<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: March 31, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: 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 May 15, 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).)
<PAGE> 2
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 2,464
Form 13F Information Table Value Total: $18,148,899 (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.
<PAGE> 3
File Number 28-219 (Consolidated)
As of 3/31/00
<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>
AAR CORP EQUITY 000361105 80 4800 SH DEFINED 2 4800
ADC TELECOMM EQUITY 000886101 485 9000 SH DEFINED 1 9000
ADC TELECOMM EQUITY 000886101 1051 19500 SH DEFINED 2 19500
ADC TELECOMM EQUITY 000886101 11955 221900 SH DEFINED 3 185100 36800
AFLAC INC EQUITY 001055102 8137 178600 SH DEFINED 1 178600
AGCO CORP EQUITY 001084102 61 5400 SH DEFINED 1 5400
AGL RES INC EQUITY 001204106 96 5200 SH DEFINED 1 5200
AGL RES INC EQUITY 001204106 2664 145000 SH DEFINED 2 145000
AES CORP EQUITY 00130H105 433 5500 SH DEFINED 1 5500
AES CORP EQUITY 00130H105 244 3100 SH DEFINED 2 3100
AES CORP EQUITY 00130H113 7108 55500 SH DEFINED 4 55500
AK STEEL HOLDING EQUITY 001547108 108 10400 SH DEFINED 1 10400
AK STEEL HOLDING EQUITY 001547306 1959 42350 SH DEFINED 4 42350
AMB PPTY CORP EQUITY 00163T109 16359 760900 SH DEFINED 3 654700 106200
AMFM INC EQUITY 001693100 311 5000 SH DEFINED 2 5000
AMERICAN AIRLINES EQUITY 001765106 188 5900 SH DEFINED 1 5900
AT & T EQUITY 001957109 6313 112100 SH DEFINED 1 112100
AT & T EQUITY 001957109 15888 283343 SH DEFINED 2 283343
AT&T CDA INC EQUITY 00207Q202 439 7200 SH DEFINED 2 7200
LIBERTY MEDIA GROUP EQUITY 001957208 2527 42600 SH DEFINED 1 42600
LIBERTY MEDIA GROUP EQUITY 001957208 21978 372147 SH DEFINED 2 372147
APP FIN VI MAURITIUS CORPBOND 00202NAA3 902 4649000 PRN DEFINED 4 4649000
ATMI INC EQUITY 00207R101 372 7800 SH DEFINED 2 7800
AVT CORP EQUITY 002420107 95 8000 SH DEFINED 2 8000
AVX CORP EQUITY 002444107 10098 133200 SH DEFINED 3 111700 21500
ABBOTT LABS EQUITY 002824100 8982 255250 SH DEFINED 1 255250
ABBOTT LABS EQUITY 002824100 83 2165 SH DEFINED 2 2165
ABERCROMBIE & FITCH EQUITY 002896207 7755 484700 SH DEFINED 1 484700
ABGENIX INC EQUITY 00339B107 69 500 SH DEFINED 2 500
ABIOMED INC EQUITY 003654100 810 20000 SH DEFINED 2 20000
ACCREDO HEALTH EQUITY 00437V104 23477 708750 SH DEFINED 3 708750
ACNIELSEN CORP EQUITY 004833109 117 5199 SH DEFINED 1 5199
ACNIELSON CORP EQUITY 004833109 164 7300 SH DEFINED 2 7300
ACTEL CORP EQUITY 004934105 286 8000 SH DEFINED 4 8000
ACTIVCARD S A EQUITY 00505N109 426 10000 SH DEFINED 2 10000
ACUSON CORP EQUITY 005113105 37 2500 SH DEFINED 1 2500
ACXIOM CORP EQUITY 005125109 256 7700 SH DEFINED 1 7700
ACXIOM CORP EQUITY 005125109 685 20600 SH DEFINED 2 20600
ADAPTEC INC EQUITY 00651F108 143 3700 SH DEFINED 1 3700
ADAPTEC INC EQUITY 00651F108 1221 31600 SH DEFINED 2 31600
ADAPTEC INC CORPBOND 00651FAC2 6068 6499000 PRN DEFINED 4 6499000
ADOBE SYSTEMS INC EQUITY 00724F101 512 4600 SH DEFINED 1 4600
ADOBE SYSTEMS INC EQUITY 00724F101 5331 47894 SH DEFINED 2 47894
ADTRAN INC EQUITY 00738A106 226 3800 SH DEFINED 1 3800
ADTRAN INC EQUITY 00738A106 32881 553200 SH DEFINED 3 541600 11600
ADVANCED FIBRE COMMS EQUITY 00754A105 2576 41100 SH DEFINED 2 41100
AERIAL COMMS INC EQUITY 007655103 116 2000 SH DEFINED 4 2000
AEROFLEX INC EQUITY 007768104 1500 30300 SH DEFINED 2 30300
ADVANCED MICRO DEVCS EQUITY 007903107 257 4500 SH DEFINED 1 4500
</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>
AETNA INC EQUITY 008117103 283 5100 SH DEFINED 1 5100
AFFILIATED COMPTR SVCS EQUITY 008190100 167 4400 SH DEFINED 1 4400
AFFILIATED COMPTR SVCS EQUITY 008190100 585 15400 SH DEFINED 2 15400
AFFILIATED COMPTR SVCS EQUITY 008190100 83068 2186000 SH DEFINED 3 2108200 77800
AFFILIATED COMPTR SVCS CORPBOND 008190AD2 2087 2000000 PRN DEFINED 4 2000000
AFFYMETRIX INC EQUITY 00826T108 9871 66500 SH DEFINED 2 66500
AFFYMETRIX INC CORPBOND 00826TAA6 22726 17000000 PRN DEFINED 4 17000000
AFFYMETRIX INC CORPBOND 00826TAC2 71 100000 PRN DEFINED 4 100000
AGILENT TECHNS INC EQUITY 00846U101 94 900 SH DEFINED 2 900
AGILE SOFTWARE EQUITY 00846X105 2500 40000 SH DEFINED 2 40000
AGRIUM INC EQUITY 008916108 130 16100 SH DEFINED 4 16100
AIR PRODUCTS EQUITY 009158106 2738 96289 SH DEFINED 2 96289
AIR PRODUCTS EQUITY 009158106 210 7400 SH DEFINED 1 7400
AIRBORNE FREIGHT EQUITY 009266107 103 4300 SH DEFINED 1 4300
AIRGAS INC EQUITY 009363102 53 6400 SH DEFINED 1 6400
AIRGATE PCS INC EQUITY 009367103 5201 49300 SH DEFINED 2 49300
ALAMO GROUP INC EQUITY 011311107 1714 147400 SH DEFINED 2 147400
ALASKA AIR GROUP EQUITY 011659109 72 2400 SH DEFINED 1 2400
ALASKA AIR GROUP EQUITY 011659109 69 2300 SH DEFINED 2 2300
ALBANY INTL CORP EQUITY 012348108 37 2518 SH DEFINED 1 2518
ALBEMARLE CORP EQUITY 012653101 100 4800 SH DEFINED 1 4800
ALBERTO-CULVER CO EQUITY 013068101 40 1700 SH DEFINED 1 1700
ALBERTO CULVER CO EQUITY 013068200 228 10400 SH DEFINED 4 10400
ALBERTSONS INC EQUITY 013104104 2661 85833 SH DEFINED 2 85833
ALBERTSONS INC EQUITY 013104104 447 14492 SH DEFINED 1 14492
ALCAN ALUMINUM LTD EQUITY 013716105 262 7700 SH DEFINED 1 7700
ALCOA INC EQUITY 013817101 9245 131600 SH DEFINED 2 131600
ALCOA INC. EQUITY 013817101 14668 208800 SH DEFINED 1 208800
ALEXANDER & BALDWIN EQUITY 014482103 80 3900 SH DEFINED 1 3900
ALEXION PHARMCTCLS CORPBOND 015351AA7 2044 2689000 PRN DEFINED 4 2689000
ALKERMES INC EQUITY 01642T108 6827 73800 SH DEFINED 2 73800
ALKERMES INC CORPBOND 01642T405 106242 671900 PRN DEFINED 4 671900
ALLEGHENY ENERGY EQUITY 017361106 291 10500 SH DEFINED 1 10500
ALLEGHENY TECHN EQUITY 01741R102 61 3042 SH DEFINED 1 3042
ALLEGHENY TECHN EQUITY 01741R102 38 1900 SH DEFINED 2 1900
ALLEGIANCE TELECOM EQUITY 01747T102 669 8300 SH DEFINED 2 8300
ALLEN TELECOM INC EQUITY 018091108 75 4700 SH DEFINED 2 4700
ALLERGAN INC EQUITY 018490102 220 4400 SH DEFINED 1 4400
ALLIANT ENERGY CORP EQUITY 018802108 222 7300 SH DEFINED 1 7300
ALLIANT TECHSYSTEMS EQUITY 018804104 165 2800 SH DEFINED 4 2800
ALLIED RISER COMMS EQUITY 019496108 1564 45000 SH DEFINED 2 45000
ALLIED WASTE INDS EQUITY 019589308 35 5400 SH DEFINED 1 5400
ALLMERICA FINANCIAL EQUITY 019754100 255 5000 SH DEFINED 1 5000
ALLSCRIPTS INC EQUITY 019886100 1203 20000 SH DEFINED 2 20000
ALLSTATE CORP EQUITY 020002101 7196 302200 SH DEFINED 1 302200
ALLTEL CORP EQUITY 020039103 569 9000 SH DEFINED 1 9000
ALPHARMA INC CORPBOND 020813AB7 730 537000 PRN DEFINED 4 537000
ALPHARMA INC CORPBOND 020813AC5 1229 1000000 PRN DEFINED 4 1000000
ALPHARMA INC CORPBOND 020813AD3 8945 7280000 PRN DEFINED 4 7280000
ALTERA CORP EQUITY 021441100 1696 19000 SH DEFINED 1 19000
ALZA CORP DEL EQUITY 022615108 105 2800 SH DEFINED 1 2800
ALZA CORP DEL CORPBOND 022615AC2 34070 64742000 PRN DEFINED 4 64742000
AMBAC INC EQUITY 023139108 327 6500 SH DEFINED 1 6500
AMERADA HESS EQUITY 023551104 187 2900 SH DEFINED 1 2900
AMERADA HESS EQUITY 023551104 6 100 SH DEFINED 2 100
AMEREN CORP EQUITY 023608102 126 4080 SH DEFINED 1 4080
AMERICA ONLINE INC EQUITY 02364J104 14142 209700 SH DEFINED 1 209700
AMERICA ONLINE INC EQUITY 02364J104 128996 1918262 SH DEFINED 2 1918262
AMERICA ONLINE INC CORPBOND 02364JAB0 984259 94608000 PRN DEFINED 4 94608000
AMERICAN ELECTRIC PWR EQUITY 025537101 194 6500 SH DEFINED 1 6500
AMERICAN EAGLE
OUTFITTERS EQUITY 02553E106 163 4300 SH DEFINED 1 4300
AMERICAN EXPRESS EQUITY 025816109 2137 14350 SH DEFINED 1 14350
</TABLE>
<PAGE> 5
<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>
AMERICAN EXPRESS EQUITY 025816109 23898 160455 SH DEFINED 2 160455
AMERICAN FINANCIAL GRP EQUITY 025932104 157 5500 SH DEFINED 1 5500
AMERICAN FINANCIAL GRP EQUITY 025932104 100 3500 SH DEFINED 4 3500
AMERICAN GENERAL EQUITY 026351106 455 8099 SH DEFINED 1 8099
AMERICAN GENERAL EQUITY 026351106 275 4900 SH DEFINED 2 4900
AMERICAN GENERAL EQUITY 02637G200 10209 147500 SH DEFINED 4 147500
AMERICAN GREEETINGS EQUITY 026375105 40 2200 SH DEFINED 1 2200
AMERICAN GREEETINGS EQUITY 026375105 2159 118280 SH DEFINED 2 118280
AMERICAN HOME PRODS EQUITY 026609107 8708 162000 SH DEFINED 1 162000
AMERICAN HOME PRODS EQUITY 026609107 8256 153951 SH DEFINED 2 153951
AMERICAN INTL GROUP EQUITY 026874107 10086 92112 SH DEFINED 1 92112
AMERICAN INTL GROUP EQUITY 026874107 2269 20718 SH DEFINED 2 20718
AMERICAN ITALIAN PASTA EQUITY 027070101 153 6200 SH DEFINED 2 6200
AMERICAN MGMT SYS EQUITY 027352103 263 6000 SH DEFINED 2 6000
AMERICAN MATL CAN GRP EQUITY 027714104 270 20600 SH DEFINED 2 20600
AMERICAN PWR CONVRN EQUITY 029066107 767 17900 SH DEFINED 1 17900
AMERICAN SKIING EQUITY 029654308 1321 528581 SH DEFINED 1 528581
AMERICAN STANDARD EQUITY 029712106 244 6600 SH DEFINED 1 6600
AMERICAN TOWER EQUITY 029912201 780 15800 SH DEFINED 2 15800
AMERICAN TOWER EQUITY 029912201 86559 1753100 SH DEFINED 3 1715100 38000
AMERICAN TOWER EQUITY 029912AA0 5115 24200 SH DEFINED 3 18100 6100
AMERICAN TOWER CORPBOND 029912AB8 2832 13400 PRN DEFINED 3 9400 4000
AMERICAN TOWER CORPBOND 029912AB8 10691 5000000 PRN DEFINED 4 5000000
AMERICAN SPRCNDCTR EQUITY 030111108 890 20000 SH DEFINED 2 20000
AMERICAN WTR WKS EQUITY 030411102 209 8800 SH DEFINED 1 8800
AMERICREDIT CORP EQUITY 03060R101 61727 3784000 SH DEFINED 3 3667500 116500
AMERISOURCE HEALTH EQUITY 03071P102 552 36800 SH DEFINED 2 36800
AMERISOURCE HEALTH EQUITY 03071P102 161 10700 SH DEFINED 4 10700
AMES DEPT STORES EQUITY 030789507 9 360 SH DEFINED 1 360
AMES DEPT STORES EQUITY 030789507 28185 1147500 SH DEFINED 3 1122300 25200
AMETEK INC EQUITY 031100100 56 2900 SH DEFINED 1 2900
AMF BOWLING INC CORPBOND 03113VAA7 255 6753000 PRN DEFINED 4 6753000
AMF BOWLING INC CORPBOND 03113VAB5 1441 38106000 PRN DEFINED 4 38106000
AMGEN INC EQUITY 031162100 4262 69450 SH DEFINED 1 69450
AMGEN INC EQUITY 031162100 49897 813355 SH DEFINED 2 813355
AMKOR TECHNOLOGY CORPBOND 031652AA8 46570 11751000 PRN DEFINED 4 11751000
AMPHENOL CORP EQUITY 032095101 33446 327100 SH DEFINED 3 306557 20543
AMPLIDYNE INC EQUITY 032103111 104 38700 SH DEFINED 4 38700
AMSOUTH BANCORP EQUITY 032165102 170 11388 SH DEFINED 1 11388
ANADARKO PETE CORP EQUITY 032511107 139 3600 SH DEFINED 1 3600
ANADARKO PETE CORP EQUITY 032511107 143 3700 SH DEFINED 2 3700
ANADIGICS INC EQUITY 032515108 3465 52500 SH DEFINED 2 52500
ANADIGICS INC EQUITY 032515108 16048 243150 SH DEFINED 3 237600 5550
ANALOG DEVICES INC EQUITY 032654105 1296 16100 SH DEFINED 1 16100
ANALOG DEVICES INC EQUITY 032654105 3255 40400 SH DEFINED 2 40400
ANALOGIC CORP EQUITY 032657207 1755 47600 SH DEFINED 2 47600
ANAREN MICROWAVE EQUITY 032744104 6951 72500 SH DEFINED 3 72500
ANDREW CORP EQUITY 034425108 61 2650 SH DEFINED 1 2650
ANDREW CORP EQUITY 034425108 1373 60000 SH DEFINED 2 60000
ANHEUSER BUSCH COS EQUITY 035229103 8718 140050 SH DEFINED 1 140050
ANHEUSER BUSCH COS EQUITY 035229103 4101 65875 SH DEFINED 2 65875
ANIXTER INTL INC EQUITY 035290105 139 5000 SH DEFINED 2 5000
ANNTAYLOR STORES EQUITY 036115103 311 13500 SH DEFINED 2 13500
ANNTAYLOR STORES EQUITY 036115103 207 9000 SH DEFINED 4 9000
ANNTAYLOR STORES CORPBOND 036115AC7 1084 2500000 PRN DEFINED 4 2500000
ANTEC CORP EQUITY 03664P105 1680 37500 SH DEFINED 2 37500
ANTEC CORP EQUITY 03664P105 87641 1955717 SH DEFINED 3 1889117 66600
AO TATNEFT EQUITY 03737P3064 171 13000 SH DEFINED 1 13000
AON CORP EQUITY 037389103 8633 267700 SH DEFINED 1 267700
AON CORP EQUITY 037389103 809 25100 SH DEFINED 2 25100
APACHE CORP EQUITY 037411105 137 2750 SH DEFINED 1 2750
APACHE CORP EQUITY 037411105 63 1300 SH DEFINED 2 1300
</TABLE>
<PAGE> 6
<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>
APACHE CORP EQUITY 037411105 8025 161300 SH DEFINED 3 138400 22900
APARTMENT INVT & MGMT EQUITY 03748R101 25914 678600 SH DEFINED 3 579200 99400
APOGEE ENTERPRISES EQUITY 037598109 24 6100 SH DEFINED 2 6100
APOLLO GROUP INC EQUITY 037604105 200 7100 SH DEFINED 1 7100
APPLE COMPUTER EQUITY 037833100 570 4200 SH DEFINED 1 4200
APPLE COMPUTER EQUITY 037833100 9687 71325 SH DEFINED 2 71325
APRIA HEALTHCARE GRP EQUITY 037933108 64 4400 SH DEFINED 1 4400
APRIA HEALTHCARE GRP EQUITY 037933108 114 7900 SH DEFINED 2 7900
APPLIED MATERIALS EQUITY 038222105 2262 24000 SH DEFINED 1 24000
APPLIED MATERIALS EQUITY 038222105 71304 756536 SH DEFINED 2 756536
APPLIED MICRO CIRCUITS EQUITY 03822W109 75511 503200 SH DEFINED 3 491200 12000
APPLIED MICRO CIRCUITS EQUITY 03822W109 5522 36800 SH DEFINED 2 36800
APROPOS TECHNLGY EQUITY 038334108 1665 45000 SH DEFINED 3 45000
APTARGROUP INC EQUITY 038336103 387 14500 SH DEFINED 2 14500
ARACRUZ CELULOSE SA EQUITY 038496204 593 28000 SH DEFINED 1 28000
ARCH COAL INC EQUITY 039380100 4 566 SH DEFINED 1 566
ARCH COAL INC EQUITY 039380100 14 1969 SH DEFINED 2 1969
ARCHER DANIELS MIDLND EQUITY 039483102 3348 324628 SH DEFINED 1 324628
ARCHER DANIELS MIDLND EQUITY 039483102 1344 129510 SH DEFINED 2 129510
ARCHSTONE CMNTYS TR EQUITY 039581103 23590 1183191 SH DEFINED 3 1020449 162742
ARCHSTONE CMNTYS TR EQUITY 039581202 2167 80700 SH DEFINED 4 80700
ARDEN RLTY GROUP EQUITY 039793104 17454 836100 SH DEFINED 3 714200 121900
ARGONAUT GROUP EQUITY 040157109 80 4000 SH DEFINED 2 4000
ARIAD PHARMA EQUITY 04033A118 249 31700 SH DEFINED 4 31700
ARIBA INC EQUITY 04033V104 3165 15100 SH DEFINED 2 15100
ARMSTRONG WORLD INDS EQUITY 042476101 23 1300 SH DEFINED 1 1300
ARNOLD INDS INC EQUITY 042595108 31 2400 SH DEFINED 1 2400
ARQULE INC EQUITY 04269E107 810 60000 SH DEFINED 2 60000
ARROW ELECTRONICS EQUITY 042735100 319 9050 SH DEFINED 1 9050
ART TECHNOLOGY GRP EQUITY 04289L107 4493 68400 SH DEFINED 2 68400
ARVIN INDS INC EQUITY 043339100 52 2300 SH DEFINED 1 2300
ASHLAND INC EQUITY 044204105 76 2300 SH DEFINED 1 2300
ASHLAND INC EQUITY 044204105 268 8000 SH DEFINED 2 8000
ASPECT COMMS EQUITY 04523Q102 1460 39400 SH DEFINED 2 39400
ASSOCIATED BANC EQUITY 045487105 176 5900 SH DEFINED 1 5900
ASSOCIATED BANC EQUITY 045487105 209 7000 SH DEFINED 2 7000
AT HOME CORP CORPBOND 045919AD9 1238 1500000 PRN DEFINED 4 1500000
ASSOCIATES FIRST CAP EQUITY 046008108 491 22968 SH DEFINED 1 22968
ASSOCIATES FIRST CAP EQUITY 046008108 492 22884 SH DEFINED 2 22884
ASTORIA FINCL CORP EQUITY 046265104 142 5000 SH DEFINED 1 5000
ASTORIA FINCL CORP EQUITY 046265104 101 3560 SH DEFINED 2 3560
ASTROPOWER INC EQUITY 04644A101 14705 455100 SH DEFINED 3 455100
ATLANTIC RICHFIELD EQUITY 048825103 910 10700 SH DEFINED 1 10700
ATLANTIC RICHFIELD EQUITY 048825103 1258 14800 SH DEFINED 2 14800
ATLANTIC RICHFIELD EQUITY 048825103 170 2000 SH DEFINED 4 2000
ATMEL CORP EQUITY 049513104 1074 20800 SH DEFINED 1 20800
ATMEL CORP EQUITY 049513104 6293 121900 SH DEFINED 2 121900
ATMEL CORP CORPBOND 049513AB0 5785 4000000 PRN DEFINED 4 4000000
ATMEL CORP CORPBOND 049513AC8 41536 28718000 PRN DEFINED 4 28718000
ATRIX LABS INC CORPBOND 04962LAC5 701 960000 PRN DEFINED 4 960000
AUTODESK INC EQUITY 052769106 82 1800 SH DEFINED 1 1800
AUTOMATIC DATA PROC EQUITY 053015103 1370 28390 SH DEFINED 1 28390
AUTOZONE INC EQUITY 053332102 139 5000 SH DEFINED 1 5000
AVALONBAY COMM EQUITY 053484101 12393 338374 SH DEFINED 3 299423 38951
AVANEX CORP EQUITY 05348W109 2155 14200 SH DEFINED 2 14200
AVATAR HLDGS INC EQUITY 053494100 350 17500 SH DEFINED 2 17500
AVERY DENNISON EQUITY 053611109 214 3500 SH DEFINED 1 3500
AVID TECHNOLOGY EQUITY 05367P100 1359 76000 SH DEFINED 2 76000
AVIRON CORPBOND 053762AC4 13698 13750000 PRN DEFINED 4 13750000
AVISTA CORP EQUITY 05379B107 2445 60000 SH DEFINED 2 60000
AVNET INC EQUITY 053807103 624 9900 SH DEFINED 4 9900
AVNET INC EQUITY 053807103 246 3900 SH DEFINED 1 3900
</TABLE>
<PAGE> 7
<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>
AVON PRODUCTS EQUITY 054303102 243 8300 SH DEFINED 1 8300
BB&T CORP EQUITY 054937107 269 9600 SH DEFINED 1 9600
BCE INC EQUITY 05534B109 803 6400 SH DEFINED 2 6400
BISYS GROUP INC EQUITY 055472104 36243 545000 SH DEFINED 3 522200 22800
BISYS GROUP INC EQUITY 055472104 86 1300 SH DEFINED 2 1300
BJ SVCS CO EQUITY 055482103 495 6700 SH DEFINED 1 6700
BJ SVCS CO EQUITY 055482103 22621 306200 SH DEFINED 2 306200
BJ SERVICES CO EQUITY 055482111 8831 75000 SH DEFINED 4 75000
BJS WHOLESALE CLUB EQUITY 05548J106 261 6800 SH DEFINED 1 6800
BJS WHOLESALE CLUB EQUITY 05548J106 1611 41700 SH DEFINED 2 41700
BJS WHOLESALE CLUB EQUITY 05548J106 50805 1323900 SH DEFINED 3 1274100 49800
BP AMOCO PLC EQUITY 055622104 982 18748 SH DEFINED 2 18748
BRE PROPERTIES INC EQUITY 05564E106 11394 441400 SH DEFINED 3 380200 61200
BMC SOFTWARE INC EQUITY 055921100 356 7200 SH DEFINED 1 7200
BMC SOFTWARE INC EQUITY 055921100 1531 31000 SH DEFINED 2 31000
BAKER HUGHES INC EQUITY 057224107 317 10470 SH DEFINED 1 10470
BAKER HUGHES INC EQUITY 057224107 7248 239600 SH DEFINED 2 239600
BALL CORP EQUITY 058498106 35 1000 SH DEFINED 1 1000
BALLY TOTAL FITNESS EQUITY 05873K108 3102 126600 SH DEFINED 2 126600
BALLY TOTAL FITNESS EQUITY 05873K108 110 4500 SH DEFINED 4 4500
BANCO DE A EDWARDS EQUITY 059504100 912 49978 SH DEFINED 1 49978
BANCO FRANCES DEL RIO EQUITY 059591107 549 26000 SH DEFINED 1 26000
BANCO GANADERO SA EQUITY 059594507 84 10500 SH DEFINED 1 10500
BANCO RIO DE LA PLATA EQUITY 059644104 419 29300 SH DEFINED 1 29300
BANDAG INC EQUITY 059815100 44 1900 SH DEFINED 1 1900
BANKAMERICA CORP EQUITY 060505104 2900 55300 SH DEFINED 1 55300
BANKAMERICA CORP EQUITY 060505104 36 683 SH DEFINED 2 683
BANK OF NEW YORK EQUITY 064057102 1068 25700 SH DEFINED 1 25700
BANK OF NEW YORK EQUITY 064057102 9107 219125 SH DEFINED 2 219125
BANC ONE CORP EQUITY 06423A103 1288 37322 SH DEFINED 1 37322
BANK ONE CORP EQUITY 06423A103 87 2855 SH DEFINED 2 2855
BANK UNITED CORP EQUITY 065412108 24676 781802 SH DEFINED 1 781802
BANK UNITED CORP EQUITY 065412108 9469 300000 SH DEFINED 3 300000
BANKATLANTIC BANCORP CORPBOND 065908AB1 4195 4907000 PRN DEFINED 4 4907000
BANTA CORP EQUITY 066821109 50 2700 SH DEFINED 1 2700
BANTA CORP EQUITY 066821109 158 8600 SH DEFINED 2 8600
C.R. BARD EQUITY 067383109 70 1800 SH DEFINED 1 1800
BARNES & NOBLE INC EQUITY 067774109 152 6500 SH DEFINED 1 6500
BARRICK GOLD CORP EQUITY 067901108 212 13500 SH DEFINED 2 13500
BARRICK GOLD CORP EQUITY 067901108 202 12900 SH DEFINED 1 12900
BARRETT RES CORP EQUITY 068480201 236 7900 SH DEFINED 2 7900
BASSETT FURNITURE INDS EQUITY 070203104 84 6000 SH DEFINED 2 6000
BAUSCH & LOMB EQUITY 071707103 94 1800 SH DEFINED 1 1800
BAXTER INTL INC EQUITY 071813109 18552 295950 SH DEFINED 1 295950
BAXTER INTL INC EQUITY 071813109 539 8600 SH DEFINED 2 8600
BEA SYSTEMS INC EQUITY 073325102 1996 27200 SH DEFINED 2 27200
BEA SYSTEMS INC CORPBOND 073325AB8 3946 710000 PRN DEFINED 4 710000
BEAR STEARNS EQUITY 073902108 155 3405 SH DEFINED 1 3405
BECKMAN COULTER INC EQUITY 075811109 173 2700 SH DEFINED 1 2700
BECTON DICKINSON & CO EQUITY 075887109 218 8300 SH DEFINED 1 8300
BED BATH & BEYOND EQUITY 075896100 161 4100 SH DEFINED 1 4100
BED BATH & BEYOND EQUITY 075896100 3792 96300 SH DEFINED 3 77900 18400
BEL FUSE INC EQUITY 077347300 204 9700 SH DEFINED 4 9700
BELCO OIL & GAS EQUITY 077410207 84 5400 SH DEFINED 2 5400
BELCO OIL & GAS EQUITY 077410207 194 12500 SH DEFINED 4 12500
BELDEN INC EQUITY 077459105 105 3800 SH DEFINED 2 3800
BELL & HOWELL CO EQUITY 077852101 206 6600 SH DEFINED 2 6600
BELL ATLANTIC EQUITY 077853109 3145 51444 SH DEFINED 1 51444
BELL ATLANTIC EQUITY 077853109 3535 57825 SH DEFINED 2 57825
BELL CANADA INTL EQUITY 077914109 1150 40000 SH DEFINED 1 40000
BELLSOUTH CORP EQUITY 079860102 2827 60300 SH DEFINED 1 60300
BELO A H CORP EQUITY 080555105 193 10800 SH DEFINED 1 10800
</TABLE>
<PAGE> 8
<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>
BEMIS CO EQUITY 081437105 66 1800 SH DEFINED 1 1800
BEMIS CO EQUITY 081437105 3815 103457 SH DEFINED 2 103457
