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Previous: EMCON, SC 13G/A, 1999-02-08 |
Next: INNOVA CORPORATION, SC 13G/A, 1999-02-08 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 12/31/98
Institutional Investment Manager:
AMERICAN EXPRESS FINANCIAL CORPORATION
IDS TOWER-10
MINNEAPOLIS MN 55440-0010
I REPRESENT THAT I AM AUTHORIZED TO SUBMIT THIS FORM AND THAT ALL INFORMATION
IN THIS FORM AND THE ATTACHMENTS TO IT IS TRUE, CORRECT AND COMPLETE, AND I
UNDERSTAND THAT ALL REQUIRED ITEMS, STATEMENTS AND SCHEDULES ARE INTEGRAL
PARTS OF THIS FORM AND THAT THE SUBMISSION OF ANY AMENDMENT REPRESENTS THAT
ALL UNAMENDED ITEMS, STATEMENTS AND SCHEDULES REMAIN TRUE, CORRECT AND
COMPLETE AS PREVIOUSLY SUBMITTED.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
Name, Title and Telephone Number of Person Submitting Report:
MATT KARSTETTER V.P.INVESTMENT ACCOUNTING (612) 671-3517
Signature, Place and Date of Signing:
/s/ MATT KARSTETTER MINNEAPOLIS MN 12/31/98
Other Managers on Whose Behalf this Report is Filed:
01 AMERICAN EXPRESS COMPANY 028-00698
03 AMERICAN EXPRESS TRUST COMPANY 028-01151
34 AMERICAN PARTNERS LIFE
02 IDS ADVISORY GROUP, INC. 028-02069
04 IDS BOND FUND, INC. 028-00192
05 IDS CERTIFICATE COMPANY 028-00140
06 IDS DISCOVERY FUND, INC. 028-01075
07 IDS DIVERSIFIED EQUITY INCOME FUND
08 IDS EQUITY SELECT FUND, INC. 028-00196
09 IDS EXTRA INCOME FUND, INC. 028-01411
35 IDS GLOBAL GROWTH FUND
10 IDS GLOBAL SERIES, INC. 028-02589
11 IDS GROWTH FUND, INC. 028-00194
12 IDS INTERNATIONAL FUND, INC. 028-01547
13 IDS INVESTMENT SERIES, INC. 028-00199
14 IDS LIFE AGGRES. GROWTH FUND, INC.
15 IDS LIFE CAPITAL RESOURCE FUND, INC. 028-01131
16 IDS LIFE INSURANCE COMPANY 028-00143
17 IDS LIFE INTL EQUITY FUND, INC.
18 IDS LIFE MANAGED FUND, INC. 028-01837
19 IDS LIFE SERIES FUND, INC.- EQUITY PORTFOLIO 028-01835
<PAGE> PAGE 2
20 IDS LIFE SERIES FUND, INC.-MANAGED PORTFOLIO 028-01835
21 IDS LIFE SPECIAL INCOME FUND, INC. 028-02178
22 IDS LIFE VARIABLE ANNUITY FUND A 028-00144
23 IDS LIFE VARIABLE ANNUITY FUND B 028-00145
24 IDS MANAGED RETIREMENT FUND, INC. 028-01546
25 IDS MARKET ADVANTAGE SERIES, INC. 028-02748
26 IDS NEW DIMENSIONS FUND, INC. 028-00198
27 IDS PRECIOUS METALS FUND, INC. 028-01578
28 IDS PROGRESSIVE FUND, INC. 028-00193
29 IDS SELECTIVE FUND, INC. 028-00197
30 IDS STOCK FUND, INC. 028-00195
31 IDS STRATEGY FUND, INC. 028-01473
32 IDS UTILITIES INCOME FUND, INC. 028-02374
33 SHEARSON INSURANCE - MARKETING REINSURANCE CO.
<PAGE> PAGE 3
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ACE LIMITED COM G0070K103 25828 750000 SH DEFINED 0130 750000
ACE LIMITED COM G0070K103 21523 625000 SH DEFINED 0108 625000
ACE LIMITED COM G0070K103 206625 6000000 SH DEFINED 0126 6000000
ACE LIMITED COM G0070K103 15801 458819 SH DEFINED 0128 458819
ACE LIMITED COM G0070K103 113644 3300000 SH DEFINED 011516 3300000
ACE LIMITED COM G0070K103 6888 200000 SH DEFINED 011619 200000
ACE LIMITED COM G0070K103 6888 200000 SH DEFINED 011620 200000
ACE LIMITED COM G0070K103 15135 439500 SH DEFINED 0102 439500
ACE LIMITED COM G0070K103 15135 439500 SH DEFINED 0131 439500
EXEL LTD CL A COM G32429105 54375 725000 SH DEFINED 0130 725000
EXEL LTD CL A COM G32429105 13935 185800 SH DEFINED 0113 185800
EXEL LTD CL A COM G32429105 28125 375000 SH DEFINED 0107 375000
EXEL LTD CL A COM G32429105 10373 138300 SH DEFINED 0131 138300
EXEL LTD CL A COM G32429105 398 5300 SH DEFINED 0103 5300
EXEL LTD CL A COM G32429105 10890 145205 SH DEFINED 01 145205
GEM STAR COM G3788V106 11450 200000 SH DEFINED 011614 200000
GLOBALSTAR COM G3930H104 11402 566558 SH DEFINED 011618 566558
LORAL SPACE & COMM COM G56462107 12357 693700 SH DEFINED 011618 693700
SANTA FE INTL CORP COM G7805C108 12918 883300 SH DEFINED 0113 883300
SANTA FE INTL CORP COM G7805C108 2707 185100 SH DEFINED 0128 185100
SANTA FE INTL CORP COM G7805C108 11463 783800 SH DEFINED 0131 783800
SANTA FE INTL CORP COM G7805C108 467 31900 SH DEFINED 0103 31900
FUNDTECH LTD COM M47095100 6188 300000 SH DEFINED 011619 300000
GALILEO TECHNOLOGY COM M47298100 6750 250000 SH DEFINED 011614 250000
GILAT SATELLITE NETW COM M51474100 11025 200000 SH DEFINED 011614 200000
CORE LABS COM N22717107 17691 925000 SH DEFINED 0106 925000
PANAMERICAN BEV COM P74823108 1214 55660 SH DEFINED 0112 55660
PANAMERICAN BEV COM P74823108 1822 83540 SH DEFINED 011617 83540
STEINER LEISURE LTD COM P8744Y102 21280 665000 SH DEFINED 011614 665000
ROYAL CARIBBEAN COM V7780T103 1294 34950 SH DEFINED 0102 34950
ROYAL CARIBBEAN COM V7780T103 1106 29900 SH DEFINED 0103 29900
TEEKAY SHIPPING COM V89564104 14109 750000 SH DEFINED 0107 750000
ADC TELECOM COM 000886101 18244 525000 SH DEFINED 0106 525000
ADC TELECOM COM 000886101 19113 550000 SH DEFINED 011618 550000
AES CORP CONV BOND 00130HAN5 10700 10000000 PRN DEFINED 0132 10000000
AES CORP COM 00130H105 17766 375000 SH DEFINED 0106 375000
AES CORP COM 00130H105 2198 46400 SH DEFINED 0103 46400
AK STEEL COM 001547108 14100 600000 SH DEFINED 0106 600000
AMR CORP DEL COM 001765106 178125 3000000 SH DEFINED 0126 3000000
AMR CORP DEL COM 001765106 6234 105000 SH DEFINED 0124 105000
AMR CORP DEL COM 001765106 6876 115800 SH DEFINED 0125 115800
AMR CORP DEL COM 001765106 11116 187200 SH DEFINED 0102 187200
AMR CORP DEL COM 001765106 2729 45954 SH DEFINED 0103 45954
AT&T CORP COM 001957109 86596 1150775 SH DEFINED 0130 1150775
AT&T CORP COM 001957109 37625 500000 SH DEFINED 0113 500000
AT&T CORP COM 001957109 52675 700000 SH DEFINED 0132 700000
AT&T CORP COM 001957109 29107 386800 SH DEFINED 0124 386800
AT&T CORP COM 001957109 55813 741700 SH DEFINED 0125 741700
AT&T CORP COM 001957109 32358 430000 SH DEFINED 0107 430000
AT&T CORP COM 001957109 94063 1250000 SH DEFINED 011516 1250000
<PAGE> PAGE 4
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
AT&T CORP COM 001957109 59336 788505 SH DEFINED 0102 788505
AT&T CORP COM 001957109 28595 380000 SH DEFINED 0131 380000
AT&T CORP COM 001957109 37685 500795 SH DEFINED 0103 500795
AT&T CORP COM 001957109 6780 90103 SH DEFINED 01 90103
ABBOTT LABS COM 002824100 10677 217900 SH DEFINED 0125 217900
ABBOTT LABS COM 002824100 5540 113058 SH DEFINED 0102 113058
ABBOTT LABS COM 002824100 19022 388196 SH DEFINED 0103 388196
ABBOTT LABS COM 002824100 6860 140000 SH DEFINED 01 140000
ABERCROMBIE & FITCH COM 002896207 5306 75000 SH DEFINED 011619 75000
ABERCROMBIE & FITCH COM 002896207 30029 424400 SH DEFINED 0102 424400
ABERCROMBIE & FITCH COM 002896207 10613 150000 SH DEFINED 0131 150000
ABERCROMBIE & FITCH COM 002896207 198 2800 SH DEFINED 0103 2800
ACTIVISION COM 004930202 2225 200000 SH DEFINED 011619 200000
ACTEL CORP COM 004934105 23 1131 SH DEFINED 0102 1131
ACTEL CORP COM 004934105 560 28000 SH DEFINED 01 28000
ACXIOM CORP COM 005125109 15500 500000 SH DEFINED 011614 500000
ACXIOM CORP COM 005125109 21217 684400 SH DEFINED 0102 684400
ACXIOM CORP COM 005125109 222 7150 SH DEFINED 0103 7150
ADOBE SYSTEMS INC COM 00724F101 780 16679 SH DEFINED 0103 16679
ADVANTICA REST COM 00758B109 161 25980 SH DEFINED 0103 25980
AEROQUIP-VICKERS COM 007869100 207 6907 SH DEFINED 0103 6907
ADVANCED MICRO DEV COM 007903107 5767 199300 SH DEFINED 0125 199300
ADVANCED MICRO DEV COM 007903107 11575 400000 SH DEFINED 011614 400000
ADVANCED MICRO DEV COM 007903107 5665 195700 SH DEFINED 0102 195700
ADVANCED MICRO DEV COM 007903107 1394 48165 SH DEFINED 0103 48165
AETNA INC COM 008117103 9089 115600 SH DEFINED 0124 115600
AETNA INC COM 008117103 63 800 SH DEFINED 0102 800
AETNA INC COM 008117103 2732 34741 SH DEFINED 0103 34741
AFL/CIO UNITS OF COM 008270993 499 460 SH DEFINED 0102 460
AGOURON PHARMACEUTIC COM 008488108 21150 360000 SH DEFINED 011614 360000
AGOURON PHARMACEUTIC COM 008488108 38 634 SH DEFINED 0102 634
AGOURON PHARMACEUTIC COM 008488108 940 16000 SH DEFINED 01 16000
AIR PROD & CHEM COM 009158106 38600 965000 SH DEFINED 0113 965000
AIR PROD & CHEM COM 009158106 3000 75000 SH DEFINED 0128 75000
AIR PROD & CHEM COM 009158106 7344 183600 SH DEFINED 0124 183600
AIR PROD & CHEM COM 009158106 6956 173900 SH DEFINED 0125 173900
AIR PROD & CHEM COM 009158106 26000 650000 SH DEFINED 0131 650000
AIR PROD & CHEM COM 009158106 3338 83456 SH DEFINED 0103 83456
AIRBORNE FREIGHT COR COM 009266107 19834 550000 SH DEFINED 011614 550000
AIRTOUCH COMMUN COM 00949T100 57700 800000 SH DEFINED 0130 800000
AIRTOUCH COMMUN COM 00949T100 144250 2000000 SH DEFINED 0126 2000000
AIRTOUCH COMMUN COM 00949T100 32456 450000 SH DEFINED 0132 450000
AIRTOUCH COMMUN COM 00949T100 9874 136900 SH DEFINED 0124 136900
AIRTOUCH COMMUN COM 00949T100 37217 516000 SH DEFINED 0125 516000
AIRTOUCH COMMUN COM 00949T100 16344 226600 SH DEFINED 0135 226600
AIRTOUCH COMMUN COM 00949T100 81141 1125000 SH DEFINED 011618 1125000
AIRTOUCH COMMUN COM 00949T100 246854 3422569 SH DEFINED 0102 3422569
AIRTOUCH COMMUN COM 00949T100 13801 191352 SH DEFINED 0103 191352
AIRTOUCH COMMUN COM 00949T100 31713 439700 SH DEFINED 01 439700
ALBERTO CULVER COM 013068101 352 13205 SH DEFINED 0103 13205
<PAGE> PAGE 5
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ALBERTSONS INC COM 013104104 10700 168000 SH DEFINED 0124 168000
ALBERTSONS INC COM 013104104 22348 350900 SH DEFINED 0125 350900
ALBERTSONS INC COM 013104104 172213 2704145 SH DEFINED 0102 2704145
ALBERTSONS INC COM 013104104 6013 94410 SH DEFINED 0103 94410
ALBERTSONS INC COM 013104104 17584 276100 SH DEFINED 01 276100
ALCAN ALUMINIUM LTD COM 013716105 1506 55633 SH DEFINED 0103 55633
ALLEGHENY ENERGY COM 017361106 5003 145000 SH DEFINED 0128 145000
ALLEGHENY ENERGY COM 017361106 20700 600000 SH DEFINED 0132 600000
ALLEGHENY ENERGY COM 017361106 28 800 SH DEFINED 0102 800
ALLEGHENY TELEDYNE COM 017415100 976 47746 SH DEFINED 0103 47746
ALLEGIANCE TELC WTS WARRANT 01747T110 152 30450 SH DEFINED 0109 30450
ALLEGIANCE TELC WTS WARRANT 01747T110 12 2450 SH DEFINED 011618 2450
ALLERGAN INC COM 018490102 14569 225000 SH DEFINED 011614 225000
ALLERGAN INC COM 018490102 1153 17812 SH DEFINED 0103 17812
ALLIED SIGNAL INC COM 019512102 35450 800000 SH DEFINED 0113 800000
ALLIED SIGNAL INC COM 019512102 6908 155900 SH DEFINED 0124 155900
ALLIED SIGNAL INC COM 019512102 4351 98200 SH DEFINED 0125 98200
ALLIED SIGNAL INC COM 019512102 17725 400000 SH DEFINED 011618 400000
ALLIED SIGNAL INC COM 019512102 97458 2199320 SH DEFINED 0102 2199320
ALLIED SIGNAL INC COM 019512102 30576 690000 SH DEFINED 0131 690000
ALLIED SIGNAL INC COM 019512102 10015 226002 SH DEFINED 0103 226002
ALLIED SIGNAL INC COM 019512102 855 19300 SH DEFINED 01 19300
ALLIED WASTE IND COM 019589308 36028 1525000 SH DEFINED 0106 1525000
ALLIED WASTE IND COM 019589308 50996 2158550 SH DEFINED 0102 2158550
ALLIED WASTE IND COM 019589308 1488 63000 SH DEFINED 0103 63000
ALLMERICA FINANCIAL COM 019754100 8103 140000 SH DEFINED 0128 140000
ALLSTATE CORP COM 020002101 3129 81000 SH DEFINED 0124 81000
ALLSTATE CORP COM 020002101 7894 204374 SH DEFINED 0103 204374
ALLTEL CORP COM 020039103 26916 450000 SH DEFINED 0132 450000
ALLTEL CORP COM 020039103 14953 250000 SH DEFINED 011614 250000
ALLTEL CORP COM 020039103 26 440 SH DEFINED 0102 440
ALLTEL CORP COM 020039103 3943 65921 SH DEFINED 0103 65921
ALLTEL CORP COM 020039103 598 10000 SH DEFINED 01 10000
ALLTEL 7.75 $100 PAR PREFERRED STOCK 0200392*3 1851 18328 SH DEFINED 0105 18328
ALTERA CORP COM 021441100 16741 275000 SH DEFINED 011614 275000
ALTERA CORP COM 021441100 20415 335350 SH DEFINED 0102 335350
ALTERA CORP COM 021441100 213 3500 SH DEFINED 0103 3500
ALUMINUM CO AMERICA COM 022249106 4668 62602 SH DEFINED 0124 62602
ALUMINUM CO AMERICA COM 022249106 19 250 SH DEFINED 0102 250
ALUMINUM CO AMERICA COM 022249106 3369 45182 SH DEFINED 0103 45182
ALZA COM 022615108 17713 339000 SH DEFINED 0108 339000
ALZA COM 022615108 52250 1000000 SH DEFINED 0126 1000000
ALZA COM 022615108 5727 109600 SH DEFINED 0124 109600
ALZA COM 022615108 5486 105000 SH DEFINED 0125 105000
ALZA COM 022615108 5225 100000 SH DEFINED 011619 100000
ALZA COM 022615108 6270 120000 SH DEFINED 011620 120000
ALZA COM 022615108 14369 275000 SH DEFINED 011614 275000
ALZA COM 022615108 142435 2726075 SH DEFINED 0102 2726075
ALZA COM 022615108 4351 83272 SH DEFINED 0103 83272
ALZA COM 022615108 523 10000 SH DEFINED 01 10000
<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
AMERADA HESS COM 023551104 1043 20964 SH DEFINED 0103 20964
AMEREN CORP COM 023608102 1425 33388 SH DEFINED 0103 33388
AMERICA ON-LINE COM 02364J104 64000 400000 SH DEFINED 0130 400000
AMERICA ON-LINE COM 02364J104 27680 173000 SH DEFINED 0108 173000
AMERICA ON-LINE COM 02364J104 480000 3000000 SH DEFINED 0126 3000000
AMERICA ON-LINE COM 02364J104 64000 400000 SH DEFINED 0111 400000
AMERICA ON-LINE COM 02364J104 12000 75000 SH DEFINED 0132 75000
AMERICA ON-LINE COM 02364J104 4800 30000 SH DEFINED 0124 30000
AMERICA ON-LINE COM 02364J104 18880 118000 SH DEFINED 0125 118000
AMERICA ON-LINE COM 02364J104 9600 60000 SH DEFINED 011619 60000
AMERICA ON-LINE COM 02364J104 9600 60000 SH DEFINED 011620 60000
AMERICA ON-LINE COM 02364J104 38605 241280 SH DEFINED 0102 241280
AMERICA ON-LINE COM 02364J104 19200 120000 SH DEFINED 0131 120000
AMERICA ON-LINE COM 02364J104 18720 117000 SH DEFINED 0103 117000
20TH CENTURY ULTRA COM 025083882 10397 311205 SH DEFINED 0103 311205
AMERICAN ELEC PWR COM 025537101 136 2900 SH DEFINED 0102 2900
AMERICAN ELEC PWR COM 025537101 2254 47885 SH DEFINED 0103 47885
AMERICAN EXPRESS COM 025816109 894081 8744071 SH DEFINED 0103 8744071
AMER GENERAL CORP COM 026351106 23985 307500 SH DEFINED 0113 307500
AMER GENERAL CORP COM 026351106 13268 170100 SH DEFINED 0124 170100
AMER GENERAL CORP COM 026351106 43992 564000 SH DEFINED 0125 564000
AMER GENERAL CORP COM 026351106 54600 700000 SH DEFINED 0107 700000
AMER GENERAL CORP COM 026351106 19500 250000 SH DEFINED 011618 250000
AMER GENERAL CORP COM 026351106 145915 1870684 SH DEFINED 0102 1870684
AMER GENERAL CORP COM 026351106 18314 234800 SH DEFINED 0131 234800
AMER GENERAL CORP COM 026351106 9409 120637 SH DEFINED 0103 120637
AMER GENERAL CORP COM 026351106 17324 222100 SH DEFINED 01 222100
AM GREETINGS CL A COM 026375105 707 17226 SH DEFINED 0103 17226
AMER HOME PRODUCTS COM 026609107 7062 125400 SH DEFINED 0125 125400
AMER HOME PRODUCTS COM 026609107 32267 573000 SH DEFINED 0107 573000
AMER HOME PRODUCTS COM 026609107 56313 1000000 SH DEFINED 011516 1000000
AMER HOME PRODUCTS COM 026609107 120355 2137112 SH DEFINED 0102 2137112
AMER HOME PRODUCTS COM 026609107 19023 337814 SH DEFINED 0103 337814
AMER HOME PRODUCTS COM 026609107 36949 656146 SH DEFINED 01 656146
AMERICAN INTL GROUP COM 026874107 54352 562500 SH DEFINED 0130 562500
AMERICAN INTL GROUP COM 026874107 193250 2000000 SH DEFINED 0126 2000000
AMERICAN INTL GROUP COM 026874107 75005 776250 SH DEFINED 0113 776250
AMERICAN INTL GROUP COM 026874107 3029 31350 SH DEFINED 0124 31350
AMERICAN INTL GROUP COM 026874107 18108 187400 SH DEFINED 0125 187400
AMERICAN INTL GROUP COM 026874107 17595 182100 SH DEFINED 0135 182100
AMERICAN INTL GROUP COM 026874107 51211 530000 SH DEFINED 0107 530000
AMERICAN INTL GROUP COM 026874107 6764 70000 SH DEFINED 011622 70000
AMERICAN INTL GROUP COM 026874107 12561 130000 SH DEFINED 011623 130000
AMERICAN INTL GROUP COM 026874107 86963 900000 SH DEFINED 011516 900000
AMERICAN INTL GROUP COM 026874107 5314 55000 SH DEFINED 011620 55000
AMERICAN INTL GROUP COM 026874107 70363 728250 SH DEFINED 0102 728250
AMERICAN INTL GROUP COM 026874107 60004 621000 SH DEFINED 0131 621000
AMERICAN INTL GROUP COM 026874107 28091 290718 SH DEFINED 0103 290718
AMERICAN INTL GROUP COM 026874107 10368 107300 SH DEFINED 01 107300
AMERICAN MANAGEMENT COM 027352103 6536 163400 SH DEFINED 0128 163400
<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 MANAGEMENT COM 027352103 6000 150000 SH DEFINED 011619 150000
AMERICAN MANAGEMENT COM 027352103 24000 600000 SH DEFINED 011614 600000
AMERICAN MEDICAL SEC COM 02744P101 3435 239975 SH DEFINED 0103 239975
AMERICAN MOB SAT WTS WARRANT 02755R111 25 8000 SH DEFINED 0109 8000
AMERICAN MOB SAT WTS WARRANT 02755R111 6 2000 SH DEFINED 011618 2000
AMER PWR CONVERSION COM 029066107 55703 1150000 SH DEFINED 011618 1150000
AMER PWR CONVERSION COM 029066107 943 19450 SH DEFINED 0102 19450
AMER PWR CONVERSION COM 029066107 833 17200 SH DEFINED 0103 17200
AMER RESTAURANT WTS WARRANT 029309127 0 3500 SH DEFINED 0109 3500
AMERICAN STD CO COM 029712106 28800 800000 SH DEFINED 0113 800000
AMERICAN STD CO COM 029712106 40 1100 SH DEFINED 0102 1100
AMERICAN STD CO COM 029712106 32040 890000 SH DEFINED 0131 890000
AMERICAN STD CO COM 029712106 1260 35000 SH DEFINED 0103 35000
AMERICAN TOWER CORP COM 029912201 20386 689600 SH DEFINED 011614 689600
AMERICAN TOWER CORP COM 029912201 32 1073 SH DEFINED 0102 1073
AMERICAN TOWER CORP COM 029912201 739 25000 SH DEFINED 01 25000
AMERICAN STORES CO COM 030096101 25856 700000 SH DEFINED 0130 700000
AMERICAN STORES CO COM 030096101 81263 2200000 SH DEFINED 0113 2200000
AMERICAN STORES CO COM 030096101 4746 128500 SH DEFINED 0124 128500
AMERICAN STORES CO COM 030096101 14553 394000 SH DEFINED 0125 394000
AMERICAN STORES CO COM 030096101 42478 1150000 SH DEFINED 0107 1150000
AMERICAN STORES CO COM 030096101 42478 1150000 SH DEFINED 011516 1150000
AMERICAN STORES CO COM 030096101 11114 300850 SH DEFINED 0102 300850
AMERICAN STORES CO COM 030096101 66488 1800000 SH DEFINED 0131 1800000
AMERICAN STORES CO COM 030096101 6076 164490 SH DEFINED 0103 164490
AMERICAN TELECAST WT WARRANT 030151112 1 85225 SH DEFINED 0109 85225
AMERICAN WATERWORKS COM 030411102 13838 410000 SH DEFINED 0132 410000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 4170 40000 SH DEFINED 0105 40000
AMERITECH NZ A $100 PREFERRED STOCK 03070V209 3128 30000 SH DEFINED 01 30000
AMERISOURCE COM 03071P102 16250 250000 SH DEFINED 011618 250000
AMERITECH CORP COM 030954101 50700 800000 SH DEFINED 0130 800000
AMERITECH CORP COM 030954101 50700 800000 SH DEFINED 0113 800000
AMERITECH CORP COM 030954101 60206 950000 SH DEFINED 0132 950000
AMERITECH CORP COM 030954101 11369 179400 SH DEFINED 0124 179400
AMERITECH CORP COM 030954101 47544 750200 SH DEFINED 0125 750200
AMERITECH CORP COM 030954101 26618 420000 SH DEFINED 0107 420000
AMERITECH CORP COM 030954101 108817 1717087 SH DEFINED 0102 1717087
AMERITECH CORP COM 030954101 38025 600000 SH DEFINED 0131 600000
AMERITECH CORP COM 030954101 21474 338837 SH DEFINED 0103 338837
AMGEN INC COM 031162100 49458 473000 SH DEFINED 0113 473000
AMGEN INC COM 031162100 6472 61900 SH DEFINED 0124 61900
AMGEN INC COM 031162100 12223 116900 SH DEFINED 0125 116900
AMGEN INC COM 031162100 57509 550000 SH DEFINED 011618 550000
AMGEN INC COM 031162100 240596 2300956 SH DEFINED 0102 2300956
AMGEN INC COM 031162100 38479 368000 SH DEFINED 0131 368000
AMGEN INC COM 031162100 9465 90514 SH DEFINED 0103 90514
AMGEN INC COM 031162100 20421 195300 SH DEFINED 01 195300
AMP COM 031897101 2837 54501 SH DEFINED 0103 54501
AMOCO CORP COM 031905102 24 400 SH DEFINED 0102 400
AMOCO CORP COM 031905102 11308 187300 SH DEFINED 01 187300
<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
AMSOUTH BANCORPORATI COM 032165102 5931 130000 SH DEFINED 0128 130000
ANADARKO PETRO CORP COM 032511107 6175 200000 SH DEFINED 0128 200000
ANADARKO PETRO CORP COM 032511107 92625 3000000 SH DEFINED 0111 3000000
ANADARKO PETRO CORP COM 032511107 7299 236400 SH DEFINED 0125 236400
ANADARKO PETRO CORP COM 032511107 9263 300000 SH DEFINED 011622 300000
ANADARKO PETRO CORP COM 032511107 15438 500000 SH DEFINED 011623 500000
ANADARKO PETRO CORP COM 032511107 37050 1200000 SH DEFINED 011516 1200000
ANADARKO PETRO CORP COM 032511107 20069 650000 SH DEFINED 011618 650000
ANADARKO PETRO CORP COM 032511107 2316 75000 SH DEFINED 011619 75000
ANADARKO PETRO CORP COM 032511107 33901 1098000 SH DEFINED 0102 1098000
ANADARKO PETRO CORP COM 032511107 7719 250000 SH DEFINED 0131 250000
ANADARKO PETRO CORP COM 032511107 1525 49372 SH DEFINED 0103 49372
ANALOG DEVICES COM 032654105 4236 135000 SH DEFINED 0128 135000
ANALYTICAL SURVEYS COM 032683302 8011 260000 SH DEFINED 011614 260000
ANDREW CORP COM 034425108 3053 185000 SH DEFINED 0128 185000
ANDREW CORP COM 034425108 36300 2200000 SH DEFINED 0111 2200000
ANDREW CORP COM 034425108 1820 110300 SH DEFINED 0124 110300
ANDREW CORP COM 034425108 4344 263300 SH DEFINED 011622 263300
ANDREW CORP COM 034425108 8373 507425 SH DEFINED 011623 507425
ANDREW CORP COM 034425108 177 10800 SH DEFINED 0102 10800
ANDREW CORP COM 034425108 345 20913 SH DEFINED 0103 20913
ANESTA COM 034603100 11715 440000 SH DEFINED 011614 440000
ANHEUSER BUSCH CO COM 035229103 4823 73500 SH DEFINED 0124 73500
ANHEUSER BUSCH CO COM 035229103 7153 109000 SH DEFINED 0125 109000
ANHEUSER BUSCH CO COM 035229103 224 3400 SH DEFINED 0102 3400
ANHEUSER BUSCH CO COM 035229103 8072 123000 SH DEFINED 0103 123000
ANNTAYLOR STORES COR COM 036115103 922 23390 SH DEFINED 0103 23390
AON CORP COM 037389103 3909 70600 SH DEFINED 0124 70600
AON CORP COM 037389103 2730 49302 SH DEFINED 0103 49302
APACHE CORP COM 037411105 599 23674 SH DEFINED 0103 23674
APAM HIGH PERF CAP COM 037461993 4947 10000 SH DEFINED 0116 10000
APOLLO GROUP INC -C COM 037604105 60975 1800000 SH DEFINED 0111 1800000
APOLLO GROUP INC -C COM 037604105 39590 1168750 SH DEFINED 0102 1168750
APOLLO GROUP INC -C COM 037604105 383 11300 SH DEFINED 0103 11300
APPALACHIAN PWR $100 PREFERRED STOCK 037735834 3315 30000 SH DEFINED 0105 30000
APPALACHIAN PWR $100 PREFERRED STOCK 037735842 1151 10000 SH DEFINED 0105 10000
APPLE COMPUTER COM 037833100 3983 97300 SH DEFINED 0124 97300
APPLE COMPUTER COM 037833100 1360 33215 SH DEFINED 0103 33215
APPLIED MATERIALS COM 038222105 51225 1200000 SH DEFINED 0126 1200000
APPLIED MATERIALS COM 038222105 26466 620000 SH DEFINED 0113 620000
APPLIED MATERIALS COM 038222105 128063 3000000 SH DEFINED 0111 3000000
APPLIED MATERIALS COM 038222105 2433 57000 SH DEFINED 0125 57000
APPLIED MATERIALS COM 038222105 20277 475000 SH DEFINED 0107 475000
APPLIED MATERIALS COM 038222105 8350 195600 SH DEFINED 011622 195600
APPLIED MATERIALS COM 038222105 18578 435200 SH DEFINED 011623 435200
APPLIED MATERIALS COM 038222105 306 7200 SH DEFINED 0102 7200
APPLIED MATERIALS COM 038222105 19850 465000 SH DEFINED 0131 465000
APPLIED MATERIALS COM 038222105 5172 121152 SH DEFINED 0103 121152
APPLIED POWER CL A COM 038225108 993 26300 SH DEFINED 0103 26300
ARCHER DANIELS MDLND COM 039483102 2447 142351 SH DEFINED 0103 142351
<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
ARDEN REALTY INC COM 039793104 5797 250000 SH DEFINED 0128 250000
ARENA BRANDS HLD CRP COM 03999M207 2389 111111 SH DEFINED 0109 111111
ARGENTINA WT 12/3/99 WARRANT 040114118 280 7000 SH DEFINED 0104 7000
ARGENTINA WT 12/3/99 WARRANT 040114118 180 4500 SH DEFINED 0124 4500
ARGENTINA WT 12/3/99 WARRANT 040114118 220 5500 SH DEFINED 011621 5500
ARIZONA PUB SVC CO PREFERRED STOCK 040555831 3800 38100 SH DEFINED 01 38100
ARMCO INC COM 042170100 189 43232 SH DEFINED 0103 43232
ARMSTRONG WORLD IND COM 042476101 634 10510 SH DEFINED 0103 10510
ARROW ELECTRONICS COM 042735100 21 800 SH DEFINED 0102 800
ARTERIAL VASCULAR EN COM 043013101 17850 340000 SH DEFINED 0108 340000
ARTERIAL VASCULAR EN COM 043013101 9188 175000 SH DEFINED 0128 175000
ARTERIAL VASCULAR EN COM 043013101 9188 175000 SH DEFINED 011619 175000
ARTERIAL VASCULAR EN COM 043013101 15769 300363 SH DEFINED 0102 300363
ARTERIAL VASCULAR EN COM 043013101 15750 300000 SH DEFINED 0131 300000
ARTERIAL VASCULAR EN COM 043013101 420 8000 SH DEFINED 01 8000
ASA HOLDINGS INC COM 04338Q107 23416 767700 SH DEFINED 0102 767700
ASA HOLDINGS INC COM 04338Q107 253 8300 SH DEFINED 0103 8300
ASARCO INC COM 043413103 125 8317 SH DEFINED 0103 8317
ASCEND COMM COM 043491109 3531 53700 SH DEFINED 0124 53700
ASCEND COMM COM 043491109 10980 167000 SH DEFINED 0125 167000
ASCEND COMM COM 043491109 6575 100000 SH DEFINED 011516 100000
ASCEND COMM COM 043491109 9863 150000 SH DEFINED 011619 150000
ASCEND COMM COM 043491109 4603 70000 SH DEFINED 011620 70000
ASCEND COMM COM 043491109 26300 400000 SH DEFINED 011614 400000
ASCEND COMM COM 043491109 54884 834715 SH DEFINED 0102 834715
ASCEND COMM COM 043491109 19725 300000 SH DEFINED 0131 300000
ASCEND COMM COM 043491109 4123 62720 SH DEFINED 0103 62720
ASCEND COMM COM 043491109 789 12000 SH DEFINED 01 12000
ASHLAND INC COM 044204105 902 18647 SH DEFINED 0103 18647
ASIA PULP&PAPER CO COM 04516V100 8 1000 SH DEFINED 011618 1000
ASPECT TELECOMM CONV BOND 045237AB0 7613 33100000 PRN DEFINED 011614 33100000
ASPECT TELECOMMUNICA COM 045237104 11212 649950 SH DEFINED 0102 649950
ASPECT TELECOMMUNICA COM 045237104 221 12800 SH DEFINED 0103 12800
AT HOME CORP SER A COM 045919107 7425 100000 SH DEFINED 011614 100000
ASSOC FIRST CORP COM 046008108 23989 566120 SH DEFINED 0130 566120
ASSOC FIRST CORP COM 046008108 127125 3000000 SH DEFINED 0126 3000000
ASSOC FIRST CORP COM 046008108 12713 300000 SH DEFINED 0106 300000
ASSOC FIRST CORP COM 046008108 3704 87400 SH DEFINED 0124 87400
ASSOC FIRST CORP COM 046008108 8085 190800 SH DEFINED 0125 190800
ASSOC FIRST CORP COM 046008108 8475 200000 SH DEFINED 011622 200000
ASSOC FIRST CORP COM 046008108 16950 400000 SH DEFINED 011623 400000
ASSOC FIRST CORP COM 046008108 84750 2000000 SH DEFINED 011516 2000000
ASSOC FIRST CORP COM 046008108 20764 490000 SH DEFINED 011618 490000
ASSOC FIRST CORP COM 046008108 83273 1965059 SH DEFINED 0102 1965059
ASSOC FIRST CORP COM 046008108 8905 210144 SH DEFINED 0103 210144
ASSOC FIRST CORP COM 046008108 2085 49200 SH DEFINED 01 49200
ATLANTIC COAST AIRLI COM 048396105 3750 150000 SH DEFINED 011619 150000
ATLANTIC RICHFIELD COM 048825103 5109 78295 SH DEFINED 0103 78295
ATMEL CORP COM 049513104 12250 800000 SH DEFINED 011614 800000
AURORA FOODS COM 05164B106 8123 410000 SH DEFINED 011619 410000
<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
AURORA FOODS COM 05164B106 880 44400 SH DEFINED 0102 44400
AURORA FOODS COM 05164B106 743 37500 SH DEFINED 0103 37500
AUSTRALIS HLDING WTS COM 05258A113 0 13400 SH DEFINED 0109 13400
AUTO DESK COM 052769106 500 11710 SH DEFINED 0103 11710
AUTOMATIC DATA PROC. COM 053015103 104244 1300000 SH DEFINED 0126 1300000
AUTOMATIC DATA PROC. COM 053015103 44103 550000 SH DEFINED 011516 550000
AUTOMATIC DATA PROC. COM 053015103 949 11840 SH DEFINED 0102 11840
AUTOMATIC DATA PROC. COM 053015103 5933 73988 SH DEFINED 0103 73988
AUTOMATIC DATA PROC. COM 053015103 7099 88535 SH DEFINED 01 88535
AUTOZONE COM 053332102 3312 100553 SH DEFINED 0102 100553
AUTOZONE COM 053332102 1259 38211 SH DEFINED 0103 38211
AVERY DENNISON CORP COM 053611109 1307 29007 SH DEFINED 0103 29007
AVIATION SALES CO COM 053672101 17266 425000 SH DEFINED 0106 425000
AVNET INC COM 053807103 42 700 SH DEFINED 0102 700
AVON PRODUCTS COM 054303102 1256 28380 SH DEFINED 0102 28380
AVON PRODUCTS COM 054303102 2816 63648 SH DEFINED 0103 63648
BB&T CORP COM 054937107 2964 73522 SH DEFINED 0103 73522
BCE INC COM 05534B109 8794 231800 SH DEFINED 0135 231800
BCE INC COM 05534B109 13278 350000 SH DEFINED 011618 350000
BJ'S WHOLESALE CLUB COM 05548J106 2567 55430 SH DEFINED 0103 55430
BMC SOFTWARE INC COM 055921100 142600 3200000 SH DEFINED 0126 3200000
BMC SOFTWARE INC COM 055921100 37878 850000 SH DEFINED 011516 850000
BMC SOFTWARE INC COM 055921100 19385 435000 SH DEFINED 011619 435000
BMC SOFTWARE INC COM 055921100 7130 160000 SH DEFINED 011620 160000
BMC SOFTWARE INC COM 055921100 118670 2663050 SH DEFINED 0102 2663050
BMC SOFTWARE INC COM 055921100 36764 825000 SH DEFINED 0131 825000
BMC SOFTWARE INC COM 055921100 5635 126460 SH DEFINED 0103 126460
BAKER HUGHES COM 057224107 3399 192150 SH DEFINED 0102 192150
BAKER HUGHES COM 057224107 1511 85447 SH DEFINED 0103 85447
