETRIC TECH CORP COM 699173100 8825 200000 SH DEFINED 011619 200000
PARAMETRIC TECH CORP COM 699173100 3751 85000 SH DEFINED 011620 85000
PARAMETRIC TECH CORP COM 699173100 22749 515500 SH DEFINED 0102 515500
PARAMETRIC TECH CORP COM 699173100 6738 152700 SH DEFINED 0131 152700
PARAMETRIC TECH CORP COM 699173100 1753 39723 SH DEFINED 0103 39723
PARKER DRILLING COM 701081101 12150 800000 SH DEFINED 011614 800000
PARKER DRILLING COM 701081101 3404 224100 SH DEFINED 0102 224100
PARKER-HANNIFIN COM 701094104 18199 404400 SH DEFINED 0102 404400
PARKER-HANNIFIN COM 701094104 884 19639 SH DEFINED 0103 19639
PATRIOT AMERN HOSP COM 703352203 8925 280004 SH DEFINED 0107 280004
PATRIOT AMERN HOSP COM 703352203 11614 364350 SH DEFINED 011614 364350
PATRIOT AMERN HOSP COM 703352203 789 24750 SH DEFINED 0102 24750
<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
PATRIOT AMERN HOSP COM 703352203 9470 297100 SH DEFINED 0131 297100
PATRIOT AMERN HOSP COM 703352203 542 17000 SH DEFINED 0103 17000
PATTERSON DENTAL COM 703412106 6075 150000 SH DEFINED 0128 150000
PAYCHEX INC COM 704326107 65124 1867360 SH DEFINED 0102 1867360
PAYCHEX INC COM 704326107 29993 860025 SH DEFINED 0131 860025
PAYCHEX INC COM 704326107 2899 83130 SH DEFINED 0103 83130
PEGASUS COMM CORP COM 705904100 364 16923 SH DEFINED 0109 16923
PEGASUS SYSTEMS COM 705906105 1813 100000 SH DEFINED 011619 100000
PENNEY J C COM 708160106 32038 550000 SH DEFINED 0130 550000
PENNEY J C COM 708160106 43688 750000 SH DEFINED 0113 750000
PENNEY J C COM 708160106 5825 100000 SH DEFINED 0125 100000
PENNEY J C COM 708160106 21553 370000 SH DEFINED 0107 370000
PENNEY J C COM 708160106 427 7350 SH DEFINED 0102 7350
PENNEY J C COM 708160106 32038 550000 SH DEFINED 0131 550000
PENNEY J C COM 708160106 4001 68692 SH DEFINED 0103 68692
PENTAIR INC COM 709631105 2784 75499 SH DEFINED 0103 75499
PENNZOIL COM 709903108 663 8316 SH DEFINED 0103 8316
PENNZOIL COM 709903108 5140 64500 SH DEFINED 01 64500
PEOPLES ENERGY CORP COM 711030106 233 6182 SH DEFINED 0103 6182
PEOPLE SOFT COM 712713106 7768 130000 SH DEFINED 011619 130000
PEOPLE SOFT COM 712713106 62386 1044112 SH DEFINED 0102 1044112
PEOPLE SOFT COM 712713106 36262 606900 SH DEFINED 0131 606900
PEOPLE SOFT COM 712713106 2981 49888 SH DEFINED 0103 49888
PEP BOYS COM 713278109 29975 1100000 SH DEFINED 011516 1100000
PEP BOYS COM 713278109 303 11135 SH DEFINED 0103 11135
PEPSICO COM 713448108 10895 268595 SH DEFINED 0103 268595
PEREZ COMPANC SA ADR COM 713665107 8877 550000 SH DEFINED 0135 550000
PEREZ COMPANC SA ADR COM 713665107 317 19638 SH DEFINED 0102 19638
PEREZ COMPANC SA ADR COM 713665107 6741 417633 SH DEFINED 0131 417633
PEREZ COMPANC SA ADR COM 713665107 402 24895 SH DEFINED 0103 24895
PERKIN ELMER COM 714041100 1827 25000 SH DEFINED 0124 25000
PERKIN ELMER COM 714041100 3653 50000 SH DEFINED 0125 50000
PERKIN ELMER COM 714041100 59 800 SH DEFINED 0102 800
PERKIN ELMER COM 714041100 562 7688 SH DEFINED 0103 7688
PERVASIVE SOFTWARE COM 715710109 2300 200000 SH DEFINED 011619 200000
PERVASIVE SOFTWARE COM 715710109 2300 200000 SH DEFINED 011614 200000
PETROLEO BRASILEIRO COM 71654V200 14985 540000 SH DEFINED 011618 540000
PETROLEUM GEO SERV COM 716597109 4396 65000 SH DEFINED 011619 65000
PETROLEUM GEO SERV COM 716597109 15554 230000 SH DEFINED 011614 230000
PETROLEUM GEO SERV COM 716597109 347 5150 SH DEFINED 0102 5150
PETROLEUM GEO SERV COM 716597109 4950 73200 SH DEFINED 0131 73200
PETROLEUM GEO SERV COM 716597109 298 4400 SH DEFINED 0103 4400
PHARMACIA & UPJOHN COM 716941109 3253 89129 SH DEFINED 0103 89129
PFIZER COM 717081103 60063 1000000 SH DEFINED 0130 1000000
PFIZER COM 717081103 312325 5200000 SH DEFINED 0126 5200000
PFIZER COM 717081103 96100 1600000 SH DEFINED 0111 1600000
PFIZER COM 717081103 15808 263200 SH DEFINED 0124 263200
PFIZER COM 717081103 24385 406000 SH DEFINED 0125 406000
PFIZER COM 717081103 15917 265000 SH DEFINED 0135 265000
PFIZER COM 717081103 13214 220000 SH DEFINED 011622 220000
<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
PFIZER COM 717081103 28830 480000 SH DEFINED 011623 480000
PFIZER COM 717081103 40542 675000 SH DEFINED 011516 675000
PFIZER COM 717081103 33034 550000 SH DEFINED 011618 550000
PFIZER COM 717081103 72841 1212883 SH DEFINED 0102 1212883
PFIZER COM 717081103 15919 265044 SH DEFINED 0103 265044
PHARMACEUTICAL PROD COM 717124101 12734 625000 SH DEFINED 0106 625000
PHELPS DODGE COM 717265102 823 10603 SH DEFINED 0103 10603
PHILIP MORRIS COM 718154107 24938 600000 SH DEFINED 0130 600000
PHILIP MORRIS COM 718154107 12884 310000 SH DEFINED 0108 310000
PHILIP MORRIS COM 718154107 35328 850000 SH DEFINED 0113 850000
PHILIP MORRIS COM 718154107 22859 550000 SH DEFINED 0124 550000
PHILIP MORRIS COM 718154107 25977 625000 SH DEFINED 0125 625000
PHILIP MORRIS COM 718154107 30548 735000 SH DEFINED 0107 735000
PHILIP MORRIS COM 718154107 39277 945000 SH DEFINED 011618 945000
PHILIP MORRIS COM 718154107 182836 4399088 SH DEFINED 0102 4399088
PHILIP MORRIS COM 718154107 27016 650000 SH DEFINED 0131 650000
PHILIP MORRIS COM 718154107 23174 557559 SH DEFINED 0103 557559
PHILIP MORRIS COM 718154107 3117 75000 SH DEFINED 01 75000
PHILIP SERVICES COM 71819M103 11863 650000 SH DEFINED 0106 650000
PHILIPPINE LONG DIST COM 718252604 1543 56900 SH DEFINED 0124 56900
PHILIPPINE LONG DIST COM 718252604 4684 172700 SH DEFINED 0112 172700
PHILIPPINE LONG DIST COM 718252604 7343 270700 SH DEFINED 011617 270700
PHILLIPS PETROLEUM COM 718507106 30975 600000 SH DEFINED 0130 600000
PHILLIPS PETROLEUM COM 718507106 5163 100000 SH DEFINED 0124 100000
PHILLIPS PETROLEUM COM 718507106 10325 200000 SH DEFINED 0125 200000
PHILLIPS PETROLEUM COM 718507106 3421 66257 SH DEFINED 0103 66257
PHOENIX SHANNON 144A CONV BOND 719138AA7 600 2000000 PRN DEFINED 0104 2000000
PHYCOR COM 71940F100 21070 725000 SH DEFINED 0106 725000
PHYCOR COM 71940F100 52273 1798614 SH DEFINED 0102 1798614
PHYCOR COM 71940F100 841 28950 SH DEFINED 0103 28950
PHYCOR COM 71940F100 523 18000 SH DEFINED 01 18000
PIER ONE IMPORTS INC COM 720279108 13109 730800 SH DEFINED 011614 730800
PINNACLE WEST CAPITA COM 723484101 15131 450000 SH DEFINED 0132 450000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 10191 100000 SH DEFINED 0104 100000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 5096 50000 SH DEFINED 0110 50000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 5096 50000 SH DEFINED 011618 50000
PIONEER HI-BRED COM 723686101 2603 28600 SH DEFINED 0108 28600
PIONEER HI-BRED COM 723686101 25962 285300 SH DEFINED 0126 285300
PIONEER HI-BRED COM 723686101 1313 14434 SH DEFINED 0103 14434
PITNEY BOWES COM 724479100 2108 25346 SH DEFINED 0103 25346
PITTSTON BRINKS GRP COM 725701106 732 18300 SH DEFINED 0102 18300
PITTSTON BRINKS GRP COM 725701106 9062 226200 SH DEFINED 0131 226200
PITTSTON BRINKS GRP COM 725701106 505 12600 SH DEFINED 0103 12600
PLACER DOME INC COM 725906101 3825 200000 SH DEFINED 0127 200000
PLACER DOME INC COM 725906101 804 42047 SH DEFINED 0103 42047
PLATINUM TECH INC COM 72764T101 11073 515000 SH DEFINED 011614 515000
POGO PRODUCING CO COM 730448107 13106 300000 SH DEFINED 011614 300000
POGO PRODUCING CO COM 730448107 61743 1413220 SH DEFINED 0102 1413220
POGO PRODUCING CO COM 730448107 10590 242400 SH DEFINED 0131 242400
POGO PRODUCING CO COM 730448107 1561 35730 SH DEFINED 0103 35730
<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
POLAROID COM 731095105 411 8024 SH DEFINED 0103 8024
POTLATCH CORP COM 737628107 257 5112 SH DEFINED 0103 5112
POWERWAVE COM 739363109 9881 255000 SH DEFINED 011619 255000
PRAXAIR COM 74005P104 20030 391300 SH DEFINED 0130 391300
PRAXAIR COM 74005P104 8958 175000 SH DEFINED 0108 175000
PRAXAIR COM 74005P104 56990 1113350 SH DEFINED 0126 1113350
PRAXAIR COM 74005P104 2048 40000 SH DEFINED 0124 40000
PRAXAIR COM 74005P104 2846 55600 SH DEFINED 0125 55600
PRAXAIR COM 74005P104 60742 1186650 SH DEFINED 011516 1186650
PRAXAIR COM 74005P104 3286 64200 SH DEFINED 011619 64200
PRAXAIR COM 74005P104 3005 58700 SH DEFINED 011620 58700
PRAXAIR COM 74005P104 5856 114400 SH DEFINED 011614 114400
PRAXAIR COM 74005P104 1116 21796 SH DEFINED 0102 21796
PRAXAIR COM 74005P104 10208 199417 SH DEFINED 0131 199417
PRAXAIR COM 74005P104 2494 48731 SH DEFINED 0103 48731
PRAXAIR COM 74005P104 6398 125000 SH DEFINED 01 125000
CBI INDUSTRIES 100 PREFERRED STOCK 74005P203 6930 70000 SH DEFINED 0105 70000
PRECISION CASTPARTS COM 740189105 7800 120000 SH DEFINED 0108 120000
PRECISION CASTPARTS COM 740189105 13780 212000 SH DEFINED 011614 212000
PRECISION CASTPARTS COM 740189105 15522 238740 SH DEFINED 0102 238740
PRECISION CASTPARTS COM 740189105 228 3510 SH DEFINED 0103 3510
PREMARK INTL INC COM 740459102 7872 246000 SH DEFINED 011614 246000
PRENTISS COM 740706106 7796 270000 SH DEFINED 0107 270000
PRICE COMMUNICATIONS WARRANT 741437149 119 41280 SH DEFINED 0109 41280
PRICE COMMUNICATIONS WARRANT 741437149 66 23048 SH DEFINED 011621 23048
PRIDE INTL COM 741932107 13600 400000 SH DEFINED 0106 400000
PROCTER & GAMBLE COM 742718109 41438 600000 SH DEFINED 0130 600000
PROCTER & GAMBLE COM 742718109 138125 2000000 SH DEFINED 0126 2000000
PROCTER & GAMBLE COM 742718109 19862 287600 SH DEFINED 0124 287600
PROCTER & GAMBLE COM 742718109 22418 324600 SH DEFINED 0125 324600
PROCTER & GAMBLE COM 742718109 41438 600000 SH DEFINED 011516 600000
PROCTER & GAMBLE COM 742718109 39161 567030 SH DEFINED 011618 567030
PROCTER & GAMBLE COM 742718109 56954 824708 SH DEFINED 0102 824708
