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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended 3/31/99
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
CREDIT SUISSE ASSET MANAGEMENT
- --------------------------------------------------------------------------------
Name of Institutional Investment Manager
153 EAST 53RD STREET NEW YORK NY 10022
- --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-3702
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, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
HAL LIEBES DIRECTOR & GENERAL COUNSEL (212) 8326-5454
- -------------------------------------------------------------------------------
Name (Title) (Phone)
HAL LIEBES
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
153 E. 53RD ST., NY, NY 10022 - 5/14/99
------------------------------------------
(Place and Date of Signing)
Report Type:
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: N/A
Form 13F Information Table Entry Total: 1,401
Form 13F Information Table Value Total: $6,925,927.
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
13F File Numbers will be assigned to Institutional Investment Managers after
they file their first report.
13F File No.: Name: 13F File No.: Name:
------------- --------------------- ------------- ---------------------
1. NONE 6.
------------- --------------------- ------------- ---------------------
2. 7.
------------- --------------------- ------------- ---------------------
3. 8.
------------- --------------------- ------------- ---------------------
4. 9.
------------- --------------------- ------------- ---------------------
5. 10.
------------- --------------------- ------------- ---------------------
<PAGE>
FORM 13F
INFORMATION TABLE
PAGE 1
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INV DISC VOTNG AUTH
SHARES OR (a)SOLE (a)SOLE
TITLE CUSIP FAIR PRINCIPAL (b)SHARED MANGA- (b)SHARED
NAME OF ISSUER OF CLASS NUMBER MARKET VALUE AMOUNT (c)SHARED OTHER GERS (c)NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
A T & T CORP COMMON STOCKS 00195710 85,644,392.00 1,073,063.00 (a) N/A (a)
A T & T CORP COMMON STOCKS 00195710 759,820.00 9,520.00 (a) N/A (c)
A T & T CORP COMMON STOCKS 00195710 28,796,530.00 360,800.00 (c) N/A (c)
ABBEY NATIONAL PLC - SPN ADR COMMON STOCKS 00292010 171,232.00 4,029.00 (a) N/A (a)
ABBOTT LAB COMMON STOCKS 00282410 2,668,341.00 57,000.00 (a) N/A (a)
ABS GE CAPITAL GIZA FUND COMMON STOCKS 00075090 344,105.00 313,279.00 (a) N/A (a)
ACCLAIM ENMNT INC COMMON STOCKS 00432520 327,131.00 36,600.00 (c) N/A (c)
ACE LIMITED ORDINARY SHARES COMMON STOCKS G0070K10 648,710.00 20,800.00 (a) N/A (a)
ADMINISTAFF INC COMMON STOCKS 00709410 271,700.00 20,900.00 (c) N/A (c)
ADVANCED RADIO TELECOM WARRANTS 00754U11 486,750.00 41,250.00 (a) N/A (a)
ADVEST GROUP INC COMMON STOCKS 00756610 271,950.00 14,700.00 (c) N/A (c)
ADVO SYSTEMS INC COMMON STOCKS 00758510 177,680.00 9,200.00 (a) N/A (a)
ADVO SYSTEMS INC COMMON STOCKS 00758510 2,707,683.00 140,200.00 (c) N/A (c)
AETNA INC COMMON STOCKS 00811710 24,343,900.00 293,300.00 (a) N/A (a)
AETNA INC COMMON STOCKS 00811710 2,473,400.00 29,800.00 (a) N/A (c)
AETNA INC COMMON STOCKS 00811710 373,500.00 4,500.00 (c) N/A (c)
AFC CABLE SYSTEMS INC COMMON STOCKS 00095010 422,450.00 14,200.00 (c) N/A (c)
AFTER SIX HLDGS INC COMMON STOCKS 00831420 0.00 10,052.00 (a) N/A (a)
AGOURON PHARMACEUTICALS INC COMMON STOCKS 00848810 1,696,890.00 30,000.00 (a) N/A (a)
AIR EXPRESS INTERNATIONAL COMMON STOCKS 00910410 1,057,238.00 69,900.00 (c) N/A (c)
AIR PRODUCTS & CHEMICAL COMMON STOCKS 00915810 695,275.00 20,300.00 (a) N/A (a)
AIRTOUCH COMMUNICATIONS, INC COMMON STOCKS 00949T10 19,452,158.00 201,316.00 (a) N/A (a)
AIRTOUCH COMMUNICATIONS, INC COMMON STOCKS 00949T10 4,695,975.00 48,600.00 (c) N/A (c)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 150,100.00 3,800.00 (a) N/A (a)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 493,750.00 12,500.00 (a) N/A (c)
ALBERTSON'S INC COMMON STOCKS 01310410 5,177,054.00 95,100.00 (a) N/A (a)
ALCOA INCORPORATED COMMON STOCKS 01381710 29,869,538.00 725,200.00 (a) N/A (a)
ALCOA INCORPORATED COMMON STOCKS 01381710 1,820,510.00 44,200.00 (a) N/A (c)
ALCOA INCORPORATED COMMON STOCKS 01381710 7,014,316.00 170,300.00 (c) N/A (c)
ALEXANDER'S INC COMMON STOCKS 01475210 460,700.00 6,800.00 (a) N/A (a)
ALEXANDER'S INC COMMON STOCKS 01475210 481,025.00 7,100.00 (a) N/A (c)
ALIANT COMMUNICATIONS INC COMMON STOCKS 01609010 1,498,331.00 36,600.00 (c) N/A (c)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 1,411,866.00 74,552.00 (a) N/A (a)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 1,607,836.00 84,900.00 (c) N/A (c)
ALLERGAN INC COMMON STOCKS 01849010 237,262.00 2,700.00 (a) N/A (a)
ALLERGAN INC COMMON STOCKS 01849010 1,159,950.00 13,200.00 (a) N/A (c)
ALLIEDSIGNAL CORP COMMON STOCKS 01951210 501,718.00 10,200.00 (a) N/A (a)
ALLIEDSIGNAL CORP COMMON STOCKS 01951210 118,051.00 2,400.00 (a) N/A (c)
ALLSTATE COMMON STOCKS 02000210 11,765,835.00 317,455.00 (a) N/A (a)
ALLSTATE COMMON STOCKS 02000210 722,728.00 19,500.00 (a) N/A (c)
ALLSTATE COMMON STOCKS 02000210 3,969,447.00 107,100.00 (c) N/A (c)
ALLTEL CORP COMMON STOCKS 02003910 7,947,573.00 127,416.00 (a) N/A (a)
AMAZON.COM COMMON STOCKS 02313510 740,408.00 4,300.00 (a) N/A (a)
AMERADA HESS COMMON STOCKS 02355110 193,325.00 3,800.00 (c) N/A (c)
AMERICA ONLINE INC COMMON STOCKS 02364J10 30,591,288.00 208,104.00 (a) N/A (a)
AMERICA ONLINE INC COMMON STOCKS 02364J10 588,000.00 4,000.00 (c) N/A (c)
AMERICAN BANKERS INS GROUP I COMMON STOCKS 02445610 1,068,600.00 20,550.00 (a) N/A (a)
AMERICAN BANKERS INS GROUP I COMMON STOCKS 02445610 306,800.00 5,900.00 (a) N/A (c)
AMERICAN CAPITAL CORP COMMON STOCKS 02489810 0.00 149,404.00 (a) N/A (a)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 624,967.00 15,747.00 (a) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 13,199,775.00 112,100.00 (a) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 906,675.00 7,700.00 (a) N/A (c)
AMERICAN EXPRESS COMMON STOCKS 02581610 9,219,825.00 78,300.00 (c) N/A (c)
AMERICAN EXPRESS CR CNV NOTES CONVERTIBLES 025818CJ 4,523,500.00 4,150.00 (a) N/A (a)
AMERICAN FREIGHTWAYS CORP COMMON STOCKS 02629V10 360,500.00 28,000.00 (c) N/A (c)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 1,236,006.00 17,532.00 (a) N/A (a)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 176,814.00 2,508.00 (a) N/A (c)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 56,715,496.00 869,203.00 (a) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 580,725.00 8,900.00 (a) N/A (c)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 6,896,925.00 105,700.00 (c) N/A (c)
AMERICAN INTL GROUP COMMON STOCKS 02687410 91,302,274.00 756,910.00 (a) N/A (a)
AMERICAN INTL GROUP COMMON STOCKS 02687410 1,474,641.00 12,225.00 (a) N/A (c)
AMERICAN INTL GROUP COMMON STOCKS 02687410 10,072,188.00 83,500.00 (c) N/A (c)
AMERICAN STANDARD COMPANIES COMMON STOCKS 02971210 880,481.00 25,614.00 (a) N/A (c)
AMERIKING INC PFD 13% PREFERRED STOCKS 03071G20 2,538,016.00 97,616.00 (a) N/A (a)
AMERISOURCE HEALTH CORP CL-A COMMON STOCKS 03071P10 1,189,742.00 34,800.00 (c) N/A (c)
AMERITECH COMMON STOCKS 03095410 8,649,512.00 150,100.00 (a) N/A (a)
AMERITECH COMMON STOCKS 03095410 174,258.00 3,024.00 (a) N/A (c)
AMGEN INC COMMON STOCKS 03116210 28,025,862.00 374,302.00 (a) N/A (a)
AMGEN INC COMMON STOCKS 03116210 13,739,562.00 183,500.00 (c) N/A (c)
AMPEX 144A WTS WARRANTS 03209211 127,500.00 85,000.00 (a) N/A (a)
AMR CORP DELA COMMON STOCKS 00176510 7,993,850.00 136,500.00 (a) N/A (a)
AMR CORP DELA COMMON STOCKS 00176510 175,689.00 3,000.00 (a) N/A (c)
AMR CORP DELA COMMON STOCKS 00176510 1,464,075.00 25,000.00 (c) N/A (c)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 1,110,200.00 24,400.00 (a) N/A (a)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 1,023,750.00 22,500.00 (a) N/A (c)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 14,420,500.00 382,000.00 (a) N/A (a)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 275,575.00 7,300.00 (a) N/A (c)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 3,586,250.00 95,000.00 (c) N/A (c)
ANCHOR GAMING COMMON STOCKS 03303710 936,250.00 21,400.00 (c) N/A (c)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 6,501,075.00 85,400.00 (a) N/A (a)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 997,238.00 13,100.00 (c) N/A (c)
ANIXTER INTL INC. COMMON STOCKS 03529010 399,923.00 33,500.00 (c) N/A (c)
ANNUITY AND LIFE RE (HOLDINGS) COMMON STOCKS G0391010 6,885,375.00 301,000.00 (a) N/A (a)
APACHE CORP COMMON STOCKS 03741110 26,672,874.00 1,023,400.00 (a) N/A (a)
APACHE CORP COMMON STOCKS 03741110 2,277,906.00 87,400.00 (a) N/A (c)
APACHE CORP COMMON STOCKS 03741110 5,160,474.00 198,000.00 (c) N/A (c)
APPLE COMPUTER INC COMMON STOCKS 03783310 10,084,203.00 280,600.00 (a) N/A (a)
APPLE COMPUTER INC COMMON STOCKS 03783310 2,835,508.00 78,900.00 (c) N/A (c)
APPLIED MATERIALS INC COMMON STOCKS 03822210 6,440,227.00 104,400.00 (a) N/A (a)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 329,175.00 7,700.00 (c) N/A (c)
APTARGROUP INC COMMON STOCKS 03833610 327,600.00 12,600.00 (c) N/A (c)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 4,347,100.00 299,800.00 (a) N/A (a)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 468,350.00 32,300.00 (a) N/A (c)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 77,825,763.00 5,298,595.00 (a) N/A (a)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 2,132,404.00 145,180.00 (a) N/A (c)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 14,059,280.00 957,195.00 (c) N/A (c)
ARGOSY GAMING CONV SUB DEB CONVERTIBLES 040228AB 3,756,585.00 3,724.00 (a) N/A (a)
ARGOSY GAMING CONV SUB DEB CONVERTIBLES 040228AB 756,562.00 750.00 (a) N/A (c)
ASHLAND INC COMMON STOCKS 04420410 249,775.00 6,101.00 (a) N/A (a)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 1,080,375.00 129,000.00 (a) N/A (a)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 567,825.00 67,800.00 (a) N/A (c)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 921,250.00 110,000.00 (c) N/A (c)
ASSOCIATED BANC CORP COMMON STOCKS 04548710 293,830.00 9,200.00 (c) N/A (c)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 106,290.00 2,362.00 (a) N/A (a)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 338,760.00 7,528.00 (a) N/A (c)
AT HOME CORPORATION COMMON STOCKS 04591910 2,531,655.00 16,074.00 (a) N/A (a)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 6,730,086.00 127,963.00 (a) N/A (a)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 117,000.00 1,600.00 (a) N/A (a)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 848,250.00 11,600.00 (a) N/A (c)
ATMEL CORPORATION COMMON STOCKS 04951310 19,344,956.00 1,273,700.00 (a) N/A (a)
ATMEL CORPORATION COMMON STOCKS 04951310 312,873.00 20,600.00 (a) N/A (c)
ATMEL CORPORATION COMMON STOCKS 04951310 3,479,571.00 229,100.00 (c) N/A (c)
ATWOOD OCEANICS INC COMMON STOCKS 05009510 465,000.00 15,500.00 (c) N/A (c)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 9,743,812.00 235,500.00 (a) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 430,300.00 10,400.00 (a) N/A (c)
AVERY DENNISON CORP COMMON STOCKS 05361110 3,421,250.00 59,500.00 (a) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 5,761,500.00 100,200.00 (c) N/A (c)
AVID TECHNOLOGY, INC. COMMON STOCKS 05367P10 659,156.00 37,800.00 (c) N/A (c)
AVIS RENT A CAR INC COMMON STOCKS 05379010 742,038.00 26,800.00 (c) N/A (c)
AVON PRODUCTS COMMON STOCKS 05430310 418,861.00 8,900.00 (a) N/A (a)
B.F. GOODRICH CO COMMON STOCKS 38238810 4,127,854.00 120,300.00 (a) N/A (a)
BAKER HUGHES INC COMMON STOCKS 05722410 4,799,386.00 197,400.00 (a) N/A (a)
BAKER HUGHES INC COMMON STOCKS 05722410 213,954.00 8,800.00 (c) N/A (c)
BANCO COMERCIAL PORTUGUES PFD CONVERTIBLES G0904720 3,248,000.00 29,000.00 (a) N/A (a)
BANCO FRANCES RIO PLATA ADR COMMON STOCKS 05959110 816,500.00 46,000.00 (a) N/A (a)
BANCO FRANCES RIO PLATA ADR COMMON STOCKS 05959110 213,000.00 12,000.00 (a) N/A (c)
BANCO GALICIA Y BUENOS ADR COMMON STOCKS 05953820 1,050,520.00 65,400.00 (a) N/A (a)
BANCO GALICIA Y BUENOS ADR COMMON STOCKS 05953820 231,307.00 14,400.00 (a) N/A (c)
BANCOMER B REG S COMMON STOCKS 40048630 1,046,250.00 155,000.00 (a) N/A (a)
BANCWEST CORPORATION COMMON STOCKS 05979010 318,750.00 7,500.00 (c) N/A (c)
BANK OF MONTREAL COMMON STOCKS 06367110 16,880,850.00 419,400.00 (a) N/A (a)
BANK OF MONTREAL COMMON STOCKS 06367110 422,625.00 10,500.00 (a) N/A (c)
BANK OF MONTREAL COMMON STOCKS 06367110 2,278,150.00 56,600.00 (c) N/A (c)
BANK OF NEW YORK INC COMMON STOCKS 06405710 6,922,270.00 192,617.00 (a) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 14,256,605.00 396,700.00 (c) N/A (c)
BANK ONE CORP COMMON STOCKS 06423A10 6,866,250.00 124,698.00 (a) N/A (a)
BANK ONE CORP COMMON STOCKS 06423A10 6,223,991.00 113,034.00 (c) N/A (c)
BANKAMERICA CORP COMMON STOCKS 06605F10 32,568,931.00 461,153.00 (a) N/A (a)
BANKAMERICA CORP COMMON STOCKS 06605F10 932,815.00 13,208.00 (a) N/A (c)
BANKAMERICA CORP COMMON STOCKS 06605F10 21,653,838.00 306,603.00 (c) N/A (c)
BARCLAYS PLC - SPONS ADR COMMON STOCKS 06738E20 118,462.00 1,038.00 (a) N/A (a)
BARD C R INC COM COMMON STOCKS 06738310 1,008,760.00 20,000.00 (a) N/A (c)
BARNES GROUP INC COMMON STOCKS 06780610 335,625.00 17,900.00 (c) N/A (c)
BARRETT RESOURCES CORP COMMON STOCKS 06848020 458,653.00 18,300.00 (c) N/A (c)
BARRICK GOLD CORP COMMON STOCKS 06790110 33,011,786.00 1,934,700.00 (a) N/A (a)
BARRICK GOLD CORP COMMON STOCKS 06790110 738,828.00 43,300.00 (a) N/A (c)
BARRICK GOLD CORP COMMON STOCKS 06790110 8,731,137.00 511,700.00 (c) N/A (c)
BATTLE MTN GOLD CO COMMON STOCKS 07159310 90,475.00 32,900.00 (c) N/A (c)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 4,422,000.00 67,000.00 (a) N/A (a)
BB&T CORP. COMMON STOCKS 05493710 115,802.00 3,200.00 (a) N/A (a)
BCE INC COMMON STOCKS 05534B10 7,268,085.00 164,017.00 (a) N/A (a)
BCE INC COMMON STOCKS 05534B10 132,939.00 3,000.00 (a) N/A (c)
