<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: June 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: 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 August 14, 2000
------------------------------- ------------------------ -----------------
(Signature) (City, State) (Date)
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are
reported in this report.)
[ ] 13F NOTICE. (Check if no holdings reported are in this report, and all
holdings are reported in this report and a portion are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
<PAGE> 2
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 2,471
Form 13F Information Table Value Total: $18,232,599 (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 6/30/00
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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 30 2,500 SH DEFINED 2 2,500
ABBEY NATIONAL EQUITY 000445007 84 7,000 SH DEFINED 2 7,000
A D C TELECOMMUNICATN COM EQUITY 000886101 11889 141,750 SH DEFINED 1 139,950
A D C TELECOMMUNICATN COM EQUITY 000886101 1116 13,300 SH DEFINED 2 13,300
A D C TELECOMMUNICATN COM EQUITY 000886101 12346 147,200 SH DEFINED 3 122,700 24,500
ACT MFG INC CORPBOND 000973AA5 4613 3,750,000 PRN DEFINED 4 3,750,000
AFLAC INC. EQUITY 001055102 8168 177,800 SH DEFINED 1 177,800
AGCO CORP EQUITY 001084102 78 6,400 SH DEFINED 1 6,400
AGL RES INC EQUITY 001204106 94 5,900 SH DEFINED 1 5,900
AGL RES INC EQUITY 001204106 1050 65,900 SH DEFINED 2 65,900
AES CORP EQUITY 00130H105 584 12,800 SH DEFINED 1 12,800
AES CORP EQUITY 00130H113 8490 55,500 SH DEFINED 4 55,500
AES CORP CORPBOND 00130HAN5 8791 5,027,000 PRN DEFINED 4 5,027,000
AK STEEL HOLDING CORP EQUITY 001547108 2824 353,000 SH DEFINED 1 353,000
AMB PPTY CORP EQUITY 00163T109 16033 702,800 SH DEFINED 3 606,400 96,400
AMFM INC EQUITY 001693100 511 7,400 SH DEFINED 2 7,400
AMLI RESIDNTL PPTYS TR SH BEN INT EQUITY 001735109 2945 125,000 SH DEFINED 3 125,000
AMERICAN AIRLINES EQUITY 001765106 119 4,500 SH DEFINED 1 4,500
AT & T EQUITY 001957109 5683 179,700 SH DEFINED 1 179,700
AT & T EQUITY 001957109 5709 180,498 SH DEFINED 2 180,498
AT & T EQUITY 001957208 2013 83,000 SH DEFINED 1 83,000
AT & T EQUITY 001957208 19203 791,794 SH DEFINED 2 791,794
AT & T EQUITY 001957406 524 18,800 SH DEFINED 2 18,800
AT & T EQUITY 00207Q202 342 10,300 SH DEFINED 2 10,300
ATMI INC EQUITY 00207R101 544 11,700 SH DEFINED 2 11,700
ATS MED INC COM EQUITY 002083103 731 50,000 SH DEFINED 3 50,000
AVT CORP EQUITY 002420107 192 26,000 SH DEFINED 2 26,000
AVX CORP NEW COM EQUITY 002444107 4156 181,200 SH DEFINED 3 150,200 31,000
AVX CORP NEW COM EQUITY 002444107 273 11,900 SH DEFINED 4 11,900
ABBOTT LABORATORIES EQUITY 002824100 13776 309,150 SH DEFINED 1 309,150
</TABLE>
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<TABLE>
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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>
ABBOTT LABORATORIES EQUITY 002824100 63 1,415 SH DEFINED 2 1,415
ABERCROMBIE AND FITCH CO EQUITY 002896207 134 11,000 SH DEFINED 1 11,000
ABERCROMBIE AND FITCH CO EQUITY 002896207 241 19,800 SH DEFINED 2 19,800
ABGENIX INC EQUITY 00339B107 10212 85,200 SH DEFINED 2 85,200
ACCREDO HEALTH INC COM EQUITY 00437V104 20380 589,650 SH DEFINED 3 589,650
ACLARA BIOSCIENCES INC EQUITY 00461P106 2099 41,200 SH DEFINED 2 41,200
ACLARA BIOSCIENCES INC EQUITY 00461P106 19978 392,200 SH DEFINED 3 382,500 9,700
ACNIELSON CORP EQUITY 004833109 161 7,300 SH DEFINED 2 7,300
ACNIELSEN CORP EQUITY 004833109 222 10,100 SH DEFINED 4 10,100
ACTEL CORP EQUITY 004934105 260 5,700 SH DEFINED 4 5,700
ACTIVE SOFTWARE INC EQUITY 00504E100 791 10,188 SH DEFINED 4 10,188
ACTIVE APPAREL GROUP INC EQUITY 00504P105 67 17,900 SH DEFINED 4 17,900
ACUSON CORP EQUITY 005113105 39 2,900 SH DEFINED 1 2,900
ACXIOM CORP EQUITY 005125109 253 9,300 SH DEFINED 1 9,300
ACXIOM CORP EQUITY 005125109 567 20,800 SH DEFINED 2 20,800
ADATOM.COM INC EQUITY 00650Q113 22 43,800 SH DEFINED 4 43,800
ADAPTEC INC EQUITY 00651F108 73 3,200 SH DEFINED 1 3,200
ADAPTEC INC EQUITY 00651F108 102 4,500 SH DEFINED 4 4,500
ADOBE SYSTEMS INC EQUITY 00724F101 468 3,600 SH DEFINED 1 3,600
ADOBE SYSTEMS INC EQUITY 00724F101 70370 541,304 SH DEFINED 2 541,304
ADTRAN INC EQUITY 00738A106 245 4,100 SH DEFINED 1 4,100
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 1722 38,000 SH DEFINED 2 38,000
AEROFLEX INC EQUITY 007768104 1506 30,300 SH DEFINED 2 30,300
BARCLAYS EQUITY 007820004 581 23,370 SH DEFINED 2 23,370
ADVANCED MICRO DEVICES EQUITY 007903107 336 4,600 SH DEFINED 1 4,600
ADVANCED MICRO DEVICES EQUITY 007903107 3757 48,632 SH DEFINED 2 48,632
AETNA INC EQUITY 008117103 366 5,700 SH DEFINED 1 5,700
AETRIUM INC EQUITY 00817R103 182 31,700 SH DEFINED 4 31,700
AFFILIATED COMPUTER SVCS INC EQUITY 008190100 175 5,300 SH DEFINED 1 5,300
AFFILIATED COMPUTER SVCS INC EQUITY 008190100 734 22,200 SH DEFINED 2 22,200
AFFILIATED COMPUTER SVCS INC EQUITY 008190100 53922 1,630,900 SH DEFINED 3 1,568,100 62,800
AFFYMETRIX INC EQUITY 00826T108 8900 53,900 SH DEFINED 2 53,900
AFFYMETRIX INC CORPBOND 00826TAA6 8154 5,500,000 PRN DEFINED 4 5,500,000
AGILENT TECHNOLOGIES INC EQUITY 00846U101 5827 79,004 SH DEFINED 1 79,004
AGILENT TECHNOLOGIES INC EQUITY 00846U101 1292 17,519 SH DEFINED 2 17,519
AGILE SOFTWARE CORP DEL EQUITY 00846X105 2389 33,800 SH DEFINED 2 33,800
AGRIUM INC EQUITY 008916108 218 25,300 SH DEFINED 4 25,300
AIR PRODUCTS EQUITY 009158106 210 6,800 SH DEFINED 1 6,800
AIR PRODUCTS EQUITY 009158106 3122 101,324 SH DEFINED 2 101,324
AIRBORNE FREIGHT CORP EQUITY 009266107 100 5,300 SH DEFINED 1 5,300
AIRGAS INC EQUITY 009363102 43 7,500 SH DEFINED 1 7,500
ALAMO GROUP INC EQUITY 011311107 3004 240,300 SH DEFINED 2 240,300
</TABLE>
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<TABLE>
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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>
ALASKA AIR GROUP EQUITY 011659109 76 2,800 SH DEFINED 1 2,800
ALASKA AIR GROUP EQUITY 011659109 95 3,500 SH DEFINED 2 3,500
ALBANY INTL CORP EQUITY 012348108 47 3,218 SH DEFINED 1 3,218
ALBEMARLE CORP EQUITY 012653101 97 4,900 SH DEFINED 1 4,900
ALBERTO-CULVER CO EQUITY 013068101 52 1,700 SH DEFINED 1 1,700
ALBERTSON'S INC EQUITY 013104104 419 12,592 SH DEFINED 1 12,592
ALBERTSON'S INC EQUITY 013104104 2546 76,563 SH DEFINED 2 76,563
SMITHKLINE BEECHAM EQUITY 013565908 645 49,300 SH DEFINED 2 49,300
ALCAN ALUMINUM LTD EQUITY 013716105 205 6,600 SH DEFINED 1 6,600
ALCAN ALUMINUM LTD EQUITY 013716956 54 1,740 SH DEFINED 2 1,740
ALCOA INC. EQUITY 013817101 3441 118,664 SH DEFINED 1 118,664
ALCOA INC EQUITY 013817101 8216 283,300 SH DEFINED 2 283,300
ALEXANDER BALDWIN EQUITY 014482103 97 4,400 SH DEFINED 1 4,400
ALKERMES INC EQUITY 01642T108 9199 195,200 SH DEFINED 2 195,200
ALKERMES INC CORPBOND 01642T405 108526 673,763 PRN DEFINED 4 673,763
ALLEGHENY ENERGY INC EQUITY 017361106 641 23,400 SH DEFINED 1 23,400
ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 51 2,842 SH DEFINED 1 2,842
ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 212 11,800 SH DEFINED 2 11,800
ALLEGIANCE TELECOM INC EQUITY 01747T102 621 9,700 SH DEFINED 2 9,700
ALLEN TELECOM INC EQUITY 018091108 83 4,700 SH DEFINED 2 4,700
ALLERGAN INC EQUITY 018490102 298 4,000 SH DEFINED 1 4,000
ALLERGAN INC EQUITY 018490102 2962 39,760 SH DEFINED 2 39,760
ALLIANT ENERGY CORP EQUITY 018802108 221 8,500 SH DEFINED 1 8,500
ALLIANT TECHSYSTEMS COM EQUITY 018804104 3588 53,200 SH DEFINED 3 53,200
ALLIED WASTE INDUSTRIES INC EQUITY 019589308 49 4,900 SH DEFINED 1 4,900
ALLMERICA FINANCIAL CORP EQUITY 019754100 304 5,800 SH DEFINED 1 5,800
ALLSTATE CORP EQUITY 020002101 6602 296,700 SH DEFINED 1 296,700
ALLTEL CORP EQUITY 020039103 539 8,700 SH DEFINED 1 8,700
ALPHA INDS INC EQUITY 020753109 366 8,300 SH DEFINED 2 8,300
ALPHARMA INC EQUITY 020813101 1992 32,000 SH DEFINED 2 32,000
ALPHARMA INC EQUITY 020813101 34916 560,900 SH DEFINED 3 548,000 12,900
ALPHARMA INC CORPBOND 020813AB7 46637 21,227,000 PRN DEFINED 4 21,227,000
ALPHARMA INC CORPBOND 020813AD3 6297 3,215,000 PRN DEFINED 4 3,215,000
ALTERA CORP EQUITY 021441100 601 5,900 SH DEFINED 1 5,900
ALTERA CORP EQUITY 021441100 1937 19,000 SH DEFINED 2 19,000
ALZA CORP EQUITY 022615108 160 2,700 SH DEFINED 1 2,700
ALZA CORP EQUITY 022615108 7467 126,300 SH DEFINED 2 126,300
ALZA CORP CORPBOND 022615AC2 4502 5,779,000 PRN DEFINED 4 5,779,000
ALZA CORP CORPBOND 022615AD0 48908 31,797,000 PRN DEFINED 4 31,797,000
AMBAC INC. EQUITY 023139108 411 7,500 SH DEFINED 1 7,500
AMERADA HESS CORP EQUITY 023551104 167 2,700 SH DEFINED 1 2,700
AMERADA HESS CORP EQUITY 023551104 6 100 SH DEFINED 2 100
</TABLE>
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<TABLE>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMEREN CORPORATION EQUITY 023608102 128 3,780 SH DEFINED 1 3,780
AMERICA ONLINE INC EQUITY 02364J104 17189 326,250 SH DEFINED 1 326,250
AMERICA ONLINE INC EQUITY 02364J104 14677 278,242 SH DEFINED 2 278,242
AMERICA ONLINE INC CORPBOND 02364JAB0 781401 96,708,000 PRN DEFINED 4 96,708,000
AMERICAN ELECTRIC POWER EQUITY 025537101 283 9,540 SH DEFINED 1 9,540
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 70 5,000 SH DEFINED 1 5,000
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 244 17,400 SH DEFINED 4 17,400
AMERICAN EXPRESS EQUITY 025816109 2030 38,950 SH DEFINED 1 38,950
AMERICAN EXPRESS EQUITY 025816109 25085 481,240 SH DEFINED 2 481,240
AMERICAN FINANCIAL GROUP INC EQUITY 025932104 156 6,300 SH DEFINED 1 6,300
AMERICAN GENERAL CORP EQUITY 026351106 445 7,299 SH DEFINED 1 7,299
AMERICAN GENERAL CORP EQUITY 026351106 311 5,100 SH DEFINED 2 5,100
AMERICAN GREETINGS CORP EQUITY 026375105 38 2,000 SH DEFINED 1 2,000
AMERICAN GREETINGS CORP EQUITY 026375105 2005 105,507 SH DEFINED 2 105,507
AMERICAN HOME PRODUCTS EQUITY 026609107 13410 228,250 SH DEFINED 1 228,250
AMERICAN HOME PRODUCTS EQUITY 026609107 11307 192,464 SH DEFINED 2 192,464
AMERICAN INTERNATIONAL GROUP EQUITY 026874107 116423 91,697 SH DEFINED 1 91,697
AMERICAN INTERNATIONAL GROUP EQUITY 026874107 2434 20,718 SH DEFINED 2 20,718
AMERICAN ITALIAN PASTA CO EQUITY 027070101 62 3,000 SH DEFINED 2 3,000
AMERICAN MGMT SYS INC EQUITY 027352103 197 6,000 SH DEFINED 2 6,000
AMERICAN MATL CAN GROUP INC EQUITY 027714104 71 4,200 SH DEFINED 2 4,200
AMERICAN POWER CONVERSION EQUITY 029066107 230 5,640 SH DEFINED 1 5,640
AMERICAN SKIING EQUITY 029654308 1454 528,581 SH DEFINED 1 528,581
AMERICAN STANDARD COMPANIES EQUITY 029712106 308 7,500 SH DEFINED 1 7,500
AMERICAN TOWER EQUITY 029912201 596 14,300 SH DEFINED 2 14,300
AMERICAN TOWER EQUITY 029912201 63994 1,535,100 SH DEFINED 3 1,500,500 34,600
AMERICAN TOWER EQUITY 029912aa0 4216 22,900 SH DEFINED 3 16,800 6,100
AMERICAN TOWER EQUITY 029912ab8 608 3,300 SH DEFINED 3 2,300 1,000
AMERICAN TOWER CORPBOND 029912AD4 34343 26,520,000 PRN DEFINED 4 26,520,000
AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 917 19,000 SH DEFINED 2 19,000
AMERICAN WTR WKS INC EQUITY 030411102 263 10,500 SH DEFINED 1 10,500
AMERICREDIT CORP COM EQUITY 03060R101 71791 4,223,000 SH DEFINED 3 4,072,900 150,100
AMERISOURCE HEALTH CORP EQUITY 03071P102 1280 41,300 SH DEFINED 2 41,300
AMERICOURCE HEALTH CORP EQUITY 03071P102 233 7,500 SH DEFINED 4 7,500
AMES DEPT STORES INC EQUITY 030789507 3 360 SH DEFINED 1 360
AMETEK INC (new) EQUITY 031100100 60 3,400 SH DEFINED 1 3,400
AMF BOWLING INC CORPBOND 03113VAA7 135 6,753,000 PRN DEFINED 4 6,753,000
AMF BOWLING INC CORPBOND 03113VAB5 762 38,106,000 PRN DEFINED 4 38,106,000
AMGEN INC. EQUITY 031162100 7078 100,750 SH DEFINED 1 100,750
AMGEN INC EQUITY 031162100 11444 162,905 SH DEFINED 2 162,905
AMKOR TECHNOLOGY INC EQUITY 031652100 1268 35,900 SH DEFINED 2 35,900
AMKOR TECHNOLOGY INC CORPBOND 031652AA8 32937 12,402,000 PRN DEFINED 4 12,402,000
</TABLE>
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<TABLE>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMPHENOL CORP CL A EQUITY 032095101 39578 597,964 SH DEFINED 3 556,878 41,086
AMSOUTH BANCORPORATION EQUITY 032165102 176 11,188 SH DEFINED 1 11,188
AMYLIN PHARMACEUTIALS, INC EQUITY 032346108 424 27,897 SH DEFINED 1 27,897
ANADARKO PETROLEUM CORP EQUITY 032511107 173 3,500 SH DEFINED 1 3,500
ANADARKO PETROLEUM CORP EQUITY 032511107 666 13,500 SH DEFINED 2 13,500
ANADIGICS INC COM EQUITY 032515108 19956 585,850 SH DEFINED 3 574,900 10,950
ANALOG DEVICES INC EQUITY 032654105 775 10,200 SH DEFINED 1 10,200
ANALOG DEVICES INC EQUITY 032654105 3314 43,600 SH DEFINED 2 43,600
ANALOGIC CORP EQUITY 032657207 1904 47,600 SH DEFINED 2 47,600
ANDREW CORPRATION EQUITY 034425108 82 2,450 SH DEFINED 1 2,450
ANDREW CORPRATION EQUITY 034425108 2504 74,600 SH DEFINED 2 74,600
ANHEUSER-BUSCH COS EQUITY 035229103 10546 141,200 SH DEFINED 1 141,200
ANHEUSER-BUSCH COS EQUITY 035229103 4524 60,575 SH DEFINED 2 60,575
ANIXTER INTERNATIONAL INC EQUITY 035290105 133 5,000 SH DEFINED 2 5,000
ANIXTER INTERNATIONAL INC EQUITY 035290105 212 8,000 SH DEFINED 4 8,000
ANNTAYLOR STORES CORP EQUITY 036115103 364 11,000 SH DEFINED 2 11,000
ANNTAYLOR STORES CORP CORPBOND 036115AC7 2794 5,587,000 PRN DEFINED 4 5,587,000
ANTEC CORP EQUITY 03664P105 166 4,000 SH DEFINED 1 4,000
ANTEC CORP EQUITY 03664P105 1546 37,200 SH DEFINED 2 37,200
ANTEC CORP EQUITY 03664P105 78284 1,883,517 SH DEFINED 3 1,816,917 66,600
ANTEC CORP CORPBOND 03664PAB1 23177 12,971,000 PRN DEFINED 4 12,971,000
ANSWERTHINK CONSULTING GROUP EQUITY 036916104 28 1,700 SH DEFINED 2 1,700
ANTHRACITE CAPITAL INC EQUITY 037023108 2032 285,177 SH DEFINED 1 285,177
AO TAFNET EQUITY 03737P306 128 13,000 SH DEFINED 1 13,000
AON CORP EQUITY 037389103 8278 266,500 SH DEFINED 1 266,500
AON CORP EQUITY 037389103 739 23,800 SH DEFINED 2 23,800
APACHE CORP EQUITY 037411105 179 3,050 SH DEFINED 1 3,050
APACHE CORP EQUITY 037411105 2652 45,100 SH DEFINED 2 45,100
APACHE CORP EQUITY 037411105 9475 161,100 SH DEFINED 3 138,200 22,900
APACHE CORP CORPBOND 037411600 14232 277,700 PRN DEFINED 4 277,700
APARTMENT INVT & MGMT CL A EQUITY 03748R101 30028 694,300 SH DEFINED 3 590,200 104,100
APOLLO GROUP INC EQUITY 037604105 227 8,100 SH DEFINED 1 8,100
APPLE COMPUTER EQUITY 037833100 477 9,100 SH DEFINED 1 9,100
APPLE COMPUTER EQUITY 037833100 7827 149,450 SH DEFINED 2 149,450
APRIA HEALTHCARE GROUP EQUITY 037933108 69 5,600 SH DEFINED 1 5,600
APRIA HEALTHCARE GROUP EQUITY 037933108 134 10,900 SH DEFINED 2 10,900
APRIA HEALTHCARE GROUP EQUITY 037933108 124 10,100 SH DEFINED 4 10,100
APPLIED MATERIALS INC EQUITY 038222105 2057 22,700 SH DEFINED 1 22,700
APPLIED MATERIALS INC EQUITY 038222105 82424 909,509 SH DEFINED 2 909,509
APPLIED MICRO CIRCUITS CORP EQUITY 03822W109 2864 29,000 SH DEFINED 2 29,000
APPLIED MICRO CIRCUITS CORP EQUITY 03822W109 20036 202,900 SH DEFINED 3 197,600 5,300
APROPOS TECHNOLOGY INC COM EQUITY 038334108 894 45,000 SH DEFINED 3 45,000
APPLIED POWER INC. EQUITY 038225108 204 6,100 SH DEFINED 4 6,100
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<TABLE>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APTARGROUP INC EQUITY 038336103 41 1,500 SH DEFINED 2 1,500
ARACRUZ CELULOSE EQUITY 038496204 857 44,400 SH DEFINED 1 44,400
ARCH COAL INC EQUITY 039380100 3 344 SH DEFINED 1 344
ARCHER DANIELS MIDLAND EQUITY 039483102 3162 322,228 SH DEFINED 1 322,228
ARCHER DANIELS MIDLAND EQUITY 039483102 137 14,010 SH DEFINED 2 14,010
ARCHSTONE COMM EQUITY 039581103 23872 1,133,391 SH DEFINED 3 975,649 157,742
ARCHSTONE COMM CORPBOND 039581202 2289 80,700 PRN DEFINED 4 80,700
ARDEN RLTY GROUP INC COM EQUITY 039793104 9757 415,200 SH DEFINED 3 358,300 56,900
ARIBA INC EQUITY 04033V104 11001 112,200 SH DEFINED 2 112,200
ARMSTRONG HOLDINGS INC EQUITY 042384107 20 1,300 SH DEFINED 1 1,300
ARNOLD INDS INC EQUITY 042595108 31 2,600 SH DEFINED 1 2,600
ARROW ELECTRONICS EQUITY 042735100 321 10,350 SH DEFINED 1 10,350
ARROW ELECTRONICS EQUITY 042735100 353 11,400 SH DEFINED 4 11,400
ART TECHNOLOGY GROUP INC EQUITY 04289L107 13697 135,700 SH DEFINED 2 135,700
ARVIN INDS INC EQUITY 043339100 47 2,700 SH DEFINED 1 2,700
ASHLAND INC EQUITY 044204105 77 2,200 SH DEFINED 1 2,200
ASHLAND INC EQUITY 044204105 291 8,300 SH DEFINED 2 8,300
ASSOCIATED BANC CORP EQUITY 045487105 174 7,960 SH DEFINED 1 7,960
ASSOCIATED BANC CORP EQUITY 045487105 168 7,700 SH DEFINED 2 7,700
ASSOCIATES FIRST CAPITAL CORP EQUITY 046008108 477 21,368 SH DEFINED 1 21,368
ASSOCIATES FIRST CAPITAL CORP EQUITY 046008108 471 21,100 SH DEFINED 2 21,100
ASTORIA FINANCIAL CORP EQUITY 046265104 144 5,600 SH DEFINED 1 5,600
ASTORIA FINANCIAL CORP EQUITY 046265104 45 1,760 SH DEFINED 2 1,760
ASTORIA FINANCIAL CORP EQUITY 046265104 363 14,100 SH DEFINED 4 14,100
ASTROPOWER INC COM EQUITY 04644A101 15057 555,100 SH DEFINED 3 555,100
ATLAS AIR INC COM EQUITY 049164106 21435 597,500 SH DEFINED 3 584,100 13,400
ATMEL CORP EQUITY 049513104 881 23,900 SH DEFINED 1 23,900
ATMEL CORP EQUITY 049513104 3518 95,400 SH DEFINED 2 95,400
ATMEL CORP CORPBOND 049513AC8 11105 10,652,000 PRN DEFINED 4 10,652,000
ATRIX LABS CORPBOND 04962LAC5 684 960,000 PRN DEFINED 4 960,000
AUDIBLE INC EQUITY 05069A104 38 9,131 SH DEFINED 1 9,131
AUDIOVOX CORP CORPBOND 050757AB9 12 10,000 PRN DEFINED 4 10,000
AUTODESK INC. EQUITY 052769106 59 1,700 SH DEFINED 1 1,700
AUTODESK INC. EQUITY 052769106 368 10,600 SH DEFINED 2 10,600
AUTOMATIC DATA PROCESSING INC EQUITY 053015103 1414 26,390 SH DEFINED 1 26,390
AUTOZONE INC EQUITY 053332102 95 4,300 SH DEFINED 1 4,300
AVALONBAY COMM EQUITY 053484101 13470 322,627 SH DEFINED 3 286,776 35,851
AVANEX CORP EQUITY 05348W109 1595 16,700 SH DEFINED 2 16,700
AVERY DENNISON CORP. EQUITY 053611109 228 3,400 SH DEFINED 1 3,400
AVIRON CORPBOND 053762AC4 12612 11,528,000 PRN DEFINED 4 11,528,000
AVNET INC. EQUITY 053807103 314 5,300 SH DEFINED 1 5,300
AVNET INC EQUITY 053807103 693 11,700 SH DEFINED 4 11,700
AVON PRODUCTS EQUITY 054303102 312 7,000 SH DEFINED 1 7,000
</TABLE>
<PAGE> 9
<TABLE>
<CAPTION>
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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>
BB&T CORPORATION EQUITY 054937107 241 10,100 SH DEFINED 1 10,100
BCE INC EQUITY 05534B109 152 6,400 SH DEFINED 2 6,400
BISYS GROUP INC EQUITY 055472104 264 4,300 SH DEFINED 2 4,300
BISYS GROUP INC EQUITY 055472104 36033 585,900 SH DEFINED 3 560,300 25,600
BJ SVCS CO EQUITY 055482103 563 9,000 SH DEFINED 1 9,000
BJ SVCS CO EQUITY 055482103 4888 78,200 SH DEFINED 2 78,200
BJ'S WHOLESALE CLUB INC EQUITY 05548J106 261 7,900 SH DEFINED 1 7,900
BJ'S WHOLESALE CLUB INC EQUITY 05548J106 657 19,900 SH DEFINED 2 19,900
BJ'S WHOLESALE CLUB INC EQUITY 05548J106 41709 1,263,900 SH DEFINED 3 1,214,100 49,800
BMC INDS INC MINN EQUITY 055607105 59 14,600 SH DEFINED 4 14,600
BP AMOCO PLC EQUITY 055622104 2127 37,590 SH DEFINED 2 37,590
BP PRUDHOE BAY RTY TR EQUITY 055630107 1238 103,700 SH DEFINED 4 103,700
BRE PROPERTIES INC CL A EQUITY 05564E106 11547 399,900 SH DEFINED 3 345,100 54,800
BMC SOFTWARE EQUITY 055921100 252 6,900 SH DEFINED 1 6,900
BMC SOFTWARE EQUITY 055921100 1284 35,200 SH DEFINED 2 35,200
BAKER HUGHES INC EQUITY 057224107 313 9,770 SH DEFINED 1 9,770
BAKER HUGHES INC EQUITY 057224107 7200 225,000 SH DEFINED 2 225,000
BALL CORP EQUITY 058498106 29 900 SH DEFINED 1 900
BANCO DE A. EDWARDS-SP ADR EQUITY 059504100 675 49,978 SH DEFINED 1 49,978
Banco Frances Rio Plata ADR EQUITY 059591107 159 9,500 SH DEFINED 1 9,500
BANCO GANADERO SA-SPONS ADR EQUITY 059594507 41 10,500 SH DEFINED 1 10,500
BANDAG INC EQUITY 059815100 53 2,200 SH DEFINED 1 2,200
BANKAMERICA CORPORATION EQUITY 060505104 2068 48,100 SH DEFINED 1 48,100
BANKAMERICA CORPORATION EQUITY 060505104 29 683 SH DEFINED 2 683
BANK OF NEW YORK EQUITY 064057102 1039 22,350 SH DEFINED 1 22,350
BANK OF NEW YORK EQUITY 064057102 11170 240,224 SH DEFINED 2 240,224
BANC ONE CORP EQUITY 06423A103 3143 118,322 SH DEFINED 1 118,322
BANK ONE CORP EQUITY 06423A103 60 2,265 SH DEFINED 2 2,265
BANK UNITED CORP. EQUITY 065412108 27510 781,802 SH DEFINED 1 781,802
BANK UNITED CORP. EQUITY 065412108 10556 300,000 SH DEFINED 3 300,000
BANKATLANTIC BANCORP CORPBOND 065908AB1 4024 4,907,000 PRN DEFINED 4 4,907,000
BANKNORTH GROUP INC. EQUITY 06646R107 243 15,900 SH DEFINED 1 15,900
BANKNORTH GROUP INC. EQUITY 06646R107 260 17,000 SH DEFINED 2 17,000
BANTA CORP EQUITY 066821109 51 2,700 SH DEFINED 1 2,700
BANTA CORP EQUITY 066821109 163 8,600 SH DEFINED 2 8,600
C.R. BARD EQUITY 067383109 77 1,600 SH DEFINED 1 1,600
BARNES & NOBLE INC. EQUITY 067774109 160 7,200 SH DEFINED 1 7,200
BARRICK GOLD CORP. EQUITY 067901108 209 11,500 SH DEFINED 1 11,500
BARRETT RES CORP EQUITY 068480201 103 3,400 SH DEFINED 2 3,400
BASSETT FURNITURE INDS INC EQUITY 070203104 76 6,000 SH DEFINED 2 6,000
BAUSCH & LOMB EQUITY 071707103 124 1,600 SH DEFINED 1 1,600
BAXTER INTERNATIONAL INC. EQUITY 071813109 23189 329,800 SH DEFINED 1 329,800
</TABLE>
<PAGE> 10
<TABLE>
<CAPTION>
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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>
BAXTER INTERNATIONAL INC. EQUITY 071813109 626 8,900 SH DEFINED 2 8,900
BAXTER INTERNATIONAL INC. EQUITY 071813109 342 4,900 SH DEFINED 4 4,900
BE INCORPORATED EQUITY 073309106 114 22,838 SH DEFINED 1 22,838
BEA SYSTEMS INC EQUITY 073325102 2516 50,900 SH DEFINED 2 50,900
BEA SYSTEMS INC CORPBOND 073325AB8 34928 4,664,000 PRN DEFINED 4 4,664,000
BEAR STEARNS EQUITY 073902108 125 3,005 SH DEFINED 1 3,005
BECKMAN COULTER INC EQUITY 075811109 181 3,100 SH DEFINED 1 3,100
BECTON DICKINSON & CO EQUITY 075887109 215 7,500 SH DEFINED 1 7,500
BED BATH AND BEYOND EQUITY 075896100 149 4,100 SH DEFINED 1 4,100
BED BATH AND BEYOND EQUITY 075896100 3096 85,400 SH DEFINED 3 67,000 18,400
BELCO OIL& GAS CORP CORPBOND 077410207 728 50,200 PRN DEFINED 4 50,200
BELDEN INC EQUITY 077459105 97 3,800 SH DEFINED 2 3,800
BELDEN INC EQUITY 077459105 487 19,000 SH DEFINED 4 19,000
BELL + HOWELL CO NEW EQUITY 077852101 160 6,600 SH DEFINED 2 6,600
BELL ATLANTIC CORP EQUITY 077853109 3752 73,834 SH DEFINED 2 73,834
BELL CANADA INTERNATIONAL INC. EQUITY 077914109 1158 40,000 SH DEFINED 1 40,000
BELLSOUTH CORP EQUITY 079860102 2327 54,600 SH DEFINED 1 54,600
BELLSOUTH CORP EQUITY 079860102 200 4,700 SH DEFINED 2 4,700