PROCTER & GAMBLE COM 742718109 18082 261824 SH DEFINED 0103 261824
PROCTER & GAMBLE COM 742718109 6078 88000 SH DEFINED 01 88000
PROGRESSIVE CORP OH COM 743315103 10177 95000 SH DEFINED 0108 95000
PROGRESSIVE CORP OH COM 743315103 85700 800000 SH DEFINED 011516 800000
PROGRESSIVE CORP OH COM 743315103 1360 12700 SH DEFINED 0103 12700
PROJECT SOFTWARE COM 74339P101 10294 450000 SH DEFINED 0106 450000
PROMUS HOTEL CORP COM 74342H104 65377 1458900 SH DEFINED 0126 1458900
PROMUS HOTEL CORP COM 74342H104 22406 500000 SH DEFINED 0111 500000
PROMUS HOTEL CORP COM 74342H104 6310 140800 SH DEFINED 011614 140800
PROMUS HOTEL CORP COM 74342H104 58174 1298160 SH DEFINED 0102 1298160
PROMUS HOTEL CORP COM 74342H104 26744 596800 SH DEFINED 0131 596800
PROMUS HOTEL CORP COM 74342H104 44124 984640 SH DEFINED 0103 984640
PROMUS HOTEL CORP COM 74342H104 542 12100 SH DEFINED 01 12100
PROTECTIVE LIFE CORP COM 743674103 4949 98000 SH DEFINED 011619 98000
PROTECTIVE LIFE CORP COM 743674103 30375 601481 SH DEFINED 0103 601481
PROVIDENT COS INC COM 743862104 27975 400000 SH DEFINED 0130 400000
PROVIDENT COS INC COM 743862104 55950 800000 SH DEFINED 0111 800000
<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
PROVIDENT COS INC COM 743862104 5945 85000 SH DEFINED 011619 85000
PROVIDENT COS INC COM 743862104 4616 66000 SH DEFINED 011620 66000
PROVIDENT COS INC COM 743862104 13820 197600 SH DEFINED 0102 197600
PROVIDENT COS INC COM 743862104 11218 160400 SH DEFINED 0131 160400
PROVIDENT COS INC COM 743862104 867 12400 SH DEFINED 0103 12400
PRUDENTIAL UTIL CL A COM 743911208 3 202 SH DEFINED 01 202
PROVIDIAN FIN COM 74406A102 3175 80000 SH DEFINED 0128 80000
PROVIDIAN FIN COM 74406A102 40225 1013550 SH DEFINED 0111 1013550
PROVIDIAN FIN COM 74406A102 8692 219000 SH DEFINED 0124 219000
PROVIDIAN FIN COM 74406A102 16002 403200 SH DEFINED 0125 403200
PROVIDIAN FIN COM 74406A102 2036 51300 SH DEFINED 011622 51300
PROVIDIAN FIN COM 74406A102 4076 102700 SH DEFINED 011623 102700
PROVIDIAN FIN COM 74406A102 6350 160000 SH DEFINED 011619 160000
PROVIDIAN FIN COM 74406A102 4366 110000 SH DEFINED 011620 110000
PROVIDIAN FIN COM 74406A102 18852 475000 SH DEFINED 011614 475000
PROVIDIAN FIN COM 74406A102 58123 1464542 SH DEFINED 0102 1464542
PROVIDIAN FIN COM 74406A102 11767 296500 SH DEFINED 0131 296500
PROVIDIAN FIN COM 74406A102 2169 54649 SH DEFINED 0103 54649
PROVIDIAN FIN COM 74406A102 3751 94500 SH DEFINED 01 94500
PUB SERV ENTERPRISES COM 744573106 1049 40738 SH DEFINED 0103 40738
PUGET SOUND P&L $100 PREFERRED STOCK 745332502 173 1666 SH DEFINED 0105 1666
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 5478 50000 SH DEFINED 01 50000
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 1096 10000 SH DEFINED 0116 10000
PULTE CORP. COM 745867101 129 3378 SH DEFINED 0103 3378
PUTNAM HIGH YIELD COM 74678J104 2 244 SH DEFINED 01 244
QUAKER OATS COM 747402105 9571 190000 SH DEFINED 0108 190000
QUAKER OATS COM 747402105 8816 175000 SH DEFINED 0124 175000
QUAKER OATS COM 747402105 7204 143000 SH DEFINED 0125 143000
QUAKER OATS COM 747402105 22165 440000 SH DEFINED 0107 440000
QUAKER OATS COM 747402105 50375 1000000 SH DEFINED 011516 1000000
QUAKER OATS COM 747402105 5038 100000 SH DEFINED 011619 100000
QUAKER OATS COM 747402105 66094 1311988 SH DEFINED 0102 1311988
QUAKER OATS COM 747402105 2669 52989 SH DEFINED 0103 52989
QUAKER OATS COM 747402105 4282 85000 SH DEFINED 01 85000
QUALITY FOOD CENTERS COM 747565109 12281 300000 SH DEFINED 0106 300000
QUANTUM COM 747906105 4199 109600 SH DEFINED 011619 109600
QUANTUM COM 747906105 3463 90400 SH DEFINED 011614 90400
QUESTAR COM 748356102 8113 200000 SH DEFINED 0128 200000
QUESTAR COM 748356102 8113 200000 SH DEFINED 0132 200000
QUINENCO SA ADR COM 748718103 9114 574100 SH DEFINED 0135 574100
QUORUM HEALTH COM 749084109 24438 1000000 SH DEFINED 0106 1000000
QUORUM HEALTH COM 749084109 299 12225 SH DEFINED 0102 12225
QUORUM HEALTH COM 749084109 3453 141300 SH DEFINED 0131 141300
QUORUM HEALTH COM 749084109 205 8400 SH DEFINED 0103 8400
RFS HOTEL COM 74955J108 4973 255000 SH DEFINED 0107 255000
RFS HOTEL COM 74955J108 6698 343500 SH DEFINED 01 343500
RWD TECHNOLOGIES COM 74975B101 1840 80000 SH DEFINED 0106 80000
RALSTON PURINA GP COM 751277302 2655 30000 SH DEFINED 0124 30000
RALSTON PURINA GP COM 751277302 8487 95900 SH DEFINED 0125 95900
RALSTON PURINA GP COM 751277302 238 2700 SH DEFINED 0102 2700
<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
RALSTON PURINA GP COM 751277302 1655 18704 SH DEFINED 0103 18704
RANDGOLD RESOURC GDR COM 752344101 356 30000 SH DEFINED 0127 30000
RATIONAL SOFTWARE COM 75409P202 6560 410000 SH DEFINED 011619 410000
RAYCHEM COM 754603108 44156 522580 SH DEFINED 0102 522580
RAYCHEM COM 754603108 1100 13013 SH DEFINED 0103 13013
RAYCHEM COM 754603108 8942 105820 SH DEFINED 01 105820
RAYONIER COM 754907103 7982 165000 SH DEFINED 0128 165000
RAYTHEON COM 755111101 10713 181200 SH DEFINED 0124 181200
RAYTHEON COM 755111101 17300 292600 SH DEFINED 0125 292600
RAYTHEON COM 755111101 60223 1018605 SH DEFINED 0102 1018605
RAYTHEON COM 755111101 4898 82862 SH DEFINED 0103 82862
RAYTHEON COM 755111101 3252 55000 SH DEFINED 01 55000
READ-RITE CORP CONV BOND 755246AA3 11790 12000000 PRN DEFINED 0130 12000000
READ-RITE CORP CONV BOND 755246AA3 4913 5000000 PRN DEFINED 0128 5000000
READ-RITE CORP CONV BOND 755246AA3 4642 4725000 PRN DEFINED 0104 4725000
READ-RITE CORP CONV BOND 755246AA3 4298 4375000 PRN DEFINED 0109 4375000
READ-RITE CORP CONV BOND 755246AA3 2407 2450000 PRN DEFINED 011621 2450000
READ RITE COM 755246105 2450 100000 SH DEFINED 0128 100000
RECKSON COM 75621K106 5858 220000 SH DEFINED 0107 220000
REEBOK INTERNATIONAL COM 758110100 481 9888 SH DEFINED 0103 9888
REGAL CINEMAS COM 758754105 13438 500000 SH DEFINED 0106 500000
REGAL CINEMAS COM 758754105 5375 200000 SH DEFINED 011619 200000
REGAL CINEMAS COM 758754105 2688 100000 SH DEFINED 011620 100000
REGISTRY INC COM 75913U101 12454 270000 SH DEFINED 011614 270000
REGISTRY INC COM 75913U101 5335 115650 SH DEFINED 0102 115650
REGISTRY INC COM 75913U101 3081 66800 SH DEFINED 0131 66800
REGISTRY INC COM 75913U101 273 5900 SH DEFINED 0103 5900
RENTAL SERVICE COM 76009V102 9255 412500 SH DEFINED 0106 412500
RENTAL SERVICE COM 76009V102 6518 290450 SH DEFINED 0102 290450
RENTAL SERVICE COM 76009V102 108 4800 SH DEFINED 0103 4800
REPTRON ELECTRONICS COM 76026W109 24 1289 SH DEFINED 0103 1289
REPUBLIC INDUSTRIES COM 760516104 56097 1699915 SH DEFINED 011618 1699915
REPUBLIC INDUSTRIES COM 760516104 9900 300000 SH DEFINED 011614 300000
REPUBLIC NY COM 760719104 1097 9653 SH DEFINED 0103 9653
RESPIRONICS INC COM 761230101 3367 122420 SH DEFINED 0102 122420
REXALL SUNDOWN COM 761648104 15741 345000 SH DEFINED 011614 345000
REXALL SUNDOWN COM 761648104 4985 109270 SH DEFINED 0102 109270
REYNOLDS METALS COM 761763101 12392 175000 SH DEFINED 011614 175000
REYNOLDS METALS COM 761763101 61 859 SH DEFINED 0102 859
REYNOLDS METALS COM 761763101 21244 300000 SH DEFINED 0131 300000
REYNOLDS METALS COM 761763101 1909 26957 SH DEFINED 0103 26957
REYNOLDS METALS COM 761763101 496 7000 SH DEFINED 01 7000
RHONE POULENC RORER COM 76242T104 106248 1098884 SH DEFINED 0103 1098884
RISK CAPITAL HLDNGS COM 767711104 20316 883300 SH DEFINED 0111 883300
RISK CAPITAL HLDNGS COM 767711104 1730 75200 SH DEFINED 011622 75200
RISK CAPITAL HLDNGS COM 767711104 3970 172600 SH DEFINED 011623 172600
RISK CAPITAL HLDNGS COM 767711104 1251 54400 SH DEFINED 011620 54400
RITE AID CORP CVT CONV BOND 767754AK0 9214 9000000 PRN DEFINED 0129 9000000
RITE AID CORP CVT CONV BOND 767754AK0 17404 17000000 PRN DEFINED 0104 17000000
RITE AID CORP CVT CONV BOND 767754AK0 9214 9000000 PRN DEFINED 011621 9000000
<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
RITE AID CORP CVT CONV BOND 767754AK0 1024 1000000 PRN DEFINED 011620 1000000
RITE AID COM 767754104 55438 1000000 SH DEFINED 0130 1000000
RITE AID COM 767754104 13305 240000 SH DEFINED 0108 240000
RITE AID COM 767754104 10450 188500 SH DEFINED 0124 188500
RITE AID COM 767754104 14563 262700 SH DEFINED 0125 262700
RITE AID COM 767754104 12751 230000 SH DEFINED 0135 230000
RITE AID COM 767754104 83156 1500000 SH DEFINED 011516 1500000
RITE AID COM 767754104 33263 600000 SH DEFINED 011618 600000
RITE AID COM 767754104 4490 81000 SH DEFINED 011619 81000
RITE AID COM 767754104 5544 100000 SH DEFINED 011620 100000
RITE AID COM 767754104 19403 350000 SH DEFINED 011614 350000
RITE AID COM 767754104 225526 4068144 SH DEFINED 0102 4068144
RITE AID COM 767754104 16210 292410 SH DEFINED 0131 292410
RITE AID COM 767754104 4986 89942 SH DEFINED 0103 89942
RITE AID COM 767754104 7872 142000 SH DEFINED 01 142000
ROBERT HALF INTL INC COM 770323103 60477 1461675 SH DEFINED 0102 1461675
ROBERT HALF INTL INC COM 770323103 32142 776850 SH DEFINED 0131 776850
ROBERT HALF INTL INC COM 770323103 2792 67500 SH DEFINED 0103 67500
ROCKWELL INT CORP COM 773903109 8811 140000 SH DEFINED 0126 140000
ROCKWELL INT CORP COM 773903109 39336 625000 SH DEFINED 0113 625000
ROCKWELL INT CORP COM 773903109 11329 180000 SH DEFINED 0124 180000
ROCKWELL INT CORP COM 773903109 17717 281500 SH DEFINED 0125 281500
ROCKWELL INT CORP COM 773903109 36581 581231 SH DEFINED 0102 581231
ROCKWELL INT CORP COM 773903109 27693 440000 SH DEFINED 0131 440000
ROCKWELL INT CORP COM 773903109 5227 83046 SH DEFINED 0103 83046
ROHM & HAAS CO COM 775371107 1039 10831 SH DEFINED 0103 10831
