NORTHWESTERN MUTUAL LIFE INSURANCE CO
13F-HR, 2000-02-14
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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: December 31, 1999

Check here if Amendment [  ]: Amendment Number:
This Amendment (Check only one.): [  ] is a restatement.
                                  [  ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:    The Northwestern Mutual Life Insurance Company
Address: 720 E. Wisconsin Ave.
         Milwaukee, WI  53202

13F File Number:  28-229

The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.


Person Signing this Report on Behalf of Reporting Manager:

Name:     Don Forecki
Title:    Assistant Treasurer
Phone:    414-299-5288
Signature, Place, and Date of Signing:

/S/ Don Forecki     Milwaukee, Wisconsin     February 14, 2000


Report Type (Check only one.):
[  ]        13F HOLDINGS REPORT.
[  ]        13F NOTICE.
[ X]        13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:

FORM 13F
FILE NO.  NAME
- --------  -------------------------------------------
28-1096   Frank Russell Trust Company
28-1190   Frank Russell Company
28-2762   Frank Russell Investment Management Company
28-5099   Frank Russell Investments (Japan) Limited
28-5101   Frank Russell Investments (Cayman) Limited
28-5103   Frank Russell Canada Limited
28-5105   Frank Russell Investments (Ireland) Limited
28-6374   Northwestern Mutual Investment Services, LLC
28-6374   Robert W. Baird & Co. Incorporated


<PAGE>
                    FORM 13F SUMMARY PAGE


Report Summary:

Number of Other Included Managers:  1

Form 13F Information Table Entry Total:  1244

Form 13F Information Table Value Total (000's):  $7,813,437


List of Other Included Managers:

     FORM 13F
NO.  FILE NO.      NAME
- ---  --------      ------------------------------------------
 1   First Filing  Northwestern Investment Management Company

