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Previous: MBNA CORP, 8-K, 1999-08-18 |
Next: GUARDIAN TECHNOLOGIES INTERNATIONAL INC, 8-K/A, 1999-08-18 |
<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: JUNE 30, 1999
Check here if Amendment [ ]; Amendment Number: 2
-----
This Amendment (Check only one.): [X] is a restatement
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: CALAMOS ASSET MANAGEMENT, INC.
--------------------------------
Address: 1111 East Warrenville Road
--------------------------------
Naperville, Illinois 60563-1493
--------------------------------
--------------------------------
Form 13F File Number: 28-2864
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: James S. Hamman, Jr.
--------------------------------
Title: Vice President & General Counsel
--------------------------------
Phone: (630) 245-7296
--------------------------------
--------------------------------
Signature, Place, and Date of Signing:
8/17/99
- --------------------- ---------------------- ---------------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Form 13F Information Table Entry Total: 284
--------------------
Form 13F Information Table Value Total: $1,786,606
--------------------
(thousands)
<PAGE> 2
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5
-------- -------- -------- -------- --------
VALUE SHRS OR SH/ PUT/
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL
-------------- -------------- ----- -------- ----------------
<S> <C> <C> <C> <C>
ADT OPERATIONS (LYONS) LIQUID YIELD OPTION NOTES DUE 000945AC9 1291 500 SH
AES CORP COMMON STOCK 00130H105 379 6525 SH
AES CORP 4.50% Junior Convertible Subor 00130HAN5 39161 31383 SH
ABERCROMBIE & FITCH CO COMMON STOCK 002896207 413 8600 SH
ACTION PERFORM 4.75% Convertible Subordinated 004933AB3 830 899 SH
ADAPTEC INC (4.75) 4.75% Convertible Bond due 200 00651FAC2 260 270 SH
ADELPHIA COMMUN 5.5% Convertible Preferred Sto 006848402 26777 133220 SH
AFFILIATED COMP SRVCS 144A(R) 4% Convertible Subordinated No 008190AC4 20148 14960 SH
AFFILIATED COMP REGISTERED 4% Convertible Subordinated No 008190AD2 33312 24734 SH
ALKERMES INC 6.5% Convertible Preferred Sto 01642T405 934 19475 SH
ALLERGAN INC COMMON STOCK 018490102 377 3400 SH
ALPHARMA INC 144A(R) 5.75% Convertible Subordinated 020813AA9 547 400 SH
ALPHARMA INC 5.75% CONVERTIBLE SUBORDINATED 020813AB7 2352 1720 SH
ALPHARMA INC 144A(R) 3% Senior Subordinated Convert 020813AC5 560 455 SH
ALZA CORP LIQUID YIELD OPTION NOTES DUE 022615AC2 32608 49689 SH
ALZA CORP 5% Convertible Subordinated De 022615AD0 10324 7441 SH
AMAZON.COM INC COMMON STOCK 023135106 267 2135 SH
AMERICA ONLINE 144A 4% Convertible Bonds due 2002 02364JAA2 4653 550 SH
AMERICAN BANKERS INSUR $3.125 SERIES C CONVERTIBLE PR 024456204 1979 18115 SH
AMER FREIGHTWAY COMMON STOCK 02629V108 336 17200 SH
AMERICAN GENERAL (PRIDES) PFD CONV 026351809 283 4570 SH
AMERICAN RETIREMENT CORP 5.75% Convertible Subordinated 028913AA9 450 590 SH
AMERICAN POWER CNVRSION COMMON STOCK 029066107 352 17500 SH
AMKOR TECHNOLOGY 5.75% Convertible Subordinated 031652AA8 583 592 SH
ANDRX CORP COMMON STOCK 034551101 679 8800 SH
ANTEC CORP 144A(R) 4.5% Convertible Bonds due 200 03664PAA3 440 300 SH
APARTMENT INVT&MGMT (STEP-UP) 8% Convertible Preferred STEP- 03748R705 216 8000 SH
ARCHSTONE COMUN $1.75 SERIES A CONVERTIBLE PRE 039581202 742 24930 SH
ARGOSY GAMING COMPANY COMMON STOCK 040228108 176 20000 SH
ARKANSAS BEST CORPORATION $2.875 SERIES A CUMULATIVE CON 040790206 3234 89200 SH
ARMCO INC $4.50 CUMULATIVE CONVERTIBLE P 042170308 802 16065 SH
</TABLE>
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------- -------- --------
INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER DISCRETION MANAGERS SOLE SHARED NONE
-------------- ---------- -------- ----- ------ ----
<S> <C> <C> <C> <C>
ADT OPERATIONS (LYONS) SOLE NONE 500 0
AES CORP SOLE NONE 1700 4825
AES CORP SOLE NONE 22849 8534
ABERCROMBIE & FITCH CO SOLE NONE 8600 0
ACTION PERFORM SOLE NONE 514 385
ADAPTEC INC (4.75) SOLE NONE 270 0
ADELPHIA COMMUN SOLE NONE 81450 51770
AFFILIATED COMP SRVCS 144A(R) SOLE NONE 13870 1090
AFFILIATED COMP REGISTERED SOLE NONE 13351 11383
ALKERMES INC SOLE NONE 10910 8565
ALLERGAN INC SOLE NONE 3400 0
ALPHARMA INC 144A(R) SOLE NONE 400 0
ALPHARMA INC SOLE NONE 1660 60
ALPHARMA INC 144A(R) SOLE NONE 355 100
ALZA CORP SOLE NONE 24951 24738
ALZA CORP SOLE NONE 2120 5321