ROHR INDUSTRIES INC COM 775422108 3 97 SH DEFINED 0102 97
ROHR INDUSTRIES INC COM 775422108 7444 240600 SH DEFINED 01 240600
ROWAN COMPANIES INC COM 779382100 541 15193 SH DEFINED 0103 15193
PRICE ROWE INT'L FD COM 77956H203 5 318 SH DEFINED 01 318
ROYAL DUTCH PETRO COM 780257804 72150 1300000 SH DEFINED 0130 1300000
ROYAL DUTCH PETRO COM 780257804 222000 4000000 SH DEFINED 0126 4000000
ROYAL DUTCH PETRO COM 780257804 29138 525000 SH DEFINED 0113 525000
ROYAL DUTCH PETRO COM 780257804 19425 350000 SH DEFINED 0124 350000
ROYAL DUTCH PETRO COM 780257804 35875 646400 SH DEFINED 0125 646400
ROYAL DUTCH PETRO COM 780257804 10268 185000 SH DEFINED 0107 185000
ROYAL DUTCH PETRO COM 780257804 61050 1100000 SH DEFINED 011516 1100000
ROYAL DUTCH PETRO COM 780257804 38850 700000 SH DEFINED 011618 700000
ROYAL DUTCH PETRO COM 780257804 40700 733437 SH DEFINED 0102 733437
ROYAL DUTCH PETRO COM 780257804 19425 350000 SH DEFINED 0131 350000
ROYAL DUTCH PETRO COM 780257804 25103 452288 SH DEFINED 0103 452288
ROYAL DUTCH PETRO COM 780257804 19358 348800 SH DEFINED 01 348800
KPN ADR COM 780641205 29297 750000 SH DEFINED 0113 750000
KPN ADR COM 780641205 19531 500000 SH DEFINED 0131 500000
KPN ADR COM 780641205 781 20000 SH DEFINED 0103 20000
RSL COMM WT 11/15/06 WARRANT 781076112 608 9500 SH DEFINED 0109 9500
RUBBERMAID COM 781088109 673 26340 SH DEFINED 0103 26340
RUSSELL CORP COM 782352108 176 5986 SH DEFINED 0103 5986
RUTHERFORD MORAN COM 783286107 12528 475000 SH DEFINED 0106 475000
RYANS FAMILY STEAK COM 783519101 4704 512000 SH DEFINED 011614 512000
<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
RYDER SYSTEM COM 783549108 491 13657 SH DEFINED 0103 13657
RYKOFF S E & CO COM 783759103 9320 360200 SH DEFINED 011618 360200
RYKOFF S E & CO COM 783759103 2199 85000 SH DEFINED 011619 85000
SBC COMMUNICATIONS COM 78387G103 27619 450000 SH DEFINED 0130 450000
SBC COMMUNICATIONS COM 78387G103 29460 480000 SH DEFINED 0113 480000
SBC COMMUNICATIONS COM 78387G103 27619 450000 SH DEFINED 0132 450000
SBC COMMUNICATIONS COM 78387G103 21174 345000 SH DEFINED 0131 345000
SBC COMMUNICATIONS COM 78387G103 10783 175699 SH DEFINED 0103 175699
SGS-THOMSON MICROELE COM 784213100 46938 500000 SH DEFINED 0111 500000
SGS-THOMSON MICROELE COM 784213100 113 1200 SH DEFINED 0102 1200
SGS-THOMSON MICROELE COM 784213100 17095 182100 SH DEFINED 01 182100
SALOMON INC TRT PFD PREFERRED STOCK 784252207 9116 340000 SH DEFINED 0129 340000
SALOMON INC TRT PFD PREFERRED STOCK 784252207 10725 400000 SH DEFINED 0104 400000
SAFECO CORP COM 786429100 45050 850000 SH DEFINED 0113 850000
SAFECO CORP COM 786429100 24910 470000 SH DEFINED 0107 470000
SAFECO CORP COM 786429100 30475 575000 SH DEFINED 0131 575000
SAFECO CORP COM 786429100 2450 46220 SH DEFINED 0103 46220
SAFETY-KLEEN COM 786484105 245 10246 SH DEFINED 0103 10246
SAFEWAY INC. COM 786514208 54375 1000000 SH DEFINED 0130 1000000
SAFEWAY INC. COM 786514208 17400 320000 SH DEFINED 0108 320000
SAFEWAY INC. COM 786514208 184875 3400000 SH DEFINED 0126 3400000
SAFEWAY INC. COM 786514208 12941 238000 SH DEFINED 0135 238000
SAFEWAY INC. COM 786514208 54375 1000000 SH DEFINED 011516 1000000
SAFEWAY INC. COM 786514208 2719 50000 SH DEFINED 011620 50000
SAFEWAY INC. COM 786514208 13594 250000 SH DEFINED 011614 250000
SAFEWAY INC. COM 786514208 306491 5636685 SH DEFINED 0102 5636685
SAFEWAY INC. COM 786514208 2064 37950 SH DEFINED 0103 37950
SAFEWAY INC. COM 786514208 17471 321300 SH DEFINED 01 321300
ST JUDE MEDICAL COM 790849103 7 200 SH DEFINED 0102 200
ST JUDE MEDICAL COM 790849103 567 16158 SH DEFINED 0103 16158
ST PAUL COMPANIES COM 792860108 42820 525000 SH DEFINED 0113 525000
ST PAUL COMPANIES COM 792860108 30586 375000 SH DEFINED 0131 375000
ST PAUL COMPANIES COM 792860108 5450 66828 SH DEFINED 0103 66828
SALOMON INC. COM 79549B107 1420 18886 SH DEFINED 0103 18886
SBH UTX ELK CONV PFD STOCK 79549QCY8 14072 186000 SH DEFINED 0107 186000
SAN DIEGO G&E $25 PREFERRED STOCK 797440831 1633 59500 SH DEFINED 0105 59500
SANMINA CORP COM 800907107 13850 160000 SH DEFINED 011614 160000
SANMINA CORP COM 800907107 143 1658 SH DEFINED 0102 1658
SANMINA CORP COM 800907107 866 10000 SH DEFINED 01 10000
SARA LEE CORP COM 803111103 25750 500000 SH DEFINED 0130 500000
SARA LEE CORP COM 803111103 9795 190200 SH DEFINED 0108 190200
SARA LEE CORP COM 803111103 25750 500000 SH DEFINED 0113 500000
SARA LEE CORP COM 803111103 15450 300000 SH DEFINED 0124 300000
SARA LEE CORP COM 803111103 25750 500000 SH DEFINED 0125 500000
SARA LEE CORP COM 803111103 15450 300000 SH DEFINED 0107 300000
SARA LEE CORP COM 803111103 21897 425200 SH DEFINED 0102 425200
SARA LEE CORP COM 803111103 25750 500000 SH DEFINED 0131 500000
SARA LEE CORP COM 803111103 8153 158302 SH DEFINED 0103 158302
SASOL LTD ADR COM 803866300 3074 223570 SH DEFINED 0102 223570
SAVILLE SYSTEMS IREL COM 805174109 2459 35000 SH DEFINED 0106 35000
<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
SAVILLE SYSTEMS IREL COM 805174109 671 9550 SH DEFINED 0102 9550
SAVILLE SYSTEMS IREL COM 805174109 10116 144000 SH DEFINED 0131 144000
SAVILLE SYSTEMS IREL COM 805174109 583 8300 SH DEFINED 0103 8300
SAW TECH COM 805468105 9250 200000 SH DEFINED 011619 200000
HENRY SCHEIN INC COM 806407102 11440 320000 SH DEFINED 011614 320000
SCHERING PLOUGH COM 806605101 36050 700000 SH DEFINED 0130 700000
SCHERING PLOUGH COM 806605101 14678 285000 SH DEFINED 0124 285000
SCHERING PLOUGH COM 806605101 16459 319600 SH DEFINED 0125 319600
SCHERING PLOUGH COM 806605101 2637 51200 SH DEFINED 011620 51200
SCHERING PLOUGH COM 806605101 128769 2500263 SH DEFINED 0102 2500263
SCHERING PLOUGH COM 806605101 8416 163414 SH DEFINED 0103 163414
SCHLUMBERGER LTD COM 806857108 42094 500000 SH DEFINED 0130 500000
SCHLUMBERGER LTD COM 806857108 15154 180000 SH DEFINED 0108 180000
SCHLUMBERGER LTD COM 806857108 143119 1700000 SH DEFINED 0126 1700000
SCHLUMBERGER LTD COM 806857108 117863 1400000 SH DEFINED 0111 1400000
SCHLUMBERGER LTD COM 806857108 9320 110700 SH DEFINED 0125 110700
SCHLUMBERGER LTD COM 806857108 12628 150000 SH DEFINED 0135 150000
SCHLUMBERGER LTD COM 806857108 12628 150000 SH DEFINED 011622 150000
SCHLUMBERGER LTD COM 806857108 25256 300000 SH DEFINED 011623 300000
SCHLUMBERGER LTD COM 806857108 67350 800000 SH DEFINED 011516 800000
SCHLUMBERGER LTD COM 806857108 26705 317161 SH DEFINED 0102 317161
SCHLUMBERGER LTD COM 806857108 7314 86874 SH DEFINED 0103 86874
SCHOLASTIC CORP COM 807066105 4977 126000 SH DEFINED 0108 126000
SCHULMAN (A.) INC COM 808194104 7481 350000 SH DEFINED 0128 350000
SCHWAB CHARLES CORP COM 808513105 21450 600000 SH DEFINED 011614 600000
SCHWAB CHARLES CORP COM 808513105 2669 74763 SH DEFINED 0102 74763
SCHWAB CHARLES CORP COM 808513105 1660 46445 SH DEFINED 0103 46445
SCIENTIFIC ATLANTA COM 808655104 292 12907 SH DEFINED 0103 12907
SEAGATE TECHNOLOGY COM 811804103 2348 65000 SH DEFINED 0124 65000
SEAGATE TECHNOLOGY COM 811804103 5281 146200 SH DEFINED 0125 146200
SEAGATE TECHNOLOGY COM 811804103 1829 50644 SH DEFINED 0103 50644
SEAGRAM LTD COM 811850106 2294 65081 SH DEFINED 0103 65081
SEALED AIR CORP COM 812115103 16481 300000 SH DEFINED 011516 300000
SEALED AIR CORP COM 812115103 6246 113700 SH DEFINED 011619 113700
SEARS ROEBUCK & CO COM 812387108 3821 67100 SH DEFINED 0125 67100
SEARS ROEBUCK & CO COM 812387108 4268 74960 SH DEFINED 0103 74960
2ND GLASTONBURY PROP COM 813200995 0 99 SH DEFINED 0102 99
SECURITY CAPITAL IND COM 814138103 16319 700000 SH DEFINED 0113 700000
SECURITY CAPITAL IND COM 814138103 5044 216363 SH DEFINED 0107 216363
SECURITY DYNAMICS COM 814208104 7425 200000 SH DEFINED 011619 200000
SECURITY DYNAMICS COM 814208104 11138 300000 SH DEFINED 011614 300000
SERVICE CORP INTL COM 817565104 12424 386000 SH DEFINED 0108 386000
SERVICE CORP INTL COM 817565104 51500 1600000 SH DEFINED 0126 1600000
SERVICE CORP INTL COM 817565104 77250 2400000 SH DEFINED 0111 2400000
SERVICE CORP INTL COM 817565104 11858 368400 SH DEFINED 0124 368400
SERVICE CORP INTL COM 817565104 15572 483800 SH DEFINED 0125 483800
SERVICE CORP INTL COM 817565104 4184 130000 SH DEFINED 011622 130000
SERVICE CORP INTL COM 817565104 9334 290000 SH DEFINED 011623 290000
SERVICE CORP INTL COM 817565104 32188 1000000 SH DEFINED 011618 1000000
SERVICE CORP INTL COM 817565104 5150 160000 SH DEFINED 011620 160000
<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
SERVICE CORP INTL COM 817565104 98533 3061198 SH DEFINED 0102 3061198
SERVICE CORP INTL COM 817565104 3539 109921 SH DEFINED 0103 109921
SERVICE CORP INTL COM 817565104 7065 219500 SH DEFINED 01 219500
SERVICE MASTER LTD COM 817615107 34275 1200000 SH DEFINED 0111 1200000
SERVICE MASTER LTD COM 817615107 4570 160000 SH DEFINED 011622 160000
SERVICE MASTER LTD COM 817615107 8569 300000 SH DEFINED 011623 300000
SHARED MED SYSTEMS COM 819486101 234 4419 SH DEFINED 0103 4419
SHERWIN WILLIAMS COM 824348106 12131 412100 SH DEFINED 0108 412100
SHERWIN WILLIAMS COM 824348106 2199 74700 SH DEFINED 0124 74700
SHERWIN WILLIAMS COM 824348106 73594 2500000 SH DEFINED 011516 2500000
SHERWIN WILLIAMS COM 824348106 48273 1639760 SH DEFINED 0102 1639760
SHERWIN WILLIAMS COM 824348106 892 30318 SH DEFINED 0103 30318
SHERWIN WILLIAMS COM 824348106 2075 70500 SH DEFINED 01 70500
SHOPKO STORES COM 824911101 31514 1212093 SH DEFINED 0103 1212093
SHURGARD STORAGE CTR COM 82567D104 7371 252000 SH DEFINED 0131 252000
SIERRA PACIFIC RES COM 826425100 5130 160000 SH DEFINED 0128 160000
