NORTHWESTERN MUTUAL LIFE INSURANCE CO
13F-HR, 2000-11-13
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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: September 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     November 13, 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:  1236

Form 13F Information Table Value Total (000's):  $7,264,175


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>
A T & T WIRELESS GROUP         COM            001957406         8      400 SH       DEFINED 1             400
A T & T WIRELESS GROUP         COM            001957406      2762   132300 SH       DEFINED 1          132300
ABC-NACO INC                   COM            000752105      2479   472157 SH       DEFINED 1          472157
ABN-AMRO HOLDING               COM            525076900       694    29800 SH       DEFINED 1           29800
ABN-AMRO HOLDING               COM            525076900      3356   144100 SH       DEFINED 1          144100
ACCRUE SOFTWARE INC            COM            00437W102        78     6519 SH       DEFINED 1            6519
ACME COMMUNICATIONS            COM            004631107        71     7900 SH       DEFINED 1            7900
ACT MANUFACTURING INC          COM            000973107      1240    23500 SH       DEFINED 1           23500
ACT MANUFACTURING INC          COM            000973107       100     1900 SH       DEFINED 1            1900
ACT MANUFACTURING INC          COM            000973107        21      400 SH       DEFINED 1             400
ACT MANUFACTURING INC          COM            000973107      4800    91000 SH       DEFINED 1           91000
ACTION PERFORMANCE             CONVT          004933AB3      1980  2000000 PRN      DEFINED 1         2000000
ADELPHIA COMMUNICATIONS        COM            006848105      3969   144000 SH       DEFINED 1          144000
ADELPHIA COMMUNICATIONS        COM            006848105     13051   473500 SH       DEFINED 1          473500
ADELPHIA COMMUNICATIONS        CONVT          006848402      6404    55000 SH       DEFINED 1           55000
ADVANCED ENERGY INDUSTRIES     CONVT          007973AA8       465   500000 PRN      DEFINED 1          500000
ADVANCED ENERGY INDUSTRIES     CONVT          007973AA8      5400  5445000 PRN      DEFINED 1         5445000
ADVENT SOFTWARE, INC.          COM            007974108      3668    52500 SH       DEFINED 1           52500
ADVENT SOFTWARE, INC.          COM            007974108        77     1100 SH       DEFINED 1            1100
ADVENT SOFTWARE, INC.          COM            007974108     11914   170500 SH       DEFINED 1          170500
AK SIGORTA                     COM            401207800       728 45000000 SH       DEFINED 1        45000000
AK SIGORTA                     COM            401207800      2815   1.74E8 SH       DEFINED 1          1.74E8
ALCATEL ALSTHOM                COM            597500600      2638    41250 SH       DEFINED 1           41250
ALCATEL ALSTHOM                COM            597500600     12791   200000 SH       DEFINED 1          200000
ALCOA INC                      COM            013817101      3038   120000 SH       DEFINED 1          120000
ALCOA INC                      COM            013817101       608    24000 SH       DEFINED 1           24000
ALTADIS SA                     COM            544401200      1190    82500 SH       DEFINED 1           82500
ALTADIS SA                     COM            544401200      5769   400000 SH       DEFINED 1          400000
ALTRAN TECHNOLOGIES            COM            402186900      1350     6400 SH       DEFINED 1            6400
ALTRAN TECHNOLOGIES            COM            402186900      6644    31500 SH       DEFINED 1           31500
ALZA CORP.                     COM            022615108       130     1500 SH       DEFINED 1            1500
AMADEUS GLOBAL TRAVEL DIST A   COM            578813000      1239   140000 SH       DEFINED 1          140000
AMADEUS GLOBAL TRAVEL DIST A   COM            578813000      5574   630000 SH       DEFINED 1          630000
AMAZON.COM INC                 COM            023135106        15      400 SH       DEFINED 1             400
AMAZON.COM INC                 COM            023135106      3306    86000 SH       DEFINED 1           86000
AMB PROPERTY CORP              COM            00163T109      4028   164000 SH       DEFINED 1          164000
AMB PROPERTY CORP              COM            00163T109     17339   705900 SH       DEFINED 1          705900
AMC ENTERTAINMENT INC          COM            001669100        60    34480 SH       DEFINED 1           34480
AMC ENTERTAINMENT INC          COM            001669100      1225   699944 SH       DEFINED 1          699944
AMDOCS  LTD                    COM            G02602103      5491    88028 SH       DEFINED 1           88028
AMDOCS  LTD                    COM            G02602103      1035    16600 SH       DEFINED 1           16600
AMDOCS  LTD                    COM            G02602103       112     1800 SH       DEFINED 1            1800
AMDOCS  LTD                    COM            G02602103     21956   351994 SH       DEFINED 1          351994
AMERICA ONLINE INC             COM            02364J104      4408    82000 SH       DEFINED 1           82000
AMERICA ONLINE INC             COM            02364J104       753    14000 SH       DEFINED 1           14000
AMERICA ONLINE INC             COM            02364J104        75     1400 SH       DEFINED 1            1400
AMERICA ONLINE INC             COM            02364J104     23166   431000 SH       DEFINED 1          431000
AMERICAN BANKNOTE CORPORATION  COM            024490104        33   820000 SH       DEFINED 1          820000
AMERICAN INTERNATIONAL GROUP,I COM            026874107      9330    97500 SH       DEFINED 1           97500
AMERICAN INTERNATIONAL GROUP,I COM            026874107      1636    17100 SH       DEFINED 1           17100
AMERICAN INTERNATIONAL GROUP,I COM            026874107        96     1000 SH       DEFINED 1            1000
AMERICAN INTERNATIONAL GROUP,I COM            026874107     33969   355000 SH       DEFINED 1          355000
AMERICAN ITALIAN PASTA COMPANY COM            027070101        84     4400 SH       DEFINED 1            4400
AMERICAN TOWER CORP            COM            029912201       177     4700 SH       DEFINED 1            4700
AMGEN INC                      COM            031162100      4190    60000 SH       DEFINED 1           60000
AMGEN INC                      COM            031162100       698    10000 SH       DEFINED 1           10000
AMKOR TECHNOLOGIES INC         CONVT          031652AH3      4038  5000000 PRN      DEFINED 1         5000000
ANADARKO PETROLEUM CORP        COM            032511107      2406    36200 SH       DEFINED 1           36200
ANADARKO PETROLEUM CORP        CONVT          032511AP2       803  1000000 PRN      DEFINED 1         1000000
ANADARKO PETROLEUM CORP        COM            032511107        47      700 SH       DEFINED 1             700
ANADARKO PETROLEUM CORP        COM            032511107      9165   137900 SH       DEFINED 1          137900
ANADARKO PETROLEUM CORP        CONVT          032511AP2      2548  5000000 PRN      DEFINED 1         5000000
ANHEUSER-BUSCH COS INC         COM            035229103      5865   138600 SH       DEFINED 1          138600
ANHEUSER-BUSCH COS INC         COM            035229103       948    22400 SH       DEFINED 1           22400
ANHEUSER-BUSCH COS INC         COM            035229103        85     2000 SH       DEFINED 1            2000
ANHEUSER-BUSCH COS INC         COM            035229103     23035   544400 SH       DEFINED 1          544400
ANICOM INC                     COM            035250109      5618  1461540 SH       DEFINED 1         1461540
ANSWERTHINK CONSULTING GROUP   COM            036916104       640    39390 SH       DEFINED 1           39390
APACHE CORPORATION             CONVT          037411600       513    10000 SH       DEFINED 1           10000
APARTMENT INVESTMENT AND MANAG COM            03748R101      3009    65316 SH       DEFINED 1           65316
APARTMENT INVESTMENT AND MANAG COM            03748R101     20703   449464 SH       DEFINED 1          449464
APARTMENT INVT & MGMT CO       CONVT          03748R705      5735   229400 SH       DEFINED 1          229400
APPLIED MATERIALS INC          COM            038222105      1412    23806 SH       DEFINED 1           23806
APPLIED MATERIALS INC          COM            038222105        18      308 SH       DEFINED 1             308
APPLIED MATERIALS INC          COM            038222105      3478    58636 SH       DEFINED 1           58636
APW LIMITED                    COM            G04397108      1672    34300 SH       DEFINED 1           34300
APW LIMITED                    COM            G04397108       146     3000 SH       DEFINED 1            3000
APW LIMITED                    COM            G04397108        29      600 SH       DEFINED 1             600
APW LIMITED                    COM            G04397108      7625   156400 SH       DEFINED 1          156400
ARACRUZ                        COM            038496204       629    38000 SH       DEFINED 1           38000
ARACRUZ                        COM            038496204      3230   195000 SH       DEFINED 1          195000
ARADIGM CORP                   COM            038505103      6079   265030 SH       DEFINED 1          265030
ARCH WIRELESS INC              COM            039392105      2375   474933 SH       DEFINED 1          474933
ARCH WIRELESS INC              CONVT          039392113        34   115084 SH       DEFINED 1          115084
ARCH WIRELESS INC              COM            039392303       627   125429 SH       DEFINED 1          125429
ARCH WIRELESS INC              COM            039392105      9786  1957196 SH       DEFINED 1         1957196
ARCH WIRELESS INC              CONVT          039392113         3   474861 SH       DEFINED 1          474861
ARCH WIRELESS INC              COM            039392303      2584   516724 SH       DEFINED 1          516724
ARCHSTONE COMMUNITIES TRUST    COM            039581103      2410    98125 SH       DEFINED 1           98125
ARCHSTONE COMMUNITIES TRUST    COM            039581103      6594   268456 SH       DEFINED 1          268456
ARDEN REALTY, INC.             COM            039793104      1823    68000 SH       DEFINED 1           68000
ARDEN REALTY, INC.             COM            039793104      7210   268900 SH       DEFINED 1          268900
ARISTOCRAT LEISURE LIMITED     COM            625398300       609   170000 SH       DEFINED 1          170000
ARISTOCRAT LEISURE LIMITED     COM            625398300      3045   850000 SH       DEFINED 1          850000
ARNOLDO MONDADORI EDITORE      COM            408489500      1312   110000 SH       DEFINED 1          110000
ARNOLDO MONDADORI EDITORE      COM            408489500      6560   550000 SH       DEFINED 1          550000
ASM LITHOGRAPHY HOLDING        COM            594936800      1692    51000 SH       DEFINED 1           51000
ASM LITHOGRAPHY HOLDING        COM            594936800      8292   250000 SH       DEFINED 1          250000
ASPEN TECHNOLOGY INC           COM            045327103      2121    47000 SH       DEFINED 1           47000
ASPEN TECHNOLOGY INC           COM            045327103        77     1700 SH       DEFINED 1            1700
ASPEN TECHNOLOGY INC           COM            045327103        41      900 SH       DEFINED 1             900
ASPEN TECHNOLOGY INC           COM            045327103      7364   163200 SH       DEFINED 1          163200
AT&T CORPORATION               COM            001957109      3819   130000 SH       DEFINED 1          130000
AT&T CORPORATION               COM            001957109       654    22250 SH       DEFINED 1           22250
AT&T CORPORATION               COM            001957109        59     2000 SH       DEFINED 1            2000
AT&T CORPORATION               COM            001957109     23988   816620 SH       DEFINED 1          816620
ATLANTIC COAST AIRLINES HLDG   COM            048396105       135     4200 SH       DEFINED 1            4200
ATMEL CORP                     COM            049513104      1671   110000 SH       DEFINED 1          110000
ATMEL CORP                     COM            049513104       273    18000 SH       DEFINED 1           18000
ATMEL CORP                     COM            049513104        55     3600 SH       DEFINED 1            3600
ATMEL CORP                     COM            049513104     19987  1316000 SH       DEFINED 1         1316000
AUTONOMY                       COM            401200100     13888   248000 SH       DEFINED 1          248000
AUTONOMY                       COM            401200100     67200  1200000 SH       DEFINED 1         1200000
AUTOSTRADE SPA                 COM            555465400       729   111000 SH       DEFINED 1          111000
AUTOSTRADE SPA                 COM            555465400      3209   489000 SH       DEFINED 1          489000
AVALONBAY COMMUNITIES INC      COM            053484101      4109    86166 SH       DEFINED 1           86166
AVALONBAY COMMUNITIES INC      COM            053484101     23522   493249 SH       DEFINED 1          493249
AVANEX CORP                    COM            05348W109        43      400 SH       DEFINED 1             400
AVENTIS                        COM            473681700      1237    16500 SH       DEFINED 1           16500
AVENTIS                        COM            473681700      5999    80000 SH       DEFINED 1           80000
AVERY DENNISON CORP.           COM            053611109      4174    90000 SH       DEFINED 1           90000
AVERY DENNISON CORP.           COM            053611109       557    12000 SH       DEFINED 1           12000
AVERY DENNISON CORP.           COM            053611109        83     1800 SH       DEFINED 1            1800
AVERY DENNISON CORP.           COM            053611109     27612   595400 SH       DEFINED 1          595400
AXA                            COM            402692700      1567    12000 SH       DEFINED 1           12000
AXA                            COM            402692700      7833    60000 SH       DEFINED 1           60000
AXCELIS TECHNOLOGIES INC       COM            054540109        97     8200 SH       DEFINED 1            8200
AXCELIS TECHNOLOGIES INC       COM            054540109        11      900 SH       DEFINED 1             900
BAKER HUGHES INC.              COM            057224107       743    20000 SH       DEFINED 1           20000
BANCA INTESA ORDINARY          COM            407683600      1280   330000 SH       DEFINED 1          330000
BANCA INTESA ORDINARY          COM            407683600      6205  1600000 SH       DEFINED 1         1600000
BANCO ITAU                     COM            245958100      1334 15000000 SH       DEFINED 1        15000000
BANCO ITAU                     COM            245958100      5336 60000000 SH       DEFINED 1        60000000
BANCO SANTANDER CENTRAL HISP   COM            570594600      1136   103500 SH       DEFINED 1          103500
BANCO SANTANDER CENTRAL HISP   COM            570594600      5487   500000 SH       DEFINED 1          500000
BANK OF AMERICA CORP           COM            060505104         0        1 SH       DEFINED 1               1
BANK OF NEW YORK COMPANY INC.  COM            064057102      9250   165000 SH       DEFINED 1          165000
BANK OF NEW YORK COMPANY INC.  COM            064057102      1716    30600 SH       DEFINED 1           30600
BANK OF NEW YORK COMPANY INC.  COM            064057102       146     2600 SH       DEFINED 1            2600
BANK OF NEW YORK COMPANY INC.  COM            064057102     34574   616700 SH       DEFINED 1          616700
BANK SARASIN                   COM            414954500      1854      550 SH       DEFINED 1             550
BANK SARASIN                   COM            414954500      8425     2500 SH       DEFINED 1            2500
BARRA INC                      COM            068313105      1142    18400 SH       DEFINED 1           18400
BARRA INC                      COM            068313105        37      600 SH       DEFINED 1             600
BARRA INC                      COM            068313105        25      400 SH       DEFINED 1             400
BARRA INC                      COM            068313105      4127    66500 SH       DEFINED 1           66500
BELCO OIL & GAS CORP           CONVT          077410207      3693   257500 SH       DEFINED 1          257500
BELLUNA CO LTD                 COM            607035300       647    17500 SH       DEFINED 1           17500
