<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: AMERICAN INTERNATIONAL GROUP, INC.
Address: 70 Pine Street
New York, New York 10270
Form 13F File Number: 28-219
The Institutional Investment Manager filing this report and the person by whom
it is signed 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: Edward E. Matthews
Title: Vice Chairman -- Investments and Financial Services
Phone: (212) 770-7000
Signature, Place, and Date of Signing:
/s/ Edward E. Matthews New York, New York February 14, 2000
- ------------------------------- ------------------------ -----------------
(Signature) (City, State) (Date)
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are
reported in this report.)
[ ] 13F NOTICE. (Check if no holdings reported are in this report, and all
holdings are reported in this report and a portion are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
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FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 2,453
Form 13F Information Table Value Total: $15,881,726 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
- -- -------------------- -------------------------------------
1 28-4637 AIG GLOBAL INVESTMENT CORP.
2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL L.P.
4 28-5794 AIG INTERNATIONAL MANAGEMENT COMPANY, INC.
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<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
21ST CENTURY INDS EQUITY 901272203 1032169 53445620 SH DEFINED 1 53445620
3 COM CORP EQUITY 885535104 536 11400 SH DEFINED 1 11400
3 COM CORP EQUITY 885535104 5940 126434 SH DEFINED 2 126434
3D SHOPPING COM EQUITY 885535104 235 5000 SH DEFINED 4 5000
3D SHOPPING COM CORPBOND 885793117 124 45200 PRN DEFINED 4 45200
99 CENTS ONLY
STORES EQUITY 65440K106 24888 650667 SH DEFINED 3 609617 41050
A D C TELECOMM EQUITY 000886101 327 4500 SH DEFINED 1 4500
A D C TELECOMM EQUITY 000886101 7699 106100 SH DEFINED 3 87700 18400
AAR CORP EQUITY 000361105 100 5600 SH DEFINED 2 5600
ABBOTT LABS EQUITY 002824100 8252 227250 SH DEFINED 1 227250
ABBOTT LABS EQUITY 002824100 1722 47415 SH DEFINED 2 47415
ABERCROMBIE & FITCH EQUITY 002896207 9768 366000 SH DEFINED 1 366000
ABERCROMBIE & FITCH EQUITY 002896207 2258 84600 SH DEFINED 2 84600
ACCREDO HEALTH INC EQUITY 00437V104 11916 387500 SH DEFINED 3 387500
ACE LTD EQUITY G0070K103 838 50200 SH DEFINED 2 50200
ACNIELSEN CORP EQUITY 004833109 128 5199 SH DEFINED 1 5199
ACNIELSON CORP EQUITY 004833109 180 7300 SH DEFINED 2 7300
ACUSON CORP EQUITY 005113105 31 2500 SH DEFINED 1 2500
ACXIOM CORP EQUITY 005125109 185 7700 SH DEFINED 1 7700
ACXIOM CORP EQUITY 005125109 101 4200 SH DEFINED 2 4200
ADAPTEC INC EQUITY 00651F108 185 3700 SH DEFINED 1 3700
ADAPTIVE BROADBND EQUITY 00650M104 1960 26700 SH DEFINED 2 26700
ADAPTIVE BROADBND CORPBOND 00650MAA3 8490 3274000 PRN DEFINED 4 3274000
ADC TELECOMM EQUITY 000886101 304 4189 SH DEFINED 2 4189
ADOBE SYSTEMS INC EQUITY 00724F101 309 4600 SH DEFINED 1 4600
ADOBE SYSTEMS INC EQUITY 00724F101 2280 33900 SH DEFINED 2 33900
ADTRAN INC EQUITY 00738A106 180 3500 SH DEFINED 1 3500
ADTRAN INC EQUITY 00738A106 66138 1285800 SH DEFINED 3 1259200 26600
ADVANCE PARADIGM EQUITY 007491103 41023 1902500 SH DEFINED 3 1865900 36600
ADVANCED DRAING SYS EQUITY 99A218496 4845 38761 SH DEFINED 1 38761
ADVANCED ENRGY INDS EQUITY 007973100 26093 529800 SH DEFINED 3 519800 10000
ADVANCED FIBRE COMM EQUITY 00754A105 3538 79100 SH DEFINED 2 79100
ADVANCED MICRO DEVCS EQUITY 007903107 130 4500 SH DEFINED 1 4500
AES CORP EQUITY 00130H105 411 5500 SH DEFINED 1 5500
AES CORP CORPBOND 00130H113 6692 55500 PRN DEFINED 4 55500
AETNA INC EQUITY 008117103 285 5100 SH DEFINED 1 5100
AETNA INC EQUITY 008117103 723 12959 SH DEFINED 2 12959
AFFILIATED COMPTR
SVCS EQUITY 008190100 202 4400 SH DEFINED 1 4400
AFFILIATED COMPTR
SVCS EQUITY 008190100 681 14800 SH DEFINED 2 14800
AFFILIATED COMPTR
SVCS EQUITY 008190100 99222 2157000 SH DEFINED 3 2077300 79700
AFFYMETRIX INC EQUITY 00826T108 12420 73200 SH DEFINED 2 73200
AFLAC INC EQUITY 001055102 8428 178600 SH DEFINED 1 178600
AGCO CORP EQUITY 001084102 73 5400 SH DEFINED 1 5400
AGENCY COM LTD EQUITY 008447104 26 500 SH DEFINED 1 500
AGENCY COM LTD EQUITY 008447104 128 2500 SH DEFINED 2 2500
</TABLE>
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<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AGILE SOFTWARE CORP EQUITY 00846X105 4344 20000 SH DEFINED 2 20000
AGILENT TECHNLGS EQUITY 00846U101 1160 15000 SH DEFINED 1 15000
AGILENT TECHNLGS EQUITY 00846U101 186 2400 SH DEFINED 2 2400
AGL RES INC EQUITY 001204106 88 5200 SH DEFINED 1 5200
AGL RES INC EQUITY 001204106 1935 113800 SH DEFINED 2 113800
AGNICO EAGLE MINES CORPBOND 008474AA6 880 1285000 PRN DEFINED 4 1285000
AIR PRODS & CHEMS EQUITY 009158106 248 7400 SH DEFINED 1 7400
AIR PRODS & CHEMS EQUITY 009158106 4985 148517 SH DEFINED 2 148517
AIRBORNE FREIGHT EQUITY 009266107 95 4300 SH DEFINED 1 4300
AIRGAS INC EQUITY 009363102 61 6400 SH DEFINED 1 6400
AIRGATE PCS INC EQUITY 009367103 2598 49300 SH DEFINED 2 49300
AK STEEL HOLDING EQUITY 001547108 174 9200 SH DEFINED 1 9200
AK STEEL HOLDING EQUITY 001547108 396 21000 SH DEFINED 2 21000
ALAMO GROUP INC EQUITY 011311107 404 40400 SH DEFINED 2 40400
ALASKA AIR GROUP EQUITY 011659109 84 2400 SH DEFINED 1 2400
ALBANY INTL CORP EQUITY 012348108 38 2470 SH DEFINED 1 2470
ALBEMARLE CORP EQUITY 012653101 92 4800 SH DEFINED 1 4800
ALBERTO-CULVER CO EQUITY 013068101 44 1700 SH DEFINED 1 1700
ALBERTSONS INC EQUITY 013104104 467 14492 SH DEFINED 1 14492
ALBERTSONS INC EQUITY 013104104 4835 149927 SH DEFINED 2 149927
ALCAN ALUMINUM LTD EQUITY 013716105 319 7700 SH DEFINED 1 7700
ALCAN ALUMINUM LTD EQUITY 013716956 72 1740 SH DEFINED 2 1740
ALCOA INC EQUITY 013817101 955 11500 SH DEFINED 1 11500
ALCOA INC EQUITY 013817101 12666 152600 SH DEFINED 2 152600
ALEXANDER & BALDWIN EQUITY 014482103 89 3900 SH DEFINED 1 3900
ALKERMES INC EQUITY 01642T108 4129 84100 SH DEFINED 2 84100
ALKERMES INC EQUITY 01642T405 30615 351900 SH DEFINED 4 351900
ALLAIRE CORP EQUITY 016714107 4726 32300 SH DEFINED 2 32300
ALLEGHENY ENERGY EQUITY 017361106 283 10500 SH DEFINED 1 10500
ALLEGHENY TECH-
NOLOGIES EQUITY 01741R102 68 3042 SH DEFINED 1 3042
ALLEGIANCE TELECOM EQUITY 01747T102 494 5400 SH DEFINED 2 5400
ALLEN TELECOM INC EQUITY 018091108 75 6500 SH DEFINED 2 6500
ALLERGAN INC EQUITY 018490102 219 4400 SH DEFINED 1 4400
ALLIANT ENERGY CORP EQUITY 018802108 201 7300 SH DEFINED 1 7300
ALLIED CAP CORP NEW EQUITY 01903Q108 318 17400 SH DEFINED 2 17400
ALLIED WASTE INDS EQUITY 019589308 48 5400 SH DEFINED 1 5400
ALLMERICA FINANCIAL EQUITY 019754100 278 5000 SH DEFINED 1 5000
ALLOY ONLINE INC EQUITY 019855105 1707 108400 SH DEFINED 2 108400
ALLSTATE CORP EQUITY 020002101 7397 307400 SH DEFINED 1 307400
ALLSTATE CORP EQUITY 020002101 403 16800 SH DEFINED 2 16800
ALLTEL CORP EQUITY 020039103 744 9000 SH DEFINED 1 9000
ALPHARMA INC CORPBOND 020813AC5 3270 3000000 PRN DEFINED 4 3000000
ALTERA CORP EQUITY 021441100 917 18500 SH DEFINED 1 18500
ALZA CORP EQUITY 022615108 97 2800 SH DEFINED 1 2800
ALZA CORP CORPBOND 022615AC2 23859 48079000 PRN DEFINED 4 48079000
AMAZON COM INC EQUITY 023135106 3350 44000 SH DEFINED 2 44000
AMB PROPERTY CORP EQUITY 00163T109 17033 854300 SH DEFINED 3 726200 128100
AMBAC INC EQUITY 023139108 339 6500 SH DEFINED 1 6500
AMDOCS LTD EQUITY G02602103 3171 91900 SH DEFINED 2 91900
AMERADA HESS CORP EQUITY 023551104 165 2900 SH DEFINED 1 2900
AMERADA HESS CORP EQUITY 023551104 6 100 SH DEFINED 2 100
</TABLE>
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<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMEREN CORP EQUITY 023608102 134 4080 SH DEFINED 1 4080
AMERICA ONLINE INC EQUITY 02364J104 16040 211400 SH DEFINED 1 211400
AMERICA ONLINE INC CORPBOND 02364JAB0 352009 30268000 PRN DEFINED 4 30268000
AMERICA ONLINE INC EQUITY 02364J104 54785 726227 SH DEFINED 2 726227
AMERICAN CELLULAR EQUITY 02599C106 357 3571 SH DEFINED 1 3571
AMERICAN EAGLE OUT-
FITTERS EQUITY 02553E106 194 4300 SH DEFINED 1 4300
AMERICAN ELECTRIC
PWR EQUITY 025537101 209 6500 SH DEFINED 1 6500
AMERICAN EXPRESS CO EQUITY 025816109 28529 171605 SH DEFINED 2 171605
AMERICAN EXPRESS CO EQUITY 025816109 26326 158350 SH DEFINED 1 158350
AMERICAN EXPRESS CO EQUITY 025816109 781 4700 SH DEFINED 3 4700
AMERICAN GEN CORP EQUITY 026351106 372 4900 SH DEFINED 2 4900
AMERICAN GENERAL EQUITY 026351106 615 8099 SH DEFINED 1 8099
AMERICAN GENERAL EQUITY 026351809 528 8400 SH DEFINED 4 8400
AMERICAN GREETINGS EQUITY 026375105 52 2200 SH DEFINED 1 2200
AMERICAN GREETINGS EQUITY 026375105 4425 187310 SH DEFINED 2 187310
AMERICAN HOME PRODS EQUITY 026609107 16595 422800 SH DEFINED 1 422800
AMERICAN HOME PRODS EQUITY 026609107 7613 193052 SH DEFINED 2 193052
AMERICAN INTL GROUP EQUITY 026874107 9914 91690 SH DEFINED 1 91690
AMERICAN INTL GROUP EQUITY 026874107 2240 20718 SH DEFINED 2 20718
AMERICAN ITALIAN
PASTA EQUITY 027070101 221 7200 SH DEFINED 2 7200
AMERICAN MATL CAN
GRP EQUITY 027714104 433 33300 SH DEFINED 2 33300
AMERICAN MGMT SYS EQUITY 027352103 125 4000 SH DEFINED 2 4000
AMERICAN PWR CONVRSN EQUITY 029066107 472 17900 SH DEFINED 1 17900
AMERICAN RETIREMENT CORPBOND 028913AA9 531 775000 PRN DEFINED 4 775000
AMERICAN SKIING CORP EQUITY 029654308 2081 528581 SH DEFINED 1 528581
AMERICAN STANDARD EQUITY 029712106 303 6600 SH DEFINED 1 6600
AMERICAN TOWER CORP EQUITY 029912201 68197 2231400 SH DEFINED 3 2142200 89200
AMERICAN TOWER CORP CORPBOND 029912AA0 3665 26200 PRN DEFINED 3 20100 6100
AMERICAN WTR WKS INC EQUITY 030411102 187 8800 SH DEFINED 1 8800
AMERICREDIT CORP EQUITY 03060R101 1012 54700 SH DEFINED 2 54700
AMERICREDIT CORP EQUITY 03060R101 56532 3055800 SH DEFINED 3 2953500 102300
AMERISOURCE HEALTH EQUITY 03071P102 507 33400 SH DEFINED 2 33400
AMERITRADE HLDG CORPBOND 03072HAA7 3666 4300000 PRN DEFINED 4 4300000
AMES DEPT STORES INC EQUITY 030789507 10 360 SH DEFINED 1 360
AMES DEPT STORES INC EQUITY 030789507 32901 1141900 SH DEFINED 3 1118700 23200
AMETEK INC EQUITY 031100100 55 2900 SH DEFINED 1 2900
AMF BOWLING INC CORPBOND 03113VAA7 371 6753000 PRN DEFINED 4 6753000
AMF BOWLING INC CORPBOND 03113VAB5 2096 38106000 PRN DEFINED 4 38106000
AMFM INC EQUITY 001693209 23895 110510 SH DEFINED 4 110510
AMFM INC EQUITY 001693100 5618 71797 SH DEFINED 3 59609 12188
AMGEN INC EQUITY 031162100 2090 34800 SH DEFINED 1 34800
AMGEN INC EQUITY 031162100 13949 232255 SH DEFINED 2 232255
AMPHENOL CORP EQUITY 032095101 21852 328300 SH DEFINED 3 307757 20543
AMR CORP DEL EQUITY 001765106 395 5900 SH DEFINED 1 5900
AMR CORP DEL EQUITY 001765106 429 6400 SH DEFINED 2 6400
AMSOUTH BANCORP EQUITY 032165102 220 11388 SH DEFINED 1 11388
ANADARKO PETE CORP EQUITY 032511107 123 3600 SH DEFINED 1 3600
ANADARKO PETE CORP EQUITY 032511107 126 3700 SH DEFINED 2 3700
ANALOG DEVICES INC EQUITY 032654105 502 5400 SH DEFINED 1 5400
ANALOG DEVICES INC EQUITY 032654105 2213 23800 SH DEFINED 2 23800
ANALOGIC CORP EQUITY 032657207 574 17600 SH DEFINED 2 17600
ANDREW CORP EQUITY 034425108 50 2650 SH DEFINED 1 2650
</TABLE>
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<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANHEUSER BUSCH COS EQUITY 035229103 13803 194750 SH DEFINED 1 194750
ANHEUSER BUSCH COS EQUITY 035229103 5516 77834 SH DEFINED 2 77834
ANIXTER INTL INC EQUITY 035290105 175 8500 SH DEFINED 2 8500
ANSWERTHINK CONSLTG
GRP EQUITY 036916104 2984 87000 SH DEFINED 2 87000
ANTEC CORP EQUITY 03664P105 1624 44500 SH DEFINED 2 44500
ANTEC CORP EQUITY 03664P105 26992 739517 SH DEFINED 3 711917 27600
ANTEC CORP CORPBOND 03664PAB1 2519 1564000 PRN DEFINED 4 1564000
AON CORP EQUITY 037389103 10870 271750 SH DEFINED 1 271750
AON CORP EQUITY 037389103 636 15900 SH DEFINED 2 15900
APACHE CORP EQUITY 037411105 102 2750 SH DEFINED 1 2750
APACHE CORP EQUITY 037411105 48 1300 SH DEFINED 2 1300
APACHE CORP EQUITY 037411105 4680 126700 SH DEFINED 3 108700 18000
APARTMENT INVT &
MGMT EQUITY 03748R101 16805 422100 SH DEFINED 3 359300 62800
APARTMENT INVT &
MGMT EQUITY 03748R705 1950 78000 SH DEFINED 4 78000
APOGEE ENTERPRISES
INC EQUITY 037598109 64 12800 SH DEFINED 2 12800
APOLLO GROUP INC EQUITY 037604105 142 7100 SH DEFINED 1 7100
APOLLO GROUP INC EQUITY 037604105 50 2500 SH DEFINED 2 2500
APP FIN VI MAURITIUS
LTD CORPBOND 00202NAA3 824 4649000 PRN DEFINED 4 4649000
APPLE COMPUTER EQUITY 037833100 432 4200 SH DEFINED 1 4200
APPLE COMPUTER EQUITY 037833100 7770 75625 SH DEFINED 2 75625
APPLIED MAGNETICS CORPBOND 038213AA2 131 2627000 PRN DEFINED 4 2627000
APPLIED MATERIALS
INC EQUITY 038222105 1520 12000 SH DEFINED 1 12000
APPLIED MATERIALS
INC EQUITY 038222105 7121 56225 SH DEFINED 2 56225
APPLIED MICRO
CIRCUITS EQUITY 03822W109 22841 179500 SH DEFINED 3 175300 4200
APPLIED MICRO
CIRCUITS EQUITY 03822W109 2568 20200 SH DEFINED 2 20200
APPLIED PWR INC EQUITY 038225108 121 3300 SH DEFINED 2 3300
APPLIED PWR INC EQUITY 038225108 29411 800300 SH DEFINED 3 783500 16800
APRIA HEALTHCARE GRP EQUITY 037933108 79 4400 SH DEFINED 1 4400
APRIA HEALTHCARE GRP EQUITY 037933108 142 7900 SH DEFINED 2 7900
ARACRUZ CELULOSE SA EQUITY 038496204 919 35000 SH DEFINED 1 35000
ARCHER DANIELS
MIDLAND EQUITY 039483102 3936 324628 SH DEFINED 1 324628
ARCHER DANIELS
MIDLAND EQUITY 039483102 719 59010 SH DEFINED 2 59010
ARCHSTONE CMNTYS TR EQUITY 039581202 2228 80700 SH DEFINED 4 80700
ARCHSTONE CMNTYS TR EQUITY 039581103 4100 200000 SH DEFINED 1 200000
ARCHSTONE CMNTYS TR EQUITY 039581103 21859 1066291 SH DEFINED 3 933149 133142
ARDEN RLTY GROUP INC EQUITY 039793104 17382 866400 SH DEFINED 3 739300 127100
ARGONAUT GROUP INC EQUITY 040157109 474 24000 SH DEFINED 2 24000
ARMSTRONG WORLD INDS EQUITY 042476101 43 1300 SH DEFINED 1 1300
ARNOLD INDS INC EQUITY 042595108 34 2400 SH DEFINED 1 2400
ARROW ELECTRONICS EQUITY 042735100 230 9050 SH DEFINED 1 9050
ART TECHNOLOGY GRP EQUITY 04289L107 19180 149700 SH DEFINED 3 145800 3900
ART TECHNOLOGY GRP EQUITY 04289L107 8991 69900 SH DEFINED 2 69900
ARVIN INDS INC EQUITY 043339100 65 2300 SH DEFINED 1 2300
ASHLAND INC EQUITY 044204105 76 2300 SH DEFINED 1 2300
ASHLAND INC EQUITY 044204105 264 8000 SH DEFINED 2 8000
ASK JEEVES INC EQUITY 045174109 4370 38700 SH DEFINED 2 38700
ASM LITHOGRAPHY HLDG EQUITY N07059111 1496 13250 SH DEFINED 2 13250
ASPECT COMMUNICA-
TIONS EQUITY 04523Q102 1537 39400 SH DEFINED 2 39400
ASSOCIATED BANC CORP EQUITY 045487105 202 5900 SH DEFINED 1 5900
ASSOCIATES FIRST CAP EQUITY 046008108 630 22968 SH DEFINED 1 22968
ASSOCIATES FIRST CAP EQUITY 046008108 383 13970 SH DEFINED 2 13970
ASTORIA FINL CORP EQUITY 046265104 152 5000 SH DEFINED 1 5000
</TABLE>
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<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASTORIA FINL CORP EQUITY 046265104 108 3560 SH DEFINED 2 3560
ASTROPOWER INC EQUITY 04644A101 8796 628300 SH DEFINED 3 628300
AT HOME CORP EQUITY 045919107 3975 92650 SH DEFINED 2 92650
AT&T CORP EQUITY 001957109 24232 476900 SH DEFINED 1 476900
AT&T CORP EQUITY 001957109 14375 283241 SH DEFINED 2 283249
AT&T CORP EQUITY 001957208 23231 409352 SH DEFINED 2 409352
ATLANTIC RICHFIELD EQUITY 048825103 926 10700 SH DEFINED 1 10700
ATLANTIC RICHFIELD EQUITY 048825103 692 8000 SH DEFINED 2 8000
ATMEL CORP EQUITY 049513104 544 18400 SH DEFINED 1 18400
ATMEL CORP EQUITY 049513104 3580 121100 SH DEFINED 2 121100
ATMEL CORP EQUITY 049513AB0 2972 4000000 SH DEFINED 4 4000000
ATRIX LABS INC CORPBOND 04962LAC5 547 960000 PRN DEFINED 4 960000
AURORA FOODS INC EQUITY 05164B106 60 6400 SH DEFINED 2 6400
AUTODESK INC EQUITY 052769106 61 1800 SH DEFINED 1 1800
AUTOMATIC DATA PROC EQUITY 053015103 2535 47050 SH DEFINED 1 47050
AUTOMATIC DATA PROC EQUITY 053015103 26399 490000 SH DEFINED 2 490000
AUTOZONE INC EQUITY 053332102 162 5000 SH DEFINED 1 5000
AVALONBAY CMNTYS EQUITY 053484101 15636 451573 SH DEFINED 3 393122 58451
AVATAR HLDGS INC EQUITY 053494100 219 12500 SH DEFINED 2 12500
AVERY DENNISON EQUITY 053611109 255 3500 SH DEFINED 1 3500
AVIATION SALES CO EQUITY 053672101 43 2600 SH DEFINED 2 2600
AVISTA CORP EQUITY 05379B107 97 6300 SH DEFINED 2 6300
AVISTA CORP EQUITY 05379B503 839 55000 SH DEFINED 2 55000
AVNET INC EQUITY 053807103 236 3900 SH DEFINED 1 3900
AVON PRODUCTS EQUITY 054303102 274 8300 SH DEFINED 1 8300
AVX CORP EQUITY 002444107 8250 165200 SH DEFINED 3 137400 27800
AXOGEN LTD EQUITY G0690R108 6875 200000 SH DEFINED 1 200000
BACKWEB TECHS LTD EQUITY M15633106 1262 30000 SH DEFINED 2 30000
BAKER HUGHES INC EQUITY 057224107 221 10470 SH DEFINED 1 10470
BAKER HUGHES INC EQUITY 057224107 5047 239600 SH DEFINED 2 239600
BALL CORP EQUITY 058498106 39 1000 SH DEFINED 1 1000
BALLY TOTAL FITNESS
HLDG EQUITY 05873K108 3379 126600 SH DEFINED 2 126600
BANCO DE A EDWARDS EQUITY 059504100 831 49978 SH DEFINED 1 49978
BANCO DE GALICIA Y
BUE ARIES EQUITY 059538207 21 1050 SH DEFINED 2 1050
BANCO FRANCES DEL
RIO EQUITY 059591107 893 40500 SH DEFINED 1 40500
BANCO FRANCES DEL
RIO EQUITY 059591107 35 1460 SH DEFINED 2 1460
BANCO GANADERO SA EQUITY 059594507 83 10500 SH DEFINED 1 10500
BANCO RIO DE LA
PLATA EQUITY 059644104 357 29300 SH DEFINED 1 29300
BANDAG INC EQUITY 059815100 48 1900 SH DEFINED 1 1900
BANK NEW YORK INC EQUITY 064057102 1232 30800 SH DEFINED 1 30800
BANK NEW YORK INC EQUITY 064057102 6407 160180 SH DEFINED 2 160180
BANK OF AMERICA CORP EQUITY 060505104 20488 408236 SH DEFINED 1 408236
BANK OF AMERICA CORP EQUITY 060505104 3708 73883 SH DEFINED 2 73883
BANK ONE CORP EQUITY 06423A103 1236 38622 SH DEFINED 1 38622
BANK ONE CORP EQUITY 06423A103 610 19030 SH DEFINED 2 19030
BANK UNITED CORP EQUITY 065412108 21304 781802 SH DEFINED 1 781802
BANK UNITED CORP EQUITY 065412108 5107 187400 SH DEFINED 3 187400
BANKATLANTIC BANCORP CORPBOND 065908AB1 4349 5042000 PRN DEFINED 4 5042000
BANTA CORP EQUITY 066821109 61 2700 SH DEFINED 1 2700
BANTA CORP EQUITY 066821109 194 8600 SH DEFINED 2 8600
BANYAN SYS INC EQUITY 066908104 999 50000 SH DEFINED 2 50000
BANYAN SYS INC EQUITY 066908104 3654 182700 SH DEFINED 3 182700
</TABLE>
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<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BARD C R INC EQUITY 067383109 95 1800 SH DEFINED 1 1800
BARNES & NOBLE INC EQUITY 067774109 134 6500 SH DEFINED 1 6500
BARNESANDNOBLE COM EQUITY 067846105 314 22300 SH DEFINED 2 22300
BARRETT RES CORP EQUITY 068480201 150 5100 SH DEFINED 2 5100
BARRICK GOLD CORP EQUITY 067901108 228 12900 SH DEFINED 1 12900
BASSETT FURNITURE
INDS EQUITY 070203104 93 6000 SH DEFINED 2 6000
BAUSCH & LOMB EQUITY 071707103 123 1800 SH DEFINED 1 1800
BAXTER INTL INC EQUITY 071813109 18721 298050 SH DEFINED 1 298050
BAXTER INTL INC EQUITY 071813109 540 8600 SH DEFINED 2 8600
BB&T CORP EQUITY 054937107 263 9600 SH DEFINED 1 9600
BEA SYS INC EQUITY 073325102 1903 27200 SH DEFINED 2 27200
BEAR STEARNS COS INC EQUITY 073902108 146 3405 SH DEFINED 1 3405
BECKMAN COULTER INC EQUITY 075811109 137 2700 SH DEFINED 1 2700
BECTON DICKINSON &
CO EQUITY 075887109 224 8300 SH DEFINED 1 8300
BED BATH AND BEYOND EQUITY 075896100 142 4100 SH DEFINED 1 4100
BELCO OIL & GAS CORP EQUITY 077410207 137 9000 SH DEFINED 2 9000
BELDEN INC EQUITY 077459105 80 3800 SH DEFINED 2 3800
BELL & HOWELL CO NEW EQUITY 077852101 191 6000 SH DEFINED 2 6000
BELL ATLANTIC CORP EQUITY 077853109 3598 58444 SH DEFINED 1 58444
BELL ATLANTIC CORP EQUITY 077853109 751 12200 SH DEFINED 2 12200
BELL CANADA INTL EQUITY 077914109 908 40000 SH DEFINED 1 40000
BELLSOUTH CORP EQUITY 079860102 2874 61400 SH DEFINED 1 61400
BELO A H CORP EQUITY 080555105 206 10800 SH DEFINED 1 10800
BEMIS INC EQUITY 081437105 63 1800 SH DEFINED 1 1800
BEMIS INC EQUITY 081437105 5291 151705 SH DEFINED 2 151705
BENTLEY PHARM CORPBOND 082657AB3 450 182000 PRN DEFINED 4 182000
BERGEN BRUNSWIG CORP EQUITY 083739102 100 12000 SH DEFINED 1 12000
BERINGER WINE EST
HLDGS EQUITY 084102102 433 10900 SH DEFINED 2 10900
BERKLEY W R CORP EQUITY 084423102 616 29500 SH DEFINED 1 29500
BERKSHIRE HATHAWAY EQUITY 084670108 3534 63 SH DEFINED 2 63
BERKSHIRE HATHAWAY EQUITY 084670207 339 185 SH DEFINED 2 185
BEST BUY INC EQUITY 086516101 8065 160500 SH DEFINED 1 160500
BEST BUY INC EQUITY 086516101 2509 50000 SH DEFINED 2 50000
BESTFOODS EQUITY 08658U101 11890 226200 SH DEFINED 1 226200
BESTFOODS EQUITY 08658U101 999 19000 SH DEFINED 2 19000
BETHELEM STL CORP EQUITY 087509105 33 3900 SH DEFINED 1 3900
BEVERLY ENTERPRISES EQUITY 087851309 39 9000 SH DEFINED 1 9000
