UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
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 August 9, 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
28-5701 Russell Investment Management Limited
28-7842 Frank Russell Company Limited
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 1235
Form 13F Information Table Value Total (000's): $7,111,293
List of Other Included Managers:
FORM 13F
NO. FILE NO. NAME
--- -------- ------------------------------------------
1 28-5583 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>
360NETWORKS INC COM 88575T205 5 300 SH DEFINED 1 300
3COM CORPORATION COM 885535104 23 400 SH DEFINED 1 400
3COM CORPORATION COM 885535104 10084 175000 SH DEFINED 1 175000
A T & T WIRELESS GROUP COM 001957406 8 300 SH DEFINED 1 300
A T & T WIRELESS GROUP COM 001957406 3674 132300 SH DEFINED 1 132300
ABC-NACO INC COM 000752105 3777 472157 SH DEFINED 1 472157
ACE LTD COM G0070K103 10694 381939 SH DEFINED 1 381939
ACME COMMUNICATIONS COM 004631107 71 3900 SH DEFINED 1 3900
ACTION PERFORMANCE CONVT 004933AB3 166 500000 PRN DEFINED 1 500000
ACTION PERFORMANCE CONVT 004933AB3 1611 2000000 PRN DEFINED 1 2000000
ADELPHIA COMMUNICATIONS COM 006848105 6750 144000 SH DEFINED 1 144000
ADELPHIA COMMUNICATIONS COM 006848105 22195 473500 SH DEFINED 1 473500
ADELPHIA COMMUNICATIONS CONVT 006848402 7769 55000 SH DEFINED 1 55000
ADVANCED ENERGY INDUSTRIES CONVT 007973AA8 669 500000 PRN DEFINED 1 500000
ADVANCED ENERGY INDUSTRIES CONVT 007973AA8 5398 5445000 PRN DEFINED 1 5445000
ADVENT SOFTWARE, INC. COM 007974108 3386 52500 SH DEFINED 1 52500
ADVENT SOFTWARE, INC. COM 007974108 58 900 SH DEFINED 1 900
ADVENT SOFTWARE, INC. COM 007974108 10997 170500 SH DEFINED 1 170500
AFRICAN BANK INVESTMENTS LTD COM 604077600 542 415000 SH DEFINED 1 415000
AFRICAN BANK INVESTMENTS LTD COM 604077600 2006 1535000 SH DEFINED 1 1535000
AGILENT TECHNOLOGIES COM 00846U101 170 2300 SH DEFINED 1 2300
AGILENT TECHNOLOGIES COM 00846U101 18 238 SH DEFINED 1 238
AGILENT TECHNOLOGIES COM 00846U101 5668 76852 SH DEFINED 1 76852
AK SIGORTA COM 401207800 889 45000000 SH DEFINED 1 45000000
AK SIGORTA COM 401207800 3436 1.74E8 SH DEFINED 1 1.74E8
AKER RGI ASA CONVT 007863900 1402 1500000 PRN DEFINED 1 1500000
ALCATEL ALSTHOM COM 597500600 2702 41250 SH DEFINED 1 41250
ALCATEL ALSTHOM COM 597500600 13102 200000 SH DEFINED 1 200000
ALCOA INC COM 013817101 3480 120000 SH DEFINED 1 120000
ALCOA INC COM 013817101 870 30000 SH DEFINED 1 30000
ALTADIS SA COM 544401200 997 65000 SH DEFINED 1 65000
ALTADIS SA COM 544401200 4833 315000 SH DEFINED 1 315000
ALTRAN TECHNOLOGIES COM 402186900 1252 6400 SH DEFINED 1 6400
ALTRAN TECHNOLOGIES COM 402186900 6161 31500 SH DEFINED 1 31500
AMADEUS GLOBAL TRAVEL DIST A COM 578813000 1595 140000 SH DEFINED 1 140000
AMADEUS GLOBAL TRAVEL DIST A COM 578813000 7179 630000 SH DEFINED 1 630000
AMAZON.COM INC COM 023135106 11 300 SH DEFINED 1 300
AMAZON.COM INC COM 023135106 3123 86000 SH DEFINED 1 86000
AMB PROPERTY CORP COM 00163T109 3741 164000 SH DEFINED 1 164000
AMB PROPERTY CORP COM 00163T109 10181 446300 SH DEFINED 1 446300
AMC ENTERTAINMENT INC COM 001669100 168 34480 SH DEFINED 1 34480
AMC ENTERTAINMENT INC COM 001669100 3412 699944 SH DEFINED 1 699944
AMDOCS LTD COM G02602103 6140 80000 SH DEFINED 1 80000
AMDOCS LTD COM G02602103 1305 17000 SH DEFINED 1 17000
AMDOCS LTD COM G02602103 123 1600 SH DEFINED 1 1600
AMDOCS LTD COM G02602103 21675 282406 SH DEFINED 1 282406
AMERICA ONLINE INC COM 02364J104 4326 82000 SH DEFINED 1 82000
AMERICA ONLINE INC COM 02364J104 739 14000 SH DEFINED 1 14000
AMERICA ONLINE INC COM 02364J104 58 1100 SH DEFINED 1 1100
AMERICA ONLINE INC COM 02364J104 22735 431000 SH DEFINED 1 431000
AMERICAN BANKNOTE CORPORATION COM 024490104 25 820000 SH DEFINED 1 820000
AMERICAN INTERNATIONAL GROUP,I COM 026874107 7638 65000 SH DEFINED 1 65000
AMERICAN INTERNATIONAL GROUP,I COM 026874107 1340 11400 SH DEFINED 1 11400
AMERICAN INTERNATIONAL GROUP,I COM 026874107 24 200 SH DEFINED 1 200
AMERICAN INTERNATIONAL GROUP,I COM 026874107 3631 30900 SH DEFINED 1 30900
AMERICAN ITALIAN PASTA COMPANY COM 027070101 91 4400 SH DEFINED 1 4400
AMERICAN TOWER CORP COM 029912201 196 4700 SH DEFINED 1 4700
AMGEN INC COM 031162100 2459 35000 SH DEFINED 1 35000
AMGEN INC COM 031162100 422 6000 SH DEFINED 1 6000
ANADARKO PETROLEUM CORP COM 032511107 2500 50700 SH DEFINED 1 50700
ANADARKO PETROLEUM CORP CONVT 032511AP2 683 1000000 PRN DEFINED 1 1000000
ANADARKO PETROLEUM CORP COM 032511107 39 800 SH DEFINED 1 800
ANADARKO PETROLEUM CORP COM 032511107 10878 220600 SH DEFINED 1 220600
ANADARKO PETROLEUM CORP CONVT 032511AP2 2526 5000000 PRN DEFINED 1 5000000
ANHEUSER-BUSCH COS INC COM 035229103 5176 69300 SH DEFINED 1 69300
ANHEUSER-BUSCH COS INC COM 035229103 837 11200 SH DEFINED 1 11200
ANHEUSER-BUSCH COS INC COM 035229103 60 800 SH DEFINED 1 800
ANHEUSER-BUSCH COS INC COM 035229103 20330 272200 SH DEFINED 1 272200
ANICOM INC COM 035250109 5481 1461540 SH DEFINED 1 1461540
ANSWERTHINK CONSULTING GROUP COM 036916104 655 39390 SH DEFINED 1 39390
APACHE CORPORATION CONVT 037411600 518 10000 SH DEFINED 1 10000
APARTMENT INVESTMENT AND MANAG COM 03748R101 2825 65316 SH DEFINED 1 65316
APARTMENT INVESTMENT AND MANAG COM 03748R101 14133 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
APPLIED MATERIALS INC COM 038222105 2157 23806 SH DEFINED 1 23806
APPLIED MATERIALS INC COM 038222105 28 308 SH DEFINED 1 308
APPLIED MATERIALS INC COM 038222105 5314 58636 SH DEFINED 1 58636
ARACRUZ COM 038496204 734 38000 SH DEFINED 1 38000
ARACRUZ COM 038496204 3766 195000 SH DEFINED 1 195000
ARADIGM CORP COM 038505103 4638 265030 SH DEFINED 1 265030
ARCH COMMUNICATION GROUP-WTS CONVT 039381116 0 115084 SH DEFINED 1 115084
ARCH COMMUNICATION GROUP-WTS COM 039381504 3087 474933 SH DEFINED 1 474933
ARCH COMMUNICATION GROUP-WTS COM 039381603 815 125429 SH DEFINED 1 125429
ARCH COMMUNICATION GROUP-WTS CONVT 039381116 401 474861 SH DEFINED 1 474861
ARCH COMMUNICATION GROUP-WTS COM 039381504 12722 1957196 SH DEFINED 1 1957196
ARCH COMMUNICATION GROUP-WTS COM 039381603 3359 516724 SH DEFINED 1 516724
ARCHSTONE COMMUNITIES TRUST COM 039581103 2067 98125 SH DEFINED 1 98125
ARCHSTONE COMMUNITIES TRUST COM 039581103 5654 268456 SH DEFINED 1 268456
ARDEN REALTY, INC. COM 039793104 1598 68000 SH DEFINED 1 68000
ARDEN REALTY, INC. COM 039793104 6319 268900 SH DEFINED 1 268900
ARISTOCRAT LEISURE LIMITED COM 625398300 1146 340000 SH DEFINED 1 340000
ARISTOCRAT LEISURE LIMITED COM 625398300 5732 1700000 SH DEFINED 1 1700000
ARNOLDO MONDADORI EDITORE COM 408489500 1240 55000 SH DEFINED 1 55000
ARNOLDO MONDADORI EDITORE COM 408489500 6202 275000 SH DEFINED 1 275000
ASM LITHOGRAPHY HOLDING COM 594936800 2189 51000 SH DEFINED 1 51000
ASM LITHOGRAPHY HOLDING COM 594936800 10732 250000 SH DEFINED 1 250000
ASPEN TECHNOLOGY INC COM 045327103 1810 47000 SH DEFINED 1 47000
ASPEN TECHNOLOGY INC COM 045327103 27 700 SH DEFINED 1 700
ASPEN TECHNOLOGY INC COM 045327103 6283 163200 SH DEFINED 1 163200
AT&T CORPORATION COM 001957109 4111 130000 SH DEFINED 1 130000
AT&T CORPORATION COM 001957109 704 22250 SH DEFINED 1 22250
AT&T CORPORATION COM 001957109 51 1600 SH DEFINED 1 1600
AT&T CORPORATION COM 001957109 21720 686798 SH DEFINED 1 686798
ATMEL CORP COM 049513104 2028 55000 SH DEFINED 1 55000
ATMEL CORP COM 049513104 332 9000 SH DEFINED 1 9000
ATMEL CORP COM 049513104 41 1100 SH DEFINED 1 1100
ATMEL CORP COM 049513104 19839 538000 SH DEFINED 1 538000
AUTONOMY COM 550079800 13800 115000 SH DEFINED 1 115000
AUTONOMY COM 550079800 67200 560000 SH DEFINED 1 560000
AUTOSTRADE SPA COM 555465400 823 111000 SH DEFINED 1 111000
AUTOSTRADE SPA COM 555465400 3628 489000 SH DEFINED 1 489000
AVALONBAY COMMUNITIES INC COM 053484101 3597 86166 SH DEFINED 1 86166
AVALONBAY COMMUNITIES INC COM 053484101 22681 543249 SH DEFINED 1 543249
AVANEX CORP COM 05348W109 38 400 SH DEFINED 1 400
AVANEX CORP COM 05348W109 38 400 SH DEFINED 1 400
AVENTIS COM 473681700 1203 16500 SH DEFINED 1 16500
AVENTIS COM 473681700 5832 80000 SH DEFINED 1 80000
AVERY DENNISON CORP. COM 053611109 1007 15000 SH DEFINED 1 15000
AVERY DENNISON CORP. COM 053611109 54 800 SH DEFINED 1 800
AVERY DENNISON CORP. COM 053611109 33119 493400 SH DEFINED 1 493400
AXA COM 402692700 1888 12000 SH DEFINED 1 12000
AXA COM 402692700 9440 60000 SH DEFINED 1 60000
BAKER HUGHES INC. COM 057224107 640 20000 SH DEFINED 1 20000
BALTIMORE TECHNOLOGIES PLC COM 043612200 1355 190000 SH DEFINED 1 190000
BALTIMORE TECHNOLOGIES PLC COM 043612200 6416 900000 SH DEFINED 1 900000
BANCO ITAU COM 245958100 1316 15000000 SH DEFINED 1 15000000
BANCO ITAU COM 245958100 5263 60000000 SH DEFINED 1 60000000
BANK AUSTRIA COM 499962100 973 20000 SH DEFINED 1 20000
BANK AUSTRIA COM 499962100 3162 65000 SH DEFINED 1 65000
BANK OF AMERICA CORP COM 060505104 0 1 SH DEFINED 1 1
BANK OF NEW YORK COMPANY INC. COM 064057102 7673 165000 SH DEFINED 1 165000
BANK OF NEW YORK COMPANY INC. COM 064057102 1423 30600 SH DEFINED 1 30600
BANK OF NEW YORK COMPANY INC. COM 064057102 93 2000 SH DEFINED 1 2000
BANK OF NEW YORK COMPANY INC. COM 064057102 28677 616700 SH DEFINED 1 616700
BANK SARASIN COM 414954500 1414 550 SH DEFINED 1 550
BANK SARASIN COM 414954500 6428 2500 SH DEFINED 1 2500
BARCLAYS PLC COM 007820100 879 35000 SH DEFINED 1 35000
BARCLAYS PLC COM 007820100 3640 145000 SH DEFINED 1 145000
BASF COM 508657700 931 23000 SH DEFINED 1 23000
BASF COM 508657700 4250 105000 SH DEFINED 1 105000
BELCO OIL & GAS CORP CONVT 077410207 4177 297500 SH DEFINED 1 297500
BELL IND INC COM 078107109 205 78014 SH DEFINED 1 78014
BERJAYA SPORTS TOTO COM 633156600 689 422000 SH DEFINED 1 422000
BERJAYA SPORTS TOTO COM 633156600 2958 1813000 SH DEFINED 1 1813000
BERKLEY PETROLEUM COM 208797100 177 28000 SH DEFINED 1 28000
BERKLEY PETROLEUM COM 208797100 771 122000 SH DEFINED 1 122000