BDK HOLDINGS INC. COMMON STOCKS 05536@9Z 913,450.00 182,690.00 (a) N/A (a)
BEA SYSTEMS 144A CONV SUB NTS CONVERTIBLES 073325AA 847,475.00 1,090.00 (a) N/A (a)
BEC ENERGY COMMON STOCKS 05538M10 242,550.00 6,600.00 (a) N/A (a)
BELL ATLANTIC COMMON STOCKS 07785310 43,265,675.00 837,054.00 (a) N/A (a)
BELL ATLANTIC COMMON STOCKS 07785310 1,495,024.00 28,924.00 (a) N/A (c)
BELL ATLANTIC COMMON STOCKS 07785310 3,483,771.00 67,400.00 (c) N/A (c)
BELL ATLANTIC 144A CV BD (CWZ) CONVERTIBLES 07785GAC 3,985,800.00 3,640.00 (a) N/A (a)
BELL ATLANTIC 144A CV BD (CWZ) CONVERTIBLES 07785GAC 109,500.00 100.00 (a) N/A (c)
BELL ATLANTIC FIN SVCS CVT BND CONVERTIBLES 07785GAB 315,375.00 300.00 (a) N/A (c)
BELLSOUTH CORP COMMON STOCKS 07986010 38,956,620.00 972,384.00 (a) N/A (a)
BELLSOUTH CORP COMMON STOCKS 07986010 2,813,865.00 70,236.00 (a) N/A (c)
BELLSOUTH CORP COMMON STOCKS 07986010 12,171,139.00 303,800.00 (c) N/A (c)
BELO (A. H) CORP SERIES A COMMON STOCKS 08055510 423,400.00 23,200.00 (a) N/A (a)
BERGEN BRUNSWIG CO CV CONVERTIBLES 083739AC 1,553,175.00 1,593.00 (a) N/A (a)
BERGEN BRUNSWIG CORP COMMON STOCKS 08373910 340,000.00 17,000.00 (a) N/A (a)
BERKSHIRE HATHAWAY INC CLS B COMMON STOCKS 08467020 489,008.00 208.00 (a) N/A (a)
BEST BUY INC COMMON STOCKS 08651610 2,619,760.00 50,380.00 (a) N/A (a)
BESTFOODS COMMON STOCKS 08658U10 305,500.00 6,500.00 (a) N/A (a)
BESTFOODS COMMON STOCKS 08658U10 977,600.00 20,800.00 (a) N/A (c)
BETHLEHEM STEEL CORP COMMON STOCKS 08750910 115,500.00 14,000.00 (a) N/A (a)
BGR PRECIOUS METALS, INC COMMON STOCKS 05543610 284,914.00 46,100.00 (a) N/A (a)
BIG FLOWER HOLDINGS INC COMMON STOCKS 08915910 379,725.00 12,200.00 (c) N/A (c)
BINDLEY WESTERN INDS COMMON STOCKS 09032410 180,889.00 6,333.00 (a) N/A (a)
BINDLEY WESTERN INDS COMMON STOCKS 09032410 2,910,570.00 101,900.00 (c) N/A (c)
BJ SERVICES CO COMMON STOCKS 05548210 174,375.00 7,500.00 (a) N/A (a)
BLUE SQUARE STORE LTD ADR COMMON STOCKS 09605510 210,375.00 16,500.00 (a) N/A (a)
BMC SOFTWARE INC COMMON STOCKS 05592110 8,629,045.00 232,821.00 (a) N/A (a)
BMC SOFTWARE INC COMMON STOCKS 05592110 1,716,017.00 46,300.00 (a) N/A (c)
BMC SOFTWARE INC COMMON STOCKS 05592110 1,512,170.00 40,800.00 (c) N/A (c)
BOEING CO COMMON STOCKS 09702310 4,154,800.00 122,200.00 (a) N/A (a)
BOEING CO COMMON STOCKS 09702310 1,217,200.00 35,800.00 (c) N/A (c)
BOISE CASCADE CORP COMMON STOCKS 09738310 151,575.00 4,700.00 (a) N/A (a)
BOISE CASCADE CORP COMMON STOCKS 09738310 322,500.00 10,000.00 (a) N/A (c)
BORDEN CHEMICAL & PLASTIC COM COMMON STOCKS 09954120 89,125.00 11,500.00 (a) N/A (a)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 1,130,594.00 35,750.00 (a) N/A (a)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 309,925.00 9,800.00 (a) N/A (c)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 78,654,062.00 1,936,100.00 (a) N/A (a)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 1,316,250.00 32,400.00 (a) N/A (c)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 14,251,250.00 350,800.00 (c) N/A (c)
BOWATER, INC COMMON STOCKS 10218310 10,702,712.00 270,100.00 (a) N/A (a)
BOWATER, INC COMMON STOCKS 10218310 194,162.00 4,900.00 (a) N/A (c)
BOWATER, INC COMMON STOCKS 10218310 816,275.00 20,600.00 (c) N/A (c)
BP AMOCO PLC -SPON ADR COMMON STOCKS 05562210 1,086,457.00 10,757.00 (a) N/A (a)
BRADLEY REAL ESTATE INC 8.4% CONVERTIBLES 10458020 937,912.00 41,685.00 (a) N/A (a)
BRASIL DISTR PAO ACU SP ADR COMMON STOCKS 20440T20 1,177,678.00 80,525.00 (a) N/A (a)
BRIGGS & STRATTON COMMON STOCKS 10904310 167,664.00 3,400.00 (a) N/A (a)
BRIGGS & STRATTON COMMON STOCKS 10904310 438,886.00 8,900.00 (c) N/A (c)
BRIGHTPOINT INC COMMON STOCKS 10947310 461,849.00 78,200.00 (c) N/A (c)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 69,580,242.00 1,085,072.00 (a) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 4,636,238.00 72,300.00 (a) N/A (c)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 11,202,638.00 174,700.00 (c) N/A (c)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 251,043.00 1,529.00 (a) N/A (a)
BROADCOM CORP-CL A COMMON STOCKS 11132010 5,029,340.00 81,612.00 (a) N/A (a)
BROADVISION INC COMMON STOCKS 11141210 472,025.00 7,900.00 (c) N/A (c)
BROWN-FORMAN INC-CL B COMMON STOCKS 11563720 414,900.00 7,200.00 (a) N/A (a)
BT AUSTRALIA WT (TELSTRA CORP) WARRANTS AU000TLS 173,284.00 40,000.00 (a) N/A (c)
BTR SIEBE PLC SPON ADR COMMON STOCKS 11776R10 132,868.00 14,971.00 (a) N/A (a)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 763,000.00 28,000.00 (a) N/A (a)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 272,500.00 10,000.00 (a) N/A (c)
BUFFETS INC COMMON STOCKS 11988210 1,011,200.00 102,400.00 (a) N/A (a)
BUFFETS INC COMMON STOCKS 11988210 716,925.00 72,600.00 (a) N/A (c)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 144,650.00 4,400.00 (a) N/A (a)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 911,738.00 12,300.00 (a) N/A (a)
CADENCE DESIGN SYS INC COMMON STOCKS 12738710 159,650.00 6,200.00 (a) N/A (a)
CALTON INC COMMON STOCKS 13138020 1,056,881.00 939,450.00 (a) N/A (a)
CANADIAN IMPERIAL BK OF COM COMMON STOCKS 13606910 12,148,200.00 476,400.00 (a) N/A (a)
CANADIAN IMPERIAL BK OF COM COMMON STOCKS 13606910 193,800.00 7,600.00 (a) N/A (c)
CANADIAN IMPERIAL BK OF COM COMMON STOCKS 13606910 1,749,300.00 68,600.00 (c) N/A (c)
CANADIAN NATIONAL RAILWAY COMMON STOCKS 13637510 2,347,375.00 42,200.00 (a) N/A (a)
CANTV(ANOMINA TELEF DE VEN)ADR COMMON STOCKS 20442110 1,628,299.00 89,526.00 (a) N/A (a)
CANTV(ANOMINA TELEF DE VEN)ADR COMMON STOCKS 20442110 210,508.00 11,574.00 (a) N/A (c)
CAPITAL ONE FINANCIAL CORP COMMON STOCKS 14040H10 1,751,600.00 11,600.00 (a) N/A (a)
CAPITAL PACIFIC HLDGS 144A WTS WARRANTS 14040M11 0.00 40,567.00 (a) N/A (a)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 5,134,800.00 77,800.00 (a) N/A (a)
CARNIVAL CORP COMMON STOCKS 14365810 21,217,175.00 436,900.00 (a) N/A (a)
CARNIVAL CORP COMMON STOCKS 14365810 10,746,992.00 221,300.00 (c) N/A (c)
CAROLINA PWR & LT CO COMMON STOCKS 14414110 113,439.00 3,000.00 (a) N/A (a)
CASE CORPORATION COMMON STOCKS 14743R10 126,875.00 5,000.00 (a) N/A (a)
CASEY'S GENERAL STORES INC COMMON STOCKS 14752810 356,950.00 24,200.00 (c) N/A (c)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 489,488.00 5,700.00 (c) N/A (c)
CATERPILLAR INC COMMON STOCKS 14912310 179,158.00 3,900.00 (a) N/A (a)
CBS INC COMMON STOCKS 12490K10 3,943,719.00 96,629.00 (a) N/A (a)
CBS INC COMMON STOCKS 12490K10 816,260.00 20,000.00 (a) N/A (c)
CBS INC COMMON STOCKS 12490K10 17,635,297.00 432,100.00 (c) N/A (c)
CELLSTAR CORP. COMMON STOCKS 15092510 273,900.00 26,400.00 (c) N/A (c)
CEMENTOS DIAMANTE 144A COMMON STOCKS 15126110 50,000.00 40,000.00 (a) N/A (a)
CEMIG ADR(CIA ENER DE MIN GER) COMMON STOCKS 20440960 1,029,375.00 45,000.00 (a) N/A (a)
CENTERPOINT PROPERTIES CORP COMMON STOCKS 15189510 1,264,062.00 40,450.00 (a) N/A (a)
CENTERPOINT PROPERTIES CORP COMMON STOCKS 15189510 578,125.00 18,500.00 (a) N/A (c)
CENTERTRUST RETAIL PROP INC COMMON STOCKS 15203810 1,481,200.00 128,800.00 (a) N/A (a)
CENTOCOR INC CNV SUB DEBS CONVERTIBLES 152342AE 1,755,000.00 1,800.00 (a) N/A (a)
CENTOCOR INC. COMMON STOCKS 15234210 15,565,673.00 421,400.00 (a) N/A (a)
CENTOCOR INC. COMMON STOCKS 15234210 240,097.00 6,500.00 (a) N/A (c)
CENTOCOR INC. COMMON STOCKS 15234210 2,855,307.00 77,300.00 (c) N/A (c)
CENTRAL EUROPEAN MEDIA ENTER COMMON STOCKS G2004510 2,356,125.00 183,000.00 (a) N/A (a)
CENTRAL PARKING CORP COMMON STOCKS 15478510 369,150.00 10,700.00 (c) N/A (c)
CENTRAL VERMONT PUB SERV COMMON STOCKS 15577110 1,111,962.00 110,500.00 (c) N/A (c)
CENTURY COMM CL-A COMMON STOCKS 15650310 4,396,796.00 94,681.00 (a) N/A (a)
CENTURY TELEPHONE ENTERPRISE COMMON STOCKS 15668610 1,053,750.00 15,000.00 (a) N/A (a)
CERNER CORP COMMON STOCKS 15678210 933,260.00 58,100.00 (c) N/A (c)
CHAMPION ENTERPRISES INC COMMON STOCKS 15849610 1,251,625.00 64,600.00 (c) N/A (c)
CHAMPION INTL CORP COMMON STOCKS 15852510 11,838,463.00 288,300.00 (a) N/A (a)
CHAMPION INTL CORP COMMON STOCKS 15852510 209,421.00 5,100.00 (a) N/A (c)
CHAMPION INTL CORP COMMON STOCKS 15852510 2,591,075.00 63,100.00 (c) N/A (c)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 22,844,106.00 237,650.00 (a) N/A (a)
CHARTER ONE FIN INC COMMON STOCKS 16090310 288,590.00 10,000.00 (c) N/A (c)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 39,735,412.00 488,300.00 (a) N/A (a)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 895,125.00 11,000.00 (a) N/A (c)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 6,461,175.00 79,400.00 (c) N/A (c)
CHC HELICOPTER WARRANTS WARRANTS 12541C12 60,000.00 20,000.00 (a) N/A (a)
CHEMED CORP COMMON STOCKS 16359610 347,625.00 13,500.00 (c) N/A (c)
CHEVRON CORP COMMON STOCKS 16675110 101,887,929.00 1,148,033.00 (a) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 2,369,625.00 26,700.00 (a) N/A (c)
CHEVRON CORP COMMON STOCKS 16675110 10,721,000.00 120,800.00 (c) N/A (c)
CHI ENERGY INC SR B WT WARRANTS 12541X11 27,295.00 11,368.00 (a) N/A (a)
CHICAGO TITLE CORP COMMON STOCKS 16822810 305,550.00 8,400.00 (c) N/A (c)
CHILECTRA S.A. 144A ADS COMMON STOCKS 16888490 214,277.00 9,880.00 (a) N/A (a)
CHILECTRA S.A. SPON ADR COMMON STOCKS 16888410 4,605,187.00 212,338.00 (a) N/A (a)
CHILECTRA S.A. SPON ADR COMMON STOCKS 16888410 1,874,299.00 86,421.00 (a) N/A (c)
CHINA TELECOM HK LTD SP ADR COMMON STOCKS 16942810 357,112.00 10,700.00 (a) N/A (a)
CHIQUITA BRANDS INTL COMMON STOCKS 17003210 675,464.00 66,300.00 (c) N/A (c)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 434,928.00 30,927.00 (a) N/A (a)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 393,764.00 28,000.00 (a) N/A (c)
CHOICEPOINT INC COMMON STOCKS 17038810 314,212.00 6,300.00 (c) N/A (c)
CHUBB CORP COMMON STOCKS 17123210 784,744.00 13,400.00 (a) N/A (a)
CIA CERVEJARIA BRAHMA ADR COMMON STOCKS 20440X10 2,543,660.00 273,130.00 (a) N/A (a)
CIA CERVEJARIA BRAHMA ADR COMMON STOCKS 20440X10 927,295.00 99,570.00 (a) N/A (c)
CIA DE TELECOMUNICACIONES ADR COMMON STOCKS 20444930 7,672,678.00 325,624.00 (a) N/A (a)
CIA DE TELECOMUNICACIONES ADR COMMON STOCKS 20444930 4,024,961.00 170,817.00 (a) N/A (c)
CIA PARANAENSE ENERGI SP ADR COMMON STOCKS 20441B40 2,450,138.00 326,685.00 (a) N/A (a)
CIA PARANAENSE ENERGI SP ADR COMMON STOCKS 20441B40 261,750.00 34,900.00 (a) N/A (c)
CIA VALE DO RIO DOCE ADR COMMON STOCKS 20441210 1,171,635.00 82,220.00 (a) N/A (a)
CIA VALE DO RIO DOCE ADR COMMON STOCKS 20441210 825,075.00 57,900.00 (a) N/A (c)
CIC I ACQUISITION CORP COMMON STOCKS 12541@99 400,384.00 5,888.00 (a) N/A (a)
CIFRA SA ADR V COMMON STOCKS 17178540 12,899,578.00 845,874.00 (a) N/A (a)
CIFRA SA ADR V COMMON STOCKS 17178540 4,759,250.00 312,082.00 (a) N/A (c)
CIGNA CORP COMMON STOCKS 12550910 117,338.00 1,400.00 (a) N/A (a)
CINCINNATI BELL COMMON STOCKS 17187010 448,311.00 19,980.00 (a) N/A (a)
CINCINNATI BELL COMMON STOCKS 17187010 435,297.00 19,400.00 (a) N/A (c)
CIRCUIT CITY COMMON STOCKS 17273710 160,912.00 2,100.00 (a) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 46,414,722.00 423,635.00 (a) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 1,402,406.00 12,800.00 (a) N/A (c)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 19,699,427.00 179,800.00 (c) N/A (c)
CITIGROUP INC COMMON STOCKS 17296710 2,545,419.00 39,850.00 (a) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 2,267,562.00 35,500.00 (c) N/A (c)
CITY NATIONAL CORP COMMON STOCKS 17856610 262,438.00 8,500.00 (a) N/A (a)
CLEAR CHANNEL COMM CNV SR NTS CONVERTIBLES 184502AB 5,518,631.00 4,455.00 (a) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 523,091.00 7,800.00 (a) N/A (a)
CLOROX CO COMMON STOCKS 18905410 796,878.00 6,800.00 (a) N/A (a)
CLOROX CO COMMON STOCKS 18905410 644,534.00 5,500.00 (a) N/A (c)
CLOROX CO COMMON STOCKS 18905410 1,464,850.00 12,500.00 (c) N/A (c)
CMGI INC COMMON STOCKS 12575010 1,080,072.00 5,900.00 (a) N/A (a)
CMS ENERGY CORP COMMON STOCKS 12589610 3,763,375.00 93,500.00 (a) N/A (a)
CNA FINANCIAL CORP COMMON STOCKS 12611710 931,512.00 24,000.00 (a) N/A (a)
CNA FINANCIAL CORP COMMON STOCKS 12611710 201,828.00 5,200.00 (a) N/A (c)
CNB BANCSHARES INC COMMON STOCKS 12612610 293,825.00 7,300.00 (c) N/A (c)
COASTAL CORP COMMON STOCKS 19044110 105,600.00 3,200.00 (a) N/A (a)
COASTAL CORP COMMON STOCKS 19044110 699,600.00 21,200.00 (c) N/A (c)
COCA- COLA FEMSA S.A. ADR COMMON STOCKS 19124110 5,370,011.00 329,186.00 (a) N/A (a)
COCA- COLA FEMSA S.A. ADR COMMON STOCKS 19124110 722,894.00 44,314.00 (a) N/A (c)
COCA-COLA BOTT CO CONS COMMON STOCKS 19109810 110,500.00 2,000.00 (a) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 78,849,690.00 1,284,720.00 (a) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 994,275.00 16,200.00 (a) N/A (c)
COCA-COLA CO COMMON STOCKS 19121610 27,999,275.00 456,200.00 (c) N/A (c)
COHEN & STEERS REALTY INC FD COMMON STOCKS 19247P10 610,312.00 77,500.00 (a) N/A (a)
COINSTAR INC. COMMON STOCKS 19259P30 648,306.00 40,205.00 (a) N/A (a)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 6,302,000.00 68,500.00 (a) N/A (a)
COLT TELECOM GROUP PLC ADR COMMON STOCKS 19687710 5,646,369.00 78,626.00 (a) N/A (a)
COLUMBIA HCA HEALTHCARE CORP COMMON STOCKS 19767710 58,774,083.00 3,103,500.00 (a) N/A (a)
COLUMBIA HCA HEALTHCARE CORP COMMON STOCKS 19767710 998,033.00 52,700.00 (a) N/A (c)
COLUMBIA HCA HEALTHCARE CORP COMMON STOCKS 19767710 10,376,130.00 547,900.00 (c) N/A (c)
COMBINED BROADCASTING COMMON STOCKS 20099F98 0.00 85,918.00 (a) N/A (a)
COMCAST 3.3500% CNV BOND CONVERTIBLES 20030040 6,111,875.00 77,000.00 (a) N/A (a)
COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 3,030,591.00 48,152.00 (a) N/A (a)
COMINCO COMMON STOCKS 20043510 8,986,038.00 644,715.00 (a) N/A (a)
COMINCO COMMON STOCKS 20043510 207,579.00 14,893.00 (a) N/A (c)
COMINCO COMMON STOCKS 20043510 2,685,421.00 192,669.00 (c) N/A (c)
COMMERCE BANCORP INC/NJ COMMON STOCKS 20051910 103,125.00 2,500.00 (a) N/A (a)
COMMERCE BANCORP INC/NJ COMMON STOCKS 20051910 796,125.00 19,300.00 (c) N/A (c)