BEYOND COM CORP EQUITY 08860E101 146 18900 SH DEFINED 2 18900
BG GROUP EQUITY 087628905 74 11483 SH DEFINED 2 11483
BIOGEN INC EQUITY 090597105 1183 14000 SH DEFINED 1 14000
BIOGEN INC EQUITY 090597105 11085 131200 SH DEFINED 2 131200
BIOMET INC EQUITY 090613100 152 3800 SH DEFINED 1 3800
BIOVAIL CORP INTL EQUITY 09067K106 769 8200 SH DEFINED 2 8200
BIOVAIL CORP INTL EQUITY 09067K106 46509 496100 SH DEFINED 3 475800 20300
BJ SVCS CO EQUITY 055482103 268 6400 SH DEFINED 1 6400
BJ SVCS CO EQUITY 055482103 12673 303100 SH DEFINED 2 303100
BJ SVCS CO EQUITY 055482111 4418 62200 SH DEFINED 4 62200
BJS WHOLESALE CLUB
INC EQUITY 05548J106 248 6800 SH DEFINED 1 6800
BJS WHOLESALE CLUB
INC EQUITY 05548J106 1570 43000 SH DEFINED 2 43000
BJS WHOLESALE CLUB
INC EQUITY 05548J106 42523 1165000 SH DEFINED 3 1119700 45300
BLACK & DECKER CORP EQUITY 091797100 152 2900 SH DEFINED 1 2900
BLACK HILLS CORP EQUITY 092113109 43 1950 SH DEFINED 1 1950
</TABLE>
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<PAGE> 9
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BLANCH E W HLDGS INC EQUITY 093210102 404 6600 SH DEFINED 2 6600
BLUESTONE SOFTWARE
INC EQUITY 09623P102 4329 37700 SH DEFINED 2 37700
BLYTH INDUSTRIES INC EQUITY 09643P108 106 4300 SH DEFINED 1 4300
BMC SOFTWARE INC EQUITY 055921100 576 7200 SH DEFINED 1 7200
BMC SOFTWARE INC EQUITY 055921100 1055 13200 SH DEFINED 2 13200
BOARDWALK EQUITIES
INC EQUITY 096613104 7 800 SH DEFINED 2 800
BOB EVANS FARMS INC EQUITY 096761101 57 3700 SH DEFINED 1 3700
BOEING CO EQUITY 097023105 1302 31426 SH DEFINED 1 31426
BOEING CO EQUITY 097023105 568 13670 SH DEFINED 2 13670
BOISE CASCADE CORP EQUITY 097383103 73 1800 SH DEFINED 1 1800
BORDERS GROUP INC EQUITY 099709107 112 6900 SH DEFINED 1 6900
BORDERS GROUP INC EQUITY 099709107 363 22600 SH DEFINED 2 22600
BORG-WARNER AUTO EQUITY 099724106 97 2400 SH DEFINED 1 2400
BORG WARNER AUTO EQUITY 099724106 150 3700 SH DEFINED 2 3700
BOSTON PPTYS INC EQUITY 101121101 10197 327600 SH DEFINED 3 277500 50100
BOSTON SCIENTIFIC EQUITY 101137107 273 12500 SH DEFINED 1 12500
BOSTON SCIENTIFIC EQUITY 101137107 613 28000 SH DEFINED 2 28000
BOWATER INC EQUITY 102183100 266 4900 SH DEFINED 1 4900
BOWNE & CO INC EQUITY 103043105 198 14700 SH DEFINED 2 14700
BOYKIN LODGING CO EQUITY 103430104 273 25000 SH DEFINED 3 25000
BP AMOCO PLC EQUITY 055622104 803 13544 SH DEFINED 2 13544
BRADLEY REAL ESTATE EQUITY 104580105 7517 431100 SH DEFINED 3 396200 34900
BRADLEY REAL ESTATE EQUITY 104580105 3479 199500 SH DEFINED 1 199500
BRAUNS FASHIONS CORP EQUITY 105658108 3090 147150 SH DEFINED 3 147150
BRE PROPERTIES INC EQUITY 05564E106 14599 643500 SH DEFINED 3 547600 95900
BRIGGS & STRATTON EQUITY 109043109 38 700 SH DEFINED 1 700
BRIGHT HORIZON
FAMILY EQUITY 109195107 34638 1847380 SH DEFINED 3 1847380
BRIGHTPOINT INC CORPBOND 109473AC2 350 1000000 PRN DEFINED 4 1000000
BRINKER INTL INC EQUITY 109641100 142 5900 SH DEFINED 1 5900
BRINKER INTL INC EQUITY 109641100 15865 657600 SH DEFINED 3 612800 44800
BRISTOL MYERS SQUIBB EQUITY 110122108 4743 73900 SH DEFINED 1 73900
BRISTOL MYERS SQUIBB EQUITY 110122108 3112 48480 SH DEFINED 2 48480
BRITISH AIRWAYS EQUITY 012905006 128 19590 SH DEFINED 2 19590
BROADCOM CORP EQUITY 111320107 1062 3900 SH DEFINED 2 3900
BROADVISION INC EQUITY 111412102 11768 69200 SH DEFINED 2 69200
BROADWING INC EQUITY 111620100 745 20200 SH DEFINED 1 20200
BROWN & BROWN INC EQUITY 115236101 4396 114750 SH DEFINED 1 114750
BROWN FORMAN CORP EQUITY 115637209 120 2100 SH DEFINED 1 2100
BRUNSWICK CORP EQUITY 117043109 69 3100 SH DEFINED 1 3100
BRUNSWICK CORP EQUITY 117043109 147 6600 SH DEFINED 2 6600
BUDGET GROUP INC EQUITY 119003101 251 27749 SH DEFINED 1 27749
BUFFETS INC EQUITY 119882108 41 4100 SH DEFINED 1 4100
BURLINGTON INDS INC EQUITY 121693105 22 5400 SH DEFINED 1 5400
BURLINGTON NTHRN
SANTA FE EQUITY 12189T104 378 15710 SH DEFINED 1 15710
BURLINGTON NTHRN
SANTA FE EQUITY 12189T104 534 22000 SH DEFINED 2 22000
BURLINGTON RES INC EQUITY 122014103 189 5714 SH DEFINED 1 5714
BURLINGTON RES INC EQUITY 122014103 803 24300 SH DEFINED 2 24300
BURNHAM PAC PPTYS
INC EQUITY 12232C108 3889 414800 SH DEFINED 3 318000 96800
BURR BROWN CORP EQUITY 122574106 1685 46800 SH DEFINED 2 46800
BURR BROWN CORP EQUITY 122574106 31357 868000 SH DEFINED 3 851200 16800
BUSH BOAKE ALLEN INC EQUITY 123162109 1213 49400 SH DEFINED 2 49400
BUSINESS OBJECTS S A EQUITY 12328X107 18627 139400 SH DEFINED 3 136500 2900
</TABLE>
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<PAGE> 10
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
C BRDG INTERNET SOL EQUITY 12500B105 754 15500 SH DEFINED 2 15500
C CUBE MICROSYSTEMS EQUITY 125015107 644 10300 SH DEFINED 2 10300
C D I CORP EQUITY 125071100 101 4200 SH DEFINED 2 4200
C H ROBINSON
WRLDWIDE EQUITY 12541W100 211 5300 SH DEFINED 2 5300
CABLETRON SYSTEMS EQUITY 126920107 135 5200 SH DEFINED 1 5200
CABLETRON SYSTEMS EQUITY 126920107 1264 48600 SH DEFINED 2 48600
CABLETRON SYSTEMS EQUITY 126920107 26406 1015600 SH DEFINED 3 955400 60200
CABLEVISION SYS CORP EQUITY 12686C109 4796 63520 SH DEFINED 2 63520
CABOT CORP EQUITY 127055101 126 6200 SH DEFINED 1 6200
CACHEFLOW INC EQUITY 126946102 65 500 SH DEFINED 1 500
CADENCE DESIGN SYS EQUITY 127387108 547 22800 SH DEFINED 1 22800
CADENCE DESIGN SYS EQUITY 127387108 910 37900 SH DEFINED 2 37900
CAIS INTERNET INC EQUITY 12476Q102 1771 50000 SH DEFINED 2 50000
CALIPER TECHNOLOGIES EQUITY 130876105 2670 40000 SH DEFINED 2 40000
CALIPER TECHNOLOGIES EQUITY 130876105 2336 35000 SH DEFINED 3 35000
CALLAWAY GOLF CO EQUITY 131193104 120 6800 SH DEFINED 1 6800
CALLON PETE CO DEL EQUITY 13123X201 1377 40500 SH DEFINED 4 40500
CALPINE CORP EQUITY 131347106 378 5900 SH DEFINED 1 5900
CALPINE CORP EQUITY 131347106 896 14000 SH DEFINED 2 14000
CAMBRIDGE TECH
PARTNRS EQUITY 132524109 147 5600 SH DEFINED 1 5600
CAMDEN PPTY TR EQUITY 133131102 11880 428100 SH DEFINED 3 388600 39500
CAMDEN PPTY TR EQUITY 133131102 4579 165000 SH DEFINED 1 165000
CAMPBELL SOUP CO EQUITY 134429109 600 15500 SH DEFINED 1 15500
CANADIAN NATL RY CO EQUITY 136375102 142 5400 SH DEFINED 2 5400
CAPITAL ONE FINL
CORP EQUITY 14040H105 270 5600 SH DEFINED 1 5600
CAPITAL ONE FINL
CORP EQUITY 14040H105 15083 313000 SH DEFINED 2 313000
CAPITAL ONE FINL
CORP EQUITY 14040H105 3590 74500 SH DEFINED 3 63600 10900
CAPITAL SOUTHWEST EQUITY 140501107 327 5500 SH DEFINED 2 5500
CAPITOL TRANSAMERICA EQUITY 140640103 1084 107700 SH DEFINED 1 107700
CAPTEC NET LEASE
RLTY EQUITY 140724105 3271 436100 SH DEFINED 3 371500 64600
CARDIAC SCIENCE INC EQUITY 141410209 3 578 SH DEFINED 1 578
CARDINAL HEALTH INC EQUITY 14149Y108 383 8000 SH DEFINED 1 8000
CARDINAL HEALTH INC EQUITY 14149Y108 20108 420000 SH DEFINED 2 420000
CAREER ED CORP EQUITY 141665109 2494 65000 SH DEFINED 2 65000
CAREMARK RX INC EQUITY 141705103 1041 205600 SH DEFINED 2 205600
CAREMATRIX CORP CORPBOND 141706AC5 430 1250000 PRN DEFINED 4 1250000
CARLISLE COS INC EQUITY 142339100 97 2700 SH DEFINED 1 2700
CARNIVAL CORP EQUITY 143658102 932 19500 SH DEFINED 1 19500
CARNIVAL CORP EQUITY 143658102 4552 95200 SH DEFINED 2 95200
CAROLINA PWR & LT CO EQUITY 144141108 155 5100 SH DEFINED 1 5100
CARPENTER TECHNOLOGY EQUITY 144285103 58 2100 SH DEFINED 1 2100
CARPENTER TECHNOLOGY EQUITY 144285103 148 5400 SH DEFINED 2 5400
CARRAMERICA RLTY
CORP EQUITY 144418100 10337 483600 SH DEFINED 3 412900 70700
CARRIER ACCESS CORP EQUITY 144460102 5048 75000 SH DEFINED 2 75000
CARTER WALLACE INC EQUITY 146285101 72 4000 SH DEFINED 1 4000
CASCADE NAT GAS CORP EQUITY 147339105 219 13600 SH DEFINED 2 13600
CASEYS GEN STORES
INC EQUITY 147528103 75 7200 SH DEFINED 2 7200
CATALINA MARKETING EQUITY 148867104 567 4900 SH DEFINED 2 4900
CATELLUS DEV CORP EQUITY 149111106 636 49600 SH DEFINED 2 49600
CATERPILLAR INC EQUITY 149123101 551 11700 SH DEFINED 1 11700
CATERPILLAR INC EQUITY 149123101 4586 97443 SH DEFINED 2 97443
CB RICHARD ELLIS
SVCS EQUITY 12489L108 688 55600 SH DEFINED 2 55600
</TABLE>
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<PAGE> 11
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CBL & ASSOC PPTYS
INC EQUITY 124830100 311 15100 SH DEFINED 3 15100
CBRL GROUP INC EQUITY 12489V106 51 5300 SH DEFINED 1 5300
CBS CORP EQUITY 12490K107 1559 24382 SH DEFINED 1 24382
CBS CORP EQUITY 12490K107 13435 210130 SH DEFINED 2 210130
CBS CORP EQUITY 12490K107 895 14000 SH DEFINED 3 14000
CBT GROUP PUB LTD EQUITY 124853300 85 2527 SH DEFINED 2 2527
CCB FINL CORP EQUITY 124875105 161 3700 SH DEFINED 1 3700
CCB FINL CORP EQUITY 124875105 479 11000 SH DEFINED 2 11000
CCC INFOR SVCS GRP EQUITY 12487Q109 2055 120000 SH DEFINED 1 120000
C-CUBE MICROSYSTEMS CORPBOND 125015AA5 4076 2020000 PRN DEFINED 4 2020000
CDW COMPUTER CTRS EQUITY 125129106 315 4000 SH DEFINED 1 4000
CEC ENTMT INC EQUITY 125137109 14478 512500 SH DEFINED 3 503400 9100
CELESTICA INC EQUITY 15101Q108 236 4254 SH DEFINED 2 4254
CELGENE CORP EQUITY 151020104 1519 21700 SH DEFINED 2 21700
CEMEX S A EQUITY 151290889 33 1200 SH DEFINED 2 1200
CEMEX SA EQUITY 151290889 1082 38800 SH DEFINED 1 38800
CENDANT CORP EQUITY 151313103 667 25118 SH DEFINED 1 25118
CENTERPOINT PPTYS TR EQUITY 151895109 86 2400 SH DEFINED 2 2400
CENTEX CORP EQUITY 152312104 44 1800 SH DEFINED 1 1800
CENTRAL & SOUTH WEST EQUITY 152357109 140 7000 SH DEFINED 1 7000
CENTRAL & SOUTH WEST EQUITY 152357109 72 3600 SH DEFINED 2 3600
CENTURY BANCORP INC EQUITY 156432106 65 4000 SH DEFINED 2 4000
CENTURYTEL INC EQUITY 156700106 213 4500 SH DEFINED 1 4500
CEPHALON INC EQUITY 156708307 47010 466600 SH DEFINED 4 466600
CEPHALON INC EQUITY 156708109 7542 218200 SH DEFINED 2 218200
CERIDIAN CORP EQUITY 15677T106 108 5000 SH DEFINED 1 5000
CERIDIAN CORP EQUITY 15677T106 1089 50500 SH DEFINED 2 50500
CHAMPION ENTERPRISES EQUITY 158496109 111 13000 SH DEFINED 2 13000
CHAMPION INTL CORP EQUITY 158525105 198 3200 SH DEFINED 1 3200
CHAMPION INTL CORP EQUITY 158525105 186 3000 SH DEFINED 2 3000
CHARMING SHOPPES INC CORPBOND 161133AA1 5332 4888000 PRN DEFINED 4 4888000
CHARTER COMM EQUITY 16117M107 109 5000 SH DEFINED 1 5000
CHARTER COMM EQUITY 16117M107 7842 358500 SH DEFINED 2 358500
CHARTER ONE FINL INC EQUITY 160903100 49102 2567405 SH DEFINED 3 2419559 147846
CHARTER ONE FINL INC EQUITY 160903100 381 19900 SH DEFINED 1 19900
CHARTERED SEMICNDCTR EQUITY 16133R106 146 2000 SH DEFINED 1 2000
CHASE MANHATTAN EQUITY 16161A108 29234 376300 SH DEFINED 1 376300
CHASE MANHATTAN EQUITY 16161A108 16711 215100 SH DEFINED 2 215100
CHATEAU CMNTYS INC EQUITY 161726104 125 4800 SH DEFINED 2 4800
CHATEAU COMMNTYS EQUITY 161726104 4020 155000 SH DEFINED 1 155000
CHATEAU COMMNTYS EQUITY 161726104 9841 379400 SH DEFINED 3 345900 33500
CHECKFREE HLDGS EQUITY 162816102 606 5800 SH DEFINED 1 5800
CHECKFREE HLDGS EQUITY 162816102 7273 69600 SH DEFINED 2 69600
CHEESECAKE FACTORY EQUITY 163072101 27858 795950 SH DEFINED 3 780600 15350
CHELSEA GCA REALTY EQUITY 163262108 42 1400 SH DEFINED 2 1400
CHESAPEAKE CORP EQUITY 165159104 61 2000 SH DEFINED 1 2000
CHESAPEAKE CORP EQUITY 165159104 146 4800 SH DEFINED 2 4800
CHEVRON CORP EQUITY 166751107 28105 324450 SH DEFINED 1 324450
CHEVRON CORP EQUITY 166751107 5934 68500 SH DEFINED 2 68500
CHICOS FAS INC EQUITY 168615102 12100 321600 SH DEFINED 3 321600
CHIEFTAIN INTL FDG EQUITY 168672202 1048 41100 SH DEFINED 4 41100
CHIEFTAIN INTL INC EQUITY 16867C101 207 12000 SH DEFINED 2 12000
</TABLE>
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<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHIQUITA BRANDS INC EQUITY 170032403 324 16600 SH DEFINED 4 16600
CHIRON CORP EQUITY 170040109 712 16800 SH DEFINED 1 16800
CHIRON CORP EQUITY 170040109 626 14800 SH DEFINED 2 14800
CHIRON CORP CORPBOND 170040AB5 25202 17134000 PRN DEFINED 4 17134000
CHITTENDEN CORP EQUITY 170228100 80 2700 SH DEFINED 2 2700
CHRIS CRAFT INDS INC EQUITY 170520100 215 2981 SH DEFINED 1 2981
CHUBB CORP EQUITY 171232101 2563 45515 SH DEFINED 1 45515
CHUBB CORP EQUITY 171232101 1115 19800 SH DEFINED 2 19800
CHURCH & DWIGHT INC EQUITY 171340102 91 3400 SH DEFINED 1 3400
CIA ANONIMA NACIONL EQUITY 204421101 1606 65200 SH DEFINED 1 65200
CIA CERVEJARIA
BRAHMA EQUITY 20440X103 363 25900 SH DEFINED 1 25900
CIA DE MINAS
BUENAVTRA EQUITY 204448104 949 59102 SH DEFINED 1 59102
CIA DE TELECOM CHILE EQUITY 204449300 2767 151600 SH DEFINED 1 151600
CIA PARANAENSE ENERG EQUITY 20441B407 1014 108850 SH DEFINED 1 108850
CIA SIDERURGICA
NACNL EQUITY 20440W105 257 7000 SH DEFINED 1 7000
CIBER INC EQUITY 17163B102 622 22600 SH DEFINED 2 22600
CIE BRAS DE DIST EQUITY 20440T201 1163 36000 SH DEFINED 1 36000
CIENA CORP EQUITY 171779101 558 9700 SH DEFINED 2 9700
CIGNA CORP EQUITY 125509109 548 6800 SH DEFINED 1 6800
CIGNA CORP EQUITY 125509109 1893 23500 SH DEFINED 2 23500
CINAR CORP EQUITY 171905300 70072 2860100 SH DEFINED 3 2801000 59100
CINAR CORP EQUITY 171905300 4470 182100 SH DEFINED 2 182100
CINCINNATI FINL CORP EQUITY 172062101 139 4450 SH DEFINED 1 4450
CINERGY CORP EQUITY 172474108 127 5300 SH DEFINED 1 5300
CINTAS CORP EQUITY 172908105 553 10400 SH DEFINED 1 10400
CIRCOR INTL INC EQUITY 17273K109 214 20750 SH DEFINED 2 20750
CIRCUIT CITY STORE EQUITY 172737108 302 6700 SH DEFINED 1 6700
CIRCUIT CITY STORE EQUITY 172737108 1469 32600 SH DEFINED 2 32600
CIRRUS LOGIC CORP EQUITY 172755100 75 5600 SH DEFINED 1 5600
CIRRUS LOGIC CORP CORPBOND 172755AC4 3560 4238000 PRN DEFINED 4 4238000
CISCO SYS INC EQUITY 17275R102 75777 707658 SH DEFINED 2 707658
CISCO SYSTEMS INC EQUITY 17275R102 56337 525900 SH DEFINED 1 525900
CISCO SYSTEMS INC EQUITY 17275R102 857 8000 SH DEFINED 3 8000
CIT GROUP INC EQUITY 125577106 5843 276570 SH DEFINED 1 276570
CIT GROUP INC EQUITY 125577106 270 12800 SH DEFINED 2 12800
CITADEL COMM EQUITY 172853202 648 10000 SH DEFINED 2 10000
CITIGROUP INC EQUITY 172967101 44712 802901 SH DEFINED 1 802901
CITIGROUP INC EQUITY 172967101 107543 1935475 SH DEFINED 2 1935475
CITIZENS UTILS TR EQUITY 177351202 1403 25000 SH DEFINED 4 25000
CITRIX SYS INC EQUITY 177376100 6394 52000 SH DEFINED 2 52000
CITRIX SYS INC CORPBOND 177376AB6 34799 39100000 PRN DEFINED 4 39100000
CITRIX SYSTEMS INC EQUITY 177376100 357 2900 SH DEFINED 1 2900
CITRIX SYSTEMS INC CORPBOND 177376AB6 79 900 PRN DEFINED 1 900
CITY NATL CORP EQUITY 178566105 142 4300 SH DEFINED 1 4300
CK WITCO CORP EQUITY 12562C108 141 10528 SH DEFINED 1 10528
CK WITCO CORP EQUITY 12562C108 3 SH DEFINED 2 3
CLAIRES STORES INC EQUITY 179584107 103 4600 SH DEFINED 1 4600
CLARENT CORP DEL EQUITY 180461105 2541 32700 SH DEFINED 2 32700
CLASSIC COMM EQUITY 182728204 731 20000 SH DEFINED 1 20000
CLASSIC COMM EQUITY 182728204 366 10000 SH DEFINED 2 10000
CLAYTON HOMES EQUITY 184190106 119 12968 SH DEFINED 1 12968
CLEAR CHANNEL COMM EQUITY 184502102 821 9200 SH DEFINED 1 9200
</TABLE>
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<PAGE> 13
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CLEAR CHANNEL COMM EQUITY 184502102 17313 193987 SH DEFINED 2 193987
CLEAR CHANNEL COMM EQUITY 184502102 110088 1233484 SH DEFINED 3 1191014 42470
CLECO CORP EQUITY 12561W105 64 2000 SH DEFINED 1 2000
CLEVELAND CLIFFS INC EQUITY 185896107 31 1000 SH DEFINED 1 1000
CLOROX CO EQUITY 189054109 343 6800 SH DEFINED 1 6800
CMG INFORMATION SVCS EQUITY 125750109 14203 51300 SH DEFINED 2 51300
CMP GROUP INC EQUITY 125887109 77 2800 SH DEFINED 1 2800
CMS ENERGY CORP EQUITY 125896100 115 3700 SH DEFINED 1 3700
CNET INC EQUITY 125945105 85 1500 SH DEFINED 2 1500
CNF TRANSN INC EQUITY 12612W104 159 4600 SH DEFINED 2 4600
CNF TRANSPORTATION EQUITY 12612W104 152 4400 SH DEFINED 1 4400
COASTAL CORP EQUITY 190441105 248 7000 SH DEFINED 1 7000
COASTAL CORP EQUITY 190441105 2126 60000 SH DEFINED 2 60000
COCA COLA CO EQUITY 191216100 14714 252600 SH DEFINED 1 252600
COCA COLA CO EQUITY 191216100 1608 27600 SH DEFINED 2 27600
COCA-COLA ENTPRS EQUITY 191219104 266 13200 SH DEFINED 1 13200
COCA-COLA FEMSA EQUITY 191241108 667 38000 SH DEFINED 1 38000
COEUR D ALENE MINES CORPBOND 192108207 652 170800 PRN DEFINED 4 170800
COFLEXIP EQUITY 192384105 83 2200 SH DEFINED 2 2200
COGNEX CORP EQUITY 192422103 1238 31800 SH DEFINED 2 31800
COINSTAR INC EQUITY 19259P300 2951 210800 SH DEFINED 1 210800
COLGATE PALMOLIVE EQUITY 194162103 2022 31100 SH DEFINED 1 31100
COLGATE PALMOLIVE EQUITY 194162103 403 6200 SH DEFINED 2 6200
COLONIAL BANCGROUP CORPBOND 195493AA9 356 240000 PRN DEFINED 4 240000
COLONIAL PPTYS TR EQUITY 195872106 3803 164000 SH DEFINED 3 150000 14000
COLONIAL PPTYS TR EQUITY 195872106 3478 150000 SH DEFINED 1 150000
COLUMBIA ENERGY GRP EQUITY 197648108 174 2750 SH DEFINED 1 2750
COLUMBIA/HCA HEALTH-
CARE EQUITY 197677107 542 18500 SH DEFINED 1 18500
COLUMBIA/HCA HEALTH-
CARE EQUITY 197677107 261 8900 SH DEFINED 2 8900
COMCAST CORP EQUITY 200300200 1193 23600 SH DEFINED 1 23600
COMCAST CORP EQUITY 200300200 23714 469205 SH DEFINED 2 469205
COMDISCO INC EQUITY 200336105 525 14100 SH DEFINED 1 14100
COMERICA INC EQUITY 200340107 257 5500 SH DEFINED 1 5500
COMMERCE BANCSHARES EQUITY 200525103 36 1050 SH DEFINED 2 1050
COMMERCE ONE INC EQUITY 200693109 1915 9720 SH DEFINED 2 9720
COMMERCIAL NET LEASE EQUITY 202218103 309 31100 SH DEFINED 3 31100
COMMONWEALTH TEL
ENTRPRS EQUITY 203349105 1008 19200 SH DEFINED 2 19200
COMMSCOPE INC EQUITY 203372107 1221 30300 SH DEFINED 2 30300
COMMSCOPE INC EQUITY 203372107 42550 1055500 SH DEFINED 3 1032200 23300
COMMUNITY BK SYS INC EQUITY 203607106 162 7000 SH DEFINED 2 7000
COMPANHIA BRAS DIST EQUITY 20440T201 87 2696 SH DEFINED 2 2696
COMPANHIA ENERG
MINAS EQUITY 204409601 43 1888 SH DEFINED 2 1888
COMPAQ COMPUTER EQUITY 204493100 1595 58944 SH DEFINED 1 58944
COMPAQ COMPUTER EQUITY 204493100 571 21100 SH DEFINED 2 21100
COMPASS BANCSHARES EQUITY 20449H109 237 10600 SH DEFINED 1 10600
COMPLETE BUS SOLU-
TIONS EQUITY 20452F107 163 6490 SH DEFINED 2 6490
COMPUSA INC EQUITY 204932107 44 8600 SH DEFINED 1 8600
COMPUSA INC EQUITY 204932107 54 10500 SH DEFINED 2 10500
COMPUTER ASSOC INTL EQUITY 204912109 16771 239800 SH DEFINED 1 239800
COMPUTER ASSOC INTL EQUITY 204912109 1476 21100 SH DEFINED 2 21100
COMPUTER HORIZONS EQUITY 205908106 371 23000 SH DEFINED 2 23000
COMPUTER SCIENCES EQUITY 205363104 8582 90700 SH DEFINED 1 90700
</TABLE>
11 OF 48
<PAGE> 14
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPUTER SCIENCES EQUITY 205363104 48779 515500 SH DEFINED 2 515500
COMPUWARE CORP EQUITY 205638109 444 11900 SH DEFINED 1 11900
COMSAT CORP EQUITY 20564D107 95 4799 SH DEFINED 1 4799
COMVERSE TECHNOLOGY EQUITY 205862402 876 6050 SH DEFINED 1 6050
COMVERSE TECHNOLOGY CORPBOND 205862AG0 56485 16510000 PRN DEFINED 4 16510000
CONAGRA EQUITY 205887102 368 16200 SH DEFINED 1 16200
CONAGRA INC EQUITY 205887102 4596 203692 SH DEFINED 2 203692
CONCORD EFS INC EQUITY 206197105 493 19150 SH DEFINED 1 19150
CONCORD EFS INC EQUITY 206197105 1979 77050 SH DEFINED 2 77050
CONCORD EFS INC EQUITY 206197105 8764 340350 SH DEFINED 3 278700 61650
CONECTIV INC EQUITY 206829103 148 8800 SH DEFINED 1 8800
CONEXANT SYS INC EQUITY 207142100 9746 147000 SH DEFINED 2 147000
CONEXANT SYS INC EQUITY 207142100 6286 94700 SH DEFINED 3 77200 17500
CONEXANT SYS INC CORPBOND 207142AB6 95 350 PRN DEFINED 1 350
CONOCO INC EQUITY 208251405 8060 324000 SH DEFINED 1 324000
CONSECO INC EQUITY 208464107 185 10382 SH DEFINED 1 10382
CONSOL ENERGY INC EQUITY 20854P109 48 4700 SH DEFINED 2 4700
CONSOLIDATED EDISON EQUITY 209115104 676 19600 SH DEFINED 1 19600
CONSOLIDATED NATRL
GAS EQUITY 209615103 208 3200 SH DEFINED 1 3200
CONSOLIDATED PAPERS EQUITY 209759109 258 8100 SH DEFINED 1 8100
CONSOLIDATED PAPERS EQUITY 209759109 919 28900 SH DEFINED 2 28900
CONSOLIDATED STORES EQUITY 210149100 52 3200 SH DEFINED 1 3200
CONSOLIDATED STORES EQUITY 210149100 697 42900 SH DEFINED 2 42900
CONSTELLATION ENERGY EQUITY 210371100 142 4900 SH DEFINED 1 4900
CONTINENTAL AIRLS
INC EQUITY 210795308 595 13400 SH DEFINED 2 13400
CONVERGYS CORP EQUITY 212485106 431 14000 SH DEFINED 1 14000
COOPER CAMERON CORP EQUITY 216640102 1390 28400 SH DEFINED 2 28400
COOPER INDS INC EQUITY 216669101 186 4600 SH DEFINED 1 4600
COOPER INDS INC EQUITY 216669101 396 9800 SH DEFINED 2 9800
COOPER TIRE & RUBR
CO EQUITY 216831107 39 2500 SH DEFINED 1 2500
COOPER TIRE & RUBR
CO EQUITY 216831107 4607 296045 SH DEFINED 2 296045
COORS ADOLPH CO EQUITY 217016104 47 900 SH DEFINED 1 900
CORDANT TECHNOLOGIES EQUITY 218412104 106 3200 SH DEFINED 1 3200