BEST BUY CO INC COM 086516101 904 14300 SH DEFINED 1 14300
BF GOODRICH COMPANY CONVT 196878409 815 20000 SH DEFINED 1 20000
BF GOODRICH COMPANY CONVT 196878409 10301 232500 SH DEFINED 1 232500
BIOVAIL CORP COM 09067J109 2473 44600 SH DEFINED 1 44600
BIOVAIL CORP COM 09067J109 105 1900 SH DEFINED 1 1900
BIOVAIL CORP COM 09067J109 44 800 SH DEFINED 1 800
BIOVAIL CORP COM 09067J109 9397 169500 SH DEFINED 1 169500
BJ SERVICES COMPANY COM 055482103 5788 92600 SH DEFINED 1 92600
BJ SERVICES COMPANY COM 055482103 131 2100 SH DEFINED 1 2100
BJ SERVICES COMPANY COM 055482103 94 1500 SH DEFINED 1 1500
BJ SERVICES COMPANY COM 055482103 28391 454260 SH DEFINED 1 454260
BNP PARIBAS COM 413366700 1922 20000 SH DEFINED 1 20000
BNP PARIBAS COM 413366700 9612 100000 SH DEFINED 1 100000
BOSTON PROPERTIES COM 101121101 3353 86800 SH DEFINED 1 86800
BOSTON PROPERTIES COM 101121101 9567 247700 SH DEFINED 1 247700
BOUYGES OFFSHORE COM 102112109 1244 50000 SH DEFINED 1 50000
BOUYGES OFFSHORE COM 102112109 3731 150000 SH DEFINED 1 150000
BP AMOCO PLC COM 055622104 4978 88000 SH DEFINED 1 88000
BP AMOCO PLC COM 055622104 871 15400 SH DEFINED 1 15400
BP AMOCO PLC COM 055622104 45 800 SH DEFINED 1 800
BP AMOCO PLC COM 055622104 20917 369800 SH DEFINED 1 369800
BRADLEY REAL ESTATE INC. COM 104580105 1119 52500 SH DEFINED 1 52500
BRADLEY REAL ESTATE INC. COM 104580105 6805 319300 SH DEFINED 1 319300
BRE PROPERTIES INC COM 05564E106 1299 45000 SH DEFINED 1 45000
BRE PROPERTIES INC COM 05564E106 3754 130000 SH DEFINED 1 130000
BRIDGESTONE COM 613210100 1059 50000 SH DEFINED 1 50000
BRIDGESTONE COM 613210100 3814 180000 SH DEFINED 1 180000
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 47 800 SH DEFINED 1 800
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 20044 344100 SH DEFINED 1 344100
BROOKDALE LIVING COM 112462106 435 30000 SH DEFINED 1 30000
BROOKDALE LIVING COM 112462106 2791 192500 SH DEFINED 1 192500
BUDGET GROUP CAPITAL CONVT 119001303 360 15000 SH DEFINED 1 15000
BUDGET GROUP CAPITAL CONVT 119001303 7680 320000 SH DEFINED 1 320000
BUDGET GROUP CAPITAL CONVT 119003AB7 7500 7500000 PRN DEFINED 1 7500000
BUHRMANN COM 551675100 2539 88891 SH DEFINED 1 88891
BUHRMANN COM 551675100 12336 431955 SH DEFINED 1 431955
C.H. ROBINSON WORLDWIDE, INC COM 12541W100 1881 38000 SH DEFINED 1 38000
C.H. ROBINSON WORLDWIDE, INC COM 12541W100 35 700 SH DEFINED 1 700
C.H. ROBINSON WORLDWIDE, INC COM 12541W100 7014 141700 SH DEFINED 1 141700
CABLE & WIRELESS PLC COM 016255700 1930 116120 SH DEFINED 1 116120
CABLE & WIRELESS PLC COM 016255700 8515 512449 SH DEFINED 1 512449
CAMBREX CORPORATION COM 132011107 117 2600 SH DEFINED 1 2600
CAMDEN PPTY TR CONVT 133131201 6000 240000 SH DEFINED 1 240000
CARRAMERICA REALTY CORP COM 144418100 6307 238000 SH DEFINED 1 238000
CATALINA MARKETING CORPORATION COM 148867104 5008 49100 SH DEFINED 1 49100
CATALINA MARKETING CORPORATION COM 148867104 173 1700 SH DEFINED 1 1700
CATALINA MARKETING CORPORATION COM 148867104 66 650 SH DEFINED 1 650
CATALINA MARKETING CORPORATION COM 148867104 16371 160500 SH DEFINED 1 160500
CATELLUS DEVELOPMENT CORP COM 149111106 914 60900 SH DEFINED 1 60900
CATELLUS DEVELOPMENT CORP COM 149111106 6060 404000 SH DEFINED 1 404000
CDW COMPUTERS COM 125129106 3388 54200 SH DEFINED 1 54200
CDW COMPUTERS COM 125129106 100 1600 SH DEFINED 1 1600
CDW COMPUTERS COM 125129106 50 800 SH DEFINED 1 800
CDW COMPUTERS COM 125129106 13025 208400 SH DEFINED 1 208400
CELLSTAR CORP CONVT 150925AC9 251 500000 PRN DEFINED 1 500000
CELLSTAR CORP CONVT 150925AC9 9419 13375000 PRN DEFINED 1 13375000
CELLTECH GROUP PLC COM 018227600 757 39000 SH DEFINED 1 39000
CELLTECH GROUP PLC COM 018227600 3689 190000 SH DEFINED 1 190000
CEMEX CPO COM 240645700 1082 230000 SH DEFINED 1 230000
CEMEX CPO COM 240645700 3106 660000 SH DEFINED 1 660000
CENDANT CORPORATION CONVT 126545AD4 679 750000 PRN DEFINED 1 750000
CENDANT CORPORATION CONVT 151313301 218 10000 SH DEFINED 1 10000
CENDANT CORPORATION CONVT 151313400 196 10000 SH DEFINED 1 10000
CENDANT CORPORATION CONVT 126545AD4 17047 19000000 PRN DEFINED 1 19000000
CENDANT CORPORATION CONVT 151313301 9820 401100 SH DEFINED 1 401100
CENTRICA PLC COM 057343800 934 280000 SH DEFINED 1 280000
CENTRICA PLC COM 057343800 4668 1400000 SH DEFINED 1 1400000
CHARLES RIVER ASSOCIATES INC. COM 159852102 1364 77400 SH DEFINED 1 77400
CHARLES RIVER ASSOCIATES INC. COM 159852102 21 1200 SH DEFINED 1 1200
CHARLES RIVER ASSOCIATES INC. COM 159852102 5705 323700 SH DEFINED 1 323700
CHASE MANHATTAN CORP COM 16161A108 2764 60000 SH DEFINED 1 60000
CHASE MANHATTAN CORP COM 16161A108 435 9450 SH DEFINED 1 9450
CHASE MANHATTAN CORP COM 16161A108 35 750 SH DEFINED 1 750
CHASE MANHATTAN CORP COM 16161A108 14214 308580 SH DEFINED 1 308580
CHEUNG KONG HOLDINGS LTD COM 619027300 1217 110000 SH DEFINED 1 110000
CHEUNG KONG HOLDINGS LTD COM 619027300 4625 418000 SH DEFINED 1 418000
CHEVRON CORP COM 166751107 4241 50000 SH DEFINED 1 50000
CHEVRON CORP COM 166751107 42 500 SH DEFINED 1 500
CHEVRON CORP COM 166751107 9058 106800 SH DEFINED 1 106800
CHINA MOBIL COM 607355600 1720 195000 SH DEFINED 1 195000
CHINA MOBIL COM 607355600 8378 950000 SH DEFINED 1 950000
CHUGAI PHARMACEUTICAL COM 619640800 1798 95000 SH DEFINED 1 95000
CHUGAI PHARMACEUTICAL COM 619640800 5677 300000 SH DEFINED 1 300000
CINTAS CORPORATION COM 172908105 1611 43900 SH DEFINED 1 43900
CINTAS CORPORATION COM 172908105 62 1700 SH DEFINED 1 1700
CINTAS CORPORATION COM 172908105 19617 534700 SH DEFINED 1 534700
CIRRUS LOGIC INC CONVT 172755AC4 3579 4200000 PRN DEFINED 1 4200000
CISCO SYSTEMS INCORPORATED COM 17275R102 11664 183500 SH DEFINED 1 183500
CISCO SYSTEMS INCORPORATED COM 17275R102 2098 33000 SH DEFINED 1 33000
CISCO SYSTEMS INCORPORATED COM 17275R102 178 2800 SH DEFINED 1 2800
CISCO SYSTEMS INCORPORATED COM 17275R102 93564 1472000 SH DEFINED 1 1472000
CITADEL COMMUNICATIONS CORP COM 172853202 63 1800 SH DEFINED 1 1800
CITADEL COMMUNICATIONS CORP COM 172853202 3733 106853 SH DEFINED 1 106853
CITIGROUP INC COM 172967101 7833 130000 SH DEFINED 1 130000
CITIGROUP INC COM 172967101 1326 22000 SH DEFINED 1 22000
CITIGROUP INC COM 172967101 102 1700 SH DEFINED 1 1700
CITIGROUP INC COM 172967101 31206 517949 SH DEFINED 1 517949
CNF TRUST I CONVT 12612V205 9589 176000 SH DEFINED 1 176000
COCA-COLA CO COM 191216100 3446 60000 SH DEFINED 1 60000
COCA-COLA CO COM 191216100 431 7500 SH DEFINED 1 7500
COLT COM 042469900 1735 52000 SH DEFINED 1 52000
COLT COM 042469900 8343 250000 SH DEFINED 1 250000
COMPUTER HORIZONS CORP COM 205908106 1074 79900 SH DEFINED 1 79900
COMPUTER HORIZONS CORP COM 205908106 12 900 SH DEFINED 1 900
COMPUTER HORIZONS CORP COM 205908106 3599 267800 SH DEFINED 1 267800
COMVERSE COM 205862402 5468 58800 SH DEFINED 1 58800
COMVERSE COM 205862402 279 3000 SH DEFINED 1 3000
COMVERSE COM 205862402 20990 225700 SH DEFINED 1 225700
CONCORD EFS INC. COM 206197105 3186 122550 SH DEFINED 1 122550
CONCORD EFS INC. COM 206197105 68 2600 SH DEFINED 1 2600
CONCORD EFS INC. COM 206197105 20387 784100 SH DEFINED 1 784100
CONOCO 'B' COM 208251405 2860 130000 SH DEFINED 1 130000
CONOCO 'B' COM 208251405 704 32000 SH DEFINED 1 32000
CONOCO 'B' COM 208251405 35 1600 SH DEFINED 1 1600
CONOCO 'B' COM 208251405 17365 789300 SH DEFINED 1 789300
COOPER CAMERON CORP. COM 216640102 106 1600 SH DEFINED 1 1600
COOPER CAMERON CORP. COM 216640102 1439 21800 SH DEFINED 1 21800
CORE LABORATORIES COM N22717107 899 31000 SH DEFINED 1 31000
CORIXA CORP COM 21887F100 313 7294 SH DEFINED 1 7294
CORNING INC COM 219350105 7152 26500 SH DEFINED 1 26500
CORNING INC COM 219350105 1349 5000 SH DEFINED 1 5000
CORNING INC COM 219350105 81 300 SH DEFINED 1 300
CORNING INC COM 219350105 38160 141400 SH DEFINED 1 141400
COSTCO WHOLESALE CORP. COM 22160K105 2937 89000 SH DEFINED 1 89000
COSTCO WHOLESALE CORP. COM 22160K105 528 16000 SH DEFINED 1 16000
COSTCO WHOLESALE CORP. COM 22160K105 33 1000 SH DEFINED 1 1000
COSTCO WHOLESALE CORP. COM 22160K105 16368 496000 SH DEFINED 1 496000
COX COMMUNICATIONS INC CONVT 224044AX5 494 1000000 PRN DEFINED 1 1000000
COX COMMUNICATIONS INC CONVT 224044AX5 3098 7218000 PRN DEFINED 1 7218000
CREDENCE SYSTEMS CORP COM 225302108 116 2100 SH DEFINED 1 2100
CRH PLC COM 018270400 1020 56500 SH DEFINED 1 56500
CRH PLC COM 018270400 4963 275000 SH DEFINED 1 275000
CROWN CASTLE INTL CORP COM 228227104 110 3000 SH DEFINED 1 3000
CROWN CASTLE INTL CORP COM 228227104 15033 1579337 SH DEFINED 1 1579337
CROWN CORK & SEAL COMPANY,INC. COM 228255105 137 9117 SH DEFINED 1 9117
CSL LIMITED COM 618549500 1331 67500 SH DEFINED 1 67500
CSL LIMITED COM 618549500 6555 332500 SH DEFINED 1 332500
CYMER INC COM 232572107 2163 45300 SH DEFINED 1 45300
CYMER INC COM 232572107 138 2900 SH DEFINED 1 2900
CYMER INC COM 232572107 43 900 SH DEFINED 1 900
CYMER INC COM 232572107 7941 166300 SH DEFINED 1 166300
CYPRESS SEMICONDUCTOR CONVT 232806AE9 292 250000 PRN DEFINED 1 250000
CYPRESS SEMICONDUCTOR CONVT 232806AE9 3750 3750000 PRN DEFINED 1 3750000
CYPRESS SEMICONDUCTOR CONVT 232806AF6 3000 3000000 PRN DEFINED 1 3000000
DAO HENK BANK COM 628713100 1328 300000 SH DEFINED 1 300000
DAO HENK BANK COM 628713100 3098 700000 SH DEFINED 1 700000
DAVID'S BRIDAL INC COM 238576102 1359 117500 SH DEFINED 1 117500
DAVID'S BRIDAL INC COM 238576102 22 1900 SH DEFINED 1 1900
DAVID'S BRIDAL INC COM 238576102 4589 396900 SH DEFINED 1 396900
DBS HOLDINGS COM 617520300 963 75000 SH DEFINED 1 75000
DBS HOLDINGS COM 617520300 4175 325000 SH DEFINED 1 325000
DELL COMPUTER CORP. COM 247025109 5276 107000 SH DEFINED 1 107000
DELL COMPUTER CORP. COM 247025109 838 17000 SH DEFINED 1 17000
DELL COMPUTER CORP. COM 247025109 64 1300 SH DEFINED 1 1300
DELL COMPUTER CORP. COM 247025109 24849 503900 SH DEFINED 1 503900
DEPFA BANK COM 435506300 805 8000 SH DEFINED 1 8000
DEPFA BANK COM 435506300 4024 40000 SH DEFINED 1 40000
