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Previous: ARRHYTHMIA RESEARCH TECHNOLOGY INC /DE/, SC 13D, 1998-04-22 |
Next: DREYFUS CASH MANAGEMENT PLUS INC, 24F-2NT, 1998-04-22 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 03/31/98
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 03/31/98
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
ACE LIMITED COM G0070K103 19221 510000 SH DEFINED 0108 510000
ACE LIMITED COM G0070K103 271350 7200000 SH DEFINED 0126 7200000
ACE LIMITED COM G0070K103 10885 288819 SH DEFINED 0128 288819
ACE LIMITED COM G0070K103 124369 3300000 SH DEFINED 011516 3300000
ACE LIMITED COM G0070K103 5653 150000 SH DEFINED 011619 150000
ACE LIMITED COM G0070K103 4308 114300 SH DEFINED 011620 114300
ACE LIMITED COM G0070K103 15075 400000 SH DEFINED 011614 400000
ACE LIMITED COM G0070K103 1249 33150 SH DEFINED 0102 33150
ACE LIMITED COM G0070K103 16564 439500 SH DEFINED 0131 439500
ACE LIMITED COM G0070K103 916 24300 SH DEFINED 0103 24300
EXEL LTD COM G3242A102 77500 1000000 SH DEFINED 0130 1000000
EXEL LTD COM G3242A102 24800 320000 SH DEFINED 0107 320000
EXEL LTD COM G3242A102 18600 240000 SH DEFINED 011614 240000
EXEL LTD COM G3242A102 11253 145205 SH DEFINED 01 145205
LORAL SPACE & COMM COM G56462107 24356 871800 SH DEFINED 011618 871800
MIDOCEAN LTD COM G61061100 34410 444000 SH DEFINED 0130 444000
MIDOCEAN LTD COM G61061100 41850 540000 SH DEFINED 0107 540000
PEAK INTL LTD ADR COM G69586108 6344 250000 SH DEFINED 011619 250000
SANTA FE INTL CORP COM G7805C108 18153 478500 SH DEFINED 0113 478500
SANTA FE INTL CORP COM G7805C108 7588 200000 SH DEFINED 011619 200000
SANTA FE INTL CORP COM G7805C108 11381 300000 SH DEFINED 011614 300000
SANTA FE INTL CORP COM G7805C108 14242 375400 SH DEFINED 0131 375400
SANTA FE INTL CORP COM G7805C108 577 15200 SH DEFINED 0103 15200
SCANDINAVIAN BROAD COM L8137H108 6600 200000 SH DEFINED 011619 200000
CHECKPOINT SOFTWARE COM M22465104 6853 150000 SH DEFINED 011619 150000
CHECKPOINT SOFTWARE COM M22465104 24580 538000 SH DEFINED 011614 538000
ESC MEDICAL COM M40868107 10889 310000 SH DEFINED 011614 310000
ESC MEDICAL COM M40868107 53 1493 SH DEFINED 0102 1493
ESC MEDICAL COM M40868107 790 22500 SH DEFINED 01 22500
FUNDTECH LTD COM M47095100 3600 200000 SH DEFINED 011619 200000
RADCOM LTD COM M81865103 608 135000 SH DEFINED 011619 135000
TEFRON LTD COM M87482101 2540 104200 SH DEFINED 011614 104200
CORE LABS COM N22717107 19500 800000 SH DEFINED 0106 800000
PANAMERICAN BEV COM P74823108 2006 50000 SH DEFINED 0124 50000
PANAMERICAN BEV COM P74823108 4815 120000 SH DEFINED 0112 120000
PANAMERICAN BEV COM P74823108 7223 180000 SH DEFINED 011617 180000
STEINER LEISURE LTD COM P8744Y102 3684 72500 SH DEFINED 011619 72500
STEINER LEISURE LTD COM P8744Y102 31758 625000 SH DEFINED 011614 625000
ROYAL CARIBBEAN COM V7780T103 984 14050 SH DEFINED 0102 14050
ROYAL CARIBBEAN COM V7780T103 11518 164400 SH DEFINED 0131 164400
ROYAL CARIBBEAN COM V7780T103 680 9700 SH DEFINED 0103 9700
ROYAL OLYMPIC CRUISE COM V7780Z109 5863 350000 SH DEFINED 011614 350000
ABR INFORMATION COM 00077R108 22500 800000 SH DEFINED 0111 800000
ACSYS INC COM 00087X103 1906 115500 SH DEFINED 011619 115500
ADC TELECOM COM 000886101 7993 290000 SH DEFINED 0108 290000
ADC TELECOM COM 000886101 55125 2000000 SH DEFINED 0126 2000000
ADC TELECOM COM 000886101 30870 1120000 SH DEFINED 0106 1120000
ADC TELECOM COM 000886101 27563 1000000 SH DEFINED 011618 1000000
ADC TELECOM COM 000886101 5513 200000 SH DEFINED 011619 200000
ADC TELECOM COM 000886101 2894 105000 SH DEFINED 011620 105000
<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
ADC TELECOM COM 000886101 18605 675000 SH DEFINED 011614 675000
ADC TELECOM COM 000886101 31416 1139836 SH DEFINED 0102 1139836
ADC TELECOM COM 000886101 557 20210 SH DEFINED 0103 20210
ADC TELECOM COM 000886101 717 26000 SH DEFINED 01 26000
AGCO CORP COM 001084102 4898 165000 SH DEFINED 0128 165000
AMB PROPERTY CORP COM 00163T109 3920 162500 SH DEFINED 011619 162500
AMR CORP DEL COM 001765106 42956 300000 SH DEFINED 0130 300000
AMR CORP DEL COM 001765106 286375 2000000 SH DEFINED 0126 2000000
AMR CORP DEL COM 001765106 35954 251100 SH DEFINED 0113 251100
AMR CORP DEL COM 001765106 11025 77000 SH DEFINED 0124 77000
AMR CORP DEL COM 001765106 20046 140000 SH DEFINED 0125 140000
AMR CORP DEL COM 001765106 17898 125000 SH DEFINED 0135 125000
AMR CORP DEL COM 001765106 21478 150000 SH DEFINED 011516 150000
AMR CORP DEL COM 001765106 32251 225234 SH DEFINED 0102 225234
AMR CORP DEL COM 001765106 25774 180000 SH DEFINED 0131 180000
AMR CORP DEL COM 001765106 5097 35594 SH DEFINED 0103 35594
ARCO CHEMICAL CO COM 001920107 33944 716500 SH DEFINED 0107 716500
AT&T CORP COM 001957109 45938 700000 SH DEFINED 0130 700000
AT&T CORP COM 001957109 91875 1400000 SH DEFINED 0126 1400000
AT&T CORP COM 001957109 10500 160000 SH DEFINED 0132 160000
AT&T CORP COM 001957109 16734 255000 SH DEFINED 0124 255000
AT&T CORP COM 001957109 29170 444500 SH DEFINED 0125 444500
AT&T CORP COM 001957109 72188 1100000 SH DEFINED 011516 1100000
AT&T CORP COM 001957109 2648 40344 SH DEFINED 0102 40344
AT&T CORP COM 001957109 24454 372629 SH DEFINED 0103 372629
AT&T CORP COM 001957109 5709 87000 SH DEFINED 01 87000
ATMI INC COM 00207R101 9468 313000 SH DEFINED 011614 313000
ABBOTT LABS COM 002824100 3902 51812 SH DEFINED 0102 51812
ABBOTT LABS COM 002824100 12124 160980 SH DEFINED 0103 160980
ABERCROMBIE & FITCH COM 002896207 18508 440000 SH DEFINED 011614 440000
ACCUSTAFF COM 004401105 96600 2800000 SH DEFINED 0126 2800000
ACCUSTAFF COM 004401105 37950 1100000 SH DEFINED 0106 1100000
ACCUSTAFF COM 004401105 41400 1200000 SH DEFINED 0111 1200000
ACCUSTAFF COM 004401105 15525 450000 SH DEFINED 011618 450000
ACCUSTAFF COM 004401105 6900 200000 SH DEFINED 011619 200000
ACCUSTAFF COM 004401105 6555 190000 SH DEFINED 011620 190000
ACCUSTAFF COM 004401105 20700 600000 SH DEFINED 011614 600000
ACCUSTAFF COM 004401105 731 21182 SH DEFINED 0102 21182
ACCUSTAFF COM 004401105 7749 224600 SH DEFINED 0131 224600
ACCUSTAFF COM 004401105 459 13300 SH DEFINED 0103 13300
ACCUSTAFF COM 004401105 966 28000 SH DEFINED 01 28000
ACTIVISION COM 004930202 753 70000 SH DEFINED 011619 70000
ADOBE SYSTEMS INC COM 00724F101 690 15279 SH DEFINED 0103 15279
ADVANCED LIGHTING COM 00753C102 5175 200000 SH DEFINED 011619 200000
ADVANCED FIBRE COMM COM 00754A105 47288 1300000 SH DEFINED 0111 1300000
ADVANCED FIBRE COMM COM 00754A105 9094 250000 SH DEFINED 011619 250000
ADVANCED FIBRE COMM COM 00754A105 18188 500000 SH DEFINED 011614 500000
ADVANCED FIBRE COMM COM 00754A105 14951 411050 SH DEFINED 0102 411050
ADVANCED FIBRE COMM COM 00754A105 16238 446400 SH DEFINED 0131 446400
ADVANCED FIBRE COMM COM 00754A105 1189 32700 SH DEFINED 0103 32700
<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
AEROQUIP-VICKERS COM 007869100 344 5947 SH DEFINED 0103 5947
ADVANCED MICRO DEV COM 007903107 4359 150000 SH DEFINED 011619 150000
ADVANCED MICRO DEV COM 007903107 862 29665 SH DEFINED 0103 29665
AETNA INC COM 008117103 2610 31277 SH DEFINED 0103 31277
AFL/CIO UNITS OF COM 008270993 499 460 SH DEFINED 0102 460
AHMANSON HF & CO COM 008677106 1786 23042 SH DEFINED 0103 23042
AIR PROD & CHEM COM 009158106 82875 1000000 SH DEFINED 0126 1000000
AIR PROD & CHEM COM 009158106 34808 420000 SH DEFINED 0113 420000
AIR PROD & CHEM COM 009158106 14503 175000 SH DEFINED 0124 175000
AIR PROD & CHEM COM 009158106 24150 291400 SH DEFINED 0125 291400
AIR PROD & CHEM COM 009158106 43601 526106 SH DEFINED 0102 526106
AIR PROD & CHEM COM 009158106 26934 325000 SH DEFINED 0131 325000
AIR PROD & CHEM COM 009158106 4688 56574 SH DEFINED 0103 56574
AIRGAS INC COM 009363102 6814 395000 SH DEFINED 0128 395000
AIRTOUCH COMMUN COM 00949T100 97875 2000000 SH DEFINED 0126 2000000
AIRTOUCH COMMUN COM 00949T100 14681 300000 SH DEFINED 0132 300000
AIRTOUCH COMMUN COM 00949T100 14681 300000 SH DEFINED 0124 300000
AIRTOUCH COMMUN COM 00949T100 28012 572400 SH DEFINED 0125 572400
AIRTOUCH COMMUN COM 00949T100 17128 350000 SH DEFINED 0135 350000
AIRTOUCH COMMUN COM 00949T100 54883 1121500 SH DEFINED 011618 1121500
AIRTOUCH COMMUN COM 00949T100 228750 4674314 SH DEFINED 0102 4674314
AIRTOUCH COMMUN COM 00949T100 8553 174761 SH DEFINED 0103 174761
AIRTOUCH COMMUN COM 00949T100 19321 394800 SH DEFINED 01 394800
AIRTOUCH COM PFD CVT CONV PFD STOCK 00949T209 12375 300000 SH DEFINED 0132 300000
AIRTOUCH COM PFD CVT CONV PFD STOCK 00949T209 15469 375000 SH DEFINED 0107 375000
AKBANK (ADR) COM 009719105 1680 120000 SH DEFINED 0124 120000
ALBERTO CULVER COM 013068101 364 11961 SH DEFINED 0103 11961
ALBERTSONS INC COM 013104104 3947 75000 SH DEFINED 0108 75000
ALBERTSONS INC COM 013104104 2720 51688 SH DEFINED 0103 51688
ALCAN ALUMINIUM LTD COM 013716105 1494 47822 SH DEFINED 0103 47822
ALLEGHENY ENERGY COM 017361106 10069 300000 SH DEFINED 0132 300000
ALLEGHENY TELEDYNE COM 017415100 1154 41476 SH DEFINED 0103 41476
ALLERGAN INC COM 018490102 522 13737 SH DEFINED 0103 13737
ALLIED SIGNAL INC COM 019512102 33600 800000 SH DEFINED 0113 800000
ALLIED SIGNAL INC COM 019512102 9240 220000 SH DEFINED 0124 220000
ALLIED SIGNAL INC COM 019512102 17812 424100 SH DEFINED 0125 424100
ALLIED SIGNAL INC COM 019512102 16380 390000 SH DEFINED 011618 390000
ALLIED SIGNAL INC COM 019512102 52527 1250593 SH DEFINED 0102 1250593
ALLIED SIGNAL INC COM 019512102 28980 690000 SH DEFINED 0131 690000
ALLIED SIGNAL INC COM 019512102 8022 191020 SH DEFINED 0103 191020
ALLIED SIGNAL INC COM 019512102 6817 162300 SH DEFINED 01 162300
ALLIED WASTE IND COM 019589308 24910 997650 SH DEFINED 0102 997650
ALLIED WASTE IND COM 019589308 432 17300 SH DEFINED 0103 17300
ALLMERICA FINANCIAL COM 019754100 5468 85600 SH DEFINED 0128 85600
ALLMERICA FINANCIAL COM 019754100 4791 75000 SH DEFINED 011619 75000
ALLMERICA FINANCIAL COM 019754100 14372 225000 SH DEFINED 011614 225000
ALLMERICA FINANCIAL COM 019754100 36 553 SH DEFINED 0102 553
ALLMERICA FINANCIAL COM 019754100 511 8000 SH DEFINED 01 8000
ALLSTATE CORP COM 020002101 91938 1000000 SH DEFINED 0126 1000000
ALLSTATE CORP COM 020002101 45049 490000 SH DEFINED 0113 490000
<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
ALLSTATE CORP COM 020002101 4597 50000 SH DEFINED 0124 50000
ALLSTATE CORP COM 020002101 9929 108000 SH DEFINED 0125 108000
ALLSTATE CORP COM 020002101 822 8950 SH DEFINED 0102 8950
ALLSTATE CORP COM 020002101 28501 310000 SH DEFINED 0131 310000
ALLSTATE CORP COM 020002101 10301 112045 SH DEFINED 0103 112045
ALLSTATE CORP COM 020002101 9332 101500 SH DEFINED 01 101500
ALLTEL CORP COM 020039103 1694 38781 SH DEFINED 0103 38781
ALLTEL 7.75 $100 PAR PREFERRED STOCK 0200392*3 2145 21234 SH DEFINED 0105 21234
ALTERIA CORP CONV BOND 021441AC4 6170 4000000 PRN DEFINED 011614 4000000
ALUMINUM CO AMERICA COM 022249106 8973 130400 SH DEFINED 0108 130400
ALUMINUM CO AMERICA COM 022249106 20644 300000 SH DEFINED 0126 300000
ALUMINUM CO AMERICA COM 022249106 33202 482500 SH DEFINED 0113 482500
ALUMINUM CO AMERICA COM 022249106 10927 158800 SH DEFINED 0124 158800
ALUMINUM CO AMERICA COM 022249106 15586 226500 SH DEFINED 0125 226500
ALUMINUM CO AMERICA COM 022249106 2787 40500 SH DEFINED 011620 40500
ALUMINUM CO AMERICA COM 022249106 109451 1590507 SH DEFINED 0102 1590507
ALUMINUM CO AMERICA COM 022249106 25323 368000 SH DEFINED 0131 368000
ALUMINUM CO AMERICA COM 022249106 4862 70655 SH DEFINED 0103 70655
ALUMINUM CO AMERICA COM 022249106 13536 196700 SH DEFINED 01 196700
ALZA COM 022615108 15640 349000 SH DEFINED 0108 349000
ALZA COM 022615108 4383 97800 SH DEFINED 0124 97800
ALZA COM 022615108 6861 153100 SH DEFINED 0125 153100
ALZA COM 022615108 4755 106100 SH DEFINED 011619 106100
ALZA COM 022615108 4481 100000 SH DEFINED 011620 100000
ALZA COM 022615108 44438 991665 SH DEFINED 0102 991665
ALZA COM 022615108 1317 29378 SH DEFINED 0103 29378
AMERADA HESS COM 023551104 1125 19300 SH DEFINED 0103 19300
AMEREN CORP COM 023608102 1217 28882 SH DEFINED 0103 28882
AMER CAP STRATEGIES COM 024937104 4425 200000 SH DEFINED 011619 200000
20TH CENTURY ULTRA COM 025083882 9493 299950 SH DEFINED 0103 299950
AMERICAN ELEC PWR COM 025537101 2005 39906 SH DEFINED 0103 39906
AMERICAN EXPRESS COM 025816109 807297 8792892 SH DEFINED 0103 8792892
AMER GENERAL CORP COM 026351106 3455 53413 SH DEFINED 0103 53413
AM GREETINGS CL A COM 026375105 11762 255700 SH DEFINED 0131 255700
AM GREETINGS CL A COM 026375105 1137 24706 SH DEFINED 0103 24706
AMER HOME PRODUCTS COM 026609107 28613 300000 SH DEFINED 0130 300000
AMER HOME PRODUCTS COM 026609107 12399 130000 SH DEFINED 0108 130000
AMER HOME PRODUCTS COM 026609107 65713 689000 SH DEFINED 0113 689000
AMER HOME PRODUCTS COM 026609107 14020 147000 SH DEFINED 0124 147000
AMER HOME PRODUCTS COM 026609107 24426 256100 SH DEFINED 0125 256100
AMER HOME PRODUCTS COM 026609107 47211 495000 SH DEFINED 0107 495000
AMER HOME PRODUCTS COM 026609107 52456 550000 SH DEFINED 011516 550000
AMER HOME PRODUCTS COM 026609107 5723 60000 SH DEFINED 011620 60000
AMER HOME PRODUCTS COM 026609107 156895 1645009 SH DEFINED 0102 1645009
AMER HOME PRODUCTS COM 026609107 47688 500000 SH DEFINED 0131 500000
AMER HOME PRODUCTS COM 026609107 17580 184322 SH DEFINED 0103 184322
AMER HOME PRODUCTS COM 026609107 27566 289023 SH DEFINED 01 289023
AMERICAN INTL GROUP COM 026874107 47227 375000 SH DEFINED 0130 375000
AMERICAN INTL GROUP COM 026874107 188906 1500000 SH DEFINED 0126 1500000
AMERICAN INTL GROUP COM 026874107 8816 70000 SH DEFINED 0124 70000
<PAGE> PAGE 7
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
AMERICAN INTL GROUP COM 026874107 18261 145000 SH DEFINED 0125 145000
AMERICAN INTL GROUP COM 026874107 7053 56000 SH DEFINED 0135 56000
AMERICAN INTL GROUP COM 026874107 62969 500000 SH DEFINED 011516 500000
AMERICAN INTL GROUP COM 026874107 21695 172255 SH DEFINED 0102 172255
AMERICAN INTL GROUP COM 026874107 20715 164486 SH DEFINED 0103 164486
AMERICAN INTL GROUP COM 026874107 10793 85700 SH DEFINED 01 85700
AMER ITALIAN PASTA COM 027070101 10838 300000 SH DEFINED 011614 300000
AMERICAN MANAGEMENT COM 027352103 9900 360000 SH DEFINED 0128 360000
AMERICAN MANAGEMENT COM 027352103 6875 250000 SH DEFINED 011619 250000
AMERICAN MANAGEMENT COM 027352103 16500 600000 SH DEFINED 011614 600000
AMER PWR CONVERSION COM 029066107 43031 1500000 SH DEFINED 011618 1500000
AMERICAN RADIO COM 029161106 28229 445000 SH DEFINED 0102 445000
AMERICAN RADIO COM 029161106 419 6600 SH DEFINED 0103 6600
AMER RADIO CVTPFD7% PREFERRED STOCK 029161205 1530 20500 SH DEFINED 011620 20500
AMERICAN STD CO COM 029712106 45875 1000000 SH DEFINED 0130 1000000
AMERICAN STD CO COM 029712106 36700 800000 SH DEFINED 0113 800000
AMERICAN STD CO COM 029712106 27525 600000 SH DEFINED 011618 600000
AMERICAN STD CO COM 029712106 40829 890000 SH DEFINED 0131 890000
AMERICAN STD CO COM 029712106 1652 36000 SH DEFINED 0103 36000
AMERICAN STORES CO COM 030096101 28600 1100000 SH DEFINED 0130 1100000
AMERICAN STORES CO COM 030096101 62400 2400000 SH DEFINED 0113 2400000
AMERICAN STORES CO COM 030096101 29900 1150000 SH DEFINED 0107 1150000
AMERICAN STORES CO COM 030096101 41600 1600000 SH DEFINED 011516 1600000
AMERICAN STORES CO COM 030096101 4493 172800 SH DEFINED 011620 172800
AMERICAN STORES CO COM 030096101 46800 1800000 SH DEFINED 0131 1800000
AMERICAN STORES CO COM 030096101 3435 132120 SH DEFINED 0103 132120
AMERICAN TELECAST WT WARRANT 030151112 1 85225 SH DEFINED 0109 85225
AMERICAN WATERWORKS COM 030411102 12941 410000 SH DEFINED 0132 410000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 4360 40000 SH DEFINED 0105 40000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 3270 30000 SH DEFINED 01 30000
AMERISOURCE COM 03071P102 29185 485400 SH DEFINED 011618 485400
AMERISOURCE COM 03071P102 6013 100000 SH DEFINED 011619 100000
AMERISOURCE COM 03071P102 33 545 SH DEFINED 0102 545
AMERISOURCE COM 03071P102 541 9000 SH DEFINED 01 9000
AMERITECH CORP COM 030954101 39550 800000 SH DEFINED 0130 800000
AMERITECH CORP COM 030954101 69213 1400000 SH DEFINED 0126 1400000
AMERITECH CORP COM 030954101 59325 1200000 SH DEFINED 0113 1200000
AMERITECH CORP COM 030954101 44494 900000 SH DEFINED 0132 900000
AMERITECH CORP COM 030954101 6724 136000 SH DEFINED 0124 136000
AMERITECH CORP COM 030954101 15182 307100 SH DEFINED 0125 307100
AMERITECH CORP COM 030954101 30651 620000 SH DEFINED 0107 620000
AMERITECH CORP COM 030954101 1153 23322 SH DEFINED 0102 23322
AMERITECH CORP COM 030954101 44494 900000 SH DEFINED 0131 900000
AMERITECH CORP COM 030954101 14107 285344 SH DEFINED 0103 285344
AMETEK INC (NEW) COM 031100100 3443 115000 SH DEFINED 0128 115000
AMGEN INC COM 031162100 56614 930000 SH DEFINED 0113 930000
AMGEN INC COM 031162100 7062 116000 SH DEFINED 0124 116000
AMGEN INC COM 031162100 10604 174200 SH DEFINED 0125 174200
AMGEN INC COM 031162100 42004 690000 SH DEFINED 0107 690000
AMGEN INC COM 031162100 12175 200000 SH DEFINED 011618 200000
<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
AMGEN INC COM 031162100 180046 2957573 SH DEFINED 0102 2957573
AMGEN INC COM 031162100 42308 695000 SH DEFINED 0131 695000
AMGEN INC COM 031162100 6688 109890 SH DEFINED 0103 109890
AMGEN INC COM 031162100 13581 223100 SH DEFINED 01 223100
AMP COM 031897101 17087 390000 SH DEFINED 0113 390000
AMP COM 031897101 12487 285000 SH DEFINED 0107 285000
AMP COM 031897101 13144 300000 SH DEFINED 0131 300000
AMP COM 031897101 2568 58606 SH DEFINED 0103 58606
AMP COM 031897101 10997 251000 SH DEFINED 01 251000
AMOCO CORP COM 031905102 89830 1040000 SH DEFINED 0113 1040000
AMOCO CORP COM 031905102 24340 281800 SH DEFINED 0124 281800
AMOCO CORP COM 031905102 40536 469300 SH DEFINED 0125 469300
AMOCO CORP COM 031905102 54848 635000 SH DEFINED 0107 635000
AMOCO CORP COM 031905102 55597 643689 SH DEFINED 0102 643689
AMOCO CORP COM 031905102 86375 1000000 SH DEFINED 0131 1000000
AMOCO CORP COM 031905102 14544 168382 SH DEFINED 0103 168382
AMOCO CORP COM 031905102 11630 134650 SH DEFINED 01 134650
ANADARKO PETRO CORP COM 032511107 6900 100000 SH DEFINED 0128 100000
ANADARKO PETRO CORP COM 032511107 89700 1300000 SH DEFINED 0111 1300000
ANADARKO PETRO CORP COM 032511107 8625 125000 SH DEFINED 011622 125000
ANADARKO PETRO CORP COM 032511107 17250 250000 SH DEFINED 011623 250000
ANADARKO PETRO CORP COM 032511107 37950 550000 SH DEFINED 011516 550000
ANADARKO PETRO CORP COM 032511107 24150 350000 SH DEFINED 011618 350000
ANADARKO PETRO CORP COM 032511107 15911 230600 SH DEFINED 011614 230600
ANADARKO PETRO CORP COM 032511107 506 7320 SH DEFINED 0102 7320
ANADARKO PETRO CORP COM 032511107 6320 91600 SH DEFINED 0131 91600
ANADARKO PETRO CORP COM 032511107 1252 18150 SH DEFINED 0103 18150
ANALOG DEVICES COM 032654105 49875 1500000 SH DEFINED 011516 1500000
ANALOG DEVICES COM 032654105 16625 500000 SH DEFINED 011618 500000
ANALOG DEVICES COM 032654105 651 19599 SH DEFINED 0102 19599
ANALOG DEVICES COM 032654105 7305 219700 SH DEFINED 0131 219700
ANALOG DEVICES COM 032654105 461 13866 SH DEFINED 0103 13866
ANALOG DEVICES COM 032654105 6251 188000 SH DEFINED 01 188000
ANDREW CORP COM 034425108 4755 240000 SH DEFINED 0128 240000
ANDREW CORP COM 034425108 43588 2200000 SH DEFINED 0111 2200000
ANDREW CORP COM 034425108 5217 263300 SH DEFINED 011622 263300
ANDREW CORP COM 034425108 10053 507425 SH DEFINED 011623 507425
ANDREW CORP COM 034425108 56898 2871634 SH DEFINED 0102 2871634
ANDREW CORP COM 034425108 863 43523 SH DEFINED 0103 43523
ANDREW CORP COM 034425108 5819 293700 SH DEFINED 01 293700
ANGLOGOLD LTD COM 035128107 4199 987950 SH DEFINED 0124 987950
ANHEUSER BUSCH CO COM 035229103 4775 103114 SH DEFINED 0103 103114
ANHEUSER BUSCH CO COM 035229103 7221 155926 SH DEFINED 01 155926
ANNTAYLOR STORES COR COM 036115103 362 22030 SH DEFINED 0103 22030
MOSENERGO SPON ADR COM 037376308 9620 260000 SH DEFINED 0124 260000
MOSENERGO SPON ADR COM 037376308 6845 185000 SH DEFINED 0112 185000
MOSENERGO SPON ADR COM 037376308 10175 275000 SH DEFINED 011617 275000
AON CORP COM 037389103 105 1629 SH DEFINED 0102 1629
AON CORP COM 037389103 2286 35304 SH DEFINED 0103 35304
APACHE CORP COM 037411105 16170 440000 SH DEFINED 011618 440000
<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
APACHE CORP COM 037411105 739 20110 SH DEFINED 0103 20110
APAM HIGH PERF CAP COM 037461993 10434 10000 SH DEFINED 0116 10000
APOLLO GROUP INC -C COM 037604105 43313 900000 SH DEFINED 0111 900000
APOLLO GROUP INC -C COM 037604105 3609 75000 SH DEFINED 011619 75000
APOLLO GROUP INC -C COM 037604105 14438 300000 SH DEFINED 011614 300000
APOLLO GROUP INC -C COM 037604105 12992 270000 SH DEFINED 0102 270000
APOLLO GROUP INC -C COM 037604105 226 4700 SH DEFINED 0103 4700
APPALACHIAN PWR $100 PREFERRED STOCK 037735834 3204 30000 SH DEFINED 0105 30000
APPALACHIAN PWR $100 PREFERRED STOCK 037735842 1048 10000 SH DEFINED 0105 10000
APPLE COMPUTER COM 037833100 733 26640 SH DEFINED 0103 26640
APPLIED MATERIALS COM 038222105 3567 101000 SH DEFINED 0108 101000
APPLIED MATERIALS COM 038222105 35313 1000000 SH DEFINED 0126 1000000
APPLIED MATERIALS COM 038222105 21894 620000 SH DEFINED 0113 620000
APPLIED MATERIALS COM 038222105 105938 3000000 SH DEFINED 0111 3000000
APPLIED MATERIALS COM 038222105 16773 475000 SH DEFINED 0107 475000
APPLIED MATERIALS COM 038222105 6907 195600 SH DEFINED 011622 195600
APPLIED MATERIALS COM 038222105 15368 435200 SH DEFINED 011623 435200
APPLIED MATERIALS COM 038222105 11477 325000 SH DEFINED 011618 325000
APPLIED MATERIALS COM 038222105 523 14800 SH DEFINED 0102 14800
APPLIED MATERIALS COM 038222105 16420 465000 SH DEFINED 0131 465000
APPLIED MATERIALS COM 038222105 3413 96648 SH DEFINED 0103 96648
APPLIED MATERIALS COM 038222105 5756 163000 SH DEFINED 01 163000
ARCHER DANIELS MDLND COM 039483102 2559 116646 SH DEFINED 0103 116646
ARDEN REALTY INC COM 039793104 7125 250000 SH DEFINED 0128 250000
ARENA BRANDS HLD CRP COM 039888995 2389 111111 SH DEFINED 0109 111111
ARIZONA PUB SVC $100 PREFERRED STOCK 040555815 6421 59761 SH DEFINED 0105 59761
ARIZONA PUB SVC CO PREFERRED STOCK 040555831 3581 38100 SH DEFINED 01 38100
ARMCO INC COM 042170100 234 39899 SH DEFINED 0103 39899
ARMSTRONG WORLD IND COM 042476101 739 8542 SH DEFINED 0103 8542
ASA HOLDINGS INC COM 04338Q107 14094 382800 SH DEFINED 0102 382800
ASA HOLDINGS INC COM 04338Q107 180 4900 SH DEFINED 0103 4900
ASARCO INC COM 043413103 225 8449 SH DEFINED 0103 8449
ASCEND COMM COM 043491109 5681 150000 SH DEFINED 011619 150000
ASCEND COMM COM 043491109 13635 360000 SH DEFINED 011614 360000
ASHLAND INC COM 044204105 897 15848 SH DEFINED 0103 15848
ASHWORTH INC COM 04516H101 6850 400000 SH DEFINED 011614 400000
ASIA PULP&PAPER CO COM 04516V100 15 1000 SH DEFINED 011618 1000
ASSOC FIRST CORP COM 046008108 14220 180000 SH DEFINED 0130 180000
ASSOC FIRST CORP COM 046008108 79000 1000000 SH DEFINED 0126 1000000
ASSOC FIRST CORP COM 046008108 7900 100000 SH DEFINED 011622 100000
ASSOC FIRST CORP COM 046008108 15800 200000 SH DEFINED 011623 200000
ASSOC FIRST CORP COM 046008108 37525 475000 SH DEFINED 011516 475000
ASSOC FIRST CORP COM 046008108 23700 300000 SH DEFINED 011614 300000
ASSOC FIRST CORP COM 046008108 7861 99500 SH DEFINED 01 99500
ATLANTIC RICHFIELD COM 048825103 5308 67508 SH DEFINED 0103 67508
ATRIA COMMUNITY COM 049905102 6911 358900 SH DEFINED 0102 358900
ATRIA COMMUNITY COM 049905102 7833 406900 SH DEFINED 0131 406900
ATRIA COMMUNITY COM 049905102 353 18300 SH DEFINED 0103 18300
ATWOOD OCENAICS COM 050095108 16219 300000 SH DEFINED 0106 300000
AUSTRALIS HLDING WTS COM 05258A113 0 13400 SH DEFINED 0109 13400
<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
AUTO DESK COM 052769106 436 10120 SH DEFINED 0103 10120
AUTOMATIC DATA PROC. COM 053015103 47644 700000 SH DEFINED 0126 700000
AUTOMATIC DATA PROC. COM 053015103 15743 231300 SH DEFINED 0124 231300
AUTOMATIC DATA PROC. COM 053015103 26095 383400 SH DEFINED 0125 383400
AUTOMATIC DATA PROC. COM 053015103 47644 700000 SH DEFINED 011516 700000
AUTOMATIC DATA PROC. COM 053015103 49154 722212 SH DEFINED 0102 722212
AUTOMATIC DATA PROC. COM 053015103 6031 88613 SH DEFINED 0103 88613
AUTOZONE COM 053332102 4336 128000 SH DEFINED 011614 128000
AUTOZONE COM 053332102 4263 125851 SH DEFINED 0102 125851
AUTOZONE COM 053332102 1084 32008 SH DEFINED 0103 32008
AUTOZONE COM 053332102 6826 201500 SH DEFINED 01 201500
AVERY DENNISON CORP COM 053611109 1153 21609 SH DEFINED 0103 21609
AVIATION SALES CO COM 053672101 16400 400000 SH DEFINED 0106 400000
AVIS RENT A CAR COM 053790101 608 18750 SH DEFINED 0102 18750
AVIS RENT A CAR COM 053790101 5535 170650 SH DEFINED 0131 170650
AVIS RENT A CAR COM 053790101 409 12600 SH DEFINED 0103 12600
AVON PRODUCTS COM 054303102 2167 27782 SH DEFINED 0103 27782
AXENT TECH COM 05459C108 7836 256900 SH DEFINED 0102 256900
AXENT TECH COM 05459C108 140 4600 SH DEFINED 0103 4600
BB&T CORP COM 054937107 2032 30020 SH DEFINED 0103 30020
BCE INC COM 05534B109 43420 1040000 SH DEFINED 0113 1040000
BCE INC COM 05534B109 45925 1100000 SH DEFINED 0132 1100000
BCE INC COM 05534B109 19547 468200 SH DEFINED 0135 468200
BCE INC COM 05534B109 32356 775000 SH DEFINED 0107 775000
BCE INC COM 05534B109 48013 1150000 SH DEFINED 011618 1150000
BCE INC COM 05534B109 32356 775000 SH DEFINED 0131 775000
BCE INC COM 05534B109 1349 32300 SH DEFINED 0103 32300
BJ'S WHOLESALE CLUB COM 05548J106 17550 450000 SH DEFINED 011614 450000
BJ'S WHOLESALE CLUB COM 05548J106 2030 52060 SH DEFINED 0103 52060
BJ SERVICES CO COM 055482103 17308 475000 SH DEFINED 0106 475000
BJ SERVICES CO COM 055482103 27324 749900 SH DEFINED 0107 749900