CORDANT TECHNOLOGIES EQUITY 218412104 96 2900 SH DEFINED 2 2900
CORECOMM LTD EQUITY G2422R109 1106 18750 SH DEFINED 2 18750
COREL CORP EQUITY 21868Q109 444 29400 SH DEFINED 2 29400
CORN PRODUCTS INTL EQUITY 219023108 160 4900 SH DEFINED 2 4900
CORNERSTONE PPTYS EQUITY 21922h103 6033 412500 SH DEFINED 3 351400 61100
CORNING INC EQUITY 219350105 993 7700 SH DEFINED 1 7700
COSTCO WHSL CORP EQUITY 22160K105 639 7000 SH DEFINED 1 7000
COSTCO WHSL CORP EQUITY 22160K105 2695 29550 SH DEFINED 2 29550
COSTCO WHSL CORP EQUITY 22160K105 767 8400 SH DEFINED 3 8400
COUNTRYWIDE CR INDS EQUITY 222372104 91 3600 SH DEFINED 1 3600
COUNTRYWIDE CR INDS EQUITY 222372104 583 23100 SH DEFINED 2 23100
COVAD COMM GRP EQUITY 222814204 2022 36200 SH DEFINED 2 36200
COVANCE INC EQUITY 222816100 55 5100 SH DEFINED 1 5100
CRANE CO EQUITY 224399105 43 2175 SH DEFINED 1 2175
CRANE CO EQUITY 224399105 111 5600 SH DEFINED 2 5600
CREDENCE SYS EQUITY 225302108 86 1000 SH DEFINED 2 1000
CRESCENT REAL EST
EQS EQUITY 225756105 345 18800 SH DEFINED 2 18800
CRESCENT REAL EST
EQS EQUITY 225756105 8254 449200 SH DEFINED 3 380300 68900
</TABLE>
12 OF 48
<PAGE> 15
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CRESCENT REAL EST
EQS EQUITY 225756204 1059 70000 SH DEFINED 1 70000
CRESTLINE CAPITAL EQUITY 226153104 68 3309 SH DEFINED 1 3309
CRITICAL PATH INC EQUITY 22674V100 10221 108300 SH DEFINED 2 108300
CRITICAL PATH INC EQUITY 22674V100 21178 224400 SH DEFINED 3 219100 5300
CROSS TIMBERS OIL CO EQUITY 227573201 1922 79720 SH DEFINED 4 79720
CROWN CASTLE INTL EQUITY 228227104 62453 1944050 SH DEFINED 1 1944050
CROWN CASTLE INTL EQUITY 228227104 435 13600 SH DEFINED 2 13600
CROWN CORK & SEAL EQUITY 228255105 92 4100 SH DEFINED 1 4100
CROWN CORK & SEAL EQUITY 228255303 15726 764300 SH DEFINED 4 764300
CSG SYS INTL INC EQUITY 126349109 60781 1524300 SH DEFINED 3 1462000 62300
CSK AUTO CORP EQUITY 125965103 2658 151900 SH DEFINED 3 115700 36200
CSX CORP EQUITY 126408103 223 7100 SH DEFINED 1 7100
CSX CORP EQUITY 126408103 489 15600 SH DEFINED 2 15600
CUBIST PHARMACEUTI-
CALS EQUITY 229678107 42932 SH DEFINED 1 42932
CUMMINS ENGINE INC EQUITY 231021106 63 1300 SH DEFINED 1 1300
CUMULUS MEDIA INC EQUITY 231082108 32434 639100 SH DEFINED 3 625200 13900
CURAGEN CORP EQUITY 23126R101 6759 96900 SH DEFINED 2 96900
CVS CORP EQUITY 126650100 7716 193500 SH DEFINED 1 193500
CVS CORP EQUITY 126650100 17972 450000 SH DEFINED 2 450000
CYBERSOURCE CORP EQUITY 23251J106 46270 894100 SH DEFINED 3 877500 16600
CYBERSOURCE CORP EQUITY 23251J106 3594 69400 SH DEFINED 2 69400
CYPRESS SEMI-
CONDUCTOR EQUITY 232806109 308 9500 SH DEFINED 1 9500
CYSIVE INC EQUITY 23281T108 1399 19400 SH DEFINED 2 19400
CYTEC INDUSTRIES INC EQUITY 232820100 90 3900 SH DEFINED 1 3900
DAIICHI PHARM CO EQUITY 625021001 39 3000 SH DEFINED 2 3000
DANA CORP EQUITY 235811106 156 4939 SH DEFINED 1 4939
DANA CORP EQUITY 235811106 377 12600 SH DEFINED 2 12600
DANAHER CORP EQUITY 235851102 169 3500 SH DEFINED 1 3500
DANAHER CORP EQUITY 235851102 733 15200 SH DEFINED 2 15200
DANAHER CORP EQUITY 235851102 6678 138400 SH DEFINED 3 116200 22200
DANKA BUSINESS SYS CORPBOND 236277AB5 1238 1529000 PRN DEFINED 4 1529000
DAO HENG BANK GRP EQUITY 628713901 52 10000 SH DEFINED 2 10000
DARDEN RESTAURANTS EQUITY 237194105 85 4700 SH DEFINED 1 4700
DATA RETURN CORP EQUITY 23785M104 25798 482200 SH DEFINED 3 471100 11100
DAYTON HUDSON CORP EQUITY 239753106 1175 16000 SH DEFINED 1 16000
DAYTON HUDSON CORP EQUITY 239753106 6844 93200 SH DEFINED 2 93200
DEAN FOODS CO EQUITY 242361103 139 3500 SH DEFINED 1 3500
DEERE & CO EQUITY 244199105 568 13100 SH DEFINED 1 13100
DEERE & CO EQUITY 244199105 119 2740 SH DEFINED 2 2740
DELL COMPUTER CORP EQUITY 247025109 4289 84100 SH DEFINED 1 84100
DELL COMPUTER CORP EQUITY 247025109 17413 341622 SH DEFINED 2 341622
DELPHI AUTOMTV SYS EQUITY 247126105 266 16858 SH DEFINED 1 16858
DELPHI AUTOMTV SYS EQUITY 247126105 41 2608 SH DEFINED 2 2608
DELTA AIRLINES INC EQUITY 247361108 239 4800 SH DEFINED 1 4800
DELTA THREE COM INC EQUITY 24783N102 258 10000 SH DEFINED 1 10000
DELTIC TIMBER CORP EQUITY 247850100 416 19000 SH DEFINED 2 19000
DELUXE CORP EQUITY 248019101 66 2400 SH DEFINED 1 2400
DEN DANSKE BANK EQUITY 426292009 53 480 SH DEFINED 2 480
DENTSPLY INTL INC EQUITY 249030107 113 4800 SH DEFINED 1 4800
DENTSPLY INTL INC EQUITY 249030107 92 3900 SH DEFINED 2 3900
DESC S A DE C V EQUITY 250309101 226 13500 SH DEFINED 1 13500
DEUTSCHE TELEKOM EQUITY 511938904 323 4537 SH DEFINED 2 4537
</TABLE>
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<PAGE> 16
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DEVELOPERS DIVERS
RLTY EQUITY 251591103 10533 818100 SH DEFINED 3 672900 145200
DEVON ENERGY CORP EQUITY 25179M103 237 7200 SH DEFINED 1 7200
DEVON ENERGY CORP EQUITY 25179M103 1383 42066 SH DEFINED 2 42066
DEVON ENERGY CORP EQUITY 25179M103 25965 789800 SH DEFINED 3 770100 19700
DEVRY INC EQUITY 251893103 120 6400 SH DEFINED 1 6400
DEVRY INC EQUITY 251893103 1006 54000 SH DEFINED 2 54000
DEVRY INC EQUITY 251893103 24382 1300374 SH DEFINED 3 1263174 37200
DEXTER CORP EQUITY 252165105 83 2100 SH DEFINED 1 2100
DIAGEO PLC EQUITY 25243Q205 576 18000 SH DEFINED 2 18000
DIAL CORP EQUITY 25247D101 233 9600 SH DEFINED 1 9600
DIAL CORP EQUITY 25247D101 518 21300 SH DEFINED 2 21300
DIAMOND OFFSHORE
DRILLG EQUITY 25271C102 4251 139100 SH DEFINED 2 139100
DIAMOND TECH
PARTNERS EQUITY 252762109 46153 537050 SH DEFINED 3 526050 11000
DIEBOLD INC EQUITY 253651103 154 6550 SH DEFINED 1 6550
DIGEX INC DEL EQUITY 253756100 129 1900 SH DEFINED 2 1900
DIGITAL IMPACT INC EQUITY 25385G106 20050 400000 SH DEFINED 3 389600 10400
DIGITAL IS INC DEL EQUITY 25385N101 1271 13400 SH DEFINED 2 13400
DIGITAL MICROWAVE EQUITY 253859102 2520 107500 SH DEFINED 2 107500
DII GROUP INC EQUITY 232949107 447 6300 SH DEFINED 2 6300
DILLARDS INC EQUITY 254067101 73 3600 SH DEFINED 1 3600
DIME BANCORP INC EQUITY 25429Q102 154 10200 SH DEFINED 1 10200
DISNEY WALT CO EQUITY 254687106 12917 441600 SH DEFINED 1 441600
DISNEY WALT CO EQUITY 254687106 1515 51800 SH DEFINED 2 51800
DOCUMENTUM INC EQUITY 256159104 7784 130000 SH DEFINED 2 130000
DOLE FOOD INC EQUITY 256605106 85 5200 SH DEFINED 1 5200
DOLLAR GEN CORP EQUITY 256669102 170 7493 SH DEFINED 1 7493
DOLLAR TREE STORES EQUITY 256747106 281 5800 SH DEFINED 1 5800
DOLLAR TREE STORES EQUITY 256747106 7217 149000 SH DEFINED 3 120500 28500
DOMINION RESOURCES EQUITY 257470104 247 6300 SH DEFINED 1 6300
DONALDSON INC EQUITY 257651109 101 4200 SH DEFINED 1 4200
DONALDSON LUFKIN &
JENRETTE EQUITY 257661504 320 23600 SH DEFINED 2 23600
DONALDSON LUFKIN &
JENRETTE EQUITY 257661108 832 17200 SH DEFINED 2 17200
DONNELLEY R R & SONS EQUITY 257867101 117 4700 SH DEFINED 1 4700
DOREL INDS INC EQUITY 25822C205 106 6400 SH DEFINED 2 6400
DOUBLECLICK INC EQUITY 258609304 9071 35844 SH DEFINED 2 35844
DOVER CORP EQUITY 260003108 304 6700 SH DEFINED 1 6700
DOVER CORP EQUITY 260003108 944 20800 SH DEFINED 2 20800
DOW CHEMICAL CO EQUITY 260543103 949 7100 SH DEFINED 1 7100
DOW JONES & CO EQUITY 260561105 224 3300 SH DEFINED 1 3300
DOW JONES & CO EQUITY 260561105 272 4000 SH DEFINED 2 4000
DPL INC EQUITY 233293109 253 14600 SH DEFINED 1 14600
DQE INC EQUITY 23329J104 242 7000 SH DEFINED 1 7000
DREYERS GRAND ICE
CREAM EQUITY 261878102 37 2200 SH DEFINED 1 2200
DRS TECHNOLOGIES CORPBOND 23330XAB6 557 490000 PRN DEFINED 4 490000
DSET CORP EQUITY 262504103 9609 257100 SH DEFINED 2 257100
DSP GROUP INC EQUITY 23332B106 111 1200 SH DEFINED 2 1200
DST SYSTEMS INC EQUITY 233326107 443 5800 SH DEFINED 1 5800
DTE ENERGY CO EQUITY 233331107 142 4500 SH DEFINED 1 4500
DU PONT E I DE
NEMOURS EQUITY 263534109 2161 32800 SH DEFINED 1 32800
DU PONT E I DE
NEMOURS EQUITY 263534109 10923 165811 SH DEFINED 2 165811
DUALSTAR TECHNOL-
OGIES EQUITY 263572117 61 16900 SH DEFINED 4 16900
DUKE ENERGY CO EQUITY 264399106 620 12366 SH DEFINED 1 12366
</TABLE>
14 OF 48
<PAGE> 17
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DUKE ENERGY CO EQUITY 264399106 5 100 SH DEFINED 2 100
DUKE WEEKS REALTY EQUITY 264411505 29451 1510310 SH DEFINED 3 1287438 222872
DUN & BRADSTREET EQUITY 26483B106 165 5600 SH DEFINED 1 5600
DUN & BRADSTREET EQUITY 26483B106 333 11300 SH DEFINED 2 11300
DURA AUTOMOTIVE SYS EQUITY 265903104 54 3100 SH DEFINED 2 3100
DURA PHARMACEUTICALS EQUITY 26632S109 34263 2458300 SH DEFINED 3 2359500 98800
DURA PHARMACEUTICALS EQUITY 266898105 1308 46000 SH DEFINED 2 46000
DYCOM INDS INC EQUITY 267475101 617 14000 SH DEFINED 2 14000
DYERSBURG CORP EQUITY 267575108 70 75000 SH DEFINED 4 75000
E M C CORP MASS EQUITY 268648102 149402 1367526 SH DEFINED 2 1367526
E PIPHANY INC EQUITY 26881V100 2988 13400 SH DEFINED 2 13400
E STAMP CORP EQUITY 269154100 102 4600 SH DEFINED 2 4600
E TRADE GROUP INC EQUITY 269246104 570 21800 SH DEFINED 1 21800
E TRADE GROUP INC EQUITY 269246104 462 17700 SH DEFINED 2 17700
EARTHLINK NETWORK EQUITY 270322100 1088 25600 SH DEFINED 2 25600
EASTERN ENTERPRISES EQUITY 27637F100 34 600 SH DEFINED 1 600
EASTGROUP PPTYS INC EQUITY 277276101 15 810 SH DEFINED 2 810
EASTMAN CHEMICAL EQUITY 277432100 129 2700 SH DEFINED 1 2700
EASTMAN KODAK CO EQUITY 277461109 709 10700 SH DEFINED 1 10700
EASTMAN KODAK CO EQUITY 277461109 4560 68834 SH DEFINED 2 68834
EATON CORP EQUITY 278058102 189 2600 SH DEFINED 1 2600
EATON CORP EQUITY 278058102 22 300 SH DEFINED 2 300
EBENX INC EQUITY 278668108 1810 40000 SH DEFINED 3 40000
ECHOSTAR COMM EQUITY 278762307 178995 223745 SH DEFINED 4 223745
ECHOSTAR COMM EQUITY 278762109 9869 101400 SH DEFINED 2 101400
ECOLAB INC EQUITY 278865100 157 4000 SH DEFINED 1 4000
ECOLLEGE COM EQUITY 27887E100 219 20000 SH DEFINED 2 20000
ECOLLEGE COM EQUITY 27887E100 547 50000 SH DEFINED 3 50000
EDISON INTL EQUITY 281020107 1105 42200 SH DEFINED 1 42200
EDISON INTL EQUITY 281020107 3 100 SH DEFINED 2 100
EDISON SCHS INC EQUITY 281033100 174 11200 SH DEFINED 2 11200
EDUCATION MGMT EQUITY 28139T101 595 42500 SH DEFINED 3 42500
EDWARDS AG INC EQUITY 281760108 273 8500 SH DEFINED 1 8500
EDWARDS J D & CO EQUITY 281667105 983 32900 SH DEFINED 2 32900
EL PASO ENERGY CORP EQUITY 283905107 283 7300 SH DEFINED 1 7300
EL PASO ENERGY CORP EQUITY 283905107 4 100 SH DEFINED 2 100
EL SITIO INC EQUITY G30177102 7350 200000 SH DEFINED 3 200000
ELAN PLC EQUITY 284131703 5800 200000 SH DEFINED 1 200000
ELAN PLC EQUITY 284131208 33720 1143055 SH DEFINED 1 1143055
ELECTROCOMPONENTS EQUITY 030964001 100 9000 SH DEFINED 2 9000
ELECTROGLAS INC EQUITY 285324109 667 26300 SH DEFINED 2 26300
ELECTRONIC ARTS EQUITY 285512109 487 5800 SH DEFINED 1 5800
ELECTRONIC ARTS EQUITY 285512109 1579 18800 SH DEFINED 2 18800
ELECTRONIC DATA SYS EQUITY 285661104 1071 16000 SH DEFINED 1 16000
ELECTRONIC DATA SYS EQUITY 285661104 1345 20100 SH DEFINED 2 20100
ELETRONICS FOR
IMAGING EQUITY 286082102 111 1900 SH DEFINED 2 1900
ELF AQUINTAINE EQUITY 286269105 75 1306 SH DEFINED 1 1306
EMBOTELLADORA ANDINA EQUITY 29081P303 560 38300 SH DEFINED 1 38300
EMC CORP EQUITY 268648102 22949 210055 SH DEFINED 1 210055
EMC CORP CORPBOND 26865YAA2 562 582 PRN DEFINED 1 582
EMC CORP CORPBOND 26865YAA2 862368 89414000 PRN DEFINED 4 89414000
EMCOR GROUP INC CORPBOND 29084QAC4 5166 5879000 PRN DEFINED 4 5879000
</TABLE>
15 OF 48
<PAGE> 18
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EMERSON ELEC CO EQUITY 291011104 1279 22300 SH DEFINED 1 22300
EMERSON ELEC CO EQUITY 291011104 4599 80164 SH DEFINED 2 80164
EMMIS COMMUNICATIONS EQUITY 291525103 3116 25000 SH DEFINED 2 25000
EMPRESA NACNL DE
ELEC EQUITY 29244T101 417 29392 SH DEFINED 1 29392
EMPRESAS ICA SOC EQUITY 292448107 193 59300 SH DEFINED 1 59300
ENERGY EAST CORP EQUITY 29266M109 231 11100 SH DEFINED 1 11100
ENERGY EAST CORP EQUITY 29266M109 1041 50000 SH DEFINED 2 50000
ENERSIS S A EQUITY 29274F104 501 20797 SH DEFINED 1 20797
ENGAGE TECHNOLOGIES EQUITY 292827102 5844 97400 SH DEFINED 2 97400
ENGELHARD CORP EQUITY 292845104 87 4600 SH DEFINED 1 4600
ENGELHARD CORP EQUITY 292845104 674 35700 SH DEFINED 2 35700
ENHANCE FINL SVCS
GRP EQUITY 293310108 1519 93500 SH DEFINED 2 93500
ENRON CORP EQUITY 293561106 998 22500 SH DEFINED 1 22500
ENRON CORP EQUITY 293561106 8522 192050 SH DEFINED 2 192050
ENSCO INTL INC EQUITY 26874Q100 295 12900 SH DEFINED 1 12900
ENTERCOM COMM EQUITY 293639100 5630 85300 SH DEFINED 2 85300
ENTERGY CORP EQUITY 29364G103 203 7900 SH DEFINED 1 7900
ENTRADE INC EQUITY 29382L993 4056 110250 SH DEFINED 2 110250
ENTRUST TECHNOLOGIES EQUITY 293848107 5632 94000 SH DEFINED 2 94000
ENTRUST TECHNOLOGIES EQUITY 293848107 10189 170000 SH DEFINED 3 159900 10100
EQUANT N V EQUITY 294409107 35358 315700 SH DEFINED 2 315700
EQUIFAX INC EQUITY 294429105 118 5000 SH DEFINED 1 5000
EQUITABLE RES INC EQUITY 294549100 434 13000 SH DEFINED 2 13000
EQUITY OFFICE PPTYS
TR EQUITY 294741103 12876 522873 SH DEFINED 1 522873
EQUITY OFFICE PPTYS
TR EQUITY 294741103 43246 1756188 SH DEFINED 3 1506298 249890
EQUITY RES PPTYS TR EQUITY 29476L107 4269 100000 SH DEFINED 1 100000
EQUITY RES PPTYS TR EQUITY 29476L107 149 3500 SH DEFINED 2 3500
EQUITY RES PPTYS TR EQUITY 29476L107 34287 803200 SH DEFINED 3 695800 107400
EQUITY RES PPTYS TR EQUITY 29476L826 655 25000 SH DEFINED 4 25000
EQUITY RES PPTYS TR EQUITY 29476L883 2729 114900 SH DEFINED 4 114900
ERICSSON L M TEL CO EQUITY 294821400 1601 24400 SH DEFINED 2 24400
ESPEED INC EQUITY 296643109 577 16200 SH DEFINED 2 16200
ETHAN ALLEN INTER-
IORS EQUITY 297602104 1183 36900 SH DEFINED 2 36900
ETHYL CORP EQUITY 297659104 27 7800 SH DEFINED 1 7800
EVANS & SUTHERLAND EQUITY 299096107 511 44700 SH DEFINED 2 44700
EVEREST REINS HLGS EQUITY 299808105 103 4600 SH DEFINED 1 4600
EVEREST REINS HLGS EQUITY 299808105 112 5000 SH DEFINED 2 5000
EVERGREEN RESOURCES EQUITY 299900308 215 11000 SH DEFINED 2 11000
EXODUS COMMUNICA-
TIONS EQUITY 302088109 471 5300 SH DEFINED 2 5300
EXPEDIA INC EQUITY 302125109 32 900 SH DEFINED 1 900
EXPEDITORES INTL
WASH EQUITY 302130109 108 2500 SH DEFINED 2 2500
EXPRESS SCRIPTS INC EQUITY 302182100 243 3800 SH DEFINED 1 3800
EXTENDED STAY AMER EQUITY 30224P101 699 91700 SH DEFINED 2 91700
EXTREME NETWORKS EQUITY 30226D106 4384 52500 SH DEFINED 2 52500
EXXON MOBIL CORP EQUITY 30231G102 18955 235281 SH DEFINED 1 235281
EXXON MOBIL CORP EQUITY 30231G102 18922 234869 SH DEFINED 2 234869
F N B CORP PA EQUITY 302520101 266 12050 SH DEFINED 2 12050
FAMILY DOLLAR STORES EQUITY 307000109 256 15700 SH DEFINED 1 15700
FAMILY DLR STORES
INC EQUITY 307000109 422 25900 SH DEFINED 2 25900
FARMSTEAD TEL GROUP EQUITY 311565139 3 21200 SH DEFINED 4 21200
FASTENAL CO EQUITY 311900104 153 3400 SH DEFINED 1 3400
FDX CORP EQUITY 31304N107 304 7420 SH DEFINED 1 7420
</TABLE>
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<PAGE> 19
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FEDERAL HOME LN MTG EQUITY 313400301 17771 377600 SH DEFINED 1 377600
FEDERAL HOME LN MTG EQUITY 313400301 729 15500 SH DEFINED 2 15500
FEDERAL MOGUL CORP EQUITY 313549107 131 6500 SH DEFINED 1 6500
FEDERAL NATL MTG
ASSN EQUITY 313586109 2801 44800 SH DEFINED 1 44800
FEDERAL NATL MTG
ASSN EQUITY 313586109 3832 61375 SH DEFINED 2 61375
FEDERAL REALTY INVS
TR EQUITY 313747206 3198 170000 SH DEFINED 1 170000
FEDERAL REALTY INVS
TR EQUITY 313747206 3198 170000 SH DEFINED 3 170000
FEDERAL SIGNAL CORP EQUITY 313855108 63 3900 SH DEFINED 1 3900
FEDERAL SIGNAL CORP EQUITY 313855108 670 41700 SH DEFINED 2 41700
FEDERATED DEPT
STORES EQUITY 31410H101 21737 429900 SH DEFINED 1 429900
FEDERATED DEPT
STORES EQUITY 31410H127 5137 209527 SH DEFINED 4 209527
FEDERATED INVS INC
PA EQUITY 314211103 411 20500 SH DEFINED 2 20500
FELCOR LODGING TR EQUITY 31430F101 140 8000 SH DEFINED 2 8000
FELCOR LODGING TR EQUITY 31430f101 3840 219447 SH DEFINED 3 186654 32793
FERRO CORP EQUITY 315405100 79 3600 SH DEFINED 1 3600
FERRO CORP EQUITY 315405100 123 5600 SH DEFINED 2 5600
FIFTH THIRD BANK EQUITY 316773100 622 8475 SH DEFINED 1 8475
FINANCIAL FED CORP EQUITY 317492106 2525 110700 SH DEFINED 3 110700
FINANCIAL SEC ASSUR
HLDGS EQUITY 31769P100 652 12500 SH DEFINED 2 12500
FINISTAR CORP EQUITY 31787A101 180 2000 SH DEFINED 1 2000
FINISTAR CORP EQUITY 31787A101 2651 29500 SH DEFINED 2 29500
FINOVA FIN TR TOPRS EQUITY 31808E 207 8114 158700 SH DEFINED 4 158700
FINOVA GROUP INC EQUITY 317928109 202 5700 SH DEFINED 1 5700
FINOVA GROUP INC EQUITY 317928109 4359 122800 SH DEFINED 3 91900 30900
FIREBIRD REPUBLICA
FD EQUITY 318991965 55 960 SH DEFINED 2 960
FIRST AMERICAN FINL EQUITY 318522307 560 45000 SH DEFINED 2 45000
FIRST DATA CORP EQUITY 319963104 730 14800 SH DEFINED 1 14800
FIRST DATA CORP EQUITY 319963104 335 6800 SH DEFINED 2 6800
FIRST HEALTH GROUP EQUITY 320960107 129 4800 SH DEFINED 1 4800
FIRST HEALTH GROUP EQUITY 320960107 1115 41500 SH DEFINED 2 41500
FIRST INDUSTRIAL
RLTY TR EQUITY 32054K103 6294 229400 SH DEFINED 3 196200 33200
FIRST SEC CORP EQUITY 336294103 467 18300 SH DEFINED 1 18300
FIRST SIERRA FINL
CORP EQUITY 335944104 20476 1195700 SH DEFINED 3 1195700
FIRST TENN NATL CORP EQUITY 337162101 348 12200 SH DEFINED 1 12200
FIRST TENN NATL CORP EQUITY 337162101 117 4100 SH DEFINED 2 4100
FIRST UNION CORP EQUITY 337358105 1023 31066 SH DEFINED 1 31066
FIRST UNION CORP EQUITY 337358105 167 5100 SH DEFINED 2 5100
FIRST VA BANKS INC EQUITY 337477103 204 4750 SH DEFINED 1 4750
FIRST VA BANKS INC EQUITY 337477103 1806 42000 SH DEFINED 2 42000
FIRST WASH RLTY TR EQUITY 337489504 4201 224800 SH DEFINED 3 191000 33800
FIRSTAR CORP WIS EQUITY 33763V109 672 31813 SH DEFINED 1 31813
FIRSTAR CORP WIS EQUITY 33763V109 845 40000 SH DEFINED 2 40000
FIRSTENERGY CORP EQUITY 337932107 175 7700 SH DEFINED 1 7700
FIRSTMERIT CORP EQUITY 337915102 191 8300 SH DEFINED 1 8300
FISERV INC EQUITY 337738108 430 11225 SH DEFINED 1 11225
FISERV INC EQUITY 337738108 713 18675 SH DEFINED 2 18675
FISERV INC EQUITY 337738108 16159 421775 SH DEFINED 3 382150 39625
FLEETBOSTON FINL EQUITY 339030108 1007 28931 SH DEFINED 1 28931
FLEETBOSTON FINL EQUITY 339030108 480 13800 SH DEFINED 2 13800
FLEETWOOD ENTER-
PRISES EQUITY 339099103 29 1400 SH DEFINED 1 1400
FLEXTRONICS INTL EQUITY Y2573F102 45236 983400 SH DEFINED 2 983400
FLORIDA PROGRESS EQUITY 341109106 135 3400 SH DEFINED 1 3400
</TABLE>
17 OF 48
<PAGE> 20
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FLORIDA PROGRESS EQUITY 341109106 317 7500 SH DEFINED 2 7500
FLOWERS INDS INC EQUITY 343496105 140 8800 SH DEFINED 1 8800
FLOWERS INDS INC EQUITY 343496105 253 15900 SH DEFINED 2 15900
FLOWSERVE CORP EQUITY 34354P105 58 3400 SH DEFINED 1 3400
FLOWSERVE CORP EQUITY 34354P105 1173 69000 SH DEFINED 2 69000
FLUOR CORP EQUITY 343861100 128 2800 SH DEFINED 1 2800
FMC CORP EQUITY 302491303 75 1300 SH DEFINED 1 1300
FOMENTO ECONOMICO
MEX EQUITY 344419106 1651 37100 SH DEFINED 1 37100
FORD MTR CO DEL EQUITY 345370100 2106 39500 SH DEFINED 1 39500
FORD MTR CO DEL EQUITY 345370100 469 8790 SH DEFINED 2 8790
FOREST CITY ENTER-
PRISES EQUITY 345550107 658 23500 SH DEFINED 2 23500
FOREST LABS INC EQUITY 345838106 8684 141350 SH DEFINED 1 141350
FOREST LABS INC EQUITY 345838106 1487 24200 SH DEFINED 2 24200
FORRESTER RESH INC EQUITY 346563109 1240 18100 SH DEFINED 2 18100
FORT JAMES CORP EQUITY 347471104 197 7200 SH DEFINED 1 7200
FORTUNE BRANDS INC EQUITY 349631101 185 5600 SH DEFINED 1 5600
FORTUNE BRANDS INC EQUITY 349631101 7 200 SH DEFINED 2 200
FOSTER WHEELER CORP EQUITY 350244109 13 1500 SH DEFINED 1 1500
FOUNDATION HEALTH
SYS EQUITY 350404109 104 10490 SH DEFINED 1 10490
FOUNDRY NETWORKS EQUITY 35063R100 1840 6100 SH DEFINED 2 6100
FOUR SEASONS HOTELS EQUITY 35100E104 1024 19226 SH DEFINED 2 19226
FPL GROUP INC EQUITY 302571104 274 6400 SH DEFINED 1 6400
FPL GROUP INC EQUITY 302571104 925 21600 SH DEFINED 2 21600
FRANCHISE FINL CORP EQUITY 351807102 3311 138300 SH DEFINED 3 117400 20900
FRANKLIN RES INC EQUITY 354613101 269 8400 SH DEFINED 1 8400
FREEMARKETS INC EQUITY 356602102 171 500 SH DEFINED 2 500
FREEPORT-MCMORAN
CPPR & GLD EQUITY 35671D501 4573 239100 SH DEFINED 4 239100
FREEPORT-MCMORAN
CPPR & GLD EQUITY 35671D857 131 6200 SH DEFINED 1 6200
FSI INTL INC EQUITY 302633102 521 45800 SH DEFINED 2 45800
FULLER H B CO EQUITY 359694106 67 1200 SH DEFINED 1 1200
FULLER H B CO EQUITY 359694106 162 2900 SH DEFINED 2 2900
FURNITURE BRANDS
INTL EQUITY 360921100 103 4700 SH DEFINED 1 4700
FURNITURE BRANDS
INTL EQUITY 360921100 176 8000 SH DEFINED 2 8000
GABLES RESIDENTIAL
TR EQUITY 362418105 240 10000 SH DEFINED 2 10000
GABLES RESIDENTIAL