DIAGEO PLC COM 023740000 1472 165000 SH DEFINED 1 165000
DIAGEO PLC COM 023740000 7226 810000 SH DEFINED 1 810000
DIAMOND OFFSHORE DRILLING COM 25271C102 1890 53800 SH DEFINED 1 53800
DIAMOND OFFSHORE DRILLING COM 25271C102 309 8800 SH DEFINED 1 8800
DIAMOND OFFSHORE DRILLING COM 25271C102 25 700 SH DEFINED 1 700
DIAMOND OFFSHORE DRILLING COM 25271C102 20253 576600 SH DEFINED 1 576600
DOLLAR TREE STORES, INC. COM 256747106 53 1350 SH DEFINED 1 1350
DOMAIN TECHNOLOGY INC COM 257030106 9 9494 SH DEFINED 1 9494
DRIL-QUIP, INC. COM 262037104 1061 22700 SH DEFINED 1 22700
DST SYSTEMS, INC. COM 233326107 4324 56800 SH DEFINED 1 56800
DST SYSTEMS, INC. COM 233326107 61 800 SH DEFINED 1 800
DST SYSTEMS, INC. COM 233326107 16557 217500 SH DEFINED 1 217500
DUKE ENERGY COMPANY COM 264399106 3383 60000 SH DEFINED 1 60000
DUKE-WEEKS REALTY CORP COM 264411505 3537 158096 SH DEFINED 1 158096
DUKE-WEEKS REALTY CORP COM 264411505 9952 444772 SH DEFINED 1 444772
EASTGROUP PROPERTIES INC COM 277276101 790 37500 SH DEFINED 1 37500
EASTGROUP PROPERTIES INC COM 277276101 3949 187500 SH DEFINED 1 187500
ECHELON CORPORATION COM 27874N105 473 8167 SH DEFINED 1 8167
ECOLAB, INC. COM 278865100 3906 100000 SH DEFINED 1 100000
ECOLAB, INC. COM 278865100 273 7000 SH DEFINED 1 7000
ECOLAB, INC. COM 278865100 86 2200 SH DEFINED 1 2200
ECOLAB, INC. COM 278865100 9258 237000 SH DEFINED 1 237000
EGYPT MOBILE PHONE (MOBINIL) COM 610392500 1041 32000 SH DEFINED 1 32000
EGYPT MOBILE PHONE (MOBINIL) COM 610392500 5207 160000 SH DEFINED 1 160000
ELAN CORPORATION COM 284131208 1453 30000 SH DEFINED 1 30000
ELAN CORPORATION COM 284131208 7266 150000 SH DEFINED 1 150000
ELECTRONIC ARTS COM 285512109 80 1100 SH DEFINED 1 1100
ELECTRONIC DATA SYSTEMS COM 285661104 2888 70000 SH DEFINED 1 70000
ELECTRONIC DATA SYSTEMS COM 285661104 433 10500 SH DEFINED 1 10500
ELECTRONIC DATA SYSTEMS COM 285661104 50 1200 SH DEFINED 1 1200
ELECTRONIC DATA SYSTEMS COM 285661104 20802 504300 SH DEFINED 1 504300
ELI LILLY & COMPANY COM 532457108 4994 50000 SH DEFINED 1 50000
ELI LILLY & COMPANY COM 532457108 829 8300 SH DEFINED 1 8300
ELI LILLY & COMPANY COM 532457108 60 600 SH DEFINED 1 600
ELI LILLY & COMPANY COM 532457108 22092 221200 SH DEFINED 1 221200
EMC CORPORATION COM 268648102 6155 80000 SH DEFINED 1 80000
EMC CORPORATION COM 268648102 1000 13000 SH DEFINED 1 13000
EMC CORPORATION COM 268648102 77 1000 SH DEFINED 1 1000
EMC CORPORATION COM 268648102 32021 416200 SH DEFINED 1 416200
EMERSON ELECTRIC CO COM 291011104 4679 77500 SH DEFINED 1 77500
ENERGIS PLC COM 021962400 2044 55000 SH DEFINED 1 55000
ENERGIS PLC COM 021962400 10220 275000 SH DEFINED 1 275000
ENGAGE INC COM 292827102 26 2000 SH DEFINED 1 2000
ENRON CORP COM 293561106 8837 137000 SH DEFINED 1 137000
ENRON CORP COM 293561106 1471 22800 SH DEFINED 1 22800
ENRON CORP COM 293561106 116 1800 SH DEFINED 1 1800
ENRON CORP COM 293561106 52013 806400 SH DEFINED 1 806400
ENSCO INTERNATIONAL INCORPORAT COM 26874Q100 1099 30700 SH DEFINED 1 30700
ENTERPRISE OIL COM 031886600 1463 175000 SH DEFINED 1 175000
ENTERPRISE OIL COM 031886600 7313 875000 SH DEFINED 1 875000
EOG RESOURCES COM 26875P101 5863 175000 SH DEFINED 1 175000
EOG RESOURCES COM 26875P101 975 29100 SH DEFINED 1 29100
EOG RESOURCES COM 26875P101 80 2400 SH DEFINED 1 2400
EOG RESOURCES COM 26875P101 33034 986100 SH DEFINED 1 986100
EPCOS COM 578599300 2211 22000 SH DEFINED 1 22000
EPCOS COM 578599300 11055 110000 SH DEFINED 1 110000
EQ ONLINE OYJ COM 594684200 241 41500 SH DEFINED 1 41500
EQ ONLINE OYJ COM 594684200 1211 208500 SH DEFINED 1 208500
EQUANT COM 294409107 366 8500 SH DEFINED 1 8500
EQUANT COM 294409107 1720 40000 SH DEFINED 1 40000
EQUITY OFFICE PROPERTIES TRUST COM 294741103 5091 184710 SH DEFINED 1 184710
EQUITY OFFICE PROPERTIES TRUST COM 294741103 65641 2414009 SH DEFINED 1 2414009
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 5985 130100 SH DEFINED 1 130100
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 43318 941692 SH DEFINED 1 941692
ERG LIMITED COM 631774800 929 120000 SH DEFINED 1 120000
ERG LIMITED COM 631774800 4644 600000 SH DEFINED 1 600000
EXIDE CORP CONVT 302051AF4 606 1250000 PRN DEFINED 1 1250000
EXIDE CORP CONVT 302051AF4 24903 30750000 PRN DEFINED 1 30750000
EXODUS COMMUNICATIONS CONVT 302088AJ8 1064 500000 PRN DEFINED 1 500000
EXPEDITORS INTL WASH INC COM 302130109 2161 45500 SH DEFINED 1 45500
EXPEDITORS INTL WASH INC COM 302130109 86 1800 SH DEFINED 1 1800
EXPEDITORS INTL WASH INC COM 302130109 52 1100 SH DEFINED 1 1100
EXPEDITORS INTL WASH INC COM 302130109 8284 174400 SH DEFINED 1 174400
EXXON MOBILE CORP COM 30231G102 8196 104406 SH DEFINED 1 104406
EXXON MOBILE CORP COM 30231G102 1551 19761 SH DEFINED 1 19761
EXXON MOBILE CORP COM 30231G102 68 860 SH DEFINED 1 860
EXXON MOBILE CORP COM 30231G102 33105 421726 SH DEFINED 1 421726
FEDERAL SIGNAL COM 313855108 76 4600 SH DEFINED 1 4600
FEDEX CORPORATION COM 31428X106 10891 286600 SH DEFINED 1 286600
FIFTH THIRD BANCORP COM 316773100 70 1100 SH DEFINED 1 1100
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 7256 95633 SH DEFINED 1 95633
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 99 1300 SH DEFINED 1 1300
FINANCIAL SQUARE PRIME OBLIGAT COM 38141W364 90600 90600000 SH DEFINED 1 90600000
FINMECCANICA SPA COM 585995100 1253 915000 SH DEFINED 1 915000
FINMECCANICA SPA COM 585995100 6059 4425000 SH DEFINED 1 4425000
FIRST WASHINGTON REALTY TRUST CONVT 337489603 2788 100000 SH DEFINED 1 100000
FIRSTAR CORPORATION NEW COM 33763V109 9984 474000 SH DEFINED 1 474000
FISERV COM 337738108 7136 165000 SH DEFINED 1 165000
FISERV COM 337738108 874 20200 SH DEFINED 1 20200
FISERV COM 337738108 89 2050 SH DEFINED 1 2050
FISERV COM 337738108 28058 648750 SH DEFINED 1 648750
FORD MOTOR COMPANY COM 345370100 12156 282700 SH DEFINED 1 282700
FRONTIER FINANCING TRUST CONVT 35907U103 713 150000 SH DEFINED 1 150000
FUJI BANK COM 635628000 1217 160000 SH DEFINED 1 160000
FUJI BANK COM 635628000 5325 700000 SH DEFINED 1 700000
FUJI HEAVY INDUSTRIES COM 635640600 1344 185000 SH DEFINED 1 185000
FUJI HEAVY INDUSTRIES COM 635640600 4905 675000 SH DEFINED 1 675000
GABLES RESIDENTIAL TRUST COM 362418105 721 28000 SH DEFINED 1 28000
GABLES RESIDENTIAL TRUST COM 362418105 4840 187972 SH DEFINED 1 187972
GALERIES LAFAYETTE COM 570455600 1216 6000 SH DEFINED 1 6000
GALERIES LAFAYETTE COM 570455600 6079 30000 SH DEFINED 1 30000
GASONICS INTERNATIONAL CORP. COM 367278108 4654 118000 SH DEFINED 1 118000
GASONICS INTERNATIONAL CORP. COM 367278108 67 1700 SH DEFINED 1 1700
GASONICS INTERNATIONAL CORP. COM 367278108 17980 455900 SH DEFINED 1 455900
GEMSTAR INTERNATIONAL GROUP LI COM G3788V106 221 3600 SH DEFINED 1 3600
GENERAL ELECTRIC COMPANY COM 369604103 17013 321000 SH DEFINED 1 321000
GENERAL ELECTRIC COMPANY COM 369604103 3021 57000 SH DEFINED 1 57000
GENERAL ELECTRIC COMPANY COM 369604103 191 3600 SH DEFINED 1 3600
GENERAL ELECTRIC COMPANY COM 369604103 91441 1725300 SH DEFINED 1 1725300
GENZYME CORPORATION COM 372917104 256 4308 SH DEFINED 1 4308
GENZYME SURGICAL PRODUCTS COM 372917609 8 771 SH DEFINED 1 771
GEORGIA PACIFIC CORP CONVT 373298801 480 15000 SH DEFINED 1 15000
GEORGIA PACIFIC CORP CONVT 373298801 10478 215000 SH DEFINED 1 215000
GETTY IMAGES INC COM 374276103 2157 58200 SH DEFINED 1 58200
GETTY IMAGES INC COM 374276103 193 5200 SH DEFINED 1 5200
GETTY IMAGES INC COM 374276103 33 900 SH DEFINED 1 900
GETTY IMAGES INC COM 374276103 6701 180800 SH DEFINED 1 180800
GETTY IMAGES INC CONVT 374276AC7 4844 4000000 PRN DEFINED 1 4000000
GLOBAL INDUSTRIES LTD COM 379336100 2767 146600 SH DEFINED 1 146600
GLOBAL INDUSTRIES LTD COM 379336100 40 2100 SH DEFINED 1 2100
GLOBAL INDUSTRIES LTD COM 379336100 12280 650600 SH DEFINED 1 650600
GLOBAL TELESYSTEMS, INC CONVT 37936UAE4 563 1000000 PRN DEFINED 1 1000000
GLOBAL TELESYSTEMS, INC CONVT 37936UAE4 5084 5830000 PRN DEFINED 1 5830000
GN STORE NORD COM 532327400 1664 16500 SH DEFINED 1 16500
GN STORE NORD COM 532327400 8066 80000 SH DEFINED 1 80000
GOLF TRUST OF AMERICA COM 38168B103 318 20000 SH DEFINED 1 20000
GOLF TRUST OF AMERICA COM 38168B103 3705 233400 SH DEFINED 1 233400
GRANT PRIDECO INC -W/I COM 38821G101 1535 61400 SH DEFINED 1 61400
GRANT PRIDECO INC -W/I COM 38821G101 105 4200 SH DEFINED 1 4200
GRANT PRIDECO INC -W/I COM 38821G101 25 1000 SH DEFINED 1 1000
GRANT PRIDECO INC -W/I COM 38821G101 6473 258900 SH DEFINED 1 258900
GREAT LAKES REIT, INC COM 390752103 510 30000 SH DEFINED 1 30000
GREAT LAKES REIT, INC COM 390752103 6664 392000 SH DEFINED 1 392000
GREENPOINT FINANCIAL CORP COM 395384100 1588 84702 SH DEFINED 1 84702
GREENPOINT FINANCIAL CORP COM 395384100 76 4030 SH DEFINED 1 4030
GREENPOINT FINANCIAL CORP COM 395384100 24 1292 SH DEFINED 1 1292
GREENPOINT FINANCIAL CORP COM 395384100 5145 274402 SH DEFINED 1 274402
GTE CORP COM 362320103 4358 70000 SH DEFINED 1 70000
GTE CORP COM 362320103 747 12000 SH DEFINED 1 12000
GTE CORP COM 362320103 68 1100 SH DEFINED 1 1100
GTE CORP COM 362320103 18613 299000 SH DEFINED 1 299000
GUIDANT CORP COM 401698105 4950 100000 SH DEFINED 1 100000
GUIDANT CORP COM 401698105 822 16600 SH DEFINED 1 16600
GUIDANT CORP COM 401698105 25 500 SH DEFINED 1 500
GUIDANT CORP COM 401698105 14449 291900 SH DEFINED 1 291900
HALLIBURTON COMPANY COM 406216101 774 16400 SH DEFINED 1 16400
HARLEY DAVIDSON INC COM 412822108 3850 100000 SH DEFINED 1 100000
HARLEY DAVIDSON INC COM 412822108 1155 30000 SH DEFINED 1 30000
HARLEY DAVIDSON INC COM 412822108 116 3000 SH DEFINED 1 3000
HARLEY DAVIDSON INC COM 412822108 44325 1151300 SH DEFINED 1 1151300
HARMONIC INC COM 413160102 683 27610 SH DEFINED 1 27610
HARMONIC INC COM 413160102 22 900 SH DEFINED 1 900
HARMONIC INC COM 413160102 10 417 SH DEFINED 1 417
HARMONIC INC COM 413160102 2309 93285 SH DEFINED 1 93285
HEALTH MANAGEMENT ASSOC INC COM 421933102 1941 148600 SH DEFINED 1 148600
HEALTH MANAGEMENT ASSOC INC COM 421933102 39 3000 SH DEFINED 1 3000