AMAZON.COM INC SOLE NONE 710 1425
AMERICA ONLINE 144A SOLE NONE 550 0
AMERICAN BANKERS INSUR SOLE NONE 10595 7520
AMER FREIGHTWAY SOLE NONE 17200 0
AMERICAN GENERAL (PRIDES) SOLE NONE 300 4270
AMERICAN RETIREMENT CORP SOLE NONE 430 160
AMERICAN POWER CNVRSION SOLE NONE 16700 800
AMKOR TECHNOLOGY SOLE NONE 432 160
ANDRX CORP SOLE NONE 8800 0
ANTEC CORP 144A(R) SOLE NONE 300 0
APARTMENT INVT&MGMT (STEP-UP) SOLE NONE 8000 0
ARCHSTONE COMUN SOLE NONE 16785 8145
ARGOSY GAMING COMPANY SOLE NONE 20000 0
ARKANSAS BEST CORPORATION SOLE NONE 55180 34020
ARMCO INC SOLE NONE 7585 8480
</TABLE>
<PAGE> 3
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5
-------- -------- -------- -------- --------
VALUE SHRS OR SH/ PUT/
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL
-------------- -------------- ----- -------- ----------------
<S> <C> <C> <C> <C>
ARMCO INC CONVERTIBLE PREFERRED STOCK 042170407 405 8065 SH
AT HOME CORP 144A(R) OID .5246% CONVERTIBLE SUBORDINATE 045919AA5 548 700 SH
ATMEL CORP 144A(R) 0% Convertible Subordinated de 049513AB0 18921 44944 SH
ATMEL CORP 144A (Step-up) 3.25% for 3yrs then 8.25% for 04951PAA3 207 200 SH
AUTOMATIC DATA PROC COMMON STOCK 053015103 518 11766 SH
AVADO BRANDS COMMON STOCK 05336P108 92 11000 SH
AVADO BRANDS (TECONS) SERIES A 7% Convertible Preferred TECON 05336Q205 233 6100 SH
AVIRON INC REGISTERED 5.75% Convertible Subordinated 053762AC4 214 200 SH
BAKER HUGHES LIQUID YIELD OPTION NOTES DUE 057224AH0 5125 6788 SH
BANKATLANTIC BNC 5.625% Convertible Bonds due 2 065908AC9 9739 12212 SH
BEA SYSTEMS INC COMMON STOCK 073325102 310 10850 SH
BEA SYSTEMS INC 144A(R) 4% Convertible Subordinated De 073325AA0 958 800 SH
BETHLEHEM STEEL $5.00 SERIES CONVERTIBLE PREFE 087509303 546 10000 SH
BETHLEHEM STEEL $2.50 SERIES CONVERTIBLE PREFE 087509402 654 24545 SH
BIOGEN INC COMMON STOCK 090597105 399 6200 SH
CNET INC COMMON STOCK 125945105 379 6600 SH
CNET INC 144A(R) 5% Convertible Notes due 2006 125945AA3 418 250 SH
CALLAWAY GOLF COMPANY COMMON STOCK 131193104 2499 170895 SH
CARNIVAL CORP COMMON STOCK 143658102 1340 27624 SH
CASE CORP COMMON STOCK 14743R103 889 18463 SH
CEDAR FAIR COMMON STOCK 150185106 375 15050 SH
CENDANT CORP (PRIDES) 7.5% PRIDES DUE 2001 151313301 5624 163314 SH
CENTOCOR INC COMMON STOCK 152342101 275 5900 SH
CENTOCOR INC 144A(R) 4.75% Convertible Subordinated 152342AC5 393 350 SH
CENTOCOR INC 4.75 4.75% Convertible Subordinated 152342AE1 937 834 SH
CENTRAL PARKING (TIPS) 5.25% TRUST ISSUED PREFERRED S 154787303 204 10100 SH
CHANCELLOR MEDIA (EVERGREEN) $3.00 Convertible Preferred St 158915405 904 8200 SH
CHARMING SHOPPE 7.50% Convertible Subordinated 161133AA1 249 250 SH
CHECKPOINT SYSTEMS 5.25% CONVERTIBLE BONDS DUE 20 162825AB9 294 400 SH
CHEVRON CORP COMMON STOCK 166751107 305 3200 SH
CHIEFTAIN INTL $1.8125 Conv. Redeemable Pfd. 168672202 322 12315 SH
CHILDRENS PLACE COMMON STOCK 168905107 259 6400 SH
UTD BRANDS (CHIQUITA) $2.875 NON-VOTING CUMULATIVE P 170032403 510 14790 SH
CHIQUITA BRANDS $3.75 SERIES B CONVERTIBLE PRE 170032502 484 11515 SH
CHIRON CORP. 1.90% CONVERTIBLE SUBORDINATED 170040AB5 26149 26304 SH
CINCINNATI FINANCIAL CORP. 5.50% CONVERTIBLE SENIOR DEBEN 172062AB7 506 200 SH
CIRCUIT CITY GP COMMON STOCK 172737108 353 3800 SH
CISCO SYSTEMS INC COMMON STOCK 17275R102 331 5130 SH
</TABLE>
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------- -------- --------
INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER DISCRETION MANAGERS SOLE SHARED NONE
-------------- ---------- -------- ----- ------ ----
<S> <C> <C> <C> <C>
ARMCO INC SOLE NONE 7390 675
AT HOME CORP 144A(R) OID SOLE NONE 700 0
ATMEL CORP 144A(R) SOLE NONE 42590 2354
ATMEL CORP 144A (Step-up) SOLE NONE 200 0
AUTOMATIC DATA PROC SOLE NONE 11766 0
AVADO BRANDS SOLE NONE 3600 7400
AVADO BRANDS (TECONS) SERIES A SOLE NONE 2000 4100
AVIRON INC REGISTERED SOLE NONE 150 50
BAKER HUGHES SOLE NONE 3515 3273
BANKATLANTIC BNC SOLE NONE 8315 3897
BEA SYSTEMS INC SOLE NONE 3450 7400
BEA SYSTEMS INC 144A(R) SOLE NONE 800 0
BETHLEHEM STEEL SOLE NONE 10000 0
BETHLEHEM STEEL SOLE NONE 10960 13585
BIOGEN INC SOLE NONE 6200 0
CNET INC SOLE NONE 6600 0
CNET INC 144A(R) SOLE NONE 250 0
CALLAWAY GOLF COMPANY SOLE NONE 91020 79875
CARNIVAL CORP SOLE NONE 27624 0
CASE CORP SOLE NONE 8866 9597
CEDAR FAIR SOLE NONE 5455 9595
CENDANT CORP (PRIDES) SOLE NONE 23780 139534
CENTOCOR INC SOLE NONE 1975 3925