<PAGE>
<TABLE>
Form 13F Information Table
<CAPTION>

                                                          VALUE    SHARES/ SH/ PUT/ INVSTMT  OTHER        VOTING AUTHORITY
NAME OF ISSUER                 TITLE OF CLASS --CUSIP--  (x$1000)  PRN AMT PRN CALL DSCRETN MANAGERS --SOLE-- -SHARED- --NONE--
- ------------------------------ -------------- ---------  --------  ------- --- ---- ------- -------- -------- -------- --------
<S>                            <C>            <C>        <C>       <C>     <C> <C>  <C>     <C>      <C>      <C>      <C>
1-800-FLOWERS.COM              COM            68243Q106        48     4500 SH       DEFINED 1            4500
ABC-NACO INC                   COM            000752105      3895   472157 SH       DEFINED 1          472157
ABMAC FINANCIAL GROUP INC      COM            023139108      1696    32500 SH       DEFINED 1           32500
ABMAC FINANCIAL GROUP INC      COM            023139108       313     6000 SH       DEFINED 1            6000
ACCIONA                        COM            557910700      1128    20000 SH       DEFINED 1           20000
ACCIONA                        COM            557910700      4514    80000 SH       DEFINED 1           80000
ACE LTD                        COM            G0070K103      6374   381939 SH       DEFINED 1          381939
ACME COMMUNICATIONS            COM            004631107      1563    47000 SH       DEFINED 1           47000
ACME COMMUNICATIONS            COM            004631107        53     1600 SH       DEFINED 1            1600
ACME COMMUNICATIONS            COM            004631107        23      700 SH       DEFINED 1             700
ACTION PERFORMANCE             CONVT          004933AB3       266   500000 PRN      DEFINED 1          500000
ACTION PERFORMANCE             CONVT          004933AB3      1580  2000000 PRN      DEFINED 1         2000000
ADELPHIA COMMUNUCATIONS        COM            006848105      9450   144000 SH       DEFINED 1          144000
ADELPHIA COMMUNUCATIONS        COM            006848105     31073   473500 SH       DEFINED 1          473500
ADELPHIA COMMUNUCATIONS        CONVT          006848402      8242    45000 SH       DEFINED 1           45000
ADVANCED ENERGY INDUSTRIES     CONVT          007973AA8       595   500000 PRN      DEFINED 1          500000
ADVANCED ENERGY INDUSTRIES     CONVT          007973AA8      5450  5500000 PRN      DEFINED 1         5500000
ADVANCED INFO                  COM            600813800      2191   130000 SH       DEFINED 1          130000
ADVENT SOFTWARE, INC.          COM            007974108      1553    24100 SH       DEFINED 1           24100
ADVENT SOFTWARE, INC.          COM            007974108        26      400 SH       DEFINED 1             400
ADVENT SOFTWARE, INC.          COM            007974108      5197    80650 SH       DEFINED 1           80650
AFRICAN BANK INVESTMENTS LTD   COM            604077600       786   415000 SH       DEFINED 1          415000
AFRICAN BANK INVESTMENTS LTD   COM            604077600      2909  1535000 SH       DEFINED 1         1535000
AGILENT TECHNOLOGIES           COM            00846U101      1446    18700 SH       DEFINED 1           18700
AGILENT TECHNOLOGIES           COM            00846U101       232     3000 SH       DEFINED 1            3000
AGILENT TECHNOLOGIES           COM            00846U101        15      200 SH       DEFINED 1             200
AIRNET COMMUNICATIONS CORP     COM            00941P106        87     2400 SH       DEFINED 1            2400
AIRNET COMMUNICATIONS CORP     COM            00941P106        29      800 SH       DEFINED 1             800
AK SIGORTA                     COM            401207800      1156 19000000 SH       DEFINED 1        19000000
AK SIGORTA                     COM            401207800      3529 58000000 SH       DEFINED 1        58000000
AKER RGI ASA                   CONVT          007863900      4337  4500000 PRN      DEFINED 1         4500000
ALCATEL ALSTHOM                COM            421682500      1953     8500 SH       DEFINED 1            8500
ALCATEL ALSTHOM                COM            421682500      8270    36000 SH       DEFINED 1           36000
ALCOA INC                      COM            013817101      5395    65000 SH       DEFINED 1           65000
ALCOA INC                      COM            013817101      1245    15000 SH       DEFINED 1           15000
ALEXANDRIA REAL ESTATE EQUITIE COM            015271109       277     8700 SH       DEFINED 1            8700
ALTRAN TECHNOLOGIES            COM            402186900      1995     3300 SH       DEFINED 1            3300
ALTRAN TECHNOLOGIES            COM            402186900      6952    11500 SH       DEFINED 1           11500
AMADEUS GLOBAL TRAVEL DIST A   COM            578813000      2222   140000 SH       DEFINED 1          140000
AMADEUS GLOBAL TRAVEL DIST A   COM            578813000      9997   630000 SH       DEFINED 1          630000
AMAZON.COM INC                 COM            023135106        23      300 SH       DEFINED 1             300
AMAZON.COM INC                 COM            023135106      6547    86000 SH       DEFINED 1           86000
AMB PROPERTY CORP              COM            00163T109      1774    89000 SH       DEFINED 1           89000
AMB PROPERTY CORP              COM            00163T109      7078   355000 SH       DEFINED 1          355000
AMC ENTERTAINMENT INC          COM            001669100       297    34480 SH       DEFINED 1           34480
AMC ENTERTAINMENT INC          COM            001669100      6037   699944 SH       DEFINED 1          699944
AMCOR LTD (AUSTRALIA)          CONVT          02341R401     20284 20375000 PRN      DEFINED 1        20375000
AMDOCS  LTD                    COM            G02602103      3933   114000 SH       DEFINED 1          114000
AMDOCS  LTD                    COM            G02602103       897    26000 SH       DEFINED 1           26000
AMDOCS  LTD                    COM            G02602103        62     1800 SH       DEFINED 1            1800
AMDOCS  LTD                    COM            G02602103      9384   271998 SH       DEFINED 1          271998
AMERICA ONLINE INC             COM            02364J104      4903    65000 SH       DEFINED 1           65000
AMERICA ONLINE INC             COM            02364J104       905    12000 SH       DEFINED 1           12000
AMERICA ONLINE INC             COM            02364J104        53      700 SH       DEFINED 1             700
AMERICA ONLINE INC             COM            02364J104     27369   362800 SH       DEFINED 1          362800
AMERICAN BANKNOTE CORPORATION  COM            024490104        41   820000 SH       DEFINED 1          820000
AMERICAN INTERNATIONAL GROUP,I COM            026874107      8109    75000 SH       DEFINED 1           75000
AMERICAN INTERNATIONAL GROUP,I COM            026874107      1419    13125 SH       DEFINED 1           13125
AMERICAN INTERNATIONAL GROUP,I COM            026874107        11      100 SH       DEFINED 1             100
AMERICAN INTERNATIONAL GROUP,I COM            026874107      3341    30900 SH       DEFINED 1           30900
AMERICAN ITALIAN PASTA COMPANY COM            027070101       135     4400 SH       DEFINED 1            4400
AMERICAN TOWER CORP            COM            029912201       144     4700 SH       DEFINED 1            4700
AMR CORPORATION                COM            001765106     18773   280200 SH       DEFINED 1          280200
ANADARKO PETROLEUM CORP.       COM            032511107      1730    50700 SH       DEFINED 1           50700
ANADARKO PETROLEUM CORP.       COM            032511107        27      800 SH       DEFINED 1             800
ANADARKO PETROLEUM CORP.       COM            032511107      7122   208700 SH       DEFINED 1          208700
ANHEUSER-BUSCH COMPANIES INC   COM            035229103      4912    69300 SH       DEFINED 1           69300
ANHEUSER-BUSCH COMPANIES INC   COM            035229103       794    11200 SH       DEFINED 1           11200
ANHEUSER-BUSCH COMPANIES INC   COM            035229103        28      400 SH       DEFINED 1             400
ANHEUSER-BUSCH COMPANIES INC   COM            035229103     15819   223200 SH       DEFINED 1          223200
ANICOM INC                     COM            035250109      6212  1461540 SH       DEFINED 1         1461540
APACHE CORPORATION             CONVT          037411600       355    10000 SH       DEFINED 1           10000
APARTMENT INVESTMENT AND MANAG COM            03748R101      4392   110316 SH       DEFINED 1          110316
APARTMENT INVESTMENT AND MANAG COM            03748R101     13009   326764 SH       DEFINED 1          326764
APARTMENT INVESTMENT AND MANAG CONVT          449516301      3000    80000 SH       DEFINED 1           80000
APARTMENT INVT & MGMT CO       CONVT          03748R705      7500   300000 SH       DEFINED 1          300000
ARACRUZ                        COM            038496204       837    31900 SH       DEFINED 1           31900
ARACRUZ                        COM            038496204      3625   138100 SH       DEFINED 1          138100
ARADIGM CORP                   COM            038505103      2518   265030 SH       DEFINED 1          265030
ARCH COMMUNICATIONS GP         COM            039381504      3132   474933 SH       DEFINED 1          474933
ARCH COMMUNICATIONS GP         COM            039381603       827   125429 SH       DEFINED 1          125429
ARCH COMMUNICATIONS GP         COM            039381504     12905  1957196 SH       DEFINED 1         1957196
ARCH COMMUNICATIONS GP         COM            039381603      3407   516724 SH       DEFINED 1          516724
ARCHSTONE COMMUNITIES TRUST    COM            039581103      1192    58125 SH       DEFINED 1           58125
ARCHSTONE COMMUNITIES TRUST    COM            039581103      5503   268456 SH       DEFINED 1          268456
ARDEN REALTY, INC.             COM            039793104      1966    98000 SH       DEFINED 1           98000
ARDEN REALTY, INC.             COM            039793104      5395   268900 SH       DEFINED 1          268900
ARNOLDO MONDADORI EDITORE      COM            404904300      2786    90000 SH       DEFINED 1           90000
ARNOLDO MONDADORI EDITORE      COM            404904300      8511   275000 SH       DEFINED 1          275000
ASM LITHOGRAPHY HOLDING        COM            546078400      1889    17000 SH       DEFINED 1           17000
ASM LITHOGRAPHY HOLDING        COM            546078400      8890    80000 SH       DEFINED 1           80000
ASPEN TECHNOLOGY INC           COM            045327103      1028    38900 SH       DEFINED 1           38900
ASPEN TECHNOLOGY INC           COM            045327103        13      500 SH       DEFINED 1             500
ASPEN TECHNOLOGY INC           COM            045327103      4082   154400 SH       DEFINED 1          154400
ASSA ABLOY                     COM            569878900       702    50000 SH       DEFINED 1           50000
ASSA ABLOY                     COM            569878900      2338   166500 SH       DEFINED 1          166500
AT&T CORPORATION               COM            001957109      7866   155000 SH       DEFINED 1          155000
AT&T CORPORATION               COM            001957109      1444    28452 SH       DEFINED 1           28452
AT&T CORPORATION               COM            001957109        81     1600 SH       DEFINED 1            1600
AT&T CORPORATION               COM            001957109     36682   722798 SH       DEFINED 1          722798
ATMEL CORP                     COM            049513104        12      400 SH       DEFINED 1             400
ATMEL CORP                     COM            049513104      5034   170300 SH       DEFINED 1          170300
AUTONOMY                       COM            550079800     15016   309600 SH       DEFINED 1          309600
AUTONOMY                       COM            550079800     62172  1281900 SH       DEFINED 1         1281900
AUTOSTRADE SPA                 COM            555465400       755   111000 SH       DEFINED 1          111000
AUTOSTRADE SPA                 COM            555465400      3326   489000 SH       DEFINED 1          489000
AVALONBAY COMMUNITIES INC      COM            053484101      3300    96166 SH       DEFINED 1           96166
AVALONBAY COMMUNITIES INC      COM            053484101     21214   618249 SH       DEFINED 1          618249
AVENTIS                        COM            473681700       750    12000 SH       DEFINED 1           12000
AVENTIS                        COM            473681700      3248    52000 SH       DEFINED 1           52000
AVERY DENNISON CORP.           COM            053611109        58      800 SH       DEFINED 1             800
AVERY DENNISON CORP.           COM            053611109     40839   560400 SH       DEFINED 1          560400
AXA-UAP                        COM            402692700      2092    15000 SH       DEFINED 1           15000
AXA-UAP                        COM            402692700      8366    60000 SH       DEFINED 1           60000
BAKER HUGHES INC.              COM            057224107      3159   150000 SH       DEFINED 1          150000
BAKER HUGHES INC.              COM            057224107       508    24100 SH       DEFINED 1           24100
BAKER HUGHES INC.              COM            057224107       421    20000 SH       DEFINED 1           20000
BALTIMORE TECHNOLOGIES PLC     COM            098964800      4561    55000 SH       DEFINED 1           55000
BALTIMORE TECHNOLOGIES PLC     COM            098964800     17000   205000 SH       DEFINED 1          205000
BANCO ITAU                     COM            245958100      1717 20000000 SH       DEFINED 1        20000000
BANCO ITAU                     COM            245958100      5151 60000000 SH       DEFINED 1        60000000
BANESANDNOBLE.COM INC.         COM            067846105        10      700 SH       DEFINED 1             700
BANK AUSTRIA                   COM            499962100      1128    20000 SH       DEFINED 1           20000
BANK AUSTRIA                   COM            499962100      3667    65000 SH       DEFINED 1           65000
BANK NATIONAL PARIS            COM            413366700      2076    22500 SH       DEFINED 1           22500
BANK NATIONAL PARIS            COM            413366700      9229   100000 SH       DEFINED 1          100000
BANK OF AMERICA CORP           COM            060505104         0        1 SH       DEFINED 1               1
BANK OF NEW YORK COMPANY INC.  COM            064057102      6600   165000 SH       DEFINED 1          165000
BANK OF NEW YORK COMPANY INC.  COM            064057102      1224    30600 SH       DEFINED 1           30600
BANK OF NEW YORK COMPANY INC.  COM            064057102        80     2000 SH       DEFINED 1            2000
BANK OF NEW YORK COMPANY INC.  COM            064057102     24668   616700 SH       DEFINED 1          616700
BANK OF SCOTLAND               COM            007645400      3228   277436 SH       DEFINED 1          277436
BANK SARASIN                   COM            414954500      1117      550 SH       DEFINED 1             550
BANK SARASIN                   COM            414954500      3046     1500 SH       DEFINED 1            1500
BANKATLANTIC BANCORP INC       CONVT          065908AB1      2500  2500000 PRN      DEFINED 1         2500000
BARCLAYS PLC                   COM            007820100      1009    35000 SH       DEFINED 1           35000
BARCLAYS PLC                   COM            007820100      4180   145000 SH       DEFINED 1          145000
BARRETT RESOURCES CORPORATION  COM            068480201      1825    62000 SH       DEFINED 1           62000
BARRETT RESOURCES CORPORATION  COM            068480201      5858   199000 SH       DEFINED 1          199000
BASF                           COM            508657700       668    13000 SH       DEFINED 1           13000
BASF                           COM            508657700      2826    55000 SH       DEFINED 1           55000
BASIN EXPLORATION INC          COM            070107107       118     6700 SH       DEFINED 1            6700
BAUSCH & LOMB INC.             COM            071707103       828    12100 SH       DEFINED 1           12100
BAUSCH & LOMB INC.             COM            071707103        14      200 SH       DEFINED 1             200
BAUSCH & LOMB INC.             COM            071707103      2649    38700 SH       DEFINED 1           38700
BAYER AG                       COM            506921100      1255    26500 SH       DEFINED 1           26500
BAYER AG                       COM            506921100      4735   100000 SH       DEFINED 1          100000
BEC WORLD(FOREIGN OWNERSHP SHR COM            607814200      2837   400000 SH       DEFINED 1          400000
BELCO OIL & GAS CORP           CONVT          077410207      4306   297500 SH       DEFINED 1          297500
BELL IND INC                   COM            078107109       580    78014 SH       DEFINED 1           78014
BERJAYA SPORTS TOTO            COM            633156600      1618   750000 SH       DEFINED 1          750000
BERJAYA SPORTS TOTO            COM            633156600      5395  2500000 SH       DEFINED 1         2500000
BERKLEY PETROLEUM              COM            208797100      1040   118900 SH       DEFINED 1          118900
BERKLEY PETROLEUM              COM            208797100      4515   516100 SH       DEFINED 1          516100
BEST BUY CO INC                COM            086516101       718    14300 SH       DEFINED 1           14300
BF GOODRICH COMPANY            CONVT          196878409       671    20000 SH       DEFINED 1           20000
BF GOODRICH COMPANY            CONVT          196878409      9481   282500 SH       DEFINED 1          282500
BIOVAIL CORPORATION INTERNATIO COM            09067K106      1856    19800 SH       DEFINED 1           19800
BIOVAIL CORPORATION INTERNATIO COM            09067K106        94     1000 SH       DEFINED 1            1000
BIOVAIL CORPORATION INTERNATIO COM            09067K106        19      200 SH       DEFINED 1             200
BIOVAIL CORPORATION INTERNATIO COM            09067K106      7219    77000 SH       DEFINED 1           77000
BJ SERVICES COMPANY            COM            055482103      5444   130200 SH       DEFINED 1          130200
BJ SERVICES COMPANY            COM            055482103        88     2100 SH       DEFINED 1            2100
BJ SERVICES COMPANY            COM            055482103        71     1700 SH       DEFINED 1            1700
BJ SERVICES COMPANY            COM            055482103     21887   523460 SH       DEFINED 1          523460
BODYCOTE INTERNATIONAL         COM            068956200      1095   223250 SH       DEFINED 1          223250
BODYCOTE INTERNATIONAL         COM            068956200      3371   687500 SH       DEFINED 1          687500
BOSTON PROPERTIES              COM            101121101      2702    86800 SH       DEFINED 1           86800
BOSTON PROPERTIES              COM            101121101      9266   297700 SH       DEFINED 1          297700
BOUYGES OFFSHORE               COM            102112109      1171    63750 SH       DEFINED 1           63750
BOUYGES OFFSHORE               COM            102112109      2756   150000 SH       DEFINED 1          150000
BP AMOCO PLC                   COM            055622104      5220    88000 SH       DEFINED 1           88000
BP AMOCO PLC                   COM            055622104       913    15400 SH       DEFINED 1           15400
