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Previous: GALAXY FOODS CO, 10QSB, 1998-01-28 |
Next: ASHWORTH INC, 10-K, 1998-01-28 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 12/31/97
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 01/01/98
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
BENCKISER COM D0882P103 6169 150000 SH DEFINED 011614 150000
ACE LIMITED COM G0070K103 16405 170000 SH DEFINED 0108 170000
ACE LIMITED COM G0070K103 221950 2300000 SH DEFINED 0126 2300000
ACE LIMITED COM G0070K103 9290 96273 SH DEFINED 0128 96273
ACE LIMITED COM G0070K103 115800 1200000 SH DEFINED 011516 1200000
ACE LIMITED COM G0070K103 3667 38000 SH DEFINED 011619 38000
ACE LIMITED COM G0070K103 3677 38100 SH DEFINED 011620 38100
ACE LIMITED COM G0070K103 9650 100000 SH DEFINED 011614 100000
ACE LIMITED COM G0070K103 1066 11050 SH DEFINED 0102 11050
ACE LIMITED COM G0070K103 14137 146500 SH DEFINED 0131 146500
ACE LIMITED COM G0070K103 782 8100 SH DEFINED 0103 8100
CREDICORP COM G2519Y108 2113 117370 SH DEFINED 0128 117370
CREDICORP COM G2519Y108 83 4589 SH DEFINED 0124 4589
CREDICORP COM G2519Y108 200 11092 SH DEFINED 0112 11092
CREDICORP COM G2519Y108 292 16226 SH DEFINED 011617 16226
EXEL LTD COM G3242A102 77634 1225000 SH DEFINED 0130 1225000
EXEL LTD COM G3242A102 20280 320000 SH DEFINED 0107 320000
EXEL LTD COM G3242A102 9202 145205 SH DEFINED 01 145205
LORAL SPACE & COMM COM G56462107 22334 1041800 SH DEFINED 011618 1041800
MIDOCEAN LTD COM G61061100 24087 444000 SH DEFINED 0130 444000
MIDOCEAN LTD COM G61061100 29295 540000 SH DEFINED 0107 540000
PEAK INTL LTD ADR COM G69586108 5219 250000 SH DEFINED 011619 250000
SANTA FE INTL CORP COM G7805C108 8138 200000 SH DEFINED 011619 200000
TERRA NOVA COM G87615103 3809 145100 SH DEFINED 0128 145100
TERRA NOVA COM G87615103 11918 454000 SH DEFINED 011618 454000
TERRA NOVA COM G87615103 780 29750 SH DEFINED 0102 29750
TERRA NOVA COM G87615103 9310 354650 SH DEFINED 0131 354650
TERRA NOVA COM G87615103 546 20800 SH DEFINED 0103 20800
3D LABS COM G8846W103 407 17500 SH DEFINED 011619 17500
3D LABS COM G8846W103 5231 225000 SH DEFINED 011614 225000
CHECKPOINT SOFTWARE COM M22465104 2038 50000 SH DEFINED 011619 50000
CHECKPOINT SOFTWARE COM M22465104 2038 50000 SH DEFINED 011614 50000
CHECKPOINT SOFTWARE COM M22465104 340 8350 SH DEFINED 0102 8350
CHECKPOINT SOFTWARE COM M22465104 4817 118200 SH DEFINED 0131 118200
CHECKPOINT SOFTWARE COM M22465104 297 7300 SH DEFINED 0103 7300
ESC MEDICAL COM M40868107 3875 100000 SH DEFINED 011619 100000
ESC MEDICAL COM M40868107 1164 30050 SH DEFINED 011614 30050
ESC MEDICAL COM M40868107 675 17369 SH DEFINED 0102 17369
ESC MEDICAL COM M40868107 5072 130900 SH DEFINED 0131 130900
ESC MEDICAL COM M40868107 426 11000 SH DEFINED 0103 11000
ESC MEDICAL COM M40868107 872 22500 SH DEFINED 01 22500
RADCOM LTD COM M81865103 2228 330000 SH DEFINED 011619 330000
TEFRON LTD COM M87482101 5290 230000 SH DEFINED 011614 230000
TELEDATA COMMUNICATI COM M8762U100 5475 300000 SH DEFINED 011614 300000
ASM LITHOGRAPHY COM N07059111 4388 65000 SH DEFINED 011619 65000
CORE LABS COM N22717107 2709 150000 SH DEFINED 0106 150000
PANAMERICAN BEV COM P74823108 1631 50000 SH DEFINED 0124 50000
PANAMERICAN BEV COM P74823108 3915 120000 SH DEFINED 0112 120000
PANAMERICAN BEV COM P74823108 5873 180000 SH DEFINED 011617 180000
STEINER LEISURE LTD COM P8744Y102 4631 150000 SH DEFINED 011619 150000
<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 20378 660000 SH DEFINED 011614 660000
SUN INTL COM P8797T133 10347 275000 SH DEFINED 0135 275000
ROYAL CARIBBEAN COM V7780T103 749 14050 SH DEFINED 0102 14050
ROYAL CARIBBEAN COM V7780T103 8765 164400 SH DEFINED 0131 164400
ROYAL CARIBBEAN COM V7780T103 517 9700 SH DEFINED 0103 9700
ABR INFORMATION COM 00077R108 19100 800000 SH DEFINED 0111 800000
ADC TELECOM COM 000886101 10020 240000 SH DEFINED 0108 240000
ADC TELECOM COM 000886101 91850 2200000 SH DEFINED 0126 2200000
ADC TELECOM COM 000886101 50100 1200000 SH DEFINED 0111 1200000
ADC TELECOM COM 000886101 6680 160000 SH DEFINED 011622 160000
ADC TELECOM COM 000886101 15030 360000 SH DEFINED 011623 360000
ADC TELECOM COM 000886101 38619 925000 SH DEFINED 011618 925000
ADC TELECOM COM 000886101 4175 100000 SH DEFINED 011619 100000
ADC TELECOM COM 000886101 2714 65000 SH DEFINED 011620 65000
ADC TELECOM COM 000886101 12525 300000 SH DEFINED 011614 300000
ADC TELECOM COM 000886101 65299 1563990 SH DEFINED 0102 1563990
ADC TELECOM COM 000886101 17606 421700 SH DEFINED 0131 421700
ADC TELECOM COM 000886101 2192 52510 SH DEFINED 0103 52510
AGCO CORP COM 001084102 14625 500000 SH DEFINED 0130 500000
AGCO CORP COM 001084102 8483 290000 SH DEFINED 0108 290000
AGCO CORP COM 001084102 4826 165000 SH DEFINED 0128 165000
AGCO CORP COM 001084102 30 1035 SH DEFINED 0102 1035
AGCO CORP COM 001084102 13848 473450 SH DEFINED 01 473450
AMB PROPERTY CORP COM 00163T109 4083 162500 SH DEFINED 011619 162500
AMR CORP DEL COM 001765106 38550 300000 SH DEFINED 0130 300000
AMR CORP DEL COM 001765106 257000 2000000 SH DEFINED 0126 2000000
AMR CORP DEL COM 001765106 30840 240000 SH DEFINED 0113 240000
AMR CORP DEL COM 001765106 12465 97000 SH DEFINED 0124 97000
AMR CORP DEL COM 001765106 17990 140000 SH DEFINED 0125 140000
AMR CORP DEL COM 001765106 16063 125000 SH DEFINED 0135 125000
AMR CORP DEL COM 001765106 12850 100000 SH DEFINED 011516 100000
AMR CORP DEL COM 001765106 20383 158600 SH DEFINED 0102 158600
AMR CORP DEL COM 001765106 23130 180000 SH DEFINED 0131 180000
AMR CORP DEL COM 001765106 4639 36104 SH DEFINED 0103 36104
AMR CORP DEL COM 001765106 11882 92464 SH DEFINED 01 92464
ARCO CHEMICAL CO COM 001920107 33452 716500 SH DEFINED 0107 716500
ARM FINL GROUP CL A COM 001944107 3561 135000 SH DEFINED 01 135000
AT&T CORP COM 001957109 61250 1000000 SH DEFINED 0130 1000000
AT&T CORP COM 001957109 73500 1200000 SH DEFINED 0126 1200000
AT&T CORP COM 001957109 9800 160000 SH DEFINED 0132 160000
AT&T CORP COM 001957109 7963 130000 SH DEFINED 0124 130000
AT&T CORP COM 001957109 28757 469500 SH DEFINED 0125 469500
AT&T CORP COM 001957109 73500 1200000 SH DEFINED 011516 1200000
AT&T CORP COM 001957109 1054 17200 SH DEFINED 0102 17200
AT&T CORP COM 001957109 19417 317009 SH DEFINED 0103 317009
ABBOTT LABS COM 002824100 3285 50112 SH DEFINED 0102 50112
ABBOTT LABS COM 002824100 9162 139740 SH DEFINED 0103 139740
ABERCROMBIE & FITCH COM 002896207 10938 350000 SH DEFINED 011614 350000
ACCUSTAFF COM 004401105 55200 2400000 SH DEFINED 0126 2400000
ACCUSTAFF COM 004401105 27025 1175000 SH DEFINED 0106 1175000
<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 27600 1200000 SH DEFINED 0111 1200000
ACCUSTAFF COM 004401105 4600 200000 SH DEFINED 011619 200000
ACCUSTAFF COM 004401105 3795 165000 SH DEFINED 011620 165000
ACCUSTAFF COM 004401105 10925 475000 SH DEFINED 011614 475000
ACCUSTAFF COM 004401105 478 20716 SH DEFINED 0102 20716
ACCUSTAFF COM 004401105 5166 224600 SH DEFINED 0131 224600
ACCUSTAFF COM 004401105 306 13300 SH DEFINED 0103 13300
ACCUSTAFF COM 004401105 3910 170000 SH DEFINED 01 170000
ADAPTEC INC 144A CVT CONV BOND 00651FAA6 15563 15000000 PRN DEFINED 0130 15000000
ADAPTEC INC COM 00651F108 10209 275000 SH DEFINED 0108 275000
ADAPTEC INC COM 00651F108 44550 1200000 SH DEFINED 011516 1200000
ADAPTEC INC COM 00651F108 5940 160000 SH DEFINED 011619 160000
ADAPTEC INC COM 00651F108 2970 80000 SH DEFINED 011620 80000
ADAPTEC INC COM 00651F108 16321 439600 SH DEFINED 0102 439600
ADAPTEC INC COM 00651F108 8932 240600 SH DEFINED 0131 240600
ADAPTEC INC COM 00651F108 549 14800 SH DEFINED 0103 14800
ADOBE SYSTEMS INC COM 00724F101 546 13239 SH DEFINED 0103 13239
ADVANCED FIBRE COMM COM 00754A105 34950 1200000 SH DEFINED 0111 1200000
ADVANCED FIBRE COMM COM 00754A105 5825 200000 SH DEFINED 011619 200000
ADVANCED FIBRE COMM COM 00754A105 11650 400000 SH DEFINED 011614 400000
ADVANCED FIBRE COMM COM 00754A105 11956 410500 SH DEFINED 0102 410500
ADVANCED FIBRE COMM COM 00754A105 13001 446400 SH DEFINED 0131 446400
ADVANCED FIBRE COMM COM 00754A105 952 32700 SH DEFINED 0103 32700
AEROQUIP-VICKERS COM 007869100 251 5107 SH DEFINED 0103 5107
ADVANCED MICRO DEV COM 007903107 444 24745 SH DEFINED 0103 24745
AETNA INC COM 008117103 1920 27217 SH DEFINED 0103 27217
AFL/CIO UNITS OF COM 008270993 499 460 SH DEFINED 0102 460
AHMANSON HF & CO COM 008677106 1184 17682 SH DEFINED 0103 17682
AIR PROD & CHEM COM 009158106 4113 50000 SH DEFINED 0126 50000
AIR PROD & CHEM COM 009158106 34545 420000 SH DEFINED 0113 420000
AIR PROD & CHEM COM 009158106 6786 82500 SH DEFINED 0125 82500
AIR PROD & CHEM COM 009158106 2618 31850 SH DEFINED 0102 31850
AIR PROD & CHEM COM 009158106 26731 325000 SH DEFINED 0131 325000
AIR PROD & CHEM COM 009158106 3183 38704 SH DEFINED 0103 38704
AIRTOUCH COMMUN COM 00949T100 83125 2000000 SH DEFINED 0126 2000000
AIRTOUCH COMMUN COM 00949T100 8313 200000 SH DEFINED 0132 200000
AIRTOUCH COMMUN COM 00949T100 12469 300000 SH DEFINED 0124 300000
AIRTOUCH COMMUN COM 00949T100 21093 507500 SH DEFINED 0125 507500
AIRTOUCH COMMUN COM 00949T100 14547 350000 SH DEFINED 0135 350000
AIRTOUCH COMMUN COM 00949T100 46612 1121500 SH DEFINED 011618 1121500
AIRTOUCH COMMUN COM 00949T100 270254 6502438 SH DEFINED 0102 6502438
AIRTOUCH COMMUN COM 00949T100 6906 166151 SH DEFINED 0103 166151
AIRTOUCH COMMUN COM 00949T100 9996 240500 SH DEFINED 01 240500
AIRTOUCH COM PFD CVT CONV PFD STOCK 00949T209 10688 300000 SH DEFINED 0132 300000
AIRTOUCH COM PFD CVT CONV PFD STOCK 00949T209 13359 375000 SH DEFINED 0107 375000
ALAMO GROUP INC COM 011311107 4741 218600 SH DEFINED 0128 218600
ALASKA AIRGROUP COM 011659109 6006 155000 SH DEFINED 0128 155000
ALBERTO CULVER COM 013068101 327 10191 SH DEFINED 0103 10191
ALBERTSONS INC COM 013104104 3553 75000 SH DEFINED 0108 75000
ALBERTSONS INC COM 013104104 2115 44638 SH DEFINED 0103 44638
<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
ALCAN ALUMINIUM LTD COM 013716105 1139 41232 SH DEFINED 0103 41232
ALLEGHENY ENERGY COM 017361106 2763 85000 SH DEFINED 0128 85000
ALLEGHENY ENERGY COM 017361106 9750 300000 SH DEFINED 0132 300000
ALLEGHENY TELEDYNE COM 017415100 800 30916 SH DEFINED 0103 30916
ALLERGAN INC COM 018490102 395 11777 SH DEFINED 0103 11777
ALLIED GROUP INC COM 019220102 14813 517500 SH DEFINED 0128 517500
ALLIED SIGNAL INC COM 019512102 31150 800000 SH DEFINED 0113 800000
ALLIED SIGNAL INC COM 019512102 5841 150000 SH DEFINED 0124 150000
ALLIED SIGNAL INC COM 019512102 11681 300000 SH DEFINED 0125 300000
ALLIED SIGNAL INC COM 019512102 35044 900000 SH DEFINED 011618 900000
ALLIED SIGNAL INC COM 019512102 40331 1035741 SH DEFINED 0102 1035741
ALLIED SIGNAL INC COM 019512102 26867 690000 SH DEFINED 0131 690000
ALLIED SIGNAL INC COM 019512102 6214 159590 SH DEFINED 0103 159590
ALLIED SIGNAL INC COM 019512102 6425 165000 SH DEFINED 01 165000
ALLIED WASTE IND COM 019589308 11022 472800 SH DEFINED 011619 472800
ALLIED WASTE IND COM 019589308 6994 300000 SH DEFINED 011614 300000
ALLIED WASTE IND COM 019589308 17884 767250 SH DEFINED 0102 767250
ALLIED WASTE IND COM 019589308 319 13700 SH DEFINED 0103 13700
ALLSTATE CORP COM 020002101 5053 55600 SH DEFINED 0125 55600
ALLSTATE CORP COM 020002101 7180 79015 SH DEFINED 0103 79015
ALLSTATE CORP COM 020002101 9224 101500 SH DEFINED 01 101500
ALLTEL CORP COM 020039103 1394 33941 SH DEFINED 0103 33941
ALLTEL 7.75 $100 PAR PREFERRED STOCK 0200392*3 2145 21234 SH DEFINED 0105 21234
ALUMINUM CO AMERICA COM 022249106 14075 200000 SH DEFINED 0130 200000
ALUMINUM CO AMERICA COM 022249106 11992 170400 SH DEFINED 0108 170400
ALUMINUM CO AMERICA COM 022249106 140750 2000000 SH DEFINED 0126 2000000
ALUMINUM CO AMERICA COM 022249106 28150 400000 SH DEFINED 0113 400000
ALUMINUM CO AMERICA COM 022249106 12935 183800 SH DEFINED 0124 183800
ALUMINUM CO AMERICA COM 022249106 20296 288400 SH DEFINED 0125 288400
ALUMINUM CO AMERICA COM 022249106 4961 70500 SH DEFINED 011620 70500
ALUMINUM CO AMERICA COM 022249106 232467 3303196 SH DEFINED 0102 3303196
ALUMINUM CO AMERICA COM 022249106 19353 275000 SH DEFINED 0131 275000
ALUMINUM CO AMERICA COM 022249106 5595 79495 SH DEFINED 0103 79495
ALUMINUM CO AMERICA COM 022249106 20072 285200 SH DEFINED 01 285200
ALZA COM 022615108 11103 349000 SH DEFINED 0108 349000
ALZA COM 022615108 4075 128100 SH DEFINED 0124 128100
ALZA COM 022615108 4387 137900 SH DEFINED 0125 137900
ALZA COM 022615108 3375 106100 SH DEFINED 011619 106100
ALZA COM 022615108 3181 100000 SH DEFINED 011620 100000
ALZA COM 022615108 27004 848934 SH DEFINED 0102 848934
ALZA COM 022615108 931 29268 SH DEFINED 0103 29268
AMERADA HESS COM 023551104 914 16660 SH DEFINED 0103 16660
AMER CAP STRATEGIES COM 024937104 3625 200000 SH DEFINED 011619 200000
20TH CENTURY ULTRA COM 025083882 8467 310141 SH DEFINED 0103 310141
AMERICAN COMM SVCS COM 02520B102 3844 300000 SH DEFINED 011614 300000
AMERICAN ELEC PWR COM 025537101 1774 34366 SH DEFINED 0103 34366
AMERICAN EXPRESS COM 025816109 793583 8891691 SH DEFINED 0103 8891691
AMER GENERAL CORP COM 026351106 44380 820899 SH DEFINED 0103 820899
AM GREETINGS CL A COM 026375105 21519 550000 SH DEFINED 0131 550000
AM GREETINGS CL A COM 026375105 1318 33666 SH DEFINED 0103 33666
<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 HOME PRODUCTS COM 026609107 9945 130000 SH DEFINED 0108 130000
AMER HOME PRODUCTS COM 026609107 52709 689000 SH DEFINED 0113 689000
AMER HOME PRODUCTS COM 026609107 7421 97000 SH DEFINED 0124 97000
AMER HOME PRODUCTS COM 026609107 12615 164900 SH DEFINED 0125 164900
AMER HOME PRODUCTS COM 026609107 37868 495000 SH DEFINED 0107 495000
AMER HOME PRODUCTS COM 026609107 4590 60000 SH DEFINED 011620 60000
AMER HOME PRODUCTS COM 026609107 892 11667 SH DEFINED 0102 11667
AMER HOME PRODUCTS COM 026609107 38250 500000 SH DEFINED 0131 500000
AMER HOME PRODUCTS COM 026609107 11865 155092 SH DEFINED 0103 155092
AMER HOME PRODUCTS COM 026609107 19907 260223 SH DEFINED 01 260223
AMERICAN INTL GROUP COM 026874107 40781 375000 SH DEFINED 0130 375000
AMERICAN INTL GROUP COM 026874107 163125 1500000 SH DEFINED 0126 1500000
AMERICAN INTL GROUP COM 026874107 6090 56000 SH DEFINED 0135 56000
AMERICAN INTL GROUP COM 026874107 54375 500000 SH DEFINED 011516 500000
AMERICAN INTL GROUP COM 026874107 15262 140339 SH DEFINED 0102 140339
AMERICAN INTL GROUP COM 026874107 14291 131406 SH DEFINED 0103 131406
AMERICAN INTL GROUP COM 026874107 10549 97000 SH DEFINED 01 97000
AMERICAN MANAGEMENT COM 027352103 5265 270000 SH DEFINED 0128 270000
AMERICAN MANAGEMENT COM 027352103 7800 400000 SH DEFINED 011614 400000
AMER PWR CONVERSION COM 029066107 35438 1500000 SH DEFINED 011618 1500000
AMERICAN RADIO COM 029161106 23733 445150 SH DEFINED 0102 445150
AMERICAN RADIO COM 029161106 352 6600 SH DEFINED 0103 6600
AMER RADIO CVTPFD7% PREFERRED STOCK 029161205 1315 20500 SH DEFINED 011620 20500
AMERICAN SKIING CO COM 029654308 4834 325000 SH DEFINED 011614 325000
AMERICAN STD CO COM 029712106 38313 1000000 SH DEFINED 0130 1000000
AMERICAN STD CO COM 029712106 30650 800000 SH DEFINED 0113 800000
AMERICAN STD CO COM 029712106 28734 750000 SH DEFINED 011618 750000
AMERICAN STD CO COM 029712106 34098 890000 SH DEFINED 0131 890000
AMERICAN STD CO COM 029712106 1379 36000 SH DEFINED 0103 36000
AMERICAN STORES CO COM 030096101 22619 1100000 SH DEFINED 0130 1100000
AMERICAN STORES CO COM 030096101 23246 1130500 SH DEFINED 0113 1130500
AMERICAN STORES CO COM 030096101 11139 541700 SH DEFINED 0107 541700
AMERICAN STORES CO COM 030096101 32900 1600000 SH DEFINED 011516 1600000
AMERICAN STORES CO COM 030096101 3553 172800 SH DEFINED 011620 172800
AMERICAN STORES CO COM 030096101 17433 847800 SH DEFINED 0131 847800
AMERICAN STORES CO COM 030096101 1705 82910 SH DEFINED 0103 82910
AMERICAN STORES CO COM 030096101 4318 210000 SH DEFINED 01 210000
AMERICAN TELECAST WT WARRANT 030151112 4 85225 SH DEFINED 0109 85225
AMERICAN WATERWORKS COM 030411102 11198 410000 SH DEFINED 0132 410000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 4270 40000 SH DEFINED 0105 40000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 3203 30000 SH DEFINED 01 30000
AMERISOURCE COM 03071P102 28517 485400 SH DEFINED 011618 485400
AMERISOURCE COM 03071P102 5875 100000 SH DEFINED 011619 100000
AMERISOURCE COM 03071P102 33 545 SH DEFINED 0102 545
AMERISOURCE COM 03071P102 529 9000 SH DEFINED 01 9000
AMERITECH CORP COM 030954101 48300 600000 SH DEFINED 0113 600000
AMERITECH CORP COM 030954101 38238 475000 SH DEFINED 0132 475000
AMERITECH CORP COM 030954101 6038 75000 SH DEFINED 0124 75000
AMERITECH CORP COM 030954101 14289 177500 SH DEFINED 0125 177500
AMERITECH CORP COM 030954101 24955 310000 SH DEFINED 0107 310000
<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 426 5300 SH DEFINED 0102 5300
AMERITECH CORP COM 030954101 36225 450000 SH DEFINED 0131 450000
AMERITECH CORP COM 030954101 10495 130372 SH DEFINED 0103 130372
AMETEK INC (NEW) COM 031100100 3105 115000 SH DEFINED 0128 115000
AMGEN INC COM 031162100 50336 930000 SH DEFINED 0113 930000
AMGEN INC COM 031162100 6279 116000 SH DEFINED 0124 116000
AMGEN INC COM 031162100 9770 180500 SH DEFINED 0125 180500
AMGEN INC COM 031162100 37346 690000 SH DEFINED 0107 690000
AMGEN INC COM 031162100 6766 125000 SH DEFINED 011618 125000
AMGEN INC COM 031162100 280500 5182463 SH DEFINED 0102 5182463
AMGEN INC COM 031162100 37617 695000 SH DEFINED 0131 695000
AMGEN INC COM 031162100 6498 120050 SH DEFINED 0103 120050
AMGEN INC COM 031162100 8768 162000 SH DEFINED 01 162000
AMP COM 031897101 3083 73400 SH DEFINED 0108 73400
AMP COM 031897101 67200 1600000 SH DEFINED 0126 1600000
AMP COM 031897101 2360 56200 SH DEFINED 0113 56200
AMP COM 031897101 6300 150000 SH DEFINED 0124 150000
AMP COM 031897101 9169 218300 SH DEFINED 0125 218300
AMP COM 031897101 1722 41000 SH DEFINED 0107 41000
AMP COM 031897101 2100 50000 SH DEFINED 011620 50000
AMP COM 031897101 106531 2536180 SH DEFINED 0102 2536180
AMP COM 031897101 1814 43200 SH DEFINED 0131 43200
AMP COM 031897101 3065 72946 SH DEFINED 0103 72946
AMP COM 031897101 7560 180000 SH DEFINED 01 180000
AMOCO CORP COM 031905102 53986 634200 SH DEFINED 0113 634200
AMOCO CORP COM 031905102 19732 231800 SH DEFINED 0124 231800
AMOCO CORP COM 031905102 33624 395000 SH DEFINED 0125 395000
AMOCO CORP COM 031905102 54054 635000 SH DEFINED 0107 635000
AMOCO CORP COM 031905102 114045 1339682 SH DEFINED 0102 1339682
AMOCO CORP COM 031905102 85125 1000000 SH DEFINED 0131 1000000
AMOCO CORP COM 031905102 13504 158642 SH DEFINED 0103 158642
AMOCO CORP COM 031905102 11462 134650 SH DEFINED 01 134650
ANADARKO PETRO CORP COM 032511107 6069 100000 SH DEFINED 0128 100000
ANADARKO PETRO CORP COM 032511107 78894 1300000 SH DEFINED 0111 1300000
ANADARKO PETRO CORP COM 032511107 3034 50000 SH DEFINED 0124 50000
ANADARKO PETRO CORP COM 032511107 6069 100000 SH DEFINED 0125 100000
ANADARKO PETRO CORP COM 032511107 7586 125000 SH DEFINED 011622 125000
ANADARKO PETRO CORP COM 032511107 15172 250000 SH DEFINED 011623 250000
ANADARKO PETRO CORP COM 032511107 30344 500000 SH DEFINED 011516 500000
ANADARKO PETRO CORP COM 032511107 21241 350000 SH DEFINED 011618 350000
ANADARKO PETRO CORP COM 032511107 10960 180600 SH DEFINED 011614 180600
ANADARKO PETRO CORP COM 032511107 831 13670 SH DEFINED 0102 13670
ANADARKO PETRO CORP COM 032511107 5559 91600 SH DEFINED 0131 91600
ANADARKO PETRO CORP COM 032511107 1323 21790 SH DEFINED 0103 21790
ANADARKO PETRO CORP COM 032511107 2185 36000 SH DEFINED 01 36000
ANALOG DEVICES COM 032654105 33225 1200000 SH DEFINED 011516 1200000
ANALOG DEVICES COM 032654105 22150 800000 SH DEFINED 011618 800000
ANALOG DEVICES COM 032654105 8306 300000 SH DEFINED 011614 300000
ANALOG DEVICES COM 032654105 544 19599 SH DEFINED 0102 19599
ANALOG DEVICES COM 032654105 6083 219700 SH DEFINED 0131 219700
<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
ANALOG DEVICES COM 032654105 384 13866 SH DEFINED 0103 13866
ANALOG DEVICES COM 032654105 5205 188000 SH DEFINED 01 188000
ANDREW CORP COM 034425108 3480 145000 SH DEFINED 0128 145000
ANDREW CORP COM 034425108 48000 2000000 SH DEFINED 0111 2000000
ANDREW CORP COM 034425108 6319 263300 SH DEFINED 011622 263300
ANDREW CORP COM 034425108 12178 507425 SH DEFINED 011623 507425
ANDREW CORP COM 034425108 68063 2835824 SH DEFINED 0102 2835824
ANDREW CORP COM 034425108 869 36253 SH DEFINED 0103 36253
ANDREW CORP COM 034425108 720 30000 SH DEFINED 01 30000
ANHEUSER BUSCH CO COM 035229103 1 22 SH DEFINED 0102 22
ANHEUSER BUSCH CO COM 035229103 3930 89314 SH DEFINED 0103 89314
ANHEUSER BUSCH CO COM 035229103 6861 155926 SH DEFINED 01 155926
ANNTAYLOR STORES COR COM 036115103 16 1210 SH DEFINED 0102 1210
ANNTAYLOR STORES COR COM 036115103 268 20040 SH DEFINED 0103 20040
ANTEC COM 03664P105 7422 475000 SH DEFINED 011614 475000
MOSENEGRO.SPON ADR COM 037376100 5250 140000 SH DEFINED 0124 140000
MOSENEGRO.SPON ADR COM 037376100 6938 185000 SH DEFINED 0112 185000
MOSENEGRO.SPON ADR COM 037376100 10313 275000 SH DEFINED 011617 275000
MOSENERGO SPON ADR COM 037376308 4500 120000 SH DEFINED 0124 120000
AON CORP COM 037389103 9694 165350 SH DEFINED 0124 165350
AON CORP COM 037389103 17760 302950 SH DEFINED 0125 302950
AON CORP COM 037389103 1165 19871 SH DEFINED 0102 19871
AON CORP COM 037389103 3402 58024 SH DEFINED 0103 58024
APACHE CORP COM 037411105 15428 440000 SH DEFINED 011618 440000
APACHE CORP COM 037411105 575 16410 SH DEFINED 0103 16410
APAM HIGH PERF CAP COM 037461993 10385 10000 SH DEFINED 0116 10000
APOLLO GROUP INC -C COM 037604105 42525 900000 SH DEFINED 0111 900000
APOLLO GROUP INC -C COM 037604105 284 6000 SH DEFINED 0102 6000
APPALACHIAN PWR $100 PREFERRED STOCK 037735834 3174 30000 SH DEFINED 0105 30000
APPALACHIAN PWR $100 PREFERRED STOCK 037735842 1047 10000 SH DEFINED 0105 10000
APPLE COMPUTER COM 037833100 294 22370 SH DEFINED 0103 22370
APPLIED MATERIALS COM 038222105 3043 101000 SH DEFINED 0108 101000
APPLIED MATERIALS COM 038222105 30125 1000000 SH DEFINED 0126 1000000
APPLIED MATERIALS COM 038222105 18678 620000 SH DEFINED 0113 620000
APPLIED MATERIALS COM 038222105 3314 110000 SH DEFINED 0128 110000
APPLIED MATERIALS COM 038222105 90375 3000000 SH DEFINED 0111 3000000
APPLIED MATERIALS COM 038222105 2621 87000 SH DEFINED 0124 87000
APPLIED MATERIALS COM 038222105 5010 166300 SH DEFINED 0125 166300
APPLIED MATERIALS COM 038222105 14309 475000 SH DEFINED 0107 475000
APPLIED MATERIALS COM 038222105 5892 195600 SH DEFINED 011622 195600
APPLIED MATERIALS COM 038222105 13110 435200 SH DEFINED 011623 435200
APPLIED MATERIALS COM 038222105 9791 325000 SH DEFINED 011618 325000
APPLIED MATERIALS COM 038222105 39603 1314650 SH DEFINED 0102 1314650
APPLIED MATERIALS COM 038222105 14008 465000 SH DEFINED 0131 465000
APPLIED MATERIALS COM 038222105 2922 97008 SH DEFINED 0103 97008
APPLIED MATERIALS COM 038222105 4910 163000 SH DEFINED 01 163000
ARCHER DANIELS MDLND COM 039483102 2132 98316 SH DEFINED 0103 98316
ARCHER DANIELS MDLND COM 039483102 4446 205000 SH DEFINED 01 205000
ARENA BRANDS HLD CRP COM 039888995 2389 111111 SH DEFINED 0109 111111
ARIZONA PUB SVC $100 PREFERRED STOCK 040555815 9695 91034 SH DEFINED 0105 91034
<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
ARIZONA PUB SVC CO PREFERRED STOCK 040555831 3496 38100 SH DEFINED 01 38100
ARMCO INC COM 042170100 200 40474 SH DEFINED 0103 40474
ARMSTRONG WORLD IND COM 042476101 553 7402 SH DEFINED 0103 7402
ARTERIAL VASCULAR EN COM 043013101 13000 200000 SH DEFINED 011516 200000
ASARCO INC COM 043413103 154 6849 SH DEFINED 0103 6849
ASHLAND INC COM 044204105 728 13568 SH DEFINED 0103 13568
ASIA PULP&PAPER CO COM 04516V100 10 1000 SH DEFINED 011618 1000
ASSOC FIRST CORP COM 046008108 71125 1000000 SH DEFINED 0126 1000000
ASSOC FIRST CORP COM 046008108 7113 100000 SH DEFINED 011622 100000
ASSOC FIRST CORP COM 046008108 14225 200000 SH DEFINED 011623 200000
ASSOC FIRST CORP COM 046008108 32006 450000 SH DEFINED 011516 450000
ASSOC FIRST CORP COM 046008108 28450 400000 SH DEFINED 011614 400000
ASSOC FIRST CORP COM 046008108 2 24 SH DEFINED 0102 24
ASSOC FIRST CORP COM 046008108 7077 99500 SH DEFINED 01 99500
ATLANTIC RICHFIELD COM 048825103 4732 59058 SH DEFINED 0103 59058
ATRIA COMMUNITY COM 049905102 5138 300000 SH DEFINED 011619 300000
ATRIA COMMUNITY COM 049905102 6143 358800 SH DEFINED 0102 358800
ATRIA COMMUNITY COM 049905102 6968 406900 SH DEFINED 0131 406900
ATRIA COMMUNITY COM 049905102 313 18300 SH DEFINED 0103 18300
ATWOOD OCENAICS COM 050095108 13028 275000 SH DEFINED 0106 275000
ATWOOD OCENAICS COM 050095108 2843 60000 SH DEFINED 011619 60000
AUSTRALIS HLDING WTS COM 05258A113 0 13400 SH DEFINED 0109 13400
AUTO DESK COM 052769106 322 8700 SH DEFINED 0103 8700
AUTOMATIC DATA PROC. COM 053015103 13503 220000 SH DEFINED 0126 220000
AUTOMATIC DATA PROC. COM 053015103 11127 181300 SH DEFINED 0124 181300
AUTOMATIC DATA PROC. COM 053015103 15761 256800 SH DEFINED 0125 256800
AUTOMATIC DATA PROC. COM 053015103 30688 500000 SH DEFINED 011516 500000
AUTOMATIC DATA PROC. COM 053015103 33643 548150 SH DEFINED 0102 548150
AUTOMATIC DATA PROC. COM 053015103 4639 75583 SH DEFINED 0103 75583
AUTOZONE COM 053332102 5197 179200 SH DEFINED 0124 179200
AUTOZONE COM 053332102 11677 402650 SH DEFINED 011516 402650
AUTOZONE COM 053332102 61096 2106796 SH DEFINED 0102 2106796
AUTOZONE COM 053332102 1908 65828 SH DEFINED 0103 65828
AUTOZONE COM 053332102 13184 454600 SH DEFINED 01 454600
AVERY DENNISON CORP COM 053611109 838 18729 SH DEFINED 0103 18729
AVIATION SALES CO COM 053672101 13169 350000 SH DEFINED 0106 350000
AVON PRODUCTS COM 054303102 1476 24042 SH DEFINED 0103 24042
BB&T CORP COM 054937107 1409 22000 SH DEFINED 0103 22000
BCE INC COM 05534B109 15967 479300 SH DEFINED 0113 479300
BCE INC COM 05534B109 39975 1200000 SH DEFINED 0132 1200000
BCE INC COM 05534B109 15597 468200 SH DEFINED 0135 468200
BCE INC COM 05534B109 11773 353400 SH DEFINED 0107 353400
BCE INC COM 05534B109 43306 1300000 SH DEFINED 011618 1300000
BCE INC COM 05534B109 12419 372800 SH DEFINED 0131 372800
BCE INC COM 05534B109 520 15600 SH DEFINED 0103 15600
BJ'S WHOLESALE CLUB COM 05548J106 1658 52859 SH DEFINED 0103 52859
BJ SERVICES CO COM 055482103 5395 75000 SH DEFINED 011619 75000
BMC SOFTWARE INC COM 055921100 65625 1000000 SH DEFINED 0126 1000000
BMC SOFTWARE INC COM 055921100 7350 112000 SH DEFINED 011619 112000
BMC SOFTWARE INC COM 055921100 12469 190000 SH DEFINED 011614 190000
<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
BMC SOFTWARE INC COM 055921100 57674 878850 SH DEFINED 0102 878850
BMC SOFTWARE INC COM 055921100 17876 272400 SH DEFINED 0131 272400
BMC SOFTWARE INC COM 055921100 1991 30340 SH DEFINED 0103 30340
BAKER HUGHES COM 057224107 104700 2400000 SH DEFINED 0126 2400000
BAKER HUGHES COM 057224107 10069 230800 SH DEFINED 0124 230800
BAKER HUGHES COM 057224107 11997 275000 SH DEFINED 0125 275000
BAKER HUGHES COM 057224107 39263 900000 SH DEFINED 011516 900000
BAKER HUGHES COM 057224107 6544 150000 SH DEFINED 011619 150000
BAKER HUGHES COM 057224107 4799 110000 SH DEFINED 011620 110000
BAKER HUGHES COM 057224107 9816 225000 SH DEFINED 011614 225000
BAKER HUGHES COM 057224107 64829 1486033 SH DEFINED 0102 1486033
BAKER HUGHES COM 057224107 6683 153200 SH DEFINED 0131 153200
BAKER HUGHES COM 057224107 3140 71998 SH DEFINED 0103 71998
BAKER HUGHES COM 057224107 6505 149100 SH DEFINED 01 149100
BALL CORP COM 058498106 194 5485 SH DEFINED 0103 5485
BALTIMORE GAS & ELEC COM 059165100 17031 500000 SH DEFINED 0113 500000
BALTIMORE GAS & ELEC COM 059165100 13625 400000 SH DEFINED 0132 400000
BALTIMORE GAS & ELEC COM 059165100 17031 500000 SH DEFINED 0131 500000
BALTIMORE GAS & ELEC COM 059165100 1564 45920 SH DEFINED 0103 45920
BANC ONE CORP COM 059438101 5749 105851 SH DEFINED 0103 105851
BANK OF NEW YORK COM 064057102 3984 68919 SH DEFINED 0103 68919
BANKBOSTON CORP COM 06605R106 5636 60000 SH DEFINED 0108 60000
BANKBOSTON CORP COM 06605R106 21606 230000 SH DEFINED 0135 230000
BANKBOSTON CORP COM 06605R106 20666 220000 SH DEFINED 0107 220000
BANKBOSTON CORP COM 06605R106 32878 350000 SH DEFINED 011516 350000
BANKBOSTON CORP COM 06605R106 4227 45000 SH DEFINED 011620 45000