BJ SERVICES CO COM 055482103 13664 375000 SH DEFINED 011614 375000
BMC SOFTWARE INC COM 055921100 117338 1400000 SH DEFINED 0126 1400000
BMC SOFTWARE INC COM 055921100 33525 400000 SH DEFINED 011516 400000
BMC SOFTWARE INC COM 055921100 8381 100000 SH DEFINED 011619 100000
BMC SOFTWARE INC COM 055921100 15924 190000 SH DEFINED 011614 190000
BMC SOFTWARE INC COM 055921100 73880 881500 SH DEFINED 0102 881500
BMC SOFTWARE INC COM 055921100 22831 272400 SH DEFINED 0131 272400
BMC SOFTWARE INC COM 055921100 2543 30340 SH DEFINED 0103 30340
BAKER HUGHES INC CONV BOND 057224AH0 21788 26250000 PRN DEFINED 0113 26250000
BAKER HUGHES INC CONV BOND 057224AH0 6433 7750000 PRN DEFINED 0128 7750000
BAKER HUGHES INC CONV BOND 057224AH0 12450 15000000 PRN DEFINED 0131 15000000
BAKER HUGHES COM 057224107 80500 2000000 SH DEFINED 0126 2000000
BAKER HUGHES COM 057224107 7277 180800 SH DEFINED 0124 180800
BAKER HUGHES COM 057224107 10457 259800 SH DEFINED 0125 259800
BAKER HUGHES COM 057224107 12075 300000 SH DEFINED 0135 300000
BAKER HUGHES COM 057224107 6038 150000 SH DEFINED 011619 150000
BAKER HUGHES COM 057224107 4428 110000 SH DEFINED 011620 110000
BAKER HUGHES COM 057224107 83301 2069498 SH DEFINED 0102 2069498
BAKER HUGHES COM 057224107 6166 153200 SH DEFINED 0131 153200
<PAGE> PAGE 11
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BAKER HUGHES COM 057224107 3246 80668 SH DEFINED 0103 80668
BAKER HUGHES COM 057224107 13894 345200 SH DEFINED 01 345200
BALDOR ELECTRIC COM 057741100 6239 231600 SH DEFINED 0108 231600
BALDOR ELECTRIC COM 057741100 6600 245000 SH DEFINED 0128 245000
BALDOR ELECTRIC COM 057741100 2179 80900 SH DEFINED 011620 80900
BALL CORP COM 058498106 208 6365 SH DEFINED 0103 6365
BALTIMORE GAS & ELEC COM 059165100 6538 200000 SH DEFINED 0132 200000
BALTIMORE GAS & ELEC COM 059165100 1016 31080 SH DEFINED 0103 31080
BANC ONE CORP COM 059438101 8595 135886 SH DEFINED 0103 135886
BANK OF NEW YORK COM 064057102 4980 79279 SH DEFINED 0103 79279
BANKBOSTON CORP COM 06605R106 33075 300000 SH DEFINED 0130 300000
BANKBOSTON CORP COM 06605R106 6615 60000 SH DEFINED 0108 60000
BANKBOSTON CORP COM 06605R106 66150 600000 SH DEFINED 0111 600000
BANKBOSTON CORP COM 06605R106 25358 230000 SH DEFINED 0135 230000
BANKBOSTON CORP COM 06605R106 27563 250000 SH DEFINED 0107 250000
BANKBOSTON CORP COM 06605R106 4410 40000 SH DEFINED 011622 40000
BANKBOSTON CORP COM 06605R106 8820 80000 SH DEFINED 011623 80000
BANKBOSTON CORP COM 06605R106 4961 45000 SH DEFINED 011620 45000
BANKBOSTON CORP COM 06605R106 89284 809856 SH DEFINED 0102 809856
BANKBOSTON CORP COM 06605R106 3862 35026 SH DEFINED 0103 35026
BANK AMERICA CORP COM 066050105 41313 500000 SH DEFINED 0130 500000
BANK AMERICA CORP COM 066050105 9089 110000 SH DEFINED 0108 110000
BANK AMERICA CORP COM 066050105 132200 1600000 SH DEFINED 0126 1600000
BANK AMERICA CORP COM 066050105 43378 525000 SH DEFINED 0113 525000
BANK AMERICA CORP COM 066050105 82625 1000000 SH DEFINED 0111 1000000
BANK AMERICA CORP COM 066050105 28597 346100 SH DEFINED 0124 346100
BANK AMERICA CORP COM 066050105 55375 670200 SH DEFINED 0125 670200
BANK AMERICA CORP COM 066050105 16525 200000 SH DEFINED 0135 200000
BANK AMERICA CORP COM 066050105 2066 25000 SH DEFINED 011620 25000
BANK AMERICA CORP COM 066050105 209610 2536835 SH DEFINED 0102 2536835
BANK AMERICA CORP COM 066050105 33050 400000 SH DEFINED 0131 400000
BANK AMERICA CORP COM 066050105 17896 216594 SH DEFINED 0103 216594
BANK AMERICA CORP COM 066050105 21177 256300 SH DEFINED 01 256300
BANK ONE GIC COM 066320003 12042 101519 SH DEFINED 0103 101519
BANKERS TRUST NY COM 066365107 2481 20621 SH DEFINED 0103 20621
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 440 11981 SH DEFINED 0103 11981
BARRICK GOLD INC COM 067901108 3460 160000 SH DEFINED 0127 160000
BARRICK GOLD INC COM 067901108 1686 77981 SH DEFINED 0103 77981
BASSETT FURN IND. COM 070203104 513 16711 SH DEFINED 0102 16711
BATTLE MT GOLD CO COM 071593107 257 40340 SH DEFINED 0103 40340
BAUSCH & LOMB COM 071707103 532 11636 SH DEFINED 0103 11636
BAXTER INTL INC COM 071813109 41344 750000 SH DEFINED 0130 750000
BAXTER INTL INC COM 071813109 12128 220000 SH DEFINED 0108 220000
BAXTER INTL INC COM 071813109 55456 1006000 SH DEFINED 0113 1006000
BAXTER INTL INC COM 071813109 10474 190000 SH DEFINED 0124 190000
BAXTER INTL INC COM 071813109 16901 306600 SH DEFINED 0125 306600
<PAGE> PAGE 12
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BAXTER INTL INC COM 071813109 40848 741000 SH DEFINED 0107 741000
BAXTER INTL INC COM 071813109 223947 4062465 SH DEFINED 0102 4062465
BAXTER INTL INC COM 071813109 41923 760500 SH DEFINED 0131 760500
BAXTER INTL INC COM 071813109 7833 142092 SH DEFINED 0103 142092
BAXTER INTL INC COM 071813109 10170 184500 SH DEFINED 01 184500
BAY NETWORKS INC COM 072510100 35263 1300000 SH DEFINED 0130 1300000
BAY NETWORKS INC COM 072510100 32550 1200000 SH DEFINED 0126 1200000
BAY NETWORKS INC COM 072510100 3798 140000 SH DEFINED 0124 140000
BAY NETWORKS INC COM 072510100 8433 310900 SH DEFINED 0125 310900
BAY NETWORKS INC COM 072510100 32550 1200000 SH DEFINED 011516 1200000
BAY NETWORKS INC COM 072510100 13563 500000 SH DEFINED 011614 500000
BAY NETWORKS INC COM 072510100 91092 3358355 SH DEFINED 0102 3358355
BAY NETWORKS INC COM 072510100 2195 80874 SH DEFINED 0103 80874
BAY NETWORKS INC COM 072510100 2040 75200 SH DEFINED 01 75200
GREAT BAY POWER CORP COM 072728108 0 28 SH DEFINED 011621 28
BE AEROSPACE COM 073302101 16875 600000 SH DEFINED 0106 600000
BEA SYSTEMS INC COM 073325102 9844 350000 SH DEFINED 011619 350000
BEA SYSTEMS INC COM 073325102 15188 540000 SH DEFINED 011614 540000
BECTON DICKINSON COM 075887109 1751 25721 SH DEFINED 0103 25721
BED BATH & BEYOND IN COM 075896100 14318 310000 SH DEFINED 011614 310000
BELL ATLANTIC FIN`L CONV BOND 07785GAB6 7368 7000000 PRN DEFINED 0132 7000000
BELL ATLANTIC COM 077853109 30750 300000 SH DEFINED 0130 300000
BELL ATLANTIC COM 077853109 46125 450000 SH DEFINED 0132 450000
BELL ATLANTIC COM 077853109 35363 345000 SH DEFINED 0107 345000
BELL ATLANTIC COM 077853109 16754 163450 SH DEFINED 0103 163450
BELL SOUTH COM 079860102 47294 700000 SH DEFINED 0130 700000
BELL SOUTH COM 079860102 18242 270000 SH DEFINED 0108 270000
BELL SOUTH COM 079860102 310788 4600000 SH DEFINED 0126 4600000
BELL SOUTH COM 079860102 57428 850000 SH DEFINED 0113 850000
BELL SOUTH COM 079860102 47294 700000 SH DEFINED 0132 700000
BELL SOUTH COM 079860102 7499 111000 SH DEFINED 0124 111000
BELL SOUTH COM 079860102 16789 248500 SH DEFINED 0125 248500
BELL SOUTH COM 079860102 33106 490000 SH DEFINED 0107 490000
BELL SOUTH COM 079860102 1830 27104 SH DEFINED 0102 27104
BELL SOUTH COM 079860102 40538 600000 SH DEFINED 0131 600000
BELL SOUTH COM 079860102 16952 250893 SH DEFINED 0103 250893
BELL SOUTH COM 079860102 16660 246592 SH DEFINED 01 246592
A.H. BELO SER A COM 080555105 11275 205000 SH DEFINED 0108 205000
A.H. BELO SER A COM 080555105 49514 900175 SH DEFINED 0102 900175
A.H. BELO SER A COM 080555105 862 15675 SH DEFINED 0103 15675
BEMIS CO. COM 081437105 6769 150000 SH DEFINED 0128 150000
BEMIS CO. COM 081437105 504 11159 SH DEFINED 0103 11159
BENEDEK COM WARRANTS WARRANT 08170W114 140 70000 SH DEFINED 0109 70000
BENEFICIAL CORP COM 081721102 2090 16813 SH DEFINED 0103 16813
BEST BUY CO COM 086516101 16656 250000 SH DEFINED 011614 250000
BEST BUY CO COM 086516101 6 91 SH DEFINED 0102 91
BESTFOODS COM 08658U101 29219 250000 SH DEFINED 0130 250000
BESTFOODS COM 08658U101 17531 150000 SH DEFINED 0126 150000
BESTFOODS COM 08658U101 15311 131000 SH DEFINED 0124 131000
BESTFOODS COM 08658U101 28518 244000 SH DEFINED 0125 244000
<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
BESTFOODS COM 08658U101 27115 232000 SH DEFINED 0107 232000
BESTFOODS COM 08658U101 104760 896322 SH DEFINED 0102 896322
BESTFOODS COM 08658U101 28868 247000 SH DEFINED 0131 247000
BESTFOODS COM 08658U101 6987 59776 SH DEFINED 0103 59776
BESTFOODS COM 08658U101 8719 74600 SH DEFINED 01 74600
BETHLEHEM STEEL COM 087509105 268 19790 SH DEFINED 0103 19790
BETZ LABORATORIES COM 087779104 5644 100000 SH DEFINED 0128 100000
BETZ LABORATORIES COM 087779104 38660 685000 SH DEFINED 011516 685000
BEVERLY ENTERPRISES COM 087851309 8187 615000 SH DEFINED 0128 615000
BIOCHEM PHARMA INC COM 09058T108 7256 300000 SH DEFINED 011619 300000
BIOCHEM PHARMA INC COM 09058T108 13303 550000 SH DEFINED 011614 550000
BIOCHEM PHARMA INC COM 09058T108 451 18650 SH DEFINED 0102 18650
BIOCHEM PHARMA INC COM 09058T108 8698 359600 SH DEFINED 0131 359600
BIOCHEM PHARMA INC COM 09058T108 431 17800 SH DEFINED 0103 17800
BIOMET COM 090613100 706 23520 SH DEFINED 0103 23520
BIORELIANCE CORP COM 090951104 2888 175000 SH DEFINED 011619 175000
BLACK & DECKER COM 091797100 1061 20002 SH DEFINED 0103 20002
BLACK HILLS CORP COM 092113109 3478 150000 SH DEFINED 0132 150000
BLOCK H&R INC COM 093671105 8561 180000 SH DEFINED 0124 180000
BLOCK H&R INC COM 093671105 16238 341400 SH DEFINED 0125 341400
BLOCK H&R INC COM 093671105 4281 90000 SH DEFINED 011619 90000
BLOCK H&R INC COM 093671105 3329 70000 SH DEFINED 011620 70000
BLOCK H&R INC COM 093671105 21403 450000 SH DEFINED 011614 450000
BLOCK H&R INC COM 093671105 51320 1079023 SH DEFINED 0102 1079023
BLOCK H&R INC COM 093671105 2799 58849 SH DEFINED 0103 58849
BLOCK H&R INC COM 093671105 809 17000 SH DEFINED 01 17000
BOEING COM 097023105 6255 120000 SH DEFINED 011622 120000
BOEING COM 097023105 9383 180000 SH DEFINED 011623 180000
BOEING COM 097023105 15638 300000 SH DEFINED 011618 300000
BOEING COM 097023105 33051 634012 SH DEFINED 0102 634012
BOEING COM 097023105 11323 217223 SH DEFINED 0103 217223
BOEING COM 097023105 8236 158000 SH DEFINED 01 158000
BOISE CASCADE COM 097383103 427 11842 SH DEFINED 0103 11842
BOSTON PROPERTIES IN COM 101121101 11058 314250 SH DEFINED 0113 314250
BOSTON PROPERTIES IN COM 101121101 8357 237500 SH DEFINED 0131 237500
BOSTON PROPERTIES IN COM 101121101 340 9650 SH DEFINED 0103 9650
BOSTON SCIENTIFIC COM 101137107 12704 188200 SH DEFINED 0108 188200
BOSTON SCIENTIFIC COM 101137107 81000 1200000 SH DEFINED 0111 1200000
BOSTON SCIENTIFIC COM 101137107 6170 91400 SH DEFINED 0124 91400
BOSTON SCIENTIFIC COM 101137107 8458 125300 SH DEFINED 0125 125300
BOSTON SCIENTIFIC COM 101137107 6750 100000 SH DEFINED 011622 100000
BOSTON SCIENTIFIC COM 101137107 16875 250000 SH DEFINED 011623 250000
BOSTON SCIENTIFIC COM 101137107 33750 500000 SH DEFINED 011516 500000
BOSTON SCIENTIFIC COM 101137107 25380 376000 SH DEFINED 011618 376000
BOSTON SCIENTIFIC COM 101137107 4050 60000 SH DEFINED 011619 60000
BOSTON SCIENTIFIC COM 101137107 4361 64600 SH DEFINED 011620 64600
BOSTON SCIENTIFIC COM 101137107 78959 1169471 SH DEFINED 0102 1169471
BOSTON SCIENTIFIC COM 101137107 4125 61116 SH DEFINED 0103 61116
BOSTON SCIENTIFIC COM 101137107 15546 230300 SH DEFINED 01 230300
BRIGGS & STRATTON COM 109043109 239 5219 SH DEFINED 0103 5219
<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 62588 600000 SH DEFINED 0130 600000
BRISTOL MYERS SQUIBB COM 110122108 250350 2400000 SH DEFINED 0126 2400000
BRISTOL MYERS SQUIBB COM 110122108 22479 215500 SH DEFINED 0124 215500
BRISTOL MYERS SQUIBB COM 110122108 45720 438300 SH DEFINED 0125 438300
BRISTOL MYERS SQUIBB COM 110122108 83450 800000 SH DEFINED 011516 800000
BRISTOL MYERS SQUIBB COM 110122108 18255 175000 SH DEFINED 011618 175000
BRISTOL MYERS SQUIBB COM 110122108 72582 695803 SH DEFINED 0102 695803
BRISTOL MYERS SQUIBB COM 110122108 24832 238052 SH DEFINED 0103 238052
BRISTOL MYERS SQUIBB COM 110122108 8095 77600 SH DEFINED 01 77600
BRITISH PETRO ADR COM 110889409 2926 34000 SH DEFINED 01 34000
BROADVISION INC COM 111412102 4175 233500 SH DEFINED 0102 233500
BROADVISION INC COM 111412102 72 4000 SH DEFINED 0103 4000
BROWN FORMAN CL B COM 115637209 799 14525 SH DEFINED 0103 14525
BROWNING FERRIS IND COM 115885105 27242 835000 SH DEFINED 0113 835000
BROWNING FERRIS IND COM 115885105 22838 700000 SH DEFINED 0107 700000
BROWNING FERRIS IND COM 115885105 17291 530000 SH DEFINED 0131 530000
BROWNING FERRIS IND COM 115885105 2061 63190 SH DEFINED 0103 63190
BROWNING FERRIS35.62 CONV PFD STOCK 115885600 13757 429905 SH DEFINED 01 429905
BRUNSWICK CORP COM 117043109 5521 158300 SH DEFINED 0108 158300
BRUNSWICK CORP COM 117043109 27900 800000 SH DEFINED 0107 800000
BRUNSWICK CORP COM 117043109 34875 1000000 SH DEFINED 011516 1000000
BRUNSWICK CORP COM 117043109 3390 97200 SH DEFINED 011620 97200
BRUNSWICK CORP COM 117043109 732 20993 SH DEFINED 0103 20993
BURLINGTON N SANTA COM 12189T104 17680 170000 SH DEFINED 0113 170000
BURLINGTON N SANTA COM 12189T104 3120 30000 SH DEFINED 0124 30000
BURLINGTON N SANTA COM 12189T104 5200 50000 SH DEFINED 0125 50000
BURLINGTON N SANTA COM 12189T104 458 4400 SH DEFINED 0102 4400
BURLINGTON N SANTA COM 12189T104 12480 120000 SH DEFINED 0131 120000
BURLINGTON N SANTA COM 12189T104 4459 42873 SH DEFINED 0103 42873
BURLINGTON RESOURCES COM 122014103 1781 37157 SH DEFINED 0103 37157
BURLINGTON RESOURCES COM 122014103 4314 90000 SH DEFINED 01 90000
CBT GROUPS COM 124853102 631 12200 SH DEFINED 0102 12200
CBT GROUPS COM 124853102 9108 176000 SH DEFINED 0131 176000
CBT GROUPS COM 124853102 580 11200 SH DEFINED 0103 11200
CCA PRISON RLTY TST COM 12486R108 10774 260000 SH DEFINED 0108 260000
CBS CORP COM 12490K107 33938 1000000 SH DEFINED 0130 1000000
CBS CORP COM 12490K107 19344 570000 SH DEFINED 0108 570000
CBS CORP COM 12490K107 169688 5000000 SH DEFINED 0126 5000000
CBS CORP COM 12490K107 13507 398000 SH DEFINED 0124 398000
CBS CORP COM 12490K107 21401 630600 SH DEFINED 0125 630600
CBS CORP COM 12490K107 101813 3000000 SH DEFINED 011516 3000000
CBS CORP COM 12490K107 5939 175000 SH DEFINED 011620 175000
CBS CORP COM 12490K107 30544 900000 SH DEFINED 011614 900000
CBS CORP COM 12490K107 27413 807731 SH DEFINED 0102 807731
CBS CORP COM 12490K107 17204 506926 SH DEFINED 0131 506926
CBS CORP COM 12490K107 17587 518218 SH DEFINED 0103 518218
CBS CORP COM 12490K107 9316 274500 SH DEFINED 01 274500
CDW COMPUTER CENTERS COM 125129106 14969 250000 SH DEFINED 011619 250000
CDW COMPUTER CENTERS COM 125129106 13173 220000 SH DEFINED 011614 220000
CDW COMPUTER CENTERS COM 125129106 1275 21325 SH DEFINED 0102 21325
<PAGE> PAGE 15
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CDW COMPUTER CENTERS COM 125129106 11753 196300 SH DEFINED 0131 196300
CDW COMPUTER CENTERS COM 125129106 898 15000 SH DEFINED 0103 15000
CFM MAJESTIC COM 12525R101 361 34826 SH DEFINED 0103 34826
CIGNA CORP COM 125509109 3195 15587 SH DEFINED 0103 15587
C.I.T. GROUP CL A COM 125577106 32625 1000000 SH DEFINED 0130 1000000
C.I.T. GROUP CL A COM 125577106 8867 271800 SH DEFINED 0108 271800
C.I.T. GROUP CL A COM 125577106 8972 275000 SH DEFINED 0128 275000
C.I.T. GROUP CL A COM 125577106 1788 54800 SH DEFINED 0135 54800
C.I.T. GROUP CL A COM 125577106 842 25800 SH DEFINED 0102 25800
CKE RESTAURANTS INC. COM 12561E105 9636 262206 SH DEFINED 0103 262206
CMAC INVESTMENT CORP COM 125662106 13350 200000 SH DEFINED 0106 200000
CMAC INVESTMENT CORP COM 125662106 5340 80000 SH DEFINED 011619 80000
CMAC INVESTMENT CORP COM 125662106 42 624 SH DEFINED 0102 624
CMAC INVESTMENT CORP COM 125662106 601 9000 SH DEFINED 01 9000
CMS ENERGY CORP COM 125896100 140813 3000000 SH DEFINED 0126 3000000
CMS ENERGY CORP COM 125896100 51631 1100000 SH DEFINED 0113 1100000
CMS ENERGY CORP COM 125896100 21122 450000 SH DEFINED 0132 450000
CMS ENERGY CORP COM 125896100 32856 700000 SH DEFINED 0107 700000
CMS ENERGY CORP COM 125896100 5633 120000 SH DEFINED 011622 120000
CMS ENERGY CORP COM 125896100 46938 1000000 SH DEFINED 0131 1000000
CMS ENERGY CORP COM 125896100 1953 41600 SH DEFINED 0103 41600
CPI CORP COM 125902106 1335 52730 SH DEFINED 0103 52730
CNF TRANSPORTATION COM 12612W104 43125 1200000 SH DEFINED 0126 1200000
CNF TRANSPORTATION COM 12612W104 3594 100000 SH DEFINED 0128 100000
CSC HOLDINGS INC PREFERRED STOCK 126304401 40015 350241 SH DEFINED 0109 350241
CSG SYSTEMS COM 126349109 9050 200000 SH DEFINED 011619 200000
CSX CORP COM 126408103 2732 45923 SH DEFINED 0103 45923
CVS CORP COM 126650100 6327 83800 SH DEFINED 0108 83800
CVS CORP COM 126650100 143450 1900000 SH DEFINED 0126 1900000
CVS CORP COM 126650100 37750 500000 SH DEFINED 011516 500000
CVS CORP COM 126650100 7550 100000 SH DEFINED 011619 100000
CVS CORP COM 126650100 6418 85000 SH DEFINED 011620 85000
CVS CORP COM 126650100 112 1476 SH DEFINED 0102 1476
CVS CORP COM 126650100 2736 36245 SH DEFINED 0103 36245
CVS CORP COM 126650100 1208 16000 SH DEFINED 01 16000
CABLETRON SYSTEMS COM 126920107 481 33058 SH DEFINED 0103 33058
CADENCE DESIGN SYS COM 127387108 2464 71150 SH DEFINED 0102 71150
CADENCE DESIGN SYS COM 127387108 27610 797400 SH DEFINED 0131 797400
CADENCE DESIGN SYS COM 127387108 1620 46800 SH DEFINED 0103 46800
CAMBRDG TECH PRTNS COM 132524109 9913 200000 SH DEFINED 011622 200000
CAMBRDG TECH PRTNS COM 132524109 9913 200000 SH DEFINED 011623 200000
CAMBRDG TECH PRTNS COM 132524109 49563 1000000 SH DEFINED 011516 1000000
CAMBRDG TECH PRTNS COM 132524109 20816 420000 SH DEFINED 011614 420000
CAMBRDG TECH PRTNS COM 132524109 36902 744512 SH DEFINED 0102 744512
CAMBRDG TECH PRTNS COM 132524109 636 12830 SH DEFINED 0103 12830
CAMCO COM 132632100 36300 600000 SH DEFINED 0106 600000
CAMCO COM 132632100 29384 485700 SH DEFINED 0102 485700
CAMCO COM 132632100 3512 58060 SH DEFINED 0103 58060
CAMPBELL RESOURCE WT COM 134422161 7 250000 SH DEFINED 0127 250000
CAMPBELL SOUP COM 134429109 5452 96064 SH DEFINED 0103 96064
<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
CAPITAL ONE FINL COR COM 14040H105 4733 60000 SH DEFINED 011619 60000
CAPITAL ONE FINL COR COM 14040H105 644 8150 SH DEFINED 0102 8150
CAPITAL ONE FINL COR COM 14040H105 7130 90400 SH DEFINED 0131 90400
CAPITAL ONE FINL COR COM 14040H105 34748 440549 SH DEFINED 0103 440549
CAPITAL RE CORP COM 140432105 3855 60000 SH DEFINED 011619 60000
CARBIDE GRAPHITE COM 140777103 5612 187000 SH DEFINED 0102 187000
CARBIDE GRAPHITE COM 140777103 98 3250 SH DEFINED 0103 3250
CAPSTAR HOTEL COM 140918103 12085 348400 SH DEFINED 011614 348400
CAPSTAR HOTEL COM 140918103 29 833 SH DEFINED 0102 833
CAPSTAR HOTEL COM 140918103 416 12000 SH DEFINED 01 12000
CARDINAL HEALTH COM 14149Y108 149919 1700000 SH DEFINED 0126 1700000
CARDINAL HEALTH COM 14149Y108 15433 175000 SH DEFINED 011618 175000
CARDINAL HEALTH COM 14149Y108 99229 1125179 SH DEFINED 0102 1125179
CARDINAL HEALTH COM 14149Y108 19035 215850 SH DEFINED 0131 215850
CARDINAL HEALTH COM 14149Y108 3666 41580 SH DEFINED 0103 41580
CARDINAL HEALTH COM 14149Y108 10318 117000 SH DEFINED 01 117000
CARNIVAL CORP COM 143658102 13253 190000 SH DEFINED 0108 190000
CARNIVAL CORP COM 143658102 118575 1700000 SH DEFINED 011516 1700000
CARNIVAL CORP COM 143658102 5231 75000 SH DEFINED 011620 75000
CARNIVAL CORP COM 143658102 16740 240000 SH DEFINED 011614 240000
CARNIVAL CORP COM 143658102 1359 19490 SH DEFINED 0102 19490
CARNIVAL CORP COM 143658102 15268 218900 SH DEFINED 0131 218900
CARNIVAL CORP COM 143658102 893 12800 SH DEFINED 0103 12800
CARNIVAL CORP COM 143658102 802 11500 SH DEFINED 01 11500
CAROLINA POWER & LT COM 144141108 27150 600000 SH DEFINED 0130 600000
CAROLINA POWER & LT COM 144141108 9050 200000 SH DEFINED 0128 200000
CAROLINA POWER & LT COM 144141108 18100 400000 SH DEFINED 0132 400000
CAROLINA POWER & LT COM 144141108 1432 31640 SH DEFINED 0103 31640
CARPENTER TECHNOLGY COM 144285103 7290 135000 SH DEFINED 0128 135000
CASE CORP COM 14743R103 37741 554000 SH DEFINED 0113 554000
CASE CORP COM 14743R103 188 2770 SH DEFINED 0102 2770
CASE CORP COM 14743R103 29294 430000 SH DEFINED 0131 430000
CASE CORP COM 14743R103 2290 33606 SH DEFINED 0103 33606
CATERPILLAR INC COM 149123101 44050 800000 SH DEFINED 0111 800000
CATERPILLAR INC COM 149123101 8810 160000 SH DEFINED 011622 160000
CATERPILLAR INC COM 149123101 19823 360000 SH DEFINED 011623 360000
CATERPILLAR INC COM 149123101 528 9600 SH DEFINED 0102 9600
CATERPILLAR INC COM 149123101 4314 78356 SH DEFINED 0103 78356
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 39625 1000000 SH DEFINED 0130 1000000
CENDANT CORP COM 151313103 15478 390620 SH DEFINED 0108 390620
CENDANT CORP COM 151313103 202088 5100000 SH DEFINED 0126 5100000
CENDANT CORP COM 151313103 9114 230000 SH DEFINED 0124 230000
CENDANT CORP COM 151313103 19931 503000 SH DEFINED 0125 503000
CENDANT CORP COM 151313103 59438 1500000 SH DEFINED 011516 1500000
CENDANT CORP COM 151313103 37644 950000 SH DEFINED 011618 950000
CENDANT CORP COM 151313103 3963 100000 SH DEFINED 011620 100000
CENDANT CORP COM 151313103 172678 4357553 SH DEFINED 0102 4357553
<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
CENDANT CORP COM 151313103 9192 231995 SH DEFINED 0103 231995
CENDANT CORP COM 151313103 1454 36700 SH DEFINED 01 36700
CENDANT CORP FELINE CONV PFD STOCK 151313301 47955 920000 SH DEFINED 0130 920000
CENDANT CORP FELINE CONV PFD STOCK 151313301 6255 120000 SH DEFINED 0104 120000
CENDANT CORP FELINE CONV PFD STOCK 151313301 5213 100000 SH DEFINED 0109 100000
CENDANT CORP FELINE CONV PFD STOCK 151313301 3128 60000 SH DEFINED 011621 60000
CENDANT CORP FELINE CONV PFD STOCK 151313301 8641 165770 SH DEFINED 01 165770
CENTEX CORPORATION COM 152312104 476 12488 SH DEFINED 0103 12488
ELECTROBRAS ADR COM 15234Q207 10534 452000 SH DEFINED 0124 452000
ELECTROBRAS ADR COM 15234Q207 5733 246000 SH DEFINED 0112 246000
ELECTROBRAS ADR COM 15234Q207 8530 366000 SH DEFINED 011617 366000
CENTOCOR INC COM 152342101 12974 290700 SH DEFINED 0102 290700
CENTOCOR INC COM 152342101 210 4700 SH DEFINED 0103 4700
CENTOCOR INC COM 152342101 3927 88000 SH DEFINED 01 88000
CENTRAL & S W COM 152357109 1195 44673 SH DEFINED 0103 44673
CENTRAL PARKING COM 154785109 14325 300000 SH DEFINED 011614 300000
CENTRAL PARKING COM 154785109 12712 266200 SH DEFINED 0102 266200
CENTRAL PARKING COM 154785109 3777 79100 SH DEFINED 0131 79100
CENTRAL PARKING COM 154785109 446 9350 SH DEFINED 0103 9350
CENTRAL VT PUB SRV COM 155771108 4813 323531 SH DEFINED 0103 323531
CENTURA BKS INC COM 15640T100 17673 248015 SH DEFINED 0102 248015
CENTURA BKS INC COM 15640T100 9964 139850 SH DEFINED 0131 139850
CENTURA BKS INC COM 15640T100 929 13050 SH DEFINED 0103 13050
CENTURY BUSINESS SRV COM 156464992 11939 675000 SH DEFINED 011618 675000
CENTURY TELEPHONE EN COM 156686107 18338 300000 SH DEFINED 0130 300000
CENTURY TELEPHONE EN COM 156686107 6296 103000 SH DEFINED 0128 103000
CENTURY TELEPHONE EN COM 156686107 21394 350000 SH DEFINED 0132 350000
CERIDIAN CORP COM 15677T106 867 16072 SH DEFINED 0103 16072
CHAMPION INTL COM 158525105 3530 65000 SH DEFINED 0128 65000
CHAMPION INTL COM 158525105 1099 20237 SH DEFINED 0103 20237
OPW CHAMP AUTO RACE COM 158711101 2340 126500 SH DEFINED 011619 126500
CHANCELLOR MEDIA COM 158915108 22938 500000 SH DEFINED 0130 500000
CHANCELLOR MEDIA COM 158915108 20185 440000 SH DEFINED 0108 440000
CHANCELLOR MEDIA COM 158915108 9175 200000 SH DEFINED 011619 200000
CHANCELLOR MEDIA COM 158915108 5964 130000 SH DEFINED 011620 130000
CHANCELLOR MEDIA COM 158915108 41288 900000 SH DEFINED 011614 900000
CHANCELLOR MEDIA COM 158915108 47691 1039570 SH DEFINED 0102 1039570
CHANCELLOR MEDIA COM 158915108 24378 531400 SH DEFINED 0131 531400
CHANCELLOR MEDIA COM 158915108 2289 49900 SH DEFINED 0103 49900
CHANCELLOR MEDIA COM 158915108 8809 192000 SH DEFINED 01 192000
CHARTER ONE FINL INC COM 160903100 8367 125000 SH DEFINED 0128 125000
CHARMING SHOPPES COM 161133103 80 16827 SH DEFINED 0103 16827
CHASE MAHATTAN NEW COM 16161A108 11963 88699 SH DEFINED 0103 88699
CHEVRON CORP COM 166751107 482 6000 SH DEFINED 0125 6000
CHEVRON CORP COM 166751107 17593 219130 SH DEFINED 0102 219130
CHEVRON CORP COM 166751107 11567 144018 SH DEFINED 0103 144018
CHEVRON CORP COM 166751107 273 3400 SH DEFINED 01 3400
CHICAGO MINIATU LAMP COM 167781103 14287 367500 SH DEFINED 011614 367500
CHIREX INC COM 170038103 18938 1000000 SH DEFINED 0106 1000000
CHIREX INC COM 170038103 9469 500000 SH DEFINED 011614 500000
<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
CHRYSLER COM 171196108 20490 493000 SH DEFINED 0107 493000
CHRYSLER COM 171196108 10 250 SH DEFINED 0102 250
CHRYSLER COM 171196108 5761 138600 SH DEFINED 0103 138600
CHUBB CORP COM 171232101 2807 35820 SH DEFINED 0103 35820
CIENA CORPORATION COM 171779101 11644 273193 SH DEFINED 0102 273193
CIENA CORPORATION COM 171779101 6424 150700 SH DEFINED 0131 150700
CIENA CORPORATION COM 171779101 586 13750 SH DEFINED 0103 13750
CIENA CORPORATION COM 171779101 256 6000 SH DEFINED 01 6000
CINCINNATI BELL INC COM 171870108 17813 500000 SH DEFINED 0130 500000
CINCINNATI BELL INC COM 171870108 76238 2140000 SH DEFINED 0126 2140000
CINCINNATI BELL INC COM 171870108 14963 420000 SH DEFINED 0128 420000
CINCINNATI BELL INC COM 171870108 7125 200000 SH DEFINED 0132 200000
CINCINNATI BELL INC COM 171870108 4453 125000 SH DEFINED 011619 125000
CINCINNATI BELL INC COM 171870108 15141 425000 SH DEFINED 011614 425000
CINCINNATI BELL INC COM 171870108 620 17388 SH DEFINED 0102 17388
CINCINNATI BELL INC COM 171870108 6484 182000 SH DEFINED 0131 182000
CINCINNATI BELL INC COM 171870108 395 11100 SH DEFINED 0103 11100
CINCINNATI BELL INC COM 171870108 8158 229000 SH DEFINED 01 229000
CINAR FILMS INC COM 171905300 5541 130000 SH DEFINED 011619 130000
CINCINNATI FINANCIAL COM 172062101 1448 11560 SH DEFINED 0103 11560
CINCINNATI MILACRON COM 172172108 7172 225000 SH DEFINED 0128 225000
CINCINNATI MILACRON COM 172172108 268 8409 SH DEFINED 0103 8409