BALL CORP COM 058498106 445 9735 SH DEFINED 0103 9735
BALTIMORE GAS & ELEC COM 059165100 6987 226300 SH DEFINED 0124 226300
BALTIMORE GAS & ELEC COM 059165100 9685 313700 SH DEFINED 0125 313700
BALTIMORE GAS & ELEC COM 059165100 1429 46313 SH DEFINED 0103 46313
BANCO SANTANDER COM 059646109 7020 320000 SH DEFINED 011619 320000
BANK OF NEW YORK COM 064057102 7717 191726 SH DEFINED 0103 191726
BANK ONE CORP COM 06423A103 41361 810000 SH DEFINED 0130 810000
BANK ONE CORP COM 06423A103 64849 1270000 SH DEFINED 0113 1270000
BANK ONE CORP COM 06423A103 5617 110000 SH DEFINED 0128 110000
BANK ONE CORP COM 06423A103 21649 423962 SH DEFINED 0124 423962
BANK ONE CORP COM 06423A103 51706 1012596 SH DEFINED 0125 1012596
BANK ONE CORP COM 06423A103 45190 885000 SH DEFINED 0107 885000
BANK ONE CORP COM 06423A103 4 81 SH DEFINED 011623 81
BANK ONE CORP COM 06423A103 85996 1684055 SH DEFINED 0102 1684055
BANK ONE CORP COM 06423A103 50041 980000 SH DEFINED 0131 980000
BANK ONE CORP COM 06423A103 19536 382605 SH DEFINED 0103 382605
BANKAMERICA CORP NEW COM 06605F102 34019 565800 SH DEFINED 0130 565800
BANKAMERICA CORP NEW COM 06605F102 180375 3000000 SH DEFINED 0126 3000000
BANKAMERICA CORP NEW COM 06605F102 84513 1405616 SH DEFINED 0113 1405616
BANKAMERICA CORP NEW COM 06605F102 81645 1357920 SH DEFINED 0111 1357920
BANKAMERICA CORP NEW COM 06605F102 21691 360765 SH DEFINED 0124 360765
<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
BANKAMERICA CORP NEW COM 06605F102 47097 783325 SH DEFINED 0125 783325
BANKAMERICA CORP NEW COM 06605F102 12615 209820 SH DEFINED 0135 209820
BANKAMERICA CORP NEW COM 06605F102 55450 922247 SH DEFINED 0107 922247
BANKAMERICA CORP NEW COM 06605F102 19541 325000 SH DEFINED 011618 325000
BANKAMERICA CORP NEW COM 06605F102 8418 140000 SH DEFINED 011620 140000
BANKAMERICA CORP NEW COM 06605F102 180489 3001927 SH DEFINED 0102 3001927
BANKAMERICA CORP NEW COM 06605F102 65057 1082037 SH DEFINED 0131 1082037
BANKAMERICA CORP NEW COM 06605F102 31630 526070 SH DEFINED 0103 526070
BANKAMERICA CORP NEW COM 06605F102 16867 280539 SH DEFINED 01 280539
BANKBOSTON CORP COM 06605R106 46725 1200000 SH DEFINED 0111 1200000
BANKBOSTON CORP COM 06605R106 6183 158800 SH DEFINED 0135 158800
BANKBOSTON CORP COM 06605R106 9734 250000 SH DEFINED 0107 250000
BANKBOSTON CORP COM 06605R106 3115 80000 SH DEFINED 011622 80000
BANKBOSTON CORP COM 06605R106 6230 160000 SH DEFINED 011623 160000
BANKBOSTON CORP COM 06605R106 2897 74404 SH DEFINED 0103 74404
BANKERS TRUST NY COM 066365107 1950 22827 SH DEFINED 0103 22827
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 7425 150000 SH DEFINED 0128 150000
C R BARD INC COM 067383109 546 11034 SH DEFINED 0103 11034
BARNES & NOBLE COM 067774109 23902 562400 SH DEFINED 0108 562400
BARRICK GOLD INC COM 067901108 4095 210000 SH DEFINED 0127 210000
BARRICK GOLD INC COM 067901108 1848 94751 SH DEFINED 0103 94751
BARON ASSET COM 068278100 15746 311548 SH DEFINED 0103 311548
BASSETT FURN IND. COM 070203104 348 14401 SH DEFINED 0102 14401
BATTLE MT GOLD CO COM 071593107 1650 400000 SH DEFINED 0127 400000
BATTLE MT GOLD CO COM 071593107 237 57340 SH DEFINED 0103 57340
BAUSCH & LOMB COM 071707103 834 13894 SH DEFINED 0103 13894
BAXTER INTL INC COM 071813109 48234 750000 SH DEFINED 0130 750000
BAXTER INTL INC COM 071813109 37301 580000 SH DEFINED 0113 580000
BAXTER INTL INC COM 071813109 5460 84900 SH DEFINED 0124 84900
BAXTER INTL INC COM 071813109 18233 283500 SH DEFINED 0125 283500
BAXTER INTL INC COM 071813109 33828 526000 SH DEFINED 0107 526000
BAXTER INTL INC COM 071813109 173127 2691884 SH DEFINED 0102 2691884
BAXTER INTL INC COM 071813109 31995 497500 SH DEFINED 0131 497500
BAXTER INTL INC COM 071813109 7148 111126 SH DEFINED 0103 111126
BAXTER INTL INC COM 071813109 11927 185460 SH DEFINED 01 185460
GREAT BAY POWER CORP COM 072728108 0 28 SH DEFINED 011621 28
BEA SYSTEMS INC COM 073325102 6125 500000 SH DEFINED 011619 500000
BEA SYSTEMS INC COM 073325102 3063 250000 SH DEFINED 0102 250000
BEA SYSTEMS INC COM 073325102 3063 250000 SH DEFINED 0131 250000
BEAR STEARNS COM 073902108 1451 38810 SH DEFINED 0103 38810
BECTON DICKINSON COM 075887109 2639 61810 SH DEFINED 0103 61810
BED BATH & BEYOND IN COM 075896100 13650 400000 SH DEFINED 0108 400000
BED BATH & BEYOND IN COM 075896100 17916 525000 SH DEFINED 0106 525000
BED BATH & BEYOND IN COM 075896100 5119 150000 SH DEFINED 011620 150000
BED BATH & BEYOND IN COM 075896100 11944 350000 SH DEFINED 011614 350000
BED BATH & BEYOND IN COM 075896100 853 25000 SH DEFINED 0102 25000
<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
BED BATH & BEYOND IN COM 075896100 741 21700 SH DEFINED 0103 21700
BELCO OIL AND GAS CONV PFD STOCK 077410207 3150 210000 SH DEFINED 0109 210000
BELL ATLANTIC FIN`L CONV BOND 07785GAB6 7261 7000000 PRN DEFINED 0132 7000000
BELL ATL FIN CVT CONV BOND 07785GAC4 4958 4750000 PRN DEFINED 0104 4750000
BELL ATL FIN CVT CONV BOND 07785GAC4 2479 2375000 PRN DEFINED 011621 2375000
BELL ATL FIN CVT CONV BOND 07785GAC4 2166 2075000 PRN DEFINED 011618 2075000
BELL ATLANTIC COM 077853109 34088 600000 SH DEFINED 0130 600000
BELL ATLANTIC COM 077853109 19884 350000 SH DEFINED 0132 350000
BELL ATLANTIC COM 077853109 2551 44900 SH DEFINED 0124 44900
BELL ATLANTIC COM 077853109 21711 382150 SH DEFINED 0103 382150
BELL TECHNOLOGY WT COM 07814V136 171 17075 SH DEFINED 0109 17075
BELL TECHNOLOGY WT COM 07814V136 34 3410 SH DEFINED 0124 3410
BELL TECHNOLOGY WT COM 07814V136 34 3410 SH DEFINED 011621 3410
BELL SOUTH COM 079860102 49875 1000000 SH DEFINED 0130 1000000
BELL SOUTH COM 079860102 498750 10000000 SH DEFINED 0126 10000000
BELL SOUTH COM 079860102 48878 980000 SH DEFINED 0113 980000
BELL SOUTH COM 079860102 54863 1100000 SH DEFINED 0132 1100000
BELL SOUTH COM 079860102 13716 275000 SH DEFINED 0124 275000
BELL SOUTH COM 079860102 19745 395882 SH DEFINED 0125 395882
BELL SOUTH COM 079860102 37805 758000 SH DEFINED 0107 758000
BELL SOUTH COM 079860102 1145 22950 SH DEFINED 0102 22950
BELL SOUTH COM 079860102 37406 750000 SH DEFINED 0131 750000
BELL SOUTH COM 079860102 26704 535420 SH DEFINED 0103 535420
BELL SOUTH COM 079860102 24598 493184 SH DEFINED 01 493184
A.H. BELO SER A COM 080555105 6978 350000 SH DEFINED 0108 350000
BEMIS CO. COM 081437105 6449 170000 SH DEFINED 0128 170000
BEMIS CO. COM 081437105 743 19566 SH DEFINED 0103 19566
BENEDEK COM WARRANTS WARRANT 08170W114 70 70000 SH DEFINED 0109 70000
BERINGER WINE HLDGS COM 084102102 14523 325000 SH DEFINED 011614 325000
BERKSHIRE HATHAWAY B COM 084670207 1189 506 SH DEFINED 0102 506
BEST BUY CO COM 086516101 6138 100000 SH DEFINED 011614 100000
BEST BUY CO COM 086516101 4 72 SH DEFINED 0102 72
BESTEL WTS 5/15/05 COM 08658T112 228 11400 SH DEFINED 0109 11400
BESTFOODS COM 08658U101 31897 599000 SH DEFINED 0113 599000
BESTFOODS COM 08658U101 12487 234500 SH DEFINED 0124 234500
BESTFOODS COM 08658U101 29900 561500 SH DEFINED 0125 561500
BESTFOODS COM 08658U101 37488 704000 SH DEFINED 0107 704000
BESTFOODS COM 08658U101 45829 860557 SH DEFINED 0102 860557
BESTFOODS COM 08658U101 26039 489000 SH DEFINED 0131 489000
BESTFOODS COM 08658U101 6575 123470 SH DEFINED 0103 123470
BESTFOODS COM 08658U101 5401 101427 SH DEFINED 01 101427
BETHLEHEM STEEL COM 087509105 256 30590 SH DEFINED 0103 30590
BEYOND.COM CORP COM 08860E101 3113 150000 SH DEFINED 011619 150000
BINDVIEW DEVEL CORP COM 090327107 6600 240000 SH DEFINED 011619 240000
BINDVIEW DEVEL CORP COM 090327107 5775 210000 SH DEFINED 011614 210000
BIOGEN INC COM 090597105 8300 100000 SH DEFINED 011614 100000
BIOGEN INC COM 090597105 31038 373950 SH DEFINED 0102 373950
BIOGEN INC COM 090597105 1436 17300 SH DEFINED 0103 17300
BIOMET COM 090613100 7446 185000 SH DEFINED 0128 185000
BIOMET COM 090613100 2685 66700 SH DEFINED 0102 66700
<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
BIOMET COM 090613100 1113 27661 SH DEFINED 0103 27661
BLACK & DECKER COM 091797100 1218 21733 SH DEFINED 0103 21733
BLACK HILLS CORP COM 092113109 3956 150000 SH DEFINED 0132 150000
BLOCK H&R INC COM 093671105 1380 30661 SH DEFINED 0103 30661
BLUE CIRCLE COM 095342408 2789 528056 SH DEFINED 0103 528056
BOEING COM 097023105 39150 1200000 SH DEFINED 0130 1200000
BOEING COM 097023105 2930 89800 SH DEFINED 0125 89800
BOEING COM 097023105 9788 300000 SH DEFINED 011618 300000
BOEING COM 097023105 8126 249078 SH DEFINED 0103 249078
BOISE CASCADE COM 097383103 409 13199 SH DEFINED 0103 13199
BORON LEPORE & ASSOC COM 10001P102 7763 225000 SH DEFINED 011619 225000
BOSTON PROPERTIES IN COM 101121101 11285 370000 SH DEFINED 0113 370000
BOSTON PROPERTIES IN COM 101121101 8540 280000 SH DEFINED 0131 280000
BOSTON PROPERTIES IN COM 101121101 348 11400 SH DEFINED 0103 11400
BOSTON SCIENTIFIC COM 101137107 53625 2000000 SH DEFINED 0126 2000000
BOSTON SCIENTIFIC COM 101137107 37403 1395000 SH DEFINED 0113 1395000
BOSTON SCIENTIFIC COM 101137107 53625 2000000 SH DEFINED 0111 2000000
BOSTON SCIENTIFIC COM 101137107 4076 152000 SH DEFINED 0124 152000
BOSTON SCIENTIFIC COM 101137107 9631 359200 SH DEFINED 0125 359200
BOSTON SCIENTIFIC COM 101137107 15366 573100 SH DEFINED 0135 573100
BOSTON SCIENTIFIC COM 101137107 2681 100000 SH DEFINED 011622 100000
BOSTON SCIENTIFIC COM 101137107 6703 250000 SH DEFINED 011623 250000
BOSTON SCIENTIFIC COM 101137107 9921 370000 SH DEFINED 011620 370000
BOSTON SCIENTIFIC COM 101137107 14745 549876 SH DEFINED 0102 549876
BOSTON SCIENTIFIC COM 101137107 30038 1120300 SH DEFINED 0131 1120300
BOSTON SCIENTIFIC COM 101137107 4371 163022 SH DEFINED 0103 163022
BRIGGS & STRATTON COM 109043109 275 5509 SH DEFINED 0103 5509
BRINKER INT'L INC COM 109641100 385 13300 SH DEFINED 0102 13300
BRINKER INT'L INC COM 109641100 7811 270510 SH DEFINED 0103 270510
BRISTOL MYERS SQUIBB COM 110122108 66906 500000 SH DEFINED 0130 500000
BRISTOL MYERS SQUIBB COM 110122108 454963 3400000 SH DEFINED 0126 3400000
BRISTOL MYERS SQUIBB COM 110122108 42820 320000 SH DEFINED 0113 320000
BRISTOL MYERS SQUIBB COM 110122108 27793 207700 SH DEFINED 0124 207700
BRISTOL MYERS SQUIBB COM 110122108 60550 452500 SH DEFINED 0125 452500
BRISTOL MYERS SQUIBB COM 110122108 36798 275000 SH DEFINED 0107 275000
BRISTOL MYERS SQUIBB COM 110122108 107050 800000 SH DEFINED 011516 800000
BRISTOL MYERS SQUIBB COM 110122108 60216 450000 SH DEFINED 011618 450000
BRISTOL MYERS SQUIBB COM 110122108 144235 1077892 SH DEFINED 0102 1077892
BRISTOL MYERS SQUIBB COM 110122108 34791 260000 SH DEFINED 0131 260000
BRISTOL MYERS SQUIBB COM 110122108 37948 283591 SH DEFINED 0103 283591
BRISTOL MYERS SQUIBB COM 110122108 13214 98748 SH DEFINED 01 98748
BROADCAST.COM INC COM 111310108 765 10000 SH DEFINED 011614 10000
BROADCOM CORP COM 111320107 12075 100000 SH DEFINED 0111 100000
BROOKS AUTOMATION COM 11434A100 6947 475000 SH DEFINED 011614 475000
BROWN FORMAN CL B COM 115637209 1253 16557 SH DEFINED 0103 16557
BROWNING FERRIS IND COM 115885105 28864 1015000 SH DEFINED 0113 1015000
BROWNING FERRIS IND COM 115885105 19906 700000 SH DEFINED 0107 700000
BROWNING FERRIS IND COM 115885105 20902 735000 SH DEFINED 0131 735000
BROWNING FERRIS IND COM 115885105 2004 70490 SH DEFINED 0103 70490
BRUNSWICK CORP COM 117043109 613 24787 SH DEFINED 0103 24787
<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
BUILDING ONE SERVICE COM 120114103 4478 214500 SH DEFINED 011614 214500
BURLINGTON N SANTA COM 12189T104 39464 1169300 SH DEFINED 0113 1169300
BURLINGTON N SANTA COM 12189T104 3881 115000 SH DEFINED 0124 115000
BURLINGTON N SANTA COM 12189T104 23780 704600 SH DEFINED 0125 704600
BURLINGTON N SANTA COM 12189T104 25313 750000 SH DEFINED 011516 750000
BURLINGTON N SANTA COM 12189T104 28103 832678 SH DEFINED 0102 832678
BURLINGTON N SANTA COM 12189T104 29349 869600 SH DEFINED 0131 869600
BURLINGTON N SANTA COM 12189T104 6560 194370 SH DEFINED 0103 194370
BURLINGTON N SANTA COM 12189T104 4489 133000 SH DEFINED 01 133000
BURLINGTON RESOURCES COM 122014103 1571 43874 SH DEFINED 0103 43874
CBT GROUP PLC ADR COM 124853300 5950 400000 SH DEFINED 011614 400000
CBS CORP COM 12490K107 196500 6000000 SH DEFINED 0126 6000000
CBS CORP COM 12490K107 49125 1500000 SH DEFINED 011516 1500000
CBS CORP COM 12490K107 15855 484100 SH DEFINED 0102 484100
CBS CORP COM 12490K107 14836 453021 SH DEFINED 0103 453021
CBS CORP COM 12490K107 10599 323610 SH DEFINED 01 323610
C-CUBE MICROSYSTEMS COM 125015107 15054 555000 SH DEFINED 011614 555000
CDW COMPUTER CENTERS COM 125129106 12472 130000 SH DEFINED 011619 130000
CDW COMPUTER CENTERS COM 125129106 11513 120000 SH DEFINED 0102 120000
CDW COMPUTER CENTERS COM 125129106 11513 120000 SH DEFINED 0131 120000
CFM MAJESTIC COM 12525R101 521 78303 SH DEFINED 0103 78303
CH ROBINSON WORLDWID COM 12541W100 6484 250000 SH DEFINED 011619 250000
CIGNA CORP COM 125509109 209 2700 SH DEFINED 0102 2700
CIGNA CORP COM 125509109 4107 53117 SH DEFINED 0103 53117
C.I.T. GROUP CL A COM 125577106 11828 371800 SH DEFINED 0108 371800
CMGI INC COM 125750109 2663 25000 SH DEFINED 011619 25000
CMGI INC COM 125750109 2663 25000 SH DEFINED 011614 25000
CMGI INC COM 125750109 4260 40000 SH DEFINED 0102 40000
CMGI INC COM 125750109 4260 40000 SH DEFINED 0131 40000
CMS ENERGY CORP COM 125896100 14531 300000 SH DEFINED 0130 300000
CMS ENERGY CORP COM 125896100 164688 3400000 SH DEFINED 0126 3400000
CMS ENERGY CORP COM 125896100 37539 775000 SH DEFINED 0113 775000
CMS ENERGY CORP COM 125896100 33906 700000 SH DEFINED 0132 700000
CMS ENERGY CORP COM 125896100 21797 450000 SH DEFINED 0107 450000
CMS ENERGY CORP COM 125896100 30031 620000 SH DEFINED 0131 620000
CMS ENERGY CORP COM 125896100 1206 24900 SH DEFINED 0103 24900
CPI CORP COM 125902106 1944 73359 SH DEFINED 0103 73359
CNF TRANS SER A CVT CONV PFD STOCK 12612V205 4209 74000 SH DEFINED 0104 74000
CNF TRANS SER A CVT CONV PFD STOCK 12612V205 1934 34000 SH DEFINED 011621 34000
CNF TRANS SER A CVT CONV PFD STOCK 12612V205 1621 28500 SH DEFINED 011618 28500
CSC HOLDINGS INC PREFERRED STOCK 126304401 34838 312447 SH DEFINED 0109 312447
CSG SYSTEMS COM 126349109 11850 150000 SH DEFINED 011619 150000
CSG SYSTEMS COM 126349109 11850 150000 SH DEFINED 0102 150000
CSG SYSTEMS COM 126349109 11850 150000 SH DEFINED 0131 150000
CSX CORP COM 126408103 2227 53664 SH DEFINED 0103 53664
CVS CORP COM 126650100 9218 167600 SH DEFINED 0108 167600
CVS CORP COM 126650100 247500 4500000 SH DEFINED 0126 4500000
CVS CORP COM 126650100 10285 187000 SH DEFINED 0124 187000
CVS CORP COM 126650100 21588 392500 SH DEFINED 0125 392500
CVS CORP COM 126650100 82500 1500000 SH DEFINED 011516 1500000
<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
CVS CORP COM 126650100 11000 200000 SH DEFINED 011619 200000
CVS CORP COM 126650100 9350 170000 SH DEFINED 011620 170000
CVS CORP COM 126650100 47598 865031 SH DEFINED 0102 865031
CVS CORP COM 126650100 6458 117426 SH DEFINED 0103 117426
CVS CORP COM 126650100 10941 198925 SH DEFINED 01 198925
CABLETRON SYSTEMS COM 126920107 340 40538 SH DEFINED 0103 40538
CAMPBELL RESOURCE WT COM 134422161 2 250000 SH DEFINED 0127 250000
CAMPBELL SOUP COM 134429109 6037 109761 SH DEFINED 0103 109761
CANADIAN NATL RAILWY COM 136375102 25938 500000 SH DEFINED 011516 500000
CAPITAL ONE FINL COR COM 14040H105 5750 50000 SH DEFINED 011619 50000
CAPITAL ONE FINL COR COM 14040H105 9408 81800 SH DEFINED 0102 81800
CAPITAL ONE FINL COR COM 14040H105 8625 75000 SH DEFINED 0131 75000
CAPITAL ONE FINL COR COM 14040H105 61057 530923 SH DEFINED 0103 530923
CARDINAL HEALTH COM 14149Y108 303500 4000000 SH DEFINED 0126 4000000
CARDINAL HEALTH COM 14149Y108 1897 25000 SH DEFINED 0124 25000
CARDINAL HEALTH COM 14149Y108 19917 262500 SH DEFINED 011618 262500
CARDINAL HEALTH COM 14149Y108 19277 254062 SH DEFINED 0102 254062
CARDINAL HEALTH COM 14149Y108 17072 225000 SH DEFINED 0131 225000
CARDINAL HEALTH COM 14149Y108 5659 74585 SH DEFINED 0103 74585
CARNIVAL CORP COM 143658102 60000 1250000 SH DEFINED 011516 1250000
CARNIVAL CORP COM 143658102 1734 36130 SH DEFINED 0102 36130
CARNIVAL CORP COM 143658102 6990 145620 SH DEFINED 0103 145620
CAROLINA POWER & LT COM 144141108 16472 350000 SH DEFINED 0130 350000
CAROLINA POWER & LT COM 144141108 27532 585000 SH DEFINED 0113 585000
CAROLINA POWER & LT COM 144141108 9413 200000 SH DEFINED 0128 200000
CAROLINA POWER & LT COM 144141108 25884 550000 SH DEFINED 0132 550000
CAROLINA POWER & LT COM 144141108 4396 93400 SH DEFINED 0124 93400
CAROLINA POWER & LT COM 144141108 9855 209400 SH DEFINED 0125 209400
CAROLINA POWER & LT COM 144141108 36473 775000 SH DEFINED 011618 775000
CAROLINA POWER & LT COM 144141108 21884 465000 SH DEFINED 0131 465000
CAROLINA POWER & LT COM 144141108 3167 67290 SH DEFINED 0103 67290
CASE CORP COM 14743R103 412 18881 SH DEFINED 0103 18881
CATALYTICA INC. COM 148885106 14130 785000 SH DEFINED 011614 785000
CATALYTICA INC. COM 148885106 21 1145 SH DEFINED 0102 1145
CATALYTICA INC. COM 148885106 486 27000 SH DEFINED 01 27000
CATERPILLAR INC COM 149123101 4258 92569 SH DEFINED 0103 92569
CELCARIBE 144A COM 150898104 1057 528450 SH DEFINED 0104 528450
CELCARIBE 144A COM 150898104 2390 1195110 SH DEFINED 0109 1195110
CELCARIBE 144A COM 150898104 553 276420 SH DEFINED 011621 276420
CENDANT CORP COM 151313103 2013 105600 SH DEFINED 0124 105600
CENDANT CORP COM 151313103 6742 353700 SH DEFINED 0125 353700
CENDANT CORP COM 151313103 43367 2275000 SH DEFINED 011618 2275000
CENDANT CORP COM 151313103 4327 227010 SH DEFINED 0103 227010
CENTEX CORPORATION COM 152312104 45 1000 SH DEFINED 0102 1000
CENTEX CORPORATION COM 152312104 742 16465 SH DEFINED 0103 16465
CENTOCOR INC COM 152342101 18050 400000 SH DEFINED 011614 400000
CENTOCOR INC COM 152342101 45274 1003298 SH DEFINED 0102 1003298
CENTOCOR INC COM 152342101 469 10400 SH DEFINED 0103 10400
CENTOCOR INC COM 152342101 632 14000 SH DEFINED 01 14000
CENTRAL & S W COM 152357109 1440 52491 SH DEFINED 0103 52491
<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
CENTRAL VT PUB SRV COM 155771108 3148 303400 SH DEFINED 0103 303400
CENTURA BKS INC COM 15640T100 35211 473415 SH DEFINED 0102 473415
CENTURA BKS INC COM 15640T100 10401 139850 SH DEFINED 0131 139850
CENTURA BKS INC COM 15640T100 1071 14400 SH DEFINED 0103 14400
CENTURY BUSINESS SRV COM 156490104 11500 800000 SH DEFINED 011618 800000
CENTURY TELEPHONE EN COM 156686107 47250 700000 SH DEFINED 0132 700000
CERIDIAN CORP COM 15677T106 876 12550 SH DEFINED 0102 12550
CERIDIAN CORP COM 15677T106 1906 27299 SH DEFINED 0103 27299
CHAMPION INTL COM 158525105 8047 198687 SH DEFINED 0103 198687
CHANCELLOR MEDIA COM 158915108 11490 240000 SH DEFINED 0108 240000
CHANCELLOR MEDIA COM 158915108 7181 150000 SH DEFINED 011619 150000
CHANCELLOR MEDIA COM 158915108 37057 774000 SH DEFINED 0102 774000
CHANCELLOR MEDIA COM 158915108 16756 350000 SH DEFINED 0131 350000
CHANCELLOR MEDIA COM 158915108 206 4300 SH DEFINED 0103 4300
CHASE MAHATTAN NEW COM 16161A108 39599 581800 SH DEFINED 0113 581800
CHASE MAHATTAN NEW COM 16161A108 6813 100100 SH DEFINED 0124 100100
CHASE MAHATTAN NEW COM 16161A108 5003 73500 SH DEFINED 0125 73500
CHASE MAHATTAN NEW COM 16161A108 23223 341200 SH DEFINED 0107 341200
CHASE MAHATTAN NEW COM 16161A108 68 1000 SH DEFINED 0102 1000
CHASE MAHATTAN NEW COM 16161A108 30472 447700 SH DEFINED 0131 447700
CHASE MAHATTAN NEW COM 16161A108 15487 227544 SH DEFINED 0103 227544
CHEESECAKE FACTORY COM 163072101 4454 150200 SH DEFINED 011614 150200
CHEESECAKE FACTORY COM 163072101 11170 376700 SH DEFINED 0102 376700
CHEESECAKE FACTORY COM 163072101 117 3950 SH DEFINED 0103 3950
CHEVRON CORP COM 166751107 55568 670000 SH DEFINED 0113 670000
CHEVRON CORP COM 166751107 11022 132900 SH DEFINED 0124 132900
CHEVRON CORP COM 166751107 35754 431100 SH DEFINED 0125 431100
CHEVRON CORP COM 166751107 46445 560000 SH DEFINED 0107 560000
CHEVRON CORP COM 166751107 99346 1197850 SH DEFINED 0102 1197850
CHEVRON CORP COM 166751107 44372 535000 SH DEFINED 0131 535000
CHEVRON CORP COM 166751107 17446 210341 SH DEFINED 0103 210341
CHIREX INC COM 170038103 19238 900000 SH DEFINED 0106 900000
CHUBB CORP COM 171232101 2615 40313 SH DEFINED 0103 40313
CIBER INC COM 17163B102 4191 150000 SH DEFINED 011619 150000
CIBER INC COM 17163B102 8381 300000 SH DEFINED 0102 300000
CIBER INC COM 17163B102 8381 300000 SH DEFINED 0131 300000
CINCINNATI BELL INC COM 171870108 14180 375000 SH DEFINED 0128 375000
CINCINNATI BELL INC COM 171870108 22688 600000 SH DEFINED 0132 600000
CINCINNATI BELL INC COM 171870108 7563 200000 SH DEFINED 011619 200000
CINCINNATI BELL INC COM 171870108 10398 275000 SH DEFINED 0102 275000
CINCINNATI BELL INC COM 171870108 10398 275000 SH DEFINED 0131 275000
CINCINNATI FINANCIAL COM 172062101 1513 41314 SH DEFINED 0103 41314
CINERGY CORP COM 172474108 12031 350000 SH DEFINED 0132 350000
CINERGY CORP COM 172474108 2269 66000 SH DEFINED 0124 66000
CINERGY CORP COM 172474108 4864 141500 SH DEFINED 0125 141500
CINERGY CORP COM 172474108 1322 38466 SH DEFINED 0103 38466
CIRCUIT CITY COM 172737108 17478 350000 SH DEFINED 0106 350000
CIRCUIT CITY COM 172737108 37203 745000 SH DEFINED 0107 745000
CIRCUIT CITY COM 172737108 64919 1300000 SH DEFINED 011516 1300000
CIRCUIT CITY COM 172737108 3339 66860 SH DEFINED 0102 66860
<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
CIRCUIT CITY COM 172737108 1257 25174 SH DEFINED 0103 25174
CISCO SYSTEMS COM 17275R102 41766 450000 SH DEFINED 0130 450000
CISCO SYSTEMS COM 17275R102 29236 315000 SH DEFINED 0108 315000
CISCO SYSTEMS COM 17275R102 761063 8200000 SH DEFINED 0126 8200000
CISCO SYSTEMS COM 17275R102 287719 3100000 SH DEFINED 0111 3100000
CISCO SYSTEMS COM 17275R102 6961 75000 SH DEFINED 0132 75000
CISCO SYSTEMS COM 17275R102 21662 233400 SH DEFINED 0124 233400
CISCO SYSTEMS COM 17275R102 51803 558150 SH DEFINED 0125 558150
CISCO SYSTEMS COM 17275R102 26182 282100 SH DEFINED 0135 282100
CISCO SYSTEMS COM 17275R102 25059 270000 SH DEFINED 011622 270000
CISCO SYSTEMS COM 17275R102 50119 540000 SH DEFINED 011623 540000
CISCO SYSTEMS COM 17275R102 92813 1000000 SH DEFINED 011516 1000000
CISCO SYSTEMS COM 17275R102 82951 893750 SH DEFINED 011618 893750
CISCO SYSTEMS COM 17275R102 14618 157500 SH DEFINED 011619 157500
CISCO SYSTEMS COM 17275R102 12994 140000 SH DEFINED 011620 140000
CISCO SYSTEMS COM 17275R102 31324 337500 SH DEFINED 011614 337500
CISCO SYSTEMS COM 17275R102 473345 5100047 SH DEFINED 0102 5100047
CISCO SYSTEMS COM 17275R102 77621 836325 SH DEFINED 0131 836325
CISCO SYSTEMS COM 17275R102 44527 479745 SH DEFINED 0103 479745
CISCO SYSTEMS COM 17275R102 34374 370366 SH DEFINED 01 370366
CINTAS CORP COM 172908105 7044 100000 SH DEFINED 011614 100000
CINTAS CORP COM 172908105 2399 34050 SH DEFINED 0102 34050
CINTAS CORP COM 172908105 2113 30000 SH DEFINED 0103 30000
CITIGROUP INC COM 172967101 287100 5800000 SH DEFINED 0126 5800000
CITIGROUP INC COM 172967101 78705 1590000 SH DEFINED 0113 1590000
CITIGROUP INC COM 172967101 123750 2500000 SH DEFINED 0111 2500000
CITIGROUP INC COM 172967101 9049 182800 SH DEFINED 0124 182800
CITIGROUP INC COM 172967101 24785 500700 SH DEFINED 0125 500700
CITIGROUP INC COM 172967101 7192 145300 SH DEFINED 0135 145300
CITIGROUP INC COM 172967101 49995 1010000 SH DEFINED 0107 1010000
CITIGROUP INC COM 172967101 8663 175000 SH DEFINED 011622 175000
CITIGROUP INC COM 172967101 17325 350000 SH DEFINED 011623 350000
CITIGROUP INC COM 172967101 49500 1000000 SH DEFINED 011516 1000000
CITIGROUP INC COM 172967101 89100 1800000 SH DEFINED 011618 1800000
CITIGROUP INC COM 172967101 5445 110000 SH DEFINED 011620 110000
CITIGROUP INC COM 172967101 328990 6646342 SH DEFINED 0102 6646342
CITIGROUP INC COM 172967101 59623 1204500 SH DEFINED 0131 1204500
CITIGROUP INC COM 172967101 33121 669111 SH DEFINED 0103 669111
CITIGROUP INC COM 172967101 21722 438834 SH DEFINED 01 438834
CITRIX COM 177376100 4853 50000 SH DEFINED 011619 50000
CITRIX COM 177376100 25128 258900 SH DEFINED 0102 258900
CITRIX COM 177376100 9221 95000 SH DEFINED 0131 95000
CITRIX COM 177376100 165 1700 SH DEFINED 0103 1700
CLARIFY COM 180492100 19819 810900 SH DEFINED 0102 810900
CLARIFY COM 180492100 209 8550 SH DEFINED 0103 8550
CLEAR CHANNEL CVT CONV BOND 184502AB8 1141 1050000 PRN DEFINED 0104 1050000
CLEAR CHANNEL CVT CONV BOND 184502AB8 597 550000 PRN DEFINED 011621 550000
CLEAR CHANNEL CVT CONV BOND 184502AB8 435 400000 PRN DEFINED 011618 400000
CLEAR CHANNEL COMMUN COM 184502102 65400 1200000 SH DEFINED 0130 1200000
CLEAR CHANNEL COMMUN COM 184502102 109000 2000000 SH DEFINED 0126 2000000
<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
CLEAR CHANNEL COMMUN COM 184502102 54500 1000000 SH DEFINED 011516 1000000
CLEAR CHANNEL COMMUN COM 184502102 78811 1446046 SH DEFINED 0102 1446046
CLEAR CHANNEL COMMUN COM 184502102 27795 510000 SH DEFINED 0131 510000
CLEAR CHANNEL COMMUN COM 184502102 5701 104602 SH DEFINED 0103 104602
CLEAR CHANNEL COMMUN COM 184502102 8938 164000 SH DEFINED 01 164000
CLEARNET COM WARRANT WARRANT 184902112 275 42240 SH DEFINED 0109 42240
CLEARNET COM WARRANT WARRANT 184902112 6 990 SH DEFINED 011620 990
CLOROX CO. COM 189054109 2924 25030 SH DEFINED 0103 25030
COASTAL CORP COM 190441105 32492 930000 SH DEFINED 0113 930000
COASTAL CORP COM 190441105 7124 203900 SH DEFINED 0128 203900
COASTAL CORP COM 190441105 20963 600000 SH DEFINED 0132 600000
COASTAL CORP COM 190441105 24980 715000 SH DEFINED 0131 715000
COASTAL CORP COM 190441105 2813 80518 SH DEFINED 0103 80518
COCA-COLA COM 191216100 53500 800000 SH DEFINED 0130 800000
COCA-COLA COM 191216100 200625 3000000 SH DEFINED 0126 3000000
COCA-COLA COM 191216100 159276 2381700 SH DEFINED 0111 2381700
COCA-COLA COM 191216100 26884 402000 SH DEFINED 0124 402000
COCA-COLA COM 191216100 56422 843700 SH DEFINED 0125 843700
COCA-COLA COM 191216100 13322 199200 SH DEFINED 011622 199200
COCA-COLA COM 191216100 26697 399200 SH DEFINED 011623 399200
COCA-COLA COM 191216100 80250 1200000 SH DEFINED 011516 1200000
COCA-COLA COM 191216100 40794 610000 SH DEFINED 011618 610000
COCA-COLA COM 191216100 133227 1992184 SH DEFINED 0102 1992184
COCA-COLA COM 191216100 44028 658374 SH DEFINED 0103 658374
COCA-COLA COM 191216100 1170 17500 SH DEFINED 01 17500
COCA COLA ENTERPRISE COM 191219104 3457 96690 SH DEFINED 0103 96690
COLGATE-PALMOLIVE COM 194162103 55725 600000 SH DEFINED 0130 600000
COLGATE-PALMOLIVE COM 194162103 13467 145000 SH DEFINED 0135 145000
COLGATE-PALMOLIVE COM 194162103 27863 300000 SH DEFINED 011516 300000
COLGATE-PALMOLIVE COM 194162103 64609 695687 SH DEFINED 0102 695687
COLGATE-PALMOLIVE COM 194162103 6791 73117 SH DEFINED 0103 73117
COLT TELECOM ADR COM 196877104 5988 100000 SH DEFINED 0132 100000
COLT TELECOM ADR COM 196877104 11975 200000 SH DEFINED 011619 200000
COLT TELECOM ADR COM 196877104 16765 280000 SH DEFINED 011614 280000
COLT TELECOM ADR COM 196877104 19603 327400 SH DEFINED 0102 327400
COLT TELECOM ADR COM 196877104 19603 327400 SH DEFINED 0131 327400
COLTEC INDUSTRIES CONV PFD STOCK 196878409 3879 91000 SH DEFINED 0104 91000
COLTEC INDUSTRIES CONV PFD STOCK 196878409 1939 45500 SH DEFINED 011621 45500
COLTEC INDUSTRIES CONV PFD STOCK 196878409 1641 38500 SH DEFINED 011618 38500
COLUMBIA ENERGY GRP COM 197648108 20213 350000 SH DEFINED 0132 350000
COLUMBIA ENERGY GRP COM 197648108 1188 20579 SH DEFINED 0103 20579
COLUMBIA HEALTHCARE COM 197677107 3917 158251 SH DEFINED 0103 158251
COMAIR HLDGS INC COM 199789108 41823 1239125 SH DEFINED 0102 1239125
COMAIR HLDGS INC COM 199789108 479 14200 SH DEFINED 0103 14200
COMCAST CORPORATION COM 200300101 3446 60000 SH DEFINED 0108 60000
COMCAST CORPORATION COM 200300101 6893 120000 SH DEFINED 011620 120000
COMCAST CORP CLA SPL COM 200300200 18780 320000 SH DEFINED 0108 320000
COMCAST CORP CLA SPL COM 200300200 39614 675000 SH DEFINED 011516 675000