CENTOCOR INC 144A(R) SOLE NONE 350 0
CENTOCOR INC 4.75 SOLE NONE 564 270
CENTRAL PARKING (TIPS) SOLE NONE 10100 0
CHANCELLOR MEDIA (EVERGREEN) SOLE NONE 8200 0
CHARMING SHOPPE SOLE NONE 250 0
CHECKPOINT SYSTEMS SOLE NONE 400 0
CHEVRON CORP SOLE NONE 1275 1925
CHIEFTAIN INTL SOLE NONE 7045 5270
CHILDRENS PLACE SOLE NONE 6400 0
UTD BRANDS (CHIQUITA) SOLE NONE 5605 9185
CHIQUITA BRANDS SOLE NONE 10070 1445
CHIRON CORP. SOLE NONE 11874 14430
CINCINNATI FINANCIAL CORP. SOLE NONE 200 0
CIRCUIT CITY GP SOLE NONE 3800 0
CISCO SYSTEMS INC SOLE NONE 0 5130
</TABLE>
<PAGE> 4
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5
-------- -------- -------- -------- --------
VALUE SHRS OR SH/ PUT/
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL
-------------- -------------- ----- -------- ----------------
<S> <C> <C> <C> <C>
CITIZENS UTILITIES CO (EPPICS) EPPICS (Equity Providing Prefe 177351202 4726 97190 SH
CITRIX SYS INC 144A(R) 0% CONVERTIBLE SUBORDINATED NO 177376AA8 719 1600 SH
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 328 4760 SH
COMMSCOPE INC COMMON STOCK 203372107 206 6700 SH
COMVERSE TECH COMMON STOCK 205862402 408 5400 SH
COMVERSE TECH 144A 5.75% CONVERTIBLE BONDS DUE 20 205862AC9 684 275 SH
COMVERSE TECH 5.75% CONVERTIBLE BOND DUE 10/ 205862AE5 276 111 SH
COMVERSE TECH 4.5% Subordinated Debentures d 205862AF2 11420 6115 SH
COMVERSE TECH 4.5% Subordinated Debentures d 205862AG0 428 229 SH
COSTCO COS (OID) 144A(R) Zero Coupon Subordinated notes 22160QAA0 33367 35065 SH
COSTCO COS (OID) Zero Coupon Subordinated Notes 22160QAC6 56128 58985 SH
CRESCENT REAL ESTATE EQTIES 6.75% Convertible Preferred St 225756204 212 12400 SH
CROWN CORK & SEAL (DECS) DEC like structure 228255303 15358 572795 SH
ROYAL GROUP TECH LTD (DECS) 6.875% Debt Exchangeable for C 233188200 9428 354116 SH
DATA GENERAL 6% Convertible Subordinated no 237688AG1 276 315 SH
DATA PROCESSING 144A 5.25% CONVERTIBLE SUBORDINATED 237823AA7 244 250 SH
DEVELOPERS DIVERS REALTY CRP 7% CONVERTIBLE SUBORDINATED DE 251591AA1 399 392 SH
DIAMOND OFFSHORE DRILLING 3.75 Convertible Subordinated 25271CAA0 34624 34875 SH
DOUBLECLICK INC 144A(R) 4.75% CONVERTIBLE NOTES DUE 20 258609AA4 627 500 SH
DYCOM INDUSTRIES INC COMMON STOCK 267475101 224 4000 SH
EMC CORP -MASS 3.25% Convertible Bonds due 20 26865YAA2 4128 850 SH
ECHOSTAR COMMUNICATIONS COMMON STOCK 278762109 844 5500 SH
EL PASO ENER CAP TRUST I 4.75% Trust Convertible Prefer 283678209 596 12040 SH
ELECTRONIC DATA SYS CORP ELECTRONIC DATA SYS CORP COMMO 285661104 1837 32445 SH
EMCOR GROUP INC COMMON STOCK 29084Q100 267 10600 SH
EMCOR GROUP INC 5.75% Convertible Subordinated 29084QAC4 836 790 SH
EMULEX CORP COMMON STOCK 292475209 478 4300 SH
EQUITY OFFICE TRUST (PIERS) 5.25% Prefered Income Equity R 294741509 405 9500 SH
EQUITY RES PROP $2.15 SERIES J CUMULATIVE CONV 29476L826 10477 374165 SH
FASTENAL COMMON STOCK 311900104 3376 64390 SH
FEDERAL HOME LOAN MTG CORP COMMON STOCK 313400301 1798 31000 SH
FIFTH THIRD BK COMMON STOCK 316773100 1920 28852 SH
FINANCIAL FEDERAL CORP COMMON STOCK 317492106 208 9450 SH
FINL FED CORP 4.5% Convertible Subordinated 317492AC0 16896 18032 SH
FINOVA GROUP (TOPRS) CONVERTIBLE PREFERRED STOCK 5. 31808E207 1719 24665 SH
FIRST DATA CORP COMMON STOCK 319963104 2057 42040 SH
FIRSTAR CP NEW COMMON STOCK 33763V109 786 28071 SH
FOODMAKER NEW COMMON STOCK 344839204 341 12000 SH
</TABLE>
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------- -------- --------
INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER DISCRETION MANAGERS SOLE SHARED NONE
-------------- ---------- -------- ----- ------ ----
<S> <C> <C> <C> <C>
CITIZENS UTILITIES CO (EPPICS) SOLE NONE 28575 68615
CITRIX SYS INC 144A(R) SOLE NONE 1600 0
CLEAR CHANNEL COMMUNICATIONS SOLE NONE 1650 3110
COMMSCOPE INC SOLE NONE 6700 0
COMVERSE TECH SOLE NONE 5400 0
COMVERSE TECH 144A SOLE NONE 275 0
COMVERSE TECH SOLE NONE 105 6
COMVERSE TECH SOLE NONE 5755 360
COMVERSE TECH SOLE NONE 229 0
COSTCO COS (OID) 144A(R) SOLE NONE 31415 3650
COSTCO COS (OID) SOLE NONE 25036 33949
CRESCENT REAL ESTATE EQTIES SOLE NONE 12400 0
CROWN CORK & SEAL (DECS) SOLE NONE 294135 278660
ROYAL GROUP TECH LTD (DECS) SOLE NONE 323106 31010
DATA GENERAL SOLE NONE 315 0
DATA PROCESSING 144A SOLE NONE 250 0
DEVELOPERS DIVERS REALTY CRP SOLE NONE 180 212
DIAMOND OFFSHORE DRILLING SOLE NONE 19338 15537
DOUBLECLICK INC 144A(R) SOLE NONE 500 0