BANKBOSTON CORP COM 06605R106 103421 1100923 SH DEFINED 0102 1100923
BANKBOSTON CORP COM 06605R106 3153 33566 SH DEFINED 0103 33566
BANKBOSTON CORP COM 06605R106 6717 71500 SH DEFINED 01 71500
BANK AMERICA CORP COM 066050105 36500 500000 SH DEFINED 0130 500000
BANK AMERICA CORP COM 066050105 87600 1200000 SH DEFINED 0126 1200000
BANK AMERICA CORP COM 066050105 58400 800000 SH DEFINED 0111 800000
BANK AMERICA CORP COM 066050105 22345 306100 SH DEFINED 0124 306100
BANK AMERICA CORP COM 066050105 34098 467100 SH DEFINED 0125 467100
BANK AMERICA CORP COM 066050105 251855 3449936 SH DEFINED 0102 3449936
BANK AMERICA CORP COM 066050105 13191 180684 SH DEFINED 0103 180684
BANK AMERICA CORP COM 066050105 4563 62500 SH DEFINED 01 62500
BANK ONE GIC COM 066320003 12854 109956 SH DEFINED 0103 109956
BANKERS TRUST NY COM 066365107 2033 18081 SH DEFINED 0103 18081
BAR TECH WTS COM 067016113 550 10000 SH DEFINED 0109 10000
BAR TECH WTS COM 067016113 165 3000 SH DEFINED 0124 3000
BAR TECH WTS COM 067016113 248 4500 SH DEFINED 011621 4500
BAR TECH WTS COM 067016113 28 500 SH DEFINED 011620 500
C R BARD INC COM 067383109 316 10101 SH DEFINED 0103 10101
BARRICK GOLD INC COM 067901108 2980 160000 SH DEFINED 0127 160000
BARRICK GOLD INC COM 067901108 1218 65411 SH DEFINED 0103 65411
BARNETT BKS INC COM 068055102 393 5451 SH DEFINED 0102 5451
BARNETT BKS INC COM 068055102 2595 36106 SH DEFINED 0103 36106
BASSETT FURN IND. COM 070203104 546 18211 SH DEFINED 0102 18211
BATTLE MT GOLD CO COM 071593107 237 40340 SH DEFINED 0103 40340
<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
BAUSCH & LOMB COM 071707103 399 10066 SH DEFINED 0103 10066
BAXTER INTL INC COM 071813109 37828 750000 SH DEFINED 0130 750000
BAXTER INTL INC COM 071813109 11096 220000 SH DEFINED 0108 220000
BAXTER INTL INC COM 071813109 50740 1006000 SH DEFINED 0113 1006000
BAXTER INTL INC COM 071813109 5800 115000 SH DEFINED 0124 115000
BAXTER INTL INC COM 071813109 11293 223900 SH DEFINED 0125 223900
BAXTER INTL INC COM 071813109 37374 741000 SH DEFINED 0107 741000
BAXTER INTL INC COM 071813109 235840 4675876 SH DEFINED 0102 4675876
BAXTER INTL INC COM 071813109 38358 760500 SH DEFINED 0131 760500
BAXTER INTL INC COM 071813109 6718 133212 SH DEFINED 0103 133212
BAXTER INTL INC COM 071813109 7414 147000 SH DEFINED 01 147000
BAY NETWORKS INC COM 072510100 978 38244 SH DEFINED 0103 38244
BAYARD DRILLING TECH COM 072700107 650 40000 SH DEFINED 0108 40000
GREAT BAY POWER CORP COM 072728108 0 28 SH DEFINED 011621 28
BE AEROSPACE COM 073302101 12706 475000 SH DEFINED 0106 475000
BEA SYSTEMS INC COM 073325102 6059 350000 SH DEFINED 011619 350000
BEA SYSTEMS INC COM 073325102 8223 475000 SH DEFINED 011614 475000
BECTON DICKINSON COM 075887109 1110 22191 SH DEFINED 0103 22191
BELL ATLANTIC COM 077853109 41933 460800 SH DEFINED 0130 460800
BELL ATLANTIC COM 077853109 33670 370000 SH DEFINED 0113 370000
BELL ATLANTIC COM 077853109 47320 520000 SH DEFINED 0132 520000
BELL ATLANTIC COM 077853109 39589 435040 SH DEFINED 0107 435040
BELL ATLANTIC COM 077853109 24115 265000 SH DEFINED 0131 265000
BELL ATLANTIC COM 077853109 13966 153470 SH DEFINED 0103 153470
BELL SOUTH COM 079860102 39419 700000 SH DEFINED 0130 700000
BELL SOUTH COM 079860102 15204 270000 SH DEFINED 0108 270000
BELL SOUTH COM 079860102 253406 4500000 SH DEFINED 0126 4500000
BELL SOUTH COM 079860102 47866 850000 SH DEFINED 0113 850000
BELL SOUTH COM 079860102 44205 785000 SH DEFINED 0132 785000
BELL SOUTH COM 079860102 18932 336200 SH DEFINED 0124 336200
BELL SOUTH COM 079860102 27120 481600 SH DEFINED 0125 481600
BELL SOUTH COM 079860102 27593 490000 SH DEFINED 0107 490000
BELL SOUTH COM 079860102 2147 38112 SH DEFINED 0102 38112
BELL SOUTH COM 079860102 33788 600000 SH DEFINED 0131 600000
BELL SOUTH COM 079860102 14233 252743 SH DEFINED 0103 252743
BELL SOUTH COM 079860102 13886 246592 SH DEFINED 01 246592
A.H. BELO SER A COM 080555105 12909 230000 SH DEFINED 0108 230000
A.H. BELO SER A COM 080555105 32871 585675 SH DEFINED 0102 585675
A.H. BELO SER A COM 080555105 554 9875 SH DEFINED 0103 9875
BEMIS CO. COM 081437105 6609 150000 SH DEFINED 0128 150000
BEMIS CO. COM 081437105 1238 28100 SH DEFINED 0125 28100
BEMIS CO. COM 081437105 881 20000 SH DEFINED 011620 20000
BEMIS CO. COM 081437105 4079 92576 SH DEFINED 0102 92576
BEMIS CO. COM 081437105 552 12529 SH DEFINED 0103 12529
BENEDEK COM WARRANTS WARRANT 08170W114 140 70000 SH DEFINED 0109 70000
BENEFICIAL CORP COM 081721102 1427 17163 SH DEFINED 0103 17163
BETHLEHEM STEEL COM 087509105 171 19790 SH DEFINED 0103 19790
BETZ LABORATORIES COM 087779104 10686 175000 SH DEFINED 0108 175000
BETZ LABORATORIES COM 087779104 1527 25000 SH DEFINED 0128 25000
BETZ LABORATORIES COM 087779104 76328 1250000 SH DEFINED 011516 1250000
<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
BEVERLY ENTERPRISES COM 087851309 7995 615000 SH DEFINED 0128 615000
BEVERLY ENTERPRISES COM 087851309 35 2660 SH DEFINED 0102 2660
BIOCHEM PHARMA INC COM 09058T108 6263 300000 SH DEFINED 011619 300000
BIOCHEM PHARMA INC COM 09058T108 9394 450000 SH DEFINED 011614 450000
BIOCHEM PHARMA INC COM 09058T108 424 20350 SH DEFINED 0102 20350
BIOCHEM PHARMA INC COM 09058T108 7507 359600 SH DEFINED 0131 359600
BIOCHEM PHARMA INC COM 09058T108 372 17800 SH DEFINED 0103 17800
BIOGEN INC COM 090597105 24 650 SH DEFINED 0102 650
BIOMET COM 090613100 501 19560 SH DEFINED 0103 19560
BIOVAIL CORP INTERNA COM 09067K106 9766 250000 SH DEFINED 0135 250000
BIORELIANCE CORP COM 090951104 2300 100000 SH DEFINED 011619 100000
BLACK & DECKER COM 091797100 670 17152 SH DEFINED 0103 17152
BLACK HILLS CORP COM 092113109 3525 100000 SH DEFINED 0132 100000
BLOCK H&R INC COM 093671105 8066 180000 SH DEFINED 0124 180000
BLOCK H&R INC COM 093671105 12727 284000 SH DEFINED 0125 284000
BLOCK H&R INC COM 093671105 4033 90000 SH DEFINED 011619 90000
BLOCK H&R INC COM 093671105 15684 350000 SH DEFINED 011614 350000
BLOCK H&R INC COM 093671105 28888 644696 SH DEFINED 0102 644696
BLOCK H&R INC COM 093671105 2626 58609 SH DEFINED 0103 58609
BLOCK H&R INC COM 093671105 583 13000 SH DEFINED 01 13000
BOEING COM 097023105 78300 1600000 SH DEFINED 0126 1600000
BOEING COM 097023105 9788 200000 SH DEFINED 0124 200000
BOEING COM 097023105 14290 292000 SH DEFINED 0125 292000
BOEING COM 097023105 9788 200000 SH DEFINED 0135 200000
BOEING COM 097023105 5873 120000 SH DEFINED 011622 120000
BOEING COM 097023105 8809 180000 SH DEFINED 011623 180000
BOEING COM 097023105 31809 650000 SH DEFINED 011618 650000
BOEING COM 097023105 72847 1488585 SH DEFINED 0102 1488585
BOEING COM 097023105 10839 221483 SH DEFINED 0103 221483
BOEING COM 097023105 577 11800 SH DEFINED 01 11800
BOISE CASCADE COM 097383103 306 10102 SH DEFINED 0103 10102
BOSTON SCIENTIFIC COM 101137107 41288 900000 SH DEFINED 0111 900000
BOSTON SCIENTIFIC COM 101137107 4193 91400 SH DEFINED 0124 91400
BOSTON SCIENTIFIC COM 101137107 5239 114200 SH DEFINED 0125 114200
BOSTON SCIENTIFIC COM 101137107 9175 200000 SH DEFINED 0135 200000
BOSTON SCIENTIFIC COM 101137107 3670 80000 SH DEFINED 011622 80000
BOSTON SCIENTIFIC COM 101137107 9175 200000 SH DEFINED 011623 200000
BOSTON SCIENTIFIC COM 101137107 13006 283500 SH DEFINED 011618 283500
BOSTON SCIENTIFIC COM 101137107 4588 100000 SH DEFINED 011619 100000
BOSTON SCIENTIFIC COM 101137107 72175 1573200 SH DEFINED 0102 1573200
BOSTON SCIENTIFIC COM 101137107 2713 59116 SH DEFINED 0103 59116
BOSTON SCIENTIFIC COM 101137107 1161 25300 SH DEFINED 01 25300
BRADY (WH) CO COM 104674106 2142 69100 SH DEFINED 0128 69100
BRIGGS & STRATTON COM 109043109 224 4609 SH DEFINED 0103 4609
BRISTOL MYERS SQUIBB COM 110122108 56775 600000 SH DEFINED 0130 600000
BRISTOL MYERS SQUIBB COM 110122108 132475 1400000 SH DEFINED 0126 1400000
BRISTOL MYERS SQUIBB COM 110122108 20392 215500 SH DEFINED 0124 215500
BRISTOL MYERS SQUIBB COM 110122108 29902 316000 SH DEFINED 0125 316000
BRISTOL MYERS SQUIBB COM 110122108 66238 700000 SH DEFINED 011516 700000
BRISTOL MYERS SQUIBB COM 110122108 15140 160000 SH DEFINED 011618 160000
<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
BRISTOL MYERS SQUIBB COM 110122108 67598 714357 SH DEFINED 0102 714357
BRISTOL MYERS SQUIBB COM 110122108 20082 212222 SH DEFINED 0103 212222
BRISTOL MYERS SQUIBB COM 110122108 6813 72000 SH DEFINED 01 72000
BRITISH PETRO ADR COM 110889409 31644 397100 SH DEFINED 0113 397100
BRITISH PETRO ADR COM 110889409 17085 214400 SH DEFINED 0107 214400
BRITISH PETRO ADR COM 110889409 23731 297800 SH DEFINED 0131 297800
BRITISH PETRO ADR COM 110889409 1012 12700 SH DEFINED 0103 12700
BRITISH PETRO ADR COM 110889409 2709 34000 SH DEFINED 01 34000
BROWN FORMAN CL B COM 115637209 693 12535 SH DEFINED 0103 12535
BROWNING FERRIS IND COM 115885105 17020 460000 SH DEFINED 0113 460000
BROWNING FERRIS IND COM 115885105 12950 350000 SH DEFINED 0107 350000
BROWNING FERRIS IND COM 115885105 12580 340000 SH DEFINED 0131 340000
BROWNING FERRIS IND COM 115885105 1884 50930 SH DEFINED 0103 50930
BROWNING FERRIS35.62 CONV PFD STOCK 115885600 14617 429905 SH DEFINED 01 429905
BRUNSWICK CORP COM 117043109 4798 158300 SH DEFINED 0108 158300
BRUNSWICK CORP COM 117043109 18260 602400 SH DEFINED 0107 602400
BRUNSWICK CORP COM 117043109 29379 969200 SH DEFINED 011516 969200
BRUNSWICK CORP COM 117043109 2946 97200 SH DEFINED 011620 97200
BRUNSWICK CORP COM 117043109 10609 350000 SH DEFINED 011614 350000
BRUNSWICK CORP COM 117043109 547 18043 SH DEFINED 0103 18043
BUDGET GROUP INC COM 119003101 15553 450000 SH DEFINED 011614 450000
BURLINGTON N SANTA COM 12189T104 15799 170000 SH DEFINED 0113 170000
BURLINGTON N SANTA COM 12189T104 11153 120000 SH DEFINED 0131 120000
BURLINGTON N SANTA COM 12189T104 3165 34053 SH DEFINED 0103 34053
BURLINGTON RESOURCES COM 122014103 1435 32027 SH DEFINED 0103 32027
BURLINGTON RESOURCES COM 122014103 4033 90000 SH DEFINED 01 90000
CBT GROUPS COM 124853102 502 6100 SH DEFINED 0102 6100
CBT GROUPS COM 124853102 7227 88000 SH DEFINED 0131 88000
CBT GROUPS COM 124853102 460 5600 SH DEFINED 0103 5600
CCA PRISON RLTY TST COM 12486R108 6649 149000 SH DEFINED 0108 149000
CBS CORP COM 12490K107 12364 420000 SH DEFINED 0108 420000
CBS CORP COM 12490K107 108919 3700000 SH DEFINED 0126 3700000
CBS CORP COM 12490K107 11716 398000 SH DEFINED 0124 398000
CBS CORP COM 12490K107 18563 630600 SH DEFINED 0125 630600
CBS CORP COM 12490K107 80953 2750000 SH DEFINED 011516 2750000
CBS CORP COM 12490K107 4268 145000 SH DEFINED 011620 145000
CBS CORP COM 12490K107 26494 900000 SH DEFINED 011614 900000
CBS CORP COM 12490K107 22786 774029 SH DEFINED 0102 774029
CBS CORP COM 12490K107 14923 506926 SH DEFINED 0131 506926
CBS CORP COM 12490K107 14757 501259 SH DEFINED 0103 501259
CBS CORP COM 12490K107 8081 274500 SH DEFINED 01 274500
CDW COMPUTER CENTERS COM 125129106 14334 275000 SH DEFINED 0106 275000
CDW COMPUTER CENTERS COM 125129106 9122 175000 SH DEFINED 011619 175000
CDW COMPUTER CENTERS COM 125129106 1112 21325 SH DEFINED 0102 21325
CDW COMPUTER CENTERS COM 125129106 13042 250200 SH DEFINED 0131 250200
CDW COMPUTER CENTERS COM 125129106 782 15000 SH DEFINED 0103 15000
CFM MAJESTIC COM 12525R101 92 4975 SH DEFINED 0103 4975
CIGNA CORP COM 125509109 2466 14247 SH DEFINED 0103 14247
C.I.T. GROUP CL A COM 125577106 32250 1000000 SH DEFINED 0130 1000000
C.I.T. GROUP CL A COM 125577106 4734 146800 SH DEFINED 0108 146800
<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
C.I.T. GROUP CL A COM 125577106 5644 175000 SH DEFINED 0128 175000
C.I.T. GROUP CL A COM 125577106 1767 54800 SH DEFINED 0135 54800
C.I.T. GROUP CL A COM 125577106 9788 303500 SH DEFINED 011614 303500
C.I.T. GROUP CL A COM 125577106 832 25800 SH DEFINED 0102 25800
CKE RESTAURANTS INC. COM 12561E105 10238 243042 SH DEFINED 0103 243042
CMAC INVESTMENT CORP COM 125662106 10566 175000 SH DEFINED 0106 175000
CMS ENERGY CORP COM 125896100 132188 3000000 SH DEFINED 0126 3000000
CMS ENERGY CORP COM 125896100 26438 600000 SH DEFINED 0113 600000
CMS ENERGY CORP COM 125896100 19828 450000 SH DEFINED 0132 450000
CMS ENERGY CORP COM 125896100 19828 450000 SH DEFINED 0107 450000
CMS ENERGY CORP COM 125896100 5288 120000 SH DEFINED 011622 120000
CMS ENERGY CORP COM 125896100 26438 600000 SH DEFINED 0131 600000
CMS ENERGY CORP COM 125896100 1084 24600 SH DEFINED 0103 24600
CNF TRANSPORTATION COM 12612W104 46050 1200000 SH DEFINED 0126 1200000
CPC INTL COM 126149103 26938 250000 SH DEFINED 0130 250000
CPC INTL COM 126149103 14008 130000 SH DEFINED 0124 130000
CPC INTL COM 126149103 23306 216300 SH DEFINED 0125 216300
CPC INTL COM 126149103 23166 215000 SH DEFINED 0107 215000
CPC INTL COM 126149103 120059 1114200 SH DEFINED 0102 1114200
CPC INTL COM 126149103 24675 229000 SH DEFINED 0131 229000
CPC INTL COM 126149103 6507 60386 SH DEFINED 0103 60386
CPC INTL COM 126149103 9590 89000 SH DEFINED 01 89000
CSG SYSTEMS COM 126349109 6800 170000 SH DEFINED 011619 170000
CSX CORP COM 126408103 2136 39563 SH DEFINED 0103 39563
CSX CORP COM 126408103 4050 75000 SH DEFINED 01 75000
CVS CORP COM 126650100 5368 83800 SH DEFINED 0108 83800
CVS CORP COM 126650100 115313 1800000 SH DEFINED 0126 1800000
CVS CORP COM 126650100 32031 500000 SH DEFINED 011516 500000
CVS CORP COM 126650100 6406 100000 SH DEFINED 011619 100000
CVS CORP COM 126650100 5445 85000 SH DEFINED 011620 85000
CVS CORP COM 126650100 19576 305594 SH DEFINED 0102 305594
CVS CORP COM 126650100 2001 31235 SH DEFINED 0103 31235
CVS CORP COM 126650100 1025 16000 SH DEFINED 01 16000
CABLEVISION SYS PREFERRED STOCK 12686C869 39358 340764 SH DEFINED 0109 340764
CABLETRON SYSTEMS COM 126920107 165 11000 SH DEFINED 0102 11000
CABLETRON SYSTEMS COM 126920107 415 27678 SH DEFINED 0103 27678
CADENCE DESIGN SYS COM 127387108 1641 67000 SH DEFINED 0102 67000
CADENCE DESIGN SYS COM 127387108 19536 797400 SH DEFINED 0131 797400
CADENCE DESIGN SYS COM 127387108 1147 46800 SH DEFINED 0103 46800
CADENCE DESIGN SYS COM 127387108 7105 290000 SH DEFINED 01 290000
CALIFORNIA ENERGY COM 129466108 5750 200000 SH DEFINED 0132 200000
CALIBER SYSTEM INC COM 129894101 344 7071 SH DEFINED 0103 7071
CAMBRDG TECH PRTNS COM 132524109 8325 200000 SH DEFINED 011622 200000
CAMBRDG TECH PRTNS COM 132524109 8325 200000 SH DEFINED 011623 200000
CAMBRDG TECH PRTNS COM 132524109 33300 800000 SH DEFINED 011516 800000
CAMBRDG TECH PRTNS COM 132524109 16650 400000 SH DEFINED 011614 400000
CAMBRDG TECH PRTNS COM 132524109 26026 625220 SH DEFINED 0102 625220
CAMBRDG TECH PRTNS COM 132524109 326 7830 SH DEFINED 0103 7830
CAMCO COM 132632100 27067 425000 SH DEFINED 0106 425000
CAMCO COM 132632100 31895 500800 SH DEFINED 0102 500800
<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
CAMCO COM 132632100 3699 58076 SH DEFINED 0103 58076
CAMPBELL RESOURCE WT COM 134422161 13 250000 SH DEFINED 0127 250000
CAMPBELL SOUP COM 134429109 4855 83534 SH DEFINED 0103 83534
CANADIAN PAC LTD COM 135923100 4633 170000 SH DEFINED 01 170000
CAPITAL ONE FINL COR COM 14040H105 21162 390540 SH DEFINED 0103 390540
CARBIDE GRAPHITE COM 140777103 15161 449245 SH DEFINED 0102 449245
CARBIDE GRAPHITE COM 140777103 275 8150 SH DEFINED 0103 8150
CAPSTAR HOTEL COM 140918103 20588 600000 SH DEFINED 011614 600000
CAPSTAR HOTEL COM 140918103 96 2812 SH DEFINED 0102 2812
CAPSTAR HOTEL COM 140918103 721 21000 SH DEFINED 01 21000
CARDINAL HEALTH COM 14149Y108 127713 1700000 SH DEFINED 0126 1700000
CARDINAL HEALTH COM 14149Y108 13147 175000 SH DEFINED 011618 175000
CARDINAL HEALTH COM 14149Y108 111612 1485664 SH DEFINED 0102 1485664
CARDINAL HEALTH COM 14149Y108 16216 215850 SH DEFINED 0131 215850
CARDINAL HEALTH COM 14149Y108 3446 45860 SH DEFINED 0103 45860
CARDINAL HEALTH COM 14149Y108 2254 30000 SH DEFINED 01 30000
CARIBINER INT'L COM 141888107 8900 200000 SH DEFINED 011614 200000
CARIBINER INT'L COM 141888107 13616 306000 SH DEFINED 0102 306000
CARIBINER INT'L COM 141888107 254 5700 SH DEFINED 0103 5700
CARNIVAL CORP COM 143658102 10521 190000 SH DEFINED 0108 190000
CARNIVAL CORP COM 143658102 99675 1800000 SH DEFINED 011516 1800000
CARNIVAL CORP COM 143658102 4153 75000 SH DEFINED 011620 75000
CARNIVAL CORP COM 143658102 13290 240000 SH DEFINED 011614 240000
CARNIVAL CORP COM 143658102 1199 21635 SH DEFINED 0102 21635
CARNIVAL CORP COM 143658102 12122 218900 SH DEFINED 0131 218900
CARNIVAL CORP COM 143658102 709 12800 SH DEFINED 0103 12800
CARNIVAL CORP COM 143658102 637 11500 SH DEFINED 01 11500
CAROLINA POWER & LT COM 144141108 12731 300000 SH DEFINED 0130 300000
CAROLINA POWER & LT COM 144141108 14853 350000 SH DEFINED 0132 350000
CAROLINA POWER & LT COM 144141108 1167 27490 SH DEFINED 0103 27490
CASE CORP COM 14743R103 30219 500000 SH DEFINED 0113 500000
CASE CORP COM 14743R103 3022 50000 SH DEFINED 0124 50000
CASE CORP COM 14743R103 6739 111500 SH DEFINED 0125 111500
CASE CORP COM 14743R103 313 5200 SH DEFINED 0102 5200
CASE CORP COM 14743R103 24175 400000 SH DEFINED 0131 400000
CASE CORP COM 14743R103 2165 35836 SH DEFINED 0103 35836
CATERPILLAR INC COM 149123101 38850 800000 SH DEFINED 0111 800000
CATERPILLAR INC COM 149123101 7770 160000 SH DEFINED 011622 160000
CATERPILLAR INC COM 149123101 17483 360000 SH DEFINED 011623 360000
CATERPILLAR INC COM 149123101 465 9600 SH DEFINED 0102 9600
CATERPILLAR INC COM 149123101 3320 68366 SH DEFINED 0103 68366
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
CENDANT CORP COM 151313103 17209 500620 SH DEFINED 0108 500620
CENDANT CORP COM 151313103 130625 3800000 SH DEFINED 0126 3800000
CENDANT CORP COM 151313103 22344 650000 SH DEFINED 011618 650000
CENDANT CORP COM 151313103 28252 821761 SH DEFINED 0102 821761
CENDANT CORP COM 151313103 5201 151305 SH DEFINED 0103 151305
CENTEX CORPORATION COM 152312104 332 5279 SH DEFINED 0103 5279
<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
ELECTROBRAS ADR COM 15234Q207 11239 452000 SH DEFINED 0124 452000
ELECTROBRAS ADR COM 15234Q207 6117 246000 SH DEFINED 0112 246000
ELECTROBRAS ADR COM 15234Q207 9101 366000 SH DEFINED 011617 366000
CENTOCOR INC COM 152342101 6650 200000 SH DEFINED 011619 200000
CENTOCOR INC COM 152342101 12145 365239 SH DEFINED 0102 365239
CENTOCOR INC COM 152342101 156 4700 SH DEFINED 0103 4700
CENTOCOR INC COM 152342101 2926 88000 SH DEFINED 01 88000
CENTRAL & S W COM 152357109 1008 37263 SH DEFINED 0103 37263
CENTRAL VT PUB SRV COM 155771108 5240 343617 SH DEFINED 0103 343617
CENTURA BKS INC COM 15640T100 16778 243165 SH DEFINED 0102 243165
CENTURA BKS INC COM 15640T100 9511 137835 SH DEFINED 0131 137835
CENTURA BKS INC COM 15640T100 883 12800 SH DEFINED 0103 12800
CENTURY TELEPHONE EN COM 156686107 10461 210000 SH DEFINED 0128 210000
CENTURY TELEPHONE EN COM 156686107 17434 350000 SH DEFINED 0132 350000
CERIDIAN CORP COM 15677T106 672 14662 SH DEFINED 0103 14662
CHAMPION INTL COM 158525105 2945 65000 SH DEFINED 0128 65000
CHAMPION INTL COM 158525105 790 17427 SH DEFINED 0103 17427
CHANCELLOR MEDIA COM 158915108 16418 220000 SH DEFINED 0108 220000
CHANCELLOR MEDIA COM 158915108 3731 50000 SH DEFINED 011619 50000
CHANCELLOR MEDIA COM 158915108 4851 65000 SH DEFINED 011620 65000
CHANCELLOR MEDIA COM 158915108 29850 400000 SH DEFINED 011614 400000
CHANCELLOR MEDIA COM 158915108 25837 346190 SH DEFINED 0102 346190
CHANCELLOR MEDIA COM 158915108 19828 265700 SH DEFINED 0131 265700
CHANCELLOR MEDIA COM 158915108 1664 22300 SH DEFINED 0103 22300
CHANCELLOR MEDIA COM 158915108 7164 96000 SH DEFINED 01 96000
CHARTER ONE FINL INC COM 160903100 1578 25000 SH DEFINED 0128 25000
CHARMING SHOPPES COM 161133103 79 16827 SH DEFINED 0103 16827
CHASE MAHATTAN NEW COM 16161A108 8422 76909 SH DEFINED 0103 76909
CHATEAU COMMUNITIES COM 161726104 12600 400000 SH DEFINED 0131 400000
CHEVRON CORP COM 166751107 9217 119698 SH DEFINED 0103 119698
CHIREX INC COM 170038103 14981 850000 SH DEFINED 0106 850000
CHIREX INC COM 170038103 5552 315000 SH DEFINED 011614 315000
CHOICEPOINT INC COM 170388102 6 135 SH DEFINED 0102 135
CHRYSLER COM 171196108 16186 460000 SH DEFINED 0107 460000
CHRYSLER COM 171196108 7631 216850 SH DEFINED 0102 216850
CHRYSLER COM 171196108 4310 122490 SH DEFINED 0103 122490
CHRYSLER COM 171196108 8287 235500 SH DEFINED 01 235500
CHUBB CORP COM 171232101 2369 31330 SH DEFINED 0103 31330
CIENA CORPORATION COM 171779101 15281 250000 SH DEFINED 011619 250000
CIENA CORPORATION COM 171779101 24450 400000 SH DEFINED 011614 400000
CIENA CORPORATION COM 171779101 29733 486407 SH DEFINED 0102 486407
CIENA CORPORATION COM 171779101 17592 287800 SH DEFINED 0131 287800
CIENA CORPORATION COM 171779101 1604 26250 SH DEFINED 0103 26250
CIENA CORPORATION COM 171779101 703 11500 SH DEFINED 01 11500
CINCINNATI BELL INC COM 171870108 34100 1100000 SH DEFINED 0126 1100000
CINCINNATI BELL INC COM 171870108 6200 200000 SH DEFINED 0128 200000
CINCINNATI BELL INC COM 171870108 13950 450000 SH DEFINED 0132 450000
CINCINNATI BELL INC COM 171870108 9181 296150 SH DEFINED 011614 296150
CINCINNATI BELL INC COM 171870108 20 650 SH DEFINED 0102 650
CINCINNATI BELL INC COM 171870108 7099 229000 SH DEFINED 01 229000
<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
CINAR FILMS INC COM 171905300 3888 100000 SH DEFINED 011619 100000
CINCINNATI FINANCIAL COM 172062101 1520 10800 SH DEFINED 0103 10800
CINCINNATI MILACRON COM 172172108 3242 125000 SH DEFINED 0128 125000
CINCINNATI MILACRON COM 172172108 187 7219 SH DEFINED 0103 7219
CINERGY CORP COM 172474108 3831 100000 SH DEFINED 0132 100000
CINERGY CORP COM 172474108 1097 28639 SH DEFINED 0103 28639
CIRCUIT CITY COM 172737108 19051 535715 SH DEFINED 0130 535715
CIRCUIT CITY COM 172737108 27365 769500 SH DEFINED 0113 769500
CIRCUIT CITY COM 172737108 12701 357143 SH DEFINED 0107 357143
CIRCUIT CITY COM 172737108 65399 1839000 SH DEFINED 011516 1839000
CIRCUIT CITY COM 172737108 12732 357992 SH DEFINED 0102 357992
CIRCUIT CITY COM 172737108 19545 549600 SH DEFINED 0131 549600
CIRCUIT CITY COM 172737108 1676 47137 SH DEFINED 0103 47137
CIRCUIT CITY COM 172737108 942 26500 SH DEFINED 01 26500
CISCO SYSTEMS COM 17275R102 11708 210000 SH DEFINED 0108 210000
CISCO SYSTEMS COM 17275R102 306625 5500000 SH DEFINED 0126 5500000
CISCO SYSTEMS COM 17275R102 100350 1800000 SH DEFINED 0111 1800000
CISCO SYSTEMS COM 17275R102 8521 152850 SH DEFINED 0124 152850
CISCO SYSTEMS COM 17275R102 12075 216600 SH DEFINED 0125 216600
CISCO SYSTEMS COM 17275R102 12544 225000 SH DEFINED 0135 225000
CISCO SYSTEMS COM 17275R102 10035 180000 SH DEFINED 011622 180000
CISCO SYSTEMS COM 17275R102 20070 360000 SH DEFINED 011623 360000
CISCO SYSTEMS COM 17275R102 41813 750000 SH DEFINED 011516 750000
CISCO SYSTEMS COM 17275R102 31359 562500 SH DEFINED 011618 562500
CISCO SYSTEMS COM 17275R102 5854 105000 SH DEFINED 011619 105000
CISCO SYSTEMS COM 17275R102 2927 52500 SH DEFINED 011620 52500
CISCO SYSTEMS COM 17275R102 12544 225000 SH DEFINED 011614 225000
CISCO SYSTEMS COM 17275R102 296431 5317105 SH DEFINED 0102 5317105
CISCO SYSTEMS COM 17275R102 31083 557550 SH DEFINED 0131 557550
CISCO SYSTEMS COM 17275R102 15569 279274 SH DEFINED 0103 279274
CISCO SYSTEMS COM 17275R102 20405 366015 SH DEFINED 01 366015
CITICORP COM 173034109 354025 2800000 SH DEFINED 0126 2800000
CITICORP COM 173034109 16437 130000 SH DEFINED 0124 130000
CITICORP COM 173034109 21760 172100 SH DEFINED 0125 172100
CITICORP COM 173034109 39828 315000 SH DEFINED 011618 315000
CITICORP COM 173034109 60668 479825 SH DEFINED 0102 479825
CITICORP COM 173034109 12693 100395 SH DEFINED 0103 100395
CITICORP COM 173034109 4046 32000 SH DEFINED 01 32000
CLAYTON HOMES INC COM 184190106 11228 623750 SH DEFINED 011618 623750
CLAYTON HOMES INC COM 184190106 756 42000 SH DEFINED 0102 42000
CLEAR CHANNEL COMMUN COM 184502102 39719 500000 SH DEFINED 0130 500000
CLEAR CHANNEL COMMUN COM 184502102 47663 600000 SH DEFINED 0126 600000
CLEAR CHANNEL COMMUN COM 184502102 5958 75000 SH DEFINED 0124 75000
CLEAR CHANNEL COMMUN COM 184502102 13854 174400 SH DEFINED 0125 174400
CLEAR CHANNEL COMMUN COM 184502102 31775 400000 SH DEFINED 011516 400000
CLEAR CHANNEL COMMUN COM 184502102 16364 206000 SH DEFINED 011614 206000
CLEAR CHANNEL COMMUN COM 184502102 101634 1279438 SH DEFINED 0102 1279438
CLEAR CHANNEL COMMUN COM 184502102 18751 236050 SH DEFINED 0131 236050
CLEAR CHANNEL COMMUN COM 184502102 5319 66960 SH DEFINED 0103 66960
CLEAR CHANNEL COMMUN COM 184502102 7944 100000 SH DEFINED 01 100000
<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
CLEARNET COM WARRANT WARRANT 184902112 380 42240 SH DEFINED 0109 42240
CLEARNET COM WARRANT WARRANT 184902112 9 990 SH DEFINED 011620 990
CLOROX CO. COM 189054109 1548 19576 SH DEFINED 0103 19576
COASTAL CORP COM 190441105 15484 250000 SH DEFINED 0132 250000
COASTAL CORP COM 190441105 2168 35000 SH DEFINED 0124 35000
COASTAL CORP COM 190441105 9656 155900 SH DEFINED 0125 155900
COASTAL CORP COM 190441105 535 8643 SH DEFINED 0102 8643
COASTAL CORP COM 190441105 1812 29254 SH DEFINED 0103 29254
COCA-COLA COM 191216100 34978 525000 SH DEFINED 0130 525000
COCA-COLA COM 191216100 7995 120000 SH DEFINED 0108 120000
COCA-COLA COM 191216100 166563 2500000 SH DEFINED 0126 2500000
COCA-COLA COM 191216100 133696 2006700 SH DEFINED 0111 2006700
COCA-COLA COM 191216100 32600 489300 SH DEFINED 0124 489300
COCA-COLA COM 191216100 51255 769300 SH DEFINED 0125 769300
COCA-COLA COM 191216100 13272 199200 SH DEFINED 011622 199200
COCA-COLA COM 191216100 26597 399200 SH DEFINED 011623 399200
COCA-COLA COM 191216100 45305 680000 SH DEFINED 011618 680000
COCA-COLA COM 191216100 3571 53600 SH DEFINED 011620 53600
COCA-COLA COM 191216100 123376 1851781 SH DEFINED 0102 1851781
COCA-COLA COM 191216100 34081 511536 SH DEFINED 0103 511536
FEMSA COKE COM 191241108 6125 105600 SH DEFINED 0112 105600
FEMSA COKE COM 191241108 9558 164800 SH DEFINED 011617 164800
COFLEXIP -SPON ADR COM 192384105 14985 270000 SH DEFINED 011614 270000
COGINCASE INC COM 192423101 3638 300000 SH DEFINED 011619 300000
COGNIZANT CORP COM 192441103 1329 29819 SH DEFINED 0103 29819
COLGATE-PALMOLIVE COM 194162103 73500 1000000 SH DEFINED 0130 1000000
COLGATE-PALMOLIVE COM 194162103 8600 117000 SH DEFINED 0124 117000
COLGATE-PALMOLIVE COM 194162103 15053 204800 SH DEFINED 0125 204800
COLGATE-PALMOLIVE COM 194162103 140263 1908328 SH DEFINED 0102 1908328
COLGATE-PALMOLIVE COM 194162103 5851 79603 SH DEFINED 0103 79603
COLGATE-PALMOLIVE COM 194162103 1345 18300 SH DEFINED 01 18300
COLT TELECOM ADR COM 196877104 247 5800 SH DEFINED 0102 5800
COLT TELECOM ADR COM 196877104 3649 85600 SH DEFINED 0131 85600
COLT TELECOM ADR COM 196877104 215 5050 SH DEFINED 0103 5050
COLUMBIA GAS SYSTEM COM 197648108 13748 175000 SH DEFINED 0132 175000
COLUMBIA GAS SYSTEM COM 197648108 854 10866 SH DEFINED 0103 10866
COLUMBIA HEALTHCARE COM 197677107 52466 1771000 SH DEFINED 0113 1771000
COLUMBIA HEALTHCARE COM 197677107 37446 1264000 SH DEFINED 0107 1264000
COLUMBIA HEALTHCARE COM 197677107 38296 1292700 SH DEFINED 0131 1292700
COLUMBIA HEALTHCARE COM 197677107 5128 173074 SH DEFINED 0103 173074
COLUMBIA LABORATORIE COM 197779101 1588 100000 SH DEFINED 011619 100000
COMAIR HLDGS INC COM 199789108 5971 247500 SH DEFINED 011614 247500
COMAIR HLDGS INC COM 199789108 14601 605175 SH DEFINED 0102 605175
COMAIR HLDGS INC COM 199789108 246 10200 SH DEFINED 0103 10200
COMCAST CORPORATION COM 200300101 1594 50000 SH DEFINED 011620 50000
COMCAST CORP CLA SPL COM 200300200 10100 320000 SH DEFINED 0108 320000
COMCAST CORP CLA SPL COM 200300200 2000 63359 SH DEFINED 0103 63359
COMERICA INC COM 200340107 1730 19166 SH DEFINED 0103 19166
COMERICA FRAP PREFERRED STOCK 200340503 8006 150000 SH DEFINED 0105 150000
COMMWLTH ED $100 PVT PREFERRED STOCK 20279K2*7 5308 52556 SH DEFINED 0105 52556
<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
COMMWLTH ED $100 PVT PREFERRED STOCK 20279K2*7 2735 27080 SH DEFINED 01 27080
COMMONWEALTH EDISON PREFERRED STOCK 2027953*9 6026 58500 SH DEFINED 0105 58500
COMMONWEALTH EDISON PREFERRED STOCK 202990925 2658 25553 SH DEFINED 01 25553
COMMONWEALTH IND COM 203004106 11600 800000 SH DEFINED 0106 800000
COMM&PWR IND 144A COM 20338A108 525 3500 SH DEFINED 0109 3500
COMMUNICATION&POWER COM 20338C997 444 4436 SH DEFINED 0109 4436
COPEL ADS COM 20441B407 10129 740000 SH DEFINED 011618 740000
CANTV ADR COM 204421101 10614 255000 SH DEFINED 0124 255000