COMCAST CORP CLA SPL COM 200300200 5283 90020 SH DEFINED 0103 90020
COMERICA INC COM 200340107 5796 85000 SH DEFINED 0128 85000
<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
COMERICA INC COM 200340107 2654 38926 SH DEFINED 0103 38926
COMERICA FRAP PREFERRED STOCK 200340503 7838 150000 SH DEFINED 0105 150000
COMMWLTH ED $100 PVT PREFERRED STOCK 20279K2*7 4246 42044 SH DEFINED 0105 42044
COMMWLTH ED $100 PVT PREFERRED STOCK 20279K2*7 2188 21664 SH DEFINED 01 21664
COMMONWEALTH EDISON PREFERRED STOCK 2027953*9 4924 48750 SH DEFINED 0105 48750
COMMONWEALTH EDISON PREFERRED STOCK 202990925 2295 21903 SH DEFINED 01 21903
COMM&PWR IND 144A COM 20338A108 525 3500 SH DEFINED 0109 3500
BUENAVENTURA ADR COM 204448104 1040 80000 SH DEFINED 0127 80000
COMPAQ COMPUTER CORP COM 204493100 62906 1500000 SH DEFINED 0130 1500000
COMPAQ COMPUTER CORP COM 204493100 21178 505000 SH DEFINED 0108 505000
COMPAQ COMPUTER CORP COM 204493100 322919 7700000 SH DEFINED 0126 7700000
COMPAQ COMPUTER CORP COM 204493100 49402 1178000 SH DEFINED 0113 1178000
COMPAQ COMPUTER CORP COM 204493100 113231 2700000 SH DEFINED 0111 2700000
COMPAQ COMPUTER CORP COM 204493100 8165 194700 SH DEFINED 0124 194700
COMPAQ COMPUTER CORP COM 204493100 39866 950600 SH DEFINED 0125 950600
COMPAQ COMPUTER CORP COM 204493100 13143 313400 SH DEFINED 0135 313400
COMPAQ COMPUTER CORP COM 204493100 12581 300000 SH DEFINED 011622 300000
COMPAQ COMPUTER CORP COM 204493100 25163 600000 SH DEFINED 011623 600000
COMPAQ COMPUTER CORP COM 204493100 109038 2600000 SH DEFINED 011516 2600000
COMPAQ COMPUTER CORP COM 204493100 54519 1300000 SH DEFINED 011618 1300000
COMPAQ COMPUTER CORP COM 204493100 7129 170000 SH DEFINED 011620 170000
COMPAQ COMPUTER CORP COM 204493100 451476 10765481 SH DEFINED 0102 10765481
COMPAQ COMPUTER CORP COM 204493100 39170 934000 SH DEFINED 0131 934000
COMPAQ COMPUTER CORP COM 204493100 22485 536159 SH DEFINED 0103 536159
COMPAQ COMPUTER CORP COM 204493100 32451 773797 SH DEFINED 01 773797
COMPUTER ASSOC COM 204912109 1876 44000 SH DEFINED 0124 44000
COMPUTER ASSOC COM 204912109 96867 2272399 SH DEFINED 0102 2272399
COMPUTER ASSOC COM 204912109 6151 144311 SH DEFINED 0103 144311
COMPUTER ASSOC COM 204912109 10231 240025 SH DEFINED 01 240025
COMPUTER SCIENCES COM 205363104 32219 500000 SH DEFINED 011516 500000
COMPUTER SCIENCES COM 205363104 244097 3788053 SH DEFINED 0102 3788053
COMPUTER SCIENCES COM 205363104 3965 61520 SH DEFINED 0103 61520
COMPUTER SCIENCES COM 205363104 19467 302100 SH DEFINED 01 302100
COMPUWARE COM 205638109 117188 1500000 SH DEFINED 0126 1500000
COMPUWARE COM 205638109 12891 165000 SH DEFINED 011619 165000
COMPUWARE COM 205638109 35156 450000 SH DEFINED 011614 450000
COMPUWARE COM 205638109 21442 274469 SH DEFINED 0102 274469
COMPUWARE COM 205638109 19531 250000 SH DEFINED 0131 250000
COMPUWARE COM 205638109 5172 66200 SH DEFINED 0103 66200
COMPUWARE COM 205638109 10177 130270 SH DEFINED 01 130270
CONAGRA COM 205887102 8 250 SH DEFINED 0102 250
CONAGRA COM 205887102 3833 121695 SH DEFINED 0103 121695
CONCENTRIC NETWORK COM 20589R107 3325 100000 SH DEFINED 0109 100000
CONCENTRIC NETWORK COM 20589R107 4788 144000 SH DEFINED 011619 144000
CONCENTRIC NETWORK COM 20589R107 7182 216000 SH DEFINED 0102 216000
CONCENTRIC NETWORK COM 20589R107 7182 216000 SH DEFINED 0131 216000
CONCENTRIC NETWRK WT WARRANT 20589R115 834 5600 SH DEFINED 0109 5600
CONCENTRIC NETWRK WT WARRANT 20589R115 566 3800 SH DEFINED 0124 3800
COM21 INC COM 205937105 3780 180000 SH DEFINED 011619 180000
CONCUR TECH INC COM 206708109 2080 68200 SH DEFINED 011614 68200
<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
CONEXANT SYSTEMS INC COM 207142100 1600 100000 SH DEFINED 011619 100000
CONEXANT SYSTEMS INC COM 207142100 2400 150000 SH DEFINED 0102 150000
CONEXANT SYSTEMS INC COM 207142100 2400 150000 SH DEFINED 0131 150000
CONOCO INC COM 208251306 26451 1267100 SH DEFINED 0130 1267100
CONOCO INC COM 208251306 32271 1545900 SH DEFINED 0107 1545900
CONSECO INC COM 208464107 2017 66000 SH DEFINED 0124 66000
CONSECO INC COM 208464107 2393 78288 SH DEFINED 0103 78288
CON EDISON $100 SR J PREFERRED STOCK 209111863 15947 150000 SH DEFINED 0105 150000
CON EDISON $100 SR J PREFERRED STOCK 209111863 2658 25000 SH DEFINED 01 25000
CONSOLIDATED EDISON COM 209115104 13219 250000 SH DEFINED 0132 250000
CONSOLIDATED EDISON COM 209115104 3002 56767 SH DEFINED 0103 56767
CONSOLIDATED NAT GAS COM 209615103 5400 100000 SH DEFINED 0132 100000
CONSOLIDATED NAT GAS COM 209615103 1301 24090 SH DEFINED 0103 24090
CONSOLIDATED STORES COM 210149100 6056 300000 SH DEFINED 0128 300000
CONSOLIDATED STORES COM 210149100 558 27657 SH DEFINED 0103 27657
CONTINUCARE CONV CONV BOND 212172AA8 1159 2500000 PRN DEFINED 0104 2500000
CONTINUCARE CONV CONV BOND 212172AA8 464 1000000 PRN DEFINED 011621 1000000
CONTINUCARE CONV CONV BOND 212172AA8 464 1000000 PRN DEFINED 011618 1000000
CONTINUCARE CONV CONV BOND 212172AA8 1855 4000000 PRN DEFINED 011614 4000000
COOPER INDUSTRIES COM 216669101 1205 25271 SH DEFINED 0103 25271
COOPER TIRE & RUBBER COM 216831107 365 17869 SH DEFINED 0103 17869
COORS ADOLPH COM 217016104 477 8453 SH DEFINED 0103 8453
CORE MATERIALS COM 218683100 77 22024 SH DEFINED 0103 22024
CORE CAP INC COM 218995108 2800 222223 SH DEFINED 0109 222223
CORN PRODUCTS INTL COM 219023108 7594 250000 SH DEFINED 0128 250000
CORNING INC COM 219350105 2481 55134 SH DEFINED 0103 55134
PRICE COSTCO COM 22160Q102 18047 250000 SH DEFINED 0108 250000
PRICE COSTCO COM 22160Q102 216563 3000000 SH DEFINED 0126 3000000
PRICE COSTCO COM 22160Q102 43313 600000 SH DEFINED 0113 600000
PRICE COSTCO COM 22160Q102 9117 126300 SH DEFINED 0125 126300
PRICE COSTCO COM 22160Q102 5775 80000 SH DEFINED 011620 80000
PRICE COSTCO COM 22160Q102 1235 17100 SH DEFINED 0102 17100
PRICE COSTCO COM 22160Q102 33206 460000 SH DEFINED 0131 460000
PRICE COSTCO COM 22160Q102 5341 73989 SH DEFINED 0103 73989
COUNTRYWIDE CREDIT COM 222372104 2685 53500 SH DEFINED 0124 53500
COUNTRYWIDE CREDIT COM 222372104 1652 32913 SH DEFINED 0103 32913
COVENANT TRANSPORT COM 22284P105 6256 350000 SH DEFINED 011619 350000
CRANE CO. COM 224399105 493 16333 SH DEFINED 0103 16333
CREDENCE SYST CVT CONV BOND 225302AC2 3531 5250000 PRN DEFINED 0104 5250000
CREDENCE SYST CVT CONV BOND 225302AC2 1765 2625000 PRN DEFINED 011621 2625000
CREDENCE SYST CVT CONV BOND 225302AC2 1765 2625000 PRN DEFINED 011618 2625000
CREDIT TRUST COM 225429109 3188 125000 SH DEFINED 011619 125000
CREDIT TRUST COM 225429109 7650 300000 SH DEFINED 011614 300000
CRESTAR FINANCIAL CO COM 226091106 5400 75000 SH DEFINED 0128 75000
CROWN CASTLE INTL COM 228227104 17625 750000 SH DEFINED 011614 750000
CROWN CORK & SEAL COM 228255105 13095 425000 SH DEFINED 011516 425000
CROWN CORK & SEAL COM 228255105 945 30680 SH DEFINED 0103 30680
CROWN PKG WTS WARRANT 228443115 1 10000 SH DEFINED 0109 10000
CUMMINS ENGINE COM 231021106 455 12828 SH DEFINED 0103 12828
CUMULUS MEDIA COM 231082108 4377 263300 SH DEFINED 011619 263300
<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
CYPRUS AMAX MINERALS COM 232809103 213 21329 SH DEFINED 0103 21329
DQE COM 23329J104 24166 550000 SH DEFINED 0132 550000
DQE COM 23329J104 53 1200 SH DEFINED 0102 1200
DPL INC COM 233293109 19463 900000 SH DEFINED 0132 900000
DPL INC COM 233293109 15570 720000 SH DEFINED 0107 720000
DST SYSTEMS COM 233326107 59922 1050140 SH DEFINED 0102 1050140
DST SYSTEMS COM 233326107 1863 32660 SH DEFINED 0103 32660
DTE ENERGY COMPANY COM 233331107 2452 57200 SH DEFINED 0124 57200
DTE ENERGY COMPANY COM 233331107 1554 36249 SH DEFINED 0103 36249
DALLAS SEMICONDUCTOR COM 235204104 2568 63020 SH DEFINED 0102 63020
DANA CORP COM 235811106 5109 125000 SH DEFINED 0128 125000
DANA CORP COM 235811106 7574 185300 SH DEFINED 0124 185300
DANA CORP COM 235811106 9209 225300 SH DEFINED 0125 225300
DANA CORP COM 235811106 20846 510000 SH DEFINED 0107 510000
DANA CORP COM 235811106 28613 700000 SH DEFINED 011516 700000
DANA CORP COM 235811106 8175 200000 SH DEFINED 011614 200000
DANA CORP COM 235811106 60658 1484078 SH DEFINED 0102 1484078
DANA CORP COM 235811106 3124 76403 SH DEFINED 0103 76403
DANA CORP COM 235811106 8478 207400 SH DEFINED 01 207400
DANAHER CORP COM 235851102 22377 412000 SH DEFINED 0108 412000
DANAHER CORP COM 235851102 16294 300000 SH DEFINED 0128 300000
DANAHER CORP COM 235851102 19009 350000 SH DEFINED 0106 350000
DANAHER CORP COM 235851102 7088 130500 SH DEFINED 0124 130500
DANAHER CORP COM 235851102 5323 98000 SH DEFINED 0125 98000
DANAHER CORP COM 235851102 7604 140000 SH DEFINED 011620 140000
DANAHER CORP COM 235851102 21725 400000 SH DEFINED 011614 400000
DANAHER CORP COM 235851102 13259 244150 SH DEFINED 0102 244150
DANAHER CORP COM 235851102 3460 63710 SH DEFINED 0103 63710
DAOU SYSTEMS COM 237015102 7264 1180000 SH DEFINED 0128 1180000
DARDEN RESTAURANT COM 237194105 3564 198000 SH DEFINED 0124 198000
DARDEN RESTAURANT COM 237194105 54250 3013822 SH DEFINED 0103 3013822
DATA GENERAL COM 237688106 199 12083 SH DEFINED 0103 12083
DAYTON HUDSON CORP COM 239753106 59675 1100000 SH DEFINED 0130 1100000
DAYTON HUDSON CORP COM 239753106 325500 6000000 SH DEFINED 0126 6000000
DAYTON HUDSON CORP COM 239753106 79205 1460000 SH DEFINED 0113 1460000
DAYTON HUDSON CORP COM 239753106 4156 76600 SH DEFINED 0124 76600
DAYTON HUDSON CORP COM 239753106 16937 312200 SH DEFINED 0125 312200
DAYTON HUDSON CORP COM 239753106 57505 1060000 SH DEFINED 0107 1060000
DAYTON HUDSON CORP COM 239753106 92225 1700000 SH DEFINED 011516 1700000
DAYTON HUDSON CORP COM 239753106 186736 3442054 SH DEFINED 0102 3442054
DAYTON HUDSON CORP COM 239753106 54250 1000000 SH DEFINED 0131 1000000
DAYTON HUDSON CORP COM 239753106 9261 170712 SH DEFINED 0103 170712
DAYTON HUDSON CORP COM 239753106 15988 294700 SH DEFINED 01 294700
DAYTON MINING 144A CONV BOND 239902AB5 404 2000000 PRN DEFINED 0127 2000000
DEERE & COMPANY COM 244199105 39750 1200000 SH DEFINED 0111 1200000
DEERE & COMPANY COM 244199105 5664 171000 SH DEFINED 011622 171000
DEERE & COMPANY COM 244199105 9739 294000 SH DEFINED 011623 294000
DEERE & COMPANY COM 244199105 1938 58516 SH DEFINED 0103 58516
DELL COMPUTER CORP COM 247025109 6214 84900 SH DEFINED 0124 84900
DELL COMPUTER CORP COM 247025109 5123 70000 SH DEFINED 011620 70000
<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
DELL COMPUTER CORP COM 247025109 3155 43100 SH DEFINED 0102 43100
DELL COMPUTER CORP COM 247025109 22938 313416 SH DEFINED 0103 313416
DELTA AIR LINES COM 247361108 1863 35818 SH DEFINED 0103 35818
DELUXE CORPORATION COM 248019101 726 19866 SH DEFINED 0103 19866
DIAGEO PLC-SPON ADR COM 25243Q205 38813 839202 SH DEFINED 0103 839202
DILLARDS INC-CL A COM 254067101 654 23038 SH DEFINED 0103 23038
DISNEY WALT CO COM 254687106 3369 112300 SH DEFINED 0124 112300
DISNEY WALT CO COM 254687106 11703 390100 SH DEFINED 0125 390100
DISNEY WALT CO COM 254687106 10530 351000 SH DEFINED 0135 351000
DISNEY WALT CO COM 254687106 27000 900000 SH DEFINED 011618 900000
DISNEY WALT CO COM 254687106 863 28750 SH DEFINED 0102 28750
DISNEY WALT CO COM 254687106 15723 524104 SH DEFINED 0103 524104
DOCUMENTUM INC COM 256159104 5611 105000 SH DEFINED 011619 105000
DOCUMENTUM INC COM 256159104 9619 180000 SH DEFINED 0102 180000
DOCUMENTUM INC COM 256159104 9619 180000 SH DEFINED 0131 180000
DODGE & COX STOCK COM 256219106 2633 29031 SH DEFINED 0103 29031
DOLLAR GENERAL COM 256669102 1095 46330 SH DEFINED 0103 46330
DOLLAR GENERAL COM 256669102 2008 85000 SH DEFINED 01 85000
DOMINION RES INC VA COM 257470104 2176 46554 SH DEFINED 0103 46554
DONALDSON COM 257661108 5740 140000 SH DEFINED 01 140000
DONNELLEY (RR)&SONS COM 257867101 1373 31332 SH DEFINED 0103 31332
DOUBLECLICK INC COM 258609304 2506 55000 SH DEFINED 011614 55000
DOVER CORP COM 260003108 217178 5929778 SH DEFINED 0103 5929778
DOW CHEMICAL COM 260543103 15459 170000 SH DEFINED 0113 170000
DOW CHEMICAL COM 260543103 12277 135000 SH DEFINED 0107 135000
DOW CHEMICAL COM 260543103 11822 130000 SH DEFINED 0131 130000
DOW CHEMICAL COM 260543103 5580 61359 SH DEFINED 0103 61359
DOW JONES & CO COM 260561105 1093 22716 SH DEFINED 0103 22716
DREYFUS MONEY MARKET COM 262904204 4 4233 SH DEFINED 01 4233
E I DUPONT COM 263534109 46215 870950 SH DEFINED 0113 870950
E I DUPONT COM 263534109 5757 108500 SH DEFINED 0124 108500
E I DUPONT COM 263534109 21421 403700 SH DEFINED 0125 403700
E I DUPONT COM 263534109 30246 570000 SH DEFINED 0107 570000
E I DUPONT COM 263534109 35605 671000 SH DEFINED 0131 671000
E I DUPONT COM 263534109 17366 327266 SH DEFINED 0103 327266
DUKE ENERGY CORP COM 264399106 12813 200000 SH DEFINED 0130 200000
DUKE ENERGY CORP COM 264399106 81359 1270000 SH DEFINED 0126 1270000
DUKE ENERGY CORP COM 264399106 38553 601800 SH DEFINED 0113 601800
DUKE ENERGY CORP COM 264399106 22422 350000 SH DEFINED 0132 350000
DUKE ENERGY CORP COM 264399106 11435 178500 SH DEFINED 0124 178500
DUKE ENERGY CORP COM 264399106 7226 112800 SH DEFINED 0125 112800
DUKE ENERGY CORP COM 264399106 22172 346100 SH DEFINED 0107 346100
DUKE ENERGY CORP COM 264399106 156 2450 SH DEFINED 0102 2450
DUKE ENERGY CORP COM 264399106 29277 457000 SH DEFINED 0131 457000
DUKE ENERGY CORP COM 264399106 7187 112203 SH DEFINED 0103 112203
DUN & BRADSTREET NEW COM 26483B106 1404 44492 SH DEFINED 0103 44492
DURA AUTOMOTIVE SYST COM 265903104 18769 550000 SH DEFINED 0106 550000
DURA AUTOMOTIVE SYST COM 265903104 13650 400000 SH DEFINED 011619 400000
DURA AUTOMOTIVE SYST COM 265903104 4 114 SH DEFINED 0102 114
E G & G INC COM 268457108 289 10375 SH DEFINED 0103 10375
<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
EMC CORPORATION COM 268648102 246500 2900000 SH DEFINED 0126 2900000
EMC CORPORATION COM 268648102 221000 2600000 SH DEFINED 0111 2600000
EMC CORPORATION COM 268648102 10336 121600 SH DEFINED 0124 121600
EMC CORPORATION COM 268648102 29954 352400 SH DEFINED 0125 352400
EMC CORPORATION COM 268648102 12750 150000 SH DEFINED 011622 150000
EMC CORPORATION COM 268648102 17000 200000 SH DEFINED 011623 200000
EMC CORPORATION COM 268648102 34000 400000 SH DEFINED 011516 400000
EMC CORPORATION COM 268648102 4250 50000 SH DEFINED 011619 50000
EMC CORPORATION COM 268648102 10200 120000 SH DEFINED 011620 120000
EMC CORPORATION COM 268648102 8500 100000 SH DEFINED 011614 100000
EMC CORPORATION COM 268648102 84205 990531 SH DEFINED 0102 990531
EMC CORPORATION COM 268648102 6375 75000 SH DEFINED 0131 75000
EMC CORPORATION COM 268648102 11857 139492 SH DEFINED 0103 139492
EMC CORPORATION COM 268648102 9265 109000 SH DEFINED 01 109000
EARTHSHELL CONTAINER COM 27032B100 4775 400000 SH DEFINED 011516 400000
EARTHWEB INC COM 27032C108 1944 50000 SH DEFINED 011614 50000
EASCO INC COM 27033E103 543 70000 SH DEFINED 0127 70000
EASTERN ENTERPRISES COM 27637F100 8750 200000 SH DEFINED 0132 200000
EASTERN ENTERPRISES COM 27637F100 215 4911 SH DEFINED 0103 4911
EASTMAN CHEMICAL CO COM 277432100 846 18911 SH DEFINED 0103 18911
EASTMAN KODAK COM 277461109 5011 69600 SH DEFINED 0124 69600
EASTMAN KODAK COM 277461109 5801 80574 SH DEFINED 0103 80574
EATON CORP COM 278058102 15064 213103 SH DEFINED 0103 213103
ECHOSTAR COMMUN CORP COM 278762109 7256 150000 SH DEFINED 0109 150000
ECOLAB, INC. COM 278865100 1123 31023 SH DEFINED 0103 31023
EDISON INTL COM 281020107 19094 685000 SH DEFINED 0113 685000
EDISON INTL COM 281020107 16725 600000 SH DEFINED 0132 600000
EDISON INTL COM 281020107 4516 162000 SH DEFINED 0124 162000
EDISON INTL COM 281020107 15331 550000 SH DEFINED 0107 550000
EDISON INTL COM 281020107 15053 540000 SH DEFINED 0131 540000
EDISON INTL COM 281020107 3309 118721 SH DEFINED 0103 118721
J D EDWARDS & CO COM 281667105 22801 803500 SH DEFINED 0102 803500
J D EDWARDS & CO COM 281667105 1183 41700 SH DEFINED 0103 41700
EL PASO ENERGY CORP COM 283905107 121844 3500000 SH DEFINED 0126 3500000
EL PASO ENERGY CORP COM 283905107 7485 215000 SH DEFINED 0128 215000
EL PASO ENERGY CORP COM 283905107 24369 700000 SH DEFINED 0132 700000
ELAN CORP PLC ADR COM 284131208 20521 295000 SH DEFINED 0108 295000
ELAN CORP PLC ADR COM 284131208 173906 2500000 SH DEFINED 0126 2500000
ELAN CORP PLC ADR COM 284131208 8000 115000 SH DEFINED 0128 115000
ELAN CORP PLC ADR COM 284131208 47803 687200 SH DEFINED 011618 687200
ELAN CORP PLC ADR COM 284131208 50600 727400 SH DEFINED 0102 727400
ELAN CORP PLC ADR COM 284131208 11770 169200 SH DEFINED 0131 169200
ELAN CORP PLC ADR COM 284131208 1826 26250 SH DEFINED 0103 26250
ELAN CORP PLC ADR COM 284131208 3826 55000 SH DEFINED 01 55000
ELECTRONIC DATA SYST COM 285661104 25628 510000 SH DEFINED 0113 510000
ELECTRONIC DATA SYST COM 285661104 12628 251300 SH DEFINED 0124 251300
ELECTRONIC DATA SYST COM 285661104 25879 515000 SH DEFINED 0125 515000
ELECTRONIC DATA SYST COM 285661104 17236 343000 SH DEFINED 0135 343000
ELECTRONIC DATA SYST COM 285661104 30411 605200 SH DEFINED 0107 605200
ELECTRONIC DATA SYST COM 285661104 25125 500000 SH DEFINED 011516 500000
<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
ELECTRONIC DATA SYST COM 285661104 78980 1571700 SH DEFINED 0102 1571700
ELECTRONIC DATA SYST COM 285661104 19598 390000 SH DEFINED 0131 390000
ELECTRONIC DATA SYST COM 285661104 8393 167020 SH DEFINED 0103 167020
EMBOTELLADORA ANDINA COM 29081P204 1561 107651 SH DEFINED 0102 107651
EMERSON ELECTRIC COM 291011104 18769 300000 SH DEFINED 0130 300000
EMERSON ELECTRIC COM 291011104 156406 2500000 SH DEFINED 0126 2500000
EMERSON ELECTRIC COM 291011104 17965 287150 SH DEFINED 0113 287150
EMERSON ELECTRIC COM 291011104 7376 117900 SH DEFINED 0125 117900
EMERSON ELECTRIC COM 291011104 13238 211600 SH DEFINED 0107 211600
EMERSON ELECTRIC COM 291011104 25025 400000 SH DEFINED 011618 400000
EMERSON ELECTRIC COM 291011104 1547 24730 SH DEFINED 0102 24730
EMERSON ELECTRIC COM 291011104 13933 222700 SH DEFINED 0131 222700
EMERSON ELECTRIC COM 291011104 7270 116213 SH DEFINED 0103 116213
SBH EMERSON5%2/27/99 CONV PFD STOCK 291011997 36669 615380 SH DEFINED 0130 615380
EMPIRE DISTRICT ELEC COM 291641108 14257 576021 SH DEFINED 0103 576021
ENERGEN COM 29265N108 7800 400000 SH DEFINED 0132 400000
ENGELHARD CORP COM 292845104 680 34859 SH DEFINED 0103 34859
ENRON CORP COM 293561106 28531 500000 SH DEFINED 0132 500000
ENRON CORP COM 293561106 9980 174900 SH DEFINED 0124 174900
ENRON CORP COM 293561106 16771 293900 SH DEFINED 0125 293900
ENRON CORP COM 293561106 22825 400000 SH DEFINED 011516 400000
ENRON CORP COM 293561106 4515 79100 SH DEFINED 0102 79100
ENRON CORP COM 293561106 5316 93176 SH DEFINED 0103 93176
ENRON CORP COM 293561106 21073 369300 SH DEFINED 01 369300
ENRON OIL & GAS CO COM 293562104 1595 92481 SH DEFINED 0102 92481
ENTERGY ARKANSAS $25 PREFERRED STOCK 29364D878 682 25737 SH DEFINED 0105 25737
ENTERGY CORP COM 29364G103 1923 61788 SH DEFINED 0103 61788
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 8135 80000 SH DEFINED 0105 80000
ENTRUST TECHNOLOGIES COM 293848107 1671 70000 SH DEFINED 011614 70000
EQUANT COM 294409107 6781 100000 SH DEFINED 0132 100000
EQUIFAX INC COM 294429105 1492 43655 SH DEFINED 0103 43655
EQUITABLE COS INC COM 29444G107 1 22 SH DEFINED 0116 22
EQUITY CORP CVT CONV BOND 294644AC3 3581 3000000 PRN DEFINED 0104 3000000
EQUITY CORP CVT CONV BOND 294644AC3 1791 1500000 PRN DEFINED 011621 1500000
EQUITY CORP CVT CONV BOND 294644AC3 1433 1200000 PRN DEFINED 011618 1200000
ERICSSON LM B ADR COM 294821400 67025 2800000 SH DEFINED 0111 2800000
ERICSSON LM B ADR COM 294821400 7181 300000 SH DEFINED 011622 300000
ERICSSON LM B ADR COM 294821400 19150 800000 SH DEFINED 011623 800000
ERICSSON LM B ADR COM 294821400 432 18000 SH DEFINED 0102 18000
ERICSSON LM ADR'S COM 294821509 31875 5000000 SH DEFINED 0130 5000000
ETHAN ALLEN COM 297602104 6560 160000 SH DEFINED 0128 160000
ETHAN ALLEN COM 297602104 33374 814000 SH DEFINED 0111 814000
ETHAN ALLEN COM 297602104 11480 280000 SH DEFINED 011614 280000
ETHAN ALLEN COM 297602104 20 480 SH DEFINED 0102 480
ETHAN ALLEN COM 297602104 492 12000 SH DEFINED 01 12000
EXCITE COM 300904109 2524 60000 SH DEFINED 011614 60000
EXTENDED SYSTEMS INC COM 301973103 1538 300000 SH DEFINED 011619 300000
EXPRESS SCRIPT COM 302182100 21816 325000 SH DEFINED 0106 325000
<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
EXPRESS SCRIPT COM 302182100 960 14300 SH DEFINED 0102 14300
EXPRESS SCRIPT COM 302182100 852 12700 SH DEFINED 0103 12700
EXTENDED STAY AMERIC COM 30224P101 23100 2200000 SH DEFINED 011618 2200000
EXXON COM 302290101 43875 600000 SH DEFINED 0130 600000
EXXON COM 302290101 168188 2300000 SH DEFINED 0126 2300000
EXXON COM 302290101 14062 192300 SH DEFINED 0124 192300
EXXON COM 302290101 13843 189300 SH DEFINED 0125 189300
EXXON COM 302290101 87750 1200000 SH DEFINED 011516 1200000
EXXON COM 302290101 44493 608443 SH DEFINED 0103 608443
EXXON COM 302290101 4826 66000 SH DEFINED 01 66000
FMC CORP COM 302491303 419 7478 SH DEFINED 0103 7478
FPA CAPITAL COM 302539101 7346 236651 SH DEFINED 0103 236651
FPL GROUP INC. COM 302571104 21569 350000 SH DEFINED 0132 350000
FPL GROUP INC. COM 302571104 13249 215000 SH DEFINED 0107 215000
FPL GROUP INC. COM 302571104 2839 46061 SH DEFINED 0103 46061
FDX CORP COM 31304N107 3190 35839 SH DEFINED 0103 35839
FREDDIE MAC COM 313400301 2606 40450 SH DEFINED 0102 40450
FREDDIE MAC COM 313400301 11117 172519 SH DEFINED 0103 172519
FEDERAL MOGUL COM 313549107 22908 385000 SH DEFINED 0130 385000
FEDERAL MOGUL COM 313549107 13983 235000 SH DEFINED 0108 235000
FEDERAL MOGUL COM 313549107 77350 1300000 SH DEFINED 011516 1300000
FEDERAL MOGUL COM 313549107 6248 105000 SH DEFINED 011619 105000
FEDERAL MOGUL COM 313549107 4463 75000 SH DEFINED 011620 75000
FEDERAL MOGUL COM 313549107 12495 210000 SH DEFINED 011614 210000
FEDERAL MOGUL COM 313549107 9223 155000 SH DEFINED 0102 155000
FEDERAL MOGUL COM 313549107 9223 155000 SH DEFINED 0131 155000
FEDERAL MOGUL 144A CONV PFD STOCK 313552200 17584 270000 SH DEFINED 0130 270000
FEDERAL MOGUL 144A CONV PFD STOCK 313552200 4494 69000 SH DEFINED 011614 69000
FEDERAL NATL MTGE COM 313586109 244200 3300000 SH DEFINED 0126 3300000
FEDERAL NATL MTGE COM 313586109 26640 360000 SH DEFINED 0113 360000
FEDERAL NATL MTGE COM 313586109 13764 186000 SH DEFINED 0124 186000
FEDERAL NATL MTGE COM 313586109 30584 413300 SH DEFINED 0125 413300
FEDERAL NATL MTGE COM 313586109 15725 212500 SH DEFINED 0135 212500
FEDERAL NATL MTGE COM 313586109 34595 467500 SH DEFINED 0107 467500
FEDERAL NATL MTGE COM 313586109 46250 625000 SH DEFINED 011618 625000
FEDERAL NATL MTGE COM 313586109 193954 2620986 SH DEFINED 0102 2620986
FEDERAL NATL MTGE COM 313586109 20720 280000 SH DEFINED 0131 280000
FEDERAL NATL MTGE COM 313586109 22921 309723 SH DEFINED 0103 309723
FEDERAL NATL MTGE COM 313586109 19506 263600 SH DEFINED 01 263600
FEDERATED DPT STORES COM 31410H101 2181 50057 SH DEFINED 0103 50057
FEDERATED INVESTORS COM 314211103 11781 650000 SH DEFINED 0128 650000
FEDERATED INVESTORS COM 314211103 9063 500000 SH DEFINED 011614 500000
FELCOR LODGING TRUST COM 31430F101 11531 500000 SH DEFINED 0107 500000
FIDELITY MAGELLAN FD COM 316184100 9 70 SH DEFINED 01 70
FIDELITY LOW STOCK COM 316345305 2230 97578 SH DEFINED 0103 97578
FIFTH THIRD BANCORP COM 316773100 4660 65349 SH DEFINED 0103 65349
FIFTH THIRD BANCORP COM 316773100 4564 64000 SH DEFINED 01 64000
FINOVA GROUP INC. COM 317928109 11505 213305 SH DEFINED 0108 213305
FINOVA GROUP INC. COM 317928109 35059 650000 SH DEFINED 0106 650000
FINOVA GROUP INC. COM 317928109 8091 150000 SH DEFINED 011619 150000
<PAGE> PAGE 26
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
FINOVA GROUP INC. COM 317928109 77886 1443970 SH DEFINED 0102 1443970
FINOVA GROUP INC. COM 317928109 27465 509200 SH DEFINED 0131 509200
FINOVA GROUP INC. COM 317928109 2104 39000 SH DEFINED 0103 39000
FINOVA GROUP INC. COM 317928109 593 11000 SH DEFINED 01 11000
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 23075 325000 SH DEFINED 0130 325000
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 4757 67000 SH DEFINED 0104 67000
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 2343 33000 SH DEFINED 011621 33000
FINOVA GRP CVT PFD CONV PFD STOCK 31808E207 2343 33000 SH DEFINED 011618 33000
FIRST DATA CORP COM 319963104 19504 615500 SH DEFINED 0113 615500
FIRST DATA CORP COM 319963104 11895 375400 SH DEFINED 0124 375400
FIRST DATA CORP COM 319963104 17732 559600 SH DEFINED 0125 559600
FIRST DATA CORP COM 319963104 15527 490000 SH DEFINED 0107 490000
FIRST DATA CORP COM 319963104 20343 642000 SH DEFINED 011516 642000
FIRST DATA CORP COM 319963104 64879 2047400 SH DEFINED 0102 2047400
FIRST DATA CORP COM 319963104 14754 465600 SH DEFINED 0131 465600
FIRST DATA CORP COM 319963104 96224 3036631 SH DEFINED 0103 3036631
FIRST SECURITY CORP- COM 336294103 7246 310000 SH DEFINED 0128 310000
FIRST UNION CORP COM 337358105 48650 800000 SH DEFINED 0130 800000
FIRST UNION CORP COM 337358105 67624 1112000 SH DEFINED 0113 1112000
FIRST UNION CORP COM 337358105 6191 101800 SH DEFINED 0124 101800
FIRST UNION CORP COM 337358105 54713 899700 SH DEFINED 0107 899700
FIRST UNION CORP COM 337358105 21284 350000 SH DEFINED 011618 350000
FIRST UNION CORP COM 337358105 149 2460 SH DEFINED 0102 2460
FIRST UNION CORP COM 337358105 51642 849200 SH DEFINED 0131 849200
FIRST UNION CORP COM 337358105 16984 279286 SH DEFINED 0103 279286
FIRST UNION CORP COM 337358105 11321 186165 SH DEFINED 01 186165
FIRST VIRGINIA BANK COM 337477103 6463 137500 SH DEFINED 0128 137500
FIRSTAR CORP COM 33763V109 5362 57500 SH DEFINED 0103 57500
FISERV INC COM 337738108 15107 293700 SH DEFINED 0108 293700
FISERV INC COM 337738108 2572 50000 SH DEFINED 011619 50000
FISERV INC COM 337738108 2058 40000 SH DEFINED 011620 40000
FISERV INC COM 337738108 25719 500000 SH DEFINED 011614 500000
FISERV INC COM 337738108 13659 265549 SH DEFINED 0102 265549
FISERV INC COM 337738108 10586 205800 SH DEFINED 0131 205800
FISERV INC COM 337738108 2697 52425 SH DEFINED 0103 52425
FISERV INC COM 337738108 617 12000 SH DEFINED 01 12000
FIRSTENERGY CORP COM 337932107 16281 500000 SH DEFINED 0132 500000
FIRSTENERGY CORP COM 337932107 1866 57300 SH DEFINED 0124 57300
FIRSTENERGY CORP COM 337932107 8815 270700 SH DEFINED 0125 270700
FIRSTENERGY CORP COM 337932107 11397 350000 SH DEFINED 0107 350000
FIRSTENERGY CORP COM 337932107 1868 57370 SH DEFINED 0103 57370
FLEET FINANCIAL GRP COM 338915101 19520 436800 SH DEFINED 0113 436800
FLEET FINANCIAL GRP COM 338915101 15435 345400 SH DEFINED 0107 345400
FLEET FINANCIAL GRP COM 338915101 14926 334000 SH DEFINED 0131 334000
FLEET FINANCIAL GRP COM 338915101 6847 153222 SH DEFINED 0103 153222
FLEETWOOD ENTERPRISE COM 339099103 300 8633 SH DEFINED 0103 8633
FLOWERS INDS INC COM 343496105 16254 679000 SH DEFINED 0108 679000
FLUOR CORP COM 343861100 759 17824 SH DEFINED 0103 17824
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FOMENTO ECONOMICO MX COM 344419106 6523 245000 SH DEFINED 011617 245000
<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
FOOD LION INC CL A COM 344775200 7438 700000 SH DEFINED 0128 700000
FOODMAKER INC NEW COM 344839204 463 21000 SH DEFINED 0109 21000
FORD MOTOR COM 345370100 29344 500000 SH DEFINED 0130 500000
FORD MOTOR COM 345370100 140850 2400000 SH DEFINED 0126 2400000
FORD MOTOR COM 345370100 51058 870000 SH DEFINED 0113 870000
FORD MOTOR COM 345370100 35042 597100 SH DEFINED 0124 597100
FORD MOTOR COM 345370100 36087 614900 SH DEFINED 0125 614900
FORD MOTOR COM 345370100 42842 730000 SH DEFINED 0107 730000
FORD MOTOR COM 345370100 51225 872845 SH DEFINED 0102 872845
FORD MOTOR COM 345370100 39908 680000 SH DEFINED 0131 680000
FORD MOTOR COM 345370100 21505 366429 SH DEFINED 0103 366429
FORD MOTOR COM 345370100 16254 276967 SH DEFINED 01 276967