DYCOM INDUSTRIES INC SOLE NONE 4000 0
EMC CORP -MASS SOLE NONE 850 0
ECHOSTAR COMMUNICATIONS SOLE NONE 5500 0
EL PASO ENER CAP TRUST I SOLE NONE 12040 0
ELECTRONIC DATA SYS CORP SOLE NONE 13125 19320
EMCOR GROUP INC SOLE NONE 3600 7000
EMCOR GROUP INC SOLE NONE 500 290
EMULEX CORP SOLE NONE 4300 0
EQUITY OFFICE TRUST (PIERS) SOLE NONE 9500 0
EQUITY RES PROP SOLE NONE 213260 160905
FASTENAL SOLE NONE 38535 25855
FEDERAL HOME LOAN MTG CORP SOLE NONE 28000 3000
FIFTH THIRD BK SOLE NONE 28852 0
FINANCIAL FEDERAL CORP SOLE NONE 2150 7300
FINL FED CORP SOLE NONE 10838 7194
FINOVA GROUP (TOPRS) SOLE NONE 6360 18305
FIRST DATA CORP SOLE NONE 26650 15390
FIRSTAR CP NEW SOLE NONE 0 28071
FOODMAKER NEW SOLE NONE 12000 0
</TABLE>
<PAGE> 5
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5
-------- -------- -------- -------- --------
VALUE SHRS OR SH/ PUT/
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL
-------------- -------------- ----- -------- ----------------
<S> <C> <C> <C> <C>
FORD MOTOR COMPANY COMMON STOCK 345370100 398 7050 SH
FRANCE TELECOM S.A. 2.0% CONVERTIBLE BOND DUE 01/0 35177QAB1 4151 4510 SH
FRONTIER INSURANCE GROUP INC COMMON STOCK 359081106 363 23600 SH
GANNETT INC COMMON STOCK 364730101 2708 37940 SH
GAP INC COMMON STOCK 364760108 397 7875 SH
GENENTECH EURO (+$36) 5% CONVERTIBLE SUBORDINATED DE 368710AA7 240 250 SH
GENESCO INC COMMON STOCK 371532102 523 35900 SH
GENESCO INC REGISTERED 5.50% Convertible Subordinated 371532AL6 696 745 SH
GENTEX CORP COMMON STOCK 371901109 280 10000 SH
GENZYME CORP144A+2.7285 GZMO 5.25% Convertible Subordinated 372917AE4 18942 13715 SH
GENZYME CORP +2.7285 GZMO 5.25% Convertible Subordinated 372917AF1 1733 1255 SH
GETTY IMAGES REGISTERED 4.75% Convertible Subordinated 374276AC7 229 250 SH
GLENBOROGH REALTY TRUST 7.75% Convertible Preferred St 37803P204 1151 60600 SH
HNC SOFTWARE INC 4.75% Convertible Subordinated 40425PAA5 247 250 SH
HALTER MARINE 144A(R) 4.5% Convertible Subordinated 40642YAA3 212 340 SH
HARLEY-DAVIDSON INC COMMON STOCK 412822108 353 6500 SH
HEALTHSOUTH CP 144A(R) 3.25% Convertible Subordinated 421924AD3 254 300 SH
HEWLETT PKD (LYONS) 144A(R) CONVERTIBLE SUBORDINATED (LYON 428236AA1 10074 15900 SH
HEWLETT PKD (LYONS) CONVERTIBLE SUBORDINATED (LYON 428236AC7 81648 128871 SH
HILTON HOTELS 5% CONVERTIBLE SUBORDINATED DE 432848AL3 39889 43595 SH
HOME DEPOT 3.25% CONVERTIBLE SUBORDINATED 437076AE2 5407 1923 SH
HOMEBASE INC COMMON STOCK 43738E108 87 13800 SH
HOMEBASE INC 5.25% Convertible Subordinated 43738EAB4 264 305 SH
HUTCHINSON TECH REGISTERED 6% Convertible Subordinated no 448407AC0 234 200 SH
IDEC PHARM CORP COMMON STOCK 449370105 301 3900 SH
INTERIM SERVICES 4.5% Convertible Subordinated 45868PAA8 18257 21019 SH
INTERPUBLIC GRP OID 144A(R) 1.8% Convertible Subordinated 460690AD2 9696 8035 SH
INTERPUBLIC GRP 1.8% CONVERTIBLE SUBORDINATED 460690AF7 22937 19007 SH
INTERPUBLIC GRP 144A(R) 1.87% Subordinated notes due 2 460690AG5 27275 29727 SH
JACOR COMMS [CCU](LYONS) LIQUID YIELD OPTION NOTES 469858AA2 646 600 SH
JACOR COMM [CCU](LYONS) 2018 Liquid Yield Option Notes Due 469858AB0 2026 3610 SH
JAKKS PACIFIC COMMON STOCK 47012E106 358 12000 SH
K-SWISS CL A COMMON STOCK 482686102 493 10600 SH
KELLSTROM INDS 144A(R) 5.75% Convertible Subordinated 488035AA4 224 250 SH
KERR-MCGEE CORP 7.50% Subordinated Debentures 492386AL1 4753 4783 SH
LSI LOGIC 144A(R) 4.25% Convertible Notes due 20 502161AB8 10269 6270 SH
LAM RESEARCH 144A(R) 5% Convertible Subordinated no 512807AB4 228 250 SH
LENNAR CORP OID Zero Coupon Convertible Debent 526057AA2 25129 56608 SH
</TABLE>
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------- -------- --------
INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER DISCRETION MANAGERS SOLE SHARED NONE
-------------- ---------- -------- ----- ------ ----
<S> <C> <C> <C> <C>
FORD MOTOR COMPANY SOLE NONE 1790 5260
FRANCE TELECOM S.A. SOLE NONE 4510 0
FRONTIER INSURANCE GROUP INC SOLE NONE 8200 15400
GANNETT INC SOLE NONE 35600 2340
GAP INC SOLE NONE 7875 0
GENENTECH EURO (+$36) SOLE NONE 250 0
GENESCO INC SOLE NONE 28200 7700
GENESCO INC REGISTERED SOLE NONE 360 385
GENTEX CORP SOLE NONE 0 10000
GENZYME CORP144A+2.7285 GZMO SOLE NONE 12905 810
GENZYME CORP +2.7285 GZMO SOLE NONE 361 894
GETTY IMAGES REGISTERED SOLE NONE 150 100
GLENBOROGH REALTY TRUST SOLE NONE 60600 0
HNC SOFTWARE INC SOLE NONE 250 0
HALTER MARINE 144A(R) SOLE NONE 340 0
