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Previous: MARK INTERNATIONAL PARTNERS LP, 13F-NT, 1999-11-10 |
Next: WILMINGTON TRUST CORP, 13F-HR, 1999-11-10 |
<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: September 30, 1999
Check here if Amendment [ ]; Amendment Number: ________
This Amendment (Check only one.): [ ] 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: Senior Vice President & General Counsel
Phone: (630) 245-7200
Signature, Place, and Date of Signing:
/s/ James S. Hamman, Jr. Naperville, Illinois November 10, 1999
------------------------ ------------------------ -----------------
[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).)
<PAGE> 2
FORM 13F SUMMARY PAGE
Report Summary:
Form 13F Information Table Entry Total: 416
------------------------------
Form 13F Information Table Value Total: $1,588,758
------------------------------
(thousands)
<PAGE> 3
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4
- --------------- -------------- -------- --------
VALUE
NAMES OF ISSUER TITLE OF CLASS CUSIP [X$1000]
- --------------- -------------- ----- --------
<S> <C> <C> <C>
ADT OPERATIONS (LYONS) LIQUID YIELD OPTION NOTES DUE 000945AC9 $3374
AES CORP COMMON STOCK 00130H105 $289
AES CORP 4.50% Junior Convertible Subor 00130HAN5 $34840
ACTIVISION INC COMMON 004930202 $247
ACTIVISION INC REGISTERED 6.75% Convertible Subordinated 004930AC7 $605
ACTION PERFORMANCE COS INC COMMON STOCK PAR .01 004933107 $70
ACTION PERFORM 4.75% Convertible Subordinated 004933AB3 $452
ADAPTEC 144A 4.75% Convertible Subordinated 00651FAA6 $177
ADAPTEC INC (4.75) 4.75% Convertible Bond due 200 00651FAC2 $3497
ADELPHIA COMMUN 5.5% Convertible Preferred Sto 006848402 $8466
AFFILIATED COMPUTER SVCS -A COMMON STOCK CLASS A SHARES P 008190100 $84
AFFILIATED COMP SRVCS 144A(R) 4% Convertible Subordinated No 008190AC4 $9754
AFFILIATED COMP REGISTERED 4% Convertible Subordinated No 008190AD2 $28847
AFFYMETRIX INC Common Stock 00826T108 $98
AGNICO-EAGLE MINES 3.5% Convertible bonds due 200 008474AA6 $209
AGRIBRANDS INTL COMMON STOCK 00849R105 $203
ALBERTSONS INC COMMON 013104104 $8
ALKERMES INC 6.5% Convertible Preferred Sto 01642T405 $1597
ALLIANCE SEMICO COMMON 01877H100 $170
ALPHARMA INC -CL A CLASS A 020813101 $115
ALPHARMA INC 144A(R) 5.75% Convertible Subordinated 020813AA9 $537
ALPHARMA INC 5.75% CONVERTIBLE SUBORDINATED 020813AB7 $2080
ALPHARMA INC 144A(R) 3% Senior Subordinated Convert 020813AC5 $3021
ALTERA CORP COMMON STOCK 021441100 $3
ALZA CORP LIQUID YIELD OPTION NOTES DUE 022615AC2 $24873
ALZA CORP 5% Convertible Subordinated De 022615AD0 $10717
AMAZON.COM INC COMMON STOCK 023135106 $341
AMERICA ONLINE COMMON STOCK 02364J104 $7
AMERICA ONLINE 144A 4% Convertible Bonds due 2002 02364JAA2 $4393
AMER GENERAL (MIPS) CONVERTIBLE MIPS, SERIES A 02637G200 $716
AMERICAN RETIREMENT CORP 5.75% Convertible Subordinated 028913AA9 $254
AMERITRADE HOLDINGS CORP COMMON STOCK 03072H109 $85
<CAPTION>
COLUMN 8
COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
------------------- ---------- -------------- ---------------------
SHRS OR SH/ PCT/ INVESTMENT
PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------- ---- ---- ---------- -------------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
1200 SH SOLE NONE 500 700
4900 SH SOLE NONE 1950 2950
26966 SH SOLE NONE 19277 7689
14000 SH SOLE NONE 4900 9100
540 SH SOLE NONE 220 320
3325 SH SOLE NONE 1100 2225
667 SH SOLE NONE 352 315
180 SH SOLE NONE 180 0
3557 SH SOLE NONE 2849 708
48105 SH SOLE NONE 35035 13070
2075 SH SOLE NONE 0 2075
8595 SH SOLE NONE 7505 1090
25419 SH SOLE NONE 13799 11620
1000 SH SOLE NONE 350 650
300 SH SOLE NONE 300 0
4100 SH SOLE NONE 4100 0
200 SH SOLE NONE 0 200
28510 SH SOLE NONE 15920 12590
16000 SH SOLE NONE 16000 0
3250 SH SOLE NONE 1150 2100
400 SH SOLE NONE 400 0
1550 SH SOLE NONE 1550 0
2507 SH SOLE NONE 2400 107
80 SH SOLE NONE 80 0
44242 SH SOLE NONE 21645 22597
8931 SH SOLE NONE 2922 6009
4270 SH SOLE NONE 1420 2850
68 SH SOLE NONE 68 0
550 SH SOLE NONE 550 0
8945 SH SOLE NONE 8625 320
350 SH SOLE NONE 350 0
4600 SH SOLE NONE 1100 3500
</TABLE>
<PAGE> 4
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4
- --------------- -------------- -------- --------
VALUE
NAMES OF ISSUER TITLE OF CLASS CUSIP [X$1000]
- --------------- -------------- ----- --------
<S> <C> <C> <C>
AMERITRADE HLDG 5.75% Convertible Bonds due 20 03072HAA7 $197
AMKOR TECHNOLOGY 5.75% Convertible Subordinated 031652AA8 $393
ANADIGICS CORP COMMON 032515108 $160
ANDRX CORP COMMON STOCK 034551101 $515
ANNTAYLOR 144A(R)SEE NOTES .55% Subordinated Convertible 036115AA1 $185
ANTEC CORP COMMON STOCK 03664P105 $13
ANTEC CORP 144A(R) 4.5% Convertible Bonds due 200 03664PAA3 $684
APACHE CORP (ACES) 6.50% Automatically Convertibl 037411600 $1687
APARTMENT INVT&MGMT (STEP-UP) 8% Convertible Preferred STEP- 03748R705 $195
ARCHSTONE COMUN $1.75 SERIES A CONVERTIBLE PRE 039581202 $359
ARGOSY GAMING COMPANY COMMON STOCK 040228108 $265
ARKANSAS BEST CORP COMMON STOCK 040790107 $211
ARKANSAS BEST CORPORATION $2.875 SERIES A CUMULATIVE CON 040790206 $5740
ARMCO INC $4.50 CUMULATIVE CONVERTIBLE P 042170308 $790