FORE SYSTEMS COM 345449102 9911 541200 SH DEFINED 0108 541200
FORE SYSTEMS COM 345449102 9065 495000 SH DEFINED 0128 495000
FORE SYSTEMS COM 345449102 5494 300000 SH DEFINED 011619 300000
FORE SYSTEMS COM 345449102 18313 1000000 SH DEFINED 011614 1000000
FORE SYSTEMS COM 345449102 35520 1939658 SH DEFINED 0102 1939658
FORE SYSTEMS COM 345449102 9156 500000 SH DEFINED 0131 500000
FORE SYSTEMS COM 345449102 1154 63000 SH DEFINED 0103 63000
FORE SYSTEMS COM 345449102 751 41000 SH DEFINED 01 41000
FOREST LABS COM 345838106 13297 250000 SH DEFINED 011614 250000
FOREST LABS COM 345838106 15572 292750 SH DEFINED 0102 292750
FOREST LABS COM 345838106 495 9300 SH DEFINED 0103 9300
FORT JAMES CORP COM 347471104 8120 203000 SH DEFINED 0128 203000
FORT JAMES CORP COM 347471104 5660 141500 SH DEFINED 0124 141500
FORT JAMES CORP COM 347471104 17264 431600 SH DEFINED 0125 431600
FORT JAMES CORP COM 347471104 26016 650400 SH DEFINED 0102 650400
FORT JAMES CORP COM 347471104 2595 64864 SH DEFINED 0103 64864
FORTUNE BRANDS COM 349631101 29348 928000 SH DEFINED 0113 928000
FORTUNE BRANDS COM 349631101 22454 710000 SH DEFINED 0131 710000
FORTUNE BRANDS COM 349631101 2269 71760 SH DEFINED 0103 71760
FOSTER WHEELER COM 350244109 128 9735 SH DEFINED 0103 9735
FRANKLIN CUSTODY FD COM 353496607 0 38 SH DEFINED 01 38
FRANKLIN RESOURCES COM 354613101 6400 200000 SH DEFINED 011622 200000
FRANKLIN RESOURCES COM 354613101 12800 400000 SH DEFINED 011623 400000
FRANKLIN RESOURCES COM 354613101 363 11340 SH DEFINED 0102 11340
FRANKLIN RESOURCES COM 354613101 2352 73490 SH DEFINED 0103 73490
FREEPORT COPPER 'B' COM 35671D857 336 32208 SH DEFINED 0103 32208
FRONTIER COMM COM 35906P105 13600 400000 SH DEFINED 0132 400000
FRONTIER COMM COM 35906P105 1402 41221 SH DEFINED 0103 41221
FRUIT OF THE LOOM A COM 359416104 245 17750 SH DEFINED 0103 17750
FULLER H B COMPANY COM 359694106 5294 110000 SH DEFINED 0128 110000
GPU INC COM 36225X100 13256 300000 SH DEFINED 0130 300000
GPU INC COM 36225X100 13256 300000 SH DEFINED 0132 300000
GPU INC COM 36225X100 4017 90900 SH DEFINED 0125 90900
GPU INC COM 36225X100 1807 40890 SH DEFINED 0103 40890
GTE CORP COM 362320103 23603 350000 SH DEFINED 0132 350000
GTE CORP COM 362320103 3837 56900 SH DEFINED 0124 56900
GTE CORP COM 362320103 16021 237565 SH DEFINED 0103 237565
GANNETT CO INC COM 364730101 277988 4200000 SH DEFINED 0126 4200000
<PAGE> PAGE 28
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
GANNETT CO INC COM 364730101 3382 51100 SH DEFINED 0124 51100
GANNETT CO INC COM 364730101 4724 71375 SH DEFINED 0103 71375
GAP INC., THE COM 364760108 101250 1800000 SH DEFINED 011516 1800000
GAP INC., THE COM 364760108 288294 5125225 SH DEFINED 0103 5125225
GATEWAY 2000 COM 367833100 1980 38680 SH DEFINED 0103 38680
GAYLORD CONTAINER COM 368145108 6125 1000000 SH DEFINED 0109 1000000
GENENTECH SPEC COM COM 368710307 12750 160000 SH DEFINED 011614 160000
GENENTECH SPEC COM COM 368710307 20 255 SH DEFINED 0102 255
GENENTECH SPEC COM COM 368710307 478 6000 SH DEFINED 01 6000
GENERAL DYNAMICS COM 369550108 1848 31519 SH DEFINED 0103 31519
GENERAL ELECTRIC COM 369604103 153094 1500000 SH DEFINED 0130 1500000
GENERAL ELECTRIC COM 369604103 714438 7000000 SH DEFINED 0126 7000000
GENERAL ELECTRIC COM 369604103 49337 483400 SH DEFINED 0124 483400
GENERAL ELECTRIC COM 369604103 99195 971900 SH DEFINED 0125 971900
GENERAL ELECTRIC COM 369604103 15707 153900 SH DEFINED 0135 153900
GENERAL ELECTRIC COM 369604103 163300 1600000 SH DEFINED 011516 1600000
GENERAL ELECTRIC COM 369604103 127578 1250000 SH DEFINED 011618 1250000
GENERAL ELECTRIC COM 369604103 15309 150000 SH DEFINED 011620 150000
GENERAL ELECTRIC COM 369604103 336298 3294993 SH DEFINED 0102 3294993
GENERAL ELECTRIC COM 369604103 90148 883275 SH DEFINED 0103 883275
GENERAL ELECTRIC COM 369604103 26664 261256 SH DEFINED 01 261256
GENERAL INSTRUMENT COM 370120107 1416 41720 SH DEFINED 0103 41720
GENERAL MILLS COM 370334104 38875 500000 SH DEFINED 0130 500000
GENERAL MILLS COM 370334104 42918 552000 SH DEFINED 0113 552000
GENERAL MILLS COM 370334104 15161 195000 SH DEFINED 0124 195000
GENERAL MILLS COM 370334104 30439 391500 SH DEFINED 0125 391500
GENERAL MILLS COM 370334104 48361 622000 SH DEFINED 0107 622000
GENERAL MILLS COM 370334104 100096 1287409 SH DEFINED 0102 1287409
GENERAL MILLS COM 370334104 33534 431300 SH DEFINED 0131 431300
GENERAL MILLS COM 370334104 5933 76314 SH DEFINED 0103 76314
GENERAL MILLS COM 370334104 75313 968655 SH DEFINED 01 968655
GENERAL MOTORS COM 370442105 45084 630000 SH DEFINED 0113 630000
GENERAL MOTORS COM 370442105 21741 303800 SH DEFINED 0124 303800
GENERAL MOTORS COM 370442105 44283 618800 SH DEFINED 0125 618800
GENERAL MOTORS COM 370442105 41148 575000 SH DEFINED 0107 575000
GENERAL MOTORS COM 370442105 30533 426650 SH DEFINED 0102 426650
GENERAL MOTORS COM 370442105 36139 505000 SH DEFINED 0131 505000
GENERAL MOTORS COM 370442105 15726 219750 SH DEFINED 0103 219750
GENERAL MOTORS COM 370442105 5156 72045 SH DEFINED 01 72045
GENTEX CORP COM 371901109 20000 1000000 SH DEFINED 0111 1000000
GENTEX CORP COM 371901109 46598 2329884 SH DEFINED 0102 2329884
GENTEX CORP COM 371901109 443 22150 SH DEFINED 0103 22150
GENSIA PHARMACEUTICS COM 372450106 1 161 SH DEFINED 0111 161
GENUINE PARTS COM 372460105 1408 42101 SH DEFINED 0103 42101
GENUINE PARTS COM 372460105 7509 224562 SH DEFINED 01 224562
GEORGIA-PACIFIC COM 373298108 1267 21642 SH DEFINED 0103 21642
GEOTEK CORP CONV BOND 373654AH5 5 4135000 PRN DEFINED 0104 4135000
GEOTEK CORP CONV BOND 373654AH5 5 4135000 PRN DEFINED 0109 4135000
GEOTEK CORP CONV BOND 373654AH5 3 2485000 PRN DEFINED 0124 2485000
GEOTEK CORP CONV BOND 373654AH5 5 4135000 PRN DEFINED 011621 4135000
<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
GEOTEK CORP CONV BOND 373654AH5 2 1655000 PRN DEFINED 011618 1655000
GEOTEK CORP CONV BOND 373654AH5 0 205000 PRN DEFINED 011620 205000
GEOTEK COMM WTS COM 373654136 0 872500 SH DEFINED 0109 872500
GEOTEK COMM WTS COM 373654136 0 250000 SH DEFINED 011621 250000
GEOTEL COM 373656107 8009 215000 SH DEFINED 011614 215000
GETCHELL GOLD CORP COM 374265106 4088 150000 SH DEFINED 0127 150000
GILLETTE CO COM 375766102 24156 500000 SH DEFINED 0130 500000
GILLETTE CO COM 375766102 7730 160000 SH DEFINED 0108 160000
GILLETTE CO COM 375766102 115950 2400000 SH DEFINED 0126 2400000
GILLETTE CO COM 375766102 9416 194900 SH DEFINED 0125 194900
GILLETTE CO COM 375766102 16629 344200 SH DEFINED 0135 344200
GILLETTE CO COM 375766102 33819 700000 SH DEFINED 011516 700000
GILLETTE CO COM 375766102 27780 575000 SH DEFINED 011618 575000
GILLETTE CO COM 375766102 179126 3707752 SH DEFINED 0102 3707752
GILLETTE CO COM 375766102 14422 298506 SH DEFINED 0103 298506
GILLETTE CO COM 375766102 2635 54550 SH DEFINED 01 54550
GLENBOROUGH REALTY CONV PFD STOCK 37803P204 7338 402105 SH DEFINED 0130 402105
GLENBOROUGH REALTY CONV PFD STOCK 37803P204 3382 185320 SH DEFINED 0104 185320
GLENBOROUGH REALTY CONV PFD STOCK 37803P204 1726 94575 SH DEFINED 011621 94575
GLENBOROUGH REALTY CONV PFD STOCK 37803P204 1726 94575 SH DEFINED 011618 94575
GLOBAL IMAGING SYS COM 37934A100 12125 500000 SH DEFINED 011614 500000
GLOBAL TELESYSTEMS G COM 37936U104 6004 107700 SH DEFINED 0109 107700
GOLDEN WEST FIN COM 381317106 83 900 SH DEFINED 0102 900
GOLDEN WEST FIN COM 381317106 1395 15212 SH DEFINED 0103 15212
GOODRICH B.F. COM 382388106 5292 147500 SH DEFINED 0128 147500
GOODRICH B.F. COM 382388106 5353 149200 SH DEFINED 0124 149200
GOODRICH B.F. COM 382388106 3444 96000 SH DEFINED 0125 96000
GOODRICH B.F. COM 382388106 21077 587500 SH DEFINED 0107 587500
GOODRICH B.F. COM 382388106 16879 470550 SH DEFINED 0102 470550
GOODRICH B.F. COM 382388106 1416 39489 SH DEFINED 0103 39489
GOODYEAR COM 382550101 1856 36802 SH DEFINED 0103 36802
W R GRACE COM 38388F108 282 17978 SH DEFINED 0103 17978
GRAINGER (W.W.) COM 384802104 848 20380 SH DEFINED 0103 20380
GREAT A. & P. TEA COM 390064103 249 8389 SH DEFINED 0103 8389
GREAT LAKES CHEM CO COM 390568103 6800 170000 SH DEFINED 0128 170000
GREAT LAKES CHEM CO COM 390568103 5344 133600 SH DEFINED 0125 133600
GREAT LAKES CHEM CO COM 390568103 734 18345 SH DEFINED 0103 18345
GREYHOUND LINES INC COM 398048108 5167 870222 SH DEFINED 0103 870222
GUARANTEE LIFE COS I COM 400740106 2082 112565 SH DEFINED 0103 112565
GUIDANT CORP COM 401698105 85444 775000 SH DEFINED 0130 775000
GUIDANT CORP COM 401698105 11025 100000 SH DEFINED 0108 100000
GUIDANT CORP COM 401698105 9029 81900 SH DEFINED 0124 81900
GUIDANT CORP COM 401698105 16879 153100 SH DEFINED 0125 153100
GUIDANT CORP COM 401698105 16538 150000 SH DEFINED 011622 150000
GUIDANT CORP COM 401698105 33075 300000 SH DEFINED 011623 300000
GUIDANT CORP COM 401698105 60638 550000 SH DEFINED 011516 550000
GUIDANT CORP COM 401698105 6615 60000 SH DEFINED 011619 60000
GUIDANT CORP COM 401698105 5513 50000 SH DEFINED 011620 50000
GUIDANT CORP COM 401698105 16538 150000 SH DEFINED 011614 150000
GUIDANT CORP COM 401698105 78627 713190 SH DEFINED 0102 713190
<PAGE> PAGE 30
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
GUIDANT CORP COM 401698105 11025 100000 SH DEFINED 0131 100000
GUIDANT CORP COM 401698105 7270 65935 SH DEFINED 0103 65935
GUIDANT CORP COM 401698105 9482 86000 SH DEFINED 01 86000
GUITAR CENTER INC COM 402040109 9047 367400 SH DEFINED 0108 367400
GULFSTREAM AEROSPACE COM 402734107 45151 847900 SH DEFINED 0130 847900
HBO COMPANY COM 404100109 172125 6000000 SH DEFINED 0126 6000000
HBO COMPANY COM 404100109 37294 1300000 SH DEFINED 011619 1300000
HBO COMPANY COM 404100109 22478 783550 SH DEFINED 011614 783550
HBO COMPANY COM 404100109 113769 3965737 SH DEFINED 0102 3965737
HBO COMPANY COM 404100109 67857 2365400 SH DEFINED 0131 2365400
HBO COMPANY COM 404100109 5445 189814 SH DEFINED 0103 189814
HBO COMPANY COM 404100109 832 29000 SH DEFINED 01 29000
HCR MANOR CARE COM 404134108 18359 625000 SH DEFINED 0106 625000
HCR MANOR CARE COM 404134108 948 32277 SH DEFINED 0103 32277
HALLIBURTON COM 406216101 44438 1500000 SH DEFINED 0111 1500000
HALLIBURTON COM 406216101 3312 111800 SH DEFINED 0124 111800
HALLIBURTON COM 406216101 5901 199200 SH DEFINED 0125 199200
HALLIBURTON COM 406216101 4740 160000 SH DEFINED 011622 160000
HALLIBURTON COM 406216101 8888 300000 SH DEFINED 011623 300000
HALLIBURTON COM 406216101 3248 109635 SH DEFINED 0103 109635
HANOVER COMPRESSOR COM 410768105 3121 121500 SH DEFINED 0128 121500
HANOVER COMPRESSOR COM 410768105 20550 800000 SH DEFINED 0106 800000
HARCOR EGY WTS 144A WARRANT 411628118 55 110000 SH DEFINED 0109 110000
HARCOURT GENERAL CRP COM 41163G101 897 16859 SH DEFINED 0103 16859
HARLEY DAVIDSON COM 412822108 47375 1000000 SH DEFINED 0111 1000000
HARLEY DAVIDSON COM 412822108 6633 140000 SH DEFINED 011620 140000
HARLEY DAVIDSON COM 412822108 12209 257700 SH DEFINED 011614 257700
HARLEY DAVIDSON COM 412822108 4595 96973 SH DEFINED 0102 96973
HARLEY DAVIDSON COM 412822108 332 7000 SH DEFINED 01 7000
HARNISCHFEGER IND COM 413345109 104 10236 SH DEFINED 0103 10236
HARRAH'S ENT COM 413619107 383 24407 SH DEFINED 0103 24407
HARRIS CORP COM 413875105 701 19137 SH DEFINED 0103 19137
HARTFORD FINL SVCS COM 416515104 3204 58392 SH DEFINED 0103 58392
HASBRO INC COM 418056107 1368 37862 SH DEFINED 0103 37862
HAWAII ELEC $100 PREFERRED STOCK 419990197 5178 50000 SH DEFINED 0105 50000
MAUI ELEC $100 PREFERRED STOCK 419990205 5178 50000 SH DEFINED 0105 50000
HEALTHSOUTH CORP COM 421924101 9263 600000 SH DEFINED 0126 600000
HEALTHSOUTH CORP COM 421924101 74100 4800000 SH DEFINED 0111 4800000
HEALTHSOUTH CORP COM 421924101 7552 489200 SH DEFINED 011622 489200
HEALTHSOUTH CORP COM 421924101 16592 1074800 SH DEFINED 011623 1074800
HEALTHSOUTH CORP COM 421924101 44769 2900000 SH DEFINED 011618 2900000
HEALTHSOUTH CORP COM 421924101 372 24000 SH DEFINED 0102 24000
HEALTHSOUTH CORP COM 421924101 1649 106836 SH DEFINED 0103 106836
HEALTH MGMT ASSOC COM 421933102 20003 925000 SH DEFINED 0106 925000
HEALTH MGMT ASSOC COM 421933102 4325 200000 SH DEFINED 011619 200000
HEALTH MGMT ASSOC COM 421933102 90799 4198713 SH DEFINED 0102 4198713
HEALTH MGMT ASSOC COM 421933102 30275 1400000 SH DEFINED 0131 1400000
HEALTH MGMT ASSOC COM 421933102 2252 104137 SH DEFINED 0103 104137
HEALTH MGMT SYSTEMS COM 42219M100 10001 1270000 SH DEFINED 011614 1270000
HEARTLAND EXPRESS IN COM 422347104 1800 102858 SH DEFINED 0102 102858
<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
HEARTLAND VALUE COM 422359109 6771 231159 SH DEFINED 0103 231159
HEFTEL BROADCASTING COM 422799106 17730 360000 SH DEFINED 0106 360000
HEINZ H.J. COM 423074103 2010 35500 SH DEFINED 0124 35500
HEINZ H.J. COM 423074103 4984 88024 SH DEFINED 0103 88024
HEINZ H.J. COM 423074103 11127 196495 SH DEFINED 01 196495
HELLENIC TELECOM ADS COM 423325307 6625 500000 SH DEFINED 0132 500000
HELLER FINANCIAL COM 423328103 3672 125000 SH DEFINED 011619 125000
HELLER FINANCIAL COM 423328103 16156 550000 SH DEFINED 011614 550000
HELLER FINANCIAL COM 423328103 8078 275000 SH DEFINED 0102 275000
HELLER FINANCIAL COM 423328103 8078 275000 SH DEFINED 0131 275000
HELMERICH & PAYNE COM 423452101 218 11256 SH DEFINED 0103 11256
HEM EN 144A WTS WARRANT 42368R116 0 36000 SH DEFINED 0109 36000
HERCULES INC COM 427056106 761 27799 SH DEFINED 0103 27799
HERSHEY FOODS COM 427866108 201184 3235131 SH DEFINED 0103 3235131
HEWLETT PACKARD 144A CONV BOND 428236AA1 1375 2500000 PRN DEFINED 0104 2500000
HEWLETT PACKARD 144A CONV BOND 428236AA1 2750 5000000 PRN DEFINED 011621 5000000
HEWLETT-PACKARD CVT CONV BOND 428236AC7 4228 7500000 PRN DEFINED 0104 7500000
HEWLETT-PACKARD CVT CONV BOND 428236AC7 1860 3300000 PRN DEFINED 011618 3300000
HEWLETT PACKARD COM 428236103 40988 600000 SH DEFINED 0130 600000
HEWLETT PACKARD COM 428236103 170781 2500000 SH DEFINED 0126 2500000
HEWLETT PACKARD COM 428236103 17078 250000 SH DEFINED 0113 250000
HEWLETT PACKARD COM 428236103 122963 1800000 SH DEFINED 0111 1800000
HEWLETT PACKARD COM 428236103 7385 108100 SH DEFINED 0124 108100
HEWLETT PACKARD COM 428236103 28377 415400 SH DEFINED 0125 415400
HEWLETT PACKARD COM 428236103 20077 293900 SH DEFINED 0135 293900
HEWLETT PACKARD COM 428236103 13663 200000 SH DEFINED 0107 200000
HEWLETT PACKARD COM 428236103 6831 100000 SH DEFINED 011622 100000
HEWLETT PACKARD COM 428236103 13663 200000 SH DEFINED 011623 200000
HEWLETT PACKARD COM 428236103 47819 700000 SH DEFINED 011516 700000
HEWLETT PACKARD COM 428236103 25617 375000 SH DEFINED 011618 375000
HEWLETT PACKARD COM 428236103 18825 275575 SH DEFINED 0102 275575
HEWLETT PACKARD COM 428236103 13321 195000 SH DEFINED 0131 195000
HEWLETT PACKARD COM 428236103 18749 274467 SH DEFINED 0103 274467
HIGHWOOD PROPERTY COM 431284108 5150 200000 SH DEFINED 0128 200000
HIGHWOOD PROPERTY COM 431284108 15450 600000 SH DEFINED 0107 600000
HILTON HOTELS COM 432848109 1230 64303 SH DEFINED 0103 64303
HOLLYWOOD ENTERTAINM COM 436141105 3951 145000 SH DEFINED 011614 145000
HOME DEPOT INC COM 437076102 73425 1200000 SH DEFINED 0130 1200000
HOME DEPOT INC COM 437076102 305938 5000000 SH DEFINED 0126 5000000
HOME DEPOT INC COM 437076102 116256 1900000 SH DEFINED 0111 1900000
HOME DEPOT INC COM 437076102 7141 116700 SH DEFINED 0124 116700
HOME DEPOT INC COM 437076102 36125 590400 SH DEFINED 0125 590400
HOME DEPOT INC COM 437076102 91781 1500000 SH DEFINED 011516 1500000
HOME DEPOT INC COM 437076102 85357 1395000 SH DEFINED 011618 1395000
HOME DEPOT INC COM 437076102 276470 4518318 SH DEFINED 0102 4518318
HOME DEPOT INC COM 437076102 26442 432152 SH DEFINED 0103 432152
HOME DEPOT INC COM 437076102 6180 100998 SH DEFINED 01 100998
HOMEBASE INC COM 43738E108 1224 192070 SH DEFINED 0103 192070
HOMESTAKE MINING COM 437614100 1395 151800 SH DEFINED 0127 151800
HOMESTAKE MINING COM 437614100 554 60277 SH DEFINED 0103 60277
<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
HONEYWELL COM 438506107 2373 31514 SH DEFINED 0103 31514
HORACE MANN EDUCATOR COM 440327104 13768 483100 SH DEFINED 0108 483100
HORMEL COM 440452100 5895 180000 SH DEFINED 0128 180000
HOSIERY CORP "A"144A WARRANT 441016102 400 10000 SH DEFINED 0109 10000
HOST MARRIOT FIN CONV PFD STOCK 441079209 12075 300000 SH DEFINED 0130 300000
HOUSEHOLD INTL COM 441815107 7965 201000 SH DEFINED 0108 201000
HOUSEHOLD INTL COM 441815107 35266 890000 SH DEFINED 0113 890000
HOUSEHOLD INTL COM 441815107 6978 176100 SH DEFINED 0124 176100
HOUSEHOLD INTL COM 441815107 29750 750800 SH DEFINED 0125 750800
HOUSEHOLD INTL COM 441815107 28134 710000 SH DEFINED 0107 710000
HOUSEHOLD INTL COM 441815107 9510 240000 SH DEFINED 011622 240000
HOUSEHOLD INTL COM 441815107 14265 360000 SH DEFINED 011623 360000
HOUSEHOLD INTL COM 441815107 39955 1008320 SH DEFINED 011618 1008320
HOUSEHOLD INTL COM 441815107 162630 4104156 SH DEFINED 0102 4104156
HOUSEHOLD INTL COM 441815107 26747 675000 SH DEFINED 0131 675000
HOUSEHOLD INTL COM 441815107 8155 205801 SH DEFINED 0103 205801
HOUSEHOLD INTL COM 441815107 13695 345615 SH DEFINED 01 345615
HOUSTON INDUSTRIES COM 442161105 17669 550000 SH DEFINED 0132 550000
HOUSTON INDUSTRIES COM 442161105 119288 3713257 SH DEFINED 0103 3713257
HOUSTON IND/TWX-ACES CONV PFD STOCK 442161204 34572 325000 SH DEFINED 0130 325000
HOUSTON IND/TWX-ACES CONV PFD STOCK 442161204 60315 567000 SH DEFINED 0113 567000
HOUSTON IND/TWX-ACES CONV PFD STOCK 442161204 43880 412500 SH DEFINED 0131 412500
HOWMET INTL INC COM 443208103 6047 375000 SH DEFINED 0128 375000
HUBBELL INC C/B COM 443510201 6460 170000 SH DEFINED 0128 170000
HUMANA COM 444859102 767 43058 SH DEFINED 0103 43058
HUNTINGTON BANCSHARE COM 446150104 1544 51359 SH DEFINED 0103 51359
HYCOR BIOMEDICAL IN- COM 448623116 0 9 SH DEFINED 0102 9
IDS BOND (Y) COM 449427301 60234 11789647 SH DEFINED 0103 11789647
IDS CA TAX EXEMPT COM 449428101 1 239 SH DEFINED 01 239
IDS INNOVATIONS FD Y COM 449435825 145 20000 SH DEFINED 01 20000
IDS INNOVATIONS FD B COM 449435833 143 20000 SH DEFINED 01 20000
IDS INNOVATIONS FD A COM 449435841 4788 660000 SH DEFINED 01 660000
GLOBAL BAL FD Y COM 449435882 1 208 SH DEFINED 01 208
IDS GROWTH (Y) COM 449437300 12442 333741 SH DEFINED 0103 333741
RESEARCH OPPORT CL Y COM 449437607 2 228 SH DEFINED 01 228
NEW DIMENSIONS "Y" COM 449444306 12019 416650 SH DEFINED 0103 416650
IDS PRECIOUS METALS COM 449455104 1 135 SH DEFINED 01 135
IDS INS TAX EXEMPT COM 44947T100 1 225 SH DEFINED 01 225
IDS MN TAX EXEMPT COM 44947T308 1 239 SH DEFINED 01 239
IDS NY TAX EXEMPT COM 44947T407 1 239 SH DEFINED 01 239
IDS MASS TAX-EXEMPT COM 44947T506 1 231 SH DEFINED 01 231
IDS MICH TAX-EXEMPT COM 44947T605 1 229 SH DEFINED 01 229
IDS OHIO TAX-EXEMPT COM 44947T704 1 231 SH DEFINED 01 231
INT TAX-EXEMPT FD Y COM 449482603 1 216 SH DEFINED 01 216
AET INCOME II COM 449496108 234747 12728819 SH DEFINED 0103 12728819
AET INT'L COLLECTIVE COM 449500990 6974 63622 SH DEFINED 0103 63622
IMS HEALTH INC COM 449934108 113156 1500000 SH DEFINED 0126 1500000
IMS HEALTH INC COM 449934108 10561 140000 SH DEFINED 011614 140000
IMS HEALTH INC COM 449934108 17 224 SH DEFINED 0102 224
IMS HEALTH INC COM 449934108 2984 39556 SH DEFINED 0103 39556
<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
IMS HEALTH INC COM 449934108 377 5000 SH DEFINED 01 5000
IRSA COM 450047204 960 34500 SH DEFINED 0135 34500
ITT INDUSTRIES-WI COM 450911102 995 25039 SH DEFINED 0103 25039
IDEXX LABS INC COM 45168D104 16816 625000 SH DEFINED 0106 625000
IDEXX LABS INC COM 45168D104 14798 550000 SH DEFINED 011614 550000
IDEXX LABS INC COM 45168D104 466 17310 SH DEFINED 0102 17310
IDEXX LABS INC COM 45168D104 484 18000 SH DEFINED 01 18000
IKON OFFICE SOLUTION COM 451713101 279 32547 SH DEFINED 0103 32547
ILLINOIS TOOL WORKS COM 452308109 46400 800000 SH DEFINED 0130 800000
ILLINOIS TOOL WORKS COM 452308109 16820 290000 SH DEFINED 0108 290000
ILLINOIS TOOL WORKS COM 452308109 98600 1700000 SH DEFINED 0126 1700000
ILLINOIS TOOL WORKS COM 452308109 37990 655000 SH DEFINED 0113 655000
ILLINOIS TOOL WORKS COM 452308109 1821 31400 SH DEFINED 0124 31400
ILLINOIS TOOL WORKS COM 452308109 18032 310900 SH DEFINED 0125 310900
ILLINOIS TOOL WORKS COM 452308109 12383 213500 SH DEFINED 0135 213500
ILLINOIS TOOL WORKS COM 452308109 28420 490000 SH DEFINED 0107 490000
ILLINOIS TOOL WORKS COM 452308109 87000 1500000 SH DEFINED 011516 1500000
ILLINOIS TOOL WORKS COM 452308109 29000 500000 SH DEFINED 011618 500000
ILLINOIS TOOL WORKS COM 452308109 3480 60000 SH DEFINED 011620 60000
ILLINOIS TOOL WORKS COM 452308109 174539 3009219 SH DEFINED 0102 3009219
ILLINOIS TOOL WORKS COM 452308109 28130 485000 SH DEFINED 0131 485000
ILLINOIS TOOL WORKS COM 452308109 6367 109791 SH DEFINED 0103 109791
ILLINOIS TOOL WORKS COM 452308109 9013 155400 SH DEFINED 01 155400
IMMULOGIC PHARMACEUT COM 45252R100 63 51446 SH DEFINED 0103 51446
IMMUNEX CORP COM 452528102 22017 175000 SH DEFINED 0108 175000
IMMUNEX CORP COM 452528102 8178 65000 SH DEFINED 011620 65000
IMPERIAL CHEM IN ADR COM 452704505 12578 360000 SH DEFINED 0107 360000
INCO LIMITED COM 453258402 418 39530 SH DEFINED 0103 39530
INFINITY BROADCASTIN COM 45662S102 36053 1317000 SH DEFINED 0130 1317000
INFINITY BROADCASTIN COM 45662S102 8312 303630 SH DEFINED 0108 303630
INFINITY BROADCASTIN COM 45662S102 27375 1000000 SH DEFINED 011516 1000000
INFINITY BROADCASTIN COM 45662S102 14372 525000 SH DEFINED 011618 525000
INFORMIX CORP COM 456779107 13331 1350000 SH DEFINED 011614 1350000
INFORMIX CORP COM 456779107 28 2921 SH DEFINED 0102 2921
INFORMIX CORP COM 456779107 672 68000 SH DEFINED 01 68000
INFOSEEK COM 45678M107 3456 70000 SH DEFINED 011614 70000
INFOSPACE.COM INC COM 45678T102 496 13000 SH DEFINED 011619 13000
INFOSPACE.COM INC COM 45678T102 3050 80000 SH DEFINED 011614 80000
INFOSPACE.COM INC COM 45678T102 713 18700 SH DEFINED 0102 18700
INFOSPACE.COM INC COM 45678T102 713 18700 SH DEFINED 0131 18700
INGERSOLL-RAND CO COM 456866102 7510 160000 SH DEFINED 0128 160000
INGERSOLL-RAND CO COM 456866102 4084 87000 SH DEFINED 0124 87000
INGERSOLL-RAND CO COM 456866102 42244 900000 SH DEFINED 011516 900000
INGERSOLL-RAND CO COM 456866102 1927 41064 SH DEFINED 0103 41064
INGERSOLL RAND CONV PFD STOCK 456867209 19000 800000 SH DEFINED 0130 800000
INGERSOLL RAND CONV PFD STOCK 456867209 2440 102750 SH DEFINED 0104 102750
INGERSOLL RAND CONV PFD STOCK 456867209 1220 51375 SH DEFINED 011621 51375
INGERSOLL RAND CONV PFD STOCK 456867209 1220 51375 SH DEFINED 011618 51375
INGERSOLL RAND CONV PFD STOCK 456867209 3800 160000 SH DEFINED 01 160000
INGRAM MICRO CVT CONV BOND 457153AA2 3185 9300000 PRN DEFINED 0104 9300000
<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
INGRAM MICRO CVT CONV BOND 457153AA2 1610 4700000 PRN DEFINED 011621 4700000
INGRAM MICRO INC CVT CONV BOND 457153AB0 1576 4600000 PRN DEFINED 011618 4600000
INHALE THERAPEUTIC COM 457191104 4950 150000 SH DEFINED 011619 150000
INKTOMI CORP COM 457277101 5175 40000 SH DEFINED 011620 40000
INKTOMI CORP COM 457277101 6469 50000 SH DEFINED 011614 50000
INKTOMI CORP COM 457277101 3007 23250 SH DEFINED 0102 23250
INKTOMI CORP COM 457277101 32 250 SH DEFINED 0103 250
INSO CORP COM 457674109 10625 425000 SH DEFINED 011614 425000
INSPIRE INSURANCE COM 457732105 5513 300000 SH DEFINED 011614 300000
INSUR SERV OFFICE IN COM 45806@109 294 11767 SH DEFINED 01 11767
INTEL COM 458140100 23713 200000 SH DEFINED 0130 200000
INTEL COM 458140100 18970 160000 SH DEFINED 0108 160000
INTEL COM 458140100 414969 3500000 SH DEFINED 0126 3500000
INTEL COM 458140100 237125 2000000 SH DEFINED 0111 2000000
INTEL COM 458140100 30494 257200 SH DEFINED 0124 257200
INTEL COM 458140100 70070 591000 SH DEFINED 0125 591000
INTEL COM 458140100 22918 193300 SH DEFINED 0135 193300
INTEL COM 458140100 14228 120000 SH DEFINED 011622 120000
INTEL COM 458140100 29641 250000 SH DEFINED 011623 250000
INTEL COM 458140100 130419 1100000 SH DEFINED 011516 1100000
INTEL COM 458140100 68173 575000 SH DEFINED 011618 575000
INTEL COM 458140100 9485 80000 SH DEFINED 011620 80000
INTEL COM 458140100 247377 2086441 SH DEFINED 0102 2086441
INTEL COM 458140100 53006 447066 SH DEFINED 0103 447066
INTEL COM 458140100 35025 295417 SH DEFINED 01 295417
INTERIM SERVICES COM 45868P100 6779 290000 SH DEFINED 0128 290000
INTERIM SERVICES COM 45868P100 8181 350000 SH DEFINED 011619 350000
INTERIM SERVICES COM 45868P100 9350 400000 SH DEFINED 0102 400000
INTERIM SERVICES COM 45868P100 9350 400000 SH DEFINED 0131 400000
INTERMEDIA COMM FL COM 458801107 19 1088 SH DEFINED 0104 1088
INTERMEDIA COMM FL COM 458801107 29325 1700000 SH DEFINED 0106 1700000
INTERMEDIA COMM FL COM 458801107 27 1560 SH DEFINED 011621 1560
INTERMEDIA COMM FL COM 458801107 6900 400000 SH DEFINED 0102 400000
INTERMEDIA COMM FL COM 458801107 6900 400000 SH DEFINED 0131 400000
INTERMEDIA COM WTS WARRANT 458801115 1274 22750 SH DEFINED 0109 22750
INTERMEDIA COMM F CONV PFD STOCK 458801826 2100 150000 SH DEFINED 0104 150000
INTERMEDIA COMM F CONV PFD STOCK 458801826 4900 350000 SH DEFINED 0132 350000
INTERMEDIA COMM F CONV PFD STOCK 458801826 3360 240000 SH DEFINED 0109 240000
INTERMEDIA COMM F CONV PFD STOCK 458801826 1050 75000 SH DEFINED 011621 75000
INTERMEDIA COMM F CONV PFD STOCK 458801826 1050 75000 SH DEFINED 011618 75000
INTERMEDIA COMM FL COM 458801974 91 5288 SH DEFINED 011614 5288
INTL BUSINESS MACH COM 459200101 92375 500000 SH DEFINED 0130 500000
INTL BUSINESS MACH COM 459200101 628150 3400000 SH DEFINED 0126 3400000
INTL BUSINESS MACH COM 459200101 74990 405900 SH DEFINED 0113 405900
INTL BUSINESS MACH COM 459200101 240175 1300000 SH DEFINED 0111 1300000
INTL BUSINESS MACH COM 459200101 37911 205200 SH DEFINED 0124 205200
INTL BUSINESS MACH COM 459200101 71554 387300 SH DEFINED 0125 387300
INTL BUSINESS MACH COM 459200101 20138 109000 SH DEFINED 0135 109000
INTL BUSINESS MACH COM 459200101 76690 415100 SH DEFINED 0107 415100
INTL BUSINESS MACH COM 459200101 18475 100000 SH DEFINED 011622 100000
<PAGE> PAGE 35
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
INTL BUSINESS MACH COM 459200101 36950 200000 SH DEFINED 011623 200000
INTL BUSINESS MACH COM 459200101 120088 650000 SH DEFINED 011516 650000
INTL BUSINESS MACH COM 459200101 9238 50000 SH DEFINED 011620 50000
INTL BUSINESS MACH COM 459200101 249643 1351240 SH DEFINED 0102 1351240
INTL BUSINESS MACH COM 459200101 56718 307000 SH DEFINED 0131 307000
INTL BUSINESS MACH COM 459200101 50000 270635 SH DEFINED 0103 270635
INTL BUSINESS MACH COM 459200101 19214 104000 SH DEFINED 01 104000
INTL FLAVORS & FRAG COM 459506101 1176 26615 SH DEFINED 0103 26615
INTERNATIONAL PAPER COM 460146103 3438 76721 SH DEFINED 0103 76721
INTL WIRELESS WTS WARRANT 46058G116 0 14750 SH DEFINED 0109 14750
INTERPUBLIC GROUP COM 460690100 2819 35351 SH DEFINED 0103 35351
INTERSTATE ENERGY COM 460845100 64048 1985977 SH DEFINED 0103 1985977
INTIMATE BRANDS COM 461156101 15684 525000 SH DEFINED 011614 525000
INTIMATE BRANDS COM 461156101 21 708 SH DEFINED 0102 708
INTIMATE BRANDS COM 461156101 508 17000 SH DEFINED 01 17000
INTUIT COM 461202103 61822 852700 SH DEFINED 0102 852700
INTUIT COM 461202103 14500 200000 SH DEFINED 0131 200000
INTUIT COM 461202103 2016 27800 SH DEFINED 0103 27800
IRIDIUM WT EX 071505 WARRANT 46268L111 2144 17150 SH DEFINED 0109 17150
IRON MOUNTAIN INC COM 46284P104 5409 150000 SH DEFINED 011619 150000
IRON MOUNTAIN INC COM 46284P104 19834 550000 SH DEFINED 011614 550000
IRON MOUNTAIN INC COM 46284P104 19 507 SH DEFINED 0102 507
IRON MOUNTAIN INC COM 46284P104 397 11000 SH DEFINED 01 11000
IVAX COM 465823102 8706 700000 SH DEFINED 011614 700000
IVAX COM 465823102 22 1763 SH DEFINED 0102 1763
IVAX COM 465823102 535 43000 SH DEFINED 01 43000
JACOBS ENGR GROUP COM 469814107 8965 220000 SH DEFINED 0128 220000