HARLEY-DAVIDSON INC SOLE NONE 6000 500
HEALTHSOUTH CP 144A(R) SOLE NONE 300 0
HEWLETT PKD (LYONS) 144A(R) SOLE NONE 14400 1500
HEWLETT PKD (LYONS) SOLE NONE 70111 58760
HILTON HOTELS SOLE NONE 19751 23844
HOME DEPOT SOLE NONE 1903 20
HOMEBASE INC SOLE NONE 4800 9000
HOMEBASE INC SOLE NONE 155 150
HUTCHINSON TECH REGISTERED SOLE NONE 200 0
IDEC PHARM CORP SOLE NONE 875 3025
INTERIM SERVICES SOLE NONE 16020 4999
INTERPUBLIC GRP OID 144A(R) SOLE NONE 7580 455
INTERPUBLIC GRP SOLE NONE 5956 13051
INTERPUBLIC GRP 144A(R) SOLE NONE 26132 3595
JACOR COMMS [CCU](LYONS) SOLE NONE 600 0
JACOR COMM [CCU](LYONS) 2018 SOLE NONE 2155 1455
JAKKS PACIFIC SOLE NONE 12000 0
K-SWISS CL A SOLE NONE 10600 0
KELLSTROM INDS 144A(R) SOLE NONE 250 0
KERR-MCGEE CORP SOLE NONE 4754 29
LSI LOGIC 144A(R) SOLE NONE 5960 310
LAM RESEARCH 144A(R) SOLE NONE 250 0
LENNAR CORP OID SOLE NONE 20651 35957
</TABLE>
<PAGE> 6
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5
-------- -------- -------- -------- --------
VALUE SHRS OR SH/ PUT/
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL
-------------- -------------- ----- -------- ----------------
<S> <C> <C> <C> <C>
LEVEL ONE COMMS 144A(R) 4% Convertible subordinated no 527295AA7 493 250 SH
LEXMARK HOLDING INC. COMMON STOCK 529771107 529 8000 SH
MCI WORLDCOM COMMON STOCK 55268B106 1073 12463 SH
MGM GRAND INC COMMON STOCK 552953101 3734 76210 SH
MAGNA INTL CL A 5% CONVERTIBLE SUBORDINATED DE 559222AE4 455 420 SH
MAGNA INTERNATIONAL 4.875% CONVERTIBLE SUBORDINATE 559222AG9 50568 51403 SH
MAIL- WELL INC COMMON STOCK 560321200 212 13100 SH
MAIL-WELL INC 5% Convertible Subordinated no 560321AD3 885 837 SH
MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 279 4736 SH
MASCOTECH INC 4.5% Convertible Subordinated 574670AB1 208 250 SH
MEDIAONE (VOD)+$7.29/$9 PIES 6.25% Premium Income Exchange 58440J401 50038 552905 SH
MEDIMMUNE INC COMMON STOCK 584699102 230 3400 SH
METROMEDIA INT'L GROUP INC COMMON STOCK 591695101 83 11050 SH
MICHAELS STORES SIREN Step-up Conv. Sub. Notes 594087AC2 638 643 SH
MICROSOFT CORP COMMON STOCK 594918104 577 6400 SH
MICRON TECH 7% Convertible Subordinated No 595112AB9 619 600 SH
MINDSPRING ENTRPRISES INC COMMON STOCK 602683104 724 16340 SH
MINDSPRING ENTRP REGISTERED 5% Convertible Subordinated no 602683AA2 34306 36280 SH
MONACO COACH CORP COMMON STOCK 60886R103 267 6300 SH
MONSANTO CO (ACES) 6.5% ACES 611662305 48257 1202660 SH
MOTOROLA INC MOTOROLA INC COMMON STOCK 620076109 649 6847.917 SH
MOTOROLA INC Liquid Yield Option Notes due 620076AJ8 16659 15425 SH
NVR INC COMMON STOCK 62944T105 313 6000 SH
NABORS INDUS INC 5% CONVERTIBLE SUBORDINATE NOT 629568AA4 23949 17742 SH
NATIONAL AUSTRALIA BK 7.875% Convertible Preferred S 632525309 106852 3517775 SH
NATL DATA CORP 5% Convertible Subordinated No 635621AA3 262 250 SH
NATL SEMICONDUCTOR 144A 6.5% Convertible Bonds Due 200 637640AA1 382 400 SH
NET.B@NK INC COMMON STOCK 640933107 291 7735 SH
NETWORK ASSOC 144A 0% Convertible Subordinated No 640938AA4 5417 18520 SH
NETWORK ASSOC 0% Convertible Subordinated No 640938AB2 2726 9321 SH
NEW PLAN EXCEL REALTY TR 8.5% SERIES A CONVERTIBLE PREF 648053205 243 9000 SH
NEXTEL COMMUNICATION COMMON STOCK 65332V103 263 5250 SH
GILEAD SCIENCES 6.25% 6.25% Convertible subordinated 65333BAC0 276 220 SH
NIKE INC-B COMM CL B 654106103 5757 90930 SH
JONES APPL(NIN) +$21.396 144A 5.5% CONVERTIBLE SUBORDINATED 65440DAA0 302 300 SH
NOKIA -ADR A ADR 654902204 366 4000 SH
OAK INDS INC 144A(R) 4.875% Convertible Subordinate 671400AJ8 381 300 SH
OCCIDENTAL PETROLEUM (CXY) $3.00 Cum. CXY-Indexed Conv. P 674599790 1698 29315 SH
</TABLE>
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------- -------- --------
INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER DISCRETION MANAGERS SOLE SHARED NONE
-------------- ---------- -------- ----- ------ ----
<S> <C> <C> <C> <C>
LEVEL ONE COMMS 144A(R) SOLE NONE 250 0
LEXMARK HOLDING INC. SOLE NONE 8000 0
MCI WORLDCOM SOLE NONE 5045 7418
MGM GRAND INC SOLE NONE 48860 27350
MAGNA INTL CL A SOLE NONE 400 20
MAGNA INTERNATIONAL SOLE NONE 27965 23438
MAIL- WELL INC SOLE NONE 4700 8400
MAIL-WELL INC SOLE NONE 505 332
MARTIN MARIETTA MATERIALS SOLE NONE 4600 136
MASCOTECH INC SOLE NONE 250 0
MEDIAONE (VOD)+$7.29/$9 PIES SOLE NONE 350840 202065
MEDIMMUNE INC SOLE NONE 3400 0
METROMEDIA INT'L GROUP INC SOLE NONE 3900 7150