BELLUNA CO LTD                 COM            607035300      3125    84500 SH       DEFINED 1           84500
BEST BUY CO INC                COM            086516101       802    12600 SH       DEFINED 1           12600
BF GOODRICH COMPANY            CONVT          196878409       963    20000 SH       DEFINED 1           20000
BF GOODRICH COMPANY            CONVT          196878409     10301   232500 SH       DEFINED 1          232500
BIOCOMPATIBLES INTL PLC        COM            009847000       636   110000 SH       DEFINED 1          110000
BIOCOMPATIBLES INTL PLC        COM            009847000      3064   530000 SH       DEFINED 1          530000
BIOVAIL CORP                   COM            09067J109      3632    44600 SH       DEFINED 1           44600
BIOVAIL CORP                   COM            09067J109       155     1900 SH       DEFINED 1            1900
BIOVAIL CORP                   COM            09067J109        81     1000 SH       DEFINED 1            1000
BIOVAIL CORP                   COM            09067J109     13804   169500 SH       DEFINED 1          169500
BJ SERVICES COMPANY            COM            055482103      5660    92600 SH       DEFINED 1           92600
BJ SERVICES COMPANY            COM            055482103       128     2100 SH       DEFINED 1            2100
BJ SERVICES COMPANY            COM            055482103       104     1700 SH       DEFINED 1            1700
BJ SERVICES COMPANY            COM            055482103     27339   447260 SH       DEFINED 1          447260
BNP PARIBAS                    COM            413366700      1763    20000 SH       DEFINED 1           20000
BNP PARIBAS                    COM            413366700      8813   100000 SH       DEFINED 1          100000
BOOKHAM TECHNOLOGY -SPON ADR   COM            022430500       222     5150 SH       DEFINED 1            5150
BOOKHAM TECHNOLOGY -SPON ADR   COM            022430500      1072    24850 SH       DEFINED 1           24850
BOSTON PROPERTIES              COM            101121101      4371   101800 SH       DEFINED 1          101800
BOSTON PROPERTIES              COM            101121101     13856   322700 SH       DEFINED 1          322700
BOUYGES OFFSHORE               COM            102112109      1300    50000 SH       DEFINED 1           50000
BOUYGES OFFSHORE               COM            102112109      3900   150000 SH       DEFINED 1          150000
BP AMOCO PLC                   COM            055622104      4664    88000 SH       DEFINED 1           88000
BP AMOCO PLC                   COM            055622104       816    15400 SH       DEFINED 1           15400
BP AMOCO PLC                   COM            055622104        53     1000 SH       DEFINED 1            1000
BP AMOCO PLC                   COM            055622104     19599   369800 SH       DEFINED 1          369800
BRE PROPERTIES INC             COM            05564E106      1440    45000 SH       DEFINED 1           45000
BRE PROPERTIES INC             COM            05564E106      4160   130000 SH       DEFINED 1          130000
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108        57     1000 SH       DEFINED 1            1000
BRISTOL-MYERS SQUIBB COMPANY   COM            110122108     19274   337400 SH       DEFINED 1          337400
BUDGET GROUP CAPITAL           CONVT          119001303       309    15000 SH       DEFINED 1           15000
BUDGET GROUP CAPITAL           CONVT          119001303      6600   320000 SH       DEFINED 1          320000
BUDGET GROUP CAPITAL           CONVT          119003AB7      7500  7500000 PRN      DEFINED 1         7500000
BUHRMANN                       COM            551675100      2235    88891 SH       DEFINED 1           88891
BUHRMANN                       COM            551675100     10860   431955 SH       DEFINED 1          431955
C-MAC INDUSTRIES INC           COM            125920108       604    10500 SH       DEFINED 1           10500
C-MAC INDUSTRIES INC           COM            125920108      2875    50000 SH       DEFINED 1           50000
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100      2142    38000 SH       DEFINED 1           38000
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100        51      900 SH       DEFINED 1             900
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100      7986   141700 SH       DEFINED 1          141700
CABLE & WIRELESS PLC           COM            016255700      1665   117000 SH       DEFINED 1          117000
CABLE & WIRELESS PLC           COM            016255700      8055   566000 SH       DEFINED 1          566000
CAMBREX CORPORATION            COM            132011107        96     2600 SH       DEFINED 1            2600
CAMDEN PPTY TR                 CONVT          133131201      6000   240000 SH       DEFINED 1          240000
CANON INC                      COM            617232300       974    22000 SH       DEFINED 1           22000
CANON INC                      COM            617232300      4695   106000 SH       DEFINED 1          106000
CARRAMERICA REALTY CORP        COM            144418100      7200   238000 SH       DEFINED 1          238000
CATALINA MARKETING CORPORATION COM            148867104      5542   147300 SH       DEFINED 1          147300
CATALINA MARKETING CORPORATION COM            148867104       192     5100 SH       DEFINED 1            5100
CATALINA MARKETING CORPORATION COM            148867104        85     2250 SH       DEFINED 1            2250
CATALINA MARKETING CORPORATION COM            148867104     18116   481500 SH       DEFINED 1          481500
CATELLUS DEVELOPMENT CORP      COM            149111106      1066    60900 SH       DEFINED 1           60900
CATELLUS DEVELOPMENT CORP      COM            149111106      7070   404000 SH       DEFINED 1          404000
CDW COMPUTERS                  COM            125129106      4575    66300 SH       DEFINED 1           66300
CDW COMPUTERS                  COM            125129106       152     2200 SH       DEFINED 1            2200
CDW COMPUTERS                  COM            125129106        90     1300 SH       DEFINED 1            1300
CDW COMPUTERS                  COM            125129106     17581   254800 SH       DEFINED 1          254800
CELLSTAR CORP                  CONVT          150925AC9       194   500000 PRN      DEFINED 1          500000
CELLSTAR CORP                  CONVT          150925AC9     10935 13075000 PRN      DEFINED 1        13075000
CELLTECH GROUP PLC             COM            018227600      1034    52000 SH       DEFINED 1           52000
CELLTECH GROUP PLC             COM            018227600      4973   250000 SH       DEFINED 1          250000
CEMEX  CPO                     COM            240645700       927   230000 SH       DEFINED 1          230000
CEMEX  CPO                     COM            240645700      2660   660000 SH       DEFINED 1          660000
CENDANT CORPORATION            CONVT          126545AD4       684   750000 PRN      DEFINED 1          750000
CENDANT CORPORATION            CONVT          151313301       164    10000 SH       DEFINED 1           10000
CENDANT CORPORATION            CONVT          151313400       155    10000 SH       DEFINED 1           10000
CENDANT CORPORATION            CONVT          126545AD4     17329 19000000 PRN      DEFINED 1        19000000
CENDANT CORPORATION            CONVT          151313301      9820   401100 SH       DEFINED 1          401100
CENTRICA PLC                   COM            057343800       888   280000 SH       DEFINED 1          280000
CENTRICA PLC                   COM            057343800      4442  1400000 SH       DEFINED 1         1400000
CHARLES RIVER ASSOCIATES INC.  COM            159852102       938    77400 SH       DEFINED 1           77400
CHARLES RIVER ASSOCIATES INC.  COM            159852102        15     1200 SH       DEFINED 1            1200
CHARLES RIVER ASSOCIATES INC.  COM            159852102      3925   323700 SH       DEFINED 1          323700
CHASE MANHATTAN CORP           COM            16161A108      2771    60000 SH       DEFINED 1           60000
CHASE MANHATTAN CORP           COM            16161A108       436     9450 SH       DEFINED 1            9450
CHASE MANHATTAN CORP           COM            16161A108        44      950 SH       DEFINED 1             950
CHASE MANHATTAN CORP           COM            16161A108     14253   308580 SH       DEFINED 1          308580
CHEUNG KONG HOLDINGS LTD       COM            619027300      1330   110000 SH       DEFINED 1          110000
CHEUNG KONG HOLDINGS LTD       COM            619027300      5053   418000 SH       DEFINED 1          418000
CHEVRON CORP                   COM            166751107      4263    50000 SH       DEFINED 1           50000
CHEVRON CORP                   COM            166751107        51      600 SH       DEFINED 1             600
CHEVRON CORP                   COM            166751107      9105   106800 SH       DEFINED 1          106800
CHINA MOBIL                    COM            607355600      1294   195000 SH       DEFINED 1          195000
CHINA MOBIL                    COM            607355600      6306   950000 SH       DEFINED 1          950000
CHUGAI PHARMACEUTICAL          COM            619640800      1724    95000 SH       DEFINED 1           95000
CHUGAI PHARMACEUTICAL          COM            619640800      5445   300000 SH       DEFINED 1          300000
CIGNA CORPORATION              COM            125509109      5721    54800 SH       DEFINED 1           54800
CIGNA CORPORATION              COM            125509109       908     8700 SH       DEFINED 1            8700
CIGNA CORPORATION              COM            125509109        63      600 SH       DEFINED 1             600
CIGNA CORPORATION              COM            125509109     26100   250000 SH       DEFINED 1          250000
CINTAS CORPORATION             COM            172908105      4395   100900 SH       DEFINED 1          100900
CINTAS CORPORATION             COM            172908105        83     1900 SH       DEFINED 1            1900
CINTAS CORPORATION             COM            172908105     23293   534700 SH       DEFINED 1          534700
CIRRUS LOGIC INC               CONVT          172755AC4      3616  4200000 PRN      DEFINED 1         4200000
CISCO SYSTEMS INCORPORATED     COM            17275R102     11879   215000 SH       DEFINED 1          215000
CISCO SYSTEMS INCORPORATED     COM            17275R102      1995    36100 SH       DEFINED 1           36100
CISCO SYSTEMS INCORPORATED     COM            17275R102       221     4000 SH       DEFINED 1            4000
CISCO SYSTEMS INCORPORATED     COM            17275R102     81328  1472000 SH       DEFINED 1         1472000
CITADEL COMMUNICATIONS CORP    COM            172853202      1817   106853 SH       DEFINED 1          106853
CITIGROUP INC                  COM            172967101      9371   173333 SH       DEFINED 1          173333
CITIGROUP INC                  COM            172967101      1586    29333 SH       DEFINED 1           29333
CITIGROUP INC                  COM            172967101       159     2933 SH       DEFINED 1            2933
CITIGROUP INC                  COM            172967101     37335   690596 SH       DEFINED 1          690596
CNF TRUST I                    CONVT          12612V205      9589   176000 SH       DEFINED 1          176000
COCA-COLA CO                   COM            191216100      4134    75000 SH       DEFINED 1           75000
COCA-COLA CO                   COM            191216100       689    12500 SH       DEFINED 1           12500
COGNOS INC                     COM            19244C109       742    18200 SH       DEFINED 1           18200
COGNOS INC                     COM            19244C109      3619    88800 SH       DEFINED 1           88800
COLT                           COM            042469900      1184    42000 SH       DEFINED 1           42000
COLT                           COM            042469900      5639   200000 SH       DEFINED 1          200000
COMVERSE                       COM            205862402      4979    46100 SH       DEFINED 1           46100
COMVERSE                       COM            205862402       270     2500 SH       DEFINED 1            2500
COMVERSE                       COM            205862402     19138   177200 SH       DEFINED 1          177200
CONAGRA INC.                   COM            205887102      3064   152708 SH       DEFINED 1          152708
CONCORD EFS INC.               COM            206197105      4867   137050 SH       DEFINED 1          137050
CONCORD EFS INC.               COM            206197105        98     2750 SH       DEFINED 1            2750
CONCORD EFS INC.               COM            206197105     18507   521100 SH       DEFINED 1          521100
CONOCO 'B'                     COM            208251405      3396   130000 SH       DEFINED 1          130000
CONOCO 'B'                     COM            208251405       836    32000 SH       DEFINED 1           32000
CONOCO 'B'                     COM            208251405        52     2000 SH       DEFINED 1            2000
CONOCO 'B'                     COM            208251405     20620   789300 SH       DEFINED 1          789300
COOPER CAMERON CORP.           COM            216640102       118     1600 SH       DEFINED 1            1600
COOPER CAMERON CORP.           COM            216640102      1606    21800 SH       DEFINED 1           21800
CORIXA CORP                    COM            21887F100       367     7294 SH       DEFINED 1            7294
CORNING INC                    COM            219350105      7871    26500 SH       DEFINED 1           26500
CORNING INC                    COM            219350105      1485     5000 SH       DEFINED 1            5000
CORNING INC                    COM            219350105       119      400 SH       DEFINED 1             400
CORNING INC                    COM            219350105     41996   141400 SH       DEFINED 1          141400
COSINE COMMUNICATIONS INC      COM            221222102        50      900 SH       DEFINED 1             900
COSINE COMMUNICATIONS INC      COM            221222102        22      400 SH       DEFINED 1             400
COSTCO WHOLESALE CORP.         COM            22160K105      3109    89000 SH       DEFINED 1           89000
COSTCO WHOLESALE CORP.         COM            22160K105       559    16000 SH       DEFINED 1           16000
COSTCO WHOLESALE CORP.         COM            22160K105        45     1300 SH       DEFINED 1            1300
COSTCO WHOLESALE CORP.         COM            22160K105     17329   496000 SH       DEFINED 1          496000
COX COMMUNICATIONS INC         CONVT          224044AX5       470  1000000 PRN      DEFINED 1         1000000
COX COMMUNICATIONS INC         CONVT          224044AX5      3129  7218000 PRN      DEFINED 1         7218000
CREDENCE SYSTEMS CORP          COM            225302108        63     2100 SH       DEFINED 1            2100
CRH PLC                        COM            018270400      1065    67000 SH       DEFINED 1           67000
CRH PLC                        COM            018270400      5166   325000 SH       DEFINED 1          325000
CROSSWAVE COMMUNICATIONS-ADR   COM            227686102       529    51600 SH       DEFINED 1           51600
CROSSWAVE COMMUNICATIONS-ADR   COM            227686102      2546   248400 SH       DEFINED 1          248400
CROWN CASTLE INTL CORP         COM            228227104        93     3000 SH       DEFINED 1            3000
CROWN CASTLE INTL CORP         COM            228227104     16869  1657613 SH       DEFINED 1         1657613
CROWN CORK & SEAL COMPANY,INC. COM            228255105        97     9117 SH       DEFINED 1            9117
CSL LIMITED                    COM            618549500      1271    67500 SH       DEFINED 1           67500
CSL LIMITED                    COM            618549500      6262   332500 SH       DEFINED 1          332500
CYMER INC                      COM            232572107      1390    45300 SH       DEFINED 1           45300
CYMER INC                      COM            232572107        89     2900 SH       DEFINED 1            2900
CYMER INC                      COM            232572107        34     1100 SH       DEFINED 1            1100
CYMER INC                      COM            232572107      5103   166300 SH       DEFINED 1          166300
CYPRESS SEMICONDUCTOR          CONVT          232806AE9       319   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      1485   300000 SH       DEFINED 1          300000