COMMERCIAL FEDERAL CORP COMMON STOCKS 20164710 324,632.00 14,000.00 (c) N/A (c)
COMMERCIAL METALS CO COM COMMON STOCKS 20172310 816,000.00 40,800.00 (c) N/A (c)
COMMONWEALTH ENERGY COMMON STOCKS 20280010 311,600.00 8,200.00 (c) N/A (c)
COMPAQ COMPUTER CORP COMMON STOCKS 20449310 5,702,892.00 179,970.00 (a) N/A (a)
COMPAQ COMPUTER CORP COMMON STOCKS 20449310 990,535.00 31,259.00 (a) N/A (c)
COMPASS GROUP ADR COMMON STOCKS 20449X10 191,740.00 17,235.00 (a) N/A (a)
COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 1,084,565.00 30,497.00 (a) N/A (a)
COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 725,485.00 20,400.00 (a) N/A (c)
COMPUTER SCIENCES CORP COMMON STOCKS 20536310 2,742,844.00 49,700.00 (a) N/A (a)
COMSAT CORP COMMON STOCKS 20564D10 7,356,040.00 254,200.00 (a) N/A (a)
CONAGRA INC COMMON STOCKS 20588710 4,392,125.00 171,400.00 (a) N/A (a)
CONCENTRIC NETWORK CP 144A WT WARRANTS 20589R11 675,000.00 2,250.00 (a) N/A (a)
CONCURRENT COMPUTER CORP COMMON STOCKS 20671020 1,767,920.00 441,980.00 (a) N/A (a)
CONECTIV INC COMMON STOCKS 20682910 800,188.00 41,300.00 (a) N/A (a)
CONECTIV INC COMMON STOCKS 20682910 403,000.00 20,800.00 (a) N/A (c)
CONSOLIDATED EDISON INC. COMMON STOCKS 20911510 2,496,746.00 55,100.00 (a) N/A (a)
CONSOLIDATED EDISON INC. COMMON STOCKS 20911510 9,402,448.00 207,500.00 (c) N/A (c)
CONSOLIDATED FREIGHTWAYS CRP COMMON STOCKS 20923210 1,472,275.00 125,300.00 (c) N/A (c)
CONSOLIDATED GRAPHICS INC COMMON STOCKS 20934110 323,400.00 5,600.00 (c) N/A (c)
CONSOLIDATED STORES COMMON STOCKS 21014910 584,132.00 19,270.00 (a) N/A (c)
CONVERGYS CORP COMMON STOCKS 21248510 165,770.00 9,680.00 (a) N/A (a)
CONVERGYS CORP COMMON STOCKS 21248510 332,225.00 19,400.00 (a) N/A (c)
COOPER CAMERON CORP COMMON STOCKS 21664010 474,250.00 14,000.00 (a) N/A (a)
COOPER CAMERON CORP COMMON STOCKS 21664010 294,712.00 8,700.00 (c) N/A (c)
COOPER COMPANIES INC. COMMON STOCKS 21664840 137,345.00 8,933.00 (a) N/A (a)
COORS (ADOLPH) CO CL B COMMON STOCKS 21701610 453,600.00 8,400.00 (a) N/A (a)
COORS (ADOLPH) CO CL B COMMON STOCKS 21701610 356,400.00 6,600.00 (c) N/A (c)
COR THERAPEUTICS, INC. COMMON STOCKS 21775310 722,493.00 72,700.00 (c) N/A (c)
CORN PRODUCTS INTL INC COMMON STOCKS 21902310 296,831.00 12,400.00 (c) N/A (c)
CORPORATE EXPRESS INC COMMON STOCKS 21988810 96,715.00 18,642.00 (a) N/A (a)
COSTCO COMPANIES INC COMMON STOCKS 22160Q10 2,499,670.00 27,300.00 (a) N/A (a)
COSTCO COMPANIES INC COMMON STOCKS 22160Q10 3,580,113.00 39,100.00 (c) N/A (c)
COSTCO COS CNV SUB NOTES CONVERTIBLES 22160QAC 5,308,875.00 4,950.00 (a) N/A (a)
COULTER PHARMACEUTICAL INC COMMON STOCKS 22211610 4,869,825.00 223,900.00 (a) N/A (a)
COULTER PHARMACEUTICAL INC COMMON STOCKS 22211610 1,111,425.00 51,100.00 (c) N/A (c)
COUNTRYWIDE CREDIT INDS INC COMMON STOCKS 22237210 382,500.00 10,200.00 (a) N/A (a)
COX RADIO INC COMMON STOCKS 22405110 650,875.00 12,700.00 (c) N/A (c)
CREDICORP LTD ADR COMMON STOCKS G2519Y10 810,566.00 83,135.00 (a) N/A (a)
CREDICORP LTD ADR COMMON STOCKS G2519Y10 100,815.00 10,340.00 (a) N/A (c)
CROMPTON & KNOWLES CORP COMMON STOCKS 22711110 375,322.00 23,830.00 (a) N/A (a)
CROWN PACKAGING ENTERPRISES COMMON STOCKS 22844110 11,243.00 1,124,313.00 (a) N/A (a)
CROWN PACKAGING ENTERPRISES COMMON STOCKS 22844110 859.00 85,883.00 (a) N/A (c)
CTS CORP COMMON STOCKS 12650110 474,605.00 9,600.00 (c) N/A (c)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 153,402.00 3,200.00 (a) N/A (a)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 1,452,521.00 30,300.00 (c) N/A (c)
CURATIVE HEALTH SERVICES INC. COMMON STOCKS 23126410 288,650.00 25,100.00 (c) N/A (c)
CVS CORP 6.0% PFD 05/15/01 SER PREFERRED STOCKS 12664520 1,265,400.00 14,800.00 (a) N/A (a)
CYMER INC COMMON STOCKS 23257210 1,778,812.00 89,500.00 (a) N/A (a)
CYPRUS MINERALS CO COMMON STOCKS 23280910 1,290,100.00 106,400.00 (a) N/A (a)
CYPRUS MINERALS CO COMMON STOCKS 23280910 654,750.00 54,000.00 (a) N/A (c)
D.R. HORTON INC COMMON STOCKS 23331A10 675,025.00 40,300.00 (c) N/A (c)
DAIRY MART CONVEN STRS WT WARRANTS 23386099 7,209.00 28,837.00 (a) N/A (a)
DANAHER CORP COMMON STOCKS 23585110 114,950.00 2,200.00 (a) N/A (a)
DARDEN RESTAURANTS INC COMMON STOCKS 23719410 206,250.00 10,000.00 (a) N/A (a)
DATAPOINT SUB DEB CONV DEFAULT CONVERTIBLES 238100AB 920,000.00 2,300.00 (a) N/A (a)
DAYTON-HUDSON CORP COMMON STOCKS 23975310 31,425,014.00 471,670.00 (a) N/A (a)
DAYTON-HUDSON CORP COMMON STOCKS 23975310 6,142,825.00 92,200.00 (c) N/A (c)
DEAN FOODS CO COMMON STOCKS 24236110 188,812.00 5,300.00 (a) N/A (a)
DEERE AND CO COMMON STOCKS 24419910 316,725.00 8,200.00 (a) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 24,046,272.00 588,288.00 (a) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 850,200.00 20,800.00 (a) N/A (c)
DELL COMPUTER CORP COMMON STOCKS 24702510 143,062.00 3,500.00 (c) N/A (c)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 1,371,938.00 40,500.00 (c) N/A (c)
DELTA AIR LINES, INC. COMMON STOCKS 24736110 6,755,400.00 97,200.00 (a) N/A (a)
DELTA AIR LINES, INC. COMMON STOCKS 24736110 3,614,000.00 52,000.00 (c) N/A (c)
DELUXE CORP COMMON STOCKS 24801910 495,125.00 17,000.00 (a) N/A (c)
DENDRITE INTERNATIONAL INC COMMON STOCKS 24823910 296,763.00 13,300.00 (c) N/A (c)
DEPOMED INC COMMON STOCKS 24990810 469,942.00 46,700.00 (a) N/A (a)
DEPOMED INC WARRANTS 24990811 255,772.00 44,000.00 (a) N/A (a)
DESC S.A. ADR COMMON STOCKS 25030910 2,353,882.00 88,200.00 (a) N/A (a)
DESC S.A. ADR COMMON STOCKS 25030910 245,530.00 9,200.00 (a) N/A (c)
DEUTSCHE BANK 144A CNV BONDS CONVERTIBLES 25152QAB 2,629,650.00 2,350.00 (a) N/A (a)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 135,974.00 9,500.00 (a) N/A (a)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 1,621,663.00 113,300.00 (c) N/A (c)
DEVON ENERGY CORP COMMON STOCKS 25179910 154,353.00 5,600.00 (a) N/A (a)
DEVON ENERGY CORP COMMON STOCKS 25179910 2,114,082.00 76,700.00 (c) N/A (c)
DEVRY INC COMMON STOCKS 25189310 150,800.00 5,200.00 (a) N/A (a)
DEVRY INC COMMON STOCKS 25189310 2,067,700.00 71,300.00 (c) N/A (c)
DEXTER CORP COMMON STOCKS 25216510 859,950.00 27,300.00 (a) N/A (a)
DEXTER CORP COMMON STOCKS 25216510 560,700.00 17,800.00 (a) N/A (c)
DIAMOND OFFSHORE CONV SUB NTS CONVERTIBLES 25271CAA 12,604,800.00 12,120.00 (a) N/A (a)
DII GROUP INC COMMON STOCKS 23294910 336,375.00 11,500.00 (c) N/A (c)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 1,579,266.00 128,260.00 (a) N/A (a)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 1,141,563.00 92,712.00 (a) N/A (c)
DIVA SYSTEMS PFD PREFERRED STOCKS 25501390 1,898,100.00 166,500.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERRED STOCKS 25501391 797,008.00 69,913.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERRED STOCKS 25501391 199,500.00 17,500.00 (a) N/A (c)
DIVA SYSTEMS WARRANT 144A WARRANTS 25501311 2,598,750.00 11,250.00 (a) N/A (a)
DIVA SYSTEMS-WTS WARRANTS 25501315 617,691.00 53,994.00 (a) N/A (a)
DOLE FOOD COMMON STOCKS 25660510 501,000.00 16,700.00 (a) N/A (a)
DOLE FOOD COMMON STOCKS 25660510 567,000.00 18,900.00 (a) N/A (c)
DONNA KARAN INTL INC COMMON STOCKS 25782610 571,875.00 75,000.00 (a) N/A (a)
DONNELLEY (R.R.) & SONS COMMON STOCKS 25786710 254,285.00 7,900.00 (a) N/A (a)
DOUBLE CLICK CONV SUB NTS 144A CONVERTIBLES 258609AA 3,156,250.00 2,500.00 (a) N/A (a)
DOVER CORP COMMON STOCKS 26000310 3,399,275.00 103,400.00 (a) N/A (a)
DOVER CORP COMMON STOCKS 26000310 1,397,188.00 42,500.00 (a) N/A (c)
DOW CHEMICAL COMMON STOCKS 26054310 4,976,239.00 53,400.00 (a) N/A (a)
DOWNEY FINANCIAL CORP COMMON STOCKS 26101810 294,839.00 16,100.00 (c) N/A (c)
DR PEPPER BTLG HLDGS PRIVATE COMMON STOCKS 25612T10 3,472,500.00 120,000.00 (a) N/A (a)
DSC COMM CNV SUB NOTES CONVERTIBLES 233311AC 6,413,536.00 6,145.00 (a) N/A (a)
DSC COMM CNV SUB NOTES CONVERTIBLES 233311AC 208,740.00 200.00 (a) N/A (c)
DST SYSTEMS INC COMMON STOCKS 23332610 4,432,649.00 73,800.00 (a) N/A (a)
DST SYSTEMS INC COMMON STOCKS 23332610 210,220.00 3,500.00 (a) N/A (c)
DTE ENERGY COMPANY COMMON STOCKS 23333110 9,125,181.00 237,400.00 (a) N/A (a)
DTE ENERGY COMPANY COMMON STOCKS 23333110 1,668,209.00 43,400.00 (a) N/A (c)
DTI HOLDINGS INC WARRANT 144A WARRANTS 23333W11 38,750.00 38,750.00 (a) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 59,878,340.00 1,031,265.00 (a) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 1,045,134.00 18,000.00 (a) N/A (c)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 12,384,838.00 213,300.00 (c) N/A (c)
DUKE ENERGY CORP. COMMON STOCKS 26439910 5,952,692.00 108,600.00 (c) N/A (c)
DURA AUTOMOTIVE SYSTEMS INC COMMON STOCKS 26590310 129,159.00 4,572.00 (c) N/A (c)
DYCOM INDS INC COMMON STOCKS 26747510 778,650.00 17,900.00 (c) N/A (c)
E.SPIRE COMMUNICATIONS WT WARRANTS 26915311 1,342,000.00 12,200.00 (a) N/A (a)
E.W. BLANCH HOLDINGS, INC. COMMON STOCKS 09321010 561,750.00 10,700.00 (c) N/A (c)
EAGLE HARDWARE & GARDEN INC. COMMON STOCKS 26959B10 782,854.00 20,500.00 (c) N/A (c)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 102,065.00 4,600.00 (a) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 1,297,998.00 58,500.00 (c) N/A (c)
EARTHLINK NETWORK INC COMMON STOCKS 27032210 1,122,000.00 18,700.00 (c) N/A (c)
EASTERN UTIL ASSOC COMMON STOCKS 27717310 424,695.00 15,000.00 (c) N/A (c)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 128,797.00 3,062.00 (a) N/A (c)
EASTMAN KODAK CO COMMON STOCKS 27746110 849,985.00 13,307.00 (a) N/A (a)
EASTMAN KODAK CO COMMON STOCKS 27746110 450,319.00 7,050.00 (a) N/A (c)
EATON VANCE CORP COMMON STOCKS 27826510 352,188.00 17,500.00 (c) N/A (c)
ECI TELECOM LTD COMMON STOCKS 26825810 9,511,530.00 271,758.00 (a) N/A (a)
ECI TELECOM LTD COMMON STOCKS 26825810 593,600.00 16,960.00 (a) N/A (c)
EDISON INTERNATIONAL COMMON STOCKS 28102010 17,951,300.00 806,800.00 (a) N/A (a)
EDISON INTERNATIONAL COMMON STOCKS 28102010 540,675.00 24,300.00 (a) N/A (c)
EDISON INTERNATIONAL COMMON STOCKS 28102010 2,905,850.00 130,600.00 (c) N/A (c)
ELECTRONIC ARTS INC COMMON STOCKS 28551210 783,750.00 16,500.00 (a) N/A (a)
ELECTRONIC ARTS INC COMMON STOCKS 28551210 3,244,250.00 68,300.00 (c) N/A (c)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 3,500,667.00 71,900.00 (a) N/A (a)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 803,352.00 16,500.00 (a) N/A (c)
ELF AQUITAINE ADR COMMON STOCKS 28626910 1,204,903.00 17,900.00 (a) N/A (a)
ELF AQUITAINE ADR COMMON STOCKS 28626910 807,756.00 12,000.00 (a) N/A (c)
ELSINORE CORP COMMON STOCKS 29030830 40,609.00 92,715.00 (a) N/A (a)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 2,859,541.00 231,074.00 (a) N/A (a)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 1,009,181.00 81,550.00 (a) N/A (c)
EMBRATEL PARTICIP ADR COMMON STOCKS 29081N10 158,536.00 9,500.00 (a) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 16,339,225.00 127,900.00 (a) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 1,366,925.00 10,700.00 (a) N/A (c)
EMERGING MKTS INFRASTRUCT FD COMMON STOCKS 29092110 244,562.00 30,100.00 (a) N/A (a)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 2,625,725.00 49,600.00 (a) N/A (a)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 328,216.00 6,200.00 (a) N/A (c)
EMPRESA NACIONAL DE ELEC-ADR COMMON STOCKS 29244T10 1,882,206.00 133,841.00 (a) N/A (a)
EMPRESA NACIONAL DE ELEC-ADR COMMON STOCKS 29244T10 1,349,457.00 95,958.00 (a) N/A (c)
ENERGY EAST CORPORATION COMMON STOCKS 29266M10 467,811.00 8,900.00 (a) N/A (a)
ENERSIS S.A. ADR COMMON STOCKS 29274F10 1,122,821.00 41,876.00 (a) N/A (a)
ENERSIS S.A. ADR COMMON STOCKS 29274F10 341,169.00 12,724.00 (a) N/A (c)
ENGELHARD CORP COMMON STOCKS 29284510 162,605.00 9,600.00 (a) N/A (a)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 772,800.00 33,600.00 (c) N/A (c)
ENRON CORP COMMON STOCKS 29356110 12,296,229.00 191,381.00 (a) N/A (a)
ENRON CORP COMMON STOCKS 29356110 9,091,375.00 141,500.00 (c) N/A (c)
ENRON OIL & GAS COMMON STOCKS 29356210 133,000.00 8,000.00 (a) N/A (a)
ENRON OIL & GAS COMMON STOCKS 29356210 2,334,150.00 140,400.00 (c) N/A (c)
ENSCO INTERNATIONAL INC COMMON STOCKS 26874Q10 395,396.00 29,700.00 (a) N/A (a)
ENTERGY CORP COMMON STOCKS 29364G10 310,750.00 11,300.00 (a) N/A (a)
ENZO BIOCHEM INC COM COMMON STOCKS 29410010 285,000.00 30,400.00 (c) N/A (c)
EQUIFAX INC COMMON STOCKS 29442910 1,488,438.00 43,300.00 (a) N/A (a)
EQUITY INCOME FUND--1ST EXCHNG COMMON STOCKS 29470070 177,250.00 1,000.00 (a) N/A (a)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 831,159.00 32,755.00 (a) N/A (a)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 635,162.00 25,031.00 (a) N/A (c)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 459,525.00 11,140.00 (a) N/A (a)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 123,750.00 3,000.00 (a) N/A (c)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 7,173,129.00 301,227.00 (a) N/A (a)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 595,325.00 25,000.00 (a) N/A (c)
ESTEE LAUDER 6.25% CONV PFD PREFERRED STOCKS 51843720 119,250.00 1,500.00 (a) N/A (c)
ESTEE LAUDER TR II 6.25% CNV PREFERRED STOCKS 51843820 3,793,146.00 42,000.00 (a) N/A (a)
ETHAN ALLEN INTERIORS INC COMMON STOCKS 29760210 357,442.00 8,600.00 (a) N/A (a)
EXODUS COMMUNICATIONS 144A CNV CONVERTIBLES 302088AC 3,265,000.00 2,000.00 (a) N/A (a)
EXPRESS SCRIPTS, INC. COMMON STOCKS 30218210 464,065.00 5,400.00 (c) N/A (c)
EXXEL CAPITAL PARTNERS V LP COMMON STOCKS 98400490 1,990,621.00 2,000,001.00 (a) N/A (a)
EXXON CORP COMMON STOCKS 30229010 129,672,779.00 1,837,688.00 (a) N/A (a)
EXXON CORP COMMON STOCKS 30229010 2,837,479.00 40,212.00 (a) N/A (c)
EXXON CORP COMMON STOCKS 30229010 19,369,544.00 274,500.00 (c) N/A (c)
FAIR HLDGS CORP SR. PFD PREFERRED STOCKS 30324520 0.00 115,179.00 (a) N/A (a)
FAIRFIELD COMMUNITIES COMMON STOCKS 30423130 465,652.00 52,098.00 (a) N/A (a)
FDX CORP. COMMON STOCKS 31304N10 8,537,400.00 91,800.00 (a) N/A (a)
FED CORP SERIES C PFD PRIVATE COMMON STOCKS 31331590 148,936.00 42,553.00 (a) N/A (a)