MICHAELS STORES SIREN SOLE NONE 328 315
MICROSOFT CORP SOLE NONE 6400 0
MICRON TECH SOLE NONE 600 0
MINDSPRING ENTRPRISES INC SOLE NONE 12840 3500
MINDSPRING ENTRP REGISTERED SOLE NONE 23153 13127
MONACO COACH CORP SOLE NONE 6300 0
MONSANTO CO (ACES) SOLE NONE 722980 479680
MOTOROLA INC SOLE NONE 4165 2682.92
MOTOROLA INC SOLE NONE 4972 10453
NVR INC SOLE NONE 6000 0
NABORS INDUS INC SOLE NONE 8104 9638
NATIONAL AUSTRALIA BK SOLE NONE 2176450 1341325
NATL DATA CORP SOLE NONE 250 0
NATL SEMICONDUCTOR 144A SOLE NONE 400 0
NET.B@NK INC SOLE NONE 2500 5235
NETWORK ASSOC 144A SOLE NONE 17295 1225
NETWORK ASSOC SOLE NONE 5717 3604
NEW PLAN EXCEL REALTY TR SOLE NONE 9000 0
NEXTEL COMMUNICATION SOLE NONE 2250 3000
GILEAD SCIENCES 6.25% SOLE NONE 120 100
NIKE INC-B SOLE NONE 72870 18060
JONES APPL(NIN) +$21.396 144A SOLE NONE 300 0
NOKIA -ADR A SOLE NONE 4000 0
OAK INDS INC 144A(R) SOLE NONE 300 0
OCCIDENTAL PETROLEUM (CXY) SOLE NONE 19095 10220
</TABLE>
<PAGE> 7
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5
-------- -------- -------- -------- --------
VALUE SHRS OR SH/ PUT/
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL
-------------- -------------- ----- -------- ----------------
<S> <C> <C> <C> <C>
OFFICE DEPOT INC Liquid Yield Option Notes Note 676220AB2 86527 103290 SH
OFFSHORE LOGISTIC 6% CONVERTIBLE SUBORDINATED NO 676255AF9 258 300 SH
OMNICARE INC 144A(R) 5% Convertible Subordinated De 681904AB4 220 300 SH
OMNICOM GROUP 4.25% Convertible Bonds due 20 681919AE6 1089 425 SH
OWENS CORNING COMMON STOCK 69073F103 341 9925 SH
OWENS-ILLINOIS INC 4.75% Convertible Preferred St 690768502 1586 36050 SH
PECO ENERGY CO COMMON STOCK 693304107 394 9420 SH
PMC - SIERRA INC COMMON STOCK 69344F106 448 7600 SH
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 220 3052 SH
PARK ELECTROCHEMICAL CORP SUB NOTE CV 5.5% 06 700416AB6 6279 6788 SH
PEP BOYS M M & J 4% Convertible Subordinated No 713278AG4 307 300 SH
PERSONNEL GROUP OF AMERICA INC COMMON STOCK 715338109 107 10700 SH
PERSONNEL GROUP 144A(R) 5.75% Convertible subordinated 715338AC3 256 300 SH
PERSONNEL GROUP 5.75% Convertible Subordinated 715338AE9 457 535 SH
PETSMART INC COMMON STOCK 716768106 332 32400 SH
PETSMART INC 6.75% Convertible Subordinated 716768AB2 3459 2680 SH
PHILIPPINE LONG DIST Global Dep. Shares, One Share 718252703 416 8000 SH
PHOTRONICS INC 6% Convertible notes due 2004 719405AA0 221 200 SH
PIER 1 IMPORTS 5.75% CONVERTIBLE SUBORDINATEE 720279AF5 282 200 SH
PIONEER FIN SVC 6.5% CONVERTIBLE SUBORDINATED 723672AE1 232 200 SH
PLATINUM TECH 144A(R) 6.25% Convertible Subordinated 72764TAB7 250 250 SH
POGO TRUST I (QUIPS) 6.50% QUIPS due 2029 73044P208 439 8700 SH
POTOMAC ELECTRIC POWER 5% Convertible Debentures Due 737679BT6 484 494 SH
PRIDE INTL INC 6.25% CONVERTIBLE SUBORDINATED 741932AA5 251 250 SH
PRIDE INTL INC Zero Coupon Subordinated deben 741932AB3 310 1000 SH
PROLOGIS TRUST 7% SERIES B CONVERTIBLE PREFER 743410300 5783 222958 SH
PSYCHEMEDICS CORP COMMON STOCK 744375106 58 11639 SH
PSINET INC COMMON STOCK 74437C101 257 5875 SH
PSINET INC REGISTERED 6.75% Convertible Preferred St 74437C309 22609 468590 SH
QUALCOMM INC COMMON STOCK 747525103 431 3000 SH
QUANTA SERVICES COMMON STOCK 74762E102 242 5500 SH
QUANTUM CORP 7% Convertible Subordinated no 747906AC9 427 450 SH
QUINTILES TRANSNATIONAL CORP COMMON STOCK 748767100 231 5490 SH
QUINTILES TRANSNATIONAL 4.25% Convertible Subordinated 748767AC4 1072 952 SH
RF MICRO DEVICES INC COMMON STOCK 749941100 746 10000 SH
RECKSON ASSOC SERIES A 7.625% Convertible preferred s 75621K205 342 15000 SH
RELIANT ENERGY COMMON STOCK 75952J108 346 12535 SH
RES CARE INC 144A(R) 6% Convertible Subordinated no 760943AA8 388 300 SH
</TABLE>
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------- -------- --------
INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER DISCRETION MANAGERS SOLE SHARED NONE
-------------- ---------- -------- ----- ------ ----
<S> <C> <C> <C> <C>
OFFICE DEPOT INC SOLE NONE 59265 44025
OFFSHORE LOGISTIC SOLE NONE 300 0
OMNICARE INC 144A(R) SOLE NONE 300 0
OMNICOM GROUP SOLE NONE 425 0
OWENS CORNING SOLE NONE 3225 6700
OWENS-ILLINOIS INC SOLE NONE 24490 11560
PECO ENERGY CO SOLE NONE 3170 6250
PMC - SIERRA INC SOLE NONE 7600 0
PACIFICARE HEALTH SYSTEMS SOLE NONE 2222 830
PARK ELECTROCHEMICAL CORP SOLE NONE 4838 1950
PEP BOYS M M & J SOLE NONE 300 0
PERSONNEL GROUP OF AMERICA INC SOLE NONE 3800 6900