BP AMOCO PLC                   COM            055622104        47      800 SH       DEFINED 1             800
BP AMOCO PLC                   COM            055622104     23061   388800 SH       DEFINED 1          388800
BRADLEY REAL ESTATE INC.       COM            104580105       915    52500 SH       DEFINED 1           52500
BRADLEY REAL ESTATE INC.       COM            104580105      5568   319300 SH       DEFINED 1          319300
BRE PROPERTIES INC             COM            05564E106      1021    45000 SH       DEFINED 1           45000
BRE PROPERTIES INC             COM            05564E106      2949   130000 SH       DEFINED 1          130000
BRIDGESTONE                    COM            613210100      1100    50000 SH       DEFINED 1           50000
BRIDGESTONE                    COM            613210100      3960   180000 SH       DEFINED 1          180000
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108      5777    90000 SH       DEFINED 1           90000
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108       751    11700 SH       DEFINED 1           11700
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108        71     1100 SH       DEFINED 1            1100
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108     31202   486100 SH       DEFINED 1          486100
BRITISH AEROSPACE PLC          COM            026349400       565    85758 SH       DEFINED 1           85758
BRITISH AEROSPACE PLC          COM            026349400      1836   278715 SH       DEFINED 1          278715
BRITISH ENERGY                 COM            073829300       774   134375 SH       DEFINED 1          134375
BRITISH ENERGY                 COM            073829300      3094   537500 SH       DEFINED 1          537500
BROKEN HILL PROPRIETARY        COM            614469000        12      877 SH       DEFINED 1             877
BROKEN HILL PROPRIETARY        COM            614469000        46     3509 SH       DEFINED 1            3509
BROOKDALE LIVING               COM            112462106       186    15000 SH       DEFINED 1           15000
BROOKDALE LIVING               COM            112462106      1949   157500 SH       DEFINED 1          157500
BT INDUSTRIES                  COM            420747600      2223   110000 SH       DEFINED 1          110000
BUDGET GROUP CAPITAL           CONVT          119001303       472    15000 SH       DEFINED 1           15000
BUDGET GROUP CAPITAL           CONVT          119001303      9760   320000 SH       DEFINED 1          320000
BUDGET GROUP CAPITAL           CONVT          119003AB7      7500  7500000 PRN      DEFINED 1         7500000
BUHRMANN                       COM            551675100       964    64000 SH       DEFINED 1           64000
BUHRMANN                       COM            551675100      4217   280000 SH       DEFINED 1          280000
BURNS INTERNATIONAL SERVICES   COM            122374101      2453   226872 SH       DEFINED 1          226872
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100      1093    27500 SH       DEFINED 1           27500
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100        20      500 SH       DEFINED 1             500
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100      4043   101700 SH       DEFINED 1          101700
CABLE & WIRELESS PLC           COM            016255700      2549   150000 SH       DEFINED 1          150000
CABLE & WIRELESS PLC           COM            016255700     11298   665000 SH       DEFINED 1          665000
CAMBREX CORPORATION            COM            132011107        90     2600 SH       DEFINED 1            2600
CAMDEN PPTY TR                 CONVT          133131201      6000   240000 SH       DEFINED 1          240000
CANADIAN NATIONAL RAILWAY CO.  COM            136375102      3684   140000 SH       DEFINED 1          140000
CANADIAN NATIONAL RAILWAY CO.  CONVT          136375409       420    10000 SH       DEFINED 1           10000
CANADIAN NATIONAL RAILWAY CO.  COM            136375102       579    22000 SH       DEFINED 1           22000
CANADIAN NATIONAL RAILWAY CO.  COM            136375102        32     1200 SH       DEFINED 1            1200
CANADIAN NATIONAL RAILWAY CO.  CONVT          136375409      4200   100000 SH       DEFINED 1          100000
CAPITAL AUTOMOTIVE REIT        COM            139733109       290    23800 SH       DEFINED 1           23800
CAPITAL AUTOMOTIVE REIT        COM            139733109      1843   151200 SH       DEFINED 1          151200
CARRAMERICA REALTY CORP        COM            144418100       803    38000 SH       DEFINED 1           38000
CATALINA MARKETING CORPORATION COM            148867104      5683    49100 SH       DEFINED 1           49100
CATALINA MARKETING CORPORATION COM            148867104       197     1700 SH       DEFINED 1            1700
CATALINA MARKETING CORPORATION COM            148867104        75      650 SH       DEFINED 1             650
CATALINA MARKETING CORPORATION COM            148867104     21310   184100 SH       DEFINED 1          184100
CATELLUS DEVELOPMENT CORP      COM            149111106       780    60900 SH       DEFINED 1           60900
CATELLUS DEVELOPMENT CORP      COM            149111106      5176   404000 SH       DEFINED 1          404000
CBT GROUP ADR NEW              COM            124853300      1106    33000 SH       DEFINED 1           33000
CBT GROUP ADR NEW              COM            124853300        17      500 SH       DEFINED 1             500
CBT GROUP ADR NEW              COM            124853300      4358   130100 SH       DEFINED 1          130100
CDW COMPUTERS                  COM            125129106      2689    34200 SH       DEFINED 1           34200
CDW COMPUTERS                  COM            125129106        79     1000 SH       DEFINED 1            1000
CDW COMPUTERS                  COM            125129106        39      500 SH       DEFINED 1             500
CDW COMPUTERS                  COM            125129106     10237   130200 SH       DEFINED 1          130200
CELLSTAR CORP                  CONVT          150925AC9       384   500000 PRN      DEFINED 1          500000
CELLSTAR CORP                  CONVT          150925AC9      8790 13375000 PRN      DEFINED 1        13375000
CEMEX  CPO                     COM            240645700      1283   230000 SH       DEFINED 1          230000
CEMEX  CPO                     COM            240645700      3680   660000 SH       DEFINED 1          660000
CENDANT CORPORATION            CONVT          126545AD4       754   750000 PRN      DEFINED 1          750000
CENDANT CORPORATION            CONVT          151313301       374    10000 SH       DEFINED 1           10000
CENDANT CORPORATION            CONVT          151313400       339    10000 SH       DEFINED 1           10000
CENDANT CORPORATION            CONVT          126545AD4     24221 27500000 PRN      DEFINED 1        27500000
CENDANT CORPORATION            CONVT          151313301      9227   377100 SH       DEFINED 1          377100
CHARLES RIVER ASSOCIATES INC.  COM            159852102      2734    81600 SH       DEFINED 1           81600
CHARLES RIVER ASSOCIATES INC.  COM            159852102        40     1200 SH       DEFINED 1            1200
CHARLES RIVER ASSOCIATES INC.  COM            159852102     10814   322800 SH       DEFINED 1          322800
CHARTERED SEMICONDUCTOR        COM            16133R106      1007    13800 SH       DEFINED 1           13800
CHARTERED SEMICONDUCTOR        COM            16133R106      4322    59200 SH       DEFINED 1           59200
CHASE MANHATTAN CORPORATION    COM            16161A108      5050    65000 SH       DEFINED 1           65000
CHASE MANHATTAN CORPORATION    COM            16161A108       893    11500 SH       DEFINED 1           11500
CHASE MANHATTAN CORPORATION    COM            16161A108        54      700 SH       DEFINED 1             700
CHASE MANHATTAN CORPORATION    COM            16161A108     29966   385720 SH       DEFINED 1          385720
CHESAPEAKE ENERGY CORP         CONVT          165167305      1006    42000 SH       DEFINED 1           42000
CHEUNG KONG HOLDINGS LTD       COM            619027300      1397   110000 SH       DEFINED 1          110000
CHEUNG KONG HOLDINGS LTD       COM            619027300      3811   300000 SH       DEFINED 1          300000
CHEVRON CORP                   COM            166751107      4331    50000 SH       DEFINED 1           50000
CHEVRON CORP                   COM            166751107        43      500 SH       DEFINED 1             500
CHEVRON CORP                   COM            166751107      9771   112800 SH       DEFINED 1          112800
CHINA TELELCOM                 COM            607355600      3001   480000 SH       DEFINED 1          480000
CHINA TELELCOM                 COM            607355600      7502  1200000 SH       DEFINED 1         1200000
CHUGAI PHARMACEUTICAL          COM            619640800      1027    95000 SH       DEFINED 1           95000
CHUGAI PHARMACEUTICAL          COM            619640800      3242   300000 SH       DEFINED 1          300000
CINTAS CORPORATION             COM            172908105        37      700 SH       DEFINED 1             700
CINTAS CORPORATION             COM            172908105     16814   316500 SH       DEFINED 1          316500
CIRRUS LOGIC INC               CONVT          172755AC4      3508  4200000 PRN      DEFINED 1         4200000
CISCO SYSTEMS INCORPORATED     COM            17275R102      9641    90000 SH       DEFINED 1           90000
CISCO SYSTEMS INCORPORATED     COM            17275R102      1746    16300 SH       DEFINED 1           16300
CISCO SYSTEMS INCORPORATED     COM            17275R102       150     1400 SH       DEFINED 1            1400
CISCO SYSTEMS INCORPORATED     COM            17275R102     83022   775000 SH       DEFINED 1          775000
CITADEL COMMUNICATIONS CORP    COM            172853202       195     3000 SH       DEFINED 1            3000
CITIGROUP INC                  COM            172967101      8723   157000 SH       DEFINED 1          157000
CITIGROUP INC                  COM            172967101      1470    26450 SH       DEFINED 1           26450
CITIGROUP INC                  COM            172967101       106     1900 SH       DEFINED 1            1900
CITIGROUP INC                  COM            172967101     23222   417949 SH       DEFINED 1          417949
CNF TRUST I                    CONVT          12612V205     11192   201000 SH       DEFINED 1          201000
COCA-COLA BEVERAGES (UK)       COM            029222700       955   500000 SH       DEFINED 1          500000
COCA-COLA BEVERAGES (UK)       COM            029222700      3819  2000000 SH       DEFINED 1         2000000
COCA-COLA COMPANY              COM            191216100      1748    30000 SH       DEFINED 1           30000
COCA-COLA COMPANY              COM            191216100       291     5000 SH       DEFINED 1            5000
COCA-COLA COMPANY              COM            191216100        35      600 SH       DEFINED 1             600
COCA-COLA COMPANY              COM            191216100     14761   253400 SH       DEFINED 1          253400
COFLEXIP ADS                   COM            192384105       380    10000 SH       DEFINED 1           10000
COLONIAL LIMITED               COM            609463200       671   150000 SH       DEFINED 1          150000
COLONIAL LIMITED               COM            609463200      3130   700000 SH       DEFINED 1          700000
COLT                           COM            042469900      4104    80000 SH       DEFINED 1           80000
COLT                           COM            042469900     33341   650000 SH       DEFINED 1          650000
COLUMBIA/HCA HEALTHCARE CORPOR COM            197677107      5388   183800 SH       DEFINED 1          183800
COMMONWEALTH BANK OF AUSTRALIA COM            621503500      1033    60000 SH       DEFINED 1           60000
COMPTEL PLC                    COM            583121600       324     4600 SH       DEFINED 1            4600
COMPTEL PLC                    COM            583121600      1435    20400 SH       DEFINED 1           20400
COMPUTER HORIZONS CORP         COM            205908106      1293    79900 SH       DEFINED 1           79900
COMPUTER HORIZONS CORP         COM            205908106        13      800 SH       DEFINED 1             800
COMPUTER HORIZONS CORP         COM            205908106      4100   253300 SH       DEFINED 1          253300
COMVERSE                       COM            205862402      6210    42900 SH       DEFINED 1           42900
COMVERSE                       COM            205862402       318     2200 SH       DEFINED 1            2200
COMVERSE                       COM            205862402     22270   153850 SH       DEFINED 1          153850
CONCORD EFS INC.               COM            206197105      6367   247250 SH       DEFINED 1          247250
CONCORD EFS INC.               COM            206197105       630    24450 SH       DEFINED 1           24450
CONCORD EFS INC.               COM            206197105        64     2500 SH       DEFINED 1            2500
CONCORD EFS INC.               COM            206197105     21380   830300 SH       DEFINED 1          830300
CONOCO 'B'                     COM            208251405      3218   130000 SH       DEFINED 1          130000
CONOCO 'B'                     COM            208251405       792    32000 SH       DEFINED 1           32000
CONOCO 'B'                     COM            208251405     20575   831300 SH       DEFINED 1          831300
CONSECO INC                    CONVT          208464602      1500    30000 SH       DEFINED 1           30000
COOPER CAMERON CORP.           COM            216640102      1067    21800 SH       DEFINED 1           21800
CORE LABORATORIES              COM            N22717107       622    31000 SH       DEFINED 1           31000
CORNERSTONE PROPERTIES, INC    COM            21922H103       980    67000 SH       DEFINED 1           67000
CORNERSTONE PROPERTIES, INC    COM            21922H103      2795   191100 SH       DEFINED 1          191100
CORTEFIEL                      COM            538556400       524    20000 SH       DEFINED 1           20000
CORTEFIEL                      COM            538556400      3667   140000 SH       DEFINED 1          140000
COSTCO WHOLESALE CORP.         COM            22160K105      4289    47000 SH       DEFINED 1           47000
COSTCO WHOLESALE CORP.         COM            22160K105       730     8000 SH       DEFINED 1            8000
COSTCO WHOLESALE CORP.         COM            22160K105        46      500 SH       DEFINED 1             500
COSTCO WHOLESALE CORP.         COM            22160K105     22630   248000 SH       DEFINED 1          248000
CROWN CASTLE INTERNATIONAL COR COM            228227104        90     2800 SH       DEFINED 1            2800
CROWN CASTLE INTERNATIONAL COR COM            228227104     11035  1469815 SH       DEFINED 1         1469815
CROWN CORK & SEAL              CONVT          228255303       208    10000 SH       DEFINED 1           10000
CROWN CORK & SEAL              CONVT          228255303      2698   130000 SH       DEFINED 1          130000
CSM CERT.                      COM            579994900       771    36100 SH       DEFINED 1           36100
CSM CERT.                      COM            579994900      2886   135100 SH       DEFINED 1          135100
CYMER INC                      CONVT          232572AC1       277   250000 PRN      DEFINED 1          250000
CYMER INC                      COM            232572107       133     2900 SH       DEFINED 1            2900
DAO HENK BANK                  COM            628713100      1548   300000 SH       DEFINED 1          300000
DAO HENK BANK                  COM            628713100      3611   700000 SH       DEFINED 1          700000
DAVID'S BRIDAL INC             COM            238576102      1122   100300 SH       DEFINED 1          100300
DAVID'S BRIDAL INC             COM            238576102        17     1500 SH       DEFINED 1            1500
DAVID'S BRIDAL INC             COM            238576102      4200   375400 SH       DEFINED 1          375400
DAYTON HUDSON CORPORATION      COM            239753106      4406    60000 SH       DEFINED 1           60000
DAYTON HUDSON CORPORATION      COM            239753106       698     9500 SH       DEFINED 1            9500
DAYTON HUDSON CORPORATION      COM            239753106     25777   351000 SH       DEFINED 1          351000
DBS HOLDINGS                   COM            617520300      1229    75000 SH       DEFINED 1           75000
DBS HOLDINGS                   COM            617520300      5327   325000 SH       DEFINED 1          325000
DELL COMPUTER CORP.            COM            247025109      4034    79100 SH       DEFINED 1           79100
DELL COMPUTER CORP.            COM            247025109       530    10400 SH       DEFINED 1           10400
DELL COMPUTER CORP.            COM            247025109        36      700 SH       DEFINED 1             700
DELL COMPUTER CORP.            COM            247025109     16932   332000 SH       DEFINED 1          332000
DIAL CORP.                     COM            25247D101      5300   218000 SH       DEFINED 1          218000
DIAL CORP.                     COM            25247D101       849    34900 SH       DEFINED 1           34900
DIAL CORP.                     COM            25247D101        53     2200 SH       DEFINED 1            2200
DISTEFORA                      COM            469903900      1946     8000 SH       DEFINED 1            8000
DISTEFORA                      COM            469903900      8515    35000 SH       DEFINED 1           35000
DOLLAR TREE STORES, INC.       COM            256747106        44      900 SH       DEFINED 1             900
DOMAIN TECHNOLOGY INC          COM            257030106         9     9494 SH       DEFINED 1            9494
DRIL-QUIP, INC.                COM            262037104       690    22700 SH       DEFINED 1           22700
DST SYSTEMS, INC.              COM            233326107      4151    54400 SH       DEFINED 1           54400
DST SYSTEMS, INC.              COM            233326107        61      800 SH       DEFINED 1             800
DST SYSTEMS, INC.              COM            233326107     15697   205700 SH       DEFINED 1          205700
DUKE ENERGY COMPANY            COM            264399106      3008    60000 SH       DEFINED 1           60000
DUKE-WEEKS REALTY CORP         COM            264411505      3083   158096 SH       DEFINED 1          158096
DUKE-WEEKS REALTY CORP         COM            264411505      6918   354772 SH       DEFINED 1          354772
EASTGROUP PROPERTIES INC       COM            277276101       925    50000 SH       DEFINED 1           50000
EASTGROUP PROPERTIES INC       COM            277276101      3469   187500 SH       DEFINED 1          187500
ECHELON CORPORATION            COM            27874N105       160     8167 SH       DEFINED 1            8167
ECOLAB, INC.                   COM            278865100      3913   100000 SH       DEFINED 1          100000
ECOLAB, INC.                   COM            278865100       626    16000 SH       DEFINED 1           16000
ECOLAB, INC.                   COM            278865100        86     2200 SH       DEFINED 1            2200
ECOLAB, INC.                   COM            278865100      9781   250000 SH       DEFINED 1          250000
EGYPT MOBILE PHONE (MOBINIL)   COM            610392500      2979    65000 SH       DEFINED 1           65000
