NORTHWESTERN MUTUAL LIFE INSURANCE CO
13F-HR, 2000-08-09
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                  UNITED STATES
              SECURITIES AND EXCHANGE COMMISSION
                    Washington, D.C.  20549

                          FORM 13F

                    FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: 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>


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