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>