EGYPT MOBILE PHONE (MOBINIL)   COM            610392500     11685   255000 SH       DEFINED 1          255000
EIDOS - ORDINARY SHARES        COM            030674200     15267   170000 SH       DEFINED 1          170000
EIDOS PLC - ADR'S              COM            282485101      7470    90000 SH       DEFINED 1           90000
ELAN CORPORATION               COM            284131208      2360    80000 SH       DEFINED 1           80000
ELECTRONIC DATA SYSTEMS        COM            285661104      6359    95000 SH       DEFINED 1           95000
ELECTRONIC DATA SYSTEMS        COM            285661104       703    10500 SH       DEFINED 1           10500
ELECTRONIC DATA SYSTEMS        COM            285661104        80     1200 SH       DEFINED 1            1200
ELECTRONIC DATA SYSTEMS        COM            285661104     33208   496100 SH       DEFINED 1          496100
ELI LILLY & COMPANY            COM            532457108      3990    60000 SH       DEFINED 1           60000
ELI LILLY & COMPANY            COM            532457108       638     9600 SH       DEFINED 1            9600
ELI LILLY & COMPANY            COM            532457108        40      600 SH       DEFINED 1             600
ELI LILLY & COMPANY            COM            532457108     18534   278700 SH       DEFINED 1          278700
ELMOS                          COM            569542300       872    20000 SH       DEFINED 1           20000
ELMOS                          COM            569542300      3490    80000 SH       DEFINED 1           80000
EMAP                           COM            029930300       932    45000 SH       DEFINED 1           45000
EMAP                           COM            029930300      4142   200000 SH       DEFINED 1          200000
EMC CORPORATION                COM            268648102      3278    30000 SH       DEFINED 1           30000
EMC CORPORATION                COM            268648102       492     4500 SH       DEFINED 1            4500
EMC CORPORATION                COM            268648102        55      500 SH       DEFINED 1             500
EMC CORPORATION                COM            268648102     23937   219100 SH       DEFINED 1          219100
EMERSON ELECTRIC CO            COM            291011104     14608   254600 SH       DEFINED 1          254600
ENDEMOL                        COM            514643700      2195    40839 SH       DEFINED 1           40839
ENDEMOL                        COM            514643700      8676   161415 SH       DEFINED 1          161415
ENEL                           COM            579802100       543   130000 SH       DEFINED 1          130000
ENEL                           COM            579802100      2382   570000 SH       DEFINED 1          570000
ENERGIS PLC                    COM            021962400      1444    30000 SH       DEFINED 1           30000
ENERGIS PLC                    COM            021962400     16848   350000 SH       DEFINED 1          350000
ENGAGE TECHNOLOGIES INC        COM            292827102       180     3000 SH       DEFINED 1            3000
ENRON CORP                     COM            293561106      8032   181000 SH       DEFINED 1          181000
ENRON CORP                     COM            293561106      1509    34000 SH       DEFINED 1           34000
ENRON CORP                     COM            293561106        98     2200 SH       DEFINED 1            2200
ENRON CORP                     COM            293561106     43461   979400 SH       DEFINED 1          979400
ENSCO INTERNATIONAL INCORPORAT COM            26874Q100       702    30700 SH       DEFINED 1           30700
ENTERPRISE OIL                 COM            031886600      1194   175000 SH       DEFINED 1          175000
ENTERPRISE OIL                 COM            031886600      5115   750000 SH       DEFINED 1          750000
EOG RESOURCES                  COM            26875P101      3513   200000 SH       DEFINED 1          200000
EOG RESOURCES                  COM            26875P101       623    35500 SH       DEFINED 1           35500
EOG RESOURCES                  COM            26875P101        33     1900 SH       DEFINED 1            1900
EOG RESOURCES                  COM            26875P101     18704  1065000 SH       DEFINED 1         1065000
EPCOS                          COM            578599300      1876    25000 SH       DEFINED 1           25000
EPCOS                          COM            578599300      8256   110000 SH       DEFINED 1          110000
EQUANT                         COM            294409107      2296    20500 SH       DEFINED 1           20500
EQUANT                         COM            294409107      8344    74500 SH       DEFINED 1           74500
EQUITY OFFICE PROPERTIES TRUST COM            294741103      2093    85000 SH       DEFINED 1           85000
EQUITY OFFICE PROPERTIES TRUST COM            294741103     47918  2650927 SH       DEFINED 1         2650927
EQUITY RESIDENTIAL PROPERTIES  COM            29476L107      3419    80100 SH       DEFINED 1           80100
EQUITY RESIDENTIAL PROPERTIES  COM            29476L107     34880   817092 SH       DEFINED 1          817092
ERG LIMITED                    COM            631774800       615   109500 SH       DEFINED 1          109500
ERG LIMITED                    COM            631774800      2459   438000 SH       DEFINED 1          438000
ESAT TELECOM GROUP             COM            26883Y102      1256    13725 SH       DEFINED 1           13725
ESAT TELECOM GROUP             COM            26883Y102      7528    82275 SH       DEFINED 1           82275
ETEC SYSTEMS INC               COM            26922C103      1642    36600 SH       DEFINED 1           36600
ETEC SYSTEMS INC               COM            26922C103        58     1300 SH       DEFINED 1            1300
ETEC SYSTEMS INC               COM            26922C103        27      600 SH       DEFINED 1             600
ETEC SYSTEMS INC               COM            26922C103      5722   127500 SH       DEFINED 1          127500
ETOYS INC                      COM            297862104        16      600 SH       DEFINED 1             600
ETOYS INC                      COM            297862104      6956   265000 SH       DEFINED 1          265000
EXIDE CORP                     CONVT          302051AF4       656  1250000 PRN      DEFINED 1         1250000
EXIDE CORP                     CONVT          302051AF4     24482 30750000 PRN      DEFINED 1        30750000
EXPEDITORS INTL WASH INC       COM            302130109       898    20500 SH       DEFINED 1           20500
EXPEDITORS INTL WASH INC       COM            302130109        39      900 SH       DEFINED 1             900
EXPEDITORS INTL WASH INC       COM            302130109        18      400 SH       DEFINED 1             400
EXPEDITORS INTL WASH INC       COM            302130109      3615    82500 SH       DEFINED 1           82500
EXXON MOBILE CORP              COM            30231G102      8411   104406 SH       DEFINED 1          104406
EXXON MOBILE CORP              COM            30231G102      1592    19761 SH       DEFINED 1           19761
EXXON MOBILE CORP              COM            30231G102        69      860 SH       DEFINED 1             860
EXXON MOBILE CORP              COM            30231G102     33975   421726 SH       DEFINED 1          421726
FDX CORPORATION                COM            31304N107     12347   301600 SH       DEFINED 1          301600
FIFTH THIRD BANCORP            COM            316773100        81     1100 SH       DEFINED 1            1100
FINANCIAL SEC ASSURN HLDGS LTD COM            31769P100      4985    95633 SH       DEFINED 1           95633
FINANCIAL SEC ASSURN HLDGS LTD COM            31769P100        68     1300 SH       DEFINED 1            1300
FINANCIAL SEC ASSURN HLDGS LTD COM            31769P100     13959   267800 SH       DEFINED 1          267800
FINANCIAL SQUARE PRIME OBLIGAT COM            38141W364    177500  1.775E8 SH       DEFINED 1         1.775E8
FIRST WASHINGTON REALTY TRUST  CONVT          337489603      2388   100000 SH       DEFINED 1          100000
FISERV                         COM            337738108      7279   190000 SH       DEFINED 1          190000
FISERV                         COM            337738108      1065    27800 SH       DEFINED 1           27800
FISERV                         COM            337738108        79     2050 SH       DEFINED 1            2050
FISERV                         COM            337738108     21407   558750 SH       DEFINED 1          558750
FORD MOTOR COMPANY             COM            345370100     15908   297700 SH       DEFINED 1          297700
FRONTIER FINANCING TRUST       CONVT          35907U103      2681   150000 SH       DEFINED 1          150000
FUJI BANK                      COM            635628000      1554   160000 SH       DEFINED 1          160000
FUJI BANK                      COM            635628000      6797   700000 SH       DEFINED 1          700000
FUJI HEAVY INDUSTRIES          COM            635640600      1266   185000 SH       DEFINED 1          185000
FUJI HEAVY INDUSTRIES          COM            635640600      4621   675000 SH       DEFINED 1          675000
GABLES RESIDENTIAL TRUST       COM            362418105       672    28000 SH       DEFINED 1           28000
GABLES RESIDENTIAL TRUST       COM            362418105      3791   157972 SH       DEFINED 1          157972
GALERIES LAFAYETTE             COM            570455600      1660    10000 SH       DEFINED 1           10000
GALERIES LAFAYETTE             COM            570455600      7140    43000 SH       DEFINED 1           43000
GAMES WORKSHOP                 COM            037184700      1479   200000 SH       DEFINED 1          200000
GAP, INC.                      COM            364760108        12      250 SH       DEFINED 1             250
GAP, INC.                      COM            364760108      5766   125350 SH       DEFINED 1          125350
GASONICS INTERNATIONAL CORP.   COM            367278108      2362   119600 SH       DEFINED 1          119600
GASONICS INTERNATIONAL CORP.   COM            367278108        32     1600 SH       DEFINED 1            1600
GASONICS INTERNATIONAL CORP.   COM            367278108      9462   479100 SH       DEFINED 1          479100
GEMSTAR INTERNATIONAL GROUP LI COM            G3788V106       285     4000 SH       DEFINED 1            4000
GENERAL ELECTRIC COMPANY       COM            369604103     17796   115000 SH       DEFINED 1          115000
GENERAL ELECTRIC COMPANY       COM            369604103      2940    19000 SH       DEFINED 1           19000
GENERAL ELECTRIC COMPANY       COM            369604103       186     1200 SH       DEFINED 1            1200
GENERAL ELECTRIC COMPANY       COM            369604103     93639   605100 SH       DEFINED 1          605100
GENZYME CORPORATION            COM            372917104       154     4308 SH       DEFINED 1            4308
GENZYME SURGICAL PRODUCTS      COM            372917609         1      771 SH       DEFINED 1             771
GEORGIA PACIFIC CORP           CONVT          373298801       767    15000 SH       DEFINED 1           15000
GEORGIA PACIFIC CORP           CONVT          373298801     10478   215000 SH       DEFINED 1          215000
GETRONICS                      COM            502200900      1875    23500 SH       DEFINED 1           23500
GETRONICS                      COM            502200900      7501    94000 SH       DEFINED 1           94000
GETTY IMAGES INC.              COM            374276103      3020    61800 SH       DEFINED 1           61800
GETTY IMAGES INC.              COM            374276103       254     5200 SH       DEFINED 1            5200
GETTY IMAGES INC.              COM            374276103        44      900 SH       DEFINED 1             900
GETTY IMAGES INC.              COM            374276103      9594   196300 SH       DEFINED 1          196300
GLENBOROUGH REALTY             COM            37803P105       294    22000 SH       DEFINED 1           22000
GLENBOROUGH REALTY             COM            37803P105      2214   165500 SH       DEFINED 1          165500
GLOBAL INDUSTRIES LTD          COM            379336100      1264   146600 SH       DEFINED 1          146600
GLOBAL INDUSTRIES LTD          COM            379336100        17     2000 SH       DEFINED 1            2000
GLOBAL INDUSTRIES LTD          COM            379336100      5336   618700 SH       DEFINED 1          618700
GLOBAL TELESYSTEMS GROUP INC   COM            37936U104      1385    40000 SH       DEFINED 1           40000
GLOBAL TELESYSTEMS GROUP INC   COM            37936U104      6059   175000 SH       DEFINED 1          175000
GN STORE NORD                  COM            532327400      1481    30000 SH       DEFINED 1           30000
GN STORE NORD                  COM            532327400      4938   100000 SH       DEFINED 1          100000
GOLDMAN SACHS GROUP, INC.      COM            38141G104        47      500 SH       DEFINED 1             500
GOLF TRUST OF AMERICA          COM            38168B103       339    20000 SH       DEFINED 1           20000
GOLF TRUST OF AMERICA          COM            38168B103      3227   190500 SH       DEFINED 1          190500
GREAT LAKES REIT, INC          COM            390752103      6885   432000 SH       DEFINED 1          432000
GREAT PLAINS SOFTWARE, INC     COM            39119E105      2706    36200 SH       DEFINED 1           36200
GREAT PLAINS SOFTWARE, INC     COM            39119E105       254     3400 SH       DEFINED 1            3400
GREAT PLAINS SOFTWARE, INC     COM            39119E105        45      600 SH       DEFINED 1             600
GREAT PLAINS SOFTWARE, INC     COM            39119E105      9120   122000 SH       DEFINED 1          122000
GREENPOINT FINANCIAL CORP      COM            395384100      1817    76302 SH       DEFINED 1           76302
GREENPOINT FINANCIAL CORP      COM            395384100        96     4030 SH       DEFINED 1            4030
GREENPOINT FINANCIAL CORP      COM            395384100        26     1092 SH       DEFINED 1            1092
GREENPOINT FINANCIAL CORP      COM            395384100      6179   259502 SH       DEFINED 1          259502
GTE CORPORATION                COM            362320103      4939    70000 SH       DEFINED 1           70000
GTE CORPORATION                COM            362320103       847    12000 SH       DEFINED 1           12000
GTE CORPORATION                COM            362320103        78     1100 SH       DEFINED 1            1100
GTE CORPORATION                COM            362320103     22227   315000 SH       DEFINED 1          315000
GUIDANT CORP                   COM            401698105      1927    41000 SH       DEFINED 1           41000
GUIDANT CORP                   COM            401698105       296     6300 SH       DEFINED 1            6300
GUIDANT CORP                   COM            401698105      8310   176800 SH       DEFINED 1          176800
GULF INDONESIA                 COM            402284103       415    51100 SH       DEFINED 1           51100
GULF INDONESIA                 COM            402284103       925   113900 SH       DEFINED 1          113900
HALLIBURTON COMPANY            COM            406216101       660    16400 SH       DEFINED 1           16400
HARLEY DAVIDSON INC            COM            412822108      5125    80000 SH       DEFINED 1           80000
HARLEY DAVIDSON INC            COM            412822108      1108    17300 SH       DEFINED 1           17300
HARLEY DAVIDSON INC            COM            412822108       109     1700 SH       DEFINED 1            1700
HARLEY DAVIDSON INC            COM            412822108     42493   663300 SH       DEFINED 1          663300
HEALTHEON/WEBMD CORPORATION    COM            422209106       765    20399 SH       DEFINED 1           20399
HEALTHSOUTH CORP               CONVT          421924AF8      3085  4000000 PRN      DEFINED 1         4000000
HEALTHSOUTH CORP               CONVT          421924AF8     15318 19500000 PRN      DEFINED 1        19500000
HERCULES TRUST II              CONVT          427098306       374      500 SH       DEFINED 1             500
HERCULES TRUST II              CONVT          427098306      7500     7500 SH       DEFINED 1            7500
HEWLETT-PACKARD COMPANY        COM            428236103        11      100 SH       DEFINED 1             100
HEWLETT-PACKARD COMPANY        COM            428236103     24212   212500 SH       DEFINED 1          212500
HIGHWOODS PROPERTIES           COM            431284108       365    15700 SH       DEFINED 1           15700
HIGHWOODS PROPERTIES           COM            431284108      2476   106500 SH       DEFINED 1          106500
HILTON HOTELS CORP             CONVT          432848AL3      1897  2500000 PRN      DEFINED 1         2500000
HMT TECHNOLOGY CORP            CONVT          403917AD9       509  1300000 PRN      DEFINED 1         1300000
HMT TECHNOLOGY CORP            CONVT          403917AD9      6244 13511000 PRN      DEFINED 1        13511000
HOME DEPOT, INC.               COM            437076102      5142    75000 SH       DEFINED 1           75000
HOME DEPOT, INC.               COM            437076102       720    10500 SH       DEFINED 1           10500
HOME DEPOT, INC.               COM            437076102       134     1950 SH       DEFINED 1            1950
HOME DEPOT, INC.               COM            437076102     76289  1112700 SH       DEFINED 1         1112700
HONDA MOTOR                    COM            643514500      1375    37000 SH       DEFINED 1           37000
HONDA MOTOR                    COM            643514500      4088   110000 SH       DEFINED 1          110000
HONEYWELL INTERNATIONAL        COM            438516106      4182    72500 SH       DEFINED 1           72500
HONEYWELL INTERNATIONAL        COM            438516106       559     9687 SH       DEFINED 1            9687
HONEYWELL INTERNATIONAL        COM            438516106        29      500 SH       DEFINED 1             500
HONEYWELL INTERNATIONAL        COM            438516106     15541   269400 SH       DEFINED 1          269400
HOST MARRIOTT CORPORATION      COM            44107P104      1269   153800 SH       DEFINED 1          153800
HOST MARRIOTT CORPORATION      COM            44107P104      6681   809800 SH       DEFINED 1          809800
HOST MARRIOTT FIN TRUST        CONVT          441079209       161     5000 SH       DEFINED 1            5000
HOST MARRIOTT FIN TRUST        CONVT          441079209      3019    97000 SH       DEFINED 1           97000
HOUSING & COMMERCIAL BANK      COM            650302000      1110    35000 SH       DEFINED 1           35000
HOUSING & COMMERCIAL BANK      COM            650302000      3804   120000 SH       DEFINED 1          120000
HSBC HOLDINGS                  COM            615816300      1169    83400 SH       DEFINED 1           83400
HSBC HOLDINGS                  COM            615816300      3786   270000 SH       DEFINED 1          270000
HUTCHINSON TECHNOLOGY          CONVT          448407AC0       237   250000 PRN      DEFINED 1          250000
HUTCHINSON TECHNOLOGY          CONVT          448407AC0      9073  7250000 PRN      DEFINED 1         7250000
IHC CALAND NV                  COM            444115500      4565   125000 SH       DEFINED 1          125000
ILLINOIS TOOL WORKS INC.       COM            452308109      3716    55000 SH       DEFINED 1           55000