BELO A H CORP DEL EQUITY 080555105 222 12,800 SH DEFINED 1 12,800
BEMIS INC EQUITY 081437105 54 1,600 SH DEFINED 1 1,600
BEMIS INC EQUITY 081437105 3227 95,984 SH DEFINED 2 95,984
BENCHMARK ELECTRS INC CORPBOND 08160HAA9 3585 3,350,000 PRN DEFINED 4 3,350,000
BENCHMARK ELECTRS INC CORPBOND 08160HAC5 1135 1,000,000 PRN DEFINED 4 1,000,000
BENTLEY PHARMACEUTICALS INC EQUITY 082657123 139 79,200 SH DEFINED 4 79,200
BERGEN BRUNSWIG CORP EQUITY 083739102 80 14,500 SH DEFINED 1 14,500
BERKLEY, W.R. EQUITY 084423102 553 29,500 SH DEFINED 1 29,500
BERKSHIRE HATHAWAY INC DEL EQUITY 084670108 2851 53 SH DEFINED 2 53
BERKSHIRE HATHAWAY INC DEL EQUITY 084670207 1262 717 SH DEFINED 2 717
BEST BUY INC EQUITY 086516101 386 6,100 SH DEFINED 1 6,100
BEST BUY INC EQUITY 086516101 3352 53,000 SH DEFINED 2 53,000
BEST FOODS INC EQUITY 08658U101 6111 88,250 SH DEFINED 1 88,250
BETHELEM STEEL CORP EQUITY 087509105 14 3,900 SH DEFINED 1 3,900
BIOGEN INC EQUITY 090597105 252 3,900 SH DEFINED 1 3,900
BIOGEN INC EQUITY 090597105 8385 130,000 SH DEFINED 2 130,000
BIOMET INC EQUITY 090613100 135 3,500 SH DEFINED 1 3,500
BIOVAIL CORP EQUITY 09067J109 2068 37,300 SH DEFINED 2 37,300
BIOVAIL CORP EQUITY 09067J109 82580 1,489,600 SH DEFINED 3 1,423,000 66,600
BIOVAIL CORP EQUITY 09067J117 857 11,600 SH DEFINED 4 11,600
BIOSITE DIAGNOSTICS COM EQUITY 090945106 19612 407,000 SH DEFINED 3 407,000
BLACK & DECKER CORP EQUITY 091797100 102 2,600 SH DEFINED 1 2,600
BLACK BOX CORP EQUITY 091826107 95 1,200 SH DEFINED 2 1,200
</TABLE>
<PAGE> 11
<TABLE>
<CAPTION>
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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>
BLACK HILLS CORP EQUITY 092113109 51 2,250 SH DEFINED 1 2,250
H & R BLOCK EQUITY 093671105 125 3,850 SH DEFINED 1 3,850
BLYTH INC. EQUITY 09643P108 150 5,100 SH DEFINED 1 5,100
BOB EVANS FARMS INC EQUITY 096761101 60 4,000 SH DEFINED 1 4,000
BOEING CO EQUITY 097023105 7134 170,626 SH DEFINED 1 170,626
BOEING CO EQUITY 097023105 1109 26,529 SH DEFINED 2 26,529
BOISE CASCADE CORP EQUITY 097383103 47 1,800 SH DEFINED 1 1,800
THE BOMBAY COMPANY INC EQUITY 097924104 36 12,100 SH DEFINED 4 12,100
BOOKHAM TECHNOLOGY PLC EQUITY 09856Q108 2263 38,200 SH DEFINED 2 38,200
BORDERS GROUP INC EQUITY 099709107 131 8,400 SH DEFINED 1 8,400
BORDERS GROUP INC EQUITY 099709107 392 25,200 SH DEFINED 2 25,200
BORG WARNER AUTOMOTIVE INC EQUITY 099724106 98 2,800 SH DEFINED 1 2,800
BORG WARNER AUTOMOTIVE INC EQUITY 099724106 130 3,700 SH DEFINED 2 3,700
BOSTON PROPERTIES INC COM EQUITY 101121101 13731 355,500 SH DEFINED 3 305,600 49,900
BOSTON SCIENTIFIC EQUITY 101137107 263 12,000 SH DEFINED 1 12,000
BOWATER INC EQUITY 102183100 243 5,500 SH DEFINED 1 5,500
BOWNE + CO INC EQUITY 103043105 148 14,700 SH DEFINED 2 14,700
BRADLEY REAL ESTATE COM EQUITY 104580105 8357 392,100 SH DEFINED 3 336,200 55,900
BRAUNS FASHIONS CORP COM EQUITY 105658108 5399 147,150 SH DEFINED 3 147,150
BRIGGS + STRATTON CORP EQUITY 109043109 24 700 SH DEFINED 1 700
BRIGGS + STRATTON CORP EQUITY 109043109 291 8,500 SH DEFINED 2 8,500
BRIGHT HORIZON FAMILY COM EQUITY 109195107 36602 1,712,380 SH DEFINED 3 1,712,380
BRIGHTPOINT INC EQUITY 109473108 130 15,000 SH DEFINED 2 15,000
Brilliance China Auto SP ADR EQUITY 10949Q105 938 54,000 SH DEFINED 1 54,000
BRINKER INTL INC EQUITY 109641100 205 7,000 SH DEFINED 1 7,000
BRINKER INTL INC EQUITY 109641100 8702 297,500 SH DEFINED 3 260,900 36,600
BRISTOL MYERS SQUIBB CO EQUITY 110122108 19875 341,200 SH DEFINED 1 341,200
BRISTOL MYERS SQUIBB CO EQUITY 110122108 3157 54,200 SH DEFINED 2 54,200
BROADCOM CORP Cl A EQUITY 111320107 1095 5,000 SH DEFINED 1 5,000
BROADCOM CORP Cl A EQUITY 111320107 26054 119,000 SH DEFINED 2 119,000
BROADCOM CORP CL A EQUITY 111320107 2233 10,200 SH DEFINED 3 10,200
BROADVISION INC EQUITY 111412102 8816 173,500 SH DEFINED 2 173,500
BROADWING INC EQUITY 111620100 597 23,000 SH DEFINED 1 23,000
BROCADE COMMUNICATIONS SYS INC EQUITY 111621108 25082 136,700 SH DEFINED 2 136,700
BROWN AND BROWN EQUITY 115236101 5668 109,000 SH DEFINED 1 109,000
BROWN-FORMAN CORP CL B EQUITY 115637209 108 2,000 SH DEFINED 1 2,000
BROWN TOM INC EQUITY 115660201 3690 160,000 SH DEFINED 3 160,000
BRUNSWICK CORP EQUITY 117043109 50 3,000 SH DEFINED 1 3,000
BRUNSWICK CORP EQUITY 117043109 111 6,700 SH DEFINED 2 6,700
BUCA INC COM EQUITY 117769109 2070 132,500 SH DEFINED 3 132,500
BUDGET GROUP INC EQUITY 119003101 114 27,749 SH DEFINED 1 27,749
BUFFETS INC EQUITY 119882108 56 4,400 SH DEFINED 1 4,400
</TABLE>
<PAGE> 12
<TABLE>
<CAPTION>
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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>
BURLINGTON INDUSTRIES EQUITY INC EQUITY 121693105 9 5,600 SH DEFINED 1 5,600
BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 287 12,610 SH DEFINED 1 12,610
BURLINGTON RESOURCES EQUITY 122014103 234 6,114 SH DEFINED 1 6,114
BURLINGTON RESOURCES EQUITY 122014103 3087 80,700 SH DEFINED 2 80,700
BURR-BROWN CORP EQUITY 122574106 520 6,000 SH DEFINED 1 6,000
BURR-BROWN CORP EQUITY 122574106 3970 45,800 SH DEFINED 2 45,800
BURR-BROWN CORP EQUITY 122574106 64049 738,850 SH DEFINED 3 717,650 21,200
BUSH BOAKE ALLEN INC EQUITY 123162109 5421 123,900 SH DEFINED 2 123,900
BUSINESS OBJECTS S A EQUITY 12328X107 303 3,435 SH DEFINED 2 3,435
BUSINESS OBJECTS S A EQUITY 12328X107 23741 269,400 SH DEFINED 3 263,000 6,400
CCB FINANCIAL CORP EQUITY 124875105 155 4,200 SH DEFINED 1 4,200
CCB FINANCIAL CORP EQUITY 124875105 204 5,500 SH DEFINED 2 5,500
CCC INFORMATION SERVICE GROUP INC EQUITY 12487Q109 1275 120,000 SH DEFINED 1 120,000
CBRL GROUP INC EQUITY 12489V106 93 6,300 SH DEFINED 1 6,300
CDW COMPUTER CENTERS, INC EQUITY 125129106 588 9,400 SH DEFINED 1 9,400
C.H. ROBINSON WORLDWIDE INC EQUITY 12541W100 223 4,500 SH DEFINED 1 4,500
C.H. ROBINSON WORLDWIDE INC EQUITY 12541W100 243 4,900 SH DEFINED 2 4,900
CIGNA CORP EQUITY 125509109 468 5,000 SH DEFINED 1 5,000
CIGNA CORP EQUITY 125509109 1664 17,800 SH DEFINED 2 17,800
C.I.T. Group Inc. A EQUITY 125577106 3691 227,120 SH DEFINED 1 227,120
CLECO CORPORATION EQUITY 12561W105 80 2,400 SH DEFINED 1 2,400
CMG INFORMATION SVCS INC EQUITY 125750109 1260 27,500 SH DEFINED 2 27,500
CMP GROUP INC EQUITY 125887109 103 3,500 SH DEFINED 1 3,500
CMS ENERGY CORP EQUITY 125896100 2024 91,500 SH DEFINED 1 91,500
CNA SURETY CORP EQUITY 12612L108 233 19,500 SH DEFINED 2 19,500
CNF TRANSPORTATION EQUITY 12612W104 118 5,200 SH DEFINED 1 5,200
CNF TRANSPORTATION EQUITY 12612W104 446 19,600 SH DEFINED 2 19,600
CNET NETWORKS INC EQUITY 12613R104 18719 762,100 SH DEFINED 2 762,100
CSG SYSTEMS INTERNATIONAL INC. EQUITY 126349109 314 5,600 SH DEFINED 1 5,600
CSG SYSTEMS INTERNATIONAL INC. EQUITY 126349109 95895 1,710,500 SH DEFINED 3 1,641,500 69,000
CSX CORP EQUITY 126408103 140 6,600 SH DEFINED 1 6,600
CTS CORP EQUITY 126501105 81 1,800 SH DEFINED 2 1,800
CVS CORPORATION EQUITY 126650100 24502 612,560 SH DEFINED 1 612,560
CVS CORPORATION EQUITY 126650100 3614 90,358 SH DEFINED 2 90,358
CV THERAPEUTICS INC EQUITY 126667104 2031 29,300 SH DEFINED 2 29,300
CV THERAPEUTICS INC CORPBOND 126667AA2 8254 6,907,000 PRN DEFINED 4 6,907,000
CABLETRON SYSTEMS INC EQUITY 12686C109 1673 24,645 SH DEFINED 2 24,645
CABLETRON SYSTEMS INC EQUITY 126920107 131 5,200 SH DEFINED 1 5,200
CABLETRON SYSTEMS INC EQUITY 126920107 5623 222,700 SH DEFINED 3 184,800 37,900
CABOT CORP EQUITY 127055101 196 7,200 SH DEFINED 1 7,200
CABOT INDUSTRIAL TRUST COM EQUITY 127072106 2953 150,000 SH DEFINED 3 150,000
CADENCE DESIGN SYSTEMS INC. EQUITY 127387108 540 26,500 SH DEFINED 1 26,500
</TABLE>
<PAGE> 13
<TABLE>
<CAPTION>
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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>
CADENCE DESIGN SYSTEMS INC. EQUITY 127387108 723 35,500 SH DEFINED 2 35,500
CALLAWAY GOLF CO EQUITY 131193104 135 8,300 SH DEFINED 1 8,300
CALLON PETE CO DEL CORPBOND 13123X201 2820 82,800 PRN DEFINED 4 82,800
CAPLINE CORPORATION EQUITY 131347106 901 13,700 SH DEFINED 1 13,700
CAPLINE CORPORATION EQUITY 131347106 723 11,000 SH DEFINED 2 11,000
CAMBRIDGE TECH PARTNERS INC EQUITY 132524109 58 6,700 SH DEFINED 1 6,700
CAMBRIDGE TECH PARTNERS INC EQUITY 132524109 97 11,100 SH DEFINED 2 11,100
CAMDEN PPTY TR SH BEN INT EQUITY 133131102 19505 664,000 SH DEFINED 3 585,500 78,500
CAMINUS CORP COM EQUITY 133766105 2242 91,500 SH DEFINED 3 91,500
CAMPBELL SOUP COMPANY EQUITY 134429109 358 12,300 SH DEFINED 1 12,300
CANADIAN NATL RY CO EQUITY 136375102 158 5,400 SH DEFINED 2 5,400
CAPITAL ONE FINANCIAL CORP EQUITY 14040H105 237 5,300 SH DEFINED 1 5,300
CAPITAL ONE FINANCIAL CORP EQUITY 14040H105 5873 131,600 SH DEFINED 2 131,600
CAPITAL SOUTHWEST CORP EQUITY 140501107 366 6,000 SH DEFINED 2 6,000
CAPITOL TRANSAMERICA CORP EQUITY 140640103 1272 107,700 SH DEFINED 1 107,700
CARDINAL HEALTH INC EQUITY 14149Y108 607 8,200 SH DEFINED 1 8,200
CAREER ED CORP EQUITY 141665109 1940 40,000 SH DEFINED 2 40,000
CAREMARK RX INC EQUITY 141705103 1596 234,300 SH DEFINED 2 234,300
CARLISLE COS INC EQUITY 142339100 158 3,500 SH DEFINED 1 3,500
CARNIVAL CORP EQUITY 143658102 349 17,900 SH DEFINED 1 17,900
CARNIVAL CORP EQUITY 143658102 817 41,900 SH DEFINED 2 41,900
CARPENTER TECHNOLOGY EQUITY 144285103 49 2,300 SH DEFINED 1 2,300
CARRAMERICA REALTY CORPORATION EQUITY 144418100 8968 338,400 SH DEFINED 3 294,100 44,300
CARTER WALLACE INC EQUITY 146285101 97 4,800 SH DEFINED 1 4,800
CASCADE NAT GAS CORP EQUITY 147339105 202 12,100 SH DEFINED 2 12,100
CASEYS GEN STORES INC EQUITY 147528103 130 12,500 SH DEFINED 2 12,500
CATALINA MARKETING CORP EQUITY 148867104 673 6,600 SH DEFINED 2 6,600
CATELLUS DEV CORP EQUITY 149111106 3719 247,900 SH DEFINED 2 247,900
CATELLUS DEV CORP EQUITY 149111106 2406 160,400 SH DEFINED 3 137,000 23,400
CATERPILLAR INC. EQUITY 149123101 359 10,600 SH DEFINED 1 10,600
CATERPILLAR INC EQUITY 149123101 1859 54,886 SH DEFINED 2 54,886
CELL THERAPEUTICS INC EQUITY 150934107 1758 57,400 SH DEFINED 2 57,400
CELESTICA INC EQUITY 15101Q108 1795 36,177 SH DEFINED 2 36,177
CELESTICA INC EQUITY 15101Q959 345 7,081 SH DEFINED 2 7,081
CELGENE CORP EQUITY 151020104 3862 65,600 SH DEFINED 2 65,600
CEMEX SA -SPONS ADR PART CER EQUITY 151290889 355 15,200 SH DEFINED 1 15,200
CENDANT CORPORATION EQUITY 151313103 289 20,618 SH DEFINED 1 20,618
CENDANT CORPORATION EQUITY 151313111 4506 534,000 SH DEFINED 4 534,000
CENTERPOINT PPTYS TR EQUITY 151895109 57 1,400 SH DEFINED 2 1,400
CENTERPOINT PPTYS TR EQUITY 151895109 9862 242,000 SH DEFINED 3 209,200 32,800
CENTEX CORP EQUITY 152312104 45 1,900 SH DEFINED 1 1,900
CENTEX CORP EQUITY 152312104 214 9,100 SH DEFINED 4 9,100
</TABLE>
<PAGE> 14
<TABLE>
<CAPTION>
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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>
CENTURYTEL INC EQUITY 156700106 121 4,200 SH DEFINED 1 4,200
CEPHALON INC EQUITY 156708109 2120 35,400 SH DEFINED 2 35,400
CEPHALON INC CORPBOND 156708406 129906 763,925 PRN DEFINED 4 763,925
CEPHEID COM EQUITY 15670R107 1190 135,000 SH DEFINED 3 135,000
CERADYNE INC COM EQUITY 156710105 953 93,000 SH DEFINED 3 93,000
CERIDIAN CORP EQUITY 15677T106 108 4,500 SH DEFINED 1 4,500
CERIDIAN CORP EQUITY 15677T106 1745 72,500 SH DEFINED 2 72,500
CHAMPION ENTERPRISES INC EQUITY 158496109 68 14,000 SH DEFINED 2 14,000
CHARTER ONE FINANCIAL, INC. EQUITY 160903100 143 6,200 SH DEFINED 1 6,200
CHARTER ONE FINANCIAL, INC. EQUITY 160903100 52366 2,276,792 SH DEFINED 3 2,128,946 147,846
CHARMING SHOPPES INC CORPBOND 161133AA1 2349 2,684,000 PRN DEFINED 4 2,684,000
CHARTER COMMUNICATIONS INC DEL EQUITY 16117M107 288 17,500 SH DEFINED 2 17,500
CHARTERED SEMICONDUCTOR MFG EQUITY 16133R106 272 3,020 SH DEFINED 2 3,020
CHASE MANHATTAN CORP NEW EQUITY 16161A108 8385 182,025 SH DEFINED 1 182,025
CHASE MANHATTAN CORP NEW EQUITY 16161A108 14600 316,950 SH DEFINED 2 316,950
CHATEAU COMMUNITIES INC COM EQUITY 161726104 136 4,800 SH DEFINED 2 4,800
CHATEAU COMMUNITIES INC COM EQUITY 161726104 14662 519,000 SH DEFINED 3 459,500 59,500
CHECKFREE HOLDINGS CORP EQUITY 162816102 359 6,968 SH DEFINED 1 6,968
CHECKFREE HOLDINGS CORP EQUITY 162816102 1428 27,700 SH DEFINED 2 27,700
CHECKPOINT SYS INC CORPBOND 162825AB9 511 815,000 PRN DEFINED 4 815,000
CHEESECAKE FACTORY INC COM EQUITY 163072101 31828 1,157,375 SH DEFINED 3 1,134,350 23,025
CHELSEA GCA REALTY INC EQUITY 163262108 48 1,400 SH DEFINED 2 1,400
CHESAPEAKE CORP EQUITY 165159104 59 2,000 SH DEFINED 1 2,000
CHESAPEAKE CORP CORPBOND 165167305 390 6,100 PRN DEFINED 4 6,100
CHEVRON CORPORATION EQUITY 166751107 1611 19,000 SH DEFINED 1 19,000
CHEVRON CORPORATION EQUITY 166751107 9974 117,600 SH DEFINED 2 117,600
CHICOS FAS INC COM EQUITY 168615102 5468 273,400 SH DEFINED 3 273,400
CHIEFTAIN INTL INC CORPBOND 168672202 3793 145,900 PRN DEFINED 4 145,900
CHIEFTAIN INTL INC EQUITY 16867C101 172 9,000 SH DEFINED 2 9,000
CHINA TELECOM (HONG KONG] EQUITY 169428109 3805 21,400 SH DEFINED 1 21,400
CHIQUITA BRANDS INTL INC EQUITY 170032403 231 16,700 SH DEFINED 4 16,700
CHIRON CORP. EQUITY 170040109 922 19,400 SH DEFINED 1 19,400
CHIRON CORP. CORPBOND 170040AB5 8332 5,048,000 PRN DEFINED 4 5,048,000
CHITTENDEN CORP EQUITY 170228100 81 3,300 SH DEFINED 2 3,300
CHOICEPOINT INC EQUITY 170388102 67 1,500 SH DEFINED 2 1,500
CHRIS CRAFT INDS INC EQUITY 170520100 243 3,679 SH DEFINED 1 3,679
CHUBB CORP EQUITY 171232101 2529 41,115 SH DEFINED 1 41,115
CHUBB CORP EQUITY 171232101 523 8,500 SH DEFINED 2 8,500
CHURCH & DWIGHT INC EQUITY 171340102 74 4,100 SH DEFINED 1 4,100
CIBER INC EQUITY 17163B102 351 26,500 SH DEFINED 2 26,500
CIENA CORP EQUITY 171779101 28937 173,600 SH DEFINED 2 173,600
CINAR CORP EQUITY 171905300 911 182,100 SH DEFINED 2 182,100
</TABLE>
<PAGE> 15
<TABLE>
<CAPTION>
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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>
CINAR CORP EQUITY 171905300 12569 1,795,500 SH DEFINED 3 1,746,000 49,500
CINCINNATI FINL CORP EQUITY 172062101 134 4,250 SH DEFINED 1 4,250
CINCINNATI FINL CORP CORPBOND 172062AB7 1729 763,000 PRN DEFINED 4 763,000
Cinergy Corp EQUITY 172474108 122 4,800 SH DEFINED 1 4,800
CIRCUIT CITY STORES INC EQUITY 172737108 199 6,000 SH DEFINED 1 6,000
CIRCUIT CITY STORES INC EQUITY 172737108 873 26,300 SH DEFINED 2 26,300
CIRCOR INTL INC EQUITY 17273K109 85 10,420 SH DEFINED 2 10,420
CIRRUS LOGIC CORP EQUITY 172755100 114 7,100 SH DEFINED 1 7,100
CIRRUS LOGIC CORP CORPBOND 172755AC4 8305 9,358,000 PRN DEFINED 4 9,358,000
CISCO SYSTEMS INC. EQUITY 17275R102 61553 968,381 SH DEFINED 1 968,381
CISCO SYSTEMS INC. EQUITY 17275R102 180273 2,836,153 SH DEFINED 2 2,836,153
CITADEL COMMUNICATIONS CORP EQUITY 172853202 545 15,600 SH DEFINED 2 15,600
CINTAS CORP EQUITY 172908105 664 18,100 SH DEFINED 1 18,100
CITIGROUP INC EQUITY 172967101 66626 1,281,766 SH DEFINED 1 1,281,766
CITIGROUP INC EQUITY 172967101 149781 2,485,914 SH DEFINED 2 2,485,914
CITIZENS UTILS TR CORPBOND 177351202 38109 585,300 PRN DEFINED 4 585,300
CITRIX SYSTEMS INC EQUITY 177376100 102 5,400 SH DEFINED 1 5,400
CITRIX SYSTEMS INC EQUITY 177376100 964 50,900 SH DEFINED 2 50,900
CITRIX SYSTEMS INC CORPBOND 177376AB6 6895 19,382,000 PRN DEFINED 4 19,382,000
CITY NATL CORP EQUITY 178566105 177 5,100 SH DEFINED 1 5,100
CLAIRE'S STORES INC EQUITY 179584107 106 5,500 SH DEFINED 1 5,500
CLARENT CORP DEL EQUITY 180461105 1480 20,700 SH DEFINED 2 20,700
CLASSIC COMMUN EQUITY 182728204 179 20,000 SH DEFINED 1 20,000
CLAYTON HOMES INC EQUITY 184190106 119 14,868 SH DEFINED 1 14,868
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 720 9,600 SH DEFINED 1 9,600
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 1756 23,408 SH DEFINED 2 23,408
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 22091 294,545 SH DEFINED 3 280,775 13,770
CLEVELAND CLIFFS INC EQUITY 185896107 28 1,100 SH DEFINED 1 1,100
CLOROX CO. EQUITY 189054109 296 6,600 SH DEFINED 1 6,600
COASTAL CORP EQUITY 190441105 396 6,500 SH DEFINED 1 6,500
COASTAL CORP EQUITY 190441105 4870 80,000 SH DEFINED 2 80,000
COBRA ELECTRS CORP EQUITY 191042100 106 15,700 SH DEFINED 4 15,700
COCA COLA CO EQUITY 191216100 18684 325,300 SH DEFINED 1 325,300
COCA COLA CO EQUITY 191216100 832 14,480 SH DEFINED 2 14,480
COCA-COLA ENTERPRISES EQUITY 191219104 199 12,200 SH DEFINED 1 12,200
COFLEXIP EQUITY 192384105 194 3,200 SH DEFINED 2 3,200
COGNEX CORP EQUITY 192422103 1765 34,100 SH DEFINED 2 34,100
COHERENT INC EQUITY 192479103 2097 25,000 SH DEFINED 2 25,000
COHU INC EQUITY 192576106 237 8,800 SH DEFINED 4 8,800
COINSTAR COMMON EQUITY 19259P300 2121 210,800 SH DEFINED 1 210,800
COLGATE-PALMOLIVE EQUITY 194162103 1053 17,590 SH DEFINED 1 17,590
</TABLE>
<PAGE> 16
<TABLE>
<CAPTION>
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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>
COLONIAL BANCGROUP INC CORPBOND 195493AA9 309 240,000 PRN DEFINED 4 240,000
COLONIAL PPTYS TR EQUITY 195872106 2833 103,500 SH DEFINED 3 103,500
COLT TELECOM GROUP PLC EQUITY 196877104 273 1,900 SH DEFINED 4 1,900
COLUMBIA ENERGY GROUP EQUITY 197648108 194 2,950 SH DEFINED 1 2,950
COMCAST CORP EQUITY 200300101 871 22,400 SH DEFINED 2 22,400
COMCAST CORP EQUITY 200300200 1061 26,200 SH DEFINED 1 26,200
COMCAST CORP EQUITY 200300200 12288 303,407 SH DEFINED 2 303,407
COMCAST CORP CORPBOND 200300507 233297 2,052,315 PRN DEFINED 4 2,052,315
COMDISCO EQUITY 200336105 366 16,400 SH DEFINED 1 16,400
COMERICA INC EQUITY 200340107 215 4,800 SH DEFINED 1 4,800
COMMERCE BANCSHARES INC EQUITY 200525103 599 20,150 SH DEFINED 2 20,150
COMMERCE ONE INC DEL EQUITY 200693109 4212 92,800 SH DEFINED 2 92,800
COMMERCIAL NET LEASE COM EQUITY 202218103 3891 370,600 SH DEFINED 3 315,600 55,000
COMMSCOPE INC EQUITY 203372107 226 5,500 SH DEFINED 1 5,500
COMMSCOPE INC EQUITY 203372107 58072 1,416,400 SH DEFINED 3 1,384,700 31,700
COMMUNITY BK SYS INC EQUITY 203607106 100 4,500 SH DEFINED 2 4,500
COMMUNITY HEALTH SYS INC NEW EQUITY 203668108 345 21,300 SH DEFINED 2 21,300
COMMUNITY HEALTH SYS INC NEW EQUITY 203668108 20809 1,285,500 SH DEFINED 3 1,260,000 25,500
COMMUNITY FIRST BANKSHARES INC EQUITY 203902101 179 11,000 SH DEFINED 2 11,000
BRASIL DISTR PAO ACU-SP ADR EQUITY 20440T201 514 16,000 SH DEFINED 1 16,000
CIA CERVEJARIA BRAHMA-SP ADR EQUITY 20440X103 991 58,300 SH DEFINED 1 58,300
CIA PARANAENSE ENER-SP ADR EQUITY 20441B407 438 47,000 SH DEFINED 1 47,000
CIA ANONIMA TELEF DE VEN-ADR EQUITY 204421101 1256 46,200 SH DEFINED 1 46,200
MINAS BUENAVENTURA-SPON ADR EQUITY 204448104 712 41,100 SH DEFINED 1 41,100
CIA TELECOM CHILE-SPONS ADR EQUITY 204449300 2042 112,100 SH DEFINED 1 112,100
COMPAQ COMPUTER CORP EQUITY 204493100 1259 49,244 SH DEFINED 1 49,244
COMPAQ COMPUTER CORP EQUITY 204493100 2487 97,300 SH DEFINED 2 97,300
COMPASS BANCSHARES, INC EQUITY 20449H109 222 13,000 SH DEFINED 1 13,000
COMPLETE BUSINES SOLUTIONS INC EQUITY 20452F107 211 12,000 SH DEFINED 2 12,000
COMPUTER ASSOCIATES INT'L EQUITY 204912109 878 17,150 SH DEFINED 1 17,150
COMPUTER ASSOCIATES INT'L EQUITY 204912109 1029 20,100 SH DEFINED 2 20,100
COMPUTER SCIENCES CORP EQUITY 205363104 788 10,550 SH DEFINED 1 10,550
COMPUTER SCIENCES CORP EQUITY 205363104 1076 14,400 SH DEFINED 2 14,400
COMPUWARE CORP EQUITY 205638109 112 10,800 SH DEFINED 1 10,800
COMPUWARE CORP EQUITY 205638109 125 12,000 SH DEFINED 2 12,000
COMMUNICATIONS SATELLITE CORP EQUITY 20564D107 134 5,699 SH DEFINED 1 5,699
COMVERSE TECHNOLOGY INS EQUITY 205862402 420 4,520 SH DEFINED 1 4,520
COMVERSE TECHNOLOGY INS CORPBOND 205862AG0 202732 46,572,000 PRN DEFINED 4 46,572,000
CONAGRA INC EQUITY 205887102 278 14,600 SH DEFINED 1 14,600
CONAGRA INC EQUITY 205887102 2187 114,735 SH DEFINED 2 114,735
COMPUTER HORIZONS CORP EQUITY 205908106 249 18,500 SH DEFINED 2 18,500
CONCORD EFS INC EQUITY 206197105 597 22,950 SH DEFINED 1 22,950
</TABLE>
<PAGE> 17
<TABLE>
<CAPTION>
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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>
CONCORD EFS INC EQUITY 206197105 1671 64,250 SH DEFINED 2 64,250
CONCORD EFS INC EQUITY 206197105 11387 437,950 SH DEFINED 3 345,200 92,750
CONCURRENT COMPUTR NEW COM EQUITY 206710204 34202 2,605,900 SH DEFINED 3 2,554,300 51,600
CONECTIV INC EQUITY 206829103 151 9,700 SH DEFINED 1 9,700
CONEXANT SYSTEMS INC EQUITY 207142100 311 6,400 SH DEFINED 1 6,400
CONEXANT SYSTEMS INC EQUITY 207142100 1235 25,400 SH DEFINED 2 25,400
CONEXANT SYSTEMS INC EQUITY 207142100 4692 96,500 SH DEFINED 3 77,200 19,300
CONEXANT SYSTEMS INC CORPBOND 207142AB6 20029 9,124,000 PRN DEFINED 4 9,124,000
CONOCO INC - CLASS B EQUITY 208251405 454 18,500 SH DEFINED 1 18,500
CONSECO INC. EQUITY 208464107 93 9,582 SH DEFINED 1 9,582
CON EDISON EQUITY 209115104 222 7,500 SH DEFINED 1 7,500
CONSOLIDATED PAPER INC EQUITY 209759109 358 9,800 SH DEFINED 1 9,800
CONSOLIDATED STORES CORP EQUITY 210149100 36 3,000 SH DEFINED 1 3,000
CONSOLIDATED STORES CORP EQUITY 210149100 407 33,900 SH DEFINED 2 33,900
CONSTELLATION ENERGY GROUP EQUITY 210371100 143 4,400 SH DEFINED 1 4,400
CONVERGYS CORPORATION EQUITY 212485106 239 4,600 SH DEFINED 1 4,600
COOPER CAMERON CORP EQUITY 216640102 2666 40,400 SH DEFINED 2 40,400
COOPER INDUSTRIES EQUITY 216669101 98 3,000 SH DEFINED 1 3,000
COOPER INDUSTRIES EQUITY 216669101 873 26,800 SH DEFINED 2 26,800
COOPER TIRE & RUBBER EQUITY 216831107 26 2,300 SH DEFINED 1 2,300
COOPER TIRE & RUBBER EQUITY 216831107 1855 166,757 SH DEFINED 2 166,757
COORS ADOLPH CO EQUITY 217016104 54 900 SH DEFINED 1 900
COORS ADOLPH CO EQUITY 217016104 109 1,800 SH DEFINED 2 1,800
COPPER MTN NETWORKS INC EQUITY 217510106 4036 45,800 SH DEFINED 2 45,800
COR THERAPEUTICS INC EQUITY 217753102 1612 18,900 SH DEFINED 2 18,900
COR THERAPEUTICS INC CORPBOND 217753AC6 4891 3,500,000 PRN DEFINED 4 3,500,000
CORN PRODUCTS INTL INC EQUITY 219023108 127 4,800 SH DEFINED 2 4,800
CORNING INC. EQUITY 219350105 7557 28,000 SH DEFINED 1 28,000
CORNING INC EQUITY 219350105 196647 728,659 SH DEFINED 2 728,659
COSTCO WHOLESALE CORPORATION EQUITY 22160K105 5976 181,100 SH DEFINED 1 181,100
COSTCO WHOLESALE CORPORATION EQUITY 22160K105 10261 310,934 SH DEFINED 2 310,934
COUNTRYWIDE CREDIT IND INC EQUITY 222372104 106 3,500 SH DEFINED 1 3,500
COUNTRYWIDE CREDIT IND INC EQUITY 222372104 788 26,000 SH DEFINED 2 26,000
