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<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 09/30/98
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 09/30/98
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 22500 750000 SH DEFINED 0130 750000
ACE LIMITED COM G0070K103 18300 610000 SH DEFINED 0108 610000
ACE LIMITED COM G0070K103 216000 7200000 SH DEFINED 0126 7200000
ACE LIMITED COM G0070K103 8665 288819 SH DEFINED 0128 288819
ACE LIMITED COM G0070K103 102000 3400000 SH DEFINED 011516 3400000
ACE LIMITED COM G0070K103 6000 200000 SH DEFINED 011619 200000
ACE LIMITED COM G0070K103 5925 197500 SH DEFINED 011620 197500
ACE LIMITED COM G0070K103 9000 300000 SH DEFINED 011614 300000
ACE LIMITED COM G0070K103 774 25750 SH DEFINED 0102 25750
ACE LIMITED COM G0070K103 13185 439500 SH DEFINED 0131 439500
ACE LIMITED COM G0070K103 729 24300 SH DEFINED 0103 24300
EXEL LTD CL A COM G32429105 44100 700000 SH DEFINED 0130 700000
EXEL LTD CL A COM G32429105 40157 637407 SH DEFINED 0107 637407
EXEL LTD CL A COM G32429105 9148 145205 SH DEFINED 01 145205
GLOBALSTAR COM G3930H104 6551 566558 SH DEFINED 011618 566558
LORAL SPACE & COMM COM G56462107 10232 693700 SH DEFINED 011618 693700
SANTA FE INTL CORP COM G7805C108 13942 906800 SH DEFINED 0113 906800
SANTA FE INTL CORP COM G7805C108 2921 190000 SH DEFINED 0128 190000
SANTA FE INTL CORP COM G7805C108 12371 804600 SH DEFINED 0131 804600
SANTA FE INTL CORP COM G7805C108 503 32700 SH DEFINED 0103 32700
FUNDTECH LTD COM M47095100 3225 300000 SH DEFINED 011619 300000
CORE LABS COM N22717107 14663 850000 SH DEFINED 0106 850000
PANAMERICAN BEV COM P74823108 891 50000 SH DEFINED 0124 50000
PANAMERICAN BEV COM P74823108 2138 120000 SH DEFINED 0112 120000
PANAMERICAN BEV COM P74823108 3206 180000 SH DEFINED 011617 180000
STEINER LEISURE LTD COM P8744Y102 10938 700000 SH DEFINED 011614 700000
ROYAL CARIBBEAN COM V7780T103 915 34450 SH DEFINED 0102 34450
ROYAL CARIBBEAN COM V7780T103 6641 250000 SH DEFINED 0131 250000
ROYAL CARIBBEAN COM V7780T103 794 29900 SH DEFINED 0103 29900
TEEKAY SHIPPING COM V89564104 13641 750000 SH DEFINED 0107 750000
RELIANCE INDUSTRIES COM Y72570115 365 67540 SH DEFINED 0124 67540
ADC TELECOM COM 000886101 5106 241700 SH DEFINED 0108 241700
ADC TELECOM COM 000886101 14259 675000 SH DEFINED 0106 675000
ADC TELECOM COM 000886101 14999 710000 SH DEFINED 011618 710000
ADC TELECOM COM 000886101 1865 88300 SH DEFINED 011620 88300
ADT OPERATIONS CONV BOND 000945AC9 3935 2650000 PRN DEFINED 0104 2650000
ADT OPERATIONS CONV BOND 000945AC9 2005 1350000 PRN DEFINED 011621 1350000
ADT OPERATIONS CONV BOND 000945AC9 1990 1340000 PRN DEFINED 011618 1340000
AFLAC CORP COM 001055102 2999 105000 SH DEFINED 01 105000
AES CORP CONV BOND 00130HAN5 9013 10000000 PRN DEFINED 0132 10000000
AES CORP COM 00130H105 18531 500000 SH DEFINED 0106 500000
AMR CORP DEL COM 001765106 33263 600000 SH DEFINED 0130 600000
AMR CORP DEL COM 001765106 221750 4000000 SH DEFINED 0126 4000000
AMR CORP DEL COM 001765106 27841 502200 SH DEFINED 0113 502200
AMR CORP DEL COM 001765106 5100 92000 SH DEFINED 0124 92000
AMR CORP DEL COM 001765106 11032 199000 SH DEFINED 0125 199000
AMR CORP DEL COM 001765106 16631 300000 SH DEFINED 011516 300000
AMR CORP DEL COM 001765106 21319 384525 SH DEFINED 0102 384525
AMR CORP DEL COM 001765106 21233 383000 SH DEFINED 0131 383000
AMR CORP DEL COM 001765106 3861 69654 SH DEFINED 0103 69654
<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
AT&T CORP COM 001957109 67248 1150775 SH DEFINED 0130 1150775
AT&T CORP COM 001957109 11688 200000 SH DEFINED 0132 200000
AT&T CORP COM 001957109 11734 200800 SH DEFINED 0124 200800
AT&T CORP COM 001957109 1934 33100 SH DEFINED 0125 33100
AT&T CORP COM 001957109 25128 430000 SH DEFINED 0107 430000
AT&T CORP COM 001957109 58438 1000000 SH DEFINED 011516 1000000
AT&T CORP COM 001957109 23798 407245 SH DEFINED 0103 407245
AT&T CORP COM 001957109 5265 90103 SH DEFINED 01 90103
ABBOTT LABS COM 002824100 4344 100000 SH DEFINED 0125 100000
ABBOTT LABS COM 002824100 4449 102404 SH DEFINED 0102 102404
ABBOTT LABS COM 002824100 15088 347346 SH DEFINED 0103 347346
ABBOTT LABS COM 002824100 6081 140000 SH DEFINED 01 140000
ABERCROMBIE & FITCH COM 002896207 11000 250000 SH DEFINED 011614 250000
ABERCROMBIE & FITCH COM 002896207 6443 146450 SH DEFINED 0102 146450
ABERCROMBIE & FITCH COM 002896207 77 1750 SH DEFINED 0103 1750
ACCUSTAFF COM 004401105 2913 200000 SH DEFINED 0126 200000
ACCUSTAFF COM 004401105 17475 1200000 SH DEFINED 0106 1200000
ACCUSTAFF COM 004401105 7281 500000 SH DEFINED 011618 500000
ACCUSTAFF COM 004401105 4369 300000 SH DEFINED 011619 300000
ACCUSTAFF COM 004401105 2767 190000 SH DEFINED 011620 190000
ACCUSTAFF COM 004401105 5097 350000 SH DEFINED 0131 350000
ACTIVISION COM 004930202 2250 200000 SH DEFINED 011619 200000
ADOBE SYSTEMS INC COM 00724F101 520 14979 SH DEFINED 0103 14979
ADVANCED FIBRE COMM COM 00754A105 12375 1800000 SH DEFINED 0111 1800000
ADVANCED FIBRE COMM COM 00754A105 1375 200000 SH DEFINED 011623 200000
ADVANCED FIBRE COMM COM 00754A105 1203 175000 SH DEFINED 011619 175000
ADVANCED FIBRE COMM COM 00754A105 6531 950000 SH DEFINED 011614 950000
ADVANTICA REST COM 00758B109 114 23910 SH DEFINED 0103 23910
AEROQUIP-VICKERS COM 007869100 182 6327 SH DEFINED 0103 6327
ADVANCED MICRO DEV COM 007903107 596 32085 SH DEFINED 0103 32085
AETNA INC COM 008117103 2856 41100 SH DEFINED 0124 41100
AETNA INC COM 008117103 2268 32631 SH DEFINED 0103 32631
AFL/CIO UNITS OF COM 008270993 499 460 SH DEFINED 0102 460
AHMANSON HF & CO COM 008677106 1547 27876 SH DEFINED 0103 27876
AIR PROD & CHEM COM 009158106 28709 965000 SH DEFINED 0113 965000
AIR PROD & CHEM COM 009158106 5462 183600 SH DEFINED 0124 183600
AIR PROD & CHEM COM 009158106 19338 650000 SH DEFINED 0131 650000
AIR PROD & CHEM COM 009158106 2346 78856 SH DEFINED 0103 78856
AIRTOUCH COMMUN COM 00949T100 39900 700000 SH DEFINED 0130 700000
AIRTOUCH COMMUN COM 00949T100 114000 2000000 SH DEFINED 0126 2000000
AIRTOUCH COMMUN COM 00949T100 22800 400000 SH DEFINED 0132 400000
AIRTOUCH COMMUN COM 00949T100 6350 111400 SH DEFINED 0124 111400
AIRTOUCH COMMUN COM 00949T100 32627 572400 SH DEFINED 0125 572400
AIRTOUCH COMMUN COM 00949T100 19950 350000 SH DEFINED 0135 350000
AIRTOUCH COMMUN COM 00949T100 59850 1050000 SH DEFINED 011618 1050000
AIRTOUCH COMMUN COM 00949T100 197598 3466412 SH DEFINED 0102 3466412
AIRTOUCH COMMUN COM 00949T100 10150 178062 SH DEFINED 0103 178062
AIRTOUCH COMMUN COM 00949T100 19831 347900 SH DEFINED 01 347900
AKBANK (ADR) 144A COM 009719105 840 300000 SH DEFINED 0124 300000
ALBERTO CULVER COM 013068101 298 12745 SH DEFINED 0103 12745
<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
ALBERTSONS INC COM 013104104 10939 202100 SH DEFINED 0124 202100
ALBERTSONS INC COM 013104104 18992 350900 SH DEFINED 0125 350900
ALBERTSONS INC COM 013104104 148759 2748398 SH DEFINED 0102 2748398
ALBERTSONS INC COM 013104104 5276 97480 SH DEFINED 0103 97480
ALBERTSONS INC COM 013104104 1245 23000 SH DEFINED 01 23000
ALCAN ALUMINIUM LTD COM 013716105 1202 51283 SH DEFINED 0103 51283
ALLEGHENY ENERGY COM 017361106 9469 300000 SH DEFINED 0132 300000
ALLEGHENY TELEDYNE COM 017415100 790 44356 SH DEFINED 0103 44356
ALLEGIANCE TELC WTS WARRANT 01747T110 61 30450 SH DEFINED 0109 30450
ALLEGIANCE TELC WTS WARRANT 01747T110 5 2450 SH DEFINED 011618 2450
ALLERGAN INC COM 018490102 864 14802 SH DEFINED 0103 14802
ALLIED SIGNAL INC COM 019512102 28300 800000 SH DEFINED 0113 800000
ALLIED SIGNAL INC COM 019512102 5515 155900 SH DEFINED 0124 155900
ALLIED SIGNAL INC COM 019512102 13796 390000 SH DEFINED 011618 390000
ALLIED SIGNAL INC COM 019512102 28492 805260 SH DEFINED 0102 805260
ALLIED SIGNAL INC COM 019512102 24409 690000 SH DEFINED 0131 690000
ALLIED SIGNAL INC COM 019512102 5741 162292 SH DEFINED 0103 162292
ALLIED SIGNAL INC COM 019512102 913 25800 SH DEFINED 01 25800
ALLIED WASTE IND COM 019589308 25713 1100000 SH DEFINED 0106 1100000
ALLIED WASTE IND COM 019589308 9350 400000 SH DEFINED 011614 400000
ALLIED WASTE IND COM 019589308 58429 2499585 SH DEFINED 0102 2499585
ALLIED WASTE IND COM 019589308 1573 67300 SH DEFINED 0103 67300
ALLIED WASTE IND COM 019589308 468 20000 SH DEFINED 01 20000
ALLMERICA FINANCIAL COM 019754100 9242 155000 SH DEFINED 0128 155000
ALLSTATE CORP COM 020002101 50025 1200000 SH DEFINED 0126 1200000
ALLSTATE CORP COM 020002101 7788 186814 SH DEFINED 0103 186814
ALLTEL CORP COM 020039103 2932 61881 SH DEFINED 0103 61881
ALLTEL 7.75 $100 PAR PREFERRED STOCK 0200392*3 1851 18328 SH DEFINED 0105 18328
ALUMINUM CO AMERICA COM 022249106 3699 52102 SH DEFINED 0124 52102
ALUMINUM CO AMERICA COM 022249106 8845 124577 SH DEFINED 0102 124577
ALUMINUM CO AMERICA COM 022249106 2995 42182 SH DEFINED 0103 42182
ALUMINUM CO AMERICA COM 022249106 8037 113200 SH DEFINED 01 113200
ALZA COM 022615108 12752 294000 SH DEFINED 0108 294000
ALZA COM 022615108 1436 33100 SH DEFINED 0124 33100
ALZA COM 022615108 4338 100000 SH DEFINED 011619 100000
ALZA COM 022615108 5205 120000 SH DEFINED 011620 120000
ALZA COM 022615108 58796 1355500 SH DEFINED 0102 1355500
ALZA COM 022615108 2611 60182 SH DEFINED 0103 60182
AMERADA HESS COM 023551104 1181 20464 SH DEFINED 0103 20464
AMEREN CORP COM 023608102 1297 30928 SH DEFINED 0103 30928
AMERICA ON-LINE COM 02364J104 16688 150000 SH DEFINED 0130 150000
AMERICA ON-LINE COM 02364J104 166875 1500000 SH DEFINED 0126 1500000
AMERICA ON-LINE COM 02364J104 22250 200000 SH DEFINED 0111 200000
AMER CAP STRATEGIES COM 024937104 3238 200000 SH DEFINED 011619 200000
20TH CENTURY ULTRA COM 025083882 8855 296566 SH DEFINED 0103 296566
AMERICAN ELEC PWR COM 025537101 2100 43025 SH DEFINED 0103 43025
AMERICAN EXPRESS COM 025816109 684945 8823764 SH DEFINED 0103 8823764
AMER GENERAL CORP COM 026351106 8757 137100 SH DEFINED 0124 137100
AMER GENERAL CORP COM 026351106 30098 471200 SH DEFINED 0125 471200
AMER GENERAL CORP COM 026351106 42158 660000 SH DEFINED 0107 660000
<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
AMER GENERAL CORP COM 026351106 79613 1246309 SH DEFINED 0102 1246309
AMER GENERAL CORP COM 026351106 5866 91847 SH DEFINED 0103 91847
AMER GENERAL CORP COM 026351106 1009 15800 SH DEFINED 01 15800
AM GREETINGS CL A COM 026375105 642 16226 SH DEFINED 0103 16226
AMER HOME PRODUCTS COM 026609107 35248 673000 SH DEFINED 0113 673000
AMER HOME PRODUCTS COM 026609107 2221 42400 SH DEFINED 0124 42400
AMER HOME PRODUCTS COM 026609107 27685 528600 SH DEFINED 0125 528600
AMER HOME PRODUCTS COM 026609107 30011 573000 SH DEFINED 0107 573000
AMER HOME PRODUCTS COM 026609107 78563 1500000 SH DEFINED 011516 1500000
AMER HOME PRODUCTS COM 026609107 149024 2845327 SH DEFINED 0102 2845327
AMER HOME PRODUCTS COM 026609107 28335 541000 SH DEFINED 0131 541000
AMER HOME PRODUCTS COM 026609107 18250 348454 SH DEFINED 0103 348454
AMER HOME PRODUCTS COM 026609107 28180 538046 SH DEFINED 01 538046
AMERICAN INTL GROUP COM 026874107 43313 562500 SH DEFINED 0130 562500
AMERICAN INTL GROUP COM 026874107 154000 2000000 SH DEFINED 0126 2000000
AMERICAN INTL GROUP COM 026874107 59771 776250 SH DEFINED 0113 776250
AMERICAN INTL GROUP COM 026874107 2991 38850 SH DEFINED 0124 38850
AMERICAN INTL GROUP COM 026874107 27347 355150 SH DEFINED 0125 355150
AMERICAN INTL GROUP COM 026874107 14022 182100 SH DEFINED 0135 182100
AMERICAN INTL GROUP COM 026874107 5390 70000 SH DEFINED 011622 70000
AMERICAN INTL GROUP COM 026874107 10010 130000 SH DEFINED 011623 130000
AMERICAN INTL GROUP COM 026874107 53900 700000 SH DEFINED 011516 700000
AMERICAN INTL GROUP COM 026874107 18670 242497 SH DEFINED 0102 242497
AMERICAN INTL GROUP COM 026874107 47817 621000 SH DEFINED 0131 621000
AMERICAN INTL GROUP COM 026874107 21881 284168 SH DEFINED 0103 284168
AMERICAN INTL GROUP COM 026874107 5914 76800 SH DEFINED 01 76800
AMERICAN MANAGEMENT COM 027352103 5475 200000 SH DEFINED 0128 200000
AMERICAN MANAGEMENT COM 027352103 4106 150000 SH DEFINED 011619 150000
AMERICAN MANAGEMENT COM 027352103 18068 660000 SH DEFINED 011614 660000
AMERICAN MEDICAL SEC COM 02744P101 2435 243465 SH DEFINED 0103 243465
AMERICAN MOB SAT WTS WARRANT 02755R111 40 8000 SH DEFINED 0109 8000
AMERICAN MOB SAT WTS WARRANT 02755R111 13 2500 SH DEFINED 011621 2500
AMERICAN MOB SAT WTS WARRANT 02755R111 10 2000 SH DEFINED 011618 2000
AMER PWR CONVERSION COM 029066107 47109 1250000 SH DEFINED 011618 1250000
AMER RESTAURANT WTS WARRANT 029309127 0 3500 SH DEFINED 0109 3500
AMERICAN STD CO COM 029712106 26375 1000000 SH DEFINED 0130 1000000
AMERICAN STD CO COM 029712106 21100 800000 SH DEFINED 0113 800000
AMERICAN STD CO COM 029712106 11869 450000 SH DEFINED 011618 450000
AMERICAN STD CO COM 029712106 23474 890000 SH DEFINED 0131 890000
AMERICAN STD CO COM 029712106 923 35000 SH DEFINED 0103 35000
AMERICAN TOWER CORP COM 029912201 6375 250000 SH DEFINED 0108 250000
AMERICAN TOWER CORP COM 029912201 5100 200000 SH DEFINED 011619 200000
AMERICAN TOWER CORP COM 029912201 19125 750000 SH DEFINED 011614 750000
AMERICAN TOWER CORP COM 029912201 13411 525923 SH DEFINED 0102 525923
AMERICAN TOWER CORP COM 029912201 10200 400000 SH DEFINED 0131 400000
AMERICAN TOWER CORP COM 029912201 150 5900 SH DEFINED 0103 5900
AMERICAN TOWER CORP COM 029912201 638 25000 SH DEFINED 01 25000
AMERICAN STORES CO COM 030096101 19313 600000 SH DEFINED 0130 600000
AMERICAN STORES CO COM 030096101 70813 2200000 SH DEFINED 0113 2200000
AMERICAN STORES CO COM 030096101 12682 394000 SH DEFINED 0125 394000
<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 STORES CO COM 030096101 37016 1150000 SH DEFINED 0107 1150000
AMERICAN STORES CO COM 030096101 37016 1150000 SH DEFINED 011516 1150000
AMERICAN STORES CO COM 030096101 4801 149150 SH DEFINED 0102 149150
AMERICAN STORES CO COM 030096101 57938 1800000 SH DEFINED 0131 1800000
AMERICAN STORES CO COM 030096101 4409 136990 SH DEFINED 0103 136990
AMERICAN TELECAST WT WARRANT 030151112 1 85225 SH DEFINED 0109 85225
AMERICAN WATERWORKS COM 030411102 12864 410000 SH DEFINED 0132 410000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 4220 40000 SH DEFINED 0105 40000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 3165 30000 SH DEFINED 01 30000
AMERISOURCE COM 03071P102 13609 250000 SH DEFINED 011618 250000
AMERITECH CORP COM 030954101 37900 800000 SH DEFINED 0130 800000
AMERITECH CORP COM 030954101 37900 800000 SH DEFINED 0113 800000
AMERITECH CORP COM 030954101 45006 950000 SH DEFINED 0132 950000
AMERITECH CORP COM 030954101 6746 142400 SH DEFINED 0124 142400
AMERITECH CORP COM 030954101 37303 787400 SH DEFINED 0125 787400
AMERITECH CORP COM 030954101 19898 420000 SH DEFINED 0107 420000
AMERITECH CORP COM 030954101 71472 1508637 SH DEFINED 0102 1508637
AMERITECH CORP COM 030954101 28425 600000 SH DEFINED 0131 600000
AMERITECH CORP COM 030954101 15242 321717 SH DEFINED 0103 321717
AMGEN INC COM 031162100 35741 473000 SH DEFINED 0113 473000
AMGEN INC COM 031162100 3279 43400 SH DEFINED 0124 43400
AMGEN INC COM 031162100 16941 224200 SH DEFINED 0125 224200
AMGEN INC COM 031162100 41559 550000 SH DEFINED 011618 550000
AMGEN INC COM 031162100 228236 3020476 SH DEFINED 0102 3020476
AMGEN INC COM 031162100 27807 368000 SH DEFINED 0131 368000
AMGEN INC COM 031162100 7227 95644 SH DEFINED 0103 95644
AMGEN INC COM 031162100 16269 215300 SH DEFINED 01 215300
AMKOR TECHNOLOGY COM 031652100 2681 550000 SH DEFINED 011619 550000
AMKOR TECHNOLOGY COM 031652100 2194 450000 SH DEFINED 0131 450000
AMP COM 031897101 17160 480000 SH DEFINED 0113 480000
AMP COM 031897101 13764 385000 SH DEFINED 0107 385000
AMP COM 031897101 13764 385000 SH DEFINED 0131 385000
AMP COM 031897101 2325 65031 SH DEFINED 0103 65031
AMP COM 031897101 8973 251000 SH DEFINED 01 251000
AMOCO CORP COM 031905102 2069 38400 SH DEFINED 0124 38400
AMOCO CORP COM 031905102 4623 85800 SH DEFINED 0102 85800
AMOCO CORP COM 031905102 11592 215156 SH DEFINED 0103 215156
AMOCO CORP COM 031905102 10091 187300 SH DEFINED 01 187300
ANADARKO PETRO CORP COM 032511107 7863 200000 SH DEFINED 0128 200000
ANADARKO PETRO CORP COM 032511107 117938 3000000 SH DEFINED 0111 3000000
ANADARKO PETRO CORP COM 032511107 11794 300000 SH DEFINED 011622 300000
ANADARKO PETRO CORP COM 032511107 19656 500000 SH DEFINED 011623 500000
ANADARKO PETRO CORP COM 032511107 47175 1200000 SH DEFINED 011516 1200000
ANADARKO PETRO CORP COM 032511107 25553 650000 SH DEFINED 011618 650000
ANADARKO PETRO CORP COM 032511107 7202 183200 SH DEFINED 0131 183200
ANADARKO PETRO CORP COM 032511107 1060 26952 SH DEFINED 0103 26952
ANALOG DEVICES COM 032654105 2168 135000 SH DEFINED 0128 135000
ANDREW CORP COM 034425108 4571 345000 SH DEFINED 0128 345000
ANDREW CORP COM 034425108 29150 2200000 SH DEFINED 0111 2200000
ANDREW CORP COM 034425108 938 70800 SH DEFINED 0124 70800
<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
ANDREW CORP COM 034425108 3489 263300 SH DEFINED 011622 263300
ANDREW CORP COM 034425108 6723 507425 SH DEFINED 011623 507425
ANDREW CORP COM 034425108 21299 1607504 SH DEFINED 0102 1607504
ANDREW CORP COM 034425108 497 37523 SH DEFINED 0103 37523
ANDREW CORP COM 034425108 3538 267000 SH DEFINED 01 267000
ANHEUSER BUSCH CO COM 035229103 5886 109000 SH DEFINED 0125 109000
ANHEUSER BUSCH CO COM 035229103 81 1500 SH DEFINED 0102 1500
ANHEUSER BUSCH CO COM 035229103 6244 115640 SH DEFINED 0103 115640
ANNTAYLOR STORES COR COM 036115103 481 23700 SH DEFINED 0103 23700
AON CORP COM 037389103 1651 25600 SH DEFINED 0124 25600
AON CORP COM 037389103 2450 37992 SH DEFINED 0103 37992
APACHE CORP COM 037411105 592 22094 SH DEFINED 0103 22094
APAM HIGH PERF CAP COM 037461993 7374 10000 SH DEFINED 0116 10000
APOLLO GROUP INC -C COM 037604105 50175 1800000 SH DEFINED 0111 1800000
APOLLO GROUP INC -C COM 037604105 6133 220000 SH DEFINED 011516 220000
APOLLO GROUP INC -C COM 037604105 9478 340000 SH DEFINED 011614 340000
APOLLO GROUP INC -C COM 037604105 26421 947850 SH DEFINED 0102 947850
APOLLO GROUP INC -C COM 037604105 280 10050 SH DEFINED 0103 10050
APPALACHIAN PWR $100 PREFERRED STOCK 037735834 3371 30000 SH DEFINED 0105 30000
APPALACHIAN PWR $100 PREFERRED STOCK 037735842 1171 10000 SH DEFINED 0105 10000
APPLE COMPUTER COM 037833100 2909 76300 SH DEFINED 0124 76300
APPLE COMPUTER COM 037833100 1139 29865 SH DEFINED 0103 29865
APPLIED MATERIALS COM 038222105 15655 620000 SH DEFINED 0113 620000
APPLIED MATERIALS COM 038222105 75750 3000000 SH DEFINED 0111 3000000
APPLIED MATERIALS COM 038222105 11994 475000 SH DEFINED 0107 475000
APPLIED MATERIALS COM 038222105 4939 195600 SH DEFINED 011622 195600
APPLIED MATERIALS COM 038222105 10989 435200 SH DEFINED 011623 435200
APPLIED MATERIALS COM 038222105 183 7200 SH DEFINED 0102 7200
APPLIED MATERIALS COM 038222105 11741 465000 SH DEFINED 0131 465000
APPLIED MATERIALS COM 038222105 2565 101582 SH DEFINED 0103 101582
APPLIED MATERIALS COM 038222105 5382 213154 SH DEFINED 01 213154
APPLIED POWER CL A COM 038225108 734 26870 SH DEFINED 0103 26870
ARCHER DANIELS MDLND COM 039483102 2250 134301 SH DEFINED 0103 134301
ARDEN REALTY INC COM 039793104 5578 250000 SH DEFINED 0128 250000
ARENA BRANDS HLD CRP COM 03999M207 2389 111111 SH DEFINED 0109 111111
ARIZONA PUB SVC CO PREFERRED STOCK 040555831 3715 38100 SH DEFINED 01 38100
ARMCO INC COM 042170100 424 84544 SH DEFINED 0103 84544
ARMSTRONG WORLD IND COM 042476101 482 9000 SH DEFINED 0103 9000
ARTERIAL VASCULAR EN COM 043013101 9990 270000 SH DEFINED 0108 270000
ARTERIAL VASCULAR EN COM 043013101 6475 175000 SH DEFINED 0128 175000
ARTERIAL VASCULAR EN COM 043013101 3700 100000 SH DEFINED 011619 100000
ARTERIAL VASCULAR EN COM 043013101 2775 75000 SH DEFINED 011620 75000
ARTERIAL VASCULAR EN COM 043013101 14800 400000 SH DEFINED 011614 400000
ARTERIAL VASCULAR EN COM 043013101 34 907 SH DEFINED 0102 907
ARTERIAL VASCULAR EN COM 043013101 7400 200000 SH DEFINED 0131 200000
ARTERIAL VASCULAR EN COM 043013101 777 21000 SH DEFINED 01 21000
ASA HOLDINGS INC COM 04338Q107 26884 757300 SH DEFINED 0102 757300
ASA HOLDINGS INC COM 04338Q107 323 9100 SH DEFINED 0103 9100
ASARCO INC COM 043413103 171 8917 SH DEFINED 0103 8917
ASCEND COMM COM 043491109 2011 44200 SH DEFINED 0124 44200
<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
ASCEND COMM COM 043491109 7599 167000 SH DEFINED 0125 167000
ASCEND COMM COM 043491109 6825 150000 SH DEFINED 011619 150000
ASCEND COMM COM 043491109 13650 300000 SH DEFINED 011614 300000
ASCEND COMM COM 043491109 14576 320415 SH DEFINED 0102 320415
ASCEND COMM COM 043491109 13650 300000 SH DEFINED 0131 300000
ASCEND COMM COM 043491109 2452 53890 SH DEFINED 0103 53890
ASCEND COMM COM 043491109 546 12000 SH DEFINED 01 12000
ASHLAND INC COM 044204105 785 16967 SH DEFINED 0103 16967
ASIA PULP&PAPER CO COM 04516V100 5 1000 SH DEFINED 011618 1000
ASPECT TELECOMMUNICA COM 045237104 10080 420000 SH DEFINED 011614 420000
ASPECT TELECOMMUNICA COM 045237104 19665 819300 SH DEFINED 0102 819300
ASPECT TELECOMMUNICA COM 045237104 759 31650 SH DEFINED 0103 31650
AT HOME CORP SER A COM 045919107 4788 100000 SH DEFINED 011614 100000
ASSOC FIRST CORP COM 046008108 52200 800000 SH DEFINED 0130 800000
ASSOC FIRST CORP COM 046008108 97875 1500000 SH DEFINED 0126 1500000
ASSOC FIRST CORP COM 046008108 2851 43700 SH DEFINED 0124 43700
ASSOC FIRST CORP COM 046008108 22400 343300 SH DEFINED 0125 343300
ASSOC FIRST CORP COM 046008108 6525 100000 SH DEFINED 011622 100000
ASSOC FIRST CORP COM 046008108 13050 200000 SH DEFINED 011623 200000
ASSOC FIRST CORP COM 046008108 39150 600000 SH DEFINED 011516 600000
ASSOC FIRST CORP COM 046008108 44273 678534 SH DEFINED 0102 678534
ASSOC FIRST CORP COM 046008108 7155 109647 SH DEFINED 0103 109647
ASSOC FIRST CORP COM 046008108 392 6000 SH DEFINED 01 6000
ASTORIA FINL CORP COM 046265104 4213 100000 SH DEFINED 011619 100000
ASTORIA FINL CORP COM 046265104 11374 270000 SH DEFINED 011614 270000
ASTORIA FINL CORP COM 046265104 6951 165000 SH DEFINED 0131 165000
ATHENA NEUROSCIENCE CONV BOND 046854AB1 3736 3100000 PRN DEFINED 0104 3100000
ATHENA NEUROSCIENCE CONV BOND 046854AB1 1928 1600000 PRN DEFINED 011621 1600000
ATHENA NEUROSCIENCE CONV BOND 046854AB1 1928 1600000 PRN DEFINED 011618 1600000
ATLANTIC RICHFIELD COM 048825103 5114 72085 SH DEFINED 0103 72085
AURORA FOODS COM 05164B106 6875 500000 SH DEFINED 011619 500000
AURORA FOODS COM 05164B106 527 38300 SH DEFINED 0102 38300
AURORA FOODS COM 05164B106 2406 175000 SH DEFINED 0131 175000
AURORA FOODS COM 05164B106 462 33600 SH DEFINED 0103 33600
AUSTRALIS HLDING WTS COM 05258A113 0 13400 SH DEFINED 0109 13400
AUTO DESK COM 052769106 276 10510 SH DEFINED 0103 10510
AUTOMATIC DATA PROC. COM 053015103 97175 1300000 SH DEFINED 0126 1300000
AUTOMATIC DATA PROC. COM 053015103 7161 95800 SH DEFINED 0124 95800
AUTOMATIC DATA PROC. COM 053015103 28659 383400 SH DEFINED 0125 383400
AUTOMATIC DATA PROC. COM 053015103 44850 600000 SH DEFINED 011516 600000
AUTOMATIC DATA PROC. COM 053015103 62461 835619 SH DEFINED 0102 835619
AUTOMATIC DATA PROC. COM 053015103 7011 93798 SH DEFINED 0103 93798
AUTOMATIC DATA PROC. COM 053015103 6618 88535 SH DEFINED 01 88535
AUTOZONE COM 053332102 2820 114501 SH DEFINED 0102 114501
AUTOZONE COM 053332102 846 34371 SH DEFINED 0103 34371
AVERY DENNISON CORP COM 053611109 1158 26517 SH DEFINED 0103 26517
AVIATION SALES CO COM 053672101 15641 540500 SH DEFINED 0106 540500
AVON PRODUCTS COM 054303102 1665 59328 SH DEFINED 0103 59328
BB&T CORP COM 054937107 1912 63882 SH DEFINED 0103 63882
BCE INC COM 05534B109 12432 445000 SH DEFINED 0113 445000
<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
BCE INC COM 05534B109 8381 300000 SH DEFINED 0132 300000
BCE INC COM 05534B109 13080 468200 SH DEFINED 0135 468200
BCE INC COM 05534B109 9638 345000 SH DEFINED 0107 345000
BCE INC COM 05534B109 9778 350000 SH DEFINED 011618 350000
BCE INC COM 05534B109 9499 340000 SH DEFINED 0131 340000
BCE INC COM 05534B109 363 13000 SH DEFINED 0103 13000
BIG BANK GDANSKI COM 055466205 1102 88000 SH DEFINED 0124 88000
BJ'S WHOLESALE CLUB COM 05548J106 2030 55230 SH DEFINED 0103 55230
BJ SERVICES CO COM 055482103 7636 469900 SH DEFINED 0107 469900
BMC SOFTWARE INC COM 055921100 9910 165000 SH DEFINED 0108 165000
BMC SOFTWARE INC COM 055921100 192200 3200000 SH DEFINED 0126 3200000
BMC SOFTWARE INC COM 055921100 84088 1400000 SH DEFINED 011516 1400000
BMC SOFTWARE INC COM 055921100 12013 200000 SH DEFINED 011619 200000
BMC SOFTWARE INC COM 055921100 4805 80000 SH DEFINED 011620 80000