SIERRA PACIFIC RES COM 826425100 12825 400000 SH DEFINED 0132 400000
SIGMA-ALDRICH COM 826552101 4163 126428 SH DEFINED 0102 126428
SIGMA-ALDRICH COM 826552101 580 17609 SH DEFINED 0103 17609
SIGNET BANKING CORP COM 826681108 3221 59377 SH DEFINED 0103 59377
SIG CORP COM 826912107 3825 150000 SH DEFINED 0132 150000
SILICON GRAPHICS INC COM 827056102 26250 1000000 SH DEFINED 0111 1000000
SILICON GRAPHICS INC COM 827056102 816 31099 SH DEFINED 0103 31099
SIMON DEBARTOLO GRP COM 828781104 23100 700000 SH DEFINED 0113 700000
SIMON DEBARTOLO GRP COM 828781104 5940 180000 SH DEFINED 0128 180000
SIMON DEBARTOLO GRP COM 828781104 4620 140000 SH DEFINED 0107 140000
SIMON DEBARTOLO GRP COM 828781104 17325 525000 SH DEFINED 0131 525000
SIMON DEBARTOLO GRP COM 828781104 924 28000 SH DEFINED 0103 28000
SINCLAIR BROADCASTIN COM 829226109 6460 160000 SH DEFINED 011619 160000
SINCLAIR BROADCASTIN COM 829226109 10094 250000 SH DEFINED 011614 250000
SINCLAIR BROADCASTIN COM 829226109 150 3750 SH DEFINED 0102 3750
SINCLAIR BROADCASTIN COM 829226109 1722 42650 SH DEFINED 0131 42650
SINCLAIR BROADCASTIN COM 829226109 103 2550 SH DEFINED 0103 2550
SINCLAIR BROAD PFD CONV PFD STOCK 829226505 3229 59800 SH DEFINED 0104 59800
SINCLAIR BROAD PFD CONV PFD STOCK 829226505 1739 32200 SH DEFINED 011621 32200
SIRROM CAPITAL CORP COM 829905108 17619 339650 SH DEFINED 0102 339650
SIRROM CAPITAL CORP COM 829905108 298 5750 SH DEFINED 0103 5750
SMITH INTL COM 832110100 9323 120000 SH DEFINED 011614 120000
SMITH INTL COM 832110100 835 10750 SH DEFINED 0102 10750
SMITH INTL COM 832110100 10332 133000 SH DEFINED 0131 133000
SMITH INTL COM 832110100 575 7400 SH DEFINED 0103 7400
SMITHKLN BCHM PLCADR COM 832378301 48875 1000000 SH DEFINED 0130 1000000
SMITHKLN BCHM PLCADR COM 832378301 11241 230000 SH DEFINED 0108 230000
SMITHKLN BCHM PLCADR COM 832378301 224825 4600000 SH DEFINED 0126 4600000
SMITHKLN BCHM PLCADR COM 832378301 10753 220000 SH DEFINED 0107 220000
SMITHKLN BCHM PLCADR COM 832378301 58650 1200000 SH DEFINED 011516 1200000
SMITHKLN BCHM PLCADR COM 832378301 46431 950000 SH DEFINED 011618 950000
SMITHKLN BCHM PLCADR COM 832378301 294 6000 SH DEFINED 0102 6000
SNYDER COMMUNICATION COM 832914105 12375 450000 SH DEFINED 011614 450000
SNAP ON INC COM 833034101 497 10781 SH DEFINED 0103 10781
<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
SOFAMOR/DANEK GROUP* COM 834005100 5141 90000 SH DEFINED 011620 90000
SOFTKEY CONV BOND 83402NAA7 12994 15000000 PRN DEFINED 0130 15000000
SOFTKEY CONV BOND 83402NAA7 10395 12000000 PRN DEFINED 0104 12000000
SOFTKEY CONV BOND 83402NAA7 2166 2500000 PRN DEFINED 0109 2500000
SOFTKEY CONV BOND 83402NAA7 4331 5000000 PRN DEFINED 011621 5000000
SOFTKEY CONV BOND 83402NAA7 12994 15000000 PRN DEFINED 011618 15000000
SOFTBRIDGE MICRO SYS COM 834020992 135 13500 SH DEFINED 01 13500
SOLECTRON CORP COM 834182107 13795 310000 SH DEFINED 0108 310000
SOLECTRON CORP COM 834182107 6497 146000 SH DEFINED 0128 146000
SOLECTRON CORP COM 834182107 91225 2050000 SH DEFINED 0111 2050000
SOLECTRON CORP COM 834182107 7120 160000 SH DEFINED 011622 160000
SOLECTRON CORP COM 834182107 14240 320000 SH DEFINED 011623 320000
SOLECTRON CORP COM 834182107 84550 1900000 SH DEFINED 011516 1900000
SOLECTRON CORP COM 834182107 48950 1100000 SH DEFINED 011618 1100000
SOLECTRON CORP COM 834182107 11570 260000 SH DEFINED 011614 260000
SOLECTRON CORP COM 834182107 402 9000 SH DEFINED 0102 9000
SONAT INC COM 835415100 7631 150000 SH DEFINED 0132 150000
SONAT INC COM 835415100 6736 132400 SH DEFINED 0124 132400
SONAT INC COM 835415100 24674 485000 SH DEFINED 011618 485000
SONAT INC COM 835415100 18005 353930 SH DEFINED 0102 353930
SONAT INC COM 835415100 1606 31570 SH DEFINED 0103 31570
SONAT INC COM 835415100 4070 80000 SH DEFINED 01 80000
SONY CORP ADRS COM 835699307 8173 87000 SH DEFINED 0135 87000
SONY CORP ADRS COM 835699307 3992 42500 SH DEFINED 01 42500
SO CA EDISON $100 PREFERRED STOCK 842400772 4590 45000 SH DEFINED 0105 45000
SO CA EDISON $100 PREFERRED STOCK 842400780 21135 202250 SH DEFINED 0105 202250
SO CA EDISON $100 PREFERRED STOCK 842400780 2090 20000 SH DEFINED 01 20000
SO CA EDISON $100 PREFERRED STOCK 842400780 523 5000 SH DEFINED 0116 5000
SOUTHERN CO. COM 842587107 24819 1100000 SH DEFINED 0113 1100000
SOUTHERN CO. COM 842587107 9025 400000 SH DEFINED 0132 400000
SOUTHERN CO. COM 842587107 8461 375000 SH DEFINED 0124 375000
SOUTHERN CO. COM 842587107 11281 500000 SH DEFINED 0125 500000
SOUTHERN CO. COM 842587107 15004 665000 SH DEFINED 0107 665000
SOUTHERN CO. COM 842587107 503 22288 SH DEFINED 0102 22288
SOUTHERN CO. COM 842587107 18614 825000 SH DEFINED 0131 825000
SOUTHERN CO. COM 842587107 4179 185200 SH DEFINED 0103 185200
SOUTHERN ENERGY HOME COM 842814105 3169 300000 SH DEFINED 0128 300000
SO INDIANA G&E 100 PREFERRED STOCK 8431634@2 7370 75000 SH DEFINED 0105 75000
SOUTHTRUST CORP COM 844730101 9850 200000 SH DEFINED 011614 200000
SOUTHTRUST CORP COM 844730101 60 1226 SH DEFINED 0102 1226
SOUTHTRUST CORP COM 844730101 887 18000 SH DEFINED 01 18000
SOUTHWEST AIRLINES COM 844741108 26828 840000 SH DEFINED 011618 840000
SOUTHWEST AIRLINES COM 844741108 192 6000 SH DEFINED 0102 6000
SOUTHWEST AIRLINES COM 844741108 820 25669 SH DEFINED 0103 25669
SPECIALTY FOODS ACQ COM 847498102 113 300000 SH DEFINED 0109 300000
SPECIALTY FOODS ACQ COM 847498102 6 15000 SH DEFINED 011621 15000
SPRINGS INDS INC COM 851783100 169 3218 SH DEFINED 0103 3218
SPRINT CORP COM 852061100 3779 75579 SH DEFINED 0103 75579
STABLE CAPITAL FUND COM 852300987 1138411 86518600 SH DEFINED 0103 86518600
STAGESTORE INC * COM 85254C107 5391 125000 SH DEFINED 011619 125000
<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
STAGESTORE INC * COM 85254C107 6432 149150 SH DEFINED 011614 149150
STAGESTORE INC * COM 85254C107 11905 276050 SH DEFINED 0102 276050
STAGESTORE INC * COM 85254C107 7060 163700 SH DEFINED 0131 163700
STAGESTORE INC * COM 85254C107 599 13900 SH DEFINED 0103 13900
STANDARD MICROSYSTEM COM 853626109 6273 365000 SH DEFINED 011614 365000
STANDEX INTERNATIONA COM 854231107 4725 150000 SH DEFINED 0128 150000
STANHOME INC COM 854425105 3991 135000 SH DEFINED 0128 135000
STANLEY WORKS THE COM 854616109 673 15650 SH DEFINED 0103 15650
STAR TELECOMM INC COM 854923109 3450 150000 SH DEFINED 011619 150000
STARBUCKS COM 855244109 1215 29050 SH DEFINED 0102 29050
STARBUCKS COM 855244109 14680 351100 SH DEFINED 0131 351100
STARBUCKS COM 855244109 849 20300 SH DEFINED 0103 20300
STATE STREET CORP COM 857477103 227906 3740000 SH DEFINED 0126 3740000
STATE STREET CORP COM 857477103 97500 1600000 SH DEFINED 011516 1600000
STATE STREET CORP COM 857477103 362 5950 SH DEFINED 0102 5950
STATE STREET CORP COM 857477103 1718 28200 SH DEFINED 0103 28200
STATION CASINO COM 857689103 4063 500000 SH DEFINED 0128 500000
STEEL DYNAMICS COM 858119100 22325 950000 SH DEFINED 0106 950000
STEIN MART INC COM 858375108 7009 214000 SH DEFINED 011614 214000
STERIS CORP COM 859152100 11309 275000 SH DEFINED 0106 275000
STERIS CORP COM 859152100 11309 275000 SH DEFINED 011619 275000
STERLING COMMERCE COM 859205106 12938 360000 SH DEFINED 011619 360000
STERLING COMMERCE COM 859205106 14734 410000 SH DEFINED 011614 410000
STERLING COMMERCE COM 859205106 19698 548101 SH DEFINED 0102 548101
STERLING COMMERCE COM 859205106 2976 82800 SH DEFINED 0131 82800
STERLING COMMERCE COM 859205106 508 14138 SH DEFINED 0103 14138
STERLING SOFTWARE IN COM 859547101 7534 210000 SH DEFINED 0128 210000
STERLING SOFTWARE IN COM 859547101 10763 300000 SH DEFINED 0106 300000
STERLING SOFTWARE IN COM 859547101 11520 321110 SH DEFINED 0102 321110
STERLING SOFTWARE IN COM 859547101 193 5390 SH DEFINED 0103 5390
STEWART ENTERPRISES COM 860370105 16 400 SH DEFINED 0102 400
STEWART ENTERPRISES COM 860370105 219 5000 SH DEFINED 0131 5000
STEWART ENTERPRISES COM 860370105 13 300 SH DEFINED 0103 300
STILLWATER MINING COM 860490994 3643 170454 SH DEFINED 0127 170454
STILLWATER MINING COM 860490994 8550 400000 SH DEFINED 0135 400000
STILLWATER MINING CO COM 86074Q102 21313 1000000 SH DEFINED 0130 1000000
STILLWATER MINING CO COM 86074Q102 12788 600000 SH DEFINED 0106 600000
STILLWATER MINING CO COM 86074Q102 1695 79546 SH DEFINED 0127 79546
STILLWATER MINING CO COM 86074Q102 4795 225000 SH DEFINED 0135 225000
STILLWATER MINING CO COM 86074Q102 54 2552 SH DEFINED 0102 2552
STILLWATER MINING CO COM 86074Q102 341 16000 SH DEFINED 01 16000
STONE CONTAINER COM 861589109 257 16524 SH DEFINED 0103 16524
STORAGE USA COM 861907103 10156 250000 SH DEFINED 0106 250000
STORAGE USA COM 861907103 4266 105000 SH DEFINED 0107 105000
STORAGE TRUST REALTY COM 861909109 5225 200000 SH DEFINED 0107 200000
STORAGE TECHNOLOGY COM 862111200 11953 250000 SH DEFINED 011614 250000
STRATEGIST GRWTH COM 86278W103 71 1966 SH DEFINED 01 1966
STRATEGIST GRTH TRND COM 86278W202 70 2638 SH DEFINED 01 2638
STRATEGIST SPEC GROW COM 86278W301 682 100267 SH DEFINED 01 100267
STRATEGIST HIGH YLD COM 86278X101 599 129314 SH DEFINED 01 129314
<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
STRATEGIST GVT INC COM 86278X200 556 111602 SH DEFINED 01 111602
STRATEGIST QLTY INC COM 86278X309 568 60526 SH DEFINED 01 60526
STRATEGIST EQTY INC COM 862788106 684 61201 SH DEFINED 01 61201
STRATEGIST TOTAL RET COM 862788205 637 43835 SH DEFINED 01 43835
STRATEGIST BAL FND COM 862788304 663 39962 SH DEFINED 01 39962
STRATEGIST EQTY FND COM 862788403 698 24040 SH DEFINED 01 24040