COVAD COMMUNICATIONS GROUP INC EQUITY 222814204 114 7,050 SH DEFINED 2 7,050
COVANCE INC EQUITY 222816100 54 6,100 SH DEFINED 1 6,100
COX RADIO INC EQUITY 224051102 543 19,400 SH DEFINED 2 19,400
CRANE CO EQUITY 224399105 48 1,975 SH DEFINED 1 1,975
CRANE CO EQUITY 224399105 136 5,600 SH DEFINED 2 5,600
CREDENCE SYSTEMS CORP EQUITY 225302108 66 1,200 SH DEFINED 2 1,200
CRESTLINE CAPITAL CORP EQUITY 226153104 56 3,309 SH DEFINED 1 3,309
CRITICAL PATH INC EQUITY 22674V100 2857 49,000 SH DEFINED 2 49,000
CRITICAL PATH INC EQUITY 22674V100 25197 432,100 SH DEFINED 3 421,500 10,600
</TABLE>
<PAGE> 18
<TABLE>
<CAPTION>
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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>
CROMPTON CORPORATION EQUITY 227116100 151 12,328 SH DEFINED 1 12,328
CROMPTON CORPORATION EQUITY 227116100 3 SH DEFINED 2 3
CROWN CASTLE INTERNATIONAL EQUITY 228227104 78643 2,154,590 SH DEFINED 1 2,154,590
CROWN CASTLE INTERNATIONAL EQUITY 228227104 453 12,400 SH DEFINED 2 12,400
CROWN CORK & SEAL EQUITY 228255105 59 3,900 SH DEFINED 1 3,900
CRYOLIFE INC COM EQUITY 228903100 11785 512,400 SH DEFINED 3 512,400
CUMMINS ENGINE EQUITY 231021106 35 1,300 SH DEFINED 1 1,300
CURAGEN CORP EQUITY 23126R101 2135 56,100 SH DEFINED 2 56,100
CURAGEN CORP EQUITY 23126RAA9 1900 2,500,000 SH DEFINED 4 2,500,000
CYBERSOURCE CORP DEL EQUITY 23251J106 6 400 SH DEFINED 2 400
CYBERSOURCE CORP DEL EQUITY 23251J106 2816 203,900 SH DEFINED 3 203,900
CYPRESS SEMICONDUCTOR EQUITY 232806109 545 12,900 SH DEFINED 1 12,900
CYPRESS SEMICONDUCTOR CORPBOND 232806AD1 59075 32,668,000 PRN DEFINED 4 32,668,000
CYTEC INDUSTRIES INC EQUITY 232820100 109 4,400 SH DEFINED 1 4,400
CYTYC CORP EQUITY 232946103 1334 25,000 SH DEFINED 2 25,000
DPL INC EQUITY 233293109 312 14,200 SH DEFINED 1 14,200
DQE INC. EQUITY 23329J104 308 7,800 SH DEFINED 1 7,800
DRS TECHNOLOGIES INC CORPBOND 23330XAB6 2224 1,705,000 PRN DEFINED 4 1,705,000
D.R.HORTON INC EQUITY 23331A109 3956 291,700 SH DEFINED 2 291,700
DST SYSTEMS INC EQUITY 233326107 518 6,800 SH DEFINED 1 6,800
DST SYSTEMS INC EQUITY 233326107 2676 35,147 SH DEFINED 2 35,147
DSP GROUP INC EQUITY 23332B106 1697 30,300 SH DEFINED 2 30,300
DETROIT EDISON CO EQUITY 233331107 2974 97,300 SH DEFINED 1 97,300
DANA CORP EQUITY 235811106 104 4,921 SH DEFINED 1 4,921
DANAHER CORP EQUITY 235851102 168 3,400 SH DEFINED 1 3,400
DANAHER CORP EQUITY 235851102 480 9,700 SH DEFINED 2 9,700
DARDEN RESTAURANTS INC EQUITY 237194105 68 4,200 SH DEFINED 1 4,200
DEAN FOODS CO EQUITY 242361103 120 3,800 SH DEFINED 1 3,800
DEAN FOODS CO EQUITY 242361103 434 13,700 SH DEFINED 4 13,700
DEERE & CO EQUITY 244199105 263 7,100 SH DEFINED 1 7,100
DEERE & CO EQUITY 244199105 96 2,590 SH DEFINED 2 2,590
DELL COMPUTER CORP. EQUITY 247025109 3679 74,600 SH DEFINED 1 74,600
DELL COMPUTER CORP EQUITY 247025109 10129 205,400 SH DEFINED 2 205,400
DEPPHI AUTOMOTIVE SYSTEMS EQUITY 247126105 238 16,358 SH DEFINED 1 16,358
DEPPHI AUTOMOTIVE SYSTEMS EQUITY 247126105 31 2,105 SH DEFINED 2 2,105
DELTA AIRLINES INC. EQUITY 247361108 182 3,600 SH DEFINED 1 3,600
DELTIC TIMBER CORP EQUITY 247850100 406 19,000 SH DEFINED 2 19,000
DELUXE CHECK PRINTERS EQUITY 248019101 57 2,400 SH DEFINED 1 2,400
DENDRITE INTL INC EQUITY 248239105 83 2,500 SH DEFINED 2 2,500
DENTSPLY INTL INC NEW EQUITY 249030107 173 5,600 SH DEFINED 1 5,600
DENTSPLY INTL INC NEW EQUITY 249030107 151 4,900 SH DEFINED 2 4,900
DEPOMED INC EQUITY 249908112 62 62,000 SH DEFINED 4 62,000
</TABLE>
<PAGE> 19
<TABLE>
<CAPTION>
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DEVELOPERS DIVERS REALTY CRP EQUITY 251591103 5198 348,000 SH DEFINED 1 348,000
DEVELOPERS DIVERS REALTY CRP EQUITY 251591103 8909 596,400 SH DEFINED 3 514,600 81,800
DEVON ENERGY CORP EQUITY 25179M103 523 9,300 SH DEFINED 1 9,300
DEVON ENERGY CORP EQUITY 25179M103 1746 31,066 SH DEFINED 2 31,066
DEVON ENERGY CORP EQUITY 25179m103 74718 1,329,800 SH DEFINED 3 1,297,100 32,700
DEVRY INC EQUITY 251893103 198 7,500 SH DEFINED 1 7,500
DEVRY INC EQUITY 251893103 1483 56,100 SH DEFINED 2 56,100
DEVRY INC EQUITY 251893103 16528 625,174 SH DEFINED 3 606,674 18,500
DEXTER EQUITY 252165105 115 2,400 SH DEFINED 1 2,400
DIAL CORP EQUITY 25247D101 113 10,900 SH DEFINED 1 10,900
DIAL CORP CORPBOND 25247D101 210 20,200 PRN DEFINED 4 20,200
DIAMOND OFFSHORE DRILLING INC EQUITY 25271C102 5434 154,700 SH DEFINED 2 154,700
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0 5144 5,000,000 PRN DEFINED 4 5,000,000
DIEBOLD INC EQUITY 253651103 213 7,650 SH DEFINED 1 7,650
DIEBOLD INC EQUITY 253651103 123 4,400 SH DEFINED 2 4,400
DIGEX INC DEL EQUITY 253756100 374 5,500 SH DEFINED 2 5,500
DIGITAL MICROWAVE CORP EQUITY 253859102 2680 70,300 SH DEFINED 2 70,300
DIGITAL LAVA INC EQUITY 253928113 125 49,800 SH DEFINED 4 49,800
DILLARDS INC - CL A EQUITY 254067101 38 3,100 SH DEFINED 1 3,100
DIME BANCORP, INC. EQUITY 25429Q102 189 12,000 SH DEFINED 1 12,000
WALT DISNEY COMPANY EQUITY 254687106 2337 60,200 SH DEFINED 1 60,200
WALT DISNEY COMPANY EQUITY 254687106 866 22,300 SH DEFINED 2 22,300
DOBSON COMMUNICATIONS CO EQUITY 256069105 481 25,000 SH DEFINED 1 25,000
DOCUMENTUM INC EQUITY 256159104 7070 79,100 SH DEFINED 2 79,100
DOLE FOOD INC EQUITY 256605106 84 6,000 SH DEFINED 1 6,000
DOLLAR GENERAL EQUITY 256669102 189 9,715 SH DEFINED 1 9,715
DOLLAR TREE STORES INC EQUITY 256747106 439 11,100 SH DEFINED 1 11,100
DOLLAR TREE STORES INC EQUITY 256747106 4445 112,350 SH DEFINED 3 94,050 18,300
DOMINION RES BLACK WARRIOR TR EQUITY 25746Q108 1129 81,000 SH DEFINED 4 81,000
DOMINION RESOURCES INC EQUITY 25746U109 295 6,873 SH DEFINED 1 6,873
DONALDSON CO INC EQUITY 257651109 97 4,900 SH DEFINED 1 4,900
DONALDSON LUFKIN+JENRETTE INC EQUITY 257661108 586 13,800 SH DEFINED 2 13,800
R R DONNELLEY & SONS EQUITY 257867101 88 3,900 SH DEFINED 1 3,900
DORCHESTER HUGOTON LTD EQUITY 258205202 221 15,772 SH DEFINED 4 15,772
DOUBLECLICK INC EQUITY 258609304 412 10,800 SH DEFINED 2 10,800
DOVER CORP. EQUITY 260003108 223 5,500 SH DEFINED 1 5,500
DOVER CORP EQUITY 260003108 1148 28,300 SH DEFINED 2 28,300
DOW CHEMICAL CORP EQUITY 260543103 598 19,800 SH DEFINED 1 19,800
DOW CHEMICAL CORP EQUITY 260543103 688 22,800 SH DEFINED 2 22,800
DOW JONES & CO. EQUITY 260561105 198 2,700 SH DEFINED 1 2,700
DOW JONES & CO. EQUITY 260561105 242 3,300 SH DEFINED 2 3,300
DRESS BARN INC COM EQUITY 261570105 3144 142,100 SH DEFINED 3 142,100
</TABLE>
<PAGE> 20
<TABLE>
<CAPTION>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DREYER'S GRAND ICE CREAM EQUITY 261878102 63 3,000 SH DEFINED 1 3,000
DSET CORP EQUITY 262504103 1203 39,600 SH DEFINED 2 39,600
DU PONT E.I. DE NEMOURS EQUITY 263534109 1343 30,700 SH DEFINED 1 30,700
DU PONT E.I. DE NEMOURS EQUITY 263534109 5533 126,434 SH DEFINED 2 126,434
DUKE ENERGY CO EQUITY 264399106 607 10,766 SH DEFINED 1 10,766
DUKE ENERGY CO EQUITY 264399106 6 100 SH DEFINED 2 100
DUKE WEEKS REALTY CORP COM NEW EQUITY 264411505 35342 1,579,540 SH DEFINED 3 1,366,168 213,372
DUN & BRADSTREET CORP EQUITY 26483B106 143 5,000 SH DEFINED 1 5,000
DUN & BRADSTREET CORP EQUITY 26483B106 338 11,800 SH DEFINED 2 11,800
DYCOM INDS INC EQUITY 267475101 759 16,500 SH DEFINED 2 16,500
DYNEGY INC EQUITY 26816Q101 1120 16,400 SH DEFINED 1 16,400
DYNEGY INC EQUITY 26816Q101 512 7,496 SH DEFINED 2 7,496
ECI TELECOM LTD EQUITY 268258100 765 21,400 SH DEFINED 2 21,400
EMC CORPORATION EQUITY 268648102 28717 373,250 SH DEFINED 1 373,250
EMC CORPORATION EQUITY 268648102 140463 1,825,667 SH DEFINED 2 1,825,667
ENSCO INTL INC EQUITY 26874Q100 534 14,900 SH DEFINED 1 14,900
ENSCO INTL INC EQUITY 26874Q100 2149 60,000 SH DEFINED 3 60,000
ESS TECHNOLOGY INC EQUITY 269151106 160 11,000 SH DEFINED 4 11,000
E TEK DYNAMICS INC EQUITY 269240107 7281 27,600 SH DEFINED 2 27,600
E*TRADE GROUP INC EQUITY 269246104 520 31,500 SH DEFINED 1 31,500
E TRADE GROUP INC EQUITY 269246104 413 25,000 SH DEFINED 2 25,000
EAGLE SUPPLY GROUP INC EQUITY 269894119 24 32,500 SH DEFINED 4 32,500
EAGLE WIRELESS INTL INC EQUITY 27002R127 146 89,800 SH DEFINED 4 89,800
EASTERN AMER NATURAL GAS TR EQUITY 276217106 2431 172,100 SH DEFINED 4 172,100
EASTERN ENTERPRISES EQUITY 27637F100 38 600 SH DEFINED 1 600
EASTGROUP PPTYS INC EQUITY 277276101 147 7,000 SH DEFINED 2 7,000
EASTMAN CHEMICAL EQUITY 277432100 115 2,400 SH DEFINED 1 2,400
EASTMAN KODAK CO EQUITY 277461109 541 9,100 SH DEFINED 1 9,100
EASTMAN KODAK CO EQUITY 277461109 2307 38,770 SH DEFINED 2 38,770
EATON CORP EQUITY 278058102 154 2,300 SH DEFINED 1 2,300
EATON CORP EQUITY 278058102 221 3,300 SH DEFINED 4 3,300
EBAY INC EQUITY 278642103 39679 730,570 SH DEFINED 2 730,570
EBENX INC COM EQUITY 278668108 848 40,000 SH DEFINED 3 40,000
ECHOSTAR COMMUNICATIONS CORP EQUITY 278762109 9794 295,800 SH DEFINED 2 295,800
ECOLAB INC EQUITY 278865100 148 3,800 SH DEFINED 1 3,800
EDISON INTL EQUITY 281020107 230 11,200 SH DEFINED 1 11,200
EDISON INTL EQUITY 281020107 2 100 SH DEFINED 2 100
EDUCATION MGMT CORP COM EQUITY 28139T101 13195 730,500 SH DEFINED 3 720,400 10,100
EDWARDS AG INC EQUITY 281760108 374 9,600 SH DEFINED 1 9,600
EDWARDS LIFESCIENCES CP EQUITY 28176E108 115 6,200 SH DEFINED 1 6,200
EFFICIENT NETWORKS INC EQUITY 282056100 147 2,000 SH DEFINED 2 2,000
800 TRAVEL SYSTEMS INC EQUITY 282506112 38 60,570 SH DEFINED 4 60,570
</TABLE>
<PAGE> 21
<TABLE>
<CAPTION>
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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>
EL PASO ENERGY CORP DEL EQUITY 283905107 336 6,600 SH DEFINED 1 6,600
EL PASO ENERGY CORP DEL EQUITY 283905107 4198 82,415 SH DEFINED 2 82,415
ELAN PLC EQUITY 284131208 55948 1,155,055 SH DEFINED 1 1,155,055
ELAN PLC EQUITY 284131208 804 16,600 SH DEFINED 2 16,600
ELAN PLC EQUITY 284131703 12200 200,000 SH DEFINED 1 200,000
ELAN PLC EQUITY 284131703 3735 60,900 SH DEFINED 4 60,900
ELAN PLC EQUITY 284131802 8600 200,000 SH DEFINED 1 200,000
ELECTRONIC ARTS EQUITY 285512109 503 6,900 SH DEFINED 1 6,900
ELECTRONIC ARTS EQUITY 285512109 511 7,000 SH DEFINED 2 7,000
ELECTRONIC DATA SYSTEMS EQUITY 285661104 594 14,400 SH DEFINED 1 14,400
ELECTRONIC DATA SYSTEMS EQUITY 285661104 3688 89,400 SH DEFINED 2 89,400
ELETRONICS FOR IMAGING INC EQUITY 286082102 99 3,900 SH DEFINED 2 3,900
Elf Aquitaine - ADR EQUITY 286269105 75 1,306 SH DEFINED 1 1,306
ELOYALTY CORP EQUITY 290151109 78 6,100 SH DEFINED 2 6,100
EMBRATEL PARTICIPACOES S A EQUITY 29081N100 579 24,500 SH DEFINED 1 24,500
EMBRATEL PARTICIPACOES S A EQUITY 29081N100 229 9,700 SH DEFINED 2 9,700
Embotelladora Andina -ADR 'B' EQUITY 29081P303 366 38,300 SH DEFINED 1 38,300
EMERSON ELECTRIC EQUITY 291011104 788 13,050 SH DEFINED 1 13,050
EMERSON ELECTRIC EQUITY 291011104 3363 55,697 SH DEFINED 2 55,697
EMPRESA NACIONAL DE ELEC ADR EQUITY 29244T101 325 29,392 SH DEFINED 1 29,392
ENCORE MEDICAL CORP EQUITY 29256E117 13 34,000 SH DEFINED 4 34,000
Endesa - Sponsored ADR EQUITY 29258N107 5,800 SH DEFINED 1 5,800
ENERGY CONVERSION DEVICES INC EQUITY 292659224 218 21,750 SH DEFINED 4 21,750
ENERGY EAST CORPORATION EQUITY 29266M109 254 13,300 SH DEFINED 1 13,300
ENERGY EAST CORPORATION EQUITY 29266M109 953 50,000 SH DEFINED 2 50,000
ENERGIZER HOLDINGS INC EQUITY 29266R108 198 10,840 SH DEFINED 1 10,840
ENERSIS SA ADR EQUITY 29274F104 673 30,597 SH DEFINED 1 30,597
ENGELHARD CORP EQUITY 292845104 70 4,100 SH DEFINED 1 4,100
ENGELHARD CORP EQUITY 292845104 191 11,200 SH DEFINED 2 11,200
ENHANCE FINL SVCS GROUP INC EQUITY 293310108 4844 337,000 SH DEFINED 2 337,000
ENRON CORP EQUITY 293561106 1348 20,900 SH DEFINED 1 20,900
ENRON CORP EQUITY 293561106 17173 266,250 SH DEFINED 2 266,250
ENRON CORP EQUITY 293561106 5199 80,600 SH DEFINED 3 80,600
ENTERCOM COMMUNICATIONS CORP EQUITY 293639100 2516 51,600 SH DEFINED 2 51,600
ENTERGY CORP EQUITY 29364G103 196 7,200 SH DEFINED 1 7,200
ENTRADE INC EQUITY 29382L993 701 110,250 SH DEFINED 2 110,250
ENZON INC EQUITY 293904108 98 2,300 SH DEFINED 2 2,300
EPRESENCE EQUITY 294348107 1325 182,700 SH DEFINED 3 182,700
EPRISE CORP EQUITY 294352109 164 10,000 SH DEFINED 2 10,000
EQUIFAX INC. EQUITY 294429105 155 5,900 SH DEFINED 1 5,900
EQUITABLE RES INC EQUITY 294549100 222 4,600 SH DEFINED 2 4,600
EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 11104 402,873 SH DEFINED 1 402,873
</TABLE>
<PAGE> 22
<TABLE>
<CAPTION>
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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>
EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 47646 1,728,653 SH DEFINED 3 1,488,062 240,591
EQUITY RESIDENTIAL PPTYS TR EQUITY 29476L107 124 2,700 SH DEFINED 2 2,700
EQUITY RESIDENTIAL PPTYS TR EQUITY 29476L107 42141 916,100 SH DEFINED 3 798,700 117,400
EQUITY RESIDENTIAL PPTYS TR EQUITY 29476L883 307 12,000 SH DEFINED 4 12,000
ERICSSON L M TEL CO EQUITY 294821400 4624 231,200 SH DEFINED 2 231,200
ESPEED INC EQUITY 296643109 78 1,800 SH DEFINED 2 1,800
ETHAN ALLEN INTERIORS INC EQUITY 297602104 101 4,200 SH DEFINED 2 4,200
ETHYL CORP EQUITY 297659104 23 9,000 SH DEFINED 1 9,000
EURO909.COM A S EQUITY 298737107 168 25,600 SH DEFINED 4 25,600
EXAR CORP COM EQUITY 300645108 19587 224,650 SH DEFINED 3 219,150 5,500
EXCELON CORPORATION EQUITY 300691102 197 24,800 SH DEFINED 2 24,800
EXODUS COMMUNICATIONS INC EQUITY 302088109 2943 63,900 SH DEFINED 2 63,900
EXPEDITORES INTL WASH INC EQUITY 302130109 228 4,800 SH DEFINED 2 4,800
EXPRESS SCRIPTS INC EQUITY 302182100 249 4,000 SH DEFINED 1 4,000
EXPRESS SCRIPTS INC EQUITY 302182100 1907 30,700 SH DEFINED 2 30,700
EXTENDED STAY AMER INC EQUITY 30224P101 1749 189,100 SH DEFINED 2 189,100
EXXON MOBIL CORP EQUITY 30231G102 38521 490,718 SH DEFINED 1 490,718
EXXON MOBIL CORP EQUITY 30231G102 18836 239,954 SH DEFINED 2 239,954
FMC CORP EQUITY 302491303 58 1,000 SH DEFINED 1 1,000
F N B CORP PA EQUITY 302520101 261 12,653 SH DEFINED 2 12,653
FPL GROUP INC EQUITY 302571104 267 5,400 SH DEFINED 1 5,400
FPL GROUP INC EQUITY 302571104 1094 22,100 SH DEFINED 2 22,100
FSI INTL INC EQUITY 302633102 928 42,800 SH DEFINED 2 42,800
FSI INTL INC EQUITY 302633102 442 20,400 SH DEFINED 4 20,400
FAMILY DOLLAR STORES EQUITY 307000109 362 18,500 SH DEFINED 1 18,500
FAMILY DOLLAR STORES EQUITY 307000109 736 37,600 SH DEFINED 2 37,600
FARGO ELECTRONICS INC EQUITY 30744P102 47 13,100 SH DEFINED 4 13,100
FARMSTEAD TEL GROUP INC EQUITY 311565121 1 16,600 SH DEFINED 4 16,600
FARMSTEAD TEL GROUP INC EQUITY 311565139 1 21,200 SH DEFINED 4 21,200
FASTENAL CO EQUITY 311900104 208 4,100 SH DEFINED 1 4,100
FEDERAL HOME LOAN MTG CORP. EQUITY 313400301 14811 365,700 SH DEFINED 1 365,700
FEDERAL HOME LOAN MTG CORP. EQUITY 313400301 567 14,000 SH DEFINED 2 14,000
FEDERAL MOGUL CORP EQUITY 313549107 73 7,600 SH DEFINED 1 7,600
FEDERAL NAT'L MORTGAGE CO. EQUITY 313586109 1865 36,050 SH DEFINED 1 36,050
FEDERAL NAT'L MORTGAGE CO. EQUITY 313586109 3471 66,514 SH DEFINED 2 66,514
FEDERAL REALTY INVT TR EQUITY 313747206 3590 179,500 SH DEFINED 3 170,000 9,500
FEDERAL SIGNAL CORP EQUITY 313855108 79 4,800 SH DEFINED 1 4,800
FEDERAL SIGNAL CORP EQUITY 313855108 599 36,300 SH DEFINED 2 36,300
FEDERATED DEPARTMENT STORES EQUITY 31410H101 4565 135,250 SH DEFINED 1 135,250
FEDERATED DEPARTMENT STORES EQUITY 31410H127 608 63,127 SH DEFINED 4 63,127
FEDERATED INVS INC PA EQUITY 314211103 971 27,700 SH DEFINED 2 27,700
FEDEX CORPORATION EQUITY 31428X106 337 8,860 SH DEFINED 1 8,860
</TABLE>
<PAGE> 23
<TABLE>
<CAPTION>
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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>
FELCOR LODGING TR INC EQUITY 31430F101 148 8,000 SH DEFINED 2 8,000
FELCOR LODGING TR INC EQUITY 31430f101 1807 97,694 SH DEFINED 3 84,301 13,393
FERRO CORP EQUITY 315405100 78 3,700 SH DEFINED 1 3,700
FERRO CORP EQUITY 315405100 118 5,600 SH DEFINED 2 5,600
FIFTH THIRD BANK EQUITY 316773100 568 8,975 SH DEFINED 1 8,975
FINANCIAL FED CORP COM EQUITY 317492106 3661 210,700 SH DEFINED 3 210,700
FINANCIAL SEC ASSUR HLDGS LTD EQUITY 31769P100 1176 15,500 SH DEFINED 2 15,500
FINISAR CORP EQUITY 31787A101 4829 184,400 SH DEFINED 2 184,400
FINOVA GROUP INC. EQUITY 317928109 86 6,600 SH DEFINED 1 6,600
FINOVA FINANCE TR CORPBOND 31808E207 1988 85,500 PRN DEFINED 4 85,500
FIRST AMERICAN FINL CORP EQUITY 318522307 3578 250,000 SH DEFINED 2 250,000
FIRST DATA CORP EQUITY 319963104 600 12,100 SH DEFINED 1 12,100
FIRST DATA CORP EQUITY 319963104 129 2,600 SH DEFINED 2 2,600
FIRST INDUSTRIAL REALTY TR EQUITY 32054K103 1266 42,900 SH DEFINED 1 42,900
FIRST HEALTH GROUP CORP EQUITY 320960107 167 5,100 SH DEFINED 1 5,100
FIRST SEC CORP DEL EQUITY 336294103 288 21,200 SH DEFINED 1 21,200
FIRST TENN NATL CORP EQUITY 337162101 232 14,000 SH DEFINED 1 14,000
FIRST UNION CORP EQUITY 337358105 711 28,666 SH DEFINED 1 28,666
FIRST UNION CORP EQUITY 337358105 5 200 SH DEFINED 2 200
FIRST VIRGINIA BANKS EQUITY 337477103 179 5,150 SH DEFINED 1 5,150
FIRST VIRGINIA BANKS EQUITY 337477103 1580 45,400 SH DEFINED 2 45,400
FIRSTAR CORPORATION EQUITY 33763V109 29237 1,388,113 SH DEFINED 1 1,388,113
FISERV INC EQUITY 337738108 572 13,225 SH DEFINED 1 13,225
FISERV INC EQUITY 337738108 911 21,075 SH DEFINED 2 21,075
FISERV INC EQUITY 337738108 13869 320,675 SH DEFINED 3 291,350 29,325
FIRSTFED FINANCIAL CORP EQUITY 337907109 158 11,200 SH DEFINED 4 11,200
FIRSTMERIT CORPORATION EQUITY 337915102 203 9,500 SH DEFINED 1 9,500
FIRSTMERIT CORPORATION EQUITY 337915102 7652 358,000 SH DEFINED 3 358,000
FIRSTENERGY CORPORATION EQUITY 337932107 157 6,700 SH DEFINED 1 6,700
FLEETBOSTON FINANCIAL CORP EQUITY 339030108 888 26,131 SH DEFINED 1 26,131
FLEETBOSTON FINANCIAL CORP EQUITY 339030108 5984 176,000 SH DEFINED 2 176,000
FLEMING COS INC EQUITY 339130106 175 13,400 SH DEFINED 4 13,400
FLORIDA PROGRESS CORP EQUITY 341109106 141 3,000 SH DEFINED 1 3,000
FLORIDA PROGRESS CORP EQUITY 341109106 7163 152,800 SH DEFINED 2 152,800
FLOWERS INDUSTRIES INC EQUITY 343496105 215 10,800 SH DEFINED 1 10,800
FLOWERS INDUSTRIES INC EQUITY 343496105 197 9,900 SH DEFINED 2 9,900
FLOWSERVE CORPORATION EQUITY 34354P105 60 4,000 SH DEFINED 1 4,000
FLOWSERVE CORPORATION EQUITY 34354P105 289 19,200 SH DEFINED 4 19,200
FLUOR CORP EQUITY 343861100 73 2,300 SH DEFINED 1 2,300
FOMENTO ECONOMICO MEX-SP ADR EQUITY 344419106 418 9,700 SH DEFINED 1 9,700
FORD MOTOR EQUITY 345370100 44514 1,035,200 SH DEFINED 1 1,035,200
FORD MOTOR EQUITY 345370100 339 7,895 SH DEFINED 2 7,895
</TABLE>
<PAGE> 24
<TABLE>
<CAPTION>
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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>
FOREST CITY ENTERPRISES INC EQUITY 345550107 784 23,500 SH DEFINED 2 23,500
FOREST LABS INC EQUITY 345838106 929 9,200 SH DEFINED 1 9,200
FOREST LABS INC EQUITY 345838106 5999 59,400 SH DEFINED 2 59,400
FORMULA SYSTEM LTD - ADR EQUITY 346414105 424 8,000 SH DEFINED 1 8,000
FORRESTER RESH INC EQUITY 346563109 1828 25,100 SH DEFINED 2 25,100
FORT JAMES CORPORATION EQUITY 347471104 148 6,400 SH DEFINED 1 6,400
FORTUNE BRANDS INC EQUITY 349631101 115 5,000 SH DEFINED 1 5,000
FORTUNE BRANDS INC EQUITY 349631101 5 200 SH DEFINED 2 200
FORTUNE BRANDS INC EQUITY 349631101 258 11,200 SH DEFINED 4 11,200
FOUNDATION HEALTH SYS INC EQUITY 350404109 171 13,190 SH DEFINED 1 13,190
FOUNDATION HEALTH SYS INC EQUITY 350404109 1347 103,600 SH DEFINED 2 103,600
FOUNDRY NETWORKS INC EQUITY 35063R100 5978 54,100 SH DEFINED 2 54,100
FOUR SEASONS HOTELS INC EQUITY 35100E104 1650 26,534 SH DEFINED 2 26,534
FOUR SEASONS HOTELS INC CORPBOND 35100EAD6 12041 33,979,000 PRN DEFINED 4 33,979,000
FRANCHISE FIN CORP COM EQUITY 351807102 16535 718,900 SH DEFINED 3 620,700 98,200
FRANKLIN RES INC EQUITY 354613101 228 7,500 SH DEFINED 1 7,500
FREEPORT MCMORAN COOPER & GOLD EQUITY 35671D501 1612 124,000 SH DEFINED 4 124,000
FREEPORT MCMORAN COOPER & GOLD EQUITY 35671D857 46 5,000 SH DEFINED 1 5,000
FRONTLINE COMMUNICATIONS CORP EQUITY 35921T116 7 11,675 SH DEFINED 4 11,675
FULLER H B CO EQUITY 359694106 68 1,500 SH DEFINED 1 1,500
FULLER H B CO EQUITY 359694106 132 2,900 SH DEFINED 2 2,900
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 80 5,300 SH DEFINED 1 5,300
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 132 8,700 SH DEFINED 2 8,700
FUTURELINK CORP EQUITY 36114Q208 719 100,000 SH DEFINED 2 100,000
GATX CORP. EQUITY 361448103 173 5,100 SH DEFINED 1 5,100
GST TELECOMMUNICATIONS INC EQUITY 361942105 10,000 SH DEFINED 4 10,000
GENERAL PUBLIC UTILITY EQUITY 36225X100 100 3,700 SH DEFINED 1 3,700
GTE CORP EQUITY 362320103 349 5,600 SH DEFINED 1 5,600
GTE CORP EQUITY 362320103 4255 68,350 SH DEFINED 2 68,350
GT GROUP TELECOM INC. EQUITY 362359408 553 35,000 SH DEFINED 1 35,000
GT GROUP TELECOM INC EQUITY 362359408 120 7,600 SH DEFINED 2 7,600
GTS DURATEK EQUITY 36237J107 1955 230,000 SH DEFINED 1 230,000
GABLES RESIDENTIAL TR EQUITY 362418105 258 10,000 SH DEFINED 2 10,000
GABLES RESIDENTIAL TR EQUITY 362418105 12355 479,800 SH DEFINED 3 400,600 79,200
GALILEO INTERNATIONAL INC EQUITY 363547100 205 9,800 SH DEFINED 1 9,800
GALILEO INTERNATIONAL INC EQUITY 363547100 491 23,500 SH DEFINED 2 23,500
GALLAHER GROUP PLC EQUITY 363576109 18967 451,600 SH DEFINED 1 451,600
GALLAHER GROUP PLC EQUITY 363576109 176 4,200 SH DEFINED 2 4,200
GALLAHER GROUP PLC EQUITY 363595109 4 200 SH DEFINED 2 200
GANNETT PUBLISHING EQUITY 364730101 655 10,950 SH DEFINED 1 10,950
GANNETT PUBLISHING EQUITY 364730101 664 11,100 SH DEFINED 2 11,100
GAP INC EQUITY 364760108 773 24,750 SH DEFINED 1 24,750
</TABLE>
<PAGE> 25
<TABLE>
<CAPTION>
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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>
GAP INC EQUITY 364760108 11778 376,900 SH DEFINED 2 376,900
GARTNER GROUP INC EQUITY 366651107 122 10,200 SH DEFINED 2 10,200
GARTNER GROUP INC EQUITY 366651206 93 9,377 SH DEFINED 1 9,377
GATEWAY INC EQUITY 367626108 539 9,500 SH DEFINED 1 9,500
GATEWAY INC EQUITY 367626108 590 10,400 SH DEFINED 2 10,400
GENE LOGIC EQUITY 368689105 1138 31,900 SH DEFINED 2 31,900
GENENTECH INC EQUITY 368710406 93035 540,899 SH DEFINED 2 540,899
Gener S.A. - Spons ADR EQUITY 368731105 774 52,665 SH DEFINED 1 52,665
GENERAL COMMUNICATION CL A EQUITY 369385109 3354 654,400 SH DEFINED 3 654,400
GENERAL DYNAMICS CORP EQUITY 369550108 298 5,700 SH DEFINED 1 5,700