BMC SOFTWARE INC COM 055921100 22824 380000 SH DEFINED 011614 380000
BMC SOFTWARE INC COM 055921100 111274 1852650 SH DEFINED 0102 1852650
BMC SOFTWARE INC COM 055921100 32722 544800 SH DEFINED 0131 544800
BMC SOFTWARE INC COM 055921100 7068 117680 SH DEFINED 0103 117680
BAKER HUGHES COM 057224107 22059 1053491 SH DEFINED 0102 1053491
BAKER HUGHES COM 057224107 1712 81787 SH DEFINED 0103 81787
BAKER HUGHES COM 057224107 4041 193000 SH DEFINED 01 193000
BALDOR ELECTRIC COM 057741100 4848 221600 SH DEFINED 0108 221600
BALDOR ELECTRIC COM 057741100 1660 75900 SH DEFINED 011620 75900
BALL CORP COM 058498106 238 6765 SH DEFINED 0103 6765
BALTIMORE GAS & ELEC COM 059165100 6675 200000 SH DEFINED 0132 200000
BALTIMORE GAS & ELEC COM 059165100 8237 246800 SH DEFINED 0124 246800
BALTIMORE GAS & ELEC COM 059165100 10470 313700 SH DEFINED 0125 313700
BALTIMORE GAS & ELEC COM 059165100 1495 44793 SH DEFINED 0103 44793
BANC ONE CORP COM 059438101 11543 270800 SH DEFINED 0124 270800
BANC ONE CORP COM 059438101 29953 702700 SH DEFINED 0125 702700
BANC ONE CORP COM 059438101 36072 846270 SH DEFINED 0102 846270
BANC ONE CORP COM 059438101 8360 196148 SH DEFINED 0103 196148
BANK OF NEW YORK COM 064057102 4613 168516 SH DEFINED 0103 168516
BANKBOSTON CORP COM 06605R106 3960 120000 SH DEFINED 0108 120000
BANKBOSTON CORP COM 06605R106 39600 1200000 SH DEFINED 0111 1200000
BANKBOSTON CORP COM 06605R106 5240 158800 SH DEFINED 0135 158800
BANKBOSTON CORP COM 06605R106 34485 1045000 SH DEFINED 0107 1045000
BANKBOSTON CORP COM 06605R106 2640 80000 SH DEFINED 011622 80000
BANKBOSTON CORP COM 06605R106 5280 160000 SH DEFINED 011623 160000
BANKBOSTON CORP COM 06605R106 2970 90000 SH DEFINED 011620 90000
BANKBOSTON CORP COM 06605R106 2191 66404 SH DEFINED 0103 66404
BANK AMERICA CORP COM 066050105 30063 500000 SH DEFINED 0130 500000
BANK AMERICA CORP COM 066050105 156325 2600000 SH DEFINED 0126 2600000
BANK AMERICA CORP COM 066050105 48401 805000 SH DEFINED 0113 805000
BANK AMERICA CORP COM 066050105 72150 1200000 SH DEFINED 0111 1200000
BANK AMERICA CORP COM 066050105 13690 227700 SH DEFINED 0124 227700
BANK AMERICA CORP COM 066050105 25391 422300 SH DEFINED 0125 422300
BANK AMERICA CORP COM 066050105 12025 200000 SH DEFINED 0135 200000
BANK AMERICA CORP COM 066050105 21495 357500 SH DEFINED 0107 357500
BANK AMERICA CORP COM 066050105 24050 400000 SH DEFINED 011618 400000
<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
BANK AMERICA CORP COM 066050105 145206 2415169 SH DEFINED 0102 2415169
BANK AMERICA CORP COM 066050105 38029 632500 SH DEFINED 0131 632500
BANK AMERICA CORP COM 066050105 12703 211284 SH DEFINED 0103 211284
BANK AMERICA CORP COM 066050105 15050 250300 SH DEFINED 01 250300
BANKERS TRUST NY COM 066365107 1272 21557 SH DEFINED 0103 21557
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 471 12764 SH DEFINED 0103 12764
BARNES & NOBLE COM 067774109 12755 472400 SH DEFINED 0108 472400
BARNES & NOBLE COM 067774109 4409 163300 SH DEFINED 011620 163300
BARNES & NOBLE COM 067774109 5400 200000 SH DEFINED 011614 200000
BARRICK GOLD INC COM 067901108 4200 210000 SH DEFINED 0127 210000
BARRICK GOLD INC COM 067901108 1681 84031 SH DEFINED 0103 84031
BARON ASSET COM 068278100 12779 319781 SH DEFINED 0103 319781
BASSETT FURN IND. COM 070203104 430 14711 SH DEFINED 0102 14711
BATTLE MT GOLD CO COM 071593107 2425 400000 SH DEFINED 0127 400000
BATTLE MT GOLD CO COM 071593107 314 51820 SH DEFINED 0103 51820
BAUSCH & LOMB COM 071707103 492 12494 SH DEFINED 0103 12494
BAXTER INTL INC COM 071813109 44625 750000 SH DEFINED 0130 750000
BAXTER INTL INC COM 071813109 34510 580000 SH DEFINED 0113 580000
BAXTER INTL INC COM 071813109 5706 95900 SH DEFINED 0124 95900
BAXTER INTL INC COM 071813109 31333 526600 SH DEFINED 0125 526600
BAXTER INTL INC COM 071813109 31297 526000 SH DEFINED 0107 526000
BAXTER INTL INC COM 071813109 217315 3652394 SH DEFINED 0102 3652394
BAXTER INTL INC COM 071813109 29601 497500 SH DEFINED 0131 497500
BAXTER INTL INC COM 071813109 8100 136126 SH DEFINED 0103 136126
BAXTER INTL INC COM 071813109 11094 186460 SH DEFINED 01 186460
GREAT BAY POWER CORP COM 072728108 0 28 SH DEFINED 011621 28
BEA SYSTEMS 144A CVT CONV BOND 073325AA0 9413 10000000 PRN DEFINED 011614 10000000
BEA SYSTEMS INC COM 073325102 14056 650000 SH DEFINED 0106 650000
BEA SYSTEMS INC COM 073325102 10813 500000 SH DEFINED 011619 500000
BEA SYSTEMS INC COM 073325102 5406 250000 SH DEFINED 0131 250000
BEAR STEARNS COM 073902108 786 25400 SH DEFINED 0103 25400
BECTON DICKINSON COM 075887109 2287 55620 SH DEFINED 0103 55620
BED BATH & BEYOND IN COM 075896100 12856 550000 SH DEFINED 0108 550000
BED BATH & BEYOND IN COM 075896100 14025 600000 SH DEFINED 0106 600000
BED BATH & BEYOND IN COM 075896100 3039 130000 SH DEFINED 011620 130000
BED BATH & BEYOND IN COM 075896100 7013 300000 SH DEFINED 0131 300000
BELL ATLANTIC FIN`L CONV BOND 07785GAB6 7111 7000000 PRN DEFINED 0132 7000000
BELL ATLANTIC COM 077853109 29063 600000 SH DEFINED 0130 600000
BELL ATLANTIC COM 077853109 2175 44900 SH DEFINED 0124 44900
BELL ATLANTIC COM 077853109 16947 349880 SH DEFINED 0103 349880
BELL TECHNOLOGY WT COM 07814V136 171 17075 SH DEFINED 0109 17075
BELL TECHNOLOGY WT COM 07814V136 34 3410 SH DEFINED 0124 3410
BELL TECHNOLOGY WT COM 07814V136 34 3410 SH DEFINED 011621 3410
BELL SOUTH COM 079860102 37625 500000 SH DEFINED 0130 500000
BELL SOUTH COM 079860102 376250 5000000 SH DEFINED 0126 5000000
BELL SOUTH COM 079860102 36873 490000 SH DEFINED 0113 490000
<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
BELL SOUTH COM 079860102 52675 700000 SH DEFINED 0132 700000
BELL SOUTH COM 079860102 9670 128500 SH DEFINED 0124 128500
BELL SOUTH COM 079860102 21735 288841 SH DEFINED 0125 288841
BELL SOUTH COM 079860102 28520 379000 SH DEFINED 0107 379000
BELL SOUTH COM 079860102 997 13249 SH DEFINED 0102 13249
BELL SOUTH COM 079860102 28219 375000 SH DEFINED 0131 375000
BELL SOUTH COM 079860102 19004 252545 SH DEFINED 0103 252545
BELL SOUTH COM 079860102 23824 316592 SH DEFINED 01 316592
A.H. BELO SER A COM 080555105 8200 410000 SH DEFINED 0108 410000
A.H. BELO SER A COM 080555105 3000 150000 SH DEFINED 011620 150000
A.H. BELO SER A COM 080555105 32911 1645550 SH DEFINED 0102 1645550
A.H. BELO SER A COM 080555105 397 19850 SH DEFINED 0103 19850
BEMIS CO. COM 081437105 5259 150000 SH DEFINED 0128 150000
BEMIS CO. COM 081437105 420 11986 SH DEFINED 0103 11986
BENEDEK COM WARRANTS WARRANT 08170W114 140 70000 SH DEFINED 0109 70000
BERKSHIRE HATHAWAY CONV BOND 084670AF5 2155 1750000 PRN DEFINED 0104 1750000
BERKSHIRE HATHAWAY CONV BOND 084670AF5 1077 875000 PRN DEFINED 011621 875000
BERKSHIRE HATHAWAY CONV BOND 084670AF5 1077 875000 PRN DEFINED 011618 875000
BEST BUY CO COM 086516101 3 72 SH DEFINED 0102 72
BESTFOODS COM 08658U101 29014 599000 SH DEFINED 0113 599000
BESTFOODS COM 08658U101 10269 212000 SH DEFINED 0124 212000
BESTFOODS COM 08658U101 27198 561500 SH DEFINED 0125 561500
BESTFOODS COM 08658U101 34100 704000 SH DEFINED 0107 704000
BESTFOODS COM 08658U101 71509 1476331 SH DEFINED 0102 1476331
BESTFOODS COM 08658U101 23686 489000 SH DEFINED 0131 489000
BESTFOODS COM 08658U101 5807 119870 SH DEFINED 0103 119870
BESTFOODS COM 08658U101 6424 132627 SH DEFINED 01 132627
BETHLEHEM STEEL COM 087509105 239 28960 SH DEFINED 0103 28960
BEVERLY ENTERPRISES COM 087851309 4920 615000 SH DEFINED 0128 615000
BINDVIEW DEVEL CORP COM 090327107 4025 200000 SH DEFINED 011619 200000
BIOMET COM 090613100 1963 56600 SH DEFINED 0102 56600
BIOMET COM 090613100 873 25161 SH DEFINED 0103 25161
BLACK & DECKER COM 091797100 877 21063 SH DEFINED 0103 21063
BLACK HILLS CORP COM 092113109 4031 150000 SH DEFINED 0132 150000
BLOCK H&R INC COM 093671105 4 100 SH DEFINED 0102 100
BLOCK H&R INC COM 093671105 1125 27191 SH DEFINED 0103 27191
BLUE CIRCLE COM 095342408 2288 508336 SH DEFINED 0103 508336
BOEING COM 097023105 17328 505000 SH DEFINED 011618 505000
BOEING COM 097023105 7833 228278 SH DEFINED 0103 228278
BOEING COM 097023105 5421 158000 SH DEFINED 01 158000
BOISE CASCADE COM 097383103 320 12629 SH DEFINED 0103 12629
BORON LEPORE & ASSOC COM 10001P102 5018 132500 SH DEFINED 011619 132500
BOSTON PROPERTIES IN COM 101121101 10545 370000 SH DEFINED 0113 370000
BOSTON PROPERTIES IN COM 101121101 7980 280000 SH DEFINED 0131 280000
BOSTON PROPERTIES IN COM 101121101 325 11400 SH DEFINED 0103 11400
BOSTON SCIENTIFIC COM 101137107 61650 1200000 SH DEFINED 0126 1200000
BOSTON SCIENTIFIC COM 101137107 51375 1000000 SH DEFINED 0111 1000000
BOSTON SCIENTIFIC COM 101137107 1670 32500 SH DEFINED 0124 32500
BOSTON SCIENTIFIC COM 101137107 9227 179600 SH DEFINED 0125 179600
BOSTON SCIENTIFIC COM 101137107 2569 50000 SH DEFINED 011622 50000
<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
BOSTON SCIENTIFIC COM 101137107 6422 125000 SH DEFINED 011623 125000
BOSTON SCIENTIFIC COM 101137107 7706 150000 SH DEFINED 011618 150000
BOSTON SCIENTIFIC COM 101137107 12954 252083 SH DEFINED 0102 252083
BOSTON SCIENTIFIC COM 101137107 2823 54946 SH DEFINED 0103 54946
BOSTON SCIENTIFIC COM 101137107 10635 207000 SH DEFINED 01 207000
BRIGGS & STRATTON COM 109043109 221 5379 SH DEFINED 0103 5379
BRIGHTSTAR INFORMATI COM 10947N104 1225 200000 SH DEFINED 011619 200000
BRISTOL MYERS SQUIBB COM 110122108 51938 500000 SH DEFINED 0130 500000
BRISTOL MYERS SQUIBB COM 110122108 322013 3100000 SH DEFINED 0126 3100000
BRISTOL MYERS SQUIBB COM 110122108 19238 185200 SH DEFINED 0124 185200
BRISTOL MYERS SQUIBB COM 110122108 57412 552700 SH DEFINED 0125 552700
BRISTOL MYERS SQUIBB COM 110122108 83100 800000 SH DEFINED 011516 800000
BRISTOL MYERS SQUIBB COM 110122108 31163 300000 SH DEFINED 011618 300000
BRISTOL MYERS SQUIBB COM 110122108 107961 1039360 SH DEFINED 0102 1039360
BRISTOL MYERS SQUIBB COM 110122108 27080 260701 SH DEFINED 0103 260701
BRISTOL MYERS SQUIBB COM 110122108 8242 79348 SH DEFINED 01 79348
BROWN FORMAN CL B COM 115637209 923 15377 SH DEFINED 0103 15377
BROWNING FERRIS IND COM 115885105 30704 1015000 SH DEFINED 0113 1015000
BROWNING FERRIS IND COM 115885105 21175 700000 SH DEFINED 0107 700000
BROWNING FERRIS IND COM 115885105 22234 735000 SH DEFINED 0131 735000
BROWNING FERRIS IND COM 115885105 2032 67180 SH DEFINED 0103 67180
BRUNSWICK CORP COM 117043109 289 22367 SH DEFINED 0103 22367
BUILDING ONE SERVICE COM 120114103 3713 300000 SH DEFINED 011619 300000
BUILDING ONE SERVICE COM 120114103 7239 585000 SH DEFINED 011614 585000
BUILDING ONE SERVICE COM 120114103 1238 100000 SH DEFINED 0131 100000
BURLINGTON N SANTA COM 12189T104 35840 1120000 SH DEFINED 0113 1120000
BURLINGTON N SANTA COM 12189T104 4512 141000 SH DEFINED 0124 141000
BURLINGTON N SANTA COM 12189T104 15360 480000 SH DEFINED 0125 480000
BURLINGTON N SANTA COM 12189T104 16000 500000 SH DEFINED 011516 500000
BURLINGTON N SANTA COM 12189T104 17102 534478 SH DEFINED 0102 534478
BURLINGTON N SANTA COM 12189T104 26080 815000 SH DEFINED 0131 815000
BURLINGTON N SANTA COM 12189T104 5646 176420 SH DEFINED 0103 176420
BURLINGTON RESOURCES COM 122014103 1485 39744 SH DEFINED 0103 39744
CBS RADIO CVT PFD 7% PREFERRED STOCK 124847104 1609 20500 SH DEFINED 011620 20500
CBT GROUP PLC ADR COM 124853300 5400 400000 SH DEFINED 0131 400000
CBS CORP COM 12490K107 24250 1000000 SH DEFINED 0130 1000000
CBS CORP COM 12490K107 11398 470000 SH DEFINED 0108 470000
CBS CORP COM 12490K107 145500 6000000 SH DEFINED 0126 6000000
CBS CORP COM 12490K107 14639 603650 SH DEFINED 0113 603650
CBS CORP COM 12490K107 2915 120200 SH DEFINED 0124 120200
CBS CORP COM 12490K107 20397 841100 SH DEFINED 0125 841100
CBS CORP COM 12490K107 60625 2500000 SH DEFINED 011516 2500000
CBS CORP COM 12490K107 4244 175000 SH DEFINED 011620 175000
CBS CORP COM 12490K107 8415 347000 SH DEFINED 011614 347000
CBS CORP COM 12490K107 55791 2300609 SH DEFINED 0102 2300609
CBS CORP COM 12490K107 11259 464300 SH DEFINED 0131 464300
CBS CORP COM 12490K107 12613 520121 SH DEFINED 0103 520121
CBS CORP COM 12490K107 8010 330310 SH DEFINED 01 330310
CDW COMPUTER CENTERS COM 125129106 20102 377500 SH DEFINED 011619 377500
CDW COMPUTER CENTERS COM 125129106 15895 298500 SH DEFINED 0131 298500
<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
CFM MAJESTIC COM 12525R101 262 51313 SH DEFINED 0103 51313
CH ROBINSON WORLDWID COM 12541W100 5031 250000 SH DEFINED 011619 250000
CIGNA CORP COM 125509109 3167 47887 SH DEFINED 0103 47887
C.I.T. GROUP CL A COM 125577106 25625 1000000 SH DEFINED 0130 1000000
C.I.T. GROUP CL A COM 125577106 9527 371800 SH DEFINED 0108 371800
C.I.T. GROUP CL A COM 125577106 8456 330000 SH DEFINED 0128 330000
C.I.T. GROUP CL A COM 125577106 1281 50000 SH DEFINED 011620 50000
C.I.T. GROUP CL A COM 125577106 12813 500000 SH DEFINED 011614 500000
CKE RESTAURANTS INC. COM 12561E105 7630 256482 SH DEFINED 0103 256482
CMAC INVESTMENT CORP COM 125662106 4772 109700 SH DEFINED 011614 109700
CMAC INVESTMENT CORP COM 125662106 23 548 SH DEFINED 0102 548
CMAC INVESTMENT CORP COM 125662106 566 13000 SH DEFINED 01 13000
CMS ENERGY CORP COM 125896100 13069 300000 SH DEFINED 0130 300000
CMS ENERGY CORP COM 125896100 130688 3000000 SH DEFINED 0126 3000000
CMS ENERGY CORP COM 125896100 33761 775000 SH DEFINED 0113 775000
CMS ENERGY CORP COM 125896100 23959 550000 SH DEFINED 0132 550000
CMS ENERGY CORP COM 125896100 19603 450000 SH DEFINED 0107 450000
CMS ENERGY CORP COM 125896100 27009 620000 SH DEFINED 0131 620000
CMS ENERGY CORP COM 125896100 1085 24900 SH DEFINED 0103 24900
CPI CORP COM 125902106 1780 75164 SH DEFINED 0103 75164
CSC HOLDINGS INC PREFERRED STOCK 126304401 33363 303993 SH DEFINED 0109 303993
CSG SYSTEMS COM 126349109 6638 150000 SH DEFINED 011619 150000
CSG SYSTEMS COM 126349109 4425 100000 SH DEFINED 0131 100000
CSX CORP COM 126408103 2080 49454 SH DEFINED 0103 49454
CVS CORP COM 126650100 7343 167600 SH DEFINED 0108 167600
CVS CORP COM 126650100 197156 4500000 SH DEFINED 0126 4500000
CVS CORP COM 126650100 6331 144500 SH DEFINED 0124 144500
CVS CORP COM 126650100 19058 435000 SH DEFINED 0125 435000
CVS CORP COM 126650100 65719 1500000 SH DEFINED 011516 1500000
CVS CORP COM 126650100 8763 200000 SH DEFINED 011619 200000
CVS CORP COM 126650100 7448 170000 SH DEFINED 011620 170000
CVS CORP COM 126650100 66583 1519621 SH DEFINED 0102 1519621
CVS CORP COM 126650100 5436 124066 SH DEFINED 0103 124066
CVS CORP COM 126650100 9881 225525 SH DEFINED 01 225525
CABLETRON SYSTEMS COM 126920107 404 35878 SH DEFINED 0103 35878
CAMBRDG TECH PRTNS COM 132524109 3 142 SH DEFINED 0102 142
CAMPBELL RESOURCE WT COM 134422161 5 250000 SH DEFINED 0127 250000
CAMPBELL SOUP COM 134429109 5109 101791 SH DEFINED 0103 101791
CAPITAL ONE FINL COR COM 14040H105 475 4600 SH DEFINED 0102 4600
CAPITAL ONE FINL COR COM 14040H105 52914 511239 SH DEFINED 0103 511239
CAPITAL RE CORP COM 140432105 1722 62900 SH DEFINED 011619 62900
CAPSTAR BROADCASTING COM 14067G105 7578 490900 SH DEFINED 011614 490900
CARDINAL HEALTH COM 14149Y108 258125 2500000 SH DEFINED 0126 2500000
CARDINAL HEALTH COM 14149Y108 18069 175000 SH DEFINED 011618 175000
CARDINAL HEALTH COM 14149Y108 90647 877959 SH DEFINED 0102 877959
CARDINAL HEALTH COM 14149Y108 15488 150000 SH DEFINED 0131 150000
CARDINAL HEALTH COM 14149Y108 5390 52207 SH DEFINED 0103 52207
CARDINAL HEALTH COM 14149Y108 12080 117000 SH DEFINED 01 117000
CARNIVAL CORP COM 143658102 63625 2000000 SH DEFINED 011516 2000000
CARNIVAL CORP COM 143658102 37 1156 SH DEFINED 0102 1156
<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
CARNIVAL CORP COM 143658102 7953 250000 SH DEFINED 0131 250000
CARNIVAL CORP COM 143658102 159 5000 SH DEFINED 01 5000
CAROLINA POWER & LT COM 144141108 16166 350000 SH DEFINED 0130 350000
CAROLINA POWER & LT COM 144141108 27020 585000 SH DEFINED 0113 585000
CAROLINA POWER & LT COM 144141108 9238 200000 SH DEFINED 0128 200000
CAROLINA POWER & LT COM 144141108 23094 500000 SH DEFINED 0132 500000
CAROLINA POWER & LT COM 144141108 4314 93400 SH DEFINED 0124 93400
CAROLINA POWER & LT COM 144141108 9672 209400 SH DEFINED 0125 209400
CAROLINA POWER & LT COM 144141108 21477 465000 SH DEFINED 0131 465000
CAROLINA POWER & LT COM 144141108 2941 63690 SH DEFINED 0103 63690
CASE CORP COM 14743R103 9202 423100 SH DEFINED 0113 423100
CASE CORP COM 14743R103 7143 328400 SH DEFINED 0131 328400
CASE CORP COM 14743R103 660 30351 SH DEFINED 0103 30351
CATALYTICA INC. COM 148885106 9746 690000 SH DEFINED 011614 690000
CATERPILLAR INC COM 149123101 3679 82559 SH DEFINED 0103 82559
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 2623 225600 SH DEFINED 0124 225600
CENDANT CORP COM 151313103 15694 1350000 SH DEFINED 011618 1350000
CENDANT CORP COM 151313103 30212 2598820 SH DEFINED 0102 2598820
CENDANT CORP COM 151313103 2541 218540 SH DEFINED 0103 218540
CENDANT CORP COM 151313103 751 64600 SH DEFINED 01 64600
CENTEX CORPORATION COM 152312104 452 13105 SH DEFINED 0103 13105
CENTOCOR INC COM 152342101 35718 901400 SH DEFINED 0102 901400
CENTOCOR INC COM 152342101 400 10100 SH DEFINED 0103 10100
CENTRAL & S W COM 152357109 1370 47981 SH DEFINED 0103 47981
CENTRAL PARKING COM 154785109 10428 207000 SH DEFINED 011614 207000
CENTRAL PARKING COM 154785109 19759 392250 SH DEFINED 0102 392250
CENTRAL PARKING COM 154785109 3985 79100 SH DEFINED 0131 79100
CENTRAL PARKING COM 154785109 232 4600 SH DEFINED 0103 4600
CENTRAL PARKING CONV PFD STOCK 154787303 5303 203000 SH DEFINED 011614 203000
CENTRAL VT PUB SRV COM 155771108 3253 300840 SH DEFINED 0103 300840
CENTURA BKS INC COM 15640T100 12679 201665 SH DEFINED 0102 201665
CENTURA BKS INC COM 15640T100 8793 139850 SH DEFINED 0131 139850
CENTURA BKS INC COM 15640T100 688 10950 SH DEFINED 0103 10950
CENTURY BUSINESS SRV COM 156464992 13244 650000 SH DEFINED 011618 650000
CENTURY TELEPHONE EN COM 156686107 33075 700000 SH DEFINED 0132 700000
CERIDIAN CORP COM 15677T106 941 16399 SH DEFINED 0103 16399
CHAMPION INTL COM 158525105 678 21648 SH DEFINED 0103 21648
CHANCELLOR MEDIA COM 158915108 16688 500000 SH DEFINED 0130 500000
CHANCELLOR MEDIA COM 158915108 8010 240000 SH DEFINED 0108 240000
CHANCELLOR MEDIA COM 158915108 8344 250000 SH DEFINED 011619 250000
CHANCELLOR MEDIA COM 158915108 5006 150000 SH DEFINED 011620 150000
CHANCELLOR MEDIA COM 158915108 20025 600000 SH DEFINED 011614 600000
CHANCELLOR MEDIA COM 158915108 39347 1178900 SH DEFINED 0102 1178900
CHANCELLOR MEDIA COM 158915108 20025 600000 SH DEFINED 0131 600000
CHANCELLOR MEDIA COM 158915108 1512 45300 SH DEFINED 0103 45300
CHANCELLOR MEDIA COM 158915108 868 26000 SH DEFINED 01 26000
CHARTER ONE FINL INC COM 160903100 10945 440000 SH DEFINED 0128 440000
<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
CHASE MAHATTAN NEW COM 16161A108 2124 49100 SH DEFINED 0124 49100
CHASE MAHATTAN NEW COM 16161A108 272 6300 SH DEFINED 0102 6300
CHASE MAHATTAN NEW COM 16161A108 8330 192604 SH DEFINED 0103 192604
CHEVRON CORP COM 166751107 51278 610000 SH DEFINED 0113 610000
CHEVRON CORP COM 166751107 7095 84400 SH DEFINED 0124 84400
CHEVRON CORP COM 166751107 40770 485000 SH DEFINED 0107 485000
CHEVRON CORP COM 166751107 37688 448320 SH DEFINED 0102 448320
CHEVRON CORP COM 166751107 40770 485000 SH DEFINED 0131 485000
CHEVRON CORP COM 166751107 14494 172411 SH DEFINED 0103 172411
CHIREX INC COM 170038103 12833 1075000 SH DEFINED 0106 1075000
CHRYSLER COM 171196108 862 18000 SH DEFINED 0124 18000
CHRYSLER COM 171196108 28007 585000 SH DEFINED 0107 585000
CHRYSLER COM 171196108 12 250 SH DEFINED 0102 250
CHRYSLER COM 171196108 6996 146130 SH DEFINED 0103 146130
CHUBB CORP COM 171232101 2348 37263 SH DEFINED 0103 37263
CIENA CORPORATION COM 171779101 89 6200 SH DEFINED 0102 6200
CINCINNATI BELL INC COM 171870108 52000 2000000 SH DEFINED 0126 2000000
CINCINNATI BELL INC COM 171870108 10920 420000 SH DEFINED 0128 420000
CINCINNATI BELL INC COM 171870108 15600 600000 SH DEFINED 0132 600000
CINCINNATI BELL INC COM 171870108 5200 200000 SH DEFINED 011619 200000
CINCINNATI BELL INC COM 171870108 7150 275000 SH DEFINED 0131 275000
CINCINNATI FINANCIAL COM 172062101 1155 37554 SH DEFINED 0103 37554
CINCINNATI MILACRON COM 172172108 137 8854 SH DEFINED 0103 8854
CINERGY CORP COM 172474108 13388 350000 SH DEFINED 0132 350000
CINERGY CORP COM 172474108 1361 35576 SH DEFINED 0103 35576
CIRCUIT CITY COM 172737108 14158 425000 SH DEFINED 0106 425000
CIRCUIT CITY COM 172737108 43356 1301500 SH DEFINED 011516 1301500
CIRCUIT CITY COM 172737108 2540 76257 SH DEFINED 0102 76257
CIRCUIT CITY COM 172737108 741 22234 SH DEFINED 0103 22234
CISCO SYSTEMS COM 17275R102 27816 450000 SH DEFINED 0130 450000
CISCO SYSTEMS COM 17275R102 19471 315000 SH DEFINED 0108 315000
CISCO SYSTEMS COM 17275R102 509953 8250000 SH DEFINED 0126 8250000
CISCO SYSTEMS COM 17275R102 185438 3000000 SH DEFINED 0111 3000000
CISCO SYSTEMS COM 17275R102 10069 162900 SH DEFINED 0124 162900
CISCO SYSTEMS COM 17275R102 34501 558150 SH DEFINED 0125 558150
CISCO SYSTEMS COM 17275R102 17437 282100 SH DEFINED 0135 282100
CISCO SYSTEMS COM 17275R102 16689 270000 SH DEFINED 011622 270000
CISCO SYSTEMS COM 17275R102 33379 540000 SH DEFINED 011623 540000
CISCO SYSTEMS COM 17275R102 83447 1350000 SH DEFINED 011516 1350000
CISCO SYSTEMS COM 17275R102 52154 843750 SH DEFINED 011618 843750
CISCO SYSTEMS COM 17275R102 9735 157500 SH DEFINED 011619 157500
CISCO SYSTEMS COM 17275R102 4868 78750 SH DEFINED 011620 78750
CISCO SYSTEMS COM 17275R102 20862 337500 SH DEFINED 011614 337500
CISCO SYSTEMS COM 17275R102 261907 4237009 SH DEFINED 0102 4237009
CISCO SYSTEMS COM 17275R102 51695 836325 SH DEFINED 0131 836325
CISCO SYSTEMS COM 17275R102 27978 452635 SH DEFINED 0103 452635
CISCO SYSTEMS COM 17275R102 33037 534466 SH DEFINED 01 534466
CINTAS CORP COM 172908105 1333 26600 SH DEFINED 0102 26600
CINTAS CORP COM 172908105 1158 23100 SH DEFINED 0103 23100
CITICORP COM 173034109 46469 500000 SH DEFINED 0126 500000
<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
CITICORP COM 173034109 21376 230000 SH DEFINED 011618 230000
CITICORP COM 173034109 31 330 SH DEFINED 0102 330
CITICORP COM 173034109 9470 101892 SH DEFINED 0103 101892
CITICORP COM 173034109 2679 28825 SH DEFINED 01 28825
CLEAR CHANNEL COMMUN COM 184502102 57000 1200000 SH DEFINED 0130 1200000
CLEAR CHANNEL COMMUN COM 184502102 95000 2000000 SH DEFINED 0126 2000000
CLEAR CHANNEL COMMUN COM 184502102 1449 30500 SH DEFINED 0124 30500
CLEAR CHANNEL COMMUN COM 184502102 17528 369000 SH DEFINED 0125 369000
CLEAR CHANNEL COMMUN COM 184502102 47500 1000000 SH DEFINED 011516 1000000
CLEAR CHANNEL COMMUN COM 184502102 9500 200000 SH DEFINED 011614 200000
CLEAR CHANNEL COMMUN COM 184502102 85304 1795754 SH DEFINED 0102 1795754
CLEAR CHANNEL COMMUN COM 184502102 28975 610000 SH DEFINED 0131 610000
CLEAR CHANNEL COMMUN COM 184502102 5408 113842 SH DEFINED 0103 113842
CLEAR CHANNEL COMMUN COM 184502102 7790 164000 SH DEFINED 01 164000
CLEARNET COM WARRANT WARRANT 184902112 296 42240 SH DEFINED 0109 42240
CLEARNET COM WARRANT WARRANT 184902112 7 990 SH DEFINED 011620 990
CLOROX CO. COM 189054109 1932 23420 SH DEFINED 0103 23420
COACH USA, INC COM 18975L106 3093 125300 SH DEFINED 011614 125300
COASTAL CORP COM 190441105 26156 775000 SH DEFINED 0113 775000
COASTAL CORP COM 190441105 6882 203900 SH DEFINED 0128 203900
COASTAL CORP COM 190441105 23625 700000 SH DEFINED 0132 700000
COASTAL CORP COM 190441105 20250 600000 SH DEFINED 0131 600000
COASTAL CORP COM 190441105 2401 71118 SH DEFINED 0103 71118
COCA-COLA COM 191216100 30253 525000 SH DEFINED 0130 525000
COCA-COLA COM 191216100 172875 3000000 SH DEFINED 0126 3000000
COCA-COLA COM 191216100 137245 2381700 SH DEFINED 0111 2381700
COCA-COLA COM 191216100 19448 337500 SH DEFINED 0124 337500
COCA-COLA COM 191216100 43709 758500 SH DEFINED 0125 758500
COCA-COLA COM 191216100 11479 199200 SH DEFINED 011622 199200
COCA-COLA COM 191216100 23004 399200 SH DEFINED 011623 399200
COCA-COLA COM 191216100 57625 1000000 SH DEFINED 011516 1000000
COCA-COLA COM 191216100 35151 610000 SH DEFINED 011618 610000
COCA-COLA COM 191216100 94742 1644274 SH DEFINED 0102 1644274
COCA-COLA COM 191216100 34533 599264 SH DEFINED 0103 599264
COLGATE-PALMOLIVE COM 194162103 41100 600000 SH DEFINED 0130 600000
COLGATE-PALMOLIVE COM 194162103 9933 145000 SH DEFINED 0135 145000
COLGATE-PALMOLIVE COM 194162103 34250 500000 SH DEFINED 011516 500000
COLGATE-PALMOLIVE COM 194162103 70548 1029887 SH DEFINED 0102 1029887
COLGATE-PALMOLIVE COM 194162103 5066 73957 SH DEFINED 0103 73957