BUENAVENTURA ADR COM 204448104 1280 80000 SH DEFINED 0127 80000
COMPANIA DE TELECOMM COM 204449300 6871 230000 SH DEFINED 0124 230000
COMPANIA DE TELECOMM COM 204449300 2988 100000 SH DEFINED 0112 100000
COMPANIA DE TELECOMM COM 204449300 4481 150000 SH DEFINED 011617 150000
COMPAQ COMPUTER CORP COM 204493100 53616 950000 SH DEFINED 0130 950000
COMPAQ COMPUTER CORP COM 204493100 17072 302500 SH DEFINED 0108 302500
COMPAQ COMPUTER CORP COM 204493100 282188 5000000 SH DEFINED 0126 5000000
COMPAQ COMPUTER CORP COM 204493100 90300 1600000 SH DEFINED 0111 1600000
COMPAQ COMPUTER CORP COM 204493100 8127 144000 SH DEFINED 0124 144000
COMPAQ COMPUTER CORP COM 204493100 15707 278300 SH DEFINED 0125 278300
COMPAQ COMPUTER CORP COM 204493100 12698 225000 SH DEFINED 0135 225000
COMPAQ COMPUTER CORP COM 204493100 10582 187500 SH DEFINED 011622 187500
COMPAQ COMPUTER CORP COM 204493100 21164 375000 SH DEFINED 011623 375000
COMPAQ COMPUTER CORP COM 204493100 50794 900000 SH DEFINED 011516 900000
COMPAQ COMPUTER CORP COM 204493100 79013 1400000 SH DEFINED 011618 1400000
COMPAQ COMPUTER CORP COM 204493100 3386 60000 SH DEFINED 011620 60000
COMPAQ COMPUTER CORP COM 204493100 445248 7889332 SH DEFINED 0102 7889332
COMPAQ COMPUTER CORP COM 204493100 11517 204071 SH DEFINED 0103 204071
COMPAQ COMPUTER CORP COM 204493100 26398 467750 SH DEFINED 01 467750
COMPUTER ASSOC COM 204912109 6742 127500 SH DEFINED 0108 127500
COMPUTER ASSOC COM 204912109 148050 2800000 SH DEFINED 0126 2800000
COMPUTER ASSOC COM 204912109 7574 143250 SH DEFINED 0124 143250
COMPUTER ASSOC COM 204912109 14330 271012 SH DEFINED 0125 271012
COMPUTER ASSOC COM 204912109 44283 837500 SH DEFINED 011618 837500
COMPUTER ASSOC COM 204912109 292998 5541160 SH DEFINED 0102 5541160
COMPUTER ASSOC COM 204912109 8124 153640 SH DEFINED 0103 153640
COMPUTER ASSOC COM 204912109 17841 337425 SH DEFINED 01 337425
COMPUTER SCIENCES COM 205363104 54275 650000 SH DEFINED 0126 650000
COMPUTER SCIENCES COM 205363104 16283 195000 SH DEFINED 0113 195000
COMPUTER SCIENCES COM 205363104 4175 50000 SH DEFINED 0124 50000
COMPUTER SCIENCES COM 205363104 7640 91500 SH DEFINED 0125 91500
COMPUTER SCIENCES COM 205363104 293520 3515108 SH DEFINED 0102 3515108
COMPUTER SCIENCES COM 205363104 12525 150000 SH DEFINED 0131 150000
COMPUTER SCIENCES COM 205363104 4047 48467 SH DEFINED 0103 48467
COMPUTER SCIENCES COM 205363104 2973 35600 SH DEFINED 01 35600
COMPUTER TASK GROUP COM 205477102 5334 150000 SH DEFINED 011619 150000
COMPUTER TASK GROUP COM 205477102 15114 425000 SH DEFINED 011614 425000
COMPUWARE COM 205638109 12800 400000 SH DEFINED 011614 400000
COMPUWARE COM 205638109 448 14026 SH DEFINED 0102 14026
COMPUWARE COM 205638109 4554 142300 SH DEFINED 0131 142300
COMPUWARE COM 205638109 278 8700 SH DEFINED 0103 8700
COMPUWARE COM 205638109 352 11000 SH DEFINED 01 11000
<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
CONAGRA COM 205887102 26250 800000 SH DEFINED 0130 800000
CONAGRA COM 205887102 8203 250000 SH DEFINED 0108 250000
CONAGRA COM 205887102 282188 8600000 SH DEFINED 0126 8600000
CONAGRA COM 205887102 7074 215600 SH DEFINED 0124 215600
CONAGRA COM 205887102 13243 403600 SH DEFINED 0125 403600
CONAGRA COM 205887102 49219 1500000 SH DEFINED 011516 1500000
CONAGRA COM 205887102 23178 706400 SH DEFINED 0102 706400
CONAGRA COM 205887102 4242 129284 SH DEFINED 0103 129284
CONSECO INC COM 208464107 1551 34128 SH DEFINED 0103 34128
CONSOLIDATED EDISON COM 209111103 13530 330000 SH DEFINED 0132 330000
CONSOLIDATED EDISON COM 209111103 1750 42687 SH DEFINED 0103 42687
CON EDISON $100 SR J PREFERRED STOCK 209111863 15469 150000 SH DEFINED 0105 150000
CON EDISON $100 SR J PREFERRED STOCK 209111863 2578 25000 SH DEFINED 01 25000
CON EDISON 7.2 SER I PREFERRED STOCK 209111871 3420 32550 SH DEFINED 0105 32550
CON EDISON 7.2 SER I PREFERRED STOCK 209111871 3204 30500 SH DEFINED 01 30500
CONSOLIDATED NAT GAS COM 209615103 6050 100000 SH DEFINED 0132 100000
CONSOLIDATED NAT GAS COM 209615103 6050 100000 SH DEFINED 0124 100000
CONSOLIDATED NAT GAS COM 209615103 13310 220000 SH DEFINED 0125 220000
CONSOLIDATED NAT GAS COM 209615103 599 9900 SH DEFINED 0102 9900
CONSOLIDATED NAT GAS COM 209615103 1956 32321 SH DEFINED 0103 32321
CONSOLIDATED STORES COM 210149100 16850 383500 SH DEFINED 0111 383500
CONSOLIDATION CAP COM 210296109 7109 350000 SH DEFINED 011619 350000
COOPER CAMERON COM 216640102 18300 300000 SH DEFINED 0130 300000
COOPER CAMERON COM 216640102 4880 80000 SH DEFINED 011619 80000
COOPER CAMERON COM 216640102 1274 20900 SH DEFINED 0102 20900
COOPER CAMERON COM 216640102 14606 239450 SH DEFINED 0131 239450
COOPER CAMERON COM 216640102 869 14250 SH DEFINED 0103 14250
COOPER INDUSTRIES COM 216669101 1087 22189 SH DEFINED 0103 22189
COOPER TIRE & RUBBER COM 216831107 337 13839 SH DEFINED 0103 13839
COORS ADOLPH COM 217016104 224 6733 SH DEFINED 0103 6733
CORESTAFF COM 218690105 13250 500000 SH DEFINED 0106 500000
CORESTAFF COM 218690105 17617 664700 SH DEFINED 0102 664700
CORESTAFF COM 218690105 4002 151000 SH DEFINED 0131 151000
CORESTAFF COM 218690105 544 20500 SH DEFINED 0103 20500
CORESTATES FINANCIAL COM 218695104 12009 150000 SH DEFINED 011618 150000
CORESTATES FINANCIAL COM 218695104 2943 36760 SH DEFINED 0103 36760
CORE CAP INC COM 218995108 4444 222223 SH DEFINED 0109 222223
CORNING INC COM 219350105 1556 41911 SH DEFINED 0103 41911
PRICE COSTCO COM 22160Q102 7809 175000 SH DEFINED 0108 175000
PRICE COSTCO COM 22160Q102 2231 50000 SH DEFINED 011620 50000
PRICE COSTCO COM 22160Q102 17850 400000 SH DEFINED 011614 400000
PRICE COSTCO COM 22160Q102 1722 38598 SH DEFINED 0103 38598
COUNTRYWIDE CREDIT COM 222372104 1470 34293 SH DEFINED 0103 34293
CRANE CO. COM 224399105 362 8338 SH DEFINED 0103 8338
CRESTAR FINANCIAL CO COM 226091106 1254 22000 SH DEFINED 0102 22000
CRESTAR FINANCIAL CO COM 226091106 16975 297800 SH DEFINED 0131 297800
CRESTAR FINANCIAL CO COM 226091106 866 15200 SH DEFINED 0103 15200
CROMPTON & KNOWLES COM 227111101 13780 520000 SH DEFINED 011614 520000
CROWN CORK & SEAL COM 228255105 60150 1200000 SH DEFINED 011516 1200000
CROWN CORK & SEAL COM 228255105 37468 747406 SH DEFINED 0102 747406
<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
CROWN CORK & SEAL COM 228255105 1191 23758 SH DEFINED 0103 23758
CROWN CORK & SEAL COM 228255105 8521 170000 SH DEFINED 01 170000
CROWN CORK CVT PFD CONV PFD STOCK 228255303 32900 700000 SH DEFINED 0107 700000
CROWN CORK CVT PFD CONV PFD STOCK 228255303 10285 218838 SH DEFINED 01 218838
CROWN PKG WTS WARRANT 228443115 1 10000 SH DEFINED 0109 10000
CULLIGAN WATER COM 230029100 7035 140000 SH DEFINED 0108 140000
CULLIGAN WATER COM 230029100 30150 600000 SH DEFINED 0111 600000
CULLIGAN WATER COM 230029100 5025 100000 SH DEFINED 011620 100000
CULLIGAN WATER COM 230029100 54663 1087780 SH DEFINED 0102 1087780
CULLIGAN WATER COM 230029100 14985 298200 SH DEFINED 0131 298200
CULLIGAN WATER COM 230029100 1858 36970 SH DEFINED 0103 36970
CUMMINS ENGINE COM 231021106 411 6952 SH DEFINED 0103 6952
CYPRUS AMAX MINERALS COM 232809103 253 16429 SH DEFINED 0103 16429
CYTYC CORP COM 232946103 261 10500 SH DEFINED 0102 10500
DM MANAGEMENT CO COM 233233105 7031 450000 SH DEFINED 011614 450000
DQE COM 23329J104 10538 300000 SH DEFINED 0132 300000
DPL INC COM 233293109 6181 215000 SH DEFINED 0128 215000
DPL INC COM 233293109 20125 700000 SH DEFINED 0132 700000
DPL INC COM 233293109 16963 590000 SH DEFINED 0107 590000
DSC COMMUNICATIONS COM 233311109 495 20624 SH DEFINED 0103 20624
DST SYSTEMS COM 233326107 25364 594240 SH DEFINED 0102 594240
DST SYSTEMS COM 233326107 400 9360 SH DEFINED 0103 9360
DTE ENERGY COMPANY COM 233331107 24281 700000 SH DEFINED 0113 700000
DTE ENERGY COMPANY COM 233331107 12141 350000 SH DEFINED 0132 350000
DTE ENERGY COMPANY COM 233331107 914 26352 SH DEFINED 0103 26352
DALLAS SEMICONDUCTOR COM 235204104 3101 76100 SH DEFINED 0102 76100
DANA CORP COM 235811106 1276 26863 SH DEFINED 0103 26863
DANAHER CORP COM 235851102 12625 200000 SH DEFINED 0108 200000
DANAHER CORP COM 235851102 9469 150000 SH DEFINED 0128 150000
DANAHER CORP COM 235851102 5366 85000 SH DEFINED 011620 85000
DANKA BUSINESS SYS P COM 236277109 96 6000 SH DEFINED 0102 6000
DAOU SYSTEMS COM 237015102 6250 200000 SH DEFINED 011619 200000
DAOU SYSTEMS COM 237015102 11563 370000 SH DEFINED 011614 370000
DARDEN RESTAURANT COM 237194105 33179 2654335 SH DEFINED 0103 2654335
DATA GENERAL COM 237688106 147 8423 SH DEFINED 0103 8423
DAYTON HUDSON CORP COM 239753106 33750 500000 SH DEFINED 0130 500000
DAYTON HUDSON CORP COM 239753106 101250 1500000 SH DEFINED 0126 1500000
DAYTON HUDSON CORP COM 239753106 10125 150000 SH DEFINED 0124 150000
DAYTON HUDSON CORP COM 239753106 16058 237900 SH DEFINED 0125 237900
DAYTON HUDSON CORP COM 239753106 60750 900000 SH DEFINED 011516 900000
DAYTON HUDSON CORP COM 239753106 83836 1241850 SH DEFINED 0102 1241850
DAYTON HUDSON CORP COM 239753106 4508 66783 SH DEFINED 0103 66783
DAYTON HUDSON CORP COM 239753106 1532 22700 SH DEFINED 01 22700
DAYTON MINING 144A CONV BOND 239902AB5 1340 2000000 PRN DEFINED 0127 2000000
DEERE & COMPANY COM 244199105 55397 950000 SH DEFINED 0130 950000
DEERE & COMPANY COM 244199105 9622 165000 SH DEFINED 0108 165000
DEERE & COMPANY COM 244199105 343427 5889430 SH DEFINED 0126 5889430
DEERE & COMPANY COM 244199105 69975 1200000 SH DEFINED 0111 1200000
DEERE & COMPANY COM 244199105 6374 109300 SH DEFINED 0124 109300
DEERE & COMPANY COM 244199105 9995 171400 SH DEFINED 0125 171400
<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 9971 171000 SH DEFINED 011622 171000
DEERE & COMPANY COM 244199105 17144 294000 SH DEFINED 011623 294000
DEERE & COMPANY COM 244199105 93300 1600000 SH DEFINED 011516 1600000
DEERE & COMPANY COM 244199105 37903 650000 SH DEFINED 011618 650000
DEERE & COMPANY COM 244199105 231242 3965631 SH DEFINED 0102 3965631
DEERE & COMPANY COM 244199105 4817 82590 SH DEFINED 0103 82590
DEERE & COMPANY COM 244199105 15686 269000 SH DEFINED 01 269000
DELL COMPUTER CORP COM 247025109 5047 60080 SH DEFINED 0103 60080
DELTA & PINE LAND CO COM 247357106 27114 888975 SH DEFINED 0111 888975
DELTA & PINE LAND CO COM 247357106 43 1420 SH DEFINED 0102 1420
DELTA AIR LINES COM 247361108 1684 14150 SH DEFINED 0103 14150
DELUXE CORPORATION COM 248019101 24150 700000 SH DEFINED 0131 700000
DELUXE CORPORATION COM 248019101 1035 29973 SH DEFINED 0103 29973
DENTSPLY INTERNATL I COM 249030107 5795 190000 SH DEFINED 0128 190000
DEPARTMENT 56 COM 249509100 5750 200000 SH DEFINED 0128 200000
DEPUY INC COM 249726100 8481 295000 SH DEFINED 0128 295000
DEVELOPERS DIV COM 251591103 5393 141000 SH DEFINED 0113 141000
DEVELOPERS DIV COM 251591103 4976 130100 SH DEFINED 0131 130100
DEVON ENERGY COM 251799102 13475 350000 SH DEFINED 0106 350000
DEVON ENERGY COM 251799102 11130 289085 SH DEFINED 0102 289085
DEVON ENERGY COM 251799102 207 5365 SH DEFINED 0103 5365
DIAGEO PLC -SPON ADR COM 25243Q106 33416 882277 SH DEFINED 0103 882277
DIGITAL EQUIPMENT COM 253849103 1027 27757 SH DEFINED 0103 27757
DILLARDS INC-CL A COM 254067101 715 20290 SH DEFINED 0103 20290
DISNEY WALT CO COM 254687106 27242 275000 SH DEFINED 0130 275000
DISNEY WALT CO COM 254687106 11590 117000 SH DEFINED 0135 117000
DISNEY WALT CO COM 254687106 34672 350000 SH DEFINED 011618 350000
DISNEY WALT CO COM 254687106 12226 123415 SH DEFINED 0103 123415
DISTRIBUCION Y ADR COM 254753106 3174 171000 SH DEFINED 0135 171000
DODGE & COX STOCK COM 256219106 1716 18149 SH DEFINED 0103 18149
DOLLAR GENERAL COM 256669102 7250 200000 SH DEFINED 0108 200000
DOLLAR GENERAL COM 256669102 10665 294218 SH DEFINED 011618 294218
DOLLAR GENERAL COM 256669102 9063 250000 SH DEFINED 011619 250000
DOLLAR GENERAL COM 256669102 3398 93750 SH DEFINED 011620 93750
DOLLAR GENERAL COM 256669102 12506 345000 SH DEFINED 011614 345000
DOLLAR THRIF AUTOMOT COM 256743105 8200 400000 SH DEFINED 011614 400000
DOLLAR THRIF AUTOMOT COM 256743105 282 13800 SH DEFINED 0102 13800
DOLLAR THRIF AUTOMOT COM 256743105 3155 153900 SH DEFINED 0131 153900
DOLLAR THRIF AUTOMOT COM 256743105 197 9600 SH DEFINED 0103 9600
DOMAIN ENERGY COM 257027102 11813 750000 SH DEFINED 0106 750000
DOMINICKS SUPERMKTS COM 257159103 9490 260000 SH DEFINED 011619 260000
DOMINION RES INC VA COM 257470104 8513 200000 SH DEFINED 0132 200000
DOMINION RES INC VA COM 257470104 1436 33749 SH DEFINED 0103 33749
DONNELLEY (RR)&SONS COM 257867101 990 26572 SH DEFINED 0103 26572
DOVER CORP COM 260003108 200060 5537988 SH DEFINED 0103 5537988
DOW CHEMICAL COM 260543103 4203 41408 SH DEFINED 0103 41408
DOW CHEMICAL COM 260543103 7927 78100 SH DEFINED 01 78100
DOW JONES & CO COM 260561105 936 17433 SH DEFINED 0103 17433
DRESSER INDUSTRIES COM 261597108 1334 31799 SH DEFINED 0103 31799
DREYFUS MONEY MARKET COM 262904204 4 4036 SH DEFINED 01 4036
<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 30031 500000 SH DEFINED 0130 500000
E I DUPONT COM 263534109 36038 600000 SH DEFINED 0126 600000
E I DUPONT COM 263534109 9009 150000 SH DEFINED 0124 150000
E I DUPONT COM 263534109 16517 275000 SH DEFINED 0125 275000
E I DUPONT COM 263534109 23424 390000 SH DEFINED 0107 390000
E I DUPONT COM 263534109 24025 400000 SH DEFINED 011516 400000
E I DUPONT COM 263534109 1327 22097 SH DEFINED 0102 22097
E I DUPONT COM 263534109 13356 222372 SH DEFINED 0103 222372
DUKE ENERGY CORP COM 264399106 22150 400000 SH DEFINED 0132 400000
DUKE ENERGY CORP COM 264399106 3619 65353 SH DEFINED 0103 65353
DUN & BRADSTREET CP COM 264830100 36352 1175000 SH DEFINED 0113 1175000
DUN & BRADSTREET CP COM 264830100 26297 850000 SH DEFINED 0107 850000
DUN & BRADSTREET CP COM 264830100 2041 65969 SH DEFINED 0103 65969
DUN & BRADSTREET CP COM 264830100 8134 262920 SH DEFINED 01 262920
DURA AUTOMOTIVE SYST COM 265903104 5445 220000 SH DEFINED 0128 220000
DURA AUTOMOTIVE SYST COM 265903104 11756 475000 SH DEFINED 0106 475000
DURA COM 26632S109 4588 100000 SH DEFINED 011619 100000
DURA COM 26632S109 3441 75000 SH DEFINED 011620 75000
DURA COM 26632S109 17203 375000 SH DEFINED 011614 375000
DURA COM 26632S109 24601 536300 SH DEFINED 0102 536300
DURA COM 26632S109 12274 267550 SH DEFINED 0131 267550
DURA COM 26632S109 1207 26300 SH DEFINED 0103 26300
EFTC CORP COM 268443108 4875 300000 SH DEFINED 011619 300000
E G & G INC COM 268457108 155 7459 SH DEFINED 0103 7459
EMC CORPORATION COM 268648102 2459 89624 SH DEFINED 0103 89624
ENSCO INTL INC COM 26874Q100 31905 952400 SH DEFINED 011618 952400
ENSCO INTL INC COM 26874Q100 8375 250000 SH DEFINED 011614 250000
ENSCO INTL INC COM 26874Q100 62704 1871800 SH DEFINED 0102 1871800
ENSCO INTL INC COM 26874Q100 801 23900 SH DEFINED 0103 23900
EVI INC COM 268939105 427 8250 SH DEFINED 0102 8250
EVI INC COM 268939105 4908 94850 SH DEFINED 0131 94850
EVI INC COM 268939105 298 5750 SH DEFINED 0103 5750
EASCO INC COM 27033E103 928 70000 SH DEFINED 0127 70000
EASTERN ENTERPRISES COM 27637F100 167 3701 SH DEFINED 0103 3701
EASTMAN CHEMICAL CO COM 277432100 848 14240 SH DEFINED 0103 14240
EASTMAN KODAK COM 277461109 3598 59170 SH DEFINED 0103 59170
EATON CORP COM 278058102 34468 386200 SH DEFINED 0130 386200
EATON CORP COM 278058102 1325 14847 SH DEFINED 0103 14847
EATON CORP COM 278058102 4909 55000 SH DEFINED 01 55000
ECHLIN INC COM 278749106 415 11457 SH DEFINED 0103 11457
ECHO BAY MINES LTD COM 278751102 54 22227 SH DEFINED 0103 22227
ECHOSTAR COMMUN CORP COM 278762109 2513 150000 SH DEFINED 0109 150000
ECOLAB, INC. COM 278865100 5433 98000 SH DEFINED 0128 98000
ECOLAB, INC. COM 278865100 54 980 SH DEFINED 0102 980
ECOLAB, INC. COM 278865100 652 11770 SH DEFINED 0103 11770
EDISON INTL COM 281020107 10875 400000 SH DEFINED 0132 400000
EDISON INTL COM 281020107 1894 69674 SH DEFINED 0103 69674
EL PASO NATURAL GAS COM 283695872 146300 2200000 SH DEFINED 0126 2200000
EL PASO NATURAL GAS COM 283695872 9975 150000 SH DEFINED 0132 150000
EL PASO NATURAL GAS COM 283695872 4323 65000 SH DEFINED 011620 65000
<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
ELAN CORP PLC ADR COM 284131208 71663 1400000 SH DEFINED 0126 1400000
ELAN CORP PLC ADR COM 284131208 7422 145000 SH DEFINED 0128 145000
ELAN CORP PLC ADR COM 284131208 37735 737200 SH DEFINED 011618 737200
ELAN CORP PLC ADR COM 284131208 20475 400000 SH DEFINED 011614 400000
ELAN CORP PLC ADR COM 284131208 9818 191784 SH DEFINED 0102 191784
ELAN CORP PLC ADR COM 284131208 8661 169200 SH DEFINED 0131 169200
ELAN CORP PLC ADR COM 284131208 781 15250 SH DEFINED 0103 15250
ELAN CORP PLC ADR COM 284131208 793 15500 SH DEFINED 01 15500
ELECTRONIC ARTS INC COM 285512109 18906 500000 SH DEFINED 011516 500000
ELF AQUITAINE ADR COM 286269105 35175 600000 SH DEFINED 0130 600000
ELF AQUITAINE ADR COM 286269105 73674 1256700 SH DEFINED 0113 1256700
ELF AQUITAINE ADR COM 286269105 50124 855000 SH DEFINED 0107 855000
ELF AQUITAINE ADR COM 286269105 258 4400 SH DEFINED 0102 4400
EMBOTELLADORA ANDINA COM 29081P204 2723 130828 SH DEFINED 0102 130828
EMERSON ELECTRIC COM 291011104 22575 400000 SH DEFINED 0130 400000
EMERSON ELECTRIC COM 291011104 4797 85000 SH DEFINED 0108 85000
EMERSON ELECTRIC COM 291011104 208819 3700000 SH DEFINED 0126 3700000
EMERSON ELECTRIC COM 291011104 47972 850000 SH DEFINED 0113 850000
EMERSON ELECTRIC COM 291011104 22575 400000 SH DEFINED 011516 400000
EMERSON ELECTRIC COM 291011104 26808 475000 SH DEFINED 011618 475000
EMERSON ELECTRIC COM 291011104 6490 115000 SH DEFINED 011620 115000
EMERSON ELECTRIC COM 291011104 1317 23268 SH DEFINED 0102 23268
EMERSON ELECTRIC COM 291011104 33863 600000 SH DEFINED 0131 600000
EMERSON ELECTRIC COM 291011104 6012 106539 SH DEFINED 0103 106539
SBH EMERSON5%2/27/97 CONV PFD STOCK 291011997 33573 615380 SH DEFINED 0130 615380
SBH EMERSON5%2/27/97 CONV PFD STOCK 291011997 18533 339700 SH DEFINED 0107 339700
EMPIRE DISTRICT ELEC COM 291641108 10974 559175 SH DEFINED 0103 559175
ENERGEN COM 29265N108 7950 200000 SH DEFINED 0132 200000
ENGELHARD CORP COM 292845104 440 25349 SH DEFINED 0103 25349
ENRON CORP COM 293561106 8313 200000 SH DEFINED 0132 200000
ENRON CORP COM 293561106 2310 55576 SH DEFINED 0103 55576
ENRON CORP COM 293561106 9904 238300 SH DEFINED 01 238300
ENRON OIL & GAS CO COM 293562104 22717 1072196 SH DEFINED 0102 1072196
ENRON OIL & GAS CO COM 293562104 357 16855 SH DEFINED 0103 16855
ENTERGY ARKANSAS $25 PREFERRED STOCK 29364D878 2048 77285 SH DEFINED 0105 77285
ENTERGY CORP COM 29364G103 1268 42343 SH DEFINED 0103 42343
ENTERGY LA INC PFD PREFERRED STOCK 29364M878 7267 70000 SH DEFINED 0105 70000
ENTERGY LA INC PFD PREFERRED STOCK 29364M878 2076 20000 SH DEFINED 01 20000
ENTERGY LA $100 PREFERRED STOCK 29364M886 8130 80000 SH DEFINED 0105 80000
ENVOY CORP COM 293982104 13106 450000 SH DEFINED 0106 450000
ENVOY CORP COM 293982104 8738 300000 SH DEFINED 011619 300000
EPIC VS LARGE CO COM 294299995 539 31250 SH DEFINED 0102 31250
EQUIFAX INC COM 294429105 4430 125000 SH DEFINED 011619 125000
EQUIFAX INC COM 294429105 48 1350 SH DEFINED 0102 1350
EQUIFAX INC COM 294429105 971 27410 SH DEFINED 0103 27410
EQUITABLE COS INC COM 29444G107 1 22 SH DEFINED 0116 22
EQUITY CORP INT'L COM 294644109 12719 550000 SH DEFINED 0106 550000
EQUITY RESIDENTIAL COM 29476L107 10618 210000 SH DEFINED 0107 210000
ERICSSON LM 'B' ADR COM 294821400 74625 2000000 SH DEFINED 0126 2000000
ERICSSON LM 'B' ADR COM 294821400 44775 1200000 SH DEFINED 0111 1200000
<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
ERICSSON LM 'B' ADR COM 294821400 5597 150000 SH DEFINED 011622 150000
ERICSSON LM 'B' ADR COM 294821400 14925 400000 SH DEFINED 011623 400000
ERICSSON LM 'B' ADR COM 294821400 31716 850000 SH DEFINED 011618 850000
ERICSSON LM 'B' ADR COM 294821400 2425 65000 SH DEFINED 011620 65000
ERICSSON LM 'B' ADR COM 294821400 26414 707854 SH DEFINED 0102 707854
ERICSSON LM 'B' ADR COM 294821400 400 10700 SH DEFINED 0103 10700
ERICSSON LM 'B' ADR COM 294821400 11977 321000 SH DEFINED 01 321000
ERICSSON LM ADR'S COM 294821509 26250 5000000 SH DEFINED 0130 5000000
ETHAN ALLEN COM 297602104 19436 504000 SH DEFINED 0111 504000
ETHAN ALLEN COM 297602104 9641 250000 SH DEFINED 011614 250000
ETHAN ALLEN COM 297602104 88 2280 SH DEFINED 0102 2280
ETHAN ALLEN COM 297602104 656 17000 SH DEFINED 01 17000
EXECUTIVE RISK COM 301586103 9069 129900 SH DEFINED 0128 129900
EXPEDITORS INTL WASH COM 302130109 13475 350000 SH DEFINED 011614 350000
EXPRESS SCRIPT COM 302182100 10500 175000 SH DEFINED 0106 175000
EXTENDED STAY AMERIC COM 30224P101 27363 2200000 SH DEFINED 011618 2200000
EXXON COM 302290101 24475 400000 SH DEFINED 0130 400000
EXXON COM 302290101 140731 2300000 SH DEFINED 0126 2300000
EXXON COM 302290101 73425 1200000 SH DEFINED 011516 1200000
EXXON COM 302290101 27495 449354 SH DEFINED 0103 449354
EYE CARE CTR WTS'03 WARRANT 302294137 12 3000 SH DEFINED 011621 3000
F & M BANCORPORATION COM 302371109 1006 25000 SH DEFINED 0128 25000
FMC CORP COM 302491303 455 6758 SH DEFINED 0103 6758
FPA CAPITAL COM 302539101 8238 227079 SH DEFINED 0103 227079
FPA MEDICAL MGMT INC COM 302543103 838 45000 SH DEFINED 011614 45000
FPA MEDICAL MGMT INC COM 302543103 7184 385700 SH DEFINED 0102 385700
FPA MEDICAL MGMT INC COM 302543103 127 6800 SH DEFINED 0103 6800
FPL GROUP INC. COM 302571104 35513 600000 SH DEFINED 0130 600000
FPL GROUP INC. COM 302571104 23675 400000 SH DEFINED 0132 400000
FPL GROUP INC. COM 302571104 13021 220000 SH DEFINED 0107 220000
FPL GROUP INC. COM 302571104 1958 33078 SH DEFINED 0103 33078
FAIRFIELD COMMUNITIE COM 304231301 3206 72650 SH DEFINED 011619 72650
FAIRFIELD COMMUNITIE COM 304231301 9306 210900 SH DEFINED 011614 210900
FALCON DRILLING COM 305914103 526 15000 SH DEFINED 01 15000
FAMILY DLR STORES COM 307000109 29313 1000000 SH DEFINED 011614 1000000
FAMILY DLR STORES COM 307000109 162 5522 SH DEFINED 0102 5522
FAMILY DLR STORES COM 307000109 982 33500 SH DEFINED 01 33500
FEDERAL EXPRESS COM 313309106 1276 20889 SH DEFINED 0103 20889
FREDDIE MAC COM 313400301 6133 146235 SH DEFINED 0103 146235
FREDDIE MAC COM 313400301 3858 92000 SH DEFINED 01 92000
FEDERAL NATL MTGE COM 313586109 11983 210000 SH DEFINED 0135 210000
FEDERAL NATL MTGE COM 313586109 17119 300000 SH DEFINED 0107 300000
FEDERAL NATL MTGE COM 313586109 33667 590000 SH DEFINED 011618 590000
FEDERAL NATL MTGE COM 313586109 537 9430 SH DEFINED 0102 9430
FEDERAL NATL MTGE COM 313586109 11574 202832 SH DEFINED 0103 202832
FEDERATED DPT STORES COM 31410H101 12273 285000 SH DEFINED 0108 285000
FEDERATED DPT STORES COM 31410H101 1636 37987 SH DEFINED 0103 37987
FEDERATED DPT STORES COM 31410H101 10357 240500 SH DEFINED 01 240500
FELCOR HOTEL COM 314305103 10650 300000 SH DEFINED 0113 300000
FELCOR HOTEL COM 314305103 27513 775000 SH DEFINED 0106 775000
<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
FELCOR HOTEL COM 314305103 7100 200000 SH DEFINED 0107 200000
FIDELITY MAGELLAN FD COM 316184100 6 67 SH DEFINED 01 67
FIDELITY LOW STOCK COM 316345305 1499 59653 SH DEFINED 0103 59653
FIFTH THIRD BANCORP COM 316773100 2353 28786 SH DEFINED 0103 28786
FINE HOST CORP 144A CONV BOND 317832AA1 1800 3000000 PRN DEFINED 0104 3000000
FINE HOST CORP 144A CONV BOND 317832AA1 1200 2000000 PRN DEFINED 0109 2000000
FINE HOST CORP 144A CONV BOND 317832AA1 1200 2000000 PRN DEFINED 011621 2000000
FINOVA GROUP INC. COM 317928109 4969 100000 SH DEFINED 011619 100000
FINOVA GROUP INC. COM 317928109 12422 250000 SH DEFINED 011614 250000
FINOVA GROUP INC. COM 317928109 26673 536850 SH DEFINED 0102 536850
FINOVA GROUP INC. COM 317928109 19870 399900 SH DEFINED 0131 399900
FINOVA GROUP INC. COM 317928109 1510 30400 SH DEFINED 0103 30400
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 14000 200000 SH DEFINED 0130 200000
FIRST AMERICAN PRIME COM 318901998 0 1 SH DEFINED 0102 1
FIRST CHICAGO NBD COM 31945A100 13828 165600 SH DEFINED 0113 165600
FIRST CHICAGO NBD COM 31945A100 4 50 SH DEFINED 011623 50
FIRST CHICAGO NBD COM 31945A100 9511 113900 SH DEFINED 0131 113900
FIRST CHICAGO NBD COM 31945A100 4901 58683 SH DEFINED 0103 58683
FIRST DATA CORP COM 319963104 19451 665000 SH DEFINED 011618 665000
FIRST DATA CORP COM 319963104 21 697 SH DEFINED 0102 697
FIRST DATA CORP COM 319963104 2357 80580 SH DEFINED 0103 80580
FIRST UNION CORP COM 337358105 51250 1000000 SH DEFINED 0130 1000000
FIRST UNION CORP COM 337358105 14350 280000 SH DEFINED 0108 280000
FIRST UNION CORP COM 337358105 41000 800000 SH DEFINED 0113 800000
FIRST UNION CORP COM 337358105 23110 450928 SH DEFINED 0124 450928
FIRST UNION CORP COM 337358105 35957 701600 SH DEFINED 0125 701600
FIRST UNION CORP COM 337358105 31263 610000 SH DEFINED 0107 610000
FIRST UNION CORP COM 337358105 66625 1300000 SH DEFINED 011516 1300000
FIRST UNION CORP COM 337358105 40377 787850 SH DEFINED 011618 787850
FIRST UNION CORP COM 337358105 5125 100000 SH DEFINED 011620 100000
FIRST UNION CORP COM 337358105 94578 1845364 SH DEFINED 0102 1845364
FIRST UNION CORP COM 337358105 29213 570000 SH DEFINED 0131 570000
FIRST UNION CORP COM 337358105 10140 197856 SH DEFINED 0103 197856
FIRST UNION CORP COM 337358105 17741 346165 SH DEFINED 01 346165
FIRST UNION RE EQ & COM 337400105 12188 750000 SH DEFINED 0106 750000
FIRST VIRGINIA BANK COM 337477103 12560 243000 SH DEFINED 0128 243000
FIRST VIRTUAL INC COM 337486104 300 100000 SH DEFINED 0111 100000
FIRSTAR CORP COM 33761C103 595 14050 SH DEFINED 0102 14050
FIRSTAR CORP COM 33761C103 6748 159000 SH DEFINED 0131 159000
FIRSTAR CORP COM 33761C103 416 9800 SH DEFINED 0103 9800
FISERV INC COM 337738108 13264 270000 SH DEFINED 011614 270000
FISERV INC COM 337738108 571 11650 SH DEFINED 0102 11650
FISERV INC COM 337738108 6740 137200 SH DEFINED 0131 137200
FISERV INC COM 337738108 391 7950 SH DEFINED 0103 7950
FIRSTENERGY CORP COM 337932107 2175 75000 SH DEFINED 0128 75000
FIRSTENERGY CORP COM 337932107 14500 500000 SH DEFINED 0132 500000
FIRSTENERGY CORP COM 337932107 1168 40266 SH DEFINED 0103 40266
FLEET FINANCIAL GRP COM 338915101 3462 46200 SH DEFINED 0103 46200
FLEETWOOD ENTERPRISE COM 339099103 277 6528 SH DEFINED 0103 6528
FLUOR CORP COM 343861100 570 15248 SH DEFINED 0103 15248
<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
FOOD LION INC CL A COM 344775200 5906 700000 SH DEFINED 0128 700000
FOODMAKER INC WARRANT 344839113 291 7000 SH DEFINED 0109 7000
FORD MOTOR COM 345370100 11198 230000 SH DEFINED 0107 230000
FORD MOTOR COM 345370100 10560 216902 SH DEFINED 0103 216902
FORD MOTOR COM 345370100 6110 125500 SH DEFINED 01 125500
FORD MOTOR CO $50 CONV PFD STOCK 345370209 47 300 SH DEFINED 0102 300
FORT JAMES CORP COM 347471104 8989 235000 SH DEFINED 0108 235000
FORT JAMES CORP COM 347471104 1913 50000 SH DEFINED 011620 50000
FORT JAMES CORP COM 347471104 1313 34322 SH DEFINED 0103 34322
FORTUNE BRANDS COM 349631101 21624 583450 SH DEFINED 0113 583450
FORTUNE BRANDS COM 349631101 5893 159000 SH DEFINED 0128 159000
FORTUNE BRANDS COM 349631101 8891 239900 SH DEFINED 0124 239900
FORTUNE BRANDS COM 349631101 17712 477900 SH DEFINED 0125 477900
FORTUNE BRANDS COM 349631101 16081 433900 SH DEFINED 0107 433900
FORTUNE BRANDS COM 349631101 9868 266334 SH DEFINED 0102 266334
FORTUNE BRANDS COM 349631101 19658 530400 SH DEFINED 0131 530400
FORTUNE BRANDS COM 349631101 3444 92918 SH DEFINED 0103 92918
FOSTER WHEELER COM 350244109 200 7386 SH DEFINED 0103 7386
FRANCHISE MORTGAGE COM 35181D108 7350 400000 SH DEFINED 011614 400000
FRANKLIN CUSTODY FD COM 353496607 0 35 SH DEFINED 01 35
FRANKLIN RESOURCES COM 354613101 8259 95000 SH DEFINED 0108 95000
FRANKLIN RESOURCES COM 354613101 8694 100000 SH DEFINED 011622 100000
FRANKLIN RESOURCES COM 354613101 17388 200000 SH DEFINED 011623 200000
FRANKLIN RESOURCES COM 354613101 52163 600000 SH DEFINED 011516 600000
FRANKLIN RESOURCES COM 354613101 8050 92600 SH DEFINED 011619 92600
FRANKLIN RESOURCES COM 354613101 13910 160000 SH DEFINED 011614 160000
FREEPORT COPPER 'B' COM 35671D857 7875 500000 SH DEFINED 0130 500000
FREEPORT COPPER 'B' COM 35671D857 550 34908 SH DEFINED 0103 34908
FRIEDMAN BILLINGS COM 358433100 3588 200000 SH DEFINED 011619 200000
FRONTIER COMM COM 35906P105 7219 300000 SH DEFINED 0132 300000
FRONTIER COMM COM 35906P105 693 28805 SH DEFINED 0103 28805
FRUIT OF THE LOOM A COM 359416104 325 12684 SH DEFINED 0103 12684