GENERAL DYNAMICS CORP EQUITY 369550108 2366 45,283 SH DEFINED 2 45,283
GENERAL ELECTRIC EQUITY 369604103 71774 1,354,230 SH DEFINED 1 1,354,230
GENERAL ELECTRIC EQUITY 369604103 56485 1,065,827 SH DEFINED 2 1,065,827
GENERAL ELECTRIC EQUITY 369604103 4229 79,800 SH DEFINED 3 79,800
GENERAL GROWTH PPTYS INC EQUITY 370021107 333 10,500 SH DEFINED 2 10,500
GENERAL GROWTH PPTYS INC EQUITY 370021107 26356 830,100 SH DEFINED 3 715,300 114,800
GENERAL GROWTH PPTYS INC EQUITY 370021206 222 10,200 SH DEFINED 2 10,200
GENERAL MILLS INC EQUITY 370334104 333 8,700 SH DEFINED 1 8,700
GENERAL MILLS INC EQUITY 370334104 203 5,300 SH DEFINED 2 5,300
GENERAL MOTORS EQUITY 370442105 923 15,900 SH DEFINED 1 15,900
GENERAL MOTORS EQUITY 370442105 2041 35,150 SH DEFINED 2 35,150
GENERAL MOTORS EQUITY 370442832 40237 458,536 SH DEFINED 2 458,536
GENERAL SEMICONDUCTOR INC EQUITY 370787103 77 5,200 SH DEFINED 2 5,200
GENERAL SEMICONDUCTOR INC CORPBOND 370787AB9 4500 4,000,000 PRN DEFINED 4 4,000,000
GENESCO INC EQUITY 371532102 5866 365,200 SH DEFINED 3 365,200
GENESCO INC CORPBOND 371532AL6 7246 7,760,000 PRN DEFINED 4 7,760,000
GENTEX CORP COM EQUITY 371901109 38069 1,515,200 SH DEFINED 3 1,446,200 69,000
GENUINE PARTS CO. EQUITY 372460105 109 5,450 SH DEFINED 1 5,450
GENUINE PARTS CO EQUITY 372460105 2034 101,690 SH DEFINED 2 101,690
GENZYME CORP EQUITY 372917104 541 9,100 SH DEFINED 1 9,100
GENZYME CORP EQUITY 372917104 2675 45,000 SH DEFINED 2 45,000
GENZYME CORP EQUITY 372917609 23 2,290 SH DEFINED 2 2,290
GENZYME CORP CORPBOND 372917AF1 4028 2,440,000 PRN DEFINED 4 2,440,000
GEORGIA GULF CORP EQUITY 373200203 69 3,300 SH DEFINED 1 3,300
GEORGIA PAC CORP EQUITY 373298108 139 5,300 SH DEFINED 1 5,300
GEORGIA PAC CORP EQUITY 373298108 189 7,200 SH DEFINED 2 7,200
GEORGIA PAC CORP EQUITY 373298702 188 8,700 SH DEFINED 1 8,700
GEORGIA PAC CORP EQUITY 373298702 134 6,200 SH DEFINED 2 6,200
GIANT INDUSTRIES INC EQUITY 374508109 86 10,900 SH DEFINED 4 10,900
GILEAD SCIENCES INC EQUITY 375558103 341 4,800 SH DEFINED 1 4,800
GILEAD SCIENCES INC EQUITY 375558103 903 12,700 SH DEFINED 2 12,700
GILLETTE CO EQUITY 375766102 1148 32,850 SH DEFINED 1 32,850
</TABLE>
<PAGE> 26
<TABLE>
<CAPTION>
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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>
GILLETTE CO EQUITY 375766102 255 7,300 SH DEFINED 2 7,300
GLATFELTER P H CO EQUITY 377316104 46 4,500 SH DEFINED 1 4,500
GLAXO PLC EQUITY 37733W105 152 2,635 SH DEFINED 2 2,635
GLOBAL INDUSTRIES INC EQUITY 379336100 123 6,500 SH DEFINED 2 6,500
GLOBAL MARINE EQUITY 379352404 533 18,900 SH DEFINED 1 18,900
GLOBAL MARINE EQUITY 379352404 7253 257,300 SH DEFINED 2 257,300
Global TeleSystems Inc USD.1 EQUITY 37936U104 6996 580,000 SH DEFINED 1 580,000
GLOBESPAN SEMICONDUCTOR INC EQUITY 379571102 2698 22,100 SH DEFINED 2 22,100
GOAMERICA INC EQUITY 38020R106 2470 160,000 SH DEFINED 2 160,000
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 188 4,600 SH DEFINED 1 4,600
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 1653 40,500 SH DEFINED 2 40,500
GOLDMAN SACHS GROUP INC EQUITY 38141G104 7706 81,220 SH DEFINED 1 81,220
GOLF TR AMER INC COM EQUITY 38168B103 189 11,900 SH DEFINED 3 11,900
GOODRICH (B.F.) CO EQUITY 382388106 82 2,400 SH DEFINED 1 2,400
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 94 4,700 SH DEFINED 1 4,700
GRACE W.R. (NEW) EQUITY 38388F108 25 2,100 SH DEFINED 1 2,100
GRAINGER (W.W.) INC. EQUITY 384802104 89 2,900 SH DEFINED 1 2,900
GRANITE CONSTRUCTION INC EQUITY 387328107 71 2,900 SH DEFINED 1 2,900
GRANITE CONSTRUCTION INC EQUITY 387328107 78 3,200 SH DEFINED 2 3,200
GRANT PRIDE INC EQUITY 38821G101 293 11,700 SH DEFINED 1 11,700
GRANT PRIDE INC EQUITY 38821G101 5605 224,200 SH DEFINED 2 224,200
GREAT ATLANTIC & PACIFIC EQUITY 390064103 22 1,300 SH DEFINED 1 1,300
GREAT LAKES CHEMICAL CORP EQUITY 390568103 60 1,900 SH DEFINED 1 1,900
GP FINANCIAL CORP EQUITY 395384100 210 11,200 SH DEFINED 1 11,200
GREY WOLF INC COM EQUITY 397888108 3750 750,000 SH DEFINED 3 750,000
GRUPO TELEVISION SA DE CV EQUITY 40049J206 2806 40,700 SH DEFINED 1 40,700
GRUPO TELEVISION SA DE CV EQUITY 40049J206 1375 19,950 SH DEFINED 2 19,950
GRUPO ELECTRA, S.A. EQUITY 40050A102 919 89,700 SH DEFINED 1 89,700
GRUPO IUSACELL S A DE C V NEW EQUITY 40050B100 63 4,000 SH DEFINED 2 4,000
GTECH HOLDINGS CORP EQUITY 400518106 86 3,800 SH DEFINED 1 3,800
GUCCI GROUP N V EQUITY 401566104 38 398 SH DEFINED 2 398
GUIDANT CORP EQUITY 401698105 446 9,000 SH DEFINED 1 9,000
HCA HEALTHCARE CO EQUITY 404119109 507 16,700 SH DEFINED 1 16,700
HCA HEALTHCARE CO EQUITY 404119109 498 16,400 SH DEFINED 2 16,400
HCC INS HLDGS INC EQUITY 404132102 76 4,000 SH DEFINED 2 4,000
HNC SOFTWARE INC CORPBOND 40425PAA5 4472 3,095,000 PRN DEFINED 4 3,095,000
HSB GROUP INC EQUITY 40428N109 11250 361,450 SH DEFINED 1 361,450
HALLIBURTON CO EQUITY 406216101 623 13,200 SH DEFINED 1 13,200
HALLIBURTON CO EQUITY 406216101 69523 1,473,339 SH DEFINED 2 1,473,339
JOHN HANCOCK FINANCIAL SRVCS EQUITY 41014S106 2013 85,000 SH DEFINED 1 85,000
HANNA M A CO EQUITY 410522106 47 5,200 SH DEFINED 1 5,200
HANNAFORD BROS CO EQUITY 410550107 331 4,600 SH DEFINED 1 4,600
</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>
HANOVER CAPITAL - WARRANTS EQUITY 410761118 1 200,900 SH DEFINED 4 200,900
HANOVER COMPRESSOR CO EQUITY 410768105 236 6,200 SH DEFINED 1 6,200
HARCOURT GENERAL EQUITY 41163G101 114 2,100 SH DEFINED 1 2,100
HARLEY DAVIDSON INC EQUITY 412822108 335 8,700 SH DEFINED 1 8,700
HARLEY DAVIDSON INC EQUITY 412822108 531 13,800 SH DEFINED 2 13,800
HARMAN INTL INDS INC NEW EQUITY 413086109 244 4,000 SH DEFINED 2 4,000
HARRAH'S ENTERTAINMENT EQUITY 413619107 73 3,500 SH DEFINED 1 3,500
HARRIS CORP DEL EQUITY 413875105 242 7,400 SH DEFINED 1 7,400
HARRIS CORP DEL EQUITY 413875105 1850 56,500 SH DEFINED 2 56,500
HARSCO CORP EQUITY 415864107 110 4,300 SH DEFINED 1 4,300
HARTE-HANKS INC EQUITY 416196103 183 7,300 SH DEFINED 1 7,300
HARTE-HANKS INC EQUITY 416196103 22085 883,406 SH DEFINED 3 865,906 17,500
HARTFORD FINANCIAL SERVICES GROUP EQUITY 416515104 940 16,800 SH DEFINED 1 16,800
HASBRO INC. EQUITY 418056107 76 5,050 SH DEFINED 1 5,050
HAWAIIAN ELECTRIC EQUITY 419870100 112 3,400 SH DEFINED 1 3,400
HEALTHSOUTH CORPORATION EQUITY 421924101 78 10,900 SH DEFINED 1 10,900
HEALTHSOUTH CORPORATION EQUITY 421924101 1078 150,000 SH DEFINED 2 150,000
HEALTH MANAGEMENT ASSOCIATES EQUITY 421933102 351 26,900 SH DEFINED 1 26,900
HEALTH MANAGEMENT ASSOCIATES EQUITY 421933102 1037 79,400 SH DEFINED 2 79,400
HEALTH MANAGEMENT ASSOCIATES EQUITY 421933102 11500 880,400 SH DEFINED 3 755,100 125,300
HEINZ H.J. EQUITY 423074103 464 10,600 SH DEFINED 1 10,600
HELLENIC TELECOMMUN ORGANIZA EQUITY 423325307 966 79,250 SH DEFINED 1 79,250
HELLER FINL INC EQUITY 423328103 828 40,400 SH DEFINED 2 40,400
HELMERICH & PAYNE EQUITY 423452101 198 5,300 SH DEFINED 1 5,300
HELMERICH & PAYNE EQUITY 423452101 277 7,400 SH DEFINED 2 7,400
HEMAGEN DIAGNOSTICS INC EQUITY 423501113 8 22,382 SH DEFINED 4 22,382
HERCULES INC EQUITY 427056106 42 3,000 SH DEFINED 1 3,000
HERSHEY FOODS CORP EQUITY 427866108 204 4,200 SH DEFINED 1 4,200
HERSHEY FOODS CORP EQUITY 427866108 2413 49,749 SH DEFINED 2 49,749
HERTZ CORP EQUITY 428040109 449 16,000 SH DEFINED 2 16,000
HERTZ TECHNOLOGY GROUP EQUITY 42804Y121 28 49,700 SH DEFINED 4 49,700
HEWLETT-PACKARD COMPANY EQUITY 428236103 12750 102,100 SH DEFINED 1 102,100
HEWLETT-PACKARD COMPANY EQUITY 428236103 64960 520,200 SH DEFINED 2 520,200
HEWLETT-PACKARD COMPANY CORPBOND 428236AC7 36380 38,257,000 PRN DEFINED 4 38,257,000
HIBERNIA CORP EQUITY 428656102 187 17,200 SH DEFINED 1 17,200
HIGHWOODS PPTYS INC EQUITY 431284108 216 9,000 SH DEFINED 2 9,000
HIGHWOODS PPTYS INC EQUITY 431284108 20714 863,100 SH DEFINED 3 764,400 98,700
HILLENBRAND INDUSTRIES EQUITY 431573104 210 6,700 SH DEFINED 1 6,700
HILTON HOTELS EQUITY 432848109 96 10,200 SH DEFINED 1 10,200
HISPANIC BROADCASTING CORP EQUITY 43357B104 388 11,700 SH DEFINED 1 11,700
HISPANIC BROADCASTING CORP EQUITY 43357B104 487 14,700 SH DEFINED 2 14,700
HISPANIC BROADCASTING CORP EQUITY 43357b104 49151 1,483,800 SH DEFINED 3 1,437,600 46,200
</TABLE>
<PAGE> 28
<TABLE>
<CAPTION>
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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 DEPOT INC EQUITY 437076102 3336 66,800 SH DEFINED 1 66,800
HOME DEPOT INC EQUITY 437076102 122926 2,461,604 SH DEFINED 2 2,461,604
HOME DEPOT INC EQUITY 437076102 2622 52,500 SH DEFINED 3 52,500
HOME PPTYS N Y INC EQUITY 437306103 300 10,000 SH DEFINED 2 10,000
HOME PPTYS N Y INC EQUITY 437306103 13611 453,700 SH DEFINED 3 403,800 49,900
HOMEGROCER COM INC EQUITY 43740K100 95 15,800 SH DEFINED 2 15,800
HOMESTAKE MINING EQUITY 437614100 49 7,100 SH DEFINED 1 7,100
HOMESTORE COM INC EQUITY 437852106 648 22,200 SH DEFINED 2 22,200
HON INDS INC EQUITY 438092108 153 6,500 SH DEFINED 1 6,500
HON INDS INC EQUITY 438092108 712 30,310 SH DEFINED 2 30,310
HONEYWELL INTERNATIONAL INC EQUITY 438516106 9735 288,979 SH DEFINED 1 288,979
HONEYWELL INTERNATIONAL INC EQUITY 438516106 1879 55,767 SH DEFINED 2 55,767
HOOPER HOLMES INC EQUITY 439104100 33 4,100 SH DEFINED 2 4,100
HORACE MANN EDUCATORS CORP EQUITY 440327104 1100 73,300 SH DEFINED 1 73,300
HORACE MANN EDUCATORS CORP EQUITY 440327104 293 19,500 SH DEFINED 2 19,500
HORIZON OFFSHORE INC COM EQUITY 44043J105 2480 160,000 SH DEFINED 3 160,000
GEO. HORMEL & CO EQUITY 440452100 257 15,300 SH DEFINED 1 15,300
HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 2256 100,000 SH DEFINED 1 100,000
HOST MARRIOTT CORP COM EQUITY 44107P104 5190 553,567 SH DEFINED 1 553,567
HOST MARRIOTT CORP COM EQUITY 44107p104 29200 3,114,700 SH DEFINED 3 2,653,800 460,900
HOUGHTON MIFFLIN CO EQUITY 441560109 159 3,400 SH DEFINED 1 3,400
HOUGHTON MIFFLIN CO EQUITY 441560109 177 3,800 SH DEFINED 2 3,800
HOUSEHOLD INT'L EQUITY 441815107 675 16,233 SH DEFINED 1 16,233
HOUSEHOLD INT'L EQUITY 441815107 2880 69,300 SH DEFINED 2 69,300
HOUSEHOLD INT'L EQUITY 441815107 1039 25,000 SH DEFINED 3 25,000
HOWELL CORP EQUITY 443051206 1148 31,900 SH DEFINED 4 31,900
HUBBELL INC. Class B EQUITY 443510201 171 6,700 SH DEFINED 1 6,700
HUGHES SUPPLY INC EQUITY 444482103 111 5,600 SH DEFINED 2 5,600
HUGOTON ROYALTY TRUST TEX EQUITY 444717102 571 45,900 SH DEFINED 4 45,900
HUMANA CORP EQUITY 444859102 24 5,000 SH DEFINED 1 5,000
HUMAN GENOME SCIENCES INC EQUITY 444903108 3014 22,600 SH DEFINED 2 22,600
HUNT (JB) TRANSPRT SVCS INC EQUITY 445658107 59 3,800 SH DEFINED 1 3,800
HUNTINGTON BANCSHARES EQUITY 446150104 106 7,014 SH DEFINED 1 7,014
HUTCHINSON TECHNOLOGY INC CORPBOND 448407AC0 2016 2,805,000 PRN DEFINED 4 2,805,000
ICN PHARMACEUTICALS INC EQUITY 448924100 236 8,500 SH DEFINED 1 8,500
IDT CORP EQUITY 448947101 587 17,300 SH DEFINED 2 17,300
HYPERCOM CORP EQUITY 44913M105 325 22,600 SH DEFINED 4 22,600
IBP INC. EQUITY 449223106 176 11,400 SH DEFINED 1 11,400
ICICI LTD EQUITY 44926P202 300 16,000 SH DEFINED 1 16,000
ICICI LTD EQUITY 44926P202 150 8,008 SH DEFINED 2 8,008
ICOS CORP EQUITY 449295104 1162 26,400 SH DEFINED 2 26,400
IDEC PHARMACEUTICALS CORP. EQUITY 449370105 575 4,900 SH DEFINED 1 4,900
</TABLE>
<PAGE> 29
<TABLE>
<CAPTION>
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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>
IDEC PHARMACEUTICALS CORP EQUITY 449370105 563 4,800 SH DEFINED 2 4,800
IFS INTERNATIONAL INC EQUITY 449515139 48 48,000 SH DEFINED 4 48,000
IMC GLOBAL INC. EQUITY 449669100 160 12,300 SH DEFINED 1 12,300
IMC GLOBAL INC EQUITY 449669100 217 16,700 SH DEFINED 4 16,700
IMC GLOBAL INC EQUITY 449669118 10,000 SH DEFINED 4 10,000
IMS HEALTH INC. EQUITY 449934108 169 9,400 SH DEFINED 1 9,400
IRT PPTY CO EQUITY 450058102 128 15,000 SH DEFINED 2 15,000
ISS GROUP INC EQUITY 450306105 1244 12,600 SH DEFINED 2 12,600
ITT EDL SVCS INC EQUITY 45068B109 1338 76,200 SH DEFINED 2 76,200
ITXC CORP EQUITY 45069F109 1186 33,500 SH DEFINED 2 33,500
IBASIS INC CORPBOND 450732AA0 668 900,000 PRN DEFINED 4 900,000
ITT INDUSTRIES EQUITY 450911102 85 2,800 SH DEFINED 1 2,800
ITT INDUSTRIES EQUITY 450911102 310 10,200 SH DEFINED 2 10,200
IDACORP INC EQUITY 451107106 3806 118,000 SH DEFINED 1 118,000
ILEX ONCOLOGY INC COM EQUITY 451923106 7639 216,700 SH DEFINED 3 216,700
ILLINOIS TOOL WORKS EQUITY 452308109 502 8,800 SH DEFINED 1 8,800
ILLUMINET HLDGS INC COM EQUITY 452334105 3816 75,000 SH DEFINED 3 75,000
IMAGEX COM INC EQUITY 45244D102 4798 791,393 SH DEFINED 1 791,393
IMATION CORPORATION EQUITY 45245A107 112 3,800 SH DEFINED 1 3,800
IMAX CORP EQUITY 45245E109 111 4,900 SH DEFINED 2 4,900
IMMUNEX CORP NEW EQUITY 452528102 1893 38,300 SH DEFINED 2 38,300
IMPLANT SCIENCES CORP EQUITY 45320R116 45 29,900 SH DEFINED 4 29,900
IMPROVENET INC EQUITY 45321E106 62 24,700 SH DEFINED 4 24,700
INAMED CORP EQUITY 453235103 147 4,000 SH DEFINED 2 4,000
INCO LTD EQUITY 453258402 83 5,400 SH DEFINED 1 5,400
INCYTE GENOMICS INC EQUITY 45337C102 288 3,500 SH DEFINED 1 3,500
INCYTE GENOMICS INC EQUITY 45337C102 271 3,300 SH DEFINED 2 3,300
INDYMAC BANCORP INC EQUITY 456607100 1358 100,100 SH DEFINED 2 100,100
INFINITY EQUITY 45662s102 4815 132,139 SH DEFINED 3 109,907 22,232
INET TECHNOLOGIES INC EQUITY 45662V105 1248 23,000 SH DEFINED 2 23,000
INFORMATICA CORP EQUITY 45666Q102 451 5,500 SH DEFINED 2 5,500
INFORMIX CORP EQUITY 456779107 225 30,300 SH DEFINED 1 30,300
INFORMIX CORP EQUITY 456779107 93 12,500 SH DEFINED 4 12,500
INFOSPACE INC EQUITY 45678T102 4089 74,000 SH DEFINED 2 74,000
ING GROEP N V EQUITY 456837103 864 12,800 SH DEFINED 2 12,800
INGERSOLL-RAND EQUITY 456866102 197 4,900 SH DEFINED 1 4,900
INHALE THERAPEUTIC SYS INC CORPBOND 457191AD6 17552 12,250,000 PRN DEFINED 4 12,250,000
INHALE THERAPEUTIC SYS INC CORPBOND 457191AF1 10746 7,500,000 PRN DEFINED 4 7,500,000
INKTOMI CORP EQUITY 457277101 12880 108,920 SH DEFINED 2 108,920
INSITUFORM TECHNOLOGIES INC EQUITY 457667103 60 2,200 SH DEFINED 2 2,200
INSIGHT COMMUNICATIONS INC EQUITY 45768V108 823 52,700 SH DEFINED 2 52,700
INNOVEDA INC EQUITY 45769F102 72 15,800 SH DEFINED 4 15,800
</TABLE>
<PAGE> 30
<TABLE>
<CAPTION>
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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>
INNKEEPERS USA TR COM EQUITY 4576J0104 6386 699,800 SH DEFINED 3 647,200 52,600
INSURANCE AUTO AUCTIONS EQUITY 457875102 2113 100,000 SH DEFINED 1 100,000
INSWEB CORPORATION EQUITY 45809K103 117 55,165 SH DEFINED 1 55,165
INTEGRATED DEVICE TECH INC EQUITY 458118106 605 10,100 SH DEFINED 1 10,100
INTEGRATED DEVICE TECH INC EQUITY 458118106 4030 67,300 SH DEFINED 2 67,300
INTEGRATED SILIC SOLTN COM EQUITY 45812P107 24314 639,830 SH DEFINED 3 629,570 10,260
INTEL CORP EQUITY 458140100 54035 404,190 SH DEFINED 1 379,290
INTEL CORP EQUITY 458140100 42440 317,455 SH DEFINED 2 317,455
INTERIM SVCS INC EQUITY 45868P100 481 27,100 SH DEFINED 2 27,100
INTERLIANT INC EQUITY 458742103 1191 51,100 SH DEFINED 2 51,100
INTERLIANT INC CORPBOND 458742AA1 2673 4,300,000 PRN DEFINED 4 4,300,000
INTERMAGNETICS GEN CORP CORPBOND 458771AB8 1630 1,200,000 PRN DEFINED 4 1,200,000
INTERNATIONAL BUSINESS MACHINES EQUITY 459200101 24145 220,375 SH DEFINED 1 220,375
INTERNATIONAL BUSINESS MACHINES EQUITY 459200101 27850 254,190 SH DEFINED 2 254,190
INTERNATIONAL FLAVORS & FRAG EQUITY 459506101 94 3,100 SH DEFINED 1 3,100
INTERNATIONAL FLAVORS & FRAG EQUITY 459506101 2062 68,322 SH DEFINED 2 68,322
INTERNATIONAL HOME FOODS INC. EQUITY 459655106 35511 1,696,060 SH DEFINED 1 1,696,060
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 207 7,800 SH DEFINED 1 7,800
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 1988 75,000 SH DEFINED 2 75,000
INTERNATIONAL MULTIFOO EQUITY 460043102 35 2,000 SH DEFINED 1 2,000
INTERNATIONAL PAPER EQUITY 460146103 425 14,241 SH DEFINED 1 14,241
INTERNATIONAL PAPER EQUITY 460146103 7 248 SH DEFINED 2 248
INTERNATIONAL RECTIFIER CORP EQUITY 460254105 1960 35,000 SH DEFINED 2 35,000
INTL SPEEDWAY CORP CL-A EQUITY 460335201 236 5,700 SH DEFINED 1 5,700
INTL SPEEDWAY CORP CL-A EQUITY 460335201 36567 883,800 SH DEFINED 3 856,100 27,700
INTERNATIONAL SMARK SOURCING EQUITY 46033G108 258 121,400 SH DEFINED 4 121,400
INTERNET CAPITAL GROUP INC EQUITY 46059C106 150 4,058 SH DEFINED 1 4,058
INTERNET CAPITAL GROUP INC EQUITY 46059C106 1321 35,700 SH DEFINED 2 35,700
INTERNET CAPITAL GROUP INC CORPBOND 46059CAA4 819 1,250,000 PRN DEFINED 4 1,250,000
INTERPUBLIC GROUP COS EQUITY 460690100 366 8,500 SH DEFINED 1 8,500
INTERPUBLIC GROUP COS CORPBOND 460690AF7 2738 2,289,000 PRN DEFINED 4 2,289,000
INTERSIL HLDG CORP EQUITY 46069S109 1206 22,300 SH DEFINED 2 22,300
INTERSTATE BAKERIES CORP EQUITY 46072H108 99 7,100 SH DEFINED 1 7,100
INTERSTATE HOTELS CORPORATION EQUITY 46088R108 44 15,058 SH DEFINED 1 15,058
INTERTAN INC EQUITY 461120107 2929 249,250 SH DEFINED 3 249,250
INTERTAN INC EQUITY 461120107 215 18,300 SH DEFINED 4 18,300
INTERWOVEN INC EQUITY 46114T102 5499 50,000 SH DEFINED 2 50,000
INTUIT EQUITY 461202103 902 21,800 SH DEFINED 1 21,800
INTUIT EQUITY 461202103 865 20,900 SH DEFINED 2 20,900
INVACARE CORP EQUITY 461203101 244 9,300 SH DEFINED 2 9,300
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 130 3,300 SH DEFINED 1 3,300
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 1830 43,000 SH DEFINED 2 43,000
</TABLE>
<PAGE> 31
<TABLE>
<CAPTION>
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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>
INVITROGEN CORP EQUITY 46185R100 5385 71,600 SH DEFINED 2 71,600
INVITROGEN CORP EQUITY 46185r100 64810 861,800 SH DEFINED 3 844,600 17,200
IONA TECHNOLOGIES PLC EQUITY 46206P109 20570 326,500 SH DEFINED 3 318,900 7,600
IONICS INC COM EQUITY 462218108 2943 96,100 SH DEFINED 3 96,100
IPALCO ENTERPRISES INC EQUITY 462613100 185 9,200 SH DEFINED 1 9,200
IRON MOUNTAIN INC EQUITY 462846106 1695 50,000 SH DEFINED 1 50,000
IRON MOUNTAIN INC EQUITY 462846106 63186 1,858,400 SH DEFINED 3 1,792,350 66,050
ITRON INC CORPBOND 465741AC0 1032 1,612,000 PRN DEFINED 4 1,612,000
ITRON INC CORPBOND 465741AD8 826 826,000 PRN DEFINED 4 826,000
IVAX CORP EQUITY 465823102 699 16,850 SH DEFINED 1 16,850
IVAX CORP EQUITY 465823102 2785 67,100 SH DEFINED 2 67,100
JDS UNIPHASE CORP EQUITY 46612J101 59309 494,760 SH DEFINED 2 494,760
JDA SOFTWARE GROUP INC EQUITY 46612K108 133 6,910 SH DEFINED 2 6,910
JLG INDS INC EQUITY 466210101 147 12,400 SH DEFINED 2 12,400
JNI CORP EQUITY 46622G105 1211 38,300 SH DEFINED 2 38,300
JP REALTY INC COM EQUITY 46624A106 187 10,500 SH DEFINED 3 10,500
JABIL CIRCUIT INC EQUITY 466313103 1017 20,500 SH DEFINED 1 20,500
JABIL CIRCUIT INC EQUITY 466313103 1335 26,900 SH DEFINED 2 26,900
JACOBS ENGR GROUP INC EQUITY 469814107 92 2,800 SH DEFINED 1 2,800
JACOR COMMUNICATIONS INC EQUITY 469858138 4764 396,977 SH DEFINED 4 396,977
JEFFERSON PILOT EQUITY 475070108 175 3,100 SH DEFINED 1 3,100
JOHNSON & JOHNSON EQUITY 478160104 19968 196,001 SH DEFINED 1 196,001
JOHNSON & JOHNSON EQUITY 478160104 14731 144,600 SH DEFINED 2 144,600
JOHNSON CONTROLS INC EQUITY 478366107 128 2,500 SH DEFINED 1 2,500
JONES APPAREL GROUP INC EQUITY 480074103 300 12,752 SH DEFINED 1 12,752
JONES APPAREL GROUP INC EQUITY 480074103 409 17,400 SH DEFINED 2 17,400
JONES PHARMA INC EQUITY 480236108 1570 39,300 SH DEFINED 2 39,300
JONES PHARMA INC EQUITY 480236108 45509 1,139,495 SH DEFINED 3 1,088,495 51,000
JUNIPER NETWORKS INC EQUITY 48203R104 19302 132,600 SH DEFINED 2 132,600
KLA-TENCOR CORP EQUITY 482480100 313 5,350 SH DEFINED 1 5,350
KLA TENCOR CORP EQUITY 482480100 550 9,400 SH DEFINED 2 9,400
K MART EQUITY 482584109 100 14,700 SH DEFINED 1 14,700
KANA COMMUNICATIONS INC EQUITY 483600102 1516 24,500 SH DEFINED 2 24,500
KANSAS CITY P&L EQUITY 485134100 149 6,600 SH DEFINED 1 6,600
KANSAS CITY SOUTHN IND EQUITY 485170104 231 2,600 SH DEFINED 1 2,600
KANSAS CITY SOUTHN IND EQUITY 485170104 62 700 SH DEFINED 2 700
KAUFMAN + BROAD HOME CORP EQUITY 486168107 24 1,200 SH DEFINED 1 1,200
KAUFMAN + BROAD HOME CORP EQUITY 486168107 75 3,800 SH DEFINED 2 3,800
KAYDON CORP EQUITY 486587108 67 3,200 SH DEFINED 1 3,200
KAYDON CORP EQUITY 486587108 158 7,500 SH DEFINED 2 7,500
KEANE INC EQUITY 486665102 162 7,500 SH DEFINED 1 7,500
KEANE INC EQUITY 486665102 502 23,200 SH DEFINED 2 23,200
</TABLE>
<PAGE> 32
<TABLE>
<CAPTION>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KELLOGG EQUITY 487836108 360 12,100 SH DEFINED 1 12,100
KELLY SERVICES CI'A' EQUITY 488152208 88 3,800 SH DEFINED 1 3,800
KEMET CORP EQUITY 488360108 2110 84,200 SH DEFINED 2 84,200
KEMET CORP EQUITY 488360108 33962 1,355,100 SH DEFINED 3 1,326,200 28,900
KENDLE INTL INC EQUITY 48880L107 8 1,000 SH DEFINED 2 1,000
KENNAMETAL INC EQUITY 489170100 69 3,200 SH DEFINED 1 3,200
KENT ELECTRS CORP COM EQUITY 490553104 22637 759,300 SH DEFINED 3 741,300 18,000
KERR MCGEE CORP EQUITY 492386107 167 2,832 SH DEFINED 1 2,832
KERR MCGEE CORP EQUITY 492386107 2888 49,000 SH DEFINED 2 49,000
KEY ENERGY SVCS INC EQUITY 492914106 366 38,000 SH DEFINED 2 38,000
KEY ENERGY SVCS INC EQUITY 492914106 1444 150,000 SH DEFINED 3 150,000
KEY ENERGY SVCS INC CORPBOND 492914AC0 726 735,000 PRN DEFINED 4 735,000
KEYCORP EQUITY 493267108 234 13,300 SH DEFINED 1 13,300
KEYSPAN CORPORTATION EQUITY 49337W100 443 14,400 SH DEFINED 1 14,400
KEYSTONE FINANCIAL INC EQUITY 493482103 111 5,200 SH DEFINED 1 5,200
KFORCE COM INC EQUITY 493732101 201 29,000 SH DEFINED 2 29,000
KILROY RLTY CORP EQUITY 49427F108 75 2,900 SH DEFINED 2 2,900
KILROY RLTY CORP EQUITY 49427F108 7825 301,700 SH DEFINED 3 275,700 26,000
KIMBERLY-CLARK CORP EQUITY 494368103 6544 114,050 SH DEFINED 1 114,050
KIMBERLY-CLARK CORP EQUITY 494368103 2232 38,910 SH DEFINED 2 38,910
KIMCO REALTY EQUITY 49446R109 19515 475,975 SH DEFINED 1 475,975
KIMCO REALTY EQUITY 49446R109 30221 737,100 SH DEFINED 3 635,700 101,400
KINDER MORGAN INC EQUITY 494550106 823 20,600 SH DEFINED 1 20,600
KINDER MORGAN INC EQUITY 49455P101 425 12,300 SH DEFINED 1 12,300
KINDER MORGAN INC EQUITY 49455P101 13521 391,200 SH DEFINED 3 339,100 52,100
KING PHARMACEUTICALS INC EQUITY 495582108 2303 52,500 SH DEFINED 2 52,500
KING PHARMACEUTICALS INC EQUITY 495582108 110201 2,511,700 SH DEFINED 3 2,403,400 108,300