PERSONNEL GROUP 144A(R) SOLE NONE 300 0
PERSONNEL GROUP SOLE NONE 190 345
PETSMART INC SOLE NONE 11600 20800
PETSMART INC SOLE NONE 1565 1115
PHILIPPINE LONG DIST SOLE NONE 8000 0
PHOTRONICS INC SOLE NONE 200 0
PIER 1 IMPORTS SOLE NONE 200 0
PIONEER FIN SVC SOLE NONE 200 0
PLATINUM TECH 144A(R) SOLE NONE 250 0
POGO TRUST I (QUIPS) SOLE NONE 6100 2600
POTOMAC ELECTRIC POWER SOLE NONE 419 75
PRIDE INTL INC SOLE NONE 90 160
PRIDE INTL INC SOLE NONE 1000 0
PROLOGIS TRUST SOLE NONE 100230 122728
PSYCHEMEDICS CORP SOLE NONE 0 11639
PSINET INC SOLE NONE 1875 4000
PSINET INC REGISTERED SOLE NONE 295190 173400
QUALCOMM INC SOLE NONE 3000 0
QUANTA SERVICES SOLE NONE 5500 0
QUANTUM CORP SOLE NONE 450 0
QUINTILES TRANSNATIONAL CORP SOLE NONE 1725 3765
QUINTILES TRANSNATIONAL SOLE NONE 617 335
RF MICRO DEVICES INC SOLE NONE 10000 0
RECKSON ASSOC SERIES A SOLE NONE 15000 0
RELIANT ENERGY SOLE NONE 4755 7780
RES CARE INC 144A(R) SOLE NONE 300 0
</TABLE>
<PAGE> 8
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5
-------- -------- -------- -------- --------
VALUE SHRS OR SH/ PUT/
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL
-------------- -------------- ----- -------- ----------------
<S> <C> <C> <C> <C>
ROBBINS & MYERS INC COMMON STOCK 770196103 242 10850 SH
ROBBINS & MYERS 6.5% Convertible Subordinated 770196AA1 453 470 SH
ROUSE CO Series B (6%) 6% Convertible Preferred Stock 779273309 20820 518885 SH
SAFEGUARD SCTFC 144A(R) 5% Convertible Subordinated No 786449AD0 533 520 SH
ST PAUL COS INC (MIPS) 6% Convertible Monthly Income 792856205 1592 27095 SH
SANMINA CORP 144A(R) 4.25% Convertible Subordinated 800907AA5 936 850 SH
SCANDINAVIAN BROADCAST SYS SUB DB Cnv 7.25% 05 805906AA2 450 400 SH
SCHOLASTIC CORP 5% Convertible Subordinated De 807066AA3 214 225 SH
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 363 3300 SH
SEAGRAM CO LTD (ACES) 7.50% ACES Due 2002 811850205 45650 921060 SH
SEACOR HOLDINGS SEACOR HOLDINGS COMMON STOCK 811904101 289 5400 SH
SEACOR HOLDINGS 144A(R) 5.375% Convertible Subordinate 811904AC5 3508 3560 SH
SEACOR HOLDINGS 5.375% CONVERTIBLE BONDS DUE 1 811904AE1 15696 15928 SH
SEALED AIR CORP COMMON STOCK 81211K100 529 8160 SH
SEALED AIR CORP (W.R.GRACE) $2.00 Convertible Preferred St 81211K209 56743 907890 SH
SEPRACOR INC 144A(R) 7% Convertible Subordinated no 817315AF1 1175 1200 SH
SILICON GRAPHICS 5.25% EXCH'D 5.25% Convertible notes due 20 827056AC6 389 450 SH
SPEEDWAY MOTORSPORTS 5.75% CONVERTIBLE BONDS DUE 9/ 847788AC0 447 317 SH
SPORTSLINE USA 144A(R) 5% Convertible Subordinated no 848934AA3 338 460 SH
STATION CASINOS INC COMMON STOCK 857689103 2392 117422 SH
SGS-THOMSON MICROELEC ZERO Zero Coupon Convertible notes 861012AA0 12679 10073 SH
STRIDE RITE CORP COMMON STOCK 863314100 2393 232020 SH
SUNRISE ASSISTED LIVING 5.5% Convertible Notes Due 20 86768KAC0 448 400 SH
SYSTEMS & COMPUTER TECH 5% Convertible Bonds due 2004 871873AB1 11270 13417 SH
TALK.COM INC(TEL-SAVE.COM) 4.5% Convertible Subordinated 879176AC9 367 500 SH
TELECOM ITALIA SPA -SP ADR ADR 87927W106 242 2300 SH
TELEFONOS DE MEXICO -ADS SPNS ADR ORD L 879403780 265 3285 SH
TELEFONOS DE MEXICO 4.25% Convertible Subordinated 879403AD5 2055 2000 SH
TXU COMMON STOCK 882848104 374 9055 SH
THERMO ELECTRON 144K 4.25% Convertible Subordinated 883556AF9 2996 3345 SH
THERMO INSTRMNT 144A 4.5% Senior Convertible Debent 883559AC0 499 560 SH
THERMO INSTRMNT (NOT 144A) 4% Convertible notes due 2005 883559AE6 1679 2032 SH
TOTAL RENAL CARE 144A(R) 7% Convertible Subordinated No 89151AAA5 249 300 SH
TOWER AUTOMOTIVE 144A(R) 5% Convertible subordinated no 891707AA9 223 200 SH
TOWER AUTOMOTIVE 5% Convertible Subordinated No 891707AE1 668 600 SH
TRANSWITCH CORP COMMON STOCK 894065101 313 6600 SH
UNISYS CORPORATION COMMON STOCK 909214108 1022 26244 SH
US CELLULAR Liquid Yield Option Notes 911684AA6 95739 179899 SH
</TABLE>
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------- -------- --------
INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER DISCRETION MANAGERS SOLE SHARED NONE
-------------- ---------- -------- ----- ------ ----
<S> <C> <C> <C> <C>
ROBBINS & MYERS INC SOLE NONE 3200 7650
ROBBINS & MYERS SOLE NONE 135 335
ROUSE CO Series B (6%) SOLE NONE 338599 180286
SAFEGUARD SCTFC 144A(R) SOLE NONE 420 100
ST PAUL COS INC (MIPS) SOLE NONE 16095 11000
SANMINA CORP 144A(R) SOLE NONE 750 100
SCANDINAVIAN BROADCAST SYS SOLE NONE 400 0