COLGATE-PALMOLIVE COM 194162103 8864 129400 SH DEFINED 01 129400
COLT TELECOM ADR COM 196877104 6800 200000 SH DEFINED 011619 200000
COLT TELECOM ADR COM 196877104 8840 260000 SH DEFINED 011614 260000
COLT TELECOM ADR COM 196877104 11132 327400 SH DEFINED 0131 327400
COLUMBIA ENERGY GRP COM 197648108 23450 400000 SH DEFINED 0132 400000
COLUMBIA ENERGY GRP COM 197648108 1100 18759 SH DEFINED 0103 18759
COLUMBIA HEALTHCARE COM 197677107 24035 1198000 SH DEFINED 0113 1198000
COLUMBIA HEALTHCARE COM 197677107 20022 998000 SH DEFINED 0107 998000
COLUMBIA HEALTHCARE COM 197677107 18913 942700 SH DEFINED 0131 942700
COLUMBIA HEALTHCARE COM 197677107 3635 181171 SH DEFINED 0103 181171
COMAIR HLDGS INC COM 199789108 14375 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
COMAIR HLDGS INC COM 199789108 34987 1216925 SH DEFINED 0102 1216925
COMAIR HLDGS INC COM 199789108 449 15600 SH DEFINED 0103 15600
COMCAST CORPORATION COM 200300101 2798 60000 SH DEFINED 0108 60000
COMCAST CORPORATION COM 200300101 5595 120000 SH DEFINED 011620 120000
COMCAST CORP CLA SPL COM 200300200 15020 320000 SH DEFINED 0108 320000
COMCAST CORP CLA SPL COM 200300200 3927 83660 SH DEFINED 0103 83660
COMERICA INC COM 200340107 1941 35406 SH DEFINED 0103 35406
COMERICA FRAP PREFERRED STOCK 200340503 7922 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 4924 48750 SH DEFINED 0105 48750
COMMONWEALTH EDISON PREFERRED STOCK 202990925 2619 25553 SH DEFINED 01 25553
COMM&PWR IND 144A COM 20338A108 525 3500 SH DEFINED 0109 3500
COMMUNITY FIRST BANK COM 203902101 6301 355000 SH DEFINED 0108 355000
COMMUNITY FIRST BANK COM 203902101 1899 107000 SH DEFINED 011620 107000
CLA VALE DO RIO DOCE COM 204412100 2950 200000 SH DEFINED 0124 200000
CANTV ADR COM 204421101 4335 255000 SH DEFINED 0124 255000
BUENAVENTURA ADR COM 204448104 2816 242209 SH DEFINED 0124 242209
BUENAVENTURA ADR COM 204448104 930 80000 SH DEFINED 0127 80000
COMPANIA DE TELECOMM COM 204449300 4677 244548 SH DEFINED 0124 244548
COMPAQ COMPUTER CORP COM 204493100 47438 1500000 SH DEFINED 0130 1500000
COMPAQ COMPUTER CORP COM 204493100 15971 505000 SH DEFINED 0108 505000
COMPAQ COMPUTER CORP COM 204493100 221375 7000000 SH DEFINED 0126 7000000
COMPAQ COMPUTER CORP COM 204493100 37254 1178000 SH DEFINED 0113 1178000
COMPAQ COMPUTER CORP COM 204493100 85388 2700000 SH DEFINED 0111 2700000
COMPAQ COMPUTER CORP COM 204493100 5462 172700 SH DEFINED 0124 172700
COMPAQ COMPUTER CORP COM 204493100 37096 1173000 SH DEFINED 0125 1173000
COMPAQ COMPUTER CORP COM 204493100 18605 588300 SH DEFINED 0135 588300
COMPAQ COMPUTER CORP COM 204493100 9488 300000 SH DEFINED 011622 300000
COMPAQ COMPUTER CORP COM 204493100 18975 600000 SH DEFINED 011623 600000
COMPAQ COMPUTER CORP COM 204493100 63250 2000000 SH DEFINED 011516 2000000
COMPAQ COMPUTER CORP COM 204493100 41113 1300000 SH DEFINED 011618 1300000
COMPAQ COMPUTER CORP COM 204493100 3795 120000 SH DEFINED 011620 120000
COMPAQ COMPUTER CORP COM 204493100 340654 10771495 SH DEFINED 0102 10771495
COMPAQ COMPUTER CORP COM 204493100 29538 934000 SH DEFINED 0131 934000
COMPAQ COMPUTER CORP COM 204493100 16086 508629 SH DEFINED 0103 508629
COMPAQ COMPUTER CORP COM 204493100 23460 741797 SH DEFINED 01 741797
COMPUTER ASSOC COM 204912109 2331 63000 SH DEFINED 0124 63000
COMPUTER ASSOC COM 204912109 0 0 SH DEFINED 0125
COMPUTER ASSOC COM 204912109 11100 300000 SH DEFINED 011618 300000
COMPUTER ASSOC COM 204912109 185456 5012234 SH DEFINED 0102 5012234
COMPUTER ASSOC COM 204912109 5903 159581 SH DEFINED 0103 159581
COMPUTER ASSOC COM 204912109 13580 367025 SH DEFINED 01 367025
COMPUTER SCIENCES COM 205363104 1177 21600 SH DEFINED 0124 21600
COMPUTER SCIENCES COM 205363104 13238 242900 SH DEFINED 0125 242900
COMPUTER SCIENCES COM 205363104 39684 728150 SH DEFINED 011516 728150
COMPUTER SCIENCES COM 205363104 237422 4356287 SH DEFINED 0102 4356287
COMPUTER SCIENCES COM 205363104 3741 68650 SH DEFINED 0103 68650
COMPUTER SCIENCES COM 205363104 2567 47100 SH DEFINED 01 47100
COMPUWARE COM 205638109 23550 400000 SH DEFINED 0126 400000
<PAGE> PAGE 19
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
COMPUWARE COM 205638109 26494 450000 SH DEFINED 011614 450000
COMPUWARE COM 205638109 1442 24469 SH DEFINED 0102 24469
COMPUWARE COM 205638109 8378 142300 SH DEFINED 0131 142300
COMPUWARE COM 205638109 1219 20700 SH DEFINED 0103 20700
COMPUWARE COM 205638109 7670 130270 SH DEFINED 01 130270
CONAGRA COM 205887102 7 250 SH DEFINED 0102 250
CONAGRA COM 205887102 2992 111065 SH DEFINED 0103 111065
CONCENTRIC NETWORK COM 20589R107 2100 100000 SH DEFINED 0109 100000
CONCENTRIC NETWRK WT WARRANT 20589R115 504 5600 SH DEFINED 0109 5600
CONCENTRIC NETWRK WT WARRANT 20589R115 342 3800 SH DEFINED 0124 3800
COM21 INC COM 205937105 3218 180000 SH DEFINED 011619 180000
CONSECO INC COM 208464107 2158 70618 SH DEFINED 0103 70618
CON EDISON $100 SR J PREFERRED STOCK 209111863 16313 150000 SH DEFINED 0105 150000
CON EDISON $100 SR J PREFERRED STOCK 209111863 2719 25000 SH DEFINED 01 25000
CON EDISON 7.2 SER I PREFERRED STOCK 209111871 3424 32550 SH DEFINED 0105 32550
CON EDISON 7.2 SER I PREFERRED STOCK 209111871 3208 30500 SH DEFINED 01 30500
CONSOLIDATED EDISON COM 209115104 13031 250000 SH DEFINED 0132 250000
CONSOLIDATED EDISON COM 209115104 2770 53147 SH DEFINED 0103 53147
CONSOLIDATED NAT GAS COM 209615103 1178 21610 SH DEFINED 0103 21610
CONSOLIDATED STORES COM 210149100 3729 190000 SH DEFINED 0128 190000
CONSOLIDATED STORES COM 210149100 13738 700000 SH DEFINED 0111 700000
CONSOLIDATED STORES COM 210149100 981 50000 SH DEFINED 0124 50000
CONSOLIDATED STORES COM 210149100 2159 110000 SH DEFINED 011619 110000
CONSOLIDATED STORES COM 210149100 7850 400000 SH DEFINED 011614 400000
CONSOLIDATED STORES COM 210149100 14885 758331 SH DEFINED 0102 758331
CONSOLIDATED STORES COM 210149100 3723 189700 SH DEFINED 0131 189700
CONSOLIDATED STORES COM 210149100 476 24257 SH DEFINED 0103 24257
CONSOLIDATED STORES COM 210149100 275 14000 SH DEFINED 01 14000
CONTINUCARE CONV CONV BOND 212172AA8 1341 2500000 PRN DEFINED 0104 2500000
CONTINUCARE CONV CONV BOND 212172AA8 2145 4000000 PRN DEFINED 011614 4000000
CONVERGYS CORP COM 212485106 4481 300000 SH DEFINED 011614 300000
COOPER INDUSTRIES COM 216669101 1068 26211 SH DEFINED 0103 26211
COOPER TIRE & RUBBER COM 216831107 317 17619 SH DEFINED 0103 17619
COORS ADOLPH COM 217016104 373 8113 SH DEFINED 0103 8113
CORE MATERIALS COM 218683100 40 15772 SH DEFINED 0103 15772
CORE CAP INC COM 218995108 2889 222223 SH DEFINED 0109 222223
CORN PRODUCTS INTL COM 219023108 1 42 SH DEFINED 0102 42
CORNING INC COM 219350105 1541 52354 SH DEFINED 0103 52354
PRICE COSTCO COM 22160Q102 9949 210000 SH DEFINED 0108 210000
PRICE COSTCO COM 22160Q102 99488 2100000 SH DEFINED 0126 2100000
PRICE COSTCO COM 22160Q102 28425 600000 SH DEFINED 0113 600000
PRICE COSTCO COM 22160Q102 1516 32000 SH DEFINED 0124 32000
PRICE COSTCO COM 22160Q102 7376 155700 SH DEFINED 0125 155700
PRICE COSTCO COM 22160Q102 3790 80000 SH DEFINED 011620 80000
PRICE COSTCO COM 22160Q102 14213 300000 SH DEFINED 011614 300000
PRICE COSTCO COM 22160Q102 13282 280400 SH DEFINED 0102 280400
PRICE COSTCO COM 22160Q102 21793 460000 SH DEFINED 0131 460000
PRICE COSTCO COM 22160Q102 3713 78359 SH DEFINED 0103 78359
COUNTRYWIDE CREDIT COM 222372104 1174 28193 SH DEFINED 0103 28193
COVENANT TRANSPORT COM 22284P105 3981 350000 SH DEFINED 011619 350000
<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
CRANE CO. COM 224399105 363 15433 SH DEFINED 0103 15433
CREDENCE SYST CVT CONV BOND 225302AC2 1162 1625000 PRN DEFINED 0104 1625000
CREDENCE SYST CVT CONV BOND 225302AC2 536 750000 PRN DEFINED 011621 750000
CREDENCE SYST CVT CONV BOND 225302AC2 536 750000 PRN DEFINED 011618 750000
CREDIT TRUST COM 225429109 1844 125000 SH DEFINED 011619 125000
CREDIT TRUST COM 225429109 3835 260000 SH DEFINED 011614 260000
CRESTAR FINANCIAL CO COM 226091106 16900 297800 SH DEFINED 0131 297800
CROWN CASTLE INTL COM 228227104 6738 700000 SH DEFINED 011614 700000
CROWN CORK & SEAL COM 228255105 25065 937000 SH DEFINED 011516 937000
CROWN CORK & SEAL COM 228255105 751 28070 SH DEFINED 0103 28070
CROWN PKG WTS WARRANT 228443115 1 10000 SH DEFINED 0109 10000
CUMMINS ENGINE COM 231021106 255 8578 SH DEFINED 0103 8578
CUMULUS MEDIA COM 231082108 2600 320000 SH DEFINED 011619 320000
CUMULUS MEDIA COM 231082108 4591 565000 SH DEFINED 011614 565000
CYPRUS AMAX MINERALS COM 232809103 279 21059 SH DEFINED 0103 21059
DQE COM 23329J104 19313 500000 SH DEFINED 0132 500000
DPL INC COM 233293109 3434 175000 SH DEFINED 0128 175000
DPL INC COM 233293109 17663 900000 SH DEFINED 0132 900000
DPL INC COM 233293109 14130 720000 SH DEFINED 0107 720000
DST SYSTEMS COM 233326107 5275 100000 SH DEFINED 011619 100000
DST SYSTEMS COM 233326107 54869 1040190 SH DEFINED 0102 1040190
DST SYSTEMS COM 233326107 1781 33760 SH DEFINED 0103 33760
DTE ENERGY COMPANY COM 233331107 9038 200000 SH DEFINED 0132 200000
DTE ENERGY COMPANY COM 233331107 4144 91700 SH DEFINED 0124 91700
DTE ENERGY COMPANY COM 233331107 1479 32739 SH DEFINED 0103 32739
DALLAS SEMICONDUCTOR COM 235204104 1942 71910 SH DEFINED 0102 71910
DANA CORP COM 235811106 4664 125000 SH DEFINED 0128 125000
DANA CORP COM 235811106 5552 148800 SH DEFINED 0124 148800
DANA CORP COM 235811106 11339 303900 SH DEFINED 0125 303900
DANA CORP COM 235811106 19029 510000 SH DEFINED 0107 510000
DANA CORP COM 235811106 22388 600000 SH DEFINED 011516 600000
DANA CORP COM 235811106 50224 1345893 SH DEFINED 0102 1345893
DANA CORP COM 235811106 2704 72433 SH DEFINED 0103 72433
DANA CORP COM 235811106 802 21500 SH DEFINED 01 21500
DANAHER CORP COM 235851102 12360 412000 SH DEFINED 0108 412000
DANAHER CORP COM 235851102 9000 300000 SH DEFINED 0128 300000
DANAHER CORP COM 235851102 14250 475000 SH DEFINED 0106 475000
DANAHER CORP COM 235851102 4200 140000 SH DEFINED 011620 140000
DANAHER CORP COM 235851102 12000 400000 SH DEFINED 011614 400000
DANAHER CORP COM 235851102 1579 52600 SH DEFINED 0102 52600
DANAHER CORP COM 235851102 375 12500 SH DEFINED 0103 12500
DAOU SYSTEMS COM 237015102 1553 270000 SH DEFINED 0128 270000
DAOU SYSTEMS COM 237015102 78 13500 SH DEFINED 0102 13500
DARDEN RESTAURANT COM 237194105 47525 2970287 SH DEFINED 0103 2970287
DATA GENERAL COM 237688106 121 11123 SH DEFINED 0103 11123
DAYTON HUDSON CORP COM 239753106 39325 1100000 SH DEFINED 0130 1100000
DAYTON HUDSON CORP COM 239753106 196625 5500000 SH DEFINED 0126 5500000
DAYTON HUDSON CORP COM 239753106 41291 1155000 SH DEFINED 0113 1155000
DAYTON HUDSON CORP COM 239753106 4687 131100 SH DEFINED 0124 131100
DAYTON HUDSON CORP COM 239753106 16073 449600 SH DEFINED 0125 449600
<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
DAYTON HUDSON CORP COM 239753106 19305 540000 SH DEFINED 0107 540000
DAYTON HUDSON CORP COM 239753106 64350 1800000 SH DEFINED 011516 1800000
DAYTON HUDSON CORP COM 239753106 133511 3734197 SH DEFINED 0102 3734197
DAYTON HUDSON CORP COM 239753106 30745 860000 SH DEFINED 0131 860000
DAYTON HUDSON CORP COM 239753106 6337 177302 SH DEFINED 0103 177302
DAYTON HUDSON CORP COM 239753106 1423 39800 SH DEFINED 01 39800
DAYTON MINING 144A CONV BOND 239902AB5 620 2000000 PRN DEFINED 0127 2000000
DEERE & COMPANY COM 244199105 45375 1500000 SH DEFINED 0126 1500000
DEERE & COMPANY COM 244199105 36300 1200000 SH DEFINED 0111 1200000
DEERE & COMPANY COM 244199105 5173 171000 SH DEFINED 011622 171000
DEERE & COMPANY COM 244199105 8894 294000 SH DEFINED 011623 294000
DEERE & COMPANY COM 244199105 1690 55856 SH DEFINED 0103 55856
DEERE & COMPANY COM 244199105 6791 224500 SH DEFINED 01 224500
DELL COMPUTER CORP COM 247025109 6010 91400 SH DEFINED 0124 91400
DELL COMPUTER CORP COM 247025109 2315 35200 SH DEFINED 0102 35200
DELL COMPUTER CORP COM 247025109 18770 285476 SH DEFINED 0103 285476
DELTA AIR LINES COM 247361108 1635 16814 SH DEFINED 0103 16814
DELUXE CORPORATION COM 248019101 514 18086 SH DEFINED 0103 18086
DIAGEO PLC-SPON ADR COM 25243Q205 33332 919491 SH DEFINED 0103 919491
DIAGNOSTIC PRODUCTS COM 252450101 5547 207850 SH DEFINED 0102 207850
DIAGNOSTIC PRODUCTS COM 252450101 64 2400 SH DEFINED 0103 2400
DILLARDS INC-CL A COM 254067101 688 24288 SH DEFINED 0103 24288
DISNEY WALT CO COM 254687106 4792 189300 SH DEFINED 0124 189300
DISNEY WALT CO COM 254687106 13692 540900 SH DEFINED 0125 540900
DISNEY WALT CO COM 254687106 8885 351000 SH DEFINED 0135 351000
DISNEY WALT CO COM 254687106 22781 900000 SH DEFINED 011618 900000
DISNEY WALT CO COM 254687106 504 19950 SH DEFINED 0102 19950
DISNEY WALT CO COM 254687106 12816 506314 SH DEFINED 0103 506314
DOCUMENTUM INC COM 256159104 2972 75000 SH DEFINED 011619 75000
DOCUMENTUM INC COM 256159104 4953 125000 SH DEFINED 0131 125000
DODGE & COX STOCK COM 256219106 2030 23701 SH DEFINED 0103 23701
DOLLAR GENERAL COM 256669102 9319 350000 SH DEFINED 0108 350000
DOLLAR GENERAL COM 256669102 51586 1937500 SH DEFINED 011516 1937500
DOLLAR GENERAL COM 256669102 12240 459715 SH DEFINED 011618 459715
DOLLAR GENERAL COM 256669102 6656 250000 SH DEFINED 011619 250000
DOLLAR GENERAL COM 256669102 3900 146484 SH DEFINED 011620 146484
DOLLAR GENERAL COM 256669102 1070 40180 SH DEFINED 0102 40180
DOLLAR GENERAL COM 256669102 5824 218750 SH DEFINED 0131 218750
DOLLAR GENERAL COM 256669102 1675 62937 SH DEFINED 0103 62937
DOLLAR TREE STORES COM 256747106 3131 100000 SH DEFINED 011614 100000
DOMINICKS SUPERMKTS COM 257159103 7131 166800 SH DEFINED 011619 166800
DOMINION RES INC VA COM 257470104 1973 44224 SH DEFINED 0103 44224
DONALDSON COM 257661108 1483 58000 SH DEFINED 01 58000
DONNELLEY (RR)&SONS COM 257867101 1116 31712 SH DEFINED 0103 31712
DOVER CORP COM 260003108 183590 5946221 SH DEFINED 0103 5946221
DOW CHEMICAL COM 260543103 4336 50749 SH DEFINED 0103 50749
DOW JONES & CO COM 260561105 969 20836 SH DEFINED 0103 20836
DREYFUS MONEY MARKET COM 262904204 4 4168 SH DEFINED 01 4168
E I DUPONT COM 263534109 22450 400000 SH DEFINED 0130 400000
E I DUPONT COM 263534109 28063 500000 SH DEFINED 0113 500000
<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
E I DUPONT COM 263534109 6090 108500 SH DEFINED 0124 108500
E I DUPONT COM 263534109 36481 650000 SH DEFINED 011516 650000
E I DUPONT COM 263534109 10967 195400 SH DEFINED 0102 195400
E I DUPONT COM 263534109 24414 435000 SH DEFINED 0131 435000
E I DUPONT COM 263534109 15249 271696 SH DEFINED 0103 271696
DUKE ENERGY CORP COM 264399106 16547 250000 SH DEFINED 0130 250000
DUKE ENERGY CORP COM 264399106 66188 1000000 SH DEFINED 0126 1000000
DUKE ENERGY CORP COM 264399106 39832 601800 SH DEFINED 0113 601800
DUKE ENERGY CORP COM 264399106 26475 400000 SH DEFINED 0132 400000
DUKE ENERGY CORP COM 264399106 2813 42500 SH DEFINED 0124 42500
DUKE ENERGY CORP COM 264399106 11391 172100 SH DEFINED 0125 172100
DUKE ENERGY CORP COM 264399106 22907 346100 SH DEFINED 0107 346100
DUKE ENERGY CORP COM 264399106 36 550 SH DEFINED 0102 550
DUKE ENERGY CORP COM 264399106 30248 457000 SH DEFINED 0131 457000
DUKE ENERGY CORP COM 264399106 7017 106023 SH DEFINED 0103 106023
DUN & BRADSTREET NEW COM 26483B106 1037 38392 SH DEFINED 0103 38392
DURA AUTOMOTIVE SYST COM 265903104 3105 120000 SH DEFINED 0128 120000
DURA AUTOMOTIVE SYST COM 265903104 16172 625000 SH DEFINED 0106 625000
DURA AUTOMOTIVE SYST COM 265903104 8409 325000 SH DEFINED 011619 325000
DURA AUTOMOTIVE SYST COM 265903104 3 114 SH DEFINED 0102 114
DURA PHARMACEUTICAL CONV BOND 26632SAA7 4585 6550000 PRN DEFINED 0104 6550000
DURA PHARMACEUTICAL CONV BOND 26632SAA7 2328 3325000 PRN DEFINED 011621 3325000
DURA PHARMACEUTICAL CONV BOND 26632SAA7 2328 3325000 PRN DEFINED 011618 3325000
DURA COM 26632S109 4375 400000 SH DEFINED 0128 400000
DURA COM 26632S109 1039 95000 SH DEFINED 011620 95000
DURA COM 26632S109 5742 525000 SH DEFINED 011614 525000
DURA COM 26632S109 9 782 SH DEFINED 0102 782
DURA COM 26632S109 197 18000 SH DEFINED 01 18000
DYNAMEX INC COM 26784F103 2363 270000 SH DEFINED 011619 270000
E G & G INC COM 268457108 229 10105 SH DEFINED 0103 10105
EMC CORPORATION COM 268648102 102938 1800000 SH DEFINED 0126 1800000
EMC CORPORATION COM 268648102 142969 2500000 SH DEFINED 0111 2500000
EMC CORPORATION COM 268648102 6182 108100 SH DEFINED 0124 108100
EMC CORPORATION COM 268648102 29943 523600 SH DEFINED 0125 523600
EMC CORPORATION COM 268648102 8578 150000 SH DEFINED 011622 150000
EMC CORPORATION COM 268648102 11438 200000 SH DEFINED 011623 200000
EMC CORPORATION COM 268648102 6577 115000 SH DEFINED 011516 115000
EMC CORPORATION COM 268648102 67544 1181074 SH DEFINED 0102 1181074
EMC CORPORATION COM 268648102 8164 142752 SH DEFINED 0103 142752
EMC CORPORATION COM 268648102 5948 104000 SH DEFINED 01 104000
ETEC SYSTEMS INC COM 26922C103 1955 75000 SH DEFINED 011619 75000
ETEC SYSTEMS INC COM 26922C103 2606 100000 SH DEFINED 0131 100000
E TRADE COM 269246104 2803 150000 SH DEFINED 011619 150000
E TRADE COM 269246104 8409 450000 SH DEFINED 011614 450000
EARTHSHELL CONTAINER COM 27032B100 2875 400000 SH DEFINED 011516 400000
EASCO INC COM 27033E103 621 70000 SH DEFINED 0127 70000
EASTERN ENTERPRISES COM 27637F100 193 4571 SH DEFINED 0103 4571
EASTMAN CHEMICAL CO COM 277432100 897 17791 SH DEFINED 0103 17791
EASTMAN KODAK COM 277461109 5381 69600 SH DEFINED 0124 69600
EASTMAN KODAK COM 277461109 5621 72704 SH DEFINED 0103 72704
<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
EATON CORP COM 278058102 13869 221244 SH DEFINED 0103 221244
EBAY INC COM 278642103 1784 39600 SH DEFINED 011614 39600
EBAY INC COM 278642103 501 11050 SH DEFINED 0102 11050
EBAY INC COM 278642103 7 150 SH DEFINED 0103 150
ECHELON CORPORATION COM 27874N105 1050 525000 SH DEFINED 011614 525000
ECHOSTAR COMMUN CORP COM 278762109 3600 150000 SH DEFINED 0109 150000
ECOLAB, INC. COM 278865100 827 29073 SH DEFINED 0103 29073
EDISON INTL COM 281020107 2048 79741 SH DEFINED 0103 79741
J D EDWARDS & CO COM 281667105 24000 500000 SH DEFINED 011516 500000
J D EDWARDS & CO COM 281667105 4800 100000 SH DEFINED 011619 100000
J D EDWARDS & CO COM 281667105 24000 500000 SH DEFINED 011614 500000
J D EDWARDS & CO COM 281667105 44134 919500 SH DEFINED 0102 919500
J D EDWARDS & CO COM 281667105 9600 200000 SH DEFINED 0131 200000
J D EDWARDS & CO COM 281667105 1824 38000 SH DEFINED 0103 38000
EL PASO ENERGY CORP COM 283905107 113531 3500000 SH DEFINED 0126 3500000
EL PASO ENERGY CORP COM 283905107 20273 625000 SH DEFINED 0132 625000
EL PASO ENERGY CORP COM 283905107 4217 130000 SH DEFINED 011620 130000
ELAN CORP PLC ADR COM 284131208 5765 80000 SH DEFINED 0108 80000
ELAN CORP PLC ADR COM 284131208 144125 2000000 SH DEFINED 0126 2000000
ELAN CORP PLC ADR COM 284131208 8287 115000 SH DEFINED 0128 115000
ELAN CORP PLC ADR COM 284131208 49521 687200 SH DEFINED 011618 687200
ELAN CORP PLC ADR COM 284131208 28825 400000 SH DEFINED 011614 400000
ELAN CORP PLC ADR COM 284131208 38756 537834 SH DEFINED 0102 537834
ELAN CORP PLC ADR COM 284131208 12193 169200 SH DEFINED 0131 169200
ELAN CORP PLC ADR COM 284131208 1898 26350 SH DEFINED 0103 26350
ELAN CORP PLC ADR COM 284131208 4972 69000 SH DEFINED 01 69000
ELECTRONIC ARTS INC COM 285512109 16673 380000 SH DEFINED 011614 380000
ELECTRONIC DATA SYST COM 285661104 16926 510000 SH DEFINED 0113 510000
ELECTRONIC DATA SYST COM 285661104 2549 76800 SH DEFINED 0124 76800
ELECTRONIC DATA SYST COM 285661104 11118 335000 SH DEFINED 0125 335000
ELECTRONIC DATA SYST COM 285661104 11383 343000 SH DEFINED 0135 343000
ELECTRONIC DATA SYST COM 285661104 20085 605200 SH DEFINED 0107 605200
ELECTRONIC DATA SYST COM 285661104 23305 702150 SH DEFINED 0102 702150
ELECTRONIC DATA SYST COM 285661104 12943 390000 SH DEFINED 0131 390000
ELECTRONIC DATA SYST COM 285661104 4483 135100 SH DEFINED 0103 135100
ELF AQUITAINE ADR COM 286269105 29695 477500 SH DEFINED 0113 477500
ELF AQUITAINE ADR COM 286269105 23756 382000 SH DEFINED 0107 382000
ELF AQUITAINE ADR COM 286269105 23457 377200 SH DEFINED 0131 377200
ELF AQUITAINE ADR COM 286269105 945 15200 SH DEFINED 0103 15200
EMBOTELLADORA ANDINA COM 29081P204 1683 122398 SH DEFINED 0102 122398
EMERSON ELECTRIC COM 291011104 31125 500000 SH DEFINED 0130 500000
EMERSON ELECTRIC COM 291011104 9338 150000 SH DEFINED 0108 150000
EMERSON ELECTRIC COM 291011104 230325 3700000 SH DEFINED 0126 3700000
EMERSON ELECTRIC COM 291011104 52913 850000 SH DEFINED 0113 850000
EMERSON ELECTRIC COM 291011104 10670 171400 SH DEFINED 0124 171400
EMERSON ELECTRIC COM 291011104 21999 353400 SH DEFINED 0125 353400
EMERSON ELECTRIC COM 291011104 42019 675000 SH DEFINED 0107 675000
EMERSON ELECTRIC COM 291011104 31125 500000 SH DEFINED 011516 500000
EMERSON ELECTRIC COM 291011104 29569 475000 SH DEFINED 011618 475000
EMERSON ELECTRIC COM 291011104 7159 115000 SH DEFINED 011620 115000
<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
EMERSON ELECTRIC COM 291011104 32456 521351 SH DEFINED 0102 521351
EMERSON ELECTRIC COM 291011104 40463 650000 SH DEFINED 0131 650000
EMERSON ELECTRIC COM 291011104 8612 138353 SH DEFINED 0103 138353
SBH EMERSON5%2/27/97 CONV PFD STOCK 291011997 36573 615380 SH DEFINED 0130 615380
EMPIRE DISTRICT ELEC COM 291641108 13348 586714 SH DEFINED 0103 586714
EMPRESAS ICA S COM 292448107 1705 290200 SH DEFINED 0124 290200
ENERGEN COM 29265N108 7600 400000 SH DEFINED 0132 400000
ENGELHARD CORP COM 292845104 1116 63100 SH DEFINED 0124 63100
ENGELHARD CORP COM 292845104 577 32599 SH DEFINED 0103 32599
ENRON CORP COM 293561106 27727 525000 SH DEFINED 0132 525000
ENRON CORP COM 293561106 12617 238900 SH DEFINED 0124 238900
ENRON CORP COM 293561106 22081 418100 SH DEFINED 0125 418100
ENRON CORP COM 293561106 10563 200000 SH DEFINED 011516 200000
ENRON CORP COM 293561106 37548 711011 SH DEFINED 0102 711011
ENRON CORP COM 293561106 5241 99246 SH DEFINED 0103 99246
ENRON CORP COM 293561106 19503 369300 SH DEFINED 01 369300
ENRON OIL & GAS CO COM 293562104 1841 105181 SH DEFINED 0102 105181
ENTERGY ARKANSAS $25 PREFERRED STOCK 29364D878 680 25737 SH DEFINED 0105 25737
ENTERGY CORP COM 29364G103 1712 55668 SH DEFINED 0103 55668
ENTERGY LA INC PFD PREFERRED STOCK 29364M878 7302 70000 SH DEFINED 0105 70000
ENTERGY LA INC PFD PREFERRED STOCK 29364M878 2086 20000 SH DEFINED 01 20000
ENTERGY LA $100 PREFERRED STOCK 29364M886 8175 80000 SH DEFINED 0105 80000
EQUIFAX INC COM 294429105 1192 33395 SH DEFINED 0103 33395
EQUITABLE COS INC COM 29444G107 1 22 SH DEFINED 0116 22
EQUITY CORP CVT CONV BOND 294644AC3 2150 2000000 PRN DEFINED 0104 2000000
EQUITY CORP CVT CONV BOND 294644AC3 1075 1000000 PRN DEFINED 011621 1000000
EQUITY CORP CVT CONV BOND 294644AC3 1075 1000000 PRN DEFINED 011618 1000000
EQUITY OFFICE COM 294741103 9923 405000 SH DEFINED 0113 405000
EQUITY OFFICE COM 294741103 11025 450000 SH DEFINED 0107 450000
EQUITY OFFICE COM 294741103 7595 310000 SH DEFINED 0131 310000
EQUITY OFFICE COM 294741103 309 12600 SH DEFINED 0103 12600
ERICSSON LM 'B' ADR COM 294821400 51450 2800000 SH DEFINED 0111 2800000
ERICSSON LM 'B' ADR COM 294821400 5513 300000 SH DEFINED 011622 300000
ERICSSON LM 'B' ADR COM 294821400 14700 800000 SH DEFINED 011623 800000
ERICSSON LM 'B' ADR COM 294821400 22969 1250000 SH DEFINED 011618 1250000
ERICSSON LM 'B' ADR COM 294821400 1470 80000 SH DEFINED 011620 80000
ERICSSON LM 'B' ADR COM 294821400 378 20631 SH DEFINED 0102 20631
ERICSSON LM 'B' ADR COM 294821400 10253 558000 SH DEFINED 01 558000
ERICSSON LM ADR'S COM 294821509 26875 5000000 SH DEFINED 0130 5000000
ETHAN ALLEN COM 297602104 29508 814000 SH DEFINED 0111 814000
ETHAN ALLEN COM 297602104 8646 238500 SH DEFINED 011614 238500
ETHAN ALLEN COM 297602104 18 480 SH DEFINED 0102 480
ETHAN ALLEN COM 297602104 435 12000 SH DEFINED 01 12000
EXECUTIVE RISK COM 301586103 2834 62900 SH DEFINED 0128 62900
EXTENDED SYSTEMS INC COM 301973103 1988 300000 SH DEFINED 011619 300000
EXPRESS SCRIPT COM 302182100 16450 200000 SH DEFINED 0106 200000
EXTENDED STAY AMERIC COM 30224P101 17600 2200000 SH DEFINED 011618 2200000
EXXON COM 302290101 42113 600000 SH DEFINED 0130 600000
EXXON COM 302290101 161431 2300000 SH DEFINED 0126 2300000
EXXON COM 302290101 43165 615000 SH DEFINED 0113 615000
<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
EXXON COM 302290101 5264 75000 SH DEFINED 0132 75000
EXXON COM 302290101 16480 234800 SH DEFINED 0124 234800
EXXON COM 302290101 35711 508800 SH DEFINED 0125 508800
EXXON COM 302290101 46387 660900 SH DEFINED 0107 660900
EXXON COM 302290101 91244 1300000 SH DEFINED 011516 1300000