CINERGY CORP COM 172474108 1228 33189 SH DEFINED 0103 33189
CIRCUIT CITY COM 172737108 20520 480000 SH DEFINED 0113 480000
CIRCUIT CITY COM 172737108 5093 119143 SH DEFINED 0107 119143
CIRCUIT CITY COM 172737108 42750 1000000 SH DEFINED 011516 1000000
CIRCUIT CITY COM 172737108 3602 84247 SH DEFINED 0102 84247
CIRCUIT CITY COM 172737108 14279 334000 SH DEFINED 0131 334000
CIRCUIT CITY COM 172737108 889 20787 SH DEFINED 0103 20787
CISCO SYSTEMS COM 17275R102 14359 210000 SH DEFINED 0108 210000
CISCO SYSTEMS COM 17275R102 376063 5500000 SH DEFINED 0126 5500000
CISCO SYSTEMS COM 17275R102 123075 1800000 SH DEFINED 0111 1800000
CISCO SYSTEMS COM 17275R102 10451 152850 SH DEFINED 0124 152850
CISCO SYSTEMS COM 17275R102 25442 372100 SH DEFINED 0125 372100
CISCO SYSTEMS COM 17275R102 15384 225000 SH DEFINED 0135 225000
CISCO SYSTEMS COM 17275R102 12308 180000 SH DEFINED 011622 180000
CISCO SYSTEMS COM 17275R102 24615 360000 SH DEFINED 011623 360000
CISCO SYSTEMS COM 17275R102 61538 900000 SH DEFINED 011516 900000
CISCO SYSTEMS COM 17275R102 38461 562500 SH DEFINED 011618 562500
CISCO SYSTEMS COM 17275R102 7179 105000 SH DEFINED 011619 105000
CISCO SYSTEMS COM 17275R102 3590 52500 SH DEFINED 011620 52500
CISCO SYSTEMS COM 17275R102 15384 225000 SH DEFINED 011614 225000
CISCO SYSTEMS COM 17275R102 304599 4454652 SH DEFINED 0102 4454652
CISCO SYSTEMS COM 17275R102 38122 557550 SH DEFINED 0131 557550
CISCO SYSTEMS COM 17275R102 20900 305684 SH DEFINED 0103 305684
CISCO SYSTEMS COM 17275R102 22980 336087 SH DEFINED 01 336087
CITICORP COM 173034109 284000 2000000 SH DEFINED 0126 2000000
CITICORP COM 173034109 32660 230000 SH DEFINED 011618 230000
CITICORP COM 173034109 752 5297 SH DEFINED 0102 5297
CITICORP COM 173034109 13653 96145 SH DEFINED 0103 96145
<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
CITICORP COM 173034109 4544 32000 SH DEFINED 01 32000
CLAYTON HOMES INC COM 184190106 12631 623750 SH DEFINED 011618 623750
CLEAR CHANNEL COMMUN COM 184502102 58800 600000 SH DEFINED 0130 600000
CLEAR CHANNEL COMMUN COM 184502102 98000 1000000 SH DEFINED 0126 1000000
CLEAR CHANNEL COMMUN COM 184502102 10290 105000 SH DEFINED 0124 105000
CLEAR CHANNEL COMMUN COM 184502102 18081 184500 SH DEFINED 0125 184500
CLEAR CHANNEL COMMUN COM 184502102 41836 426900 SH DEFINED 011516 426900
CLEAR CHANNEL COMMUN COM 184502102 20188 206000 SH DEFINED 011614 206000
CLEAR CHANNEL COMMUN COM 184502102 139616 1424660 SH DEFINED 0102 1424660
CLEAR CHANNEL COMMUN COM 184502102 23133 236050 SH DEFINED 0131 236050
CLEAR CHANNEL COMMUN COM 184502102 6467 65990 SH DEFINED 0103 65990
CLEAR CHANNEL COMMUN COM 184502102 9800 100000 SH DEFINED 01 100000
CLEARNET COM WARRANT WARRANT 184902112 422 42240 SH DEFINED 0109 42240
CLEARNET COM WARRANT WARRANT 184902112 10 990 SH DEFINED 011620 990
CLOROX CO. COM 189054109 1865 21766 SH DEFINED 0103 21766
COASTAL CORP COM 190441105 11397 175000 SH DEFINED 0132 175000
COASTAL CORP COM 190441105 210 3215 SH DEFINED 0102 3215
COASTAL CORP COM 190441105 1454 22324 SH DEFINED 0103 22324
COCA-COLA COM 191216100 40655 525000 SH DEFINED 0130 525000
COCA-COLA COM 191216100 13164 170000 SH DEFINED 0108 170000
COCA-COLA COM 191216100 232313 3000000 SH DEFINED 0126 3000000
COCA-COLA COM 191216100 155394 2006700 SH DEFINED 0111 2006700
COCA-COLA COM 191216100 37890 489300 SH DEFINED 0124 489300
COCA-COLA COM 191216100 72582 937300 SH DEFINED 0125 937300
COCA-COLA COM 191216100 15426 199200 SH DEFINED 011622 199200
COCA-COLA COM 191216100 30913 399200 SH DEFINED 011623 399200
COCA-COLA COM 191216100 77438 1000000 SH DEFINED 011516 1000000
COCA-COLA COM 191216100 52658 680000 SH DEFINED 011618 680000
COCA-COLA COM 191216100 4151 53600 SH DEFINED 011620 53600
COCA-COLA COM 191216100 133392 1722696 SH DEFINED 0102 1722696
COCA-COLA COM 191216100 44751 577896 SH DEFINED 0103 577896
FEMSA COKE COM 191241108 6475 316800 SH DEFINED 0112 316800
FEMSA COKE COM 191241108 10104 494400 SH DEFINED 011617 494400
COGNIZANT CORP COM 192441103 1958 34129 SH DEFINED 0103 34129
COLGATE-PALMOLIVE COM 194162103 86625 1000000 SH DEFINED 0130 1000000
COLGATE-PALMOLIVE COM 194162103 10135 117000 SH DEFINED 0124 117000
COLGATE-PALMOLIVE COM 194162103 18174 209800 SH DEFINED 0125 209800
COLGATE-PALMOLIVE COM 194162103 12561 145000 SH DEFINED 0135 145000
COLGATE-PALMOLIVE COM 194162103 47644 550000 SH DEFINED 011516 550000
COLGATE-PALMOLIVE COM 194162103 177785 2052312 SH DEFINED 0102 2052312
COLGATE-PALMOLIVE COM 194162103 7641 88203 SH DEFINED 0103 88203
COLGATE-PALMOLIVE COM 194162103 12162 140400 SH DEFINED 01 140400
COLT TELECOM ADR COM 196877104 548 5800 SH DEFINED 0102 5800
COLT TELECOM ADR COM 196877104 8100 85600 SH DEFINED 0131 85600
COLT TELECOM ADR COM 196877104 478 5050 SH DEFINED 0103 5050
COLUMBIA ENERGY GRP COM 197648108 7775 100000 SH DEFINED 0132 100000
COLUMBIA ENERGY GRP COM 197648108 908 11676 SH DEFINED 0103 11676
COLUMBIA HEALTHCARE COM 197677107 57115 1771000 SH DEFINED 0113 1771000
COLUMBIA HEALTHCARE COM 197677107 40764 1264000 SH DEFINED 0107 1264000
COLUMBIA HEALTHCARE COM 197677107 41690 1292700 SH DEFINED 0131 1292700
<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
COLUMBIA HEALTHCARE COM 197677107 6146 190584 SH DEFINED 0103 190584
COMAIR HLDGS INC COM 199789108 13250 500000 SH DEFINED 011614 500000
COMAIR HLDGS INC COM 199789108 30673 1157475 SH DEFINED 0102 1157475
COMAIR HLDGS INC COM 199789108 400 15100 SH DEFINED 0103 15100
COMCAST CORPORATION COM 200300101 2081 60000 SH DEFINED 0108 60000
COMCAST CORPORATION COM 200300101 3469 100000 SH DEFINED 011620 100000
COMCAST CORP CLA SPL COM 200300200 11300 320000 SH DEFINED 0108 320000
COMCAST CORP CLA SPL COM 200300200 2594 73449 SH DEFINED 0103 73449
COMDISCO INC COM 200336105 14396 330000 SH DEFINED 011614 330000
COMERICA INC COM 200340107 2340 22116 SH DEFINED 0103 22116
COMERICA FRAP PREFERRED STOCK 200340503 7847 150000 SH DEFINED 0105 150000
COMMWLTH ED $100 PVT PREFERRED STOCK 20279K2*7 5308 52556 SH DEFINED 0105 52556
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 2600 25553 SH DEFINED 01 25553
COMMONWEALTH IND COM 203004106 14822 850000 SH DEFINED 0106 850000
COMM&PWR IND 144A COM 20338A108 525 3500 SH DEFINED 0109 3500
COPEL ADS COM 20441B407 14563 1000000 SH DEFINED 011618 1000000
CANTV ADR COM 204421101 10662 255000 SH DEFINED 0124 255000
BUENAVENTURA ADR COM 204448104 1310 80000 SH DEFINED 0127 80000
COMPANIA DE TELECOMM COM 204449300 6339 230000 SH DEFINED 0124 230000
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COMPAQ COMPUTER CORP COM 204493100 38813 1500000 SH DEFINED 0130 1500000
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COMPUTER ASSOC COM 204912109 36094 625000 SH DEFINED 011618 625000
COMPUTER ASSOC COM 204912109 305306 5286625 SH DEFINED 0102 5286625
COMPUTER ASSOC COM 204912109 9935 172020 SH DEFINED 0103 172020
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COMPUTER SCIENCES COM 205363104 14674 266800 SH DEFINED 0125 266800
<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
COMPUTER SCIENCES COM 205363104 44000 800000 SH DEFINED 011516 800000
COMPUTER SCIENCES COM 205363104 304785 5541002 SH DEFINED 0102 5541002
COMPUTER SCIENCES COM 205363104 4479 81414 SH DEFINED 0103 81414
COMPUTER SCIENCES COM 205363104 4125 75000 SH DEFINED 01 75000
COMPUTER TASK GROUP COM 205477102 5375 130500 SH DEFINED 011619 130500
COMPUTER TASK GROUP COM 205477102 17999 437000 SH DEFINED 011614 437000
COMPX INTERNATIONAL COM 20563P101 4091 175000 SH DEFINED 011619 175000
COMPUWARE COM 205638109 20491 415000 SH DEFINED 011614 415000
COMPUWARE COM 205638109 1059 21459 SH DEFINED 0102 21459
COMPUWARE COM 205638109 7026 142300 SH DEFINED 0131 142300
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COMPUWARE COM 205638109 6369 129000 SH DEFINED 01 129000
CONAGRA COM 205887102 25700 800000 SH DEFINED 0126 800000
CONAGRA COM 205887102 8 250 SH DEFINED 0102 250
CONAGRA COM 205887102 3215 100084 SH DEFINED 0103 100084
CONSECO INC COM 208464107 2246 39658 SH DEFINED 0103 39658
CON EDISON $100 SR J PREFERRED STOCK 209111863 15647 150000 SH DEFINED 0105 150000
CON EDISON $100 SR J PREFERRED STOCK 209111863 2608 25000 SH DEFINED 01 25000
CON EDISON 7.2 SER I PREFERRED STOCK 209111871 3408 32550 SH DEFINED 0105 32550
CON EDISON 7.2 SER I PREFERRED STOCK 209111871 3193 30500 SH DEFINED 01 30500
CONSOLIDATED EDISON COM 209115104 15428 330000 SH DEFINED 0132 330000
CONSOLIDATED EDISON COM 209115104 2312 49457 SH DEFINED 0103 49457
CONSOLIDATED NAT GAS COM 209615103 5769 100000 SH DEFINED 0113 100000
CONSOLIDATED NAT GAS COM 209615103 28844 500000 SH DEFINED 0107 500000
CONSOLIDATED NAT GAS COM 209615103 104 1800 SH DEFINED 0102 1800
CONSOLIDATED NAT GAS COM 209615103 11538 200000 SH DEFINED 0131 200000
CONSOLIDATED NAT GAS COM 209615103 1639 28401 SH DEFINED 0103 28401
CONSOLIDATED STORES COM 210149100 9446 220000 SH DEFINED 0108 220000
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CONSOLIDATED STORES COM 210149100 4294 100000 SH DEFINED 011620 100000
CONSOLIDATED STORES COM 210149100 13955 325000 SH DEFINED 011614 325000
CONSOLIDATED STORES COM 210149100 38752 902448 SH DEFINED 0102 902448
CONSOLIDATED STORES COM 210149100 8145 189700 SH DEFINED 0131 189700
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CONSOLIDATED STORES COM 210149100 601 14000 SH DEFINED 01 14000
CONSOLIDATION CAP COM 210296109 8794 350000 SH DEFINED 011619 350000
COOPER CAMERON COM 216640102 18113 300000 SH DEFINED 0130 300000
COOPER CAMERON COM 216640102 6641 110000 SH DEFINED 011619 110000
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COOPER CAMERON COM 216640102 1660 27500 SH DEFINED 0102 27500
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COOPER CAMERON COM 216640102 860 14250 SH DEFINED 0103 14250
COOPER INDUSTRIES COM 216669101 1514 25469 SH DEFINED 0103 25469
CBE-WYMAN GORDON CONV PFD STOCK 216669606 4349 214100 SH DEFINED 0104 214100
CBE-WYMAN GORDON CONV PFD STOCK 216669606 2175 107100 SH DEFINED 011621 107100
COOPER TIRE & RUBBER COM 216831107 391 16479 SH DEFINED 0103 16479
COORS ADOLPH COM 217016104 273 7813 SH DEFINED 0103 7813
<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
CORE MATERIALS COM 218683100 26 4215 SH DEFINED 0103 4215
CORESTAFF INC CONV BOND 218690AA3 1975 1900000 PRN DEFINED 0104 1900000
CORESTAFF INC CONV BOND 218690AA3 1039 1000000 PRN DEFINED 011621 1000000
CORESTATES FINANCIAL COM 218695104 13463 150000 SH DEFINED 011618 150000
CORESTATES FINANCIAL COM 218695104 3736 41630 SH DEFINED 0103 41630
CORE CAP INC COM 218995108 4444 222223 SH DEFINED 0109 222223
CORN PRODUCTS INTL COM 219023108 2 42 SH DEFINED 0102 42
CORN PRODUCTS INTL COM 219023108 2144 59750 SH DEFINED 01 59750
CORNING INC COM 219350105 2153 48651 SH DEFINED 0103 48651
PRICE COSTCO COM 22160Q102 11235 210000 SH DEFINED 0108 210000
PRICE COSTCO COM 22160Q102 4280 80000 SH DEFINED 011620 80000
PRICE COSTCO COM 22160Q102 21400 400000 SH DEFINED 011614 400000
PRICE COSTCO COM 22160Q102 2413 45108 SH DEFINED 0103 45108
COUNTRYWIDE CREDIT COM 222372104 2011 37813 SH DEFINED 0103 37813
CRANE CO. COM 224399105 512 9668 SH DEFINED 0103 9668
CRESTAR FINANCIAL CO COM 226091106 1302 22000 SH DEFINED 0102 22000
CRESTAR FINANCIAL CO COM 226091106 17607 297800 SH DEFINED 0131 297800
CRESTAR FINANCIAL CO COM 226091106 899 15200 SH DEFINED 0103 15200
CROMPTON & KNOWLES COM 227111101 15048 520000 SH DEFINED 011614 520000
CROWN CORK & SEAL COM 228255105 54249 1014000 SH DEFINED 011516 1014000
CROWN CORK & SEAL COM 228255105 1445 27018 SH DEFINED 0103 27018
CROWN CORK CVT PFD CONV PFD STOCK 228255303 35000 700000 SH DEFINED 0107 700000
CROWN PKG WTS WARRANT 228443115 3 10000 SH DEFINED 0109 10000
CUMMINS ENGINE COM 231021106 443 8042 SH DEFINED 0103 8042
CYPRUS AMAX MINERALS COM 232809103 325 19559 SH DEFINED 0103 19559
CYTYC CORP COM 232946103 264 10500 SH DEFINED 0102 10500
DPL INC COM 233293109 6289 322500 SH DEFINED 0128 322500
DPL INC COM 233293109 20475 1050000 SH DEFINED 0132 1050000
DPL INC COM 233293109 20475 1050000 SH DEFINED 0107 1050000
DSC COMMUNICATIONS COM 233311109 6093 335000 SH DEFINED 0128 335000
DSC COMMUNICATIONS COM 233311109 449 24684 SH DEFINED 0103 24684
DST SYSTEMS COM 233326107 5256 100000 SH DEFINED 011619 100000
DST SYSTEMS COM 233326107 32987 627540 SH DEFINED 0102 627540
DST SYSTEMS COM 233326107 502 9560 SH DEFINED 0103 9560
DTE ENERGY COMPANY COM 233331107 1201 30542 SH DEFINED 0103 30542
DALLAS SEMICONDUCTOR COM 235204104 2650 78800 SH DEFINED 0102 78800
DANA CORP COM 235811106 1286 22103 SH DEFINED 0103 22103
DANAHER CORP COM 235851102 13631 179500 SH DEFINED 0108 179500
DANAHER CORP COM 235851102 11391 150000 SH DEFINED 0128 150000
DANAHER CORP COM 235851102 3417 45000 SH DEFINED 011620 45000
DAOU SYSTEMS COM 237015102 5869 300000 SH DEFINED 011619 300000
DAOU SYSTEMS COM 237015102 10759 550000 SH DEFINED 011614 550000
DARDEN RESTAURANT COM 237194105 43347 2785342 SH DEFINED 0103 2785342
DATA GENERAL COM 237688106 177 10013 SH DEFINED 0103 10013
DAYTON HUDSON CORP COM 239753106 44000 500000 SH DEFINED 0130 500000
DAYTON HUDSON CORP COM 239753106 176000 2000000 SH DEFINED 0126 2000000
DAYTON HUDSON CORP COM 239753106 9680 110000 SH DEFINED 0124 110000
DAYTON HUDSON CORP COM 239753106 19782 224800 SH DEFINED 0125 224800
DAYTON HUDSON CORP COM 239753106 79200 900000 SH DEFINED 011516 900000
DAYTON HUDSON CORP COM 239753106 142243 1616372 SH DEFINED 0102 1616372
<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
DAYTON HUDSON CORP COM 239753106 6112 69453 SH DEFINED 0103 69453
DAYTON HUDSON CORP COM 239753106 2050 23300 SH DEFINED 01 23300
DAYTON MINING 144A CONV BOND 239902AB5 1260 2000000 PRN DEFINED 0127 2000000
DEERE & COMPANY COM 244199105 58841 950000 SH DEFINED 0130 950000
DEERE & COMPANY COM 244199105 10220 165000 SH DEFINED 0108 165000
DEERE & COMPANY COM 244199105 371625 6000000 SH DEFINED 0126 6000000
DEERE & COMPANY COM 244199105 74325 1200000 SH DEFINED 0111 1200000
DEERE & COMPANY COM 244199105 4292 69300 SH DEFINED 0124 69300
DEERE & COMPANY COM 244199105 8380 135300 SH DEFINED 0125 135300
DEERE & COMPANY COM 244199105 10591 171000 SH DEFINED 011622 171000
DEERE & COMPANY COM 244199105 18210 294000 SH DEFINED 011623 294000
DEERE & COMPANY COM 244199105 86713 1400000 SH DEFINED 011516 1400000
DEERE & COMPANY COM 244199105 19820 320000 SH DEFINED 011618 320000
DEERE & COMPANY COM 244199105 214023 3455518 SH DEFINED 0102 3455518
DEERE & COMPANY COM 244199105 5124 82720 SH DEFINED 0103 82720
DEERE & COMPANY COM 244199105 21127 341100 SH DEFINED 01 341100
DELL COMPUTER CORP COM 247025109 9309 137400 SH DEFINED 0103 137400
DELTA & PINE LAND CO COM 247357106 52000 1000000 SH DEFINED 0111 1000000
DELTA AIR LINES COM 247361108 1859 15720 SH DEFINED 0103 15720
DELTA AIR LINES COM 247361108 5321 45000 SH DEFINED 01 45000
DELUXE CORPORATION COM 248019101 564 17123 SH DEFINED 0103 17123
DEPUY INC COM 249726100 8942 295000 SH DEFINED 0128 295000
DEVON ENERGY COM 251799102 15550 400000 SH DEFINED 0106 400000
DEVON ENERGY COM 251799102 11257 289635 SH DEFINED 0102 289635
DEVON ENERGY COM 251799102 209 5365 SH DEFINED 0103 5365
DIAGEO PLC-SPON ADR COM 25243Q205 37160 765200 SH DEFINED 0103 765200
DIGITAL EQUIPMENT COM 253849103 1618 30927 SH DEFINED 0103 30927
DILLARDS INC-CL A COM 254067101 864 23380 SH DEFINED 0103 23380
DISNEY WALT CO COM 254687106 21350 200000 SH DEFINED 0130 200000
DISNEY WALT CO COM 254687106 12490 117000 SH DEFINED 0135 117000
DISNEY WALT CO COM 254687106 30958 290000 SH DEFINED 011618 290000
DISNEY WALT CO COM 254687106 315 2950 SH DEFINED 0102 2950
DISNEY WALT CO COM 254687106 15168 142085 SH DEFINED 0103 142085
DISTRIBUCION Y ADR COM 254753106 2971 171000 SH DEFINED 0135 171000
DODGE & COX STOCK COM 256219106 2005 19686 SH DEFINED 0103 19686
DOLLAR GENERAL COM 256669102 9672 250000 SH DEFINED 0108 250000
DOLLAR GENERAL COM 256669102 38688 1000000 SH DEFINED 011516 1000000
DOLLAR GENERAL COM 256669102 14228 367772 SH DEFINED 011618 367772
DOLLAR GENERAL COM 256669102 12090 312500 SH DEFINED 011619 312500
DOLLAR GENERAL COM 256669102 4534 117187 SH DEFINED 011620 117187
DOLLAR GENERAL COM 256669102 20553 531250 SH DEFINED 011614 531250
DOLLAR GENERAL COM 256669102 965 24935 SH DEFINED 0102 24935
DOLLAR GENERAL COM 256669102 10658 275500 SH DEFINED 0131 275500
DOLLAR GENERAL COM 256669102 648 16750 SH DEFINED 0103 16750
DOMAIN ENERGY COM 257027102 12600 900000 SH DEFINED 0106 900000
DOMINICKS SUPERMKTS COM 257159103 11830 260000 SH DEFINED 011619 260000
DOMINION RES INC VA COM 257470104 1710 40709 SH DEFINED 0103 40709
DONNELLEY (RR)&SONS COM 257867101 1261 30702 SH DEFINED 0103 30702
DOVER CORP COM 260003108 220330 5798172 SH DEFINED 0103 5798172
DOW CHEMICAL COM 260543103 4642 47728 SH DEFINED 0103 47728
<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
DOW JONES & CO COM 260561105 1073 20273 SH DEFINED 0103 20273
DRESSER INDUSTRIES COM 261597108 1776 36959 SH DEFINED 0103 36959
DREYFUS MONEY MARKET COM 262904204 4 4084 SH DEFINED 01 4084
E I DUPONT COM 263534109 38080 560000 SH DEFINED 0113 560000
E I DUPONT COM 263534109 26520 390000 SH DEFINED 0107 390000
E I DUPONT COM 263534109 34000 500000 SH DEFINED 011516 500000
E I DUPONT COM 263534109 28560 420000 SH DEFINED 0131 420000
E I DUPONT COM 263534109 17377 255542 SH DEFINED 0103 255542
DUKE ENERGY CORP COM 264399106 24826 416800 SH DEFINED 0113 416800
DUKE ENERGY CORP COM 264399106 23825 400000 SH DEFINED 0132 400000
DUKE ENERGY CORP COM 264399106 17934 301100 SH DEFINED 0107 301100
DUKE ENERGY CORP COM 264399106 18584 312000 SH DEFINED 0131 312000
DUKE ENERGY CORP COM 264399106 5273 88533 SH DEFINED 0103 88533
DUN & BRADSTREET CP COM 264830100 29059 850000 SH DEFINED 0107 850000
DUN & BRADSTREET CP COM 264830100 1225 35839 SH DEFINED 0103 35839
DUN & BRADSTREET CP COM 264830100 8989 262920 SH DEFINED 01 262920
DURA AUTOMOTIVE SYST COM 265903104 7068 220000 SH DEFINED 0128 220000
DURA AUTOMOTIVE SYST COM 265903104 16063 500000 SH DEFINED 0106 500000
DURA AUTOMOTIVE SYST COM 265903104 4337 135000 SH DEFINED 011619 135000
DURA AUTOMOTIVE SYST COM 265903104 4 114 SH DEFINED 0102 114
DURA COM 26632S109 4925 200000 SH DEFINED 011619 200000
DURA COM 26632S109 2339 95000 SH DEFINED 011620 95000
DURA COM 26632S109 12928 525000 SH DEFINED 011614 525000
DURA COM 26632S109 17285 701857 SH DEFINED 0102 701857
DURA COM 26632S109 7596 308450 SH DEFINED 0131 308450
DURA COM 26632S109 738 30000 SH DEFINED 0103 30000
DURA COM 26632S109 197 8000 SH DEFINED 01 8000
EFTC CORP COM 268443108 4266 325000 SH DEFINED 011619 325000
E G & G INC COM 268457108 277 9539 SH DEFINED 0103 9539
EMC CORPORATION COM 268648102 3947 104374 SH DEFINED 0103 104374
ENSCO INTL INC COM 26874Q100 18731 675000 SH DEFINED 011618 675000
ENSCO INTL INC COM 26874Q100 49361 1778750 SH DEFINED 0102 1778750
ENSCO INTL INC COM 26874Q100 574 20700 SH DEFINED 0103 20700
EARTHSHELL CONTAINER COM 27032B100 7150 400000 SH DEFINED 011516 400000
EARTHSHELL CONTAINER COM 27032B100 3575 200000 SH DEFINED 011619 200000
EARTHSHELL CONTAINER COM 27032B100 3575 200000 SH DEFINED 011614 200000
EASCO INC COM 27033E103 1068 70000 SH DEFINED 0127 70000
EASTERN ENTERPRISES COM 27637F100 186 4321 SH DEFINED 0103 4321
EASTMAN CHEMICAL CO COM 277432100 1113 16510 SH DEFINED 0103 16510
EASTMAN KODAK COM 277461109 4436 68380 SH DEFINED 0103 68380
EATON CORP COM 278058102 23573 247647 SH DEFINED 0103 247647
EATON CORP COM 278058102 5235 55000 SH DEFINED 01 55000
ECHLIN INC COM 278749106 697 13297 SH DEFINED 0103 13297
ECHOSTAR COMMUN CORP COM 278762109 3300 150000 SH DEFINED 0109 150000
ECOLAB, INC. COM 278865100 788 27170 SH DEFINED 0103 27170
EDISON INTL COM 281020107 14688 500000 SH DEFINED 0132 500000
EDISON INTL COM 281020107 3231 110000 SH DEFINED 0124 110000
EDISON INTL COM 281020107 8063 274500 SH DEFINED 0125 274500
EDISON INTL COM 281020107 100 3400 SH DEFINED 0102 3400
EDISON INTL COM 281020107 2564 87284 SH DEFINED 0103 87284
<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
EL PASO NATURAL GAS COM 283695872 169350 2400000 SH DEFINED 0126 2400000
EL PASO NATURAL GAS COM 283695872 10584 150000 SH DEFINED 0132 150000
EL PASO NATURAL GAS COM 283695872 4587 65000 SH DEFINED 011620 65000
ELAN CORP PLC ADR COM 284131208 103400 1600000 SH DEFINED 0126 1600000
ELAN CORP PLC ADR COM 284131208 9371 145000 SH DEFINED 0128 145000
ELAN CORP PLC ADR COM 284131208 44410 687200 SH DEFINED 011618 687200
ELAN CORP PLC ADR COM 284131208 25850 400000 SH DEFINED 011614 400000
ELAN CORP PLC ADR COM 284131208 17659 273284 SH DEFINED 0102 273284
ELAN CORP PLC ADR COM 284131208 10935 169200 SH DEFINED 0131 169200
ELAN CORP PLC ADR COM 284131208 1082 16750 SH DEFINED 0103 16750
ELAN CORP PLC ADR COM 284131208 1002 15500 SH DEFINED 01 15500
ELECTRONIC ARTS INC COM 285512109 16428 350000 SH DEFINED 011614 350000
ELF AQUITAINE ADR COM 286269105 38850 600000 SH DEFINED 0130 600000
ELF AQUITAINE ADR COM 286269105 90650 1400000 SH DEFINED 0113 1400000
ELF AQUITAINE ADR COM 286269105 58275 900000 SH DEFINED 0107 900000
ELF AQUITAINE ADR COM 286269105 25900 400000 SH DEFINED 0131 400000
ELF AQUITAINE ADR COM 286269105 1068 16500 SH DEFINED 0103 16500
EMBOTELLADORA ANDINA COM 29081P204 3110 135228 SH DEFINED 0102 135228
EMERSON ELECTRIC COM 291011104 26075 400000 SH DEFINED 0130 400000
EMERSON ELECTRIC COM 291011104 8148 125000 SH DEFINED 0108 125000
EMERSON ELECTRIC COM 291011104 241194 3700000 SH DEFINED 0126 3700000
EMERSON ELECTRIC COM 291011104 55409 850000 SH DEFINED 0113 850000
EMERSON ELECTRIC COM 291011104 2933 45000 SH DEFINED 0124 45000
EMERSON ELECTRIC COM 291011104 5541 85000 SH DEFINED 0125 85000
EMERSON ELECTRIC COM 291011104 32594 500000 SH DEFINED 011516 500000
EMERSON ELECTRIC COM 291011104 30964 475000 SH DEFINED 011618 475000
EMERSON ELECTRIC COM 291011104 7497 115000 SH DEFINED 011620 115000
EMERSON ELECTRIC COM 291011104 483 7400 SH DEFINED 0102 7400
EMERSON ELECTRIC COM 291011104 42372 650000 SH DEFINED 0131 650000
EMERSON ELECTRIC COM 291011104 7863 120619 SH DEFINED 0103 120619
SBH EMERSON5%2/27/97 CONV PFD STOCK 291011997 36936 615380 SH DEFINED 0130 615380
SBH EMERSON5%2/27/97 CONV PFD STOCK 291011997 20389 339700 SH DEFINED 0107 339700
EMPIRE DISTRICT ELEC COM 291641108 12371 572076 SH DEFINED 0103 572076
ENERGEN COM 29265N108 8800 400000 SH DEFINED 0132 400000
ENERSIS -SPON ADR COM 29274F104 6313 200000 SH DEFINED 0132 200000
ENGELHARD CORP COM 292845104 574 30229 SH DEFINED 0103 30229
ENOVA CORP COM 293552105 11175 400000 SH DEFINED 0132 400000
ENRON CORP COM 293561106 11594 250000 SH DEFINED 0132 250000
ENRON CORP COM 293561106 18782 405000 SH DEFINED 0124 405000
ENRON CORP COM 293561106 37244 803100 SH DEFINED 0125 803100
ENRON CORP COM 293561106 4638 100000 SH DEFINED 0107 100000
ENRON CORP COM 293561106 28598 616605 SH DEFINED 0102 616605
ENRON CORP COM 293561106 5535 119336 SH DEFINED 0103 119336
ENRON CORP COM 293561106 11051 238300 SH DEFINED 01 238300
ENRON OIL & GAS CO COM 293562104 14853 647596 SH DEFINED 0102 647596
ENRON OIL & GAS CO COM 293562104 212 9255 SH DEFINED 0103 9255
ENTERGY ARKANSAS $25 PREFERRED STOCK 29364D878 2053 77285 SH DEFINED 0105 77285
ENTERGY CORP COM 29364G103 1527 51343 SH DEFINED 0103 51343
ENTERGY LA INC PFD PREFERRED STOCK 29364M878 7254 70000 SH DEFINED 0105 70000
ENTERGY LA INC PFD PREFERRED STOCK 29364M878 2073 20000 SH DEFINED 01 20000
<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
ENTERGY LA $100 PREFERRED STOCK 29364M886 8150 80000 SH DEFINED 0105 80000
ENVOY CORP COM 293982104 6450 150000 SH DEFINED 011619 150000
EQUIFAX INC COM 294429105 1154 31610 SH DEFINED 0103 31610
EQUITABLE COS INC COM 29444G107 1 22 SH DEFINED 0116 22
EQUITY CORP INT'L COM 294644109 14961 625000 SH DEFINED 0106 625000
EQUITY OFFICE COM 294741103 12403 405000 SH DEFINED 0113 405000
EQUITY OFFICE COM 294741103 9494 310000 SH DEFINED 0131 310000
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ERICSSON LM 'B' ADR COM 294821400 66588 1400000 SH DEFINED 0111 1400000
ERICSSON LM 'B' ADR COM 294821400 7134 150000 SH DEFINED 011622 150000
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ERICSSON LM 'B' ADR COM 294821400 3092 65000 SH DEFINED 011620 65000
ERICSSON LM 'B' ADR COM 294821400 39974 840412 SH DEFINED 0102 840412
ERICSSON LM 'B' ADR COM 294821400 668 14050 SH DEFINED 0103 14050
ERICSSON LM 'B' ADR COM 294821400 15049 316400 SH DEFINED 01 316400
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ETHAN ALLEN COM 297602104 32 529 SH DEFINED 0102 529
ETHAN ALLEN COM 297602104 418 7000 SH DEFINED 01 7000
EXECUTIVE RISK COM 301586103 10688 150000 SH DEFINED 0128 150000
EXTENDED SYSTEMS INC COM 301973103 2063 250000 SH DEFINED 011619 250000
EXPRESS SCRIPT COM 302182100 16956 200000 SH DEFINED 0106 200000
EXTENDED STAY AMERIC COM 30224P101 32313 2200000 SH DEFINED 011618 2200000
EXXON COM 302290101 27050 400000 SH DEFINED 0130 400000
EXXON COM 302290101 155538 2300000 SH DEFINED 0126 2300000
EXXON COM 302290101 67625 1000000 SH DEFINED 011516 1000000
EXXON COM 302290101 35094 518954 SH DEFINED 0103 518954
EYE CARE CTR WTS'03 WARRANT 302294137 15 3000 SH DEFINED 011621 3000
FMC CORP COM 302491303 609 7758 SH DEFINED 0103 7758
FPA CAPITAL COM 302539101 8841 230844 SH DEFINED 0103 230844
FPL GROUP INC. COM 302571104 38550 600000 SH DEFINED 0130 600000
FPL GROUP INC. COM 302571104 25700 400000 SH DEFINED 0132 400000
FPL GROUP INC. COM 302571104 14135 220000 SH DEFINED 0107 220000
FPL GROUP INC. COM 302571104 2460 38288 SH DEFINED 0103 38288