KIRBY CORP COM EQUITY 497266106 2112 99,400 SH DEFINED 3 99,400
KNIGHT RIDDER INC. EQUITY 499040103 128 2,400 SH DEFINED 1 2,400
KNIGHT TRADING GROUP COM EQUITY 499063105 2483 83,300 SH DEFINED 3 78,600 4,700
KNIGHT TRANSN INC EQUITY 499064103 160 11,000 SH DEFINED 2 11,000
KOGER EQUITY INC EQUITY 500228101 528 31,300 SH DEFINED 2 31,300
KOHLS CORPORATION EQUITY 500255104 534 9,600 SH DEFINED 1 9,600
KOHLS CORPORATION EQUITY 500255104 912 16,400 SH DEFINED 2 16,400
KONINKLIJKE PHILIPS ELECTRS NV EQUITY 500472204 441 9,280 SH DEFINED 2 9,280
Korea Electric Power Corp. EQUITY 500631106 974 59,500 SH DEFINED 1 59,500
KOREA FUND INC EQUITY 500634100 548 39,000 SH DEFINED 1 39,000
KOREA TELECOM EQUITY 50063P103 447 9,250 SH DEFINED 2 9,250
KROGER CO. EQUITY 501044101 543 24,600 SH DEFINED 1 24,600
KROGER CO EQUITY 501044101 1668 75,600 SH DEFINED 2 75,600
KROLL-O'GARA COMPANY EQUITY 501050108 23829 1,444,212 SH DEFINED 1 1,444,212
KRONOS INC EQUITY 501052104 91 3,500 SH DEFINED 2 3,500
</TABLE>
<PAGE> 33
<TABLE>
<CAPTION>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KULICKE + SOFFA INDS INC EQUITY 501242101 10123 170,500 SH DEFINED 2 170,500
LG&E ENERGY CORP EQUITY 501917108 5310 222,400 SH DEFINED 1 222,400
LNR PPTY CORP EQUITY 501940100 511 26,200 SH DEFINED 2 26,200
LL&E ROYALTY TRUST EQUITY 502003106 1338 428,200 SH DEFINED 4 428,200
LSI LOGIC CORP EQUITY 502161102 471 8,700 SH DEFINED 1 8,700
LSI LOGIC CORP EQUITY 502161102 1829 33,800 SH DEFINED 2 33,800
LSI LOGIC CORP CORPBOND 502161AB8 940 268,000 PRN DEFINED 4 268,000
LSI LOGIC CORP CORPBOND 502161AD4 145735 41,548,000 PRN DEFINED 4 41,548,000
LTC PROPERTIES INC CORPBOND 502175AE2 1046 1,385,000 PRN DEFINED 4 1,385,000
LTX CORP EQUITY 502392103 1778 50,900 SH DEFINED 2 50,900
L-3 COMMUNICATIONS HLDGS INC EQUITY 502424104 200 3,500 SH DEFINED 1 3,500
L-3 COMMUNICATIONS HLDGS INC EQUITY 502424104 30118 527,800 SH DEFINED 3 510,800 17,000
LA Z BOY INC EQUITY 505336107 217 15,500 SH DEFINED 2 15,500
LAM RESH CORP EQUITY 512807108 2198 58,600 SH DEFINED 2 58,600
LAMAR ADVERTISING CO EQUITY 512815101 680 15,700 SH DEFINED 2 15,700
LAMAR CORP CV CORPBOND 512815af8 3121 2,815,000 PRN DEFINED 3 2,351,000 464,000
LANCASTER COLONY CORP EQUITY 513847103 81 4,150 SH DEFINED 1 4,150
LANCE INC EQUITY 514606102 28 3,100 SH DEFINED 1 3,100
LANCE INC EQUITY 514606102 572 63,500 SH DEFINED 2 63,500
LANDS END INC EQUITY 515086106 107 3,200 SH DEFINED 1 3,200
LANDRYS SEAFOOD REST INC EQUITY 51508L103 170 20,000 SH DEFINED 2 20,000
LAS VEGAS ENTER NETWRK CO EQUITY 517669305 90,629 SH DEFINED 1 90,629
LATTICE SEMICONDUCTOR CORP EQUITY 518415104 3477 50,300 SH DEFINED 2 50,300
LATTICE SEMICONDUCTOR CORP CORPBOND 518415AC8 6183 3,435,000 PRN DEFINED 4 3,435,000
LAUDER ESTEE COS INC EQUITY 518439104 954 19,300 SH DEFINED 2 19,300
LEAR CORP EQUITY 521865105 142 7,100 SH DEFINED 1 7,100
LEAR CORP EQUITY 521865105 374 18,700 SH DEFINED 2 18,700
LEE ENTERPRISES INC EQUITY 523768109 110 4,700 SH DEFINED 1 4,700
LEGATO SYSTEMS INC EQUITY 524651106 141 9,300 SH DEFINED 1 9,300
LEGGETT & PLATT INC. EQUITY 524660107 94 5,700 SH DEFINED 1 5,700
LEGG MASON INC EQUITY 524901105 335 6,700 SH DEFINED 1 6,700
LEHMAN BROTHERS HOLDING INC EQUITY 524908100 293 3,100 SH DEFINED 1 3,100
LEHMAN BROTHERS HOLDING INC EQUITY 524908100 1806 19,100 SH DEFINED 2 19,100
LENNAR CORP EQUITY 526057104 284 14,000 SH DEFINED 2 14,000
LEUCADIA NATL CORP EQUITY 527288104 465 20,400 SH DEFINED 2 20,400
LEVEL 3 COMMUNICATIONS INC EQUITY 52729N100 4681 53,190 SH DEFINED 2 53,190
LEXMARK INTL INC EQUITY 529771107 5894 87,640 SH DEFINED 1 87,640
LEXMARK INTL INC EQUITY 529771107 2172 32,300 SH DEFINED 2 32,300
LIBERTY DIGITAL INC EQUITY 530436104 363 12,100 SH DEFINED 2 12,100
LIBERTY FINL COS INC EQUITY 530512102 3760 171,400 SH DEFINED 2 171,400
LIBERTY PPTY TR SH BEN INT EQUITY 531172104 15140 583,700 SH DEFINED 3 497,600 86,100
LIGHTPATH TECHNOLOGIES INC EQUITY 532257102 1991 50,000 SH DEFINED 2 50,000
</TABLE>
<PAGE> 34
<TABLE>
<CAPTION>
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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>
ELI LILLY AND COMPANY EQUITY 532457108 12504 125,200 SH DEFINED 1 125,200
ELI LILLY AND COMPANY EQUITY 532457108 949 9,500 SH DEFINED 2 9,500
LIMITED INC EQUITY 532716107 285 13,200 SH DEFINED 1 13,200
LINCARE HOLDINGS INC EQUITY 532791100 140 5,700 SH DEFINED 1 5,700
LINCARE HOLDINGS INC EQUITY 532791100 1221 49,600 SH DEFINED 2 49,600
LINCOLN NATIONAL CORP. EQUITY 534187109 210 5,800 SH DEFINED 1 5,800
LINCOLN NATIONAL CORP. EQUITY 534187109 756 20,930 SH DEFINED 2 20,930
LINEAR TECHNOLOGY CORP EQUITY 535678106 575 9,000 SH DEFINED 1 9,000
LINEAR TECHNOLOGY CORP EQUITY 535678106 10485 163,990 SH DEFINED 2 163,990
LINENS N THINGS INC EQUITY 535679104 1343 49,500 SH DEFINED 2 49,500
LINENS N THINGS INC EQUITY 535679104 32254 1,189,100 SH DEFINED 3 1,163,600 25,500
LITTON INDS INC EQUITY 538021106 206 4,900 SH DEFINED 1 4,900
LITTON INDS INC EQUITY 538021106 630 15,000 SH DEFINED 2 15,000
LIZ CLAIBORNE INC EQUITY 539320101 71 2,000 SH DEFINED 1 2,000
LO-JACK CORPORATION EQUITY 539451104 1665 240,000 SH DEFINED 1 240,000
LOCKHEED MARTIN CORP EQUITY 539830109 293 11,800 SH DEFINED 1 11,800
LOEWS CORP. EQUITY 540424108 192 3,200 SH DEFINED 1 3,200
LONE STAR STEAKHOUSE + SALOON EQUITY 542307103 35 3,500 SH DEFINED 1 3,500
LONE STAR STEAKHOUSE + SALOON EQUITY 542307103 34 3,400 SH DEFINED 2 3,400
LONE STAR TECHNOLOGIES INC EQUITY 542312103 2354 50,900 SH DEFINED 2 50,900
LONGS DRUG STORES INC EQUITY 543162101 26 1,200 SH DEFINED 1 1,200
LONGVIEW FIBRE EQUITY 543213102 61 5,500 SH DEFINED 1 5,500
LOUIS DREYFUS NAT GAS CORP EQUITY 546011107 157 5,000 SH DEFINED 2 5,000
LOUISIANA PACIFIC EQUITY 546347105 34 3,100 SH DEFINED 1 3,100
LOWE'S COMPANIES EQUITY 548661107 20474 498,600 SH DEFINED 1 498,600
LUBRIZOL CORP. EQUITY 549271104 122 5,800 SH DEFINED 1 5,800
LUCENT TECHNOLOGIES INC EQUITY 549463107 17050 287,767 SH DEFINED 1 287,767
LUCENT TECHNOLOGIES INC EQUITY 549463107 12906 217,910 SH DEFINED 2 217,910
LUCENT TECHNOLOGIES INC EQUITY 549463107 1458 25,000 SH DEFINED 4 25,000
LUMINEX CORP DEL COM EQUITY 55027E102 5203 125,000 SH DEFINED 3 125,000
LYONDELL CHEMICAL COMPANY EQUITY 552078107 213 12,700 SH DEFINED 1 12,700
MBIA INC. EQUITY 55262C100 140 2,900 SH DEFINED 1 2,900
MBIA INC. EQUITY 55262C100 1084 22,500 SH DEFINED 2 22,500
MBNA CORP EQUITY 55262L100 23008 848,212 SH DEFINED 1 848,212
MBNA CORP EQUITY 55262L100 3648 134,500 SH DEFINED 3 134,500
MBL INTL FIN BERMUDA TR CORPBOND 55262XAA2 10300 10,000,000 PRN DEFINED 4 10,000,000
MCN ENERGY GROUP INC. EQUITY 55267J100 197 9,200 SH DEFINED 1 9,200
MGC COMMINICATIONS INC CORPBOND 552763500 2684 50,650 PRN DEFINED 4 50,650
MGIC INVESTMENT CORP EQUITY 552848103 146 3,200 SH DEFINED 1 3,200
MGIC INVESTMENT CORP EQUITY 552848103 505 11,100 SH DEFINED 2 11,100
MGIC INVESTMENT CORP EQUITY 552848103 8440 185,500 SH DEFINED 3 144,200 41,300
MGM GRAND INC EQUITY 552953101 1908 59,400 SH DEFINED 2 59,400
</TABLE>
<PAGE> 35
<TABLE>
<CAPTION>
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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>
MRV COMMUNICATIONS INC EQUITY 553477100 894 13,300 SH DEFINED 2 13,300
MRV COMMUNICATIONS INC CORPBOND 553477AB6 131912 26,368,000 PRN DEFINED 4 26,368,000
MSC INDL DIRECT INC EQUITY 553530106 322 15,400 SH DEFINED 2 15,400
MACERICH CO COM EQUITY 554382101 16968 769,100 SH DEFINED 3 673,600 95,500
MACK CALI REALTY CORP COM EQUITY 554489104 77 3,000 SH DEFINED 2 3,000
MACK CALI REALTY CORP COM EQUITY 554489104 25391 988,444 SH DEFINED 3 849,644 138,800
MACROMEDIA INC EQUITY 556100105 599 6,200 SH DEFINED 1 6,200
MACROMEDIA INC EQUITY 556100105 3500 36,200 SH DEFINED 2 36,200
Madeco SA-ADR EQUITY 556304103 149 19,500 SH DEFINED 1 19,500
MAGNA INTL INC CORPBOND 559222AE4 10368 10,215,000 PRN DEFINED 4 10,215,000
MAGNETEK INC EQUITY 559424106 20 2,500 SH DEFINED 1 2,500
MAGNUM HUNTER RESOURCES INC EQUITY 55972F120 231 142,200 SH DEFINED 4 142,200
MATAV RT-SPONSORED ADR EQUITY 559776109 138 4,000 SH DEFINED 1 4,000
MAIL.COM CORPBOND 560311AA0 3133 7,375,000 PRN DEFINED 4 7,375,000
MAIL WELL HLDGS INC EQUITY 560321200 66 7,600 SH DEFINED 2 7,600
MALLINCKRODT GROUP INC EQUITY 561232109 96 2,200 SH DEFINED 1 2,200
MANDALAY RESORT GROUP EQUITY 562567107 196 9,800 SH DEFINED 1 9,800
MANOR CARE INC EQUITY 564055101 18 2,600 SH DEFINED 1 2,600
MANOR CARE INC EQUITY 564055101 350 50,000 SH DEFINED 2 50,000
MANPOWER INC EQUITY 56418H100 262 8,200 SH DEFINED 1 8,200
MANPOWER INC EQUITY 56418H100 656 20,500 SH DEFINED 2 20,500
MANUFACTURED HOME CMNTYS INC EQUITY 564682102 211 8,800 SH DEFINED 2 8,800
MARCHFIRST INC EQUITY 566244109 288 15,800 SH DEFINED 1 15,800
MARINE DRILLING COS INC EQUITY 568240204 1929 68,900 SH DEFINED 2 68,900
MARK IV INDS INC EQUITY 570387100 98 4,700 SH DEFINED 1 4,700
MARK IV INDS INC EQUITY 570387100 77 3,700 SH DEFINED 2 3,700
MARSH & MC LENNAN EQUITY 571748102 8389 80,325 SH DEFINED 1 80,325
MARSH & MC LENNAN EQUITY 571748102 407 3,900 SH DEFINED 2 3,900
MARSHALL & ILSLY CORP EQUITY 571834100 465 11,200 SH DEFINED 1 11,200
MARRIOTT INTL INC NEW EQUITY 571903202 2643 73,276 SH DEFINED 1 73,276
MARRIOTT INTL INC NEW EQUITY 571903202 602 16,700 SH DEFINED 2 16,700
MARTHA STEWART LIVING INC EQUITY 573083102 22 1,000 SH DEFINED 2 1,000
MARTIN MARIETTA MATLS INC EQUITY 573284106 202 5,000 SH DEFINED 1 5,000
MARTIN MARIETTA MATLS INC EQUITY 573284106 1237 30,600 SH DEFINED 2 30,600
MASCO CORP EQUITY 574599106 238 13,200 SH DEFINED 1 13,200
MASCO CORP EQUITY 574599106 1568 86,800 SH DEFINED 2 86,800
Masisa SA-ADR EQUITY 574799102 208 17,600 SH DEFINED 1 17,600
MASTEC INC EQUITY 576323109 517 13,550 SH DEFINED 2 13,550
MATTEL INC. EQUITY 577081102 158 12,000 SH DEFINED 1 12,000
MAXIM INTEGRATED PRODS INC EQUITY 57772K101 558 8,220 SH DEFINED 1 8,220
MAXIM INTEGRATED PRODS INC EQUITY 57772K101 9042 133,100 SH DEFINED 2 133,100
MAXIM PHARMACEUTICALS INC EQUITY 57772M107 2826 55,000 SH DEFINED 2 55,000
</TABLE>
<PAGE> 36
<TABLE>
<CAPTION>
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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>
MAXWELL SHOE INC EQUITY 577766108 119 12,100 SH DEFINED 4 12,100
MAY DEPARTMENT STORES EQUITY 577778103 258 10,750 SH DEFINED 1 10,750
MAY DEPARTMENT STORES EQUITY 577778103 2163 90,132 SH DEFINED 2 90,132
MAXXAM INC EQUITY 577913106 14 800 SH DEFINED 1 800
MAVERICK TUBE CORP EQUITY 577914104 4281 147,000 SH DEFINED 2 147,000
MAXIMUS INC EQUITY 577933104 89 4,000 SH DEFINED 2 4,000
MAXIMUS INC EQUITY 577933104 32212 1,455,900 SH DEFINED 3 1,400,500 55,400
MAYTAG CORP EQUITY 578592107 92 2,500 SH DEFINED 1 2,500
MAYTAG CORP EQUITY 578592107 7 200 SH DEFINED 2 200
McCORMICK & CO. EQUITY 579780206 241 7,400 SH DEFINED 1 7,400
MCDERMOTT INTERNATIONAL EQUITY 580037109 17 1,900 SH DEFINED 1 1,900
MC DONALDS CORP. EQUITY 580135101 1281 38,880 SH DEFINED 1 38,880
MC DONALDS CORP. EQUITY 580135101 2582 78,400 SH DEFINED 2 78,400
MCGRAW HILL CORP EQUITY 580645109 383 7,100 SH DEFINED 1 7,100
MCKESSON HBOC INC EQUITY 58155Q103 174 8,294 SH DEFINED 1 8,294
MCLEODUSA INC EQUITY 582266102 2574 124,400 SH DEFINED 2 124,400
MEAD CORP EQUITY 582834107 78 3,100 SH DEFINED 1 3,100
MEDAREX INC EQUITY 583916101 2687 31,800 SH DEFINED 2 31,800
MEDIA GEN INC EQUITY 584404107 131 2,700 SH DEFINED 1 2,700
MEDIAONE GROUP INC EQUITY 58440J104 1223 18,500 SH DEFINED 1 18,500
MEDIAONE GROUP INC EQUITY 58440J104 2148 32,300 SH DEFINED 2 32,300
MEDICIS PHARMACEUTICAL CL A NEW EQUITY 584690309 79811 1,400,199 SH DEFINED 3 1,371,199 29,000
MEDIMMUNE INC EQUITY 584699102 422 5,700 SH DEFINED 1 5,700
MEDIMMUNE INC EQUITY 584699102 30877 417,250 SH DEFINED 2 417,250
MEDQUIST INC EQUITY 584949101 1884 55,400 SH DEFINED 2 55,400
MEDTRONIC INC. EQUITY 585055106 8787 176,400 SH DEFINED 1 176,400
MELLON FINANCIAL CORP EQUITY 58551A108 557 15,300 SH DEFINED 1 15,300
MELLON FINANCIAL CORP EQUITY 58551A108 3757 103,100 SH DEFINED 2 103,100
MENS WEARHOUSE INC EQUITY 587118100 116 5,200 SH DEFINED 2 5,200
MENTOR GRAPHICS EQUITY 587200106 135 6,800 SH DEFINED 1 6,800
MENTOR GRAPHICS EQUITY 587200106 368 18,500 SH DEFINED 2 18,500
MERCANTILE BANKSHARES CORP EQUITY 587405101 241 8,100 SH DEFINED 1 8,100
MERCANTILE BANKSHARES CORP EQUITY 587405101 209 7,000 SH DEFINED 2 7,000
MERCATOR SOFTWARE INC EQUITY 587587106 2475 36,000 SH DEFINED 2 36,000
MERCK & CO. EQUITY 589331107 5230 68,250 SH DEFINED 1 68,250
MERCK & CO. EQUITY 589331107 17288 225,615 SH DEFINED 2 225,615
MERCURY INTERACTIVE CORPORATION EQUITY 589405109 242 2,500 SH DEFINED 1 2,500
MERCURY INTERACTIVE CORPORATION EQUITY 589405109 2876 29,727 SH DEFINED 2 29,727
MERCURY INTERACTIVE CORPORATION EQUITY 589405109 46430 479,900 SH DEFINED 3 462,900 17,000
MEREDITH CORP EQUITY 589433101 54 1,600 SH DEFINED 1 1,600
MERISTAR HOSPITALITY CORP EQUITY 58984Y103 2066 98,400 SH DEFINED 1 98,400
MERISTAR HOSPITALITY CORP EQUITY 58984y103 1712 81,500 SH DEFINED 3 70,300 11,200
</TABLE>
<PAGE> 37
<TABLE>
<CAPTION>
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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 INC EQUITY 59000G100 74 6,699 SH DEFINED 1 6,699
MERIX CORP COM EQUITY 590049102 11416 242,900 SH DEFINED 3 242,900
MERRILL LYNCH & CO. EQUITY 590188108 1242 10,800 SH DEFINED 1 10,800
MERRILL LYNCH & CO. EQUITY 590188108 84006 730,490 SH DEFINED 2 730,490
METHODE ELECTRS INC CL A EQUITY 591520200 36099 934,600 SH DEFINED 3 915,400 19,200
METLIFE INC EQUITY 59156R108 6319 300,000 SH DEFINED 1 300,000
METRICOM INC EQUITY 591596101 976 35,000 SH DEFINED 1 35,000
METRIS COS INC COM EQUITY 591598107 124529 4,956,385 SH DEFINED 3 4,767,931 188,454
METRETEK TECHNOLOGIES INC EQUITY 59159Q115 114 41,500 SH DEFINED 4 41,500
METROMEDIA FIBER NETWORK INC EQUITY 591689104 2711 68,320 SH DEFINED 2 68,320
METTLER-TOLEDO INTERNATIONAL EQUITY 592688105 10734 268,361 SH DEFINED 1 268,361
MICHAELS STORES INC COM EQUITY 594087108 5552 121,200 SH DEFINED 3 121,200
MICREL INC EQUITY 594793101 400 9,200 SH DEFINED 1 9,200
MICROS SYS INC EQUITY 594901100 38 2,050 SH DEFINED 2 2,050
MICROSOFT CORP EQUITY 594918104 52731 659,140 SH DEFINED 1 659,140
MICROSOFT CORP EQUITY 594918104 106977 1,337,218 SH DEFINED 2 1,337,218
MICROCHIP TECHNOLOGY INC EQUITY 595017104 489 8,400 SH DEFINED 1 8,400
MICROCELL TELECOMMUNICATIONS EQUITY 59501T304 462 12,800 SH DEFINED 2 12,800
MICROMUSE INC EQUITY 595094103 10972 66,300 SH DEFINED 2 66,300
MICRON ELECTRONICS INC EQUITY 595100108 118 9,400 SH DEFINED 2 9,400
MICRON TECHNOLOGY INC EQUITY 595112103 1321 15,000 SH DEFINED 1 15,000
MICRON TECHNOLOGY INC EQUITY 595112103 4509 51,200 SH DEFINED 2 51,200
MID ATLANTIC RLTY TR CORPBOND 595232AA7 1429 1,500,000 PRN DEFINED 4 1,500,000
MIDCOAST ENERGY RES COM EQUITY 59563W104 2904 184,400 SH DEFINED 3 184,400
MILLENIUM PHARMACEUTICALS, INC EQUITY 599902103 1108 9,900 SH DEFINED 1 9,900
MILLENIUM PHARMACEUTICALS, INC EQUITY 599902103 12866 115,000 SH DEFINED 2 115,000
HERMAN MILLER EQUITY 600544100 220 8,500 SH DEFINED 1 8,500
HERMAN MILLER EQUITY 600544100 4831 186,700 SH DEFINED 3 159,100 27,600
MILLIPORE CORP EQUITY 601073109 106 1,400 SH DEFINED 1 1,400
MILLIPORE CORP EQUITY 601073109 354 4,700 SH DEFINED 2 4,700
MILLIPORE CORP EQUITY 601073109 100392 1,331,900 SH DEFINED 3 1,278,500 53,400
MILLS CORP COM EQUITY 601148109 2822 150,000 SH DEFINED 3 150,000
MINERALS TECHNOLOGIES INC EQUITY 603158106 101 2,200 SH DEFINED 1 2,200
MINERALS TECHNOLOGIES INC EQUITY 603158106 51 1,100 SH DEFINED 2 1,100
MINIMED INC EQUITY 60365K108 413 3,500 SH DEFINED 1 3,500
MINNESOTA MINING & MFG. EQUITY 604059105 957 11,600 SH DEFINED 1 11,600
MINNESOTA MINING & MFG. EQUITY 604059105 7650 92,726 SH DEFINED 2 92,726
MINNESOTA POWER, INC EQUITY 604110106 139 8,000 SH DEFINED 1 8,000
MITCHELL ENERGY + DEV CORP EQUITY 606592202 13968 434,600 SH DEFINED 3 425,000 9,600
MITCHELL ENERGY + DEV CORP EQUITY 606592301 284 9,000 SH DEFINED 2 9,000
MITEL CORP EQUITY 606711109 1212 57,700 SH DEFINED 2 57,700
MOBILE MINI EQUITY 60740F105 3316 150,300 SH DEFINED 2 150,300
</TABLE>
<PAGE> 38
<TABLE>
<CAPTION>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MOBILE MINI EQUITY 60740F105 12108 548,800 SH DEFINED 3 548,800
MODINE MFG CO EQUITY 607828100 84 3,100 SH DEFINED 1 3,100
MODIS PROFESSIONAL SERVICES EQUITY 607830106 79 10,400 SH DEFINED 1 10,400
MOHAWK INDUSTRIES INC EQUITY 608190104 126 5,800 SH DEFINED 1 5,800
MOLECULAR DEVICES CORP EQUITY 60851C107 332 4,800 SH DEFINED 2 4,800
MOLEX INC EQUITY 608554101 270 5,600 SH DEFINED 1 5,600
MOLEX INC EQUITY 608554101 617 12,821 SH DEFINED 2 12,821
MOLEX INC EQUITY 608554200 403 11,500 SH DEFINED 2 11,500
MONTANA POWER CO EQUITY 612085100 410 11,600 SH DEFINED 1 11,600
MORGAN J P + CO INC EQUITY 616880100 540 4,900 SH DEFINED 1 4,900
MORGAN J P + CO INC EQUITY 616880100 2127 19,310 SH DEFINED 2 19,310
MORGAN STANLEY DEAN WITTER & CO EQUITY 617446448 2754 33,080 SH DEFINED 1 33,080
MORGAN STANLEY DEAN WITTER & CO EQUITY 617446448 40638 488,143 SH DEFINED 2 488,143
MORGAN STANLEY ASIA PAC FD INC EQUITY 61744U106 183 18,000 SH DEFINED 2 18,000
MORGAN STANLEY DW INDIA INVEST EQUITY 61745C105 1163 96,900 SH DEFINED 1 96,900
MOTOROLA INC EQUITY 620076109 11135 383,127 SH DEFINED 1 383,127
MOTOROLA INC EQUITY 620076109 14575 500,875 SH DEFINED 2 500,875
MOTOROLA INC CORPBOND 620076AJ8 755 763,000 PRN DEFINED 4 763,000
MURPHY OIL CORP EQUITY 626717102 285 4,800 SH DEFINED 1 4,800
MYLAN LABORATORIES EQUITY 628530107 254 13,900 SH DEFINED 1 13,900
MYRIAD GENETICS INC EQUITY 62855J104 8840 59,700 SH DEFINED 2 59,700
MYPOINTS COM INC EQUITY 62855T102 218 11,500 SH DEFINED 2 11,500
NCH CORP. EQUITY 628850109 22 600 SH DEFINED 1 600
NCO GROUP INC EQUITY 628858102 62 2,700 SH DEFINED 1 2,700
NCR CORPORATION EQUITY 62886E108 103 2,650 SH DEFINED 1 2,650
NRG ENERGY INC EQUITY 629377102 3375 184,950 SH DEFINED 1 184,950
NRG ENERGY INC EQUITY 629377102 420 23,000 SH DEFINED 2 23,000
NTL INC EQUITY 629407107 40880 682,750 SH DEFINED 2 682,750
NABISCO GROUP HOLDINGS EQUITY 62952P102 252 9,700 SH DEFINED 1 9,700
NABORS INDS INC EQUITY 629568106 653 15,700 SH DEFINED 1 15,700
NABORS INDS INC EQUITY 629568106 13674 329,000 SH DEFINED 2 329,000
NABORS INDS INC EQUITY 629568106 37897 911,800 SH DEFINED 3 861,900 49,900
NANOGEN INC EQUITY 630075109 14853 350,000 SH DEFINED 1 350,000
NASDAQ 100 TR EQUITY 631100104 27994 300,400 SH DEFINED 2 300,400
NATIONAL AUSTRALIA BK LTD EQUITY 632525309 46724 1,645,400 SH DEFINED 4 1,645,400
NATIONAL BANK OF GREECE S.A. EQUITY 633643408 492 63,028 SH DEFINED 1 63,028
NATIONAL CITY CORP EQUITY 635405103 304 17,800 SH DEFINED 1 17,800
NATIONAL CITY CORP EQUITY 635405103 362 21,200 SH DEFINED 2 21,200
NATIONAL COMMERCE BANCORP EQUITY 635449101 186 11,600 SH DEFINED 1 11,600
NATIONAL DATA CORP EQUITY 635621105 90 3,900 SH DEFINED 2 3,900
NATIONAL EQUIPMENT SERV EQUITY 635847106 431 75,000 SH DEFINED 1 75,000
NATIONAL FUEL GAS CO N J EQUITY 636180101 205 4,200 SH DEFINED 1 4,200
</TABLE>
<PAGE> 39
<TABLE>
<CAPTION>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL FUEL GAS CO N J EQUITY 636180101 127 2,600 SH DEFINED 2 2,600
NATIONAL INSTRS CORP EQUITY 636518102 1303 29,875 SH DEFINED 2 29,875
NATIONAL OILWELL INC EQUITY 637071101 3222 98,000 SH DEFINED 2 98,000
NATIONAL OILWELL INC EQUITY 637071101 62936 1,914,400 SH DEFINED 3 1,871,100 43,300
NATIONAL PRESTO INDS INC EQUITY 637215104 1396 45,400 SH DEFINED 2 45,400
NATIONAL SEMICONDUCTOR CORP EQUITY 637640103 272 4,800 SH DEFINED 1 4,800
NATIONAL SEMICONDUCTOR CORP EQUITY 637640103 2174 38,300 SH DEFINED 2 38,300
NATIONAL SERVICE INDS INC EQUITY 637657107 24 1,200 SH DEFINED 1 1,200
NATIONAL SERVICE INDS INC EQUITY 637657107 1661 85,180 SH DEFINED 2 85,180
NATIONWIDE FINL SVCS CL A EQUITY 638612101 17102 520,200 SH DEFINED 3 481,400 38,800
NATURAL MICROSYSTEMS CORP EQUITY 638882100 2777 24,700 SH DEFINED 2 24,700
NAVISTAR INTERNATIONAL EQUITY 63934E108 59 1,900 SH DEFINED 1 1,900
NAVIGANT CONSULTING CO EQUITY 63935N107 19 4,400 SH DEFINED 1 4,400
NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 154 5,200 SH DEFINED 1 5,200
NETWORKS ASSOCIATES INC EQUITY 640938106 306 15,000 SH DEFINED 1 15,000
NET CURRENTS INC EQUITY 64110J119 4 13,000 SH DEFINED 4 13,000
NETRO CORP EQUITY 64114R109 13822 240,900 SH DEFINED 2 240,900
NETSOLVE INC COM EQUITY 64115J106 3354 129,000 SH DEFINED 3 129,000
NETIQ EQUITY 64115P102 364 6,100 SH DEFINED 2 6,100
NETSCOUT SYS INC COM EQUITY 64115T104 4732 367,500 SH DEFINED 3 367,500
NETSILICON INC COM EQUITY 64115X105 4624 141,200 SH DEFINED 3 141,200
NETWORK APPLIANCE INC EQUITY 64120L104 3313 41,150 SH DEFINED 1 41,150
NETWORK APPLIANCE INC EQUITY 64120L104 14176 176,100 SH DEFINED 2 176,100
NETWORK PLUS CORP CORPBOND 64122D605 14055 468,500 PRN DEFINED 4 468,500
NEW CENTURY ENERGIES EQUITY 64352U103 3777 125,900 SH DEFINED 1 125,900
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 4276 328,900 SH DEFINED 1 328,900
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 5831 448,500 SH DEFINED 3 386,300 62,200
NEW YORK TIMES EQUITY 650111107 209 5,300 SH DEFINED 1 5,300
NEWELL RUBBERMAID INC EQUITY 651229106 216 8,388 SH DEFINED 1 8,388
NEWELL RUBBERMAID INC EQUITY 651229106 2116 82,158 SH DEFINED 2 82,158
NEWMONT MINING CORP EQUITY 651639106 108 4,973 SH DEFINED 1 4,973
NEWPORT CORP EQUITY 651824104 6443 60,000 SH DEFINED 2 60,000
NEWPORT NEWS SHIPBUILDING EQUITY 652228107 125 3,400 SH DEFINED 1 3,400
NEWS CORP LTD EQUITY 652487802 1354 28,500 SH DEFINED 2 28,500
NEXELL THERAPEUTICS INC EQUITY 65332H112 58 19,200 SH DEFINED 4 19,200
NEXTCARD INC EQUITY 65332K107 47 5,500 SH DEFINED 2 5,500
NEXTEL COMMUNICATIONS INC EQUITY 65332V103 1322 21,600 SH DEFINED 1 21,600
NEXTEL COMMUNICATIONS INC EQUITY 65332V103 2504 40,930 SH DEFINED 2 40,930
NEXTEL PARTNERS INC EQUITY 65333F107 1628 50,000 SH DEFINED 1 50,000
NEXTLINK COMMUNICATIONS INC EQUITY 65333H707 922 24,300 SH DEFINED 2 24,300
NIAGARA MOHAWK HOLDINGS INC EQUITY 653520106 71 5,100 SH DEFINED 1 5,100
NICOR INC EQUITY 654086107 46 1,400 SH DEFINED 1 1,400
</TABLE>
<PAGE> 40
<TABLE>
<CAPTION>