DAO HENK BANK                  COM            628713100      5941  1200000 SH       DEFINED 1         1200000
DAVITA INC                     COM            23918K108      2816   375400 SH       DEFINED 1          375400
DAVITA INC                     CONVT          89151AAC1       178   250000 PRN      DEFINED 1          250000
DAVITA INC                     COM            23918K108        88    11700 SH       DEFINED 1           11700
DAVITA INC                     COM            23918K108        48     6400 SH       DEFINED 1            6400
DAVITA INC                     COM            23918K108     10576  1410100 SH       DEFINED 1         1410100
DBS HOLDINGS                   COM            617520300       828    75000 SH       DEFINED 1           75000
DBS HOLDINGS                   COM            617520300      3587   325000 SH       DEFINED 1          325000
DECISIONONE CORP               COM            243457108        18     3271 SH       DEFINED 1            3271
DECISIONONE CORP               COM            243457108       249    44220 SH       DEFINED 1           44220
DELL COMPUTER CORP.            COM            247025109      3297   107000 SH       DEFINED 1          107000
DELL COMPUTER CORP.            COM            247025109       524    17000 SH       DEFINED 1           17000
DELL COMPUTER CORP.            COM            247025109        52     1700 SH       DEFINED 1            1700
DELL COMPUTER CORP.            COM            247025109     15526   503900 SH       DEFINED 1          503900
DENWAY MOTORS LIMITED          COM            626376600       722  4616000 SH       DEFINED 1         4616000
DENWAY MOTORS LIMITED          COM            626376600      3477 22222000 SH       DEFINED 1        22222000
DIAGEO PLC                     COM            023740000      1469   165000 SH       DEFINED 1          165000
DIAGEO PLC                     COM            023740000      7211   810000 SH       DEFINED 1          810000
DIALOG SEMICONDUCTOR PLC       COM            598220000       291     8500 SH       DEFINED 1            8500
DIALOG SEMICONDUCTOR PLC       COM            598220000      1419    41500 SH       DEFINED 1           41500
DIAMOND OFFSHORE DRILLING      COM            25271C102      2206    53800 SH       DEFINED 1           53800
DIAMOND OFFSHORE DRILLING      COM            25271C102       361     8800 SH       DEFINED 1            8800
DIAMOND OFFSHORE DRILLING      COM            25271C102        37      900 SH       DEFINED 1             900
DIAMOND OFFSHORE DRILLING      COM            25271C102     24723   603000 SH       DEFINED 1          603000
DOLLAR TREE STORES, INC.       COM            256747106        55     1350 SH       DEFINED 1            1350
DOMAIN TECHNOLOGY INC          COM            257030106         9     9494 SH       DEFINED 1            9494
DRESDNER BANK AG               COM            580162800      1088    25000 SH       DEFINED 1           25000
DRESDNER BANK AG               COM            580162800      5224   120000 SH       DEFINED 1          120000
DRIL-QUIP, INC.                COM            262037104       905    22700 SH       DEFINED 1           22700
DST SYSTEMS, INC.              COM            233326107      5170    44000 SH       DEFINED 1           44000
DST SYSTEMS, INC.              COM            233326107       106      900 SH       DEFINED 1             900
DST SYSTEMS, INC.              COM            233326107     19787   168400 SH       DEFINED 1          168400
DUKE ENERGY COMPANY            COM            264399106      1715    20000 SH       DEFINED 1           20000
DUKE-WEEKS REALTY CORP         COM            264411505      3814   158096 SH       DEFINED 1          158096
DUKE-WEEKS REALTY CORP         COM            264411505     10730   444772 SH       DEFINED 1          444772
DUPONT PHOTOMASKS INC          CONVT          26613XAC5      1000  1000000 PRN      DEFINED 1         1000000
EASTGROUP PROPERTIES INC       COM            277276101       834    37500 SH       DEFINED 1           37500
EASTGROUP PROPERTIES INC       COM            277276101      4172   187500 SH       DEFINED 1          187500
ECHELON CORPORATION            COM            27874N105       240     8167 SH       DEFINED 1            8167
ECOLAB, INC.                   COM            278865100      3606   100000 SH       DEFINED 1          100000
ECOLAB, INC.                   COM            278865100       252     7000 SH       DEFINED 1            7000
ECOLAB, INC.                   COM            278865100       101     2800 SH       DEFINED 1            2800
ECOLAB, INC.                   COM            278865100      8547   237000 SH       DEFINED 1          237000
EGYPT MOBILE PHONE (MOBINIL)   COM            610392500       576    26000 SH       DEFINED 1           26000
EGYPT MOBILE PHONE (MOBINIL)   COM            610392500      2794   126000 SH       DEFINED 1          126000
ELAN CORPORATION               COM            284131208      1643    30000 SH       DEFINED 1           30000
ELAN CORPORATION               COM            284131208      8213   150000 SH       DEFINED 1          150000
ELECTRONIC ARTS                COM            285512109       109     2200 SH       DEFINED 1            2200
ELECTRONIC DATA SYSTEMS        COM            285661104      2905    70000 SH       DEFINED 1           70000
ELECTRONIC DATA SYSTEMS        COM            285661104       436    10500 SH       DEFINED 1           10500
ELECTRONIC DATA SYSTEMS        COM            285661104        62     1500 SH       DEFINED 1            1500
ELECTRONIC DATA SYSTEMS        COM            285661104     20928   504300 SH       DEFINED 1          504300
ELI LILLY & COMPANY            COM            532457108      4056    50000 SH       DEFINED 1           50000
ELI LILLY & COMPANY            COM            532457108       673     8300 SH       DEFINED 1            8300
ELI LILLY & COMPANY            COM            532457108        65      800 SH       DEFINED 1             800
ELI LILLY & COMPANY            COM            532457108     17945   221200 SH       DEFINED 1          221200
EMC CORPORATION                COM            268648102      7137    72000 SH       DEFINED 1           72000
EMC CORPORATION                COM            268648102      1170    11800 SH       DEFINED 1           11800
EMC CORPORATION                COM            268648102       119     1200 SH       DEFINED 1            1200
EMC CORPORATION                COM            268648102     38946   392900 SH       DEFINED 1          392900
EMERSON ELECTRIC CO            COM            291011104      5193    77500 SH       DEFINED 1           77500
ENERGIS PLC                    COM            088978200      1948   275000 SH       DEFINED 1          275000
ENERGIS PLC                    COM            088978200      9738  1375000 SH       DEFINED 1         1375000
ENGAGE INC                     COM            292827102        16     2000 SH       DEFINED 1            2000
ENODIS PLC                     COM            009315200       746   260000 SH       DEFINED 1          260000
ENODIS PLC                     COM            009315200      3585  1250000 SH       DEFINED 1         1250000
ENRON CORP                     COM            293561106     10077   115000 SH       DEFINED 1          115000
ENRON CORP                     COM            293561106      1682    19200 SH       DEFINED 1           19200
ENRON CORP                     COM            293561106       175     2000 SH       DEFINED 1            2000
ENRON CORP                     COM            293561106     56422   643900 SH       DEFINED 1          643900
ENTERPRISE OIL                 COM            031886600      1428   175000 SH       DEFINED 1          175000
ENTERPRISE OIL                 COM            031886600      7142   875000 SH       DEFINED 1          875000
EOG RESOURCES                  COM            26875P101      4665   120000 SH       DEFINED 1          120000
EOG RESOURCES                  COM            26875P101       797    20500 SH       DEFINED 1           20500
EOG RESOURCES                  COM            26875P101        86     2200 SH       DEFINED 1            2200
EOG RESOURCES                  COM            26875P101     27465   706500 SH       DEFINED 1          706500
EPCOS                          COM            578599300      1785    22000 SH       DEFINED 1           22000
EPCOS                          COM            578599300      8927   110000 SH       DEFINED 1          110000
EQ ONLINE OYJ                  COM            594684200        23     7200 SH       DEFINED 1            7200
EQ ONLINE OYJ                  COM            594684200       117    36400 SH       DEFINED 1           36400
EQUITY OFFICE PROPERTIES TRUST COM            294741103      5971   192210 SH       DEFINED 1          192210
EQUITY OFFICE PROPERTIES TRUST COM            294741103     74985  2414009 SH       DEFINED 1         2414009
EQUITY RESIDENTIAL PROPERTIES  COM            29476L107      6245   130100 SH       DEFINED 1          130100
EQUITY RESIDENTIAL PROPERTIES  COM            29476L107     45201   941692 SH       DEFINED 1          941692
ERG LIMITED                    COM            631774800       576   120000 SH       DEFINED 1          120000
ERG LIMITED                    COM            631774800      2882   600000 SH       DEFINED 1          600000
EXFO ELECTRO-OPTICAL ENGINEE   COM            302043104        26      600 SH       DEFINED 1             600
EXFO ELECTRO-OPTICAL ENGINEE   COM            302043104         9      200 SH       DEFINED 1             200
EXIDE CORP                     CONVT          302051AF4       581  1250000 PRN      DEFINED 1         1250000
EXIDE CORP                     CONVT          302051AF4     21787 26750000 PRN      DEFINED 1        26750000
EXODUS COMMUNICATIONS          CONVT          302088AJ8      1064   500000 PRN      DEFINED 1          500000
EXPEDITORS INTL WASH INC       COM            302130109      2050    45500 SH       DEFINED 1           45500
EXPEDITORS INTL WASH INC       COM            302130109        81     1800 SH       DEFINED 1            1800
EXPEDITORS INTL WASH INC       COM            302130109        59     1300 SH       DEFINED 1            1300
EXPEDITORS INTL WASH INC       COM            302130109      7859   174400 SH       DEFINED 1          174400
EXXON MOBILE CORP              COM            30231G102      9305   104406 SH       DEFINED 1          104406
EXXON MOBILE CORP              COM            30231G102      1761    19761 SH       DEFINED 1           19761
EXXON MOBILE CORP              COM            30231G102        94     1060 SH       DEFINED 1            1060
EXXON MOBILE CORP              COM            30231G102     37586   421726 SH       DEFINED 1          421726
FEDERAL SIGNAL                 COM            313855108        91     4600 SH       DEFINED 1            4600
FEDEX CORPORATION              COM            31428X106     12708   286600 SH       DEFINED 1          286600
FIFTH THIRD BANCORP            COM            316773100       116     2150 SH       DEFINED 1            2150
FINANCIAL SQUARE PRIME OBLIGAT COM            38141W364     73100 73100000 SH       DEFINED 1        73100000
FINMECCANICA SPA               COM            585995100      1090   915000 SH       DEFINED 1          915000
FINMECCANICA SPA               COM            585995100      5270  4425000 SH       DEFINED 1         4425000
FIRST WASHINGTON REALTY TRUST  CONVT          337489603      2788   100000 SH       DEFINED 1          100000
FIRSTAR CORPORATION NEW        COM            33763V109     10606   474000 SH       DEFINED 1          474000
FISERV                         COM            337738108      9879   165000 SH       DEFINED 1          165000
FISERV                         COM            337738108      1209    20200 SH       DEFINED 1           20200
FISERV                         COM            337738108       159     2650 SH       DEFINED 1            2650
FISERV                         COM            337738108     38844   648750 SH       DEFINED 1          648750
FORD MOTOR COMPANY             COM            345370860     12510   494209 SH       DEFINED 1          494209
FRONTIER INSURANCE GROUP INC   COM            359081106       594   950000 SH       DEFINED 1          950000
FRONTLINE LTD                  COM            556105200      1247    80000 SH       DEFINED 1           80000
FRONTLINE LTD                  COM            556105200      6001   385000 SH       DEFINED 1          385000
FUJI HEAVY INDUSTRIES          COM            635640600      1149   185000 SH       DEFINED 1          185000
FUJI HEAVY INDUSTRIES          COM            635640600      4194   675000 SH       DEFINED 1          675000
GABLES RESIDENTIAL TRUST       COM            362418105       761    28000 SH       DEFINED 1           28000
GABLES RESIDENTIAL TRUST       COM            362418105      5110   187972 SH       DEFINED 1          187972
GALERIES LAFAYETTE             COM            570455600      1042     6000 SH       DEFINED 1            6000
GALERIES LAFAYETTE             COM            570455600      5208    30000 SH       DEFINED 1           30000
GASONICS INTERNATIONAL CORP.   COM            367278108      1446   118000 SH       DEFINED 1          118000
GASONICS INTERNATIONAL CORP.   COM            367278108        25     2000 SH       DEFINED 1            2000
GASONICS INTERNATIONAL CORP.   COM            367278108      5585   455900 SH       DEFINED 1          455900
GEMSTAR TV GUIDE INTL          COM            36866W106       314     3600 SH       DEFINED 1            3600
GENERAL ELECTRIC COMPANY       COM            369604103     18518   321000 SH       DEFINED 1          321000
GENERAL ELECTRIC COMPANY       COM            369604103      3288    57000 SH       DEFINED 1           57000
GENERAL ELECTRIC COMPANY       COM            369604103       265     4600 SH       DEFINED 1            4600
GENERAL ELECTRIC COMPANY       COM            369604103     99528  1725300 SH       DEFINED 1         1725300
GENERAL GROWTH PROPERTIES, INC COM            370021107       451    14000 SH       DEFINED 1           14000
GENERAL GROWTH PROPERTIES, INC COM            370021107      1803    56000 SH       DEFINED 1           56000
GENZYME CORPORATION            COM            372917104       294     4308 SH       DEFINED 1            4308
GENZYME SURGICAL PRODUCTS      COM            372917609         6      771 SH       DEFINED 1             771
GEO INTERACTIVE MEDIA GROUP    COM            037123400       710    39000 SH       DEFINED 1           39000
GEO INTERACTIVE MEDIA GROUP    COM            037123400      3451   189500 SH       DEFINED 1          189500
GEORGIA PACIFIC CORP           CONVT          373298801       443    15000 SH       DEFINED 1           15000
GEORGIA PACIFIC CORP           CONVT          373298801     10478   215000 SH       DEFINED 1          215000
GETTY IMAGES INC               COM            374276103      1771    58200 SH       DEFINED 1           58200
GETTY IMAGES INC               COM            374276103       158     5200 SH       DEFINED 1            5200
GETTY IMAGES INC               COM            374276103        37     1200 SH       DEFINED 1            1200
GETTY IMAGES INC               COM            374276103      5503   180800 SH       DEFINED 1          180800
GETTY IMAGES INC               CONVT          374276AC7      4844  4000000 PRN      DEFINED 1         4000000
GLOBAL INDUSTRIES LTD          COM            379336100      1833   146600 SH       DEFINED 1          146600
GLOBAL INDUSTRIES LTD          COM            379336100        40     3200 SH       DEFINED 1            3200
GLOBAL INDUSTRIES LTD          COM            379336100      7883   630600 SH       DEFINED 1          630600
GN STORE NORD                  COM            450109300      1987    14000 SH       DEFINED 1           14000
GN STORE NORD                  COM            450109300      9649    68000 SH       DEFINED 1           68000
GOLF TRUST OF AMERICA          COM            38168B103       270    20000 SH       DEFINED 1           20000
GOLF TRUST OF AMERICA          COM            38168B103      3151   233400 SH       DEFINED 1          233400
GRANT PRIDECO INC -W/I         COM            38821G101      1347    61400 SH       DEFINED 1           61400
GRANT PRIDECO INC -W/I         COM            38821G101        92     4200 SH       DEFINED 1            4200
GRANT PRIDECO INC -W/I         COM            38821G101        31     1400 SH       DEFINED 1            1400