ARMCO INC CONVERTIBLE PREFERRED STOCK 042170407 $423
ARROW ELECTRONICS INC COMMON STOCK 042735100 $85
AT HOME CORP 144A(R) OID .5246% CONVERTIBLE SUBORDINATE 045919AA5 $449
ATMEL CORP COMMON STOCK 049513104 $426
ATMEL CORP 144A(R) 0% Convertible Subordinated de 049513AB0 $25108
AUTOMATIC DATA PROC COMMON STOCK 053015103 $525
AUTOMATIC DATA PROC, INC. Liquid Yield Option Notes due 053015AC7 $23
AVADO BRANDS COMMON STOCK 05336P108 $62
AVADO BRANDS (TECONS) SERIES A 7% Convertible Preferred TECON 05336Q205 $182
AVATAR HOLDINGS INC 7% Convertible Subordinated no 053494AD2 $181
AVIRON COMMON STOCK 053762100 $308
AVIRON INC REGISTERED 5.75% Convertible Subordinated 053762AC4 $595
BAKER HUGHES LIQUID YIELD OPTION NOTES DUE 057224AH0 $20679
BALLY TOTAL FITNESS HLDGS COMMON STOCK PAR .01 05873K108 $2
BANKATLANTIC BNC 5.625% Convertible Bonds due 2 065908AC9 $9685
BASIN EXPLORATION INC COMMON STOCK 070107107 $202
BEA SYSTEMS INC 144A(R) 4% Convertible Subordinated De 073325AA0 $1004
BELL ATLANTIC CORP COMMON STOCK 077853109 $24
BETHLEHEM STEEL $5.00 SERIES CONVERTIBLE PREFE 087509303 $512
BETHLEHEM STEEL $2.50 SERIES CONVERTIBLE PREFE 087509402 $637
BIOGEN INC COMMON STOCK 090597105 $489
BIOVAIL CORP INT'L COMMON STOCK 09067K106 $345
BOEING CO COMMON STOCK 097023105 $2950
BRAUNS FASHIONS CORP COMMON STOCK 105658108 $182
BRAZIL FUND INC COMMON STOCK 105759104 $18
<CAPTION>
COLUMN 8
COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
------------------- ---------- -------------- ---------------------
SHRS OR SH/ PCT/ INVESTMENT
PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------- ---- ---- ---------- -------------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
270 SH SOLE NONE 70 200
300 SH SOLE NONE 300 0
5700 SH SOLE NONE 5700 0
8800 SH SOLE NONE 8800 0
325 SH SOLE NONE 325 0
243 SH SOLE NONE 243 0
300 SH SOLE NONE 300 0
42175 SH SOLE NONE 7120 35055
8000 SH SOLE NONE 8000 0
13495 SH SOLE NONE 5785 7710
20000 SH SOLE NONE 20000 0
17050 SH SOLE NONE 8175 8875
136675 SH SOLE NONE 88490 48185
15880 SH SOLE NONE 7440 8440
8215 SH SOLE NONE 7600 615
4800 SH SOLE NONE 0 4800
700 SH SOLE NONE 700 0
12600 SH SOLE NONE 12600 0
47715 SH SOLE NONE 45450 2265
11766 SH SOLE NONE 11766 0
20 SH SOLE NONE 0 20
11000 SH SOLE NONE 3600 7400
6100 SH SOLE NONE 2000 4100
200 SH SOLE NONE 200 0
12700 SH SOLE NONE 4500 8200
640 SH SOLE NONE 325 315
28135 SH SOLE NONE 14109 14026
59 SH SOLE NONE 59 0
12457 SH SOLE NONE 8201 4256
8400 SH SOLE NONE 8400 0
700 SH SOLE NONE 700 0
360.543 SH SOLE NONE 0 350.543
10000 SH SOLE NONE 10000 0
24745 SH SOLE NONE 11190 13555
6200 SH SOLE NONE 6200 0
6800 SH SOLE NONE 6800 0
69200 SH SOLE NONE 41580 27620
10000 SH SOLE NONE 10000 0
1333 SH SOLE NONE 0 1333
</TABLE>
<PAGE> 5
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4
- --------------- -------------- -------- --------
VALUE
NAMES OF ISSUER TITLE OF CLASS CUSIP [X$1000]
- --------------- -------------- ----- --------
<S> <C> <C> <C>
BRIGHTPOINT INC REGISTERED LYONS DUE 2018 109473AC2 $150
BRINKER INTL (CHILI'S) COMMON STOCK 109641100 $13
BRIT AIR ADR ADR 2ND INSTAL 110419306 $160
BRITISH AM TOB ADR 110448107 $105
CEC ENTERTANMNT COMMON STOCK 125137109 $409
CNET INC 144A(R) 5% Convertible Notes due 2006 125945AA3 $409
CNF TRANSPORT (TECONS) 5% Convertible preferred TECON 12612V205 $455
CNF TRANSPORTATION INC COMMON STOCK 12612W104 $65
CTS CORP COMMON STOCK 126501105 $460
CABLE & WIRELESS COMMS -ADR AMERICAN DEPOSITORY RECEIPT 12682P104 $47
CALLAWAY GOLF COMPANY COMMON STOCK 131193104 $368
CALPINE CORP COMMON STOCK 131347106 $544
CAPSTEAD MORTGAGE COMMON STOCK 14067E100 $2
CARNIVAL CORP COMMON STOCK 143658102 $1202
CEDAR FAIR COMMON STOCK 150185106 $321
CENDANT CORPORATION COMMON STOCK 151313103 $64
CENTOCOR INC COMMON STOCK 152342101 $3
CENTOCOR INC (JNJ) 144A(R) 4.75% Convertible Subordinated 152342AC5 $460
CENTOCOR INC (JNJ) 4.75 4.75% Convertible Subordinated 152342AE1 $564
CHARMING SHOPPE 7.50% Convertible Subordinated 161133AA1 $234
CHECKPOINT SYSTEMS 144A 5.25% CONVERTIBLE BONDS DUE 20 162825AA1 $151
CHECKPOINT SYSTEMS 5.25% CONVERTIBLE BONDS DUE 20 162825AB9 $75
CHIEFTAIN INTL $1.8125 Conv. Redeemable Pfd. 168672202 $335
CHILE FUND INC COMMON STOCK 168834109 $10
UTD BRANDS (CHIQUITA) $2.875 NON-VOTING CUMULATIVE P 170032403 $351
CHIQUITA BRANDS $3.75 SERIES B CONVERTIBLE PRE 170032502 $430
CHIQUITA BRANDS EURO 7% CONVERTIBLE SUBORDINATED DE 170032AH9 $182
CHIRON CORP. 1.90% CONVERTIBLE SUBORDINATED 170040AB5 $27311
CINCINNATI FINANCIAL CORP. 5.50% CONVERTIBLE SENIOR DEBEN 172062AB7 $497
CIRCUIT CITY GP COMMON STOCK 172737108 $321
CIRRUS LOGIC 6% Convertible Subordinated no 172755AC4 $37
CISCO SYSTEMS INC COMMON STOCK 17275R102 $695
CITIGROUP INC COMMON STOCK 172967101 $2
CITIZENS UTILITIES CO (EPPICS) EPPICS (Equity Providing Prefe 177351202 $11836
CITRIX SYS INC 144A(R) 0% CONVERTIBLE SUBORDINATED NO 177376AA8 $776
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 $266
COCA-COLA CO COCA-COLA CO COMMON STOCK 191216100 $48
COMMSCOPE INC COMMON STOCK 203372107 $218
COMVERSE TECH COMMON STOCK 205862402 $509
<CAPTION>
COLUMN 8
COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