BENCHMARK ELECTRNCS CORPBOND 08160HAA9 1966 1850000 PRN DEFINED 4 1850000
BENTLEY PHARMACTCLS EQUITY 082657123 158 79200 SH DEFINED 4 79200
BENTLEY PHARMACTCLS CORPBOND 082657AB3 173 50000 PRN DEFINED 4 50000
BERGEN BRUNSWIG EQUITY 083739102 81 12000 SH DEFINED 1 12000
BERKLEY WR EQUITY 084423102 680 29500 SH DEFINED 1 29500
BERKSHIRE HATHAWAY EQUITY 084670108 3032 53 SH DEFINED 2 53
BERKSHIRE HATHAWAY EQUITY 084670207 761 417 SH DEFINED 2 417
BEST BUY CO INC EQUITY 086516101 4300 50000 SH DEFINED 2 50000
BEST BUY CO INC EQUITY 086516101 10139 117900 SH DEFINED 1 117900
BESTFOODS EQUITY 08658U101 10650 227500 SH DEFINED 1 227500
BESTFOODS EQUITY 08658U101 889 19000 SH DEFINED 2 19000
BETHELEM STEEL EQUITY 087509105 23 3900 SH DEFINED 1 3900
BEVERLY ENTERPRISES EQUITY 087851309 33 9000 SH DEFINED 1 9000
BINDVIEW DEV CORP EQUITY 090327107 1230 39600 SH DEFINED 2 39600
BIOGEN INC EQUITY 090597105 259 3700 SH DEFINED 1 3700
BIOGEN INC EQUITY 090597105 8106 116000 SH DEFINED 2 116000
BIOMET INC EQUITY 090613100 138 3800 SH DEFINED 1 3800
BIOVAIL CORP EQUITY 09067J109 1547 34900 SH DEFINED 2 34900
BIOVAIL CORP EQUITY 09067J109 69490 1570400 SH DEFINED 3 1503800 66600
BIOSITE DIAGNOSTICS EQUITY 090945106 9677 397000 SH DEFINED 3 397000
BLACK & DECKER CORP EQUITY 091797100 109 2900 SH DEFINED 1 2900
BLACK BOX CORP EQUITY 091826107 83 1200 SH DEFINED 2 1200
BLACK HILLS CORP EQUITY 092113109 43 1950 SH DEFINED 1 1950
BLANCH E W HLDGS INC EQUITY 093210102 54 2700 SH DEFINED 2 2700
H & R BLOCK EQUITY 093671105 215 4800 SH DEFINED 1 4800
BLUESTONE SOFTWARE EQUITY 09623P102 766 22700 SH DEFINED 2 22700
BLYTH INDUSTRIES INC EQUITY 09643P108 117 4300 SH DEFINED 1 4300
BOB EVANS FARMS EQUITY 096761101 46 3700 SH DEFINED 1 3700
BOEING CO EQUITY 097023105 634 16700 SH DEFINED 2 16700
BOEING CO. EQUITY 097023105 12967 342926 SH DEFINED 1 342926
BOISE CASCADE EQUITY 097383103 63 1800 SH DEFINED 1 1800
BORDERS GROUP INC EQUITY 099709107 119 6900 SH DEFINED 1 6900
BORDERS GROUP INC EQUITY 099709107 378 22000 SH DEFINED 2 22000
BORDERS GROUP INC EQUITY 099709107 1875 109100 SH DEFINED 3 109100
BORG WARNER AUTO EQUITY 099724106 146 3700 SH DEFINED 2 3700
BORG-WARNER AUTO EQUITY 099724106 95 2400 SH DEFINED 1 2400
BOSTON PROPERTIES EQUITY 101121101 11087 348500 SH DEFINED 3 298600 49900
BORDERS GROUP INC EQUITY 101137107 266 12500 SH DEFINED 1 12500
BORDERS GROUP INC EQUITY 101137107 597 28000 SH DEFINED 2 28000
BOWATER INC EQUITY 102183100 262 4900 SH DEFINED 1 4900
BOWNE & CO INC EQUITY 103043105 189 14700 SH DEFINED 2 14700
BRADLEY REAL ESTATE EQUITY 104580105 4156 243600 SH DEFINED 3 208700 34900
BRANDYWINE RLTY TR EQUITY 105368203 171 10000 SH DEFINED 3 10000
BRAUNS FASHIONS EQUITY 105658108 3716 147150 SH DEFINED 3 147150
BRIGGS & STRATTON EQUITY 109043109 29 700 SH DEFINED 1 700
BRIGHT HORIZON FAMILY EQUITY 109195107 40242 1860880 SH DEFINED 3 1860880
BRIGHTPOINT INC EQUITY 109473108 96 7800 SH DEFINED 2 7800
BRINKER INTL INC EQUITY 109641100 175 5900 SH DEFINED 1 5900
BRINKER INTL INC EQUITY 109641100 9966 335700 SH DEFINED 3 304600 31100
BRISTOL MYERS SQUIBB EQUITY 110122108 14262 245900 SH DEFINED 1 245900
BRISTOL MYERS SQUIBB EQUITY 110122108 4069 70600 SH DEFINED 2 70600
BROADCOM CORP EQUITY 111320107 15835 65200 SH DEFINED 2 65200
BROADVISION INC EQUITY 111412102 8172 182100 SH DEFINED 2 182100
BROADWING INC EQUITY 111620100 751 20200 SH DEFINED 1 20200
BROWN AND BROWN EQUITY 115236101 4217 109000 SH DEFINED 1 109000
BROWN-FORMAN EQUITY 115637209 114 2100 SH DEFINED 1 2100
BRUNSWICK CORP EQUITY 117043109 59 3100 SH DEFINED 1 3100
BRUNSWICK CORP EQUITY 117043109 123 6500 SH DEFINED 2 6500
BSQUARE CORP EQUITY 11776U102 471 21300 SH DEFINED 2 21300
BUDGET GROUP INC EQUITY 119003101 137 27749 SH DEFINED 1 27749
</TABLE>
<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>
BUFFETS INC EQUITY 119882108 37 4100 SH DEFINED 1 4100
BURLINGTON INDS EQUITY 121693105 24 5400 SH DEFINED 1 5400
BURLINGTON NORTHEN EQUITY 12189T104 355 15710 SH DEFINED 1 15710
BURLINGTON RES EQUITY 122014103 485 13100 SH DEFINED 2 13100
BURLINGTON RES EQUITY 122014103 211 5714 SH DEFINED 1 5714
BURLINGTON RES EQUITY 122014103 104 2800 SH DEFINED 4 2800
BURNHAM PAC PPTYS EQUITY 12232C108 116 16400 SH DEFINED 3 16400
BURR BROWN EQUITY 122574106 2545 46800 SH DEFINED 2 46800
BURR BROWN EQUITY 122574106 63654 1170650 SH DEFINED 3 1145850 24800
BUSH BOAKE ALLEN EQUITY 123162109 3235 116300 SH DEFINED 2 116300
BUSINESS OBJECTS EQUITY 12328X107 234 2352 SH DEFINED 2 2352
BUSINESS OBJECTS EQUITY 12328X107 21164 212700 SH DEFINED 3 207800 4900
CBL & ASSOC PPTYS EQUITY 124830100 5183 253600 SH DEFINED 3 211100 42500
CCB FINANCIAL CORP EQUITY 124875105 164 3700 SH DEFINED 1 3700
CCB FINANCIAL CORP EQUITY 124875105 487 11000 SH DEFINED 2 11000
CCC INFORMATION SVC EQUITY 12487Q109 2580 120000 SH DEFINED 1 120000
CBRL GROUP INC EQUITY 12489V106 53 5300 SH DEFINED 1 5300
CBS CORP EQUITY 12490K107 11839 208895 SH DEFINED 2 208895
CBS CORP EQUITY 12490K107 1076 19000 SH DEFINED 3 19000
CBS CORP EQUITY 12490K107 1381 24382 SH DEFINED 1 24382
CBS CORP EQUITY 12490K107 283 5000 SH DEFINED 4 5000
C D I CORP EQUITY 125071100 80 4200 SH DEFINED 2 4200
CDW COMPUTER CTRS EQUITY 125129106 338 4000 SH DEFINED 1 4000
C H ROBINSON WRLDWD EQUITY 12541W100 149 4000 SH DEFINED 2 4000
C H ROBINSON WRLDWD EQUITY 12541W100 145 3900 SH DEFINED 1 3900
CIGNA CORP EQUITY 125509109 515 6800 SH DEFINED 1 6800
CIGNA CORP EQUITY 125509109 2023 26700 SH DEFINED 2 26700
CIT GROUP INC EQUITY 125577106 5372 275470 SH DEFINED 1 275470
CIT GROUP INC EQUITY 125577106 98 5000 SH DEFINED 2 5000
CLECO CORP EQUITY 12561W105 67 2000 SH DEFINED 1 2000
CK WITCO CORP EQUITY 12562C108 3 SH DEFINED 2 3
CK WITCO CORP EQUITY 12562C108 107 10528 SH DEFINED 1 10528
CMG INFORMATION SVCS EQUITY 125750109 3218 28400 SH DEFINED 2 28400
CMP GROUP INC EQUITY 125887109 82 2800 SH DEFINED 1 2800
CMS ENERGY CORP EQUITY 125896100 67 3700 SH DEFINED 1 3700
CNF TRANSPORTATION EQUITY 12612W104 128 4600 SH DEFINED 2 4600
CNF TRANSPORTATION EQUITY 12612W104 122 4400 SH DEFINED 1 4400
CNET NETWORKS INC EQUITY 12613R104 38132 752300 SH DEFINED 2 752300
CSG SYSTEMS INTL EQUITY 126349109 73736 1510600 SH DEFINED 3 1448300 62300
CSG SYSTEMS INTL EQUITY 126349109 239 4900 SH DEFINED 1 4900
CSX CORP EQUITY 126408103 167 7100 SH DEFINED 1 7100
CSX CORP EQUITY 126408103 120 5100 SH DEFINED 2 5100
CTS CORP EQUITY 126501105 211 3700 SH DEFINED 2 3700
CVS CORP EQUITY 126650100 2102 55970 SH DEFINED 2 55970
CVS CORP EQUITY 126650100 47445 1263100 SH DEFINED 1 1263100
CV THERAPEUTICS EQUITY 126667104 1506 30000 SH DEFINED 2 30000
CV THERAPEUTICS CORPBOND 126667AA2 4050 4550000 PRN DEFINED 4 4550000
CABLE & WIRELESS COMMS EQUITY 12682P104 1700 20000 SH DEFINED 4 20000
CABLEVISION SYS EQUITY 12686C109 1107 18220 SH DEFINED 2 18220
CABLETRON SYSTEMS EQUITY 126920107 153 5200 SH DEFINED 1 5200
CABLETRON SYSTEMS EQUITY 126920107 1724 58800 SH DEFINED 2 58800
CABLETRON SYSTEMS EQUITY 126920107 31234 1063300 SH DEFINED 3 993100 70200
CABOT CORP EQUITY 127055101 189 6200 SH DEFINED 1 6200
CABOT CORP EQUITY 127055101 387 12700 SH DEFINED 2 12700
CADENCE DESIGN SYS EQUITY 127387108 470 22800 SH DEFINED 1 22800
CADENCE DESIGN SYS EQUITY 127387108 714 34400 SH DEFINED 2 34400
CALLAWAY GOLF CO EQUITY 131193104 105 6800 SH DEFINED 1 6800
CALLON PETROLEUM EQUITY 13123X201 2322 81300 SH DEFINED 4 81300
CAPLINE CORP EQUITY 131347106 555 5900 SH DEFINED 1 5900
CAMBRIDGE TECH
PARTNERS EQUITY 132524109 76 5604 SH DEFINED 1 5604
CAMBRIDGE TECH
PARTNERS EQUITY 132524109 125 9200 SH DEFINED 2 9200
CAMDEN PPTY TR EQUITY 133131102 11599 428600 SH DEFINED 3 382000 46600
</TABLE>
<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>
CAMINUS CORP EQUITY 133766105 1830 91500 SH DEFINED 3 91500
CAMPBELL SOUP CO EQUITY 134429109 458 14900 SH DEFINED 1 14900
CANADIAN NATL RY EQUITY 136375102 144 5400 SH DEFINED 2 5400
CAPITAL ONE FNCL EQUITY 14040H105 268 5600 SH DEFINED 1 5600
CAPITAL ONE FNCL EQUITY 14040H105 6016 125500 SH DEFINED 2 125500
CAPITAL SOUTHWEST EQUITY 140501107 329 6000 SH DEFINED 2 6000
CAPITOL TRANSAMERICA EQUITY 140640103 1306 107700 SH DEFINED 1 107700
CAPTEC NET LEASE RLTY EQUITY 140724105 3514 421200 SH DEFINED 3 356600 64600
CARDINAL HEALTH EQUITY 14149Y108 4069 88700 SH DEFINED 1 88700
CAREER ED CORP EQUITY 141665109 1400 40000 SH DEFINED 2 40000
CAREMARK RX INC EQUITY 141705103 861 205600 SH DEFINED 2 205600
CAREMATRIX CORP CORPBOND 141706AC5 176 750000 PRN DEFINED 4 750000
CARLISLE COS INC EQUITY 142339100 108 2700 SH DEFINED 1 2700
CARNIVAL CORP EQUITY 143658102 404 16300 SH DEFINED 2 16300
CARNIVAL CORP EQUITY 143658102 484 19500 SH DEFINED 1 19500
CAROLINA PWR & LGHT EQUITY 144141108 5437 167600 SH DEFINED 1 167600
CARPENTER TECHN EQUITY 144285103 44 2100 SH DEFINED 1 2100
CARRAMERICA RLTY EQUITY 144418100 14522 683400 SH DEFINED 3 580900 102500
CARRIER ACCESS EQUITY 144460102 240 4500 SH DEFINED 2 4500
CARTER WALLACE EQUITY 146285101 75 4000 SH DEFINED 1 4000
CASCADE NAT GAS EQUITY 147339105 384 23800 SH DEFINED 2 23800
CASEYS GEN STORES EQUITY 147528103 114 10500 SH DEFINED 2 10500
CATALINA MARKETING EQUITY 148867104 516 5100 SH DEFINED 2 5100
CATELLUS DEV CORP EQUITY 149111106 2885 207900 SH DEFINED 2 207900
CATERPILLAR INC EQUITY 149123101 2427 61532 SH DEFINED 2 61532
CATERPILLAR INC. EQUITY 149123101 461 11700 SH DEFINED 1 11700
CELL THERAPEUTICS EQUITY 150934107 1406 60000 SH DEFINED 2 60000
CELESTICA INC EQUITY 15101Q108 340 6413 SH DEFINED 2 6413
CELGENE CORP EQUITY 151020104 2161 21700 SH DEFINED 2 21700
CEMEX SA EQUITY 151290889 878 38800 SH DEFINED 1 38800
CENDANT CORP EQUITY 151313103 441 23818 SH DEFINED 1 23818
CENDANT CORP EQUITY 151313111 1405 124900 SH DEFINED 4 124900
CENTERPOINT PPTYS TR EQUITY 151895109 51 1400 SH DEFINED 2 1400
CENTEX CORP EQUITY 152312104 43 1800 SH DEFINED 1 1800
CENTRAL & SOUTHWEST EQUITY 152357109 120 7000 SH DEFINED 1 7000
CENTRAL NEWSPAPERS EQUITY 154647101 114 3400 SH DEFINED 4 3400
CENTURY BANCORP EQUITY 156432106 48 3700 SH DEFINED 2 3700
CENTURYTEL INC EQUITY 156700106 167 4500 SH DEFINED 1 4500
CEPHALON INC EQUITY 156708109 6428 171400 SH DEFINED 2 171400
CERIDIAN CORP EQUITY 15677T106 96 5000 SH DEFINED 1 5000
CERIDIAN CORP EQUITY 15677T106 1416 73800 SH DEFINED 2 73800
CHAMPION ENTERPRISES EQUITY 158496109 75 13000 SH DEFINED 2 13000
CHAMPION INTL EQUITY 158525105 170 3200 SH DEFINED 1 3200
CHAMPION INTL EQUITY 158525105 160 3000 SH DEFINED 2 3000
CHARTER ONE FINCL EQUITY 160903100 418 19900 SH DEFINED 1 19900
CHARTER ONE FINCL EQUITY 160903100 50558 2407527 SH DEFINED 3 2259681 147846
CHARMING SHOPPES CORPBOND 161133AA1 5263 5629000 PRN DEFINED 4 5629000
CHARTER COMMS EQUITY 16117M107 192 13400 SH DEFINED 2 13400
CHASE MANHATTAN EQUITY 16161A108 13789 158150 SH DEFINED 1 158150
CHASE MANHATTAN EQUITY 16161A108 18833 216000 SH DEFINED 2 216000
CHATEAU CMNTYS EQUITY 161726104 122 4800 SH DEFINED 2 4800
CHATEAU CMNTYS EQUITY 161726104 9858 386600 SH DEFINED 3 346200 40400
CHECKFREE HOLDINGS EQUITY 162816102 451 6400 SH DEFINED 1 6400
CHECKFREE HOLDINGS EQUITY 162816102 4350 61700 SH DEFINED 2 61700
CHECKPOINT SYSTEMS CORPBOND 162825AB9 702 1040000 PRN DEFINED 4 1040000
CHEESECAKE FACTORY EQUITY 163072101 32803 788050 SH DEFINED 3 772700 15350
CHELSEA GCA REALTY EQUITY 163262108 41 1400 SH DEFINED 2 1400
CHESAPEAKE CORP EQUITY 165159104 59 2000 SH DEFINED 1 2000
CHEVRON CORP EQUITY 166751107 2006 21700 SH DEFINED 1 21700
CHEVRON CORP EQUITY 166751107 7432 80400 SH DEFINED 2 80400
CHICOS FAS INC EQUITY 168615102 5384 317600 SH DEFINED 3 317600
</TABLE>
<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>
CHIEFTAIN INTL INC EQUITY 168672202 2425 88600 SH DEFINED 4 88600
CHIEFTAIN INTL INC EQUITY 16867C101 201 10000 SH DEFINED 2 10000
CHIQUITA BRANDS INTL EQUITY 170032403 266 16600 SH DEFINED 4 16600
CHIRON CORP EQUITY 170040109 858 17200 SH DEFINED 1 17200
CHIRON CORP CORPBOND 170040AB5 44416 25800000 PRN DEFINED 4 25800000
CHITTENDEN CORP EQUITY 170228100 80 2700 SH DEFINED 2 2700
CHRIS CRAFT INDS EQUITY 170520100 215 3379 SH DEFINED 1 3379
CHUBB CORP EQUITY 171232101 2845 42115 SH DEFINED 1 42115
CHUBB CORP EQUITY 171232101 831 12300 SH DEFINED 2 12300
CHURCH & DWIGHT EQUITY 171340102 58 3400 SH DEFINED 1 3400
CIBER INC EQUITY 17163B102 404 19700 SH DEFINED 2 19700
CIENA CORP EQUITY 171779101 933 7400 SH DEFINED 2 7400
CINAR CORP EQUITY 171905300 911 182100 SH DEFINED 2 182100
CINAR CORP EQUITY 171905300 13227 1889600 SH DEFINED 3 1840100 49500
CINCINNATI FINANCIAL EQUITY 172062101 167 4450 SH DEFINED 1 4450
CINERGY CORP EQUITY 172474108 1834 85300 SH DEFINED 1 85300
CIRCUIT CITY STORES EQUITY 172737108 408 6700 SH DEFINED 1 6700
CIRCUIT CITY STORES EQUITY 172737108 2599 42700 SH DEFINED 2 42700
CIRCOR INTL INC EQUITY 17273K109 182 13650 SH DEFINED 2 13650
CIRRUS LOGIC INC EQUITY 172755100 113 6200 SH DEFINED 1 6200
CIRRUS LOGIC INC CORPBOND 172755AC4 8636 9298000 PRN DEFINED 4 9298000
CISCO SYSTEMS INC EQUITY 17275R102 76289 986762 SH DEFINED 1 986762
CISCO SYSTEMS INC EQUITY 17275R102 193256 2499941 SH DEFINED 2 2499941
CITADEL COMMS EQUITY 172853202 616 14600 SH DEFINED 2 14600
CINTAS CORP EQUITY 172908105 611 15600 SH DEFINED 1 15600
CITIGROUP INC EQUITY 172967101 67014 1277901 SH DEFINED 1 1277901
CITIGROUP INC EQUITY 172967101 91386 1540645 SH DEFINED 2 1540645
CITIZENS UTILITIES TR EQUITY 177351202 29655 417900 SH DEFINED 4 417900
CITRIX SYSTEMS INC EQUITY 177376100 384 5800 SH DEFINED 1 5800
CITRIX SYSTEMS INC EQUITY 177376100 6989 105500 SH DEFINED 2 105500
CITRIX SYSTEMS INC CORPBOND 177376AB6 66929 71084000 PRN DEFINED 4 71084000
CITY NATL CORP EQUITY 178566105 145 4300 SH DEFINED 1 4300
CLAIRE'S STORES INC EQUITY 179584107 92 4600 SH DEFINED 1 4600
CLARENT CORP DEL EQUITY 180461105 4545 50400 SH DEFINED 2 50400
CLASSIC COMMUN EQUITY 182728204 315 20000 SH DEFINED 1 20000
CLAYTON HOMES INC EQUITY 184190106 131 12968 SH DEFINED 1 12968
CLEAR CHANNEL COMMS EQUITY 184502102 635 9200 SH DEFINED 1 9200
CLEAR CHANNEL COMMS EQUITY 184502102 1527 22108 SH DEFINED 2 22108
CLEAR CHANNEL COMMS EQUITY 184502102 46420 672147 SH DEFINED 3 641677 30470
CLEVELAND CLIFFS INC EQUITY 185896107 24 1000 SH DEFINED 1 1000
CLOROX CO. EQUITY 189054109 224 6800 SH DEFINED 1 6800
COASTAL CORP EQUITY 190441105 322 7000 SH DEFINED 1 7000
COASTAL CORP EQUITY 190441105 3680 80000 SH DEFINED 2 80000
COCA COLA EQUITY 191216100 3703 78900 SH DEFINED 1 78900
COCA COLA EQUITY 191216100 1295 27600 SH DEFINED 2 27600
COCA-COLA ENTPRS EQUITY 191219104 285 13200 SH DEFINED 1 13200
COCA-COLA FEMSA EQUITY 191241108 705 38000 SH DEFINED 1 38000
COFLEXIP EQUITY 192384105 148 2700 SH DEFINED 2 2700
COGNEX CORP EQUITY 192422103 1834 31800 SH DEFINED 2 31800
COHERENT INC EQUITY 192479103 988 19000 SH DEFINED 2 19000
COINSTAR COMMON EQUITY 19259P300 2658 210800 SH DEFINED 1 210800
COLGATE-PALMOLIVE EQUITY 194162103 1144 20300 SH DEFINED 1 20300
COLONIAL PPTYS TR EQUITY 195872106 2396 100900 SH DEFINED 3 100900
COLUMBIA ENERGY GRP EQUITY 197648108 163 2750 SH DEFINED 1 2750
COLUMBIA/HCA
HEALTHCARE EQUITY 197677107 468 18500 SH DEFINED 1 18500
COLUMBIA/HCA
HEALTHCARE EQUITY 197677107 3389 133900 SH DEFINED 2 133900
COMCAST CORP EQUITY 200300200 1267 29200 SH DEFINED 1 29200
COMCAST CORP EQUITY 200300200 15469 356630 SH DEFINED 2 356630
COMCAST CORP EQUITY 200300507 196473 1566145 SH DEFINED 4 1566145
COMDISCO EQUITY 200336105 640 14500 SH DEFINED 1 14500
COMERICA INC EQUITY 200340107 230 5500 SH DEFINED 1 5500
COMMERCE BANCSHRS EQUITY 200525103 501 16050 SH DEFINED 2 16050
</TABLE>
<PAGE> 12
<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>
COMMERCE ONE EQUITY 200693109 34271 229620 SH DEFINED 2 229620
COMMERCIAL NET LEASE EQUITY 202218103 2877 275600 SH DEFINED 3 243800 31800
COMMSCOPE INC EQUITY 203372107 87720 1920000 SH DEFINED 3 1877900 42100
COMMUNITY BK SYS EQUITY 203607106 160 7000 SH DEFINED 2 7000
COMMUNITY FIRST
BKSHARES EQUITY 203902101 176 11000 SH DEFINED 2 11000
COMPANHIA BRAS DIST EQUITY 20440T201 715 20000 SH DEFINED 1 20000
COMPANHIA BRAS DIST EQUITY 20440T201 61 1696 SH DEFINED 2 1696
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COMPLETE BUS SOLUTIONS EQUITY 20452F107 257 11500 SH DEFINED 2 11500
COMPUTER ASSOC INTL EQUITY 204912109 1080 18250 SH DEFINED 1 18250
COMPUTER ASSOC INTL EQUITY 204912109 4048 68400 SH DEFINED 2 68400
COMPUTER SCIENCES EQUITY 205363104 11378 143800 SH DEFINED 1 143800
COMPUTER SCIENCES EQUITY 205363104 1100 13900 SH DEFINED 2 13900
COMPUWARE CORP EQUITY 205638109 251 11900 SH DEFINED 1 11900
COMMS SATELLITE EQUITY 20564D107 99 4799 SH DEFINED 1 4799
COMVERSE TECHN EQUITY 205862402 465 2460 SH DEFINED 1 2460
COMVERSE TECHN CORPBOND 205862AG0 162227 36700000 PRN DEFINED 4 36700000
CONAGRA INC EQUITY 205887102 294 16200 SH DEFINED 1 16200
CONAGRA INC EQUITY 205887102 2331 128627 SH DEFINED 2 128627
CONCENTRIC NETWORK EQUITY 20589R107 330 6000 SH DEFINED 4 6000
COMPUTER HORIZONS EQUITY 205908106 240 14000 SH DEFINED 2 14000
CONCORD EFS INC EQUITY 206197105 439 19150 SH DEFINED 1 19150
CONCORD EFS INC EQUITY 206197105 2333 101700 SH DEFINED 2 101700
CONCORD EFS INC EQUITY 206197105 12897 562250 SH DEFINED 3 469500 92750
CONCURRENT COMPTR EQUITY 206710204 18633 1468600 SH DEFINED 3 1439100 29500
CONECTIV INC EQUITY 206829103 154 8800 SH DEFINED 1 8800
CONEXANT SYSTEMS EQUITY 207142100 398 5600 SH DEFINED 1 5600
CONEXANT SYSTEMS EQUITY 207142100 11587 163200 SH DEFINED 2 163200
CONEXANT SYSTEMS EQUITY 207142100 7256 102200 SH DEFINED 3 82900 19300
CONEXANT SYSTEMS CORPBOND 207142AB6 35693 43161000 PRN DEFINED 4 43161000
CONOCO INC EQUITY 208251405 6045 235900 SH DEFINED 1 235900
CONSECO INC EQUITY 208464107 119 10382 SH DEFINED 1 10382
CONSOL ENERGY EQUITY 20854P109 38 3600 SH DEFINED 2 3600
CONSOLIDATED EDISON EQUITY 209115104 271 9300 SH DEFINED 1 9300
CONSOLIDATED PAPER EQUITY 209759109 331 8600 SH DEFINED 1 8600
CONSOLIDATED STORES EQUITY 210149100 36 3200 SH DEFINED 1 3200
CONSOLIDATED STORES EQUITY 210149100 494 43400 SH DEFINED 2 43400
CONSTELLATION ENERGY EQUITY 210371100 156 4900 SH DEFINED 1 4900
CONTINENTAL AIRLS EQUITY 210795308 495 12100 SH DEFINED 2 12100
CONVERGYS CORP EQUITY 212485106 561 14500 SH DEFINED 1 14500
COOPER CAMERON EQUITY 216640102 2501 37400 SH DEFINED 2 37400
COOPER INDUSTRIES EQUITY 216669101 126 3600 SH DEFINED 1 3600
COOPER INDUSTRIES EQUITY 216669101 707 20200 SH DEFINED 2 20200
COOPER TIRE & RUBR EQUITY 216831107 31 2500 SH DEFINED 1 2500
COOPER TIRE & RUBR EQUITY 216831107 2348 186945 SH DEFINED 2 186945
COORS ADOLPH CO EQUITY 217016104 43 900 SH DEFINED 1 900
COORS ADOLPH CO EQUITY 217016104 77 1600 SH DEFINED 2 1600
COPPER MTN NETWORKS EQUITY 217510106 2434 29700 SH DEFINED 2 29700
COR THERAPEUTICS EQUITY 217753102 1318 20000 SH DEFINED 2 20000
COR THERAPEUTICS CORPBOND 217753AC6 1940 1750000 PRN DEFINED 4 1750000
CORDANT TECHNOLOGIES EQUITY 218412104 181 3200 SH DEFINED 1 3200
CORDANT TECHNOLOGIES EQUITY 218412104 102 1800 SH DEFINED 2 1800
CORDANT TECHNOLOGIES EQUITY 218412104 170 3000 SH DEFINED 4 3000
CORN PRODUCTS INTL EQUITY 219023108 116 4800 SH DEFINED 2 4800
CORNERSTONE PPTYS EQUITY 21922h103 7432 426200 SH DEFINED 3 358100 68100
CORNING INC EQUITY 219350105 1649 8500 SH DEFINED 1 8500
</TABLE>
<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>
CORNING INC EQUITY 219350105 143762 741043 SH DEFINED 2 741043
COSTCO WHOLESALE EQUITY 22160K105 736 14000 SH DEFINED 1 14000
COSTCO WHOLESALE EQUITY 22160K105 2580 49090 SH DEFINED 2 49090
COSTCO WHOLESALE EQUITY 22160K105 494 9400 SH DEFINED 3 9400
COUNTRYWIDE CR INDS EQUITY 222372104 98 3600 SH DEFINED 1 3600