STRATEGIST TAX FREE COM 862789104 566 122426 SH DEFINED 01 122426
STRATEGIST WORLD INC COM 862790102 562 88363 SH DEFINED 01 88363
STRATEGIST WLD GRTH COM 862790201 558 68854 SH DEFINED 01 68854
STRATEGIST EMERG MKT COM 862790300 617 100287 SH DEFINED 01 100287
STRATEGIST WORLD TEC COM 862790409 561 100000 SH DEFINED 01 100000
STRIDE RITE CORP COM 863314100 106 7812 SH DEFINED 0103 7812
STRUCTURAL DYNAMICS COM 863555108 12813 500000 SH DEFINED 011614 500000
STRUCTURAL DYNAMICS COM 863555108 11084 432500 SH DEFINED 0102 432500
STRUCTURAL DYNAMICS COM 863555108 183 7150 SH DEFINED 0103 7150
STRYKER CORP COM 863667101 13106 300000 SH DEFINED 011614 300000
STRYKER CORP COM 863667101 77 1772 SH DEFINED 0102 1772
STRYKER CORP COM 863667101 612 14000 SH DEFINED 01 14000
SULLIVAN DENTAL PROD COM 865300107 5125 200000 SH DEFINED 011619 200000
SUN COMMUNITIES INC COM 866674104 6458 180000 SH DEFINED 0128 180000
SUN COMMUNITIES INC COM 866674104 10763 300000 SH DEFINED 0106 300000
SUN COMMUNITIES INC COM 866674104 5023 140000 SH DEFINED 0107 140000
SUN COM 866762107 10953 250000 SH DEFINED 011614 250000
SUN COM 866762107 559 12748 SH DEFINED 0103 12748
SUN MICROSYSTEMS INC COM 866810104 3032 64765 SH DEFINED 0103 64765
SUN AMERICA COM 866930100 29391 750000 SH DEFINED 0130 750000
SUN AMERICA COM 866930100 11952 305000 SH DEFINED 0108 305000
SUN AMERICA COM 866930100 45849 1170000 SH DEFINED 0126 1170000
SUN AMERICA COM 866930100 5878 150000 SH DEFINED 0124 150000
SUN AMERICA COM 866930100 12050 307500 SH DEFINED 0125 307500
SUN AMERICA COM 866930100 29391 750000 SH DEFINED 011516 750000
SUN AMERICA COM 866930100 6795 173400 SH DEFINED 011619 173400
SUN AMERICA COM 866930100 11756 300000 SH DEFINED 011614 300000
SUN AMERICA COM 866930100 44385 1132566 SH DEFINED 0102 1132566
SUN AMERICA COM 866930100 6895 175950 SH DEFINED 0131 175950
SUN AMERICA COM 866930100 3437 87695 SH DEFINED 0103 87695
SUN AM CVT PFD PERC CONV PFD STOCK 866930860 22938 500000 SH DEFINED 0130 500000
SUN AM CVT PFD PERC CONV PFD STOCK 866930860 13763 300000 SH DEFINED 0107 300000
SUNBEAM-OSTER INC COM 867071102 6656 150000 SH DEFINED 0108 150000
SUNBEAM-OSTER INC COM 867071102 3048 68704 SH DEFINED 0103 68704
SUNDSTRAND CORP COM 867323107 7578 131500 SH DEFINED 01 131500
SUNGARD DATA COM 867363103 7275 300000 SH DEFINED 011619 300000
SUNRISE MEDICAL COM 867910101 4516 289055 SH DEFINED 0103 289055
SUNTRUST BANKS INC COM 867914103 2549 37526 SH DEFINED 0103 37526
SUPERVALU INC COM 868536103 419 10677 SH DEFINED 0103 10677
SYBRON CORP COM 87114F106 12667 295000 SH DEFINED 0108 295000
SYBRON CORP COM 87114F106 25763 600000 SH DEFINED 0106 600000
SYBRON CORP COM 87114F106 53605 1248425 SH DEFINED 0102 1248425
SYBRON CORP COM 87114F106 9180 213800 SH DEFINED 0131 213800
SYBRON CORP COM 87114F106 8253 192226 SH DEFINED 0103 192226
<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
SYKES ENTERPRISES COM 871237103 11369 425000 SH DEFINED 0106 425000
SYLVAN LEARNING SYS COM 871399101 13330 303850 SH DEFINED 0102 303850
SYLVAN LEARNING SYS COM 871399101 7647 174300 SH DEFINED 0131 174300
SYLVAN LEARNING SYS COM 871399101 671 15300 SH DEFINED 0103 15300
SYNOPSYS INC COM 871607107 41225 970000 SH DEFINED 0130 970000
SYNOPSYS INC COM 871607107 14566 342690 SH DEFINED 0102 342690
SYNOPSYS INC COM 871607107 251 5910 SH DEFINED 0103 5910
SYSCO CORPORATION COM 871829107 2574 69688 SH DEFINED 0102 69688
SYSCO CORPORATION COM 871829107 1131 30617 SH DEFINED 0103 30617
TCF FINL CORP MPLS COM 872275102 10519 180000 SH DEFINED 0128 180000
TCF FINL CORP MPLS COM 872275102 23375 400000 SH DEFINED 0106 400000
TCF FINL CORP MPLS COM 872275102 4538 77660 SH DEFINED 011619 77660
TCF FINL CORP MPLS COM 872275102 9934 170000 SH DEFINED 011614 170000
TCF FINL CORP MPLS COM 872275102 73 1262 SH DEFINED 0102 1262
TCF FINL CORP MPLS COM 872275102 643 11000 SH DEFINED 01 11000
TECO ENERGY COM 872375100 17150 700000 SH DEFINED 0132 700000
TJX COS COM 872540109 876 28660 SH DEFINED 0103 28660
TRW COM 872649108 13719 250000 SH DEFINED 0113 250000
TRW COM 872649108 3989 72700 SH DEFINED 0125 72700
TRW COM 872649108 21950 400000 SH DEFINED 0131 400000
TRW COM 872649108 2066 37650 SH DEFINED 0103 37650
TRW COM 872649108 5789 105500 SH DEFINED 01 105500
TSI INTL SOFTWARE COM 872879101 1325 100000 SH DEFINED 011619 100000
TSL HOLDINGS INC COM 872918107 0 15 SH DEFINED 0102 15
TVX GOLD INC COM 87308K101 3112 500000 SH DEFINED 0127 500000
TANDY CORP COM 875382103 613 18222 SH DEFINED 0103 18222
TECH DATA CORP COM 878237106 29900 650000 SH DEFINED 0106 650000
TECH SOLUTIONS COM 87872T108 14513 450000 SH DEFINED 0106 450000
TECH SOLUTIONS COM 87872T108 9441 292750 SH DEFINED 011614 292750
TECH SOLUTIONS COM 87872T108 8831 273794 SH DEFINED 0102 273794
TECH SOLUTIONS COM 87872T108 5116 158650 SH DEFINED 0131 158650
TECH SOLUTIONS COM 87872T108 442 13700 SH DEFINED 0103 13700
TECH SOLUTIONS COM 87872T108 323 10000 SH DEFINED 01 10000
TECNOL MEDICAL PRODU COM 878755107 6038 300000 SH DEFINED 0128 300000
TECNOL MEDICAL PRODU COM 878755107 7215 358500 SH DEFINED 011614 358500
TEKTRONIX COM 879131100 397 5894 SH DEFINED 0103 5894
TELE-COMMUNICATION A COM 87924V101 1822 88898 SH DEFINED 0103 88898
TELE DANMARK ADS COM 879242105 28022 1050000 SH DEFINED 0113 1050000
TELE DANMARK ADS COM 879242105 21350 800000 SH DEFINED 0131 800000
TELE DANMARK ADS COM 879242105 881 33000 SH DEFINED 0103 33000
TELE DANMARK ADS COM 879242105 995 37285 SH DEFINED 01 37285
TELECOM ARGENTINA - COM 879273209 6088 200000 SH DEFINED 0132 200000
TELEBRAS ADR COM 879287100 13454 104500 SH DEFINED 0108 104500
TELEBRAS ADR COM 879287100 4249 33000 SH DEFINED 0124 33000
TELEBRAS ADR COM 879287100 8369 65000 SH DEFINED 0112 65000
TELEBRAS ADR COM 879287100 9013 70000 SH DEFINED 0135 70000
TELEBRAS ADR COM 879287100 16738 130000 SH DEFINED 011618 130000
TELEBRAS ADR COM 879287100 3026 23500 SH DEFINED 011620 23500
TELEBRAS ADR COM 879287100 12231 95000 SH DEFINED 011617 95000
TELEFONICA DE ARGENT COM 879378206 1612 44000 SH DEFINED 0124 44000
<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
TELEFONICA DE ARGENT COM 879378206 3882 106000 SH DEFINED 0112 106000
TELEFONICA DE ARGENT COM 879378206 5823 159000 SH DEFINED 011617 159000
TELEFONICA DEL PERU COM 879384105 567 24000 SH DEFINED 0124 24000
TELEFONICA DEL PERU COM 879384105 1299 55000 SH DEFINED 0112 55000
TELEFONICA DEL PERU COM 879384105 1937 82000 SH DEFINED 011617 82000
TELEFONOS DE MEXICO COM 879403780 1656 32000 SH DEFINED 0124 32000
TELEFONOS DE MEXICO COM 879403780 3933 76000 SH DEFINED 0112 76000
TELEFONOS DE MEXICO COM 879403780 9056 175000 SH DEFINED 0135 175000
TELEFONOS DE MEXICO COM 879403780 20053 387500 SH DEFINED 011617 387500
TELEMUNDO COM 87943M306 1400 40000 SH DEFINED 0106 40000
TELEMUNDO COM 87943M306 3500 100000 SH DEFINED 011619 100000
TELLABS COM 879664100 108150 2100000 SH DEFINED 0126 2100000
TELLABS COM 879664100 123600 2400000 SH DEFINED 0111 2400000
TELLABS COM 879664100 2575 50000 SH DEFINED 0124 50000
TELLABS COM 879664100 6036 117200 SH DEFINED 0125 117200
TELLABS COM 879664100 15450 300000 SH DEFINED 011622 300000
TELLABS COM 879664100 30900 600000 SH DEFINED 011623 600000
TELLABS COM 879664100 82441 1600735 SH DEFINED 0102 1600735
TELLABS COM 879664100 28716 557600 SH DEFINED 0131 557600
TELLABS COM 879664100 4807 93341 SH DEFINED 0103 93341
TEMPLE INLAND COM 879868107 641 10022 SH DEFINED 0103 10022
TEMPLETON FOREIGN COM 880196209 5948 494022 SH DEFINED 0103 494022
TENET HEALTHCARE COR COM 88033G100 20388 700000 SH DEFINED 0130 700000
TENET HEALTHCARE COR COM 88033G100 15145 520000 SH DEFINED 0108 520000
TENET HEALTHCARE COR COM 88033G100 5825 200000 SH DEFINED 0124 200000
TENET HEALTHCARE COR COM 88033G100 7136 245000 SH DEFINED 0125 245000
TENET HEALTHCARE COR COM 88033G100 52425 1800000 SH DEFINED 011516 1800000
TENET HEALTHCARE COR COM 88033G100 5650 194000 SH DEFINED 011619 194000
TENET HEALTHCARE COR COM 88033G100 5534 190000 SH DEFINED 011620 190000
TENET HEALTHCARE COR COM 88033G100 63785 2190170 SH DEFINED 0102 2190170
TENET HEALTHCARE COR COM 88033G100 2744 94251 SH DEFINED 0103 94251
TENET HEALTHCARE COR COM 88033G100 6481 222500 SH DEFINED 01 222500
TENNECO INC COM 88037E101 28725 600000 SH DEFINED 0113 600000
TENNECO INC COM 88037E101 10772 225000 SH DEFINED 0124 225000
TENNECO INC COM 88037E101 15387 321400 SH DEFINED 0125 321400
TENNECO INC COM 88037E101 22980 480000 SH DEFINED 0107 480000
TENNECO INC COM 88037E101 97834 2043585 SH DEFINED 0102 2043585
TENNECO INC COM 88037E101 26331 550000 SH DEFINED 0131 550000
TENNECO INC COM 88037E101 4507 94138 SH DEFINED 0103 94138
TENNECO INC COM 88037E101 5271 110080 SH DEFINED 01 110080
TERADYNE INC COM 880770102 48431 900000 SH DEFINED 011516 900000
TERADYNE INC COM 880770102 8072 150000 SH DEFINED 011619 150000
TERADYNE INC COM 880770102 16144 300000 SH DEFINED 011614 300000
TEREX CORP NEW COM 880779103 9877 476000 SH DEFINED 011614 476000
TEVA PHARM INDS -AD COM 881624209 1533 27500 SH DEFINED 0124 27500
TEVA PHARM INDS -AD COM 881624209 3484 62500 SH DEFINED 0112 62500
TEVA PHARM INDS -AD COM 881624209 5296 95000 SH DEFINED 011617 95000
TEXACO COM 881694103 36863 600000 SH DEFINED 0113 600000
TEXACO COM 881694103 19660 320000 SH DEFINED 0107 320000
TEXACO COM 881694103 27647 450000 SH DEFINED 0131 450000
<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
TEXACO COM 881694103 6803 110722 SH DEFINED 0103 110722
