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Previous: ARCO CHEMICAL CO, SC 14D1/A, 1998-07-24 |
Next: HANCOCK JOHN VARIABLE LIFE ACCOUNT V, 497, 1998-07-24 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 06/30/98
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 06/30/98
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 29250 750000 SH DEFINED 0130 750000
ACE LIMITED COM G0070K103 19890 510000 SH DEFINED 0108 510000
ACE LIMITED COM G0070K103 280800 7200000 SH DEFINED 0126 7200000
ACE LIMITED COM G0070K103 11264 288819 SH DEFINED 0128 288819
ACE LIMITED COM G0070K103 128700 3300000 SH DEFINED 011516 3300000
ACE LIMITED COM G0070K103 7800 200000 SH DEFINED 011619 200000
ACE LIMITED COM G0070K103 4458 114300 SH DEFINED 011620 114300
ACE LIMITED COM G0070K103 24570 630000 SH DEFINED 011614 630000
ACE LIMITED COM G0070K103 1339 34355 SH DEFINED 0102 34355
ACE LIMITED COM G0070K103 17141 439500 SH DEFINED 0131 439500
ACE LIMITED COM G0070K103 948 24300 SH DEFINED 0103 24300
EXEL LTD COM G3242A102 54469 700000 SH DEFINED 0130 700000
EXEL LTD COM G3242A102 24900 320000 SH DEFINED 0107 320000
EXEL LTD COM G3242A102 11299 145205 SH DEFINED 01 145205
GLOBALSTAR COM G3930H104 15271 565590 SH DEFINED 011618 565590
LORAL SPACE & COMM COM G56462107 19597 693700 SH DEFINED 011618 693700
MIDOCEAN LTD COM G61061100 34854 444000 SH DEFINED 0130 444000
MIDOCEAN LTD COM G61061100 19939 254000 SH DEFINED 0107 254000
SANTA FE INTL CORP COM G7805C108 27431 906800 SH DEFINED 0113 906800
SANTA FE INTL CORP COM G7805C108 5748 190000 SH DEFINED 0128 190000
SANTA FE INTL CORP COM G7805C108 6050 200000 SH DEFINED 011619 200000
SANTA FE INTL CORP COM G7805C108 3923 129700 SH DEFINED 011614 129700
SANTA FE INTL CORP COM G7805C108 24339 804600 SH DEFINED 0131 804600
SANTA FE INTL CORP COM G7805C108 989 32700 SH DEFINED 0103 32700
SCANDINAVIAN BROAD COM L8137H108 6038 200000 SH DEFINED 011619 200000
CHECKPOINT SOFTWARE COM M22465104 5731 175000 SH DEFINED 011614 175000
FUNDTECH LTD COM M47095100 5663 300000 SH DEFINED 011619 300000
CORE LABS COM N22717107 14056 650000 SH DEFINED 0106 650000
PANAMERICAN BEV COM P74823108 1572 50000 SH DEFINED 0124 50000
PANAMERICAN BEV COM P74823108 3773 120000 SH DEFINED 0112 120000
PANAMERICAN BEV COM P74823108 5659 180000 SH DEFINED 011617 180000
STEINER LEISURE LTD COM P8744Y102 25713 850000 SH DEFINED 011614 850000
ROYAL CARIBBEAN COM V7780T103 1121 14100 SH DEFINED 0102 14100
ROYAL CARIBBEAN COM V7780T103 13070 164400 SH DEFINED 0131 164400
ROYAL CARIBBEAN COM V7780T103 771 9700 SH DEFINED 0103 9700
ROYAL OLYMPIC CRUISE COM V7780Z109 1800 180000 SH DEFINED 011614 180000
TEEKAY SHIPPING COM V89564104 18797 750000 SH DEFINED 0107 750000
ABR INFORMATION COM 00077R108 19000 800000 SH DEFINED 0111 800000
ABR INFORMATION COM 00077R108 6591 277500 SH DEFINED 011614 277500
ADC TELECOM COM 000886101 12603 345000 SH DEFINED 0108 345000
ADC TELECOM COM 000886101 73063 2000000 SH DEFINED 0126 2000000
ADC TELECOM COM 000886101 37445 1025000 SH DEFINED 0106 1025000
ADC TELECOM COM 000886101 33243 910000 SH DEFINED 011618 910000
ADC TELECOM COM 000886101 4201 115000 SH DEFINED 011620 115000
ADC TELECOM COM 000886101 5977 163600 SH DEFINED 011614 163600
ADC TELECOM COM 000886101 30172 825940 SH DEFINED 0102 825940
ADC TELECOM COM 000886101 548 15010 SH DEFINED 0103 15010
AFLAC CORP COM 001055102 33 1090 SH DEFINED 0102 1090
AGCO CORP COM 001084102 3393 165000 SH DEFINED 0128 165000
AMR CORP DEL COM 001765106 49950 600000 SH DEFINED 0130 600000
<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
AMR CORP DEL COM 001765106 333000 4000000 SH DEFINED 0126 4000000
AMR CORP DEL COM 001765106 41808 502200 SH DEFINED 0113 502200
AMR CORP DEL COM 001765106 6161 74000 SH DEFINED 0124 74000
AMR CORP DEL COM 001765106 16567 199000 SH DEFINED 0125 199000
AMR CORP DEL COM 001765106 24975 300000 SH DEFINED 011516 300000
AMR CORP DEL COM 001765106 33424 401468 SH DEFINED 0102 401468
AMR CORP DEL COM 001765106 31885 383000 SH DEFINED 0131 383000
AMR CORP DEL COM 001765106 5793 69594 SH DEFINED 0103 69594
ARCO CHEMICAL CO COM 001920107 41109 716500 SH DEFINED 0107 716500
AT&T CORP COM 001957109 42844 750000 SH DEFINED 0130 750000
AT&T CORP COM 001957109 22850 400000 SH DEFINED 0126 400000
AT&T CORP COM 001957109 11425 200000 SH DEFINED 0132 200000
AT&T CORP COM 001957109 71406 1250000 SH DEFINED 011516 1250000
AT&T CORP COM 001957109 16981 297281 SH DEFINED 0102 297281
AT&T CORP COM 001957109 21885 383115 SH DEFINED 0103 383115
AT&T CORP COM 001957109 4970 87000 SH DEFINED 01 87000
ABBOTT LABS COM 002824100 4690 114724 SH DEFINED 0102 114724
ABBOTT LABS COM 002824100 14180 346916 SH DEFINED 0103 346916
ABERCROMBIE & FITCH COM 002896207 301 6836 SH DEFINED 0113 6836
ABERCROMBIE & FITCH COM 002896207 13200 300000 SH DEFINED 011614 300000
ABERCROMBIE & FITCH COM 002896207 241 5469 SH DEFINED 0131 5469
ABERCROMBIE & FITCH COM 002896207 10 221 SH DEFINED 0103 221
ACCUSTAFF COM 004401105 87500 2800000 SH DEFINED 0126 2800000
ACCUSTAFF COM 004401105 34375 1100000 SH DEFINED 0106 1100000
ACCUSTAFF COM 004401105 37500 1200000 SH DEFINED 0111 1200000
ACCUSTAFF COM 004401105 31250 1000000 SH DEFINED 011618 1000000
ACCUSTAFF COM 004401105 6250 200000 SH DEFINED 011619 200000
ACCUSTAFF COM 004401105 5938 190000 SH DEFINED 011620 190000
ACCUSTAFF COM 004401105 19531 625000 SH DEFINED 011614 625000
ACCUSTAFF COM 004401105 35 1102 SH DEFINED 0102 1102
ACCUSTAFF COM 004401105 7019 224600 SH DEFINED 0131 224600
ACCUSTAFF COM 004401105 875 28000 SH DEFINED 01 28000
ACTIVISION COM 004930202 2063 200000 SH DEFINED 011619 200000
ADAPTEC INC COM 00651F108 4 265 SH DEFINED 0102 265
ADOBE SYSTEMS INC COM 00724F101 631 14879 SH DEFINED 0103 14879
ADVANCED LIGHTING COM 00753C102 4650 200000 SH DEFINED 011619 200000
ADVANCED FIBRE COMM COM 00754A105 52081 1300000 SH DEFINED 0111 1300000
ADVANCED FIBRE COMM COM 00754A105 12019 300000 SH DEFINED 011619 300000
ADVANCED FIBRE COMM COM 00754A105 23036 575000 SH DEFINED 011614 575000
ADVANCED FIBRE COMM COM 00754A105 30767 767950 SH DEFINED 0102 767950
ADVANCED FIBRE COMM COM 00754A105 20031 500000 SH DEFINED 0131 500000
ADVANCED FIBRE COMM COM 00754A105 1603 40000 SH DEFINED 0103 40000
AEROQUIP-VICKERS COM 007869100 369 6317 SH DEFINED 0103 6317
ADVANCED MICRO DEV COM 007903107 558 32695 SH DEFINED 0103 32695
AETNA INC COM 008117103 2483 32621 SH DEFINED 0103 32621
AFL/CIO UNITS OF COM 008270993 499 460 SH DEFINED 0102 460
AHMANSON HF & CO COM 008677106 1765 24856 SH DEFINED 0103 24856
AIR PROD & CHEM COM 009158106 80000 2000000 SH DEFINED 0126 2000000
AIR PROD & CHEM COM 009158106 33600 840000 SH DEFINED 0113 840000
AIR PROD & CHEM COM 009158106 10424 260600 SH DEFINED 0124 260600
<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
AIR PROD & CHEM COM 009158106 23312 582800 SH DEFINED 0125 582800
AIR PROD & CHEM COM 009158106 31136 778402 SH DEFINED 0102 778402
AIR PROD & CHEM COM 009158106 26000 650000 SH DEFINED 0131 650000
AIR PROD & CHEM COM 009158106 4640 115996 SH DEFINED 0103 115996
AIRTOUCH COMMUN COM 00949T100 116875 2000000 SH DEFINED 0126 2000000
AIRTOUCH COMMUN COM 00949T100 23375 400000 SH DEFINED 0132 400000
AIRTOUCH COMMUN COM 00949T100 11293 193255 SH DEFINED 0124 193255
AIRTOUCH COMMUN COM 00949T100 33450 572400 SH DEFINED 0125 572400
AIRTOUCH COMMUN COM 00949T100 20453 350000 SH DEFINED 0135 350000
AIRTOUCH COMMUN COM 00949T100 47883 819390 SH DEFINED 0107 819390
AIRTOUCH COMMUN COM 00949T100 68664 1175000 SH DEFINED 011618 1175000
AIRTOUCH COMMUN COM 00949T100 294863 5045731 SH DEFINED 0102 5045731
AIRTOUCH COMMUN COM 00949T100 10885 186262 SH DEFINED 0103 186262
AIRTOUCH COMMUN COM 00949T100 23743 406300 SH DEFINED 01 406300
AIRTOUCH COM PFD CVT CONV PFD STOCK 00949T209 14475 300000 SH DEFINED 0132 300000
AIRTOUCH COM PFD CVT CONV PFD STOCK 00949T209 18094 375000 SH DEFINED 0107 375000
AIRTOUCH COMM CONV PFD STOCK 00949T308 3589 43500 SH DEFINED 0104 43500
AIRTOUCH COMM CONV PFD STOCK 00949T308 1815 22000 SH DEFINED 011621 22000
AKBANK (ADR) 144A COM 009719105 1950 300000 SH DEFINED 0124 300000
ALBERTO CULVER COM 013068101 370 12745 SH DEFINED 0103 12745
ALBERTSONS INC COM 013104104 5181 100000 SH DEFINED 0124 100000
ALBERTSONS INC COM 013104104 16062 310000 SH DEFINED 0125 310000
ALBERTSONS INC COM 013104104 8904 171850 SH DEFINED 0102 171850
ALBERTSONS INC COM 013104104 3708 71570 SH DEFINED 0103 71570
ALCAN ALUMINIUM LTD COM 013716105 1408 50953 SH DEFINED 0103 50953
ALCATEL ALSTHOM ADS COM 013904305 797 19600 SH DEFINED 0102 19600
ALCATEL ALSTHOM ADS COM 013904305 4069 100000 SH DEFINED 01 100000
ALLEGHENY TELEDYNE COM 017415100 1023 44726 SH DEFINED 0103 44726
ALLEGIANCE TELC WTS WARRANT 01747T110 228 30450 SH DEFINED 0109 30450
ALLEGIANCE TELC WTS WARRANT 01747T110 18 2450 SH DEFINED 011618 2450
ALLERGAN INC COM 018490102 697 15032 SH DEFINED 0103 15032
ALLIED SIGNAL INC COM 019512102 35500 800000 SH DEFINED 0113 800000
ALLIED SIGNAL INC COM 019512102 9763 220000 SH DEFINED 0124 220000
ALLIED SIGNAL INC COM 019512102 20772 468100 SH DEFINED 0125 468100
ALLIED SIGNAL INC COM 019512102 17306 390000 SH DEFINED 011618 390000
ALLIED SIGNAL INC COM 019512102 46072 1038301 SH DEFINED 0102 1038301
ALLIED SIGNAL INC COM 019512102 30619 690000 SH DEFINED 0131 690000
ALLIED SIGNAL INC COM 019512102 9058 204102 SH DEFINED 0103 204102
ALLIED SIGNAL INC COM 019512102 6381 143800 SH DEFINED 01 143800
ALLIED WASTE IND COM 019589308 16800 700000 SH DEFINED 0106 700000
ALLIED WASTE IND COM 019589308 33863 1411100 SH DEFINED 0102 1411100
ALLIED WASTE IND COM 019589308 1027 42800 SH DEFINED 0103 42800
ALLMERICA FINANCIAL COM 019754100 5564 85600 SH DEFINED 0128 85600
ALLSTATE CORP COM 020002101 91563 1000000 SH DEFINED 0126 1000000
ALLSTATE CORP COM 020002101 44866 490000 SH DEFINED 0113 490000
ALLSTATE CORP COM 020002101 2472 27000 SH DEFINED 0124 27000
ALLSTATE CORP COM 020002101 9889 108000 SH DEFINED 0125 108000
ALLSTATE CORP COM 020002101 476 5200 SH DEFINED 0102 5200
ALLSTATE CORP COM 020002101 36625 400000 SH DEFINED 0131 400000
ALLSTATE CORP COM 020002101 10526 114962 SH DEFINED 0103 114962
<PAGE> PAGE 6
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ALLSTATE CORP COM 020002101 7005 76500 SH DEFINED 01 76500
ALLTEL CORP COM 020039103 1937 41651 SH DEFINED 0103 41651
ALLTEL 7.75 $100 PAR PREFERRED STOCK 0200392*3 1851 18328 SH DEFINED 0105 18328
ALUMINUM CO AMERICA COM 022249106 31815 482500 SH DEFINED 0113 482500
ALUMINUM CO AMERICA COM 022249106 6495 98502 SH DEFINED 0124 98502
ALUMINUM CO AMERICA COM 022249106 14935 226500 SH DEFINED 0125 226500
ALUMINUM CO AMERICA COM 022249106 27817 421846 SH DEFINED 0102 421846
ALUMINUM CO AMERICA COM 022249106 24265 368000 SH DEFINED 0131 368000
ALUMINUM CO AMERICA COM 022249106 4053 61457 SH DEFINED 0103 61457
ALUMINUM CO AMERICA COM 022249106 11948 181200 SH DEFINED 01 181200
ALZA COM 022615108 10769 249000 SH DEFINED 0108 249000
ALZA COM 022615108 2837 65600 SH DEFINED 0124 65600
ALZA COM 022615108 6622 153100 SH DEFINED 0125 153100
ALZA COM 022615108 4325 100000 SH DEFINED 011619 100000
ALZA COM 022615108 3244 75000 SH DEFINED 011620 75000
ALZA COM 022615108 16003 370000 SH DEFINED 011614 370000
ALZA COM 022615108 69377 1604165 SH DEFINED 0102 1604165
ALZA COM 022615108 2741 63352 SH DEFINED 0103 63352
AMERADA HESS COM 023551104 1101 20264 SH DEFINED 0103 20264
AMEREN CORP COM 023608102 1223 30768 SH DEFINED 0103 30768
AMERICA ON-LINE COM 02364J104 21200 200000 SH DEFINED 0130 200000
AMERICA ON-LINE COM 02364J104 106000 1000000 SH DEFINED 0126 1000000
AMERICA ON-LINE COM 02364J104 228 2150 SH DEFINED 0102 2150
AMER CAP STRATEGIES COM 024937104 4575 200000 SH DEFINED 011619 200000
20TH CENTURY ULTRA COM 025083882 10020 296021 SH DEFINED 0103 296021
AMERICAN DENTAL PART COM 025353103 1540 110000 SH DEFINED 011614 110000
AMERICAN ELEC PWR COM 025537101 1948 42925 SH DEFINED 0103 42925
AMERICAN EXPRESS COM 025816109 995388 8731473 SH DEFINED 0103 8731473
AMER GENERAL CORP COM 026351106 13661 191900 SH DEFINED 0124 191900
AMER GENERAL CORP COM 026351106 33544 471200 SH DEFINED 0125 471200
AMER GENERAL CORP COM 026351106 42713 600000 SH DEFINED 0107 600000
AMER GENERAL CORP COM 026351106 84205 1182835 SH DEFINED 0102 1182835
AMER GENERAL CORP COM 026351106 6424 90257 SH DEFINED 0103 90257
AMER GENERAL CORP COM 026351106 1125 15800 SH DEFINED 01 15800
AM GREETINGS CL A COM 026375105 832 16326 SH DEFINED 0103 16326
AMER HOME PRODUCTS COM 026609107 13455 260000 SH DEFINED 0108 260000
AMER HOME PRODUCTS COM 026609107 71312 1378000 SH DEFINED 0113 1378000
AMER HOME PRODUCTS COM 026609107 46368 896000 SH DEFINED 0107 896000
AMER HOME PRODUCTS COM 026609107 51750 1000000 SH DEFINED 011516 1000000
AMER HOME PRODUCTS COM 026609107 6210 120000 SH DEFINED 011620 120000
AMER HOME PRODUCTS COM 026609107 103191 1994031 SH DEFINED 0102 1994031
AMER HOME PRODUCTS COM 026609107 51750 1000000 SH DEFINED 0131 1000000
AMER HOME PRODUCTS COM 026609107 17981 347454 SH DEFINED 0103 347454
AMER HOME PRODUCTS COM 026609107 29454 569146 SH DEFINED 01 569146
AMERICAN INTL GROUP COM 026874107 54750 375000 SH DEFINED 0130 375000
AMERICAN INTL GROUP COM 026874107 219000 1500000 SH DEFINED 0126 1500000
AMERICAN INTL GROUP COM 026874107 5037 34500 SH DEFINED 0124 34500
AMERICAN INTL GROUP COM 026874107 21170 145000 SH DEFINED 0125 145000
AMERICAN INTL GROUP COM 026874107 8176 56000 SH DEFINED 0135 56000
AMERICAN INTL GROUP COM 026874107 73000 500000 SH DEFINED 011516 500000
<PAGE> PAGE 7
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
AMERICAN INTL GROUP COM 026874107 23028 157721 SH DEFINED 0102 157721
AMERICAN INTL GROUP COM 026874107 25127 172105 SH DEFINED 0103 172105
AMERICAN INTL GROUP COM 026874107 10979 75200 SH DEFINED 01 75200
AMERICAN MANAGEMENT COM 027352103 16166 540000 SH DEFINED 0128 540000
AMERICAN MANAGEMENT COM 027352103 5239 175000 SH DEFINED 011619 175000
AMERICAN MANAGEMENT COM 027352103 19759 660000 SH DEFINED 011614 660000
AMER PWR CONVERSION COM 029066107 45000 1500000 SH DEFINED 011618 1500000
AMER RADIO CVTPFD7% PREFERRED STOCK 029161205 1620 20500 SH DEFINED 011620 20500
AMERICAN STD CO COM 029712106 44688 1000000 SH DEFINED 0130 1000000
AMERICAN STD CO COM 029712106 35750 800000 SH DEFINED 0113 800000
AMERICAN STD CO COM 029712106 33516 750000 SH DEFINED 011618 750000
AMERICAN STD CO COM 029712106 39772 890000 SH DEFINED 0131 890000
AMERICAN STD CO COM 029712106 1564 35000 SH DEFINED 0103 35000
AMERICAN TOWER SYS-A COM 029912201 11097 445000 SH DEFINED 0102 445000
AMERICAN TOWER SYS-A COM 029912201 165 6600 SH DEFINED 0103 6600
AMERICAN STORES CO COM 030096101 26606 1100000 SH DEFINED 0130 1100000
AMERICAN STORES CO COM 030096101 53213 2200000 SH DEFINED 0113 2200000
AMERICAN STORES CO COM 030096101 27816 1150000 SH DEFINED 0107 1150000
AMERICAN STORES CO COM 030096101 38700 1600000 SH DEFINED 011516 1600000
AMERICAN STORES CO COM 030096101 4180 172800 SH DEFINED 011620 172800
AMERICAN STORES CO COM 030096101 43538 1800000 SH DEFINED 0131 1800000
AMERICAN STORES CO COM 030096101 3296 136290 SH DEFINED 0103 136290
AMERICAN TELECAST WT WARRANT 030151112 1 85225 SH DEFINED 0109 85225
AMERICAN WATERWORKS COM 030411102 12710 410000 SH DEFINED 0132 410000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 4280 40000 SH DEFINED 0105 40000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 3210 30000 SH DEFINED 01 30000
AMERISOURCE COM 03071P102 27943 425400 SH DEFINED 011618 425400
AMERITECH CORP COM 030954101 35900 800000 SH DEFINED 0130 800000
AMERITECH CORP COM 030954101 17950 400000 SH DEFINED 0126 400000
AMERITECH CORP COM 030954101 35900 800000 SH DEFINED 0113 800000
AMERITECH CORP COM 030954101 40388 900000 SH DEFINED 0132 900000
AMERITECH CORP COM 030954101 5143 114600 SH DEFINED 0124 114600
AMERITECH CORP COM 030954101 13781 307100 SH DEFINED 0125 307100
AMERITECH CORP COM 030954101 18848 420000 SH DEFINED 0107 420000
AMERITECH CORP COM 030954101 710 15822 SH DEFINED 0102 15822
AMERITECH CORP COM 030954101 26925 600000 SH DEFINED 0131 600000
AMERITECH CORP COM 030954101 13029 290327 SH DEFINED 0103 290327
AMETEK INC (NEW) COM 031100100 3371 115000 SH DEFINED 0128 115000
AMGEN INC COM 031162100 60799 930000 SH DEFINED 0113 930000
AMGEN INC COM 031162100 7584 116000 SH DEFINED 0124 116000
AMGEN INC COM 031162100 14657 224200 SH DEFINED 0125 224200
AMGEN INC COM 031162100 45109 690000 SH DEFINED 0107 690000
AMGEN INC COM 031162100 32688 500000 SH DEFINED 011618 500000
AMGEN INC COM 031162100 192623 2946433 SH DEFINED 0102 2946433
AMGEN INC COM 031162100 50993 780000 SH DEFINED 0131 780000
AMGEN INC COM 031162100 7401 113224 SH DEFINED 0103 113224
AMGEN INC COM 031162100 13846 211800 SH DEFINED 01 211800
AMKOR TECHNOLOGY COM 031652100 4672 500000 SH DEFINED 011619 500000
AMKOR TECHNOLOGY COM 031652100 13081 1400000 SH DEFINED 011614 1400000
AMKOR TECHNOLOGY COM 031652100 18 1966 SH DEFINED 0102 1966
<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
AMKOR TECHNOLOGY COM 031652100 3270 350000 SH DEFINED 0131 350000
AMKOR TECHNOLOGY COM 031652100 449 48000 SH DEFINED 01 48000
AMP COM 031897101 13406 390000 SH DEFINED 0113 390000
AMP COM 031897101 9797 285000 SH DEFINED 0107 285000
AMP COM 031897101 10313 300000 SH DEFINED 0131 300000
AMP COM 031897101 2102 61141 SH DEFINED 0103 61141
AMP COM 031897101 8628 251000 SH DEFINED 01 251000
AMOCO CORP COM 031905102 56818 1365000 SH DEFINED 0113 1365000
AMOCO CORP COM 031905102 3505 84200 SH DEFINED 0124 84200
AMOCO CORP COM 031905102 6315 151700 SH DEFINED 0125 151700
AMOCO CORP COM 031905102 50574 1215000 SH DEFINED 0107 1215000
AMOCO CORP COM 031905102 1900 45624 SH DEFINED 0102 45624
AMOCO CORP COM 031905102 45371 1090000 SH DEFINED 0131 1090000
AMOCO CORP COM 031905102 11079 266176 SH DEFINED 0103 266176
AMOCO CORP COM 031905102 7796 187300 SH DEFINED 01 187300
ANADARKO PETRO CORP COM 032511107 6719 100000 SH DEFINED 0128 100000
ANADARKO PETRO CORP COM 032511107 87344 1300000 SH DEFINED 0111 1300000
ANADARKO PETRO CORP COM 032511107 8398 125000 SH DEFINED 011622 125000
ANADARKO PETRO CORP COM 032511107 16797 250000 SH DEFINED 011623 250000
ANADARKO PETRO CORP COM 032511107 40313 600000 SH DEFINED 011516 600000
ANADARKO PETRO CORP COM 032511107 31914 475000 SH DEFINED 011618 475000
ANADARKO PETRO CORP COM 032511107 6154 91600 SH DEFINED 0131 91600
ANADARKO PETRO CORP COM 032511107 902 13431 SH DEFINED 0103 13431
ANALOG DEVICES COM 032654105 3316 135000 SH DEFINED 0128 135000
ANALOG DEVICES COM 032654105 12281 500000 SH DEFINED 011618 500000
ANALOG DEVICES COM 032654105 4618 188000 SH DEFINED 01 188000
ANDREW CORP COM 034425108 6232 345000 SH DEFINED 0128 345000
ANDREW CORP COM 034425108 39738 2200000 SH DEFINED 0111 2200000
ANDREW CORP COM 034425108 4756 263300 SH DEFINED 011622 263300
ANDREW CORP COM 034425108 9165 507425 SH DEFINED 011623 507425
ANDREW CORP COM 034425108 58805 3255774 SH DEFINED 0102 3255774
ANDREW CORP COM 034425108 790 43793 SH DEFINED 0103 43793
ANDREW CORP COM 034425108 5305 293700 SH DEFINED 01 293700
ANGLOGOLD LTD COM 035128206 1927 97590 SH DEFINED 0124 97590
ANHEUSER BUSCH CO COM 035229103 5151 109170 SH DEFINED 0103 109170
ANNTAYLOR STORES COR COM 036115103 488 23040 SH DEFINED 0103 23040
MOSENERGO SPON ADR COM 037376308 2280 434200 SH DEFINED 0124 434200
MOSENERGO SPON ADR COM 037376308 2914 555000 SH DEFINED 0112 555000
MOSENERGO SPON ADR COM 037376308 4331 825000 SH DEFINED 011617 825000
AON CORP COM 037389103 2663 37912 SH DEFINED 0103 37912
APACHE CORP COM 037411105 158 5000 SH DEFINED 0102 5000
APACHE CORP COM 037411105 700 22224 SH DEFINED 0103 22224
APAM HIGH PERF CAP COM 037461993 9829 10000 SH DEFINED 0116 10000
APOLLO GROUP INC -C COM 037604105 44634 1350000 SH DEFINED 0111 1350000
APOLLO GROUP INC -C COM 037604105 23144 700000 SH DEFINED 011516 700000
APOLLO GROUP INC -C COM 037604105 3720 112500 SH DEFINED 011619 112500
APOLLO GROUP INC -C COM 037604105 14878 450000 SH DEFINED 011614 450000
APOLLO GROUP INC -C COM 037604105 13188 398850 SH DEFINED 0102 398850
APOLLO GROUP INC -C COM 037604105 233 7050 SH DEFINED 0103 7050
APPALACHIAN PWR $100 PREFERRED STOCK 037735834 3240 30000 SH DEFINED 0105 30000
<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
APPALACHIAN PWR $100 PREFERRED STOCK 037735842 1082 10000 SH DEFINED 0105 10000
APPLE COMPUTER COM 037833100 854 29775 SH DEFINED 0103 29775
APPLIED MATERIALS COM 038222105 18290 620000 SH DEFINED 0113 620000
APPLIED MATERIALS COM 038222105 88500 3000000 SH DEFINED 0111 3000000
APPLIED MATERIALS COM 038222105 14013 475000 SH DEFINED 0107 475000
APPLIED MATERIALS COM 038222105 5770 195600 SH DEFINED 011622 195600
APPLIED MATERIALS COM 038222105 12838 435200 SH DEFINED 011623 435200
APPLIED MATERIALS COM 038222105 8850 300000 SH DEFINED 011618 300000
APPLIED MATERIALS COM 038222105 213 7200 SH DEFINED 0102 7200
APPLIED MATERIALS COM 038222105 13718 465000 SH DEFINED 0131 465000
APPLIED MATERIALS COM 038222105 3017 102292 SH DEFINED 0103 102292
APPLIED MATERIALS COM 038222105 6136 208000 SH DEFINED 01 208000
APTARGROUP INC COM 038336103 231 3700 SH DEFINED 0102 3700
ARCHER DANIELS MDLND COM 039483102 2483 128136 SH DEFINED 0103 128136
ARDEN REALTY INC COM 039793104 6469 250000 SH DEFINED 0128 250000
ARENA BRANDS HLD CRP COM 03999M207 2389 111111 SH DEFINED 0109 111111
ARIZONA PUB SVC $100 PREFERRED STOCK 040555815 6398 59761 SH DEFINED 0105 59761
ARIZONA PUB SVC CO PREFERRED STOCK 040555831 3753 38100 SH DEFINED 01 38100
ARMCO INC COM 042170100 589 92357 SH DEFINED 0103 92357
ARMSTRONG WORLD IND COM 042476101 600 8900 SH DEFINED 0103 8900
ARROW ELECTRONICS COM 042735100 20 900 SH DEFINED 0102 900
ASA HOLDINGS INC COM 04338Q107 22808 459600 SH DEFINED 0102 459600
ASA HOLDINGS INC COM 04338Q107 357 7200 SH DEFINED 0103 7200
ASARCO INC COM 043413103 207 9317 SH DEFINED 0103 9317
ASCEND COMM COM 043491109 3717 75000 SH DEFINED 011619 75000
ASCEND COMM COM 043491109 22303 450000 SH DEFINED 011614 450000
ASCEND COMM COM 043491109 2161 43600 SH DEFINED 0103 43600
ASHLAND INC COM 044204105 892 17287 SH DEFINED 0103 17287
ASHWORTH INC COM 04516H101 7631 550000 SH DEFINED 011614 550000
ASIA PULP&PAPER CO COM 04516V100 11 1000 SH DEFINED 011618 1000
ASPEC TECHNOLOGY INC COM 045233103 975 150000 SH DEFINED 011619 150000
ASSOC FIRST CORP COM 046008108 61500 800000 SH DEFINED 0130 800000
ASSOC FIRST CORP COM 046008108 107625 1400000 SH DEFINED 0126 1400000
ASSOC FIRST CORP COM 046008108 7688 100000 SH DEFINED 011622 100000
ASSOC FIRST CORP COM 046008108 15375 200000 SH DEFINED 011623 200000
ASSOC FIRST CORP COM 046008108 46125 600000 SH DEFINED 011516 600000
ASSOC FIRST CORP COM 046008108 2888 37576 SH DEFINED 0102 37576
ASSOC FIRST CORP COM 046008108 6746 87757 SH DEFINED 0103 87757
ASSOC FIRST CORP COM 046008108 10178 132391 SH DEFINED 01 132391
ASTORIA FINL CORP COM 046265104 5350 100000 SH DEFINED 011619 100000
ASTORIA FINL CORP COM 046265104 16050 300000 SH DEFINED 011614 300000
ASTORIA FINL CORP COM 046265104 10700 200000 SH DEFINED 0131 200000
ATHENA NEUROSCIENCE CONV BOND 046854AB1 3569 3100000 PRN DEFINED 0104 3100000
ATHENA NEUROSCIENCE CONV BOND 046854AB1 1842 1600000 PRN DEFINED 011621 1600000
ATLANTIC RICHFIELD COM 048825103 5635 72125 SH DEFINED 0103 72125
AURORA FOODS COM 05164B106 8450 400000 SH DEFINED 011619 400000
AURORA FOODS COM 05164B106 1030 48700 SH DEFINED 0102 48700
AURORA FOODS COM 05164B106 14788 700000 SH DEFINED 0131 700000
AURORA FOODS COM 05164B106 710 33600 SH DEFINED 0103 33600
AUSTRALIS HLDING WTS COM 05258A113 0 13400 SH DEFINED 0109 13400
<PAGE> PAGE 10
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
AUTO DESK COM 052769106 404 10460 SH DEFINED 0103 10460
AUTOMATIC DATA PROC. COM 053015103 58300 800000 SH DEFINED 0126 800000
AUTOMATIC DATA PROC. COM 053015103 12294 168700 SH DEFINED 0124 168700
AUTOMATIC DATA PROC. COM 053015103 27940 383400 SH DEFINED 0125 383400
AUTOMATIC DATA PROC. COM 053015103 36438 500000 SH DEFINED 011516 500000
AUTOMATIC DATA PROC. COM 053015103 51613 708222 SH DEFINED 0102 708222
AUTOMATIC DATA PROC. COM 053015103 6809 93438 SH DEFINED 0103 93438
AUTOZONE COM 053332102 4122 129051 SH DEFINED 0102 129051
AUTOZONE COM 053332102 1105 34611 SH DEFINED 0103 34611
AVERY DENNISON CORP COM 053611109 1420 26417 SH DEFINED 0103 26417
AVIATION SALES CO COM 053672101 20803 525000 SH DEFINED 0106 525000
AVON PRODUCTS COM 054303102 27 350 SH DEFINED 0102 350
AVON PRODUCTS COM 054303102 2294 29604 SH DEFINED 0103 29604
AVON PRODUCTS COM 054303102 6200 80000 SH DEFINED 01 80000
AXENT TECH COM 05459C108 21782 711300 SH DEFINED 0102 711300
AXENT TECH COM 05459C108 389 12700 SH DEFINED 0103 12700
BB&T CORP COM 054937107 2142 31681 SH DEFINED 0103 31681
BCE INC COM 05534B109 35431 830000 SH DEFINED 0113 830000
BCE INC COM 05534B109 29881 700000 SH DEFINED 0132 700000
BCE INC COM 05534B109 19986 468200 SH DEFINED 0135 468200
BCE INC COM 05534B109 29028 680000 SH DEFINED 0107 680000
BCE INC COM 05534B109 23478 550000 SH DEFINED 011618 550000
BCE INC COM 05534B109 28174 660000 SH DEFINED 0131 660000
BCE INC COM 05534B109 1135 26600 SH DEFINED 0103 26600
BJ'S WHOLESALE CLUB COM 05548J106 18281 450000 SH DEFINED 011614 450000
BJ'S WHOLESALE CLUB COM 05548J106 2150 52930 SH DEFINED 0103 52930
BJ SERVICES CO COM 055482103 5667 195000 SH DEFINED 0128 195000
BJ SERVICES CO COM 055482103 18164 625000 SH DEFINED 0106 625000
BJ SERVICES CO COM 055482103 21794 749900 SH DEFINED 0107 749900
BJ SERVICES CO COM 055482103 10898 375000 SH DEFINED 011614 375000
BMC SOFTWARE INC COM 055921100 7271 140000 SH DEFINED 0108 140000
BMC SOFTWARE INC COM 055921100 155813 3000000 SH DEFINED 0126 3000000
BMC SOFTWARE INC COM 055921100 83100 1600000 SH DEFINED 011516 1600000
BMC SOFTWARE INC COM 055921100 10388 200000 SH DEFINED 011619 200000
BMC SOFTWARE INC COM 055921100 4155 80000 SH DEFINED 011620 80000
BMC SOFTWARE INC COM 055921100 19736 380000 SH DEFINED 011614 380000
BMC SOFTWARE INC COM 055921100 91924 1769900 SH DEFINED 0102 1769900
BMC SOFTWARE INC COM 055921100 28296 544800 SH DEFINED 0131 544800
BMC SOFTWARE INC COM 055921100 3630 69880 SH DEFINED 0103 69880
BAKER HUGHES COM 057224107 10369 300000 SH DEFINED 0135 300000
BAKER HUGHES COM 057224107 55418 1603316 SH DEFINED 0102 1603316
BAKER HUGHES COM 057224107 1881 54407 SH DEFINED 0103 54407
BAKER HUGHES COM 057224107 11482 332200 SH DEFINED 01 332200
BALDOR ELECTRIC COM 057741100 4438 181600 SH DEFINED 0108 181600
BALDOR ELECTRIC COM 057741100 5987 245000 SH DEFINED 0128 245000
BALDOR ELECTRIC COM 057741100 1610 65900 SH DEFINED 011620 65900
BALL CORP COM 058498106 276 6865 SH DEFINED 0103 6865
BALTIMORE GAS & ELEC COM 059165100 6213 200000 SH DEFINED 0132 200000
BALTIMORE GAS & ELEC COM 059165100 2174 70000 SH DEFINED 0124 70000
BALTIMORE GAS & ELEC COM 059165100 9744 313700 SH DEFINED 0125 313700
<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
BALTIMORE GAS & ELEC COM 059165100 1386 44613 SH DEFINED 0103 44613
BANC ONE CORP COM 059438101 15125 271000 SH DEFINED 0124 271000
BANC ONE CORP COM 059438101 39219 702700 SH DEFINED 0125 702700
BANC ONE CORP COM 059438101 41436 742450 SH DEFINED 0102 742450
BANC ONE CORP COM 059438101 11345 203278 SH DEFINED 0103 203278
BANK OF NEW YORK COM 064057102 5126 84468 SH DEFINED 0103 84468
BANKBOSTON CORP COM 06605R106 33375 600000 SH DEFINED 0130 600000
BANKBOSTON CORP COM 06605R106 6675 120000 SH DEFINED 0108 120000
BANKBOSTON CORP COM 06605R106 66750 1200000 SH DEFINED 0111 1200000
BANKBOSTON CORP COM 06605R106 20637 371000 SH DEFINED 0135 371000
BANKBOSTON CORP COM 06605R106 38938 700000 SH DEFINED 0107 700000
BANKBOSTON CORP COM 06605R106 4450 80000 SH DEFINED 011622 80000