HEALTH MANAGEMENT ASSOC INC COM 421933102 31 2400 SH DEFINED 1 2400
HEALTH MANAGEMENT ASSOC INC COM 421933102 6270 480000 SH DEFINED 1 480000
HEALTHSOUTH CORP CONVT 421924AF8 3454 4400000 PRN DEFINED 1 4400000
HEALTHSOUTH CORP CONVT 421924AF8 16144 19500000 PRN DEFINED 1 19500000
HEIDRICK & STRUGGLES INTL COM 422819102 1957 31000 SH DEFINED 1 31000
HEIDRICK & STRUGGLES INTL COM 422819102 44 700 SH DEFINED 1 700
HEIDRICK & STRUGGLES INTL COM 422819102 32 500 SH DEFINED 1 500
HEIDRICK & STRUGGLES INTL COM 422819102 6565 104000 SH DEFINED 1 104000
HEWLETT-PACKARD COMPANY COM 428236103 12 100 SH DEFINED 1 100
HEWLETT-PACKARD COMPANY COM 428236103 25162 201500 SH DEFINED 1 201500
HIGHWOODS PROPERTIES COM 431284108 377 15700 SH DEFINED 1 15700
HIGHWOODS PROPERTIES COM 431284108 2556 106500 SH DEFINED 1 106500
HILTON GROUP PLC COM 050025400 1056 300000 SH DEFINED 1 300000
HILTON GROUP PLC COM 050025400 5279 1500000 SH DEFINED 1 1500000
HILTON HOTELS CORP CONVT 432848AL3 2291 2900000 PRN DEFINED 1 2900000
HMT TECHNOLOGY CORP CONVT 403917AD9 559 1300000 PRN DEFINED 1 1300000
HMT TECHNOLOGY CORP CONVT 403917AD9 6760 13511000 PRN DEFINED 1 13511000
HOME DEPOT, INC. COM 437076102 3246 65000 SH DEFINED 1 65000
HOME DEPOT, INC. COM 437076102 524 10500 SH DEFINED 1 10500
HOME DEPOT, INC. COM 437076102 97 1950 SH DEFINED 1 1950
HOME DEPOT, INC. COM 437076102 41933 839700 SH DEFINED 1 839700
HONDA MOTOR COM 643514500 1261 37000 SH DEFINED 1 37000
HONDA MOTOR COM 643514500 3748 110000 SH DEFINED 1 110000
HONEYWELL INTERNATIONAL COM 438516106 1634 48500 SH DEFINED 1 48500
HONEYWELL INTERNATIONAL COM 438516106 202 6000 SH DEFINED 1 6000
HOST MARRIOTT CORPORATION COM 44107P104 1067 113800 SH DEFINED 1 113800
HOST MARRIOTT CORPORATION COM 44107P104 7667 817800 SH DEFINED 1 817800
HOST MARRIOTT FIN TRUST CONVT 441079209 164 5000 SH DEFINED 1 5000
HOST MARRIOTT FIN TRUST CONVT 441079209 1545 47000 SH DEFINED 1 47000
HOTEL RESERVATIONS INC -CL A COM 441451101 74 2500 SH DEFINED 1 2500
HOTEL RESERVATIONS INC -CL A COM 441451101 27 900 SH DEFINED 1 900
HOUSING & COMMERCIAL BANK COM 650302000 901 38500 SH DEFINED 1 38500
HOUSING & COMMERCIAL BANK COM 650302000 3090 132000 SH DEFINED 1 132000
HSBC HOLDINGS COM 615816300 952 83400 SH DEFINED 1 83400
HSBC HOLDINGS COM 615816300 3083 270000 SH DEFINED 1 270000
IBM CORP COM 459200101 6070 55400 SH DEFINED 1 55400
IBM CORP COM 459200101 1128 10300 SH DEFINED 1 10300
IBM CORP COM 459200101 44 400 SH DEFINED 1 400
IBM CORP COM 459200101 19568 178600 SH DEFINED 1 178600
ILLINOIS TOOL WORKS INC. COM 452308109 3135 55000 SH DEFINED 1 55000
ILLINOIS TOOL WORKS INC. COM 452308109 473 8300 SH DEFINED 1 8300
ILLINOIS TOOL WORKS INC. COM 452308109 34 600 SH DEFINED 1 600
ILLINOIS TOOL WORKS INC. COM 452308109 14535 255000 SH DEFINED 1 255000
IMS HEALTH INC COM 449934108 880 48900 SH DEFINED 1 48900
INACOM CORPORATION CONVT 92208Q208 1560 104000 SH DEFINED 1 104000
INET TECHNOLOGIES INC COM 45662V105 92 1700 SH DEFINED 1 1700
INET TECHNOLOGIES INC COM 45662V105 22 400 SH DEFINED 1 400
INFONAUTICS INC-CL A COM 456662105 298 68200 SH DEFINED 1 68200
INFONAUTICS INC-CL A COM 456662105 10 2300 SH DEFINED 1 2300
INFONAUTICS INC-CL A COM 456662105 4 800 SH DEFINED 1 800
INFONAUTICS INC-CL A COM 456662105 1243 284100 SH DEFINED 1 284100
INGRAM MICRO INC. CONVT 457153AB0 1295 3500000 PRN DEFINED 1 3500000
INGRAM MICRO INC. CONVT 457153AB0 31009 90000000 PRN DEFINED 1 90000000
INTEGRATED MEDICAL RESOURCES COM 45812A100 2 193741 SH DEFINED 1 193741
INTEL CORP. COM 458140100 10695 80000 SH DEFINED 1 80000
INTEL CORP. COM 458140100 2005 15000 SH DEFINED 1 15000
INTEL CORP. COM 458140100 174 1300 SH DEFINED 1 1300
INTEL CORP. COM 458140100 77525 579900 SH DEFINED 1 579900
INTERMEDIA COMMUNICATION COM 458801107 35 1170 SH DEFINED 1 1170
INTERNATIONAL NEDERLANDEN GROE COM 505887700 2061 30522 SH DEFINED 1 30522
INTERNATIONAL NEDERLANDEN GROE COM 505887700 9914 146845 SH DEFINED 1 146845
INTERNATIONAL PAPER CONVT 460137201 453 10000 SH DEFINED 1 10000
INTERNATIONAL PAPER CONVT 460137201 1868 40000 SH DEFINED 1 40000
INTERNET PICTURES CORP COM 46059S101 17 1100 SH DEFINED 1 1100
INTERPUBLIC GROUP OF COS INC COM 460690100 2640 61400 SH DEFINED 1 61400
INTERPUBLIC GROUP OF COS INC COM 460690100 391 9100 SH DEFINED 1 9100
INTERPUBLIC GROUP OF COS INC COM 460690100 26 600 SH DEFINED 1 600
INTERPUBLIC GROUP OF COS INC COM 460690100 13928 323900 SH DEFINED 1 323900
INTL PAPER CO COM 460146103 447 15000 SH DEFINED 1 15000
INVESTORS FINANCIAL SERVICES C COM 461915100 9525 240000 SH DEFINED 1 240000
INVESTORS FINANCIAL SERVICES C COM 461915100 238 6000 SH DEFINED 1 6000
INVESTORS FINANCIAL SERVICES C COM 461915100 135 3400 SH DEFINED 1 3400
INVESTORS FINANCIAL SERVICES C COM 461915100 32369 815600 SH DEFINED 1 815600
IRISH LIFE & PERMANENT COM 445525300 769 91275 SH DEFINED 1 91275
IRISH LIFE & PERMANENT COM 445525300 1742 206890 SH DEFINED 1 206890
ITHACA INDUSTRIES COM 465679108 0 120000 SH DEFINED 1 120000
ITHACA INDUSTRIES COM 465679108 0 2280000 SH DEFINED 1 2280000
JABIL CIRCUIT, INC COM 466313103 238 4800 SH DEFINED 1 4800
JAKKS PACIFIC INC COM 47012E106 738 50000 SH DEFINED 1 50000
JAKKS PACIFIC INC COM 47012E106 13 900 SH DEFINED 1 900
JAKKS PACIFIC INC COM 47012E106 3133 212400 SH DEFINED 1 212400
JAZZTEL PLC-ADR COM 47214R152 184 7000 SH DEFINED 1 7000
JAZZTEL PLC-ADR COM 47214R152 919 35000 SH DEFINED 1 35000
JDS UNIPHASE CORP COM 46612J101 4939 41200 SH DEFINED 1 41200
JDS UNIPHASE CORP COM 46612J101 240 2000 SH DEFINED 1 2000
JDS UNIPHASE CORP COM 46612J101 60 500 SH DEFINED 1 500
JDS UNIPHASE CORP COM 46612J101 14517 121100 SH DEFINED 1 121100
JEFFERSON SMURFIT COM 081914300 840 492000 SH DEFINED 1 492000
JEFFERSON SMURFIT COM 081914300 3754 2200000 SH DEFINED 1 2200000
JOHNSON & JOHNSON COM 478160104 5603 55000 SH DEFINED 1 55000
JOHNSON & JOHNSON COM 478160104 1060 10400 SH DEFINED 1 10400
JOHNSON & JOHNSON COM 478160104 92 900 SH DEFINED 1 900
JOHNSON & JOHNSON COM 478160104 29055 285200 SH DEFINED 1 285200
JOMED NV COM 594699400 327 8275 SH DEFINED 1 8275
JOMED NV COM 594699400 1569 39725 SH DEFINED 1 39725
JONES APPAREL GROUP INC COM 480074103 2021 86000 SH DEFINED 1 86000
JONES APPAREL GROUP INC COM 480074103 33 1400 SH DEFINED 1 1400
JONES APPAREL GROUP INC COM 480074103 7724 328700 SH DEFINED 1 328700
JULIUS BAER HOLDING COM 411695800 1974 500 SH DEFINED 1 500
JULIUS BAER HOLDING COM 411695800 9477 2400 SH DEFINED 1 2400
JUNIPER NETWORKS INC CONVT 48203RAA2 406 500000 PRN DEFINED 1 500000
JUNIPER NETWORKS INC CONVT 48203RAA2 4500 4500000 PRN DEFINED 1 4500000
JUPITER COMMUNICATION COM 482050101 922 40100 SH DEFINED 1 40100
JUPITER COMMUNICATION COM 482050101 83 3600 SH DEFINED 1 3600
JUPITER COMMUNICATION COM 482050101 21 900 SH DEFINED 1 900
JUPITER COMMUNICATION COM 482050101 3022 131400 SH DEFINED 1 131400
KAMPS AG COM 543707800 1533 48000 SH DEFINED 1 48000
KAMPS AG COM 543707800 7667 240000 SH DEFINED 1 240000
KAO COM 648380900 1529 50000 SH DEFINED 1 50000
KAO COM 648380900 5657 185000 SH DEFINED 1 185000
KAYDON CORPORATION COM 486587108 2684 127800 SH DEFINED 1 127800
KAYDON CORPORATION COM 486587108 46 2200 SH DEFINED 1 2200
KAYDON CORPORATION COM 486587108 38 1800 SH DEFINED 1 1800
KAYDON CORPORATION COM 486587108 9677 460800 SH DEFINED 1 460800
KBC BANCASSURANCE COM 547667300 0 470 SH DEFINED 1 470
KBC BANCASSURANCE CONVT 940757900 56 682 PRN DEFINED 1 682
KBC BANCASSURANCE COM 547667300 0 950 SH DEFINED 1 950
KBC BANCASSURANCE CONVT 940757900 91 1365 PRN DEFINED 1 1365
KEANE COM 486665102 913 42200 SH DEFINED 1 42200
KEANE COM 486665102 58 2700 SH DEFINED 1 2700
KEANE COM 486665102 17 800 SH DEFINED 1 800
KEANE COM 486665102 3170 146600 SH DEFINED 1 146600
KEEBLER FOODS COM 487256109 78 2100 SH DEFINED 1 2100
KEEBLER FOODS COM 487256109 4641 125000 SH DEFINED 1 125000
KERR-MCGEE CORP. CONVT 492386AP2 588 500000 PRN DEFINED 1 500000
KERR-MCGEE CORP. CONVT 492386AP2 13789 13500000 PRN DEFINED 1 13500000
KEYENCE COM 649099500 1817 5500 SH DEFINED 1 5500
KEYENCE COM 649099500 7885 23870 SH DEFINED 1 23870
KIMBERLY-CLARK CORP COM 494368103 5938 103500 SH DEFINED 1 103500
KIMBERLY-CLARK CORP COM 494368103 786 13700 SH DEFINED 1 13700
KIMBERLY-CLARK CORP COM 494368103 52 900 SH DEFINED 1 900
KIMBERLY-CLARK CORP COM 494368103 22835 398000 SH DEFINED 1 398000
KNIGHT TRANSPORTATION, INC. COM 499064103 3250 223150 SH DEFINED 1 223150
KNIGHT TRANSPORTATION, INC. COM 499064103 32 2200 SH DEFINED 1 2200
KNIGHT TRIMARK GROUP INC COM 499063105 563 18900 SH DEFINED 1 18900
KNIGHT TRIMARK GROUP INC COM 499063105 30 1000 SH DEFINED 1 1000
KNIGHT TRIMARK GROUP INC COM 499063105 9 300 SH DEFINED 1 300
KNIGHT TRIMARK GROUP INC COM 499063105 2263 75900 SH DEFINED 1 75900
KOHLS DEPARTMENT STORES COM 500255104 7343 132000 SH DEFINED 1 132000
KOHLS DEPARTMENT STORES COM 500255104 1368 24600 SH DEFINED 1 24600
KOHLS DEPARTMENT STORES COM 500255104 211 3800 SH DEFINED 1 3800
KOHLS DEPARTMENT STORES COM 500255104 82236 1478400 SH DEFINED 1 1478400
KONINKLIJKE AHOLD NV COM 525260200 1205 41000 SH DEFINED 1 41000
KONINKLIJKE AHOLD NV COM 525260200 5880 200000 SH DEFINED 1 200000
KONINKLIJKE PHILIPS ELECTRONIC COM 594587200 2638 56000 SH DEFINED 1 56000
KONINKLIJKE PHILIPS ELECTRONIC COM 594587200 12481 264960 SH DEFINED 1 264960
KOREA ELECTRIC POWER CO. COM 500631106 922 50000 SH DEFINED 1 50000
KOREA ELECTRIC POWER CO. COM 500631106 4056 220000 SH DEFINED 1 220000
KUDELSKI COM 556885900 1696 135 SH DEFINED 1 135
KUDELSKI COM 556885900 8166 650 SH DEFINED 1 650
LABORATORY CRP OF AMER HLDGS COM 50540R409 10801 364094 SH DEFINED 1 364094
LAGARDERE COM 454721300 2388 31300 SH DEFINED 1 31300
LAGARDERE COM 454721300 10733 140700 SH DEFINED 1 140700
LAMAR ADVERTISING COMPANY COM 512815101 2672 61700 SH DEFINED 1 61700