COUNTRYWIDE CR INDS EQUITY 222372104 624 22900 SH DEFINED 2 22900
COVAD COMM GRP EQUITY 222814204 4481 61800 SH DEFINED 2 61800
COVANCE INC EQUITY 222816100 55 5100 SH DEFINED 1 5100
COVANCE INC EQUITY 222816100 186 17300 SH DEFINED 4 17300
CRANE CO EQUITY 224399105 51 2175 SH DEFINED 1 2175
CRANE CO EQUITY 224399105 132 5600 SH DEFINED 2 5600
CREDENCE SYSTEMS EQUITY 225302108 75 600 SH DEFINED 2 600
CREDENCE SYSTEMS CORPBOND 225302AC2 551 300000 PRN DEFINED 4 300000
CRESCENT RL EST EQ EQUITY 225756105 152 8700 SH DEFINED 2 8700
CRESCENT RL EST EQ EQUITY 225756105 7940 453700 SH DEFINED 3 389600 64100
CRESTLINE CAPITAL EQUITY 226153104 58 3309 SH DEFINED 1 3309
CRITICAL PATH INC EQUITY 22674V100 4165 49000 SH DEFINED 2 49000
CRITICAL PATH INC EQUITY 22674V100 18760 220700 SH DEFINED 3 215400 5300
CROSS TIMBERS OIL EQUITY 227573201 2410 79720 SH DEFINED 4 79720
CROWN CASTLE INTL EQUITY 228227104 81605 2154590 SH DEFINED 1 2154590
CROWN CASTLE INTL EQUITY 228227104 485 12800 SH DEFINED 2 12800
CROWN CORK & SEAL EQUITY 228255105 67 4200 SH DEFINED 1 4200
CUMMINS ENGINE EQUITY 231021106 49 1300 SH DEFINED 1 1300
CURAGEN CORP EQUITY 23126R101 4404 94200 SH DEFINED 2 94200
CURAGEN CORP CORPBOND 23126RAA9 9221 10600000 PRN DEFINED 4 10600000
CYBERSOURCE CORP EQUITY 23251J106 93 2500 SH DEFINED 2 2500
CYBERSOURCE CORP EQUITY 23251J106 38133 1023700 SH DEFINED 3 1002800 20900
CYPRESS SEMICONDUCTOR EQUITY 232806109 510 10400 SH DEFINED 1 10400
CYPRESS SEMICONDUCTOR CORPBOND 232806AD1 55826 26525000 PRN DEFINED 4 26525000
CYSIVE INC EQUITY 23281T108 2165 31600 SH DEFINED 2 31600
CYSIVE INC EQUITY 23281t108 18372 268200 SH DEFINED 3 258800 9400
CYTEC INDUSTRIES EQUITY 232820100 119 3900 SH DEFINED 1 3900
DPL INC EQUITY 233293109 277 12500 SH DEFINED 1 12500
DQE INC EQUITY 23329J104 319 7000 SH DEFINED 1 7000
D.R.HORTON INC EQUITY 23331A109 2423 185500 SH DEFINED 2 185500
DST SYSTEMS INC EQUITY 233326107 396 6100 SH DEFINED 1 6100
DSP GROUP INC EQUITY 23332B106 1782 27000 SH DEFINED 2 27000
DETROIT EDISON CO EQUITY 233331107 131 4500 SH DEFINED 1 4500
DANA CORP EQUITY 235811106 147 5221 SH DEFINED 1 5221
DANAHER CORP EQUITY 235851102 179 3500 SH DEFINED 1 3500
DANAHER CORP EQUITY 235851102 372 7300 SH DEFINED 2 7300
DANKA BUSINESS SYS CORPBOND 236277AB5 439 619000 PRN DEFINED 4 619000
DARDEN RESTAURANTS EQUITY 237194105 84 4700 SH DEFINED 1 4700
DAYTON SUPERIOR EQUITY 240028100 179 7100 SH DEFINED 4 7100
DEAN FOODS CO EQUITY 242361103 94 3500 SH DEFINED 1 3500
DEERE & CO EQUITY 244199105 331 8700 SH DEFINED 1 8700
DEERE & CO EQUITY 244199105 105 2590 SH DEFINED 2 2590
DELL COMPUTER CORP EQUITY 247025109 4423 82000 SH DEFINED 1 82000
DELL COMPUTER CORP EQUITY 247025109 14464 268645 SH DEFINED 2 268645
DELPHI AUTOMOTIVE SYS EQUITY 247126105 270 16858 SH DEFINED 1 16858
DELPHI AUTOMOTIVE SYS EQUITY 247126105 44 2314 SH DEFINED 2 2314
DELTA AIRLINES INC EQUITY 247361108 256 4800 SH DEFINED 1 4800
DELTIC TIMBER CORP EQUITY 247850100 450 19000 SH DEFINED 2 19000
DELUXE CHECK PRINTERS EQUITY 248019101 64 2400 SH DEFINED 1 2400
DENTSPLY INTL EQUITY 249030107 136 4800 SH DEFINED 1 4800
DENTSPLY INTL EQUITY 249030107 111 3900 SH DEFINED 2 3900
DESC SA DE C V EQUITY 250309101 203 13500 SH DEFINED 1 13500
DEVELOPERS DIVERS RLTY EQUITY 251591103 11848 853900 SH DEFINED 3 734000 119900
DEVON ENERGY CORP EQUITY 25179M103 398 8200 SH DEFINED 1 8200
DEVON ENERGY CORP EQUITY 25179M103 2358 48566 SH DEFINED 2 48566
DEVON ENERGY CORP EQUITY 25179M103 55026 1133100 SH DEFINED 3 1105600 27500
DEVRY INC EQUITY 251893103 195 6400 SH DEFINED 1 6400
</TABLE>
<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>
DEVRY INC EQUITY 251893103 1735 56900 SH DEFINED 2 56900
DEVRY INC EQUITY 251893103 28718 941574 SH DEFINED 3 915174 26400
DEXTER EQUITY 252165105 111 2100 SH DEFINED 1 2100
DIAL CORP EQUITY 25247D101 132 9600 SH DEFINED 1 9600
DIAMOND OFFSHORE
DRILLING EQUITY 25271C102 7608 190500 SH DEFINED 2 190500
DIAMOND TECH PARTNERS EQUITY 252762109 22487 342000 SH DEFINED 3 334600 7400
DIEBOLD EQUITY 253651103 180 6550 SH DEFINED 1 6550
DIEBOLD EQUITY 253651103 121 4400 SH DEFINED 2 4400
DIGEX INC DEL EQUITY 253756100 433 3900 SH DEFINED 2 3900
DIGITAL MICROWAVE EQUITY 253859102 4275 126200 SH DEFINED 2 126200
DIGITAL IS INC EQUITY 25385N101 945 15500 SH DEFINED 2 15500
DIGITAS INC EQUITY 25388K104 17 700 SH DEFINED 2 700
DIGITAS INC EQUITY 25388K104 15259 622800 SH DEFINED 3 606200 16600
DILLARDS INC EQUITY 254067101 59 3600 SH DEFINED 1 3600
DIME BANCORP EQUITY 25429Q102 189 10200 SH DEFINED 1 10200
DISNEY WALT CO EQUITY 254687106 2735 66300 SH DEFINED 1 66300
DISNEY WALT CO EQUITY 254687106 1138 27500 SH DEFINED 2 27500
DOBSON COMMS EQUITY 256069105 575 25000 SH DEFINED 1 25000
DOCUMENTUM INC EQUITY 256159104 11677 149700 SH DEFINED 2 149700
DOLE FOOD INC EQUITY 256605106 101 5200 SH DEFINED 1 5200
DOLLAR GENERAL EQUITY 256669102 201 7493 SH DEFINED 1 7493
DOLLAR TREE STORES EQUITY 256747106 302 5800 SH DEFINED 1 5800
DOLLAR TREE STORES EQUITY 256747106 7621 146200 SH DEFINED 3 121300 24900
DOMINION RESOURCES EQUITY 25746U109 330 8573 SH DEFINED 1 8573
DONALDSON CO INC EQUITY 257651109 95 4200 SH DEFINED 1 4200
DONALDSON LUFKIN
& JENRETTE EQUITY 257661108 776 15000 SH DEFINED 2 15000
DONNELLEY RR & SONS EQUITY 257867101 98 4700 SH DEFINED 1 4700
DOREL INDS INC EQUITY 25822C205 109 6400 SH DEFINED 2 6400
DOUBLECLICK INC EQUITY 258609304 1114 11900 SH DEFINED 2 11900
DOUBLECLICK INC CORPBOND 258609AC0 73708 31775000 PRN DEFINED 4 31775000
DOVER CORP EQUITY 260003108 321 6700 SH DEFINED 1 6700
DOVER CORP EQUITY 260003108 838 17500 SH DEFINED 2 17500
DOW CHEMICAL CORP EQUITY 260543103 809 7100 SH DEFINED 1 7100
DOW CHEMICAL CORP EQUITY 260543103 866 7600 SH DEFINED 2 7600
DOW JONES & CO EQUITY 260561105 237 3300 SH DEFINED 1 3300
DOW JONES & CO EQUITY 260561105 237 3300 SH DEFINED 2 3300
DREYER'S GRAND
ICE CREAM EQUITY 261878102 57 2200 SH DEFINED 1 2200
DSET CORP EQUITY 262504103 596 32300 SH DEFINED 2 32300
DU PONT E I DE NEMOURS EQUITY 263534109 2075 39200 SH DEFINED 1 39200
DU PONT E I DE NEMOURS EQUITY 263534109 7004 133161 SH DEFINED 2 133161
DUKE ENERGY CO EQUITY 264399106 649 12366 SH DEFINED 1 12366
DUKE ENERGY CO EQUITY 264399106 5 100 SH DEFINED 2 100
DUKE WEEKS REALTY EQUITY 264411505 35070 1833710 SH DEFINED 3 1563038 270672
DUN & BRADSTREET EQUITY 26483B106 160 5600 SH DEFINED 1 5600
DUN & BRADSTREET EQUITY 26483B106 358 12500 SH DEFINED 2 12500
DUPONT PHOTOMASKS EQUITY 26613X101 133 2300 SH DEFINED 4 2300
DYCOM INDS INC EQUITY 267475101 1121 23000 SH DEFINED 2 23000
DYNEGY INC EQUITY 26816Q101 847 13500 SH DEFINED 1 13500
DYNEGY INC EQUITY 26816Q101 715 11396 SH DEFINED 2 11396
EMC CORP EQUITY 268648102 26895 213455 SH DEFINED 1 213455
EMC CORP EQUITY 268648102 103735 829352 SH DEFINED 2 829352
EMC CORP CORPBOND 268648AE2 16704 11057000 PRN DEFINED 4 11057000
ENSCO INTL INC EQUITY 26874Q100 466 12900 SH DEFINED 1 12900
ENSCO INTL INC EQUITY 26874Q100 2168 60000 SH DEFINED 3 60000
E PIPHANY INC EQUITY 26881V100 1309 9800 SH DEFINED 2 9800
E TEK DYNAMICS INC EQUITY 269240107 3058 13000 SH DEFINED 2 13000
E TRADE GROUP INC EQUITY 269246104 792 26300 SH DEFINED 1 26300
E TRADE GROUP INC EQUITY 269246104 479 15900 SH DEFINED 2 15900
EAGLE WIRELESS INTL EQUITY 27002R127 504 91600 SH DEFINED 4 91600
EARTHLINK INC EQUITY 270322100 249 10000 SH DEFINED 4 10000
EASTERN ENTERPRISES EQUITY 27637F100 36 600 SH DEFINED 1 600
EASTERN UTILITIES
ASSOC EQUITY 277173100 157 5000 SH DEFINED 4 5000
</TABLE>
<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>
EASTGROUP PPTYS EQUITY 277276101 182 8480 SH DEFINED 2 8480
EASTMAN CHEMICAL EQUITY 277432100 123 2700 SH DEFINED 1 2700
EASTMAN KODAK EQUITY 277461109 581 10700 SH DEFINED 1 10700
EASTMAN KODAK EQUITY 277461109 2361 43465 SH DEFINED 2 43465
EATON CORP EQUITY 278058102 203 2600 SH DEFINED 1 2600
EBAY INC EQUITY 278642103 53222 302400 SH DEFINED 2 302400
EBENX INC EQUITY 278668108 1180 40000 SH DEFINED 3 40000
ECHOSTAR COMMS EQUITY 278762109 25422 321800 SH DEFINED 2 321800
ECOLAB INC EQUITY 278865100 147 4000 SH DEFINED 1 4000
EDISON INTL EQUITY 281020107 219 13200 SH DEFINED 1 13200
EDISON INTL EQUITY 281020107 2 100 SH DEFINED 2 100
EDUCATION MGMT EQUITY 28139T101 6279 434900 SH DEFINED 3 431100 3800
EDWARDS J D & CO EQUITY 281667105 550 16900 SH DEFINED 2 16900
EDWARDS AG EQUITY 281760108 340 8500 SH DEFINED 1 8500
EFFICIENT NETWORKS EQUITY 282056100 109 700 SH DEFINED 2 700
EL PASO ENERGY EQUITY 283905107 295 7300 SH DEFINED 1 7300
EL PASO ENERGY EQUITY 283905107 2842 70400 SH DEFINED 2 70400
ELAN CORP PLC EQUITY 284131208 54295 1143055 SH DEFINED 1 1143055
ELAN CORP PLC EQUITY 284131703 11950 200000 SH DEFINED 1 200000
ELAN CORP PLC EQUITY 284131703 1601 26800 SH DEFINED 4 26800
ELAN CORP PLC EQUITY 284131802 200000 SH DEFINED 1 200000
ELECTROGLAS INC EQUITY 285324109 1802 52600 SH DEFINED 2 52600
ELECTRONIC ARTS EQUITY 285512109 427 6000 SH DEFINED 1 6000
ELECTRONIC ARTS EQUITY 285512109 918 12900 SH DEFINED 2 12900
ELECTRONIC DATA SYS EQUITY 285661104 1027 16000 SH DEFINED 1 16000
ELECTRONIC DATA SYS EQUITY 285661104 10090 157200 SH DEFINED 2 157200
ELETRONICS FOR IMAGING EQUITY 286082102 120 2000 SH DEFINED 2 2000
ELF AQUINTAINE EQUITY 2862691050 75 1306 SH DEFINED 1 1306
ELOYALTY CORP EQUITY 290151109 86 3600 SH DEFINED 2 3600
EMBRATEL PART EQUITY 29081N100 210 8200 SH DEFINED 2 8200
EMBOTELLADORA ANDINA EQUITY 29081P303 452 38300 SH DEFINED 1 38300
EMCOR GROUP INC CORPBOND 29084QAC4 5472 5870000 PRN DEFINED 4 5870000
EMERSON ELECTRIC EQUITY 291011104 818 15400 SH DEFINED 1 15400
EMERSON ELECTRIC EQUITY 291011104 4869 92083 SH DEFINED 2 92083
EMMIS COMMS EQUITY 291525103 2325 50000 SH DEFINED 2 50000
EMMIS COMMS EQUITY 291525202 3275 50000 SH DEFINED 4 50000
EMPRESAS ICA SA EQUITY 292448107 145 59300 SH DEFINED 1 59300
EMPRESA NACL DE ELEC EQUITY 29244T101 320 29392 SH DEFINED 1 29392
ENERGY CONVERSION
DEVICES EQUITY 292659224 180 20550 SH DEFINED 4 20550
ENERGY EAST CORP EQUITY 29266M109 232 11700 SH DEFINED 1 11700
ENERGY EAST CORP EQUITY 29266M109 991 50000 SH DEFINED 2 50000
ENERSIS SA EQUITY 29274F104 481 20797 SH DEFINED 1 20797
ENGAGE TECHNOLOGIES EQUITY 292827102 3320 43500 SH DEFINED 2 43500
ENGELHARD CORP EQUITY 292845104 70 4600 SH DEFINED 1 4600
ENGELHARD CORP EQUITY 292845104 165 10900 SH DEFINED 2 10900
ENHANCE FINL SVCS EQUITY 293310108 3521 249250 SH DEFINED 2 249250
ENRON CORP EQUITY 293561106 1685 22500 SH DEFINED 1 22500
ENRON CORP EQUITY 293561106 19621 262050 SH DEFINED 2 262050
ENRON CORP EQUITY 293561106 6245 83400 SH DEFINED 3 83400
ENTERCOM COMMS EQUITY 293639100 4350 85300 SH DEFINED 2 85300
ENTERGY CORP EQUITY 29364G103 159 7900 SH DEFINED 1 7900
ENTRUST TECHN EQUITY 293848107 7819 91900 SH DEFINED 2 91900
EQUANT N V EQUITY 294409107 400 4700 SH DEFINED 2 4700
EQUIFAX INC EQUITY 294429105 126 5000 SH DEFINED 1 5000
EQUITABLE RES INC EQUITY 294549100 381 8500 SH DEFINED 2 8500
EQUITY OFFICE PPTYS EQUITY 294741103 10122 402873 SH DEFINED 1 402873
EQUITY OFFICE PPTYS EQUITY 294741103 36340 1446388 SH DEFINED 3 1249198 197190
EQUITY RES PPTYS EQUITY 29476L107 109 2700 SH DEFINED 2 2700
EQUITY RES PPTYS EQUITY 29476L107 39336 978800 SH DEFINED 3 845300 133500
EQUITY RES PPTYS EQUITY 29476L883 2635 116500 SH DEFINED 4 116500
ERICSSON L M TEL EQUITY 294821400 50556 538900 SH DEFINED 2 538900
ESPEED INC EQUITY 296643109 63 1200 SH DEFINED 2 1200
</TABLE>
<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>
ETHAN ALLEN INTERIORS EQUITY 297602104 105 4200 SH DEFINED 2 4200
ETHYL CORP EQUITY 297659104 24 7800 SH DEFINED 1 7800
ETOYS INC EQUITY 297862104 41 4600 SH DEFINED 2 4600
EURO909 COM AS EQUITY 298737115 2595 180500 SH DEFINED 4 180500
EVANS & SUTHERLAND EQUITY 299096107 503 44700 SH DEFINED 2 44700
EVERGREEN RES EQUITY 299900308 184 7600 SH DEFINED 2 7600
EXAR CORP EQUITY 300645108 18034 252000 SH DEFINED 3 246500 5500
EXCELON CORP EQUITY 300691102 1350 120000 SH DEFINED 2 120000
EXODUS COMMS EQUITY 302088109 1672 11900 SH DEFINED 2 11900
EXPEDITORES INTL WASH EQUITY 302130109 143 3600 SH DEFINED 2 3600
EXPRESS SCRIPTS EQUITY 302182100 160 3800 SH DEFINED 1 3800
EXTENDED STAY AMER EQUITY 30224P101 1492 198900 SH DEFINED 2 198900
EXTENSITY INC EQUITY 302255104 1171 24400 SH DEFINED 3 23700 700
EXTREME NETWORKS EQUITY 30226D106 2101 26600 SH DEFINED 2 26600
EXXON MOBIL CORP EQUITY 30231G102 40175 515480 SH DEFINED 1 515480
EXXON MOBIL CORP EQUITY 30231G102 17813 228936 SH DEFINED 2 228936
FMC CORP EQUITY 302491303 73 1300 SH DEFINED 1 1300
F N B CORP PA EQUITY 302520101 221 12050 SH DEFINED 2 12050
FPL GROUP INC EQUITY 302571104 295 6400 SH DEFINED 1 6400
FPL GROUP INC EQUITY 302571104 4671 101400 SH DEFINED 2 101400
FSI INTL INC EQUITY 302633102 836 40800 SH DEFINED 2 40800
FAIRMARKET EQUITY 305158107 273 11200 SH DEFINED 2 11200
FAMILY DOLLAR STORES EQUITY 307000109 339 16300 SH DEFINED 1 16300
FAMILY DOLLAR STORES EQUITY 307000109 604 29000 SH DEFINED 2 29000
FASTENAL CO EQUITY 311900104 163 3400 SH DEFINED 1 3400
FEDERAL HM LN MTG EQUITY 313400301 16584 375300 SH DEFINED 1 375300
FEDERAL HM LN MTG EQUITY 313400301 667 15100 SH DEFINED 2 15100
FEDERAL MOGUL EQUITY 313549107 108 6500 SH DEFINED 1 6500
FEDERAL NATL MTG ASSN EQUITY 313586109 2321 41350 SH DEFINED 1 41350
FEDERAL NATL MTG ASSN EQUITY 313586109 4735 83896 SH DEFINED 2 83896
FEDERAL RLTY INVT TR EQUITY 313747206 3283 170000 SH DEFINED 3 170000
FEDERAL SIGNAL EQUITY 313855108 70 3900 SH DEFINED 1 3900
FEDERAL SIGNAL EQUITY 313855108 780 43200 SH DEFINED 2 43200
FEDERATED DEP STORES EQUITY 31410H101 16777 397100 SH DEFINED 1 397100
FEDERATED DEP STORES EQUITY 31410H127 1679 103327 SH DEFINED 4 103327
FEDERATED INVS INC EQUITY 314211103 582 21300 SH DEFINED 2 21300
FEDEX CORPORATION EQUITY 31428X106 359 9260 SH DEFINED 1 9260
FELCOR LODGING TR EQUITY 31430F101 142 8000 SH DEFINED 2 8000
FELCOR LODGING TR EQUITY 31430f101 5799 324447 SH DEFINED 3 278854 45593
FERRO CORP EQUITY 315405100 64 3600 SH DEFINED 1 3600
FERRO CORP EQUITY 315405100 100 5600 SH DEFINED 2 5600
FIFTH THIRD BANK EQUITY 316773100 534 8475 SH DEFINED 1 8475
FINANCIAL FEDERAL EQUITY 317492106 2013 110700 SH DEFINED 3 110700
FINANCIAL FEDERAL EQUITY 317492AC0 795 1000000 SH DEFINED 4 1000000
FINCL SEC ASSUR EQUITY 31769P100 1138 15500 SH DEFINED 2 15500
FINOVA GROUP EQUITY 317928109 96 5700 SH DEFINED 1 5700
FINOVA FIN TR EQUITY 31808E207 5628 171200 SH DEFINED 4 171200
FIRST AMERICAN FINL EQUITY 318522307 3547 250000 SH DEFINED 2 250000
FIRST COMMERCE
BANCSHARES INC EQUITY 319777108 104 3000 SH DEFINED 4 3000
FIRST DATA CORP EQUITY 319963104 657 14800 SH DEFINED 1 14800
FIRST DATA CORP EQUITY 319963104 137 3100 SH DEFINED 2 3100
FIRST HEALTH GRP EQUITY 320960107 152 4800 SH DEFINED 1 4800
FIRST SEC CORP EQUITY 336294103 220 18300 SH DEFINED 1 18300
FIRST TENN NATL EQUITY 337162101 248 12200 SH DEFINED 1 12200
FIRST UNION CORP EQUITY 337358105 1157 31066 SH DEFINED 1 31066
FIRST UNION CORP EQUITY 337358105 7 200 SH DEFINED 2 200
FIRST VIRGINIA BKS EQUITY 337477103 178 4750 SH DEFINED 1 4750
FIRST VIRGINIA BKS EQUITY 337477103 1720 45800 SH DEFINED 2 45800
FIRSTWORLD COMMS EQUITY 337625305 450 22100 SH DEFINED 2 22100
FIRSTAR CORP EQUITY 33763V109 30425 1326413 SH DEFINED 1 1326413
FISERV INC EQUITY 337738108 417 11225 SH DEFINED 1 11225
FISERV INC EQUITY 337738108 784 21075 SH DEFINED 2 21075
</TABLE>
<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>
FISERV INC EQUITY 337738108 11620 312475 SH DEFINED 3 283150 29325
FIRSTMERIT CORP EQUITY 337915102 153 8300 SH DEFINED 1 8300
FIRSTENERGY CORP EQUITY 337932107 159 7700 SH DEFINED 1 7700
FLEETBOSTON FINL EQUITY 339030108 1056 28931 SH DEFINED 1 28931
FLORIDA PROGRESS EQUITY 341109106 147 3200 SH DEFINED 1 3200
FLORIDA PROGRESS EQUITY 341109106 367 8000 SH DEFINED 2 8000
FLOWERS INDS EQUITY 343496105 134 8800 SH DEFINED 1 8800
FLOWERS INDS EQUITY 343496105 226 14900 SH DEFINED 2 14900
FLOWSERVE CORP EQUITY 34354P105 44 3400 SH DEFINED 1 3400
FLOWSERVE CORP EQUITY 34354P105 180 14000 SH DEFINED 2 14000
FLUOR CORP EQUITY 343861100 87 2800 SH DEFINED 1 2800
FOMENTO ECON MEX EQUITY 344419106 1670 37100 SH DEFINED 1 37100
FORD MOTOR EQUITY 345370100 1815 39500 SH DEFINED 1 39500
FORD MOTOR EQUITY 345370100 437 8625 SH DEFINED 2 8625
FOREST CITY ENTRPRS EQUITY 345550107 690 23500 SH DEFINED 2 23500
FOREST LABS EQUITY 345838106 668 7900 SH DEFINED 1 7900
FOREST LABS EQUITY 345838106 4090 48400 SH DEFINED 2 48400
FORMULA SYSTEM EQUITY 346414105 488 8000 SH DEFINED 1 8000
FORRESTER RESCH EQUITY 346563109 1964 36200 SH DEFINED 2 36200
FORT JAMES CORP EQUITY 347471104 158 7200 SH DEFINED 1 7200
FORTUNE BRANDS EQUITY 349631101 140 5600 SH DEFINED 1 5600
FORTUNE BRANDS EQUITY 349631101 5 200 SH DEFINED 2 200
FOUNDATION HEALTH SYS EQUITY 350404109 92 11490 SH DEFINED 1 11490
FOUNDRY NETWORKS EQUITY 35063R100 2257 15700 SH DEFINED 2 15700
FOUR SEASONS HOTELS EQUITY 35100E104 1068 23692 SH DEFINED 2 23692
FOUR SEASONS HOTELS CORPBOND 35100EAD6 5470 19600000 PRN DEFINED 4 19600000
FRANCHISE FIN CORP EQUITY 351807102 5015 215700 SH DEFINED 3 185000 30700
FRANKLIN RES INC EQUITY 354613101 281 8400 SH DEFINED 1 8400
FREEPORT-MCMORAN
CPPR&GL EQUITY 35671D501 3812 262900 SH DEFINED 4 262900
FREEPORT-MCMORAN
CPPR&GL EQUITY 35671D857 75 6200 SH DEFINED 1 6200
FULLER H B CO EQUITY 359694106 56 1400 SH DEFINED 1 1400
FULLER H B CO EQUITY 359694106 116 2900 SH DEFINED 2 2900
FURNITURE BRANDS INTL EQUITY 360921100 88 4700 SH DEFINED 1 4700
FURNITURE BRANDS INTL EQUITY 360921100 151 8000 SH DEFINED 2 8000
GATX CORP EQUITY 361448103 167 4400 SH DEFINED 1 4400
GENERAL PUBLIC UTILITY EQUITY 36225X100 104 3800 SH DEFINED 1 3800
GTE CORP EQUITY 362320103 28087 395597 SH DEFINED 1 395597
GTE CORP EQUITY 362320103 4320 60850 SH DEFINED 2 60850
GTE CORP EQUITY 362320103 213 3000 SH DEFINED 4 3000
GT GROUP TELECOM EQUITY 362359408 731 35000 SH DEFINED 1 35000
GT GROUP TELECOM EQUITY 362359408 167 8000 SH DEFINED 2 8000
GTS DURATEK EQUITY 36237J107 2386 230000 SH DEFINED 1 230000
GABLES RESIDENTIAL EQUITY 362418105 248 11000 SH DEFINED 2 11000
GABLES RESIDENTIAL EQUITY 362418105 11266 500700 SH DEFINED 3 430800 69900
GALILEO INTL INC EQUITY 363547100 436 18100 SH DEFINED 2 18100
GALLAHER GROUP PLC EQUITY 363576109 14677 451600 SH DEFINED 1 451600
GALLAHER GROUP PLC EQUITY 363576109 199 6200 SH DEFINED 2 6200
GANNETT INC EQUITY 364730101 6540 92930 SH DEFINED 1 92930
GANNETT INC EQUITY 364730101 774 11000 SH DEFINED 2 11000
GAP INC EQUITY 364760108 22184 445350 SH DEFINED 1 445350
GAP INC EQUITY 364760108 17813 359225 SH DEFINED 2 359225
GARTNER GROUP EQUITY 366651206 122 9177 SH DEFINED 1 9177
GARTNER GROUP EQUITY 366651107 112 7100 SH DEFINED 2 7100
GATEWAY INC EQUITY 367626108 541 10200 SH DEFINED 1 10200
GATEWAY INC EQUITY 367626108 456 8600 SH DEFINED 2 8600
GENE LOGIC EQUITY 368689105 2709 64400 SH DEFINED 2 64400
GENENTECH INC EQUITY 368710406 53326 351021 SH DEFINED 2 351021
GENER SA EQUITY 368731105 711 52665 SH DEFINED 1 52665
GENERAL COMMS EQUITY 369385109 3238 602400 SH DEFINED 3 602400
GENERAL DYNAMICS EQUITY 369550108 279 5600 SH DEFINED 1 5600
GENERAL DYNAMICS EQUITY 369550108 1348 27100 SH DEFINED 2 27100
GENERAL ELEC CO EQUITY 369604103 58842 378100 SH DEFINED 1 378100
</TABLE>
<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>
GENERAL ELEC CO EQUITY 369604103 54089 348509 SH DEFINED 2 348509
GENERAL ELEC CO EQUITY 369604103 3735 24000 SH DEFINED 3 24000
GEN GROWTH PPTYS EQUITY 370021107 365 12000 SH DEFINED 2 12000
GEN GROWTH PPTYS EQUITY 370021107 26505 870800 SH DEFINED 3 766900 103900