BANKBOSTON CORP COM 06605R106 8900 160000 SH DEFINED 011623 160000
BANKBOSTON CORP COM 06605R106 5006 90000 SH DEFINED 011620 90000
BANKBOSTON CORP COM 06605R106 35539 638894 SH DEFINED 0102 638894
BANKBOSTON CORP COM 06605R106 4075 73254 SH DEFINED 0103 73254
BANK AMERICA CORP COM 066050105 43219 500000 SH DEFINED 0130 500000
BANK AMERICA CORP COM 066050105 9508 110000 SH DEFINED 0108 110000
BANK AMERICA CORP COM 066050105 181519 2100000 SH DEFINED 0126 2100000
BANK AMERICA CORP COM 066050105 60506 700000 SH DEFINED 0113 700000
BANK AMERICA CORP COM 066050105 103725 1200000 SH DEFINED 0111 1200000
BANK AMERICA CORP COM 066050105 20226 234000 SH DEFINED 0124 234000
BANK AMERICA CORP COM 066050105 45449 525800 SH DEFINED 0125 525800
BANK AMERICA CORP COM 066050105 17288 200000 SH DEFINED 0135 200000
BANK AMERICA CORP COM 066050105 28092 325000 SH DEFINED 0107 325000
BANK AMERICA CORP COM 066050105 25931 300000 SH DEFINED 011618 300000
BANK AMERICA CORP COM 066050105 2161 25000 SH DEFINED 011620 25000
BANK AMERICA CORP COM 066050105 188751 2183567 SH DEFINED 0102 2183567
BANK AMERICA CORP COM 066050105 47541 550000 SH DEFINED 0131 550000
BANK AMERICA CORP COM 066050105 18493 213954 SH DEFINED 0103 213954
BANK AMERICA CORP COM 066050105 22154 256300 SH DEFINED 01 256300
BANK ONE GIC COM 066320003 3568 29640 SH DEFINED 0103 29640
BANKERS TRUST NY COM 066365107 2573 22167 SH DEFINED 0103 22167
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 467 12264 SH DEFINED 0103 12264
BARNES & NOBLE COM 067774109 10198 272400 SH DEFINED 0108 272400
BARNES & NOBLE COM 067774109 3680 98300 SH DEFINED 011620 98300
BARRICK GOLD INC COM 067901108 3070 160000 SH DEFINED 0127 160000
BARRICK GOLD INC COM 067901108 1604 83591 SH DEFINED 0103 83591
BASSETT FURN IND. COM 070203104 471 16711 SH DEFINED 0102 16711
BATTLE MT GOLD CO COM 071593107 309 52120 SH DEFINED 0103 52120
BAUSCH & LOMB COM 071707103 621 12394 SH DEFINED 0103 12394
BAXTER INTL INC COM 071813109 40359 750000 SH DEFINED 0130 750000
BAXTER INTL INC COM 071813109 13184 245000 SH DEFINED 0108 245000
BAXTER INTL INC COM 071813109 54135 1006000 SH DEFINED 0113 1006000
BAXTER INTL INC COM 071813109 11624 216000 SH DEFINED 0124 216000
BAXTER INTL INC COM 071813109 28338 526600 SH DEFINED 0125 526600
<PAGE> PAGE 12
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BAXTER INTL INC COM 071813109 47409 881000 SH DEFINED 0107 881000
BAXTER INTL INC COM 071813109 212489 3948746 SH DEFINED 0102 3948746
BAXTER INTL INC COM 071813109 45768 850500 SH DEFINED 0131 850500
BAXTER INTL INC COM 071813109 8020 149056 SH DEFINED 0103 149056
BAXTER INTL INC COM 071813109 9928 184500 SH DEFINED 01 184500
BAY NETWORKS INC COM 072510100 46118 1430000 SH DEFINED 0113 1430000
BAY NETWORKS INC COM 072510100 3158 97930 SH DEFINED 0124 97930
BAY NETWORKS INC COM 072510100 10027 310900 SH DEFINED 0125 310900
BAY NETWORKS INC COM 072510100 36120 1120000 SH DEFINED 0107 1120000
BAY NETWORKS INC COM 072510100 6802 210900 SH DEFINED 011614 210900
BAY NETWORKS INC COM 072510100 41167 1276440 SH DEFINED 0102 1276440
BAY NETWORKS INC COM 072510100 36604 1135000 SH DEFINED 0131 1135000
BAY NETWORKS INC COM 072510100 3705 114884 SH DEFINED 0103 114884
BAY NETWORKS INC COM 072510100 3070 95200 SH DEFINED 01 95200
GREAT BAY POWER CORP COM 072728108 0 28 SH DEFINED 011621 28
BE AEROSPACE COM 073302101 19659 675000 SH DEFINED 0106 675000
BEA SYSTEMS 144A CVT CONV BOND 073325AA0 10375 10000000 PRN DEFINED 011614 10000000
BEA SYSTEMS INC COM 073325102 17203 750000 SH DEFINED 0106 750000
BEA SYSTEMS INC COM 073325102 9677 421900 SH DEFINED 011619 421900
BEA SYSTEMS INC COM 073325102 6881 300000 SH DEFINED 011614 300000
BEAR STEARNS COM 073902108 1456 25600 SH DEFINED 0103 25600
BECTON DICKINSON COM 075887109 40 510 SH DEFINED 0102 510
BECTON DICKINSON COM 075887109 2150 27700 SH DEFINED 0103 27700
BED BATH & BEYOND IN COM 075896100 8373 161600 SH DEFINED 0108 161600
BED BATH & BEYOND IN COM 075896100 1674 32300 SH DEFINED 011620 32300
BED BATH & BEYOND IN COM 075896100 94 1800 SH DEFINED 0102 1800
BED BATH & BEYOND IN COM 075896100 6274 121100 SH DEFINED 0131 121100
BELDEN INC COM 077459105 169 5500 SH DEFINED 0102 5500
BELL ATLANTIC FIN`L CONV BOND 07785GAB6 7158 7000000 PRN DEFINED 0132 7000000
BELL ATLANTIC COM 077853109 27375 600000 SH DEFINED 0130 600000
BELL ATLANTIC COM 077853109 18250 400000 SH DEFINED 0132 400000
BELL ATLANTIC COM 077853109 26107 572200 SH DEFINED 0107 572200
BELL ATLANTIC COM 077853109 15919 348910 SH DEFINED 0103 348910
BELL SOUTH COM 079860102 46988 700000 SH DEFINED 0130 700000
BELL SOUTH COM 079860102 308775 4600000 SH DEFINED 0126 4600000
BELL SOUTH COM 079860102 46988 700000 SH DEFINED 0113 700000
BELL SOUTH COM 079860102 46988 700000 SH DEFINED 0132 700000
BELL SOUTH COM 079860102 4786 71300 SH DEFINED 0124 71300
BELL SOUTH COM 079860102 9870 147041 SH DEFINED 0125 147041
BELL SOUTH COM 079860102 31549 470000 SH DEFINED 0107 470000
BELL SOUTH COM 079860102 1012 15086 SH DEFINED 0102 15086
BELL SOUTH COM 079860102 37254 555000 SH DEFINED 0131 555000
BELL SOUTH COM 079860102 17071 254305 SH DEFINED 0103 254305
BELL SOUTH COM 079860102 16552 246592 SH DEFINED 01 246592
A.H. BELO SER A COM 080555105 9994 410000 SH DEFINED 0108 410000
A.H. BELO SER A COM 080555105 3656 150000 SH DEFINED 011620 150000
A.H. BELO SER A COM 080555105 43557 1786950 SH DEFINED 0102 1786950
A.H. BELO SER A COM 080555105 764 31350 SH DEFINED 0103 31350
BEMIS CO. COM 081437105 6131 150000 SH DEFINED 0128 150000
BEMIS CO. COM 081437105 486 11886 SH DEFINED 0103 11886
<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
BENEDEK COM WARRANTS WARRANT 08170W114 210 70000 SH DEFINED 0109 70000
BENEFICIAL CORP COM 081721102 30638 200000 SH DEFINED 011618 200000
BENEFICIAL CORP COM 081721102 2654 17323 SH DEFINED 0103 17323
BEST BUY CO COM 086516101 7 182 SH DEFINED 0102 182
BESTFOODS COM 08658U101 29031 500000 SH DEFINED 0130 500000
BESTFOODS COM 08658U101 56321 970000 SH DEFINED 0113 970000
BESTFOODS COM 08658U101 12309 212000 SH DEFINED 0124 212000
BESTFOODS COM 08658U101 32602 561500 SH DEFINED 0125 561500
BESTFOODS COM 08658U101 47844 824000 SH DEFINED 0107 824000
BESTFOODS COM 08658U101 97309 1675928 SH DEFINED 0102 1675928
BESTFOODS COM 08658U101 46102 794000 SH DEFINED 0131 794000
BESTFOODS COM 08658U101 7775 133910 SH DEFINED 0103 133910
BESTFOODS COM 08658U101 8663 149200 SH DEFINED 01 149200
BETHLEHEM STEEL COM 087509105 356 28660 SH DEFINED 0103 28660
BETZ LABORATORIES COM 087779104 5273 125000 SH DEFINED 0128 125000
BEVERLY ENTERPRISES COM 087851309 8495 615000 SH DEFINED 0128 615000
BEVERLY ENTERPRISES COM 087851309 580 41950 SH DEFINED 0102 41950
BEVERLY ENTERPRISES COM 087851309 388 28100 SH DEFINED 0103 28100
BILLING CONCEPTS CRP COM 090063108 9300 600000 SH DEFINED 011614 600000
BIOCHEM PHARMA INC COM 09058T108 7950 300000 SH DEFINED 011619 300000
BIOCHEM PHARMA INC COM 09058T108 15900 600000 SH DEFINED 011614 600000
BIOCHEM PHARMA INC COM 09058T108 494 18650 SH DEFINED 0102 18650
BIOCHEM PHARMA INC COM 09058T108 9529 359600 SH DEFINED 0131 359600
BIOCHEM PHARMA INC COM 09058T108 472 17800 SH DEFINED 0103 17800
BIOMET COM 090613100 1871 56600 SH DEFINED 0102 56600
BIOMET COM 090613100 829 25061 SH DEFINED 0103 25061
BLACK & DECKER COM 091797100 1300 21313 SH DEFINED 0103 21313
BLACK HILLS CORP COM 092113109 3450 150000 SH DEFINED 0132 150000
BLOCK H&R INC COM 093671105 13107 311139 SH DEFINED 0102 311139
BLOCK H&R INC COM 093671105 1744 41391 SH DEFINED 0103 41391
BOEING COM 097023105 33645 755000 SH DEFINED 0113 755000
BOEING COM 097023105 7130 160000 SH DEFINED 0124 160000
BOEING COM 097023105 14091 316200 SH DEFINED 0125 316200
BOEING COM 097023105 5348 120000 SH DEFINED 011622 120000
BOEING COM 097023105 8021 180000 SH DEFINED 011623 180000
BOEING COM 097023105 9135 205000 SH DEFINED 011618 205000
BOEING COM 097023105 9136 205021 SH DEFINED 0102 205021
BOEING COM 097023105 26738 600000 SH DEFINED 0131 600000
BOEING COM 097023105 12132 272248 SH DEFINED 0103 272248
BOEING COM 097023105 7041 158000 SH DEFINED 01 158000
BOISE CASCADE COM 097383103 413 12609 SH DEFINED 0103 12609
BORON LEPORE & ASSOC COM 10001P102 7885 207500 SH DEFINED 011619 207500
BOSTON PROPERTIES IN COM 101121101 12765 370000 SH DEFINED 0113 370000
BOSTON PROPERTIES IN COM 101121101 9660 280000 SH DEFINED 0131 280000
BOSTON PROPERTIES IN COM 101121101 393 11400 SH DEFINED 0103 11400
BOSTON SCIENTIFIC COM 101137107 42975 600000 SH DEFINED 0111 600000
BOSTON SCIENTIFIC COM 101137107 3581 50000 SH DEFINED 011622 50000
BOSTON SCIENTIFIC COM 101137107 8953 125000 SH DEFINED 011623 125000
BOSTON SCIENTIFIC COM 101137107 15041 210000 SH DEFINED 011618 210000
BOSTON SCIENTIFIC COM 101137107 4302 60090 SH DEFINED 0102 60090
<PAGE> PAGE 14
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BOSTON SCIENTIFIC COM 101137107 3126 43646 SH DEFINED 0103 43646
BOSTON SCIENTIFIC COM 101137107 14826 207000 SH DEFINED 01 207000
BRIGGS & STRATTON COM 109043109 199 5319 SH DEFINED 0103 5319
BRIGHTSTAR INFORMATI COM 10947N104 2775 200000 SH DEFINED 011619 200000
BRISTOL MYERS SQUIBB COM 110122108 57469 500000 SH DEFINED 0130 500000
BRISTOL MYERS SQUIBB COM 110122108 287344 2500000 SH DEFINED 0126 2500000
BRISTOL MYERS SQUIBB COM 110122108 26493 230500 SH DEFINED 0124 230500
BRISTOL MYERS SQUIBB COM 110122108 63526 552700 SH DEFINED 0125 552700
BRISTOL MYERS SQUIBB COM 110122108 91950 800000 SH DEFINED 011516 800000
BRISTOL MYERS SQUIBB COM 110122108 22988 200000 SH DEFINED 011618 200000
BRISTOL MYERS SQUIBB COM 110122108 108213 941480 SH DEFINED 0102 941480
BRISTOL MYERS SQUIBB COM 110122108 29849 259701 SH DEFINED 0103 259701
BRISTOL MYERS SQUIBB COM 110122108 9437 82100 SH DEFINED 01 82100
BRITISH PETRO ADR COM 110889409 3001 34000 SH DEFINED 01 34000
BROWN FORMAN CL B COM 115637209 975 15177 SH DEFINED 0103 15177
BROWNING FERRIS IND COM 115885105 29016 835000 SH DEFINED 0113 835000
BROWNING FERRIS IND COM 115885105 24325 700000 SH DEFINED 0107 700000
BROWNING FERRIS IND COM 115885105 18418 530000 SH DEFINED 0131 530000
BROWNING FERRIS IND COM 115885105 2184 62840 SH DEFINED 0103 62840
BROWNING FERRIS35.62 CONV PFD STOCK 115885600 15154 429905 SH DEFINED 01 429905
BRUNSWICK CORP COM 117043109 19800 800000 SH DEFINED 0107 800000
BRUNSWICK CORP COM 117043109 536 21667 SH DEFINED 0103 21667
BURLINGTON N SANTA COM 12189T104 16692 170000 SH DEFINED 0113 170000
BURLINGTON N SANTA COM 12189T104 7855 80000 SH DEFINED 0124 80000
BURLINGTON N SANTA COM 12189T104 15710 160000 SH DEFINED 0125 160000
BURLINGTON N SANTA COM 12189T104 14419 146850 SH DEFINED 0102 146850
BURLINGTON N SANTA COM 12189T104 13943 142000 SH DEFINED 0131 142000
BURLINGTON N SANTA COM 12189T104 4549 46330 SH DEFINED 0103 46330
BURLINGTON RESOURCES COM 122014103 1722 39994 SH DEFINED 0103 39994
BURLINGTON RESOURCES COM 122014103 3876 90000 SH DEFINED 01 90000
BUSINESS OBJECTS ADS COM 12328X107 10631 630000 SH DEFINED 011614 630000
CBT GROUP PLC ADR COM 124853300 656 12250 SH DEFINED 0102 12250
CBT GROUP PLC ADR COM 124853300 9416 176000 SH DEFINED 0131 176000
CBT GROUP PLC ADR COM 124853300 599 11200 SH DEFINED 0103 11200
CCA PRISON RLTY TST COM 12486R108 8575 280000 SH DEFINED 0108 280000
CCA PRISON RLTY TST COM 12486R108 2756 90000 SH DEFINED 011620 90000
CBS CORP COM 12490K107 31750 1000000 SH DEFINED 0130 1000000
CBS CORP COM 12490K107 18098 570000 SH DEFINED 0108 570000
CBS CORP COM 12490K107 177800 5600000 SH DEFINED 0126 5600000
CBS CORP COM 12490K107 7299 229900 SH DEFINED 0124 229900
CBS CORP COM 12490K107 20022 630600 SH DEFINED 0125 630600
CBS CORP COM 12490K107 79375 2500000 SH DEFINED 011516 2500000
CBS CORP COM 12490K107 5556 175000 SH DEFINED 011620 175000
CBS CORP COM 12490K107 25400 800000 SH DEFINED 011614 800000
CBS CORP COM 12490K107 25937 816924 SH DEFINED 0102 816924
CBS CORP COM 12490K107 12700 400000 SH DEFINED 0131 400000
CBS CORP COM 12490K107 16541 521004 SH DEFINED 0103 521004
CBS CORP COM 12490K107 8684 273500 SH DEFINED 01 273500
CDW COMPUTER CENTERS COM 125129106 17500 350000 SH DEFINED 011619 350000
CDW COMPUTER CENTERS COM 125129106 13000 260000 SH DEFINED 0131 260000
<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
CFM MAJESTIC COM 12525R101 381 41482 SH DEFINED 0103 41482
CIGNA CORP COM 125509109 3335 48327 SH DEFINED 0103 48327
C.I.T. GROUP CL A COM 125577106 37500 1000000 SH DEFINED 0130 1000000
C.I.T. GROUP CL A COM 125577106 11318 301800 SH DEFINED 0108 301800
C.I.T. GROUP CL A COM 125577106 11250 300000 SH DEFINED 0128 300000
C.I.T. GROUP CL A COM 125577106 2055 54800 SH DEFINED 0135 54800
C.I.T. GROUP CL A COM 125577106 18750 500000 SH DEFINED 011614 500000
CKE RESTAURANTS INC. COM 12561E105 10692 259202 SH DEFINED 0103 259202
CMAC INVESTMENT CORP COM 125662106 7380 120000 SH DEFINED 011619 120000
CMAC INVESTMENT CORP COM 125662106 34 548 SH DEFINED 0102 548
CMAC INVESTMENT CORP COM 125662106 800 13000 SH DEFINED 01 13000
CMS ENERGY CORP COM 125896100 132000 3000000 SH DEFINED 0126 3000000
CMS ENERGY CORP COM 125896100 34100 775000 SH DEFINED 0113 775000
CMS ENERGY CORP COM 125896100 19800 450000 SH DEFINED 0132 450000
CMS ENERGY CORP COM 125896100 19800 450000 SH DEFINED 0107 450000
CMS ENERGY CORP COM 125896100 27280 620000 SH DEFINED 0131 620000
CMS ENERGY CORP COM 125896100 1096 24900 SH DEFINED 0103 24900
CPI CORP COM 125902106 1835 77043 SH DEFINED 0103 77043
CSC HOLDINGS INC PREFERRED STOCK 126304401 41398 359982 SH DEFINED 0109 359982
CSG SYSTEMS COM 126349109 8906 190000 SH DEFINED 011619 190000
CSG SYSTEMS COM 126349109 11250 240000 SH DEFINED 011614 240000
CSG SYSTEMS COM 126349109 4453 95000 SH DEFINED 0131 95000
CSX CORP COM 126408103 2245 49334 SH DEFINED 0103 49334
CVS CORP COM 126650100 6526 167600 SH DEFINED 0108 167600
CVS CORP COM 126650100 171325 4400000 SH DEFINED 0126 4400000
CVS CORP COM 126650100 6308 162000 SH DEFINED 0124 162000
CVS CORP COM 126650100 11050 283800 SH DEFINED 0125 283800
CVS CORP COM 126650100 54513 1400000 SH DEFINED 011516 1400000
CVS CORP COM 126650100 7788 200000 SH DEFINED 011619 200000
CVS CORP COM 126650100 6619 170000 SH DEFINED 011620 170000
CVS CORP COM 126650100 46481 1193648 SH DEFINED 0102 1193648
CVS CORP COM 126650100 4399 112986 SH DEFINED 0103 112986
CVS CORP COM 126650100 2391 61400 SH DEFINED 01 61400
CABLETRON SYSTEMS COM 126920107 477 35478 SH DEFINED 0103 35478
CADENCE DESIGN SYS COM 127387108 551 17600 SH DEFINED 0102 17600
CADENCE DESIGN SYS COM 127387108 15625 500000 SH DEFINED 0131 500000
CADENCE DESIGN SYS COM 127387108 378 12100 SH DEFINED 0103 12100
CAMBRDG TECH PRTNS COM 132524109 35506 650000 SH DEFINED 011516 650000
CAMBRDG TECH PRTNS COM 132524109 22943 420000 SH DEFINED 011614 420000
CAMBRDG TECH PRTNS COM 132524109 27161 497212 SH DEFINED 0102 497212
CAMBRDG TECH PRTNS COM 132524109 496 9080 SH DEFINED 0103 9080
CAMCO COM 132632100 25037 321500 SH DEFINED 0106 321500
CAMCO COM 132632100 22102 283800 SH DEFINED 0102 283800
CAMCO COM 132632100 4588 58910 SH DEFINED 0103 58910
CAMPBELL RESOURCE WT COM 134422161 5 250000 SH DEFINED 0127 250000
CAMPBELL SOUP COM 134429109 5417 101961 SH DEFINED 0103 101961
CANADIAN PAC LTD COM 135923100 34 1200 SH DEFINED 0102 1200
CAPITAL ONE FINL COR COM 14040H105 7451 60000 SH DEFINED 011619 60000
CAPITAL ONE FINL COR COM 14040H105 1012 8150 SH DEFINED 0102 8150
CAPITAL ONE FINL COR COM 14040H105 11227 90400 SH DEFINED 0131 90400
<PAGE> PAGE 16
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CAPITAL ONE FINL COR COM 14040H105 59206 476742 SH DEFINED 0103 476742
CAPITAL RE CORP COM 140432105 4298 60000 SH DEFINED 011619 60000
CAPSTAR BROADCASTING COM 14067G105 25125 1000000 SH DEFINED 011614 1000000
CARDINAL HEALTH COM 14149Y108 187500 2000000 SH DEFINED 0126 2000000
CARDINAL HEALTH COM 14149Y108 16406 175000 SH DEFINED 011618 175000
CARDINAL HEALTH COM 14149Y108 121433 1295209 SH DEFINED 0102 1295209
CARDINAL HEALTH COM 14149Y108 20236 215850 SH DEFINED 0131 215850
CARDINAL HEALTH COM 14149Y108 4303 45897 SH DEFINED 0103 45897
CARDINAL HEALTH COM 14149Y108 10969 117000 SH DEFINED 01 117000
CARNIVAL CORP COM 143658102 11888 300000 SH DEFINED 0108 300000
CARNIVAL CORP COM 143658102 106988 2700000 SH DEFINED 011516 2700000
CARNIVAL CORP COM 143658102 5944 150000 SH DEFINED 011620 150000
CARNIVAL CORP COM 143658102 17435 440000 SH DEFINED 011614 440000
CARNIVAL CORP COM 143658102 1517 38280 SH DEFINED 0102 38280
CARNIVAL CORP COM 143658102 11888 300000 SH DEFINED 0131 300000
CARNIVAL CORP COM 143658102 1014 25600 SH DEFINED 0103 25600
CARNIVAL CORP COM 143658102 872 22000 SH DEFINED 01 22000
CAROLINA POWER & LT COM 144141108 25374 585000 SH DEFINED 0113 585000
CAROLINA POWER & LT COM 144141108 8675 200000 SH DEFINED 0128 200000
CAROLINA POWER & LT COM 144141108 19519 450000 SH DEFINED 0132 450000
CAROLINA POWER & LT COM 144141108 1952 45000 SH DEFINED 0124 45000
CAROLINA POWER & LT COM 144141108 9083 209400 SH DEFINED 0125 209400
CAROLINA POWER & LT COM 144141108 20169 465000 SH DEFINED 0131 465000
CAROLINA POWER & LT COM 144141108 2759 63620 SH DEFINED 0103 63620
CARPENTER TECHNOLGY COM 144285103 6784 135000 SH DEFINED 0128 135000
CASE CORP COM 14743R103 26731 554000 SH DEFINED 0113 554000
CASE CORP COM 14743R103 20748 430000 SH DEFINED 0131 430000
CASE CORP COM 14743R103 1657 34341 SH DEFINED 0103 34341
CASEY'S GENERAL STOR COM 147528103 199 12000 SH DEFINED 0102 12000
CATALYTICA INC. COM 148885106 13149 670000 SH DEFINED 011614 670000
CATERPILLAR INC COM 149123101 42300 800000 SH DEFINED 0111 800000
CATERPILLAR INC COM 149123101 8460 160000 SH DEFINED 011622 160000
CATERPILLAR INC COM 149123101 19035 360000 SH DEFINED 011623 360000
CATERPILLAR INC COM 149123101 552 10450 SH DEFINED 0102 10450
CATERPILLAR INC COM 149123101 4356 82379 SH DEFINED 0103 82379
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 52188 2500000 SH DEFINED 0126 2500000
CENDANT CORP COM 151313103 19831 950000 SH DEFINED 011618 950000
CENDANT CORP COM 151313103 94077 4506505 SH DEFINED 0102 4506505
CENDANT CORP COM 151313103 4672 223800 SH DEFINED 0103 223800
CENDANT CORP COM 151313103 1349 64600 SH DEFINED 01 64600
CENTEX CORPORATION COM 152312104 502 13305 SH DEFINED 0103 13305
ELECTROBRAS ADR COM 15234Q207 6546 452000 SH DEFINED 0124 452000
ELECTROBRAS ADR COM 15234Q207 3563 246000 SH DEFINED 0112 246000
ELECTROBRAS ADR COM 15234Q207 5300 366000 SH DEFINED 011617 366000
CENTOCOR INC COM 152342101 16915 466600 SH DEFINED 0102 466600
CENTOCOR INC COM 152342101 312 8600 SH DEFINED 0103 8600
CENTOCOR INC COM 152342101 3190 88000 SH DEFINED 01 88000
<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
CENTRAL & S W COM 152357109 1279 47591 SH DEFINED 0103 47591
CENTRAL PARKING COM 154785109 14560 320000 SH DEFINED 011614 320000
CENTRAL PARKING COM 154785109 12094 265750 SH DEFINED 0102 265750
CENTRAL PARKING COM 154785109 3599 79100 SH DEFINED 0131 79100
CENTRAL PARKING COM 154785109 425 9350 SH DEFINED 0103 9350
CENTRAL VT PUB SRV COM 155771108 4756 318420 SH DEFINED 0103 318420
CENTURA BKS INC COM 15640T100 12438 198965 SH DEFINED 0102 198965
CENTURA BKS INC COM 15640T100 8741 139850 SH DEFINED 0131 139850
CENTURA BKS INC COM 15640T100 760 12150 SH DEFINED 0103 12150
CENTURY BUSINESS SRV COM 156464992 13500 675000 SH DEFINED 011618 675000
CENTURY TELEPHONE EN COM 156686107 20644 450000 SH DEFINED 0130 450000
CENTURY TELEPHONE EN COM 156686107 3647 79500 SH DEFINED 0128 79500
CENTURY TELEPHONE EN COM 156686107 30966 675000 SH DEFINED 0132 675000
CERIDIAN CORP COM 15677T106 969 16489 SH DEFINED 0103 16489
CHAMPION INTL COM 158525105 3197 65000 SH DEFINED 0128 65000
CHAMPION INTL COM 158525105 25 510 SH DEFINED 0102 510
CHAMPION INTL COM 158525105 1060 21558 SH DEFINED 0103 21558
CHANCELLOR MEDIA COM 158915108 24828 500000 SH DEFINED 0130 500000
CHANCELLOR MEDIA COM 158915108 21849 440000 SH DEFINED 0108 440000
CHANCELLOR MEDIA COM 158915108 9931 200000 SH DEFINED 011619 200000
CHANCELLOR MEDIA COM 158915108 6455 130000 SH DEFINED 011620 130000
CHANCELLOR MEDIA COM 158915108 33518 675000 SH DEFINED 011614 675000
CHANCELLOR MEDIA COM 158915108 57229 1152500 SH DEFINED 0102 1152500
CHANCELLOR MEDIA COM 158915108 26387 531400 SH DEFINED 0131 531400
CHANCELLOR MEDIA COM 158915108 2558 51500 SH DEFINED 0103 51500
CHANCELLOR MEDIA COM 158915108 9435 190000 SH DEFINED 01 190000
CHARTER ONE FINL INC COM 160903100 13475 400000 SH DEFINED 0128 400000
CHASE MAHATTAN NEW COM 16161A108 378 5000 SH DEFINED 0102 5000
CHASE MAHATTAN NEW COM 16161A108 14483 191824 SH DEFINED 0103 191824
CHEVRON CORP COM 166751107 50668 610000 SH DEFINED 0113 610000
CHEVRON CORP COM 166751107 1744 21000 SH DEFINED 0124 21000
CHEVRON CORP COM 166751107 4901 59000 SH DEFINED 0125 59000
CHEVRON CORP COM 166751107 40285 485000 SH DEFINED 0107 485000
CHEVRON CORP COM 166751107 29391 353880 SH DEFINED 0102 353880
CHEVRON CORP COM 166751107 40285 485000 SH DEFINED 0131 485000
CHEVRON CORP COM 166751107 14268 171771 SH DEFINED 0103 171771
CHIREX INC COM 170038103 16245 925000 SH DEFINED 0106 925000
CHIREX INC COM 170038103 7288 415000 SH DEFINED 011614 415000
CHRYSLER COM 171196108 27793 493000 SH DEFINED 0107 493000
CHRYSLER COM 171196108 14 250 SH DEFINED 0102 250
CHRYSLER COM 171196108 8174 145000 SH DEFINED 0103 145000
CHUBB CORP COM 171232101 3035 37763 SH DEFINED 0103 37763
CIENA CORPORATION COM 171779101 5222 75000 SH DEFINED 011619 75000
CINCINNATI BELL INC COM 171870108 8265 288750 SH DEFINED 0130 288750
CINCINNATI BELL INC COM 171870108 68700 2400000 SH DEFINED 0126 2400000
CINCINNATI BELL INC COM 171870108 12023 420000 SH DEFINED 0128 420000
CINCINNATI BELL INC COM 171870108 14313 500000 SH DEFINED 0132 500000
CINCINNATI BELL INC COM 171870108 5009 175000 SH DEFINED 011619 175000
CINCINNATI BELL INC COM 171870108 19 638 SH DEFINED 0102 638
CINCINNATI BELL INC COM 171870108 7156 250000 SH DEFINED 0131 250000
<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
CINCINNATI BELL INC COM 171870108 6555 229000 SH DEFINED 01 229000
CINCINNATI FINANCIAL COM 172062101 1440 37534 SH DEFINED 0103 37534
CINCINNATI MILACRON COM 172172108 5470 225000 SH DEFINED 0128 225000
CINCINNATI MILACRON COM 172172108 203 8354 SH DEFINED 0103 8354
CINERGY CORP COM 172474108 1238 35366 SH DEFINED 0103 35366
CIRCUIT CITY COM 172737108 46875 1000000 SH DEFINED 011516 1000000
CIRCUIT CITY COM 172737108 4038 86147 SH DEFINED 0102 86147
CIRCUIT CITY COM 172737108 1038 22144 SH DEFINED 0103 22144
CISCO SYSTEMS COM 17275R102 9206 100000 SH DEFINED 0130 100000
CISCO SYSTEMS COM 17275R102 19333 210000 SH DEFINED 0108 210000
CISCO SYSTEMS COM 17275R102 506344 5500000 SH DEFINED 0126 5500000
CISCO SYSTEMS COM 17275R102 165713 1800000 SH DEFINED 0111 1800000
CISCO SYSTEMS COM 17275R102 6444 70000 SH DEFINED 0132 70000
CISCO SYSTEMS COM 17275R102 14072 152850 SH DEFINED 0124 152850
CISCO SYSTEMS COM 17275R102 34256 372100 SH DEFINED 0125 372100
CISCO SYSTEMS COM 17275R102 20714 225000 SH DEFINED 0135 225000
CISCO SYSTEMS COM 17275R102 16571 180000 SH DEFINED 011622 180000
CISCO SYSTEMS COM 17275R102 33143 360000 SH DEFINED 011623 360000
CISCO SYSTEMS COM 17275R102 82856 900000 SH DEFINED 011516 900000
CISCO SYSTEMS COM 17275R102 51785 562500 SH DEFINED 011618 562500
CISCO SYSTEMS COM 17275R102 9667 105000 SH DEFINED 011619 105000
CISCO SYSTEMS COM 17275R102 4833 52500 SH DEFINED 011620 52500
CISCO SYSTEMS COM 17275R102 20714 225000 SH DEFINED 011614 225000
CISCO SYSTEMS COM 17275R102 363328 3946555 SH DEFINED 0102 3946555
CISCO SYSTEMS COM 17275R102 51329 557550 SH DEFINED 0131 557550
CISCO SYSTEMS COM 17275R102 28669 311407 SH DEFINED 0103 311407
CISCO SYSTEMS COM 17275R102 31033 337087 SH DEFINED 01 337087
CINTAS CORP COM 172908105 324 6350 SH DEFINED 0102 6350
CINTAS CORP COM 172908105 235 4600 SH DEFINED 0103 4600
CITICORP COM 173034109 179100 1200000 SH DEFINED 0126 1200000
CITICORP COM 173034109 34328 230000 SH DEFINED 011618 230000
CITICORP COM 173034109 95 635 SH DEFINED 0102 635
CITICORP COM 173034109 15140 101442 SH DEFINED 0103 101442
CITICORP COM 173034109 4776 32000 SH DEFINED 01 32000
CLAYTON HOMES INC COM 184190106 11851 623750 SH DEFINED 011618 623750
CLEAR CHANNEL COMMUN COM 184502102 65475 600000 SH DEFINED 0130 600000
CLEAR CHANNEL COMMUN COM 184502102 109125 1000000 SH DEFINED 0126 1000000
CLEAR CHANNEL COMMUN COM 184502102 6831 62600 SH DEFINED 0124 62600
CLEAR CHANNEL COMMUN COM 184502102 20134 184500 SH DEFINED 0125 184500
CLEAR CHANNEL COMMUN COM 184502102 54563 500000 SH DEFINED 011516 500000
CLEAR CHANNEL COMMUN COM 184502102 19097 175000 SH DEFINED 011614 175000
CLEAR CHANNEL COMMUN COM 184502102 155752 1427255 SH DEFINED 0102 1427255
CLEAR CHANNEL COMMUN COM 184502102 41705 382177 SH DEFINED 0131 382177
CLEAR CHANNEL COMMUN COM 184502102 8656 79311 SH DEFINED 0103 79311
CLEAR CHANNEL COMMUN COM 184502102 10913 100000 SH DEFINED 01 100000
CLEARNET COM WARRANT WARRANT 184902112 391 42240 SH DEFINED 0109 42240
CLEARNET COM WARRANT WARRANT 184902112 9 990 SH DEFINED 011620 990
CLINICHEM DEV INC COM 186906103 86 15000 SH DEFINED 011614 15000
CLOROX CO. COM 189054109 2231 23390 SH DEFINED 0103 23390
COACH USA, INC COM 18975L106 11406 250000 SH DEFINED 011614 250000
<PAGE> PAGE 19
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
COASTAL CORP COM 190441105 22689 325000 SH DEFINED 0132 325000
COASTAL CORP COM 190441105 1681 24084 SH DEFINED 0103 24084
COCA-COLA COM 191216100 44888 525000 SH DEFINED 0130 525000
COCA-COLA COM 191216100 14535 170000 SH DEFINED 0108 170000
COCA-COLA COM 191216100 256500 3000000 SH DEFINED 0126 3000000
COCA-COLA COM 191216100 171573 2006700 SH DEFINED 0111 2006700
COCA-COLA COM 191216100 39544 462500 SH DEFINED 0124 462500
COCA-COLA COM 191216100 80823 945300 SH DEFINED 0125 945300
COCA-COLA COM 191216100 17032 199200 SH DEFINED 011622 199200
COCA-COLA COM 191216100 34132 399200 SH DEFINED 011623 399200
COCA-COLA COM 191216100 111150 1300000 SH DEFINED 011516 1300000
COCA-COLA COM 191216100 58140 680000 SH DEFINED 011618 680000
COCA-COLA COM 191216100 6720 78600 SH DEFINED 011620 78600
COCA-COLA COM 191216100 140997 1649086 SH DEFINED 0102 1649086
COCA-COLA COM 191216100 53000 619884 SH DEFINED 0103 619884
COGNIZANT CORP COM 192441103 2310 36666 SH DEFINED 0103 36666
COGNIZANT TECH SOLUT COM 192446102 4041 335000 SH DEFINED 011614 335000
COLGATE-PALMOLIVE COM 194162103 88000 1000000 SH DEFINED 0130 1000000
COLGATE-PALMOLIVE COM 194162103 11220 127500 SH DEFINED 0124 127500
COLGATE-PALMOLIVE COM 194162103 26303 298900 SH DEFINED 0125 298900
COLGATE-PALMOLIVE COM 194162103 12760 145000 SH DEFINED 0135 145000
COLGATE-PALMOLIVE COM 194162103 66000 750000 SH DEFINED 011516 750000
COLGATE-PALMOLIVE COM 194162103 186373 2117826 SH DEFINED 0102 2117826
COLGATE-PALMOLIVE COM 194162103 8359 94987 SH DEFINED 0103 94987
COLGATE-PALMOLIVE COM 194162103 12074 137200 SH DEFINED 01 137200
COLT TELECOM ADR COM 196877104 12361 75600 SH DEFINED 0131 75600
COLTEC INDUSTRIES CONV PFD STOCK 196878201 1553 33300 SH DEFINED 0104 33300
COLTEC INDUSTRIES CONV PFD STOCK 196878201 779 16700 SH DEFINED 011621 16700
COLUMBIA ENERGY GRP COM 197648108 20859 375000 SH DEFINED 0132 375000
COLUMBIA ENERGY GRP COM 197648108 1037 18649 SH DEFINED 0103 18649
COLUMBIA HEALTHCARE COM 197677107 51580 1771000 SH DEFINED 0113 1771000
COLUMBIA HEALTHCARE COM 197677107 33436 1148000 SH DEFINED 0107 1148000
COLUMBIA HEALTHCARE COM 197677107 42164 1447700 SH DEFINED 0131 1447700
COLUMBIA HEALTHCARE COM 197677107 5814 199611 SH DEFINED 0103 199611
COMAIR HLDGS INC COM 199789108 14203 460000 SH DEFINED 011614 460000
COMAIR HLDGS INC COM 199789108 35698 1156175 SH DEFINED 0102 1156175
COMAIR HLDGS INC COM 199789108 466 15100 SH DEFINED 0103 15100