FAIRFIELD COMMUNITIE COM 304231301 6619 300000 SH DEFINED 011619 300000
FAMILY DLR STORES COM 307000109 38000 1000000 SH DEFINED 011614 1000000
FAMILY DLR STORES COM 307000109 88 2317 SH DEFINED 0102 2317
FAMILY DLR STORES COM 307000109 1273 33500 SH DEFINED 01 33500
FDX CORP COM 31304N107 2197 30885 SH DEFINED 0103 30885
FREDDIE MAC COM 313400301 7620 160625 SH DEFINED 0103 160625
FREDDIE MAC COM 313400301 5028 106000 SH DEFINED 01 106000
FEDERAL MOGUL COM 313549107 53188 1000000 SH DEFINED 011516 1000000
FEDERAL NATL MTGE COM 313586109 139150 2200000 SH DEFINED 0126 2200000
FEDERAL NATL MTGE COM 313586109 6325 100000 SH DEFINED 0124 100000
FEDERAL NATL MTGE COM 313586109 15496 245000 SH DEFINED 0125 245000
FEDERAL NATL MTGE COM 313586109 13283 210000 SH DEFINED 0135 210000
FEDERAL NATL MTGE COM 313586109 18975 300000 SH DEFINED 0107 300000
FEDERAL NATL MTGE COM 313586109 56925 900000 SH DEFINED 011516 900000
<PAGE> PAGE 27
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
FEDERAL NATL MTGE COM 313586109 31625 500000 SH DEFINED 011618 500000
FEDERAL NATL MTGE COM 313586109 1602 25330 SH DEFINED 0102 25330
FEDERAL NATL MTGE COM 313586109 15836 250372 SH DEFINED 0103 250372
FEDERATED DPT STORES COM 31410H101 14767 285000 SH DEFINED 0108 285000
FEDERATED DPT STORES COM 31410H101 2288 44157 SH DEFINED 0103 44157
FEDERATED DPT STORES COM 31410H101 5440 105000 SH DEFINED 01 105000
FELCOR HOTEL COM 314305103 37063 1000000 SH DEFINED 0106 1000000
FELCOR HOTEL COM 314305103 18531 500000 SH DEFINED 0107 500000
FIDELITY MAGELLAN FD COM 316184100 7 67 SH DEFINED 01 67
FIDELITY LOW STOCK COM 316345305 1875 68175 SH DEFINED 0103 68175
FIFTH THIRD BANCORP COM 316773100 2794 32676 SH DEFINED 0103 32676
FINE HOST CORP 144A CONV BOND 317832AA1 1905 3000000 PRN DEFINED 0104 3000000
FINE HOST CORP 144A CONV BOND 317832AA1 1270 2000000 PRN DEFINED 0109 2000000
FINE HOST CORP 144A CONV BOND 317832AA1 1270 2000000 PRN DEFINED 011621 2000000
FINOVA GROUP INC. COM 317928109 8437 143305 SH DEFINED 0108 143305
FINOVA GROUP INC. COM 317928109 5888 100000 SH DEFINED 011619 100000
FINOVA GROUP INC. COM 317928109 2526 42900 SH DEFINED 011620 42900
FINOVA GROUP INC. COM 317928109 20606 350000 SH DEFINED 011614 350000
FINOVA GROUP INC. COM 317928109 54383 923670 SH DEFINED 0102 923670
FINOVA GROUP INC. COM 317928109 29979 509200 SH DEFINED 0131 509200
FINOVA GROUP INC. COM 317928109 2720 46200 SH DEFINED 0103 46200
FINOVA GROUP INC. COM 317928109 648 11000 SH DEFINED 01 11000
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 17005 213900 SH DEFINED 0130 213900
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 2373 29850 SH DEFINED 0104 29850
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 1173 14750 SH DEFINED 011621 14750
FIRST CHICAGO NBD COM 31945A100 44063 500000 SH DEFINED 0130 500000
FIRST CHICAGO NBD COM 31945A100 11897 135000 SH DEFINED 0108 135000
FIRST CHICAGO NBD COM 31945A100 44063 500000 SH DEFINED 0113 500000
FIRST CHICAGO NBD COM 31945A100 22031 250000 SH DEFINED 0124 250000
FIRST CHICAGO NBD COM 31945A100 47103 534500 SH DEFINED 0125 534500
FIRST CHICAGO NBD COM 31945A100 24234 275000 SH DEFINED 0107 275000
FIRST CHICAGO NBD COM 31945A100 4 50 SH DEFINED 011623 50
FIRST CHICAGO NBD COM 31945A100 3525 40000 SH DEFINED 011620 40000
FIRST CHICAGO NBD COM 31945A100 178516 2025695 SH DEFINED 0102 2025695
FIRST CHICAGO NBD COM 31945A100 33047 375000 SH DEFINED 0131 375000
FIRST CHICAGO NBD COM 31945A100 10349 117433 SH DEFINED 0103 117433
FIRST CHICAGO NBD COM 31945A100 9915 112500 SH DEFINED 01 112500
FIRST DATA CORP COM 319963104 2928 90090 SH DEFINED 0103 90090
FIRST HEALTH GROUP COM 320960107 54250 1000000 SH DEFINED 0111 1000000
FIRST HEALTH GROUP COM 320960107 8138 150000 SH DEFINED 011622 150000
FIRST HEALTH GROUP COM 320960107 16275 300000 SH DEFINED 011623 300000
FIRST SECURITY CORP- COM 336294103 6548 275000 SH DEFINED 0128 275000
FIRST UNION CORP COM 337358105 56750 1000000 SH DEFINED 0130 1000000
FIRST UNION CORP COM 337358105 15890 280000 SH DEFINED 0108 280000
FIRST UNION CORP COM 337358105 49656 875000 SH DEFINED 0113 875000
FIRST UNION CORP COM 337358105 25590 450928 SH DEFINED 0124 450928
FIRST UNION CORP COM 337358105 48709 858300 SH DEFINED 0125 858300
FIRST UNION CORP COM 337358105 34618 610000 SH DEFINED 0107 610000
FIRST UNION CORP COM 337358105 28375 500000 SH DEFINED 011516 500000
FIRST UNION CORP COM 337358105 16619 292850 SH DEFINED 011618 292850
<PAGE> PAGE 28
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
FIRST UNION CORP COM 337358105 5675 100000 SH DEFINED 011620 100000
FIRST UNION CORP COM 337358105 89362 1574685 SH DEFINED 0102 1574685
FIRST UNION CORP COM 337358105 38023 670000 SH DEFINED 0131 670000
FIRST UNION CORP COM 337358105 12563 221396 SH DEFINED 0103 221396
FIRST UNION CORP COM 337358105 19645 346165 SH DEFINED 01 346165
FIRST VIRGINIA BANK COM 337477103 13638 243000 SH DEFINED 0128 243000
FIRST VIRTUAL INC COM 337486104 91 100000 SH DEFINED 0111 100000
FIRSTAR CORP COM 33761C103 670 16950 SH DEFINED 0102 16950
FIRSTAR CORP COM 33761C103 7545 191000 SH DEFINED 0131 191000
FIRSTAR CORP COM 33761C103 462 11700 SH DEFINED 0103 11700
FISERV INC COM 337738108 20914 330000 SH DEFINED 011614 330000
FISERV INC COM 337738108 1100 17350 SH DEFINED 0102 17350
FISERV INC COM 337738108 8695 137200 SH DEFINED 0131 137200
FISERV INC COM 337738108 504 7950 SH DEFINED 0103 7950
FIRSTENERGY CORP COM 337932107 12325 400000 SH DEFINED 0132 400000
FIRSTENERGY CORP COM 337932107 1494 48476 SH DEFINED 0103 48476
FLEET FINANCIAL GRP COM 338915101 4879 57360 SH DEFINED 0103 57360
FLEETWOOD ENTERPRISE COM 339099103 358 7678 SH DEFINED 0103 7678
FLUOR CORP COM 343861100 877 17628 SH DEFINED 0103 17628
FOOD LION INC CL A COM 344775200 7481 700000 SH DEFINED 0128 700000
FOOD LION INC CL A COM 344775200 14054 1315000 SH DEFINED 011614 1315000
FOODMAKER INC WARRANT 344839113 398 7000 SH DEFINED 0109 7000
FORD MOTOR COM 345370100 45369 700000 SH DEFINED 0130 700000
FORD MOTOR COM 345370100 90738 1400000 SH DEFINED 0126 1400000
FORD MOTOR COM 345370100 46989 725000 SH DEFINED 0113 725000
FORD MOTOR COM 345370100 29166 450000 SH DEFINED 0124 450000
FORD MOTOR COM 345370100 55739 860000 SH DEFINED 0125 860000
FORD MOTOR COM 345370100 34351 530000 SH DEFINED 0107 530000
FORD MOTOR COM 345370100 82811 1277738 SH DEFINED 0102 1277738
FORD MOTOR COM 345370100 35647 550000 SH DEFINED 0131 550000
FORD MOTOR COM 345370100 21332 329142 SH DEFINED 0103 329142
FORD MOTOR COM 345370100 8134 125500 SH DEFINED 01 125500
FORT JAMES CORP COM 347471104 10766 235000 SH DEFINED 0108 235000
FORT JAMES CORP COM 347471104 5727 125000 SH DEFINED 0128 125000
FORT JAMES CORP COM 347471104 3532 77100 SH DEFINED 0125 77100
FORT JAMES CORP COM 347471104 4581 100000 SH DEFINED 011620 100000
FORT JAMES CORP COM 347471104 2014 43952 SH DEFINED 0103 43952
FORTUNE BRANDS COM 349631101 39875 1000000 SH DEFINED 0126 1000000
FORTUNE BRANDS COM 349631101 34293 860000 SH DEFINED 0113 860000
FORTUNE BRANDS COM 349631101 10168 255000 SH DEFINED 0128 255000
FORTUNE BRANDS COM 349631101 13159 330000 SH DEFINED 0124 330000
FORTUNE BRANDS COM 349631101 24906 624600 SH DEFINED 0125 624600
FORTUNE BRANDS COM 349631101 25520 640000 SH DEFINED 0107 640000
FORTUNE BRANDS COM 349631101 28295 709572 SH DEFINED 0102 709572
FORTUNE BRANDS COM 349631101 25520 640000 SH DEFINED 0131 640000
FORTUNE BRANDS COM 349631101 4311 108118 SH DEFINED 0103 108118
FOSTER WHEELER COM 350244109 262 8576 SH DEFINED 0103 8576
FRANCHISE MORTGAGE COM 35181D108 10050 400000 SH DEFINED 011614 400000
FRANKLIN CUSTODY FD COM 353496607 0 36 SH DEFINED 01 36
FRANKLIN RESOURCES COM 354613101 10070 190000 SH DEFINED 0108 190000
<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
FRANKLIN RESOURCES COM 354613101 10600 200000 SH DEFINED 011622 200000
FRANKLIN RESOURCES COM 354613101 21200 400000 SH DEFINED 011623 400000
FRANKLIN RESOURCES COM 354613101 63600 1200000 SH DEFINED 011516 1200000
FRANKLIN RESOURCES COM 354613101 9816 185200 SH DEFINED 011619 185200
FREEPORT COPPER 'B' COM 35671D857 807 40468 SH DEFINED 0103 40468
FRIEDMAN BILLINGS COM 358433100 7538 450000 SH DEFINED 011619 450000
FRONTIER COMM COM 35906P105 13025 400000 SH DEFINED 0132 400000
FRONTIER COMM COM 35906P105 2084 64000 SH DEFINED 0125 64000
FRONTIER COMM COM 35906P105 13025 400000 SH DEFINED 011614 400000
FRONTIER COMM COM 35906P105 1125 34555 SH DEFINED 0103 34555
FRUIT OF THE LOOM A COM 359416104 472 15414 SH DEFINED 0103 15414
GPU INC COM 36225X100 15638 353400 SH DEFINED 0113 353400
GPU INC COM 36225X100 9956 225000 SH DEFINED 0132 225000
GPU INC COM 36225X100 23231 525000 SH DEFINED 0131 525000
GPU INC COM 36225X100 2287 51696 SH DEFINED 0103 51696
GTE CORP COM 362320103 37721 630000 SH DEFINED 0113 630000
GTE CORP COM 362320103 25447 425000 SH DEFINED 0132 425000
GTE CORP COM 362320103 14969 250000 SH DEFINED 0135 250000
GTE CORP COM 362320103 17364 290000 SH DEFINED 0107 290000
GTE CORP COM 362320103 29039 485000 SH DEFINED 0131 485000
GTE CORP COM 362320103 13275 221721 SH DEFINED 0103 221721
GANNETT CO INC COM 364730101 9344 130000 SH DEFINED 0108 130000
GANNETT CO INC COM 364730101 222813 3100000 SH DEFINED 0126 3100000
GANNETT CO INC COM 364730101 68669 955400 SH DEFINED 0113 955400
GANNETT CO INC COM 364730101 1941 27000 SH DEFINED 0124 27000
GANNETT CO INC COM 364730101 2889 40200 SH DEFINED 0125 40200
GANNETT CO INC COM 364730101 748 10404 SH DEFINED 0102 10404
GANNETT CO INC COM 364730101 58183 809500 SH DEFINED 0131 809500
GANNETT CO INC COM 364730101 7482 104100 SH DEFINED 0103 104100
GAP INC., THE COM 364760108 72000 1600000 SH DEFINED 011516 1600000
GAP INC., THE COM 364760108 167126 3713910 SH DEFINED 0103 3713910
GARTNER GROUP INC COM 366651107 13081 350000 SH DEFINED 011614 350000
GARTNER GROUP INC COM 366651107 41756 1117200 SH DEFINED 0102 1117200
GARTNER GROUP INC COM 366651107 647 17300 SH DEFINED 0103 17300
GAYLORD CONTAINER COM 368145108 7438 1000000 SH DEFINED 0109 1000000
GENCORP INC COM 368682100 6212 202000 SH DEFINED 01 202000
GENERAL DYNAMICS COM 369550108 1140 13237 SH DEFINED 0103 13237
GENERAL ELECTRIC COM 369604103 112044 1300000 SH DEFINED 0130 1300000
GENERAL ELECTRIC COM 369604103 18401 213500 SH DEFINED 0108 213500
GENERAL ELECTRIC COM 369604103 646406 7500000 SH DEFINED 0126 7500000
GENERAL ELECTRIC COM 369604103 43576 505600 SH DEFINED 0124 505600
GENERAL ELECTRIC COM 369604103 103158 1196900 SH DEFINED 0125 1196900
GENERAL ELECTRIC COM 369604103 15514 180000 SH DEFINED 0135 180000
GENERAL ELECTRIC COM 369604103 163756 1900000 SH DEFINED 011516 1900000
GENERAL ELECTRIC COM 369604103 99116 1150000 SH DEFINED 011618 1150000
GENERAL ELECTRIC COM 369604103 378887 4396043 SH DEFINED 0102 4396043
GENERAL ELECTRIC COM 369604103 68598 795903 SH DEFINED 0103 795903
GENERAL ELECTRIC COM 369604103 16342 189610 SH DEFINED 01 189610
GENERAL INSTRUMENT COM 370120107 648 30950 SH DEFINED 0103 30950
GENERAL MILLS COM 370334104 38000 500000 SH DEFINED 0130 500000
<PAGE> PAGE 30
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
GENERAL MILLS COM 370334104 13300 175000 SH DEFINED 0108 175000
GENERAL MILLS COM 370334104 38000 500000 SH DEFINED 0126 500000
GENERAL MILLS COM 370334104 30400 400000 SH DEFINED 0113 400000
GENERAL MILLS COM 370334104 13148 173000 SH DEFINED 0124 173000
GENERAL MILLS COM 370334104 24054 316500 SH DEFINED 0125 316500
GENERAL MILLS COM 370334104 22800 300000 SH DEFINED 0107 300000
GENERAL MILLS COM 370334104 45600 600000 SH DEFINED 011516 600000
GENERAL MILLS COM 370334104 4560 60000 SH DEFINED 011620 60000
GENERAL MILLS COM 370334104 128720 1693654 SH DEFINED 0102 1693654
GENERAL MILLS COM 370334104 23811 313300 SH DEFINED 0131 313300
GENERAL MILLS COM 370334104 5438 71553 SH DEFINED 0103 71553
GENERAL MILLS COM 370334104 1748 23000 SH DEFINED 01 23000
GENERAL MOTORS COM 370442105 10038 148850 SH DEFINED 0103 148850
GENERAL MOTORS CL H COM 370442832 20363 450000 SH DEFINED 0130 450000
GENERAL MOTORS CL H COM 370442832 8371 185000 SH DEFINED 0108 185000
GENERAL MOTORS CL H COM 370442832 3846 85000 SH DEFINED 011620 85000
GENERAL RE CORP COM 370563108 3643 16510 SH DEFINED 0103 16510
GENERAL SIGNAL COM 370838104 26180 560000 SH DEFINED 0107 560000
GENERAL SIGNAL COM 370838104 490 10479 SH DEFINED 0103 10479
GENTEX CORP COM 371901109 16969 500000 SH DEFINED 0111 500000
GENTEX CORP COM 371901109 29496 869102 SH DEFINED 0102 869102
GENTEX CORP COM 371901109 436 12850 SH DEFINED 0103 12850
GENESIS HEALTH VENT COM 371912106 15469 550000 SH DEFINED 0106 550000
GENSIA PHARMACEUTICS COM 372450106 1 161 SH DEFINED 0111 161
GENUINE PARTS COM 372460105 46436 1218000 SH DEFINED 0113 1218000
GENUINE PARTS COM 372460105 36181 949000 SH DEFINED 0131 949000
GENUINE PARTS COM 372460105 2917 76512 SH DEFINED 0103 76512
GENUINE PARTS COM 372460105 8561 224562 SH DEFINED 01 224562
GEORGIA-PACIFIC COM 373298108 1262 19495 SH DEFINED 0103 19495
GEOTEK CORP CONV BOND 373654AH5 2895 4135000 PRN DEFINED 0104 4135000
GEOTEK CORP CONV BOND 373654AH5 2895 4135000 PRN DEFINED 0109 4135000
GEOTEK CORP CONV BOND 373654AH5 1740 2485000 PRN DEFINED 0124 2485000
GEOTEK CORP CONV BOND 373654AH5 2895 4135000 PRN DEFINED 011621 4135000
GEOTEK CORP CONV BOND 373654AH5 1159 1655000 PRN DEFINED 011618 1655000
GEOTEK CORP CONV BOND 373654AH5 144 205000 PRN DEFINED 011620 205000
GEOTEK COMM WTS COM 373654136 0 872500 SH DEFINED 0109 872500
GEOTEK COMM WTS COM 373654136 0 250000 SH DEFINED 011621 250000
GEOTEL COM 373656107 9945 360000 SH DEFINED 011614 360000
GETCHELL GOLD CORP COM 374265106 21397 1025000 SH DEFINED 0130 1025000
GETCHELL GOLD CORP COM 374265106 3653 175000 SH DEFINED 0127 175000
GIANT FOOD CL A COM 374478105 488 12642 SH DEFINED 0103 12642
GILLETTE CO COM 375766102 47475 400000 SH DEFINED 0130 400000
GILLETTE CO COM 375766102 16616 140000 SH DEFINED 0108 140000
GILLETTE CO COM 375766102 213638 1800000 SH DEFINED 0126 1800000
GILLETTE CO COM 375766102 20509 172800 SH DEFINED 0124 172800
GILLETTE CO COM 375766102 36010 303400 SH DEFINED 0125 303400
GILLETTE CO COM 375766102 20426 172100 SH DEFINED 0135 172100
GILLETTE CO COM 375766102 94950 800000 SH DEFINED 011516 800000
GILLETTE CO COM 375766102 42134 355000 SH DEFINED 011618 355000
GILLETTE CO COM 375766102 4391 37000 SH DEFINED 011620 37000
<PAGE> PAGE 31
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
GILLETTE CO COM 375766102 290561 2448110 SH DEFINED 0102 2448110
GILLETTE CO COM 375766102 18268 153919 SH DEFINED 0103 153919
GILLETTE CO COM 375766102 3264 27500 SH DEFINED 01 27500
GLOBAL TELESYSTEMS G COM 37936U104 5844 125000 SH DEFINED 0132 125000
GLOBAL TELESYSTEMS G COM 37936U104 5035 107700 SH DEFINED 0109 107700
GLOBAL TELESYSTEMS G COM 37936U104 17298 370000 SH DEFINED 011614 370000
GLOBAL TELESYSTEMS G COM 37936U104 692 14800 SH DEFINED 0102 14800
GLOBALSTAR WTS 02/04 WARRANT 379364128 1451 13500 SH DEFINED 0109 13500
GLOBALSTAR TELPFDCVT CONV PFD STOCK 379364409 18041 170000 SH DEFINED 011618 170000
GOLDEN WEST FIN COM 381317106 1146 11962 SH DEFINED 0103 11962
GOODRICH B.F. COM 382388106 6893 135000 SH DEFINED 0128 135000
GOODRICH B.F. COM 382388106 6128 120000 SH DEFINED 0124 120000
GOODRICH B.F. COM 382388106 13629 266900 SH DEFINED 0125 266900
GOODRICH B.F. COM 382388106 28084 550000 SH DEFINED 0107 550000
GOODRICH B.F. COM 382388106 9874 193409 SH DEFINED 0102 193409
GOODRICH B.F. COM 382388106 1436 28120 SH DEFINED 0103 28120
GOODRICH B.F. COM 382388106 5617 110000 SH DEFINED 01 110000
GOODYEAR COM 382550101 2494 32921 SH DEFINED 0103 32921
W R GRACE COM 383911104 1308 15628 SH DEFINED 0103 15628
GRAINGER (W.W.) COM 384802104 1075 10454 SH DEFINED 0103 10454
GREAT A. & P. TEA COM 390064103 244 8053 SH DEFINED 0103 8053
GREAT LAKES CHEM CO COM 390568103 14580 270000 SH DEFINED 011614 270000
GREAT LAKES CHEM CO COM 390568103 680 12601 SH DEFINED 0103 12601
GREEN TREE FINL CORP COM 393505102 1673 58847 SH DEFINED 0103 58847
GREYHOUND LINES INC COM 398048108 3914 823960 SH DEFINED 0103 823960
G-TELEVISA COM 40049J206 4417 120600 SH DEFINED 0124 120600
G-IUSACELL L'S ADR COM 40049W306 7219 350000 SH DEFINED 0132 350000
GUARANTEE LIFE COS I COM 400740106 2564 86194 SH DEFINED 0103 86194
GUCCI COM 401566104 24 500 SH DEFINED 0102 500
GUIDANT CORP COM 401698105 56866 775000 SH DEFINED 0130 775000
GUIDANT CORP COM 401698105 21279 290000 SH DEFINED 0108 290000
GUIDANT CORP COM 401698105 4373 59600 SH DEFINED 0124 59600
GUIDANT CORP COM 401698105 7565 103100 SH DEFINED 0125 103100
GUIDANT CORP COM 401698105 11006 150000 SH DEFINED 011622 150000
GUIDANT CORP COM 401698105 22013 300000 SH DEFINED 011623 300000
GUIDANT CORP COM 401698105 55031 750000 SH DEFINED 011516 750000
GUIDANT CORP COM 401698105 7338 100000 SH DEFINED 011619 100000
GUIDANT CORP COM 401698105 3669 50000 SH DEFINED 011620 50000
GUIDANT CORP COM 401698105 33019 450000 SH DEFINED 011614 450000
GUIDANT CORP COM 401698105 45532 620573 SH DEFINED 0102 620573
GUIDANT CORP COM 401698105 21293 290200 SH DEFINED 0131 290200
GUIDANT CORP COM 401698105 4164 56746 SH DEFINED 0103 56746
GUIDANT CORP COM 401698105 5136 70000 SH DEFINED 01 70000
HBO COMPANY COM 404100109 169050 2800000 SH DEFINED 0126 2800000
HBO COMPANY COM 404100109 4432 73400 SH DEFINED 0124 73400
HBO COMPANY COM 404100109 10354 171500 SH DEFINED 0125 171500
HBO COMPANY COM 404100109 18113 300000 SH DEFINED 0135 300000
HBO COMPANY COM 404100109 32603 540000 SH DEFINED 011619 540000
HBO COMPANY COM 404100109 88027 1458000 SH DEFINED 011614 1458000
HBO COMPANY COM 404100109 212435 3518637 SH DEFINED 0102 3518637
<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
HBO COMPANY COM 404100109 69896 1157700 SH DEFINED 0131 1157700
HBO COMPANY COM 404100109 9098 150698 SH DEFINED 0103 150698
HBO COMPANY COM 404100109 1811 30000 SH DEFINED 01 30000
HNC SOFTWARE COM 40425P107 4703 125000 SH DEFINED 011619 125000
HADCO CORP COM 404681108 15850 400000 SH DEFINED 0106 400000
HALLIBURTON COM 406216101 60225 1200000 SH DEFINED 0111 1200000
HALLIBURTON COM 406216101 8030 160000 SH DEFINED 011622 160000
HALLIBURTON COM 406216101 15056 300000 SH DEFINED 011623 300000
HALLIBURTON COM 406216101 300 6000 SH DEFINED 0102 6000
HALLIBURTON COM 406216101 2767 55138 SH DEFINED 0103 55138
HANOVER COMPRESSOR COM 410768105 18750 750000 SH DEFINED 0106 750000
HARBINGER COM 41145C103 17931 475000 SH DEFINED 0106 475000
HARCOR EGY WTS 144A WARRANT 411628118 0 110000 SH DEFINED 0109 110000
HARCOR ENERGY COM 411628209 191 100000 SH DEFINED 0109 100000
HARCOURT GENERAL CRP COM 41163G101 825 14895 SH DEFINED 0103 14895
HARLEY DAVIDSON COM 412822108 33000 1000000 SH DEFINED 0111 1000000
HARLEY DAVIDSON COM 412822108 3630 110000 SH DEFINED 011620 110000
HARLEY DAVIDSON COM 412822108 15180 460000 SH DEFINED 011614 460000
HARLEY DAVIDSON COM 412822108 3978 120563 SH DEFINED 0102 120563
HARLEY DAVIDSON COM 412822108 462 14000 SH DEFINED 01 14000
HARNISCHFEGER IND COM 413345109 353 10336 SH DEFINED 0103 10336
HARRAH'S ENT COM 413619107 519 21127 SH DEFINED 0103 21127
HARRIS CORP COM 413875105 31275 600000 SH DEFINED 0130 600000
HARRIS CORP COM 413875105 2606 50000 SH DEFINED 0124 50000
HARRIS CORP COM 413875105 5213 100000 SH DEFINED 0125 100000
HARRIS CORP COM 413875105 18765 360000 SH DEFINED 0107 360000
HARRIS CORP COM 413875105 9122 175000 SH DEFINED 011619 175000
HARRIS CORP COM 413875105 3128 60000 SH DEFINED 011620 60000
HARRIS CORP COM 413875105 441 8450 SH DEFINED 0102 8450
HARRIS CORP COM 413875105 1513 29016 SH DEFINED 0103 29016
HARTFORD FINL SVCS COM 416515104 2696 24850 SH DEFINED 0103 24850
HASBRO INC COM 418056107 494 14000 SH DEFINED 0102 14000
HASBRO INC COM 418056107 940 26616 SH DEFINED 0103 26616
HAWAII ELEC $100 PREFERRED STOCK 419990197 5208 50000 SH DEFINED 0105 50000
MAUI ELEC $100 PREFERRED STOCK 419990205 5208 50000 SH DEFINED 0105 50000
HAYES LEMMERZ INTL COM 420781106 2970 90000 SH DEFINED 011620 90000
HEALTHSOUTH CORP COM 421924101 75769 2700000 SH DEFINED 0126 2700000
HEALTHSOUTH CORP COM 421924101 134700 4800000 SH DEFINED 0111 4800000
HEALTHSOUTH CORP COM 421924101 13728 489200 SH DEFINED 011622 489200
HEALTHSOUTH CORP COM 421924101 30162 1074800 SH DEFINED 011623 1074800
HEALTHSOUTH CORP COM 421924101 37884 1350000 SH DEFINED 011618 1350000
HEALTHSOUTH CORP COM 421924101 36871 1313892 SH DEFINED 0102 1313892
HEALTHSOUTH CORP COM 421924101 13773 490800 SH DEFINED 0131 490800
HEALTHSOUTH CORP COM 421924101 3746 133475 SH DEFINED 0103 133475
HEALTHSOUTH CORP COM 421924101 982 35000 SH DEFINED 01 35000
HEALTH MGMT ASSOC COM 421933102 6870 240000 SH DEFINED 011619 240000
HEALTH MGMT ASSOC COM 421933102 25763 900000 SH DEFINED 011614 900000
HEALTH MGMT ASSOC COM 421933102 62657 2188875 SH DEFINED 0102 2188875
HEALTH MGMT ASSOC COM 421933102 27980 977475 SH DEFINED 0131 977475
HEALTH MGMT ASSOC COM 421933102 2331 81425 SH DEFINED 0103 81425
<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
HEALTH MGMT ASSOC COM 421933102 1031 36000 SH DEFINED 01 36000
HEALTH MGMT SYSTEMS COM 42219M100 14750 1180000 SH DEFINED 011614 1180000
HEARTLAND EXPRESS IN COM 422347104 4395 158368 SH DEFINED 0102 158368
HEARTLAND VALUE COM 422359109 9066 244116 SH DEFINED 0103 244116
HEINZ H.J. COM 423074103 4490 76917 SH DEFINED 0103 76917
HEINZ H.J. COM 423074103 16724 286495 SH DEFINED 01 286495
HELMERICH & PAYNE COM 423452101 331 10580 SH DEFINED 0103 10580
HEM EN 144A WTS WARRANT 42368R116 0 36000 SH DEFINED 0109 36000
HERCULES INC COM 427056106 1004 20337 SH DEFINED 0103 20337
HERSHEY FOODS COM 427866108 231494 3232033 SH DEFINED 0103 3232033
HEWLETT PACKARD COM 428236103 19013 300000 SH DEFINED 0130 300000
HEWLETT PACKARD COM 428236103 190125 3000000 SH DEFINED 0126 3000000
HEWLETT PACKARD COM 428236103 114075 1800000 SH DEFINED 0111 1800000
HEWLETT PACKARD COM 428236103 10717 169100 SH DEFINED 0124 169100
HEWLETT PACKARD COM 428236103 22226 350700 SH DEFINED 0125 350700
HEWLETT PACKARD COM 428236103 6338 100000 SH DEFINED 011622 100000
HEWLETT PACKARD COM 428236103 12675 200000 SH DEFINED 011623 200000
HEWLETT PACKARD COM 428236103 33272 525000 SH DEFINED 011618 525000
HEWLETT PACKARD COM 428236103 52097 822044 SH DEFINED 0102 822044
HEWLETT PACKARD COM 428236103 15825 249696 SH DEFINED 0103 249696
HEWLETT PACKARD COM 428236103 7193 113500 SH DEFINED 01 113500
HEXCEL CORP COM 428291108 11690 425100 SH DEFINED 011614 425100
HIGHWOOD PROPERTY COM 431284108 7063 200000 SH DEFINED 0128 200000
HIGHWOOD PROPERTY COM 431284108 10594 300000 SH DEFINED 0107 300000
HILTON HOTELS COM 432848109 1679 52684 SH DEFINED 0103 52684
HOME DEPOT INC COM 437076102 40463 600000 SH DEFINED 0130 600000
HOME DEPOT INC COM 437076102 10116 150000 SH DEFINED 0108 150000
HOME DEPOT INC COM 437076102 74181 1100000 SH DEFINED 0126 1100000
HOME DEPOT INC COM 437076102 60694 900000 SH DEFINED 0111 900000
HOME DEPOT INC COM 437076102 9778 145000 SH DEFINED 0124 145000
HOME DEPOT INC COM 437076102 23603 350000 SH DEFINED 0125 350000
HOME DEPOT INC COM 437076102 20231 300000 SH DEFINED 011516 300000
HOME DEPOT INC COM 437076102 47038 697500 SH DEFINED 011618 697500
HOME DEPOT INC COM 437076102 3372 50000 SH DEFINED 011620 50000
HOME DEPOT INC COM 437076102 121315 1798881 SH DEFINED 0102 1798881
HOME DEPOT INC COM 437076102 12694 188233 SH DEFINED 0103 188233
HOME DEPOT INC COM 437076102 1328 19699 SH DEFINED 01 19699
HOMEBASE INC COM 43738E108 1438 171664 SH DEFINED 0103 171664
HOMESTAKE MINING COM 437614100 266 24447 SH DEFINED 0103 24447
HON INDUSTRIES COM 438092108 4778 130000 SH DEFINED 011619 130000
HONEYWELL COM 438506107 2216 26794 SH DEFINED 0103 26794
HORMEL COM 440452100 11838 305000 SH DEFINED 0128 305000
HORMEL COM 440452100 9703 250000 SH DEFINED 011614 250000
HOSIERY CORP "A"144A WARRANT 441016102 50 10000 SH DEFINED 0109 10000
HOSPITALITY WORLDWI COM 44106N100 2944 300000 SH DEFINED 011619 300000
HOST MARRIOT FIN CONV PFD STOCK 441079209 17175 300000 SH DEFINED 0130 300000
HOUSEHOLD INTL COM 441815107 13775 100000 SH DEFINED 0107 100000
HOUSEHOLD INTL COM 441815107 3801 27595 SH DEFINED 0103 27595
HOUSTON INDUSTRIES COM 442161105 104696 3641586 SH DEFINED 0103 3641586
HOWMET INTL INC COM 443208103 5899 330000 SH DEFINED 0108 330000
<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
HOWMET INTL INC COM 443208103 6703 375000 SH DEFINED 0128 375000
HOWMET INTL INC COM 443208103 2503 140000 SH DEFINED 011620 140000
HOWMET INTL INC COM 443208103 14300 800000 SH DEFINED 011614 800000
HUBBELL INC C/B COM 443510201 6045 120000 SH DEFINED 0128 120000
HUBBELL INC C/B COM 443510201 1108 22000 SH DEFINED 0103 22000
HUMANA COM 444859102 851 34278 SH DEFINED 0103 34278
HUNTINGTON BANCSHARE COM 446150104 1467 40250 SH DEFINED 0103 40250
ICG COMMUNICATIONS COM 449246107 16763 450000 SH DEFINED 0106 450000
ICG COMMUNICATIONS COM 449246107 13969 375000 SH DEFINED 011614 375000
IDEC PHARM COM 449370105 4425 100000 SH DEFINED 011619 100000
IDS CA TAX EXEMPT COM 449428101 1 229 SH DEFINED 01 229
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 2 409 SH DEFINED 01 409
IDS INNOVATIONS FD Y COM 449435825 128 20000 SH DEFINED 01 20000
IDS INNOVATIONS FD B COM 449435833 127 20000 SH DEFINED 01 20000
IDS INNOVATIONS FD A COM 449435841 4226 660000 SH DEFINED 01 660000
IDS EMERGING MKTS Y COM 449435858 1 205 SH DEFINED 01 205
IDS EMERGING MKTS A COM 449435874 2 410 SH DEFINED 01 410
GLOBAL BAL FD Y COM 449435882 1 205 SH DEFINED 01 205
RESEARCH OPPORT CL Y COM 449437607 2 217 SH DEFINED 01 217
NEW DIMENSIONS "Y" COM 449444306 3653 135661 SH DEFINED 0103 135661