GENERAL MILLS INC EQUITY 370334104 376 10400 SH DEFINED 1 10400
GENERAL MOTORS EQUITY 370442105 1789 21600 SH DEFINED 1 21600
GENERAL MOTORS EQUITY 370442105 4237 50942 SH DEFINED 2 50942
GENERAL MOTORS EQUITY 370442832 29469 236700 SH DEFINED 2 236700
GEN SEMICONDUCTOR EQUITY 370787103 90 5200 SH DEFINED 2 5200
GEN SEMICONDUCTOR EQUITY 370787103 519 30100 SH DEFINED 4 30100
GEN SEMICONDUCTOR CORPBOND 370787AA1 1419 1125000 PRN DEFINED 4 1125000
GENTEX CORP COM EQUITY 371901109 75248 2030300 SH DEFINED 3 1944900 85400
GENOME THERAPEUTICS EQUITY 372430108 1727 73300 SH DEFINED 2 73300
GENRAD INC EQUITY 372447102 153 12400 SH DEFINED 4 12400
GENUINE PARTS CO EQUITY 372460105 175 7350 SH DEFINED 1 7350
GENUINE PARTS CO EQUITY 372460105 2722 114002 SH DEFINED 2 114002
GENZYME CORP EQUITY 372917104 391 7800 SH DEFINED 1 7800
GENZYME CORP EQUITY 372917104 2391 47700 SH DEFINED 2 47700
GENZYME CORP EQUITY 372917609 27 2290 SH DEFINED 2 2290
GENZYME CORP CORPBOND 372917AF1 3552 2440000 PRN DEFINED 4 2440000
GEORGIA GULF CORP EQUITY 373200203 78 3000 SH DEFINED 1 3000
GEORGIA PAC CORP EQUITY 373298108 245 6200 SH DEFINED 1 6200
GEORGIA PAC CORP EQUITY 373298108 3865 97700 SH DEFINED 2 97700
GEORGIA PAC CORP EQUITY 373298702 192 7500 SH DEFINED 1 7500
GEORGIA PAC CORP EQUITY 373298702 154 6000 SH DEFINED 2 6000
GILEAD SCIENCES EQUITY 375558103 266 4200 SH DEFINED 1 4200
GILEAD SCIENCES EQUITY 375558103 558 8800 SH DEFINED 2 8800
GILLETTE CO EQUITY 375766102 1308 34700 SH DEFINED 1 34700
GILLETTE CO EQUITY 375766102 1719 45600 SH DEFINED 2 45600
GLATFELTER P H EQUITY 377316104 38 3600 SH DEFINED 1 3600
GLAXO WELLCOME EQUITY 37733W105 723 12275 SH DEFINED 2 12275
GLENBOROUGH RLTY EQUITY 37803P105 58 4000 SH DEFINED 2 4000
GLOBAL INDUSTRIES EQUITY 379336100 95 6500 SH DEFINED 2 6500
GLOBAL MARINE EQUITY 379352404 414 16300 SH DEFINED 1 16300
GLOBAL MARINE EQUITY 379352404 7747 305300 SH DEFINED 2 305300
GLOBAL TELESYS GRP EQUITY 37936U1043 11890 580000 SH DEFINED 1 580000
GLOBECOMM SYS EQUITY 37956X103 400 15000 SH DEFINED 2 15000
GLOBO CABO SA EQUITY 37957X102 263 14000 SH DEFINED 1 14000
GOLDEN WEST FINL EQUITY 381317106 196 6300 SH DEFINED 1 6300
GOLDEN WEST FINL EQUITY 381317106 1294 41500 SH DEFINED 2 41500
GOLDMAN SACHS GRP EQUITY 38141G104 4205 40000 SH DEFINED 2 40000
APPLIED POWER EQUITY 38225108 143 5000 SH DEFINED 4 5000
GOODRICH (B.F.) EQUITY 382388106 55 1900 SH DEFINED 1 1900
GOODYEAR TIRE & RUBR EQUITY 382550101 124 5300 SH DEFINED 1 5300
GOTO COM INC EQUITY 38348T107 140 3400 SH DEFINED 2 3400
GRACE W.R. (NEW) EQUITY 38388F108 33 2600 SH DEFINED 1 2600
GRAINGER W W INC EQUITY 384802104 184 3400 SH DEFINED 1 3400
GRAINGER W W INC EQUITY 384802104 705 13000 SH DEFINED 2 13000
GRANITE CONSTR EQUITY 387328107 65 2400 SH DEFINED 1 2400
GRANITE CONSTR EQUITY 387328107 86 3200 SH DEFINED 2 3200
GREAT ATLANTIC & PAC EQUITY 390064103 25 1300 SH DEFINED 1 1300
GREAT ATLANTIC & PAC EQUITY 390064103 39 2000 SH DEFINED 2 2000
GREAT LAKES CHEM EQUITY 390568103 71 2100 SH DEFINED 1 2100
GREAT LAKES CHEM EQUITY 390568103 214 6300 SH DEFINED 2 6300
GREAT PLAINS SOFTWARE EQUITY 39119E105 11945 223800 SH DEFINED 3 214300 9500
GP FINANCIAL CORP EQUITY 395384100 196 10000 SH DEFINED 1 10000
GREY WOLF INC EQUITY 397888108 2953 750000 SH DEFINED 3 750000
GRUPO TELEVISA EQUITY 40049J206 2237 32900 SH DEFINED 1 32900
GRUPO TELEVISA EQUITY 40049J206 1656 24350 SH DEFINED 2 24350
GRUPO ELECTRA EQUITY 40050A102 1116 87500 SH DEFINED 1 87500
GTECH HOLDINGS EQUITY 400518106 71 3800 SH DEFINED 1 3800
GUCCI GROUP N V EQUITY 401566104 35 398 SH DEFINED 2 398
</TABLE>
<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>
GUIDANT CORP EQUITY 401698105 565 9600 SH DEFINED 1 9600
HMT TECHNOLOGY CORPBOND 403917AD9 226 531000 PRN DEFINED 4 531000
HCC INS HLDGS INC EQUITY 404132102 53 4000 SH DEFINED 2 4000
HNC SOFTWARE EQUITY 40425P107 101 1400 SH DEFINED 2 1400
HNC SOFTWARE CORPBOND 40425PAA5 22879 13725000 PRN DEFINED 4 13725000
HRPT TRUST EQUITY 40426w101 182 20900 SH DEFINED 3 20900
HSB GROUP INC EQUITY 40428N109 10445 360950 SH DEFINED 1 360950
HALLIBURTON CO EQUITY 406216101 584 14200 SH DEFINED 1 14200
HALLIBURTON CO EQUITY 406216101 65110 1587405 SH DEFINED 2 1587405
HANNA M A CO EQUITY 410522106 51 4500 SH DEFINED 1 4500
HANNA M A CO EQUITY 410522106 153 13500 SH DEFINED 4 13500
HANNAFORD BROS EQUITY 410550107 295 4000 SH DEFINED 1 4000
HANNAFORD BROS EQUITY 410550107 221 3000 SH DEFINED 4 3000
HANOVER COMPRESSOR EQUITY 410768105 154 2700 SH DEFINED 1 2700
HARBINGER CORP EQUITY 41145C103 3212 110300 SH DEFINED 2 110300
HARCOURT GENERAL EQUITY 41163G101 89 2400 SH DEFINED 1 2400
HARLEY DAVIDSON EQUITY 412822108 325 4100 SH DEFINED 1 4100
HARMAN INTL INDS EQUITY 413086109 240 4000 SH DEFINED 2 4000
HARMONIC INC EQUITY 413160102 2189 26300 SH DEFINED 2 26300
HARRAH'S ENTMNT EQUITY 413619107 59 3200 SH DEFINED 1 3200
HARRIS CORP EQUITY 413875105 221 6400 SH DEFINED 1 6400
HARRIS CORP EQUITY 413875105 1503 43500 SH DEFINED 2 43500
HARSCO CORP EQUITY 415864107 124 4300 SH DEFINED 1 4300
HARTE-HANKS INC EQUITY 416196103 143 6300 SH DEFINED 1 6300
HARTE-HANKS INC EQUITY 416196103 21149 932206 SH DEFINED 3 914706 17500
HARTFORD FINL SVC EQUITY 416515104 955 18100 SH DEFINED 1 18100
HASBRO INC EQUITY 418056107 103 6150 SH DEFINED 1 6150
HAWAIIAN ELECTRIC EQUITY 419870100 95 3000 SH DEFINED 1 3000
HEALTHSOUTH CORP EQUITY 421924101 73 12900 SH DEFINED 1 12900
HEALTH MGMT ASSOC EQUITY 421933102 328 23000 SH DEFINED 1 23000
HEALTH MGMT ASSOC EQUITY 421933102 2455 172315 SH DEFINED 2 172315
HEALTH MGMT ASSOC EQUITY 421933102 7893 553900 SH DEFINED 3 462000 91900
HEICO CORP EQUITY 422806208 1999 142800 SH DEFINED 2 142800
HEILIG-MEYERS EQUITY 422893107 22 5500 SH DEFINED 1 5500
HEINZ HJ EQUITY 423074103 1311 37600 SH DEFINED 1 37600
HELLENIC TELECOM ORG EQUITY 423325307 1334 92000 SH DEFINED 1 92000
HELLER FINL EQUITY 423328103 617 26700 SH DEFINED 2 26700
HELMERICH & PAYNE EQUITY 423452101 140 4500 SH DEFINED 1 4500
HELMERICH & PAYNE EQUITY 423452101 229 7400 SH DEFINED 2 7400
HERCULES INC EQUITY 427056106 53 3300 SH DEFINED 1 3300
HERSHEY FOODS EQUITY 427866108 239 4900 SH DEFINED 1 4900
HERSHEY FOODS EQUITY 427866108 2719 55774 SH DEFINED 2 55774
HERTZ CORP EQUITY 428040109 419 12300 SH DEFINED 2 12300
HEWLETT PACKARD EQUITY 428236103 4664 35100 SH DEFINED 1 35100
HEWLETT PACKARD EQUITY 428236103 61363 462900 SH DEFINED 2 462900
HEWLETT PACKARD CORPBOND 428236AA1 3774 5000000 PRN DEFINED 4 5000000
HEWLETT PACKARD CORPBOND 428236AC7 13818 18307000 PRN DEFINED 4 18307000
HIBERNIA CORP EQUITY 428656102 158 15000 SH DEFINED 1 15000
HIGHWOODS PPTYS EQUITY 431284108 191 9000 SH DEFINED 2 9000
HIGHWOODS PPTYS EQUITY 431284108 18058 844800 SH DEFINED 3 748100 96700
HILLENBRAND INDS EQUITY 431573104 207 6100 SH DEFINED 1 6100
HILTON HOTELS EQUITY 432848109 79 10200 SH DEFINED 1 10200
HISPANIC BROADCASTING EQUITY 43357B104 589 5200 SH DEFINED 1 5200
HISPANIC BROADCASTING EQUITY 43357B104 2017 17813 SH DEFINED 2 17813
HISPANIC BROADCASTING EQUITY 43357B104 104360 921500 SH DEFINED 3 895400 26100
HOLLINGER INTL EQUITY 435569108 1 50 SH DEFINED 2 50
HOLLYWOOD ENTNMNT EQUITY 436141105 121 15000 SH DEFINED 4 15000
HOME DEPOT INC EQUITY 437076102 4644 72000 SH DEFINED 1 72000
HOME DEPOT INC EQUITY 437076102 73886 1148237 SH DEFINED 2 1148237
HOME DEPOT INC EQUITY 437076102 4999 77500 SH DEFINED 3 77500
</TABLE>
<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>
HOME PPTYS N Y EQUITY 437306103 294 11000 SH DEFINED 2 11000
HOME PPTYS N Y EQUITY 437306103 3646 136300 SH DEFINED 3 117500 18800
HOMEGROCER COM EQUITY 43740K100 125 12000 SH DEFINED 2 12000
HOMESTAKE MINING EQUITY 437614100 46 7700 SH DEFINED 1 7700
HOMESTORE COM EQUITY 437852106 624 12800 SH DEFINED 2 12800
HON INDS INC EQUITY 438092108 149 5800 SH DEFINED 1 5800
HON INDS INC EQUITY 438092108 1079 41900 SH DEFINED 2 41900
HONEYWELL INTL EQUITY 438516106 26821 509049 SH DEFINED 1 509049
HONEYWELL INTL EQUITY 438516106 3924 74475 SH DEFINED 2 74475
HORACE MANN EDUCATORS EQUITY 440327104 1339 72600 SH DEFINED 1 72600
HORACE MANN EDUCATORS EQUITY 440327104 210 11400 SH DEFINED 2 11400
GEO. HORMEL & CO EQUITY 440452100 224 13600 SH DEFINED 1 13600
HOSPITALITY PPTYS EQUITY 44106M102 4583 226300 SH DEFINED 3 194700 31600
HOST MARRIOTT EQUITY 44107P104 319 35967 SH DEFINED 1 35967
HOST MARRIOTT EQUITY 44107P104 12713 1432400 SH DEFINED 3 1212900 219500
HOUGHTON MIFFLIN EQUITY 441560109 127 3000 SH DEFINED 1 3000
HOUGHTON MIFFLIN EQUITY 441560109 153 3600 SH DEFINED 2 3600
HOUSEHOLD INTL EQUITY 441815107 662 17733 SH DEFINED 1 17733
HOUSEHOLD INTL EQUITY 441815107 4638 124300 SH DEFINED 2 124300
HOUSTON EXPLOR EQUITY 442120101 103 5700 SH DEFINED 4 5700
HOWELL CORP EQUITY 443051206 893 31900 SH DEFINED 4 31900
HUBBELL INC EQUITY 443510201 156 5700 SH DEFINED 1 5700
HUDSON UTD BANCORP EQUITY 444165104 99 4554 SH DEFINED 2 4554
HUGHES SUPPLY EQUITY 444482103 57 3700 SH DEFINED 2 3700
HUMANA CORP EQUITY 444859102 39 5300 SH DEFINED 1 5300
HUMAN GENOME SCIENCES EQUITY 444903108 1661 20000 SH DEFINED 2 20000
HUMAN GENOME SCIENCES CORPBOND 444903AE8 4663 5250000 PRN DEFINED 4 5250000
HUNT (JB) TRANSPRT SVCS EQUITY 445658107 47 3400 SH DEFINED 1 3400
HUNTINGTON BANCSHARES EQUITY 446150104 161 7514 SH DEFINED 1 7514
HUSSMANN INTL EQUITY 448110106 331 26100 SH DEFINED 2 26100
HUTCHINSON TECH CORPBOND 448407AC0 5463 6760000 PRN DEFINED 4 6760000
ICN PHARMACEUTICALS EQUITY 448924100 199 7300 SH DEFINED 1 7300
HYPERCOM CORP EQUITY 44913M105 219 12800 SH DEFINED 4 12800
IBP INC EQUITY 449223106 162 10300 SH DEFINED 1 10300
ICICI LTD EQUITY 44926P103 788 35000 SH DEFINED 1 35000
ICICI LTD EQUITY 44926P103 135 6008 SH DEFINED 2 6008
IDEC PHARMACEUTICALS EQUITY 449370105 49 500 SH DEFINED 2 500
IFS INTERNATIONAL EQUITY 449515139 110 55000 SH DEFINED 4 55000
IMC GLOBAL INC EQUITY 449669100 154 10500 SH DEFINED 1 10500
IMS HEALTH INC EQUITY 449934108 185 10900 SH DEFINED 1 10900
IRT PPTY CO EQUITY 450058102 144 18000 SH DEFINED 2 18000
ISS GROUP INC EQUITY 450306105 979 8400 SH DEFINED 2 8400
ISS GROUP INC EQUITY 450306105 56235 482700 SH DEFINED 3 471200 11500
ITC DELTACOM EQUITY 45031T104 1340 37613 SH DEFINED 2 37613
ITT EDL SVCS EQUITY 45068B109 925 57800 SH DEFINED 2 57800
ITXC CORP EQUITY 45069F109 1318 28000 SH DEFINED 2 28000
IBASIS INC EQUITY 450732102 1027 25000 SH DEFINED 2 25000
ITT INDUSTRIES EQUITY 450911102 112 3600 SH DEFINED 1 3600
IDACORP INC EQUITY 451107106 1157 33300 SH DEFINED 1 33300
IKON OFFICE SOLUTIONS EQUITY 451713101 27 4300 SH DEFINED 1 4300
ILEX ONCOLOGY INC EQUITY 451923106 16989 404500 SH DEFINED 3 404500
ILLINOIS TOOL WORKS EQUITY 452308109 453 8200 SH DEFINED 1 8200
ILLUMINET HLDGS EQUITY 452334105 5293 107500 SH DEFINED 3 107500
IMAGEX.COM INC EQUITY 45244D102 775 57000 SH DEFINED 1 57000
IMATION CORP EQUITY 45245A107 99 3700 SH DEFINED 1 3700
IMAX CORP EQUITY 45245E109 110 5100 SH DEFINED 2 5100
IMCLONE SYS CORPBOND 45245WAA7 4662 5550000 PRN DEFINED 4 5550000
IMMUNEX CORP EQUITY 452528102 7930 125000 SH DEFINED 2 125000
IMPERIAL BANCORP EQUITY 452556103 1571 50684 SH DEFINED 2 50684
IMPSAT CORP EQUITY 45321T103 128 4568 SH DEFINED 2 4568
INAMED CORP EQUITY 453235103 5 100 SH DEFINED 2 100
INCO LTD EQUITY 453258402 103 5600 SH DEFINED 1 5600
</TABLE>
<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>
INCYTE PHARMACUTICALS EQUITY 45337C102 122 1400 SH DEFINED 2 1400
INDIANA ENERGY EQUITY 454707100 52 2666 SH DEFINED 1 2666
INDY MAC MTG HLDGS EQUITY 456607100 1495 100100 SH DEFINED 2 100100
INFINITY BROADCASTING EQUITY 45662S102 169 5225 SH DEFINED 2 5225
INFINITY BROADCASTING EQUITY 45662S102 32070 990569 SH DEFINED 3 943715 46854
INFORMATICA CORP EQUITY 45666Q102 69 900 SH DEFINED 2 900
INFONET SVCS CORP EQUITY 45666T106 319 14104 SH DEFINED 2 14104
INFORMIX CORP EQUITY 456779107 430 25400 SH DEFINED 1 25400
INFORMIX CORP EQUITY 456779107 1423 84000 SH DEFINED 2 84000
INFORMIX CORP EQUITY 456779107 125 7400 SH DEFINED 4 7400
INFOSPACE INC EQUITY 45678T102 1745 12000 SH DEFINED 2 12000
ING GROEP N V EQUITY 456837103 704 12800 SH DEFINED 2 12800
INGERSOLL-RAND EQUITY 456866102 154 5300 SH DEFINED 1 5300
INHALE THERAPEUTIC SYS CORPBOND 457191AD6 34572 32500000 PRN DEFINED 4 32500000
INKTOMI CORP EQUITY 457277101 25646 131520 SH DEFINED 2 131520
INSIGHT COMMS EQUITY 45768V108 1087 52700 SH DEFINED 2 52700
INNKEEPERS USA TR EQUITY 4576J0104 6818 839100 SH DEFINED 3 721400 117700
INSURANCE AUTO
AUCTIONS EQUITY 457875102 1688 100000 SH DEFINED 1 100000
INSWEB CORP EQUITY 45809K103 531 55165 SH DEFINED 1 55165
INTEGRATED DEVICE TECH EQUITY 458118106 341 8600 SH DEFINED 1 8600
INTEGRATED DEVICE TECH CORPBOND 458118AA4 29197 21168000 PRN DEFINED 4 21168000
INTEGRATED SILIC SOLTN EQUITY 45812P107 3236 110400 SH DEFINED 3 110400
INTEL CORP EQUITY 458140100 55942 424000 SH DEFINED 1 424000
INTEL CORP EQUITY 458140100 39342 298255 SH DEFINED 2 298255
INTERFACE INC EQUITY 458665106 21 5000 SH DEFINED 2 5000
INTERIM SVCS INC EQUITY 45868P100 484 26100 SH DEFINED 2 26100
INTERLIANT INC EQUITY 458742103 1562 55300 SH DEFINED 2 55300
INTERLIANT INC CORPBOND 458742AA1 1675 2500000 PRN DEFINED 4 2500000
INTERMEDIA COMMS EQUITY 458801107 2918 60400 SH DEFINED 2 60400
INTERNATIONAL BUS MACH EQUITY 459200101 15104 128000 SH DEFINED 1 128000
INTERNATIONAL BUS MACH EQUITY 459200101 28168 239090 SH DEFINED 2 239090
INTL FLAVRS & FRAG EQUITY 459506101 130 3700 SH DEFINED 1 3700
INTL FLAVRS & FRAG EQUITY 459506101 2686 76595 SH DEFINED 2 76595
INTL HOME FOODS EQUITY 459655106 27831 1739460 SH DEFINED 1 1739460
INTL GAME TECHN EQUITY 459902102 152 7000 SH DEFINED 1 7000
INTL MULTIFOODS EQUITY 460043102 21 1600 SH DEFINED 1 1600
INTL PAPER EQUITY 460146103 569 13320 SH DEFINED 1 13320
INTL PAPER EQUITY 460146103 11 248 SH DEFINED 2 248
INTL SPEEDWAY EQUITY 460335201 220 4900 SH DEFINED 1 4900
INTL SPEEDWAY EQUITY 460335201 42169 938400 SH DEFINED 3 910700 27700
INTL SMART SOURCING EQUITY 46033G116 203 101400 SH DEFINED 4 101400
INTERNET CAP GRP EQUITY 46059C106 4922 54610 SH DEFINED 2 54610
INTERPUBLIC GRP COS EQUITY 460690100 439 9300 SH DEFINED 1 9300
INTERPUBLIC GRP COS EQUITY 460690100 619 13100 SH DEFINED 2 13100
INTERPUBLIC GRP COS CORPBOND 460690AF7 5290 4117000 PRN DEFINED 4 4117000
INTERSTATE BAKERIES EQUITY 46072H108 88 6200 SH DEFINED 1 6200
INTERSTATE BAKERIES EQUITY 46072H108 2558 179500 SH DEFINED 2 179500
INTERSTATE HOTELS EQUITY 46088R108 47 15058 SH DEFINED 1 15058
INTERWEST BANCORP EQUITY 460931108 165 12000 SH DEFINED 2 12000
INTERTAN INC EQUITY 461120107 4612 335450 SH DEFINED 3 335450
INTER VOICE INC EQUITY 461142101 22860 791700 SH DEFINED 3 776300 15400
INTUIT INC EQUITY 461202103 1011 18600 SH DEFINED 1 18600
INTUIT INC EQUITY 461202103 1474 27100 SH DEFINED 2 27100
INVACARE CORP EQUITY 461203101 255 9300 SH DEFINED 2 9300
INVACARE CORP EQUITY 461203101 189 6900 SH DEFINED 4 6900
INVESTMENT TECH GRP EQUITY 46145F105 99 2800 SH DEFINED 1 2800
INVESTMENT TECH GRP EQUITY 46145F105 1516 43000 SH DEFINED 2 43000
INVITROGEN CORP EQUITY 46185R100 6567 113100 SH DEFINED 2 113100
INVITROGEN CORP EQUITY 46185r100 36080 621400 SH DEFINED 3 605800 15600
IONA TECHNOLOGIES EQUITY 46206P109 16532 223400 SH DEFINED 3 218400 5000
IPALCO ENTERPRISES EQUITY 462613100 148 7600 SH DEFINED 1 7600
IRON MTN INC EQUITY 462846106 66059 1939350 SH DEFINED 3 1873300 66050
</TABLE>
<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>
ITRON INC CORPBOND 465741AC0 969 1762000 PRN DEFINED 4 1762000
ITRON INC CORPBOND 465741AD8 644 826000 PRN DEFINED 4 826000
I2 TECHNOLOGIES EQUITY 465754109 5325 43600 SH DEFINED 2 43600
IVAX CORP EQUITY 465823102 429 15750 SH DEFINED 1 15750
IVAX CORP EQUITY 465823102 1828 67100 SH DEFINED 2 67100
JDN RLTY CORP EQUITY 465917102 63 6100 SH DEFINED 2 6100
JDS UNIPHASE CORP EQUITY 46612J101 33492 277796 SH DEFINED 2 277796
JDA SOFTWARE GRP EQUITY 46612K108 132 9000 SH DEFINED 2 9000
JLG INDS INC EQUITY 466210101 151 16600 SH DEFINED 2 16600
JNI CORP EQUITY 46622G105 2020 39700 SH DEFINED 2 39700
JABIL CIRCUIT INC EQUITY 466313103 727 16800 SH DEFINED 1 16800
JABIL CIRCUIT INC EQUITY 466313103 969 22400 SH DEFINED 2 22400
JACOBS ENGR GRP EQUITY 469814107 73 2300 SH DEFINED 1 2300
JACOR COMMS EQUITY 469858138 4295 396977 SH DEFINED 4 396977
JEFFERSON PILOT EQUITY 475070108 226 3400 SH DEFINED 1 3400
JOHNSON & JOHNSON EQUITY 478160104 11662 166001 SH DEFINED 1 166001
JOHNSON & JOHNSON EQUITY 478160104 2123 30300 SH DEFINED 2 30300
JOHNSON CONTROLS EQUITY 478366107 157 2900 SH DEFINED 1 2900
JONES APPAREL GRP EQUITY 480074103 365 11552 SH DEFINED 1 11552
JONES APPAREL GRP EQUITY 480074103 622 19500 SH DEFINED 2 19500
JONES PHARMACEUTICALS EQUITY 480236108 43173 1421323 SH DEFINED 3 1362823 58500
JOSTENS EQUITY 481088102 27 1100 SH DEFINED 1 1100
JUNIPER NETWORKS EQUITY 48203R104 12527 47529 SH DEFINED 2 47529
KLA TENCOR CORP EQUITY 482480100 927 11000 SH DEFINED 2 11000
KLA TENCOR CORP EQUITY 482480100 451 5350 SH DEFINED 1 5350
K MART EQUITY 482584109 157 16200 SH DEFINED 1 16200
KANA COMMS EQUITY 483600102 1666 24500 SH DEFINED 2 24500
KANSAS CITY PWR & LT EQUITY 485134100 168 5800 SH DEFINED 1 5800
KANSAS CITY SOUTHN IND EQUITY 485170104 301 3500 SH DEFINED 1 3500
KAUFMAN & BROAD HOME EQUITY 486168107 28 1300 SH DEFINED 1 1300
KAUFMAN & BROAD HOME EQUITY 486168107 81 3800 SH DEFINED 2 3800
KAYDON CORP EQUITY 486587108 76 2800 SH DEFINED 1 2800
KEANE INC EQUITY 486665102 169 6700 SH DEFINED 1 6700
KEANE INC EQUITY 486665102 452 17900 SH DEFINED 2 17900
KELLOGG EQUITY 487836108 361 14000 SH DEFINED 1 14000
KELLY SERVICES EQUITY 488152208 77 3200 SH DEFINED 1 3200
KEMET CORP EQUITY 488360108 209 3300 SH DEFINED 2 3300
KEMET CORP EQUITY 488360108 73712 1165400 SH DEFINED 3 1142700 22700
KENDLE INTL INC EQUITY 48880L107 11 1000 SH DEFINED 2 1000
KENNAMETAL INC EQUITY 489170100 81 2700 SH DEFINED 1 2700
KENT ELECTRS EQUITY 490553104 23368 800600 SH DEFINED 3 782600 18000
KERR MCGEE CORP EQUITY 492386107 181 3132 SH DEFINED 1 3132
KERR MCGEE CORP EQUITY 492386107 2830 49000 SH DEFINED 2 49000
KEY ENERGY SVCS EQUITY 492914106 302 26000 SH DEFINED 2 26000
KEY ENERGY SVCS EQUITY 492914106 1734 150000 SH DEFINED 3 150000
KEY ENERGY SERVICES CORPBOND 492914AC0 867 735000 PRN DEFINED 4 735000
KEYCORP NEW EQUITY 493267108 285 15000 SH DEFINED 1 15000
KEYCORP NEW EQUITY 493267108 300 15800 SH DEFINED 2 15800
KEYSPAN CORP EQUITY 49337W100 356 12900 SH DEFINED 1 12900
KEYSTONE FINANCIAL EQUITY 493482103 81 4400 SH DEFINED 1 4400
KEYSTONE FINANCIAL EQUITY 493482103 294 16000 SH DEFINED 2 16000
KILROY RLTY CORP EQUITY 49427F108 61 2900 SH DEFINED 2 2900
KILROY RLTY CORP EQUITY 49427F108 6915 328300 SH DEFINED 3 302200 26100
KIMBERLY CLARK EQUITY 494368103 9315 166150 SH DEFINED 1 166150
KIMBERLY CLARK EQUITY 494368103 1165 20800 SH DEFINED 2 20800
KIMCO REALTY EQUITY 49446R109 17849 475975 SH DEFINED 1 475975
KIMCO REALTY EQUITY 49446R109 27210 725600 SH DEFINED 3 619300 106300
KINDER MORGAN EQUITY 49455P101 366 10600 SH DEFINED 1 10600
KINDER MORGAN I EQUITY 49455P101 13883 402400 SH DEFINED 3 350300 52100
KING PHARMACEUTICALS EQUITY 495582108 31809 1009800 SH DEFINED 3 968500 41300
KMART FING I EQUITY 498778208 13826 322477 SH DEFINED 4 322477
</TABLE>
<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>
KNIGHT RIDDER INC EQUITY 499040103 144 2800 SH DEFINED 1 2800
KNIGHT TRANSN EQUITY 499064103 254 14500 SH DEFINED 2 14500
KNIGHT/TRIMARK GRP EQUITY 499068104 15045 295000 SH DEFINED 3 279300 15700
KOGER EQUITY INC EQUITY 500228101 540 31300 SH DEFINED 2 31300
KOHLS CORP EQUITY 500255104 543 5300 SH DEFINED 1 5300