GRANT PRIDECO INC -W/I         COM            38821G101      5680   258900 SH       DEFINED 1          258900
GREAT LAKES REIT, INC          COM            390752103       521    30000 SH       DEFINED 1           30000
GREAT LAKES REIT, INC          COM            390752103      6811   392000 SH       DEFINED 1          392000
GREENPOINT FINANCIAL CORP      COM            395384100      2509    84702 SH       DEFINED 1           84702
GREENPOINT FINANCIAL CORP      COM            395384100       119     4030 SH       DEFINED 1            4030
GREENPOINT FINANCIAL CORP      COM            395384100        50     1692 SH       DEFINED 1            1692
GREENPOINT FINANCIAL CORP      COM            395384100      8129   274402 SH       DEFINED 1          274402
GUIDANT CORP                   COM            401698105      7069   100000 SH       DEFINED 1          100000
GUIDANT CORP                   COM            401698105      1173    16600 SH       DEFINED 1           16600
GUIDANT CORP                   COM            401698105        42      600 SH       DEFINED 1             600
GUIDANT CORP                   COM            401698105     20634   291900 SH       DEFINED 1          291900
HALLIBURTON COMPANY            COM            406216101       803    16400 SH       DEFINED 1           16400
HARLEY DAVIDSON INC            COM            412822108      4788   100000 SH       DEFINED 1          100000
HARLEY DAVIDSON INC            COM            412822108      1436    30000 SH       DEFINED 1           30000
HARLEY DAVIDSON INC            COM            412822108       144     3000 SH       DEFINED 1            3000
HARLEY DAVIDSON INC            COM            412822108     47396   990000 SH       DEFINED 1          990000
HARMONIC INC                   COM            413160102       663    27610 SH       DEFINED 1           27610
HARMONIC INC                   COM            413160102        22      900 SH       DEFINED 1             900
HARMONIC INC                   COM            413160102        17      717 SH       DEFINED 1             717
HARMONIC INC                   COM            413160102      2239    93285 SH       DEFINED 1           93285
HEALTH MANAGEMENT ASSOC        COM            421933102      3093   148600 SH       DEFINED 1          148600
HEALTH MANAGEMENT ASSOC        COM            421933102        62     3000 SH       DEFINED 1            3000
HEALTH MANAGEMENT ASSOC        COM            421933102        62     3000 SH       DEFINED 1            3000
HEALTH MANAGEMENT ASSOC        COM            421933102      9990   480000 SH       DEFINED 1          480000
HEALTHSOUTH CORP               CONVT          421924AF8      1707  2050000 PRN      DEFINED 1         2050000
HEALTHSOUTH CORP               CONVT          421924AF8     16411 19500000 PRN      DEFINED 1        19500000
HEIDRICK & STRUGGLES INTL      COM            422819102      2558    49800 SH       DEFINED 1           49800
HEIDRICK & STRUGGLES INTL      COM            422819102       108     2100 SH       DEFINED 1            2100
HEIDRICK & STRUGGLES INTL      COM            422819102        51     1000 SH       DEFINED 1            1000
HEIDRICK & STRUGGLES INTL      COM            422819102      9376   182500 SH       DEFINED 1          182500
HEWLETT-PACKARD COMPANY        COM            428236103      9729   100300 SH       DEFINED 1          100300
HK LAND HOLDINGS LTD           COM            643491500      1045   568000 SH       DEFINED 1          568000
HK LAND HOLDINGS LTD           COM            643491500      5029  2733000 SH       DEFINED 1         2733000
HMT TECHNOLOGY CORP            CONVT          403917AD9       546  1300000 PRN      DEFINED 1         1300000
HMT TECHNOLOGY CORP            CONVT          403917AD9      7043 13511000 PRN      DEFINED 1        13511000
HOME DEPOT, INC.               COM            437076102      3449    65000 SH       DEFINED 1           65000
HOME DEPOT, INC.               COM            437076102       557    10500 SH       DEFINED 1           10500
HOME DEPOT, INC.               COM            437076102       130     2450 SH       DEFINED 1            2450
HOME DEPOT, INC.               COM            437076102     44557   839700 SH       DEFINED 1          839700
HONDA MOTOR                    COM            643514500      1362    37000 SH       DEFINED 1           37000
HONDA MOTOR                    COM            643514500      4048   110000 SH       DEFINED 1          110000
HOST MARRIOTT CORPORATION      COM            44107P104      1280   113800 SH       DEFINED 1          113800
HOST MARRIOTT CORPORATION      COM            44107P104      9200   817800 SH       DEFINED 1          817800
HOST MARRIOTT FIN TRUST        CONVT          441079209       179     5000 SH       DEFINED 1            5000
HOST MARRIOTT FIN TRUST        CONVT          441079209      1680    47000 SH       DEFINED 1           47000
HOTEL RESERVATIONS INC -CL A   COM            441451101        92     2500 SH       DEFINED 1            2500
HOTEL RESERVATIONS INC -CL A   COM            441451101        40     1100 SH       DEFINED 1            1100
HOUSEHOLD INTERNATIONAL INC.   COM            441815107      5379    95000 SH       DEFINED 1           95000
HOUSEHOLD INTERNATIONAL INC.   COM            441815107       878    15500 SH       DEFINED 1           15500
HOUSEHOLD INTERNATIONAL INC.   COM            441815107        28      500 SH       DEFINED 1             500
HOUSEHOLD INTERNATIONAL INC.   COM            441815107      9513   168000 SH       DEFINED 1          168000
HOUSING & COMMERCIAL BANK      COM            650302000       911    38500 SH       DEFINED 1           38500
HOUSING & COMMERCIAL BANK      COM            650302000      3125   132000 SH       DEFINED 1          132000
HSBC HOLDINGS                  COM            615816300       909    65000 SH       DEFINED 1           65000
HSBC HOLDINGS                  COM            615816300      3775   270000 SH       DEFINED 1          270000
IBM CORP                       COM            459200101      6233    55400 SH       DEFINED 1           55400
IBM CORP                       COM            459200101      1069     9500 SH       DEFINED 1            9500
IBM CORP                       COM            459200101        56      500 SH       DEFINED 1             500
IBM CORP                       COM            459200101     20092   178600 SH       DEFINED 1          178600
ILLINOIS TOOL WORKS INC.       COM            452308109      3073    55000 SH       DEFINED 1           55000
ILLINOIS TOOL WORKS INC.       COM            452308109       464     8300 SH       DEFINED 1            8300
ILLINOIS TOOL WORKS INC.       COM            452308109        45      800 SH       DEFINED 1             800
ILLINOIS TOOL WORKS INC.       COM            452308109     14248   255000 SH       DEFINED 1          255000
IMS HEALTH INC                 COM            449934108      1015    48900 SH       DEFINED 1           48900
INACOM CORPORATION             CONVT          92208Q208       208   104000 SH       DEFINED 1          104000
INET TECHNOLOGIES INC          COM            45662V105        50     1700 SH       DEFINED 1            1700
INET TECHNOLOGIES INC          COM            45662V105        12      400 SH       DEFINED 1             400
INGRAM MICRO INC.              CONVT          457153AB0      1313  3500000 PRN      DEFINED 1         3500000
INGRAM MICRO INC.              CONVT          457153AB0     31428 90000000 PRN      DEFINED 1        90000000
INTEGRATED MEDICAL RESOURCES   COM            45812A100         2   193741 SH       DEFINED 1          193741
INTEL CORP.                    COM            458140100      6650   160000 SH       DEFINED 1          160000
INTEL CORP.                    COM            458140100      1247    30000 SH       DEFINED 1           30000
INTEL CORP.                    COM            458140100       141     3400 SH       DEFINED 1            3400
INTEL CORP.                    COM            458140100     48204  1159800 SH       DEFINED 1         1159800
INTERMEDIA COMMUNICATION       COM            458801107        56     1891 SH       DEFINED 1            1891
INTERNATIONAL NEDERLANDEN GROE COM            505887700      2032    30522 SH       DEFINED 1           30522
INTERNATIONAL NEDERLANDEN GROE COM            505887700      9778   146845 SH       DEFINED 1          146845
INTERNATIONAL PAPER            CONVT          460137201       406    10000 SH       DEFINED 1           10000
INTERNATIONAL PAPER            CONVT          460137201      1868    40000 SH       DEFINED 1           40000
INTERNET PICTURES CORP         COM            46059S101         8     1400 SH       DEFINED 1            1400
INTERPUBLIC GROUP OF COS INC   COM            460690100      2091    61400 SH       DEFINED 1           61400
INTERPUBLIC GROUP OF COS INC   COM            460690100       310     9100 SH       DEFINED 1            9100
INTERPUBLIC GROUP OF COS INC   COM            460690100        27      800 SH       DEFINED 1             800
INTERPUBLIC GROUP OF COS INC   COM            460690100     11033   323900 SH       DEFINED 1          323900
INVESTORS FINANCIAL SERVICES C COM            461915100      9469   150000 SH       DEFINED 1          150000
INVESTORS FINANCIAL SERVICES C COM            461915100       303     4800 SH       DEFINED 1            4800
INVESTORS FINANCIAL SERVICES C COM            461915100       189     3000 SH       DEFINED 1            3000
INVESTORS FINANCIAL SERVICES C COM            461915100     36209   573600 SH       DEFINED 1          573600
IRISH LIFE & PERMANENT         COM            445525300       903    91275 SH       DEFINED 1           91275
IRISH LIFE & PERMANENT         COM            445525300      2046   206890 SH       DEFINED 1          206890
IRISH LIFE & PERMANENT PLC     COM            046786500      2093   213110 SH       DEFINED 1          213110
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       272     4800 SH       DEFINED 1            4800
JAKKS PACIFIC INC              COM            47012E106       346    36800 SH       DEFINED 1           36800
JAKKS PACIFIC INC              COM            47012E106         7      700 SH       DEFINED 1             700
JAKKS PACIFIC INC              COM            47012E106      1468   156100 SH       DEFINED 1          156100
JDS UNIPHASE CORP              COM            46612J101      2765    29200 SH       DEFINED 1           29200
JDS UNIPHASE CORP              COM            46612J101       189     2000 SH       DEFINED 1            2000
JDS UNIPHASE CORP              COM            46612J101        57      600 SH       DEFINED 1             600
JDS UNIPHASE CORP              COM            46612J101     11467   121100 SH       DEFINED 1          121100
JEFFERSON SMURFIT              COM            081914300       849   492000 SH       DEFINED 1          492000
JEFFERSON SMURFIT              COM            081914300      3796  2200000 SH       DEFINED 1         2200000
JOHNSON & JOHNSON              COM            478160104      5167    55000 SH       DEFINED 1           55000
JOHNSON & JOHNSON              COM            478160104       977    10400 SH       DEFINED 1           10400
JOHNSON & JOHNSON              COM            478160104       103     1100 SH       DEFINED 1            1100
JOHNSON & JOHNSON              COM            478160104     26791   285200 SH       DEFINED 1          285200
JOMED NV                       COM            594699400      1194    16000 SH       DEFINED 1           16000
JOMED NV                       COM            594699400      5745    77000 SH       DEFINED 1           77000
JONES APPAREL GROUP INC        COM            480074103      2279    86000 SH       DEFINED 1           86000
JONES APPAREL GROUP INC        COM            480074103        45     1700 SH       DEFINED 1            1700
JONES APPAREL GROUP INC        COM            480074103      8711   328700 SH       DEFINED 1          328700
JOT AUTOMATION GROUP OYJ       COM            579298200       502    85000 SH       DEFINED 1           85000
JOT AUTOMATION GROUP OYJ       COM            579298200      2423   410000 SH       DEFINED 1          410000
JULIUS BAER HOLDING            COM            411695800      2598      500 SH       DEFINED 1             500
JULIUS BAER HOLDING            COM            411695800     12469     2400 SH       DEFINED 1            2400
KAMPS AG                       COM            543707800       762    48000 SH       DEFINED 1           48000
KAMPS AG                       COM            543707800      3811   240000 SH       DEFINED 1          240000
KAO                            COM            648380900      1364    50000 SH       DEFINED 1           50000
KAO                            COM            648380900      5046   185000 SH       DEFINED 1          185000
KAYDON CORPORATION             COM            486587108      2939   127800 SH       DEFINED 1          127800
KAYDON CORPORATION             COM            486587108        51     2200 SH       DEFINED 1            2200
KAYDON CORPORATION             COM            486587108        51     2200 SH       DEFINED 1            2200
KAYDON CORPORATION             COM            486587108     10598   460800 SH       DEFINED 1          460800
KBC BANCASSURANCE              CONVT          940757900         0      682 PRN      DEFINED 1             682
KBC BANCASSURANCE              CONVT          940757900        84     1365 PRN      DEFINED 1            1365
KEANE                          COM            486665102       734    42200 SH       DEFINED 1           42200
KEANE                          COM            486665102        47     2700 SH       DEFINED 1            2700
KEANE                          COM            486665102        21     1200 SH       DEFINED 1            1200
KEANE                          COM            486665102      2551   146600 SH       DEFINED 1          146600
KEEBLER FOODS                  COM            487256109       113     2700 SH       DEFINED 1            2700
KEEBLER FOODS                  COM            487256109      8400   200000 SH       DEFINED 1          200000
KERR-MCGEE CORP.               CONVT          492386AP2       608   500000 PRN      DEFINED 1          500000
KERR-MCGEE CORP.               CONVT          492386AP2     13779 13500000 PRN      DEFINED 1        13500000
KEYENCE                        COM            649099500      1556     4500 SH       DEFINED 1            4500
KEYENCE                        COM            649099500      7435    21500 SH       DEFINED 1           21500
KIMBERLY-CLARK CORP            COM            494368103      4186    75000 SH       DEFINED 1           75000
KIMBERLY-CLARK CORP            COM            494368103       765    13700 SH       DEFINED 1           13700
KIMBERLY-CLARK CORP            COM            494368103        61     1100 SH       DEFINED 1            1100
KIMBERLY-CLARK CORP            COM            494368103     22213   398000 SH       DEFINED 1          398000
KNIGHT TRANSPORTATION, INC.    COM            499064103      3473   223150 SH       DEFINED 1          223150
KNIGHT TRANSPORTATION, INC.    COM            499064103        44     2800 SH       DEFINED 1            2800
KNIGHT TRIMARK GROUP INC       COM            499063105      1850    51400 SH       DEFINED 1           51400
KNIGHT TRIMARK GROUP INC       COM            499063105        79     2200 SH       DEFINED 1            2200
KNIGHT TRIMARK GROUP INC       COM            499063105        40     1100 SH       DEFINED 1            1100
KNIGHT TRIMARK GROUP INC       COM            499063105      7114   197600 SH       DEFINED 1          197600
KOHLS DEPARTMENT STORES        COM            500255104      7615   132000 SH       DEFINED 1          132000
KOHLS DEPARTMENT STORES        COM            500255104      1419    24600 SH       DEFINED 1           24600
KOHLS DEPARTMENT STORES        COM            500255104       254     4400 SH       DEFINED 1            4400
KOHLS DEPARTMENT STORES        COM            500255104     81611  1414700 SH       DEFINED 1         1414700
KONINKLIJKE AHOLD NV           COM            525260200      1842    65000 SH       DEFINED 1           65000
KONINKLIJKE AHOLD NV           COM            525260200      8786   310000 SH       DEFINED 1          310000
KONINKLIJKE PHILIPS ELECTRONIC COM            598662200      2337    54320 SH       DEFINED 1           54320