ILLINOIS TOOL WORKS INC.       COM            452308109       561     8300 SH       DEFINED 1            8300
ILLINOIS TOOL WORKS INC.       COM            452308109        41      600 SH       DEFINED 1             600
ILLINOIS TOOL WORKS INC.       COM            452308109     18107   268000 SH       DEFINED 1          268000
IMS HEALTH INC                 COM            449934108      1329    48900 SH       DEFINED 1           48900
INACOM CORPORATION             CONVT          92208Q208      1508   104000 SH       DEFINED 1          104000
INET TECHNOLOGIES INC          COM            45662V105       203     2900 SH       DEFINED 1            2900
INET TECHNOLOGIES INC          COM            45662V105        21      300 SH       DEFINED 1             300
INGRAM MICRO INC.              CONVT          457153AB0      1133  3500000 PRN      DEFINED 1         3500000
INGRAM MICRO INC.              CONVT          457153AB0     31901 96000000 PRN      DEFINED 1        96000000
INNKEEPERS USA TRUST           COM            4576J0104        82    10000 SH       DEFINED 1           10000
INNKEEPERS USA TRUST           COM            4576J0104       737    90000 SH       DEFINED 1           90000
INTEGRATED DEVICE TECH         CONVT          458118AA4      1747  2000000 PRN      DEFINED 1         2000000
INTEGRATED MEDICAL RESOURCES   COM            45812A100         2   193741 SH       DEFINED 1          193741
INTEL CORP.                    COM            458140100     10289   125000 SH       DEFINED 1          125000
INTEL CORP.                    COM            458140100      1564    19000 SH       DEFINED 1           19000
INTEL CORP.                    COM            458140100       107     1300 SH       DEFINED 1            1300
INTEL CORP.                    COM            458140100     47733   579900 SH       DEFINED 1          579900
INTERIM SERVICE                CONVT          45868PAA8       277   315000 PRN      DEFINED 1          315000
INTERIM SERVICE                CONVT          45868PAA8      5878  6000000 PRN      DEFINED 1         6000000
INTERNAT'L BUSINESS MACHINES   COM            459200101      5940    55000 SH       DEFINED 1           55000
INTERNAT'L BUSINESS MACHINES   COM            459200101      1004     9300 SH       DEFINED 1            9300
INTERNAT'L BUSINESS MACHINES   COM            459200101        76      700 SH       DEFINED 1             700
INTERNAT'L BUSINESS MACHINES   COM            459200101     34560   320000 SH       DEFINED 1          320000
INTERNATIONAL NEDERLANDEN GROE COM            505887700      1815    30060 SH       DEFINED 1           30060
INTERNATIONAL NEDERLANDEN GROE COM            505887700      7247   120000 SH       DEFINED 1          120000
INTERNATIONAL PAPER            CONVT          460137201       531    10000 SH       DEFINED 1           10000
INTERNATIONAL PAPER            CONVT          460137201      1868    40000 SH       DEFINED 1           40000
INTERNATIONAL PAPER COMPANY    COM            460146103      1129    20000 SH       DEFINED 1           20000
INTERPUBLIC GROUP OF COS INC   COM            460690100      4413    76500 SH       DEFINED 1           76500
INTERPUBLIC GROUP OF COS INC   COM            460690100       623    10800 SH       DEFINED 1           10800
INTERPUBLIC GROUP OF COS INC   COM            460690100        52      900 SH       DEFINED 1             900
INTERPUBLIC GROUP OF COS INC   COM            460690100     23940   415000 SH       DEFINED 1          415000
INTERSHOP COMMUNICATIONS       COM            549955100      3808    13500 SH       DEFINED 1           13500
INTERSHOP COMMUNICATIONS       COM            549955100     18619    66000 SH       DEFINED 1           66000
INTERSTATE HOTELS CORP         COM            46088R108        13     4112 SH       DEFINED 1            4112
INTERSTATE HOTELS CORP         COM            46088R108        45    13712 SH       DEFINED 1           13712
INVENSYS PLC                   COM            080704100      1858   350000 SH       DEFINED 1          350000
INVENSYS PLC                   COM            080704100      8173  1540000 SH       DEFINED 1         1540000
INVESTORS FINANCIAL SERVICES C COM            461915100      5810   126300 SH       DEFINED 1          126300
INVESTORS FINANCIAL SERVICES C COM            461915100       143     3100 SH       DEFINED 1            3100
INVESTORS FINANCIAL SERVICES C COM            461915100        78     1700 SH       DEFINED 1            1700
INVESTORS FINANCIAL SERVICES C COM            461915100     22650   492400 SH       DEFINED 1          492400
IRISH LIFE & PERMANENT         COM            445525300       864    91275 SH       DEFINED 1           91275
IRISH LIFE & PERMANENT         COM            445525300      1959   206890 SH       DEFINED 1          206890
ITHACA INDUSTRIES              COM            465679108        23   120000 SH       DEFINED 1          120000
ITHACA INDUSTRIES              COM            465679108       427  2280000 SH       DEFINED 1         2280000
JABIL CIRCUIT, INC             COM            466313103       248     3400 SH       DEFINED 1            3400
JAKKS PACIFIC INC              COM            47012E106       934    50000 SH       DEFINED 1           50000
JAKKS PACIFIC INC              COM            47012E106        15      800 SH       DEFINED 1             800
JAKKS PACIFIC INC              COM            47012E106      3754   200900 SH       DEFINED 1          200900
JCG HOLDINGS                   COM            647749300      1688  3000000 SH       DEFINED 1         3000000
JDS UNIPHASE CORP              COM            46612J101      9324    57800 SH       DEFINED 1           57800
JDS UNIPHASE CORP              COM            46612J101       387     2400 SH       DEFINED 1            2400
JDS UNIPHASE CORP              COM            46612J101       129      800 SH       DEFINED 1             800
JDS UNIPHASE CORP              COM            46612J101     35747   221600 SH       DEFINED 1          221600
JEFFERSON PILOT CORPORATION    CONVT          475070207      2538    35000 SH       DEFINED 1           35000
JEFFERSON SMURFIT              COM            081914300      1442   480400 SH       DEFINED 1          480400
JEFFERSON SMURFIT              COM            081914300      6212  2069600 SH       DEFINED 1         2069600
JOHNSON & JOHNSON              COM            478160104      8847    95000 SH       DEFINED 1           95000
JOHNSON & JOHNSON              COM            478160104      1211    13000 SH       DEFINED 1           13000
JOHNSON & JOHNSON              COM            478160104        84      900 SH       DEFINED 1             900
JOHNSON & JOHNSON              COM            478160104     27956   300200 SH       DEFINED 1          300200
JONES APPAREL GROUP INC        COM            480074103      1994    73500 SH       DEFINED 1           73500
JONES APPAREL GROUP INC        COM            480074103        27     1000 SH       DEFINED 1            1000
JONES APPAREL GROUP INC        COM            480074103      7961   293500 SH       DEFINED 1          293500
JULIUS BAER HOLDING            COM            411695800      2117      700 SH       DEFINED 1             700
JULIUS BAER HOLDING            COM            411695800      7257     2400 SH       DEFINED 1            2400
JUPITER COMMUNICATION          COM            482050101        39     1300 SH       DEFINED 1            1300
JUPITER COMMUNICATION          COM            482050101        12      400 SH       DEFINED 1             400
KAMPS                          COM            543707800      3451    50000 SH       DEFINED 1           50000
KAMPS                          COM            543707800     13803   200000 SH       DEFINED 1          200000
KAO                            COM            648380900      1425    50000 SH       DEFINED 1           50000
KAO                            COM            648380900      5274   185000 SH       DEFINED 1          185000
KAYDON CORPORATION             COM            486587108      3220   120100 SH       DEFINED 1          120100
KAYDON CORPORATION             COM            486587108        59     2200 SH       DEFINED 1            2200
KAYDON CORPORATION             COM            486587108        43     1600 SH       DEFINED 1            1600
KAYDON CORPORATION             COM            486587108     11685   435800 SH       DEFINED 1          435800
KBC BANCASSURANCE              COM            547667300         0      470 SH       DEFINED 1             470
KBC BANCASSURANCE              COM            547667300         0      950 SH       DEFINED 1             950
KEANE                          COM            486665102      1118    35200 SH       DEFINED 1           35200
KEANE                          COM            486665102        76     2400 SH       DEFINED 1            2400
KEANE                          COM            486665102        19      600 SH       DEFINED 1             600
KEANE                          COM            486665102      4404   138700 SH       DEFINED 1          138700
KENT ELECTRONICS               CONVT          490553AA2       414   500000 PRN      DEFINED 1          500000
KENT ELECTRONICS               CONVT          490553AA2      9733  9900000 PRN      DEFINED 1         9900000
KERR-MCGEE CORPORATION         COM            492386107      2631    42435 SH       DEFINED 1           42435
KEYENCE                        COM            649099500      2029     5000 SH       DEFINED 1            5000
KEYENCE                        COM            649099500      8806    21700 SH       DEFINED 1           21700
KIMBERLY-CLARK CORPORATION     COM            494368103      5788    88700 SH       DEFINED 1           88700
KIMBERLY-CLARK CORPORATION     COM            494368103       626     9600 SH       DEFINED 1            9600
KIMBERLY-CLARK CORPORATION     COM            494368103        46      700 SH       DEFINED 1             700
KIMBERLY-CLARK CORPORATION     COM            494368103     25970   398000 SH       DEFINED 1          398000
KNIGHT TRANSPORTATION, INC.    COM            499064103      3602   210350 SH       DEFINED 1          210350
KNIGHT TRANSPORTATION, INC.    COM            499064103        91     5300 SH       DEFINED 1            5300
KNIGHT TRANSPORTATION, INC.    COM            499064103        33     1900 SH       DEFINED 1            1900
KNIGHT TRIMARK GROUP INC       COM            499067106      2424    52700 SH       DEFINED 1           52700
KNIGHT TRIMARK GROUP INC       COM            499067106       129     2800 SH       DEFINED 1            2800
KNIGHT TRIMARK GROUP INC       COM            499067106        32      700 SH       DEFINED 1             700
KNIGHT TRIMARK GROUP INC       COM            499067106      8726   189700 SH       DEFINED 1          189700
KOHLS DEPARTMENT STORES        COM            500255104      5414    75000 SH       DEFINED 1           75000
KOHLS DEPARTMENT STORES        COM            500255104      1206    16700 SH       DEFINED 1           16700
KOHLS DEPARTMENT STORES        COM            500255104       152     2100 SH       DEFINED 1            2100
KOHLS DEPARTMENT STORES        COM            500255104     65445   906600 SH       DEFINED 1          906600
KONINKLIJKE PHILIPS ELECTRONIC COM            567143400      2815    20700 SH       DEFINED 1           20700
KONINKLIJKE PHILIPS ELECTRONIC COM            567143400      9009    66240 SH       DEFINED 1           66240
KOREA ELECTRIC POWER CO.       COM            500631106       521    31100 SH       DEFINED 1           31100
KOREA ELECTRIC POWER CO.       COM            500631106      2296   137100 SH       DEFINED 1          137100
KUDELSKI                       COM            556885900      1642      275 SH       DEFINED 1             275
KUDELSKI                       COM            556885900      5972     1000 SH       DEFINED 1            1000
LABRANCHE & CO. INC.           COM            505447102         8      600 SH       DEFINED 1             600
LAGARDERE                      COM            454721300      1703    31300 SH       DEFINED 1           31300
LAGARDERE                      COM            454721300      7655   140700 SH       DEFINED 1          140700
LAMAR ADVERTISING COMPANY      COM            512815101      3616    59700 SH       DEFINED 1           59700
LAMAR ADVERTISING COMPANY      COM            512815101       194     3200 SH       DEFINED 1            3200
LAMAR ADVERTISING COMPANY      COM            512815101        42      700 SH       DEFINED 1             700
LAMAR ADVERTISING COMPANY      COM            512815101     12742   210400 SH       DEFINED 1          210400
LASON INC                      COM            51808R107       348    31591 SH       DEFINED 1           31591
LEGGETT & PLATT INCORPORATED   COM            524660107     12850   599400 SH       DEFINED 1          599400
LEHMAN BROTHERS HOLDINGS INC   COM            524908100      2490    29400 SH       DEFINED 1           29400
LEHMAN BROTHERS HOLDINGS INC   COM            524908100       423     5000 SH       DEFINED 1            5000
LEHMAN BROTHERS HOLDINGS INC   COM            524908100        34      400 SH       DEFINED 1             400
LEHMAN BROTHERS HOLDINGS INC   COM            524908100     13144   155200 SH       DEFINED 1          155200
LENNAR CORP.                   COM            526057104      3018   185700 SH       DEFINED 1          185700
LHS GROUP                      COM            517673500       444    18000 SH       DEFINED 1           18000
LHS GROUP                      COM            517673500      1975    80000 SH       DEFINED 1           80000
LIBERTY PROPERTY TRUST         CONVT          53117CAA0      3741  3750000 PRN      DEFINED 1         3750000
LIFE RE CAPITAL TRUST II       CONVT          532163300       374     5000 SH       DEFINED 1            5000
LIFEPOINT HOSPITALS INC-W/I    COM            53219L109       114     9673 SH       DEFINED 1            9673
LILLY INDUSTRIAL COATINGS      COM            532491107         0        0 SH       DEFINED 1               0
LINCARE, INC.                  COM            532791100      4704   135600 SH       DEFINED 1          135600
LINCARE, INC.                  COM            532791100        59     1700 SH       DEFINED 1            1700
LINCARE, INC.                  COM            532791100     15228   439000 SH       DEFINED 1          439000
LINENS & THIGNS INC            COM            535679104        47     1600 SH       DEFINED 1            1600
LOEWS CORP                     CONVT          540424AL2       815  1000000 PRN      DEFINED 1         1000000
LUCENT TECHNOLOGIES INC        COM            549463107      9875   132000 SH       DEFINED 1          132000
LUCENT TECHNOLOGIES INC        COM            549463107      1608    21500 SH       DEFINED 1           21500
LUCENT TECHNOLOGIES INC        COM            549463107       112     1500 SH       DEFINED 1            1500
LUCENT TECHNOLOGIES INC        COM            549463107     47596   636208 SH       DEFINED 1          636208
MACK CALI REALTY               COM            554489104       485    18600 SH       DEFINED 1           18600
MACK CALI REALTY               COM            554489104      2471    94800 SH       DEFINED 1           94800
MAGNETEK INC                   COM            559424106       384    50000 SH       DEFINED 1           50000
MAIL-WELL INC.                 CONVT          560321AD3       936  1000000 PRN      DEFINED 1         1000000
MAIL-WELL INC.                 CONVT          560321AD3     26603 29800000 PRN      DEFINED 1        29800000
MANNESMANN AG                  COM            576750400      1810     7500 SH       DEFINED 1            7500
MANNESMANN AG                  COM            576750400     12789    53000 SH       DEFINED 1           53000
MANUFACTURED HOME COMMUNITIES  COM            564682102      1038    42700 SH       DEFINED 1           42700
MANUFACTURED HOME COMMUNITIES  COM            564682102      5774   237500 SH       DEFINED 1          237500
MANULIFE                       COM            56501R106      1269   100000 SH       DEFINED 1          100000
MANULIFE                       COM            56501R106      5075   400000 SH       DEFINED 1          400000
MARCONI PLC                    COM            087743100      3555   200000 SH       DEFINED 1          200000
MARCONI PLC                    COM            087743100     11553   650000 SH       DEFINED 1          650000
MARINE DRILLING COMPANIES, INC COM            568240204      1869    83300 SH       DEFINED 1           83300
MARINE DRILLING COMPANIES, INC COM            568240204      7532   335700 SH       DEFINED 1          335700
MARSCHOLLEK LAUTENSCHLAGER PAR COM            572028400      8161    27000 SH       DEFINED 1           27000
MARSHALL & ILSLEY CORP         COM            571834100    234057  3880745 SH       DEFINED 1         3880745
MASON STREET AGGRESSIVE GROWTH COM            575337100     61460  2942810 SH       DEFINED 1         2942810
MASON STREET AGGRESSIVE GROWTH COM            575337209        14      704 SH       DEFINED 1             704
MASON STREET ASSET ALLOCATION  COM            575337852        10      717 SH       DEFINED 1             717
MASON STREET ASSET ALLOCATION  COM            575337860     44390  3014264 SH       DEFINED 1         3014264
MASON STREET GROWTH & INCOME S COM            575337704     13040  1068748 SH       DEFINED 1         1068748
MASON STREET GROWTH & INCOME S COM            575337803        10      833 SH       DEFINED 1             833
MASON STREET GROWTH & INCOME S COM            575337704     27202  2283983 SH       DEFINED 1         2283983
MASON STREET GROWTH STOCK FUND COM            575337506     53186  2887076 SH       DEFINED 1         2887076
MASON STREET GROWTH STOCK FUND COM            575337605        13      687 SH       DEFINED 1             687
MASON STREET HIGH YIELD BOND F COM            575337837         7      822 SH       DEFINED 1             822
MASON STREET HIGH YIELD BOND F COM            575337845     28754  3481148 SH       DEFINED 1         3481148
MASON STREET INDEX 400 FUND    COM            575337761     26562  2526102 SH       DEFINED 1         2526102
MASON STREET INDEX 400 FUND    COM            575337779      1066   101334 SH       DEFINED 1          101334
MASON STREET INDEX 500 STOCK F COM            575337878        12      625 SH       DEFINED 1             625
MASON STREET INDEX 500 STOCK F COM            575337886     49436  2625518 SH       DEFINED 1         2625518
MASON STREET INTERNATIONAL FUN COM            575337308     29105  2748360 SH       DEFINED 1         2748360
MASON STREET INTERNATIONAL FUN COM            575337407         7      653 SH       DEFINED 1             653
MASON STREET MUNICIPAL BOND FU COM            575337811         7      684 SH       DEFINED 1             684
MASON STREET MUNICIPAL BOND FU COM            575337829     28883  2903035 SH       DEFINED 1         2903035
MASON STREET SELECT BOND FUND  COM            575337787         7      761 SH       DEFINED 1             761
MASON STREET SELECT BOND FUND  COM            575337795     29384  3228558 SH       DEFINED 1         3228558
MASON STREET SMALL CAP FUND    COM            575337746      6892   464897 SH       DEFINED 1          464897
MASON STREET SMALL CAP FUND    COM            575337753       769    51909 SH       DEFINED 1           51909
MATAV                          COM            559776109      1080    30000 SH       DEFINED 1           30000