COMCAST CORPORATION COM 200300101 2385 60000 SH DEFINED 0108 60000
COMCAST CORPORATION COM 200300101 4770 120000 SH DEFINED 011620 120000
COMCAST CORP CLA SPL COM 200300200 12990 320000 SH DEFINED 0108 320000
COMCAST CORP CLA SPL COM 200300200 3368 82960 SH DEFINED 0103 82960
COMERICA INC COM 200340107 2321 35036 SH DEFINED 0103 35036
COMERICA FRAP PREFERRED STOCK 200340503 7819 150000 SH DEFINED 0105 150000
COMMWLTH ED $100 PVT PREFERRED STOCK 20279K2*7 5308 52556 SH DEFINED 0105 52556
COMMWLTH ED $100 PVT PREFERRED STOCK 20279K2*7 2735 27080 SH DEFINED 01 27080
COMMONWEALTH EDISON PREFERRED STOCK 2027953*9 6026 58500 SH DEFINED 0105 58500
COMMONWEALTH EDISON PREFERRED STOCK 202990925 2566 25553 SH DEFINED 01 25553
COMM&PWR IND 144A COM 20338A108 525 3500 SH DEFINED 0109 3500
COMMUNITY FIRST BANK COM 203902101 5630 215000 SH DEFINED 0108 215000
COMMUNITY FIRST BANK COM 203902101 2016 77000 SH DEFINED 011620 77000
<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
COPEL ADS COM 20441B407 6938 750000 SH DEFINED 011618 750000
CANTV ADR COM 204421101 6375 255000 SH DEFINED 0124 255000
BUENAVENTURA ADR COM 204448104 1050 80000 SH DEFINED 0127 80000
COMPANIA DE TELECOMM COM 204449300 4967 244548 SH DEFINED 0124 244548
COMPAQ COMPUTER CORP COM 204493100 42563 1500000 SH DEFINED 0130 1500000
COMPAQ COMPUTER CORP COM 204493100 14329 505000 SH DEFINED 0108 505000
COMPAQ COMPUTER CORP COM 204493100 198625 7000000 SH DEFINED 0126 7000000
COMPAQ COMPUTER CORP COM 204493100 33426 1178000 SH DEFINED 0113 1178000
COMPAQ COMPUTER CORP COM 204493100 76613 2700000 SH DEFINED 0111 2700000
COMPAQ COMPUTER CORP COM 204493100 8172 288000 SH DEFINED 0124 288000
COMPAQ COMPUTER CORP COM 204493100 19170 675600 SH DEFINED 0125 675600
COMPAQ COMPUTER CORP COM 204493100 12769 450000 SH DEFINED 0135 450000
COMPAQ COMPUTER CORP COM 204493100 8513 300000 SH DEFINED 011622 300000
COMPAQ COMPUTER CORP COM 204493100 17025 600000 SH DEFINED 011623 600000
COMPAQ COMPUTER CORP COM 204493100 28375 1000000 SH DEFINED 011516 1000000
COMPAQ COMPUTER CORP COM 204493100 46819 1650000 SH DEFINED 011618 1650000
COMPAQ COMPUTER CORP COM 204493100 3405 120000 SH DEFINED 011620 120000
COMPAQ COMPUTER CORP COM 204493100 255319 8997827 SH DEFINED 0102 8997827
COMPAQ COMPUTER CORP COM 204493100 26502 934000 SH DEFINED 0131 934000
COMPAQ COMPUTER CORP COM 204493100 13757 484799 SH DEFINED 0103 484799
COMPAQ COMPUTER CORP COM 204493100 18018 634997 SH DEFINED 01 634997
COMPUTER ASSOC COM 204912109 111125 2000000 SH DEFINED 0126 2000000
COMPUTER ASSOC COM 204912109 44450 800000 SH DEFINED 0111 800000
COMPUTER ASSOC COM 204912109 6292 113250 SH DEFINED 0124 113250
COMPUTER ASSOC COM 204912109 12913 232412 SH DEFINED 0125 232412
COMPUTER ASSOC COM 204912109 4167 75000 SH DEFINED 011622 75000
COMPUTER ASSOC COM 204912109 8334 150000 SH DEFINED 011623 150000
COMPUTER ASSOC COM 204912109 34727 625000 SH DEFINED 011618 625000
COMPUTER ASSOC COM 204912109 269161 4844099 SH DEFINED 0102 4844099
COMPUTER ASSOC COM 204912109 9360 168443 SH DEFINED 0103 168443
COMPUTER ASSOC COM 204912109 20393 367025 SH DEFINED 01 367025
COMPUTER LEARNING CT COM 205199102 1231 50000 SH DEFINED 011619 50000
COMPUTER SCIENCES COM 205363104 20160 315000 SH DEFINED 0113 315000
COMPUTER SCIENCES COM 205363104 6400 100000 SH DEFINED 0124 100000
COMPUTER SCIENCES COM 205363104 17075 266800 SH DEFINED 0125 266800
COMPUTER SCIENCES COM 205363104 51200 800000 SH DEFINED 011516 800000
COMPUTER SCIENCES COM 205363104 286836 4481961 SH DEFINED 0102 4481961
COMPUTER SCIENCES COM 205363104 16000 250000 SH DEFINED 0131 250000
COMPUTER SCIENCES COM 205363104 5054 78960 SH DEFINED 0103 78960
COMPUTER SCIENCES COM 205363104 2918 45600 SH DEFINED 01 45600
COMPUWARE COM 205638109 23006 450000 SH DEFINED 011614 450000
COMPUWARE COM 205638109 1167 22819 SH DEFINED 0102 22819
COMPUWARE COM 205638109 7275 142300 SH DEFINED 0131 142300
COMPUWARE COM 205638109 445 8700 SH DEFINED 0103 8700
COMPUWARE COM 205638109 6595 129000 SH DEFINED 01 129000
CONAGRA COM 205887102 8 250 SH DEFINED 0102 250
CONAGRA COM 205887102 3423 108035 SH DEFINED 0103 108035
CONCENTRIC NETWORK COM 20589R107 3031 100000 SH DEFINED 0109 100000
CONCENTRIC NETWRK WT WARRANT 20589R115 756 5600 SH DEFINED 0109 5600
CONCENTRIC NETWRK WT WARRANT 20589R115 513 3800 SH DEFINED 0124 3800
<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
COM21 INC COM 205937105 4038 190000 SH DEFINED 011619 190000
CONSECO INC COM 208464107 25 525 SH DEFINED 0102 525
CONSECO INC COM 208464107 1957 41851 SH DEFINED 0103 41851
CON EDISON $100 SR J PREFERRED STOCK 209111863 15694 150000 SH DEFINED 0105 150000
CON EDISON $100 SR J PREFERRED STOCK 209111863 2616 25000 SH DEFINED 01 25000
CON EDISON 7.2 SER I PREFERRED STOCK 209111871 3420 32550 SH DEFINED 0105 32550
CON EDISON 7.2 SER I PREFERRED STOCK 209111871 3204 30500 SH DEFINED 01 30500
CONSOLIDATED EDISON COM 209115104 18425 400000 SH DEFINED 0132 400000
CONSOLIDATED EDISON COM 209115104 2446 53097 SH DEFINED 0103 53097
CONSOLIDATED NAT GAS COM 209615103 1278 21710 SH DEFINED 0103 21710
CONSOLIDATED STORES COM 210149100 13956 385000 SH DEFINED 0108 385000
CONSOLIDATED STORES COM 210149100 25375 700000 SH DEFINED 0111 700000
CONSOLIDATED STORES COM 210149100 1813 50000 SH DEFINED 0124 50000
CONSOLIDATED STORES COM 210149100 4992 137700 SH DEFINED 0125 137700
CONSOLIDATED STORES COM 210149100 14500 400000 SH DEFINED 011618 400000
CONSOLIDATED STORES COM 210149100 3988 110000 SH DEFINED 011619 110000
CONSOLIDATED STORES COM 210149100 6706 185000 SH DEFINED 011620 185000
CONSOLIDATED STORES COM 210149100 14500 400000 SH DEFINED 011614 400000
CONSOLIDATED STORES COM 210149100 25087 692038 SH DEFINED 0102 692038
CONSOLIDATED STORES COM 210149100 6877 189700 SH DEFINED 0131 189700
CONSOLIDATED STORES COM 210149100 1246 34357 SH DEFINED 0103 34357
CONSOLIDATED STORES COM 210149100 508 14000 SH DEFINED 01 14000
CONSOLIDATION CAP COM 210296109 6745 300000 SH DEFINED 011619 300000
CONSOLIDATION CAP COM 210296109 6745 300000 SH DEFINED 011614 300000
CONSOLIDATION CAP COM 210296109 6520 290000 SH DEFINED 0131 290000
COOPER CAMERON COM 216640102 15300 300000 SH DEFINED 0130 300000
COOPER CAMERON COM 216640102 8415 165000 SH DEFINED 0128 165000
COOPER CAMERON COM 216640102 5610 110000 SH DEFINED 011619 110000
COOPER CAMERON COM 216640102 16320 320000 SH DEFINED 011614 320000
COOPER CAMERON COM 216640102 9790 191957 SH DEFINED 0102 191957
COOPER CAMERON COM 216640102 12212 239450 SH DEFINED 0131 239450
COOPER CAMERON COM 216640102 727 14250 SH DEFINED 0103 14250
COOPER CAMERON COM 216640102 612 12000 SH DEFINED 01 12000
COOPER INDUSTRIES COM 216669101 1475 26841 SH DEFINED 0103 26841
CBE-WYMAN GORDON CONV PFD STOCK 216669606 3774 214100 SH DEFINED 0104 214100
CBE-WYMAN GORDON CONV PFD STOCK 216669606 1888 107100 SH DEFINED 011621 107100
COOPER TIRE & RUBBER COM 216831107 364 17669 SH DEFINED 0103 17669
COORS ADOLPH COM 217016104 269 7913 SH DEFINED 0103 7913
CORE MATERIALS COM 218683100 41 8685 SH DEFINED 0103 8685
CORE CAP INC COM 218995108 4444 222223 SH DEFINED 0109 222223
CORN PRODUCTS INTL COM 219023108 1 42 SH DEFINED 0102 42
CORNING INC COM 219350105 1819 52344 SH DEFINED 0103 52344
PRICE COSTCO COM 22160Q102 13243 210000 SH DEFINED 0108 210000
PRICE COSTCO COM 22160Q102 5045 80000 SH DEFINED 011620 80000
PRICE COSTCO COM 22160Q102 25225 400000 SH DEFINED 011614 400000
PRICE COSTCO COM 22160Q102 3056 48459 SH DEFINED 0103 48459
COUNTRYWIDE CREDIT COM 222372104 1972 38863 SH DEFINED 0103 38863
COVENANT TRANSPORT COM 22284P105 7800 400000 SH DEFINED 011619 400000
CRANE CO. COM 224399105 481 9902 SH DEFINED 0103 9902
CRESTAR FINANCIAL CO COM 226091106 1188 21800 SH DEFINED 0102 21800
<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
CRESTAR FINANCIAL CO COM 226091106 16249 297800 SH DEFINED 0131 297800
CRESTAR FINANCIAL CO COM 226091106 829 15200 SH DEFINED 0103 15200
CROMPTON & KNOWLES COM 227111101 12594 500000 SH DEFINED 011614 500000
CROWN CORK & SEAL COM 228255105 47500 1000000 SH DEFINED 011516 1000000
CROWN CORK & SEAL COM 228255105 1325 27890 SH DEFINED 0103 27890
CROWN PKG WTS WARRANT 228443115 3 10000 SH DEFINED 0109 10000
CUMMINS ENGINE COM 231021106 439 8568 SH DEFINED 0103 8568
CUMULUS MEDIA COM 231082108 2330 160000 SH DEFINED 011619 160000
CUMULUS MEDIA COM 231082108 7136 490000 SH DEFINED 011614 490000
CYPRUS AMAX MINERALS COM 232809103 278 20969 SH DEFINED 0103 20969
DQE COM 23329J104 14400 400000 SH DEFINED 0132 400000
DPL INC COM 233293109 7250 400000 SH DEFINED 0132 400000
DPL INC COM 233293109 13050 720000 SH DEFINED 0107 720000
DSC COMMUNICATIONS COM 233311109 812 27054 SH DEFINED 0103 27054
DST SYSTEMS COM 233326107 5600 100000 SH DEFINED 011619 100000
DST SYSTEMS COM 233326107 34937 623840 SH DEFINED 0102 623840
DST SYSTEMS COM 233326107 535 9560 SH DEFINED 0103 9560
DTE ENERGY COMPANY COM 233331107 1314 32539 SH DEFINED 0103 32539
DALLAS SEMICONDUCTOR COM 235204104 2500 80650 SH DEFINED 0102 80650
DANA CORP COM 235811106 7961 148800 SH DEFINED 0124 148800
DANA CORP COM 235811106 16259 303900 SH DEFINED 0125 303900
DANA CORP COM 235811106 32100 600000 SH DEFINED 011516 600000
DANA CORP COM 235811106 32711 611325 SH DEFINED 0102 611325
DANA CORP COM 235811106 2694 50353 SH DEFINED 0103 50353
DANA CORP COM 235811106 1150 21500 SH DEFINED 01 21500
DANAHER CORP COM 235851102 13831 377000 SH DEFINED 0108 377000
DANAHER CORP COM 235851102 11006 300000 SH DEFINED 0128 300000
DANAHER CORP COM 235851102 4036 110000 SH DEFINED 011620 110000
DANAHER CORP COM 235851102 14675 400000 SH DEFINED 011614 400000
DANAHER CORP COM 235851102 2448 66700 SH DEFINED 0102 66700
DANAHER CORP COM 235851102 459 12500 SH DEFINED 0103 12500
DAOU SYSTEMS COM 237015102 309 13500 SH DEFINED 0102 13500
DARDEN RESTAURANT COM 237194105 45668 2876741 SH DEFINED 0103 2876741
DATA GENERAL COM 237688106 163 10923 SH DEFINED 0103 10923
DAYTON HUDSON CORP COM 239753106 48500 1000000 SH DEFINED 0130 1000000
DAYTON HUDSON CORP COM 239753106 242500 5000000 SH DEFINED 0126 5000000
DAYTON HUDSON CORP COM 239753106 8434 173900 SH DEFINED 0124 173900
DAYTON HUDSON CORP COM 239753106 21806 449600 SH DEFINED 0125 449600
DAYTON HUDSON CORP COM 239753106 87300 1800000 SH DEFINED 011516 1800000
DAYTON HUDSON CORP COM 239753106 164336 3388179 SH DEFINED 0102 3388179
DAYTON HUDSON CORP COM 239753106 6782 139822 SH DEFINED 0103 139822
DAYTON HUDSON CORP COM 239753106 1930 39800 SH DEFINED 01 39800
DAYTON MINING 144A CONV BOND 239902AB5 1270 2000000 PRN DEFINED 0127 2000000
DEERE & COMPANY COM 244199105 50231 950000 SH DEFINED 0130 950000
DEERE & COMPANY COM 244199105 317250 6000000 SH DEFINED 0126 6000000
DEERE & COMPANY COM 244199105 63450 1200000 SH DEFINED 0111 1200000
DEERE & COMPANY COM 244199105 9042 171000 SH DEFINED 011622 171000
DEERE & COMPANY COM 244199105 15545 294000 SH DEFINED 011623 294000
DEERE & COMPANY COM 244199105 52875 1000000 SH DEFINED 011516 1000000
DEERE & COMPANY COM 244199105 10839 205000 SH DEFINED 011618 205000
<PAGE> PAGE 23
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
DEERE & COMPANY COM 244199105 137497 2600360 SH DEFINED 0102 2600360
DEERE & COMPANY COM 244199105 3640 68836 SH DEFINED 0103 68836
DEERE & COMPANY COM 244199105 17591 332700 SH DEFINED 01 332700
DELL COMPUTER CORP COM 247025109 2339 25200 SH DEFINED 0102 25200
DELL COMPUTER CORP COM 247025109 13430 144698 SH DEFINED 0103 144698
DELTA AIR LINES COM 247361108 2204 17054 SH DEFINED 0103 17054
DELUXE CORPORATION COM 248019101 636 17746 SH DEFINED 0103 17746
DENTSPLY INTERNATL I COM 249030107 65 2600 SH DEFINED 0102 2600
DEPUY INC COM 249726100 8334 295000 SH DEFINED 0128 295000
DIAGEO PLC-SPON ADR COM 25243Q205 38794 805063 SH DEFINED 0103 805063
DIAGNOSTIC PRODUCTS COM 252450101 5989 207850 SH DEFINED 0102 207850
DIAGNOSTIC PRODUCTS COM 252450101 107 3700 SH DEFINED 0103 3700
DILLARDS INC-CL A COM 254067101 999 24108 SH DEFINED 0103 24108
DISNEY WALT CO COM 254687106 21013 200000 SH DEFINED 0130 200000
DISNEY WALT CO COM 254687106 6724 64000 SH DEFINED 0124 64000
DISNEY WALT CO COM 254687106 18943 180300 SH DEFINED 0125 180300
DISNEY WALT CO COM 254687106 12292 117000 SH DEFINED 0135 117000
DISNEY WALT CO COM 254687106 28367 270000 SH DEFINED 011618 270000
DISNEY WALT CO COM 254687106 978 9300 SH DEFINED 0102 9300
DISNEY WALT CO COM 254687106 17670 168188 SH DEFINED 0103 168188
DODGE & COX STOCK COM 256219106 2228 22196 SH DEFINED 0103 22196
DOLLAR GENERAL COM 256669102 11078 280000 SH DEFINED 0108 280000
DOLLAR GENERAL COM 256669102 49453 1249999 SH DEFINED 011516 1249999
DOLLAR GENERAL COM 256669102 14550 367772 SH DEFINED 011618 367772
DOLLAR GENERAL COM 256669102 12363 312500 SH DEFINED 011619 312500
DOLLAR GENERAL COM 256669102 4636 117187 SH DEFINED 011620 117187
DOLLAR GENERAL COM 256669102 21018 531250 SH DEFINED 011614 531250
DOLLAR GENERAL COM 256669102 989 24985 SH DEFINED 0102 24985
DOLLAR GENERAL COM 256669102 10899 275500 SH DEFINED 0131 275500
DOLLAR GENERAL COM 256669102 663 16750 SH DEFINED 0103 16750
DOMINICKS SUPERMKTS COM 257159103 8925 200000 SH DEFINED 011619 200000
DOMINION RES INC VA COM 257470104 1792 43974 SH DEFINED 0103 43974
DONNELLEY (RR)&SONS COM 257867101 1455 31812 SH DEFINED 0103 31812
DOVER CORP COM 260003108 199331 5819881 SH DEFINED 0103 5819881
DOW CHEMICAL COM 260543103 4887 50549 SH DEFINED 0103 50549
DOW JONES & CO COM 260561105 1165 20896 SH DEFINED 0103 20896
DRESSER INDUSTRIES COM 261597108 8293 188200 SH DEFINED 0125 188200
DRESSER INDUSTRIES COM 261597108 8023 182080 SH DEFINED 0102 182080
DRESSER INDUSTRIES COM 261597108 2378 53981 SH DEFINED 0103 53981
DREYERS GRAND ICE COM 261878102 4025 200000 SH DEFINED 011619 200000
DREYFUS MONEY MARKET COM 262904204 4 4134 SH DEFINED 01 4134
E I DUPONT COM 263534109 59700 800000 SH DEFINED 0130 800000
E I DUPONT COM 263534109 85819 1150000 SH DEFINED 0126 1150000
E I DUPONT COM 263534109 44954 602400 SH DEFINED 0113 602400
E I DUPONT COM 263534109 18731 251000 SH DEFINED 0124 251000
E I DUPONT COM 263534109 49118 658200 SH DEFINED 0125 658200
E I DUPONT COM 263534109 33324 446550 SH DEFINED 0107 446550
E I DUPONT COM 263534109 48506 650000 SH DEFINED 011516 650000
E I DUPONT COM 263534109 29274 392300 SH DEFINED 0102 392300
E I DUPONT COM 263534109 34656 464400 SH DEFINED 0131 464400
<PAGE> PAGE 24
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
E I DUPONT COM 263534109 23260 311696 SH DEFINED 0103 311696
DUKE ENERGY CORP COM 264399106 35657 601800 SH DEFINED 0113 601800
DUKE ENERGY CORP COM 264399106 23700 400000 SH DEFINED 0132 400000
DUKE ENERGY CORP COM 264399106 1481 25000 SH DEFINED 0124 25000
DUKE ENERGY CORP COM 264399106 9012 152100 SH DEFINED 0125 152100
DUKE ENERGY CORP COM 264399106 20506 346100 SH DEFINED 0107 346100
DUKE ENERGY CORP COM 264399106 33 550 SH DEFINED 0102 550
DUKE ENERGY CORP COM 264399106 27077 457000 SH DEFINED 0131 457000
DUKE ENERGY CORP COM 264399106 6180 104293 SH DEFINED 0103 104293
DUN & BRADSTREET CP COM 264830100 30706 850000 SH DEFINED 0107 850000
DUN & BRADSTREET CP COM 264830100 1397 38682 SH DEFINED 0103 38682
DUN & BRADSTREET CP COM 264830100 9498 262920 SH DEFINED 01 262920
DUNN COMPUTER COM 265771105 3465 420000 SH DEFINED 011614 420000
DURA AUTOMOTIVE SYST COM 265903104 3855 120000 SH DEFINED 0128 120000
DURA AUTOMOTIVE SYST COM 265903104 17669 550000 SH DEFINED 0106 550000
DURA AUTOMOTIVE SYST COM 265903104 9638 300000 SH DEFINED 011619 300000
DURA AUTOMOTIVE SYST COM 265903104 4 114 SH DEFINED 0102 114
DURA PHARMACEUTICAL CONV BOND 26632SAA7 4459 5300000 PRN DEFINED 0104 5300000
DURA PHARMACEUTICAL CONV BOND 26632SAA7 2271 2700000 PRN DEFINED 011621 2700000
DURA COM 26632S109 2238 100000 SH DEFINED 011619 100000
DURA COM 26632S109 2126 95000 SH DEFINED 011620 95000
DURA COM 26632S109 11747 525000 SH DEFINED 011614 525000
DURA COM 26632S109 11898 531682 SH DEFINED 0102 531682
DURA COM 26632S109 6902 308450 SH DEFINED 0131 308450
DURA COM 26632S109 618 27600 SH DEFINED 0103 27600
DURA COM 26632S109 403 18000 SH DEFINED 01 18000
DYNAMEX INC COM 26784F103 3274 270000 SH DEFINED 011619 270000
E G & G INC COM 268457108 305 10165 SH DEFINED 0103 10165
EMC CORPORATION COM 268648102 80663 1800000 SH DEFINED 0111 1800000
EMC CORPORATION COM 268648102 5763 128600 SH DEFINED 0124 128600
EMC CORPORATION COM 268648102 11387 254100 SH DEFINED 0125 254100
EMC CORPORATION COM 268648102 4481 100000 SH DEFINED 011622 100000
EMC CORPORATION COM 268648102 8963 200000 SH DEFINED 011623 200000
EMC CORPORATION COM 268648102 36006 803550 SH DEFINED 0102 803550
EMC CORPORATION COM 268648102 5880 131212 SH DEFINED 0103 131212
ENSCO INTL INC COM 26874Q100 5908 340000 SH DEFINED 011618 340000
ENSCO INTL INC COM 26874Q100 19403 1116800 SH DEFINED 0102 1116800
ENSCO INTL INC COM 26874Q100 341 19650 SH DEFINED 0103 19650
EARTHSHELL CONTAINER COM 27032B100 3900 400000 SH DEFINED 011516 400000
EASCO INC COM 27033E103 704 70000 SH DEFINED 0127 70000
EASTERN ENTERPRISES COM 27637F100 205 4771 SH DEFINED 0103 4771
EASTMAN CHEMICAL CO COM 277432100 1114 17891 SH DEFINED 0103 17891
EASTMAN KODAK COM 277461109 5294 72454 SH DEFINED 0103 72454
EATON CORP COM 278058102 18482 237704 SH DEFINED 0103 237704
EATON CORP COM 278058102 4276 55000 SH DEFINED 01 55000
ECHLIN INC COM 278749106 715 14571 SH DEFINED 0103 14571
ECHOSTAR COMMUN CORP COM 278762109 3609 150000 SH DEFINED 0109 150000
ECOLAB, INC. COM 278865100 882 28453 SH DEFINED 0103 28453
EDISON INTL COM 281020107 14781 500000 SH DEFINED 0132 500000
EDISON INTL COM 281020107 2405 81341 SH DEFINED 0103 81341
<PAGE> PAGE 25
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
J D EDWARDS & CO COM 281667105 21469 500000 SH DEFINED 011516 500000
J D EDWARDS & CO COM 281667105 4294 100000 SH DEFINED 011619 100000
J D EDWARDS & CO COM 281667105 21469 500000 SH DEFINED 011614 500000
J D EDWARDS & CO COM 281667105 35768 833000 SH DEFINED 0102 833000
J D EDWARDS & CO COM 281667105 8588 200000 SH DEFINED 0131 200000
J D EDWARDS & CO COM 281667105 1486 34600 SH DEFINED 0103 34600
EL PASO NATURAL GAS COM 283695872 191250 5000000 SH DEFINED 0126 5000000
EL PASO NATURAL GAS COM 283695872 16096 420800 SH DEFINED 0132 420800
EL PASO NATURAL GAS COM 283695872 4973 130000 SH DEFINED 011620 130000
ELAN CORP PLC ADR COM 284131208 102900 1600000 SH DEFINED 0126 1600000
ELAN CORP PLC ADR COM 284131208 9325 145000 SH DEFINED 0128 145000
ELAN CORP PLC ADR COM 284131208 44196 687200 SH DEFINED 011618 687200
ELAN CORP PLC ADR COM 284131208 25725 400000 SH DEFINED 011614 400000
ELAN CORP PLC ADR COM 284131208 22839 355134 SH DEFINED 0102 355134
ELAN CORP PLC ADR COM 284131208 10882 169200 SH DEFINED 0131 169200
ELAN CORP PLC ADR COM 284131208 1347 20950 SH DEFINED 0103 20950
ELAN CORP PLC ADR COM 284131208 900 14000 SH DEFINED 01 14000
ELECTRONIC ARTS INC COM 285512109 20520 380000 SH DEFINED 011614 380000
ELF AQUITAINE ADR COM 286269105 42600 600000 SH DEFINED 0130 600000
ELF AQUITAINE ADR COM 286269105 35500 500000 SH DEFINED 0113 500000
ELF AQUITAINE ADR COM 286269105 28400 400000 SH DEFINED 0107 400000
ELF AQUITAINE ADR COM 286269105 28045 395000 SH DEFINED 0131 395000
ELF AQUITAINE ADR COM 286269105 1129 15900 SH DEFINED 0103 15900
EMBOTELLADORA ANDINA COM 29081P204 2416 138078 SH DEFINED 0102 138078
EMERSON ELECTRIC COM 291011104 30156 500000 SH DEFINED 0130 500000
EMERSON ELECTRIC COM 291011104 7539 125000 SH DEFINED 0108 125000
EMERSON ELECTRIC COM 291011104 223156 3700000 SH DEFINED 0126 3700000
EMERSON ELECTRIC COM 291011104 51266 850000 SH DEFINED 0113 850000
EMERSON ELECTRIC COM 291011104 15983 265000 SH DEFINED 0124 265000
EMERSON ELECTRIC COM 291011104 38202 633400 SH DEFINED 0125 633400
EMERSON ELECTRIC COM 291011104 40711 675000 SH DEFINED 0107 675000
EMERSON ELECTRIC COM 291011104 30156 500000 SH DEFINED 011516 500000
EMERSON ELECTRIC COM 291011104 28648 475000 SH DEFINED 011618 475000
EMERSON ELECTRIC COM 291011104 6936 115000 SH DEFINED 011620 115000
EMERSON ELECTRIC COM 291011104 44709 741300 SH DEFINED 0102 741300
EMERSON ELECTRIC COM 291011104 39203 650000 SH DEFINED 0131 650000
EMERSON ELECTRIC COM 291011104 8338 138233 SH DEFINED 0103 138233
EMERSON ELECTRIC COM 291011104 5730 95000 SH DEFINED 01 95000
SBH EMERSON5%2/27/97 CONV PFD STOCK 291011997 35945 615380 SH DEFINED 0130 615380
EMPIRE DISTRICT ELEC COM 291641108 12011 575398 SH DEFINED 0103 575398
ENERGEN COM 29265N108 8050 400000 SH DEFINED 0132 400000
ENGELHARD CORP COM 292845104 656 32399 SH DEFINED 0103 32399
ENRON CORP COM 293561106 25680 475000 SH DEFINED 0132 475000
ENRON CORP COM 293561106 13970 258400 SH DEFINED 0124 258400
ENRON CORP COM 293561106 36562 676300 SH DEFINED 0125 676300
ENRON CORP COM 293561106 14867 275000 SH DEFINED 0107 275000
ENRON CORP COM 293561106 32253 596605 SH DEFINED 0102 596605
ENRON CORP COM 293561106 6415 118666 SH DEFINED 0103 118666
ENRON CORP COM 293561106 18289 338300 SH DEFINED 01 338300
ENRON OIL & GAS CO COM 293562104 12994 641696 SH DEFINED 0102 641696
<PAGE> PAGE 26
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ENRON OIL & GAS CO COM 293562104 187 9255 SH DEFINED 0103 9255
ENTERGY ARKANSAS $25 PREFERRED STOCK 29364D878 684 25737 SH DEFINED 0105 25737
ENTERGY CORP COM 29364G103 1593 55398 SH DEFINED 0103 55398
ENTERGY LA INC PFD PREFERRED STOCK 29364M878 7254 70000 SH DEFINED 0105 70000
ENTERGY LA INC PFD PREFERRED STOCK 29364M878 2073 20000 SH DEFINED 01 20000
ENTERGY LA $100 PREFERRED STOCK 29364M886 8180 80000 SH DEFINED 0105 80000
EQUIFAX INC COM 294429105 1205 33175 SH DEFINED 0103 33175
EQUITABLE COS INC COM 29444G107 2 22 SH DEFINED 0116 22
EQUITY OFFICE COM 294741103 11492 405000 SH DEFINED 0113 405000
EQUITY OFFICE COM 294741103 12769 450000 SH DEFINED 0107 450000
EQUITY OFFICE COM 294741103 8796 310000 SH DEFINED 0131 310000
EQUITY OFFICE COM 294741103 358 12600 SH DEFINED 0103 12600
ERICSSON LM 'B' ADR COM 294821400 80150 2800000 SH DEFINED 0111 2800000
ERICSSON LM 'B' ADR COM 294821400 8588 300000 SH DEFINED 011622 300000
ERICSSON LM 'B' ADR COM 294821400 22900 800000 SH DEFINED 011623 800000
ERICSSON LM 'B' ADR COM 294821400 33634 1175000 SH DEFINED 011618 1175000
ERICSSON LM 'B' ADR COM 294821400 3721 130000 SH DEFINED 011620 130000
ERICSSON LM 'B' ADR COM 294821400 28651 1000869 SH DEFINED 0102 1000869
ERICSSON LM 'B' ADR COM 294821400 361 12600 SH DEFINED 0103 12600
ERICSSON LM 'B' ADR COM 294821400 17244 602400 SH DEFINED 01 602400
ERICSSON LM ADR'S COM 294821509 38125 5000000 SH DEFINED 0130 5000000
ETHAN ALLEN COM 297602104 40649 814000 SH DEFINED 0111 814000
ETHAN ALLEN COM 297602104 9268 185600 SH DEFINED 011614 185600
ETHAN ALLEN COM 297602104 23 480 SH DEFINED 0102 480
ETHAN ALLEN COM 297602104 599 12000 SH DEFINED 01 12000
EXECUTIVE RISK COM 301586103 11063 150000 SH DEFINED 0128 150000
EXTENDED SYSTEMS INC COM 301973103 2025 300000 SH DEFINED 011619 300000
EXPRESS SCRIPT COM 302182100 18141 225000 SH DEFINED 0106 225000
EXTENDED STAY AMERIC COM 30224P101 24750 2200000 SH DEFINED 011618 2200000
EXXON COM 302290101 42788 600000 SH DEFINED 0130 600000
EXXON COM 302290101 164019 2300000 SH DEFINED 0126 2300000
EXXON COM 302290101 43857 615000 SH DEFINED 0113 615000
EXXON COM 302290101 5348 75000 SH DEFINED 0132 75000
EXXON COM 302290101 15004 210400 SH DEFINED 0124 210400
EXXON COM 302290101 36284 508800 SH DEFINED 0125 508800
EXXON COM 302290101 47130 660900 SH DEFINED 0107 660900
EXXON COM 302290101 85575 1200000 SH DEFINED 011516 1200000
EXXON COM 302290101 1476 20700 SH DEFINED 0102 20700
EXXON COM 302290101 35300 495000 SH DEFINED 0131 495000
EXXON COM 302290101 42841 600743 SH DEFINED 0103 600743
EXXON COM 302290101 2496 35000 SH DEFINED 01 35000
FMC CORP COM 302491303 515 7558 SH DEFINED 0103 7558
FPA CAPITAL COM 302539101 8736 227671 SH DEFINED 0103 227671
FPL GROUP INC. COM 302571104 25200 400000 SH DEFINED 0132 400000
FPL GROUP INC. COM 302571104 20790 330000 SH DEFINED 0107 330000
FPL GROUP INC. COM 302571104 2551 40491 SH DEFINED 0103 40491
FYI INC. COM 302712104 1425 50000 SH DEFINED 011619 50000
FAIRFIELD COMMUNITIE COM 304231301 5756 300000 SH DEFINED 011619 300000
FAIRFIELD COMMUNITIE COM 304231301 4797 250000 SH DEFINED 0131 250000
FAMILY DLR STORES COM 307000109 37000 2000000 SH DEFINED 011614 2000000
<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
FAMILY DLR STORES COM 307000109 53 2864 SH DEFINED 0102 2864
FAMILY DLR STORES COM 307000109 1147 62000 SH DEFINED 01 62000
FASTENAL CO COM 311900104 93 2000 SH DEFINED 0102 2000
FDX CORP COM 31304N107 2084 33209 SH DEFINED 0103 33209
FREDDIE MAC COM 313400301 43 910 SH DEFINED 0102 910
FREDDIE MAC COM 313400301 8234 174949 SH DEFINED 0103 174949
FREDDIE MAC COM 313400301 4989 106000 SH DEFINED 01 106000
FEDERAL MOGUL COM 313549107 15863 235000 SH DEFINED 0108 235000
FEDERAL MOGUL COM 313549107 87750 1300000 SH DEFINED 011516 1300000
FEDERAL MOGUL COM 313549107 4388 65000 SH DEFINED 011620 65000
FEDERAL MOGUL COM 313549107 16875 250000 SH DEFINED 011614 250000
FEDERAL NATL MTGE COM 313586109 121500 2000000 SH DEFINED 0126 2000000
FEDERAL NATL MTGE COM 313586109 12758 210000 SH DEFINED 0135 210000
FEDERAL NATL MTGE COM 313586109 25819 425000 SH DEFINED 0107 425000
FEDERAL NATL MTGE COM 313586109 30375 500000 SH DEFINED 011618 500000
FEDERAL NATL MTGE COM 313586109 567 9330 SH DEFINED 0102 9330
FEDERAL NATL MTGE COM 313586109 15207 250323 SH DEFINED 0103 250323
FEDERATED DPT STORES COM 31410H101 15337 285000 SH DEFINED 0108 285000
FEDERATED DPT STORES COM 31410H101 2548 47347 SH DEFINED 0103 47347
FEDERATED DPT STORES COM 31410H101 5650 105000 SH DEFINED 01 105000
FELCOR HOTEL COM 314305103 31375 1000000 SH DEFINED 0106 1000000
FELCOR HOTEL COM 314305103 15688 500000 SH DEFINED 0107 500000
FIDELITY MAGELLAN FD COM 316184100 8 68 SH DEFINED 01 68
FIDELITY LOW STOCK COM 316345305 2067 76211 SH DEFINED 0103 76211
FIFTH THIRD BANCORP COM 316773100 3523 55919 SH DEFINED 0103 55919
FINE HOST CORP 144A CONV BOND 317832AA1 2396 3000000 PRN DEFINED 0104 3000000
FINE HOST CORP 144A CONV BOND 317832AA1 1598 2000000 PRN DEFINED 0109 2000000
FINE HOST CORP 144A CONV BOND 317832AA1 1598 2000000 PRN DEFINED 011621 2000000
FINOVA GROUP INC. COM 317928109 10946 193305 SH DEFINED 0108 193305
FINOVA GROUP INC. COM 317928109 22650 400000 SH DEFINED 0106 400000
FINOVA GROUP INC. COM 317928109 5663 100000 SH DEFINED 011619 100000
FINOVA GROUP INC. COM 317928109 4128 72900 SH DEFINED 011620 72900
FINOVA GROUP INC. COM 317928109 19819 350000 SH DEFINED 011614 350000
FINOVA GROUP INC. COM 317928109 51290 905770 SH DEFINED 0102 905770
FINOVA GROUP INC. COM 317928109 28833 509200 SH DEFINED 0131 509200
FINOVA GROUP INC. COM 317928109 2616 46200 SH DEFINED 0103 46200
FINOVA GROUP INC. COM 317928109 623 11000 SH DEFINED 01 11000
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 16684 213900 SH DEFINED 0130 213900
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 2328 29850 SH DEFINED 0104 29850
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 1151 14750 SH DEFINED 011621 14750
FIRST CHICAGO NBD COM 31945A100 44313 500000 SH DEFINED 0130 500000
FIRST CHICAGO NBD COM 31945A100 11964 135000 SH DEFINED 0108 135000
FIRST CHICAGO NBD COM 31945A100 57606 650000 SH DEFINED 0113 650000
FIRST CHICAGO NBD COM 31945A100 15997 180500 SH DEFINED 0124 180500
FIRST CHICAGO NBD COM 31945A100 35521 400800 SH DEFINED 0125 400800
FIRST CHICAGO NBD COM 31945A100 39881 450000 SH DEFINED 0107 450000
FIRST CHICAGO NBD COM 31945A100 4 50 SH DEFINED 011623 50
FIRST CHICAGO NBD COM 31945A100 3545 40000 SH DEFINED 011620 40000
FIRST CHICAGO NBD COM 31945A100 150470 1697839 SH DEFINED 0102 1697839
FIRST CHICAGO NBD COM 31945A100 44313 500000 SH DEFINED 0131 500000
<PAGE> PAGE 28