TR EQUITY 362418105 5909 246200 SH DEFINED 3 209500 36700
GALILEO INTL INC EQUITY 363547100 386 12900 SH DEFINED 2 12900
GALILEO TECHNOLOGY
LTD EQUITY M47298100 19693 816300 SH DEFINED 3 798800 17500
GALLAGHER ARTHUR J EQUITY 363576109 14621 225800 SH DEFINED 1 225800
GALLAGHER ARTHUR J EQUITY 363576109 201 3100 SH DEFINED 2 3100
GALLAHER GROUP PLC EQUITY 363595109 3 200 SH DEFINED 2 200
GANNETT INC EQUITY 364730101 19981 244980 SH DEFINED 1 244980
GANNETT INC EQUITY 364730101 1011 12400 SH DEFINED 2 12400
GAP INC EQUITY 364760108 23288 506250 SH DEFINED 1 506250
GAP INC EQUITY 364760108 16548 359745 SH DEFINED 2 359745
GARTNER GROUP INC EQUITY 366651206 127 9177 SH DEFINED 1 9177
GARTNER GROUP INC EQUITY 366651107 46 3000 SH DEFINED 2 3000
GATEWAY INC EQUITY 367626108 8237 114300 SH DEFINED 1 114300
GATEWAY INC EQUITY 367626108 569 7900 SH DEFINED 2 7900
GATX CORP EQUITY 361448103 149 4400 SH DEFINED 1 4400
GENENTECH INC EQUITY 368710406 56512 420164 SH DEFINED 2 420164
GENER S A EQUITY 368731105 816 52665 SH DEFINED 1 52665
GENERAL ALUMINUM EQUITY 368768107 775 516663 SH DEFINED 1 516663
</TABLE>
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<PAGE> 21
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL DYNAMICS EQUITY 369550108 754 14300 SH DEFINED 1 14300
GENERAL DYNAMICS EQUITY 369550108 1187 22500 SH DEFINED 2 22500
GENERAL ELEC CO EQUITY 369604103 43918 283800 SH DEFINED 1 283800
GENERAL ELEC CO EQUITY 369604103 76849 496599 SH DEFINED 2 496599
GENERAL ELEC CO EQUITY 369604103 3714 24000 SH DEFINED 3 24000
GENERAL GROWTH PPTYS EQUITY 370021107 386 13800 SH DEFINED 2 13800
GENERAL GROWTH PPTYS EQUITY 370021107 19382 692200 SH DEFINED 3 589800 102400
GENERAL GROWTH PPTYS EQUITY 370021206 264 13200 SH DEFINED 2 13200
GENERAL INSTR CORP EQUITY 370120107 408 4800 SH DEFINED 1 4800
GENERAL INSTR CORP EQUITY 370120107 1675 19700 SH DEFINED 2 19700
GENERAL MILLS INC EQUITY 370334104 372 10400 SH DEFINED 1 10400
GENERAL MTRS CORP EQUITY 370442105 1570 21600 SH DEFINED 1 21600
GENERAL MTRS CORP EQUITY 370442105 5609 77171 SH DEFINED 2 77171
GENERAL MTRS CORP EQUITY 370442832 7910 82400 SH DEFINED 2 82400
GENERAL PUBLIC
UTILITY EQUITY 36225X100 92 3100 SH DEFINED 1 3100
GENERAL RE CORP EQUITY 370997306 971 10000 SH DEFINED 1 10000
GENTEX CORP EQUITY 371901109 45899 1654000 SH DEFINED 3 1586900 67100
GENUINE PARTS CO EQUITY 372460105 150 6050 SH DEFINED 1 6050
GENUINE PARTS CO EQUITY 372460105 4479 180534 SH DEFINED 2 180534
GENZYME CORP EQUITY 372917104 351 7800 SH DEFINED 1 7800
GENZYME CORP EQUITY 372917104 2143 47700 SH DEFINED 2 47700
GENZYME CORP EQUITY 372917609 13 2290 SH DEFINED 2 2290
GENZYME CORP CORPBOND 372917AE4 382 3000 PRN DEFINED 1 3000
GENZYME CORP CORPBOND 372917AF1 3181 2500000 PRN DEFINED 4 2500000
GEORGIA GULF CORP EQUITY 373200203 91 3000 SH DEFINED 1 3000
GEORGIA PAC CORP EQUITY 373298108 315 6200 SH DEFINED 1 6200
GEORGIA PAC CORP EQUITY 373298108 5263 103700 SH DEFINED 2 103700
GEORGIA PAC CORP EQUITY 373298702 185 7500 SH DEFINED 1 7500
GEORGIA PAC CORP EQUITY 373298702 148 6000 SH DEFINED 2 6000
GETTHERE COM INC EQUITY 374266104 81 2000 SH DEFINED 1 2000
GETTHERE COM INC EQUITY 374266104 6730 167200 SH DEFINED 3 162600 4600
GILAT SATELLITE
NETWKS EQUITY M51474100 486 4100 SH DEFINED 2 4100
GILEAD SCIENCES INC EQUITY 375558103 206 3800 SH DEFINED 1 3800
GILEAD SCIENCES INC EQUITY 375558103 416 7700 SH DEFINED 2 7700
GILLETTE CO EQUITY 375766102 1487 36100 SH DEFINED 1 36100
GILLETTE CO EQUITY 375766102 1932 46900 SH DEFINED 2 46900
GLATFELTER P H CO EQUITY 377316104 52 3600 SH DEFINED 1 3600
GLAXO WELLCOME PLC EQUITY 37733W105 598 10695 SH DEFINED 2 10695
GLEASON CORP EQUITY 377339106 412 17700 SH DEFINED 2 17700
GLENBOROUGH RLTY TR EQUITY 37803P105 106 7900 SH DEFINED 2 7900
GLOBAL CROSSING LTD EQUITY G3921A100 1281 25615 SH DEFINED 1 25615
GLOBAL CROSSING LTD EQUITY G3921A100 105 2100 SH DEFINED 2 2100
GLOBAL INDUSTRIES
INC EQUITY 379336100 464 53800 SH DEFINED 2 53800
GLOBAL MARINE INC EQUITY 379352404 271 16300 SH DEFINED 1 16300
GLOBAL MARINE INC EQUITY 379352404 1691 101700 SH DEFINED 2 101700
GLOBAL TELESYSTEMS
GRP CORPBOND 37936UAA2 4191 1200000 PRN DEFINED 4 1200000
GLOBAL TELESYSTEMS
GRP EQUITY 37936U104 20155 580000 SH DEFINED 1 580000
GLOBAL TELESYSTEMS
GRP EQUITY 37936U104 290 8370 SH DEFINED 2 8370
GLOBALSTAR LP LTD EQUITY G3930H104 1195 27160 SH DEFINED 2 27160
GLOBESPAN INC EQUITY 379571102 721 11071 SH DEFINED 1 11071
GLOBO CABO S A EQUITY 37957X102 1044 58000 SH DEFINED 1 58000
GOLDEN WEST FINL EQUITY 381317106 211 6300 SH DEFINED 1 6300
</TABLE>
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<PAGE> 22
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GOLDEN WEST FINL EQUITY 381317106 1126 33600 SH DEFINED 2 33600
GOLF TR AMER INC EQUITY 38168B103 7607 449150 SH DEFINED 3 381350 67800
GOODRICH B F CO EQUITY 382388106 52 1900 SH DEFINED 1 1900
GOODYEAR TIRE & RUBR EQUITY 382550101 149 5300 SH DEFINED 1 5300
GP FINANCIAL CORP EQUITY 395384100 238 10000 SH DEFINED 1 10000
GPU INC EQUITY 36225X100 21 700 SH DEFINED 1 700
GRACE W R & CO EQUITY 38388F108 37 2600 SH DEFINED 1 2600
GRAINGER W W INC EQUITY 384802104 163 3400 SH DEFINED 1 3400
GRANITE CONSTR INC EQUITY 387328107 44 2400 SH DEFINED 1 2400
GRANITE CONSTR INC EQUITY 387328107 59 3200 SH DEFINED 2 3200
GRAPHON CORP EQUITY 388707119 419 32200 SH DEFINED 4 32200
GREAT ATLANTIC & PAC EQUITY 390064103 36 1300 SH DEFINED 1 1300
GREAT ATLANTIC & PAC EQUITY 390064103 156 5600 SH DEFINED 2 5600
GREAT LAKES CHEM EQUITY 390568103 80 2100 SH DEFINED 1 2100
GREAT LAKES CHEMI EQUITY 390568103 233 6100 SH DEFINED 2 6100
GREAT PLAINS SFTWR EQUITY 39119E105 20564 275100 SH DEFINED 3 263100 12000
GREY WOLF INC EQUITY 397888108 189 65900 SH DEFINED 2 65900
GRUPO ELEKTRA SA DE
CV EQUITY 40050A102 1126 115500 SH DEFINED 1 115500
GRUPO TELEVISA SA DE
CV EQUITY 40049J206 2334 34200 SH DEFINED 1 34200
GRUPO TELEVISA SA DE
CV EQUITY 40049J206 416 6100 SH DEFINED 2 6100
GTE CORP EQUITY 362320103 28500 403897 SH DEFINED 1 403897
GTE CORP EQUITY 362320103 28779 407850 SH DEFINED 2 407850
GTECH HOLDINGS CORP EQUITY 400518106 84 3800 SH DEFINED 1 3800
GTS DURATEK EQUITY 36237J107 1811 230000 SH DEFINED 1 230000
GUCCI GROUP N V EQUITY 401566104 174 1523 SH DEFINED 2 1523
GUIDANT CORP EQUITY 401698105 8216 174800 SH DEFINED 1 174800
H & R BLOCK EQUITY 093671105 459 10500 SH DEFINED 1 10500
HALLIBURTON CO EQUITY 406216101 572 14200 SH DEFINED 1 14200
HALLIBURTON CO EQUITY 406216101 8869 220345 SH DEFINED 2 220345
HANNA M A CO EQUITY 410522106 49 4500 SH DEFINED 1 4500
HANNAFORD BROS CO EQUITY 410550107 263 3800 SH DEFINED 1 3800
HANOVER CAP MTG
HLDGS EQUITY 410761118 200900 SH DEFINED 4 200900
HANOVER COMPRESSOR EQUITY 410768105 102 2700 SH DEFINED 1 2700
HANSON PLC EQUITY 411352404 247 6100 SH DEFINED 2 6100
HARBINGER CORP EQUITY 41145C103 3507 110300 SH DEFINED 2 110300
HARCOURT GENERAL EQUITY 41163G101 97 2400 SH DEFINED 1 2400
HARCOURT GENERAL EQUITY 41163G101 568 14100 SH DEFINED 2 14100
HARLEY DAVIDSON INC EQUITY 412822108 910 14200 SH DEFINED 1 14200
HARMAN INTL INDS INC EQUITY 413086109 225 4000 SH DEFINED 2 4000
HARMONIC INC EQUITY 413160102 2200 23200 SH DEFINED 2 23200
HARRAHS ENTMT EQUITY 413619107 85 3200 SH DEFINED 1 3200
HARRIS CORP EQUITY 413875105 200 7500 SH DEFINED 1 7500
HARSCO CORP EQUITY 415864107 137 4300 SH DEFINED 1 4300
HARTE-HANKS INC EQUITY 416196103 137 6300 SH DEFINED 1 6300
HARTE-HANKS INC EQUITY 416196103 17629 810506 SH DEFINED 3 793006 17500
HARTFORD FINL SVCS
GRP EQUITY 416515104 857 18100 SH DEFINED 1 18100
HASBRO INC EQUITY 418056107 116 6150 SH DEFINED 1 6150
HAWAIIAN ELEC INDS EQUITY 419870100 87 3000 SH DEFINED 1 3000
HCC INS HLDGS INC EQUITY 404132102 53 4000 SH DEFINED 2 4000
HEALTH CARE PPTY
INVS EQUITY 421915109 7910 331300 SH DEFINED 3 281826 49474
HEALTH MGMY SYS INC EQUITY 421933102 308 23000 SH DEFINED 1 23000
HEALTH MGMY SYS INC EQUITY 421933102 1707 127600 SH DEFINED 2 127600
</TABLE>
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<PAGE> 23
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEALTHSOUTH CORP EQUITY 421924101 69 12900 SH DEFINED 1 12900
HEICO CORP NEW EQUITY 422806208 3524 166800 SH DEFINED 2 166800
HEILIG MEYERS CO EQUITY 422893107 15 5500 SH DEFINED 1 5500
HEINZ H J CO EQUITY 423074103 12183 306000 SH DEFINED 1 306000
HELLENIC TELECOM ORG EQUITY 423325307 287 24000 SH DEFINED 1 24000
HELLER FINL INC EQUITY 423328103 909 45300 SH DEFINED 2 45300
HELMERICH & PAYNE EQUITY 423452101 98 4500 SH DEFINED 1 4500
HELMERICH & PAYNE EQUITY 423452101 161 7400 SH DEFINED 2 7400
HEMISOHERX BIOPHARMA EQUITY 42366C111 70 11800 SH DEFINED 4 11800
HERCULES INC EQUITY 427056106 92 3300 SH DEFINED 1 3300
HERMAN MILLER INC EQUITY 600544100 3151 137000 SH DEFINED 3 105800 31200
HERSHEY FOODS CORP EQUITY 427866108 232 4900 SH DEFINED 1 4900
HERSHEY FOODS CORP EQUITY 427866108 4196 88327 SH DEFINED 2 88327
HERTZ CORP EQUITY 428040109 526 10500 SH DEFINED 2 10500
HEWLETT PACKARD EQUITY 428236103 3777 33200 SH DEFINED 1 33200
HEWLETT PACKARD EQUITY 428236103 43433 381200 SH DEFINED 2 381200
HEWLETT PACKARD CORPBOND 428236AC7 103 1500 PRN DEFINED 1 1500
HIBERNIA CORP EQUITY 428656102 159 15000 SH DEFINED 1 15000
HIGHWOODS PPTYS EQUITY 431284108 2835 120000 SH DEFINED 1 120000
HIGHWOODS PPTYS EQUITY 431284108 16875 714300 SH DEFINED 3 629800 84500
HILLENBRAND INDS EQUITY 431573104 193 6100 SH DEFINED 1 6100
HILTON HOTELS CORP EQUITY 432848109 98 10200 SH DEFINED 1 10200
HILTON HOTELS CORP CORPBOND 432848AL3 189 2500 PRN DEFINED 1 2500
HILTON HOTELS CORP CORPBOND 432848AL3 2151 2840000 PRN DEFINED 4 2840000
HISPANIC BROADCAST-
ING EQUITY 43357B104 461 5000 SH DEFINED 1 5000
HISPANIC BROADCAST-
ING EQUITY 43357B104 1538 16713 SH DEFINED 2 16713
HISPANIC BROADCAST-
ING EQUITY 43357B104 87755 951600 SH DEFINED 3 924300 27300
HMT TECHNOLOGY CORP CORPBOND 403917AD9 407 1031000 PRN DEFINED 4 1031000
HOME DEPOT INC EQUITY 437076102 14200 206550 SH DEFINED 1 206550
HOME DEPOT INC EQUITY 437076102 54621 796590 SH DEFINED 2 796590
HOME DEPOT INC EQUITY 437076102 3609 52500 SH DEFINED 3 52500
HOME PPTYS N Y INC EQUITY 437306103 343 12500 SH DEFINED 2 12500
HOMESTAKE MNG CO EQUITY 437614100 60 7700 SH DEFINED 1 7700
HON INDS INC EQUITY 438092108 127 5800 SH DEFINED 1 5800
HON INDS INC EQUITY 438092108 831 37900 SH DEFINED 2 37900
HONEYWELL INTL INC EQUITY 438516106 16640 288450 SH DEFINED 1 288450
HONEYWELL INTL INC EQUITY 438516106 7345 127328 SH DEFINED 2 127328
HORACE MANN EDUCA-
TORS EQUITY 440327104 1425 72600 SH DEFINED 1 72600
HORACE MANN EDUCA-
TORS EQUITY 440327104 383 19500 SH DEFINED 2 19500
HORMEL FOODS CORP EQUITY 440452100 276 6800 SH DEFINED 1 6800
HOSPITALITY PPTYS TR EQUITY 44106M102 7120 373500 SH DEFINED 3 302600 70900
HOST MARRIOTT CORP EQUITY 44107P104 297 35967 SH DEFINED 1 35967
HOST MARRIOTT CORP EQUITY 44107P104 18080 2191500 SH DEFINED 3 1862500 329000
HOUGHTON MIFFLIN CO EQUITY 441560109 114 2700 SH DEFINED 1 2700
HOUGHTON MIFFLIN CO EQUITY 441560109 135 3200 SH DEFINED 2 3200
HOUSEHOLD INTL INC EQUITY 441815107 661 17733 SH DEFINED 1 17733
HOUSEHOLD INTL INC EQUITY 441815107 2816 75600 SH DEFINED 2 75600
HOWELL CORP EQUITY 443051206 845 31900 SH DEFINED 4 31900
HSB GROUP INC EQUITY 40428N109 12205 360950 SH DEFINED 1 360950
HUANENG POWER INTL EQUITY 443304100 42 4000 SH DEFINED 2 4000
HUBBELL INC EQUITY 443510201 155 5700 SH DEFINED 1 5700
HUDSON UTD BANCORP EQUITY 444165104 147 5754 SH DEFINED 2 5754
</TABLE>
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<PAGE> 24
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HUGHES SUPPLY INC EQUITY 444482103 80 3700 SH DEFINED 2 3700
HUMAN GENOME
SCIENCES EQUITY 444903108 2182 14300 SH DEFINED 2 14300
HUMAN GENOME
SCIENCES CORPBOND 444903AA6 18251 5880000 PRN DEFINED 4 5880000
HUMANA CORP EQUITY 444859102 43 5300 SH DEFINED 1 5300
HUNT J B TRANS SVCS EQUITY 445658107 47 3400 SH DEFINED 1 3400
HUNTINGTON BANC-
SHARES EQUITY 446150104 172 7314 SH DEFINED 1 7314
HUSSMANN INTL INC EQUITY 448110106 107 7130 SH DEFINED 2 7130
HUTCHINSON TECHNO-
LOGY CORPBOND 448407AC0 1340 1410000 PRN DEFINED 4 1410000
HUTTIG BLDG PRODS
INC EQUITY 448451104 2 482 SH DEFINED 1 482
I2 TECHNOLOGIES INC CORPBOND 465754AD1 179 1250 PRN DEFINED 1 1250
IBP INC EQUITY 449223106 148 8200 SH DEFINED 1 8200
ICICI LTD EQUITY 44926P103 486 35000 SH DEFINED 1 35000
ICICI LTD EQUITY 44926P103 83 6008 SH DEFINED 2 6008
ICN PHARMACEUTICALS EQUITY 448924100 185 7300 SH DEFINED 1 7300
IDACORP INC EQUITY 451107106 88 3300 SH DEFINED 1 3300
IFS INTERNATIONAL
INC EQUITY 449515139 10 47000 SH DEFINED 4 47000
IKON OFFICE SOLU-
TIONS EQUITY 451713101 29 4300 SH DEFINED 1 4300
ILEX ONCOLOGY INC EQUITY 451923106 6569 272300 SH DEFINED 3 272300
ILLINOIS TOOL WORKS EQUITY 452308109 554 8200 SH DEFINED 1 8200
ILLINOVA CORP EQUITY 452317100 226 6500 SH DEFINED 1 6500
ILLUMINET HLDGS INC EQUITY 452334105 5913 107500 SH DEFINED 3 107500
IMAGEX COM INC EQUITY 45244D102 2387 57000 SH DEFINED 1 57000
IMATION CORP EQUITY 45245A107 124 3700 SH DEFINED 1 3700
IMAX CORP EQUITY 45245E109 600 21900 SH DEFINED 2 21900
IMC GLOBAL INC EQUITY 449669100 172 10500 SH DEFINED 1 10500
IMMUNEX CORP EQUITY 452528102 723 6600 SH DEFINED 2 6600
IMPLANT SCIENCES EQUITY 45320R116 14 28400 SH DEFINED 4 28400
IMS HEALTH INC EQUITY 449934108 296 10900 SH DEFINED 1 10900
INACOM CORP EQUITY 45323G109 80 11000 SH DEFINED 2 11000
INCO LTD EQUITY 453258402 16713 711200 SH DEFINED 1 711200
INCO LTD EQUITY 453258956 332 14200 SH DEFINED 2 14200
INDIANA ENERGY INC EQUITY 454707100 47 2666 SH DEFINED 1 2666
INDY MAC MTG HLDGS EQUITY 456607100 1085 85100 SH DEFINED 2 85100
INFINITY BROAD-
CASTING EQUITY 45662S102 1894 52350 SH DEFINED 2 52350
INFINITY BROAD-
CASTING EQUITY 45662S102 62631 1730745 SH DEFINED 3 1643391 87354
INFOCURE CORP COM EQUITY 45665A108 6737 216000 SH DEFINED 3 216000
INFONET SVCS CORP EQUITY 45666T106 664 25303 SH DEFINED 2 25303
INFORMIX CORP EQUITY 456779107 204 17800 SH DEFINED 1 17800
INFOSPACE COM INC EQUITY 45678T102 2460 11500 SH DEFINED 2 11500
INGERSOLL-RAND CO EQUITY 456866102 13179 239350 SH DEFINED 1 239350
INKTOMI CORP EQUITY 457277101 12656 142720 SH DEFINED 2 142720
INSURANCE AUTO
AUCTIONS EQUITY 457875102 1575 100000 SH DEFINED 1 100000
INTEGRATED DEVICE
TECH EQUITY 458118106 238 8200 SH DEFINED 1 8200
INTEGRATED DEVICE
TECH CORPBOND 458118AA4 2448 2272000 PRN DEFINED 4 2272000
INTEL CORP EQUITY 458140100 34267 416300 SH DEFINED 1 416300
INTEL CORP EQUITY 458140100 22510 273525 SH DEFINED 2 273525
INTERFACE INC EQUITY 458665106 58 10400 SH DEFINED 2 10400
INTERIM SVCS INC EQUITY 45868P100 720 29100 SH DEFINED 2 29100
INTERLIANT INC EQUITY 458742103 1438 55300 SH DEFINED 2 55300
INTERMEDIA COMM EQUITY 458801107 610 15709 SH DEFINED 1 15709
INTERMEDIA COMM EQUITY 458801107 1873 48500 SH DEFINED 2 48500
INTERNAP NETWORK
SVCS EQUITY 45885A102 2076 12000 SH DEFINED 2 12000
</TABLE>
22 of 48
<PAGE> 25
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERNATIONAL BUS
MACHS EQUITY 459200101 22934 212600 SH DEFINED 1 212600
INTERNATIONAL BUS
MACHS EQUITY 459200101 24342 225400 SH DEFINED 2 225400
INTERNATIONAL PAPER
CAP TR EQUITY 460137300 186 3500 SH DEFINED 2 3500
INTERNATIONAL PAPER EQUITY 460146103 752 13320 SH DEFINED 1 13320
INTERNATIONAL PAPER EQUITY 460146103 14 248 SH DEFINED 2 248
INTERNATIONAL SMART EQUITY 46033G116 108 123400 SH DEFINED 4 123400
INTERNET CAP GROUP EQUITY 46059C106 19914 117210 SH DEFINED 2 117210
INTERPUBLIC GROUP
COS EQUITY 460690100 536 9300 SH DEFINED 1 9300
INTERPUBLIC GROUP
COS EQUITY 460690100 808 14000 SH DEFINED 2 14000
INTERPUBLIC GROUP
COS CORPBOND 460690AF7 20161 12867000 PRN DEFINED 4 12867000
INTERSTATE BAKERIES EQUITY 46072H108 112 6200 SH DEFINED 1 6200
INTERSTATE BAKERIES EQUITY 46072H108 223 12300 SH DEFINED 2 12300
INTERSTATE HOTELS EQUITY 46088R108 49 15058 SH DEFINED 1 15058
INTERTAN INC EQUITY 461120107 12195 466800 SH DEFINED 3 434200 32600
INTERWEST BANCORP EQUITY 460931108 227 12000 SH DEFINED 2 12000
INTERWORLD CORP EQUITY 46114Q108 1516 17800 SH DEFINED 2 17800
INTERWOVEN INC EQUITY 46114T102 61 500 SH DEFINED 1 500
INTERWOVEN INC EQUITY 46114T102 730 6000 SH DEFINED 2 6000
INTL FLAVORS &
FRAGRANCES EQUITY 459506101 139 3700 SH DEFINED 1 3700
INTL FLAVORS &
FRAGRANCES EQUITY 459506101 4579 121296 SH DEFINED 2 121296
INTL GAME TECHNOLOGY EQUITY 459902102 193 9500 SH DEFINED 1 9500
INTL MULTIFOODS CORP EQUITY 460043102 21 1600 SH DEFINED 1 1600
INTL SPEEDWAY CORP EQUITY 460335201 48451 961800 SH DEFINED 3 934100 27700
INTL SPEEDWAY CORP EQUITY 460335201 247 4900 SH DEFINED 1 4900
INTUIT EQUITY 461202103 1049 17500 SH DEFINED 1 17500
INTUIT EQUITY 461202103 503 8400 SH DEFINED 2 8400
INVACARE CORP EQUITY 461203101 140 7000 SH DEFINED 2 7000
INVESTMENT TECH GRP EQUITY 46145F105 81 2800 SH DEFINED 1 2800
INVITROGEN CORP EQUITY 46185R100 9218 153800 SH DEFINED 2 153800
INVITROGEN CORP EQUITY 46185r100 28044 467400 SH DEFINED 3 457400 10000
IPALCO ENTERPRISES EQUITY 462613100 130 7600 SH DEFINED 1 7600
IPC HLDGS LTD EQUITY G4933P101 90738 6100000 SH DEFINED 1 6100000
IPC HLDGS LTD EQUITY G4933P101 298 20000 SH DEFINED 2 20000
IRON MTN INC EQUITY 46284P104 3931 100000 SH DEFINED 1 100000
IRON MTN INC EQUITY 46284P104 67920 1727700 SH DEFINED 3 1667650 60050
IRT PPTY CO EQUITY 450058102 141 18000 SH DEFINED 2 18000
ISS GROUP INC EQUITY 450306105 48842 686700 SH DEFINED 3 669900 16800
ITC DELTACOM INC EQUITY 45031T104 940 34113 SH DEFINED 2 34113
ITRON INC CORPBOND 465741AC0 1040 1762000 PRN DEFINED 4 1762000
ITT EDL SVCS INC EQUITY 45068B109 892 57800 SH DEFINED 2 57800
ITT INDS INC EQUITY 450911102 120 3600 SH DEFINED 1 3600
IVAX CORP EQUITY 465823102 270 10500 SH DEFINED 1 10500
IVAX CORP EQUITY 465823102 1329 51600 SH DEFINED 2 51600
IXL ENTERPRISES INC EQUITY 450718101 10286 185500 SH DEFINED 2 185500
IXL ENTERPRISES INC EQUITY 450718101 8991 162000 SH DEFINED 3 126200 35800
IXNET INC EQUITY 46601C109 5335 177200 SH DEFINED 2 177200
JABIL CIRCUIT INC EQUITY 466313103 584 8000 SH DEFINED 1 8000
JACOBS ENGR GROUP
INC EQUITY 469814107 75 2300 SH DEFINED 1 2300
JACOR COMMUNICATIONS EQUITY 469858138 6185 396977 SH DEFINED 4 396977
JACOR COMMUNICATIONS EQUITY 469858146 1800 240000 SH DEFINED 4 240000
JACOR COMMUNICATIONS CORPBOND 469858AA2 41819 30133000 PRN DEFINED 4 30133000
JDA SOFTWARE GROUP
INC EQUITY 46612K108 939 58000 SH DEFINED 2 58000
</TABLE>
23 of 48
<PAGE> 26
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JDN RLTY CORP EQUITY 465917102 98 6100 SH DEFINED 2 6100
JDN RLTY CORP EQUITY 465917102 10278 637400 SH DEFINED 3 519700 117700
JDS UNIPHASE CORP EQUITY 46612J101 19775 122600 SH DEFINED 2 122600
JEFFERSON PILOT EQUITY 475070108 232 3400 SH DEFINED 1 3400
JLG INDS INC EQUITY 466210101 265 16600 SH DEFINED 2 16600
JNI CORP EQUITY 46622G105 2950 44700 SH DEFINED 2 44700
JOHNSON & JOHNSON EQUITY 478160104 4252 45601 SH DEFINED 1 45601
JOHNSON & JOHNSON EQUITY 478160104 15193 163140 SH DEFINED 2 163140
JOHNSON & JOHNSON EQUITY 478160104 793 8500 SH DEFINED 3 8500
JOHNSON CONTROLS INC EQUITY 478366107 165 2900 SH DEFINED 1 2900
JONES APPAREL GROUP EQUITY 480074103 297 10952 SH DEFINED 1 10952
JONES APPAREL GROUP EQUITY 480074103 505 18600 SH DEFINED 2 18600
JONES INTERCABLE INC EQUITY 480206200 506 7400 SH DEFINED 2 7400
JONES PHARMACEU-
TICALS EQUITY 480236108 50114 1153699 SH DEFINED 3 1108999 44700
JOSTENS INC EQUITY 481088102 27 1100 SH DEFINED 1 1100
JOSTENS INC EQUITY 481088102 224 9210 SH DEFINED 2 9210
JUNIPER NETWORKS INC EQUITY 48203R104 237 700 SH DEFINED 2 700
K MART CORP EQUITY 482584109 163 16200 SH DEFINED 1 16200
K MART CORP EQUITY 482584109 445 44200 SH DEFINED 2 44200
KANA COMMUNICATIONS EQUITY 483600102 4506 22000 SH DEFINED 2 22000
KANSAS CITY PWR &
LT C EQUITY 485134100 128 5800 SH DEFINED 1 5800
KANSAS CITY SOUTHN
IND EQUITY 485170104 261 3900 SH DEFINED 1 3900
KAO CORP EQUITY 648380004 171 6000 SH DEFINED 2 6000
KAUFMAN & BROAD HOME EQUITY 486168107 31 1300 SH DEFINED 1 1300
KAUFMAN & BROAD HOME EQUITY 486168107 92 3800 SH DEFINED 2 3800
KAYDON CORP EQUITY 486587108 75 2800 SH DEFINED 1 2800
KEANE INC EQUITY 486665102 215 6700 SH DEFINED 1 6700
KEANE INC EQUITY 486665102 489 15400 SH DEFINED 2 15400
KELLOGG CO EQUITY 487836108 431 14000 SH DEFINED 1 14000
KELLY SVCS INC EQUITY 488152208 80 3200 SH DEFINED 1 3200
KEMET CORP EQUITY 488360108 149 3300 SH DEFINED 2 3300