LAMAR ADVERTISING COMPANY COM 512815101 130 3000 SH DEFINED 1 3000
LAMAR ADVERTISING COMPANY COM 512815101 35 800 SH DEFINED 1 800
LAMAR ADVERTISING COMPANY COM 512815101 9113 210400 SH DEFINED 1 210400
LASON INC COM 51808R107 79 31591 SH DEFINED 1 31591
LEGGETT & PLATT INCORPORATED COM 524660107 1421 86100 SH DEFINED 1 86100
LEGGETT & PLATT INCORPORATED COM 524660107 21 1300 SH DEFINED 1 1300
LEGGETT & PLATT INCORPORATED COM 524660107 11024 668100 SH DEFINED 1 668100
LEHMAN BROTHERS HOLDINGS COM 524908100 4728 50000 SH DEFINED 1 50000
LEHMAN BROTHERS HOLDINGS COM 524908100 804 8500 SH DEFINED 1 8500
LEHMAN BROTHERS HOLDINGS COM 524908100 57 600 SH DEFINED 1 600
LEHMAN BROTHERS HOLDINGS COM 524908100 21267 224900 SH DEFINED 1 224900
LEVEL 3 COMMUNICATIONS CONVT 52729NAS9 208 250000 PRN DEFINED 1 250000
LEVEL 3 COMMUNICATIONS CONVT 52729NAS9 2750 2750000 PRN DEFINED 1 2750000
LEXMARK INT'L GROUP COM 529771107 2892 43000 SH DEFINED 1 43000
LEXMARK INT'L GROUP COM 529771107 34 500 SH DEFINED 1 500
LEXMARK INT'L GROUP COM 529771107 16786 249600 SH DEFINED 1 249600
LILLY INDUSTRIAL COATINGS COM 532491107 0 0 SH DEFINED 1 0
LINCARE, INC. COM 532791100 3487 141600 SH DEFINED 1 141600
LINCARE, INC. COM 532791100 99 4000 SH DEFINED 1 4000
LINCARE, INC. COM 532791100 54 2200 SH DEFINED 1 2200
LINCARE, INC. COM 532791100 12980 527100 SH DEFINED 1 527100
LINENS & THIGNS INC COM 535679104 98 3600 SH DEFINED 1 3600
LSI LOGIC CORP CONVT 502161AE2 769 750000 PRN DEFINED 1 750000
LSI LOGIC CORP CONVT 502161AE2 19459 17200000 PRN DEFINED 1 17200000
LUXOTTICA GROUP SPA-SPON ADR COM 55068R202 1146 94000 SH DEFINED 1 94000
LUXOTTICA GROUP SPA-SPON ADR COM 55068R202 5484 450000 SH DEFINED 1 450000
MACK CALI REALTY COM 554489104 1377 53600 SH DEFINED 1 53600
MACK CALI REALTY COM 554489104 3206 124800 SH DEFINED 1 124800
MAGNA INTERNATIONAL INC-CL A COM 255447500 752 16000 SH DEFINED 1 16000
MAGNA INTERNATIONAL INC-CL A COM 255447500 3665 78000 SH DEFINED 1 78000
MAIL-WELL INC. CONVT 560321AD3 2857 3500000 PRN DEFINED 1 3500000
MAIL-WELL INC. CONVT 560321AD3 30701 34300000 PRN DEFINED 1 34300000
MANULIFE COM 56501R106 1425 80000 SH DEFINED 1 80000
MANULIFE COM 56501R106 7125 400000 SH DEFINED 1 400000
MARCONI PLC COM 087743100 1369 105000 SH DEFINED 1 105000
MARCONI PLC COM 087743100 6777 520000 SH DEFINED 1 520000
MARINE DRILLING COMPANIES, INC COM 568240204 2332 83300 SH DEFINED 1 83300
MARINE DRILLING COMPANIES, INC COM 568240204 9870 352500 SH DEFINED 1 352500
MARSCHOLLEK LAUTENSCHLAGER PAR COM 572028400 9993 20000 SH DEFINED 1 20000
MARSHALL & ILSLEY CORP COM 571834100 161051 3880745 SH DEFINED 1 3880745
MARVELL TECHNOLOGY GROUP LTD COM 259465300 23 400 SH DEFINED 1 400
MARVELL TECHNOLOGY GROUP LTD COM 259465300 11 200 SH DEFINED 1 200
MASON STREET AGGRESSIVE GROWTH COM 575337100 67302 2942810 SH DEFINED 1 2942810
MASON STREET AGGRESSIVE GROWTH COM 575337209 16 704 SH DEFINED 1 704
MASON STREET ASSET ALLOCATION COM 575337852 11 716 SH DEFINED 1 716
MASON STREET ASSET ALLOCATION COM 575337860 45014 3008937 SH DEFINED 1 3008937
MASON STREET GROWTH & INCOME S COM 575337704 12526 1068749 SH DEFINED 1 1068749
MASON STREET GROWTH & INCOME S COM 575337803 10 833 SH DEFINED 1 833
MASON STREET GROWTH & INCOME S COM 575337704 28273 2412361 SH DEFINED 1 2412361
MASON STREET GROWTH STOCK FUND COM 575337506 55450 2886516 SH DEFINED 1 2886516
MASON STREET GROWTH STOCK FUND COM 575337605 13 687 SH DEFINED 1 687
MASON STREET HIGH YIELD BOND F COM 575337837 7 854 SH DEFINED 1 854
MASON STREET HIGH YIELD BOND F COM 575337845 28269 3628914 SH DEFINED 1 3628914
MASON STREET INDEX 400 FUND COM 575337761 29125 2526039 SH DEFINED 1 2526039
MASON STREET INDEX 400 FUND COM 575337779 1165 101333 SH DEFINED 1 101333
MASON STREET INDEX 500 STOCK F COM 575337878 12 625 SH DEFINED 1 625
MASON STREET INDEX 500 STOCK F COM 575337886 24388 1303464 SH DEFINED 1 1303464
MASON STREET INTERNATIONAL FUN COM 575337308 29160 2748338 SH DEFINED 1 2748338
MASON STREET INTERNATIONAL FUN COM 575337407 7 653 SH DEFINED 1 653
MASON STREET MUNICIPAL BOND FU COM 575337811 7 698 SH DEFINED 1 698
MASON STREET MUNICIPAL BOND FU COM 575337829 30052 2972483 SH DEFINED 1 2972483
MASON STREET SELECT BOND FUND COM 575337787 7 780 SH DEFINED 1 780
MASON STREET SELECT BOND FUND COM 575337795 30381 3320335 SH DEFINED 1 3320335
MASON STREET SMALL CAP FUND COM 575337746 8656 464887 SH DEFINED 1 464887
MASON STREET SMALL CAP FUND COM 575337753 965 52009 SH DEFINED 1 52009
MAXTOR CORP CONVT 243664208 623 60000 SH DEFINED 1 60000
MAXTOR CORP CONVT 243664208 5665 560000 SH DEFINED 1 560000
MC DONALD'S CORPORATION COM 580135101 3162 96000 SH DEFINED 1 96000
MC DONALD'S CORPORATION COM 580135101 659 20000 SH DEFINED 1 20000
MC DONALD'S CORPORATION COM 580135101 40 1200 SH DEFINED 1 1200
MC DONALD'S CORPORATION COM 580135101 15135 459500 SH DEFINED 1 459500
MCGRAW-HILL COMPANIES INC COM 580645109 4817 89200 SH DEFINED 1 89200
MCGRAW-HILL COMPANIES INC COM 580645109 76 1400 SH DEFINED 1 1400
MCGRAW-HILL COMPANIES INC COM 580645109 31369 580900 SH DEFINED 1 580900
MCLEOD, INC. COM 582266102 340 16440 SH DEFINED 1 16440
MEAD CORP. COM 582834107 404 16000 SH DEFINED 1 16000
MEAD CORP. COM 582834107 13 500 SH DEFINED 1 500
MEAD CORP. COM 582834107 5555 220000 SH DEFINED 1 220000
MEDIA ONE GROUP INC COM 58440J104 9036 136655 SH DEFINED 1 136655
MEDITRUST CORPORATION COM 58501T306 42 11117 SH DEFINED 1 11117
MEDITRUST CORPORATION COM 58501T306 2865 763944 SH DEFINED 1 763944
MEDTRONIC, INCORPORATED COM 585055106 5479 110000 SH DEFINED 1 110000
MEDTRONIC, INCORPORATED COM 585055106 897 18000 SH DEFINED 1 18000
MEDTRONIC, INCORPORATED COM 585055106 50 1000 SH DEFINED 1 1000
MEDTRONIC, INCORPORATED COM 585055106 31327 628900 SH DEFINED 1 628900
MERCK & CO., INC. COM 589331107 4214 55000 SH DEFINED 1 55000
MERCK & CO., INC. COM 589331107 460 6000 SH DEFINED 1 6000
MERCK & CO., INC. COM 589331107 92 1200 SH DEFINED 1 1200
MERCK & CO., INC. COM 589331107 28482 371700 SH DEFINED 1 371700
MERISTAR HOSPITALITY CORP COM 58984Y103 336 16000 SH DEFINED 1 16000
MERISTAR HOSPITALITY CORP COM 58984Y103 2564 122000 SH DEFINED 1 122000
MERRILL LYNCH CONVT 590188751 3368 90000 SH DEFINED 1 90000
META SOLV SOFTWARE COM 591393103 75 1700 SH DEFINED 1 1700
META SOLV SOFTWARE COM 591393103 22 500 SH DEFINED 1 500
METAMOR WORLDWIDE INC CONVT 59133PAA8 433 500000 PRN DEFINED 1 500000
METAMOR WORLDWIDE INC CONVT 59133PAA8 7139 9500000 PRN DEFINED 1 9500000
MGC COMMUNICATIONS INC COM 552763302 6 95 SH DEFINED 1 95
MGC COMMUNICATIONS INC COM 552763302 840 14009 SH DEFINED 1 14009
MGIC INVESTMENT CORP COM 552848103 231451 11948392 SH DEFINED 1 11948392
MICHAELS STORES INC COM 594087108 6455 140900 SH DEFINED 1 140900
MICHAELS STORES INC COM 594087108 82 1800 SH DEFINED 1 1800
MICHAELS STORES INC COM 594087108 19470 425000 SH DEFINED 1 425000
MICRON TECHNOLOGY COM 595112103 653 7412 SH DEFINED 1 7412
MICRON TECHNOLOGY COM 595112103 6529 74136 SH DEFINED 1 74136
MICROSOFT CORPORATION COM 594918104 12400 155000 SH DEFINED 1 155000
MICROSOFT CORPORATION COM 594918104 2064 25800 SH DEFINED 1 25800
MICROSOFT CORPORATION COM 594918104 128 1600 SH DEFINED 1 1600
MICROSOFT CORPORATION COM 594918104 57472 718400 SH DEFINED 1 718400
MIH COM G6116R101 766 25500 SH DEFINED 1 25500
MIH COM G6116R101 3754 125000 SH DEFINED 1 125000
MINEBEA CO LTD COM 664240600 904 72000 SH DEFINED 1 72000
MINEBEA CO LTD COM 664240600 4519 360000 SH DEFINED 1 360000
MIPS TECHNOLOGIES INC -CL A COM 604567107 119 2800 SH DEFINED 1 2800
MMC NETWORKS INC COM 55308N102 1192 22300 SH DEFINED 1 22300
MMC NETWORKS INC COM 55308N102 144 2700 SH DEFINED 1 2700
MMC NETWORKS INC COM 55308N102 16 300 SH DEFINED 1 300
MMC NETWORKS INC COM 55308N102 3821 71500 SH DEFINED 1 71500
MMI COMPANIES INC COM 553087107 2043 204301 SH DEFINED 1 204301
MODERN TIMES GROUP COM 532812700 11468 240000 SH DEFINED 1 240000
MORGAN ST DEAN WITTER COM 617446448 6660 80000 SH DEFINED 1 80000
MORGAN ST DEAN WITTER COM 617446448 1415 17000 SH DEFINED 1 17000
MORGAN ST DEAN WITTER COM 617446448 47647 572340 SH DEFINED 1 572340
MOSAIC GROUP INC COM 618912109 608 50000 SH DEFINED 1 50000
MOSAIC GROUP INC COM 618912109 2955 243000 SH DEFINED 1 243000
MOTOROLA INC COM 620076109 1180 40600 SH DEFINED 1 40600
MOTOROLA INC COM 620076109 209 7200 SH DEFINED 1 7200
MOTOROLA INC COM 620076109 15 500 SH DEFINED 1 500
MOTOROLA INC COM 620076109 6655 229000 SH DEFINED 1 229000
MSC INDUSTRIAL DIRECT CO-A COM 553530106 1663 79800 SH DEFINED 1 79800
MSC INDUSTRIAL DIRECT CO-A COM 553530106 117 5600 SH DEFINED 1 5600
MSC INDUSTRIAL DIRECT CO-A COM 553530106 25 1200 SH DEFINED 1 1200
MSC INDUSTRIAL DIRECT CO-A COM 553530106 6320 303300 SH DEFINED 1 303300
NABORS IND INC COM 629568106 4896 117800 SH DEFINED 1 117800
NABORS IND INC COM 629568106 129 3100 SH DEFINED 1 3100
NABORS IND INC COM 629568106 62 1500 SH DEFINED 1 1500
NABORS IND INC COM 629568106 17785 427900 SH DEFINED 1 427900
NATIONAL AUSTRALIA BANK CONVT 632525309 283 10000 SH DEFINED 1 10000
NATIONAL AUSTRALIA BANK CONVT 632525309 9575 383000 SH DEFINED 1 383000
NATIONAL DATA CORP CONVT 635621AA3 1238 1500000 PRN DEFINED 1 1500000
NATIONAL DATA CORP CONVT 635621AA3 24242 25625000 PRN DEFINED 1 25625000
NATIONAL GRID COM 024282400 1187 150000 SH DEFINED 1 150000
NATIONAL GRID COM 024282400 4748 600000 SH DEFINED 1 600000
NATIONAL-OILWELL INC COM 637071101 602 18300 SH DEFINED 1 18300
NEW YORK TIMES COMPANY COM 650111107 2575 65200 SH DEFINED 1 65200
NEW YORK TIMES COMPANY COM 650111107 711 18000 SH DEFINED 1 18000
NEW YORK TIMES COMPANY COM 650111107 22128 560200 SH DEFINED 1 560200
NEWELL CO. CONVT 651195307 436 10000 SH DEFINED 1 10000
NEWELL CO. CONVT 651195307 7000 140000 SH DEFINED 1 140000
NEXTEL COMMUNICATIONS INC. COM 65332V103 4895 80000 SH DEFINED 1 80000
NEXTEL COMMUNICATIONS INC. COM 65332V103 857 14000 SH DEFINED 1 14000