------------------- ---------- -------------- ---------------------
SHRS OR SH/ PCT/ INVESTMENT
PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------- ---- ---- ---------- -------------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
600 SH SOLE NONE 600 0
465 SH SOLE NONE 0 465
2800 SH SOLE NONE 2800 0
6038 SH SOLE NONE 6038 0
11400 SH SOLE NONE 11400 0
250 SH SOLE NONE 250 0
8465 SH SOLE NONE 6565 1900
1750 SH SOLE NONE 0 1750
8000 SH SOLE NONE 8000 0
900 SH SOLE NONE 0 900
30225 SH SOLE NONE 8425 21800
6400 SH SOLE NONE 6400 0
600 SH SOLE NONE 600 0
27624 SH SOLE NONE 27624 0
15450 SH SOLE NONE 5880 9570
3600 SH SOLE NONE 1425 2175
57 SH SOLE NONE 57 0
350 SH SOLE NONE 350 0
429 SH SOLE NONE 429 0
250 SH SOLE NONE 250 0
200 SH SOLE NONE 200 0
100 SH SOLE NONE 100 0
12510 SH SOLE NONE 7260 5250
1000 SH SOLE NONE 0 1000
14585 SH SOLE NONE 5400 9185
13870 SH SOLE NONE 11425 2445
200 SH SOLE NONE 200 0
25930 SH SOLE NONE 11396 14534
200 SH SOLE NONE 200 0
7600 SH SOLE NONE 7600 0
50 SH SOLE NONE 50 0
10130 SH SOLE NONE 5000 5130
54 SH SOLE NONE 54 0
237905 SH SOLE NONE 85405 152500
1600 SH SOLE NONE 1600 0
3335 SH SOLE NONE 1375 1960
1000 SH SOLE NONE 0 1000
6700 SH SOLE NONE 6700 0
5400 SH SOLE NONE 5400 0
</TABLE>
<PAGE> 6
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4
- --------------- -------------- -------- --------
VALUE
NAMES OF ISSUER TITLE OF CLASS CUSIP [X$1000]
- --------------- -------------- ----- --------
<S> <C> <C> <C>
COMVERSE TECH 5.75% CONVERTIBLE BOND DUE 10/ 205862AE5 $870
COMVERSE TECH 4.5% Subordinated Debentures d 205862AF2 $13730
COMVERSE TECH 4.5% Subordinated Debentures d 205862AG0 $1786
CONEXANT SYSTEMS 144A(R) 4.25% Convertible Subordinated 207142AA8 $775
CONEXANT SYSTEMS 4.25% Convertible Subordinated 207142AB6 $224
COOPER INDUSTRIES COOPER INDUSTRIES COMMON STOCK 216669101 $4
COSTCO WHOLE CP (OID) 144A(R) Zero Coupon Subordinated notes 22160QAA0 $30507
COSTCO WHOLE CP(COSTCO COS)OID Zero Coupon Subordinated Notes 22160QAC6 $54406
CREDENCE SYS CP 144A(R) 5.25% Convertible Subordinated 225302AA6 $193
CRESCENT REAL ESTATE EQTIES 6.75% Convertible Preferred St 225756204 $186
CROWN CORK & SEAL (DECS) DEC like structure 228255303 $4124
CYMER INC (Step-up'00) 144A 3.50% Coupon till 2000 then 7. 232572AA5 $195
CYPRESS SEMICON 6% Convertible Subordinated no 232806AD1 $170
DSP GROUP INC COMMON STOCK 23332B106 $351
DATA GENERAL 144A(R) 6% Convertible Subordinated no 237688AE6 $192
DATA GENERAL (EMC CORP) 6% Convertible Subordinated no 237688AG1 $328
DELPHI AUTOMOT COMMON STOCK 247126105 $2
DIAMOND OFFSHORE DRILLING 3.75 Convertible Subordinated 25271CAA0 $41304
DISNEY WALT CO COMMON STOCK 254687106 $57
DOUBLECLICK INC 144A(R) 4.75% CONVERTIBLE NOTES DUE 20 258609AA4 $421
DURA AUTO SYS CAP TRUST 7.5% Convertible Trust Preferr 26632M201 $176
DURA PHARMA INC 3.5% Convertible subordinated 26632SAA7 $155
DURAMED PHARM INC COMMON STOCK 266354109 $12
EMC CORP -MASS 3.25% Convertible Bonds due 20 26865YAA2 $5366
EATON CORP COMMON STOCK 278058102 $302
ECHOSTAR COMMUNICATIONS COMMON STOCK 278762109 $999
EL PASO ENER CAP TRUST I 4.75% Trust Convertible Prefer 283678209 $629
ELAN CORP-ADR ADR 284131208 $76
ELECTRONIC DATA SYS CORP ELECTRONIC DATA SYS CORP COMMO 285661104 $1750
EMCOR GROUP INC COMMON STOCK 29084Q100 $237
EMCOR GROUP INC 5.75% Convertible Subordinated 29084QAC4 $597
EMULEX CORP COMMON STOCK 292475209 $739
EQUITABLE RES COMMON STOCK 294549100 $5
EQUITY OFFICE TRUST (PIERS) 5.25% Prefered Income Equity R 294741509 $373
EQUITY RES PROP $2.15 SERIES J CUMULATIVE CONV 29476L826 $11949
EUROPEAN WT FUND INC COMMON STOCK 298792102 $154
EXXON COMMON STOCK 302290101 $93
FASTENAL COMMON STOCK 311900104 $4014
FEDERAL HOME LOAN MTG CORP COMMON STOCK 313400301 $1612
<CAPTION>
COLUMN 8
COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
------------------- ---------- -------------- ---------------------
SHRS OR SH/ PCT/ INVESTMENT
PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------- ---- ---- ---------- -------------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
281 SH SOLE NONE 281 0
6065 SH SOLE NONE 5730 335
789 SH SOLE NONE 789 0
450 SH SOLE NONE 450 0
130 SH SOLE NONE 130 0
93 SH SOLE NONE 0 93
35065 SH SOLE NONE 31415 3650
62534 SH SOLE NONE 28394 34140
200 SH SOLE NONE 200 0
12400 SH SOLE NONE 12400 0
184830 SH SOLE NONE 165460 19370
200 SH SOLE NONE 200 0
150 SH SOLE NONE 150 0
8800 SH SOLE NONE 8800 0
185 SH SOLE NONE 185 0
315 SH SOLE NONE 315 0
143 SH SOLE NONE 0 143
38946 SH SOLE NONE 19327 19619
2200 SH SOLE NONE 0 2200
270 SH SOLE NONE 270 0
8100 SH SOLE NONE 8100 0
200 SH SOLE NONE 200 0
1550 SH SOLE NONE 0 1550
850 SH SOLE NONE 850 0
3500 SH SOLE NONE 3500 0
11000 SH SOLE NONE 11000 0
12000 SH SOLE NONE 12000 0
2250 SH SOLE NONE 700 1550
33055 SH SOLE NONE 12930 20125
12300 SH SOLE NONE 3600 8700
660 SH SOLE NONE 300 360
8600 SH SOLE NONE 8600 0
140 SH SOLE NONE 140 0
9500 SH SOLE NONE 9500 0
444600 SH SOLE NONE 239010 205590
10358 SH SOLE NONE 0 10358
1230 SH SOLE NONE 0 1230
85180 SH SOLE NONE 55165 30015
31000 SH SOLE NONE 31000 0
</TABLE>
<PAGE> 7