JACOBS ENGR GROUP COM 469814107 20375 500000 SH DEFINED 0106 500000
JACOR COMMINICATIONS CONV BOND 469858AB0 5649 11800000 PRN DEFINED 011614 11800000
JAN BELL WARRANTS WARRANT 470760117 0 2473 SH DEFINED 0102 2473
JAN BELL WARRANTS WARRANT 470760117 0 2473 SH DEFINED 0131 2473
JEFFERSON PILOT COM 475070108 1951 26017 SH DEFINED 0103 26017
JOHN NUVEEN COM 478035108 2148 57860 SH DEFINED 0103 57860
JOHNSON & JOHNSON COM 478160104 100650 1200000 SH DEFINED 0126 1200000
JOHNSON & JOHNSON COM 478160104 58713 700000 SH DEFINED 0111 700000
JOHNSON & JOHNSON COM 478160104 5242 62500 SH DEFINED 0124 62500
JOHNSON & JOHNSON COM 478160104 26177 312100 SH DEFINED 0125 312100
JOHNSON & JOHNSON COM 478160104 2516 30000 SH DEFINED 011622 30000
JOHNSON & JOHNSON COM 478160104 5871 70000 SH DEFINED 011623 70000
JOHNSON & JOHNSON COM 478160104 5761 68662 SH DEFINED 0102 68662
JOHNSON & JOHNSON COM 478160104 29162 347678 SH DEFINED 0103 347678
JOHNSON & JOHNSON COM 478160104 5620 67000 SH DEFINED 01 67000
JOHNSON CONTROLS COM 478366107 1220 20683 SH DEFINED 0103 20683
JONES APPAREL GROUP COM 480074103 3309 150000 SH DEFINED 011619 150000
JONES APPAREL GROUP COM 480074103 4964 225000 SH DEFINED 0102 225000
JONES APPAREL GROUP COM 480074103 4964 225000 SH DEFINED 0131 225000
JOSTENS A. INC. COM 481088102 192 7328 SH DEFINED 0103 7328
JOURNAL REGISTER CO COM 481138105 4455 297000 SH DEFINED 0128 297000
JOURNAL REGISTER CO COM 481138105 6147 409650 SH DEFINED 0102 409650
JOURNAL REGISTER CO COM 481138105 67 4450 SH DEFINED 0103 4450
<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
KLA-TENCOR CORP COM 482480100 13013 300000 SH DEFINED 011614 300000
KLA-TENCOR CORP COM 482480100 944 21753 SH DEFINED 0103 21753
KMC TELECOM WTS WARRANT 482562121 30 12000 SH DEFINED 0109 12000
KMC TELECOM WTS WARRANT 482562121 8 3000 SH DEFINED 0124 3000
KMC TELECOM WTS WARRANT 482562121 8 3000 SH DEFINED 011621 3000
KMC TELECOM WTS WARRANT 482562121 7 2800 SH DEFINED 011618 2800
K-MART CORPORATION COM 482584109 2011 131300 SH DEFINED 0124 131300
K-MART CORPORATION COM 482584109 6879 449286 SH DEFINED 0103 449286
KANSAS CITY SO IND COM 485170104 775 15750 SH DEFINED 0102 15750
KANSAS CITY SO IND COM 485170104 632 12850 SH DEFINED 0103 12850
KAUFMAN & BROAD HOME COM 486168107 294 10240 SH DEFINED 0103 10240
KEANE INC COM 486665102 71888 1800000 SH DEFINED 0111 1800000
KEANE INC COM 486665102 36558 915350 SH DEFINED 0102 915350
KEANE INC COM 486665102 1198 30000 SH DEFINED 0103 30000
KELLOGG CO. COM 487836108 3338 97827 SH DEFINED 0103 97827
KELLEY OIL & GAS $25 PREFERRED STOCK 487906208 2363 262500 SH DEFINED 0109 262500
KENT ELECTRONICS CONV BOND 490553AA2 1938 2500000 PRN DEFINED 0104 2500000
KENT ELECTRONICS CONV BOND 490553AA2 969 1250000 PRN DEFINED 011621 1250000
KENT ELECTRONICS CONV BOND 490553AA2 969 1250000 PRN DEFINED 011618 1250000
KENT ELECTRONICS COM 490553104 7771 609500 SH DEFINED 011614 609500
KERR MCGEE COM 492386107 443 11586 SH DEFINED 0103 11586
KEYCORP NEW COM 493267108 3659 114349 SH DEFINED 0103 114349
KEYSPAN ENERGY PFD PREFERRED STOCK 49337K205 7319 273600 SH DEFINED 0105 273600
KEYSPAN ENERGY PFD PREFERRED STOCK 49337K205 1501 56100 SH DEFINED 01 56100
KIMBERLY CLARK COM 494368103 38150 700000 SH DEFINED 0113 700000
KIMBERLY CLARK COM 494368103 16775 307800 SH DEFINED 0125 307800
KIMBERLY CLARK COM 494368103 41202 756000 SH DEFINED 0107 756000
KIMBERLY CLARK COM 494368103 31610 580000 SH DEFINED 0131 580000
KIMBERLY CLARK COM 494368103 9015 165410 SH DEFINED 0103 165410
KIMCO REALTY CORP COM 49446R109 7938 200000 SH DEFINED 0113 200000
KIMCO REALTY CORP COM 49446R109 4366 110000 SH DEFINED 0128 110000
KIMCO REALTY CORP COM 49446R109 5953 150000 SH DEFINED 0107 150000
KIMCO REALTY CORP COM 49446R109 5953 150000 SH DEFINED 0131 150000
KIMCO REALTY CORP COM 49446R109 230 5800 SH DEFINED 0103 5800
KINGWORLD PRODUCTION COM 495667107 535 18172 SH DEFINED 0103 18172
KNIGHT RIDDER COM 499040103 5113 100000 SH DEFINED 0108 100000
KNIGHT RIDDER COM 499040103 3742 73200 SH DEFINED 0124 73200
KNIGHT RIDDER COM 499040103 980 19164 SH DEFINED 0103 19164
KNIGHT/TRIMARK GROUP COM 499067106 10078 421000 SH DEFINED 011619 421000
KNIGHT/TRIMARK GROUP COM 499067106 21544 900000 SH DEFINED 011614 900000
KNIGHT/TRIMARK GROUP COM 499067106 13453 562000 SH DEFINED 0102 562000
KNIGHT/TRIMARK GROUP COM 499067106 13453 562000 SH DEFINED 0131 562000
KNOLOGY HLDGS WT WARRANT 499179117 22 11000 SH DEFINED 0109 11000
KOHLS CORP COM 500255104 14745 240000 SH DEFINED 0108 240000
KOHLS CORP COM 500255104 73725 1200000 SH DEFINED 011516 1200000
KOHLS CORP COM 500255104 3686 60000 SH DEFINED 011619 60000
KOHLS CORP COM 500255104 4915 80000 SH DEFINED 011620 80000
KOHLS CORP COM 500255104 15716 255800 SH DEFINED 0102 255800
KOHLS CORP COM 500255104 13823 225000 SH DEFINED 0131 225000
KOHLS CORP COM 500255104 4073 66300 SH DEFINED 0103 66300
<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
KROGER CO. COM 501044101 145200 2400000 SH DEFINED 0126 2400000
KROGER CO. COM 501044101 12493 206500 SH DEFINED 0124 206500
KROGER CO. COM 501044101 22076 364900 SH DEFINED 0125 364900
KROGER CO. COM 501044101 4235 70000 SH DEFINED 011620 70000
KROGER CO. COM 501044101 181485 2999820 SH DEFINED 0102 2999820
KROGER CO. COM 501044101 5423 89641 SH DEFINED 0103 89641
KROGER CO. COM 501044101 10788 178300 SH DEFINED 01 178300
LG AND E ENERGY CORP COM 501917108 8511 300600 SH DEFINED 0128 300600
LG AND E ENERGY CORP COM 501917108 21744 768000 SH DEFINED 0132 768000
LSI LOGIC COM 502161102 569 35282 SH DEFINED 0103 35282
LACLEDE GAS CO COM 505588103 41202 1540265 SH DEFINED 0103 1540265
LADISH COMPANY COM 505754200 23 2765 SH DEFINED 0103 2765
LADY LUCK PFD PIK PREFERRED STOCK 505820993 1750 50000 SH DEFINED 0109 50000
LAIDLAW INC COM 50730K503 758 75323 SH DEFINED 0103 75323
LAMAR ADVERTISING COM 512815101 12106 325000 SH DEFINED 0108 325000
LANDS END INC COM 515086106 722 26820 SH DEFINED 0103 26820
LASALLE NATL $50 PREFERRED STOCK 5180283*4 3154 60000 SH DEFINED 0116 60000
LASALLE NATL $50 PREFERRED STOCK 5180283*4 7884 150000 SH DEFINED 01 150000
ESTE' LAUDER COM 518439104 27745 324500 SH DEFINED 0108 324500
LAZARD SM CAP VALUE COM 52106N509 6312 362942 SH DEFINED 0103 362942
LEAR SEATING CORP COM 521865105 38500 1000000 SH DEFINED 011516 1000000
LEGATO COM 524651106 14836 225000 SH DEFINED 011619 225000
LEGATO COM 524651106 47805 725000 SH DEFINED 011614 725000
LEGATO COM 524651106 65558 994252 SH DEFINED 0102 994252
LEGATO COM 524651106 23078 350000 SH DEFINED 0131 350000
LEGATO COM 524651106 1618 24550 SH DEFINED 0103 24550
LEGATO COM 524651106 462 7000 SH DEFINED 01 7000
LEGGETT & PLATT COM 524660107 23100 1050000 SH DEFINED 011618 1050000
LEGG MASON INC COM 524901105 30992 981936 SH DEFINED 0102 981936
LEGG MASON INC COM 524901105 323 10232 SH DEFINED 0103 10232
LEHMAN BROS HOLDINGS COM 524908100 3472 78800 SH DEFINED 0124 78800
LEHMAN BROS HOLDINGS COM 524908100 1319 29930 SH DEFINED 0103 29930
LEVEL ONE COM 527295109 10650 300000 SH DEFINED 011614 300000
LIFE RE CAPITAL ACES CONV PFD STOCK 532163300 2448 32000 SH DEFINED 0104 32000
LIFE RE CAPITAL ACES CONV PFD STOCK 532163300 1224 16000 SH DEFINED 011621 16000
LIFE RE CAPITAL ACES CONV PFD STOCK 532163300 1224 16000 SH DEFINED 011618 16000
ELI LILLY COM 532457108 6959 78300 SH DEFINED 0124 78300
ELI LILLY COM 532457108 17499 196900 SH DEFINED 0125 196900
ELI LILLY COM 532457108 20948 235700 SH DEFINED 0135 235700
ELI LILLY COM 532457108 32753 368524 SH DEFINED 0102 368524
ELI LILLY COM 532457108 25566 287657 SH DEFINED 0103 287657
ELI LILLY COM 532457108 21596 243000 SH DEFINED 01 243000
THE LIMITED INC COM 532716107 1655 56824 SH DEFINED 0103 56824
LINCOLN NAT COM 534187109 57473 702500 SH DEFINED 0113 702500
LINCOLN NAT COM 534187109 12305 150400 SH DEFINED 0124 150400
LINCOLN NAT COM 534187109 27293 333600 SH DEFINED 0125 333600
LINCOLN NAT COM 534187109 43361 530000 SH DEFINED 0107 530000
LINCOLN NAT COM 534187109 49088 600000 SH DEFINED 011516 600000
LINCOLN NAT COM 534187109 80922 989090 SH DEFINED 0102 989090
LINCOLN NAT COM 534187109 43770 535000 SH DEFINED 0131 535000
<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
LINCOLN NAT COM 534187109 5794 70816 SH DEFINED 0103 70816
LINCOLN NATL PFD I CONV PFD STOCK 534187604 3959 168000 SH DEFINED 0104 168000
LINCOLN NATL PFD I CONV PFD STOCK 534187604 1979 84000 SH DEFINED 011621 84000
LINCOLN NATL PFD I CONV PFD STOCK 534187604 1979 84000 SH DEFINED 011618 84000
LINEAR TECHNOLOGY COM 535678106 3488 38948 SH DEFINED 0102 38948
LINEN & THINGS COM 535679104 7331 185000 SH DEFINED 0108 185000
LIZ CLAIBORNE COM 539320101 8618 273048 SH DEFINED 0103 273048
LOCKHEED MARTIN CORP COM 539830109 16950 200000 SH DEFINED 0130 200000
LOCKHEED MARTIN CORP COM 539830109 1856 21900 SH DEFINED 0124 21900
LOCKHEED MARTIN CORP COM 539830109 2712 32000 SH DEFINED 0125 32000
LOCKHEED MARTIN CORP COM 539830109 4449 52496 SH DEFINED 0103 52496
LOCKHEED MARTIN CORP COM 539830109 4916 58000 SH DEFINED 01 58000
LOEWS CORP COM 540424108 2669 27169 SH DEFINED 0103 27169
LONGS DRUG STORES COM 543162101 358 9540 SH DEFINED 0103 9540
LORAL SP&COM CVT PFD CONV PFD STOCK 543885404 21150 400000 SH DEFINED 011618 400000
LOUISIANA PAC. COM 546347105 475 25933 SH DEFINED 0103 25933
LOWE'S CO'S COM 548661107 516 10007 SH DEFINED 0102 10007
LOWE'S CO'S COM 548661107 4384 85644 SH DEFINED 0103 85644
LUCENT TECHNOLOGIES COM 549463107 275000 2500000 SH DEFINED 0126 2500000
LUCENT TECHNOLOGIES COM 549463107 14245 129500 SH DEFINED 0124 129500
LUCENT TECHNOLOGIES COM 549463107 25872 235200 SH DEFINED 0125 235200
LUCENT TECHNOLOGIES COM 549463107 77000 700000 SH DEFINED 011516 700000
LUCENT TECHNOLOGIES COM 549463107 8250 75000 SH DEFINED 011620 75000
LUCENT TECHNOLOGIES COM 549463107 996 9050 SH DEFINED 0102 9050
LUCENT TECHNOLOGIES COM 549463107 37365 339686 SH DEFINED 0103 339686
LYONDELL CHEMICAL CO COM 552078107 16740 930000 SH DEFINED 0107 930000
MBIA INC COM 55262C100 52 800 SH DEFINED 0102 800
MBIA INC COM 55262C100 1617 24670 SH DEFINED 0103 24670
MBNA COM 55262L100 187031 7500000 SH DEFINED 0126 7500000
MBNA COM 55262L100 17256 691950 SH DEFINED 0125 691950
MBNA COM 55262L100 44888 1800000 SH DEFINED 011516 1800000
MBNA COM 55262L100 49875 2000000 SH DEFINED 011618 2000000
MBNA COM 55262L100 131064 5255650 SH DEFINED 0102 5255650
MBNA COM 55262L100 6296 252457 SH DEFINED 0103 252457
MBNA COM 55262L100 10311 413500 SH DEFINED 01 413500
MCI WORLDCOM INC COM 55268B106 62812 875422 SH DEFINED 0130 875422
MCI WORLDCOM INC COM 55268B106 14350 200000 SH DEFINED 0108 200000
MCI WORLDCOM INC COM 55268B106 301350 4200000 SH DEFINED 0126 4200000
MCI WORLDCOM INC COM 55268B106 279825 3900000 SH DEFINED 0111 3900000
MCI WORLDCOM INC COM 55268B106 71750 1000000 SH DEFINED 0132 1000000
MCI WORLDCOM INC COM 55268B106 17347 241775 SH DEFINED 0124 241775
MCI WORLDCOM INC COM 55268B106 53967 752150 SH DEFINED 0125 752150
MCI WORLDCOM INC COM 55268B106 15182 211600 SH DEFINED 0135 211600
MCI WORLDCOM INC COM 55268B106 38458 536000 SH DEFINED 0107 536000
MCI WORLDCOM INC COM 55268B106 21525 300000 SH DEFINED 011622 300000
MCI WORLDCOM INC COM 55268B106 50225 700000 SH DEFINED 011623 700000
MCI WORLDCOM INC COM 55268B106 113662 1584145 SH DEFINED 011618 1584145
MCI WORLDCOM INC COM 55268B106 12556 175000 SH DEFINED 011620 175000
MCI WORLDCOM INC COM 55268B106 28700 400000 SH DEFINED 011614 400000
MCI WORLDCOM INC COM 55268B106 280946 3915520 SH DEFINED 0102 3915520
<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
MCI WORLDCOM INC COM 55268B106 36078 502831 SH DEFINED 0103 502831
MCI WORLDCOM INC COM 55268B106 21229 295878 SH DEFINED 01 295878
MDU RESOURCES GROUP COM 552690109 13814 525000 SH DEFINED 0132 525000
MGIC INVESTMENT CORP COM 552848103 1026 25781 SH DEFINED 0103 25781
MSC COM 553530106 8145 360000 SH DEFINED 011619 360000
STEVEN MADDEN LTD COM 556269108 5355 630000 SH DEFINED 011614 630000
MAINSTREET FINANCIAL COM 560633109 410 8860 SH DEFINED 0102 8860
MALLINCKRODT INC COM 561232109 34848 1130990 SH DEFINED 0103 1130990
MARSH MCLENNAN CO COM 571748102 45873 785000 SH DEFINED 0113 785000
MARSH MCLENNAN CO COM 571748102 23872 408500 SH DEFINED 0107 408500
MARSH MCLENNAN CO COM 571748102 35063 600000 SH DEFINED 0131 600000
MARSH MCLENNAN CO COM 571748102 5365 91800 SH DEFINED 0103 91800
MARSHALL & LLSLEY C COM 571834100 4237 72500 SH DEFINED 0128 72500
MARRIOTT INTL CL A COM 571903202 174000 6000000 SH DEFINED 0126 6000000
MARRIOTT INTL CL A COM 571903202 69600 2400000 SH DEFINED 0111 2400000
MARRIOTT INTL CL A COM 571903202 2114 72900 SH DEFINED 0124 72900
MARRIOTT INTL CL A COM 571903202 5362 184900 SH DEFINED 0125 184900
MARRIOTT INTL CL A COM 571903202 2031 70031 SH DEFINED 0103 70031
MARTIN MARIETTA MATE COM 573284106 74625 1200000 SH DEFINED 0130 1200000
MARTIN MARIETTA MATE COM 573284106 28289 454900 SH DEFINED 0108 454900
MARTIN MARIETTA MATE COM 573284106 10367 166700 SH DEFINED 0128 166700
MARTIN MARIETTA MATE COM 573284106 69070 1110672 SH DEFINED 011618 1110672
MARTIN MARIETTA MATE COM 573284106 11513 185137 SH DEFINED 0102 185137
MARTIN MARIETTA MATE COM 573284106 9844 158300 SH DEFINED 0131 158300
MARTIN MARIETTA MATE COM 573284106 1437 23100 SH DEFINED 0103 23100
MARTIN MARIETTA MATE COM 573284106 622 10000 SH DEFINED 01 10000
MASCO CORP COM 574599106 57500 2000000 SH DEFINED 011516 2000000
MASCO CORP COM 574599106 20125 700000 SH DEFINED 011618 700000
MASCO CORP COM 574599106 65786 2288081 SH DEFINED 0102 2288081
MASCO CORP COM 574599106 2454 85386 SH DEFINED 0103 85386
MASCO CORP COM 574599106 4648 161670 SH DEFINED 01 161670
MASTEC INC. COM 576323109 37800 1800000 SH DEFINED 0111 1800000
MASTEC INC. COM 576323109 2520 120000 SH DEFINED 011622 120000
MASTEC INC. COM 576323109 5250 250000 SH DEFINED 011623 250000
MASTEC INC. COM 576323109 205 9750 SH DEFINED 0102 9750
MATTEL INC. COM 577081102 7879 345400 SH DEFINED 0108 345400
MATTEL INC. COM 577081102 19619 860000 SH DEFINED 0113 860000
MATTEL INC. COM 577081102 20531 900000 SH DEFINED 0111 900000
MATTEL INC. COM 577081102 1832 80300 SH DEFINED 0124 80300
MATTEL INC. COM 577081102 10473 459100 SH DEFINED 0125 459100
MATTEL INC. COM 577081102 2425 106300 SH DEFINED 011622 106300
MATTEL INC. COM 577081102 5133 225000 SH DEFINED 011623 225000
MATTEL INC. COM 577081102 2455 107600 SH DEFINED 011618 107600
MATTEL INC. COM 577081102 13600 596050 SH DEFINED 0102 596050
MATTEL INC. COM 577081102 15513 680000 SH DEFINED 0131 680000
MATTEL INC. COM 577081102 2846 124768 SH DEFINED 0103 124768
MAXIM INTEGRATED COM 57772K101 16164 370000 SH DEFINED 0108 370000
MAXIM INTEGRATED COM 57772K101 16383 375000 SH DEFINED 0106 375000
MAXIM INTEGRATED COM 57772K101 104850 2400000 SH DEFINED 0111 2400000
MAXIM INTEGRATED COM 57772K101 6116 140000 SH DEFINED 011622 140000
<PAGE> PAGE 40
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
MAXIM INTEGRATED COM 57772K101 13980 320000 SH DEFINED 011623 320000
MAXIM INTEGRATED COM 57772K101 21844 500000 SH DEFINED 011618 500000
MAXIM INTEGRATED COM 57772K101 4806 110000 SH DEFINED 011620 110000
MAXIM INTEGRATED COM 57772K101 54822 1254850 SH DEFINED 0102 1254850
MAXIM INTEGRATED COM 57772K101 1979 45300 SH DEFINED 0103 45300
MAXTOR CORP COM 577729205 8750 625000 SH DEFINED 011619 625000
MAXTOR CORP COM 577729205 23100 1650000 SH DEFINED 011614 1650000
MAXTOR CORP COM 577729205 15050 1075000 SH DEFINED 0102 1075000
MAXTOR CORP COM 577729205 15050 1075000 SH DEFINED 0131 1075000
MAXXIM MEDICAL INC COM 57777G105 4463 150000 SH DEFINED 011619 150000
MAY DEPT STORES COM 577778103 3584 59360 SH DEFINED 0103 59360
MAXIMUS INC COM 577933104 7400 200000 SH DEFINED 011619 200000
MAYTAG CO COM 578592107 1283 20614 SH DEFINED 0103 20614
MCDERMOTT INTL COM 580037109 360 14573 SH DEFINED 0103 14573
MCDONALDS COM 580135101 12836 167520 SH DEFINED 0103 167520
MCGRAW-HILL COS INC COM 580645109 2397 23527 SH DEFINED 0103 23527
MCKESSON 144A CVTPF CONV PFD STOCK 58155P204 21375 200000 SH DEFINED 0130 200000
MCKESSON CORP COM 581557105 23719 300000 SH DEFINED 011618 300000
MCKESSON CORP COM 581557105 17480 220921 SH DEFINED 0102 220921
MCKESSON CORP COM 581557105 115 1450 SH DEFINED 0103 1450
MCKESSON CORP COM 581557105 3570 45150 SH DEFINED 01 45150
MEAD CORP COM 582834107 4737 161600 SH DEFINED 0125 161600
MEAD CORP COM 582834107 1038 35400 SH DEFINED 0103 35400
MEDIAONE GROUP INC COM 58440J104 8018 170600 SH DEFINED 0108 170600
MEDIAONE GROUP INC COM 58440J104 6721 143000 SH DEFINED 0124 143000
MEDIAONE GROUP INC COM 58440J104 63450 1350000 SH DEFINED 011516 1350000
MEDIAONE GROUP INC COM 58440J104 3525 75000 SH DEFINED 011620 75000
MEDIAONE GROUP INC COM 58440J104 7005 149046 SH DEFINED 0103 149046
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 37872 569500 SH DEFINED 0130 569500
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 4575 68800 SH DEFINED 0104 68800
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 23814 358100 SH DEFINED 0132 358100
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 22883 344100 SH DEFINED 0107 344100
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 2294 34500 SH DEFINED 011621 34500
MEDIAONE/ATI (DECS) CONV PFD STOCK 58440J401 1962 29500 SH DEFINED 011618 29500
MEDICAL MANAGER COM 58461C103 6275 200000 SH DEFINED 011619 200000
MEDICAL MANAGER COM 58461C103 12550 400000 SH DEFINED 011614 400000
MEDICIS PHARMACEUTIC COM 584690309 11925 200000 SH DEFINED 011619 200000
MEDIMMUNE INC COM 584699102 13424 135000 SH DEFINED 011614 135000
MEDIMMUNE INC COM 584699102 24137 242750 SH DEFINED 0102 242750
MEDIMMUNE INC COM 584699102 249 2500 SH DEFINED 0103 2500
MEDTRONIC COM 585055106 51975 700000 SH DEFINED 0130 700000
MEDTRONIC COM 585055106 207900 2800000 SH DEFINED 0126 2800000
MEDTRONIC COM 585055106 37125 500000 SH DEFINED 0111 500000
MEDTRONIC COM 585055106 8108 109200 SH DEFINED 0124 109200
MEDTRONIC COM 585055106 23574 317500 SH DEFINED 0125 317500
MEDTRONIC COM 585055106 5198 70000 SH DEFINED 011622 70000
MEDTRONIC COM 585055106 11138 150000 SH DEFINED 011623 150000
MEDTRONIC COM 585055106 153522 2067534 SH DEFINED 0102 2067534
MEDTRONIC COM 585055106 11429 153932 SH DEFINED 0103 153932
MEDTRONIC COM 585055106 22357 301100 SH DEFINED 01 301100
<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
MELLON BANK CORP COM 585509102 20494 298100 SH DEFINED 0113 298100
MELLON BANK CORP COM 585509102 5500 80000 SH DEFINED 011620 80000
MELLON BANK CORP COM 585509102 960 13950 SH DEFINED 0102 13950
MELLON BANK CORP COM 585509102 15785 229600 SH DEFINED 0131 229600
MELLON BANK CORP COM 585509102 5034 73227 SH DEFINED 0103 73227
MENS WEARHOUSE INC COM 587118100 4652 146535 SH DEFINED 0103 146535
MERCANTILE BANCORPOR COM 587342106 1839 39860 SH DEFINED 0103 39860
MERCK COM 589331107 66459 450000 SH DEFINED 0130 450000
MERCK COM 589331107 295375 2000000 SH DEFINED 0126 2000000
MERCK COM 589331107 41796 283000 SH DEFINED 0113 283000
MERCK COM 589331107 8344 56500 SH DEFINED 0124 56500
MERCK COM 589331107 33244 225100 SH DEFINED 0125 225100
MERCK COM 589331107 35593 241000 SH DEFINED 0107 241000
MERCK COM 589331107 103381 700000 SH DEFINED 011516 700000
MERCK COM 589331107 103381 700000 SH DEFINED 011618 700000
MERCK COM 589331107 174750 1183243 SH DEFINED 0102 1183243
MERCK COM 589331107 33673 228000 SH DEFINED 0131 228000
MERCK COM 589331107 47362 320691 SH DEFINED 0103 320691
MERCK COM 589331107 20865 141282 SH DEFINED 01 141282
MERCURY INTERACTIVE COM 589405109 28146 445000 SH DEFINED 011614 445000
MERCURY INTERACTIVE COM 589405109 16170 255644 SH DEFINED 0102 255644
MERCURY INTERACTIVE COM 589405109 168 2650 SH DEFINED 0103 2650
MERCURY INTERACTIVE COM 589405109 696 11000 SH DEFINED 01 11000
MEREDITH CORP COM 589433101 481 12702 SH DEFINED 0103 12702
MERIDIAN INS GROUP COM 589644103 186 9185 SH DEFINED 0103 9185
MERRILL LYNCH & CO COM 590188108 106800 1600000 SH DEFINED 0111 1600000
MERRILL LYNCH & CO COM 590188108 4225 63300 SH DEFINED 0124 63300
MERRILL LYNCH & CO COM 590188108 4599 68900 SH DEFINED 0125 68900
MERRILL LYNCH & CO COM 590188108 8010 120000 SH DEFINED 011622 120000
MERRILL LYNCH & CO COM 590188108 14685 220000 SH DEFINED 011623 220000
MERRILL LYNCH & CO COM 590188108 12683 190000 SH DEFINED 011618 190000
MERRILL LYNCH & CO COM 590188108 642 9600 SH DEFINED 0102 9600
MERRILL LYNCH & CO COM 590188108 6222 93214 SH DEFINED 0103 93214
METRIS SYSTEM COM 591598107 48552 965000 SH DEFINED 0106 965000
METRONET COMM WTS WARRANT 59169Y116 465 8750 SH DEFINED 0109 8750
METTLER TOLEDO COM 592688105 19223 685000 SH DEFINED 0108 685000
METZLER GROUP INC COM 592903108 13146 270000 SH DEFINED 011619 270000
METZLER GROUP INC COM 592903108 37489 770000 SH DEFINED 011614 770000
METZLER GROUP INC COM 592903108 70256 1443013 SH DEFINED 0102 1443013
METZLER GROUP INC COM 592903108 15823 325000 SH DEFINED 0131 325000
METZLER GROUP INC COM 592903108 1839 37775 SH DEFINED 0103 37775
METZLER GROUP INC COM 592903108 1120 23000 SH DEFINED 01 23000
MEYER (FRED) INC COM 592907109 9640 160000 SH DEFINED 0128 160000
MEYER (FRED) INC COM 592907109 27113 450000 SH DEFINED 0106 450000
MEYER (FRED) INC COM 592907109 11207 186000 SH DEFINED 0125 186000
MEYER (FRED) INC COM 592907109 30125 500000 SH DEFINED 011516 500000
MEYER (FRED) INC COM 592907109 9854 163577 SH DEFINED 0102 163577
MEYER (FRED) INC COM 592907109 2872 47670 SH DEFINED 0103 47670
MEYER (FRED) INC COM 592907109 7893 131000 SH DEFINED 01 131000
MICROSOFT COM 594918104 138688 1000000 SH DEFINED 0130 1000000
<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
MICROSOFT COM 594918104 14742 106300 SH DEFINED 0108 106300
MICROSOFT COM 594918104 499275 3600000 SH DEFINED 0126 3600000
MICROSOFT COM 594918104 291244 2100000 SH DEFINED 0111 2100000
MICROSOFT COM 594918104 42341 305300 SH DEFINED 0124 305300
MICROSOFT COM 594918104 101852 734400 SH DEFINED 0125 734400
MICROSOFT COM 594918104 19416 140000 SH DEFINED 011622 140000
MICROSOFT COM 594918104 44380 320000 SH DEFINED 011623 320000
MICROSOFT COM 594918104 173359 1250000 SH DEFINED 011516 1250000
MICROSOFT COM 594918104 91229 657800 SH DEFINED 011618 657800
MICROSOFT COM 594918104 19416 140000 SH DEFINED 011620 140000
MICROSOFT COM 594918104 53736 387458 SH DEFINED 0102 387458
MICROSOFT COM 594918104 91338 658592 SH DEFINED 0103 658592
MICROSOFT COM 594918104 7406 53400 SH DEFINED 01 53400
MICROAGE INC COM 594928103 2306 150000 SH DEFINED 011614 150000
MICRO-CHIP COM 595017104 8325 225000 SH DEFINED 0128 225000
MICRO-CHIP COM 595017104 12395 335000 SH DEFINED 011614 335000
MICRO-CHIP COM 595017104 12806 346100 SH DEFINED 0102 346100
MICRO-CHIP COM 595017104 135 3650 SH DEFINED 0103 3650
MICRON ELECTRONICS COM 595100108 2597 150000 SH DEFINED 011619 150000
MICRON ELECTRONICS COM 595100108 11686 675000 SH DEFINED 011614 675000
MICRON ELECTRONICS COM 595100108 3895 225000 SH DEFINED 0102 225000
MICRON ELECTRONICS COM 595100108 3895 225000 SH DEFINED 0131 225000
MICRON TECHNOLOGY COM 595112103 21236 420000 SH DEFINED 011614 420000
MICRON TECHNOLOGY COM 595112103 2691 53217 SH DEFINED 0103 53217
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 8338 73300 SH DEFINED 0105 73300
MIDAMERICAN ENERGY PREFERRED STOCK 595620204 3981 35000 SH DEFINED 01 35000
MILACRON INC COM 598709103 170 8854 SH DEFINED 0103 8854
MILLIPORE CORP COM 601073109 304 10682 SH DEFINED 0103 10682
MINDSPRING ENT COM 602683104 6106 100000 SH DEFINED 011614 100000
MINDSPRING ENT COM 602683104 13358 218750 SH DEFINED 0102 218750
MINDSPRING ENT COM 602683104 137 2250 SH DEFINED 0103 2250
MN MINING & MFG CO COM 604059105 7216 101461 SH DEFINED 0103 101461
MN MINING & MFG CO COM 604059105 5263 74000 SH DEFINED 01 74000
MN P & L 144A $100 PREFERRED STOCK 6041103#1 5127 50000 SH DEFINED 0105 50000
MN P & L 144A $100 PREFERRED STOCK 6041103#1 3076 30000 SH DEFINED 01 30000
MN P&L 144A 6.70 PREFERRED STOCK 604110999 10388 100000 SH DEFINED 0105 100000
MIRAGE RESORTS INC COM 60462E104 667 44630 SH DEFINED 0103 44630
MOBIL COM 607059102 21781 250000 SH DEFINED 0130 250000
MOBIL COM 607059102 174250 2000000 SH DEFINED 0126 2000000
MOBIL COM 607059102 65344 750000 SH DEFINED 0113 750000
MOBIL COM 607059102 6900 79200 SH DEFINED 0124 79200
MOBIL COM 607059102 16719 191900 SH DEFINED 0125 191900
MOBIL COM 607059102 52275 600000 SH DEFINED 0107 600000
MOBIL COM 607059102 103072 1183070 SH DEFINED 0102 1183070
MOBIL COM 607059102 51839 595000 SH DEFINED 0131 595000
MOBIL COM 607059102 21242 243803 SH DEFINED 0103 243803
MOBIL COM 607059102 6534 75000 SH DEFINED 01 75000
MODIS PROFESSIONAL COM 607830106 9063 625000 SH DEFINED 011618 625000
MOLEX INC COM 608554101 20629 541100 SH DEFINED 0108 541100
MONSANTO COMPANY COM 611662107 38000 800000 SH DEFINED 0111 800000
<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
MONSANTO COMPANY COM 611662107 17252 363200 SH DEFINED 0125 363200
MONSANTO COMPANY COM 611662107 18845 396740 SH DEFINED 0135 396740
MONSANTO COMPANY COM 611662107 3189 67130 SH DEFINED 0102 67130
MONSANTO COMPANY COM 611662107 7610 160224 SH DEFINED 0103 160224
MOORE CORP COM 615785102 215 19559 SH DEFINED 0103 19559
JP MORGAN & CO INC COM 616880100 4579 43588 SH DEFINED 0103 43588
MORGAN STANLEY INT'L COM 61744J408 3425 187691 SH DEFINED 0103 187691
MORGAN ST DEAN WITTE COM 617446448 7597 107000 SH DEFINED 0108 107000
MORGAN ST DEAN WITTE COM 617446448 213000 3000000 SH DEFINED 0126 3000000
MORGAN ST DEAN WITTE COM 617446448 31950 450000 SH DEFINED 0113 450000
MORGAN ST DEAN WITTE COM 617446448 6134 86400 SH DEFINED 0124 86400
MORGAN ST DEAN WITTE COM 617446448 5992 84400 SH DEFINED 0125 84400
MORGAN ST DEAN WITTE COM 617446448 27335 385000 SH DEFINED 0107 385000
MORGAN ST DEAN WITTE COM 617446448 71000 1000000 SH DEFINED 011516 1000000
MORGAN ST DEAN WITTE COM 617446448 51475 725000 SH DEFINED 011618 725000
MORGAN ST DEAN WITTE COM 617446448 24140 340000 SH DEFINED 0131 340000
MORGAN ST DEAN WITTE COM 617446448 11643 163994 SH DEFINED 0103 163994
MORGAN ST DEAN WITTE COM 617446448 5183 73000 SH DEFINED 01 73000
MORTON INTERNATIONAL COM 619335102 674 27512 SH DEFINED 0103 27512
BT RUSSELL 2000 IDX COM 619467XX6 9 21 SH DEFINED 0103 21
MOSSIMO COM 619696107 70 7000 SH DEFINED 0102 7000
MOTOROLA COM 620076109 6106 100000 SH DEFINED 0132 100000
MOTOROLA COM 620076109 12903 211300 SH DEFINED 0125 211300
MOTOROLA COM 620076109 11657 190913 SH DEFINED 0102 190913
MOTOROLA COM 620076109 9390 153764 SH DEFINED 0103 153764
MUSICLAND INC COM 62758B109 8899 595724 SH DEFINED 0103 595724
MUTUAL RISK COM 628351108 59666 1525000 SH DEFINED 0130 1525000
MUTUAL RISK COM 628351108 5869 150000 SH DEFINED 011620 150000
MUTUAL RISK COM 628351108 11375 290750 SH DEFINED 0102 290750
MUTUAL RISK COM 628351108 9781 250000 SH DEFINED 0131 250000
MUTUAL RISK COM 628351108 1412 36100 SH DEFINED 0103 36100
NCI BUILDING SYSTEMS COM 628852105 18584 660753 SH DEFINED 0103 660753
NIPSCO COM 629140104 27394 900000 SH DEFINED 0132 900000
NIPSCO COM 629140104 15219 500000 SH DEFINED 0107 500000
NABORS INDUSTRIES IN COM 629568106 1589 117150 SH DEFINED 0102 117150
NACCO IND CL A COM 629579103 289 3139 SH DEFINED 0103 3139
NAKORNTHAI STRIP WTS WARRANT 629844119 0 7407184 SH DEFINED 0109 7407184
NAKORNTHAI STRIP WTS WARRANT 629844119 0 2722298 SH DEFINED 0124 2722298
NAKORNTHAI STRIP WTS WARRANT 629844119 0 3355391 SH DEFINED 011621 3355391
NALCO CHEMICAL COM 629853102 463 14927 SH DEFINED 0103 14927
NATIONAL CITY CORP COM 635405103 13848 191000 SH DEFINED 0113 191000
NATIONAL CITY CORP COM 635405103 14645 202000 SH DEFINED 0107 202000
NATIONAL CITY CORP COM 635405103 10636 146700 SH DEFINED 0131 146700
NATIONAL CITY CORP COM 635405103 6274 86539 SH DEFINED 0103 86539