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
FIRST CHICAGO NBD COM 31945A100 10377 117091 SH DEFINED 0103 117091
FIRST CHICAGO NBD COM 31945A100 8863 100000 SH DEFINED 01 100000
FIRST DATA CORP COM 319963104 3344 100389 SH DEFINED 0103 100389
FIRST HEALTH GROUP COM 320960107 85500 3000000 SH DEFINED 0111 3000000
FIRST HEALTH GROUP COM 320960107 8550 300000 SH DEFINED 011622 300000
FIRST HEALTH GROUP COM 320960107 17100 600000 SH DEFINED 011623 600000
FIRST SECURITY CORP- COM 336294103 10703 500000 SH DEFINED 0128 500000
FIRST UNION CORP COM 337358105 58250 1000000 SH DEFINED 0130 1000000
FIRST UNION CORP COM 337358105 16310 280000 SH DEFINED 0108 280000
FIRST UNION CORP COM 337358105 50969 875000 SH DEFINED 0113 875000
FIRST UNION CORP COM 337358105 20407 350328 SH DEFINED 0124 350328
FIRST UNION CORP COM 337358105 42837 735400 SH DEFINED 0125 735400
FIRST UNION CORP COM 337358105 40775 700000 SH DEFINED 0107 700000
FIRST UNION CORP COM 337358105 27669 475000 SH DEFINED 011618 475000
FIRST UNION CORP COM 337358105 5825 100000 SH DEFINED 011620 100000
FIRST UNION CORP COM 337358105 55405 951175 SH DEFINED 0102 951175
FIRST UNION CORP COM 337358105 40775 700000 SH DEFINED 0131 700000
FIRST UNION CORP COM 337358105 17007 291966 SH DEFINED 0103 291966
FIRST UNION CORP COM 337358105 20164 346165 SH DEFINED 01 346165
FIRST VIRGINIA BANK COM 337477103 7669 150000 SH DEFINED 0128 150000
FISERV INC COM 337738108 3767 88700 SH DEFINED 0108 88700
FISERV INC COM 337738108 21022 495000 SH DEFINED 011614 495000
FISERV INC COM 337738108 2039 48000 SH DEFINED 0102 48000
FISERV INC COM 337738108 8740 205800 SH DEFINED 0131 205800
FISERV INC COM 337738108 1407 33125 SH DEFINED 0103 33125
FIRSTENERGY CORP COM 337932107 12300 400000 SH DEFINED 0132 400000
FIRSTENERGY CORP COM 337932107 1604 52150 SH DEFINED 0103 52150
FLEET FINANCIAL GRP COM 338915101 5337 63916 SH DEFINED 0103 63916
FLEETWOOD ENTERPRISE COM 339099103 327 8183 SH DEFINED 0103 8183
FLOWERS INDS INC COM 343496105 12855 629000 SH DEFINED 0108 629000
FLUOR CORP COM 343861100 938 18384 SH DEFINED 0103 18384
FOMENTO ECONOMICO MX COM 344419106 9085 288400 SH DEFINED 0124 288400
FOMENTO ECONOMICO MX COM 344419106 5153 163600 SH DEFINED 0112 163600
FOMENTO ECONOMICO MX COM 344419106 7718 245000 SH DEFINED 011617 245000
FOOD LION INC CL A COM 344775200 7438 700000 SH DEFINED 0128 700000
FOODMAKER INC WARRANT 344839113 332 7000 SH DEFINED 0109 7000
FORD MOTOR COM 345370100 41300 700000 SH DEFINED 0130 700000
FORD MOTOR COM 345370100 88500 1500000 SH DEFINED 0126 1500000
FORD MOTOR COM 345370100 42775 725000 SH DEFINED 0113 725000
FORD MOTOR COM 345370100 19859 336600 SH DEFINED 0124 336600
FORD MOTOR COM 345370100 49560 840000 SH DEFINED 0125 840000
FORD MOTOR COM 345370100 31270 530000 SH DEFINED 0107 530000
FORD MOTOR COM 345370100 84640 1434538 SH DEFINED 0102 1434538
FORD MOTOR COM 345370100 32450 550000 SH DEFINED 0131 550000
FORD MOTOR COM 345370100 20401 345779 SH DEFINED 0103 345779
FORD MOTOR COM 345370100 16255 275500 SH DEFINED 01 275500
FORE SYSTEMS COM 345449102 17225 650000 SH DEFINED 011614 650000
FORE SYSTEMS COM 345449102 14098 532000 SH DEFINED 0102 532000
FORE SYSTEMS COM 345449102 850 32100 SH DEFINED 0103 32100
FORT JAMES CORP COM 347471104 14018 315000 SH DEFINED 0108 315000
<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
FORT JAMES CORP COM 347471104 5563 125000 SH DEFINED 0128 125000
FORT JAMES CORP COM 347471104 5563 125000 SH DEFINED 011620 125000
FORT JAMES CORP COM 347471104 2208 49624 SH DEFINED 0103 49624
FORTUNE BRANDS COM 349631101 14606 380000 SH DEFINED 0113 380000
FORTUNE BRANDS COM 349631101 10993 286000 SH DEFINED 0131 286000
FORTUNE BRANDS COM 349631101 1945 50590 SH DEFINED 0103 50590
FOSTER WHEELER COM 350244109 201 9395 SH DEFINED 0103 9395
FRANKLIN CUSTODY FD COM 353496607 0 37 SH DEFINED 01 37
FRANKLIN RESOURCES COM 354613101 10260 190000 SH DEFINED 0108 190000
FRANKLIN RESOURCES COM 354613101 10800 200000 SH DEFINED 011622 200000
FRANKLIN RESOURCES COM 354613101 21600 400000 SH DEFINED 011623 400000
FRANKLIN RESOURCES COM 354613101 54000 1000000 SH DEFINED 011516 1000000
FRANKLIN RESOURCES COM 354613101 3077 56990 SH DEFINED 0103 56990
FREEPORT COPPER 'B' COM 35671D857 11 730 SH DEFINED 0102 730
FREEPORT COPPER 'B' COM 35671D857 616 40568 SH DEFINED 0103 40568
FRIEDMAN BILLINGS COM 358433100 5053 350000 SH DEFINED 011619 350000
FRONTIER COMM COM 35906P105 12600 400000 SH DEFINED 0132 400000
FRONTIER COMM COM 35906P105 1213 38521 SH DEFINED 0103 38521
FRUIT OF THE LOOM A COM 359416104 528 15920 SH DEFINED 0103 15920
FULLER H B COMPANY COM 359694106 6098 110000 SH DEFINED 0128 110000
GPU INC COM 36225X100 1091 28850 SH DEFINED 0103 28850
GTE CORP COM 362320103 25866 465000 SH DEFINED 0113 465000
GTE CORP COM 362320103 37547 675000 SH DEFINED 0132 675000
GTE CORP COM 362320103 2787 50100 SH DEFINED 0125 50100
GTE CORP COM 362320103 12516 225000 SH DEFINED 0107 225000
GTE CORP COM 362320103 139 2500 SH DEFINED 0102 2500
GTE CORP COM 362320103 20303 365000 SH DEFINED 0131 365000
GTE CORP COM 362320103 12867 231315 SH DEFINED 0103 231315
GANNETT CO INC COM 364730101 284250 4000000 SH DEFINED 0126 4000000
GANNETT CO INC COM 364730101 53652 755000 SH DEFINED 0113 755000
GANNETT CO INC COM 364730101 42993 605000 SH DEFINED 0131 605000
GANNETT CO INC COM 364730101 6311 88815 SH DEFINED 0103 88815
GAP INC., THE COM 364760108 98600 1600000 SH DEFINED 011516 1600000
GAP INC., THE COM 364760108 220711 3581520 SH DEFINED 0103 3581520
GARTNER GROUP INC COM 366651107 3500 100000 SH DEFINED 011619 100000
GARTNER GROUP INC COM 366651107 7000 200000 SH DEFINED 0131 200000
GATEWAY 2000 COM 367833100 1778 35130 SH DEFINED 0103 35130
GAYLORD CONTAINER COM 368145108 7688 1000000 SH DEFINED 0109 1000000
GENCORP INC COM 368682100 4596 182000 SH DEFINED 01 182000
GENERAL DYNAMICS COM 369550108 1330 28609 SH DEFINED 0103 28609
GENERAL ELECTRIC COM 369604103 118300 1300000 SH DEFINED 0130 1300000
GENERAL ELECTRIC COM 369604103 14879 163500 SH DEFINED 0108 163500
GENERAL ELECTRIC COM 369604103 682500 7500000 SH DEFINED 0126 7500000
GENERAL ELECTRIC COM 369604103 48803 536300 SH DEFINED 0124 536300
GENERAL ELECTRIC COM 369604103 115288 1266900 SH DEFINED 0125 1266900
GENERAL ELECTRIC COM 369604103 16380 180000 SH DEFINED 0135 180000
GENERAL ELECTRIC COM 369604103 15015 165000 SH DEFINED 0107 165000
GENERAL ELECTRIC COM 369604103 182000 2000000 SH DEFINED 011516 2000000
GENERAL ELECTRIC COM 369604103 104650 1150000 SH DEFINED 011618 1150000
GENERAL ELECTRIC COM 369604103 468897 5152591 SH DEFINED 0102 5152591
<PAGE> PAGE 30
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
GENERAL ELECTRIC COM 369604103 76226 837655 SH DEFINED 0103 837655
GENERAL ELECTRIC COM 369604103 17900 196710 SH DEFINED 01 196710
GENERAL INSTRUMENT COM 370120107 6117 225000 SH DEFINED 0132 225000
GENERAL INSTRUMENT COM 370120107 921 33870 SH DEFINED 0103 33870
GENERAL MILLS COM 370334104 34188 500000 SH DEFINED 0130 500000
GENERAL MILLS COM 370334104 11966 175000 SH DEFINED 0108 175000
GENERAL MILLS COM 370334104 51965 760000 SH DEFINED 0113 760000
GENERAL MILLS COM 370334104 11829 173000 SH DEFINED 0124 173000
GENERAL MILLS COM 370334104 21641 316500 SH DEFINED 0125 316500
GENERAL MILLS COM 370334104 43076 630000 SH DEFINED 0107 630000
GENERAL MILLS COM 370334104 5128 75000 SH DEFINED 011620 75000
GENERAL MILLS COM 370334104 106408 1556254 SH DEFINED 0102 1556254
GENERAL MILLS COM 370334104 43302 633300 SH DEFINED 0131 633300
GENERAL MILLS COM 370334104 5839 85384 SH DEFINED 0103 85384
GENERAL MILLS COM 370334104 66909 978555 SH DEFINED 01 978555
GENERAL MOTORS COM 370442105 10035 150200 SH DEFINED 0103 150200
GENERAL MOTORS CL H COM 370442832 21206 450000 SH DEFINED 0130 450000
GENERAL MOTORS CL H COM 370442832 8718 185000 SH DEFINED 0108 185000
GENERAL MOTORS CL H COM 370442832 4006 85000 SH DEFINED 011620 85000
GENERAL RE CORP COM 370563108 4334 17097 SH DEFINED 0103 17097
GENERAL SIGNAL COM 370838104 20160 560000 SH DEFINED 0107 560000
GENERAL SIGNAL COM 370838104 350 9718 SH DEFINED 0103 9718
GENTEX CORP COM 371901109 18125 1000000 SH DEFINED 0111 1000000
GENTEX CORP COM 371901109 31465 1736004 SH DEFINED 0102 1736004
GENTEX CORP COM 371901109 466 25700 SH DEFINED 0103 25700
GENESIS HEALTH VENT COM 371912106 19375 775000 SH DEFINED 0106 775000
GENSIA PHARMACEUTICS COM 372450106 1 161 SH DEFINED 0111 161
GENUINE PARTS COM 372460105 40438 1170000 SH DEFINED 0113 1170000
GENUINE PARTS COM 372460105 32800 949000 SH DEFINED 0131 949000
GENUINE PARTS COM 372460105 2746 79471 SH DEFINED 0103 79471
GENUINE PARTS COM 372460105 7761 224562 SH DEFINED 01 224562
GEORGIA-PACIFIC COM 373298108 1207 20472 SH DEFINED 0103 20472
GEOTEK CORP CONV BOND 373654AH5 1861 4135000 PRN DEFINED 0104 4135000
GEOTEK CORP CONV BOND 373654AH5 1861 4135000 PRN DEFINED 0109 4135000
GEOTEK CORP CONV BOND 373654AH5 1118 2485000 PRN DEFINED 0124 2485000
GEOTEK CORP CONV BOND 373654AH5 1861 4135000 PRN DEFINED 011621 4135000
GEOTEK CORP CONV BOND 373654AH5 745 1655000 PRN DEFINED 011618 1655000
GEOTEK CORP CONV BOND 373654AH5 92 205000 PRN DEFINED 011620 205000
GEOTEK COMM WTS COM 373654136 0 872500 SH DEFINED 0109 872500
GEOTEK COMM WTS COM 373654136 0 250000 SH DEFINED 011621 250000
GETCHELL GOLD CORP COM 374265106 14250 950000 SH DEFINED 0130 950000
GETCHELL GOLD CORP COM 374265106 2625 175000 SH DEFINED 0127 175000
GIANT FOOD CL A COM 374478105 580 13468 SH DEFINED 0103 13468
GILLETTE CO COM 375766102 45350 800000 SH DEFINED 0130 800000
GILLETTE CO COM 375766102 15873 280000 SH DEFINED 0108 280000
GILLETTE CO COM 375766102 204075 3600000 SH DEFINED 0126 3600000
GILLETTE CO COM 375766102 16916 298400 SH DEFINED 0124 298400
GILLETTE CO COM 375766102 44092 777800 SH DEFINED 0125 777800
GILLETTE CO COM 375766102 19512 344200 SH DEFINED 0135 344200
GILLETTE CO COM 375766102 90700 1600000 SH DEFINED 011516 1600000
<PAGE> PAGE 31
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
GILLETTE CO COM 375766102 40248 710000 SH DEFINED 011618 710000
GILLETTE CO COM 375766102 4195 74000 SH DEFINED 011620 74000
GILLETTE CO COM 375766102 283702 5004728 SH DEFINED 0102 5004728
GILLETTE CO COM 375766102 18064 318676 SH DEFINED 0103 318676
GILLETTE CO COM 375766102 3118 55000 SH DEFINED 01 55000
GLENBOUROGH REALITY CONV PFD STOCK 37803P204 9801 402105 SH DEFINED 0130 402105
GLENBOUROGH REALITY CONV PFD STOCK 37803P204 4517 185320 SH DEFINED 0104 185320
GLENBOUROGH REALITY CONV PFD STOCK 37803P204 2305 94575 SH DEFINED 011621 94575
GLOBAL TELESYSTEMS G COM 37936U104 6094 125000 SH DEFINED 0132 125000
GLOBAL TELESYSTEMS G COM 37936U104 5250 107700 SH DEFINED 0109 107700
GLOBAL TELESYSTEMS G COM 37936U104 395 8100 SH DEFINED 0102 8100
GLOBALSTAR WTS 02/04 WARRANT 379364128 1451 13500 SH DEFINED 0109 13500
GOLDEN WEST FIN COM 381317106 1376 12942 SH DEFINED 0103 12942
GOODRICH B.F. COM 382388106 6699 135000 SH DEFINED 0128 135000
GOODRICH B.F. COM 382388106 3767 75900 SH DEFINED 0124 75900
GOODRICH B.F. COM 382388106 13245 266900 SH DEFINED 0125 266900
GOODRICH B.F. COM 382388106 27294 550000 SH DEFINED 0107 550000
GOODRICH B.F. COM 382388106 18649 375759 SH DEFINED 0102 375759
GOODRICH B.F. COM 382388106 1464 29509 SH DEFINED 0103 29509
GOODRICH B.F. COM 382388106 3970 80000 SH DEFINED 01 80000
GOODYEAR COM 382550101 2279 35372 SH DEFINED 0103 35372
W R GRACE COM 38388F108 301 17648 SH DEFINED 0103 17648
GRAINGER (W.W.) COM 384802104 1089 21870 SH DEFINED 0103 21870
GREAT A. & P. TEA COM 390064103 284 8579 SH DEFINED 0103 8579
GREAT LAKES CHEM CO COM 390568103 514 13025 SH DEFINED 0103 13025
GREEN TREE FINL CORP COM 393505102 2076 48497 SH DEFINED 0103 48497
GREYHOUND LINES INC COM 398048108 5621 927219 SH DEFINED 0103 927219
GROUPE DANONE ADR COM 399449107 539 9800 SH DEFINED 0102 9800
GROUPE DANONE ADR COM 399449107 3245 59000 SH DEFINED 01 59000
G-TELEVISA COM 40049J206 4538 120600 SH DEFINED 0124 120600
GUARANTEE LIFE COS I COM 400740106 1935 88460 SH DEFINED 0103 88460
GUIDANT CORP COM 401698105 55267 775000 SH DEFINED 0130 775000
GUIDANT CORP COM 401698105 17115 240000 SH DEFINED 0108 240000
GUIDANT CORP COM 401698105 4250 59600 SH DEFINED 0124 59600
GUIDANT CORP COM 401698105 10918 153100 SH DEFINED 0125 153100
GUIDANT CORP COM 401698105 10697 150000 SH DEFINED 011622 150000
GUIDANT CORP COM 401698105 21394 300000 SH DEFINED 011623 300000
GUIDANT CORP COM 401698105 35656 500000 SH DEFINED 011516 500000
GUIDANT CORP COM 401698105 5705 80000 SH DEFINED 011619 80000
GUIDANT CORP COM 401698105 3566 50000 SH DEFINED 011620 50000
GUIDANT CORP COM 401698105 15332 215000 SH DEFINED 011614 215000
GUIDANT CORP COM 401698105 49774 697976 SH DEFINED 0102 697976
GUIDANT CORP COM 401698105 17828 250000 SH DEFINED 0131 250000
GUIDANT CORP COM 401698105 4594 64425 SH DEFINED 0103 64425
GUIDANT CORP COM 401698105 4992 70000 SH DEFINED 01 70000
GUITAR CENTER INC COM 402040109 4028 133700 SH DEFINED 0108 133700
GUITAR CENTER INC COM 402040109 1618 53700 SH DEFINED 011620 53700
GULFSTREAM AEROSPACE COM 402734107 39427 847900 SH DEFINED 0130 847900
GULFSTREAM AEROSPACE COM 402734107 9300 200000 SH DEFINED 011619 200000
GULFSTREAM AEROSPACE COM 402734107 13950 300000 SH DEFINED 0131 300000
<PAGE> PAGE 32
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
HBO COMPANY COM 404100109 211500 6000000 SH DEFINED 0126 6000000
HBO COMPANY COM 404100109 21150 600000 SH DEFINED 0135 600000
HBO COMPANY COM 404100109 40890 1160000 SH DEFINED 011619 1160000
HBO COMPANY COM 404100109 102225 2900000 SH DEFINED 011614 2900000
HBO COMPANY COM 404100109 188380 5344020 SH DEFINED 0102 5344020
HBO COMPANY COM 404100109 81618 2315400 SH DEFINED 0131 2315400
HBO COMPANY COM 404100109 10188 289004 SH DEFINED 0103 289004
HBO COMPANY COM 404100109 1974 56000 SH DEFINED 01 56000
HCC INSURANCE COM 404132102 268 12200 SH DEFINED 0102 12200
HNC SOFTWARE COM 40425P107 2041 50000 SH DEFINED 011619 50000
HADCO CORP COM 404681108 13988 600000 SH DEFINED 0106 600000
HALLIBURTON COM 406216101 22281 500000 SH DEFINED 0130 500000
HALLIBURTON COM 406216101 98038 2200000 SH DEFINED 0126 2200000
HALLIBURTON COM 406216101 32464 728500 SH DEFINED 0113 728500
HALLIBURTON COM 406216101 66844 1500000 SH DEFINED 0111 1500000
HALLIBURTON COM 406216101 3119 70000 SH DEFINED 0124 70000
HALLIBURTON COM 406216101 8913 200000 SH DEFINED 0125 200000
HALLIBURTON COM 406216101 7130 160000 SH DEFINED 011622 160000
HALLIBURTON COM 406216101 13369 300000 SH DEFINED 011623 300000
HALLIBURTON COM 406216101 26738 600000 SH DEFINED 011516 600000
HALLIBURTON COM 406216101 14900 334300 SH DEFINED 0102 334300
HALLIBURTON COM 406216101 25806 579100 SH DEFINED 0131 579100
HALLIBURTON COM 406216101 4134 92744 SH DEFINED 0103 92744
HALLIBURTON COM 406216101 2005 45000 SH DEFINED 01 45000
HANOVER COMPRESSOR COM 410768105 19620 725000 SH DEFINED 0106 725000
HARBINGER COM 41145C103 17536 725000 SH DEFINED 0106 725000
HARCOR EGY WTS 144A WARRANT 411628118 55 110000 SH DEFINED 0109 110000
HARCOURT GENERAL CRP COM 41163G101 944 15869 SH DEFINED 0103 15869
HARLEY DAVIDSON COM 412822108 38750 1000000 SH DEFINED 0111 1000000
HARLEY DAVIDSON COM 412822108 5425 140000 SH DEFINED 011620 140000
HARLEY DAVIDSON COM 412822108 17825 460000 SH DEFINED 011614 460000
HARLEY DAVIDSON COM 412822108 4880 125923 SH DEFINED 0102 125923
HARLEY DAVIDSON COM 412822108 504 13000 SH DEFINED 01 13000
HARNISCHFEGER IND COM 413345109 310 10936 SH DEFINED 0103 10936
HARRAH'S ENT COM 413619107 526 22637 SH DEFINED 0103 22637
HARRIS CORP COM 413875105 24355 545000 SH DEFINED 0107 545000
HARRIS CORP COM 413875105 801 17917 SH DEFINED 0103 17917
HARTFORD FINL SVCS COM 416515104 3028 26476 SH DEFINED 0103 26476
HASBRO INC COM 418056107 1174 29852 SH DEFINED 0103 29852
HAWAII ELEC $100 PREFERRED STOCK 419990197 5208 50000 SH DEFINED 0105 50000
MAUI ELEC $100 PREFERRED STOCK 419990205 5208 50000 SH DEFINED 0105 50000
HAYES LEMMERZ INTL COM 420781106 5366 135000 SH DEFINED 011620 135000
HEALTHSOUTH CORP COM 421924101 74725 2800000 SH DEFINED 0126 2800000
HEALTHSOUTH CORP COM 421924101 128100 4800000 SH DEFINED 0111 4800000
HEALTHSOUTH CORP COM 421924101 13056 489200 SH DEFINED 011622 489200
HEALTHSOUTH CORP COM 421924101 28684 1074800 SH DEFINED 011623 1074800
HEALTHSOUTH CORP COM 421924101 32025 1200000 SH DEFINED 011618 1200000
HEALTHSOUTH CORP COM 421924101 35438 1327912 SH DEFINED 0102 1327912
HEALTHSOUTH CORP COM 421924101 13098 490800 SH DEFINED 0131 490800
HEALTHSOUTH CORP COM 421924101 4158 155806 SH DEFINED 0103 155806
<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
HEALTHSOUTH CORP COM 421924101 881 33000 SH DEFINED 01 33000
HEALTH MGMT ASSOC COM 421933102 8025 240000 SH DEFINED 011619 240000
HEALTH MGMT ASSOC COM 421933102 30094 900000 SH DEFINED 011614 900000
HEALTH MGMT ASSOC COM 421933102 62307 1863355 SH DEFINED 0102 1863355
HEALTH MGMT ASSOC COM 421933102 32684 977475 SH DEFINED 0131 977475
HEALTH MGMT ASSOC COM 421933102 2723 81425 SH DEFINED 0103 81425
HEALTH MGMT ASSOC COM 421933102 1137 34000 SH DEFINED 01 34000
HEALTH MGMT SYSTEMS COM 42219M100 14063 1250000 SH DEFINED 011614 1250000
HEARTLAND EXPRESS IN COM 422347104 3381 166968 SH DEFINED 0102 166968
HEARTLAND VALUE COM 422359109 8471 240715 SH DEFINED 0103 240715
HEFTEL BROADCASTING COM 422799106 21256 475000 SH DEFINED 0106 475000
HEINZ H.J. COM 423074103 4617 82254 SH DEFINED 0103 82254
HEINZ H.J. COM 423074103 16079 286495 SH DEFINED 01 286495
HELLENIC PETROLEUM COM 423323203 1900 25500 SH DEFINED 0124 25500
HELLER FINANCIAL COM 423328103 7500 250000 SH DEFINED 0128 250000
HELLER FINANCIAL COM 423328103 4017 133900 SH DEFINED 011618 133900
HELLER FINANCIAL COM 423328103 9363 312100 SH DEFINED 011614 312100
HELLER FINANCIAL COM 423328103 1257 41900 SH DEFINED 0102 41900
HELMERICH & PAYNE COM 423452101 251 11276 SH DEFINED 0103 11276
HEM EN 144A WTS WARRANT 42368R116 0 36000 SH DEFINED 0109 36000
HERCULES INC COM 427056106 18 440 SH DEFINED 0102 440
HERCULES INC COM 427056106 875 21269 SH DEFINED 0103 21269
HERSHEY FOODS COM 427866108 223034 3232371 SH DEFINED 0103 3232371
HEWLETT PACKARD COM 428236103 17963 300000 SH DEFINED 0130 300000
HEWLETT PACKARD COM 428236103 179625 3000000 SH DEFINED 0126 3000000
HEWLETT PACKARD COM 428236103 26944 450000 SH DEFINED 0113 450000
HEWLETT PACKARD COM 428236103 107775 1800000 SH DEFINED 0111 1800000
HEWLETT PACKARD COM 428236103 13053 218000 SH DEFINED 0124 218000
HEWLETT PACKARD COM 428236103 29243 488400 SH DEFINED 0125 488400
HEWLETT PACKARD COM 428236103 21256 355000 SH DEFINED 0107 355000
HEWLETT PACKARD COM 428236103 5988 100000 SH DEFINED 011622 100000
HEWLETT PACKARD COM 428236103 11975 200000 SH DEFINED 011623 200000
HEWLETT PACKARD COM 428236103 23950 400000 SH DEFINED 011516 400000
HEWLETT PACKARD COM 428236103 28441 475000 SH DEFINED 011618 475000
HEWLETT PACKARD COM 428236103 37422 624979 SH DEFINED 0102 624979
HEWLETT PACKARD COM 428236103 21555 360000 SH DEFINED 0131 360000
HEWLETT PACKARD COM 428236103 16964 283337 SH DEFINED 0103 283337
HEWLETT PACKARD COM 428236103 6796 113500 SH DEFINED 01 113500
HEXCEL CORP COM 428291108 8254 364800 SH DEFINED 011614 364800
HIGHWOOD PROPERTY COM 431284108 6463 200000 SH DEFINED 0128 200000
HIGHWOOD PROPERTY COM 431284108 19388 600000 SH DEFINED 0107 600000
HILTON HOTELS COM 432848109 28500 1000000 SH DEFINED 0113 1000000
HILTON HOTELS COM 432848109 22800 800000 SH DEFINED 0131 800000
HILTON HOTELS COM 432848109 2512 88133 SH DEFINED 0103 88133
HOME DEPOT INC COM 437076102 49838 600000 SH DEFINED 0130 600000
HOME DEPOT INC COM 437076102 149513 1800000 SH DEFINED 0126 1800000
HOME DEPOT INC COM 437076102 74756 900000 SH DEFINED 0111 900000
HOME DEPOT INC COM 437076102 12044 145000 SH DEFINED 0124 145000
HOME DEPOT INC COM 437076102 29072 350000 SH DEFINED 0125 350000
HOME DEPOT INC COM 437076102 49838 600000 SH DEFINED 011516 600000
<PAGE> PAGE 34
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
HOME DEPOT INC COM 437076102 57936 697500 SH DEFINED 011618 697500
HOME DEPOT INC COM 437076102 256062 3082901 SH DEFINED 0102 3082901
HOME DEPOT INC COM 437076102 17004 204721 SH DEFINED 0103 204721
HOME DEPOT INC COM 437076102 2816 33899 SH DEFINED 01 33899
HOMEBASE INC COM 43738E108 1365 171970 SH DEFINED 0103 171970
HOMESTAKE MINING COM 437614100 491 47347 SH DEFINED 0103 47347
HONEYWELL COM 438506107 2368 28344 SH DEFINED 0103 28344
HORIZON MEDICAL PR COM 439903105 2831 300000 SH DEFINED 011614 300000
HORACE MANN EDUCATOR COM 440327104 5454 158100 SH DEFINED 0108 158100
HORACE MANN EDUCATOR COM 440327104 1908 55300 SH DEFINED 011620 55300
HORMEL COM 440452100 10542 305000 SH DEFINED 0128 305000
HOSIERY CORP "A"144A WARRANT 441016102 50 10000 SH DEFINED 0109 10000
HOSPITALITY WORLDWI COM 44106N100 3600 400000 SH DEFINED 011619 400000
HOST MARRIOT FIN CONV PFD STOCK 441079209 15788 300000 SH DEFINED 0130 300000
HOUSEHOLD INTL COM 441815107 44775 900000 SH DEFINED 0130 900000
HOUSEHOLD INTL COM 441815107 15224 306000 SH DEFINED 0108 306000
HOUSEHOLD INTL COM 441815107 52238 1050000 SH DEFINED 0113 1050000
HOUSEHOLD INTL COM 441815107 10448 210000 SH DEFINED 0124 210000
HOUSEHOLD INTL COM 441815107 27402 550800 SH DEFINED 0125 550800
HOUSEHOLD INTL COM 441815107 44775 900000 SH DEFINED 0107 900000
HOUSEHOLD INTL COM 441815107 11940 240000 SH DEFINED 011622 240000
HOUSEHOLD INTL COM 441815107 17910 360000 SH DEFINED 011623 360000
HOUSEHOLD INTL COM 441815107 59700 1200000 SH DEFINED 011516 1200000
HOUSEHOLD INTL COM 441815107 5308 106700 SH DEFINED 011620 106700
HOUSEHOLD INTL COM 441815107 150714 3029405 SH DEFINED 0102 3029405
HOUSEHOLD INTL COM 441815107 41044 825000 SH DEFINED 0131 825000
HOUSEHOLD INTL COM 441815107 8551 171859 SH DEFINED 0103 171859
HOUSEHOLD INTL COM 441815107 1269 25500 SH DEFINED 01 25500
HOUSTON INDUSTRIES COM 442161105 114222 3699500 SH DEFINED 0103 3699500
HOUSTON INDS INC CONV PFD STOCK 442161204 24213 325000 SH DEFINED 0130 325000
HOUSTON INDS INC CONV PFD STOCK 442161204 4045 54300 SH DEFINED 0104 54300
HOUSTON INDS INC CONV PFD STOCK 442161204 2026 27200 SH DEFINED 011621 27200
HOWMET INTL INC COM 443208103 4950 330000 SH DEFINED 0108 330000
HOWMET INTL INC COM 443208103 5625 375000 SH DEFINED 0128 375000
HOWMET INTL INC COM 443208103 2100 140000 SH DEFINED 011620 140000
HOWMET INTL INC COM 443208103 12750 850000 SH DEFINED 011614 850000
HUBBELL INC C/B COM 443510201 4995 120000 SH DEFINED 0128 120000
HUMANA COM 444859102 1168 37448 SH DEFINED 0103 37448
HUNTINGTON BANCSHARE COM 446150104 1454 43390 SH DEFINED 0103 43390
HYPERION TELECOM COM 44914K306 1228 78300 SH DEFINED 0132 78300
HYPERION TELECOM COM 44914K306 5298 337700 SH DEFINED 011618 337700
ICG COMMUNICATIONS COM 449246107 20109 550000 SH DEFINED 0106 550000
ICG COMMUNICATIONS COM 449246107 13711 375000 SH DEFINED 011614 375000
IDEC PHARM COM 449370105 3181 135000 SH DEFINED 011619 135000
IDS CA TAX EXEMPT COM 449428101 1 232 SH DEFINED 01 232
EQUITY SELECT FD INC COM 44943G102 2 157 SH DEFINED 01 157
RESEARCH OPPORT CL A COM 449434406 3 434 SH DEFINED 01 434
GLOBAL BAL FD A COM 449435700 2 411 SH DEFINED 01 411
IDS INNOVATIONS FD Y COM 449435825 129 20000 SH DEFINED 01 20000
IDS INNOVATIONS FD B COM 449435833 128 20000 SH DEFINED 01 20000
<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
IDS INNOVATIONS FD A COM 449435841 4266 660000 SH DEFINED 01 660000
IDS EMERGING MKTS Y COM 449435858 1 205 SH DEFINED 01 205
IDS EMERGING MKTS A COM 449435874 2 410 SH DEFINED 01 410
GLOBAL BAL FD Y COM 449435882 1 206 SH DEFINED 01 206
RESEARCH OPPORT CL Y COM 449437607 2 217 SH DEFINED 01 217
NEW DIMENSIONS "Y" COM 449444306 3740 134249 SH DEFINED 0103 134249
IDS PRECIOUS METALS COM 449455104 1 134 SH DEFINED 01 134
IDS INS TAX EXEMPT COM 44947T100 1 219 SH DEFINED 01 219
IDS MN TAX EXEMPT COM 44947T308 1 232 SH DEFINED 01 232
IDS NY TAX EXEMPT COM 44947T407 1 233 SH DEFINED 01 233
IDS MASS TAX-EXEMPT COM 44947T506 1 225 SH DEFINED 01 225
IDS MICH TAX-EXEMPT COM 44947T605 1 223 SH DEFINED 01 223
IDS OHIO TAX-EXEMPT COM 44947T704 1 225 SH DEFINED 01 225
INT TAX-EXEMPT FD A COM 449482405 2 422 SH DEFINED 01 422
INT TAX-EXEMPT FD Y COM 449482603 1 212 SH DEFINED 01 212
IDSTC INCOME FUND II COM 449496108 206448 11527107 SH DEFINED 0103 11527107
IDS TRUST INT'L FUND COM 449500990 7340 63622 SH DEFINED 0103 63622
IRSA COM 450047204 1005 34500 SH DEFINED 0135 34500
ITT EDUCATIONAL SVCS COM 45068B109 9675 300000 SH DEFINED 011619 300000
ITT INDUSTRIES-WI COM 450911102 993 26569 SH DEFINED 0103 26569
IFINT DVSD HLDGS COM 45099C100 233 42418 SH DEFINED 0109 42418
IKON OFFICE SOLUTION COM 451713101 15 1000 SH DEFINED 011618 1000
IKON OFFICE SOLUTION COM 451713101 450 30887 SH DEFINED 0103 30887
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 4464 119250 SH DEFINED 011618 119250
IKON OFFICE SOLUTION CONV PFD STOCK 451713200 6746 180197 SH DEFINED 01 180197
ILLINOIS TOOL WORKS COM 452308109 53350 800000 SH DEFINED 0130 800000
ILLINOIS TOOL WORKS COM 452308109 19339 290000 SH DEFINED 0108 290000
ILLINOIS TOOL WORKS COM 452308109 100031 1500000 SH DEFINED 0126 1500000
ILLINOIS TOOL WORKS COM 452308109 19806 297000 SH DEFINED 0135 297000
ILLINOIS TOOL WORKS COM 452308109 100031 1500000 SH DEFINED 011516 1500000
ILLINOIS TOOL WORKS COM 452308109 36678 550000 SH DEFINED 011618 550000
ILLINOIS TOOL WORKS COM 452308109 219758 3295415 SH DEFINED 0102 3295415
ILLINOIS TOOL WORKS COM 452308109 5027 75391 SH DEFINED 0103 75391
ILLINOIS TOOL WORKS COM 452308109 15765 236400 SH DEFINED 01 236400
IMAX CORP COM 45245E109 3992 175000 SH DEFINED 011619 175000
IMMULOGIC PHARMACEUT COM 45252R100 83 51228 SH DEFINED 0103 51228
IMMUNEX CORP COM 452528102 19544 295000 SH DEFINED 0108 295000
IMMUNEX CORP COM 452528102 6956 105000 SH DEFINED 011620 105000
IMPERIAL CHEM IN ADR COM 452704505 23220 360000 SH DEFINED 0107 360000
INCO LIMITED COM 453258402 495 36360 SH DEFINED 0103 36360
INDEPENDENCE COMM BK COM 453414104 4250 250000 SH DEFINED 011619 250000
INGERSOLL-RAND CO COM 456866102 35250 800000 SH DEFINED 011516 800000
INGERSOLL-RAND CO COM 456866102 1636 37124 SH DEFINED 0103 37124
INFORMATION MGMT COM 456923101 3456 350000 SH DEFINED 011619 350000
INGRAM MICRO CVT CONV BOND 457153AA2 3360 9300000 PRN DEFINED 0104 9300000
INGRAM MICRO CVT CONV BOND 457153AA2 1698 4700000 PRN DEFINED 011621 4700000
INSUR SERV OFFICE IN COM 45806@109 294 11767 SH DEFINED 01 11767
INTEL COM 458140100 14825 200000 SH DEFINED 0130 200000
INTEL COM 458140100 11860 160000 SH DEFINED 0108 160000
INTEL COM 458140100 266850 3600000 SH DEFINED 0126 3600000
<PAGE> PAGE 36
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
INTEL COM 458140100 111188 1500000 SH DEFINED 0111 1500000
INTEL COM 458140100 16100 217200 SH DEFINED 0124 217200
INTEL COM 458140100 44860 605200 SH DEFINED 0125 605200
INTEL COM 458140100 17938 242000 SH DEFINED 0135 242000
INTEL COM 458140100 8895 120000 SH DEFINED 011622 120000
INTEL COM 458140100 18531 250000 SH DEFINED 011623 250000
INTEL COM 458140100 48181 650000 SH DEFINED 011516 650000
INTEL COM 458140100 75237 1015000 SH DEFINED 011618 1015000
INTEL COM 458140100 3336 45000 SH DEFINED 011620 45000
INTEL COM 458140100 172442 2326455 SH DEFINED 0102 2326455
INTEL COM 458140100 31380 423346 SH DEFINED 0103 423346
INTEL COM 458140100 30629 413200 SH DEFINED 01 413200
INTERIM SERVICES COM 45868P100 7710 240000 SH DEFINED 0128 240000
INTERIM SERVICES COM 45868P100 8834 275000 SH DEFINED 011619 275000
INTERIM SERVICES COM 45868P100 4498 140000 SH DEFINED 011620 140000
INTERIM SERVICES COM 45868P100 21357 664800 SH DEFINED 011614 664800
INTERIM SERVICES COM 45868P100 1613 50200 SH DEFINED 0102 50200
INTERIM SERVICES COM 45868P100 12850 400000 SH DEFINED 0131 400000