NEXTEL COMMUNICATIONS INC. COM 65332V103 73 1200 SH DEFINED 1 1200
NEXTEL COMMUNICATIONS INC. COM 65332V103 36211 591800 SH DEFINED 1 591800
NHH HOTELES COM 457178400 4136 360000 SH DEFINED 1 360000
NIPPON TEL & TEL COM 664137300 1597 120 SH DEFINED 1 120
NIPPON TEL & TEL COM 664137300 6494 488 SH DEFINED 1 488
NOBLE DRILLING CORP COM 655042109 1277 31000 SH DEFINED 1 31000
NOKIA CORP -SPON ADR COM 590294100 3466 68000 SH DEFINED 1 68000
NOKIA CORP -SPON ADR COM 590294100 16564 325000 SH DEFINED 1 325000
NORDIC BALTIC COM 588811500 3261 448800 SH DEFINED 1 448800
NORTEL NETWORK CORP COM 656568102 8873 130000 SH DEFINED 1 130000
NORTEL NETWORK CORP COM 656568102 1658 24300 SH DEFINED 1 24300
NORTEL NETWORK CORP COM 656568102 164 2400 SH DEFINED 1 2400
NORTEL NETWORK CORP COM 656568102 64865 950400 SH DEFINED 1 950400
NOVO NORDISK COM 515465600 1309 7700 SH DEFINED 1 7700
NOVO NORDISK COM 515465600 8498 50000 SH DEFINED 1 50000
NTL INC COM 629407107 479 8000 SH DEFINED 1 8000
NTL INC COM 629407107 2395 40000 SH DEFINED 1 40000
NTL INCORPORATED CONVT 629407AL1 5176 3250000 PRN DEFINED 1 3250000
NTT DOCOMO COM 612927700 2031 75 SH DEFINED 1 75
NTT DOCOMO COM 612927700 9480 350 SH DEFINED 1 350
NUEVO FINANCING I CONVT 670511203 2555 100000 SH DEFINED 1 100000
O'REILLY AUTOMOTIVE, INC. COM 686091109 4719 340100 SH DEFINED 1 340100
O'REILLY AUTOMOTIVE, INC. COM 686091109 58 4200 SH DEFINED 1 4200
O'REILLY AUTOMOTIVE, INC. COM 686091109 72 5200 SH DEFINED 1 5200
O'REILLY AUTOMOTIVE, INC. COM 686091109 18445 1329400 SH DEFINED 1 1329400
OCCIDENTAL PETROLEUM COM 674599105 7026 333590 SH DEFINED 1 333590
OMNICOM GROUP INCORPORATED COM 681919106 2476 27800 SH DEFINED 1 27800
OMNICOM GROUP INCORPORATED COM 681919106 27 300 SH DEFINED 1 300
OMNICOM GROUP INCORPORATED COM 681919106 11792 132400 SH DEFINED 1 132400
ONI SYSTEMS CORP COM 68273F103 82 700 SH DEFINED 1 700
ORACLE CORPORATION COM 68389X105 7986 95000 SH DEFINED 1 95000
ORACLE CORPORATION COM 68389X105 1286 15300 SH DEFINED 1 15300
ORACLE CORPORATION COM 68389X105 109 1300 SH DEFINED 1 1300
ORACLE CORPORATION COM 68389X105 43755 520500 SH DEFINED 1 520500
ORATEC INTERVENTIONS INC COM 68554M108 60 1800 SH DEFINED 1 1800
ORATEC INTERVENTIONS INC COM 68554M108 23 700 SH DEFINED 1 700
ORBOTECH COM M75253100 2972 32000 SH DEFINED 1 32000
ORBOTECH COM M75253100 14767 159000 SH DEFINED 1 159000
OTP BANK RT COM 457228200 859 16500 SH DEFINED 1 16500
OTP BANK RT COM 457228200 4165 80000 SH DEFINED 1 80000
OUTBACK STEAKHOUSE COM 689899102 3803 130000 SH DEFINED 1 130000
OUTBACK STEAKHOUSE COM 689899102 591 20200 SH DEFINED 1 20200
PACIFIC CENTURY REGION DEV COM 680856500 164 12000 SH DEFINED 1 12000
PACIFIC CENTURY REGION DEV COM 680856500 792 58000 SH DEFINED 1 58000
PALM INC COM 696642107 2670 80000 SH DEFINED 1 80000
PALM INC COM 696642107 67 2000 SH DEFINED 1 2000
PARKER DRILLING CORP CONVT 701081AD3 409 500000 PRN DEFINED 1 500000
PARKER DRILLING CORP CONVT 701081AD3 731 1000000 PRN DEFINED 1 1000000
PARKWAY PROPERTIES INC COM 70159Q104 763 25000 SH DEFINED 1 25000
PARKWAY PROPERTIES INC COM 70159Q104 3340 109500 SH DEFINED 1 109500
PARSYTEC AG COM 568573600 560 2500 SH DEFINED 1 2500
PARSYTEC AG COM 568573600 2689 12000 SH DEFINED 1 12000
PARTHUS TECHNOLOGIES PLC-W/I COM 050442700 196 68000 SH DEFINED 1 68000
PARTHUS TECHNOLOGIES PLC-W/I COM 050442700 957 332000 SH DEFINED 1 332000
PATTERSON DENTAL COMPANY COM 703412106 6360 124700 SH DEFINED 1 124700
PATTERSON DENTAL COMPANY COM 703412106 133 2600 SH DEFINED 1 2600
PATTERSON DENTAL COMPANY COM 703412106 92 1800 SH DEFINED 1 1800
PATTERSON DENTAL COMPANY COM 703412106 25174 493600 SH DEFINED 1 493600
PAYCHEX INCORPORATED COM 704326107 3305 78700 SH DEFINED 1 78700
PAYCHEX INCORPORATED COM 704326107 61 1450 SH DEFINED 1 1450
PAYCHEX INCORPORATED COM 704326107 17520 417147 SH DEFINED 1 417147
PEGASUS COMM COM 705904100 4 74 SH DEFINED 1 74
PEGASUS COMM COM 705904100 41 828 SH DEFINED 1 828
PEPSIAMERICAS INC COM 71343P101 9652 3217397 SH DEFINED 1 3217397
PEPSICO INC. COM 713448108 7154 161000 SH DEFINED 1 161000
PEPSICO INC. COM 713448108 1115 25100 SH DEFINED 1 25100
PEPSICO INC. COM 713448108 62 1400 SH DEFINED 1 1400
PEPSICO INC. COM 713448108 25978 584600 SH DEFINED 1 584600
PEREGRINE INVESTMENTS COM 668293000 0 1625000 SH DEFINED 1 1625000
PERKINELMER INC COM 714046109 727 11000 SH DEFINED 1 11000
PERKINELMER INC COM 714046109 33 500 SH DEFINED 1 500
PERKINELMER INC COM 714046109 13 200 SH DEFINED 1 200
PERKINELMER INC COM 714046109 2592 39200 SH DEFINED 1 39200
PETROBRAS ON COM 268236500 880 30000 SH DEFINED 1 30000
PETROBRAS ON COM 268236500 3812 130000 SH DEFINED 1 130000
PEUGEOT COM 468382700 1203 6000 SH DEFINED 1 6000
PEUGEOT COM 468382700 5211 26000 SH DEFINED 1 26000
PFIZER INC COM 717081103 8280 172500 SH DEFINED 1 172500
PFIZER INC COM 717081103 720 15000 SH DEFINED 1 15000
PFIZER INC COM 717081103 133 2775 SH DEFINED 1 2775
PFIZER INC COM 717081103 32422 675450 SH DEFINED 1 675450
PHARMACIA COM 71713U102 4613 89250 SH DEFINED 1 89250
PHOTRONICS INC. CONVT 719405AA0 12260 12000000 PRN DEFINED 1 12000000
PINNACLE HOLDINGS INC COM 72346N101 6792 125770 SH DEFINED 1 125770
PIONEER STANDARD ELECTRO CONVT 723879300 8365 166500 SH DEFINED 1 166500
PIZZA EXPRESS COM 084195300 909 95000 SH DEFINED 1 95000
PIZZA EXPRESS COM 084195300 2297 240000 SH DEFINED 1 240000
PMC-SIERRA INC. COM 69344F106 4247 23900 SH DEFINED 1 23900
PMC-SIERRA INC. COM 69344F106 160 900 SH DEFINED 1 900
PMC-SIERRA INC. COM 69344F106 71 400 SH DEFINED 1 400
PMC-SIERRA INC. COM 69344F106 14695 82700 SH DEFINED 1 82700
POHANG IRON & STEEL (POSCO) COM 669323300 1697 20000 SH DEFINED 1 20000
PORSCHE AG NV PFD DM50 COM 469678400 1576 580 SH DEFINED 1 580
PORSCHE AG NV PFD DM50 COM 469678400 7473 2750 SH DEFINED 1 2750
POST PROPERTIES INC. COM 737464107 699 15880 SH DEFINED 1 15880
POST PROPERTIES INC. COM 737464107 4497 102194 SH DEFINED 1 102194
POWER ONE INC. COM 739308104 10630 93300 SH DEFINED 1 93300
POWER ONE INC. COM 739308104 239 2100 SH DEFINED 1 2100
POWER ONE INC. COM 739308104 171 1500 SH DEFINED 1 1500
POWER ONE INC. COM 739308104 29481 258750 SH DEFINED 1 258750
POWERTEL LIMITED COM 662407300 649 575000 SH DEFINED 1 575000
POWERTEL LIMITED COM 662407300 2785 2467000 SH DEFINED 1 2467000
PPG INDUSTRIES INC COM 693506107 13 300 SH DEFINED 1 300
PPG INDUSTRIES INC COM 693506107 5446 122900 SH DEFINED 1 122900
PRECISION DRILLING CORP COM 74022D100 1398 36200 SH DEFINED 1 36200
PRI AUTOMATION INC COM 69357H106 1864 28500 SH DEFINED 1 28500
PRI AUTOMATION INC COM 69357H106 98 1500 SH DEFINED 1 1500
PRI AUTOMATION INC COM 69357H106 39 600 SH DEFINED 1 600
PRI AUTOMATION INC COM 69357H106 6336 96900 SH DEFINED 1 96900
PRIDE INTERNATIONAL INC CONVT 741932AB3 808 2000000 PRN DEFINED 1 2000000
PRIDE INTERNATIONAL INC CONVT 741932AB3 16595 60000000 PRN DEFINED 1 60000000
PROCOMP INFORMATICS CO LTD COM 620352400 2475 478240 SH DEFINED 1 478240
PROCTER & GAMBLE COMPANY COM 742718109 17 300 SH DEFINED 1 300
PROCTER & GAMBLE COMPANY COM 742718109 8685 151700 SH DEFINED 1 151700
PROLOGIS TRUST COM 743410102 1066 50000 SH DEFINED 1 50000
PROLOGIS TRUST COM 743410102 41618 1952744 SH DEFINED 1 1952744
PROVINCE HEALTHCARE COMPANY COM 743977100 2865 79300 SH DEFINED 1 79300
PROVINCE HEALTHCARE COMPANY COM 743977100 108 3000 SH DEFINED 1 3000
PROVINCE HEALTHCARE COMPANY COM 743977100 40 1100 SH DEFINED 1 1100
PROVINCE HEALTHCARE COMPANY COM 743977100 11862 328356 SH DEFINED 1 328356
PSINET INC COM 74437C101 2465 98101 SH DEFINED 1 98101
PUBLIC STORAGE -DEP SHARES A COM 74460D109 4791 204400 SH DEFINED 1 204400
PUBLIC STORAGE -DEP SHARES A COM 74460D729 84 4043 SH DEFINED 1 4043
PUBLIC STORAGE -DEP SHARES A COM 74460D109 16427 700900 SH DEFINED 1 700900
PUBLIC STORAGE -DEP SHARES A COM 74460D729 317 15258 SH DEFINED 1 15258
QIAGEN N.V. COM 573282500 337 1943 SH DEFINED 1 1943
QIAGEN N.V. COM 573282500 1686 9717 SH DEFINED 1 9717
QLOGIC CORPORATION COM 747277101 2055 31100 SH DEFINED 1 31100
QLOGIC CORPORATION COM 747277101 40 600 SH DEFINED 1 600
QLOGIC CORPORATION COM 747277101 40 600 SH DEFINED 1 600
QLOGIC CORPORATION COM 747277101 7624 115400 SH DEFINED 1 115400
QUAKER OATS COMPANY COM 747402105 4184 55700 SH DEFINED 1 55700
QUAKER OATS COMPANY COM 747402105 729 9700 SH DEFINED 1 9700
QUAKER OATS COMPANY COM 747402105 83 1100 SH DEFINED 1 1100
QUAKER OATS COMPANY COM 747402105 18533 246700 SH DEFINED 1 246700
QUANTUM CORP CONVT 747906AC9 1118 1500000 PRN DEFINED 1 1500000
QUORUM HEALTH GROUP, INC. COM 749084109 1269 123050 SH DEFINED 1 123050
QUORUM HEALTH GROUP, INC. COM 749084109 21 2000 SH DEFINED 1 2000
QUORUM HEALTH GROUP, INC. COM 749084109 3996 387504 SH DEFINED 1 387504
RADIN GROUP INC COM 750236101 124 2400 SH DEFINED 1 2400
RATIONAL SOFTWARE CORP COM 75409P202 1617 17400 SH DEFINED 1 17400
RATIONAL SOFTWARE CORP COM 75409P202 37 400 SH DEFINED 1 400
RATIONAL SOFTWARE CORP COM 75409P202 5734 61700 SH DEFINED 1 61700
RCN CORPORATION COM 749361101 63 2494 SH DEFINED 1 2494
READ-RITE CORP CONVT 755246AB1 2124 2547000 PRN DEFINED 1 2547000
READ-RITE CORPORATION COM 755246105 65 29119 SH DEFINED 1 29119
REGENCY REALTY CORP COM 758939102 1712 72100 SH DEFINED 1 72100
REGENCY REALTY CORP COM 758939102 8769 369230 SH DEFINED 1 369230
REGENCY REALTY CORP COM 758939102 888 37400 SH DEFINED 1 37400
RENAL CARE GROUP INC COM 759930100 875 35800 SH DEFINED 1 35800
RENAL CARE GROUP INC COM 759930100 34 1400 SH DEFINED 1 1400
RENAL CARE GROUP INC COM 759930100 13 550 SH DEFINED 1 550
RENAL CARE GROUP INC COM 759930100 2961 121100 SH DEFINED 1 121100
REPTRON ELECTRONICS INC CONVT 76026WAA7 1560 2900000 PRN DEFINED 1 2900000
REUTERS GROUP PLC COM 023691300 850 50000 SH DEFINED 1 50000
REUTERS GROUP PLC COM 023691300 4252 250000 SH DEFINED 1 250000
RHODIA COM 547468800 797 47500 SH DEFINED 1 47500