FED CORP SERIES D PFD PRIVATE COMMON STOCKS 31331593 163,495.00 32,699.00 (a) N/A (a)
FED CORP SERIES E PFD PRIVATE COMMON STOCKS 31331594 193,032.00 32,172.00 (a) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 3,203,797.00 55,900.00 (a) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 14,218,272.00 205,318.00 (a) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 3,531,750.00 51,000.00 (c) N/A (c)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 112,350.00 2,800.00 (a) N/A (a)
FEDERATED DEPT STORES WTS C WARRANTS 31410H11 230,302.00 14,979.00 (a) N/A (a)
FEDERATED DEPT STORES WTS C WARRANTS 31410H12 232,174.00 14,979.00 (a) N/A (a)
FELCOR LODGING TRUST INC COMMON STOCKS 31430F10 296,806.00 12,800.00 (c) N/A (c)
FERRO CORP COMMON STOCKS 31540510 529,650.00 21,400.00 (c) N/A (c)
FIDELITY NATIONAL FINL INC COMMON STOCKS 31632610 294,000.00 19,600.00 (c) N/A (c)
FIFTH THIRD BANCORP COMMON STOCKS 31677310 817,631.00 12,400.00 (a) N/A (a)
FILENET CORP COMMON STOCKS 31686910 291,900.00 41,700.00 (c) N/A (c)
FINOVA GROUP INC COMMON STOCKS 31792810 399,438.00 7,700.00 (a) N/A (a)
FIRST AMER FINL CORP CALF COMMON STOCKS 31852230 270,402.00 17,100.00 (c) N/A (c)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 105,327.00 4,400.00 (a) N/A (a)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 701,383.00 29,300.00 (c) N/A (c)
FIRST SECURITY CORP, DELA COMMON STOCKS 33629410 891,759.00 46,174.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 7,764,541.00 145,300.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 2,869,621.00 53,700.00 (c) N/A (c)
FIRSTAR CORPORATION COMMON STOCKS 33763V10 608,600.00 6,800.00 (a) N/A (a)
FLAGSTAR BANCORP INC COMMON STOCKS 33793010 132,500.00 5,000.00 (a) N/A (a)
FLAGSTAR BANCORP INC COMMON STOCKS 33793010 2,151,800.00 81,200.00 (c) N/A (c)
FLEET FINANCIAL GROUP INC COMMON STOCKS 33891510 1,378,128.00 36,628.00 (a) N/A (a)
FLEET FINANCIAL GROUP INC COMMON STOCKS 33891510 706,071.00 18,766.00 (a) N/A (c)
FLEMING COS INC COMMON STOCKS 33913010 498,367.00 58,200.00 (a) N/A (a)
FLEMING COS INC COMMON STOCKS 33913010 303,986.00 35,500.00 (c) N/A (c)
FLORA REAL ESTATE MTG. CO. CMN COMMON STOCKS 33999G99 0.00 38,385.00 (a) N/A (a)
FLUOR CORP COMMON STOCKS 34386110 737,100.00 27,300.00 (a) N/A (c)
FLUOR CORP COMMON STOCKS 34386110 1,077,300.00 39,900.00 (c) N/A (c)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 4,310,592.00 139,330.00 (a) N/A (a)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 2,237,405.00 72,319.00 (a) N/A (c)
FOODMAKER, INC. COMMON STOCKS 34483920 260,100.00 10,200.00 (a) N/A (a)
FOODMAKER, INC. COMMON STOCKS 34483920 4,449,750.00 174,500.00 (c) N/A (c)
FORD MOTOR CO COMMON STOCKS 34537010 44,194,253.00 779,605.00 (a) N/A (a)
FORD MOTOR CO COMMON STOCKS 34537010 3,410,464.00 60,162.00 (a) N/A (c)
FORD MOTOR CO COMMON STOCKS 34537010 7,533,835.00 132,900.00 (c) N/A (c)
FOX ENTERTAINMENT COMMON STOCKS 35138T10 271,250.00 10,000.00 (a) N/A (a)
FPL GROUP INC COMMON STOCKS 30257110 923,888.00 17,350.00 (a) N/A (a)
FPL GROUP INC COMMON STOCKS 30257110 660,300.00 12,400.00 (a) N/A (c)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 109,688.00 3,900.00 (a) N/A (a)
FRED MEYER INC COMMON STOCKS 59290710 1,840,315.00 31,258.00 (a) N/A (a)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 234,900.00 21,600.00 (a) N/A (a)
FREMONT GENERAL CORP COMMON STOCKS 35728810 655,767.00 34,400.00 (a) N/A (a)
FREMONT GENERAL CORP COMMON STOCKS 35728810 308,821.00 16,200.00 (c) N/A (c)
FRUIT OF THE LOOM LTD COMMON STOCKS G3682L10 17,080,675.00 1,588,900.00 (a) N/A (a)
FRUIT OF THE LOOM LTD COMMON STOCKS G3682L10 297,775.00 27,700.00 (a) N/A (c)
FRUIT OF THE LOOM LTD COMMON STOCKS G3682L10 3,857,100.00 358,800.00 (c) N/A (c)
GALLAGHER (ARTHUR J) CO COMMON STOCKS 36357610 368,000.00 8,000.00 (c) N/A (c)
GANNETT CO COMMON STOCKS 36473010 30,164,400.00 478,800.00 (a) N/A (a)
GANNETT CO COMMON STOCKS 36473010 1,965,600.00 31,200.00 (a) N/A (c)
GANNETT CO COMMON STOCKS 36473010 6,848,100.00 108,700.00 (c) N/A (c)
GAP INC COMMON STOCKS 36476010 639,474.00 9,500.00 (a) N/A (a)
GARDNER DENVER MACHINERY INC COMMON STOCKS 36555810 495,300.00 31,200.00 (c) N/A (c)
GATX CORP COMMON STOCKS 36144810 260,210.00 7,900.00 (a) N/A (a)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 680,250.00 90,700.00 (c) N/A (c)
GENER S.A. SPONSORED ADR COMMON STOCKS 36873110 5,828,458.00 317,195.00 (a) N/A (a)
GENER S.A. SPONSORED ADR COMMON STOCKS 36873110 661,592.00 36,005.00 (a) N/A (c)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 51,282,099.00 463,567.00 (a) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 4,030,954.00 36,438.00 (a) N/A (c)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 20,259,862.00 183,140.00 (c) N/A (c)
GENERAL GROWTH PROPERTIES,INC. COMMON STOCKS 37002110 114,831.00 3,540.00 (a) N/A (a)
GENERAL GROWTH PROPERTIES,INC. COMMON STOCKS 37002110 123,264.00 3,800.00 (a) N/A (c)
GENERAL INSTRUMENT CORP COMMON STOCKS 37012010 421,351.00 13,900.00 (a) N/A (a)
GENERAL MILLS INC COMMON STOCKS 37033410 5,538,768.00 73,300.00 (a) N/A (a)
GENERAL MILLS INC COMMON STOCKS 37033410 130,573.00 1,728.00 (a) N/A (c)
GENERAL MOTORS COMMON STOCKS 37044210 26,727,705.00 307,215.00 (a) N/A (a)
GENERAL MOTORS COMMON STOCKS 37044210 2,505,600.00 28,800.00 (a) N/A (c)
GENERAL MOTORS COMMON STOCKS 37044210 4,010,700.00 46,100.00 (c) N/A (c)
GENESIS MICROCHIP COMMON STOCKS 37193310 2,135,125.00 89,900.00 (a) N/A (a)
GENTEX CORP COMMON STOCKS 37190110 616,702.00 28,600.00 (c) N/A (c)
GEON CO COMMON STOCKS 37246W10 448,175.00 19,700.00 (c) N/A (c)
GEORGIA-PACIFIC COMMON STOCKS 37329810 13,483,058.00 181,590.00 (a) N/A (a)
GEORGIA-PACIFIC COMMON STOCKS 37329810 267,300.00 3,600.00 (a) N/A (c)
GEORGIA-PACIFIC COMMON STOCKS 37329810 4,306,500.00 58,000.00 (c) N/A (c)
GEOTEK COMMUNICATIONS INC COMMON STOCKS 37365410 529.00 26,444.00 (a) N/A (a)
GETCHELL GOLD CORP. COMMON STOCKS 37426510 518,522.00 19,800.00 (c) N/A (c)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 1,071,960.00 17,866.00 (a) N/A (a)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 1,605,840.00 26,764.00 (a) N/A (c)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 800,800.00 17,600.00 (c) N/A (c)
GILLETTE CO. COMMON STOCKS 37576610 65,013,284.00 1,093,800.00 (a) N/A (a)
GILLETTE CO. COMMON STOCKS 37576610 1,141,210.00 19,200.00 (a) N/A (c)
GILLETTE CO. COMMON STOCKS 37576610 16,523,764.00 278,000.00 (c) N/A (c)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 616,299.00 9,207.00 (a) N/A (a)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 2,924,942.00 63,242.00 (a) N/A (a)
GLOBAL MARINE INC. COMMON STOCKS 37935240 625,688.00 53,250.00 (a) N/A (a)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 27,575,532.00 492,966.00 (a) N/A (a)
GLOBALSTAR TELECOMMUNICATIONS WARRANTS 37936412 150,525.00 3,345.00 (a) N/A (a)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 7,888,300.00 82,600.00 (a) N/A (a)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 2,702,650.00 28,300.00 (c) N/A (c)
GOODYEAR TIRE & RUBBER COMMON STOCKS 38255010 1,305,101.00 26,200.00 (a) N/A (a)
GOODY'S FAMILY CLOTHING INC COMMON STOCKS 38258810 776,347.00 55,700.00 (c) N/A (c)
GPA GROUP PLC PFD 7% PREFERRED STOCKS 38411190 4,810,000.00 9,250,000.00 (a) N/A (a)
GRAINGER (W.W.) INC COMMON STOCKS 38480210 103,351.00 2,400.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 579,688.00 87,500.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 112,625.00 17,000.00 (a) N/A (c)
GRIFFON CORP COMMON STOCKS 39843310 277,750.00 40,400.00 (c) N/A (c)
GRUPO TELEVISA-GDS COMMON STOCKS 40049J20 14,176,323.00 451,835.00 (a) N/A (a)
GRUPO TELEVISA-GDS COMMON STOCKS 40049J20 3,691,206.00 117,648.00 (a) N/A (c)
GTE CORP COMMON STOCKS 36232010 576,202.00 9,524.00 (a) N/A (a)
GTE CORP COMMON STOCKS 36232010 726,000.00 12,000.00 (a) N/A (c)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 1,067,625.00 43,800.00 (a) N/A (a)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 414,375.00 17,000.00 (a) N/A (c)
GUCCI GROUP NV-NY REG SHS COMMON STOCKS 40156610 297,850.00 3,700.00 (a) N/A (a)
GUIDANT CORP COMMON STOCKS 40169810 35,186,800.00 581,600.00 (a) N/A (a)
GUIDANT CORP COMMON STOCKS 40169810 520,300.00 8,600.00 (a) N/A (c)
GUIDANT CORP COMMON STOCKS 40169810 5,154,600.00 85,200.00 (c) N/A (c)
HALLIBURTON COMMON STOCKS 40621610 565,950.00 14,700.00 (a) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 885,500.00 23,000.00 (a) N/A (c)
HALSEY DRUG CO COMMON STOCKS 40636910 890,870.00 678,500.00 (a) N/A (a)
HALSEY DRUG CO - RESTRICTED COMMON STOCKS 40636998 825,877.00 629,000.00 (a) N/A (a)
HARCOR ENERGY 144A WARRANTS WARRANTS 41162811 0.00 22,000.00 (a) N/A (a)
HARTE-HANKS COMMUNICATIONS COMMON STOCKS 41619610 109,752.00 4,000.00 (a) N/A (a)
HARTE-HANKS COMMUNICATIONS COMMON STOCKS 41619610 883,504.00 32,200.00 (c) N/A (c)
HARTFORD FINANCIAL SVCS. GRP. COMMON STOCKS 41651510 2,261,157.00 39,800.00 (a) N/A (a)
HAWAIIAN ELECTRIC INDS COMMON STOCKS 41987010 298,036.00 8,500.00 (c) N/A (c)
HEALTH MGMT ASSOC INC CL A COMMON STOCKS 42193310 37,275,779.00 3,058,400.00 (a) N/A (a)
HEALTH MGMT ASSOC INC CL A COMMON STOCKS 42193310 617,932.00 50,700.00 (a) N/A (c)
HEALTH MGMT ASSOC INC CL A COMMON STOCKS 42193310 2,541,198.00 208,500.00 (c) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 800,185.00 42,115.00 (a) N/A (a)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 463,600.00 24,400.00 (a) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 387,600.00 20,400.00 (c) N/A (c)
HEALTHSOUTH CORP. COMMON STOCKS 42192410 9,659,372.00 931,022.00 (a) N/A (a)
HEALTHSOUTH CORP. COMMON STOCKS 42192410 384,985.00 37,107.00 (a) N/A (c)
HEINZ (H.J.) CO COMMON STOCKS 42307410 459,538.00 9,700.00 (a) N/A (a)
HELLENIC TELECOMMUN ORG ADR COMMON STOCKS 42332530 10,521,210.00 900,172.00 (a) N/A (a)
HELLENIC TELECOMMUN ORG ADR COMMON STOCKS 42332530 911,232.00 77,963.00 (a) N/A (c)
HELMERICH & PAYNE INC COMMON STOCKS 42345210 642,070.00 28,300.00 (a) N/A (a)
HEMMETER ENTERPRISES WARRANTS WARRANTS 42368R11 0.00 12,000.00 (a) N/A (a)
HERCULES INC COMMON STOCKS 42705610 350,975.00 13,900.00 (a) N/A (a)
HERSHEY FOODS CORP COMMON STOCKS 42786610 297,134.00 5,300.00 (a) N/A (a)
HERTZ CORP CL-A COMMON STOCKS 42804010 117,700.00 2,200.00 (a) N/A (a)
HEWLETT PACKARD CV CONVERTIBLES 428236AC 7,356,300.00 13,020.00 (a) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 725,599.00 10,700.00 (a) N/A (a)
HIDROELECTRICA EL CHOCON PRIV COMMON STOCKS 43168090 1,348,501.00 1,404,689.00 (a) N/A (a)
HIDROELECTRICA EL CHOCON PRIV COMMON STOCKS 43168090 202,456.00 210,892.00 (a) N/A (c)
HILTON HOTELS CONV SUB NTS CONVERTIBLES 432848AL 1,125,000.00 1,200.00 (a) N/A (a)
HOLLINGER INTL INC COMMON STOCKS 43556910 1,353,587.00 99,800.00 (a) N/A (a)
HOLLINGER INTL INC COMMON STOCKS 43556910 272,616.00 20,100.00 (a) N/A (c)
HOME DEPOT CONV SUB NOTES CONVERTIBLES 437076AE 5,586,588.00 2,015.00 (a) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 58,051,300.00 932,551.00 (a) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 1,095,600.00 17,600.00 (a) N/A (c)
HOME DEPOT INC COMMON STOCKS 43707610 12,095,175.00 194,300.00 (c) N/A (c)
HOMESTAKE MINING COMMON STOCKS 43761410 22,316,325.00 2,587,400.00 (a) N/A (a)
HOMESTAKE MINING COMMON STOCKS 43761410 1,925,962.00 223,300.00 (a) N/A (c)
HOMESTAKE MINING COMMON STOCKS 43761410 2,133,825.00 247,400.00 (c) N/A (c)
HONEYWELL INC COMMON STOCKS 43850610 8,809,471.00 116,200.00 (a) N/A (a)
HOSPITALITY PROPERTIES TRUST COMMON STOCKS 44106M10 305,812.00 11,300.00 (c) N/A (c)
HOST MARRIOTT CORP COMMON STOCKS 44107P10 320,300.00 28,791.00 (a) N/A (a)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 127,750.00 2,800.00 (a) N/A (a)
HOUSTON INDS 7% CNV PFD ACES CONVERTIBLES 44216120 6,247,925.00 51,850.00 (a) N/A (a)
HOUSTON INDS 7% CNV PFD ACES CONVERTIBLES 44216120 120,500.00 1,000.00 (a) N/A (c)
HRC MANOR CARE COMMON STOCKS 40413410 712,382.00 31,227.00 (a) N/A (a)
HRC MANOR CARE COMMON STOCKS 40413410 638,764.00 28,000.00 (a) N/A (c)
HUBCO INC COMMON STOCKS 40438210 312,136.00 9,300.00 (c) N/A (c)
HUMAN GENOME SCIENCES INC COMMON STOCKS 44490310 881,075.00 25,400.00 (a) N/A (a)
HUTCHINSON TECHNOLOGY COMMON STOCKS 44840710 313,425.00 12,600.00 (c) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 39,683,567.00 1,492,200.00 (a) N/A (a)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 718,038.00 27,000.00 (a) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 7,326,647.00 275,500.00 (c) N/A (c)
ICOS CORP COMMON STOCKS 44929510 877,500.00 26,000.00 (a) N/A (a)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 1,289,512.00 25,100.00 (a) N/A (a)
IDEX CORP COMMON STOCKS 45167R10 296,894.00 12,600.00 (c) N/A (c)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 6,416,438.00 103,700.00 (a) N/A (a)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 1,862,438.00 30,100.00 (a) N/A (c)
IMCO RECYCLING INC COMMON STOCKS 44968110 316,725.00 24,600.00 (c) N/A (c)
IMMUNE RESPONSE COMMON STOCKS 45252T10 712,090.00 80,800.00 (c) N/A (c)
IMMUNEX CORP COMMON STOCKS 45252810 516,150.00 6,200.00 (a) N/A (a)
INCO LTD COMMON STOCKS 45325840 18,546,340.00 1,393,100.00 (a) N/A (a)
INCO LTD COMMON STOCKS 45325840 460,630.00 34,600.00 (a) N/A (c)
INCO LTD COMMON STOCKS 45325840 5,922,954.00 444,900.00 (c) N/A (c)
INCO LTD DEB YANKEE CONV CONVERTIBLES 453258AH 5,464,800.00 6,210.00 (a) N/A (a)
INFORMIX CORP COMMON STOCKS 45677910 1,345,938.00 182,500.00 (a) N/A (a)
INFORMIX CORP COMMON STOCKS 45677910 836,325.00 113,400.00 (a) N/A (c)
INGERSOLL-RAND CO COMMON STOCKS 45686610 565,725.00 11,400.00 (a) N/A (a)
INSIGHT ENTERPRISES INC COMMON STOCKS 45765U10 482,625.00 19,500.00 (c) N/A (c)
INTEL CORP COMMON STOCKS 45814010 57,904,012.00 487,100.00 (a) N/A (a)
INTEL CORP COMMON STOCKS 45814010 3,447,375.00 29,000.00 (a) N/A (c)
INTEL CORP COMMON STOCKS 45814010 10,306,462.00 86,700.00 (c) N/A (c)
INTEL CORP APR 99 CALL OPTION OPTION 4581409D 275,000.00 1,000.00 (a) N/A (a)
INTEL CORP APR 99 PUT OPTION OPTION 4581409P 537,500.00 1,000.00 (a) N/A (a)