KEMET CORP EQUITY 488360108 63425 1407500 SH DEFINED 3 1376300 31200
KENNAMETAL INC EQUITY 489170100 91 2700 SH DEFINED 1 2700
KENT ELECTRS CORP EQUITY 490553104 17975 790100 SH DEFINED 3 772100 18000
KERR MCGEE CORP EQUITY 492386107 169 2732 SH DEFINED 1 2732
KEY ENERGY SVCS INC EQUITY 492914106 415 80000 SH DEFINED 2 80000
KEYCORP EQUITY 493267108 332 15000 SH DEFINED 1 15000
KEYCORP EQUITY 493267108 1047 47300 SH DEFINED 2 47300
KEYSPAN CORP EQUITY 49337W100 299 12900 SH DEFINED 1 12900
KEYSTONE FINL INC EQUITY 493482103 93 4400 SH DEFINED 1 4400
KEYSTONE FINL INC EQUITY 493482103 316 15000 SH DEFINED 2 15000
KILROY RLTY CORP EQUITY 49427F108 3356 150000 SH DEFINED 1 150000
KILROY RLTY CORP EQUITY 49427F108 64 2900 SH DEFINED 2 2900
KILROY RLTY CORP EQUITY 49427F108 6849 306100 SH DEFINED 3 283300 22800
KIMBERLY CLARK CORP EQUITY 494368103 10794 164950 SH DEFINED 1 164950
KIMBERLY CLARK CORP EQUITY 494368103 378 5800 SH DEFINED 2 5800
KIMCO REALTY CORP EQUITY 49446R109 16124 475975 SH DEFINED 1 475975
KIMCO REALTY CORP EQUITY 49446R109 21677 639900 SH DEFINED 3 535400 104500
KINDER MORGAN INC EQUITY 49455P101 206 10200 SH DEFINED 1 10200
KLA-TENCOR CORP EQUITY 482480100 298 2675 SH DEFINED 1 2675
KLA-TENCOR CORP EQUITY 482480100 1258 11300 SH DEFINED 2 11300
KLM ROYAL DUTCH
AIRLS EQUITY 482516309 377 15106 SH DEFINED 2 15106
</TABLE>
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<PAGE> 27
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ---------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- -------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KMART FING I CORPBOND 498778208 2625 60000 PRN DEFINED 1 60000
KMART FING I EQUITY 498778208 48152 1103777 SH DEFINED 4 1103777
KNIGHT RIDDER INC EQUITY 499040103 167 2800 SH DEFINED 1 2800
KNIGHT TRANSN INC EQUITY 499064103 240 14500 SH DEFINED 2 14500
KNIGHT TRIMARK GROUP EQUITY 499067106 795 17300 SH DEFINED 2 17300
KNIGHT TRIMARK GROUP EQUITY 499067106 77547 1685800 SH DEFINED 3 1618100 67700
KNIGHTSBRIDGE
TANKERS EQUITY G5299G106 161 12000 SH DEFINED 2 12000
KNOLOGY INC EQUITY 499183119 28 11000 SH DEFINED 1 11000
KOGER EQUITY INC EQUITY 500228101 528 31300 SH DEFINED 2 31300
KOHLS CORP EQUITY 500255104 383 5300 SH DEFINED 1 5300
KOHLS CORP EQUITY 500255104 585 8100 SH DEFINED 2 8100
KONINKLIJKE PHILIPS
ELECTRS EQUITY 500472204 367 2720 SH DEFINED 2 2720
KOREA ELEC PWR EQUITY 500631106 3936 235000 SH DEFINED 1 235000
KOREA FUND EQUITY 500634100 3307 194500 SH DEFINED 1 194500
KOREA TELECOM EQUITY 50063P103 552 7390 SH DEFINED 2 7390
KROGER CO EQUITY 501044101 513 27200 SH DEFINED 1 27200
KROGER CO EQUITY 501044101 970 51400 SH DEFINED 2 51400
KROLL O GARA CO EQUITY 501050108 23829 1444212 SH DEFINED 1 1444212
KROLL O GARA CO EQUITY 501050108 754 45900 SH DEFINED 2 45900
KULICKE & SOFFA INDS EQUITY 501242101 6956 163500 SH DEFINED 2 163500
LA JOLLA PHARMACEU-
TICAL EQUITY 503459117 16 63500 SH DEFINED 4 63500
LABONE INC NEW EQUITY 50540L105 113 17400 SH DEFINED 2 17400
LABORATORY CORP AMER
HLDGS EQUITY 50540R201 3243 47000 SH DEFINED 4 47000
LACLEDE GAS CO EQUITY 505588103 606 28000 SH DEFINED 2 28000
LAM RESH CORP EQUITY 512807108 2276 20400 SH DEFINED 2 20400
LAMAR ADVERTISING CO EQUITY 512815101 525 8700 SH DEFINED 2 8700
LAMAR ADVERTISING CO CORPBOND 512815AF8 4598 3155000 PRN DEFINED 3 2691000 464000
LANCASTER COLONY EQUITY 513847103 124 3750 SH DEFINED 1 3750
LANCE INC EQUITY 514606102 93 9300 SH DEFINED 1 9300
LANCE INC EQUITY 514606102 744 74900 SH DEFINED 2 74900
LANDRYS SEAFOOD REST EQUITY 51508L103 243 28000 SH DEFINED 2 28000
LANDS END INC EQUITY 515086106 101 2900 SH DEFINED 1 2900
LARSEN & TOUBRO LTD EQUITY 51729V104 255 7600 SH DEFINED 2 7600
LASALLE RE HOLDINGS EQUITY G5383Q101 678 41100 SH DEFINED 2 41100
LATTICE SEMI-
CONDUCTOR EQUITY 518415104 165 3500 SH DEFINED 2 3500
LAUDER ESTEE COS INC EQUITY 518439104 308 6100 SH DEFINED 2 6100
LEAR CORP EQUITY 521865105 198 6200 SH DEFINED 1 6200
LEAR CORP EQUITY 521865105 598 18700 SH DEFINED 2 18700
LEASING SOLUTIONS CORPBOND 522113AA7 11 1092000 PRN DEFINED 4 1092000
LEE ENTERPRISES INC EQUITY 523768109 128 4000 SH DEFINED 1 4000
LEGATO SYSTEMS INC EQUITY 524651106 516 7500 SH DEFINED 1 7500
LEGATO SYSTEMS INC EQUITY 524651106 6749 98100 SH DEFINED 2 98100
LEGG MASON INC EQUITY 524901105 189 5200 SH DEFINED 1 5200
LEGG MASON INC EQUITY 524901105 990 27300 SH DEFINED 2 27300
LEGGETT & PLATT INC EQUITY 524660107 131 6100 SH DEFINED 1 6100
LEHMAN BROS HLDGS EQUITY 524908100 271 3200 SH DEFINED 1 3200
LEHMAN BROS HLDGS EQUITY 524908100 1668 19700 SH DEFINED 2 19700
LENNAR CORP EQUITY 526057104 260 16000 SH DEFINED 2 16000
LEUCADIA NATL CORP EQUITY 527288104 472 20400 SH DEFINED 2 20400
LEVEL 3 COMMUNI-
CATIONS EQUITY 52729N100 4937 60390 SH DEFINED 2 60390
LEXMARK INTL GROUP EQUITY 529771107 12874 142250 SH DEFINED 1 142250
LEXMARK INTL GROUP EQUITY 529771107 1222 13500 SH DEFINED 2 13500
</TABLE>
25 of 48
<PAGE> 28
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ---------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- -------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LG&E ENERGY CORP EQUITY 501917108 208 11900 SH DEFINED 1 11900
LIBERTY DIGITAL INC EQUITY 530436104 1083 14600 SH DEFINED 2 14600
LIBERTY FINL COS INC EQUITY 530512102 229 10000 SH DEFINED 2 10000
LIGHTBRIDGE INC EQUITY 532226107 742 26700 SH DEFINED 2 26700
LIGHTPATH TECH-
NOLOGIES EQUITY 532257110 340 18200 SH DEFINED 4 18200
LIGHTPATH TECH-
NOLOGIES EQUITY 532257128 117 10300 SH DEFINED 4 10300
LILLY ELI & CO EQUITY 532457108 2414 36300 SH DEFINED 1 36300
LILLY ELI & CO EQUITY 532457108 180 2700 SH DEFINED 2 2700
LIMITED INC EQUITY 532716107 334 7700 SH DEFINED 1 7700
LIMITED INC EQUITY 532716107 528 12200 SH DEFINED 2 12200
LINCARE HLDGS INC EQUITY 532791100 191 5500 SH DEFINED 1 5500
LINCARE HLDGS INC EQUITY 532791100 1082 31200 SH DEFINED 2 31200
LINCOLN NATIONAL EQUITY 534187109 260 6500 SH DEFINED 1 6500
LINCOLN NATIONAL EQUITY 534187109 33 830 SH DEFINED 2 830
LINEAR TECHNOLOGY EQUITY 535678106 1016 14200 SH DEFINED 1 14200
LINEAR TECHNOLOGY EQUITY 535678106 2766 38645 SH DEFINED 2 38645
LINENS N THINGS INC EQUITY 535679104 31918 1077400 SH DEFINED 3 1055000 22400
LIQUID AUDIO INC EQUITY 53631T102 799 30500 SH DEFINED 2 30500
LITTON INDS INC EQUITY 538021106 219 4400 SH DEFINED 1 4400
LIZ CLAIBORNE INC EQUITY 539320101 90 2400 SH DEFINED 1 2400
LNR PPTY CORP EQUITY 501940100 521 26200 SH DEFINED 2 26200
LOCKHEED MARTIN EQUITY 539830109 405 18500 SH DEFINED 1 18500
LOCKHEED MARTIN EQUITY 539830109 326 14900 SH DEFINED 2 14900
LOEWS CORP EQUITY 540424108 249 4100 SH DEFINED 1 4100
LO-JACK CORP EQUITY 539451104 1620 240000 SH DEFINED 1 240000
LONE STAR STEAKHOUSE EQUITY 542307103 31 3500 SH DEFINED 1 3500
LONE STAR STEAKHOUSE EQUITY 542307103 61 6900 SH DEFINED 2 6900
LONE STAR TECH-
NOLOGIES EQUITY 542312103 1469 52700 SH DEFINED 2 52700
LONGS DRUG STORES EQUITY 543162101 28 1100 SH DEFINED 1 1100
LONGVIEW FIBRE EQUITY 543213102 64 4500 SH DEFINED 1 4500
LORAL SPACE & COMM EQUITY G56462107 1131 46500 SH DEFINED 2 46500
LORAL SPACE & COMM EQUITY G56462149 46922 753771 SH DEFINED 4 753771
LOUISIANA PACIFIC EQUITY 546347105 49 3500 SH DEFINED 1 3500
LOWES COS INC EQUITY 548661107 675 11300 SH DEFINED 1 11300
LSI LOGIC CORP EQUITY 502161102 304 4500 SH DEFINED 1 4500
LTC PPTYS INC CORPBOND 502175AE2 1260 1500000 PRN DEFINED 4 1500000
LTC PPTYS INC EQUITY 502175102 5837 691800 SH DEFINED 3 531800 160000
LTX CORP EQUITY 502392103 1179 52700 SH DEFINED 2 52700
LUBRIZOL CORP EQUITY 549271104 161 5200 SH DEFINED 1 5200
LUCENT TECHNOLOGIES EQUITY 549463107 32698 435967 SH DEFINED 1 435967
LUCENT TECHNOLOGIES EQUITY 549463107 18024 240883 SH DEFINED 2 240883
LYCOS INC EQUITY 550818108 12475 156800 SH DEFINED 2 156800
LYONDELL CHEMICAL EQUITY 552078107 135 10600 SH DEFINED 1 10600
MACERICH CO EQUITY 554382101 11990 576100 SH DEFINED 3 462800 113300
MACK CA RLTY CORP EQUITY 554489104 209 8000 SH DEFINED 2 8000
MACK CA RLTY CORP EQUITY 554489104 15103 579500 SH DEFINED 3 494300 85200
MACROMEDIA INC EQUITY 556100105 6201 84800 SH DEFINED 2 84800
MADECO S A EQUITY 55630-
41038 217 19500 SH DEFINED 1 19500
MAGNA INTL INC CORPBOND 559222AE4 23755 24745000 PRN DEFINED 4 24745000
MAGNA INTL INC CORPBOND 559222AF1 340 4000 PRN DEFINED 1 4000
MAGNETEK INC EQUITY 559424106 17 2200 SH DEFINED 1 2200
MAGNUM HUNTER RES EQUITY 55972F120 16 84700 SH DEFINED 4 84700
</TABLE>
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<PAGE> 29
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAGYAR TAVKOZLESI RT EQUITY 559776109 671 18625 SH DEFINED 1 18625
MAHANAGAR TELEP NI EQUITY 559778204 18 2000 SH DEFINED 2 2000
MAIL WELL HLDGS INC EQUITY 560321200 103 7600 SH DEFINED 2 7600
MALLINCKRODT GROUP EQUITY 561232109 80 2500 SH DEFINED 1 2500
MANDALAY RESORT GRP EQUITY 562567107 169 8400 SH DEFINED 1 8400
MANOR CARE INC EQUITY 564055101 42 2600 SH DEFINED 1 2600
MANPOWER INC WIS EQUITY 56418H100 263 7000 SH DEFINED 1 7000
MANPOWER INC WIS EQUITY 56418H100 436 11600 SH DEFINED 2 11600
MANUFACTURED HM
CMNTYS EQUITY 564682102 4376 180000 SH DEFINED 1 180000
MANUFACTURED HM
CMNTYS EQUITY 564682102 474 19500 SH DEFINED 2 19500
MANUFACTURED HM
CMNTYS EQUITY 564682102 4376 180000 SH DEFINED 3 180000
MANULIFE FINL CORP EQUITY 56501R106 9639 759700 SH DEFINED 1 759700
MARIMBA INC COM EQUITY 56781Q109 17389 377500 SH DEFINED 3 367200 10300
MARINE DRILLING COS EQUITY 568240204 1135 50600 SH DEFINED 2 50600
MARK IV INDS INC EQUITY 570387100 81 4600 SH DEFINED 1 4600
MARK IV INDS INC EQUITY 570387100 94 5300 SH DEFINED 2 5300
MARRIOTT INTL INC EQUITY 571903202 2335 73976 SH DEFINED 1 73976
MARRIOTT INTL INC EQUITY 571903202 1338 42400 SH DEFINED 2 42400
MARSH & MCLENNAN EQUITY 571748102 33768 352900 SH DEFINED 1 352900
MARSH & MCLENNAN EQUITY 571748102 459 4800 SH DEFINED 2 4800
MARSH SUPERMARKETS CORPBOND 571783AB5 345 388000 PRN DEFINED 4 388000
MARSHALL & ILSLEY EQUITY 571834100 609 9700 SH DEFINED 1 9700
MARSHALL & ILSLEY EQUITY 571834100 1237 19700 SH DEFINED 2 19700
MARTHA STEWART
LIVING EQUITY 573083102 24 1000 SH DEFINED 2 1000
MARTIN MARIETTA
MATLS EQUITY 573284106 180 4400 SH DEFINED 1 4400
MARTIN MARIETTA
MATLS EQUITY 573284106 1357 33100 SH DEFINED 2 33100
MASCO CORP EQUITY 574599106 365 14400 SH DEFINED 1 14400
MASCO CORP EQUITY 574599106 1490 58700 SH DEFINED 2 58700
MASCOTECH INC CORPBOND 574670AB1 531 710000 PRN DEFINED 4 710000
MASISA S A EQUITY 574799102 227 17600 SH DEFINED 1 17600
MATTEL INC EQUITY 577081102 168 12800 SH DEFINED 1 12800
MAVERICK TUBE CORP EQUITY 577914104 3184 129400 SH DEFINED 2 129400
MAXIM INTEGRATED
PRODS EQUITY 57772K101 1189 25200 SH DEFINED 1 25200
MAXIM INTEGRATED
PRODS EQUITY 57772K101 4147 88000 SH DEFINED 2 88000
MAXIMUS INC COM EQUITY 577933104 58878 1734900 SH DEFINED 3 1668700 66200
MAXXAM INC EQUITY 577913106 34 800 SH DEFINED 1 800
MAXYGEN INC EQUITY 577776107 2485 35000 SH DEFINED 3 35000
MAY DEPT STORES CO EQUITY 577778103 685 21250 SH DEFINED 1 21250
MAY DEPT STORES CO EQUITY 577778103 4877 151226 SH DEFINED 2 151226
MAYTAG CORP EQUITY 578592107 139 2900 SH DEFINED 1 2900
MAYTAG CORP EQUITY 578592107 10 200 SH DEFINED 2 200
MBIA INC EQUITY 55262C100 180 3400 SH DEFINED 1 3400
MBIA INC EQUITY 55262C100 660 12500 SH DEFINED 2 12500
MBL INTL FIN BERM TR CORPBOND 55262XAA2 6630 6000000 PRN DEFINED 4 6000000
MBNA CORP EQUITY 55262L100 1273 46712 SH DEFINED 1 46712
MBNA CORP EQUITY 55262L100 5551 203700 SH DEFINED 3 203700
MCAFEE COM CORP EQUITY 579062100 45 1000 SH DEFINED 1 1000
McCORMICK & CO EQUITY 579780206 202 6800 SH DEFINED 1 6800
MCDERMOTT INTL EQUITY 580037109 17 1900 SH DEFINED 1 1900
MCDONALDS CORP EQUITY 580135101 2211 54850 SH DEFINED 1 54850
MCDONALDS CORP EQUITY 580135101 7752 192300 SH DEFINED 2 192300
MCGRAW HILL CORP EQUITY 580645109 1393 22600 SH DEFINED 1 22600
</TABLE>
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<PAGE> 30
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCI WORLDCOM INC EQUITY 55268B106 38909 733261 SH DEFINED 1 733261
MCI WORLDCOM INC EQUITY 55268B106 23472 442482 SH DEFINED 2 442482
MCKESSON HBOC INC EQUITY 58155Q103 200 8894 SH DEFINED 1 8894
MCLEODUSA INC EQUITY 582266102 2955 50300 SH DEFINED 2 50300
MCN ENERGY GROUP EQUITY 55267J100 185 7800 SH DEFINED 1 7800
MEAD CORP EQUITY 582834107 152 3500 SH DEFINED 1 3500
MEDIA 100 INC EQUITY 58440W105 1322 50000 SH DEFINED 2 50000
MEDIA GEN INC EQUITY 584404107 125 2400 SH DEFINED 1 2400
MEDIAONE GROUP INC EQUITY 58440J104 1475 19200 SH DEFINED 1 19200
MEDIAONE GROUP INC EQUITY 58440J104 13452 175126 SH DEFINED 2 175126
MEDICAL MANAGER CORPBOND 58461UAA1 11356 8030000 PRN DEFINED 4 8030000
MEDICIS PHARMA-
CEUTICAL EQUITY 584690309 60054 1410950 SH DEFINED 3 1383150 27800
MEDIMMUNE INC EQUITY 584699102 929 5600 SH DEFINED 1 5600
MEDIMMUNE INC EQUITY 584699102 16688 100650 SH DEFINED 2 100650
MEDITRUST CORP EQUITY 58501T306 471 85600 SH DEFINED 3 85600
MEDQUIST INC EQUITY 584949101 351 13700 SH DEFINED 2 13700
MEDTRONIC INC EQUITY 585055106 1399 38400 SH DEFINED 1 38400
MEDTRONIC INC EQUITY 585055106 929 25500 SH DEFINED 2 25500
MELLON FINL CORP EQUITY 58551A108 606 17800 SH DEFINED 1 17800
MELLON FINL CORP EQUITY 58551A108 6813 200000 SH DEFINED 2 200000
MENS WEARHOUSE EQUITY 587118100 112 3800 SH DEFINED 2 3800
MENTOR GRAPHICS EQUITY 587200106 74 5600 SH DEFINED 1 5600
MENTOR GRAPHICS EQUITY 587200106 234 17920 SH DEFINED 2 17920
MERCANTILE BANK-
SHARES EQUITY 587405101 626 19600 SH DEFINED 1 19600
MERCK & CO INC EQUITY 589331107 5966 88800 SH DEFINED 1 88800
MERCK & CO INC EQUITY 589331107 9677 144280 SH DEFINED 2 144280
MERCURY INTERACTIVE EQUITY 589405109 29229 270800 SH DEFINED 3 260300 10500
MEREDITH CORP EQUITY 589433101 67 1600 SH DEFINED 1 1600
MERISTAR HOSPITALITY EQUITY 58984y103 3234 202100 SH DEFINED 3 171800 30300
MERITOR AUTOMOTIVE EQUITY 59000G100 120 6199 SH DEFINED 1 6199
MERRILL LYNCH & CO EQUITY 590188108 950 11400 SH DEFINED 1 11400
MERRILL LYNCH & CO EQUITY 590188108 7098 85000 SH DEFINED 2 85000
METALINK LTD EQUITY M69897102 1131 56000 SH DEFINED 2 56000
METALINK LTD EQUITY M69897102 1549 76000 SH DEFINED 3 76000
METASOLV SOFTWARE EQUITY 591393103 2861 35000 SH DEFINED 3 35000
METRETEK TECH-
NOLOGIES EQUITY 59159Q115 73 45100 SH DEFINED 4 45100
METRIS COS INC EQUITY 591598107 97039 2719130 SH DEFINED 3 2629694 89436
METROCALL INC EQUITY 591647102 80 40000 SH DEFINED 1 40000
METROMEDIA FIBER
NTWRK EQUITY 591689104 1662 34710 SH DEFINED 2 34710
METRON TECHNOLOGY NV EQUITY N5665B105 2380 148200 SH DEFINED 3 148200
METTLER TOLEDO INTL EQUITY 592688105 23516 615803 SH DEFINED 1 615803
MGIC INVT CORP WIS EQUITY 552848103 235 3900 SH DEFINED 1 3900
MGIC INVT CORP WIS EQUITY 552848103 361 6000 SH DEFINED 2 6000
MGIC INVT CORP WIS EQUITY 552848103 13247 220100 SH DEFINED 3 188300 31800
MGM GRAND INC EQUITY 552953101 1166 23175 SH DEFINED 2 23175
MIAMI COMPUTER
SUPPLY EQUITY 593261100 2138 57600 SH DEFINED 3 57600
MICHAELS STORES INC CORPBOND 594087AC2 567 600000 PRN DEFINED 3 600000
MICHAELS STORES INC CORPBOND 594087AC2 5052 5378000 PRN DEFINED 4 5378000
MICRO WHSE INC EQUITY 59501B105 56 3000 SH DEFINED 1 3000
MICROCHIP TECHNOLOGY EQUITY 595017104 329 4800 SH DEFINED 1 4800
MICROMUSE INC EQUITY 595094103 5763 33900 SH DEFINED 2 33900
MICRON TECHNOLOGY
INC EQUITY 595112103 575 7400 SH DEFINED 1 7400
</TABLE>
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<PAGE> 31
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MICRON TECHNOLOGY
INC EQUITY 595112103 6998 90000 SH DEFINED 2 90000
MICRON TECHNOLOGY
INC CORPBOND 595112AB9 255 2000 PRN DEFINED 1 2000
MICROSOFT CORP EQUITY 594918104 60499 518190 SH DEFINED 1 518190
MICROSOFT CORP EQUITY 594918104 61910 530353 SH DEFINED 2 530353
MIDAMERICAN ENGY
HLDGS EQUITY 59562V107 185 5500 SH DEFINED 1 5500
MID-ATLANTIC RLTY TR CORPBOND 595232AA7 1429 1500000 PRN DEFINED 4 1500000
MIDCOAST ENERGY RES EQUITY 59563W104 2915 174000 SH DEFINED 3 174000
MILACRON INC EQUITY 598709103 18 1200 SH DEFINED 1 1200
MILLENIUM PHARM EQUITY 599902103 415 3400 SH DEFINED 1 3400
MILLENIUM PHARM EQUITY 599902103 5635 46200 SH DEFINED 2 46200
MILLENNIUM CHEMICALS EQUITY 599903101 209 10600 SH DEFINED 2 10600
MILLER HERMAN INC EQUITY 600544100 168 7300 SH DEFINED 1 7300
MILLIPORE CORP EQUITY 601073109 54 1400 SH DEFINED 1 1400
MILLIPORE CORP EQUITY 601073109 409 10600 SH DEFINED 2 10600
MILLIPORE CORP EQUITY 601073109 61043 1580400 SH DEFINED 3 1520300 60100
MILLS CORP EQUITY 601148109 2681 150000 SH DEFINED 3 150000
MILLS CORP EQUITY 601148109 2681 150000 SH DEFINED 1 150000
MINERALS TECH-
NOLOGIES EQUITY 603158106 80 2000 SH DEFINED 1 2000
MINIMED INC EQUITY 60365K108 212 2900 SH DEFINED 1 2900
MINIMED INC EQUITY 60365K108 579 7900 SH DEFINED 2 7900
MINNESOTA MNG & MFG EQUITY 604059105 1312 13400 SH DEFINED 1 13400
MINNESOTA MNG & MFG EQUITY 604059105 5816 59421 SH DEFINED 2 59421
MINNESOTA POWER EQUITY 604110106 110 6500 SH DEFINED 1 6500
MIRAGE RESORTS INC EQUITY 60462E104 94 6200 SH DEFINED 1 6200
MIRAGE RESORTS INC EQUITY 60462E104 39 2548 SH DEFINED 2 2548
MISSION CRITICAL
SOFTWARE EQUITY 605047109 5677 81100 SH DEFINED 2 81100
MITCHELL ENERGY &
DEV EQUITY 606592301 226 10500 SH DEFINED 2 10500
MKS INSTRS INC EQUITY 55306N104 1431 39600 SH DEFINED 2 39600
MOBILE MINI INC EQUITY 60740F105 3218 150300 SH DEFINED 2 150300
MOBILE MINI INC EQUITY 60740F105 8658 402700 SH DEFINED 3 402700
MODINE MFG CO EQUITY 607828100 63 2500 SH DEFINED 1 2500
MODIS PROFESSIONAL
SVCS EQUITY 607830106 120 8400 SH DEFINED 1 8400
MOHAWK INDS INC EQUITY 608190104 148 5600 SH DEFINED 1 5600
MOLEX INC EQUITY 608554101 272 4800 SH DEFINED 1 4800
MOLEX INC EQUITY 608554101 738 13037 SH DEFINED 2 13037
MOLEX INC EQUITY 608554200 425 9500 SH DEFINED 2 9500
MONSANTO CO EQUITY 611662107 9416 265700 SH DEFINED 1 265700
MONSANTO CO EQUITY 611662107 1176 33000 SH DEFINED 2 33000
MONSANTO CO EQUITY 611662305 1822 55000 SH DEFINED 1 55000
MONTANA POWER CO EQUITY 612085100 368 10200 SH DEFINED 1 10200
MORGAN J P & CO INC EQUITY 616880100 722 5700 SH DEFINED 1 5700
MORGAN J P & CO INC EQUITY 616880100 4322 34132 SH DEFINED 2 34132
MORGAN STANLY ASIA
PAC EQUITY 61744U106 284 24000 SH DEFINED 2 24000
MORGAN STANLY DW EQUITY 617446448 2747 19240 SH DEFINED 1 19240
MORGAN STANLY DW EQUITY 617446448 28010 196220 SH DEFINED 2 196220
MORGAN STANLY DW
INDIA EQUITY 61745C105 2143 129900 SH DEFINED 1 129900
MOTOROLA INC EQUITY 620076109 24296 165000 SH DEFINED 1 165000
MOTOROLA INC EQUITY 620076109 23531 159800 SH DEFINED 2 159800
MOTOROLA INC CORPBOND 620076AJ8 1755 1060000 PRN DEFINED 4 1060000
MRV COMMUNICATIONS EQUITY 553477100 1280 20400 SH DEFINED 2 20400
MSC INDL DIRECT INC EQUITY 553530106 148 11200 SH DEFINED 2 11200
MULTIMEDIA GAMES INC EQUITY 625453113 6 22100 SH DEFINED 4 22100
</TABLE>
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<PAGE> 32
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MURPHY OIL CORP EQUITY 626717102 235 4100 SH DEFINED 1 4100
MURPHY OIL CORP EQUITY 626717102 224 3900 SH DEFINED 2 3900
MUSE TECHNOLOGIES EQUITY 627487119 18 29000 SH DEFINED 4 29000
MYLAN LABS INC EQUITY 628530107 297 11800 SH DEFINED 1 11800
MYLAN LABS INC EQUITY 628530107 380 15100 SH DEFINED 2 15100
MYPOINTS COM INC EQUITY 62855T102 962 13000 SH DEFINED 2 13000
MYRIAD GENETICS INC EQUITY 62855J104 6270 136500 SH DEFINED 2 136500
NABISCO GROUP HLDGS EQUITY 62952P102 116 10900 SH DEFINED 1 10900
NABISCO HLDGS CORP EQUITY 629526104 585 18500 SH DEFINED 2 18500
NABORS INDS INC EQUITY 629568106 393 12700 SH DEFINED 1 12700
NABORS INDS INC EQUITY 629568106 1952 63100 SH DEFINED 2 63100
NABORS INDS INC EQUITY 629568106 7734 250000 SH DEFINED 3 250000
NACCO INDS INC EQUITY 629579103 17 300 SH DEFINED 1 300
NAM CORPORATION EQUITY 62872L116 31 29300 SH DEFINED 4 29300
NANOGEN INC EQUITY 630075109 10938 500000 SH DEFINED 1 500000
NANOGEN INC EQUITY 630075109 455 20000 SH DEFINED 2 20000
NATIONAL AUSTRALIA
BK EQUITY 632525309 3453 125000 SH DEFINED 1 125000
NATIONAL AUSTRALIA
BK CORPBOND 632525309 24954 907400 PRN DEFINED 4 907400
NATIONAL BK GREECE
S A EQUITY 633643408 194 13820 SH DEFINED 1 13820
NATIONAL CITY CORP EQUITY 635405103 509 21500 SH DEFINED 1 21500
NATIONAL CITY CORP EQUITY 635405103 1120 47300 SH DEFINED 2 47300
NATIONAL COMM
BANCORP EQUITY 635449101 583 25700 SH DEFINED 2 25700