KONINKLIJKE PHILIPS ELECTRONIC COM            598662200     11057   257011 SH       DEFINED 1          257011
KOREA ELECTRIC POWER CO.       COM            500631106       653    50000 SH       DEFINED 1           50000
KOREA ELECTRIC POWER CO.       COM            500631106      2874   220000 SH       DEFINED 1          220000
KUDELSKI                       COM            432942200      2069     1350 SH       DEFINED 1            1350
KUDELSKI                       COM            432942200      9964     6500 SH       DEFINED 1            6500
LABORATORY CRP OF AMER HLDGS   COM            50540R409      2041    17045 SH       DEFINED 1           17045
LABORATORY CRP OF AMER HLDGS   COM            50540R409     40116   335000 SH       DEFINED 1          335000
LAGARDERE                      COM            454721300      1896    31300 SH       DEFINED 1           31300
LAGARDERE                      COM            454721300      8521   140700 SH       DEFINED 1          140700
LAMAR ADVERTISING COMPANY      COM            512815101      2337    61700 SH       DEFINED 1           61700
LAMAR ADVERTISING COMPANY      COM            512815101       114     3000 SH       DEFINED 1            3000
LAMAR ADVERTISING COMPANY      COM            512815101        38     1000 SH       DEFINED 1            1000
LAMAR ADVERTISING COMPANY      COM            512815101      7969   210400 SH       DEFINED 1          210400
LASON INC                      COM            51808R107        63    31591 SH       DEFINED 1           31591
LEGGETT & PLATT INCORPORATED   COM            524660107      2090   132200 SH       DEFINED 1          132200
LEGGETT & PLATT INCORPORATED   COM            524660107        41     2600 SH       DEFINED 1            2600
LEGGETT & PLATT INCORPORATED   COM            524660107     10564   668100 SH       DEFINED 1          668100
LEHMAN BROTHERS HOLDINGS       COM            524908100      7388    50000 SH       DEFINED 1           50000
LEHMAN BROTHERS HOLDINGS       COM            524908100      1256     8500 SH       DEFINED 1            8500
LEHMAN BROTHERS HOLDINGS       COM            524908100       118      800 SH       DEFINED 1             800
LEHMAN BROTHERS HOLDINGS       COM            524908100     33229   224900 SH       DEFINED 1          224900
LEICA GEOSYSTEMS AG            COM            406469300      1599     5100 SH       DEFINED 1            5100
LEICA GEOSYSTEMS AG            COM            406469300      4828    15400 SH       DEFINED 1           15400
LEVEL 3 COMMUNICATIONS         CONVT          52729NAS9       231   250000 PRN      DEFINED 1          250000
LEVEL 3 COMMUNICATIONS         CONVT          52729NAS9      2750  2750000 PRN      DEFINED 1         2750000
LEXMARK INT'L GROUP            COM            529771107        11      300 SH       DEFINED 1             300
LEXMARK INT'L GROUP            COM            529771107      4680   124800 SH       DEFINED 1          124800
LI & FUNG LTD                  COM            628625700       954   452000 SH       DEFINED 1          452000
LI & FUNG LTD                  COM            628625700      4659  2208000 SH       DEFINED 1         2208000
LILLY INDUSTRIAL COATINGS      COM            532491107         0        0 SH       DEFINED 1               0
LINCARE, INC.                  COM            532791100      4062   141600 SH       DEFINED 1          141600
LINCARE, INC.                  COM            532791100       115     4000 SH       DEFINED 1            4000
LINCARE, INC.                  COM            532791100        75     2600 SH       DEFINED 1            2600
LINCARE, INC.                  COM            532791100     15121   527100 SH       DEFINED 1          527100
LOEWS CORP                     CONVT          540424AL2      7541  8000000 PRN      DEFINED 1         8000000
LSI LOGIC CORP                 CONVT          502161AE2       649   750000 PRN      DEFINED 1          750000
LSI LOGIC CORP                 CONVT          502161AD4      4374  2000000 PRN      DEFINED 1         2000000
LSI LOGIC CORP                 CONVT          502161AE2     23585 22200000 PRN      DEFINED 1        22200000
LUXOTTICA GROUP SPA-SPON ADR   COM            55068R202      1516    94000 SH       DEFINED 1           94000
LUXOTTICA GROUP SPA-SPON ADR   COM            55068R202      7256   450000 SH       DEFINED 1          450000
MACK CALI REALTY               COM            554489104       891    31600 SH       DEFINED 1           31600
MACK CALI REALTY               COM            554489104      3518   124800 SH       DEFINED 1          124800
MACROMEDIA INC                 COM            556100105      1584    19600 SH       DEFINED 1           19600
MACROMEDIA INC                 COM            556100105        73      900 SH       DEFINED 1             900
MACROMEDIA INC                 COM            556100105        40      500 SH       DEFINED 1             500
MACROMEDIA INC                 COM            556100105      5980    74000 SH       DEFINED 1           74000
MAIL-WELL INC.                 CONVT          560321AD3      4435  5650000 PRN      DEFINED 1         5650000
MAIL-WELL INC.                 CONVT          560321AD3     32645 36300000 PRN      DEFINED 1        36300000
MANULIFE                       COM            56501R106      1390    67000 SH       DEFINED 1           67000
MANULIFE                       COM            56501R106      6910   333000 SH       DEFINED 1          333000
MARCONI PLC                    COM            087743100      1400   105000 SH       DEFINED 1          105000
MARCONI PLC                    COM            087743100      6935   520000 SH       DEFINED 1          520000
MARINE DRILLING COMPANIES, INC COM            568240204      2379    83300 SH       DEFINED 1           83300
MARINE DRILLING COMPANIES, INC COM            568240204     10068   352500 SH       DEFINED 1          352500
MARSCHOLLEK LAUTENSCHLAGER PAR COM            572028400     11962    80000 SH       DEFINED 1           80000
MARSHALL & ILSLEY CORP         COM            571834100    194522  3880745 SH       DEFINED 1         3880745
MASON STREET AGGRESSIVE GROWTH COM            575337100     72746  2942810 SH       DEFINED 1         2942810
MASON STREET AGGRESSIVE GROWTH COM            575337209        17      704 SH       DEFINED 1             704
MASON STREET ASSET ALLOCATION  COM            575337852        11      716 SH       DEFINED 1             716
MASON STREET ASSET ALLOCATION  COM            575337860     45706  3008937 SH       DEFINED 1         3008937
MASON STREET GROWTH & INCOME S COM            575337704     12611  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     28466  2412361 SH       DEFINED 1         2412361
MASON STREET GROWTH STOCK FUND COM            575337506     55219  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      875 SH       DEFINED 1             875
MASON STREET HIGH YIELD BOND F COM            575337845     28808  3721931 SH       DEFINED 1         3721931
MASON STREET INDEX 400 FUND    COM            575337761     32359  2526039 SH       DEFINED 1         2526039
MASON STREET INDEX 400 FUND    COM            575337779      1292   101333 SH       DEFINED 1          101333
MASON STREET INDEX 500 STOCK F COM            575337878        11      625 SH       DEFINED 1             625
MASON STREET INDEX 500 STOCK F COM            575337886     24166  1303464 SH       DEFINED 1         1303464
MASON STREET INTERNATIONAL FUN COM            575337308     27923  2748338 SH       DEFINED 1         2748338
MASON STREET INTERNATIONAL FUN COM            575337407         6      653 SH       DEFINED 1             653
MASON STREET MUNICIPAL BOND FU COM            575337811         7      705 SH       DEFINED 1             705
MASON STREET MUNICIPAL BOND FU COM            575337829     30886  3007394 SH       DEFINED 1         3007394
MASON STREET SELECT BOND FUND  COM            575337787         7      792 SH       DEFINED 1             792
MASON STREET SELECT BOND FUND  COM            575337795     31198  3376425 SH       DEFINED 1         3376425
MASON STREET SMALL CAP FUND    COM            575337746      4928   464887 SH       DEFINED 1          464887
MASON STREET SMALL CAP FUND    COM            575337753       962    52009 SH       DEFINED 1           52009
MAXTOR CORP                    CONVT          243664208       604    60000 SH       DEFINED 1           60000
MAXTOR CORP                    CONVT          243664208      5515   560000 SH       DEFINED 1          560000
MC DONALD'S CORPORATION        COM            580135101      2898    96000 SH       DEFINED 1           96000
MC DONALD'S CORPORATION        COM            580135101       604    20000 SH       DEFINED 1           20000
MC DONALD'S CORPORATION        COM            580135101        45     1500 SH       DEFINED 1            1500
MC DONALD'S CORPORATION        COM            580135101     13871   459500 SH       DEFINED 1          459500
MCGRAW-HILL COMPANIES INC      COM            580645109      5670    89200 SH       DEFINED 1           89200
MCGRAW-HILL COMPANIES INC      COM            580645109       114     1800 SH       DEFINED 1            1800
MCGRAW-HILL COMPANIES INC      COM            580645109     36923   580900 SH       DEFINED 1          580900
MCK COMMUNICATIONS             COM            581243102       973    43000 SH       DEFINED 1           43000
MCK COMMUNICATIONS             COM            581243102        41     1800 SH       DEFINED 1            1800
MCK COMMUNICATIONS             COM            581243102        18      800 SH       DEFINED 1             800
MCK COMMUNICATIONS             COM            581243102      3753   165900 SH       DEFINED 1          165900
MCLEOD, INC.                   COM            582266102       235    16440 SH       DEFINED 1           16440
MEAD CORP.                     COM            582834107      1496    64000 SH       DEFINED 1           64000
MEDIA METRIX INC               COM            48206U104       528    33134 SH       DEFINED 1           33134
MEDIA METRIX INC               COM            48206U104        49     3105 SH       DEFINED 1            3105
MEDIA METRIX INC               COM            48206U104        16     1029 SH       DEFINED 1            1029
MEDIA METRIX INC               COM            48206U104      1732   108704 SH       DEFINED 1          108704
MEDITRUST CORPORATION          COM            58501T306        33    11117 SH       DEFINED 1           11117
MEDITRUST CORPORATION          COM            58501T306      2244   763944 SH       DEFINED 1          763944
MEDTRONIC, INCORPORATED        COM            585055106      5440   105000 SH       DEFINED 1          105000
MEDTRONIC, INCORPORATED        COM            585055106       933    18000 SH       DEFINED 1           18000
MEDTRONIC, INCORPORATED        COM            585055106        67     1300 SH       DEFINED 1            1300
MEDTRONIC, INCORPORATED        COM            585055106     32585   628900 SH       DEFINED 1          628900
MERCK & CO INC                 COM            589331107      4094    55000 SH       DEFINED 1           55000
MERCK & CO INC                 COM            589331107       447     6000 SH       DEFINED 1            6000
MERCK & CO INC                 COM            589331107       112     1500 SH       DEFINED 1            1500
MERCK & CO INC                 COM            589331107     27668   371700 SH       DEFINED 1          371700
MERISTAR HOSPITALITY CORP      COM            58984Y103       628    31000 SH       DEFINED 1           31000
MERISTAR HOSPITALITY CORP      COM            58984Y103      2602   128500 SH       DEFINED 1          128500
MERRILL LYNCH                  CONVT          590188751      3368    90000 SH       DEFINED 1           90000
META SOLV SOFTWARE             COM            591393103        69     1700 SH       DEFINED 1            1700
META SOLV SOFTWARE             COM            591393103        29      700 SH       DEFINED 1             700
METAMOR WORLDWIDE INC          CONVT          59133PAA8       345   500000 PRN      DEFINED 1          500000
METAMOR WORLDWIDE INC          CONVT          59133PAA8      7254  9500000 PRN      DEFINED 1         9500000
METRO INTERNATIONAL SA         COM            427157800       821    72000 SH       DEFINED 1           72000
METRO INTERNATIONAL SA         COM            428024000      2090   168000 SH       DEFINED 1          168000
MGIC INVESTMENT CORP           COM            552848103    212860 10448392 SH       DEFINED 1        10448392
MICHAELS STORES INC            COM            594087108      5636   140900 SH       DEFINED 1          140900
MICHAELS STORES INC            COM            594087108        80     2000 SH       DEFINED 1            2000
MICHAELS STORES INC            COM            594087108     17000   425000 SH       DEFINED 1          425000
MICRON TECHNOLOGY              COM            595112103       341     7412 SH       DEFINED 1            7412
MICRON TECHNOLOGY              COM            595112103      3410    74136 SH       DEFINED 1           74136
MICROSOFT CORPORATION          COM            594918104     11146   185000 SH       DEFINED 1          185000
MICROSOFT CORPORATION          COM            594918104      1808    30000 SH       DEFINED 1           30000
MICROSOFT CORPORATION          COM            594918104       139     2300 SH       DEFINED 1            2300
MICROSOFT CORPORATION          COM            594918104     43284   718400 SH       DEFINED 1          718400
MIH                            COM            G6116R101       763    25500 SH       DEFINED 1           25500
MIH                            COM            G6116R101      3742   125000 SH       DEFINED 1          125000
MINEBEA CO LTD                 COM            664240600       842    72000 SH       DEFINED 1           72000
MINEBEA CO LTD                 COM            664240600      4211   360000 SH       DEFINED 1          360000
MIPS TECHNOLOGIES INC -CL A    COM            604567107       129     2800 SH       DEFINED 1            2800
MMC NETWORKS INC               COM            55308N102      1898    15000 SH       DEFINED 1           15000
MMC NETWORKS INC               COM            55308N102       228     1800 SH       DEFINED 1            1800
MMC NETWORKS INC               COM            55308N102        38      300 SH       DEFINED 1             300
MMC NETWORKS INC               COM            55308N102      7147    56500 SH       DEFINED 1           56500
MMI COMPANIES INC              COM            553087107      2043   204301 SH       DEFINED 1          204301
MODERN TIMES GROUP             COM            532812700      6221   240000 SH       DEFINED 1          240000
MORGAN ST DEAN WITTER          COM            617446448      5486    60000 SH       DEFINED 1           60000
MORGAN ST DEAN WITTER          COM            617446448      1436    15700 SH       DEFINED 1           15700
MORGAN ST DEAN WITTER          COM            617446448     42732   467340 SH       DEFINED 1          467340
MPOWER COMMUNICATIONS CORP     COM            62473J106         2      251 SH       DEFINED 1             251
MPOWER COMMUNICATIONS CORP     COM            62473J106       189    21672 SH       DEFINED 1           21672
MSC INDUSTRIAL DIRECT CO-A     COM            553530106      1217    79800 SH       DEFINED 1           79800
MSC INDUSTRIAL DIRECT CO-A     COM            553530106        85     5600 SH       DEFINED 1            5600
MSC INDUSTRIAL DIRECT CO-A     COM            553530106        24     1600 SH       DEFINED 1            1600
MSC INDUSTRIAL DIRECT CO-A     COM            553530106      4625   303300 SH       DEFINED 1          303300
NABORS IND INC                 COM            629568106      6173   117800 SH       DEFINED 1          117800
NABORS IND INC                 COM            629568106       162     3100 SH       DEFINED 1            3100
NABORS IND INC                 COM            629568106        94     1800 SH       DEFINED 1            1800
NABORS IND INC                 COM            629568106     21793   415900 SH       DEFINED 1          415900
NATIONAL AUSTRALIA BANK        CONVT          632525309       253    10000 SH       DEFINED 1           10000
NATIONAL AUSTRALIA BANK        CONVT          632525309      9575   383000 SH       DEFINED 1          383000
NATIONAL DATA CORP             CONVT          635621AA3      1322  1500000 PRN      DEFINED 1         1500000
NATIONAL DATA CORP             CONVT          635621AA3     24332 25625000 PRN      DEFINED 1        25625000