IDS PRECIOUS METALS COM 449455104 1 134 SH DEFINED 01 134
IDS INS TAX EXEMPT COM 44947T100 1 216 SH DEFINED 01 216
IDS MN TAX EXEMPT COM 44947T308 1 228 SH DEFINED 01 228
IDS NY TAX EXEMPT COM 44947T407 1 230 SH DEFINED 01 230
IDS MASS TAX-EXEMPT COM 44947T506 1 222 SH DEFINED 01 222
IDS MICH TAX-EXEMPT COM 44947T605 1 220 SH DEFINED 01 220
IDS OHIO TAX-EXEMPT COM 44947T704 1 222 SH DEFINED 01 222
INT TAX-EXEMPT FD A COM 449482405 2 418 SH DEFINED 01 418
INT TAX-EXEMPT FD Y COM 449482603 1 210 SH DEFINED 01 210
IES INDUSTRIES INC COM 44949M103 14816 398410 SH DEFINED 0103 398410
IDSTC INCOME FUND II COM 449496108 197533 11192240 SH DEFINED 0103 11192240
IDS TRUST INT'L FUND COM 449500990 6536 63622 SH DEFINED 0103 63622
IRSA COM 450047204 1322 34500 SH DEFINED 0135 34500
ITT INDUSTRIES-WI COM 450911102 949 24935 SH DEFINED 0103 24935
IFINT DVSD HLDGS COM 45099C100 255 42418 SH DEFINED 0109 42418
IKON OFFICE SOLUTION COM 451713101 35 1000 SH DEFINED 011618 1000
IKON OFFICE SOLUTION COM 451713101 979 28331 SH DEFINED 0103 28331
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 36872 475000 SH DEFINED 0107 475000
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 15467 199250 SH DEFINED 011618 199250
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 13988 180197 SH DEFINED 01 180197
ILLINOIS TOOL WORKS COM 452308109 51800 800000 SH DEFINED 0130 800000
ILLINOIS TOOL WORKS COM 452308109 18778 290000 SH DEFINED 0108 290000
ILLINOIS TOOL WORKS COM 452308109 97125 1500000 SH DEFINED 0126 1500000
ILLINOIS TOOL WORKS COM 452308109 22015 340000 SH DEFINED 0135 340000
ILLINOIS TOOL WORKS COM 452308109 97125 1500000 SH DEFINED 011516 1500000
ILLINOIS TOOL WORKS COM 452308109 38850 600000 SH DEFINED 011618 600000
ILLINOIS TOOL WORKS COM 452308109 219575 3391102 SH DEFINED 0102 3391102
ILLINOIS TOOL WORKS COM 452308109 5238 80898 SH DEFINED 0103 80898
<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
ILLINOIS TOOL WORKS COM 452308109 15307 236400 SH DEFINED 01 236400
IMAX CORP COM 45245E109 2128 75000 SH DEFINED 011619 75000
IMMULOGIC PHARMACEUT COM 45252R100 92 55754 SH DEFINED 0103 55754
IMMUNEX CORP COM 452528102 12464 185000 SH DEFINED 0108 185000
IMMUNEX CORP COM 452528102 4043 60000 SH DEFINED 011620 60000
IMPERIAL CHEM IN ADR COM 452704505 25875 360000 SH DEFINED 0107 360000
IMPERIAL CREDIT COMM COM 45272T102 1209 80600 SH DEFINED 0109 80600
INCO LIMITED COM 453258402 653 34950 SH DEFINED 0103 34950
INDEPENDENCE COMM BK COM 453414104 4469 250000 SH DEFINED 011619 250000
INFORMATION ADVANTAG COM 45669P101 1085 140000 SH DEFINED 011614 140000
INGERSOLL-RAND CO COM 456866102 23969 500000 SH DEFINED 011516 500000
INGERSOLL-RAND CO COM 456866102 1670 34843 SH DEFINED 0103 34843
INFORMATION MGMT COM 456923101 4414 330000 SH DEFINED 011619 330000
INLAND STEEL IND INC COM 457472108 285 10305 SH DEFINED 0103 10305
INSUR SERV OFFICE IN COM 45806@109 294 11767 SH DEFINED 01 11767
INTEL COM 458140100 23419 300000 SH DEFINED 0130 300000
INTEL COM 458140100 10148 130000 SH DEFINED 0108 130000
INTEL COM 458140100 296638 3800000 SH DEFINED 0126 3800000
INTEL COM 458140100 117094 1500000 SH DEFINED 0111 1500000
INTEL COM 458140100 22326 286000 SH DEFINED 0124 286000
INTEL COM 458140100 52981 678700 SH DEFINED 0125 678700
INTEL COM 458140100 18891 242000 SH DEFINED 0135 242000
INTEL COM 458140100 9368 120000 SH DEFINED 011622 120000
INTEL COM 458140100 19516 250000 SH DEFINED 011623 250000
INTEL COM 458140100 58547 750000 SH DEFINED 011516 750000
INTEL COM 458140100 85869 1100000 SH DEFINED 011618 1100000
INTEL COM 458140100 1561 20000 SH DEFINED 011620 20000
INTEL COM 458140100 249635 3197867 SH DEFINED 0102 3197867
INTEL COM 458140100 31529 403906 SH DEFINED 0103 403906
INTEL COM 458140100 31194 399600 SH DEFINED 01 399600
INTERIM SERVICES COM 45868P100 8100 240000 SH DEFINED 0128 240000
INTERIM SERVICES COM 45868P100 4219 125000 SH DEFINED 011619 125000
INTERIM SERVICES COM 45868P100 4725 140000 SH DEFINED 011620 140000
INTERIM SERVICES COM 45868P100 976 28900 SH DEFINED 0102 28900
INTERIM SERVICES COM 45868P100 11451 339300 SH DEFINED 0131 339300
INTERIM SERVICES COM 45868P100 672 19900 SH DEFINED 0103 19900
INTERMEDIA COMM FL COM 458801107 23888 300000 SH DEFINED 0106 300000
INTERMEDIA COMM FL COM 458801107 7963 100000 SH DEFINED 0132 100000
INTERMEDIA COMM FL COM 458801107 40 508 SH DEFINED 011621 508
INTERMEDIA COMM FL COM 458801107 11944 150000 SH DEFINED 011614 150000
INTERMEDIA COMM FL COM 458801107 21248 266850 SH DEFINED 0102 266850
INTERMEDIA COMM FL COM 458801107 13528 169900 SH DEFINED 0131 169900
INTERMEDIA COMM FL COM 458801107 1162 14600 SH DEFINED 0103 14600
INTERMEDIA COM WTS WARRANT 458801115 3663 22750 SH DEFINED 0109 22750
INTL BUSINESS MACH COM 459200101 207750 2000000 SH DEFINED 0126 2000000
INTL BUSINESS MACH COM 459200101 83100 800000 SH DEFINED 0111 800000
INTL BUSINESS MACH COM 459200101 5194 50000 SH DEFINED 011622 50000
INTL BUSINESS MACH COM 459200101 10388 100000 SH DEFINED 011623 100000
INTL BUSINESS MACH COM 459200101 21253 204600 SH DEFINED 0103 204600
INTL FLAVORS & FRAG COM 459506101 1083 22978 SH DEFINED 0103 22978
<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
INTERNATIONAL PAPER COM 460146103 5206 111200 SH DEFINED 0125 111200
INTERNATIONAL PAPER COM 460146103 333 7131 SH DEFINED 0102 7131
INTERNATIONAL PAPER COM 460146103 3123 66719 SH DEFINED 0103 66719
INTL WIRELESS WTS WARRANT 46058G116 295 14750 SH DEFINED 0109 14750
INTERPUBLIC GROUP COM 460690100 7082 114000 SH DEFINED 0135 114000
INTERPUBLIC GROUP COM 460690100 1647 26511 SH DEFINED 0103 26511
INTERSTATE POWER CO COM 461074106 6644 185511 SH DEFINED 0103 185511
INTUIT COM 461202103 13303 275000 SH DEFINED 011614 275000
INTUIT COM 461202103 12327 254850 SH DEFINED 0102 254850
INTUIT COM 461202103 5558 114900 SH DEFINED 0131 114900
INTUIT COM 461202103 537 11100 SH DEFINED 0103 11100
IRIDIUM WT EX 071505 WARRANT 46268L111 4288 17150 SH DEFINED 0109 17150
IRON MOUNTAIN INC COM 46284P104 2732 75900 SH DEFINED 011619 75900
IRON MOUNTAIN INC COM 46284P104 8824 245100 SH DEFINED 011614 245100
JDA SOFTWARE GROUP I COM 46612K108 5313 100000 SH DEFINED 011619 100000
JLG INDUSTRIES COM 466210101 8313 500000 SH DEFINED 011614 500000
JACOBS ENGR GROUP COM 469814107 3561 110000 SH DEFINED 0128 110000
JACOBS ENGR GROUP COM 469814107 19425 600000 SH DEFINED 0106 600000
JACOR COMMINICATIONS CONV BOND 469858AB0 3859 9000000 PRN DEFINED 0104 9000000
JACOR COMMINICATIONS CONV BOND 469858AB0 2358 5500000 PRN DEFINED 0109 5500000
JACOR COMMINICATIONS CONV BOND 469858AB0 2358 5500000 PRN DEFINED 011621 5500000
JAN BELL WARRANTS WARRANT 470760117 0 2473 SH DEFINED 0131 2473
JEFFERSON PILOT COM 475070108 1327 14915 SH DEFINED 0103 14915
JOHN NUVEEN COM 478035108 2418 66015 SH DEFINED 0103 66015
JOHNSON & JOHNSON COM 478160104 45820 625000 SH DEFINED 0130 625000
JOHNSON & JOHNSON COM 478160104 8064 110000 SH DEFINED 0108 110000
JOHNSON & JOHNSON COM 478160104 219938 3000000 SH DEFINED 0126 3000000
JOHNSON & JOHNSON COM 478160104 56084 765000 SH DEFINED 0113 765000
JOHNSON & JOHNSON COM 478160104 73313 1000000 SH DEFINED 0111 1000000
JOHNSON & JOHNSON COM 478160104 23387 319000 SH DEFINED 0124 319000
JOHNSON & JOHNSON COM 478160104 43944 599400 SH DEFINED 0125 599400
JOHNSON & JOHNSON COM 478160104 40688 555000 SH DEFINED 0107 555000
JOHNSON & JOHNSON COM 478160104 5865 80000 SH DEFINED 011622 80000
JOHNSON & JOHNSON COM 478160104 12463 170000 SH DEFINED 011623 170000
JOHNSON & JOHNSON COM 478160104 3666 50000 SH DEFINED 011620 50000
JOHNSON & JOHNSON COM 478160104 140772 1920079 SH DEFINED 0102 1920079
JOHNSON & JOHNSON COM 478160104 41788 570000 SH DEFINED 0131 570000
JOHNSON & JOHNSON COM 478160104 26322 359029 SH DEFINED 0103 359029
JOHNSON & JOHNSON COM 478160104 6686 91200 SH DEFINED 01 91200
JOHNSON CONTROLS COM 478366107 1075 17716 SH DEFINED 0103 17716
JOSTENS A. INC. COM 481088102 195 8138 SH DEFINED 0103 8138
JOURNAL REGISTER CO COM 481138105 3131 150000 SH DEFINED 0128 150000
JOURNAL REGISTER CO COM 481138105 15895 761500 SH DEFINED 0102 761500
JOURNAL REGISTER CO COM 481138105 278 13300 SH DEFINED 0103 13300
KLA-TENCOR CORP COM 482480100 16256 425000 SH DEFINED 0106 425000
KLA-TENCOR CORP COM 482480100 8989 235000 SH DEFINED 011618 235000
KLA-TENCOR CORP COM 482480100 12160 317858 SH DEFINED 0102 317858
KLA-TENCOR CORP COM 482480100 887 23210 SH DEFINED 0103 23210
KLA-TENCOR CORP COM 482480100 3213 84000 SH DEFINED 01 84000
KLM ROYAL DUTCH AIR COM 482516101 8718 214600 SH DEFINED 0113 214600
<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
KLM ROYAL DUTCH AIR COM 482516101 6845 168500 SH DEFINED 0131 168500
KLM ROYAL DUTCH AIR COM 482516101 280 6900 SH DEFINED 0103 6900
K-MART CORPORATION COM 482584109 8822 528612 SH DEFINED 0103 528612
KN ENERGY COM 482620101 8859 150000 SH DEFINED 0132 150000
KU ENERGY CORP COM 482734100 7706 180000 SH DEFINED 0128 180000
KU ENERGY CORP COM 482734100 14877 347500 SH DEFINED 0132 347500
KANSAS CITY SO IND COM 485170104 871 19800 SH DEFINED 0102 19800
KANSAS CITY SO IND COM 485170104 9456 214900 SH DEFINED 0131 214900
KANSAS CITY SO IND COM 485170104 565 12850 SH DEFINED 0103 12850
KAUFMAN & BROAD HOME COM 486168107 267 8209 SH DEFINED 0103 8209
KEANE INC COM 486665102 84750 1500000 SH DEFINED 0111 1500000
KEANE INC COM 486665102 11096 196400 SH DEFINED 0102 196400
KEANE INC COM 486665102 192 3400 SH DEFINED 0103 3400
KELLOGG CO. COM 487836108 3730 86482 SH DEFINED 0103 86482
KEMET CORP COM 488360108 31556 1700000 SH DEFINED 0106 1700000
KENNAMETAL INC COM 489170100 5684 108000 SH DEFINED 0128 108000
KENT ELECTRONICS COM 490553104 16 752 SH DEFINED 0102 752
KENT ELECTRONICS COM 490553104 242 11500 SH DEFINED 01 11500
KERR MCGEE COM 492386107 698 10038 SH DEFINED 0103 10038
KEYCORP NEW COM 493267108 3497 92470 SH DEFINED 0103 92470
KILROY REALTY COM 49427F108 14281 500000 SH DEFINED 0106 500000
KIMBERLY CLARK COM 494368103 56325 1123700 SH DEFINED 0113 1123700
KIMBERLY CLARK COM 494368103 37895 756000 SH DEFINED 0107 756000
KIMBERLY CLARK COM 494368103 65529 1307230 SH DEFINED 0102 1307230
KIMBERLY CLARK COM 494368103 43108 860000 SH DEFINED 0131 860000
KIMBERLY CLARK COM 494368103 7697 153573 SH DEFINED 0103 153573
KINGWORLD PRODUCTION COM 495667107 453 15494 SH DEFINED 0103 15494
KNIGHT RIDDER COM 499040103 993 17774 SH DEFINED 0103 17774
KNOLOGY HLDGS WT WARRANT 499179117 83 11000 SH DEFINED 0109 11000
KOHLS CORP COM 500255104 20029 245000 SH DEFINED 0108 245000
KOHLS CORP COM 500255104 73575 900000 SH DEFINED 011516 900000
KOHLS CORP COM 500255104 7096 86800 SH DEFINED 011619 86800
KOHLS CORP COM 500255104 3434 42000 SH DEFINED 011620 42000
KOHLS CORP COM 500255104 20438 250000 SH DEFINED 011614 250000
KOHLS CORP COM 500255104 2087 25521 SH DEFINED 0102 25521
KOHLS CORP COM 500255104 21574 263900 SH DEFINED 0131 263900
KOHLS CORP COM 500255104 1218 14900 SH DEFINED 0103 14900
KOHLS CORP COM 500255104 654 8000 SH DEFINED 01 8000
KOOR INDUSTRY ADR COM 500507108 327 13200 SH DEFINED 0124 13200
KEPCO ADR (KEP US$) COM 500631106 1714 172470 SH DEFINED 0124 172470
KROGER CO. COM 501044101 83138 1800000 SH DEFINED 0126 1800000
KROGER CO. COM 501044101 10161 220000 SH DEFINED 0124 220000
KROGER CO. COM 501044101 18660 404000 SH DEFINED 0125 404000
KROGER CO. COM 501044101 195292 4228206 SH DEFINED 0102 4228206
KROGER CO. COM 501044101 4876 105590 SH DEFINED 0103 105590
KROGER CO. COM 501044101 3700 80100 SH DEFINED 01 80100
LCI INTL COM 501813109 15400 400000 SH DEFINED 0106 400000
LSI LOGIC COM 502161102 748 29632 SH DEFINED 0103 29632
LACLEDE GAS CO COM 505588103 40998 1635837 SH DEFINED 0103 1635837
LAIDLAW INC COM 50730K503 1092 68763 SH DEFINED 0103 68763
<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
LANDRY'S SEAFOOD COM 51508L103 16913 550000 SH DEFINED 0106 550000
LANDS END INC COM 515086106 606 16435 SH DEFINED 0103 16435
LASALLE NATL $50 PREFERRED STOCK 5180283*4 8288 150000 SH DEFINED 01 150000
LASALLE NATL $50 PREFERRED STOCK 5180283*4 3315 60000 SH DEFINED 0116 60000
LATTICE SEMICONDUCTR COM 518415104 4629 90000 SH DEFINED 0128 90000
LATTICE SEMICONDUCTR COM 518415104 15431 300000 SH DEFINED 0106 300000
LATTICE SEMICONDUCTR COM 518415104 10606 206200 SH DEFINED 0102 206200
LATTICE SEMICONDUCTR COM 518415104 195 3800 SH DEFINED 0103 3800
LAZARD SM CAP VALUE COM 52106N509 8332 378560 SH DEFINED 0103 378560
LEAR SEATING CORP COM 521865105 56375 1000000 SH DEFINED 011516 1000000
LEARNING COMPANY INC COM 522008101 8094 350000 SH DEFINED 0128 350000
LEARNING COMPANY INC COM 522008101 13748 594500 SH DEFINED 011618 594500
LEE ENTERPRISES INC COM 523768109 3356 100000 SH DEFINED 0128 100000
LEGATO COM 524651106 21375 360000 SH DEFINED 011614 360000
LEGGETT & PLATT COM 524660107 1872 36400 SH DEFINED 0128 36400
LEGGETT & PLATT COM 524660107 24351 473400 SH DEFINED 011618 473400
LEGGETT & PLATT COM 524660107 6430 125000 SH DEFINED 011614 125000
LEGG MASON INC COM 524901105 13851 233543 SH DEFINED 0102 233543
LEGG MASON INC COM 524901105 241 4066 SH DEFINED 0103 4066
LEHMAN BROS HOLDINGS COM 524908100 1607 21460 SH DEFINED 0103 21460
LENNAR CORP COM 526057104 15497 450000 SH DEFINED 011614 450000
LIFE RE CORP COM 532160108 7375 100000 SH DEFINED 011619 100000
LIFE RE CORP COM 532160108 13555 183800 SH DEFINED 0102 183800
LIFE RE CORP COM 532160108 7677 104100 SH DEFINED 0131 104100
LIFE RE CORP COM 532160108 693 9400 SH DEFINED 0103 9400
LIFE RE CAPITAL ACES CONV PFD STOCK 532163300 3582 49750 SH DEFINED 0104 49750
LIFE RE CAPITAL ACES CONV PFD STOCK 532163300 1800 25000 SH DEFINED 011621 25000
LIFE TECHNOLOGIES IN COM 532177201 9946 258350 SH DEFINED 0128 258350
ELI LILLY COM 532457108 23850 400000 SH DEFINED 011516 400000
ELI LILLY COM 532457108 56317 944509 SH DEFINED 0102 944509
ELI LILLY COM 532457108 14564 244260 SH DEFINED 0103 244260
THE LIMITED INC COM 532716107 1645 57350 SH DEFINED 0103 57350
LINCOLN NAT COM 534187109 36072 425000 SH DEFINED 0107 425000
LINCOLN NAT COM 534187109 1826 21512 SH DEFINED 0103 21512
LINEAR TECHNOLOGY COM 535678106 3387 49083 SH DEFINED 0102 49083
LITTON INDUSTRIES COM 538021106 11837 205200 SH DEFINED 0113 205200
LITTON INDUSTRIES COM 538021106 9190 159300 SH DEFINED 0131 159300
LITTON INDUSTRIES COM 538021106 381 6600 SH DEFINED 0103 6600
LIZ CLAIBORNE COM 539320101 11536 231287 SH DEFINED 0103 231287
LOCKHEED MARTIN CORP COM 539830109 34434 306084 SH DEFINED 0130 306084
LOCKHEED MARTIN CORP COM 539830109 11813 105000 SH DEFINED 0124 105000
LOCKHEED MARTIN CORP COM 539830109 27439 243900 SH DEFINED 0125 243900
LOCKHEED MARTIN CORP COM 539830109 10125 90000 SH DEFINED 011618 90000
LOCKHEED MARTIN CORP COM 539830109 22548 200395 SH DEFINED 0102 200395
LOCKHEED MARTIN CORP COM 539830109 6077 54012 SH DEFINED 0103 54012
LOCKHEED MARTIN CORP COM 539830109 7369 65500 SH DEFINED 01 65500
DIAMOND OFFSHORE CONV BOND 540424AL2 6944 7050000 PRN DEFINED 0130 7050000
DIAMOND OFFSHORE CONV BOND 540424AL2 3743 3800000 PRN DEFINED 0108 3800000
DIAMOND OFFSHORE CONV BOND 540424AL2 3723 3780000 PRN DEFINED 0113 3780000
DIAMOND OFFSHORE CONV BOND 540424AL2 4925 5000000 PRN DEFINED 0104 5000000
<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
DIAMOND OFFSHORE CONV BOND 540424AL2 3448 3500000 PRN DEFINED 0132 3500000
DIAMOND OFFSHORE CONV BOND 540424AL2 3723 3780000 PRN DEFINED 0107 3780000
DIAMOND OFFSHORE CONV BOND 540424AL2 2463 2500000 PRN DEFINED 011621 2500000
DIAMOND OFFSHORE CONV BOND 540424AL2 12214 12400000 PRN DEFINED 011614 12400000
DIAMOND OFFSHORE CONV BOND 540424AL2 5112 5190000 PRN DEFINED 0131 5190000
LOEWS CORP COM 540424108 2523 24206 SH DEFINED 0103 24206
LONG ISLAND LIGHTING COM 542671102 12600 400000 SH DEFINED 0132 400000
LONG ISL LGT SER AA PREFERRED STOCK 542671771 7285 273600 SH DEFINED 0105 273600
LONG ISL LGT SER AA PREFERRED STOCK 542671771 1494 56100 SH DEFINED 01 56100
LONGS DRUG STORES COM 543162101 248 8160 SH DEFINED 0103 8160
LONGVIEW FIBRE WASH COM 543213102 25465 1636300 SH DEFINED 0130 1636300
LORAL SP&COM CVT PFD CONV PFD STOCK 543885404 30050 400000 SH DEFINED 011618 400000
LOUISIANA PAC. COM 546347105 533 22923 SH DEFINED 0103 22923
LOWE'S CO'S COM 548661107 21056 300000 SH DEFINED 011614 300000
LOWE'S CO'S COM 548661107 22671 322884 SH DEFINED 0102 322884
LOWE'S CO'S COM 548661107 2647 37710 SH DEFINED 0103 37710
LOWE'S CO'S COM 548661107 8423 120000 SH DEFINED 01 120000
LUCENT TECHNOLOGIES COM 549463107 181583 1420000 SH DEFINED 0126 1420000
LUCENT TECHNOLOGIES COM 549463107 10869 85000 SH DEFINED 0124 85000
LUCENT TECHNOLOGIES COM 549463107 21074 164800 SH DEFINED 0125 164800
LUCENT TECHNOLOGIES COM 549463107 51150 400000 SH DEFINED 011516 400000
LUCENT TECHNOLOGIES COM 549463107 2250 17584 SH DEFINED 0102 17584
LUCENT TECHNOLOGIES COM 549463107 18904 147834 SH DEFINED 0103 147834
MBIA INC COM 55262C100 2354 30380 SH DEFINED 0103 30380
MBNA COM 55262L100 179063 5000000 SH DEFINED 0126 5000000
MBNA COM 55262L100 42975 1200000 SH DEFINED 011516 1200000
MBNA COM 55262L100 25069 700000 SH DEFINED 011618 700000
MBNA COM 55262L100 84900 2370420 SH DEFINED 0102 2370420
MBNA COM 55262L100 5164 144200 SH DEFINED 0103 144200
MBNA COM 55262L100 10995 307000 SH DEFINED 01 307000
MCN FINANCING $23 PREFERRED STOCK 55267J209 7112 218000 SH DEFINED 0132 218000
MCI COMMUNICATIONS COM 552673105 12375 250000 SH DEFINED 0132 250000
MCI COMMUNICATIONS COM 552673105 4653 94000 SH DEFINED 0124 94000
MCI COMMUNICATIONS COM 552673105 8890 179600 SH DEFINED 0125 179600
MCI COMMUNICATIONS COM 552673105 27225 550000 SH DEFINED 011618 550000
MCI COMMUNICATIONS COM 552673105 763 15405 SH DEFINED 0102 15405
MCI COMMUNICATIONS COM 552673105 7525 152008 SH DEFINED 0103 152008
MDU RESOURCES GROUP COM 552690109 11194 300000 SH DEFINED 0132 300000
MGIC INVESTMENT CORP COM 552848103 2275 34632 SH DEFINED 0103 34632
MSC COM 553530106 5419 100000 SH DEFINED 011619 100000
MATAV ADS COM 559776109 4202 135000 SH DEFINED 0124 135000
MTNL 144A GDR COM 559778105 9870 600000 SH DEFINED 0132 600000
MAINSTREET BANKGROUP COM 560633109 280 8860 SH DEFINED 0102 8860
MALLINCKRODT INC COM 561232109 37549 950607 SH DEFINED 0103 950607
MANOR CARE INC COM 564054104 496 13398 SH DEFINED 0103 13398
MANUGISTICS GROUP IN COM 565011103 7008 125000 SH DEFINED 011619 125000
MARINE DRILLING CO I COM 568240204 37 1715 SH DEFINED 0102 1715
MARINE DRILLING CO I COM 568240204 551 25500 SH DEFINED 01 25500
MARSH MCLENNAN CO COM 571748102 27940 320000 SH DEFINED 0113 320000
MARSH MCLENNAN CO COM 571748102 20955 240000 SH DEFINED 0131 240000
<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
MARSH MCLENNAN CO COM 571748102 4134 47348 SH DEFINED 0103 47348
MARSH MCLENNAN CO COM 571748102 6112 70000 SH DEFINED 01 70000
MARRIOTT INTL NEW COM 571903103 4351 117000 SH DEFINED 0108 117000
MARRIOTT INTL NEW COM 571903103 111563 3000000 SH DEFINED 0126 3000000
MARRIOTT INTL NEW COM 571903103 44625 1200000 SH DEFINED 0111 1200000
MARRIOTT INTL NEW COM 571903103 54 1450 SH DEFINED 0102 1450
MARRIOTT INTL NEW COM 571903103 999 26866 SH DEFINED 0103 26866
MARRIOTT INTL CL A COM 571903202 4190 117000 SH DEFINED 0108 117000
MARRIOTT INTL CL A COM 571903202 107438 3000000 SH DEFINED 0126 3000000
MARRIOTT INTL CL A COM 571903202 42975 1200000 SH DEFINED 0111 1200000
MARRIOTT INTL CL A COM 571903202 52 1450 SH DEFINED 0102 1450
MARRIOTT INTL CL A COM 571903202 962 26866 SH DEFINED 0103 26866
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 49601 1148500 SH DEFINED 0130 1148500
MARTIN MARIETTA MATE COM 573284106 19646 454900 SH DEFINED 0108 454900
MARTIN MARIETTA MATE COM 573284106 7199 166700 SH DEFINED 0128 166700
MARTIN MARIETTA MATE COM 573284106 52286 1210672 SH DEFINED 011618 1210672
MARTIN MARIETTA MATE COM 573284106 573 13250 SH DEFINED 0102 13250
MARTIN MARIETTA MATE COM 573284106 6837 158300 SH DEFINED 0131 158300
MARTIN MARIETTA MATE COM 573284106 402 9300 SH DEFINED 0103 9300
MASCO CORP COM 574599106 6843 115000 SH DEFINED 0124 115000
MASCO CORP COM 574599106 7086 119100 SH DEFINED 0125 119100
MASCO CORP COM 574599106 30940 520000 SH DEFINED 0107 520000
MASCO CORP COM 574599106 89250 1500000 SH DEFINED 011516 1500000
MASCO CORP COM 574599106 26775 450000 SH DEFINED 011618 450000
MASCO CORP COM 574599106 137478 2310510 SH DEFINED 0102 2310510
MASCO CORP COM 574599106 4609 77466 SH DEFINED 0103 77466
MASCO CORP COM 574599106 1791 30100 SH DEFINED 01 30100
MASTEC INC. COM 576323109 56700 1800000 SH DEFINED 0111 1800000
MASTEC INC. COM 576323109 3780 120000 SH DEFINED 011622 120000
MASTEC INC. COM 576323109 7875 250000 SH DEFINED 011623 250000
MASTEC INC. COM 576323109 308 9750 SH DEFINED 0102 9750
MATTEL INC. COM 577081102 23775 600000 SH DEFINED 0111 600000
MATTEL INC. COM 577081102 8420 212500 SH DEFINED 011622 212500
MATTEL INC. COM 577081102 17831 450000 SH DEFINED 011623 450000
MATTEL INC. COM 577081102 33681 850000 SH DEFINED 011618 850000
MATTEL INC. COM 577081102 297 7500 SH DEFINED 0102 7500
MATTEL INC. COM 577081102 2425 61191 SH DEFINED 0103 61191
MAXIM INTEGRATED COM 57772K101 87450 2400000 SH DEFINED 0111 2400000
MAXIM INTEGRATED COM 57772K101 5101 140000 SH DEFINED 011622 140000
MAXIM INTEGRATED COM 57772K101 11660 320000 SH DEFINED 011623 320000
MAXIM INTEGRATED COM 57772K101 20041 550000 SH DEFINED 011618 550000
MAXIM INTEGRATED COM 57772K101 13664 375000 SH DEFINED 011614 375000
MAXIM INTEGRATED COM 57772K101 438 12000 SH DEFINED 0102 12000
MAXXIM MEDICAL INC COM 57777G105 4303 150000 SH DEFINED 011619 150000
MAY DEPT STORES COM 577778103 3090 48667 SH DEFINED 0103 48667
MAXIMUS INC COM 577933104 5089 170000 SH DEFINED 011619 170000
MAYTAG CO COM 578592107 47813 1000000 SH DEFINED 0130 1000000
<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
MAYTAG CO COM 578592107 7172 150000 SH DEFINED 0128 150000
MAYTAG CO COM 578592107 10758 225000 SH DEFINED 0124 225000
MAYTAG CO COM 578592107 15941 333400 SH DEFINED 0125 333400
MAYTAG CO COM 578592107 1913 40000 SH DEFINED 011620 40000
MAYTAG CO COM 578592107 11774 246174 SH DEFINED 0102 246174
MAYTAG CO COM 578592107 1917 40093 SH DEFINED 0103 40093
MAYTAG CO COM 578592107 6216 130000 SH DEFINED 01 130000
MCDERMOTT INTL COM 580037109 490 11854 SH DEFINED 0103 11854
MCDONALDS COM 580135101 8697 144958 SH DEFINED 0103 144958
MCGRAW-HILL COS INC COM 580645109 20157 265000 SH DEFINED 0107 265000
MCGRAW-HILL COS INC COM 580645109 1585 20843 SH DEFINED 0103 20843
MCKESSON 144A CVTPF CONV PFD STOCK 58155P204 16275 200000 SH DEFINED 0130 200000
MEAD CORP COM 582834107 2693 75200 SH DEFINED 0125 75200
MEAD CORP COM 582834107 168 4700 SH DEFINED 0102 4700
MEAD CORP COM 582834107 909 25374 SH DEFINED 0103 25374
MEDAPHIS CORP COM 584028104 13047 1250000 SH DEFINED 011614 1250000
MEDICIS PHARMACEUTIC COM 584690309 9816 225000 SH DEFINED 011619 225000
MEDITRUST CORP COM 58501T306 9263 300000 SH DEFINED 0113 300000
MEDITRUST CORP COM 58501T306 10189 330000 SH DEFINED 0131 330000
MEDITRUST CORP COM 58501T306 414 13424 SH DEFINED 0103 13424
MEDTRONIC COM 585055106 25938 500000 SH DEFINED 0130 500000
MEDTRONIC COM 585055106 155625 3000000 SH DEFINED 0126 3000000
MEDTRONIC COM 585055106 77813 1500000 SH DEFINED 0111 1500000
MEDTRONIC COM 585055106 10375 200000 SH DEFINED 0135 200000
MEDTRONIC COM 585055106 13488 260000 SH DEFINED 011622 260000
MEDTRONIC COM 585055106 31125 600000 SH DEFINED 011623 600000
MEDTRONIC COM 585055106 3113 60000 SH DEFINED 011620 60000
MEDTRONIC COM 585055106 121464 2341430 SH DEFINED 0102 2341430
MEDTRONIC COM 585055106 6564 126538 SH DEFINED 0103 126538
MEDTRONIC COM 585055106 20988 404600 SH DEFINED 01 404600
MELLON BANK CORP COM 585509102 5080 80000 SH DEFINED 011620 80000
MELLON BANK CORP COM 585509102 3403 53586 SH DEFINED 0103 53586
MENS WEARHOUSE INC COM 587118100 2561 69212 SH DEFINED 0103 69212
MERCANTILE BANCORPOR COM 587342106 1513 27600 SH DEFINED 0103 27600
MERCANTILE STORES COM 587533100 520 7743 SH DEFINED 0103 7743
MERCK COM 589331107 89977 700892 SH DEFINED 0130 700892
MERCK COM 589331107 10527 82000 SH DEFINED 0108 82000
MERCK COM 589331107 256750 2000000 SH DEFINED 0126 2000000
MERCK COM 589331107 60978 475000 SH DEFINED 0113 475000
MERCK COM 589331107 29988 233600 SH DEFINED 0124 233600
MERCK COM 589331107 51684 402600 SH DEFINED 0125 402600
MERCK COM 589331107 44289 345000 SH DEFINED 0107 345000
MERCK COM 589331107 109119 850000 SH DEFINED 011516 850000
MERCK COM 589331107 114896 895000 SH DEFINED 011618 895000
MERCK COM 589331107 2439 19000 SH DEFINED 011620 19000
MERCK COM 589331107 300395 2339925 SH DEFINED 0102 2339925
MERCK COM 589331107 44289 345000 SH DEFINED 0131 345000
MERCK COM 589331107 39645 308827 SH DEFINED 0103 308827
MERCK COM 589331107 22170 172700 SH DEFINED 01 172700
MEREDITH CORP COM 589433101 470 11162 SH DEFINED 0103 11162
<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
MERIDIAN INS GROUP COM 589644103 81 4305 SH DEFINED 0103 4305
MERITOR AUTOMOTIVE COM 59000G100 5534 208333 SH DEFINED 0113 208333
MERITOR AUTOMOTIVE COM 59000G100 3896 146666 SH DEFINED 0131 146666
MERITOR AUTOMOTIVE COM 59000G100 165 6199 SH DEFINED 0103 6199
MERITOR AUTOMOTIVE COM 59000G100 2789 105000 SH DEFINED 01 105000
MERRILL LYNCH & CO COM 590188108 166000 2000000 SH DEFINED 0111 2000000
MERRILL LYNCH & CO COM 590188108 13280 160000 SH DEFINED 011622 160000
MERRILL LYNCH & CO COM 590188108 26560 320000 SH DEFINED 011623 320000
MERRILL LYNCH & CO COM 590188108 798 9600 SH DEFINED 0102 9600
MERRILL LYNCH & CO COM 590188108 5820 70120 SH DEFINED 0103 70120