INTERIM SERVICES COM 45868P100 1102 34300 SH DEFINED 0103 34300
INTERMEDIA COMM FL COM 458801107 46 1088 SH DEFINED 0104 1088
INTERMEDIA COMM FL COM 458801107 23066 550000 SH DEFINED 0106 550000
INTERMEDIA COMM FL COM 458801107 6291 150000 SH DEFINED 0132 150000
INTERMEDIA COMM FL COM 458801107 65 1560 SH DEFINED 011621 1560
INTERMEDIA COMM FL COM 458801107 22283 531300 SH DEFINED 0102 531300
INTERMEDIA COMM FL COM 458801107 14250 339800 SH DEFINED 0131 339800
INTERMEDIA COMM FL COM 458801107 1225 29200 SH DEFINED 0103 29200
INTERMEDIA COM WTS WARRANT 458801115 3526 22750 SH DEFINED 0109 22750
INTL BUSINESS MACH COM 459200101 45925 400000 SH DEFINED 0130 400000
INTL BUSINESS MACH COM 459200101 275550 2400000 SH DEFINED 0126 2400000
INTL BUSINESS MACH COM 459200101 74628 650000 SH DEFINED 0113 650000
INTL BUSINESS MACH COM 459200101 91850 800000 SH DEFINED 0111 800000
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INTL BUSINESS MACH COM 459200101 24685 215000 SH DEFINED 0107 215000
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INTL BUSINESS MACH COM 459200101 11481 100000 SH DEFINED 011623 100000
INTL BUSINESS MACH COM 459200101 68888 600000 SH DEFINED 011516 600000
INTL BUSINESS MACH COM 459200101 92042 801680 SH DEFINED 0102 801680
INTL BUSINESS MACH COM 459200101 60277 525000 SH DEFINED 0131 525000
INTL BUSINESS MACH COM 459200101 30051 261745 SH DEFINED 0103 261745
INTL BUSINESS MACH COM 459200101 1102 9600 SH DEFINED 01 9600
INTL FLAVORS & FRAG COM 459506101 1046 24085 SH DEFINED 0103 24085
INTERNATIONAL PAPER COM 460146103 174 4060 SH DEFINED 0102 4060
INTERNATIONAL PAPER COM 460146103 2975 69191 SH DEFINED 0103 69191
INTL WIRELESS WTS WARRANT 46058G116 0 14750 SH DEFINED 0109 14750
INTERPUBLIC GROUP COM 460690100 6918 114000 SH DEFINED 0135 114000
INTERPUBLIC GROUP COM 460690100 1860 30651 SH DEFINED 0103 30651
INTERSTATE ENERGY COM 460845100 62375 1919218 SH DEFINED 0103 1919218
INTUIT COM 461202103 19906 325000 SH DEFINED 011614 325000
INTUIT COM 461202103 20291 331250 SH DEFINED 0102 331250
<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
INTUIT COM 461202103 12250 200000 SH DEFINED 0131 200000
INTUIT COM 461202103 1090 17800 SH DEFINED 0103 17800
IRIDIUM WT EX 071505 WARRANT 46268L111 3516 17150 SH DEFINED 0109 17150
IRON MOUNTAIN INC COM 46284P104 4475 100000 SH DEFINED 011619 100000
IRON MOUNTAIN INC COM 46284P104 16110 360000 SH DEFINED 011614 360000
JDA SOFTWARE GROUP I COM 46612K108 17500 400000 SH DEFINED 011619 400000
JDA SOFTWARE GROUP I COM 46612K108 12578 287500 SH DEFINED 011614 287500
JLG INDUSTRIES COM 466210101 10094 500000 SH DEFINED 011614 500000
JACOBS ENGR GROUP COM 469814107 3534 110000 SH DEFINED 0128 110000
JACOBS ENGR GROUP COM 469814107 17669 550000 SH DEFINED 0106 550000
JACOR COMMUNICATIONS COM 469858401 17700 300000 SH DEFINED 011614 300000
JACOR COMMUNICATIONS COM 469858401 5900 100000 SH DEFINED 0131 100000
JAN BELL WARRANTS WARRANT 470760117 0 2473 SH DEFINED 0131 2473
JEFFERSON PILOT COM 475070108 1381 23837 SH DEFINED 0103 23837
JOHN NUVEEN COM 478035108 2620 66015 SH DEFINED 0103 66015
JOHNSON & JOHNSON COM 478160104 184375 2500000 SH DEFINED 0126 2500000
JOHNSON & JOHNSON COM 478160104 56419 765000 SH DEFINED 0113 765000
JOHNSON & JOHNSON COM 478160104 14750 200000 SH DEFINED 0111 200000
JOHNSON & JOHNSON COM 478160104 6195 84000 SH DEFINED 0124 84000
JOHNSON & JOHNSON COM 478160104 18069 245000 SH DEFINED 0125 245000
JOHNSON & JOHNSON COM 478160104 40931 555000 SH DEFINED 0107 555000
JOHNSON & JOHNSON COM 478160104 2213 30000 SH DEFINED 011622 30000
JOHNSON & JOHNSON COM 478160104 5163 70000 SH DEFINED 011623 70000
JOHNSON & JOHNSON COM 478160104 50358 682809 SH DEFINED 0102 682809
JOHNSON & JOHNSON COM 478160104 42038 570000 SH DEFINED 0131 570000
JOHNSON & JOHNSON COM 478160104 26326 356968 SH DEFINED 0103 356968
JOHNSON & JOHNSON COM 478160104 6726 91200 SH DEFINED 01 91200
JOHNSON CONTROLS COM 478366107 1095 19183 SH DEFINED 0103 19183
JOSTENS A. INC. COM 481088102 200 8298 SH DEFINED 0103 8298
JOURNAL REGISTER CO COM 481138105 5025 300000 SH DEFINED 0128 300000
JOURNAL REGISTER CO COM 481138105 12736 760300 SH DEFINED 0102 760300
JOURNAL REGISTER CO COM 481138105 223 13300 SH DEFINED 0103 13300
KLA-TENCOR CORP COM 482480100 17997 650000 SH DEFINED 0106 650000
KLA-TENCOR CORP COM 482480100 6507 235000 SH DEFINED 011618 235000
KLA-TENCOR CORP COM 482480100 541 19543 SH DEFINED 0103 19543
KLA-TENCOR CORP COM 482480100 2326 84000 SH DEFINED 01 84000
KLM ROYAL DUTCH AIR COM 482516101 18013 440000 SH DEFINED 0113 440000
KLM ROYAL DUTCH AIR COM 482516101 14123 345000 SH DEFINED 0131 345000
KLM ROYAL DUTCH AIR COM 482516101 581 14200 SH DEFINED 0103 14200
K-MART CORPORATION COM 482584109 2008 104300 SH DEFINED 0125 104300
K-MART CORPORATION COM 482584109 12553 652100 SH DEFINED 011614 652100
K-MART CORPORATION COM 482584109 9336 484945 SH DEFINED 0103 484945
KN ENERGY COM 482620101 5419 100000 SH DEFINED 0132 100000
KANSAS CITY SO IND COM 485170104 984 19850 SH DEFINED 0102 19850
KANSAS CITY SO IND COM 485170104 10664 214900 SH DEFINED 0131 214900
KANSAS CITY SO IND COM 485170104 638 12850 SH DEFINED 0103 12850
KAUFMAN & BROAD HOME COM 486168107 283 8920 SH DEFINED 0103 8920
KEANE INC COM 486665102 84000 1500000 SH DEFINED 0111 1500000
KEANE INC COM 486665102 16240 290000 SH DEFINED 011614 290000
KEANE INC COM 486665102 14851 265200 SH DEFINED 0102 265200
<PAGE> PAGE 38
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
KEANE INC COM 486665102 269 4800 SH DEFINED 0103 4800
KELLOGG CO. COM 487836108 3446 91747 SH DEFINED 0103 91747
KELLEY OIL & GAS $25 PREFERRED STOCK 487906208 6185 262500 SH DEFINED 0109 262500
KENNAMETAL INC COM 489170100 4509 108000 SH DEFINED 0128 108000
KERR MCGEE COM 492386107 619 10696 SH DEFINED 0103 10696
KEYCORP NEW COM 493267108 3528 99029 SH DEFINED 0103 99029
KILROY REALTY COM 49427F108 16250 650000 SH DEFINED 0106 650000
KIMBERLY CLARK COM 494368103 48628 1060000 SH DEFINED 0113 1060000
KIMBERLY CLARK COM 494368103 34682 756000 SH DEFINED 0107 756000
KIMBERLY CLARK COM 494368103 35523 774390 SH DEFINED 0102 774390
KIMBERLY CLARK COM 494368103 39453 860000 SH DEFINED 0131 860000
KIMBERLY CLARK COM 494368103 7392 161130 SH DEFINED 0103 161130
KINGWORLD PRODUCTION COM 495667107 406 15912 SH DEFINED 0103 15912
KNIGHT RIDDER COM 499040103 962 17474 SH DEFINED 0103 17474
KNOLOGY HLDGS WT WARRANT 499179117 55 11000 SH DEFINED 0109 11000
KOHLS CORP COM 500255104 25419 490000 SH DEFINED 0108 490000
KOHLS CORP COM 500255104 93375 1800000 SH DEFINED 011516 1800000
KOHLS CORP COM 500255104 9006 173600 SH DEFINED 011619 173600
KOHLS CORP COM 500255104 4358 84000 SH DEFINED 011620 84000
KOHLS CORP COM 500255104 23344 450000 SH DEFINED 011614 450000
KOHLS CORP COM 500255104 2725 52532 SH DEFINED 0102 52532
KOHLS CORP COM 500255104 27380 527800 SH DEFINED 0131 527800
KOHLS CORP COM 500255104 1774 34200 SH DEFINED 0103 34200
KOHLS CORP COM 500255104 830 16000 SH DEFINED 01 16000
KROGER CO. COM 501044101 85750 2000000 SH DEFINED 0126 2000000
KROGER CO. COM 501044101 6418 149700 SH DEFINED 0124 149700
KROGER CO. COM 501044101 17322 404000 SH DEFINED 0125 404000
KROGER CO. COM 501044101 173995 4058177 SH DEFINED 0102 4058177
KROGER CO. COM 501044101 4516 105361 SH DEFINED 0103 105361
KROGER CO. COM 501044101 2195 51200 SH DEFINED 01 51200
LG AND E ENERGY CORP COM 501917108 8135 300600 SH DEFINED 0128 300600
LG AND E ENERGY CORP COM 501917108 18078 668000 SH DEFINED 0132 668000
LSI LOGIC COM 502161102 716 31052 SH DEFINED 0103 31052
LACLEDE GAS CO COM 505588103 37651 1536789 SH DEFINED 0103 1536789
LAIDLAW INC COM 50730K503 898 73703 SH DEFINED 0103 73703
LAMALIE ASSOCIATES COM 512814104 4594 250000 SH DEFINED 011619 250000
LANDRY'S SEAFOOD COM 51508L103 14475 800000 SH DEFINED 0106 800000
LANDS END INC COM 515086106 583 18430 SH DEFINED 0103 18430
LASALLE NATL $50 PREFERRED STOCK 5180283*4 8048 150000 SH DEFINED 01 150000
LASALLE NATL $50 PREFERRED STOCK 5180283*4 3219 60000 SH DEFINED 0116 60000
LATTICE SEMICONDUCTR COM 518415104 5113 180000 SH DEFINED 0128 180000
ESTE' LAUDER COM 518439104 35 500 SH DEFINED 0102 500
LAZARD SM CAP VALUE COM 52106N509 7616 375901 SH DEFINED 0103 375901
LEAR SEATING CORP COM 521865105 61575 1200000 SH DEFINED 011516 1200000
LEARNING COMPANY INC COM 522008101 10369 350000 SH DEFINED 0128 350000
LEGATO COM 524651106 27690 710000 SH DEFINED 011614 710000
LEGGETT & PLATT COM 524660107 23670 946800 SH DEFINED 011618 946800
LEGG MASON INC COM 524901105 13300 231043 SH DEFINED 0102 231043
LEGG MASON INC COM 524901105 234 4066 SH DEFINED 0103 4066
LEHMAN BROS HOLDINGS COM 524908100 2068 26660 SH DEFINED 0103 26660
<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
LIFE RE CORP COM 532160108 8288 100000 SH DEFINED 011619 100000
LIFE RE CORP COM 532160108 15210 183550 SH DEFINED 0102 183550
LIFE RE CORP COM 532160108 8627 104100 SH DEFINED 0131 104100
LIFE RE CORP COM 532160108 779 9400 SH DEFINED 0103 9400
LIFE RE CAPITAL ACES CONV PFD STOCK 532163300 3793 49750 SH DEFINED 0104 49750
LIFE RE CAPITAL ACES CONV PFD STOCK 532163300 1906 25000 SH DEFINED 011621 25000
LIFE TECHNOLOGIES IN COM 532177201 8106 258350 SH DEFINED 0128 258350
ELI LILLY COM 532457108 43141 653069 SH DEFINED 0102 653069
ELI LILLY COM 532457108 16978 256997 SH DEFINED 0103 256997
THE LIMITED INC COM 532716107 16563 500000 SH DEFINED 0113 500000
THE LIMITED INC COM 532716107 13250 400000 SH DEFINED 0131 400000
THE LIMITED INC COM 532716107 2228 67244 SH DEFINED 0103 67244
LINCOLN NAT COM 534187109 38834 425000 SH DEFINED 0107 425000
LINCOLN NAT COM 534187109 27413 300000 SH DEFINED 011516 300000
LINCOLN NAT COM 534187109 2058 22526 SH DEFINED 0103 22526
LINEAR TECHNOLOGY COM 535678106 3027 50183 SH DEFINED 0102 50183
LIZ CLAIBORNE COM 539320101 6270 120000 SH DEFINED 0128 120000
LIZ CLAIBORNE COM 539320101 41800 800000 SH DEFINED 011516 800000
LIZ CLAIBORNE COM 539320101 11288 216029 SH DEFINED 0103 216029
LOCKHEED MARTIN CORP COM 539830109 32407 306084 SH DEFINED 0130 306084
LOCKHEED MARTIN CORP COM 539830109 7432 70200 SH DEFINED 0124 70200
LOCKHEED MARTIN CORP COM 539830109 17342 163800 SH DEFINED 0125 163800
LOCKHEED MARTIN CORP COM 539830109 9529 90000 SH DEFINED 011618 90000
LOCKHEED MARTIN CORP COM 539830109 12635 119334 SH DEFINED 0102 119334
LOCKHEED MARTIN CORP COM 539830109 5780 54596 SH DEFINED 0103 54596
LOCKHEED MARTIN CORP COM 539830109 5347 50500 SH DEFINED 01 50500
DIAMOND OFFSHORE CONV BOND 540424AL2 2738 3000000 PRN DEFINED 0104 3000000
DIAMOND OFFSHORE CONV BOND 540424AL2 1369 1500000 PRN DEFINED 011621 1500000
LOEWS CORP COM 540424108 2247 25789 SH DEFINED 0103 25789
LONGS DRUG STORES COM 543162101 263 9110 SH DEFINED 0103 9110
LONGVIEW FIBRE WASH COM 543213102 23317 1636300 SH DEFINED 0130 1636300
LORAL SP&COM CVT PFD CONV PFD STOCK 543885404 30250 400000 SH DEFINED 011618 400000
LOUISIANA PAC. COM 546347105 448 24573 SH DEFINED 0103 24573
LOWE'S CO'S COM 548661107 13889 342430 SH DEFINED 0102 342430
LOWE'S CO'S COM 548661107 3248 80054 SH DEFINED 0103 80054
LOWE'S CO'S COM 548661107 9735 240000 SH DEFINED 01 240000
LUCASVARIETY PLC-ADR COM 549395101 11 281 SH DEFINED 0102 281
LUCENT TECHNOLOGIES COM 549463107 232925 2800000 SH DEFINED 0126 2800000
LUCENT TECHNOLOGIES COM 549463107 6239 75000 SH DEFINED 0132 75000
LUCENT TECHNOLOGIES COM 549463107 11205 134700 SH DEFINED 0124 134700
LUCENT TECHNOLOGIES COM 549463107 27419 329600 SH DEFINED 0125 329600
LUCENT TECHNOLOGIES COM 549463107 54072 650000 SH DEFINED 011516 650000
LUCENT TECHNOLOGIES COM 549463107 1198 14390 SH DEFINED 0102 14390
LUCENT TECHNOLOGIES COM 549463107 26344 316686 SH DEFINED 0103 316686
LUXOTTICA GROUP SPA COM 55068R202 186 12000 SH DEFINED 0102 12000
LYONDELL PETROCHEM COM 552078107 28307 930000 SH DEFINED 0107 930000
MBIA INC COM 55262C100 2479 33110 SH DEFINED 0103 33110
MBNA COM 55262L100 165000 5000000 SH DEFINED 0126 5000000
MBNA COM 55262L100 39600 1200000 SH DEFINED 011516 1200000
MBNA COM 55262L100 39600 1200000 SH DEFINED 011618 1200000
<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
MBNA COM 55262L100 82736 2506804 SH DEFINED 0102 2506804
MBNA COM 55262L100 5068 153585 SH DEFINED 0103 153585
MBNA COM 55262L100 10131 307000 SH DEFINED 01 307000
MCI COMMUNICATIONS COM 552673105 29063 500000 SH DEFINED 0130 500000
MCI COMMUNICATIONS COM 552673105 9143 157300 SH DEFINED 0124 157300
MCI COMMUNICATIONS COM 552673105 28109 483600 SH DEFINED 0125 483600
MCI COMMUNICATIONS COM 552673105 31969 550000 SH DEFINED 011618 550000
MCI COMMUNICATIONS COM 552673105 25971 446805 SH DEFINED 0102 446805
MCI COMMUNICATIONS COM 552673105 11090 190785 SH DEFINED 0103 190785
MDU RESOURCES GROUP COM 552690109 12491 350000 SH DEFINED 0132 350000
MGC COMMUNICATIONS COM 552763302 3561 233500 SH DEFINED 011614 233500
MGIC INVESTMENT CORP COM 552848103 2319 40631 SH DEFINED 0103 40631
MSC COM 553530106 8550 300000 SH DEFINED 011619 300000
MAHANAGAR TELEPHONE COM 559778204 1484 143000 SH DEFINED 0124 143000
MAIL WELL INC COM 560321200 9759 450000 SH DEFINED 011614 450000
MAINSTREET FINANCIAL COM 560633109 263 8860 SH DEFINED 0102 8860
MALLINCKRODT INC COM 561232109 27205 916390 SH DEFINED 0103 916390
MANHATTEN ASS COM 562750109 6244 300000 SH DEFINED 011614 300000
MANOR CARE INC COM 564054104 548 14267 SH DEFINED 0103 14267
MARINE DRILLING CO I COM 568240204 16 1005 SH DEFINED 0102 1005
MARINE DRILLING CO I COM 568240204 384 24000 SH DEFINED 01 24000
MARKETSPAN CORP PREFERRED STOCK 57061V206 7319 273600 SH DEFINED 0105 273600
MARKETSPAN CORP PREFERRED STOCK 57061V206 1501 56100 SH DEFINED 01 56100
MARSH MCLENNAN CO COM 571748102 36263 600000 SH DEFINED 0113 600000
MARSH MCLENNAN CO COM 571748102 27197 450000 SH DEFINED 0131 450000
MARSH MCLENNAN CO COM 571748102 4595 76030 SH DEFINED 0103 76030
MARSH MCLENNAN CO COM 571748102 6346 105000 SH DEFINED 01 105000
MARRIOTT INTL CL A COM 571903202 194250 6000000 SH DEFINED 0126 6000000
MARRIOTT INTL CL A COM 571903202 77700 2400000 SH DEFINED 0111 2400000
MARRIOTT INTL CL A COM 571903202 1869 57741 SH DEFINED 0103 57741
MARTIN MEDIA PFD UNT PREFERRED STOCK 573000999 11500 115000 SH DEFINED 0109 115000
MARTIN MEDIA PFD UNT PREFERRED STOCK 573000999 2000 20000 SH DEFINED 0124 20000
MARTIN MEDIA PFD UNT PREFERRED STOCK 573000999 2500 25000 SH DEFINED 011621 25000
MARTIN MARIETTA MATE COM 573284106 51683 1148500 SH DEFINED 0130 1148500
MARTIN MARIETTA MATE COM 573284106 20471 454900 SH DEFINED 0108 454900
MARTIN MARIETTA MATE COM 573284106 7502 166700 SH DEFINED 0128 166700
MARTIN MARIETTA MATE COM 573284106 54480 1210672 SH DEFINED 011618 1210672
MARTIN MARIETTA MATE COM 573284106 598 13300 SH DEFINED 0102 13300
MARTIN MARIETTA MATE COM 573284106 7124 158300 SH DEFINED 0131 158300
MARTIN MARIETTA MATE COM 573284106 419 9300 SH DEFINED 0103 9300
MASCO CORP COM 574599106 31460 520000 SH DEFINED 0107 520000
MASCO CORP COM 574599106 90750 1500000 SH DEFINED 011516 1500000
MASCO CORP COM 574599106 22688 375000 SH DEFINED 011618 375000
MASCO CORP COM 574599106 117947 1949423 SH DEFINED 0102 1949423
MASCO CORP COM 574599106 3183 52598 SH DEFINED 0103 52598
MASCO CORP COM 574599106 6328 104600 SH DEFINED 01 104600
MASTEC INC. COM 576323109 42975 1800000 SH DEFINED 0111 1800000
MASTEC INC. COM 576323109 2865 120000 SH DEFINED 011622 120000
MASTEC INC. COM 576323109 5969 250000 SH DEFINED 011623 250000
MASTEC INC. COM 576323109 234 9750 SH DEFINED 0102 9750
<PAGE> PAGE 41
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
MATTEL INC. COM 577081102 21156 500000 SH DEFINED 0130 500000
MATTEL INC. COM 577081102 71931 1700000 SH DEFINED 0126 1700000
MATTEL INC. COM 577081102 63469 1500000 SH DEFINED 0111 1500000
MATTEL INC. COM 577081102 5078 120000 SH DEFINED 0124 120000
MATTEL INC. COM 577081102 16303 385300 SH DEFINED 0125 385300
MATTEL INC. COM 577081102 8991 212500 SH DEFINED 011622 212500
MATTEL INC. COM 577081102 19041 450000 SH DEFINED 011623 450000
MATTEL INC. COM 577081102 31734 750000 SH DEFINED 011618 750000
MATTEL INC. COM 577081102 31513 744650 SH DEFINED 0102 744650
MATTEL INC. COM 577081102 3639 85998 SH DEFINED 0103 85998
MAXIM INTEGRATED COM 57772K101 22973 725000 SH DEFINED 0106 725000
MAXIM INTEGRATED COM 57772K101 76050 2400000 SH DEFINED 0111 2400000
MAXIM INTEGRATED COM 57772K101 4436 140000 SH DEFINED 011622 140000
MAXIM INTEGRATED COM 57772K101 10140 320000 SH DEFINED 011623 320000
MAXIM INTEGRATED COM 57772K101 21389 675000 SH DEFINED 011618 675000
MAXIM INTEGRATED COM 57772K101 6338 200000 SH DEFINED 011614 200000
MAXIM INTEGRATED COM 57772K101 13339 420950 SH DEFINED 0102 420950
MAXIM INTEGRATED COM 57772K101 738 23300 SH DEFINED 0103 23300
MAXXIM MEDICAL INC COM 57777G105 4350 150000 SH DEFINED 011619 150000
MAY DEPT STORES COM 577778103 29 450 SH DEFINED 0102 450
MAY DEPT STORES COM 577778103 3397 51860 SH DEFINED 0103 51860
MAXIMUS INC COM 577933104 4962 170000 SH DEFINED 011619 170000
MAYTAG CO COM 578592107 1037 21004 SH DEFINED 0103 21004
MAYTAG CO COM 578592107 6419 130000 SH DEFINED 01 130000
MCDERMOTT INTL COM 580037109 466 13543 SH DEFINED 0103 13543
MCDONALDS COM 580135101 53 775 SH DEFINED 0102 775
MCDONALDS COM 580135101 10657 154450 SH DEFINED 0103 154450
MCGRAW-HILL COS INC COM 580645109 21614 265000 SH DEFINED 0107 265000
MCGRAW-HILL COS INC COM 580645109 1828 22407 SH DEFINED 0103 22407
MCKESSON 144A CVTPF CONV PFD STOCK 58155P204 22725 200000 SH DEFINED 0130 200000
MEAD CORP COM 582834107 2388 75200 SH DEFINED 0125 75200
MEAD CORP COM 582834107 833 26220 SH DEFINED 0103 26220
MEDAPHIS CORP COM 584028104 7500 1250000 SH DEFINED 011614 1250000
MEDIAONE GROUP INC COM 58440J104 43938 1000000 SH DEFINED 011516 1000000
MEDIAONE GROUP INC COM 58440J104 6016 136926 SH DEFINED 0103 136926
MEDICAL MANAGER COM 58461C103 6216 225000 SH DEFINED 011619 225000
MEDICIS PHARMACEUTIC COM 584690309 8213 225000 SH DEFINED 011619 225000
MEDITRUST CORP COM 58501T306 8381 300000 SH DEFINED 0113 300000
MEDITRUST CORP COM 58501T306 9219 330000 SH DEFINED 0131 330000
MEDITRUST CORP COM 58501T306 375 13424 SH DEFINED 0103 13424
MEDTRONIC COM 585055106 19125 300000 SH DEFINED 0130 300000
MEDTRONIC COM 585055106 127500 2000000 SH DEFINED 0126 2000000
MEDTRONIC COM 585055106 31875 500000 SH DEFINED 0111 500000
MEDTRONIC COM 585055106 4463 70000 SH DEFINED 011622 70000
MEDTRONIC COM 585055106 9563 150000 SH DEFINED 011623 150000
MEDTRONIC COM 585055106 107176 1681126 SH DEFINED 0102 1681126
MEDTRONIC COM 585055106 7813 122552 SH DEFINED 0103 122552
MEDTRONIC COM 585055106 24167 379100 SH DEFINED 01 379100
MELLON BANK CORP COM 585509102 5570 80000 SH DEFINED 011620 80000
MELLON BANK CORP COM 585509102 4072 58487 SH DEFINED 0103 58487
<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
MENS WEARHOUSE INC COM 587118100 3519 106627 SH DEFINED 0103 106627
MERCANTILE BANCORPOR COM 587342106 1512 30010 SH DEFINED 0103 30010
MERCANTILE STORES COM 587533100 651 8243 SH DEFINED 0103 8243
MERCK COM 589331107 53500 400000 SH DEFINED 0130 400000
MERCK COM 589331107 10968 82000 SH DEFINED 0108 82000
MERCK COM 589331107 267500 2000000 SH DEFINED 0126 2000000
MERCK COM 589331107 63531 475000 SH DEFINED 0113 475000
MERCK COM 589331107 13910 104000 SH DEFINED 0124 104000
MERCK COM 589331107 35457 265100 SH DEFINED 0125 265100
MERCK COM 589331107 54169 405000 SH DEFINED 0107 405000
MERCK COM 589331107 100313 750000 SH DEFINED 011516 750000
MERCK COM 589331107 119706 895000 SH DEFINED 011618 895000
MERCK COM 589331107 2541 19000 SH DEFINED 011620 19000
MERCK COM 589331107 247037 1846942 SH DEFINED 0102 1846942
MERCK COM 589331107 46144 345000 SH DEFINED 0131 345000
MERCK COM 589331107 41695 311741 SH DEFINED 0103 311741
MERCK COM 589331107 23099 172700 SH DEFINED 01 172700
MERCURY INTERACTIVE COM 589405109 18966 425000 SH DEFINED 011614 425000
MEREDITH CORP COM 589433101 556 11852 SH DEFINED 0103 11852
MERIDIAN INS GROUP COM 589644103 115 6035 SH DEFINED 0103 6035
MERRILL LYNCH & CO COM 590188108 27675 300000 SH DEFINED 0130 300000
MERRILL LYNCH & CO COM 590188108 184500 2000000 SH DEFINED 0111 2000000
MERRILL LYNCH & CO COM 590188108 14760 160000 SH DEFINED 011622 160000
MERRILL LYNCH & CO COM 590188108 24908 270000 SH DEFINED 011623 270000
MERRILL LYNCH & CO COM 590188108 885 9600 SH DEFINED 0102 9600
MERRILL LYNCH & CO COM 590188108 7178 77814 SH DEFINED 0103 77814
MERRILL LYNCH & CO COM 590188108 5535 60000 SH DEFINED 01 60000
METRONET COMM WTS WARRANT 59169Y116 422 8750 SH DEFINED 0109 8750
METTLER TOLEDO COM 592688105 12238 610000 SH DEFINED 0108 610000
METZLER GROUP INC COM 592903108 5494 150000 SH DEFINED 011619 150000
METZLER GROUP INC COM 592903108 18679 510000 SH DEFINED 011614 510000
METZLER GROUP INC COM 592903108 13618 371864 SH DEFINED 0102 371864
METZLER GROUP INC COM 592903108 4604 125700 SH DEFINED 0131 125700
METZLER GROUP INC COM 592903108 554 15125 SH DEFINED 0103 15125
METZLER GROUP INC COM 592903108 494 13500 SH DEFINED 01 13500
MEYER (FRED) INC COM 592907109 6800 160000 SH DEFINED 0128 160000
MEYER (FRED) INC COM 592907109 34000 800000 SH DEFINED 0106 800000
MEYER (FRED) INC COM 592907109 42500 1000000 SH DEFINED 011516 1000000
MEYER (FRED) INC COM 592907109 17000 400000 SH DEFINED 011614 400000
MEYER (FRED) INC COM 592907109 28 663 SH DEFINED 0102 663
MEYER (FRED) INC COM 592907109 638 15000 SH DEFINED 01 15000
MICROSOFT COM 594918104 54188 500000 SH DEFINED 0130 500000
MICROSOFT COM 594918104 368475 3400000 SH DEFINED 0126 3400000
MICROSOFT COM 594918104 195075 1800000 SH DEFINED 0111 1800000
MICROSOFT COM 594918104 15173 140000 SH DEFINED 011622 140000
MICROSOFT COM 594918104 34680 320000 SH DEFINED 011623 320000
MICROSOFT COM 594918104 75863 700000 SH DEFINED 011516 700000
MICROSOFT COM 594918104 72915 672800 SH DEFINED 011618 672800
MICROSOFT COM 594918104 4494 41460 SH DEFINED 0102 41460
MICROSOFT COM 594918104 60015 553772 SH DEFINED 0103 553772
<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
MICROSOFT COM 594918104 7077 65300 SH DEFINED 01 65300
MICRO STRATEGY COM 594972101 2048 72500 SH DEFINED 011614 72500
MICRON TECHNOLOGY COM 595112103 1195 48157 SH DEFINED 0103 48157
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 8182 73300 SH DEFINED 0105 73300
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 3907 35000 SH DEFINED 01 35000
MILLIPORE CORP COM 601073109 267 9782 SH DEFINED 0103 9782
MINERALS TECHNOLOGIE COM 603158106 96 1900 SH DEFINED 0102 1900
MN MINING & MFG CO COM 604059105 36996 450169 SH DEFINED 0102 450169
MN MINING & MFG CO COM 604059105 7823 95191 SH DEFINED 0103 95191
MN MINING & MFG CO COM 604059105 6082 74000 SH DEFINED 01 74000
MN P & L 144A $100 PREFERRED STOCK 6041103#1 5053 50000 SH DEFINED 0105 50000
MN P & L 144A $100 PREFERRED STOCK 6041103#1 3032 30000 SH DEFINED 01 30000
MN P&L 144A 6.70 PREFERRED STOCK 604110999 10350 100000 SH DEFINED 0105 100000
MIRAGE RESORTS INC COM 60462E104 34100 1600000 SH DEFINED 0126 1600000
MIRAGE RESORTS INC COM 60462E104 857 40230 SH DEFINED 0103 40230
MOBIL COM 607059102 153250 2000000 SH DEFINED 0126 2000000
MOBIL COM 607059102 57469 750000 SH DEFINED 0113 750000
MOBIL COM 607059102 3065 40000 SH DEFINED 0124 40000
MOBIL COM 607059102 8812 115000 SH DEFINED 0125 115000
MOBIL COM 607059102 25669 335000 SH DEFINED 0107 335000
MOBIL COM 607059102 30650 400000 SH DEFINED 011516 400000
MOBIL COM 607059102 56021 731100 SH DEFINED 0102 731100
MOBIL COM 607059102 45592 595000 SH DEFINED 0131 595000
MOBIL COM 607059102 15834 206643 SH DEFINED 0103 206643
MOBIL COM 607059102 2835 37000 SH DEFINED 01 37000
MOL MAGYAR COM 608464202 1873 69500 SH DEFINED 0124 69500
MOLEX INC CL A COM 608554200 140 6000 SH DEFINED 0102 6000
MONSANTO COMPANY COM 611662107 27938 500000 SH DEFINED 0130 500000
MONSANTO COMPANY COM 611662107 89400 1600000 SH DEFINED 0126 1600000
MONSANTO COMPANY COM 611662107 89400 1600000 SH DEFINED 0111 1600000
MONSANTO COMPANY COM 611662107 9672 173100 SH DEFINED 0124 173100
MONSANTO COMPANY COM 611662107 20294 363200 SH DEFINED 0125 363200
MONSANTO COMPANY COM 611662107 25396 454465 SH DEFINED 0102 454465
MONSANTO COMPANY COM 611662107 8933 159874 SH DEFINED 0103 159874
MOORE CORP COM 615785102 248 18699 SH DEFINED 0103 18699
JP MORGAN & CO INC COM 616880100 46850 400000 SH DEFINED 0113 400000
JP MORGAN & CO INC COM 616880100 23425 200000 SH DEFINED 0107 200000
JP MORGAN & CO INC COM 616880100 36894 315000 SH DEFINED 0131 315000
JP MORGAN & CO INC COM 616880100 6200 52938 SH DEFINED 0103 52938
JP MORGAN & CO INC COM 616880100 7916 67587 SH DEFINED 01 67587
MORGAN ST DEAN WITTE COM 617446448 27413 300000 SH DEFINED 0130 300000
MORGAN ST DEAN WITTE COM 617446448 12062 132000 SH DEFINED 0108 132000
MORGAN ST DEAN WITTE COM 617446448 274125 3000000 SH DEFINED 0126 3000000
MORGAN ST DEAN WITTE COM 617446448 91375 1000000 SH DEFINED 011516 1000000
MORGAN ST DEAN WITTE COM 617446448 84979 930000 SH DEFINED 011618 930000
MORGAN ST DEAN WITTE COM 617446448 12321 134844 SH DEFINED 0103 134844
MORGAN ST DEAN WITTE COM 617446448 7767 85000 SH DEFINED 01 85000
MORRISON KNUDSEN CRP COM 61844A109 260 18500 SH DEFINED 0102 18500
MORTON INTERNATIONAL COM 619335102 731 29232 SH DEFINED 0103 29232
MOTOROLA COM 620076109 42838 815000 SH DEFINED 0113 815000
<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
MOTOROLA COM 620076109 8147 155000 SH DEFINED 0124 155000
MOTOROLA COM 620076109 21834 415400 SH DEFINED 0125 415400
MOTOROLA COM 620076109 7884 150000 SH DEFINED 0135 150000
MOTOROLA COM 620076109 11301 215000 SH DEFINED 0107 215000
MOTOROLA COM 620076109 35361 672735 SH DEFINED 0102 672735
MOTOROLA COM 620076109 32852 625000 SH DEFINED 0131 625000
MOTOROLA COM 620076109 9676 184064 SH DEFINED 0103 184064
MOTOROLA COM 620076109 12983 247000 SH DEFINED 01 247000
MUSICLAND INC COM 62758B109 8077 576954 SH DEFINED 0103 576954
MUTUAL RISK COM 628351108 54656 1500000 SH DEFINED 0130 1500000
MUTUAL RISK COM 628351108 4069 111666 SH DEFINED 011620 111666
MUTUAL RISK COM 628351108 942 25850 SH DEFINED 0102 25850
MUTUAL RISK COM 628351108 9109 250000 SH DEFINED 0131 250000
MUTUAL RISK COM 628351108 652 17900 SH DEFINED 0103 17900
NCI BUILDING SYSTEMS COM 628852105 19052 329903 SH DEFINED 0103 329903
NCO GROUP COM 628858102 9900 450000 SH DEFINED 011614 450000
NIPSCO COM 629140104 22400 800000 SH DEFINED 0132 800000
NABORS INDUSTRIES IN COM 629568106 2969 149870 SH DEFINED 0102 149870
NACCO IND CL A COM 629579103 253 1959 SH DEFINED 0103 1959
NALCO CHEMICAL COM 629853102 507 14437 SH DEFINED 0103 14437
NATL BANK OF GREECE COM 633643101 2811 110000 SH DEFINED 0124 110000
NATIONAL CITY CORP COM 635405103 5252 73969 SH DEFINED 0103 73969
NATIONAL CITY CORP COM 635405103 10366 146000 SH DEFINED 01 146000
NATL DATA CORP COM 635621105 8313 190000 SH DEFINED 0128 190000
NATIONAL OILWELL INC COM 637071101 241 8990 SH DEFINED 0103 8990
NATL SEMICONDUCTOR COM 637640103 486 36834 SH DEFINED 0103 36834
NATL SERVICES IND COM 637657107 476 9350 SH DEFINED 0103 9350
NAT CORP HOUSING COM 637995994 100 500 SH DEFINED 01 500
NATIONS BANK COM 638585109 45900 600000 SH DEFINED 0113 600000
NATIONS BANK COM 638585109 19125 250000 SH DEFINED 0124 250000
NATIONS BANK COM 638585109 47025 614700 SH DEFINED 0125 614700
NATIONS BANK COM 638585109 6518 85200 SH DEFINED 0135 85200
NATIONS BANK COM 638585109 40163 525000 SH DEFINED 0107 525000
NATIONS BANK COM 638585109 43860 573341 SH DEFINED 0102 573341
NATIONS BANK COM 638585109 34425 450000 SH DEFINED 0131 450000
NATIONS BANK COM 638585109 21009 274624 SH DEFINED 0103 274624
NATIONWIDE FINL COM 638612101 6120 120000 SH DEFINED 0128 120000
NATIONWIDE FINL COM 638612101 5100 100000 SH DEFINED 011619 100000