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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>
NIKE INC. EQUITY 654106103 334 8,400 SH DEFINED 1 8,400
NIKE INC. EQUITY 654106103 194 4,875 SH DEFINED 2 4,875
NIKE INC. EQUITY 654106103 307 7,700 SH DEFINED 4 7,700
99 CENTS ONLY STORES COM EQUITY 65440K106 46275 1,160,496 SH DEFINED 3 1,098,465 62,031
NIPPON TELEG + TEL CORP EQUITY 654624105 588 8,600 SH DEFINED 2 8,600
NISOURCE INC EQUITY 65473P105 2216 119,000 SH DEFINED 1 119,000
NOBLE AFFILIATES INC EQUITY 654894104 224 6,000 SH DEFINED 1 6,000
NOBLE AFFILIATES INC EQUITY 654894104 890 23,900 SH DEFINED 2 23,900
NOKIA CORP EQUITY 654902204 4799 96,100 SH DEFINED 1 96,100
NOKIA CORP EQUITY 654902204 81983 1,641,695 SH DEFINED 2 1,641,695
NOBLE DRILLING CORP EQUITY 655042109 593 14,400 SH DEFINED 1 14,400
NOBLE DRILLING CORP EQUITY 655042109 1318 32,000 SH DEFINED 2 32,000
NORDSON CORP EQUITY 655663102 86 1,700 SH DEFINED 1 1,700
NORDSON CORP EQUITY 655663102 400 7,900 SH DEFINED 2 7,900
NORDSTROM INC. EQUITY 655664100 104 4,300 SH DEFINED 1 4,300
NORFOLK SOUTHN CORP EQUITY 655844108 170 11,400 SH DEFINED 1 11,400
NORFOLK SOUTHN CORP EQUITY 655844108 2007 134,947 SH DEFINED 2 134,947
NORTEL NETWORKS CORP EQUITY 656568102 34655 507,770 SH DEFINED 1 507,770
NORTEL NETWORKS CORP EQUITY 656568102 20918 306,486 SH DEFINED 2 306,486
NORTEL NETWORKS CORP EQUITY 656568953 1098 15,820 SH DEFINED 2 15,820
NORTH AMERN VACCINE INC CORPBOND 657201AA7 624 630,000 PRN DEFINED 4 630,000
NORTH FORK BANCORPORATION EQUITY 659424105 283 18,700 SH DEFINED 1 18,700
NORTH FORK BANCORPORATION EQUITY 659424105 290 19,200 SH DEFINED 2 19,200
NIPPON TEL+TEL CP EQUITY 664137007 1555 117 SH DEFINED 2 117
NORTHEAST UTILS EQUITY 664397106 348 16,000 SH DEFINED 1 16,000
NORTHERN STATES POWER - MN EQUITY 665772109 4910 243,200 SH DEFINED 1 243,200
NORTHERN TRUST CORP EQUITY 665859104 410 6,300 SH DEFINED 1 6,300
NORTHROP GRUMMAN CORP EQUITY 666807102 133 2,000 SH DEFINED 1 2,000
NORTHWAY FINANCIAL INC. EQUITY 667270102 990 45,010 SH DEFINED 1 45,010
NORTHWEST NATURAL GAS CO. EQUITY 667655104 20 900 SH DEFINED 1 900
NORTHWEST NATURAL GAS CO. EQUITY 667655104 642 28,700 SH DEFINED 2 28,700
NOVA CORP/GEORGIA EQUITY 669784100 212 7,600 SH DEFINED 1 7,600
NOVA CORP/GEORGIA EQUITY 669784100 872 31,200 SH DEFINED 2 31,200
NOVA CORP/GEORGIA EQUITY 669784100 75585 2,705,489 SH DEFINED 3 2,604,983 100,506
NU HORIZONS ELEC CORP EQUITY 669908105 873 32,800 SH DEFINED 4 32,800
NOVELL INC. EQUITY 670006105 94 10,200 SH DEFINED 1 10,200
NOVELL INC. EQUITY 670006105 214 23,100 SH DEFINED 2 23,100
NOVELLUS SYSTEMS INC EQUITY 670008101 221 3,900 SH DEFINED 1 3,900
NOVELLUS SYSTEMS INC EQUITY 670008101 1833 32,400 SH DEFINED 2 32,400
NSTAR EQUITY 67019E107 252 6,200 SH DEFINED 1 6,200
NUCOR CORP EQUITY 670346105 86 2,600 SH DEFINED 1 2,600
NVIDIA CORP EQUITY 67066G104 445 7,000 SH DEFINED 1 7,000
</TABLE>
<PAGE> 41
<TABLE>
<CAPTION>
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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>
NVIDIA CORP EQUITY 67066G104 2365 37,200 SH DEFINED 2 37,200
O CHARLEYS INC COM EQUITY 670823103 2955 216,900 SH DEFINED 3 216,900
OGE ENERGY CORP. EQUITY 670837103 2616 141,400 SH DEFINED 1 141,400
OAKLEY INC EQUITY 673662102 2855 248,300 SH DEFINED 2 248,300
OBJECTSOFT CORP EQUITY 674427117 13 40,000 SH DEFINED 4 40,000
OCCIDENTAL PETROLEUM EQUITY 674599105 219 10,400 SH DEFINED 1 10,400
OCEAN ENERGY CORPORATION EQUITY 67481E106 257 18,100 SH DEFINED 1 18,100
OCEAN ENERGY CORPORATION EQUITY 67481E106 665 46,900 SH DEFINED 2 46,900
OCEAN ENERGY CORPORATION EQUITY 67481E106 12268 864,700 SH DEFINED 3 757,100 107,600
OFFICE DEPOT INC EQUITY 676220106 60 9,600 SH DEFINED 1 9,600
OFFICE DEPOT INC EQUITY 676220106 444 71,000 SH DEFINED 2 71,000
OFFICE DEPOT INC CORPBOND 676220AB2 699 1,000,000 PRN DEFINED 4 1,000,000
OFFICEMAX INC EQUITY 67622M108 61 12,100 SH DEFINED 1 12,100
OFFSHORE LOGISTICS INC EQUITY 676255102 2117 147,300 SH DEFINED 2 147,300
OFFSHORE LOGISTICS INC CORPBOND 676255AF9 913 1,000,000 PRN DEFINED 4 1,000,000
OGDEN CORP EQUITY 676346109 48 5,300 SH DEFINED 1 5,300
OHIO CASUALTY CORP EQUITY 677240103 68 6,400 SH DEFINED 1 6,400
OLD KENT FINANCIAL CORP EQUITY 679833103 107 4,000 SH DEFINED 1 4,000
OLD REPUBLIC INTERNATIONAL GROUP EQUITY 680223104 711 43,100 SH DEFINED 1 43,100
OLD REPUBLIC INTERNATIONAL GROUP EQUITY 680223104 594 36,000 SH DEFINED 2 36,000
OLIN CORP EQUITY 680665205 79 4,800 SH DEFINED 1 4,800
OMNICARE INC EQUITY 681904108 90 9,900 SH DEFINED 1 9,900
OMNICARE INC EQUITY 681904108 726 80,060 SH DEFINED 2 80,060
OMNICOM GROUP INC EQUITY 681919106 419 4,700 SH DEFINED 1 4,700
OMNICOM GROUP INC EQUITY 681919106 481 5,400 SH DEFINED 2 5,400
OMNICOM GROUP INC CORPBOND 681919AE6 140985 49,917,000 PRN DEFINED 4 49,917,000
ON ASSIGNMENT INC EQUITY 682159108 2422 79,400 SH DEFINED 2 79,400
ON-SITE SOURCING INC EQUITY 682195110 10 10,200 SH DEFINED 4 10,200
ONEOK EQUITY 682680103 19 750 SH DEFINED 1 750
ONI SYS CORP EQUITY 68273F103 5098 43,500 SH DEFINED 2 43,500
Vimpel-Communications-SP ADR EQUITY 68370R109 59 2,818 SH DEFINED 1 2,818
OPINION RESEARCH CORP EQUITY 683755102 125 18,900 SH DEFINED 4 18,900
ORACLE CORP EQUITY 68389X105 41228 490,450 SH DEFINED 1 490,450
ORACLE CORP EQUITY 68389X105 28613 340,375 SH DEFINED 2 340,375
ORAPHARMA INC COM EQUITY 68554E106 1670 167,000 SH DEFINED 3 167,000
ORATEC INTERVENTIONS COM EQUITY 68554M108 501 15,000 SH DEFINED 3 15,000
O REILLY AUTOMOTIVE INC EQUITY 686091109 318 22,900 SH DEFINED 2 22,900
OSCA INC CL A EQUITY 687836106 2531 150,000 SH DEFINED 3 150,000
OSHKOSH TRUCK CORP EQUITY 688239201 3614 101,100 SH DEFINED 2 101,100
OUTBACK STEAKHOUSE INC EQUITY 689899102 246 8,400 SH DEFINED 1 8,400
OUTBACK STEAKHOUSE INC EQUITY 689899102 567 19,400 SH DEFINED 2 19,400
OVERSEAS SHIPHOLDING EQUITY 690368105 89 3,600 SH DEFINED 1 3,600
</TABLE>
<PAGE> 42
<TABLE>
<CAPTION>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OWENS & MINOR INC NEW EQUITY 690732102 249 14,500 SH DEFINED 4 14,500
OWENS CORNING EQUITY 69073F103 17 1,800 SH DEFINED 1 1,800
OWENS-ILLINOIS INC EQUITY 690768403 50 4,300 SH DEFINED 1 4,300
OXFORD HEALTH PLANS EQUITY 691471106 210 8,800 SH DEFINED 1 8,800
PC HOLDINGS S.A. SPON ADR EQUITY 693200107 1163 63,523 SH DEFINED 1 63,523
PECO ENERGY CO EQUITY 693304107 214 5,300 SH DEFINED 1 5,300
PECO ENERGY CO EQUITY 693304107 4358 108,100 SH DEFINED 2 108,100
P G & E CORPORATION EQUITY 69331C108 283 11,500 SH DEFINED 1 11,500
PE CORP EQUITY 69332S102 580 8,800 SH DEFINED 1 8,800
PE CORP EQUITY 69332S102 2354 35,740 SH DEFINED 2 35,740
PE CORP EQUITY 69332S201 1786 19,100 SH DEFINED 2 19,100
PE CORP EQUITY 69332s201 1288 14,000 SH DEFINED 3 14,000
PMC SIERRA INC EQUITY 69344F106 23295 131,100 SH DEFINED 2 131,100
PMI GROUP INC EQUITY 69344M101 228 4,800 SH DEFINED 1 4,800
PMI GROUP INC EQUITY 69344M101 14241 299,800 SH DEFINED 3 292,200 7,600
PNC FINANCIAL SERVICES CORP EQUITY 693475105 417 8,900 SH DEFINED 1 8,900
PPG INDUSTRIES INC EQUITY 693506107 235 5,300 SH DEFINED 1 5,300
PPL CORP EQUITY 69351T106 101 4,600 SH DEFINED 1 4,600
PS BUSINESS PKS INC CA COM EQUITY 69360J107 7694 320,600 SH DEFINED 3 277,100 43,500
PSS WORLD MEDICAL INC EQUITY 69366A100 51 7,600 SH DEFINED 1 7,600
PACCAR INC EQUITY 693718108 91 2,300 SH DEFINED 1 2,300
PACIFIC CENTURY FINL EQUITY 694058108 124 8,500 SH DEFINED 1 8,500
PACIFICARE HEALTH SYSTEMS INC EQUITY 695112102 271 4,504 SH DEFINED 1 4,504
PACKAGING CORP AMER EQUITY 695156109 123 12,100 SH DEFINED 2 12,100
PACTIV CORPORATION EQUITY 695257105 40 5,100 SH DEFINED 1 5,100
PAINE WEBBER GROUP INC EQUITY 695629105 196 4,300 SH DEFINED 1 4,300
PAINE WEBBER GROUP INC EQUITY 695629105 3845 84,500 SH DEFINED 2 84,500
PALL CORP EQUITY 696429307 70 3,800 SH DEFINED 1 3,800
PALL CORP EQUITY 696429307 335 18,100 SH DEFINED 2 18,100
PAPA JOHN'S INTL INC EQUITY 698813102 76 3,100 SH DEFINED 1 3,100
PARADIGM MEDICAL INC DEL EQUITY 69900Q116 30 19,300 SH DEFINED 4 19,300
PARADYNE CORP EQUITY 69911G107 78 2,400 SH DEFINED 2 2,400
PARAMETRIC TECHNOLOGY CORP EQUITY 699173100 89 8,100 SH DEFINED 1 8,100
PARAMETRIC TECHNOLOGY CORP EQUITY 699173100 367 33,400 SH DEFINED 2 33,400
PAREXEL INTL CORP EQUITY 699462107 3726 389,600 SH DEFINED 2 389,600
PARK PLACE ENTERTAINMENT EQUITY 700690100 400 32,800 SH DEFINED 1 32,800
PARKER DRILLING CO EQUITY 701081101 129 20,900 SH DEFINED 4 20,900
PARKER HANNIFAN EQUITY 701094104 111 3,250 SH DEFINED 1 3,250
PARKWAY PPTYS INC EQUITY 70159Q104 153 5,000 SH DEFINED 2 5,000
PARKWAY PPTYS INC EQUITY 70159Q104 8619 282,600 SH DEFINED 3 238,400 44,200
PARLEX CORP COM EQUITY 701630105 3159 75,000 SH DEFINED 3 75,000
PARTNER COMMUNICATION CO LTD EQUITY 70211M109 138 14,500 SH DEFINED 2 14,500
</TABLE>
<PAGE> 43
<TABLE>
<CAPTION>
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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>
PATINA OIL&GAS CORP EQUITY 703224113 1038 117,000 SH DEFINED 4 117,000
PATTERSON ENERGYINC EQUITY 703414102 1967 69,000 SH DEFINED 2 69,000
PATTERSON ENERGYINC EQUITY 703414102 18528 650,100 SH DEFINED 3 631,300 18,800
PAYCHEX INC EQUITY 704326107 463 11,025 SH DEFINED 1 11,025
PAYCHEX INC EQUITY 704326107 7277 173,250 SH DEFINED 2 173,250
PAYCHEX INC EQUITY 704326107 95358 2,270,433 SH DEFINED 3 2,160,336 110,097
PAYLESS SHOESOURCE INC. EQUITY 704379106 154 3,000 SH DEFINED 1 3,000
PEGASUS COMMUNICATIONS CORP EQUITY 705904100 12015 244,900 SH DEFINED 2 244,900
PENN TRAFFIC CO NEW EQUITY 707832119 10 11,300 SH DEFINED 4 11,300
PENN TREATY AMERN CORP CORPBOND 707874AA1 278 350,000 PRN DEFINED 4 350,000
PENN TREATY AMERN CORP CORPBOND 707874AC7 2984 3,753,000 PRN DEFINED 4 3,753,000
J.C. PENNEY & CO. EQUITY 708160106 155 8,400 SH DEFINED 1 8,400
PENZOIL-QUAKER STATE CO EQUITY 709323109 101 8,399 SH DEFINED 1 8,399
PENZOIL-QUAKER STATE CO EQUITY 709323109 185 15,300 SH DEFINED 2 15,300
PENTAIR, INC EQUITY 709631105 185 5,200 SH DEFINED 1 5,200
PENTAIR, INC EQUITY 709631105 728 20,500 SH DEFINED 2 20,500
PEOPLE'S ENERGY CORP. EQUITY 711030106 5115 158,000 SH DEFINED 1 158,000
PEOPLESOFT INC EQUITY 712713106 126 7,500 SH DEFINED 1 7,500
PEPSI-GEMEX S.A.- SPONS GDR EQUITY 713435105 551 124,100 SH DEFINED 1 124,100
PEPSICO INC. EQUITY 713448108 13327 299,900 SH DEFINED 1 299,900
PEPSICO INC EQUITY 713448108 1100 24,754 SH DEFINED 2 24,754
PER-SE TECHNOLOGIES INC EQUITY 713569309 51 SH DEFINED 1 51
PEREGRINE SYS INC EQUITY 71366Q101 628 18,100 SH DEFINED 2 18,100
PERICOM SEMICONDUCTOR CORP EQUITY 713831105 3400 50,000 SH DEFINED 2 50,000
PERINI CORPORATION EQUITY 713839108 16471 4,705,882 SH DEFINED 1 4,705,882
PERKINELMER INC. EQUITY 714046109 86 1,300 SH DEFINED 1 1,300
PERKINELMER INC. EQUITY 714046109 7968 120,500 SH DEFINED 2 120,500
PERKINELMER INC. EQUITY 714046109 11182 169,100 SH DEFINED 3 148,900 20,200
PERMIAN BASIN ROYALTY TRUST EQUITY 714236106 568 116,500 SH DEFINED 4 116,500
PERRIGO CO EQUITY 714290103 50 7,900 SH DEFINED 1 7,900
PFIZER INC EQUITY 717081103 37587 783,066 SH DEFINED 1 783,066
PFIZER INC EQUITY 717081103 175643 3,659,238 SH DEFINED 2 3,659,238
PHARMACOPEIA INC EQUITY 71713B104 1976 42,600 SH DEFINED 2 42,600
PHARMACOPEIA INC EQUITY 71713B104 31642 682,300 SH DEFINED 3 664,300 18,000
PHARMACIA CORP EQUITY 71713U102 7400 143,161 SH DEFINED 1 143,161
PHARMACIA CORP EQUITY 71713U102 2064 39,926 SH DEFINED 2 39,926
PHELPS DODGE CORP. EQUITY 717265102 96 2,580 SH DEFINED 1 2,580
PHILIP MORRIS EQUITY 718154107 17429 656,150 SH DEFINED 1 656,150
PHILIP MORRIS EQUITY 718154107 3874 145,844 SH DEFINED 2 145,844
PHILIPPINE LONG DISTANCE TEL EQUITY 718252703 26252 721,700 SH DEFINED 4 721,700
PHILIPS INTERNATIONAL REALTY EQUITY 718333107 4167 239,800 SH DEFINED 3 205,500 34,300
PHILLIPS PETROLEUM EQUITY 718507106 389 7,670 SH DEFINED 1 7,670
</TABLE>
<PAGE> 44
<TABLE>
<CAPTION>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PHOENIX INV PARTNERS LTD CORPBOND 719085AA0 8488 6,364,000 PRN DEFINED 4 6,364,000
PHONE COM INC EQUITY 71920Q100 5793 88,950 SH DEFINED 2 88,950
PIER 1 IMPORTS INC EQUITY 720279108 414 42,500 SH DEFINED 2 42,500
PINNACLE HLDGS INC EQUITY 72346N101 572 10,600 SH DEFINED 2 10,600
PINNACLE HLDGS INC EQUITY 72346N101 9725 180,100 SH DEFINED 3 155,200 24,900
PINNACLE WEST CAP CORP EQUITY 723484101 3906 115,300 SH DEFINED 1 115,300
PINNACLE WEST CAP CORP EQUITY 723484101 247 7,300 SH DEFINED 2 7,300
PIONEER NATURAL RESOURCES CO EQUITY 723787107 136 10,700 SH DEFINED 1 10,700
PITNEY BOWES INC EQUITY 724479100 316 7,900 SH DEFINED 1 7,900
PITNEY BOWES INC EQUITY 724479100 2699 67,480 SH DEFINED 2 67,480
PITTSTON BRINK'S GROUP EQUITY 725701106 75 5,500 SH DEFINED 1 5,500
PITTSTON BRINK'S GROUP EQUITY 725701106 85 6,226 SH DEFINED 2 6,226
PLACER DOME INC EQUITY 725906101 89 9,300 SH DEFINED 1 9,300
PLUM CREEK TIMBER CO INC EQUITY 729251108 491 18,900 SH DEFINED 2 18,900
POGO PRODUCING CO EQUITY 730448107 1372 62,000 SH DEFINED 2 62,000
POGO PRODUCING CO EQUITY 730448107 51149 2,311,800 SH DEFINED 3 2,266,700 45,100
POGO TRUST I EQUITY 73044P208 4309 79,800 SH DEFINED 4 79,800
POHANG IRON + STEEL LTD EQUITY 730450103 480 20,000 SH DEFINED 1 20,000
POHANG IRON + STEEL LTD EQUITY 730450103 104 4,351 SH DEFINED 2 4,351
POLARIS INDS INC EQUITY 731068102 74 2,300 SH DEFINED 2 2,300
POLAROID CORP EQUITY 731095105 25 1,400 SH DEFINED 1 1,400
POLAROID CORP EQUITY 731095105 112 6,200 SH DEFINED 2 6,200
POLICY MANAGEMENT SYSTEMS EQUITY 731108106 58 3,800 SH DEFINED 1 3,800
POLYCOM INC EQUITY 73172K104 367 3,900 SH DEFINED 1 3,900
POLYCOM INC EQUITY 73172K104 2738 29,100 SH DEFINED 2 29,100
PORTAL SOFTWARE INC EQUITY 736126103 4669 73,100 SH DEFINED 2 73,100
POST PPTYS INC EQUITY 737464107 12575 285,800 SH DEFINED 3 247,900 37,900
POTLATCH CORP EQUITY 737628107 27 800 SH DEFINED 1 800
POTOMAC ELEC PWR CO EQUITY 737679100 320 12,800 SH DEFINED 1 12,800
POWER INTERIGATIONS INC EQUITY 739276103 16 678 SH DEFINED 1 678
POWER ONE INC EQUITY 739308104 4085 35,850 SH DEFINED 2 35,850
POWERWAVE TECHNOLOGIES INC. EQUITY 739363109 290 6,600 SH DEFINED 1 6,600
POWERWAVE TECHNOLOGIES INC EQUITY 739363109 4554 103,500 SH DEFINED 2 103,500
PRAXAIR INC EQUITY 74005P104 11773 314,480 SH DEFINED 1 314,480
PRAXAIR INC EQUITY 74005P104 2774 74,100 SH DEFINED 2 74,100
PRECISION CASTPARTS CORP EQUITY 740189105 118 2,600 SH DEFINED 1 2,600
PRECISION CASTPARTS CORP EQUITY 740189105 226 5,000 SH DEFINED 2 5,000
PRECISION DRILLING CORP EQUITY 74022D100 7876 203,900 SH DEFINED 2 203,900
PREMIER PARKS INC EQUITY 740540208 193 8,500 SH DEFINED 1 8,500
PREMIER PARKS INC EQUITY 740540208 949 41,700 SH DEFINED 2 41,700
PRENTISS PPTYS TR EQUITY 740706106 252 10,500 SH DEFINED 2 10,500
PRENTISS PPTYS TR EQUITY 740706106 1056 44,000 SH DEFINED 3 44,000
</TABLE>
<PAGE> 45
<TABLE>
<CAPTION>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PRICE T ROWE & ASSOCIA EQUITY 741477103 153 3,600 SH DEFINED 1 3,600
PRICELINE COM INC EQUITY 741503106 368 9,700 SH DEFINED 2 9,700
PRIDE INTL INC CORPBOND 741932AB3 2094 5,000,000 PRN DEFINED 4 5,000,000
PRINCETON VIDEO IMAGE INC EQUITY 742476104 431 75,000 SH DEFINED 1 75,000
PROCTER AND GAMBLE EQUITY 742718109 2326 40,700 SH DEFINED 1 40,700
PROCTER AND GAMBLE EQUITY 742718109 641 11,200 SH DEFINED 2 11,200
PROFESSIONAL DETAILING COM EQUITY 74312N107 11983 351,800 SH DEFINED 3 351,800
PROFIT RECOVERY GROUP COM EQUITY 743168106 143 8,600 SH DEFINED 2 8,600
PROFIT RECOVERY GROUP COM EQUITY 743168106 26265 1,579,849 SH DEFINED 3 1,540,799 39,050
PROGRESS SOFTWARE CORP EQUITY 743312100 179 10,000 SH DEFINED 4 10,000
PROGRESSIVE CORP. EQUITY 743315103 2799 37,820 SH DEFINED 1 37,820
PROGRESSIVE CORP. EQUITY 743315103 1036 14,000 SH DEFINED 2 14,000
PROLOGIS TR EQUITY 743410102 942 44,200 SH DEFINED 2 44,200
PROLOGIS TR EQUITY 743410102 34327 1,610,640 SH DEFINED 3 1,386,730 223,910
PROLOGIS TR CORPBOND 743410300 33586 1,228,250 PRN DEFINED 4 1,228,250
PROTECTION ONE ALARM CORPBOND 743659AL8 4070 9,045,000 PRN DEFINED 1 9,045,000
PROTECTIVE LIFE CORP. EQUITY 743674103 184 6,900 SH DEFINED 1 6,900
PROTECTIVE LIFE CORP. EQUITY 743674103 383 14,400 SH DEFINED 2 14,400
PROVIDENT FINANCIAL GROUP EQUITY 743866105 124 5,200 SH DEFINED 1 5,200
PROVINCE HEALTHCARE CO COM EQUITY 743977100 41797 1,157,000 SH DEFINED 3 1,139,900 17,100
PROVIDIAN FINANCIAL CORP EQUITY 74406A102 1238 13,750 SH DEFINED 1 13,750
PROVIDIAN FINANCIAL CORP EQUITY 74406A102 1989 22,100 SH DEFINED 2 22,100
PROVIDIAN FINANCIAL CORP EQUITY 74406A102 9333 103,700 SH DEFINED 3 85,100 18,600
PROXIM INC EQUITY 744284100 3098 31,300 SH DEFINED 2 31,300
PUBLIC SVC CO N MEX EQUITY 744499104 65 4,200 SH DEFINED 1 4,200
PUBLIC SERVICE ENTERPRISE GP EQUITY 744573106 4941 142,700 SH DEFINED 1 142,700
PUBLIC STORAGE INC COM EQUITY 74460D109 32923 1,404,700 SH DEFINED 3 1,211,816 192,884
PUGET SOUND PWR & LT C EQUITY 745332106 196 9,200 SH DEFINED 1 9,200
PULITZER INC EQUITY 745769109 114 2,700 SH DEFINED 2 2,700
PULTE CORP EQUITY 745867101 30 1,400 SH DEFINED 1 1,400
PULTE CORP EQUITY 745867101 368 17,000 SH DEFINED 2 17,000
QLT INC EQUITY 746927102 13499 174,600 SH DEFINED 2 174,600
QLT INC EQUITY 746927102 11759 152,100 SH DEFINED 3 130,600 21,500
QLOGIC CORPORATION EQUITY 747277101 522 7,900 SH DEFINED 1 7,900
QLOGIC CORPORATION EQUITY 747277101 2200 33,300 SH DEFINED 2 33,300
QUAKER OATS EQUITY 747402105 308 4,100 SH DEFINED 1 4,100
QUALCOMM INC EQUITY 747525103 5585 93,080 SH DEFINED 1 93,080
QUANTA SERVICES INC EQUITY 74762E102 341 6,200 SH DEFINED 1 6,200
QUANTA SERVICES INC EQUITY 74762E102 418 7,600 SH DEFINED 2 7,600
QUANTUM CORP EQUITY 747906204 168 17,300 SH DEFINED 1 17,300
QUANTUM CORP EQUITY 747906303 217 19,600 SH DEFINED 2 19,600
QUEST DIAGNOSTICS INC. EQUITY 74834L100 374 5,000 SH DEFINED 1 5,000
</TABLE>
<PAGE> 46
<TABLE>
<CAPTION>
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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>
QUESTAR CORP EQUITY 748356102 195 10,050 SH DEFINED 1 10,050
QUIKSILVER INC EQUITY 74838C106 361 23,200 SH DEFINED 4 23,200
QUINENCO S.A.-ADR EQUITY 748718103 273 28,000 SH DEFINED 1 28,000
QUINTILES TRANSNATIONAL CORP EQUITY 748767100 48 3,400 SH DEFINED 1 3,400
QUORUM HEALTH GROUP INC EQUITY 749084109 79 7,700 SH DEFINED 1 7,700
QWEST COMMUNICATIONS INTL INC EQUITY 749121109 15381 307,621 SH DEFINED 1 307,621
QWEST COMMUNICATIONS INTL INC EQUITY 749121109 1294 26,035 SH DEFINED 2 26,035
R + B FALCON CORP EQUITY 74912E101 5987 254,100 SH DEFINED 2 254,100
RFS HOTEL INVS INC COM EQUITY 74955J108 201 17,100 SH DEFINED 3 17,100
RH DONNELLEY CORP EQUITY 74955W307 147 7,600 SH DEFINED 2 7,600
RPM INC OHIO EQUITY 749685103 114 11,300 SH DEFINED 1 11,300
RPM INC OHIO EQUITY 749685103 263 25,950 SH DEFINED 2 25,950
RF MICRO DEVICES INC EQUITY 749941100 2296 26,200 SH DEFINED 2 26,200
RADIAN GROUP INC EQUITY 750236101 745 14,399 SH DEFINED 2 14,399
RADIAN GROUP INC EQUITY 750236101 84813 1,638,900 SH DEFINED 3 1,597,200 41,700
RADIO ONE INC CL A EQUITY 75040P108 12053 407,700 SH DEFINED 3 398,900 8,800
RADIO ONE INC CL A EQUITY 75040P405 17085 774,400 SH DEFINED 3 756,800 17,600
RADIOSHACK CORP EQUITY 750438103 14016 295,850 SH DEFINED 1 295,850
RADIOSHACK CORP EQUITY 750438103 441 9,300 SH DEFINED 2 9,300
RADISYS CORP EQUITY 750459109 187 3,300 SH DEFINED 2 3,300
RAILWORKS CORP EQUITY 750789109 3086 379,800 SH DEFINED 2 379,800
RALCORP HLDGS INC NEW EQUITY 751028101 108 8,800 SH DEFINED 2 8,800
RALSTON PURINA GROUP EQUITY 751277302 180 9,020 SH DEFINED 1 9,020
RATIONAL SOFTWARE CORP EQUITY 75409P202 892 9,600 SH DEFINED 1 9,600
RATIONAL SOFTWARE CORP EQUITY 75409P202 929 10,000 SH DEFINED 2 10,000
RAYONIER INC EQUITY 754907103 104 2,900 SH DEFINED 1 2,900
RAYONIER INC EQUITY 754907103 413 11,500 SH DEFINED 2 11,500
RAYTHEON CO EQUITY 755111408 187 9,700 SH DEFINED 1 9,700
RAYTHEON CO EQUITY 755111408 1804 93,701 SH DEFINED 2 93,701
READERS DIGEST ASSN INC EQUITY 755267101 467 11,750 SH DEFINED 1 11,750
READERS DIGEST ASSN INC EQUITY 755267101 700 17,600 SH DEFINED 2 17,600
REAL NETWORKS INC EQUITY 75605L104 4753 94,000 SH DEFINED 2 94,000
RECKSON ASSOC REALTY CORP EQUITY 75621K106 22377 942,200 SH DEFINED 3 820,800 121,400
RECKSON ASSOC REALTY CORP CORPBOND 75621K205 9079 404,400 PRN DEFINED 4 404,400
RECKSON ASSOC REALTY CORP EQUITY 75621K304 3360 132,100 SH DEFINED 3 132,100
RECKSON ASSOC REALTY CORP EQUITY 75621K304 1135 46,100 SH DEFINED 4 46,100
REDBACK NETWORKS INC EQUITY 757209101 28266 158,800 SH DEFINED 2 158,800
REEBOK INTL LTD EQUITY 758110100 30 1,900 SH DEFINED 1 1,900
REEBOK INTL LTD EQUITY 758110100 424 26,600 SH DEFINED 4 26,600
REGAL BELOIT CORP EQUITY 758750103 116 7,200 SH DEFINED 2 7,200
REGENCY RLTY CORP COM EQUITY 758939102 12020 506,100 SH DEFINED 3 431,100 75,000
REGIONS FINL CORP EQUITY 758940100 131 6,600 SH DEFINED 1 6,600
</TABLE>
<PAGE> 47
<TABLE>
<CAPTION>
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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>
REGISTER COM INC COM EQUITY 75914G101 14737 482,200 SH DEFINED 3 472,000 10,200
REINSURANCE GROUP AMER INC EQUITY 759351109 1553 51,551 SH DEFINED 2 51,551
RELIANT ENERGY INC. EQUITY 75952J108 258 8,723 SH DEFINED 1 8,723
RELIASTAR FINANCIAL CORP EQUITY 75952U103 503 9,600 SH DEFINED 1 9,600
RENT-A-CENTER INC EQUITY 76009N100 1688 75,000 SH DEFINED 1 75,000
REPUBLIC SEC FINL CORP EQUITY 760758102 130 26,000 SH DEFINED 2 26,000
REPUBLIC SVCS INC EQUITY 760759100 856 53,500 SH DEFINED 2 53,500
RESEARCH IN MOTION LTD EQUITY 760975102 2402 53,075 SH DEFINED 2 53,075
REYNOLDS & REYNOLDS EQUITY 761695105 150 8,200 SH DEFINED 1 8,200
RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 319 11,401 SH DEFINED 1 11,401
RHYTHMS NETCONNECTIONS INC EQUITY 762430205 147 11,700 SH DEFINED 2 11,700
RICHARDSON ELECTRS LTD CORPBOND 763165AC1 3702 3,725,000 PRN DEFINED 4 3,725,000
RITE AID CORP EQUITY 767754104 51 7,700 SH DEFINED 1 7,700
RIVIERA HLDGS CORP COMM EQUITY 769627100 4140 525,775 SH DEFINED 1 525,775
ROBBINS & MYERS INC CORPBOND 770196AA1 3697 3,828,000 PRN DEFINED 4 3,828,000
ROBERT HALF INTERNATIONAL INC EQUITY 770323103 547 19,200 SH DEFINED 1 19,200
ROBERT HALF INTERNATIONAL INC EQUITY 770323103 1003 35,200 SH DEFINED 2 35,200