MERRILL LYNCH & CO COM 590188108 4980 60000 SH DEFINED 01 60000
METAMOR WORLDWIDE COM 59133P100 35583 947300 SH DEFINED 0102 947300
METAMOR WORLDWIDE COM 59133P100 496 13200 SH DEFINED 0103 13200
METHANEX CORP COM 59151K108 1750 200000 SH DEFINED 011621 200000
METRONET COMM COM 59169Y108 8206 325000 SH DEFINED 011614 325000
METRONET COMM WTS WARRANT 59169Y116 35 8750 SH DEFINED 0109 8750
METZLER GROUP INC COM 592903108 4975 100000 SH DEFINED 011619 100000
METZLER GROUP INC COM 592903108 15920 320000 SH DEFINED 011614 320000
METZLER GROUP INC COM 592903108 7566 152083 SH DEFINED 0102 152083
METZLER GROUP INC COM 592903108 4169 83800 SH DEFINED 0131 83800
METZLER GROUP INC COM 592903108 386 7750 SH DEFINED 0103 7750
METZLER GROUP INC COM 592903108 448 9000 SH DEFINED 01 9000
MEYER (FRED) INC COM 592907109 7390 160000 SH DEFINED 0128 160000
MEYER (FRED) INC COM 592907109 38428 832000 SH DEFINED 011516 832000
MEYER (FRED) INC COM 592907109 26235 568000 SH DEFINED 011614 568000
MEYER (FRED) INC COM 592907109 51 1103 SH DEFINED 0102 1103
MEYER (FRED) INC COM 592907109 739 16000 SH DEFINED 01 16000
MICROSOFT COM 594918104 26850 300000 SH DEFINED 0130 300000
MICROSOFT COM 594918104 304300 3400000 SH DEFINED 0126 3400000
MICROSOFT COM 594918104 161100 1800000 SH DEFINED 0111 1800000
MICROSOFT COM 594918104 17614 196800 SH DEFINED 0124 196800
MICROSOFT COM 594918104 45036 503200 SH DEFINED 0125 503200
MICROSOFT COM 594918104 12530 140000 SH DEFINED 011622 140000
MICROSOFT COM 594918104 28640 320000 SH DEFINED 011623 320000
MICROSOFT COM 594918104 89500 1000000 SH DEFINED 011516 1000000
MICROSOFT COM 594918104 60216 672800 SH DEFINED 011618 672800
MICROSOFT COM 594918104 6409 71610 SH DEFINED 0102 71610
MICROSOFT COM 594918104 48653 543616 SH DEFINED 0103 543616
MICROSOFT COM 594918104 1817 20300 SH DEFINED 01 20300
MICRON TECHNOLOGY COM 595112103 1294 44538 SH DEFINED 0103 44538
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 8081 73300 SH DEFINED 0105 73300
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 3859 35000 SH DEFINED 01 35000
MILLIPORE CORP COM 601073109 19113 550000 SH DEFINED 0106 550000
MILLIPORE CORP COM 601073109 319 9182 SH DEFINED 0103 9182
MN MINING & MFG CO COM 604059105 91188 1000000 SH DEFINED 0126 1000000
MN MINING & MFG CO COM 604059105 25077 275000 SH DEFINED 0107 275000
MN MINING & MFG CO COM 604059105 60624 664844 SH DEFINED 0102 664844
MN MINING & MFG CO COM 604059105 8240 90360 SH DEFINED 0103 90360
MN P & L 144A $100 PREFERRED STOCK 6041103#1 5048 50000 SH DEFINED 0105 50000
MN P & L 144A $100 PREFERRED STOCK 6041103#1 3029 30000 SH DEFINED 01 30000
<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
MN P&L 144A 6.70 PREFERRED STOCK 604110999 10375 100000 SH DEFINED 0105 100000
MIRAGE RESORTS INC COM 60462E104 38900 1600000 SH DEFINED 0126 1600000
MIRAGE RESORTS INC COM 60462E104 913 37540 SH DEFINED 0103 37540
MRS FIELDS COM 60650*990 0 20176717 SH DEFINED 0105 20176717
MOBIL COM 607059102 9195 120000 SH DEFINED 0108 120000
MOBIL COM 607059102 153250 2000000 SH DEFINED 0126 2000000
MOBIL COM 607059102 67162 876500 SH DEFINED 0113 876500
MOBIL COM 607059102 30650 400000 SH DEFINED 011516 400000
MOBIL COM 607059102 53000 691650 SH DEFINED 0102 691650
MOBIL COM 607059102 66648 869800 SH DEFINED 0131 869800
MOBIL COM 607059102 15470 201884 SH DEFINED 0103 201884
MOBIL COM 607059102 2835 37000 SH DEFINED 01 37000
MOBILE TELE TECH CP COM 607406105 12306 550000 SH DEFINED 011614 550000
MOL 144A GDS COM 608464103 1533 50000 SH DEFINED 0128 50000
MOLEX INC COM 608554101 31763 1155000 SH DEFINED 011516 1155000
MONSANTO COMPANY COM 611662107 104000 2000000 SH DEFINED 0126 2000000
MONSANTO COMPANY COM 611662107 62400 1200000 SH DEFINED 0111 1200000
MONSANTO COMPANY COM 611662107 10400 200000 SH DEFINED 0124 200000
MONSANTO COMPANY COM 611662107 18626 358200 SH DEFINED 0125 358200
MONSANTO COMPANY COM 611662107 36400 700000 SH DEFINED 011516 700000
MONSANTO COMPANY COM 611662107 27119 521550 SH DEFINED 0102 521550
MONSANTO COMPANY COM 611662107 7800 150004 SH DEFINED 0103 150004
MOORE CORP COM 615785102 309 18569 SH DEFINED 0103 18569
JP MORGAN & CO INC COM 616880100 47009 350000 SH DEFINED 0113 350000
JP MORGAN & CO INC COM 616880100 26863 200000 SH DEFINED 0107 200000
JP MORGAN & CO INC COM 616880100 33578 250000 SH DEFINED 0131 250000
JP MORGAN & CO INC COM 616880100 6634 49390 SH DEFINED 0103 49390
JP MORGAN & CO INC COM 616880100 9078 67587 SH DEFINED 01 67587
MORGAN ST DEAN WITTE COM 617446448 9620 132000 SH DEFINED 0108 132000
MORGAN ST DEAN WITTE COM 617446448 218625 3000000 SH DEFINED 0126 3000000
MORGAN ST DEAN WITTE COM 617446448 94738 1300000 SH DEFINED 011516 1300000
MORGAN ST DEAN WITTE COM 617446448 67774 930000 SH DEFINED 011618 930000
MORGAN ST DEAN WITTE COM 617446448 9086 124685 SH DEFINED 0103 124685
MORGAN ST DEAN WITTE COM 617446448 6194 85000 SH DEFINED 01 85000
MS-AIRTOUCH DEC CVT CONV PFD STOCK 617446653 21788 525000 SH DEFINED 0130 525000
MS-AIRTOUCH DEC CVT CONV PFD STOCK 617446653 18675 450000 SH DEFINED 0107 450000
MS-GILLETTE DEC CVT CONV PFD STOCK 617446679 17501 195000 SH DEFINED 0130 195000
MORTON INTERNATIONAL COM 619335102 914 27852 SH DEFINED 0103 27852
MOTOROLA COM 620076109 49409 815000 SH DEFINED 0113 815000
MOTOROLA COM 620076109 9397 155000 SH DEFINED 0124 155000
MOTOROLA COM 620076109 25184 415400 SH DEFINED 0125 415400
MOTOROLA COM 620076109 9094 150000 SH DEFINED 0135 150000
MOTOROLA COM 620076109 13034 215000 SH DEFINED 0107 215000
MOTOROLA COM 620076109 73570 1213559 SH DEFINED 0102 1213559
MOTOROLA COM 620076109 37891 625000 SH DEFINED 0131 625000
MOTOROLA COM 620076109 10799 178132 SH DEFINED 0103 178132
MOTOROLA COM 620076109 15502 255700 SH DEFINED 01 255700
MOVADO GROUP INC COM 624580106 4822 167000 SH DEFINED 011614 167000
MUSICLAND INC COM 62758B109 6780 599285 SH DEFINED 0103 599285
MUTUAL RISK COM 628351108 67750 2000000 SH DEFINED 0130 2000000
<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
MUTUAL RISK COM 628351108 3783 111666 SH DEFINED 011620 111666
MUTUAL RISK COM 628351108 874 25800 SH DEFINED 0102 25800
MUTUAL RISK COM 628351108 10213 301500 SH DEFINED 0131 301500
MUTUAL RISK COM 628351108 606 17900 SH DEFINED 0103 17900
NCI BUILDING SYSTEMS COM 628852105 16209 334213 SH DEFINED 0103 334213
NCO GROUP COM 628858102 10500 420000 SH DEFINED 011614 420000
NIPSCO COM 629140104 22400 800000 SH DEFINED 0132 800000
NABORS INDUSTRIES IN COM 629568106 3474 146670 SH DEFINED 0102 146670
NACCO IND CL A COM 629579103 236 1759 SH DEFINED 0103 1759
NALCO CHEMICAL COM 629853102 569 14017 SH DEFINED 0103 14017
NATIONAL CITY CORP COM 635405103 3277 44703 SH DEFINED 0103 44703
NATIONAL CITY CORP COM 635405103 10704 146000 SH DEFINED 01 146000
NATL SEMICONDUCTOR COM 637640103 715 34154 SH DEFINED 0103 34154
NATL SERVICES IND COM 637657107 535 9090 SH DEFINED 0103 9090
NAT CORP HOUSING COM 637995994 100 500 SH DEFINED 01 500
NATIONS BANK COM 638585109 43763 600000 SH DEFINED 0113 600000
NATIONS BANK COM 638585109 13858 190000 SH DEFINED 0135 190000
NATIONS BANK COM 638585109 32822 450000 SH DEFINED 0107 450000
NATIONS BANK COM 638585109 20366 279206 SH DEFINED 0102 279206
NATIONS BANK COM 638585109 32822 450000 SH DEFINED 0131 450000
NATIONS BANK COM 638585109 15815 216812 SH DEFINED 0103 216812
NATIONWIDE FINL COM 638612101 5205 120000 SH DEFINED 0128 120000
NATIONWIDE FINL COM 638612101 5422 125000 SH DEFINED 011619 125000
NATIONWIDE FINL COM 638612101 5205 120000 SH DEFINED 011620 120000
NATIONWIDE FINL COM 638612101 19519 450000 SH DEFINED 011614 450000
NATIONWIDE FINL COM 638612101 759 17498 SH DEFINED 0102 17498
NATIONWIDE FINL COM 638612101 7864 181300 SH DEFINED 0131 181300
NATIONWIDE FINL COM 638612101 464 10700 SH DEFINED 0103 10700
NATIONWIDE FINL COM 638612101 824 19000 SH DEFINED 01 19000
NATIONWIDE HEALTH COM 638620104 8850 354000 SH DEFINED 0113 354000
NATIONWIDE HEALTH COM 638620104 6250 250000 SH DEFINED 0131 250000
NATIONWIDE HEALTH COM 638620104 500 20000 SH DEFINED 0103 20000
NATURAL MICROSYSTEMS COM 638882100 3963 100000 SH DEFINED 011619 100000
NAVISTAR INTL CORP COM 63934E108 9067 259048 SH DEFINED 0103 259048
NEUBERGR&BERMN-FOCUS COM 640917506 1747 73848 SH DEFINED 0103 73848
NETWORKS ASSOCIATES COM 640938106 33125 500000 SH DEFINED 0130 500000
NETWORKS ASSOCIATES COM 640938106 79500 1200000 SH DEFINED 0126 1200000
NETWORKS ASSOCIATES COM 640938106 7288 110000 SH DEFINED 0128 110000
NETWORKS ASSOCIATES COM 640938106 66250 1000000 SH DEFINED 0111 1000000
NETWORKS ASSOCIATES COM 640938106 53000 800000 SH DEFINED 011516 800000
NETWORKS ASSOCIATES COM 640938106 33125 500000 SH DEFINED 011618 500000
NETWORKS ASSOCIATES COM 640938106 29261 441674 SH DEFINED 011619 441674
NETWORKS ASSOCIATES COM 640938106 29813 450000 SH DEFINED 011614 450000
NETWORKS ASSOCIATES COM 640938106 49928 753597 SH DEFINED 0102 753597
NETWORKS ASSOCIATES COM 640938106 13207 199350 SH DEFINED 0131 199350
NETWORKS ASSOCIATES COM 640938106 1398 21100 SH DEFINED 0103 21100
NETWORKS ASSOCIATES COM 640938106 629 9500 SH DEFINED 01 9500
NEVADA POWER COM 641423108 8025 300000 SH DEFINED 0132 300000
NEW CENTURY ENERGIES COM 64352U103 45338 900000 SH DEFINED 0113 900000
NEW CENTURY ENERGIES COM 64352U103 22669 450000 SH DEFINED 0132 450000
<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
NEW CENTURY ENERGIES COM 64352U103 25188 500000 SH DEFINED 0107 500000
NEW CENTURY ENERGIES COM 64352U103 35263 700000 SH DEFINED 0131 700000
NEW CENTURY ENERGIES COM 64352U103 1446 28700 SH DEFINED 0103 28700
NEW ENGLAND ELEC SYS COM 644001109 11422 250000 SH DEFINED 0132 250000
NJ NATL GAS 100 144A PREFERRED STOCK 645869207 20050 200000 SH DEFINED 0105 200000
NEW JERSEY RESOURCES COM 646025106 11756 300000 SH DEFINED 0132 300000
NEW YORK TIMES CLA COM 650111107 35 500 SH DEFINED 0102 500
NEW YORK TIMES CLA COM 650111107 1414 20199 SH DEFINED 0103 20199
NEWELL CO COM 651192106 11625 240000 SH DEFINED 0108 240000
NEWELL CO COM 651192106 4117 85000 SH DEFINED 011620 85000
NEWELL CO COM 651192106 1623 33504 SH DEFINED 0103 33504
NEWFIELD EXPLORATION COM 651290108 10415 399600 SH DEFINED 0128 399600
NEWFIELD EXPLORATION COM 651290108 5213 200000 SH DEFINED 0132 200000
NEWFIELD EXPLORATION COM 651290108 5213 200000 SH DEFINED 011619 200000
NEWFIELD EXPLORATION COM 651290108 22684 870330 SH DEFINED 0102 870330
NEWFIELD EXPLORATION COM 651290108 6344 243400 SH DEFINED 0131 243400
NEWFIELD EXPLORATION COM 651290108 707 27120 SH DEFINED 0103 27120
NEWMONT MINING COM 651639106 1223 40000 SH DEFINED 0127 40000
NEWMONT MINING COM 651639106 1006 32931 SH DEFINED 0103 32931
NEXTEL COMMUNICATION COM 65332V103 1386 41056 SH DEFINED 0109 41056
NEXTEL COMMUNICATION COM 65332V103 209 6197 SH DEFINED 011621 6197
NEXTEL COMMUNICATION COM 65332V103 15188 450000 SH DEFINED 011614 450000
NEXTEL COMMUNICATION COM 65332V103 1870 55400 SH DEFINED 0103 55400
NEXTEL COMM WTS WARRANT 65332V111 0 18902 SH DEFINED 0109 18902
NIAGARA MOHAWK POWER COM 653522102 393 30215 SH DEFINED 0103 30215
NIBCO STOCK COM 653650101 36292 252710 SH DEFINED 0103 252710
NICOR COM 654086107 8661 205000 SH DEFINED 0132 205000
NICOR COM 654086107 430 10181 SH DEFINED 0103 10181
NIKE INC CL B COM 654106103 66375 1500000 SH DEFINED 0111 1500000
NIKE INC CL B COM 654106103 5753 130000 SH DEFINED 0124 130000
NIKE INC CL B COM 654106103 10890 246100 SH DEFINED 0125 246100
NIKE INC CL B COM 654106103 3983 90000 SH DEFINED 011622 90000
NIKE INC CL B COM 654106103 8850 200000 SH DEFINED 011623 200000
NIKE INC CL B COM 654106103 10918 246735 SH DEFINED 0102 246735
NIKE INC CL B COM 654106103 3411 77075 SH DEFINED 0103 77075
NOBLE AFFILIATES COM 654894104 21443 515150 SH DEFINED 0102 515150
NOBLE AFFILIATES COM 654894104 11114 267000 SH DEFINED 0131 267000
NOBLE AFFILIATES COM 654894104 984 23625 SH DEFINED 0103 23625
NOKIA ADR A COM 654902204 9445 87500 SH DEFINED 0103 87500
NORDSTROM INC COM 655664100 18506 290000 SH DEFINED 011618 290000
NORDSTROM INC COM 655664100 1039 16276 SH DEFINED 0103 16276
NORDSTROM INC COM 655664100 4658 73000 SH DEFINED 01 73000
NORFOLK SOUTHERN CO COM 655844108 2966 79356 SH DEFINED 0103 79356
NORFOLK SO RAILWAY PREFERRED STOCK 655855203 4 80 SH DEFINED 0102 80
NORSTAN, INC COM 656535101 866 35000 SH DEFINED 0128 35000
NORTHEAST UTILITIES COM 664397106 5725 400000 SH DEFINED 011614 400000
NORTHRN ST PWR CO MN COM 665772109 23600 400000 SH DEFINED 0130 400000
NORTHRN ST PWR CO MN COM 665772109 32450 550000 SH DEFINED 0113 550000
NORTHRN ST PWR CO MN COM 665772109 18113 307000 SH DEFINED 0132 307000
NORTHRN ST PWR CO MN COM 665772109 18585 315000 SH DEFINED 0107 315000
<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
NORTHRN ST PWR CO MN COM 665772109 17700 300000 SH DEFINED 0131 300000
NORTHRN ST PWR CO MN COM 665772109 1987 33675 SH DEFINED 0103 33675
NORTHRN ST PWR CO MN COM 665772109 8785 148900 SH DEFINED 01 148900
NORTHRN TELECOM COM 665815106 161563 2500000 SH DEFINED 0126 2500000
NORTHRN TELECOM COM 665815106 96938 1500000 SH DEFINED 0111 1500000
NORTHRN TELECOM COM 665815106 3076 47600 SH DEFINED 0124 47600
NORTHRN TELECOM COM 665815106 26044 403000 SH DEFINED 0112 403000
NORTHRN TELECOM COM 665815106 9972 154300 SH DEFINED 0125 154300
NORTHRN TELECOM COM 665815106 12925 200000 SH DEFINED 0135 200000
NORTHRN TELECOM COM 665815106 33928 525000 SH DEFINED 011618 525000
NORTHRN TELECOM COM 665815106 3878 60000 SH DEFINED 011620 60000
NORTHRN TELECOM COM 665815106 43687 676000 SH DEFINED 011617 676000
NORTHRN TELECOM COM 665815106 1391 21557 SH DEFINED 0102 21557
NORTHRN TELECOM COM 665815106 8175 126500 SH DEFINED 0103 126500
NORTHERN TRUST CORP COM 665859104 1755 23480 SH DEFINED 0103 23480
NORTHROP GRUMMAN COR COM 666807102 1511 14060 SH DEFINED 0103 14060
NWA COM 667280101 30844 500000 SH DEFINED 0130 500000
NWA COM 667280101 42716 692450 SH DEFINED 0111 692450
NWA COM 667280101 4627 75000 SH DEFINED 011622 75000
NWA COM 667280101 9253 150000 SH DEFINED 011623 150000
NWA COM 667280101 12338 200000 SH DEFINED 011614 200000
NWA COM 667280101 907 14700 SH DEFINED 0102 14700
NWA COM 667280101 4849 78600 SH DEFINED 0131 78600
NWA COM 667280101 296 4800 SH DEFINED 0103 4800
NORTHWEST NATURAL GA COM 667655104 5977 212500 SH DEFINED 0132 212500
NORWEST CORP COM 669380107 33250 800000 SH DEFINED 0130 800000
NORWEST CORP COM 669380107 18670 449200 SH DEFINED 0108 449200
NORWEST CORP COM 669380107 457188 11000000 SH DEFINED 0126 11000000
NORWEST CORP COM 669380107 3724 89600 SH DEFINED 0124 89600
NORWEST CORP COM 669380107 6342 152600 SH DEFINED 0125 152600
NORWEST CORP COM 669380107 23275 560000 SH DEFINED 0107 560000
NORWEST CORP COM 669380107 74813 1800000 SH DEFINED 011516 1800000
NORWEST CORP COM 669380107 43641 1050000 SH DEFINED 011618 1050000
NORWEST CORP COM 669380107 3948 95000 SH DEFINED 011620 95000
NORWEST CORP COM 669380107 202559 4873451 SH DEFINED 0102 4873451
NORWEST CORP COM 669380107 9505 228716 SH DEFINED 0103 228716
NORWEST CORP COM 669380107 12231 294270 SH DEFINED 01 294270
NOVACARE CORP CONV BOND 669930AA7 6694 7000000 PRN DEFINED 0104 7000000
NOVACARE CORP CONV BOND 669930AA7 2869 3000000 PRN DEFINED 011621 3000000
NOVELL INC COM 670006105 784 73104 SH DEFINED 0103 73104
NUCOR CORP COM 670346105 1007 18501 SH DEFINED 0103 18501
OCCIDENTAL PETROLEUM COM 674599105 2090 71301 SH DEFINED 0103 71301
OCEAN ENERGY INC COM 674812201 6739 286000 SH DEFINED 0128 286000
OCWEN FINANCIAL CORP COM 675746101 14569 525000 SH DEFINED 0106 525000
OCWEN FINANCIAL CORP COM 675746101 11798 425200 SH DEFINED 0102 425200
OCWEN FINANCIAL CORP COM 675746101 6835 246300 SH DEFINED 0131 246300
OCWEN FINANCIAL CORP COM 675746101 633 22800 SH DEFINED 0103 22800
OFFICE MAX COM 67622M108 6793 380000 SH DEFINED 0128 380000
OFFICE MAX COM 67622M108 35750 2000000 SH DEFINED 0106 2000000
OFFICE MAX COM 67622M108 23010 1287300 SH DEFINED 011618 1287300
<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
OFFICE MAX COM 67622M108 15194 850000 SH DEFINED 011614 850000
OFFICE DEP PUT 11/00 CONV BOND 676220AB2 5393 7300000 PRN DEFINED 0130 7300000
OFFICE DEP PUT 11/00 CONV BOND 676220AB2 6353 8600000 PRN DEFINED 0104 8600000
OFFICE DEP PUT 11/00 CONV BOND 676220AB2 3251 4400000 PRN DEFINED 011621 4400000
OFFICE DEPOT INC COM 676220106 56025 1800000 SH DEFINED 011516 1800000
OFFICE DEPOT INC COM 676220106 28013 900000 SH DEFINED 011614 900000
OFFICE DEPOT INC COM 676220106 1338 43050 SH DEFINED 0102 43050
OFFICE DEPOT INC COM 676220106 15958 512700 SH DEFINED 0131 512700
OFFICE DEPOT INC COM 676220106 937 30100 SH DEFINED 0103 30100
OFFICE DEPOT INC COM 676220106 7937 255000 SH DEFINED 01 255000
OGDEN CORP COM 676346109 12980 451470 SH DEFINED 0103 451470
OHIO POWER CO $100 PREFERRED STOCK 677415796 3742 36000 SH DEFINED 0105 36000
OHI PWR CO $100 PREFERRED STOCK 677415812 1049 10000 SH DEFINED 0105 10000
OHIO PWR CO $100 PREFERRED STOCK 677415820 537 5000 SH DEFINED 0105 5000
OMNICARE, INC. COM 681904108 22791 575175 SH DEFINED 0102 575175
OMNICARE, INC. COM 681904108 417 10525 SH DEFINED 0103 10525
OMNICOM GROUP COM 681919106 1605 34100 SH DEFINED 0103 34100
ONEOK INC COM 682680103 9169 225000 SH DEFINED 0132 225000
ONEOK INC COM 682680103 266 6539 SH DEFINED 0103 6539
OPEN JNT VIMPEL COMM COM 68370R109 2537 57000 SH DEFINED 0124 57000
OPTEL INC NON-VTG CM COM 683817100 85 17000 SH DEFINED 0109 17000
ORACLE CORP COM COM 68389X105 6536 207076 SH DEFINED 0103 207076
ORACLE CORP COM COM 68389X105 4577 145000 SH DEFINED 01 145000
ORBITAL SCIENCES COR COM 685564106 8975 200000 SH DEFINED 011614 200000
ORYX ENERGY CO COM 68763F100 575 22119 SH DEFINED 0103 22119
OUTDOOR SYSTEM COM 690057104 21038 600000 SH DEFINED 011619 600000
OUTDOOR SYSTEM COM 690057104 47334 1350000 SH DEFINED 011614 1350000
OUTDOOR SYSTEM COM 690057104 68685 1958978 SH DEFINED 0102 1958978
OUTDOOR SYSTEM COM 690057104 32871 937500 SH DEFINED 0131 937500
OUTDOOR SYSTEM COM 690057104 2987 85200 SH DEFINED 0103 85200
OUTDOOR SYSTEM COM 690057104 868 24750 SH DEFINED 01 24750
OWENS-CORNING COM 69073F103 404 11253 SH DEFINED 0103 11253
OWENS & MINOR INC COM 690732102 3006 166420 SH DEFINED 0103 166420
OWENS ILLINOIS INC COM 690768403 1278 29560 SH DEFINED 0103 29560
PBHG GROWTH FUND COM 69316H106 13497 478148 SH DEFINED 0103 478148
P-COM INC COM 693262107 15000 750000 SH DEFINED 0106 750000
P-COM INC COM 693262107 15000 750000 SH DEFINED 011614 750000
PECO ENERGY COM 693304107 1030 46565 SH DEFINED 0103 46565
PACIFIC GAS & ELEC COM 69331C108 3045 92283 SH DEFINED 0103 92283
PIMCO TOTAL RET FUND COM 693390726 9965 938247 SH DEFINED 0103 938247
PMT SERVICES COM 693457103 16592 925000 SH DEFINED 0106 925000
PNC FINL CORP COM 693475105 3848 64196 SH DEFINED 0103 64196
PP & L RESOURCES COM 693499105 820 34706 SH DEFINED 0103 34706
PPG INDUSTRIES INC COM 693506107 2547 37492 SH DEFINED 0103 37492
PRI AUTOMATION INC COM 69357H106 12439 475000 SH DEFINED 0106 475000
PSS WORLD MEDICAL COM 69366A100 16450 700000 SH DEFINED 0106 700000
PSS WORLD MEDICAL COM 69366A100 3290 140000 SH DEFINED 011619 140000
PACCAR INC COM 693718108 976 16379 SH DEFINED 0103 16379
PACIFIC ENTERPRISES COM 694232109 716 17550 SH DEFINED 0103 17550
PACIFIC GAS & ELEC PREFERRED STOCK 694308651 2896 112200 SH DEFINED 0105 112200
<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
PACIFIC GAS & ELEC PREFERRED STOCK 694308693 18700 717500 SH DEFINED 0105 717500
PACIFICORP COM 695114108 1528 62045 SH DEFINED 0103 62045
PACIFICORP $100 PAR PREFERRED STOCK 695114678 16322 150000 SH DEFINED 0105 150000
PACIFICORP $100 PAR PREFERRED STOCK 695114678 1088 10000 SH DEFINED 0116 10000
PAGEMART NATIONWIDE COM 69553Q108 254 50750 SH DEFINED 0109 50750
PAIN WEBBER GLOBAL COM 695910877 2 156 SH DEFINED 01 156
PAIR GAIN TECH COM 695934109 16800 700000 SH DEFINED 0106 700000
PAIR GAIN TECH COM 695934109 3600 150000 SH DEFINED 011619 150000
PAIR GAIN TECH COM 695934109 14400 600000 SH DEFINED 011614 600000
PALL CORP COM 696429307 573 26647 SH DEFINED 0103 26647
PAPA JOHN COM 698813102 14977 390300 SH DEFINED 0102 390300
PAPA JOHN COM 698813102 7011 182700 SH DEFINED 0131 182700
PAPA JOHN COM 698813102 689 17950 SH DEFINED 0103 17950
PARAMETRIC TECH CORP COM 699173100 11853 355800 SH DEFINED 0108 355800
PARAMETRIC TECH CORP COM 699173100 3331 100000 SH DEFINED 0124 100000
PARAMETRIC TECH CORP COM 699173100 11749 352700 SH DEFINED 0125 352700
PARAMETRIC TECH CORP COM 699173100 59963 1800000 SH DEFINED 011516 1800000
PARAMETRIC TECH CORP COM 699173100 3664 110000 SH DEFINED 011620 110000
PARAMETRIC TECH CORP COM 699173100 160 4800 SH DEFINED 0102 4800
PARAMETRIC TECH CORP COM 699173100 2200 66026 SH DEFINED 0103 66026
PARKER-HANNIFIN COM 701094104 1197 23359 SH DEFINED 0103 23359
PATRIOT AMERN HOSP COM 703352203 7560 280004 SH DEFINED 0107 280004
PAYCHEX INC COM 704326107 57688 1000000 SH DEFINED 0126 1000000
PAYCHEX INC COM 704326107 105413 1827315 SH DEFINED 0102 1827315
PAYCHEX INC COM 704326107 38935 674925 SH DEFINED 0131 674925
PAYCHEX INC COM 704326107 4202 72830 SH DEFINED 0103 72830
PAYMENTECH INC COM 704384106 12224 628900 SH DEFINED 011618 628900
PEGASUS COMM CORP COM 705904100 389 16923 SH DEFINED 0109 16923
PEGASUS SYSTEMS COM 705906105 3863 150000 SH DEFINED 011619 150000
PENNEY J C COM 708160106 41628 550000 SH DEFINED 0130 550000
PENNEY J C COM 708160106 69254 915000 SH DEFINED 0113 915000
PENNEY J C COM 708160106 2271 30000 SH DEFINED 0124 30000
PENNEY J C COM 708160106 13245 175000 SH DEFINED 0125 175000
PENNEY J C COM 708160106 45791 605000 SH DEFINED 0107 605000
PENNEY J C COM 708160106 624 8250 SH DEFINED 0102 8250
PENNEY J C COM 708160106 52906 699000 SH DEFINED 0131 699000
PENNEY J C COM 708160106 7659 101202 SH DEFINED 0103 101202
PENNEY J C COM 708160106 14986 198000 SH DEFINED 01 198000
PENTAIR INC COM 709631105 3270 73067 SH DEFINED 0103 73067
PENNZOIL COM 709903108 646 9996 SH DEFINED 0103 9996
PEOPLES ENERGY CORP COM 711030106 270 7422 SH DEFINED 0103 7422
PEOPLE SOFT COM 712713106 52688 1000000 SH DEFINED 0130 1000000
PEOPLE SOFT COM 712713106 12382 235000 SH DEFINED 0108 235000
PEOPLE SOFT COM 712713106 84300 1600000 SH DEFINED 0126 1600000
PEOPLE SOFT COM 712713106 63225 1200000 SH DEFINED 011516 1200000
PEOPLE SOFT COM 712713106 13699 260000 SH DEFINED 011619 260000
PEOPLE SOFT COM 712713106 18968 360000 SH DEFINED 011614 360000
PEOPLE SOFT COM 712713106 134652 2555694 SH DEFINED 0102 2555694
PEOPLE SOFT COM 712713106 63952 1213800 SH DEFINED 0131 1213800
PEOPLE SOFT COM 712713106 5467 103776 SH DEFINED 0103 103776
<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
PEOPLE SOFT COM 712713106 7903 150000 SH DEFINED 01 150000
PEP BOYS COM 713278109 308 13275 SH DEFINED 0103 13275
PEPSICO COM 713448108 13629 319275 SH DEFINED 0103 319275
PEREZ COMPANC SA ADR COM 713665107 7436 550000 SH DEFINED 0135 550000
PERKIN ELMER COM 714041100 739 10218 SH DEFINED 0103 10218
PERVASIVE SOFTWARE COM 715710109 4278 295000 SH DEFINED 011619 295000
PERVASIVE SOFTWARE COM 715710109 7250 500000 SH DEFINED 011614 500000
PETROBRAS ADR COM 71654V101 6886 290000 SH DEFINED 0124 290000
PETROBRAS ADR COM 71654V101 6471 272500 SH DEFINED 0112 272500
PETROBRAS ADR COM 71654V101 5640 237500 SH DEFINED 0135 237500
PETROBRAS ADR COM 71654V101 10092 425000 SH DEFINED 011617 425000
PETROLEO BRASILEIRO COM 71654V200 12585 530000 SH DEFINED 011618 530000
PETROLEUM GEO SERV COM 716597109 10984 185000 SH DEFINED 0128 185000
PETROLEUM GEO SERV COM 716597109 5938 100000 SH DEFINED 011619 100000
PETROLEUM GEO SERV COM 716597109 13342 224700 SH DEFINED 011614 224700
PETROLEUM GEO SERV COM 716597109 766 12900 SH DEFINED 0102 12900
PETROLEUM GEO SERV COM 716597109 8829 148700 SH DEFINED 0131 148700
PETROLEUM GEO SERV COM 716597109 540 9100 SH DEFINED 0103 9100
PETSMART COM 716768106 10688 1000000 SH DEFINED 011614 1000000
PHARMACYCLICS INC COM 716933106 4369 150000 SH DEFINED 011619 150000
PHARMACIA & UPJOHN COM 716941109 346 7900 SH DEFINED 0102 7900
PHARMACIA & UPJOHN COM 716941109 4672 106789 SH DEFINED 0103 106789
PFIZER COM 717081103 79750 800000 SH DEFINED 0130 800000
PFIZER COM 717081103 518375 5200000 SH DEFINED 0126 5200000
PFIZER COM 717081103 159500 1600000 SH DEFINED 0111 1600000
PFIZER COM 717081103 22888 229600 SH DEFINED 0124 229600
PFIZER COM 717081103 44491 446300 SH DEFINED 0125 446300
PFIZER COM 717081103 19838 199000 SH DEFINED 0135 199000
PFIZER COM 717081103 21931 220000 SH DEFINED 011622 220000
PFIZER COM 717081103 47850 480000 SH DEFINED 011623 480000
PFIZER COM 717081103 79750 800000 SH DEFINED 011516 800000
PFIZER COM 717081103 39875 400000 SH DEFINED 011618 400000
PFIZER COM 717081103 136627 1370482 SH DEFINED 0102 1370482
PFIZER COM 717081103 30133 302274 SH DEFINED 0103 302274
PFIZER COM 717081103 19937 200000 SH DEFINED 01 200000
PHELPS DODGE COM 717265102 799 12373 SH DEFINED 0103 12373
PHILIP MORRIS COM 718154107 23970 575000 SH DEFINED 0130 575000
PHILIP MORRIS COM 718154107 10839 260000 SH DEFINED 0108 260000
PHILIP MORRIS COM 718154107 59988 1439000 SH DEFINED 0113 1439000
PHILIP MORRIS COM 718154107 23178 556000 SH DEFINED 0124 556000
PHILIP MORRIS COM 718154107 33429 801900 SH DEFINED 0125 801900
PHILIP MORRIS COM 718154107 13757 330000 SH DEFINED 0135 330000
PHILIP MORRIS COM 718154107 42396 1017000 SH DEFINED 0107 1017000
PHILIP MORRIS COM 718154107 35226 845000 SH DEFINED 011618 845000
PHILIP MORRIS COM 718154107 3335 80000 SH DEFINED 011620 80000
PHILIP MORRIS COM 718154107 151919 3644123 SH DEFINED 0102 3644123
PHILIP MORRIS COM 718154107 42605 1022000 SH DEFINED 0131 1022000