NATIONWIDE FINL COM 638612101 6120 120000 SH DEFINED 011620 120000
NATIONWIDE FINL COM 638612101 22950 450000 SH DEFINED 011614 450000
NATIONWIDE FINL COM 638612101 871 17048 SH DEFINED 0102 17048
NATIONWIDE FINL COM 638612101 9246 181300 SH DEFINED 0131 181300
NATIONWIDE FINL COM 638612101 546 10700 SH DEFINED 0103 10700
NATIONWIDE FINL COM 638612101 918 18000 SH DEFINED 01 18000
NATIONWIDE HEALTH COM 638620104 7759 325000 SH DEFINED 0113 325000
NATIONWIDE HEALTH COM 638620104 5969 250000 SH DEFINED 0131 250000
NATIONWIDE HEALTH COM 638620104 478 20000 SH DEFINED 0103 20000
NAVISTAR INTL CORP COM 63934E108 10125 350678 SH DEFINED 0103 350678
NEUBERGR&BERMN-FOCUS COM 640917506 1702 71852 SH DEFINED 0103 71852
NETWORKS ASSOCIATES COM 640938106 35906 750000 SH DEFINED 0130 750000
<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
NETWORKS ASSOCIATES COM 640938106 86175 1800000 SH DEFINED 0126 1800000
NETWORKS ASSOCIATES COM 640938106 12208 255000 SH DEFINED 0128 255000
NETWORKS ASSOCIATES COM 640938106 71813 1500000 SH DEFINED 0111 1500000
NETWORKS ASSOCIATES COM 640938106 57450 1200000 SH DEFINED 011516 1200000
NETWORKS ASSOCIATES COM 640938106 35906 750000 SH DEFINED 011618 750000
NETWORKS ASSOCIATES COM 640938106 38899 812511 SH DEFINED 011619 812511
NETWORKS ASSOCIATES COM 640938106 32316 675000 SH DEFINED 011614 675000
NETWORKS ASSOCIATES COM 640938106 57193 1194640 SH DEFINED 0102 1194640
NETWORKS ASSOCIATES COM 640938106 16710 349025 SH DEFINED 0131 349025
NETWORKS ASSOCIATES COM 640938106 1516 31650 SH DEFINED 0103 31650
NETWORKS ASSOCIATES COM 640938106 7468 156000 SH DEFINED 01 156000
NEVADA POWER COM 641423108 5150 200000 SH DEFINED 0132 200000
NEW CENTURY ENERGIES COM 64352U103 40894 900000 SH DEFINED 0113 900000
NEW CENTURY ENERGIES COM 64352U103 20447 450000 SH DEFINED 0132 450000
NEW CENTURY ENERGIES COM 64352U103 19311 425000 SH DEFINED 0107 425000
NEW CENTURY ENERGIES COM 64352U103 31806 700000 SH DEFINED 0131 700000
NEW CENTURY ENERGIES COM 64352U103 1304 28700 SH DEFINED 0103 28700
NEW ENGLAND ELEC SYS COM 644001109 10813 250000 SH DEFINED 0132 250000
NJ NATL GAS 100 144A PREFERRED STOCK 645869207 20350 200000 SH DEFINED 0105 200000
NEW JERSEY RESOURCES COM 646025106 12491 350000 SH DEFINED 0132 350000
NEW YORK TIMES CLA COM 650111107 110950 1400000 SH DEFINED 0126 1400000
NEW YORK TIMES CLA COM 650111107 1706 21526 SH DEFINED 0103 21526
NEWELL CO COM 651192106 14446 290000 SH DEFINED 0108 290000
NEWELL CO COM 651192106 6476 130000 SH DEFINED 011620 130000
NEWELL CO COM 651192106 1798 36089 SH DEFINED 0103 36089
NEWFIELD EXPLORATION COM 651290108 9940 399600 SH DEFINED 0128 399600
NEWFIELD EXPLORATION COM 651290108 23009 925000 SH DEFINED 0106 925000
NEWFIELD EXPLORATION COM 651290108 15843 636880 SH DEFINED 0102 636880
NEWFIELD EXPLORATION COM 651290108 641 25770 SH DEFINED 0103 25770
NEWMONT MINING COM 651639106 945 40000 SH DEFINED 0127 40000
NEWMONT MINING COM 651639106 829 35090 SH DEFINED 0103 35090
NEWS CORP LTD ADR COM 652487703 5622 175000 SH DEFINED 011620 175000
NEXTEL COMMUNICATION COM 65332V103 1021 41056 SH DEFINED 0109 41056
NEXTEL COMMUNICATION COM 65332V103 154 6197 SH DEFINED 011621 6197
NEXTEL COMMUNICATION COM 65332V103 1530 61509 SH DEFINED 0103 61509
NEXTEL COMM WTS WARRANT 65332V111 0 18902 SH DEFINED 0109 18902
NIAGARA MOHAWK POWER COM 653522102 484 32385 SH DEFINED 0103 32385
NIBCO STOCK COM 653650101 34222 242380 SH DEFINED 0103 242380
NICE SYSTEMS LTD ADR COM 653656108 3188 85000 SH DEFINED 0124 85000
NICOR COM 654086107 10232 255000 SH DEFINED 0132 255000
NICOR COM 654086107 419 10449 SH DEFINED 0103 10449
NIKE INC CL B COM 654106103 73031 1500000 SH DEFINED 0111 1500000
NIKE INC CL B COM 654106103 6329 130000 SH DEFINED 0124 130000
NIKE INC CL B COM 654106103 11982 246100 SH DEFINED 0125 246100
NIKE INC CL B COM 654106103 4382 90000 SH DEFINED 011622 90000
NIKE INC CL B COM 654106103 9738 200000 SH DEFINED 011623 200000
NIKE INC CL B COM 654106103 88419 1816155 SH DEFINED 0102 1816155
NIKE INC CL B COM 654106103 4332 88984 SH DEFINED 0103 88984
NIKE INC CL B COM 654106103 1164 23900 SH DEFINED 01 23900
NOBLE AFFILIATES COM 654894104 13173 346700 SH DEFINED 0102 346700
<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
NOBLE AFFILIATES COM 654894104 10146 267000 SH DEFINED 0131 267000
NOBLE AFFILIATES COM 654894104 700 18425 SH DEFINED 0103 18425
NOKIA ADR A COM 654902204 15166 209004 SH DEFINED 0103 209004
NORDSTROM INC COM 655664100 19313 250000 SH DEFINED 011618 250000
NORDSTROM INC COM 655664100 1316 17041 SH DEFINED 0103 17041
NORDSTROM INC COM 655664100 5639 73000 SH DEFINED 01 73000
NORFOLK SOUTHERN CO COM 655844108 2539 85151 SH DEFINED 0103 85151
NORFOLK SO RAILWAY PREFERRED STOCK 655855203 4 80 SH DEFINED 0102 80
NORTHE FACE INC. COM 659317101 2400 100000 SH DEFINED 011619 100000
NORTHRN ST PWR CO MN COM 665772109 28625 1000000 SH DEFINED 0130 1000000
NORTHRN ST PWR CO MN COM 665772109 22900 800000 SH DEFINED 0113 800000
NORTHRN ST PWR CO MN COM 665772109 17576 614000 SH DEFINED 0132 614000
NORTHRN ST PWR CO MN COM 665772109 20610 720000 SH DEFINED 0107 720000
NORTHRN ST PWR CO MN COM 665772109 19465 680000 SH DEFINED 0131 680000
NORTHRN ST PWR CO MN COM 665772109 2005 70010 SH DEFINED 0103 70010
NORTHRN ST PWR CO MN COM 665772109 8525 297800 SH DEFINED 01 297800
NORTHRN TELECOM COM 665815106 113500 2000000 SH DEFINED 0126 2000000
NORTHRN TELECOM COM 665815106 6958 122600 SH DEFINED 0124 122600
NORTHRN TELECOM COM 665815106 26201 461700 SH DEFINED 0112 461700
NORTHRN TELECOM COM 665815106 15601 274900 SH DEFINED 0125 274900
NORTHRN TELECOM COM 665815106 11350 200000 SH DEFINED 0135 200000
NORTHRN TELECOM COM 665815106 29794 525000 SH DEFINED 011618 525000
NORTHRN TELECOM COM 665815106 3405 60000 SH DEFINED 011620 60000
NORTHRN TELECOM COM 665815106 42449 748000 SH DEFINED 011617 748000
NORTHRN TELECOM COM 665815106 23534 414667 SH DEFINED 0102 414667
NORTHRN TELECOM COM 665815106 7963 140322 SH DEFINED 0103 140322
NORTHRN TELECOM COM 665815106 3121 55000 SH DEFINED 01 55000
NORTHERN TRUST CORP COM 665859104 1908 25017 SH DEFINED 0103 25017
NORTHROP GRUMMAN COR COM 666807102 1576 15278 SH DEFINED 0103 15278
NWA COM 667280101 26703 692450 SH DEFINED 0111 692450
NWA COM 667280101 2892 75000 SH DEFINED 011622 75000
NWA COM 667280101 5784 150000 SH DEFINED 011623 150000
NWA COM 667280101 212 5500 SH DEFINED 0102 5500
NORTHWEST NATURAL GA COM 667655104 5943 212500 SH DEFINED 0132 212500
NORWEST CORP COM 669380107 29900 800000 SH DEFINED 0130 800000
NORWEST CORP COM 669380107 13051 349200 SH DEFINED 0108 349200
NORWEST CORP COM 669380107 373750 10000000 SH DEFINED 0126 10000000
NORWEST CORP COM 669380107 24294 650000 SH DEFINED 0107 650000
NORWEST CORP COM 669380107 37375 1000000 SH DEFINED 011516 1000000
NORWEST CORP COM 669380107 22425 600000 SH DEFINED 011618 600000
NORWEST CORP COM 669380107 2990 80000 SH DEFINED 011620 80000
NORWEST CORP COM 669380107 161570 4322894 SH DEFINED 0102 4322894
NORWEST CORP COM 669380107 7831 209525 SH DEFINED 0103 209525
NORWEST CORP COM 669380107 2228 59600 SH DEFINED 01 59600
NOVACARE CORP CONV BOND 669930AA7 6685 7000000 PRN DEFINED 0104 7000000
NOVACARE CORP CONV BOND 669930AA7 2865 3000000 PRN DEFINED 011621 3000000
NOVELL INC COM 670006105 1003 78694 SH DEFINED 0103 78694
NUCOR CORP COM 670346105 78 1700 SH DEFINED 0102 1700
NUCOR CORP COM 670346105 907 19716 SH DEFINED 0103 19716
OCCIDENTAL PETROLEUM COM 674599105 2229 82561 SH DEFINED 0103 82561
<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
OCEAN ENERGY INC COM 674812201 5595 286000 SH DEFINED 0128 286000
OCWEN FINANCIAL CORP COM 675746101 18813 700000 SH DEFINED 0106 700000
OFFICE MAX COM 67622M108 6270 380000 SH DEFINED 0128 380000
OFFICE MAX COM 67622M108 34650 2100000 SH DEFINED 0106 2100000
OFFICE MAX COM 67622M108 21240 1287300 SH DEFINED 011618 1287300
OFFICE MAX COM 67622M108 19800 1200000 SH DEFINED 011614 1200000
OFFICE DEP PUT 11/00 CONV BOND 676220AB2 5612 7300000 PRN DEFINED 0130 7300000
OFFICE DEP PUT 11/00 CONV BOND 676220AB2 6611 8600000 PRN DEFINED 0104 8600000
OFFICE DEP PUT 11/00 CONV BOND 676220AB2 3383 4400000 PRN DEFINED 011621 4400000
OFFICE DEPOT INC COM 676220106 55234 1750000 SH DEFINED 011516 1750000
OFFICE DEPOT INC COM 676220106 26828 850000 SH DEFINED 011614 850000
OFFICE DEPOT INC COM 676220106 1363 43150 SH DEFINED 0102 43150
OFFICE DEPOT INC COM 676220106 16182 512700 SH DEFINED 0131 512700
OFFICE DEPOT INC COM 676220106 950 30100 SH DEFINED 0103 30100
OFFICE DEPOT INC COM 676220106 5208 165000 SH DEFINED 01 165000
OGDEN CORP COM 676346109 12778 461500 SH DEFINED 0103 461500
OHIO POWER CO $100 PREFERRED STOCK 677415796 3836 36000 SH DEFINED 0105 36000
OHI PWR CO $100 PREFERRED STOCK 677415812 1075 10000 SH DEFINED 0105 10000
OHIO PWR CO $100 PREFERRED STOCK 677415820 549 5000 SH DEFINED 0105 5000
OMNICARE, INC. COM 681904108 34168 896225 SH DEFINED 0102 896225
OMNICARE, INC. COM 681904108 1599 41925 SH DEFINED 0103 41925
OMNICOM GROUP COM 681919106 1912 38336 SH DEFINED 0103 38336
OMNIPOINT CORP COM 68212D102 18923 825000 SH DEFINED 0106 825000
ONEOK INC COM 682680103 10966 275000 SH DEFINED 0132 275000
ONEOK INC COM 682680103 285 7139 SH DEFINED 0103 7139
OPEN JNT VIMPEL COMM COM 68370R109 2551 57000 SH DEFINED 0124 57000
OPTEL INC NON-VTG CM COM 683817100 68 17000 SH DEFINED 0109 17000
ORACLE CORP COM COM 68389X105 5373 218744 SH DEFINED 0103 218744
ORBITAL SCIENCES COR COM 685564106 12334 330000 SH DEFINED 011614 330000
ORYX ENERGY CO COM 68763F100 525 23709 SH DEFINED 0103 23709
OUTDOOR SYSTEM COM 690057104 18200 650000 SH DEFINED 0106 650000
OUTDOOR SYSTEM COM 690057104 25200 900000 SH DEFINED 011619 900000
OUTDOOR SYSTEM COM 690057104 56700 2025000 SH DEFINED 011614 2025000
OUTDOOR SYSTEM COM 690057104 82158 2934268 SH DEFINED 0102 2934268
OUTDOOR SYSTEM COM 690057104 39375 1406250 SH DEFINED 0131 1406250
OUTDOOR SYSTEM COM 690057104 3696 131999 SH DEFINED 0103 131999
OUTDOOR SYSTEM COM 690057104 924 33000 SH DEFINED 01 33000
OWENS-CORNING COM 69073F103 510 12488 SH DEFINED 0103 12488
OWENS & MINOR INC COM 690732102 1694 169435 SH DEFINED 0103 169435
OWENS ILLINOIS INC COM 690768403 22375 500000 SH DEFINED 0130 500000
OWENS ILLINOIS INC COM 690768403 5594 125000 SH DEFINED 0108 125000
OWENS ILLINOIS INC COM 690768403 2238 50000 SH DEFINED 0124 50000
OWENS ILLINOIS INC COM 690768403 8279 185000 SH DEFINED 0125 185000
OWENS ILLINOIS INC COM 690768403 3471 77550 SH DEFINED 0102 77550
OWENS ILLINOIS INC COM 690768403 2354 52594 SH DEFINED 0103 52594
OWENS-ILL CVT PFD CONV PFD STOCK 690768502 20850 400000 SH DEFINED 0130 400000
OWENS-ILL CVT PFD CONV PFD STOCK 690768502 2085 40000 SH DEFINED 0104 40000
OWENS-ILL CVT PFD CONV PFD STOCK 690768502 1043 20000 SH DEFINED 011621 20000
PBHG GROWTH FUND COM 69316H106 13256 487891 SH DEFINED 0103 487891
PCD INC COM 69318P106 4281 250000 SH DEFINED 011619 250000
<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
PECO ENERGY COM 693304107 8756 300000 SH DEFINED 0132 300000
PECO ENERGY COM 693304107 2627 90000 SH DEFINED 0124 90000
PECO ENERGY COM 693304107 8756 300000 SH DEFINED 0125 300000
PECO ENERGY COM 693304107 1720 58905 SH DEFINED 0103 58905
PACIFIC GAS & ELEC COM 69331C108 2712 85936 SH DEFINED 0103 85936
PIMCO TOTAL RET FUND COM 693390726 9791 913263 SH DEFINED 0103 913263
PNC FINL CORP COM 693475105 3632 67501 SH DEFINED 0103 67501
PP & L RESOURCES COM 693499105 860 37896 SH DEFINED 0103 37896
PPG INDUSTRIES INC COM 693506107 2758 39650 SH DEFINED 0103 39650
PS BUSINESS PARKS COM 69360J107 3525 150000 SH DEFINED 0128 150000
PSS WORLD MEDICAL COM 69366A100 18281 1250000 SH DEFINED 0106 1250000
PACCAR INC COM 693718108 928 17758 SH DEFINED 0103 17758
PACIFIC GAS & ELEC PREFERRED STOCK 694308651 3140 120200 SH DEFINED 0105 120200
PACIFIC GAS & ELEC PREFERRED STOCK 694308693 18879 717500 SH DEFINED 0105 717500
PACIFICORP COM 695114108 1521 67205 SH DEFINED 0103 67205
PACIFICORP $100 PAR PREFERRED STOCK 695114678 16444 150000 SH DEFINED 0105 150000
PACIFICORP $100 PAR PREFERRED STOCK 695114678 1096 10000 SH DEFINED 0116 10000
PAGEMART NATIONWIDE COM 69553Q108 406 50750 SH DEFINED 0109 50750
PAIN WEBBER GLOBAL COM 695910877 2 159 SH DEFINED 01 159
PAIR GAIN TECH COM 695934109 21797 1250000 SH DEFINED 0106 1250000
PAIR GAIN TECH COM 695934109 3488 200000 SH DEFINED 011619 200000
PAIR GAIN TECH COM 695934109 12206 700000 SH DEFINED 011614 700000
PAIR GAIN TECH COM 695934109 19 1086 SH DEFINED 0102 1086
PAIR GAIN TECH COM 695934109 436 25000 SH DEFINED 01 25000
PALL CORP COM 696429307 557 27177 SH DEFINED 0103 27177
PAPA JOHN COM 698813102 22889 580400 SH DEFINED 0102 580400
PAPA JOHN COM 698813102 5916 150000 SH DEFINED 0131 150000
PAPA JOHN COM 698813102 1043 26450 SH DEFINED 0103 26450
PARAMETRIC TECH CORP COM 699173100 10465 385800 SH DEFINED 0108 385800
PARAMETRIC TECH CORP COM 699173100 21700 800000 SH DEFINED 0111 800000
PARAMETRIC TECH CORP COM 699173100 4476 165000 SH DEFINED 0124 165000
PARAMETRIC TECH CORP COM 699173100 11194 412700 SH DEFINED 0125 412700
PARAMETRIC TECH CORP COM 699173100 40688 1500000 SH DEFINED 011516 1500000
PARAMETRIC TECH CORP COM 699173100 3526 130000 SH DEFINED 011620 130000
PARAMETRIC TECH CORP COM 699173100 30793 1135200 SH DEFINED 0102 1135200
PARAMETRIC TECH CORP COM 699173100 2359 86965 SH DEFINED 0103 86965
PARKER-HANNIFIN COM 701094104 933 24466 SH DEFINED 0103 24466
PATRIOT AMERN HOSP COM 703352203 6703 280004 SH DEFINED 0107 280004
PAYCHEX INC COM 704326107 81375 2000000 SH DEFINED 0126 2000000
PAYCHEX INC COM 704326107 110517 2716219 SH DEFINED 0102 2716219
PAYCHEX INC COM 704326107 41192 1012387 SH DEFINED 0131 1012387
PAYCHEX INC COM 704326107 4445 109244 SH DEFINED 0103 109244
PAYMENTECH INC COM 704384106 13446 653900 SH DEFINED 011618 653900
PEGASUS COMM CORP COM 705904100 355 16923 SH DEFINED 0109 16923
PENNEY J C COM 708160106 62189 860000 SH DEFINED 0113 860000
PENNEY J C COM 708160106 12655 175000 SH DEFINED 0125 175000
PENNEY J C COM 708160106 43749 605000 SH DEFINED 0107 605000
PENNEY J C COM 708160106 402 5550 SH DEFINED 0102 5550
PENNEY J C COM 708160106 50546 699000 SH DEFINED 0131 699000
PENNEY J C COM 708160106 6179 85454 SH DEFINED 0103 85454
<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
PENNEY J C COM 708160106 14318 198000 SH DEFINED 01 198000
PENTAIR INC COM 709631105 2991 70387 SH DEFINED 0103 70387
PENNZOIL COM 709903108 540 10657 SH DEFINED 0103 10657
PEOPLES ENERGY CORP COM 711030106 305 7902 SH DEFINED 0103 7902
PEOPLE SOFT COM 712713106 47000 1000000 SH DEFINED 0130 1000000
PEOPLE SOFT COM 712713106 12925 275000 SH DEFINED 0108 275000
PEOPLE SOFT COM 712713106 86950 1850000 SH DEFINED 0126 1850000
PEOPLE SOFT COM 712713106 23500 500000 SH DEFINED 0111 500000
PEOPLE SOFT COM 712713106 2350 50000 SH DEFINED 011622 50000
PEOPLE SOFT COM 712713106 4700 100000 SH DEFINED 011623 100000
PEOPLE SOFT COM 712713106 47000 1000000 SH DEFINED 011516 1000000
PEOPLE SOFT COM 712713106 12220 260000 SH DEFINED 011619 260000
PEOPLE SOFT COM 712713106 18800 400000 SH DEFINED 011614 400000
PEOPLE SOFT COM 712713106 112360 2390614 SH DEFINED 0102 2390614
PEOPLE SOFT COM 712713106 57049 1213800 SH DEFINED 0131 1213800
PEOPLE SOFT COM 712713106 4854 103276 SH DEFINED 0103 103276
PEOPLE SOFT COM 712713106 7050 150000 SH DEFINED 01 150000
PEP BOYS COM 713278109 270 14235 SH DEFINED 0103 14235
PEPSICO COM 713448108 13797 334988 SH DEFINED 0103 334988
PEREZ COMPANC SA ADR COM 713665107 5534 550000 SH DEFINED 0135 550000
PERKIN ELMER COM 714041100 696 11190 SH DEFINED 0103 11190
PERSONNEL GROUP AMER COM 715338109 6000 300000 SH DEFINED 011619 300000
PERVASIVE SOFTWARE COM 715710109 3061 295000 SH DEFINED 011619 295000
PERVASIVE SOFTWARE COM 715710109 5188 500000 SH DEFINED 011614 500000
PETROBRAS ADR COM 71654V101 2695 145000 SH DEFINED 0124 145000
PETROBRAS ADR COM 71654V101 5065 272500 SH DEFINED 0112 272500
PETROBRAS ADR COM 71654V101 4415 237500 SH DEFINED 0135 237500
PETROBRAS ADR COM 71654V101 7900 425000 SH DEFINED 011617 425000
PETROLEUM GEO SERV COM 716597109 12200 400000 SH DEFINED 0128 400000
PETROLEUM GEO SERV COM 716597109 6100 200000 SH DEFINED 011619 200000
PETROLEUM GEO SERV COM 716597109 13707 449400 SH DEFINED 011614 449400
PETROLEUM GEO SERV COM 716597109 788 25800 SH DEFINED 0102 25800
PETROLEUM GEO SERV COM 716597109 9071 297400 SH DEFINED 0131 297400
PETROLEUM GEO SERV COM 716597109 555 18200 SH DEFINED 0103 18200
PETSMART COM 716768106 11000 1100000 SH DEFINED 011614 1100000
PHARMACYCLICS INC COM 716933106 3800 160000 SH DEFINED 011619 160000
PHARMACIA & UPJOHN COM 716941109 2168 47000 SH DEFINED 0124 47000
PHARMACIA & UPJOHN COM 716941109 4875 105700 SH DEFINED 0125 105700
PHARMACIA & UPJOHN COM 716941109 637 13800 SH DEFINED 0102 13800
PHARMACIA & UPJOHN COM 716941109 5710 123785 SH DEFINED 0103 123785
PHARMACIA & UPJOHN COM 716941109 3690 80000 SH DEFINED 01 80000
PFIZER COM 717081103 65213 600000 SH DEFINED 0130 600000
PFIZER COM 717081103 510831 4700000 SH DEFINED 0126 4700000
PFIZER COM 717081103 173900 1600000 SH DEFINED 0111 1600000
PFIZER COM 717081103 12570 115650 SH DEFINED 0124 115650
PFIZER COM 717081103 34117 313900 SH DEFINED 0125 313900
PFIZER COM 717081103 18260 168000 SH DEFINED 0135 168000
PFIZER COM 717081103 13043 120000 SH DEFINED 011622 120000
PFIZER COM 717081103 29346 270000 SH DEFINED 011623 270000
PFIZER COM 717081103 70647 650000 SH DEFINED 011516 650000
<PAGE> PAGE 50
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PFIZER COM 717081103 43475 400000 SH DEFINED 011618 400000
PFIZER COM 717081103 96089 884065 SH DEFINED 0102 884065
PFIZER COM 717081103 33922 312099 SH DEFINED 0103 312099
PFIZER COM 717081103 21737 200000 SH DEFINED 01 200000
PHELPS DODGE COM 717265102 754 13179 SH DEFINED 0103 13179
PHILIP MORRIS COM 718154107 12994 330000 SH DEFINED 0135 330000
PHILIP MORRIS COM 718154107 26184 665000 SH DEFINED 011618 665000
PHILIP MORRIS COM 718154107 91085 2313198 SH DEFINED 0102 2313198
PHILIP MORRIS COM 718154107 21906 556332 SH DEFINED 0103 556332
PHILIP MORRIS COM 718154107 6615 168000 SH DEFINED 01 168000
PHILLIPS PETROLEUM COM 718507106 2825 58615 SH DEFINED 0103 58615
PHOENIX SHANNON 144A CONV BOND 719138AA7 20 2000000 PRN DEFINED 0104 2000000
PHY RELIANCE NETWORK COM 71940G108 10065 880000 SH DEFINED 011614 880000
PINNACLE WEST CAPITA COM 723484101 22500 500000 SH DEFINED 0132 500000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 9375 100000 SH DEFINED 0104 100000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 4688 50000 SH DEFINED 0110 50000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 4688 50000 SH DEFINED 011618 50000
PIONEER HI-BRED COM 723686101 2283 55170 SH DEFINED 0103 55170
PIPER TRUST COM 724100995 4977 309698 SH DEFINED 0103 309698
PITNEY BOWES COM 724479100 2972 61753 SH DEFINED 0103 61753
PLACER DOME INC COM 725906101 2350 200000 SH DEFINED 0127 200000
PLACER DOME INC COM 725906101 668 56817 SH DEFINED 0103 56817
PLATINUM SOFTWARE COM 72764R105 8056 330500 SH DEFINED 011614 330500
PLATINUM TECH CONV BOND 72764TAB7 16200 15000000 PRN DEFINED 0130 15000000
PLATINUM TECH CONV BOND 72764TAB7 7020 6500000 PRN DEFINED 0128 6500000
PLATINUM TECH INC COM 72764T101 21422 750000 SH DEFINED 0106 750000
PLATINUM TECH INC COM 72764T101 42844 1500000 SH DEFINED 011516 1500000
PLATINUM TECH INC COM 72764T101 4284 150000 SH DEFINED 011619 150000
PLATINUM TECH INC COM 72764T101 33785 1182850 SH DEFINED 0102 1182850
PLATINUM TECH INC COM 72764T101 8569 300000 SH DEFINED 0131 300000
PLATINUM TECH INC COM 72764T101 1071 37500 SH DEFINED 0103 37500
POLARIS INDS INC COM 731068102 6773 180000 SH DEFINED 0128 180000
POLAROID COM 731095105 340 9566 SH DEFINED 0103 9566
POLICY MGMT SYSTEMS COM 731108106 6869 175000 SH DEFINED 0128 175000
POLICY MGMT SYSTEMS COM 731108106 18055 460000 SH DEFINED 011614 460000
POLICY MGMT SYSTEMS COM 731108106 39 980 SH DEFINED 0102 980
POLICY MGMT SYSTEMS COM 731108106 1817 46300 SH DEFINED 0131 46300
POLICY MGMT SYSTEMS COM 731108106 4397 112000 SH DEFINED 01 112000
POTLATCH CORP COM 737628107 273 6492 SH DEFINED 0103 6492
PRAXAIR COM 74005P104 1655 35361 SH DEFINED 0103 35361
PRAXAIR INC PREFERRED STOCK 74005P203 7347 70000 SH DEFINED 0105 70000
PREMIERE PARKS COM 740540208 14906 225000 SH DEFINED 011614 225000
PREMIERE PARKS COM 740540208 5313 80200 SH DEFINED 0131 80200
PRICE COMMUNICATIONS WARRANT 741437149 624 41280 SH DEFINED 0109 41280
PRICE COMMUNICATIONS WARRANT 741437149 349 23048 SH DEFINED 011621 23048
PRIMUS TELECOM WTS WARRANT 741929111 254 11550 SH DEFINED 0109 11550
PRIMUS TELECOM WTS WARRANT 741929111 51 2300 SH DEFINED 011618 2300
PRIDE INTL COM 741932107 15244 900000 SH DEFINED 0106 900000
PROCTER & GAMBLE COM 742718109 54638 600000 SH DEFINED 0130 600000
PROCTER & GAMBLE COM 742718109 182125 2000000 SH DEFINED 0126 2000000
<PAGE> PAGE 51
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PROCTER & GAMBLE COM 742718109 45531 500000 SH DEFINED 011516 500000
PROCTER & GAMBLE COM 742718109 49176 540030 SH DEFINED 011618 540030
PROCTER & GAMBLE COM 742718109 66764 733183 SH DEFINED 0102 733183
PROCTER & GAMBLE COM 742718109 27647 303610 SH DEFINED 0103 303610
PROCTER & GAMBLE COM 742718109 1175 12900 SH DEFINED 01 12900
PROFIT RECOVERY COM 743168106 5588 200000 SH DEFINED 011619 200000
PROGRESSIVE CORP OH COM 743315103 104834 743500 SH DEFINED 011516 743500
PROGRESSIVE CORP OH COM 743315103 874 6200 SH DEFINED 0102 6200
PROGRESSIVE CORP OH COM 743315103 2313 16406 SH DEFINED 0103 16406
PROGRESSIVE CORP OH COM 743315103 5640 40000 SH DEFINED 01 40000
PROMUS HOTEL (NEW) COM 74342P106 69300 1800000 SH DEFINED 0126 1800000
PROMUS HOTEL (NEW) COM 74342P106 30800 800000 SH DEFINED 0111 800000
PROMUS HOTEL (NEW) COM 74342P106 32964 856215 SH DEFINED 0102 856215
PROMUS HOTEL (NEW) COM 74342P106 26042 676400 SH DEFINED 0103 676400
PROTECTIVE LIFE CORP COM 743674103 1277 34800 SH DEFINED 011614 34800
PROTECTIVE LIFE CORP COM 743674103 47868 1304724 SH DEFINED 0103 1304724
PROVIDENT COS INC COM 743862104 34500 1000000 SH DEFINED 0111 1000000
PROVIDENT FINL COM 743866105 575 12600 SH DEFINED 0102 12600
PRUDENTIAL UTIL CL A COM 743911208 3 226 SH DEFINED 01 226
PROVIDIAN FIN COM 74406A102 19641 250000 SH DEFINED 0130 250000
PROVIDIAN FIN COM 74406A102 79627 1013550 SH DEFINED 0111 1013550
PROVIDIAN FIN COM 74406A102 4030 51300 SH DEFINED 011622 51300
PROVIDIAN FIN COM 74406A102 8068 102700 SH DEFINED 011623 102700
PROVIDIAN FIN COM 74406A102 15713 200000 SH DEFINED 011619 200000
PROVIDIAN FIN COM 74406A102 2174 27695 SH DEFINED 0102 27695
PROVIDIAN FIN COM 74406A102 26004 331000 SH DEFINED 0131 331000
PROVIDIAN FIN COM 74406A102 4021 51189 SH DEFINED 0103 51189
PROVIDIAN FIN COM 74406A102 11392 145000 SH DEFINED 01 145000
PUB SERV ENTERPRISES COM 744573106 10331 300000 SH DEFINED 0132 300000
PUB SERV ENTERPRISES COM 744573106 1792 52022 SH DEFINED 0103 52022
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 5178 47507 SH DEFINED 01 47507
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 1036 9501 SH DEFINED 0116 9501
PULTE CORP. COM 745867101 290 9696 SH DEFINED 0103 9696
PUTNAM HIGH YIELD COM 74678J104 3 262 SH DEFINED 01 262
QUAKER OATS COM 747402105 1706 31056 SH DEFINED 0103 31056
QUINTILES TRANSNATIO COM 748767100 19675 400000 SH DEFINED 0106 400000
QUORUM HEALTH COM 749084109 31800 1200000 SH DEFINED 0106 1200000
R & B FALCON CORP COM 74912E101 5204 230000 SH DEFINED 0128 230000
R & B FALCON CORP COM 74912E101 13575 600000 SH DEFINED 011618 600000
R & B FALCON CORP COM 74912E101 2828 125000 SH DEFINED 011619 125000
R & B FALCON CORP COM 74912E101 10181 450000 SH DEFINED 011614 450000
R & B FALCON CORP COM 74912E101 6788 300000 SH DEFINED 0131 300000
RPM INC OHIO COM 749685103 197 11625 SH DEFINED 0102 11625
RADIANT SYSTEMS COM 75025N102 2320 160000 SH DEFINED 011619 160000
RAINFOREST CAFE INC COM 75086K104 4163 300000 SH DEFINED 011619 300000
RALSTON PURINA GP COM 751277302 2761 23636 SH DEFINED 0103 23636
RANDGOLD RESOURC GDR COM 752344101 161 30000 SH DEFINED 0127 30000
RATIONAL SOFTWARE COM 75409P202 4575 300000 SH DEFINED 011614 300000
RAYCHEM COM 754603108 548 18526 SH DEFINED 0103 18526
RAYCHEM COM 754603108 7504 253850 SH DEFINED 01 253850
<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
RAYONIER COM 754907103 3680 80000 SH DEFINED 0128 80000
RAYTHEON CO CL B COM 755111408 8207 138800 SH DEFINED 0124 138800
RAYTHEON CO CL B COM 755111408 20445 345800 SH DEFINED 0125 345800
RAYTHEON CO CL B COM 755111408 27728 468885 SH DEFINED 0102 468885
RAYTHEON CO CL B COM 755111408 5638 95368 SH DEFINED 0103 95368
RAYTHEON CO CL B COM 755111408 3075 52000 SH DEFINED 01 52000
READ-RITE CORP CONV BOND 755246AA3 2959 4725000 PRN DEFINED 0104 4725000
READ-RITE CORP CONV BOND 755246AA3 2740 4375000 PRN DEFINED 0109 4375000
READ-RITE CORP CONV BOND 755246AA3 1534 2450000 PRN DEFINED 011621 2450000
REEBOK INTERNATIONAL COM 758110100 350 12626 SH DEFINED 0103 12626
RELTEC CORP COM 759527104 5625 125000 SH DEFINED 011619 125000
RENAISSANCE WORLDWID COM 75968A109 21750 1000000 SH DEFINED 0106 1000000
RENAISSANCE WORLDWID COM 75968A109 17400 800000 SH DEFINED 011614 800000
REPTRON ELECTRONICS COM 76026W109 5284 472340 SH DEFINED 0103 472340
REPUBLIC INDUSTRIES COM 760516104 46873 1874915 SH DEFINED 011618 1874915
REPUBLIC INDUSTRIES COM 760516104 23 913 SH DEFINED 0102 913
REPUBLIC INDUSTRIES COM 760516104 525 21000 SH DEFINED 01 21000
REPUBLIC NY COM 760719104 1523 24202 SH DEFINED 0103 24202
RESTORATION HARDWARE COM 760981100 1256 50000 SH DEFINED 011619 50000
RESTORATION HARDWARE COM 760981100 640 25500 SH DEFINED 0102 25500
RESTORATION HARDWARE COM 760981100 13 500 SH DEFINED 0103 500
RESPIRONICS INC COM 761230101 2192 140820 SH DEFINED 0102 140820
REXALL SUNDOWN COM 761648104 15863 450000 SH DEFINED 011614 450000
REXALL SUNDOWN COM 761648104 24691 700435 SH DEFINED 0102 700435
REXALL SUNDOWN COM 761648104 323 9150 SH DEFINED 0103 9150
REXALL SUNDOWN COM 761648104 423 12000 SH DEFINED 01 12000
REYNOLDS METALS COM 761763101 15383 275000 SH DEFINED 0113 275000
REYNOLDS METALS COM 761763101 6103 109100 SH DEFINED 0124 109100
REYNOLDS METALS COM 761763101 9672 172900 SH DEFINED 0125 172900
REYNOLDS METALS COM 761763101 4318 77200 SH DEFINED 0107 77200
REYNOLDS METALS COM 761763101 8956 160111 SH DEFINED 0102 160111
REYNOLDS METALS COM 761763101 12027 215000 SH DEFINED 0131 215000
REYNOLDS METALS COM 761763101 1900 33978 SH DEFINED 0103 33978
REYNOLDS METALS COM 761763101 392 7000 SH DEFINED 01 7000
RHONE-POULENC ADR WT COM 762426138 26 4013 SH DEFINED 0102 4013
RHONE-POULENC SA ADR COM 762426609 400 7113 SH DEFINED 0102 7113
RHONE-POULENC SA ADR COM 762426609 20441 363800 SH DEFINED 0103 363800
RICHMOND CNTY FINAN COM 764556106 2803 150000 SH DEFINED 011619 150000
RITE AID CORP CVT CONV BOND 767754AK0 6144 5000000 PRN DEFINED 0129 5000000
RITE AID CORP CVT CONV BOND 767754AK0 3809 3100000 PRN DEFINED 0104 3100000
RITE AID CORP CVT CONV BOND 767754AK0 1720 1400000 PRN DEFINED 011621 1400000
RITE AID COM 767754104 75125 2000000 SH DEFINED 0130 2000000
RITE AID COM 767754104 18030 480000 SH DEFINED 0108 480000
RITE AID COM 767754104 5627 149800 SH DEFINED 0124 149800
RITE AID COM 767754104 12433 331000 SH DEFINED 0125 331000
RITE AID COM 767754104 17279 460000 SH DEFINED 0135 460000
RITE AID COM 767754104 75125 2000000 SH DEFINED 011516 2000000
RITE AID COM 767754104 37563 1000000 SH DEFINED 011618 1000000
RITE AID COM 767754104 6085 162000 SH DEFINED 011619 162000
RITE AID COM 767754104 6010 160000 SH DEFINED 011620 160000
<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
RITE AID COM 767754104 18781 500000 SH DEFINED 011614 500000