INTELCOM GRP 144A WARRANTS WARRANTS 45814F11 314,160.00 18,480.00 (a) N/A (a)
INTERGRAPH CORP COMMON STOCKS 45868310 114,750.00 17,000.00 (a) N/A (c)
INTERIM SERVICES CONV SUB NTS CONVERTIBLES 45868PAA 1,883,375.00 2,440.00 (a) N/A (a)
INTERIM SERVICES INC COMMON STOCKS 45868P10 856,500.00 57,100.00 (c) N/A (c)
INTERLOGIC TRACE INC. CMN STK COMMON STOCKS 45815W10 0.00 762,486.00 (a) N/A (a)
INTERLOGIC TRACE INC. PFD 10% PREFERRED STOCKS 45815W20 0.00 123,925.00 (a) N/A (a)
INTERMEDIA COMM OF FLA. WARRANTS 04588011 117,325.00 1,300.00 (a) N/A (a)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 333,495.00 12,526.00 (a) N/A (a)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 14,103,448.00 334,300.00 (a) N/A (a)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 257,347.00 6,100.00 (a) N/A (c)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 4,260,988.00 101,000.00 (c) N/A (c)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 3,512,162.00 45,100.00 (a) N/A (a)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 6,798,488.00 87,300.00 (c) N/A (c)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 27,553,512.00 155,450.00 (a) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 1,453,450.00 8,200.00 (a) N/A (c)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 8,951,125.00 50,500.00 (c) N/A (c)
INTL PAPER 5.25% CAP TR PFD CONVERTIBLES 46013730 1,504,538.00 31,800.00 (a) N/A (a)
INTL WIRELESS COMM PRIVATE COMMON STOCKS 45918990 0.00 1,761,040.00 (a) N/A (a)
INTL WIRELESS COMM SER F PRIV COMMON STOCKS 45918995 0.00 123,560.00 (a) N/A (a)
ISLE OF CAPRIS CASINOS INC COMMON STOCKS 46459210 90,936.00 19,929.00 (a) N/A (a)
JAB HLDG CMN STK COMMON STOCKS 46636#$A 1,900,477.00 410,914.00 (a) N/A (a)
JEFFERIES GROUP INC COMMON STOCKS 47231810 436,430.00 9,200.00 (c) N/A (c)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 433,600.00 6,400.00 (a) N/A (a)
JEWEL RECOVERY L.P. COMMON STOCKS 532999BW 0.00 1,756,898.00 (a) N/A (a)
JLG INDUSTRIES COMMON STOCKS 46621010 312,012.00 22,900.00 (c) N/A (c)
JOHNSON & JOHNSON COMMON STOCKS 47816010 34,258,400.00 366,400.00 (a) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 12,136,300.00 129,800.00 (c) N/A (c)
JOHNSON CTLS INC COMMON STOCKS 47836610 27,008,375.00 433,000.00 (a) N/A (a)
JOHNSON CTLS INC COMMON STOCKS 47836610 8,008,950.00 128,400.00 (c) N/A (c)
JORDAN TELECOM PIK PFD PREFERRED STOCKS 48076770 1,243,855.00 1,208.00 (a) N/A (a)
JSB FINANCIAL INC COMMON STOCKS 46624M10 110,275.00 2,200.00 (a) N/A (a)
K N ENERGY INC COMMON STOCKS 48262010 1,463,449.00 73,400.00 (c) N/A (c)
KAMAN CORP CL A COMMON STOCKS 48354810 857,190.00 66,900.00 (c) N/A (c)
KELLWOOD CO COMMON STOCKS 48804410 289,025.00 13,100.00 (c) N/A (c)
KENT ELECTONICS CORP COMMON STOCKS 49055310 752,307.00 75,700.00 (c) N/A (c)
KILROY REALTY CORP COMMON STOCKS 49427F10 102,500.00 5,000.00 (a) N/A (c)
KIMCO REALTY CORP COMMON STOCKS 49446R10 829,688.00 22,500.00 (a) N/A (a)
KLA TENCOR CORP COMMON STOCKS 48248010 2,088,209.00 43,000.00 (a) N/A (a)
KLA TENCOR CORP COMMON STOCKS 48248010 1,092,668.00 22,500.00 (c) N/A (c)
KNIGHT RIDDER INC COMMON STOCKS 49904010 385,000.00 7,700.00 (a) N/A (a)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047210 511,116.00 6,200.00 (a) N/A (a)
KOOR INDUSTRIES LTD-ADR COMMON STOCKS 50050710 2,542,711.00 120,365.00 (a) N/A (a)
KOOR INDUSTRIES LTD-ADR COMMON STOCKS 50050710 2,535,000.00 120,000.00 (a) N/A (c)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 740,738.00 58,381.00 (a) N/A (a)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 615,749.00 48,530.00 (a) N/A (c)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 9,466,377.00 746,089.00 (c) N/A (c)
KOREA FUND INC COMMON STOCKS 50063410 1,277,781.00 123,900.00 (a) N/A (a)
KOREA FUND INC COMMON STOCKS 50063410 123,756.00 12,000.00 (a) N/A (c)
KORN FERRY INTERNATIONAL COMMON STOCKS 50064320 522,375.00 39,800.00 (a) N/A (a)
KROGER CO COMMON STOCKS 50104410 36,117,259.00 603,211.00 (a) N/A (a)
KROGER CO COMMON STOCKS 50104410 2,077,662.00 34,700.00 (a) N/A (c)
KROGER CO COMMON STOCKS 50104410 9,915,300.00 165,600.00 (c) N/A (c)
KULICKE & SOFFA INDUSTRIES COMMON STOCKS 50124210 469,650.00 18,600.00 (c) N/A (c)
LABORATORIO CHILE SPON ADR COMMON STOCKS 50540H10 413,850.00 26,700.00 (a) N/A (a)
LAFARGE COMMON STOCKS 50586210 296,800.00 10,600.00 (a) N/A (a)
LAM RESEARCH CORP COMMON STOCKS 51280710 275,500.00 9,500.00 (c) N/A (c)
LAMONTS APPAREL INC COMMON STOCKS 51362840 357,920.00 347,074.00 (a) N/A (a)
LAMONTS APPAREL INC B WT WARRANTS 51362814 0.00 71,579.00 (a) N/A (a)
LAMONTS APPAREL INC- WTS A WARRANTS 51362813 0.00 209,426.00 (a) N/A (a)
LAMONTS APPAREL INC. WARRANT WARRANTS 51362898 0.00 205,945.00 (a) N/A (a)
LANDSTAR SYSTEM, INC. COMMON STOCKS 51509810 364,375.00 11,000.00 (c) N/A (c)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 13,207,140.00 221,040.00 (a) N/A (a)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 2,515,475.00 42,100.00 (a) N/A (c)
LENNAR CORP DEB CONV BOND CONVERTIBLES 526057AA 2,333,938.00 5,350.00 (a) N/A (a)
LEVEL 3 COMMUNICATIONS INC COMMON STOCKS 52729N10 1,885,857.00 25,900.00 (a) N/A (a)
LEXMARK HOLDING INC CL-A COMMON STOCKS 52977110 8,066,188.00 72,100.00 (a) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 42,315,959.00 498,568.00 (a) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 712,950.00 8,400.00 (a) N/A (c)
LILLY ELI & CO COMMON STOCKS 53245710 6,976,725.00 82,200.00 (c) N/A (c)
LIMITED INC COMMON STOCKS 53271610 241,712.00 6,100.00 (a) N/A (a)
LINCOLN NATIONAL CORP.INDIANA COMMON STOCKS 53418710 128,538.00 1,300.00 (a) N/A (a)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 3,777,125.00 73,700.00 (a) N/A (a)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 1,527,250.00 29,800.00 (c) N/A (c)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 1,377,875.00 36,500.00 (a) N/A (a)
LOEWS CONVERTIBLE BOND CONVERTIBLES 540424AL 1,278,750.00 1,500.00 (a) N/A (a)
LOEWS CORP COMMON STOCKS 54042410 18,484,612.00 247,700.00 (a) N/A (a)
LONE STAR INDUSTRIES COMMON STOCKS 54229040 316,200.00 10,200.00 (c) N/A (c)
LOWES COMPANIES COMMON STOCKS 54866110 121,000.00 2,000.00 (a) N/A (c)
LSI LOGIC CORP COMMON STOCKS 50216110 795,294.00 25,500.00 (a) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 16,613,748.00 153,831.00 (a) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 3,218,400.00 29,800.00 (c) N/A (c)
LYONDELL CHEMICAL COMPANY COMMON STOCKS 55207810 417,484.00 30,500.00 (a) N/A (a)
M.S. TAIWAN OPALS SER B 144A COMMON STOCKS 61691764 12,568,892.00 117,735.00 (a) N/A (a)
M.S. TAIWAN OPALS SER B 144A COMMON STOCKS 61691764 1,154,564.00 10,815.00 (a) N/A (c)
MACDERMID INC COMMON STOCKS 55427310 295,261.00 8,700.00 (c) N/A (c)
MACROMEDIA INC. COMMON STOCKS 55610010 652,507.00 14,400.00 (a) N/A (a)
MACROMEDIA INC. COMMON STOCKS 55610010 2,061,742.00 45,500.00 (c) N/A (c)
MAGYARD OLAJ 144A COMMON STOCKS 60846410 533,200.00 24,800.00 (a) N/A (a)
MAI SYSTEMS CORP COMMON STOCKS 55262020 746,032.00 256,633.00 (a) N/A (a)
MAIL-WELL HLDG 144A COMMON STOCKS 56032190 427,438.00 31,958.00 (a) N/A (a)
MAKRO ATACADISTA SA ADR COMMON STOCKS P6412510 454,140.00 60,000.00 (a) N/A (a)
MANITOWOC CO INC COMMON STOCKS 56357110 351,750.00 8,400.00 (c) N/A (c)
MARINE DRILLING CO INC COMMON STOCKS 56824020 115,500.00 10,500.00 (a) N/A (a)
MARRIOTT INTL CONV NOTES CONVERTIBLES 571900AH 4,107,200.00 6,040.00 (a) N/A (a)
MARSH & MCLENNAN COS INC COMMON STOCKS 57174810 5,717,250.00 77,000.00 (a) N/A (a)
MASCO CORP COMMON STOCKS 57459910 6,924,075.00 245,100.00 (a) N/A (a)
MASCO CORP COMMON STOCKS 57459910 678,000.00 24,000.00 (a) N/A (c)
MAXAGER TECHNOLOGY SER B PFD PREFERRED STOCKS 57790090 147,500.00 125,000.00 (a) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 3,307,038.00 61,100.00 (a) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 1,715,762.00 31,700.00 (c) N/A (c)
MAXIMUS INC. COMMON STOCKS 57793310 294,162.00 10,100.00 (c) N/A (c)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 208,536.00 5,330.00 (a) N/A (a)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 715,988.00 18,300.00 (c) N/A (c)
MBNA CORPORATION COMMON STOCKS 55262L10 1,487,412.00 62,300.00 (a) N/A (a)
MC CRORY PARENT CORP CO OF NY COMMON STOCKS 57986910 0.00 41,133.00 (a) N/A (a)
McDERMOTT INTL INC COMMON STOCKS 58003710 1,645,345.00 65,000.00 (a) N/A (a)
McDERMOTT INTL INC COMMON STOCKS 58003710 698,639.00 27,600.00 (a) N/A (c)
MCDONALDS CORP COMMON STOCKS 58013510 15,175,324.00 334,900.00 (a) N/A (a)
MCDONALDS CORP COMMON STOCKS 58013510 1,160,013.00 25,600.00 (a) N/A (c)
MCDONALDS CORP COMMON STOCKS 58013510 1,712,831.00 37,800.00 (c) N/A (c)
MCI WORLDCOM INC COMMON STOCKS 55268B10 61,031,686.00 689,133.00 (a) N/A (a)
MCI WORLDCOM INC COMMON STOCKS 55268B10 637,654.00 7,200.00 (a) N/A (c)
MCI WORLDCOM INC COMMON STOCKS 55268B10 3,799,353.00 42,900.00 (c) N/A (c)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 2,620,200.00 39,700.00 (a) N/A (a)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 277,200.00 4,200.00 (a) N/A (c)
MDC HOLDINGS INC COMMON STOCKS 55267610 357,938.00 24,900.00 (c) N/A (c)
MEDIA GENERAL INC CL A COMMON STOCKS 58440410 8,993,100.00 193,400.00 (a) N/A (a)
MEDIA GENERAL INC CL A COMMON STOCKS 58440410 186,000.00 4,000.00 (a) N/A (c)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 30,291,773.00 477,502.00 (a) N/A (a)
MEDIMMUNE INC. COMMON STOCKS 58469910 899,658.00 15,200.00 (a) N/A (a)
MEDITRUST CONV DEB CONVERTIBLES 58501TAC 1,940,000.00 2,000.00 (a) N/A (a)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 517,869.00 41,636.00 (a) N/A (a)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 382,145.00 30,724.00 (a) N/A (c)
MEDTRONIC INC COMMON STOCKS 58505510 66,371,891.00 923,435.00 (a) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 2,997,245.00 41,701.00 (a) N/A (c)
MEDTRONIC INC COMMON STOCKS 58505510 12,614,062.00 175,500.00 (c) N/A (c)
MELLON BANK CORP. COMMON STOCKS 58550910 3,195,025.00 45,400.00 (a) N/A (a)
MEMOREX INTL NV WTS EXP1/28/99 COMMON STOCKS 58600599 0.00 87,495.00 (a) N/A (a)
MEMOREX TELEX NV EQUITY RTS COMMON STOCKS 58601199 0.00 2,729,872.00 (a) N/A (a)
MENTUS MEDIA WARRANT WARRANTS 58726811 111.00 11,132.00 (a) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 139,894,404.00 1,745,952.00 (a) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 5,993,350.00 74,800.00 (a) N/A (c)
MERCK & CO INC COMMON STOCKS 58933110 33,997,038.00 424,300.00 (c) N/A (c)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 1,218,375.00 34,200.00 (c) N/A (c)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 17,638,050.00 199,300.00 (a) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 1,867,350.00 21,100.00 (a) N/A (c)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 3,734,700.00 42,200.00 (c) N/A (c)
MERRILL LYNCH (HONDA) CPS COMMON STOCKS 59018859 16,016,428.00 13,761.00 (a) N/A (a)
MERRILL LYNCH 7.25% CNV PFD PREFERRED STOCKS 59018876 3,034,000.00 41,000.00 (a) N/A (a)
MERRILL LYNCH CNV COLL TYPE NT CONVERTIBLES 59018SZ2 4,303,150.00 4,450.00 (a) N/A (a)
MERRILL LYNCH CNV PFD 6.250% PREFERRED STOCKS 59018875 2,430,000.00 108,000.00 (a) N/A (a)
METACREATIONS CORP COMMON STOCKS 59101610 8,589,149.00 1,260,700.00 (a) N/A (a)
METACREATIONS CORP COMMON STOCKS 59101610 80,393.00 11,800.00 (a) N/A (c)
METACREATIONS CORP COMMON STOCKS 59101610 763,737.00 112,100.00 (c) N/A (c)
MICROCELL TELCOM 144A WT WARRANTS 59501T11 296,054.00 16,850.00 (a) N/A (a)
MICROCHIP TECHNOLOGIES INC. COMMON STOCKS 59501710 1,786,650.00 51,600.00 (a) N/A (a)
MICROCHIP TECHNOLOGIES INC. COMMON STOCKS 59501710 1,523,500.00 44,000.00 (c) N/A (c)
MICRON TECHNOLOGY COMMON STOCKS 59511210 1,903,426.00 39,500.00 (a) N/A (a)
MICROSOFT CONV PFD 2.196% CONVERTIBLES 59491820 5,289,450.00 53,700.00 (a) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 106,873,331.00 1,192,450.00 (a) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 3,486,412.00 38,900.00 (a) N/A (c)
MICROSOFT CORP COMMON STOCKS 59491810 29,011,612.00 323,700.00 (c) N/A (c)
MIDAS INC COMMON STOCKS 59562610 300,375.00 9,000.00 (c) N/A (c)
MILLENNIUM CHEMICALS INC COMMON STOCKS 59990310 4,149,900.00 208,800.00 (a) N/A (a)
MILLICOM INTL CELLULAR S.A. COMMON STOCKS L6388F10 3,113,110.00 119,735.00 (a) N/A (a)
MINAS BUENAVENTURA SPON ADR COMMON STOCKS 20444810 1,397,212.00 105,450.00 (a) N/A (a)
MINAS BUENAVENTURA SPON ADR COMMON STOCKS 20444810 172,912.00 13,050.00 (a) N/A (c)
MINERALS TECHNOLOGIES, INC. COMMON STOCKS 60315810 302,400.00 6,300.00 (c) N/A (c)
MINNESOTA POWER & LIGHT CO. COMMON STOCKS 60411010 302,175.00 15,300.00 (c) N/A (c)
MITSUBISHI BK&TR CONV YANKEE CONVERTIBLES 55262XAA 2,346,025.00 2,090.00 (a) N/A (a)
MOBIL CORP COMMON STOCKS 60705910 8,967,200.00 101,900.00 (a) N/A (a)
MOBIL CORP COMMON STOCKS 60705910 290,400.00 3,300.00 (a) N/A (c)
MOBIL CORP COMMON STOCKS 60705910 7,383,200.00 83,900.00 (c) N/A (c)
MONSANTO CO COMMON STOCKS 61166210 64,579,640.00 1,405,800.00 (a) N/A (a)
MONSANTO CO COMMON STOCKS 61166210 983,073.00 21,400.00 (a) N/A (c)
MONSANTO CO COMMON STOCKS 61166210 4,028,763.00 87,700.00 (c) N/A (c)
MONSANTO CO 6.50% PFD PREFERRED STOCKS 61166230 4,930,860.00 106,040.00 (a) N/A (a)
MONSANTO CO 6.50% PFD PREFERRED STOCKS 61166230 167,400.00 3,600.00 (a) N/A (c)
MORGAN STANLEY (CANON) CPS COMMON STOCKS 61744628 7,902,375.00 8,105.00 (a) N/A (a)
MORGAN STANLEY INDIA INVT FD COMMON STOCKS 61745C10 6,170,453.00 676,214.00 (a) N/A (a)
MORGAN STANLEY INDIA INVT FD COMMON STOCKS 61745C10 3,676,244.00 402,876.00 (a) N/A (c)
MORGAN STANLEY SONY CPS COMMON STOCKS 61744634 12,532,800.00 7,833.00 (a) N/A (a)
MORGAN STANLEY,DEAN WITTER COMMON STOCKS 61744644 8,664,725.00 86,701.00 (a) N/A (a)
MORGAN, J. P. COMMON STOCKS 61688010 9,240,788.00 74,900.00 (a) N/A (a)
MORGAN, J. P. COMMON STOCKS 61688010 123,375.00 1,000.00 (a) N/A (c)
MORRISON KNUDSEN CORP COMMON STOCKS 61844A10 912,308.00 91,800.00 (c) N/A (c)
MOTOROLA COMMON STOCKS 62007610 106,675,733.00 1,456,324.00 (a) N/A (a)