KOHLS CORP EQUITY 500255104 912 8900 SH DEFINED 2 8900
KONINKLIJKE PHILIPS
ELECTRS EQUITY 500472204 397 2320 SH DEFINED 2 2320
PHILIPS ELECTRONICS EQUITY 500472204 274 1600 SH DEFINED 1 1600
KOREA ELEC PWR EQUITY 5006311063 1320 83500 SH DEFINED 1 83500
KOREA FUND INC EQUITY 500634100 1501 100500 SH DEFINED 1 100500
KOREA TELECOM EQUITY 50063P103 328 7490 SH DEFINED 2 7490
KROGER CO EQUITY 501044101 478 27200 SH DEFINED 1 27200
KROGER CO EQUITY 501044101 1387 79000 SH DEFINED 2 79000
KROLL O GARA CO EQUITY 501050108 23829 1444212 SH DEFINED 1 1444212
KROLL O GARA CO EQUITY 501050108 299 27300 SH DEFINED 2 27300
KULICKE & SOFFA INDS EQUITY 501242101 8341 130200 SH DEFINED 2 130200
KULICKE & SOFFA INDS CORPBOND 501242AC5 15463 10082000 PRN DEFINED 4 10082000
LG&E ENERGY CORP EQUITY 501917108 3660 160000 SH DEFINED 1 160000
LG&E ENERGY CORP EQUITY 501917108 229 10000 SH DEFINED 4 10000
LNR PPTY CORP EQUITY 501940100 499 26200 SH DEFINED 2 26200
LSI LOGIC CORP EQUITY 502161102 654 9000 SH DEFINED 1 9000
LSI LOGIC CORP CORPBOND 502161AD4 30214 6455000 PRN DEFINED 4 6455000
LTC PROPERTIES CORPBOND 502175AE2 1080 1500000 PRN DEFINED 4 1500000
LTX CORP EQUITY 502392103 2381 52700 SH DEFINED 2 52700
L-3 COMMS EQUITY 502424104 156 3000 SH DEFINED 1 3000
LABONE INC NEW EQUITY 50540L105 68 10200 SH DEFINED 2 10200
LABORATORY CRP AMER CORPBOND 50540R201 18928 242600 PRN DEFINED 4 242600
LAM RESH CORP EQUITY 512807108 2704 60000 SH DEFINED 2 60000
LAMAR ADVERTISING EQUITY 512815101 478 10500 SH DEFINED 2 10500
LAMAR CORP CV EQUITY 512815af8 3569 3155000 SH DEFINED 3 2691000 464000
LANCASTER COLONY EQUITY 513847103 115 3750 SH DEFINED 1 3750
LANCE INC EQUITY 514606102 38 3600 SH DEFINED 1 3600
LANCE INC EQUITY 514606102 794 74700 SH DEFINED 2 74700
LANDS END INC EQUITY 515086106 178 2900 SH DEFINED 1 2900
LANDRYS SEAFOOD REST EQUITY 51508L103 153 24000 SH DEFINED 2 24000
LAS VEGAS ENTER NETWRK EQUITY 517669305 90629 SH DEFINED 1 90629
LATTICE SEMICONDUCTOR EQUITY 518415104 2545 37600 SH DEFINED 2 37600
LATTICE SEMICONDUCTOR CORPBOND 518415AC8 70674 10952000 PRN DEFINED 4 10952000
LAUDER ESTEE COS EQUITY 518439104 380 7600 SH DEFINED 2 7600
LEAR CORPORATION EQUITY 521865105 174 6200 SH DEFINED 1 6200
LEAR CORPORATION EQUITY 521865105 526 18700 SH DEFINED 2 18700
LEE ENTERPRISES EQUITY 523768109 105 4000 SH DEFINED 1 4000
LEGATO SYSTEMS EQUITY 524651106 357 8000 SH DEFINED 1 8000
LEGGETT & PLATT EQUITY 524660107 131 6100 SH DEFINED 1 6100
LEGG MASON INC EQUITY 524901105 225 5200 SH DEFINED 1 5200
LEHMAN BROTHERS EQUITY 524908100 1911 19700 SH DEFINED 2 19700
LEHMAN BROTHERS EQUITY 524908100 310 3200 SH DEFINED 1 3200
LENNAR CORP EQUITY 526057104 347 16000 SH DEFINED 2 16000
LEUCADIA NATL CORP EQUITY 527288104 485 20400 SH DEFINED 2 20400
LEVEL 3 COMMS EQUITY 52729N100 5794 54790 SH DEFINED 2 54790
LEXMARK INTL GRP EQUITY 529771107 7931 75000 SH DEFINED 1 75000
LEXMARK INTL GRP EQUITY 529771107 2516 23794 SH DEFINED 2 23794
LIBERATE TECHN EQUITY 530129105 1650 26300 SH DEFINED 2 26300
LIBERTY DIGITAL EQUITY 530436104 493 12800 SH DEFINED 2 12800
LIBERTY FINL COS EQUITY 530512102 2009 101400 SH DEFINED 2 101400
LIBERTY PPTY TR EQUITY 531172104 7545 315200 SH DEFINED 3 271500 43700
ELI LILLY AND CO EQUITY 532457108 2273 36300 SH DEFINED 1 36300
ELI LILLY AND CO EQUITY 532457108 428 6800 SH DEFINED 2 6800
LIMITED INC EQUITY 532716107 324 7700 SH DEFINED 1 7700
LINCARE HOLDINGS EQUITY 532791100 156 5500 SH DEFINED 1 5500
LINCARE HOLDINGS EQUITY 532791100 766 27000 SH DEFINED 2 27000
LINCOLN NATIONAL EQUITY 534187109 218 6500 SH DEFINED 1 6500
</TABLE>
<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>
LINCOLN NATIONAL EQUITY 534187109 29 830 SH DEFINED 2 830
LINEAR TECHNOLOGY EQUITY 535678106 1617 29400 SH DEFINED 1 29400
LINEAR TECHNOLOGY EQUITY 535678106 4130 75090 SH DEFINED 2 75090
LINENS N THINGS INC EQUITY 535679104 1610 47000 SH DEFINED 2 47000
LINENS N THINGS INC EQUITY 535679104 37055 1081900 SH DEFINED 3 1058900 23000
LITTON INDS INC EQUITY 538021106 194 4400 SH DEFINED 1 4400
LIZ CLAIBORNE INC EQUITY 539320101 110 2400 SH DEFINED 1 2400
LO-JACK CORP EQUITY 539451104 1860 240000 SH DEFINED 1 240000
LOCKHEED MARTIN EQUITY 539830109 272 13300 SH DEFINED 1 13300
LODGIAN INC EQUITY 540217106 945 45000 SH DEFINED 4 45000
LOEWS CORP EQUITY 540424108 205 4100 SH DEFINED 1 4100
LONE STAR STEAKHOUSE EQUITY 542307103 36 3500 SH DEFINED 1 3500
LONE STAR STEAKHOUSE EQUITY 542312103 2527 59600 SH DEFINED 2 59600
LONGS DRUG STORES EQUITY 543162101 25 1100 SH DEFINED 1 1100
LONGVIEW FIBRE EQUITY 543213102 66 4500 SH DEFINED 1 4500
LOUISIANA PACIFIC EQUITY 546347105 49 3500 SH DEFINED 1 3500
LOWES COMPANIES EQUITY 548661107 29497 505300 SH DEFINED 1 505300
LOWES COMPANIES EQUITY 548661107 5481 93900 SH DEFINED 2 93900
LUBRIZOL CORP EQUITY 549271104 150 5200 SH DEFINED 1 5200
LUCENT TECHN EQUITY 549463107 17289 282267 SH DEFINED 1 282267
LUCENT TECHN EQUITY 549463107 13544 222548 SH DEFINED 2 222548
LYNX THERAPEUTICS EQUITY 551812308 1508 50700 SH DEFINED 2 50700
LYONDELL CHEMICAL CO EQUITY 552078107 156 10600 SH DEFINED 1 10600
MBIA INC EQUITY 55262C100 177 3400 SH DEFINED 1 3400
MBIA INC EQUITY 55262C100 963 18500 SH DEFINED 2 18500
MBNA CORP EQUITY 55262L100 22065 865312 SH DEFINED 1 865312
MBNA CORP EQUITY 55262L100 3330 130600 SH DEFINED 3 130600
MBL INTL FIN BERM CORPBOND 55262XAA2 11125 10000000 PRN DEFINED 4 10000000
MCN ENERGY GRP EQUITY 55267J100 195 7800 SH DEFINED 1 7800
MCN ENERGY GRP EQUITY 55267J100 250 10000 SH DEFINED 4 10000
MCI WORLDCOM INC EQUITY 55268B106 21173 467260 SH DEFINED 1 467260
MCI WORLDCOM INC EQUITY 55268B106 13256 292540 SH DEFINED 2 292540
MCI WORLDCOM INC EQUITY 55268B106 453 10000 SH DEFINED 4 10000
MGC COMMUNICATIONS EQUITY 552763500 14669 235650 SH DEFINED 4 235650
MGIC INVESTMENT EQUITY 552848103 170 3900 SH DEFINED 1 3900
MGIC INVESTMENT EQUITY 552848103 397 9100 SH DEFINED 2 9100
MGIC INVESTMENT EQUITY 552848103 9776 224100 SH DEFINED 3 182800 41300
MGM GRAND INC EQUITY 552953101 1344 56000 SH DEFINED 2 56000
MKS INSTRS INC EQUITY 55306N104 2000 39600 SH DEFINED 2 39600
MRV COMMS EQUITY 553477100 1228 13400 SH DEFINED 2 13400
MRV COMMS CORPBOND 553477AB6 78210 22818000 PRN DEFINED 4 22818000
MEDIOLANUM EQUITY 553519901 279 15780 SH DEFINED 2 15780
MSC INDL DIRECT EQUITY 553530106 212 11800 SH DEFINED 2 11800
MSC.SOFTWARE EQUITY 553531104 195 16300 SH DEFINED 4 16300
MACERICH CO EQUITY 554382101 12340 598300 SH DEFINED 3 524800 73500
MACK CA RLTY EQUITY 554489104 168 6600 SH DEFINED 2 6600
MACK CA RLTY EQUITY 554489104 20762 814200 SH DEFINED 3 696300 117900
MACROMEDIA EQUITY 556100105 388 4300 SH DEFINED 1 4300
MACROMEDIA EQUITY 556100105 6204 68700 SH DEFINED 2 68700
MACRONIX INTL EQUITY 556103109 377 13000 SH DEFINED 1 13000
MADECO EQUITY 5563041038 215 19500 SH DEFINED 1 19500
MAGNA INTL CORPBOND 559222AE4 5248 5495000 PRN DEFINED 4 5495000
MAGNETEK INC EQUITY 559424106 20 2200 SH DEFINED 1 2200
MATAV RT EQUITY 559776109 430 9625 SH DEFINED 1 9625
MAIL COM INC CORPBOND 560311AA0 7523 7375000 PRN DEFINED 4 7375000
MAIL WELL HLDGS EQUITY 560321200 66 7600 SH DEFINED 2 7600
MALLINCKRODT GRP EQUITY 561232109 72 2500 SH DEFINED 1 2500
MANDALAY RESORT EQUITY 562567107 142 8400 SH DEFINED 1 8400
MANOR CARE INC EQUITY 564055101 35 2600 SH DEFINED 1 2600
MANOR CARE INC EQUITY 564055101 189 14000 SH DEFINED 2 14000
MANPOWER INC EQUITY 56418H100 249 7000 SH DEFINED 1 7000
MANPOWER INC EQUITY 56418H100 547 15400 SH DEFINED 2 15400
</TABLE>
<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>
MANUFACTURED HOME
CMNTYS EQUITY 564682102 125 5400 SH DEFINED 2 5400
MARINE DRILLING COS EQUITY 568240204 3830 139600 SH DEFINED 2 139600
MARK IV INDS INC EQUITY 570387100 101 4600 SH DEFINED 1 4600
MARK IV INDS INC EQUITY 570387100 82 3700 SH DEFINED 2 3700
MARSH & MC LENNAN EQUITY 571748102 15066 136575 SH DEFINED 1 136575
MARSH & MC LENNAN EQUITY 571748102 419 3800 SH DEFINED 2 3800
MARSH SUPERMARKETS CORPBOND 571783AB5 310 388000 PRN DEFINED 4 388000
MARSHALL & ILSLY EQUITY 571834100 583 10100 SH DEFINED 1 10100
MARRIOTT INTL EQUITY 571903202 2330 73976 SH DEFINED 1 73976
MARRIOTT INTL EQUITY 571903202 1197 38000 SH DEFINED 2 38000
MARTHA STEWART LIVG EQUITY 573083102 27 1000 SH DEFINED 2 1000
MARTIN MARIETTA MATS EQUITY 573284106 209 4400 SH DEFINED 1 4400
MARTIN MARIETTA MATS EQUITY 573284106 1273 26800 SH DEFINED 2 26800
MASCO CORP EQUITY 574599106 295 14400 SH DEFINED 1 14400
MASCO CORP EQUITY 574599106 1601 78100 SH DEFINED 2 78100
MASISA SA EQUITY 574799102 253 17600 SH DEFINED 1 17600
MASTEC INC EQUITY 576323109 445 5000 SH DEFINED 2 5000
MATRIXONE INC EQUITY 57685P304 567 14200 SH DEFINED 2 14200
MATTEL INC EQUITY 577081102 134 12800 SH DEFINED 1 12800
MAXIM INTEGRATED PRODS EQUITY 57772K101 1848 26000 SH DEFINED 1 26000
MAXIM INTEGRATED PRODS EQUITY 57772K101 6019 84700 SH DEFINED 2 84700
MAXIM PHARMACEUTICALS EQUITY 57772M107 3286 70000 SH DEFINED 2 70000
MAY DEP STORES EQUITY 577778103 355 12450 SH DEFINED 1 12450
MAY DEP STORES EQUITY 577778103 2833 99420 SH DEFINED 2 99420
MAXXAM INC EQUITY 577913106 23 800 SH DEFINED 1 800
MAVERICK TUBE EQUITY 577914104 5482 169000 SH DEFINED 2 169000
MAXIMUS INC EQUITY 577933104 58 1900 SH DEFINED 2 1900
MAXIMUS INC EQUITY 577933104 53826 1764800 SH DEFINED 3 1698600 66200
MAYTAG CORP EQUITY 578592107 96 2900 SH DEFINED 1 2900
MAYTAG CORP EQUITY 578592107 7 200 SH DEFINED 2 200
McCORMICK & CO EQUITY 579780206 219 6800 SH DEFINED 1 6800
MCDERMOTT INTL EQUITY 580037109 17 1900 SH DEFINED 1 1900
MC DONALDS CORP EQUITY 580135101 1651 44180 SH DEFINED 1 44180
MC DONALDS CORP EQUITY 580135101 6367 169500 SH DEFINED 2 169500
MCGRAW HILL CORP EQUITY 580645109 382 8400 SH DEFINED 1 8400
MCKESSON HBOC EQUITY 58155Q103 187 8894 SH DEFINED 1 8894
MCLEODUSA INC EQUITY 582266102 3655 43100 SH DEFINED 2 43100
MEAD CORP EQUITY 582834107 122 3500 SH DEFINED 1 3500
MECH FINANCIAL EQUITY 583492103 300 9000 SH DEFINED 4 9000
MEDAREX INC EQUITY 583916101 1759 35000 SH DEFINED 2 35000
MEDIA GEN INC EQUITY 584404107 126 2400 SH DEFINED 1 2400
MEDIAONE GROUP EQUITY 58440J104 26617 328600 SH DEFINED 1 328600
MEDIAONE GROUP EQUITY 58440J104 2179 26900 SH DEFINED 2 26900
MEDICAL MANAGER EQUITY 58461U103 74 2100 SH DEFINED 2 2100
MEDICIS PHARMACEUTICAL EQUITY 584690309 53650 1341250 SH DEFINED 3 1313450 27800
MEDIMMUNE INC EQUITY 584699102 1114 6400 SH DEFINED 1 6400
MEDIMMUNE INC EQUITY 584699102 24560 141050 SH DEFINED 2 141050
MEDQUIST INC EQUITY 584949101 218 8000 SH DEFINED 2 8000
MEDTRONIC INC EQUITY 585055106 9439 183500 SH DEFINED 1 183500
MEDTRONIC INC EQUITY 585055106 1162 22600 SH DEFINED 2 22600
MELLON FINANCIAL EQUITY 58551A108 530 17800 SH DEFINED 1 17800
MELLON FINANCIAL EQUITY 58551A108 2935 99500 SH DEFINED 2 99500
MENS WEARHOUSE EQUITY 587118100 113 3800 SH DEFINED 2 3800
MENTOR GRAPHICS EQUITY 587200106 85 5600 SH DEFINED 1 5600
MENTOR GRAPHICS EQUITY 587200106 327 21600 SH DEFINED 2 21600
MERCANTILE BANKSHARES EQUITY 587405101 241 7900 SH DEFINED 1 7900
MERCK & CO EQUITY 589331107 4812 77450 SH DEFINED 1 77450
MERCK & CO EQUITY 589331107 10161 162365 SH DEFINED 2 162365
MERCURY INTERACTIVE EQUITY 589405109 1910 24100 SH DEFINED 2 24100
MERCURY INTERACTIVE EQUITY 589405109 33499 422700 SH DEFINED 3 405700 17000
MEREDITH CORP EQUITY 589433101 44 1600 SH DEFINED 1 1600
MERISTAR HOSPITALITY EQUITY 58984y103 5372 308100 SH DEFINED 3 264600 43500
</TABLE>
<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>
MERITOR AUTOMOTIVE EQUITY 59000G100 98 6199 SH DEFINED 1 6199
MERIX CORP COM EQUITY 590049102 2718 116900 SH DEFINED 3 116900
MERRILL LYNCH & CO EQUITY 590188108 1197 11400 SH DEFINED 1 11400
MERRILL LYNCH & CO EQUITY 590188108 14175 135000 SH DEFINED 2 135000
METAMOR WORLDWIDE EQUITY 59133P100 113 4000 SH DEFINED 4 4000
METASOLV SOFTWARE EQUITY 591393103 2067 35000 SH DEFINED 3 35000
METHODE ELECTRS EQUITY 591520200 26422 523200 SH DEFINED 3 511800 11400
METRICOM INC EQUITY 591596101 1623 35000 SH DEFINED 1 35000
METRIS COS INC EQUITY 591598107 105973 2725998 SH DEFINED 3 2638862 87136
METRETEK TECHN EQUITY 59159Q115 355 45100 SH DEFINED 4 45100
METROMEDIA FIBER
NETWRK EQUITY 591689104 3366 34810 SH DEFINED 2 34810
METTLER-TOLEDO INTL EQUITY 592688105 20159 492433 SH DEFINED 1 492433
MIAMI COMPUTER SUPPLY EQUITY 593261100 2027 64600 SH DEFINED 3 64600
MICHAELS STORES INC EQUITY 594087108 2738 67200 SH DEFINED 3 67200
MICHAELS STORES INC EQUITY 594087AC2 669 600000 SH DEFINED 3 600000
MICHAELS STORES INC CORPBOND 594087AC2 6136 5503000 PRN DEFINED 4 5503000
MICROSOFT CORP EQUITY 594918104 62878 591790 SH DEFINED 1 591790
MICROSOFT CORP EQUITY 594918104 125744 1184243 SH DEFINED 2 1184243
MICROCHIP TECH EQUITY 595017104 473 7200 SH DEFINED 1 7200
MICROCELL TELECOM EQUITY 59501T304 595 13400 SH DEFINED 2 13400
MICROMUSE INC EQUITY 595094103 6496 46800 SH DEFINED 2 46800
MICRON TECHNOLOGY EQUITY 595112103 932 7400 SH DEFINED 1 7400
MICRON TECHNOLOGY EQUITY 595112103 441 3500 SH DEFINED 2 3500
MID ATLANTIC RLTY TR CORPBOND 595232AA7 1321 1500000 PRN DEFINED 4 1500000
MIDCOAST ENERGY RES EQUITY 59563W104 3218 190000 SH DEFINED 3 190000
MILACRON INC EQUITY 598709103 17 1200 SH DEFINED 1 1200
MILLENNIUM PHARM EQUITY 599902103 558 4300 SH DEFINED 1 4300
MILLENNIUM PHARM EQUITY 599902103 7325 56400 SH DEFINED 2 56400
MILLER HERMAN EQUITY 600544100 204 7300 SH DEFINED 1 7300
MILLIPORE CORP EQUITY 601073109 79 1400 SH DEFINED 1 1400
MILLIPORE CORP EQUITY 601073109 559 9900 SH DEFINED 2 9900
MILLIPORE CORP EQUITY 601073109 79707 1412300 SH DEFINED 3 1358900 53400
MILLS CORP COM EQUITY 601148109 2700 150000 SH DEFINED 3 150000
MINERALS TECHN EQUITY 603158106 89 2000 SH DEFINED 1 2000
MINERALS TECHN EQUITY 603158106 49 1100 SH DEFINED 2 1100
MINIMED INC EQUITY 60365K108 376 2900 SH DEFINED 1 2900
MINNESOTA MINING&MFG EQUITY 604059105 1187 13400 SH DEFINED 1 13400
MINNESOTA MINING&MFG EQUITY 604059105 6981 78827 SH DEFINED 2 78827
MINNESOTA POWER EQUITY 604110106 108 6500 SH DEFINED 1 6500
MIRAGE RESORTS EQUITY 60462E104 120 6200 SH DEFINED 1 6200
MIRAGE RESORTS EQUITY 60462E104 52 2548 SH DEFINED 2 2548
MISSION CRITICAL
SOFTWARE EQUITY 605047109 3588 58700 SH DEFINED 2 58700
MITCHELL ENERGY & DEV EQUITY 606592301 176 8000 SH DEFINED 2 8000
MITEL CORP EQUITY 606711109 1474 60000 SH DEFINED 2 60000
MOBILE MINI EQUITY 60740F105 2931 150300 SH DEFINED 2 150300
MOBILE MINI EQUITY 60740F105 10702 548800 SH DEFINED 3 548800
MODINE MFG CO EQUITY 607828100 63 2500 SH DEFINED 1 2500
MODIS PROF SVCS EQUITY 607830106 104 8400 SH DEFINED 1 8400
MODIS PROF SVCS EQUITY 607830106 173 14000 SH DEFINED 4 14000
MOHAWK INDUSTRIES EQUITY 608190104 125 5600 SH DEFINED 1 5600
MOLECULAR DEVICES EQUITY 60851C107 384 5000 SH DEFINED 2 5000
MOLEX INC EQUITY 608554101 353 6000 SH DEFINED 1 6000
MOLEX INC EQUITY 608554101 1206 22671 SH DEFINED 2 22671
MONSANTO CO EQUITY 611662107 18509 359400 SH DEFINED 1 359400
MONSANTO CO EQUITY 611662107 249 5000 SH DEFINED 4 5000
MONTANA POWER EQUITY 612085100 653 10200 SH DEFINED 1 10200
MORGAN J P EQUITY 616880100 751 5700 SH DEFINED 1 5700
MORGAN J P EQUITY 616880100 2849 21625 SH DEFINED 2 21625
MORGAN STANLEY DW
INDIA EQUITY 617446448 3081 37180 SH DEFINED 1 37180
MORGAN STANLEY DW
INDIA EQUITY 617446448 94590 1161053 SH DEFINED 2 1161053
MORGAN STANLEY ASIA
PAC EQUITY 61744U106 218 20000 SH DEFINED 2 20000
MORGAN STANLEY DW
INDIA EQUITY 61745C105 2267 171900 SH DEFINED 1 171900
</TABLE>
<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>
MOTOROLA INC EQUITY 620076109 24668 168959 SH DEFINED 1 168959
MOTOROLA INC EQUITY 620076109 29274 206742 SH DEFINED 2 206742
MOTOROLA INC CORPBOND 620076AJ8 9237 5660000 PRN DEFINED 4 5660000
MURPHY OIL CORP EQUITY 626717102 236 4100 SH DEFINED 1 4100
MURPHY OIL CORP EQUITY 626717102 202 3500 SH DEFINED 2 3500
MYLAN LABS EQUITY 628530107 325 11800 SH DEFINED 1 11800
MYLAN LABS EQUITY 628530107 487 17700 SH DEFINED 2 17700
MYRIAD GENETICS EQUITY 62855J104 7158 118800 SH DEFINED 2 118800
MYPOINTS COM EQUITY 62855T102 327 12200 SH DEFINED 2 12200
NCH CORP EQUITY 628850109 27 600 SH DEFINED 1 600
NCO GROUP EQUITY 628858102 73 2300 SH DEFINED 1 2300
NCR COR EQUITY 62886E108 106 2650 SH DEFINED 1 2650
NTL INC EQUITY 629407107 47377 510460 SH DEFINED 2 510460
NABISCO HLDGS EQUITY 629526104 657 20400 SH DEFINED 2 20400
NABISCO GROUP EQUITY 62952P102 131 10900 SH DEFINED 1 10900
NABORS INDS INC EQUITY 629568106 508 13100 SH DEFINED 1 13100
NABORS INDS INC EQUITY 629568106 12505 322200 SH DEFINED 2 322200
NABORS INDS INC EQUITY 629568106 29416 757900 SH DEFINED 3 718300 39600
NACCO INDS EQUITY 629579103 14 300 SH DEFINED 1 300
NANOGEN INC EQUITY 630075109 11900 350000 SH DEFINED 1 350000
NATIONAL AUSTRALIA BK EQUITY 632525309 30682 1278400 SH DEFINED 4 1278400
NATIONAL BK OF GR EQUITY 633643408 709 51820 SH DEFINED 1 51820
NATIONAL CITY CORP EQUITY 635405103 421 20400 SH DEFINED 1 20400
NATIONAL CITY CORP EQUITY 635405103 446 21600 SH DEFINED 2 21600
NATL COMMERCE BANCORP EQUITY 635449101 179 9700 SH DEFINED 1 9700
NATIONAL DATA EQUITY 635621105 218 8400 SH DEFINED 2 8400
NATIONAL EQUIPMENT EQUITY 635847106 469 75000 SH DEFINED 1 75000
NATIONAL FUEL GAS EQUITY 636180101 156 3500 SH DEFINED 1 3500
NATIONAL FUEL GAS EQUITY 636180101 111 2500 SH DEFINED 2 2500
NATIONAL INSTRS EQUITY 636518102 1402 29875 SH DEFINED 2 29875
NATIONAL OILWELL EQUITY 637071101 3088 100000 SH DEFINED 2 100000
NATIONAL OILWELL EQUITY 637071101 54359 1760600 SH DEFINED 3 1723400 37200
NATIONAL PRESTO INDS EQUITY 637215104 1374 42100 SH DEFINED 2 42100
NATIONAL SEMICONDUCTOR EQUITY 637640103 298 4900 SH DEFINED 1 4900
NATIONAL SEMICONDUCTOR EQUITY 637640103 2843 46900 SH DEFINED 2 46900
NATIONAL SVC INDS EQUITY 637657107 25 1200 SH DEFINED 1 1200
NATIONAL SVC INDS EQUITY 637657107 2011 95494 SH DEFINED 2 95494
NATIONWIDE HEALTH PPTY EQUITY 638620104 13436 1287300 SH DEFINED 3 1101500 185800
NATURAL MICROSYS EQUITY 638882100 2118 24700 SH DEFINED 2 24700
NAVISTAR INTL EQUITY 63934E108 92 2300 SH DEFINED 1 2300
NAVIGANT CONSULTING EQUITY 63935N107 41 3700 SH DEFINED 1 3700
NEIMAN MARCUS GRP EQUITY 640204202 128 4600 SH DEFINED 1 4600
NEIMAN MARCUS GRP EQUITY 640204301 193 7000 SH DEFINED 4 7000
NEOFORMA COM INC EQUITY 640475109 216 13200 SH DEFINED 2 13200
NEOWARE SYSTEMS EQUITY 64065P110 543 241200 SH DEFINED 4 241200
NETWORKS ASSOC EQUITY 640938106 416 12900 SH DEFINED 1 12900
NETWORKS ASSOC EQUITY 640938106 1838 57000 SH DEFINED 2 57000
NET GENESIS CORP EQUITY 64107E107 1343 30000 SH DEFINED 3 30000
NET PERCEPTIONS EQUITY 64107U101 15621 422900 SH DEFINED 3 413800 9100
NETCENTIVES EQUITY 64108P101 6060 202000 SH DEFINED 3 202000
NETOPIA INC EQUITY 64114K104 6690 93000 SH DEFINED 2 93000
NETRO CORP EQUITY 64114R109 2900 44600 SH DEFINED 2 44600
NETSOLVE INC EQUITY 64115J106 2741 85000 SH DEFINED 3 85000
NETSCOUT SYS INC EQUITY 64115T104 4983 297500 SH DEFINED 3 297500
NETOPTIX CORP EQUITY 64116F103 257 1500 SH DEFINED 4 1500
NETWORK APPLIANCE EQUITY 64120L104 761 9200 SH DEFINED 1 9200
NETWORK APPLIANCE EQUITY 64120L104 11535 139400 SH DEFINED 2 139400
NETWORK SOLUTIONS EQUITY 64121Q102 630 4100 SH DEFINED 2 4100
NETWORK SOLUTIONS EQUITY 64121Q102 24684 160596 SH DEFINED 3 152696 7900
NEW CENTURY ENERGIES EQUITY 64352U103 111 3700 SH DEFINED 1 3700
NEW ERA OF NETWORKS EQUITY 644312100 1982 50500 SH DEFINED 2 50500
NEW PLAN EXCEL RLTY TR EQUITY 648053106 5781 420400 SH DEFINED 3 339700 80700
</TABLE>
<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>
NEW YORK TIMES EQUITY 650111107 275 6400 SH DEFINED 1 6400
NEWBRIDGE NETWORKS EQUITY 650901101 52 1600 SH DEFINED 2 1600
NEWELL RUBBERMAID EQUITY 651229106 230 9288 SH DEFINED 1 9288