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4
- --------------- -------------- -------- --------
VALUE
NAMES OF ISSUER TITLE OF CLASS CUSIP [X$1000]
- --------------- -------------- ----- --------
<S> <C> <C> <C>
FIFTH THIRD BK COMMON STOCK 316773100 $335
FINANCIAL FEDERAL CORP COMMON STOCK 317492106 $165
FINL FED CORP 4.5% Convertible Subordinated 317492AC0 $17107
FINOVA GROUP (TOPRS) CONVERTIBLE PREFERRED STOCK 5. 31808E207 $214
FIRST DATA CORP COMMON STOCK 319963104 $3542
FIRSTAR CP NEW COMMON STOCK 33763V109 $719
FORD MOTOR COMPANY COMMON STOCK 345370100 $369
FOREST OIL CORP COMMON STOCK 346091606 $205
FRANCE TELECOM S.A. 2.0% CONVERTIBLE BOND DUE 01/0 35177QAB1 $3358
FRONTIER INSURANCE GROUP INC COMMON STOCK 359081106 $180
GTE CORPORATION COMMON STOCK 362320103 $53
GABELLI CNV SEC FUND CONV SECS FD 36240B109 $2
GANNETT INC COMMON STOCK 364730101 $2583
GENERAL MILLS INC GENERAL MILLS INC COMMON STOCK 370334104 $8
GENL MOTORS CORP COMMON STOCK 370442105 $13
GENESCO INC COMMON STOCK 371532102 $449
GENESCO INC REGISTERED 5.50% Convertible Subordinated 371532AL6 $2459
GENTEX CORP COMMON STOCK 371901109 $207
GENZYME CORP144A+2.7285 GZMO 5.25% Convertible Subordinated 372917AE4 $18368
GENZYME CORP +2.7285 GZMO 5.25% Convertible Subordinated 372917AF1 $2249
GETTY IMAGES REGISTERED 4.75% Convertible Subordinated 374276AC7 $154
GLENBOROGH REALTY TRUST 7.75% Convertible Preferred St 37803P204 $996
GREY ADVERTISING INC COMMON STOCK 397838103 $74
HMT TECHNOLOGY (5.75%) 5.75% CONVERTIBLE SUBORDINATED 403917AD9 $116
HNC SOFTWARE INC 4.75% Convertible Subordinated 40425PAA5 $279
HALTER MARINE 144A(R) 4.5% Convertible Subordinated 40642YAA3 $216
HARLEY-DAVIDSON INC COMMON STOCK 412822108 $25
HAVERTY FURNITURE COMMON STOCK 419596101 $154
HEWLETT PKD (LYONS) 144A(R) CONVERTIBLE SUBORDINATED (LYON 428236AA1 $9681
HEWLETT PKD (LYONS) CONVERTIBLE SUBORDINATED (LYON 428236AC7 $88778
HILTON HOTELS 5% CONVERTIBLE SUBORDINATED DE 432848AL3 $26379
HOME DEPOT 3.25% CONVERTIBLE SUBORDINATED 437076AE2 $7480
HOMEBASE INC 5.25% Convertible Subordinated 43738EAB4 $54
HUMAN GENOME SCIENCES 144A(R) 5.50% Convertible Notes due 20 444903AA6 $266
HUTCHINSON TECH REGISTERED 6% Convertible Subordinated no 448407AC0 $226
IMATION CORP COMMON STOCK 45245A107 $397
INCO LTD (DIAMOND FIELDS) 5.5% 8/21/06 SERIES E CONVERTI 453258808 $894
INCO LTD 5.75% Convertible Debentures D 453258AK1 $569
INFO RESOURCES COMMON STOCK 456905108 $4
<CAPTION>
COLUMN 8
COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
------------------- ---------- -------------- ---------------------
SHRS OR SH/ PCT/ INVESTMENT
PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------- ---- ---- ---------- -------------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
5514 SH SOLE NONE 5514 0
8750 SH SOLE NONE 2150 6600
19475 SH SOLE NONE 12030 7445
4160 SH SOLE NONE 4040 120
80730 SH SOLE NONE 49895 30835
28071 SH SOLE NONE 0 28071
7360 SH SOLE NONE 2120 5240
12000 SH SOLE NONE 12000 0
3210 SH SOLE NONE 3210 0
20600 SH SOLE NONE 8200 12400
689.03 SH SOLE NONE 0 689.03
213.322 SH SOLE NONE 0 213.322
37340 SH SOLE NONE 35600 1740
100 SH SOLE NONE 0 100
206 SH SOLE NONE 0 206
35900 SH SOLE NONE 28200 7700
2820 SH SOLE NONE 1983 837
10000 SH SOLE NONE 0 10000
13555 SH SOLE NONE 12745 810
1660 SH SOLE NONE 894 766
150 SH SOLE NONE 150 0
60600 SH SOLE NONE 60600 0
200 SH SOLE NONE 0 200
300 SH SOLE NONE 300 0
250 SH SOLE NONE 250 0
340 SH SOLE NONE 340 0
500 SH SOLE NONE 0 500
10600 SH SOLE NONE 10600 0
15900 SH SOLE NONE 14400 1500
145806 SH SOLE NONE 80422 65384
32567 SH SOLE NONE 15191 17376
2503 SH SOLE NONE 1903 600
75 SH SOLE NONE 75 0
170 SH SOLE NONE 170 0
200 SH SOLE NONE 200 0
12800 SH SOLE NONE 12800 0
21280 SH SOLE NONE 10825 10455
600 SH SOLE NONE 600 0
333 SH SOLE NONE 0 333
</TABLE>
<PAGE> 8
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4
- --------------- -------------- -------- --------
VALUE
NAMES OF ISSUER TITLE OF CLASS CUSIP [X$1000]
- --------------- -------------- ----- --------
<S> <C> <C> <C>
INTEGRATED DEVICE TECH. INC. 5.5% Convertible Subordinated 458118AA4 $280
INTEL CORP COMMON STOCK 458140100 $992
INTERIM SERVICES 4.5% Convertible Subordinated 45868PAA8 $32919
INT'L BUSINESS MACHINES CORP COMMON STOCK 459200101 $83
INTERPUBLIC GROUP OF COS COMMON STOCK 460690100 $45
INTERPUBLIC GRP OID 144A(R) 1.8% Convertible Subordinated 460690AD2 $9242
INTERPUBLIC GRP 1.8% CONVERTIBLE SUBORDINATED 460690AF7 $23023
INTERPUBLIC GRP 144A(R) 1.87% Subordinated notes due 2 460690AG5 $30980
INTERPUBLIC GRP (ACRED INV) 1.87% Subordinated notes due 2 460690AH3 $93
JACOR COMMS [CCU](LYONS) LIQUID YIELD OPTION NOTES 469858AA2 $751
JACOR COMM [CCU](LYONS) 2018 Liquid Yield Option Notes Due 469858AB0 $2028
JAKKS PACIFIC COMMON STOCK 47012E106 $450
JAPAN OTC EQUITY FUND COMMON STOCK 471091108 $71
KELLSTROM INDS 144A(R) 5.75% Convertible Subordinated 488035AA4 $180
KERR-MCGEE CORP 7.50% Subordinated Debentures 492386AL1 $4693
KEY ENERGY GRP 144A 5% Convertible subordinated no 492914AD8 $138
KIMBERLY-CLARK CORP COMMON STOCK 494368103 $53
K MART FINANCING 7.75% 6/15/16 SERIES 498778208 $1725
KNIGHT-RIDDER INC COMMON STOCK 499040103 $82