TEXAS INSTRUMENTS COM 882508104 54050 400000 SH DEFINED 0126 400000
TEXAS INSTRUMENTS COM 882508104 54050 400000 SH DEFINED 0111 400000
TEXAS INSTRUMENTS COM 882508104 4567 33800 SH DEFINED 0125 33800
TEXAS INSTRUMENTS COM 882508104 4547 33647 SH DEFINED 0103 33647
TEXAS UTILITIES COM 882848104 8100 225000 SH DEFINED 0132 225000
TEXAS UTILITIES COM 882848104 1519 42207 SH DEFINED 0103 42207
TEXAS UTILITIES PREFERRED STOCK 882850431 5663 54000 SH DEFINED 0105 54000
TEXAS UTIL $100 PAR PREFERRED STOCK 882850464 5460 50000 SH DEFINED 0105 50000
TEXTRON INC COM 883203101 3250 50000 SH DEFINED 0124 50000
TEXTRON INC COM 883203101 3900 60000 SH DEFINED 0125 60000
TEXTRON INC COM 883203101 163 2500 SH DEFINED 0102 2500
TEXTRON INC COM 883203101 2177 33490 SH DEFINED 0103 33490
TEXTRON INC COM 883203101 6825 105000 SH DEFINED 01 105000
THERMO-ELECTRON COM 883556102 16800 420000 SH DEFINED 0108 420000
THERMO-ELECTRON COM 883556102 1055 26378 SH DEFINED 0103 26378
THOMAS & BETTS COM 884315102 9013 165000 SH DEFINED 0125 165000
THOMAS & BETTS COM 884315102 29771 545000 SH DEFINED 0107 545000
THOMAS & BETTS COM 884315102 54625 1000000 SH DEFINED 011516 1000000
THOMAS & BETTS COM 884315102 26431 483822 SH DEFINED 0102 483822
THOMAS & BETTS COM 884315102 30044 550000 SH DEFINED 0131 550000
THOMAS & BETTS COM 884315102 1895 34690 SH DEFINED 0103 34690
THOMAS & BETTS COM 884315102 4370 80000 SH DEFINED 01 80000
3 COM CORP COM 885535104 12813 250000 SH DEFINED 011618 250000
3 COM CORP COM 885535104 152055 2966672 SH DEFINED 0102 2966672
3 COM CORP COM 885535104 15136 295345 SH DEFINED 0103 295345
3 COM CORP COM 885535104 8262 161200 SH DEFINED 01 161200
TIDEWATER INC * COM 886423102 4148 70000 SH DEFINED 011619 70000
TIDEWATER INC * COM 886423102 11850 200000 SH DEFINED 011614 200000
TIDEWATER INC * COM 886423102 228 3850 SH DEFINED 0102 3850
TIDEWATER INC * COM 886423102 3514 59300 SH DEFINED 0131 59300
TIDEWATER INC * COM 886423102 207 3500 SH DEFINED 0103 3500
TIFFANY & CO-NEW COM 886547108 8500 200000 SH DEFINED 011614 200000
TIME WARNER INC COM 887315109 33054 610000 SH DEFINED 011618 610000
TIME WARNER INC COM 887315109 5324 98244 SH DEFINED 0103 98244
TIME WARNER INC COM 887315109 936 17270 SH DEFINED 01 17270
TIMES MIRROR CL A COM 887364107 926 16858 SH DEFINED 0103 16858
TIMKEN CO. COM 887389104 266784 6659184 SH DEFINED 0103 6659184
TITANIUM METAL COM 888339108 12106 325000 SH DEFINED 0106 325000
TORCHMARK CORP COM 891027104 173 4400 SH DEFINED 0102 4400
TORCHMARK CORP COM 891027104 955 24336 SH DEFINED 0103 24336
TORONTO-DOMINION COM 891160509 111 3257 SH DEFINED 0124 3257
TOSCO CORP COM 891490302 13462 386700 SH DEFINED 0108 386700
TOSCO CORP COM 891490302 52219 1500000 SH DEFINED 011516 1500000
TOWER AUTOMOTIVE INC CONV BOND 891707AA9 3225 3000000 PRN DEFINED 0130 3000000
TOWER AUTOMOTIVE INC CONV BOND 891707AA9 3118 2900000 PRN DEFINED 0104 2900000
TOWER AUTOMOTIVE INC CONV BOND 891707AA9 1613 1500000 PRN DEFINED 011621 1500000
TOWER AUTO COM 891707101 7569 168200 SH DEFINED 0128 168200
TOWER AUTO COM 891707101 37634 836300 SH DEFINED 011618 836300
TOYS R US COM 892335100 91352 2573190 SH DEFINED 0102 2573190
<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
TOYS R US COM 892335100 24854 700104 SH DEFINED 0103 700104
TRANSACTION NETWORK COM 893414102 11328 625000 SH DEFINED 0106 625000
TRANSAMERICA CORP COM 893485102 42288 425000 SH DEFINED 0113 425000
TRANSAMERICA CORP COM 893485102 27363 275000 SH DEFINED 0131 275000
TRANSAMERICA CORP COM 893485102 2291 23028 SH DEFINED 0103 23028
TRANSCRYPT INTL COM 89363A101 6416 295000 SH DEFINED 011614 295000
TRANSITION SYSTEMS COM 893715102 8200 400000 SH DEFINED 0106 400000
TRANSITION SYSTEMS COM 893715102 4100 200000 SH DEFINED 011619 200000
TRANSITION SYSTEMS COM 893715102 9861 481000 SH DEFINED 011614 481000
TRANSOCEAN OFFSHORE COM 893817106 15340 320000 SH DEFINED 0108 320000
TRANSOCEAN OFFSHORE COM 893817106 47938 1000000 SH DEFINED 011516 1000000
TRANSOCEAN OFFSHORE COM 893817106 3404 71000 SH DEFINED 011620 71000
TRANSDIGM WARRANTS WARRANT 893900993 1197 3989 SH DEFINED 0104 3989
TRANSDIGM WARRANTS WARRANT 893900993 3358 11194 SH DEFINED 0109 11194
TRAVEL/AETNA PROP COM 893939108 40500 1000000 SH DEFINED 0130 1000000
TRAVEL/AETNA PROP COM 893939108 38475 950000 SH DEFINED 011618 950000
TRAVEL/AETNA PROP COM 893939108 2916 72000 SH DEFINED 011620 72000
TRAVEL/AETNA PROP COM 893939108 86958 2147134 SH DEFINED 0102 2147134
TRAVEL/AETNA PROP COM 893939108 10238 252800 SH DEFINED 0131 252800
TRAVEL/AETNA PROP COM 893939108 1066 26300 SH DEFINED 0103 26300
TRAVEL/AETNA PROP COM 893939108 7250 179000 SH DEFINED 01 179000
TRAVELERS INC NEW COM 894190107 27300 400000 SH DEFINED 0130 400000
TRAVELERS INC NEW COM 894190107 8531 125000 SH DEFINED 0108 125000
TRAVELERS INC NEW COM 894190107 218400 3200000 SH DEFINED 0126 3200000
TRAVELERS INC NEW COM 894190107 136500 2000000 SH DEFINED 0111 2000000
TRAVELERS INC NEW COM 894190107 7781 114000 SH DEFINED 0124 114000
TRAVELERS INC NEW COM 894190107 10642 155933 SH DEFINED 0125 155933
TRAVELERS INC NEW COM 894190107 10238 150000 SH DEFINED 0135 150000
TRAVELERS INC NEW COM 894190107 10238 150000 SH DEFINED 011622 150000
TRAVELERS INC NEW COM 894190107 20475 300000 SH DEFINED 011623 300000
TRAVELERS INC NEW COM 894190107 68250 1000000 SH DEFINED 011516 1000000
TRAVELERS INC NEW COM 894190107 69956 1025000 SH DEFINED 011618 1025000
TRAVELERS INC NEW COM 894190107 4300 63000 SH DEFINED 011620 63000
TRAVELERS INC NEW COM 894190107 126802 1857858 SH DEFINED 0102 1857858
TRAVELERS INC NEW COM 894190107 11251 164854 SH DEFINED 0103 164854
TRAVELERS INC NEW COM 894190107 13956 204489 SH DEFINED 01 204489
TRIBUNE CO COM 896047107 1150 21575 SH DEFINED 0103 21575
TRIGON HEALTHCARE COM 89618L100 10545 425000 SH DEFINED 0106 425000
TUPPERWARE CORP COM 899896104 288 10252 SH DEFINED 0103 10252
TULTEX CORP COM 899900104 207 34648 SH DEFINED 0102 34648
TYCO INTERNATIONAL COM 902124106 31184 380000 SH DEFINED 0108 380000
TYCO INTERNATIONAL COM 902124106 164125 2000000 SH DEFINED 0126 2000000
TYCO INTERNATIONAL COM 902124106 82063 1000000 SH DEFINED 0111 1000000
TYCO INTERNATIONAL COM 902124106 5671 69100 SH DEFINED 0124 69100
TYCO INTERNATIONAL COM 902124106 4259 51900 SH DEFINED 0125 51900
TYCO INTERNATIONAL COM 902124106 7386 90000 SH DEFINED 011622 90000
TYCO INTERNATIONAL COM 902124106 16413 200000 SH DEFINED 011623 200000
TYCO INTERNATIONAL COM 902124106 82063 1000000 SH DEFINED 011516 1000000
TYCO INTERNATIONAL COM 902124106 53341 650000 SH DEFINED 011618 650000
TYCO INTERNATIONAL COM 902124106 11489 140000 SH DEFINED 011619 140000
<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
TYCO INTERNATIONAL COM 902124106 7246 88300 SH DEFINED 011620 88300
TYCO INTERNATIONAL COM 902124106 41031 500000 SH DEFINED 011614 500000
TYCO INTERNATIONAL COM 902124106 133628 1628345 SH DEFINED 0102 1628345
TYCO INTERNATIONAL COM 902124106 22928 279400 SH DEFINED 0131 279400
TYCO INTERNATIONAL COM 902124106 5626 68567 SH DEFINED 0103 68567
TYCO INTERNATIONAL COM 902124106 10094 123000 SH DEFINED 01 123000
UCAR INTERNATIONAL COM 90262K109 38200 800000 SH DEFINED 0130 800000
UCAR INTERNATIONAL COM 90262K109 8118 170000 SH DEFINED 0108 170000
UCAR INTERNATIONAL COM 90262K109 14325 300000 SH DEFINED 0135 300000
UCAR INTERNATIONAL COM 90262K109 38200 800000 SH DEFINED 011516 800000
UCAR INTERNATIONAL COM 90262K109 2674 56000 SH DEFINED 011620 56000
UCAR INTERNATIONAL COM 90262K109 13131 275000 SH DEFINED 011614 275000
UCAR INTERNATIONAL COM 90262K109 27418 574227 SH DEFINED 0102 574227
UCAR INTERNATIONAL COM 90262K109 5850 122500 SH DEFINED 01 122500
USX MARATHON GROUP COM 902905827 18594 500000 SH DEFINED 011516 500000
USX MARATHON GROUP COM 902905827 1881 50573 SH DEFINED 0103 50573
USX MARATHON GROUP COM 902905827 744 20000 SH DEFINED 01 20000
UST INC COM 902911106 15281 500000 SH DEFINED 0113 500000
UST INC COM 902911106 9933 325000 SH DEFINED 0131 325000
UST INC COM 902911106 1354 44300 SH DEFINED 0103 44300
UST INC COM 902911106 6381 208800 SH DEFINED 01 208800
USA WASTE SVCS CONV BOND 902917AB9 13170 12000000 PRN DEFINED 0107 12000000
USA WASTE SERVICES I COM 902917103 19539 490000 SH DEFINED 0108 490000
USA WASTE SERVICES I COM 902917103 135176 3390000 SH DEFINED 0126 3390000
USA WASTE SERVICES I COM 902917103 98691 2475000 SH DEFINED 0111 2475000
USA WASTE SERVICES I COM 902917103 7975 200000 SH DEFINED 011622 200000
USA WASTE SERVICES I COM 902917103 15153 380000 SH DEFINED 011623 380000
USA WASTE SERVICES I COM 902917103 83738 2100000 SH DEFINED 011516 2100000
USA WASTE SERVICES I COM 902917103 13311 333825 SH DEFINED 011619 333825
USA WASTE SERVICES I COM 902917103 3988 100000 SH DEFINED 011620 100000
USA WASTE SERVICES I COM 902917103 20934 525000 SH DEFINED 011614 525000
USA WASTE SERVICES I COM 902917103 119380 2993654 SH DEFINED 0102 2993654
USA WASTE SERVICES I COM 902917103 39257 984512 SH DEFINED 0131 984512
USA WASTE SERVICES I COM 902917103 4059 101785 SH DEFINED 0103 101785
USA WASTE SERVICES I COM 902917103 5024 126000 SH DEFINED 01 126000
U.S. BANCORP (NEW) COM 902973106 291 3000 SH DEFINED 0102 3000
U.S. BANCORP (NEW) COM 902973106 4145 42958 SH DEFINED 0103 42958
UNUM CORP COM 903192102 9344 204800 SH DEFINED 0108 204800
UNUM CORP COM 903192102 57031 1250000 SH DEFINED 0126 1250000
UNUM CORP COM 903192102 15969 350000 SH DEFINED 0124 350000
UNUM CORP COM 903192102 24857 544800 SH DEFINED 0125 544800