NATIONAL DATA CORP EQUITY 635621105 397 11700 SH DEFINED 2 11700
NATIONAL EQUIP SVCS EQUITY 635847106 469 75000 SH DEFINED 1 75000
NATIONAL FUEL GAS
CO NJ EQUITY 636180101 163 3500 SH DEFINED 1 3500
NATIONAL FUEL GAS
CO NJ EQUITY 636180101 116 2500 SH DEFINED 2 2500
NATIONAL INSTRS EQUITY 636518102 1143 29875 SH DEFINED 2 29875
NATIONAL PRESTO INDS EQUITY 637215104 1363 38400 SH DEFINED 2 38400
NATIONAL SEMI-
CONDUCTOR EQUITY 637640103 210 4900 SH DEFINED 1 4900
NATIONAL SEMI-
CONDUCTOR EQUITY 637640103 8494 198400 SH DEFINED 2 198400
NATIONAL SVC INDS EQUITY 637657107 35 1200 SH DEFINED 1 1200
NATIONAL SVC INDS EQUITY 637657107 4461 151226 SH DEFINED 2 151226
NATIONWIDE HEALTH
PPTY EQUITY 638620104 13302 967400 SH DEFINED 3 822300 145100
NATL COM BANCORP EQUITY 635449101 220 9700 SH DEFINED 1 9700
NAUTICA ENTERPRISES EQUITY 639089101 52 4600 SH DEFINED 2 4600
NAVIGANT CONSULTING EQUITY 63935N107 40 3700 SH DEFINED 1 3700
NAVISITE INC EQUITY 63935M109 50 500 SH DEFINED 2 500
NAVISTAR INTL CORP EQUITY 63934E108 108 2300 SH DEFINED 1 2300
NCH CORP EQUITY 628850109 27 600 SH DEFINED 1 600
NCO GROUP INC EQUITY 628858102 69 2300 SH DEFINED 1 2300
NCR CORP EQUITY 62886E108 345 9100 SH DEFINED 1 9100
NDS GROUP PLC EQUITY 628891103 153 5000 SH DEFINED 1 5000
NEC CORP EQUITY 664040003 627 26300 SH DEFINED 2 26300
NEIMAN MARCUS GRP EQUITY 640204301 224 8314 SH DEFINED 2 8314
NEIMAN MARCUS GRP EQUITY 640204202 129 4600 SH DEFINED 1 4600
NEOWARE SYS INC EQUITY 64065P110 2 24000 SH DEFINED 4 24000
NEPTUNE ORIENT LNS EQUITY 662885003 119 88600 SH DEFINED 2 88600
NET PERCEPTIONS INC EQUITY 64107U101 10584 252000 SH DEFINED 3 246500 5500
NETCENTIVES INC EQUITY 64108P101 15391 247000 SH DEFINED 3 247000
NETOPIA INC EQUITY 64114K104 5051 93000 SH DEFINED 2 93000
NETSCOUT SYS INC EQUITY 64115T104 7053 227500 SH DEFINED 3 227500
NETSOLVE INC EQUITY 64115J106 2678 85000 SH DEFINED 3 85000
</TABLE>
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<PAGE> 33
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETWORK APPLIANCE EQUITY 64120L104 382 4600 SH DEFINED 1 4600
NETWORK APPLIANCE EQUITY 64120L104 8587 103400 SH DEFINED 2 103400
NETWORK EQUIP TECHNS EQUITY 641208103 224 19000 SH DEFINED 2 19000
NETWORK SOLUTIONS EQUITY 64121Q102 609 2800 SH DEFINED 2 2800
NETWORK SOLUTIONS EQUITY 64121Q102 46732 214800 SH DEFINED 3 204400 10400
NETWORKS ASSOCIATES EQUITY 640938106 344 12900 SH DEFINED 1 12900
NEW CENTURY ENERGIES EQUITY 64352U103 112 3700 SH DEFINED 1 3700
NEW ENGLAND ELEC SYS EQUITY 644001109 290 5600 SH DEFINED 1 5600
NEW ERA OF NETWORKS EQUITY 644312100 4905 103000 SH DEFINED 2 103000
NEW PLAN EXCEL
RLTY TR EQUITY 648053106 8393 530800 SH DEFINED 3 450900 79900
NEW WORLD DEVEL EQUITY 663376002 41 18000 SH DEFINED 2 18000
NEW YORK TIMES EQUITY 650111107 314 6400 SH DEFINED 1 6400
NEWELL RUBBERMAID EQUITY 651229106 336 11588 SH DEFINED 1 11588
NEWELL RUBBERMAID EQUITY 651229106 4755 163959 SH DEFINED 2 163959
NEWMONT MINING EQUITY 651639106 129 5273 SH DEFINED 1 5273
NEWPORT NEWS
SHIPBLDG EQUITY 652228107 85 3100 SH DEFINED 1 3100
NEWS CORP LTD EQUITY 652487802 1441 43100 SH DEFINED 2 43100
NEWS CORP EQUITY 662075902 96 11188 SH DEFINED 2 11188
NEWS CORP EQUITY 688692003 161 16601 SH DEFINED 2 16601
NEXTCARD INC EQUITY 65332K107 63 2200 SH DEFINED 2 2200
NEXTCARD INC EQUITY 65332K107 22320 773000 SH DEFINED 3 754000 19000
NEXTEL COMMNS EQUITY 65332V103 908 8800 SH DEFINED 1 8800
NEXTEL COMMNS EQUITY 65332V103 2876 27900 SH DEFINED 2 27900
NEXTLINK COMMNS EQUITY 65333H707 1378 16600 SH DEFINED 2 16600
NIAGARA MOHAWK HLDGS EQUITY 653520106 66 4700 SH DEFINED 1 4700
NICOR INC EQUITY 654086107 52 1600 SH DEFINED 1 1600
NIKE INC EQUITY 654106103 476 9600 SH DEFINED 1 9600
NIKE INC EQUITY 654106103 283 5715 SH DEFINED 2 5715
NIPPON TEL & TEL CP EQUITY 654624105 577 6700 SH DEFINED 2 6700
NISOURCE INC EQUITY 65473P105 209 11700 SH DEFINED 1 11700
NISSAN MOTOR CO EQUITY 664286002 181 46000 SH DEFINED 2 46000
NOBLE AFFILIATES INC EQUITY 654894104 109 5100 SH DEFINED 1 5100
NOBLE DRILLING CORP EQUITY 655042109 400 12200 SH DEFINED 1 12200
NOBLE DRILLING CORP EQUITY 655042109 108 3300 SH DEFINED 2 3300
NOKIA CORP EQUITY 654902204 34720 182720 SH DEFINED 2 182720
NOMURA SECURITIES EQUITY 664310000 325 18000 SH DEFINED 2 18000
NORDSON CORP EQUITY 655663102 109 2800 SH DEFINED 1 2800
NORDSON CORP EQUITY 655663102 1013 21000 SH DEFINED 2 21000
NORDSTROM INC EQUITY 655664100 108 4100 SH DEFINED 1 4100
NORFOLK SOUTHN EQUITY 655844108 258 12600 SH DEFINED 1 12600
NORFOLK SOUTHN EQUITY 655844108 4519 220459 SH DEFINED 2 220459
NORTEL NETWORKS EQUITY 656569100 33080 327520 SH DEFINED 1 327520
NORTEL NETWORKS EQUITY 656569100 36996 366300 SH DEFINED 2 366300
NORTH AMERN VACCINE CORPBOND 657201AA7 932 1130000 PRN DEFINED 4 1130000
NORTH FORK BANCORP EQUITY 659424105 226 13000 SH DEFINED 1 13000
NORTH FORK BANCORP EQUITY 659424105 315 18000 SH DEFINED 2 18000
NORTHEAST UTILS EQUITY 664397106 251 12200 SH DEFINED 1 12200
NORTHERN STS PWR EQUITY 665772109 94 4800 SH DEFINED 1 4800
NORTHERN TRUST EQUITY 665859104 360 6800 SH DEFINED 1 6800
NORTHROP GRUMMAN EQUITY 666807102 103 1900 SH DEFINED 1 1900
NORTHWAY FINL EQUITY 667270102 1170 45010 SH DEFINED 1 45010
NORTHWEST NAT GAS CORPBOND 667655AM6 1611 1435000 PRN DEFINED 4 1435000
</TABLE>
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<PAGE> 34
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTHWEST NAT GAS EQUITY 667655104 265 12100 SH DEFINED 1 12100
NOTIFY CORP EQUITY 669956112 22 10800 SH DEFINED 4 10800
NOVA CORP GA EQUITY 669784100 211 6700 SH DEFINED 1 6700
NOVA CORP GA EQUITY 669784100 1827 57900 SH DEFINED 2 57900
NOVA CORP GA EQUITY 669784100 61080 1935195 SH DEFINED 3 1862089 73106
NOVELL INC EQUITY 670006105 463 11600 SH DEFINED 1 11600
NOVELL INC EQUITY 670006105 2109 52900 SH DEFINED 2 52900
NOVELLUS SYS INC EQUITY 670008101 429 3500 SH DEFINED 1 3500
NOVELLUS SYS INC EQUITY 670008101 2413 19700 SH DEFINED 2 19700
NS GROUP INC EQUITY 628916108 129 16950 SH DEFINED 2 16950
NSTAR EQUITY 67019E107 239 5900 SH DEFINED 1 5900
NTL INC EQUITY 629407107 37212 298890 SH DEFINED 2 298890
NTT MOBILE COMMS EQUITY 612927905 1462 38 SH DEFINED 2 38
NUCOR CORP EQUITY 670346105 159 2900 SH DEFINED 1 2900
NUEVO GRUPO IUSACELL EQUITY 670512102 1755 117458 SH DEFINED 1 117458
NUWAVE TECHNOLOGIES EQUITY 67065M110 41 65400 SH DEFINED 4 65400
O CHARLEYS INC EQUITY 670823103 1696 129200 SH DEFINED 3 129200
O REILLY AUTOMOTIVE EQUITY 686091109 327 15100 SH DEFINED 2 15100
OAK INDS INC EQUITY 671400505 255 2400 SH DEFINED 2 2400
OAK INDS INC CORPBOND 671400AL3 7682 2758000 PRN DEFINED 4 2758000
OAKLEY INC EQUITY 673662102 2001 359800 SH DEFINED 2 359800
OCCIDENTAL PETE EQUITY 674599105 234 10800 SH DEFINED 1 10800
OCEAN ENERGY EQUITY 67481E106 115 14800 SH DEFINED 1 14800
OCEAN ENERGY INC EQUITY 67481E106 217 28000 SH DEFINED 2 28000
OCULAR SCIENCES EQUITY 675744106 131 7000 SH DEFINED 2 7000
OFFICE DEPOT INC EQUITY 676220106 136 12400 SH DEFINED 1 12400
OFFICEMAX INC EQUITY 67622M108 58 10700 SH DEFINED 1 10700
OFFSHORE LOGISTICS EQUITY 676255102 1927 205900 SH DEFINED 2 205900
OGDEN CORP EQUITY 676346109 53 4400 SH DEFINED 1 4400
OGE ENERGY CORP EQUITY 670837103 133 7000 SH DEFINED 1 7000
OHIO CAS CORP EQUITY 677240103 92 5700 SH DEFINED 1 5700
OHIO CAS CORP EQUITY 677240103 397 24710 SH DEFINED 2 24710
OLD KENT FINL CORP EQUITY 679833103 134 3800 SH DEFINED 1 3800
OLD REP INTL CORP EQUITY 680223104 579 42500 SH DEFINED 1 42500
OLD REP INTL CORP EQUITY 680223104 388 28500 SH DEFINED 2 28500
OLIN CORP EQUITY 680665205 83 4200 SH DEFINED 1 4200
OLSTEN CORP EQUITY 681385100 84 7400 SH DEFINED 1 7400
OMEGA HEALTHCARE
INVS EQUITY 681936100 5372 423400 SH DEFINED 3 315200 108200
OMEGA HEALTHCARE
INVS CORPBOND 681936AG5 8114 9435000 PRN DEFINED 4 9435000
OMNICARE INC EQUITY 681904108 102 8500 SH DEFINED 1 8500
OMNICARE INC EQUITY 681904108 812 67700 SH DEFINED 2 67700
OMNICARE INC CORPBOND 681904AD0 2025 3000000 PRN DEFINED 4 3000000
OMNICOM GROUP EQUITY 681919106 500 5000 SH DEFINED 1 5000
OMNICOM GROUP EQUITY 681919106 2020 20200 SH DEFINED 2 20200
OMNICOM GROUP CORPBOND 681919AE6 95089 29906000 PRN DEFINED 4 29906000
OMNIPOINT CORP EQUITY 68212D102 1156 9600 SH DEFINED 2 9600
ON ASSIGNMENT INC EQUITY 682159108 880 29700 SH DEFINED 2 29700
ONDISPLAY INC EQUITY 68232L100 1227 13500 SH DEFINED 2 13500
ONEOK INC EQUITY 682680103 19 750 SH DEFINED 1 750
OPEN MKT INC EQUITY 68370M100 1205 26700 SH DEFINED 2 26700
OPN JT STK CO-VIMPEL
COMMS EQUITY 68370R109 377 8438 SH DEFINED 1 8438
OPTICAL COATING LAB EQUITY 683829105 1115 3800 SH DEFINED 2 3800
</TABLE>
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<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ORACLE CORP EQUITY 68389X105 31111 277625 SH DEFINED 1 277625
ORACLE CORP EQUITY 68389X105 3718 33200 SH DEFINED 2 33200
ORBOTECH LTD EQUITY M75253100 1337 17250 SH DEFINED 2 17250
OREGON STL MLS INC EQUITY 686079104 16 2000 SH DEFINED 1 2000
ORTHODONTIC CTRS
AMER EQUITY 68750P103 787 65900 SH DEFINED 2 65900
OSHKOSH TRUCK CORP EQUITY 688239201 2962 101100 SH DEFINED 2 101100
OUTBACK STEAKHOUSE EQUITY 689899102 174 6700 SH DEFINED 1 6700
OUTBACK STEAKHOUSE EQUITY 689899102 1149 44300 SH DEFINED 2 44300
OVERSEAS SHIPHLDG EQUITY 690368105 46 3100 SH DEFINED 1 3100
OWENS CORNING EQUITY 69073F103 35 1800 SH DEFINED 1 1800
OWENS ILLINOIS INC EQUITY 690768403 113 4500 SH DEFINED 1 4500
OXFORD HEALTH PLANS EQUITY 691471106 94 7400 SH DEFINED 1 7400
P COM INC EQUITY 693262107 840 95000 SH DEFINED 2 95000
P G & E CORP EQUITY 69331C108 357 17400 SH DEFINED 1 17400
P J AMER INC EQUITY 72585Q104 3395 219000 SH DEFINED 3 219000
P P & L RES INC EQUITY 693499105 112 4900 SH DEFINED 1 4900
PACCAR INC EQUITY 693718108 102 2300 SH DEFINED 1 2300
PACIFIC CENTURY FINL EQUITY 694058108 133 7100 SH DEFINED 1 7100
PACIFIC CENTURY FINL EQUITY 616400909 137 59000 SH DEFINED 2 59000
PACIFICARE HEALTH
SYS EQUITY 695112102 228 4304 SH DEFINED 1 4304
PACKETEER INC EQUITY 695210104 2663 37500 SH DEFINED 3 37500
PACTIV CORP EQUITY 695257105 62 5800 SH DEFINED 1 5800
PAINE WEBBER GROUP EQUITY 695629105 179 4600 SH DEFINED 1 4600
PAINE WEBBER GROUP EQUITY 695629105 3105 80000 SH DEFINED 2 80000
PALL CORP EQUITY 696429307 86 4000 SH DEFINED 1 4000
PANAMERICAN BEVRGS EQUITY P74823108 179 8700 SH DEFINED 1 8700
PANAMSAT CORP NEW EQUITY 697933109 2933 49400 SH DEFINED 2 49400
PANTRY INC EQUITY 698657103 1300 92000 SH DEFINED 3 92000
PAPA JOHN'S INTL INC EQUITY 698813102 68 2600 SH DEFINED 1 2600
PARAMETRIC TECHNLGY EQUITY 699173100 238 8800 SH DEFINED 1 8800
PARAMETRIC TECHNLGY EQUITY 699173100 1574 58300 SH DEFINED 2 58300
PAREXEL INTL CORP EQUITY 699462107 191 16200 SH DEFINED 2 16200
PARK PL ENTMT CORP EQUITY 700690100 1884 150700 SH DEFINED 2 150700
PARK PLACE ENTMT EQUITY 700690100 354 28300 SH DEFINED 1 28300
PARKER HANNIFAN EQUITY 701094104 187 3650 SH DEFINED 1 3650
PARKWAY PPTYS INC EQUITY 70159Q104 144 5000 SH DEFINED 2 5000
PARTNER COMM EQUITY 70211M109 250 9680 SH DEFINED 2 9680
PATINA OIL & GAS EQUITY 703224113 42 67200 SH DEFINED 4 67200
PATTERSON ENERGY EQUITY 703414102 597 46000 SH DEFINED 2 46000
PAYCHEX INC EQUITY 704326107 322 8050 SH DEFINED 1 8050
PAYCHEX INC EQUITY 704326107 419 10500 SH DEFINED 2 10500
PAYCHEX INC EQUITY 704326107 74758 1868943 SH DEFINED 3 1795545 73398
PAYLESS SHOESOURCE EQUITY 704379106 141 3000 SH DEFINED 1 3000
PAYLESS SHOESOURCE EQUITY 704379106 470 10000 SH DEFINED 2 10000
PE CORP EQUITY 69332S102 397 3300 SH DEFINED 1 3300
PECO ENERGY CO EQUITY 693304107 243 7000 SH DEFINED 1 7000
PECO ENERGY CO EQUITY 693304107 3597 103500 SH DEFINED 2 103500
PENN TRAFFIC CO EQUITY 707832119 18 11300 SH DEFINED 4 11300
PENN TREATY AMERN CORPBOND 707874AC7 1918 2500000 PRN DEFINED 4 2500000
PENNEY J C INC EQUITY 708160106 207 10400 SH DEFINED 1 10400
PENNEY J C INC EQUITY 708160106 138 6900 SH DEFINED 2 6900
PENNZOIL QUAKER ST EQUITY 709323109 142 13900 SH DEFINED 2 13900
</TABLE>
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<PAGE> 36
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PENTAIR INC EQUITY 709631105 169 4400 SH DEFINED 1 4400
PENTAIR INC EQUITY 709631105 466 12100 SH DEFINED 2 12100
PENZOIL-QUAKER STATE EQUITY 709323109 71 6999 SH DEFINED 1 6999
PEOPLES ENERGY EQUITY 711030106 40 1200 SH DEFINED 1 1200
PEOPLES HERITAGE
FINL GRP EQUITY 711147108 375 25000 SH DEFINED 2 25000
PEOPLESOFT INC EQUITY 712713106 168 7900 SH DEFINED 1 7900
PEP BOYS MANNY MOE
& JACK EQUITY 713278109 18 2000 SH DEFINED 1 2000
PEP BOYS MANNY MOE
& JACK CORPBOND 713278AJ8 530 1000000 PRN DEFINED 4 1000000
PEPSICO INC EQUITY 713448108 1805 51200 SH DEFINED 1 51200
PEPSICO INC EQUITY 713448108 455 12900 SH DEFINED 2 12900
PEPSI-GEMEX S A
DE CV EQUITY 713435105 799 124100 SH DEFINED 1 124100
PEREGRINE INVMTNT EQUITY 668293905 90 91000 SH DEFINED 2 91000
PEREGRINE SYS INC EQUITY 71366Q101 2066 24600 SH DEFINED 2 24600
PERFICIENT INC EQUITY 71375U101 350 27600 SH DEFINED 2 27600
PERICOM
SEMICONDUCTOR EQUITY 713831105 1315 50000 SH DEFINED 2 50000
PERKINELMER INC EQUITY 714046109 54 1300 SH DEFINED 1 1300
PERRIGO CO EQUITY 714290103 53 6600 SH DEFINED 1 6600
PERRIGO CO EQUITY 714290103 230 28800 SH DEFINED 2 28800
PERUSAHHAN PERS
INDO SAT EQUITY 715680104 456 21100 SH DEFINED 1 21100
PETROLEUM GEO SVCS
AS EQUITY 716597109 1026 57600 SH DEFINED 2 57600
PETSMART INC CORPBOND 716768AB2 2133 2650000 PRN DEFINED 4 2650000
PFIZER INC EQUITY 717081103 4616 142300 SH DEFINED 1 142300
PFIZER INC EQUITY 717081103 8997 277350 SH DEFINED 2 277350
PFSWEB INC EQUITY 717098107 38 1000 SH DEFINED 1 1000
PHARMACIA & UPJOHN EQUITY 716941109 6255 139000 SH DEFINED 1 139000
PHARMACIA & UPJOHN EQUITY 716941109 378 8400 SH DEFINED 2 8400
PHELPS DODGE CORP EQUITY 717265102 15084 223880 SH DEFINED 1 223880
PHELPS DODGE CORP EQUITY 717265102 168 2500 SH DEFINED 2 2500
PHILIP MORRIS COS EQUITY 718154107 1863 81000 SH DEFINED 1 81000
PHILIP MORRIS COS EQUITY 718154107 5199 224211 SH DEFINED 2 224211
PHILIPPINE LNG
DISTANCE TEL EQUITY 718252703 40767 856000 SH DEFINED 4 856000
PHILIPS INTL RLTY
CORP EQUITY 718333107 3593 218600 SH DEFINED 3 184800 33800
PHILLIPS PETE CO EQUITY 718507106 8126 172900 SH DEFINED 1 172900
PHOENIX INVT
PARTNERS CORPBOND 719085AA0 6460 5869000 PRN DEFINED 4 5869000
PHONE COM INC EQUITY 71920Q100 1570 13540 SH DEFINED 2 13540
PIER 1 IMPORTS INC EQUITY 720279108 412 64600 SH DEFINED 2 64600
PIERCE LEAHY CORP EQUITY 720722107 1298 30000 SH DEFINED 3 30000
PINNACLE HLDGS INC EQUITY 72346N101 345 8100 SH DEFINED 2 8100
PINNACLE HLDGS INC EQUITY 72346N101 848 20000 SH DEFINED 3 16900 3100
PINNACLE WEST CAP EQUITY 723484101 86 2800 SH DEFINED 1 2800
PINNACLE WEST CAP EQUITY 723484101 217 7100 SH DEFINED 2 7100
PIONEER NATURAL RES EQUITY 723787107 82 9200 SH DEFINED 1 9200
PITNEY BOWES INC EQUITY 724479100 454 9400 SH DEFINED 1 9400
PITNEY BOWES INC EQUITY 724479100 4967 102802 SH DEFINED 2 102802
PITTSTON BRINKS
GROUP EQUITY 725701106 106 4800 SH DEFINED 2 4800
PITTSTON CO EQUITY 725701106 84 3800 SH DEFINED 1 3800
PITTSTON CO EQUITY 725701882 86 8100 SH DEFINED 2 8100
PITTWAY CORP DEL EQUITY 725790208 1766 39400 SH DEFINED 2 39400
PLACER DOME INC EQUITY 725906101 102 9500 SH DEFINED 1 9500
PLUM CREEK TIMBER EQUITY 729251108 313 12500 SH DEFINED 2 12500
PLUM CREEK TIMBER EQUITY 729251108 1350 54000 SH DEFINED 3 45900 8100
PMC-SIERRA INC EQUITY 69344F106 1491 9300 SH DEFINED 2 9300
</TABLE>
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<PAGE> 37
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PMI GROUP INC EQUITY 69344M101 234 4800 SH DEFINED 1 4800
PMI GROUP INC EQUITY 69344M101 38364 785950 SH DEFINED 3 767350 18600
PNC FINANCIAL CORP EQUITY 693475105 472 10600 SH DEFINED 1 10600
POGO PRODUCING CO EQUITY 730448107 35481 1741400 SH DEFINED 3 1704700 36700
POHANG IRON & STL
LTD EQUITY 730450103 1225 35000 SH DEFINED 1 35000
POHANG IRON & STL
LTD EQUITY 730450103 233 6651 SH DEFINED 2 6651
POLARIS INDS INC EQUITY 731068102 127 3500 SH DEFINED 2 3500
POLAROID CORP EQUITY 731095105 28 1500 SH DEFINED 1 1500
POLAROID CORP EQUITY 731095105 117 6200 SH DEFINED 2 6200
POLICY MGMT SYS CORP EQUITY 731108106 82 3200 SH DEFINED 1 3200
POLYCOM INC EQUITY 73172K104 191 3000 SH DEFINED 1 3000
POLYCOM INC EQUITY 73172K104 1465 23000 SH DEFINED 2 23000
PORTAL SOFTWARE INC EQUITY 736126103 338 3300 SH DEFINED 2 3300
POST PPTYS INC EQUITY 737464107 16226 424200 SH DEFINED 3 376900 47300
POST PPTYS INC EQUITY 737464107 3863 101000 SH DEFINED 1 101000
POTLATCH CORP EQUITY 737628107 36 800 SH DEFINED 1 800
POTLATCH CORP EQUITY 737628107 482 10800 SH DEFINED 2 10800
POTOMAC ELEC PWR CO EQUITY 737679100 248 10800 SH DEFINED 1 10800
POWER INTERIGATIONS EQUITY 739276103 33 678 SH DEFINED 1 678
POWERWAVE TECHNLGS EQUITY 739363109 5100 87400 SH DEFINED 2 87400
POWERWAVE TECHNLGS EQUITY 739363109 21686 371500 SH DEFINED 3 363400 8100
PPG INDUSTRIES INC EQUITY 693506107 388 6200 SH DEFINED 1 6200
PRAXAIR INC EQUITY 74005P104 16598 329900 SH DEFINED 1 329900
PRAXAIR INC EQUITY 74005P104 1223 24300 SH DEFINED 2 24300
PRECISION CASTPARTS EQUITY 740189105 60 2300 SH DEFINED 1 2300
PRECISION CASTPARTS EQUITY 740189105 129 4900 SH DEFINED 2 4900
PRECISION DRILLING EQUITY 74022D100 4819 187600 SH DEFINED 2 187600
PREMIER PARKS INC EQUITY 740540208 208 7200 SH DEFINED 1 7200
PREMIER PKS INC EQUITY 740540208 962 33300 SH DEFINED 2 33300
PRENTISS PPTYS TR EQUITY 740706106 315 15000 SH DEFINED 2 15000
PRENTISS PPTYS TR EQUITY 740706106 1135 53100 SH DEFINED 3 53100
PREVIEW SYSTEMS INC EQUITY 741379101 32 500 SH DEFINED 1 500
PRICE T ROWE & ASSCS EQUITY 741477103 126 3400 SH DEFINED 1 3400
PRIME HOSPITALITY EQUITY 741917108 85 9600 SH DEFINED 2 9600
PRIMUS KNOWLDG
SOLUTIONS EQUITY 74163Q100 371 8200 SH DEFINED 2 8200
PRIMUS TELECOMMNS EQUITY 741929103 2869 75000 SH DEFINED 1 75000
PRINCETON VIDEO
IMAGE EQUITY 742476104 600 75000 SH DEFINED 1 75000
PROCTER & GAMBLE CO EQUITY 742718109 23430 213850 SH DEFINED 1 213850
PROCTER & GAMBLE CO EQUITY 742718109 1326 12100 SH DEFINED 2 12100
PROFESSIONAL
DETAILING EQUITY 74312N107 787 26300 SH DEFINED 2 26300
PROFESSIONAL
DETAILING EQUITY 74312N107 9963 332800 SH DEFINED 3 332800
PROFIT RECVRY GRP
INTL EQUITY 743168106 38157 1436499 SH DEFINED 3 1404549 31950
PROGRESSIVE CORP EQUITY 743315103 2415 33020 SH DEFINED 1 33020
PROGRESSIVE CORP EQUITY 743315103 1236 16900 SH DEFINED 2 16900
PROJECT SOFTWARE &
DEV EQUITY 74339P101 5821 105000 SH DEFINED 2 105000
PROLOGIS TR EQUITY 743410300 18732 759000 SH DEFINED 4 759000
PROLOGIS TR EQUITY 743410102 26725 1388320 SH DEFINED 3 1181510 206810
PROTECTIVE LIFE CORP EQUITY 743674103 191 6000 SH DEFINED 1 6000
PROTECTIVE LIFE CORP EQUITY 743674103 350 11000 SH DEFINED 2 11000
PROVIDENT FINL GRP EQUITY 743866105 144 4000 SH DEFINED 1 4000
PROVIDIAN FINL CORP EQUITY 74406A102 1279 14050 SH DEFINED 1 14050
PROVIDIAN FINL CORP EQUITY 74406A102 2040 22400 SH DEFINED 2 22400
</TABLE>
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<PAGE> 38
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROXICOM INC EQUITY 744282104 36237 291500 SH DEFINED 3 286800 4700
PROXIM INC EQUITY 744284100 7280 66200 SH DEFINED 2 66200
PS BUSINESS PKS INC EQUITY 69360J107 1768 77700 SH DEFINED 3 65800 11900
PSINET INC EQUITY 74437C101 976 15800 SH DEFINED 2 15800
PSINET INC EQUITY 74437C309 2627 45000 SH DEFINED 1 45000
PSS WORLD MEDICAL
INC EQUITY 69366A100 56 5900 SH DEFINED 1 5900
PSW TECHNOLOGIES INC EQUITY 69364J103 1756 88100 SH DEFINED 3 88100
PUBLIC STORAGE INC EQUITY 74460D109 86 3800 SH DEFINED 2 3800
PUBLIC STORAGE INC EQUITY 74460D109 25218 1111558 SH DEFINED 3 946274 165284
PUBLIC SVC
ENTERPRISE GRP EQUITY 744573106 268 7700 SH DEFINED 1 7700
PUGET SOUND PWR &
LT C EQUITY 745332106 147 7600 SH DEFINED 1 7600
PULITZER INC EQUITY 745769109 109 2700 SH DEFINED 2 2700
PULTE CORP EQUITY 745867101 32 1400 SH DEFINED 1 1400
PULTE CORP EQUITY 745867101 338 15000 SH DEFINED 2 15000
PUMA TECHNOLOGY INC EQUITY 745887109 1698 13000 SH DEFINED 2 13000
QLOGIC CORP EQUITY 747277101 544 3400 SH DEFINED 1 3400
QLOGIC CORP EQUITY 747277101 3229 20200 SH DEFINED 2 20200
QLT
PHOTOTHERAPEUTICS EQUITY 746927102 7277 124000 SH DEFINED 2 124000
QRS CORP EQUITY 74726X105 2552 24300 SH DEFINED 2 24300
QUADRAMED CORP CORPBOND 74730WAC5 507 1041000 PRN DEFINED 4 1041000
QUAKER OATS CO EQUITY 747402105 295 4500 SH DEFINED 1 4500