MOTOROLA COMMON STOCKS 62007610 2,842,100.00 38,800.00 (a) N/A (c)
MOTOROLA COMMON STOCKS 62007610 20,217,000.00 276,000.00 (c) N/A (c)
MUELLER INDUSTRIES INC COMMON STOCKS 62475610 1,087,425.00 48,600.00 (c) N/A (c)
MULTIGRAPHICS INC. COMMON STOCKS 62544010 1,419,126.00 516,046.00 (a) N/A (a)
MUNIYIELD INSURED FUND INC COMMON STOCKS 62630E10 152,500.00 10,000.00 (a) N/A (a)
MURPHY OIL CORP COMMON STOCKS 62671710 265,600.00 6,400.00 (a) N/A (a)
MUSICLAND STORES CORP COMMON STOCKS 62758B10 652,500.00 72,500.00 (c) N/A (c)
MYLAN LABS INC COMMON STOCKS 62853010 47,086,352.00 1,716,100.00 (a) N/A (a)
MYLAN LABS INC COMMON STOCKS 62853010 781,983.00 28,500.00 (a) N/A (c)
MYLAN LABS INC COMMON STOCKS 62853010 5,646,740.00 205,800.00 (c) N/A (c)
NABORS INDUSTRIES CNV SUB NTS CONVERTIBLES 629568AA 5,835,200.00 5,210.00 (a) N/A (a)
NAC RE CORP COMMON STOCKS 62890710 118,114.00 2,200.00 (a) N/A (a)
NAC RE CORP COMMON STOCKS 62890710 1,562,321.00 29,100.00 (c) N/A (c)
NACCO INDS INC CL A COMMON STOCKS 62957910 4,310,467.00 58,200.00 (a) N/A (a)
NALCO CHEM CO COMMON STOCKS 62985310 4,720,245.00 177,700.00 (a) N/A (a)
NASHUA CORP COMMON STOCKS 63122610 577,300.00 50,200.00 (a) N/A (a)
NATIONAL CITY CORP COMMON STOCKS 63540510 14,828,175.00 223,400.00 (a) N/A (a)
NATIONAL CITY CORP COMMON STOCKS 63540510 1,958,062.00 29,500.00 (a) N/A (c)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 751,070.00 39,530.00 (a) N/A (a)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 478,800.00 25,200.00 (a) N/A (c)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 16,850,011.00 1,809,300.00 (a) N/A (a)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 268,214.00 28,800.00 (a) N/A (c)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 3,520,314.00 378,000.00 (c) N/A (c)
NATL WESTMINSTER BK PLC ADR COMMON STOCKS 63853940 599,788.00 4,376.00 (a) N/A (a)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 1,470,881.00 36,600.00 (a) N/A (a)
NCS HEALTHCARE INC CL-A COMMON STOCKS 62887410 363,600.00 30,300.00 (c) N/A (c)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 4,895,438.00 96,700.00 (a) N/A (a)
NEW VALLEY CORP PFD CL B CV.$3 CONVERTIBLES 64908030 994,500.00 58,500.00 (a) N/A (a)
NEW VALLEY CORP SR PFD CLASS A PREFERRED STOCKS 64908020 1,462,500.00 9,750.00 (a) N/A (a)
NEWBRIDGE NETWORKS CORP COMMON STOCKS 65090110 1,162,350.00 36,900.00 (a) N/A (a)
NEWELL FINANCIAL TR 5.25 PFD CONVERTIBLES 65119530 2,151,981.00 38,300.00 (a) N/A (a)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 1,507,175.00 31,730.00 (a) N/A (c)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 8,493,000.00 178,800.00 (c) N/A (c)
NEWMONT MNG CORP COMMON STOCKS 65163910 53,882,500.00 3,079,000.00 (a) N/A (a)
NEWMONT MNG CORP COMMON STOCKS 65163910 950,250.00 54,300.00 (a) N/A (c)
NEWMONT MNG CORP COMMON STOCKS 65163910 11,056,500.00 631,800.00 (c) N/A (c)
NEWPORT NEWS SHIPBUILDING COMMON STOCKS 65222810 1,001,341.00 31,600.00 (c) N/A (c)
NEXTEL COMMUNICATIONS WARRANTS 65332V15 268,162.00 7,300.00 (a) N/A (a)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 2,946,044.00 80,438.00 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERRED STOCKS 65333H60 2,559,384.00 47,396.00 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERRED STOCKS 65333H60 284,310.00 5,265.00 (a) N/A (c)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 3,880,800.00 69,300.00 (a) N/A (a)
NEXUS TELECOMM SYSTEMS LTD COMMON STOCKS M7491910 1,153,125.00 450,000.00 (a) N/A (a)
NIAGARA MOHAWK HOLDINGS INC COMMON STOCKS 65352010 327,887.00 24,400.00 (a) N/A (a)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 1,883,408.00 38,634.00 (a) N/A (a)
NIPSCO INDUSTRIES, INC COMMON STOCKS 62914010 329,400.00 12,200.00 (a) N/A (a)
NIPSCO INDUSTRIES, INC COMMON STOCKS 62914010 218,700.00 8,100.00 (a) N/A (c)
NOBLE AFFILIATES COMMON STOCKS 65489410 21,741,300.00 749,700.00 (a) N/A (a)
NOBLE AFFILIATES COMMON STOCKS 65489410 385,700.00 13,300.00 (a) N/A (c)
NOBLE AFFILIATES COMMON STOCKS 65489410 4,022,300.00 138,700.00 (c) N/A (c)
NOBLE DRILLING CORP COMMON STOCKS 65504210 238,038.00 13,700.00 (c) N/A (c)
NOKIA CORP ADR-A COMMON STOCKS 65490220 12,846,572.00 82,482.00 (a) N/A (a)
NORFOLK SOUTHERN CORP COMMON STOCKS 65584410 222,869.00 8,450.00 (a) N/A (a)
NORTH FORK BANCORPORATION COMMON STOCKS 65942410 667,550.00 31,600.00 (c) N/A (c)
NORTHEAST UTILITIES COMMON STOCKS 66439710 836,662.00 60,300.00 (a) N/A (a)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 458,445.00 15,000.00 (a) N/A (a)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 198,660.00 6,500.00 (a) N/A (c)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 173,865.00 10,380.00 (a) N/A (a)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 105,860.00 6,320.00 (a) N/A (c)
NOVELL INC COMMON STOCKS 67000610 2,692,597.00 106,900.00 (a) N/A (a)
NOVELL INC COMMON STOCKS 67000610 1,161,167.00 46,100.00 (a) N/A (c)
NOVOSTE CORPORATION COMMON STOCKS 67010C10 2,011,200.00 83,800.00 (a) N/A (a)
NU SKIN ASIA PACIFIC INC CL A COMMON STOCKS 67018T10 317,962.00 13,900.00 (a) N/A (a)
NUCOR CORP COMMON STOCKS 67034610 105,751.00 2,400.00 (a) N/A (a)
NVR INC COMMON STOCKS 62944T10 303,300.00 7,200.00 (c) N/A (c)
OCCIDENTAL PETROLEUM COMMON STOCKS 67459910 282,600.00 15,700.00 (a) N/A (a)
OFFICE DEPOT INC COMMON STOCKS 67622010 703,834.00 18,800.00 (a) N/A (a)
OMEGA HEALTHCARE INVESTORS INC COMMON STOCKS 68193610 309,663.00 13,500.00 (c) N/A (c)
OMNICARE INC CONV BONDS CONVERTIBLES 681904AD 1,782,000.00 2,200.00 (a) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 3,413,353.00 42,700.00 (a) N/A (a)
ONE VALEY BANCORP INC COMMON STOCKS 68241910 296,438.00 8,500.00 (c) N/A (c)
ONEOK INC COMMON STOCKS 68268010 587,441.00 23,735.00 (a) N/A (a)
ONEOK INC COMMON STOCKS 68268010 702,900.00 28,400.00 (a) N/A (c)
OPHIDIAN PHARMACEUTICALS COMMON STOCKS 68372510 87,072.00 96,000.00 (a) N/A (a)
OPHIDIAN PHARMACEUTICALS COMMON STOCKS 68372510 9,070.00 10,000.00 (a) N/A (c)
OPHIDIAN PHARMACEUTICALS WTS WARRANTS 68372511 11,576.00 67,300.00 (a) N/A (a)
OPHIDIAN PHARMACEUTICALS WTS WARRANTS 68372511 1,720.00 10,000.00 (a) N/A (c)
ORACLE SYS CORP COMMON STOCKS 68389X10 2,856,412.00 108,300.00 (a) N/A (a)
ORANGE & ROCKLAND UTILS INC COMMON STOCKS 68406510 315,909.00 5,500.00 (c) N/A (c)
ORBOTECH LTD COMMON STOCKS M7525310 773,719.00 15,750.00 (a) N/A (a)
ORTHO MATTRESS HLDGS PFD SER B PREFERRED 68799699 430,000.00 430,000.00 (a) N/A (a)
ORTHO MATTRESS HLDGS PFD SER C PREFERRED 68799698 1,582,834.00 791,417.00 (a) N/A (a)
OWENS & MINOR INC HLDG CO COMMON STOCKS 69073210 306,788.00 30,300.00 (c) N/A (c)
OWENS-ILLINOIS COMMON STOCKS 69076840 3,221,250.00 128,850.00 (a) N/A (a)
OWENS-ILLINOIS COMMON STOCKS 69076840 187,500.00 7,500.00 (a) N/A (c)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 840,625.00 53,800.00 (c) N/A (c)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 778,400.00 22,400.00 (c) N/A (c)
PACIFICARE HEALTH SYSTEMS-B COMMON STOCKS 69511220 361,725.00 5,300.00 (a) N/A (a)
PACIFICORP COMMON STOCKS 69511410 603,750.00 35,000.00 (a) N/A (a)
PAGEMART NATIONWIDE INC COMMON STOCKS 69553Q10 70,875.00 10,500.00 (a) N/A (a)
PARADIGM GEOPHYSICAL CL A COMMON STOCKS 69901000 31,250.00 10,000.00 (a) N/A (a)
PAREXEL INTL CORP COMMON STOCKS 69946210 556,507.00 26,900.00 (c) N/A (c)
PARK ELECTROCHEMICAL CORP COMMON STOCKS 70041620 648,600.00 27,600.00 (c) N/A (c)
PAYCHEX INC COMMON STOCKS 70432610 4,551,676.00 95,950.00 (a) N/A (a)
PAYCHEX INC COMMON STOCKS 70432610 128,083.00 2,700.00 (a) N/A (c)
PEC ISRAEL ECONOMIC CORP COMMON STOCKS 70509810 18,550,403.00 615,781.00 (a) N/A (a)
PECO ENERGY CO COMMON STOCKS 69330410 809,375.00 17,500.00 (a) N/A (a)
PECO ENERGY CO COMMON STOCKS 69330410 925,000.00 20,000.00 (a) N/A (c)
PEGASUS COMM PFD PIK 12.75% PREFERRED 70590430 556,250.00 500.00 (a) N/A (a)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 126,364.00 4,513.00 (a) N/A (a)
PENNEY J.C CO INC COMMON STOCKS 70816010 44,493,300.00 1,098,600.00 (a) N/A (a)
PENNEY J.C CO INC COMMON STOCKS 70816010 955,800.00 23,600.00 (a) N/A (c)
PENNEY J.C CO INC COMMON STOCKS 70816010 9,626,850.00 237,700.00 (c) N/A (c)
PENNZENERGY COMPANY COMMON STOCKS 70931Q10 312,900.00 29,800.00 (a) N/A (a)
PENNZENERGY SR DEBS (CHV) CONVERTIBLES 70931QAB 10,216,660.00 10,268.00 (a) N/A (a)
PENNZIOL -QUAKER STATE CO COMMON STOCKS 70932310 329,175.00 26,600.00 (a) N/A (a)
PEPSI BOTTLING GROUP INC COMMON STOCKS 71340910 4,337,600.00 200,000.00 (a) N/A (a)
PEPSICO INC COMMON STOCKS 71344810 587,820.00 15,000.00 (a) N/A (a)
PEREZ COMPANC ADR COMMON STOCKS 71366510 1,296,388.00 140,150.00 (a) N/A (a)
PETERSBURG LONG DISTANCE 144A CONVERTIBLES 71623PAC 450,000.00 1,000.00 (a) N/A (a)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 6,619,435.00 499,580.00 (a) N/A (a)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 3,531,390.00 266,520.00 (a) N/A (c)
PFIZER INC COMMON STOCKS 71708110 94,538,839.00 681,361.00 (a) N/A (a)
PFIZER INC COMMON STOCKS 71708110 1,415,250.00 10,200.00 (a) N/A (c)
PFIZER INC COMMON STOCKS 71708110 19,147,500.00 138,000.00 (c) N/A (c)
PG&E CORP COMMON STOCKS 69331C10 5,780,824.00 186,100.00 (a) N/A (a)
PG&E CORP COMMON STOCKS 69331C10 3,370,336.00 108,500.00 (c) N/A (c)
PHARMACEUTICAL PROD DEV INC COMMON STOCKS 71712410 996,821.00 29,700.00 (c) N/A (c)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 15,699,788.00 251,700.00 (a) N/A (a)
PHELPS DODGE CORP COMMON STOCKS 71726510 704,275.00 14,300.00 (a) N/A (a)
PHELPS DODGE CORP COMMON STOCKS 71726510 896,350.00 18,200.00 (c) N/A (c)
PHILADELPHIA SUBURBAN CORP. COMMON STOCKS 71800960 887,101.00 39,100.00 (c) N/A (c)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 10,355,828.00 294,300.00 (a) N/A (a)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 703,760.00 20,000.00 (a) N/A (c)
PHILIPPINE LONG DIST TEL ADR COMMON STOCKS 71825260 6,847,431.00 264,635.00 (a) N/A (a)
PHILIPPINE LONG DIST TEL ADR COMMON STOCKS 71825260 3,449,655.00 133,320.00 (a) N/A (c)
PHILIPPINE LONG DIST TEL ADR COMMON STOCKS 71825260 1,578,375.00 61,000.00 (c) N/A (c)
PIEDMONT NATURAL GAS CO. COMMON STOCKS 72018610 157,500.00 4,500.00 (a) N/A (a)
PIEDMONT NATURAL GAS CO. COMMON STOCKS 72018610 1,302,000.00 37,200.00 (c) N/A (c)
PIMCO ADVISORS HOLDINGS LP COMMON STOCKS 69338P10 923,271.00 29,368.00 (a) N/A (a)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 622,012.00 17,100.00 (a) N/A (a)
PITNEY-BOWES COMMON STOCKS 72447910 133,875.00 2,100.00 (a) N/A (a)
PLATINUM SOFTWARE CORPORATION COMMON STOCKS 72764R10 678,500.00 92,000.00 (c) N/A (c)
PLAYBOY ENTERPRISES CL B COMMON STOCKS 72811730 292,500.00 13,000.00 (c) N/A (c)
PLD TELEKOM INC COMMON STOCKS 69340T10 63,162.00 16,300.00 (a) N/A (a)
PLEXUS CORP COMMON STOCKS 72913210 839,038.00 30,100.00 (c) N/A (c)
PNC FINANCIAL COMMON STOCKS 69347510 711,206.00 12,800.00 (a) N/A (a)
PNC FINANCIAL COMMON STOCKS 69347510 166,689.00 3,000.00 (a) N/A (c)
POGO PRODUCING CO COMMON STOCKS 73044810 435,500.00 33,500.00 (a) N/A (a)
POGO PRODUCING CO COMMON STOCKS 73044810 227,500.00 17,500.00 (c) N/A (c)
POGO PRODUCING CONV SUB NOTES CONVERTIBLES 730448AE 1,560,000.00 2,080.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 5,400,681.00 302,136.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 2,089,588.00 116,900.00 (a) N/A (c)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 11,243,375.00 629,000.00 (c) N/A (c)
POLARIS FUND II COMMON STOCKS 73110190 468,604.00 500,000.00 (a) N/A (a)
POLAROID CORP COMMON STOCKS 73109510 201,880.00 10,000.00 (a) N/A (a)
POPE EVANS & ROBBINS COMMON STOCKS 73285210 0.00 2,110,500.00 (a) N/A (a)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 7,230,591.00 165,033.00 (a) N/A (a)
POST PROPERTIES INC COMMON STOCKS 73746410 427,750.00 11,800.00 (a) N/A (a)
PPG INDUSTRIES COMMON STOCKS 69350610 7,154,500.00 139,600.00 (a) N/A (a)
PPG INDUSTRIES COMMON STOCKS 69350610 1,962,875.00 38,300.00 (c) N/A (c)
PRAXAIR INC COMMON STOCKS 74005P10 501,276.00 13,900.00 (a) N/A (a)
PRE PAID LEGAL SVS INC COMMON STOCKS 74006510 296,450.00 12,100.00 (c) N/A (c)
PRESIDENTS CASINOS INC WARRANT WARRANTS 74084812 177.00 17,660.00 (a) N/A (a)
PREVIEW TRAVEL INC COMMON STOCKS 74137R10 718,200.00 37,800.00 (c) N/A (c)
PRICE (T. ROWE) ASSOCIATES COMMON STOCKS 74147710 226,875.00 6,600.00 (a) N/A (a)
PRICE COMMUNICATIONS WARRANTS 74143714 1,352,479.00 24,424.00 (a) N/A (a)
PRICE COMMUNICATIONS WARRANTS 74143714 119,056.00 2,150.00 (a) N/A (c)
PRICELINE.COM COMMON STOCKS 74150310 1,417,162.00 17,100.00 (a) N/A (a)
PRIMEDIA INC 9.2% PFD PREFERRED 74157K88 733,125.00 7,500.00 (a) N/A (a)
PRIMEDIA INC 9.2% PFD PREFERRED 74157K88 244,375.00 2,500.00 (a) N/A (c)
PRIMEDIA INC PFD 10% SER D PREFERRED 74157K60 1,876,500.00 18,000.00 (a) N/A (a)
PRIMEDIA INC PFD 10% SER D PREFERRED 74157K60 208,500.00 2,000.00 (a) N/A (c)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 128,555.00 2,841.00 (a) N/A (a)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 2,185,575.00 48,300.00 (c) N/A (c)
PROCTER & GAMBLE COMMON STOCKS 74271810 39,204,581.00 400,300.00 (a) N/A (a)
PROCTER & GAMBLE COMMON STOCKS 74271810 137,113.00 1,400.00 (a) N/A (c)
PROCTER & GAMBLE COMMON STOCKS 74271810 10,391,222.00 106,100.00 (c) N/A (c)
PROGRESS SOFTWARE CORP COMMON STOCKS 74331210 535,762.00 15,700.00 (c) N/A (c)
PRUDENTIAL CORP PLC SPON ADR COMMON STOCKS 74435K20 148,679.00 2,280.00 (a) N/A (a)
PSS Inc COMMON STOCKS 69364C10 1,155.00 115,500.00 (a) N/A (a)
PT INDONESIA SATELLITE ADR COMMON STOCKS 71568010 1,183,827.00 91,500.00 (a) N/A (a)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 7,087,693.00 185,600.00 (a) N/A (a)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 668,290.00 17,500.00 (a) N/A (c)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 1,679,062.00 13,500.00 (a) N/A (a)
QUANTUM CORP CONV SUB DEB CONVERTIBLES 747906AC 970,188.00 1,075.00 (a) N/A (a)
QUICKSILVER INC COMMON STOCKS 74838C10 528,125.00 12,500.00 (c) N/A (c)