NATIONAL GRID                  COM            024282400      1284   150000 SH       DEFINED 1          150000
NATIONAL GRID                  COM            024282400      5136   600000 SH       DEFINED 1          600000
NESTLE SA-REGISTERED           COM            461669600      1294      620 SH       DEFINED 1             620
NESTLE SA-REGISTERED           COM            461669600      6259     3000 SH       DEFINED 1            3000
NETWORK ENGINES INC            COM            64121A107       164     4000 SH       DEFINED 1            4000
NETWORK ENGINES INC            COM            64121A107        16      400 SH       DEFINED 1             400
NEW YORK TIMES COMPANY         COM            650111107       786    20000 SH       DEFINED 1           20000
NEW YORK TIMES COMPANY         COM            650111107     22023   560200 SH       DEFINED 1          560200
NEWELL CO.                     CONVT          651195307       390    10000 SH       DEFINED 1           10000
NEWELL CO.                     CONVT          651195307      7000   140000 SH       DEFINED 1          140000
NEXTEL COMMUNICATIONS INC.     COM            65332V103      3740    80000 SH       DEFINED 1           80000
NEXTEL COMMUNICATIONS INC.     COM            65332V103       655    14000 SH       DEFINED 1           14000
NEXTEL COMMUNICATIONS INC.     COM            65332V103        70     1500 SH       DEFINED 1            1500
NEXTEL COMMUNICATIONS INC.     COM            65332V103     27667   591800 SH       DEFINED 1          591800
NHH HOTELES                    COM            457178400      4208   360000 SH       DEFINED 1          360000
NIPPON TEL & TEL               COM            664137300      1176      120 SH       DEFINED 1             120
NIPPON TEL & TEL               COM            664137300      4783      488 SH       DEFINED 1             488
NOKIA CORP -SPON ADR           COM            590294100      2755    68000 SH       DEFINED 1           68000
NOKIA CORP -SPON ADR           COM            654902204      1593    40000 SH       DEFINED 1           40000
NOKIA CORP -SPON ADR           COM            654902204       259     6500 SH       DEFINED 1            6500
NOKIA CORP -SPON ADR           COM            654902204        24      600 SH       DEFINED 1             600
NOKIA CORP -SPON ADR           COM            590294100     13165   325000 SH       DEFINED 1          325000
NOKIA CORP -SPON ADR           COM            654902204      8874   222900 SH       DEFINED 1          222900
NORDIC BALTIC                  COM            588811500      3175   448800 SH       DEFINED 1          448800
NORTEL NETWORK CORP            COM            656568102      8756   147000 SH       DEFINED 1          147000
NORTEL NETWORK CORP            COM            656568102      1447    24300 SH       DEFINED 1           24300
NORTEL NETWORK CORP            COM            656568102       185     3100 SH       DEFINED 1            3100
NORTEL NETWORK CORP            COM            656568102     61760  1036900 SH       DEFINED 1         1036900
NOVO NORDISK                   COM            515465600      1707     7700 SH       DEFINED 1            7700
NOVO NORDISK                   COM            515465600      9312    42000 SH       DEFINED 1           42000
NTL INC                        COM            629407107       371     8000 SH       DEFINED 1            8000
NTL INC                        COM            629407107      1853    40000 SH       DEFINED 1           40000
NTL INCORPORATED               CONVT          629407AL1      9924  7300000 PRN      DEFINED 1         7300000
NTT DOCOMO                     COM            612927700      1634       57 SH       DEFINED 1              57
NTT DOCOMO                     COM            612927700      7882      275 SH       DEFINED 1             275
NUEVO FINANCING I              CONVT          670511203      1533    60000 SH       DEFINED 1           60000
O'REILLY AUTOMOTIVE, INC.      COM            686091109      4974   340100 SH       DEFINED 1          340100
O'REILLY AUTOMOTIVE, INC.      COM            686091109       130     8900 SH       DEFINED 1            8900
O'REILLY AUTOMOTIVE, INC.      COM            686091109        86     5900 SH       DEFINED 1            5900
O'REILLY AUTOMOTIVE, INC.      COM            686091109     19442  1329400 SH       DEFINED 1         1329400
OCCIDENTAL PETROLEUM           COM            674599105      7276   333590 SH       DEFINED 1          333590
OMNICOM GROUP INCORPORATED     COM            681919106      2028    27800 SH       DEFINED 1           27800
OMNICOM GROUP INCORPORATED     COM            681919106        29      400 SH       DEFINED 1             400
OMNICOM GROUP INCORPORATED     COM            681919106      9657   132400 SH       DEFINED 1          132400
ONI SYSTEMS CORP               COM            68273F103        78      900 SH       DEFINED 1             900
ORACLE CORPORATION             COM            68389X105      7481    95000 SH       DEFINED 1           95000
ORACLE CORPORATION             COM            68389X105      1205    15300 SH       DEFINED 1           15300
ORACLE CORPORATION             COM            68389X105       134     1700 SH       DEFINED 1            1700
ORACLE CORPORATION             COM            68389X105     40989   520500 SH       DEFINED 1          520500
ORBOTECH                       COM            M75253100      2600    47550 SH       DEFINED 1           47550
ORBOTECH                       COM            M75253100     12904   235950 SH       DEFINED 1          235950
OTP BANK RT                    COM            457228200       850    16500 SH       DEFINED 1           16500
OTP BANK RT                    COM            457228200      4121    80000 SH       DEFINED 1           80000
OUTBACK STEAKHOUSE             COM            689899102      4340   160000 SH       DEFINED 1          160000
OUTBACK STEAKHOUSE             COM            689899102       548    20200 SH       DEFINED 1           20200
PACE MICRO TECHNOLOGY PLC      COM            066727800       661    63600 SH       DEFINED 1           63600
PACE MICRO TECHNOLOGY PLC      COM            066727800      3213   309000 SH       DEFINED 1          309000
PALM INC                       COM            696642107      5617   106100 SH       DEFINED 1          106100
PALM INC                       COM            696642107       852    16100 SH       DEFINED 1           16100
PALM INC                       COM            696642107       100     1896 SH       DEFINED 1            1896
PALM INC                       COM            696642107     24375   460453 SH       DEFINED 1          460453
PARKER DRILLING CORP           CONVT          701081AD3       424   500000 PRN      DEFINED 1          500000
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       430     2500 SH       DEFINED 1            2500
PARSYTEC AG                    COM            568573600      2064    12000 SH       DEFINED 1           12000
PARTHUS TECHNOLOGIES PLC-W/I   COM            050442700       268    68000 SH       DEFINED 1           68000
PARTHUS TECHNOLOGIES PLC-W/I   COM            050442700      1307   332000 SH       DEFINED 1          332000
PATTERSON DENTAL COMPANY       COM            703412106      5612   249400 SH       DEFINED 1          249400
PATTERSON DENTAL COMPANY       COM            703412106       117     5200 SH       DEFINED 1            5200
PATTERSON DENTAL COMPANY       COM            703412106       110     4900 SH       DEFINED 1            4900
PATTERSON DENTAL COMPANY       COM            703412106     22212   987200 SH       DEFINED 1          987200
PAYCHEX INCORPORATED           COM            704326107      4132    78700 SH       DEFINED 1           78700
PAYCHEX INCORPORATED           COM            704326107        87     1650 SH       DEFINED 1            1650
PAYCHEX INCORPORATED           COM            704326107     15269   290847 SH       DEFINED 1          290847
PEGASUS COMM                   COM            705904100         8      161 SH       DEFINED 1             161
PEGASUS COMM                   COM            705904100        87     1795 SH       DEFINED 1            1795
PENN TREATY AMER CORP          CONVT          707874AC7      1000  1000000 PRN      DEFINED 1         1000000
PEPSIAMERICAS INC              COM            71343P101     11261  3217397 SH       DEFINED 1         3217397
PEPSICO INC                    COM            713448108      7406   161000 SH       DEFINED 1          161000
PEPSICO INC                    COM            713448108      1155    25100 SH       DEFINED 1           25100
PEPSICO INC                    COM            713448108        83     1800 SH       DEFINED 1            1800
PEPSICO INC                    COM            713448108     26892   584600 SH       DEFINED 1          584600
PEREGRINE INVESTMENTS          COM            668293000         0  1625000 SH       DEFINED 1         1625000
PERKINELMER INC                COM            714046109      1931    18500 SH       DEFINED 1           18500
PERKINELMER INC                COM            714046109       167     1600 SH       DEFINED 1            1600
PERKINELMER INC                COM            714046109        42      400 SH       DEFINED 1             400
PERKINELMER INC                COM            714046109      7014    67200 SH       DEFINED 1           67200
PETROBRAS ON                   COM            268236500       898    30000 SH       DEFINED 1           30000
PETROBRAS ON                   COM            268236500      3892   130000 SH       DEFINED 1          130000
PEUGEOT                        COM            468382700      1065     6000 SH       DEFINED 1            6000
PEUGEOT                        COM            468382700      4617    26000 SH       DEFINED 1           26000
PFIZER INC                     COM            717081103     10381   231000 SH       DEFINED 1          231000
PFIZER INC                     COM            717081103      1519    33800 SH       DEFINED 1           33800
PFIZER INC                     COM            717081103       156     3475 SH       DEFINED 1            3475
PFIZER INC                     COM            717081103     44643   993450 SH       DEFINED 1          993450
PHARMACIA                      COM            71713U102      5372    89250 SH       DEFINED 1           89250
PHOTRONICS INC.                CONVT          719405AA0     12243 12000000 PRN      DEFINED 1        12000000
PINNACLE HOLDINGS INC          COM            72346N101      3349   125770 SH       DEFINED 1          125770
PIONEER STANDARD ELECTRO       CONVT          723879300      8365   166500 SH       DEFINED 1          166500
PIZZA EXPRESS                  COM            084195300       905    95000 SH       DEFINED 1           95000
PIZZA EXPRESS                  COM            084195300      2286   240000 SH       DEFINED 1          240000
PMC-SIERRA INC.                COM            69344F106      5144    23900 SH       DEFINED 1           23900
PMC-SIERRA INC.                COM            69344F106       194      900 SH       DEFINED 1             900
PMC-SIERRA INC.                COM            69344F106        86      400 SH       DEFINED 1             400
PMC-SIERRA INC.                COM            69344F106     17801    82700 SH       DEFINED 1           82700
PORSCHE AG NV PFD DM50         COM            469678400      2098      580 SH       DEFINED 1             580
PORSCHE AG NV PFD DM50         COM            469678400      9946     2750 SH       DEFINED 1            2750
POST PROPERTIES INC.           COM            737464107       692    15880 SH       DEFINED 1           15880
POST PROPERTIES INC.           COM            737464107      4452   102194 SH       DEFINED 1          102194
POWER ONE INC.                 COM            739308104      6911   114200 SH       DEFINED 1          114200
POWER ONE INC.                 COM            739308104       169     2800 SH       DEFINED 1            2800
POWER ONE INC.                 COM            739308104       133     2200 SH       DEFINED 1            2200
POWER ONE INC.                 COM            739308104     26234   433500 SH       DEFINED 1          433500
PPG INDUSTRIES INC             COM            693506107        16      400 SH       DEFINED 1             400
PPG INDUSTRIES INC             COM            693506107      4878   122900 SH       DEFINED 1          122900
PRI AUTOMATION INC             COM            69357H106       812    44500 SH       DEFINED 1           44500
PRI AUTOMATION INC             COM            69357H106        40     2200 SH       DEFINED 1            2200
PRI AUTOMATION INC             COM            69357H106        16      900 SH       DEFINED 1             900
PRI AUTOMATION INC             COM            69357H106      3119   170900 SH       DEFINED 1          170900
PRIDE INTERNATIONAL INC        CONVT          741932AB3       930  2000000 PRN      DEFINED 1         2000000
PRIDE INTERNATIONAL INC        CONVT          741932AB3     12217 44000000 PRN      DEFINED 1        44000000
PRIORITY HEALTHCARE            COM            74264T102       153     2000 SH       DEFINED 1            2000
PROCOMP INFORMATICS CO LTD     COM            620352400      2249   471640 SH       DEFINED 1          471640
PROLOGIS TRUST                 COM            743410102      1188    50000 SH       DEFINED 1           50000
PROLOGIS TRUST                 COM            743410102     38065  1602744 SH       DEFINED 1         1602744
PROVIDENT INSTL TEMP FUND      COM            743884579     53700 53700000 SH       DEFINED 1        53700000
PROVINCE HEALTHCARE COMPANY    COM            743977100      3800   119100 SH       DEFINED 1          119100
PROVINCE HEALTHCARE COMPANY    COM            743977100       144     4500 SH       DEFINED 1            4500
PROVINCE HEALTHCARE COMPANY    COM            743977100        62     1950 SH       DEFINED 1            1950
PROVINCE HEALTHCARE COMPANY    COM            743977100     19671   492534 SH       DEFINED 1          492534
PSINET INC                     COM            74437C101       944    98101 SH       DEFINED 1           98101
PUBLIC STORAGE INC             COM            74460D109      4893   204400 SH       DEFINED 1          204400
PUBLIC STORAGE INC             COM            74460D109     17352   724900 SH       DEFINED 1          724900
QANTAS AIRWAYS LIMITED         COM            671034700       898   465000 SH       DEFINED 1          465000
QANTAS AIRWAYS LIMITED         COM            671034700      4315  2235000 SH       DEFINED 1         2235000
QIAGEN N.V.                    COM            573282500       595    12500 SH       DEFINED 1           12500
QIAGEN N.V.                    COM            573282500      2858    60000 SH       DEFINED 1           60000
QLOGIC CORPORATION             COM            747277101      3062    34800 SH       DEFINED 1           34800
QLOGIC CORPORATION             COM            747277101       114     1300 SH       DEFINED 1            1300
QLOGIC CORPORATION             COM            747277101        70      800 SH       DEFINED 1             800
QLOGIC CORPORATION             COM            747277101     11387   129400 SH       DEFINED 1          129400
QUAKER OATS COMPANY            COM            747402105      4407    55700 SH       DEFINED 1           55700
QUAKER OATS COMPANY            COM            747402105       768     9700 SH       DEFINED 1            9700
QUAKER OATS COMPANY            COM            747402105       111     1400 SH       DEFINED 1            1400
QUAKER OATS COMPANY            COM            747402105     19520   246700 SH       DEFINED 1          246700
QUANTUM CORP                   CONVT          747906AC9      1135  1500000 PRN      DEFINED 1         1500000
QUEST COMMUNICATIONS INTERNATI COM            749121109        43      891 SH       DEFINED 1             891
QUORUM HEALTH GROUP, INC.      COM            749084109      1600   123050 SH       DEFINED 1          123050
QUORUM HEALTH GROUP, INC.      COM            749084109        31     2400 SH       DEFINED 1            2400
QUORUM HEALTH GROUP, INC.      COM            749084109      5038   387504 SH       DEFINED 1          387504
RADIN GROUP INC                COM            750236101       162     2400 SH       DEFINED 1            2400
RATIONAL SOFTWARE CORP         COM            75409P202      2414    34800 SH       DEFINED 1           34800
RATIONAL SOFTWARE CORP         COM            75409P202        69     1000 SH       DEFINED 1            1000