PHILIP MORRIS COM 718154107 25940 622219 SH DEFINED 0103 622219
PHILIP MORRIS COM 718154107 7988 191600 SH DEFINED 01 191600
PHILLIPS PETROLEUM COM 718507106 2766 55387 SH DEFINED 0103 55387
<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
PHOENIX SHANNON 144A CONV BOND 719138AA7 599 1089480 PRN DEFINED 0104 1089480
PHYCOR COM 71940F100 3384 150000 SH DEFINED 011619 150000
PHYCOR COM 71940F100 11065 490398 SH DEFINED 0102 490398
PHYCOR COM 71940F100 195 8650 SH DEFINED 0103 8650
PHY RELIANCE NETWORK COM 71940G108 6875 500000 SH DEFINED 011614 500000
PIER ONE IMPORTS INC COM 720279108 12206 450000 SH DEFINED 011614 450000
PINNACLE WEST CAPITA COM 723484101 22219 500000 SH DEFINED 0132 500000
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 1351 13844 SH DEFINED 0103 13844
PIPER TRUST COM 724100995 5401 341092 SH DEFINED 0103 341092
PITNEY BOWES COM 724479100 3060 60962 SH DEFINED 0103 60962
PLACER DOME INC COM 725906101 2638 200000 SH DEFINED 0127 200000
PLACER DOME INC COM 725906101 657 49847 SH DEFINED 0103 49847
PLATINUM SOFTWARE COM 72764R105 9881 425000 SH DEFINED 011614 425000
PLATINUM TECH CONV BOND 72764TAB7 15600 15000000 PRN DEFINED 0130 15000000
PLATINUM TECH INC COM 72764T101 2704 105000 SH DEFINED 0128 105000
PLATINUM TECH INC COM 72764T101 38625 1500000 SH DEFINED 011516 1500000
PLATINUM TECH INC COM 72764T101 4506 175000 SH DEFINED 011614 175000
PLATINUM TECH INC COM 72764T101 22899 889250 SH DEFINED 0102 889250
PLATINUM TECH INC COM 72764T101 5719 222100 SH DEFINED 0131 222100
PLATINUM TECH INC COM 72764T101 556 21600 SH DEFINED 0103 21600
POLARIS INDS INC COM 731068102 3330 90000 SH DEFINED 0128 90000
POLAROID COM 731095105 416 9454 SH DEFINED 0103 9454
POLICY MGMT SYSTEMS COM 731108106 10240 127500 SH DEFINED 0128 127500
POLICY MGMT SYSTEMS COM 731108106 20078 250000 SH DEFINED 011614 250000
POLICY MGMT SYSTEMS COM 731108106 3270 40750 SH DEFINED 0102 40750
POLICY MGMT SYSTEMS COM 731108106 1859 23150 SH DEFINED 0131 23150
POLICY MGMT SYSTEMS COM 731108106 160 2000 SH DEFINED 0103 2000
POLICY MGMT SYSTEMS COM 731108106 883 11000 SH DEFINED 01 11000
POTLATCH CORP COM 737628107 263 6112 SH DEFINED 0103 6112
PRAXAIR COM 74005P104 1707 33181 SH DEFINED 0103 33181
CBI INDUSTRIES 100 PREFERRED STOCK 74005P203 7368 70000 SH DEFINED 0105 70000
PRECISION CASTPARTS COM 740189105 13613 230000 SH DEFINED 0108 230000
PRECISION CASTPARTS COM 740189105 4735 80000 SH DEFINED 011620 80000
PRECISION CASTPARTS COM 740189105 14100 238240 SH DEFINED 0102 238240
PRECISION CASTPARTS COM 740189105 208 3510 SH DEFINED 0103 3510
PREMIERE PARKS COM 740540208 13050 225000 SH DEFINED 011614 225000
PREMIERE PARKS COM 740540208 4490 77400 SH DEFINED 0102 77400
PREMIERE PARKS COM 740540208 4652 80200 SH DEFINED 0131 80200
PREMIERE PARKS COM 740540208 224 3850 SH DEFINED 0103 3850
PREMIERE TECH INC COM 74058F102 17313 500000 SH DEFINED 011614 500000
PRENTISS COM 740706106 7054 270000 SH DEFINED 0107 270000
PRICE COMMUNICATIONS WARRANT 741437149 392 41280 SH DEFINED 0109 41280
PRICE COMMUNICATIONS WARRANT 741437149 219 23048 SH DEFINED 011621 23048
PRIMUS TELECOM WTS WARRANT 741929111 393 11550 SH DEFINED 0109 11550
PRIMUS TELECOM WTS WARRANT 741929111 78 2300 SH DEFINED 011618 2300
PRIDE INTL COM 741932107 18503 775000 SH DEFINED 0106 775000
PROCTER & GAMBLE COM 742718109 50625 600000 SH DEFINED 0130 600000
<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
PROCTER & GAMBLE COM 742718109 168750 2000000 SH DEFINED 0126 2000000
PROCTER & GAMBLE COM 742718109 27008 320100 SH DEFINED 0124 320100
PROCTER & GAMBLE COM 742718109 49613 588000 SH DEFINED 0125 588000
PROCTER & GAMBLE COM 742718109 63281 750000 SH DEFINED 011516 750000
PROCTER & GAMBLE COM 742718109 45565 540030 SH DEFINED 011618 540030
PROCTER & GAMBLE COM 742718109 105953 1255647 SH DEFINED 0102 1255647
PROCTER & GAMBLE COM 742718109 27519 326154 SH DEFINED 0103 326154
PROCTER & GAMBLE COM 742718109 2228 26400 SH DEFINED 01 26400
PROFITTS INC COM 742925100 343 9450 SH DEFINED 0102 9450
PROFITTS INC COM 742925100 3875 106900 SH DEFINED 0131 106900
PROFITTS INC COM 742925100 239 6600 SH DEFINED 0103 6600
PROFIT RECOVERY COM 743168106 6488 300000 SH DEFINED 011619 300000
PROGRESSIVE CORP OH COM 743315103 12795 95000 SH DEFINED 0108 95000
PROGRESSIVE CORP OH COM 743315103 107750 800000 SH DEFINED 011516 800000
PROGRESSIVE CORP OH COM 743315103 835 6200 SH DEFINED 0102 6200
PROGRESSIVE CORP OH COM 743315103 2049 15210 SH DEFINED 0103 15210
PROMUS HOTEL (NEW) COM 74342P106 81175 1700000 SH DEFINED 0126 1700000
PROMUS HOTEL (NEW) COM 74342P106 38200 800000 SH DEFINED 0111 800000
PROMUS HOTEL (NEW) COM 74342P106 16157 338367 SH DEFINED 011614 338367
PROMUS HOTEL (NEW) COM 74342P106 50190 1051065 SH DEFINED 0102 1051065
PROMUS HOTEL (NEW) COM 74342P106 26360 552040 SH DEFINED 0131 552040
PROMUS HOTEL (NEW) COM 74342P106 32932 689665 SH DEFINED 0103 689665
PROTECTIVE LIFE CORP COM 743674103 7154 98000 SH DEFINED 011619 98000
PROTECTIVE LIFE CORP COM 743674103 47327 648309 SH DEFINED 0103 648309
PROTEIN DESIGN COM 74369L103 14915 380000 SH DEFINED 011614 380000
PROVIDENT COS INC COM 743862104 15089 439750 SH DEFINED 0130 439750
PROVIDENT COS INC COM 743862104 10561 307800 SH DEFINED 0113 307800
PROVIDENT COS INC COM 743862104 49396 1439600 SH DEFINED 0111 1439600
PROVIDENT COS INC COM 743862104 2567 74800 SH DEFINED 011619 74800
PROVIDENT COS INC COM 743862104 1990 58000 SH DEFINED 011620 58000
PROVIDENT COS INC COM 743862104 7243 211100 SH DEFINED 011614 211100
PROVIDENT COS INC COM 743862104 10566 308000 SH DEFINED 0102 308000
PROVIDENT COS INC COM 743862104 16748 488100 SH DEFINED 0131 488100
PROVIDENT COS INC COM 743862104 964 28100 SH DEFINED 0103 28100
PRUDENTIAL UTIL CL A COM 743911208 3 220 SH DEFINED 01 220
PROVIDIAN FIN COM 74406A102 14359 250000 SH DEFINED 0130 250000
PROVIDIAN FIN COM 74406A102 4595 80000 SH DEFINED 0128 80000
PROVIDIAN FIN COM 74406A102 58216 1013550 SH DEFINED 0111 1013550
PROVIDIAN FIN COM 74406A102 2947 51300 SH DEFINED 011622 51300
PROVIDIAN FIN COM 74406A102 5899 102700 SH DEFINED 011623 102700
PROVIDIAN FIN COM 74406A102 11488 200000 SH DEFINED 011619 200000
PROVIDIAN FIN COM 74406A102 6318 110000 SH DEFINED 011620 110000
PROVIDIAN FIN COM 74406A102 13538 235700 SH DEFINED 011614 235700
PROVIDIAN FIN COM 74406A102 1601 27875 SH DEFINED 0102 27875
PROVIDIAN FIN COM 74406A102 19012 331000 SH DEFINED 0131 331000
PROVIDIAN FIN COM 74406A102 2951 51379 SH DEFINED 0103 51379
PROVIDIAN FIN COM 74406A102 8329 145000 SH DEFINED 01 145000
PUB SERV ENTERPRISES COM 744573106 11363 300000 SH DEFINED 0132 300000
PUB SERV ENTERPRISES COM 744573106 1849 48818 SH DEFINED 0103 48818
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 5375 50000 SH DEFINED 01 50000
<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
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 1075 10000 SH DEFINED 0116 10000
PULTE CORP. COM 745867101 209 4498 SH DEFINED 0103 4498
PUTNAM HIGH YIELD COM 74678J104 3 256 SH DEFINED 01 256
QUAKER OATS COM 747402105 1669 29149 SH DEFINED 0103 29149
QUESTAR COM 748356102 8728 210000 SH DEFINED 0128 210000
QUESTAR COM 748356102 7066 170000 SH DEFINED 0132 170000
QUINENCO SA ADR COM 748718103 7069 574100 SH DEFINED 0135 574100
QUINTILES TRANSNATIO COM 748767100 25298 525000 SH DEFINED 0106 525000
QUORUM HEALTH COM 749084109 36988 1100000 SH DEFINED 0106 1100000
RAINFOREST CAFE INC COM 75086K104 3900 260000 SH DEFINED 011619 260000
RALSTON PURINA GP COM 751277302 2391 22554 SH DEFINED 0103 22554
RANDGOLD RESOURC GDR COM 752344101 169 30000 SH DEFINED 0127 30000
RAYCHEM COM 754603108 748 17996 SH DEFINED 0103 17996
RAYCHEM COM 754603108 10551 253850 SH DEFINED 01 253850
RAYONIER COM 754907103 3655 80000 SH DEFINED 0128 80000
RAYTHEON CO CL B COM 755111408 11138 190800 SH DEFINED 0124 190800
RAYTHEON CO CL B COM 755111408 20186 345800 SH DEFINED 0125 345800
RAYTHEON CO CL B COM 755111408 38547 660257 SH DEFINED 0102 660257
RAYTHEON CO CL B COM 755111408 5440 93202 SH DEFINED 0103 93202
RAYTHEON CO CL B COM 755111408 3036 52000 SH DEFINED 01 52000
READ-RITE CORP CONV BOND 755246AA3 3863 4725000 PRN DEFINED 0104 4725000
READ-RITE CORP CONV BOND 755246AA3 3577 4375000 PRN DEFINED 0109 4375000
READ-RITE CORP CONV BOND 755246AA3 2003 2450000 PRN DEFINED 011621 2450000
REEBOK INTERNATIONAL COM 758110100 362 11858 SH DEFINED 0103 11858
RENAISSANCE WORLDWID COM 75968A109 15091 550000 SH DEFINED 0106 550000
RENAISSANCE WORLDWID COM 75968A109 19206 700000 SH DEFINED 011614 700000
RENAISSANCE WORLDWID COM 75968A109 13641 497100 SH DEFINED 0102 497100
RENAISSANCE WORLDWID COM 75968A109 3666 133600 SH DEFINED 0131 133600
RENAISSANCE WORLDWID COM 75968A109 461 16800 SH DEFINED 0103 16800
REPTRON ELECTRONICS COM 76026W109 5415 470867 SH DEFINED 0103 470867
REPUBLIC INDUSTRIES COM 760516104 45815 1774915 SH DEFINED 011618 1774915
REPUBLIC INDUSTRIES COM 760516104 37 1403 SH DEFINED 0102 1403
REPUBLIC INDUSTRIES COM 760516104 555 21500 SH DEFINED 01 21500
REPUBLIC NY COM 760719104 1534 11503 SH DEFINED 0103 11503
RESPIRONICS INC COM 761230101 12298 425000 SH DEFINED 011614 425000
RESPIRONICS INC COM 761230101 3979 137520 SH DEFINED 0102 137520
REXALL SUNDOWN COM 761648104 24695 725000 SH DEFINED 011614 725000
REXALL SUNDOWN COM 761648104 14919 438015 SH DEFINED 0102 438015
REXALL SUNDOWN COM 761648104 227 6650 SH DEFINED 0103 6650
REXALL SUNDOWN COM 761648104 409 12000 SH DEFINED 01 12000
REYNOLDS METALS COM 761763101 34098 555000 SH DEFINED 0113 555000
REYNOLDS METALS COM 761763101 8190 133300 SH DEFINED 0124 133300
REYNOLDS METALS COM 761763101 10623 172900 SH DEFINED 0125 172900
REYNOLDS METALS COM 761763101 22118 360000 SH DEFINED 0107 360000
REYNOLDS METALS COM 761763101 12288 200000 SH DEFINED 011614 200000
REYNOLDS METALS COM 761763101 10703 174241 SH DEFINED 0102 174241
REYNOLDS METALS COM 761763101 26633 433500 SH DEFINED 0131 433500
REYNOLDS METALS COM 761763101 3057 49757 SH DEFINED 0103 49757
REYNOLDS METALS COM 761763101 430 7000 SH DEFINED 01 7000
RHONE-POULENC ADR WT COM 762426138 22 4013 SH DEFINED 0102 4013
<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
RHONE-POULENC SA ADR COM 762426609 358 7113 SH DEFINED 0102 7113
RICHMOND CNTY FINAN COM 764556106 4797 250000 SH DEFINED 011619 250000
RITE AID CORP CVT CONV BOND 767754AK0 5775 5000000 PRN DEFINED 0129 5000000
RITE AID CORP CVT CONV BOND 767754AK0 3581 3100000 PRN DEFINED 0104 3100000
RITE AID CORP CVT CONV BOND 767754AK0 1617 1400000 PRN DEFINED 011621 1400000
RITE AID COM 767754104 68500 2000000 SH DEFINED 0130 2000000
RITE AID COM 767754104 16440 480000 SH DEFINED 0108 480000
RITE AID COM 767754104 6165 180000 SH DEFINED 0124 180000
RITE AID COM 767754104 11337 331000 SH DEFINED 0125 331000
RITE AID COM 767754104 15755 460000 SH DEFINED 0135 460000
RITE AID COM 767754104 85625 2500000 SH DEFINED 011516 2500000
RITE AID COM 767754104 36305 1060000 SH DEFINED 011618 1060000
RITE AID COM 767754104 5549 162000 SH DEFINED 011619 162000
RITE AID COM 767754104 5480 160000 SH DEFINED 011620 160000
RITE AID COM 767754104 26373 770000 SH DEFINED 011614 770000
RITE AID COM 767754104 256788 7497348 SH DEFINED 0102 7497348
RITE AID COM 767754104 20030 584820 SH DEFINED 0131 584820
RITE AID COM 767754104 5633 164424 SH DEFINED 0103 164424
RITE AID COM 767754104 27390 799700 SH DEFINED 01 799700
ROBERT HALF INTL INC COM 770323103 14400 300000 SH DEFINED 011614 300000
ROBERT HALF INTL INC COM 770323103 69755 1453245 SH DEFINED 0102 1453245
ROBERT HALF INTL INC COM 770323103 37289 776850 SH DEFINED 0131 776850
ROBERT HALF INTL INC COM 770323103 3364 70100 SH DEFINED 0103 70100
ROBERT HALF INTL INC COM 770323103 624 13000 SH DEFINED 01 13000
ROCK OF AGES CORP COM 772632105 5288 300000 SH DEFINED 011619 300000
ROCKWELL INT CORP COM 773903109 46761 815000 SH DEFINED 0113 815000
ROCKWELL INT CORP COM 773903109 13913 242500 SH DEFINED 0124 242500
ROCKWELL INT CORP COM 773903109 25974 452700 SH DEFINED 0125 452700
ROCKWELL INT CORP COM 773903109 22950 400000 SH DEFINED 0107 400000
ROCKWELL INT CORP COM 773903109 59790 1042084 SH DEFINED 0102 1042084
ROCKWELL INT CORP COM 773903109 35573 620000 SH DEFINED 0131 620000
ROCKWELL INT CORP COM 773903109 5713 99586 SH DEFINED 0103 99586
ROHM & HAAS CO COM 775371107 1332 12891 SH DEFINED 0103 12891
ROWAN COMPANIES INC COM 779382100 526 18123 SH DEFINED 0103 18123
PRICE ROWE INT'L FD COM 77956H203 3738 245219 SH DEFINED 0103 245219
PRICE ROWE INT'L FD COM 77956H203 5 336 SH DEFINED 01 336
ROYAL DUTCH PETRO COM 780257804 62494 1100000 SH DEFINED 0130 1100000
ROYAL DUTCH PETRO COM 780257804 227250 4000000 SH DEFINED 0126 4000000
ROYAL DUTCH PETRO COM 780257804 124988 2200000 SH DEFINED 0113 2200000
ROYAL DUTCH PETRO COM 780257804 32951 580000 SH DEFINED 0124 580000
ROYAL DUTCH PETRO COM 780257804 62056 1092300 SH DEFINED 0125 1092300
ROYAL DUTCH PETRO COM 780257804 110784 1950000 SH DEFINED 0107 1950000
ROYAL DUTCH PETRO COM 780257804 45450 800000 SH DEFINED 011516 800000
ROYAL DUTCH PETRO COM 780257804 39769 700000 SH DEFINED 011618 700000
ROYAL DUTCH PETRO COM 780257804 84879 1494082 SH DEFINED 0102 1494082
ROYAL DUTCH PETRO COM 780257804 85219 1500000 SH DEFINED 0131 1500000
ROYAL DUTCH PETRO COM 780257804 33279 585768 SH DEFINED 0103 585768
ROYAL DUTCH PETRO COM 780257804 1165 20500 SH DEFINED 01 20500
RSL COMM WT 11/15/06 WARRANT 781076112 884 9500 SH DEFINED 0109 9500
RUBBERMAID COM 781088109 899 31530 SH DEFINED 0103 31530
<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
RUSSELL CORP COM 782352108 205 7636 SH DEFINED 0103 7636
RUTHERFORD MORAN COM 783286107 13950 600000 SH DEFINED 0106 600000
RYDER SYSTEM COM 783549108 612 16107 SH DEFINED 0103 16107
SBC COMMUNICATIONS COM 78387G103 26175 600000 SH DEFINED 0130 600000
SBC COMMUNICATIONS COM 78387G103 41880 960000 SH DEFINED 0113 960000
SBC COMMUNICATIONS COM 78387G103 47988 1100000 SH DEFINED 0132 1100000
SBC COMMUNICATIONS COM 78387G103 6744 154600 SH DEFINED 0124 154600
SBC COMMUNICATIONS COM 78387G103 16377 375400 SH DEFINED 0125 375400
SBC COMMUNICATIONS COM 78387G103 28356 650000 SH DEFINED 0107 650000
SBC COMMUNICATIONS COM 78387G103 1508 34558 SH DEFINED 0102 34558
SBC COMMUNICATIONS COM 78387G103 30101 690000 SH DEFINED 0131 690000
SBC COMMUNICATIONS COM 78387G103 19299 442398 SH DEFINED 0103 442398
SGS-THOMSON MICROELE COM 784213100 38781 500000 SH DEFINED 0111 500000
SGW HOLDING INC WT WARRANT 78422P118 868 2750 SH DEFINED 0109 2750
SALOMON INC TRT PFD PREFERRED STOCK 784252207 9159 340000 SH DEFINED 0129 340000
SALOMON INC TRT PFD PREFERRED STOCK 784252207 10775 400000 SH DEFINED 0104 400000
SAFECO CORP COM 786429100 1624 29710 SH DEFINED 0103 29710
SAFEGUARD SCIENTIFIC COM 786449108 14298 380000 SH DEFINED 011614 380000
SAFEWAY INC. COM 786514208 73875 2000000 SH DEFINED 0130 2000000
SAFEWAY INC. COM 786514208 23640 640000 SH DEFINED 0108 640000
SAFEWAY INC. COM 786514208 295500 8000000 SH DEFINED 0126 8000000
SAFEWAY INC. COM 786514208 17582 476000 SH DEFINED 0135 476000
SAFEWAY INC. COM 786514208 96038 2600000 SH DEFINED 011516 2600000
SAFEWAY INC. COM 786514208 3694 100000 SH DEFINED 011620 100000
SAFEWAY INC. COM 786514208 20316 550000 SH DEFINED 011614 550000
SAFEWAY INC. COM 786514208 402577 10898817 SH DEFINED 0102 10898817
SAFEWAY INC. COM 786514208 2682 72600 SH DEFINED 0103 72600
SAFEWAY INC. COM 786514208 18483 500400 SH DEFINED 01 500400
ST JUDE MEDICAL COM 790849103 643 19228 SH DEFINED 0103 19228
ST PAUL COMPANIES COM 792860108 46791 525000 SH DEFINED 0113 525000
ST PAUL COMPANIES COM 792860108 33422 375000 SH DEFINED 0131 375000
ST PAUL COMPANIES COM 792860108 6809 76404 SH DEFINED 0103 76404
SBH UTX ELK CONV PFD STOCK 79549QCY8 15418 186000 SH DEFINED 0107 186000
SAMSUNG ELECTR GDR COM 796050888 3375 125000 SH DEFINED 0124 125000
SAN DIEGO G&E $25 PREFERRED STOCK 797440831 1677 59500 SH DEFINED 0105 59500
SANMINA CORP COM 800907107 15736 225000 SH DEFINED 0106 225000
SARA LEE CORP COM 803111103 30813 500000 SH DEFINED 0130 500000
SARA LEE CORP COM 803111103 9872 160200 SH DEFINED 0108 160200
SARA LEE CORP COM 803111103 28964 470000 SH DEFINED 0126 470000
SARA LEE CORP COM 803111103 35743 580000 SH DEFINED 0113 580000
SARA LEE CORP COM 803111103 11401 185000 SH DEFINED 0124 185000
SARA LEE CORP COM 803111103 21667 351600 SH DEFINED 0125 351600
SARA LEE CORP COM 803111103 26499 430000 SH DEFINED 0107 430000
SARA LEE CORP COM 803111103 33350 541176 SH DEFINED 0102 541176
SARA LEE CORP COM 803111103 26499 430000 SH DEFINED 0131 430000
SARA LEE CORP COM 803111103 8549 138722 SH DEFINED 0103 138722
SARA LEE CORP COM 803111103 5361 87000 SH DEFINED 01 87000
SASOL LTD ADR COM 803866300 2031 249970 SH DEFINED 0102 249970
SAVILLE SYSTEMS IREL COM 805174109 8456 165000 SH DEFINED 011614 165000
SAVILLE SYSTEMS IREL COM 805174109 11088 216350 SH DEFINED 0102 216350
<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
SAVILLE SYSTEMS IREL COM 805174109 18604 363000 SH DEFINED 0131 363000
SAVILLE SYSTEMS IREL COM 805174109 1300 25350 SH DEFINED 0103 25350
SAW TECH COM 805468105 8881 350000 SH DEFINED 011619 350000
SAW TECH COM 805468105 7613 300000 SH DEFINED 011614 300000
HENRY SCHEIN INC COM 806407102 8300 200000 SH DEFINED 011619 200000
HENRY SCHEIN INC COM 806407102 502 12100 SH DEFINED 0102 12100
HENRY SCHEIN INC COM 806407102 5586 134600 SH DEFINED 0131 134600
HENRY SCHEIN INC COM 806407102 353 8500 SH DEFINED 0103 8500
SCHERING PLOUGH COM 806605101 65350 800000 SH DEFINED 0130 800000
SCHERING PLOUGH COM 806605101 130700 1600000 SH DEFINED 0126 1600000
SCHERING PLOUGH COM 806605101 13070 160000 SH DEFINED 0124 160000
SCHERING PLOUGH COM 806605101 24024 294100 SH DEFINED 0125 294100
SCHERING PLOUGH COM 806605101 4182 51200 SH DEFINED 011620 51200
SCHERING PLOUGH COM 806605101 163853 2005800 SH DEFINED 0102 2005800
SCHERING PLOUGH COM 806605101 14175 173534 SH DEFINED 0103 173534
SCHLUMBERGER LTD COM 806857108 39769 525000 SH DEFINED 0130 525000
SCHLUMBERGER LTD COM 806857108 9469 125000 SH DEFINED 0108 125000
SCHLUMBERGER LTD COM 806857108 166650 2200000 SH DEFINED 0126 2200000
SCHLUMBERGER LTD COM 806857108 136350 1800000 SH DEFINED 0111 1800000
SCHLUMBERGER LTD COM 806857108 12499 165000 SH DEFINED 0124 165000
SCHLUMBERGER LTD COM 806857108 21672 286100 SH DEFINED 0125 286100
SCHLUMBERGER LTD COM 806857108 11363 150000 SH DEFINED 011622 150000
SCHLUMBERGER LTD COM 806857108 22725 300000 SH DEFINED 011623 300000
SCHLUMBERGER LTD COM 806857108 34088 450000 SH DEFINED 011516 450000
SCHLUMBERGER LTD COM 806857108 109795 1449452 SH DEFINED 0102 1449452
SCHLUMBERGER LTD COM 806857108 10484 138404 SH DEFINED 0103 138404
SCHLUMBERGER LTD COM 806857108 6931 91500 SH DEFINED 01 91500
SCHOLASTIC CORP COM 807066105 7014 166000 SH DEFINED 0108 166000
SCHWAB CHARLES CORP COM 808513105 2519 66324 SH DEFINED 0102 66324
SCHWAB CHARLES CORP COM 808513105 2124 55895 SH DEFINED 0103 55895
SCIENTIFIC ATLANTA COM 808655104 323 16507 SH DEFINED 0103 16507
SEAGATE TECHNOLOGY COM 811804103 84 3300 SH DEFINED 0102 3300
SEAGATE TECHNOLOGY COM 811804103 1292 51174 SH DEFINED 0103 51174
SEAGRAM LTD COM 811850106 2865 75021 SH DEFINED 0103 75021
SEALED AIR CORP COM 812115103 26200 400000 SH DEFINED 011516 400000
SEALED AIR CORP COM 812115103 596 9100 SH DEFINED 0103 9100
SEARS ROEBUCK & CO COM 812387108 4739 82500 SH DEFINED 0103 82500
2ND GLASTONBURY PROP COM 813200995 0 99 SH DEFINED 0102 99
SECURE CO COM 813705100 13375 1000000 SH DEFINED 011614 1000000
SECURITY CAPITAL IND COM 814138103 17938 700000 SH DEFINED 0113 700000
SECURITY CAPITAL IND COM 814138103 10250 400000 SH DEFINED 0107 400000
SECURITY CAPITAL IND COM 814138103 13838 540000 SH DEFINED 0131 540000
SECURITY CAPITAL IND COM 814138103 569 22200 SH DEFINED 0103 22200
SEDNA GEOTECH UNITS COM 815247994 776 292969 SH DEFINED 0127 292969
SERVICE CORP INTL COM 817565104 16381 386000 SH DEFINED 0108 386000
SERVICE CORP INTL COM 817565104 89119 2100000 SH DEFINED 0126 2100000
SERVICE CORP INTL COM 817565104 101850 2400000 SH DEFINED 0111 2400000
SERVICE CORP INTL COM 817565104 5788 136400 SH DEFINED 0124 136400
SERVICE CORP INTL COM 817565104 10932 257600 SH DEFINED 0125 257600
SERVICE CORP INTL COM 817565104 5517 130000 SH DEFINED 011622 130000
<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
SERVICE CORP INTL COM 817565104 12307 290000 SH DEFINED 011623 290000
SERVICE CORP INTL COM 817565104 36072 850000 SH DEFINED 011618 850000
SERVICE CORP INTL COM 817565104 6790 160000 SH DEFINED 011620 160000
SERVICE CORP INTL COM 817565104 155359 3660782 SH DEFINED 0102 3660782
SERVICE CORP INTL COM 817565104 3829 90211 SH DEFINED 0103 90211
SERVICE CORP INTL COM 817565104 10414 245400 SH DEFINED 01 245400
SERVICEMASTER CO COM 81760N109 42844 1500000 SH DEFINED 0111 1500000
SERVICEMASTER CO COM 81760N109 5047 176700 SH DEFINED 011622 176700
SERVICEMASTER CO COM 81760N109 9760 341700 SH DEFINED 011623 341700
SERVICEMASTER CO COM 81760N109 342 12000 SH DEFINED 0102 12000
SHARED MED SYSTEMS COM 819486101 13716 175000 SH DEFINED 0106 175000
SHARED MED SYSTEMS COM 819486101 17243 220000 SH DEFINED 011614 220000
SHARED MED SYSTEMS COM 819486101 415 5289 SH DEFINED 0103 5289
SHERWIN WILLIAMS COM 824348106 88750 2500000 SH DEFINED 011516 2500000
SHERWIN WILLIAMS COM 824348106 1292 36388 SH DEFINED 0103 36388
SHERWIN WILLIAMS COM 824348106 178 5000 SH DEFINED 01 5000
SHIRE PHARMACEU COM 82481R106 5392 251500 SH DEFINED 011619 251500
SHOPKO STORES COM 824911101 37619 1187200 SH DEFINED 0103 1187200
SIERRA PACIFIC RES COM 826425100 11269 300000 SH DEFINED 0128 300000
SIERRA PACIFIC RES COM 826425100 15025 400000 SH DEFINED 0132 400000
SIGMA-ALDRICH COM 826552101 3244 87100 SH DEFINED 0102 87100
SIGMA-ALDRICH COM 826552101 787 21119 SH DEFINED 0103 21119
SIG CORP COM 826912107 6388 200000 SH DEFINED 0132 200000
SILICON GRAPHICS INC COM 827056102 546 39179 SH DEFINED 0103 39179
SIMON DEBARTOLO GRP COM 828781104 23975 700000 SH DEFINED 0113 700000
SIMON DEBARTOLO GRP COM 828781104 4795 140000 SH DEFINED 0107 140000
SIMON DEBARTOLO GRP COM 828781104 17981 525000 SH DEFINED 0131 525000
SIMON DEBARTOLO GRP COM 828781104 959 28000 SH DEFINED 0103 28000
SINCLAIR BROADCASTIN COM 829226109 10373 180000 SH DEFINED 0128 180000
SINCLAIR BROADCASTIN COM 829226109 10373 180000 SH DEFINED 011619 180000
SINCLAIR BROADCASTIN COM 829226109 20169 350000 SH DEFINED 011614 350000
SINCLAIR BROADCASTIN COM 829226109 13886 240950 SH DEFINED 0102 240950
SINCLAIR BROADCASTIN COM 829226109 14758 256100 SH DEFINED 0131 256100
SINCLAIR BROADCASTIN COM 829226109 1126 19550 SH DEFINED 0103 19550
SIRROM CAPITAL CORP COM 829905108 4509 150000 SH DEFINED 011619 150000
SIRROM CAPITAL CORP COM 829905108 13029 433400 SH DEFINED 011614 433400
SIRROM CAPITAL CORP COM 829905108 20395 678400 SH DEFINED 0102 678400
SIRROM CAPITAL CORP COM 829905108 346 11500 SH DEFINED 0103 11500
SMITH INTL COM 832110100 592 10750 SH DEFINED 0102 10750
SMITH INTL COM 832110100 7323 133000 SH DEFINED 0131 133000
SMITH INTL COM 832110100 407 7400 SH DEFINED 0103 7400
SMITHKLN BCHM PLCADR COM 832378301 39102 625000 SH DEFINED 0130 625000
SMITHKLN BCHM PLCADR COM 832378301 13707 219100 SH DEFINED 0108 219100
SMITHKLN BCHM PLCADR COM 832378301 175175 2800000 SH DEFINED 0126 2800000
SMITHKLN BCHM PLCADR COM 832378301 29717 475000 SH DEFINED 011618 475000
SNYDER COMMUNICATION COM 832914105 25781 550000 SH DEFINED 011614 550000
SNYDER COMMUNICATION COM 832914105 1177 25124 SH DEFINED 0102 25124
SNYDER COMMUNICATION COM 832914105 12211 260500 SH DEFINED 0131 260500
SNYDER COMMUNICATION COM 832914105 731 15600 SH DEFINED 0103 15600
SNYDER COMMUNICATION COM 832914105 938 20000 SH DEFINED 01 20000
<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
SNAP ON INC COM 833034101 585 12821 SH DEFINED 0103 12821
SODEXHO MARRIOTT COM 833793102 19922 750000 SH DEFINED 0126 750000
SODEXHO MARRIOTT COM 833793102 7969 300000 SH DEFINED 0111 300000
SODEXHO MARRIOTT COM 833793102 10 362 SH DEFINED 0102 362
SODEXHO MARRIOTT COM 833793102 178 6716 SH DEFINED 0103 6716
SOFAMOR/DANEK GROUP COM 834005100 3836 45000 SH DEFINED 011620 45000
SOFAMOR/DANEK GROUP COM 834005100 12788 150000 SH DEFINED 011614 150000
SOFTKEY CONV BOND 83402NAA7 13800 15000000 PRN DEFINED 0130 15000000
SOFTKEY CONV BOND 83402NAA7 11040 12000000 PRN DEFINED 0104 12000000
SOFTKEY CONV BOND 83402NAA7 2300 2500000 PRN DEFINED 0109 2500000
SOFTKEY CONV BOND 83402NAA7 4600 5000000 PRN DEFINED 011621 5000000
SOFTKEY CONV BOND 83402NAA7 13800 15000000 PRN DEFINED 011618 15000000
SOFTBRIDGE MICRO SYS COM 834020992 135 13500 SH DEFINED 01 13500
SOLECTRON CORP 144A CONV BOND 834182AB3 9221 6700000 PRN DEFINED 0130 6700000
SOLECTRON CORP 144A CONV BOND 834182AB3 3165 2300000 PRN DEFINED 0104 2300000
SOLECTRON CORP 144A CONV BOND 834182AB3 1652 1200000 PRN DEFINED 011621 1200000
SOLECTRON CORP COM 834182107 10985 260000 SH DEFINED 0108 260000
SOLECTRON CORP COM 834182107 6169 146000 SH DEFINED 0128 146000
SOLECTRON CORP COM 834182107 39081 925000 SH DEFINED 0111 925000
SOLECTRON CORP COM 834182107 3380 80000 SH DEFINED 011622 80000
SOLECTRON CORP COM 834182107 6760 160000 SH DEFINED 011623 160000
SOLECTRON CORP COM 834182107 50700 1200000 SH DEFINED 011516 1200000
SOLECTRON CORP COM 834182107 33800 800000 SH DEFINED 011618 800000
SOLECTRON CORP COM 834182107 3169 75000 SH DEFINED 011620 75000
SOLECTRON CORP COM 834182107 381 9000 SH DEFINED 0102 9000
SOMNUS MEDICAL TECH COM 835397100 4156 350000 SH DEFINED 011619 350000
SONAT INC COM 835415100 1007 23140 SH DEFINED 0103 23140