MATAV                          COM            559776109      4176   116000 SH       DEFINED 1          116000
MAXTOR CORP                    CONVT          243664208       469    60000 SH       DEFINED 1           60000
MAXTOR CORP                    CONVT          243664208      6915   885000 SH       DEFINED 1          885000
MC DONALD'S CORPORATION        COM            580135101      3870    96000 SH       DEFINED 1           96000
MC DONALD'S CORPORATION        COM            580135101       806    20000 SH       DEFINED 1           20000
MC DONALD'S CORPORATION        COM            580135101        48     1200 SH       DEFINED 1            1200
MC DONALD'S CORPORATION        COM            580135101     19491   483500 SH       DEFINED 1          483500
MCGRAW-HILL COMPANIES INC      COM            580645109        86     1400 SH       DEFINED 1            1400
MCGRAW-HILL COMPANIES INC      COM            580645109     36846   597900 SH       DEFINED 1          597900
MCI WORLD COM INC              COM            55268B106      5572   105000 SH       DEFINED 1          105000
MCI WORLD COM INC              COM            55268B106       939    17700 SH       DEFINED 1           17700
MCI WORLD COM INC              COM            55268B106        56     1050 SH       DEFINED 1            1050
MCI WORLD COM INC              COM            55268B106     27524   518700 SH       DEFINED 1          518700
MEAD CORP.                     COM            582834107       695    16000 SH       DEFINED 1           16000
MEAD CORP.                     COM            582834107        22      500 SH       DEFINED 1             500
MEAD CORP.                     COM            582834107      9556   220000 SH       DEFINED 1          220000
MEDIA ONE GROUP INC            COM            58440J104     10497   136655 SH       DEFINED 1          136655
MEDIAPLEX                      COM            58446B105       358     5700 SH       DEFINED 1            5700
MEDIAPLEX                      COM            58446B105        13      200 SH       DEFINED 1             200
MEDIAPLEX                      COM            58446B105         6      100 SH       DEFINED 1             100
MEDIAPLEX                      COM            58446B105      1399    22300 SH       DEFINED 1           22300
MEDICAL CARE INTERNATIONAL INC CONVT          584505AC5       878  1000000 PRN      DEFINED 1         1000000
MEDIQUIST INC                  COM            584949101       651    25213 SH       DEFINED 1           25213
MEDITRUST CORPORATION          COM            58501T306        61    11117 SH       DEFINED 1           11117
MEDITRUST CORPORATION          COM            58501T306      4202   763944 SH       DEFINED 1          763944
MEDPARTNERS INC                CONVT          58503X206      2699   340000 SH       DEFINED 1          340000
MEDTRONIC, INCORPORATED        COM            585055106      5466   150000 SH       DEFINED 1          150000
MEDTRONIC, INCORPORATED        COM            585055106       918    25200 SH       DEFINED 1           25200
MEDTRONIC, INCORPORATED        COM            585055106        77     2100 SH       DEFINED 1            2100
MEDTRONIC, INCORPORATED        COM            585055106     29245   802600 SH       DEFINED 1          802600
MERCK & CO., INC.              COM            589331107      3688    55000 SH       DEFINED 1           55000
MERCK & CO., INC.              COM            589331107       402     6000 SH       DEFINED 1            6000
MERCK & CO., INC.              COM            589331107        80     1200 SH       DEFINED 1            1200
MERCK & CO., INC.              COM            589331107     26268   391700 SH       DEFINED 1          391700
MERITA                         COM            482717500      2593   440000 SH       DEFINED 1          440000
MERRILL LYNCH                  CONVT          590188751      7996   210000 SH       DEFINED 1          210000
META SOLV SOFTWARE             COM            591393103       139     1700 SH       DEFINED 1            1700
META SOLV SOFTWARE             COM            591393103        33      400 SH       DEFINED 1             400
METAMOR WORLDWIDE INC          CONVT          59133PAA8      3251  5000000 PRN      DEFINED 1         5000000
MGC COMMUNICATIONS INC         COM            552763302       682    13434 SH       DEFINED 1           13434
MGIC INVESTMENT CORP           COM            552848103    201149 11948392 SH       DEFINED 1        11948392
MICHAELS STORES INC            COM            594087108      3896   136700 SH       DEFINED 1          136700
MICHAELS STORES INC            COM            594087108        46     1600 SH       DEFINED 1            1600
MICHAELS STORES INC            COM            594087108     12737   446900 SH       DEFINED 1          446900
MICROSOFT CORPORATION          COM            594918104     19264   165000 SH       DEFINED 1          165000
MICROSOFT CORPORATION          COM            594918104      3012    25800 SH       DEFINED 1           25800
MICROSOFT CORPORATION          COM            594918104       187     1600 SH       DEFINED 1            1600
MICROSOFT CORPORATION          COM            594918104     87376   748400 SH       DEFINED 1          748400
MIH                            COM            G6116R101      1505    25500 SH       DEFINED 1           25500
MIH                            COM            G6116R101      5664    96000 SH       DEFINED 1           96000
MMI COMPANIES INC              COM            553087107      2050   175361 SH       DEFINED 1          175361
MODERN TIMES GROUP             COM            532812700     11901   240000 SH       DEFINED 1          240000
MORGAN STANLEY DEAN WITTER CO  COM            617446448      5710    40000 SH       DEFINED 1           40000
MORGAN STANLEY DEAN WITTER CO  COM            617446448      1213     8500 SH       DEFINED 1            8500
MORGAN STANLEY DEAN WITTER CO  COM            617446448     55054   385670 SH       DEFINED 1          385670
MSC INDUSTRIAL DIRECT CO-A     COM            553530106        74     5600 SH       DEFINED 1            5600
NABORS IND INC                 COM            629568106      3644   117800 SH       DEFINED 1          117800
NABORS IND INC                 COM            629568106        80     2600 SH       DEFINED 1            2600
NABORS IND INC                 COM            629568106        43     1400 SH       DEFINED 1            1400
NABORS IND INC                 COM            629568106     12582   406700 SH       DEFINED 1          406700
NATIONAL AUSTRALIA BANK        CONVT          632525309       276    10000 SH       DEFINED 1           10000
NATIONAL AUSTRALIA BANK        CONVT          632525309      9575   383000 SH       DEFINED 1          383000
NATIONAL DATA CORP             CONVT          635621AA3      1358  1500000 PRN      DEFINED 1         1500000
NATIONAL DATA CORP             CONVT          635621AA3     24071 25625000 PRN      DEFINED 1        25625000
NATIONAL GRID                  COM            024282400      1629   213750 SH       DEFINED 1          213750
NATIONAL GRID                  COM            024282400      3658   480000 SH       DEFINED 1          480000
NEOPOST                        COM            561709600      1472    35000 SH       DEFINED 1           35000
NEOPOST                        COM            561709600      6309   150000 SH       DEFINED 1          150000
NETCOM ASA                     COM            506246900       464     9300 SH       DEFINED 1            9300
NETCOM ASA                     COM            506246900      2031    40700 SH       DEFINED 1           40700
NEW PLAN EXCEL RLTY TR INC     CONVT          648053205      3720   148800 SH       DEFINED 1          148800
NEW YORK TIMES COMPANY         COM            650111107      3203    65200 SH       DEFINED 1           65200
NEW YORK TIMES COMPANY         COM            650111107       884    18000 SH       DEFINED 1           18000
NEW YORK TIMES COMPANY         COM            650111107     33759   687200 SH       DEFINED 1          687200
NEWELL CO.                     CONVT          651195307       204     5000 SH       DEFINED 1            5000
NEWELL CO.                     CONVT          651195307      8941   170000 SH       DEFINED 1          170000
NEXTEL COMMUNICATIONS INC.     COM            65332V103      6291    61000 SH       DEFINED 1           61000
NEXTEL COMMUNICATIONS INC.     COM            65332V103       949     9200 SH       DEFINED 1            9200
NEXTEL COMMUNICATIONS INC.     COM            65332V103        62      600 SH       DEFINED 1             600
NEXTEL COMMUNICATIONS INC.     COM            65332V103     30515   295900 SH       DEFINED 1          295900
NHH HOTELES                    COM            457178400      2703   240000 SH       DEFINED 1          240000
NIPPON TEL & TEL               COM            664137300      2054      120 SH       DEFINED 1             120
NIPPON TEL & TEL               COM            664137300      8351      488 SH       DEFINED 1             488
NOBLE DRILLING CORP            COM            655042109      1015    31000 SH       DEFINED 1           31000
NOKIA A SHARES                 COM            565521200      4534    25000 SH       DEFINED 1           25000
NOKIA A SHARES                 COM            565521200     18135   100000 SH       DEFINED 1          100000
NORTEL NETWORK CORP            COM            656569100      8585    85000 SH       DEFINED 1           85000
NORTEL NETWORK CORP            COM            656569100      1414    14000 SH       DEFINED 1           14000
NORTEL NETWORK CORP            COM            656569100       141     1400 SH       DEFINED 1            1400
NORTEL NETWORK CORP            COM            656569100     50520   500200 SH       DEFINED 1          500200
NOVO NORDISK                   COM            515465600      1021     7700 SH       DEFINED 1            7700
NOVO NORDISK                   COM            515465600      8352    63000 SH       DEFINED 1           63000
NOVUS PETROLEUM                COM            664969000      1190  1250000 SH       DEFINED 1         1250000
NOVUS PETROLEUM                COM            664969000      1785  1875000 SH       DEFINED 1         1875000
NTL INC                        COM            629407107       536     4300 SH       DEFINED 1            4300
NTL INC                        COM            629407107      2395    19200 SH       DEFINED 1           19200
NTT DATA                       COM            612563900     10341     4500 SH       DEFINED 1            4500
NTT DOCOMO                     COM            612927700      3843      100 SH       DEFINED 1             100
NTT DOCOMO                     COM            612927700     15373      400 SH       DEFINED 1             400
O'REILLY AUTOMOTIVE, INC.      COM            686091109      5827   271000 SH       DEFINED 1          271000
O'REILLY AUTOMOTIVE, INC.      COM            686091109        90     4200 SH       DEFINED 1            4200
O'REILLY AUTOMOTIVE, INC.      COM            686091109        71     3300 SH       DEFINED 1            3300
O'REILLY AUTOMOTIVE, INC.      COM            686091109     21835  1015600 SH       DEFINED 1         1015600
OCCIDENTAL PETROLEUM CORPORATI COM            674599105       685    31680 SH       DEFINED 1           31680
OCCIDENTAL PETROLEUM CORPORATI COM            674599105      7214   333590 SH       DEFINED 1          333590
OFFSHORE LOGISTICS, INC        CONVT          676255AF9      4388  5000000 PRN      DEFINED 1         5000000
OIL SEARCH                     COM            665760400      1445  1100000 SH       DEFINED 1         1100000
OIL SEARCH                     COM            665760400      2627  2000000 SH       DEFINED 1         2000000
OLD MUTUAL LIFE PLC            COM            073899200       820   300000 SH       DEFINED 1          300000
OLD MUTUAL LIFE PLC            COM            073899200      3282  1200000 SH       DEFINED 1         1200000
OMNICOM GROUP INCORPORATED     COM            681919106      2780    27800 SH       DEFINED 1           27800
OMNICOM GROUP INCORPORATED     COM            681919106        30      300 SH       DEFINED 1             300
OMNICOM GROUP INCORPORATED     COM            681919106     13240   132400 SH       DEFINED 1          132400
ORACLE CORPORATION             COM            68389X105      5043    45000 SH       DEFINED 1           45000
ORACLE CORPORATION             COM            68389X105       527     4700 SH       DEFINED 1            4700
ORACLE CORPORATION             COM            68389X105        56      500 SH       DEFINED 1             500
ORACLE CORPORATION             COM            68389X105     24710   220500 SH       DEFINED 1          220500
ORBOTECH                       COM            M75253100      3836    49500 SH       DEFINED 1           49500
ORBOTECH                       COM            M75253100     12323   159000 SH       DEFINED 1          159000
OUTBACK STEAKHOUSE             COM            689899102      3372   130000 SH       DEFINED 1          130000
OUTBACK STEAKHOUSE             COM            689899102       524    20200 SH       DEFINED 1           20200
P&O                            COM            068004800      1303    78000 SH       DEFINED 1           78000
P&O                            COM            068004800      5430   325000 SH       DEFINED 1          325000
PACIFIC CENTURY REGION DEV     COM            680856500       976    68000 SH       DEFINED 1           68000
PACIFIC CENTURY REGION DEV     COM            680856500      4190   292000 SH       DEFINED 1          292000
PARKER DRILLING CORP           CONVT          701081AD3       348   500000 PRN      DEFINED 1          500000
PARKER DRILLING CORP           CONVT          701081AD3      4387  4750000 PRN      DEFINED 1         4750000
PARKWAY PROPERTIES INC         COM            70159Q104       720    25000 SH       DEFINED 1           25000
PARKWAY PROPERTIES INC         COM            70159Q104      3155   109500 SH       DEFINED 1          109500
PASMINCO                       COM            667108000      1097  1000000 SH       DEFINED 1         1000000
PASMINCO                       COM            667108000      4386  4000000 SH       DEFINED 1         4000000
PATTERSON DENTAL COMPANY       COM            703412106      5162   121100 SH       DEFINED 1          121100
PATTERSON DENTAL COMPANY       COM            703412106       111     2600 SH       DEFINED 1            2600
PATTERSON DENTAL COMPANY       COM            703412106        68     1600 SH       DEFINED 1            1600
PATTERSON DENTAL COMPANY       COM            703412106     19897   466800 SH       DEFINED 1          466800
PAYCHEX INCORPORATED           COM            704326107      1976    49400 SH       DEFINED 1           49400
PAYCHEX INCORPORATED           COM            704326107        32      800 SH       DEFINED 1             800
PAYCHEX INCORPORATED           COM            704326107     10520   262998 SH       DEFINED 1          262998
PENNCORP FINL GROUP INC        CONVT          708094305        45     5000 SH       DEFINED 1            5000
PEPSICO INC.                   COM            713448108      5675   161000 SH       DEFINED 1          161000
PEPSICO INC.                   COM            713448108       885    25100 SH       DEFINED 1           25100
PEPSICO INC.                   COM            713448108        32      900 SH       DEFINED 1             900
PEPSICO INC.                   COM            713448108     12140   344400 SH       DEFINED 1          344400
PEREGRINE INVESTMENTS          COM            668293000         0  1625000 SH       DEFINED 1         1625000
PETROBRAS ON                   COM            268236500       665  3000000 SH       DEFINED 1         3000000
PETROBRAS ON                   COM            268236500      2880 13000000 SH       DEFINED 1        13000000
PEUGEOT                        COM            468382700      1363     6000 SH       DEFINED 1            6000
PEUGEOT                        COM            468382700      5904    26000 SH       DEFINED 1           26000
PFIZER INC.                    COM            717081103      1359    41900 SH       DEFINED 1           41900
PFIZER INC.                    COM            717081103       162     5000 SH       DEFINED 1            5000
PFIZER INC.                    COM            717081103        13      400 SH       DEFINED 1             400
PFIZER INC.                    COM            717081103      6095   187900 SH       DEFINED 1          187900
PHARMACIA & UPJOHN INC         COM            716941109      3375    75000 SH       DEFINED 1           75000
PHARMACIA & UPJOHN INC         COM            716941109       180     4000 SH       DEFINED 1            4000
PHOTRONICS INC.                CONVT          719405AA0     15691 15000000 PRN      DEFINED 1        15000000
PILKINGTON PLC                 COM            068846200      2804  2055906 SH       DEFINED 1         2055906
PIONEER STANDARD ELECTRO       CONVT          723879300     10090   200000 SH       DEFINED 1          200000
PIZZA EXPRESS                  COM            084195300      1126    95000 SH       DEFINED 1           95000
PIZZA EXPRESS                  COM            084195300      2845   240000 SH       DEFINED 1          240000
PMC-SIERRA INC.                COM            69344F106      5563    34700 SH       DEFINED 1           34700
PMC-SIERRA INC.                COM            69344F106       385     2400 SH       DEFINED 1            2400
PMC-SIERRA INC.                COM            69344F106        80      500 SH       DEFINED 1             500
PMC-SIERRA INC.                COM            69344F106     24255   151300 SH       DEFINED 1          151300
POGO PRODUCING CO              CONVT          730448AC1      4500  4500000 PRN      DEFINED 1         4500000
POHANG IRON & STEEL (POSCO)    COM            669323300      2202    20000 SH       DEFINED 1           20000
POHANG IRON & STEEL (POSCO) -  COM            730450103       875    25000 SH       DEFINED 1           25000
POHANG IRON & STEEL (POSCO) -  COM            730450103      4200   120000 SH       DEFINED 1          120000
PORSCHE AG NV PFD DM50         COM            469678400      2055      750 SH       DEFINED 1             750
PORSCHE AG NV PFD DM50         COM            469678400      7536     2750 SH       DEFINED 1            2750
POST PROPERTIES INC.           COM            737464107       894    23380 SH       DEFINED 1           23380
POST PROPERTIES INC.           COM            737464107      3909   102194 SH       DEFINED 1          102194
POWER ONE INC.                 COM            739308104      3802    83000 SH       DEFINED 1           83000
POWER ONE INC.                 COM            739308104       110     2400 SH       DEFINED 1            2400
POWER ONE INC.                 COM            739308104        55     1200 SH       DEFINED 1            1200
POWER ONE INC.                 COM            739308104     14028   306200 SH       DEFINED 1          306200
POWERTEL LIMITED               COM            662407300      1012   575000 SH       DEFINED 1          575000
POWERTEL LIMITED               COM            662407300      4341  2467000 SH       DEFINED 1         2467000
PPG INDUSTRIES INC             COM            693506107        19      300 SH       DEFINED 1             300
PPG INDUSTRIES INC             COM            693506107      8064   128900 SH       DEFINED 1          128900