NEWELL RUBBERMAID EQUITY 651229106 2734 110205 SH DEFINED 2 110205
NEWELL RUBBERMAID EQUITY 651229106 189 7600 SH DEFINED 4 7600
NEWMONT MINING EQUITY 651639106 118 5273 SH DEFINED 1 5273
NEWPORT NEWS SHIPBDG EQUITY 652228107 94 3100 SH DEFINED 1 3100
NEWS CORP LTD EQUITY 652487802 1892 39630 SH DEFINED 2 39630
NEXTCARD INC EQUITY 65332K107 58 3800 SH DEFINED 2 3800
NEXTEL COMMS EQUITY 65332V103 1483 10000 SH DEFINED 1 10000
NEXTEL COMMS EQUITY 65332V103 3232 21800 SH DEFINED 2 21800
NEXTEL PARTNERS EQUITY 65333F107 1450 50000 SH DEFINED 1 50000
NEXTEL PARTNERS EQUITY 65333F107 754 26000 SH DEFINED 2 26000
NEXTLINK COMMS EQUITY 65333H707 1633 13200 SH DEFINED 2 13200
NIAGARA MOHAWK EQUITY 653520106 63 4700 SH DEFINED 1 4700
NICOR INC EQUITY 654086107 53 1600 SH DEFINED 1 1600
NIKE INC CL B EQUITY 654106103 380 9600 SH DEFINED 1 9600
NIKE INC CL B EQUITY 654106103 233 5375 SH DEFINED 2 5375
99 CENTS ONLY STORES EQUITY 65440K106 44031 1121803 SH DEFINED 3 1059774 62029
NIPPON TELEG &TEL EQUITY 654624105 678 8600 SH DEFINED 2 8600
NISOURCE INC EQUITY 65473P105 197 11700 SH DEFINED 1 11700
NOBLE AFFILIATES EQUITY 654894104 167 5100 SH DEFINED 1 5100
NOBLE AFFILIATES EQUITY 654894104 359 10940 SH DEFINED 2 10940
NOKIA CORP EQUITY 654902204 40154 192880 SH DEFINED 2 192880
NOBLE DRILLING EQUITY 655042109 505 12200 SH DEFINED 1 12200
NOBLE DRILLING EQUITY 655042109 5636 136000 SH DEFINED 2 136000
NORDSON CORP EQUITY 655663102 74 1600 SH DEFINED 1 1600
NORDSON CORP EQUITY 655663102 825 17900 SH DEFINED 2 17900
NORDSTROM INC. EQUITY 655664100 156 5300 SH DEFINED 1 5300
NORFOLK SOUTHN EQUITY 655844108 180 12600 SH DEFINED 1 12600
NORFOLK SOUTHN EQUITY 655844108 2037 141719 SH DEFINED 2 141719
NORTEL NETWORKS EQUITY 656569100 27609 218910 SH DEFINED 1 218910
NORTEL NETWORKS EQUITY 656569100 13860 110000 SH DEFINED 2 110000
NORTH AMER VACCINE CORPBOND 657201AA7 678 1130000 PRN DEFINED 4 1130000
NORTH FORK BANCORP EQUITY 659424105 291 16300 SH DEFINED 1 16300
NORTH FORK BANCORP EQUITY 659424105 254 14200 SH DEFINED 2 14200
NORTHEAST UTILS EQUITY 664397106 290 13500 SH DEFINED 1 13500
NORTHERN ST PWR EQUITY 665772109 95 4800 SH DEFINED 1 4800
NORTHERN TRUST EQUITY 665859104 459 6800 SH DEFINED 1 6800
NORTHROP GRUMMAN EQUITY 666807102 101 1900 SH DEFINED 1 1900
NORTHWAY FINANCIAL EQUITY 667270102 945 45010 SH DEFINED 1 45010
NORTHWEST NAT GAS EQUITY 667655104 41 2100 SH DEFINED 1 2100
NORTHWEST NAT GAS EQUITY 667655104 207 10600 SH DEFINED 2 10600
NOVA CORP EQUITY 669784100 195 6700 SH DEFINED 1 6700
NOVA CORP EQUITY 669784100 984 33800 SH DEFINED 2 33800
NOVA CORP EQUITY 669784100 83771 2876264 SH DEFINED 3 2775758 100506
NU HORIZONS ELECTRS EQUITY 669908105 1106 50000 SH DEFINED 2 50000
NOVELL INC EQUITY 670006105 332 11600 SH DEFINED 1 11600
NOVELL INC EQUITY 670006105 1010 35300 SH DEFINED 2 35300
NOVELLUS SYSTEMS EQUITY 670008101 629 11200 SH DEFINED 1 11200
NOVELLUS SYSTEMS EQUITY 670008101 2761 49200 SH DEFINED 2 49200
NSTAR EQUITY 67019E107 248 5900 SH DEFINED 1 5900
NUCOR CORP EQUITY 670346105 145 2900 SH DEFINED 1 2900
NUEVO GRUPO IUSACELL EQUITY 670512102 2379 117458 SH DEFINED 1 117458
NVIDIA CORP EQUITY 67066G104 245 2900 SH DEFINED 1 2900
O CHARLEYS INC EQUITY 670823103 2137 164400 SH DEFINED 3 164400
ODS NETWORKS INC EQUITY 67082N109 4766 198600 SH DEFINED 3 198600
OGE ENERGY CORP EQUITY 670837103 134 7000 SH DEFINED 1 7000
OAKLEY INC EQUITY 673662102 2476 233000 SH DEFINED 2 233000
OCCIDENTAL PETRO EQUITY 674599105 224 10800 SH DEFINED 1 10800
OCEAN ENERGY CORP EQUITY 67481E106 226 15700 SH DEFINED 1 15700
OCEAN ENERGY CORP EQUITY 67481E106 522 36300 SH DEFINED 2 36300
</TABLE>
<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>
OFFICE DEPOT INC EQUITY 676220106 132 11400 SH DEFINED 1 11400
OFFICEMAX INC EQUITY 67622M108 70 10700 SH DEFINED 1 10700
OFFICEMAX INC EQUITY 67622M108 170 26100 SH DEFINED 4 26100
OFFSHORE LOGISTICS EQUITY 676255102 656 47300 SH DEFINED 2 47300
OGDEN CORP EQUITY 676346109 53 4400 SH DEFINED 1 4400
OHIO CASUALTY EQUITY 677240103 102 5700 SH DEFINED 1 5700
OLD KENT FINANCIAL EQUITY 679833103 122 3800 SH DEFINED 1 3800
OLD REP INTL CORP EQUITY 680223104 507 36880 SH DEFINED 2 36880
OLD REP INTL CORP EQUITY 680223104 584 42500 SH DEFINED 1 42500
OLIN CORP EQUITY 680665205 75 4200 SH DEFINED 1 4200
OMNICARE INC EQUITY 681904108 103 8500 SH DEFINED 1 8500
OMNICARE INC EQUITY 681904108 841 69700 SH DEFINED 2 69700
OMNICOM GROUP EQUITY 681919106 468 5000 SH DEFINED 1 5000
OMNICOM GROUP EQUITY 681919106 579 6200 SH DEFINED 2 6200
OMNICOM GROUP INC CORPBOND 681919AE6 137093 46086000 PRN DEFINED 4 46086000
OMEGA HEALTHCARE INV CORPBOND 681936AG5 2014 2685000 PRN DEFINED 4 2685000
ON ASSIGNMENT EQUITY 682159108 1629 36200 SH DEFINED 2 36200
ONEOK EQUITY 682680103 19 750 SH DEFINED 1 750
ONYX SOFTWARE EQUITY 683402101 1275 40000 SH DEFINED 2 40000
VIMPEL COMMS EQUITY 68370R1095 119 2818 SH DEFINED 1 2818
ORACLE CORP EQUITY 68389X105 40503 518850 SH DEFINED 1 518850
ORACLE CORP EQUITY 68389X105 6122 78425 SH DEFINED 2 78425
ORACLE CORP EQUITY 68389X105 1639 21000 SH DEFINED 3 21000
ORAPHARMA INC EQUITY 68554E106 2960 160000 SH DEFINED 3 160000
O REILLY AUTOMOTIVE EQUITY 686091109 251 17700 SH DEFINED 2 17700
OSHKOSH TRUCK EQUITY 688239201 3140 101100 SH DEFINED 2 101100
OUTBACK STEAKHOUSE EQUITY 689899102 215 6700 SH DEFINED 1 6700
OUTBACK STEAKHOUSE EQUITY 689899102 1484 46300 SH DEFINED 2 46300
OVERSEAS SHIPHLDG EQUITY 690368105 71 3100 SH DEFINED 1 3100
OWENS CORNING EQUITY 69073F103 35 1800 SH DEFINED 1 1800
OWENS-ILLINOIS INC EQUITY 690768403 76 4500 SH DEFINED 1 4500
OXFORD HEALTH PLANS EQUITY 691471106 113 7400 SH DEFINED 1 7400
PC HOLDINGS SA EQUITY 693200107 945 55177 SH DEFINED 1 55177
P COM INC EQUITY 693262107 2923 158000 SH DEFINED 2 158000
PECO ENERGY CO EQUITY 693304107 258 7000 SH DEFINED 1 7000
PECO ENERGY CO EQUITY 693304107 3817 103500 SH DEFINED 2 103500
P G & E CORP EQUITY 69331C108 296 14100 SH DEFINED 1 14100
PE CORP-PE BIOSYS EQUITY 69332S102 907 9400 SH DEFINED 1 9400
PE CORP-PE BIOSYS EQUITY 69332S102 4058 42050 SH DEFINED 2 42050
PE CORP EQUITY 69332S201 1831 20000 SH DEFINED 2 20000
PE CORP EQUITY 69332S201 1290 14000 SH DEFINED 3 14000
PMC SIERRA INC EQUITY 69344F106 9003 44200 SH DEFINED 2 44200
PMI GROUP INC EQUITY 69344M101 228 4800 SH DEFINED 1 4800
PMI GROUP INC EQUITY 69344M101 109 2300 SH DEFINED 4 2300
PNC FINANCIAL SVCS EQUITY 693475105 478 10600 SH DEFINED 1 10600
PPG INDUSTRIES INC EQUITY 693506107 324 6200 SH DEFINED 1 6200
PPL CORP EQUITY 69351T106 103 4900 SH DEFINED 1 4900
PS BUSINESS PKS EQUITY 69360J107 3612 177300 SH DEFINED 3 152200 25100
PSS WORLD MEDICAL EQUITY 69366A100 40 5900 SH DEFINED 1 5900
PACCAR INC EQUITY 693718108 115 2300 SH DEFINED 1 2300
PACIFIC CENTURY FINL EQUITY 694058108 144 7100 SH DEFINED 1 7100
PACIFICARE HEALTH SYS EQUITY 695112102 215 4304 SH DEFINED 1 4304
PACKAGING CORP AMER EQUITY 695156109 66 6300 SH DEFINED 2 6300
PACTIV CORPORATION EQUITY 695257105 50 5800 SH DEFINED 1 5800
PAINE WEBBER GRP EQUITY 695629105 202 4600 SH DEFINED 1 4600
PAINE WEBBER GRP EQUITY 695629105 3520 80000 SH DEFINED 2 80000
PALL CORP EQUITY 696429307 90 4000 SH DEFINED 1 4000
PALL CORP EQUITY 696429307 193 8600 SH DEFINED 2 8600
PALM INC EQUITY 696642107 112 2500 SH DEFINED 4 2500
PANAMSAT CORP EQUITY 697933109 2424 49400 SH DEFINED 2 49400
PAPA JOHN'S INTL EQUITY 698813102 86 2600 SH DEFINED 1 2600
PARAMETRIC TECHN EQUITY 699173100 185 8800 SH DEFINED 1 8800
</TABLE>
<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>
PARAMETRIC TECHN EQUITY 699173100 891 42300 SH DEFINED 2 42300
PAREXEL INTL EQUITY 699462107 1699 180000 SH DEFINED 2 180000
PARK PLACE ENTRTNMNT EQUITY 700690100 327 28300 SH DEFINED 1 28300
PARKER HANNIFAN EQUITY 701094104 151 3650 SH DEFINED 1 3650
PARKWAY PPTYS INC EQUITY 70159Q104 147 5000 SH DEFINED 2 5000
PARKWAY PPTYS INC EQUITY 70159Q104 5664 192400 SH DEFINED 3 164000 28400
PARTNER COMM EQUITY 70211M109 165 9910 SH DEFINED 2 9910
PATINA OIL & GAS EQUITY 703224113 157 52200 SH DEFINED 4 52200
PATTERSON ENERGY EQUITY 703414102 4636 146000 SH DEFINED 2 146000
PATTERSON ENERGY EQUITY 703414102 12659 398700 SH DEFINED 3 387700 11000
PAYCHEX INC EQUITY 704326107 422 8050 SH DEFINED 1 8050
PAYCHEX INC EQUITY 704326107 5159 98500 SH DEFINED 2 98500
PAYCHEX INC EQUITY 704326107 95238 1818393 SH DEFINED 3 1744995 73398
PAYLESS SHOESOURCE EQUITY 704379106 156 3000 SH DEFINED 1 3000
PAYLESS SHOESOURCE EQUITY 704379106 312 6000 SH DEFINED 2 6000
PEGASUS COMMS EQUITY 705904100 16651 118300 SH DEFINED 2 118300
PENN TREATY AMER CORPBOND 707874AC7 1990 2519000 PRN DEFINED 4 2519000
J.C. PENNEY & CO EQUITY 708160106 137 9200 SH DEFINED 1 9200
PENZOIL-QUAKER STATE EQUITY 709323109 73 6999 SH DEFINED 1 6999
PENZOIL-QUAKER STATE EQUITY 709323109 145 13900 SH DEFINED 2 13900
PENTAIR INC EQUITY 709631105 163 4400 SH DEFINED 1 4400
PENTAIR INC EQUITY 709631105 504 13600 SH DEFINED 2 13600
PEOPLES ENERGY EQUITY 711030106 33 1200 SH DEFINED 1 1200
PEOPLES HERITAGE FINL
GRP EQUITY 711147108 330 22000 SH DEFINED 2 22000
PEOPLESOFT INC EQUITY 712713106 158 7900 SH DEFINED 1 7900
PEPSI-GEMEX SA EQUITY 713435105 675 124100 SH DEFINED 1 124100
PEPSICO INC EQUITY 713448108 1747 50100 SH DEFINED 1 50100
PEPSICO INC EQUITY 713448108 1338 38700 SH DEFINED 2 38700
PEREGRINE SYS EQUITY 71366Q101 6418 95700 SH DEFINED 2 95700
PERICOM SEMICONDUCTOR EQUITY 713831105 1784 50000 SH DEFINED 2 50000
PERINI CORP EQUITY 713839108 20882 4705882 SH DEFINED 1 4705882
PERKINELMER INC EQUITY 714046109 86 1300 SH DEFINED 1 1300
PERKINELMER INC EQUITY 714046109 698 10500 SH DEFINED 2 10500
PERKINELMER INC EQUITY 714046109 7767 116800 SH DEFINED 3 105000 11800
PERRIGO CO EQUITY 714290103 50 6600 SH DEFINED 1 6600
PHARMACIA & UPJOHN EQUITY 716941109 3879 65200 SH DEFINED 1 65200
PHARMACIA & UPJOHN EQUITY 716941109 912 15400 SH DEFINED 2 15400
PFIZER INC EQUITY 717081103 4512 123400 SH DEFINED 1 123400
PFIZER INC EQUITY 717081103 12314 335175 SH DEFINED 2 335175
PHARMACOPEIA EQUITY 71713B104 1377 28100 SH DEFINED 2 28100
PHARMACOPEIA EQUITY 71713B104 15175 309700 SH DEFINED 3 301400 8300
PHELPS DODGE EQUITY 717265102 141 2980 SH DEFINED 1 2980
PHELPS DODGE EQUITY 717265102 290 6100 SH DEFINED 2 6100
PHILIP MORRIS COS EQUITY 718154107 1641 77700 SH DEFINED 1 77700
PHILIP MORRIS COS EQUITY 718154107 3189 150950 SH DEFINED 2 150950
PHILIP MORRIS COS EQUITY 718154107 505 25000 SH DEFINED 4 25000
PHILIPPINE LONG DIST
TEL EQUITY 718252703 41920 1007000 SH DEFINED 4 1007000
PHILIPS INTL RLTY EQUITY 718333107 3827 230200 SH DEFINED 3 196400 33800
PHILLIPS PETRO EQUITY 718507106 387 8370 SH DEFINED 1 8370
PHOENIX INV PARTN CORPBOND 719085AA0 6292 5969000 PRN DEFINED 4 5969000
PHONE COM EQUITY 71920Q100 1949 11950 SH DEFINED 2 11950
PHOTRONICS CORPBOND 719405AA0 2429 1879000 PRN DEFINED 4 1879000
PIER 1 IMPORTS INC EQUITY 720279108 487 47500 SH DEFINED 2 47500
PINNACLE HLDGS EQUITY 72346N101 436 7900 SH DEFINED 2 7900
PINNACLE HLDGS EQUITY 72346N101 5966 111000 SH DEFINED 3 95600 15400
PINNACLE WEST CAP EQUITY 723484101 4256 151000 SH DEFINED 1 151000
PINNACLE WEST CAP EQUITY 723484101 200 7100 SH DEFINED 2 7100
PIONEER NAT RES EQUITY 723787107 97 9200 SH DEFINED 1 9200
PITNEY BOWES INC EQUITY 724479100 420 9400 SH DEFINED 1 9400
PITNEY BOWES INC EQUITY 724479100 2998 67089 SH DEFINED 2 67089
PITTSTON BRINKS GRP EQUITY 725701106 82 4800 SH DEFINED 1 4800
PITTSTON BRINKS GRP EQUITY 725701106 106 6226 SH DEFINED 2 6226
</TABLE>
<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>
PLACER DOME INC EQUITY 725906101 77 9500 SH DEFINED 1 9500
PLUM CREEK TIMBER EQUITY 729251108 419 17000 SH DEFINED 2 17000
POGO PRODUCING EQUITY 730448107 1685 59000 SH DEFINED 2 59000
POGO PRODUCING EQUITY 730448107 68013 2381200 SH DEFINED 3 2336100 45100
POGO PRODUCING CORPBOND 730448AE7 1490 1700000 PRN DEFINED 4 1700000
POGO TR I EQUITY 73044P208 1599 24500 SH DEFINED 4 24500
POHANG IRN & STL EQUITY 730450103 550 20000 SH DEFINED 1 20000
POHANG IRN & STL EQUITY 730450103 186 6751 SH DEFINED 2 6751
POLARIS INDS INC EQUITY 731068102 69 2300 SH DEFINED 2 2300
POLAROID CORP EQUITY 731095105 36 1500 SH DEFINED 1 1500
POLAROID CORP EQUITY 731095105 147 6200 SH DEFINED 2 6200
POLAROID CORP EQUITY 731095105 204 8600 SH DEFINED 4 8600
POLICY MGT SYS EQUITY 731108106 38 3200 SH DEFINED 1 3200
POLYCOM INC EQUITY 73172K104 238 3000 SH DEFINED 1 3000
POLYCOM INC EQUITY 73172K104 2186 27600 SH DEFINED 2 27600
PORTAL SOFTWARE EQUITY 736126103 3695 64900 SH DEFINED 2 64900
POST PPTYS INC EQUITY 737464107 18572 460700 SH DEFINED 3 406900 53800
POTLATCH CORP EQUITY 737628107 34 800 SH DEFINED 1 800
POTOMAC ELEC PWR EQUITY 737679100 244 10800 SH DEFINED 1 10800
POWER INTERIGATIONS EQUITY 739276103 17 678 SH DEFINED 1 678
POWER ONE INC EQUITY 739308104 1322 21900 SH DEFINED 2 21900
POWERWAVE TECHN EQUITY 739363109 250 2000 SH DEFINED 1 2000
POWERWAVE TECHN EQUITY 739363109 6200 49600 SH DEFINED 2 49600
PRAXAIR INC EQUITY 74005P104 14257 342500 SH DEFINED 1 342500
PRAXAIR INC EQUITY 74005P104 1061 25500 SH DEFINED 2 25500
PRECISION CASTPARTS EQUITY 740189105 84 2300 SH DEFINED 1 2300
PRECISION CASTPARTS EQUITY 740189105 175 4800 SH DEFINED 2 4800
PRECISION DRILLING EQUITY 74022D100 8324 249400 SH DEFINED 2 249400
PREMIER PARKS INC EQUITY 740540208 151 7200 SH DEFINED 1 7200
PREMIER PARKS INC EQUITY 740540208 802 38200 SH DEFINED 2 38200
PRENTISS PPTYS TR EQUITY 740706106 268 12000 SH DEFINED 2 12000
PRENTISS PPTYS TR EQUITY 740706106 982 44000 SH DEFINED 3 44000
PRICE T ROWE & ASSOC EQUITY 741477103 134 3400 SH DEFINED 1 3400
PRICELINE COM INC EQUITY 741503106 279 3600 SH DEFINED 2 3600
PRIMUS KNOWLEDGE
SOLUTIONS EQUITY 74163Q100 1049 12200 SH DEFINED 2 12200
PRIME HOSPITALITY EQUITY 741917108 70 9600 SH DEFINED 2 9600
PRINCETON VIDEO IMAGE EQUITY 742476104 525 75000 SH DEFINED 1 75000
PROCTER AND GAMBLE EQUITY 742718109 2458 43500 SH DEFINED 1 43500
PROFESSIONAL DETAILING EQUITY 74312N107 8695 347800 SH DEFINED 3 347800
PROFIT RECOVERY GRP EQUITY 743168106 91 4900 SH DEFINED 2 4900
PROFIT RECOVERY GRP EQUITY 743168106 32414 1752099 SH DEFINED 3 1713049 39050
PROGRESSIVE CORP EQUITY 743315103 2892 38020 SH DEFINED 1 38020
PROGRESSIVE CORP EQUITY 743315103 1080 14200 SH DEFINED 2 14200
PROJECT SOFTWARE & DEV EQUITY 74339P101 622 11000 SH DEFINED 2 11000
PROLOGIS TR SH BEN INT EQUITY 743410102 30188 1568220 SH DEFINED 3 1340410 227810
PROLOGIS TRUST EQUITY 743410300 29504 1195450 SH DEFINED 4 1195450
PROTECTION ONE ALARM CORPBOND 743659AL8 3166 9045000 PRN DEFINED 1 9045000
PROTECTIVE LIFE EQUITY 743674103 191 6000 SH DEFINED 1 6000
PROTECTIVE LIFE EQUITY 743674103 352 11100 SH DEFINED 2 11100
PROTEIN DESIGN LABS CORPBOND 74369LAA1 4518 6500000 PRN DEFINED 4 6500000
PROVIDENT FINL GRP EQUITY 743866105 157 4600 SH DEFINED 1 4600
PROVINCE HEALTHCARE EQUITY 743977100 6627 231500 SH DEFINED 3 231500
PROVIDIAN FINL CORP EQUITY 74406A102 1217 14050 SH DEFINED 1 14050
PROVIDIAN FINL CORP EQUITY 74406A102 1265 14600 SH DEFINED 2 14600
PROVIDIAN FINL CORP EQUITY 74406A102 9711 112100 SH DEFINED 3 93500 18600
PROXIM INC EQUITY 744284100 4710 36800 SH DEFINED 2 36800
PSINET INC EQUITY 74437C101 276 8100 SH DEFINED 2 8100
PSINET INC CORPBOND 74437C309 38033 615510 PRN DEFINED 4 615510
PUBLIC SVC CO N MEX EQUITY 744499104 57 3600 SH DEFINED 1 3600
PUBLIC SERVICE ENTER EQUITY 744573106 228 7700 SH DEFINED 1 7700
PUBLIC STORAGE INC EQUITY 74460D109 34 1600 SH DEFINED 2 1600
PUBLIC STORAGE INC EQUITY 74460D109 27899 1328512 SH DEFINED 3 1142728 185784
</TABLE>
<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>
PUGET SOUND PWR & LT EQUITY 745332106 169 7600 SH DEFINED 1 7600
PULITZER INC EQUITY 745769109 110 2700 SH DEFINED 2 2700
PULTE CORP EQUITY 745867101 29 1400 SH DEFINED 1 1400
PULTE CORP EQUITY 745867101 406 19470 SH DEFINED 2 19470
PUMA TECHNOLOGY EQUITY 745887109 1316 26000 SH DEFINED 2 26000
PURCHASEPRO COM EQUITY 746144104 73 1000 SH DEFINED 2 1000
QLT PHOTOTHERAPEUTICS EQUITY 746927102 6426 116300 SH DEFINED 2 116300
QLT PHOTOTHERAPEUTICS EQUITY 746927102 3265 59100 SH DEFINED 3 49200 9900
QRS CORP EQUITY 74726X105 1452 19300 SH DEFINED 2 19300
QLOGIC CORP EQUITY 747277101 949 7000 SH DEFINED 1 7000
QLOGIC CORP EQUITY 747277101 4729 34900 SH DEFINED 2 34900
QUADRAMED CORP CORPBOND 74730WAC5 298 693000 PRN DEFINED 4 693000
QUAKER OATS EQUITY 747402105 273 4500 SH DEFINED 1 4500
QUALCOMM INC EQUITY 747525103 20811 139380 SH DEFINED 1 139380
QUALCOMM INC EQUITY 747525103 61237 410128 SH DEFINED 2 410128
QUANTUM CORP EQUITY 747906204 184 15400 SH DEFINED 1 15400
QUANTUM CORP EQUITY 747906303 221 19600 SH DEFINED 2 19600
DTL & STORAGE SYS EQUITY 747906AC9 242 3000 SH DEFINED 1 3000
QUESTAR CORP EQUITY 748356102 189 10200 SH DEFINED 1 10200
QUESTRON TECHN CORPBOND 748372117 120 30100 PRN DEFINED 4 30100
QUIKSILVER INC EQUITY 74838C106 193 11000 SH DEFINED 4 11000
QUINENCO SA EQUITY 748718103 315 28000 SH DEFINED 1 28000
QUINTILES TRANSNATL EQUITY 748767100 61 3600 SH DEFINED 1 3600
QUINTILES TRANSNATL CORPBOND 748767AC4 10371 10436000 PRN DEFINED 4 10436000
QUORUM HEALTH GP EQUITY 749084109 61 6100 SH DEFINED 1 6100
QWEST COMMS INTL EQUITY 749121109 50751 1046635 SH DEFINED 2 1046635
R & B FALCON CORP EQUITY 74912E101 3223 163600 SH DEFINED 2 163600
RH DONNELLEY CORP EQUITY 74955W307 107 6300 SH DEFINED 2 6300
RPM INC OHIO EQUITY 749685103 107 9700 SH DEFINED 1 9700
RPM INC OHIO EQUITY 749685103 476 43300 SH DEFINED 2 43300
RF MICRO DEVICES EQUITY 749941100 753 5600 SH DEFINED 2 5600
RADIAN GROUP INC EQUITY 750236101 543 11399 SH DEFINED 2 11399
RADIAN GROUP INC EQUITY 750236101 63222 1327500 SH DEFINED 3 1296500 31000
RADIO ONE INC EQUITY 75040P108 25851 388000 SH DEFINED 3 379200 8800
RADISYS CORP EQUITY 750459109 24 400 SH DEFINED 2 400
RADYNE COMSTREAM EQUITY 750611147 439 24500 SH DEFINED 4 24500
RAILWORKS CORP EQUITY 750789109 3845 379800 SH DEFINED 2 379800
RALCORP HLDGS EQUITY 751028101 128 8800 SH DEFINED 2 8800
RALSTON PURINA GRP EQUITY 751277302 267 9720 SH DEFINED 1 9720
RATIONAL SOFTWARE EQUITY 75409P202 627 8200 SH DEFINED 1 8200
RATIONAL SOFTWARE EQUITY 75409P202 819 10700 SH DEFINED 2 10700
RAYMOND JAMES FINL EQUITY 754730109 1185 57100 SH DEFINED 2 57100
RAYONIER INC EQUITY 754907103 122 2500 SH DEFINED 1 2500
RAYONIER INC EQUITY 754907103 488 10000 SH DEFINED 2 10000
RAYTHEON CO EQUITY 755111408 186 10500 SH DEFINED 1 10500
RAYTHEON CO EQUITY 755111408 1865 105045 SH DEFINED 2 105045
READERS DIGEST ASSN EQUITY 755267101 389 11000 SH DEFINED 1 11000
READERS DIGEST ASSN EQUITY 755267101 608 17200 SH DEFINED 2 17200
REAL NETWORKS INC EQUITY 75605L104 1594 28000 SH DEFINED 2 28000
RECKSON ASSOC RLTY EQUITY 75621K106 17841 951500 SH DEFINED 3 819200 132300
RECKSON ASSOC RLTY EQUITY 75621K205 11601 622700 SH DEFINED 4 622700
RECKSON ASSOC RLTY EQUITY 75621K304 2563 125000 SH DEFINED 3 125000
REEBOK INTL LTD EQUITY 758110100 19 2000 SH DEFINED 1 2000
REGAL BELOIT CORP EQUITY 758750103 126 7200 SH DEFINED 2 7200
REGENCY RLTY EQUITY 758939102 6063 307000 SH DEFINED 3 264100 42900
REGIONS FINL CORP EQUITY 758940100 164 7200 SH DEFINED 1 7200
REGISTER COM INC EQUITY 75914G101 3454 49700 SH DEFINED 3 48000 1700
REINSURANCE GRP AMER EQUITY 759351109 1228 51551 SH DEFINED 2 51551
RELIANT ENERGY EQUITY 75952J108 248 10523 SH DEFINED 1 10523
RELIASTAR FINANCIAL EQUITY 75952U103 298 8800 SH DEFINED 1 8800
RENT-A-CENTER EQUITY 76009N100 1125 75000 SH DEFINED 1 75000
REPUBLIC SEC FINL EQUITY 760758102 171 26000 SH DEFINED 2 26000
</TABLE>
<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>