RITE AID COM 767754104 278859 7423641 SH DEFINED 0102 7423641
RITE AID COM 767754104 21967 584820 SH DEFINED 0131 584820
RITE AID COM 767754104 5952 158425 SH DEFINED 0103 158425
RITE AID COM 767754104 22325 594350 SH DEFINED 01 594350
ROBERT HALF INTL INC COM 770323103 15366 275000 SH DEFINED 011614 275000
ROBERT HALF INTL INC COM 770323103 80367 1438375 SH DEFINED 0102 1438375
ROBERT HALF INTL INC COM 770323103 43406 776850 SH DEFINED 0131 776850
ROBERT HALF INTL INC COM 770323103 3917 70100 SH DEFINED 0103 70100
ROBERT HALF INTL INC COM 770323103 782 14000 SH DEFINED 01 14000
ROCK FINANCIAL COM 772150108 2050 200000 SH DEFINED 011619 200000
ROCK OF AGES CORP COM 772632105 4650 300000 SH DEFINED 011619 300000
ROCKWELL INT CORP COM 773903109 39171 815000 SH DEFINED 0113 815000
ROCKWELL INT CORP COM 773903109 23358 486000 SH DEFINED 0107 486000
ROCKWELL INT CORP COM 773903109 123 2564 SH DEFINED 0102 2564
ROCKWELL INT CORP COM 773903109 35566 740000 SH DEFINED 0131 740000
ROCKWELL INT CORP COM 773903109 3578 74446 SH DEFINED 0103 74446
ROHM & HAAS CO COM 775371107 1406 13527 SH DEFINED 0103 13527
ROSTELECOM COM 778529107 2140 160000 SH DEFINED 0124 160000
ROWAN COMPANIES INC COM 779382100 378 19432 SH DEFINED 0103 19432
PRICE ROWE INT'L FD COM 77956H203 3794 248637 SH DEFINED 0103 248637
PRICE ROWE INT'L FD COM 77956H203 5 336 SH DEFINED 01 336
ROYAL DUTCH PETRO COM 780257804 60294 1100000 SH DEFINED 0130 1100000
ROYAL DUTCH PETRO COM 780257804 219250 4000000 SH DEFINED 0126 4000000
ROYAL DUTCH PETRO COM 780257804 66871 1220000 SH DEFINED 0113 1220000
ROYAL DUTCH PETRO COM 780257804 27516 502000 SH DEFINED 0124 502000
ROYAL DUTCH PETRO COM 780257804 69957 1276300 SH DEFINED 0125 1276300
ROYAL DUTCH PETRO COM 780257804 51798 945000 SH DEFINED 0107 945000
ROYAL DUTCH PETRO COM 780257804 43850 800000 SH DEFINED 011516 800000
ROYAL DUTCH PETRO COM 780257804 38369 700000 SH DEFINED 011618 700000
ROYAL DUTCH PETRO COM 780257804 104202 1901007 SH DEFINED 0102 1901007
ROYAL DUTCH PETRO COM 780257804 53716 980000 SH DEFINED 0131 980000
ROYAL DUTCH PETRO COM 780257804 32905 600326 SH DEFINED 0103 600326
ROYAL DUTCH PETRO COM 780257804 1124 20500 SH DEFINED 01 20500
RSL COMM WT 11/15/06 WARRANT 781076112 922 9500 SH DEFINED 0109 9500
RUBBERMAID COM 781088109 1115 33595 SH DEFINED 0103 33595
RUSSELL CORP COM 782352108 253 8382 SH DEFINED 0103 8382
RYDER SYSTEM COM 783549108 526 16659 SH DEFINED 0103 16659
SBC COMMUNICATIONS COM 78387G103 38400 960000 SH DEFINED 0113 960000
SBC COMMUNICATIONS COM 78387G103 20000 500000 SH DEFINED 0132 500000
SBC COMMUNICATIONS COM 78387G103 7184 179600 SH DEFINED 0124 179600
SBC COMMUNICATIONS COM 78387G103 20288 507200 SH DEFINED 0125 507200
SBC COMMUNICATIONS COM 78387G103 26000 650000 SH DEFINED 0107 650000
SBC COMMUNICATIONS COM 78387G103 694 17334 SH DEFINED 0102 17334
SBC COMMUNICATIONS COM 78387G103 27600 690000 SH DEFINED 0131 690000
SBC COMMUNICATIONS COM 78387G103 18807 470164 SH DEFINED 0103 470164
SFX ENTRMNT CL A COM 784178105 9175 200000 SH DEFINED 011619 200000
SFX ENTRMNT CL A COM 784178105 16974 370000 SH DEFINED 011614 370000
SGW HOLDING INC WT WARRANT 78422P118 871 2750 SH DEFINED 0109 2750
SALOMON INC TRT PFD PREFERRED STOCK 784252207 9159 340000 SH DEFINED 0129 340000
<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
SALOMON INC TRT PFD PREFERRED STOCK 784252207 10775 400000 SH DEFINED 0104 400000
SLM HLDG CORP COM 78442A109 1872 38200 SH DEFINED 0103 38200
SLI INC COM 78442T108 13063 500000 SH DEFINED 011614 500000
SAFECO CORP COM 786429100 1438 31652 SH DEFINED 0103 31652
SAFEGUARD SCIENTIFIC COM 786449108 16675 400000 SH DEFINED 011614 400000
SAFEWAY INC. COM 786514208 81375 2000000 SH DEFINED 0130 2000000
SAFEWAY INC. COM 786514208 26040 640000 SH DEFINED 0108 640000
SAFEWAY INC. COM 786514208 325500 8000000 SH DEFINED 0126 8000000
SAFEWAY INC. COM 786514208 19367 476000 SH DEFINED 0135 476000
SAFEWAY INC. COM 786514208 105788 2600000 SH DEFINED 011516 2600000
SAFEWAY INC. COM 786514208 4069 100000 SH DEFINED 011620 100000
SAFEWAY INC. COM 786514208 20344 500000 SH DEFINED 011614 500000
SAFEWAY INC. COM 786514208 408025 10028236 SH DEFINED 0102 10028236
SAFEWAY INC. COM 786514208 1965 48300 SH DEFINED 0103 48300
SAFEWAY INC. COM 786514208 25117 617300 SH DEFINED 01 617300
ST JUDE MEDICAL COM 790849103 689 18728 SH DEFINED 0103 18728
ST PAUL COMPANIES COM 792860108 44166 1050000 SH DEFINED 0113 1050000
ST PAUL COMPANIES COM 792860108 31547 750000 SH DEFINED 0131 750000
ST PAUL COMPANIES COM 792860108 7188 170867 SH DEFINED 0103 170867
CINCINNATI BELL PFD CONV PFD STOCK 79549B867 12094 216200 SH DEFINED 0130 216200
CINCINNATI BELL PFD CONV PFD STOCK 79549B867 3916 70000 SH DEFINED 0132 70000
CINCINNATI BELL PFD CONV PFD STOCK 79549B867 12094 216200 SH DEFINED 011614 216200
SBH UTX ELK CONV PFD STOCK 79549QCY8 15723 186000 SH DEFINED 0107 186000
SAMSUNG ELECTR GDR COM 796050888 2165 135436 SH DEFINED 0124 135436
SAN DIEGO G&E $25 PREFERRED STOCK 797440831 1737 59500 SH DEFINED 0105 59500
SANMINA CORP COM 800907107 23856 550000 SH DEFINED 0106 550000
SARA LEE CORP COM 803111103 27969 500000 SH DEFINED 0130 500000
SARA LEE CORP COM 803111103 8961 160200 SH DEFINED 0108 160200
SARA LEE CORP COM 803111103 51183 915000 SH DEFINED 0113 915000
SARA LEE CORP COM 803111103 10348 185000 SH DEFINED 0124 185000
SARA LEE CORP COM 803111103 24736 442200 SH DEFINED 0125 442200
SARA LEE CORP COM 803111103 42792 765000 SH DEFINED 0107 765000
SARA LEE CORP COM 803111103 24790 443213 SH DEFINED 0102 443213
SARA LEE CORP COM 803111103 41953 750000 SH DEFINED 0131 750000
SARA LEE CORP COM 803111103 9107 162802 SH DEFINED 0103 162802
SARA LEE CORP COM 803111103 4867 87000 SH DEFINED 01 87000
SASOL LTD ADR COM 803866300 1514 254970 SH DEFINED 0102 254970
SAVILLE SYSTEMS IREL COM 805174109 13534 270000 SH DEFINED 011614 270000
SAVILLE SYSTEMS IREL COM 805174109 10849 216450 SH DEFINED 0102 216450
SAVILLE SYSTEMS IREL COM 805174109 18195 363000 SH DEFINED 0131 363000
SAVILLE SYSTEMS IREL COM 805174109 1271 25350 SH DEFINED 0103 25350
SCHEIN PHARMACEUTIC COM 806416103 3650 137080 SH DEFINED 0103 137080
SCHERING PLOUGH COM 806605101 73300 800000 SH DEFINED 0130 800000
SCHERING PLOUGH COM 806605101 183250 2000000 SH DEFINED 0126 2000000
SCHERING PLOUGH COM 806605101 14660 160000 SH DEFINED 0124 160000
SCHERING PLOUGH COM 806605101 35395 386300 SH DEFINED 0125 386300
SCHERING PLOUGH COM 806605101 4691 51200 SH DEFINED 011620 51200
SCHERING PLOUGH COM 806605101 201756 2202028 SH DEFINED 0102 2202028
SCHERING PLOUGH COM 806605101 17599 192074 SH DEFINED 0103 192074
SCHERING PLOUGH COM 806605101 3592 39200 SH DEFINED 01 39200
<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
SCHLUMBERGER LTD COM 806857108 35864 525000 SH DEFINED 0130 525000
SCHLUMBERGER LTD COM 806857108 8539 125000 SH DEFINED 0108 125000
SCHLUMBERGER LTD COM 806857108 150288 2200000 SH DEFINED 0126 2200000
SCHLUMBERGER LTD COM 806857108 136625 2000000 SH DEFINED 0111 2000000
SCHLUMBERGER LTD COM 806857108 8102 118600 SH DEFINED 0124 118600
SCHLUMBERGER LTD COM 806857108 19544 286100 SH DEFINED 0125 286100
SCHLUMBERGER LTD COM 806857108 10247 150000 SH DEFINED 011622 150000
SCHLUMBERGER LTD COM 806857108 20494 300000 SH DEFINED 011623 300000
SCHLUMBERGER LTD COM 806857108 23909 350000 SH DEFINED 011516 350000
SCHLUMBERGER LTD COM 806857108 89879 1315745 SH DEFINED 0102 1315745
SCHLUMBERGER LTD COM 806857108 9520 139361 SH DEFINED 0103 139361
SCHLUMBERGER LTD COM 806857108 6640 97200 SH DEFINED 01 97200
SCHWAB CHARLES CORP COM 808513105 3575 110000 SH DEFINED 0125 110000
SCHWAB CHARLES CORP COM 808513105 2136 65649 SH DEFINED 0102 65649
SCHWAB CHARLES CORP COM 808513105 2323 71460 SH DEFINED 0103 71460
SCIENTIFIC ATLANTA COM 808655104 432 17027 SH DEFINED 0103 17027
SEAGATE TECHNOLOGY COM 811804103 7144 300000 SH DEFINED 011614 300000
SEAGATE TECHNOLOGY COM 811804103 1313 55134 SH DEFINED 0103 55134
SEAGRAM LTD COM 811850106 3182 77731 SH DEFINED 0103 77731
SEALED AIR CORP COM 81211K100 22050 600000 SH DEFINED 011516 600000
SEALED AIR CORP COM 81211K100 693 18866 SH DEFINED 0103 18866
SEARS ROEBUCK & CO COM 812387108 33584 550000 SH DEFINED 0113 550000
SEARS ROEBUCK & CO COM 812387108 30531 500000 SH DEFINED 011516 500000
SEARS ROEBUCK & CO COM 812387108 26868 440000 SH DEFINED 0131 440000
SEARS ROEBUCK & CO COM 812387108 6437 105408 SH DEFINED 0103 105408
2ND GLASTONBURY PROP COM 813200995 0 99 SH DEFINED 0102 99
SECURE CO COM 813705100 10863 1100000 SH DEFINED 011614 1100000
SECURITY CAPITAL IND COM 814138103 17500 700000 SH DEFINED 0113 700000
SECURITY CAPITAL IND COM 814138103 20000 800000 SH DEFINED 0107 800000
SECURITY CAPITAL IND COM 814138103 13500 540000 SH DEFINED 0131 540000
SECURITY CAPITAL IND COM 814138103 555 22200 SH DEFINED 0103 22200
SECURITY DYNAMICS COM 814208104 16650 900000 SH DEFINED 0106 900000
SEDNA GEOTECH INC COM 815911102 5 11180 SH DEFINED 0127 11180
SEDNA GEOTEK WT03/01 WARRANT 815911979 0 58594 SH DEFINED 0127 58594
SEDNA GEOTEK RESTRIC COM 815911987 414 937501 SH DEFINED 0127 937501
SEDNA GEOTECH WTS WARRANT 815911995 0 585938 SH DEFINED 0127 585938
SEMPRA ENERGY COM 816851109 11100 400000 SH DEFINED 0132 400000
SEMPRA ENERGY COM 816851109 1491 53733 SH DEFINED 0103 53733
SERVICE CORP INTL COM 817565104 16550 386000 SH DEFINED 0108 386000
SERVICE CORP INTL COM 817565104 90038 2100000 SH DEFINED 0126 2100000
SERVICE CORP INTL COM 817565104 102900 2400000 SH DEFINED 0111 2400000
SERVICE CORP INTL COM 817565104 5848 136400 SH DEFINED 0124 136400
SERVICE CORP INTL COM 817565104 12760 297600 SH DEFINED 0125 297600
SERVICE CORP INTL COM 817565104 5574 130000 SH DEFINED 011622 130000
SERVICE CORP INTL COM 817565104 12434 290000 SH DEFINED 011623 290000
SERVICE CORP INTL COM 817565104 35372 825000 SH DEFINED 011618 825000
SERVICE CORP INTL COM 817565104 6860 160000 SH DEFINED 011620 160000
SERVICE CORP INTL COM 817565104 147635 3443396 SH DEFINED 0102 3443396
SERVICE CORP INTL COM 817565104 4138 96484 SH DEFINED 0103 96484
SERVICE CORP INTL COM 817565104 10119 236000 SH DEFINED 01 236000
<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
SERVICEMASTER CO COM 81760N109 11419 300000 SH DEFINED 0108 300000
SERVICEMASTER CO COM 81760N109 57094 1500000 SH DEFINED 0111 1500000
SERVICEMASTER CO COM 81760N109 6726 176700 SH DEFINED 011622 176700
SERVICEMASTER CO COM 81760N109 13006 341700 SH DEFINED 011623 341700
SERVICEMASTER CO COM 81760N109 17623 463000 SH DEFINED 011614 463000
SERVICEMASTER CO COM 81760N109 456 12000 SH DEFINED 0102 12000
SHARED MED SYSTEMS COM 819486101 433 5899 SH DEFINED 0103 5899
SHERWIN WILLIAMS COM 824348106 66250 2000000 SH DEFINED 011516 2000000
SHERWIN WILLIAMS COM 824348106 1301 39264 SH DEFINED 0103 39264
SHERWIN WILLIAMS COM 824348106 166 5000 SH DEFINED 01 5000
SHIRE PHARMACEU COM 82481R106 4275 200000 SH DEFINED 011619 200000
SHOPKO STORES COM 824911101 40365 1187200 SH DEFINED 0103 1187200
SIERRA PACIFIC RES COM 826425100 10894 300000 SH DEFINED 0128 300000
SIERRA PACIFIC RES COM 826425100 14525 400000 SH DEFINED 0132 400000
SIGMA-ALDRICH COM 826552101 3130 89100 SH DEFINED 0102 89100
SIGMA-ALDRICH COM 826552101 790 22499 SH DEFINED 0103 22499
SIG CORP COM 826912107 6413 200000 SH DEFINED 0132 200000
SILICON GRAPHICS INC COM 827056102 510 42099 SH DEFINED 0103 42099
SILVERLEAF RESORTS COM 828395103 1989 130400 SH DEFINED 011619 130400
SILVERLEAF RESORTS COM 828395103 5989 392700 SH DEFINED 011614 392700
SIMON DEBARTOLO GRP COM 828781104 22750 700000 SH DEFINED 0113 700000
SIMON DEBARTOLO GRP COM 828781104 16250 500000 SH DEFINED 0107 500000
SIMON DEBARTOLO GRP COM 828781104 17063 525000 SH DEFINED 0131 525000
SIMON DEBARTOLO GRP COM 828781104 910 28000 SH DEFINED 0103 28000
SINCLAIR BROADCASTIN COM 829226109 10350 360000 SH DEFINED 0128 360000
SINCLAIR BROADCASTIN COM 829226109 10350 360000 SH DEFINED 011619 360000
SINCLAIR BROADCASTIN COM 829226109 27313 950000 SH DEFINED 011614 950000
SINCLAIR BROADCASTIN COM 829226109 25203 876600 SH DEFINED 0102 876600
SINCLAIR BROADCASTIN COM 829226109 14726 512200 SH DEFINED 0131 512200
SINCLAIR BROADCASTIN COM 829226109 1332 46300 SH DEFINED 0103 46300
SIRROM CAPITAL CORP COM 829905108 3900 150000 SH DEFINED 011619 150000
SIRROM CAPITAL CORP COM 829905108 13426 516367 SH DEFINED 0102 516367
SIRROM CAPITAL CORP COM 829905108 244 9400 SH DEFINED 0103 9400
SIRROM CAPITAL CORP COM 829905108 312 12000 SH DEFINED 01 12000
SMITH INTL COM 832110100 6963 200000 SH DEFINED 011614 200000
SMITH INTL COM 832110100 375 10800 SH DEFINED 0102 10800
SMITH INTL COM 832110100 4630 133000 SH DEFINED 0131 133000
SMITH INTL COM 832110100 258 7400 SH DEFINED 0103 7400
SMITHKLN BCHM PLCADR COM 832378301 13256 219100 SH DEFINED 0108 219100
SMITHKLN BCHM PLCADR COM 832378301 54450 900000 SH DEFINED 0126 900000
SMITHKLN BCHM PLCADR COM 832378301 22688 375000 SH DEFINED 011618 375000
SNYDER COMMUNICATION COM 832914105 26400 600000 SH DEFINED 011614 600000
SNYDER COMMUNICATION COM 832914105 35 814 SH DEFINED 0102 814
SNYDER COMMUNICATION COM 832914105 836 19000 SH DEFINED 01 19000
SNAP ON INC COM 833034101 481 13257 SH DEFINED 0103 13257
SODEXHO MARRIOTT COM 833793102 8700 300000 SH DEFINED 0111 300000
SOFAMOR/DANEK GROUP COM 834005100 4328 50000 SH DEFINED 011619 50000
SOFAMOR/DANEK GROUP COM 834005100 3895 45000 SH DEFINED 011620 45000
SOFAMOR/DANEK GROUP COM 834005100 13850 160000 SH DEFINED 011614 160000
SOFAMOR/DANEK GROUP COM 834005100 8656 100000 SH DEFINED 0131 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
SOFTKEY CONV BOND 83402NAA7 11265 12000000 PRN DEFINED 0104 12000000
SOFTKEY CONV BOND 83402NAA7 2347 2500000 PRN DEFINED 0109 2500000
SOFTKEY CONV BOND 83402NAA7 4694 5000000 PRN DEFINED 011621 5000000
SOFTBRIDGE MICRO SYS COM 834020992 135 13500 SH DEFINED 01 13500
SOFTWARE AG SYSTEMS COM 834025108 3656 125000 SH DEFINED 011619 125000
SOFTWARE NET COM 83403E108 2869 150000 SH DEFINED 011619 150000
SOFTWARE NET COM 83403E108 8721 456000 SH DEFINED 011614 456000
SOLECTRON CORP 144A CONV BOND 834182AB3 9062 6700000 PRN DEFINED 0130 6700000
SOLECTRON CORP COM 834182107 19454 462500 SH DEFINED 0111 462500
SOLECTRON CORP COM 834182107 1683 40000 SH DEFINED 011622 40000
SOLECTRON CORP COM 834182107 3365 80000 SH DEFINED 011623 80000
SOLECTRON CORP COM 834182107 33650 800000 SH DEFINED 011516 800000
SOLECTRON CORP COM 834182107 33650 800000 SH DEFINED 011618 800000
SOLECTRON CORP COM 834182107 378 9000 SH DEFINED 0102 9000
SOMNUS MEDICAL TECH COM 835397100 2866 350000 SH DEFINED 011619 350000
SONAT INC COM 835415100 3863 100000 SH DEFINED 0132 100000
SONAT INC COM 835415100 952 24658 SH DEFINED 0103 24658
SOUTH AFRICA BREW COM 839901998 2187 106289 SH DEFINED 0124 106289
SO CA EDISON $100 PREFERRED STOCK 842400772 4694 45000 SH DEFINED 0105 45000
SO CA EDISON $100 PREFERRED STOCK 842400780 21198 202250 SH DEFINED 0105 202250
SO CA EDISON $100 PREFERRED STOCK 842400780 2096 20000 SH DEFINED 01 20000
SO CA EDISON $100 PREFERRED STOCK 842400780 524 5000 SH DEFINED 0116 5000
SOUTHERN CO. COM 842587107 4340 156753 SH DEFINED 0103 156753
SO INDIANA G&E 100 PREFERRED STOCK 8431634@2 7471 75000 SH DEFINED 0105 75000
SOUTHERN NEW ENG TEL COM 843485103 16375 250000 SH DEFINED 0130 250000
SOUTHTRUST CORP COM 844730101 11419 262500 SH DEFINED 0128 262500
SOUTHTRUST CORP COM 844730101 23 516 SH DEFINED 0102 516
SOUTHTRUST CORP COM 844730101 522 12000 SH DEFINED 01 12000
SOUTHWEST AIRLINES COM 844741108 103688 3500000 SH DEFINED 0126 3500000
SOUTHWEST AIRLINES COM 844741108 37328 1260000 SH DEFINED 011618 1260000
SOUTHWEST AIRLINES COM 844741108 938 31650 SH DEFINED 0102 31650
SOUTHWEST AIRLINES COM 844741108 1949 65799 SH DEFINED 0103 65799
SOVEREIGN BANCORP IN COM 845905108 4903 300000 SH DEFINED 0131 300000
SPECIALTY FOODS ACQ COM 847498102 6 300000 SH DEFINED 0109 300000
SPECIALTY FOODS ACQ COM 847498102 0 15000 SH DEFINED 011621 15000
SPIEKER PROPERTIES I COM 848497103 14725 380000 SH DEFINED 0113 380000
SPIEKER PROPERTIES I COM 848497103 11238 290000 SH DEFINED 0131 290000
SPIEKER PROPERTIES I COM 848497103 457 11800 SH DEFINED 0103 11800
SPIROS DEVELOPMENT COM 848935201 2419 150000 SH DEFINED 011619 150000
SPRINGS INDS INC COM 851783100 181 3918 SH DEFINED 0103 3918
SPRINT CORP COM 852061100 4230 60000 SH DEFINED 011622 60000
SPRINT CORP COM 852061100 8460 120000 SH DEFINED 011623 120000
SPRINT CORP COM 852061100 35 500 SH DEFINED 0102 500
SPRINT CORP COM 852061100 6823 96781 SH DEFINED 0103 96781
SPRINT DEC PFD CVT CONV PFD STOCK 852061407 8845 154325 SH DEFINED 0130 154325
SPRINT DEC PFD CVT CONV PFD STOCK 852061407 2383 41575 SH DEFINED 0104 41575
SPRINT DEC PFD CVT CONV PFD STOCK 852061407 4412 76975 SH DEFINED 0132 76975
SPRINT DEC PFD CVT CONV PFD STOCK 852061407 1371 23925 SH DEFINED 011621 23925
STABLE CAPITAL FUND COM 852300987 1166116 84458389 SH DEFINED 0103 84458389
STAGESTORE INC COM 85254C107 15838 350000 SH DEFINED 011619 350000
<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
STAGESTORE INC COM 85254C107 22625 500000 SH DEFINED 011614 500000
STAGESTORE INC COM 85254C107 29231 645957 SH DEFINED 0102 645957
STAGESTORE INC COM 85254C107 22625 500000 SH DEFINED 0131 500000
STAGESTORE INC COM 85254C107 1616 35700 SH DEFINED 0103 35700
STAGESTORE INC COM 85254C107 543 12000 SH DEFINED 01 12000
STANLEY WORKS THE COM 854616109 816 19624 SH DEFINED 0103 19624
STAR TELECOMM INC COM 854923109 5594 250000 SH DEFINED 011619 250000
STAR TELECOMM INC COM 854923109 13425 600000 SH DEFINED 011614 600000
STAR TELECOMM INC COM 854923109 8950 400000 SH DEFINED 0131 400000
STAR BANC CORP COM 855083101 4791 75000 SH DEFINED 0106 75000
STARBUCKS COM 855244109 6322 118300 SH DEFINED 0108 118300
STARBUCKS COM 855244109 2266 42400 SH DEFINED 011620 42400
STARBUCKS COM 855244109 1555 29100 SH DEFINED 0102 29100
STARBUCKS COM 855244109 1085 20300 SH DEFINED 0103 20300
STARTEC GLOBAL COM 85569E103 2818 245000 SH DEFINED 011614 245000
STATE STREET CORP COM 857477103 278000 4000000 SH DEFINED 0126 4000000
STATE STREET CORP COM 857477103 97300 1400000 SH DEFINED 011516 1400000
STATE STREET CORP COM 857477103 217 3108 SH DEFINED 0102 3108
STATE STREET CORP COM 857477103 2527 36361 SH DEFINED 0103 36361
STEEL DYNAMICS COM 858119100 2428 175000 SH DEFINED 0128 175000
STEEL DYNAMICS COM 858119100 13875 1000000 SH DEFINED 0106 1000000
STERLING COMMERCE COM 859205106 10913 225000 SH DEFINED 011619 225000
STERLING COMMERCE COM 859205106 19885 410000 SH DEFINED 011614 410000
STERLING COMMERCE COM 859205106 73353 1512446 SH DEFINED 0102 1512446
STERLING COMMERCE COM 859205106 20710 427000 SH DEFINED 0131 427000
STERLING COMMERCE COM 859205106 2946 60738 SH DEFINED 0103 60738
STERLING SOFTWARE IN COM 859547101 7834 265000 SH DEFINED 0128 265000
STEVEN MYERS & ASS0C COM 860162106 5775 300000 SH DEFINED 011619 300000
STILLWATER MINING CO COM 86074Q102 31736 1170000 SH DEFINED 0130 1170000
STILLWATER MINING CO COM 86074Q102 17631 650000 SH DEFINED 0106 650000
STILLWATER MINING CO COM 86074Q102 6917 255000 SH DEFINED 0127 255000
STMICROELECTRONICS COM 861012102 34938 500000 SH DEFINED 0111 500000
STONE CONTAINER COM 861589109 357 22824 SH DEFINED 0103 22824
STONE ENERGY CORP COM 861642106 18670 525000 SH DEFINED 0106 525000
STORAGE TECHNOLOGY COM 862111200 16049 370000 SH DEFINED 011614 370000
STRATEGIST GRWTH COM 86278W103 77 1966 SH DEFINED 01 1966
STRATEGIST GRTH TRND COM 86278W202 82 2659 SH DEFINED 01 2659
STRATEGIST SPEC GROW COM 86278W301 779 123440 SH DEFINED 01 123440
STRATEGIST HIGH YLD COM 86278X101 632 138396 SH DEFINED 01 138396
STRATEGIST GVT INC COM 86278X200 588 118358 SH DEFINED 01 118358
STRATEGIST QLTY INC COM 86278X309 601 63797 SH DEFINED 01 63797
STRATEGIST EQTY INC COM 862788106 749 67255 SH DEFINED 01 67255
STRATEGIST TOTAL RET COM 862788205 689 49034 SH DEFINED 01 49034
STRATEGIST BAL FND COM 862788304 716 43866 SH DEFINED 01 43866
STRATEGIST EQTY FND COM 862788403 801 25104 SH DEFINED 01 25104
STRATEGIST TAX FREE COM 862789104 597 127758 SH DEFINED 01 127758
STRATEGIST WORLD INC COM 862790102 578 93992 SH DEFINED 01 93992
STRATEGIST WLD GRTH COM 862790201 675 69209 SH DEFINED 01 69209
STRATEGIST EMERG MKT COM 862790300 437 120254 SH DEFINED 01 120254
STRATEGIST WORLD TEC COM 862790409 645 100000 SH DEFINED 01 100000
<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
SUIZA FOODS CORP COM 865077101 20891 350000 SH DEFINED 0106 350000
SUIZA FOODS CORP COM 865077101 14922 250000 SH DEFINED 011614 250000
SUIZA FOODS CORP COM 865077101 6607 110700 SH DEFINED 0131 110700
SUMMIT BANCORP COM 866005101 1899 39972 SH DEFINED 0103 39972
SUN COM 866762107 806 20777 SH DEFINED 0103 20777
SUN MICROSYSTEMS INC COM 866810104 3067 70600 SH DEFINED 0102 70600
SUN MICROSYSTEMS INC COM 866810104 4120 94847 SH DEFINED 0103 94847
SUN AMERICA COM 866930100 43078 750000 SH DEFINED 0130 750000
SUN AMERICA COM 866930100 7180 125000 SH DEFINED 0124 125000
SUN AMERICA COM 866930100 17145 298500 SH DEFINED 0125 298500
SUN AMERICA COM 866930100 43078 750000 SH DEFINED 011516 750000
SUN AMERICA COM 866930100 16370 285000 SH DEFINED 011614 285000
SUN AMERICA COM 866930100 144831 2521446 SH DEFINED 0102 2521446
SUN AMERICA COM 866930100 5732 99815 SH DEFINED 0103 99815
SUN AMERICA COM 866930100 1964 34200 SH DEFINED 01 34200
SUNBEAM-OSTER INC COM 867071102 113 10900 SH DEFINED 0102 10900
SUNBEAM-OSTER INC COM 867071102 1373 132259 SH DEFINED 0103 132259
SUNGLASS HUT COM 86736F106 11063 1000000 SH DEFINED 011614 1000000
SUNGARD DATA COM 867363103 17269 450000 SH DEFINED 011619 450000
SUNGARD DATA COM 867363103 19188 500000 SH DEFINED 011614 500000
SUNGARD DATA COM 867363103 1456 37900 SH DEFINED 0102 37900
SUNGARD DATA COM 867363103 975 25400 SH DEFINED 0103 25400
SUNRISE ASSISTED COM 86768K106 6875 200000 SH DEFINED 011619 200000
SUNRISE ASSISTED COM 86768K106 16328 475000 SH DEFINED 011614 475000
SUNRISE ASSISTED COM 86768K106 11841 344500 SH DEFINED 0102 344500
SUNRISE ASSISTED COM 86768K106 12031 350000 SH DEFINED 0131 350000
SUNRISE ASSISTED COM 86768K106 205 5950 SH DEFINED 0103 5950
SUNRISE MEDICAL COM 867910101 4073 271550 SH DEFINED 0103 271550
SUNTRUST BANKS INC COM 867914103 3861 47489 SH DEFINED 0103 47489
SUPERIOR SERVICES COM 868316100 4509 150000 SH DEFINED 011619 150000
SUPERVALU INC COM 868536103 598 13482 SH DEFINED 0103 13482
SWIFT ENERGY CO CVT CONV BOND 870738AB7 2692 2845000 PRN DEFINED 0104 2845000
SWIFT ENERGY CO CVT CONV BOND 870738AB7 1344 1420000 PRN DEFINED 011621 1420000
SWIFT ENERGY CO COM 870738101 3452 216600 SH DEFINED 0128 216600
SWIFT TRANSPORTATION COM 870756103 7925 400000 SH DEFINED 011614 400000
SWIFT TRANSPORTATION COM 870756103 15293 771850 SH DEFINED 0102 771850
SWIFT TRANSPORTATION COM 870756103 269 13600 SH DEFINED 0103 13600
SYBRON INTL COM 87114F106 18180 720000 SH DEFINED 0108 720000
SYBRON INTL COM 87114F106 20200 800000 SH DEFINED 0106 800000
SYBRON INTL COM 87114F106 4388 173800 SH DEFINED 011620 173800
SYBRON INTL COM 87114F106 49011 1940950 SH DEFINED 0102 1940950
SYBRON INTL COM 87114F106 10797 427600 SH DEFINED 0131 427600
SYBRON INTL COM 87114F106 11049 437598 SH DEFINED 0103 437598
SYKES ENTERPRISES COM 871237103 18056 900000 SH DEFINED 0106 900000
SYLVAN LEARNING SYS COM 871399101 14738 450000 SH DEFINED 011614 450000
SYLVAN LEARNING SYS COM 871399101 18780 573525 SH DEFINED 0102 573525
SYLVAN LEARNING SYS COM 871399101 8562 261450 SH DEFINED 0131 261450
SYLVAN LEARNING SYS COM 871399101 837 25550 SH DEFINED 0103 25550
SYNAPTIC PHARM COM 87156R109 2800 200000 SH DEFINED 011619 200000
SYNOPSYS INC COM 871607107 24019 525000 SH DEFINED 0106 525000
<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
SYNOVUS COM 87161C105 1415 59581 SH DEFINED 0103 59581
SYSCO CORPORATION COM 871829107 4064 158576 SH DEFINED 0102 158576
SYSCO CORPORATION COM 871829107 1939 75664 SH DEFINED 0103 75664
SYSTEMS &COMP TECH COM 871873105 18225 675000 SH DEFINED 011614 675000
TCF FINL CORP MPLS COM 872275102 14013 475000 SH DEFINED 0128 475000
TCF FINL CORP MPLS COM 872275102 5900 200000 SH DEFINED 011619 200000
TCF FINL CORP MPLS COM 872275102 12538 425000 SH DEFINED 011614 425000
TCF FINL CORP MPLS COM 872275102 25 854 SH DEFINED 0102 854
TCF FINL CORP MPLS COM 872275102 590 20000 SH DEFINED 01 20000
TECO ENERGY COM 872375100 8044 300000 SH DEFINED 0128 300000
TECO ENERGY COM 872375100 18769 700000 SH DEFINED 0132 700000
TJX COS COM 872540109 1727 71586 SH DEFINED 0103 71586
TRW COM 872649108 31519 577000 SH DEFINED 0113 577000
TRW COM 872649108 5807 106300 SH DEFINED 0124 106300
TRW COM 872649108 15524 284200 SH DEFINED 0125 284200
TRW COM 872649108 23489 430000 SH DEFINED 0107 430000
TRW COM 872649108 10753 196836 SH DEFINED 0102 196836
TRW COM 872649108 25783 472000 SH DEFINED 0131 472000
TRW COM 872649108 3503 64118 SH DEFINED 0103 64118
TRW COM 872649108 4097 75000 SH DEFINED 01 75000
TVX GOLD INC COM 87308K101 1498 500000 SH DEFINED 0127 500000
TANDY CORP COM 875382103 95513 1800000 SH DEFINED 0126 1800000
TANDY CORP COM 875382103 1204 22685 SH DEFINED 0103 22685
TATA ENGINEERING COM 876568304 1809 532000 SH DEFINED 0124 532000
TECH DATA CORP COM 878237106 21438 500000 SH DEFINED 0106 500000
TECH SOLUTIONS COM 87872T108 13146 414906 SH DEFINED 0102 414906
TECH SOLUTIONS COM 87872T108 5945 187600 SH DEFINED 0131 187600
TECH SOLUTIONS COM 87872T108 684 21600 SH DEFINED 0103 21600
TECH SOLUTIONS COM 87872T108 1077 34000 SH DEFINED 01 34000
TEKTRONIX COM 879131100 400 11320 SH DEFINED 0103 11320
TELE-COMMUNICATION A COM 87924V101 4391 114236 SH DEFINED 0103 114236
LIBERTY MEDIA CL A COM 87924V507 652 16800 SH DEFINED 0102 16800
LIBERTY MEDIA CL A COM 87924V507 5628 145000 SH DEFINED 01 145000
TELEBRAS ADR COM 879287100 16324 149500 SH DEFINED 0108 149500
TELEBRAS ADR COM 879287100 10919 100000 SH DEFINED 0124 100000
TELEBRAS ADR COM 879287100 14194 130000 SH DEFINED 011618 130000
TELEBRAS ADR COM 879287100 6224 57000 SH DEFINED 011620 57000
TELEFONICA DE ARGENT COM 879378206 11807 364000 SH DEFINED 0124 364000
TELEFONICA DE ARGENT COM 879378206 5514 170000 SH DEFINED 0135 170000
TELEFONICA DE ESPANA COM 879382208 13906 100000 SH DEFINED 0132 100000
TELEPORT COMM GRP COM 879463107 23056 425000 SH DEFINED 0130 425000
TELEPORT COMM GRP COM 879463107 8545 157500 SH DEFINED 0102 157500
TELLABS COM 879664100 186225 2600000 SH DEFINED 0126 2600000
TELLABS COM 879664100 186225 2600000 SH DEFINED 0111 2600000
TELLABS COM 879664100 5372 75000 SH DEFINED 0132 75000
TELLABS COM 879664100 3581 50000 SH DEFINED 0124 50000
TELLABS COM 879664100 14841 207200 SH DEFINED 0125 207200
TELLABS COM 879664100 21488 300000 SH DEFINED 011622 300000
TELLABS COM 879664100 35813 500000 SH DEFINED 011623 500000
TELLABS COM 879664100 3581 50000 SH DEFINED 011619 50000
<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
TELLABS COM 879664100 210678 2941496 SH DEFINED 0102 2941496
TELLABS COM 879664100 25370 354200 SH DEFINED 0131 354200
TELLABS COM 879664100 7652 106840 SH DEFINED 0103 106840
TELLABS COM 879664100 8530 119100 SH DEFINED 01 119100
TEMPLE INLAND COM 879868107 952 17667 SH DEFINED 0125 17667
TEMPLE INLAND COM 879868107 668 12391 SH DEFINED 0103 12391
TEMPLETON FOREIGN COM 880196209 5743 562540 SH DEFINED 0103 562540
TENET HEALTHCARE COR COM 88033G100 21875 700000 SH DEFINED 0130 700000
TENET HEALTHCARE COR COM 88033G100 19375 620000 SH DEFINED 0108 620000
TENET HEALTHCARE COR COM 88033G100 5063 162000 SH DEFINED 0124 162000
TENET HEALTHCARE COR COM 88033G100 12200 390400 SH DEFINED 0125 390400
TENET HEALTHCARE COR COM 88033G100 23438 750000 SH DEFINED 011516 750000
TENET HEALTHCARE COR COM 88033G100 5313 170000 SH DEFINED 011619 170000
TENET HEALTHCARE COR COM 88033G100 7344 235000 SH DEFINED 011620 235000