EXXON COM 302290101 1074 15300 SH DEFINED 0102 15300
EXXON COM 302290101 34743 495000 SH DEFINED 0131 495000
EXXON COM 302290101 42165 600753 SH DEFINED 0103 600753
EXXON COM 302290101 4632 66000 SH DEFINED 01 66000
FMC CORP COM 302491303 403 7808 SH DEFINED 0103 7808
FPA CAPITAL COM 302539101 6688 247784 SH DEFINED 0103 247784
FPL GROUP INC. COM 302571104 27875 400000 SH DEFINED 0132 400000
FPL GROUP INC. COM 302571104 22997 330000 SH DEFINED 0107 330000
FPL GROUP INC. COM 302571104 2854 40961 SH DEFINED 0103 40961
FYI INC. COM 302712104 2450 100000 SH DEFINED 011619 100000
FAIRFIELD COMMUNITIE COM 304231301 4000 400000 SH DEFINED 011619 400000
FAIRFIELD COMMUNITIE COM 304231301 2000 200000 SH DEFINED 0131 200000
FDX CORP COM 31304N107 1499 33219 SH DEFINED 0103 33219
FREDDIE MAC COM 313400301 8718 176349 SH DEFINED 0103 176349
FEDERAL MOGUL COM 313549107 10986 235000 SH DEFINED 0108 235000
FEDERAL MOGUL COM 313549107 60775 1300000 SH DEFINED 011516 1300000
FEDERAL MOGUL COM 313549107 3039 65000 SH DEFINED 011620 65000
FEDERAL MOGUL COM 313549107 11688 250000 SH DEFINED 011614 250000
FEDERAL NATL MTGE COM 313586109 160625 2500000 SH DEFINED 0126 2500000
FEDERAL NATL MTGE COM 313586109 11951 186000 SH DEFINED 0124 186000
FEDERAL NATL MTGE COM 313586109 20521 319400 SH DEFINED 0125 319400
FEDERAL NATL MTGE COM 313586109 13653 212500 SH DEFINED 0135 212500
FEDERAL NATL MTGE COM 313586109 30037 467500 SH DEFINED 0107 467500
FEDERAL NATL MTGE COM 313586109 38550 600000 SH DEFINED 011618 600000
FEDERAL NATL MTGE COM 313586109 155124 2414451 SH DEFINED 0102 2414451
FEDERAL NATL MTGE COM 313586109 19050 296513 SH DEFINED 0103 296513
FEDERAL NATL MTGE COM 313586109 2544 39600 SH DEFINED 01 39600
FEDERATED DPT STORES COM 31410H101 4911 135000 SH DEFINED 0108 135000
FEDERATED DPT STORES COM 31410H101 1735 47697 SH DEFINED 0103 47697
FEDERATED DPT STORES COM 31410H101 3656 100500 SH DEFINED 01 100500
FEDERATED INVESTORS COM 314211103 3594 250000 SH DEFINED 0128 250000
FELCOR LODGING TRUST COM 31430F101 15195 625000 SH DEFINED 0106 625000
FELCOR LODGING TRUST COM 31430F101 12156 500000 SH DEFINED 0107 500000
FIDELITY MAGELLAN FD COM 316184100 7 68 SH DEFINED 01 68
FIDELITY LOW STOCK COM 316345305 1825 88454 SH DEFINED 0103 88454
FIFTH THIRD BANCORP COM 316773100 3489 60679 SH DEFINED 0103 60679
FINOVA GROUP INC. COM 317928109 10652 213305 SH DEFINED 0108 213305
FINOVA GROUP INC. COM 317928109 28714 575000 SH DEFINED 0106 575000
FINOVA GROUP INC. COM 317928109 4994 100000 SH DEFINED 011619 100000
FINOVA GROUP INC. COM 317928109 4140 82900 SH DEFINED 011620 82900
FINOVA GROUP INC. COM 317928109 17478 350000 SH DEFINED 011614 350000
FINOVA GROUP INC. COM 317928109 46519 931570 SH DEFINED 0102 931570
FINOVA GROUP INC. COM 317928109 25428 509200 SH DEFINED 0131 509200
FINOVA GROUP INC. COM 317928109 2077 41600 SH DEFINED 0103 41600
FINOVA GROUP INC. COM 317928109 549 11000 SH DEFINED 01 11000
<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
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 20700 300000 SH DEFINED 0130 300000
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 2060 29850 SH DEFINED 0104 29850
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 1018 14750 SH DEFINED 011621 14750
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 1018 14750 SH DEFINED 011618 14750
FIRST CHICAGO NBD COM 31945A100 34250 500000 SH DEFINED 0130 500000
FIRST CHICAGO NBD COM 31945A100 3178 46400 SH DEFINED 0108 46400
FIRST CHICAGO NBD COM 31945A100 78775 1150000 SH DEFINED 0113 1150000
FIRST CHICAGO NBD COM 31945A100 13707 200100 SH DEFINED 0124 200100
FIRST CHICAGO NBD COM 31945A100 27455 400800 SH DEFINED 0125 400800
FIRST CHICAGO NBD COM 31945A100 48978 715000 SH DEFINED 0107 715000
FIRST CHICAGO NBD COM 31945A100 3 50 SH DEFINED 011623 50
FIRST CHICAGO NBD COM 31945A100 3425 50000 SH DEFINED 011620 50000
FIRST CHICAGO NBD COM 31945A100 121547 1774331 SH DEFINED 0102 1774331
FIRST CHICAGO NBD COM 31945A100 61051 891250 SH DEFINED 0131 891250
FIRST CHICAGO NBD COM 31945A100 8648 126251 SH DEFINED 0103 126251
FIRST CHICAGO NBD COM 31945A100 6850 100000 SH DEFINED 01 100000
FIRST DATA CORP COM 319963104 1995 84900 SH DEFINED 0124 84900
FIRST DATA CORP COM 319963104 3290 140000 SH DEFINED 0125 140000
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<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
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GTE CORP COM 362320103 13750 250000 SH DEFINED 0132 250000
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<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
GANNETT CO INC COM 364730101 224963 4200000 SH DEFINED 0126 4200000
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GAP INC., THE COM 364760108 84400 1600000 SH DEFINED 011516 1600000
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GARTNER GROUP INC COM 366651107 2088 100000 SH DEFINED 011619 100000
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<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
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GEOTEK CORP CONV BOND 373654AH5 5 4135000 PRN DEFINED 011621 4135000
GEOTEK CORP CONV BOND 373654AH5 2 1655000 PRN DEFINED 011618 1655000
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GLENBOUROGH REALITY CONV PFD STOCK 37803P204 8193 402105 SH DEFINED 0130 402105
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GLENBOUROGH REALITY CONV PFD STOCK 37803P204 1927 94575 SH DEFINED 011621 94575
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GLOBAL IMAGING SYS COM 37934A100 7163 600000 SH DEFINED 011614 600000
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<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
GUIDANT CORP COM 401698105 14850 200000 SH DEFINED 0108 200000
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GUIDANT CORP COM 401698105 11138 150000 SH DEFINED 0131 150000
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<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
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<PAGE> PAGE 32
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
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HOUSEHOLD INTL COM 441815107 6604 176100 SH DEFINED 0124 176100
HOUSEHOLD INTL COM 441815107 20655 550800 SH DEFINED 0125 550800
HOUSEHOLD INTL COM 441815107 37125 990000 SH DEFINED 0107 990000
HOUSEHOLD INTL COM 441815107 9000 240000 SH DEFINED 011622 240000
HOUSEHOLD INTL COM 441815107 13500 360000 SH DEFINED 011623 360000
HOUSEHOLD INTL COM 441815107 45000 1200000 SH DEFINED 011516 1200000
HOUSEHOLD INTL COM 441815107 31437 838320 SH DEFINED 011618 838320
HOUSEHOLD INTL COM 441815107 4001 106700 SH DEFINED 011620 106700
HOUSEHOLD INTL COM 441815107 150523 4013586 SH DEFINED 0102 4013586
HOUSEHOLD INTL COM 441815107 52828 1408750 SH DEFINED 0131 1408750
HOUSEHOLD INTL COM 441815107 8853 236081 SH DEFINED 0103 236081
HOUSEHOLD INTL COM 441815107 5967 159115 SH DEFINED 01 159115
HOUSTON INDUSTRIES COM 442161105 12450 400000 SH DEFINED 0132 400000
HOUSTON INDUSTRIES COM 442161105 115463 3709664 SH DEFINED 0103 3709664
HOUSTON IND/TWX-ACES CONV PFD STOCK 442161204 24802 325000 SH DEFINED 0130 325000
HOUSTON IND/TWX-ACES CONV PFD STOCK 442161204 32051 420000 SH DEFINED 0113 420000
HOUSTON IND/TWX-ACES CONV PFD STOCK 442161204 4144 54300 SH DEFINED 0104 54300
HOUSTON IND/TWX-ACES CONV PFD STOCK 442161204 2076 27200 SH DEFINED 011621 27200
HOUSTON IND/TWX-ACES CONV PFD STOCK 442161204 2076 27200 SH DEFINED 011618 27200
HOUSTON IND/TWX-ACES CONV PFD STOCK 442161204 25183 330000 SH DEFINED 0131 330000
HOWMET INTL INC COM 443208103 3255 280000 SH DEFINED 0108 280000
HOWMET INTL INC COM 443208103 4359 375000 SH DEFINED 0128 375000
HOWMET INTL INC COM 443208103 1453 125000 SH DEFINED 011620 125000
HUBBELL INC C/B COM 443510201 5290 149000 SH DEFINED 0128 149000
HUMANA COM 444859102 619 37788 SH DEFINED 0103 37788
HUNTINGTON BANCSHARE COM 446150104 1199 47719 SH DEFINED 0103 47719
HYCOR BIOMEDICAL IN- COM 448623116 0 9 SH DEFINED 0102 9
<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
HYPERION SOLUTIONS COM 44914M104 14097 650000 SH DEFINED 0106 650000
IDS BOND (Y) COM 449427301 51083 9852102 SH DEFINED 0103 9852102
IDS CA TAX EXEMPT COM 449428101 1 235 SH DEFINED 01 235
IDS INNOVATIONS FD Y COM 449435825 104 20000 SH DEFINED 01 20000
IDS INNOVATIONS FD B COM 449435833 103 20000 SH DEFINED 01 20000
IDS INNOVATIONS FD A COM 449435841 3435 660000 SH DEFINED 01 660000
GLOBAL BAL FD Y COM 449435882 1 207 SH DEFINED 01 207
IDS GROWTH (Y) COM 449437300 9998 325971 SH DEFINED 0103 325971
RESEARCH OPPORT CL Y COM 449437607 1 217 SH DEFINED 01 217
NEW DIMENSIONS "Y" COM 449444306 4095 166078 SH DEFINED 0103 166078
IDS PRECIOUS METALS COM 449455104 1 134 SH DEFINED 01 134
IDS INS TAX EXEMPT COM 44947T100 1 222 SH DEFINED 01 222
IDS MN TAX EXEMPT COM 44947T308 1 235 SH DEFINED 01 235
IDS NY TAX EXEMPT COM 44947T407 1 236 SH DEFINED 01 236
IDS MASS TAX-EXEMPT COM 44947T506 1 228 SH DEFINED 01 228
IDS MICH TAX-EXEMPT COM 44947T605 1 226 SH DEFINED 01 226
IDS OHIO TAX-EXEMPT COM 44947T704 1 228 SH DEFINED 01 228
INT TAX-EXEMPT FD Y COM 449482603 1 214 SH DEFINED 01 214
AET INCOME II COM 449496108 197017 10840058 SH DEFINED 0103 10840058
AET INT'L COLLECTIVE COM 449500990 7046 63622 SH DEFINED 0103 63622
IMS HEALTH INC COM 449934108 24775 400000 SH DEFINED 0126 400000
IMS HEALTH INC COM 449934108 2295 37056 SH DEFINED 0103 37056
IRSA COM 450047204 742 34500 SH DEFINED 0135 34500
ITT EDUCATIONAL SVCS COM 45068B109 4262 133200 SH DEFINED 011619 133200
ITT INDUSTRIES-WI COM 450911102 901 26589 SH DEFINED 0103 26589
IFINT DVSD HLDGS COM 45099C100 233 42418 SH DEFINED 0109 42418
IKON OFFICE SOLUTION COM 451713101 220 30587 SH DEFINED 0103 30587
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 3334 180197 SH DEFINED 01 180197
ILLINOIS TOOL WORKS COM 452308109 43600 800000 SH DEFINED 0130 800000
ILLINOIS TOOL WORKS COM 452308109 15805 290000 SH DEFINED 0108 290000
ILLINOIS TOOL WORKS COM 452308109 92650 1700000 SH DEFINED 0126 1700000
ILLINOIS TOOL WORKS COM 452308109 7477 137200 SH DEFINED 0113 137200
ILLINOIS TOOL WORKS COM 452308109 1711 31400 SH DEFINED 0124 31400
ILLINOIS TOOL WORKS COM 452308109 14219 260900 SH DEFINED 0125 260900
ILLINOIS TOOL WORKS COM 452308109 11636 213500 SH DEFINED 0135 213500
ILLINOIS TOOL WORKS COM 452308109 5570 102200 SH DEFINED 0107 102200
ILLINOIS TOOL WORKS COM 452308109 81750 1500000 SH DEFINED 011516 1500000
ILLINOIS TOOL WORKS COM 452308109 28885 530000 SH DEFINED 011618 530000
ILLINOIS TOOL WORKS COM 452308109 4088 75000 SH DEFINED 011620 75000
ILLINOIS TOOL WORKS COM 452308109 214545 3936445 SH DEFINED 0102 3936445
ILLINOIS TOOL WORKS COM 452308109 5515 101200 SH DEFINED 0131 101200
ILLINOIS TOOL WORKS COM 452308109 5149 94471 SH DEFINED 0103 94471
ILLINOIS TOOL WORKS COM 452308109 12884 236400 SH DEFINED 01 236400
IMMULOGIC PHARMACEUT COM 45252R100 79 56179 SH DEFINED 0103 56179
IMMUNEX CORP COM 452528102 21043 380000 SH DEFINED 0108 380000
IMMUNEX CORP COM 452528102 6922 125000 SH DEFINED 011620 125000
IMPERIAL CHEM IN ADR COM 452704505 11430 360000 SH DEFINED 0107 360000
INCO LIMITED COM 453258402 384 37440 SH DEFINED 0103 37440
INGERSOLL-RAND CO COM 456866102 6070 160000 SH DEFINED 0128 160000
INGERSOLL-RAND CO COM 456866102 1821 48000 SH DEFINED 0124 48000
<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
INGERSOLL-RAND CO COM 456866102 30350 800000 SH DEFINED 011516 800000
INGERSOLL-RAND CO COM 456866102 1740 45864 SH DEFINED 0103 45864
INGERSOLL RAND CONV PFD STOCK 456867209 16800 800000 SH DEFINED 0130 800000
INGERSOLL RAND CONV PFD STOCK 456867209 3654 174000 SH DEFINED 0104 174000
INGERSOLL RAND CONV PFD STOCK 456867209 1827 87000 SH DEFINED 011621 87000
INGERSOLL RAND CONV PFD STOCK 456867209 1827 87000 SH DEFINED 011618 87000
INFORMATION MGMT COM 456923101 2581 350000 SH DEFINED 011619 350000
INGRAM MICRO CVT CONV BOND 457153AA2 3604 9300000 PRN DEFINED 0104 9300000
INGRAM MICRO CVT CONV BOND 457153AA2 1821 4700000 PRN DEFINED 011621 4700000
INGRAM MICRO INC CVT CONV BOND 457153AB0 1783 4600000 PRN DEFINED 011618 4600000
INSUR SERV OFFICE IN COM 45806@109 294 11767 SH DEFINED 01 11767
INTEL COM 458140100 17150 200000 SH DEFINED 0130 200000
INTEL COM 458140100 13720 160000 SH DEFINED 0108 160000
INTEL COM 458140100 300125 3500000 SH DEFINED 0126 3500000
INTEL COM 458140100 154350 1800000 SH DEFINED 0111 1800000
INTEL COM 458140100 16781 195700 SH DEFINED 0124 195700
INTEL COM 458140100 65616 765200 SH DEFINED 0125 765200
INTEL COM 458140100 20752 242000 SH DEFINED 0135 242000
INTEL COM 458140100 10290 120000 SH DEFINED 011622 120000
INTEL COM 458140100 21438 250000 SH DEFINED 011623 250000
INTEL COM 458140100 85750 1000000 SH DEFINED 011516 1000000
INTEL COM 458140100 49306 575000 SH DEFINED 011618 575000
INTEL COM 458140100 3859 45000 SH DEFINED 011620 45000
INTEL COM 458140100 204329 2382844 SH DEFINED 0102 2382844
INTEL COM 458140100 36870 429986 SH DEFINED 0103 429986
INTEL COM 458140100 35904 418717 SH DEFINED 01 418717
INTERIM SERVICES COM 45868P100 4935 240000 SH DEFINED 0128 240000
INTERIM SERVICES COM 45868P100 5655 275000 SH DEFINED 011619 275000
INTERIM SERVICES COM 45868P100 2879 140000 SH DEFINED 011620 140000
INTERIM SERVICES COM 45868P100 14394 700000 SH DEFINED 011614 700000
INTERIM SERVICES COM 45868P100 817 39700 SH DEFINED 0102 39700
INTERIM SERVICES COM 45868P100 8225 400000 SH DEFINED 0131 400000
INTERIM SERVICES COM 45868P100 705 34300 SH DEFINED 0103 34300
INTERMEDIA COMM FL COM 458801107 27 1088 SH DEFINED 0104 1088
INTERMEDIA COMM FL COM 458801107 23334 950000 SH DEFINED 0106 950000
INTERMEDIA COMM FL COM 458801107 38 1560 SH DEFINED 011621 1560
INTERMEDIA COMM FL COM 458801107 17518 713150 SH DEFINED 0102 713150
INTERMEDIA COMM FL COM 458801107 8346 339800 SH DEFINED 0131 339800
INTERMEDIA COMM FL COM 458801107 862 35100 SH DEFINED 0103 35100
INTERMEDIA COM WTS WARRANT 458801115 2361 22750 SH DEFINED 0109 22750
INTERMEDIA COMM F CONV PFD STOCK 458801826 8701 452000 SH DEFINED 011614 452000
INTL BUSINESS MACH COM 459200101 51200 400000 SH DEFINED 0130 400000
INTL BUSINESS MACH COM 459200101 320000 2500000 SH DEFINED 0126 2500000
INTL BUSINESS MACH COM 459200101 83200 650000 SH DEFINED 0113 650000
INTL BUSINESS MACH COM 459200101 153600 1200000 SH DEFINED 0111 1200000
INTL BUSINESS MACH COM 459200101 17050 133200 SH DEFINED 0124 133200
INTL BUSINESS MACH COM 459200101 55514 433700 SH DEFINED 0125 433700
INTL BUSINESS MACH COM 459200101 13952 109000 SH DEFINED 0135 109000
INTL BUSINESS MACH COM 459200101 77414 604800 SH DEFINED 0107 604800
INTL BUSINESS MACH COM 459200101 12800 100000 SH DEFINED 011622 100000
<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
INTL BUSINESS MACH COM 459200101 25600 200000 SH DEFINED 011623 200000
INTL BUSINESS MACH COM 459200101 83200 650000 SH DEFINED 011516 650000
INTL BUSINESS MACH COM 459200101 124789 974901 SH DEFINED 0102 974901
INTL BUSINESS MACH COM 459200101 67200 525000 SH DEFINED 0131 525000
INTL BUSINESS MACH COM 459200101 33336 260435 SH DEFINED 0103 260435
INTL BUSINESS MACH COM 459200101 6989 54600 SH DEFINED 01 54600
INTL FLAVORS & FRAG COM 459506101 799 24215 SH DEFINED 0103 24215
INTERNATIONAL PAPER COM 460146103 3240 69491 SH DEFINED 0103 69491
INTL WIRELESS WTS WARRANT 46058G116 0 14750 SH DEFINED 0109 14750
INTERPUBLIC GROUP COM 460690100 1668 30931 SH DEFINED 0103 30931
INTERSTATE ENERGY COM 460845100 62465 1948231 SH DEFINED 0103 1948231
INTUIT COM 461202103 23868 512600 SH DEFINED 0102 512600
INTUIT COM 461202103 9313 200000 SH DEFINED 0131 200000
INTUIT COM 461202103 1104 23700 SH DEFINED 0103 23700
IRIDIUM WT EX 071505 WARRANT 46268L111 2401 17150 SH DEFINED 0109 17150
IRON MOUNTAIN INC COM 46284P104 4500 150000 SH DEFINED 011619 150000
IRON MOUNTAIN INC COM 46284P104 16200 540000 SH DEFINED 011614 540000
JDA SOFTWARE GROUP I COM 46612K108 11050 800000 SH DEFINED 011619 800000
JDA SOFTWARE GROUP I COM 46612K108 7597 550000 SH DEFINED 011614 550000
JDA SOFTWARE GROUP I COM 46612K108 4144 300000 SH DEFINED 0131 300000
JACOBS ENGR GROUP COM 469814107 6820 220000 SH DEFINED 0128 220000
JACOBS ENGR GROUP COM 469814107 18600 600000 SH DEFINED 0106 600000
JACOR COMMINICATIONS CONV BOND 469858AB0 4499 11800000 PRN DEFINED 011614 11800000
JAN BELL WARRANTS WARRANT 470760117 0 2473 SH DEFINED 0131 2473
JEFFERSON PILOT COM 475070108 490 8100 SH DEFINED 0102 8100
JEFFERSON PILOT COM 475070108 1452 23997 SH DEFINED 0103 23997
JOHN NUVEEN COM 478035108 2200 61745 SH DEFINED 0103 61745
JOHNSON & JOHNSON COM 478160104 156500 2000000 SH DEFINED 0126 2000000
JOHNSON & JOHNSON COM 478160104 36386 465000 SH DEFINED 0113 465000
JOHNSON & JOHNSON COM 478160104 15650 200000 SH DEFINED 0111 200000
JOHNSON & JOHNSON COM 478160104 4147 53000 SH DEFINED 0124 53000
JOHNSON & JOHNSON COM 478160104 33428 427200 SH DEFINED 0125 427200
JOHNSON & JOHNSON COM 478160104 30987 396000 SH DEFINED 0107 396000
JOHNSON & JOHNSON COM 478160104 2348 30000 SH DEFINED 011622 30000
JOHNSON & JOHNSON COM 478160104 5478 70000 SH DEFINED 011623 70000
JOHNSON & JOHNSON COM 478160104 9089 116195 SH DEFINED 0102 116195
JOHNSON & JOHNSON COM 478160104 29266 374000 SH DEFINED 0131 374000
JOHNSON & JOHNSON COM 478160104 27323 349168 SH DEFINED 0103 349168
JOHNSON & JOHNSON COM 478160104 5243 67000 SH DEFINED 01 67000
JOHNSON CONTROLS COM 478366107 886 19063 SH DEFINED 0103 19063
JONES APPAREL GROUP COM 480074103 16056 700000 SH DEFINED 0106 700000
JONES PHARMA INC COM 480236108 15813 550000 SH DEFINED 0106 550000
JOSTENS A. INC. COM 481088102 174 8398 SH DEFINED 0103 8398
JOURNAL REGISTER CO COM 481138105 4381 297000 SH DEFINED 0128 297000
JOURNAL REGISTER CO COM 481138105 11537 782200 SH DEFINED 0102 782200
JOURNAL REGISTER CO COM 481138105 134 9100 SH DEFINED 0103 9100
KLA-TENCOR CORP COM 482480100 482 19393 SH DEFINED 0103 19393
KLA-TENCOR CORP COM 482480100 1642 66000 SH DEFINED 01 66000
KMC TELECOM WTS WARRANT 482562121 60 12000 SH DEFINED 0109 12000
KMC TELECOM WTS WARRANT 482562121 15 3000 SH DEFINED 0124 3000
<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
KMC TELECOM WTS WARRANT 482562121 15 3000 SH DEFINED 011621 3000
KMC TELECOM WTS WARRANT 482562121 14 2800 SH DEFINED 011618 2800
K-MART CORPORATION COM 482584109 1567 131300 SH DEFINED 0124 131300
K-MART CORPORATION COM 482584109 5427 454605 SH DEFINED 0103 454605
KN ENERGY COM 482620101 5125 100000 SH DEFINED 0132 100000
KANSAS CITY SO IND COM 485170104 548 15650 SH DEFINED 0102 15650
KANSAS CITY SO IND COM 485170104 7522 214900 SH DEFINED 0131 214900
KANSAS CITY SO IND COM 485170104 450 12850 SH DEFINED 0103 12850
KAUFMAN & BROAD HOME COM 486168107 202 8620 SH DEFINED 0103 8620
KEANE INC COM 486665102 52688 1500000 SH DEFINED 0111 1500000
KEANE INC COM 486665102 6674 190000 SH DEFINED 011614 190000
KEANE INC COM 486665102 25104 714700 SH DEFINED 0102 714700
KEANE INC COM 486665102 612 17400 SH DEFINED 0103 17400
KELLOGG CO. COM 487836108 349 10600 SH DEFINED 0102 10600
KELLOGG CO. COM 487836108 3021 91707 SH DEFINED 0103 91707
KELLEY OIL & GAS $25 PREFERRED STOCK 487906208 4200 262500 SH DEFINED 0109 262500
KENNAMETAL INC COM 489170100 4418 164000 SH DEFINED 0128 164000
KERR MCGEE COM 492386107 487 10696 SH DEFINED 0103 10696
KEYCORP NEW COM 493267108 2871 99439 SH DEFINED 0103 99439
KIMBERLY CLARK COM 494368103 28350 700000 SH DEFINED 0113 700000
KIMBERLY CLARK COM 494368103 30618 756000 SH DEFINED 0107 756000
KIMBERLY CLARK COM 494368103 23490 580000 SH DEFINED 0131 580000
KIMBERLY CLARK COM 494368103 5933 146510 SH DEFINED 0103 146510
KINGWORLD PRODUCTION COM 495667107 433 16572 SH DEFINED 0103 16572
KNIGHT RIDDER COM 499040103 3613 81200 SH DEFINED 0124 81200
KNIGHT RIDDER COM 499040103 781 17544 SH DEFINED 0103 17544
KNIGHT/TRIMARK GROUP COM 499067106 2269 275000 SH DEFINED 011619 275000
KNIGHT/TRIMARK GROUP COM 499067106 6188 750000 SH DEFINED 011614 750000
KNIGHT/TRIMARK GROUP COM 499067106 3094 375000 SH DEFINED 0131 375000
KNOLOGY HLDGS WT WARRANT 499179117 44 11000 SH DEFINED 0109 11000
KOHLS CORP COM 500255104 9360 240000 SH DEFINED 0108 240000
KOHLS CORP COM 500255104 62400 1600000 SH DEFINED 011516 1600000
KOHLS CORP COM 500255104 3315 85000 SH DEFINED 011619 85000
KOHLS CORP COM 500255104 3276 84000 SH DEFINED 011620 84000
KOHLS CORP COM 500255104 17550 450000 SH DEFINED 011614 450000
KOHLS CORP COM 500255104 1609 41247 SH DEFINED 0102 41247
KOHLS CORP COM 500255104 11700 300000 SH DEFINED 0131 300000
KOHLS CORP COM 500255104 2726 69900 SH DEFINED 0103 69900
KOHLS CORP COM 500255104 468 12000 SH DEFINED 01 12000
KROGER CO. COM 501044101 100000 2000000 SH DEFINED 0126 2000000
KROGER CO. COM 501044101 7605 152100 SH DEFINED 0124 152100
KROGER CO. COM 501044101 20200 404000 SH DEFINED 0125 404000
KROGER CO. COM 501044101 3000 60000 SH DEFINED 011620 60000
KROGER CO. COM 501044101 190524 3809405 SH DEFINED 0102 3809405
KROGER CO. COM 501044101 5131 102601 SH DEFINED 0103 102601
KROGER CO. COM 501044101 1685 33700 SH DEFINED 01 33700
LG AND E ENERGY CORP COM 501917108 8379 300600 SH DEFINED 0128 300600
LG AND E ENERGY CORP COM 501917108 19317 693000 SH DEFINED 0132 693000
LSI LOGIC COM 502161102 397 31442 SH DEFINED 0103 31442
LACLEDE GAS CO COM 505588103 35136 1523511 SH DEFINED 0103 1523511
<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
LADISH COMPANY COM 505754200 19 2165 SH DEFINED 0103 2165
LAIDLAW INC COM 50730K503 699 74103 SH DEFINED 0103 74103
LAMAR ADVERTISING COM 512815101 6300 225000 SH DEFINED 0108 225000
LANDS END INC COM 515086106 401 21695 SH DEFINED 0103 21695
LASALLE NATL $50 PREFERRED STOCK 5180283*4 8025 150000 SH DEFINED 01 150000
LASALLE NATL $50 PREFERRED STOCK 5180283*4 3210 60000 SH DEFINED 0116 60000
LATTICE SEMICONDUCTR COM 518415104 4455 180000 SH DEFINED 0128 180000
ESTE' LAUDER COM 518439104 14837 289500 SH DEFINED 0108 289500
ESTE' LAUDER COM 518439104 5202 101500 SH DEFINED 011620 101500
LAZARD SM CAP VALUE COM 52106N509 5927 384851 SH DEFINED 0103 384851
LEAR SEATING CORP COM 521865105 70000 1600000 SH DEFINED 011516 1600000
LEARNING COMPANY INC COM 522008101 6142 310000 SH DEFINED 0128 310000
LEGATO COM 524651106 5138 100000 SH DEFINED 011619 100000
LEGATO COM 524651106 36476 710000 SH DEFINED 011614 710000
LEGATO COM 524651106 21758 423550 SH DEFINED 0102 423550
LEGATO COM 524651106 5138 100000 SH DEFINED 0131 100000
LEGATO COM 524651106 742 14450 SH DEFINED 0103 14450
LEGGETT & PLATT COM 524660107 20750 1000000 SH DEFINED 011618 1000000
LEGG MASON INC COM 524901105 20870 793186 SH DEFINED 0102 793186
LEGG MASON INC COM 524901105 259 9832 SH DEFINED 0103 9832
LEHMAN BROS HOLDINGS COM 524908100 1110 39300 SH DEFINED 0124 39300
LEHMAN BROS HOLDINGS COM 524908100 746 26410 SH DEFINED 0103 26410
LEVEL ONE COM 527295109 12075 600000 SH DEFINED 0106 600000
LIFE RE CORP COM 532160108 15871 172600 SH DEFINED 0102 172600
LIFE RE CORP COM 532160108 184 2000 SH DEFINED 0103 2000
LIFE TECHNOLOGIES IN COM 532177201 8622 258350 SH DEFINED 0128 258350
ELI LILLY COM 532457108 4996 63800 SH DEFINED 0124 63800
ELI LILLY COM 532457108 12350 157700 SH DEFINED 0125 157700
ELI LILLY COM 532457108 12138 155000 SH DEFINED 0135 155000
ELI LILLY COM 532457108 33058 422104 SH DEFINED 0102 422104
ELI LILLY COM 532457108 20946 267467 SH DEFINED 0103 267467
ELI LILLY COM 532457108 6657 85000 SH DEFINED 01 85000
THE LIMITED INC COM 532716107 1123 51184 SH DEFINED 0103 51184
LINCOLN NAT COM 534187109 70941 862500 SH DEFINED 0113 862500
LINCOLN NAT COM 534187109 6654 80900 SH DEFINED 0124 80900
LINCOLN NAT COM 534187109 25423 309100 SH DEFINED 0125 309100
LINCOLN NAT COM 534187109 52023 632500 SH DEFINED 0107 632500
LINCOLN NAT COM 534187109 24675 300000 SH DEFINED 011516 300000
LINCOLN NAT COM 534187109 41453 503990 SH DEFINED 0102 503990
LINCOLN NAT COM 534187109 56753 690000 SH DEFINED 0131 690000
LINCOLN NAT COM 534187109 5727 69626 SH DEFINED 0103 69626
LINCOLN NATL PFD I CONV PFD STOCK 534187604 1378 55950 SH DEFINED 0104 55950
LINCOLN NATL PFD I CONV PFD STOCK 534187604 689 27975 SH DEFINED 011621 27975
LINCOLN NATL PFD I CONV PFD STOCK 534187604 689 27975 SH DEFINED 011618 27975
LINEAR TECHNOLOGY COM 535678106 2221 44423 SH DEFINED 0102 44423
LIZ CLAIBORNE COM 539320101 6760 258168 SH DEFINED 0103 258168
LOCKHEED MARTIN CORP COM 539830109 30857 306084 SH DEFINED 0130 306084