RATIONAL SOFTWARE CORP         COM            75409P202      8561   123400 SH       DEFINED 1          123400
RCN CORPORATION                COM            749361101        52     2494 SH       DEFINED 1            2494
REGENCY REALTY CORP            COM            758939102      1654    72100 SH       DEFINED 1           72100
REGENCY REALTY CORP            COM            758939102      8469   369230 SH       DEFINED 1          369230
REGENCY REALTY CORP            COM            758939102       858    37400 SH       DEFINED 1           37400
RENAL CARE GROUP INC           COM            759930100      1226    65800 SH       DEFINED 1           65800
RENAL CARE GROUP INC           COM            759930100        20     1050 SH       DEFINED 1            1050
RENAL CARE GROUP INC           COM            759930100      4373   234800 SH       DEFINED 1          234800
REUTERS GROUP PLC              COM            023691300      1274    67000 SH       DEFINED 1           67000
REUTERS GROUP PLC              COM            023691300      6178   325000 SH       DEFINED 1          325000
RITE AID CORPORATION           COM            767754104        30     7410 SH       DEFINED 1            7410
ROBERT HALF INTERNATIONAL INC  COM            770323103      3205    92400 SH       DEFINED 1           92400
ROBERT HALF INTERNATIONAL INC  COM            770323103        66     1900 SH       DEFINED 1            1900
ROBERT HALF INTERNATIONAL INC  COM            770323103     12016   346400 SH       DEFINED 1          346400
ROHM                           COM            674720400      1403     5100 SH       DEFINED 1            5100
ROHM                           COM            674720400      6052    22000 SH       DEFINED 1           22000
ROUSE  CO                      COM            779273101      1668    66900 SH       DEFINED 1           66900
ROUSE  CO                      COM            779273101      2671   107100 SH       DEFINED 1          107100
ROUSE CO                       CONVT          779273309       178     5100 SH       DEFINED 1            5100
ROYAL BANK OF CANADA           COM            780087102       595    20000 SH       DEFINED 1           20000
ROYAL BANK OF CANADA           COM            780087102      3033   102000 SH       DEFINED 1          102000
ROYAL BANK OF SCOTLAND GROUP   COM            075478300      1257    60000 SH       DEFINED 1           60000
ROYAL BANK OF SCOTLAND GROUP   COM            075478300      6076   290000 SH       DEFINED 1          290000
ROYAL NUMICO NV                COM            540260100      1452    28300 SH       DEFINED 1           28300
ROYAL NUMICO NV                COM            540260100      7079   138000 SH       DEFINED 1          138000
RYANAIR                        COM            783513104      1001    26000 SH       DEFINED 1           26000
RYANAIR                        COM            783513104      4813   125000 SH       DEFINED 1          125000
SAIPEM                         COM            476876800      1670   300000 SH       DEFINED 1          300000
SAIPEM                         COM            476876800      8071  1450000 SH       DEFINED 1         1450000
SAMSUNG ELECTRONICS            COM            677172000       761     4200 SH       DEFINED 1            4200
SAMSUNG ELECTRONICS            COM            677172000      3623    20000 SH       DEFINED 1           20000
SANIX                          COM            685301500       909    14250 SH       DEFINED 1           14250
SANIX                          COM            685301500      3876    60750 SH       DEFINED 1           60750
SANMINA CORP                   COM            800907107      3399    36300 SH       DEFINED 1           36300
SANMINA CORP                   COM            800907107       281     3000 SH       DEFINED 1            3000
SANMINA CORP                   COM            800907107        56      600 SH       DEFINED 1             600
SANMINA CORP                   COM            800907107     12546   134000 SH       DEFINED 1          134000
SANTA FE INTERNATIONAL         COM            G7805C108      2641    58600 SH       DEFINED 1           58600
SANTA FE INTERNATIONAL         COM            G7805C108       572    12700 SH       DEFINED 1           12700
SANTA FE INTERNATIONAL         COM            G7805C108        45     1000 SH       DEFINED 1            1000
SBC COMMUNICATIONS INCORPORATE COM            78387G103        43      863 SH       DEFINED 1             863
SBC COMMUNICATIONS INCORPORATE COM            78387G103     12069   241382 SH       DEFINED 1          241382
SCHERING-PLOUGH CORPORATION    COM            806605101        47     1000 SH       DEFINED 1            1000
SCHERING-PLOUGH CORPORATION    COM            806605101     14420   310100 SH       DEFINED 1          310100
SCHLUMBERGER LIMITED           COM            806857108      3037    36900 SH       DEFINED 1           36900
SCHLUMBERGER LIMITED           COM            806857108       412     5000 SH       DEFINED 1            5000
SCHLUMBERGER LIMITED           COM            806857108     12709   154400 SH       DEFINED 1          154400
SCI SYSTEMS INC                CONVT          783890AF3      2900  2250000 PRN      DEFINED 1         2250000
SCI SYSTEMS INC                COM            783890106      4100   100000 SH       DEFINED 1          100000
SCI SYSTEMS INC                CONVT          783890AF3     48666 47800000 PRN      DEFINED 1        47800000
SEACOR HOLDINGS INC            CONVT          811904AE1      3856  4000000 PRN      DEFINED 1         4000000
SECURITY CAPITAL GROUP         COM            81413P105     37087    39039 SH       DEFINED 1           39039
SECURITY CAPITAL GROUP         COM            81413P204      4969   262400 SH       DEFINED 1          262400
SECURITY CAPITAL US REALTY     COM            508741700     21043  1026464 SH       DEFINED 1         1026464
SECURITY CAPITAL US REALTY     COM            814136206      2123    99300 SH       DEFINED 1           99300
SEMTECH CORP                   COM            816850101      5813   134800 SH       DEFINED 1          134800
SEMTECH CORP                   COM            816850101       242     5600 SH       DEFINED 1            5600
SEMTECH CORP                   COM            816850101        86     2000 SH       DEFINED 1            2000
SEMTECH CORP                   COM            816850101     20329   471400 SH       DEFINED 1          471400
SERCO GROUP                    COM            079737900      2124   240000 SH       DEFINED 1          240000
SERCO GROUP                    COM            079737900      9291  1050000 SH       DEFINED 1         1050000
SERVICEMASTER CO               COM            81760N109        31     3100 SH       DEFINED 1            3100
SERVICEMASTER CO               COM            81760N109      4552   461000 SH       DEFINED 1          461000
SES ASTRA                      COM            549343400      3414    22500 SH       DEFINED 1           22500
SGL CARBON AG                  COM            481835100       857    13500 SH       DEFINED 1           13500
SGL CARBON AG                  COM            481835100      4128    65000 SH       DEFINED 1           65000
SHIRE PHARMACEUTICALS GR-ADR   COM            82481R106        46      900 SH       DEFINED 1             900
SIGNET GROUP PLC               COM            004037400       634   788900 SH       DEFINED 1          788900
SIGNET GROUP PLC               COM            004037400      3067  3816100 SH       DEFINED 1         3816100
SIMON PROPERTY GROUP INC       COM            828806109      4239   180852 SH       DEFINED 1          180852
SIMON PROPERTY GROUP INC       COM            828806109     15327   653932 SH       DEFINED 1          653932
SINGAPORE AIRLINES             COM            681173400       949   100000 SH       DEFINED 1          100000
SINGAPORE AIRLINES             COM            681173400      4743   500000 SH       DEFINED 1          500000
SINGULUS TECHNOLOGIES          COM            571866500       917    19500 SH       DEFINED 1           19500
SINGULUS TECHNOLOGIES          COM            571866500      4373    93000 SH       DEFINED 1           93000
SK TELECOM                     COM            622487100       854     3500 SH       DEFINED 1            3500
SK TELECOM                     COM            622487100      4147    17000 SH       DEFINED 1           17000
SKANDIA FORSAKRINGS            COM            546157200      2139   108000 SH       DEFINED 1          108000
SKANDIA FORSAKRINGS            COM            546157200     10694   540000 SH       DEFINED 1          540000
SKY TV                         COM            609293700       598   430000 SH       DEFINED 1          430000
SKY TV                         COM            609293700      2989  2150000 SH       DEFINED 1         2150000
SKYWEST INC                    COM            830879102       133     2600 SH       DEFINED 1            2600
SLM INTERNATIONAL INC          COM            784414203      1182   394015 SH       DEFINED 1          394015
SMARTFORCE PLC                 COM            83170A206      1753    37000 SH       DEFINED 1           37000
SMARTFORCE PLC                 COM            83170A206        38      800 SH       DEFINED 1             800
SMARTFORCE PLC                 COM            83170A206      6514   137500 SH       DEFINED 1          137500
SMITH CHARLES E RESIDENTIAL    COM            832197107      2042    45000 SH       DEFINED 1           45000
SMITH CHARLES E RESIDENTIAL    COM            832197107      7714   170000 SH       DEFINED 1          170000
SMITHKLINE BEECHAM PLC         COM            013565600      1015    75000 SH       DEFINED 1           75000
SMITHKLINE BEECHAM PLC         COM            013565600      5010   370000 SH       DEFINED 1          370000
SOLECTRON                      CONVT          834182AG2      1099  1500000 PRN      DEFINED 1         1500000
SOLECTRON                      CONVT          834182AG2      7745 16000000 PRN      DEFINED 1        16000000
SONERA OYJ                     COM            555658600       419    16500 SH       DEFINED 1           16500
SONERA OYJ                     COM            555658600      2058    81000 SH       DEFINED 1           81000
SONIC INNOVATIONS INC          COM            83545M109       321    30600 SH       DEFINED 1           30600
SONIC INNOVATIONS INC          COM            83545M109        25     2400 SH       DEFINED 1            2400
SONIC INNOVATIONS INC          COM            83545M109         4      400 SH       DEFINED 1             400
SONIC INNOVATIONS INC          COM            83545M109       908    86500 SH       DEFINED 1           86500
SONY CORPORATION               COM            682150600      1419    14000 SH       DEFINED 1           14000
SONY CORPORATION               COM            682150600      7094    70000 SH       DEFINED 1           70000
SORIANA                        COM            262017200       902   246800 SH       DEFINED 1          246800
SORIANA                        COM            262017200      3074   841200 SH       DEFINED 1          841200
SOUTHWEST AIRLINES CO.         COM            844741108     21295   878150 SH       DEFINED 1          878150
SOUTHWESTERN LIFE HLDGS INC    COM            845606102        62     5000 SH       DEFINED 1            5000
SOVEREIGN BANCORP INC          CONVT          845905306       287     5000 SH       DEFINED 1            5000
SOVEREIGN BANCORP INC          COM            845905108      1661   179600 SH       DEFINED 1          179600
SOVEREIGN BANCORP INC          CONVT          845905306      4750    95000 SH       DEFINED 1           95000
SPHERION CORP                  CONVT          45868PAA8      1918  2900000 PRN      DEFINED 1         2900000
SPIEKER PROPERTIES             COM            848497103      2487    43200 SH       DEFINED 1           43200
SPIEKER PROPERTIES             COM            848497103      9544   165800 SH       DEFINED 1          165800
SPRINT CORPORATION             COM            852061100        18      600 SH       DEFINED 1             600
SPRINT CORPORATION             COM            852061100      5754   196300 SH       DEFINED 1          196300
ST. GOBAIN FF100 CIE DE        COM            476837100       880     7000 SH       DEFINED 1            7000
ST. GOBAIN FF100 CIE DE        COM            476837100      3771    30000 SH       DEFINED 1           30000
STANCORP FINANCIAL GROUP INC   COM            852891100     42750  1000000 SH       DEFINED 1         1000000
STARWOOD HOTELS & RESORTS WORL COM            85590A203       544    17400 SH       DEFINED 1           17400
STARWOOD HOTELS & RESORTS WORL COM            85590A203      4485   143507 SH       DEFINED 1          143507
STEINER LEISURE LTD            COM            P8744Y102      1662    74300 SH       DEFINED 1           74300
STEINER LEISURE LTD            COM            P8744Y102        36     1600 SH       DEFINED 1            1600
STEINER LEISURE LTD            COM            P8744Y102      5218   233200 SH       DEFINED 1          233200
STMICROELECTRONICS             COM            596233200      1470    30000 SH       DEFINED 1           30000
STMICROELECTRONICS             COM            596233200      8821   180000 SH       DEFINED 1          180000
STONE ENERGY CORP              COM            861642106       479     8700 SH       DEFINED 1            8700
STONE ENERGY CORP              COM            861642106        22      400 SH       DEFINED 1             400
STONE ENERGY CORP              COM            861642106        11      200 SH       DEFINED 1             200
STONE ENERGY CORP              COM            861642106      1826    33200 SH       DEFINED 1           33200
STONERIDGE, INC.               COM            86183P102      1483   154100 SH       DEFINED 1          154100
STONERIDGE, INC.               COM            86183P102        14     1500 SH       DEFINED 1            1500
STONERIDGE, INC.               COM            86183P102      5359   556800 SH       DEFINED 1          556800
SUN MICROSYSTEMS INC           COM            866810104      5838    50000 SH       DEFINED 1           50000
SUN MICROSYSTEMS INC           COM            866810104      1004     8600 SH       DEFINED 1            8600
SUN MICROSYSTEMS INC           COM            866810104       105      900 SH       DEFINED 1             900
SUN MICROSYSTEMS INC           COM            866810104     33402   286100 SH       DEFINED 1          286100
SUPERIOR TRUST I               CONVT          86836P202      2260    97724 SH       DEFINED 1           97724
SVB HOLDINGS PLC               COM            086464800     18021  7437829 SH       DEFINED 1         7437829
SWEDISH MATCH AB               COM            504856600      1089   350000 SH       DEFINED 1          350000
SWEDISH MATCH AB               COM            504856600      5288  1700000 SH       DEFINED 1         1700000
SWIFT TRANSPORTATION CO. INC   COM            870756103       475    36400 SH       DEFINED 1           36400
SWIFT TRANSPORTATION CO. INC   COM            870756103         7      500 SH       DEFINED 1             500
SWIFT TRANSPORTATION CO. INC   COM            870756103      1920   147000 SH       DEFINED 1          147000
SYBRON INTL                    COM            87114F106      1457    60700 SH       DEFINED 1           60700
SYBRON INTL                    COM            87114F106        55     2300 SH       DEFINED 1            2300
SYBRON INTL                    COM            87114F106        31     1300 SH       DEFINED 1            1300
SYBRON INTL                    COM            87114F106      5357   223200 SH       DEFINED 1          223200
SYNAVANT INC - WHEN ISSUED     COM            87157A105        35     2445 SH       DEFINED 1            2445
TAKEDA                         COM            687044500      1320    20000 SH       DEFINED 1           20000
TAKEDA                         COM            687044500      5941    90000 SH       DEFINED 1           90000
TALBOTS, INC. (THE)            COM            874161102      4174    63000 SH       DEFINED 1           63000
TALBOTS, INC. (THE)            COM            874161102        86     1300 SH       DEFINED 1            1300
TALBOTS, INC. (THE)            COM            874161102     16596   250500 SH       DEFINED 1          250500
TARGET CORP                    COM            87612E106      3075   120000 SH       DEFINED 1          120000
TARGET CORP                    COM            87612E106       487    19000 SH       DEFINED 1           19000