GPU INC COM 36225X100 14887 353400 SH DEFINED 0113 353400
GPU INC COM 36225X100 13691 325000 SH DEFINED 0132 325000
GPU INC COM 36225X100 22116 525000 SH DEFINED 0131 525000
GPU INC COM 36225X100 1977 46936 SH DEFINED 0103 46936
GTE CORP COM 362320103 32918 630000 SH DEFINED 0113 630000
GTE CORP COM 362320103 9144 175000 SH DEFINED 0132 175000
GTE CORP COM 362320103 13063 250000 SH DEFINED 0135 250000
GTE CORP COM 362320103 15153 290000 SH DEFINED 0107 290000
GTE CORP COM 362320103 25341 485000 SH DEFINED 0131 485000
GTE CORP COM 362320103 10128 193851 SH DEFINED 0103 193851
GANNETT CO INC COM 364730101 8036 130000 SH DEFINED 0108 130000
GANNETT CO INC COM 364730101 148350 2400000 SH DEFINED 0126 2400000
GANNETT CO INC COM 364730101 46359 750000 SH DEFINED 0113 750000
GANNETT CO INC COM 364730101 8468 137000 SH DEFINED 0124 137000
GANNETT CO INC COM 364730101 13908 225000 SH DEFINED 0125 225000
GANNETT CO INC COM 364730101 1001 16180 SH DEFINED 0102 16180
GANNETT CO INC COM 364730101 43269 700000 SH DEFINED 0131 700000
GANNETT CO INC COM 364730101 6025 97480 SH DEFINED 0103 97480
<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
GAP INC., THE COM 364760108 35438 1000000 SH DEFINED 011516 1000000
GAP INC., THE COM 364760108 351 9965 SH DEFINED 0102 9965
GAP INC., THE COM 364760108 2589 73047 SH DEFINED 0103 73047
GARTNER GROUP INC COM 366651107 17198 461700 SH DEFINED 0102 461700
GARTNER GROUP INC COM 366651107 309 8300 SH DEFINED 0103 8300
GAYLORD CONTAINER COM 368145108 5750 1000000 SH DEFINED 0109 1000000
GENCORP INC COM 368682100 5300 212000 SH DEFINED 01 212000
GENERAL CABLE CORP COM 369300108 13787 381000 SH DEFINED 011614 381000
GENERAL DYNAMICS COM 369550108 1050 12147 SH DEFINED 0103 12147
GENERAL ELECTRIC COM 369604103 78878 1075000 SH DEFINED 0130 1075000
GENERAL ELECTRIC COM 369604103 12731 173500 SH DEFINED 0108 173500
GENERAL ELECTRIC COM 369604103 557650 7600000 SH DEFINED 0126 7600000
GENERAL ELECTRIC COM 369604103 42528 579600 SH DEFINED 0124 579600
GENERAL ELECTRIC COM 369604103 67578 921000 SH DEFINED 0125 921000
GENERAL ELECTRIC COM 369604103 13208 180000 SH DEFINED 0135 180000
GENERAL ELECTRIC COM 369604103 117400 1600000 SH DEFINED 011516 1600000
GENERAL ELECTRIC COM 369604103 84381 1150000 SH DEFINED 011618 1150000
GENERAL ELECTRIC COM 369604103 282067 3844192 SH DEFINED 0102 3844192
GENERAL ELECTRIC COM 369604103 51248 698443 SH DEFINED 0103 698443
GENERAL ELECTRIC COM 369604103 14331 195310 SH DEFINED 01 195310
GENERAL MILLS COM 370334104 9669 135000 SH DEFINED 0108 135000
GENERAL MILLS COM 370334104 28650 400000 SH DEFINED 0113 400000
GENERAL MILLS COM 370334104 12391 173000 SH DEFINED 0124 173000
GENERAL MILLS COM 370334104 18623 260000 SH DEFINED 0125 260000
GENERAL MILLS COM 370334104 21488 300000 SH DEFINED 0107 300000
GENERAL MILLS COM 370334104 18509 258433 SH DEFINED 0102 258433
GENERAL MILLS COM 370334104 22440 313300 SH DEFINED 0131 313300
GENERAL MILLS COM 370334104 4716 65843 SH DEFINED 0103 65843
GENERAL MOTORS COM 370442105 30313 500000 SH DEFINED 011516 500000
GENERAL MOTORS COM 370442105 7 115 SH DEFINED 0102 115
GENERAL MOTORS COM 370442105 8027 132410 SH DEFINED 0103 132410
GENERAL MOTORS COM 370442105 5881 97000 SH DEFINED 01 97000
GENERAL MOTORS CL H COM 370442832 16622 450000 SH DEFINED 0130 450000
GENERAL MOTORS CL H COM 370442832 2770 75000 SH DEFINED 0108 75000
GENERAL MOTORS CL H COM 370442832 3140 85000 SH DEFINED 011620 85000
GENERAL RE CORP COM 370563108 3066 14460 SH DEFINED 0103 14460
GENERAL SIGNAL COM 370838104 20250 480000 SH DEFINED 0107 480000
GENERAL SIGNAL COM 370838104 386 9149 SH DEFINED 0103 9149
GENTEX CORP COM 371901109 13438 500000 SH DEFINED 0111 500000
GENTEX CORP COM 371901109 22652 842802 SH DEFINED 0102 842802
GENTEX CORP COM 371901109 329 12250 SH DEFINED 0103 12250
GENESIS HEALTH VENT COM 371912106 14506 550000 SH DEFINED 0106 550000
GENSIA PHARMACEUTICS COM 372450106 1 161 SH DEFINED 0111 161
GENUINE PARTS COM 372460105 35634 1050000 SH DEFINED 0113 1050000
GENUINE PARTS COM 372460105 27998 825000 SH DEFINED 0131 825000
GENUINE PARTS COM 372460105 2332 68712 SH DEFINED 0103 68712
GENUINE PARTS COM 372460105 7621 224562 SH DEFINED 01 224562
GEORGIA-PACIFIC COM 373298108 1009 16615 SH DEFINED 0103 16615
GEOTEK CORP CONV BOND 373654AH5 3143 4135000 PRN DEFINED 0104 4135000
GEOTEK CORP CONV BOND 373654AH5 3143 4135000 PRN DEFINED 0109 4135000
<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
GEOTEK CORP CONV BOND 373654AH5 1889 2485000 PRN DEFINED 0124 2485000
GEOTEK CORP CONV BOND 373654AH5 3143 4135000 PRN DEFINED 011621 4135000
GEOTEK CORP CONV BOND 373654AH5 1258 1655000 PRN DEFINED 011618 1655000
GEOTEK CORP CONV BOND 373654AH5 156 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 16800 700000 SH DEFINED 0130 700000
GETCHELL GOLD CORP COM 374265106 3600 150000 SH DEFINED 0127 150000
GIANT FOOD CL A COM 374478105 367 10902 SH DEFINED 0103 10902
GILLETTE CO COM 375766102 40175 400000 SH DEFINED 0130 400000
GILLETTE CO COM 375766102 12053 120000 SH DEFINED 0108 120000
GILLETTE CO COM 375766102 180788 1800000 SH DEFINED 0126 1800000
GILLETTE CO COM 375766102 14845 147800 SH DEFINED 0124 147800
GILLETTE CO COM 375766102 22789 226900 SH DEFINED 0125 226900
GILLETTE CO COM 375766102 14363 143000 SH DEFINED 0135 143000
GILLETTE CO COM 375766102 80350 800000 SH DEFINED 011516 800000
GILLETTE CO COM 375766102 35655 355000 SH DEFINED 011618 355000
GILLETTE CO COM 375766102 3013 30000 SH DEFINED 011620 30000
GILLETTE CO COM 375766102 253891 2527662 SH DEFINED 0102 2527662
GILLETTE CO COM 375766102 13681 136209 SH DEFINED 0103 136209
GILLETTE CO COM 375766102 2802 27900 SH DEFINED 01 27900
GLENBOROUGH REALTY T COM 37803P105 11109 375000 SH DEFINED 011614 375000
GLOBALSTAR WTS 02/04 WARRANT 379364128 1451 13500 SH DEFINED 0109 13500
GLOBALSTAR TELPFDCVT CONV PFD STOCK 379364409 13621 170000 SH DEFINED 011618 170000
GOLDEN WEST FIN COM 381317106 1086 11102 SH DEFINED 0103 11102
GOLF TRUST OF AMER COM 38168B103 580 20000 SH DEFINED 0102 20000
GOODRICH B.F. COM 382388106 5594 135000 SH DEFINED 0128 135000
GOODRICH B.F. COM 382388106 2901 70000 SH DEFINED 0124 70000
GOODRICH B.F. COM 382388106 8288 200000 SH DEFINED 0125 200000
GOODRICH B.F. COM 382388106 22791 550000 SH DEFINED 0107 550000
GOODRICH B.F. COM 382388106 2020 48783 SH DEFINED 0102 48783
GOODRICH B.F. COM 382388106 821 19820 SH DEFINED 0103 19820
GOODRICH B.F. COM 382388106 4558 110000 SH DEFINED 01 110000
GOODYEAR COM 382550101 1803 28331 SH DEFINED 0103 28331
W R GRACE COM 383911104 1125 13988 SH DEFINED 0103 13988
GRAINGER (W.W.) COM 384802104 956 9834 SH DEFINED 0103 9834
GRAND MET PLC 144A CONV BOND 386098AA5 26300 20000000 PRN DEFINED 0113 20000000
GREAT A. & P. TEA COM 390064103 206 6953 SH DEFINED 0103 6953
GREAT LAKES CHEM CO COM 390568103 488 10871 SH DEFINED 0103 10871
GREEN TREE FINL CORP COM 393505102 7856 300000 SH DEFINED 011618 300000
GREEN TREE FINL CORP COM 393505102 1167 44547 SH DEFINED 0103 44547
GREY WOLF INC COM 397888108 6988 1300000 SH DEFINED 011614 1300000
GREYHOUND LINES INC COM 398048108 3116 845003 SH DEFINED 0103 845003
G-IUSACELL L'S ADR COM 40049W306 7591 350000 SH DEFINED 0132 350000
GUARANTEE LIFE COS I COM 400740106 2008 70458 SH DEFINED 0103 70458
GUCCI COM 401566104 21 500 SH DEFINED 0102 500
GUIDANT CORP COM 401698105 48244 775000 SH DEFINED 0130 775000
GUIDANT CORP COM 401698105 18053 290000 SH DEFINED 0108 290000
GUIDANT CORP COM 401698105 3710 59600 SH DEFINED 0124 59600
GUIDANT CORP COM 401698105 8927 143400 SH DEFINED 0125 143400
<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
GUIDANT CORP COM 401698105 12450 200000 SH DEFINED 011622 200000
GUIDANT CORP COM 401698105 24900 400000 SH DEFINED 011623 400000
GUIDANT CORP COM 401698105 49800 800000 SH DEFINED 011516 800000
GUIDANT CORP COM 401698105 9960 160000 SH DEFINED 011619 160000
GUIDANT CORP COM 401698105 4980 80000 SH DEFINED 011620 80000
GUIDANT CORP COM 401698105 28013 450000 SH DEFINED 011614 450000
GUIDANT CORP COM 401698105 37116 596181 SH DEFINED 0102 596181
GUIDANT CORP COM 401698105 18065 290200 SH DEFINED 0131 290200
GUIDANT CORP COM 401698105 3183 51116 SH DEFINED 0103 51116
GUIDANT CORP COM 401698105 4358 70000 SH DEFINED 01 70000
GULF CANADA LTD COM 40218L305 28000 4000000 SH DEFINED 011516 4000000
GULF INDONESIA RES COM 402284103 11000 500000 SH DEFINED 0130 500000
GULF SOUTH MEDICAL COM 40252G105 25144 675000 SH DEFINED 0106 675000
GULF SOUTH MEDICAL COM 40252G105 9313 250000 SH DEFINED 011619 250000
GULF SOUTH MEDICAL COM 40252G105 64 1706 SH DEFINED 0102 1706
GULF SOUTH MEDICAL COM 40252G105 950 25500 SH DEFINED 01 25500
HBO COMPANY COM 404100109 134400 2800000 SH DEFINED 0126 2800000
HBO COMPANY COM 404100109 3523 73400 SH DEFINED 0124 73400
HBO COMPANY COM 404100109 5146 107200 SH DEFINED 0125 107200
HBO COMPANY COM 404100109 14400 300000 SH DEFINED 0135 300000
HBO COMPANY COM 404100109 25920 540000 SH DEFINED 011619 540000
HBO COMPANY COM 404100109 69984 1458000 SH DEFINED 011614 1458000
HBO COMPANY COM 404100109 176795 3683150 SH DEFINED 0102 3683150
HBO COMPANY COM 404100109 55570 1157700 SH DEFINED 0131 1157700
HBO COMPANY COM 404100109 7554 157378 SH DEFINED 0103 157378
HBO COMPANY COM 404100109 1440 30000 SH DEFINED 01 30000
HCC INSURANCE COM 404132102 22313 1050000 SH DEFINED 0106 1050000
HADCO CORP COM 404681108 12444 275000 SH DEFINED 0106 275000
HALLIBURTON COM 406216101 62325 1200000 SH DEFINED 0111 1200000
HALLIBURTON COM 406216101 8310 160000 SH DEFINED 011622 160000
HALLIBURTON COM 406216101 15581 300000 SH DEFINED 011623 300000
HALLIBURTON COM 406216101 312 6000 SH DEFINED 0102 6000
HALLIBURTON COM 406216101 2392 46048 SH DEFINED 0103 46048
HANOVER COMPRESSOR COM 410768105 13407 656000 SH DEFINED 0106 656000
HARBINGER COM 41145C103 7031 250000 SH DEFINED 0106 250000
HARCOR EGY WTS 144A WARRANT 411628118 22 110000 SH DEFINED 0109 110000
HARCOR ENERGY COM 411628209 166 100000 SH DEFINED 0109 100000
HARCOURT GENERAL CRP COM 41163G101 704 12855 SH DEFINED 0103 12855
HARLAND JOHN H COM 412693103 104 4938 SH DEFINED 0103 4938
HARLEY DAVIDSON COM 412822108 27375 1000000 SH DEFINED 0111 1000000
HARLEY DAVIDSON COM 412822108 3011 110000 SH DEFINED 011620 110000
HARLEY DAVIDSON COM 412822108 10950 400000 SH DEFINED 011614 400000
HARLEY DAVIDSON COM 412822108 3227 117883 SH DEFINED 0102 117883
HARLEY DAVIDSON COM 412822108 383 14000 SH DEFINED 01 14000
HARNISCHFEGER IND COM 413345109 317 8976 SH DEFINED 0103 8976
HARRAH'S ENT COM 413619107 323 17097 SH DEFINED 0103 17097
HARRIS CORP COM 413875105 27525 600000 SH DEFINED 0130 600000
HARRIS CORP COM 413875105 16515 360000 SH DEFINED 0107 360000
HARRIS CORP COM 413875105 9175 200000 SH DEFINED 011619 200000
HARRIS CORP COM 413875105 2753 60000 SH DEFINED 011620 60000
<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
HARRIS CORP COM 413875105 275 6000 SH DEFINED 0102 6000
HARRIS CORP COM 413875105 664 14476 SH DEFINED 0103 14476
HARTFORD FINL SVCS COM 416515104 2080 22230 SH DEFINED 0103 22230
HASBRO INC COM 418056107 293 9300 SH DEFINED 0102 9300
HASBRO INC COM 418056107 727 23066 SH DEFINED 0103 23066
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 LEMMERZ INTL COM 420781106 2520 90000 SH DEFINED 011620 90000
HEALTHSOUTH CORP COM 421924101 73538 2650000 SH DEFINED 0126 2650000
HEALTHSOUTH CORP COM 421924101 133200 4800000 SH DEFINED 0111 4800000
HEALTHSOUTH CORP COM 421924101 13575 489200 SH DEFINED 011622 489200
HEALTHSOUTH CORP COM 421924101 29826 1074800 SH DEFINED 011623 1074800
HEALTHSOUTH CORP COM 421924101 37463 1350000 SH DEFINED 011618 1350000
HEALTHSOUTH CORP COM 421924101 3885 140000 SH DEFINED 011619 140000
HEALTHSOUTH CORP COM 421924101 6938 250000 SH DEFINED 011614 250000
HEALTHSOUTH CORP COM 421924101 71862 2589612 SH DEFINED 0102 2589612
HEALTHSOUTH CORP COM 421924101 13620 490800 SH DEFINED 0131 490800
HEALTHSOUTH CORP COM 421924101 3985 143595 SH DEFINED 0103 143595
HEALTHSOUTH CORP COM 421924101 971 35000 SH DEFINED 01 35000
HEALTHCARE COMPARE COM 421928102 51125 1000000 SH DEFINED 0111 1000000
HEALTHCARE COMPARE COM 421928102 7669 150000 SH DEFINED 011622 150000
HEALTHCARE COMPARE COM 421928102 15338 300000 SH DEFINED 011623 300000
HEALTH MGMT ASSOC COM 421933102 6060 240000 SH DEFINED 011619 240000
HEALTH MGMT ASSOC COM 421933102 22725 900000 SH DEFINED 011614 900000
HEALTH MGMT ASSOC COM 421933102 55315 2190605 SH DEFINED 0102 2190605
HEALTH MGMT ASSOC COM 421933102 24681 977475 SH DEFINED 0131 977475
HEALTH MGMT ASSOC COM 421933102 2056 81425 SH DEFINED 0103 81425
HEALTH MGMT ASSOC COM 421933102 909 36000 SH DEFINED 01 36000
HEARTLAND EXPRESS IN COM 422347104 4365 162418 SH DEFINED 0102 162418
HEARTLAND VALUE COM 422359109 8560 252742 SH DEFINED 0103 252742
HEINZ H.J. COM 423074103 3408 67067 SH DEFINED 0103 67067
HEINZ H.J. COM 423074103 14557 286495 SH DEFINED 01 286495
HELMERICH & PAYNE COM 423452101 308 4540 SH DEFINED 0103 4540
HEM EN 144A WTS WARRANT 42368R116 0 36000 SH DEFINED 0109 36000
HERCULES INC COM 427056106 901 17997 SH DEFINED 0103 17997
HERSHEY FOODS COM 427866108 199939 3228078 SH DEFINED 0103 3228078
HEWLETT PACKARD COM 428236103 40625 650000 SH DEFINED 0130 650000
HEWLETT PACKARD COM 428236103 7813 125000 SH DEFINED 0108 125000
HEWLETT PACKARD COM 428236103 212500 3400000 SH DEFINED 0126 3400000
HEWLETT PACKARD COM 428236103 112500 1800000 SH DEFINED 0111 1800000
HEWLETT PACKARD COM 428236103 12006 192100 SH DEFINED 0124 192100
HEWLETT PACKARD COM 428236103 22531 360500 SH DEFINED 0125 360500
HEWLETT PACKARD COM 428236103 6250 100000 SH DEFINED 011622 100000
HEWLETT PACKARD COM 428236103 12500 200000 SH DEFINED 011623 200000
HEWLETT PACKARD COM 428236103 46875 750000 SH DEFINED 011516 750000
HEWLETT PACKARD COM 428236103 48438 775000 SH DEFINED 011618 775000
HEWLETT PACKARD COM 428236103 149409 2390274 SH DEFINED 0102 2390274
HEWLETT PACKARD COM 428236103 14585 233356 SH DEFINED 0103 233356
HEWLETT PACKARD COM 428236103 8282 132500 SH DEFINED 01 132500
HEXCEL CORP COM 428291108 12469 500000 SH DEFINED 0135 500000
<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
HEXCEL CORP COM 428291108 9975 400000 SH DEFINED 011614 400000
HEXCEL CORP COM 428291108 80 3250 SH DEFINED 0102 3250
HEXCEL CORP COM 428291108 935 37500 SH DEFINED 0131 37500
HEXCEL CORP COM 428291108 59 2350 SH DEFINED 0103 2350
HILTON HOTELS COM 432848109 1351 45414 SH DEFINED 0103 45414
HOME DEPOT INC COM 437076102 52988 900000 SH DEFINED 0111 900000
HOME DEPOT INC COM 437076102 5817 98800 SH DEFINED 0125 98800
HOME DEPOT INC COM 437076102 41065 697500 SH DEFINED 011618 697500
HOME DEPOT INC COM 437076102 89995 1528650 SH DEFINED 0102 1528650
HOME DEPOT INC COM 437076102 8470 143853 SH DEFINED 0103 143853
HOME DEPOT INC COM 437076102 1301 22099 SH DEFINED 01 22099
HOMEBASE INC COM 43738E108 1332 169204 SH DEFINED 0103 169204
HOMESTAKE MINING COM 437614100 217 24447 SH DEFINED 0103 24447
HONEYWELL COM 438506107 1642 23964 SH DEFINED 0103 23964
HORMEL COM 440452100 9989 305000 SH DEFINED 0128 305000
HORMEL COM 440452100 3275 100000 SH DEFINED 011619 100000
HORMEL COM 440452100 6550 200000 SH DEFINED 011614 200000
HOSIERY CORP "A"144A WARRANT 441016102 70 10000 SH DEFINED 0109 10000
HOSPITALITY WORLDWI COM 44106N100 3281 250000 SH DEFINED 011619 250000
HOST MARRIOT FIN CONV PFD STOCK 441079209 18225 300000 SH DEFINED 0130 300000
HOUSEHOLD INTL COM 441815107 10218 80100 SH DEFINED 0107 80100
HOUSEHOLD INTL COM 441815107 3145 24655 SH DEFINED 0103 24655
HOUSTON INDUSTRIES COM 442161105 97127 3639400 SH DEFINED 0103 3639400
HOWMET INTL INC COM 443208103 4929 330000 SH DEFINED 0108 330000
HOWMET INTL INC COM 443208103 5602 375000 SH DEFINED 0128 375000
HOWMET INTL INC COM 443208103 1793 120000 SH DEFINED 011620 120000
HOWMET INTL INC COM 443208103 7469 500000 SH DEFINED 011614 500000
HUBBELL INC C/B COM 443510201 5918 120000 SH DEFINED 0128 120000
HUBBELL INC C/B COM 443510201 1085 22000 SH DEFINED 0103 22000
HUMANA COM 444859102 597 28758 SH DEFINED 0103 28758
HUNTINGTON BANCSHARE COM 446150104 1250 34720 SH DEFINED 0103 34720
ICG COMMUNICATIONS COM 449246107 12944 475000 SH DEFINED 0106 475000
ICG COMMUNICATIONS COM 449246107 13625 500000 SH DEFINED 011614 500000
IDEC PHARM COM 449370105 3438 100000 SH DEFINED 011619 100000
IDS CA TAX EXEMPT COM 449428101 1 226 SH DEFINED 01 226
EQUITY SELECT FD INC COM 44943G102 2 156 SH DEFINED 01 156
RESEARCH OPPORT CL A COM 449434406 3 434 SH DEFINED 01 434
GLOBAL BAL FD A COM 449435700 2 408 SH DEFINED 01 408
IDS INNOVATIONS FD Y COM 449435825 105 20000 SH DEFINED 01 20000
IDS INNOVATIONS FD B COM 449435833 104 20000 SH DEFINED 01 20000
IDS INNOVATIONS FD A COM 449435841 3456 660000 SH DEFINED 01 660000
IDS EMERGING MKTS Y COM 449435858 1 200 SH DEFINED 01 200
IDS EMERGING MKTS A COM 449435874 2 410 SH DEFINED 01 410
GLOBAL BAL FD Y COM 449435882 1 204 SH DEFINED 01 204
RESEARCH OPPORT CL Y COM 449437607 1 217 SH DEFINED 01 217
NEW DIMENSIONS "Y" COM 449444306 3403 142598 SH DEFINED 0103 142598
IDS PRECIOUS METALS COM 449455104 1 134 SH DEFINED 01 134
IDS INS TAX EXEMPT COM 44947T100 1 214 SH DEFINED 01 214
IDS MN TAX EXEMPT COM 44947T308 1 225 SH DEFINED 01 225
IDS NY TAX EXEMPT COM 44947T407 1 227 SH DEFINED 01 227
<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
IDS MASS TAX-EXEMPT COM 44947T506 1 219 SH DEFINED 01 219
IDS MICH TAX-EXEMPT COM 44947T605 1 217 SH DEFINED 01 217
IDS OHIO TAX-EXEMPT COM 44947T704 1 219 SH DEFINED 01 219
INT TAX-EXEMPT FD A COM 449482405 2 414 SH DEFINED 01 414
INT TAX-EXEMPT FD Y COM 449482603 1 213 SH DEFINED 01 213
IES INDUSTRIES INC COM 44949M103 14061 381962 SH DEFINED 0103 381962
IDSTC INCOME FUND II COM 449496108 207252 11915337 SH DEFINED 0103 11915337
IDS TRUST INT'L FUND COM 449500990 6034 63622 SH DEFINED 0103 63622
IMC GLOBAL INC COM 449669100 3668 112000 SH DEFINED 01 112000
IRI INTERNATIONAL COM 45004F107 3598 257000 SH DEFINED 011614 257000
IRSA COM 450047204 1298 34500 SH DEFINED 0135 34500
ITT INDUSTRIES-WI COM 450911102 675 21515 SH DEFINED 0103 21515
ITT CORP COM 450912100 1819 21951 SH DEFINED 0103 21951
IFINT DVSD HLDGS COM 45099C100 636 42418 SH DEFINED 0109 42418
IKON OFFICE SOLUTION COM 451713101 11250 400000 SH DEFINED 0111 400000
IKON OFFICE SOLUTION COM 451713101 3375 120000 SH DEFINED 011622 120000
IKON OFFICE SOLUTION COM 451713101 8438 300000 SH DEFINED 011623 300000
IKON OFFICE SOLUTION COM 451713101 28 1000 SH DEFINED 011618 1000
IKON OFFICE SOLUTION COM 451713101 19576 696035 SH DEFINED 0102 696035
IKON OFFICE SOLUTION COM 451713101 679 24131 SH DEFINED 0103 24131
IKON OFFICE SOLUTION COM 451713101 6729 239268 SH DEFINED 01 239268
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 32181 475000 SH DEFINED 0107 475000
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 23662 349250 SH DEFINED 011618 349250
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 12208 180197 SH DEFINED 01 180197
ILLINOIS TOOL WORKS COM 452308109 48100 800000 SH DEFINED 0130 800000
ILLINOIS TOOL WORKS COM 452308109 17436 290000 SH DEFINED 0108 290000
ILLINOIS TOOL WORKS COM 452308109 90188 1500000 SH DEFINED 0126 1500000
ILLINOIS TOOL WORKS COM 452308109 4972 82700 SH DEFINED 0124 82700
ILLINOIS TOOL WORKS COM 452308109 6013 100000 SH DEFINED 0125 100000
ILLINOIS TOOL WORKS COM 452308109 20443 340000 SH DEFINED 0135 340000
ILLINOIS TOOL WORKS COM 452308109 90188 1500000 SH DEFINED 011516 1500000
ILLINOIS TOOL WORKS COM 452308109 39683 660000 SH DEFINED 011618 660000
ILLINOIS TOOL WORKS COM 452308109 266285 4428861 SH DEFINED 0102 4428861
ILLINOIS TOOL WORKS COM 452308109 5045 83898 SH DEFINED 0103 83898
ILLINOIS TOOL WORKS COM 452308109 2525 42000 SH DEFINED 01 42000
IMAGEMAX INC COM 45245V101 1772 175000 SH DEFINED 011614 175000
IMMULOGIC PHARMACEUT COM 45252R100 83 44327 SH DEFINED 0103 44327
IMMUNEX CORP COM 452528102 8370 155000 SH DEFINED 0108 155000
IMMUNEX CORP COM 452528102 3240 60000 SH DEFINED 011620 60000
IMPERIAL CHEM IN ADR COM 452704505 23378 360000 SH DEFINED 0107 360000
IMPERIAL CREDIT COMM COM 45272T102 1179 80600 SH DEFINED 0109 80600
IMPERIAL CREDIT COMM COM 45272T102 2559 175000 SH DEFINED 011619 175000
INCO LIMITED COM 453258402 499 29340 SH DEFINED 0103 29340
INFORMATION ADVANTAG COM 45669P101 1788 275000 SH DEFINED 011614 275000
INGERSOLL-RAND CO COM 456866102 1220 30133 SH DEFINED 0103 30133
INFINITY FIN TECH COM 456921105 4711 225000 SH DEFINED 011619 225000
INFORMATION MGMT COM 456923101 2813 300000 SH DEFINED 011619 300000
INGRAM MICRO COM 457153104 8009 275000 SH DEFINED 0135 275000
INLAND STEEL IND INC COM 457472108 134 7805 SH DEFINED 0103 7805
INPUT/OUTPUT INC COM 457652105 11875 400000 SH DEFINED 0106 400000
<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
INSUR SERV OFFICE IN COM 45806@109 294 11767 SH DEFINED 01 11767
INTEGRATED PROCESS E COM 45812K108 12600 800000 SH DEFINED 0106 800000
INTEL COM 458140100 31613 450000 SH DEFINED 0130 450000
INTEL COM 458140100 9133 130000 SH DEFINED 0108 130000
INTEL COM 458140100 266950 3800000 SH DEFINED 0126 3800000
INTEL COM 458140100 105375 1500000 SH DEFINED 0111 1500000
INTEL COM 458140100 21216 302000 SH DEFINED 0124 302000
INTEL COM 458140100 33720 480000 SH DEFINED 0125 480000
INTEL COM 458140100 12153 173000 SH DEFINED 0135 173000
INTEL COM 458140100 8430 120000 SH DEFINED 011622 120000
INTEL COM 458140100 17563 250000 SH DEFINED 011623 250000
INTEL COM 458140100 45663 650000 SH DEFINED 011516 650000
INTEL COM 458140100 89218 1270000 SH DEFINED 011618 1270000
INTEL COM 458140100 1405 20000 SH DEFINED 011620 20000
INTEL COM 458140100 338451 4817656 SH DEFINED 0102 4817656
INTEL COM 458140100 26197 372906 SH DEFINED 0103 372906
INTEL COM 458140100 31613 450000 SH DEFINED 01 450000
INTERIM SERVICES COM 45868P100 6210 240000 SH DEFINED 0128 240000
INTERIM SERVICES COM 45868P100 3623 140000 SH DEFINED 011620 140000
INTERIM SERVICES COM 45868P100 747 28900 SH DEFINED 0102 28900
INTERIM SERVICES COM 45868P100 8779 339300 SH DEFINED 0131 339300
INTERIM SERVICES COM 45868P100 515 19900 SH DEFINED 0103 19900
INTERMEDIA COMM FL COM 458801107 16706 275000 SH DEFINED 0106 275000
INTERMEDIA COMM FL COM 458801107 31 508 SH DEFINED 011621 508
INTERMEDIA COMM FL COM 458801107 9113 150000 SH DEFINED 011614 150000
INTERMEDIA COMM FL COM 458801107 15855 261000 SH DEFINED 0102 261000
INTERMEDIA COMM FL COM 458801107 9325 153500 SH DEFINED 0131 153500
INTERMEDIA COMM FL COM 458801107 814 13400 SH DEFINED 0103 13400
INTERMEDIA COM WTS WARRANT 458801115 2503 22750 SH DEFINED 0109 22750
INTL BUSINESS MACH COM 459200101 31369 300000 SH DEFINED 0130 300000
INTL BUSINESS MACH COM 459200101 198669 1900000 SH DEFINED 0126 1900000
INTL BUSINESS MACH COM 459200101 83650 800000 SH DEFINED 0111 800000
INTL BUSINESS MACH COM 459200101 18298 175000 SH DEFINED 0124 175000
INTL BUSINESS MACH COM 459200101 25858 247300 SH DEFINED 0125 247300
INTL BUSINESS MACH COM 459200101 5228 50000 SH DEFINED 011622 50000
INTL BUSINESS MACH COM 459200101 10456 100000 SH DEFINED 011623 100000
INTL BUSINESS MACH COM 459200101 1955 18700 SH DEFINED 0102 18700
INTL BUSINESS MACH COM 459200101 21058 201390 SH DEFINED 0103 201390
INT'L CABLETEL INC CONV BOND 459216AB3 16530 14500000 PRN DEFINED 0124 14500000
INTL FLAVORS & FRAG COM 459506101 1022 19848 SH DEFINED 0103 19848
INTERNATIONAL PAPER COM 460146103 3657 84800 SH DEFINED 0124 84800
INTERNATIONAL PAPER COM 460146103 5391 125000 SH DEFINED 0125 125000
INTERNATIONAL PAPER COM 460146103 665 15446 SH DEFINED 0102 15446
INTERNATIONAL PAPER COM 460146103 2658 61629 SH DEFINED 0103 61629
INTERNATIONAL PAPER COM 460146103 16086 373000 SH DEFINED 01 373000
INTL WIRELESS WTS WARRANT 46058G116 590 14750 SH DEFINED 0109 14750
INTERPUBLIC GROUP COM 460690100 1127 22621 SH DEFINED 0103 22621
INTUIT COM 461202103 17325 420000 SH DEFINED 011614 420000
INTUIT COM 461202103 14062 340900 SH DEFINED 0102 340900
INTUIT COM 461202103 7107 172300 SH DEFINED 0131 172300
<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
INTUIT COM 461202103 660 16000 SH DEFINED 0103 16000
IRIDIUM WT EX 071505 WARRANT 46268L111 1887 17150 SH DEFINED 0109 17150
JDA SOFTWARE GROUP I COM 46612K108 3850 110000 SH DEFINED 011619 110000
JDA SOFTWARE GROUP I COM 46612K108 425 12150 SH DEFINED 0102 12150
JDA SOFTWARE GROUP I COM 46612K108 4837 138200 SH DEFINED 0131 138200
JDA SOFTWARE GROUP I COM 46612K108 298 8500 SH DEFINED 0103 8500
JP FOODSERVICE INC COM 466232105 7757 210000 SH DEFINED 0128 210000
JP FOODSERVICE INC COM 466232105 28403 768955 SH DEFINED 011618 768955
JP FOODSERVICE INC COM 466232105 7701 208500 SH DEFINED 011619 208500
JP FOODSERVICE INC COM 466232105 14790 400400 SH DEFINED 011614 400400
JP FOODSERVICE INC COM 466232105 13711 371150 SH DEFINED 0102 371150
JP FOODSERVICE INC COM 466232105 242 6550 SH DEFINED 0103 6550
JACOBS ENGR GROUP COM 469814107 27913 1100000 SH DEFINED 0106 1100000
JAN BELL WARRANTS WARRANT 470760117 0 2473 SH DEFINED 0131 2473
JEFFERSON PILOT COM 475070108 1064 13665 SH DEFINED 0103 13665
JOHN NUVEEN COM 478035108 2231 63756 SH DEFINED 0103 63756
JOHNSON & JOHNSON COM 478160104 41172 625000 SH DEFINED 0130 625000
JOHNSON & JOHNSON COM 478160104 7246 110000 SH DEFINED 0108 110000
JOHNSON & JOHNSON COM 478160104 197625 3000000 SH DEFINED 0126 3000000
JOHNSON & JOHNSON COM 478160104 50394 765000 SH DEFINED 0113 765000
JOHNSON & JOHNSON COM 478160104 46113 700000 SH DEFINED 0111 700000
JOHNSON & JOHNSON COM 478160104 21014 319000 SH DEFINED 0124 319000
JOHNSON & JOHNSON COM 478160104 31745 481900 SH DEFINED 0125 481900
JOHNSON & JOHNSON COM 478160104 36561 555000 SH DEFINED 0107 555000
JOHNSON & JOHNSON COM 478160104 5270 80000 SH DEFINED 011622 80000
JOHNSON & JOHNSON COM 478160104 11199 170000 SH DEFINED 011623 170000
JOHNSON & JOHNSON COM 478160104 3294 50000 SH DEFINED 011620 50000
JOHNSON & JOHNSON COM 478160104 135992 2064235 SH DEFINED 0102 2064235
JOHNSON & JOHNSON COM 478160104 37549 570000 SH DEFINED 0131 570000
JOHNSON & JOHNSON COM 478160104 21098 320279 SH DEFINED 0103 320279
JOHNSON CONTROLS COM 478366107 727 15216 SH DEFINED 0103 15216
JONES MEDICAL COM 480212109 13388 350000 SH DEFINED 0106 350000
JOSTENS A. INC. COM 481088102 18450 800000 SH DEFINED 0113 800000
JOSTENS A. INC. COM 481088102 5074 220000 SH DEFINED 0128 220000
JOSTENS A. INC. COM 481088102 3459 150000 SH DEFINED 0124 150000
JOSTENS A. INC. COM 481088102 3113 135000 SH DEFINED 0125 135000
JOSTENS A. INC. COM 481088102 6661 288712 SH DEFINED 0102 288712
JOSTENS A. INC. COM 481088102 357 15488 SH DEFINED 0103 15488
JOURNAL REGISTER CO COM 481138105 735 35000 SH DEFINED 0128 35000
JOURNAL REGISTER CO COM 481138105 15981 761000 SH DEFINED 0102 761000
JOURNAL REGISTER CO COM 481138105 279 13300 SH DEFINED 0103 13300
KCS GROUP COM 482434206 12672 610700 SH DEFINED 0106 610700
KLA-TENCOR CORP COM 482480100 38625 1000000 SH DEFINED 0130 1000000
KLA-TENCOR CORP COM 482480100 1777 46000 SH DEFINED 0124 46000
KLA-TENCOR CORP COM 482480100 4226 109400 SH DEFINED 0125 109400
KLA-TENCOR CORP COM 482480100 10622 275000 SH DEFINED 011618 275000
KLA-TENCOR CORP COM 482480100 50131 1297915 SH DEFINED 0102 1297915
KLA-TENCOR CORP COM 482480100 1050 27210 SH DEFINED 0103 27210
KLA-TENCOR CORP COM 482480100 3670 95000 SH DEFINED 01 95000
K-MART CORPORATION COM 482584109 7265 628380 SH DEFINED 0103 628380
<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
KU ENERGY CORP COM 482734100 6280 160000 SH DEFINED 0128 160000
KU ENERGY CORP COM 482734100 7850 200000 SH DEFINED 0132 200000
KANSAS CITY SO IND COM 485170104 996 31350 SH DEFINED 0102 31350
KANSAS CITY SO IND COM 485170104 11474 361400 SH DEFINED 0131 361400
KANSAS CITY SO IND COM 485170104 691 21750 SH DEFINED 0103 21750
KAUFMAN & BROAD HOME COM 486168107 139 6199 SH DEFINED 0103 6199
KAYDON CORP COM 486587108 4832 148100 SH DEFINED 0128 148100
KEANE INC COM 486665102 56875 1400000 SH DEFINED 0111 1400000
KELLOGG CO. COM 487836108 3719 74952 SH DEFINED 0103 74952
KEMET CORP COM 488360108 27125 1400000 SH DEFINED 0106 1400000
KENNAMETAL INC COM 489170100 5596 108000 SH DEFINED 0128 108000
KENT ELECTRONICS COM 490553104 3769 150000 SH DEFINED 011619 150000