QUINTILES TRANSNATIONAL CORP COMMON STOCKS 74876710 1,258,849.00 33,347.00 (c) N/A (c)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 5,681,007.00 78,800.00 (a) N/A (a)
R O C TAIWAN FD SH BEN INT COMMON STOCKS 74965110 3,879,803.00 602,641.00 (a) N/A (a)
R O C TAIWAN FD SH BEN INT COMMON STOCKS 74965110 292,285.00 45,400.00 (a) N/A (c)
R O C TAIWAN FD SH BEN INT COMMON STOCKS 74965110 316,750.00 49,200.00 (c) N/A (c)
RAMBUS INC. COMMON STOCKS 75091710 1,957,000.00 30,400.00 (a) N/A (a)
RAMTRON INTERNATIONAL CORP COMMON STOCKS 75190710 300,725.00 437,100.00 (a) N/A (a)
RAMTRON INTERNATIONAL CORP COMMON STOCKS 75190790 2,131,431.00 3,098,010.00 (a) N/A (a)
RARE HOSPITALITY INTL INC COMMON STOCKS 75382010 955,625.00 69,500.00 (c) N/A (c)
READ-RITE CORPORATION COMMON STOCKS 75524610 309,918.00 47,000.00 (c) N/A (c)
REALNETWORKS COMMON STOCKS 75605L10 574,284.00 4,700.00 (c) N/A (c)
REGENERON PHARMACEUTICALS, INC COMMON STOCKS 75886F10 417,375.00 63,000.00 (c) N/A (c)
REGIONS FINANCIAL CORP COMMON STOCKS 75894010 308,162.00 8,900.00 (a) N/A (a)
REINSURANCE GROUP OF AMERICA COMMON STOCKS 75935110 289,428.00 6,800.00 (c) N/A (c)
RELIANCE GRP HLDGS INC COMMON STOCKS 75946410 1,075,551.00 139,900.00 (c) N/A (c)
RENAL CARE GROUP INC COM COMMON STOCKS 75993010 304,188.00 15,500.00 (c) N/A (c)
REPUBLIC N.Y. CORP COMMON STOCKS 76071910 106,088.00 2,300.00 (a) N/A (a)
REPUBLIC NATL BANK SR EXCH CONVERTIBLES 76067UAE 5,282,600.00 4,330.00 (a) N/A (a)
RHYTMNS NETCONNECTIONS INC-WT WARRANTS 76243011 800,000.00 20,000.00 (a) N/A (a)
RIGGS NATIONAL CORP WASH DC COMMON STOCKS 76657010 305,438.00 18,100.00 (c) N/A (c)
RITE AID CORP SUB NOTES CONVERTIBLES 767754AL 4,540,508.00 4,340.00 (a) N/A (a)
RJR NABISCO HOLDINGS CORP COMMON STOCKS 74960K87 575,000.00 23,000.00 (a) N/A (a)
RJR NABISCO HOLDINGS CORP COMMON STOCKS 74960K87 375,000.00 15,000.00 (a) N/A (c)
ROBERTS PHARMACEUTICAL CORP COMMON STOCKS 77049110 1,408,925.00 67,900.00 (c) N/A (c)
ROCHE HOLDINGS CONV LYON CONVERTIBLES 771196AE 2,422,875.00 4,550.00 (a) N/A (a)
Rochester Gas & Electric COMMON STOCKS 77136710 950,688.00 37,100.00 (c) N/A (c)
ROYAL BANK OF CANADA COMMON STOCKS 78008710 27,336,008.00 579,300.00 (a) N/A (a)
ROYAL BANK OF CANADA COMMON STOCKS 78008710 684,226.00 14,500.00 (a) N/A (c)
ROYAL BANK OF CANADA COMMON STOCKS 78008710 3,270,128.00 69,300.00 (c) N/A (c)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 4,659,200.00 89,600.00 (a) N/A (a)
RSL COMMUNICATIONS LTD CL-A COMMON STOCKS G7702U10 636,103.00 17,700.00 (a) N/A (a)
RYDER SYSTEM INC COMMON STOCKS 78354910 5,152,062.00 186,500.00 (a) N/A (a)
RYERSON TULL INC COMMON STOCKS 78375P10 155,693.00 10,600.00 (a) N/A (a)
RYERSON TULL INC COMMON STOCKS 78375P10 146,880.00 10,000.00 (a) N/A (c)
RYLAND GROUP INC COMMON STOCKS 78376410 174,660.00 6,900.00 (a) N/A (a)
RYLAND GROUP INC COMMON STOCKS 78376410 2,713,554.00 107,200.00 (c) N/A (c)
SAFETY KLEEN CORP COMMON STOCKS 78648R20 565,775.00 42,700.00 (c) N/A (c)
SAN JACINTO HLDGS INC. COMMON STOCKS 79789010 43,702.00 21,851.00 (a) N/A (a)
SANTE FE ENERGY RESOURCES INC COMMON STOCKS 80201210 162,988.00 22,100.00 (a) N/A (a)
SANTE FE ENERGY RESOURCES INC COMMON STOCKS 80201210 323,025.00 43,800.00 (c) N/A (c)
SARA LEE CORP COMMON STOCKS 80311110 5,242,050.00 211,800.00 (a) N/A (a)
SAVIN CORP COMMON STOCKS 80517670 135,793.00 13,171.00 (a) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 35,324,381.00 748,588.00 (a) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 1,633,082.00 34,608.00 (a) N/A (c)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 2,916,218.00 61,800.00 (c) N/A (c)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 95,207,629.00 1,723,215.00 (a) N/A (a)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 2,950,350.00 53,400.00 (a) N/A (c)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 9,779,250.00 177,000.00 (c) N/A (c)
SCHLUMBERGER LTD COMMON STOCKS 80685710 872,726.00 14,500.00 (a) N/A (a)
SCUDDER NEW EUROPE FUND INC COMMON STOCKS 81090510 412,300.00 21,700.00 (a) N/A (a)
SD WARREN CO 14% PFD UNT SER B PREFERRED 78409230 7,584,098.00 144,459.00 (a) N/A (a)
SD WARREN CO 14% PFD UNT SER B PREFERRED 78409230 1,680,000.00 32,000.00 (a) N/A (c)
SD WARREN CO 14% PFD UNT SER B PREFERRED 78409230 157,500.00 3,000.00 (c) N/A (c)
SD WARREN CO WARRANTS WARRANTS 78409111 290,000.00 58,000.00 (a) N/A (a)
SD WARREN CO WARRANTS WARRANTS 78409111 110,000.00 22,000.00 (a) N/A (c)
SDL INC COMMON STOCKS 78407610 471,900.00 5,200.00 (c) N/A (c)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 1,386,505.00 46,900.00 (a) N/A (a)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 1,087,918.00 36,800.00 (a) N/A (c)
SEALED AIR CORP COMMON STOCKS 81211K10 605,012.00 12,300.00 (a) N/A (a)
SEALED AIR CORP COMMON STOCKS 81211K10 285,290.00 5,800.00 (c) N/A (c)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 60,181,378.00 1,331,800.00 (a) N/A (a)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 1,003,174.00 22,200.00 (a) N/A (c)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 13,312,385.00 294,600.00 (c) N/A (c)
SEI CORP COMMON STOCKS 78411710 638,250.00 6,900.00 (c) N/A (c)
SEITEL INC COMMON STOCKS 81607430 1,285,084.00 92,200.00 (c) N/A (c)
SERVICE CORP INTL COMMON STOCKS 81756510 548,625.00 38,500.00 (c) N/A (c)
SERVICE EXPERTS INC COM COMMON STOCKS 81756710 287,550.00 21,300.00 (c) N/A (c)
SHEFFIELD STEEL CORP COMMON STOCKS 82126610 45,000.00 11,250.00 (a) N/A (a)
SHELL TRANS&TRADING PLC NY SHS COMMON STOCKS 82270360 211,250.00 5,200.00 (a) N/A (a)
SHERIDAN ENERGY INC-WI COMMON STOCKS 82376410 341,862.00 113,954.00 (a) N/A (a)
SHERWIN WILLIAMS COMMON STOCKS 82434810 1,684,688.00 59,900.00 (a) N/A (c)
SHOPKO STORES INC COMMON STOCKS 82491110 1,012,762.00 33,900.00 (a) N/A (a)
SHOPKO STORES INC COMMON STOCKS 82491110 483,975.00 16,200.00 (a) N/A (c)
SHOPKO STORES INC COMMON STOCKS 82491110 1,168,112.00 39,100.00 (c) N/A (c)
SIERRA HEALTH SERVICES INC COMMON STOCKS 82632210 321,100.00 24,700.00 (c) N/A (c)
SILICON GRAPHICS INC COMMON STOCKS 82705610 351,666.00 21,232.00 (a) N/A (a)
SILICON GRAPHICS INC COMMON STOCKS 82705610 783,446.00 47,301.00 (a) N/A (c)
SIMON PROPERTY GROUP COMMON STOCKS 82880610 406,082.00 14,800.00 (a) N/A (a)
SIMON PROPERTY GROUP COMMON STOCKS 82880610 2,024,924.00 73,800.00 (c) N/A (c)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 771,788.00 93,550.00 (a) N/A (a)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 309,375.00 37,500.00 (a) N/A (c)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 10,217,794.00 838,349.00 (a) N/A (a)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 5,466,151.00 448,486.00 (a) N/A (c)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 4,087,685.00 335,386.00 (c) N/A (c)
SLM HOLDINGS CORP. COMMON STOCKS 78442A10 9,787,954.00 234,442.00 (a) N/A (a)
SLM HOLDINGS CORP. COMMON STOCKS 78442A10 2,137,600.00 51,200.00 (a) N/A (c)
SMITH (A.O.) COM COMMON STOCKS 83186520 549,100.00 28,900.00 (c) N/A (c)
SMITHFIELD FOODS COMMON STOCKS 83224810 292,675.00 12,900.00 (c) N/A (c)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 4,596,592.00 64,288.00 (a) N/A (a)
SMURFIT-STONE CONTAINER CORP COMMON STOCKS 83272710 14,608,353.00 756,400.00 (a) N/A (a)
SMURFIT-STONE CONTAINER CORP COMMON STOCKS 83272710 266,519.00 13,800.00 (a) N/A (c)
SMURFIT-STONE CONTAINER CORP COMMON STOCKS 83272710 1,110,498.00 57,500.00 (c) N/A (c)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363510 505,600.00 15,800.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363510 102,400.00 3,200.00 (a) N/A (c)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 2,109,148.00 23,098.00 (a) N/A (a)
SOURCE MEDIA INC 13.50 PIK PFD PREFERRED 83615390 1,393,489.00 71,461.00 (a) N/A (a)
SOURCE MEDIA WARRANTS WARRANTS 83615312 512,933.00 60,345.00 (a) N/A (a)
SOUTHERN CO COMMON STOCKS 84258710 1,186,632.00 50,900.00 (a) N/A (a)
SOUTHERN CO COMMON STOCKS 84258710 734,360.00 31,500.00 (a) N/A (c)
SOUTHERN CO COMMON STOCKS 84258710 3,198,544.00 137,200.00 (c) N/A (c)
SOUTHERN PERU COPPER CORP ORD COMMON STOCKS 84361110 1,039,508.00 103,300.00 (a) N/A (a)
SOUTHERN UNION COMPANY COMMON STOCKS 84403010 403,925.00 21,400.00 (a) N/A (a)
SOUTHMARK CORP NEW COMMON STOCKS 84454480 5,512.00 689,063.00 (a) N/A (a)
SOUTHMARK CORP NEW PFD PREFERRED 84454488 56,788.00 90,861.00 (a) N/A (a)
SOUTHWEST AIRLS CO COMMON STOCKS 84474110 824,312.00 27,250.00 (a) N/A (a)
SOUTHWEST SECURITIES GROUP COMMON STOCKS 84522410 678,000.00 24,000.00 (c) N/A (c)
SPACELABS MEDICAL INC. COMMON STOCKS 84624710 805,343.00 47,900.00 (a) N/A (a)
SPACELABS MEDICAL INC. COMMON STOCKS 84624710 184,943.00 11,000.00 (a) N/A (c)
SPANISH BROADCASTING 144A PFD PREFERRED 84642550 2,803,400.00 2,620.00 (a) N/A (a)
SPANISH BROADCASTING WARRANTS WARRANTS 84642511 122,500.00 250.00 (a) N/A (a)
SPANISH BROADCASTING WARRANTS WARRANTS 84642515 2,082,500.00 4,250.00 (a) N/A (a)
SPANISH BROADCASTING WARRANTS WARRANTS 84642515 735,000.00 1,500.00 (a) N/A (c)
SPANISH BROADCASTING WT 144A WARRANTS 84642513 410,000.00 2,000.00 (a) N/A (a)
SPECIALTY FOODS CORP COMMON STOCKS 84749810 2,625.00 52,500.00 (a) N/A (a)
SPECTRIAN CORP COMMON STOCKS 84760810 826,025.00 70,300.00 (c) N/A (c)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 2,276,598.00 23,201.00 (a) N/A (a)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 2,119,500.00 21,600.00 (a) N/A (c)
SPRINT CORP (PSC GROUP) COMMON STOCKS 85206150 2,202,267.00 49,698.00 (a) N/A (a)
ST JOHNS KNITS INC COMMON STOCKS 79028910 298,038.00 11,300.00 (c) N/A (c)
ST. PAUL BANCORP INC COMMON STOCKS 79284810 108,280.00 5,000.00 (a) N/A (a)
ST. PAUL BANCORP INC COMMON STOCKS 79284810 1,275,538.00 58,900.00 (c) N/A (c)
STAGE STORE INC. COMMON STOCKS 85254C10 4,439,682.00 612,370.00 (a) N/A (a)
STANDARD PRODUCTS CO COMMON STOCKS 85383610 666,250.00 41,000.00 (c) N/A (c)
STANDARD-PACIFIC CORP COMMON STOCKS 85375C10 851,038.00 66,100.00 (c) N/A (c)
STAPLES INC COMMON STOCKS 85503010 1,907,703.00 58,029.00 (a) N/A (a)
STAPLES INC COMMON STOCKS 85503010 2,653,012.00 80,700.00 (c) N/A (c)
STAR CHOICE COMM WARRANT WARRANTS 85492111 113,591.00 64,848.00 (a) N/A (a)
STAR CHOICE COMM WARRANT WARRANTS 85492111 48,682.00 27,792.00 (c) N/A (c)
STARWOOD FINANCIAL TRUST COMMON STOCKS 85568W10 858,000.00 17,600.00 (a) N/A (a)
STATE STREET CORP. COMMON STOCKS 85747710 1,636,775.00 19,900.00 (a) N/A (a)
STATE STREET CORP. COMMON STOCKS 85747710 1,982,225.00 24,100.00 (c) N/A (c)
STEINWAY MUSICAL INSTRUMENTS COMMON STOCKS 85849510 1,826,294.00 82,310.00 (a) N/A (a)
STERLING SOFTWARE COMMON STOCKS 85954710 391,875.00 16,500.00 (a) N/A (a)
STET HELLAS TELECOMM SA ADR COMMON STOCKS 85982310 1,377,562.00 46,500.00 (a) N/A (a)
STEWART INFO SVCS COMMON STOCKS 86037210 322,205.00 9,600.00 (c) N/A (c)
STILLWATER MINING COMPANY COMMON STOCKS 86074Q10 659,375.00 25,000.00 (c) N/A (c)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 6,025,830.00 62,042.00 (a) N/A (a)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 240,482.00 2,476.00 (c) N/A (c)
STRYKER CORP COMMON STOCKS 86366710 141,226.00 2,800.00 (a) N/A (a)
SUMMIT BANCORP COMMON STOCKS 86600510 527,475.00 13,525.00 (a) N/A (a)
SUN HEALTHCARE GROUP INC COMMON STOCKS 86693310 196,600.00 196,600.00 (a) N/A (a)
SUN HEALTHCARE GROUP INC COMMON STOCKS 86693310 101,000.00 101,000.00 (a) N/A (c)
SUN INTL HOTELS LTD COMMON STOCKS P8797T13 2,332,718.00 70,957.00 (a) N/A (a)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 1,525,769.00 12,200.00 (a) N/A (a)
SUNOCO INC COMMON STOCKS 86764P10 865,512.00 24,000.00 (a) N/A (a)
SUNOCO INC COMMON STOCKS 86764P10 266,866.00 7,400.00 (c) N/A (c)
SUPERIOR SERVICES INC COMMON STOCKS 86831610 384,372.00 19,400.00 (c) N/A (c)
SUPERMARKET HOLDINGS L.P. COMMON STOCKS 86844791 3,344,010.00 1,020,000.00 (a) N/A (a)
SUPERVALU INC COMMON STOCKS 86853610 4,906,688.00 237,900.00 (a) N/A (a)
SUPERVALU INC COMMON STOCKS 86853610 309,375.00 15,000.00 (a) N/A (c)
SYMBOL TECHNOLOGIES INC COMMON STOCKS 87150810 6,894,000.00 153,200.00 (a) N/A (a)
SYSCO CORP COMMON STOCKS 87182910 7,117,667.00 270,500.00 (a) N/A (a)
TAIWAN FUND INC COMMON STOCKS 87403610 2,012,136.00 147,000.00 (a) N/A (a)
TAIWAN FUND INC COMMON STOCKS 87403610 132,089.00 9,650.00 (a) N/A (c)
TAIWAN FUND INC COMMON STOCKS 87403610 107,451.00 7,850.00 (c) N/A (c)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 8,228,918.00 348,314.00 (a) N/A (a)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 4,433,326.00 187,654.00 (a) N/A (c)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 1,697,456.00 71,850.00 (c) N/A (c)
TALCON CLASS B LP COMMON STOCKS 87418110 378.00 37,800.00 (a) N/A (a)
TALISMAN ENERGY INC COMMON STOCKS 87425E10 10,138,218.00 471,545.00 (a) N/A (a)
TALISMAN ENERGY INC COMMON STOCKS 87425E10 249,400.00 11,600.00 (a) N/A (c)
TALISMAN ENERGY INC COMMON STOCKS 87425E10 3,094,925.00 143,950.00 (c) N/A (c)
TCR HOLDING CORP PREFERRED TCR/D 752.00 14,191.00 (a) N/A (a)
TCR HOLDING CORP PREFERRED TCR/E 1,849.00 29,356.00 (a) N/A (a)
TECHNITROL INC COMMON STOCKS 87855510 701,115.00 30,400.00 (c) N/A (c)
TECNOMATIX TECHNOLOGIES LTD COMMON STOCKS M8743P10 845,376.00 63,802.00 (a) N/A (a)
TELEBRAS ADR PFD BLOCK COMMON STOCKS 87928730 24,609,733.00 305,237.00 (a) N/A (a)
TELEBRAS ADR PFD BLOCK COMMON STOCKS 87928730 7,556,498.00 93,724.00 (a) N/A (c)
TELECENTRO SUL PARTICIP ADR COMMON STOCKS 87923910 4,749,050.00 102,820.00 (a) N/A (a)
TELECENTRO SUL PARTICIP ADR COMMON STOCKS 87923910 548,713.00 11,880.00 (a) N/A (c)
TELEFONICA DE ARGENTINA ADR COMMON STOCKS 87937820 8,663,872.00 286,409.00 (a) N/A (a)
TELEFONICA DE ARGENTINA ADR COMMON STOCKS 87937820 3,510,422.00 116,047.00 (a) N/A (c)
TELEFONICA DEL PERU ADR COMMON STOCKS 87938410 7,498,823.00 588,143.00 (a) N/A (a)
TELEFONICA DEL PERU ADR COMMON STOCKS 87938410 1,859,332.00 145,830.00 (a) N/A (c)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 29,048,844.00 440,134.00 (a) N/A (a)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 7,988,970.00 121,045.00 (a) N/A (c)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 829,069.00 130,050.00 (a) N/A (a)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 1,875,750.00 122,000.00 (a) N/A (a)