LOCKHEED MARTIN CORP COM 539830109 2208 21900 SH DEFINED 0124 21900
LOCKHEED MARTIN CORP COM 539830109 10081 100000 SH DEFINED 011618 100000
LOCKHEED MARTIN CORP COM 539830109 4457 44206 SH DEFINED 0103 44206
<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
LOEWS CORP COM 540424108 2176 25789 SH DEFINED 0103 25789
LONGS DRUG STORES COM 543162101 350 8710 SH DEFINED 0103 8710
LORAL SP&COM CVT PFD CONV PFD STOCK 543885404 17400 400000 SH DEFINED 011618 400000
LOUISIANA PAC. COM 546347105 503 24693 SH DEFINED 0103 24693
LOWE'S CO'S COM 548661107 335 10697 SH DEFINED 0102 10697
LOWE'S CO'S COM 548661107 2516 79074 SH DEFINED 0103 79074
LOWE'S CO'S COM 548661107 6331 199000 SH DEFINED 01 199000
LUCENT TECHNOLOGIES COM 549463107 172656 2500000 SH DEFINED 0126 2500000
LUCENT TECHNOLOGIES COM 549463107 5180 75000 SH DEFINED 0132 75000
LUCENT TECHNOLOGIES COM 549463107 8944 129500 SH DEFINED 0124 129500
LUCENT TECHNOLOGIES COM 549463107 22763 329600 SH DEFINED 0125 329600
LUCENT TECHNOLOGIES COM 549463107 48344 700000 SH DEFINED 011516 700000
LUCENT TECHNOLOGIES COM 549463107 1128 16314 SH DEFINED 0102 16314
LUCENT TECHNOLOGIES COM 549463107 22321 323206 SH DEFINED 0103 323206
LYONDELL CHEMICAL CO COM 552078107 20693 930000 SH DEFINED 0107 930000
MBIA INC COM 55262C100 1362 25370 SH DEFINED 0103 25370
MBNA COM 55262L100 143125 5000000 SH DEFINED 0126 5000000
MBNA COM 55262L100 13205 461300 SH DEFINED 0125 461300
MBNA COM 55262L100 34350 1200000 SH DEFINED 011516 1200000
MBNA COM 55262L100 36497 1275000 SH DEFINED 011618 1275000
MBNA COM 55262L100 97154 3393956 SH DEFINED 0102 3393956
MBNA COM 55262L100 4943 172705 SH DEFINED 0103 172705
MBNA COM 55262L100 8788 307000 SH DEFINED 01 307000
MCI WORLDCOM INC COM 55268B106 42786 875422 SH DEFINED 0130 875422
MCI WORLDCOM INC COM 55268B106 9775 200000 SH DEFINED 0108 200000
MCI WORLDCOM INC COM 55268B106 107525 2200000 SH DEFINED 0126 2200000
MCI WORLDCOM INC COM 55268B106 185725 3800000 SH DEFINED 0111 3800000
MCI WORLDCOM INC COM 55268B106 43988 900000 SH DEFINED 0132 900000
MCI WORLDCOM INC COM 55268B106 10131 207275 SH DEFINED 0124 207275
MCI WORLDCOM INC COM 55268B106 50231 1027750 SH DEFINED 0125 1027750
MCI WORLDCOM INC COM 55268B106 26197 536000 SH DEFINED 0107 536000
MCI WORLDCOM INC COM 55268B106 14663 300000 SH DEFINED 011622 300000
MCI WORLDCOM INC COM 55268B106 34213 700000 SH DEFINED 011623 700000
MCI WORLDCOM INC COM 55268B106 77425 1584145 SH DEFINED 011618 1584145
MCI WORLDCOM INC COM 55268B106 3275 67000 SH DEFINED 011620 67000
MCI WORLDCOM INC COM 55268B106 26881 550000 SH DEFINED 011614 550000
MCI WORLDCOM INC COM 55268B106 105658 2161764 SH DEFINED 0102 2161764
MCI WORLDCOM INC COM 55268B106 22444 459211 SH DEFINED 0103 459211
MCI WORLDCOM INC COM 55268B106 10028 205178 SH DEFINED 01 205178
MDU RESOURCES GROUP COM 552690109 13781 525000 SH DEFINED 0132 525000
MGC COMMUNICATIONS COM 552763302 3421 377500 SH DEFINED 011614 377500
MGIC INVESTMENT CORP COM 552848103 1097 29741 SH DEFINED 0103 29741
MSC COM 553530106 6000 300000 SH DEFINED 011619 300000
STEVEN MADDEN LTD COM 556269108 3598 570000 SH DEFINED 011614 570000
MAHANAGAR TELEPHONE COM 559778105 2322 195952 SH DEFINED 0124 195952
MAIL WELL INC COM 560321200 2569 300000 SH DEFINED 011614 300000
MAINSTREET FINANCIAL COM 560633109 307 8860 SH DEFINED 0102 8860
MALLINCKRODT INC COM 561232109 23210 1142600 SH DEFINED 0103 1142600
MANHATTEN ASS COM 562750109 3900 300000 SH DEFINED 011614 300000
MARKETSPAN CORP PREFERRED STOCK 57061V206 7319 273600 SH DEFINED 0105 273600
<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
MARKETSPAN CORP PREFERRED STOCK 57061V206 1501 56100 SH DEFINED 01 56100
MARSH MCLENNAN CO COM 571748102 66379 1334250 SH DEFINED 0113 1334250
MARSH MCLENNAN CO COM 571748102 50173 1008500 SH DEFINED 0107 1008500
MARSH MCLENNAN CO COM 571748102 52252 1050300 SH DEFINED 0131 1050300
MARSH MCLENNAN CO COM 571748102 4969 99880 SH DEFINED 0103 99880
MARRIOTT INTL CL A COM 571903202 143250 6000000 SH DEFINED 0126 6000000
MARRIOTT INTL CL A COM 571903202 57300 2400000 SH DEFINED 0111 2400000
MARRIOTT INTL CL A COM 571903202 1740 72900 SH DEFINED 0124 72900
MARRIOTT INTL CL A COM 571903202 1338 56061 SH DEFINED 0103 56061
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 47967 1110672 SH DEFINED 011618 1110672
MARTIN MARIETTA MATE COM 573284106 1068 24750 SH DEFINED 0102 24750
MARTIN MARIETTA MATE COM 573284106 6837 158300 SH DEFINED 0131 158300
MARTIN MARIETTA MATE COM 573284106 929 21500 SH DEFINED 0103 21500
MASCO CORP COM 574599106 25610 1040000 SH DEFINED 0107 1040000
MASCO CORP COM 574599106 73875 3000000 SH DEFINED 011516 3000000
MASCO CORP COM 574599106 18469 750000 SH DEFINED 011618 750000
MASCO CORP COM 574599106 80033 3250036 SH DEFINED 0102 3250036
MASCO CORP COM 574599106 2401 97496 SH DEFINED 0103 97496
MASCO CORP COM 574599106 4932 200270 SH DEFINED 01 200270
MASTEC INC. COM 576323109 29025 1800000 SH DEFINED 0111 1800000
MASTEC INC. COM 576323109 1935 120000 SH DEFINED 011622 120000
MASTEC INC. COM 576323109 4031 250000 SH DEFINED 011623 250000
MASTEC INC. COM 576323109 156 9750 SH DEFINED 0102 9750
MATTEL INC. COM 577081102 14000 500000 SH DEFINED 0130 500000
MATTEL INC. COM 577081102 5891 210400 SH DEFINED 0108 210400
MATTEL INC. COM 577081102 28000 1000000 SH DEFINED 0126 1000000
MATTEL INC. COM 577081102 24080 860000 SH DEFINED 0113 860000
MATTEL INC. COM 577081102 50400 1800000 SH DEFINED 0111 1800000
MATTEL INC. COM 577081102 4404 157300 SH DEFINED 0124 157300
MATTEL INC. COM 577081102 10788 385300 SH DEFINED 0125 385300
MATTEL INC. COM 577081102 5950 212500 SH DEFINED 011622 212500
MATTEL INC. COM 577081102 12600 450000 SH DEFINED 011623 450000
MATTEL INC. COM 577081102 10500 375000 SH DEFINED 011618 375000
MATTEL INC. COM 577081102 2201 78600 SH DEFINED 011620 78600
MATTEL INC. COM 577081102 40678 1452650 SH DEFINED 0102 1452650
MATTEL INC. COM 577081102 19040 680000 SH DEFINED 0131 680000
MATTEL INC. COM 577081102 3410 121758 SH DEFINED 0103 121758
MATTEL INC. COM 577081102 395 14100 SH DEFINED 01 14100
MAXIM INTEGRATED COM 57772K101 5575 200000 SH DEFINED 0108 200000
MAXIM INTEGRATED COM 57772K101 14634 525000 SH DEFINED 0106 525000
MAXIM INTEGRATED COM 57772K101 66900 2400000 SH DEFINED 0111 2400000
MAXIM INTEGRATED COM 57772K101 3903 140000 SH DEFINED 011622 140000
MAXIM INTEGRATED COM 57772K101 8920 320000 SH DEFINED 011623 320000
MAXIM INTEGRATED COM 57772K101 13938 500000 SH DEFINED 011618 500000
MAXIM INTEGRATED COM 57772K101 3066 110000 SH DEFINED 011620 110000
MAXIM INTEGRATED COM 57772K101 5575 200000 SH DEFINED 011614 200000
MAXIM INTEGRATED COM 57772K101 26679 957000 SH DEFINED 0102 957000
<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
MAXIM INTEGRATED COM 57772K101 984 35300 SH DEFINED 0103 35300
MAXTOR CORP COM 577729205 3938 450000 SH DEFINED 0128 450000
MAXTOR CORP COM 577729205 6563 750000 SH DEFINED 011619 750000
MAXTOR CORP COM 577729205 15750 1800000 SH DEFINED 011614 1800000
MAXTOR CORP COM 577729205 10063 1150000 SH DEFINED 0131 1150000
MAXXIM MEDICAL INC COM 57777G105 3853 150000 SH DEFINED 011619 150000
MAY DEPT STORES COM 577778103 2692 52270 SH DEFINED 0103 52270
MAXIMUS INC COM 577933104 5185 170000 SH DEFINED 011619 170000
MAYTAG CO COM 578592107 996 20854 SH DEFINED 0103 20854
MCDERMOTT INTL COM 580037109 365 13563 SH DEFINED 0103 13563
MCDONALDS COM 580135101 9199 154120 SH DEFINED 0103 154120
MCGRAW-HILL COS INC COM 580645109 1760 22207 SH DEFINED 0103 22207
MCKESSON 144A CVTPF CONV PFD STOCK 58155P204 25175 200000 SH DEFINED 0130 200000
MCKESSON CORP COM 581557105 3848 42000 SH DEFINED 01 42000
MEAD CORP COM 582834107 691 23460 SH DEFINED 0103 23460
MEDIAONE GROUP INC COM 58440J104 7581 170600 SH DEFINED 0108 170600
MEDIAONE GROUP INC COM 58440J104 44438 1000000 SH DEFINED 011516 1000000
MEDIAONE GROUP INC COM 58440J104 3235 72800 SH DEFINED 011620 72800
MEDIAONE GROUP INC COM 58440J104 173 3900 SH DEFINED 0102 3900
MEDIAONE GROUP INC COM 58440J104 6100 137266 SH DEFINED 0103 137266
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 31821 569500 SH DEFINED 0130 569500
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 3844 68800 SH DEFINED 0104 68800
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 14421 258100 SH DEFINED 0132 258100
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 19227 344100 SH DEFINED 0107 344100
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 1928 34500 SH DEFINED 011621 34500
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 1928 34500 SH DEFINED 011618 34500
MEDICAL MANAGER COM 58461C103 4575 200000 SH DEFINED 011619 200000
MEDICIS PHARMACEUTIC COM 584690309 8916 225000 SH DEFINED 011619 225000
MEDTRONIC COM 585055106 40513 700000 SH DEFINED 0130 700000
MEDTRONIC COM 585055106 104175 1800000 SH DEFINED 0126 1800000
MEDTRONIC COM 585055106 28938 500000 SH DEFINED 0111 500000
MEDTRONIC COM 585055106 2384 41200 SH DEFINED 0124 41200
MEDTRONIC COM 585055106 18798 324800 SH DEFINED 0125 324800
MEDTRONIC COM 585055106 4051 70000 SH DEFINED 011622 70000
MEDTRONIC COM 585055106 8681 150000 SH DEFINED 011623 150000
MEDTRONIC COM 585055106 116970 2021089 SH DEFINED 0102 2021089
MEDTRONIC COM 585055106 8340 144092 SH DEFINED 0103 144092
MEDTRONIC COM 585055106 22398 387000 SH DEFINED 01 387000
MELLON BANK CORP COM 585509102 4405 80000 SH DEFINED 011620 80000
MELLON BANK CORP COM 585509102 3241 58857 SH DEFINED 0103 58857
MENS WEARHOUSE INC COM 587118100 2551 147875 SH DEFINED 0103 147875
MERCANTILE BANCORPOR COM 587342106 1657 34250 SH DEFINED 0103 34250
MERCK COM 589331107 51825 400000 SH DEFINED 0130 400000
MERCK COM 589331107 259125 2000000 SH DEFINED 0126 2000000
MERCK COM 589331107 36666 283000 SH DEFINED 0113 283000
MERCK COM 589331107 12308 95000 SH DEFINED 0124 95000
MERCK COM 589331107 40812 315000 SH DEFINED 0125 315000
MERCK COM 589331107 31225 241000 SH DEFINED 0107 241000
MERCK COM 589331107 90694 700000 SH DEFINED 011516 700000
MERCK COM 589331107 114663 885000 SH DEFINED 011618 885000
<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
MERCK COM 589331107 214447 1655151 SH DEFINED 0102 1655151
MERCK COM 589331107 29540 228000 SH DEFINED 0131 228000
MERCK COM 589331107 39680 306271 SH DEFINED 0103 306271
MERCK COM 589331107 20612 159082 SH DEFINED 01 159082
MERCURY INTERACTIVE COM 589405109 16867 425000 SH DEFINED 011614 425000
MEREDITH CORP COM 589433101 378 11812 SH DEFINED 0103 11812
MERIDIAN INS GROUP COM 589644103 132 7100 SH DEFINED 0103 7100
MERRILL LYNCH & CO COM 590188108 75800 1600000 SH DEFINED 0111 1600000
MERRILL LYNCH & CO COM 590188108 1672 35300 SH DEFINED 0124 35300
MERRILL LYNCH & CO COM 590188108 5685 120000 SH DEFINED 011622 120000
MERRILL LYNCH & CO COM 590188108 10423 220000 SH DEFINED 011623 220000
MERRILL LYNCH & CO COM 590188108 456 9600 SH DEFINED 0102 9600
MERRILL LYNCH & CO COM 590188108 3742 78994 SH DEFINED 0103 78994
MERRILL LYNCH & CO COM 590188108 2511 53000 SH DEFINED 01 53000
METRIS SYSTEM COM 591598107 22380 480000 SH DEFINED 0106 480000
METRONET COMM WTS WARRANT 59169Y116 266 8750 SH DEFINED 0109 8750
METTLER TOLEDO COM 592688105 14728 685000 SH DEFINED 0108 685000
METZLER GROUP INC COM 592903108 6850 200000 SH DEFINED 011619 200000
METZLER GROUP INC COM 592903108 20893 610000 SH DEFINED 011614 610000
METZLER GROUP INC COM 592903108 22073 644413 SH DEFINED 0102 644413
METZLER GROUP INC COM 592903108 6850 200000 SH DEFINED 0131 200000
METZLER GROUP INC COM 592903108 532 15525 SH DEFINED 0103 15525
METZLER GROUP INC COM 592903108 788 23000 SH DEFINED 01 23000
MEYER (FRED) INC COM 592907109 6220 160000 SH DEFINED 0128 160000
MEYER (FRED) INC COM 592907109 25269 650000 SH DEFINED 0106 650000
MEYER (FRED) INC COM 592907109 1718 44200 SH DEFINED 0124 44200
MEYER (FRED) INC COM 592907109 17109 440100 SH DEFINED 0125 440100
MEYER (FRED) INC COM 592907109 38875 1000000 SH DEFINED 011516 1000000
MEYER (FRED) INC COM 592907109 18099 465610 SH DEFINED 0102 465610
MEYER (FRED) INC COM 592907109 1912 49170 SH DEFINED 0103 49170
MEYER (FRED) INC COM 592907109 583 15000 SH DEFINED 01 15000
MICROSOFT COM 594918104 57783 525000 SH DEFINED 0130 525000
MICROSOFT COM 594918104 9498 86300 SH DEFINED 0108 86300
MICROSOFT COM 594918104 396225 3600000 SH DEFINED 0126 3600000
MICROSOFT COM 594918104 220125 2000000 SH DEFINED 0111 2000000
MICROSOFT COM 594918104 28649 260300 SH DEFINED 0124 260300
MICROSOFT COM 594918104 74644 678200 SH DEFINED 0125 678200
MICROSOFT COM 594918104 15409 140000 SH DEFINED 011622 140000
MICROSOFT COM 594918104 35220 320000 SH DEFINED 011623 320000
MICROSOFT COM 594918104 110063 1000000 SH DEFINED 011516 1000000
MICROSOFT COM 594918104 72399 657800 SH DEFINED 011618 657800
MICROSOFT COM 594918104 6516 59200 SH DEFINED 011620 59200
MICROSOFT COM 594918104 26321 239165 SH DEFINED 0102 239165
MICROSOFT COM 594918104 65939 599102 SH DEFINED 0103 599102
MICROSOFT COM 594918104 2234 20300 SH DEFINED 01 20300
MICRO STRATEGY COM 594972101 3000 80000 SH DEFINED 011614 80000
MICRON ELECTRONICS COM 595100108 3500 200000 SH DEFINED 011614 200000
MICRON TECHNOLOGY COM 595112103 12175 400000 SH DEFINED 011614 400000
MICRON TECHNOLOGY COM 595112103 1448 47587 SH DEFINED 0103 47587
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 8645 73300 SH DEFINED 0105 73300
<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
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 4128 35000 SH DEFINED 01 35000
MILLIPORE CORP COM 601073109 187 9832 SH DEFINED 0103 9832
MN MINING & MFG CO COM 604059105 6722 91221 SH DEFINED 0103 91221
MN MINING & MFG CO COM 604059105 5453 74000 SH DEFINED 01 74000
MN P & L 144A $100 PREFERRED STOCK 6041103#1 5070 50000 SH DEFINED 0105 50000
MN P & L 144A $100 PREFERRED STOCK 6041103#1 3042 30000 SH DEFINED 01 30000
MN P&L 144A 6.70 PREFERRED STOCK 604110999 10388 100000 SH DEFINED 0105 100000
MIRAGE RESORTS INC COM 60462E104 676 40330 SH DEFINED 0103 40330
MOBIL COM 607059102 151875 2000000 SH DEFINED 0126 2000000
MOBIL COM 607059102 56953 750000 SH DEFINED 0113 750000
MOBIL COM 607059102 4609 60700 SH DEFINED 0124 60700
MOBIL COM 607059102 7442 98000 SH DEFINED 0125 98000
MOBIL COM 607059102 45563 600000 SH DEFINED 0107 600000
MOBIL COM 607059102 37969 500000 SH DEFINED 011516 500000
MOBIL COM 607059102 35507 467600 SH DEFINED 0102 467600
MOBIL COM 607059102 45183 595000 SH DEFINED 0131 595000
MOBIL COM 607059102 15202 200193 SH DEFINED 0103 200193
MOBIL COM 607059102 5695 75000 SH DEFINED 01 75000
MOL MAGYAR COM 608464202 1336 69500 SH DEFINED 0124 69500
MONSANTO COMPANY COM 611662107 90200 1600000 SH DEFINED 0126 1600000
MONSANTO COMPANY COM 611662107 90200 1600000 SH DEFINED 0111 1600000
MONSANTO COMPANY COM 611662107 20475 363200 SH DEFINED 0125 363200
MONSANTO COMPANY COM 611662107 21118 374600 SH DEFINED 0135 374600
MONSANTO COMPANY COM 611662107 22428 397853 SH DEFINED 0102 397853
MONSANTO COMPANY COM 611662107 7631 135364 SH DEFINED 0103 135364
MOORE CORP COM 615785102 211 19959 SH DEFINED 0103 19959
JP MORGAN & CO INC COM 616880100 3381 39948 SH DEFINED 0103 39948
JP MORGAN & CO INC COM 616880100 5720 67587 SH DEFINED 01 67587
MORGAN STANLEY INT'L COM 61744J408 1017 57609 SH DEFINED 0103 57609
MORGAN ST DEAN WITTE COM 617446448 4608 107000 SH DEFINED 0108 107000
MORGAN ST DEAN WITTE COM 617446448 129188 3000000 SH DEFINED 0126 3000000
MORGAN ST DEAN WITTE COM 617446448 2300 53400 SH DEFINED 0124 53400
MORGAN ST DEAN WITTE COM 617446448 43063 1000000 SH DEFINED 011516 1000000
MORGAN ST DEAN WITTE COM 617446448 36603 850000 SH DEFINED 011618 850000
MORGAN ST DEAN WITTE COM 617446448 5685 132014 SH DEFINED 0103 132014
MORGAN ST DEAN WITTE COM 617446448 3144 73000 SH DEFINED 01 73000
MORTON INTERNATIONAL COM 619335102 642 29332 SH DEFINED 0103 29332
BT RUSSELL 2000 IDX COM 619467XX6 6 16 SH DEFINED 0103 16
MOTOROLA COM 620076109 34790 815000 SH DEFINED 0113 815000
MOTOROLA COM 620076109 2036 47700 SH DEFINED 0124 47700
MOTOROLA COM 620076109 17732 415400 SH DEFINED 0125 415400
MOTOROLA COM 620076109 9178 215000 SH DEFINED 0107 215000
MOTOROLA COM 620076109 28098 658272 SH DEFINED 0102 658272
MOTOROLA COM 620076109 26680 625000 SH DEFINED 0131 625000
MOTOROLA COM 620076109 7621 178524 SH DEFINED 0103 178524
MOTOROLA COM 620076109 7214 169000 SH DEFINED 01 169000
MUSICLAND INC COM 62758B109 7247 585590 SH DEFINED 0103 585590
MUTUAL RISK COM 628351108 53063 1500000 SH DEFINED 0130 1500000
MUTUAL RISK COM 628351108 3950 111666 SH DEFINED 011620 111666
MUTUAL RISK COM 628351108 1216 34350 SH DEFINED 0102 34350
<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
MUTUAL RISK COM 628351108 8844 250000 SH DEFINED 0131 250000
MUTUAL RISK COM 628351108 1072 30300 SH DEFINED 0103 30300
NCI BUILDING SYSTEMS COM 628852105 13347 673666 SH DEFINED 0103 673666
NIPSCO COM 629140104 26300 800000 SH DEFINED 0132 800000
NABORS INDUSTRIES IN COM 629568106 2017 132820 SH DEFINED 0102 132820
NACCO IND CL A COM 629579103 900 9000 SH DEFINED 0124 9000
NACCO IND CL A COM 629579103 176 1759 SH DEFINED 0103 1759
NAKORNTHAI STRIP WTS WARRANT 629844119 0 7407184 SH DEFINED 0109 7407184
NAKORNTHAI STRIP WTS WARRANT 629844119 0 2722298 SH DEFINED 0124 2722298
NAKORNTHAI STRIP WTS WARRANT 629844119 0 3355391 SH DEFINED 011621 3355391
NALCO CHEMICAL COM 629853102 440 14907 SH DEFINED 0103 14907
NATL BANK OF GREECE COM 633643101 2959 110000 SH DEFINED 0124 110000
NATIONAL CITY CORP COM 635405103 4891 74179 SH DEFINED 0103 74179
NATIONAL CITY CORP COM 635405103 9627 146000 SH DEFINED 01 146000
NATL COMMERCE BANCOR COM 635449101 1155 70000 SH DEFINED 0106 70000
NATL DATA CORP COM 635621105 5866 190000 SH DEFINED 0128 190000
NATIONAL OILWELL INC COM 637071101 1854 149831 SH DEFINED 0103 149831
NATL SEMICONDUCTOR COM 637640103 356 36774 SH DEFINED 0103 36774
NATL SERVICES IND COM 637657107 302 9480 SH DEFINED 0103 9480
NAT CORP HOUSING COM 637995994 100 500 SH DEFINED 01 500
NATIONS BANK COM 638585109 36915 690000 SH DEFINED 0113 690000
NATIONS BANK COM 638585109 13996 261600 SH DEFINED 0124 261600
NATIONS BANK COM 638585109 32886 614700 SH DEFINED 0125 614700
NATIONS BANK COM 638585109 30896 577500 SH DEFINED 0107 577500
NATIONS BANK COM 638585109 34510 645066 SH DEFINED 0102 645066
NATIONS BANK COM 638585109 27686 517500 SH DEFINED 0131 517500
NATIONS BANK COM 638585109 14672 274244 SH DEFINED 0103 274244
NATIONS BANK COM 638585109 4453 83240 SH DEFINED 01 83240
NATIONWIDE FINL COM 638612101 11359 250000 SH DEFINED 0128 250000
NATIONWIDE FINL COM 638612101 2045 45000 SH DEFINED 011620 45000
NATIONWIDE FINL COM 638612101 11359 250000 SH DEFINED 011614 250000
NATIONWIDE FINL COM 638612101 607 13384 SH DEFINED 0102 13384
NATIONWIDE FINL COM 638612101 486 10700 SH DEFINED 0103 10700
NATIONWIDE FINL COM 638612101 500 11000 SH DEFINED 01 11000
NATIONWIDE HEALTH COM 638620104 7313 325000 SH DEFINED 0113 325000
NATIONWIDE HEALTH COM 638620104 5625 250000 SH DEFINED 0131 250000
NATIONWIDE HEALTH COM 638620104 450 20000 SH DEFINED 0103 20000
NATROL INC COM 638789107 1331 150000 SH DEFINED 011619 150000
NAVISTAR INTL CORP COM 63934E108 8890 392908 SH DEFINED 0103 392908
NEUBERGR&BERMN-FOCUS COM 640917506 1270 73914 SH DEFINED 0103 73914
NETWORKS ASSOCIATES COM 640938106 26625 750000 SH DEFINED 0130 750000
NETWORKS ASSOCIATES COM 640938106 71000 2000000 SH DEFINED 0126 2000000
NETWORKS ASSOCIATES COM 640938106 9053 255000 SH DEFINED 0128 255000
NETWORKS ASSOCIATES COM 640938106 53250 1500000 SH DEFINED 0111 1500000
NETWORKS ASSOCIATES COM 640938106 42600 1200000 SH DEFINED 011516 1200000
NETWORKS ASSOCIATES COM 640938106 22188 625000 SH DEFINED 011618 625000
NETWORKS ASSOCIATES COM 640938106 28844 812511 SH DEFINED 011619 812511
NETWORKS ASSOCIATES COM 640938106 32789 923625 SH DEFINED 011614 923625
NETWORKS ASSOCIATES COM 640938106 48343 1361765 SH DEFINED 0102 1361765
NETWORKS ASSOCIATES COM 640938106 21300 600000 SH DEFINED 0131 600000
<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
NETWORKS ASSOCIATES COM 640938106 1468 41350 SH DEFINED 0103 41350
NETWORKS ASSOCIATES COM 640938106 5498 154885 SH DEFINED 01 154885
NEVADA POWER COM 641423108 5375 200000 SH DEFINED 0132 200000
NEW CENTURY ENERGIES COM 64352U103 17041 350000 SH DEFINED 0130 350000
NEW CENTURY ENERGIES COM 64352U103 43819 900000 SH DEFINED 0113 900000
NEW CENTURY ENERGIES COM 64352U103 24344 500000 SH DEFINED 0132 500000
NEW CENTURY ENERGIES COM 64352U103 20692 425000 SH DEFINED 0107 425000
NEW CENTURY ENERGIES COM 64352U103 34081 700000 SH DEFINED 0131 700000
NEW CENTURY ENERGIES COM 64352U103 1397 28700 SH DEFINED 0103 28700
NJ NATL GAS 100 144A PREFERRED STOCK 645869207 20800 200000 SH DEFINED 0105 200000
NEW JERSEY RESOURCES COM 646025106 12469 350000 SH DEFINED 0132 350000
NEW YORK TIMES CLA COM 650111107 79750 2900000 SH DEFINED 0126 2900000
NEW YORK TIMES CLA COM 650111107 1186 43112 SH DEFINED 0103 43112
NEWELL CO COM 651192106 15661 340000 SH DEFINED 0108 340000
NEWELL CO COM 651192106 5528 120000 SH DEFINED 0128 120000
NEWELL CO COM 651192106 1469 31900 SH DEFINED 0124 31900
NEWELL CO COM 651192106 6048 131300 SH DEFINED 0125 131300
NEWELL CO COM 651192106 6909 150000 SH DEFINED 011620 150000
NEWELL CO COM 651192106 702 15250 SH DEFINED 0102 15250
NEWELL CO COM 651192106 2028 44039 SH DEFINED 0103 44039
NEWELL FINL TR 144A CONV PFD STOCK 651195208 14031 250000 SH DEFINED 0130 250000
NEWELL FINL TR 144A CONV PFD STOCK 651195208 561 10000 SH DEFINED 0104 10000
NEWELL FINL TR 144A CONV PFD STOCK 651195208 281 5000 SH DEFINED 011621 5000
NEWELL FINL TR 144A CONV PFD STOCK 651195208 281 5000 SH DEFINED 011618 5000
NEWFIELD EXPLORATION COM 651290108 4491 199600 SH DEFINED 0128 199600
NEWMONT MINING COM 651639106 970 40000 SH DEFINED 0127 40000
NEWMONT MINING COM 651639106 856 35290 SH DEFINED 0103 35290
NEWS CORP LTD ADR COM 652487703 4484 175000 SH DEFINED 011620 175000
NEXTEL COMMUNICATION COM 65332V103 829 41056 SH DEFINED 0109 41056
NEXTEL COMMUNICATION COM 65332V103 125 6197 SH DEFINED 011621 6197
NEXTEL COMMUNICATION COM 65332V103 1320 65379 SH DEFINED 0103 65379
NEXTEL COMM WTS WARRANT 65332V111 0 18902 SH DEFINED 0109 18902
NIAGARA MOHAWK POWER COM 653522102 649 42205 SH DEFINED 0103 42205
NIBCO STOCK COM 653650101 32673 232980 SH DEFINED 0103 232980
NICE SYSTEMS LTD ADR COM 653656108 1254 85000 SH DEFINED 0124 85000
NICOR COM 654086107 10567 255000 SH DEFINED 0132 255000
NICOR COM 654086107 449 10839 SH DEFINED 0103 10839
NIKE INC CL B COM 654106103 2618 71100 SH DEFINED 0102 71100
NIKE INC CL B COM 654106103 2386 64824 SH DEFINED 0103 64824
NOKIA ADR A COM 654902204 18695 238344 SH DEFINED 0103 238344
NORDSTROM INC COM 655664100 8663 350000 SH DEFINED 011618 350000
NORDSTROM INC COM 655664100 853 34462 SH DEFINED 0103 34462
NORFOLK SOUTHERN CO COM 655844108 2484 85461 SH DEFINED 0103 85461
NORFOLK SO RAILWAY PREFERRED STOCK 655855203 4 80 SH DEFINED 0102 80
NORTHRN ST PWR CO MN COM 665772109 22450 800000 SH DEFINED 0113 800000
NORTHRN ST PWR CO MN COM 665772109 17230 614000 SH DEFINED 0132 614000
NORTHRN ST PWR CO MN COM 665772109 20205 720000 SH DEFINED 0107 720000
NORTHRN ST PWR CO MN COM 665772109 19083 680000 SH DEFINED 0131 680000
NORTHRN ST PWR CO MN COM 665772109 1964 70010 SH DEFINED 0103 70010
NORTHRN ST PWR CO MN COM 665772109 8357 297800 SH DEFINED 01 297800
<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
NORTHRN TELECOM COM 665815106 27456 858000 SH DEFINED 0113 858000
NORTHRN TELECOM COM 665815106 3863 120720 SH DEFINED 0124 120720
NORTHRN TELECOM COM 665815106 12016 375500 SH DEFINED 0112 375500
NORTHRN TELECOM COM 665815106 5374 167940 SH DEFINED 0125 167940
NORTHRN TELECOM COM 665815106 6400 200000 SH DEFINED 0135 200000
NORTHRN TELECOM COM 665815106 21504 672000 SH DEFINED 0107 672000
NORTHRN TELECOM COM 665815106 14400 450000 SH DEFINED 011618 450000
NORTHRN TELECOM COM 665815106 1920 60000 SH DEFINED 011620 60000
NORTHRN TELECOM COM 665815106 19395 606100 SH DEFINED 011617 606100
NORTHRN TELECOM COM 665815106 39270 1227108 SH DEFINED 0102 1227108
NORTHRN TELECOM COM 665815106 21792 681000 SH DEFINED 0131 681000
NORTHRN TELECOM COM 665815106 6699 209324 SH DEFINED 0103 209324
NORTHRN TELECOM COM 665815106 6052 189130 SH DEFINED 01 189130
NORTHERN TRUST CORP COM 665859104 1726 25287 SH DEFINED 0103 25287
NORTHROP GRUMMAN COR COM 666807102 1115 15278 SH DEFINED 0103 15278