KONINKLIJKE(PHILIPS ELECTRONI) NY REG SHARES 500472204 $195
LSI LOGIC 144A(R) 4.25% Convertible Notes due 20 502161AB8 $11161
LTX CORP. COMMON STOCK 502392103 $178
LABORATORY CP (TOPR-like) 8.50% Trust Convertible prefer 50540R201 $179
LAM RESEARCH 144A(R) 5% Convertible Subordinated no 512807AB4 $249
LAMAR ADVER CO COMMON STOCK 512815101 $497
LANDS END INC COMMON STOCK 515086106 $482
LATITUDE COMM COMMON STOCK 518292107 $10
LENNAR CORP OID Zero Coupon Convertible Debent 526057AA2 $8121
INTEL (LEVEL ONE COMM) 144A(R) 4% Convertible subordinated no 527295AA7 $613
INTEL (LEVEL ONE COMM) 4% Convertible Bonds due 2004 527295AC3 $1471
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 $26
MCI WORLDCOM COMMON STOCK 55268B106 $881
MGIC INVT CP COMMON STOCK 552848103 $726
MGM GRAND INC COMMON STOCK 552953101 $4976
MRV COMMUNICATIONS INC COMMON STOCK 553477100 $220
MAGNA INTERNATIONAL -CL A COMMON STOCK 559222401 $209
MAGNA INTL CL A 5% CONVERTIBLE SUBORDINATED DE 559222AE4 $3539
MAGNA INTERNATIONAL 4.875% CONVERTIBLE SUBORDINATE 559222AG9 $51905
MAIL- WELL INC COMMON STOCK 560321200 $182
<CAPTION>
COLUMN 8
COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
------------------- ---------- -------------- ---------------------
SHRS OR SH/ PCT/ INVESTMENT
PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------- ---- ---- ---------- -------------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
300 SH SOLE NONE 300 0
13343 SH SOLE NONE 12713 630
41175 SH SOLE NONE 25790 15385
680 SH SOLE NONE 280 400
1100 SH SOLE NONE 200 900
8035 SH SOLE NONE 7580 455
20017 SH SOLE NONE 7545 12472
33447 SH SOLE NONE 28947 4500
100 SH SOLE NONE 0 100
600 SH SOLE NONE 600 0
3226 SH SOLE NONE 2350 876
12000 SH SOLE NONE 12000 0
5500 SH SOLE NONE 0 5500
250 SH SOLE NONE 250 0
4783 SH SOLE NONE 4754 29
200 SH SOLE NONE 200 0
1000 SH SOLE NONE 0 1000
36500 SH SOLE NONE 36500 0
1500 SH SOLE NONE 0 1500
1932 SH SOLE NONE 1932 0
6270 SH SOLE NONE 5960 310
13000 SH SOLE NONE 13000 0
3200 SH SOLE NONE 3200 0
250 SH SOLE NONE 250 0
10050 SH SOLE NONE 3900 6150
7300 SH SOLE NONE 7300 0
333 SH SOLE NONE 0 333
20815 SH SOLE NONE 8417 12398
250 SH SOLE NONE 250 0
600 SH SOLE NONE 0 600
400 SH SOLE NONE 0 400
12255 SH SOLE NONE 4957 7298
15200 SH SOLE NONE 15200 0
97215 SH SOLE NONE 66425 30790
9300 SH SOLE NONE 3400 5900
4200 SH SOLE NONE 1500 2700
3510 SH SOLE NONE 2661 849
57201 SH SOLE NONE 31723 25478
13100 SH SOLE NONE 4700 8400
</TABLE>
<PAGE> 9
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4
- --------------- -------------- -------- --------
VALUE
NAMES OF ISSUER TITLE OF CLASS CUSIP [X$1000]
- --------------- -------------- ----- --------
<S> <C> <C> <C>
MAIL-WELL INC 5% Convertible Subordinated no 560321AD3 $799
MANDALAY RESORT COMMON STOCK 562567107 $3385
MARK IV INDUSTRIES INC COMMON STOCK 570387100 $109
MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 $5
MASCOTECH INC 4.5% Convertible Subordinated 574670AB1 $204
MATTEL INC COMMON STOCK 577081102 $57
MEASUREMENT(EC) COMMON STOCK 583421102 $202
MEDIAONE GROUP 4.5% Series D Preferred Stock 58440J203 $1268
MEDIMMUNE INC COMMON STOCK 584699102 $339
METAMOR WORLDWIDE 2.94% Convertible Subordinated 59133PAA8 $136
METROMEDIA INT'L GROUP INC COMMON STOCK 591695101 $32
METROMEDIA INT (PIK/Cash) 7.25% Convertible preferred st 591695200 $598
MICHAELS STORES COMMON STOCK 594087108 $131
MICHAELS STORES SIREN Step-up Conv. Sub. Notes 594087AC2 $641
MICROSOFT CORP COMMON STOCK 594918104 $580
MICRON TECH 7% Convertible Subordinated No 595112AB9 $700
MIDAM ENRGY-NEW COMMON STOCK 59562V107 $173
MINDSPRING ENTRP REGISTERED 5% Convertible Subordinated no 602683AA2 $26120
MOBIL CORPORATION COMMON STOCK 607059102 $42
MONACO COACH CORP COMMON STOCK 60886R103 $230
MONSANTO CO (ACES) 6.5% ACES 611662305 $47131
MOTOROLA INC MOTOROLA INC COMMON STOCK 620076109 $482
MOTOROLA INC Liquid Yield Option Notes due 620076AJ8 $14579
NVR INC COMMON STOCK 62944T105 $303
NATIONAL AUSTRALIA BK 7.875% Convertible Preferred S 632525309 $102807
NATL DATA CORP 5% Convertible Subordinated No 635621AA3 $213
NATL SEMI (Called 11/12/99) 6.5% Convertible Bonds Due 200 637640AA1 $399
NET.B@NK INC COMMON STOCK 640933107 $93
NETWORK ASSOC 144A 0% Convertible Subordinated No 640938AA4 $506
NETWORK ASSOC 0% Convertible Subordinated No 640938AB2 $1
NEW PLAN EXCEL REALTY TR 8.5% SERIES A CONVERTIBLE PREF 648053205 $211
NEWFIELD EXPL COMMON STOCK 651290108 $216
NEWFIELD FINL TRUST I(QUIPS) 6.50% QUIPS DUE 2029 651291205 $717
NIKE INC-B CL B 654106103 $6217
OAK INDS INC 144A(R) 4.875% Convertible Subordinate 671400AJ8 $317
OCCIDENTAL PETROL COMMON STOCK 674599105 $1744
OFFICE DEPOT INC Liquid Yield Option Notes Due 676220AA4 $3292
OFFICE DEPOT INC Liquid Yield Option Notes Note 676220AB2 $4936
OFFSHORE LOGISTIC 6% CONVERTIBLE SUBORDINATED NO 676255AF9 $253
<CAPTION>
COLUMN 8
COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
------------------- ---------- -------------- ---------------------
SHRS OR SH/ PCT/ INVESTMENT
PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------- ---- ---- ---------- -------------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