NATIONAL CITY CORP COM 635405103 10585 146000 SH DEFINED 01 146000
NATL DATA CORP CVT CONV BOND 635621AA3 1066 1000000 PRN DEFINED 0104 1000000
NATL DATA CORP CVT CONV BOND 635621AA3 533 500000 PRN DEFINED 011621 500000
NATL DATA CORP CVT CONV BOND 635621AA3 533 500000 PRN DEFINED 011618 500000
NATL DATA CORP COM 635621105 9251 190000 SH DEFINED 0128 190000
NATL DATA CORP COM 635621105 5112 105000 SH DEFINED 011614 105000
<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
NATIONAL OILWELL INC COM 637071101 1682 150347 SH DEFINED 0103 150347
NATL SEMICONDUCTOR COM 637640103 680 50374 SH DEFINED 0103 50374
NATL SERVICES IND COM 637657107 396 10430 SH DEFINED 0103 10430
NAT CORP HOUSING COM 637995994 100 500 SH DEFINED 01 500
NATIONWIDE FINL COM 638612101 15077 291700 SH DEFINED 0128 291700
NATIONWIDE FINL COM 638612101 4233 81900 SH DEFINED 011619 81900
NATIONWIDE FINL COM 638612101 2326 45000 SH DEFINED 011620 45000
NATIONWIDE FINL COM 638612101 14170 274150 SH DEFINED 011614 274150
NATIONWIDE FINL COM 638612101 704 13617 SH DEFINED 0102 13617
NATIONWIDE FINL COM 638612101 553 10700 SH DEFINED 0103 10700
NATIONWIDE FINL COM 638612101 569 11000 SH DEFINED 01 11000
NATIONWIDE HEALTH COM 638620104 6469 300000 SH DEFINED 0113 300000
NATIONWIDE HEALTH COM 638620104 4744 220000 SH DEFINED 0131 220000
NATIONWIDE HEALTH COM 638620104 183 8500 SH DEFINED 0103 8500
NATROL INC COM 638789107 2035 185000 SH DEFINED 011619 185000
NAVISTAR INTL CORP COM 63934E108 11639 408372 SH DEFINED 0103 408372
NEUBERGR&BERMN-FOCUS COM 640917506 1421 61606 SH DEFINED 0103 61606
NETWORKS ASSOCIATES COM 640938106 132500 2000000 SH DEFINED 0126 2000000
NETWORKS ASSOCIATES COM 640938106 14244 215000 SH DEFINED 0128 215000
NETWORKS ASSOCIATES COM 640938106 19875 300000 SH DEFINED 0106 300000
NETWORKS ASSOCIATES COM 640938106 106000 1600000 SH DEFINED 0111 1600000
NETWORKS ASSOCIATES COM 640938106 79500 1200000 SH DEFINED 011516 1200000
NETWORKS ASSOCIATES COM 640938106 41406 625000 SH DEFINED 011618 625000
NETWORKS ASSOCIATES COM 640938106 70384 1062400 SH DEFINED 011619 1062400
NETWORKS ASSOCIATES COM 640938106 9527 143800 SH DEFINED 011614 143800
NETWORKS ASSOCIATES COM 640938106 138235 2086565 SH DEFINED 0102 2086565
NETWORKS ASSOCIATES COM 640938106 65839 993800 SH DEFINED 0131 993800
NETWORKS ASSOCIATES COM 640938106 2660 40150 SH DEFINED 0103 40150
NETWORKS ASSOCIATES COM 640938106 861 13000 SH DEFINED 01 13000
NETSCAPE COM 641149109 16706 275000 SH DEFINED 011614 275000
NETWORK APPLIANCE COM 64120L104 15374 341600 SH DEFINED 0102 341600
NETWORK APPLIANCE COM 64120L104 158 3500 SH DEFINED 0103 3500
NEVADA POWER COM 641423108 5200 200000 SH DEFINED 0132 200000
NEW CENTURY ENERGIES COM 64352U103 21938 450000 SH DEFINED 0130 450000
NEW CENTURY ENERGIES COM 64352U103 36806 755000 SH DEFINED 0113 755000
NEW CENTURY ENERGIES COM 64352U103 28031 575000 SH DEFINED 0132 575000
NEW CENTURY ENERGIES COM 64352U103 20719 425000 SH DEFINED 0107 425000
NEW CENTURY ENERGIES COM 64352U103 28763 590000 SH DEFINED 0131 590000
NEW CENTURY ENERGIES COM 64352U103 2641 54180 SH DEFINED 0103 54180
NEW CENTURY ENERGIES COM 64352U103 4339 89000 SH DEFINED 01 89000
NEW JERSEY RESOURCES COM 646025106 13825 350000 SH DEFINED 0132 350000
NEW YORK TIMES CLA COM 650111107 65906 1900000 SH DEFINED 0126 1900000
NEW YORK TIMES CLA COM 650111107 6938 200000 SH DEFINED 0128 200000
NEW YORK TIMES CLA COM 650111107 1997 57562 SH DEFINED 0103 57562
NEWELL CO COM 651192106 18150 440000 SH DEFINED 0108 440000
NEWELL CO COM 651192106 4950 120000 SH DEFINED 0128 120000
NEWELL CO COM 651192106 12392 300400 SH DEFINED 0124 300400
NEWELL CO COM 651192106 7953 192800 SH DEFINED 0125 192800
NEWELL CO COM 651192106 4538 110000 SH DEFINED 011620 110000
NEWELL CO COM 651192106 28967 702200 SH DEFINED 0102 702200
<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
NEWELL CO COM 651192106 2216 53729 SH DEFINED 0103 53729
NEWELL FINL TR 144A CONV PFD STOCK 651195208 13125 250000 SH DEFINED 0130 250000
NEWELL FINL TR 144A CONV PFD STOCK 651195208 525 10000 SH DEFINED 0104 10000
NEWELL FINL TR 144A CONV PFD STOCK 651195208 263 5000 SH DEFINED 011621 5000
NEWELL FINL TR 144A CONV PFD STOCK 651195208 263 5000 SH DEFINED 011618 5000
NEWELL FINL TR I CONV PFD STOCK 651195307 2100 40000 SH DEFINED 0104 40000
NEWELL FINL TR I CONV PFD STOCK 651195307 1050 20000 SH DEFINED 011621 20000
NEWELL FINL TR I CONV PFD STOCK 651195307 1050 20000 SH DEFINED 011618 20000
NEWMONT MINING COM 651639106 361 20000 SH DEFINED 0127 20000
NEWMONT MINING COM 651639106 771 42680 SH DEFINED 0103 42680
NEXTEL COMMUNICATION COM 65332V103 970 41056 SH DEFINED 0109 41056
NEXTEL COMMUNICATION COM 65332V103 146 6197 SH DEFINED 011621 6197
NEXTEL COMMUNICATION COM 65332V103 1667 70579 SH DEFINED 0103 70579
NEXTEL COMM WTS WARRANT 65332V111 0 18902 SH DEFINED 0109 18902
NIAGARA MOHAWK POWER COM 653522102 775 48035 SH DEFINED 0103 48035
NIBCO STOCK COM 653650101 33761 232980 SH DEFINED 0103 232980
NICOR COM 654086107 8450 200000 SH DEFINED 0132 200000
NICOR COM 654086107 484 11459 SH DEFINED 0103 11459
NIKE INC CL B COM 654106103 2810 69274 SH DEFINED 0103 69274
99 CENTS ONLY STORE COM 65440K106 14348 292050 SH DEFINED 0102 292050
99 CENTS ONLY STORE COM 65440K106 150 3050 SH DEFINED 0103 3050
NOKIA ADR A COM 654902204 34927 290000 SH DEFINED 011618 290000
NOKIA ADR A COM 654902204 30121 250094 SH DEFINED 0103 250094
NORDSTROM INC COM 655664100 8672 250000 SH DEFINED 011618 250000
NORDSTROM INC COM 655664100 1298 37412 SH DEFINED 0103 37412
NORFOLK SOUTHERN CO COM 655844108 2942 92841 SH DEFINED 0103 92841
NORTHRN ST PWR CO MN COM 665772109 9158 330000 SH DEFINED 0113 330000
NORTHRN ST PWR CO MN COM 665772109 13875 500000 SH DEFINED 0132 500000
NORTHRN ST PWR CO MN COM 665772109 5550 200000 SH DEFINED 0125 200000
NORTHRN ST PWR CO MN COM 665772109 9019 325000 SH DEFINED 0131 325000
NORTHRN ST PWR CO MN COM 665772109 1638 59030 SH DEFINED 0103 59030
NORTHRN ST PWR CO MN COM 665772109 8264 297800 SH DEFINED 01 297800
NORTHRN TELECOM COM 665815106 35609 710400 SH DEFINED 0113 710400
NORTHRN TELECOM COM 665815106 7519 150000 SH DEFINED 0132 150000
NORTHRN TELECOM COM 665815106 4171 83220 SH DEFINED 0124 83220
NORTHRN TELECOM COM 665815106 18822 375500 SH DEFINED 0112 375500
NORTHRN TELECOM COM 665815106 10025 200000 SH DEFINED 0135 200000
NORTHRN TELECOM COM 665815106 28331 565200 SH DEFINED 0107 565200
NORTHRN TELECOM COM 665815106 20050 400000 SH DEFINED 011618 400000
NORTHRN TELECOM COM 665815106 3008 60000 SH DEFINED 011620 60000
NORTHRN TELECOM COM 665815106 30381 606100 SH DEFINED 011617 606100
NORTHRN TELECOM COM 665815106 188 3739 SH DEFINED 0102 3739
NORTHRN TELECOM COM 665815106 26937 537400 SH DEFINED 0131 537400
NORTHRN TELECOM COM 665815106 9071 180954 SH DEFINED 0103 180954
NORTHERN TRUST CORP COM 665859104 2617 29977 SH DEFINED 0103 29977
NORTHROP GRUMMAN COR COM 666807102 5119 70000 SH DEFINED 0128 70000
NORTHROP GRUMMAN COR COM 666807102 1249 17078 SH DEFINED 0103 17078
NWA COM 667280101 140 5500 SH DEFINED 0102 5500
NORTHWEST NATURAL GA COM 667655104 4205 162500 SH DEFINED 0132 162500
NOVACARE CORP CONV BOND 669930AA7 5145 7000000 PRN DEFINED 0104 7000000
<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
NOVACARE CORP CONV BOND 669930AA7 2940 4000000 PRN DEFINED 011621 4000000
NOVACARE CORP CONV BOND 669930AA7 2940 4000000 PRN DEFINED 011618 4000000
NOVELL INC COM 670006105 54375 3000000 SH DEFINED 0126 3000000
NOVELL INC COM 670006105 13594 750000 SH DEFINED 011614 750000
NOVELL INC COM 670006105 1596 88044 SH DEFINED 0103 88044
NOVELLUS SYSTEMS INC COM 670008101 3713 75000 SH DEFINED 011619 75000
NOVELLUS SYSTEMS INC COM 670008101 6188 125000 SH DEFINED 0102 125000
NOVELLUS SYSTEMS INC COM 670008101 6188 125000 SH DEFINED 0131 125000
NUCOR CORP COM 670346105 948 21916 SH DEFINED 0103 21916
OCCIDENTAL PETROLEUM COM 674599105 1314 77851 SH DEFINED 0103 77851
OCEAN ENERGY INC COM 674812201 1805 286000 SH DEFINED 0128 286000
OFFICE DEP PUT 11/00 CONV BOND 676220AB2 6123 7300000 PRN DEFINED 0130 7300000
OFFICE DEPOT INC COM 676220106 32320 875000 SH DEFINED 0106 875000
OFFICE DEPOT INC COM 676220106 73875 2000000 SH DEFINED 011516 2000000
OFFICE DEPOT INC COM 676220106 18469 500000 SH DEFINED 011614 500000
OFFICE DEPOT INC COM 676220106 5873 159000 SH DEFINED 01 159000
OGDEN CORP COM 676346109 9983 398307 SH DEFINED 0103 398307
OHIO POWER CO $100 PREFERRED STOCK 677415796 3960 36000 SH DEFINED 0105 36000
OHI PWR CO $100 PREFERRED STOCK 677415812 1109 10000 SH DEFINED 0105 10000
OHIO PWR CO $100 PREFERRED STOCK 677415820 565 5000 SH DEFINED 0105 5000
OLD REPUBLIC INTER COM 680223104 25 1125 SH DEFINED 0102 1125
OMNICARE, INC. COM 681904108 45355 1305125 SH DEFINED 0102 1305125
OMNICARE, INC. COM 681904108 1756 50525 SH DEFINED 0103 50525
OMNICOM GROUP COM 681919106 2333 40226 SH DEFINED 0103 40226
OMNIPOINT CORP CONV PFD STOCK 68212D607 2238 100000 SH DEFINED 0132 100000
ONEOK INC COM 682680103 7225 200000 SH DEFINED 0132 200000
ONEOK INC COM 682680103 251 6939 SH DEFINED 0103 6939
OPTEL INC NON-VTG CM COM 683817100 68 17000 SH DEFINED 0109 17000
ORACLE CORP COM COM 68389X105 5188 120300 SH DEFINED 0124 120300
ORACLE CORP COM COM 68389X105 9522 220800 SH DEFINED 0125 220800
ORACLE CORP COM COM 68389X105 10743 249114 SH DEFINED 0103 249114
ORBITAL SCIENCES COR COM 685564106 17700 400000 SH DEFINED 011614 400000
ORYX ENERGY CO COM 68763F100 335 24949 SH DEFINED 0103 24949
OUTDOOR SYSTEM COM 690057104 19500 650000 SH DEFINED 0106 650000
OUTDOOR SYSTEM COM 690057104 24675 822500 SH DEFINED 011619 822500
OUTDOOR SYSTEM COM 690057104 36000 1200000 SH DEFINED 011614 1200000
OUTDOOR SYSTEM COM 690057104 122905 4096788 SH DEFINED 0102 4096788
OUTDOOR SYSTEM COM 690057104 40151 1338350 SH DEFINED 0131 1338350
OUTDOOR SYSTEM COM 690057104 3432 114399 SH DEFINED 0103 114399
OUTDOOR SYSTEM COM 690057104 990 33000 SH DEFINED 01 33000
OWENS-CORNING COM 69073F103 467 13168 SH DEFINED 0103 13168
OWENS & MINOR INC COM 690732102 2630 166995 SH DEFINED 0103 166995
OWENS ILLINOIS INC COM 690768403 6584 215000 SH DEFINED 0128 215000
OWENS ILLINOIS INC COM 690768403 6321 206400 SH DEFINED 0124 206400
OWENS ILLINOIS INC COM 690768403 10826 353500 SH DEFINED 0125 353500
OWENS ILLINOIS INC COM 690768403 5391 176012 SH DEFINED 0102 176012
OWENS ILLINOIS INC COM 690768403 1863 60834 SH DEFINED 0103 60834
OWENS-ILL CVT PFD CONV PFD STOCK 690768502 17000 400000 SH DEFINED 0130 400000
OWENS-ILL CVT PFD CONV PFD STOCK 690768502 3400 80000 SH DEFINED 0104 80000
OWENS-ILL CVT PFD CONV PFD STOCK 690768502 1700 40000 SH DEFINED 011621 40000
<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
OWENS-ILL CVT PFD CONV PFD STOCK 690768502 1700 40000 SH DEFINED 011618 40000
PBHG GROWTH FUND COM 69316H106 12650 495274 SH DEFINED 0103 495274
PECO ENERGY COM 693304107 17899 430000 SH DEFINED 0113 430000
PECO ENERGY COM 693304107 20813 500000 SH DEFINED 0132 500000
PECO ENERGY COM 693304107 4117 98900 SH DEFINED 0124 98900
PECO ENERGY COM 693304107 12488 300000 SH DEFINED 0125 300000
PECO ENERGY COM 693304107 15609 375000 SH DEFINED 0107 375000
PECO ENERGY COM 693304107 14777 355000 SH DEFINED 0131 355000
PECO ENERGY COM 693304107 3260 78305 SH DEFINED 0103 78305
PACIFIC GAS & ELEC COM 69331C108 91 2900 SH DEFINED 0102 2900
PACIFIC GAS & ELEC COM 69331C108 3031 96216 SH DEFINED 0103 96216
PIMCO TOTAL RET FUND COM 693390726 9784 928372 SH DEFINED 0103 928372
PLD TELEKOM WTS WARRANT 69340T118 0 4000 SH DEFINED 0109 4000
PLD TELEKOM WTS WARRANT 69340T118 0 3000 SH DEFINED 0124 3000
PLD TELEKOM WTS WARRANT 69340T118 0 5000 SH DEFINED 011621 5000
PNC FINL CORP COM 693475105 17320 320000 SH DEFINED 0107 320000
PNC FINL CORP COM 693475105 3972 73391 SH DEFINED 0103 73391
PP & L RESOURCES COM 693499105 1047 37546 SH DEFINED 0103 37546
PPG INDUSTRIES INC COM 693506107 2553 43830 SH DEFINED 0103 43830
PS BUSINESS PARKS COM 69360J107 2388 100000 SH DEFINED 0128 100000
PSS WORLD MEDICAL COM 69366A100 19550 850000 SH DEFINED 0106 850000
PSS WORLD MEDICAL COM 69366A100 7590 330000 SH DEFINED 011614 330000
PSS WORLD MEDICAL COM 69366A100 751 32600 SH DEFINED 0102 32600
PSS WORLD MEDICAL COM 69366A100 658 28600 SH DEFINED 0103 28600
PACCAR INC COM 693718108 808 19648 SH DEFINED 0103 19648
PACIFIC GAS & ELEC PREFERRED STOCK 694308651 3275 120200 SH DEFINED 0105 120200
PACIFIC GAS & ELEC PREFERRED STOCK 694308693 19373 717500 SH DEFINED 0105 717500
PACIFICORP COM 695114108 1575 74775 SH DEFINED 0103 74775
PACIFICORP $100 PAR PREFERRED STOCK 695114678 16341 150000 SH DEFINED 0105 150000
PACIFICORP $100 PAR PREFERRED STOCK 695114678 1089 10000 SH DEFINED 0116 10000
PAGEMART NATIONWIDE COM 69553Q108 308 50750 SH DEFINED 0109 50750
PAIN WEBBER GLOBAL COM 695910877 2 163 SH DEFINED 01 163
PALL CORP COM 696429307 762 30107 SH DEFINED 0103 30107
PAPA JOHN COM 698813102 19856 450000 SH DEFINED 0106 450000
PAPA JOHN COM 698813102 3530 80000 SH DEFINED 011619 80000
PAPA JOHN COM 698813102 6619 150000 SH DEFINED 0102 150000
PAPA JOHN COM 698813102 6619 150000 SH DEFINED 0131 150000
PARAMETRIC TECH CORP COM 699173100 3275 200000 SH DEFINED 0128 200000
PARAMETRIC TECH CORP COM 699173100 3688 225200 SH DEFINED 0124 225200
PARAMETRIC TECH CORP COM 699173100 3029 185000 SH DEFINED 0125 185000
PARAMETRIC TECH CORP COM 699173100 40938 2500000 SH DEFINED 011516 2500000
PARAMETRIC TECH CORP COM 699173100 11053 675000 SH DEFINED 011614 675000
PARAMETRIC TECH CORP COM 699173100 16372 999713 SH DEFINED 0102 999713
PARAMETRIC TECH CORP COM 699173100 1483 90555 SH DEFINED 0103 90555
PARKER-HANNIFIN COM 701094104 892 27226 SH DEFINED 0103 27226
PATHOGENESIS CORP COM 70321E104 2900 50000 SH DEFINED 011619 50000
PATHOGENESIS CORP COM 70321E104 18850 325000 SH DEFINED 011614 325000
PATHOGENESIS CORP COM 70321E104 4350 75000 SH DEFINED 0102 75000
PATHOGENESIS CORP COM 70321E104 4350 75000 SH DEFINED 0131 75000
PATHNET INC-WTS COM 70321G117 134 13350 SH DEFINED 0109 13350
<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
PATRIOT AMERN HOSP COM 703352203 840 140000 SH DEFINED 0128 140000
PAYCHEX INC COM 704326107 128594 2500000 SH DEFINED 0126 2500000
PAYCHEX INC COM 704326107 3313 64400 SH DEFINED 0125 64400
PAYCHEX INC COM 704326107 61692 1199331 SH DEFINED 0102 1199331
PAYCHEX INC COM 704326107 13497 262387 SH DEFINED 0131 262387
PAYCHEX INC COM 704326107 5172 100544 SH DEFINED 0103 100544
PAYMENTECH INC COM 704384106 12097 653900 SH DEFINED 011618 653900
PEGASUS COMM CORP COM 705904100 424 16923 SH DEFINED 0109 16923
PENNEY J C COM 708160106 2958 63114 SH DEFINED 0103 63114
PENTAIR INC COM 709631105 2745 68943 SH DEFINED 0103 68943
PENNZOIL OIL CVT CONV BOND 709903BG2 14738 15000000 PRN DEFINED 0130 15000000
PENNZOIL OIL CVT CONV BOND 709903BG2 2456 2500000 PRN DEFINED 0104 2500000
PENNZOIL OIL CVT CONV BOND 709903BG2 1228 1250000 PRN DEFINED 011621 1250000
PENNZOIL OIL CVT CONV BOND 709903BG2 933 950000 PRN DEFINED 011618 950000
PEOPLES ENERGY CORP COM 711030106 317 7962 SH DEFINED 0103 7962
PEOPLE SOFT COM 712713106 1211 63950 SH DEFINED 0103 63950
PEP BOYS COM 713278109 24015 1530902 SH DEFINED 0103 1530902
PEPSICO COM 713448108 7303 178400 SH DEFINED 0125 178400
PEPSICO COM 713448108 284 6950 SH DEFINED 0102 6950
PEPSICO COM 713448108 15278 373208 SH DEFINED 0103 373208
PEREZ COMPANC SA ADR COM 713665107 4657 550000 SH DEFINED 0135 550000
PERKIN ELMER COM 714041100 640 6550 SH DEFINED 0102 6550
PERKIN ELMER COM 714041100 1876 19230 SH DEFINED 0103 19230
PERSONNEL GROUP AMER COM 715338109 6300 360000 SH DEFINED 011619 360000
PERVASIVE SOFTWARE COM 715710109 5679 295000 SH DEFINED 011619 295000
PETROLEUM GEO SERV COM 716597109 2441 155000 SH DEFINED 0128 155000
PETROLEUM GEO SERV COM 716597109 18113 1150000 SH DEFINED 0106 1150000
PHARMACYCLICS INC COM 716933106 6375 250000 SH DEFINED 011619 250000
PHARMACIA & UPJOHN COM 716941109 6138 108400 SH DEFINED 0124 108400
PHARMACIA & UPJOHN COM 716941109 1028 18150 SH DEFINED 0102 18150
PHARMACIA & UPJOHN COM 716941109 7382 130375 SH DEFINED 0103 130375
PHARMACIA & UPJOHN COM 716941109 1472 26000 SH DEFINED 01 26000
PFIZER COM 717081103 75263 600000 SH DEFINED 0130 600000
PFIZER COM 717081103 564469 4500000 SH DEFINED 0126 4500000
PFIZER COM 717081103 200700 1600000 SH DEFINED 0111 1600000
PFIZER COM 717081103 20283 161700 SH DEFINED 0124 161700
PFIZER COM 717081103 62919 501600 SH DEFINED 0125 501600
PFIZER COM 717081103 21074 168000 SH DEFINED 0135 168000
PFIZER COM 717081103 15053 120000 SH DEFINED 011622 120000
PFIZER COM 717081103 33868 270000 SH DEFINED 011623 270000
PFIZER COM 717081103 100350 800000 SH DEFINED 011516 800000
PFIZER COM 717081103 62719 500000 SH DEFINED 011618 500000
PFIZER COM 717081103 10035 80000 SH DEFINED 011620 80000
PFIZER COM 717081103 308661 2460639 SH DEFINED 0102 2460639
PFIZER COM 717081103 45094 359489 SH DEFINED 0103 359489
PFIZER COM 717081103 29954 238800 SH DEFINED 01 238800
PHARMACEUTICAL PROD COM 717124101 7516 250000 SH DEFINED 011619 250000
PHARMACEUTICAL PROD COM 717124101 13528 450000 SH DEFINED 011614 450000
PHARMACEUTICAL PROD COM 717124101 21028 699450 SH DEFINED 0102 699450
PHARMACEUTICAL PROD COM 717124101 7516 250000 SH DEFINED 0131 250000
<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
PHARMACEUTICAL PROD COM 717124101 143 4750 SH DEFINED 0103 4750
PHELPS DODGE COM 717265102 719 14139 SH DEFINED 0103 14139
PHILIP MORRIS COM 718154107 17655 330000 SH DEFINED 0135 330000
PHILIP MORRIS COM 718154107 35578 665000 SH DEFINED 011618 665000
PHILIP MORRIS COM 718154107 97411 1820670 SH DEFINED 0102 1820670
PHILIP MORRIS COM 718154107 32219 602222 SH DEFINED 0103 602222
PHILLIPS PETROLEUM COM 718507106 2575 60405 SH DEFINED 0103 60405
PHOENIX SHANNON 144A CONV BOND 719138AA7 20 2000000 PRN DEFINED 0104 2000000
PINNACLE WEST CAPITA COM 723484101 21188 500000 SH DEFINED 0132 500000
PINNACLE WEST CAPITA COM 723484101 10594 250000 SH DEFINED 0107 250000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 9150 100000 SH DEFINED 0104 100000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 4575 50000 SH DEFINED 0110 50000
PINTO TOTTA 144A PER PREFERRED STOCK 723526208 4575 50000 SH DEFINED 011618 50000
PIONEER HI-BRED COM 723686101 1615 59820 SH DEFINED 0103 59820
PITNEY BOWES COM 724479100 4381 66323 SH DEFINED 0103 66323
PITNEY BOWES COM 724479100 3633 55000 SH DEFINED 01 55000
PLACER DOME INC COM 725906101 2065 179600 SH DEFINED 0127 179600
PLACER DOME INC COM 725906101 728 63287 SH DEFINED 0103 63287
PLATINUM TECH INC COM 72764T101 17213 900000 SH DEFINED 0106 900000
PLATINUM TECH INC COM 72764T101 38250 2000000 SH DEFINED 011516 2000000
POLAND TELECOM WTS WARRANT 731012118 660 16500 SH DEFINED 0109 16500
POLAND TELECOM WTS WARRANT 731012118 220 5500 SH DEFINED 0124 5500
POLAND TELECOM WTS WARRANT 731012118 31 775 SH DEFINED 011620 775
POLARIS INDS INC COM 731068102 7054 180000 SH DEFINED 0128 180000
POLAROID COM 731095105 207 11066 SH DEFINED 0103 11066
POLICY MGMT SYSTEMS COM 731108106 3005 59500 SH DEFINED 0128 59500
POLICY MGMT SYSTEMS COM 731108106 17095 338515 SH DEFINED 011614 338515
POLICY MGMT SYSTEMS COM 731108106 35135 695730 SH DEFINED 0102 695730
POLICY MGMT SYSTEMS COM 731108106 1541 30500 SH DEFINED 0103 30500
POLICY MGMT SYSTEMS COM 731108106 6540 129500 SH DEFINED 01 129500
POTASH CORP SASK INC COM 73755L107 1337 20940 SH DEFINED 0102 20940
POTLATCH CORP COM 737628107 209 5662 SH DEFINED 0103 5662
PRAXAIR COM 74005P104 1380 39151 SH DEFINED 0103 39151
PRAXAIR INC PREFERRED STOCK 74005P203 7319 70000 SH DEFINED 0105 70000
PRICE COMMUNICATIONS WARRANT 741437149 1971 41280 SH DEFINED 0109 41280
PRICE COMMUNICATIONS WARRANT 741437149 1101 23048 SH DEFINED 011621 23048
PRIMUS TELECOM WTS WARRANT 741929111 144 11550 SH DEFINED 0109 11550
PRIMUS TELECOM WTS WARRANT 741929111 29 2300 SH DEFINED 011618 2300
PRIDE INTERNATIONAL CONV BOND 741932AB3 2713 10000000 PRN DEFINED 0104 10000000
PRIDE INTERNATIONAL CONV BOND 741932AB3 1356 5000000 PRN DEFINED 011621 5000000
PRIDE INTERNATIONAL CONV BOND 741932AB3 1356 5000000 PRN DEFINED 011618 5000000
PROCTER & GAMBLE COM 742718109 27394 300000 SH DEFINED 0130 300000
PROCTER & GAMBLE COM 742718109 100444 1100000 SH DEFINED 0126 1100000
PROCTER & GAMBLE COM 742718109 41091 450000 SH DEFINED 0113 450000
PROCTER & GAMBLE COM 742718109 6072 66500 SH DEFINED 0124 66500
PROCTER & GAMBLE COM 742718109 46122 505100 SH DEFINED 0125 505100
PROCTER & GAMBLE COM 742718109 63919 700000 SH DEFINED 011516 700000
PROCTER & GAMBLE COM 742718109 45656 500000 SH DEFINED 011618 500000
PROCTER & GAMBLE COM 742718109 155747 1705692 SH DEFINED 0102 1705692
PROCTER & GAMBLE COM 742718109 31959 350000 SH DEFINED 0131 350000
<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
PROCTER & GAMBLE COM 742718109 34617 379110 SH DEFINED 0103 379110
PROCTER & GAMBLE COM 742718109 1461 16000 SH DEFINED 01 16000
PROFIT RECOVERY COM 743168106 9921 265000 SH DEFINED 011619 265000
PROGRESSIVE CORP OH COM 743315103 127031 750000 SH DEFINED 011516 750000
PROGRESSIVE CORP OH COM 743315103 6848 40430 SH DEFINED 0103 40430
PROMUS HOTEL (NEW) COM 74342P106 22748 702650 SH DEFINED 0103 702650
PROTECTIVE LIFE CORP COM 743674103 5399 135600 SH DEFINED 0128 135600
PROTECTIVE LIFE CORP COM 743674103 52572 1320482 SH DEFINED 0103 1320482
PROVIDENT COS INC COM 743862104 41500 1000000 SH DEFINED 0111 1000000
PROVIDENT COS INC COM 743862104 1362 32810 SH DEFINED 0103 32810
PRUDENTIAL UTIL CL A COM 743911208 3 243 SH DEFINED 01 243
PROVIDIAN FIN COM 74406A102 90000 1200000 SH DEFINED 0130 1200000
PROVIDIAN FIN COM 74406A102 119649 1595325 SH DEFINED 0111 1595325
PROVIDIAN FIN COM 74406A102 5771 76950 SH DEFINED 011622 76950
PROVIDIAN FIN COM 74406A102 11554 154050 SH DEFINED 011623 154050
PROVIDIAN FIN COM 74406A102 2340 31213 SH DEFINED 0102 31213
PROVIDIAN FIN COM 74406A102 4793 63903 SH DEFINED 0103 63903
PROVIDIAN FIN COM 74406A102 16871 224943 SH DEFINED 01 224943
PSINET, INC COM 74437C101 13569 650000 SH DEFINED 011614 650000
PUB SERV ENTERPRISES COM 744573106 12000 300000 SH DEFINED 0132 300000
PUB SERV ENTERPRISES COM 744573106 2235 55882 SH DEFINED 0103 55882
PUGET SOUND P&L COM 745332106 17 600 SH DEFINED 0102 600
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 5445 47507 SH DEFINED 01 47507
PUGET SOUND P&L $100 PREFERRED STOCK 745332817 1089 9501 SH DEFINED 0116 9501
PULTE CORP. COM 745867101 323 11616 SH DEFINED 0103 11616
PUTNAM HIGH YIELD COM 74678J104 2 276 SH DEFINED 01 276
QUAKER OATS COM 747402105 1980 33276 SH DEFINED 0103 33276
QUALIX GROUP COM 747586105 456 50000 SH DEFINED 011619 50000
QUALIX GROUP COM 747586105 3194 350000 SH DEFINED 011614 350000
QUALIX GROUP COM 747586105 456 50000 SH DEFINED 0102 50000
QUALIX GROUP COM 747586105 456 50000 SH DEFINED 0131 50000
QUANTUM COM 747906105 11688 550000 SH DEFINED 011614 550000
QUANTUM COM 747906105 21 1000 SH DEFINED 0102 1000
QUINTILES TRANSNATIO COM 748767100 32025 600000 SH DEFINED 0106 600000
QUINTILES TRANSNATIO COM 748767100 9341 175000 SH DEFINED 011619 175000
QUINTILES TRANSNATIO COM 748767100 13845 259400 SH DEFINED 0102 259400
QUINTILES TRANSNATIO COM 748767100 13344 250000 SH DEFINED 0131 250000
QUINTILES TRANSNATIO COM 748767100 438 8200 SH DEFINED 0103 8200
R & B FALCON CORP COM 74912E101 6710 880000 SH DEFINED 011618 880000
QWEST COMM INTL INC COM 749121109 3750 75000 SH DEFINED 011619 75000
QWEST COMM INTL INC COM 749121109 7500 150000 SH DEFINED 0102 150000
QWEST COMM INTL INC COM 749121109 7500 150000 SH DEFINED 0131 150000
RJR NABISCO COM 74960K876 2361 79540 SH DEFINED 0103 79540
RAMBUS INC COM 750917106 5775 60000 SH DEFINED 011614 60000
RALSTON PURINA GP COM 751277302 2530 78158 SH DEFINED 0103 78158
RATIONAL SOFTWARE COM 75409P202 6625 250000 SH DEFINED 011614 250000
RAYCHEM COM 754603108 630 19496 SH DEFINED 0103 19496
RAYTHEON CO CL B COM 755111408 42600 800000 SH DEFINED 0130 800000
RAYTHEON CO CL B COM 755111408 2673 50200 SH DEFINED 0124 50200
RAYTHEON CO CL B COM 755111408 5325 100000 SH DEFINED 0125 100000
<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
RAYTHEON CO CL B COM 755111408 37275 700000 SH DEFINED 011516 700000
RAYTHEON CO CL B COM 755111408 63440 1191255 SH DEFINED 0102 1191255
RAYTHEON CO CL B COM 755111408 5253 98658 SH DEFINED 0103 98658
RAYTHEON CO CL B COM 755111408 7242 136000 SH DEFINED 01 136000
READ-RITE CORP CONV BOND 755246AA3 3467 4725000 PRN DEFINED 0104 4725000
READ-RITE CORP CONV BOND 755246AA3 3210 4375000 PRN DEFINED 0109 4375000
READ-RITE CORP CONV BOND 755246AA3 1798 2450000 PRN DEFINED 011621 2450000
READ-RITE CORP CONV BOND 755246AA3 1798 2450000 PRN DEFINED 011618 2450000
READ RITE COM 755246105 14781 1000000 SH DEFINED 011614 1000000
READ RITE COM 755246105 21 1453 SH DEFINED 0102 1453
READ RITE COM 755246105 503 34000 SH DEFINED 01 34000
REEBOK INTERNATIONAL COM 758110100 215 14426 SH DEFINED 0103 14426
REGIONS FINL CORP COM 758940100 4596 114000 SH DEFINED 0128 114000
REGIONS FINL CORP COM 758940100 2247 55740 SH DEFINED 0103 55740
REPTRON ELECTRONICS COM 76026W109 2506 483090 SH DEFINED 0103 483090
REPUBLIC INDUSTRIES COM 760516104 26180 1774915 SH DEFINED 011618 1774915
REPUBLIC NY COM 760719104 36 800 SH DEFINED 0102 800
REPUBLIC NY COM 760719104 1220 26772 SH DEFINED 0103 26772
RESPIRONICS INC COM 761230101 2195 109600 SH DEFINED 0102 109600
REYNOLDS METALS COM 761763101 5796 110000 SH DEFINED 0124 110000
REYNOLDS METALS COM 761763101 896 17008 SH DEFINED 0103 17008
RHONE-POULENC SA ADR COM 762426609 33281 662315 SH DEFINED 0103 662315
RITE AID CORP CONV BOND 767754AL8 27313 19000000 PRN DEFINED 0107 19000000
RITE AID COM 767754104 94320 1903050 SH DEFINED 0130 1903050
RITE AID COM 767754104 23309 470300 SH DEFINED 0108 470300
RITE AID COM 767754104 12688 256000 SH DEFINED 0125 256000
RITE AID COM 767754104 22799 460000 SH DEFINED 0135 460000
RITE AID COM 767754104 109087 2201000 SH DEFINED 011516 2201000
RITE AID COM 767754104 46366 935500 SH DEFINED 011618 935500
RITE AID COM 767754104 8029 162000 SH DEFINED 011619 162000
RITE AID COM 767754104 9169 185000 SH DEFINED 011620 185000
RITE AID COM 767754104 26779 540300 SH DEFINED 011614 540300
RITE AID COM 767754104 389583 7860325 SH DEFINED 0102 7860325
RITE AID COM 767754104 28078 566520 SH DEFINED 0131 566520
RITE AID COM 767754104 7505 151435 SH DEFINED 0103 151435
RITE AID COM 767754104 27406 552950 SH DEFINED 01 552950
ROBERT HALF INTL INC COM 770323103 66115 1479474 SH DEFINED 0102 1479474
ROBERT HALF INTL INC COM 770323103 22344 500000 SH DEFINED 0131 500000
ROBERT HALF INTL INC COM 770323103 2125 47550 SH DEFINED 0103 47550
ROCKWELL INT CORP COM 773903109 37393 770000 SH DEFINED 0113 770000
ROCKWELL INT CORP COM 773903109 3399 70000 SH DEFINED 0125 70000
ROCKWELL INT CORP COM 773903109 29235 602000 SH DEFINED 0107 602000
ROCKWELL INT CORP COM 773903109 28652 590000 SH DEFINED 0131 590000
ROCKWELL INT CORP COM 773903109 4173 85936 SH DEFINED 0103 85936
ROHM & HAAS CO COM 775371107 1327 44041 SH DEFINED 0103 44041
ROHN INDUSTRIES INC COM 775381106 3 774 SH DEFINED 0116 774
ROWAN COMPANIES INC COM 779382100 200 20002 SH DEFINED 0103 20002
PRICE ROWE INT'L FD COM 77956H203 3669 244798 SH DEFINED 0103 244798
PRICE ROWE INT'L FD COM 77956H203 5 349 SH DEFINED 01 349
ROYAL DUTCH PETRO COM 780257804 95750 2000000 SH DEFINED 0126 2000000
<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
ROYAL DUTCH PETRO COM 780257804 80909 1690000 SH DEFINED 0113 1690000
ROYAL DUTCH PETRO COM 780257804 21453 448100 SH DEFINED 0124 448100
ROYAL DUTCH PETRO COM 780257804 49436 1032600 SH DEFINED 0125 1032600
ROYAL DUTCH PETRO COM 780257804 63434 1325000 SH DEFINED 0107 1325000