ROCKWELL INTL CORP EQUITY 773903109 176 5,600 SH DEFINED 1 5,600
ROGERS COMMUNICATIONS INC EQUITY 775109200 422 14,800 SH DEFINED 2 14,800
ROGERS COMMUNICATIONS INC EQUITY 775109960 516 18,220 SH DEFINED 2 18,220
ROGERS COMMUNICATIONS INC CORPBOND 775109AE1 36647 36,850,000 PRN DEFINED 4 36,850,000
ROHM & HAAS CO EQUITY 775371107 221 6,400 SH DEFINED 1 6,400
ROHN INDUSTRIES INC EQUITY 775381106 235 55,800 SH DEFINED 4 55,800
ROLLINS INC EQUITY 775711104 48 3,200 SH DEFINED 1 3,200
ROPER INDS EQUITY 776696106 105 4,100 SH DEFINED 2 4,100
ROSS STORES INC EQUITY 778296103 164 9,600 SH DEFINED 1 9,600
Rostelecom ADR EQUITY 778529107 195 14,300 SH DEFINED 1 14,300
ROUSE CO EQUITY 779273101 6502 262,700 SH DEFINED 3 226,700 36,000
ROUSE CO CORPBOND 779273309 11897 336,325 PRN DEFINED 4 336,325
ROWAN COS. INC. EQUITY 779382100 88 2,900 SH DEFINED 1 2,900
ROWAN COS. INC. EQUITY 779382100 1573 51,800 SH DEFINED 2 51,800
ROYAL BK CDA MONTREAL QUE EQUITY 780087953 52 1,010 SH DEFINED 2 1,010
ROYAL DUTCH PETE CO EQUITY 780257804 3835 62,300 SH DEFINED 1 62,300
ROYAL DUTCH PETE CO EQUITY 780257804 8988 146,000 SH DEFINED 2 146,000
RUDDICK CORP EQUITY 781258108 58 4,900 SH DEFINED 1 4,900
RUSS BERRIE + CO INC EQUITY 782233100 216 11,200 SH DEFINED 2 11,200
RUSSELL CORP EQUITY 782352108 22 1,100 SH DEFINED 1 1,100
RYDER SYSTEMS INC EQUITY 783549108 42 2,200 SH DEFINED 1 2,200
RYERSON TULL INC EQUITY 78375P107 27 2,600 SH DEFINED 1 2,600
SBC COMMUNICATIONS INC EQUITY 78387G103 9781 226,144 SH DEFINED 1 226,144
SBC COMMUNICATIONS INC EQUITY 78387G103 3828 88,502 SH DEFINED 2 88,502
SBA COMMUNICATIONS CRP COM EQUITY 78388J106 36730 707,200 SH DEFINED 3 698,200 9,000
</TABLE>
<PAGE> 48
<TABLE>
<CAPTION>
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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>
SCI SYSTEMS INC EQUITY 783890106 611 15,600 SH DEFINED 1 15,600
SCI SYSTEMS INC EQUITY 783890106 1140 29,100 SH DEFINED 2 29,100
SDL INC EQUITY 784076101 1226 4,300 SH DEFINED 2 4,300
SDL INC EQUITY 784076101 570 2,000 SH DEFINED 3 2,000
SFX ENTERTAINMENT INC EQUITY 784178105 4658 102,790 SH DEFINED 1 102,790
SFX ENTERTAINMENT INC EQUITY 784178105 74861 1,652,100 SH DEFINED 3 1,592,100 60,000
SK TELECOM LTD EQUITY 78440P108 579 15,950 SH DEFINED 1 15,950
SK TELECOM LTD EQUITY 78440P108 222 6,100 SH DEFINED 2 6,100
SLM HLDG CORP EQUITY 78442A109 157 4,200 SH DEFINED 1 4,200
SLM HLDG CORP EQUITY 78442A109 352 9,400 SH DEFINED 2 9,400
SPX CORP EQUITY 784635104 423 3,500 SH DEFINED 1 3,500
SPX CORP EQUITY 784635104 8006 66,200 SH DEFINED 2 66,200
S3 INC EQUITY 784849101 14749 999,900 SH DEFINED 3 999,900
S3 INC CORPBOND 784849Ac5 383 400,000 PRN DEFINED 3 400,000
S3 INC CORPBOND 784849AC5 1184 1,213,000 PRN DEFINED 4 1,213,000
SABA PETRO CO CORPBOND 785152AA7 1304 1,739,000 PRN DEFINED 4 1,739,000
SABRE HOLDINGS CORP EQUITY 785905100 110 3,862 SH DEFINED 1 3,862
SAFECO CORP EQUITY 786429100 4215 212,100 SH DEFINED 1 212,100
SAFEGUARD SCIENTIFICS INC CORPBOND 786449AE8 1087 750,000 PRN DEFINED 4 750,000
SAFEWAY INC NEW EQUITY 786514208 644 14,300 SH DEFINED 1 14,300
SAGENT TECHNOLOGY INC COM EQUITY 786693101 1425 100,000 SH DEFINED 3 100,000
ST JUDE MEDICAL INC EQUITY 790849103 115 2,500 SH DEFINED 1 2,500
ST PAUL CAPITAL LLC EQUITY 792856205 6791 116,400 SH DEFINED 4 116,400
ST. PAUL COS INC. EQUITY 792860108 229 6,700 SH DEFINED 1 6,700
SAKS INCORPORATED EQUITY 79377W108 162 15,400 SH DEFINED 1 15,400
SANMINA CORP EQUITY 800907107 239 2,800 SH DEFINED 1 2,800
SANMINA CORP EQUITY 800907107 3591 42,000 SH DEFINED 2 42,000
SANMINA CORP CORPBOND 800907AB3 7070 3,500,000 PRN DEFINED 4 3,500,000
SANTA FE ENERGY TR EQUITY 802013102 3102 155,100 SH DEFINED 4 155,100
SANTA FE SNYDER CORPORATION EQUITY 80218K105 224 19,700 SH DEFINED 1 19,700
SAP AKTIENGESELLSCHAFT EQUITY 803054204 207 4,400 SH DEFINED 2 4,400
SAPIENT CORP EQUITY 803062108 2834 26,500 SH DEFINED 1 26,500
SARA LEE CORP EQUITY 803111103 491 25,400 SH DEFINED 1 25,400
SARA LEE CORP EQUITY 803111103 265 13,700 SH DEFINED 2 13,700
SAWTEK INC EQUITY 805468105 259 4,500 SH DEFINED 1 4,500
SAWTEK INC EQUITY 805468105 1836 31,900 SH DEFINED 2 31,900
SCANA CORP EQUITY 80589M102 273 11,300 SH DEFINED 1 11,300
SCANA CORP EQUITY 80589M102 145 6,000 SH DEFINED 2 6,000
SCHERING PLOUGH EQUITY 806605101 8524 168,800 SH DEFINED 1 168,800
SCHERING PLOUGH EQUITY 806605101 16708 330,845 SH DEFINED 2 330,845
SCHLUMBERGER LTD EQUITY 806857108 31977 428,500 SH DEFINED 1 428,500
SCHLUMBERGER LTD EQUITY 806857108 11889 159,310 SH DEFINED 2 159,310
</TABLE>
<PAGE> 49
<TABLE>
<CAPTION>
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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>
SCHLUMBERGER LTD EQUITY 806857108 1716 23,000 SH DEFINED 3 23,000
SCHOLASTIC CORPORATION EQUITY 807066105 110 1,800 SH DEFINED 1 1,800
SCHOOL SPECIALTY INC EQUITY 807863105 431 23,200 SH DEFINED 4 23,200
SCHULMAN A INC EQUITY 808194104 40 3,300 SH DEFINED 1 3,300
SCHULMAN A INC EQUITY 808194104 314 26,000 SH DEFINED 2 26,000
SCHWAB CHARLES CORP EQUITY 808513105 1303 38,750 SH DEFINED 1 38,750
SCHWAB CHARLES CORP EQUITY 808513105 2323 69,075 SH DEFINED 2 69,075
SCIENTIFIC ATLANTA INC EQUITY 808655104 335 4,500 SH DEFINED 1 4,500
SCIENTIFIC ATLANTA INC EQUITY 808655104 3449 46,300 SH DEFINED 2 46,300
SCIENTIFIC ATLANTA INC EQUITY 808655104 24287 326,000 SH DEFINED 3 293,500 32,500
SCIENTIFIC LEARNING CP COM EQUITY 808760102 4292 194,000 SH DEFINED 3 194,000
SEACHANGE INTL INC EQUITY 811699107 1178 40,800 SH DEFINED 2 40,800
SEACOAST FINL SVCS CORP EQUITY 81170Q106 209 22,000 SH DEFINED 2 22,000
SEAGATE TECHNOLOGY EQUITY 811804103 352 6,400 SH DEFINED 1 6,400
SEAGRAM JOSEPH E & SONS INC CORPBOND 811845AH9 280 262,000 PRN DEFINED 4 262,000
SEAGRAM LTD EQUITY 811850106 719 12,400 SH DEFINED 1 12,400
SEAGRAM LTD CORPBOND 811850205 18847 355,600 PRN DEFINED 4 355,600
SEACOR SMIT INC CORPBOND 811904AE1 8305 8,253,000 PRN DEFINED 4 8,253,000
SEALED AIR CORP NEW EQUITY 81211K100 102 1,957 SH DEFINED 1 1,957
SEALED AIR CORP NEW EQUITY 81211K100 1152 22,000 SH DEFINED 2 22,000
SEALED AIR CORP NEW CORPBOND 81211K209 50055 1,001,100 PRN DEFINED 4 1,001,100
SEARS, ROEBUCK EQUITY 812387108 362 11,100 SH DEFINED 1 11,100
SEARS, ROEBUCK EQUITY 812387108 1811 55,500 SH DEFINED 2 55,500
SEMTECH CORP EQUITY 816850101 268 3,500 SH DEFINED 1 3,500
SEMTECH CORP EQUITY 816850101 1522 19,900 SH DEFINED 2 19,900
SEMTECH CORP CORPBOND 816850AB7 7560 7,000,000 PRN DEFINED 4 7,000,000
SEMPRA ENERGY EQUITY 816851109 95 5,613 SH DEFINED 1 5,613
SENSORMATIC ELECTRS CORP EQUITY 817265101 131 8,300 SH DEFINED 1 8,300
SENSORMATIC ELECTRS CORP EQUITY 817265101 153 9,700 SH DEFINED 2 9,700
SENSORMATIC ELECTRS CORP EQUITY 817265200 2652 110,500 SH DEFINED 4 110,500
SENSORMATIC ELECTRS CORP CORPBOND 817265804 9667 402,800 PRN DEFINED 4 402,800
SEPRACOR INC EQUITY 817315104 953 7,900 SH DEFINED 1 7,900
SEPRACOR INC EQUITY 817315104 1049 8,700 SH DEFINED 2 8,700
SEPRACOR INC CORPBOND 817315AE4 87104 17,069,000 PRN DEFINED 4 17,069,000
SEPRACOR INC CORPBOND 817315AH7 29058 14,385,000 PRN DEFINED 4 14,385,000
SEQUA CORP - CLASS A EQUITY 817320104 42 1,100 SH DEFINED 1 1,100
SHARED MEDICAL SYSTEMS EQUITY 819486101 51 700 SH DEFINED 1 700
SHAW INDUSTRIES INC. EQUITY 820286102 174 13,900 SH DEFINED 1 13,900
SHELL TRANS + TRADING PLC EQUITY 822703609 424 8,500 SH DEFINED 2 8,500
SHERWIN WILLIAMS CO EQUITY 824348106 108 5,100 SH DEFINED 1 5,100
SHERWIN WILLIAMS CO EQUITY 824348106 2598 122,598 SH DEFINED 2 122,598
SHERWOOD BRANDS INC CORPBOND 82437L112 3 12,300 PRN DEFINED 4 12,300
</TABLE>
<PAGE> 50
<TABLE>
<CAPTION>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SHIRE PHARMACEUTICALS GROUP PL EQUITY 82481R106 851 16,400 SH DEFINED 2 16,400
SHOE CARNIVAL INC EQUITY 824889109 66 10,500 SH DEFINED 4 10,500
SHOPKO STORES INC EQUITY 824911101 181 11,800 SH DEFINED 2 11,800
SHOPNET.COM INC EQUITY 82508N112 12 74,500 SH DEFINED 4 74,500
SHURGARD STORAGE CTRS COM EQUITY 82567D104 587 26,100 SH DEFINED 3 26,100
SIEBEL SYSTEMS INC EQUITY 826170102 10820 66,150 SH DEFINED 1 66,150
SIEBEL SYSTEMS INC EQUITY 826170102 15751 96,300 SH DEFINED 2 96,300
SIEBEL SYSTEMS INC CORPBOND 826170AC6 159504 44,338,000 PRN DEFINED 4 44,338,000
SIERRA PACIFIC RESOURCES EQUITY 826428104 106 8,400 SH DEFINED 1 8,400
SIERRA PACIFIC RESOURCES EQUITY 826428104 99 7,920 SH DEFINED 2 7,920
SIERRACITIES COM INC COM EQUITY 826521106 2524 673,100 SH DEFINED 3 673,100
SIGMA-ALDRICH EQUITY 826552101 82 2,800 SH DEFINED 1 2,800
SILICON VALLEY GROUP INC EQUITY 827066101 3641 140,700 SH DEFINED 2 140,700
SILICON VALLEY GROUP INC EQUITY 827066101 210 8,100 SH DEFINED 4 8,100
SILVERSTREAM SOFTWARE COM EQUITY 827907106 23764 411,500 SH DEFINED 3 400,800 10,700
SIMON PPTY GROUP EQUITY 828806109 37238 1,678,350 SH DEFINED 3 1,443,750 234,600
SIRIUS SATELLITE RADIO INC EQUITY 82966U103 2300 51,900 SH DEFINED 2 51,900
SKYMALLINC EQUITY 830859104 238 100,000 SH DEFINED 2 100,000
SMARTFORCE PLC EQUITY 83170A206 158 3,287 SH DEFINED 2 3,287
SMITH INTERNATIONAL INC. EQUITY 832110100 393 5,400 SH DEFINED 1 5,400
SMITH INTERNATIONAL INC. EQUITY 832110100 6954 95,510 SH DEFINED 2 95,510
SMITHKLINE BEECHAM P L C EQUITY 832378301 867 13,300 SH DEFINED 2 13,300
J.M. SMUCKER EQUITY 832696108 58 3,000 SH DEFINED 1 3,000
SNAP-ON INC. EQUITY 833034101 49 1,850 SH DEFINED 1 1,850
SNAP-ON INC. EQUITY 833034101 114 4,300 SH DEFINED 2 4,300
SOC QUIMICA Y MINERA CHIL-SPON EQUITY 833635105 1496 67,230 SH DEFINED 1 67,230
SODEXHO MARIOTT SERVICES EQUITY 833793102 132 8,272 SH DEFINED 1 8,272
SOLECTRON CORP EQUITY 834182107 14238 340,000 SH DEFINED 1 340,000
SOLECTRON CORP EQUITY 834182107 972 23,200 SH DEFINED 2 23,200
SOLUTIA INC EQUITY 834376105 161 11,700 SH DEFINED 1 11,700
SONOCO PRODS CO EQUITY 835495102 220 10,690 SH DEFINED 1 10,690
SOTHEBY'S HOLDINGS EQUITY 835898107 110 6,300 SH DEFINED 1 6,300
SOUTHDOWN INC EQUITY 841297104 219 3,800 SH DEFINED 1 3,800
SOUTHERN CO EQUITY 842587107 4171 178,900 SH DEFINED 1 178,900
SOUTHERN CO EQUITY 842587107 154 6,600 SH DEFINED 2 6,600
SOUTHERN PERU COPPER CORP EQUITY 843611104 67 5,500 SH DEFINED 1 5,500
SOUTHTRUST CORP EQUITY 844730101 113 5,000 SH DEFINED 1 5,000
SOUTHWEST AIRLINES EQUITY 844741108 283 14,925 SH DEFINED 1 14,925
SOUTHWEST AIRLINES EQUITY 844741108 490 25,900 SH DEFINED 2 25,900
SOUTHWEST BANCORPORATION TEX EQUITY 84476R109 160 7,700 SH DEFINED 2 7,700
SOVEREIGN BANCORP INC EQUITY 845905108 172 24,400 SH DEFINED 1 24,400
SOVEREIGN BANCORP INC EQUITY 845905306 1372 29,500 SH DEFINED 4 29,500
</TABLE>
<PAGE> 51
<TABLE>
<CAPTION>
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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>
SPANISH BROADCASTING SYS INC EQUITY 846425882 4006 194,800 SH DEFINED 2 194,800
SPARTECH CORP COM NEW EQUITY 847220209 10233 379,000 SH DEFINED 3 366,200 12,800
SPECTRASITE HLDGS INC EQUITY 84760T100 1754 61,800 SH DEFINED 2 61,800
SPECTRASITE HLDGS INC EQUITY 84760T100 26996 951,400 SH DEFINED 3 934,200 17,200
SPIEKER PPTYS INC COM EQUITY 848497103 16137 350,800 SH DEFINED 3 302,900 47,900
SPINNAKER EXPL CO COM EQUITY 84855W109 18322 715,000 SH DEFINED 3 715,000
SPRINGS INDUSTRIES INC - CL A EQUITY 851783100 19 600 SH DEFINED 1 600
SPRINT CORP EQUITY 852061100 5982 117,300 SH DEFINED 1 117,300
SPRINT CORP EQUITY 852061100 8163 160,065 SH DEFINED 2 160,065
SPRINT CORP EQUITY 852061506 20641 346,900 SH DEFINED 1 346,900
SPRINT CORP EQUITY 852061506 73704 1,238,721 SH DEFINED 2 1,238,721
STAMPS COM INC EQUITY 852857101 732 100,100 SH DEFINED 2 100,100
STANCORP FINL GROUP INC EQUITY 852891100 199 6,200 SH DEFINED 2 6,200
STANDARD AUTOMOTIVE CORP EQUITY 853097202 617 65,800 SH DEFINED 4 65,800
STANDARD REGISTER CO EQUITY 853887107 41 2,900 SH DEFINED 1 2,900
STANDARD REGISTER CO EQUITY 853887107 56 3,900 SH DEFINED 2 3,900
STANLEY WORKS EQUITY 854616109 70 2,950 SH DEFINED 1 2,950
STAPLES INC EQUITY 855030102 213 13,850 SH DEFINED 1 13,850
STAPLES INC EQUITY 855030102 18285 1,189,257 SH DEFINED 2 1,189,257
STARBUCKS CORP EQUITY 855244109 214 5,600 SH DEFINED 1 5,600
STARBUCKS CORP EQUITY 855244109 634 16,600 SH DEFINED 2 16,600
STATE STREET CORP EQUITY 857477103 477 4,500 SH DEFINED 1 4,500
STATE STREET CORP EQUITY 857477103 371 3,500 SH DEFINED 2 3,500
STATEN IS BANCORP INC EQUITY 857550107 116 6,600 SH DEFINED 2 6,600
STEINWAY MUSICAL COMMON EQUITY 858495104 29719 1,801,131 SH DEFINED 1 1,801,131
STERIS CORP EQUITY 859152100 64 7,200 SH DEFINED 1 7,200
STERIS CORP EQUITY 859152100 307 34,590 SH DEFINED 2 34,590
STEWART + STEVENSON SVCS INC EQUITY 860342104 45 3,000 SH DEFINED 1 3,000
STEWART + STEVENSON SVCS INC EQUITY 860342104 286 19,000 SH DEFINED 2 19,000
STEWART ENETERPRISES INC - CL A EQUITY 860370105 41 11,500 SH DEFINED 1 11,500
STEWART INFORMATION SVCS CORP EQUITY 860372101 586 40,100 SH DEFINED 2 40,100
STILLWATER MNG CO COM EQUITY 86074Q102 23566 845,400 SH DEFINED 3 823,000 22,400
STMICROELECTRONICS NV-NY EQUITY 861012102 703 10,950 SH DEFINED 1 10,950
STMICROELECTRONICS NV-NY EQUITY 861012102 1155 17,990 SH DEFINED 2 17,990
STMICROELECTRONICS NV-NY CORPBOND 861012AB8 60061 35,000,000 PRN DEFINED 4 35,000,000
STORAGE USA EQUITY 861907103 12608 427,400 SH DEFINED 3 374,500 52,900
STORAGE TECHNOLOGY CORP. EQUITY 862111200 118 10,800 SH DEFINED 1 10,800
STORAGE TECHNOLOGY CORP EQUITY 862111200 81 7,400 SH DEFINED 2 7,400
STREAMEDIA COMM INCS EQUITY 86323T105 47 26,900 SH DEFINED 4 26,900
STREAMEDIA COMM INCS EQUITY 86323T113 11 27,200 SH DEFINED 4 27,200
STRUCTURAL DYNAMICS RESEARCH EQUITY 863555108 57 3,800 SH DEFINED 1 3,800
STRUCTURAL DYNAMICS RESH CORP EQUITY 863555108 316 21,000 SH DEFINED 2 21,000
</TABLE>
<PAGE> 52
<TABLE>
<CAPTION>
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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>
STRYKER CORP EQUITY 863667101 919 21,000 SH DEFINED 1 21,000
STUDENT LN CORP EQUITY 863902102 5321 126,700 SH DEFINED 2 126,700
SUIZA FOODS CORP EQUITY 865077101 156 3,200 SH DEFINED 1 3,200
SUMMIT BANCORP EQUITY 866005101 111 4,500 SH DEFINED 1 4,500
SUMMIT BANCORP EQUITY 866005101 6503 264,100 SH DEFINED 2 264,100
SUMMIT PPTYS INC EQUITY 866239106 315 15,000 SH DEFINED 2 15,000
SUN COMMUNITIES INC COM EQUITY 866674104 6032 180,400 SH DEFINED 3 154,800 25,600
SUN INC CORPBOND 866762AG2 470 534,000 PRN DEFINED 4 534,000
SUN LIFE FINL SVCS CDA INC EQUITY 866796105 113 6,700 SH DEFINED 2 6,700
SUN MICROSYSTEMS INC EQUITY 866810104 30887 339,650 SH DEFINED 1 339,650
SUN MICROSYSTEMS INC EQUITY 866810104 14435 158,737 SH DEFINED 2 158,737
SUNBEAM CORP CORPBOND 867071AA0 894 5,458,000 PRN DEFINED 4 5,458,000
SUNBEAM CORP CORPBOND 867071AD4 139 850,000 PRN DEFINED 4 850,000
SUNGARD DATA SYSTEMS INC. EQUITY 867363103 440 14,200 SH DEFINED 1 14,200
SUNGARD DATA SYSTEMS INC. EQUITY 867363103 871 28,100 SH DEFINED 2 28,100
SUNGARD DATA SYSTEMS INC. EQUITY 867363103 57515 1,855,308 SH DEFINED 3 1,775,708 79,600
SUNOCO INC EQUITY 86764P109 71 2,400 SH DEFINED 1 2,400
SUNTRUST BANKS INC. EQUITY 867914103 411 9,000 SH DEFINED 1 9,000
SUPERGEN INC EQUITY 868059106 1240 34,200 SH DEFINED 2 34,200
SUPERIOR ENERGY SVCS COM EQUITY 868157108 5447 525,000 SH DEFINED 3 525,000
SUPERIOR INDS INTL INC EQUITY 868168105 72 2,800 SH DEFINED 1 2,800
SUPER VALU STORES EQUITY 868536103 71 3,700 SH DEFINED 1 3,700
SURGE COMPONENTS INC-WTS A EQUITY 868908112 37 18,300 SH DEFINED 4 18,300
SWIFT TRANSPORTATION INC EQUITY 870756103 95 6,800 SH DEFINED 1 6,800
SWIFT TRANSPORTATION INC EQUITY 870756103 17214 1,229,600 SH DEFINED 3 1,194,575 35,025
SYBASE, INC. EQUITY 871130100 223 9,700 SH DEFINED 1 9,700
SYBRON CORP EQUITY 87114F106 224 11,300 SH DEFINED 1 11,300
SYBRON CORP EQUITY 87114F106 608 30,700 SH DEFINED 2 30,700
SYCAMORE NETWORKS INC EQUITY 871206108 21302 193,000 SH DEFINED 2 193,000
SYKES ENTERPRISES INC EQUITY 871237103 59 4,600 SH DEFINED 1 4,600
SYLVAN LEARNING SYSTEMS INC EQUITY 871399101 63 4,600 SH DEFINED 1 4,600
SYMANTEC CORPORATION EQUITY 871503108 345 6,400 SH DEFINED 1 6,400
SYMBOL TECHNOLOGIES INC EQUITY 871508107 794 14,700 SH DEFINED 1 14,700
SYMBOL TECHNOLOGIES INC EQUITY 871508107 1418 26,250 SH DEFINED 2 26,250
SYMYX TECHNOLOGIES INC COM EQUITY 87155S108 3196 75,000 SH DEFINED 3 75,000
SYNOPSYS INC EQUITY 871607107 259 7,500 SH DEFINED 1 7,500
SYNOVUS FINANCIAL CORPORATION EQUITY 87161C105 135 7,650 SH DEFINED 1 7,650
SYSCO CORP. EQUITY 871829107 3629 86,150 SH DEFINED 1 86,150
SYSTEMS & COMPUTER TECHNOLOGY CORPBOND 871873AB1 1541 1,655,000 PRN DEFINED 4 1,655,000
TBA ENTERTAINMENT CORP EQUITY 872173117 12 24,900 SH DEFINED 4 24,900
TCF FINANCIAL CORP. EQUITY 872275102 223 8,700 SH DEFINED 1 8,700
TECO ENERGY EQUITY 872375100 271 13,500 SH DEFINED 1 13,500
</TABLE>
<PAGE> 53
<TABLE>
<CAPTION>
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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>
TJX COS INC NEW EQUITY 872540109 176 9,400 SH DEFINED 1 9,400
TJX COS INC NEW EQUITY 872540109 653 34,800 SH DEFINED 2 34,800
TRW INC EQUITY 872649108 160 3,700 SH DEFINED 1 3,700
TMP WORLDWIDE INC EQUITY 872941109 2310 31,300 SH DEFINED 2 31,300
TMP WORLDWIDE INC EQUITY 872941109 32341 438,144 SH DEFINED 3 428,444 9,700
TV GUIDE INC EQUITY 87307Q109 688 20,100 SH DEFINED 2 20,100
TXU CORPORATION EQUITY 873168108 246 8,337 SH DEFINED 1 8,337
TAIWAN FUND EQUITY 874036106 4972 259,960 SH DEFINED 1 259,960
TAIWAN SEMICONDUCTOR MFG LTD EQUITY 874039100 139 3,584 SH DEFINED 1 3,584
TAIWAN SEMICONDUCTOR MFG LTD EQUITY 874039209 29786 780,000 SH DEFINED 4 780,000
TALBOTS INC EQUITY 874161102 2697 49,100 SH DEFINED 2 49,100
TALK CITY INC EQUITY 874263106 50 31,864 SH DEFINED 1 31,864
TANGER FACTORY OUTLET COM EQUITY 875465106 402 17,100 SH DEFINED 3 17,100
TARGET CORP EQUITY 87612E106 858 14,800 SH DEFINED 1 14,800
TARGET CORP EQUITY 87612E106 249 4,300 SH DEFINED 2 4,300
TAUBMAN CTRS INC COM EQUITY 876664103 12304 1,118,500 SH DEFINED 3 931,700 186,800
TECH DATA CORP EQUITY 878237106 244 5,600 SH DEFINED 1 5,600
TECH DATA CORP EQUITY 878237106 788 18,100 SH DEFINED 2 18,100
TECHNE CORP COM EQUITY 878377100 37115 285,500 SH DEFINED 3 278,500 7,000
TECUMSEH PRODS CO EQUITY 878895200 80 2,100 SH DEFINED 1 2,100
TECUMSEH PRODS CO EQUITY 878895200 210 5,500 SH DEFINED 2 5,500
TEKELEC INC EQUITY 879101103 2106 43,700 SH DEFINED 2 43,700
TEKTRONIX INC EQUITY 879131100 107 1,450 SH DEFINED 1 1,450
TEKTRONIX INC EQUITY 879131100 81 1,100 SH DEFINED 2 1,100
TELCOM SEMICONDUCTOR INC EQUITY 87921P107 2322 57,500 SH DEFINED 2 57,500
TELE NORTE LESTE PARTICIPACOES EQUITY 879246106 2646 112,001 SH DEFINED 1 112,001
TELE NORTE LESTE PARTICIPACOES EQUITY 879246106 158 6,705 SH DEFINED 2 6,705
TELE SUDESTE CELULAR PARTICIPA EQUITY 879252104 37 1,221 SH DEFINED 2 1,221
TELECOM ARGENTINA S.A. - ADR EQUITY 879273209 1448 52,650 SH DEFINED 1 52,650
TELEBRAS-SPONS ADR PFD BLOCK EQUITY 879287308 1194 14,200 SH DEFINED 1 14,200
TELEBRAS-SPONS ADR PFD BLOCK EQUITY 879287308 972 10,009 SH DEFINED 2 10,009
TELECOMUNICACOES DE SAO PAULO EQUITY 87929A102 113 6,109 SH DEFINED 2 6,109
TELEFLEX INC EQUITY 879369106 147 4,100 SH DEFINED 1 4,100
TELEFLEX INC EQUITY 879369106 437 11,800 SH DEFINED 2 11,800
TELEFONICA DE ARGENTINA S A EQUITY 879378206 262 9,000 SH DEFINED 1 9,000
TELEFONICA DE ARGENTINA S A EQUITY 879378206 85 2,690 SH DEFINED 2 2,690
TELEFONICA S A EQUITY 879382208 892 13,930 SH DEFINED 2 13,930
TELEFONICA DEL PERU ADR EQUITY 879384105 230 20,000 SH DEFINED 1 20,000
TELEFONOS DE MEXICO S A EQUITY 879403780 10782 188,740 SH DEFINED 1 188,740
TELEFONOS DE MEXICO S A EQUITY 879403780 4711 82,475 SH DEFINED 2 82,475
TELEPHONE & DATA SYSTEMS, INC. EQUITY 879433100 662 6,600 SH DEFINED 1 6,600
TELEMIG CELULAR PARTICIP-ADR EQUITY 87944E105 358 5,000 SH DEFINED 1 5,000
</TABLE>
<PAGE> 54
<TABLE>
<CAPTION>
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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>
TELLABS INC EQUITY 879664100 10398 151,937 SH DEFINED 1 151,937
TELLABS INC EQUITY 879664100 3182 46,500 SH DEFINED 2 46,500
TEMPLE-INLAND EQUITY 879868107 71 1,700 SH DEFINED 1 1,700
TENET HEALTHCARE CORP. EQUITY 88033G100 248 9,200 SH DEFINED 1 9,200
TENET HEALTHCARE CORP. EQUITY 88033G100 1612 59,700 SH DEFINED 2 59,700
TENET HEALTHCARE CORP. EQUITY 88033g100 8440 312,600 SH DEFINED 3 269,300 43,300
TERADYNE INC. EQUITY 880770102 6960 94,700 SH DEFINED 1 94,700
TEVA PHARMACEUTICAL INDS LTD EQUITY 881624209 8487 153,100 SH DEFINED 2 153,100
TETRA TECH INC NEW COM EQUITY 88162G103 30072 1,314,640 SH DEFINED 3 1,276,407 38,233
TEXACO INC. EQUITY 881694103 865 16,237 SH DEFINED 1 16,237
TEXACO INC. EQUITY 881694103 336 6,300 SH DEFINED 2 6,300
TEXAS INSTRUMENTS INC EQUITY 882508104 14189 206,580 SH DEFINED 1 206,580
TEXAS INSTRUMENTS INC EQUITY 882508104 100258 1,459,627 SH DEFINED 2 1,459,627
TEXTRON INC EQUITY 883203101 250 4,600 SH DEFINED 1 4,600
THERMO ELECTRON EQUITY 883556102 99 4,600 SH DEFINED 1 4,600
THOMAS & BETTS CORP EQUITY 884315102 36 1,900 SH DEFINED 1 1,900
THOMAS & BETTS CORP EQUITY 884315102 210 11,000 SH DEFINED 2 11,000
3 COM CORP EQUITY 885535104 594 10,300 SH DEFINED 1 10,300
3 COM CORP EQUITY 885535104 2455 42,610 SH DEFINED 2 42,610
360NETWORKS INC EQUITY 88575T205 1906 125,000 SH DEFINED 1 125,000
TIBCO SOFTWARE INC EQUITY 88632Q103 6230 58,100 SH DEFINED 2 58,100
TICKETMASTER ONLINE CITYSEARCH EQUITY 88633P203 282 17,700 SH DEFINED 2 17,700
TIDEWATER INC. EQUITY 886423102 234 6,500 SH DEFINED 1 6,500
TIDEWATER INC. EQUITY 886423102 738 20,500 SH DEFINED 2 20,500
TIFFANY & CO. EQUITY 886547108 135 2,000 SH DEFINED 1 2,000
TIFFANY & CO. EQUITY 886547108 3145 46,587 SH DEFINED 2 46,587
TIME WARNER INC. EQUITY 887315109 12213 160,700 SH DEFINED 1 160,700
TIME WARNER INC. EQUITY 887315109 24907 327,729 SH DEFINED 2 327,729
TIME WARNER TELECOM INC EQUITY 887319101 406 6,300 SH DEFINED 2 6,300
TIMKEN CO. EQUITY 887389104 35 1,900 SH DEFINED 1 1,900
TITAN CORP EQUITY 888266103 242 5,400 SH DEFINED 1 5,400
TITAN CORP EQUITY 888266103 788 17,600 SH DEFINED 2 17,600
TODAYS MAN INC EQUITY 888910114 4 64,400 SH DEFINED 4 64,400
TOLL BROS INC EQUITY 889478103 197 9,600 SH DEFINED 2 9,600