REPUBLIC SVCS INC EQUITY 760759100 396 36200 SH DEFINED 2 36200
RES-CARE INC CORPBOND 760943AC4 799 1251000 PRN DEFINED 4 1251000
REYNOLDS & REYNOLDS EQUITY 761695105 189 7000 SH DEFINED 1 7000
REYNOLDS METALS EQUITY 761763101 147 2200 SH DEFINED 1 2200
REYNOLDS METALS EQUITY 761763101 836 12500 SH DEFINED 2 12500
RJ REYNOLDS TOBACCO EQUITY 76182K105 170 10001 SH DEFINED 1 10001
RHYTHMS NETCONNECTIONS EQUITY 762430205 2268 61600 SH DEFINED 2 61600
RITE AID CORP EQUITY 767754104 47 8300 SH DEFINED 1 8300
RIVIERA HLDGS EQUITY 769627100 3746 525775 SH DEFINED 1 525775
ROBBINS & MYERS CORPBOND 770196AA1 4298 4347000 PRN DEFINED 4 4347000
ROBERT HALF INTL INC EQUITY 770323103 403 8500 SH DEFINED 1 8500
ROBERT HALF INTL INC EQUITY 770323103 688 14500 SH DEFINED 2 14500
ROCKWELL INTL CORP EQUITY 773903109 289 6900 SH DEFINED 1 6900
ROGERS COMMS EQUITY 775109200 340 11400 SH DEFINED 2 11400
ROGERS COMMS CORPBOND 775109AE1 30630 29750000 PRN DEFINED 4 29750000
ROHM & HAAS CO EQUITY 775371107 339 7600 SH DEFINED 1 7600
ROLLINS INC EQUITY 775711104 45 3000 SH DEFINED 1 3000
ROMAC INTL INC EQUITY 775835101 145 16000 SH DEFINED 2 16000
ROPER INDS EQUITY 776696106 139 4100 SH DEFINED 2 4100
ROSS STORES INC EQUITY 778296103 197 8200 SH DEFINED 1 8200
ROSETELCOM EQUITY 7785291078 340 14300 SH DEFINED 1 14300
ROUSE CO EQUITY 779273101 10596 501600 SH DEFINED 3 431900 69700
ROUSE CO EQUITY 779273309 11164 347525 SH DEFINED 4 347525
ROWAN COS INC EQUITY 779382100 88 3000 SH DEFINED 1 3000
ROWAN COS INC EQUITY 779382100 3082 104700 SH DEFINED 2 104700
ROYAL DUTCH PETE EQUITY 780257804 4012 69400 SH DEFINED 1 69400
ROYAL DUTCH PETE EQUITY 780257804 8853 153800 SH DEFINED 2 153800
RUDDICK CORP EQUITY 781258108 45 4100 SH DEFINED 1 4100
RUDDICK CORP EQUITY 781258108 8 700 SH DEFINED 2 700
RUSS BERRIE & CO EQUITY 782233100 146 7900 SH DEFINED 2 7900
RUSSELL CORP EQUITY 782352108 17 1200 SH DEFINED 1 1200
RUSSELL CORP EQUITY 782352108 132 9200 SH DEFINED 4 9200
RYDER SYSTEMS EQUITY 783549108 52 2300 SH DEFINED 1 2300
RYERSON TULL INC EQUITY 78375P107 29 1900 SH DEFINED 1 1900
SBC COMMS EQUITY 78387G103 19777 469494 SH DEFINED 1 469494
SBC COMMS EQUITY 78387G103 3963 94365 SH DEFINED 2 94365
SBA COMMS EQUITY 78388J106 29128 662000 SH DEFINED 3 655400 6600
SCI SYS INC EQUITY 783890106 736 13700 SH DEFINED 1 13700
SCI SYS INC EQUITY 783890106 1803 33500 SH DEFINED 2 33500
SDL INC EQUITY 784076101 1022 4800 SH DEFINED 2 4800
SFX ENTERTAINMENT EQUITY 784178105 10677 261600 SH DEFINED 1 261600
SFX ENTERTAINMENT EQUITY 784178105 66716 1634700 SH DEFINED 3 1574700 60000
SFX ENTERTAINMENT EQUITY 784178105 163 4000 SH DEFINED 4 4000
SK TELECOM LTD EQUITY 78440P108 394 10100 SH DEFINED 2 10100
SLM HLDG CORP EQUITY 78442A109 343 10300 SH DEFINED 2 10300
STUDENT LOAN MARKETING EQUITY 78442A109 157 4700 SH DEFINED 1 4700
SPDR TR EQUITY 78462F103 65 430 SH DEFINED 1 430
SPX CORP EQUITY 784635104 330 2900 SH DEFINED 1 2900
SPX CORP EQUITY 784635104 10824 95000 SH DEFINED 2 95000
S3 INC EQUITY 784849101 22804 1085900 SH DEFINED 3 1085900
S3 INC EQUITY 784849101 533 25400 SH DEFINED 4 25400
S3 INC CORPBOND 784849AC5 453 400000 PRN DEFINED 3 400000
S3 INC CORPBOND 784849AC5 6438 5583000 PRN DEFINED 4 5583000
SABA PETRO CORPBOND 785152AA7 1478 1739000 PRN DEFINED 4 1739000
SABRE HOLDINGS EQUITY 785905100 156 4263 SH DEFINED 1 4263
SAFECO CORP EQUITY 786429100 135 5100 SH DEFINED 1 5100
SAFEGUARD SCIENTIFICS CORPBOND 786449AE8 2184 750000 PRN DEFINED 4 750000
SAFETY 1ST INC EQUITY 786475103 199 19100 SH DEFINED 4 19100
SAFEWAY INC EQUITY 786514208 692 15300 SH DEFINED 1 15300
SAGA SYS INC EQUITY 786610105 1695 47400 SH DEFINED 2 47400
ST JUDE MEDICAL EQUITY 790849103 70 2700 SH DEFINED 1 2700
ST PAUL COS INC EQUITY 792860108 259 7600 SH DEFINED 1 7600
</TABLE>
<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>
SAKS INC EQUITY 79377W108 196 13500 SH DEFINED 1 13500
SANMINA CORP EQUITY 800907107 797 11800 SH DEFINED 1 11800
SANMINA CORP EQUITY 800907107 1365 20200 SH DEFINED 2 20200
SANTA FE SNYDER EQUITY 80218K105 165 17400 SH DEFINED 1 17400
SAP AKTIENGESELLSCHAFT EQUITY 803054204 938 15700 SH DEFINED 2 15700
SARA LEE CORP EQUITY 803111103 535 29700 SH DEFINED 1 29700
SARA LEE CORP EQUITY 803111103 191 10600 SH DEFINED 2 10600
SAWTEK INC EQUITY 805468105 210 4000 SH DEFINED 1 4000
SAWTEK INC EQUITY 805468105 1677 31900 SH DEFINED 2 31900
SCANA CORP EQUITY 80589M102 236 9600 SH DEFINED 1 9600
SCANA CORP EQUITY 80589M102 142 5800 SH DEFINED 2 5800
HENRY SCHEIN INC EQUITY 806407102 62 3800 SH DEFINED 2 3800
SCHERING PLOUGH EQUITY 806605101 6571 177000 SH DEFINED 1 177000
SCHERING PLOUGH EQUITY 806605101 6308 171545 SH DEFINED 2 171545
SCHLUMBERGER LTD EQUITY 806857108 26710 349150 SH DEFINED 1 349150
SCHLUMBERGER LTD EQUITY 806857108 19932 260540 SH DEFINED 2 260540
SCHLUMBERGER LTD EQUITY 806857108 1760 23000 SH DEFINED 3 23000
SCHOLASTIC CORP EQUITY 807066105 76 1400 SH DEFINED 1 1400
SCHOOL SPECIALTY EQUITY 807863105 323 15000 SH DEFINED 4 15000
SCHULMAN A INC EQUITY 808194104 44 3300 SH DEFINED 1 3300
SCHULMAN A INC EQUITY 808194104 345 26000 SH DEFINED 2 26000
SCHWAB CHARLES EQUITY 808513105 1477 26000 SH DEFINED 1 26000
SCHWAB CHARLES EQUITY 808513105 2372 41750 SH DEFINED 2 41750
SCIENTIFIC ATLANTA EQUITY 808655104 304 4800 SH DEFINED 1 4800
SCIENTIFIC ATLANTA EQUITY 808655104 3223 50800 SH DEFINED 2 50800
SCIENTIFIC ATLANTA EQUITY 808655104 23320 368700 SH DEFINED 3 333300 35400
SCIENTIFIC LEARNING EQUITY 808760102 3331 130000 SH DEFINED 3 130000
SEACHANGE INTL EQUITY 811699107 2157 35000 SH DEFINED 2 35000
SEACHANGE INTL EQUITY 811699107 18173 294900 SH DEFINED 3 289400 5500
SEACOAST FINL SVCS EQUITY 81170Q106 217 22000 SH DEFINED 2 22000
SEAGATE TECHNOLOGY EQUITY 811804103 451 7300 SH DEFINED 1 7300
SEAGATE TECHNOLOGY EQUITY 811804103 2524 41885 SH DEFINED 2 41885
SEAGATE TECHNOLOGY EQUITY 811804103 121 2000 SH DEFINED 4 2000
SEAGRAM CO LTD CORPBOND 811845AH9 287 262000 PRN DEFINED 4 262000
SEAGRAM COMPANY EQUITY 811850106 768 12900 SH DEFINED 1 12900
SEAGRAM COMPANY EQUITY 811850106 7735 130000 SH DEFINED 2 130000
SEACOR SMIT INC CORPBOND 811904AE1 4809 4680000 PRN DEFINED 4 4680000
SEALED AIR CORP EQUITY 81211K100 106 1957 SH DEFINED 1 1957
SEALED AIR CORP EQUITY 81211K100 1157 21300 SH DEFINED 2 21300
SEARS ROEBUCK EQUITY 812387108 398 13000 SH DEFINED 1 13000
SELECTICA INC DEL EQUITY 816288104 44 500 SH DEFINED 2 500
SEMTECH CORP EQUITY 816850101 1473 23000 SH DEFINED 2 23000
SEMPRA ENERGY EQUITY 816851109 101 6013 SH DEFINED 1 6013
SENSORMATIC ELECTRS EQUITY 817265101 162 7200 SH DEFINED 1 7200
SENSORMATIC ELECTRS EQUITY 817265101 166 7400 SH DEFINED 2 7400
SENSORMATIC ELECTRS EQUITY 817265200 12812 413300 SH DEFINED 4 413300
SEPRACOR INC EQUITY 817315104 451 6200 SH DEFINED 1 6200
SEPRACOR INC EQUITY 817315104 481 6600 SH DEFINED 2 6600
SEPRACOR INC CORPBOND 817315AE4 46362 14887000 PRN DEFINED 4 14887000
SEPRACOR INC CORPBOND 817315AH7 24132 18421000 PRN DEFINED 4 18421000
SEQUA CORP EQUITY 817320104 40 1000 SH DEFINED 1 1000
SHARED MEDICAL SYS EQUITY 819486101 47 900 SH DEFINED 1 900
SHAW INDUSTRIES EQUITY 820286102 193 12700 SH DEFINED 1 12700
SHELL TRANS & TRADING EQUITY 822703609 402 8200 SH DEFINED 2 8200
SHERWIN WILLIAMS EQUITY 824348106 126 5700 SH DEFINED 1 5700
SHERWIN WILLIAMS EQUITY 824348106 3015 137441 SH DEFINED 2 137441
SHIRE PHARMACEUTICALS EQUITY 82481R106 651 12700 SH DEFINED 2 12700
SHOPKO STORES INC EQUITY 824911101 257 14500 SH DEFINED 2 14500
SIEBEL SYSTEMS INC EQUITY 826170102 6044 50600 SH DEFINED 1 50600
SIEBEL SYSTEMS INC EQUITY 826170102 13317 111500 SH DEFINED 2 111500
SIEBEL SYSTEMS INC CORPBOND 826170AA0 5315 2000000 PRN DEFINED 4 2000000
SIEBEL SYSTEMS INC CORPBOND 826170AC6 81064 30504000 PRN DEFINED 4 30504000
</TABLE>
<PAGE> 35
<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>
SIERRA PAC RES NEW EQUITY 826428104 85 6800 SH DEFINED 1 6800
SIERRA PAC RES NEW EQUITY 826428104 99 7920 SH DEFINED 2 7920
SIERRACITIES COM EQUITY 826521106 16160 1208200 SH DEFINED 3 1208200
SIGMA-ALDRICH EQUITY 826552101 89 3300 SH DEFINED 1 3300
SILICON GRAPHICS EQUITY 827056102 63 6000 SH DEFINED 1 6000
SILICON VALLEY GRP EQUITY 827066101 2750 100000 SH DEFINED 2 100000
SILICON VALLEY GRP EQUITY 827066101 132 4800 SH DEFINED 4 4800
SILKNET SOFTWARE EQUITY 827094103 104 1000 SH DEFINED 4 1000
SILVERSTREAM SOFTWARE EQUITY 827907106 18764 254000 SH DEFINED 3 247800 6200
SIMON PPTY GROUP EQUITY 828806109 24621 1056150 SH DEFINED 3 886650 169500
SIRIUS SATELLITE RADIO EQUITY 82966U103 1687 29600 SH DEFINED 2 29600
SIRIUS SATELLITE RADIO EQUITY 82966U202 929 2750 SH DEFINED 4 2750
SKYMALLINC EQUITY 830859104 700 100000 SH DEFINED 2 100000
SMARTFORCE PLC EQUITY 83170A206 151 3287 SH DEFINED 2 3287
SMITH CORONA EQUITY 831858204 1 785 SH DEFINED 1 785
SMITH INTERNATIONAL EQUITY 832110100 357 4600 SH DEFINED 1 4600
SMITH INTERNATIONAL EQUITY 832110100 23607 304600 SH DEFINED 2 304600
SMITHKLINE BEECHAM EQUITY 832378301 984 14900 SH DEFINED 2 14900
J.M. SMUCKER EQUITY 832696108 49 2700 SH DEFINED 1 2700
SNYDER COMMS EQUITY 832914105 200 8900 SH DEFINED 4 8900
SNAP-ON INC EQUITY 833034101 48 1850 SH DEFINED 1 1850
SOC QUIMICA Y MINERA
CHIL EQUITY 833635105 1573 57730 SH DEFINED 1 57730
SODEXHO MARIOTT SVCS EQUITY 833793102 124 8272 SH DEFINED 1 8272
SOFTNET SYS INC EQUITY 833964109 790 27000 SH DEFINED 2 27000
SOFTWARE COM INC EQUITY 83402P104 4524 35100 SH DEFINED 2 35100
SOLA INTERNATIONAL EQUITY 834092108 416 30000 SH DEFINED 1 30000
SOLECTRON CORP EQUITY 834182107 730 18200 SH DEFINED 1 18200
SOLECTRON CORP EQUITY 834182107 929 23200 SH DEFINED 2 23200
SOLUTIA INC EQUITY 834376105 139 10400 SH DEFINED 1 10400
SONOCO PRODS CO EQUITY 835495102 211 9190 SH DEFINED 1 9190
SONOCO PRODS CO EQUITY 835495102 461 19600 SH DEFINED 2 19600
SONY CORP EQUITY 835699307 39954 142628 SH DEFINED 2 142628
SOTHEBYS HLDGS INC EQUITY 835898107 103 5500 SH DEFINED 1 5500
SOTHEBYS HLDGS INC EQUITY 835898107 712 38600 SH DEFINED 2 38600
SOUTHDOWN INC EQUITY 841297104 196 3300 SH DEFINED 1 3300
SOUTHERN CO EQUITY 842587107 485 22300 SH DEFINED 1 22300
SOUTHERN CO EQUITY 842587107 139 6400 SH DEFINED 2 6400
SOUTHERN PERU COPR EQUITY 843611104 72 5500 SH DEFINED 1 5500
SOUTHTRUST EQUITY 844730101 137 5400 SH DEFINED 1 5400
SOUTHWEST AIRLINES EQUITY 844741108 344 16525 SH DEFINED 1 16525
SOUTHWEST BANCORP EQUITY 84476R109 150 7700 SH DEFINED 2 7700
SOVEREIGN BANCORP EQUITY 845905108 154 20400 SH DEFINED 1 20400
SOVEREIGN BANCORP EQUITY 845905306 936 19500 SH DEFINED 4 19500
SPANISH BROADCASTING
SYS EQUITY 846425882 4569 194800 SH DEFINED 2 194800
SPARTECH CORP EQUITY 847220209 13719 399100 SH DEFINED 3 386300 12800
SPECIALTY EQUIPMENT EQUITY 847497203 17 800 SH DEFINED 4 800
SPECTRASITE HLDGS EQUITY 84760T100 1636 57800 SH DEFINED 2 57800
SPECTRASITE HLDGS EQUITY 84760T100 23638 834900 SH DEFINED 3 817700 17200
SPECTRUM CONTROL EQUITY 847615101 112 9700 SH DEFINED 4 9700
SPEEDWAY MOTORSPORTS CORPBOND 847788AC0 1552 1615000 PRN DEFINED 4 1615000
SPIEKER PPTYS INC EQUITY 848497103 7418 166700 SH DEFINED 3 143500 23200
SPINNAKER EXPL CO EQUITY 84855W109 16266 715000 SH DEFINED 3 715000
SPLITROCK SERVICES EQUITY 848636304 411 9000 SH DEFINED 4 9000
SPRINGS INDUSTRIES EQUITY 851783100 27 700 SH DEFINED 1 700
SPRINT CORP EQUITY 852061100 1752 27700 SH DEFINED 1 27700
SPRINT CORP EQUITY 852061100 1235 19600 SH DEFINED 2 19600
SPRINT CORP EQUITY 852061407 6901 107500 SH DEFINED 4 107500
SPRINT PCS GROUP EQUITY 852061506 1788 27300 SH DEFINED 1 27300
SPRINT PCS GROUP EQUITY 852061506 80904 1238721 SH DEFINED 2 1238721
ST ASSEMBLY TEST SVCS EQUITY 85227G102 8124 167500 SH DEFINED 3 140100 27400
STAMPS COM INC EQUITY 852857101 3076 159300 SH DEFINED 2 159300
STANCORP FINL GROUP EQUITY 852891100 164 6000 SH DEFINED 2 6000
</TABLE>
<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>
STANDARD AUTOMOTIVE EQUITY 853097202 652 77800 SH DEFINED 4 77800
STANDARD REGISTER EQUITY 853887107 32 2500 SH DEFINED 1 2500
STANDARD REGISTER EQUITY 853887107 50 3900 SH DEFINED 2 3900
STANLEY WORKS EQUITY 854616109 84 3200 SH DEFINED 1 3200
STAPLES INC EQUITY 855030102 293 14650 SH DEFINED 1 14650
STAPLES INC EQUITY 855030102 524 26220 SH DEFINED 2 26220
STARBUCKS CORP EQUITY 855244109 771 17200 SH DEFINED 1 17200
STATE STREET CORP EQUITY 857477103 475 4900 SH DEFINED 1 4900
STATE STREET CORP EQUITY 857477103 388 4000 SH DEFINED 2 4000
STATEN IS BANCORP EQUITY 857550107 113 6600 SH DEFINED 2 6600
STEEL DYNAMICS INC EQUITY 858119100 82 7100 SH DEFINED 4 7100
STEELCASE INC EQUITY 858155203 143 11900 SH DEFINED 4 11900
STEINWAY MUSICAL EQUITY 858495104 33884 1801131 SH DEFINED 1 1801131
STERIS CORP EQUITY 859152100 60 5900 SH DEFINED 1 5900
STERIS CORP EQUITY 859152100 282 27500 SH DEFINED 2 27500
STERLING SOFTWARE EQUITY 859547101 12807 391050 SH DEFINED 1 391050
STEWART & STEVENSON
SVCS EQUITY 860342104 33 2900 SH DEFINED 1 2900
STEWART & STEVENSON
SVCS EQUITY 860342104 270 24000 SH DEFINED 2 24000
STEWART ENTERPRISES EQUITY 860370105 48 9800 SH DEFINED 1 9800
STEWART & STEVENSON
SVCS EQUITY 860372101 634 40100 SH DEFINED 2 40100
STILLWATER MNG EQUITY 86074Q102 38848 971200 SH DEFINED 3 948800 22400
STMICROELECTRONICS EQUITY 861012102 1058 5650 SH DEFINED 1 5650
STMICROELECTRONICS EQUITY 861012102 1099 5870 SH DEFINED 2 5870
STMICROELECTRONICS CORPBOND 861012AB8 43810 26255000 PRN DEFINED 4 26255000
STORAGE USA EQUITY 861907103 9913 323700 SH DEFINED 3 288200 35500
STORAGE TECHNOLOGY EQUITY 862111200 150 9400 SH DEFINED 1 9400
STORAGE TECHNOLOGY EQUITY 862111200 118 7400 SH DEFINED 2 7400
STREAMEDIA COMMS EQUITY 86323T105 103 26900 SH DEFINED 4 26900
STRUCTURAL DYN RES EQUITY 863555108 39 2900 SH DEFINED 1 2900
STRUCTURAL DYN RES EQUITY 863555108 257 19000 SH DEFINED 2 19000
STRYKER CORP EQUITY 863667101 635 9100 SH DEFINED 1 9100
STUDENT LN CORP EQUITY 863902102 2690 65700 SH DEFINED 2 65700
SUIZA FOODS CORP EQUITY 865077101 129 3200 SH DEFINED 1 3200
SUMMIT BANCORP EQUITY 866005101 131 5000 SH DEFINED 1 5000
SUMMIT BANCORP EQUITY 866005101 6043 230200 SH DEFINED 2 230200
SUMMIT PPTYS INC EQUITY 866239106 316 16500 SH DEFINED 2 16500
SUN COMMUNITIES EQUITY 866674104 6514 225600 SH DEFINED 3 195400 30200
SUN MICROSYSTEMS EQUITY 866810104 23660 252500 SH DEFINED 1 252500
SUN MICROSYSTEMS EQUITY 866810104 17863 190637 SH DEFINED 2 190637
SUNBEAM CORP CORPBOND 867071AA0 1265 7308000 PRN DEFINED 4 7308000
SUNGARD DATA SYS EQUITY 867363103 453 12000 SH DEFINED 1 12000
SUNGARD DATA SYS EQUITY 867363103 479 12700 SH DEFINED 2 12700
SUNGARD DATA SYS EQUITY 867363103 77078 2041808 SH DEFINED 3 1962208 79600
SUNGLASS HUT INTL EQUITY 86736F106 2176 278620 SH DEFINED 2 278620
SUNOCO INC EQUITY 86764P109 63 2300 SH DEFINED 1 2300
SUNTRUST BANKS EQUITY 867914103 520 9000 SH DEFINED 1 9000
SUPERGEN INC EQUITY 868059106 1680 35000 SH DEFINED 2 35000
SUPERIOR ENERGY SVCS EQUITY 868157108 2243 230000 SH DEFINED 3 230000
SUPERIOR INDS INTL INC EQUITY 868168105 76 2400 SH DEFINED 1 2400
SUPERIOR INDS INTL INC EQUITY 868168105 212 6700 SH DEFINED 2 6700
SUPER VALU STORES EQUITY 868536103 72 3800 SH DEFINED 1 3800
SWIFT TRANSN INC EQUITY 870756103 123 6000 SH DEFINED 2 6000
SWIFT TRANSN INC EQUITY 870756103 32773 1598675 SH DEFINED 3 1555450 43225
SWIFT TRANSN INC EQUITY 870756103 117 5700 SH DEFINED 1 5700
SYBASE INC EQUITY 871130100 156 7700 SH DEFINED 1 7700
SYBRON CORP EQUITY 87114F106 281 9700 SH DEFINED 1 9700
SYBRON CORP EQUITY 87114F106 670 23100 SH DEFINED 2 23100
SYCAMORE NETWORKS EQUITY 871206108 14887 115400 SH DEFINED 2 115400
SYKES ENTERPRISES EQUITY 871237103 72 3800 SH DEFINED 1 3800
SYLVAN LEARNING SYS EQUITY 871399101 73 4600 SH DEFINED 1 4600
SYMANTEC CORP EQUITY 871503108 413 5500 SH DEFINED 1 5500
SYMANTEC CORP EQUITY 871503108 105 1400 SH DEFINED 2 1400
</TABLE>
<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>
SYMBOL TECHNOLOGIES EQUITY 871508107 691 8400 SH DEFINED 1 8400
SYMBOL TECHNOLOGIES EQUITY 871508107 1671 20300 SH DEFINED 2 20300
SYMYX TECHNOLOGIES EQUITY 87155S108 3234 75000 SH DEFINED 3 75000
SYNOPSYS INC EQUITY 871607107 322 6600 SH DEFINED 1 6600
SYNOPSYS INC EQUITY 871607107 790 16200 SH DEFINED 2 16200
SYNOVUS FINANCIAL EQUITY 87161C105 154 8150 SH DEFINED 1 8150
SYSCO CORP EQUITY 871829107 5921 163900 SH DEFINED 1 163900
TCF FINANCIAL EQUITY 872275102 181 7600 SH DEFINED 1 7600
TECO ENERGY EQUITY 872375100 233 12000 SH DEFINED 1 12000
TJX COMPANIES EQUITY 872540109 222 10000 SH DEFINED 1 10000
TJX COMPANIES EQUITY 872540109 597 26900 SH DEFINED 2 26900
TRW INC EQUITY 872649108 234 4000 SH DEFINED 1 4000
TSI INTL SOFTWARE EQUITY 872879101 2492 30000 SH DEFINED 2 30000
TMP WORLDWIDE INC EQUITY 872941109 2535 32600 SH DEFINED 2 32600
TMP WORLDWIDE INC EQUITY 872941109 44733 575344 SH DEFINED 3 563144 12200
TV GUIDE INC EQUITY 87307Q109 2509 52200 SH DEFINED 2 52200
TAIWAN FUND EQUITY 874036106 5275 216960 SH DEFINED 1 216960
TAIWAN SEMICONDUCTOR EQUITY 874039100 730 12800 SH DEFINED 1 12800
TALBOTS INC EQUITY 874161102 8784 149200 SH DEFINED 2 149200
TALK CITY INC EQUITY 874263106 193 31864 SH DEFINED 1 31864
TANDY CORP EQUITY 875382103 7222 142300 SH DEFINED 3 118900 23400
TANDY CORP EQUITY 875382103 350 6900 SH DEFINED 1 6900
TARGET CORP EQUITY 87612E106 1196 16000 SH DEFINED 1 16000
TARGET CORP EQUITY 87612E106 4111 55000 SH DEFINED 2 55000
TAUBMAN CTRS EQUITY 876664103 7696 691800 SH DEFINED 3 581800 110000
TECH DATA CORP EQUITY 878237106 151 4600 SH DEFINED 1 4600
TECH DATA CORP EQUITY 878237106 404 12300 SH DEFINED 2 12300
TECH DATA CORP EQUITY 878237106 132 4000 SH DEFINED 4 4000
TECUMSEH PRODS EQUITY 878895200 84 1900 SH DEFINED 1 1900
TECUMSEH PRODS EQUITY 878895200 286 6500 SH DEFINED 2 6500
TEKTRONIX INC EQUITY 879131100 92 1650 SH DEFINED 1 1650
TEKTRONIX INC EQUITY 879131100 62 1100 SH DEFINED 2 1100
TELCOM SEMICONDUCTOR EQUITY 87921P107 1815 60000 SH DEFINED 2 60000
TELE CENTRO SUL PART EQUITY 879239101 1628 20100 SH DEFINED 1 20100
TELE NORTE LESTE PART EQUITY 879246106 1404 52750 SH DEFINED 1 52750
TELE NORTE LESTE PART EQUITY 879246106 138 5200 SH DEFINED 2 5200
TELE SUDESTE CELULAR EQUITY 879252104 479 9600 SH DEFINED 1 9600
TELECOM ARGENTINA EQUITY 879273209 478 13750 SH DEFINED 1 13750
TELEBRAS EQUITY 879287308 1770 15000 SH DEFINED 1 15000
TELEBRAS EQUITY 879287308 1316 8789 SH DEFINED 2 8789
TELEFLEX INC EQUITY 879369106 120 3400 SH DEFINED 1 3400
TELEFLEX INC EQUITY 879369106 327 9200 SH DEFINED 2 9200
TELEFONICA DE ARG EQUITY 879378206 262 9000 SH DEFINED 1 9000
TELEFONICA DE ARG EQUITY 879378206 106 2690 SH DEFINED 2 2690
TELEFONICA DE ARG EQUITY 879378206 118 3000 SH DEFINED 4 3000
TELEFONICA S A EQUITY 879382208 1040 13930 SH DEFINED 2 13930
TELEFONICA DEL PERU EQUITY 879384105 326 22000 SH DEFINED 1 22000
TELEFONOS DE MEXICO EQUITY 879403780 14394 216040 SH DEFINED 1 216040
TELEFONOS DE MEXICO EQUITY 879403780 965 14400 SH DEFINED 2 14400
TELEPHONE & DATA SYS EQUITY 879433100 655 5900 SH DEFINED 1 5900
TELEMIG CELULAR EQUITY 87944E105 585 6600 SH DEFINED 1 6600
TELLABS INC EQUITY 879664100 4736 75187 SH DEFINED 1 75187
TELLABS INC EQUITY 879664100 1411 22400 SH DEFINED 2 22400
TEMPLE-INLAND EQUITY 879868107 95 1900 SH DEFINED 1 1900
TEMPLETON RUSSIA FD EQUITY 88022F105 486 26000 SH DEFINED 1 26000
TENET HEALTHCARE EQUITY 88033G100 230 9900 SH DEFINED 1 9900
TENET HEALTHCARE EQUITY 88033G100 193 8400 SH DEFINED 2 8400
TERADYNE INC EQUITY 880770102 7429 90600 SH DEFINED 1 90600
TESORO PETRO EQUITY 881609408 5379 453000 SH DEFINED 4 453000
TEVA PHARMACEUTICAL EQUITY 881624209 728 19500 SH DEFINED 2 19500
TETRA TECH INC EQUITY 88162G103 35003 1473807 SH DEFINED 3 1435574 38233
