-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, H+777XgcqULsUfd0xFVMCYzwkz7x5y3rWnIHoJAabfecIrxxSywNRvV/eAqIE5pz nd7lffojoIm53Wr7ZVmEhA== /in/edgar/work/0000073076-00-000024/0000073076-00-000024.txt : 20001114 0000073076-00-000024.hdr.sgml : 20001114 ACCESSION NUMBER: 0000073076-00-000024 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20000930 FILED AS OF DATE: 20001113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NORTHWESTERN MUTUAL LIFE INSURANCE CO CENTRAL INDEX KEY: 0000073076 STANDARD INDUSTRIAL CLASSIFICATION: [0000 ] IRS NUMBER: 390509570 STATE OF INCORPORATION: WI FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-00229 FILM NUMBER: 759553 BUSINESS ADDRESS: STREET 1: 720 E WISCONSIN AVENUE CITY: MILWAUKEE STATE: WI ZIP: 53202 BUSINESS PHONE: 4142992508 MAIL ADDRESS: STREET 1: 720 EAST WISCONSIN AVENUE CITY: MILWAUKEE STATE: WI ZIP: 53202 13F-HR 1 0001.txt FORM 13F 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 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 Form 13F Information Table
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-- - ------------------------------ -------------- --------- -------- ------- --- ---- ------- -------- -------- -------- -------- 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 TEXAS INDUSTRIES (TXI CAPITAL CONVT 873119200 6085 190500 SH DEFINED 1 190500 TEXAS INSTRUMENTS INCORPORATED COM 882508104 2831 60000 SH DEFINED 1 60000 TEXAS INSTRUMENTS INCORPORATED COM 882508104 651 13800 SH DEFINED 1 13800 TEXAS INSTRUMENTS INCORPORATED COM 882508104 71 1500 SH DEFINED 1 1500 TEXAS INSTRUMENTS INCORPORATED COM 882508104 24179 512400 SH DEFINED 1 512400 THE CORPORATE EXECUTIVE BOARD COM 21988R102 3743 93000 SH DEFINED 1 93000 THE CORPORATE EXECUTIVE BOARD COM 21988R102 330 8200 SH DEFINED 1 8200 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 THE MANAGEMENT NETWORK GROUP COM 561693102 25 1200 SH DEFINED 1 1200 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 TMP WORLDWIDE INC COM 872941109 2431 30200 SH DEFINED 1 30200 TMP WORLDWIDE INC COM 872941109 105 1300 SH DEFINED 1 1300 TMP WORLDWIDE INC COM 872941109 48 600 SH DEFINED 1 600 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 TOTAL FINA ELF COM 490541300 1923 13148 SH DEFINED 1 13148 TOTAL FINA ELF COM 490541300 9507 65000 SH DEFINED 1 65000 TOWER AUTOMOTIVE INC CONVT 891707AE1 2186 2750000 PRN DEFINED 1 2750000 TOWER AUTOMOTIVE INC CONVT 891707AE1 388 500000 PRN DEFINED 1 500000 TOYOTA MOTOR COM 690064300 948 24000 SH DEFINED 1 24000 TOYOTA MOTOR COM 690064300 4185 106000 SH DEFINED 1 106000 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 TRUE NORTH COMMUNICATIONS COM 897844106 32007 895299 SH DEFINED 1 895299 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 UNION PACIFIC CAP TRUST CONVT 907824403 204 5000 SH DEFINED 1 5000 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 UNIVERSAL HEALTH SER COM 913903100 2355 27500 SH DEFINED 1 27500 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 VIACOM INCORPORATED- CL B COM 925524308 4095 70000 SH DEFINED 1 70000 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 VORNADO OPERATING COMPANY COM 92904N103 85 15000 SH DEFINED 1 15000 VORNADO REALTY TRUST COM 929042109 1931 52000 SH DEFINED 1 52000 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
-----END PRIVACY-ENHANCED MESSAGE-----