NWA COM 667280101 138 5500 SH DEFINED 0102 5500
NORTHWEST NATURAL GA COM 667655104 6914 250000 SH DEFINED 0132 250000
NORWEST CORP COM 669380107 28650 800000 SH DEFINED 0130 800000
NORWEST CORP COM 669380107 10715 299200 SH DEFINED 0108 299200
NORWEST CORP COM 669380107 358125 10000000 SH DEFINED 0126 10000000
NORWEST CORP COM 669380107 2765 77200 SH DEFINED 0124 77200
NORWEST CORP COM 669380107 33463 934400 SH DEFINED 0125 934400
NORWEST CORP COM 669380107 33485 935000 SH DEFINED 0107 935000
NORWEST CORP COM 669380107 17906 500000 SH DEFINED 011516 500000
NORWEST CORP COM 669380107 8058 225000 SH DEFINED 011618 225000
NORWEST CORP COM 669380107 2865 80000 SH DEFINED 011620 80000
NORWEST CORP COM 669380107 252611 7053760 SH DEFINED 0102 7053760
NORWEST CORP COM 669380107 9375 261755 SH DEFINED 0103 261755
NORWEST CORP COM 669380107 7653 213700 SH DEFINED 01 213700
NOVACARE CORP CONV BOND 669930AA7 6108 7000000 PRN DEFINED 0104 7000000
NOVACARE CORP CONV BOND 669930AA7 3490 4000000 PRN DEFINED 011621 4000000
NOVACARE CORP CONV BOND 669930AA7 3490 4000000 PRN DEFINED 011618 4000000
NOVELL INC COM 670006105 973 79394 SH DEFINED 0103 79394
NUCOR CORP COM 670346105 805 19816 SH DEFINED 0103 19816
OKLAHOMA GAS & ELEC COM 670837103 8663 300000 SH DEFINED 0132 300000
OCCIDENTAL PETROLEUM COM 674599105 1720 80021 SH DEFINED 0103 80021
OCEAN ENERGY INC COM 674812201 3754 286000 SH DEFINED 0128 286000
OCEAN ENERGY INC COM 674812201 15750 1200000 SH DEFINED 0106 1200000
OCWEN FINANCIAL CORP COM 675746101 10063 1150000 SH DEFINED 0106 1150000
OFFICE MAX COM 67622M108 5103 520000 SH DEFINED 0128 520000
OFFICE MAX COM 67622M108 14228 1450000 SH DEFINED 0106 1450000
OFFICE MAX COM 67622M108 12632 1287300 SH DEFINED 011618 1287300
OFFICE DEP PUT 11/00 CONV BOND 676220AB2 4882 7300000 PRN DEFINED 0130 7300000
OFFICE DEPOT INC COM 676220106 39266 1750000 SH DEFINED 011516 1750000
OFFICE DEPOT INC COM 676220106 3366 150000 SH DEFINED 011619 150000
OFFICE DEPOT INC COM 676220106 16810 749200 SH DEFINED 011614 749200
OFFICE DEPOT INC COM 676220106 11219 500000 SH DEFINED 0131 500000
OFFICE DEPOT INC COM 676220106 3568 159000 SH DEFINED 01 159000
OGDEN CORP COM 676346109 11933 419607 SH DEFINED 0103 419607
OHIO POWER CO $100 PREFERRED STOCK 677415796 4145 36000 SH DEFINED 0105 36000
<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
OHI PWR CO $100 PREFERRED STOCK 677415812 1161 10000 SH DEFINED 0105 10000
OHIO PWR CO $100 PREFERRED STOCK 677415820 591 5000 SH DEFINED 0105 5000
LUKOIL ADR COM 677862104 883 72840 SH DEFINED 0124 72840
OMNICARE, INC. COM 681904108 45582 1293125 SH DEFINED 0102 1293125
OMNICARE, INC. COM 681904108 1830 51925 SH DEFINED 0103 51925
OMNICOM GROUP COM 681919106 1740 38656 SH DEFINED 0103 38656
OMNIPOINT CORP CONV PFD STOCK 68212D607 2438 100000 SH DEFINED 0132 100000
OMNIPOINT CORP CONV PFD STOCK 68212D607 4875 200000 SH DEFINED 011614 200000
ONEOK INC COM 682680103 9350 275000 SH DEFINED 0132 275000
ONEOK INC COM 682680103 239 7039 SH DEFINED 0103 7039
OPEN JNT VIMPEL COMM COM 68370R109 299 57000 SH DEFINED 0124 57000
OPTEL INC NON-VTG CM COM 683817100 68 17000 SH DEFINED 0109 17000
ORACLE CORP COM COM 68389X105 3504 120300 SH DEFINED 0124 120300
ORACLE CORP COM COM 68389X105 6409 220054 SH DEFINED 0103 220054
ORBITAL SCIENCES COR COM 685564106 8419 300000 SH DEFINED 011614 300000
ORYX ENERGY CO COM 68763F100 309 23849 SH DEFINED 0103 23849
OUTDOOR SYSTEM COM 690057104 15600 800000 SH DEFINED 0106 800000
OUTDOOR SYSTEM COM 690057104 17550 900000 SH DEFINED 011619 900000
OUTDOOR SYSTEM COM 690057104 39488 2025000 SH DEFINED 011614 2025000
OUTDOOR SYSTEM COM 690057104 60678 3111738 SH DEFINED 0102 3111738
OUTDOOR SYSTEM COM 690057104 27422 1406250 SH DEFINED 0131 1406250
OUTDOOR SYSTEM COM 690057104 2428 124499 SH DEFINED 0103 124499
OUTDOOR SYSTEM COM 690057104 644 33000 SH DEFINED 01 33000
OWENS-CORNING COM 69073F103 394 12088 SH DEFINED 0103 12088
OWENS & MINOR INC COM 690732102 1979 170255 SH DEFINED 0103 170255
OWENS ILLINOIS INC COM 690768403 10000 400000 SH DEFINED 0130 400000
OWENS ILLINOIS INC COM 690768403 7500 300000 SH DEFINED 0108 300000
OWENS ILLINOIS INC COM 690768403 4475 179000 SH DEFINED 0128 179000
OWENS ILLINOIS INC COM 690768403 3535 141400 SH DEFINED 0124 141400
OWENS ILLINOIS INC COM 690768403 1931 77162 SH DEFINED 0102 77162
OWENS ILLINOIS INC COM 690768403 869 34764 SH DEFINED 0103 34764
OWENS-ILL CVT PFD CONV PFD STOCK 690768502 14300 400000 SH DEFINED 0130 400000
OWENS-ILL CVT PFD CONV PFD STOCK 690768502 1430 40000 SH DEFINED 0104 40000
OWENS-ILL CVT PFD CONV PFD STOCK 690768502 715 20000 SH DEFINED 011621 20000
OWENS-ILL CVT PFD CONV PFD STOCK 690768502 715 20000 SH DEFINED 011618 20000
PBHG GROWTH FUND COM 69316H106 10790 538365 SH DEFINED 0103 538365
PCD INC COM 69318P106 3125 250000 SH DEFINED 011619 250000
PECO ENERGY COM 693304107 14625 400000 SH DEFINED 0132 400000
PECO ENERGY COM 693304107 3616 98900 SH DEFINED 0124 98900
PECO ENERGY COM 693304107 10969 300000 SH DEFINED 0125 300000
PECO ENERGY COM 693304107 1837 50255 SH DEFINED 0103 50255
PACIFIC GAS & ELEC COM 69331C108 2750 86096 SH DEFINED 0103 86096
PIMCO TOTAL RET FUND COM 693390726 9334 841601 SH DEFINED 0103 841601
PNC FINL CORP COM 693475105 3062 68051 SH DEFINED 0103 68051
PP & L RESOURCES COM 693499105 878 33946 SH DEFINED 0103 33946
PPG INDUSTRIES INC COM 693506107 2189 40110 SH DEFINED 0103 40110
PS BUSINESS PARKS COM 69360J107 3075 150000 SH DEFINED 0128 150000
PSS WORLD MEDICAL COM 69366A100 26825 1450000 SH DEFINED 0106 1450000
PACCAR INC COM 693718108 723 17558 SH DEFINED 0103 17558
PACIFIC GAS & ELEC PREFERRED STOCK 694308651 3321 120200 SH DEFINED 0105 120200
<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
PACIFIC GAS & ELEC PREFERRED STOCK 694308693 19642 717500 SH DEFINED 0105 717500
PACIFICORP COM 695114108 5756 300000 SH DEFINED 0132 300000
PACIFICORP COM 695114108 1288 67125 SH DEFINED 0103 67125
PACIFICORP $100 PAR PREFERRED STOCK 695114678 16659 150000 SH DEFINED 0105 150000
PACIFICORP $100 PAR PREFERRED STOCK 695114678 1111 10000 SH DEFINED 0116 10000
PAGEMART NATIONWIDE COM 69553Q108 336 50750 SH DEFINED 0109 50750
PAIN WEBBER GLOBAL COM 695910877 2 160 SH DEFINED 01 160
PAIR GAIN TECH COM 695934109 5688 700000 SH DEFINED 011614 700000
PAIR GAIN TECH COM 695934109 9 1086 SH DEFINED 0102 1086
PAIR GAIN TECH COM 695934109 203 25000 SH DEFINED 01 25000
PALL CORP COM 696429307 621 27997 SH DEFINED 0103 27997
PAPA JOHN COM 698813102 14850 450000 SH DEFINED 0106 450000
PAPA JOHN COM 698813102 3300 100000 SH DEFINED 011619 100000
PAPA JOHN COM 698813102 1320 40000 SH DEFINED 011620 40000
PAPA JOHN COM 698813102 6600 200000 SH DEFINED 0131 200000
PARAMETRIC TECH CORP COM 699173100 2013 200000 SH DEFINED 0128 200000
PARAMETRIC TECH CORP COM 699173100 2266 225200 SH DEFINED 0124 225200
PARAMETRIC TECH CORP COM 699173100 20125 2000000 SH DEFINED 011516 2000000
PARAMETRIC TECH CORP COM 699173100 2516 250000 SH DEFINED 011619 250000
PARAMETRIC TECH CORP COM 699173100 5031 500000 SH DEFINED 011614 500000
PARAMETRIC TECH CORP COM 699173100 13758 1367379 SH DEFINED 0102 1367379
PARAMETRIC TECH CORP COM 699173100 614 61065 SH DEFINED 0103 61065
PARKER-HANNIFIN COM 701094104 738 24866 SH DEFINED 0103 24866
PATHNET INC-WTS COM 70321G117 200 13350 SH DEFINED 0109 13350
PAYCHEX INC COM 704326107 118594 2300000 SH DEFINED 0126 2300000
PAYCHEX INC COM 704326107 136446 2646194 SH DEFINED 0102 2646194
PAYCHEX INC COM 704326107 52201 1012387 SH DEFINED 0131 1012387
PAYCHEX INC COM 704326107 6742 130744 SH DEFINED 0103 130744
PAYMENTECH INC COM 704384106 9645 653900 SH DEFINED 011618 653900
PEGASUS COMM CORP COM 705904100 270 16923 SH DEFINED 0109 16923
PENNEY J C COM 708160106 27187 605000 SH DEFINED 0107 605000
PENNEY J C COM 708160106 2554 56834 SH DEFINED 0103 56834
PENNEY J C COM 708160106 5977 133000 SH DEFINED 01 133000
PENTAIR INC COM 709631105 2266 70264 SH DEFINED 0103 70264
PENNZOIL OIL CVT CONV BOND 709903BG2 15188 15000000 PRN DEFINED 0130 15000000
PENNZOIL CO. CONV BOND 709903BH0 2326 2300000 PRN DEFINED 0104 2300000
PENNZOIL CO. CONV BOND 709903BH0 1214 1200000 PRN DEFINED 011621 1200000
PENNZOIL CO. CONV BOND 709903BH0 1214 1200000 PRN DEFINED 011618 1200000
PENNZOIL COM 709903108 374 10657 SH DEFINED 0103 10657
PEOPLES ENERGY CORP COM 711030106 287 7962 SH DEFINED 0103 7962
PEOPLE SOFT COM 712713106 9292 284800 SH DEFINED 0108 284800
PEOPLE SOFT COM 712713106 65250 2000000 SH DEFINED 0126 2000000
PEOPLE SOFT COM 712713106 16313 500000 SH DEFINED 0111 500000
PEOPLE SOFT COM 712713106 1631 50000 SH DEFINED 011622 50000
PEOPLE SOFT COM 712713106 3263 100000 SH DEFINED 011623 100000
PEOPLE SOFT COM 712713106 32625 1000000 SH DEFINED 011516 1000000
PEOPLE SOFT COM 712713106 8483 260000 SH DEFINED 011619 260000
PEOPLE SOFT COM 712713106 124 3800 SH DEFINED 011620 3800
PEOPLE SOFT COM 712713106 13050 400000 SH DEFINED 011614 400000
PEOPLE SOFT COM 712713106 56639 1736002 SH DEFINED 0102 1736002
<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
PEOPLE SOFT COM 712713106 39600 1213800 SH DEFINED 0131 1213800
PEOPLE SOFT COM 712713106 1748 53576 SH DEFINED 0103 53576
PEOPLE SOFT COM 712713106 750 23000 SH DEFINED 01 23000
PEP BOYS COM 713278109 191 14275 SH DEFINED 0103 14275
PEPSICO COM 713448108 4442 150900 SH DEFINED 0124 150900
PEPSICO COM 713448108 9767 331798 SH DEFINED 0103 331798
PEREZ COMPANC SA ADR COM 713665107 4499 550000 SH DEFINED 0135 550000
PERKIN ELMER COM 714041100 268 3900 SH DEFINED 0102 3900
PERKIN ELMER COM 714041100 753 10960 SH DEFINED 0103 10960
PERSONNEL GROUP AMER COM 715338109 4309 350000 SH DEFINED 011619 350000
PERVASIVE SOFTWARE COM 715710109 3208 295000 SH DEFINED 011619 295000
PERVASIVE SOFTWARE COM 715710109 1658 152500 SH DEFINED 011614 152500
PETROLEUM GEO SERV COM 716597109 6350 400000 SH DEFINED 0128 400000
PETROLEUM GEO SERV COM 716597109 14288 900000 SH DEFINED 0106 900000
PHARMACYCLICS INC COM 716933106 4156 250000 SH DEFINED 011619 250000
PHARMACIA & UPJOHN COM 716941109 1726 34400 SH DEFINED 0124 34400
PHARMACIA & UPJOHN COM 716941109 15749 313800 SH DEFINED 0125 313800
PHARMACIA & UPJOHN COM 716941109 1002 19950 SH DEFINED 0102 19950
PHARMACIA & UPJOHN COM 716941109 6607 131645 SH DEFINED 0103 131645
PHARMACIA & UPJOHN COM 716941109 1305 26000 SH DEFINED 01 26000
PFIZER COM 717081103 63563 600000 SH DEFINED 0130 600000
PFIZER COM 717081103 484134 4570000 SH DEFINED 0126 4570000
PFIZER COM 717081103 169500 1600000 SH DEFINED 0111 1600000
PFIZER COM 717081103 16389 154700 SH DEFINED 0124 154700
PFIZER COM 717081103 51486 486000 SH DEFINED 0125 486000
PFIZER COM 717081103 17798 168000 SH DEFINED 0135 168000
PFIZER COM 717081103 12713 120000 SH DEFINED 011622 120000
PFIZER COM 717081103 28603 270000 SH DEFINED 011623 270000
PFIZER COM 717081103 79453 750000 SH DEFINED 011516 750000
PFIZER COM 717081103 42375 400000 SH DEFINED 011618 400000
PFIZER COM 717081103 173637 1638980 SH DEFINED 0102 1638980
PFIZER COM 717081103 34947 329889 SH DEFINED 0103 329889
PFIZER COM 717081103 22257 210100 SH DEFINED 01 210100
PHELPS DODGE COM 717265102 688 13179 SH DEFINED 0103 13179
PHILIP MORRIS COM 718154107 1930 41900 SH DEFINED 0124 41900
PHILIP MORRIS COM 718154107 15201 330000 SH DEFINED 0135 330000
PHILIP MORRIS COM 718154107 30632 665000 SH DEFINED 011618 665000
PHILIP MORRIS COM 718154107 98380 2135723 SH DEFINED 0102 2135723
PHILIP MORRIS COM 718154107 25333 549972 SH DEFINED 0103 549972
PHILIP MORRIS COM 718154107 7739 168000 SH DEFINED 01 168000
PHILLIPS PETROLEUM COM 718507106 2642 58555 SH DEFINED 0103 58555
PHOENIX SHANNON 144A CONV BOND 719138AA7 17 1697635 PRN DEFINED 0104 1697635
PINNACLE WEST CAPITA COM 723484101 22406 500000 SH DEFINED 0132 500000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 10969 100000 SH DEFINED 0104 100000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 5484 50000 SH DEFINED 0110 50000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 5484 50000 SH DEFINED 011618 50000
PIONEER HI-BRED COM 723686101 1438 54770 SH DEFINED 0103 54770
PITNEY BOWES COM 724479100 3375 61853 SH DEFINED 0103 61853
PLACER DOME INC COM 725906101 2763 200000 SH DEFINED 0127 200000
PLACER DOME INC COM 725906101 778 56307 SH DEFINED 0103 56307
<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
PLATINUM TECH CONV BOND 72764TAB7 13125 15000000 PRN DEFINED 0130 15000000
PLATINUM TECH CONV BOND 72764TAB7 5688 6500000 PRN DEFINED 0128 6500000
PLATINUM TECH INC COM 72764T101 15300 850000 SH DEFINED 0106 850000
PLATINUM TECH INC COM 72764T101 27000 1500000 SH DEFINED 011516 1500000
PLATINUM TECH INC COM 72764T101 2700 150000 SH DEFINED 011619 150000
PLATINUM TECH INC COM 72764T101 22168 1231550 SH DEFINED 0102 1231550
PLATINUM TECH INC COM 72764T101 5400 300000 SH DEFINED 0131 300000
PLATINUM TECH INC COM 72764T101 625 34700 SH DEFINED 0103 34700
POLAND TELECOM WTS WARRANT 731012118 660 16500 SH DEFINED 0109 16500
POLAND TELECOM WTS WARRANT 731012118 220 5500 SH DEFINED 0124 5500
POLAND TELECOM WTS WARRANT 731012118 31 775 SH DEFINED 011620 775
POLARIS INDS INC COM 731068102 5580 180000 SH DEFINED 0128 180000
POLAROID COM 731095105 243 9906 SH DEFINED 0103 9906
POLICY MGMT SYSTEMS COM 731108106 9173 226500 SH DEFINED 0128 226500
POLICY MGMT SYSTEMS COM 731108106 22680 560000 SH DEFINED 011614 560000
POLICY MGMT SYSTEMS COM 731108106 39 980 SH DEFINED 0102 980
POLICY MGMT SYSTEMS COM 731108106 6075 150000 SH DEFINED 0131 150000
POLICY MGMT SYSTEMS COM 731108106 5852 144500 SH DEFINED 01 144500
POTLATCH CORP COM 737628107 222 6512 SH DEFINED 0103 6512
PRAXAIR COM 74005P104 1163 35591 SH DEFINED 0103 35591
PRAXAIR INC PREFERRED STOCK 74005P203 7407 70000 SH DEFINED 0105 70000
PRICE COMMUNICATIONS WARRANT 741437149 743 41280 SH DEFINED 0109 41280
PRICE COMMUNICATIONS WARRANT 741437149 415 23048 SH DEFINED 011621 23048
PRIMUS TELECOM WTS WARRANT 741929111 231 11550 SH DEFINED 0109 11550
PRIMUS TELECOM WTS WARRANT 741929111 46 2300 SH DEFINED 011618 2300
PROCTER & GAMBLE COM 742718109 21281 300000 SH DEFINED 0130 300000
PROCTER & GAMBLE COM 742718109 78031 1100000 SH DEFINED 0126 1100000
PROCTER & GAMBLE COM 742718109 31922 450000 SH DEFINED 0113 450000
PROCTER & GAMBLE COM 742718109 6420 90500 SH DEFINED 0124 90500
PROCTER & GAMBLE COM 742718109 15869 223700 SH DEFINED 0125 223700
PROCTER & GAMBLE COM 742718109 42563 600000 SH DEFINED 011516 600000
PROCTER & GAMBLE COM 742718109 35469 500000 SH DEFINED 011618 500000
PROCTER & GAMBLE COM 742718109 66271 934157 SH DEFINED 0102 934157
PROCTER & GAMBLE COM 742718109 24828 350000 SH DEFINED 0131 350000
PROCTER & GAMBLE COM 742718109 23572 332310 SH DEFINED 0103 332310
PROCTER & GAMBLE COM 742718109 915 12900 SH DEFINED 01 12900
PROFIT RECOVERY COM 743168106 6250 200000 SH DEFINED 011619 200000
PROGRESSIVE CORP OH COM 743315103 84563 750000 SH DEFINED 011516 750000
PROGRESSIVE CORP OH COM 743315103 1845 16366 SH DEFINED 0103 16366
PROLOGIS TRUST COM 743410102 15838 700000 SH DEFINED 0113 700000
PROLOGIS TRUST COM 743410102 18100 800000 SH DEFINED 0107 800000
PROLOGIS TRUST COM 743410102 12218 540000 SH DEFINED 0131 540000
PROLOGIS TRUST COM 743410102 502 22200 SH DEFINED 0103 22200
PROMUS HOTEL (NEW) COM 74342P106 20500 743750 SH DEFINED 0103 743750
PROTECTIVE LIFE CORP COM 743674103 10800 300000 SH DEFINED 011614 300000
PROTECTIVE LIFE CORP COM 743674103 47170 1310259 SH DEFINED 0103 1310259
PROVIDENT COS INC COM 743862104 33750 1000000 SH DEFINED 0111 1000000
PROVIDENT COS INC COM 743862104 1026 30400 SH DEFINED 0103 30400
PRUDENTIAL UTIL CL A COM 743911208 3 226 SH DEFINED 01 226
PROVIDIAN FIN COM 74406A102 42406 500000 SH DEFINED 0130 500000
<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
PROVIDIAN FIN COM 74406A102 85962 1013550 SH DEFINED 0111 1013550
PROVIDIAN FIN COM 74406A102 4351 51300 SH DEFINED 011622 51300
PROVIDIAN FIN COM 74406A102 8710 102700 SH DEFINED 011623 102700
PROVIDIAN FIN COM 74406A102 1726 20330 SH DEFINED 0102 20330
PROVIDIAN FIN COM 74406A102 3590 42329 SH DEFINED 0103 42329
PROVIDIAN FIN COM 74406A102 12549 147962 SH DEFINED 01 147962
PSINET, INC COM 74437C101 5575 400000 SH DEFINED 011614 400000
PUB SERV ENTERPRISES COM 744573106 11794 300000 SH DEFINED 0132 300000
PUB SERV ENTERPRISES COM 744573106 2061 52432 SH DEFINED 0103 52432
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 5535 47507 SH DEFINED 01 47507
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 1107 9501 SH DEFINED 0116 9501
PULTE CORP. COM 745867101 231 9396 SH DEFINED 0103 9396
PUTNAM HIGH YIELD COM 74678J104 2 266 SH DEFINED 01 266
QUAKER OATS COM 747402105 1837 31136 SH DEFINED 0103 31136
QUINTILES TRANSNATIO COM 748767100 25156 575000 SH DEFINED 0106 575000
QUORUM HEALTH COM 749084109 22750 1400000 SH DEFINED 0106 1400000
R & B FALCON CORP COM 74912E101 10560 880000 SH DEFINED 011618 880000
QWEST COMM INTL INC COM 749121109 2348 75000 SH DEFINED 011619 75000
QWEST COMM INTL INC COM 749121109 4697 150000 SH DEFINED 0131 150000
RH DONNELLEY CORP COM 74955W307 2104 170000 SH DEFINED 0107 170000
RH DONNELLEY CORP COM 74955W307 651 52584 SH DEFINED 01 52584
RJR NABISCO COM 74960K876 1849 73400 SH DEFINED 0103 73400
RALSTON PURINA GP COM 751277302 2078 71038 SH DEFINED 0103 71038
RANDGOLD RESOURC GDR COM 752344101 66 30000 SH DEFINED 0127 30000
RATIONAL SOFTWARE COM 75409P202 7145 425000 SH DEFINED 011614 425000
RAYCHEM COM 754603108 458 18786 SH DEFINED 0103 18786
RAYCHEM COM 754603108 6188 253850 SH DEFINED 01 253850
RAYTHEON CO CL B COM 755111408 43150 800000 SH DEFINED 0130 800000
RAYTHEON CO CL B COM 755111408 2708 50200 SH DEFINED 0124 50200
RAYTHEON CO CL B COM 755111408 4 72 SH DEFINED 0102 72
RAYTHEON CO CL B COM 755111408 4128 76528 SH DEFINED 0103 76528
READ-RITE CORP CONV BOND 755246AA3 2628 4725000 PRN DEFINED 0104 4725000
READ-RITE CORP CONV BOND 755246AA3 2434 4375000 PRN DEFINED 0109 4375000
READ-RITE CORP CONV BOND 755246AA3 1363 2450000 PRN DEFINED 011621 2450000
READ-RITE CORP CONV BOND 755246AA3 1363 2450000 PRN DEFINED 011618 2450000
REEBOK INTERNATIONAL COM 758110100 171 12626 SH DEFINED 0103 12626
REGIONS FINL CORP COM 758940100 1751 48300 SH DEFINED 0103 48300
RENAISSANCE WORLDWID COM 75968A109 6038 460000 SH DEFINED 0128 460000
RENAISSANCE WORLDWID COM 75968A109 16406 1250000 SH DEFINED 0106 1250000
RENAISSANCE WORLDWID COM 75968A109 12797 975000 SH DEFINED 011614 975000
REPTRON ELECTRONICS COM 76026W109 2461 480140 SH DEFINED 0103 480140
REPUBLIC INDUSTRIES COM 760516104 27303 1874915 SH DEFINED 011618 1874915
REPUBLIC INDUSTRIES COM 760516104 13 913 SH DEFINED 0102 913
REPUBLIC INDUSTRIES COM 760516104 306 21000 SH DEFINED 01 21000
REPUBLIC NY COM 760719104 963 24372 SH DEFINED 0103 24372
RESPIRONICS INC COM 761230101 1402 124650 SH DEFINED 0102 124650
REXALL SUNDOWN COM 761648104 7719 500000 SH DEFINED 011614 500000
REXALL SUNDOWN COM 761648104 11101 719109 SH DEFINED 0102 719109
REXALL SUNDOWN COM 761648104 92 5950 SH DEFINED 0103 5950
REXALL SUNDOWN COM 761648104 401 26000 SH DEFINED 01 26000
<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
REYNOLDS METALS COM 761763101 6606 130000 SH DEFINED 0124 130000
REYNOLDS METALS COM 761763101 822 16178 SH DEFINED 0103 16178
RHONE-POULENC SA ADR COM 762426609 21848 523300 SH DEFINED 0103 523300
RITE AID CORP CVT CONV BOND 767754AK0 5969 5000000 PRN DEFINED 0129 5000000
RITE AID CORP CVT CONV BOND 767754AK0 3701 3100000 PRN DEFINED 0104 3100000
RITE AID CORP CVT CONV BOND 767754AK0 1671 1400000 PRN DEFINED 011621 1400000
RITE AID CORP CONV BOND 767754AL8 591 500000 PRN DEFINED 0104 500000
RITE AID CORP CONV BOND 767754AL8 532 450000 PRN DEFINED 011621 450000
RITE AID CORP CONV BOND 767754AL8 2185 1850000 PRN DEFINED 011618 1850000
RITE AID COM 767754104 71000 2000000 SH DEFINED 0130 2000000
RITE AID COM 767754104 17040 480000 SH DEFINED 0108 480000
RITE AID COM 767754104 4899 138000 SH DEFINED 0124 138000
RITE AID COM 767754104 11751 331000 SH DEFINED 0125 331000
RITE AID COM 767754104 16330 460000 SH DEFINED 0135 460000
RITE AID COM 767754104 71000 2000000 SH DEFINED 011516 2000000
RITE AID COM 767754104 33725 950000 SH DEFINED 011618 950000
RITE AID COM 767754104 5751 162000 SH DEFINED 011619 162000
RITE AID COM 767754104 5680 160000 SH DEFINED 011620 160000
RITE AID COM 767754104 17750 500000 SH DEFINED 011614 500000
RITE AID COM 767754104 256122 7214548 SH DEFINED 0102 7214548
RITE AID COM 767754104 20761 584820 SH DEFINED 0131 584820
RITE AID COM 767754104 5457 153715 SH DEFINED 0103 153715
RITE AID COM 767754104 21063 593300 SH DEFINED 01 593300
ROBERT HALF INTL INC COM 770323103 4798 111100 SH DEFINED 011614 111100
ROBERT HALF INTL INC COM 770323103 42301 979512 SH DEFINED 0102 979512
ROBERT HALF INTL INC COM 770323103 33550 776850 SH DEFINED 0131 776850
ROBERT HALF INTL INC COM 770323103 2412 55850 SH DEFINED 0103 55850
ROCK FINANCIAL COM 772150108 1375 200000 SH DEFINED 011619 200000
ROCKWELL INT CORP COM 773903109 27816 770000 SH DEFINED 0113 770000
ROCKWELL INT CORP COM 773903109 21747 602000 SH DEFINED 0107 602000
ROCKWELL INT CORP COM 773903109 21314 590000 SH DEFINED 0131 590000
ROCKWELL INT CORP COM 773903109 2415 66836 SH DEFINED 0103 66836
ROHM & HAAS CO COM 775371107 1140 40981 SH DEFINED 0103 40981
ROSTELECOM COM 778529107 197 98300 SH DEFINED 0124 98300
ROWAN COMPANIES INC COM 779382100 219 19592 SH DEFINED 0103 19592
PRICE ROWE INT'L FD COM 77956H203 3396 257853 SH DEFINED 0103 257853
PRICE ROWE INT'L FD COM 77956H203 4 336 SH DEFINED 01 336
ROYAL DUTCH PETRO COM 780257804 23813 500000 SH DEFINED 0130 500000
ROYAL DUTCH PETRO COM 780257804 176213 3700000 SH DEFINED 0126 3700000
ROYAL DUTCH PETRO COM 780257804 80486 1690000 SH DEFINED 0113 1690000
ROYAL DUTCH PETRO COM 780257804 21198 445100 SH DEFINED 0124 445100
ROYAL DUTCH PETRO COM 780257804 36433 765000 SH DEFINED 0125 765000
ROYAL DUTCH PETRO COM 780257804 63103 1325000 SH DEFINED 0107 1325000
ROYAL DUTCH PETRO COM 780257804 47625 1000000 SH DEFINED 011516 1000000
ROYAL DUTCH PETRO COM 780257804 33338 700000 SH DEFINED 011618 700000
ROYAL DUTCH PETRO COM 780257804 65152 1368014 SH DEFINED 0102 1368014
ROYAL DUTCH PETRO COM 780257804 63103 1325000 SH DEFINED 0131 1325000
ROYAL DUTCH PETRO COM 780257804 27733 582326 SH DEFINED 0103 582326
ROYAL DUTCH PETRO COM 780257804 976 20500 SH DEFINED 01 20500
RSL COMM WT 11/15/06 WARRANT 781076112 912 9500 SH DEFINED 0109 9500
<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
RUBBERMAID COM 781088109 2225 92950 SH DEFINED 0102 92950
RUBBERMAID COM 781088109 805 33635 SH DEFINED 0103 33635
RUSSELL CORP COM 782352108 212 8082 SH DEFINED 0103 8082
RYDER SYSTEM COM 783549108 415 16689 SH DEFINED 0103 16689
SBC COMMUNICATIONS COM 78387G103 37079 834400 SH DEFINED 0113 834400
SBC COMMUNICATIONS COM 78387G103 39994 900000 SH DEFINED 0132 900000
SBC COMMUNICATIONS COM 78387G103 11389 256300 SH DEFINED 0124 256300
SBC COMMUNICATIONS COM 78387G103 29889 672600 SH DEFINED 0125 672600
SBC COMMUNICATIONS COM 78387G103 28884 650000 SH DEFINED 0107 650000
SBC COMMUNICATIONS COM 78387G103 591 13292 SH DEFINED 0102 13292
SBC COMMUNICATIONS COM 78387G103 28418 639500 SH DEFINED 0131 639500
SBC COMMUNICATIONS COM 78387G103 20699 465804 SH DEFINED 0103 465804
SGW HOLDING INC WT WARRANT 78422P118 870 2750 SH DEFINED 0109 2750
SALOMON INC TRT PFD PREFERRED STOCK 784252207 9095 340000 SH DEFINED 0129 340000
SALOMON INC TRT PFD PREFERRED STOCK 784252207 10700 400000 SH DEFINED 0104 400000
SLM HLDG CORP COM 78442A109 1434 44210 SH DEFINED 0103 44210
SLI INC COM 78442T108 7696 498500 SH DEFINED 011614 498500
S M & A CORP COM 784432106 5693 330000 SH DEFINED 011619 330000
SAFECO CORP COM 786429100 1323 31742 SH DEFINED 0103 31742
SAFEGUARD SCIENTIFIC COM 786449108 10375 400000 SH DEFINED 011614 400000
SAFEWAY INC. COM 786514208 92750 2000000 SH DEFINED 0130 2000000
SAFEWAY INC. COM 786514208 29680 640000 SH DEFINED 0108 640000
SAFEWAY INC. COM 786514208 398825 8600000 SH DEFINED 0126 8600000
SAFEWAY INC. COM 786514208 24249 522900 SH DEFINED 0135 522900
SAFEWAY INC. COM 786514208 120575 2600000 SH DEFINED 011516 2600000
SAFEWAY INC. COM 786514208 11130 240000 SH DEFINED 011618 240000
SAFEWAY INC. COM 786514208 4638 100000 SH DEFINED 011620 100000
SAFEWAY INC. COM 786514208 23188 500000 SH DEFINED 011614 500000
SAFEWAY INC. COM 786514208 434983 9379867 SH DEFINED 0102 9379867