TENET HEALTHCARE COR COM 88033G100 28696 918100 SH DEFINED 0102 918100
TENET HEALTHCARE COR COM 88033G100 2989 95619 SH DEFINED 0103 95619
TENET HEALTHCARE COR COM 88033G100 1947 62300 SH DEFINED 01 62300
TENNECO INC COM 88037E101 48416 1272000 SH DEFINED 0113 1272000
TENNECO INC COM 88037E101 8564 225000 SH DEFINED 0124 225000
TENNECO INC COM 88037E101 17604 462500 SH DEFINED 0125 462500
TENNECO INC COM 88037E101 22076 580000 SH DEFINED 0107 580000
TENNECO INC COM 88037E101 15562 408808 SH DEFINED 0102 408808
TENNECO INC COM 88037E101 28547 750000 SH DEFINED 0131 750000
TENNECO INC COM 88037E101 3224 84679 SH DEFINED 0103 84679
TENNECO INC COM 88037E101 8368 219850 SH DEFINED 01 219850
TERADYNE INC COM 880770102 3799 142000 SH DEFINED 01 142000
TEREX CORP NEW COM 880779103 17100 600000 SH DEFINED 011614 600000
TEXACO COM 881694103 35872 601000 SH DEFINED 0113 601000
TEXACO COM 881694103 28519 477800 SH DEFINED 0107 477800
TEXACO COM 881694103 28513 477700 SH DEFINED 0131 477700
TEXACO COM 881694103 8404 140795 SH DEFINED 0103 140795
TEXAS INSTRUMENTS COM 882508104 87469 1500000 SH DEFINED 0126 1500000
TEXAS INSTRUMENTS COM 882508104 26241 450000 SH DEFINED 0113 450000
TEXAS INSTRUMENTS COM 882508104 46650 800000 SH DEFINED 0111 800000
TEXAS INSTRUMENTS COM 882508104 72891 1250000 SH DEFINED 011516 1250000
TEXAS INSTRUMENTS COM 882508104 11663 200000 SH DEFINED 011618 200000
TEXAS INSTRUMENTS COM 882508104 20118 345000 SH DEFINED 0131 345000
TEXAS INSTRUMENTS COM 882508104 5954 102109 SH DEFINED 0103 102109
TEXAS INSTRUMENTS COM 882508104 4432 76000 SH DEFINED 01 76000
TEXAS UTILITIES COM 882848104 12488 300000 SH DEFINED 0132 300000
TEXAS UTILITIES COM 882848104 2284 54865 SH DEFINED 0103 54865
TEXAS UTILITIES PREFERRED STOCK 882850431 5640 54000 SH DEFINED 0105 54000
TEXAS UTIL $100 PAR PREFERRED STOCK 882850464 5460 50000 SH DEFINED 0105 50000
TEXTRON INC COM 883203101 2620 36554 SH DEFINED 0103 36554
THERMO ELECTRON CVT CONV BOND 883556AF9 2766 2600000 PRN DEFINED 0104 2600000
THERMO ELECTRON CVT CONV BOND 883556AF9 1489 1400000 PRN DEFINED 011621 1400000
THERMO-ELECTRON COM 883556102 22735 665000 SH DEFINED 0108 665000
THERMO-ELECTRON COM 883556102 7350 215000 SH DEFINED 011620 215000
THERMO-ELECTRON COM 883556102 1220 35700 SH DEFINED 0103 35700
THINK NEW IDEAS INC COM 884094103 1424 54500 SH DEFINED 011614 54500
<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
THOMAS & BETTS COM 884315102 5309 107800 SH DEFINED 0113 107800
THOMAS & BETTS COM 884315102 1024 20800 SH DEFINED 0128 20800
THOMAS & BETTS COM 884315102 4103 83300 SH DEFINED 0107 83300
THOMAS & BETTS COM 884315102 17238 350000 SH DEFINED 011516 350000
THOMAS & BETTS COM 884315102 4167 84600 SH DEFINED 0131 84600
THOMAS & BETTS COM 884315102 780 15840 SH DEFINED 0103 15840
THOMAS & BETTS COM 884315102 8440 171366 SH DEFINED 01 171366
3 COM CORP COM 885535104 3291 107250 SH DEFINED 0113 107250
3 COM CORP COM 885535104 8623 281000 SH DEFINED 0125 281000
3 COM CORP COM 885535104 46120 1503010 SH DEFINED 0102 1503010
3 COM CORP COM 885535104 2630 85700 SH DEFINED 0131 85700
3 COM CORP COM 885535104 12181 396962 SH DEFINED 0103 396962
3 COM CORP COM 885535104 10526 343000 SH DEFINED 01 343000
TIER TECHNOLOGIES COM 88650Q100 7125 400000 SH DEFINED 011619 400000
TIME WARNER INC COM 887315109 170875 2000000 SH DEFINED 0126 2000000
TIME WARNER INC COM 887315109 1196 14000 SH DEFINED 0124 14000
TIME WARNER INC COM 887315109 7638 89400 SH DEFINED 0125 89400
TIME WARNER INC COM 887315109 46991 550000 SH DEFINED 011618 550000
TIME WARNER INC COM 887315109 11577 135496 SH DEFINED 0103 135496
TIME WARNER INC COM 887315109 8544 100000 SH DEFINED 01 100000
TIMES MIRROR CL A COM 887364107 1267 20148 SH DEFINED 0103 20148
TIMKEN CO. COM 887389104 221935 7202756 SH DEFINED 0103 7202756
TOOTSIE ROLL INDS COM 890516107 198 2575 SH DEFINED 0102 2575
TORCHMARK CORP COM 891027104 1455 31804 SH DEFINED 0103 31804
TORONTO-DOMINION COM 891160509 148 3257 SH DEFINED 0124 3257
TOSCO CORP COM 891490302 7834 266700 SH DEFINED 0108 266700
TOSCO CORP COM 891490302 49938 1700000 SH DEFINED 011516 1700000
TOTAL RENAL CARE COM 89151A107 16388 475000 SH DEFINED 0106 475000
TOTAL RENAL CARE COM 89151A107 30313 878650 SH DEFINED 0102 878650
TOTAL RENAL CARE COM 89151A107 10350 300000 SH DEFINED 0131 300000
TOTAL RENAL CARE COM 89151A107 1480 42900 SH DEFINED 0103 42900
TOWER AUTO COM 891707101 7212 168200 SH DEFINED 0128 168200
TOWER AUTO COM 891707101 35856 836300 SH DEFINED 011618 836300
TOYS R US COM 892335100 18389 780451 SH DEFINED 0103 780451
TRANSAMERICA CORP COM 893485102 1645 14291 SH DEFINED 0103 14291
TRANSITION SYSTEMS COM 893715102 4250 400000 SH DEFINED 011619 400000
TRANSOCEAN OFFSHORE COM 893817106 8233 185000 SH DEFINED 0108 185000
TRANSOCEAN OFFSHORE COM 893817106 8900 200000 SH DEFINED 0128 200000
TRANSOCEAN OFFSHORE COM 893817106 24475 550000 SH DEFINED 011516 550000
TRANSOCEAN OFFSHORE COM 893817106 3160 71000 SH DEFINED 011620 71000
TRANSOCEAN OFFSHORE COM 893817106 7140 160450 SH DEFINED 0102 160450
TRANSOCEAN OFFSHORE COM 893817106 5349 120200 SH DEFINED 0131 120200
TRANSOCEAN OFFSHORE COM 893817106 325 7300 SH DEFINED 0103 7300
TRANSORTATION COMPON COM 893878108 4688 500000 SH DEFINED 011619 500000
TRANSTECHNOLOGY CORP COM 893889105 1284 50000 SH DEFINED 011619 50000
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 26797 625000 SH DEFINED 011618 625000
TRAVELERS INC NEW COM 894190107 60625 1000000 SH DEFINED 0130 1000000
TRAVELERS INC NEW COM 894190107 18673 308000 SH DEFINED 0108 308000
<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
TRAVELERS INC NEW COM 894190107 394063 6500000 SH DEFINED 0126 6500000
TRAVELERS INC NEW COM 894190107 51531 850000 SH DEFINED 0113 850000
TRAVELERS INC NEW COM 894190107 218250 3600000 SH DEFINED 0111 3600000
TRAVELERS INC NEW COM 894190107 19855 327500 SH DEFINED 0124 327500
TRAVELERS INC NEW COM 894190107 48542 800699 SH DEFINED 0125 800699
TRAVELERS INC NEW COM 894190107 17709 292100 SH DEFINED 0135 292100
TRAVELERS INC NEW COM 894190107 13641 225000 SH DEFINED 011622 225000
TRAVELERS INC NEW COM 894190107 27281 450000 SH DEFINED 011623 450000
TRAVELERS INC NEW COM 894190107 103063 1700000 SH DEFINED 011516 1700000
TRAVELERS INC NEW COM 894190107 89877 1482500 SH DEFINED 011618 1482500
TRAVELERS INC NEW COM 894190107 6760 111500 SH DEFINED 011620 111500
TRAVELERS INC NEW COM 894190107 453393 7478702 SH DEFINED 0102 7478702
TRAVELERS INC NEW COM 894190107 43347 715000 SH DEFINED 0131 715000
TRAVELERS INC NEW COM 894190107 24187 398969 SH DEFINED 0103 398969
TRAVELERS INC NEW COM 894190107 20482 337834 SH DEFINED 01 337834
TREX MEDICAL COM 89531R101 4208 255000 SH DEFINED 011619 255000
TRICON GLOBAL REST COM 895953107 1094 34534 SH DEFINED 0103 34534
TRIBUNE CO COM 896047107 1877 27271 SH DEFINED 0103 27271
TUPPERWARE CORP COM 899896104 402 14284 SH DEFINED 0103 14284
21ST CENTURY WTS WARRANT 90130P116 234 2600 SH DEFINED 0109 2600
TWINLAB CORP COM 901774109 8738 200000 SH DEFINED 0131 200000
TYCO INTERNATIONAL COM 902124106 53493 849100 SH DEFINED 0108 849100
TYCO INTERNATIONAL COM 902124106 252000 4000000 SH DEFINED 0126 4000000
TYCO INTERNATIONAL COM 902124106 126000 2000000 SH DEFINED 0111 2000000
TYCO INTERNATIONAL COM 902124106 11819 187600 SH DEFINED 0124 187600
TYCO INTERNATIONAL COM 902124106 27934 443400 SH DEFINED 0125 443400
TYCO INTERNATIONAL COM 902124106 11340 180000 SH DEFINED 011622 180000
TYCO INTERNATIONAL COM 902124106 25200 400000 SH DEFINED 011623 400000
TYCO INTERNATIONAL COM 902124106 126000 2000000 SH DEFINED 011516 2000000
TYCO INTERNATIONAL COM 902124106 75600 1200000 SH DEFINED 011618 1200000
TYCO INTERNATIONAL COM 902124106 9450 150000 SH DEFINED 011619 150000
TYCO INTERNATIONAL COM 902124106 15278 242500 SH DEFINED 011620 242500
TYCO INTERNATIONAL COM 902124106 27720 440000 SH DEFINED 011614 440000
TYCO INTERNATIONAL COM 902124106 282994 4491964 SH DEFINED 0102 4491964
TYCO INTERNATIONAL COM 902124106 25200 400000 SH DEFINED 0131 400000
TYCO INTERNATIONAL COM 902124106 12879 204408 SH DEFINED 0103 204408
TYCO INTERNATIONAL COM 902124106 36672 582100 SH DEFINED 01 582100
UAL CORP COM 902549500 2340 30000 SH DEFINED 011622 30000
UAL CORP COM 902549500 5460 70000 SH DEFINED 011623 70000
UAL CORP COM 902549500 68739 881126 SH DEFINED 0102 881126
UAL CORP COM 902549500 480 6150 SH DEFINED 0103 6150
UAL CORP COM 902549500 975 12500 SH DEFINED 01 12500
USX MARATHON GROUP COM 902905827 2236 65180 SH DEFINED 0103 65180
UST INC COM 902911106 1132 41923 SH DEFINED 0103 41923
USA WASTE SVCS CONV BOND 902917AB9 15030 12000000 PRN DEFINED 0107 12000000
USA WASTE SERVICES I COM 902917103 22466 455000 SH DEFINED 0108 455000
USA WASTE SERVICES I COM 902917103 271563 5500000 SH DEFINED 0126 5500000
USA WASTE SERVICES I COM 902917103 146891 2975000 SH DEFINED 0111 2975000
USA WASTE SERVICES I COM 902917103 9875 200000 SH DEFINED 011622 200000
USA WASTE SERVICES I COM 902917103 18763 380000 SH DEFINED 011623 380000
<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
USA WASTE SERVICES I COM 902917103 8641 175000 SH DEFINED 011620 175000
USA WASTE SERVICES I COM 902917103 95007 1924309 SH DEFINED 0102 1924309
USA WASTE SERVICES I COM 902917103 9875 200000 SH DEFINED 0131 200000
USA WASTE SERVICES I COM 902917103 2339 47385 SH DEFINED 0103 47385
USA WASTE SERVICES I COM 902917103 15646 316900 SH DEFINED 01 316900
U.S. BANCORP (NEW) COM 902973106 387 9000 SH DEFINED 0102 9000
U.S. BANCORP (NEW) COM 902973106 7182 167031 SH DEFINED 0103 167031
UNUM CORP COM 903192102 11366 204800 SH DEFINED 0108 204800
UNUM CORP COM 903192102 83250 1500000 SH DEFINED 0126 1500000
UNUM CORP COM 903192102 6730 121270 SH DEFINED 0124 121270
UNUM CORP COM 903192102 21123 380600 SH DEFINED 0125 380600
UNUM CORP COM 903192102 56 1000 SH DEFINED 011618 1000
UNUM CORP COM 903192102 3885 70000 SH DEFINED 011619 70000
UNUM CORP COM 903192102 334098 6019773 SH DEFINED 0102 6019773
UNUM CORP COM 903192102 15523 279700 SH DEFINED 0131 279700
UNUM CORP COM 903192102 5299 95466 SH DEFINED 0103 95466
UNUM CORP COM 903192102 27135 488900 SH DEFINED 01 488900
URS CORP COM 903236107 2707 159230 SH DEFINED 0103 159230
US FOODSERVICE INC COM 90331R101 10694 305000 SH DEFINED 0128 305000
US FOODSERVICE INC COM 90331R101 33309 950000 SH DEFINED 0106 950000
US FOODSERVICE INC COM 90331R101 30468 868955 SH DEFINED 011618 868955
US FOODSERVICE INC COM 90331R101 12322 351400 SH DEFINED 0102 351400
US FOODSERVICE INC COM 90331R101 224 6400 SH DEFINED 0103 6400
USA FLORAL COM 90331T107 8978 570000 SH DEFINED 011614 570000
USX-US STEEL GROUP COM 90337T101 654 19823 SH DEFINED 0103 19823
ULTRAMAR DIAMOND SHA COM 904000106 6155 195000 SH DEFINED 0128 195000
ULTRAMAR DIAMOND SHA COM 904000106 12941 410000 SH DEFINED 0107 410000
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 61177 775000 SH DEFINED 0130 775000
UNILEVER NV NY SHRS COM 904784501 11363 143955 SH DEFINED 0103 143955
UNICOM CORP COM 904911104 7013 200000 SH DEFINED 0132 200000
UNICOM CORP COM 904911104 1720 49053 SH DEFINED 0103 49053
UNION CAMP CORP COM 905530101 27095 546000 SH DEFINED 0113 546000
UNION CAMP CORP COM 905530101 21289 429000 SH DEFINED 0107 429000
UNION CAMP CORP COM 905530101 20545 414000 SH DEFINED 0131 414000
UNION CAMP CORP COM 905530101 1600 32236 SH DEFINED 0103 32236
UNION CARBIDE CORP COM 905581104 1635 30627 SH DEFINED 0103 30627
UNION PACIFIC CORP COM 907818108 32961 747000 SH DEFINED 0113 747000
UNION PACIFIC CORP COM 907818108 49 1100 SH DEFINED 0102 1100
UNION PACIFIC CORP COM 907818108 25990 589000 SH DEFINED 0131 589000
UNION PACIFIC CORP COM 907818108 3510 79534 SH DEFINED 0103 79534
UNION PACIFIC CORP CONV PFD STOCK 907824205 32113 700000 SH DEFINED 0130 700000
UNION PACIFIC CORP CONV PFD STOCK 907824205 1835 40000 SH DEFINED 0104 40000
UNION PACIFIC CORP CONV PFD STOCK 907824205 24818 541000 SH DEFINED 0107 541000
UNION PACIFIC CORP CONV PFD STOCK 907824205 1101 24000 SH DEFINED 011621 24000
UP RESOURSE COM 907834105 984 56022 SH DEFINED 0103 56022
UNISITE INC. WARRANT WARRANT 908910110 0 4504 SH DEFINED 0109 4504
<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
UNIPHASE CORP COM 909149106 12556 200000 SH DEFINED 011619 200000
UNIPHASE CORP COM 909149106 16951 270000 SH DEFINED 011614 270000
UNIPHASE CORP COM 909149106 27944 445125 SH DEFINED 0102 445125
UNIPHASE CORP COM 909149106 10780 171700 SH DEFINED 0131 171700
UNIPHASE CORP COM 909149106 1453 23150 SH DEFINED 0103 23150
UNISYS CORP COM 909214108 1598 56551 SH DEFINED 0103 56551
UTD DOMINION IND LTD COM 909914103 4854 145450 SH DEFINED 0103 145450
UNITED DOMINION REAL COM 910197102 209 15000 SH DEFINED 0102 15000
UNITED HEALTHCARE COM 910581107 146050 2300000 SH DEFINED 0126 2300000
UNITED HEALTHCARE COM 910581107 63500 1000000 SH DEFINED 0111 1000000
UNITED HEALTHCARE COM 910581107 4705 74100 SH DEFINED 0124 74100
UNITED HEALTHCARE COM 910581107 9449 148800 SH DEFINED 0125 148800
UNITED HEALTHCARE COM 910581107 79375 1250000 SH DEFINED 011516 1250000
UNITED HEALTHCARE COM 910581107 50800 800000 SH DEFINED 011618 800000
UNITED HEALTHCARE COM 910581107 12758 200894 SH DEFINED 0102 200894
UNITED HEALTHCARE COM 910581107 3336 52535 SH DEFINED 0103 52535
US AIR GROUP INC. COM 911905107 1797 22671 SH DEFINED 0103 22671
U. S. SURGICAL CORP COM 912707106 793 17378 SH DEFINED 0103 17378
US WEST INC NEW COM 91273H101 42300 900000 SH DEFINED 0130 900000
US WEST INC NEW COM 91273H101 117500 2500000 SH DEFINED 0126 2500000
US WEST INC NEW COM 91273H101 52875 1125000 SH DEFINED 0113 1125000
US WEST INC NEW COM 91273H101 39950 850000 SH DEFINED 0132 850000
US WEST INC NEW COM 91273H101 13404 285200 SH DEFINED 0124 285200
US WEST INC NEW COM 91273H101 39842 847700 SH DEFINED 0125 847700
US WEST INC NEW COM 91273H101 31725 675000 SH DEFINED 0107 675000
US WEST INC NEW COM 91273H101 17625 375000 SH DEFINED 011618 375000
US WEST INC NEW COM 91273H101 99083 2108086 SH DEFINED 0102 2108086
US WEST INC NEW COM 91273H101 42065 895000 SH DEFINED 0131 895000
US WEST INC NEW COM 91273H101 7812 166231 SH DEFINED 0103 166231
UNITED TECHNOLOGIES COM 913017109 92500 1000000 SH DEFINED 0126 1000000
UNITED TECHNOLOGIES COM 913017109 5800 62700 SH DEFINED 0125 62700
UNITED TECHNOLOGIES COM 913017109 20813 225000 SH DEFINED 011618 225000
UNITED TECHNOLOGIES COM 913017109 5147 55648 SH DEFINED 0103 55648
UNITED TECHNOLOGIES COM 913017109 7062 76350 SH DEFINED 01 76350
UNITED WISCONSIN SVC COM 913236105 6347 223690 SH DEFINED 0103 223690
UNIVISION COM 914906102 13004 349100 SH DEFINED 0108 349100
UNIVISION COM 914906102 14077 377900 SH DEFINED 0126 377900
UNIVISION COM 914906102 37250 1000000 SH DEFINED 011516 1000000
UNIVISION COM 914906102 12106 325000 SH DEFINED 011618 325000
UNIVISION COM 914906102 11175 300000 SH DEFINED 011619 300000
UNIVISION COM 914906102 5759 154600 SH DEFINED 011620 154600
UNIVISION COM 914906102 16763 450000 SH DEFINED 011614 450000
UNIVISION COM 914906102 12793 343450 SH DEFINED 0102 343450
UNIVISION COM 914906102 14900 400000 SH DEFINED 0131 400000
UNIVISION COM 914906102 927 24900 SH DEFINED 0103 24900
UNOCAL CORP COM 915289102 30924 865000 SH DEFINED 0107 865000
UNOCAL CORP COM 915289102 35652 997167 SH DEFINED 0102 997167
UNOCAL CORP COM 915289102 2156 60330 SH DEFINED 0103 60330
UNOCAL CORP COM 915289102 5434 152000 SH DEFINED 01 152000
V. F. CORP COM 918204108 1394 27099 SH DEFINED 0103 27099
<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
STAR PORTFOLIO COM 921909107 3 136 SH DEFINED 01 136
VANGUARD GRTH & INCM COM 921913109 11410 377680 SH DEFINED 0103 377680
VARCO INTERNATIONAL COM 922126107 10897 550000 SH DEFINED 011614 550000
VAUGHN BASSETT FURN COM 922272117 144 4757 SH DEFINED 0102 4757
VAUGHAN BASSETT FURN COM 92238J109 17 800 SH DEFINED 0102 800
VASTAR COM 922380100 6553 150000 SH DEFINED 0128 150000
VENATOR GROUP INC COM 922944103 579 30266 SH DEFINED 0103 30266
VERITAS SOFTWARE COM 923436109 26959 651597 SH DEFINED 0102 651597
VERITAS SOFTWARE COM 923436109 10861 262500 SH DEFINED 0131 262500
VERITAS SOFTWARE COM 923436109 1313 31725 SH DEFINED 0103 31725
VETERINARY CTRS OF A COM 925514101 6584 350000 SH DEFINED 011614 350000
VIALOG CORP WT WARRANT 92552X114 864 21600 SH DEFINED 0109 21600
VIALOG CORP WT WARRANT 92552X114 83 2075 SH DEFINED 011620 2075
VIACOM INTL COM 925524100 784 13400 SH DEFINED 0102 13400
VIACOM INC WTS C '97 WARRANT 925524126 3 350000 SH DEFINED 011516 350000
VIACOM INC CL B COM 925524308 5534 95000 SH DEFINED 011620 95000
VIACOM INC CL B COM 925524308 4672 80204 SH DEFINED 0103 80204
VISIO CORP COM 927914101 18785 393400 SH DEFINED 0111 393400
VISIO CORP COM 927914101 2951 61800 SH DEFINED 011622 61800
VISIO CORP COM 927914101 5907 123700 SH DEFINED 011623 123700
VISIO CORP COM 927914101 14134 296000 SH DEFINED 011614 296000
VISIO CORP COM 927914101 8985 188150 SH DEFINED 0102 188150
VISIO CORP COM 927914101 353 7400 SH DEFINED 0103 7400
WHX CORPORATION COM 929248102 3395 263674 SH DEFINED 0103 263674
WICOR INC COM 929253102 9250 400000 SH DEFINED 0132 400000
WPP GROUP PLC -ADR COM 929309300 11725 174350 SH DEFINED 0103 174350
WACHOVIA CORP COM 929771103 52390 620000 SH DEFINED 0130 620000
WACHOVIA CORP COM 929771103 7918 93700 SH DEFINED 0108 93700
WACHOVIA CORP COM 929771103 84500 1000000 SH DEFINED 0126 1000000
WACHOVIA CORP COM 929771103 16127 190850 SH DEFINED 0124 190850
WACHOVIA CORP COM 929771103 39592 468550 SH DEFINED 0125 468550
WACHOVIA CORP COM 929771103 54770 648204 SH DEFINED 0102 648204
WACHOVIA CORP COM 929771103 6505 76984 SH DEFINED 0103 76984
WACHOVIA CORP COM 929771103 6608 78200 SH DEFINED 01 78200
WAL MART STORES COM 931142103 72900 1200000 SH DEFINED 0130 1200000
WAL MART STORES COM 931142103 449550 7400000 SH DEFINED 0126 7400000
WAL MART STORES COM 931142103 25472 419300 SH DEFINED 0124 419300
WAL MART STORES COM 931142103 60543 996600 SH DEFINED 0125 996600
WAL MART STORES COM 931142103 17982 296000 SH DEFINED 0135 296000
WAL MART STORES COM 931142103 133650 2200000 SH DEFINED 011516 2200000
WAL MART STORES COM 931142103 50423 830000 SH DEFINED 011618 830000
WAL MART STORES COM 931142103 202304 3330102 SH DEFINED 0102 3330102
WAL MART STORES COM 931142103 35352 581916 SH DEFINED 0103 581916
WAL MART STORES COM 931142103 13317 219200 SH DEFINED 01 219200
WALBRO CORP COM 931154108 3895 275740 SH DEFINED 0103 275740
WALGREEN CO. COM 931422109 8151 197300 SH DEFINED 0125 197300
WALGREEN CO. COM 931422109 8882 215000 SH DEFINED 0135 215000
WALGREEN CO. COM 931422109 428 10334 SH DEFINED 0102 10334
WALGREEN CO. COM 931422109 4612 111645 SH DEFINED 0103 111645
WARNER LAMBERT CO COM 934488107 52031 750000 SH DEFINED 0130 750000
<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
WARNER LAMBERT CO COM 934488107 72844 1050000 SH DEFINED 0126 1050000
WARNER LAMBERT CO COM 934488107 97125 1400000 SH DEFINED 0111 1400000
WARNER LAMBERT CO COM 934488107 14173 204300 SH DEFINED 0124 204300
WARNER LAMBERT CO COM 934488107 27514 396600 SH DEFINED 0125 396600
WARNER LAMBERT CO COM 934488107 4163 60000 SH DEFINED 011622 60000
WARNER LAMBERT CO COM 934488107 8325 120000 SH DEFINED 011623 120000
WARNER LAMBERT CO COM 934488107 89447 1289300 SH DEFINED 0102 1289300
WARNER LAMBERT CO COM 934488107 14588 210279 SH DEFINED 0103 210279
WASHINGTON GAS LIGHT COM 938837101 9363 350000 SH DEFINED 0132 350000
WASHINGTON MUT INC COM 939322103 32578 750000 SH DEFINED 0130 750000
WASHINGTON MUT INC COM 939322103 18570 427500 SH DEFINED 0108 427500
WASHINGTON MUT INC COM 939322103 52125 1200000 SH DEFINED 0113 1200000
WASHINGTON MUT INC COM 939322103 162891 3750000 SH DEFINED 0111 3750000
WASHINGTON MUT INC COM 939322103 9389 216150 SH DEFINED 0124 216150
WASHINGTON MUT INC COM 939322103 20896 481050 SH DEFINED 0125 481050
WASHINGTON MUT INC COM 939322103 35836 825000 SH DEFINED 0107 825000
WASHINGTON MUT INC COM 939322103 14334 330000 SH DEFINED 011622 330000
WASHINGTON MUT INC COM 939322103 26063 600000 SH DEFINED 011623 600000
WASHINGTON MUT INC COM 939322103 78188 1800000 SH DEFINED 011516 1800000
WASHINGTON MUT INC COM 939322103 81445 1875000 SH DEFINED 011618 1875000
WASHINGTON MUT INC COM 939322103 9773 225000 SH DEFINED 011619 225000
WASHINGTON MUT INC COM 939322103 5128 118050 SH DEFINED 011620 118050
WASHINGTON MUT INC COM 939322103 16941 390000 SH DEFINED 011614 390000
WASHINGTON MUT INC COM 939322103 142114 3271495 SH DEFINED 0102 3271495
WASHINGTON MUT INC COM 939322103 54015 1243500 SH DEFINED 0131 1243500
WASHINGTON MUT INC COM 939322103 8248 189890 SH DEFINED 0103 189890
WASHINGTON MUT INC COM 939322103 24442 562700 SH DEFINED 01 562700
WASTE MANAGEMENT INC COM 94106K101 26425 755000 SH DEFINED 0130 755000
WASTE MANAGEMENT INC COM 94106K101 6300 180000 SH DEFINED 0124 180000
WASTE MANAGEMENT INC COM 94106K101 11722 334900 SH DEFINED 0125 334900
WASTE MANAGEMENT INC COM 94106K101 9444 269600 SH DEFINED 0102 269600
WASTE MANAGEMENT INC COM 94106K101 4653 132938 SH DEFINED 0103 132938
WATERS CORPORATION COM 941848103 16208 275000 SH DEFINED 0106 275000
WATSON PHARMACEUTICA COM 942683103 3814 81700 SH DEFINED 0108 81700
WATSON PHARMACEUTICA COM 942683103 10271 220000 SH DEFINED 0128 220000
WATSON PHARMACEUTICA COM 942683103 32681 700000 SH DEFINED 0106 700000
WATSON PHARMACEUTICA COM 942683103 21009 450000 SH DEFINED 011619 450000
WATSON PHARMACEUTICA COM 942683103 36183 775000 SH DEFINED 011614 775000
WATSON PHARMACEUTICA COM 942683103 56090 1201472 SH DEFINED 0102 1201472
WATSON PHARMACEUTICA COM 942683103 26248 562200 SH DEFINED 0131 562200
WATSON PHARMACEUTICA COM 942683103 2395 51300 SH DEFINED 0103 51300
WATSON PHARMACEUTICA COM 942683103 6816 146000 SH DEFINED 01 146000
WELLPOINT COM 94973H108 7363 99500 SH DEFINED 0131 99500
WELLS FARGO & CO COM 949740104 35055 95000 SH DEFINED 011618 95000
WELLS FARGO & CO COM 949740104 21 56 SH DEFINED 0102 56
WELLS FARGO & CO COM 949740104 7066 19149 SH DEFINED 0103 19149
WENDYS INTL INC COM 950590109 14100 600000 SH DEFINED 0108 600000
WENDYS INTL INC COM 950590109 7050 300000 SH DEFINED 0128 300000
WENDYS INTL INC COM 950590109 47000 2000000 SH DEFINED 011516 2000000
WENDYS INTL INC COM 950590109 2350 100000 SH DEFINED 011620 100000
<PAGE> PAGE 68
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
WENDYS INTL INC COM 950590109 680 28937 SH DEFINED 0103 28937
WEST COMPANY COM 953348109 10371 366314 SH DEFINED 0103 366314
WESTERN ATLAS INC COM 957674104 1055 12426 SH DEFINED 0103 12426
WESTERN RES COM 959425109 7763 200000 SH DEFINED 0132 200000
WESTVACO CORP COM 961548104 629 22258 SH DEFINED 0103 22258
WEYERHAUESER COM 962166104 12471 270000 SH DEFINED 0107 270000
WEYERHAUESER COM 962166104 2049 44367 SH DEFINED 0103 44367
WHIRLPOOL CORP COM 963320106 1177 17122 SH DEFINED 0103 17122
WHIRLPOOL FIN $100 B PREFERRED STOCK 963328208 19215 180000 SH DEFINED 0105 180000
WHITMAN & HART COM 966834103 9675 200000 SH DEFINED 011619 200000
WHITMAN & HART COM 966834103 24188 500000 SH DEFINED 011614 500000
WHITMAN & HART COM 966834103 45409 938700 SH DEFINED 0102 938700
WHITMAN & HART COM 966834103 13342 275800 SH DEFINED 0131 275800
WHITMAN & HART COM 966834103 2351 48600 SH DEFINED 0103 48600
WHOLE FOODS MARKET COM 966837106 11247 185900 SH DEFINED 0102 185900
WHOLE FOODS MARKET COM 966837106 200 3300 SH DEFINED 0103 3300
WILLAMETTE IND INC COM 969133107 48000 1500000 SH DEFINED 011516 1500000
WILLAMETTE IND INC COM 969133107 798 24942 SH DEFINED 0103 24942
WILLIAM COMPANIES COM 969457100 3218 95356 SH DEFINED 0103 95356
WILSHIRE FINANCIAL COM 971867106 4750 200000 SH DEFINED 011619 200000
WILSHIRE REAL ESTATE COM 971892104 5475 323273 SH DEFINED 011619 323273
WINN-DIXIE COM 974280109 1706 33331 SH DEFINED 0103 33331
WIRELESS ONE COM 97652H109 29 25000 SH DEFINED 0109 25000
WIRELESS ONE WTS COM 97652H117 0 23250 SH DEFINED 0109 23250
WISCONSIN CENTRAL TR COM 976592105 2516 115000 SH DEFINED 0128 115000
WISCONSIN CENTRAL TR COM 976592105 4375 200000 SH DEFINED 011619 200000
WOLVERINE COM 978097103 5081 234300 SH DEFINED 011620 234300
WOLVERINE COM 978097103 15181 700000 SH DEFINED 011614 700000
WOLVERINE COM 978097103 33701 1553900 SH DEFINED 0102 1553900
WOLVERINE COM 978097103 601 27700 SH DEFINED 0103 27700
WORLDCOM INC COM 98155K102 12278 253472 SH DEFINED 0130 253472
WORLDCOM INC COM 98155K102 14531 300000 SH DEFINED 0108 300000
WORLDCOM INC COM 98155K102 106563 2200000 SH DEFINED 0126 2200000
WORLDCOM INC COM 98155K102 174375 3600000 SH DEFINED 0111 3600000
WORLDCOM INC COM 98155K102 35805 739207 SH DEFINED 0132 739207
WORLDCOM INC COM 98155K102 10511 217000 SH DEFINED 0124 217000
WORLDCOM INC COM 98155K102 30690 633600 SH DEFINED 0125 633600
WORLDCOM INC COM 98155K102 14531 300000 SH DEFINED 011622 300000
WORLDCOM INC COM 98155K102 33906 700000 SH DEFINED 011623 700000
WORLDCOM INC COM 98155K102 48438 1000000 SH DEFINED 011618 1000000
WORLDCOM INC COM 98155K102 6152 127000 SH DEFINED 011620 127000
WORLDCOM INC COM 98155K102 26641 550000 SH DEFINED 011614 550000
WORLDCOM INC COM 98155K102 49593 1023831 SH DEFINED 0102 1023831
WORLDCOM INC COM 98155K102 13110 270645 SH DEFINED 0103 270645
WORLDCOM INC COM 98155K102 9445 195000 SH DEFINED 01 195000
WORTHINGTON IND COM 981811102 327 21712 SH DEFINED 0103 21712
WRIGLEY WM JR CO COM 982526105 2569 26214 SH DEFINED 0103 26214
WYMAN-GORDON COM 983085101 6081 305000 SH DEFINED 0128 305000
X-RITE INC COM 983857103 44 3200 SH DEFINED 0102 3200
XILINX INC CONV BOND 983919AB7 9300 10000000 PRN DEFINED 0130 10000000
<PAGE> PAGE 69
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
XILINX INC CONV BOND 983919AB7 5580 6000000 PRN DEFINED 011614 6000000
XILINX COM 983919101 4148 122000 SH DEFINED 01 122000
XEROX COM 984121103 101625 1000000 SH DEFINED 0126 1000000
XEROX COM 984121103 7498 73783 SH DEFINED 0103 73783
XEROX COM 984121103 7114 70000 SH DEFINED 01 70000
XYLAN CORP COM 984151100 20869 700000 SH DEFINED 011614 700000
YORK INTL CORP NEW COM 986670107 6317 145000 SH DEFINED 0128 145000
YOUNG AND RUBICAN IN COM 987425105 6694 209200 SH DEFINED 0108 209200
YOUNG AND RUBICAN IN COM 987425105 4800 150000 SH DEFINED 011619 150000
YOUNG AND RUBICAN IN COM 987425105 16800 525000 SH DEFINED 011614 525000
ZERO CORP COM 989484100 825 28830 SH DEFINED 0103 28830
FLAGSTAR STABLE VALU COM 9900072E5 10658 958129 SH DEFINED 0103 958129
INCOME FUND III COM 990007213 94161 7102731 SH DEFINED 0103 7102731
SIEBE STABLE VALUE COM 990007742 115115 9750647 SH DEFINED 0103 9750647
EMERGING GROWTH 2 COM 990007916 7809 600820 SH DEFINED 0103 600820
STABLE CAPITAL II COM 990007940 11288 872966 SH DEFINED 0103 872966
AM EXP RESEARCH 839 COM 990008393 36405 917995 SH DEFINED 0103 917995
FEDERAL INCOME FUND COM 990008443 103331 6513603 SH DEFINED 0103 6513603
EQY BASE INDEX COM 990008450 1784135 54605807 SH DEFINED 0103 54605807
EQUITY INDEX 2 COM 990008484 5339 175582 SH DEFINED 0103 175582
AM EXP TST BND 831 COM 990009086 49303 908769 SH DEFINED 0103 908769
AM EXP TST EMERG 837 COM 990009300 20706 205199 SH DEFINED 0103 205199
AM EXP TST CORE 838 COM 990009318 30563 218347 SH DEFINED 0103 218347
MANAGED GIC FUND COM 990009326 124267 4287420 SH DEFINED 0103 4287420
INTERNATION COM 990009995 5189 421966 SH DEFINED 0103 421966
EQUITY INDEX 3 COM 990018509 14000 499125 SH DEFINED 0103 499125
MEXICO VALUE REC RTS COM 991996133 0 1000 SH DEFINED 0110 1000
MEXICO VALUE REC RTS COM 991996133 0 1000 SH DEFINED 011618 1000
STATE STREET BOND COM 994691343 2675 227575 SH DEFINED 0103 227575
STATE STREET EAFE COM 994691350 3433 284442 SH DEFINED 0103 284442
REPORT SUMMARY 3330 DATA RECORDS 82993402 35 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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