KENT ELECTRONICS COM 490553104 2261 90000 SH DEFINED 011620 90000
KENT ELECTRONICS COM 490553104 6186 246200 SH DEFINED 011614 246200
KENT ELECTRONICS COM 490553104 14099 561146 SH DEFINED 0102 561146
KENT ELECTRONICS COM 490553104 251 10000 SH DEFINED 0103 10000
KENT ELECTRONICS COM 490553104 289 11500 SH DEFINED 01 11500
KERR MCGEE COM 492386107 548 8658 SH DEFINED 0103 8658
KEY ENERGY GROUP COM 492914106 3253 150000 SH DEFINED 011614 150000
KEYCORP NEW COM 493267108 40717 575000 SH DEFINED 0130 575000
KEYCORP NEW COM 493267108 15225 215000 SH DEFINED 0108 215000
KEYCORP NEW COM 493267108 21654 305800 SH DEFINED 0124 305800
KEYCORP NEW COM 493267108 30237 427000 SH DEFINED 0125 427000
KEYCORP NEW COM 493267108 29033 410000 SH DEFINED 0107 410000
KEYCORP NEW COM 493267108 42488 600000 SH DEFINED 011516 600000
KEYCORP NEW COM 493267108 25847 365000 SH DEFINED 011618 365000
KEYCORP NEW COM 493267108 52591 742670 SH DEFINED 0102 742670
KEYCORP NEW COM 493267108 31866 450000 SH DEFINED 0131 450000
KEYCORP NEW COM 493267108 6972 98455 SH DEFINED 0103 98455
KILROY REALTY COM 49427F108 13656 475000 SH DEFINED 0106 475000
KIMBERLY CLARK COM 494368103 32975 668700 SH DEFINED 0113 668700
KIMBERLY CLARK COM 494368103 22191 450000 SH DEFINED 0107 450000
KIMBERLY CLARK COM 494368103 17013 345000 SH DEFINED 011618 345000
KIMBERLY CLARK COM 494368103 124019 2514945 SH DEFINED 0102 2514945
KIMBERLY CLARK COM 494368103 25273 512500 SH DEFINED 0131 512500
KIMBERLY CLARK COM 494368103 6920 140303 SH DEFINED 0103 140303
KIMBERLY CLARK COM 494368103 11884 241000 SH DEFINED 01 241000
KINGWORLD PRODUCTION COM 495667107 386 6682 SH DEFINED 0103 6682
KNIGHT-RIDDER INC. COM 499040103 31200 600000 SH DEFINED 0113 600000
KNIGHT-RIDDER INC. COM 499040103 826 15884 SH DEFINED 0103 15884
KOHLS CORP COM 500255104 16691 245000 SH DEFINED 0108 245000
KOHLS CORP COM 500255104 61313 900000 SH DEFINED 011516 900000
KOHLS CORP COM 500255104 5913 86800 SH DEFINED 011619 86800
KOHLS CORP COM 500255104 2861 42000 SH DEFINED 011620 42000
KOHLS CORP COM 500255104 12944 190000 SH DEFINED 011614 190000
KOHLS CORP COM 500255104 1546 22691 SH DEFINED 0102 22691
KOHLS CORP COM 500255104 17978 263900 SH DEFINED 0131 263900
KOHLS CORP COM 500255104 1015 14900 SH DEFINED 0103 14900
KOHLS CORP COM 500255104 545 8000 SH DEFINED 01 8000
KROGER CO. COM 501044101 44325 1200000 SH DEFINED 0126 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
KROGER CO. COM 501044101 9973 270000 SH DEFINED 0124 270000
KROGER CO. COM 501044101 13298 360000 SH DEFINED 0125 360000
KROGER CO. COM 501044101 224789 6085776 SH DEFINED 0102 6085776
KROGER CO. COM 501044101 4288 116100 SH DEFINED 0103 116100
KROGER CO. COM 501044101 3324 90000 SH DEFINED 01 90000
LCI INTL COM 501813109 27675 900000 SH DEFINED 0106 900000
LCI INTL COM 501813109 4613 150000 SH DEFINED 011619 150000
LCI INTL COM 501813109 24600 800000 SH DEFINED 011614 800000
LINC CAPITAL INC COM 501942106 2453 125000 SH DEFINED 011614 125000
LSI LOGIC COM 502161102 493 24952 SH DEFINED 0103 24952
LADY LUCK GAMING COR COM 505820100 200 200000 SH DEFINED 0109 200000
LAIDLAW INC COM 50730K503 786 57723 SH DEFINED 0103 57723
LANCASTER COLONY COR COM 513847103 6201 110000 SH DEFINED 0128 110000
LANDRY'S SEAFOOD COM 51508L103 13800 575000 SH DEFINED 0106 575000
LANDS END INC COM 515086106 5610 160000 SH DEFINED 0128 160000
LANDS END INC COM 515086106 424 12105 SH DEFINED 0103 12105
LASALLE NATL $50 PREFERRED STOCK 5180283*4 8400 150000 SH DEFINED 01 150000
LASALLE NATL $50 PREFERRED STOCK 5180283*4 3360 60000 SH DEFINED 0116 60000
LATTICE SEMICONDUCTR COM 518415104 2814 59400 SH DEFINED 0128 59400
LATTICE SEMICONDUCTR COM 518415104 11844 250000 SH DEFINED 0106 250000
LATTICE SEMICONDUCTR COM 518415104 9850 207900 SH DEFINED 0102 207900
LATTICE SEMICONDUCTR COM 518415104 1064 22450 SH DEFINED 0131 22450
LATTICE SEMICONDUCTR COM 518415104 242 5100 SH DEFINED 0103 5100
LATTICE SEMICONDUCTR COM 518415104 190 4000 SH DEFINED 01 4000
LAYNE INCORPORATED COM 521050104 878 67511 SH DEFINED 0103 67511
LAZARD SM CAP VALUE COM 52106N509 7618 380529 SH DEFINED 0103 380529
LEAR SEATING CORP COM 521865105 47500 1000000 SH DEFINED 011516 1000000
LEARNING COMPANY INC COM 522008101 5622 350000 SH DEFINED 0128 350000
LEARNING COMPANY INC COM 522008101 12360 769500 SH DEFINED 011618 769500
LEARNING COMPANY INC COM 522008101 12505 778500 SH DEFINED 011614 778500
LEE ENTERPRISES INC COM 523768109 2956 100000 SH DEFINED 0128 100000
LEGATO COM 524651106 11000 250000 SH DEFINED 011614 250000
LEGGETT & PLATT COM 524660107 14656 350000 SH DEFINED 011614 350000
LEGGETT & PLATT COM 524660107 34 820 SH DEFINED 0102 820
LEGGETT & PLATT COM 524660107 503 12000 SH DEFINED 01 12000
LEGG MASON INC COM 524901105 13045 233193 SH DEFINED 0102 233193
LEGG MASON INC COM 524901105 227 4066 SH DEFINED 0103 4066
LETS TALK CELLULAR COM 527260103 969 100000 SH DEFINED 011619 100000
LEVEL ONE COMM 144A CONV BOND 527295AA7 5466 5500000 PRN DEFINED 011614 5500000
LIBERTY PROPERTY TRU COM 531172104 16423 575000 SH DEFINED 0113 575000
LIBERTY PROPERTY TRU COM 531172104 571 20000 SH DEFINED 0103 20000
LIFE TECHNOLOGIES IN COM 532177201 5747 172850 SH DEFINED 0128 172850
ELI LILLY COM 532457108 111400 1600000 SH DEFINED 0126 1600000
ELI LILLY COM 532457108 11015 158200 SH DEFINED 0124 158200
ELI LILLY COM 532457108 15025 215800 SH DEFINED 0125 215800
ELI LILLY COM 532457108 41775 600000 SH DEFINED 011516 600000
ELI LILLY COM 532457108 97507 1400423 SH DEFINED 0102 1400423
ELI LILLY COM 532457108 16389 235380 SH DEFINED 0103 235380
THE LIMITED INC COM 532716107 1216 47690 SH DEFINED 0103 47690
LINCOLN NAT COM 534187109 13672 175000 SH DEFINED 0107 175000
<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
LINCOLN NAT COM 534187109 1510 19322 SH DEFINED 0103 19322
LINEAR TECHNOLOGY COM 535678106 2733 47433 SH DEFINED 0102 47433
LITTON INDUSTRIES COM 538021106 16675 290000 SH DEFINED 0113 290000
LITTON INDUSTRIES COM 538021106 10727 186550 SH DEFINED 0131 186550
LITTON INDUSTRIES COM 538021106 446 7750 SH DEFINED 0103 7750
LIZ CLAIBORNE COM 539320101 10919 261156 SH DEFINED 0103 261156
LOCKHEED MARTIN CORP COM 539830109 30149 306084 SH DEFINED 0130 306084
LOCKHEED MARTIN CORP COM 539830109 10343 105000 SH DEFINED 0124 105000
LOCKHEED MARTIN CORP COM 539830109 17651 179200 SH DEFINED 0125 179200
LOCKHEED MARTIN CORP COM 539830109 13081 132802 SH DEFINED 011618 132802
LOCKHEED MARTIN CORP COM 539830109 13860 140707 SH DEFINED 0102 140707
LOCKHEED MARTIN CORP COM 539830109 5205 52842 SH DEFINED 0103 52842
LOCKHEED MARTIN CORP COM 539830109 6452 65500 SH DEFINED 01 65500
DIAMOND OFFSHORE CONV BOND 540424AL2 15840 15800000 PRN DEFINED 0130 15800000
DIAMOND OFFSHORE CONV BOND 540424AL2 3810 3800000 PRN DEFINED 0108 3800000
DIAMOND OFFSHORE CONV BOND 540424AL2 3509 3500000 PRN DEFINED 0132 3500000
DIAMOND OFFSHORE CONV BOND 540424AL2 5414 5400000 PRN DEFINED 011614 5400000
DIAMOND OFFSHORE CONV BOND 540424AL2 844 842000 PRN DEFINED 0102 842000
DIAMOND OFFSHORE CONV BOND 540424AL2 10025 10000000 PRN DEFINED 0131 10000000
DIAMOND OFFSHORE CONV BOND 540424AL2 617 615000 PRN DEFINED 0103 615000
LOEWS CORP COM 540424108 2301 21686 SH DEFINED 0103 21686
LONG ISLAND BANC COM 542662101 14044 283000 SH DEFINED 011614 283000
LONG ISLAND LIGHTING COM 542671102 9038 300000 SH DEFINED 0132 300000
LONG ISL LGT SER AA PREFERRED STOCK 542671771 7148 273600 SH DEFINED 0105 273600
LONG ISL LGT SER AA PREFERRED STOCK 542671771 1466 56100 SH DEFINED 01 56100
LONGTERM CAPITAL LTD COM 542900998 49121 25000 SH DEFINED 0116 25000
LONGS DRUG STORES COM 543162101 200 6220 SH DEFINED 0103 6220
LONGVIEW FIBRE WASH COM 543213102 24851 1636300 SH DEFINED 0130 1636300
LORAL SP&COM CVT PFD CONV PFD STOCK 543885404 24450 400000 SH DEFINED 011618 400000
LOUISIANA PAC. COM 546347105 364 19183 SH DEFINED 0103 19183
LOWE'S CO'S COM 548661107 14306 300000 SH DEFINED 011614 300000
LOWE'S CO'S COM 548661107 17066 357820 SH DEFINED 0102 357820
LOWE'S CO'S COM 548661107 1549 32480 SH DEFINED 0103 32480
LOWE'S CO'S COM 548661107 5723 120000 SH DEFINED 01 120000
LUBRIZOL CORP COM 549271104 10299 279300 SH DEFINED 0113 279300
LUBRIZOL CORP COM 549271104 8500 230500 SH DEFINED 0131 230500
LUBRIZOL CORP COM 549271104 487 13200 SH DEFINED 0103 13200
LUCENT TECHNOLOGIES COM 549463107 79875 1000000 SH DEFINED 0126 1000000
LUCENT TECHNOLOGIES COM 549463107 8786 110000 SH DEFINED 0124 110000
LUCENT TECHNOLOGIES COM 549463107 12780 160000 SH DEFINED 0125 160000
LUCENT TECHNOLOGIES COM 549463107 31950 400000 SH DEFINED 011516 400000
LUCENT TECHNOLOGIES COM 549463107 882 11041 SH DEFINED 0102 11041
LUCENT TECHNOLOGIES COM 549463107 10171 127334 SH DEFINED 0103 127334
MBIA INC COM 55262C100 1638 24510 SH DEFINED 0103 24510
MBNA COM 55262L100 136563 5000000 SH DEFINED 0126 5000000
MBNA COM 55262L100 3017 110480 SH DEFINED 0103 110480
MCN ENERGY GROUP COM 55267J100 7671 190000 SH DEFINED 0132 190000
MCN FINANCING $23 PREFERRED STOCK 55267J209 7467 218000 SH DEFINED 0132 218000
MCI COMMUNICATIONS COM 552673105 6422 150000 SH DEFINED 0132 150000
MCI COMMUNICATIONS COM 552673105 7706 180000 SH DEFINED 0124 180000
<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
MCI COMMUNICATIONS COM 552673105 11559 270000 SH DEFINED 0125 270000
MCI COMMUNICATIONS COM 552673105 23547 550000 SH DEFINED 011618 550000
MCI COMMUNICATIONS COM 552673105 797 18605 SH DEFINED 0102 18605
MCI COMMUNICATIONS COM 552673105 6235 145648 SH DEFINED 0103 145648
MDU RESOURCES GROUP COM 552690109 9488 300000 SH DEFINED 0132 300000
MGIC INVESTMENT CORP COM 552848103 1961 29492 SH DEFINED 0103 29492
MPW INDUSTRIAL COM 553444100 2700 300000 SH DEFINED 011614 300000
MATAV ADS COM 559776109 7020 270000 SH DEFINED 0124 270000
MTNL 144A GDR COM 559778105 9006 600000 SH DEFINED 0132 600000
MAINSTREET BANKGROUP COM 560633109 247 8860 SH DEFINED 0102 8860
MALLINCKRODT INC COM 561232109 37756 993574 SH DEFINED 0103 993574
MANOR CARE INC COM 564054104 405 11558 SH DEFINED 0103 11558
MARINE DRILLING CO I COM 568240204 6225 300000 SH DEFINED 011614 300000
MARINE DRILLING CO I COM 568240204 428 20615 SH DEFINED 0102 20615
MARINE DRILLING CO I COM 568240204 4165 200700 SH DEFINED 0131 200700
MARINE DRILLING CO I COM 568240204 253 12200 SH DEFINED 0103 12200
MARINE DRILLING CO I COM 568240204 529 25500 SH DEFINED 01 25500
MARSH MCLENNAN CO COM 571748102 23860 320000 SH DEFINED 0113 320000
MARSH MCLENNAN CO COM 571748102 17895 240000 SH DEFINED 0131 240000
MARSH MCLENNAN CO COM 571748102 3207 43008 SH DEFINED 0103 43008
MARSH MCLENNAN CO COM 571748102 5219 70000 SH DEFINED 01 70000
MARRIOTT INTERNATION COM 571900109 8102 117000 SH DEFINED 0108 117000
MARRIOTT INTERNATION COM 571900109 197363 2850000 SH DEFINED 0126 2850000
MARRIOTT INTERNATION COM 571900109 83100 1200000 SH DEFINED 0111 1200000
MARRIOTT INTERNATION COM 571900109 1655 23906 SH DEFINED 0103 23906
MARTIN MEDIA PFD UNT PREFERRED STOCK 573000999 11500 115000 SH DEFINED 0109 115000
MARTIN MEDIA PFD UNT PREFERRED STOCK 573000999 2000 20000 SH DEFINED 0124 20000
MARTIN MEDIA PFD UNT PREFERRED STOCK 573000999 2500 25000 SH DEFINED 011621 25000
MARTIN MARIETTA MATE COM 573284106 36563 1000000 SH DEFINED 0130 1000000
MARTIN MARIETTA MATE COM 573284106 18281 500000 SH DEFINED 0108 500000
MARTIN MARIETTA MATE COM 573284106 9532 260700 SH DEFINED 0128 260700
MARTIN MARIETTA MATE COM 573284106 14442 395000 SH DEFINED 0107 395000
MARTIN MARIETTA MATE COM 573284106 45506 1244622 SH DEFINED 011618 1244622
MARTIN MARIETTA MATE COM 573284106 651 17800 SH DEFINED 0102 17800
MARTIN MARIETTA MATE COM 573284106 22420 613200 SH DEFINED 0131 613200
MARTIN MARIETTA MATE COM 573284106 457 12500 SH DEFINED 0103 12500
MASCO CORP COM 574599106 5851 115000 SH DEFINED 0124 115000
MASCO CORP COM 574599106 11147 219100 SH DEFINED 0125 219100
MASCO CORP COM 574599106 37139 730000 SH DEFINED 011516 730000
MASCO CORP COM 574599106 735 14453 SH DEFINED 0102 14453
MASCO CORP COM 574599106 2420 47566 SH DEFINED 0103 47566
MASCOTECH INC CONV BOND 574670AB1 5777 6500000 PRN DEFINED 0104 6500000
MASCOTECH INC CONV BOND 574670AB1 3111 3500000 PRN DEFINED 011621 3500000
MASTEC INC. COM 576323109 41175 1800000 SH DEFINED 0111 1800000
MASTEC INC. COM 576323109 1144 50000 SH DEFINED 0132 50000
MASTEC INC. COM 576323109 2745 120000 SH DEFINED 011622 120000
MASTEC INC. COM 576323109 5719 250000 SH DEFINED 011623 250000
MASTEC INC. COM 576323109 4575 200000 SH DEFINED 011614 200000
MASTEC INC. COM 576323109 224 9750 SH DEFINED 0102 9750
MATTEL INC. COM 577081102 22350 600000 SH DEFINED 0111 600000
<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
MATTEL INC. COM 577081102 7916 212500 SH DEFINED 011622 212500
MATTEL INC. COM 577081102 16763 450000 SH DEFINED 011623 450000
MATTEL INC. COM 577081102 33525 900000 SH DEFINED 011618 900000
MATTEL INC. COM 577081102 279 7500 SH DEFINED 0102 7500
MATTEL INC. COM 577081102 1965 52751 SH DEFINED 0103 52751
MAXIM INTEGRATED COM 57772K101 82800 2400000 SH DEFINED 0111 2400000
MAXIM INTEGRATED COM 57772K101 4830 140000 SH DEFINED 011622 140000
MAXIM INTEGRATED COM 57772K101 11040 320000 SH DEFINED 011623 320000
MAXIM INTEGRATED COM 57772K101 20700 600000 SH DEFINED 011618 600000
MAXIM INTEGRATED COM 57772K101 414 12000 SH DEFINED 0102 12000
MAY DEPT STORES COM 577778103 12777 242500 SH DEFINED 0113 242500
MAY DEPT STORES COM 577778103 6317 119900 SH DEFINED 0107 119900
MAY DEPT STORES COM 577778103 9199 174600 SH DEFINED 0131 174600
MAY DEPT STORES COM 577778103 2647 50237 SH DEFINED 0103 50237
MAXIMUS INC COM 577933104 2056 85000 SH DEFINED 011619 85000
MAYTAG CO COM 578592107 37313 1000000 SH DEFINED 0130 1000000
MAYTAG CO COM 578592107 5597 150000 SH DEFINED 0128 150000
MAYTAG CO COM 578592107 8395 225000 SH DEFINED 0124 225000
MAYTAG CO COM 578592107 11194 300000 SH DEFINED 0125 300000
MAYTAG CO COM 578592107 2985 80000 SH DEFINED 011620 80000
MAYTAG CO COM 578592107 14925 400000 SH DEFINED 011614 400000
MAYTAG CO COM 578592107 10216 273774 SH DEFINED 0102 273774
MAYTAG CO COM 578592107 1970 52803 SH DEFINED 0103 52803
MAYTAG CO COM 578592107 3731 100000 SH DEFINED 01 100000
MCDERMOTT INTL COM 580037109 370 10094 SH DEFINED 0103 10094
MCDONALDS COM 580135101 300 6288 SH DEFINED 0102 6288
MCDONALDS COM 580135101 5966 124948 SH DEFINED 0103 124948
MCGRAW-HILL COS INC COM 580645109 19610 265000 SH DEFINED 0107 265000
MCGRAW-HILL COS INC COM 580645109 1388 18763 SH DEFINED 0103 18763
MCKESSON 144A CVTPF CONV PFD STOCK 58155P204 15075 200000 SH DEFINED 0130 200000
MEAD CORP COM 582834107 6877 245600 SH DEFINED 0125 245600
MEAD CORP COM 582834107 376 13400 SH DEFINED 0102 13400
MEAD CORP COM 582834107 834 29804 SH DEFINED 0103 29804
MEDITRUST CORP COM 58501T306 22004 600800 SH DEFINED 0113 600800
MEDITRUST CORP COM 58501T306 17603 480640 SH DEFINED 0131 480640
MEDITRUST CORP COM 58501T306 660 18024 SH DEFINED 0103 18024
MEDTRONIC COM 585055106 41850 800000 SH DEFINED 0130 800000
MEDTRONIC COM 585055106 183094 3500000 SH DEFINED 0126 3500000
MEDTRONIC COM 585055106 78469 1500000 SH DEFINED 0111 1500000
MEDTRONIC COM 585055106 7648 146200 SH DEFINED 0125 146200
MEDTRONIC COM 585055106 10463 200000 SH DEFINED 0135 200000
MEDTRONIC COM 585055106 13601 260000 SH DEFINED 011622 260000
MEDTRONIC COM 585055106 31388 600000 SH DEFINED 011623 600000
MEDTRONIC COM 585055106 17786 340000 SH DEFINED 011618 340000
MEDTRONIC COM 585055106 3139 60000 SH DEFINED 011620 60000
MEDTRONIC COM 585055106 151721 2900363 SH DEFINED 0102 2900363
MEDTRONIC COM 585055106 5777 110428 SH DEFINED 0103 110428
MEDTRONIC COM 585055106 20298 388000 SH DEFINED 01 388000
MELLON BANK CORP COM 585509102 5220 86100 SH DEFINED 0107 86100
MELLON BANK CORP COM 585509102 4850 80000 SH DEFINED 011620 80000
<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
MELLON BANK CORP COM 585509102 2770 45696 SH DEFINED 0103 45696
MENS WEARHOUSE INC COM 587118100 6603 190000 SH DEFINED 011614 190000
MENS WEARHOUSE INC COM 587118100 2391 68820 SH DEFINED 0103 68820
MERCANTILE STORES COM 587533100 407 6683 SH DEFINED 0103 6683
MERCK COM 589331107 21250 200000 SH DEFINED 0130 200000
MERCK COM 589331107 8713 82000 SH DEFINED 0108 82000
MERCK COM 589331107 212500 2000000 SH DEFINED 0126 2000000
MERCK COM 589331107 50469 475000 SH DEFINED 0113 475000
MERCK COM 589331107 26945 253600 SH DEFINED 0124 253600
MERCK COM 589331107 39939 375900 SH DEFINED 0125 375900
MERCK COM 589331107 36656 345000 SH DEFINED 0107 345000
MERCK COM 589331107 53125 500000 SH DEFINED 011516 500000
MERCK COM 589331107 92969 875000 SH DEFINED 011618 875000
MERCK COM 589331107 2019 19000 SH DEFINED 011620 19000
MERCK COM 589331107 280809 2642800 SH DEFINED 0102 2642800
MERCK COM 589331107 36656 345000 SH DEFINED 0131 345000
MERCK COM 589331107 29906 281457 SH DEFINED 0103 281457
MERCK COM 589331107 9159 86200 SH DEFINED 01 86200
MEREDITH CORP COM 589433101 347 9722 SH DEFINED 0103 9722
MERITOR AUTOMOTIVE COM 59000G100 4388 208333 SH DEFINED 0113 208333
MERITOR AUTOMOTIVE COM 59000G100 3089 146666 SH DEFINED 0131 146666
MERITOR AUTOMOTIVE COM 59000G100 131 6199 SH DEFINED 0103 6199
MERITOR AUTOMOTIVE COM 59000G100 2212 105000 SH DEFINED 01 105000
MERRILL LYNCH & CO COM 590188108 145875 2000000 SH DEFINED 0111 2000000
MERRILL LYNCH & CO COM 590188108 8366 114700 SH DEFINED 0125 114700
MERRILL LYNCH & CO COM 590188108 11670 160000 SH DEFINED 011622 160000
MERRILL LYNCH & CO COM 590188108 23340 320000 SH DEFINED 011623 320000
MERRILL LYNCH & CO COM 590188108 699 9600 SH DEFINED 0102 9600
MERRILL LYNCH & CO COM 590188108 4448 60980 SH DEFINED 0103 60980
MERRILL LYNCH & CO COM 590188108 3647 50000 SH DEFINED 01 50000
MERRY LAND & INVT CO COM 590438107 9809 428800 SH DEFINED 0113 428800
MERRY LAND & INVT CO COM 590438107 4369 191000 SH DEFINED 0107 191000
MERRY LAND & INVT CO COM 590438107 5353 234000 SH DEFINED 0131 234000
MERRY LAND & INVT CO COM 590438107 393 17200 SH DEFINED 0103 17200
METHANEX CORP COM 59151K108 1588 200000 SH DEFINED 011621 200000
MEYER (FRED) INC COM 592907109 5820 160000 SH DEFINED 0128 160000
MEYER (FRED) INC COM 592907109 21825 600000 SH DEFINED 011516 600000
MICROSOFT COM 594918104 25850 200000 SH DEFINED 0130 200000
MICROSOFT COM 594918104 219725 1700000 SH DEFINED 0126 1700000
MICROSOFT COM 594918104 77550 600000 SH DEFINED 0111 600000
MICROSOFT COM 594918104 25643 198400 SH DEFINED 0124 198400
MICROSOFT COM 594918104 38762 299900 SH DEFINED 0125 299900
MICROSOFT COM 594918104 9048 70000 SH DEFINED 011622 70000
MICROSOFT COM 594918104 20680 160000 SH DEFINED 011623 160000
MICROSOFT COM 594918104 77550 600000 SH DEFINED 011516 600000
MICROSOFT COM 594918104 45238 350000 SH DEFINED 011618 350000
MICROSOFT COM 594918104 4444 34370 SH DEFINED 0102 34370
MICROSOFT COM 594918104 31605 244523 SH DEFINED 0103 244523
MICROSOFT COM 594918104 2327 18000 SH DEFINED 01 18000
MICRON TECHNOLOGY COM 595112103 18 700 SH DEFINED 0102 700
<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
MICRON TECHNOLOGY COM 595112103 962 37018 SH DEFINED 0103 37018
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 8058 73300 SH DEFINED 0105 73300
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 3848 35000 SH DEFINED 01 35000
MILLIPORE CORP COM 601073109 25453 750000 SH DEFINED 0106 750000
MILLIPORE CORP COM 601073109 269 7912 SH DEFINED 0103 7912
MN MINING & MFG CO COM 604059105 98475 1200000 SH DEFINED 0126 1200000
MN MINING & MFG CO COM 604059105 13040 158900 SH DEFINED 0124 158900
MN MINING & MFG CO COM 604059105 18965 231100 SH DEFINED 0125 231100
MN MINING & MFG CO COM 604059105 22567 275000 SH DEFINED 0107 275000
MN MINING & MFG CO COM 604059105 41031 500000 SH DEFINED 011516 500000
MN MINING & MFG CO COM 604059105 136545 1663842 SH DEFINED 0102 1663842
MN MINING & MFG CO COM 604059105 8499 103560 SH DEFINED 0103 103560
MN MINING & MFG CO COM 604059105 1042 12700 SH DEFINED 01 12700
MN P & L 144A $100 PREFERRED STOCK 6041103#1 5049 50000 SH DEFINED 0105 50000
MN P & L 144A $100 PREFERRED STOCK 6041103#1 3029 30000 SH DEFINED 01 30000
MN P&L 144A 6.70 PREFERRED STOCK 604110999 10450 100000 SH DEFINED 0105 100000
MIRAGE RESORTS INC COM 60462E104 43225 1900000 SH DEFINED 0126 1900000
MIRAGE RESORTS INC COM 60462E104 714 31390 SH DEFINED 0103 31390
MRS FIELDS COM 60650*990 0 20176717 SH DEFINED 0105 20176717
MOBIL COM 607059102 7219 100000 SH DEFINED 0108 100000
MOBIL COM 607059102 144375 2000000 SH DEFINED 0126 2000000
MOBIL COM 607059102 67459 934500 SH DEFINED 0113 934500
MOBIL COM 607059102 14438 200000 SH DEFINED 0124 200000
MOBIL COM 607059102 21656 300000 SH DEFINED 0125 300000
MOBIL COM 607059102 46922 650000 SH DEFINED 0107 650000
MOBIL COM 607059102 43313 600000 SH DEFINED 011516 600000
MOBIL COM 607059102 54386 753400 SH DEFINED 0102 753400
MOBIL COM 607059102 72188 1000000 SH DEFINED 0131 1000000
MOBIL COM 607059102 15161 210024 SH DEFINED 0103 210024
MOBIL COM 607059102 2671 37000 SH DEFINED 01 37000
MOBILE TELE TECH CP COM 607406105 11000 500000 SH DEFINED 011614 500000
MOLEX INC COM 608554101 48188 1500000 SH DEFINED 011516 1500000
MOLEX INC COM 608554101 3313 103125 SH DEFINED 011619 103125
MONSANTO COMPANY COM 611662107 105000 2500000 SH DEFINED 0126 2500000
MONSANTO COMPANY COM 611662107 50400 1200000 SH DEFINED 0111 1200000
MONSANTO COMPANY COM 611662107 4496 107054 SH DEFINED 0103 107054
MOORE CORP COM 615785102 228 15099 SH DEFINED 0103 15099
JP MORGAN & CO INC COM 616880100 39506 350000 SH DEFINED 0113 350000
JP MORGAN & CO INC COM 616880100 22575 200000 SH DEFINED 0107 200000
JP MORGAN & CO INC COM 616880100 28219 250000 SH DEFINED 0131 250000
JP MORGAN & CO INC COM 616880100 5023 44500 SH DEFINED 0103 44500
JP MORGAN & CO INC COM 616880100 7629 67587 SH DEFINED 01 67587
JPMS-GANNETT MEDS CONV PFD STOCK 616880878 21776 200000 SH DEFINED 0107 200000
MORGAN ST DEAN WITTE COM 617446448 7805 132000 SH DEFINED 0108 132000
MORGAN ST DEAN WITTE COM 617446448 177375 3000000 SH DEFINED 0126 3000000
MORGAN ST DEAN WITTE COM 617446448 76863 1300000 SH DEFINED 011516 1300000
MORGAN ST DEAN WITTE COM 617446448 76863 1300000 SH DEFINED 011618 1300000
MORGAN ST DEAN WITTE COM 617446448 6303 106605 SH DEFINED 0103 106605
MORGAN ST DEAN WITTE COM 617446448 5026 85000 SH DEFINED 01 85000
MS-UNUM PREFERRED STOCK 617446570 7293 79276 SH DEFINED 0124 79276
<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
MS-UNUM PREFERRED STOCK 617446570 5967 64862 SH DEFINED 011618 64862
MS-CONAGRA PEPS CONV PFD STOCK 617446612 20475 350000 SH DEFINED 0130 350000
MS-CONAGRA PEPS CONV PFD STOCK 617446612 19013 325000 SH DEFINED 0107 325000
MS-MERCK PEPS CONV PFD STOCK 617446620 21347 225000 SH DEFINED 0130 225000
MS-CITICORP CVT CONV PFD STOCK 617446638 27625 250000 SH DEFINED 0130 250000
MS-AIRTOUCH DEC CVT CONV PFD STOCK 617446653 18572 525000 SH DEFINED 0130 525000
MS-AIRTOUCH DEC CVT CONV PFD STOCK 617446653 15919 450000 SH DEFINED 0107 450000
MS-GILLETTE DEC CVT CONV PFD STOCK 617446679 14869 195000 SH DEFINED 0130 195000
MORTON INTERNATIONAL COM 619335102 13063 380000 SH DEFINED 011614 380000
MORTON INTERNATIONAL COM 619335102 874 25432 SH DEFINED 0103 25432
MORTON INTERNATIONAL COM 619335102 4366 127000 SH DEFINED 01 127000
MOTOROLA COM 620076109 4850 85000 SH DEFINED 0108 85000
MOTOROLA COM 620076109 28531 500000 SH DEFINED 0126 500000
MOTOROLA COM 620076109 34238 600000 SH DEFINED 0113 600000
MOTOROLA COM 620076109 5706 100000 SH DEFINED 0124 100000
MOTOROLA COM 620076109 8502 149000 SH DEFINED 0125 149000
MOTOROLA COM 620076109 8559 150000 SH DEFINED 0135 150000
MOTOROLA COM 620076109 12268 215000 SH DEFINED 0107 215000
MOTOROLA COM 620076109 37091 650000 SH DEFINED 011516 650000
MOTOROLA COM 620076109 17689 310000 SH DEFINED 011618 310000
MOTOROLA COM 620076109 1712 30000 SH DEFINED 011620 30000
MOTOROLA COM 620076109 111235 1949263 SH DEFINED 0102 1949263
MOTOROLA COM 620076109 24537 430000 SH DEFINED 0131 430000
MOTOROLA COM 620076109 8820 154572 SH DEFINED 0103 154572
MOTOROLA COM 620076109 5661 99200 SH DEFINED 01 99200
MOVADO GROUP INC COM 624580106 4646 202000 SH DEFINED 011614 202000
MUSICLAND INC COM 62758B109 3795 518893 SH DEFINED 0103 518893
MUTUAL RISK COM 628351108 59875 2000000 SH DEFINED 0130 2000000
MUTUAL RISK COM 628351108 12723 425000 SH DEFINED 0106 425000
MUTUAL RISK COM 628351108 3343 111666 SH DEFINED 011620 111666
MUTUAL RISK COM 628351108 774 25800 SH DEFINED 0102 25800
MUTUAL RISK COM 628351108 9026 301500 SH DEFINED 0131 301500
MUTUAL RISK COM 628351108 536 17900 SH DEFINED 0103 17900
MYLAN LABS COM 628530107 942 45000 SH DEFINED 0102 45000
NCO GROUP COM 628858102 8980 348750 SH DEFINED 011614 348750
NIPSCO COM 629140104 14831 300000 SH DEFINED 0132 300000
NABORS INDUSTRIES IN COM 629568106 2200 69970 SH DEFINED 0102 69970
NACCO IND CL A COM 629579103 160 1489 SH DEFINED 0103 1489
NALCO CHEMICAL COM 629853102 37584 950000 SH DEFINED 0113 950000
NALCO CHEMICAL COM 629853102 2769 70000 SH DEFINED 011620 70000
NALCO CHEMICAL COM 629853102 25320 640000 SH DEFINED 0131 640000
NALCO CHEMICAL COM 629853102 1667 42137 SH DEFINED 0103 42137
NATIONAL CITY CORP COM 635405103 39450 600000 SH DEFINED 0113 600000
NATIONAL CITY CORP COM 635405103 2570 39083 SH DEFINED 0103 39083
NATL SEMICONDUCTOR COM 637640103 764 29474 SH DEFINED 0103 29474
NATL SEMICONDUCTOR COM 637640103 3631 140000 SH DEFINED 01 140000
NATL SERVICES IND COM 637657107 406 8190 SH DEFINED 0103 8190
NAT CORP HOUSING COM 637995994 100 500 SH DEFINED 01 500
NATIONS BANK COM 638585109 24325 400000 SH DEFINED 0113 400000
NATIONS BANK COM 638585109 11554 190000 SH DEFINED 0135 190000
<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
NATIONS BANK COM 638585109 24325 400000 SH DEFINED 0107 400000
NATIONS BANK COM 638585109 90659 1490775 SH DEFINED 0102 1490775
NATIONS BANK COM 638585109 18244 300000 SH DEFINED 0131 300000
NATIONS BANK COM 638585109 9147 150400 SH DEFINED 0103 150400
NATIONS BANK COM 638585109 17453 287000 SH DEFINED 01 287000
NATIONWIDE FINL COM 638612101 3974 110000 SH DEFINED 011619 110000
NATIONWIDE FINL COM 638612101 4335 120000 SH DEFINED 011620 120000
NATIONWIDE FINL COM 638612101 85 2348 SH DEFINED 0102 2348
NATIONWIDE FINL COM 638612101 686 19000 SH DEFINED 01 19000
NATIONWIDE HEALTH COM 638620104 14025 550000 SH DEFINED 0113 550000
NATIONWIDE HEALTH COM 638620104 6375 250000 SH DEFINED 0131 250000
NATIONWIDE HEALTH COM 638620104 510 20000 SH DEFINED 0103 20000
NAUTICA ENTERPRISES COM 639089101 5580 240000 SH DEFINED 011614 240000
NAVISTAR INTL CORP COM 63934E108 5641 227346 SH DEFINED 0103 227346
NEUBERGER & BERMAN COM 640917506 1691 82833 SH DEFINED 0103 82833
NETWORKS ASSOCIATES COM 640938106 5816 110000 SH DEFINED 0128 110000
NETWORKS ASSOCIATES COM 640938106 26438 500000 SH DEFINED 0106 500000
NETWORKS ASSOCIATES COM 640938106 26438 500000 SH DEFINED 0111 500000
NETWORKS ASSOCIATES COM 640938106 26438 500000 SH DEFINED 011516 500000
NETWORKS ASSOCIATES COM 640938106 23354 441674 SH DEFINED 011619 441674
NETWORKS ASSOCIATES COM 640938106 21812 412515 SH DEFINED 011614 412515
NETWORKS ASSOCIATES COM 640938106 26067 492991 SH DEFINED 0102 492991
NETWORKS ASSOCIATES COM 640938106 9356 176950 SH DEFINED 0131 176950
NETWORKS ASSOCIATES COM 640938106 878 16600 SH DEFINED 0103 16600
NETWORKS ASSOCIATES COM 640938106 502 9500 SH DEFINED 01 9500
NEVADA POWER COM 641423108 7969 300000 SH DEFINED 0132 300000
NEW CENTURY ENERGIES COM 64352U103 19175 400000 SH DEFINED 0132 400000
NEW CENTURY ENERGIES COM 64352U103 18456 385000 SH DEFINED 0107 385000
NEW ENGLAND ELEC SYS COM 644001109 8550 200000 SH DEFINED 0132 200000
NEW ERA OF NETWORKS COM 644312100 2649 235500 SH DEFINED 011619 235500
NJ NATL GAS 100 144A PREFERRED STOCK 645869207 20200 200000 SH DEFINED 0105 200000
NEW JERSEY RESOURCES COM 646025106 6410 160000 SH DEFINED 0128 160000
NEW JERSEY RESOURCES COM 646025106 12019 300000 SH DEFINED 0132 300000
NEW YORK TIMES CLA COM 650111107 1152 17419 SH DEFINED 0103 17419
NEWELL CO COM 651192106 1228 28894 SH DEFINED 0103 28894
NEWFIELD EXPLORATION COM 651290108 7800 334600 SH DEFINED 0128 334600
NEWFIELD EXPLORATION COM 651290108 4196 180000 SH DEFINED 011619 180000