PRECISION DRILLING CORP        COM            74022D100       930    36200 SH       DEFINED 1           36200
PREDICTIVE SYSTEMS             COM            74036W102       498     7600 SH       DEFINED 1            7600
PREDICTIVE SYSTEMS             COM            74036W102        20      300 SH       DEFINED 1             300
PREDICTIVE SYSTEMS             COM            74036W102         7      100 SH       DEFINED 1             100
PREDICTIVE SYSTEMS             COM            74036W102      1965    30000 SH       DEFINED 1           30000
PRIDE INTERNATIONAL INC        CONVT          741932AB3       663  2000000 PRN      DEFINED 1         2000000
PRIDE INTERNATIONAL INC        CONVT          741932AB3     17445 65000000 PRN      DEFINED 1        65000000
PROCTER & GAMBLE COMPANY       COM            742718109      9587    87500 SH       DEFINED 1           87500
PROCTER & GAMBLE COMPANY       COM            742718109      1457    13300 SH       DEFINED 1           13300
PROCTER & GAMBLE COMPANY       COM            742718109        88      800 SH       DEFINED 1             800
PROCTER & GAMBLE COMPANY       COM            742718109     39147   357300 SH       DEFINED 1          357300
PROLOGIS TRUST                 COM            743410102       963    50000 SH       DEFINED 1           50000
PROLOGIS TRUST                 COM            743410102     55288  2561544 SH       DEFINED 1         2561544
PROVIDENT INST'L TEMP FUND     COM            743884579    184200  1.842E8 SH       DEFINED 1         1.842E8
PROVINCE HEALTHCARE COMPANY    COM            743977100      1319    69400 SH       DEFINED 1           69400
PROVINCE HEALTHCARE COMPANY    COM            743977100        48     2500 SH       DEFINED 1            2500
PROVINCE HEALTHCARE COMPANY    COM            743977100        17      900 SH       DEFINED 1             900
PROVINCE HEALTHCARE COMPANY    COM            743977100      5555   292356 SH       DEFINED 1          292356
PROXICOM                       COM            744282104      1504    12100 SH       DEFINED 1           12100
PROXICOM                       COM            744282104        12      100 SH       DEFINED 1             100
PROXICOM                       COM            744282104      5084    40900 SH       DEFINED 1           40900
PRUDENTIAL PLC                 COM            070995400      1909   100000 SH       DEFINED 1          100000
PRUDENTIAL PLC                 COM            070995400      7637   400000 SH       DEFINED 1          400000
PTTEP - FOREIGN                COM            666546900      1980   320000 SH       DEFINED 1          320000
PUBLIC STORAGE INC CSP         COM            74460D109      3503   154400 SH       DEFINED 1          154400
PUBLIC STORAGE INC CSP         COM            74460D109     11219   494500 SH       DEFINED 1          494500
QLOGIC CORPORATION             COM            747277101      6779    42400 SH       DEFINED 1           42400
QLOGIC CORPORATION             COM            747277101       352     2200 SH       DEFINED 1            2200
QLOGIC CORPORATION             COM            747277101        96      600 SH       DEFINED 1             600
QLOGIC CORPORATION             COM            747277101     27834   174100 SH       DEFINED 1          174100
QUAKER OATS COMPANY            COM            747402105      3655    55700 SH       DEFINED 1           55700
QUAKER OATS COMPANY            COM            747402105       637     9700 SH       DEFINED 1            9700
QUAKER OATS COMPANY            COM            747402105        72     1100 SH       DEFINED 1            1100
QUAKER OATS COMPANY            COM            747402105     16190   246700 SH       DEFINED 1          246700
QUIMICA Y MINERA  ADR A        COM            833636103        36     1156 SH       DEFINED 1            1156
QUINTILES TRANSNATIONAL        CONVT          748767AC4      1954  2000000 PRN      DEFINED 1         2000000
QUORUM HEALTH GROUP, INC.      COM            749084109       876    94050 SH       DEFINED 1           94050
QUORUM HEALTH GROUP, INC.      COM            749084109        11     1200 SH       DEFINED 1            1200
QUORUM HEALTH GROUP, INC.      COM            749084109      2949   316704 SH       DEFINED 1          316704
RADIN GROUP INC                COM            750236101       115     2400 SH       DEFINED 1            2400
REGENCY REALTY CORP            COM            758939102       642    32100 SH       DEFINED 1           32100
REGENCY REALTY CORP            COM            758939102      9897   369230 SH       DEFINED 1          369230
REGENCY REALTY CORP            COM            758939102       748    37400 SH       DEFINED 1           37400
REPSOL                         COM            566935400       649    28000 SH       DEFINED 1           28000
REPSOL                         COM            566935400      2690   116000 SH       DEFINED 1          116000
REPTRON ELECTRONICS INC        CONVT          76026WAA7      2209  4700000 PRN      DEFINED 1         4700000
REPUBLIC SERVICES, INC. -  CL. COM            760759100      3594   250000 SH       DEFINED 1          250000
REPUBLIC SERVICES, INC. -  CL. COM            760759100       349    24300 SH       DEFINED 1           24300
REPUBLIC SERVICES, INC. -  CL. COM            760759100        37     2600 SH       DEFINED 1            2600
REPUBLIC SERVICES, INC. -  CL. COM            760759100     13078   909800 SH       DEFINED 1          909800
RHODIA                         COM            547468800       633    28000 SH       DEFINED 1           28000
RHODIA                         COM            547468800      2758   122000 SH       DEFINED 1          122000
RITE AID CORPORATION           COM            767754104        83     7410 SH       DEFINED 1            7410
ROHM                           COM            674720400      2135     5100 SH       DEFINED 1            5100
ROHM                           COM            674720400      9208    22000 SH       DEFINED 1           22000
ROUSE  CO                      COM            779273101      1422    66900 SH       DEFINED 1           66900
ROUSE  CO                      COM            779273101      2276   107100 SH       DEFINED 1          107100
ROUSE CO                       CONVT          779273309       178     5100 SH       DEFINED 1            5100
RYOHIN KEIKAKU                 COM            675845500      2808    14000 SH       DEFINED 1           14000
RYOHIN KEIKAKU                 COM            675845500     12034    60000 SH       DEFINED 1           60000
SAIPEM                         COM            476876800      1091   300000 SH       DEFINED 1          300000
SAIPEM                         COM            476876800      4548  1250000 SH       DEFINED 1         1250000
SANIX                          COM            685301500      1040     9500 SH       DEFINED 1            9500
SANIX                          COM            685301500      4436    40500 SH       DEFINED 1           40500
SANMINA CORP                   COM            800907107      1678    16800 SH       DEFINED 1           16800
SANMINA CORP                   COM            800907107       220     2200 SH       DEFINED 1            2200
SANMINA CORP                   COM            800907107        20      200 SH       DEFINED 1             200
SANMINA CORP                   COM            800907107      6332    63400 SH       DEFINED 1           63400
SANTA FE INTERNATIONAL         COM            G7805C108       725    28000 SH       DEFINED 1           28000
SANTA FE SNYDER CORP           COM            80218K105      1240   155000 SH       DEFINED 1          155000
SBC COMMUNICATIONS INCORPORATE COM            78387G103      3656    75000 SH       DEFINED 1           75000
SBC COMMUNICATIONS INCORPORATE COM            78387G103       648    13300 SH       DEFINED 1           13300
SBC COMMUNICATIONS INCORPORATE COM            78387G103        47      963 SH       DEFINED 1             963
SBC COMMUNICATIONS INCORPORATE COM            78387G103     12401   254382 SH       DEFINED 1          254382
SCHLUMBERGER LIMITED           COM            806857108      2076    36900 SH       DEFINED 1           36900
SCHLUMBERGER LIMITED           COM            806857108       281     5000 SH       DEFINED 1            5000
SCHLUMBERGER LIMITED           COM            806857108      9135   162400 SH       DEFINED 1          162400
SCHOOL SPECIALTY INC           COM            807863105        20     1318 SH       DEFINED 1            1318
SCHOOL SPECIALTY INC           COM            807863105       305    20172 SH       DEFINED 1           20172
SCI SYSTEMS INC                COM            783890106      1973    24000 SH       DEFINED 1           24000
SCI SYSTEMS INC                COM            783890106     52723   641500 SH       DEFINED 1          641500
SCIENT                         COM            80864H109        69      800 SH       DEFINED 1             800
SECOM CO.                      COM            679159100      8801    80000 SH       DEFINED 1           80000
SECURITY CAPITAL GROUP         COM            81413P105     30404    49039 SH       DEFINED 1           49039
SECURITY CAPITAL GROUP         COM            81413P204      2256   180500 SH       DEFINED 1          180500
SECURITY CAPITAL US REALTY     COM            508741700     14576  1026464 SH       DEFINED 1         1026464
SECURITY CAPITAL US REALTY     COM            814136206      1396    99300 SH       DEFINED 1           99300
SEI DAILY INVESTMENT TRUST     COM            783965403    213300  2.133E8 SH       DEFINED 1         2.133E8
SEMTECH CORP                   COM            816850101      3638    69800 SH       DEFINED 1           69800
SEMTECH CORP                   COM            816850101       292     5600 SH       DEFINED 1            5600
SEMTECH CORP                   COM            816850101        42      800 SH       DEFINED 1             800
SEMTECH CORP                   COM            816850101     12969   248800 SH       DEFINED 1          248800
SERCO GROUP                    COM            079737900      1561    50000 SH       DEFINED 1           50000
SERCO GROUP                    COM            079737900      5462   175000 SH       DEFINED 1          175000
SERVICEMASTER CO               COM            81760N109        38     3100 SH       DEFINED 1            3100
SERVICEMASTER CO               COM            81760N109      5972   485000 SH       DEFINED 1          485000
SES ASTRA                      COM            549343400      3287    22500 SH       DEFINED 1           22500
SHIRE PHARMACEUTICALS GR-ADR   COM            82481R106        29     1000 SH       DEFINED 1            1000
SHOHKOH FUND                   COM            680571500       435     1100 SH       DEFINED 1            1100
SHOHKOH FUND                   COM            680571500      3560     9000 SH       DEFINED 1            9000
SIAM COMMERCIAL BANK - PFD. SH COM            615372600       521   425000 SH       DEFINED 1          425000
SIAM COMMERCIAL BANK - PFD. SH COM            615372600      1932  1575000 SH       DEFINED 1         1575000
SIAM COMMERCIAL BANK - WARRANT COM            615534600       198   425000 SH       DEFINED 1          425000
SIAM COMMERCIAL BANK - WARRANT COM            615534600       735  1575000 SH       DEFINED 1         1575000
SIEMENS AG                     COM            572797300      1909    15000 SH       DEFINED 1           15000
SIEMENS AG                     COM            572797300      8271    65000 SH       DEFINED 1           65000
SIMON PROPERTY GROUP INC       COM            828806109      4263   185852 SH       DEFINED 1          185852
SIMON PROPERTY GROUP INC       COM            828806109     13738   598932 SH       DEFINED 1          598932
SINGAPORE AIRLINES             COM            681173400       624    55000 SH       DEFINED 1           55000
SINGAPORE AIRLINES             COM            681173400      2780   245000 SH       DEFINED 1          245000
SINGULUS TECHNOLOGIES          COM            571866500       430     7000 SH       DEFINED 1            7000
SINGULUS TECHNOLOGIES          COM            571866500      1967    32000 SH       DEFINED 1           32000
SKANDIA FORSAKRINGS            COM            546157200      3020   100000 SH       DEFINED 1          100000
SKANDIA FORSAKRINGS            COM            546157200     10268   340000 SH       DEFINED 1          340000
SKY TV                         COM            609293700       883   535000 SH       DEFINED 1          535000
SKY TV                         COM            609293700      3547  2150000 SH       DEFINED 1         2150000
SKYWEST INC                    COM            830879102        42     1500 SH       DEFINED 1            1500
SLM INTERNATIONAL INC          COM            784414203      1576   394015 SH       DEFINED 1          394015
SM PRIME HOLDINGS              COM            681884300       471  2500000 SH       DEFINED 1         2500000
SM PRIME HOLDINGS              COM            681884300      1226  6500000 SH       DEFINED 1         6500000
SMITH INTERNATIONAL INC        COM            832110100       805    16200 SH       DEFINED 1           16200
SMITHKLINE BEECHAM PLC         COM            013565600       958    75000 SH       DEFINED 1           75000
SMITHKLINE BEECHAM PLC         COM            013565600      4724   370000 SH       DEFINED 1          370000
SMURFIT-STONE CONTAINER CORP   COM            832727101       397    16200 SH       DEFINED 1           16200
SOFTBANK                       COM            677062000      2678     2800 SH       DEFINED 1            2800
SOFTBANK                       COM            677062000     11477    12000 SH       DEFINED 1           12000
SOL MELIA                      COM            573829800      4590   405000 SH       DEFINED 1          405000
SOLECTRON                      CONVT          834182AG2      1127  1500000 PRN      DEFINED 1         1500000
SOLECTRON                      CONVT          834182AG2      9398 20000000 PRN      DEFINED 1        20000000
SOLUTION 6 HOLDING LIMITED     COM            682123800        82     7500 SH       DEFINED 1            7500
SOLUTION 6 HOLDING LIMITED     COM            682123800       354    32500 SH       DEFINED 1           32500
SONERA OYJ                     COM            555658600      2605    38000 SH       DEFINED 1           38000
SONERA OYJ                     COM            555658600     11107   162000 SH       DEFINED 1          162000
SONIC AUTOMOTIVE INC.          COM            83545G102        59     6100 SH       DEFINED 1            6100
SONY CORPORATION               COM            682150600      2963    10000 SH       DEFINED 1           10000
SONY CORPORATION               COM            682150600     10371    35000 SH       DEFINED 1           35000
SORIANA                        COM            262017200       836   246800 SH       DEFINED 1          246800
SORIANA                        COM            262017200      2850   841200 SH       DEFINED 1          841200
SOUTHWEST AIRLINES CO.         COM            844741108     14960   924150 SH       DEFINED 1          924150
SOVEREIGN BANCORP INC          CONVT          845905306       247     5000 SH       DEFINED 1            5000
SOVEREIGN BANCORP INC          COM            845905108      1339   179600 SH       DEFINED 1          179600
SOVEREIGN BANCORP INC          CONVT          845905306      4685    95000 SH       DEFINED 1           95000
SPIEKER PROPERTIES             COM            848497103      2941    80700 SH       DEFINED 1           80700
SPIEKER PROPERTIES             COM            848497103      6952   190800 SH       DEFINED 1          190800
ST. GOBAIN FF100 CIE DE        COM            476837100      1317     7000 SH       DEFINED 1            7000
ST. GOBAIN FF100 CIE DE        COM            476837100      5643    30000 SH       DEFINED 1           30000
STAGECOACH                     COM            041466700      1158   450000 SH       DEFINED 1          450000
STAGECOACH                     COM            041466700      5017  1950000 SH       DEFINED 1         1950000
STANCORP FINANCIAL GROUP INC   COM            852891100     25188  1000000 SH       DEFINED 1         1000000
STAR GAS PARTNERS LP           COM            85512C105        82     6217 SH       DEFINED 1            6217
STARWOOD HOTELS & RESORTS WORL COM            85590A203       973    41400 SH       DEFINED 1           41400
STARWOOD HOTELS & RESORTS WORL COM            85590A203      4900   208507 SH       DEFINED 1          208507
STEINER LEISURE LTD            COM            P8744Y102      1088    65200 SH       DEFINED 1           65200
STEINER LEISURE LTD            COM            P8744Y102         2      100 SH       DEFINED 1             100
STEINER LEISURE LTD            COM            P8744Y102        17     1000 SH       DEFINED 1            1000
STEINER LEISURE LTD            COM            P8744Y102      3892   233200 SH       DEFINED 1          233200
STINNES                        COM            569518800       106     5000 SH       DEFINED 1            5000
STINNES                        COM            569518800       417    19700 SH       DEFINED 1           19700
STMICROELECTRONICS             COM            570138600      1539    10000 SH       DEFINED 1           10000
STMICROELECTRONICS             COM            570138600      9237    60000 SH       DEFINED 1           60000
STONE ENERGY CORP              COM            861642106      1357    38100 SH       DEFINED 1           38100
STONE ENERGY CORP              COM            861642106        21      600 SH       DEFINED 1             600
STONE ENERGY CORP              COM            861642106      4877   136900 SH       DEFINED 1          136900
STONERIDGE, INC.               COM            86183P102      2490   161300 SH       DEFINED 1          161300
STONERIDGE, INC.               COM            86183P102        32     2100 SH       DEFINED 1            2100
STONERIDGE, INC.               COM            86183P102      8976   581400 SH       DEFINED 1          581400
STORA ENSO                     COM            507267300      1657    95000 SH       DEFINED 1           95000
STORA ENSO                     COM            507267300      6540   375000 SH       DEFINED 1          375000
SUN MICROSYSTEMS INC           COM            866810104      4259    55000 SH       DEFINED 1           55000
SUN MICROSYSTEMS INC           COM            866810104       929    12000 SH       DEFINED 1           12000
SUN MICROSYSTEMS INC           COM            866810104        31      400 SH       DEFINED 1             400
SUN MICROSYSTEMS INC           COM            866810104     26886   347200 SH       DEFINED 1          347200
SUPERIOR TRUST I               CONVT          86836P202      4202    97724 SH       DEFINED 1           97724
SVB HOLDINGS PLC               COM            086464800     15171  7437829 SH       DEFINED 1         7437829
SWIFT TRANSPORTATION CO. INC   COM            870756103      3127   177425 SH       DEFINED 1          177425
SWIFT TRANSPORTATION CO. INC   COM            870756103       114     6450 SH       DEFINED 1            6450
SWIFT TRANSPORTATION CO. INC   COM            870756103        41     2300 SH       DEFINED 1            2300
SWIFT TRANSPORTATION CO. INC   COM            870756103     11943   677625 SH       DEFINED 1          677625