QUALCOMM INC EQUITY 747525103 3311 18800 SH DEFINED 1 18800
QUALCOMM INC EQUITY 747525103 60735 344928 SH DEFINED 2 344928
QUANTUM CORP EQUITY 747906204 233 15400 SH DEFINED 1 15400
QUANTUM CORP EQUITY 747906204 416 27500 SH DEFINED 2 27500
QUANTUM CORP EQUITY 747906303 136 19600 SH DEFINED 2 19600
QUANTUM CORP CORPBOND 747906AC9 225 3000 PRN DEFINED 1 3000
QUESTAR CORP EQUITY 748356102 321 21400 SH DEFINED 1 21400
QUESTRON TECHNOLOGY EQUITY 748372117 60 30100 SH DEFINED 4 30100
QUINENCO S A EQUITY 748718103 312 28000 SH DEFINED 1 28000
QUINTILES TRANSNATL EQUITY 748767100 67 3600 SH DEFINED 1 3600
QUINTUS CORP EQUITY 748798105 46 1000 SH DEFINED 1 1000
QUINTUS CORP EQUITY 748798105 1147 25000 SH DEFINED 3 25000
QUORUM HEALTH GRP EQUITY 749084109 57 6100 SH DEFINED 1 6100
QUOTESMITH.COM INC EQUITY 749117107 324 28500 SH DEFINED 1 28500
QWEST COMMS INTL EQUITY 749121109 6164 143435 SH DEFINED 2 143435
R & B FALCON CORP EQUITY 74912E101 861 65000 SH DEFINED 2 65000
RPM INC OHIO EQUITY 749685103 604 59300 SH DEFINED 2 59300
RADIAN GROUP INC EQUITY 750236101 530 11099 SH DEFINED 2 11099
RADIAN GROUP INC EQUITY 750236101 45792 959000 SH DEFINED 3 936000 23000
RADIO ONE INC EQUITY 75040P108 24785 269400 SH DEFINED 3 263200 6200
RADIO UNICA COMMS EQUITY 75040Q106 956 33100 SH DEFINED 2 33100
RADIO UNICA COMMS EQUITY 75040Q106 2166 75000 SH DEFINED 3 75000
RADWARE LTD EQUITY M81873107 786 18600 SH DEFINED 2 18600
RALCORP HLDGS INC EQUITY 751028101 175 8800 SH DEFINED 2 8800
RALSTON PURINA CO EQUITY 751277401 1280 35000 SH DEFINED 2 35000
RALSTON PURINA GRP EQUITY 751277302 293 10500 SH DEFINED 1 10500
RATIONAL SOFTWARE EQUITY 75409P202 403 8200 SH DEFINED 1 8200
RATIONAL SOFTWARE EQUITY 75409P202 766 15600 SH DEFINED 2 15600
RAVISENT
TECHNOLOGIES EQUITY 754440105 170 11217 SH DEFINED 1 11217
RAYMOND JAMES FINL EQUITY 754730109 1067 57100 SH DEFINED 2 57100
RAYONIER INC EQUITY 754907103 121 2500 SH DEFINED 1 2500
</TABLE>
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<PAGE> 39
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RAYONIER INC EQUITY 754907103 314 6500 SH DEFINED 2 6500
RAYTHEON CO EQUITY 755111408 279 10500 SH DEFINED 1 10500
RAYTHEON CO EQUITY 755111408 4740 178449 SH DEFINED 2 178449
RAZORFISH INC EQUITY 755236106 25503 268100 SH DEFINED 3 262000 6100
READERS DIGEST ASSN EQUITY 755267101 720 24600 SH DEFINED 1 24600
READERS DIGEST ASSN EQUITY 755267101 351 12000 SH DEFINED 2 12000
REAL NETWORKS INC EQUITY 75605L104 3922 32600 SH DEFINED 2 32600
RECKSON ASSOCS RLTY EQUITY 75621K106 13565 661700 SH DEFINED 3 569600 92100
RECKSON ASSOCS RLTY EQUITY 75621K205 11206 567400 SH DEFINED 4 567400
RED HAT INC EQUITY 756577102 106 500 SH DEFINED 1 500
REEBOK INTL LTD EQUITY 758110100 16 2000 SH DEFINED 1 2000
REGAL BELOIT CORP EQUITY 758750103 149 7200 SH DEFINED 2 7200
REGENCY RLTY CORP EQUITY 758939102 5052 252600 SH DEFINED 3 214400 38200
REGIONS FINL CORP EQUITY 758940100 181 7200 SH DEFINED 1 7200
REGIS CORP MINN EQUITY 758932107 20997 1112450 SH DEFINED 3 1092150 20300
REINSURANCE GRP AMER EQUITY 759351109 1320 47551 SH DEFINED 2 47551
RELIANT ENERGY INC EQUITY 75952J108 241 10523 SH DEFINED 1 10523
RELIASTAR FINL EQUITY 75952U103 314 8000 SH DEFINED 1 8000
REMEC INC EQUITY 759543101 280 11000 SH DEFINED 2 11000
REMEDY CORP EQUITY 759548100 934 19700 SH DEFINED 2 19700
RENAISSANCE RE HLDGS EQUITY G7496G103 82 2000 SH DEFINED 2 2000
RENT WAY INC CORPBOND 76009UAB0 8992 5894000 PRN DEFINED 4 5894000
REPUBLIC NEW YORK EQUITY 760719104 274 3800 SH DEFINED 1 3800
REPUBLIC SEC FINL EQUITY 760758102 163 22900 SH DEFINED 2 22900
REPUBLIC SVCS INC EQUITY 760759100 436 30300 SH DEFINED 2 30300
RES-CARE INC CORPBOND 760943AC4 2203 2711000 PRN DEFINED 4 2711000
REYNOLDS & REYNOLDS EQUITY 761695105 158 7000 SH DEFINED 1 7000
REYNOLDS METALS CO EQUITY 761763101 169 2200 SH DEFINED 1 2200
REYNOLDS METALS CO EQUITY 761763101 575 7500 SH DEFINED 2 7500
REYNOLDS R J TOB
HLDGS EQUITY 76182K105 176 10002 SH DEFINED 1 10002
RF MICRO DEVICES INC EQUITY 749941100 607 8900 SH DEFINED 2 8900
RH DONNELLEY CORP EQUITY 74955W307 87 4600 SH DEFINED 2 4600
RHYTHMS
NETCONNECTIONS EQUITY 762430205 1798 58000 SH DEFINED 2 58000
RITE AID CORP EQUITY 767754104 92 8300 SH DEFINED 1 8300
RITEK CORP EQUITY 767767205 111 9610 SH DEFINED 2 9610
RIVERVIEW BANCORP
INC EQUITY 769397100 100 10000 SH DEFINED 2 10000
RIVIERA HLDGS CORP EQUITY 769627100 4182 675920 SH DEFINED 1 675920
ROBBINS & MEYERS INC CORPBOND 770196AA1 2258 2342000 PRN DEFINED 4 2342000
ROBERT HALF INTL INC EQUITY 770323103 243 8500 SH DEFINED 1 8500
ROBERT HALF INTL INC EQUITY 770323103 180 6300 SH DEFINED 2 6300
ROCKWELL INTL CORP EQUITY 773903109 330 6900 SH DEFINED 1 6900
ROGERS COMMS EQUITY 775109200 233 9400 SH DEFINED 2 9400
ROGERS COMMS CORPBOND 775109AE1 5391 6250000 PRN DEFINED 4 6250000
ROHM & HAAS CO EQUITY 775371107 309 7600 SH DEFINED 1 7600
ROLLINS INC EQUITY 775711104 45 3000 SH DEFINED 1 3000
ROMAC INTL INC EQUITY 775835101 289 21500 SH DEFINED 2 21500
ROPER INDS EQUITY 776696106 155 4100 SH DEFINED 2 4100
ROSS STORES INC EQUITY 778296103 147 8200 SH DEFINED 1 8200
ROSS STORES INC EQUITY 778296103 24381 1359200 SH DEFINED 3 1319900 39300
ROUSE CO EQUITY 779273309 13 400 SH DEFINED 2 400
ROUSE CO EQUITY 779273309 11425 347525 SH DEFINED 4 347525
ROUSE CO EQUITY 779273101 4 200 SH DEFINED 2 200
</TABLE>
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<PAGE> 40
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROUSE CO EQUITY 779273101 10442 491400 SH DEFINED 3 417300 74100
ROWAN COS INC EQUITY 779382100 54 2500 SH DEFINED 1 2500
ROWAN COS INC EQUITY 779382100 1143 52700 SH DEFINED 2 52700
ROYAL BK CDA MONTRL
QUE EQUITY 780087953 28 640 SH DEFINED 2 640
ROYAL CARIBBEAN
CRUISES EQUITY V7780T103 1253 25400 SH DEFINED 2 25400
ROYAL CARIBBEAN
CRUISES EQUITY V7780T111 46312 322435 SH DEFINED 4 322435
ROYAL DUTCH PETE EQUITY 780257804 4282 70700 SH DEFINED 1 70700
ROYAL DUTCH PETE EQUITY 780257804 8830 146100 SH DEFINED 2 146100
RPM INC OHIO EQUITY 749685103 99 9700 SH DEFINED 1 9700
RUDDICK CORP EQUITY 781258108 64 4100 SH DEFINED 1 4100
RUDDICK CORP EQUITY 781258108 59 3800 SH DEFINED 2 3800
RUSSELL CORP EQUITY 782352108 20 1200 SH DEFINED 1 1200
RYANS FAMILY STK
HOUSES EQUITY 783519101 41 4800 SH DEFINED 2 4800
RYDER SYSTEMS INC EQUITY 783549108 56 2300 SH DEFINED 1 2300
RYERSON TULL INC EQUITY 78375P107 37 1900 SH DEFINED 1 1900
S3 INC EQUITY 784849101 15367 1329000 SH DEFINED 3 1329000
S3 INC CORPBOND 784849AC5 372 400000 PRN DEFINED 3 400000
SABA PETE CO CORPBOND 785152AA7 1478 1739000 PRN DEFINED 4 1739000
SAFECO CORP EQUITY 786429100 127 5100 SH DEFINED 1 5100
SAFEGUARD
SCIENTIFICS EQUITY 786449108 1734 10700 SH DEFINED 2 10700
SAFEWAY INC EQUITY 786514208 547 15300 SH DEFINED 1 15300
SAGA SYS INC EQUITY 786610105 945 47400 SH DEFINED 2 47400
SAKS INC EQUITY 79377W108 210 13500 SH DEFINED 1 13500
SANMINA CORP EQUITY 800907107 539 5400 SH DEFINED 1 5400
SANMINA CORP EQUITY 800907107 676 6800 SH DEFINED 2 6800
SANTA FE SNYDER CORP EQUITY 80218K105 129 16100 SH DEFINED 1 16100
SAP
AKTIENGESELLS CHAFT EQUITY 803054204 968 18600 SH DEFINED 2 18600
SAPIENT CORP EQUITY 803062108 1113 7900 SH DEFINED 2 7900
SARA LEE CORP EQUITY 803111103 655 29700 SH DEFINED 1 29700
SARA LEE CORP EQUITY 803111103 221 10000 SH DEFINED 2 10000
SBA COMMUNICATIONS EQUITY 78388J106 9401 501400 SH DEFINED 3 501400
SBC COMMUNICATIONS EQUITY 78387G103 23297 477894 SH DEFINED 1 477894
SBC COMMUNICATIONS EQUITY 78387G103 6144 126036 SH DEFINED 2 126036
SCANA CORP EQUITY 805898103 258 9600 SH DEFINED 1 9600
SCANA CORP EQUITY 805898103 1150 42800 SH DEFINED 2 42800
SCHERING PLOUGH EQUITY 806605101 15368 362660 SH DEFINED 1 362660
SCHERING PLOUGH EQUITY 806605101 7830 185595 SH DEFINED 2 185595
SCHLUMBERGER LTD EQUITY 806857108 17407 310150 SH DEFINED 1 310150
SCHLUMBERGER LTD EQUITY 806857108 13015 231380 SH DEFINED 2 231380
SCHOLASTIC CORP EQUITY 807066105 87 1400 SH DEFINED 1 1400
SCHULMAN A INC EQUITY 808194104 54 3300 SH DEFINED 1 3300
SCHULMAN A INC EQUITY 808194104 465 28600 SH DEFINED 2 28600
SCHWAB CHARLES EQUITY 808513105 995 26000 SH DEFINED 1 26000
SCHWAB CHARLES EQUITY 808513105 904 23550 SH DEFINED 2 23550
SCI SYS INC EQUITY 783890106 551 6700 SH DEFINED 1 6700
SCI SYS INC EQUITY 783890106 921 11200 SH DEFINED 2 11200
SCIENT CORP EQUITY 80864H109 35 400 SH DEFINED 2 400
SCIENTIFIC ATLANTA EQUITY 808655104 134 2400 SH DEFINED 1 2400
SCIENTIFIC ATLANTA EQUITY 808655104 1107 19900 SH DEFINED 2 19900
SCIENTIFIC ATLANTA EQUITY 808655104 13477 241200 SH DEFINED 3 217400 23800
SCIENTIFIC LEARNING EQUITY 808760102 2738 75000 SH DEFINED 3 75000
SDL INC EQUITY 784076101 18770 86100 SH DEFINED 3 84300 1800
</TABLE>
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<PAGE> 41
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SDL INC EQUITY 784076101 654 3000 SH DEFINED 2 3000
SEACOAST FINL SVCS EQUITY 81170Q106 201 20000 SH DEFINED 2 20000
SEACOR SMIT INC CORPBOND 811904AE1 2320 2449000 PRN DEFINED 4 2449000
SEAGATE TECHNOLOGY EQUITY 811804103 340 7300 SH DEFINED 1 7300
SEAGRAM CO LTD EQUITY 811850205 3375 75000 SH DEFINED 1 75000
SEAGRAM CO LTD EQUITY 811850106 577 12900 SH DEFINED 1 12900
SEAGRAM JOSEPH E &
SONS CORPBOND 811845AH9 214 262000 PRN DEFINED 4 262000
SEALED AIR CORP EQUITY 81211K100 101 1957 SH DEFINED 1 1957
SEALED AIR CORP EQUITY 81211K100 1057 20400 SH DEFINED 2 20400
SEALED AIR CORP EQUITY 81211K209 15705 314100 SH DEFINED 4 314100
SEARS ROEBUCK & CO EQUITY 812387108 395 13000 SH DEFINED 1 13000
SEARS ROEBUCK & CO EQUITY 812387108 435 14300 SH DEFINED 2 14300
SEMPRA ENERGY EQUITY 816851109 123 7053 SH DEFINED 1 7053
SENSORMATIC ELECTRS EQUITY 817265101 113 6500 SH DEFINED 1 6500
SENSORMATIC ELECTRS EQUITY 817265101 106 6100 SH DEFINED 2 6100
SENSORMATIC ELECTRS EQUITY 817265200 2818 110500 SH DEFINED 4 110500
SENSORMATIC ELECTRS EQUITY 817265804 536 22000 SH DEFINED 1 22000
SEPRACOR INC EQUITY 817315104 307 3100 SH DEFINED 1 3100
SEPRACOR INC EQUITY 817315104 327 3300 SH DEFINED 2 3300
SEPRACOR INC CORPBOND 817315AC8 544 250000 PRN DEFINED 4 250000
SEPRACOR INC CORPBOND 817315AE4 36214 16639000 PRN DEFINED 4 16639000
SEQUA CORP EQUITY 817320104 54 1000 SH DEFINED 1 1000
SERVICE CORP INTL EQUITY 817565104 59 8500 SH DEFINED 1 8500
SFX ENTMT INC EQUITY 784178105 62110 1716350 SH DEFINED 3 1656350 60000
SHARED MED SYS CORP EQUITY 819486101 46 900 SH DEFINED 1 900
SHAW INDUSTRIES INC EQUITY 820286102 197 12700 SH DEFINED 1 12700
SHELL TRANS & TRADG EQUITY 822703609 404 8200 SH DEFINED 2 8200
SHERWIN WILLIAMS CO EQUITY 824348106 120 5700 SH DEFINED 1 5700
SHERWIN WILLIAMS CO EQUITY 824348106 4571 217653 SH DEFINED 2 217653
SHERWOOD BRANDS EQUITY 82437L112 3 12300 SH DEFINED 4 12300
SHIRE PHARMS GRP EQUITY 82481R106 323 11200 SH DEFINED 2 11200
SHOPKO STORES INC EQUITY 824911101 331 14400 SH DEFINED 2 14400
SIEBEL SYS INC EQUITY 826170102 1445 17200 SH DEFINED 1 17200
SIEBEL SYS INC EQUITY 826170102 3247 38600 SH DEFINED 2 38600
SIEBEL SYS INC CORPBOND 826170AA0 532 2750 PRN DEFINED 1 2750
SIERRA HEALTH SVCS EQUITY 826322109 5 700 SH DEFINED 2 700
SIERRA PAC RES EQUITY 826428104 118 6800 SH DEFINED 1 6800
SIERRA PAC RES EQUITY 826428104 313 18067 SH DEFINED 2 18067
SIGMA ALDRICH CORP EQUITY 826552101 99 3300 SH DEFINED 1 3300
SILICON GRAPHICS INC EQUITY 827056102 58 6000 SH DEFINED 1 6000
SILICON GRAPHICS INC CORPBOND 827056AC6 410 5500 PRN DEFINED 1 5500
SIMON PPTY GROUP EQUITY 828806109 20422 890350 SH DEFINED 3 757850 132500
SIRIUS SATELLITE
RADIO EQUITY 82966U103 1316 29600 SH DEFINED 2 29600
SK TELECOM LTD EQUITY 78440P108 391 10197 SH DEFINED 2 10197
SKYMALLINC EQUITY 830859104 719 100000 SH DEFINED 2 100000
SLM HLDG CORP EQUITY 78442A109 199 4700 SH DEFINED 1 4700
SLM HLDG CORP EQUITY 78442A109 722 17100 SH DEFINED 2 17100
SMITH CORONA CORP EQUITY 831858204 1 785 SH DEFINED 1 785
SMITH INTL INC EQUITY 832110100 229 4600 SH DEFINED 1 4600
SMITH INTL INC EQUITY 832110100 5058 101800 SH DEFINED 2 101800
SMITHKLINE BEECHAM EQUITY 832378301 1160 18000 SH DEFINED 2 18000
SMUCKER JM EQUITY 832696108 53 2700 SH DEFINED 1 2700
</TABLE>
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<PAGE> 42
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SNAP-ON INC EQUITY 833034101 49 1850 SH DEFINED 1 1850
SOC QUIMICA MINERA
DE CHIL EQUITY 833635105 1822 57730 SH DEFINED 1 57730
SODEXHO MARIOTT SVCS EQUITY 833793102 108 8272 SH DEFINED 1 8272
SOLA INTL INC EQUITY 834092108 416 30000 SH DEFINED 1 30000
SOLA INTL INC EQUITY 834092108 347 25000 SH DEFINED 2 25000
SOLECTRON CORP EQUITY 834182107 803 8800 SH DEFINED 1 8800
SOLECTRON CORP EQUITY 834182107 17294 181800 SH DEFINED 2 181800
SOLUTIA INC EQUITY 834376105 161 10400 SH DEFINED 1 10400
SONIC FDRY INC EQUITY 83545R116 378 30400 SH DEFINED 4 30400
SONOCO PRODS CO EQUITY 835495102 209 9190 SH DEFINED 1 9190
SONOCO PRODS CO EQUITY 835495102 423 18600 SH DEFINED 2 18600
SONY CORP EQUITY 835699307 54245 190500 SH DEFINED 2 190500
SOTHEBYS HLDGS INC EQUITY 835898107 165 5500 SH DEFINED 1 5500
SOTHEBYS HLDGS INC EQUITY 835898107 2259 75300 SH DEFINED 2 75300
SOUTHDOWN INC EQUITY 841297104 170 3300 SH DEFINED 1 3300
SOUTHERN CO EQUITY 842587107 548 23300 SH DEFINED 1 23300
SOUTHERN CO EQUITY 842587107 150 6400 SH DEFINED 2 6400
SOUTHERN PERU COPPER EQUITY 843611104 85 5500 SH DEFINED 1 5500
SOUTHTRUST CORP EQUITY 844730101 204 5400 SH DEFINED 1 5400
SOUTHWEST AIRLS CO EQUITY 844741108 266 16525 SH DEFINED 1 16525
SOUTHWEST AIRLS CO EQUITY 844741108 430 26575 SH DEFINED 2 26575
SOUTHWEST BANCORP EQUITY 84476R109 153 7700 SH DEFINED 2 7700
SOVEREIGN BANCORP EQUITY 845905108 152 20400 SH DEFINED 1 20400
SPANISH BROADCSTNG
SYS EQUITY 846425882 5940 147900 SH DEFINED 2 147900
SPARTECH CORP EQUITY 847220209 13006 403300 SH DEFINED 3 390500 12800
SPEEDWAY MOTRSPRTS CORPBOND 847788AC0 2832 2700000 PRN DEFINED 4 2700000
SPEEDWAY MOTRSPRTS EQUITY 847788106 609 21900 SH DEFINED 2 21900
SPIEKER PPTYS INC EQUITY 848497103 3749 102900 SH DEFINED 3 88100 14800
SPINNAKER EXPL CO EQUITY 84855W109 7769 550000 SH DEFINED 3 550000
SPLASH TECHNLGY
HLDGS EQUITY 848623104 141 16000 SH DEFINED 2 16000
SPRINGS INDS INC EQUITY 851783100 28 700 SH DEFINED 1 700
SPRINT CORP EQUITY 852061100 1865 27700 SH DEFINED 1 27700
SPRINT CORP EQUITY 852061506 1399 13650 SH DEFINED 1 13650
SPRINT CORP EQUITY 852061506 51200 499515 SH DEFINED 2 499515
SPX CORP EQUITY 784635104 234 2900 SH DEFINED 1 2900
ST JUDE MEDICAL INC EQUITY 790849103 83 2700 SH DEFINED 1 2700
ST PAUL CAP LLC EQUITY 792856205 890 15045 SH DEFINED 4 15045
ST PAUL COS INC EQUITY 792860108 256 7600 SH DEFINED 1 7600
STAMPS COM INC EQUITY 852857101 4416 106100 SH DEFINED 2 106100
STANCORP FINL GRP EQUITY 852891100 154 6100 SH DEFINED 2 6100
STANDARD AUTOMOTIVE EQUITY 853097202 778 77800 SH DEFINED 4 77800
STANDARD REGISTER EQUITY 853887107 48 2500 SH DEFINED 1 2500
STANDARD REGISTER EQUITY 853887107 76 3900 SH DEFINED 2 3900
STANLEY WORKS EQUITY 854616109 277 9200 SH DEFINED 1 9200
STAPLES INC EQUITY 855030102 304 14650 SH DEFINED 1 14650
STAPLES INC EQUITY 855030102 512 24820 SH DEFINED 2 24820
STARBUCKS CORP EQUITY 855244109 405 16700 SH DEFINED 1 16700
STARMEDIA NETWORK EQUITY 855546107 401 10000 SH DEFINED 1 10000
STATE STREET CORP EQUITY 857477103 358 4900 SH DEFINED 1 4900
STATE STREET CORP EQUITY 857477103 321 4400 SH DEFINED 2 4400
STATEN IS BANCORP EQUITY 857550107 119 6600 SH DEFINED 2 6600
STEINWAY MUSCL
INSTRS EQUITY 858495104 36473 1801131 SH DEFINED 1 1801131
</TABLE>
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<PAGE> 43
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STERIS CORP EQUITY 859152100 60 5900 SH DEFINED 1 5900
STERIS CORP EQUITY 859152100 196 18960 SH DEFINED 2 18960
STERLING COMMERCE EQUITY 859205106 286 8400 SH DEFINED 1 8400
STERLING SOFTWARE EQUITY 859547101 246 7800 SH DEFINED 1 7800
STEWART & STEVENSON EQUITY 860342104 34 2900 SH DEFINED 1 2900
STEWART & STEVENSON EQUITY 860342104 176 14930 SH DEFINED 2 14930
STEWART ENETERPRISES EQUITY 860370105 47 9800 SH DEFINED 1 9800
STEWART INFORMTN
SVCS EQUITY 860372101 499 37500 SH DEFINED 2 37500
STMICROELECTRONICS EQUITY 861012102 2900 19150 SH DEFINED 1 19150
STMICROELECTRONICS EQUITY 861012102 1199 7920 SH DEFINED 2 7920
STMICROELECTRONICS CORPBOND 861012AA0 167088 61625000 PRN DEFINED 4 61625000
STORAGE TECHNOLOGY EQUITY 862111200 173 9400 SH DEFINED 1 9400
STORAGE TECHNOLOGY EQUITY 862111200 87 4700 SH DEFINED 2 4700
STORAGE USA INC EQUITY 861907103 2420 80000 SH DEFINED 1 80000
STORAGE USA INC EQUITY 861907103 11613 383900 SH DEFINED 3 379700 4200
STRIDE RITE CORP EQUITY 863314100 408 62700 SH DEFINED 4 62700
STRUCTURAL DYNMCS
RESH EQUITY 863555108 37 2900 SH DEFINED 1 2900
STRUCTURAL DYNMCS
RESH EQUITY 863555108 228 17870 SH DEFINED 2 17870
STRYKER CORP EQUITY 863667101 634 9100 SH DEFINED 1 9100
STUDENT LN CORP EQUITY 863902102 1157 23200 SH DEFINED 2 23200
SUIZA FOODS CORP EQUITY 865077101 127 3200 SH DEFINED 1 3200
SUMMIT BANCORP EQUITY 866005101 153 5000 SH DEFINED 1 5000
SUMMIT BANCORP EQUITY 866005101 7868 256900 SH DEFINED 2 256900
SUMMIT PPTYS INC EQUITY 866239106 358 20000 SH DEFINED 2 20000
SUMMIT PPTYS INC EQUITY 866239106 316 17700 SH DEFINED 3 17700
SUN COMMUNITIES INC EQUITY 866674104 3856 119800 SH DEFINED 3 106600 13200
SUN HEALTHCARE GRP CORPBOND 866933AA2 1546000 PRN DEFINED 4 1546000
SUN INC CORPBOND 866762AG2 489 534000 PRN DEFINED 4 534000
SUN MICROSYSTEMS EQUITY 866810104 14016 181000 SH DEFINED 1 181000
SUN MICROSYSTEMS EQUITY 866810104 3959 51162 SH DEFINED 2 51162
SUNBEAM CORP CORPBOND 867071AA0 1233 7958000 PRN DEFINED 4 7958000
SUNGARD DATA SYS EQUITY 867363103 259 10900 SH DEFINED 1 10900
SUNGARD DATA SYS EQUITY 867363103 361 15200 SH DEFINED 2 15200
SUNGARD DATA SYS EQUITY 867363103 39314 1655308 SH DEFINED 3 1577808 77500
SUNGLASS HUT INTL EQUITY 86736F106 3809 338620 SH DEFINED 2 338620
SUNOCO INC EQUITY 86764P109 54 2300 SH DEFINED 1 2300
SUNRISE ASSISTED
LIVNG EQUITY 86768K106 165 12000 SH DEFINED 2 12000
SUNRISE MED INC EQUITY 867910101 54 8800 SH DEFINED 2 8800
SUNTERRA CORP EQUITY 86787D109 875 76100 SH DEFINED 2 76100
SUNTRUST BANKS INC EQUITY 867914103 619 9000 SH DEFINED 1 9000
SUPER VALU STORES EQUITY 868536103 76 3800 SH DEFINED 1 3800
SUPERGEN INC EQUITY 868059106 770 26300 SH DEFINED 2 26300
SUPERIOR INDS INTL EQUITY 868168105 64 2400 SH DEFINED 1 2400
SUPERIOR INDS INTL EQUITY 868168105 362 13500 SH DEFINED 2 13500
SURGE COMPONENTS EQUITY 868908112 63 83900 SH DEFINED 4 83900
SWIFT TRANSN CO EQUITY 870756103 100 5700 SH DEFINED 1 5700
SWIFT TRANSN CO EQUITY 870756103 22649 1285025 SH DEFINED 3 1251200 33825
SYBRON INTL CORP EQUITY 87114F106 239 9700 SH DEFINED 1 9700
SYBRON INTL CORP EQUITY 87114F106 469 19000 SH DEFINED 2 19000
SYKES ENTERPRISES
INC EQUITY 871237103 167 3800 SH DEFINED 1 3800
SYLVAN LEARNING SYS EQUITY 871399101 60 4600 SH DEFINED 1 4600
SYMANTEC CORP EQUITY 871503108 311 5300 SH DEFINED 1 5300
</TABLE>
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<PAGE> 44
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SYMANTEC CORP EQUITY 871503108 1173 20000 SH DEFINED 2 20000
SYMBOL TECHNOLOGIES EQUITY 871508107 521 8200 SH DEFINED 1 8200
SYMBOL TECHNOLOGIES EQUITY 871508107 1239 19500 SH DEFINED 2 19500
SYMYX TECHNOLOGIES EQUITY 87155S108 2250 75000 SH DEFINED 3 75000
SYNNEX TECHNOLOGY EQUITY 87161A109 203 7710 SH DEFINED 2 7710
SYNOPSYS INC EQUITY 871607107 441 6600 SH DEFINED 1 6600
SYNOPSYS INC EQUITY 871607107 1588 23900 SH DEFINED 2 23900
SYNOVUS FINL EQUITY 87161C105 162 8150 SH DEFINED 1 8150
SYSCO CORP EQUITY 871829107 1119 32350 SH DEFINED 1 32350
TAIWAN FUND INC EQUITY 874036106 7430 364660 SH DEFINED 1 364660
TAIWAN SEMICONDCTR EQUITY 874039100 576 12800 SH DEFINED 1 12800
TALBOTS INC EQUITY 874161102 8546 191500 SH DEFINED 2 191500
TALK CITY INC EQUITY 874263106 832 31864 SH DEFINED 1 31864
TALK CITY INC EQUITY 874263106 1305 50000 SH DEFINED 2 50000
TANDY CORP EQUITY 875382103 339 6900 SH DEFINED 1 6900
TANDY CORP EQUITY 875382103 5903 120000 SH DEFINED 2 120000
TANDY CORP EQUITY 875382103 6690 136000 SH DEFINED 3 123800 12200
TAUBMAN CTRS INC EQUITY 876664103 3742 348100 SH DEFINED 3 296100 52000
TBA ENTMT CORP EQUITY 872173117 30 24900 SH DEFINED 4 24900
TCF FINANCIAL CORP EQUITY 872275102 189 7600 SH DEFINED 1 7600
TECH DATA CORP EQUITY 878237106 125 4600 SH DEFINED 1 4600