NEWFIELD EXPLORATION COM 651290108 6994 300000 SH DEFINED 011614 300000
NEWFIELD EXPLORATION COM 651290108 20265 869330 SH DEFINED 0102 869330
NEWFIELD EXPLORATION COM 651290108 5674 243400 SH DEFINED 0131 243400
NEWFIELD EXPLORATION COM 651290108 632 27120 SH DEFINED 0103 27120
NEWMONT MINING COM 651639106 2350 80000 SH DEFINED 0127 80000
NEWMONT MINING COM 651639106 834 28391 SH DEFINED 0103 28391
NEXTLEVEL SYSTEMS COM 652907106 463 25880 SH DEFINED 0103 25880
NEXTEL COMMUNICATION COM 65332V103 1067 41056 SH DEFINED 0109 41056
NEXTEL COMMUNICATION COM 65332V103 161 6197 SH DEFINED 011621 6197
NEXTEL COMMUNICATION COM 65332V103 14300 550000 SH DEFINED 011614 550000
NEXTEL COMM WTS WARRANT 65332V111 0 18902 SH DEFINED 0109 18902
NEXSTAR PHARM COM 65333B106 2275 200000 SH DEFINED 011619 200000
NEXTLINK COMM COM 65333H707 3197 150000 SH DEFINED 011619 150000
<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
NIAGARA MOHAWK POWER COM 653522102 267 25385 SH DEFINED 0103 25385
NIBCO STOCK COM 653650101 37601 263367 SH DEFINED 0103 263367
NICOR COM 654086107 8648 205000 SH DEFINED 0132 205000
NICOR COM 654086107 373 8831 SH DEFINED 0103 8831
NIKE INC CL B COM 654106103 31400 800000 SH DEFINED 0111 800000
NIKE INC CL B COM 654106103 3533 90000 SH DEFINED 011622 90000
NIKE INC CL B COM 654106103 7850 200000 SH DEFINED 011623 200000
NIKE INC CL B COM 654106103 2058 52435 SH DEFINED 0103 52435
NOBLE AFFILIATES COM 654894104 21150 600000 SH DEFINED 011516 600000
NOBLE AFFILIATES COM 654894104 18383 521500 SH DEFINED 0102 521500
NOBLE AFFILIATES COM 654894104 9412 267000 SH DEFINED 0131 267000
NOBLE AFFILIATES COM 654894104 833 23625 SH DEFINED 0103 23625
NOKIA ADR A COM 654902204 5702 81454 SH DEFINED 0103 81454
NOKIA ADR A COM 654902204 7000 100000 SH DEFINED 01 100000
NOBLE DRILLING CORP COM 655042109 15313 500000 SH DEFINED 011614 500000
NOBLE DRILLING CORP COM 655042109 1715 56000 SH DEFINED 0102 56000
NORDSTROM INC COM 655664100 30188 500000 SH DEFINED 011618 500000
NORDSTROM INC COM 655664100 847 14026 SH DEFINED 0103 14026
NORDSTROM INC COM 655664100 2898 48000 SH DEFINED 01 48000
NORFOLK SOUTHERN CO COM 655844108 2109 68456 SH DEFINED 0103 68456
NORFOLK SO RAILWAY PREFERRED STOCK 655855203 4 80 SH DEFINED 0102 80
NORSTAN, INC COM 656535101 831 35000 SH DEFINED 0128 35000
NORTHEAST UTILITIES COM 664397106 4725 400000 SH DEFINED 011614 400000
NORTHRN ST PWR CO MN COM 665772109 23300 400000 SH DEFINED 0130 400000
NORTHRN ST PWR CO MN COM 665772109 32038 550000 SH DEFINED 0113 550000
NORTHRN ST PWR CO MN COM 665772109 17883 307000 SH DEFINED 0132 307000
NORTHRN ST PWR CO MN COM 665772109 18349 315000 SH DEFINED 0107 315000
NORTHRN ST PWR CO MN COM 665772109 17475 300000 SH DEFINED 0131 300000
NORTHRN ST PWR CO MN COM 665772109 1830 31405 SH DEFINED 0103 31405
NORTHRN ST PWR CO MN COM 665772109 7217 123900 SH DEFINED 01 123900
NORTHRN TELECOM COM 665815106 160200 1800000 SH DEFINED 0126 1800000
NORTHRN TELECOM COM 665815106 80100 900000 SH DEFINED 0111 900000
NORTHRN TELECOM COM 665815106 3898 43800 SH DEFINED 0124 43800
NORTHRN TELECOM COM 665815106 17934 201500 SH DEFINED 0112 201500
NORTHRN TELECOM COM 665815106 9479 106500 SH DEFINED 0125 106500
NORTHRN TELECOM COM 665815106 8900 100000 SH DEFINED 0135 100000
NORTHRN TELECOM COM 665815106 32040 360000 SH DEFINED 011618 360000
NORTHRN TELECOM COM 665815106 2670 30000 SH DEFINED 011620 30000
NORTHRN TELECOM COM 665815106 30082 338000 SH DEFINED 011617 338000
NORTHRN TELECOM COM 665815106 6907 77620 SH DEFINED 0102 77620
NORTHRN TELECOM COM 665815106 4647 52220 SH DEFINED 0103 52220
NORTHROP GRUMMAN COR COM 666807102 920 8000 SH DEFINED 0124 8000
NORTHROP GRUMMAN COR COM 666807102 1486 12920 SH DEFINED 0103 12920
NWA COM 667280101 28725 600000 SH DEFINED 0111 600000
NWA COM 667280101 3591 75000 SH DEFINED 011622 75000
NWA COM 667280101 7181 150000 SH DEFINED 011623 150000
NWA COM 667280101 264 5500 SH DEFINED 0102 5500
NORTHWEST NATURAL GA COM 667655104 8138 262500 SH DEFINED 0132 262500
NORWEST CORP COM 669380107 30900 800000 SH DEFINED 0130 800000
NORWEST CORP COM 669380107 17350 449200 SH DEFINED 0108 449200
<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
NORWEST CORP COM 669380107 424875 11000000 SH DEFINED 0126 11000000
NORWEST CORP COM 669380107 12151 314600 SH DEFINED 0124 314600
NORWEST CORP COM 669380107 15373 398000 SH DEFINED 0125 398000
NORWEST CORP COM 669380107 21630 560000 SH DEFINED 0107 560000
NORWEST CORP COM 669380107 61800 1600000 SH DEFINED 011516 1600000
NORWEST CORP COM 669380107 44419 1150000 SH DEFINED 011618 1150000
NORWEST CORP COM 669380107 2897 75000 SH DEFINED 011620 75000
NORWEST CORP COM 669380107 220159 5699858 SH DEFINED 0102 5699858
NORWEST CORP COM 669380107 8223 212886 SH DEFINED 0103 212886
NORWEST CORP COM 669380107 11706 303070 SH DEFINED 01 303070
NOVACARE CORP CONV BOND 669930AA7 6571 7000000 PRN DEFINED 0104 7000000
NOVACARE CORP CONV BOND 669930AA7 2816 3000000 PRN DEFINED 011621 3000000
NOVACARE INC COM 669930109 3527 270000 SH DEFINED 011619 270000
NOVELL INC COM 670006105 460 61304 SH DEFINED 0103 61304
NUCOR CORP COM 670346105 1449 30000 SH DEFINED 011622 30000
NUCOR CORP COM 670346105 3140 65000 SH DEFINED 011623 65000
NUCOR CORP COM 670346105 771 15961 SH DEFINED 0103 15961
NUCOR CORP COM 670346105 9809 203024 SH DEFINED 01 203024
OCCIDENTAL PETROLEUM COM 674599105 1763 60161 SH DEFINED 0103 60161
OCWEN FINANCIAL CORP COM 675746101 3816 150000 SH DEFINED 0106 150000
OCWEN FINANCIAL CORP COM 675746101 10808 424900 SH DEFINED 0102 424900
OCWEN FINANCIAL CORP COM 675746101 6265 246300 SH DEFINED 0131 246300
OCWEN FINANCIAL CORP COM 675746101 580 22800 SH DEFINED 0103 22800
OFFICE MAX COM 67622M108 28500 2000000 SH DEFINED 0106 2000000
OFFICE MAX COM 67622M108 18344 1287300 SH DEFINED 011618 1287300
OFFICE DEPOT INC COM 676220106 64631 2700000 SH DEFINED 011516 2700000
OFFICE DEPOT INC COM 676220106 7899 330000 SH DEFINED 011619 330000
OFFICE DEPOT INC COM 676220106 21544 900000 SH DEFINED 011614 900000
OFFICE DEPOT INC COM 676220106 20856 871250 SH DEFINED 0102 871250
OFFICE DEPOT INC COM 676220106 12273 512700 SH DEFINED 0131 512700
OFFICE DEPOT INC COM 676220106 721 30100 SH DEFINED 0103 30100
OFFICE DEPOT INC COM 676220106 6104 255000 SH DEFINED 01 255000
OGDEN CORP COM 676346109 11875 421279 SH DEFINED 0103 421279
OHIO POWER CO $100 PREFERRED STOCK 677415796 3719 36000 SH DEFINED 0105 36000
OHI PWR CO $100 PREFERRED STOCK 677415812 1043 10000 SH DEFINED 0105 10000
OHIO PWR CO $100 PREFERRED STOCK 677415820 534 5000 SH DEFINED 0105 5000
OMNICARE, INC. COM 681904108 15965 514975 SH DEFINED 0102 514975
OMNICARE, INC. COM 681904108 303 9775 SH DEFINED 0103 9775
OMNICOM GROUP COM 681919106 1229 29000 SH DEFINED 0103 29000
ONEOK INC COM 682680103 9084 225000 SH DEFINED 0132 225000
ONEOK INC COM 682680103 205 5089 SH DEFINED 0103 5089
OPTEL INC NON-VTG CM COM 683817100 0 17000 SH DEFINED 0109 17000
ORACLE CORP COM COM 68389X105 66938 3000000 SH DEFINED 0126 3000000
ORACLE CORP COM COM 68389X105 2202 98675 SH DEFINED 0124 98675
ORACLE CORP COM COM 68389X105 364 16353 SH DEFINED 0102 16353
ORACLE CORP COM COM 68389X105 3970 177946 SH DEFINED 0103 177946
ORACLE CORP COM COM 68389X105 5857 262500 SH DEFINED 01 262500
ORYX ENERGY CO COM 68763F100 472 18529 SH DEFINED 0103 18529
OUTDOOR SYSTEM COM 690057104 15350 400000 SH DEFINED 011619 400000
OUTDOOR SYSTEM COM 690057104 34538 900000 SH DEFINED 011614 900000
<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
OUTDOOR SYSTEM COM 690057104 50096 1305403 SH DEFINED 0102 1305403
OUTDOOR SYSTEM COM 690057104 23984 625000 SH DEFINED 0131 625000
OUTDOOR SYSTEM COM 690057104 2180 56800 SH DEFINED 0103 56800
OUTDOOR SYSTEM COM 690057104 633 16500 SH DEFINED 01 16500
OWENS-CORNING COM 69073F103 331 9693 SH DEFINED 0103 9693
OWENS & MINOR INC COM 690732102 2552 175975 SH DEFINED 0103 175975
OWENS ILLINOIS INC COM 690768403 11571 305000 SH DEFINED 011618 305000
OWENS ILLINOIS INC COM 690768403 967 25490 SH DEFINED 0103 25490
PBHG GROWTH FUND COM 69316H106 12171 479343 SH DEFINED 0103 479343
PECO ENERGY COM 693304107 948 39075 SH DEFINED 0103 39075
PACIFIC GAS & ELEC COM 69331C108 2342 76943 SH DEFINED 0103 76943
PIMCO TOTAL RET FUND COM 693390726 8481 800104 SH DEFINED 0103 800104
PMT SERVICES COM 693457103 13181 950000 SH DEFINED 0106 950000
PNC FINL CORP COM 693475105 3182 55756 SH DEFINED 0103 55756
PP & L RESOURCES COM 693499105 695 29016 SH DEFINED 0103 29016
PPG INDUSTRIES INC COM 693506107 1860 32562 SH DEFINED 0103 32562
PRI AUTOMATION INC COM 69357H106 12272 425000 SH DEFINED 0106 425000
PRI AUTOMATION INC COM 69357H106 2888 100000 SH DEFINED 011619 100000
PRI AUTOMATION INC COM 69357H106 8645 299400 SH DEFINED 0102 299400
PRI AUTOMATION INC COM 69357H106 90 3100 SH DEFINED 0103 3100
PACCAR INC COM 693718108 742 14139 SH DEFINED 0103 14139
PACIFIC ENTERPRISES COM 694232109 569 15130 SH DEFINED 0103 15130
PACIFIC GAS & ELEC PREFERRED STOCK 694308651 2917 112200 SH DEFINED 0105 112200
PACIFIC GAS & ELEC PREFERRED STOCK 694308693 18745 717500 SH DEFINED 0105 717500
PACIFICORP COM 695114108 5463 200000 SH DEFINED 0132 200000
PACIFICORP COM 695114108 1420 51985 SH DEFINED 0103 51985
PACIFICORP $100 PAR PREFERRED STOCK 695114678 16106 150000 SH DEFINED 0105 150000
PACIFICORP $100 PAR PREFERRED STOCK 695114678 1074 10000 SH DEFINED 0116 10000
PAGEMART NATIONWIDE COM 69553Q108 254 50750 SH DEFINED 0109 50750
PAIN WEBBER GLOBAL COM 695910877 2 154 SH DEFINED 01 154
PAIR GAIN TECH COM 695934109 12594 650000 SH DEFINED 0106 650000
PALL CORP COM 696429307 462 22337 SH DEFINED 0103 22337
PANAMSAT CORP COM 697933109 1807 56000 SH DEFINED 0102 56000
PAPA JOHN COM 698813102 8719 250000 SH DEFINED 011619 250000
PAPA JOHN COM 698813102 12911 370200 SH DEFINED 0102 370200
PAPA JOHN COM 698813102 6372 182700 SH DEFINED 0131 182700
PAPA JOHN COM 698813102 611 17500 SH DEFINED 0103 17500
PARAMETRIC TECH CORP COM 699173100 8428 177900 SH DEFINED 0108 177900
PARAMETRIC TECH CORP COM 699173100 4738 100000 SH DEFINED 0126 100000
PARAMETRIC TECH CORP COM 699173100 42638 900000 SH DEFINED 011516 900000
PARAMETRIC TECH CORP COM 699173100 9475 200000 SH DEFINED 011619 200000
PARAMETRIC TECH CORP COM 699173100 4027 85000 SH DEFINED 011620 85000
PARAMETRIC TECH CORP COM 699173100 1096 23133 SH DEFINED 0103 23133
PARKER-HANNIFIN COM 701094104 931 20289 SH DEFINED 0103 20289
PATRIOT AMERN HOSP COM 703352203 8068 280004 SH DEFINED 0107 280004
PATRIOT AMERN HOSP COM 703352203 11525 400000 SH DEFINED 011614 400000
PATRIOT AMERN HOSP COM 703352203 960 33250 SH DEFINED 0102 33250
PATRIOT AMERN HOSP COM 703352203 10946 379900 SH DEFINED 0131 379900
PATRIOT AMERN HOSP COM 703352203 666 23100 SH DEFINED 0103 23100
PATTERSON DENTAL COM 703412106 6788 150000 SH DEFINED 0128 150000
<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
PAYCHEX INC COM 704326107 2531 50000 SH DEFINED 0126 50000
PAYCHEX INC COM 704326107 92134 1819915 SH DEFINED 0102 1819915
PAYCHEX INC COM 704326107 34168 674925 SH DEFINED 0131 674925
PAYCHEX INC COM 704326107 3687 72830 SH DEFINED 0103 72830
PAYMENTECH INC COM 704384106 8288 561900 SH DEFINED 011618 561900
PEGASUS GOLD CORP COM 70556K106 28 45000 SH DEFINED 0102 45000
PEGASUS COMM CORP COM 705904100 351 16923 SH DEFINED 0109 16923
PEGASUS SYSTEMS COM 705906105 2231 150000 SH DEFINED 011619 150000
PENNEY J C COM 708160106 33172 550000 SH DEFINED 0130 550000
PENNEY J C COM 708160106 45234 750000 SH DEFINED 0113 750000
PENNEY J C COM 708160106 7841 130000 SH DEFINED 0124 130000
PENNEY J C COM 708160106 10555 175000 SH DEFINED 0125 175000
PENNEY J C COM 708160106 33172 550000 SH DEFINED 0107 550000
PENNEY J C COM 708160106 655 10850 SH DEFINED 0102 10850
PENNEY J C COM 708160106 34378 570000 SH DEFINED 0131 570000
PENNEY J C COM 708160106 5199 86202 SH DEFINED 0103 86202
PENNEY J C COM 708160106 3920 65000 SH DEFINED 01 65000
PENTAIR INC COM 709631105 2703 75212 SH DEFINED 0103 75212
PENNZOIL COM 709903108 626 9376 SH DEFINED 0103 9376
PEOPLES ENERGY CORP COM 711030106 251 6372 SH DEFINED 0103 6372
PEOPLE SOFT COM 712713106 39000 1000000 SH DEFINED 0130 1000000
PEOPLE SOFT COM 712713106 27300 700000 SH DEFINED 0126 700000
PEOPLE SOFT COM 712713106 39000 1000000 SH DEFINED 011516 1000000
PEOPLE SOFT COM 712713106 10140 260000 SH DEFINED 011619 260000
PEOPLE SOFT COM 712713106 14040 360000 SH DEFINED 011614 360000
PEOPLE SOFT COM 712713106 84108 2156624 SH DEFINED 0102 2156624
PEOPLE SOFT COM 712713106 47338 1213800 SH DEFINED 0131 1213800
PEOPLE SOFT COM 712713106 4016 102976 SH DEFINED 0103 102976
PEP BOYS COM 713278109 26263 1100000 SH DEFINED 011516 1100000
PEP BOYS COM 713278109 266 11135 SH DEFINED 0103 11135
PEPSICO COM 713448108 10128 277955 SH DEFINED 0103 277955
PEREZ COMPANC SA ADR COM 713665107 7854 550000 SH DEFINED 0135 550000
PERKIN ELMER COM 714041100 1777 25000 SH DEFINED 0124 25000
PERKIN ELMER COM 714041100 622 8758 SH DEFINED 0103 8758
PERMIAN BASIN RTY TR COM 714236106 129 28000 SH DEFINED 0102 28000
PERVASIVE SOFTWARE COM 715710109 2066 285000 SH DEFINED 011619 285000
PERVASIVE SOFTWARE COM 715710109 1450 200000 SH DEFINED 011614 200000
PETROBRAS ADR COM 71654V101 6782 290000 SH DEFINED 0124 290000
PETROBRAS ADR COM 71654V101 6373 272500 SH DEFINED 0112 272500
PETROBRAS ADR COM 71654V101 5554 237500 SH DEFINED 0135 237500
PETROBRAS ADR COM 71654V101 9939 425000 SH DEFINED 011617 425000
PETROLEO BRASILEIRO COM 71654V200 12190 530000 SH DEFINED 011618 530000
PETROLEUM GEO SERV COM 716597109 6475 100000 SH DEFINED 0128 100000
PETROLEUM GEO SERV COM 716597109 6475 100000 SH DEFINED 011619 100000
PETROLEUM GEO SERV COM 716597109 14893 230000 SH DEFINED 011614 230000
PETROLEUM GEO SERV COM 716597109 5106 78850 SH DEFINED 0102 78850
PETROLEUM GEO SERV COM 716597109 9628 148700 SH DEFINED 0131 148700
PETROLEUM GEO SERV COM 716597109 683 10550 SH DEFINED 0103 10550
PHARMACIA & UPJOHN COM 716941109 3377 92209 SH DEFINED 0103 92209
PFIZER COM 717081103 74563 1000000 SH DEFINED 0130 1000000
<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
PFIZER COM 717081103 387725 5200000 SH DEFINED 0126 5200000
PFIZER COM 717081103 119300 1600000 SH DEFINED 0111 1600000
PFIZER COM 717081103 19625 263200 SH DEFINED 0124 263200
PFIZER COM 717081103 30272 406000 SH DEFINED 0125 406000
PFIZER COM 717081103 19759 265000 SH DEFINED 0135 265000
PFIZER COM 717081103 16404 220000 SH DEFINED 011622 220000
PFIZER COM 717081103 35790 480000 SH DEFINED 011623 480000
PFIZER COM 717081103 52194 700000 SH DEFINED 011516 700000
PFIZER COM 717081103 29825 400000 SH DEFINED 011618 400000
PFIZER COM 717081103 110505 1482211 SH DEFINED 0102 1482211
PFIZER COM 717081103 20045 268844 SH DEFINED 0103 268844
PFIZER COM 717081103 5219 70000 SH DEFINED 01 70000
PHARMERICA INC COM 717135107 12 1170 SH DEFINED 0102 1170
PHELPS DODGE COM 717265102 683 10973 SH DEFINED 0103 10973
PHILIP MORRIS COM 718154107 26055 575000 SH DEFINED 0130 575000
PHILIP MORRIS COM 718154107 14047 310000 SH DEFINED 0108 310000
PHILIP MORRIS COM 718154107 65205 1439000 SH DEFINED 0113 1439000
PHILIP MORRIS COM 718154107 25194 556000 SH DEFINED 0124 556000
PHILIP MORRIS COM 718154107 41008 905000 SH DEFINED 0125 905000
PHILIP MORRIS COM 718154107 46083 1017000 SH DEFINED 0107 1017000
PHILIP MORRIS COM 718154107 38289 845000 SH DEFINED 011618 845000
PHILIP MORRIS COM 718154107 5211 115000 SH DEFINED 011620 115000
PHILIP MORRIS COM 718154107 194598 4294587 SH DEFINED 0102 4294587
PHILIP MORRIS COM 718154107 46309 1022000 SH DEFINED 0131 1022000
PHILIP MORRIS COM 718154107 25770 568719 SH DEFINED 0103 568719
PHILIP MORRIS COM 718154107 2116 46700 SH DEFINED 01 46700
PHILIP SERVICES COM 71819M103 15813 1100000 SH DEFINED 0106 1100000
PHILLIPS PETROLEUM COM 718507106 2327 47847 SH DEFINED 0103 47847
PHOENIX SHANNON 144A CONV BOND 719138AA7 1100 2000000 PRN DEFINED 0104 2000000
PHYCOR COM 71940F100 31654 1172348 SH DEFINED 0102 1172348
PHYCOR COM 71940F100 522 19350 SH DEFINED 0103 19350
PHYSICIAN SALES &SER COM 71940L107 5375 250000 SH DEFINED 011614 250000
PIER ONE IMPORTS INC COM 720279108 10181 450000 SH DEFINED 011614 450000
PINNACLE WEST CAPITA COM 723484101 19069 450000 SH DEFINED 0132 450000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 9693 100000 SH DEFINED 0104 100000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 4846 50000 SH DEFINED 0110 50000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 4846 50000 SH DEFINED 011618 50000
PIONEER HI-BRED COM 723686101 1353 12614 SH DEFINED 0103 12614
PIPER TRUST COM 724100995 5323 341131 SH DEFINED 0103 341131
PITNEY BOWES COM 724479100 2429 27006 SH DEFINED 0103 27006
PLACER DOME INC COM 725906101 2538 200000 SH DEFINED 0127 200000
PLACER DOME INC COM 725906101 533 42047 SH DEFINED 0103 42047
PLATINUM TECH INC COM 72764T101 16950 600000 SH DEFINED 011614 600000
PLATINUM TECH INC COM 72764T101 310 10950 SH DEFINED 0102 10950
PLATINUM TECH INC COM 72764T101 3441 121800 SH DEFINED 0131 121800
PLATINUM TECH INC COM 72764T101 218 7700 SH DEFINED 0103 7700
POLAROID COM 731095105 403 8274 SH DEFINED 0103 8274
POLICY MGMT SYSTEMS COM 731108106 2783 40000 SH DEFINED 0128 40000
POLICY MGMT SYSTEMS COM 731108106 13043 187500 SH DEFINED 011614 187500
POLICY MGMT SYSTEMS COM 731108106 70 999 SH DEFINED 0102 999
<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
POLICY MGMT SYSTEMS COM 731108106 557 8000 SH DEFINED 01 8000
PORTUGAL TEL COM 737273102 9400 200000 SH DEFINED 0132 200000
POSSIS MEDICAL INC COM 737407106 6 500 SH DEFINED 0102 500
POTLATCH CORP COM 737628107 226 5252 SH DEFINED 0103 5252
POWERWAVE COM 739363109 5716 340000 SH DEFINED 011619 340000
PRAXAIR COM 74005P104 15035 334100 SH DEFINED 0130 334100
PRAXAIR COM 74005P104 4500 100000 SH DEFINED 0124 100000
PRAXAIR COM 74005P104 10368 230400 SH DEFINED 0125 230400
PRAXAIR COM 74005P104 45000 1000000 SH DEFINED 011516 1000000
PRAXAIR COM 74005P104 4545 101000 SH DEFINED 011619 101000
PRAXAIR COM 74005P104 2448 54400 SH DEFINED 011620 54400
PRAXAIR COM 74005P104 21896 486357 SH DEFINED 0102 486357
PRAXAIR COM 74005P104 2192 48701 SH DEFINED 0103 48701
CBI INDUSTRIES 100 PREFERRED STOCK 74005P203 6930 70000 SH DEFINED 0105 70000
PRECISION CASTPARTS COM 740189105 9650 160000 SH DEFINED 0108 160000
PRECISION CASTPARTS COM 740189105 14387 238540 SH DEFINED 0102 238540
PRECISION CASTPARTS COM 740189105 212 3510 SH DEFINED 0103 3510
PREMIERE TECH INC COM 74058F102 12431 450000 SH DEFINED 011614 450000
PRENTISS COM 740706106 7543 270000 SH DEFINED 0107 270000
PRICE COMMUNICATIONS WARRANT 741437149 413 41280 SH DEFINED 0109 41280
PRICE COMMUNICATIONS WARRANT 741437149 230 23048 SH DEFINED 011621 23048
PRIMUS TELECOM WTS WARRANT 741929111 144 11550 SH DEFINED 0109 11550
PRIMUS TELECOM WTS WARRANT 741929111 29 2300 SH DEFINED 011618 2300
PRIDE INTL COM 741932107 13888 550000 SH DEFINED 0106 550000
PRIORITY HEALTHCARE COM 74264T102 1059 70000 SH DEFINED 011614 70000
PROCTER & GAMBLE COM 742718109 47888 600000 SH DEFINED 0130 600000
PROCTER & GAMBLE COM 742718109 159625 2000000 SH DEFINED 0126 2000000
PROCTER & GAMBLE COM 742718109 23553 295100 SH DEFINED 0124 295100
PROCTER & GAMBLE COM 742718109 37879 474600 SH DEFINED 0125 474600
PROCTER & GAMBLE COM 742718109 55869 700000 SH DEFINED 011516 700000
PROCTER & GAMBLE COM 742718109 43101 540030 SH DEFINED 011618 540030
PROCTER & GAMBLE COM 742718109 119859 1501774 SH DEFINED 0102 1501774
PROCTER & GAMBLE COM 742718109 23360 292674 SH DEFINED 0103 292674
PROCTER & GAMBLE COM 742718109 2849 35700 SH DEFINED 01 35700
PROFITTS INC COM 742925100 269 9450 SH DEFINED 0102 9450
PROFITTS INC COM 742925100 3040 106900 SH DEFINED 0131 106900
PROFITTS INC COM 742925100 188 6600 SH DEFINED 0103 6600
PROGRESSIVE CORP OH COM 743315103 11388 95000 SH DEFINED 0108 95000
PROGRESSIVE CORP OH COM 743315103 95900 800000 SH DEFINED 011516 800000
PROGRESSIVE CORP OH COM 743315103 1666 13900 SH DEFINED 0103 13900
PROMUS HOTEL (NEW) COM 74342P106 71400 1700000 SH DEFINED 0126 1700000
PROMUS HOTEL (NEW) COM 74342P106 19425 462500 SH DEFINED 0111 462500
PROMUS HOTEL (NEW) COM 74342P106 14211 338367 SH DEFINED 011614 338367
PROMUS HOTEL (NEW) COM 74342P106 50083 1192465 SH DEFINED 0102 1192465
PROMUS HOTEL (NEW) COM 74342P106 23186 552040 SH DEFINED 0131 552040
PROMUS HOTEL (NEW) COM 74342P106 37870 901654 SH DEFINED 0103 901654
PROTECTIVE LIFE CORP COM 743674103 5856 98000 SH DEFINED 011619 98000
PROTECTIVE LIFE CORP COM 743674103 35819 599475 SH DEFINED 0103 599475
PROVIDENT COS INC COM 743862104 30900 800000 SH DEFINED 0130 800000
PROVIDENT COS INC COM 743862104 27038 700000 SH DEFINED 0113 700000
<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
PROVIDENT COS INC COM 743862104 77250 2000000 SH DEFINED 0111 2000000
PROVIDENT COS INC COM 743862104 6566 170000 SH DEFINED 011619 170000
PROVIDENT COS INC COM 743862104 5099 132000 SH DEFINED 011620 132000
PROVIDENT COS INC COM 743862104 16995 440000 SH DEFINED 011614 440000
PROVIDENT COS INC COM 743862104 23236 601650 SH DEFINED 0102 601650
PROVIDENT COS INC COM 743862104 33020 854900 SH DEFINED 0131 854900
PROVIDENT COS INC COM 743862104 1997 51700 SH DEFINED 0103 51700
PRUDENTIAL UTIL CL A COM 743911208 3 220 SH DEFINED 01 220
PROVIDIAN FIN COM 74406A102 3615 80000 SH DEFINED 0128 80000
PROVIDIAN FIN COM 74406A102 45800 1013550 SH DEFINED 0111 1013550
PROVIDIAN FIN COM 74406A102 3760 83200 SH DEFINED 0124 83200
PROVIDIAN FIN COM 74406A102 7216 159700 SH DEFINED 0125 159700
PROVIDIAN FIN COM 74406A102 2318 51300 SH DEFINED 011622 51300
PROVIDIAN FIN COM 74406A102 4641 102700 SH DEFINED 011623 102700
PROVIDIAN FIN COM 74406A102 7230 160000 SH DEFINED 011619 160000
PROVIDIAN FIN COM 74406A102 4971 110000 SH DEFINED 011620 110000
PROVIDIAN FIN COM 74406A102 31631 700000 SH DEFINED 011614 700000
PROVIDIAN FIN COM 74406A102 50242 1111798 SH DEFINED 0102 1111798
PROVIDIAN FIN COM 74406A102 14957 331000 SH DEFINED 0131 331000
PROVIDIAN FIN COM 74406A102 2575 56979 SH DEFINED 0103 56979
PROVIDIAN FIN COM 74406A102 7072 156500 SH DEFINED 01 156500
PUB SERV ENTERPRISES COM 744573106 1291 40738 SH DEFINED 0103 40738
PUGET SOUND P&L $100 PREFERRED STOCK 745332502 171 1666 SH DEFINED 0105 1666
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 5350 50000 SH DEFINED 01 50000
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 1070 10000 SH DEFINED 0116 10000
PULTE CORP. COM 745867101 161 3848 SH DEFINED 0103 3848
PUTNAM HIGH YIELD COM 74678J104 2 246 SH DEFINED 01 246
PUTNAM INTR GOVT INC COM 746798107 210 28000 SH DEFINED 0102 28000
QUAKER OATS COM 747402105 10023 190000 SH DEFINED 0108 190000
QUAKER OATS COM 747402105 277 5250 SH DEFINED 0102 5250
QUAKER OATS COM 747402105 1316 24949 SH DEFINED 0103 24949
QUESTAR COM 748356102 9371 210000 SH DEFINED 0128 210000
QUESTAR COM 748356102 8925 200000 SH DEFINED 0132 200000
QUINENCO SA ADR COM 748718103 6602 574100 SH DEFINED 0135 574100
QUINTILES TRANSNATIO COM 748767100 765 20000 SH DEFINED 0106 20000
QUORUM HEALTH COM 749084109 27431 1050000 SH DEFINED 0106 1050000
RCM STRAT GLOBAL GOV COM 74936A101 467 42000 SH DEFINED 0102 42000
RFS HOTEL COM 74955J108 7520 377180 SH DEFINED 01 377180
RALSTON PURINA GP COM 751277302 1873 20154 SH DEFINED 0103 20154
RANDGOLD RESOURC GDR COM 752344101 158 30000 SH DEFINED 0127 30000
RAYCHEM COM 754603108 41444 962358 SH DEFINED 0102 962358
RAYCHEM COM 754603108 1067 24796 SH DEFINED 0103 24796
RAYCHEM COM 754603108 9114 211640 SH DEFINED 01 211640
RAYONIER COM 754907103 3405 80000 SH DEFINED 0128 80000
RAYTHEON CO CL A COM 755111309 12480 253080 SH DEFINED 0130 253080
RAYTHEON CO CL A COM 755111309 2080 42180 SH DEFINED 0108 42180
RAYTHEON CO CL A COM 755111309 1803 36556 SH DEFINED 011620 36556
RAYTHEON CO CL A COM 755111309 0 7 SH DEFINED 0102 7
RAYTHEON CO CL A COM 755111309 305 6185 SH DEFINED 01 6185
RAYTHEON CO CL B COM 755111408 9635 190800 SH DEFINED 0124 190800
<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
RAYTHEON CO CL B COM 755111408 12615 249800 SH DEFINED 0125 249800
RAYTHEON CO CL B COM 755111408 47132 932998 SH DEFINED 0102 932998
RAYTHEON CO CL B COM 755111408 4283 84822 SH DEFINED 0103 84822
RAYTHEON CO CL B COM 755111408 4782 94700 SH DEFINED 01 94700
READ-RITE CORP CONV BOND 755246AA3 10095 12000000 PRN DEFINED 0130 12000000
READ-RITE CORP CONV BOND 755246AA3 3975 4725000 PRN DEFINED 0104 4725000
READ-RITE CORP CONV BOND 755246AA3 3680 4375000 PRN DEFINED 0109 4375000
READ-RITE CORP CONV BOND 755246AA3 2061 2450000 PRN DEFINED 011621 2450000
RECKSON COM 75621K106 5583 220000 SH DEFINED 0107 220000
REEBOK INTERNATIONAL COM 758110100 294 10218 SH DEFINED 0103 10218
REGAL CINEMAS COM 758754105 9756 350000 SH DEFINED 0128 350000
REGAL CINEMAS COM 758754105 29966 1075000 SH DEFINED 0106 1075000
REGAL CINEMAS COM 758754105 5575 200000 SH DEFINED 011619 200000
REGAL CINEMAS COM 758754105 4599 165000 SH DEFINED 011620 165000
REGAL CINEMAS COM 758754105 13938 500000 SH DEFINED 011614 500000
REGAL CINEMAS COM 758754105 1081 38833 SH DEFINED 0102 38833
REGAL CINEMAS COM 758754105 11342 406900 SH DEFINED 0131 406900
REGAL CINEMAS COM 758754105 700 25100 SH DEFINED 0103 25100
REGAL CINEMAS COM 758754105 627 22500 SH DEFINED 01 22500
REGISTRY INC COM 75913U101 10322 225000 SH DEFINED 0106 225000
REGISTRY INC COM 75913U101 12386 270000 SH DEFINED 011614 270000
REGISTRY INC COM 75913U101 11396 248450 SH DEFINED 0102 248450
REGISTRY INC COM 75913U101 3064 66800 SH DEFINED 0131 66800
REGISTRY INC COM 75913U101 386 8400 SH DEFINED 0103 8400
RENTAL SERVICE COM 76009V102 11667 475000 SH DEFINED 0106 475000
RENTAL SERVICE COM 76009V102 9505 387000 SH DEFINED 0102 387000
RENTAL SERVICE COM 76009V102 169 6900 SH DEFINED 0103 6900
REPTRON ELECTRONICS COM 76026W109 53 5152 SH DEFINED 0103 5152
REPUBLIC INDUSTRIES COM 760516104 41378 1774915 SH DEFINED 011618 1774915
REPUBLIC INDUSTRIES COM 760516104 64 2793 SH DEFINED 0102 2793
REPUBLIC INDUSTRIES COM 760516104 501 21500 SH DEFINED 01 21500
REPUBLIC NY COM 760719104 1138 9963 SH DEFINED 0103 9963
RESPIRONICS INC COM 761230101 2979 133120 SH DEFINED 0102 133120
REXALL SUNDOWN COM 761648104 24905 825000 SH DEFINED 011614 825000
REXALL SUNDOWN COM 761648104 4223 139905 SH DEFINED 0102 139905
REXALL SUNDOWN COM 761648104 362 12000 SH DEFINED 01 12000
REYNOLDS METALS COM 761763101 30000 500000 SH DEFINED 0113 500000
REYNOLDS METALS COM 761763101 7998 133300 SH DEFINED 0124 133300
REYNOLDS METALS COM 761763101 13368 222800 SH DEFINED 0125 222800
REYNOLDS METALS COM 761763101 21600 360000 SH DEFINED 0107 360000
REYNOLDS METALS COM 761763101 10500 175000 SH DEFINED 011614 175000
REYNOLDS METALS COM 761763101 6789 113135 SH DEFINED 0102 113135
REYNOLDS METALS COM 761763101 21000 350000 SH DEFINED 0131 350000
REYNOLDS METALS COM 761763101 3072 51197 SH DEFINED 0103 51197
REYNOLDS METALS COM 761763101 420 7000 SH DEFINED 01 7000
RHONE-POULENC ADR WT COM 762426138 13 4013 SH DEFINED 0102 4013
RHONE-POULENC SA ADR COM 762426609 316 7113 SH DEFINED 0102 7113
RISK CAPITAL HLDNGS COM 767711104 19653 883300 SH DEFINED 0111 883300
RISK CAPITAL HLDNGS COM 767711104 1673 75200 SH DEFINED 011622 75200
RISK CAPITAL HLDNGS COM 767711104 3840 172600 SH DEFINED 011623 172600
<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
RITE AID CORP CVT CONV BOND 767754AK0 5369 5000000 PRN DEFINED 0129 5000000
RITE AID CORP CVT CONV BOND 767754AK0 5369 5000000 PRN DEFINED 0104 5000000
RITE AID CORP CVT CONV BOND 767754AK0 5369 5000000 PRN DEFINED 011621 5000000
RITE AID COM 767754104 58688 1000000 SH DEFINED 0130 1000000
RITE AID COM 767754104 14085 240000 SH DEFINED 0108 240000
RITE AID COM 767754104 6661 113500 SH DEFINED 0124 113500
RITE AID COM 767754104 12483 212700 SH DEFINED 0125 212700
RITE AID COM 767754104 13498 230000 SH DEFINED 0135 230000
RITE AID COM 767754104 88031 1500000 SH DEFINED 011516 1500000
RITE AID COM 767754104 36973 630000 SH DEFINED 011618 630000
RITE AID COM 767754104 4754 81000 SH DEFINED 011619 81000
RITE AID COM 767754104 4695 80000 SH DEFINED 011620 80000
RITE AID COM 767754104 20541 350000 SH DEFINED 011614 350000