SCHOLASTIC CORP SOLE NONE 225 0
SCHWAB (CHARLES) CORP SOLE NONE 3300 0
SEAGRAM CO LTD (ACES) SOLE NONE 667230 253830
SEACOR HOLDINGS SOLE NONE 1800 3600
SEACOR HOLDINGS 144A(R) SOLE NONE 3035 525
SEACOR HOLDINGS SOLE NONE 6637 9291
SEALED AIR CORP SOLE NONE 3160 5000
SEALED AIR CORP (W.R.GRACE) SOLE NONE 645365 262525
SEPRACOR INC 144A(R) SOLE NONE 1200 0
SILICON GRAPHICS 5.25% EXCH'D SOLE NONE 450 0
SPEEDWAY MOTORSPORTS SOLE NONE 315 2
SPORTSLINE USA 144A(R) SOLE NONE 460 0
STATION CASINOS INC SOLE NONE 76091 41331
SGS-THOMSON MICROELEC ZERO SOLE NONE 2977 7096
STRIDE RITE CORP SOLE NONE 120835 111185
SUNRISE ASSISTED LIVING SOLE NONE 400 0
SYSTEMS & COMPUTER TECH SOLE NONE 8968 4449
TALK.COM INC(TEL-SAVE.COM) SOLE NONE 500 0
TELECOM ITALIA SPA -SP ADR SOLE NONE 2300 0
TELEFONOS DE MEXICO -ADS SOLE NONE 1095 2190
TELEFONOS DE MEXICO SOLE NONE 1680 320
TXU SOLE NONE 3395 5660
THERMO ELECTRON 144K SOLE NONE 891 2454
THERMO INSTRMNT 144A SOLE NONE 0 560
THERMO INSTRMNT (NOT 144A) SOLE NONE 471 1561
TOTAL RENAL CARE 144A(R) SOLE NONE 300 0
TOWER AUTOMOTIVE 144A(R) SOLE NONE 200 0
TOWER AUTOMOTIVE SOLE NONE 600 0
TRANSWITCH CORP SOLE NONE 6600 0
UNISYS CORPORATION SOLE NONE 21084 5160
US CELLULAR SOLE NONE 101746 78153
</TABLE>
<PAGE> 9
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5
-------- -------- -------- -------- --------
VALUE SHRS OR SH/ PUT/
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL
-------------- -------------- ----- -------- ----------------
<S> <C> <C> <C> <C>
VALASSIS COMMS VALASSIS COMMS COMMON STOCK 918866104 302 8250 SH
VERITAS SOFTWRE 5.25% CONVERTIBLE SUBORDINATED 923436AB5 422 180 SH
VERITY INC COMMON STOCK 92343C106 379 7000 SH
VERISIGN INC COMMON STOCK 92343E102 604 7000 SH
VISX INC COMMON STOCK 92844S105 538 6800 SH
VORNADO RLTY TST -SERIES A 6.5% CONVERTIBLE PREFERRED STO 929042208 31780 629298 SH
WHX CORP $3.75 SERIES B CONVERTIBLE PRE 929248300 716 22290 SH
WASTE MGT INC (WMX TECH INC) 2% CONVERTIBLE SUBORDINATED NO 92929QAF4 1124 1028 SH
WASHINGTON MUTUAL INC COMMON STOCK 939322103 252 7129 SH
WASTE MGT INC COMMON STOCK 94106L109 454 8450 SH
WASTE MGT INC 4% Convertible Subordinated No 94106LAA7 17678 13342 SH
WENDYS INTL (TECONs) Series A 950588202 7218 119302 SH
WEYERHAEUSER CO. COMMON STOCK 962166104 296 4300 SH
WHOLE FOODS MKT 144A(R) Zero Coupon Convertible Subord 966837AA4 4047 11400 SH
WHOLE FOODS MKT Zero Coupon Convertible Subord 966837AC0 9915 27930 SH
WORLD COLOR PRESS 6% Convertible Notes due 2007 981443AA2 225 235 SH
YAHOO! INC COMMON STOCK 984332106 327 1900 SH
TOMMY HILFIGER COMMON STOCK G8915Z102 301 4100 SH
XL CAP LTD-A COMMON STOCK G98255105 576 10196 SH
MATSUSHITA ELECTRIC IND. #6 1.4% CONVERTIBLE BONDS DUE 3/3 JJ3021572 3648 290 SH
BELL ATLANTIC (CABLE&WIRELESS) 4.25% Convertible Bonds due 20 U0778KAD4 80540 78576 SH
MARRIOTT INTL - EURO LIQUID YIELD OPTION NOTES DUE U57147AA5 2826 3905 SH
THERMO ELECTRON EURO (4.25%) 4.25% Convertible Subordinated U88356AF4 367 410 SH
ROYAL CARIBBEAN CRUISES, LTD. COMMON STOCK V7780T103 1059 24210 SH
ROYAL CARIBBEAN CONVERTIBLE PREFERRED STOCK 7 V7780T111 55251 406069 SH
</TABLE>
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------- -------- --------
INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER DISCRETION MANAGERS SOLE SHARED NONE
-------------- ---------- -------- ----- ------ ----
<S> <C> <C> <C> <C>
VALASSIS COMMS SOLE NONE 8250 0
VERITAS SOFTWRE SOLE NONE 180 0
VERITY INC SOLE NONE 7000 0
VERISIGN INC SOLE NONE 7000 0
VISX INC SOLE NONE 6800 0
VORNADO RLTY TST -SERIES A SOLE NONE 270909 358389
WHX CORP SOLE NONE 11155 11135
WASTE MGT INC (WMX TECH INC) SOLE NONE 1000 28
WASHINGTON MUTUAL INC SOLE NONE 5449 1680
WASTE MGT INC SOLE NONE 3050 5400
WASTE MGT INC SOLE NONE 4778 8564
WENDYS INTL (TECONs) SOLE NONE 47629 71673
WEYERHAEUSER CO. SOLE NONE 4300 0
WHOLE FOODS MKT 144A(R) SOLE NONE 11400 0
WHOLE FOODS MKT SOLE NONE 20721 7209
WORLD COLOR PRESS SOLE NONE 210 25
YAHOO! INC SOLE NONE 1900 0
TOMMY HILFIGER SOLE NONE 4100 0
XL CAP LTD-A SOLE NONE 10052 144
MATSUSHITA ELECTRIC IND. #6 SOLE NONE 290 0
BELL ATLANTIC (CABLE&WIRELESS) SOLE NONE 48579 29997
MARRIOTT INTL - EURO SOLE NONE 2110 1795
THERMO ELECTRON EURO (4.25%) SOLE NONE 255 155
ROYAL CARIBBEAN CRUISES, LTD. SOLE NONE 14930 9280
ROYAL CARIBBEAN SOLE NONE 276348 129721
</TABLE>
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