ROYAL DUTCH PETRO COM 780257804 52663 1100000 SH DEFINED 011516 1100000
ROYAL DUTCH PETRO COM 780257804 38300 800000 SH DEFINED 011618 800000
ROYAL DUTCH PETRO COM 780257804 16551 345642 SH DEFINED 0102 345642
ROYAL DUTCH PETRO COM 780257804 63434 1325000 SH DEFINED 0131 1325000
ROYAL DUTCH PETRO COM 780257804 30312 633156 SH DEFINED 0103 633156
ROYAL DUTCH PETRO COM 780257804 981 20500 SH DEFINED 01 20500
RSL COMM WT 11/15/06 WARRANT 781076112 950 9500 SH DEFINED 0109 9500
RUBBERMAID COM 781088109 2822 89750 SH DEFINED 0102 89750
RUBBERMAID COM 781088109 1202 38235 SH DEFINED 0103 38235
RUSSELL CORP COM 782352108 169 8312 SH DEFINED 0103 8312
RYDER SYSTEM COM 783549108 503 19339 SH DEFINED 0103 19339
SBC COMMUNICATIONS COM 78387G103 23552 439200 SH DEFINED 0130 439200
SBC COMMUNICATIONS COM 78387G103 44745 834400 SH DEFINED 0113 834400
SBC COMMUNICATIONS COM 78387G103 48263 900000 SH DEFINED 0132 900000
SBC COMMUNICATIONS COM 78387G103 13744 256300 SH DEFINED 0124 256300
SBC COMMUNICATIONS COM 78387G103 31387 585300 SH DEFINED 0125 585300
SBC COMMUNICATIONS COM 78387G103 19573 365000 SH DEFINED 0107 365000
SBC COMMUNICATIONS COM 78387G103 72001 1342715 SH DEFINED 0102 1342715
SBC COMMUNICATIONS COM 78387G103 34293 639500 SH DEFINED 0131 639500
SBC COMMUNICATIONS COM 78387G103 29227 545034 SH DEFINED 0103 545034
SBC COMMUNICATIONS COM 78387G103 1271 23700 SH DEFINED 01 23700
SCI SYSTEMS INC COM 783890106 40 690 SH DEFINED 0102 690
SCI SYSTEMS INC COM 783890106 578 10000 SH DEFINED 01 10000
SGW HOLDING INC WT WARRANT 78422P118 870 2750 SH DEFINED 0109 2750
SALOMON INC TRT PFD PREFERRED STOCK 784252207 9053 340000 SH DEFINED 0129 340000
SALOMON INC TRT PFD PREFERRED STOCK 784252207 10650 400000 SH DEFINED 0104 400000
SLM HLDG CORP COM 78442A109 1233 25680 SH DEFINED 0102 25680
SLM HLDG CORP COM 78442A109 2078 43300 SH DEFINED 0103 43300
SLI INC COM 78442T108 18731 675000 SH DEFINED 011614 675000
SLI INC COM 78442T108 28 1023 SH DEFINED 0102 1023
SLI INC COM 78442T108 694 25000 SH DEFINED 01 25000
S M & A CORP COM 784432106 6270 330000 SH DEFINED 011619 330000
SAFECO CORP COM 786429100 1375 32022 SH DEFINED 0103 32022
SAFEGUARD SCIENTIFIC COM 786449108 13033 475000 SH DEFINED 011614 475000
SAFEWAY INC. COM 786514208 106641 1750000 SH DEFINED 0130 1750000
SAFEWAY INC. COM 786514208 37172 610000 SH DEFINED 0108 610000
SAFEWAY INC. COM 786514208 548438 9000000 SH DEFINED 0126 9000000
SAFEWAY INC. COM 786514208 11578 190000 SH DEFINED 0124 190000
SAFEWAY INC. COM 786514208 8227 135000 SH DEFINED 0125 135000
SAFEWAY INC. COM 786514208 26880 441100 SH DEFINED 0135 441100
SAFEWAY INC. COM 786514208 140156 2300000 SH DEFINED 011516 2300000
SAFEWAY INC. COM 786514208 18281 300000 SH DEFINED 011618 300000
SAFEWAY INC. COM 786514208 6094 100000 SH DEFINED 011620 100000
SAFEWAY INC. COM 786514208 30469 500000 SH DEFINED 011614 500000
SAFEWAY INC. COM 786514208 381040 6252924 SH DEFINED 0102 6252924
SAFEWAY INC. COM 786514208 9393 154140 SH DEFINED 0103 154140
<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
SAFEWAY INC. COM 786514208 36934 606100 SH DEFINED 01 606100
ST JUDE MEDICAL COM 790849103 575 20778 SH DEFINED 0103 20778
ST PAUL COMPANIES COM 792860108 76 2200 SH DEFINED 0102 2200
ST PAUL COMPANIES COM 792860108 4765 137107 SH DEFINED 0103 137107
CINCINNATI BELL PFD CONV PFD STOCK 79549B867 14323 216200 SH DEFINED 0130 216200
CINCINNATI BELL PFD CONV PFD STOCK 79549B867 9938 150000 SH DEFINED 0132 150000
CINCINNATI BELL PFD CONV PFD STOCK 79549B867 14323 216200 SH DEFINED 011614 216200
SAN DIEGO G&E $25 PREFERRED STOCK 797440831 1796 59500 SH DEFINED 0105 59500
SANMINA CORP COM 800907107 17188 275000 SH DEFINED 0106 275000
SANMINA CORP COM 800907107 10938 175000 SH DEFINED 011614 175000
SANGSTAT MEDICAL CP COM 801003104 5844 275000 SH DEFINED 011614 275000
SAPIENT COM 803062108 19600 350000 SH DEFINED 0106 350000
SARA LEE CORP COM 803111103 56375 2000000 SH DEFINED 0130 2000000
SARA LEE CORP COM 803111103 9031 320400 SH DEFINED 0108 320400
SARA LEE CORP COM 803111103 36926 1310000 SH DEFINED 0113 1310000
SARA LEE CORP COM 803111103 12791 453800 SH DEFINED 0124 453800
SARA LEE CORP COM 803111103 25662 910400 SH DEFINED 0125 910400
SARA LEE CORP COM 803111103 41887 1486000 SH DEFINED 0107 1486000
SARA LEE CORP COM 803111103 28188 1000000 SH DEFINED 011516 1000000
SARA LEE CORP COM 803111103 154169 5469384 SH DEFINED 0102 5469384
SARA LEE CORP COM 803111103 29090 1032000 SH DEFINED 0131 1032000
SARA LEE CORP COM 803111103 10138 359684 SH DEFINED 0103 359684
SARA LEE CORP COM 803111103 15091 535400 SH DEFINED 01 535400
SASOL LTD ADR COM 803866300 802 200490 SH DEFINED 0102 200490
SAVILLE SYSTEMS IREL COM 805174109 18525 975000 SH DEFINED 0106 975000
SAW TECH COM 805468105 2625 150000 SH DEFINED 011619 150000
HENRY SCHEIN INC COM 806407102 1194 26700 SH DEFINED 0102 26700
HENRY SCHEIN INC COM 806407102 1020 22800 SH DEFINED 0103 22800
SCHEIN PHARMACEUTIC COM 806416103 1939 133144 SH DEFINED 0103 133144
SCHERING PLOUGH COM 806605101 71825 1300000 SH DEFINED 0130 1300000
SCHERING PLOUGH COM 806605101 265200 4800000 SH DEFINED 0126 4800000
SCHERING PLOUGH COM 806605101 19382 350800 SH DEFINED 0124 350800
SCHERING PLOUGH COM 806605101 34885 631400 SH DEFINED 0125 631400
SCHERING PLOUGH COM 806605101 35913 650000 SH DEFINED 011618 650000
SCHERING PLOUGH COM 806605101 9393 170000 SH DEFINED 011620 170000
SCHERING PLOUGH COM 806605101 162974 2949642 SH DEFINED 0102 2949642
SCHERING PLOUGH COM 806605101 22585 408778 SH DEFINED 0103 408778
SCHERING PLOUGH COM 806605101 4707 85200 SH DEFINED 01 85200
SCHLUMBERGER LTD COM 806857108 24216 525000 SH DEFINED 0130 525000
SCHLUMBERGER LTD COM 806857108 13838 300000 SH DEFINED 0126 300000
SCHLUMBERGER LTD COM 806857108 92250 2000000 SH DEFINED 0111 2000000
SCHLUMBERGER LTD COM 806857108 4732 102600 SH DEFINED 0124 102600
SCHLUMBERGER LTD COM 806857108 9926 215200 SH DEFINED 0125 215200
SCHLUMBERGER LTD COM 806857108 6919 150000 SH DEFINED 011622 150000
SCHLUMBERGER LTD COM 806857108 13838 300000 SH DEFINED 011623 300000
SCHLUMBERGER LTD COM 806857108 23312 505366 SH DEFINED 0102 505366
SCHLUMBERGER LTD COM 806857108 10186 220827 SH DEFINED 0103 220827
SCHLUMBERGER LTD COM 806857108 1024 22200 SH DEFINED 01 22200
SCHOLASTIC CORP COM 807066105 12870 240000 SH DEFINED 011614 240000
SCHWAB CHARLES CORP COM 808513105 2992 53250 SH DEFINED 0124 53250
<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
SCHWAB CHARLES CORP COM 808513105 15820 281550 SH DEFINED 0125 281550
SCHWAB CHARLES CORP COM 808513105 2191 39018 SH DEFINED 0102 39018
SCHWAB CHARLES CORP COM 808513105 6823 121425 SH DEFINED 0103 121425
SCHWAB CHARLES CORP COM 808513105 506 9000 SH DEFINED 01 9000
SCIENTIFIC ATLANTA COM 808655104 430 18837 SH DEFINED 0103 18837
SEAGATE TECHNOLOGY COM 811804103 1001 33100 SH DEFINED 0124 33100
SEAGATE TECHNOLOGY COM 811804103 20419 675000 SH DEFINED 011614 675000
SEAGATE TECHNOLOGY COM 811804103 1827 60394 SH DEFINED 0103 60394
SEAGRAM LTD COM 811850106 3596 94631 SH DEFINED 0103 94631
SEALED AIR CORP COM 81211K100 31914 625000 SH DEFINED 0106 625000
SEALED AIR CORP COM 81211K100 30638 600000 SH DEFINED 011516 600000
SEALED AIR CORP COM 81211K100 1066 20876 SH DEFINED 0103 20876
SEARS ROEBUCK & CO COM 812387108 4045 95188 SH DEFINED 0103 95188
2ND GLASTONBURY PROP COM 813200995 0 99 SH DEFINED 0102 99
SECURE CO COM 813705100 20969 1100000 SH DEFINED 011614 1100000
SECURITY DYNAMICS COM 814208104 9200 400000 SH DEFINED 011614 400000
SECURITY FIRST TECH COM 814279105 6710 220000 SH DEFINED 011614 220000
SELECT COMFORT CORP COM 81616X103 1983 75000 SH DEFINED 011619 75000
SELECT COMFORT CORP COM 81616X103 3305 125000 SH DEFINED 011614 125000
SEMPRA ENERGY COM 816851109 1525 60113 SH DEFINED 0103 60113
SEPRACOR 144A CVT CONV BOND 817315AF1 3945 4000000 PRN DEFINED 0104 4000000
SEPRACOR 144A CVT CONV BOND 817315AF1 1973 2000000 PRN DEFINED 011621 2000000
SEPRACOR 144A CVT CONV BOND 817315AF1 1973 2000000 PRN DEFINED 011618 2000000
SEPRACOR 144A CVT CONV BOND 817315AF1 5918 6000000 PRN DEFINED 011614 6000000
SEROLOGICALS CORP COM 817523103 3000 100000 SH DEFINED 011619 100000
SERVICE CORP INTL COM 817565104 17737 466000 SH DEFINED 0108 466000
SERVICE CORP INTL COM 817565104 87544 2300000 SH DEFINED 0126 2300000
SERVICE CORP INTL COM 817565104 91350 2400000 SH DEFINED 0111 2400000
SERVICE CORP INTL COM 817565104 5561 146100 SH DEFINED 0124 146100
SERVICE CORP INTL COM 817565104 8088 212500 SH DEFINED 0125 212500
SERVICE CORP INTL COM 817565104 4948 130000 SH DEFINED 011622 130000
SERVICE CORP INTL COM 817565104 11038 290000 SH DEFINED 011623 290000
SERVICE CORP INTL COM 817565104 22838 600000 SH DEFINED 011618 600000
SERVICE CORP INTL COM 817565104 72184 1896298 SH DEFINED 0102 1896298
SERVICE CORP INTL COM 817565104 3419 89824 SH DEFINED 0103 89824
SERVICE CORP INTL COM 817565104 10239 269000 SH DEFINED 01 269000
SERVICEMASTER CO COM 81760N109 15664 710000 SH DEFINED 0108 710000
SERVICEMASTER CO COM 81760N109 58466 2650000 SH DEFINED 0111 2650000
SERVICEMASTER CO COM 81760N109 7502 340050 SH DEFINED 011622 340050
SERVICEMASTER CO COM 81760N109 11308 512550 SH DEFINED 011623 512550
SERVICEMASTER CO COM 81760N109 1434 65000 SH DEFINED 011620 65000
SERVICEMASTER CO COM 81760N109 13017 590000 SH DEFINED 011614 590000
SERVICEMASTER CO COM 81760N109 396 18000 SH DEFINED 0102 18000
SHARED MED SYSTEMS COM 819486101 336 6729 SH DEFINED 0103 6729
SHERWIN WILLIAMS COM 824348106 20563 700000 SH DEFINED 011516 700000
SHERWIN WILLIAMS COM 824348106 1255 42714 SH DEFINED 0103 42714
SHERWIN WILLIAMS COM 824348106 73 2500 SH DEFINED 01 2500
SHOPKO STORES COM 824911101 38203 1148965 SH DEFINED 0103 1148965
SIERRA PACIFIC RES COM 826425100 7600 200000 SH DEFINED 0128 200000
SIERRA PACIFIC RES COM 826425100 15200 400000 SH DEFINED 0132 400000
<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
SIGMA-ALDRICH COM 826552101 2464 83922 SH DEFINED 0102 83922
SIGMA-ALDRICH COM 826552101 1075 36599 SH DEFINED 0103 36599
SIG CORP COM 826912107 7138 200000 SH DEFINED 0132 200000
SILICON GRAPHICS INC COM 827056102 587 45599 SH DEFINED 0103 45599
SILVERLEAF RESORTS COM 828395103 2328 250000 SH DEFINED 011619 250000
SIMON PROPERTY GROUP COM 828806109 13538 475000 SH DEFINED 0113 475000
SIMON PROPERTY GROUP COM 828806109 10830 380000 SH DEFINED 0107 380000
SIMON PROPERTY GROUP COM 828806109 10260 360000 SH DEFINED 0131 360000
SIMON PROPERTY GROUP COM 828806109 399 14000 SH DEFINED 0103 14000
SINCLAIR BROAD PFD CONV PFD STOCK 829226505 4988 100000 SH DEFINED 011614 100000
SINCLAIR BROAD PFD CONV PFD STOCK 829226505 6883 138000 SH DEFINED 0102 138000
SINCLAIR BROAD PFD CONV PFD STOCK 829226505 6883 138000 SH DEFINED 0131 138000
SIPEX CORP COM 829909100 9484 270000 SH DEFINED 011614 270000
SKYWEST INC COM 830879102 7355 225000 SH DEFINED 011619 225000
SKYWEST INC COM 830879102 6538 200000 SH DEFINED 0102 200000
SKYWEST INC COM 830879102 6538 200000 SH DEFINED 0131 200000
SMITHKLN BCHM PLCADR COM 832378301 97 1400 SH DEFINED 0102 1400
SNYDER COMMUNICATION COM 832914105 17719 525000 SH DEFINED 0106 525000
SNYDER COMMUNICATION COM 832914105 7003 207500 SH DEFINED 011614 207500
SNYDER COMMUNICATION COM 832914105 28 814 SH DEFINED 0102 814
SNYDER COMMUNICATION COM 832914105 608 18000 SH DEFINED 01 18000
SNAP ON INC COM 833034101 497 14277 SH DEFINED 0103 14277
SNYDER COMMUNICATION CONV PFD STOCK 833502107 4805 155000 SH DEFINED 011614 155000
SOFAMOR/DANEK GROUP COM 834005100 8486 69700 SH DEFINED 0108 69700
SOFAMOR/DANEK GROUP COM 834005100 4870 40000 SH DEFINED 011619 40000
SOFAMOR/DANEK GROUP COM 834005100 9740 80000 SH DEFINED 011620 80000
SOFAMOR/DANEK GROUP COM 834005100 6088 50000 SH DEFINED 0102 50000
SOFAMOR/DANEK GROUP COM 834005100 6088 50000 SH DEFINED 0131 50000
SOFTBRIDGE MICRO SYS COM 834020992 135 13500 SH DEFINED 01 13500
SOFTWARE AG SYSTEMS COM 834025108 4713 260000 SH DEFINED 011619 260000
SOFTWARE AG SYSTEMS COM 834025108 10875 600000 SH DEFINED 011614 600000
SOFTWARE AG SYSTEMS COM 834025108 6072 335000 SH DEFINED 0102 335000
SOFTWARE AG SYSTEMS COM 834025108 6072 335000 SH DEFINED 0131 335000
BEYOND.COM CVT CONV BOND 83403EAA6 5614 4500000 PRN DEFINED 011619 4500000
SOLECTRON CORP 144A CONV BOND 834182AB3 18191 6700000 PRN DEFINED 0130 6700000
SOLECTRON CORP COM 834182107 3253 35000 SH DEFINED 0108 35000
SOLECTRON CORP COM 834182107 42984 462500 SH DEFINED 0111 462500
SOLECTRON CORP COM 834182107 3718 40000 SH DEFINED 011622 40000
SOLECTRON CORP COM 834182107 7435 80000 SH DEFINED 011623 80000
SOLECTRON CORP COM 834182107 83644 900000 SH DEFINED 011516 900000
SOLECTRON CORP COM 834182107 55763 600000 SH DEFINED 011618 600000
SOLECTRON CORP COM 834182107 837 9000 SH DEFINED 0102 9000
SOLECTRON CORP COM 834182107 2706 29120 SH DEFINED 0103 29120
SONAT INC COM 835415100 724 26748 SH DEFINED 0103 26748
SO CA EDISON $100 PREFERRED STOCK 842400772 4829 45000 SH DEFINED 0105 45000
SO CA EDISON $100 PREFERRED STOCK 842400780 21679 202250 SH DEFINED 0105 202250
SO CA EDISON $100 PREFERRED STOCK 842400780 2144 20000 SH DEFINED 01 20000
SO CA EDISON $100 PREFERRED STOCK 842400780 536 5000 SH DEFINED 0116 5000
SOUTHERN CO. COM 842587107 11625 400000 SH DEFINED 0132 400000
SOUTHERN CO. COM 842587107 4973 171113 SH DEFINED 0103 171113
<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
SO INDIANA G&E 100 PREFERRED STOCK 8431634@2 7805 75000 SH DEFINED 0105 75000
SOUTHTRUST CORP COM 844730101 6095 165000 SH DEFINED 0128 165000
SOUTHWEST AIRLINES COM 844741108 22438 1000000 SH DEFINED 0130 1000000
SOUTHWEST AIRLINES COM 844741108 168281 7500000 SH DEFINED 0126 7500000
SOUTHWEST AIRLINES COM 844741108 7236 322500 SH DEFINED 0128 322500
SOUTHWEST AIRLINES COM 844741108 1913 85250 SH DEFINED 0124 85250
SOUTHWEST AIRLINES COM 844741108 47119 2100000 SH DEFINED 011618 2100000
SOUTHWEST AIRLINES COM 844741108 11219 500000 SH DEFINED 011614 500000
SOUTHWEST AIRLINES COM 844741108 1842 82100 SH DEFINED 0102 82100
SOUTHWEST AIRLINES COM 844741108 3214 143223 SH DEFINED 0103 143223
SPECIALTY FOODS ACQ COM 847498102 6 300000 SH DEFINED 0109 300000
SPECIALTY FOODS ACQ COM 847498102 0 15000 SH DEFINED 011621 15000
SPEEDWAY MOTOR CVT CONV BOND 847788AC0 2160 2000000 PRN DEFINED 0104 2000000
SPEEDWAY MOTOR CVT CONV BOND 847788AC0 270 250000 PRN DEFINED 011621 250000
SPEEDWAY MOTOR CVT CONV BOND 847788AC0 270 250000 PRN DEFINED 011618 250000
SPIEKER PROPERTIES I COM 848497103 10214 295000 SH DEFINED 0113 295000
SPIEKER PROPERTIES I COM 848497103 7791 225000 SH DEFINED 0131 225000
SPIEKER PROPERTIES I COM 848497103 301 8700 SH DEFINED 0103 8700
SPRINGS INDS INC COM 851783100 171 4138 SH DEFINED 0103 4138
SPRINT CORP FON GRP COM 852061100 25238 300000 SH DEFINED 0132 300000
SPRINT CORP FON GRP COM 852061100 5048 60000 SH DEFINED 011622 60000
SPRINT CORP FON GRP COM 852061100 10095 120000 SH DEFINED 011623 120000
SPRINT CORP FON GRP COM 852061100 101 1200 SH DEFINED 0102 1200
SPRINT CORP FON GRP COM 852061100 8859 105311 SH DEFINED 0103 105311
SPRINT/SNG (DECS) CONV PFD STOCK 852061407 17071 206925 SH DEFINED 0130 206925
SPRINT/SNG (DECS) CONV PFD STOCK 852061407 9296 112675 SH DEFINED 0132 112675
SPRINT CORP PCS GRP COM 852061506 694 30000 SH DEFINED 011622 30000
SPRINT CORP PCS GRP COM 852061506 1388 60000 SH DEFINED 011623 60000
SPRINT CORP PCS GRP COM 852061506 2271 98210 SH DEFINED 0103 98210
AET STAB CAP I COM 852300987 1202145 84343270 SH DEFINED 0103 84343270
STANLEY WORKS THE COM 854616109 586 21134 SH DEFINED 0103 21134
STAPLES INC COM 855030102 17257 395000 SH DEFINED 011614 395000
STAPLES INC COM 855030102 3281 75110 SH DEFINED 0103 75110
STARBUCKS COM 855244109 19773 352300 SH DEFINED 0108 352300
STARBUCKS COM 855244109 2175 38750 SH DEFINED 0102 38750
STARBUCKS COM 855244109 1476 26300 SH DEFINED 0103 26300
STATE STREET CORP COM 857477103 278250 4000000 SH DEFINED 0126 4000000
STATE STREET CORP COM 857477103 30587 439700 SH DEFINED 0125 439700
STATE STREET CORP COM 857477103 69563 1000000 SH DEFINED 011516 1000000
STATE STREET CORP COM 857477103 48483 696960 SH DEFINED 0102 696960
STATE STREET CORP COM 857477103 4485 64471 SH DEFINED 0103 64471
STATE STREET CORP COM 857477103 3826 55000 SH DEFINED 01 55000
STERIS CORP COM 859152100 16067 565000 SH DEFINED 0108 565000
STERIS CORP COM 859152100 18484 650000 SH DEFINED 0106 650000
STERLING COMMERCE COM 859205106 22500 500000 SH DEFINED 0106 500000
STERLING COMMERCE COM 859205106 25875 575000 SH DEFINED 011619 575000
STERLING COMMERCE COM 859205106 30150 670000 SH DEFINED 011614 670000
STERLING COMMERCE COM 859205106 76290 1695346 SH DEFINED 0102 1695346
STERLING COMMERCE COM 859205106 40500 900000 SH DEFINED 0131 900000
STERLING COMMERCE COM 859205106 1640 36438 SH DEFINED 0103 36438
<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
STILLWATER MINING CO COM 86074Q102 56375 1375000 SH DEFINED 0130 1375000
STILLWATER MINING CO COM 86074Q102 10455 255000 SH DEFINED 0127 255000
STMICROELECTRONICS COM 861012102 39031 500000 SH DEFINED 0111 500000
STONE ENERGY CORP COM 861642106 15813 550000 SH DEFINED 0106 550000
STRATEGIST GRWTH COM 86278W103 80 1966 SH DEFINED 01 1966
STRATEGIST GRTH TRND COM 86278W202 90 2876 SH DEFINED 01 2876
STRATEGIST SPEC GROW COM 86278W301 852 139728 SH DEFINED 01 139728
STRATEGIST HIGH YLD COM 86278X101 576 147356 SH DEFINED 01 147356
STRATEGIST GVT INC COM 86278X200 610 123917 SH DEFINED 01 123917
STRATEGIST QLTY INC COM 86278X309 624 66109 SH DEFINED 01 66109
STRATEGIST EQTY INC COM 862788106 769 74399 SH DEFINED 01 74399
STRATEGIST TOTAL RET COM 862788205 684 53683 SH DEFINED 01 53683
STRATEGIST BAL FND COM 862788304 738 47427 SH DEFINED 01 47427
STRATEGIST EQTY FND COM 862788403 838 26420 SH DEFINED 01 26420
STRATEGIST TAX FREE COM 862789104 613 131246 SH DEFINED 01 131246
STRATEGIST WORLD INC COM 862790102 606 96612 SH DEFINED 01 96612
STRATEGIST WLD GRTH COM 862790201 676 71944 SH DEFINED 01 71944
STRATEGIST EMERG MKT COM 862790300 368 120254 SH DEFINED 01 120254
STRATEGIST WORLD TEC COM 862790409 724 100000 SH DEFINED 01 100000
STRUCTURAL DYNAMICS COM 863555108 0 15 SH DEFINED 0102 15
STRYKER CORP COM 863667101 16519 300000 SH DEFINED 0106 300000
SUIZA CAP TRUST CONV PFD STOCK 86507G200 1917 44200 SH DEFINED 0104 44200
SUIZA CAP TRUST CONV PFD STOCK 86507G200 946 21800 SH DEFINED 011621 21800
SUIZA CAP TRUST CONV PFD STOCK 86507G200 13113 302326 SH DEFINED 011614 302326
SUIZA CAP TRUST CONV PFD STOCK 86507G408 3435 79200 SH DEFINED 0104 79200
SUIZA CAP TRUST CONV PFD STOCK 86507G408 1705 39300 SH DEFINED 011621 39300
SUIZA CAP TRUST CONV PFD STOCK 86507G408 2325 53600 SH DEFINED 011618 53600
SUIZA CAP TRUST CONV PFD STOCK 86507G408 8 174 SH DEFINED 011614 174
SUIZA FOODS CORP COM 865077101 12745 250200 SH DEFINED 0108 250200
SUIZA FOODS CORP COM 865077101 12480 245000 SH DEFINED 0128 245000
SUIZA FOODS CORP COM 865077101 21648 425000 SH DEFINED 0106 425000
SUIZA FOODS CORP COM 865077101 9169 180000 SH DEFINED 011620 180000
SUIZA FOODS CORP COM 865077101 11461 225000 SH DEFINED 011614 225000
SUIZA FOODS CORP COM 865077101 17671 346900 SH DEFINED 0102 346900
SUMMIT BANCORP COM 866005101 1895 43382 SH DEFINED 0103 43382
SUN MICROSYSTEMS INC COM 866810104 15729 183700 SH DEFINED 0125 183700
SUN MICROSYSTEMS INC COM 866810104 10507 122700 SH DEFINED 0102 122700
SUN MICROSYSTEMS INC COM 866810104 8706 101677 SH DEFINED 0103 101677
SUN MICROSYSTEMS INC COM 866810104 3083 36000 SH DEFINED 01 36000
SUN AMERICA COM 866930100 32450 400000 SH DEFINED 0130 400000
SUN AMERICA COM 866930100 45138 556418 SH DEFINED 0102 556418
SUN AMERICA COM 866930100 4413 54395 SH DEFINED 0103 54395
SUNBEAM-OSTER INC COM 867071102 1622 231637 SH DEFINED 0103 231637
SUNGARD DATA COM 867363103 10914 275000 SH DEFINED 0108 275000
SUNGARD DATA COM 867363103 16867 425000 SH DEFINED 0106 425000
SUNGARD DATA COM 867363103 19459 490300 SH DEFINED 011619 490300
SUNGARD DATA COM 867363103 15645 394200 SH DEFINED 011614 394200
SUNGARD DATA COM 867363103 10672 268900 SH DEFINED 0102 268900
SUNGARD DATA COM 867363103 8354 210500 SH DEFINED 0131 210500
SUNGARD DATA COM 867363103 2000 50400 SH DEFINED 0103 50400
<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
SUNOCO INC COM 86764P109 2795 77500 SH DEFINED 0124 77500
SUNOCO INC COM 86764P109 19293 535000 SH DEFINED 0107 535000
SUNOCO INC COM 86764P109 796 22077 SH DEFINED 0103 22077
SUNRISE ASSISTED COM 86768K106 11309 218000 SH DEFINED 0108 218000
SUNRISE ASSISTED COM 86768K106 9099 175400 SH DEFINED 011619 175400
SUNRISE ASSISTED COM 86768K106 12969 250000 SH DEFINED 011614 250000
SUNRISE ASSISTED COM 86768K106 15792 304400 SH DEFINED 0102 304400
SUNRISE ASSISTED COM 86768K106 15324 295400 SH DEFINED 0131 295400
SUNRISE MEDICAL COM 867910101 6302 506725 SH DEFINED 0103 506725
SUNTRUST BANKS INC COM 867914103 2563 33500 SH DEFINED 0124 33500
SUNTRUST BANKS INC COM 867914103 4027 52639 SH DEFINED 0103 52639
SUPERIOR SERVICES COM 868316100 5517 275000 SH DEFINED 011619 275000
SUPERVALU INC COM 868536103 62 2200 SH DEFINED 0102 2200
SUPERVALU INC COM 868536103 816 29154 SH DEFINED 0103 29154
SWIFT ENERGY CO CVT CONV BOND 870738AB7 1623 2175000 PRN DEFINED 0104 2175000
SWIFT ENERGY CO CVT CONV BOND 870738AB7 813 1090000 PRN DEFINED 011621 1090000
SWIFT ENERGY CO CVT CONV BOND 870738AB7 672 900000 PRN DEFINED 011618 900000
SWIFT TRANSPORTATION COM 870756103 27093 966550 SH DEFINED 0102 966550
SWIFT TRANSPORTATION COM 870756103 283 10100 SH DEFINED 0103 10100
SYBRON INTL COM 87114F106 19050 700700 SH DEFINED 0108 700700
SYBRON INTL COM 87114F106 36076 1326950 SH DEFINED 0102 1326950
SYBRON INTL COM 87114F106 11862 436291 SH DEFINED 0103 436291
SYNAPTIC PHARM COM 87156R109 3150 210000 SH DEFINED 011619 210000
SYNOPSYS INC COM 871607107 16275 300000 SH DEFINED 0106 300000
SYNOVUS COM 87161C105 1714 70311 SH DEFINED 0103 70311
SYSCO CORPORATION COM 871829107 6805 248000 SH DEFINED 0124 248000
SYSCO CORPORATION COM 871829107 21615 787800 SH DEFINED 0125 787800
SYSCO CORPORATION COM 871829107 10838 394936 SH DEFINED 0102 394936
SYSCO CORPORATION COM 871829107 3654 133194 SH DEFINED 0103 133194
TCF FINL CORP MPLS COM 872275102 10401 430000 SH DEFINED 0128 430000
TECO ENERGY COM 872375100 8456 300000 SH DEFINED 0128 300000
TECO ENERGY COM 872375100 22550 800000 SH DEFINED 0132 800000
TJX COS COM 872540109 2420 83436 SH DEFINED 0103 83436
TRW COM 872649108 32420 577000 SH DEFINED 0113 577000
TRW COM 872649108 29779 530000 SH DEFINED 0107 530000
TRW COM 872649108 26521 472000 SH DEFINED 0131 472000
TRW COM 872649108 2684 47758 SH DEFINED 0103 47758
TRW COM 872649108 4214 75000 SH DEFINED 01 75000
TANDY CORP COM 875382103 1034 25115 SH DEFINED 0103 25115
TECH DATA CORP COM 878237106 20125 500000 SH DEFINED 0106 500000
TECH DATA CORP COM 878237106 8050 200000 SH DEFINED 011619 200000
TECH DATA CORP COM 878237106 11101 275800 SH DEFINED 0102 275800
TECH DATA CORP COM 878237106 11069 275000 SH DEFINED 0131 275000
TEKELEC COM 879101103 3313 200000 SH DEFINED 011619 200000
TEKELEC COM 879101103 4969 300000 SH DEFINED 0102 300000
TEKELEC COM 879101103 4969 300000 SH DEFINED 0131 300000
TEKTRONIX COM 879131100 357 11890 SH DEFINED 0103 11890
TELE COMM INTL/LBTYA CONV BOND 87924HAA0 4165 4000000 PRN DEFINED 0104 4000000
TELE COMM INTL/LBTYA CONV BOND 87924HAA0 2083 2000000 PRN DEFINED 011621 2000000
TELE COMM INTL/LBTYA CONV BOND 87924HAA0 2083 2000000 PRN DEFINED 011618 2000000
<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
TELE-COMMUNICATION A COM 87924V101 4525 81800 SH DEFINED 0125 81800
TELE-COMMUNICATION A COM 87924V101 7348 132846 SH DEFINED 0103 132846
LIBERTY MEDIA CL A COM 87924V507 774 16800 SH DEFINED 0102 16800
LIBERTY MEDIA CL A COM 87924V507 6682 145055 SH DEFINED 01 145055
TELEBANC FINANCIAL COM 87925R109 680 20000 SH DEFINED 011614 20000
TELEFONICA DE ARGENT COM 879378206 4749 170000 SH DEFINED 0135 170000
TELLABS COM 879664100 123413 1800000 SH DEFINED 0126 1800000
TELLABS COM 879664100 212544 3100000 SH DEFINED 0111 3100000
TELLABS COM 879664100 7432 108400 SH DEFINED 0124 108400
TELLABS COM 879664100 14206 207200 SH DEFINED 0125 207200
TELLABS COM 879664100 20569 300000 SH DEFINED 011622 300000
TELLABS COM 879664100 34281 500000 SH DEFINED 011623 500000
TELLABS COM 879664100 8570 125000 SH DEFINED 011619 125000
TELLABS COM 879664100 190627 2780452 SH DEFINED 0102 2780452
TELLABS COM 879664100 17141 250000 SH DEFINED 0131 250000
TELLABS COM 879664100 5931 86510 SH DEFINED 0103 86510
TELLABS COM 879664100 17567 256230 SH DEFINED 01 256230
TEMPLE INLAND COM 879868107 968 16321 SH DEFINED 0103 16321
TELETECH HLDGS INC COM 879939106 1025 100000 SH DEFINED 011619 100000
TEMPLETON FOREIGN I COM 880196209 5136 612194 SH DEFINED 0103 612194
TEMP INST FOR. EQ COM 880210505 6221 350285 SH DEFINED 0103 350285
TENET HEALTHCARE COR COM 88033G100 3140 119600 SH DEFINED 0124 119600
TENET HEALTHCARE COR COM 88033G100 4570 174100 SH DEFINED 0125 174100
TENET HEALTHCARE COR COM 88033G100 25171 958742 SH DEFINED 0102 958742
TENET HEALTHCARE COR COM 88033G100 2290 87249 SH DEFINED 0103 87249
TENET HEALTHCARE COR COM 88033G100 911 34700 SH DEFINED 01 34700
TENNECO INC COM 88037E101 34812 1022000 SH DEFINED 0113 1022000
TENNECO INC COM 88037E101 4806 141100 SH DEFINED 0124 141100
TENNECO INC COM 88037E101 5072 148900 SH DEFINED 0125 148900
TENNECO INC COM 88037E101 40364 1185000 SH DEFINED 0107 1185000
TENNECO INC COM 88037E101 25547 750000 SH DEFINED 0131 750000
TENNECO INC COM 88037E101 2892 84879 SH DEFINED 0103 84879
TENNECO INC COM 88037E101 7489 219850 SH DEFINED 01 219850
TERADYNE INC COM 880770102 4026 95000 SH DEFINED 0128 95000
TERADYNE INC COM 880770102 18009 425000 SH DEFINED 0106 425000
TERADYNE INC COM 880770102 5933 140000 SH DEFINED 011619 140000
TERADYNE INC COM 880770102 11640 274721 SH DEFINED 0102 274721
TERADYNE INC COM 880770102 9534 225000 SH DEFINED 0131 225000
TERADYNE INC COM 880770102 551 13000 SH DEFINED 01 13000
TESORO PETROLEUM COM 881609101 5820 480000 SH DEFINED 011614 480000
TESORO PETROLEUM COM 881609101 17 1413 SH DEFINED 0102 1413
TESORO PETROLEUM COM 881609101 412 34000 SH DEFINED 01 34000
TEXACO COM 881694103 51818 980000 SH DEFINED 0113 980000
TEXACO COM 881694103 3252 61500 SH DEFINED 0124 61500
TEXACO COM 881694103 28907 546700 SH DEFINED 0125 546700
TEXACO COM 881694103 36219 685000 SH DEFINED 0107 685000
TEXACO COM 881694103 26438 500000 SH DEFINED 011516 500000
TEXACO COM 881694103 50314 951500 SH DEFINED 0102 951500
TEXACO COM 881694103 39921 755000 SH DEFINED 0131 755000
TEXACO COM 881694103 10086 190745 SH DEFINED 0103 190745
<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
TEXAS INSTRUMENTS COM 882508104 42781 500000 SH DEFINED 0130 500000
TEXAS INSTRUMENTS COM 882508104 256688 3000000 SH DEFINED 0126 3000000
TEXAS INSTRUMENTS COM 882508104 22246 260000 SH DEFINED 0113 260000
TEXAS INSTRUMENTS COM 882508104 196794 2300000 SH DEFINED 0111 2300000
TEXAS INSTRUMENTS COM 882508104 3209 37500 SH DEFINED 0124 37500
TEXAS INSTRUMENTS COM 882508104 19115 223400 SH DEFINED 0125 223400
TEXAS INSTRUMENTS COM 882508104 6417 75000 SH DEFINED 011622 75000
TEXAS INSTRUMENTS COM 882508104 12834 150000 SH DEFINED 011623 150000
TEXAS INSTRUMENTS COM 882508104 106953 1250000 SH DEFINED 011516 1250000
TEXAS INSTRUMENTS COM 882508104 25669 300000 SH DEFINED 011618 300000
TEXAS INSTRUMENTS COM 882508104 35161 410950 SH DEFINED 0102 410950
TEXAS INSTRUMENTS COM 882508104 17113 200000 SH DEFINED 0131 200000
TEXAS INSTRUMENTS COM 882508104 9728 113699 SH DEFINED 0103 113699
TEXAS INSTRUMENTS COM 882508104 8984 105000 SH DEFINED 01 105000
TEXAS UTILITIES COM 882848104 16341 350000 SH DEFINED 0130 350000