UNUM CORP COM 903192102 9 200 SH DEFINED 011618 200
UNUM CORP COM 903192102 3194 70000 SH DEFINED 011619 70000
UNUM CORP COM 903192102 414790 9091179 SH DEFINED 0102 9091179
UNUM CORP COM 903192102 12761 279700 SH DEFINED 0131 279700
UNUM CORP COM 903192102 5818 127520 SH DEFINED 0103 127520
UNUM CORP COM 903192102 14919 327000 SH DEFINED 01 327000
URS CORP COM 903236107 2951 172296 SH DEFINED 0103 172296
U S F & G CORP COM 903290104 447 19488 SH DEFINED 0103 19488
USX-US STEEL GROUP COM 90337T101 523 15050 SH DEFINED 0103 15050
<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
US XPRESS ENTERPRISE COM 90338N103 6140 307000 SH DEFINED 011614 307000
ULTRAMAR DIAMOND SHA COM 904000106 29889 925000 SH DEFINED 0113 925000
ULTRAMAR DIAMOND SHA COM 904000106 808 25000 SH DEFINED 0103 25000
UNIBANCO ADR COM 90458E107 4194 114500 SH DEFINED 0108 114500
UNIBANCO ADR COM 90458E107 8241 225000 SH DEFINED 0135 225000
UNIBANCO ADR COM 90458E107 10988 300000 SH DEFINED 011618 300000
UNIFI COMM WTS WARRANT 90467N114 200 10000 SH DEFINED 0109 10000
UNIFI COMM WTS WARRANT 90467N114 60 3000 SH DEFINED 0124 3000
UNIFI COMM WTS WARRANT 90467N114 140 7000 SH DEFINED 011621 7000
UNIFI COMM WTS WARRANT 90467N114 40 2000 SH DEFINED 011618 2000
UNIFI, INC. COM 904677101 5731 140000 SH DEFINED 0108 140000
UNIFI, INC. COM 904677101 1576 38500 SH DEFINED 011620 38500
UNIFI, INC. COM 904677101 5097 124500 SH DEFINED 01 124500
UNILEVER NV NY SHRS COM 904784501 42525 200000 SH DEFINED 0130 200000
UNILEVER NV NY SHRS COM 904784501 5980 28124 SH DEFINED 0103 28124
UNICOM CORP COM 904911104 888 37985 SH DEFINED 0103 37985
UNION CAMP CORP COM 905530101 37013 600000 SH DEFINED 0113 600000
UNION CAMP CORP COM 905530101 3035 49200 SH DEFINED 0125 49200
UNION CAMP CORP COM 905530101 23441 380000 SH DEFINED 0107 380000
UNION CAMP CORP COM 905530101 29302 475000 SH DEFINED 0131 475000
UNION CAMP CORP COM 905530101 2108 34171 SH DEFINED 0103 34171
UNION CARBIDE CORP COM 905581104 1063 21831 SH DEFINED 0103 21831
UNION ELECTRIC COM 906548102 15375 400000 SH DEFINED 0113 400000
UNION ELECTRIC COM 906548102 11531 300000 SH DEFINED 0131 300000
UNION ELECTRIC COM 906548102 1228 31942 SH DEFINED 0103 31942
UNION PACIFIC CORP COM 907818108 21543 344000 SH DEFINED 0113 344000
UNION PACIFIC CORP COM 907818108 10959 175000 SH DEFINED 011618 175000
UNION PACIFIC CORP COM 907818108 16157 258000 SH DEFINED 0131 258000
UNION PACIFIC CORP COM 907818108 3468 55376 SH DEFINED 0103 55376
UNION PACIFIC CORP COM 907818108 6544 104500 SH DEFINED 01 104500
UP RESOURSE COM 907834105 1167 44572 SH DEFINED 0103 44572
UNISOURCE COM 909208100 14250 750000 SH DEFINED 0113 750000
UNISOURCE COM 909208100 30685 1615000 SH DEFINED 0107 1615000
UNISOURCE COM 909208100 570 30000 SH DEFINED 0103 30000
UNISYS CORP COM 909214108 470 30691 SH DEFINED 0103 30691
UTD DOMINION IND LTD COM 909914103 4458 157449 SH DEFINED 0103 157449
UNITED DOMINION REAL COM 910197102 17625 1175000 SH DEFINED 0113 1175000
UNITED DOMINION REAL COM 910197102 9750 650000 SH DEFINED 0131 650000
UNITED DOMINION REAL COM 910197102 450 30000 SH DEFINED 0103 30000
UNITED HEALTHCARE COM 910581107 70000 1400000 SH DEFINED 0126 1400000
UNITED HEALTHCARE COM 910581107 50000 1000000 SH DEFINED 0111 1000000
UNITED HEALTHCARE COM 910581107 5000 100000 SH DEFINED 0124 100000
UNITED HEALTHCARE COM 910581107 1250 25000 SH DEFINED 0125 25000
UNITED HEALTHCARE COM 910581107 32000 640000 SH DEFINED 011618 640000
UNITED HEALTHCARE COM 910581107 12504 250054 SH DEFINED 0102 250054
UNITED HEALTHCARE COM 910581107 2177 43532 SH DEFINED 0103 43532
UNITED HEALTHCARE COM 910581107 3675 73500 SH DEFINED 01 73500
UNITED MERIDIAN CORP COM 910865104 2389 65000 SH DEFINED 0128 65000
UNITED MERIDIAN CORP COM 910865104 10106 275000 SH DEFINED 0106 275000
UNITED MERIDIAN CORP COM 910865104 6983 190000 SH DEFINED 0135 190000
<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
US AIR GROUP INC. COM 911905107 572 13836 SH DEFINED 0103 13836
US OFFICE PRODUCTS * COM 912325107 3878 110000 SH DEFINED 0106 110000
U. S. SURGICAL CORP COM 912707106 376 12896 SH DEFINED 0103 12896
U S WEST COM 912889102 34650 900000 SH DEFINED 0130 900000
U S WEST COM 912889102 17325 450000 SH DEFINED 0132 450000
U S WEST COM 912889102 7700 200000 SH DEFINED 0124 200000
U S WEST COM 912889102 7700 200000 SH DEFINED 0125 200000
U S WEST COM 912889102 912 23700 SH DEFINED 0102 23700
U S WEST COM 912889102 4348 112933 SH DEFINED 0103 112933
US WEST MEDIA COM 912889201 2375 106427 SH DEFINED 0103 106427
UNITED TECHNOLOGIES COM 913017109 7290 90000 SH DEFINED 0108 90000
UNITED TECHNOLOGIES COM 913017109 162000 2000000 SH DEFINED 0126 2000000
UNITED TECHNOLOGIES COM 913017109 4050 50000 SH DEFINED 0124 50000
UNITED TECHNOLOGIES COM 913017109 4658 57500 SH DEFINED 0125 57500
UNITED TECHNOLOGIES COM 913017109 36450 450000 SH DEFINED 011618 450000
UNITED TECHNOLOGIES COM 913017109 2074 25600 SH DEFINED 011620 25600
UNITED TECHNOLOGIES COM 913017109 199 2459 SH DEFINED 0102 2459
UNITED TECHNOLOGIES COM 913017109 3634 44861 SH DEFINED 0103 44861
UNITED TECHNOLOGIES COM 913017109 6589 81350 SH DEFINED 01 81350
UNITED WISCONSIN SVC COM 913236105 5996 202407 SH DEFINED 0103 202407
UNITRODE COM 913283107 9266 125000 SH DEFINED 011619 125000
UNIVERSAL OUTDOOR COM 91377M105 12188 325000 SH DEFINED 0106 325000
UNIVERSAL OUTDOOR COM 91377M105 6038 161000 SH DEFINED 0102 161000
UNIVERSAL OUTDOOR COM 91377M105 4650 124000 SH DEFINED 0131 124000
UNIVERSAL OUTDOOR COM 91377M105 377 10050 SH DEFINED 0103 10050
UNIVISION COM 914906102 7969 146900 SH DEFINED 0106 146900
UNOCAL CORP COM 915289102 43250 1000000 SH DEFINED 0130 1000000
UNOCAL CORP COM 915289102 7785 180000 SH DEFINED 0126 180000
UNOCAL CORP COM 915289102 6488 150000 SH DEFINED 0132 150000
UNOCAL CORP COM 915289102 23139 535000 SH DEFINED 0124 535000
UNOCAL CORP COM 915289102 32438 750000 SH DEFINED 0125 750000
UNOCAL CORP COM 915289102 43250 1000000 SH DEFINED 011516 1000000
UNOCAL CORP COM 915289102 107207 2478824 SH DEFINED 0102 2478824
UNOCAL CORP COM 915289102 5665 130979 SH DEFINED 0103 130979
UNOCAL CORP COM 915289102 4585 106000 SH DEFINED 01 106000
URBAN SHOPPING CTRS COM 917060105 15117 472400 SH DEFINED 0131 472400
V. F. CORP COM 918204108 1022 11032 SH DEFINED 0103 11032
VLSI TECHNOLOGY INC COM 918270109 87 2503 SH DEFINED 0102 2503
VLSI TECHNOLOGY INC COM 918270109 364 10500 SH DEFINED 01 10500
VAIL RESORTS INC COM 91879Q109 2889 108000 SH DEFINED 0128 108000
STAR PORTFOLIO COM 921909107 2 123 SH DEFINED 01 123
VANTIVE COM 922091103 1200 50000 SH DEFINED 0106 50000
VARCO INTERNATIONAL COM 922126107 4850 100000 SH DEFINED 011614 100000
VAUGHN BASSETT FURN COM 922272117 36 1188 SH DEFINED 0102 1188
VAUGHAN FURNITURE COM 92238L104 17 200 SH DEFINED 0102 200
VERITAS SOFTWARE COM 923436109 3133 71300 SH DEFINED 011619 71300
VERITAS SOFTWARE COM 923436109 11345 258200 SH DEFINED 011614 258200
VERITAS SOFTWARE COM 923436109 16403 373350 SH DEFINED 0102 373350
VERITAS SOFTWARE COM 923436109 8878 202050 SH DEFINED 0131 202050
VERITAS SOFTWARE COM 923436109 785 17850 SH DEFINED 0103 17850
<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
VESTA INSURANCE COM 925391104 11400 200000 SH DEFINED 0106 200000
VIASOFT COM 92552U102 2475 50000 SH DEFINED 0106 50000
VIASOFT COM 92552U102 7673 155000 SH DEFINED 011619 155000
VIASOFT COM 92552U102 9900 200000 SH DEFINED 011614 200000
VIASOFT COM 92552U102 11765 237650 SH DEFINED 0102 237650
VIASOFT COM 92552U102 9667 195300 SH DEFINED 0131 195300
VIASOFT COM 92552U102 767 15500 SH DEFINED 0103 15500
VIACOM INC WTS C '97 WARRANT 925524126 3 350000 SH DEFINED 011516 350000
VIACOM INC CL B COM 925524308 1959 61955 SH DEFINED 0103 61955
VIKING OFFICE PRODS COM 926913104 2393 110000 SH DEFINED 0106 110000
VIRGINIA-AMER WTR CO PREFERRED STOCK 927990200 180 2000 SH DEFINED 0113 2000
VISHAY INTRTECHNOLOG COM 928298108 17488 661500 SH DEFINED 0111 661500
VISHAY INTRTECHNOLOG COM 928298108 1505 56945 SH DEFINED 0102 56945
WHX CORPORATION COM 929248102 3441 264691 SH DEFINED 0103 264691
WICOR INC COM 929253102 8638 200000 SH DEFINED 0132 200000
WPP GROUP PLC -ADR COM 929309300 8512 185556 SH DEFINED 0103 185556
WACHOVIA CORP COM 929771103 3550 49300 SH DEFINED 0130 49300
WACHOVIA CORP COM 929771103 425 5900 SH DEFINED 0108 5900
WACHOVIA CORP COM 929771103 7121 98900 SH DEFINED 0126 98900
WACHOVIA CORP COM 929771103 4444 61500 SH DEFINED 0102 61500
WACHOVIA CORP COM 929771103 2054 28526 SH DEFINED 0103 28526
WAL MART STORES COM 931142103 36625 1000000 SH DEFINED 0130 1000000
WAL MART STORES COM 931142103 73250 2000000 SH DEFINED 0126 2000000
WAL MART STORES COM 931142103 20755 566700 SH DEFINED 0124 566700
WAL MART STORES COM 931142103 29498 805400 SH DEFINED 0125 805400
WAL MART STORES COM 931142103 10841 296000 SH DEFINED 0135 296000
WAL MART STORES COM 931142103 73250 2000000 SH DEFINED 011516 2000000
WAL MART STORES COM 931142103 30399 830000 SH DEFINED 011618 830000
WAL MART STORES COM 931142103 149019 4068824 SH DEFINED 0102 4068824
WAL MART STORES COM 931142103 17918 489257 SH DEFINED 0103 489257
WAL MART STORES COM 931142103 3370 92000 SH DEFINED 01 92000
WALBRO CORP COM 931154108 3838 175435 SH DEFINED 0103 175435
WALGREEN CO. COM 931422109 61 2416 SH DEFINED 0102 2416
WALGREEN CO. COM 931422109 2214 86390 SH DEFINED 0103 86390
WARNACO COM 934390105 1270 40000 SH DEFINED 01 40000