SYBRON INTL                    COM            87114F106      3518   142500 SH       DEFINED 1          142500
SYBRON INTL                    COM            87114F106       109     4400 SH       DEFINED 1            4400
SYBRON INTL                    COM            87114F106        44     1800 SH       DEFINED 1            1800
SYBRON INTL                    COM            87114F106     12114   490700 SH       DEFINED 1          490700
SYNOPSYS                       COM            871607107      1555    23300 SH       DEFINED 1           23300
SYNOPSYS                       COM            871607107        27      400 SH       DEFINED 1             400
SYNOPSYS                       COM            871607107      5881    88100 SH       DEFINED 1           88100
TAKEDA                         COM            687044500       988    20000 SH       DEFINED 1           20000
TAKEDA                         COM            687044500      4445    90000 SH       DEFINED 1           90000
TALBOTS, INC. (THE)            COM            874161102      1517    34000 SH       DEFINED 1           34000
TALBOTS, INC. (THE)            COM            874161102        32      700 SH       DEFINED 1             700
TALBOTS, INC. (THE)            COM            874161102      5489   123000 SH       DEFINED 1          123000
TANDBERG TELEVISION            COM            517669400      4776   345000 SH       DEFINED 1          345000
TCI PACIFIC COMMUNICATIONS     CONVT          872294202       308     1000 SH       DEFINED 1            1000
TCI PACIFIC COMMUNICATIONS     CONVT          872294202      7105    79000 SH       DEFINED 1           79000
TELECOM CO. OF NEW ZEALAND     COM            688143600       943   200000 SH       DEFINED 1          200000
TELECOM CO. OF NEW ZEALAND     COM            688143600      2592   550000 SH       DEFINED 1          550000
TELEFLEX INCORPORATED          COM            879369106      2940    93900 SH       DEFINED 1           93900
TELEFLEX INCORPORATED          COM            879369106        38     1200 SH       DEFINED 1            1200
TELEFLEX INCORPORATED          COM            879369106     11689   373300 SH       DEFINED 1          373300
TELEFONICA DE ESPANA           COM            573252400      2340    93636 SH       DEFINED 1           93636
TELEFONICA DE ESPANA           COM            573252400     10918   436964 SH       DEFINED 1          436964
TELEFONOS DE MEXICO (TELMEX)   COM            879403780      2025    18000 SH       DEFINED 1           18000
TELEFONOS DE MEXICO (TELMEX)   COM            879403780      6581    58500 SH       DEFINED 1           58500
TELINFO STRIP RIGHTS           COM            507870100         0     4600 SH       DEFINED 1            4600
TELINFO STRIP RIGHTS           COM            507870100         0    18400 SH       DEFINED 1           18400
TELLABS INC                    COM            879664100     12651   197100 SH       DEFINED 1          197100
TELSTRA CORP                   COM            618197600       670   190000 SH       DEFINED 1          190000
TELSTRA CORP                   COM            618197600      2856   810000 SH       DEFINED 1          810000
TELTRONICS INC                 COM            879698306         1      211 SH       DEFINED 1             211
TENET HEALTHCARE CORP          COM            88033G100      1481    63000 SH       DEFINED 1           63000
TETRA TECH INC.                COM            88162G103      2913   189493 SH       DEFINED 1          189493
TETRA TECH INC.                COM            88162G103        88     5750 SH       DEFINED 1            5750
TETRA TECH INC.                COM            88162G103        35     2275 SH       DEFINED 1            2275
TETRA TECH INC.                COM            88162G103      9777   635895 SH       DEFINED 1          635895
TEXACO INC.                    COM            881694103      2064    38000 SH       DEFINED 1           38000
TEXACO INC.                    COM            881694103       348     6400 SH       DEFINED 1            6400
TEXACO INC.                    COM            881694103        60     1100 SH       DEFINED 1            1100
TEXACO INC.                    COM            881694103      9450   174000 SH       DEFINED 1          174000
TEXAS INDUSTRIES (TXI CAPITAL  CONVT          873119200      6981   200000 SH       DEFINED 1          200000
TEXAS INSTRUMENTS INCORPORATED COM            882508104      3875    40000 SH       DEFINED 1           40000
TEXAS INSTRUMENTS INCORPORATED COM            882508104       814     8400 SH       DEFINED 1            8400
TEXAS INSTRUMENTS INCORPORATED COM            882508104        58      600 SH       DEFINED 1             600
TEXAS INSTRUMENTS INCORPORATED COM            882508104     24819   256200 SH       DEFINED 1          256200
THE CORPORATE EXECUTIVE BOARD  COM            21988R102      2973    53200 SH       DEFINED 1           53200
THE CORPORATE EXECUTIVE BOARD  COM            21988R102       229     4100 SH       DEFINED 1            4100
THE CORPORATE EXECUTIVE BOARD  COM            21988R102        45      800 SH       DEFINED 1             800
THE CORPORATE EXECUTIVE BOARD  COM            21988R102     10823   193700 SH       DEFINED 1          193700
THE MANAGEMENT NETWORK GROUP   COM            561693102        75     2300 SH       DEFINED 1            2300
THE MANAGEMENT NETWORK GROUP   COM            561693102        26      800 SH       DEFINED 1             800
THE MEN'S WAREHOUSE INC        COM            587118100      1574    53578 SH       DEFINED 1           53578
THE MEN'S WAREHOUSE INC        COM            587118100        54     1849 SH       DEFINED 1            1849
THE MEN'S WAREHOUSE INC        COM            587118100        21      703 SH       DEFINED 1             703
THE MEN'S WAREHOUSE INC        COM            587118100      4377   148988 SH       DEFINED 1          148988
THOMPSON MULTIMEDIA            COM            580237500      1887    35000 SH       DEFINED 1           35000
THOMPSON MULTIMEDIA            COM            580237500      8085   150000 SH       DEFINED 1          150000
THRUNET                        COM            Y49975108       319     4700 SH       DEFINED 1            4700
THRUNET                        COM            Y49975108      1378    20300 SH       DEFINED 1           20300
TIBCO SOFTWARE INC             COM            88632Q103      2295    15000 SH       DEFINED 1           15000
TIBCO SOFTWARE INC             COM            88632Q103      1193     7800 SH       DEFINED 1            7800
TIBCO SOFTWARE INC             COM            88632Q103        77      500 SH       DEFINED 1             500
TIFFANY & COMPANY              COM            886547108         9      100 SH       DEFINED 1             100
TIFFANY & COMPANY              COM            886547108      4971    55700 SH       DEFINED 1           55700
TIME WARNER INC                COM            887315109      3984    55000 SH       DEFINED 1           55000
TIME WARNER INC                COM            887315109       616     8500 SH       DEFINED 1            8500
TIME WARNER INC                COM            887315109        36      500 SH       DEFINED 1             500
TIME WARNER INC                COM            887315109     14922   206000 SH       DEFINED 1          206000
TOSCO CORPORATION              COM            891490302      1903    70000 SH       DEFINED 1           70000
TOSCO CORPORATION              COM            891490302       326    12000 SH       DEFINED 1           12000
TOSCO CORPORATION              COM            891490302        22      800 SH       DEFINED 1             800
TOSCO CORPORATION              COM            891490302      9869   363000 SH       DEFINED 1          363000
TOTAL B                        COM            490541300      1755    13148 SH       DEFINED 1           13148
TOTAL B                        COM            490541300      7342    55000 SH       DEFINED 1           55000
TOTAL RENAL CARE HOLDINGS, INC COM            89151A107       792   118500 SH       DEFINED 1          118500
TOTAL RENAL CARE HOLDINGS, INC COM            89151A107        12     1800 SH       DEFINED 1            1800
TOTAL RENAL CARE HOLDINGS, INC COM            89151A107      3298   493200 SH       DEFINED 1          493200
TOWER AUTOMOTIVE, INC.         COM            891707101        73     4700 SH       DEFINED 1            4700
TOYOTA MOTOR                   COM            690064300      1162    24000 SH       DEFINED 1           24000
TOYOTA MOTOR                   COM            690064300      5131   106000 SH       DEFINED 1          106000
TRAMMELL CROW COMPANY          COM            89288R106      1168   100500 SH       DEFINED 1          100500
TRAMMELL CROW COMPANY          COM            89288R106        16     1400 SH       DEFINED 1            1400
TRAMMELL CROW COMPANY          COM            89288R106      3565   306700 SH       DEFINED 1          306700
TRANSACTION SYSTEMS ARCHITECTS COM            893416107      1501    53600 SH       DEFINED 1           53600
TRANSACTION SYSTEMS ARCHITECTS COM            893416107        17      600 SH       DEFINED 1             600
TRANSACTION SYSTEMS ARCHITECTS COM            893416107      4659   166400 SH       DEFINED 1          166400
TRANSOCEAN SEDCO FOREX INC     COM            G90078109       241     7158 SH       DEFINED 1            7158
TRANSOCEAN SEDCO FOREX INC     COM            G90078109        33      970 SH       DEFINED 1             970
TRANSOCEAN SEDCO FOREX INC     COM            G90078109      1061    31505 SH       DEFINED 1           31505
TREESOURCE INDUSTRIES INC      COM            894688100         9   354821 SH       DEFINED 1          354821
TRIAD HOSPITALS INC-W/I        COM            89579K109       146     9673 SH       DEFINED 1            9673
TRIBUNE COMPANY                COM            896047107     43742   794400 SH       DEFINED 1          794400
TRITEL INC                     COM            89675X104       158     5000 SH       DEFINED 1            5000
TRITEL INC                     COM            89675X104         3      100 SH       DEFINED 1             100
TRITEL INC                     COM            89675X104       627    19800 SH       DEFINED 1           19800
TRIZEC HAHN CORP               COM            896938107      1586    94000 SH       DEFINED 1           94000
TRIZEC HAHN CORP               COM            896938107      3299   195500 SH       DEFINED 1          195500
TRUE NORTH COMMUNICATIONS      COM            897844106    126117  2822199 SH       DEFINED 1         2822199
TUBOSCOPE VETCO INTERNATIONAL  COM            898600101     12302   774952 SH       DEFINED 1          774952
TYCO INTERNATIONAL LTD         COM            902124106      7775   200000 SH       DEFINED 1          200000
TYCO INTERNATIONAL LTD         COM            902124106      1423    36600 SH       DEFINED 1           36600
TYCO INTERNATIONAL LTD         COM            902124106        93     2400 SH       DEFINED 1            2400
TYCO INTERNATIONAL LTD         COM            902124106     43252  1112600 SH       DEFINED 1         1112600
U S WEST INC NEW               COM            91273H101        29      400 SH       DEFINED 1             400
UNION PACIFIC CAP TRUST        CONVT          907824403       220     5000 SH       DEFINED 1            5000
UNION PACIFIC CAP TRUST        CONVT          907824403      5881   125000 SH       DEFINED 1          125000
UNITED OVERSEAS BANK LTD       COM            691678100      3264   369783 SH       DEFINED 1          369783
UNITED PAN-EUROPE COMM         COM            575219100      3199    25000 SH       DEFINED 1           25000
UNITED PAN-EUROPE COMM         COM            575219100      8957    70000 SH       DEFINED 1           70000
UNOCAL CORP                    CONVT          91528T207       490    10000 SH       DEFINED 1           10000
UNOCAL CORP                    CONVT          91528T207     19355   395000 SH       DEFINED 1          395000
URBAN SHOPPING CENTERS         COM            917060105      1085    40000 SH       DEFINED 1           40000
URBAN SHOPPING CENTERS         COM            917060105      3011   111000 SH       DEFINED 1          111000
US BANKCORP                    COM            902973106      2500   105000 SH       DEFINED 1          105000
US BANKCORP                    COM            902973106       429    18000 SH       DEFINED 1           18000
USX CORPORATION (RMI TITANIUM) CONVT          902905793       983   125000 SH       DEFINED 1          125000
VENDEX KBB NON FOOD            COM            556238900      3990   150000 SH       DEFINED 1          150000
VERISIGN INC                   COM            92343E102      2520    13200 SH       DEFINED 1           13200
VERISIGN INC                   COM            92343E102      7256    38000 SH       DEFINED 1           38000
VESTAS WIND SYSTEMS            COM            544489600      3544    20000 SH       DEFINED 1           20000
VESTAS WIND SYSTEMS            COM            544489600     11520    65000 SH       DEFINED 1           65000
VIACOM INCORPORATED- CL B      COM            925524308      3626    60000 SH       DEFINED 1           60000
VIACOM INCORPORATED- CL B      COM            925524308       774    12800 SH       DEFINED 1           12800
VIACOM INCORPORATED- CL B      COM            925524308        36      600 SH       DEFINED 1             600
VIACOM INCORPORATED- CL B      COM            925524308     17890   296000 SH       DEFINED 1          296000
VIANT                          COM            92553N107       139     1400 SH       DEFINED 1            1400
VIATEL                         COM            925529208       668    12454 SH       DEFINED 1           12454
VIROPHARMA, INC.               COM            928241108      4440   119997 SH       DEFINED 1          119997
VIVENDI                        COM            568723700      1371    15175 SH       DEFINED 1           15175
VIVENDI                        COM            568723700      5566    61626 SH       DEFINED 1           61626
VODAFONE AIRTOUCH PLC          COM            071921000      2221   450000 SH       DEFINED 1          450000
VODAFONE AIRTOUCH PLC          COM            071921000      7897  1600000 SH       DEFINED 1         1600000
VORNADO OPERATING COMPANY      COM            92904N103        90    15000 SH       DEFINED 1           15000
VORNADO REALTY TRUST           COM            929042109       553    17000 SH       DEFINED 1           17000
VORNADO REALTY TRUST           CONVT          929042208       466    10000 SH       DEFINED 1           10000
VORNADO REALTY TRUST           COM            929042109      4063   125000 SH       DEFINED 1          125000
VORNADO REALTY TRUST           CONVT          929042208     15588   306500 SH       DEFINED 1          306500
W.W. GRAINGER, INC.            COM            384802104      3108    65000 SH       DEFINED 1           65000
W.W. GRAINGER, INC.            COM            384802104        62     1300 SH       DEFINED 1            1300
W.W. GRAINGER, INC.            COM            384802104     12575   263000 SH       DEFINED 1          263000
WALGREEN COMPANY               COM            931422109      8336   285000 SH       DEFINED 1          285000
WALGREEN COMPANY               COM            931422109       752    25700 SH       DEFINED 1           25700
WALGREEN COMPANY               COM            931422109        88     3000 SH       DEFINED 1            3000
WALGREEN COMPANY               COM            931422109     42293  1445900 SH       DEFINED 1         1445900
WALMART STORES INC             COM            931142103      6498    94000 SH       DEFINED 1           94000
WALMART STORES INC             COM            931142103      1106    16000 SH       DEFINED 1           16000
WALMART STORES INC             COM            931142103       138     2000 SH       DEFINED 1            2000
WALMART STORES INC             COM            931142103     66692   964800 SH       DEFINED 1          964800
WARNER-LAMBERT COMPANY         COM            934488107      2458    30000 SH       DEFINED 1           30000
WARNER-LAMBERT COMPANY         COM            934488107        74      900 SH       DEFINED 1             900
WARNER-LAMBERT COMPANY         COM            934488107     17027   207800 SH       DEFINED 1          207800
WBK STRYPES TRUST              CONVT          929229102       784    25000 SH       DEFINED 1           25000
WEATHERFORD INT'L INC          COM            947074100      2452    61400 SH       DEFINED 1           61400
WEATHERFORD INT'L INC          COM            947074100        84     2100 SH       DEFINED 1            2100
WEATHERFORD INT'L INC          COM            947074100        36      900 SH       DEFINED 1             900
WEATHERFORD INT'L INC          COM            947074100      9781   244900 SH       DEFINED 1          244900
WEATHERFORD INTL INC           CONVT          268939402     10843   355200 SH       DEFINED 1          355200
WESLEY JESSEN VISIONCARE       COM            951018100      4863   128400 SH       DEFINED 1          128400
WESLEY JESSEN VISIONCARE       COM            951018100        91     2400 SH       DEFINED 1            2400
WESLEY JESSEN VISIONCARE       COM            951018100        68     1800 SH       DEFINED 1            1800
WESLEY JESSEN VISIONCARE       COM            951018100     17521   462600 SH       DEFINED 1          462600
WHITEHALL JEWELLERS INC        COM            965063100       395    10700 SH       DEFINED 1           10700
WHITEHALL JEWELLERS INC        COM            965063100        18      500 SH       DEFINED 1             500
WHITEHALL JEWELLERS INC        COM            965063100         4      100 SH       DEFINED 1             100
WHITEHALL JEWELLERS INC        COM            965063100      1600    43400 SH       DEFINED 1           43400
WILLIAMS COMMUNICATIONS GROUP, COM            969455104      2327    80400 SH       DEFINED 1           80400
WILLIAMS COMMUNICATIONS GROUP, COM            969455104       376    13000 SH       DEFINED 1           13000
WILLIAMS COMMUNICATIONS GROUP, COM            969455104        26      900 SH       DEFINED 1             900
WILLIAMS COMMUNICATIONS GROUP, COM            969455104     11977   413900 SH       DEFINED 1          413900
WINDBOND ELECTRON              COM            696651500      7175  3023639 SH       DEFINED 1         3023639
WOODSIDE PETROLEUM LTD         COM            697972800      2438   330000 SH       DEFINED 1          330000
WYNDHAM INTERNATIONAL INC      COM            983101106       216    73387 SH       DEFINED 1           73387
WYNDHAM INTERNATIONAL INC      COM            983101106       988   336384 SH       DEFINED 1          336384
YAMADA DENKI                   COM            698502600      2171    20000 SH       DEFINED 1           20000
YAMADA DENKI                   COM            698502600      9769    90000 SH       DEFINED 1           90000
YOSHITOMI PHARMACEUTICAL       COM            698750500      1208    95000 SH       DEFINED 1           95000
YOSHITOMI PHARMACEUTICAL       COM            698750500      3178   250000 SH       DEFINED 1          250000
YOUNG & RUBICAM INC            COM            987425105       679     9600 SH       DEFINED 1            9600
ZHENHAI REFINING & CHEM        CONVT          98949RAA6      1532  1500000 PRN      DEFINED 1         1500000
</TABLE>


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