TEXAS UTILITIES COM 882848104 21009 450000 SH DEFINED 0132 450000
TEXAS UTILITIES COM 882848104 10014 214500 SH DEFINED 0125 214500
TEXAS UTILITIES COM 882848104 128 2750 SH DEFINED 0102 2750
TEXAS UTILITIES COM 882848104 3986 85365 SH DEFINED 0103 85365
TEXAS UTILITIES COM 882848104 7237 155000 SH DEFINED 01 155000
TEXAS UTILITIES PREFERRED STOCK 882850431 5738 54000 SH DEFINED 0105 54000
TEXAS UTIL $100 PAR PREFERRED STOCK 882850464 5460 50000 SH DEFINED 0105 50000
TEXTRON INC COM 883203101 3126 41164 SH DEFINED 0103 41164
THEGLOBE.COM INC COM 88335R101 335 10200 SH DEFINED 011619 10200
THERMO-ELECTRON COM 883556102 576 33990 SH DEFINED 0103 33990
THOMAS & BETTS COM 884315102 572 13200 SH DEFINED 0103 13200
THOMAS & BETTS COM 884315102 7422 171366 SH DEFINED 01 171366
3 COM CORP COM 885535104 52753 1177200 SH DEFINED 0113 1177200
3 COM CORP COM 885535104 2846 63500 SH DEFINED 0124 63500
3 COM CORP COM 885535104 17029 380000 SH DEFINED 0125 380000
3 COM CORP COM 885535104 47080 1050600 SH DEFINED 0107 1050600
3 COM CORP COM 885535104 78422 1750000 SH DEFINED 011516 1750000
3 COM CORP COM 885535104 8738 195000 SH DEFINED 011620 195000
3 COM CORP COM 885535104 19045 425000 SH DEFINED 011614 425000
3 COM CORP COM 885535104 39646 884740 SH DEFINED 0102 884740
3 COM CORP COM 885535104 40430 902200 SH DEFINED 0131 902200
3 COM CORP COM 885535104 6289 140332 SH DEFINED 0103 140332
3 COM CORP COM 885535104 5288 118000 SH DEFINED 01 118000
TICKETMASTER ONLINE COM 88633P203 9240 165000 SH DEFINED 011614 165000
TIFFANY & CO-NEW COM 886547108 1079 20800 SH DEFINED 0108 20800
TIFFANY & CO-NEW COM 886547108 1058 20400 SH DEFINED 011619 20400
TIFFANY & CO-NEW COM 886547108 3535 68150 SH DEFINED 011614 68150
TIFFANY & CO-NEW COM 886547108 1416 27300 SH DEFINED 0102 27300
TIFFANY & CO-NEW COM 886547108 1411 27200 SH DEFINED 0131 27200
TIFFANY & CO-NEW COM 886547108 571 11000 SH DEFINED 01 11000
TIME WARNER INC COM 887315109 434438 7000000 SH DEFINED 0126 7000000
TIME WARNER INC COM 887315109 12971 209000 SH DEFINED 0124 209000
TIME WARNER INC COM 887315109 46609 751000 SH DEFINED 0125 751000
TIME WARNER INC COM 887315109 68269 1100000 SH DEFINED 011618 1100000
TIME WARNER INC COM 887315109 602 9700 SH DEFINED 0102 9700
<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
TIME WARNER INC COM 887315109 20737 334122 SH DEFINED 0103 334122
TIME WARNER INC COM 887315109 12156 195860 SH DEFINED 01 195860
TIMES MIRROR CL A COM 887364107 1143 20418 SH DEFINED 0103 20418
TIMKEN CO. COM 887389104 169860 8999212 SH DEFINED 0103 8999212
TORCHMARK CORP COM 891027104 1255 35534 SH DEFINED 0103 35534
TORONTO-DOMINION COM 891160509 115 3257 SH DEFINED 0124 3257
TOSCO CORP COM 891490302 32344 1250000 SH DEFINED 0113 1250000
TOSCO CORP COM 891490302 6469 250000 SH DEFINED 0128 250000
TOSCO CORP COM 891490302 51750 2000000 SH DEFINED 011516 2000000
TOSCO CORP COM 891490302 24840 960000 SH DEFINED 0131 960000
TOSCO CORP COM 891490302 965 37300 SH DEFINED 0103 37300
TOSCO FIN TRUST CONV PFD STOCK 891491409 3591 75000 SH DEFINED 0104 75000
TOSCO FIN TRUST CONV PFD STOCK 891491409 1795 37500 SH DEFINED 011621 37500
TOSCO FIN TRUST CONV PFD STOCK 891491409 1795 37500 SH DEFINED 011618 37500
TOTAL RENAL CARE CVT CONV BOND 89151AAA5 10763 10000000 PRN DEFINED 011614 10000000
TOTAL RENAL CARE CVT CONV BOND 89151AAA5 8610 8000000 PRN DEFINED 0102 8000000
TOTAL RENAL CARE CVT CONV BOND 89151AAA5 8610 8000000 PRN DEFINED 0131 8000000
TOTAL RENAL CARE COM 89151A107 14902 504100 SH DEFINED 0108 504100
TOTAL RENAL CARE COM 89151A107 20694 700000 SH DEFINED 0106 700000
TOTAL RENAL CARE COM 89151A107 58838 1990250 SH DEFINED 0102 1990250
TOTAL RENAL CARE COM 89151A107 5913 200000 SH DEFINED 0131 200000
TOTAL RENAL CARE COM 89151A107 2031 68700 SH DEFINED 0103 68700
TOWER AUTO CONV PFD STOCK 891706202 3649 70000 SH DEFINED 0104 70000
TOWER AUTO CONV PFD STOCK 891706202 2085 40000 SH DEFINED 011621 40000
TOWER AUTO CONV PFD STOCK 891706202 1772 34000 SH DEFINED 011618 34000
TOWER AUTO COM 891707101 18304 734000 SH DEFINED 0108 734000
TOWER AUTO COM 891707101 9975 400000 SH DEFINED 0128 400000
TOWER AUTO COM 891707101 44204 1772600 SH DEFINED 011618 1772600
TOWNE SERVICES INC COM 892148107 2800 400000 SH DEFINED 011619 400000
TOYS R US COM 892335100 13229 783958 SH DEFINED 0103 783958
TRANSAMERICA CORP COM 893485102 1951 16891 SH DEFINED 0103 16891
TRANSORTATION COMPON COM 893878108 1850 400000 SH DEFINED 011619 400000
TRAVELER'S PROP CAS COM 893939108 13175 425000 SH DEFINED 011618 425000
TRV SERVICES COM 894169101 12810 420000 SH DEFINED 011614 420000
TRICON GLOBAL REST COM 895953107 6200 123700 SH DEFINED 0125 123700
TRICON GLOBAL REST COM 895953107 2127 42424 SH DEFINED 0103 42424
TRIBUNE CO COM 896047107 1881 28501 SH DEFINED 0103 28501
TUPPERWARE CORP COM 899896104 235 14314 SH DEFINED 0103 14314
21ST CENTURY WTS WARRANT 90130P116 78 2600 SH DEFINED 0109 2600
24-7 MEDIA INC COM 901314104 560 20000 SH DEFINED 011614 20000
TYCO INTERNATIONAL COM 902124106 64054 849100 SH DEFINED 0108 849100
TYCO INTERNATIONAL COM 902124106 301750 4000000 SH DEFINED 0126 4000000
TYCO INTERNATIONAL COM 902124106 150875 2000000 SH DEFINED 0111 2000000
TYCO INTERNATIONAL COM 902124106 26230 347700 SH DEFINED 0124 347700
TYCO INTERNATIONAL COM 902124106 33449 443400 SH DEFINED 0125 443400
TYCO INTERNATIONAL COM 902124106 13579 180000 SH DEFINED 011622 180000
TYCO INTERNATIONAL COM 902124106 30182 400092 SH DEFINED 011623 400092
TYCO INTERNATIONAL COM 902124106 150875 2000000 SH DEFINED 011516 2000000
TYCO INTERNATIONAL COM 902124106 75485 1000625 SH DEFINED 011618 1000625
TYCO INTERNATIONAL COM 902124106 11316 150000 SH DEFINED 011619 150000
<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
TYCO INTERNATIONAL COM 902124106 18105 240000 SH DEFINED 011620 240000
TYCO INTERNATIONAL COM 902124106 347353 4604552 SH DEFINED 0102 4604552
TYCO INTERNATIONAL COM 902124106 30175 400000 SH DEFINED 0131 400000
TYCO INTERNATIONAL COM 902124106 17062 226162 SH DEFINED 0103 226162
TYCO INTERNATIONAL COM 902124106 36521 484115 SH DEFINED 01 484115
USX MARATHON GROUP COM 902905827 2310 76680 SH DEFINED 0103 76680
UST INC COM 902911106 1496 42883 SH DEFINED 0103 42883
U.S. BANCORP (NEW) COM 902973106 321 9000 SH DEFINED 0102 9000
U.S. BANCORP (NEW) COM 902973106 6395 180131 SH DEFINED 0103 180131
USA NETWORKS INC COM 902984103 14078 425000 SH DEFINED 011614 425000
UNUM CORP COM 903192102 2855 48900 SH DEFINED 0124 48900
UNUM CORP COM 903192102 11004 188500 SH DEFINED 0125 188500
UNUM CORP COM 903192102 21073 361000 SH DEFINED 011618 361000
UNUM CORP COM 903192102 178211 3052772 SH DEFINED 0102 3052772
UNUM CORP COM 903192102 2993 51276 SH DEFINED 0103 51276
UNUM CORP COM 903192102 19240 329600 SH DEFINED 01 329600
URS CORP COM 903236107 3449 147532 SH DEFINED 0103 147532
US FOODSERVICE INC COM 90331R101 11863 242100 SH DEFINED 0108 242100
US FOODSERVICE INC COM 90331R101 17150 350000 SH DEFINED 0106 350000
US FOODSERVICE INC COM 90331R101 42579 868955 SH DEFINED 011618 868955
US FOODSERVICE INC COM 90331R101 3920 80000 SH DEFINED 011620 80000
US FOODSERVICE INC COM 90331R101 73465 1499300 SH DEFINED 0102 1499300
US FOODSERVICE INC COM 90331R101 2415 49300 SH DEFINED 0103 49300
USX-US STEEL GROUP COM 90337T101 492 21373 SH DEFINED 0103 21373
ULTRAMAR DIAMOND SHA COM 904000106 6063 250000 SH DEFINED 0128 250000
ULTRAMAR DIAMOND SHA COM 904000106 18188 750000 SH DEFINED 0107 750000
UNIFI COMM WTS WARRANT 90467N114 0 10000 SH DEFINED 0109 10000
UNIFI COMM WTS WARRANT 90467N114 0 3000 SH DEFINED 0124 3000
UNIFI COMM WTS WARRANT 90467N114 0 7000 SH DEFINED 011621 7000
UNIFI COMM WTS WARRANT 90467N114 0 2000 SH DEFINED 011618 2000
UNILEVER NV NY SHRS COM 904784501 49763 600000 SH DEFINED 0130 600000
UNILEVER NV NY SHRS COM 904784501 13283 160155 SH DEFINED 0103 160155
UNICOM CORP COM 904911104 15425 400000 SH DEFINED 0130 400000
UNICOM CORP COM 904911104 7713 200000 SH DEFINED 0128 200000
UNICOM CORP COM 904911104 19281 500000 SH DEFINED 0132 500000
UNICOM CORP COM 904911104 2118 54923 SH DEFINED 0103 54923
UNION CAMP CORP COM 905530101 28958 429000 SH DEFINED 0107 429000
UNION CAMP CORP COM 905530101 1170 17326 SH DEFINED 0103 17326
UNION CARBIDE CORP COM 905581104 2975 70000 SH DEFINED 0128 70000
UNION CARBIDE CORP COM 905581104 1316 30957 SH DEFINED 0103 30957
UNION PACIFIC CORP COM 907818108 33662 747000 SH DEFINED 0113 747000
UNION PACIFIC CORP COM 907818108 18025 400000 SH DEFINED 011516 400000
UNION PACIFIC CORP COM 907818108 20278 450000 SH DEFINED 011618 450000
UNION PACIFIC CORP COM 907818108 26542 589000 SH DEFINED 0131 589000
UNION PACIFIC CORP COM 907818108 3834 85074 SH DEFINED 0103 85074
UNION PACIFIC CORP CONV PFD STOCK 907824205 25021 541000 SH DEFINED 0107 541000
UNION PAC CAP TR PFD CONV PFD STOCK 907824403 3469 75000 SH DEFINED 0104 75000
UNION PAC CAP TR PFD CONV PFD STOCK 907824403 12511 270500 SH DEFINED 0107 270500
UNION PAC CAP TR PFD CONV PFD STOCK 907824403 1734 37500 SH DEFINED 011621 37500
UNION PAC CAP TR PFD CONV PFD STOCK 907824403 1734 37500 SH DEFINED 011618 37500
<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
UP RESOURSE COM 907834105 554 61162 SH DEFINED 0103 61162
UNION PLANTERS CORP COM 908068109 1525 33660 SH DEFINED 0103 33660
UNISITE INC. WARRANT WARRANT 908910110 0 4504 SH DEFINED 0109 4504
UNIPHASE CORP COM 909149106 55500 800000 SH DEFINED 0126 800000
UNIPHASE CORP COM 909149106 13875 200000 SH DEFINED 011619 200000
UNIPHASE CORP COM 909149106 25322 365000 SH DEFINED 011614 365000
UNIPHASE CORP COM 909149106 74428 1072804 SH DEFINED 0102 1072804
UNIPHASE CORP COM 909149106 13875 200000 SH DEFINED 0131 200000
UNIPHASE CORP COM 909149106 2022 29150 SH DEFINED 0103 29150
UNIPHASE CORP COM 909149106 555 8000 SH DEFINED 01 8000
UNISYS CORP COM 909214108 11106 322500 SH DEFINED 0124 322500
UNISYS CORP COM 909214108 8782 255000 SH DEFINED 0125 255000
UNISYS CORP COM 909214108 60266 1750000 SH DEFINED 011516 1750000
UNISYS CORP COM 909214108 27550 800000 SH DEFINED 011614 800000
UNISYS CORP COM 909214108 57232 1661907 SH DEFINED 0102 1661907
UNISYS CORP COM 909214108 2634 76471 SH DEFINED 0103 76471
UNISYS CORP COM 909214108 861 25000 SH DEFINED 01 25000
UTD DOMINION IND LTD COM 909914103 4484 220080 SH DEFINED 0103 220080
UNITED HEALTHCARE COM 910581107 3479 80800 SH DEFINED 0124 80800
UNITED HEALTHCARE COM 910581107 6408 148800 SH DEFINED 0125 148800
UNITED HEALTHCARE COM 910581107 53828 1250000 SH DEFINED 011516 1250000
UNITED HEALTHCARE COM 910581107 38756 900000 SH DEFINED 011618 900000
UNITED HEALTHCARE COM 910581107 8655 200934 SH DEFINED 0102 200934
UNITED HEALTHCARE COM 910581107 2551 59255 SH DEFINED 0103 59255
US AIR GROUP INC. COM 911905107 1118 21501 SH DEFINED 0103 21501
US WEST INC NEW COM 91273H101 58163 900000 SH DEFINED 0130 900000
US WEST INC NEW COM 91273H101 277888 4300000 SH DEFINED 0126 4300000
US WEST INC NEW COM 91273H101 62531 967600 SH DEFINED 0113 967600
US WEST INC NEW COM 91273H101 58163 900000 SH DEFINED 0132 900000
US WEST INC NEW COM 91273H101 16382 253500 SH DEFINED 0124 253500
US WEST INC NEW COM 91273H101 51461 796300 SH DEFINED 0125 796300
US WEST INC NEW COM 91273H101 43622 675000 SH DEFINED 0107 675000
US WEST INC NEW COM 91273H101 24234 375000 SH DEFINED 011618 375000
US WEST INC NEW COM 91273H101 120350 1862263 SH DEFINED 0102 1862263
US WEST INC NEW COM 91273H101 47299 731900 SH DEFINED 0131 731900
US WEST INC NEW COM 91273H101 12044 186361 SH DEFINED 0103 186361
US WEST INC NEW COM 91273H101 13442 208000 SH DEFINED 01 208000
UNITED TECHNOLOGIES COM 913017109 108750 1000000 SH DEFINED 0126 1000000
UNITED TECHNOLOGIES COM 913017109 21750 200000 SH DEFINED 011618 200000
UNITED TECHNOLOGIES COM 913017109 104 950 SH DEFINED 0102 950
UNITED TECHNOLOGIES COM 913017109 6501 59778 SH DEFINED 0103 59778
UNITED TECHNOLOGIES COM 913017109 8283 76168 SH DEFINED 01 76168
UNITED WISC SERVICES COM 913238101 2476 285022 SH DEFINED 0103 285022
UNIVISION COM 914906102 12633 349100 SH DEFINED 0108 349100
UNIVISION COM 914906102 19903 550000 SH DEFINED 011619 550000
UNIVISION COM 914906102 42906 1185600 SH DEFINED 0102 1185600
UNIVISION COM 914906102 30759 850000 SH DEFINED 0131 850000
UNIVISION COM 914906102 822 22700 SH DEFINED 0103 22700
UNOCAL CORP COM 915289102 30355 1040000 SH DEFINED 0113 1040000
UNOCAL CORP COM 915289102 4962 170000 SH DEFINED 0128 170000
<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
UNOCAL CORP COM 915289102 25247 865000 SH DEFINED 0107 865000
UNOCAL CORP COM 915289102 9102 311850 SH DEFINED 0102 311850
UNOCAL CORP COM 915289102 21453 735000 SH DEFINED 0131 735000
UNOCAL CORP COM 915289102 2669 91430 SH DEFINED 0103 91430
USWEB CORP COM 917327108 1846 70000 SH DEFINED 011614 70000
V. F. CORP COM 918204108 75 1600 SH DEFINED 0102 1600
V. F. CORP COM 918204108 1423 30349 SH DEFINED 0103 30349
STAR PORTFOLIO COM 921909107 3 146 SH DEFINED 01 146
VANGUARD GRTH & INCM COM 921913109 11116 361349 SH DEFINED 0103 361349
WINDSOR II COM 922018205 7107 238077 SH DEFINED 0103 238077
VAUGHN BASSETT FURN COM 922272117 144 4757 SH DEFINED 0102 4757
VAUGHAN BASSETT FURN COM 92238J109 17 800 SH DEFINED 0102 800
VEECO COM 922417100 13281 250000 SH DEFINED 011614 250000
VERSIGN INC COM 92343E102 2956 50000 SH DEFINED 011619 50000
VERSIGN INC COM 92343E102 4434 75000 SH DEFINED 0102 75000
VERSIGN INC COM 92343E102 4434 75000 SH DEFINED 0131 75000
VERIO COM 923433106 2238 100000 SH DEFINED 011614 100000
VERITAS SOFTWARE COM 923436109 17981 300000 SH DEFINED 0106 300000
VERITAS SOFTWARE COM 923436109 39847 664835 SH DEFINED 0102 664835
VERITAS SOFTWARE COM 923436109 1668 27825 SH DEFINED 0103 27825
VERSATEL-WTS COM 925301111 110 11000 SH DEFINED 0109 11000
VERSATEL-WTS COM 925301111 55 5500 SH DEFINED 0124 5500
VERSATEL-WTS COM 925301111 55 5500 SH DEFINED 011621 5500
VERSATEL-WTS COM 925301111 27 2700 SH DEFINED 011618 2700
VETERINARY CTRS OF A COM 925514101 10766 540000 SH DEFINED 011614 540000
VIALOG CORP WT WARRANT 92552X114 113 22600 SH DEFINED 0109 22600
VIALOG CORP WT WARRANT 92552X114 10 2075 SH DEFINED 011620 2075
VIACOM INTL COM 925524100 986 13400 SH DEFINED 0102 13400
VIACOM INC CL B COM 925524308 4847 65500 SH DEFINED 0125 65500
VIACOM INC CL B COM 925524308 6357 85904 SH DEFINED 0103 85904
VISIO CORP COM 927914101 5484 150000 SH DEFINED 011619 150000
VISIO CORP COM 927914101 10238 280000 SH DEFINED 011614 280000
VISIO CORP COM 927914101 8227 225000 SH DEFINED 0102 225000
VISIO CORP COM 927914101 8227 225000 SH DEFINED 0131 225000
VISX INC/DEL COM 92844S105 7415 84800 SH DEFINED 011619 84800
VISX INC/DEL COM 92844S105 13570 155200 SH DEFINED 0102 155200
VISX INC/DEL COM 92844S105 13570 155200 SH DEFINED 0131 155200
VITESSE CORP COM 928497106 7300 160000 SH DEFINED 011614 160000
WHX CORPORATION COM 929248102 2900 288157 SH DEFINED 0103 288157
WICOR INC COM 929253102 8725 400000 SH DEFINED 0132 400000
WPP GROUP PLC -ADR COM 929309300 11172 180924 SH DEFINED 0103 180924
WACHOVIA CORP COM 929771103 54211 620000 SH DEFINED 0130 620000
WACHOVIA CORP COM 929771103 87438 1000000 SH DEFINED 0126 1000000
WACHOVIA CORP COM 929771103 7983 91300 SH DEFINED 0124 91300
WACHOVIA CORP COM 929771103 34131 390350 SH DEFINED 0125 390350
WACHOVIA CORP COM 929771103 50082 572810 SH DEFINED 0102 572810
WACHOVIA CORP COM 929771103 6351 72624 SH DEFINED 0103 72624
WACHOVIA CORP COM 929771103 1311 15000 SH DEFINED 01 15000
WAL MART STORES COM 931142103 97725 1200000 SH DEFINED 0130 1200000
WAL MART STORES COM 931142103 684075 8400000 SH DEFINED 0126 8400000
<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
WAL MART STORES COM 931142103 19920 244600 SH DEFINED 0124 244600
WAL MART STORES COM 931142103 57992 712100 SH DEFINED 0125 712100
WAL MART STORES COM 931142103 22143 271900 SH DEFINED 0135 271900
WAL MART STORES COM 931142103 122156 1500000 SH DEFINED 011516 1500000
WAL MART STORES COM 931142103 65150 800000 SH DEFINED 011618 800000
WAL MART STORES COM 931142103 8958 110000 SH DEFINED 011620 110000
WAL MART STORES COM 931142103 232217 2851534 SH DEFINED 0102 2851534
WAL MART STORES COM 931142103 49384 606416 SH DEFINED 0103 606416
WAL MART STORES COM 931142103 17409 213763 SH DEFINED 01 213763
WALBRO CORP COM 931154108 2622 411250 SH DEFINED 0103 411250
WALGREEN CO. COM 931422109 8316 142000 SH DEFINED 0124 142000
WALGREEN CO. COM 931422109 16438 280700 SH DEFINED 0125 280700
WALGREEN CO. COM 931422109 12591 215000 SH DEFINED 0135 215000
WALGREEN CO. COM 931422109 16262 277684 SH DEFINED 0102 277684
WALGREEN CO. COM 931422109 8356 142675 SH DEFINED 0103 142675
WANG LABS INC COM 93369N109 26929 970400 SH DEFINED 0113 970400
WANG LABS INC COM 93369N109 14985 540000 SH DEFINED 0107 540000
WANG LABS INC COM 93369N109 20432 736300 SH DEFINED 0131 736300
WANG LABS INC COM 93369N109 791 28500 SH DEFINED 0103 28500
WARNER LAMBERT CO COM 934488107 56391 750000 SH DEFINED 0130 750000
WARNER LAMBERT CO COM 934488107 203006 2700000 SH DEFINED 0126 2700000
WARNER LAMBERT CO COM 934488107 120300 1600000 SH DEFINED 0111 1600000
WARNER LAMBERT CO COM 934488107 23248 309200 SH DEFINED 0124 309200
WARNER LAMBERT CO COM 934488107 31511 419100 SH DEFINED 0125 419100
WARNER LAMBERT CO COM 934488107 4511 60000 SH DEFINED 011622 60000
WARNER LAMBERT CO COM 934488107 9023 120000 SH DEFINED 011623 120000
WARNER LAMBERT CO COM 934488107 283868 3775349 SH DEFINED 0102 3775349
WARNER LAMBERT CO COM 934488107 17994 239329 SH DEFINED 0103 239329
WARNER LAMBERT CO COM 934488107 13316 177100 SH DEFINED 01 177100
WASHINGTON GAS LIGHT COM 938837101 8138 300000 SH DEFINED 0132 300000
WASHINGTON MUT INC COM 939322103 28641 750000 SH DEFINED 0130 750000
WASHINGTON MUT INC COM 939322103 11361 297500 SH DEFINED 0108 297500
WASHINGTON MUT INC COM 939322103 35514 930000 SH DEFINED 0113 930000
WASHINGTON MUT INC COM 939322103 17184 450000 SH DEFINED 0106 450000
WASHINGTON MUT INC COM 939322103 143203 3750000 SH DEFINED 0111 3750000
WASHINGTON MUT INC COM 939322103 4285 112200 SH DEFINED 0124 112200
WASHINGTON MUT INC COM 939322103 15787 413400 SH DEFINED 0125 413400
WASHINGTON MUT INC COM 939322103 28259 740000 SH DEFINED 0107 740000
WASHINGTON MUT INC COM 939322103 12602 330000 SH DEFINED 011622 330000
WASHINGTON MUT INC COM 939322103 22913 600000 SH DEFINED 011623 600000
WASHINGTON MUT INC COM 939322103 47734 1250000 SH DEFINED 011516 1250000
WASHINGTON MUT INC COM 939322103 72556 1900000 SH DEFINED 011618 1900000
WASHINGTON MUT INC COM 939322103 8592 225000 SH DEFINED 011619 225000
WASHINGTON MUT INC COM 939322103 4583 120000 SH DEFINED 011620 120000
WASHINGTON MUT INC COM 939322103 63554 1664096 SH DEFINED 0102 1664096
WASHINGTON MUT INC COM 939322103 38798 1016000 SH DEFINED 0131 1016000
WASHINGTON MUT INC COM 939322103 7219 189046 SH DEFINED 0103 189046
WASHINGTON MUT INC COM 939322103 6568 172000 SH DEFINED 01 172000
WASTE MANAGEMENT CONV BOND 94106LAA7 25069 21000000 PRN DEFINED 0107 21000000
WASTE MANAGEMENT INC COM 94106L109 25521 547375 SH DEFINED 0130 547375
<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
WASTE MANAGEMENT INC COM 94106L109 19816 425000 SH DEFINED 0108 425000
WASTE MANAGEMENT INC COM 94106L109 298400 6400000 SH DEFINED 0126 6400000
WASTE MANAGEMENT INC COM 94106L109 157359 3375000 SH DEFINED 0111 3375000
WASTE MANAGEMENT INC COM 94106L109 4139 88765 SH DEFINED 0124 88765
WASTE MANAGEMENT INC COM 94106L109 22464 481805 SH DEFINED 0125 481805
WASTE MANAGEMENT INC COM 94106L109 11656 250000 SH DEFINED 011622 250000
WASTE MANAGEMENT INC COM 94106L109 17718 380000 SH DEFINED 011623 380000
WASTE MANAGEMENT INC COM 94106L109 4663 100000 SH DEFINED 011620 100000
WASTE MANAGEMENT INC COM 94106L109 85861 1841493 SH DEFINED 0102 1841493
WASTE MANAGEMENT INC COM 94106L109 8159 175000 SH DEFINED 0131 175000
WASTE MANAGEMENT INC COM 94106L109 8268 177330 SH DEFINED 0103 177330
WASTE MANAGEMENT INC COM 94106L109 13470 288900 SH DEFINED 01 288900
WATERS CORPORATION COM 941848103 19631 225000 SH DEFINED 0106 225000
WATSON PHARMACEUTICA COM 942683103 16618 264300 SH DEFINED 0108 264300
WATSON PHARMACEUTICA COM 942683103 11318 180000 SH DEFINED 0128 180000
WATSON PHARMACEUTICA COM 942683103 31438 500000 SH DEFINED 0106 500000
WATSON PHARMACEUTICA COM 942683103 31438 500000 SH DEFINED 011619 500000
WATSON PHARMACEUTICA COM 942683103 52186 830000 SH DEFINED 011614 830000
WATSON PHARMACEUTICA COM 942683103 129638 2061822 SH DEFINED 0102 2061822
WATSON PHARMACEUTICA COM 942683103 40064 637200 SH DEFINED 0131 637200
WATSON PHARMACEUTICA COM 942683103 3288 52300 SH DEFINED 0103 52300
WATSON PHARMACEUTICA COM 942683103 1320 21000 SH DEFINED 01 21000
WELLS FARGO CO (NEW) COM 949746101 31950 800000 SH DEFINED 0130 800000
WELLS FARGO CO (NEW) COM 949746101 9952 249200 SH DEFINED 0108 249200
WELLS FARGO CO (NEW) COM 949746101 399375 10000000 SH DEFINED 0126 10000000
WELLS FARGO CO (NEW) COM 949746101 54115 1355000 SH DEFINED 0113 1355000
WELLS FARGO CO (NEW) COM 949746101 11430 286200 SH DEFINED 0124 286200
WELLS FARGO CO (NEW) COM 949746101 37318 934400 SH DEFINED 0125 934400
WELLS FARGO CO (NEW) COM 949746101 37342 935000 SH DEFINED 0107 935000
WELLS FARGO CO (NEW) COM 949746101 19969 500000 SH DEFINED 011516 500000
WELLS FARGO CO (NEW) COM 949746101 37941 950000 SH DEFINED 011618 950000
WELLS FARGO CO (NEW) COM 949746101 9186 230000 SH DEFINED 011620 230000
WELLS FARGO CO (NEW) COM 949746101 265517 6648285 SH DEFINED 0102 6648285
WELLS FARGO CO (NEW) COM 949746101 41535 1040000 SH DEFINED 0131 1040000
WELLS FARGO CO (NEW) COM 949746101 21352 534645 SH DEFINED 0103 534645
WELLS FARGO CO (NEW) COM 949746101 8535 213700 SH DEFINED 01 213700
WENDYS FINANCIAL CONV PFD STOCK 950588202 3432 66000 SH DEFINED 0104 66000
WENDYS FINANCIAL CONV PFD STOCK 950588202 1976 38000 SH DEFINED 011621 38000
WENDYS FINANCIAL CONV PFD STOCK 950588202 1976 38000 SH DEFINED 011618 38000
WENDYS INTL INC COM 950590109 7743 355000 SH DEFINED 0108 355000
WENDYS INTL INC COM 950590109 6544 300000 SH DEFINED 0128 300000
WENDYS INTL INC COM 950590109 13960 640000 SH DEFINED 0125 640000
WENDYS INTL INC COM 950590109 58894 2700000 SH DEFINED 011516 2700000
WENDYS INTL INC COM 950590109 269 12350 SH DEFINED 0102 12350
WENDYS INTL INC COM 950590109 1632 74807 SH DEFINED 0103 74807
WEST COMPANY COM 953348109 13413 375847 SH DEFINED 0103 375847
WESTERN DIGITAL COM 958102105 9791 650000 SH DEFINED 011614 650000
WESTERN DIGITAL COM 958102105 19 1230 SH DEFINED 0102 1230
WESTERN DIGITAL COM 958102105 452 30000 SH DEFINED 01 30000
WESTVACO CORP COM 961548104 638 23798 SH DEFINED 0103 23798
<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
WEYERHAUESER COM 962166104 33028 650000 SH DEFINED 011516 650000
WEYERHAUESER COM 962166104 2541 50017 SH DEFINED 0103 50017
WHIRLPOOL CORP COM 963320106 995 17972 SH DEFINED 0103 17972
WHIRLPOOL FIN $100 B PREFERRED STOCK 963328208 19103 180000 SH DEFINED 0105 180000
WHITMAN CORP COM 96647K102 15088 594600 SH DEFINED 0108 594600
WHITMAN CORP COM 96647K102 5709 225000 SH DEFINED 011614 225000
WHITMAN CORP COM 96647K102 2495 98300 SH DEFINED 0102 98300
WHITMAN & HART COM 966834103 9862 357000 SH DEFINED 011619 357000
WHITMAN & HART COM 966834103 2763 100000 SH DEFINED 011614 100000
WHITMAN & HART COM 966834103 74723 2704900 SH DEFINED 0102 2704900
WHITMAN & HART COM 966834103 14202 514100 SH DEFINED 0131 514100
WHITMAN & HART COM 966834103 2447 88600 SH DEFINED 0103 88600
WHOLE FOODS MARKET COM 966837106 9191 190000 SH DEFINED 0108 190000
WHOLE FOODS MARKET COM 966837106 31341 647850 SH DEFINED 0102 647850
WHOLE FOODS MARKET COM 966837106 334 6900 SH DEFINED 0103 6900
WILLAMETTE IND INC COM 969133107 50250 1500000 SH DEFINED 011516 1500000
WILLAMETTE IND INC COM 969133107 912 27232 SH DEFINED 0103 27232
WILLIAM COMPANIES COM 969457100 3272 104916 SH DEFINED 0103 104916
WILLIAMS SONOMA COM 969904101 12094 300000 SH DEFINED 011614 300000
WILLIAMS SONOMA COM 969904101 20271 502827 SH DEFINED 0102 502827
WILLIAMS SONOMA COM 969904101 212 5250 SH DEFINED 0103 5250
WILLIAMS SONOMA COM 969904101 605 15000 SH DEFINED 01 15000
WILSHIRE REAL ESTATE COM 971892104 429 140000 SH DEFINED 0109 140000
WIND RIVER SYS CVT CONV BOND 973149AC1 7939 6800000 PRN DEFINED 011614 6800000
WINN-DIXIE COM 974280109 22438 500000 SH DEFINED 011614 500000
WINN-DIXIE COM 974280109 1635 36431 SH DEFINED 0103 36431
WINSTAR COM 975515107 3900 100000 SH DEFINED 011619 100000
WINSTAR COM 975515107 5850 150000 SH DEFINED 0102 150000
WINSTAR COM 975515107 5850 150000 SH DEFINED 0131 150000
WIRELESS ONE COM 97652H109 4 25000 SH DEFINED 0109 25000
WIRELESS ONE WTS COM 97652H117 0 23250 SH DEFINED 0109 23250
WORLD ACCESS INC COM 98141A101 3206 150000 SH DEFINED 011619 150000
WORLD ACCESS INC COM 98141A101 11756 550000 SH DEFINED 011614 550000
WORTHINGTON IND COM 981811102 261 20872 SH DEFINED 0103 20872
WRIGLEY WM JR CO COM 982526105 2574 28744 SH DEFINED 0103 28744
WYMAN-GORDON COM 983085101 3126 305000 SH DEFINED 0128 305000
XILINX COM 983919101 16281 250000 SH DEFINED 011614 250000
XILINX COM 983919101 18988 291550 SH DEFINED 0102 291550
XILINX COM 983919101 195 3000 SH DEFINED 0103 3000
XILINX COM 983919101 7620 117000 SH DEFINED 01 117000
XEROX COM 984121103 118000 1000000 SH DEFINED 0126 1000000
XEROX COM 984121103 9627 81583 SH DEFINED 0103 81583
XEROX COM 984121103 6991 59245 SH DEFINED 01 59245
YAHOO INC COM 984332106 7287 31000 SH DEFINED 0108 31000
YAHOO INC COM 984332106 82272 350000 SH DEFINED 0111 350000
YAHOO INC COM 984332106 23506 100000 SH DEFINED 011516 100000
YAHOO INC COM 984332106 5877 25000 SH DEFINED 011619 25000
YAHOO INC COM 984332106 4701 20000 SH DEFINED 011614 20000
YAHOO INC COM 984332106 11753 50000 SH DEFINED 0102 50000
YAHOO INC COM 984332106 11753 50000 SH DEFINED 0131 50000
<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
YORK INTL CORP NEW COM 986670107 6530 160000 SH DEFINED 0128 160000
YOUNG AND RUBICAN IN COM 987425105 16809 519200 SH DEFINED 0108 519200
YOUNG AND RUBICAN IN COM 987425105 22663 700000 SH DEFINED 011614 700000
ZILA INC COM 989513205 7406 750000 SH DEFINED 011614 750000
ZIONS BANCORPORATION COM 989701107 3618 58000 SH DEFINED 0108 58000
ZIONS BANCORPORATION COM 989701107 8545 137000 SH DEFINED 011614 137000
ADVANTICA STABLE VAL COM 9900072E5 9187 802141 SH DEFINED 0103 802141
AET INCOME III COM 990007213 130260 9534463 SH DEFINED 0103 9534463
PILLSBURY INCOM FUND COM 990007221 1297 92284 SH DEFINED 0103 92284
SIEBE STABLE VALUE COM 990007742 147225 12095269 SH DEFINED 0103 12095269
AET EMG GR II COM 990007916 6381 531677 SH DEFINED 0103 531677
AET STAB CAP II COM 990007940 85770 6434775 SH DEFINED 0103 6434775
AET RESEARCH 150 COM 990008393 34758 819361 SH DEFINED 0103 819361
AET FEDERAL INCOME COM 990008443 110184 6696967 SH DEFINED 0103 6696967
AET EQ INDEX BASE COM 990008450 2242566 62732609 SH DEFINED 0103 62732609
AET EQ INDEX II COM 990008484 4834 145599 SH DEFINED 0103 145599
AET VALUE COM 990008518 1277 56906 SH DEFINED 0103 56906
AET COMMON STK COM 990009078 6866 32589 SH DEFINED 0103 32589
AET BOND COM 990009086 4278 75928 SH DEFINED 0103 75928
AET EMG GR I COM 990009300 6389 68193 SH DEFINED 0103 68193
AET CORE GR COM 990009318 35104 255510 SH DEFINED 0103 255510
AET MANAGED GIC COM 990009326 127689 4265817 SH DEFINED 0103 4265817
AET EQ INDEX III COM 990018509 19829 646436 SH DEFINED 0103 646436
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 3343 273259 SH DEFINED 0103 273259
STATE STREET EAFE COM 994691350 3697 296129 SH DEFINED 0103 296129
REPORT SUMMARY 3277 DATA RECORDS 88586528 35 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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