TEXACO INC EQUITY 881694103 964 17937 SH DEFINED 1 17937
</TABLE>
<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>
TEXACO INC EQUITY 881694103 1258 23700 SH DEFINED 2 23700
TEXAS BIOTECH CORP EQUITY 88221T120 836 126200 SH DEFINED 4 126200
TEXAS INSTRUMENTS EQUITY 882508104 15216 95100 SH DEFINED 1 95100
TEXAS INSTRUMENTS EQUITY 882508104 75748 473419 SH DEFINED 2 473419
TEXAS INSTRUMENTS EQUITY 882508104 5602 35010 SH DEFINED 3 35010
TEXAS UTILITIES CO EQUITY 882848104 256 8637 SH DEFINED 1 8637
TEXTRON INC EQUITY 883203101 335 5500 SH DEFINED 1 5500
THERMO ELECTRON EQUITY 883556102 100 4900 SH DEFINED 1 4900
THERMO OPTEK CORP CORPBOND 883582AA6 2290 2150000 PRN DEFINED 4 2150000
THERMOQUEST CORP CORPBOND 883655AA0 1897 1860000 PRN DEFINED 4 1860000
THOMAS & BETTS CORP EQUITY 884315102 48 1700 SH DEFINED 1 1700
THOMAS & BETTS CORP EQUITY 884315102 237 8400 SH DEFINED 4 8400
3COM CORP EQUITY 885535104 634 11400 SH DEFINED 1 11400
3COM CORP EQUITY 885535104 5778 103872 SH DEFINED 2 103872
3DSHOPPING COM EQUITY 885793117 112 47200 SH DEFINED 4 47200
TICKETMASTER ONLINE EQUITY 88633P203 469 18700 SH DEFINED 2 18700
TIDEWATER INC EQUITY 886423102 165 5200 SH DEFINED 1 5200
TIFFANY & CO EQUITY 886547108 577 6900 SH DEFINED 1 6900
TIFFANY & CO EQUITY 886547108 3880 46393 SH DEFINED 2 46393
TIME WARNER INC EQUITY 887315109 16615 166150 SH DEFINED 1 166150
TIME WARNER INC EQUITY 887315109 33240 333329 SH DEFINED 2 333329
TIME WARNER INC EQUITY 887315109 100 1000 SH DEFINED 4 1000
TIMES MIRROR CO EQUITY 887364107 288 3100 SH DEFINED 1 3100
TIMKEN CO EQUITY 887389104 31 1900 SH DEFINED 1 1900
TITAN CORP EQUITY 888266103 862 16900 SH DEFINED 2 16900
TOLL BROS INC EQUITY 889478103 192 9600 SH DEFINED 2 9600
TOLLGRADE COMMS EQUITY 889542106 12662 238900 SH DEFINED 3 238900
TORCHMARK CORP EQUITY 891027104 136 5900 SH DEFINED 1 5900
TORO CO EQUITY 891092108 135 4500 SH DEFINED 4 4500
TOSCO CORP EQUITY 891490302 129 4200 SH DEFINED 1 4200
TOTAL RENAL CARE EQUITY 89151A107 24 7600 SH DEFINED 1 7600
TOTAL FINA SA EQUITY 89151E109 766 10400 SH DEFINED 2 10400
TOWER AUTOMOTIVE EQUITY 891707101 180 11000 SH DEFINED 2 11000
TOWER AUTOMOTIVE CORPBOND 891707AE1 1735 2000000 PRN DEFINED 4 2000000
TOYS R US EQUITY 892335100 133 9000 SH DEFINED 1 9000
TRANS WORLD AIRLINES EQUITY 893349134 486 SH DEFINED 1 486
TRANS WORLD AIRLINES EQUITY 893349837 5 2163 SH DEFINED 1 2163
TRANSACTION SYS ARCH EQUITY 893416107 90 3100 SH DEFINED 1 3100
TRANSACTION SYS ARCH EQUITY 893416107 95 3300 SH DEFINED 2 3300
TRANSATLANTIC HLDGS EQUITY 893521104 1782625 20849420 SH DEFINED 1 20849420
TRANSATLANTIC HLDGS EQUITY 893521104 1556 18200 SH DEFINED 2 18200
TRANSPORTADOR GAS EQUITY 893870204 662 77900 SH DEFINED 1 77900
TRANSMONTAIGNE EQUITY 893934109 11122 1647724 SH DEFINED 3 1620924 26800
TRANSWITCH CORP EQUITY 894065101 356 3700 SH DEFINED 1 3700
TRANSWITCH CORP EQUITY 894065101 66172 688400 SH DEFINED 3 674000 14400
TREDEGAR CORP EQUITY 894650100 151 5600 SH DEFINED 4 5600
TRIAD GTY INC EQUITY 895925105 3935 193700 SH DEFINED 3 193700
TRIARC COS CORPBOND 895927AB7 2571 10600000 PRN DEFINED 4 10600000
TRICON GLOBAL REST EQUITY 895953107 161 5170 SH DEFINED 1 5170
TRIBUNE CO EQUITY 896047107 278 7600 SH DEFINED 1 7600
TRIBUNE CO EQUITY 896047107 278 7600 SH DEFINED 2 7600
TRIGON HEALTHCARE EQUITY 89618L100 129 3600 SH DEFINED 1 3600
TRINITY INDUSTRIES EQUITY 896522109 92 3900 SH DEFINED 1 3900
TRIQUINT SEMICONDUCTOR EQUITY 89674K103 250 3400 SH DEFINED 1 3400
TRIQUINT SEMICONDUCTOR EQUITY 89674K103 40690 553600 SH DEFINED 3 544000 9600
TRIQUINT SEMICONDUCTOR CORPBOND 89674KAA1 185 250000 PRN DEFINED 3 250000
TRIQUINT SEMICONDUCTOR CORPBOND 89674KAA1 2060 2750000 PRN DEFINED 4 2750000
TRITEL INC EQUITY 89675X104 773 20200 SH DEFINED 2 20200
TRITEL INC EQUITY 89675X104 189 5000 SH DEFINED 4 5000
TRIZEC HAHN CORP
SUB VTG EQUITY 896938107 10655 710300 SH DEFINED 3 605300 105000
TUBOS DE ACERO DE
MEX-SP ADR EQUITY 898592506 1161 70900 SH DEFINED 1 70900
TUPPERWARE CORP EQUITY 899896104 35 2200 SH DEFINED 1 2200
</TABLE>
<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>
TV AZTECA SA EQUITY 9011451021 516 35000 SH DEFINED 1 35000
21ST CENTURY INSUR EQUITY 90130N103 1149081 53445620 SH DEFINED 1 53445620
TYCO INTERNATIONAL EQUITY 902124106 47043 938510 SH DEFINED 1 938510
TYCO INTERNATIONAL EQUITY 902124106 22452 450165 SH DEFINED 2 450165
TYSON FOODS EQUITY 902494103 239 21500 SH DEFINED 1 21500
TYSON FOODS EQUITY 902494103 309 27800 SH DEFINED 2 27800
UCAR INTERNATIONAL EQUITY 90262K109 55 4200 SH DEFINED 1 4200
UMB FINL CORP EQUITY 902788108 202 5500 SH DEFINED 2 5500
USX MARATHON GROUP EQUITY 902905827 250 9600 SH DEFINED 1 9600
USX MARATHON GROUP EQUITY 902905827 456 17500 SH DEFINED 2 17500
UST INC EQUITY 902911106 92 5900 SH DEFINED 1 5900
UST INC EQUITY 902911106 2269 145209 SH DEFINED 2 145209
US RESTAURANT PPTYS EQUITY 902971209 966 75000 SH DEFINED 1 75000
U S RESTAURANT PPTYS EQUITY 902971100 5354 409900 SH DEFINED 3 352700 57200
US RESTAURANT PPTYS EQUITY 902971209 4850 376500 SH DEFINED 4 376500
U.S. BANCORP EQUITY 902973106 530 24220 SH DEFINED 1 24220
U.S. BANCORP EQUITY 902973106 820 37500 SH DEFINED 2 37500
USA NETWORKS INC EQUITY 902984103 1579 70000 SH DEFINED 2 70000
USG CORP EQUITY 903293405 193 4600 SH DEFINED 1 4600
U S FOODSERVICE EQUITY 90331R101 237 9200 SH DEFINED 1 9200
U S FOODSERVICE EQUITY 90331R101 855 33200 SH DEFINED 2 33200
U S FOODSERVICE EQUITY 90331R101 129 5000 SH DEFINED 4 5000
USX-US STEEL GROUP EQUITY 90337T101 68 2700 SH DEFINED 1 2700
UGLY DUCKLING HLDGS EQUITY 903512101 1032 137644 SH DEFINED 1 137644
ULTRAMAR DIAMND
SHAMROCK EQUITY 904000106 198 7799 SH DEFINED 1 7799
UNIBANCO EQUITY 90458E107 559 17600 SH DEFINED 1 17600
UNIBANCO EQUITY 90458E107 64 2000 SH DEFINED 2 2000
UNIFI INC EQUITY 904677101 49 5500 SH DEFINED 1 5500
UNILEVER N V EQUITY 904784709 919 19095 SH DEFINED 1 19095
UNICOM CORP EQUITY 904911104 259 7100 SH DEFINED 1 7100
UNICOM CORP EQUITY 904911104 91 2500 SH DEFINED 2 2500
UNION CARBIDE EQUITY 905581104 245 4200 SH DEFINED 1 4200
UNION PACIFIC CORP EQUITY 907818108 2468 63084 SH DEFINED 1 63084
UNION PACIFIC CORP EQUITY 907818108 638 16300 SH DEFINED 2 16300
UNION PACIFIC RES EQUITY 907834105 793 54684 SH DEFINED 1 54684
UNION PACIFIC RES EQUITY 907834105 528 36400 SH DEFINED 2 36400
UNION PLANTERS CORP EQUITY 908068109 126 4100 SH DEFINED 1 4100
UNIROYAL TECHNOLOGY EQUITY 909163115 1837 43100 SH DEFINED 4 43100
UNISYS CORP EQUITY 909214108 233 9060 SH DEFINED 1 9060
UNISYS CORP EQUITY 909214108 166 6500 SH DEFINED 2 6500
UNISYS CORP EQUITY 909214108 110 4300 SH DEFINED 4 4300
UNIT CORP COM EQUITY 909218109 5445 495000 SH DEFINED 3 495000
UNITED ASSET MGMT EQUITY 909420101 364 21000 SH DEFINED 2 21000
UNITED HEALTHCARE EQUITY 910581107 370 6200 SH DEFINED 1 6200
UNITED PARK CITY MINES EQUITY 911315208 3756 154094 SH DEFINED 1 154094
UNITED RENTALS INC EQUITY 911363109 267 15500 SH DEFINED 2 15500
UNITED STATES CELLULAR
CORP EQUITY 911684108 163 2300 SH DEFINED 2 2300
US CELLULAR CORP CORPBOND 911684AA6 4588 6733000 PRN DEFINED 4 6733000
US AIRWAYS GROUP, INC. EQUITY 911905107 67 2400 SH DEFINED 1 2400
U S HOME CORP NEW EQUITY 911920106 114 3000 SH DEFINED 4 3000
US WEST INC EQUITY 91273H101 5418 74599 SH DEFINED 1 74599
US WEST INC EQUITY 91273H101 145 2000 SH DEFINED 4 2000
UNITED STATIONERS EQUITY 913004107 146 4100 SH DEFINED 2 4100
UNITED TECHNOLOGIES EQUITY 913017109 992 15700 SH DEFINED 1 15700
UNITEDGLOBALCOM EQUITY 913247201 8683 91120 SH DEFINED 4 91120
UNITEDGLOBALCOM EQUITY 913247508 1381 18393 SH DEFINED 2 18393
UNITRIN INC EQUITY 913275103 258 6500 SH DEFINED 1 6500
UNIVERSAL CORP VA EQUITY 913456109 45 3000 SH DEFINED 1 3000
UNIVERSAL CORP VA EQUITY 913456109 92 6100 SH DEFINED 2 6100
UNIVERSAL FOODS EQUITY 913538104 96 4500 SH DEFINED 1 4500
UNIVISION COMMS EQUITY 914906102 1096 9700 SH DEFINED 1 9700
UNIVISION COMMS EQUITY 914906102 1752 15500 SH DEFINED 2 15500
</TABLE>
<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>
UNOCAL CORP EQUITY 915289102 241 8100 SH DEFINED 1 8100
UNOCAL CORP EQUITY 915289102 485 16300 SH DEFINED 2 16300
UNUMPROVIDENT EQUITY 91529Y106 27049 1597009 SH DEFINED 1 1597009
UNUMPROVIDENT EQUITY 91529Y106 319 18765 SH DEFINED 2 18765
URBAN SHOPPING CTRS EQUITY 917060105 4150 142800 SH DEFINED 3 123000 19800
USINTERNETWORKING EQUITY 917311805 2325 60000 SH DEFINED 2 60000
USINTERNETWORKING CORPBOND 917311AE2 48169 19529000 PRN DEFINED 4 19529000
UTILICORP UTD INC DEL EQUITY 918005109 149 8250 SH DEFINED 1 8250
UTSTARCOM INC EQUITY 918076100 98 1254 SH DEFINED 2 1254
VF CORP EQUITY 918204108 96 4000 SH DEFINED 1 4000
VF CORP EQUITY 918204108 2249 93471 SH DEFINED 2 93471
VALASSIS COMMS EQUITY 918866104 177 5300 SH DEFINED 1 5300
VALASSIS COMMS EQUITY 918866104 137 4100 SH DEFINED 2 4100
VALENTIS INC EQUITY 91913E104 1138 100000 SH DEFINED 2 100000
VALERO ENERGY EQUITY 91913Y100 157 5100 SH DEFINED 1 5100
VARIAN SEMICONDUCTOR
EQUIP EQUITY 922207105 1253 19700 SH DEFINED 2 19700
VARIAN MED SYS EQUITY 92220P105 196 4300 SH DEFINED 2 4300
VASTAR RES INC EQUITY 922380100 7283 98000 SH DEFINED 3 82700 15300
VENATOR GROUP EQUITY 922944103 211 23600 SH DEFINED 2 23600
VERIO INC EQUITY 923433106 1793 39800 SH DEFINED 2 39800
VERITAS SOFTWARE EQUITY 923436109 12979 99075 SH DEFINED 1 99075
VERITAS SOFTWARE EQUITY 923436109 8368 63875 SH DEFINED 2 63875
VERITAS SOFTWARE CORPBOND 923436AB5 198699 14499000 PRN DEFINED 4 14499000
VERISIGN INC EQUITY 92343E102 15919 106480 SH DEFINED 2 106480
VERTICALNET INC EQUITY 92532L107 394 2900 SH DEFINED 2 2900
VERTICALNET INC CORPBOND 92532LAA5 98319 28020000 PRN DEFINED 4 28020000
VIACOM INC EQUITY 925524308 1240 23500 SH DEFINED 1 23500
VIACOM INC EQUITY 925524308 1073 20340 SH DEFINED 2 20340
VIALINK CO COM EQUITY 92552Q101 9626 291700 SH DEFINED 3 291700
VIAD CORP EQUITY 92552R109 208 9100 SH DEFINED 1 9100
VIAD CORP EQUITY 92552R109 474 20700 SH DEFINED 2 20700
VICINITY CORP EQUITY 925653107 980 28200 SH DEFINED 2 28200
VIGNETTE CORP EQUITY 926734104 10705 66800 SH DEFINED 2 66800
VISHAY INTERTECHN EQUITY 928298108 434 7800 SH DEFINED 1 7800
VISHAY INTERTECHN EQUITY 928298108 2037 36625 SH DEFINED 2 36625
VISHAY INTERTECHN EQUITY 928298108 773 13900 SH DEFINED 4 13900
VISIBLE GENETICS EQUITY 92829S104 444 12000 SH DEFINED 1 12000
VISIBLE GENETICS EQUITY 92829S104 3952 106800 SH DEFINED 2 106800
VISUAL NETWORKS EQUITY 928444108 51 900 SH DEFINED 2 900
VISUAL NETWORKS EQUITY 928444108 26900 474000 SH DEFINED 3 463300 10700
VISX INC EQUITY 92844S105 108 5900 SH DEFINED 1 5900
VITESSE SEMICONDUCTOR EQUITY 928497106 1444 15000 SH DEFINED 1 15000
VITESSE SEMICONDUCTOR EQUITY 928497106 2531 26300 SH DEFINED 2 26300
VITESSE SEMICONDUCTOR EQUITY 928497106 19231 199800 SH DEFINED 3 176200 23600
VITRIA TECHNOLOGY INC EQUITY 92849Q104 1583 15700 SH DEFINED 2 15700
VLASIC FOODS INTL INC EQUITY 928559103 62 26000 SH DEFINED 2 26000
VODAFONE AIRTOUCH EQUITY 92857T107 115731 2082891 SH DEFINED 2 2082891
VOICESTREAM WIRELESS EQUITY 928615103 3465 26870 SH DEFINED 2 26870
VORNADO RLTY TR EQUITY 929042109 101 3000 SH DEFINED 2 3000
VORNADO RLTY TR EQUITY 929042109 25684 766700 SH DEFINED 3 655700 111000
VORNADO RLTY TR EQUITY 929042208 14 300 SH DEFINED 2 300
VULCAN MATERIALS EQUITY 929160109 147 3200 SH DEFINED 1 3200
VULCAN MATERIALS EQUITY 929160109 962 21000 SH DEFINED 2 21000
WD 40 CO EQUITY 929236107 800 38100 SH DEFINED 2 38100
WHX CORP EQUITY 929248201 4636 173300 SH DEFINED 4 173300
WICOR INC EQUITY 929253102 1615 52100 SH DEFINED 2 52100
WPP GROUP PLC EQUITY 929309300 69 800 SH DEFINED 2 800
WACHOVIA CORP EQUITY 929771103 412 6100 SH DEFINED 1 6100
WADDELL& REED FINL EQUITY 930059100 850 20100 SH DEFINED 2 20100
WADDELL& REED FINL EQUITY 930059209 339 8700 SH DEFINED 2 8700
WAL-MART STORES EQUITY 931142103 20782 367820 SH DEFINED 1 367820
WAL-MART STORES EQUITY 931142103 29238 526811 SH DEFINED 2 526811
</TABLE>
<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>
WALGREEN CO EQUITY 931422109 860 33400 SH DEFINED 1 33400
WALLACE COMPUTER SYS EQUITY 932270101 47 4000 SH DEFINED 1 4000
WARNACO EQUITY 934390105 65 5500 SH DEFINED 1 5500
WARNER CHILCOTT LABS EQUITY 934435207 8000 496120 SH DEFINED 1 496120
WARNER LAMBERT EQUITY 934488107 32478 332465 SH DEFINED 1 332465
WARNER LAMBERT EQUITY 934488107 64427 658335 SH DEFINED 2 644400 13935
WARNER LAMBERT EQUITY 934488107 293 3000 SH DEFINED 4 3000
WASHINGTON GAS LT EQUITY 938837101 114 4200 SH DEFINED 1 4200
WASHINGTON GAS LT EQUITY 938837101 1223 45000 SH DEFINED 2 45000
WASHINGTON MUTUAL EQUITY 939322103 486 18325 SH DEFINED 1 18325
WASHINGTON POST EQUITY 939640108 487 900 SH DEFINED 1 900
WASTE MGMT EQUITY 94106L109 260 19000 SH DEFINED 1 19000
WASTE MGMT EQUITY 94106L109 6 472 SH DEFINED 2 472
WATCHGUARD TECHN EQUITY 941105108 6750 75000 SH DEFINED 2 75000
WATERS CORP EQUITY 941848103 562 5900 SH DEFINED 1 5900
WATERS CORP EQUITY 941848103 657 6900 SH DEFINED 2 6900
WATERS CORP EQUITY 941848103 94488 992000 SH DEFINED 3 948700 43300
WATSON PHARMACEUTICALS EQUITY 942683103 3917 98700 SH DEFINED 1 98700
WATSON PHARMACEUTICALS EQUITY 942683103 179 4500 SH DEFINED 2 4500
WATTS INDS INC EQUITY 942749102 241 19500 SH DEFINED 2 19500
WAUSAU MOSINEE PAPER EQUITY 943315101 61 4700 SH DEFINED 1 4700
WAUSAU MOSINEE PAPER EQUITY 943315101 151 11700 SH DEFINED 2 11700
WEATHERFORD INTL EQUITY 947074100 597 10200 SH DEFINED 1 10200
WEATHERFORD INTL EQUITY 947074100 17499 296900 SH DEFINED 2 296900
WEBSTER FINANCIAL EQUITY 947890109 87 3800 SH DEFINED 1 3800
WEBSTER FINANCIAL EQUITY 947890109 391 17000 SH DEFINED 2 17000
WEINGARTEN RLTY INVS EQUITY 948741103 7368 200500 SH DEFINED 3 170500 30000
WEIS MKTS INC EQUITY 948849104 272 8000 SH DEFINED 2 8000
WELLMAN INC EQUITY 949702104 55 2800 SH DEFINED 1 2800
WELLPOINT HEALTH
NETWORKS EQUITY 94973H108 154 2200 SH DEFINED 1 2200
WELLPOINT HEALTH
NETWORKS EQUITY 94973H108 4572 65435 SH DEFINED 2 65435
WELLS FARGO EQUITY 949746101 20990 515100 SH DEFINED 1 515100
WELLS FARGO EQUITY 949746101 4528 110600 SH DEFINED 2 110600
WELLSFORD REAL PPTYS EQUITY 950240101 467 53800 SH DEFINED 2 53800
WENDYS FING I EQUITY 950588202 291 6200 SH DEFINED 2 6200
WENDYS EQUITY 950590109 81 4000 SH DEFINED 1 4000
WEST PHARMACEUTICAL
SVCS EQUITY 955306105 60 2382 SH DEFINED 2 2382
WESTAMERICA BANCORP EQUITY 957090103 97 3500 SH DEFINED 1 3500
WESTELL TECHN EQUITY 957541105 158 4950 SH DEFINED 4 4950
WESTERN WIRELESS EQUITY 95988E204 2346 51200 SH DEFINED 2 51200
WESTPOINT STEVENS EQUITY 961238102 959 50480 SH DEFINED 1 50480
WESTVACO EQUITY 961548104 110 3300 SH DEFINED 1 3300
WESTWOOD ONE EQUITY 961815107 55303 1525600 SH DEFINED 3 1492200 33400
WESTWOOD ONE EQUITY 961815107 384 10600 SH DEFINED 1 10600
WET SEAL INC EQUITY 961840105 2 100 SH DEFINED 2 100
WEYERHAEUSER EQUITY 962166104 1157 20300 SH DEFINED 2 20300
WEYERHAEUSER EQUITY 962166104 388 6800 SH DEFINED 1 6800
WHIRLPOOL CORP EQUITY 963320106 147 2500 SH DEFINED 1 2500
WHITMAN CORP EQUITY 96647R107 185 13300 SH DEFINED 1 13300
WHITMAN CORP EQUITY 96647R107 171 12300 SH DEFINED 2 12300
WHOLE FOODS MKT EQUITY 966837106 605 14600 SH DEFINED 2 14600
WILD OATS MARKETS EQUITY 96808B107 37453 1826999 SH DEFINED 3 1787499 39500
WILLAMETTE INDS EQUITY 969133107 148 3700 SH DEFINED 1 3700
WILLIAMS COS INC EQUITY 969457100 589 13400 SH DEFINED 1 13400
WILLIAMS COS INC EQUITY 969457100 1239 28200 SH DEFINED 2 28200
WILLIAMS COS INC EQUITY 969457100 176 4000 SH DEFINED 4 4000
WILLIAMS-SONOMA EQUITY 969904101 158 5100 SH DEFINED 1 5100
WILMINGTON TRUST EQUITY 971807102 146 3000 SH DEFINED 1 3000
WILMINGTON TRUST EQUITY 971807102 73 1500 SH DEFINED 2 1500
WIND RIV SYS INC EQUITY 973149107 1015 28000 SH DEFINED 2 28000
WIND RIVER SYS CORPBOND 973149AC1 3873 3245000 PRN DEFINED 4 3245000
WINN-DIXIE STORES INC. EQUITY 974280109 95 4900 SH DEFINED 1 4900
</TABLE>
<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>
WINSTAR COMMS EQUITY 975515107 4966 82770 SH DEFINED 2 82770
WISCONSIN CENTRL
TRANSPORT EQUITY 976592105 51 4200 SH DEFINED 1 4200
WISCONSIN ENERGY EQUITY 976657106 211 10600 SH DEFINED 1 10600
WOLVERINE WORLDWIDE EQUITY 978097103 352 32000 SH DEFINED 2 32000
WORLD ACCESS EQUITY 98141A101 1 SH DEFINED 1 1
WORLDQUEST NETWORKS EQUITY 98156W105 990 40000 SH DEFINED 2 40000
WORTHINGTON INDS EQUITY 981811102 36 2900 SH DEFINED 1 2900
WM. WRIGLEY CO EQUITY 982526105 292 3800 SH DEFINED 1 3800
WYNDHAM INTL EQUITY 983101106 510 271748 SH DEFINED 1 271748
XILINX INC EQUITY 983919101 787 9500 SH DEFINED 2 9500
XILINX INC EQUITY 983919101 845 10200 SH DEFINED 1 10200
XIRCOM INC EQUITY 983922105 163 4400 SH DEFINED 4 4400
XEROX CORP EQUITY 984121103 575 22100 SH DEFINED 1 22100
XEROX CORP EQUITY 984121103 707 27200 SH DEFINED 2 27200
XTRA CORP EQUITY 984138107 870 22900 SH DEFINED 2 22900
XPEDIOR INC EQUITY 98413B100 83 3700 SH DEFINED 2 3700
YPF SOCIEDAD EQUITY 9842451000 265 9000 SH DEFINED 1 9000
YAHOO! INC EQUITY 984332106 6663 38880 SH DEFINED 1 38880
YAHOO! INC EQUITY 984332106 36415 213242 SH DEFINED 2 213242
YANKEE CANDLE EQUITY 984757104 3254 205800 SH DEFINED 2 205800
YORK INTL EQUITY 986670107 89 3800 SH DEFINED 1 3800
YOUNG & RUBICAM EQUITY 987425105 99 2100 SH DEFINED 1 2100
YOUNG & RUBICAM EQUITY 987425105 747 15900 SH DEFINED 2 15900
ZIFF DAVIS INC EQUITY 989511100 256 16400 SH DEFINED 4 16400
ZIONS BANCORP EQUITY 989701107 329 7900 SH DEFINED 1 7900
DAIMLERCHRYSLER AG EQUITY D1668R123 125 2170 SH DEFINED 2 2170
ACE LTD EQUITY G0070K103 627 27400 SH DEFINED 2 27400
AMDOCS LTD EQUITY G02602103 1554 21000 SH DEFINED 1 21000
AMDOCS LTD EQUITY G02602103 11967 162400 SH DEFINED 2 162400
CHINA COM CORP EQUITY G2108N109 113 1400 SH DEFINED 2 1400
CORECOMM LTD EQUITY G2422R109 1271 28875 SH DEFINED 2 28875
CREDITCORP LTD EQUITY G2519Y108 874 81121 SH DEFINED 1 81121
EVEREST RE GRP EQUITY G3223R108 150 4600 SH DEFINED 1 4600
EVEREST RE GRP EQUITY G3223R108 163 5000 SH DEFINED 2 5000
FLAG TELECOM HLDGS EQUITY G3529L102 464 20500 SH DEFINED 2 20500
GLOBAL CROSSING EQUITY G3921A100 1049 25615 SH DEFINED 1 25615
GLOBAL CROSSING EQUITY G3921A100 213 5200 SH DEFINED 2 5200
GLOBALSTAR LP EQUITY G3930H104 196 14144 SH DEFINED 2 14144
IPC HOLDINGS EQUITY G4933P101 240 20000 SH DEFINED 2 20000
IPC HOLDINGS EQUITY G4933P101 73200 6100000 SH DEFINED 1 6100000
KNIGHTSBRIDGE TANKERS EQUITY G5299G106 160 9000 SH DEFINED 2 9000
LASALLE RE HLDGS EQUITY G5383Q101 3094 225000 SH DEFINED 2 225000
LORAL SPACE & COMMS EQUITY G56462107 280 27500 SH DEFINED 2 27500
RENAISSANCERE HLDGS EQUITY G7496G103 82 2000 SH DEFINED 2 2000
TOMMY HILFIGER EQUITY G8915Z102 77 5320 SH DEFINED 2 5320
TRANSOCEAN SEDCO FOREX EQUITY G90078109 359 6998 SH DEFINED 1 6998
TRANSOCEAN SEDCO FOREX EQUITY G90078109 20637 402253 SH DEFINED 2 402253
XL CAPITAL LTD EQUITY G98255105 5538 100000 SH DEFINED 1 100000
XL CAPITAL LTD EQUITY G98255105 1099 19845 SH DEFINED 2 19845
AUDIO CODES LTD EQUITY M15342104 3112 31000 SH DEFINED 2 31000
BACKWEB TECHNOLOGIES EQUITY M15633106 1523 44300 SH DEFINED 2 44300
GILAT SATELLITE
NETWORKS EQUITY M51474100 504 4300 SH DEFINED 2 4300
METALINK LTD EQUITY M69897102 2878 75000 SH DEFINED 2 75000
ORBOTECH LTD EQUITY M75253100 1594 18750 SH DEFINED 2 18750
RIT TECHNOLOGIES LTD EQUITY M8215N109 645 60000 SH DEFINED 2 60000
TTI TEAM TELECOME EQUITY M88258104 1320 40000 SH DEFINED 2 40000
ASM LITHOGRAPHY HLDG EQUITY N07059111 1341 12000 SH DEFINED 2 12000
ROYAL CARIBBEAN
CRUISES EQUITY V7780T103 255 9100 SH DEFINED 2 9100
FLEXTRONICS INTL EQUITY Y2573F102 98436 1397500 SH DEFINED 2 1397500
GIGAMEDIA LTD EQUITY Y2711Y104 118 2180 SH DEFINED 2 2180
</TABLE>