TARGET CORP                    COM            87612E106     17579   686000 SH       DEFINED 1          686000
TCI PACIFIC COMMUNICATIONS     CONVT          872294202       165     1000 SH       DEFINED 1            1000
TCI PACIFIC COMMUNICATIONS     CONVT          872294202      7105    79000 SH       DEFINED 1           79000
TECAN GROUP                    COM            569620000      1280     1200 SH       DEFINED 1            1200
TECAN GROUP                    COM            569620000      6398     6000 SH       DEFINED 1            6000
TECHNIP                        COM            487416000       864     6200 SH       DEFINED 1            6200
TECHNIP                        COM            487416000      4181    30000 SH       DEFINED 1           30000
TECNOMEN OYJ                   COM            400777300       154    20000 SH       DEFINED 1           20000
TECNOMEN OYJ                   COM            400777300       772   100000 SH       DEFINED 1          100000
TELEFLEX INCORPORATED          COM            879369106      3403    99000 SH       DEFINED 1           99000
TELEFLEX INCORPORATED          COM            879369106        58     1700 SH       DEFINED 1            1700
TELEFLEX INCORPORATED          COM            879369106     13568   394700 SH       DEFINED 1          394700
TELEFONICA DE ESPANA           COM            573252400      1854    93636 SH       DEFINED 1           93636
TELEFONICA DE ESPANA           COM            573252400      8654   436964 SH       DEFINED 1          436964
TELEFONOS DE MEXICO (TELMEX)   COM            879403780      1287    24200 SH       DEFINED 1           24200
TELEFONOS DE MEXICO (TELMEX)   COM            879403780      6223   117000 SH       DEFINED 1          117000
TELINDUS GROUP                 COM            447620900         0    23000 SH       DEFINED 1           23000
TELINDUS GROUP                 COM            447620900         1    92000 SH       DEFINED 1           92000
TELLABS INC                    COM            879664100      3104    65000 SH       DEFINED 1           65000
TELLABS INC                    COM            879664100       520    10900 SH       DEFINED 1           10900
TELLABS INC                    COM            879664100        53     1100 SH       DEFINED 1            1100
TELLABS INC                    COM            879664100     26377   552400 SH       DEFINED 1          552400
TELTRONICS INC                 COM            879698306         1      211 SH       DEFINED 1             211
TETRA TECH INC.                COM            88162G103      5647   197693 SH       DEFINED 1          197693
TETRA TECH INC.                COM            88162G103       196     6850 SH       DEFINED 1            6850
TETRA TECH INC.                COM            88162G103       108     3775 SH       DEFINED 1            3775
TETRA TECH INC.                COM            88162G103     21299   745695 SH       DEFINED 1          745695
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THE CORPORATE EXECUTIVE BOARD  COM            21988R102        72     1800 SH       DEFINED 1            1800
THE CORPORATE EXECUTIVE BOARD  COM            21988R102     14176   352200 SH       DEFINED 1          352200
THE ESTEE LAUDER COMPANIES INC COM            518439104      3663   100000 SH       DEFINED 1          100000
THE ESTEE LAUDER COMPANIES INC COM            518439104       615    16800 SH       DEFINED 1           16800
THE ESTEE LAUDER COMPANIES INC COM            518439104        73     2000 SH       DEFINED 1            2000
THE ESTEE LAUDER COMPANIES INC COM            518439104     19803   540700 SH       DEFINED 1          540700
THE MANAGEMENT NETWORK GROUP   COM            561693102        48     2300 SH       DEFINED 1            2300
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TIBCO SOFTWARE INC             COM            88632Q103      3040    36000 SH       DEFINED 1           36000
TIBCO SOFTWARE INC             COM            88632Q103       802     9500 SH       DEFINED 1            9500
TIBCO SOFTWARE INC             COM            88632Q103        84     1000 SH       DEFINED 1            1000
TIBCO SOFTWARE INC             COM            88632Q103     16820   199200 SH       DEFINED 1          199200
TIFFANY & COMPANY              COM            886547108        31      800 SH       DEFINED 1             800
TIFFANY & COMPANY              COM            886547108      7574   196400 SH       DEFINED 1          196400
TIME WARNER INC                COM            887315109      4695    60000 SH       DEFINED 1           60000
TIME WARNER INC                COM            887315109       743     9500 SH       DEFINED 1            9500
TIME WARNER INC                COM            887315109        70      900 SH       DEFINED 1             900
TIME WARNER INC                COM            887315109     22919   292900 SH       DEFINED 1          292900
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TMP WORLDWIDE INC              COM            872941109       105     1300 SH       DEFINED 1            1300
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TMP WORLDWIDE INC              COM            872941109      9306   115600 SH       DEFINED 1          115600
TOSCO CORP                     COM            891490302      4522   145000 SH       DEFINED 1          145000
TOSCO CORP                     COM            891490302       802    25700 SH       DEFINED 1           25700
TOSCO CORP                     COM            891490302        81     2600 SH       DEFINED 1            2600
TOSCO CORP                     COM            891490302     26141   838200 SH       DEFINED 1          838200
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TRAMMELL CROW COMPANY          COM            89288R106      1728   115200 SH       DEFINED 1          115200
TRAMMELL CROW COMPANY          COM            89288R106       120     8000 SH       DEFINED 1            8000
TRAMMELL CROW COMPANY          COM            89288R106        33     2200 SH       DEFINED 1            2200
TRAMMELL CROW COMPANY          COM            89288R106      4865   324300 SH       DEFINED 1          324300
TREESOURCE INDUSTRIES INC      COM            894688100        12   354821 SH       DEFINED 1          354821
TRIBUNE COMPANY                COM            896047107     32911   754400 SH       DEFINED 1          754400
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TURNSTONE SYSTEMS INC          COM            900423104      1809    39000 SH       DEFINED 1           39000
TURNSTONE SYSTEMS INC          COM            900423104        83     1800 SH       DEFINED 1            1800
TURNSTONE SYSTEMS INC          COM            900423104        37      800 SH       DEFINED 1             800
TURNSTONE SYSTEMS INC          COM            900423104      6854   147800 SH       DEFINED 1          147800
TYCO INTERNATIONAL LTD         COM            902124106      8819   170000 SH       DEFINED 1          170000
TYCO INTERNATIONAL LTD         COM            902124106       856    16500 SH       DEFINED 1           16500
TYCO INTERNATIONAL LTD         COM            902124106        88     1700 SH       DEFINED 1            1700
TYCO INTERNATIONAL LTD         COM            902124106     27784   535600 SH       DEFINED 1          535600
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UNION PACIFIC CAP TRUST        CONVT          907824403      5953   125000 SH       DEFINED 1          125000
UNITED PAN-EUROPE COMM         COM            593133200       910    46500 SH       DEFINED 1           46500
UNITED PAN-EUROPE COMM         COM            593133200      4109   210000 SH       DEFINED 1          210000
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UNIVERSAL HEALTH SER           COM            913903100        77      900 SH       DEFINED 1             900
UNIVERSAL HEALTH SER           COM            913903100        51      600 SH       DEFINED 1             600
UNIVERSAL HEALTH SER           COM            913903100      7449    87000 SH       DEFINED 1           87000
UNOCAL CORP                    CONVT          91528T207       466    10000 SH       DEFINED 1           10000
UNOCAL CORP                    CONVT          91528T207     20174   395000 SH       DEFINED 1          395000
URBAN SHOPPING CENTERS         COM            917060105       580    12200 SH       DEFINED 1           12200
URBAN SHOPPING CENTERS         COM            917060105      2931    61700 SH       DEFINED 1           61700
UTSTARCOM INC                  COM            918076100        75     3600 SH       DEFINED 1            3600
UTSTARCOM INC                  COM            918076100        40     1900 SH       DEFINED 1            1900
VAN DER MOOLEN HOLDINGS        COM            535659300       585     8000 SH       DEFINED 1            8000
VAN DER MOOLEN HOLDINGS        COM            535659300      2854    39000 SH       DEFINED 1           39000
VARCO INTERNATIONAL INC        COM            922122106     16129   774952 SH       DEFINED 1          774952
VARIAN INC                     COM            922206107      2390    55500 SH       DEFINED 1           55500
VARIAN INC                     COM            922206107       133     3100 SH       DEFINED 1            3100
VARIAN INC                     COM            922206107        47     1100 SH       DEFINED 1            1100
VARIAN INC                     COM            922206107      8832   205100 SH       DEFINED 1          205100
VASCULAR SOLUTIONS INC         COM            92231M109       113     6000 SH       DEFINED 1            6000
VASCULAR SOLUTIONS INC         COM            92231M109        53     2800 SH       DEFINED 1            2800
VEDIOR                         COM            520536100       699    48000 SH       DEFINED 1           48000
VEDIOR                         COM            520536100      3348   230000 SH       DEFINED 1          230000
VELOCITYHSI INC                COM            92257K102        23     9000 SH       DEFINED 1            9000
VELOCITYHSI INC                COM            92257K102        65    26000 SH       DEFINED 1           26000
VENTANA MEDICAL SYSTEMS        COM            92276H106       109     4300 SH       DEFINED 1            4300
VERISIGN INC                   COM            92343E102      2208    10900 SH       DEFINED 1           10900
VERISIGN INC                   COM            92343E102      7697    38000 SH       DEFINED 1           38000
VERIZON COMMUNICATIONS         COM            92343V104        84     1742 SH       DEFINED 1            1742
VERIZON COMMUNICATIONS         COM            92343V104     17669   364780 SH       DEFINED 1          364780
VESTAS WIND SYSTEMS            COM            596465100      6386   125000 SH       DEFINED 1          125000
VESTAS WIND SYSTEMS            COM            596465100     29374   575000 SH       DEFINED 1          575000
VIA TECHNOLOGIES INC           COM            614682300       841    79350 SH       DEFINED 1           79350
VIA TECHNOLOGIES INC           COM            614682300      4118   388650 SH       DEFINED 1          388650
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VIACOM INCORPORATED- CL B      COM            925524308       749    12800 SH       DEFINED 1           12800
VIACOM INCORPORATED- CL B      COM            925524308        59     1000 SH       DEFINED 1            1000
VIACOM INCORPORATED- CL B      COM            925524308     18410   314700 SH       DEFINED 1          314700
VIASYSTEMS GROUP INC           COM            92553H100       128     7500 SH       DEFINED 1            7500
VIATEL                         COM            925529208       128    12454 SH       DEFINED 1           12454
VITESSE SEMICONDUTOR COR       CONVT          928497AB2      5000  3000000 PRN      DEFINED 1         3000000
VODAFONE GROUP                 COM            071921000      2585   700000 SH       DEFINED 1          700000
VODAFONE GROUP                 COM            071921000     14031  3800000 SH       DEFINED 1         3800000
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VORNADO REALTY TRUST           COM            929042109     15296   412000 SH       DEFINED 1          412000
VORNADO REALTY TRUST           CONVT          929042208      7750   155000 SH       DEFINED 1          155000
WAL-MART STORES                COM            931142103      4524    94000 SH       DEFINED 1           94000
WAL-MART STORES                COM            931142103       770    16000 SH       DEFINED 1           16000
WAL-MART STORES                COM            931142103       125     2600 SH       DEFINED 1            2600
WAL-MART STORES                COM            931142103     44121   916800 SH       DEFINED 1          916800
WALGREEN COMPANY               COM            931422109      8536   225000 SH       DEFINED 1          225000
WALGREEN COMPANY               COM            931422109       899    23700 SH       DEFINED 1           23700
WALGREEN COMPANY               COM            931422109       144     3800 SH       DEFINED 1            3800
WALGREEN COMPANY               COM            931422109     52653  1387900 SH       DEFINED 1         1387900
WATSON PHARMACEUTICAL          COM            942683103      2031    31300 SH       DEFINED 1           31300
WATSON PHARMACEUTICAL          COM            942683103       344     5300 SH       DEFINED 1            5300
WATSON PHARMACEUTICAL          COM            942683103        19      300 SH       DEFINED 1             300
WATSON PHARMACEUTICAL          COM            942683103      7746   119400 SH       DEFINED 1          119400
WEATHERFORD INT'L INC          COM            947074100      2640    61400 SH       DEFINED 1           61400
WEATHERFORD INT'L INC          COM            947074100        90     2100 SH       DEFINED 1            2100
WEATHERFORD INT'L INC          COM            947074100        56     1300 SH       DEFINED 1            1300
WEATHERFORD INT'L INC          COM            947074100     12023   279600 SH       DEFINED 1          279600
WEATHERFORD INTL INC           CONVT          268939402     14006   355200 SH       DEFINED 1          355200
WESLEY JESSEN VISIONCARE       COM            951018100      1557    40500 SH       DEFINED 1           40500
WESLEY JESSEN VISIONCARE       COM            951018100        23      600 SH       DEFINED 1             600
WESLEY JESSEN VISIONCARE       COM            951018100      4974   129400 SH       DEFINED 1          129400
WHITEHALL JEWELLERS INC        COM            965063100       448    56500 SH       DEFINED 1           56500
WHITEHALL JEWELLERS INC        COM            965063100         6      750 SH       DEFINED 1             750
WHITEHALL JEWELLERS INC        COM            965063100      1320   166350 SH       DEFINED 1          166350
WILLIAMS COMM GROUP INC        COM            969455104       500    25000 SH       DEFINED 1           25000
WILLIAMS COMM GROUP INC        COM            969455104        40     2000 SH       DEFINED 1            2000
WILLIAMS COMM GROUP INC        COM            969455104        32     1600 SH       DEFINED 1            1600
WILLIAMS COMM GROUP INC        COM            969455104     10204   510200 SH       DEFINED 1          510200
WILLIAMS PLC                   COM            029031700      1265   260000 SH       DEFINED 1          260000
WILLIAMS PLC                   COM            029031700      6083  1250000 SH       DEFINED 1         1250000
WORLDCOM INC                   COM            98157D106       304    10000 SH       DEFINED 1           10000
WORLDCOM INC                   COM            98157D106        61     2000 SH       DEFINED 1            2000
WORLDCOM INC                   COM            98157D106         8      250 SH       DEFINED 1             250
WORLDCOM INC                   COM            98157D106      4502   148199 SH       DEFINED 1          148199
WYNDHAM INTERNATIONAL INC      COM            983101106       133    73387 SH       DEFINED 1           73387
WYNDHAM INTERNATIONAL INC      COM            983101106       610   336384 SH       DEFINED 1          336384
YAMADA DENKI                   COM            698502600      1520    15000 SH       DEFINED 1           15000
YAMADA DENKI                   COM            698502600      7094    70000 SH       DEFINED 1           70000
ZHENHAI REFINING & CHEM        CONVT          98949RAA6      1526  1500000 PRN      DEFINED 1         1500000
</TABLE>


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