SAFEWAY INC. COM 786514208 1765 38050 SH DEFINED 0103 38050
SAFEWAY INC. COM 786514208 31502 679300 SH DEFINED 01 679300
ST JUDE MEDICAL COM 790849103 438 18928 SH DEFINED 0103 18928
ST PAUL COMPANIES COM 792860108 4459 137188 SH DEFINED 0103 137188
CINCINNATI BELL PFD CONV PFD STOCK 79549B867 10918 216200 SH DEFINED 0130 216200
CINCINNATI BELL PFD CONV PFD STOCK 79549B867 3535 70000 SH DEFINED 0132 70000
CINCINNATI BELL PFD CONV PFD STOCK 79549B867 10918 216200 SH DEFINED 011614 216200
SBH UTX ELK CONV PFD STOCK 79549QCY8 14177 186000 SH DEFINED 0107 186000
SAMSUNG ELECTR GDR COM 796050888 1859 135436 SH DEFINED 0124 135436
SAN DIEGO G&E $25 PREFERRED STOCK 797440831 1856 59500 SH DEFINED 0105 59500
SANMINA CORP COM 800907107 14766 525000 SH DEFINED 0106 525000
SARA LEE CORP COM 803111103 43200 800000 SH DEFINED 0130 800000
SARA LEE CORP COM 803111103 8651 160200 SH DEFINED 0108 160200
SARA LEE CORP COM 803111103 35370 655000 SH DEFINED 0113 655000
SARA LEE CORP COM 803111103 10039 185900 SH DEFINED 0124 185900
SARA LEE CORP COM 803111103 23879 442200 SH DEFINED 0125 442200
SARA LEE CORP COM 803111103 40122 743000 SH DEFINED 0107 743000
SARA LEE CORP COM 803111103 116039 2148843 SH DEFINED 0102 2148843
SARA LEE CORP COM 803111103 27864 516000 SH DEFINED 0131 516000
SARA LEE CORP COM 803111103 8962 165982 SH DEFINED 0103 165982
SARA LEE CORP COM 803111103 6523 120800 SH DEFINED 01 120800
<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
SASOL LTD ADR COM 803866300 960 225820 SH DEFINED 0102 225820
SAVILLE SYSTEMS IREL COM 805174109 1450 100000 SH DEFINED 011619 100000
HENRY SCHEIN INC COM 806407102 919 26450 SH DEFINED 0102 26450
HENRY SCHEIN INC COM 806407102 792 22800 SH DEFINED 0103 22800
SCHEIN PHARMACEUTIC COM 806416103 1127 132614 SH DEFINED 0103 132614
SCHERING PLOUGH COM 806605101 82850 800000 SH DEFINED 0130 800000
SCHERING PLOUGH COM 806605101 207125 2000000 SH DEFINED 0126 2000000
SCHERING PLOUGH COM 806605101 17129 165400 SH DEFINED 0124 165400
SCHERING PLOUGH COM 806605101 40006 386300 SH DEFINED 0125 386300
SCHERING PLOUGH COM 806605101 5302 51200 SH DEFINED 011620 51200
SCHERING PLOUGH COM 806605101 199356 1924999 SH DEFINED 0102 1924999
SCHERING PLOUGH COM 806605101 20071 193814 SH DEFINED 0103 193814
SCHERING PLOUGH COM 806605101 4060 39200 SH DEFINED 01 39200
SCHLUMBERGER LTD COM 806857108 26414 525000 SH DEFINED 0130 525000
SCHLUMBERGER LTD COM 806857108 5031 100000 SH DEFINED 0108 100000
SCHLUMBERGER LTD COM 806857108 105656 2100000 SH DEFINED 0126 2100000
SCHLUMBERGER LTD COM 806857108 100625 2000000 SH DEFINED 0111 2000000
SCHLUMBERGER LTD COM 806857108 6017 119600 SH DEFINED 0124 119600
SCHLUMBERGER LTD COM 806857108 7547 150000 SH DEFINED 011622 150000
SCHLUMBERGER LTD COM 806857108 15094 300000 SH DEFINED 011623 300000
SCHLUMBERGER LTD COM 806857108 12578 250000 SH DEFINED 011516 250000
SCHLUMBERGER LTD COM 806857108 41313 820912 SH DEFINED 0102 820912
SCHLUMBERGER LTD COM 806857108 10458 207887 SH DEFINED 0103 207887
SCHLUMBERGER LTD COM 806857108 1117 22200 SH DEFINED 01 22200
SCHWAB CHARLES CORP COM 808513105 1398 35500 SH DEFINED 0124 35500
SCHWAB CHARLES CORP COM 808513105 5891 149600 SH DEFINED 0125 149600
SCHWAB CHARLES CORP COM 808513105 1056 26785 SH DEFINED 0102 26785
SCHWAB CHARLES CORP COM 808513105 2796 71010 SH DEFINED 0103 71010
SCIENTIFIC ATLANTA COM 808655104 377 17867 SH DEFINED 0103 17867
SEAGATE TECHNOLOGY COM 811804103 1331 53100 SH DEFINED 0124 53100
SEAGATE TECHNOLOGY COM 811804103 1366 54494 SH DEFINED 0103 54494
SEAGRAM LTD COM 811850106 2228 77661 SH DEFINED 0103 77661
SEALED AIR CORP COM 81211K100 13547 425000 SH DEFINED 0106 425000
SEALED AIR CORP COM 81211K100 19125 600000 SH DEFINED 011516 600000
SEALED AIR CORP COM 81211K100 597 18716 SH DEFINED 0103 18716
SEARS ROEBUCK & CO COM 812387108 3911 88508 SH DEFINED 0103 88508
2ND GLASTONBURY PROP COM 813200995 0 99 SH DEFINED 0102 99
SECURE CO COM 813705100 10794 1100000 SH DEFINED 011614 1100000
SECURITY DYNAMICS COM 814208104 13728 1150000 SH DEFINED 0106 1150000
SEDNA GEOTECH INC COM 815911102 2 11180 SH DEFINED 0127 11180
SEDNA GEOTEK WT03/01 WARRANT 815911979 0 228516 SH DEFINED 0127 228516
SEDNA GEOTEK RESTRIC COM 815911987 160 937501 SH DEFINED 0127 937501
SEDNA GEOTECH WTS WARRANT 815911995 0 585938 SH DEFINED 0127 585938
SEMPRA ENERGY COM 816851109 10425 400000 SH DEFINED 0132 400000
SEMPRA ENERGY COM 816851109 1411 54123 SH DEFINED 0103 54123
SERVICE CORP INTL COM 817565104 14854 466000 SH DEFINED 0108 466000
SERVICE CORP INTL COM 817565104 73313 2300000 SH DEFINED 0126 2300000
SERVICE CORP INTL COM 817565104 76500 2400000 SH DEFINED 0111 2400000
SERVICE CORP INTL COM 817565104 3191 100100 SH DEFINED 0124 100100
SERVICE CORP INTL COM 817565104 3873 121500 SH DEFINED 0125 121500
<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
SERVICE CORP INTL COM 817565104 4144 130000 SH DEFINED 011622 130000
SERVICE CORP INTL COM 817565104 9244 290000 SH DEFINED 011623 290000
SERVICE CORP INTL COM 817565104 19125 600000 SH DEFINED 011618 600000
SERVICE CORP INTL COM 817565104 5100 160000 SH DEFINED 011620 160000
SERVICE CORP INTL COM 817565104 99918 3134729 SH DEFINED 0102 3134729
SERVICE CORP INTL COM 817565104 2737 85834 SH DEFINED 0103 85834
SERVICE CORP INTL COM 817565104 7281 228400 SH DEFINED 01 228400
SERVICEMASTER CO COM 81760N109 13781 630000 SH DEFINED 0108 630000
SERVICEMASTER CO COM 81760N109 55781 2550000 SH DEFINED 0111 2550000
SERVICEMASTER CO COM 81760N109 7439 340050 SH DEFINED 011622 340050
SERVICEMASTER CO COM 81760N109 11212 512550 SH DEFINED 011623 512550
SERVICEMASTER CO COM 81760N109 1422 65000 SH DEFINED 011620 65000
SERVICEMASTER CO COM 81760N109 15586 712500 SH DEFINED 011614 712500
SERVICEMASTER CO COM 81760N109 393 18000 SH DEFINED 0102 18000
SHARED MED SYSTEMS COM 819486101 14627 275000 SH DEFINED 0106 275000
SHARED MED SYSTEMS COM 819486101 313 5889 SH DEFINED 0103 5889
SHERWIN WILLIAMS COM 824348106 32438 1500000 SH DEFINED 011516 1500000
SHERWIN WILLIAMS COM 824348106 846 39114 SH DEFINED 0103 39114
SHERWIN WILLIAMS COM 824348106 108 5000 SH DEFINED 01 5000
SHIRE PHARMACEU COM 82481R106 4375 200000 SH DEFINED 011619 200000
SHOPKO STORES COM 824911101 39899 1227665 SH DEFINED 0103 1227665
SIERRA PACIFIC RES COM 826425100 9703 250000 SH DEFINED 0128 250000
SIERRA PACIFIC RES COM 826425100 15525 400000 SH DEFINED 0132 400000
SIGMA-ALDRICH COM 826552101 2276 78820 SH DEFINED 0102 78820
SIGMA-ALDRICH COM 826552101 655 22699 SH DEFINED 0103 22699
SIG CORP COM 826912107 6463 200000 SH DEFINED 0132 200000
SILICON GRAPHICS INC COM 827056102 397 42399 SH DEFINED 0103 42399
SILVERLEAF RESORTS COM 828395103 2500 250000 SH DEFINED 011619 250000
SILVERLEAF RESORTS COM 828395103 3927 392700 SH DEFINED 011614 392700
SIMON PROPERTY GROUP COM 828806109 20825 700000 SH DEFINED 0113 700000
SIMON PROPERTY GROUP COM 828806109 14875 500000 SH DEFINED 0107 500000
SIMON PROPERTY GROUP COM 828806109 15619 525000 SH DEFINED 0131 525000
SIMON PROPERTY GROUP COM 828806109 833 28000 SH DEFINED 0103 28000
SINCLAIR BROADCASTIN COM 829226109 5850 360000 SH DEFINED 0128 360000
SINCLAIR BROADCASTIN COM 829226109 4388 270000 SH DEFINED 011619 270000
SINCLAIR BROADCASTIN COM 829226109 8003 492500 SH DEFINED 011614 492500
SINCLAIR BROADCASTIN COM 829226109 15882 977250 SH DEFINED 0102 977250
SINCLAIR BROADCASTIN COM 829226109 691 42500 SH DEFINED 0103 42500
SINCLAIR BROAD PFD CONV PFD STOCK 829226505 4850 100000 SH DEFINED 011614 100000
SINCLAIR BROAD PFD CONV PFD STOCK 829226505 6693 138000 SH DEFINED 0131 138000
SKYWEST INC COM 830879102 4303 225000 SH DEFINED 011619 225000
SKYWEST INC COM 830879102 3825 200000 SH DEFINED 0131 200000
SMITHKLN BCHM PLCADR COM 832378301 16014 292500 SH DEFINED 0126 292500
SMITHKLN BCHM PLCADR COM 832378301 16425 300000 SH DEFINED 011618 300000
SNYDER COMMUNICATION COM 832914105 15310 457000 SH DEFINED 011614 457000
SNYDER COMMUNICATION COM 832914105 27 814 SH DEFINED 0102 814
SNYDER COMMUNICATION COM 832914105 637 19000 SH DEFINED 01 19000
SNAP ON INC COM 833034101 409 13287 SH DEFINED 0103 13287
SNYDER COMMUNICATION CONV PFD STOCK 833502107 4689 155000 SH DEFINED 011614 155000
SOFAMOR/DANEK GROUP COM 834005100 13350 150000 SH DEFINED 0106 150000
<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
SOFAMOR/DANEK GROUP COM 834005100 5456 61300 SH DEFINED 011619 61300
SOFAMOR/DANEK GROUP COM 834005100 4005 45000 SH DEFINED 011620 45000
SOFAMOR/DANEK GROUP COM 834005100 8508 95600 SH DEFINED 0131 95600
SOFTKEY CONV BOND 83402NAA7 10875 12000000 PRN DEFINED 0104 12000000
SOFTKEY CONV BOND 83402NAA7 2266 2500000 PRN DEFINED 0109 2500000
SOFTKEY CONV BOND 83402NAA7 5438 6000000 PRN DEFINED 011621 6000000
SOFTKEY CONV BOND 83402NAA7 906 1000000 PRN DEFINED 011618 1000000
SOFTBRIDGE MICRO SYS COM 834020992 135 13500 SH DEFINED 01 13500
SOFTWARE AG SYSTEMS COM 834025108 2550 150000 SH DEFINED 011619 150000
SOFTWARE AG SYSTEMS COM 834025108 3400 200000 SH DEFINED 0131 200000
SOFTWARE NET COM 83403E108 1556 150000 SH DEFINED 011619 150000
SOFTWARE NET COM 83403E108 1556 150000 SH DEFINED 011614 150000
SOFTWORKS INC. COM 83404P102 200 40000 SH DEFINED 011614 40000
SOLECTRON CORP 144A CONV BOND 834182AB3 10259 6700000 PRN DEFINED 0130 6700000
SOLECTRON CORP COM 834182107 22200 462500 SH DEFINED 0111 462500
SOLECTRON CORP COM 834182107 1920 40000 SH DEFINED 011622 40000
SOLECTRON CORP COM 834182107 3840 80000 SH DEFINED 011623 80000
SOLECTRON CORP COM 834182107 38400 800000 SH DEFINED 011516 800000
SOLECTRON CORP COM 834182107 33600 700000 SH DEFINED 011618 700000
SOLECTRON CORP COM 834182107 432 9000 SH DEFINED 0102 9000
SONAT INC COM 835415100 743 24858 SH DEFINED 0103 24858
SO CA EDISON $100 PREFERRED STOCK 842400772 4919 45000 SH DEFINED 0105 45000
SO CA EDISON $100 PREFERRED STOCK 842400780 22045 202250 SH DEFINED 0105 202250
SO CA EDISON $100 PREFERRED STOCK 842400780 2180 20000 SH DEFINED 01 20000
SO CA EDISON $100 PREFERRED STOCK 842400780 545 5000 SH DEFINED 0116 5000
SOUTHERN CO. COM 842587107 11775 400000 SH DEFINED 0132 400000
SOUTHERN CO. COM 842587107 1507 51200 SH DEFINED 0124 51200
SOUTHERN CO. COM 842587107 4634 157423 SH DEFINED 0103 157423
SO INDIANA G&E 100 PREFERRED STOCK 8431634@2 7808 75000 SH DEFINED 0105 75000
SOUTHERN NEW ENG TEL COM 843485103 19531 250000 SH DEFINED 0130 250000
SOUTHTRUST CORP COM 844730101 9127 261250 SH DEFINED 0128 261250
SOUTHWEST AIRLINES COM 844741108 128000 6400000 SH DEFINED 0126 6400000
SOUTHWEST AIRLINES COM 844741108 6450 322500 SH DEFINED 0128 322500
SOUTHWEST AIRLINES COM 844741108 955 47750 SH DEFINED 0124 47750
SOUTHWEST AIRLINES COM 844741108 42000 2100000 SH DEFINED 011618 2100000
SOUTHWEST AIRLINES COM 844741108 1642 82075 SH DEFINED 0102 82075
SOUTHWEST AIRLINES COM 844741108 2684 134183 SH DEFINED 0103 134183
SPECIALTY FOODS ACQ COM 847498102 6 300000 SH DEFINED 0109 300000
SPECIALTY FOODS ACQ COM 847498102 0 15000 SH DEFINED 011621 15000
SPEEDWAY MOTOR CVT CONV BOND 847788AC0 1830 2000000 PRN DEFINED 0104 2000000
SPIEKER PROPERTIES I COM 848497103 13965 380000 SH DEFINED 0113 380000
SPIEKER PROPERTIES I COM 848497103 10658 290000 SH DEFINED 0131 290000
SPIEKER PROPERTIES I COM 848497103 434 11800 SH DEFINED 0103 11800
SPIROS DEVELOPMENT COM 848935201 1838 150000 SH DEFINED 011619 150000
SPRINGS INDS INC COM 851783100 148 4248 SH DEFINED 0103 4248
SPRINT CORP COM 852061100 14400 200000 SH DEFINED 0132 200000
SPRINT CORP COM 852061100 4320 60000 SH DEFINED 011622 60000
SPRINT CORP COM 852061100 8640 120000 SH DEFINED 011623 120000
SPRINT CORP COM 852061100 7001 97241 SH DEFINED 0103 97241
SPRINT/SNG (DECS) CONV PFD STOCK 852061407 10417 154325 SH DEFINED 0130 154325
<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
SPRINT/SNG (DECS) CONV PFD STOCK 852061407 2806 41575 SH DEFINED 0104 41575
SPRINT/SNG (DECS) CONV PFD STOCK 852061407 5196 76975 SH DEFINED 0132 76975
SPRINT/SNG (DECS) CONV PFD STOCK 852061407 1615 23925 SH DEFINED 011621 23925
SPRINT/SNG (DECS) CONV PFD STOCK 852061407 1539 22800 SH DEFINED 011618 22800
SPYGLASS COM 852192103 1658 130000 SH DEFINED 011614 130000
AET STAB CAP I COM 852300987 1200950 85598644 SH DEFINED 0103 85598644
STAGESTORE INC COM 85254C107 4875 400000 SH DEFINED 011619 400000
STAGESTORE INC COM 85254C107 6285 515700 SH DEFINED 0131 515700
STANLEY WORKS THE COM 854616109 587 19724 SH DEFINED 0103 19724
STAR TELECOMM INC COM 854923109 4331 350000 SH DEFINED 011619 350000
STAR TELECOMM INC COM 854923109 8373 676600 SH DEFINED 011614 676600
STAPLES INC COM 855030102 11016 375000 SH DEFINED 011614 375000
STARBUCKS COM 855244109 10071 278300 SH DEFINED 0108 278300
STARBUCKS COM 855244109 2982 82400 SH DEFINED 011620 82400
STARBUCKS COM 855244109 836 23100 SH DEFINED 0102 23100
STARBUCKS COM 855244109 735 20300 SH DEFINED 0103 20300
STATE STREET CORP COM 857477103 218250 4000000 SH DEFINED 0126 4000000
STATE STREET CORP COM 857477103 12691 232600 SH DEFINED 0125 232600
STATE STREET CORP COM 857477103 54563 1000000 SH DEFINED 011516 1000000
STATE STREET CORP COM 857477103 23977 439408 SH DEFINED 0102 439408
STATE STREET CORP COM 857477103 2710 49681 SH DEFINED 0103 49681
STERIS CORP COM 859152100 10427 369100 SH DEFINED 0108 369100
STERIS CORP COM 859152100 16244 575000 SH DEFINED 0106 575000
STERIS CORP COM 859152100 2017 71400 SH DEFINED 011620 71400
STERLING COMMERCE COM 859205106 17313 500000 SH DEFINED 0106 500000
STERLING COMMERCE COM 859205106 10388 300000 SH DEFINED 011619 300000
STERLING COMMERCE COM 859205106 17313 500000 SH DEFINED 011614 500000
STERLING COMMERCE COM 859205106 66543 1921846 SH DEFINED 0102 1921846
STERLING COMMERCE COM 859205106 17313 500000 SH DEFINED 0131 500000
STERLING COMMERCE COM 859205106 2349 67838 SH DEFINED 0103 67838
STILLWATER MINING CO COM 86074Q102 41031 1300000 SH DEFINED 0130 1300000
STILLWATER MINING CO COM 86074Q102 8048 255000 SH DEFINED 0127 255000
STMICROELECTRONICS COM 861012102 22469 500000 SH DEFINED 0111 500000
STONE CONTAINER COM 861589109 204 23614 SH DEFINED 0103 23614
STONE ENERGY CORP COM 861642106 20394 650000 SH DEFINED 0106 650000
STRATEGIST GRWTH COM 86278W103 66 1966 SH DEFINED 01 1966
STRATEGIST GRTH TRND COM 86278W202 74 2659 SH DEFINED 01 2659
STRATEGIST SPEC GROW COM 86278W301 705 123440 SH DEFINED 01 123440
STRATEGIST HIGH YLD COM 86278X101 568 142086 SH DEFINED 01 142086
STRATEGIST GVT INC COM 86278X200 610 120011 SH DEFINED 01 120011
STRATEGIST QLTY INC COM 86278X309 615 64712 SH DEFINED 01 64712
STRATEGIST EQTY INC COM 862788106 687 67533 SH DEFINED 01 67533
STRATEGIST TOTAL RET COM 862788205 619 49465 SH DEFINED 01 49465
STRATEGIST BAL FND COM 862788304 679 44261 SH DEFINED 01 44261
STRATEGIST EQTY FND COM 862788403 721 25104 SH DEFINED 01 25104
STRATEGIST TAX FREE COM 862789104 610 129491 SH DEFINED 01 129491
STRATEGIST WORLD INC COM 862790102 588 95069 SH DEFINED 01 95069
STRATEGIST WLD GRTH COM 862790201 575 69209 SH DEFINED 01 69209
STRATEGIST EMERG MKT COM 862790300 322 120254 SH DEFINED 01 120254
STRATEGIST WORLD TEC COM 862790409 520 100000 SH DEFINED 01 100000
<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
SUIZA CAP TRUST CONV PFD STOCK 86507G200 1453 44200 SH DEFINED 0104 44200
SUIZA CAP TRUST CONV PFD STOCK 86507G200 717 21800 SH DEFINED 011621 21800
SUIZA CAP TRUST CONV PFD STOCK 86507G200 717 21800 SH DEFINED 011618 21800
SUIZA CAP TRUST CONV PFD STOCK 86507G200 9945 302500 SH DEFINED 011614 302500
SUIZA FOODS CORP COM 865077101 10006 320200 SH DEFINED 0108 320200
SUIZA FOODS CORP COM 865077101 3125 100000 SH DEFINED 0128 100000
SUIZA FOODS CORP COM 865077101 14063 450000 SH DEFINED 0106 450000
SUIZA FOODS CORP COM 865077101 3594 115000 SH DEFINED 011620 115000
SUIZA FOODS CORP COM 865077101 10910 349100 SH DEFINED 0102 349100
SUMMIT BANCORP COM 866005101 1468 39142 SH DEFINED 0103 39142
SUN COM 866762107 672 20987 SH DEFINED 0103 20987
SUN MICROSYSTEMS INC COM 866810104 1888 37900 SH DEFINED 0124 37900
SUN MICROSYSTEMS INC COM 866810104 13992 280900 SH DEFINED 0125 280900
SUN MICROSYSTEMS INC COM 866810104 2746 55150 SH DEFINED 0102 55150
SUN MICROSYSTEMS INC COM 866810104 5060 101577 SH DEFINED 0103 101577
SUN MICROSYSTEMS INC COM 866810104 3437 69000 SH DEFINED 01 69000
SUN AMERICA COM 866930100 24400 400000 SH DEFINED 0130 400000
SUN AMERICA COM 866930100 4578 75050 SH DEFINED 011614 75050
SUN AMERICA COM 866930100 65034 1065911 SH DEFINED 0102 1065911
SUN AMERICA COM 866930100 3469 56865 SH DEFINED 0103 56865
SUN AMERICA COM 866930100 85 1400 SH DEFINED 01 1400
SUNBEAM-OSTER INC COM 867071102 1448 206842 SH DEFINED 0103 206842
SUNGARD DATA COM 867363103 14175 450000 SH DEFINED 011619 450000
SUNGARD DATA COM 867363103 15750 500000 SH DEFINED 011614 500000
SUNGARD DATA COM 867363103 1549 49200 SH DEFINED 0102 49200
SUNGARD DATA COM 867363103 1339 42500 SH DEFINED 0103 42500
SUNRISE ASSISTED COM 86768K106 6863 200000 SH DEFINED 011619 200000
SUNRISE ASSISTED COM 86768K106 5147 150000 SH DEFINED 011614 150000
SUNRISE ASSISTED COM 86768K106 309 9000 SH DEFINED 0102 9000
SUNRISE ASSISTED COM 86768K106 12009 350000 SH DEFINED 0131 350000
SUNRISE MEDICAL COM 867910101 4962 496225 SH DEFINED 0103 496225
SUNTRUST BANKS INC COM 867914103 2921 47109 SH DEFINED 0103 47109
SUPERIOR SERVICES COM 868316100 4228 150000 SH DEFINED 011619 150000
SUPERVALU INC COM 868536103 631 27064 SH DEFINED 0103 27064
SWIFT ENERGY CO CVT CONV BOND 870738AB7 1716 2175000 PRN DEFINED 0104 2175000
SWIFT ENERGY CO CVT CONV BOND 870738AB7 860 1090000 PRN DEFINED 011621 1090000
SWIFT TRANSPORTATION COM 870756103 13748 791250 SH DEFINED 0102 791250
SWIFT TRANSPORTATION COM 870756103 163 9400 SH DEFINED 0103 9400
SYBRON INTL COM 87114F106 12445 650700 SH DEFINED 0108 650700
SYBRON INTL COM 87114F106 3324 173800 SH DEFINED 011620 173800
SYBRON INTL COM 87114F106 23227 1214550 SH DEFINED 0102 1214550
SYBRON INTL COM 87114F106 8009 418729 SH DEFINED 0103 418729
SYNAPTIC PHARM COM 87156R109 2950 200000 SH DEFINED 011619 200000
SYNOPSYS INC COM 871607107 14991 450000 SH DEFINED 0106 450000
SYNOVUS COM 87161C105 1174 59421 SH DEFINED 0103 59421
SYSCO CORPORATION COM 871829107 5844 248000 SH DEFINED 0124 248000
SYSCO CORPORATION COM 871829107 18563 787800 SH DEFINED 0125 787800
SYSCO CORPORATION COM 871829107 16868 715746 SH DEFINED 0102 715746
SYSCO CORPORATION COM 871829107 2574 109244 SH DEFINED 0103 109244
SYSTEMS &COMP TECH COM 871873105 10043 780000 SH DEFINED 011614 780000
<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
TCF FINL CORP MPLS COM 872275102 11478 577500 SH DEFINED 0128 577500
TCF FINL CORP MPLS COM 872275102 4969 250000 SH DEFINED 011619 250000
TECO ENERGY COM 872375100 8569 300000 SH DEFINED 0128 300000
TECO ENERGY COM 872375100 22850 800000 SH DEFINED 0132 800000
TJX COS COM 872540109 1287 72236 SH DEFINED 0103 72236
TRW COM 872649108 25604 577000 SH DEFINED 0113 577000
TRW COM 872649108 19081 430000 SH DEFINED 0107 430000
TRW COM 872649108 20945 472000 SH DEFINED 0131 472000
TRW COM 872649108 2102 47358 SH DEFINED 0103 47358
TRW COM 872649108 3328 75000 SH DEFINED 01 75000
TANDY CORP COM 875382103 96300 1800000 SH DEFINED 0126 1800000
TANDY CORP COM 875382103 1221 22815 SH DEFINED 0103 22815
TATA ENGINEERING COM 876568304 1636 532000 SH DEFINED 0124 532000
TECH DATA CORP COM 878237106 15019 300000 SH DEFINED 0106 300000
TEKTRONIX COM 879131100 175 11290 SH DEFINED 0103 11290
TELE-COMMUNICATION A COM 87924V101 4611 117856 SH DEFINED 0103 117856
LIBERTY MEDIA CL A COM 87924V507 616 16800 SH DEFINED 0102 16800
LIBERTY MEDIA CL A COM 87924V507 5322 145055 SH DEFINED 01 145055
TELEBRAS NEW COM 879287308 3656 51900 SH DEFINED 0124 51900
TELEFONICA DE ARGENT COM 879378206 2682 91100 SH DEFINED 0124 91100
TELEFONICA DE ARGENT COM 879378206 5004 170000 SH DEFINED 0135 170000
TELLABS COM 879664100 71663 1800000 SH DEFINED 0126 1800000
TELLABS COM 879664100 119438 3000000 SH DEFINED 0111 3000000
TELLABS COM 879664100 3599 90400 SH DEFINED 0124 90400
TELLABS COM 879664100 8249 207200 SH DEFINED 0125 207200
TELLABS COM 879664100 11944 300000 SH DEFINED 011622 300000
TELLABS COM 879664100 19906 500000 SH DEFINED 011623 500000
TELLABS COM 879664100 3981 100000 SH DEFINED 011619 100000
TELLABS COM 879664100 124571 3128793 SH DEFINED 0102 3128793
TELLABS COM 879664100 11944 300000 SH DEFINED 0131 300000
TELLABS COM 879664100 4065 102110 SH DEFINED 0103 102110
TELLABS COM 879664100 5547 139330 SH DEFINED 01 139330
TEMPLE INLAND COM 879868107 602 12571 SH DEFINED 0103 12571
TEMPLETON FOREIGN I COM 880196209 4799 567889 SH DEFINED 0103 567889
TEMP INST FOR. EQ COM 880210505 5180 310386 SH DEFINED 0103 310386
TENET HEALTHCARE COR COM 88033G100 8625 300000 SH DEFINED 0108 300000
TENET HEALTHCARE COR COM 88033G100 2792 97100 SH DEFINED 0124 97100
TENET HEALTHCARE COR COM 88033G100 5005 174100 SH DEFINED 0125 174100
TENET HEALTHCARE COR COM 88033G100 3450 120000 SH DEFINED 011620 120000
TENET HEALTHCARE COR COM 88033G100 33781 1174832 SH DEFINED 0102 1174832
TENET HEALTHCARE COR COM 88033G100 2467 85819 SH DEFINED 0103 85819
TENET HEALTHCARE COR COM 88033G100 1791 62300 SH DEFINED 01 62300
TENNECO INC COM 88037E101 33598 1022000 SH DEFINED 0113 1022000
TENNECO INC COM 88037E101 4639 141100 SH DEFINED 0124 141100
TENNECO INC COM 88037E101 23834 725000 SH DEFINED 0107 725000
TENNECO INC COM 88037E101 24656 750000 SH DEFINED 0131 750000
TENNECO INC COM 88037E101 2276 69219 SH DEFINED 0103 69219
TENNECO INC COM 88037E101 7228 219850 SH DEFINED 01 219850
TERADYNE INC COM 880770102 2464 135000 SH DEFINED 0128 135000
TEREX CORP NEW COM 880779103 5198 348000 SH DEFINED 011614 348000
<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
TESORO PETROLEUM COM 881609101 5682 434950 SH DEFINED 011614 434950
TESORO PETROLEUM COM 881609101 14 1053 SH DEFINED 0102 1053
TESORO PETROLEUM COM 881609101 287 22000 SH DEFINED 01 22000
TEXACO COM 881694103 48583 775000 SH DEFINED 0113 775000
TEXACO COM 881694103 40747 650000 SH DEFINED 0107 650000
TEXACO COM 881694103 39180 625000 SH DEFINED 0131 625000
TEXACO COM 881694103 9120 145495 SH DEFINED 0103 145495
TEXAS INSTRUMENTS COM 882508104 105500 2000000 SH DEFINED 0126 2000000
TEXAS INSTRUMENTS COM 882508104 23738 450000 SH DEFINED 0113 450000
TEXAS INSTRUMENTS COM 882508104 94950 1800000 SH DEFINED 0111 1800000
TEXAS INSTRUMENTS COM 882508104 3956 75000 SH DEFINED 011622 75000
TEXAS INSTRUMENTS COM 882508104 7913 150000 SH DEFINED 011623 150000
TEXAS INSTRUMENTS COM 882508104 65938 1250000 SH DEFINED 011516 1250000
TEXAS INSTRUMENTS COM 882508104 15825 300000 SH DEFINED 011618 300000
TEXAS INSTRUMENTS COM 882508104 164 3100 SH DEFINED 0102 3100
TEXAS INSTRUMENTS COM 882508104 18199 345000 SH DEFINED 0131 345000
TEXAS INSTRUMENTS COM 882508104 5400 102379 SH DEFINED 0103 102379
TEXAS INSTRUMENTS COM 882508104 4326 82000 SH DEFINED 01 82000
TEXAS UTILITIES COM 882848104 16297 350000 SH DEFINED 0130 350000
TEXAS UTILITIES COM 882848104 20953 450000 SH DEFINED 0132 450000
TEXAS UTILITIES COM 882848104 2939 63115 SH DEFINED 0103 63115
TEXAS UTILITIES COM 882848104 5820 125000 SH DEFINED 01 125000
TEXAS UTILITIES PREFERRED STOCK 882850431 5859 54000 SH DEFINED 0105 54000
TEXAS UTIL $100 PAR PREFERRED STOCK 882850464 5460 50000 SH DEFINED 0105 50000
TEXTRON INC COM 883203101 2226 36724 SH DEFINED 0103 36724
THERMO-ELECTRON COM 883556102 540 35840 SH DEFINED 0103 35840
THOMAS & BETTS COM 884315102 470 12340 SH DEFINED 0103 12340
THOMAS & BETTS COM 884315102 6523 171366 SH DEFINED 01 171366
3 COM CORP COM 885535104 35390 1177200 SH DEFINED 0113 1177200
3 COM CORP COM 885535104 15708 522500 SH DEFINED 0125 522500
3 COM CORP COM 885535104 26891 894500 SH DEFINED 0107 894500
3 COM CORP COM 885535104 28749 956300 SH DEFINED 011516 956300
3 COM CORP COM 885535104 5550 184600 SH DEFINED 011620 184600
3 COM CORP COM 885535104 27083 900861 SH DEFINED 0102 900861
3 COM CORP COM 885535104 27122 902200 SH DEFINED 0131 902200
3 COM CORP COM 885535104 3909 130022 SH DEFINED 0103 130022
3 COM CORP COM 885535104 13618 453000 SH DEFINED 01 453000
TIER TECHNOLOGIES COM 88650Q100 6600 400000 SH DEFINED 011619 400000
TIME WARNER INC COM 887315109 262688 3000000 SH DEFINED 0126 3000000
TIME WARNER INC COM 887315109 6173 70500 SH DEFINED 0124 70500
TIME WARNER INC COM 887315109 19290 220300 SH DEFINED 0125 220300
TIME WARNER INC COM 887315109 48159 550000 SH DEFINED 011618 550000
TIME WARNER INC COM 887315109 543 6200 SH DEFINED 0102 6200