820 SH SOLE NONE 505 315
171370 SH SOLE NONE 103860 67510
5500 SH SOLE NONE 1750 3750
136 SH SOLE NONE 0 136
250 SH SOLE NONE 250 0
3000 SH SOLE NONE 0 3000
11000 SH SOLE NONE 11000 0
9390 SH SOLE NONE 4685 4705
3400 SH SOLE NONE 3400 0
200 SH SOLE NONE 200 0
7750 SH SOLE NONE 3100 4650
24300 SH SOLE NONE 20900 3400
4450 SH SOLE NONE 1600 2850
643 SH SOLE NONE 328 315
6400 SH SOLE NONE 6400 0
600 SH SOLE NONE 600 0
5850 SH SOLE NONE 1850 4000
27943 SH SOLE NONE 17635 10308
412 SH SOLE NONE 0 412
9450 SH SOLE NONE 9450 0
1309190 SH SOLE NONE 799390 509800
5478.984 SH SOLE NONE 4100 1378.98
14839 SH SOLE NONE 4642 10197
6000 SH SOLE NONE 6000 0
3755500 SH SOLE NONE 2352245 1403255
250 SH SOLE NONE 250 0
400 SH SOLE NONE 400 0
4200 SH SOLE NONE 1000 3200
1500 SH SOLE NONE 1500 0
4 SH SOLE NONE 0 4
9000 SH SOLE NONE 9000 0
6550 SH SOLE NONE 2250 4300
13150 SH SOLE NONE 7000 6150
109305 SH SOLE NONE 84440 24865
300 SH SOLE NONE 300 0
75403 SH SOLE NONE 53063 22340
5208 SH SOLE NONE 4406 802
7457 SH SOLE NONE 2381 5076
300 SH SOLE NONE 300 0
</TABLE>
<PAGE> 10
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4
- --------------- -------------- -------- --------
VALUE
NAMES OF ISSUER TITLE OF CLASS CUSIP [X$1000]
- --------------- -------------- ----- --------
<S> <C> <C> <C>
OMNICARE INC 144A(R) 5% Convertible Subordinated De 681904AB4 $198
OMNICOM GROUP 4.25% Convertible Bonds due 20 681919AE6 $1079
ORACLE CORPORATION COMMON STOCK 68389X105 $2
ORBITAL SCIENCES REGISTERED 5% Convertible subordinated no 685564AC0 $134
OWENS & MINOR INC COMMON STOCK 690732102 $169
OWENS CORNING COMMON STOCK 69073F103 $157
OWENS-ILLINOIS INC 4.75% Convertible Preferred St 690768502 $1132
PECO ENERGY CO COMMON STOCK 693304107 $366
PMC - SIERRA INC COMMON STOCK 69344F106 $703
PACIFIC GAS & ELECTRIC 7.04% PREFERRED STOCK 694308685 $214
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 $132
PARK ELECTROCHEMICAL CORP SUBNT CV 5.5%06 700416AB6 $6813
PARKER DRILLING 5.5% Convertible Subordinated 701081AD3 $152
PERSONNEL GROUP 144A(R) 5.75% Convertible subordinated 715338AC3 $215
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 $11
PHILIPPINE LONG DIST Global Dep. Shares, One Share 718252703 $332
PHOSPHATE RES COMMON STOCK 719217101 $10
PHOTRONICS INC 6% Convertible notes due 2004 719405AA0 $214
PIER 1 IMPORTS INC COMMON STOCK 720279108 $223
PIER 1 IMPORTS 5.75% CONVERTIBLE SUBORDINATEE 720279AF5 $634
PIONEER STANDARD ELECTRONICS COMMON STOCK 723877106 $223
POGO PRODUCING CO COMMON STOCK 730448107 $229
POGO PRODUCING 5.5% 5.5% Convertible subordinated 730448AE7 $81
POGO TRUST I (QUIPS) 6.50% QUIPS due 2029 73044P208 $780
POLYMEDICA CORP COMMON STOCK 731738100 $172
POTOMAC ELECTRIC POWER 5% Convertible Debentures Due 737679BT6 $452
POWER-ONE INC COMMON STOCK 739308104 $176
POWERWAVE TECH COMMON STOCK 739363109 $212
PRICE COMM CORP COMMON STOCK 741437305 $466
PRIMA ENERGY COM PAR $0.015 741901201 $217
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 $205
PRIDE INTL (Called 10/20/99) 6.25% CONVERTIBLE SUBORDINATED 741932AA5 $294
PRIDE INTL INC Zero Coupon Subordinated deben 741932AB3 $345
PROCTER & GAMBLE CO COMMON STOCK 742718109 $641
PROLOGIS TRUST 7% SERIES B CONVERTIBLE PREFER 743410300 $5229
PSYCHEMEDICS CORP COMMON STOCK 744375106 $52
PSINET INC COMMON STOCK 74437C101 $222
PSINET INC REGISTERED 6.75% Convertible Preferred St 74437C309 $1828
QUALCOMM INC COMMON STOCK 747525103 $590
<CAPTION>
COLUMN 8
COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
------------------- ---------- -------------- ---------------------
SHRS OR SH/ PCT/ INVESTMENT
PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------- ---- ---- ---------- -------------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
300 SH SOLE NONE 300 0
425 SH SOLE NONE 425 0
50 SH SOLE NONE 0 50
150 SH SOLE NONE 150 0
17525 SH SOLE NONE 6100 11425
7250 SH SOLE NONE 2250 5000
34555 SH SOLE NONE 24350 10205
9765 SH SOLE NONE 3575 6190
7600 SH SOLE NONE 7600 0
7910 SH SOLE NONE 7710 200
3052 SH SOLE NONE 2222 830
7078 SH SOLE NONE 5129 1949
200 SH SOLE NONE 200 0
300 SH SOLE NONE 300 0
217 SH SOLE NONE 0 217
8000 SH SOLE NONE 8000 0
1000 SH SOLE NONE 0 1000
200 SH SOLE NONE 200 0
33000 SH SOLE NONE 12000 21000
650 SH SOLE NONE 300 350
15450 SH SOLE NONE 6900 8550
11050 SH SOLE NONE 4050 7000
101 SH SOLE NONE 0 101
14650 SH SOLE NONE 9200 5450
7400 SH SOLE NONE 7400 0
470 SH SOLE NONE 395 75
6900 SH SOLE NONE 6900 0
4400 SH SOLE NONE 4400 0
18600 SH SOLE NONE 18600 0
9500 SH SOLE NONE 9500 0
14450 SH SOLE NONE 5100 9350
250 SH SOLE NONE 90 160
1000 SH SOLE NONE 1000 0
6842 SH SOLE NONE 0 6842
214528 SH SOLE NONE 97500 117028
11639 SH SOLE NONE 0 11639
6175 SH SOLE NONE 2425 3750
45405 SH SOLE NONE 27080 18325
3120 SH SOLE NONE 3120 0
</TABLE>
<PAGE> 11
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4
- --------------- -------------- -------- --------
VALUE
NAMES OF ISSUER TITLE OF CLASS CUSIP [X$1000]
- --------------- -------------- ----- --------
<S> <C> <C> <C>
QUANTUM CORP + 10.793 HDD Shrs 7% Convertible Subordinated no 747906AC9 $389