TOLLGRADE COMMUNICATNS COM EQUITY 889542106 13316 100,500 SH DEFINED 3 100,500
TORCHMARK CORP EQUITY 891027104 104 4,200 SH DEFINED 1 4,200
TORO CO EQUITY 891092108 244 7,400 SH DEFINED 4 7,400
TOSCO CORP EQUITY 891490302 125 4,400 SH DEFINED 1 4,400
TOWER AUTOMOTIVE INC EQUITY 891707101 138 11,000 SH DEFINED 2 11,000
TOWER AUTOMOTIVE INC CORPBOND 891707AE1 702 900,000 PRN DEFINED 4 900,000
TOYS R US EQUITY 892335100 106 7,300 SH DEFINED 1 7,300
TRANS WORLD AIRLINES, INC EQUITY 893349134 486 SH DEFINED 1 486
</TABLE>
<PAGE> 55
<TABLE>
<CAPTION>
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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>
TRANS WORLD AIRLINES, INC EQUITY 893349837 5 2,163 SH DEFINED 1 2,163
TRANSACTION SYSTEMS ARCHITECTS INC EQUITY 893416107 60 3,500 SH DEFINED 1 3,500
TRANSACTION SYSTEMS ARCHITECTS INC EQUITY 893416107 310 18,100 SH DEFINED 2 18,100
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 1746139 20,849,420 SH DEFINED 1 20,849,420
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 1390 16,600 SH DEFINED 2 16,600
TRANSPORTADOR GAS SUR-SP ADR EQUITY 893870204 701 77,900 SH DEFINED 1 77,900
TRANSMONTAIGNE INC EQUITY 893934109 9892 1,615,024 SH DEFINED 3 1,588,224 26,800
TRANSWITCH CORPORATION EQUITY 894065101 340 4,400 SH DEFINED 1 4,400
TRANSWITCH CORPORATION EQUITY 894065101 50801 658,150 SH DEFINED 3 643,750 14,400
TREDEGAR CORPORATION EQUITY 894650100 175 9,200 SH DEFINED 4 9,200
TRIAD GTY INC COM EQUITY 895925105 4443 193,700 SH DEFINED 3 193,700
TRIARC COS INC CORPBOND 895927AB7 2637 10,600,000 PRN DEFINED 4 10,600,000
TRICON GLOBAL RESTAURANTS, INC. EQUITY 895953107 129 4,570 SH DEFINED 1 4,570
TRIBUNE CO EQUITY 896047107 322 9,200 SH DEFINED 1 9,200
TRIBUNE CO EQUITY 896047107 266 7,600 SH DEFINED 2 7,600
TRIBUNE CO EQUITY 896047107 854 24,400 SH DEFINED 4 24,400
TRIGON HEALTHCARE INC EQUITY 89618L100 217 4,200 SH DEFINED 1 4,200
TRINITY INDUSTRIES EQUITY 896522109 78 4,200 SH DEFINED 1 4,200
TRINITY INDUSTRIES EQUITY 896522109 231 12,500 SH DEFINED 2 12,500
TRIQUINT SEMICONDUCTOR INC EQUITY 89674K103 402 4,200 SH DEFINED 1 4,200
TRIQUINT SEMICONDUCTOR INC EQUITY 89674K103 3158 33,000 SH DEFINED 2 33,000
TRIQUINT SEMICONDUCTOR INC EQUITY 89674K103 50494 527,700 SH DEFINED 3 516,300 11,400
TRIQUINT SEMICONDUCTOR INC CORPBOND 89674KAA1 227 250,000 PRN DEFINED 3 250,000
TRITEL INC EQUITY 89675X104 564 19,000 SH DEFINED 2 19,000
TRIZEC HAHN CORP SUB VTG EQUITY 896938107 14659 820,100 SH DEFINED 3 699,300 120,800
TUBOS DE ACERO DE MEX-SP ADR EQUITY 898592506 706 50,900 SH DEFINED 1 50,900
TUPPERWARE CORP EQUITY 899896104 42 1,900 SH DEFINED 1 1,900
TV Azteca S.A. de C.V. - Spons ADR EQUITY 901145102 462 35,000 SH DEFINED 1 35,000
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 841769 53,445,620 SH DEFINED 1 53,445,620
TYCO INTERNATIONAL LTD. EQUITY 902124106 36980 987,570 SH DEFINED 1 987,570
TYCO INTERNATIONAL LTD. EQUITY 902124106 26538 560,165 SH DEFINED 2 560,165
TYCO INTERNATIONAL LTD. EQUITY 902124106 474 10,000 SH DEFINED 4 10,000
TYSON FOODS EQUITY 902494103 213 24,300 SH DEFINED 1 24,300
TYSON FOODS EQUITY 902494103 97 11,100 SH DEFINED 2 11,100
UCAR INTERNATIONAL INC EQUITY 90262K109 63 4,800 SH DEFINED 1 4,800
USX/MARATHON GROUP EQUITY 902905827 231 9,200 SH DEFINED 1 9,200
USX/MARATHON GROUP EQUITY 902905827 454 18,100 SH DEFINED 2 18,100
UST INC EQUITY 902911106 3902 265,700 SH DEFINED 1 265,700
UST INC EQUITY 902911106 2101 143,077 SH DEFINED 2 143,077
US RESTAURANT PPTYS INC EQUITY 902971209 1282 129,500 SH DEFINED 4 129,500
U.S. BANCORP EQUITY 902973106 583 30,271 SH DEFINED 1 30,271
U.S. BANCORP EQUITY 902973106 244 12,700 SH DEFINED 2 12,700
</TABLE>
<PAGE> 56
<TABLE>
<CAPTION>
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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>
USA NETWORKS INC EQUITY 902984103 1514 70,000 SH DEFINED 2 70,000
USG CORP EQUITY 903293405 155 5,100 SH DEFINED 1 5,100
U S LABORATORIES INC EQUITY 90333T113 22 23,150 SH DEFINED 4 23,150
USX-U.S. STEEL GROUP INC. EQUITY 90337T101 46 2,500 SH DEFINED 1 2,500
US UNWIRED INC EQUITY 90338R104 650 50,000 SH DEFINED 2 50,000
UGLY DUCKLING HLDGS INC EQUITY 903512101 1016 137,644 SH DEFINED 1 137,644
ULTRAMAR DIAMOND SHAMROCK EQUITY 904000106 231 9,299 SH DEFINED 1 9,299
UNIBANCO - SPONSORED GDR EQUITY 90458E107 1219 42,400 SH DEFINED 1 42,400
UNIBANCO - SPONSORED GDR EQUITY 90458E107 58 2,000 SH DEFINED 2 2,000
UNIFI INC EQUITY 904677101 75 6,100 SH DEFINED 1 6,100
UNILEVER N V EQUITY 904784709 731 16,995 SH DEFINED 1 16,995
UNICOM CORPORATION EQUITY 904911104 248 6,400 SH DEFINED 1 6,400
UNION CARBIDE EQUITY 905581104 203 4,100 SH DEFINED 1 4,100
UNION PACIFIC CORP. EQUITY 907818108 2316 62,284 SH DEFINED 1 62,284
UNION PACIFIC CORP. EQUITY 907818108 735 19,768 SH DEFINED 2 19,768
UNION PACIFIC RESOURCES GRP EQUITY 907834105 1190 54,084 SH DEFINED 1 54,084
UNION PACIFIC RESOURCES GRP EQUITY 907834105 130 5,900 SH DEFINED 2 5,900
UNION PLANTERS CORP EQUITY 908068109 112 4,000 SH DEFINED 1 4,000
UNIROYAL TECHNOLOGY CORP EQUITY 909163115 527 29,700 SH DEFINED 4 29,700
UNISYS CORP. EQUITY 909214108 133 9,160 SH DEFINED 1 9,160
UNISYS CORP. EQUITY 909214108 117 8,000 SH DEFINED 2 8,000
UNISYS CORP. EQUITY 909214108 170 11,700 SH DEFINED 4 11,700
UNIT CORP COM EQUITY 909218109 6683 495,000 SH DEFINED 3 495,000
UNITED PARCEL SERVICE CL B EQUITY 911312106 83 1,400 SH DEFINED 1 1,400
UNITED PARK CITY MINES EQUITY 911315208 3448 154,094 SH DEFINED 1 154,094
UNITED RENTALS INC EQUITY 911363109 343 20,000 SH DEFINED 2 20,000
US AIRWAYS GROUP, INC. EQUITY 911905107 90 2,300 SH DEFINED 1 2,300
U.S. WEST, Inc. EQUITY 91273H101 1034 12,063 SH DEFINED 1 12,063
UNITED STATIONERS INC EQUITY 913004107 155 4,800 SH DEFINED 2 4,800
UNITED TECHNOLOGIES CORP EQUITY 913017109 812 13,800 SH DEFINED 1 13,800
UNITED TECHNOLOGIES CORP EQUITY 913017109 58169 988,000 SH DEFINED 2 988,000
UNITEDGLOBALCOM CORPBOND 913247201 25428 412,920 PRN DEFINED 4 412,920
UNITEDGLOBALCOM EQUITY 913247805 1426 31,000 SH DEFINED 4 31,000
UNITED HEALTHGROUP INC. EQUITY 91324P102 420 4,900 SH DEFINED 1 4,900
UNITED HEALTHGROUP INC. EQUITY 91324P102 175 2,035 SH DEFINED 2 2,035
UNITRIN INC EQUITY 913275103 217 7,400 SH DEFINED 1 7,400
UNIVERSAL COMPRESSION COM EQUITY 913431102 8569 255,800 SH DEFINED 3 255,800
UNIVERSAL CORP VA EQUITY 913456109 63 3,000 SH DEFINED 1 3,000
UNIVERSAL CORP VA EQUITY 913456109 133 6,300 SH DEFINED 2 6,300
UNIVERSAL FOODS EQUITY 913538104 98 5,300 SH DEFINED 1 5,300
UNIVERSAL HLTH SVCS CL B EQUITY 913903100 81914 1,250,600 SH DEFINED 3 1,221,900 28,700
UNIVISION COMMUNICATIONS INC EQUITY 914906102 1159 11,200 SH DEFINED 1 11,200
</TABLE>
<PAGE> 57
<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>
UNIVISION COMMUNICATIONS INC EQUITY 914906102 1439 13,900 SH DEFINED 2 13,900
UNOCAL CORP EQUITY 915289102 239 7,200 SH DEFINED 1 7,200
UNOCAL CORP EQUITY 915289102 557 16,800 SH DEFINED 2 16,800
UNUMPROVIDENT CORP EQUITY 91529Y106 29849 1,487,809 SH DEFINED 1 1,487,809
UNUMPROVIDENT CORP EQUITY 91529Y106 318 15,865 SH DEFINED 2 15,865
USINTERNETWORKING INC EQUITY 917311805 1437 70,300 SH DEFINED 2 70,300
UTILICORP UTD INC DEL EQUITY 918005109 200 10,050 SH DEFINED 1 10,050
VF CORP EQUITY 918204108 86 3,600 SH DEFINED 1 3,600
VF CORP EQUITY 918204108 1985 83,376 SH DEFINED 2 83,376
VYYO INC EQUITY 918458100 675 25,000 SH DEFINED 2 25,000
VALASSIS COMMUNICATIONS INC EQUITY 918866104 225 5,900 SH DEFINED 1 5,900
VALASSIS COMMUNICATIONS INC EQUITY 918866104 187 4,900 SH DEFINED 2 4,900
VALENTIS INC EQUITY 91913E104 1059 90,100 SH DEFINED 2 90,100
VALERO ENERGY CORP EQUITY 91913Y100 191 6,000 SH DEFINED 1 6,000
VALERO ENERGY CORP EQUITY 91913Y100 1546 48,700 SH DEFINED 2 48,700
VALSPAR CORPORATION EQUITY 920355104 155 4,600 SH DEFINED 1 4,600
VANS INC EQUITY 921930103 154 10,500 SH DEFINED 4 10,500
VARCO INTERNATIONAL INC EQUITY 922122106 230 9,894 SH DEFINED 1 9,894
VARCO INTERNATIONAL INC EQUITY 922122106 502 21,591 SH DEFINED 2 21,591
VARIAN SEMICONDUCTOR EQUIP INC EQUITY 922207105 2783 44,300 SH DEFINED 2 44,300
VARIAN MED SYS INC EQUITY 92220P105 137 3,500 SH DEFINED 2 3,500
VECTREN CORPORATION EQUITY 92240G101 113 6,566 SH DEFINED 1 6,566
VENATOR GROUP INC EQUITY 922944103 242 23,600 SH DEFINED 2 23,600
VENATOR GROUP INC EQUITY 922944103 163 15,900 SH DEFINED 4 15,900
VERIO INC EQUITY 923433106 1404 25,300 SH DEFINED 2 25,300
VERITAS SOFTWARE CORP EQUITY 923436109 1277 11,300 SH DEFINED 1 11,300
VERITAS SOFTWARE CORP EQUITY 923436109 15952 141,150 SH DEFINED 2 141,150
VERITAS SOFTWARE CORP CORPBOND 923436AB5 167486 14,169,000 PRN DEFINED 4 14,169,000
VERISIGN INC EQUITY 92343E102 35016 198,393 SH DEFINED 2 198,393
VERITAS SOFTWARE CORP EQUITY 92343P107 1300 50,000 SH DEFINED 2 50,000
VERITAS SOFTWARE CORP EQUITY 92343P107 14534 559,000 SH DEFINED 3 543,200 15,800
VERTIVALNET INC CORPBOND 92532LAA5 72 37,000 PRN DEFINED 4 37,000
VERTICALNET INC CORPBOND 92532LAC1 5696 2,907,000 PRN DEFINED 4 2,907,000
VIACOM INC EQUITY 925524308 3038 44,553 SH DEFINED 1 44,553
VIACOM INC EQUITY 925524308 3871 56,777 SH DEFINED 2 56,777
VIACOM INC EQUITY 925524308 1406 20,615 SH DEFINED 3 20,615
VIALINK CO COM EQUITY 92552Q101 1403 136,000 SH DEFINED 3 136,000
VIAD CORPORATION EQUITY 92552R109 275 10,100 SH DEFINED 1 10,100
VIAD CORPORATION EQUITY 92552R109 755 27,700 SH DEFINED 2 27,700
VIASAT INC EQUITY 92552V100 651 12,000 SH DEFINED 2 12,000
VIDEO NETWORK COMMUNICATIONA EQUITY 92656N111 25 26,700 SH DEFINED 4 26,700
VIEWCAST.COM INC EQUITY 926713116 22 13,200 SH DEFINED 4 13,200
</TABLE>
<PAGE> 58
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VIGNETTE CORPORATION EQUITY 926734104 18,514 SH DEFINED 1 18,514
VIGNETTE CORPORATION EQUITY 926734104 18705 359,600 SH DEFINED 2 359,600
VIROLOGIC INC COM EQUITY 92823R201 1889 127,000 SH DEFINED 3 127,000
VIRTUAL COMMUNITIES INC EQUITY 92825D119 22 14,400 SH DEFINED 4 14,400
VISHAY INTERTECHNOLOGY EQUITY 928298108 561 14,800 SH DEFINED 1 14,800
VISHAY INTERTECHNOLOGY EQUITY 928298108 1280 33,737 SH DEFINED 2 33,737
VISIBLE GENETICS INC EQUITY 92829S104 542 12,000 SH DEFINED 1 12,000
VISTEON CORP EQUITY 92839U107 1645 135,646 SH DEFINED 1 135,646
VISTEON CORP EQUITY 92839U107 12 1,025 SH DEFINED 2 1,025
VISUAL NETWORKS, INC EQUITY 928444108 132 4,630 SH DEFINED 1 4,630
VISUAL NETWORKS, INC EQUITY 928444108 12888 452,200 SH DEFINED 3 441,500 10,700
VISX INCORPORATED EQUITY 92844S105 188 6,700 SH DEFINED 1 6,700
VITESSE SEMICONDUCTOR CORP EQUITY 928497106 1486 20,200 SH DEFINED 1 20,200
VITESSE SEMICONDUCTOR CORP EQUITY 928497106 4237 57,600 SH DEFINED 2 57,600
VITESSE SEMICONDUCTOR CORP EQUITY 928497106 29521 401,300 SH DEFINED 3 374,100 27,200
VITRIA TECHNOLOGY INC EQUITY 92849Q104 379 6,200 SH DEFINED 2 6,200
VLASIC FOODS INTL INC EQUITY 928559103 41 25,230 SH DEFINED 2 25,230
VODAFONE AIRTOUCH PLC EQUITY 92857T107 48807 1,177,840 SH DEFINED 2 1,177,840
VOICESTREAM WIRELESS CORP EQUITY 928615103 1892 16,270 SH DEFINED 2 16,270
VORNADO REALTY TR EQUITY 929042109 34934 1,005,300 SH DEFINED 3 863,400 141,900
VORNADO REALTY TR EQUITY 929042208 16 300 SH DEFINED 2 300
VORNADO REALTY TR EQUITY 929042208 21824 446,500 SH DEFINED 4 446,500
VULCAN MATERIALS INC EQUITY 929160109 128 3,000 SH DEFINED 1 3,000
VULCAN MATERIALS INC EQUITY 929160109 811 19,000 SH DEFINED 2 19,000
WD 40 CO EQUITY 929236107 471 22,700 SH DEFINED 2 22,700
WHX CORP EQUITY 929248201 3758 173,800 SH DEFINED 4 173,800
WPP GROUP PLC EQUITY 929309300 58 800 SH DEFINED 2 800
WABASH NATL CORP EQUITY 929566107 209 17,490 SH DEFINED 2 17,490
WACHOVIA CORP EQUITY 929771103 326 6,000 SH DEFINED 1 6,000
WACHOVIA CORP EQUITY 929771103 163 3,000 SH DEFINED 2 3,000
WADDELL + REED FINL INC EQUITY 930059100 289 8,800 SH DEFINED 1 8,800
WADDELL + REED FINL INC EQUITY 930059100 1011 30,800 SH DEFINED 2 30,800
WADDELL + REED FINL INC EQUITY 930059209 620 21,350 SH DEFINED 2 21,350
WAL-MART STORES EQUITY 931142103 35991 624,570 SH DEFINED 1 624,570
WAL-MART STORES EQUITY 931142103 30874 535,788 SH DEFINED 2 535,788
WALGREEN CO EQUITY 931422109 956 29,700 SH DEFINED 1 29,700
WALLACE COMPUTER SYSTEMS EQUITY 932270101 42 4,300 SH DEFINED 1 4,300
WARNACO EQUITY 934390105 44 5,700 SH DEFINED 1 5,700
WARNER CHILCOTT LABS-SP ADR EQUITY 934435207 11039 496,120 SH DEFINED 1 496,120
WASHINGTON GAS LT CO EQUITY 938837101 120 5,000 SH DEFINED 1 5,000
WASHINGTON GAS LT CO EQUITY 938837101 1379 57,300 SH DEFINED 2 57,300
WASHINGTON MUTUAL INC. EQUITY 939322103 457 15,825 SH DEFINED 1 15,825
</TABLE>
<PAGE> 59
<TABLE>
<CAPTION>
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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>
WASHINGTON MUTUAL INC. EQUITY 939322103 2420 83,800 SH DEFINED 2 83,800
WASHINGTON POST CO. CLASS B EQUITY 939640108 526 1,100 SH DEFINED 1 1,100
WASTE MANAGEMENT INC EQUITY 94106L109 342 18,000 SH DEFINED 1 18,000
WASTE MANAGEMENT INC EQUITY 94106L109 220 11,572 SH DEFINED 2 11,572
WATCHGUARD TECHNOLOGIES INC EQUITY 941105108 5983 108,900 SH DEFINED 2 108,900
WATERS CORPORATION EQUITY 941848103 861 6,900 SH DEFINED 1 6,900
WATERS CORPORATION EQUITY 941848103 1510 12,100 SH DEFINED 2 12,100
WATERS CORPORATION EQUITY 941848103 92037 737,400 SH DEFINED 3 706,200 31,200
WATSON PHARMACEUTICALS EQUITY 942683103 156 2,900 SH DEFINED 1 2,900
WATSON PHARMACEUTICALS EQUITY 942683103 328 6,100 SH DEFINED 2 6,100
WATTS INDS INC EQUITY 942749102 207 16,420 SH DEFINED 2 16,420
WAUSAU-MOSINEE PAPER CORP EQUITY 943315101 47 5,500 SH DEFINED 1 5,500
WAUSAU-MOSINEE PAPER CORP EQUITY 943315101 100 11,700 SH DEFINED 2 11,700
WEATHERFORD INTERNATIONAL EQUITY 947074100 466 11,700 SH DEFINED 1 11,700
WEATHERFORD INTERNATIONAL EQUITY 947074100 3515 88,300 SH DEFINED 2 88,300
WEBSENSE INC EQUITY 947684106 13 500 SH DEFINED 2 500
WEBSENSE INC EQUITY 947684106 2867 114,100 SH DEFINED 3 110,700 3,400
WEBSTER FINANCIAL CORP EQUITY 947890109 107 4,800 SH DEFINED 1 4,800
WEBSTER FINANCIAL CORP EQUITY 947890109 355 16,000 SH DEFINED 2 16,000
WEINGARTEN RLTY INVS SH BEN INT EQUITY 948741103 11983 296,800 SH DEFINED 3 255,700 41,100
WEIS MKTS INC EQUITY 948849104 265 8,100 SH DEFINED 2 8,100
WELLMAN INC EQUITY 949702104 57 3,500 SH DEFINED 1 3,500
WELLPOINT HEALTH NETWORKS EQUITY 94973H108 145 2,000 SH DEFINED 1 2,000
WELLPOINT HEALTH NETWORKS EQUITY 94973H108 5788 79,910 SH DEFINED 2 79,910
WELLS FARGO & COMPANY EQUITY 949746101 11064 285,535 SH DEFINED 1 285,535
WELLS FARGO & COMPANY EQUITY 949746101 4235 109,300 SH DEFINED 2 109,300
WELLSFORD REAL PPTYS INC EQUITY 950240200 416 27,500 SH DEFINED 2 27,500
WENDYS FING I EQUITY 950588202 590 13,100 SH DEFINED 2 13,100
WENDY'S EQUITY 950590109 66 3,700 SH DEFINED 1 3,700
WESCO INTERNATIONAL INC EQUITY 95082P105 134 14,000 SH DEFINED 4 14,000
WEST MARINE INC EQUITY 954235107 90 13,200 SH DEFINED 4 13,200
WEST TELESERVICES CORP EQUITY 956188106 1020 40,300 SH DEFINED 2 40,300
WEST TELESERVICES CORP EQUITY 956188106 5910 233,500 SH DEFINED 3 195,500 38,000
WESTAMERICA BANCORPORATION EQUITY 957090103 102 3,900 SH DEFINED 1 3,900
WESTERN GASRES INC EQUITY 958259301 674 20,100 SH DEFINED 4 20,100
WESTERN RESOURCES INC EQUITY 959425109 3343 215,700 SH DEFINED 1 215,700
WESTERN WIRELESS CORP EQUITY 95988E204 2164 39,700 SH DEFINED 2 39,700
WESTPOINT STEVENS INC. EQUITY 961238102 566 50,880 SH DEFINED 1 50,880
WESTVACO CORP. EQUITY 961548104 74 3,000 SH DEFINED 1 3,000
WESTWOOD ONE, INC. EQUITY 961815107 413 12,100 SH DEFINED 1 12,100
WESTWOOD ONE, INC. EQUITY 961815107 51239 1,501,500 SH DEFINED 3 1,468,100 33,400
WEYERHAEUSER CO. EQUITY 962166104 301 7,000 SH DEFINED 1 7,000
</TABLE>
<PAGE> 60
<TABLE>
<CAPTION>
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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>
WEYERHAEUSER CO. EQUITY 962166104 464 10,800 SH DEFINED 2 10,800
WHIRLPOOL CORP EQUITY 963320106 107 2,300 SH DEFINED 1 2,300
WHITMAN CORP EQUITY 96647R107 182 14,700 SH DEFINED 1 14,700
WHITMAN CORP EQUITY 96647R107 157 12,700 SH DEFINED 2 12,700
WHOLE FOODS MKT INC EQUITY 966837106 591 14,300 SH DEFINED 2 14,300
WILLAMETTE INDS. INC. EQUITY 969133107 95 3,500 SH DEFINED 1 3,500
WILLIAMS COAL SEAM GAS RTY TR EQUITY 969450105 214 27,000 SH DEFINED 4 27,000
WILLIAMS COMPANIES EQUITY 969457100 517 12,400 SH DEFINED 1 12,400
WILLIAMS COMPANIES EQUITY 969457100 1096 26,300 SH DEFINED 2 26,300
WILLIAMS-SONOMA INC EQUITY 969904101 195 6,000 SH DEFINED 1 6,000
WILMINGTON TRUST CORP EQUITY 971807102 150 3,500 SH DEFINED 1 3,500
WILMINGTON TRUST CORP EQUITY 971807102 77 1,800 SH DEFINED 2 1,800
WINN-DIXIE STORES INC. EQUITY 974280109 64 4,500 SH DEFINED 1 4,500
WINSTAR COMMUNICATIONS INC EQUITY 975515107 2804 82,770 SH DEFINED 2 82,770
WISCONSIN CENTRAL TRANSPORT EQUITY 976592105 69 5,300 SH DEFINED 1 5,300
WISCONSIN ENERGY CORP. EQUITY 976657106 258 13,000 SH DEFINED 1 13,000
WITNESS SYS INC COM EQUITY 977424100 1645 67,500 SH DEFINED 3 67,500
WOLVERINE WORLD WIDE INC EQUITY 978097103 316 32,000 SH DEFINED 2 32,000
WORKFLOW MANAGEMENT INC EQUITY 98137N109 249 21,000 SH DEFINED 4 21,000
WORLD ACCESS INC EQUITY 98141A101 71 6,381 SH DEFINED 1 6,381
WORLDQUEST NETWORKS INC EQUITY 98156W105 59 8,300 SH DEFINED 2 8,300
WORLDCOM INC EQUITY 98157D106 25684 559,860 SH DEFINED 1 559,860
WORLDCOM INC EQUITY 98157D106 10918 238,000 SH DEFINED 2 238,000
WORTHINGTON INDUSTRIES EQUITY 981811102 28 2,700 SH DEFINED 1 2,700
WM. WRIGLEY CO EQUITY 982526105 281 3,500 SH DEFINED 1 3,500
WYNDAHAM INTERNATIONAL CLASS A EQUITY 983101106 679 271,748 SH DEFINED 1 271,748
XILINX INC. EQUITY 983919101 776 9,400 SH DEFINED 1 9,400
XILINX INC. EQUITY 983919101 1016 12,300 SH DEFINED 2 12,300
XIRCOM INC EQUITY 983922105 556 11,700 SH DEFINED 4 11,700
XEROX CORP EQUITY 984121103 434 20,900 SH DEFINED 1 20,900
XEROX CORP EQUITY 984121103 1118 53,900 SH DEFINED 2 53,900
XTRA CORP EQUITY 984138107 737 18,700 SH DEFINED 2 18,700
XPEDIOR INC EQUITY 98413B100 70 5,100 SH DEFINED 2 5,100
YPF S.A.-Sponsored ADR EQUITY 984245100 265 9,000 SH DEFINED 1 9,000
YAHOO! INC EQUITY 984332106 1932 15,600 SH DEFINED 1 15,600
YAHOO! INC EQUITY 984332106 25219 203,582 SH DEFINED 2 203,582
YANKEE CANDLE INC EQUITY 984757104 3553 164,300 SH DEFINED 2 164,300
YORK INTERNATIONAL CORP EQUITY 986670107 104 4,100 SH DEFINED 1 4,100
YORK INTERNATIONAL CORP EQUITY 986670107 366 14,500 SH DEFINED 2 14,500
YORK INTERNATIONAL CORP EQUITY 986670107 225 8,900 SH DEFINED 4 8,900
YOUNG & RUBICAM IMC EQUITY 987425105 114 2,000 SH DEFINED 1 2,000
YOUNG & RUBICAM IMC EQUITY 987425105 789 13,800 SH DEFINED 2 13,800
</TABLE>
<PAGE> 61
<TABLE>
<CAPTION>
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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>
ZIONS BANCORPORATION EQUITY 989701107 422 9,200 SH DEFINED 1 9,200
ZYGO CORP EQUITY 989855101 4541 50,000 SH DEFINED 2 50,000
DAIMLERCHRYSLER AG EQUITY d1668R123 89 1,712 SH DEFINED 2 1,712
ACE LTD EQUITY G0070K103 907 32,400 SH DEFINED 2 32,400
AMDOCS LIMITED EQUITY G02602103 860 11,200 SH DEFINED 1 11,200
AMDOCS LIMITED EQUITY G02602103 10446 136,100 SH DEFINED 2 136,100
CORECOMM LTD EQUITY G2422R109 132 6,775 SH DEFINED 2 6,775
CREDITCORP LTD EQUITY G2519Y108 733 81,121 SH DEFINED 1 81,121
EVEREST RE GROUP LTD EQUITY G3223R108 20297 617,385 SH DEFINED 1 617,385
EVEREST RE GROUP LTD EQUITY G3223R108 191 5,800 SH DEFINED 2 5,800
FLAG TELECOM HOLDINGS LTD EQUITY G3529L102 289 19,400 SH DEFINED 2 19,400
GLOBAL CROSSING LTD EQUITY G3921A100 632 24,015 SH DEFINED 1 24,015
GLOBAL CROSSING LTD EQUITY G3921A100 510 19,400 SH DEFINED 2 19,400
GLOBALSTAR LP LTD EQUITY G3930H104 127 14,144 SH DEFINED 2 14,144
GLOBAL-TECH APPLIANCES INC EQUITY G39320109 544 111,600 SH DEFINED 1 111,600
IPC HOLDINGS LTDS EQUITY G4933P101 85400 6,100,000 SH DEFINED 1 6,100,000
IPC HOLDINGS LTDS EQUITY G4933P101 280 20,000 SH DEFINED 2 20,000
KNIGHTBRIDGE TANKERS LTD EQUITY G5299G106 360 18,000 SH DEFINED 1 18,000
LASALLE RE HOLDINGS LTD EQUITY G5383Q101 3192 225,000 SH DEFINED 2 225,000
LEISUREPLANET HLDGS LTD EQUITY G54467116 38 19,000 SH DEFINED 4 19,000
LEISUREPLANET HLDGS LTD EQUITY G54467124 17 55,600 SH DEFINED 4 55,600
LORAL SPACE & COMMUNICATIONS EQUITY G56462107 191 27,500 SH DEFINED 2 27,500
LORAL SPACE & COMMUNICATIONS CORPBOND G56462149 16075 714,439 PRN DEFINED 4 714,439
RENAISSANCERE HOLDINGS EQUITY G7496G103 87 2,000 SH DEFINED 2 2,000
SANTA FE INTL CORP ORD EQUITY G7805C108 12557 359,400 SH DEFINED 3 313,900 45,500
TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 347 6,498 SH DEFINED 1 6,498
TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 6446 120,632 SH DEFINED 2 120,632
TRITON ENERGY LTD EQUITY G90751101 122 3,100 SH DEFINED 2 3,100
XL CAPITAL LTD EQUITY G98255105 5413 100,000 SH DEFINED 1 100,000
XL CAPITAL LTD EQUITY G98255105 1009 18,645 SH DEFINED 2 18,645
AUDIO CODES LTD EQUITY M15342104 3720 31,000 SH DEFINED 2 31,000
BACKWEB TECHNOLOGIES LTD EQUITY M15633106 1196 52,300 SH DEFINED 2 52,300
CHECK POINT SOFTWARE EQUITY M22465104 942 4,450 SH DEFINED 1 4,450
CHECK POINT SOFTWARE EQUITY M22465104 12049 56,900 SH DEFINED 2 56,900
GILAT SATELLITE NETWORKS LTD EQUITY M51474100 389 5,600 SH DEFINED 1 5,600
GILAT SATELLITE NETWORKS LTD EQUITY M51474100 389 5,600 SH DEFINED 2 5,600
METALINK LTD EQUITY M69897102 2660 89,800 SH DEFINED 2 89,800
METALINK LTD EQUITY M69897102 2252 76,000 SH DEFINED 3 76,000
ORBOTECH LTD EQUITY M75253100 1927 20,750 SH DEFINED 2 20,750
RIT TECHNOLOGIES LTD EQUITY M8215N109 715 57,500 SH DEFINED 2 57,500
TTI TEAM TELECOME EQUITY M88258104 1440 40,000 SH DEFINED 2 40,000
ASM LITHOGRAPHY HLDG N V EQUITY N07059111 1902 43,100 SH DEFINED 2 43,100
</TABLE>
<PAGE> 62
<TABLE>
<CAPTION>
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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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CORE LABORATORIES NV EQUITY N22717107 119 4,100 SH DEFINED 2 4,100
CORE LABORATORIES NV EQUITY N22717107 23383 806,300 SH DEFINED 3 783,700 22,600
QIAGEN NV ORD EQUITY N72482107 5046 29,000 SH DEFINED 3 24,500 4,500
ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 63 3,400 SH DEFINED 2 3,400
FLEXTRONICS INTERNATIONAL EQUITY Y2573F102 109100 1,588,355 SH DEFINED 2 1,588,355
</TABLE>