RHODIA COM 547468800 3860 230000 SH DEFINED 1 230000
RITE AID CORPORATION COM 767754104 49 7410 SH DEFINED 1 7410
ROBERT HALF INTERNATIONAL INC COM 770323103 2633 92400 SH DEFINED 1 92400
ROBERT HALF INTERNATIONAL INC COM 770323103 46 1600 SH DEFINED 1 1600
ROBERT HALF INTERNATIONAL INC COM 770323103 9872 346400 SH DEFINED 1 346400
ROHM COM 674720400 1497 5100 SH DEFINED 1 5100
ROHM COM 674720400 6457 22000 SH DEFINED 1 22000
ROLLS-ROYCE PLC COM 074776100 889 250000 SH DEFINED 1 250000
ROLLS-ROYCE PLC COM 074776100 4269 1200000 SH DEFINED 1 1200000
ROUSE CO COM 779273101 1656 66900 SH DEFINED 1 66900
ROUSE CO COM 779273101 2651 107100 SH DEFINED 1 107100
ROUSE CO CONVT 779273309 178 5100 SH DEFINED 1 5100
ROYAL NUMICO NV COM 540260100 1341 28300 SH DEFINED 1 28300
ROYAL NUMICO NV COM 540260100 6540 138000 SH DEFINED 1 138000
SAIPEM COM 476876800 1776 300000 SH DEFINED 1 300000
SAIPEM COM 476876800 8586 1450000 SH DEFINED 1 1450000
SAMSUNG ELECTRONICS COM 677172000 1390 4200 SH DEFINED 1 4200
SAMSUNG ELECTRONICS COM 677172000 6619 20000 SH DEFINED 1 20000
SANIX COM 685301500 753 14250 SH DEFINED 1 14250
SANIX COM 685301500 3211 60750 SH DEFINED 1 60750
SANMINA CORP COM 800907107 3104 36300 SH DEFINED 1 36300
SANMINA CORP COM 800907107 257 3000 SH DEFINED 1 3000
SANMINA CORP COM 800907107 43 500 SH DEFINED 1 500
SANMINA CORP COM 800907107 11457 134000 SH DEFINED 1 134000
SANTA FE INTERNATIONAL COM G7805C108 2047 58600 SH DEFINED 1 58600
SANTA FE INTERNATIONAL COM G7805C108 444 12700 SH DEFINED 1 12700
SANTA FE INTERNATIONAL COM G7805C108 28 800 SH DEFINED 1 800
SANTA FE INTERNATIONAL COM G7805C108 978 28000 SH DEFINED 1 28000
SANTA FE SNYDER CORP COM 80218K105 1763 155000 SH DEFINED 1 155000
SBC COMMUNICATIONS INCORPORATE COM 78387G103 29 663 SH DEFINED 1 663
SBC COMMUNICATIONS INCORPORATE COM 78387G103 10440 241382 SH DEFINED 1 241382
SCHLUMBERGER LIMITED COM 806857108 2754 36900 SH DEFINED 1 36900
SCHLUMBERGER LIMITED COM 806857108 373 5000 SH DEFINED 1 5000
SCHLUMBERGER LIMITED COM 806857108 11522 154400 SH DEFINED 1 154400
SCI SYSTEMS INC CONVT 783890AF3 3380 3250000 PRN DEFINED 1 3250000
SCI SYSTEMS INC COM 783890106 11756 300000 SH DEFINED 1 300000
SCI SYSTEMS INC CONVT 783890AF3 44676 42800000 PRN DEFINED 1 42800000
SCIENT COM 80864H109 35 800 SH DEFINED 1 800
SCOTTISH POWER PLC COM 069007000 764 90000 SH DEFINED 1 90000
SCOTTISH POWER PLC COM 069007000 3820 450000 SH DEFINED 1 450000
SEACOR HOLDINGS INC CONVT 811904AE1 5726 5900000 PRN DEFINED 1 5900000
SECURITY CAPITAL GROUP COM 81413P105 36398 44039 SH DEFINED 1 44039
SECURITY CAPITAL GROUP COM 81413P204 1879 110500 SH DEFINED 1 110500
SECURITY CAPITAL US REALTY COM 508741700 18220 1026464 SH DEFINED 1 1026464
SECURITY CAPITAL US REALTY COM 814136206 1787 99300 SH DEFINED 1 99300
SEMTECH CORP COM 816850101 5155 67400 SH DEFINED 1 67400
SEMTECH CORP COM 816850101 275 3600 SH DEFINED 1 3600
SEMTECH CORP COM 816850101 69 900 SH DEFINED 1 900
SEMTECH CORP COM 816850101 18027 235700 SH DEFINED 1 235700
SERCO GROUP COM 079737900 1875 240000 SH DEFINED 1 240000
SERCO GROUP COM 079737900 8203 1050000 SH DEFINED 1 1050000
SERVICEMASTER CO COM 81760N109 35 3100 SH DEFINED 1 3100
SERVICEMASTER CO COM 81760N109 5244 461000 SH DEFINED 1 461000
SES ASTRA COM 549343400 3776 22500 SH DEFINED 1 22500
SGL CARBON AG COM 481835100 897 13500 SH DEFINED 1 13500
SGL CARBON AG COM 481835100 4320 65000 SH DEFINED 1 65000
SHIRE PHARMACEUTICALS GR-ADR COM 82481R106 104 2000 SH DEFINED 1 2000
SHOHKOH FUND COM 680571500 248 1100 SH DEFINED 1 1100
SHOHKOH FUND COM 680571500 2030 9000 SH DEFINED 1 9000
SIMON PROPERTY GROUP INC COM 828806109 4456 200852 SH DEFINED 1 200852
SIMON PROPERTY GROUP INC COM 828806109 16284 733932 SH DEFINED 1 733932
SINGAPORE AIRLINES COM 681173400 989 100000 SH DEFINED 1 100000
SINGAPORE AIRLINES COM 681173400 4947 500000 SH DEFINED 1 500000
SINGULUS TECHNOLOGIES COM 571866500 1655 28000 SH DEFINED 1 28000
SINGULUS TECHNOLOGIES COM 571866500 7567 128000 SH DEFINED 1 128000
SK TELECOM COM 622487100 1146 3500 SH DEFINED 1 3500
SK TELECOM COM 622487100 5565 17000 SH DEFINED 1 17000
SKANDIA FORSAKRINGS COM 546157200 3181 120000 SH DEFINED 1 120000
SKANDIA FORSAKRINGS COM 546157200 15905 600000 SH DEFINED 1 600000
SKY TV COM 609293700 827 430000 SH DEFINED 1 430000
SKY TV COM 609293700 4136 2150000 SH DEFINED 1 2150000
SKYWEST INC COM 830879102 96 2600 SH DEFINED 1 2600
SLM INTERNATIONAL INC COM 784414203 709 394015 SH DEFINED 1 394015
SMARTFORCE PLC COM 83170A206 1776 37000 SH DEFINED 1 37000
SMARTFORCE PLC COM 83170A206 29 600 SH DEFINED 1 600
SMARTFORCE PLC COM 83170A206 6600 137500 SH DEFINED 1 137500
SMITH CHARLES E RESIDENTIAL COM 832197107 1140 30000 SH DEFINED 1 30000
SMITH CHARLES E RESIDENTIAL COM 832197107 4560 120000 SH DEFINED 1 120000
SMITH INTERNATIONAL INC COM 832110100 1180 16200 SH DEFINED 1 16200
SMITHKLINE BEECHAM PLC COM 013565600 992 75000 SH DEFINED 1 75000
SMITHKLINE BEECHAM PLC COM 013565600 4896 370000 SH DEFINED 1 370000
SMURFIT-STONE CONTAINER CORP COM 832727101 108 8400 SH DEFINED 1 8400
SOFTBANK COM 677062000 761 5600 SH DEFINED 1 5600
SOFTBANK COM 677062000 3262 24000 SH DEFINED 1 24000
SOL MELIA COM 573829800 4518 405000 SH DEFINED 1 405000
SOLECTRON CONVT 834182AG2 1011 1500000 PRN DEFINED 1 1500000
SOLECTRON CONVT 834182AG2 9585 20000000 PRN DEFINED 1 20000000
SOLECTRON CONVT 834182AJ6 3434 6000000 PRN DEFINED 1 6000000
SONERA OYJ COM 555658600 1503 33000 SH DEFINED 1 33000
SONERA OYJ COM 555658600 7376 162000 SH DEFINED 1 162000
SONIC INNOVATIONS INC COM 83545M109 880 47400 SH DEFINED 1 47400
SONIC INNOVATIONS INC COM 83545M109 26 1400 SH DEFINED 1 1400
SONIC INNOVATIONS INC COM 83545M109 15 800 SH DEFINED 1 800
SONIC INNOVATIONS INC COM 83545M109 2476 133400 SH DEFINED 1 133400
SONY CORPORATION COM 682150600 1308 14000 SH DEFINED 1 14000
SONY CORPORATION COM 682150600 6540 70000 SH DEFINED 1 70000
SORIANA COM 262017200 986 246800 SH DEFINED 1 246800
SORIANA COM 262017200 3362 841200 SH DEFINED 1 841200
SOUTHWEST AIRLINES CO. COM 844741108 16630 878150 SH DEFINED 1 878150
SOUTHWESTERN LIFE HLDGS INC COM 845606102 250 5000 SH DEFINED 1 5000
SOVEREIGN BANCORP INC CONVT 845905306 245 5000 SH DEFINED 1 5000
SOVEREIGN BANCORP INC COM 845905108 1263 179600 SH DEFINED 1 179600
SOVEREIGN BANCORP INC CONVT 845905306 4655 95000 SH DEFINED 1 95000
SPIEKER PROPERTIES COM 848497103 1987 43200 SH DEFINED 1 43200
SPIEKER PROPERTIES COM 848497103 7627 165800 SH DEFINED 1 165800
SPRINT CORPORATION COM 852061100 1244 24400 SH DEFINED 1 24400
SPRINT CORPORATION COM 852061100 204 4000 SH DEFINED 1 4000
SPRINT CORPORATION COM 852061100 20 400 SH DEFINED 1 400
SPRINT CORPORATION COM 852061100 6921 135700 SH DEFINED 1 135700
ST ASSEMBLY TEST SERVICE-ADR COM 85227G102 1030 40000 SH DEFINED 1 40000
ST ASSEMBLY TEST SERVICE-ADR COM 85227G102 5021 195000 SH DEFINED 1 195000
ST. GOBAIN FF100 CIE DE COM 476837100 945 7000 SH DEFINED 1 7000
ST. GOBAIN FF100 CIE DE COM 476837100 4051 30000 SH DEFINED 1 30000
STANCORP FINANCIAL GROUP INC COM 852891100 32125 1000000 SH DEFINED 1 1000000
STAR GAS PARTNERS LP COM 85512C105 96 6217 SH DEFINED 1 6217
STARWOOD HOTELS & RESORTS WORL COM 85590A203 729 22400 SH DEFINED 1 22400
STARWOOD HOTELS & RESORTS WORL COM 85590A203 5487 168507 SH DEFINED 1 168507
STEINER LEISURE LTD COM P8744Y102 1681 74300 SH DEFINED 1 74300
STEINER LEISURE LTD COM P8744Y102 25 1100 SH DEFINED 1 1100
STEINER LEISURE LTD COM P8744Y102 5276 233200 SH DEFINED 1 233200
STMICROELECTRONICS COM 596233200 1888 30000 SH DEFINED 1 30000
STMICROELECTRONICS COM 596233200 11328 180000 SH DEFINED 1 180000
STONE ENERGY CORP COM 861642106 2276 38100 SH DEFINED 1 38100
STONE ENERGY CORP COM 861642106 84 1400 SH DEFINED 1 1400
STONE ENERGY CORP COM 861642106 42 700 SH DEFINED 1 700
STONE ENERGY CORP COM 861642106 8646 144700 SH DEFINED 1 144700
STONERIDGE, INC. COM 86183P102 1348 154100 SH DEFINED 1 154100
STONERIDGE, INC. COM 86183P102 13 1500 SH DEFINED 1 1500
STONERIDGE, INC. COM 86183P102 4872 556800 SH DEFINED 1 556800
SUN MICROSYSTEMS INC COM 866810104 4547 50000 SH DEFINED 1 50000
SUN MICROSYSTEMS INC COM 866810104 1091 12000 SH DEFINED 1 12000
SUN MICROSYSTEMS INC COM 866810104 73 800 SH DEFINED 1 800
SUN MICROSYSTEMS INC COM 866810104 30028 330200 SH DEFINED 1 330200
SUPERIOR TRUST I CONVT 86836P202 2895 97724 SH DEFINED 1 97724
SVB HOLDINGS PLC COM 086464800 12132 7437829 SH DEFINED 1 7437829
SWEDISH MATCH AB COM 504856600 1083 350000 SH DEFINED 1 350000
SWEDISH MATCH AB COM 504856600 5261 1700000 SH DEFINED 1 1700000
SWIFT TRANSPORTATION CO. INC COM 870756103 510 36400 SH DEFINED 1 36400
SWIFT TRANSPORTATION CO. INC COM 870756103 27 1950 SH DEFINED 1 1950
SWIFT TRANSPORTATION CO. INC COM 870756103 7 500 SH DEFINED 1 500
SWIFT TRANSPORTATION CO. INC COM 870756103 2058 147000 SH DEFINED 1 147000
SYBRON INTL COM 87114F106 1203 60700 SH DEFINED 1 60700
SYBRON INTL COM 87114F106 46 2300 SH DEFINED 1 2300
SYBRON INTL COM 87114F106 20 1000 SH DEFINED 1 1000
SYBRON INTL COM 87114F106 4422 223200 SH DEFINED 1 223200
TAKEDA COM 687044500 1314 20000 SH DEFINED 1 20000
TAKEDA COM 687044500 5912 90000 SH DEFINED 1 90000
TALBOTS, INC. (THE) COM 874161102 3461 63000 SH DEFINED 1 63000
TALBOTS, INC. (THE) COM 874161102 60 1100 SH DEFINED 1 1100
TALBOTS, INC. (THE) COM 874161102 13762 250500 SH DEFINED 1 250500
TARGET CORP COM 87612E106 3480 60000 SH DEFINED 1 60000
TARGET CORP COM 87612E106 551 9500 SH DEFINED 1 9500
TARGET CORP COM 87612E106 19894 343000 SH DEFINED 1 343000
TCI PACIFIC COMMUNICATIONS CONVT 872294202 170 1000 SH DEFINED 1 1000
TCI PACIFIC COMMUNICATIONS CONVT 872294202 7105 79000 SH DEFINED 1 79000
TECAN GROUP COM 569620000 1147 1200 SH DEFINED 1 1200
TECAN GROUP COM 569620000 5734 6000 SH DEFINED 1 6000
TECHEM AG COM 589928100 477 20000 SH DEFINED 1 20000
TECHEM AG COM 589928100 2384 100000 SH DEFINED 1 100000