QUINTILES TRANSNATIONAL 4.25% Convertible Subordinated 748767AC4 $162
QWEST COMM INTL COMMON STOCK 749121109 $1
RECKSON ASSOC SERIES A 7.625% Convertible preferred s 75621K205 $303
RELIANT ENERGY COMMON STOCK 75952J108 $355
RES CARE INC 144A(R) 6% Convertible Subordinated no 760943AA8 $293
REX STORES CORP COMMON 761624105 $186
ROBBINS & MYERS INC COMMON STOCK 770196103 $128
ROBBINS & MYERS 6.5% Convertible Subordinated 770196AA1 $447
ROUSE CO Series B (6%) 6% Convertible Preferred Stock 779273309 $15695
ROUSE CO EURO (Called 6/7/99) 5.75% CONVERTIBLE SUBORDINATED 779273AA9 $10
SAFEGUARD SCIENTIFICS INC COMMON 786449108 $75
SAFEGUARD SCTFC 144A(R) 5% Convertible Subordinated No 786449AD0 $570
ST PAUL COS INC (MIPS) 6% Convertible Monthly Income 792856205 $1376
SANDISK CORP COMMON 80004C101 $319
SANMINA CORP COMMON STOCK 800907107 $79
SANMINA CORP 144A(R) 4.25% Convertible Subordinated 800907AA5 $949
SAUCONY INC-B COMMON STOCK 804120202 $123
SCHOLASTIC CORP 5% Convertible Subordinated De 807066AA3 $215
SEAGRAM CO LTD (ACES) 7.50% ACES Due 2002 811850205 $59057
SEACOR HOLDINGS SEACOR HOLDINGS COMMON STOCK 811904101 $331
SEACOR HOLDINGS 144A(R) 5.375% Convertible Subordinate 811904AC5 $2960
SEACOR HOLDINGS 5.375% CONVERTIBLE BONDS DUE 1 811904AE1 $8660
SEALED AIR CORP COMMON STOCK 81211K100 $174
SEALED AIR CORP (W.R.GRACE) $2.00 Convertible Preferred St 81211K209 $48449
SENSORMATIC ELE 144A(R)(PIK) 6.5% Convertible Preferred sto 817265200 $420
SEPRACOR INC 144A(R) 7% Convertible Subordinated no 817315AF1 $838
SERVICEMASTER COMPANY COMMON STOCK 81760N109 $12
SIEBEL SYSTEMS INC COMMON STOCK 826170102 $665
SILICON GRAPHICS 5.25% EXCH'D 5.25% Convertible notes due 20 827056AC6 $349
SINCLAIR BROADC 6% Convertible Preferred stock 829226505 $183
SKYTEL COMM INC COMMON STOCK 83087Q104 $1
SOLA INTL COMMON STOCK 834092108 $2
SOLECTRON CORP COMMON STOCK 834182107 $101
SOUTHTRUST CORP COMMON STOCK 844730101 $150
SPEEDWAY MOTOR 144A Issued with REGS tranch 847788AA4 $203
SPEEDWAY MOTORSPORTS 5.75% CONVERTIBLE BONDS DUE 9/ 847788AC0 $1009
SPORTSLINE USA COMMON STOCK 848934105 $24
SPORTSLINE USA 144A(R) 5% Convertible Subordinated no 848934AA3 $47
<CAPTION>
COLUMN 8
COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
------------------- ---------- -------------- ---------------------
SHRS OR SH/ PCT/ INVESTMENT
PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------- ---- ---- ---------- -------------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
450 SH SOLE NONE 450 0
167 SH SOLE NONE 160 7
50 SH SOLE NONE 50 0
15000 SH SOLE NONE 15000 0
13135 SH SOLE NONE 5375 7760
300 SH SOLE NONE 300 0
6000 SH SOLE NONE 6000 0
8250 SH SOLE NONE 2025 6225
550 SH SOLE NONE 135 415
440575 SH SOLE NONE 282564 158011
10 SH SOLE NONE 0 10
1100 SH SOLE NONE 400 700
520 SH SOLE NONE 420 100
25170 SH SOLE NONE 15600 9570
4900 SH SOLE NONE 4900 0
1025 SH SOLE NONE 350 675
850 SH SOLE NONE 750 100
7800 SH SOLE NONE 7800 0
225 SH SOLE NONE 225 0
1271735 SH SOLE NONE 904845 366890
6450 SH SOLE NONE 2300 4150
3035 SH SOLE NONE 3035 0
8879 SH SOLE NONE 3131 5748
3391 SH SOLE NONE 2191 1200
954655 SH SOLE NONE 693160 261495
21000 SH SOLE NONE 21000 0
900 SH SOLE NONE 900 0
757 SH SOLE NONE 0 757
9978 SH SOLE NONE 9113 865
450 SH SOLE NONE 450 0
5500 SH SOLE NONE 5500 0
51 SH SOLE NONE 51 0
100 SH SOLE NONE 0 100
1400 SH SOLE NONE 550 850
4185 SH SOLE NONE 0 4185
135 SH SOLE NONE 135 0
671 SH SOLE NONE 668 3
800 SH SOLE NONE 300 500
60 SH SOLE NONE 60 0
</TABLE>
<PAGE> 12
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4
- --------------- -------------- -------- --------
VALUE
NAMES OF ISSUER TITLE OF CLASS CUSIP [X$1000]
- --------------- -------------- ----- --------
<S> <C> <C> <C>
STANDARD MOTOR PRODUCTS COMMON STOCK 853666105 $281
STANDARD PAC COMMON STOCK 85375C101 $29
STANFORD TELECOMMUNICATIONS COMMON 854402104 $382
STATION CASINOS INC COMMON 857689103 $2583
SGS-THOMSON MICROELEC ZERO Zero Coupon Convertible notes 861012AA0 $13270
STRIDE RITE CORP COMMON STOCK 863314100 $7
SUPERVALU INC COMMON STOCK 868536103 $65
SYNOVUS FINL CP COMMON STOCK 87161C105 $9
SYSTEMS & COMPUTER TECH 5% Convertible Bonds due 2004 871873AB1 $9961
TCW CONV SEC FUND TCW CONV SEC FUND 872340104 $1
TANDY CORP COMMON STOCK 875382103 $6
TELECOM ITALIA SPA -SP ADR ADR 87927W106 $198
TELEFONOS DE MEXICO -ADS SPON ADR ORD L 879403780 $371
TELEFONOS DE MEXICO 4.25% Convertible Subordinated 879403AD5 $47491
TELLABS INC COMMON STOCK 879664100 $46
TEMPLETON EMRG MKT FD COMMON 880191101 $29
TEMPLETON EMERGING MARKETS COMMON 880192109 $3
TESORO PETROLEUM (PIES) 7.25% PREMIUM INCOME SECURITIE 881609408 $93
TXU COMMON STOCK 882848104 $361
THERMO ELECTRON 144K 4.25% Convertible Subordinated 883556AF9 $2914
THERMO INSTRMNT 144A 4.5% Senior Convertible Debent 883559AC0 $392
THERMO INSTRMNT (NOT 144A) 4% Convertible notes due 2005 883559AE6 $1601
THERMOQUEST CP COMMON 883655102 $38
TIFFANY & CO COMMON STOCK 886547108 $426
TIME WARNER INC COMMON STOCK 887315109 $3
TOSCO CORP COMMON STOCK 891490302 $157
TOTAL RENAL CARE 144A(R) 7% Convertible Subordinated No 89151AAA5 $198
TOWER AUTOMOTIVE INC COMMON STOCK 891707101 $244