WARNER LAMBERT CO COM 934488107 40481 300000 SH DEFINED 0130 300000
WARNER LAMBERT CO COM 934488107 3373 25000 SH DEFINED 0124 25000
WARNER LAMBERT CO COM 934488107 8380 62100 SH DEFINED 0125 62100
WARNER LAMBERT CO COM 934488107 287 2133 SH DEFINED 0102 2133
WARNER LAMBERT CO COM 934488107 6847 50747 SH DEFINED 0103 50747
WASHINGTON GAS LIGHT COM 938837101 6406 250000 SH DEFINED 0132 250000
WASHINGTON MUT INC COM 939322103 34875 500000 SH DEFINED 0130 500000
WASHINGTON MUT INC COM 939322103 16391 235000 SH DEFINED 0108 235000
WASHINGTON MUT INC COM 939322103 139500 2000000 SH DEFINED 0111 2000000
WASHINGTON MUT INC COM 939322103 16022 229700 SH DEFINED 0124 229700
WASHINGTON MUT INC COM 939322103 25319 363000 SH DEFINED 0125 363000
WASHINGTON MUT INC COM 939322103 23715 340000 SH DEFINED 0107 340000
WASHINGTON MUT INC COM 939322103 15345 220000 SH DEFINED 011622 220000
WASHINGTON MUT INC COM 939322103 27900 400000 SH DEFINED 011623 400000
WASHINGTON MUT INC COM 939322103 69750 1000000 SH DEFINED 011516 1000000
<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
WASHINGTON MUT INC COM 939322103 61031 875000 SH DEFINED 011618 875000
WASHINGTON MUT INC COM 939322103 10463 150000 SH DEFINED 011619 150000
WASHINGTON MUT INC COM 939322103 5489 78700 SH DEFINED 011620 78700
WASHINGTON MUT INC COM 939322103 15345 220000 SH DEFINED 011614 220000
WASHINGTON MUT INC COM 939322103 188728 2705628 SH DEFINED 0102 2705628
WASHINGTON MUT INC COM 939322103 14229 204000 SH DEFINED 0131 204000
WASHINGTON MUT INC COM 939322103 7150 102506 SH DEFINED 0103 102506
WASHINGTON MUT INC COM 939322103 21371 306400 SH DEFINED 01 306400
WASTE MANAGEMENT INC COM 94106K101 22709 650000 SH DEFINED 0113 650000
WASTE MANAGEMENT INC COM 94106K101 2506 71723 SH DEFINED 0102 71723
WASTE MANAGEMENT INC COM 94106K101 17469 500000 SH DEFINED 0131 500000
WASTE MANAGEMENT INC COM 94106K101 3480 99611 SH DEFINED 0103 99611
WATERS CORPORATION COM 941848103 13256 300000 SH DEFINED 0106 300000
WATSON PHARMACEUTICA COM 942683103 28381 475000 SH DEFINED 0106 475000
WATSON PHARMACEUTICA COM 942683103 11950 200000 SH DEFINED 011619 200000
WATSON PHARMACEUTICA COM 942683103 17925 300000 SH DEFINED 011614 300000
WATSON PHARMACEUTICA COM 942683103 24557 410946 SH DEFINED 0102 410946
WATSON PHARMACEUTICA COM 942683103 13127 219700 SH DEFINED 0131 219700
WATSON PHARMACEUTICA COM 942683103 1019 17050 SH DEFINED 0103 17050
WATSON PHARMACEUTICA COM 942683103 418 7000 SH DEFINED 01 7000
WELLS FARGO & CO COM 949740104 4244 15433 SH DEFINED 0103 15433
WENDYS INTL INC COM 950590109 492 23147 SH DEFINED 0103 23147
WEST COMPANY COM 953348109 12056 365338 SH DEFINED 0103 365338
WEST TELESVCS CORP COM 956188106 2250 150000 SH DEFINED 0106 150000
WESTERN ATLAS INC COM 957674104 836 9502 SH DEFINED 0103 9502
WESTERN DIGITAL COM 958102105 40063 1000000 SH DEFINED 0126 1000000
WESTERN RES COM 959425109 13725 400000 SH DEFINED 0131 400000
WESTERN RES COM 959425109 412 12000 SH DEFINED 0103 12000
WESTERN RESOURCE INC PREFERRED STOCK 959425406 612 10000 SH DEFINED 0113 10000
WESTERN RESOURCES PREFERRED STOCK 959425604 8170 76000 SH DEFINED 0105 76000
WESTERN RESOURCES PREFERRED STOCK 959425604 7525 70000 SH DEFINED 01 70000
WESTINGHOUSE ELEC COM 960402105 11366 420000 SH DEFINED 0108 420000
WESTINGHOUSE ELEC COM 960402105 78481 2900000 SH DEFINED 0126 2900000
WESTINGHOUSE ELEC COM 960402105 10771 398000 SH DEFINED 0124 398000
WESTINGHOUSE ELEC COM 960402105 17066 630600 SH DEFINED 0125 630600
WESTINGHOUSE ELEC COM 960402105 67656 2500000 SH DEFINED 011516 2500000
WESTINGHOUSE ELEC COM 960402105 3924 145000 SH DEFINED 011620 145000
WESTINGHOUSE ELEC COM 960402105 24356 900000 SH DEFINED 011614 900000
WESTINGHOUSE ELEC COM 960402105 22683 838103 SH DEFINED 0102 838103
WESTINGHOUSE ELEC COM 960402105 13719 506926 SH DEFINED 0131 506926
WESTINGHOUSE ELEC COM 960402105 13815 510505 SH DEFINED 0103 510505
WESTINGHOUSE ELEC COM 960402105 3883 143500 SH DEFINED 01 143500
WESTVACO CORP COM 961548104 646 17908 SH DEFINED 0103 17908
WEYERHAUESER COM 962166104 41563 700000 SH DEFINED 0113 700000
WEYERHAUESER COM 962166104 2969 50000 SH DEFINED 0124 50000
WEYERHAUESER COM 962166104 3954 66600 SH DEFINED 0125 66600
WEYERHAUESER COM 962166104 9797 165000 SH DEFINED 0107 165000
WEYERHAUESER COM 962166104 341 5750 SH DEFINED 0102 5750
WEYERHAUESER COM 962166104 31172 525000 SH DEFINED 0131 525000
WEYERHAUESER COM 962166104 3624 61033 SH DEFINED 0103 61033
<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
WEYERHAUESER COM 962166104 5878 99000 SH DEFINED 01 99000
WHIRLPOOL CORP COM 963320106 868 13093 SH DEFINED 0103 13093
WHIRLPOOL FIN $100 B PREFERRED STOCK 963328208 19125 180000 SH DEFINED 0105 180000
WHITMAN CORP COM 96647K102 487 17869 SH DEFINED 0103 17869
WHITMAN & HART COM 966834103 6100 200000 SH DEFINED 011619 200000
WHITMAN & HART COM 966834103 12116 397200 SH DEFINED 0102 397200
WHITMAN & HART COM 966834103 7015 230000 SH DEFINED 0131 230000
WHITMAN & HART COM 966834103 622 20400 SH DEFINED 0103 20400
WILLAMETTE IND INC COM 969133107 61200 1600000 SH DEFINED 011516 1600000
WILLAMETTE IND INC COM 969133107 3060 80000 SH DEFINED 011620 80000
WILLAMETTE IND INC COM 969133107 747 19528 SH DEFINED 0103 19528
WILLIAM COMPANIES COM 969457100 1307 27926 SH DEFINED 0103 27926
WINN-DIXIE COM 974280109 926 26139 SH DEFINED 0103 26139
WINSTAR SR SUB DIS CONV BOND 975515AB3 7500 10000000 PRN DEFINED 0109 10000000
WIRELESS ONE COM 97652H109 81 25000 SH DEFINED 0109 25000
WIRELESS ONE WTS COM 97652H117 6 23250 SH DEFINED 0109 23250
WISCONSIN CENTRAL TR COM 976592105 6999 220000 SH DEFINED 0108 220000
WISCONSIN CENTRAL TR COM 976592105 18451 580000 SH DEFINED 0111 580000
WISCONSIN CENTRAL TR COM 976592105 4136 130000 SH DEFINED 011620 130000
WOLVERINE COM 978097103 32080 1270500 SH DEFINED 0102 1270500
WOLVERINE COM 978097103 538 21300 SH DEFINED 0103 21300
WOOLWORTH CORP COM 980883102 524 23676 SH DEFINED 0103 23676
WORLDCOM INC COM 98155K102 6721 190000 SH DEFINED 0108 190000
WORLDCOM INC COM 98155K102 77825 2200000 SH DEFINED 0126 2200000
WORLDCOM INC COM 98155K102 99050 2800000 SH DEFINED 0111 2800000
WORLDCOM INC COM 98155K102 9445 267000 SH DEFINED 0124 267000
WORLDCOM INC COM 98155K102 12020 339800 SH DEFINED 0125 339800
WORLDCOM INC COM 98155K102 10613 300000 SH DEFINED 011622 300000
WORLDCOM INC COM 98155K102 24763 700000 SH DEFINED 011623 700000
WORLDCOM INC COM 98155K102 48641 1375000 SH DEFINED 011618 1375000
WORLDCOM INC COM 98155K102 15919 450000 SH DEFINED 011614 450000
WORLDCOM INC COM 98155K102 55116 1557987 SH DEFINED 0102 1557987
WORLDCOM INC COM 98155K102 7389 208868 SH DEFINED 0103 208868
WORLDCOM INC COM 98155K102 2299 65000 SH DEFINED 01 65000
WORLDCOM INC CVT PFD CONV PFD STOCK 98155K300 13063 106200 SH DEFINED 0132 106200
WORTHINGTON IND COM 981811102 344 16982 SH DEFINED 0103 16982
WRIGLEY WM JR CO COM 982526105 1539 20437 SH DEFINED 0103 20437
XILINX COM 983919101 12808 253000 SH DEFINED 011614 253000
XILINX COM 983919101 15341 303035 SH DEFINED 0102 303035
XILINX COM 983919101 8181 161600 SH DEFINED 0131 161600
XILINX COM 983919101 648 12800 SH DEFINED 0103 12800
XILINX COM 983919101 4860 96000 SH DEFINED 01 96000
XEROX COM 984121103 18521 220000 SH DEFINED 0130 220000
XEROX COM 984121103 5051 60000 SH DEFINED 0108 60000
XEROX COM 984121103 18521 220000 SH DEFINED 0126 220000
XEROX COM 984121103 5262 62500 SH DEFINED 0124 62500
XEROX COM 984121103 6028 71600 SH DEFINED 0125 71600
XEROX COM 984121103 15154 180000 SH DEFINED 0135 180000
XEROX COM 984121103 5227 62087 SH DEFINED 0103 62087
XYLAN CORP COM 984151100 11063 500000 SH DEFINED 011614 500000
<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
YELLOW CORPORATION COM 985509108 4233 130000 SH DEFINED 011619 130000
YELLOW CORPORATION COM 985509108 9769 300000 SH DEFINED 011614 300000
YORK GROUP INC COM 986632107 2501 115000 SH DEFINED 0128 115000
ZERO CORP COM 989484100 7022 248000 SH DEFINED 0128 248000
ZERO CORP COM 989484100 594 20963 SH DEFINED 0103 20963
FLAGSTAR STABLE VALU COM 9900072E5 10389 974857 SH DEFINED 0103 974857
INCOME FUND III COM 990007213 19442 1534222 SH DEFINED 0103 1534222
SIEBE STABLE VALUE COM 990007742 71642 6355194 SH DEFINED 0103 6355194
EMERGING GROWTH 2 COM 990007916 7134 635163 SH DEFINED 0103 635163
STABLE CAPITAL II COM 990007940 9864 798665 SH DEFINED 0103 798665
AM EXP RESEARCH 839 COM 990008393 30510 893875 SH DEFINED 0103 893875
FEDERAL INCOME FUND COM 990008443 80036 5345014 SH DEFINED 0103 5345014
EQY BASE INDEX COM 990008450 1170110 43375967 SH DEFINED 0103 43375967
EQUITY INDEX 2 COM 990008484 4938 196193 SH DEFINED 0103 196193
AM EXP TST BND 831 COM 990009086 38952 774888 SH DEFINED 0103 774888
AM EXP TST EMERG 837 COM 990009300 17696 204411 SH DEFINED 0103 204411
AM EXP TST CORE 838 COM 990009318 25135 217598 SH DEFINED 0103 217598
MANAGED GIC FUND COM 990009326 139235 5043660 SH DEFINED 0103 5043660
INTERNATION COM 990009995 4741 407965 SH DEFINED 0103 407965
EQUITY INDEX 3 COM 990018509 8177 352841 SH DEFINED 0103 352841
MEXICO VALUE REC RTS COM 991996133 0 1000 SH DEFINED 0110 1000
MEXICO VALUE REC RTS COM 991996133 0 1000 SH DEFINED 011618 1000
STATE STREET BOND COM 994691343 1537 139639 SH DEFINED 0103 139639
STATE STREET EAFE COM 994691350 2338 206512 SH DEFINED 0103 206512
REPORT SUMMARY 3524 DATA RECORDS 69288504 35 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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