RITE AID COM 767754104 237863 4052919 SH DEFINED 0102 4052919
RITE AID COM 767754104 17161 292410 SH DEFINED 0131 292410
RITE AID COM 767754104 4704 80142 SH DEFINED 0103 80142
RITE AID COM 767754104 10593 180500 SH DEFINED 01 180500
ROBERT HALF INTL INC COM 770323103 8000 200000 SH DEFINED 011614 200000
ROBERT HALF INTL INC COM 770323103 58118 1452946 SH DEFINED 0102 1452946
ROBERT HALF INTL INC COM 770323103 31074 776850 SH DEFINED 0131 776850
ROBERT HALF INTL INC COM 770323103 2804 70100 SH DEFINED 0103 70100
ROBERT HALF INTL INC COM 770323103 360 9000 SH DEFINED 01 9000
ROCK OF AGES CORP COM 772632105 4650 300000 SH DEFINED 011619 300000
ROCKWELL INT CORP COM 773903109 49899 955000 SH DEFINED 0113 955000
ROCKWELL INT CORP COM 773903109 12671 242500 SH DEFINED 0124 242500
ROCKWELL INT CORP COM 773903109 15105 289100 SH DEFINED 0125 289100
ROCKWELL INT CORP COM 773903109 20900 400000 SH DEFINED 0107 400000
ROCKWELL INT CORP COM 773903109 43792 838143 SH DEFINED 0102 838143
ROCKWELL INT CORP COM 773903109 38143 730000 SH DEFINED 0131 730000
ROCKWELL INT CORP COM 773903109 5055 96726 SH DEFINED 0103 96726
ROHM & HAAS CO COM 775371107 1072 11191 SH DEFINED 0103 11191
ROWAN COMPANIES INC COM 779382100 480 15723 SH DEFINED 0103 15723
PRICE ROWE INT'L FD COM 77956H203 3436 256092 SH DEFINED 0103 256092
PRICE ROWE INT'L FD COM 77956H203 5 336 SH DEFINED 01 336
ROYAL DUTCH PETRO COM 780257804 70444 1300000 SH DEFINED 0130 1300000
ROYAL DUTCH PETRO COM 780257804 216750 4000000 SH DEFINED 0126 4000000
ROYAL DUTCH PETRO COM 780257804 102596 1893350 SH DEFINED 0113 1893350
ROYAL DUTCH PETRO COM 780257804 31429 580000 SH DEFINED 0124 580000
ROYAL DUTCH PETRO COM 780257804 52345 966000 SH DEFINED 0125 966000
ROYAL DUTCH PETRO COM 780257804 76117 1404700 SH DEFINED 0107 1404700
ROYAL DUTCH PETRO COM 780257804 70444 1300000 SH DEFINED 011516 1300000
ROYAL DUTCH PETRO COM 780257804 37931 700000 SH DEFINED 011618 700000
ROYAL DUTCH PETRO COM 780257804 80569 1486848 SH DEFINED 0102 1486848
ROYAL DUTCH PETRO COM 780257804 76881 1418800 SH DEFINED 0131 1418800
ROYAL DUTCH PETRO COM 780257804 29305 540808 SH DEFINED 0103 540808
ROYAL DUTCH PETRO COM 780257804 3251 60000 SH DEFINED 01 60000
RSL COMM WT 11/15/06 WARRANT 781076112 879 9500 SH DEFINED 0109 9500
RUBBERMAID COM 781088109 659 26340 SH DEFINED 0103 26340
RUSSELL CORP COM 782352108 176 6626 SH DEFINED 0103 6626
RUTHERFORD MORAN COM 783286107 11172 625000 SH DEFINED 0106 625000
<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
RYDER SYSTEM COM 783549108 463 14127 SH DEFINED 0103 14127
SBC COMMUNICATIONS COM 78387G103 32963 450000 SH DEFINED 0130 450000
SBC COMMUNICATIONS COM 78387G103 35160 480000 SH DEFINED 0113 480000
SBC COMMUNICATIONS COM 78387G103 40288 550000 SH DEFINED 0132 550000
SBC COMMUNICATIONS COM 78387G103 17016 232300 SH DEFINED 0124 232300
SBC COMMUNICATIONS COM 78387G103 26875 366900 SH DEFINED 0125 366900
SBC COMMUNICATIONS COM 78387G103 1930 26358 SH DEFINED 0102 26358
SBC COMMUNICATIONS COM 78387G103 25271 345000 SH DEFINED 0131 345000
SBC COMMUNICATIONS COM 78387G103 15851 216379 SH DEFINED 0103 216379
SGS-THOMSON MICROELE COM 784213100 30531 500000 SH DEFINED 0111 500000
SGS-THOMSON MICROELE COM 784213100 42 700 SH DEFINED 0102 700
SGS-THOMSON MICROELE COM 784213100 5954 97500 SH DEFINED 01 97500
SGW HOLDING INC WT WARRANT 78422P118 868 2750 SH DEFINED 0109 2750
SALOMON INC TRT PFD PREFERRED STOCK 784252207 9180 340000 SH DEFINED 0129 340000
SALOMON INC TRT PFD PREFERRED STOCK 784252207 10800 400000 SH DEFINED 0104 400000
SAFECO CORP COM 786429100 24984 512500 SH DEFINED 0113 512500
SAFECO CORP COM 786429100 19500 400000 SH DEFINED 0107 400000
SAFECO CORP COM 786429100 16911 346900 SH DEFINED 0131 346900
SAFECO CORP COM 786429100 1946 39910 SH DEFINED 0103 39910
SAFETY-KLEEN COM 786484105 281 10246 SH DEFINED 0103 10246
SAFEWAY INC. COM 786514208 63250 1000000 SH DEFINED 0130 1000000
SAFEWAY INC. COM 786514208 20240 320000 SH DEFINED 0108 320000
SAFEWAY INC. COM 786514208 240350 3800000 SH DEFINED 0126 3800000
SAFEWAY INC. COM 786514208 15054 238000 SH DEFINED 0135 238000
SAFEWAY INC. COM 786514208 82225 1300000 SH DEFINED 011516 1300000
SAFEWAY INC. COM 786514208 3163 50000 SH DEFINED 011620 50000
SAFEWAY INC. COM 786514208 15813 250000 SH DEFINED 011614 250000
SAFEWAY INC. COM 786514208 442713 6999599 SH DEFINED 0102 6999599
SAFEWAY INC. COM 786514208 2929 46300 SH DEFINED 0103 46300
SAFEWAY INC. COM 786514208 12764 201800 SH DEFINED 01 201800
ST JUDE MEDICAL COM 790849103 8 250 SH DEFINED 0102 250
ST JUDE MEDICAL COM 790849103 509 16678 SH DEFINED 0103 16678
ST PAUL COMPANIES COM 792860108 43083 525000 SH DEFINED 0113 525000
ST PAUL COMPANIES COM 792860108 30773 375000 SH DEFINED 0131 375000
ST PAUL COMPANIES COM 792860108 5606 68317 SH DEFINED 0103 68317
SBH UTX ELK CONV PFD STOCK 79549QCY8 13348 186000 SH DEFINED 0107 186000
SAN DIEGO G&E $25 PREFERRED STOCK 797440831 1640 59500 SH DEFINED 0105 59500
SARA LEE CORP COM 803111103 28156 500000 SH DEFINED 0130 500000
SARA LEE CORP COM 803111103 10711 190200 SH DEFINED 0108 190200
SARA LEE CORP COM 803111103 32661 580000 SH DEFINED 0113 580000
SARA LEE CORP COM 803111103 10981 195000 SH DEFINED 0124 195000
SARA LEE CORP COM 803111103 17080 303300 SH DEFINED 0125 303300
SARA LEE CORP COM 803111103 24214 430000 SH DEFINED 0107 430000
SARA LEE CORP COM 803111103 60924 1081889 SH DEFINED 0102 1081889
SARA LEE CORP COM 803111103 24214 430000 SH DEFINED 0131 430000
SARA LEE CORP COM 803111103 7278 129232 SH DEFINED 0103 129232
SARA LEE CORP COM 803111103 4899 87000 SH DEFINED 01 87000
SASOL LTD ADR COM 803866300 2558 242170 SH DEFINED 0102 242170
SAVILLE SYSTEMS IREL COM 805174109 792 19100 SH DEFINED 0102 19100
SAVILLE SYSTEMS IREL COM 805174109 11952 288000 SH DEFINED 0131 288000
<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
SAVILLE SYSTEMS IREL COM 805174109 689 16600 SH DEFINED 0103 16600
SAW TECH COM 805468105 6198 235000 SH DEFINED 011619 235000
HENRY SCHEIN INC COM 806407102 4200 120000 SH DEFINED 011619 120000
HENRY SCHEIN INC COM 806407102 9450 270000 SH DEFINED 011614 270000
HENRY SCHEIN INC COM 806407102 423 12100 SH DEFINED 0102 12100
HENRY SCHEIN INC COM 806407102 4711 134600 SH DEFINED 0131 134600
HENRY SCHEIN INC COM 806407102 298 8500 SH DEFINED 0103 8500
SCHERING PLOUGH COM 806605101 49700 800000 SH DEFINED 0130 800000
SCHERING PLOUGH COM 806605101 9940 160000 SH DEFINED 0124 160000
SCHERING PLOUGH COM 806605101 19855 319600 SH DEFINED 0125 319600
SCHERING PLOUGH COM 806605101 3181 51200 SH DEFINED 011620 51200
SCHERING PLOUGH COM 806605101 140918 2268266 SH DEFINED 0102 2268266
SCHERING PLOUGH COM 806605101 9807 157854 SH DEFINED 0103 157854
SCHLUMBERGER LTD COM 806857108 38238 475000 SH DEFINED 0130 475000
SCHLUMBERGER LTD COM 806857108 14490 180000 SH DEFINED 0108 180000
SCHLUMBERGER LTD COM 806857108 209300 2600000 SH DEFINED 0126 2600000
SCHLUMBERGER LTD COM 806857108 144900 1800000 SH DEFINED 0111 1800000
SCHLUMBERGER LTD COM 806857108 10063 125000 SH DEFINED 0124 125000
SCHLUMBERGER LTD COM 806857108 14546 180700 SH DEFINED 0125 180700
SCHLUMBERGER LTD COM 806857108 12075 150000 SH DEFINED 0135 150000
SCHLUMBERGER LTD COM 806857108 12075 150000 SH DEFINED 011622 150000
SCHLUMBERGER LTD COM 806857108 24150 300000 SH DEFINED 011623 300000
SCHLUMBERGER LTD COM 806857108 52325 650000 SH DEFINED 011516 650000
SCHLUMBERGER LTD COM 806857108 114489 1422181 SH DEFINED 0102 1422181
SCHLUMBERGER LTD COM 806857108 9443 117304 SH DEFINED 0103 117304
SCHLUMBERGER LTD COM 806857108 5917 73500 SH DEFINED 01 73500
SCHOLASTIC CORP COM 807066105 6225 166000 SH DEFINED 0108 166000
SCHWAB CHARLES CORP COM 808513105 2668 63503 SH DEFINED 0102 63503
SCHWAB CHARLES CORP COM 808513105 2016 48065 SH DEFINED 0103 48065
SCIENTIFIC ATLANTA COM 808655104 216 12907 SH DEFINED 0103 12907
SEAGATE TECHNOLOGY COM 811804103 827 42944 SH DEFINED 0103 42944
SEAGATE TECHNOLOGY COM 811804103 1540 80000 SH DEFINED 01 80000
SEAGRAM LTD COM 811850106 2176 67331 SH DEFINED 0103 67331
SEALED AIR CORP COM 812115103 24700 400000 SH DEFINED 011516 400000
SEARS ROEBUCK & CO COM 812387108 3218 71120 SH DEFINED 0103 71120
2ND GLASTONBURY PROP COM 813200995 0 99 SH DEFINED 0102 99
SECURITY CAP B WT98 WARRANT 81413P113 171 32584 SH DEFINED 0113 32584
SECURITY CAPITAL IND COM 814138103 17413 700000 SH DEFINED 0113 700000
SECURITY CAPITAL IND COM 814138103 9950 400000 SH DEFINED 0107 400000
SECURITY DYNAMICS COM 814208104 10725 300000 SH DEFINED 011619 300000
SECURITY DYNAMICS COM 814208104 11798 330000 SH DEFINED 011614 330000
SEDNA GEOTECH UNITS COM 815247994 1630 292969 SH DEFINED 0127 292969
SERVICE CORP INTL COM 817565104 14258 386000 SH DEFINED 0108 386000
SERVICE CORP INTL COM 817565104 70181 1900000 SH DEFINED 0126 1900000
SERVICE CORP INTL COM 817565104 88650 2400000 SH DEFINED 0111 2400000
SERVICE CORP INTL COM 817565104 6590 178400 SH DEFINED 0124 178400
SERVICE CORP INTL COM 817565104 10483 283800 SH DEFINED 0125 283800
SERVICE CORP INTL COM 817565104 4802 130000 SH DEFINED 011622 130000
SERVICE CORP INTL COM 817565104 10712 290000 SH DEFINED 011623 290000
SERVICE CORP INTL COM 817565104 36938 1000000 SH DEFINED 011618 1000000
<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
SERVICE CORP INTL COM 817565104 5910 160000 SH DEFINED 011620 160000
SERVICE CORP INTL COM 817565104 154367 4179275 SH DEFINED 0102 4179275
SERVICE CORP INTL COM 817565104 3539 95791 SH DEFINED 0103 95791
SERVICE CORP INTL COM 817565104 3324 90000 SH DEFINED 01 90000
SERVICEMASTER CO COM 81760N109 39988 1367100 SH DEFINED 0111 1367100
SERVICEMASTER CO COM 81760N109 5168 176700 SH DEFINED 011622 176700
SERVICEMASTER CO COM 81760N109 9995 341700 SH DEFINED 011623 341700
SERVICEMASTER CO COM 81760N109 351 12000 SH DEFINED 0102 12000
SHARED MED SYSTEMS COM 819486101 11550 175000 SH DEFINED 0106 175000
SHARED MED SYSTEMS COM 819486101 300 4539 SH DEFINED 0103 4539
SHERWIN WILLIAMS COM 824348106 8325 300000 SH DEFINED 0108 300000
SHERWIN WILLIAMS COM 824348106 69375 2500000 SH DEFINED 011516 2500000
SHERWIN WILLIAMS COM 824348106 2220 80000 SH DEFINED 011620 80000
SHERWIN WILLIAMS COM 824348106 870 31358 SH DEFINED 0103 31358
SHERWIN WILLIAMS COM 824348106 56 2000 SH DEFINED 01 2000
SHOPKO STORES COM 824911101 26671 1226250 SH DEFINED 0103 1226250
SIERRA PACIFIC RES COM 826425100 11250 300000 SH DEFINED 0128 300000
SIERRA PACIFIC RES COM 826425100 15000 400000 SH DEFINED 0132 400000
SIGMA-ALDRICH COM 826552101 3372 84820 SH DEFINED 0102 84820
SIGMA-ALDRICH COM 826552101 724 18209 SH DEFINED 0103 18209
SIG CORP COM 826912107 4406 150000 SH DEFINED 0132 150000
SILICON GRAPHICS INC COM 827056102 387 31099 SH DEFINED 0103 31099
SIMON DEBARTOLO GRP COM 828781104 22881 700000 SH DEFINED 0113 700000
SIMON DEBARTOLO GRP COM 828781104 4576 140000 SH DEFINED 0107 140000
SIMON DEBARTOLO GRP COM 828781104 17161 525000 SH DEFINED 0131 525000
SIMON DEBARTOLO GRP COM 828781104 915 28000 SH DEFINED 0103 28000
SINCLAIR BROADCASTIN COM 829226109 7460 160000 SH DEFINED 011619 160000
SINCLAIR BROADCASTIN COM 829226109 14454 310000 SH DEFINED 011614 310000
SINCLAIR BROADCASTIN COM 829226109 1054 22600 SH DEFINED 0102 22600
SINCLAIR BROADCASTIN COM 829226109 11941 256100 SH DEFINED 0131 256100
SINCLAIR BROADCASTIN COM 829226109 737 15800 SH DEFINED 0103 15800
SINCLAIR BROAD PFD CONV PFD STOCK 829226505 188 3300 SH DEFINED 0104 3300
SINCLAIR BROAD PFD CONV PFD STOCK 829226505 97 1700 SH DEFINED 011621 1700
SIRROM CAPITAL CORP COM 829905108 17704 339650 SH DEFINED 0102 339650
SIRROM CAPITAL CORP COM 829905108 300 5750 SH DEFINED 0103 5750
SMITH INTL COM 832110100 659 10750 SH DEFINED 0102 10750
SMITH INTL COM 832110100 8163 133000 SH DEFINED 0131 133000
SMITH INTL COM 832110100 454 7400 SH DEFINED 0103 7400
SMITHKLN BCHM PLCADR COM 832378301 36006 700000 SH DEFINED 0130 700000
SMITHKLN BCHM PLCADR COM 832378301 11831 230000 SH DEFINED 0108 230000
SMITHKLN BCHM PLCADR COM 832378301 236613 4600000 SH DEFINED 0126 4600000
SMITHKLN BCHM PLCADR COM 832378301 61725 1200000 SH DEFINED 011516 1200000
SMITHKLN BCHM PLCADR COM 832378301 30863 600000 SH DEFINED 011618 600000
SNYDER COMMUNICATION COM 832914105 19163 525000 SH DEFINED 011614 525000
SNYDER COMMUNICATION COM 832914105 95 2574 SH DEFINED 0102 2574
SNYDER COMMUNICATION COM 832914105 730 20000 SH DEFINED 01 20000
SNAP ON INC COM 833034101 485 11111 SH DEFINED 0103 11111
SOFAMOR/DANEK GROUP COM 834005100 2928 45000 SH DEFINED 011620 45000
SOFTKEY CONV BOND 83402NAA7 13219 15000000 PRN DEFINED 0130 15000000
SOFTKEY CONV BOND 83402NAA7 10575 12000000 PRN DEFINED 0104 12000000
<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
SOFTKEY CONV BOND 83402NAA7 2203 2500000 PRN DEFINED 0109 2500000
SOFTKEY CONV BOND 83402NAA7 4406 5000000 PRN DEFINED 011621 5000000
SOFTKEY CONV BOND 83402NAA7 13219 15000000 PRN DEFINED 011618 15000000
SOFTBRIDGE MICRO SYS COM 834020992 135 13500 SH DEFINED 01 13500
SOFTWARE AG SYSTEMS COM 834025108 3625 250000 SH DEFINED 011619 250000
SOLECTRON CORP COM 834182107 12884 310000 SH DEFINED 0108 310000
SOLECTRON CORP COM 834182107 6068 146000 SH DEFINED 0128 146000
SOLECTRON CORP COM 834182107 38445 925000 SH DEFINED 0111 925000
SOLECTRON CORP COM 834182107 3325 80000 SH DEFINED 011622 80000
SOLECTRON CORP COM 834182107 6650 160000 SH DEFINED 011623 160000
SOLECTRON CORP COM 834182107 62344 1500000 SH DEFINED 011516 1500000
SOLECTRON CORP COM 834182107 39484 950000 SH DEFINED 011618 950000
SOLECTRON CORP COM 834182107 3117 75000 SH DEFINED 011620 75000
SOLECTRON CORP COM 834182107 375 9000 SH DEFINED 0102 9000
SOMNUS MEDICAL TECH COM 835397100 2869 225000 SH DEFINED 011619 225000
SONAT INC COM 835415100 25 550 SH DEFINED 0102 550
SONAT INC COM 835415100 713 15580 SH DEFINED 0103 15580
SO CA EDISON $100 PREFERRED STOCK 842400772 4660 45000 SH DEFINED 0105 45000
SO CA EDISON $100 PREFERRED STOCK 842400780 21085 202250 SH DEFINED 0105 202250
SO CA EDISON $100 PREFERRED STOCK 842400780 2085 20000 SH DEFINED 01 20000
SO CA EDISON $100 PREFERRED STOCK 842400780 521 5000 SH DEFINED 0116 5000
SOUTHERN CO. COM 842587107 3110 120200 SH DEFINED 0103 120200
SOUTHERN ENERGY HOME COM 842814105 2400 300000 SH DEFINED 0128 300000
SO INDIANA G&E 100 PREFERRED STOCK 8431634@2 7434 75000 SH DEFINED 0105 75000
SOUTHTRUST CORP COM 844730101 3806 60000 SH DEFINED 0128 60000
SOUTHTRUST CORP COM 844730101 20617 325000 SH DEFINED 011614 325000
SOUTHTRUST CORP COM 844730101 77 1226 SH DEFINED 0102 1226
SOUTHTRUST CORP COM 844730101 1142 18000 SH DEFINED 01 18000
SOUTHWEST AIRLINES COM 844741108 31028 1260000 SH DEFINED 011618 1260000
SOUTHWEST AIRLINES COM 844741108 222 9000 SH DEFINED 0102 9000
SOUTHWEST AIRLINES COM 844741108 980 39778 SH DEFINED 0103 39778
SPECIALTY FOODS ACQ COM 847498102 113 300000 SH DEFINED 0109 300000
SPECIALTY FOODS ACQ COM 847498102 6 15000 SH DEFINED 011621 15000
SPIROS DEVELOPMENT COM 848935201 2569 150000 SH DEFINED 011619 150000
SPRINGS INDS INC COM 851783100 191 3668 SH DEFINED 0103 3668
SPRINT CORP COM 852061100 4583 78169 SH DEFINED 0103 78169
STABLE CAPITAL FUND COM 852300987 1150546 86035068 SH DEFINED 0103 86035068
STAGESTORE INC COM 85254C107 8409 225000 SH DEFINED 011619 225000
STAGESTORE INC COM 85254C107 14950 400000 SH DEFINED 011614 400000
STAGESTORE INC COM 85254C107 19444 520250 SH DEFINED 0102 520250
STAGESTORE INC COM 85254C107 14143 378400 SH DEFINED 0131 378400
STAGESTORE INC COM 85254C107 1192 31900 SH DEFINED 0103 31900
STANDARD MICROSYSTEM COM 853626109 1477 170000 SH DEFINED 011614 170000
STANDEX INTERNATIONA COM 854231107 4230 120000 SH DEFINED 0128 120000
STANLEY WORKS THE COM 854616109 763 16170 SH DEFINED 0103 16170
STARBUCKS COM 855244109 1115 29050 SH DEFINED 0102 29050
STARBUCKS COM 855244109 13473 351100 SH DEFINED 0131 351100
STARBUCKS COM 855244109 779 20300 SH DEFINED 0103 20300
STARTEC GLOBAL COM 85569E103 2238 100000 SH DEFINED 011619 100000
STARTEC GLOBAL COM 85569E103 3356 150000 SH DEFINED 011614 150000
<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
STATE STREET CORP COM 857477103 218203 3750000 SH DEFINED 0126 3750000
STATE STREET CORP COM 857477103 2909 50000 SH DEFINED 0124 50000
STATE STREET CORP COM 857477103 5819 100000 SH DEFINED 0125 100000
STATE STREET CORP COM 857477103 81463 1400000 SH DEFINED 011516 1400000
STATE STREET CORP COM 857477103 354 6108 SH DEFINED 0102 6108
STATE STREET CORP COM 857477103 2279 39170 SH DEFINED 0103 39170
STEEL DYNAMICS COM 858119100 2800 175000 SH DEFINED 0128 175000
STEEL DYNAMICS COM 858119100 23600 1475000 SH DEFINED 0106 1475000
STEIN MART INC COM 858375108 8894 332500 SH DEFINED 011614 332500
STERIS CORP COM 859152100 14475 300000 SH DEFINED 0106 300000
STERIS CORP COM 859152100 10856 225000 SH DEFINED 011619 225000
STERLING COMMERCE COM 859205106 13838 360000 SH DEFINED 011619 360000
STERLING COMMERCE COM 859205106 15759 410000 SH DEFINED 011614 410000
STERLING COMMERCE COM 859205106 23417 609196 SH DEFINED 0102 609196
STERLING COMMERCE COM 859205106 4613 120000 SH DEFINED 0131 120000
STERLING COMMERCE COM 859205106 678 17638 SH DEFINED 0103 17638
STERLING SOFTWARE IN COM 859547101 8610 210000 SH DEFINED 0128 210000
STERLING SOFTWARE IN COM 859547101 12300 300000 SH DEFINED 0106 300000
STILLWATER MINING COM 860490994 2876 170454 SH DEFINED 0127 170454
STILLWATER MINING COM 860490994 6750 400000 SH DEFINED 0135 400000
STILLWATER MINING CO COM 86074Q102 16750 1000000 SH DEFINED 0130 1000000
STILLWATER MINING CO COM 86074Q102 13231 789900 SH DEFINED 0106 789900
STILLWATER MINING CO COM 86074Q102 1424 85000 SH DEFINED 0127 85000
STILLWATER MINING CO COM 86074Q102 3769 225000 SH DEFINED 0135 225000
STILLWATER MINING CO COM 86074Q102 43 2552 SH DEFINED 0102 2552
STILLWATER MINING CO COM 86074Q102 268 16000 SH DEFINED 01 16000
STONE CONTAINER COM 861589109 172 16524 SH DEFINED 0103 16524
STORAGE USA COM 861907103 11981 300000 SH DEFINED 0106 300000
STORAGE USA COM 861907103 4193 105000 SH DEFINED 0107 105000
STORAGE TRUST REALTY COM 861909109 789 30000 SH DEFINED 0102 30000
STORAGE TRUST REALTY COM 861909109 4868 185000 SH DEFINED 01 185000
STORAGE TECHNOLOGY COM 862111200 15484 250000 SH DEFINED 011614 250000
STRATEGIST GRWTH COM 86278W103 65 1966 SH DEFINED 01 1966
STRATEGIST GRTH TRND COM 86278W202 70 2659 SH DEFINED 01 2659
STRATEGIST SPEC GROW COM 86278W301 686 123440 SH DEFINED 01 123440
STRATEGIST HIGH YLD COM 86278X101 604 132158 SH DEFINED 01 132158
STRATEGIST GVT INC COM 86278X200 568 114717 SH DEFINED 01 114717
STRATEGIST QLTY INC COM 86278X309 576 61868 SH DEFINED 01 61868
STRATEGIST EQTY INC COM 862788106 688 66665 SH DEFINED 01 66665
STRATEGIST TOTAL RET COM 862788205 632 48380 SH DEFINED 01 48380
STRATEGIST BAL FND COM 862788304 671 43255 SH DEFINED 01 43255
STRATEGIST EQTY FND COM 862788403 704 24966 SH DEFINED 01 24966
STRATEGIST TAX FREE COM 862789104 581 124200 SH DEFINED 01 124200
STRATEGIST WORLD INC COM 862790102 562 91490 SH DEFINED 01 91490
STRATEGIST WLD GRTH COM 862790201 536 69209 SH DEFINED 01 69209
STRATEGIST EMERG MKT COM 862790300 539 120254 SH DEFINED 01 120254
STRATEGIST WORLD TEC COM 862790409 524 100000 SH DEFINED 01 100000
SUIZA FOODS CORP COM 865077101 10423 175000 SH DEFINED 0106 175000
SUIZA FOODS CORP COM 865077101 7931 133150 SH DEFINED 011614 133150
SUIZA FOODS CORP COM 865077101 287 4800 SH DEFINED 0102 4800
<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
SUIZA FOODS CORP COM 865077101 3228 54200 SH DEFINED 0131 54200
SUIZA FOODS CORP COM 865077101 205 3450 SH DEFINED 0103 3450
SUN COMMUNITIES INC COM 866674104 6469 180000 SH DEFINED 0128 180000
SUN COMMUNITIES INC COM 866674104 11680 325000 SH DEFINED 0106 325000
SUN COM 866762107 555 13188 SH DEFINED 0103 13188
SUN MICROSYSTEMS INC COM 866810104 2671 66995 SH DEFINED 0103 66995
SUN MICROSYSTEMS INC COM 866810104 2472 62000 SH DEFINED 01 62000
SUN AMERICA COM 866930100 32063 750000 SH DEFINED 0130 750000
SUN AMERICA COM 866930100 13039 305000 SH DEFINED 0108 305000
SUN AMERICA COM 866930100 42750 1000000 SH DEFINED 0126 1000000
SUN AMERICA COM 866930100 5344 125000 SH DEFINED 0124 125000
SUN AMERICA COM 866930100 13146 307500 SH DEFINED 0125 307500
SUN AMERICA COM 866930100 32063 750000 SH DEFINED 011516 750000
SUN AMERICA COM 866930100 7413 173400 SH DEFINED 011619 173400
SUN AMERICA COM 866930100 17100 400000 SH DEFINED 011614 400000
SUN AMERICA COM 866930100 42333 990133 SH DEFINED 0102 990133
SUN AMERICA COM 866930100 8967 209750 SH DEFINED 0131 209750
SUN AMERICA COM 866930100 3745 87625 SH DEFINED 0103 87625
SUN AM CVT PFD PERC CONV PFD STOCK 866930860 23281 500000 SH DEFINED 0130 500000
SUN AM CVT PFD PERC CONV PFD STOCK 866930860 13969 300000 SH DEFINED 0107 300000
SUNBEAM-OSTER INC COM 867071102 10742 255000 SH DEFINED 0108 255000
SUNBEAM-OSTER INC COM 867071102 2106 50000 SH DEFINED 011619 50000
SUNBEAM-OSTER INC COM 867071102 4002 95000 SH DEFINED 011620 95000
SUNBEAM-OSTER INC COM 867071102 8425 200000 SH DEFINED 011614 200000
SUNBEAM-OSTER INC COM 867071102 303 7200 SH DEFINED 0102 7200
SUNBEAM-OSTER INC COM 867071102 3362 79800 SH DEFINED 0131 79800
SUNBEAM-OSTER INC COM 867071102 3471 82401 SH DEFINED 0103 82401
SUNDSTRAND CORP COM 867323107 4962 98500 SH DEFINED 01 98500
SUNGARD DATA COM 867363103 9300 300000 SH DEFINED 011619 300000
SUNRISE MEDICAL COM 867910101 4520 292777 SH DEFINED 0103 292777
SUNTRUST BANKS INC COM 867914103 2772 38836 SH DEFINED 0103 38836
SUPERVALU INC COM 868536103 461 11007 SH DEFINED 0103 11007
SWIFT ENERGY CO COM 870738101 10742 510000 SH DEFINED 011614 510000
SYBRON CORP COM 87114F106 15255 325000 SH DEFINED 0108 325000
SYBRON CORP COM 87114F106 25816 550000 SH DEFINED 0106 550000
SYBRON CORP COM 87114F106 58771 1252125 SH DEFINED 0102 1252125
SYBRON CORP COM 87114F106 10035 213800 SH DEFINED 0131 213800
SYBRON CORP COM 87114F106 9429 200887 SH DEFINED 0103 200887
SYKES ENTERPRISES COM 871237103 11700 600000 SH DEFINED 0106 600000
SYLVAN LEARNING SYS COM 871399101 11852 303850 SH DEFINED 0102 303850
SYLVAN LEARNING SYS COM 871399101 6798 174300 SH DEFINED 0131 174300
SYLVAN LEARNING SYS COM 871399101 597 15300 SH DEFINED 0103 15300
SYNAPTIC PHARM COM 87156R109 1631 150000 SH DEFINED 011619 150000
SYNOPSYS INC COM 871607107 34678 970000 SH DEFINED 0130 970000
SYNOPSYS INC COM 871607107 12125 339190 SH DEFINED 0102 339190
SYNOPSYS INC COM 871607107 211 5910 SH DEFINED 0103 5910
SYNOVUS COM 87161C105 1038 31700 SH DEFINED 0103 31700
SYSCO CORPORATION COM 871829107 3430 75288 SH DEFINED 0102 75288
SYSCO CORPORATION COM 871829107 1443 31677 SH DEFINED 0103 31677
T & W FINANCIAL CORP COM 87215N107 1663 100000 SH DEFINED 011614 100000
<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
TCF FINL CORP MPLS COM 872275102 12218 360000 SH DEFINED 0128 360000
TCF FINL CORP MPLS COM 872275102 5271 155320 SH DEFINED 011619 155320
TCF FINL CORP MPLS COM 872275102 22399 660000 SH DEFINED 011614 660000
TCF FINL CORP MPLS COM 872275102 93 2734 SH DEFINED 0102 2734
TCF FINL CORP MPLS COM 872275102 713 21000 SH DEFINED 01 21000
TECO ENERGY COM 872375100 8438 300000 SH DEFINED 0128 300000
TECO ENERGY COM 872375100 19688 700000 SH DEFINED 0132 700000
TJX COS COM 872540109 1019 29650 SH DEFINED 0103 29650
TRW COM 872649108 26688 500000 SH DEFINED 0113 500000
TRW COM 872649108 6704 125600 SH DEFINED 0124 125600
TRW COM 872649108 13792 258400 SH DEFINED 0125 258400
TRW COM 872649108 22951 430000 SH DEFINED 0107 430000
TRW COM 872649108 14470 271048 SH DEFINED 0102 271048
TRW COM 872649108 21350 400000 SH DEFINED 0131 400000
TRW COM 872649108 2999 56180 SH DEFINED 0103 56180
TRW COM 872649108 5631 105500 SH DEFINED 01 105500
TVX GOLD INC COM 87308K101 1697 500000 SH DEFINED 0127 500000
TAIWAN SEMI ADR COM 874039100 7457 410000 SH DEFINED 011619 410000
TANDY CORP COM 875382103 742 19252 SH DEFINED 0103 19252
TECH DATA CORP COM 878237106 11663 300000 SH DEFINED 0106 300000
TECH SOLUTIONS COM 87872T108 13188 500000 SH DEFINED 011614 500000
TECH SOLUTIONS COM 87872T108 8706 330030 SH DEFINED 0102 330030
TECH SOLUTIONS COM 87872T108 4948 187600 SH DEFINED 0131 187600
TECH SOLUTIONS COM 87872T108 437 16600 SH DEFINED 0103 16600
TECH SOLUTIONS COM 87872T108 528 20000 SH DEFINED 01 20000
TEKTRONIX COM 879131100 361 9106 SH DEFINED 0103 9106
TELE-COMMUNICATION A COM 87924V101 2484 88898 SH DEFINED 0103 88898
TELE DANMARK ADS COM 879242105 32353 1050000 SH DEFINED 0113 1050000
TELE DANMARK ADS COM 879242105 24650 800000 SH DEFINED 0131 800000
TELE DANMARK ADS COM 879242105 1017 33000 SH DEFINED 0103 33000
TELEBRAS ADR COM 879287100 5764 49500 SH DEFINED 0108 49500
TELEBRAS ADR COM 879287100 23288 200000 SH DEFINED 0124 200000
TELEBRAS ADR COM 879287100 13390 115000 SH DEFINED 0112 115000
TELEBRAS ADR COM 879287100 11062 95000 SH DEFINED 0135 95000
TELEBRAS ADR COM 879287100 15137 130000 SH DEFINED 011618 130000
TELEBRAS ADR COM 879287100 8558 73500 SH DEFINED 011620 73500
TELEBRAS ADR COM 879287100 19794 170000 SH DEFINED 011617 170000
TELEFONICA DE ARGENT COM 879378206 13559 364000 SH DEFINED 0124 364000
TELEFONICA DE ARGENT COM 879378206 7674 206000 SH DEFINED 0112 206000
TELEFONICA DE ARGENT COM 879378206 6333 170000 SH DEFINED 0135 170000
TELEFONICA DE ARGENT COM 879378206 11510 309000 SH DEFINED 011617 309000
TELEFONICA DEL PERU COM 879384105 1748 75000 SH DEFINED 0124 75000
TELEFONICA DEL PERU COM 879384105 3613 155000 SH DEFINED 0112 155000
TELEFONICA DEL PERU COM 879384105 3031 130000 SH DEFINED 0135 130000
TELEFONICA DEL PERU COM 879384105 5292 227000 SH DEFINED 011617 227000
TELEFONOS DE MEXICO COM 879403780 14688 262000 SH DEFINED 0124 262000
TELEFONOS DE MEXICO COM 879403780 14016 250000 SH DEFINED 0112 250000
TELEFONOS DE MEXICO COM 879403780 9811 175000 SH DEFINED 0135 175000
TELEFONOS DE MEXICO COM 879403780 21724 387500 SH DEFINED 011617 387500
TELEPORT COMM GRP COM 879463107 23322 425000 SH DEFINED 0130 425000
<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
TELEPORT COMM GRP COM 879463107 8231 150000 SH DEFINED 0132 150000
TELEPORT COMM GRP COM 879463107 10300 187700 SH DEFINED 011614 187700
TELEPORT COMM GRP COM 879463107 13087 238500 SH DEFINED 0102 238500
TELEPORT COMM GRP COM 879463107 7748 141200 SH DEFINED 0131 141200
TELEPORT COMM GRP COM 879463107 708 12900 SH DEFINED 0103 12900
TELLABS COM 879664100 116325 2200000 SH DEFINED 0126 2200000
TELLABS COM 879664100 126900 2400000 SH DEFINED 0111 2400000
TELLABS COM 879664100 2644 50000 SH DEFINED 0124 50000
TELLABS COM 879664100 6197 117200 SH DEFINED 0125 117200
TELLABS COM 879664100 15863 300000 SH DEFINED 011622 300000
TELLABS COM 879664100 31725 600000 SH DEFINED 011623 600000
TELLABS COM 879664100 4230 80000 SH DEFINED 011619 80000
TELLABS COM 879664100 157321 2975386 SH DEFINED 0102 2975386
TELLABS COM 879664100 29483 557600 SH DEFINED 0131 557600
TELLABS COM 879664100 6018 113821 SH DEFINED 0103 113821
TELLABS COM 879664100 5774 109200 SH DEFINED 01 109200
TEMPLE INLAND COM 879868107 542 10352 SH DEFINED 0103 10352
TEMPLETON FOREIGN COM 880196209 5930 596000 SH DEFINED 0103 596000
TENET HEALTHCARE COR COM 88033G100 23188 700000 SH DEFINED 0130 700000
TENET HEALTHCARE COR COM 88033G100 18881 570000 SH DEFINED 0108 570000
TENET HEALTHCARE COR COM 88033G100 6625 200000 SH DEFINED 0124 200000
TENET HEALTHCARE COR COM 88033G100 6459 195000 SH DEFINED 0125 195000
TENET HEALTHCARE COR COM 88033G100 59625 1800000 SH DEFINED 011516 1800000
TENET HEALTHCARE COR COM 88033G100 6426 194000 SH DEFINED 011619 194000
TENET HEALTHCARE COR COM 88033G100 6956 210000 SH DEFINED 011620 210000
TENET HEALTHCARE COR COM 88033G100 52467 1583970 SH DEFINED 0102 1583970
TENET HEALTHCARE COR COM 88033G100 2915 88001 SH DEFINED 0103 88001
TENET HEALTHCARE COR COM 88033G100 2319 70000 SH DEFINED 01 70000
TENNECO INC COM 88037E101 45820 1160000 SH DEFINED 0113 1160000
TENNECO INC COM 88037E101 8888 225000 SH DEFINED 0124 225000
TENNECO INC COM 88037E101 15460 391400 SH DEFINED 0125 391400
TENNECO INC COM 88037E101 18960 480000 SH DEFINED 0107 480000
TENNECO INC COM 88037E101 62621 1585188 SH DEFINED 0102 1585188
TENNECO INC COM 88037E101 21725 550000 SH DEFINED 0131 550000