TOWER AUTOMOTIVE 144A(R) 5% Convertible subordinated no 891707AA9 $189
TOWER AUTOMOTIVE 5% Convertible Subordinated No 891707AE1 $568
TRANSWITCH CORP COMMON STOCK 894065101 $376
TRIQUINT SEMICON INC COMMON STOCK 89674K103 $486
TUPPERWARE CORP COMMON 899896104 $5
UGI CORP COMMON 902681105 $7
USX CORPORATION 6.5% Cumulative Convertible Pr 902905819 $22
US RESTAURANT PROPERTIES 7.72% Convertible Preferred St 902971209 $88
UNICOM CORP COMMON 904911104 $1
UNION PAC CORP COMMON 907818108 $358
UNION PLANTERS CORP COMMON STOCK 908068109 $62
<CAPTION>
COLUMN 8
COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
------------------- ---------- -------------- ---------------------
SHRS OR SH/ PCT/ INVESTMENT
PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------- ---- ---- ---------- -------------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
14450 SH SOLE NONE 5225 9225
2830 SH SOLE NONE 0 2830
12000 SH SOLE NONE 12000 0
111106 SH SOLE NONE 69881 41225
9445 SH SOLE NONE 2872 6573
935 SH SOLE NONE 200 735
3000 SH SOLE NONE 0 3000
505 SH SOLE NONE 0 505
13128 SH SOLE NONE 8922 4206
100 SH SOLE NONE 0 100
108 SH SOLE NONE 108 0
2300 SH SOLE NONE 2300 0
5210 SH SOLE NONE 1695 3515
50455 SH SOLE NONE 35715 14740
800 SH SOLE NONE 0 800
2613 SH SOLE NONE 0 2613
300 SH SOLE NONE 0 300
5900 SH SOLE NONE 2025 3875
9665 SH SOLE NONE 3725 5940
3330 SH SOLE NONE 882 2448
450 SH SOLE NONE 0 450
2017 SH SOLE NONE 460 1557
3800 SH SOLE NONE 1125 2675
7100 SH SOLE NONE 7100 0
46 SH SOLE NONE 46 0
6200 SH SOLE NONE 1500 4700
300 SH SOLE NONE 300 0
12300 SH SOLE NONE 4400 7900
200 SH SOLE NONE 200 0
600 SH SOLE NONE 600 0
6600 SH SOLE NONE 6600 0
8500 SH SOLE NONE 8500 0
240 SH SOLE NONE 240 0
300 SH SOLE NONE 0 300
500 SH SOLE NONE 500 0
5000 SH SOLE NONE 5000 0
40 SH SOLE NONE 0 40
7450 SH SOLE NONE 2650 4800
1516 SH SOLE NONE 0 1516
</TABLE>
<PAGE> 13
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4
- --------------- -------------- -------- --------
VALUE
NAMES OF ISSUER TITLE OF CLASS CUSIP [X$1000]
- --------------- -------------- ----- --------
<S> <C> <C> <C>
UNISYS CORPORATION COMMON 909214108 $1158
UTD RENTALS INC COMMON STOCK 911363109 $154
US CELLULAR Liquid Yield Option Notes 911684AA6 $120020
VALASSIS COMMS VALASSIS COMMS COMMON STOCK 918866104 $362
VERIO INC COMMON STOCK 923433106 $84
VERITAS SOFTWRE 5.25% CONVERTIBLE SUBORDINATED 923436AB5 $646
VERTICALNET INC COMMON STOCK 92532L107 $154
VETERINARY CTRS 5.25% CONVERTIBLE BONDS DUE 20 925514AB7 $179
VIACOM INC CL B VIACOM INC CL B COMMON STOCK 925524308 $11
VISX INC COMMON STOCK 92844S105 $538
VORNADO RLTY TST -SERIES A 6.5% CONVERTIBLE PREFERRED STO 929042208 $42746
WHX CORP $3.75 SERIES B CONVERTIBLE PRE 929248300 $745
WMS INDUSTRIES INC COMMON 929297109 $116
WASTE MGT INC (WMX TECH INC) 2% CONVERTIBLE SUBORDINATED NO 92929QAF4 $843
WASTE MGT INC COMMON STOCK 94106L109 $7
WASTE MGT INC 4% Convertible Subordinated No 94106LAA7 $2379
WELLPOINT HEALTH NETWORKS COMMON 94973H108 $119
WELLPOINT HEALTH OID Zero Coupon Convertible Subord 94973HAA6 $20872
WELLS FARGO-NEW COMMON STOCK 949746101 $48
WENDYS INTL (TECONs) Series A 950588202 $7670
WESTERN GAS RESOURCES $2.625 CUMULATIVE CONVERTIBLE 958259301 $12709
WHOLE FOODS MKT 144A(R) Zero Coupon Convertible Subord 966837AA4 $2851
WHOLE FOODS MKT Zero Coupon Convertible Subord 966837AC0 $9871
WIND RIVER SYS 144A(R) 5% Convertible subordinated no 973149AA5 $183
WINNEBAGO COMMON 974637100 $192
WORLD COLOR PRESS 6% Convertible Notes due 2007 981443AA2 $212
ZORAN CORP COMMON 98975F101 $144
ZOLL MEDICAL CO COMMON 989922109 $200
ZOMAX INC COMMON STOCK 989929104 $207
DAIMLERCHRYSLER COMMON STOCK D1668R123 $9
IRIDIUM WORLD -CL A COMMON STOCK G49398103 $6
TARO PHARMA IND ORD M8737E108 $209
ROYAL CARIBBEAN CRUISES, LTD. COMMON STOCK V7780T103 $1562
ROYAL CARIBBEAN CONVERTIBLE PREFERRED STOCK 7 V7780T111 $58725
<CAPTION>
COLUMN 8
COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY
------------------- ---------- -------------- ---------------------
SHRS OR SH/ PCT/ INVESTMENT
PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
------- ---- ---- ---------- -------------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
25654 SH SOLE NONE 12645 13009
7075 SH SOLE NONE 2275 4800
181947 SH SOLE NONE 104689 77258
8250 SH SOLE NONE 8250 0
2700 SH SOLE NONE 900 1800
180 SH SOLE NONE 180 0
4150 SH SOLE NONE 950 3200
250 SH SOLE NONE 250 0
250 SH SOLE NONE 0 250
6800 SH SOLE NONE 6800 0
914358 SH SOLE NONE 526579 387779
22335 SH SOLE NONE 11210 11125
10000 SH SOLE NONE 10000 0
1025 SH SOLE NONE 1000 25
350 SH SOLE NONE 0 350
2665 SH SOLE NONE 2568 97
2090 SH SOLE NONE 850 1240
35527 SH SOLE NONE 18610 16917
1210 SH SOLE NONE 0 1210
135761 SH SOLE NONE 47009 88752
367700 SH SOLE NONE 302835 64865
8400 SH SOLE NONE 8400 0
29087 SH SOLE NONE 22287 6800
200 SH SOLE NONE 200 0
8000 SH SOLE NONE 8000 0
200 SH SOLE NONE 200 0
5300 SH SOLE NONE 5300 0
6600 SH SOLE NONE 6600 0
8000 SH SOLE NONE 8000 0
124 SH SOLE NONE 0 124
1500 SH SOLE NONE 1500 0
13700 SH SOLE NONE 13700 0
34705 SH SOLE NONE 24715 9990
426511 SH SOLE NONE 297283 129228
</TABLE>
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