TECH DATA CORP EQUITY 878237106 298 11000 SH DEFINED 2 11000
TECO ENERGY INC EQUITY 872375100 223 12000 SH DEFINED 1 12000
TECUMSEH PRODS CO EQUITY 878895200 90 1900 SH DEFINED 1 1900
TEKTRONIX INC EQUITY 879131100 64 1650 SH DEFINED 1 1650
TEKTRONIX INC EQUITY 879131100 272 7000 SH DEFINED 2 7000
TELE NORTE LESTE
PART EQUITY 879246106 2618 102650 SH DEFINED 1 102650
TELEBRAS EQUITY 879287100 - 15500 SH DEFINED 1 15500
TELEBRAS EQUITY 879287308 3311 28500 SH DEFINED 1 28500
TELEBRAS EQUITY 879287308 993 7729 SH DEFINED 2 7729
TELECORP PCS INC EQUITY 879299105 152 4000 SH DEFINED 1 4000
TELEFLEX INC EQUITY 879369106 106 3400 SH DEFINED 1 3400
TELEFLEX INC EQUITY 879369106 269 8600 SH DEFINED 2 8600
TELEFONICA DE ARG EQUITY 879378206 1844 60250 SH DEFINED 1 60250
TELEFONICA DE ARG EQUITY 879378206 83 2690 SH DEFINED 2 2690
TELEFONICA DEL PERU EQUITY 879384105 890 67700 SH DEFINED 1 67700
TELEFONICA S A EQUITY 879382208 1098 13930 SH DEFINED 2 13930
TELEFONOS DE MEXICO EQUITY 879403780 11303 100470 SH DEFINED 1 100470
TELEFONOS DE MEXICO EQUITY 879403780 579 5150 SH DEFINED 2 5150
TELEMIG CELULAR PART EQUITY 87944E105 659 14200 SH DEFINED 1 14200
TELEPHONE & DATA SYS EQUITY 879433100 743 5900 SH DEFINED 1 5900
TELESP PARTICIPACOES EQUITY 87952K100 164 10000 SH DEFINED 1 10000
TELLABS INC EQUITY 879664100 809 12600 SH DEFINED 1 12600
TELLABS INC EQUITY 879664100 1622 25300 SH DEFINED 2 25300
TEMPLE INLAND INC EQUITY 879868107 125 1900 SH DEFINED 1 1900
TENET HEALTHCARE EQUITY 88033G100 233 9000 SH DEFINED 1 9000
TENET HEALTHCARE EQUITY 88033G100 815 34700 SH DEFINED 2 34700
TERADYNE INC EQUITY 880770102 8857 134200 SH DEFINED 1 134200
TERRA NETWORKS EQUITY 88100W103 657 12000 SH DEFINED 1 12000
TESORO PETE CORP CORPBOND 881609408 2979 243200 PRN DEFINED 4 243200
TETRA TECH INC EQUITY 88162G103 24349 1583669 SH DEFINED 3 1542736 40933
TEVA PHARMCTCL INDS EQUITY 881624209 679 9500 SH DEFINED 2 9500
</TABLE>
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<PAGE> 45
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEXACO INC EQUITY 881694103 1005 18500 SH DEFINED 1 18500
TEXACO INC EQUITY 881694103 1139 20980 SH DEFINED 2 20980
TEXAS INSTRS INC EQUITY 882508104 2464 25500 SH DEFINED 1 25500
TEXAS INSTRS INC EQUITY 882508104 57891 597582 SH DEFINED 2 597582
TEXAS INSTRS INC EQUITY 882508104 4696 48600 SH DEFINED 3 48600
TEXAS UTILS CO EQUITY 882848104 307 8637 SH DEFINED 1 8637
TEXAS UTILS CO EQUITY 882848104 391 11000 SH DEFINED 2 11000
TEXTRON INC EQUITY 883203101 422 5500 SH DEFINED 1 5500
THERMADYNE CORP EQUITY 883434201 58 80000 SH DEFINED 1 80000
THERMO ELECTRON EQUITY 883556102 74 5300 SH DEFINED 1 5300
THOMAS & BETTS EQUITY 884315102 54 1700 SH DEFINED 1 1700
TIBCO SOFTWARE EQUITY 88632Q103 3519 23000 SH DEFINED 3 23000
TICKETMASTER ONLN
CITYSEARCH EQUITY 88633P203 7415 192911 SH DEFINED 2 192911
TIDEWATER INC EQUITY 886423102 187 5200 SH DEFINED 1 5200
TIFFANY & CO EQUITY 886547108 589 6600 SH DEFINED 1 6600
TIFFANY & CO EQUITY 886547108 39296 440293 SH DEFINED 2 440293
TIME WARNER INC EQUITY 887315109 28314 391550 SH DEFINED 1 391550
TIME WARNER INC EQUITY 887315109 22482 310387 SH DEFINED 2 310387
TIMES MIRROR CO EQUITY 887364107 208 3100 SH DEFINED 1 3100
TIMKEN CO EQUITY 887389104 39 1900 SH DEFINED 1 1900
TJX COS INC NEW EQUITY 872540109 204 10000 SH DEFINED 1 10000
TJX COS INC NEW EQUITY 872540109 396 19400 SH DEFINED 2 19400
TMP WORLDWIDE INC EQUITY 872941109 3237 22900 SH DEFINED 2 22900
TMP WORLDWIDE INC EQUITY 872941109 50808 357800 SH DEFINED 3 349800 8000
TODAYS MAN INC EQUITY 888910114 3 52400 SH DEFINED 4 52400
TOLL BROS INC EQUITY 889478103 179 9600 SH DEFINED 2 9600
TOLLGRADE COMMS EQUITY 889542106 4475 129700 SH DEFINED 3 129700
TOO INC EQUITY 890333107 26 1528 SH DEFINED 2 1528
TORCHMARK CORP EQUITY 891027104 171 5900 SH DEFINED 1 5900
TOSCO CORP EQUITY 891490302 114 4200 SH DEFINED 1 4200
TOSCO CORP EQUITY 891490302 563 20700 SH DEFINED 2 20700
TOTAL FINA SA EQUITY 89151E109 886 12800 SH DEFINED 2 12800
TOTAL RENAL CARE
HLDGS EQUITY 89151A107 51 7600 SH DEFINED 1 7600
TOWER AUTOMOTIVE EQUITY 891707101 170 11000 SH DEFINED 2 11000
TOWER AUTOMOTIVE CORPBOND 891707AE1 2812 3200000 PRN DEFINED 4 3200000
TOYS R US INC EQUITY 892335100 129 9000 SH DEFINED 1 9000
TRANS WORLD AIRLS EQUITY 893349837 6 2649 SH DEFINED 1 2649
TRANSACTION SYS
ARCHTCS EQUITY 893416107 78 2800 SH DEFINED 1 2800
TRANSACTION SYS
ARCHTCS EQUITY 893416107 33307 1189538 SH DEFINED 3 1138738 50800
TRANSATLANTIC HLDGS EQUITY 893521104 1608995 20611620 SH DEFINED 1 20611620
TRANSATLANTIC HLDGS EQUITY 893521104 1710 21900 SH DEFINED 2 21900
TRANSMONTAIGNE INC EQUITY 893934109 9735 1390702 SH DEFINED 3 1363902 26800
TRANSOCEAN SEDCO
FOREX EQUITY G90078109 2360 70063 SH DEFINED 1 70063
TRANSOCEAN SEDCO
FOREX EQUITY G90078109 7003 207876 SH DEFINED 2 207876
TRANSPORTADORA DE
GAS EQUITY 893870204 716 77900 SH DEFINED 1 77900
TRANSWITCH CORP EQUITY 894065101 36920 508800 SH DEFINED 3 498200 10600
TRAVELERS PPTY CAS EQUITY 893939108 466 13600 SH DEFINED 2 13600
TRIAD GTY INC EQUITY 895925105 4407 193700 SH DEFINED 3 193700
TRIARC COS INC CORPBOND 895927AB7 2372 10600000 PRN DEFINED 4 10600000
TRIBUNE CO EQUITY 896047107 418 7600 SH DEFINED 1 7600
TRIBUNE CO EQUITY 896047107 479 8700 SH DEFINED 2 8700
TRICON GLOBAL
RESTRNTS EQUITY 895953107 200 5170 SH DEFINED 1 5170
</TABLE>
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<PAGE> 46
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRIGON HEALTHCARE EQUITY 89618L100 106 3600 SH DEFINED 1 3600
TRINITY INDS INC EQUITY 896522109 111 3900 SH DEFINED 1 3900
TRIQUINT SEMICON-
DUCTOR EQUITY 89674K103 37302 335300 SH DEFINED 3 330500 4800
TRITEL INC EQUITY 89675X104 468 14800 SH DEFINED 2 14800
TRITON PCS HLDGS EQUITY 89677M106 701 15000 SH DEFINED 1 15000
TRIZEC HAHN CORP EQUITY 896938107 7305 432900 SH DEFINED 3 361100 71800
TRW INC EQUITY 872649108 208 4000 SH DEFINED 1 4000
TSI INTL SOFTWARE
LTD EQUITY 872879101 3285 58100 SH DEFINED 2 58100
TUBOS DE ACERO DE
MEX EQUITY 898592506 962 70900 SH DEFINED 1 70900
TUPPERWARE CORP EQUITY 899896104 37 2200 SH DEFINED 1 2200
TV AZTECA S A EQUITY 901145102 656 72900 SH DEFINED 1 72900
TV GUIDE INC EQUITY 87307Q109 1605 37600 SH DEFINED 2 37600
TYCO INTL LTD NEW EQUITY 902124106 44429 1139210 SH DEFINED 1 1139210
TYCO INTL LTD NEW EQUITY 902124106 10691 275005 SH DEFINED 2 275005
TYSON FOODS INC EQUITY 902494103 349 21500 SH DEFINED 1 21500
TYSON FOODS INC EQUITY 902494103 353 21700 SH DEFINED 2 21700
U S FOODSERVICE EQUITY 90331R101 147 8800 SH DEFINED 1 8800
U S FOODSERVICE EQUITY 90331R101 551 32900 SH DEFINED 2 32900
U S LABORATORIES INC EQUITY 90333T113 12 23150 SH DEFINED 4 23150
U S RESTAURANT PPTYS EQUITY 902971100 5957 418000 SH DEFINED 3 336700 81300
U S RESTAURANT PPTYS EQUITY 902971209 1041 75000 SH DEFINED 1 75000
UAL CORP EQUITY 902549500 32448 418346 SH DEFINED 2 418346
UCAR INTERNATIONAL EQUITY 90262K109 75 4200 SH DEFINED 1 4200
ULTRAMAR DIAMND
SHAMROCK EQUITY 904000106 177 7799 SH DEFINED 1 7799
UMB FINL CORP EQUITY 902788108 514 13900 SH DEFINED 2 13900
UNIBANCO UNIAO DE
BARN EQUITY 90458E107 530 17600 SH DEFINED 1 17600
UNIBANCO UNIAO DE
BARN EQUITY 90458E107 60 2000 SH DEFINED 2 2000
UNICOM CORP EQUITY 904911104 238 7100 SH DEFINED 1 7100
UNICOM CORP EQUITY 904911104 526 15700 SH DEFINED 2 15700
UNIFI INC EQUITY 904677101 68 5500 SH DEFINED 1 5500
UNIFIED ENERGY SYS EQUITY 904688207 474 39500 SH DEFINED 1 39500
UNILEVER N V EQUITY 904784709 1039 19095 SH DEFINED 1 19095
UNION CARBIDE EQUITY 905581104 280 4200 SH DEFINED 1 4200
UNION PACIFIC CORP EQUITY 907818108 2756 63084 SH DEFINED 1 63084
UNION PACIFIC RES
GRP EQUITY 907834105 676 52984 SH DEFINED 1 52984
UNION PACIFIC RES
GRP EQUITY 907834105 464 36400 SH DEFINED 2 36400
UNION PLANTERS CORP EQUITY 908068109 162 4100 SH DEFINED 1 4100
UNION PLANTERS CORP EQUITY 908068109 777 19700 SH DEFINED 2 19700
UNIONBANCAL CORP EQUITY 908906100 777 19700 SH DEFINED 2 19700
UNISYS CORP EQUITY 909214108 754 23600 SH DEFINED 1 23600
UNISYS CORP EQUITY 909214108 137 4300 SH DEFINED 2 4300
UNITED ASSET MGMT EQUITY 909420101 360 19400 SH DEFINED 2 19400
UNITED HEALTHCARE EQUITY 910581107 329 6200 SH DEFINED 1 6200
UNITED HEALTHCARE EQUITY 910581107 697 13120 SH DEFINED 2 13120
UNITED PARCEL
SERVICE EQUITY 911312106 828 12000 SH DEFINED 3 12000
UNITED PARK CITY
MINES EQUITY 911315208 4276 154094 SH DEFINED 1 154094
UNITED RENTALS INC EQUITY 911363109 608 35500 SH DEFINED 2 35500
UNITED STATES CELL-
ULAR CORP CORPBOND 911684AA6 72687 75952000 PRN DEFINED 4 75952000
UNITED STATIONERS
INC EQUITY 913004107 117 4100 SH DEFINED 2 4100
UNITED TECHNOLOGIES EQUITY 913017109 17316 266404 SH DEFINED 1 266404
UNITRIN INC EQUITY 913275103 245 6500 SH DEFINED 1 6500
UNITRIN INC EQUITY 913275103 113 3000 SH DEFINED 2 3000
</TABLE>
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<PAGE> 47
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNIVERSAL CORP VA EQUITY 913456109 68 3000 SH DEFINED 1 3000
UNIVERSAL CORP VA EQUITY 913456109 139 6100 SH DEFINED 2 6100
UNIVERSAL FOODS CORP EQUITY 913538104 92 4500 SH DEFINED 1 4500
UNIVISION COMM EQUITY 914906102 961 9400 SH DEFINED 1 9400
UNIVISION COMM EQUITY 914906102 33926 332000 SH DEFINED 2 332000
UNOCAL CAP TR EQUITY 91528T207 1463 30000 SH DEFINED 2 30000
UNOCAL CORP EQUITY 915289102 272 8100 SH DEFINED 1 8100
UNOCAL CORP EQUITY 915289102 379 11300 SH DEFINED 2 11300
UNUMPROVIDENT CORP EQUITY 91529Y106 31861 993709 SH DEFINED 1 993709
UNUMPROVIDENT CORP EQUITY 91529Y106 714 22265 SH DEFINED 2 22265
URBAN SHOPPING CTRS EQUITY 917060105 6320 233000 SH DEFINED 3 196400 36600
US AIRWAYS GROUP INC EQUITY 911905107 77 2400 SH DEFINED 1 2400
US BANCORP EQUITY 902973106 577 24220 SH DEFINED 1 24220
US BANCORP EQUITY 902973106 1769 74300 SH DEFINED 2 74300
US RESTAURANT PPTYS EQUITY 902971209 4017 284400 SH DEFINED 4 284400
US WEST INC EQUITY 91273H101 1166 16199 SH DEFINED 1 16199
USA NETWORKS INC EQUITY 902984103 4834 87500 SH DEFINED 2 87500
USG CORP EQUITY 903293405 217 4600 SH DEFINED 1 4600
USG CORP EQUITY 903293405 622 13200 SH DEFINED 2 13200
UST INC EQUITY 902911106 149 5900 SH DEFINED 1 5900
UST INC EQUITY 902911106 5179 205630 SH DEFINED 2 205630
USWEB CORP EQUITY 917327108 3475 78200 SH DEFINED 2 78200
USWEB CORP EQUITY 917327108 28462 640500 SH DEFINED 3 626800 13700
USX MARATHON GRP EQUITY 902905827 237 9600 SH DEFINED 1 9600
USX MARATHON GRP EQUITY 902905827 432 17500 SH DEFINED 2 17500
USX-U S STEEL EQUITY 90337T101 89 2700 SH DEFINED 1 2700
USX-U S STEEL EQUITY 90337T101 601 18200 SH DEFINED 2 18200
UTILICORP UTD INC EQUITY 918005109 160 8250 SH DEFINED 1 8250
V F CORP EQUITY 918204108 4579 152622 SH DEFINED 2 152622
VA LINUX SYS INC EQUITY 91819B105 207 1000 SH DEFINED 2 1000
VALASSIS COMM EQUITY 918866104 619 14650 SH DEFINED 2 14650
VALERO ENERGY CORP EQUITY 91913Y100 101 5100 SH DEFINED 1 5100
VALHI INC NEW CORPBOND 918905AC4 3410 5582000 PRN DEFINED 4 5582000
VALUEVISION INTL INC EQUITY 92047K107 5009 87400 SH DEFINED 2 87400
VARCO INTL INC EQUITY 922126107 55 5400 SH DEFINED 1 5400
VARIAN MED SYS INC EQUITY 92220P105 179 6000 SH DEFINED 2 6000
VARIAN SEMICONDCTR
EQUIP EQUITY 922207105 670 19700 SH DEFINED 2 19700
VASTAR RES INC EQUITY 922380100 3941 66800 SH DEFINED 3 55900 10900
VENATOR GROUP EQUITY 922944103 102 14500 SH DEFINED 2 14500
VERIO INC EQUITY 923433106 2637 57100 SH DEFINED 2 57100
VERISIGN INC EQUITY 92343E102 30280 158480 SH DEFINED 2 158480
VERITAS SOFTWARE CORPBOND 923436AB5 145658 14482000 PRN DEFINED 4 14482000
VERITAS SOFTWARE EQUITY 923436109 3414 23850 SH DEFINED 1 23850
VERITAS SOFTWARE EQUITY 923436109 5459 38150 SH DEFINED 2 38150
VERSATEL TELECOM
INTL EQUITY 925301103 1029 30000 SH DEFINED 1 30000
VERTEX COMMUNICA-
TIONS EQUITY 925320103 820 40000 SH DEFINED 2 40000
VF CORP EQUITY 918204108 120 4000 SH DEFINED 1 4000
VIACOM INC EQUITY 925524308 1420 23500 SH DEFINED 1 23500
VIACOM INC EQUITY 925524308 1071 17715 SH DEFINED 2 17715
VIAD CORP EQUITY 92552R109 254 9100 SH DEFINED 1 9100
VIAD CORP EQUITY 92552R109 1408 50500 SH DEFINED 2 50500
VIGNETTE CORP EQUITY 926734104 10887 66800 SH DEFINED 2 66800
</TABLE>
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<PAGE> 48
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VIGNETTE CORP EQUITY 926734104 18549 113800 SH DEFINED 3 113800
VION PHARMACEUTICALS EQUITY 927624122 46 52500 SH DEFINED 4 52500
VISHAY INTERTECH-
NOLOGY EQUITY 928298108 247 7800 SH DEFINED 1 7800
VISHAY INTERTECH-
NOLOGY EQUITY 928298108 1497 47325 SH DEFINED 2 47325
VISUAL NETWORKS EQUITY 928444108 1414 17843 SH DEFINED 1 17843
VISUAL NETWORKS EQUITY 928444108 38199 482000 SH DEFINED 3 471300 10700
VISX INC EQUITY 92844S105 305 5900 SH DEFINED 1 5900
VITESSE SEMICON-
DUCTOR EQUITY 928497106 739 14100 SH DEFINED 1 14100
VITESSE SEMICON-
DUCTOR EQUITY 928497106 3751 71600 SH DEFINED 2 71600
VITESSE SEMICON-
DUCTOR EQUITY 928497106 11043 210600 SH DEFINED 3 187000 23600
VITRIA TECHNOLOGY EQUITY 92849Q104 374 1600 SH DEFINED 2 1600
VLASIC FOODS INTL EQUITY 928559103 22 3900 SH DEFINED 1 3900
VLASIC FOODS INTL EQUITY 928559103 148 26000 SH DEFINED 2 26000
VODAFONE AIRTOUCH EQUITY 92857T107 28157 568825 SH DEFINED 2 568825
VOICESTREAM WIRELESS EQUITY 928615103 4299 30300 SH DEFINED 2 30300
VORNADO RLTY TR EQUITY 929042208 14 300 SH DEFINED 2 300
VORNADO RLTY TR EQUITY 929042109 231 7100 SH DEFINED 2 7100
VORNADO RLTY TR EQUITY 929042109 16234 499500 SH DEFINED 3 423500 76000
VULCAN MATERIALS EQUITY 929160109 128 3200 SH DEFINED 1 3200
VULCAN MATLS CO EQUITY 929160109 982 24600 SH DEFINED 2 24600
WACHOVIA CORP EQUITY 929771103 415 6100 SH DEFINED 1 6100
WADDELL & REED FINL EQUITY 930059100 545 20100 SH DEFINED 2 20100
WADDELL & REED FINL EQUITY 930059209 219 8700 SH DEFINED 2 8700
WAL MART STORES EQUITY 931142103 29393 425220 SH DEFINED 1 425220
WAL MART STORES EQUITY 931142103 25835 373740 SH DEFINED 2 373740
WALDEN RESIDENT
PPTYS EQUITY 931210108 5207 240800 SH DEFINED 3 204600 36200
WALGREEN CO EQUITY 931422109 977 33400 SH DEFINED 1 33400
WALLACE COMPUTER
SVCS EQUITY 932270101 67 4000 SH DEFINED 1 4000
WALLACE COMPUTER
SVCS EQUITY 932270101 366 22000 SH DEFINED 2 22000
WARNACO GRP INC EQUITY 934390105 68 5500 SH DEFINED 1 5500
WARNACO GRP INC EQUITY 934390105 64 5200 SH DEFINED 2 5200
WARNER CHILCOTT PLC EQUITY 934435207 5054 496120 SH DEFINED 1 496120
WARNER LAMBERT EQUITY 934488107 11501 140365 SH DEFINED 1 140365
WARNER LAMBERT EQUITY 934488107 39080 476945 SH DEFINED 2 476945
WASHINGTON GAS LT EQUITY 938837101 116 4200 SH DEFINED 1 4200
WASHINGTON GAS LT EQUITY 938837101 732 26600 SH DEFINED 2 26600
WASHINGTON MUTUAL EQUITY 939322103 474 18325 SH DEFINED 1 18325
WASHINGTON POST EQUITY 939640108 500 900 SH DEFINED 1 900
WASTE MGMT INC EQUITY 94106L109 327 19000 SH DEFINED 1 19000
WASTE MGMT INC EQUITY 94106L109 537 31272 SH DEFINED 2 31272
WATERS CORP EQUITY 941848103 297 5600 SH DEFINED 1 5600
WATERS CORP EQUITY 941848103 329 6200 SH DEFINED 2 6200
WATERS CORP EQUITY 941848103 53795 1015000 SH DEFINED 3 971700 43300
WATSON PHARMCTCLS EQUITY 942683103 107 3000 SH DEFINED 1 3000
WATSON PHARMCTCLS EQUITY 942683103 61 1700 SH DEFINED 2 1700
WATTS INDS INC EQUITY 942749102 347 23500 SH DEFINED 2 23500
WAUSAU-MOSINEE PAPER EQUITY 943315101 55 4700 SH DEFINED 1 4700
WAUSAU-MOSINEE PAPER EQUITY 943315101 137 11700 SH DEFINED 2 11700
WD 40 CO EQUITY 929236107 996 45000 SH DEFINED 2 45000
WEATHERFORD INTL EQUITY 947074100 383 9600 SH DEFINED 1 9600
WEATHERFORD INTL EQUITY 947074100 5184 129800 SH DEFINED 2 129800
WEBSTER FINANCIAL EQUITY 947890109 90 3800 SH DEFINED 1 3800
</TABLE>
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<PAGE> 49
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WEBSTER FINL EQUITY 947890109 401 17000 SH DEFINED 2 17000
WEIS MKTS INC EQUITY 948849104 265 6100 SH DEFINED 2 6100
WELLMAN INC EQUITY 949702104 52 2800 SH DEFINED 1 2800
WELLPOINT HLTH
NETWRKS EQUITY 94973H108 45 2200 SH DEFINED 1 2200
WELLPOINT HLTH
NETWRKS EQUITY 94973H108 2024 30700 SH DEFINED 2 30700
WELLS FARGO & CO EQUITY 949746101 2155 53300 SH DEFINED 1 53300
WELLS FARGO & CO EQUITY 949746101 8132 201100 SH DEFINED 2 201100
WELLSFORD REAL PPTYS EQUITY 950240101 445 52400 SH DEFINED 2 52400
WENDYS FINANCING I EQUITY 950588202 4548 95000 SH DEFINED 1 95000
WENDYS INTL INC EQUITY 950590109 83 4000 SH DEFINED 1 4000
WEST PHARMCTCL SVCS EQUITY 955306105 74 2382 SH DEFINED 2 2382
WESTAMERICA BANCORP EQUITY 957090103 98 3500 SH DEFINED 1 3500
WESTERN DIGITAL EQUITY 958102105 349 88683 SH DEFINED 4 88683
WESTERN DIGITAL CORPBOND 958102AH8 428 2953000 PRN DEFINED 4 2953000
WESTERN WIRELESS EQUITY 95988E204 5558 83400 SH DEFINED 2 83400
WESTPOINT STEVENS EQUITY 961238102 883 50480 SH DEFINED 1 50480
WESTVACO CORP EQUITY 961548104 108 3300 SH DEFINED 1 3300
WESTWOOD ONE EQUITY 961815107 380 5000 SH DEFINED 1 5000
WESTWOOD ONE EQUITY 961815107 43571 573300 SH DEFINED 3 560900 12400
WET SEAL INC EQUITY 961840105 38 3100 SH DEFINED 2 3100
WEYERHAEUSER CO EQUITY 962166104 488 6800 SH DEFINED 1 6800
WEYERHAEUSER CO EQUITY 962166104 1767 24600 SH DEFINED 2 24600
WHIRLPOOL CORP EQUITY 963320106 2003 30780 SH DEFINED 1 30780
WHIRLPOOL CORP EQUITY 963320106 156 2400 SH DEFINED 2 2400
WHITMAN CORP EQUITY 96647R107 179 13300 SH DEFINED 1 13300
WHITMAN CORP EQUITY 96647R107 105 7800 SH DEFINED 2 7800
WHOLE FOODS MKT EQUITY 966837106 572 12400 SH DEFINED 2 12400
WHX CORP CORPBOND 929248201 5875 172800 PRN DEFINED 4 172800
WICOR INC EQUITY 929253102 1424 48800 SH DEFINED 2 48800
WILD OATS MARKETS EQUITY 96808B107 29664 1336950 SH DEFINED 3 1307850 29100
WILLAMETTE INDS EQUITY 969133107 172 3700 SH DEFINED 1 3700
WILLAMETTE INDS EQUITY 969133107 450 9700 SH DEFINED 2 9700
WILLIAMS COS INC EQUITY 969457100 410 13400 SH DEFINED 1 13400
WILLIAMS COS INC EQUITY 969457100 960 31400 SH DEFINED 2 31400
WILLIAMS SONOMA EQUITY 969904101 235 5100 SH DEFINED 1 5100
WILLIAMS SONOMA EQUITY 969904101 28313 615500 SH DEFINED 3 588800 26700
WILMINGTON TRUST EQUITY 971807102 145 3000 SH DEFINED 1 3000
WINK COMMUNICATIONS EQUITY 974168106 120 2000 SH DEFINED 2 2000
WINN DIXIE STORES EQUITY 974280109 117 4900 SH DEFINED 1 4900
WINSTAR COMM EQUITY 975515107 4145 55180 SH DEFINED 2 55180
WISCONSIN CENT
TRANSN EQUITY 976592105 56 4200 SH DEFINED 1 4200
WISCONSIN ENERGY EQUITY 976657106 204 10600 SH DEFINED 1 10600
WOLVERINE WORLDWIDE EQUITY 978097103 405 37000 SH DEFINED 2 37000
WORLD ACCESS INC EQUITY 98141A101 1300 67556 SH DEFINED 1 67556
WORLD COLOR PRESS CORPBOND 981443AA2 1566 1520000 PRN DEFINED 4 1520000
WORLDGATE COMMS EQUITY 98156L307 2068 43500 SH DEFINED 2 43500
WORTHINGTON INDS EQUITY 981811102 48 2900 SH DEFINED 1 2900
WPP GROUP PLC EQUITY 929309300 99 1200 SH DEFINED 2 1200
WRIGLEY WM JR CO EQUITY 982526105 315 3800 SH DEFINED 1 3800
WYNDHAM INTL INC EQUITY 983101106 1327 451748 SH DEFINED 1 451748
WYNDHAM INTL INC EQUITY 983101106 529 180000 SH DEFINED 3 180000
XCEED INC EQUITY 98388N105 12853 309700 SH DEFINED 3 309700
</TABLE>
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<PAGE> 50
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
- -------------- ----- -------- ------- ------- ---- ------ ------- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
XEROX CORP EQUITY 984121103 706 31100 SH DEFINED 1 31100
XEROX CORP EQUITY 984121103 862 38000 SH DEFINED 2 38000
XILINX INC EQUITY 983919101 464 10200 SH DEFINED 1 10200
XILINX INC EQUITY 983919101 1036 22800 SH DEFINED 2 22800
XL CAPITAL LTD EQUITY G98255105 5188 100000 SH DEFINED 1 100000
XL CAPITAL LTD EQUITY G98255105 827 15945 SH DEFINED 2 15945
XPEDIOR INC EQUITY 98413B100 6038 210000 SH DEFINED 3 209700 300
XTRA CORP EQUITY 984138107 1066 25000 SH DEFINED 2 25000
YAHOO INC EQUITY 984332106 3678 8500 SH DEFINED 1 8500
YAHOO INC EQUITY 984332106 44321 102431 SH DEFINED 2 102431
YANKEE CANDLE EQUITY 984757104 3846 235800 SH DEFINED 2 235800
YORK INTL CORP EQUITY 986670107 104 3800 SH DEFINED 1 3800
YORK INTL CORP EQUITY 986670107 203 7400 SH DEFINED 2 7400
YOUNG & RUBICAM EQUITY 987425105 976 13800 SH DEFINED 2 13800
YPF SOCIEDADANONIMA EQUITY 984245100 265 9000 SH DEFINED 1 9000
ZIFF DAVIS INC EQUITY 989511100 2252 142400 SH DEFINED 2 142400
ZIONS BANCORP EQUITY 989701107 468 7900 SH DEFINED 1 7900
ZIONS BANCORP EQUITY 989701107 767 13000 SH DEFINED 2 13000
</TABLE>
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