SO CA EDISON $100 PREFERRED STOCK 842400772 4672 45000 SH DEFINED 0105 45000
SO CA EDISON $100 PREFERRED STOCK 842400780 21097 202250 SH DEFINED 0105 202250
SO CA EDISON $100 PREFERRED STOCK 842400780 2086 20000 SH DEFINED 01 20000
SO CA EDISON $100 PREFERRED STOCK 842400780 522 5000 SH DEFINED 0116 5000
SOUTHERN CO. COM 842587107 3998 144380 SH DEFINED 0103 144380
SOUTHERN ENERGY HOME COM 842814105 3638 300000 SH DEFINED 0128 300000
SO INDIANA G&E 100 PREFERRED STOCK 8431634@2 7454 75000 SH DEFINED 0105 75000
SOUTHERN NEW ENG TEL COM 843485103 18078 250000 SH DEFINED 0130 250000
SOUTHTRUST CORP COM 844730101 10992 262500 SH DEFINED 0128 262500
SOUTHTRUST CORP COM 844730101 77 1839 SH DEFINED 0102 1839
SOUTHTRUST CORP COM 844730101 1131 27000 SH DEFINED 01 27000
SOUTHWEST AIRLINES COM 844741108 88688 3000000 SH DEFINED 0126 3000000
SOUTHWEST AIRLINES COM 844741108 37249 1260000 SH DEFINED 011618 1260000
SOUTHWEST AIRLINES COM 844741108 267 9000 SH DEFINED 0102 9000
SOUTHWEST AIRLINES COM 844741108 1373 46458 SH DEFINED 0103 46458
SPECIALTY FOODS ACQ COM 847498102 75 300000 SH DEFINED 0109 300000
SPECIALTY FOODS ACQ COM 847498102 4 15000 SH DEFINED 011621 15000
SPIEKER PROPERTIES I COM 848497103 5334 129300 SH DEFINED 0113 129300
SPIEKER PROPERTIES I COM 848497103 4071 98700 SH DEFINED 0131 98700
SPIEKER PROPERTIES I COM 848497103 157 3800 SH DEFINED 0103 3800
SPIROS DEVELOPMENT COM 848935201 2400 150000 SH DEFINED 011619 150000
SPRINGS INDS INC COM 851783100 234 4268 SH DEFINED 0103 4268
SPRINT CORP COM 852061100 4061 60000 SH DEFINED 011622 60000
<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
SPRINT CORP COM 852061100 8123 120000 SH DEFINED 011623 120000
SPRINT CORP COM 852061100 6123 90459 SH DEFINED 0103 90459
STABLE CAPITAL FUND COM 852300987 1174494 86442445 SH DEFINED 0103 86442445
STAGESTORE INC COM 85254C107 15488 300000 SH DEFINED 011619 300000
STAGESTORE INC COM 85254C107 22715 440000 SH DEFINED 011614 440000
STAGESTORE INC COM 85254C107 27246 527750 SH DEFINED 0102 527750
STAGESTORE INC COM 85254C107 20882 404500 SH DEFINED 0131 404500
STAGESTORE INC COM 85254C107 1729 33500 SH DEFINED 0103 33500
STANLEY WORKS THE COM 854616109 1048 18790 SH DEFINED 0103 18790
STARBUCKS COM 855244109 13594 300000 SH DEFINED 011614 300000
STARBUCKS COM 855244109 1317 29050 SH DEFINED 0102 29050
STARBUCKS COM 855244109 15909 351100 SH DEFINED 0131 351100
STARBUCKS COM 855244109 920 20300 SH DEFINED 0103 20300
STARTEC GLOBAL COM 85569E103 7500 300000 SH DEFINED 011614 300000
STATE STREET CORP COM 857477103 272250 4000000 SH DEFINED 0126 4000000
STATE STREET CORP COM 857477103 95288 1400000 SH DEFINED 011516 1400000
STATE STREET CORP COM 857477103 306 4508 SH DEFINED 0102 4508
STATE STREET CORP COM 857477103 2304 33850 SH DEFINED 0103 33850
STEEL DYNAMICS COM 858119100 3719 175000 SH DEFINED 0128 175000
STEEL DYNAMICS COM 858119100 20188 950000 SH DEFINED 0106 950000
STEIN MART INC COM 858375108 12558 352500 SH DEFINED 011614 352500
STERIS CORP COM 859152100 12150 225000 SH DEFINED 0106 225000
STERLING COMMERCE COM 859205106 16695 360000 SH DEFINED 011619 360000
STERLING COMMERCE COM 859205106 19014 410000 SH DEFINED 011614 410000
STERLING COMMERCE COM 859205106 42045 906596 SH DEFINED 0102 906596
STERLING COMMERCE COM 859205106 19802 427000 SH DEFINED 0131 427000
STERLING COMMERCE COM 859205106 1857 40038 SH DEFINED 0103 40038
STERLING SOFTWARE IN COM 859547101 11865 210000 SH DEFINED 0128 210000
STERLING SOFTWARE IN COM 859547101 14125 250000 SH DEFINED 0106 250000
STEVEN MYERS & ASS0C COM 860162106 5325 300000 SH DEFINED 011619 300000
STILLWATER MINING COM 860490994 4293 170000 SH DEFINED 0127 170000
STILLWATER MINING CO COM 86074Q102 29616 1170000 SH DEFINED 0130 1170000
STILLWATER MINING CO COM 86074Q102 17086 675000 SH DEFINED 0106 675000
STILLWATER MINING CO COM 86074Q102 2152 85000 SH DEFINED 0127 85000
STILLWATER MINING CO COM 86074Q102 48 1887 SH DEFINED 0102 1887
STILLWATER MINING CO COM 86074Q102 683 27000 SH DEFINED 01 27000
STONE CONTAINER COM 861589109 207 16524 SH DEFINED 0103 16524
STONE ENERGY CORP COM 861642106 17578 450000 SH DEFINED 0106 450000
STORAGE TRUST REALTY COM 861909109 4567 185000 SH DEFINED 01 185000
STORAGE TECHNOLOGY COM 862111200 19016 250000 SH DEFINED 011614 250000
STRATEGIST GRWTH COM 86278W103 75 1966 SH DEFINED 01 1966
STRATEGIST GRTH TRND COM 86278W202 78 2659 SH DEFINED 01 2659
STRATEGIST SPEC GROW COM 86278W301 763 123440 SH DEFINED 01 123440
STRATEGIST HIGH YLD COM 86278X101 631 134818 SH DEFINED 01 134818
STRATEGIST GVT INC COM 86278X200 577 116521 SH DEFINED 01 116521
STRATEGIST QLTY INC COM 86278X309 587 62845 SH DEFINED 01 62845
STRATEGIST EQTY INC COM 862788106 762 66980 SH DEFINED 01 66980
STRATEGIST TOTAL RET COM 862788205 690 48652 SH DEFINED 01 48652
STRATEGIST BAL FND COM 862788304 723 43548 SH DEFINED 01 43548
STRATEGIST EQTY FND COM 862788403 780 25085 SH DEFINED 01 25085
<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
STRATEGIST TAX FREE COM 862789104 588 125950 SH DEFINED 01 125950
STRATEGIST WORLD INC COM 862790102 578 93004 SH DEFINED 01 93004
STRATEGIST WLD GRTH COM 862790201 631 69209 SH DEFINED 01 69209
STRATEGIST EMERG MKT COM 862790300 553 120254 SH DEFINED 01 120254
STRATEGIST WORLD TEC COM 862790409 640 100000 SH DEFINED 01 100000
SUIZA FOODS CORP COM 865077101 13838 225000 SH DEFINED 0106 225000
SUIZA FOODS CORP COM 865077101 15375 250000 SH DEFINED 011614 250000
SUIZA FOODS CORP COM 865077101 614 9975 SH DEFINED 0102 9975
SUIZA FOODS CORP COM 865077101 6808 110700 SH DEFINED 0131 110700
SUIZA FOODS CORP COM 865077101 412 6700 SH DEFINED 0103 6700
SUMMIT BANCORP COM 866005101 1855 37050 SH DEFINED 0103 37050
SUN COM 866762107 615 15058 SH DEFINED 0103 15058
SUN MICROSYSTEMS INC COM 866810104 11803 282900 SH DEFINED 0102 282900
SUN MICROSYSTEMS INC COM 866810104 3731 89445 SH DEFINED 0103 89445
SUN AMERICA COM 866930100 35906 750000 SH DEFINED 0130 750000
SUN AMERICA COM 866930100 5984 125000 SH DEFINED 0124 125000
SUN AMERICA COM 866930100 14291 298500 SH DEFINED 0125 298500
SUN AMERICA COM 866930100 35906 750000 SH DEFINED 011516 750000
SUN AMERICA COM 866930100 3830 80000 SH DEFINED 011619 80000
SUN AMERICA COM 866930100 19150 400000 SH DEFINED 011614 400000
SUN AMERICA COM 866930100 50807 1061224 SH DEFINED 0102 1061224
SUN AMERICA COM 866930100 10042 209750 SH DEFINED 0131 209750
SUN AMERICA COM 866930100 4138 86425 SH DEFINED 0103 86425
SUN AM CVT PFD PERC CONV PFD STOCK 866930860 24219 500000 SH DEFINED 0130 500000
SUN AM CVT PFD PERC CONV PFD STOCK 866930860 14531 300000 SH DEFINED 0107 300000
SUNBEAM CORP CONV BOND 867071AA0 3408 9400000 PRN DEFINED 0104 9400000
SUNBEAM CORP CONV BOND 867071AA0 1668 4600000 PRN DEFINED 011621 4600000
SUNBEAM-OSTER INC COM 867071102 44063 1000000 SH DEFINED 0130 1000000
SUNBEAM-OSTER INC COM 867071102 14981 340000 SH DEFINED 0108 340000
SUNBEAM-OSTER INC COM 867071102 2203 50000 SH DEFINED 011619 50000
SUNBEAM-OSTER INC COM 867071102 6389 145000 SH DEFINED 011620 145000
SUNBEAM-OSTER INC COM 867071102 17625 400000 SH DEFINED 011614 400000
SUNBEAM-OSTER INC COM 867071102 79359 1801080 SH DEFINED 0102 1801080
SUNBEAM-OSTER INC COM 867071102 3355 76141 SH DEFINED 0103 76141
SUNBEAM-OSTER INC COM 867071102 824 18700 SH DEFINED 01 18700
SUNGLASS HUT COM 86736F106 4725 450000 SH DEFINED 011614 450000
SUNGARD DATA COM 867363103 14725 400000 SH DEFINED 011619 400000
SUNGARD DATA COM 867363103 14725 400000 SH DEFINED 011614 400000
SUNRISE MEDICAL COM 867910101 4259 267200 SH DEFINED 0103 267200
SUNTRUST BANKS INC COM 867914103 3345 44376 SH DEFINED 0103 44376
SUPERIOR SERVICES COM 868316100 4678 150000 SH DEFINED 011619 150000
SUPERVALU INC COM 868536103 590 12657 SH DEFINED 0103 12657
SWIFT ENERGY CO CVT CONV BOND 870738AB7 2820 3000000 PRN DEFINED 0104 3000000
SWIFT ENERGY CO CVT CONV BOND 870738AB7 1410 1500000 PRN DEFINED 011621 1500000
SWIFT TRANSPORTATION COM 870756103 7200 300000 SH DEFINED 011614 300000
SWIFT TRANSPORTATION COM 870756103 12294 512200 SH DEFINED 0102 512200
SWIFT TRANSPORTATION COM 870756103 214 8900 SH DEFINED 0103 8900
SYBRON INTL COM 87114F106 16981 650000 SH DEFINED 0108 650000
SYBRON INTL COM 87114F106 22206 850000 SH DEFINED 0106 850000
SYBRON INTL COM 87114F106 65704 2514950 SH DEFINED 0102 2514950
<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
SYBRON INTL COM 87114F106 11171 427600 SH DEFINED 0131 427600
SYBRON INTL COM 87114F106 10680 408805 SH DEFINED 0103 408805
SYKES ENTERPRISES COM 871237103 16800 800000 SH DEFINED 0106 800000
SYLVAN LEARNING SYS COM 871399101 14329 304100 SH DEFINED 0102 304100
SYLVAN LEARNING SYS COM 871399101 8214 174300 SH DEFINED 0131 174300
SYLVAN LEARNING SYS COM 871399101 721 15300 SH DEFINED 0103 15300
SYNAPTIC PHARM COM 87156R109 2550 200000 SH DEFINED 011619 200000
SYNOVUS COM 87161C105 1368 36840 SH DEFINED 0103 36840
SYSCO CORPORATION COM 871829107 3976 155176 SH DEFINED 0102 155176
SYSCO CORPORATION COM 871829107 1834 71574 SH DEFINED 0103 71574
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 47 1384 SH DEFINED 0102 1384
TCF FINL CORP MPLS COM 872275102 713 21000 SH DEFINED 01 21000
TECO ENERGY COM 872375100 8475 300000 SH DEFINED 0128 300000
TECO ENERGY COM 872375100 19775 700000 SH DEFINED 0132 700000
TJX COS COM 872540109 1546 34160 SH DEFINED 0103 34160
TRW COM 872649108 31807 577000 SH DEFINED 0113 577000
TRW COM 872649108 6924 125600 SH DEFINED 0124 125600
TRW COM 872649108 15667 284200 SH DEFINED 0125 284200
TRW COM 872649108 23704 430000 SH DEFINED 0107 430000
TRW COM 872649108 17591 319073 SH DEFINED 0102 319073
TRW COM 872649108 26019 472000 SH DEFINED 0131 472000
TRW COM 872649108 3457 62720 SH DEFINED 0103 62720
TRW COM 872649108 5816 105500 SH DEFINED 01 105500
TVX GOLD INC COM 87308K101 1589 500000 SH DEFINED 0127 500000
TANDY CORP COM 875382103 49350 1050000 SH DEFINED 0126 1050000
TANDY CORP COM 875382103 1023 21762 SH DEFINED 0103 21762
TECH DATA CORP COM 878237106 14438 375000 SH DEFINED 0106 375000
TECH SOLUTIONS COM 87872T108 15900 600000 SH DEFINED 011614 600000
TECH SOLUTIONS COM 87872T108 10865 410036 SH DEFINED 0102 410036
TECH SOLUTIONS COM 87872T108 4971 187600 SH DEFINED 0131 187600
TECH SOLUTIONS COM 87872T108 477 18000 SH DEFINED 0103 18000
TECH SOLUTIONS COM 87872T108 928 35000 SH DEFINED 01 35000
TEKTRONIX COM 879131100 475 10646 SH DEFINED 0103 10646
TELE-COMMUNICATION A COM 87924V101 3319 106738 SH DEFINED 0103 106738
TELEBRAS ADR COM 879287100 10969 84500 SH DEFINED 0108 84500
TELEBRAS ADR COM 879287100 25963 200000 SH DEFINED 0124 200000
TELEBRAS ADR COM 879287100 16876 130000 SH DEFINED 011618 130000
TELEBRAS ADR COM 879287100 5647 43500 SH DEFINED 011620 43500
TELEFONICA DE ARGENT COM 879378206 13855 364000 SH DEFINED 0124 364000
TELEFONICA DE ARGENT COM 879378206 7841 206000 SH DEFINED 0112 206000
TELEFONICA DE ARGENT COM 879378206 6471 170000 SH DEFINED 0135 170000
TELEFONICA DE ARGENT COM 879378206 11761 309000 SH DEFINED 011617 309000
TELEFONICA DE ESPANA COM 879382208 9919 75000 SH DEFINED 0132 75000
TELEFONICA DEL PERU COM 879384105 1617 75000 SH DEFINED 0124 75000
TELEFONICA DEL PERU COM 879384105 2803 130000 SH DEFINED 0135 130000
TELEFONOS DE MEXICO COM 879403780 5638 100000 SH DEFINED 0132 100000
TELEFONOS DE MEXICO COM 879403780 14770 262000 SH DEFINED 0124 262000
<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
TELEPHONE & DATA COM 879433100 13063 275000 SH DEFINED 011614 275000
TELEPORT COMM GRP COM 879463107 24969 425000 SH DEFINED 0130 425000
TELEPORT COMM GRP COM 879463107 8813 150000 SH DEFINED 0132 150000
TELEPORT COMM GRP COM 879463107 13294 226250 SH DEFINED 0102 226250
TELEPORT COMM GRP COM 879463107 241 4100 SH DEFINED 0103 4100
TELLABS COM 879664100 174525 2600000 SH DEFINED 0126 2600000
TELLABS COM 879664100 174525 2600000 SH DEFINED 0111 2600000
TELLABS COM 879664100 5034 75000 SH DEFINED 0132 75000
TELLABS COM 879664100 3356 50000 SH DEFINED 0124 50000
TELLABS COM 879664100 13908 207200 SH DEFINED 0125 207200
TELLABS COM 879664100 20138 300000 SH DEFINED 011622 300000
TELLABS COM 879664100 40275 600000 SH DEFINED 011623 600000
TELLABS COM 879664100 8391 125000 SH DEFINED 011619 125000
TELLABS COM 879664100 214565 3196644 SH DEFINED 0102 3196644
TELLABS COM 879664100 23776 354200 SH DEFINED 0131 354200
TELLABS COM 879664100 6915 103041 SH DEFINED 0103 103041
TELLABS COM 879664100 8277 123300 SH DEFINED 01 123300
TEMPLE INLAND COM 879868107 1098 17667 SH DEFINED 0125 17667
TEMPLE INLAND COM 879868107 740 11912 SH DEFINED 0103 11912
TEMPLETON FOREIGN COM 880196209 6365 577554 SH DEFINED 0103 577554
TENET HEALTHCARE COR COM 88033G100 25419 700000 SH DEFINED 0130 700000
TENET HEALTHCARE COR COM 88033G100 20698 570000 SH DEFINED 0108 570000
TENET HEALTHCARE COR COM 88033G100 5883 162000 SH DEFINED 0124 162000
TENET HEALTHCARE COR COM 88033G100 10716 295100 SH DEFINED 0125 295100
TENET HEALTHCARE COR COM 88033G100 65363 1800000 SH DEFINED 011516 1800000
TENET HEALTHCARE COR COM 88033G100 7045 194000 SH DEFINED 011619 194000
TENET HEALTHCARE COR COM 88033G100 7626 210000 SH DEFINED 011620 210000
TENET HEALTHCARE COR COM 88033G100 33137 912765 SH DEFINED 0102 912765
TENET HEALTHCARE COR COM 88033G100 3291 90641 SH DEFINED 0103 90641
TENET HEALTHCARE COR COM 88033G100 2262 62300 SH DEFINED 01 62300
TENNECO INC COM 88037E101 54299 1272000 SH DEFINED 0113 1272000
TENNECO INC COM 88037E101 9605 225000 SH DEFINED 0124 225000
TENNECO INC COM 88037E101 19743 462500 SH DEFINED 0125 462500
TENNECO INC COM 88037E101 24759 580000 SH DEFINED 0107 580000
TENNECO INC COM 88037E101 31382 735172 SH DEFINED 0102 735172
TENNECO INC COM 88037E101 32016 750000 SH DEFINED 0131 750000
TENNECO INC COM 88037E101 3779 88528 SH DEFINED 0103 88528
TENNECO INC COM 88037E101 13440 314850 SH DEFINED 01 314850
TERADYNE INC COM 880770102 3686 92000 SH DEFINED 01 92000
TEREX CORP NEW COM 880779103 16238 600000 SH DEFINED 011614 600000
TEXACO COM 881694103 6949 115342 SH DEFINED 0103 115342
TEXAS INSTRUMENTS COM 882508104 59538 1100000 SH DEFINED 0126 1100000
TEXAS INSTRUMENTS COM 882508104 24356 450000 SH DEFINED 0113 450000
TEXAS INSTRUMENTS COM 882508104 43300 800000 SH DEFINED 0111 800000
TEXAS INSTRUMENTS COM 882508104 18673 345000 SH DEFINED 0131 345000
TEXAS INSTRUMENTS COM 882508104 5220 96434 SH DEFINED 0103 96434
TEXAS INSTRUMENTS COM 882508104 4114 76000 SH DEFINED 01 76000
TEXAS UTILITIES COM 882848104 2039 51867 SH DEFINED 0103 51867
TEXAS UTILITIES PREFERRED STOCK 882850431 5640 54000 SH DEFINED 0105 54000
TEXAS UTIL $100 PAR PREFERRED STOCK 882850464 5460 50000 SH DEFINED 0105 50000
<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
TEXTRON INC COM 883203101 2663 34590 SH DEFINED 0103 34590
THERMO ELECTRON CVT CONV BOND 883556AF9 3065 2600000 PRN DEFINED 0104 2600000
THERMO ELECTRON CVT CONV BOND 883556AF9 1650 1400000 PRN DEFINED 011621 1400000
THERMO-ELECTRON COM 883556102 20389 505000 SH DEFINED 0108 505000
THERMO-ELECTRON COM 883556102 5854 145000 SH DEFINED 011620 145000
THERMO-ELECTRON COM 883556102 1286 31848 SH DEFINED 0103 31848
THOMAS & BETTS COM 884315102 18522 289400 SH DEFINED 0113 289400
THOMAS & BETTS COM 884315102 3578 55900 SH DEFINED 0128 55900
THOMAS & BETTS COM 884315102 14330 223900 SH DEFINED 0107 223900
THOMAS & BETTS COM 884315102 44800 700000 SH DEFINED 011516 700000
THOMAS & BETTS COM 884315102 14541 227200 SH DEFINED 0131 227200
THOMAS & BETTS COM 884315102 1336 20880 SH DEFINED 0103 20880
THOMAS & BETTS COM 884315102 10967 171366 SH DEFINED 01 171366
3 COM CORP COM 885535104 2695 75000 SH DEFINED 0124 75000
3 COM CORP COM 885535104 5696 158500 SH DEFINED 0125 158500
3 COM CORP COM 885535104 84751 2358260 SH DEFINED 0102 2358260
3 COM CORP COM 885535104 13431 373728 SH DEFINED 0103 373728
3 COM CORP COM 885535104 17179 478000 SH DEFINED 01 478000
TIDEWATER INC COM 886423102 10515 240000 SH DEFINED 0128 240000
TIDEWATER INC COM 886423102 6572 150000 SH DEFINED 011619 150000
TIDEWATER INC COM 886423102 10953 250000 SH DEFINED 011614 250000
TIDEWATER INC COM 886423102 440 10050 SH DEFINED 0102 10050
TIDEWATER INC COM 886423102 5038 115000 SH DEFINED 0131 115000
TIDEWATER INC COM 886423102 302 6900 SH DEFINED 0103 6900
TIME WARNER INC COM 887315109 39600 550000 SH DEFINED 011618 550000
TIME WARNER INC COM 887315109 8764 121724 SH DEFINED 0103 121724
TIME WARNER INC COM 887315109 7200 100000 SH DEFINED 01 100000
TIMES MIRROR CL A COM 887364107 1217 19198 SH DEFINED 0103 19198
TIMKEN CO. COM 887389104 239976 7097276 SH DEFINED 0103 7097276
TITANIUM METAL COM 888339108 6781 250000 SH DEFINED 0106 250000
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<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
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TRANSOCEAN OFFSHORE COM 893817106 30863 600000 SH DEFINED 011516 600000
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TRAVELER'S PROP CAS COM 893939108 7128 162000 SH DEFINED 01 162000
TRAVELERS INC NEW COM 894190107 36000 600000 SH DEFINED 0130 600000
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TRAVELERS INC NEW COM 894190107 50388 839799 SH DEFINED 0125 839799
TRAVELERS INC NEW COM 894190107 13500 225000 SH DEFINED 0135 225000
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TRAVELERS INC NEW COM 894190107 27000 450000 SH DEFINED 011623 450000
TRAVELERS INC NEW COM 894190107 90000 1500000 SH DEFINED 011516 1500000
TRAVELERS INC NEW COM 894190107 88950 1482500 SH DEFINED 011618 1482500
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TREX MEDICAL COM 89531R101 5173 275000 SH DEFINED 011619 275000
TRICON GLOBAL REST COM 895953107 960 31949 SH DEFINED 0103 31949
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<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
TYCO INTERNATIONAL COM 902124106 13247 242500 SH DEFINED 011620 242500
TYCO INTERNATIONAL COM 902124106 24035 440000 SH DEFINED 011614 440000
TYCO INTERNATIONAL COM 902124106 283631 5192370 SH DEFINED 0102 5192370
TYCO INTERNATIONAL COM 902124106 25969 475400 SH DEFINED 0131 475400
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UICI COM 902737105 13825 400000 SH DEFINED 011614 400000
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UST INC COM 902911106 1251 38790 SH DEFINED 0103 38790
USA WASTE SVCS CONV BOND 902917AB9 14190 12000000 PRN DEFINED 0107 12000000
USA WASTE SERVICES I COM 902917103 23618 530000 SH DEFINED 0108 530000
USA WASTE SERVICES I COM 902917103 178250 4000000 SH DEFINED 0126 4000000
USA WASTE SERVICES I COM 902917103 110292 2475000 SH DEFINED 0111 2475000
USA WASTE SERVICES I COM 902917103 8913 200000 SH DEFINED 011622 200000
USA WASTE SERVICES I COM 902917103 16934 380000 SH DEFINED 011623 380000
USA WASTE SERVICES I COM 902917103 7798 175000 SH DEFINED 011620 175000
USA WASTE SERVICES I COM 902917103 100331 2251612 SH DEFINED 0102 2251612
USA WASTE SERVICES I COM 902917103 9729 218312 SH DEFINED 0131 218312
USA WASTE SERVICES I COM 902917103 2084 46785 SH DEFINED 0103 46785
USA WASTE SERVICES I COM 902917103 10655 239100 SH DEFINED 01 239100
U.S. BANCORP (NEW) COM 902973106 375 3000 SH DEFINED 0102 3000
U.S. BANCORP (NEW) COM 902973106 6446 51668 SH DEFINED 0103 51668
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URS CORP COM 903236107 2569 163140 SH DEFINED 0103 163140
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USA FLORAL COM 90331T107 10663 470000 SH DEFINED 011614 470000
USX-US STEEL GROUP COM 90337T101 685 18140 SH DEFINED 0103 18140
UNIFI COMM WTS WARRANT 90467N114 0 10000 SH DEFINED 0109 10000
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<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
UNILEVER NV NY SHRS COM 904784501 9246 134726 SH DEFINED 0103 134726
UNICOM CORP COM 904911104 7000 200000 SH DEFINED 0132 200000
UNICOM CORP COM 904911104 2625 75000 SH DEFINED 0124 75000
UNICOM CORP COM 904911104 5635 161000 SH DEFINED 0125 161000
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UNION PACIFIC CORP CONV PFD STOCK 907824205 2000 40000 SH DEFINED 0104 40000
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<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
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<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
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<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
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WHITMAN & HART COM 966834103 25931 573050 SH DEFINED 0102 573050
WHITMAN & HART COM 966834103 12480 275800 SH DEFINED 0131 275800
WHITMAN & HART COM 966834103 1213 26800 SH DEFINED 0103 26800
WHOLE FOODS MARKET COM 966837106 12984 186150 SH DEFINED 0102 186150
WHOLE FOODS MARKET COM 966837106 230 3300 SH DEFINED 0103 3300
WILLAMETTE IND INC COM 969133107 56344 1500000 SH DEFINED 011516 1500000
WILLAMETTE IND INC COM 969133107 879 23408 SH DEFINED 0103 23408
WILLIAM COMPANIES COM 969457100 2774 86672 SH DEFINED 0103 86672
WILSHIRE FINANCIAL COM 971867106 5050 200000 SH DEFINED 011619 200000
WINN-DIXIE COM 974280109 1451 31289 SH DEFINED 0103 31289
WINSTAR COM 975515107 17100 400000 SH DEFINED 011614 400000
WIRELESS ONE COM 97652H109 24 25000 SH DEFINED 0109 25000
WIRELESS ONE WTS COM 97652H117 6 23250 SH DEFINED 0109 23250
WISCONSIN CENTRAL TR COM 976592105 3238 115000 SH DEFINED 0128 115000
WISCONSIN CENTRAL TR COM 976592105 5631 200000 SH DEFINED 011619 200000
WISCONSIN CENTRAL TR COM 976592105 346 12300 SH DEFINED 0102 12300
WOLVERINE COM 978097103 35742 1265250 SH DEFINED 0102 1265250
WOLVERINE COM 978097103 664 23500 SH DEFINED 0103 23500
WOOLWORTH CORP COM 980883102 706 28236 SH DEFINED 0103 28236
<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
WORLDCOM INC COM 98155K102 12919 300000 SH DEFINED 0108 300000
WORLDCOM INC COM 98155K102 94738 2200000 SH DEFINED 0126 2200000
WORLDCOM INC COM 98155K102 155025 3600000 SH DEFINED 0111 3600000
WORLDCOM INC COM 98155K102 8613 200000 SH DEFINED 0132 200000
WORLDCOM INC COM 98155K102 9345 217000 SH DEFINED 0124 217000
WORLDCOM INC COM 98155K102 27284 633600 SH DEFINED 0125 633600
WORLDCOM INC COM 98155K102 12919 300000 SH DEFINED 011622 300000
WORLDCOM INC COM 98155K102 30144 700000 SH DEFINED 011623 700000
WORLDCOM INC COM 98155K102 52752 1225000 SH DEFINED 011618 1225000
WORLDCOM INC COM 98155K102 5469 127000 SH DEFINED 011620 127000
WORLDCOM INC COM 98155K102 23684 550000 SH DEFINED 011614 550000
WORLDCOM INC COM 98155K102 78939 1833149 SH DEFINED 0102 1833149
WORLDCOM INC COM 98155K102 10847 251888 SH DEFINED 0103 251888
WORLDCOM INC COM 98155K102 8397 195000 SH DEFINED 01 195000
WORLDCOM INC CVT PFD CONV PFD STOCK 98155K300 10989 73625 SH DEFINED 0130 73625
WORLDCOM INC CVT PFD CONV PFD STOCK 98155K300 19041 127575 SH DEFINED 0132 127575
WORTHINGTON IND COM 981811102 367 20252 SH DEFINED 0103 20252
WRIGLEY WM JR CO COM 982526105 1995 24407 SH DEFINED 0103 24407
WYMAN-GORDON COM 983085101 6977 305000 SH DEFINED 0128 305000
XILINX INC CONV BOND 983919AB7 9975 10000000 PRN DEFINED 0130 10000000
XILINX INC CONV BOND 983919AB7 5985 6000000 PRN DEFINED 011614 6000000
XILINX COM 983919101 4567 122000 SH DEFINED 01 122000
XEROX COM 984121103 53219 500000 SH DEFINED 0130 500000
XEROX COM 984121103 127725 1200000 SH DEFINED 0126 1200000
XEROX COM 984121103 47365 445000 SH DEFINED 0113 445000
XEROX COM 984121103 11155 104800 SH DEFINED 0124 104800
XEROX COM 984121103 21575 202700 SH DEFINED 0125 202700
XEROX COM 984121103 35124 330000 SH DEFINED 0107 330000
XEROX COM 984121103 6386 60000 SH DEFINED 011620 60000
XEROX COM 984121103 7456 70044 SH DEFINED 0102 70044
XEROX COM 984121103 36189 340000 SH DEFINED 0131 340000
XEROX COM 984121103 9993 93887 SH DEFINED 0103 93887
XEROX COM 984121103 7451 70000 SH DEFINED 01 70000
XYLAN CORP COM 984151100 15925 650000 SH DEFINED 011614 650000
YPF COM 984245100 2278 67000 SH DEFINED 0124 67000
YANZHOU COAL ADS COM 984846105 1600 100000 SH DEFINED 0128 100000
YORK INTL CORP NEW COM 986670107 3195 71000 SH DEFINED 0128 71000
ZERO CORP COM 989484100 739 26165 SH DEFINED 0103 26165
FLAGSTAR STABLE VALU COM 9900072E5 11743 1071175 SH DEFINED 0103 1071175
INCOME FUND III COM 990007213 99636 7629108 SH DEFINED 0103 7629108
SCHEIN POOLED STABLE COM 9900074G8 3739 363013 SH DEFINED 0103 363013
SIEBE STABLE VALUE COM 990007742 118173 10163642 SH DEFINED 0103 10163642
EMERGING GROWTH 2 COM 990007916 8353 659378 SH DEFINED 0103 659378
STABLE CAPITAL II COM 990007940 11287 886307 SH DEFINED 0103 886307
AM EXP RESEARCH 839 COM 990008393 32749 836731 SH DEFINED 0103 836731
FEDERAL INCOME FUND COM 990008443 94425 6068801 SH DEFINED 0103 6068801
EQY BASE INDEX COM 990008450 1610889 50893753 SH DEFINED 0103 50893753
EQUITY INDEX 2 COM 990008484 5481 185882 SH DEFINED 0103 185882
AM EXP TST BND 831 COM 990009086 44729 847366 SH DEFINED 0103 847366
AM EXP TST EMERG 837 COM 990009300 19945 203255 SH DEFINED 0103 203255
<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
AM EXP TST CORE 838 COM 990009318 27366 206010 SH DEFINED 0103 206010
MANAGED GIC FUND COM 990009326 129658 4546363 SH DEFINED 0103 4546363
INTERNATION COM 990009995 4467 375936 SH DEFINED 0103 375936
EQUITY INDEX 3 COM 990018509 11585 426231 SH DEFINED 0103 426231
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 2244 195494 SH DEFINED 0103 195494
STATE STREET EAFE COM 994691350 3009 252501 SH DEFINED 0103 252501
REPORT SUMMARY 3358 DATA RECORDS 81470620 35 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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