TIME WARNER INC COM 887315109 13020 148686 SH DEFINED 0103 148686
TIME WARNER INC COM 887315109 8575 97930 SH DEFINED 01 97930
TIMES MIRROR CL A COM 887364107 1058 19918 SH DEFINED 0103 19918
TIMKEN CO. COM 887389104 129240 8544816 SH DEFINED 0103 8544816
TORCHMARK CORP COM 891027104 1129 31424 SH DEFINED 0103 31424
TORONTO-DOMINION COM 891160509 87 3257 SH DEFINED 0124 3257
TOSCO CORP COM 891490302 20640 960000 SH DEFINED 0113 960000
<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
TOSCO CORP COM 891490302 5375 250000 SH DEFINED 0128 250000
TOSCO CORP COM 891490302 36550 1700000 SH DEFINED 011516 1700000
TOSCO CORP COM 891490302 15910 740000 SH DEFINED 0131 740000
TOSCO CORP COM 891490302 619 28800 SH DEFINED 0103 28800
TOSCO FIN TRUST CONV PFD STOCK 891491409 2163 50000 SH DEFINED 0104 50000
TOSCO FIN TRUST CONV PFD STOCK 891491409 1081 25000 SH DEFINED 011621 25000
TOSCO FIN TRUST CONV PFD STOCK 891491409 1081 25000 SH DEFINED 011618 25000
TOTAL RENAL CARE COM 89151A107 26400 1100000 SH DEFINED 0106 1100000
TOTAL RENAL CARE COM 89151A107 4800 200000 SH DEFINED 011614 200000
TOTAL RENAL CARE COM 89151A107 34796 1449850 SH DEFINED 0102 1449850
TOTAL RENAL CARE COM 89151A107 7200 300000 SH DEFINED 0131 300000
TOTAL RENAL CARE COM 89151A107 1653 68900 SH DEFINED 0103 68900
TOWER AUTO CONV PFD STOCK 891706202 2958 70000 SH DEFINED 0104 70000
TOWER AUTO CONV PFD STOCK 891706202 1690 40000 SH DEFINED 011621 40000
TOWER AUTO CONV PFD STOCK 891706202 1690 40000 SH DEFINED 011618 40000
TOWER AUTO COM 891707101 13509 684000 SH DEFINED 0108 684000
TOWER AUTO COM 891707101 7900 400000 SH DEFINED 0128 400000
TOWER AUTO COM 891707101 35009 1772600 SH DEFINED 011618 1772600
TOWER AUTO COM 891707101 4886 247400 SH DEFINED 011620 247400
TOWNE SERVICES INC COM 892148107 2200 400000 SH DEFINED 011619 400000
TOYS R US COM 892335100 12639 780781 SH DEFINED 0103 780781
TRANSACTION SYSTEM COM 893416107 15088 425000 SH DEFINED 0106 425000
TRANSAMERICA CORP COM 893485102 1494 14091 SH DEFINED 0103 14091
TRANSOCEAN OFFSHORE COM 893817106 6938 200000 SH DEFINED 0128 200000
TRANSOCEAN OFFSHORE COM 893817106 1769 51000 SH DEFINED 011620 51000
TRANSORTATION COMPON COM 893878108 3344 500000 SH DEFINED 011619 500000
TRANSDIGM WARRANTS WARRANT 893900993 3191 3989 SH DEFINED 0104 3989
TRANSDIGM WARRANTS WARRANT 893900993 8956 11194 SH DEFINED 0109 11194
TRAVELER'S PROP CAS COM 893939108 19961 625000 SH DEFINED 011618 625000
TRV SERVICES COM 894169101 2102 155000 SH DEFINED 011614 155000
TRAVELERS INC NEW COM 894190107 8261 220300 SH DEFINED 0108 220300
TRAVELERS INC NEW COM 894190107 243750 6500000 SH DEFINED 0126 6500000
TRAVELERS INC NEW COM 894190107 45281 1207500 SH DEFINED 0113 1207500
TRAVELERS INC NEW COM 894190107 93750 2500000 SH DEFINED 0111 2500000
TRAVELERS INC NEW COM 894190107 8805 234800 SH DEFINED 0124 234800
TRAVELERS INC NEW COM 894190107 30026 800699 SH DEFINED 0125 800699
TRAVELERS INC NEW COM 894190107 12413 331000 SH DEFINED 0135 331000
TRAVELERS INC NEW COM 894190107 6563 175000 SH DEFINED 011622 175000
TRAVELERS INC NEW COM 894190107 13125 350000 SH DEFINED 011623 350000
TRAVELERS INC NEW COM 894190107 37500 1000000 SH DEFINED 011516 1000000
TRAVELERS INC NEW COM 894190107 55594 1482500 SH DEFINED 011618 1482500
TRAVELERS INC NEW COM 894190107 3244 86500 SH DEFINED 011620 86500
TRAVELERS INC NEW COM 894190107 313691 8364912 SH DEFINED 0102 8364912
TRAVELERS INC NEW COM 894190107 35147 937250 SH DEFINED 0131 937250
TRAVELERS INC NEW COM 894190107 16568 441821 SH DEFINED 0103 441821
TRAVELERS INC NEW COM 894190107 12669 337834 SH DEFINED 01 337834
TREX MEDICAL COM 89531R101 2428 190400 SH DEFINED 011619 190400
TRICON GLOBAL REST COM 895953107 1334 34214 SH DEFINED 0103 34214
TRIBUNE CO COM 896047107 1375 27331 SH DEFINED 0103 27331
TRIBUNE CO/TLC -DECS CONV PFD STOCK 896047206 10164 470000 SH DEFINED 0130 470000
<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
TRIBUNE CO/TLC -DECS CONV PFD STOCK 896047206 1800 83250 SH DEFINED 0104 83250
TRIBUNE CO/TLC -DECS CONV PFD STOCK 896047206 900 41625 SH DEFINED 011621 41625
TRIBUNE CO/TLC -DECS CONV PFD STOCK 896047206 900 41625 SH DEFINED 011618 41625
TUPPERWARE CORP COM 899896104 164 13984 SH DEFINED 0103 13984
21ST CENTURY WTS WARRANT 90130P116 143 2600 SH DEFINED 0109 2600
24-7 MEDIA INC COM 901314104 2688 250000 SH DEFINED 011614 250000
TYCO INTERNATIONAL COM 902124106 46913 849100 SH DEFINED 0108 849100
TYCO INTERNATIONAL COM 902124106 221000 4000000 SH DEFINED 0126 4000000
TYCO INTERNATIONAL COM 902124106 110500 2000000 SH DEFINED 0111 2000000
TYCO INTERNATIONAL COM 902124106 8602 155700 SH DEFINED 0124 155700
TYCO INTERNATIONAL COM 902124106 24498 443400 SH DEFINED 0125 443400
TYCO INTERNATIONAL COM 902124106 9945 180000 SH DEFINED 011622 180000
TYCO INTERNATIONAL COM 902124106 22100 400000 SH DEFINED 011623 400000
TYCO INTERNATIONAL COM 902124106 110500 2000000 SH DEFINED 011516 2000000
TYCO INTERNATIONAL COM 902124106 55250 1000000 SH DEFINED 011618 1000000
TYCO INTERNATIONAL COM 902124106 8288 150000 SH DEFINED 011619 150000
TYCO INTERNATIONAL COM 902124106 13398 242500 SH DEFINED 011620 242500
TYCO INTERNATIONAL COM 902124106 24310 440000 SH DEFINED 011614 440000
TYCO INTERNATIONAL COM 902124106 243822 4413077 SH DEFINED 0102 4413077
TYCO INTERNATIONAL COM 902124106 22100 400000 SH DEFINED 0131 400000
TYCO INTERNATIONAL COM 902124106 11730 212308 SH DEFINED 0103 212308
TYCO INTERNATIONAL COM 902124106 31885 577100 SH DEFINED 01 577100
UAL CORP COM 902549500 1944 30000 SH DEFINED 011622 30000
UAL CORP COM 902549500 4537 70000 SH DEFINED 011623 70000
UAL CORP COM 902549500 14141 218250 SH DEFINED 0102 218250
USX MARATHON GROUP COM 902905827 2306 65060 SH DEFINED 0103 65060
UST INC COM 902911106 1236 41813 SH DEFINED 0103 41813
U.S. BANCORP (NEW) COM 902973106 321 9000 SH DEFINED 0102 9000
U.S. BANCORP (NEW) COM 902973106 5969 167851 SH DEFINED 0103 167851
UNUM CORP COM 903192102 10176 204800 SH DEFINED 0108 204800
UNUM CORP COM 903192102 49688 1000000 SH DEFINED 0126 1000000
UNUM CORP COM 903192102 4243 85400 SH DEFINED 0124 85400
UNUM CORP COM 903192102 18911 380600 SH DEFINED 0125 380600
UNUM CORP COM 903192102 50 1000 SH DEFINED 011618 1000
UNUM CORP COM 903192102 3478 70000 SH DEFINED 011619 70000
UNUM CORP COM 903192102 284455 5724862 SH DEFINED 0102 5724862
UNUM CORP COM 903192102 13898 279700 SH DEFINED 0131 279700
UNUM CORP COM 903192102 4717 94916 SH DEFINED 0103 94916
UNUM CORP COM 903192102 18975 381900 SH DEFINED 01 381900
URS CORP COM 903236107 2801 156170 SH DEFINED 0103 156170
US FOODSERVICE INC COM 90331R101 10077 242100 SH DEFINED 0108 242100
US FOODSERVICE INC COM 90331R101 5203 125000 SH DEFINED 0128 125000
US FOODSERVICE INC COM 90331R101 24975 600000 SH DEFINED 0106 600000
US FOODSERVICE INC COM 90331R101 36170 868955 SH DEFINED 011618 868955
US FOODSERVICE INC COM 90331R101 3834 92100 SH DEFINED 011620 92100
US FOODSERVICE INC COM 90331R101 8325 200000 SH DEFINED 011614 200000
US FOODSERVICE INC COM 90331R101 61018 1465868 SH DEFINED 0102 1465868
US FOODSERVICE INC COM 90331R101 2111 50700 SH DEFINED 0103 50700
US FOODSERVICE INC COM 90331R101 333 8000 SH DEFINED 01 8000
USX-US STEEL GROUP COM 90337T101 466 19523 SH DEFINED 0103 19523
<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
ULTRAMAR DIAMOND SHA COM 904000106 5688 250000 SH DEFINED 0128 250000
ULTRAMAR DIAMOND SHA COM 904000106 17063 750000 SH DEFINED 0107 750000
UNIFI COMM WTS WARRANT 90467N114 0 10000 SH DEFINED 0109 10000
UNIFI COMM WTS WARRANT 90467N114 0 3000 SH DEFINED 0124 3000
UNIFI COMM WTS WARRANT 90467N114 0 7000 SH DEFINED 011621 7000
UNIFI COMM WTS WARRANT 90467N114 0 2000 SH DEFINED 011618 2000
UNILEVER NV NY SHRS COM 904784501 36750 600000 SH DEFINED 0130 600000
UNILEVER NV NY SHRS COM 904784501 8832 144195 SH DEFINED 0103 144195
UNICOM CORP COM 904911104 14950 400000 SH DEFINED 0130 400000
UNICOM CORP COM 904911104 14950 400000 SH DEFINED 0132 400000
UNICOM CORP COM 904911104 1830 48953 SH DEFINED 0103 48953
UNION CAMP CORP COM 905530101 16892 429000 SH DEFINED 0107 429000
UNION CAMP CORP COM 905530101 615 15626 SH DEFINED 0103 15626
UNION CARBIDE CORP COM 905581104 1319 30587 SH DEFINED 0103 30587
UNION PACIFIC CORP COM 907818108 31841 747000 SH DEFINED 0113 747000
UNION PACIFIC CORP COM 907818108 25106 589000 SH DEFINED 0131 589000
UNION PACIFIC CORP COM 907818108 3387 79474 SH DEFINED 0103 79474
UNION PACIFIC CORP CONV PFD STOCK 907824205 23939 541000 SH DEFINED 0107 541000
UP RESOURSE COM 907834105 696 56542 SH DEFINED 0103 56542
UNION PLANTERS CORP COM 908068109 1437 28600 SH DEFINED 0103 28600
UNISITE INC. WARRANT WARRANT 908910110 0 4504 SH DEFINED 0109 4504
UNIPHASE CORP COM 909149106 6150 150000 SH DEFINED 011619 150000
UNIPHASE CORP COM 909149106 9840 240000 SH DEFINED 011614 240000
UNIPHASE CORP COM 909149106 25369 618775 SH DEFINED 0102 618775
UNIPHASE CORP COM 909149106 4100 100000 SH DEFINED 0131 100000
UNIPHASE CORP COM 909149106 1113 27150 SH DEFINED 0103 27150
UNISYS CORP COM 909214108 1284 56421 SH DEFINED 0103 56421
UTD DOMINION IND LTD COM 909914103 2988 164840 SH DEFINED 0103 164840
UNITED HEALTHCARE COM 910581107 87500 2500000 SH DEFINED 0126 2500000
UNITED HEALTHCARE COM 910581107 2321 66300 SH DEFINED 0124 66300
UNITED HEALTHCARE COM 910581107 5208 148800 SH DEFINED 0125 148800
UNITED HEALTHCARE COM 910581107 52500 1500000 SH DEFINED 011516 1500000
UNITED HEALTHCARE COM 910581107 31500 900000 SH DEFINED 011618 900000
UNITED HEALTHCARE COM 910581107 7421 211834 SH DEFINED 0102 211834
UNITED HEALTHCARE COM 910581107 1857 53055 SH DEFINED 0103 53055
US AIR GROUP INC. COM 911905107 1075 21231 SH DEFINED 0103 21231
U. S. SURGICAL CORP COM 912707106 5 121 SH DEFINED 011623 121
U. S. SURGICAL CORP COM 912707106 34 823 SH DEFINED 011618 823
U. S. SURGICAL CORP COM 912707106 1 31 SH DEFINED 0102 31
U. S. SURGICAL CORP COM 912707106 723 17334 SH DEFINED 0103 17334
US WEST INC NEW COM 91273H101 47194 900000 SH DEFINED 0130 900000
US WEST INC NEW COM 91273H101 209750 4000000 SH DEFINED 0126 4000000
US WEST INC NEW COM 91273H101 58992 1125000 SH DEFINED 0113 1125000
US WEST INC NEW COM 91273H101 47194 900000 SH DEFINED 0132 900000
US WEST INC NEW COM 91273H101 13293 253500 SH DEFINED 0124 253500
US WEST INC NEW COM 91273H101 44451 847700 SH DEFINED 0125 847700
US WEST INC NEW COM 91273H101 35395 675000 SH DEFINED 0107 675000
US WEST INC NEW COM 91273H101 19664 375000 SH DEFINED 011618 375000
US WEST INC NEW COM 91273H101 112496 2145372 SH DEFINED 0102 2145372
US WEST INC NEW COM 91273H101 46932 895000 SH DEFINED 0131 895000
<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
US WEST INC NEW COM 91273H101 10256 195561 SH DEFINED 0103 195561
US WEST INC NEW COM 91273H101 6135 117000 SH DEFINED 01 117000
UNITED TECHNOLOGIES COM 913017109 76438 1000000 SH DEFINED 0126 1000000
UNITED TECHNOLOGIES COM 913017109 17198 225000 SH DEFINED 011618 225000
UNITED TECHNOLOGIES COM 913017109 4247 55568 SH DEFINED 0103 55568
UNITED TECHNOLOGIES COM 913017109 5822 76168 SH DEFINED 01 76168
UNITED WISC SERVICES COM 913238101 1415 243465 SH DEFINED 0103 243465
UNIVISION COM 914906102 10386 349100 SH DEFINED 0108 349100
UNIVISION COM 914906102 8925 300000 SH DEFINED 011619 300000
UNIVISION COM 914906102 4599 154600 SH DEFINED 011620 154600
UNIVISION COM 914906102 9977 335350 SH DEFINED 0102 335350
UNIVISION COM 914906102 13388 450000 SH DEFINED 0131 450000
UNIVISION COM 914906102 684 23000 SH DEFINED 0103 23000
UNOCAL CORP COM 915289102 5492 151500 SH DEFINED 0113 151500
UNOCAL CORP COM 915289102 31356 865000 SH DEFINED 0107 865000
UNOCAL CORP COM 915289102 11304 311850 SH DEFINED 0102 311850
UNOCAL CORP COM 915289102 3839 105900 SH DEFINED 0131 105900
UNOCAL CORP COM 915289102 2237 61700 SH DEFINED 0103 61700
V. F. CORP COM 918204108 1015 27329 SH DEFINED 0103 27329
STAR PORTFOLIO COM 921909107 2 136 SH DEFINED 01 136
VANGUARD GRTH & INCM COM 921913109 10254 390018 SH DEFINED 0103 390018
VARCO INTERNATIONAL COM 922126107 3233 386000 SH DEFINED 0106 386000
VAUGHN BASSETT FURN COM 922272117 144 4757 SH DEFINED 0102 4757
VAUGHAN BASSETT FURN COM 92238J109 17 800 SH DEFINED 0102 800
VENATOR GROUP INC COM 922944103 264 30396 SH DEFINED 0103 30396
VERITAS SOFTWARE COM 923436109 36434 659435 SH DEFINED 0102 659435
VERITAS SOFTWARE COM 923436109 14503 262500 SH DEFINED 0131 262500
VERITAS SOFTWARE COM 923436109 1576 28525 SH DEFINED 0103 28525
VERSATEL-WTS COM 925301111 110 11000 SH DEFINED 0109 11000
VERSATEL-WTS COM 925301111 55 5500 SH DEFINED 0124 5500
VERSATEL-WTS COM 925301111 55 5500 SH DEFINED 011621 5500
VERSATEL-WTS COM 925301111 27 2700 SH DEFINED 011618 2700
VETERINARY CTRS OF A COM 925514101 7665 420000 SH DEFINED 011614 420000
VIALOG CORP WT WARRANT 92552X114 432 21600 SH DEFINED 0109 21600
VIALOG CORP WT WARRANT 92552X114 42 2075 SH DEFINED 011620 2075
VIACOM INTL COM 925524100 828 14400 SH DEFINED 011620 14400
VIACOM INTL COM 925524100 771 13400 SH DEFINED 0102 13400
VIACOM INC CL B COM 925524308 6960 120000 SH DEFINED 011620 120000
VIACOM INC CL B COM 925524308 4701 81044 SH DEFINED 0103 81044
VISIO CORP COM 927914101 5212 216600 SH DEFINED 0111 216600
VISIO CORP COM 927914101 821 34100 SH DEFINED 011622 34100
VISIO CORP COM 927914101 1641 68200 SH DEFINED 011623 68200
VISIO CORP COM 927914101 9625 400000 SH DEFINED 011614 400000
WHX CORPORATION COM 929248102 3632 282105 SH DEFINED 0103 282105
WICOR INC COM 929253102 9550 400000 SH DEFINED 0132 400000
WPP GROUP PLC -ADR COM 929309300 8072 176926 SH DEFINED 0103 176926
WACHOVIA CORP COM 929771103 52855 620000 SH DEFINED 0130 620000
WACHOVIA CORP COM 929771103 85250 1000000 SH DEFINED 0126 1000000
WACHOVIA CORP COM 929771103 10085 118300 SH DEFINED 0124 118300
WACHOVIA CORP COM 929771103 33277 390350 SH DEFINED 0125 390350
<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
WACHOVIA CORP COM 929771103 59231 694760 SH DEFINED 0102 694760
WACHOVIA CORP COM 929771103 6159 72254 SH DEFINED 0103 72254
WACHOVIA CORP COM 929771103 1551 18200 SH DEFINED 01 18200
WAL MART STORES COM 931142103 65550 1200000 SH DEFINED 0130 1200000
WAL MART STORES COM 931142103 437000 8000000 SH DEFINED 0126 8000000
WAL MART STORES COM 931142103 13989 256100 SH DEFINED 0124 256100
WAL MART STORES COM 931142103 54439 996600 SH DEFINED 0125 996600
WAL MART STORES COM 931142103 16169 296000 SH DEFINED 0135 296000
WAL MART STORES COM 931142103 109250 2000000 SH DEFINED 011516 2000000
WAL MART STORES COM 931142103 43700 800000 SH DEFINED 011618 800000
WAL MART STORES COM 931142103 170359 3118690 SH DEFINED 0102 3118690
WAL MART STORES COM 931142103 31746 581166 SH DEFINED 0103 581166
WAL MART STORES COM 931142103 11365 208063 SH DEFINED 01 208063
WALBRO CORP COM 931154108 3055 378900 SH DEFINED 0103 378900
WALGREEN CO. COM 931422109 8694 197300 SH DEFINED 0125 197300
WALGREEN CO. COM 931422109 9473 215000 SH DEFINED 0135 215000
WALGREEN CO. COM 931422109 367 8334 SH DEFINED 0102 8334
WALGREEN CO. COM 931422109 4958 112525 SH DEFINED 0103 112525
WARNER LAMBERT CO COM 934488107 56625 750000 SH DEFINED 0130 750000
WARNER LAMBERT CO COM 934488107 113250 1500000 SH DEFINED 0126 1500000
WARNER LAMBERT CO COM 934488107 105700 1400000 SH DEFINED 0111 1400000
WARNER LAMBERT CO COM 934488107 14285 189200 SH DEFINED 0124 189200
WARNER LAMBERT CO COM 934488107 29943 396600 SH DEFINED 0125 396600
WARNER LAMBERT CO COM 934488107 4530 60000 SH DEFINED 011622 60000
WARNER LAMBERT CO COM 934488107 9060 120000 SH DEFINED 011623 120000
WARNER LAMBERT CO COM 934488107 213908 2833181 SH DEFINED 0102 2833181
WARNER LAMBERT CO COM 934488107 16524 218849 SH DEFINED 0103 218849
WARNER LAMBERT CO COM 934488107 1155 15300 SH DEFINED 01 15300
WASHINGTON GAS LIGHT COM 938837101 9691 350000 SH DEFINED 0132 350000
WASHINGTON MUT INC COM 939322103 25313 750000 SH DEFINED 0130 750000
WASHINGTON MUT INC COM 939322103 11728 347500 SH DEFINED 0108 347500
WASHINGTON MUT INC COM 939322103 87328 2587500 SH DEFINED 0113 2587500
WASHINGTON MUT INC COM 939322103 126563 3750000 SH DEFINED 0111 3750000
WASHINGTON MUT INC COM 939322103 3787 112200 SH DEFINED 0124 112200
WASHINGTON MUT INC COM 939322103 16235 481050 SH DEFINED 0125 481050
WASHINGTON MUT INC COM 939322103 39909 1182500 SH DEFINED 0107 1182500
WASHINGTON MUT INC COM 939322103 11138 330000 SH DEFINED 011622 330000
WASHINGTON MUT INC COM 939322103 20250 600000 SH DEFINED 011623 600000
WASHINGTON MUT INC COM 939322103 60750 1800000 SH DEFINED 011516 1800000
WASHINGTON MUT INC COM 939322103 63281 1875000 SH DEFINED 011618 1875000
WASHINGTON MUT INC COM 939322103 7594 225000 SH DEFINED 011619 225000
WASHINGTON MUT INC COM 939322103 3984 118050 SH DEFINED 011620 118050
WASHINGTON MUT INC COM 939322103 10125 300000 SH DEFINED 011614 300000
WASHINGTON MUT INC COM 939322103 93711 2776511 SH DEFINED 0102 2776511
WASHINGTON MUT INC COM 939322103 78250 2318500 SH DEFINED 0131 2318500
WASHINGTON MUT INC COM 939322103 7050 208870 SH DEFINED 0103 208870
WASHINGTON MUT INC COM 939322103 14485 429200 SH DEFINED 01 429200
WASTE MANAGEMENT CONV BOND 94106LAA7 14535 12000000 PRN DEFINED 0107 12000000
WASTE MANAGEMENT INC COM 94106L109 26308 547375 SH DEFINED 0130 547375
WASTE MANAGEMENT INC COM 94106L109 18023 375000 SH DEFINED 0108 375000
<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
WASTE MANAGEMENT INC COM 94106L109 302794 6300000 SH DEFINED 0126 6300000
WASTE MANAGEMENT INC COM 94106L109 162211 3375000 SH DEFINED 0111 3375000
WASTE MANAGEMENT INC COM 94106L109 3185 66265 SH DEFINED 0124 66265
WASTE MANAGEMENT INC COM 94106L109 23157 481805 SH DEFINED 0125 481805
WASTE MANAGEMENT INC COM 94106L109 12016 250000 SH DEFINED 011622 250000
WASTE MANAGEMENT INC COM 94106L109 18264 380000 SH DEFINED 011623 380000
WASTE MANAGEMENT INC COM 94106L109 6729 140000 SH DEFINED 011620 140000
WASTE MANAGEMENT INC COM 94106L109 121096 2519613 SH DEFINED 0102 2519613
WASTE MANAGEMENT INC COM 94106L109 9613 200000 SH DEFINED 0131 200000
WASTE MANAGEMENT INC COM 94106L109 9385 195295 SH DEFINED 0103 195295
WASTE MANAGEMENT INC COM 94106L109 17731 368900 SH DEFINED 01 368900
WATERS CORPORATION COM 941848103 16750 250000 SH DEFINED 0106 250000
WATSON PHARMACEUTICA COM 942683103 6938 136700 SH DEFINED 0108 136700
WATSON PHARMACEUTICA COM 942683103 9135 180000 SH DEFINED 0128 180000
WATSON PHARMACEUTICA COM 942683103 27913 550000 SH DEFINED 0106 550000
WATSON PHARMACEUTICA COM 942683103 22838 450000 SH DEFINED 011619 450000
WATSON PHARMACEUTICA COM 942683103 39331 775000 SH DEFINED 011614 775000
WATSON PHARMACEUTICA COM 942683103 69795 1375322 SH DEFINED 0102 1375322
WATSON PHARMACEUTICA COM 942683103 28532 562200 SH DEFINED 0131 562200
WATSON PHARMACEUTICA COM 942683103 2730 53800 SH DEFINED 0103 53800
WATSON PHARMACEUTICA COM 942683103 7419 146190 SH DEFINED 01 146190
WELLS FARGO & CO COM 949740104 33725 95000 SH DEFINED 011618 95000
WELLS FARGO & CO COM 949740104 6794 19139 SH DEFINED 0103 19139
WENDYS FINANCIAL CONV PFD STOCK 950588202 3461 66000 SH DEFINED 0104 66000
WENDYS FINANCIAL CONV PFD STOCK 950588202 1993 38000 SH DEFINED 011621 38000
WENDYS FINANCIAL CONV PFD STOCK 950588202 1993 38000 SH DEFINED 011618 38000
WENDYS INTL INC COM 950590109 14898 671450 SH DEFINED 0108 671450
WENDYS INTL INC COM 950590109 6656 300000 SH DEFINED 0128 300000
WENDYS INTL INC COM 950590109 2212 99700 SH DEFINED 0124 99700
WENDYS INTL INC COM 950590109 1870 84300 SH DEFINED 0125 84300
WENDYS INTL INC COM 950590109 55149 2485600 SH DEFINED 011516 2485600
WENDYS INTL INC COM 950590109 2663 120000 SH DEFINED 011620 120000
WENDYS INTL INC COM 950590109 10681 481450 SH DEFINED 0102 481450
WENDYS INTL INC COM 950590109 1086 48957 SH DEFINED 0103 48957
WENDYS INTL INC COM 950590109 5541 249730 SH DEFINED 01 249730
WEST COMPANY COM 953348109 10532 366314 SH DEFINED 0103 366314
WESTERN RES COM 959425109 12413 300000 SH DEFINED 0132 300000
WESTVACO CORP COM 961548104 549 22858 SH DEFINED 0103 22858
WEYERHAUESER COM 962166104 1895 44907 SH DEFINED 0103 44907
WHIRLPOOL CORP COM 963320106 788 16772 SH DEFINED 0103 16772
WHIRLPOOL FIN $100 B PREFERRED STOCK 963328208 19823 180000 SH DEFINED 0105 180000
WHITMAN CORP COM 96647K102 4064 255000 SH DEFINED 0108 255000
WHITMAN CORP COM 96647K102 1913 120000 SH DEFINED 011620 120000
WHITMAN CORP COM 96647K102 3188 200000 SH DEFINED 011614 200000
WHITMAN CORP COM 96647K102 1283 80500 SH DEFINED 0102 80500
WHITMAN & HART COM 966834103 8269 450000 SH DEFINED 011619 450000
WHITMAN & HART COM 966834103 14700 800000 SH DEFINED 011614 800000
WHITMAN & HART COM 966834103 38964 2120500 SH DEFINED 0102 2120500
WHITMAN & HART COM 966834103 11025 600000 SH DEFINED 0131 600000
WHITMAN & HART COM 966834103 1659 90300 SH DEFINED 0103 90300
<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
WHOLE FOODS MARKET COM 966837106 21849 518650 SH DEFINED 0102 518650
WHOLE FOODS MARKET COM 966837106 265 6300 SH DEFINED 0103 6300
WILLAMETTE IND INC COM 969133107 43031 1500000 SH DEFINED 011516 1500000
WILLAMETTE IND INC COM 969133107 718 25042 SH DEFINED 0103 25042
WILLIAM COMPANIES COM 969457100 2755 95816 SH DEFINED 0103 95816
WILSHIRE REAL ESTATE COM 971892104 1435 140000 SH DEFINED 0109 140000
WILSHIRE REAL ESTATE COM 971892104 3314 323273 SH DEFINED 011619 323273
WIND RIVER SYS CVT CONV BOND 973149AC1 5725 5000000 PRN DEFINED 011614 5000000
WINN-DIXIE COM 974280109 1251 33641 SH DEFINED 0103 33641
WIRELESS ONE COM 97652H109 16 25000 SH DEFINED 0109 25000
WIRELESS ONE WTS COM 97652H117 0 23250 SH DEFINED 0109 23250
WISCONSIN CENTRAL TR COM 976592105 5180 370000 SH DEFINED 0128 370000
WISCONSIN CENTRAL TR COM 976592105 2800 200000 SH DEFINED 011619 200000
WOLVERINE COM 978097103 3552 326600 SH DEFINED 011620 326600
WOLVERINE COM 978097103 4761 437800 SH DEFINED 0102 437800
WOLVERINE COM 978097103 60 5500 SH DEFINED 0103 5500
WORTHINGTON IND COM 981811102 272 21762 SH DEFINED 0103 21762
WRIGLEY WM JR CO COM 982526105 1972 25974 SH DEFINED 0103 25974
WYMAN-GORDON COM 983085101 4384 305000 SH DEFINED 0128 305000
XILINX COM 983919101 4095 117000 SH DEFINED 01 117000
XEROX COM 984121103 84750 1000000 SH DEFINED 0126 1000000
XEROX COM 984121103 6287 74183 SH DEFINED 0103 74183
XEROX COM 984121103 5021 59245 SH DEFINED 01 59245
XYLAN CORP COM 984151100 4306 325000 SH DEFINED 011614 325000
YAHOO INC COM 984332106 32375 250000 SH DEFINED 0111 250000
YAHOO INC COM 984332106 401 3100 SH DEFINED 0102 3100
YORK INTL CORP NEW COM 986670107 4839 145000 SH DEFINED 0128 145000
YOUNG AND RUBICAN IN COM 987425105 6645 234200 SH DEFINED 0108 234200
YOUNG AND RUBICAN IN COM 987425105 4256 150000 SH DEFINED 011619 150000
YOUNG AND RUBICAN IN COM 987425105 14897 525000 SH DEFINED 011614 525000
ZAGREBACKA BANKA GDR COM 988849105 634 76000 SH DEFINED 0124 76000
ADVANTICA STABLE VAL COM 9900072E5 8709 771479 SH DEFINED 0103 771479
AET INCOME III COM 990007213 110509 8210820 SH DEFINED 0103 8210820
PILLSBURY INCOM FUND COM 990007221 2752 197922 SH DEFINED 0103 197922
SIEBE STABLE VALUE COM 990007742 125267 10449383 SH DEFINED 0103 10449383
AET EMG GR II COM 990007916 5812 543994 SH DEFINED 0103 543994
AET STAB CAP II COM 990007940 11999 913830 SH DEFINED 0103 913830
AET RESEARCH 150 COM 990008393 28532 812563 SH DEFINED 0103 812563
AET FEDERAL INCOME COM 990008443 106109 6461005 SH DEFINED 0103 6461005
AET EQ INDEX BASE COM 990008450 1676944 56909247 SH DEFINED 0103 56909247
AET EQ INDEX II COM 990008484 4366 159390 SH DEFINED 0103 159390
AET VALUE COM 990008518 999 51422 SH DEFINED 0103 51422
AET COMMON STK COM 990009078 5634 32658 SH DEFINED 0103 32658
AET BOND COM 990009086 4314 75993 SH DEFINED 0103 75993
AET EMG GR I COM 990009300 5819 69941 SH DEFINED 0103 69941
AET CORE GR COM 990009318 27308 234765 SH DEFINED 0103 234765
AET MANAGED GIC COM 990009326 123802 4202517 SH DEFINED 0103 4202517
AET EQ INDEX III COM 990018509 15247 602904 SH DEFINED 0103 602904
MEXICO VALUE REC RTS COM 991996133 0 1000 SH DEFINED 0110 1000
MEXICO VALUE REC RTS COM 991996133 0 1000 SH DEFINED 011618 1000
<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
STATE STREET BOND COM 994691343 2826 230856 SH DEFINED 0103 230856
STATE STREET EAFE COM 994691350 3061 295757 SH DEFINED 0103 295757
REPORT SUMMARY 3202 DATA RECORDS 70798260 35 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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