TELESP PARTICIP SA ADR COMMON STOCKS 87952K10 2,840,062.00 137,700.00 (a) N/A (a)
TELIGENT INC COMMON STOCKS 87959Y10 9,936,595.00 238,717.00 (a) N/A (a)
TELLABS INC COMMON STOCKS 87966410 6,862,050.00 70,200.00 (a) N/A (a)
TELLABS INC COMMON STOCKS 87966410 6,998,900.00 71,600.00 (c) N/A (c)
TEMPLE-INLAND INC. COMMON STOCKS 87986810 112,950.00 1,800.00 (a) N/A (a)
TEMPLETON VIETNAM/SOUTHEAST COMMON STOCKS 88022J10 125,231.00 18,050.00 (a) N/A (a)
TENET HEALTHCARE CONV SUB DEB CONVERTIBLES 88033GAD 2,488,000.00 3,110.00 (a) N/A (a)
TENNECO INC. COMMON STOCKS 88037E10 153,659.00 5,500.00 (a) N/A (a)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 441,875.00 17,500.00 (a) N/A (a)
TERADYNE INC COMMON STOCKS 88077010 1,904,249.00 34,900.00 (a) N/A (a)
TERADYNE INC COMMON STOCKS 88077010 1,549,589.00 28,400.00 (c) N/A (c)
TEREX CORP RIGHTS WARRANTS 88077913 112,000.00 8,000.00 (a) N/A (a)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 4,165,531.00 87,810.00 (a) N/A (a)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 640,413.00 13,500.00 (a) N/A (c)
TEXACO INC COMMON STOCKS 88169410 39,839,408.00 702,016.00 (a) N/A (a)
TEXACO INC COMMON STOCKS 88169410 720,725.00 12,700.00 (a) N/A (c)
TEXACO INC COMMON STOCKS 88169410 8,058,500.00 142,000.00 (c) N/A (c)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 19,671,350.00 198,200.00 (a) N/A (a)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 952,800.00 9,600.00 (c) N/A (c)
TEXAS UTILITIES COMMON STOCKS 88284810 3,095,400.00 73,700.00 (c) N/A (c)
TEXAS UTILITIES 9.25% CV PFD I PREFERRED 88284820 2,853,792.00 53,529.00 (a) N/A (a)
TEXAS UTILITIES 9.25% CV PFD I PREFERRED 88284820 266,565.00 5,000.00 (a) N/A (c)
TEXTRON INC COMMON STOCKS 88320310 5,803,125.00 75,000.00 (a) N/A (a)
THE FIRST ISRAEL FUND INC COMMON STOCKS 32063L10 1,517,100.00 116,700.00 (a) N/A (a)
THE LATIN AMERICA EQUITY FUND COMMON STOCKS 51827T10 1,611,700.00 181,600.00 (a) N/A (a)
THE LATIN AMERICA INVT FUND COMMON STOCKS 51827910 147,825.00 14,600.00 (a) N/A (a)
THE SCOTTS COMPANY CLASS A COMMON STOCKS 81018610 7,213,375.00 193,000.00 (a) N/A (a)
THERMO ELECTRON CONV SUB DEB CONVERTIBLES 883556AF 885,000.00 1,000.00 (a) N/A (a)
THOUSAND TRAILS INC COMMON STOCKS 88550210 607,950.00 138,960.00 (a) N/A (a)
3COM CORP COMMON STOCKS 88553510 4,308,242.00 184,800.00 (a) N/A (a)
TIDEWATER INC COMMON STOCKS 88642310 199,238.00 7,700.00 (a) N/A (a)
TIG HOLDINGS, INC COMMON STOCKS 87246910 163,130.00 10,000.00 (a) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 30,877,301.00 436,040.00 (a) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 708,130.00 10,000.00 (a) N/A (c)
TIMES MIRROR CONV LYON 144A CONVERTIBLES 887364AC 3,045,135.00 6,675.00 (a) N/A (a)
TJX COS INC NEW COMMON STOCKS 87254010 11,420,600.00 335,900.00 (a) N/A (a)
TLC BEATRICE INT HLDG COMMON STOCKS 87299G10 7,795,800.00 259,860.00 (a) N/A (a)
TOOTSIE ROLL INDS INC COMMON STOCKS 89051610 493,902.00 10,737.00 (a) N/A (a)
TORCHMARK CORP COMMON STOCKS 89102710 1,505,350.00 47,600.00 (a) N/A (a)
TORCHMARK CORP COMMON STOCKS 89102710 506,000.00 16,000.00 (a) N/A (c)
TORONTO DOMINION BANK COMMON STOCKS 89116050 18,012,290.00 392,100.00 (a) N/A (a)
TORONTO DOMINION BANK COMMON STOCKS 89116050 454,786.00 9,900.00 (a) N/A (c)
TORONTO DOMINION BANK COMMON STOCKS 89116050 2,393,370.00 52,100.00 (c) N/A (c)
TOWN & COUNTRY CORP CONVERTIBLES 89202740 20,574.00 10,616.00 (a) N/A (a)
TOWN & COUNTRY HOLDINGS INC COMMON STOCKS 89202798 215.00 21,541.00 (a) N/A (a)
TRANS WORLD AIRLINES COMMON STOCKS 89334983 1,278,826.00 246,497.00 (a) N/A (a)
TRANSAMERICA CORP COMMON STOCKS 89348510 4,366,500.00 61,500.00 (a) N/A (a)
TRANSAMERICA CORP COMMON STOCKS 89348510 18,715,600.00 263,600.00 (c) N/A (c)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 818,751.00 63,900.00 (a) N/A (a)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 404,891.00 31,600.00 (a) N/A (c)
TRANSOCEAN OFFSHORE INC COMMON STOCKS 89381710 861,509.00 29,900.00 (a) N/A (a)
TRANSPORTADOR GAS SUR SP ADR COMMON STOCKS 89387020 2,222,869.00 237,106.00 (a) N/A (a)
TRIBUNE CO COMMON STOCKS 89604710 870,325.00 13,300.00 (a) N/A (a)
TRIBUNE CO COMMON STOCKS 89604710 5,163,058.00 78,900.00 (c) N/A (c)
TRIGON HEALTHCARE INC COMMON STOCKS 89618L10 630,200.00 18,400.00 (a) N/A (a)
TRINET CORPORATE REALTY TRUST COMMON STOCKS 89628710 4,039,700.00 159,200.00 (a) N/A (a)
TRINET CORPORATE REALTY TRUST COMMON STOCKS 89628710 152,250.00 6,000.00 (a) N/A (c)
TRINET CORPORATE REALTY TRUST COMMON STOCKS 89628710 365,400.00 14,400.00 (c) N/A (c)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 309,960.00 34,440.00 (a) N/A (a)
TV GUIDE INC COMMON STOCKS 87307Q10 962,438.00 26,100.00 (c) N/A (c)
TW SERVICES INC COMMON STOCKS 90127220 118,625.00 7,300.00 (a) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 7,143,574.00 99,562.00 (a) N/A (a)
U S WEST INC COMMON STOCKS 91273H10 6,544,623.00 118,857.00 (a) N/A (a)
U.S. FOODSERVICE COMMON STOCKS 90331R10 571,950.00 12,300.00 (a) N/A (a)
U.S. HOME COMMON STOCKS 91192010 867,858.00 26,601.00 (a) N/A (a)
U.S. HOME COMMON STOCKS 91192010 3,138,525.00 96,200.00 (c) N/A (c)
UNICOM CORPORATION COMMON STOCKS 90491110 1,027,420.00 28,100.00 (a) N/A (a)
UNICOM CORPORATION COMMON STOCKS 90491110 606,946.00 16,600.00 (a) N/A (c)
UNILEVER NV NY SHARES COMMON STOCKS 90478450 199,314.00 3,000.00 (a) N/A (a)
UNILEVER PLC - SPONS ADR COMMON STOCKS 90476760 261,590.00 7,070.00 (a) N/A (a)
UNION PAC CAP TR CONV PFD PREFERRED 90782440 2,583,975.00 52,400.00 (a) N/A (a)
UNION PACIFIC CORP COMMON STOCKS 90781810 160,314.00 3,000.00 (a) N/A (a)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 33,527,875.00 2,823,400.00 (a) N/A (a)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 597,312.00 50,300.00 (a) N/A (c)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 8,338,625.00 702,200.00 (c) N/A (c)
UNIONBANCAL CORP COMMON STOCKS 90890610 453,038.00 13,300.00 (a) N/A (a)
UNIPHASE CORP COMMON STOCKS 90914910 3,517,299.00 30,552.00 (a) N/A (a)
UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 475.00 47,500.00 (a) N/A (a)
UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 108.00 10,800.00 (a) N/A (c)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 667,490.00 65,121.00 (a) N/A (a)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 527,414.00 51,455.00 (a) N/A (c)
UNITED ILLUM CO COM COMMON STOCKS 91063710 293,566.00 7,000.00 (c) N/A (c)
UNITED RENTALS INC COMMON STOCKS 91136310 273,600.00 9,600.00 (c) N/A (c)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 20,220,893.00 149,300.00 (a) N/A (a)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 1,557,537.00 11,500.00 (c) N/A (c)
UNITRIN INC. COMMON STOCKS 91327510 431,250.00 13,800.00 (a) N/A (c)
UNOCAL CAPITAL TRUST PFD 6.25% CONVERTIBLES 91528T20 2,937,624.00 54,590.00 (a) N/A (a)
UNOCAL INC COMMON STOCKS 91528910 22,471,625.00 609,400.00 (a) N/A (a)
UNOCAL INC COMMON STOCKS 91528910 1,545,062.00 41,900.00 (a) N/A (c)
UNOCAL INC COMMON STOCKS 91528910 6,169,188.00 167,300.00 (c) N/A (c)
URBAN SHOPPING CENTERS INC COMMON STOCKS 91706010 479,090.00 16,700.00 (c) N/A (c)
URS CORP COMMON STOCKS 90323610 314,296.00 17,400.00 (c) N/A (c)
USAIR GROUP INC COMMON STOCKS 91190510 1,879,300.00 38,500.00 (a) N/A (a)
USAIR GROUP INC COMMON STOCKS 91190510 3,587,756.00 73,500.00 (c) N/A (c)
USFREIGHTWAYS CORP COMMON STOCKS 91690610 927,075.00 28,200.00 (c) N/A (c)
USG CORP COMMON STOCKS 90329340 3,894,225.00 75,800.00 (a) N/A (a)
USN COMMUNICATIONS WT WARRANTS 90336N11 0.00 30,540.00 (a) N/A (a)
USX-MARATHON GROUP COMMON STOCKS 90290582 53,723,175.00 1,953,570.00 (a) N/A (a)
USX-MARATHON GROUP COMMON STOCKS 90290582 1,553,750.00 56,500.00 (a) N/A (c)
USX-MARATHON GROUP COMMON STOCKS 90290582 8,074,000.00 293,600.00 (c) N/A (c)
UTILICORP UNITED INC COMMON STOCKS 91800510 1,659,612.00 72,950.00 (a) N/A (a)
VALASSIS COMMUNICATIONS INC COMMON STOCKS 91886610 507,150.00 9,800.00 (c) N/A (c)
VENWORLD TELECOM PRIV PLACEMEN COMMON STOCKS 92339590 1,498,701.00 206,248.00 (a) N/A (a)
VERIO INC COMMON STOCKS 92343310 322,875.00 7,000.00 (c) N/A (c)
VERIO INC-WTS WARRANTS 92343311 2,080,000.00 26,000.00 (a) N/A (a)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 164,099.00 1,955.00 (a) N/A (a)
VIAD CORP COMMON STOCKS 92552R10 553,479.00 19,900.00 (a) N/A (a)
VIAD CORP COMMON STOCKS 92552R10 2,027,568.00 72,900.00 (c) N/A (c)
VIATEL CNV 10% PFD SER A PIK PREFERRED 92552930 238,206.00 2,166.00 (a) N/A (a)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 175,150.00 11,300.00 (a) N/A (a)
VINTAGE PETROLEUM INC COMMON STOCKS 92746010 423,000.00 47,000.00 (c) N/A (c)
VISX INC COMMON STOCKS 92844S10 570,084.00 5,300.00 (a) N/A (a)
VISX INC COMMON STOCKS 92844S10 1,064,874.00 9,900.00 (c) N/A (c)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 232,875.00 4,600.00 (a) N/A (a)
VLSI TECHNOLOGY INC COMMON STOCKS 91827010 203,438.00 10,500.00 (a) N/A (a)
VLSI TECHNOLOGY INC COMMON STOCKS 91827010 2,991,500.00 154,400.00 (c) N/A (c)
VODAFONE GROUP PLC ADR COMMON STOCKS 92857T10 385,638.00 2,054.00 (a) N/A (a)
VOLT INFO SCIENCES INC COMMON STOCKS 92870310 535,879.00 32,600.00 (c) N/A (c)
VULCAN MATLS CO COMMON STOCKS 92916010 3,053,031.00 73,900.00 (a) N/A (a)
VULCAN MATLS CO COMMON STOCKS 92916010 11,356,944.00 274,900.00 (c) N/A (c)
WACHOVIA CORP NEW COMMON STOCKS 92977110 12,243,150.00 150,800.00 (a) N/A (a)
WACHOVIA CORP NEW COMMON STOCKS 92977110 5,220,388.00 64,300.00 (c) N/A (c)
WADDELL & REED FINANCIAL INC COMMON STOCKS 93005920 109,869.00 5,528.00 (a) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 109,431,858.00 1,187,051.00 (a) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 5,632,687.00 61,100.00 (a) N/A (c)
WAL MART STORES INC COMMON STOCKS 93114210 15,552,116.00 168,700.00 (c) N/A (c)
WALGREEN CO COMMON STOCKS 93142210 192,100.00 6,800.00 (a) N/A (a)
WALT DISNEY CO. COMMON STOCKS 25468710 6,915,975.00 222,200.00 (a) N/A (a)
WALTER INDUSTRIES INC COMMON STOCKS 93317Q10 863,865.00 76,788.00 (a) N/A (a)
WARNER-LAMBERT COMMON STOCKS 93448810 36,560,062.00 551,850.00 (a) N/A (a)
WARNER-LAMBERT COMMON STOCKS 93448810 1,132,875.00 17,100.00 (a) N/A (c)
WARNER-LAMBERT COMMON STOCKS 93448810 7,526,000.00 113,600.00 (c) N/A (c)
WASHINGTON CORP CL A (TWC) COMMON STOCKS 93747920 615,927.00 410,618.00 (a) N/A (a)
WASTE MANAGEMENT CONV SUB NTS CONVERTIBLES 92929QAF 4,265,500.00 4,490.00 (a) N/A (a)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 2,972,107.00 66,977.00 (a) N/A (a)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 829,990.00 18,704.00 (a) N/A (c)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 1,504,312.00 33,900.00 (c) N/A (c)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 5,797,000.00 6,200.00 (a) N/A (a)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 374,000.00 400.00 (a) N/A (c)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 374,000.00 400.00 (c) N/A (c)
WASTE SYTEMS INT'L WARRANT WARRANTS 94106P16 630.00 63,000.00 (a) N/A (a)
WASTE SYTEMS INT'L WARRANT WARRANTS 94106P16 375.00 37,500.00 (a) N/A (c)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 49,115,538.00 1,113,100.00 (a) N/A (a)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 895,738.00 20,300.00 (a) N/A (c)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 6,671,700.00 151,200.00 (c) N/A (c)
WEATHERFORD INTERNATIONAL COMMON STOCKS 94707410 198,550.00 7,600.00 (a) N/A (a)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 1,478,354.00 19,500.00 (a) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 11,114,866.00 316,997.00 (a) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 1,872,364.00 53,400.00 (c) N/A (c)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 837,375.00 23,100.00 (c) N/A (c)
WESTPOINT STEVENS INC COMMON STOCKS 96123810 3,001,379.00 108,400.00 (a) N/A (a)
WEYERHAEUSER CO COMMON STOCKS 96216610 4,267,950.00 76,900.00 (a) N/A (a)
WHOLE FOODS MARKET, INC. COMMON STOCKS 96683710 374,688.00 10,900.00 (a) N/A (a)
WILEY JOHN & SONS CL-A COMMON STOCKS 96822320 310,800.00 7,400.00 (c) N/A (c)
WILLIAMETTE INDUSTRIES COMMON STOCKS 96913310 11,981,850.00 317,400.00 (a) N/A (a)
WILLIAMETTE INDUSTRIES COMMON STOCKS 96913310 222,725.00 5,900.00 (a) N/A (c)
WILLIAMETTE INDUSTRIES COMMON STOCKS 96913310 913,550.00 24,200.00 (c) N/A (c)
WIND RIVER SYSTEMS INC CONV CONVERTIBLES 973149AC 1,611,000.00 1,790.00 (a) N/A (a)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 145,600.00 10,400.00 (a) N/A (a)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 2,059,400.00 147,100.00 (c) N/A (c)
WOLVERINE TUBE INC COMMON STOCKS 97809310 422,500.00 20,000.00 (c) N/A (c)
WORTHINGTON IND CONV DEC CONVERTIBLES 98181120 1,316,000.00 150,400.00 (a) N/A (a)
WPP GROUP PLC ADR COMMON STOCKS 92930930 195,230.00 2,257.00 (a) N/A (a)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 271,314.00 3,000.00 (a) N/A (a)
WYNNS INTL INC COMMON STOCKS 98319510 428,975.00 24,600.00 (c) N/A (c)
XEROX CORP SUB DEB CNV CONVERTIBLES 984121BB 7,388,748.00 12,290.00 (a) N/A (a)
XIRCOM COMMON STOCKS 98392210 125,625.00 5,000.00 (a) N/A (a)
XIRCOM COMMON STOCKS 98392210 1,929,600.00 76,800.00 (c) N/A (c)
XYLAN COMMON STOCKS 98415110 290,823.00 7,900.00 (a) N/A (a)
XYLAN COMMON STOCKS 98415110 4,594,262.00 124,800.00 (c) N/A (c)
YAHOO INC COMMON STOCKS 98433210 4,136,300.00 24,566.00 (a) N/A (a)
YAHOO INC COMMON STOCKS 98433210 151,538.00 900.00 (c) N/A (c)
YPF SOCIEDAD ANONIMA ADR COMMON STOCKS 98424510 19,352,633.00 613,143.00 (a) N/A (a)
YPF SOCIEDAD ANONIMA ADR COMMON STOCKS 98424510 7,831,443.00 248,121.00 (a) N/A (c)
ZALE CORP COMMON STOCKS 98885810 3,630,595.00 106,195.00 (a) N/A (a)
ZALE CORP COMMON STOCKS 98885810 577,777.00 16,900.00 (c) N/A (c)
ZAPATA CORP COMMON STOCKS 98907050 308,361.00 34,500.00 (c) N/A (c)
ZENECA GROUP PLC ADR COMMON STOCKS 98934D10 183,546.00 3,900.00 (a) N/A (a)
</TABLE>