TENNECO INC COM 88037E101 3540 89618 SH DEFINED 0103 89618
TENNECO INC COM 88037E101 5731 145080 SH DEFINED 01 145080
TERADYNE INC COM 880770102 6400 200000 SH DEFINED 011619 200000
TERADYNE INC COM 880770102 2944 92000 SH DEFINED 01 92000
TEREX CORP NEW COM 880779103 11186 476000 SH DEFINED 011614 476000
TEVA PHARM INDS -AD COM 881624209 6742 142500 SH DEFINED 0124 142500
TEVA PHARM INDS -AD COM 881624209 2957 62500 SH DEFINED 0112 62500
TEVA PHARM INDS -AD COM 881624209 4495 95000 SH DEFINED 011617 95000
TEXACO COM 881694103 5216 95932 SH DEFINED 0103 95932
TEXAS INSTRUMENTS COM 882508104 36000 800000 SH DEFINED 0126 800000
TEXAS INSTRUMENTS COM 882508104 7371 163800 SH DEFINED 0113 163800
TEXAS INSTRUMENTS COM 882508104 36000 800000 SH DEFINED 0111 800000
TEXAS INSTRUMENTS COM 882508104 4986 110800 SH DEFINED 0125 110800
TEXAS INSTRUMENTS COM 882508104 298 6600 SH DEFINED 0102 6600
TEXAS INSTRUMENTS COM 882508104 5652 125600 SH DEFINED 0131 125600
TEXAS INSTRUMENTS COM 882508104 3593 79834 SH DEFINED 0103 79834
<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
TEXAS INSTRUMENTS COM 882508104 3420 76000 SH DEFINED 01 76000
TEXAS UTILITIES COM 882848104 1815 43677 SH DEFINED 0103 43677
TEXAS UTILITIES PREFERRED STOCK 882850431 5576 54000 SH DEFINED 0105 54000
TEXAS UTIL $100 PAR PREFERRED STOCK 882850464 5460 50000 SH DEFINED 0105 50000
TEXTRON INC COM 883203101 1873 29970 SH DEFINED 0103 29970
THERMO-ELECTRON COM 883556102 20915 470000 SH DEFINED 0108 470000
THERMO-ELECTRON COM 883556102 1214 27288 SH DEFINED 0103 27288
THOMAS & BETTS COM 884315102 5670 120000 SH DEFINED 0128 120000
THOMAS & BETTS COM 884315102 6615 140000 SH DEFINED 0125 140000
THOMAS & BETTS COM 884315102 25751 545000 SH DEFINED 0107 545000
THOMAS & BETTS COM 884315102 47250 1000000 SH DEFINED 011516 1000000
THOMAS & BETTS COM 884315102 397 8385 SH DEFINED 0102 8385
THOMAS & BETTS COM 884315102 25988 550000 SH DEFINED 0131 550000
THOMAS & BETTS COM 884315102 1653 34990 SH DEFINED 0103 34990
THOMAS & BETTS COM 884315102 8097 171366 SH DEFINED 01 171366
3 COM CORP COM 885535104 134469 3848822 SH DEFINED 0102 3848822
3 COM CORP COM 885535104 12304 352183 SH DEFINED 0103 352183
3 COM CORP COM 885535104 8702 249100 SH DEFINED 01 249100
TIDEWATER INC COM 886423102 11025 200000 SH DEFINED 0128 200000
TIDEWATER INC COM 886423102 5513 100000 SH DEFINED 011619 100000
TIDEWATER INC COM 886423102 12403 225000 SH DEFINED 011614 225000
TIDEWATER INC COM 886423102 555 10050 SH DEFINED 0102 10050
TIDEWATER INC COM 886423102 6339 115000 SH DEFINED 0131 115000
TIDEWATER INC COM 886423102 380 6900 SH DEFINED 0103 6900
TIER TECHNOLOGIES COM 88650Q100 2419 225000 SH DEFINED 011614 225000
TIME WARNER INC COM 887315109 34100 550000 SH DEFINED 011618 550000
TIME WARNER INC COM 887315109 6303 101664 SH DEFINED 0103 101664
TIME WARNER INC COM 887315109 5580 90000 SH DEFINED 01 90000
TIMES MIRROR CL A COM 887364107 1070 17398 SH DEFINED 0103 17398
TIMKEN CO. COM 887389104 234776 6829840 SH DEFINED 0103 6829840
TITANIUM METAL COM 888339108 12561 435000 SH DEFINED 0106 435000
TOLL BROTHERS COM 889478103 6019 225000 SH DEFINED 0128 225000
TOLL BROTHERS COM 889478103 6019 225000 SH DEFINED 011614 225000
TORCHMARK CORP COM 891027104 1057 25136 SH DEFINED 0103 25136
TORONTO-DOMINION COM 891160509 123 3257 SH DEFINED 0124 3257
TOSCO CORP COM 891490302 11975 316700 SH DEFINED 0108 316700
TOSCO CORP COM 891490302 62542 1654000 SH DEFINED 011516 1654000
TOTAL RENAL CARE COM 89151A107 11226 408100 SH DEFINED 0102 408100
TOTAL RENAL CARE COM 89151A107 6303 229200 SH DEFINED 0131 229200
TOTAL RENAL CARE COM 89151A107 589 21400 SH DEFINED 0103 21400
TOWER AUTOMOTIVE INC CONV BOND 891707AA9 3090 3000000 PRN DEFINED 0130 3000000
TOWER AUTO COM 891707101 7075 168200 SH DEFINED 0128 168200
TOWER AUTO COM 891707101 35177 836300 SH DEFINED 011618 836300
TOYS R US COM 892335100 28346 901650 SH DEFINED 0130 901650
TOYS R US COM 892335100 44286 1408700 SH DEFINED 0113 1408700
TOYS R US COM 892335100 2392 76100 SH DEFINED 0124 76100
TOYS R US COM 892335100 5379 171100 SH DEFINED 0125 171100
TOYS R US COM 892335100 22248 707700 SH DEFINED 0107 707700
TOYS R US COM 892335100 26771 851550 SH DEFINED 011516 851550
TOYS R US COM 892335100 91776 2919245 SH DEFINED 0102 2919245
<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
TOYS R US COM 892335100 34544 1098800 SH DEFINED 0131 1098800
TOYS R US COM 892335100 29354 933764 SH DEFINED 0103 933764
TOYS R US COM 892335100 3615 115000 SH DEFINED 01 115000
TRANSACTION NETWORK COM 893414102 4226 245000 SH DEFINED 0106 245000
TRANSAMERICA CORP COM 893485102 45263 425000 SH DEFINED 0113 425000
TRANSAMERICA CORP COM 893485102 29288 275000 SH DEFINED 0131 275000
TRANSAMERICA CORP COM 893485102 2503 23498 SH DEFINED 0103 23498
TRANSCRYPT INTL COM 89363A101 4478 180000 SH DEFINED 011619 180000
TRANSCRYPT INTL COM 89363A101 16044 645000 SH DEFINED 011614 645000
TRANSITION SYSTEMS COM 893715102 10974 496000 SH DEFINED 011614 496000
TRANSITION SYSTEMS COM 893715102 50 2266 SH DEFINED 0102 2266
TRANSITION SYSTEMS COM 893715102 387 17500 SH DEFINED 01 17500
TRANSOCEAN OFFSHORE COM 893817106 15420 320000 SH DEFINED 0108 320000
TRANSOCEAN OFFSHORE COM 893817106 38550 800000 SH DEFINED 011516 800000
TRANSOCEAN OFFSHORE COM 893817106 3903 81000 SH DEFINED 011620 81000
TRANSOCEAN OFFSHORE COM 893817106 10842 225000 SH DEFINED 011614 225000
TRANSOCEAN OFFSHORE COM 893817106 503 10450 SH DEFINED 0102 10450
TRANSOCEAN OFFSHORE COM 893817106 5792 120200 SH DEFINED 0131 120200
TRANSOCEAN OFFSHORE COM 893817106 352 7300 SH DEFINED 0103 7300
TRANSTECHNOLOGY CORP COM 893889105 4105 145000 SH DEFINED 011619 145000
TRANSDIGM WARRANTS WARRANT 893900993 1895 3989 SH DEFINED 0104 3989
TRANSDIGM WARRANTS WARRANT 893900993 5317 11194 SH DEFINED 0109 11194
TRAVELER'S PROP CAS COM 893939108 44000 1000000 SH DEFINED 0130 1000000
TRAVELER'S PROP CAS COM 893939108 41800 950000 SH DEFINED 011618 950000
TRAVELER'S PROP CAS COM 893939108 4928 112000 SH DEFINED 011620 112000
TRAVELER'S PROP CAS COM 893939108 92438 2100922 SH DEFINED 0102 2100922
TRAVELER'S PROP CAS COM 893939108 11123 252800 SH DEFINED 0131 252800
TRAVELER'S PROP CAS COM 893939108 1047 23800 SH DEFINED 0103 23800
TRAVELER'S PROP CAS COM 893939108 7128 162000 SH DEFINED 01 162000
TRAVELERS INC NEW COM 894190107 32325 600000 SH DEFINED 0130 600000
TRAVELERS INC NEW COM 894190107 14008 260000 SH DEFINED 0108 260000
TRAVELERS INC NEW COM 894190107 323250 6000000 SH DEFINED 0126 6000000
TRAVELERS INC NEW COM 894190107 24244 450000 SH DEFINED 0113 450000
TRAVELERS INC NEW COM 894190107 193950 3600000 SH DEFINED 0111 3600000
TRAVELERS INC NEW COM 894190107 14627 271500 SH DEFINED 0124 271500
TRAVELERS INC NEW COM 894190107 25871 480199 SH DEFINED 0125 480199
TRAVELERS INC NEW COM 894190107 12122 225000 SH DEFINED 0135 225000
TRAVELERS INC NEW COM 894190107 12122 225000 SH DEFINED 011622 225000
TRAVELERS INC NEW COM 894190107 24244 450000 SH DEFINED 011623 450000
TRAVELERS INC NEW COM 894190107 80813 1500000 SH DEFINED 011516 1500000
TRAVELERS INC NEW COM 894190107 77445 1437500 SH DEFINED 011618 1437500
TRAVELERS INC NEW COM 894190107 5091 94500 SH DEFINED 011620 94500
TRAVELERS INC NEW COM 894190107 221082 4103628 SH DEFINED 0102 4103628
TRAVELERS INC NEW COM 894190107 16971 315000 SH DEFINED 0131 315000
TRAVELERS INC NEW COM 894190107 15652 290526 SH DEFINED 0103 290526
TRAVELERS INC NEW COM 894190107 22183 411734 SH DEFINED 01 411734
TRICON GLOBAL REST COM 895953107 808 27799 SH DEFINED 0103 27799
TRIBUNE CO COM 896047107 6225 100000 SH DEFINED 0124 100000
TRIBUNE CO COM 896047107 13234 212600 SH DEFINED 0125 212600
TRIBUNE CO COM 896047107 747 12000 SH DEFINED 0102 12000
<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
TRIBUNE CO COM 896047107 2340 37595 SH DEFINED 0103 37595
TUPPERWARE CORP COM 899896104 286 10252 SH DEFINED 0103 10252
TULTEX CORP COM 899900104 141 34648 SH DEFINED 0102 34648
TYCO INTERNATIONAL COM 902124106 34248 760000 SH DEFINED 0108 760000
TYCO INTERNATIONAL COM 902124106 180250 4000000 SH DEFINED 0126 4000000
TYCO INTERNATIONAL COM 902124106 90125 2000000 SH DEFINED 0111 2000000
TYCO INTERNATIONAL COM 902124106 9161 203300 SH DEFINED 0124 203300
TYCO INTERNATIONAL COM 902124106 11081 245900 SH DEFINED 0125 245900
TYCO INTERNATIONAL COM 902124106 8111 180000 SH DEFINED 011622 180000
TYCO INTERNATIONAL COM 902124106 18025 400000 SH DEFINED 011623 400000
TYCO INTERNATIONAL COM 902124106 90125 2000000 SH DEFINED 011516 2000000
TYCO INTERNATIONAL COM 902124106 58581 1300000 SH DEFINED 011618 1300000
TYCO INTERNATIONAL COM 902124106 12618 280000 SH DEFINED 011619 280000
TYCO INTERNATIONAL COM 902124106 8859 196600 SH DEFINED 011620 196600
TYCO INTERNATIONAL COM 902124106 19828 440000 SH DEFINED 011614 440000
TYCO INTERNATIONAL COM 902124106 279678 6206299 SH DEFINED 0102 6206299
TYCO INTERNATIONAL COM 902124106 21423 475400 SH DEFINED 0131 475400
TYCO INTERNATIONAL COM 902124106 8200 181974 SH DEFINED 0103 181974
TYCO INTERNATIONAL COM 902124106 10333 229300 SH DEFINED 01 229300
UCAR INTERNATIONAL COM 90262K109 31950 800000 SH DEFINED 0130 800000
UCAR INTERNATIONAL COM 90262K109 31950 800000 SH DEFINED 011516 800000
UCAR INTERNATIONAL COM 90262K109 3035 76000 SH DEFINED 011620 76000
UCAR INTERNATIONAL COM 90262K109 4237 106097 SH DEFINED 0102 106097
UCAR INTERNATIONAL COM 90262K109 399 10000 SH DEFINED 01 10000
UICI COM 902737105 8719 250000 SH DEFINED 011614 250000
USX MARATHON GROUP COM 902905827 20250 600000 SH DEFINED 011516 600000
USX MARATHON GROUP COM 902905827 1766 52313 SH DEFINED 0103 52313
USX MARATHON GROUP COM 902905827 675 20000 SH DEFINED 01 20000
UST INC COM 902911106 1233 33390 SH DEFINED 0103 33390
USA WASTE SVCS CONV BOND 902917AB9 5581 5000000 PRN DEFINED 0104 5000000
USA WASTE SVCS CONV BOND 902917AB9 13395 12000000 PRN DEFINED 0107 12000000
USA WASTE SVCS CONV BOND 902917AB9 3349 3000000 PRN DEFINED 011621 3000000
USA WASTE SERVICES I COM 902917103 19233 490000 SH DEFINED 0108 490000
USA WASTE SERVICES I COM 902917103 157000 4000000 SH DEFINED 0126 4000000
USA WASTE SERVICES I COM 902917103 97144 2475000 SH DEFINED 0111 2475000
USA WASTE SERVICES I COM 902917103 7850 200000 SH DEFINED 011622 200000
USA WASTE SERVICES I COM 902917103 14915 380000 SH DEFINED 011623 380000
USA WASTE SERVICES I COM 902917103 86350 2200000 SH DEFINED 011516 2200000
USA WASTE SERVICES I COM 902917103 13103 333825 SH DEFINED 011619 333825
USA WASTE SERVICES I COM 902917103 6280 160000 SH DEFINED 011620 160000
USA WASTE SERVICES I COM 902917103 12756 325000 SH DEFINED 011614 325000
USA WASTE SERVICES I COM 902917103 98796 2517058 SH DEFINED 0102 2517058
USA WASTE SERVICES I COM 902917103 27381 697612 SH DEFINED 0131 697612
USA WASTE SERVICES I COM 902917103 2994 76285 SH DEFINED 0103 76285
U.S. BANCORP (NEW) COM 902973106 336 3000 SH DEFINED 0102 3000
U.S. BANCORP (NEW) COM 902973106 5065 45248 SH DEFINED 0103 45248
UNUM CORP COM 903192102 11136 204800 SH DEFINED 0108 204800
UNUM CORP COM 903192102 81563 1500000 SH DEFINED 0126 1500000
UNUM CORP COM 903192102 17148 315370 SH DEFINED 0124 315370
UNUM CORP COM 903192102 20380 374800 SH DEFINED 0125 374800
<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
UNUM CORP COM 903192102 1648 30300 SH DEFINED 011618 30300
UNUM CORP COM 903192102 3806 70000 SH DEFINED 011619 70000
UNUM CORP COM 903192102 513341 9440405 SH DEFINED 0102 9440405
UNUM CORP COM 903192102 15209 279700 SH DEFINED 0131 279700
UNUM CORP COM 903192102 6076 111740 SH DEFINED 0103 111740
UNUM CORP COM 903192102 20549 377900 SH DEFINED 01 377900
URS CORP COM 903236107 2609 167624 SH DEFINED 0103 167624
U S F & G CORP COM 903290104 430 19488 SH DEFINED 0103 19488
USX-US STEEL GROUP COM 90337T101 487 15570 SH DEFINED 0103 15570
US XPRESS ENTERPRISE COM 90338N103 6018 272000 SH DEFINED 011614 272000
ULTRAMAR DIAMOND SHA COM 904000106 39844 1250000 SH DEFINED 0113 1250000
ULTRAMAR DIAMOND SHA COM 904000106 797 25000 SH DEFINED 0103 25000
UNIBANCO ADR COM 90458E107 7242 225000 SH DEFINED 0135 225000
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 5696 140000 SH DEFINED 0108 140000
UNIFI, INC. COM 904677101 1566 38500 SH DEFINED 011620 38500
UNILEVER NV NY SHRS COM 904784501 48389 775000 SH DEFINED 0130 775000
UNILEVER NV NY SHRS COM 904784501 7259 116256 SH DEFINED 0103 116256
UNICOM CORP COM 904911104 1208 39285 SH DEFINED 0103 39285
UNION CAMP CORP COM 905530101 38499 717100 SH DEFINED 0113 717100
UNION CAMP CORP COM 905530101 5326 99200 SH DEFINED 0125 99200
UNION CAMP CORP COM 905530101 20401 380000 SH DEFINED 0107 380000
UNION CAMP CORP COM 905530101 360 6700 SH DEFINED 0102 6700
UNION CAMP CORP COM 905530101 25502 475000 SH DEFINED 0131 475000
UNION CAMP CORP COM 905530101 2191 40801 SH DEFINED 0103 40801
UNION CARBIDE CORP COM 905581104 969 22561 SH DEFINED 0103 22561
UNION ELECTRIC COM 906548102 802 18552 SH DEFINED 0103 18552
UNION PACIFIC CORP COM 907818108 5594 89600 SH DEFINED 0113 89600
UNION PACIFIC CORP COM 907818108 21229 340000 SH DEFINED 0107 340000
UNION PACIFIC CORP COM 907818108 4202 67300 SH DEFINED 0131 67300
UNION PACIFIC CORP COM 907818108 2996 47976 SH DEFINED 0103 47976
UNION PACIFIC CORP COM 907818108 6525 104500 SH DEFINED 01 104500
UP RESOURSE COM 907834105 1081 44572 SH DEFINED 0103 44572
UNISITE INC. WARRENT WARRANT 908910110 0 4372 SH DEFINED 0109 4372
UNISITE OPTIONAL WTS WARRANT 908910128 0 132 SH DEFINED 0109 132
UNIPHASE CORP COM 909149106 5172 125000 SH DEFINED 011619 125000
UNIPHASE CORP COM 909149106 394 9500 SH DEFINED 0102 9500
UNIPHASE CORP COM 909149106 4411 106600 SH DEFINED 0131 106600
UNIPHASE CORP COM 909149106 277 6700 SH DEFINED 0103 6700
UNISOURCE COM 909208100 16044 1125900 SH DEFINED 0107 1125900
UNISOURCE COM 909208100 4353 305479 SH DEFINED 01 305479
UNISYS CORP COM 909214108 426 30691 SH DEFINED 0103 30691
UTD DOMINION IND LTD COM 909914103 4214 166495 SH DEFINED 0103 166495
UNITED HEALTHCARE COM 910581107 69563 1400000 SH DEFINED 0126 1400000
UNITED HEALTHCARE COM 910581107 49688 1000000 SH DEFINED 0111 1000000
UNITED HEALTHCARE COM 910581107 4969 100000 SH DEFINED 0124 100000
UNITED HEALTHCARE COM 910581107 5217 105000 SH DEFINED 0125 105000
<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
UNITED HEALTHCARE COM 910581107 31800 640000 SH DEFINED 011618 640000
UNITED HEALTHCARE COM 910581107 10813 217544 SH DEFINED 0102 217544
UNITED HEALTHCARE COM 910581107 2220 44672 SH DEFINED 0103 44672
UNITED MERIDIAN CORP COM 910865104 4922 175000 SH DEFINED 0128 175000
UNITED MERIDIAN CORP COM 910865104 4219 150000 SH DEFINED 0106 150000
US AIR GROUP INC. COM 911905107 1030 16486 SH DEFINED 0103 16486
US OFFICE PRODUCTS CONV BOND 912325AD9 7560 8000000 PRN DEFINED 011618 8000000
US OFFICE PRODUCTS COM 912325107 5888 300000 SH DEFINED 011619 300000
US OFFICE PRODUCTS COM 912325107 8831 450000 SH DEFINED 011614 450000
U. S. SURGICAL CORP COM 912707106 378 12896 SH DEFINED 0103 12896
U S WEST COM 912889102 40613 900000 SH DEFINED 0130 900000
U S WEST COM 912889102 83481 1850000 SH DEFINED 0126 1850000
U S WEST COM 912889102 15568 345000 SH DEFINED 0113 345000
U S WEST COM 912889102 31588 700000 SH DEFINED 0132 700000
U S WEST COM 912889102 12725 282000 SH DEFINED 0124 282000
U S WEST COM 912889102 22563 500000 SH DEFINED 0125 500000
U S WEST COM 912889102 11507 255000 SH DEFINED 0107 255000
U S WEST COM 912889102 1541 34134 SH DEFINED 0102 34134
U S WEST COM 912889102 11958 265000 SH DEFINED 0131 265000
U S WEST COM 912889102 6455 143053 SH DEFINED 0103 143053
US WEST MEDIA COM 912889201 3073 106427 SH DEFINED 0103 106427
UNITED STATIONERS COM 913004107 7700 160000 SH DEFINED 0128 160000
UNITED TECHNOLOGIES COM 913017109 145625 2000000 SH DEFINED 0126 2000000
UNITED TECHNOLOGIES COM 913017109 16383 225000 SH DEFINED 011618 225000
UNITED TECHNOLOGIES COM 913017109 1864 25600 SH DEFINED 011620 25600
UNITED TECHNOLOGIES COM 913017109 3114 42761 SH DEFINED 0103 42761
UNITED TECHNOLOGIES COM 913017109 5559 76350 SH DEFINED 01 76350
UNITED WISCONSIN SVC COM 913236105 5413 210222 SH DEFINED 0103 210222
UNIVERSAL OUTDOOR COM 91377M105 11110 213650 SH DEFINED 0102 213650
UNIVERSAL OUTDOOR COM 91377M105 11341 218100 SH DEFINED 0131 218100
UNIVERSAL OUTDOOR COM 91377M105 876 16850 SH DEFINED 0103 16850
UNOCAL CORP COM 915289102 38813 1000000 SH DEFINED 0130 1000000
UNOCAL CORP COM 915289102 11644 300000 SH DEFINED 0124 300000
UNOCAL CORP COM 915289102 18630 480000 SH DEFINED 0125 480000
UNOCAL CORP COM 915289102 38813 1000000 SH DEFINED 011516 1000000
UNOCAL CORP COM 915289102 121966 3142371 SH DEFINED 0102 3142371
UNOCAL CORP COM 915289102 4074 104959 SH DEFINED 0103 104959
UNOCAL CORP COM 915289102 5900 152000 SH DEFINED 01 152000
URBAN SHOPPING CTRS COM 917060105 16475 472400 SH DEFINED 0131 472400
V. F. CORP COM 918204108 1048 22824 SH DEFINED 0103 22824
VAIL RESORTS INC COM 91879Q109 2801 108000 SH DEFINED 0128 108000
STAR PORTFOLIO COM 921909107 2 123 SH DEFINED 01 123
VANGUARD GRTH & INCM COM 921913109 10199 389406 SH DEFINED 0103 389406
VAUGHN BASSETT FURN COM 922272117 171 5741 SH DEFINED 0102 5741
VAUGHAN FURNITURE COM 92238L104 17 200 SH DEFINED 0102 200
VERITAS SOFTWARE COM 923436109 28463 558100 SH DEFINED 0102 558100
VERITAS SOFTWARE COM 923436109 11977 234850 SH DEFINED 0131 234850
VERITAS SOFTWARE COM 923436109 1226 24050 SH DEFINED 0103 24050
VESTA INSURANCE COM 925391104 11875 200000 SH DEFINED 0106 200000
VIASOFT COM 92552U102 12675 300000 SH DEFINED 0106 300000
<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
VIASOFT COM 92552U102 21125 500000 SH DEFINED 011619 500000
VIASOFT COM 92552U102 19013 450000 SH DEFINED 011614 450000
VIASOFT COM 92552U102 15772 373250 SH DEFINED 0102 373250
VIASOFT COM 92552U102 12624 298800 SH DEFINED 0131 298800
VIASOFT COM 92552U102 1023 24200 SH DEFINED 0103 24200
VIACOM INC CL B COM 925524308 2656 64095 SH DEFINED 0103 64095
VIRGINIA-AMER WTR CO PREFERRED STOCK 927990200 183 2000 SH DEFINED 0113 2000
VISHAY INTRTECHNOLOG COM 928298108 0 0 SH DEFINED 0111
VORNADO COM 929042109 8730 186000 SH DEFINED 011614 186000
WHX CORPORATION COM 929248102 3272 275537 SH DEFINED 0103 275537
WICOR INC COM 929253102 9288 200000 SH DEFINED 0132 200000
WPP GROUP PLC -ADR COM 929309300 8713 193085 SH DEFINED 0103 193085
WACHOVIA CORP COM 929771103 40563 500000 SH DEFINED 0130 500000
WACHOVIA CORP COM 929771103 4356 53700 SH DEFINED 0108 53700
WACHOVIA CORP COM 929771103 81125 1000000 SH DEFINED 0126 1000000
WACHOVIA CORP COM 929771103 19559 241100 SH DEFINED 0124 241100
WACHOVIA CORP COM 929771103 27477 338700 SH DEFINED 0125 338700
WACHOVIA CORP COM 929771103 63689 785142 SH DEFINED 0102 785142
WACHOVIA CORP COM 929771103 6309 77766 SH DEFINED 0103 77766
WACHOVIA CORP COM 929771103 6613 81500 SH DEFINED 01 81500
WAL MART STORES COM 931142103 39438 1000000 SH DEFINED 0130 1000000
WAL MART STORES COM 931142103 141975 3600000 SH DEFINED 0126 3600000
WAL MART STORES COM 931142103 22349 566700 SH DEFINED 0124 566700
WAL MART STORES COM 931142103 32749 830400 SH DEFINED 0125 830400
WAL MART STORES COM 931142103 11674 296000 SH DEFINED 0135 296000
WAL MART STORES COM 931142103 86763 2200000 SH DEFINED 011516 2200000
WAL MART STORES COM 931142103 32733 830000 SH DEFINED 011618 830000
WAL MART STORES COM 931142103 159575 4046016 SH DEFINED 0102 4046016
WAL MART STORES COM 931142103 19839 503067 SH DEFINED 0103 503067
WAL MART STORES COM 931142103 10924 277000 SH DEFINED 01 277000
WALBRO CORP COM 931154108 2628 195562 SH DEFINED 0103 195562
WALGREEN CO. COM 931422109 1412 45000 SH DEFINED 0124 45000
WALGREEN CO. COM 931422109 7420 236500 SH DEFINED 0125 236500
WALGREEN CO. COM 931422109 6746 215000 SH DEFINED 0135 215000
WALGREEN CO. COM 931422109 442 14050 SH DEFINED 0102 14050
WALGREEN CO. COM 931422109 2962 94400 SH DEFINED 0103 94400
WARNER LAMBERT CO COM 934488107 6211 50087 SH DEFINED 0103 50087
WARNER LAMBERT CO COM 934488107 4092 33000 SH DEFINED 01 33000
WASHINGTON GAS LIGHT COM 938837101 7734 250000 SH DEFINED 0132 250000
WASHINGTON MUT INC COM 939322103 31906 500000 SH DEFINED 0130 500000
WASHINGTON MUT INC COM 939322103 14996 235000 SH DEFINED 0108 235000
WASHINGTON MUT INC COM 939322103 7128 111700 SH DEFINED 0113 111700
WASHINGTON MUT INC COM 939322103 159531 2500000 SH DEFINED 0111 2500000
WASHINGTON MUT INC COM 939322103 11467 179700 SH DEFINED 0124 179700
WASHINGTON MUT INC COM 939322103 19973 313000 SH DEFINED 0125 313000
WASHINGTON MUT INC COM 939322103 21696 340000 SH DEFINED 0107 340000
WASHINGTON MUT INC COM 939322103 14039 220000 SH DEFINED 011622 220000
WASHINGTON MUT INC COM 939322103 25525 400000 SH DEFINED 011623 400000
WASHINGTON MUT INC COM 939322103 63813 1000000 SH DEFINED 011516 1000000
WASHINGTON MUT INC COM 939322103 62926 986100 SH DEFINED 011618 986100
<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
WASHINGTON MUT INC COM 939322103 9572 150000 SH DEFINED 011619 150000
WASHINGTON MUT INC COM 939322103 5022 78700 SH DEFINED 011620 78700
WASHINGTON MUT INC COM 939322103 26801 420000 SH DEFINED 011614 420000
WASHINGTON MUT INC COM 939322103 261877 4103842 SH DEFINED 0102 4103842
WASHINGTON MUT INC COM 939322103 18365 287800 SH DEFINED 0131 287800
WASHINGTON MUT INC COM 939322103 7331 114881 SH DEFINED 0103 114881
WASHINGTON MUT INC COM 939322103 21830 342100 SH DEFINED 01 342100
WASTE MANAGEMENT INC COM 94106K101 2189 79611 SH DEFINED 0103 79611
WATERS CORPORATION COM 941848103 13169 350000 SH DEFINED 0106 350000
WATSON PHARMACEUTICA COM 942683103 8434 260000 SH DEFINED 0128 260000
WATSON PHARMACEUTICA COM 942683103 28383 875000 SH DEFINED 0106 875000
WATSON PHARMACEUTICA COM 942683103 12975 400000 SH DEFINED 011619 400000
WATSON PHARMACEUTICA COM 942683103 22706 700000 SH DEFINED 011614 700000
WATSON PHARMACEUTICA COM 942683103 33063 1019292 SH DEFINED 0102 1019292
WATSON PHARMACEUTICA COM 942683103 18236 562200 SH DEFINED 0131 562200
WATSON PHARMACEUTICA COM 942683103 1547 47700 SH DEFINED 0103 47700
WATSON PHARMACEUTICA COM 942683103 454 14000 SH DEFINED 01 14000
WELLS FARGO & CO COM 949740104 5422 15973 SH DEFINED 0103 15973
WENDYS INTL INC COM 950590109 557 23147 SH DEFINED 0103 23147
WEST COMPANY COM 953348109 10597 356204 SH DEFINED 0103 356204
WESTERN ATLAS INC COM 957674104 785 10602 SH DEFINED 0103 10602
WESTERN RES COM 959425109 17200 400000 SH DEFINED 0131 400000
WESTERN RES COM 959425109 516 12000 SH DEFINED 0103 12000
WESTERN RESOURCE INC PREFERRED STOCK 959425406 634 10000 SH DEFINED 0113 10000
WESTERN RESOURCES PREFERRED STOCK 959425604 7904 76000 SH DEFINED 0105 76000
WESTERN RESOURCES PREFERRED STOCK 959425604 7280 70000 SH DEFINED 01 70000
WESTVACO CORP COM 961548104 582 18518 SH DEFINED 0103 18518
WEYERHAUESER COM 962166104 34344 700000 SH DEFINED 0113 700000
WEYERHAUESER COM 962166104 13247 270000 SH DEFINED 0107 270000
WEYERHAUESER COM 962166104 25758 525000 SH DEFINED 0131 525000
WEYERHAUESER COM 962166104 2807 57213 SH DEFINED 0103 57213
WHIRLPOOL CORP COM 963320106 745 13543 SH DEFINED 0103 13543
WHIRLPOOL FIN $100 B PREFERRED STOCK 963328208 19058 180000 SH DEFINED 0105 180000
WHITMAN CORP COM 96647K102 466 17869 SH DEFINED 0103 17869
WHITMAN & HART COM 966834103 6850 200000 SH DEFINED 011619 200000
WHITMAN & HART COM 966834103 13700 400000 SH DEFINED 011614 400000
WHITMAN & HART COM 966834103 19510 569650 SH DEFINED 0102 569650
WHITMAN & HART COM 966834103 9446 275800 SH DEFINED 0131 275800
WHITMAN & HART COM 966834103 918 26800 SH DEFINED 0103 26800
WHOLE FOODS MARKET COM 966837106 21135 413400 SH DEFINED 0102 413400
WHOLE FOODS MARKET COM 966837106 394 7700 SH DEFINED 0103 7700
WILLAMETTE IND INC COM 969133107 51500 1600000 SH DEFINED 011516 1600000
WILLAMETTE IND INC COM 969133107 649 20178 SH DEFINED 0103 20178
WILLIAM COMPANIES COM 969457100 1639 57752 SH DEFINED 0103 57752
WINN-DIXIE COM 974280109 1181 27039 SH DEFINED 0103 27039
WINSTAR COM 975515107 11222 450000 SH DEFINED 011614 450000
WIRELESS ONE COM 97652H109 50 25000 SH DEFINED 0109 25000
WIRELESS ONE WTS COM 97652H117 6 23250 SH DEFINED 0109 23250
WISCONSIN CENTRAL TR COM 976592105 3039 130000 SH DEFINED 011620 130000
WOLVERINE COM 978097103 28746 1270500 SH DEFINED 0102 1270500
<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
WOLVERINE COM 978097103 532 23500 SH DEFINED 0103 23500
WOOLWORTH CORP COM 980883102 482 23676 SH DEFINED 0103 23676
WORLDCOM INC COM 98155K102 8168 270000 SH DEFINED 0108 270000
WORLDCOM INC COM 98155K102 66550 2200000 SH DEFINED 0126 2200000
WORLDCOM INC COM 98155K102 96800 3200000 SH DEFINED 0111 3200000
WORLDCOM INC COM 98155K102 5052 167000 SH DEFINED 0124 167000
WORLDCOM INC COM 98155K102 10279 339800 SH DEFINED 0125 339800
WORLDCOM INC COM 98155K102 9075 300000 SH DEFINED 011622 300000
WORLDCOM INC COM 98155K102 21175 700000 SH DEFINED 011623 700000
WORLDCOM INC COM 98155K102 37056 1225000 SH DEFINED 011618 1225000
WORLDCOM INC COM 98155K102 3237 107000 SH DEFINED 011620 107000
WORLDCOM INC COM 98155K102 16638 550000 SH DEFINED 011614 550000
WORLDCOM INC COM 98155K102 14008 462941 SH DEFINED 0102 462941
WORLDCOM INC COM 98155K102 5998 198268 SH DEFINED 0103 198268
WORLDCOM INC COM 98155K102 7865 260000 SH DEFINED 01 260000
WORLDCOM INC CVT PFD CONV PFD STOCK 98155K300 7731 73625 SH DEFINED 0130 73625
WORLDCOM INC CVT PFD CONV PFD STOCK 98155K300 13395 127575 SH DEFINED 0132 127575
WORTHINGTON IND COM 981811102 280 16982 SH DEFINED 0103 16982
WRIGLEY WM JR CO COM 982526105 1743 21907 SH DEFINED 0103 21907
WYMAN-GORDON COM 983085101 981 50000 SH DEFINED 0128 50000
XILINX INC 144A CONV BOND 983919AA9 9788 10000000 PRN DEFINED 0130 10000000
XILINX COM 983919101 4278 122000 SH DEFINED 01 122000
XEROX COM 984121103 36906 500000 SH DEFINED 0130 500000
XEROX COM 984121103 5905 80000 SH DEFINED 0108 80000
XEROX COM 984121103 73813 1000000 SH DEFINED 0126 1000000
XEROX COM 984121103 21361 289400 SH DEFINED 0113 289400
XEROX COM 984121103 4613 62500 SH DEFINED 0124 62500
XEROX COM 984121103 9994 135400 SH DEFINED 0125 135400
XEROX COM 984121103 13286 180000 SH DEFINED 0135 180000
XEROX COM 984121103 15936 215900 SH DEFINED 0107 215900
XEROX COM 984121103 4429 60000 SH DEFINED 011620 60000
XEROX COM 984121103 568 7700 SH DEFINED 0102 7700
XEROX COM 984121103 16423 222500 SH DEFINED 0131 222500
XEROX COM 984121103 5820 78847 SH DEFINED 0103 78847
XEROX COM 984121103 5167 70000 SH DEFINED 01 70000
XYLAN CORP COM 984151100 5294 350000 SH DEFINED 011614 350000
YAPI VE KREDI BANKAG COM 984848101 972 25000 SH DEFINED 0124 25000
YORK GROUP INC COM 986632107 2803 115000 SH DEFINED 0128 115000
ZERO CORP COM 989484100 6796 229400 SH DEFINED 0128 229400
ZERO CORP COM 989484100 640 21617 SH DEFINED 0103 21617
FLAGSTAR STABLE VALU COM 9900072E5 10677 987871 SH DEFINED 0103 987871
INCOME FUND III COM 990007213 19684 1529917 SH DEFINED 0103 1529917
SCHEIN POOLED STABLE COM 9900074G8 3379 332940 SH DEFINED 0103 332940
SIEBE STABLE VALUE COM 990007742 80484 7029292 SH DEFINED 0103 7029292
EMERGING GROWTH 2 COM 990007916 7710 670463 SH DEFINED 0103 670463
STABLE CAPITAL II COM 990007940 9532 759974 SH DEFINED 0103 759974
AM EXP RESEARCH 839 COM 990008393 35838 1035789 SH DEFINED 0103 1035789
FEDERAL INCOME FUND COM 990008443 89455 5839051 SH DEFINED 0103 5839051
EQY BASE INDEX COM 990008450 1246316 44886405 SH DEFINED 0103 44886405
EQUITY INDEX 2 COM 990008484 4995 192988 SH DEFINED 0103 192988
<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
AM EXP TST BND 831 COM 990009086 45201 872701 SH DEFINED 0103 872701
AM EXP TST EMERG 837 COM 990009300 20336 228915 SH DEFINED 0103 228915
AM EXP TST CORE 838 COM 990009318 29946 257510 SH DEFINED 0103 257510
MANAGED GIC FUND COM 990009326 135868 4841721 SH DEFINED 0103 4841721
INTERNATION COM 990009995 5643 553698 SH DEFINED 0103 553698
EQUITY INDEX 3 COM 990018509 8944 375019 SH DEFINED 0103 375019
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 1914 169253 SH DEFINED 0103 169253
STATE STREET EAFE COM 994691350 2461 237323 SH DEFINED 0103 237323
REPORT SUMMARY 3410 DATA RECORDS 71841731 35 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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