TELEFLEX INCORPORATED COM 879369106 3539 99000 SH DEFINED 1 99000
TELEFLEX INCORPORATED COM 879369106 50 1400 SH DEFINED 1 1400
TELEFLEX INCORPORATED COM 879369106 14111 394700 SH DEFINED 1 394700
TELEFONICA DE ESPANA COM 573252400 2009 93636 SH DEFINED 1 93636
TELEFONICA DE ESPANA COM 573252400 9375 436964 SH DEFINED 1 436964
TELEFONOS DE MEXICO (TELMEX) COM 879403780 1714 30000 SH DEFINED 1 30000
TELEFONOS DE MEXICO (TELMEX) COM 879403780 6684 117000 SH DEFINED 1 117000
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 2738 40000 SH DEFINED 1 40000
TELLABS INC COM 879664100 41 600 SH DEFINED 1 600
TELLABS INC COM 879664100 32248 471200 SH DEFINED 1 471200
TELTRONICS INC COM 879698306 1 211 SH DEFINED 1 211
TETRA TECH INC. COM 88162G103 4522 197693 SH DEFINED 1 197693
TETRA TECH INC. COM 88162G103 157 6850 SH DEFINED 1 6850
TETRA TECH INC. COM 88162G103 57 2475 SH DEFINED 1 2475
TETRA TECH INC. COM 88162G103 15381 672395 SH DEFINED 1 672395
TEXAS INDUSTRIES (TXI CAPITAL CONVT 873119200 6063 200000 SH DEFINED 1 200000
TEXAS INSTRUMENTS INCORPORATED COM 882508104 4121 60000 SH DEFINED 1 60000
TEXAS INSTRUMENTS INCORPORATED COM 882508104 948 13800 SH DEFINED 1 13800
TEXAS INSTRUMENTS INCORPORATED COM 882508104 82 1200 SH DEFINED 1 1200
TEXAS INSTRUMENTS INCORPORATED COM 882508104 35195 512400 SH DEFINED 1 512400
THE CORPORATE EXECUTIVE BOARD COM 21988R102 2784 46500 SH DEFINED 1 46500
THE CORPORATE EXECUTIVE BOARD COM 21988R102 245 4100 SH DEFINED 1 4100
THE CORPORATE EXECUTIVE BOARD COM 21988R102 42 700 SH DEFINED 1 700
THE CORPORATE EXECUTIVE BOARD COM 21988R102 10544 176100 SH DEFINED 1 176100
THE ESTEE LAUDER COMPANIES INC COM 518439104 4944 100000 SH DEFINED 1 100000
THE ESTEE LAUDER COMPANIES INC COM 518439104 831 16800 SH DEFINED 1 16800
THE ESTEE LAUDER COMPANIES INC COM 518439104 64 1300 SH DEFINED 1 1300
THE ESTEE LAUDER COMPANIES INC COM 518439104 26731 540700 SH DEFINED 1 540700
THE MANAGEMENT NETWORK GROUP COM 561693102 81 2300 SH DEFINED 1 2300
THE MANAGEMENT NETWORK GROUP COM 561693102 32 900 SH DEFINED 1 900
THOMSON MULTIMEDIA COM 598893000 1293 20000 SH DEFINED 1 20000
THOMSON MULTIMEDIA COM 598893000 6465 100000 SH DEFINED 1 100000
TIBCO SOFTWARE INC COM 88632Q103 3860 36000 SH DEFINED 1 36000
TIBCO SOFTWARE INC COM 88632Q103 1072 10000 SH DEFINED 1 10000
TIBCO SOFTWARE INC COM 88632Q103 86 800 SH DEFINED 1 800
TIBCO SOFTWARE INC COM 88632Q103 21361 199200 SH DEFINED 1 199200
TIFFANY & COMPANY COM 886547108 20 300 SH DEFINED 1 300
TIFFANY & COMPANY COM 886547108 6629 98200 SH DEFINED 1 98200
TIME WARNER INC COM 887315109 4560 60000 SH DEFINED 1 60000
TIME WARNER INC COM 887315109 722 9500 SH DEFINED 1 9500
TIME WARNER INC COM 887315109 53 700 SH DEFINED 1 700
TIME WARNER INC COM 887315109 22260 292900 SH DEFINED 1 292900
TOMRA SYSTEMS ASA COM 583701000 11 400 SH DEFINED 1 400
TOMRA SYSTEMS ASA COM 583701000 49 1850 SH DEFINED 1 1850
TOSCO CORP COM 891490302 4105 145000 SH DEFINED 1 145000
TOSCO CORP COM 891490302 728 25700 SH DEFINED 1 25700
TOSCO CORP COM 891490302 57 2000 SH DEFINED 1 2000
TOSCO CORP COM 891490302 23732 838200 SH DEFINED 1 838200
TOTAL FINA ELF COM 490541300 2013 13148 SH DEFINED 1 13148
TOTAL FINA ELF COM 490541300 9954 65000 SH DEFINED 1 65000
TOTAL RENAL CARE HLDGS COM 89151A107 2252 375400 SH DEFINED 1 375400
TOTAL RENAL CARE HLDGS COM 89151A107 32 5400 SH DEFINED 1 5400
TOTAL RENAL CARE HLDGS COM 89151A107 8461 1410100 SH DEFINED 1 1410100
TOWER AUTOMOTIVE INC COM 891707101 243 19400 SH DEFINED 1 19400
TOWER AUTOMOTIVE INC COM 891707101 118 9400 SH DEFINED 1 9400
TOWER AUTOMOTIVE INC COM 891707101 11 900 SH DEFINED 1 900
TOWER AUTOMOTIVE INC COM 891707101 264 21100 SH DEFINED 1 21100
TOYOTA MOTOR COM 690064300 1094 24000 SH DEFINED 1 24000
TOYOTA MOTOR COM 690064300 4832 106000 SH DEFINED 1 106000
TRAMMELL CROW COMPANY COM 89288R106 1238 115200 SH DEFINED 1 115200
TRAMMELL CROW COMPANY COM 89288R106 86 8000 SH DEFINED 1 8000
TRAMMELL CROW COMPANY COM 89288R106 18 1700 SH DEFINED 1 1700
TRAMMELL CROW COMPANY COM 89288R106 3486 324300 SH DEFINED 1 324300
TREESOURCE INDUSTRIES INC COM 894688100 16 354821 SH DEFINED 1 354821
TRIBUNE COMPANY COM 896047107 26404 754400 SH DEFINED 1 754400
TRIZEC HAHN CORP COM 896938107 2485 139000 SH DEFINED 1 139000
TRIZEC HAHN CORP COM 896938107 4077 228100 SH DEFINED 1 228100
TRUE NORTH COMMUNICATIONS COM 897844106 61393 1395299 SH DEFINED 1 1395299
TYCO INTERNATIONAL LTD COM 902124106 8054 170000 SH DEFINED 1 170000
TYCO INTERNATIONAL LTD COM 902124106 782 16500 SH DEFINED 1 16500
TYCO INTERNATIONAL LTD COM 902124106 62 1300 SH DEFINED 1 1300
TYCO INTERNATIONAL LTD COM 902124106 25374 535600 SH DEFINED 1 535600
U S WEST INC NEW COM 91273H101 34 400 SH DEFINED 1 400
UNION PACIFIC CAP TRUST CONVT 907824403 212 5000 SH DEFINED 1 5000
UNION PACIFIC CAP TRUST CONVT 907824403 5953 125000 SH DEFINED 1 125000
UNITED OVERSEAS BANK LTD COM 691678100 2418 369783 SH DEFINED 1 369783
UNITED PAN-EUROPE COMM COM 593133200 1214 46500 SH DEFINED 1 46500
UNITED PAN-EUROPE COMM COM 593133200 5485 210000 SH DEFINED 1 210000
UNIVERSAL HEALTH SER COM 913903100 1801 27500 SH DEFINED 1 27500
UNIVERSAL HEALTH SER COM 913903100 59 900 SH DEFINED 1 900
UNIVERSAL HEALTH SER COM 913903100 26 400 SH DEFINED 1 400
UNIVERSAL HEALTH SER COM 913903100 5699 87000 SH DEFINED 1 87000
UNOCAL CORP CONVT 91528T207 502 10000 SH DEFINED 1 10000
UNOCAL CORP CONVT 91528T207 20174 395000 SH DEFINED 1 395000
URBAN SHOPPING CENTERS COM 917060105 411 12200 SH DEFINED 1 12200
URBAN SHOPPING CENTERS COM 917060105 2079 61700 SH DEFINED 1 61700
UTSTARCOM INC COM 918076100 109 3600 SH DEFINED 1 3600
UTSTARCOM INC COM 918076100 46 1500 SH DEFINED 1 1500
VARCO INTERNATIONAL INC COM 898600101 18018 774952 SH DEFINED 1 774952
VARIAN INC COM 922206107 1282 27800 SH DEFINED 1 27800
VARIAN INC COM 922206107 46 1000 SH DEFINED 1 1000
VARIAN INC COM 922206107 18 400 SH DEFINED 1 400
VARIAN INC COM 922206107 4728 102500 SH DEFINED 1 102500
VENTANA MEDICAL SYSTEMS COM 92276H106 52 2200 SH DEFINED 1 2200
VERISIGN INC COM 92343E102 1924 10900 SH DEFINED 1 10900
VERISIGN INC COM 92343E102 6707 38000 SH DEFINED 1 38000
VESTAS WIND SYSTEMS COM 596465100 5502 150000 SH DEFINED 1 150000
VESTAS WIND SYSTEMS COM 596465100 25674 700000 SH DEFINED 1 700000
VESTEL ELEKTRONIK SANAYI COM 492667400 846 2800000 SH DEFINED 1 2800000
VESTEL ELEKTRONIK SANAYI COM 492667400 4141 13700000 SH DEFINED 1 13700000
VIA TECHNOLOGIES INC COM 614682300 818 52900 SH DEFINED 1 52900
VIA TECHNOLOGIES INC COM 614682300 4006 259100 SH DEFINED 1 259100
VIACOM INCORPORATED- CL B COM 925524308 4091 60000 SH DEFINED 1 60000
VIACOM INCORPORATED- CL B COM 925524308 873 12800 SH DEFINED 1 12800
VIACOM INCORPORATED- CL B COM 925524308 41 600 SH DEFINED 1 600
VIACOM INCORPORATED- CL B COM 925524308 20184 296000 SH DEFINED 1 296000
VIANT COM 92553N107 101 3400 SH DEFINED 1 3400
VIASYSTEMS GROUP INC COM 92553H100 129 7500 SH DEFINED 1 7500
VIATEL COM 925529208 356 12454 SH DEFINED 1 12454
VISTEON CORP -W/I COM 92839U107 21 1715 SH DEFINED 1 1715
VIVENDI COM 568723700 1338 15175 SH DEFINED 1 15175
VIVENDI COM 568723700 6612 75000 SH DEFINED 1 75000
VODAFONE AIRTOUCH PLC COM 071921000 2806 700000 SH DEFINED 1 700000
VODAFONE AIRTOUCH PLC COM 071921000 15233 3800000 SH DEFINED 1 3800000
VORNADO OPERATING COMPANY COM 92904N103 116 15000 SH DEFINED 1 15000
VORNADO REALTY TRUST COM 929042109 1112 32000 SH DEFINED 1 32000
VORNADO REALTY TRUST COM 929042109 4344 125000 SH DEFINED 1 125000
VORNADO REALTY TRUST CONVT 929042208 18099 356500 SH DEFINED 1 356500
WAL-MART STORES INC COM 931142103 5417 94000 SH DEFINED 1 94000
WAL-MART STORES INC COM 931142103 922 16000 SH DEFINED 1 16000
WAL-MART STORES INC COM 931142103 115 2000 SH DEFINED 1 2000
WAL-MART STORES INC COM 931142103 52831 916800 SH DEFINED 1 916800
WALGREEN COMPANY COM 931422109 7242 225000 SH DEFINED 1 225000
WALGREEN COMPANY COM 931422109 763 23700 SH DEFINED 1 23700
WALGREEN COMPANY COM 931422109 97 3000 SH DEFINED 1 3000
WALGREEN COMPANY COM 931422109 45961 1427900 SH DEFINED 1 1427900
WEATHERFORD INT'L INC COM 947074100 2444 61400 SH DEFINED 1 61400
WEATHERFORD INT'L INC COM 947074100 84 2100 SH DEFINED 1 2100
WEATHERFORD INT'L INC COM 947074100 40 1000 SH DEFINED 1 1000
WEATHERFORD INT'L INC COM 947074100 10307 258900 SH DEFINED 1 258900
WEATHERFORD INTL INC CONVT 268939402 14006 355200 SH DEFINED 1 355200
WESLEY JESSEN VISIONCARE COM 951018100 1743 46400 SH DEFINED 1 46400
WESLEY JESSEN VISIONCARE COM 951018100 26 700 SH DEFINED 1 700
WESLEY JESSEN VISIONCARE COM 951018100 5567 148200 SH DEFINED 1 148200
WHITEHALL JEWELLERS INC COM 965063100 1052 56500 SH DEFINED 1 56500
WHITEHALL JEWELLERS INC COM 965063100 27 1450 SH DEFINED 1 1450
WHITEHALL JEWELLERS INC COM 965063100 14 750 SH DEFINED 1 750
WHITEHALL JEWELLERS INC COM 965063100 3098 166350 SH DEFINED 1 166350
WILLIAMS COMMUNICATIONS GROUP, COM 969455104 3110 93700 SH DEFINED 1 93700
WILLIAMS COMMUNICATIONS GROUP, COM 969455104 514 15500 SH DEFINED 1 15500
WILLIAMS COMMUNICATIONS GROUP, COM 969455104 43 1300 SH DEFINED 1 1300
WILLIAMS COMMUNICATIONS GROUP, COM 969455104 16932 510200 SH DEFINED 1 510200
WILLIAMS PLC COM 029031700 1518 260000 SH DEFINED 1 260000
WILLIAMS PLC COM 029031700 7300 1250000 SH DEFINED 1 1250000
WORLDCOM INC COM 98157D106 2395 52200 SH DEFINED 1 52200
WORLDCOM INC COM 98157D106 399 8698 SH DEFINED 1 8698
WORLDCOM INC COM 98157D106 25 550 SH DEFINED 1 550
WORLDCOM INC COM 98157D106 12983 283000 SH DEFINED 1 283000
WYNDHAM INTERNATIONAL INC COM 983101106 183 73387 SH DEFINED 1 73387
WYNDHAM INTERNATIONAL INC COM 983101106 841 336384 SH DEFINED 1 336384
YAMADA DENKI COM 698502600 1346 15000 SH DEFINED 1 15000
YAMADA DENKI COM 698502600 6283 70000 SH DEFINED 1 70000
ZHENHAI REFINING & CHEM CONVT 98949RAA6 1528 1500000 PRN DEFINED 1 1500000
</TABLE>